|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 02, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081202 |
841.75 |
857.25 |
826.00 |
827.00 |
-19.00 |
5,599 |
140,546 |
-1,946 |
| Mar09 |
081202 |
850.00 |
865.75 |
833.25 |
834.50 |
-19.75 |
2,586 |
73,614 |
+1,637 |
| May09 |
081202 |
861.00 |
873.25 |
843.00 |
844.00 |
-19.75 |
201 |
19,835 |
+710 |
| Jul09 |
081202 |
870.25 |
885.00 |
852.50 |
853.00 |
-19.50 |
960 |
31,945 |
-283 |
| Aug09 |
081202 |
866.75 |
874.50 |
855.00 |
855.00 |
-19.50 |
0 |
1,577 |
-4 |
| Sep09 |
081202 |
877.25 |
877.25 |
855.00 |
855.00 |
-19.75 |
0 |
816 |
+0 |
| Nov09 |
081202 |
872.50 |
887.75 |
855.75 |
856.00 |
-19.75 |
362 |
41,416 |
-922 |
| Total Volume and Open Interest |
42,534 |
315,655 |
+1,553 |
| Soybean Meal(CBOT) |
| Dec08 |
081202 |
251.90 |
254.00 |
245.20 |
246.10 |
-6.20 |
2,600 |
5,624 |
-2,577 |
| Jan09 |
081202 |
250.30 |
253.40 |
244.30 |
245.30 |
-5.20 |
6,297 |
37,096 |
+54 |
| Mar09 |
081202 |
251.50 |
254.00 |
232.30 |
246.30 |
-5.40 |
3,440 |
34,570 |
+503 |
| May09 |
081202 |
253.10 |
256.30 |
248.00 |
248.90 |
-5.50 |
143 |
14,791 |
+160 |
| Jul09 |
081202 |
257.20 |
259.30 |
250.80 |
251.90 |
-5.60 |
466 |
17,358 |
+66 |
| Aug09 |
081202 |
259.00 |
259.00 |
253.40 |
253.40 |
-5.60 |
35 |
4,623 |
+51 |
| Sep09 |
081202 |
259.20 |
259.20 |
253.90 |
253.90 |
-5.30 |
2 |
3,350 |
+16 |
| Oct09 |
081202 |
258.00 |
259.50 |
252.00 |
252.00 |
-6.00 |
1 |
1,980 |
+21 |
| Total Volume and Open Interest |
29,503 |
130,634 |
+605 |
| Soybean Oil(CBOT) |
| Dec08 |
081202 |
31.00 |
31.50 |
30.42 |
30.42 |
-0.69 |
2,494 |
11,132 |
-2,430 |
| Jan09 |
081202 |
31.19 |
31.96 |
30.75 |
30.77 |
-0.63 |
7,403 |
95,225 |
-997 |
| Mar09 |
081202 |
31.57 |
32.39 |
31.15 |
31.20 |
-0.63 |
4,554 |
49,047 |
+1,670 |
| May09 |
081202 |
32.08 |
32.63 |
31.55 |
31.60 |
-0.62 |
640 |
20,121 |
-305 |
| Jul09 |
081202 |
32.39 |
33.05 |
31.95 |
31.98 |
-0.62 |
1,008 |
25,233 |
-555 |
| Aug09 |
081202 |
32.80 |
32.80 |
32.13 |
32.18 |
-0.62 |
38 |
4,099 |
+29 |
| Sep09 |
081202 |
33.00 |
33.00 |
32.30 |
32.38 |
-0.62 |
76 |
4,593 |
-35 |
| Oct09 |
081202 |
33.45 |
33.47 |
32.48 |
32.54 |
-0.61 |
79 |
3,545 |
-28 |
| Total Volume and Open Interest |
39,312 |
241,176 |
-1,160 |
| Canola(WCE) |
| Jan09 |
081202 |
383.0 |
388.8 |
378.3 |
380.8 |
-4.7 |
9,767 |
54,395 |
-2,195 |
| Mar09 |
081202 |
388.5 |
396.5 |
388.3 |
389.1 |
-5.2 |
3,342 |
21,272 |
+2,118 |
| May09 |
081202 |
399.4 |
402.3 |
396.7 |
397.3 |
-5.2 |
138 |
4,902 |
+0 |
| Jul09 |
081202 |
407.0 |
412.4 |
405.8 |
405.8 |
-3.7 |
252 |
5,409 |
+1 |
| Nov09 |
081202 |
419.9 |
423.0 |
415.6 |
416.6 |
-7.1 |
132 |
5,993 |
+67 |
| Total Volume and Open Interest |
8,499 |
92,030 |
-549 |
| Corn(CBOT) |
| Dec08 |
081202 |
330.25 |
338.00 |
330.00 |
332.50 |
-0.25 |
11,547 |
28,057 |
-8,093 |
| Mar09 |
081202 |
346.25 |
354.00 |
345.00 |
348.25 |
-0.50 |
16,379 |
400,423 |
-5,084 |
| May09 |
081202 |
358.00 |
365.00 |
356.75 |
359.50 |
-0.50 |
1,469 |
100,779 |
+3,092 |
| Jul09 |
081202 |
369.50 |
375.50 |
367.75 |
370.00 |
-0.75 |
274 |
121,794 |
-414 |
| Sep09 |
081202 |
380.25 |
385.50 |
379.25 |
380.75 |
-0.75 |
4 |
25,391 |
+140 |
| Dec09 |
081202 |
394.50 |
400.75 |
393.75 |
395.00 |
-1.25 |
659 |
139,683 |
+445 |
| Total Volume and Open Interest |
114,059 |
869,865 |
-8,572 |
| Wheat(CBOT) |
| Dec08 |
081202 |
508.00 |
519.75 |
504.50 |
509.75 |
unch |
1,022 |
8,418 |
-2,450 |
| Mar09 |
081202 |
526.00 |
538.00 |
522.00 |
528.50 |
+0.50 |
3,089 |
135,975 |
+2,274 |
| May09 |
081202 |
542.00 |
551.00 |
536.50 |
542.25 |
+0.50 |
442 |
21,338 |
+1,025 |
| Jul09 |
081202 |
554.25 |
564.00 |
549.75 |
555.50 |
+0.75 |
29 |
51,307 |
+155 |
| Sep09 |
081202 |
577.25 |
581.25 |
571.75 |
576.50 |
-0.75 |
2 |
15,405 |
+111 |
| Total Volume and Open Interest |
64,657 |
255,933 |
-6,118 |
| Wheat(KCBT) |
| Dec08 |
081202 |
538.25 |
544.00 |
533.00 |
537.50 |
+1.75 |
1,390 |
1,403 |
-725 |
| Mar09 |
081202 |
554.00 |
600.00 |
550.25 |
555.00 |
+1.00 |
7,148 |
42,451 |
-123 |
| May09 |
081202 |
562.75 |
572.00 |
561.25 |
565.50 |
+1.00 |
255 |
7,951 |
+3 |
| Jul09 |
081202 |
573.00 |
582.00 |
570.25 |
576.25 |
+1.25 |
1,462 |
17,629 |
+162 |
| Sep09 |
081202 |
582.50 |
591.00 |
582.00 |
587.75 |
+1.25 |
725 |
3,173 |
-64 |
| Total Volume and Open Interest |
9,037 |
79,436 |
-333 |
| Wheat(MGE) |
| Dec08 |
081202 |
587.25 |
592.00 |
584.75 |
590.00 |
+11.50 |
112 |
352 |
-75 |
| Mar09 |
081202 |
589.25 |
597.00 |
582.00 |
591.50 |
+3.50 |
1,610 |
13,646 |
-119 |
| May09 |
081202 |
598.25 |
601.00 |
590.00 |
594.50 |
+1.50 |
426 |
6,660 |
+23 |
| Jul09 |
081202 |
604.75 |
608.75 |
598.50 |
601.25 |
+0.50 |
122 |
2,242 |
+77 |
| Sep09 |
081202 |
604.00 |
617.00 |
604.00 |
608.25 |
-0.75 |
87 |
2,848 |
+67 |
| Total Volume and Open Interest |
1,719 |
27,808 |
-367 |
| Oats(CBOT) |
| Dec08 |
081202 |
201.75 |
212.75 |
200.00 |
206.50 |
+4.50 |
3 |
146 |
+42 |
| Mar09 |
081202 |
217.75 |
230.00 |
213.00 |
222.00 |
+4.50 |
41 |
7,179 |
-73 |
| May09 |
081202 |
228.75 |
231.50 |
225.50 |
231.50 |
+4.50 |
10 |
2,137 |
+8 |
| Jul09 |
081202 |
251.25 |
251.50 |
236.50 |
242.00 |
+4.50 |
10 |
3,790 |
+3,141 |
| Total Volume and Open Interest |
362 |
14,008 |
-435 |
| Rough Rice(CBOT) |
| Jan09 |
081202 |
13.00 |
13.20 |
12.77 |
12.99 |
-0.07 |
41 |
3,866 |
-37 |
| Mar09 |
081202 |
13.27 |
13.45 |
13.03 |
13.26 |
-0.08 |
40 |
2,082 |
+234 |
| May09 |
081202 |
13.30 |
13.57 |
13.30 |
13.48 |
-0.09 |
0 |
518 |
+0 |
| Jul09 |
081202 |
13.72 |
13.80 |
13.72 |
13.72 |
-0.08 |
0 |
172 |
+0 |
| Total Volume and Open Interest |
638 |
6,712 |
+107 |
| Live Cattle(CME) |
| Dec08 |
081202 |
85.150 |
85.900 |
84.100 |
84.350 |
-1.100 |
6,481 |
29,717 |
-946 |
| Feb09 |
081202 |
85.180 |
86.330 |
84.550 |
84.950 |
-0.780 |
12,400 |
98,236 |
+37 |
| Apr09 |
081202 |
87.250 |
88.050 |
86.200 |
86.535 |
-1.015 |
5,467 |
49,908 |
+351 |
| Jun09 |
081202 |
83.135 |
83.750 |
82.300 |
82.500 |
-0.635 |
1,749 |
19,858 |
-21 |
| Aug09 |
081202 |
82.850 |
83.500 |
82.080 |
82.480 |
-0.370 |
645 |
9,638 |
+7 |
| Oct09 |
081202 |
85.900 |
86.350 |
85.200 |
85.400 |
-0.500 |
68 |
3,731 |
-8 |
| Total Volume and Open Interest |
13,299 |
213,966 |
+1,052 |
| Feeder Cattle(CME) |
| Jan09 |
081202 |
89.200 |
90.750 |
88.500 |
89.000 |
-0.635 |
1,318 |
11,961 |
+120 |
| Mar09 |
081202 |
89.700 |
90.900 |
88.700 |
89.100 |
-0.750 |
677 |
4,625 |
+181 |
| Apr09 |
081202 |
91.000 |
91.000 |
89.500 |
89.980 |
-0.500 |
132 |
1,710 |
+84 |
| May09 |
081202 |
91.580 |
91.700 |
90.100 |
90.900 |
-0.300 |
175 |
1,259 |
-35 |
| Aug09 |
081202 |
93.200 |
93.500 |
91.900 |
92.100 |
-0.800 |
58 |
626 |
+11 |
| Sep09 |
081202 |
92.500 |
93.100 |
92.500 |
93.100 |
-1.200 |
1 |
60 |
-1 |
| Oct09 |
081202 |
93.500 |
93.500 |
92.900 |
92.900 |
-1.100 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,382 |
19,905 |
+273 |
| Lean Hogs(CME) |
| Dec08 |
081202 |
58.700 |
59.080 |
58.250 |
58.380 |
-0.355 |
5,204 |
18,953 |
-988 |
| Feb09 |
081202 |
65.635 |
66.135 |
65.050 |
65.475 |
+0.125 |
10,318 |
74,425 |
-656 |
| Apr09 |
081202 |
72.400 |
73.135 |
71.785 |
72.150 |
-0.250 |
2,599 |
38,028 |
+1 |
| May09 |
081202 |
80.700 |
80.700 |
79.900 |
80.200 |
-0.435 |
117 |
1,341 |
-4 |
| Jun09 |
081202 |
82.250 |
82.680 |
81.900 |
82.100 |
+0.050 |
1,277 |
24,220 |
+342 |
| Jul09 |
081202 |
81.850 |
81.850 |
81.035 |
81.430 |
+0.030 |
265 |
4,345 |
+82 |
| Aug09 |
081202 |
79.650 |
79.800 |
79.450 |
79.550 |
unch |
178 |
3,691 |
+46 |
| Oct09 |
081202 |
74.080 |
74.100 |
73.650 |
73.900 |
-0.050 |
155 |
2,377 |
-4 |
| Total Volume and Open Interest |
13,567 |
169,254 |
+42 |
| Pork Bellies(CME) |
| Feb09 |
081202 |
92.000 |
92.500 |
91.100 |
92.135 |
-0.095 |
244 |
715 |
-81 |
| Mar09 |
081202 |
90.500 |
91.500 |
90.500 |
90.500 |
unch |
1 |
114 |
-1 |
| May09 |
081202 |
90.750 |
93.000 |
90.750 |
90.750 |
unch |
0 |
136 |
+0 |
| Jul09 |
081202 |
90.550 |
92.000 |
90.550 |
90.550 |
unch |
0 |
83 |
+0 |
| Aug09 |
081202 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
36 |
1,131 |
+13 |
| Class III Milk(CME) |
| Dec08 |
081202 |
15.37 |
15.41 |
15.31 |
15.37 |
+0.06 |
70 |
5,250 |
-18 |
| Jan09 |
081202 |
14.28 |
14.43 |
14.20 |
14.36 |
+0.11 |
197 |
3,855 |
-27 |
| Feb09 |
081202 |
14.20 |
14.21 |
14.11 |
14.15 |
+0.02 |
142 |
3,478 |
+14 |
| Mar09 |
081202 |
14.15 |
14.24 |
14.07 |
14.18 |
+0.11 |
93 |
2,872 |
+15 |
| Apr09 |
081202 |
14.10 |
14.19 |
14.08 |
14.13 |
+0.05 |
76 |
2,358 |
+16 |
| Total Volume and Open Interest |
3 |
37,905 |
-20 |
| Cocoa(ICE) |
| Dec08 |
081202 |
2181 |
2251 |
2181 |
2251 |
+41 |
4 |
43 |
-4 |
| Mar09 |
081202 |
2130 |
2203 |
2112 |
2170 |
+6 |
13,806 |
60,833 |
-10 |
| May09 |
081202 |
2145 |
2195 |
2127 |
2165 |
+3 |
2,441 |
21,483 |
+675 |
| Jul09 |
081202 |
2172 |
2188 |
2153 |
2162 |
+1 |
722 |
10,091 |
+382 |
| Sep09 |
081202 |
2163 |
2176 |
2145 |
2151 |
-1 |
290 |
5,509 |
+238 |
| Dec09 |
081202 |
2135 |
2155 |
2132 |
2140 |
+3 |
111 |
8,481 |
+53 |
| Mar10 |
081202 |
2129 |
2129 |
2129 |
2129 |
+6 |
0 |
2,412 |
-1 |
| Total Volume and Open Interest |
5,882 |
109,339 |
-180 |
| Coffee "C"(ICE) |
| Dec08 |
081202 |
112.00 |
112.00 |
109.85 |
110.25 |
-1.40 |
64 |
280 |
-81 |
| Mar09 |
081202 |
113.50 |
114.30 |
110.90 |
111.90 |
-1.65 |
13,272 |
71,691 |
-739 |
| May09 |
081202 |
116.30 |
116.65 |
113.60 |
114.50 |
-1.60 |
1,148 |
21,502 |
+285 |
| Jul09 |
081202 |
120.00 |
120.00 |
116.00 |
116.90 |
-1.55 |
808 |
5,948 |
+49 |
| Sep09 |
081202 |
121.10 |
121.10 |
118.50 |
119.25 |
-1.55 |
395 |
4,546 |
-133 |
| Dec09 |
081202 |
124.45 |
124.45 |
122.00 |
122.65 |
-1.55 |
334 |
3,201 |
+239 |
| Total Volume and Open Interest |
8,462 |
109,212 |
+525 |
| Orange Juice(ICE) |
| Jan09 |
081202 |
71.60 |
74.00 |
71.15 |
72.00 |
+0.60 |
6,154 |
11,107 |
-3,176 |
| Mar09 |
081202 |
75.10 |
78.10 |
75.10 |
76.35 |
+0.50 |
5,016 |
15,141 |
+4,063 |
| May09 |
081202 |
81.95 |
81.95 |
80.05 |
80.40 |
+0.35 |
70 |
2,270 |
+36 |
| Jul09 |
081202 |
85.00 |
85.25 |
84.05 |
84.35 |
+0.35 |
19 |
862 |
-8 |
| Sep09 |
081202 |
88.50 |
88.65 |
88.00 |
88.65 |
+0.15 |
11 |
177 |
+10 |
| Nov09 |
081202 |
92.65 |
92.65 |
92.65 |
92.65 |
-0.45 |
0 |
146 |
+0 |
| Total Volume and Open Interest |
1,753 |
29,053 |
-308 |
| Sugar #11(ICE) |
| Mar09 |
081202 |
11.60 |
11.77 |
11.53 |
11.62 |
-0.03 |
27,012 |
253,199 |
-1,838 |
| May09 |
081202 |
12.04 |
12.23 |
11.97 |
12.08 |
-0.01 |
10,395 |
104,599 |
+570 |
| Jul09 |
081202 |
12.26 |
12.51 |
12.20 |
12.38 |
+0.05 |
8,112 |
110,476 |
+1,937 |
| Oct09 |
081202 |
12.72 |
12.97 |
12.69 |
12.86 |
+0.08 |
3,307 |
70,923 |
-33 |
| Mar10 |
081202 |
13.41 |
13.65 |
13.38 |
13.58 |
+0.11 |
1,039 |
46,727 |
+382 |
| Total Volume and Open Interest |
34,146 |
637,611 |
-2,640 |
| Sugar #14(ICE) |
| Jan09 |
081202 |
19.50 |
19.50 |
19.31 |
19.41 |
-0.11 |
41 |
1,122 |
+16 |
| Mar09 |
081202 |
20.25 |
20.25 |
20.20 |
20.23 |
-0.13 |
40 |
2,751 |
-13 |
| May09 |
081202 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
1 |
2,090 |
+1 |
| Jul09 |
081202 |
21.00 |
21.00 |
21.00 |
21.00 |
unch |
3 |
1,753 |
+3 |
| Sep09 |
081202 |
21.40 |
21.40 |
21.40 |
21.40 |
unch |
5 |
835 |
+5 |
| Total Volume and Open Interest |
67 |
8,539 |
+0 |
| London Cocoa(LCE) |
| Dec08 |
081202 |
1546 |
1610 |
1546 |
1605 |
+21 |
1,669 |
19,870 |
-999 |
| Mar09 |
081202 |
1470 |
1487 |
1452 |
1479 |
unch |
9,330 |
64,160 |
-2,089 |
| May09 |
081202 |
1467 |
1485 |
1450 |
1477 |
unch |
2,427 |
32,073 |
-263 |
| Jul09 |
081202 |
1469 |
1491 |
1469 |
1486 |
+3 |
1,706 |
30,218 |
+158 |
| Sep09 |
081202 |
1471 |
1481 |
1468 |
1481 |
unch |
490 |
11,510 |
+104 |
| Dec09 |
081202 |
1447 |
1461 |
1447 |
1453 |
unch |
476 |
6,659 |
+286 |
| Mar10 |
081202 |
1453 |
1453 |
1453 |
1453 |
unch |
0 |
769 |
+0 |
| Total Volume and Open Interest |
41,755 |
168,074 |
-10,934 |
| London Coffee(LCE) |
| Jan09 |
081202 |
1961.00 |
1993.00 |
1961.00 |
1980.00 |
+15.00 |
4,904 |
63,913 |
-2,383 |
| Total Volume and Open Interest |
5,347 |
66,296 |
-1,011 |
| London Sugar(LCE) |
| Mar09 |
081202 |
319.50 |
325.00 |
319.30 |
321.80 |
-0.20 |
2,997 |
24,114 |
-319 |
| May09 |
081202 |
328.50 |
333.40 |
328.50 |
331.20 |
+0.20 |
692 |
9,562 |
+58 |
| Aug09 |
081202 |
335.50 |
341.00 |
335.50 |
338.80 |
+1.30 |
814 |
6,488 |
+137 |
| Oct09 |
081202 |
343.70 |
349.70 |
343.70 |
347.30 |
+1.80 |
63 |
3,034 |
+5 |
| Dec09 |
081202 |
351.40 |
353.70 |
351.40 |
353.50 |
+1.80 |
3 |
877 |
+0 |
| Total Volume and Open Interest |
2,382 |
44,510 |
+996 |
| Cotton(ICE) |
| Dec08 |
081202 |
45.42 |
46.00 |
44.80 |
45.06 |
-0.05 |
60 |
288 |
+35 |
| Mar09 |
081202 |
46.72 |
47.23 |
46.07 |
46.33 |
-0.70 |
7,747 |
80,337 |
-148 |
| May09 |
081202 |
46.42 |
47.20 |
46.10 |
46.37 |
-0.66 |
2,134 |
15,091 |
+563 |
| Jul09 |
081202 |
47.49 |
47.80 |
46.84 |
47.05 |
-0.53 |
1,244 |
16,553 |
+314 |
| Oct09 |
081202 |
49.44 |
49.44 |
49.44 |
49.44 |
-0.45 |
0 |
153 |
+0 |
| Dec09 |
081202 |
51.24 |
51.35 |
50.70 |
50.85 |
-0.39 |
629 |
13,357 |
-233 |
| Total Volume and Open Interest |
5,514 |
127,006 |
+85 |
| Lumber(CME) |
| Jan09 |
081202 |
187.2 |
190.6 |
184.3 |
185.6 |
-2.4 |
1,273 |
4,462 |
-361 |
| Mar09 |
081202 |
199.6 |
202.8 |
198.0 |
199.0 |
-2.8 |
928 |
3,063 |
+546 |
| May09 |
081202 |
215.1 |
218.7 |
214.5 |
216.1 |
-2.6 |
66 |
660 |
-15 |
| Jul09 |
081202 |
222.1 |
225.9 |
221.7 |
222.0 |
-3.9 |
99 |
280 |
+80 |
| Total Volume and Open Interest |
2,004 |
8,293 |
+410 |
| Crude Oil(NYM) |
| Jan09 |
081202 |
48.85 |
50.25 |
46.82 |
46.96 |
-2.32 |
217,048 |
303,711 |
-6,245 |
| Feb09 |
081202 |
50.39 |
51.64 |
48.31 |
48.43 |
-2.25 |
57,111 |
86,524 |
+2,530 |
| Mar09 |
081202 |
51.50 |
52.97 |
49.73 |
49.84 |
-2.16 |
27,540 |
63,415 |
-1,868 |
| Apr09 |
081202 |
52.64 |
54.07 |
51.04 |
51.15 |
-2.07 |
10,690 |
40,233 |
-575 |
| May09 |
081202 |
53.91 |
55.07 |
52.32 |
52.38 |
-2.02 |
8,785 |
27,776 |
-1,395 |
| Jun09 |
081202 |
54.90 |
56.40 |
53.50 |
53.54 |
-1.97 |
14,769 |
104,849 |
+2,560 |
| Jul09 |
081202 |
57.08 |
57.36 |
54.60 |
54.60 |
-1.94 |
3,162 |
24,267 |
-516 |
| Aug09 |
081202 |
56.14 |
56.14 |
55.60 |
55.60 |
-1.92 |
2,024 |
25,156 |
-1 |
| Sep09 |
081202 |
58.82 |
58.82 |
56.56 |
56.56 |
-1.90 |
1,799 |
20,773 |
-139 |
| Oct09 |
081202 |
58.54 |
58.54 |
57.50 |
57.50 |
-1.88 |
1,532 |
17,301 |
-5 |
| Nov09 |
081202 |
58.40 |
58.42 |
58.40 |
58.42 |
-1.86 |
1,041 |
16,077 |
-92 |
| Dec09 |
081202 |
59.61 |
62.00 |
59.27 |
59.32 |
-1.83 |
11,719 |
103,696 |
+1,159 |
| Jan10 |
081202 |
61.35 |
61.35 |
60.16 |
60.16 |
-1.80 |
515 |
17,137 |
-33 |
| Feb10 |
081202 |
61.01 |
61.01 |
61.01 |
61.01 |
-1.77 |
263 |
7,926 |
-69 |
| Mar10 |
081202 |
61.85 |
61.85 |
61.85 |
61.85 |
-1.74 |
41 |
11,842 |
+0 |
| Apr10 |
081202 |
62.64 |
62.64 |
62.64 |
62.64 |
-1.71 |
63 |
3,134 |
-48 |
| Total Volume and Open Interest |
214,876 |
1,141,336 |
+5,629 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081202 |
48.825 |
50.300 |
46.825 |
46.950 |
-2.325 |
11,975 |
7,882 |
+871 |
| Feb09 |
081202 |
50.125 |
51.600 |
48.425 |
48.425 |
-2.250 |
280 |
410 |
+8 |
| Mar09 |
081202 |
51.425 |
52.650 |
49.850 |
49.850 |
-2.150 |
110 |
279 |
+21 |
| Apr09 |
081202 |
52.500 |
52.500 |
51.150 |
51.150 |
-2.075 |
9 |
96 |
+3 |
| May09 |
081202 |
52.375 |
52.375 |
52.375 |
52.375 |
-2.025 |
1 |
6 |
+1 |
| Jun09 |
081202 |
55.050 |
55.050 |
53.550 |
53.550 |
-1.950 |
2 |
3 |
+1 |
| Jul09 |
081202 |
54.600 |
54.600 |
54.600 |
54.600 |
-1.950 |
0 |
1 |
+0 |
| Aug09 |
081202 |
55.600 |
55.600 |
55.600 |
55.600 |
-1.925 |
0 |
1 |
+0 |
| Sep09 |
081202 |
56.550 |
56.550 |
56.550 |
56.550 |
-1.900 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,541 |
7,848 |
+7 |
| Heating Oil(NYM) |
| Jan09 |
081202 |
162.22 |
165.21 |
157.78 |
158.32 |
-3.19 |
35,390 |
66,914 |
-1,420 |
| Feb09 |
081202 |
164.97 |
167.46 |
160.47 |
160.92 |
-3.29 |
10,921 |
20,784 |
-462 |
| Mar09 |
081202 |
167.22 |
169.65 |
162.90 |
163.27 |
-3.09 |
6,229 |
22,553 |
+336 |
| Apr09 |
081202 |
168.00 |
170.00 |
164.05 |
164.57 |
-2.79 |
3,186 |
11,303 |
+19 |
| May09 |
081202 |
171.50 |
171.61 |
165.80 |
166.22 |
-2.59 |
1,636 |
12,753 |
+232 |
| Jun09 |
081202 |
170.83 |
173.79 |
167.07 |
167.87 |
-2.44 |
2,616 |
20,442 |
+572 |
| Jul09 |
081202 |
174.50 |
175.80 |
169.92 |
169.92 |
-2.49 |
852 |
8,179 |
+13 |
| Aug09 |
081202 |
176.75 |
178.75 |
172.77 |
172.77 |
-2.64 |
445 |
4,113 |
+22 |
| Sep09 |
081202 |
181.60 |
182.06 |
176.12 |
176.12 |
-2.64 |
363 |
7,700 |
+0 |
| Oct09 |
081202 |
184.31 |
184.80 |
179.50 |
179.62 |
-2.59 |
302 |
2,743 |
+2 |
| Nov09 |
081202 |
185.00 |
189.06 |
182.87 |
182.87 |
-2.49 |
342 |
2,051 |
+25 |
| Dec09 |
081202 |
187.00 |
191.00 |
185.82 |
185.82 |
-2.44 |
1,604 |
11,933 |
-297 |
| Total Volume and Open Interest |
38,142 |
217,459 |
-4,100 |
| Gasoline(NYMEX) |
| Jan09 |
081202 |
110.90 |
114.67 |
105.09 |
105.83 |
-5.29 |
13,369 |
80,998 |
+80,998 |
| Feb09 |
081202 |
113.33 |
117.69 |
108.93 |
109.47 |
-5.10 |
3,765 |
16,742 |
+16,742 |
| Mar09 |
081202 |
116.25 |
121.44 |
113.30 |
113.82 |
-4.85 |
1,153 |
15,724 |
+15,724 |
| Apr09 |
081202 |
134.58 |
136.15 |
129.47 |
129.47 |
-4.45 |
777 |
15,483 |
+15,483 |
| May09 |
081202 |
136.50 |
138.00 |
131.70 |
131.97 |
-4.40 |
269 |
8,370 |
+8,370 |
| Jun09 |
081202 |
140.00 |
140.00 |
134.00 |
134.42 |
-4.35 |
232 |
7,896 |
+7,896 |
| Jul09 |
081202 |
141.45 |
141.70 |
136.17 |
136.17 |
-4.35 |
56 |
6,264 |
+6,264 |
| Aug09 |
081202 |
143.00 |
143.00 |
137.57 |
137.57 |
-4.35 |
91 |
2,504 |
+2,504 |
| Sep09 |
081202 |
143.75 |
143.75 |
138.20 |
138.57 |
-4.35 |
51 |
3,006 |
+3,006 |
| Oct09 |
081202 |
135.09 |
135.09 |
129.97 |
129.97 |
-4.35 |
98 |
3,030 |
+3,030 |
| Total Volume and Open Interest |
20,358 |
173,424 |
-434 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081202 |
105.83 |
105.83 |
105.83 |
105.83 |
-5.29 |
0 |
2 |
+2 |
| Feb09 |
081202 |
109.47 |
109.47 |
109.47 |
109.47 |
-5.10 |
|
|
|
| Mar09 |
081202 |
113.82 |
113.82 |
113.82 |
113.82 |
-4.85 |
|
|
|
| Apr09 |
081202 |
129.47 |
129.47 |
129.47 |
129.47 |
-4.45 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081202 |
6.497 |
6.659 |
6.371 |
6.424 |
-0.180 |
57,316 |
129,578 |
-1,867 |
| Feb09 |
081202 |
6.534 |
6.679 |
6.391 |
6.452 |
-0.184 |
13,570 |
44,477 |
+865 |
| Mar09 |
081202 |
6.515 |
6.624 |
6.370 |
6.426 |
-0.167 |
9,308 |
79,473 |
-347 |
| Apr09 |
081202 |
6.599 |
6.604 |
6.360 |
6.433 |
-0.153 |
5,809 |
58,631 |
+325 |
| May09 |
081202 |
6.647 |
6.648 |
6.420 |
6.485 |
-0.149 |
2,479 |
35,288 |
-422 |
| Jun09 |
081202 |
6.750 |
6.760 |
6.535 |
6.600 |
-0.147 |
611 |
22,975 |
-134 |
| Jul09 |
081202 |
6.828 |
6.880 |
6.655 |
6.721 |
-0.146 |
442 |
21,142 |
+7 |
| Aug09 |
081202 |
6.987 |
6.987 |
6.750 |
6.821 |
-0.141 |
263 |
20,139 |
-62 |
| Sep09 |
081202 |
6.902 |
7.005 |
6.800 |
6.866 |
-0.141 |
349 |
16,844 |
-87 |
| Oct09 |
081202 |
7.128 |
7.128 |
6.905 |
6.973 |
-0.141 |
1,920 |
32,872 |
-149 |
| Nov09 |
081202 |
7.477 |
7.481 |
7.280 |
7.338 |
-0.136 |
465 |
17,160 |
-148 |
| Dec09 |
081202 |
7.880 |
7.881 |
7.688 |
7.738 |
-0.134 |
188 |
26,281 |
-44 |
| Jan10 |
081202 |
8.106 |
8.131 |
7.935 |
7.988 |
-0.131 |
1,225 |
19,271 |
+420 |
| Feb10 |
081202 |
8.146 |
8.146 |
7.945 |
7.996 |
-0.131 |
58 |
8,133 |
+12 |
| Mar10 |
081202 |
7.976 |
7.977 |
7.760 |
7.818 |
-0.131 |
118 |
16,940 |
+39 |
| Apr10 |
081202 |
7.220 |
7.405 |
7.220 |
7.278 |
-0.116 |
177 |
14,102 |
+48 |
| Total Volume and Open Interest |
56,713 |
718,799 |
-2,009 |
| Brent Crude Oil(ICE) |
| Jan09 |
081202 |
47.70 |
48.97 |
45.30 |
45.44 |
-2.53 |
110,284 |
83,168 |
-7,295 |
| Feb09 |
081202 |
49.50 |
51.06 |
47.52 |
47.64 |
-2.41 |
58,633 |
131,619 |
+9,739 |
| Mar09 |
081202 |
51.38 |
52.91 |
49.49 |
49.58 |
-2.34 |
24,222 |
55,344 |
+4,584 |
| Apr09 |
081202 |
52.98 |
54.63 |
51.19 |
51.32 |
-2.29 |
15,044 |
22,734 |
+1,429 |
| May09 |
081202 |
54.70 |
56.22 |
52.83 |
52.95 |
-2.27 |
10,956 |
20,690 |
+842 |
| Jun09 |
081202 |
56.20 |
57.69 |
54.39 |
54.52 |
-2.18 |
12,932 |
38,417 |
+1,795 |
| Jul09 |
081202 |
56.81 |
58.48 |
56.01 |
56.02 |
-2.05 |
5,720 |
14,933 |
+3,110 |
| Aug09 |
081202 |
58.04 |
59.72 |
57.38 |
57.38 |
-1.91 |
2,544 |
14,257 |
+1,147 |
| Sep09 |
081202 |
59.19 |
60.90 |
58.64 |
58.64 |
-1.79 |
1,409 |
14,026 |
+482 |
| Oct09 |
081202 |
59.75 |
59.75 |
59.75 |
59.75 |
-1.66 |
0 |
7,972 |
+350 |
| Nov09 |
081202 |
60.71 |
60.71 |
60.71 |
60.71 |
-1.57 |
0 |
10,674 |
+143 |
| Dec09 |
081202 |
61.75 |
64.24 |
61.48 |
61.57 |
-1.56 |
9,465 |
54,016 |
-1,290 |
| Jan10 |
081202 |
62.50 |
62.50 |
62.50 |
62.50 |
-1.52 |
0 |
10,381 |
+644 |
| Feb10 |
081202 |
63.37 |
63.37 |
63.37 |
63.37 |
-1.50 |
0 |
3,206 |
-6 |
| Total Volume and Open Interest |
75,081 |
565,654 |
+2,671 |
| Gas Oil(ICE) |
| Dec08 |
081202 |
500.00 |
508.75 |
482.50 |
488.50 |
-16.75 |
14,913 |
49,721 |
-1,250 |
| Jan09 |
081202 |
509.00 |
517.75 |
491.25 |
497.25 |
-15.50 |
17,941 |
75,278 |
+2,218 |
| Feb09 |
081202 |
519.50 |
527.25 |
503.00 |
508.00 |
-15.25 |
4,493 |
34,796 |
+355 |
| Mar09 |
081202 |
526.50 |
537.75 |
516.25 |
518.25 |
-15.00 |
1,323 |
16,909 |
+696 |
| Apr09 |
081202 |
537.00 |
546.25 |
528.25 |
528.25 |
-14.75 |
436 |
15,965 |
+199 |
| May09 |
081202 |
546.50 |
556.00 |
538.25 |
538.25 |
-14.00 |
696 |
16,540 |
+125 |
| Jun09 |
081202 |
555.00 |
566.75 |
547.50 |
547.50 |
-13.00 |
1,371 |
36,791 |
+253 |
| Jul09 |
081202 |
561.25 |
573.50 |
558.75 |
558.75 |
-12.50 |
243 |
11,232 |
+117 |
| Aug09 |
081202 |
572.00 |
582.50 |
569.25 |
569.25 |
-12.50 |
152 |
9,329 |
+36 |
| Sep09 |
081202 |
580.75 |
591.25 |
576.25 |
578.00 |
-12.50 |
491 |
8,093 |
+345 |
| Total Volume and Open Interest |
43,938 |
365,832 |
+3,437 |
| Ethanol(CBOT) |
| Dec08 |
081202 |
1.555 |
1.575 |
1.555 |
1.570 |
-0.026 |
0 |
99 |
+99 |
| Jan09 |
081202 |
1.575 |
1.575 |
1.546 |
1.557 |
-0.028 |
3 |
428 |
+428 |
| Feb09 |
081202 |
1.560 |
1.570 |
1.560 |
1.560 |
-0.035 |
14 |
229 |
+229 |
| Mar09 |
081202 |
1.560 |
1.572 |
1.560 |
1.572 |
-0.033 |
7 |
291 |
+291 |
| Apr09 |
081202 |
1.590 |
1.590 |
1.570 |
1.585 |
-0.025 |
13 |
350 |
+350 |
| May09 |
081202 |
1.590 |
1.600 |
1.590 |
1.592 |
-0.023 |
7 |
180 |
+180 |
| Jun09 |
081202 |
1.610 |
1.610 |
1.610 |
1.610 |
-0.010 |
5 |
181 |
+181 |
| Jul09 |
081202 |
1.610 |
1.610 |
1.610 |
1.610 |
-0.010 |
5 |
170 |
+170 |
| Total Volume and Open Interest |
79 |
3,114 |
+34 |
| US Dollar Index(ICE) |
| Dec08 |
081202 |
87.285 |
87.475 |
86.375 |
86.820 |
-0.080 |
4,240 |
36,521 |
-577 |
| Mar09 |
081202 |
87.950 |
88.060 |
87.075 |
87.600 |
-0.035 |
366 |
2,685 |
+127 |
| Jun09 |
081202 |
88.225 |
88.225 |
88.225 |
88.225 |
-0.035 |
2 |
135 |
-2 |
| Total Volume and Open Interest |
2,560 |
39,793 |
-675 |
| Australian Dollar(CME) |
| Dec08 |
081202 |
63.80 |
64.89 |
63.26 |
63.85 |
-0.62 |
36 |
63,622 |
-277 |
| Mar09 |
081202 |
63.20 |
64.59 |
63.08 |
63.54 |
-0.67 |
36 |
6,818 |
+87 |
| Jun09 |
081202 |
63.36 |
63.99 |
63.36 |
63.36 |
-0.63 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
16,850 |
71,111 |
-1,464 |
| British Pound(CME) |
| Dec08 |
081202 |
148.90 |
150.68 |
147.75 |
148.78 |
-0.31 |
1 |
103,845 |
+865 |
| Mar09 |
081202 |
149.26 |
150.91 |
147.93 |
148.95 |
-0.29 |
3 |
9,889 |
+214 |
| Jun09 |
081202 |
149.11 |
150.52 |
148.37 |
149.11 |
-0.27 |
0 |
1,175 |
+3 |
| Total Volume and Open Interest |
51,889 |
113,849 |
-1,674 |
| Canadian Dollar(CME) |
| Dec08 |
081202 |
80.24 |
80.76 |
79.43 |
79.74 |
-1.00 |
29 |
77,401 |
+3,777 |
| Mar09 |
081202 |
80.19 |
80.93 |
79.64 |
79.93 |
-1.00 |
30 |
5,118 |
+59 |
| Jun09 |
081202 |
80.32 |
81.15 |
79.88 |
80.14 |
-1.01 |
0 |
1,642 |
+17 |
| Sep09 |
081202 |
80.37 |
81.46 |
80.20 |
80.37 |
-1.09 |
0 |
1,354 |
+3 |
| Total Volume and Open Interest |
22,124 |
82,165 |
+22 |
| Japanese Yen(CME) |
| Dec08 |
081202 |
107.49 |
107.99 |
106.61 |
107.32 |
+0.12 |
30 |
126,994 |
+2,623 |
| Mar09 |
081202 |
107.76 |
108.44 |
107.12 |
107.78 |
+0.09 |
21 |
4,013 |
+647 |
| Jun09 |
081202 |
108.18 |
108.61 |
107.87 |
108.16 |
+0.08 |
0 |
3,661 |
+0 |
| Total Volume and Open Interest |
58,830 |
131,410 |
-4,141 |
| Swiss Franc(CME) |
| Dec08 |
081202 |
83.05 |
83.43 |
82.72 |
82.93 |
-0.28 |
34 |
39,522 |
-1,754 |
| Mar09 |
081202 |
83.61 |
83.88 |
83.23 |
83.40 |
-0.29 |
24 |
2,175 |
+121 |
| Jun09 |
081202 |
83.73 |
84.02 |
83.73 |
83.73 |
-0.29 |
0 |
300 |
+0 |
| Total Volume and Open Interest |
30,284 |
43,639 |
+351 |
| EuroFX(CME) |
| Dec08 |
081202 |
126.14 |
127.62 |
125.57 |
126.96 |
+0.28 |
248 |
134,621 |
-3,840 |
| Mar09 |
081202 |
126.03 |
127.54 |
125.52 |
126.88 |
+0.26 |
228 |
33,354 |
+366 |
| Jun09 |
081202 |
126.27 |
127.27 |
125.88 |
126.88 |
+0.24 |
0 |
534 |
+1 |
| Total Volume and Open Interest |
142,572 |
173,017 |
+491 |
| Mexican Peso(CME) |
| Dec08 |
081202 |
729.0 |
741.5 |
726.0 |
732.0 |
-1.0 |
22 |
40,409 |
-275 |
| Jan09 |
081202 |
727.2 |
727.2 |
725.2 |
727.2 |
+2.0 |
|
|
|
| Total Volume and Open Interest |
2,253 |
41,246 |
-305 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081202 |
131~200 |
132~165 |
130~140 |
132~065 |
+0~185 |
96,929 |
92,571 |
-36,411 |
| Mar09 |
081202 |
130~230 |
131~175 |
129~150 |
131~075 |
+0~190 |
253,354 |
625,787 |
+39,833 |
| Jun09 |
081202 |
128~150 |
130~020 |
128~150 |
130~020 |
+0~220 |
94 |
218 |
+49 |
| Total Volume and Open Interest |
158,088 |
715,124 |
-15,644 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081202 |
124~290 |
125~235 |
124~155 |
125~080 |
+0~135 |
189,416 |
190,726 |
-47,031 |
| Mar09 |
081202 |
122~155 |
123~040 |
122~005 |
122~250 |
+0~080 |
627,378 |
957,498 |
+48,708 |
| Jun09 |
081202 |
121~250 |
121~250 |
121~170 |
121~250 |
+0~080 |
|
|
|
| Total Volume and Open Interest |
298,051 |
1,146,547 |
-58,512 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081202 |
120~079 |
120~125 |
120~056 |
120~090 |
+0~030 |
107,345 |
0 |
+0 |
| Mar09 |
081202 |
117~094 |
118~018 |
117~078 |
117~108 |
+0~022 |
297,850 |
0 |
+0 |
| Jun09 |
081202 |
117~108 |
117~108 |
117~087 |
117~108 |
+0~022 |
|
|
|
| Total Volume and Open Interest |
281,049 |
1,101,304 |
-68,912 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081202 |
109~051 |
109~072 |
109~037 |
109~045 |
-0~001 |
9,563 |
76,161 |
-44,648 |
| Mar09 |
081202 |
108~045 |
108~061 |
108~023 |
108~028 |
-0~020 |
9,335 |
426,229 |
+21,841 |
| Jun09 |
081202 |
108~028 |
108~048 |
108~028 |
108~028 |
-0~020 |
|
|
|
| Total Volume and Open Interest |
150,602 |
525,197 |
-23,252 |
| Eurodollars(CME) |
| Dec08 |
081202 |
97.850 |
97.930 |
97.850 |
97.915 |
+0.062 |
2,929 |
1,551,180 |
+1,761 |
| Mar09 |
081202 |
98.150 |
98.225 |
98.135 |
98.200 |
+0.050 |
4,608 |
1,315,218 |
+4,676 |
| Jun09 |
081202 |
98.140 |
98.240 |
98.140 |
98.205 |
+0.030 |
3,592 |
984,353 |
+647 |
| Sep09 |
081202 |
98.145 |
98.215 |
98.110 |
98.175 |
+0.020 |
3,707 |
896,739 |
+198 |
| Dec09 |
081202 |
98.055 |
98.115 |
98.005 |
98.070 |
unch |
5,281 |
818,622 |
+12,606 |
| Mar10 |
081202 |
98.055 |
98.115 |
97.990 |
98.060 |
-0.015 |
4,893 |
607,339 |
+8,810 |
| Jun10 |
081202 |
97.965 |
98.025 |
97.890 |
97.955 |
-0.030 |
2,206 |
381,609 |
+153 |
| Sep10 |
081202 |
97.830 |
97.895 |
97.745 |
97.820 |
-0.025 |
3,492 |
354,347 |
-1,387 |
| Dec10 |
081202 |
97.610 |
97.690 |
97.525 |
97.610 |
-0.005 |
8,397 |
248,038 |
+592 |
| Mar11 |
081202 |
97.475 |
97.580 |
97.400 |
97.500 |
+0.020 |
8,913 |
190,746 |
-3,667 |
| Jun11 |
081202 |
97.275 |
97.390 |
97.195 |
97.310 |
+0.040 |
9,097 |
206,063 |
+2,213 |
| Sep11 |
081202 |
97.175 |
97.210 |
97.005 |
97.130 |
+0.055 |
7,024 |
136,054 |
+2,941 |
| Dec11 |
081202 |
96.980 |
97.015 |
96.825 |
96.945 |
+0.060 |
1,863 |
95,322 |
+398 |
| Mar12 |
081202 |
96.835 |
96.990 |
96.805 |
96.920 |
+0.060 |
2,181 |
92,034 |
-1,512 |
| Jun12 |
081202 |
96.800 |
96.895 |
96.720 |
96.830 |
+0.065 |
7,482 |
67,006 |
-3,629 |
| Sep12 |
081202 |
96.735 |
96.815 |
96.650 |
96.760 |
+0.065 |
3,655 |
59,318 |
-1,733 |
| Dec12 |
081202 |
96.595 |
96.705 |
96.550 |
96.650 |
+0.065 |
3,583 |
52,449 |
-1,512 |
| Mar13 |
081202 |
96.570 |
96.660 |
96.540 |
96.640 |
+0.065 |
3,087 |
53,291 |
-292 |
| Total Volume and Open Interest |
494,899 |
8,261,136 |
-41,271 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081202 |
99.600 |
99.610 |
99.592 |
99.595 |
+0.003 |
25 |
69,139 |
-1,281 |
| Jan09 |
081202 |
99.575 |
99.625 |
99.565 |
99.595 |
+0.030 |
20 |
61,337 |
-1,700 |
| Feb09 |
081202 |
99.625 |
99.655 |
99.620 |
99.640 |
+0.040 |
520 |
68,394 |
-387 |
| Mar09 |
081202 |
99.590 |
99.620 |
99.570 |
99.610 |
+0.040 |
20 |
45,070 |
-198 |
| Apr09 |
081202 |
99.520 |
99.575 |
99.520 |
99.560 |
+0.035 |
300 |
35,154 |
+187 |
| May09 |
081202 |
99.470 |
99.520 |
99.470 |
99.510 |
+0.035 |
0 |
43,898 |
+270 |
| Total Volume and Open Interest |
13,660 |
393,224 |
-93,180 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081202 |
99.600 |
99.610 |
99.592 |
99.595 |
-0.015 |
5,206 |
69,139 |
-1,281 |
| Jan09 |
081202 |
99.575 |
99.625 |
99.575 |
99.600 |
+0.020 |
5,055 |
61,337 |
-1,700 |
| Feb09 |
081202 |
99.625 |
99.655 |
99.620 |
99.645 |
+0.005 |
4,453 |
68,394 |
-387 |
| Mar09 |
081202 |
99.590 |
99.620 |
99.580 |
99.615 |
+0.015 |
4,420 |
45,070 |
-198 |
| Apr09 |
081202 |
99.520 |
99.575 |
99.520 |
99.575 |
+0.020 |
4,254 |
35,154 |
+187 |
| May09 |
081202 |
99.470 |
99.520 |
99.470 |
99.505 |
+0.005 |
3,884 |
43,898 |
+270 |
| Total Volume and Open Interest |
33,158 |
390,426 |
-99,647 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081202 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
4,098 |
+54 |
| Mar09 |
081202 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.05 |
0 |
4,968 |
+0 |
| Jun09 |
081202 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.04 |
0 |
1,079 |
+0 |
| Sep09 |
081202 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.03 |
0 |
480 |
+0 |
| Dec09 |
081202 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.03 |
0 |
100 |
+0 |
| Mar10 |
081202 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.03 |
|
|
|
| Jun10 |
081202 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.03 |
|
|
|
| Sep10 |
081202 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.03 |
|
|
|
| Dec10 |
081202 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.04 |
|
|
|
| Mar11 |
081202 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
0 |
10,725 |
+54 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081202 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
365 |
21,088 |
-83 |
| Mar09 |
081202 |
99.22 |
99.29 |
99.22 |
99.28 |
+0.04 |
14 |
12,153 |
-287 |
| Jun09 |
081202 |
99.33 |
99.33 |
99.32 |
99.32 |
+0.03 |
100 |
5,576 |
-31 |
| Sep09 |
081202 |
99.39 |
99.39 |
99.36 |
99.36 |
+0.03 |
0 |
3,174 |
+72 |
| Dec09 |
081202 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.04 |
0 |
1,002 |
+0 |
| Mar10 |
081202 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
0 |
880 |
+0 |
| Jun10 |
081202 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.04 |
0 |
513 |
+0 |
| Sep10 |
081202 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.04 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
354 |
47,089 |
+547 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081128 |
139.25 |
139.57 |
139.25 |
139.39 |
-0.06 |
139 |
603 |
-557 |
| Mar09 |
081202 |
139.47 |
139.47 |
139.47 |
139.47 |
+0.50 |
3 |
23 |
+22 |
| Jun09 |
081202 |
139.47 |
139.47 |
139.47 |
139.47 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
2,385 |
10,756 |
+54 |
| Euro-Bund(EUREX) |
| Dec08 |
081202 |
122.96 |
123.87 |
122.71 |
123.47 |
+0.98 |
488,070 |
867,548 |
-60,151 |
| Mar09 |
081202 |
123.37 |
124.30 |
123.16 |
123.94 |
+1.06 |
57,386 |
119,322 |
+38,739 |
| Jun09 |
081202 |
123.41 |
123.82 |
123.41 |
123.82 |
+0.98 |
5 |
5 |
+5 |
| Total Volume and Open Interest |
545,461 |
986,875 |
-21,407 |
| Euro-Bobl(EUREX) |
| Dec08 |
081202 |
115.31 |
115.50 |
115.02 |
115.33 |
+0.14 |
313,877 |
854,503 |
-2,728 |
| Mar09 |
081202 |
115.53 |
115.69 |
115.20 |
115.52 |
+0.17 |
37,657 |
126,664 |
+17,576 |
| Jun09 |
081202 |
115.83 |
115.83 |
115.83 |
115.83 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
351,534 |
981,167 |
+14,848 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
| Mar09 |
081202 |
97.340 |
97.380 |
97.325 |
97.375 |
+0.045 |
272 |
5,585 |
+80 |
| Jun09 |
081202 |
97.610 |
97.640 |
97.595 |
97.640 |
+0.055 |
370 |
3,066 |
+152 |
| Total Volume and Open Interest |
1,156 |
40,404 |
+60 |
| Long Gilt(LIFFE) |
| Dec08 |
081202 |
118~22 |
120~11 |
118~22 |
120~01 |
+1~14 |
9,637 |
57,549 |
-2,371 |
| Mar09 |
081202 |
117~28 |
119~17 |
117~27 |
119~07 |
+1~14 |
64,058 |
308,393 |
-5,434 |
| Total Volume and Open Interest |
68,280 |
373,747 |
-4,619 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081202 |
96.86 |
96.92 |
96.82 |
96.90 |
+0.05 |
30,231 |
417,351 |
-1,145 |
| Mar09 |
081202 |
97.57 |
97.76 |
97.57 |
97.73 |
+0.17 |
40,201 |
436,705 |
+183 |
| Jun09 |
081202 |
97.79 |
97.96 |
97.79 |
97.93 |
+0.15 |
39,675 |
295,312 |
-1,607 |
| Sep09 |
081202 |
97.76 |
97.91 |
97.76 |
97.89 |
+0.14 |
33,483 |
210,771 |
-2,182 |
| Dec09 |
081202 |
97.52 |
97.67 |
97.52 |
97.64 |
+0.12 |
46,208 |
257,439 |
+5,814 |
| Mar10 |
081202 |
97.39 |
97.53 |
97.36 |
97.50 |
+0.14 |
24,954 |
153,055 |
-4,620 |
| Total Volume and Open Interest |
157,495 |
2,009,860 |
-12,912 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081202 |
96.515 |
96.560 |
96.505 |
96.540 |
+0.040 |
63,697 |
790,145 |
-45,384 |
| Mar09 |
081202 |
97.340 |
97.395 |
97.320 |
97.375 |
+0.045 |
69,182 |
599,846 |
-1,539 |
| Jun09 |
081202 |
97.610 |
97.665 |
97.590 |
97.640 |
+0.055 |
72,775 |
511,348 |
+9,494 |
| Total Volume and Open Interest |
412,305 |
3,551,580 |
+20,516 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081202 |
95.63 |
95.80 |
95.60 |
95.61 |
-0.02 |
7,993 |
747,767 |
-4,050 |
|