|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 10, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081210 |
813.00 |
842.00 |
810.75 |
829.50 |
+16.50 |
8,195 |
105,156 |
-6,732 |
| Mar09 |
081210 |
818.00 |
854.00 |
816.00 |
834.75 |
+16.50 |
5,699 |
102,552 |
+9,616 |
| May09 |
081210 |
827.25 |
856.00 |
827.25 |
844.50 |
+16.75 |
535 |
25,334 |
+320 |
| Jul09 |
081210 |
840.00 |
866.25 |
835.50 |
854.00 |
+16.25 |
639 |
32,159 |
+566 |
| Aug09 |
081210 |
864.75 |
867.75 |
856.00 |
856.00 |
+17.00 |
110 |
1,595 |
-7 |
| Sep09 |
081210 |
855.00 |
855.00 |
837.00 |
855.00 |
+18.00 |
0 |
818 |
-2 |
| Nov09 |
081210 |
833.75 |
863.25 |
833.75 |
852.00 |
+18.00 |
336 |
42,515 |
+225 |
| Total Volume and Open Interest |
142,174 |
311,221 |
-659 |
| Soybean Meal(CBOT) |
| Dec08 |
081210 |
248.20 |
252.10 |
248.00 |
250.40 |
+4.90 |
829 |
1,245 |
-498 |
| Jan09 |
081210 |
244.70 |
253.50 |
243.10 |
248.00 |
+3.20 |
3,640 |
35,002 |
-115 |
| Mar09 |
081210 |
245.00 |
253.90 |
243.90 |
248.40 |
+3.40 |
1,541 |
37,914 |
+33 |
| May09 |
081210 |
250.70 |
255.00 |
249.40 |
251.30 |
+3.60 |
587 |
15,222 |
+312 |
| Jul09 |
081210 |
254.80 |
258.70 |
252.50 |
254.40 |
+3.60 |
304 |
17,563 |
+147 |
| Aug09 |
081210 |
255.00 |
259.00 |
254.00 |
255.60 |
+3.40 |
139 |
4,568 |
+37 |
| Sep09 |
081210 |
255.50 |
260.00 |
254.90 |
255.80 |
+3.40 |
20 |
3,472 |
+14 |
| Oct09 |
081210 |
250.50 |
256.00 |
250.50 |
251.70 |
+3.60 |
6 |
2,007 |
+13 |
| Total Volume and Open Interest |
25,660 |
127,638 |
-1,428 |
| Soybean Oil(CBOT) |
| Dec08 |
081210 |
30.54 |
30.92 |
30.01 |
30.59 |
+1.05 |
1,018 |
2,448 |
-708 |
| Jan09 |
081210 |
29.83 |
31.33 |
29.83 |
30.85 |
+1.04 |
6,475 |
78,030 |
-5,100 |
| Mar09 |
081210 |
30.20 |
31.70 |
30.20 |
31.23 |
+1.04 |
3,625 |
56,487 |
+3,125 |
| May09 |
081210 |
30.95 |
32.03 |
30.91 |
31.61 |
+1.04 |
531 |
19,040 |
-287 |
| Jul09 |
081210 |
31.32 |
32.37 |
31.31 |
31.96 |
+1.03 |
386 |
23,704 |
+92 |
| Aug09 |
081210 |
31.75 |
32.35 |
31.70 |
32.14 |
+1.03 |
68 |
4,488 |
+57 |
| Sep09 |
081210 |
32.41 |
32.41 |
32.30 |
32.32 |
+1.03 |
0 |
4,432 |
-64 |
| Oct09 |
081210 |
32.65 |
32.65 |
32.45 |
32.45 |
+1.03 |
17 |
3,771 |
-4 |
| Total Volume and Open Interest |
83,221 |
221,959 |
-2,583 |
| Canola(WCE) |
| Jan09 |
081210 |
374.7 |
387.5 |
371.4 |
385.7 |
+15.6 |
4,089 |
28,234 |
-4,014 |
| Mar09 |
081210 |
382.0 |
394.5 |
379.1 |
392.6 |
+14.6 |
6,340 |
43,552 |
+4,011 |
| May09 |
081210 |
386.1 |
403.2 |
386.1 |
401.2 |
+14.7 |
123 |
5,077 |
+108 |
| Jul09 |
081210 |
396.9 |
412.6 |
396.6 |
409.3 |
+14.4 |
505 |
5,732 |
-51 |
| Nov09 |
081210 |
410.0 |
424.5 |
410.0 |
424.5 |
+14.9 |
234 |
6,283 |
-30 |
| Total Volume and Open Interest |
16,661 |
88,904 |
-1,984 |
| Corn(CBOT) |
| Dec08 |
081210 |
311.75 |
329.00 |
311.75 |
326.75 |
+14.50 |
483 |
5,267 |
-1,518 |
| Mar09 |
081210 |
327.50 |
344.50 |
327.00 |
342.00 |
+14.25 |
5,696 |
382,339 |
+2,535 |
| May09 |
081210 |
337.50 |
355.25 |
337.50 |
352.75 |
+14.25 |
615 |
107,980 |
+1,384 |
| Jul09 |
081210 |
348.00 |
368.50 |
348.00 |
363.00 |
+14.50 |
1,187 |
117,061 |
+847 |
| Sep09 |
081210 |
362.25 |
375.50 |
362.25 |
373.25 |
+14.50 |
57 |
25,929 |
+310 |
| Dec09 |
081210 |
372.00 |
389.50 |
372.00 |
387.25 |
+15.00 |
987 |
140,492 |
+1,008 |
| Total Volume and Open Interest |
175,486 |
818,381 |
-3,377 |
| Wheat(CBOT) |
| Dec08 |
081210 |
471.75 |
492.50 |
471.75 |
492.50 |
+20.25 |
9 |
1,384 |
-535 |
| Mar09 |
081210 |
488.75 |
511.75 |
488.00 |
509.50 |
+20.00 |
1,242 |
134,339 |
+16 |
| May09 |
081210 |
501.75 |
524.25 |
501.50 |
522.50 |
+19.75 |
114 |
24,304 |
+629 |
| Jul09 |
081210 |
515.00 |
537.50 |
514.75 |
535.00 |
+19.75 |
291 |
48,896 |
-965 |
| Sep09 |
081210 |
548.25 |
558.75 |
545.00 |
557.50 |
+19.50 |
216 |
17,155 |
+126 |
| Total Volume and Open Interest |
42,015 |
252,592 |
+1,955 |
| Wheat(KCBT) |
| Dec08 |
081210 |
509.25 |
518.50 |
509.25 |
515.75 |
+15.75 |
181 |
156 |
+84 |
| Mar09 |
081210 |
515.75 |
536.50 |
515.00 |
531.25 |
+16.25 |
4,268 |
41,805 |
-511 |
| May09 |
081210 |
526.00 |
547.00 |
525.00 |
541.50 |
+16.75 |
317 |
8,264 |
+38 |
| Jul09 |
081210 |
536.00 |
556.25 |
535.25 |
549.25 |
+16.25 |
1,069 |
17,209 |
+151 |
| Sep09 |
081210 |
556.00 |
567.25 |
552.25 |
560.25 |
+16.25 |
133 |
3,187 |
+77 |
| Total Volume and Open Interest |
6,574 |
77,738 |
-1,030 |
| Wheat(MGE) |
| Dec08 |
081210 |
606.50 |
617.75 |
595.00 |
617.75 |
+31.25 |
6 |
155 |
-15 |
| Mar09 |
081210 |
567.00 |
605.00 |
564.50 |
591.25 |
+22.75 |
2,539 |
13,089 |
-617 |
| May09 |
081210 |
571.00 |
599.00 |
571.00 |
589.25 |
+23.25 |
878 |
7,494 |
-372 |
| Jul09 |
081210 |
566.75 |
601.00 |
566.75 |
594.25 |
+23.25 |
372 |
2,631 |
+61 |
| Sep09 |
081210 |
584.00 |
605.75 |
581.75 |
598.25 |
+20.75 |
279 |
3,288 |
+139 |
| Total Volume and Open Interest |
3,590 |
29,466 |
-1,066 |
| Oats(CBOT) |
| Dec08 |
081210 |
197.50 |
197.50 |
193.25 |
195.50 |
+2.00 |
0 |
29 |
+16 |
| Mar09 |
081210 |
207.00 |
212.75 |
200.75 |
210.00 |
+2.00 |
5 |
6,843 |
-31 |
| May09 |
081210 |
220.25 |
220.25 |
217.50 |
219.50 |
+2.00 |
0 |
2,161 |
-17 |
| Jul09 |
081210 |
230.50 |
230.50 |
227.50 |
229.50 |
+2.00 |
0 |
3,794 |
+0 |
| Total Volume and Open Interest |
440 |
16,737 |
-114 |
| Rough Rice(CBOT) |
| Jan09 |
081210 |
14.25 |
14.34 |
13.96 |
14.08 |
-0.26 |
12 |
2,394 |
-211 |
| Mar09 |
081210 |
14.15 |
14.15 |
13.98 |
14.00 |
-0.16 |
19 |
3,539 |
+151 |
| May09 |
081210 |
14.36 |
14.36 |
14.20 |
14.20 |
-0.16 |
0 |
521 |
+1 |
| Jul09 |
081210 |
14.49 |
14.56 |
14.38 |
14.38 |
-0.19 |
1 |
147 |
-1 |
| Total Volume and Open Interest |
872 |
7,062 |
+68 |
| Live Cattle(CME) |
| Dec08 |
081210 |
82.535 |
84.000 |
82.535 |
83.980 |
+1.380 |
3,958 |
14,841 |
-1,478 |
| Feb09 |
081210 |
82.150 |
83.850 |
82.150 |
83.800 |
+1.515 |
9,019 |
99,699 |
+598 |
| Apr09 |
081210 |
84.180 |
85.600 |
84.050 |
85.480 |
+1.300 |
4,985 |
56,305 |
-255 |
| Jun09 |
081210 |
80.500 |
81.830 |
80.500 |
81.725 |
+1.250 |
1,790 |
21,980 |
+392 |
| Aug09 |
081210 |
80.850 |
81.000 |
80.385 |
80.830 |
+0.750 |
260 |
10,578 |
-74 |
| Oct09 |
081210 |
83.600 |
83.830 |
83.300 |
83.800 |
+0.800 |
38 |
3,890 |
-6 |
| Total Volume and Open Interest |
32,162 |
210,803 |
+1,337 |
| Feeder Cattle(CME) |
| Jan09 |
081210 |
86.700 |
88.000 |
86.500 |
87.350 |
+0.800 |
1,717 |
8,116 |
-303 |
| Mar09 |
081210 |
86.300 |
87.250 |
86.300 |
86.885 |
+0.785 |
1,417 |
8,476 |
+438 |
| Apr09 |
081210 |
88.200 |
88.200 |
87.450 |
87.535 |
+0.355 |
156 |
2,112 |
+90 |
| May09 |
081210 |
88.900 |
89.250 |
88.500 |
88.900 |
+0.615 |
134 |
1,548 |
+22 |
| Aug09 |
081210 |
90.650 |
91.200 |
90.500 |
91.000 |
+0.650 |
47 |
745 |
+14 |
| Sep09 |
081210 |
91.250 |
91.300 |
91.250 |
91.300 |
+0.600 |
0 |
93 |
+0 |
| Oct09 |
081210 |
91.100 |
91.100 |
91.050 |
91.100 |
+1.050 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
4,764 |
20,880 |
+219 |
| Lean Hogs(CME) |
| Dec08 |
081210 |
57.080 |
57.250 |
56.500 |
56.880 |
-0.405 |
3,716 |
8,617 |
-1,847 |
| Feb09 |
081210 |
64.000 |
64.550 |
62.535 |
63.130 |
-1.005 |
12,085 |
75,706 |
+276 |
| Apr09 |
081210 |
69.250 |
69.650 |
68.200 |
68.600 |
-0.550 |
5,849 |
39,726 |
+277 |
| May09 |
081210 |
76.750 |
76.900 |
75.650 |
76.050 |
-0.425 |
152 |
1,538 |
+63 |
| Jun09 |
081210 |
78.250 |
78.650 |
77.385 |
77.850 |
-0.435 |
3,386 |
29,306 |
+1,823 |
| Jul09 |
081210 |
77.550 |
77.700 |
76.700 |
76.750 |
-0.850 |
215 |
4,565 |
+10 |
| Aug09 |
081210 |
75.350 |
75.750 |
75.180 |
75.635 |
-0.015 |
233 |
3,850 |
-52 |
| Oct09 |
081210 |
69.500 |
69.500 |
68.750 |
68.750 |
-0.250 |
65 |
2,585 |
-9 |
| Total Volume and Open Interest |
23,587 |
166,249 |
-1,187 |
| Pork Bellies(CME) |
| Feb09 |
081210 |
84.500 |
86.600 |
84.500 |
84.500 |
-3.000 |
127 |
769 |
+3 |
| Mar09 |
081210 |
83.100 |
83.100 |
81.750 |
81.750 |
-3.000 |
2 |
130 |
-2 |
| May09 |
081210 |
86.550 |
86.550 |
85.600 |
85.600 |
-0.950 |
47 |
191 |
+36 |
| Jul09 |
081210 |
89.300 |
89.300 |
86.330 |
86.330 |
-3.000 |
0 |
83 |
+0 |
| Aug09 |
081210 |
89.000 |
89.000 |
89.000 |
89.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
197 |
1,137 |
+55 |
| Class III Milk(CME) |
| Dec08 |
081210 |
15.48 |
15.49 |
15.40 |
15.44 |
-0.04 |
57 |
5,143 |
+41 |
| Jan09 |
081210 |
14.34 |
14.34 |
14.17 |
14.30 |
-0.04 |
115 |
3,891 |
+91 |
| Feb09 |
081210 |
13.71 |
13.73 |
13.55 |
13.72 |
+0.02 |
58 |
3,549 |
+5 |
| Mar09 |
081210 |
13.71 |
13.76 |
13.52 |
13.72 |
+0.05 |
92 |
3,024 |
+19 |
| Apr09 |
081210 |
13.65 |
13.68 |
13.50 |
13.68 |
+0.03 |
32 |
2,556 |
+4 |
| Total Volume and Open Interest |
1,157 |
34,149 |
-202 |
| Cocoa(ICE) |
| Dec08 |
081210 |
2382 |
2382 |
2382 |
2382 |
+125 |
0 |
13 |
-2 |
| Mar09 |
081210 |
2275 |
2393 |
2260 |
2382 |
+125 |
4,841 |
62,028 |
-1,355 |
| May09 |
081210 |
2275 |
2385 |
2265 |
2378 |
+125 |
575 |
21,341 |
-113 |
| Jul09 |
081210 |
2278 |
2380 |
2275 |
2375 |
+121 |
165 |
9,785 |
-12 |
| Sep09 |
081210 |
2307 |
2366 |
2307 |
2366 |
+119 |
206 |
5,659 |
+167 |
| Dec09 |
081210 |
2252 |
2348 |
2251 |
2347 |
+118 |
104 |
8,445 |
+96 |
| Mar10 |
081210 |
2266 |
2337 |
2264 |
2337 |
+118 |
2 |
2,432 |
+0 |
| Total Volume and Open Interest |
9,209 |
112,742 |
+0 |
| Coffee "C"(ICE) |
| Dec08 |
081210 |
108.25 |
108.45 |
108.25 |
108.45 |
+0.40 |
6 |
70 |
+6 |
| Mar09 |
081210 |
109.85 |
111.70 |
109.20 |
111.05 |
+1.20 |
10,907 |
71,681 |
-988 |
| May09 |
081210 |
113.50 |
114.20 |
111.85 |
113.65 |
+1.20 |
1,357 |
26,075 |
+653 |
| Jul09 |
081210 |
114.75 |
116.00 |
114.45 |
116.00 |
+1.20 |
91 |
6,535 |
+26 |
| Sep09 |
081210 |
117.35 |
118.95 |
117.00 |
118.35 |
+1.10 |
92 |
5,073 |
+28 |
| Dec09 |
081210 |
120.90 |
122.20 |
120.00 |
121.70 |
+1.10 |
92 |
3,514 |
+28 |
| Total Volume and Open Interest |
13,936 |
114,902 |
+0 |
| Orange Juice(ICE) |
| Jan09 |
081210 |
76.00 |
78.50 |
74.60 |
76.45 |
+0.85 |
1,151 |
6,239 |
-991 |
| Mar09 |
081210 |
76.70 |
78.70 |
75.25 |
76.30 |
-0.05 |
1,145 |
18,465 |
+543 |
| May09 |
081210 |
80.40 |
80.80 |
79.80 |
80.05 |
-0.05 |
41 |
2,293 |
+24 |
| Jul09 |
081210 |
84.30 |
84.30 |
83.90 |
83.90 |
-0.10 |
8 |
878 |
+5 |
| Sep09 |
081210 |
88.30 |
88.30 |
88.00 |
88.00 |
unch |
0 |
205 |
+0 |
| Nov09 |
081210 |
92.30 |
92.30 |
92.30 |
92.30 |
+0.30 |
0 |
146 |
+0 |
| Total Volume and Open Interest |
1,310 |
28,950 |
+0 |
| Sugar #11(ICE) |
| Mar09 |
081210 |
11.18 |
11.86 |
11.07 |
11.62 |
+0.40 |
35,048 |
257,772 |
-4,953 |
| May09 |
081210 |
11.70 |
12.35 |
11.55 |
12.12 |
+0.48 |
8,197 |
107,791 |
+0 |
| Jul09 |
081210 |
11.95 |
12.63 |
11.82 |
12.39 |
+0.50 |
3,911 |
113,793 |
+137 |
| Oct09 |
081210 |
12.32 |
13.11 |
12.32 |
12.86 |
+0.48 |
1,289 |
69,778 |
-285 |
| Mar10 |
081210 |
12.97 |
13.74 |
12.97 |
13.50 |
+0.45 |
995 |
48,739 |
-39 |
| Total Volume and Open Interest |
59,576 |
657,226 |
+0 |
| Sugar #14(ICE) |
| Mar09 |
081210 |
19.99 |
19.99 |
19.97 |
19.97 |
-0.01 |
95 |
2,707 |
+5 |
| May09 |
081210 |
20.54 |
20.54 |
20.50 |
20.51 |
-0.01 |
4 |
2,072 |
-28 |
| Jul09 |
081210 |
20.60 |
20.75 |
20.55 |
20.60 |
+0.05 |
5 |
1,753 |
+0 |
| Sep09 |
081210 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
1 |
849 |
+3 |
| Total Volume and Open Interest |
101 |
7,401 |
-1,129 |
| London Cocoa(LCE) |
| Dec08 |
081210 |
1775 |
1825 |
1746 |
1825 |
+69 |
3,251 |
8,043 |
-2,065 |
| Mar09 |
081210 |
1565 |
1626 |
1552 |
1625 |
+69 |
7,734 |
63,447 |
-386 |
| May09 |
081210 |
1568 |
1620 |
1558 |
1620 |
+65 |
1,590 |
33,322 |
+839 |
| Jul09 |
081210 |
1579 |
1631 |
1569 |
1631 |
+65 |
1,042 |
31,990 |
+240 |
| Sep09 |
081210 |
1570 |
1621 |
1570 |
1621 |
+65 |
8 |
11,537 |
+0 |
| Dec09 |
081210 |
1548 |
1600 |
1532 |
1600 |
+61 |
100 |
9,051 |
+54 |
| Mar10 |
081210 |
1560 |
1595 |
1560 |
1595 |
+61 |
2 |
769 |
+0 |
| Total Volume and Open Interest |
13,488 |
159,489 |
+1,706 |
| London Coffee(LCE) |
| Jan09 |
081210 |
1900.00 |
1915.00 |
1871.00 |
1887.00 |
-13.00 |
1,657 |
62,131 |
-549 |
| Total Volume and Open Interest |
2,594 |
62,680 |
-155 |
| London Sugar(LCE) |
| Mar09 |
081210 |
305.70 |
320.00 |
305.00 |
318.70 |
+10.50 |
1,371 |
25,544 |
-918 |
| May09 |
081210 |
316.30 |
330.00 |
316.20 |
329.40 |
+10.20 |
436 |
10,334 |
-70 |
| Aug09 |
081210 |
329.40 |
338.60 |
329.40 |
338.40 |
+9.70 |
165 |
7,502 |
-107 |
| Oct09 |
081210 |
346.40 |
346.40 |
346.40 |
346.40 |
+9.50 |
106 |
3,249 |
+0 |
| Dec09 |
081210 |
354.20 |
354.20 |
354.20 |
354.20 |
+9.20 |
10 |
872 |
+0 |
| Total Volume and Open Interest |
4,634 |
48,912 |
+423 |
| Cotton(ICE) |
| Mar09 |
081210 |
43.40 |
44.99 |
43.30 |
43.67 |
+0.72 |
5,070 |
78,568 |
-1,503 |
| May09 |
081210 |
43.33 |
44.70 |
43.23 |
43.48 |
+0.70 |
1,055 |
18,058 |
+639 |
| Jul09 |
081210 |
44.00 |
45.25 |
43.88 |
43.98 |
+0.53 |
269 |
17,216 |
+120 |
| Oct09 |
081210 |
46.79 |
46.79 |
46.79 |
46.79 |
+0.58 |
0 |
240 |
+0 |
| Dec09 |
081210 |
48.45 |
49.45 |
47.89 |
47.89 |
+0.40 |
602 |
13,969 |
+28 |
| Mar10 |
081210 |
51.95 |
52.20 |
50.94 |
50.94 |
+0.35 |
0 |
149 |
+0 |
| Total Volume and Open Interest |
9,628 |
130,577 |
-156 |
| Lumber(CME) |
| Jan09 |
081210 |
173.8 |
173.8 |
166.6 |
167.9 |
-3.2 |
906 |
3,234 |
-62 |
| Mar09 |
081210 |
185.5 |
188.0 |
181.0 |
182.2 |
-4.6 |
606 |
3,511 |
+181 |
| May09 |
081210 |
197.2 |
199.0 |
192.8 |
195.7 |
-4.0 |
114 |
645 |
-4 |
| Jul09 |
081210 |
206.7 |
206.7 |
202.7 |
204.2 |
-3.8 |
47 |
347 |
+5 |
| Total Volume and Open Interest |
1,056 |
7,723 |
-225 |
| Crude Oil(NYM) |
| Jan09 |
081210 |
42.40 |
46.17 |
41.89 |
43.52 |
+1.45 |
240,867 |
206,125 |
-29,798 |
| Feb09 |
081210 |
44.85 |
48.40 |
44.28 |
46.02 |
+1.36 |
118,745 |
170,449 |
+12,553 |
| Mar09 |
081210 |
46.99 |
50.21 |
46.34 |
48.04 |
+1.18 |
46,862 |
87,446 |
-387 |
| Apr09 |
081210 |
49.11 |
51.42 |
47.98 |
49.56 |
+1.00 |
19,947 |
45,375 |
-1,143 |
| May09 |
081210 |
50.42 |
51.66 |
49.20 |
50.66 |
+0.76 |
9,780 |
30,015 |
-502 |
| Jun09 |
081210 |
51.60 |
53.16 |
50.07 |
51.52 |
+0.54 |
20,642 |
116,074 |
-1,907 |
| Jul09 |
081210 |
53.02 |
53.65 |
50.89 |
52.27 |
+0.38 |
5,531 |
26,777 |
+143 |
| Aug09 |
081210 |
53.67 |
53.86 |
51.85 |
52.96 |
+0.24 |
2,173 |
25,986 |
-150 |
| Sep09 |
081210 |
54.00 |
54.45 |
52.25 |
53.65 |
+0.11 |
1,571 |
20,882 |
+209 |
| Oct09 |
081210 |
54.96 |
54.96 |
54.26 |
54.31 |
-0.02 |
1,323 |
17,988 |
+122 |
| Nov09 |
081210 |
55.57 |
55.57 |
54.96 |
54.96 |
-0.15 |
870 |
16,228 |
+6 |
| Dec09 |
081210 |
56.57 |
57.00 |
54.05 |
55.60 |
-0.28 |
20,881 |
99,347 |
-3,390 |
| Jan10 |
081210 |
57.10 |
57.10 |
56.21 |
56.21 |
-0.38 |
1,490 |
17,906 |
-139 |
| Feb10 |
081210 |
57.71 |
57.97 |
56.09 |
56.82 |
-0.47 |
399 |
9,605 |
-102 |
| Mar10 |
081210 |
58.40 |
58.69 |
57.43 |
57.43 |
-0.56 |
229 |
12,315 |
+60 |
| Apr10 |
081210 |
59.34 |
59.34 |
58.01 |
58.01 |
-0.63 |
1 |
3,310 |
+0 |
| Total Volume and Open Interest |
637,840 |
1,191,371 |
-3,162 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081210 |
42.400 |
46.150 |
41.850 |
43.525 |
+1.450 |
10,093 |
7,462 |
-189 |
| Feb09 |
081210 |
45.025 |
48.350 |
44.300 |
46.025 |
+1.375 |
496 |
723 |
+19 |
| Mar09 |
081210 |
47.500 |
50.100 |
46.400 |
48.050 |
+1.200 |
45 |
501 |
+2 |
| Apr09 |
081210 |
49.550 |
49.550 |
49.550 |
49.550 |
+1.000 |
5 |
113 |
-3 |
| May09 |
081210 |
50.650 |
50.650 |
50.650 |
50.650 |
+0.750 |
5 |
32 |
+1 |
| Jun09 |
081210 |
52.650 |
52.650 |
51.525 |
51.525 |
+0.550 |
1 |
12 |
+1 |
| Jul09 |
081210 |
52.275 |
52.275 |
52.275 |
52.275 |
+0.375 |
0 |
1 |
+0 |
| Aug09 |
081210 |
52.950 |
52.950 |
52.950 |
52.950 |
+0.225 |
0 |
1 |
+0 |
| Sep09 |
081210 |
53.650 |
53.650 |
53.650 |
53.650 |
+0.100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,394 |
9,089 |
-643 |
| Heating Oil(NYM) |
| Jan09 |
081210 |
144.34 |
149.53 |
138.45 |
140.27 |
-3.42 |
38,584 |
44,358 |
-6,677 |
| Feb09 |
081210 |
148.70 |
152.30 |
142.00 |
143.57 |
-3.22 |
15,215 |
35,288 |
+3,828 |
| Mar09 |
081210 |
152.38 |
155.49 |
145.40 |
147.12 |
-3.07 |
10,046 |
27,101 |
+1,411 |
| Apr09 |
081210 |
156.07 |
156.95 |
148.14 |
149.42 |
-2.97 |
4,295 |
14,703 |
+529 |
| May09 |
081210 |
158.93 |
158.98 |
150.50 |
151.77 |
-2.82 |
1,821 |
13,204 |
-235 |
| Jun09 |
081210 |
159.16 |
161.02 |
152.57 |
154.12 |
-2.62 |
2,736 |
20,522 |
-285 |
| Jul09 |
081210 |
162.90 |
163.35 |
155.00 |
156.57 |
-2.47 |
568 |
8,734 |
+135 |
| Aug09 |
081210 |
165.00 |
165.00 |
158.02 |
159.07 |
-2.32 |
565 |
4,087 |
-62 |
| Sep09 |
081210 |
167.10 |
168.30 |
160.73 |
161.87 |
-2.57 |
1,554 |
7,653 |
-358 |
| Oct09 |
081210 |
170.10 |
170.50 |
164.50 |
164.67 |
-2.87 |
492 |
3,041 |
+61 |
| Nov09 |
081210 |
174.65 |
174.65 |
167.47 |
167.47 |
-3.17 |
446 |
2,186 |
+33 |
| Dec09 |
081210 |
177.38 |
177.38 |
168.75 |
169.87 |
-3.47 |
2,578 |
12,677 |
+642 |
| Total Volume and Open Interest |
71,037 |
221,805 |
+1,905 |
| Gasoline(NYMEX) |
| Jan09 |
081210 |
94.35 |
101.27 |
91.45 |
96.87 |
+3.23 |
37,817 |
66,404 |
-7,495 |
| Feb09 |
081210 |
100.00 |
106.08 |
96.40 |
102.12 |
+3.13 |
21,290 |
36,837 |
+7,005 |
| Mar09 |
081210 |
105.30 |
110.87 |
101.39 |
107.12 |
+3.28 |
8,102 |
19,913 |
+1,280 |
| Apr09 |
081210 |
122.65 |
125.63 |
116.78 |
122.32 |
+2.83 |
3,118 |
15,486 |
+820 |
| May09 |
081210 |
124.55 |
127.90 |
120.11 |
124.82 |
+2.63 |
2,111 |
8,775 |
-40 |
| Jun09 |
081210 |
128.47 |
128.70 |
122.20 |
127.02 |
+2.33 |
1,466 |
8,547 |
+74 |
| Jul09 |
081210 |
129.69 |
129.69 |
124.50 |
128.47 |
+1.93 |
1,684 |
6,906 |
-83 |
| Aug09 |
081210 |
130.25 |
131.70 |
125.75 |
129.47 |
+1.53 |
1,519 |
4,308 |
+377 |
| Sep09 |
081210 |
127.01 |
131.90 |
127.01 |
130.12 |
+1.28 |
584 |
3,268 |
+157 |
| Oct09 |
081210 |
120.85 |
123.04 |
120.85 |
121.12 |
+1.08 |
226 |
3,341 |
+27 |
| Total Volume and Open Interest |
78,237 |
188,977 |
+2,232 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081210 |
96.87 |
96.87 |
96.87 |
96.87 |
+3.23 |
0 |
3 |
+0 |
| Feb09 |
081210 |
102.12 |
102.12 |
102.12 |
102.12 |
+3.13 |
|
|
|
| Mar09 |
081210 |
107.12 |
107.12 |
107.12 |
107.12 |
+3.28 |
|
|
|
| Apr09 |
081210 |
122.32 |
122.32 |
122.32 |
122.32 |
+2.83 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081210 |
5.667 |
5.792 |
5.565 |
5.686 |
+0.107 |
68,839 |
96,257 |
-9,950 |
| Feb09 |
081210 |
5.720 |
5.840 |
5.622 |
5.746 |
+0.114 |
21,456 |
50,054 |
+1,226 |
| Mar09 |
081210 |
5.690 |
5.859 |
5.649 |
5.794 |
+0.129 |
30,624 |
92,483 |
+8,965 |
| Apr09 |
081210 |
5.864 |
5.904 |
5.710 |
5.844 |
+0.113 |
11,942 |
62,172 |
+2,321 |
| May09 |
081210 |
5.950 |
5.975 |
5.799 |
5.929 |
+0.113 |
3,707 |
35,218 |
+361 |
| Jun09 |
081210 |
6.053 |
6.091 |
5.911 |
6.041 |
+0.115 |
2,052 |
24,324 |
-12 |
| Jul09 |
081210 |
6.060 |
6.215 |
6.030 |
6.168 |
+0.117 |
3,268 |
23,002 |
+1,263 |
| Aug09 |
081210 |
6.176 |
6.276 |
6.133 |
6.276 |
+0.115 |
581 |
20,692 |
+149 |
| Sep09 |
081210 |
6.236 |
6.366 |
6.190 |
6.329 |
+0.113 |
468 |
16,862 |
+10 |
| Oct09 |
081210 |
6.350 |
6.490 |
6.310 |
6.444 |
+0.113 |
2,689 |
33,807 |
-22 |
| Nov09 |
081210 |
6.800 |
6.902 |
6.769 |
6.889 |
+0.113 |
1,056 |
16,878 |
+90 |
| Dec09 |
081210 |
7.291 |
7.370 |
7.230 |
7.354 |
+0.113 |
1,133 |
27,092 |
+57 |
| Jan10 |
081210 |
7.555 |
7.639 |
7.490 |
7.619 |
+0.113 |
1,578 |
20,589 |
+43 |
| Feb10 |
081210 |
7.520 |
7.660 |
7.510 |
7.631 |
+0.115 |
108 |
8,330 |
-6 |
| Mar10 |
081210 |
7.400 |
7.464 |
7.367 |
7.464 |
+0.118 |
233 |
17,941 |
-9 |
| Apr10 |
081210 |
6.860 |
6.979 |
6.860 |
6.979 |
+0.118 |
304 |
15,361 |
+95 |
| Total Volume and Open Interest |
154,405 |
711,659 |
+2,951 |
| Brent Crude Oil(ICE) |
| Jan09 |
081210 |
42.44 |
45.27 |
40.92 |
42.40 |
+0.87 |
78,694 |
54,025 |
-5,355 |
| Feb09 |
081210 |
44.90 |
47.68 |
43.56 |
45.04 |
+0.99 |
83,713 |
142,324 |
-5,927 |
| Mar09 |
081210 |
47.35 |
49.78 |
45.87 |
47.32 |
+0.88 |
54,237 |
80,025 |
+1,630 |
| Apr09 |
081210 |
49.23 |
51.42 |
47.73 |
49.11 |
+0.69 |
21,567 |
32,676 |
+5,129 |
| May09 |
081210 |
50.85 |
52.72 |
49.23 |
50.51 |
+0.48 |
11,380 |
18,077 |
+162 |
| Jun09 |
081210 |
51.70 |
53.77 |
50.42 |
51.63 |
+0.30 |
12,363 |
38,448 |
-690 |
| Jul09 |
081210 |
53.02 |
54.41 |
51.48 |
52.62 |
+0.18 |
4,499 |
15,425 |
+472 |
| Aug09 |
081210 |
54.12 |
55.03 |
52.40 |
53.52 |
+0.05 |
2,108 |
11,303 |
-913 |
| Sep09 |
081210 |
55.02 |
55.82 |
53.25 |
54.39 |
-0.06 |
1,855 |
14,127 |
-252 |
| Oct09 |
081210 |
54.20 |
55.13 |
54.20 |
55.13 |
-0.18 |
1,271 |
8,348 |
-138 |
| Nov09 |
081210 |
55.86 |
55.86 |
55.86 |
55.86 |
-0.25 |
0 |
10,745 |
-32 |
| Dec09 |
081210 |
57.26 |
58.17 |
55.13 |
56.56 |
-0.32 |
11,150 |
52,432 |
-1,340 |
| Jan10 |
081210 |
57.30 |
57.30 |
57.30 |
57.30 |
-0.41 |
0 |
9,806 |
+31 |
| Feb10 |
081210 |
58.00 |
58.00 |
58.00 |
58.00 |
-0.54 |
0 |
5,931 |
+491 |
| Total Volume and Open Interest |
284,683 |
604,291 |
+16,222 |
| Gas Oil(ICE) |
| Dec08 |
081210 |
442.75 |
453.50 |
423.50 |
429.25 |
-12.00 |
20,472 |
30,160 |
-2,317 |
| Jan09 |
081210 |
452.75 |
466.25 |
436.25 |
440.25 |
-12.50 |
44,323 |
77,956 |
-680 |
| Feb09 |
081210 |
466.50 |
477.75 |
449.25 |
452.50 |
-13.50 |
16,704 |
44,812 |
+4,702 |
| Mar09 |
081210 |
478.50 |
489.00 |
461.50 |
464.25 |
-14.00 |
5,593 |
20,080 |
+1,218 |
| Apr09 |
081210 |
485.25 |
497.00 |
471.50 |
474.00 |
-14.50 |
2,604 |
19,435 |
+1,386 |
| May09 |
081210 |
495.75 |
506.75 |
481.50 |
484.00 |
-15.25 |
2,328 |
18,629 |
+354 |
| Jun09 |
081210 |
506.25 |
518.50 |
491.00 |
493.75 |
-15.75 |
3,590 |
36,341 |
+262 |
| Jul09 |
081210 |
515.00 |
530.25 |
503.75 |
505.00 |
-15.75 |
1,020 |
11,414 |
+215 |
| Aug09 |
081210 |
527.75 |
540.25 |
514.00 |
515.00 |
-16.00 |
1,320 |
10,976 |
+443 |
| Sep09 |
081210 |
537.75 |
545.25 |
523.75 |
523.75 |
-16.75 |
1,135 |
9,736 |
-156 |
| Total Volume and Open Interest |
106,392 |
382,505 |
+7,330 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081210 |
1.456 |
1.485 |
1.456 |
1.482 |
+0.026 |
38 |
422 |
-14 |
| Feb09 |
081210 |
1.460 |
1.480 |
1.460 |
1.480 |
+0.030 |
2 |
220 |
+0 |
| Mar09 |
081210 |
1.480 |
1.495 |
1.480 |
1.495 |
+0.027 |
5 |
303 |
+0 |
| Apr09 |
081210 |
1.535 |
1.535 |
1.500 |
1.517 |
+0.047 |
3 |
331 |
+0 |
| May09 |
081210 |
1.530 |
1.535 |
1.530 |
1.532 |
+0.042 |
20 |
204 |
+10 |
| Jun09 |
081210 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.031 |
1 |
191 |
+0 |
| Jul09 |
081210 |
1.570 |
1.570 |
1.570 |
1.570 |
+0.050 |
2 |
199 |
+0 |
| Total Volume and Open Interest |
86 |
2,949 |
-14 |
| US Dollar Index(ICE) |
| Dec08 |
081210 |
85.925 |
86.010 |
85.220 |
85.550 |
-0.325 |
4,076 |
34,685 |
-610 |
| Mar09 |
081210 |
86.755 |
87.020 |
86.115 |
86.285 |
-0.520 |
1,527 |
4,638 |
+1,042 |
| Jun09 |
081210 |
86.860 |
86.860 |
86.775 |
86.775 |
-0.475 |
51 |
2,179 |
+50 |
| Total Volume and Open Interest |
15,901 |
41,020 |
+0 |
| Australian Dollar(CME) |
| Dec08 |
081210 |
65.79 |
66.40 |
65.17 |
65.43 |
-0.46 |
8 |
55,685 |
-5,715 |
| Mar09 |
081210 |
65.41 |
65.98 |
64.76 |
65.04 |
-0.47 |
9 |
12,146 |
+3,278 |
| Jun09 |
081210 |
64.82 |
65.29 |
64.82 |
64.82 |
-0.47 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
31,869 |
70,498 |
+1,903 |
| British Pound(CME) |
| Dec08 |
081210 |
147.58 |
148.86 |
147.36 |
147.74 |
+0.19 |
436 |
84,658 |
-10,360 |
| Mar09 |
081210 |
147.48 |
148.68 |
147.24 |
147.56 |
+0.14 |
435 |
35,990 |
+17,912 |
| Jun09 |
081210 |
147.93 |
148.45 |
147.53 |
147.65 |
+0.12 |
0 |
1,180 |
+2 |
| Total Volume and Open Interest |
71,243 |
114,296 |
+197 |
| Canadian Dollar(CME) |
| Dec08 |
081210 |
79.40 |
80.09 |
78.94 |
79.27 |
+0.15 |
349 |
68,157 |
-3,888 |
| Mar09 |
081210 |
79.46 |
80.14 |
79.00 |
79.30 |
+0.11 |
478 |
14,402 |
+4,572 |
| Jun09 |
081210 |
79.69 |
80.00 |
79.27 |
79.43 |
+0.13 |
1 |
1,599 |
+39 |
| Sep09 |
081210 |
79.90 |
80.01 |
79.46 |
79.62 |
+0.10 |
0 |
1,343 |
+4 |
| Total Volume and Open Interest |
38,101 |
85,457 |
-4,874 |
| Japanese Yen(CME) |
| Dec08 |
081210 |
108.39 |
108.64 |
107.49 |
107.97 |
-0.67 |
553 |
105,047 |
-16,106 |
| Mar09 |
081210 |
108.65 |
108.95 |
107.81 |
108.29 |
-0.66 |
556 |
56,760 |
+20,253 |
| Jun09 |
081210 |
108.62 |
109.29 |
108.49 |
108.62 |
-0.67 |
0 |
3,662 |
-1 |
| Total Volume and Open Interest |
137,094 |
161,344 |
+29,677 |
| Swiss Franc(CME) |
| Dec08 |
081210 |
83.00 |
83.86 |
82.76 |
83.51 |
+0.55 |
120 |
26,279 |
-5,307 |
| Mar09 |
081210 |
83.34 |
84.19 |
83.10 |
83.86 |
+0.55 |
120 |
11,800 |
+4,889 |
| Jun09 |
081210 |
84.05 |
84.45 |
83.66 |
84.27 |
+0.61 |
0 |
299 |
+0 |
| Total Volume and Open Interest |
40,272 |
38,806 |
-2,796 |
| EuroFX(CME) |
| Dec08 |
081210 |
129.23 |
130.70 |
128.99 |
130.10 |
+0.92 |
527 |
118,368 |
-12,669 |
| Mar09 |
081210 |
128.91 |
130.41 |
128.68 |
129.80 |
+0.92 |
557 |
59,098 |
+14,852 |
| Jun09 |
081210 |
128.72 |
130.00 |
128.72 |
129.66 |
+0.88 |
0 |
566 |
+24 |
| Total Volume and Open Interest |
175,682 |
176,905 |
+9,336 |
| Mexican Peso(CME) |
| Dec08 |
081210 |
737.2 |
747.0 |
734.0 |
743.5 |
+7.8 |
45 |
35,145 |
-818 |
| Jan09 |
081210 |
737.2 |
737.2 |
730.5 |
737.2 |
+6.8 |
|
|
|
| Total Volume and Open Interest |
12,031 |
42,766 |
+1,804 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081210 |
135~200 |
135~200 |
134~005 |
135~010 |
-0~180 |
7,680 |
18,276 |
-3,639 |
| Mar09 |
081210 |
134~175 |
134~175 |
132~235 |
133~255 |
-0~180 |
147,880 |
741,308 |
-849 |
| Jun09 |
081210 |
132~290 |
133~060 |
132~030 |
132~200 |
-0~180 |
57 |
307 |
+12 |
| Total Volume and Open Interest |
188,764 |
764,387 |
+11,672 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081210 |
126~045 |
126~090 |
125~000 |
125~215 |
-0~075 |
9,115 |
62,838 |
-736 |
| Mar09 |
081210 |
123~150 |
123~170 |
122~025 |
122~255 |
-0~175 |
364,428 |
1,032,354 |
+3,490 |
| Jun09 |
081210 |
121~195 |
122~065 |
121~195 |
121~195 |
-0~190 |
|
|
|
| Total Volume and Open Interest |
389,612 |
1,092,438 |
+3,814 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081210 |
120~114 |
121~021 |
120~058 |
121~005 |
+0~012 |
8,779 |
0 |
+0 |
| Mar09 |
081210 |
118~015 |
118~019 |
117~046 |
117~118 |
-0~012 |
213,931 |
0 |
+0 |
| Jun09 |
081210 |
117~087 |
117~100 |
117~087 |
117~087 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
236,342 |
1,068,271 |
+14,678 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081210 |
109~040 |
109~066 |
109~034 |
109~051 |
-0~001 |
252 |
15,704 |
-2,031 |
| Mar09 |
081210 |
108~038 |
108~038 |
108~005 |
108~019 |
-0~013 |
869 |
457,428 |
-2,295 |
| Jun09 |
081210 |
108~019 |
108~033 |
108~019 |
108~019 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
106,035 |
477,458 |
-954 |
| Eurodollars(CME) |
| Dec08 |
081210 |
98.010 |
98.105 |
97.985 |
98.052 |
+0.052 |
17,582 |
1,532,734 |
-14,300 |
| Mar09 |
081210 |
98.275 |
98.405 |
98.245 |
98.360 |
+0.085 |
13,708 |
1,298,243 |
+7,498 |
| Jun09 |
081210 |
98.250 |
98.370 |
98.215 |
98.340 |
+0.080 |
8,539 |
984,423 |
+25,064 |
| Sep09 |
081210 |
98.170 |
98.290 |
98.110 |
98.250 |
+0.080 |
6,031 |
850,381 |
-2,076 |
| Dec09 |
081210 |
98.020 |
98.120 |
97.940 |
98.095 |
+0.085 |
5,415 |
775,644 |
+2,996 |
| Mar10 |
081210 |
97.965 |
98.060 |
97.865 |
98.020 |
+0.075 |
2,860 |
607,882 |
+16,174 |
| Jun10 |
081210 |
97.840 |
97.925 |
97.715 |
97.865 |
+0.060 |
2,212 |
361,314 |
-2,230 |
| Sep10 |
081210 |
97.685 |
97.790 |
97.560 |
97.715 |
+0.055 |
1,876 |
334,314 |
+506 |
| Dec10 |
081210 |
97.455 |
97.590 |
97.340 |
97.515 |
+0.060 |
5,722 |
272,794 |
+7,106 |
| Mar11 |
081210 |
97.300 |
97.460 |
97.195 |
97.385 |
+0.070 |
4,263 |
187,306 |
-897 |
| Jun11 |
081210 |
97.110 |
97.255 |
96.995 |
97.190 |
+0.065 |
3,554 |
192,356 |
-2,630 |
| Sep11 |
081210 |
96.960 |
97.105 |
96.840 |
97.035 |
+0.055 |
4,551 |
127,942 |
-1,300 |
| Dec11 |
081210 |
96.840 |
96.980 |
96.715 |
96.910 |
+0.045 |
1,358 |
95,810 |
+704 |
| Mar12 |
081210 |
96.870 |
96.980 |
96.720 |
96.910 |
+0.035 |
1,394 |
91,507 |
+584 |
| Jun12 |
081210 |
96.855 |
96.935 |
96.680 |
96.865 |
+0.030 |
721 |
64,931 |
-608 |
| Sep12 |
081210 |
96.800 |
96.900 |
96.640 |
96.825 |
+0.025 |
566 |
59,550 |
+923 |
| Dec12 |
081210 |
96.615 |
96.820 |
96.565 |
96.745 |
+0.020 |
2,535 |
49,603 |
+506 |
| Mar13 |
081210 |
96.590 |
96.820 |
96.570 |
96.745 |
+0.015 |
174 |
50,558 |
+502 |
| Total Volume and Open Interest |
1,376,062 |
8,103,028 |
-55,564 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081210 |
99.753 |
99.800 |
99.753 |
99.790 |
+0.003 |
40 |
68,777 |
-762 |
| Jan09 |
081210 |
99.750 |
99.765 |
99.730 |
99.735 |
-0.010 |
1,150 |
61,625 |
-102 |
| Feb09 |
081210 |
99.730 |
99.740 |
99.700 |
99.720 |
unch |
100 |
64,654 |
-1,448 |
| Mar09 |
081210 |
99.675 |
99.695 |
99.650 |
99.675 |
unch |
176 |
39,826 |
-794 |
| Apr09 |
081210 |
99.605 |
99.630 |
99.590 |
99.620 |
+0.005 |
1 |
39,048 |
-1,039 |
| May09 |
081210 |
99.540 |
99.565 |
99.530 |
99.550 |
unch |
0 |
41,843 |
-712 |
| Total Volume and Open Interest |
26,882 |
404,914 |
+1,159 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081210 |
99.753 |
99.800 |
99.753 |
99.790 |
+0.003 |
2,772 |
68,777 |
-762 |
| Jan09 |
081210 |
99.750 |
99.765 |
99.730 |
99.735 |
-0.010 |
2,403 |
61,625 |
-102 |
| Feb09 |
081210 |
99.730 |
99.740 |
99.700 |
99.720 |
unch |
5,893 |
64,654 |
-1,448 |
| Mar09 |
081210 |
99.675 |
99.695 |
99.650 |
99.675 |
unch |
5,425 |
39,826 |
-794 |
| Apr09 |
081210 |
99.605 |
99.630 |
99.590 |
99.620 |
+0.005 |
4,669 |
39,048 |
-1,039 |
| May09 |
081210 |
99.540 |
99.565 |
99.530 |
99.550 |
unch |
5,306 |
41,843 |
-712 |
| Total Volume and Open Interest |
29,037 |
399,877 |
-4,625 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081210 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
577 |
4,672 |
+577 |
| Mar09 |
081210 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.01 |
452 |
5,426 |
+352 |
| Jun09 |
081210 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
1,279 |
-4 |
| Sep09 |
081210 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.02 |
0 |
480 |
+0 |
| Dec09 |
081210 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
0 |
100 |
+0 |
| Mar10 |
081210 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
|
|
|
| Jun10 |
081210 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.02 |
|
|
|
| Sep10 |
081210 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.02 |
|
|
|
| Dec10 |
081210 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Mar11 |
081210 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,029 |
11,957 |
+925 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081210 |
99.21 |
99.24 |
99.21 |
99.24 |
-0.01 |
335 |
13,011 |
+43 |
| Jun09 |
081210 |
99.28 |
99.28 |
99.26 |
99.26 |
0.00 |
80 |
7,511 |
+35 |
| Sep09 |
081210 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
20 |
3,161 |
-13 |
| Dec09 |
081210 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
1,202 |
+0 |
| Mar10 |
081210 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
880 |
+0 |
| Jun10 |
081210 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.00 |
0 |
513 |
+0 |
| Sep10 |
081210 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.01 |
0 |
252 |
+0 |
| Dec10 |
081210 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.00 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
1,810 |
49,155 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081209 |
139.56 |
139.59 |
139.15 |
139.41 |
+0.02 |
5,115 |
2,557 |
+1,051 |
| Jun09 |
081210 |
138.44 |
138.44 |
138.44 |
138.44 |
-0.97 |
|
|
|
| Sep09 |
081210 |
138.44 |
138.44 |
138.44 |
138.44 |
-0.97 |
|
|
|
| Total Volume and Open Interest |
15,757 |
17,937 |
+3,568 |
| Euro-Bund(EUREX) |
| Dec08 |
081203 |
123.45 |
124.49 |
123.15 |
123.93 |
+0.46 |
613,504 |
795,598 |
-71,950 |
| Mar09 |
081209 |
123.12 |
123.45 |
121.96 |
122.17 |
-2.23 |
193,265 |
271,893 |
+90,635 |
| Jun09 |
081209 |
122.29 |
122.38 |
121.21 |
121.24 |
-2.41 |
91 |
6 |
+1 |
| Total Volume and Open Interest |
985,611 |
994,356 |
+17,495 |
| Euro-Bobl(EUREX) |
| Dec08 |
081208 |
114.59 |
114.60 |
113.94 |
114.04 |
-0.84 |
816,737 |
246,963 |
-190,845 |
| Mar09 |
081210 |
114.06 |
114.36 |
113.86 |
114.19 |
+0.27 |
367,930 |
797,228 |
-16,225 |
| Jun09 |
081210 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
388,802 |
797,228 |
-59,501 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
| Mar09 |
081209 |
97.260 |
97.280 |
97.170 |
97.215 |
-0.235 |
1,071 |
5,221 |
-630 |
| Jun09 |
081209 |
97.435 |
97.440 |
97.375 |
97.390 |
-0.325 |
40 |
3,126 |
-23 |
| Total Volume and Open Interest |
2,551 |
39,750 |
-1,726 |
| Long Gilt(LIFFE) |
| Dec08 |
081210 |
119~13 |
119~17 |
118~31 |
119~09 |
+0~04 |
713 |
42,729 |
-623 |
| Mar09 |
081210 |
118~18 |
118~22 |
117~30 |
118~14 |
+0~04 |
71,875 |
320,100 |
+5,981 |
| Total Volume and Open Interest |
62,317 |
357,471 |
-1,912 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081210 |
96.89 |
96.99 |
96.89 |
96.96 |
+0.06 |
28,201 |
429,244 |
+1,529 |
| Mar09 |
081210 |
97.69 |
97.82 |
97.67 |
97.81 |
+0.12 |
36,754 |
421,958 |
-4,889 |
| Jun09 |
081210 |
97.82 |
97.98 |
97.82 |
97.96 |
+0.13 |
36,613 |
290,917 |
+2,397 |
| Sep09 |
081210 |
97.73 |
97.85 |
97.71 |
97.83 |
+0.10 |
27,905 |
222,603 |
-1,946 |
| Dec09 |
081210 |
97.44 |
97.53 |
97.43 |
97.51 |
+0.07 |
30,298 |
258,543 |
+1,371 |
| Mar10 |
081210 |
97.26 |
97.30 |
97.19 |
97.29 |
+0.07 |
23,339 |
157,244 |
+2,488 |
| Total Volume and Open Interest |
225,257 |
2,038,982 |
+8,841 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081210 |
96.675 |
96.745 |
96.670 |
96.725 |
+0.055 |
116,949 |
715,032 |
-22,271 |
| Mar09 |
081210 |
97.215 |
97.310 |
97.210 |
97.295 |
+0.080 |
128,411 |
628,016 |
+35,090 |
| Jun09 |
081210 |
97.385 |
97.490 |
97.375 |
97.475 |
+0.085 |
99,831 |
520,263 |
+13,215 |
| Total Volume and Open Interest |
706,169 |
3,498,862 |
+13,790 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081210 |
95.34 |
95.54 |
95.33 |
95.50 |
+0.14 |
16,544 |
63,145 |
-25,859 |
| Mar09 |
081210 |
96.78 |
96.89 |
96.77 |
96.81 |
+0.03 |
16,986 |
233,364 |
-2 |
| Jun09 |
081210 |
96.94 |
97.03 |
96.9 | |