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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 03, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081203 830.25 844.00 819.25 830.00 +3.00 7,542 136,363 -4,183
Mar09 081203 835.00 849.00 826.00 835.00 +0.50 4,214 77,158 +3,544
May09 081203 848.50 857.25 837.00 843.00 -1.00 511 20,009 +174
Jul09 081203 857.75 866.25 845.25 851.25 -1.75 996 31,603 -342
Aug09 081203 865.00 865.00 853.25 853.25 -1.75 0 1,589 +12
Sep09 081203 854.00 858.00 853.75 853.75 -1.25 0 808 -8
Nov09 081203 856.25 870.00 850.00 854.75 -1.25 847 41,626 +210
Total Volume and Open Interest 92,193 314,850 -805
Soybean Meal(CBOT)
Dec08 081203 246.10 250.80 244.50 248.00 +1.90 1,015 5,063 -561
Jan09 081203 245.30 249.90 243.20 246.70 +1.40 4,181 36,157 -939
Mar09 081203 247.50 250.00 244.30 246.80 +0.50 1,216 34,892 +322
May09 081203 250.50 252.30 247.00 248.90 unch 256 14,692 -99
Jul09 081203 251.60 255.40 250.00 251.80 -0.10 258 17,316 -42
Aug09 081203 253.00 256.40 253.00 253.10 -0.30 66 4,678 +55
Sep09 081203 255.80 257.50 253.40 253.40 -0.50 66 3,361 +11
Oct09 081203 253.90 254.50 251.50 251.50 -0.50 28 1,989 +9
Total Volume and Open Interest 40,585 129,022 -1,612
Soybean Oil(CBOT)
Dec08 081203 30.65 30.98 30.09 30.28 -0.14 387 7,568 -3,564
Jan09 081203 30.85 31.37 30.41 30.58 -0.19 3,756 93,369 -1,856
Mar09 081203 31.20 31.78 30.90 30.98 -0.22 977 49,695 +648
May09 081203 31.60 32.16 31.35 31.38 -0.22 118 20,324 +203
Jul09 081203 31.95 32.55 31.65 31.76 -0.22 163 25,004 -229
Aug09 081203 32.26 32.66 31.89 31.95 -0.23 3 4,240 +141
Sep09 081203 32.51 32.87 32.08 32.15 -0.23 15 4,594 +1
Oct09 081203 32.75 32.85 32.25 32.30 -0.24 3 3,602 +57
Total Volume and Open Interest 65,946 238,561 -2,615
Canola(WCE)
Jan09 081203 378.6 386.3 360.6 379.5 -1.3 4,561 50,494 -3,901
Mar09 081203 386.5 393.3 380.0 387.1 -2.0 3,146 24,437 +3,165
May09 081203 396.0 400.9 392.2 395.5 -1.8 105 4,829 -73
Jul09 081203 402.1 409.5 399.7 404.0 -1.8 227 5,546 +137
Nov09 081203 412.9 420.8 409.9 416.9 +0.3 88 6,148 +155
Total Volume and Open Interest 10,246 92,021 -9
Corn(CBOT)
Dec08 081203 332.50 338.50 329.00 332.00 -0.50 8,859 19,012 -9,045
Mar09 081203 348.00 354.50 345.00 348.25 unch 13,311 396,580 -3,843
May09 081203 359.50 365.25 356.50 359.25 -0.25 507 100,635 -144
Jul09 081203 369.50 375.75 367.00 369.75 -0.25 721 120,711 -1,083
Sep09 081203 382.50 385.50 379.50 380.50 -0.25 23 26,075 +684
Dec09 081203 395.00 400.50 392.25 394.25 -0.75 406 140,130 +447
Total Volume and Open Interest 194,195 860,011 -9,854
Wheat(CBOT)
Dec08 081203 511.00 514.25 500.00 500.75 -9.00 19,310 8,418 +0
Mar09 081203 529.00 537.00 518.00 519.75 -8.75 864 135,592 -383
May09 081203 543.75 547.50 533.00 533.25 -9.00 384 21,830 +492
Jul09 081203 557.00 560.50 545.00 546.25 -9.25 274 51,116 -191
Sep09 081203 571.00 580.75 568.00 568.50 -8.00 2 15,392 -13
Total Volume and Open Interest 76,825 257,029 +1,096
Wheat(KCBT)
Dec08 081203 537.75 545.50 529.50 529.50 -8.00 799 902 -501
Mar09 081203 555.00 563.00 546.00 546.00 -9.00 4,376 42,298 -153
May09 081203 562.75 571.25 550.00 556.50 -9.00 143 7,929 -22
Jul09 081203 574.75 581.00 563.00 563.00 -13.25 436 17,603 -26
Sep09 081203 582.00 590.50 574.00 574.00 -13.75 37 3,148 -25
Total Volume and Open Interest 11,687 78,724 -712
Wheat(MGE)
Dec08 081203 593.75 594.00 588.00 588.00 -2.00 367 210 -142
Mar09 081203 594.50 598.00 587.25 590.75 -0.75 1,898 13,825 +179
May09 081203 590.25 601.00 590.25 593.75 -0.75 801 7,070 +410
Jul09 081203 596.75 607.25 596.50 599.25 -2.00 196 2,347 +105
Sep09 081203 603.25 614.00 602.00 603.50 -4.75 222 2,879 +31
Total Volume and Open Interest 2,383 27,760 -48
Oats(CBOT)
Dec08 081203 210.00 210.00 205.50 205.50 -1.00 2 42 -104
Mar09 081203 222.75 226.25 219.00 221.00 -1.00 72 7,085 -94
May09 081203 230.50 233.75 229.00 230.50 -1.00 0 2,159 +22
Jul09 081203 241.00 242.00 241.00 241.00 -1.00 0 3,827 +37
Total Volume and Open Interest 4,106 17,127 +3,119
Rough Rice(CBOT)
Jan09 081203 13.07 13.32 12.90 13.20 +0.22 58 3,536 -330
Mar09 081203 13.26 13.48 13.15 13.40 +0.14 49 2,214 +132
May09 081203 13.48 13.69 13.48 13.57 +0.09 0 518 +0
Jul09 081203 13.73 13.81 13.72 13.81 +0.09 0 172 +0
Total Volume and Open Interest 1,191 7,001 +289
Live Cattle(CME)
Dec08 081203 84.300 85.100 83.650 83.830 -0.520 7,016 28,680 -1,037
Feb09 081203 84.900 85.700 84.035 84.080 -0.870 11,087 98,369 +133
Apr09 081203 86.400 87.350 85.750 86.050 -0.485 6,136 49,922 +14
Jun09 081203 82.300 83.285 81.900 82.100 -0.400 4,212 20,033 +175
Aug09 081203 82.000 83.200 81.850 82.150 -0.330 837 10,071 +433
Oct09 081203 85.730 86.035 85.000 85.150 -0.250 267 3,864 +133
Total Volume and Open Interest 26,940 213,442 -524
Feeder Cattle(CME)
Jan09 081203 89.000 90.035 88.080 88.350 -0.650 1,462 11,670 -291
Mar09 081203 88.800 90.000 88.000 88.050 -1.050 706 4,819 +194
Apr09 081203 89.500 90.400 89.050 89.250 -0.730 142 1,725 +15
May09 081203 89.750 91.500 89.750 90.400 -0.500 224 1,340 +81
Aug09 081203 91.600 93.000 91.400 91.700 -0.400 81 650 +24
Sep09 081203 92.500 93.100 92.000 92.600 -0.500 3 63 +3
Oct09 081203 93.000 93.000 92.750 92.750 -0.150 7 21 -2
Total Volume and Open Interest 2,363 20,267 +362
Lean Hogs(CME)
Dec08 081203 58.350 58.500 57.450 57.580 -0.800 5,770 18,790 -163
Feb09 081203 65.580 65.600 64.050 64.385 -1.090 9,000 74,666 +241
Apr09 081203 72.035 72.035 70.700 70.885 -1.265 4,097 37,990 -38
May09 081203 79.500 79.500 78.800 79.250 -0.950 91 1,383 +42
Jun09 081203 82.050 82.050 80.475 80.700 -1.400 993 24,296 +76
Jul09 081203 80.430 80.800 79.900 80.100 -1.330 185 4,392 +47
Aug09 081203 78.750 79.100 78.000 78.200 -1.350 153 3,700 +9
Oct09 081203 72.500 73.500 72.500 72.900 -1.000 127 2,402 +25
Total Volume and Open Interest 20,227 168,071 -1,183
Pork Bellies(CME)
Feb09 081203 91.800 92.350 89.550 92.000 -0.135 61 722 +7
Mar09 081203 90.200 91.250 90.000 90.200 -0.300 0 114 +0
May09 081203 90.550 92.000 89.000 90.550 -0.200 1 137 +1
Jul09 081203 90.750 92.550 90.700 90.750 +0.200 0 83 +0
Aug09 081203 90.000 90.000 90.000 90.000 unch 0 1 +0
Total Volume and Open Interest 245 1,049 -82
Class III Milk(CME)
Dec08 081203 15.40 15.66 15.25 15.30 -0.07 120 5,168 -82
Jan09 081203 14.40 14.82 14.10 14.23 -0.13 226 3,836 -19
Feb09 081203 14.17 14.44 13.90 14.00 -0.15 114 3,496 +18
Mar09 081203 14.21 14.36 13.95 13.96 -0.22 88 2,911 +39
Apr09 081203 14.11 14.30 13.88 13.89 -0.24 155 2,396 +38
Total Volume and Open Interest 1,234 38,001 +96
Cocoa(ICE)
Dec08 081203 2200 2223 2166 2223 -28 10 40 -3
Mar09 081203 2150 2209 2115 2183 +13 5,594 60,415 -418
May09 081203 2140 2199 2115 2180 +15 739 21,242 -241
Jul09 081203 2132 2182 2114 2175 +13 123 9,998 -93
Sep09 081203 2119 2164 2119 2164 +13 237 5,520 +11
Dec09 081203 2107 2155 2107 2155 +15 305 8,415 -66
Mar10 081203 2141 2141 2141 2141 +12 16 2,422 +10
Total Volume and Open Interest 16,647 110,672 +1,333
Coffee "C"(ICE)
Dec08 081203 110.50 110.50 108.75 109.60 -0.65 74 192 -88
Mar09 081203 111.65 113.00 110.30 111.25 -0.65 9,295 72,152 +461
May09 081203 114.95 115.35 113.00 113.80 -0.70 1,319 21,435 -67
Jul09 081203 116.90 117.10 115.45 116.20 -0.70 613 6,145 +197
Sep09 081203 119.00 120.10 118.00 118.55 -0.70 74 4,552 +6
Dec09 081203 122.00 123.50 121.50 121.95 -0.70 104 3,239 +38
Total Volume and Open Interest 9,338 108,832 -380
Orange Juice(ICE)
Jan09 081203 72.10 73.90 71.25 73.60 +1.60 1,536 10,480 -627
Mar09 081203 75.35 77.60 75.35 77.45 +1.10 905 15,757 +616
May09 081203 80.50 81.65 80.50 81.60 +1.20 51 2,267 -3
Jul09 081203 85.65 85.65 85.65 85.65 +1.30 34 869 +7
Sep09 081203 90.00 90.00 90.00 90.00 +1.35 12 189 +12
Nov09 081203 94.00 94.00 94.00 94.00 +1.35 0 146 +0
Total Volume and Open Interest 10,924 30,008 +955
Sugar #11(ICE)
Mar09 081203 11.63 11.64 11.13 11.16 -0.46 26,913 252,701 -498
May09 081203 12.11 12.11 11.61 11.62 -0.46 12,746 105,792 +1,193
Jul09 081203 12.41 12.41 11.92 11.95 -0.43 10,161 111,434 +958
Oct09 081203 12.86 12.86 12.40 12.45 -0.41 2,779 70,368 -555
Mar10 081203 13.58 13.60 13.10 13.16 -0.42 4,472 47,040 +313
Total Volume and Open Interest 48,783 638,750 +1,139
Sugar #14(ICE)
Jan09 081203 19.16 19.16 19.16 19.16 -0.25 26 1,123 +1
Mar09 081203 20.20 20.20 20.20 20.20 -0.03 18 2,735 -16
May09 081203 20.80 20.83 20.65 20.78 -0.07 1 2,091 +1
Jul09 081203 20.95 20.95 20.95 20.95 -0.05 5 1,753 +0
Sep09 081203 21.30 21.30 21.30 21.30 -0.10 5 840 +5
Total Volume and Open Interest 90 8,551 +12
London Cocoa(LCE)
Dec08 081203 1607 1660 1585 1660 +55 3,108 17,659 -2,211
Mar09 081203 1474 1508 1464 1500 +21 4,738 63,919 -241
May09 081203 1475 1506 1462 1498 +21 1,534 32,197 +124
Jul09 081203 1487 1508 1474 1508 +22 477 30,306 +88
Sep09 081203 1480 1503 1480 1503 +22 25 11,508 -2
Dec09 081203 1448 1481 1448 1475 +22 138 6,668 +9
Mar10 081203 1475 1475 1475 1475 +22 0 769 +0
Total Volume and Open Interest 16,098 165,271 -2,803
London Coffee(LCE)
Jan09 081203 1985.00 2000.00 1922.00 1969.00 -11.00 3,349 63,335 -578
Total Volume and Open Interest 4,904 63,913 -2,383
London Sugar(LCE)
Mar09 081203 321.00 321.60 312.50 314.50 -7.30 760 24,153 +39
May09 081203 330.20 330.70 322.20 324.00 -7.20 226 9,564 +2
Aug09 081203 337.60 338.80 331.00 333.00 -5.80 380 6,720 +232
Oct09 081203 340.50 341.20 340.50 340.50 -6.80 197 3,195 +161
Dec09 081203 346.70 346.70 346.70 346.70 -6.80 5 874 -3
Total Volume and Open Interest 4,569 44,391 -119
Cotton(ICE)
Dec08 081203 45.10 45.10 45.10 45.10 +0.04 11 278 -10
Mar09 081203 46.05 47.49 45.72 46.60 +0.27 5,702 79,211 -1,126
May09 081203 46.00 47.30 45.75 46.55 +0.18 1,139 15,314 +223
Jul09 081203 47.08 47.84 46.55 47.30 +0.25 922 16,475 -78
Oct09 081203 49.25 49.89 49.10 49.89 +0.45 0 153 +0
Dec09 081203 50.77 51.69 50.50 51.20 +0.35 382 13,619 +262
Total Volume and Open Interest 11,795 127,534 +528
Lumber(CME)
Jan09 081203 185.1 186.8 183.0 184.0 -1.6 1,151 4,343 -119
Mar09 081203 200.0 200.0 195.6 195.6 -3.4 1,006 3,431 +368
May09 081203 213.5 214.9 210.6 212.3 -3.8 47 639 -21
Jul09 081203 222.0 222.5 218.7 218.7 -3.3 63 303 +23
Total Volume and Open Interest 2,382 8,555 +262
Crude Oil(NYM)
Jan09 081203 47.76 48.10 46.26 46.79 -0.17 233,248 297,619 -6,092
Feb09 081203 49.08 49.54 47.77 48.32 -0.11 59,033 95,502 +8,978
Mar09 081203 50.10 50.94 49.20 49.87 +0.03 28,493 66,891 +3,476
Apr09 081203 51.41 52.12 50.71 51.34 +0.19 11,635 41,039 +806
May09 081203 52.80 53.35 52.13 52.70 +0.32 8,826 27,978 +202
Jun09 081203 54.12 54.60 53.14 53.95 +0.41 20,829 107,733 +2,884
Jul09 081203 55.01 55.78 54.35 55.07 +0.47 4,439 24,914 +647
Aug09 081203 56.10 56.10 56.10 56.10 +0.50 2,549 25,323 +167
Sep09 081203 56.73 57.07 56.73 57.07 +0.51 2,352 20,890 +117
Oct09 081203 58.06 58.06 58.01 58.01 +0.51 1,768 17,365 +64
Nov09 081203 58.88 58.94 58.88 58.94 +0.52 1,450 16,125 +48
Dec09 081203 59.50 60.49 59.00 59.85 +0.53 15,529 105,908 +2,212
Jan10 081203 60.86 60.86 60.68 60.69 +0.53 524 17,270 +133
Feb10 081203 61.54 61.54 61.54 61.54 +0.53 28 7,935 +9
Mar10 081203 62.38 62.38 62.38 62.38 +0.53 400 12,221 +379
Apr10 081203 63.17 63.17 63.17 63.17 +0.53 63 3,134 +0
Total Volume and Open Interest 372,390 1,134,879 -6,457
e-miNY Crude Oil(NYM)
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081203 47.625 48.075 46.150 46.800 -0.150 14,938 7,767 -115
Feb09 081203 48.650 49.450 47.700 48.325 -0.100 575 484 +74
Mar09 081203 50.425 50.650 49.400 49.875 +0.025 130 327 +48
Apr09 081203 51.350 51.350 51.350 51.350 +0.200 6 101 +5
May09 081203 53.075 53.075 52.700 52.700 +0.325 2 7 +1
Jun09 081203 54.000 54.000 53.950 53.950 +0.400 1 4 +1
Jul09 081203 55.075 55.075 55.075 55.075 +0.475 0 1 +0
Aug09 081203 56.100 56.100 56.100 56.100 +0.500 0 1 +0
Sep09 081203 57.075 57.075 57.075 57.075 +0.525 0 1 +0
Total Volume and Open Interest 12,377 8,753 +905
Heating Oil(NYM)
Jan09 081203 159.51 161.50 156.55 158.40 +0.08 35,920 66,349 -565
Feb09 081203 161.25 163.80 159.00 160.80 -0.12 11,607 21,666 +882
Mar09 081203 163.27 165.50 161.64 162.65 -0.62 6,873 23,087 +534
Apr09 081203 164.00 166.86 162.86 163.95 -0.62 3,897 11,728 +425
May09 081203 166.50 168.25 165.00 165.60 -0.62 3,280 12,712 -41
Jun09 081203 166.90 170.60 166.60 167.45 -0.42 4,232 20,347 -95
Jul09 081203 170.00 172.22 168.95 169.55 -0.37 1,060 8,476 +297
Aug09 081203 172.00 175.48 171.78 172.40 -0.37 649 4,067 -46
Sep09 081203 175.50 178.43 174.76 175.75 -0.37 1,725 7,400 -300
Oct09 081203 179.00 181.75 178.50 179.15 -0.47 412 2,737 -6
Nov09 081203 183.50 184.61 182.40 182.40 -0.47 466 2,009 -42
Dec09 081203 185.50 187.80 184.80 185.35 -0.47 1,396 11,834 -99
Total Volume and Open Interest 65,914 216,864 -595
Gasoline(NYMEX)
Jan09 081203 105.83 107.32 101.00 104.15 -1.68 26,196 77,494 -3,504
Feb09 081203 109.47 110.08 105.21 107.95 -1.52 8,364 18,642 +1,900
Mar09 081203 113.83 114.40 105.10 112.10 -1.72 2,598 15,784 +60
Apr09 081203 129.27 129.71 121.36 128.25 -1.22 1,322 14,983 -500
May09 081203 130.61 131.75 127.89 131.00 -0.97 955 8,221 -149
Jun09 081203 132.50 135.21 131.02 133.70 -0.72 858 7,732 -164
Jul09 081203 136.57 136.57 134.45 135.70 -0.47 324 6,361 +97
Aug09 081203 136.05 137.50 135.09 137.25 -0.32 62 2,503 -1
Sep09 081203 138.40 138.40 138.40 138.40 -0.17 77 2,993 -13
Oct09 081203 128.64 129.90 128.64 129.90 -0.07 128 3,055 +25
Total Volume and Open Interest 41,198 171,284 -2,140
e-miNY RBOB Gasoline(NYM)
Jan09 081203 104.15 104.15 104.15 104.15 -1.68 0 2 +0
Feb09 081203 107.95 107.95 107.95 107.95 -1.52      
Mar09 081203 112.10 112.10 112.10 112.10 -1.72      
Apr09 081203 128.25 128.25 128.25 128.25 -1.22      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan09 081203 6.470 6.484 6.280 6.347 -0.077 53,723 126,502 -3,076
Feb09 081203 6.480 6.492 6.314 6.371 -0.081 13,743 44,017 -460
Mar09 081203 6.454 6.460 6.296 6.350 -0.076 9,811 79,475 +2
Apr09 081203 6.399 6.468 6.309 6.365 -0.068 6,849 58,127 -504
May09 081203 6.430 6.519 6.390 6.425 -0.060 4,848 35,075 -213
Jun09 081203 6.526 6.627 6.498 6.535 -0.065 2,168 23,670 +695
Jul09 081203 6.670 6.750 6.632 6.657 -0.064 760 21,297 +155
Aug09 081203 6.740 6.830 6.740 6.757 -0.064 680 19,977 -162
Sep09 081203 6.806 6.853 6.767 6.805 -0.061 372 16,846 +2
Oct09 081203 6.945 6.995 6.888 6.915 -0.058 1,604 32,995 +123
Nov09 081203 7.290 7.358 7.244 7.295 -0.043 300 17,032 -128
Dec09 081203 7.726 7.770 7.635 7.705 -0.033 328 26,343 +62
Jan10 081203 7.957 8.020 7.900 7.955 -0.033 1,645 19,521 +250
Feb10 081203 7.955 8.030 7.910 7.963 -0.033 258 8,243 +110
Mar10 081203 7.750 7.865 7.750 7.785 -0.033 379 17,014 +74
Apr10 081203 7.270 7.283 7.240 7.255 -0.023 512 14,156 +54
Total Volume and Open Interest 95,278 717,175 -1,624
Brent Crude Oil(ICE)
Jan09 081203 45.90 46.59 44.87 45.44 unch 115,277 75,805 -7,363
Feb09 081203 48.05 48.79 47.14 47.80 +0.16 67,633 142,201 +10,582
Mar09 081203 50.64 50.74 49.17 49.86 +0.28 26,933 58,913 +3,569
Apr09 081203 52.20 52.46 50.99 51.69 +0.37 11,575 20,221 -2,513
May09 081203 53.16 54.12 52.63 53.37 +0.42 9,579 17,411 -3,279
Jun09 081203 54.74 55.70 54.20 54.93 +0.41 13,727 39,130 +713
Jul09 081203 56.21 56.79 55.69 56.43 +0.41 4,362 14,637 -296
Aug09 081203 57.45 58.19 57.44 57.79 +0.41 3,093 12,303 -1,954
Sep09 081203 58.94 59.49 58.70 59.04 +0.40 2,809 13,644 -382
Oct09 081203 60.20 60.20 60.15 60.15 +0.40 0 7,938 -34
Nov09 081203 61.10 61.10 61.10 61.10 +0.39 0 10,795 +121
Dec09 081203 62.19 62.76 61.05 61.98 +0.41 11,824 55,556 +1,540
Jan10 081203 62.91 62.91 62.91 62.91 +0.41 0 10,284 -97
Feb10 081203 63.77 63.77 63.77 63.77 +0.40 0 5,187 +1,981
Total Volume and Open Interest 166,734 581,980 +16,326
Gas Oil(ICE)
Dec08 081203 488.00 491.00 475.00 477.00 -11.50 20,409 46,135 -3,586
Jan09 081203 490.00 499.75 486.25 488.00 -9.25 29,294 76,537 +1,259
Feb09 081203 500.25 510.25 497.00 500.00 -8.00 6,889 35,911 +1,115
Mar09 081203 513.50 520.75 508.50 511.25 -7.00 2,985 18,436 +1,527
Apr09 081203 524.00 531.25 519.00 522.25 -6.00 1,265 16,640 +675
May09 081203 534.50 541.25 528.00 533.25 -5.00 609 17,506 +966
Jun09 081203 544.00 550.50 537.50 543.50 -4.00 1,452 37,069 +278
Jul09 081203 557.75 562.00 548.75 554.75 -4.00 499 11,576 +344
Aug09 081203 562.75 574.25 561.00 565.75 -3.50 306 9,641 +312
Sep09 081203 571.75 583.50 570.00 575.00 -3.00 461 8,222 +129
Total Volume and Open Interest 65,939 371,258 +5,426
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081203 1.541 1.560 1.537 1.553 -0.004 9 431 +3
Feb09 081203 1.540 1.570 1.540 1.552 -0.008 3 217 -12
Mar09 081203 1.570 1.570 1.563 1.563 -0.009 2 287 -4
Apr09 081203 1.580 1.590 1.580 1.585 unch 25 341 -9
May09 081203 1.590 1.592 1.590 1.592 unch 10 191 +11
Jun09 081203 1.610 1.610 1.610 1.610 unch 0 181 +0
Jul09 081203 1.610 1.610 1.610 1.610 unch 2 171 +1
Total Volume and Open Interest 76 3,084 -30
US Dollar Index(ICE)
Dec08 081203 86.860 87.435 86.660 87.165 +0.345 2,550 36,519 -2
Mar09 081203 87.670 88.220 87.670 87.990 +0.390 158 2,728 +43
Jun09 081203 88.610 88.610 88.610 88.610 +0.385 0 135 +0
Total Volume and Open Interest 4,585 39,341 -452
Australian Dollar(CME)
Dec08 081203 64.25 64.84 63.86 64.19 +0.34 0 63,995 +373
Mar09 081203 63.92 64.58 63.60 63.87 +0.33 1 6,936 +118
Jun09 081203 63.68 63.68 63.36 63.68 +0.32 0 304 +0
Total Volume and Open Interest 29,504 70,921 -190
British Pound(CME)
Dec08 081203 149.00 149.34 146.63 147.26 -1.52 23 104,826 +981
Mar09 081203 149.15 149.45 146.81 147.34 -1.61 23 9,400 -489
Jun09 081203 147.57 149.22 147.29 147.57 -1.54 9 1,175 +0
Total Volume and Open Interest 64,669 114,930 +1,081
Canadian Dollar(CME)
Dec08 081203 79.94 80.20 78.89 79.30 -0.44 9 79,443 +2,042
Mar09 081203 80.00 80.35 79.04 79.42 -0.51 40 5,497 +379
Jun09 081203 79.88 80.35 79.25 79.57 -0.57 0 1,655 +13
Sep09 081203 79.75 80.37 79.65 79.75 -0.62 0 1,354 +0
Total Volume and Open Interest 35,186 86,142 +3,977
Japanese Yen(CME)
Dec08 081203 107.33 108.10 106.85 107.48 +0.16 9 128,091 +1,097
Mar09 081203 107.74 108.54 107.33 107.84 +0.06 0 7,210 +3,197
Jun09 081203 108.21 108.56 108.06 108.21 +0.05 0 3,661 +0
Total Volume and Open Interest 98,570 134,687 +3,277
Swiss Franc(CME)
Dec08 081203 82.90 83.03 82.20 82.43 -0.50 3 39,657 +135
Mar09 081203 83.50 83.50 82.67 82.89 -0.51 0 2,158 -17
Jun09 081203 83.21 83.73 83.21 83.21 -0.52 0 299 -1
Total Volume and Open Interest 23,186 42,006 -1,633
EuroFX(CME)
Dec08 081203 127.21 127.39 125.97 126.50 -0.46 46 138,135 +3,514
Mar09 081203 126.91 127.28 125.88 126.41 -0.47 23 33,251 -103
Jun09 081203 126.44 127.03 126.27 126.44 -0.44 10 534 +0
Total Volume and Open Interest 140,463 169,544 -3,473
Mexican Peso(CME)
Dec08 081203 731.0 736.0 725.0 731.0 -1.0 10 40,514 +105
Jan09 081203 726.8 727.2 726.8 726.8 -0.5      
Total Volume and Open Interest 3,524 40,972 -274
30-Year T-Bonds(CBOT)
Dec08 081203 132~100 133~090 131~135 132~310 +0~245 54,649 76,553 -16,018
Mar09 081203 131~110 132~090 130~125 131~305 +0~230 200,324 659,436 +33,649
Jun09 081203 129~315 131~000 129~020 130~250 +0~230 50 238 +20
Total Volume and Open Interest 350,377 718,595 +3,471
10-Year T-Notes(CBOT)
Dec08 081203 125~075 126~065 124~270 125~305 +0~225 103,652 99,527 -91,199
Mar09 081203 122~295 123~240 122~090 123~150 +0~220 520,599 1,013,884 +56,386
Jun09 081203 122~150 122~150 121~250 122~150 +0~220      
Total Volume and Open Interest 816,794 1,148,224 +1,677
5-Year T-Notes(CBOT)
Dec08 081203 120~077 121~032 120~050 121~005 +0~044 68,473 0 +0
Mar09 081203 118~000 118~051 117~068 118~024 +0~044 264,594 0 +0
Jun09 081203 118~024 118~024 117~108 118~024 +0~044      
Total Volume and Open Interest 539,989 1,078,792 -22,512
2 Year T-Notes(CBOT)
Dec08 081203 109~045 109~056 109~025 109~041 -0~003 11,986 49,831 -26,330
Mar09 081203 108~040 108~040 108~000 108~021 -0~007 10,925 445,892 +19,663
Jun09 081203 108~021 108~028 108~021 108~021 -0~007      
Total Volume and Open Interest 252,827 502,390 -22,807
Eurodollars(CME)
Dec08 081203 97.915 97.965 97.880 97.945 +0.030 10,063 1,545,114 -6,066
Mar09 081203 98.215 98.245 98.145 98.210 +0.010 7,048 1,316,740 +1,522
Jun09 081203 98.230 98.270 98.160 98.235 +0.030 4,108 973,316 -11,037
Sep09 081203 98.210 98.235 98.125 98.185 +0.010 6,441 896,439 -300
Dec09 081203 98.105 98.115 97.990 98.050 -0.020 8,235 806,742 -11,880
Mar10 081203 98.110 98.110 97.955 98.020 -0.040 8,588 608,626 +1,287
Jun10 081203 98.005 98.020 97.840 97.910 -0.045 5,657 384,298 +2,689
Sep10 081203 97.875 97.880 97.700 97.785 -0.035 4,208 352,447 -1,900
Dec10 081203 97.670 97.670 97.480 97.590 -0.020 2,991 249,752 +1,714
Mar11 081203 97.545 97.545 97.365 97.475 -0.025 1,569 186,398 -4,348
Jun11 081203 97.390 97.390 97.175 97.280 -0.030 1,129 202,462 -3,601
Sep11 081203 97.120 97.165 96.995 97.105 -0.025 1,721 135,863 -191
Dec11 081203 96.935 96.955 96.820 96.930 -0.015 905 94,535 -787
Mar12 081203 96.860 96.945 96.805 96.915 -0.005 841 92,249 +215
Jun12 081203 96.920 96.920 96.720 96.835 +0.005 817 66,560 -446
Sep12 081203 96.700 96.800 96.655 96.775 +0.015 1,186 59,043 -275
Dec12 081203 96.630 96.690 96.555 96.675 +0.025 409 52,336 -113
Mar13 081203 96.650 96.680 96.540 96.670 +0.030 5,762 49,086 -4,205
Total Volume and Open Interest 1,447,184 8,283,794 +22,658
30 Day Federal Funds(CBOT)
Dec08 081203 99.600 99.660 99.595 99.647 +0.052 30 68,987 -152
Jan09 081203 99.595 99.645 99.595 99.630 +0.035 0 61,164 -173
Feb09 081203 99.640 99.665 99.635 99.645 +0.005 313 67,837 -557
Mar09 081203 99.605 99.630 99.600 99.610 unch 0 44,736 -334
Apr09 081203 99.560 99.580 99.545 99.560 unch 2 34,940 -214
May09 081203 99.510 99.520 99.495 99.510 unch 21 41,181 -2,717
Total Volume and Open Interest 34,193 390,426 -2,798
30 Day Fed Funds(e-CBOT)
Dec08 081203 99.600 99.660 99.600 99.660 +0.065 4,378 68,987 -152
Jan09 081203 99.595 99.645 99.595 99.635 +0.035 3,452 61,164 -173
Feb09 081203 99.640 99.665 99.635 99.660 +0.015 3,762 67,837 -557
Mar09 081203 99.605 99.630 99.600 99.620 +0.005 2,459 44,736 -334
Apr09 081203 99.560 99.580 99.545 99.565 -0.010 4,803 34,940 -214
May09 081203 99.510 99.520 99.495 99.510 +0.005 8,443 41,181 -2,717
Total Volume and Open Interest 29,609 385,726 -4,700
3-Mth Euro-Yen(CME)
Dec08 081203 99.11 99.11 99.11 99.11 -0.05 1 4,098 +0
Mar09 081203 99.24 99.24 99.24 99.24 -0.05 0 4,968 +0
Jun09 081203 99.29 99.29 99.29 99.29 -0.05 1 1,080 +1
Sep09 081203 99.32 99.32 99.32 99.32 -0.05 0 480 +0
Dec09 081203 99.32 99.32 99.32 99.32 -0.05 0 100 +0
Mar10 081203 99.21 99.21 99.21 99.21 -0.05      
Jun10 081203 99.15 99.15 99.15 99.15 -0.05      
Sep10 081203 99.13 99.13 99.13 99.13 -0.04      
Dec10 081203 99.16 99.16 99.16 99.16 -0.03      
Mar11 081203 99.07 99.07 99.07 99.07 -0.03      
Total Volume and Open Interest 2 10,726 +1
3-Mth Euro-Yen(SGX)
Dec08 081203 99.11 99.11 99.11 99.11 -0.03 491 20,970 -118
Mar09 081203 99.25 99.25 99.24 99.25 -0.03 165 12,153 +0
Jun09 081203 99.29 99.29 99.29 99.29 -0.03 45 5,591 +15
Sep09 081203 99.34 99.34 99.32 99.32 -0.03 1 3,175 +1
Dec09 081203 99.33 99.33 99.33 99.33 -0.03 0 1,002 +0
Mar10 081203 99.22 99.22 99.22 99.22 -0.03 0 880 +0
Jun10 081203 99.16 99.16 99.16 99.16 -0.03 0 513 +0
Sep10 081203 99.14 99.14 99.14 99.14 -0.03 0 252 +0
Total Volume and Open Interest 702 46,760 -329
Japanese Gov't Bonds(SGX)
Dec08 081128 139.25 139.57 139.25 139.39 -0.06 139 603 -557
Mar09 081203 139.42 139.55 139.01 139.01 -0.46 1 24 +1
Jun09 081203 139.01 139.01 139.01 139.01 -0.46      
Total Volume and Open Interest 2,332 11,012 +256
Euro-Bund(EUREX)
Dec08 081203 123.45 124.49 123.15 123.93 +0.46 613,504 795,598 -71,950
Mar09 081203 123.94 124.94 123.57 124.40 +0.46 131,297 181,258 +61,936
Jun09 081203 123.69 123.69 123.00 123.65 -0.17 0 5 +0
Total Volume and Open Interest 744,801 976,861 -10,014
Euro-Bobl(EUREX)
Dec08 081203 115.32 115.53 114.82 115.27 -0.06 418,990 750,087 -104,416
Mar09 081203 115.54 115.70 115.00 115.47 -0.05 115,814 180,239 +53,575
Jun09 081203 115.78 115.78 115.78 115.78 -0.05      
Total Volume and Open Interest 534,804 930,326 -50,841
3-Mth Euribor(EUREX)
Dec08 081127 96.480 96.510 96.480 96.495 +0.230 463 20,241 +2,157
Mar09 081203 97.365 97.455 97.360 97.450 +0.075 926 5,851 +266
Jun09 081203 97.650 97.715 97.600 97.715 +0.075 399 3,149 +83
Total Volume and Open Interest 3,106 41,476 +1,072
Long Gilt(LIFFE)
Dec08 081203 120~06 120~26 119~28 120~16 +0~15 12,595 50,552 -6,997
Mar09 081203 119~05 120~03 118~32 119~22 +0~15 107,042 312,210 +3,817
Total Volume and Open Interest 73,695 365,942 -7,805
3-Mth Short Sterling(LIFFE)
Dec08 081203 96.93 97.04 96.90 97.00 +0.10 39,953 420,449 +3,098
Mar09 081203 97.74 97.82 97.70 97.77 +0.03 29,830 439,937 +3,232
Jun09 081203 97.93 98.00 97.89 97.96 +0.02 41,455 300,548 +5,236
Sep09 081203 97.88 97.96 97.86 97.91 +0.02 29,960 211,891 +1,120
Dec09 081203 97.66 97.72 97.62 97.64 -0.02 51,518 261,873 +4,434
Mar10 081203 97.53 97.59 97.46 97.48 -0.04 23,875 148,991 -4,064
Total Volume and Open Interest 235,480 2,008,209 -1,651
3-Mth Euribor(LIFFE)
Dec08 081203 96.550 96.630 96.540 96.585 +0.045 94,728 769,383 -20,762
Mar09 081203 97.360 97.495 97.350 97.450 +0.075 74,585 591,735 -8,111
Jun09 081203 97.650 97.770 97.595 97.715 +0.075 72,311 504,757 -6,591
Total Volume and Open Interest 527,942 3,518,186 -33,394
3-Mth Aus T-Bills(SFE)
Dec08 081203 95.61 95.63 95.52 95.55 -0.06 25,728 749,550 +1,783
Mar09 08120