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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 05, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081205 811.00 811.00 776.25 783.50 -27.50 6,497 126,531 -6,327
Mar09 081205 813.00 815.00 779.25 787.25 -28.25 4,519 85,066 +4,014
May09 081205 820.00 820.00 786.50 794.75 -29.00 353 20,578 +401
Jul09 081205 832.50 832.50 796.00 805.00 -28.00 1,497 30,978 -293
Aug09 081205 826.75 835.00 807.00 807.00 -28.00 0 1,591 +0
Sep09 081205 825.25 825.25 803.00 804.50 -30.50 0 809 +0
Nov09 081205 833.00 834.50 796.50 802.50 -32.50 418 41,712 +12
Total Volume and Open Interest 124,014 314,531 +273
Soybean Meal(CBOT)
Dec08 081205 244.80 244.80 237.90 240.50 -6.80 426 3,441 -648
Jan09 081205 244.40 244.60 235.40 238.30 -7.20 2,692 38,464 +144
Mar09 081205 245.40 245.40 235.00 237.80 -7.60 1,088 36,496 +775
May09 081205 247.70 247.70 237.00 240.30 -7.40 262 14,784 +162
Jul09 081205 250.60 250.60 239.90 243.20 -7.40 623 17,523 -181
Aug09 081205 251.90 251.90 242.00 244.30 -7.60 4 4,567 -19
Sep09 081205 252.10 254.50 242.00 244.50 -7.60 20 3,393 -16
Oct09 081205 249.40 249.40 239.10 242.00 -7.40 15 1,995 +2
Total Volume and Open Interest 36,760 130,925 +2,654
Soybean Oil(CBOT)
Dec08 081205 28.97 28.97 27.90 28.25 -0.97 151 5,036 -795
Jan09 081205 29.50 29.52 28.16 28.55 -0.95 4,732 92,089 -2,164
Mar09 081205 29.82 29.87 28.52 28.93 -0.94 2,355 49,332 -795
May09 081205 30.46 30.46 28.89 29.28 -0.97 447 20,588 +117
Jul09 081205 30.50 30.58 29.23 29.63 -0.98 878 24,352 -391
Aug09 081205 29.98 30.00 29.50 29.81 -0.98 126 4,404 +159
Sep09 081205 30.24 30.24 29.70 29.99 -0.98 91 4,757 +89
Oct09 081205 30.39 30.39 29.80 30.12 -0.99 61 3,733 +112
Total Volume and Open Interest 64,967 234,018 -326
Canola(WCE)
Jan09 081205 363.5 371.6 353.1 354.1 -9.4 7,341 43,930 -3,858
Mar09 081205 370.5 370.5 359.0 360.0 -10.5 8,141 29,647 +3,738
May09 081205 377.1 377.1 367.9 368.6 -9.9 93 4,855 +29
Jul09 081205 386.0 386.0 375.3 376.6 -10.2 212 5,695 +16
Nov09 081205 399.0 399.0 386.2 392.6 -9.7 237 6,219 +42
Total Volume and Open Interest 8,127 90,429 -1,075
Corn(CBOT)
Dec08 081205 317.50 317.50 290.00 293.50 -24.75 1,910 11,032 -2,590
Mar09 081205 333.25 333.25 305.50 309.25 -24.75 9,652 390,075 -3,203
May09 081205 344.50 344.50 315.75 319.25 -25.75 578 101,688 +1,461
Jul09 081205 355.00 355.00 325.25 328.75 -26.50 2,819 116,162 -1,507
Sep09 081205 365.75 365.75 335.75 338.50 -27.25 154 26,525 +276
Dec09 081205 378.75 379.00 349.25 351.25 -28.00 1,085 140,832 +801
Total Volume and Open Interest 175,252 834,969 -12,094
Wheat(CBOT)
Dec08 081205 468.25 468.25 455.00 457.75 -10.00 114 4,594 -809
Mar09 081205 486.25 486.50 471.00 475.50 -10.50 1,045 135,677 +394
May09 081205 499.50 499.50 484.25 488.50 -11.00 452 22,041 +363
Jul09 081205 509.00 511.50 497.00 501.50 -10.75 401 50,178 -526
Sep09 081205 533.75 534.50 522.75 524.25 -10.25 27 17,120 +1,607
Total Volume and Open Interest 59,105 254,457 -700
Wheat(KCBT)
Dec08 081205 491.00 494.00 489.75 489.75 -7.25 446 503 -48
Mar09 081205 513.00 515.00 501.00 503.25 -9.75 7,860 42,589 +723
May09 081205 520.00 523.75 512.25 513.25 -10.25 834 8,171 +242
Jul09 081205 532.25 532.25 519.00 519.75 -10.25 1,481 17,524 -227
Sep09 081205 542.00 542.00 530.50 530.50 -10.50 766 3,094 -87
Total Volume and Open Interest 8,864 77,584 -417
Wheat(MGE)
Dec08 081205 561.00 561.00 561.00 561.00 -11.25 113 257 +50
Mar09 081205 562.50 566.50 550.00 551.00 -13.25 3,902 14,705 +1,010
May09 081205 564.75 568.25 552.25 552.75 -13.75 2,171 8,086 +922
Jul09 081205 568.00 568.00 558.50 559.25 -12.75 850 2,860 +457
Sep09 081205 570.75 574.00 560.00 561.50 -14.75 573 3,206 +241
Total Volume and Open Interest 3,217 28,440 +101
Oats(CBOT)
Dec08 081205 198.75 198.75 184.50 184.50 -14.00 0 36 -5
Mar09 081205 213.50 216.00 195.25 199.00 -14.50 17 6,917 -18
May09 081205 206.25 223.00 206.25 208.50 -14.50 0 2,178 -6
Jul09 081205 225.75 233.50 217.50 218.50 -15.00 0 3,827 +0
Total Volume and Open Interest 892 16,870 -126
Rough Rice(CBOT)
Jan09 081205 13.70 14.19 13.25 14.13 +0.44 1 3,090 -243
Mar09 081205 13.80 14.19 13.30 13.93 +0.24 3 2,920 +336
May09 081205 13.85 14.34 13.50 14.10 +0.23 0 515 +0
Jul09 081205 14.30 14.30 14.30 14.30 +0.24 0 163 -9
Total Volume and Open Interest 1,266 6,994 +170
Live Cattle(CME)
Dec08 081205 82.430 82.930 80.635 81.550 -1.530 7,751 25,385 -1,776
Feb09 081205 82.800 82.930 80.600 81.450 -1.630 14,141 100,357 +1,233
Apr09 081205 84.850 85.000 82.400 83.385 -1.750 8,658 53,761 +2,060
Jun09 081205 81.000 81.300 78.600 79.550 -1.900 2,589 20,873 +689
Aug09 081205 80.000 80.100 78.080 79.580 -1.470 787 10,377 +303
Oct09 081205 83.480 83.500 81.250 82.300 -1.950 259 3,905 +31
Total Volume and Open Interest 32,903 214,648 +1,274
Feeder Cattle(CME)
Jan09 081205 87.500 88.100 85.450 86.650 -1.450 3,210 10,319 -934
Mar09 081205 86.730 86.930 84.100 85.285 -1.615 2,854 5,713 +393
Apr09 081205 86.500 87.500 85.385 86.400 -1.950 420 2,052 +225
May09 081205 88.930 89.100 86.500 87.800 -1.700 224 1,429 +61
Aug09 081205 90.000 90.100 88.250 89.000 -2.000 79 703 +34
Sep09 081205 90.100 90.100 89.000 89.000 -2.300 22 93 +16
Oct09 081205 90.000 90.000 88.500 88.800 -2.200 2 25 +1
Total Volume and Open Interest 3,632 20,542 +250
Lean Hogs(CME)
Dec08 081205 56.900 57.985 56.830 57.450 +0.350 5,348 14,699 -1,935
Feb09 081205 63.300 64.500 62.950 64.200 +0.550 10,765 74,323 -544
Apr09 081205 69.500 69.725 68.400 69.385 -0.465 5,744 38,517 +426
May09 081205 75.600 76.900 74.800 75.250 -1.950 64 1,397 +4
Jun09 081205 78.800 78.830 76.800 78.300 -0.880 2,634 25,370 +621
Jul09 081205 78.300 78.300 76.350 77.500 -1.150 530 4,542 +134
Aug09 081205 75.900 76.100 73.650 74.800 -1.850 60 3,678 +6
Oct09 081205 69.750 70.500 67.950 68.600 -2.350 129 2,418 +57
Total Volume and Open Interest 20,919 166,942 -1,455
Pork Bellies(CME)
Feb09 081205 90.600 90.600 88.100 90.300 -0.800 99 733 -42
Mar09 081205 88.750 88.750 88.700 88.700 -0.700 2 115 +1
May09 081205 89.200 89.500 89.150 89.150 -0.050 22 138 +1
Jul09 081205 89.330 89.330 89.330 89.330 -0.070 0 83 +0
Aug09 081205 90.000 90.000 90.000 90.000 unch 0 1 +0
Total Volume and Open Interest 129 1,110 +53
Class III Milk(CME)
Dec08 081205 15.32 15.40 15.25 15.33 -0.02 101 5,158 +83
Jan09 081205 13.85 14.17 13.85 14.13 -0.04 346 3,865 +53
Feb09 081205 13.70 13.79 13.54 13.63 -0.16 240 3,599 +62
Mar09 081205 13.70 13.74 13.40 13.60 -0.14 121 3,008 +13
Apr09 081205 13.54 13.64 13.35 13.55 -0.09 83 2,502 +30
Total Volume and Open Interest 2,271 38,321 +215
Cocoa(ICE)
Dec08 081205 2295 2299 2170 2214 -35 5 25 -1
Mar09 081205 2229 2240 2134 2141 -107 4,563 62,234 +679
May09 081205 2227 2230 2130 2135 -107 819 21,568 +141
Jul09 081205 2222 2222 2125 2132 -106 400 9,902 -137
Sep09 081205 2208 2208 2122 2122 -106 166 5,439 -79
Dec09 081205 2185 2185 2110 2110 -106 279 8,582 +168
Mar10 081205 2137 2137 2098 2098 -106 21 2,432 +10
Total Volume and Open Interest 5,385 111,221 +1,349
Coffee "C"(ICE)
Dec08 081205 104.00 104.00 101.60 101.60 -2.90 61 121 -66
Mar09 081205 106.65 108.00 102.15 103.20 -2.95 16,233 75,153 +1,520
May09 081205 109.40 110.40 105.00 105.80 -2.95 2,379 23,647 +1,121
Jul09 081205 112.05 112.80 107.60 108.30 -2.90 1,192 6,492 +204
Sep09 081205 114.60 114.60 110.00 110.65 -2.95 119 4,608 +39
Dec09 081205 117.00 117.00 113.50 114.05 -2.95 188 3,356 +53
Total Volume and Open Interest 12,673 112,175 +2,795
Orange Juice(ICE)
Jan09 081205 73.30 73.85 71.80 73.10 -0.20 2,488 8,742 -1,207
Mar09 081205 75.80 75.80 74.20 74.95 -1.25 2,013 17,327 +1,301
May09 081205 79.25 79.30 78.05 78.85 -1.50 56 2,270 +5
Jul09 081205 82.90 83.00 82.20 82.95 -1.50 3 867 -2
Sep09 081205 88.00 88.00 87.30 87.30 -1.50 0 198 +0
Nov09 081205 91.30 91.30 91.30 91.30 -1.50 0 146 +0
Total Volume and Open Interest 2,127 29,758 -255
Sugar #11(ICE)
Mar09 081205 10.84 10.88 10.51 10.57 -0.23 43,655 265,606 +6,062
May09 081205 11.35 11.38 11.06 11.11 -0.22 15,520 107,587 -1,673
Jul09 081205 11.62 11.68 11.35 11.38 -0.21 7,975 112,827 +1,179
Oct09 081205 12.12 12.17 11.89 11.92 -0.20 2,227 70,490 -138
Mar10 081205 12.80 12.83 12.56 12.60 -0.20 1,803 49,064 +528
Total Volume and Open Interest 103,265 653,681 +12,583
Sugar #14(ICE)
Jan09 081205 19.30 19.50 19.28 19.44 +0.16 33 1,118 +0
Mar09 081205 19.85 20.00 19.85 19.98 unch 43 2,718 -5
May09 081205 20.50 20.50 20.50 20.50 unch 45 2,100 +6
Jul09 081205 20.68 20.68 20.68 20.68 -0.05 0 1,753 +0
Sep09 081205 21.10 21.10 21.10 21.10 -0.05 10 845 +0
Total Volume and Open Interest 45 8,533 -9
London Cocoa(LCE)
Dec08 081205 1744 1744 1630 1635 -119 3,630 12,012 -1,942
Mar09 081205 1534 1540 1481 1490 -44 11,770 62,496 -1,097
May09 081205 1536 1543 1488 1494 -40 1,829 32,567 +108
Jul09 081205 1541 1550 1499 1503 -41 370 30,494 +117
Sep09 081205 1493 1493 1493 1493 -42 41 11,537 +28
Dec09 081205 1504 1506 1458 1458 -51 2,739 8,931 +2,203
Mar10 081205 1458 1458 1458 1458 -51 0 769 +0
Total Volume and Open Interest 9,455 159,401 -3,637
London Coffee(LCE)
Jan09 081205 1806.00 1820.00 1741.00 1788.00 -14.00 6,659 62,426 -222
Total Volume and Open Interest 3,136 62,648 -687
London Sugar(LCE)
Mar09 081205 306.50 306.50 293.70 294.80 -12.90 2,275 25,266 -165
May09 081205 316.30 316.50 305.00 306.70 -11.30 562 10,094 +227
Aug09 081205 323.50 323.50 315.20 317.20 -10.30 134 7,500 +0
Oct09 081205 334.70 334.70 324.20 325.20 -10.50 8 3,245 +0
Dec09 081205 335.70 335.70 333.20 333.20 -8.70 0 874 +0
Total Volume and Open Interest 6,493 47,233 +2,411
Cotton(ICE)
Dec08 081205 42.69 42.78 39.10 39.33 -2.33 14 199 -2
Mar09 081205 43.58 43.75 41.31 41.37 -2.23 8,787 80,619 -948
May09 081205 43.33 43.50 41.16 41.24 -2.31 2,037 16,869 +108
Jul09 081205 44.20 44.20 42.06 42.13 -2.17 1,147 16,712 -166
Oct09 081205 46.50 46.50 45.15 45.15 -1.74 27 177 +21
Dec09 081205 48.10 48.10 45.98 45.98 -2.22 893 13,952 +14
Total Volume and Open Interest 9,578 131,260 +4,455
Lumber(CME)
Jan09 081205 178.0 179.7 174.6 178.9 unch 1,125 3,695 -547
Mar09 081205 188.7 190.5 185.2 189.7 +0.1 1,293 3,601 +222
May09 081205 204.3 205.0 200.8 204.5 -1.2 59 641 +10
Jul09 081205 214.0 214.0 209.9 211.5 -0.8 28 330 +20
Total Volume and Open Interest 707 8,659 -148
Crude Oil(NYM)
Jan09 081205 43.78 44.47 40.50 40.81 -2.86 232,447 303,787 -4,923
Feb09 081205 45.31 46.03 42.51 42.93 -2.28 69,424 109,612 +6,759
Mar09 081205 46.90 47.62 44.25 44.76 -2.10 42,990 74,732 +5,244
Apr09 081205 48.57 49.08 45.95 46.27 -2.16 27,610 44,666 +2,400
May09 081205 49.89 50.01 47.37 47.61 -2.28 16,416 30,864 +1,853
Jun09 081205 51.25 51.98 48.52 48.84 -2.36 30,358 115,275 +6,175
Jul09 081205 53.00 53.08 49.59 49.92 -2.44 6,872 25,757 +747
Aug09 081205 50.92 50.92 50.92 50.92 -2.50 4,165 25,766 +395
Sep09 081205 54.83 54.83 51.89 51.89 -2.55 3,812 20,497 +29
Oct09 081205 53.33 53.33 52.82 52.82 -2.61 1,309 17,631 +370
Nov09 081205 54.37 54.37 53.74 53.74 -2.67 1,280 16,256 +229
Dec09 081205 57.63 58.05 54.34 54.65 -2.71 21,072 104,063 -1,535
Jan10 081205 56.40 56.40 55.51 55.51 -2.74 1,099 17,449 +271
Feb10 081205 57.84 57.84 56.38 56.38 -2.77 571 8,138 +166
Mar10 081205 58.70 58.70 57.24 57.24 -2.80 141 12,128 -105
Apr10 081205 59.50 59.50 58.05 58.05 -2.83 28 3,110 -14
Total Volume and Open Interest 411,290 1,173,188 +25,713
e-miNY Crude Oil(NYM)
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081205 43.700 44.425 40.500 40.800 -2.875 16,479 7,714 -440
Feb09 081205 45.425 45.900 42.500 42.925 -2.275 817 497 +60
Mar09 081205 46.900 47.325 44.425 44.750 -2.100 198 379 +38
Apr09 081205 48.875 48.875 46.275 46.275 -2.150 36 100 +1
May09 081205 48.500 48.500 47.600 47.600 -2.300 30 30 +21
Jun09 081205 48.700 48.850 48.700 48.850 -2.350 2 8 +0
Jul09 081205 49.925 49.925 49.925 49.925 -2.425 0 1 +0
Aug09 081205 50.925 50.925 50.925 50.925 -2.500 0 1 +0
Sep09 081205 51.900 51.900 51.900 51.900 -2.550 0 1 +0
Total Volume and Open Interest 15,966 9,125 +358
Heating Oil(NYM)
Jan09 081205 150.51 153.60 141.85 142.65 -8.26 36,983 62,204 -3,595
Feb09 081205 153.10 156.04 144.94 145.78 -7.68 12,929 24,792 +289
Mar09 081205 155.82 155.93 147.80 148.63 -7.13 7,039 22,477 -212
Apr09 081205 157.00 157.00 150.19 150.38 -6.88 3,358 13,232 +599
May09 081205 157.50 157.50 151.20 152.13 -6.73 2,068 13,551 +262
Jun09 081205 163.25 163.25 153.25 154.08 -6.68 2,471 20,552 +198
Jul09 081205 163.83 163.83 156.00 156.33 -6.68 529 8,647 +52
Aug09 081205 160.00 160.00 158.20 159.03 -6.78 546 4,130 +3
Sep09 081205 164.20 164.60 162.33 162.33 -6.78 1,044 7,980 +122
Oct09 081205 170.20 170.20 165.50 165.68 -6.93 491 2,930 +128
Nov09 081205 174.75 174.75 168.20 168.98 -7.03 273 2,112 +86
Dec09 081205 179.00 179.00 170.85 171.83 -7.18 1,732 12,006 +91
Total Volume and Open Interest 78,752 222,718 +4,601
Gasoline(NYMEX)
Jan09 081205 96.95 98.72 89.50 90.12 -6.83 31,130 77,673 -694
Feb09 081205 101.48 102.72 94.37 94.82 -6.18 19,457 24,252 +3,171
Mar09 081205 104.38 105.02 99.50 99.72 -5.73 12,337 16,535 +112
Apr09 081205 122.47 122.50 115.25 115.67 -5.93 4,230 14,826 -160
May09 081205 125.50 125.50 118.57 118.57 -5.93 2,403 8,493 +39
Jun09 081205 124.50 124.50 121.42 121.42 -5.93 3,491 8,011 +364
Jul09 081205 128.80 128.80 123.52 123.52 -5.93 2,349 6,475 +139
Aug09 081205 130.70 130.70 125.32 125.32 -5.88 2,234 3,418 +805
Sep09 081205 127.49 127.49 126.52 126.52 -5.88 395 3,109 -26
Oct09 081205 117.92 117.92 117.92 117.92 -5.98 433 3,242 +70
Total Volume and Open Interest 80,141 180,710 +5,036
e-miNY RBOB Gasoline(NYM)
Jan09 081205 100.50 100.50 90.12 90.12 -6.83 0 2 +0
Feb09 081205 94.82 94.82 94.82 94.82 -6.18      
Mar09 081205 99.72 99.72 99.72 99.72 -5.73      
Apr09 081205 115.67 115.67 115.67 115.67 -5.93      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan09 081205 6.009 6.009 5.712 5.742 -0.275 78,606 123,475 -1,657
Feb09 081205 5.951 5.995 5.747 5.767 -0.283 15,716 44,968 +462
Mar09 081205 5.950 5.950 5.755 5.767 -0.278 16,387 79,000 -151
Apr09 081205 6.000 6.000 5.780 5.807 -0.285 11,622 55,993 +290
May09 081205 6.000 6.023 5.860 5.885 -0.284 4,607 35,378 +2
Jun09 081205 6.068 6.140 5.980 5.995 -0.289 1,759 23,826 +184
Jul09 081205 6.195 6.267 6.102 6.120 -0.289 1,767 21,260 +119
Aug09 081205 6.270 6.376 6.208 6.225 -0.289 2,003 20,462 +533
Sep09 081205 6.490 6.490 6.262 6.280 -0.289 1,266 16,824 +49
Oct09 081205 6.500 6.548 6.375 6.392 -0.290 3,837 33,656 +170
Nov09 081205 7.000 7.000 6.792 6.812 -0.280 931 17,063 -35
Dec09 081205 7.450 7.450 7.230 7.257 -0.270 1,168 26,803 +332
Jan10 081205 7.590 7.675 7.501 7.522 -0.260 2,728 20,337 +394
Feb10 081205 7.600 7.687 7.524 7.532 -0.260 416 8,329 +28
Mar10 081205 7.500 7.513 7.349 7.362 -0.255 1,430 17,549 +325
Apr10 081205 7.000 7.015 6.863 6.872 -0.240 1,230 14,730 +343
Total Volume and Open Interest 90,578 712,478 -1,798
Brent Crude Oil(ICE)
Jan09 081205 40.75 43.19 39.35 39.74 -2.54 95,433 74,668 +4,684
Feb09 081205 43.14 45.53 41.70 42.12 -2.53 63,707 158,679 +10,934
Mar09 081205 45.35 47.67 43.99 44.32 -2.48 27,787 60,447 +1,045
Apr09 081205 47.71 49.59 45.93 46.24 -2.47 13,736 21,671 +1,959
May09 081205 49.22 51.35 47.70 47.94 -2.55 7,897 17,034 +1,167
Jun09 081205 50.87 52.99 49.31 49.45 -2.70 12,610 40,250 -993
Jul09 081205 52.49 54.54 50.86 50.86 -2.85 4,672 15,396 +741
Aug09 081205 53.89 55.95 52.12 52.12 -2.99 2,279 12,046 +98
Sep09 081205 55.67 57.23 53.24 53.24 -3.14 1,821 13,604 -85
Oct09 081205 54.10 57.75 54.10 54.18 -3.29 1,367 7,821 -168
Nov09 081205 55.03 55.03 55.03 55.03 -3.35 0 10,627 -54
Dec09 081205 58.20 60.06 55.79 55.86 -3.43 11,323 53,675 -1,460
Jan10 081205 56.80 56.80 56.80 56.80 -3.41 0 9,231 -316
Feb10 081205 57.71 57.71 57.71 57.71 -3.40 0 5,406 +179
Total Volume and Open Interest 279,682 585,812 +104
Gas Oil(ICE)
Dec08 081205 452.00 469.75 431.00 437.00 -43.25 25,508 37,308 -7,136
Jan09 081205 461.50 479.00 440.50 447.50 -42.25 44,556 80,310 +679
Feb09 081205 472.75 489.25 455.50 459.25 -41.25 13,351 35,128 -618
Mar09 081205 481.50 499.25 463.75 470.50 -40.25 8,298 17,889 -1,386
Apr09 081205 492.00 508.00 474.75 481.50 -39.25 5,065 17,584 -723
May09 081205 504.25 518.25 485.75 492.75 -38.50 4,062 17,583 +70
Jun09 081205 513.25 528.25 496.00 503.50 -38.00 6,473 36,552 -1,382
Jul09 081205 533.00 539.00 506.75 514.75 -38.25 1,612 11,486 -546
Aug09 081205 535.75 549.75 517.25 525.50 -38.75 1,379 9,685 -310
Sep09 081205 552.75 558.50 526.75 534.75 -38.75 883 9,869 +1,269
Total Volume and Open Interest 117,905 370,492 -8,453
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081205 1.450 1.450 1.370 1.398 -0.091 16 434 -8
Feb09 081205 1.425 1.425 1.390 1.392 -0.103 5 220 +5
Mar09 081205 1.400 1.420 1.400 1.401 -0.112 1 285 -1
Apr09 081205 1.410 1.440 1.400 1.418 -0.097 10 344 +5
May09 081205 1.440 1.446 1.440 1.446 -0.094 2 182 +3
Jun09 081205 1.450 1.450 1.450 1.450 -0.090 0 183 +0
Jul09 081205 1.450 1.515 1.450 1.473 -0.079 0 176 +0
Total Volume and Open Interest 34 3,033 -68
US Dollar Index(ICE)
Dec08 081205 87.520 87.630 86.550 87.190 +0.645 4,228 36,397 +173
Mar09 081205 88.380 88.500 87.350 88.145 +0.815 953 2,992 +138
Jun09 081205 88.905 89.060 88.545 88.545 +0.595 0 135 +0
Total Volume and Open Interest 2,449 39,213 -169
Australian Dollar(CME)
Dec08 081205 64.25 64.85 62.80 64.41 -0.08 371 62,531 -527
Mar09 081205 64.10 64.49 62.50 64.04 -0.09 134 7,173 +270
Jun09 081205 63.86 63.95 63.86 63.86 -0.09 250 54 -250
Total Volume and Open Interest 26,042 70,441 -971
British Pound(CME)
Dec08 081205 146.80 147.75 145.18 147.05 -0.41 271 103,257 -2,071
Mar09 081205 146.68 147.55 145.20 146.96 -0.50 298 10,530 +846
Jun09 081205 145.65 147.69 145.20 147.17 -0.52 0 1,176 +1
Total Volume and Open Interest 48,941 116,209 +786
Canadian Dollar(CME)
Dec08 081205 78.25 78.95 76.82 78.14 -0.10 290 79,842 +490
Mar09 081205 78.33 79.06 76.93 78.23 -0.13 66 6,821 +1,077
Jun09 081205 77.88 78.98 77.16 78.43 -0.13 125 1,718 +61
Sep09 081205 77.60 79.22 77.32 78.67 -0.08 30 1,342 -15
Total Volume and Open Interest 27,863 88,712 +136
Japanese Yen(CME)
Dec08 081205 108.37 109.20 107.06 107.49 -0.74 562 122,589 -2,352
Mar09 081205 108.61 109.54 107.39 107.83 -0.78 498 12,963 +1,725
Jun09 081205 109.95 109.95 108.07 108.21 -0.78 0 3,662 +1
Total Volume and Open Interest 112,217 139,861 +880
Swiss Franc(CME)
Dec08 081205 83.63 83.70 81.60 81.81 -1.83 78 37,201 -3,330
Mar09 081205 83.96 84.08 81.99 82.19 -1.89 85 2,522 +375
Jun09 081205 82.56 84.45 82.56 82.56 -1.89 0 299 +0
Total Volume and Open Interest 22,349 42,986 +863
EuroFX(CME)
Dec08 081205 127.68 127.97 126.20 126.88 -1.01 433 135,883 +3,571
Mar09 081205 127.49 127.85 126.05 126.71 -1.08 520 36,543 +2,283
Jun09 081205 126.55 127.80 126.34 126.73 -1.07 0 529 -5
Total Volume and Open Interest 150,062 168,221 -4,734
Mexican Peso(CME)
Dec08 081205 735.8 737.8 716.8 734.5 -1.5 2,349 38,323 -2,144
Jan09 081205 729.8 731.8 729.8 729.8 -2.0      
Total Volume and Open Interest 2,643 41,143 -25
30-Year T-Bonds(CBOT)
Dec08 081205 135~050 136~030 133~310 134~195 -0~105 22,660 39,205 -7,189
Mar09 081205 134~040 135~025 132~205 133~135 -0~145 205,258 709,946 +17,064
Jun09 081205 132~235 133~255 132~070 132~080 -0~145 64 286 +32
Total Volume and Open Interest 333,967 739,549 +3,303
10-Year T-Notes(CBOT)
Dec08 081205 126~200 127~005 125~080 125~200 -1~005 36,853 66,599 -8,317
Mar09 081205 124~105 124~205 122~200 123~015 -1~100 486,437 1,030,628 -8,547
Jun09 081205 121~315 123~105 121~315 121~315 -1~110      
Total Volume and Open Interest 562,059 1,114,091 +680
5-Year T-Notes(CBOT)
Dec08 081205 121~054 121~094 120~073 120~105 -0~088 33,767 0 -127,296
Mar09 081205 118~089 118~104 117~078 117~113 -0~095 214,931 0 +0
Jun09 081205 117~088 118~055 117~088 117~088 -0~094      
Total Volume and Open Interest 339,599 1,050,111 -21,904
2 Year T-Notes(CBOT)
Dec08 081205 109~042 109~064 109~018 109~029 -0~017 2,453 27,669 -9,910
Mar09 081205 108~041 108~051 108~012 108~026 -0~002 2,511 463,969 +13,177
Jun09 081205 108~026 108~029 108~026 108~026 -0~002      
Total Volume and Open Interest 170,556 488,371 -7,352
Eurodollars(CME)
Dec08 081205 97.890 97.900 97.830 97.857 -0.043 7,310 1,551,939 +12,087
Mar09 081205 98.175 98.195 97.995 98.040 -0.125 11,328 1,291,267 -15,283
Jun09 081205 98.220 98.265 98.010 98.045 -0.170 3,920 957,557 -21,939
Sep09 081205 98.185 98.225 97.965 97.995 -0.180 4,744 880,498 -4,743
Dec09 081205 98.055 98.095 97.845 97.875 -0.170 2,742 792,847 -5,879
Mar10 081205 98.025 98.065 97.830 97.855 -0.160 1,305 599,592 -3,274
Jun10 081205 97.915 97.955 97.720 97.750 -0.155 2,412 376,989 -5,284
Sep10 081205 97.755 97.825 97.600 97.635 -0.140 3,016 342,886 -3,162
Dec10 081205 97.550 97.620 97.405 97.445 -0.130 4,883 265,070 +5,617
Mar11 081205 97.435 97.495 97.290 97.335 -0.120 1,176 190,645 +5,881
Jun11 081205 97.250 97.305 97.100 97.155 -0.110 1,187 198,399 -1,001
Sep11 081205 97.095 97.155 96.955 97.020 -0.080 2,519 132,981 -376
Dec11 081205 96.945 97.015 96.825 96.895 -0.050 575 94,434 -204
Mar12 081205 96.950 97.035 96.840 96.915 -0.030 648 90,532 -1,127
Jun12 081205 96.885 96.985 96.775 96.875 -0.005 535 64,830 -301
Sep12 081205 96.845 96.950 96.755 96.845 +0.010 3,393 56,968 -839
Dec12 081205 96.760 96.870 96.685 96.775 +0.030 5,343 50,309 -1,356
Mar13 081205 96.785 96.880 96.680 96.780 +0.035 343 49,635 +509
Total Volume and Open Interest 1,661,780 8,222,353 -30,013
30 Day Federal Funds(CBOT)
Dec08 081205 99.690 99.735 99.680 99.728 +0.048 0 67,629 -1,496
Jan09 081205 99.675 99.710 99.655 99.695 +0.035 0 61,782 +333
Feb09 081205 99.660 99.695 99.655 99.670 +0.015 0 67,097 -42
Mar09 081205 99.620 99.650 99.605 99.620 +0.005 2 42,060 -173
Apr09 081205 99.570 99.595 99.525 99.550 -0.005 2 37,923 +2,593
May09 081205 99.505 99.535 99.445 99.475 -0.020 0 42,272 +1,020
Total Volume and Open Interest 52,583 390,504 +4,778
30 Day Fed Funds(e-CBOT)
Dec08 081205 99.690 99.735 99.685 99.728 +0.052 4,862 67,629 -1,496
Jan09 081205 99.675 99.710 99.655 99.710 +0.040 3,278 61,782 +333
Feb09 081205 99.660 99.695 99.660 99.690 +0.025 7,532 67,097 -42
Mar09 081205 99.620 99.650 99.605 99.635 +0.010 7,641 42,060 -173
Apr09 081205 99.570 99.595 99.525 99.555 -0.010 7,298 37,923 +2,593
May09 081205 99.505 99.535 99.445 99.480 -0.015 6,637 42,272 +1,020
Total Volume and Open Interest 45,584 395,561 +5,057
3-Mth Euro-Yen(CME)
Dec08 081205 99.12 99.12 99.12 99.12 unch 0 4,099 +0
Mar09 081205 99.25 99.25 99.25 99.25 unch 0 4,968 +0
Jun09 081205 99.29 99.29 99.29 99.29 unch 0 1,080 +0
Sep09 081205 99.33 99.33 99.33 99.33 unch 0 480 +0
Dec09 081205 99.32 99.32 99.32 99.32 -0.01 0 100 +0
Mar10 081205 99.21 99.21 99.21 99.21 -0.01      
Jun10 081205 99.15 99.15 99.15 99.15 -0.01      
Sep10 081205 99.12 99.12 99.12 99.12 -0.01      
Dec10 081205 99.14 99.14 99.14 99.14 -0.01      
Mar11 081205 99.06 99.06 99.06 99.06 -0.01      
Total Volume and Open Interest 0 10,727 +0
3-Mth Euro-Yen(SGX)
Dec08 081205 99.11 99.11 99.11 99.11 unch 394 20,735 -245
Mar09 081205 99.25 99.25 99.24 99.25 unch 1,086 13,328 +849
Jun09 081205 99.30 99.30 99.29 99.29 -0.01 1,690 7,083 +1,375
Sep09 081205 99.32 99.32 99.32 99.32 -0.01 26 3,184 +24
Dec09 081205 99.30 99.32 99.30 99.32 -0.01 2 1,002 +0
Mar10 081205 99.21 99.21 99.21 99.21 -0.01 0 880 +0
Jun10 081205 99.14 99.14 99.14 99.14 -0.01 0 513 +0
Sep10 081205 99.12 99.12 99.12 99.12 -0.01 0 252 +0
Total Volume and Open Interest 3,198 47,096 +438
Japanese Gov't Bonds(SGX)
Dec08 081204 139.47 139.55 138.90 139.45 +0.06 139 967 +364
Mar09 081205 139.51 139.51 138.85 138.90 -0.10 387 1,450 +1,427
Jun09 081205 138.90 138.90 138.90 138.90 -0.10      
Total Volume and Open Interest 3,073 13,573 +1,849
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 081205 114.90 115.28 114.87 114.88 -0.15 681,322 437,808 -205,926
Mar09 081205 115.23 115.54 115.00 115.02 -0.23 281,948 450,520 +173,617
Jun09 081205 115.60 115.60 115.60 115.60 +0.17      
Total Volume and Open Interest 963,270 888,328 -32,309
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 081205 120~29 121~14 120~13 120~18 +0~11 10,815 44,911 -2,512
Mar09 081205 120~02 120~20 119~16 119~23 +0~10 106,939 314,949 +1,939
Total Volume and Open Interest 95,751 360,433 -2,329
3-Mth Short Sterling(LIFFE)
Dec08 081205 96.77 96.85 96.72 96.82 +0.08 88,865 435,103 +11,695
Mar09 081205 97.64 97.71 97.57 97.65 +0.03 70,145 439,411 +2,299
Jun09 081205 97.88 97.88 97.79 97.80 -0.03 94,037 296,969 +2,843
Sep09 081205 97.82 97.82 97.68 97.70 -0.05 64,186 213,678 -250
Dec09 081205 97.43 97.56 97.43 97.46 -0.04 70,924 256,973 -9,903
Mar10 081205 97.37 97.40 97.27 97.29 -0.06 38,809 149,145 -674
Total Volume and Open Interest 277,513 2,033,834 +8,658
3-Mth Euribor(LIFFE)
Dec08 081205 96.535 96.580 96.485 96.560 +0.030 71,433 747,650 -7,732
Mar09 081205 97.345 97.400 97.290 97.365 -0.020 104,509 579,222 -4,877
Jun09 081205 97.530 97.655 97.515 97.610 +0.030 117,903 509,626 -7,629
Total Volume and Open Interest 651,770 3,521,388 -4,690
3-Mth Aus T-Bills(SFE)