|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 12, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081212 |
851.50 |
864.00 |
828.00 |
854.00 |
-2.50 |
87,263 |
95,324 |
+0 |
| Mar09 |
081212 |
855.50 |
866.75 |
830.00 |
856.25 |
-4.25 |
37,328 |
112,033 |
+0 |
| May09 |
081212 |
862.00 |
875.25 |
839.00 |
865.75 |
-4.25 |
5,152 |
26,065 |
+0 |
| Jul09 |
081212 |
877.25 |
885.00 |
848.25 |
874.75 |
-4.50 |
3,791 |
32,531 |
+0 |
| Aug09 |
081212 |
858.50 |
883.25 |
858.50 |
877.00 |
-4.50 |
44 |
1,593 |
+0 |
| Sep09 |
081212 |
865.50 |
886.00 |
856.00 |
876.00 |
-5.50 |
62 |
839 |
+0 |
| Nov09 |
081212 |
871.25 |
883.25 |
847.00 |
874.00 |
-4.25 |
2,188 |
42,576 |
+0 |
| Total Volume and Open Interest |
135,855 |
316,054 |
+830 |
| Soybean Meal(CBOT) |
| Dec08 |
081212 |
257.80 |
262.50 |
256.00 |
258.50 |
-2.30 |
1,433 |
670 |
+0 |
| Jan09 |
081212 |
254.40 |
259.90 |
249.50 |
257.70 |
+1.40 |
24,985 |
34,096 |
+0 |
| Mar09 |
081212 |
254.20 |
259.30 |
248.80 |
257.00 |
+1.20 |
8,779 |
39,368 |
+0 |
| May09 |
081212 |
254.90 |
261.50 |
251.20 |
259.50 |
+1.20 |
2,576 |
15,324 |
+0 |
| Jul09 |
081212 |
257.40 |
264.20 |
254.00 |
262.20 |
+1.00 |
1,371 |
17,756 |
+0 |
| Aug09 |
081212 |
257.00 |
265.00 |
257.00 |
263.40 |
+1.00 |
26 |
4,559 |
+0 |
| Sep09 |
081212 |
257.00 |
265.00 |
257.00 |
263.50 |
+0.90 |
16 |
3,479 |
+0 |
| Oct09 |
081212 |
258.90 |
258.90 |
258.80 |
258.90 |
+0.10 |
8 |
2,005 |
+0 |
| Total Volume and Open Interest |
39,331 |
127,981 |
+261 |
| Soybean Oil(CBOT) |
| Dec08 |
081212 |
30.04 |
31.46 |
30.00 |
31.10 |
-0.36 |
986 |
1,599 |
+0 |
| Jan09 |
081212 |
31.60 |
31.67 |
30.15 |
30.92 |
-0.80 |
47,660 |
71,500 |
+0 |
| Mar09 |
081212 |
32.08 |
32.08 |
30.50 |
31.28 |
-0.81 |
25,463 |
61,411 |
+0 |
| May09 |
081212 |
32.40 |
32.40 |
30.88 |
31.64 |
-0.83 |
4,136 |
19,553 |
+0 |
| Jul09 |
081212 |
32.80 |
32.80 |
31.28 |
31.98 |
-0.84 |
2,060 |
23,996 |
+0 |
| Aug09 |
081212 |
33.00 |
33.00 |
31.53 |
32.16 |
-0.84 |
79 |
4,497 |
+0 |
| Sep09 |
081212 |
32.17 |
32.85 |
31.75 |
32.34 |
-0.84 |
9 |
4,436 |
+0 |
| Oct09 |
081212 |
32.51 |
32.76 |
31.93 |
32.48 |
-0.84 |
7 |
3,770 |
+0 |
| Total Volume and Open Interest |
80,595 |
217,388 |
-1,673 |
| Canola(WCE) |
| Jan09 |
081212 |
385.0 |
391.6 |
375.0 |
386.7 |
-3.7 |
4,089 |
26,474 |
+0 |
| Mar09 |
081212 |
393.1 |
398.4 |
381.7 |
393.2 |
-4.1 |
6,340 |
44,803 |
+0 |
| May09 |
081212 |
397.4 |
403.3 |
396.6 |
402.1 |
-4.1 |
123 |
5,026 |
+0 |
| Jul09 |
081212 |
403.4 |
413.0 |
401.2 |
410.7 |
-4.1 |
505 |
5,726 |
+0 |
| Nov09 |
081212 |
411.9 |
427.0 |
411.9 |
422.0 |
-7.8 |
234 |
6,349 |
+0 |
| Total Volume and Open Interest |
11,291 |
88,428 |
-500 |
| Corn(CBOT) |
| Dec08 |
081212 |
335.75 |
365.00 |
325.00 |
359.50 |
+21.50 |
7,112 |
2,952 |
+0 |
| Mar09 |
081212 |
349.00 |
379.50 |
337.00 |
373.50 |
+22.00 |
98,825 |
384,191 |
+0 |
| May09 |
081212 |
360.00 |
390.50 |
348.00 |
384.75 |
+22.25 |
12,984 |
109,350 |
+0 |
| Jul09 |
081212 |
371.00 |
401.00 |
357.75 |
395.25 |
+22.50 |
10,645 |
118,642 |
+0 |
| Sep09 |
081212 |
380.00 |
410.75 |
371.75 |
405.75 |
+22.75 |
593 |
25,998 |
+0 |
| Dec09 |
081212 |
394.75 |
425.75 |
381.25 |
420.00 |
+23.50 |
6,597 |
140,899 |
+0 |
| Total Volume and Open Interest |
137,130 |
826,161 |
+3,004 |
| Wheat(CBOT) |
| Dec08 |
081212 |
492.00 |
508.00 |
476.00 |
506.75 |
+15.50 |
916 |
987 |
+0 |
| Mar09 |
081212 |
507.50 |
532.50 |
489.00 |
513.00 |
+5.50 |
35,223 |
134,549 |
+0 |
| May09 |
081212 |
518.00 |
545.00 |
502.25 |
526.00 |
+5.25 |
4,969 |
25,058 |
+0 |
| Jul09 |
081212 |
532.50 |
557.00 |
515.00 |
538.75 |
+5.25 |
5,589 |
48,893 |
+0 |
| Sep09 |
081212 |
545.00 |
578.25 |
539.75 |
560.25 |
+4.75 |
1,021 |
17,122 |
+0 |
| Total Volume and Open Interest |
49,919 |
252,986 |
+868 |
| Wheat(KCBT) |
| Dec08 |
081212 |
510.00 |
530.25 |
510.00 |
530.25 |
+8.75 |
21 |
32 |
+0 |
| Mar09 |
081212 |
533.25 |
557.25 |
518.50 |
538.25 |
+4.25 |
7,318 |
41,205 |
+0 |
| May09 |
081212 |
531.75 |
565.75 |
529.50 |
548.50 |
+4.75 |
1,039 |
8,324 |
+0 |
| Jul09 |
081212 |
550.50 |
575.50 |
536.75 |
558.25 |
+4.50 |
2,063 |
17,599 |
+0 |
| Sep09 |
081212 |
549.50 |
584.00 |
549.25 |
568.75 |
+4.00 |
276 |
3,200 |
+0 |
| Total Volume and Open Interest |
12,466 |
78,306 |
+554 |
| Wheat(MGE) |
| Dec08 |
081212 |
604.50 |
604.50 |
604.00 |
604.00 |
-20.50 |
19 |
148 |
+0 |
| Mar09 |
081212 |
588.50 |
608.50 |
578.00 |
590.00 |
+1.25 |
4,116 |
13,342 |
+0 |
| May09 |
081212 |
582.50 |
605.00 |
573.00 |
586.75 |
+0.75 |
3,096 |
8,181 |
+0 |
| Jul09 |
081212 |
586.00 |
608.75 |
575.25 |
593.00 |
+5.50 |
688 |
2,727 |
+0 |
| Sep09 |
081212 |
582.00 |
614.00 |
581.50 |
597.75 |
+5.75 |
328 |
3,269 |
+0 |
| Total Volume and Open Interest |
8,449 |
29,684 |
+1,019 |
| Oats(CBOT) |
| Dec08 |
081212 |
199.00 |
199.00 |
196.50 |
199.00 |
+2.50 |
4 |
8 |
+0 |
| Mar09 |
081212 |
210.00 |
215.50 |
202.75 |
213.50 |
+4.00 |
289 |
6,887 |
+0 |
| May09 |
081212 |
221.00 |
223.00 |
219.00 |
223.00 |
+4.00 |
10 |
2,155 |
+0 |
| Jul09 |
081212 |
227.50 |
233.25 |
227.50 |
232.50 |
+4.00 |
7 |
3,794 |
+0 |
| Total Volume and Open Interest |
333 |
16,692 |
-8 |
| Rough Rice(CBOT) |
| Jan09 |
081212 |
14.56 |
14.93 |
14.16 |
14.90 |
+0.35 |
247 |
2,388 |
+0 |
| Mar09 |
081212 |
14.72 |
14.90 |
14.11 |
14.89 |
+0.39 |
215 |
3,615 |
+0 |
| May09 |
081212 |
14.69 |
15.06 |
14.33 |
15.06 |
+0.40 |
11 |
521 |
+0 |
| Jul09 |
081212 |
14.73 |
15.19 |
14.72 |
15.19 |
+0.39 |
10 |
150 |
+0 |
| Total Volume and Open Interest |
483 |
7,074 |
+73 |
| Live Cattle(CME) |
| Dec08 |
081212 |
83.885 |
84.450 |
82.500 |
83.330 |
-1.150 |
3,905 |
13,342 |
+0 |
| Feb09 |
081212 |
83.450 |
83.750 |
82.230 |
82.800 |
-1.030 |
11,011 |
99,827 |
+0 |
| Apr09 |
081212 |
85.050 |
85.750 |
84.100 |
84.950 |
-0.730 |
5,408 |
56,685 |
+0 |
| Jun09 |
081212 |
81.750 |
82.430 |
80.725 |
81.750 |
-0.600 |
1,336 |
22,232 |
+0 |
| Aug09 |
081212 |
80.300 |
81.635 |
80.200 |
81.150 |
-0.235 |
446 |
10,677 |
+0 |
| Oct09 |
081212 |
83.500 |
84.700 |
83.400 |
84.150 |
-0.550 |
115 |
3,895 |
+0 |
| Total Volume and Open Interest |
22,392 |
209,259 |
-670 |
| Feeder Cattle(CME) |
| Jan09 |
081212 |
87.500 |
87.680 |
85.750 |
87.180 |
-0.420 |
2,415 |
7,471 |
+0 |
| Mar09 |
081212 |
86.750 |
87.000 |
85.550 |
86.450 |
-0.880 |
2,074 |
9,097 |
+0 |
| Apr09 |
081212 |
87.500 |
87.650 |
86.600 |
87.135 |
-0.715 |
195 |
2,151 |
+0 |
| May09 |
081212 |
89.100 |
89.100 |
87.400 |
88.750 |
-0.635 |
187 |
1,520 |
+0 |
| Aug09 |
081212 |
91.200 |
91.200 |
90.000 |
91.000 |
-0.100 |
36 |
740 |
+0 |
| Sep09 |
081212 |
90.000 |
91.300 |
90.000 |
91.300 |
+0.100 |
1 |
93 |
+0 |
| Oct09 |
081212 |
90.800 |
91.500 |
90.500 |
91.500 |
+0.400 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
4,908 |
21,123 |
-18 |
| Lean Hogs(CME) |
| Dec08 |
081212 |
55.900 |
56.250 |
55.900 |
56.035 |
-0.115 |
3,808 |
7,342 |
+0 |
| Feb09 |
081212 |
62.380 |
62.735 |
61.950 |
62.285 |
-0.095 |
11,928 |
74,304 |
+0 |
| Apr09 |
081212 |
68.000 |
68.250 |
67.635 |
67.785 |
-0.065 |
3,486 |
39,780 |
+0 |
| May09 |
081212 |
75.100 |
75.750 |
74.900 |
75.750 |
+0.300 |
19 |
1,536 |
+0 |
| Jun09 |
081212 |
77.550 |
77.550 |
76.800 |
77.535 |
-0.065 |
1,849 |
29,071 |
+0 |
| Jul09 |
081212 |
76.400 |
76.500 |
76.000 |
76.400 |
-0.300 |
218 |
4,580 |
+0 |
| Aug09 |
081212 |
75.000 |
75.000 |
74.250 |
74.950 |
-0.350 |
146 |
3,827 |
+0 |
| Oct09 |
081212 |
68.450 |
68.450 |
67.800 |
68.300 |
-0.450 |
90 |
2,574 |
+0 |
| Total Volume and Open Interest |
21,559 |
163,871 |
-2,878 |
| Pork Bellies(CME) |
| Feb09 |
081212 |
82.000 |
82.350 |
80.800 |
81.200 |
-1.230 |
110 |
767 |
+0 |
| Mar09 |
081212 |
82.000 |
82.250 |
80.600 |
80.600 |
+0.350 |
1 |
129 |
+0 |
| May09 |
081212 |
83.500 |
83.500 |
83.250 |
83.350 |
-0.150 |
3 |
193 |
+0 |
| Jul09 |
081212 |
83.350 |
83.350 |
83.350 |
83.350 |
-0.900 |
17 |
100 |
+0 |
| Aug09 |
081212 |
86.000 |
87.000 |
86.000 |
86.000 |
-2.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
131 |
1,190 |
+16 |
| Class III Milk(CME) |
| Dec08 |
081212 |
15.17 |
15.17 |
15.07 |
15.11 |
-0.07 |
102 |
5,156 |
+0 |
| Jan09 |
081212 |
13.77 |
13.77 |
13.15 |
13.20 |
-0.55 |
217 |
3,913 |
+0 |
| Feb09 |
081212 |
13.35 |
13.35 |
13.05 |
13.10 |
-0.20 |
104 |
3,547 |
+0 |
| Mar09 |
081212 |
13.40 |
13.40 |
13.10 |
13.15 |
-0.25 |
155 |
3,052 |
+0 |
| Apr09 |
081212 |
13.37 |
13.39 |
13.08 |
13.14 |
-0.25 |
44 |
2,567 |
+0 |
| Total Volume and Open Interest |
876 |
34,476 |
+132 |
| Cocoa(ICE) |
| Dec08 |
081212 |
2515 |
2515 |
2418 |
2418 |
+18 |
0 |
7 |
+0 |
| Mar09 |
081212 |
2380 |
2405 |
2340 |
2396 |
-4 |
8,084 |
61,747 |
+0 |
| May09 |
081212 |
2362 |
2400 |
2352 |
2393 |
unch |
1,498 |
21,496 |
+0 |
| Jul09 |
081212 |
2362 |
2388 |
2356 |
2385 |
-4 |
716 |
9,997 |
+0 |
| Sep09 |
081212 |
2354 |
2375 |
2345 |
2372 |
-6 |
100 |
5,688 |
+0 |
| Dec09 |
081212 |
2337 |
2355 |
2325 |
2353 |
-12 |
324 |
8,522 |
+0 |
| Mar10 |
081212 |
2328 |
2341 |
2323 |
2341 |
-12 |
15 |
2,434 |
+0 |
| Total Volume and Open Interest |
10,737 |
111,711 |
+188 |
| Coffee "C"(ICE) |
| Dec08 |
081212 |
109.85 |
109.85 |
109.85 |
109.85 |
-1.20 |
8 |
46 |
+0 |
| Mar09 |
081212 |
111.70 |
113.45 |
110.40 |
112.15 |
-0.55 |
6,702 |
72,066 |
+0 |
| May09 |
081212 |
114.75 |
115.70 |
113.20 |
114.60 |
-0.55 |
1,194 |
26,418 |
+0 |
| Jul09 |
081212 |
116.00 |
117.30 |
115.80 |
116.85 |
-0.55 |
194 |
6,488 |
+0 |
| Sep09 |
081212 |
118.45 |
120.00 |
118.45 |
119.05 |
-0.55 |
214 |
5,147 |
+0 |
| Dec09 |
081212 |
121.50 |
122.85 |
121.50 |
122.10 |
-0.60 |
218 |
3,555 |
+0 |
| Total Volume and Open Interest |
8,543 |
115,427 |
+772 |
| Orange Juice(ICE) |
| Jan09 |
081212 |
76.30 |
78.20 |
76.30 |
77.45 |
-0.40 |
2,167 |
4,886 |
+0 |
| Mar09 |
081212 |
77.10 |
77.25 |
75.75 |
76.55 |
-0.55 |
2,011 |
19,278 |
+0 |
| May09 |
081212 |
80.50 |
80.70 |
80.20 |
80.50 |
-0.55 |
96 |
2,303 |
+0 |
| Jul09 |
081212 |
84.50 |
84.60 |
84.25 |
84.45 |
-0.60 |
115 |
893 |
+0 |
| Sep09 |
081212 |
88.05 |
88.05 |
88.05 |
88.05 |
-0.60 |
10 |
215 |
+0 |
| Nov09 |
081212 |
92.30 |
92.30 |
92.30 |
92.30 |
unch |
0 |
146 |
+0 |
| Total Volume and Open Interest |
4,399 |
28,026 |
-505 |
| Sugar #11(ICE) |
| Mar09 |
081212 |
11.70 |
11.84 |
11.51 |
11.64 |
-0.25 |
63,258 |
253,926 |
+0 |
| May09 |
081212 |
12.27 |
12.33 |
12.02 |
12.16 |
-0.22 |
20,517 |
105,770 |
+0 |
| Jul09 |
081212 |
12.46 |
12.63 |
12.31 |
12.48 |
-0.17 |
9,965 |
114,488 |
+0 |
| Oct09 |
081212 |
12.91 |
13.07 |
12.80 |
12.93 |
-0.17 |
2,735 |
69,975 |
+0 |
| Mar10 |
081212 |
13.40 |
13.69 |
13.38 |
13.53 |
-0.19 |
2,118 |
48,374 |
+0 |
| Total Volume and Open Interest |
99,994 |
647,220 |
-4,991 |
| Sugar #14(ICE) |
| Mar09 |
081212 |
19.65 |
19.89 |
19.60 |
19.89 |
-0.01 |
21 |
2,687 |
+0 |
| May09 |
081212 |
20.30 |
20.50 |
20.25 |
20.41 |
-0.04 |
5 |
2,055 |
+0 |
| Jul09 |
081212 |
20.55 |
20.55 |
20.50 |
20.54 |
-0.01 |
31 |
1,778 |
+0 |
| Sep09 |
081212 |
21.00 |
21.00 |
20.40 |
20.90 |
+0.09 |
5 |
854 |
+0 |
| Total Volume and Open Interest |
62 |
7,374 |
-7 |
| London Cocoa(LCE) |
| Dec08 |
081212 |
1806 |
1819 |
1670 |
1670 |
-136 |
5,913 |
3,857 |
+0 |
| Mar09 |
081212 |
1623 |
1650 |
1609 |
1645 |
+11 |
10,437 |
66,430 |
+0 |
| May09 |
081212 |
1615 |
1647 |
1612 |
1641 |
+12 |
970 |
33,325 |
+0 |
| Jul09 |
081212 |
1625 |
1654 |
1625 |
1650 |
+13 |
530 |
32,154 |
+0 |
| Sep09 |
081212 |
1609 |
1638 |
1609 |
1638 |
+13 |
47 |
11,545 |
+0 |
| Dec09 |
081212 |
1580 |
1609 |
1577 |
1609 |
+13 |
320 |
9,128 |
+0 |
| Mar10 |
081212 |
1596 |
1604 |
1596 |
1604 |
+13 |
60 |
784 |
+0 |
| Total Volume and Open Interest |
18,277 |
157,235 |
-936 |
| London Coffee(LCE) |
| Jan09 |
081212 |
1875.00 |
1920.00 |
1875.00 |
1902.00 |
-3.00 |
4,217 |
60,112 |
+0 |
| Total Volume and Open Interest |
4,217 |
60,112 |
-2,019 |
| London Sugar(LCE) |
| Mar09 |
081212 |
321.10 |
324.50 |
317.30 |
319.20 |
-9.40 |
2,538 |
25,458 |
+0 |
| May09 |
081212 |
331.00 |
332.90 |
327.40 |
328.80 |
-9.80 |
655 |
10,506 |
+0 |
| Aug09 |
081212 |
340.90 |
340.90 |
337.40 |
337.40 |
-8.80 |
32 |
7,502 |
+0 |
| Oct09 |
081212 |
345.60 |
345.60 |
345.60 |
345.60 |
-9.40 |
0 |
3,249 |
+0 |
| Dec09 |
081212 |
353.90 |
353.90 |
353.90 |
353.90 |
-9.40 |
0 |
872 |
+0 |
| Total Volume and Open Interest |
3,225 |
47,917 |
+86 |
| Cotton(ICE) |
| Mar09 |
081212 |
43.80 |
44.38 |
42.76 |
43.43 |
-1.03 |
7,500 |
77,624 |
+0 |
| May09 |
081212 |
43.76 |
44.88 |
43.23 |
44.12 |
-0.67 |
1,255 |
18,513 |
+0 |
| Jul09 |
081212 |
44.27 |
45.67 |
43.97 |
45.05 |
-0.25 |
605 |
17,296 |
+0 |
| Oct09 |
081212 |
47.70 |
47.70 |
47.70 |
47.70 |
-0.12 |
0 |
240 |
+0 |
| Dec09 |
081212 |
47.71 |
49.19 |
47.65 |
49.00 |
unch |
665 |
13,881 |
+0 |
| Mar10 |
081212 |
52.10 |
52.10 |
52.10 |
52.10 |
+0.10 |
3 |
146 |
+0 |
| Total Volume and Open Interest |
10,028 |
129,361 |
-500 |
| Lumber(CME) |
| Jan09 |
081212 |
168.5 |
173.1 |
168.0 |
173.1 |
+2.0 |
683 |
2,968 |
+0 |
| Mar09 |
081212 |
184.0 |
187.8 |
182.7 |
187.5 |
+2.1 |
924 |
3,658 |
+0 |
| May09 |
081212 |
195.6 |
197.8 |
194.5 |
197.8 |
+1.4 |
483 |
742 |
+0 |
| Jul09 |
081212 |
205.5 |
207.8 |
205.0 |
206.7 |
+0.7 |
25 |
352 |
+0 |
| Total Volume and Open Interest |
2,122 |
7,835 |
-14 |
| Crude Oil(NYM) |
| Jan09 |
081212 |
47.00 |
47.51 |
43.32 |
46.28 |
-1.70 |
362,393 |
175,364 |
+0 |
| Feb09 |
081212 |
49.76 |
57.55 |
46.48 |
49.12 |
-1.72 |
183,055 |
187,791 |
+0 |
| Mar09 |
081212 |
52.40 |
59.90 |
48.84 |
51.54 |
-1.43 |
74,689 |
91,475 |
+0 |
| Apr09 |
081212 |
53.80 |
54.19 |
50.47 |
53.18 |
-1.28 |
32,008 |
44,547 |
+0 |
| May09 |
081212 |
55.00 |
55.40 |
52.15 |
54.32 |
-1.21 |
18,462 |
29,751 |
+0 |
| Jun09 |
081212 |
55.75 |
56.03 |
52.80 |
55.15 |
-1.19 |
34,063 |
112,501 |
+0 |
| Jul09 |
081212 |
54.38 |
56.85 |
53.43 |
55.85 |
-1.16 |
8,442 |
26,785 |
+0 |
| Aug09 |
081212 |
54.30 |
56.50 |
54.30 |
56.50 |
-1.15 |
3,139 |
25,692 |
+0 |
| Sep09 |
081212 |
55.38 |
57.14 |
55.38 |
57.14 |
-1.14 |
3,668 |
20,450 |
+0 |
| Oct09 |
081212 |
57.76 |
57.76 |
57.76 |
57.76 |
-1.12 |
3,287 |
18,470 |
+0 |
| Nov09 |
081212 |
57.50 |
58.38 |
57.50 |
58.38 |
-1.09 |
2,392 |
15,994 |
+0 |
| Dec09 |
081212 |
59.65 |
60.25 |
57.01 |
59.00 |
-1.06 |
36,697 |
98,525 |
+0 |
| Jan10 |
081212 |
59.05 |
59.62 |
59.05 |
59.62 |
-1.01 |
2,110 |
17,827 |
+0 |
| Feb10 |
081212 |
58.80 |
60.26 |
58.80 |
60.26 |
-0.94 |
1,078 |
9,850 |
+0 |
| Mar10 |
081212 |
59.41 |
60.90 |
59.41 |
60.90 |
-0.87 |
854 |
12,986 |
+0 |
| Apr10 |
081212 |
61.51 |
61.51 |
61.51 |
61.51 |
-0.80 |
60 |
3,301 |
+0 |
| Total Volume and Open Interest |
799,735 |
1,155,232 |
-12,798 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081212 |
47.050 |
47.500 |
43.350 |
46.275 |
-1.700 |
23,544 |
7,017 |
+0 |
| Feb09 |
081212 |
50.300 |
50.300 |
46.500 |
49.125 |
-1.725 |
1,362 |
902 |
+0 |
| Mar09 |
081212 |
50.800 |
52.200 |
49.000 |
51.550 |
-1.425 |
92 |
506 |
+0 |
| Apr09 |
081212 |
53.175 |
53.175 |
53.175 |
53.175 |
-1.275 |
2 |
113 |
+0 |
| May09 |
081212 |
54.325 |
54.325 |
54.325 |
54.325 |
-1.200 |
0 |
32 |
+0 |
| Jun09 |
081212 |
55.150 |
55.150 |
55.150 |
55.150 |
-1.200 |
1 |
11 |
+0 |
| Jul09 |
081212 |
55.850 |
55.850 |
55.850 |
55.850 |
-1.150 |
|
|
|
| Aug09 |
081212 |
56.500 |
56.500 |
56.500 |
56.500 |
-1.150 |
|
|
|
| Sep09 |
081212 |
57.150 |
57.150 |
57.150 |
57.150 |
-1.125 |
|
|
|
| Total Volume and Open Interest |
25,001 |
8,658 |
-262 |
| Heating Oil(NYM) |
| Jan09 |
081212 |
148.50 |
152.41 |
141.22 |
149.34 |
-1.32 |
52,028 |
38,272 |
+0 |
| Feb09 |
081212 |
152.00 |
155.13 |
144.65 |
151.94 |
-2.02 |
21,333 |
39,598 |
+0 |
| Mar09 |
081212 |
155.06 |
158.31 |
148.50 |
155.49 |
-2.22 |
11,668 |
27,454 |
+0 |
| Apr09 |
081212 |
156.85 |
160.29 |
150.83 |
157.84 |
-2.22 |
8,833 |
15,222 |
+0 |
| May09 |
081212 |
159.85 |
162.02 |
153.54 |
160.14 |
-2.22 |
5,173 |
13,688 |
+0 |
| Jun09 |
081212 |
162.05 |
164.55 |
155.60 |
162.49 |
-2.12 |
6,856 |
20,557 |
+0 |
| Jul09 |
081212 |
158.20 |
167.45 |
158.20 |
164.99 |
-2.07 |
1,036 |
8,655 |
+0 |
| Aug09 |
081212 |
165.89 |
169.54 |
161.60 |
167.69 |
-1.92 |
784 |
3,989 |
+0 |
| Sep09 |
081212 |
166.87 |
172.90 |
164.20 |
170.59 |
-1.72 |
1,806 |
7,253 |
+0 |
| Oct09 |
081212 |
166.80 |
174.49 |
166.80 |
173.24 |
-1.67 |
656 |
3,048 |
+0 |
| Nov09 |
081212 |
171.00 |
176.75 |
171.00 |
175.79 |
-1.67 |
569 |
2,195 |
+0 |
| Dec09 |
081212 |
174.56 |
178.42 |
174.53 |
178.14 |
-1.62 |
3,721 |
13,561 |
+0 |
| Total Volume and Open Interest |
115,871 |
221,294 |
+252 |
| Gasoline(NYMEX) |
| Jan09 |
081212 |
105.52 |
109.96 |
98.00 |
107.77 |
-0.09 |
42,601 |
55,392 |
-4,258 |
| Feb09 |
081212 |
110.50 |
114.50 |
102.92 |
112.37 |
-0.59 |
26,149 |
49,825 |
+7,393 |
| Mar09 |
081212 |
115.20 |
118.75 |
107.87 |
116.77 |
-0.99 |
11,693 |
22,502 |
+1,307 |
| Apr09 |
081212 |
130.00 |
131.93 |
122.35 |
130.77 |
-1.79 |
4,820 |
16,621 |
+721 |
| May09 |
081212 |
125.80 |
135.23 |
125.30 |
133.02 |
-1.84 |
2,454 |
9,178 |
+82 |
| Jun09 |
081212 |
128.54 |
137.85 |
128.54 |
135.22 |
-1.84 |
2,071 |
8,292 |
-76 |
| Jul09 |
081212 |
132.08 |
138.30 |
131.40 |
136.62 |
-1.84 |
1,730 |
7,107 |
+196 |
| Aug09 |
081212 |
133.00 |
139.20 |
132.36 |
137.52 |
-1.84 |
865 |
4,315 |
-27 |
| Sep09 |
081212 |
133.75 |
138.80 |
132.95 |
138.12 |
-1.84 |
1,363 |
3,700 |
+222 |
| Oct09 |
081212 |
125.88 |
128.97 |
125.88 |
128.97 |
-1.84 |
256 |
3,571 |
-11 |
| Total Volume and Open Interest |
94,222 |
195,683 |
+5,488 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081212 |
107.77 |
107.77 |
107.77 |
107.77 |
-0.09 |
0 |
3 |
+0 |
| Feb09 |
081212 |
112.37 |
112.37 |
112.37 |
112.37 |
-0.59 |
0 |
1 |
+0 |
| Mar09 |
081212 |
116.77 |
116.77 |
116.77 |
116.77 |
-0.99 |
|
|
|
| Apr09 |
081212 |
130.77 |
130.77 |
130.77 |
130.77 |
-1.79 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081212 |
5.570 |
5.577 |
5.463 |
5.488 |
-0.110 |
68,714 |
81,129 |
+0 |
| Feb09 |
081212 |
5.599 |
5.624 |
5.508 |
5.519 |
-0.139 |
19,188 |
53,465 |
+0 |
| Mar09 |
081212 |
5.650 |
5.667 |
5.550 |
5.552 |
-0.156 |
27,673 |
98,938 |
+0 |
| Apr09 |
081212 |
5.700 |
5.720 |
5.609 |
5.612 |
-0.156 |
10,023 |
64,130 |
+0 |
| May09 |
081212 |
5.753 |
5.798 |
5.700 |
5.700 |
-0.156 |
4,028 |
36,021 |
+0 |
| Jun09 |
081212 |
5.935 |
5.935 |
5.807 |
5.810 |
-0.156 |
1,766 |
24,497 |
+0 |
| Jul09 |
081212 |
6.060 |
6.060 |
5.931 |
5.935 |
-0.156 |
2,332 |
23,512 |
+0 |
| Aug09 |
081212 |
6.170 |
6.170 |
6.041 |
6.043 |
-0.156 |
739 |
20,974 |
+0 |
| Sep09 |
081212 |
6.230 |
6.230 |
6.092 |
6.095 |
-0.156 |
561 |
16,796 |
+0 |
| Oct09 |
081212 |
6.345 |
6.345 |
6.210 |
6.212 |
-0.156 |
2,395 |
33,691 |
+0 |
| Nov09 |
081212 |
6.790 |
6.790 |
6.655 |
6.667 |
-0.151 |
566 |
16,825 |
+0 |
| Dec09 |
081212 |
7.270 |
7.270 |
7.140 |
7.142 |
-0.146 |
495 |
27,118 |
+0 |
| Jan10 |
081212 |
7.540 |
7.540 |
7.417 |
7.417 |
-0.141 |
2,463 |
20,911 |
+0 |
| Feb10 |
081212 |
7.560 |
7.560 |
7.429 |
7.429 |
-0.141 |
436 |
8,141 |
+0 |
| Mar10 |
081212 |
7.380 |
7.380 |
7.262 |
7.262 |
-0.141 |
1,482 |
18,526 |
+0 |
| Apr10 |
081212 |
6.880 |
6.880 |
6.782 |
6.782 |
-0.136 |
1,245 |
15,815 |
+0 |
| Total Volume and Open Interest |
146,463 |
714,812 |
-1,596 |
| Brent Crude Oil(ICE) |
| Jan09 |
081212 |
46.63 |
47.20 |
43.30 |
46.41 |
-0.98 |
78,694 |
50,064 |
+0 |
| Feb09 |
081212 |
49.45 |
49.90 |
45.91 |
49.08 |
-0.96 |
83,713 |
141,258 |
+0 |
| Mar09 |
081212 |
51.64 |
52.17 |
48.12 |
51.37 |
-0.82 |
54,237 |
87,596 |
+0 |
| Apr09 |
081212 |
52.82 |
53.92 |
50.21 |
53.18 |
-0.68 |
21,567 |
34,825 |
+0 |
| May09 |
081212 |
52.86 |
55.21 |
51.49 |
54.51 |
-0.63 |
11,380 |
19,758 |
+0 |
| Jun09 |
081212 |
54.30 |
56.18 |
52.62 |
55.54 |
-0.60 |
12,363 |
38,900 |
+0 |
| Jul09 |
081212 |
55.20 |
56.67 |
53.78 |
56.47 |
-0.59 |
4,499 |
16,238 |
+0 |
| Aug09 |
081212 |
56.15 |
57.51 |
54.78 |
57.33 |
-0.64 |
2,108 |
10,960 |
+0 |
| Sep09 |
081212 |
57.08 |
58.41 |
55.77 |
58.16 |
-0.69 |
1,855 |
14,553 |
+0 |
| Oct09 |
081212 |
58.75 |
58.92 |
58.75 |
58.92 |
-0.71 |
1,271 |
8,615 |
+0 |
| Nov09 |
081212 |
60.00 |
60.00 |
59.65 |
59.65 |
-0.67 |
679 |
10,867 |
+0 |
| Dec09 |
081212 |
59.14 |
61.08 |
58.00 |
60.30 |
-0.64 |
11,150 |
51,943 |
+0 |
| Jan10 |
081212 |
60.97 |
60.97 |
60.97 |
60.97 |
-0.66 |
656 |
9,756 |
+0 |
| Feb10 |
081212 |
61.68 |
61.68 |
61.68 |
61.68 |
-0.66 |
517 |
6,355 |
+0 |
| Total Volume and Open Interest |
289,778 |
607,017 |
+9,707 |
| Gas Oil(ICE) |
| Jan09 |
081212 |
467.50 |
480.00 |
450.75 |
458.00 |
-8.25 |
51,290 |
72,035 |
-860 |
| Feb09 |
081212 |
479.50 |
490.00 |
462.25 |
469.25 |
-10.50 |
23,105 |
54,283 |
+6,280 |
| Mar09 |
081212 |
488.00 |
501.00 |
473.50 |
480.75 |
-11.75 |
10,671 |
21,729 |
+736 |
| Apr09 |
081212 |
499.00 |
511.00 |
484.25 |
491.25 |
-12.50 |
6,196 |
20,689 |
-5 |
| May09 |
081212 |
510.50 |
521.50 |
494.25 |
501.75 |
-12.00 |
3,487 |
19,542 |
+129 |
| Jun09 |
081212 |
520.25 |
531.50 |
504.00 |
511.50 |
-11.75 |
6,369 |
36,799 |
+706 |
| Jul09 |
081212 |
531.75 |
537.50 |
519.00 |
522.75 |
-11.75 |
1,451 |
11,736 |
+462 |
| Aug09 |
081212 |
543.00 |
548.00 |
527.75 |
533.00 |
-12.25 |
894 |
10,826 |
-177 |
| Sep09 |
081212 |
552.00 |
557.50 |
536.75 |
542.25 |
-12.00 |
591 |
9,579 |
+246 |
| Oct09 |
081212 |
558.00 |
561.75 |
544.75 |
549.25 |
-11.50 |
498 |
6,777 |
+411 |
| Total Volume and Open Interest |
133,229 |
367,365 |
-4,000 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081212 |
1.500 |
1.550 |
1.500 |
1.546 |
+0.028 |
36 |
380 |
-39 |
| Feb09 |
081212 |
1.520 |
1.550 |
1.520 |
1.545 |
+0.040 |
18 |
232 |
+18 |
| Mar09 |
081212 |
1.499 |
1.570 |
1.499 |
1.560 |
+0.028 |
10 |
312 |
+10 |
| Apr09 |
081212 |
1.500 |
1.598 |
1.500 |
1.568 |
+0.018 |
10 |
331 |
+10 |
| May09 |
081212 |
1.500 |
1.609 |
1.500 |
1.585 |
+0.025 |
10 |
185 |
-5 |
| Jun09 |
081212 |
1.625 |
1.625 |
1.610 |
1.610 |
+0.030 |
5 |
188 |
+4 |
| Jul09 |
081212 |
1.655 |
1.655 |
1.620 |
1.620 |
+0.005 |
5 |
202 |
+0 |
| Total Volume and Open Interest |
162 |
2,815 |
+14 |
| US Dollar Index(ICE) |
| Dec08 |
081212 |
83.775 |
84.035 |
83.245 |
83.630 |
-0.260 |
9,802 |
25,701 |
+0 |
| Mar09 |
081212 |
84.435 |
84.790 |
83.980 |
84.280 |
-0.340 |
7,899 |
13,346 |
+0 |
| Jun09 |
081212 |
84.725 |
84.830 |
84.725 |
84.725 |
-0.325 |
1 |
2,180 |
+0 |
| Total Volume and Open Interest |
17,702 |
41,227 |
-275 |
| Australian Dollar(CME) |
| Dec08 |
081212 |
67.11 |
67.31 |
64.90 |
66.10 |
-0.97 |
25,007 |
49,351 |
+0 |
| Mar09 |
081212 |
66.63 |
66.85 |
64.39 |
65.69 |
-0.94 |
17,753 |
18,716 |
+0 |
| Jun09 |
081212 |
66.35 |
66.39 |
65.46 |
65.46 |
-0.93 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
42,760 |
68,297 |
+236 |
| British Pound(CME) |
| Dec08 |
081212 |
150.34 |
151.17 |
148.15 |
149.73 |
+0.03 |
53,785 |
81,628 |
+0 |
| Mar09 |
081212 |
150.12 |
151.00 |
147.88 |
149.48 |
unch |
22,384 |
45,879 |
+0 |
| Jun09 |
081212 |
148.15 |
150.75 |
148.15 |
149.49 |
unch |
2 |
1,180 |
+0 |
| Total Volume and Open Interest |
76,171 |
128,709 |
+6,859 |
| Canadian Dollar(CME) |
| Dec08 |
081212 |
80.88 |
81.39 |
79.93 |
80.42 |
-0.59 |
26,891 |
62,296 |
+0 |
| Mar09 |
081212 |
80.99 |
81.40 |
79.95 |
80.47 |
-0.58 |
17,889 |
21,725 |
+0 |
| Jun09 |
081212 |
80.70 |
81.23 |
80.40 |
80.59 |
-0.60 |
54 |
1,646 |
+0 |
| Sep09 |
081212 |
80.71 |
81.39 |
80.58 |
80.71 |
-0.68 |
1 |
1,344 |
+0 |
| Total Volume and Open Interest |
44,848 |
87,601 |
+1,523 |
| Japanese Yen(CME) |
| Dec08 |
081212 |
109.40 |
113.55 |
108.84 |
109.79 |
+0.83 |
99,119 |
97,016 |
+0 |
| Mar09 |
081212 |
109.62 |
113.73 |
109.09 |
110.04 |
+0.81 |
40,117 |
82,182 |
+0 |
| Jun09 |
081212 |
111.09 |
113.66 |
109.56 |
110.40 |
+0.84 |
2 |
3,660 |
+0 |
| Total Volume and Open Interest |
139,241 |
182,882 |
+17,392 |
| Swiss Franc(CME) |
| Dec08 |
081212 |
84.39 |
85.18 |
84.25 |
84.96 |
+0.69 |
40,219 |
24,099 |
+0 |
| Mar09 |
081212 |
84.72 |
85.46 |
84.54 |
85.21 |
+0.62 |
10,057 |
17,406 |
+0 |
| Jun09 |
081212 |
85.54 |
85.54 |
84.92 |
85.54 |
+0.62 |
3 |
300 |
+0 |
| Total Volume and Open Interest |
50,280 |
41,814 |
+3,426 |
| EuroFX(CME) |
| Dec08 |
081212 |
133.39 |
134.15 |
132.49 |
133.71 |
+0.57 |
181,234 |
98,479 |
+0 |
| Mar09 |
081212 |
133.19 |
133.84 |
132.19 |
133.40 |
+0.58 |
61,723 |
78,321 |
+0 |
| Jun09 |
081212 |
132.70 |
133.37 |
132.22 |
133.28 |
+0.65 |
15 |
579 |
+0 |
| Total Volume and Open Interest |
242,972 |
178,459 |
-653 |
| Mexican Peso(CME) |
| Dec08 |
081212 |
750.2 |
757.8 |
728.2 |
739.5 |
-18.2 |
4,270 |
33,811 |
+0 |
| Jan09 |
081212 |
751.8 |
751.8 |
733.2 |
733.2 |
-18.5 |
|
|
|
| Total Volume and Open Interest |
7,777 |
41,722 |
-541 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081212 |
135~210 |
136~275 |
133~145 |
135~300 |
+0~105 |
8,426 |
14,351 |
+0 |
| Mar09 |
081212 |
134~190 |
135~270 |
132~090 |
134~260 |
+0~125 |
181,050 |
745,158 |
+0 |
| Jun09 |
081212 |
134~000 |
134~100 |
131~240 |
133~190 |
+0~110 |
18 |
310 |
+0 |
| Total Volume and Open Interest |
189,504 |
759,844 |
-67 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081212 |
127~160 |
128~000 |
125~190 |
127~060 |
+0~150 |
14,371 |
61,559 |
+0 |
| Mar09 |
081212 |
124~085 |
125~135 |
122~250 |
124~110 |
+0~120 |
435,695 |
1,024,611 |
+0 |
| Jun09 |
081212 |
123~045 |
123~045 |
122~250 |
123~045 |
+0~115 |
|
|
|
| Total Volume and Open Interest |
450,066 |
1,086,170 |
-9,022 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081212 |
121~112 |
121~116 |
120~062 |
121~026 |
-0~014 |
411 |
46,049 |
+46,049 |
| Mar09 |
081212 |
118~051 |
118~118 |
117~057 |
118~030 |
+0~001 |
236,528 |
998,003 |
+998,003 |
| Jun09 |
081212 |
117~124 |
117~124 |
117~123 |
117~124 |
+0~001 |
|
|
|
| Total Volume and Open Interest |
250,302 |
1,044,052 |
-21,173 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081212 |
109~073 |
109~073 |
109~073 |
109~073 |
unch |
5,792 |
13,137 |
+0 |
| Mar09 |
081212 |
108~046 |
108~071 |
108~004 |
108~035 |
-0~006 |
94,687 |
463,657 |
+0 |
| Jun09 |
081212 |
108~035 |
108~041 |
108~035 |
108~035 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
100,479 |
476,794 |
+3,662 |
| Eurodollars(CME) |
| Dec08 |
081212 |
98.095 |
98.150 |
98.090 |
98.115 |
+0.017 |
174,404 |
1,521,732 |
+0 |
| Mar09 |
081212 |
98.520 |
98.555 |
98.405 |
98.455 |
-0.030 |
294,315 |
1,319,260 |
+0 |
| Jun09 |
081212 |
98.495 |
98.545 |
98.350 |
98.410 |
-0.045 |
254,540 |
1,033,536 |
+0 |
| Sep09 |
081212 |
98.400 |
98.470 |
98.250 |
98.330 |
-0.030 |
193,598 |
855,524 |
+0 |
| Dec09 |
081212 |
98.240 |
98.325 |
98.100 |
98.215 |
+0.020 |
192,891 |
785,586 |
+0 |
| Mar10 |
081212 |
98.150 |
98.245 |
98.005 |
98.135 |
+0.040 |
154,617 |
587,294 |
+0 |
| Jun10 |
081212 |
97.985 |
98.085 |
97.830 |
97.970 |
+0.050 |
107,219 |
364,491 |
+0 |
| Sep10 |
081212 |
97.835 |
97.945 |
97.680 |
97.835 |
+0.065 |
83,268 |
335,792 |
+0 |
| Dec10 |
081212 |
97.650 |
97.755 |
97.475 |
97.650 |
+0.070 |
53,919 |
277,156 |
+0 |
| Mar11 |
081212 |
97.610 |
97.650 |
97.340 |
97.535 |
+0.075 |
41,993 |
189,233 |
+0 |
| Jun11 |
081212 |
97.375 |
97.455 |
97.155 |
97.355 |
+0.080 |
29,010 |
192,696 |
+0 |
| Sep11 |
081212 |
97.295 |
97.315 |
97.005 |
97.220 |
+0.085 |
26,140 |
128,157 |
+0 |
| Dec11 |
081212 |
97.155 |
97.175 |
96.890 |
97.100 |
+0.080 |
7,496 |
95,276 |
+0 |
| Mar12 |
081212 |
97.125 |
97.135 |
96.890 |
97.095 |
+0.075 |
6,296 |
91,053 |
+0 |
| Jun12 |
081212 |
97.080 |
97.110 |
96.830 |
97.050 |
+0.075 |
3,650 |
64,198 |
+0 |
| Sep12 |
081212 |
96.975 |
97.100 |
96.795 |
97.005 |
+0.070 |
4,545 |
58,990 |
+0 |
| Dec12 |
081212 |
96.890 |
96.970 |
96.710 |
96.915 |
+0.065 |
1,410 |
49,519 |
+0 |
| Mar13 |
081212 |
96.915 |
96.945 |
96.705 |
96.905 |
+0.060 |
1,245 |
50,432 |
+0 |
| Total Volume and Open Interest |
1,654,127 |
8,214,145 |
+66,283 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081212 |
99.810 |
99.825 |
99.790 |
99.795 |
-0.005 |
2,042 |
69,100 |
+0 |
| Jan09 |
081212 |
99.705 |
99.725 |
99.670 |
99.680 |
-0.025 |
4,340 |
61,902 |
+0 |
| Feb09 |
081212 |
99.725 |
99.735 |
99.675 |
99.680 |
-0.040 |
4,216 |
64,719 |
+0 |
| Mar09 |
081212 |
99.700 |
99.700 |
99.645 |
99.655 |
-0.025 |
4,254 |
38,725 |
+0 |
| Apr09 |
081212 |
99.660 |
99.660 |
99.610 |
99.620 |
-0.015 |
6,360 |
39,402 |
+0 |
| May09 |
081212 |
99.610 |
99.610 |
99.550 |
99.570 |
-0.010 |
4,894 |
40,807 |
+0 |
| Total Volume and Open Interest |
31,145 |
399,629 |
-248 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081211 |
99.790 |
99.810 |
99.790 |
99.810 |
+0.020 |
1,932 |
69,100 |
+323 |
| Jan09 |
081211 |
99.755 |
99.755 |
99.695 |
99.710 |
-0.025 |
3,500 |
61,902 |
+277 |
| Feb09 |
081211 |
99.710 |
99.740 |
99.710 |
99.730 |
+0.010 |
4,171 |
64,719 |
+65 |
| Mar09 |
081211 |
99.685 |
99.700 |
99.670 |
99.685 |
+0.010 |
4,243 |
38,725 |
-1,101 |
| Apr09 |
081211 |
99.630 |
99.655 |
99.620 |
99.650 |
+0.030 |
6,248 |
39,402 |
+354 |
| May09 |
081211 |
99.555 |
99.600 |
99.545 |
99.600 |
+0.050 |
4,883 |
40,807 |
-1,036 |
| Total Volume and Open Interest |
29,971 |
395,838 |
-4,039 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081212 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
425 |
0 |
-4,318 |
| Mar09 |
081212 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
30 |
0 |
-5,074 |
| Jun09 |
081212 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Sep09 |
081212 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
10 |
0 |
-480 |
| Dec09 |
081212 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
10 |
0 |
-100 |
| Mar10 |
081212 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.01 |
|
|
|
| Jun10 |
081212 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
|
|
|
| Sep10 |
081212 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
|
|
|
| Dec10 |
081212 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
|
|
|
| Mar11 |
081212 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
475 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081212 |
99.26 |
99.30 |
99.26 |
99.29 |
+0.06 |
921 |
13,119 |
+0 |
| Jun09 |
081212 |
99.30 |
99.34 |
99.30 |
99.34 |
+0.05 |
200 |
7,515 |
+0 |
| Sep09 |
081212 |
99.34 |
99.39 |
99.34 |
99.39 |
+0.06 |
0 |
3,173 |
+0 |
| Dec09 |
081212 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.06 |
0 |
1,202 |
+0 |
| Mar10 |
081212 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.06 |
0 |
880 |
+0 |
| Jun10 |
081212 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.06 |
0 |
513 |
+0 |
| Sep10 |
081212 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.06 |
0 |
252 |
+0 |
| Dec10 |
081212 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.05 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
1,311 |
50,222 |
+328 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081212 |
139.23 |
139.76 |
138.85 |
139.34 |
+0.47 |
736 |
11,948 |
+5,419 |
| Jun09 |
081212 |
139.34 |
139.34 |
139.34 |
139.34 |
+0.47 |
|
|
|
| Sep09 |
081212 |
139.34 |
139.34 |
139.34 |
139.34 |
+0.47 |
|
|
|
| Total Volume and Open Interest |
736 |
11,948 |
+384 |
| Euro-Bund(EUREX) |
| 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 |
| Sep09 |
081209 |
121.24 |
121.24 |
121.24 |
121.24 |
unch |
|
|
|
| Total Volume and Open Interest |
592,271 |
860,092 |
|
| Euro-Bobl(EUREX) |
| Mar09 |
081212 |
114.80 |
115.11 |
113.80 |
114.03 |
-0.50 |
347,854 |
798,177 |
+14,702 |
| Jun09 |
081212 |
114.12 |
114.12 |
114.12 |
114.12 |
-0.54 |
|
|
|
| Sep09 |
081212 |
114.12 |
114.12 |
114.12 |
114.12 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
347,854 |
798,177 |
+14,702 |
| 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 |
081212 |
119~21 |
119~27 |
119~03 |
119~04 |
+0~01 |
419 |
42,488 |
+0 |
| Mar09 |
081212 |
119~08 |
119~12 |
118~02 |
118~09 |
+0~02 |
46,098 |
315,227 |
+0 |
| Total Volume and Open Interest |
46,517 |
357,715 |
-5,114 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081212 |
96.97 |
96.98 |
96.94 |
96.95 |
-0.01 |
28,788 |
434,273 |
+0 |
| Mar09 |
081212 |
97.85 |
97.89 |
97.80 |
97.82 |
0.00 |
29,463 |
419,087 |
+0 |
| Jun09 |
081212 |
98.00 |
98.03 |
97.89 |
97.92 |
-0.04 |
45,317 |
291,725 |
+0 |
| Sep09 |
081212 |
97.92 |
97.92 |
97.77 |
97.79 |
-0.03 |
23,138 |
224,047 |
+0 |
| Dec09 |
081212 |
97.57 |
97.60 |
97.50 |
97.52 |
+0.01 |
24,758 |
258,595 |
+0 |
| Mar10 |
081212 |
97.33 |
97.36 |
97.29 |
97.32 |
+0.05 |
16,591 |
158,292 |
+0 |
| Total Volume and Open Interest |
199,209 |
2,053,832 |
+12,733 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081212 |
96.740 |
96.785 |
96.740 |
96.750 |
+0.005 |
110,696 |
722,090 |
-1,547 |
| Mar09 |
081212 |
97.325 |
97.390 |
97.285 |
97.310 |
-0.015 |
112,501 |
643,751 |
+1,092 |
| Jun09 |
081212 |
97.560 |
97.625 |
97.455 |
97.470 |
-0.085 |
98,595 |
518,882 |
-7,499 |
| Total Volume and Open Interest |
679,391 |
3,530,512 |
-83 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081211 |
95.53 |
96.01 |
95.40 |
95.50 |
unch |
13,955 |
44,000 |
-19,145 |
| Mar09 |
081212 |
96.86 |
97.01 |
96.86 |
96.98 |
+0.13 |
25,507 |
244,547 |
+2,722 |
| Jun09 |
081212 |
97.03 |
97.13 |
97.03 |
97.11 |
+0.12 |
9,477 |
| |