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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 15, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081215 856.00 877.25 843.50 846.00 -8.00 6,675 86,729 -6,555
Mar09 081215 858.00 879.75 846.75 849.50 -6.75 4,603 121,594 +3,368
May09 081215 867.00 889.00 858.00 860.00 -5.75 493 27,795 +1,322
Jul09 081215 876.25 898.25 867.25 869.75 -5.00 776 34,250 +1,440
Aug09 081215 883.00 883.00 872.00 872.00 -5.00 0 1,583 -6
Sep09 081215 890.00 890.00 873.00 873.00 -3.00 3 861 +23
Nov09 081215 871.75 895.00 867.25 870.00 -4.00 598 43,727 +1,076
Total Volume and Open Interest 151,977 321,142 +5,088
Soybean Meal(CBOT)
Jan09 081215 258.00 263.20 254.40 256.80 -0.90 4,979 33,482 -1,601
Mar09 081215 257.00 269.90 254.50 256.80 -0.20 1,782 39,612 +490
May09 081215 261.30 265.60 257.30 259.70 +0.20 317 15,735 +72
Jul09 081215 265.10 267.00 260.80 262.70 +0.50 412 17,275 -498
Aug09 081215 265.60 268.50 263.90 263.90 +0.50 47 4,548 +14
Sep09 081215 266.50 269.50 264.10 264.10 +0.60 19 3,503 +13
Oct09 081215 262.10 262.10 258.90 260.00 +1.10 0 2,017 +2
Dec09 081215 263.10 263.20 258.00 261.30 +1.00 22 10,246 -4
Total Volume and Open Interest 41,128 128,831 +850
Soybean Oil(CBOT)
Jan09 081215 30.91 32.93 30.45 30.55 -0.37 4,254 66,302 -3,398
Mar09 081215 31.40 32.38 30.84 30.91 -0.37 2,033 69,245 +4,452
May09 081215 32.10 32.72 31.25 31.28 -0.36 418 21,342 +628
Jul09 081215 32.67 33.05 30.80 31.62 -0.36 418 23,730 -191
Aug09 081215 33.10 33.10 31.76 31.82 -0.34 31 4,495 +56
Sep09 081215 32.71 32.75 32.00 32.02 -0.32 2 4,472 +57
Oct09 081215 32.15 32.17 32.15 32.17 -0.31 2 3,805 +23
Dec09 081215 33.33 33.37 32.40 32.40 -0.30 39 20,089 +9
Total Volume and Open Interest 64,744 218,543 +1,155
Canola(WCE)
Jan09 081215 390.5 394.0 381.4 384.3 -2.4 5,077 19,535 -3,796
Mar09 081215 396.0 401.6 388.3 391.0 -2.2 8,365 49,028 +1,219
May09 081215 408.5 409.7 398.6 399.3 -2.8 209 5,046 +20
Jul09 081215 416.4 416.4 407.0 408.3 -2.4 282 5,912 +168
Nov09 081215 429.9 429.9 420.0 420.0 -2.0 48 6,374 +5
Total Volume and Open Interest 14,363 88,329 -99
Corn(CBOT)
Mar09 081215 374.00 393.25 373.50 375.25 +1.75 10,277 383,356 -3,864
May09 081215 385.50 403.50 384.75 386.50 +1.75 5,453 108,996 -1,111
Jul09 081215 395.00 414.50 395.00 397.25 +2.00 1,848 119,189 +954
Sep09 081215 405.75 423.25 405.75 407.75 +2.00 1,097 27,725 +1,562
Dec09 081215 420.00 439.00 420.00 422.50 +2.50 2,066 142,643 +1,557
Mar10 081215 443.00 450.00 433.00 433.75 +2.25 22 10,497 -317
Total Volume and Open Interest 142,418 828,001 +1,840
Wheat(CBOT)
Mar09 081215 516.50 535.00 516.00 520.00 +7.00 1,822 134,425 -832
May09 081215 533.00 547.50 530.00 532.75 +6.75 22 26,507 +586
Jul09 081215 544.00 560.00 542.50 545.50 +6.75 80 49,128 -8
Sep09 081215 579.25 579.50 549.50 566.50 +6.25 93 17,142 +63
Dec09 081215 593.00 601.00 585.00 585.50 +5.75 5 20,607 +157
Total Volume and Open Interest 40,468 254,381 +1,395
Wheat(KCBT)
Mar09 081215 538.25 558.25 538.25 543.00 +4.75 5,928 41,277 +192
May09 081215 566.75 567.75 552.00 553.75 +5.25 586 8,609 +212
Jul09 081215 558.00 578.25 558.00 564.50 +6.25 1,038 17,733 +23
Sep09 081215 586.75 587.00 574.50 575.50 +6.75 144 3,219 +15
Dec09 081215 603.75 605.75 592.75 593.75 +6.75 805 6,768 +342
Total Volume and Open Interest 6,752 78,434 +128
Wheat(MGE)
Dec08 081212 604.00 604.00 604.00 604.00 -20.50 11 14 -134
Mar09 081215 595.00 609.50 588.00 589.00 -1.00 2,176 12,802 -149
May09 081215 600.00 608.00 584.25 586.50 -0.25 640 8,342 +262
Jul09 081215 607.25 610.00 590.25 592.50 -0.50 433 2,861 +132
Sep09 081215 616.00 616.25 588.00 598.50 +0.75 119 3,227 +24
Total Volume and Open Interest 2,592 28,898 -786
Oats(CBOT)
Mar09 081215 216.50 219.50 214.00 216.00 +2.50 90 6,824 -73
May09 081215 228.00 228.00 223.00 225.50 +2.50 0 2,149 +1
Jul09 081215 236.75 236.75 232.50 235.00 +2.50 0 3,797 +1
Sep09 081215 244.50 244.50 242.00 244.50 +2.50 0 5 +0
Total Volume and Open Interest 401 16,745 +53
Rough Rice(CBOT)
Jan09 081215 14.97 15.17 14.90 15.05 +0.15 25 2,196 -114
Mar09 081215 14.94 15.15 14.83 15.08 +0.19 36 3,749 +25
May09 081215 15.06 15.22 15.03 15.22 +0.16 0 523 +4
Jul09 081215 15.33 15.33 15.19 15.28 +0.09 0 161 +8
Total Volume and Open Interest 758 7,105 +31
Live Cattle(CME)
Dec08 081215 83.850 84.250 83.000 84.150 +0.820 3,712 10,664 -1,046
Feb09 081215 83.700 83.930 82.650 83.800 +1.000 12,553 101,183 +775
Apr09 081215 85.200 86.350 84.900 86.150 +1.200 5,737 57,747 +1,175
Jun09 081215 82.150 83.135 81.885 82.785 +1.035 1,838 22,669 -193
Aug09 081215 81.000 82.200 81.000 81.980 +0.830 697 11,228 +495
Oct09 081215 84.550 85.300 84.200 85.100 +0.950 338 3,993 +70
Total Volume and Open Interest 22,375 208,818 -441
Feeder Cattle(CME)
Jan09 081215 87.500 88.800 86.900 88.135 +0.955 1,449 6,852 -404
Mar09 081215 86.600 88.700 86.350 87.930 +1.480 1,240 10,127 +259
Apr09 081215 87.400 89.300 87.300 88.850 +1.715 126 2,149 -9
May09 081215 88.750 90.450 88.500 89.700 +0.950 319 1,404 -72
Aug09 081215 91.700 91.700 90.600 91.700 +0.700 52 767 +27
Sep09 081215 91.385 91.700 91.230 91.700 +0.400 13 98 -2
Oct09 081215 91.650 91.650 91.650 91.650 +0.150 2 27 +0
Total Volume and Open Interest 4,271 21,647 +524
Lean Hogs(CME)
Feb09 081215 62.485 62.880 62.380 62.580 +0.295 8,885 72,211 -1,712
Apr09 081215 67.725 68.635 67.725 68.450 +0.665 3,512 39,917 -288
May09 081215 75.975 76.700 75.700 76.500 +0.750 17 1,526 -8
Jun09 081215 77.650 78.200 77.635 78.000 +0.465 3,717 29,430 +115
Jul09 081215 76.850 77.250 76.750 77.135 +0.735 615 4,769 +119
Aug09 081215 75.100 75.700 75.100 75.600 +0.650 728 3,880 +58
Oct09 081215 68.300 68.900 68.300 68.900 +0.600 37 2,544 +5
Dec09 081215 65.700 66.000 65.700 66.000 +0.550 16 761 +0
Total Volume and Open Interest 23,081 163,219 -652
Pork Bellies(CME)
Feb09 081215 81.200 82.000 79.300 80.975 -0.225 193 823 -29
Mar09 081215 80.000 80.000 79.300 79.900 -0.700 2 131 +2
May09 081215 82.050 82.050 82.050 82.050 -1.300 63 222 +12
Jul09 081215 83.330 83.330 83.285 83.285 -0.065 0 100 +0
Aug09 081215 85.000 85.000 85.000 85.000 -1.000 0 1 +0
Total Volume and Open Interest 439 1,292 +102
Class III Milk(CME)
Dec08 081215 15.12 15.20 15.08 15.15 +0.04 38 5,209 +28
Jan09 081215 13.15 13.20 13.01 13.13 -0.07 369 4,168 +131
Feb09 081215 12.94 13.16 12.94 13.13 +0.03 340 3,850 +173
Mar09 081215 12.86 13.17 12.86 13.12 -0.03 171 3,206 +97
Apr09 081215 13.07 13.22 13.02 13.20 +0.06 79 2,644 +65
Total Volume and Open Interest 1,911 35,251 +775
Cocoa(ICE)
Dec08 081215 2582 2582 2582 2582 +164      
Mar09 081215 2410 2595 2402 2560 +164 5,636 59,831 -741
May09 081215 2413 2579 2400 2552 +159 602 21,380 -269
Jul09 081215 2405 2558 2400 2534 +149 394 9,917 -124
Sep09 081215 2393 2521 2393 2513 +141 239 6,031 +266
Dec09 081215 2450 2511 2450 2489 +136 411 9,075 +358
Mar10 081215 2436 2463 2435 2463 +122 65 2,382 +3
Total Volume and Open Interest 7,349 110,948 -763
Coffee "C"(ICE)
Dec08 081215 111.45 111.45 108.30 108.30 -1.55 0 32 -3
Mar09 081215 113.00 114.00 109.90 110.55 -1.60 13,208 73,580 +644
May09 081215 116.00 116.30 112.40 112.90 -1.70 4,753 26,692 -613
Jul09 081215 116.50 118.45 115.00 115.20 -1.65 3,171 6,852 -7
Sep09 081215 120.20 120.20 117.20 117.20 -1.85 4,022 3,587 -378
Dec09 081215 123.25 123.25 120.00 120.00 -2.10 4,130 6,157 +1,002
Total Volume and Open Interest 29,819 117,999 +2,572
Orange Juice(ICE)
Jan09 081215 77.00 78.45 75.15 76.75 -0.70 522 4,532 -243
Mar09 081215 76.60 78.50 74.95 76.50 -0.05 875 19,870 +293
May09 081215 80.00 81.60 79.25 80.45 -0.05 162 2,386 +28
Jul09 081215 84.00 84.45 83.50 84.45 unch 117 1,048 +52
Sep09 081215 87.75 88.70 87.75 88.70 +0.65 0 215 +0
Nov09 081215 92.30 93.50 92.00 93.50 +1.20 0 146 +0
Total Volume and Open Interest 1,676 28,372 +346
Sugar #11(ICE)
Mar09 081215 11.75 12.01 11.45 11.52 -0.12 51,677 249,991 -1,150
May09 081215 12.21 12.52 11.98 12.05 -0.11 15,262 102,836 -782
Jul09 081215 12.50 12.83 12.33 12.38 -0.10 7,688 116,200 +526
Oct09 081215 13.09 13.29 12.81 12.84 -0.09 2,591 70,195 -35
Mar10 081215 13.66 13.91 13.46 13.47 -0.06 2,824 49,595 +41
Total Volume and Open Interest 80,630 644,972 -2,248
Sugar #14(ICE)
Mar09 081215 19.89 19.89 19.89 19.89 unch 85 2,567 -42
May09 081215 20.45 20.45 20.45 20.45 +0.03 39 2,093 +16
Jul09 081215 20.53 20.53 20.53 20.53 -0.01 0 1,780 +2
Sep09 081215 20.95 20.95 20.90 20.93 +0.03 30 859 +15
Total Volume and Open Interest 159 7,308 -66
London Cocoa(LCE)
Dec08 081212 1806 1819 1670 1670 -136 4,565 2,651 -1,206
Mar09 081215 1642 1698 1635 1696 +51 4,552 70,113 +1,125
May09 081215 1641 1691 1633 1690 +49 1,245 33,080 -222
Jul09 081215 1645 1701 1642 1700 +50 1,164 32,267 +95
Sep09 081215 1630 1678 1630 1678 +40 202 11,543 -2
Dec09 081215 1622 1648 1620 1648 +39 500 9,834 +472
Mar10 081215 1616 1644 1616 1644 +40 40 824 +40
Total Volume and Open Interest 13,429 158,816 +1,581
London Coffee(LCE)
Jan09 081215 1900.00 1900.00 1866.00 1876.00 -26.00 2,072 59,024 -734
Total Volume and Open Interest 3,692 59,758 -354
London Sugar(LCE)
Mar09 081215 322.30 326.70 319.30 319.50 +0.30 1,390 25,162 -171
May09 081215 333.50 336.10 329.50 329.50 +0.70 267 10,733 +136
Aug09 081215 339.10 339.10 337.50 337.50 +0.10 34 7,606 +22
Oct09 081215 347.10 347.30 345.70 345.70 +0.10 0 3,258 +0
Dec09 081215 354.50 354.50 354.00 354.00 +0.10 0 872 +0
Total Volume and Open Interest 2,714 48,006 +89
Cotton(ICE)
Mar09 081215 43.80 44.80 43.43 44.16 +0.73 4,920 75,095 -1,909
May09 081215 44.48 45.41 44.30 44.61 +0.49 1,212 19,242 +273
Jul09 081215 45.40 46.34 45.40 45.56 +0.51 867 17,684 +279
Oct09 081215 48.25 48.25 48.25 48.25 +0.55 0 240 +0
Dec09 081215 50.00 50.34 49.37 49.74 +0.74 125 14,309 +425
Mar10 081215 52.84 52.84 52.84 52.84 +0.74 0 146 +0
Total Volume and Open Interest 7,139 129,314 -47
Lumber(CME)
Jan09 081215 169.7 173.4 165.1 166.8 -6.3 599 2,469 -296
Mar09 081215 186.1 187.0 179.0 181.2 -6.3 585 3,980 +124
May09 081215 196.7 197.0 191.5 194.8 -3.0 120 828 +35
Jul09 081215 207.0 207.0 204.8 204.9 -1.8 14 358 +6
Total Volume and Open Interest 1,710 7,885 +50
Crude Oil(NYM)
Jan09 081215 46.77 50.05 43.95 44.51 -1.77 291,629 118,828 -10,600
Feb09 081215 49.29 52.95 47.07 47.47 -1.65 126,839 226,202 +13,143
Mar09 081215 52.50 55.30 49.72 50.00 -1.54 50,116 101,338 +15
Apr09 081215 54.05 56.96 51.65 51.73 -1.45 19,940 51,315 +1,396
May09 081215 55.34 57.89 52.85 52.95 -1.37 11,860 33,898 +206
Jun09 081215 57.75 58.91 53.68 53.83 -1.32 21,265 111,280 -2,208
Jul09 081215 58.34 59.43 54.43 54.59 -1.26 4,560 29,231 -266
Aug09 081215 59.05 59.05 55.31 55.31 -1.19 2,378 26,373 -193
Sep09 081215 59.37 59.37 56.03 56.03 -1.11 3,683 20,964 +269
Oct09 081215 60.00 60.00 56.73 56.73 -1.03 1,980 18,884 -194
Nov09 081215 59.50 59.50 57.31 57.42 -0.96 2,317 16,267 -125
Dec09 081215 59.35 62.64 57.85 58.11 -0.89 22,947 101,546 +2,500
Jan10 081215 59.10 59.10 58.72 58.72 -0.90 3,506 18,302 +544
Feb10 081215 59.33 59.33 59.33 59.33 -0.93 365 10,461 +29
Mar10 081215 59.93 59.93 59.93 59.93 -0.97 186 13,162 +54
Apr10 081215 60.53 60.53 60.53 60.53 -0.98 275 3,553 +252
Total Volume and Open Interest 672,226 1,159,095 +3,863
e-miNY Crude Oil(NYM)
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081215 46.800 50.050 44.025 44.500 -1.775 17,418 7,175 -666
Feb09 081215 48.950 52.950 47.000 47.475 -1.650 2,197 1,246 +138
Mar09 081215 52.525 55.150 50.000 50.000 -1.550 91 499 -9
Apr09 081215 52.825 52.825 51.725 51.725 -1.450 2 120 +2
May09 081215 52.950 52.950 52.950 52.950 -1.375 2 30 +0
Jun09 081215 58.000 58.000 53.825 53.825 -1.325 1 11 +0
Jul09 081215 56.000 56.000 54.600 54.600 -1.250 0 1 +0
Aug09 081215 55.300 55.300 55.300 55.300 -1.200 0 1 +0
Sep09 081215 56.025 56.025 56.025 56.025 -1.125 0 1 +0
Total Volume and Open Interest 20,107 9,692 +1,034
Heating Oil(NYM)
Jan09 081215 150.73 160.67 145.66 146.01 -3.33 39,407 32,827 -2,156
Feb09 081215 154.00 162.98 148.41 148.71 -3.23 18,298 42,828 +63
Mar09 081215 157.50 165.55 151.61 151.91 -3.58 9,266 29,752 +4
Apr09 081215 165.78 167.94 154.08 154.16 -3.68 4,435 16,491 +722
May09 081215 170.00 170.00 156.34 156.41 -3.73 2,074 13,654 +242
Jun09 081215 171.30 171.60 158.58 158.71 -3.78 3,754 20,190 -285
Jul09 081215 173.61 173.61 161.26 161.26 -3.73 1,520 8,370 -247
Aug09 081215 174.60 175.00 164.00 164.01 -3.68 735 4,137 +21
Sep09 081215 177.90 179.01 166.84 166.91 -3.68 2,649 6,984 -257
Oct09 081215 180.55 181.50 169.61 169.61 -3.63 888 3,281 +105
Nov09 081215 183.75 183.75 172.21 172.21 -3.58 1,039 2,189 -2
Dec09 081215 186.81 186.81 174.56 174.56 -3.58 1,413 13,844 +5
Total Volume and Open Interest 93,905 224,260 +2,966
Gasoline(NYMEX)
Jan09 081215 107.77 116.73 103.30 103.69 -4.08 34,635 55,401 +9
Feb09 081215 112.52 121.11 107.80 108.29 -4.08 17,374 54,635 +4,810
Mar09 081215 117.75 125.12 112.24 112.59 -4.18 8,959 25,008 +2,506
Apr09 081215 135.65 139.02 126.31 126.64 -4.13 3,865 17,171 +550
May09 081215 136.00 140.44 128.98 129.14 -3.88 2,213 9,659 +481
Jun09 081215 143.30 143.30 131.64 131.64 -3.58 1,872 8,380 +88
Jul09 081215 142.43 142.43 133.24 133.24 -3.38 1,675 7,043 -64
Aug09 081215 142.89 142.89 134.24 134.24 -3.28 1,048 4,148 -167
Sep09 081215 142.71 142.71 134.84 134.84 -3.28 1,341 3,734 +34
Oct09 081215 133.60 133.60 125.74 125.74 -3.23 978 2,993 -578
Total Volume and Open Interest 76,339 202,939 +7,256
e-miNY RBOB Gasoline(NYM)
Jan09 081215 103.69 103.69 103.69 103.69 -4.08 0 3 +0
Feb09 081215 108.29 108.29 108.29 108.29 -4.08 0 1 +0
Mar09 081215 112.59 112.59 112.59 112.59 -4.18      
Apr09 081215 126.64 126.64 126.64 126.64 -4.13      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan09 081215 5.594 5.821 5.571 5.645 +0.157 43,914 69,799 -5,162
Feb09 081215 5.651 5.839 5.600 5.675 +0.156 11,291 58,182 +875
Mar09 081215 5.678 5.845 5.630 5.682 +0.130 14,469 101,563 -1,323
Apr09 081215 5.742 5.863 5.680 5.722 +0.110 7,994 62,488 -3,172
May09 081215 5.914 5.950 5.760 5.800 +0.100 1,918 36,283 -370
Jun09 081215 5.941 6.056 5.872 5.905 +0.095 362 25,148 +40
Jul09 081215 6.086 6.127 5.986 6.025 +0.090 564 23,564 +29
Aug09 081215 6.190 6.239 6.120 6.133 +0.090 544 21,374 +155
Sep09 081215 6.277 6.295 6.170 6.185 +0.090 435 17,274 +81
Oct09 081215 6.333 6.422 6.263 6.302 +0.090 1,971 33,531 -114
Nov09 081215 6.794 6.862 6.716 6.742 +0.075 868 16,983 +162
Dec09 081215 7.271 7.370 7.192 7.212 +0.070 375 27,259 +97
Jan10 081215 7.550 7.621 7.468 7.492 +0.075 900 21,267 +86
Feb10 081215 7.598 7.619 7.500 7.502 +0.073 194 8,151 +51
Mar10 081215 7.444 7.444 7.308 7.332 +0.070 280 18,617 +63
Apr10 081215 6.832 6.850 6.832 6.832 +0.050 605 16,322 +304
Total Volume and Open Interest 141,192 720,492 +5,680
Brent Crude Oil(ICE)
Jan09 081215 46.00 49.96 44.25 44.60 -1.81 84,856 34,303 -8,175
Feb09 081215 48.31 52.65 46.69 47.14 -1.94 104,047 140,144 -4,324
Mar09 081215 51.96 54.89 49.06 49.43 -1.94 38,066 102,046 +2,559
Apr09 081215 53.56 56.51 50.90 51.23 -1.95 17,501 38,523 -68
May09 081215 54.87 57.83 52.53 52.63 -1.88 8,444 20,419 -1,383
Jun09 081215 55.21 58.86 53.45 53.76 -1.78 9,310 38,445 -900
Jul09 081215 55.46 59.77 54.77 54.77 -1.70 2,893 15,194 -1,792
Aug09 081215 58.05 60.66 55.76 55.76 -1.57 3,126 10,344 -1,669
Sep09 081215 58.83 61.54 56.75 56.75 -1.41 3,426 13,922 -1,768
Oct09 081215 60.70 61.35 57.64 57.64 -1.28 2,358 8,347 -1,079
Nov09 081215 58.43 58.43 58.43 58.43 -1.22 2,419 11,088 -394
Dec09 081215 59.85 63.72 59.09 59.14 -1.16 11,867 49,551 -1,521
Jan10 081215 59.80 59.80 59.80 59.80 -1.17 0 9,646 -163
Feb10 081215 60.49 60.49 60.49 60.49 -1.19 0 6,217 -12
Total Volume and Open Interest 356,124 625,341 +18,324
Gas Oil(ICE)
Jan09 081215 482.00 509.00 461.75 484.50 +26.50 68,669 71,126 -909
Feb09 081215 486.00 518.75 472.00 494.50 +25.25 29,417 63,716 +9,433
Mar09 081215 490.25 528.00 485.00 505.00 +24.25 13,052 23,118 +1,389
Apr09 081215 501.25 532.00 501.25 515.00 +23.75 6,004 20,990 +301
May09 081215 511.75 542.25 511.75 525.00 +23.25 4,796 19,161 -381
Jun09 081215 521.25 554.50 521.25 534.50 +23.00 8,289 37,028 +229
Jul09 081215 543.00 565.25 540.75 545.50 +22.75 2,041 11,943 +207
Aug09 081215 550.75 571.75 550.75 555.25 +22.25 1,425 10,920 +94
Sep09 081215 559.75 580.50 559.75 564.50 +22.25 830 9,430 -149
Oct09 081215 569.25 587.00 568.00 571.00 +21.75 801 6,959 +182
Total Volume and Open Interest 172,160 375,204 +7,839
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081215 1.555 1.555 1.540 1.547 +0.001 59 365 -15
Feb09 081215 1.590 1.590 1.530 1.540 -0.005 15 245 +13
Mar09 081215 1.545 1.565 1.540 1.548 -0.012 14 317 +5
Apr09 081215 1.570 1.570 1.560 1.560 -0.008 2 333 +2
May09 081215 1.590 1.595 1.590 1.595 +0.010 2 187 +2
Jun09 081215 1.615 1.615 1.615 1.615 +0.005 3 188 +0
Jul09 081215 1.630 1.630 1.630 1.630 +0.010 2 202 +0
Total Volume and Open Interest 229 2,789 -26
US Dollar Index(ICE)
Dec08 081215 83.230 83.325 82.262 82.262 -1.368 5,264 24,159 -1,455
Mar09 081215 84.280 84.280 82.400 83.085 -1.195 5,264 14,410 +1,181
Jun09 081215 84.500 84.500 83.500 83.520 -1.205 37 2,216 +2
Total Volume and Open Interest 10,565 41,057 -170
Australian Dollar(CME)
Dec08 081215 66.40 67.16 66.10 67.13 +1.03 744 41,148 -2,504
Mar09 081215 66.00 67.06 65.70 66.09 +0.40 593 27,012 +1,999
Jun09 081215 66.09 66.09 65.46 65.86 +0.40 0 56 +2
Total Volume and Open Interest 56,794 68,895 +598
British Pound(CME)
Dec08 081215 149.93 152.99 149.25 152.61 +2.88 498 67,758 -4,719
Mar09 081215 149.40 153.59 148.93 152.25 +2.77 496 67,201 +8,914
Jun09 081215 152.47 153.28 149.34 152.26 +2.77 0 1,183 +2
Total Volume and Open Interest 121,617 131,967 +3,258
Canadian Dollar(CME)
Dec08 081215 80.25 81.75 80.24 80.72 +0.30 167 45,623 -6,742
Mar09 081215 80.33 81.77 80.24 80.73 +0.26 68 37,452 +3,792
Jun09 081215 81.75 81.87 80.56 80.89 +0.30 32 1,718 +76
Sep09 081215 81.20 81.85 80.69 80.99 +0.28 7 1,392 +27
Total Volume and Open Interest 77,641 89,606 +2,005
Japanese Yen(CME)
Dec08 081215 109.40 110.79 109.37 110.50 +0.71 309 81,988 -3,702
Mar09 081215 109.65 111.06 109.58 110.60 +0.56 311 105,382 -2,412
Jun09 081215 110.66 111.33 110.22 110.96 +0.56 0 3,669 +9
Total Volume and Open Interest 165,769 197,168 +14,286
Swiss Franc(CME)
Dec08 081215 85.18 86.11 84.95 86.05 +1.09 388 19,299 -1,306
Mar09 081215 85.31 86.74 85.20 86.45 +1.24 328 19,482 -87
Jun09 081215 86.78 86.84 85.54 86.78 +1.24 14 313 -7
Total Volume and Open Interest 45,526 40,503 -1,311
EuroFX(CME)
Dec08 081215 133.70 136.32 133.66 136.32 +2.61 46 73,626 -9,730
Mar09 081215 133.45 136.92 133.35 136.36 +2.96 86 112,419 +5,511
Jun09 081215 133.76 136.70 133.28 136.17 +2.89 7 583 -8
Total Volume and Open Interest 280,527 192,388 +13,929
Mexican Peso(CME)
Dec08 081215 742.8 742.8 731.8 742.5 +3.0 408 31,553 -1,229
Jan09 081215 744.5 744.5 733.2 744.5 +11.2 0 1 +1
Total Volume and Open Interest 14,097 42,809 +1,087
30-Year T-Bonds(CBOT)
Dec08 081215 135~160 136~305 135~160 136~100 +0~120 3,946 10,962 -1,463
Mar09 081215 134~290 135~265 134~080 135~065 +0~125 212,586 756,495 +2,892
Jun09 081215 133~270 134~265 133~190 133~315 +0~125 88 344 +34
Total Volume and Open Interest 204,130 766,364 +6,520
10-Year T-Notes(CBOT)
Dec08 081215 127~000 127~265 126~190 127~155 +0~095 12,118 57,153 -1,727
Mar09 081215 124~095 125~075 124~010 124~230 +0~120 555,781 1,030,743 +709
Jun09 081215 123~165 123~165 123~045 123~165 +0~120      
Total Volume and Open Interest 548,853 1,088,914 +2,744
5-Year T-Notes(CBOT)
Dec08 081215 121~042 121~086 121~026 121~078 +0~053 4,810 0 +0
Mar09 081215 118~036 119~003 118~005 118~113 +0~084 243,932 0 +0
Jun09 081215 118~078 118~078 117~124 118~078 +0~082      
Total Volume and Open Interest 265,852 1,068,150 +24,098
2 Year T-Notes(CBOT)
Dec08 081215 109~092 109~092 109~092 109~092 +0~016 103 10,671 -571
Mar09 081215 108~032 108~070 108~022 108~061 +0~027 109 486,268 +2,469
Jun09 081215 108~061 108~061 108~035 108~061 +0~027      
Total Volume and Open Interest 136,965 495,041 +18,247
Eurodollars(CME)
Dec08 081215 98.115 98.128 98.115 98.128 +0.013 11,059 1,472,696 -9,686
Mar09 081215 98.480 98.515 98.405 98.470 +0.015 7,173 1,336,493 +22,958
Jun09 081215 98.430 98.480 98.385 98.455 +0.045 3,933 1,030,769 -866
Sep09 081215 98.325 98.430 98.305 98.395 +0.065 4,170 860,396 -7,101
Dec09 081215 98.220 98.325 98.185 98.280 +0.065 5,182 724,196 -61,233
Mar10 081215 98.120 98.250 98.100 98.195 +0.060 1,978 588,939 +2,903
Jun10 081215 97.990 98.085 97.915 98.025 +0.055 2,766 360,106 -435
Sep10 081215 97.860 97.950 97.755 97.890 +0.055 2,203 336,556 +1,357
Dec10 081215 97.670 97.765 97.555 97.710 +0.060 1,470 275,114 -3,508
Mar11 081215 97.570 97.645 97.435 97.590 +0.055 2,127 187,794 -637
Jun11 081215 97.390 97.460 97.265 97.405 +0.050 2,619 190,013 -1,428
Sep11 081215 97.220 97.295 97.135 97.255 +0.035 1,415 126,449 -779
Dec11 081215 97.055 97.150 97.020 97.120 +0.020 914 95,806 -393
Mar12 081215 97.045 97.130 97.015 97.105 +0.010 876 91,591 +48
Jun12 081215 97.035 97.080 96.975 97.060 +0.010 1,631 65,188 +478
Sep12 081215 96.995 97.035 96.945 97.025 +0.020 897 59,560 -120
Dec12 081215 96.885 96.960 96.875 96.950 +0.035 143 49,806 +585
Mar13 081215 96.915 96.955 96.895 96.940 +0.035 715 49,351 -820
Total Volume and Open Interest 1,705,950 8,184,052 -30,093
30 Day Federal Funds(CBOT)
Dec08 081215 99.790 99.795 99.768 99.775 -0.020 0 68,771 -565
Jan09 081215 99.740 99.740 99.655 99.670 -0.010 7 61,485 +277
Feb09 081215 99.660 99.690 99.655 99.665 -0.015 17 62,553 -2,356
Mar09 081215 99.635 99.655 99.620 99.635 -0.020 15 38,126 +285
Apr09 081215 99.590 99.620 99.585 99.600 -0.020 0 38,673 +443
May09 081215 99.540 99.570 99.540 99.560 -0.010 0 38,557 -677
Total Volume and Open Interest 40,600 396,654 -2,975
30 Day Fed Funds(e-CBOT)
Dec08 081215 99.790 99.795 99.768 99.780 -0.010 1,636 68,771 -565
Jan09 081215 99.740 99.740 99.655 99.670 -0.005 3,349 61,485 +277
Feb09 081215 99.660 99.690 99.655 99.665 -0.010 3,881 62,553 -2,356
Mar09 081215 99.635 99.640 99.620 99.630 -0.020 2,856 38,126 +285
Apr09 081215 99.590 99.605 99.585 99.600 -0.020 3,160 38,673 +443
May09 081215 99.540 99.565 99.540 99.550 -0.025 2,258 38,557 -677
Total Volume and Open Interest 21,531 394,991 -1,663
3-Mth Euro-Yen(CME)
Dec08 081215 99.10 99.10 99.09 99.09 -0.01 0 4,529 -103
Mar09 081215 99.29 99.29 99.29 99.29 +0.05 0 5,074 +0
Jun09 081215 99.38 99.38 99.38 99.38 +0.09 0 1,279 +0
Sep09 081215 99.40 99.40 99.40 99.40 +0.07 0 480 -10
Dec09 081215 99.40 99.40 99.40 99.40 +0.08 0 100 -10
Mar10 081215 99.30 99.30 99.30 99.30 +0.07      
Jun10 081215 99.24 99.24 99.24 99.24 +0.07      
Sep10 081215 99.22 99.22 99.22 99.22 +0.08      
Dec10 081215 99.24 99.24 99.24 99.24 +0.02      
Mar11 081215 99.15 99.15 99.15 99.15 +0.02      
Total Volume and Open Interest 0 11,462 -123
3-Mth Euro-Yen(SGX)
Mar09 081215 99.28 99.31 99.26 99.30 +0.01 3,733 16,948 +3,228
Jun09 081215 99.35 99.35 99.35 99.35 +0.01 200 7,351 +50
Sep09 081215 99.39 99.40 99.39 99.39 +0.00 152 3,210 +88
Dec09 081215 99.39 99.39 99.39 99.39 +0.01 1 1,202 +0
Mar10 081215 99.29 99.29 99.29 99.29 +0.01 0 880 +0
Jun10 081215 99.24 99.24 99.24 99.24 +0.01 0 513 +0
Sep10 081215 99.21 99.21 99.21 99.21 +0.01 0 252 +0
Dec10 081215 99.23 99.23 99.23 99.23 +0.02 0 152 +0
Total Volume and Open Interest 4,353 50,260 +38
Japanese Gov't Bonds(SGX)
Mar09 081215 139.75 139.80 138.88 139.25 -0.09 4,062 11,248 -700
Jun09 081215 139.25 139.25 139.25 139.25 -0.09      
Sep09 081215 139.25 139.25 139.25 139.25 -0.09      
Total Volume and Open Interest 4,062 11,248 -700
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 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 081215 114.73 114.73 114.73 114.73 +0.61      
Sep09 081215 114.73 114.73 114.73 114.73 +0.61      
Total Volume and Open Interest 312,111 797,573 -604
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 081215 119~13 120~08 119~05 120~05 +1~02 1,997 44,285 +1,800
Mar09 081215 118~20 119~23 118~14 119~12 +1~04 72,119 319,530 +3,827
Total Volume and Open Interest 53,817 358,188 +473
3-Mth Short Sterling(LIFFE)
Dec08 081215 96.95 96.96 96.92 96.93 -0.02 17,027 430,201 -5,402
Mar09 081215 97.82 97.85 97.76 97.79 -0.02 22,433 417,409 -1,160
Jun09 081215 97.94 97.94 97.88 97.92 +0.00 19,338 290,179 -1,266
Sep09 081215 97.79 97.82 97.74 97.79 +0.00 20,857 224,829 -1,610
Dec09 081215 97.50 97.56 97.47 97.53 +0.01 20,982 260,053 +306
Mar10 081215 97.32 97.36 97.26 97.33 +0.03 17,915 168,854 +4,811
Total Volume and Open Interest 198,736 2,066,981 +13,149
3-Mth Euribor(LIFFE)
Dec08 081215 96.750 96.765 96.750 96.757 +0.007 122,635 752,574 +30,484
Mar09 081215 97.325 97.340 97.275 97.305 -0.005 119,892 657,573 +13,822
Jun09 081215 97.510 97.565 97.455 97.525 +0.055 104,648 522,513 +3,631
Total Volume and Open Interest 704,183 3,610,383 +79,871
3-Mth Aus T-Bills(SFE)
Dec08 081211 95.53 95.60 95.48 95.50 unch 13,955 44,000 -19,145
Mar09 081215 96.97 97.03 96.87 96.93 -0.05 17,774 245,933 +1,386
Jun09 081215