|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 16, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081216 |
846.00 |
863.00 |
840.00 |
858.50 |
+12.50 |
5,936 |
81,035 |
-5,694 |
| Mar09 |
081216 |
849.25 |
867.00 |
843.25 |
863.00 |
+13.50 |
3,218 |
125,525 |
+3,931 |
| May09 |
081216 |
860.00 |
877.75 |
854.50 |
874.50 |
+14.50 |
474 |
28,301 |
+506 |
| Jul09 |
081216 |
869.00 |
888.00 |
864.75 |
885.00 |
+15.25 |
749 |
34,464 |
+214 |
| Aug09 |
081216 |
885.75 |
889.25 |
872.00 |
887.50 |
+15.50 |
0 |
1,583 |
+0 |
| Sep09 |
081216 |
887.00 |
890.25 |
873.00 |
888.00 |
+15.00 |
0 |
867 |
+6 |
| Nov09 |
081216 |
868.25 |
888.75 |
864.00 |
886.00 |
+16.00 |
509 |
43,635 |
-92 |
| Total Volume and Open Interest |
160,523 |
321,866 |
+724 |
| Soybean Meal(CBOT) |
| Jan09 |
081216 |
256.50 |
261.50 |
254.60 |
261.00 |
+4.20 |
3,136 |
31,716 |
-1,766 |
| Mar09 |
081216 |
256.80 |
269.80 |
255.00 |
260.90 |
+4.10 |
2,524 |
40,659 |
+1,047 |
| May09 |
081216 |
261.30 |
264.20 |
260.00 |
264.00 |
+4.30 |
154 |
15,713 |
-22 |
| Jul09 |
081216 |
260.90 |
267.40 |
260.90 |
267.30 |
+4.60 |
520 |
16,578 |
-697 |
| Aug09 |
081216 |
266.00 |
269.00 |
266.00 |
268.60 |
+4.70 |
8 |
4,553 |
+5 |
| Sep09 |
081216 |
266.50 |
269.60 |
259.60 |
269.00 |
+4.90 |
8 |
3,498 |
-5 |
| Oct09 |
081216 |
263.30 |
266.50 |
263.30 |
266.00 |
+6.00 |
0 |
2,018 |
+1 |
| Dec09 |
081216 |
263.00 |
267.30 |
262.90 |
267.30 |
+6.00 |
43 |
10,217 |
-29 |
| Total Volume and Open Interest |
38,907 |
127,017 |
-1,814 |
| Soybean Oil(CBOT) |
| Jan09 |
081216 |
30.50 |
31.35 |
30.27 |
31.35 |
+0.80 |
3,779 |
66,074 |
-228 |
| Mar09 |
081216 |
30.80 |
31.77 |
30.62 |
31.71 |
+0.80 |
2,840 |
71,453 |
+2,208 |
| May09 |
081216 |
31.72 |
32.08 |
31.03 |
32.08 |
+0.80 |
547 |
20,930 |
-412 |
| Jul09 |
081216 |
31.71 |
32.42 |
31.35 |
32.42 |
+0.80 |
558 |
24,020 |
+290 |
| Aug09 |
081216 |
31.81 |
32.61 |
31.60 |
32.61 |
+0.79 |
135 |
4,881 |
+386 |
| Sep09 |
081216 |
32.09 |
32.80 |
32.09 |
32.80 |
+0.78 |
18 |
4,838 |
+366 |
| Oct09 |
081216 |
32.58 |
32.95 |
32.45 |
32.95 |
+0.78 |
0 |
3,805 |
+0 |
| Dec09 |
081216 |
32.48 |
33.17 |
32.47 |
33.17 |
+0.77 |
69 |
20,197 |
+108 |
| Total Volume and Open Interest |
64,768 |
219,201 |
+658 |
| Canola(WCE) |
| Jan09 |
081216 |
380.0 |
390.3 |
376.3 |
387.4 |
+3.1 |
5,952 |
18,265 |
-1,270 |
| Mar09 |
081216 |
386.4 |
397.0 |
383.2 |
394.2 |
+3.2 |
8,670 |
50,627 |
+1,599 |
| May09 |
081216 |
396.9 |
403.4 |
396.9 |
403.2 |
+3.9 |
1,193 |
4,988 |
-58 |
| Jul09 |
081216 |
404.5 |
412.0 |
404.5 |
411.6 |
+3.3 |
514 |
5,989 |
+77 |
| Nov09 |
081216 |
420.0 |
427.0 |
417.8 |
426.4 |
+6.4 |
75 |
6,396 |
+22 |
| Total Volume and Open Interest |
10,231 |
85,945 |
-2,384 |
| Corn(CBOT) |
| Mar09 |
081216 |
373.00 |
399.00 |
370.25 |
394.00 |
+18.75 |
6,762 |
381,816 |
-1,540 |
| May09 |
081216 |
384.50 |
410.00 |
382.00 |
405.25 |
+18.75 |
710 |
109,707 |
+711 |
| Jul09 |
081216 |
395.25 |
420.50 |
393.00 |
416.25 |
+19.00 |
833 |
120,188 |
+999 |
| Sep09 |
081216 |
406.75 |
430.00 |
406.25 |
427.00 |
+19.25 |
19 |
28,059 |
+334 |
| Dec09 |
081216 |
421.75 |
446.00 |
417.50 |
441.50 |
+19.00 |
751 |
140,441 |
-2,202 |
| Mar10 |
081216 |
433.00 |
455.75 |
400.00 |
452.75 |
+19.00 |
7 |
10,529 |
+32 |
| Total Volume and Open Interest |
243,533 |
826,799 |
-1,202 |
| Wheat(CBOT) |
| Mar09 |
081216 |
519.25 |
552.00 |
515.00 |
544.00 |
+24.00 |
753 |
133,181 |
-1,244 |
| May09 |
081216 |
531.50 |
563.75 |
528.75 |
557.00 |
+24.25 |
30 |
26,306 |
-201 |
| Jul09 |
081216 |
545.00 |
575.50 |
541.00 |
569.50 |
+24.00 |
163 |
49,301 |
+173 |
| Sep09 |
081216 |
566.00 |
594.25 |
565.00 |
591.00 |
+24.50 |
96 |
17,058 |
-84 |
| Dec09 |
081216 |
581.25 |
615.50 |
581.25 |
611.50 |
+26.00 |
52 |
21,409 |
+802 |
| Total Volume and Open Interest |
52,440 |
253,855 |
-526 |
| Wheat(KCBT) |
| Mar09 |
081216 |
543.00 |
569.50 |
540.00 |
565.00 |
+22.00 |
3,716 |
41,221 |
-56 |
| May09 |
081216 |
553.00 |
580.25 |
553.00 |
576.00 |
+22.25 |
350 |
8,681 |
+72 |
| Jul09 |
081216 |
563.50 |
591.25 |
563.50 |
586.75 |
+22.25 |
954 |
17,713 |
-20 |
| Sep09 |
081216 |
578.00 |
601.75 |
577.75 |
597.75 |
+22.25 |
231 |
3,320 |
+101 |
| Dec09 |
081216 |
594.00 |
621.25 |
594.00 |
617.50 |
+23.75 |
459 |
7,011 |
+243 |
| Total Volume and Open Interest |
8,538 |
79,203 |
+769 |
| Wheat(MGE) |
| Dec08 |
081212 |
604.00 |
604.00 |
604.00 |
604.00 |
-20.50 |
11 |
14 |
-134 |
| Mar09 |
081216 |
587.00 |
612.00 |
584.50 |
607.25 |
+18.25 |
1,475 |
12,586 |
-216 |
| May09 |
081216 |
582.00 |
611.50 |
582.00 |
608.25 |
+21.75 |
527 |
8,336 |
-6 |
| Jul09 |
081216 |
590.00 |
615.00 |
588.00 |
611.50 |
+19.00 |
200 |
2,928 |
+67 |
| Sep09 |
081216 |
596.00 |
621.50 |
596.00 |
614.50 |
+16.00 |
115 |
3,257 |
+30 |
| Total Volume and Open Interest |
3,447 |
29,162 |
+264 |
| Oats(CBOT) |
| Mar09 |
081216 |
216.00 |
230.00 |
213.25 |
226.00 |
+10.00 |
17 |
6,849 |
+25 |
| May09 |
081216 |
224.00 |
235.00 |
223.50 |
235.00 |
+9.50 |
2 |
2,171 |
+22 |
| Jul09 |
081216 |
234.75 |
244.00 |
233.00 |
244.00 |
+9.00 |
0 |
3,807 |
+10 |
| Sep09 |
081216 |
246.75 |
253.50 |
244.50 |
253.50 |
+9.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
727 |
16,615 |
-130 |
| Rough Rice(CBOT) |
| Jan09 |
081216 |
15.05 |
15.20 |
14.95 |
15.11 |
+0.06 |
1 |
2,041 |
-155 |
| Mar09 |
081216 |
15.04 |
15.40 |
14.93 |
15.16 |
+0.09 |
20 |
3,810 |
+61 |
| May09 |
081216 |
15.22 |
15.39 |
15.14 |
15.39 |
+0.17 |
0 |
520 |
-3 |
| Jul09 |
081216 |
15.28 |
15.43 |
15.12 |
15.43 |
+0.15 |
0 |
174 |
+13 |
| Total Volume and Open Interest |
647 |
7,029 |
-76 |
| Live Cattle(CME) |
| Dec08 |
081216 |
83.980 |
87.000 |
83.950 |
86.580 |
+2.430 |
3,038 |
9,401 |
-1,263 |
| Feb09 |
081216 |
83.680 |
86.800 |
83.635 |
86.800 |
+3.000 |
12,776 |
102,575 |
+1,392 |
| Apr09 |
081216 |
86.180 |
89.150 |
86.000 |
89.150 |
+3.000 |
6,217 |
59,124 |
+1,377 |
| Jun09 |
081216 |
83.200 |
85.785 |
82.900 |
85.550 |
+2.765 |
2,006 |
22,755 |
+86 |
| Aug09 |
081216 |
82.350 |
84.980 |
82.100 |
84.885 |
+2.905 |
933 |
11,451 |
+223 |
| Oct09 |
081216 |
85.750 |
88.100 |
85.100 |
87.750 |
+2.650 |
100 |
4,014 |
+21 |
| Total Volume and Open Interest |
24,928 |
210,111 |
+1,293 |
| Feeder Cattle(CME) |
| Jan09 |
081216 |
88.250 |
91.135 |
88.230 |
91.135 |
+3.000 |
1,166 |
6,741 |
-111 |
| Mar09 |
081216 |
88.100 |
90.930 |
87.900 |
90.930 |
+3.000 |
1,258 |
10,014 |
-113 |
| Apr09 |
081216 |
89.000 |
91.850 |
89.000 |
91.850 |
+3.000 |
189 |
2,128 |
-21 |
| May09 |
081216 |
90.000 |
92.700 |
89.900 |
92.700 |
+3.000 |
110 |
1,394 |
-10 |
| Aug09 |
081216 |
92.700 |
94.680 |
92.000 |
94.500 |
+2.800 |
42 |
784 |
+17 |
| Sep09 |
081216 |
92.250 |
94.500 |
92.250 |
94.500 |
+2.800 |
5 |
97 |
-1 |
| Oct09 |
081216 |
92.750 |
94.250 |
92.750 |
94.250 |
+2.600 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
3,201 |
21,446 |
-201 |
| Lean Hogs(CME) |
| Feb09 |
081216 |
62.785 |
62.985 |
62.100 |
62.450 |
-0.130 |
7,167 |
73,346 |
+1,135 |
| Apr09 |
081216 |
68.580 |
69.100 |
68.300 |
68.930 |
+0.480 |
2,609 |
40,391 |
+474 |
| May09 |
081216 |
76.600 |
77.200 |
75.500 |
77.200 |
+0.700 |
20 |
1,528 |
+2 |
| Jun09 |
081216 |
77.700 |
78.930 |
77.700 |
78.830 |
+0.830 |
2,067 |
29,911 |
+481 |
| Jul09 |
081216 |
76.580 |
78.330 |
76.580 |
78.225 |
+1.090 |
314 |
4,805 |
+36 |
| Aug09 |
081216 |
75.200 |
76.500 |
74.635 |
76.500 |
+0.900 |
218 |
3,796 |
-84 |
| Oct09 |
081216 |
68.900 |
69.500 |
68.900 |
69.450 |
+0.550 |
14 |
2,537 |
-7 |
| Dec09 |
081216 |
66.200 |
66.400 |
65.580 |
66.400 |
+0.400 |
9 |
763 |
+2 |
| Total Volume and Open Interest |
17,540 |
155,136 |
-8,083 |
| Pork Bellies(CME) |
| Feb09 |
081216 |
81.550 |
83.980 |
80.550 |
83.980 |
+3.005 |
183 |
795 |
-28 |
| Mar09 |
081216 |
81.000 |
81.000 |
80.285 |
81.000 |
+1.100 |
12 |
132 |
+1 |
| May09 |
081216 |
82.100 |
83.000 |
82.100 |
82.100 |
+0.050 |
55 |
222 |
+0 |
| Jul09 |
081216 |
83.300 |
83.300 |
83.300 |
83.300 |
+0.015 |
18 |
108 |
+8 |
| Aug09 |
081216 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
258 |
1,277 |
-15 |
| Class III Milk(CME) |
| Dec08 |
081216 |
15.18 |
15.22 |
15.15 |
15.18 |
+0.03 |
38 |
5,197 |
-12 |
| Jan09 |
081216 |
13.13 |
13.35 |
12.85 |
13.00 |
-0.13 |
226 |
4,241 |
+73 |
| Feb09 |
081216 |
13.14 |
13.31 |
12.85 |
12.99 |
-0.14 |
285 |
3,941 |
+91 |
| Mar09 |
081216 |
13.20 |
13.25 |
12.93 |
13.03 |
-0.09 |
163 |
3,249 |
+43 |
| Apr09 |
081216 |
13.26 |
13.27 |
13.08 |
13.11 |
-0.09 |
140 |
2,701 |
+57 |
| Total Volume and Open Interest |
1,702 |
36,091 |
+840 |
| Cocoa(ICE) |
| Dec08 |
081215 |
2582 |
2582 |
2582 |
2582 |
+164 |
|
|
|
| Mar09 |
081216 |
2542 |
2609 |
2520 |
2569 |
+9 |
9,166 |
61,130 |
+1,299 |
| May09 |
081216 |
2530 |
2603 |
2518 |
2562 |
+10 |
1,570 |
22,158 |
+778 |
| Jul09 |
081216 |
2530 |
2572 |
2501 |
2547 |
+13 |
809 |
9,886 |
-31 |
| Sep09 |
081216 |
2484 |
2525 |
2484 |
2525 |
+12 |
863 |
6,597 |
+566 |
| Dec09 |
081216 |
2458 |
2502 |
2457 |
2502 |
+13 |
390 |
9,274 |
+199 |
| Mar10 |
081216 |
2479 |
2479 |
2479 |
2479 |
+16 |
0 |
2,504 |
+122 |
| Total Volume and Open Interest |
6,428 |
110,436 |
-512 |
| Coffee "C"(ICE) |
| Dec08 |
081216 |
110.20 |
111.25 |
109.60 |
109.60 |
+1.30 |
1 |
30 |
-2 |
| Mar09 |
081216 |
110.80 |
111.95 |
110.25 |
111.10 |
+0.55 |
9,270 |
71,837 |
-1,743 |
| May09 |
081216 |
113.15 |
114.00 |
112.75 |
113.40 |
+0.50 |
2,135 |
26,605 |
-87 |
| Jul09 |
081216 |
115.40 |
116.20 |
115.25 |
115.60 |
+0.40 |
1,059 |
6,498 |
-354 |
| Sep09 |
081216 |
117.45 |
118.30 |
117.30 |
117.75 |
+0.55 |
881 |
3,733 |
+146 |
| Dec09 |
081216 |
120.40 |
121.15 |
120.00 |
120.55 |
+0.55 |
1,429 |
6,577 |
+420 |
| Total Volume and Open Interest |
12,680 |
120,154 |
+2,155 |
| Orange Juice(ICE) |
| Jan09 |
081216 |
77.25 |
77.25 |
72.75 |
73.85 |
-2.90 |
606 |
4,376 |
-156 |
| Mar09 |
081216 |
76.40 |
76.75 |
72.75 |
73.90 |
-2.60 |
932 |
20,152 |
+282 |
| May09 |
081216 |
80.00 |
80.00 |
76.95 |
77.85 |
-2.60 |
60 |
2,407 |
+21 |
| Jul09 |
081216 |
83.45 |
83.45 |
81.00 |
81.80 |
-2.65 |
12 |
1,060 |
+12 |
| Sep09 |
081216 |
87.50 |
87.50 |
86.30 |
86.30 |
-2.40 |
7 |
219 |
+4 |
| Nov09 |
081216 |
92.00 |
92.00 |
90.95 |
90.95 |
-2.55 |
6 |
152 |
+6 |
| Total Volume and Open Interest |
1,762 |
28,502 |
+130 |
| Sugar #11(ICE) |
| Mar09 |
081216 |
11.49 |
11.74 |
11.45 |
11.67 |
+0.15 |
29,866 |
249,639 |
-352 |
| May09 |
081216 |
12.34 |
12.34 |
11.99 |
12.21 |
+0.16 |
6,012 |
101,217 |
-1,619 |
| Jul09 |
081216 |
12.34 |
12.62 |
12.33 |
12.56 |
+0.18 |
3,422 |
115,829 |
-371 |
| Oct09 |
081216 |
12.88 |
13.08 |
12.85 |
13.03 |
+0.19 |
1,411 |
70,389 |
+194 |
| Mar10 |
081216 |
13.46 |
13.72 |
13.46 |
13.65 |
+0.18 |
1,744 |
49,459 |
-136 |
| Total Volume and Open Interest |
45,040 |
644,018 |
-954 |
| Sugar #14(ICE) |
| Mar09 |
081216 |
19.70 |
19.90 |
19.70 |
19.90 |
+0.01 |
5 |
2,567 |
+0 |
| May09 |
081216 |
20.45 |
20.45 |
20.45 |
20.45 |
unch |
5 |
2,093 |
+0 |
| Jul09 |
081216 |
20.53 |
20.53 |
20.53 |
20.53 |
unch |
0 |
1,760 |
-20 |
| Sep09 |
081216 |
21.10 |
21.10 |
20.95 |
20.95 |
+0.02 |
8 |
867 |
+8 |
| Total Volume and Open Interest |
127 |
7,299 |
-9 |
| London Cocoa(LCE) |
| Dec08 |
081212 |
1806 |
1819 |
1670 |
1670 |
-136 |
4,565 |
2,651 |
-1,206 |
| Mar09 |
081216 |
1697 |
1709 |
1675 |
1707 |
+11 |
7,747 |
71,093 |
+980 |
| May09 |
081216 |
1690 |
1702 |
1673 |
1699 |
+9 |
1,419 |
33,306 |
+226 |
| Jul09 |
081216 |
1700 |
1705 |
1679 |
1705 |
+5 |
1,166 |
31,566 |
-701 |
| Sep09 |
081216 |
1689 |
1689 |
1689 |
1689 |
+11 |
74 |
11,567 |
+24 |
| Dec09 |
081216 |
1643 |
1657 |
1642 |
1657 |
+9 |
60 |
9,849 |
+15 |
| Mar10 |
081216 |
1655 |
1655 |
1655 |
1655 |
+11 |
111 |
820 |
-4 |
| Total Volume and Open Interest |
7,703 |
157,673 |
-1,143 |
| London Coffee(LCE) |
| Jan09 |
081216 |
1880.00 |
1889.00 |
1840.00 |
1865.00 |
-11.00 |
3,980 |
57,505 |
-1,519 |
| Total Volume and Open Interest |
2,072 |
59,024 |
-734 |
| London Sugar(LCE) |
| Mar09 |
081216 |
319.50 |
323.80 |
317.00 |
323.80 |
+4.30 |
880 |
25,159 |
-3 |
| May09 |
081216 |
328.50 |
333.60 |
328.50 |
333.60 |
+4.10 |
209 |
10,803 |
+70 |
| Aug09 |
081216 |
337.40 |
341.70 |
337.10 |
341.70 |
+4.20 |
79 |
7,585 |
-21 |
| Oct09 |
081216 |
350.30 |
350.30 |
350.30 |
350.30 |
+4.60 |
42 |
3,247 |
-11 |
| Dec09 |
081216 |
358.60 |
358.60 |
358.60 |
358.60 |
+4.60 |
14 |
865 |
-7 |
| Total Volume and Open Interest |
1,691 |
47,993 |
-13 |
| Cotton(ICE) |
| Mar09 |
081216 |
44.16 |
44.65 |
43.90 |
44.14 |
-0.02 |
4,902 |
74,196 |
-899 |
| May09 |
081216 |
44.65 |
45.16 |
44.51 |
44.89 |
+0.28 |
1,712 |
19,490 |
+248 |
| Jul09 |
081216 |
45.57 |
46.10 |
45.06 |
45.90 |
+0.34 |
722 |
17,904 |
+220 |
| Oct09 |
081216 |
48.55 |
48.74 |
48.55 |
48.74 |
+0.49 |
0 |
240 |
+0 |
| Dec09 |
081216 |
49.74 |
50.30 |
49.00 |
50.13 |
+0.39 |
429 |
14,632 |
+323 |
| Mar10 |
081216 |
53.26 |
53.26 |
52.73 |
53.23 |
+0.39 |
0 |
146 |
+0 |
| Total Volume and Open Interest |
10,461 |
128,432 |
-882 |
| Lumber(CME) |
| Jan09 |
081216 |
166.5 |
170.4 |
163.7 |
168.0 |
+1.2 |
767 |
2,328 |
-141 |
| Mar09 |
081216 |
180.3 |
189.0 |
176.6 |
189.0 |
+7.8 |
706 |
4,117 |
+137 |
| May09 |
081216 |
192.5 |
196.8 |
188.2 |
193.3 |
-1.5 |
46 |
823 |
-5 |
| Jul09 |
081216 |
204.8 |
208.0 |
202.7 |
207.0 |
+2.1 |
38 |
374 |
+16 |
| Total Volume and Open Interest |
1,325 |
7,760 |
-125 |
| Crude Oil(NYM) |
| Jan09 |
081216 |
44.95 |
46.53 |
42.56 |
43.60 |
-0.91 |
256,308 |
107,149 |
-11,679 |
| Feb09 |
081216 |
47.92 |
49.54 |
45.79 |
46.70 |
-0.77 |
117,595 |
234,944 |
+8,742 |
| Mar09 |
081216 |
50.21 |
51.96 |
48.38 |
49.17 |
-0.83 |
33,976 |
106,273 |
+4,935 |
| Apr09 |
081216 |
51.85 |
53.58 |
50.34 |
50.91 |
-0.82 |
15,491 |
52,348 |
+1,033 |
| May09 |
081216 |
53.28 |
54.30 |
52.16 |
52.16 |
-0.79 |
7,782 |
33,417 |
-481 |
| Jun09 |
081216 |
54.45 |
55.66 |
52.40 |
53.10 |
-0.73 |
25,686 |
109,639 |
-1,641 |
| Jul09 |
081216 |
55.26 |
56.35 |
53.24 |
53.90 |
-0.69 |
4,055 |
29,112 |
-119 |
| Aug09 |
081216 |
54.78 |
55.30 |
54.00 |
54.65 |
-0.66 |
2,275 |
26,325 |
-48 |
| Sep09 |
081216 |
57.50 |
57.50 |
55.37 |
55.37 |
-0.66 |
3,914 |
20,590 |
-374 |
| Oct09 |
081216 |
58.13 |
58.14 |
56.05 |
56.05 |
-0.68 |
2,006 |
18,565 |
-319 |
| Nov09 |
081216 |
56.78 |
56.78 |
56.72 |
56.72 |
-0.70 |
1,867 |
16,129 |
-138 |
| Dec09 |
081216 |
58.50 |
59.56 |
56.75 |
57.39 |
-0.72 |
20,531 |
101,383 |
-163 |
| Jan10 |
081216 |
58.50 |
58.50 |
58.00 |
58.00 |
-0.72 |
1,209 |
18,567 |
+265 |
| Feb10 |
081216 |
58.60 |
58.60 |
58.60 |
58.60 |
-0.73 |
345 |
10,372 |
-89 |
| Mar10 |
081216 |
59.18 |
59.18 |
59.18 |
59.18 |
-0.75 |
390 |
13,169 |
+7 |
| Apr10 |
081216 |
59.74 |
59.74 |
59.74 |
59.74 |
-0.79 |
24 |
3,553 |
+0 |
| Total Volume and Open Interest |
578,164 |
1,164,703 |
+5,608 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081216 |
44.925 |
46.500 |
42.550 |
43.600 |
-0.900 |
17,363 |
7,068 |
-107 |
| Feb09 |
081216 |
47.650 |
49.500 |
45.850 |
46.700 |
-0.775 |
2,509 |
1,751 |
+505 |
| Mar09 |
081216 |
50.675 |
51.750 |
48.500 |
49.175 |
-0.825 |
71 |
495 |
-4 |
| Apr09 |
081216 |
51.000 |
51.750 |
50.900 |
50.900 |
-0.825 |
3 |
118 |
-2 |
| May09 |
081216 |
52.150 |
52.150 |
52.150 |
52.150 |
-0.800 |
2 |
30 |
+0 |
| Jun09 |
081216 |
54.025 |
54.025 |
53.100 |
53.100 |
-0.725 |
2 |
13 |
+2 |
| Jul09 |
081216 |
53.900 |
53.900 |
53.900 |
53.900 |
-0.700 |
1 |
1 |
+0 |
| Aug09 |
081216 |
54.650 |
54.650 |
54.650 |
54.650 |
-0.650 |
0 |
1 |
+0 |
| Sep09 |
081216 |
55.375 |
55.375 |
55.375 |
55.375 |
-0.650 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,708 |
9,157 |
-535 |
| Heating Oil(NYM) |
| Jan09 |
081216 |
147.80 |
154.01 |
144.49 |
146.03 |
+0.02 |
37,604 |
31,837 |
-990 |
| Feb09 |
081216 |
149.94 |
156.08 |
146.93 |
148.33 |
-0.38 |
17,858 |
44,276 |
+1,448 |
| Mar09 |
081216 |
152.07 |
158.67 |
149.33 |
150.98 |
-0.93 |
7,686 |
29,499 |
-253 |
| Apr09 |
081216 |
154.99 |
160.38 |
152.00 |
152.93 |
-1.23 |
3,250 |
16,510 |
+19 |
| May09 |
081216 |
157.04 |
161.60 |
154.25 |
154.88 |
-1.53 |
1,195 |
13,677 |
+23 |
| Jun09 |
081216 |
159.32 |
164.44 |
157.08 |
157.18 |
-1.53 |
2,086 |
20,241 |
+51 |
| Jul09 |
081216 |
161.70 |
164.85 |
159.50 |
159.68 |
-1.58 |
436 |
8,361 |
-9 |
| Aug09 |
081216 |
164.90 |
168.45 |
162.28 |
162.28 |
-1.73 |
267 |
4,192 |
+55 |
| Sep09 |
081216 |
171.84 |
171.84 |
164.85 |
164.93 |
-1.98 |
838 |
7,262 |
+278 |
| Oct09 |
081216 |
170.47 |
174.56 |
167.08 |
167.68 |
-1.93 |
302 |
3,290 |
+9 |
| Nov09 |
081216 |
173.10 |
176.97 |
170.30 |
170.33 |
-1.88 |
200 |
2,201 |
+12 |
| Dec09 |
081216 |
175.28 |
178.75 |
172.20 |
172.73 |
-1.83 |
358 |
13,850 |
+6 |
| Total Volume and Open Interest |
88,485 |
223,596 |
-664 |
| Gasoline(NYMEX) |
| Jan09 |
081216 |
104.40 |
109.70 |
101.80 |
104.00 |
+0.31 |
27,624 |
50,250 |
-5,151 |
| Feb09 |
081216 |
109.14 |
113.93 |
106.00 |
107.97 |
-0.32 |
14,639 |
57,401 |
+2,766 |
| Mar09 |
081216 |
113.86 |
118.10 |
110.72 |
111.97 |
-0.62 |
7,739 |
25,262 |
+254 |
| Apr09 |
081216 |
128.35 |
131.80 |
125.25 |
125.72 |
-0.92 |
2,426 |
16,933 |
-238 |
| May09 |
081216 |
133.41 |
134.11 |
126.50 |
128.17 |
-0.97 |
1,127 |
9,589 |
-70 |
| Jun09 |
081216 |
134.63 |
136.43 |
130.62 |
130.62 |
-1.02 |
1,341 |
8,757 |
+377 |
| Jul09 |
081216 |
137.70 |
137.70 |
132.17 |
132.17 |
-1.07 |
1,166 |
7,433 |
+390 |
| Aug09 |
081216 |
138.00 |
138.00 |
132.39 |
133.17 |
-1.07 |
483 |
4,089 |
-59 |
| Sep09 |
081216 |
136.84 |
136.84 |
133.50 |
133.67 |
-1.17 |
434 |
3,791 |
+57 |
| Oct09 |
081216 |
126.00 |
128.00 |
124.67 |
124.67 |
-1.07 |
155 |
2,987 |
-6 |
| Total Volume and Open Interest |
57,305 |
201,306 |
-1,633 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081216 |
104.00 |
104.00 |
104.00 |
104.00 |
+0.31 |
0 |
3 |
+0 |
| Feb09 |
081216 |
107.97 |
107.97 |
107.97 |
107.97 |
-0.32 |
0 |
1 |
+0 |
| Mar09 |
081216 |
111.97 |
111.97 |
111.97 |
111.97 |
-0.62 |
|
|
|
| Apr09 |
081216 |
125.72 |
125.72 |
125.72 |
125.72 |
-0.92 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081216 |
5.660 |
5.825 |
5.574 |
5.751 |
+0.106 |
50,328 |
63,834 |
-5,965 |
| Feb09 |
081216 |
5.686 |
5.850 |
5.622 |
5.781 |
+0.106 |
18,164 |
62,060 |
+3,878 |
| Mar09 |
081216 |
5.690 |
5.870 |
5.611 |
5.803 |
+0.121 |
12,351 |
103,423 |
+1,860 |
| Apr09 |
081216 |
5.724 |
5.877 |
5.690 |
5.833 |
+0.111 |
5,514 |
62,854 |
+366 |
| May09 |
081216 |
5.830 |
5.929 |
5.780 |
5.901 |
+0.101 |
3,395 |
36,423 |
+140 |
| Jun09 |
081216 |
5.934 |
6.030 |
5.910 |
6.003 |
+0.098 |
2,054 |
26,467 |
+1,319 |
| Jul09 |
081216 |
6.033 |
6.141 |
5.960 |
6.121 |
+0.096 |
1,063 |
23,662 |
+98 |
| Aug09 |
081216 |
6.170 |
6.239 |
6.138 |
6.221 |
+0.088 |
434 |
21,370 |
-4 |
| Sep09 |
081216 |
6.219 |
6.295 |
6.190 |
6.271 |
+0.086 |
460 |
17,441 |
+167 |
| Oct09 |
081216 |
6.347 |
6.413 |
6.310 |
6.388 |
+0.086 |
2,248 |
33,956 |
+425 |
| Nov09 |
081216 |
6.772 |
6.830 |
6.753 |
6.813 |
+0.071 |
439 |
17,073 |
+90 |
| Dec09 |
081216 |
7.210 |
7.300 |
7.210 |
7.268 |
+0.056 |
477 |
27,336 |
+77 |
| Jan10 |
081216 |
7.515 |
7.557 |
7.480 |
7.543 |
+0.051 |
1,209 |
21,373 |
+106 |
| Feb10 |
081216 |
7.535 |
7.566 |
7.505 |
7.553 |
+0.051 |
61 |
8,159 |
+8 |
| Mar10 |
081216 |
7.345 |
7.400 |
7.330 |
7.380 |
+0.048 |
503 |
18,661 |
+44 |
| Apr10 |
081216 |
6.860 |
6.887 |
6.850 |
6.875 |
+0.043 |
439 |
16,474 |
+152 |
| Total Volume and Open Interest |
87,553 |
712,613 |
-7,879 |
| Brent Crude Oil(ICE) |
| Jan09 |
081216 |
44.76 |
46.48 |
43.90 |
44.56 |
-0.04 |
79,137 |
16,462 |
-17,841 |
| Feb09 |
081216 |
47.06 |
49.22 |
45.50 |
46.85 |
-0.29 |
120,201 |
144,635 |
+4,491 |
| Mar09 |
081216 |
49.31 |
51.46 |
47.88 |
49.19 |
-0.24 |
29,329 |
101,155 |
-891 |
| Apr09 |
081216 |
51.39 |
53.20 |
49.86 |
49.90 |
-1.33 |
13,878 |
41,351 |
+2,828 |
| May09 |
081216 |
52.43 |
54.45 |
51.25 |
51.50 |
-1.13 |
8,377 |
20,093 |
-326 |
| Jun09 |
081216 |
53.87 |
55.51 |
52.38 |
52.44 |
-1.32 |
9,585 |
38,571 |
+126 |
| Jul09 |
081216 |
54.89 |
56.56 |
53.44 |
53.45 |
-1.32 |
3,618 |
16,162 |
+968 |
| Aug09 |
081216 |
55.91 |
57.50 |
54.38 |
54.40 |
-1.36 |
2,648 |
10,683 |
+339 |
| Sep09 |
081216 |
56.90 |
58.45 |
56.33 |
56.75 |
unch |
2,655 |
13,726 |
-196 |
| Oct09 |
081216 |
57.00 |
57.00 |
57.00 |
57.00 |
-0.64 |
2,273 |
8,283 |
-64 |
| Nov09 |
081216 |
57.80 |
57.80 |
57.80 |
57.80 |
-0.63 |
0 |
11,000 |
-88 |
| Dec09 |
081216 |
59.00 |
60.98 |
57.63 |
57.64 |
-1.50 |
7,456 |
51,062 |
+1,511 |
| Jan10 |
081216 |
59.06 |
59.06 |
59.06 |
59.06 |
-0.74 |
0 |
9,651 |
+5 |
| Feb10 |
081216 |
59.68 |
59.68 |
59.68 |
59.68 |
-0.81 |
0 |
6,215 |
-2 |
| Total Volume and Open Interest |
312,252 |
604,394 |
-20,947 |
| Gas Oil(ICE) |
| Jan09 |
081216 |
461.25 |
487.25 |
458.00 |
468.50 |
-16.00 |
65,768 |
70,757 |
-369 |
| Feb09 |
081216 |
476.50 |
496.75 |
468.25 |
477.50 |
-17.00 |
37,240 |
61,075 |
-2,641 |
| Mar09 |
081216 |
486.00 |
506.50 |
479.50 |
487.75 |
-17.25 |
13,724 |
22,610 |
-508 |
| Apr09 |
081216 |
502.00 |
516.00 |
493.75 |
497.50 |
-17.50 |
6,723 |
21,580 |
+590 |
| May09 |
081216 |
506.00 |
525.75 |
503.50 |
507.00 |
-18.00 |
4,057 |
19,388 |
+227 |
| Jun09 |
081216 |
515.50 |
534.00 |
513.25 |
516.50 |
-18.00 |
7,573 |
37,746 |
+718 |
| Jul09 |
081216 |
526.50 |
539.75 |
526.50 |
527.50 |
-18.00 |
2,035 |
11,201 |
-742 |
| Aug09 |
081216 |
536.50 |
555.75 |
535.50 |
537.50 |
-17.75 |
1,124 |
11,763 |
+843 |
| Sep09 |
081216 |
545.75 |
565.00 |
545.00 |
547.00 |
-17.50 |
468 |
10,378 |
+948 |
| Oct09 |
081216 |
557.75 |
569.75 |
552.00 |
554.00 |
-17.00 |
416 |
6,937 |
-22 |
| Total Volume and Open Interest |
149,851 |
377,266 |
+2,062 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081216 |
1.550 |
1.590 |
1.550 |
1.587 |
+0.040 |
42 |
333 |
-32 |
| Feb09 |
081216 |
1.550 |
1.600 |
1.550 |
1.590 |
+0.050 |
19 |
244 |
-1 |
| Mar09 |
081216 |
1.550 |
1.619 |
1.550 |
1.600 |
+0.052 |
15 |
318 |
+1 |
| Apr09 |
081216 |
1.570 |
1.600 |
1.570 |
1.600 |
+0.040 |
14 |
340 |
+7 |
| May09 |
081216 |
1.614 |
1.650 |
1.614 |
1.650 |
+0.055 |
4 |
184 |
-3 |
| Jun09 |
081216 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.065 |
2 |
188 |
+0 |
| Jul09 |
081216 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.050 |
2 |
199 |
-3 |
| Total Volume and Open Interest |
147 |
2,771 |
-18 |
| US Dollar Index(ICE) |
| Mar09 |
081216 |
82.905 |
83.180 |
80.605 |
81.595 |
-1.490 |
5,800 |
13,835 |
-575 |
| Jun09 |
081216 |
82.925 |
82.925 |
81.415 |
81.920 |
-1.600 |
56 |
2,269 |
+53 |
| Sep09 |
081216 |
82.495 |
82.495 |
82.495 |
82.495 |
-1.600 |
|
|
|
| Total Volume and Open Interest |
10,666 |
40,785 |
-272 |
| Australian Dollar(CME) |
| Dec08 |
081215 |
67.13 |
67.13 |
67.13 |
67.13 |
+1.03 |
744 |
41,148 |
-2,504 |
| Mar09 |
081216 |
66.59 |
69.38 |
66.23 |
68.79 |
+2.70 |
5 |
27,465 |
+453 |
| Jun09 |
081216 |
66.58 |
68.92 |
65.86 |
68.56 |
+2.70 |
0 |
61 |
+5 |
| Total Volume and Open Interest |
40,528 |
68,392 |
-503 |
| British Pound(CME) |
| Dec08 |
081215 |
152.61 |
152.61 |
152.61 |
152.61 |
+2.88 |
498 |
67,758 |
-4,719 |
| Mar09 |
081216 |
152.80 |
156.24 |
151.82 |
154.50 |
+2.25 |
4 |
64,535 |
-2,666 |
| Jun09 |
081216 |
152.50 |
155.95 |
152.16 |
154.51 |
+2.25 |
0 |
1,183 |
+0 |
| Total Volume and Open Interest |
97,728 |
136,164 |
+4,197 |
| Canadian Dollar(CME) |
| Dec08 |
081216 |
81.00 |
81.38 |
80.72 |
81.21 |
+0.49 |
447 |
44,796 |
-827 |
| Mar09 |
081216 |
81.08 |
83.45 |
80.79 |
82.43 |
+1.70 |
528 |
38,728 |
+1,276 |
| Jun09 |
081216 |
81.32 |
83.28 |
80.89 |
82.56 |
+1.67 |
0 |
1,758 |
+40 |
| Sep09 |
081216 |
81.95 |
83.39 |
80.99 |
82.73 |
+1.74 |
0 |
1,166 |
-226 |
| Total Volume and Open Interest |
49,586 |
86,777 |
-2,829 |
| Japanese Yen(CME) |
| Dec08 |
081215 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.71 |
309 |
81,988 |
-3,702 |
| Mar09 |
081216 |
110.53 |
112.97 |
110.39 |
112.08 |
+1.48 |
11 |
104,377 |
-1,005 |
| Jun09 |
081216 |
111.38 |
113.09 |
110.94 |
112.44 |
+1.48 |
0 |
3,660 |
-9 |
| Total Volume and Open Interest |
147,843 |
191,063 |
-6,105 |
| Swiss Franc(CME) |
| Dec08 |
081215 |
86.05 |
86.05 |
86.05 |
86.05 |
+1.09 |
388 |
19,299 |
-1,306 |
| Mar09 |
081216 |
86.57 |
89.96 |
86.52 |
88.97 |
+2.52 |
10 |
20,983 |
+1,501 |
| Jun09 |
081216 |
89.30 |
90.08 |
86.78 |
89.30 |
+2.52 |
0 |
313 |
+0 |
| Total Volume and Open Interest |
37,809 |
39,103 |
-1,400 |
| EuroFX(CME) |
| Dec08 |
081215 |
135.70 |
136.32 |
135.70 |
136.32 |
+2.61 |
46 |
73,626 |
-9,730 |
| Mar09 |
081216 |
136.67 |
141.15 |
136.00 |
139.44 |
+3.08 |
196 |
116,921 |
+4,502 |
| Jun09 |
081216 |
136.41 |
140.78 |
135.83 |
139.25 |
+3.08 |
0 |
601 |
+18 |
| Total Volume and Open Interest |
196,262 |
187,698 |
-4,690 |
| Mexican Peso(CME) |
| Dec08 |
081215 |
742.5 |
742.5 |
742.5 |
742.5 |
+3.0 |
408 |
31,553 |
-1,229 |
| Jan09 |
081216 |
760.0 |
760.0 |
744.5 |
760.0 |
+15.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,380 |
42,655 |
-154 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081216 |
137~085 |
140~010 |
136~160 |
138~155 |
+2~055 |
8,941 |
10,234 |
-728 |
| Mar09 |
081216 |
135~205 |
139~025 |
135~100 |
137~120 |
+2~055 |
109,842 |
754,750 |
-1,745 |
| Jun09 |
081216 |
134~205 |
137~305 |
133~315 |
136~050 |
+2~055 |
34 |
359 |
+15 |
| Total Volume and Open Interest |
216,666 |
767,855 |
+1,491 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081216 |
128~095 |
130~130 |
127~105 |
129~065 |
+1~230 |
7,366 |
56,653 |
-500 |
| Mar09 |
081216 |
124~275 |
127~050 |
124~215 |
126~200 |
+1~290 |
277,295 |
1,022,721 |
-8,022 |
| Jun09 |
081216 |
125~125 |
125~125 |
123~165 |
125~125 |
+1~280 |
|
|
|
| Total Volume and Open Interest |
567,899 |
1,087,896 |
-1,018 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081216 |
121~112 |
122~060 |
121~030 |
122~038 |
+0~089 |
7,144 |
0 |
+0 |
| Mar09 |
081216 |
118~114 |
120~000 |
118~066 |
119~098 |
+0~114 |
182,828 |
0 |
+0 |
| Jun09 |
081216 |
119~059 |
119~059 |
118~078 |
119~059 |
+0~110 |
|
|
|
| Total Volume and Open Interest |
280,805 |
1,038,371 |
-29,779 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081216 |
109~086 |
109~125 |
109~074 |
109~123 |
+0~031 |
250 |
9,880 |
-791 |
| Mar09 |
081216 |
108~066 |
108~105 |
108~038 |
108~095 |
+0~035 |
260 |
487,577 |
+1,309 |
| Jun09 |
081216 |
108~095 |
108~095 |
108~061 |
108~095 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
118,451 |
496,939 |
+1,898 |
| Eurodollars(CME) |
| Mar09 |
081216 |
98.480 |
98.820 |
98.435 |
98.785 |
+0.315 |
7,997 |
1,342,193 |
+5,700 |
| Jun09 |
081216 |
98.465 |
98.815 |
98.405 |
98.780 |
+0.325 |
9,645 |
1,032,224 |
+1,455 |
| Sep09 |
081216 |
98.430 |
98.745 |
98.310 |
98.700 |
+0.305 |
10,200 |
852,773 |
-7,623 |
| Dec09 |
081216 |
98.315 |
98.600 |
98.190 |
98.560 |
+0.280 |
4,400 |
723,543 |
-653 |
| Mar10 |
081216 |
98.250 |
98.510 |
98.110 |
98.460 |
+0.265 |
7,455 |
596,650 |
+7,711 |
| Jun10 |
081216 |
98.085 |
98.340 |
97.940 |
98.285 |
+0.260 |
2,108 |
360,800 |
+694 |
| Sep10 |
081216 |
97.935 |
98.205 |
97.810 |
98.145 |
+0.255 |
4,121 |
338,727 |
+2,171 |
| Dec10 |
081216 |
97.750 |
98.040 |
97.640 |
97.980 |
+0.270 |
2,751 |
278,601 |
+3,487 |
| Mar11 |
081216 |
97.630 |
97.920 |
97.520 |
97.875 |
+0.285 |
2,593 |
185,116 |
-2,678 |
| Jun11 |
081216 |
97.445 |
97.755 |
97.340 |
97.705 |
+0.300 |
2,917 |
187,413 |
-2,600 |
| Sep11 |
081216 |
97.280 |
97.620 |
97.205 |
97.570 |
+0.315 |
4,086 |
121,684 |
-4,765 |
| Dec11 |
081216 |
97.170 |
97.535 |
97.075 |
97.445 |
+0.325 |
8,117 |
97,196 |
+1,390 |
| Mar12 |
081216 |
97.110 |
97.480 |
97.070 |
97.420 |
+0.315 |
5,940 |
94,783 |
+3,192 |
| Jun12 |
081216 |
97.075 |
97.415 |
97.025 |
97.370 |
+0.310 |
1,475 |
66,129 |
+941 |
| Sep12 |
081216 |
97.080 |
97.370 |
97.000 |
97.330 |
+0.305 |
2,551 |
63,616 |
+4,056 |
| Dec12 |
081216 |
96.980 |
97.340 |
96.925 |
97.250 |
+0.300 |
5,170 |
50,998 |
+1,192 |
| Mar13 |
081216 |
96.980 |
97.260 |
96.935 |
97.235 |
+0.295 |
156 |
48,894 |
-457 |
| Jun13 |
081216 |
96.920 |
97.210 |
96.905 |
97.180 |
+0.290 |
1,486 |
27,734 |
-28 |
| Total Volume and Open Interest |
1,823,613 |
8,133,573 |
-50,479 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081216 |
99.783 |
99.850 |
99.762 |
99.832 |
+0.057 |
0 |
69,008 |
+237 |
| Jan09 |
081216 |
99.675 |
99.850 |
99.630 |
99.835 |
+0.165 |
310 |
62,559 |
+1,074 |
| Feb09 |
081216 |
99.665 |
99.835 |
99.640 |
99.820 |
+0.155 |
300 |
62,294 |
-259 |
| Mar09 |
081216 |
99.640 |
99.810 |
99.610 |
99.800 |
+0.165 |
0 |
39,260 |
+1,134 |
| Apr09 |
081216 |
99.605 |
99.775 |
99.570 |
99.765 |
+0.165 |
0 |
38,775 |
+102 |
| May09 |
081216 |
99.565 |
99.730 |
99.540 |
99.725 |
+0.165 |
0 |
38,157 |
-400 |
| Total Volume and Open Interest |
21,570 |
396,274 |
-380 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081216 |
99.783 |
99.850 |
99.762 |
99.835 |
+0.055 |
3,246 |
69,008 |
+237 |
| Jan09 |
081216 |
99.675 |
99.850 |
99.630 |
99.830 |
+0.160 |
5,051 |
62,559 |
+1,074 |
| Feb09 |
081216 |
99.665 |
99.835 |
99.640 |
99.820 |
+0.155 |
6,233 |
62,294 |
-259 |
| Mar09 |
081216 |
99.640 |
99.810 |
99.610 |
99.790 |
+0.160 |
2,898 |
39,260 |
+1,134 |
| Apr09 |
081216 |
99.605 |
99.775 |
99.570 |
99.765 |
+0.165 |
1,804 |
38,775 |
+102 |
| May09 |
081216 |
99.565 |
99.730 |
99.540 |
99.725 |
+0.175 |
1,164 |
38,157 |
-400 |
| Total Volume and Open Interest |
21,816 |
398,351 |
+3,360 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
081216 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
351 |
5,105 |
+31 |
| Jun09 |
081216 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
120 |
1,283 |
+4 |
| Sep09 |
081216 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
30 |
481 |
+1 |
| Dec09 |
081216 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
75 |
175 |
+75 |
| Mar10 |
081216 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
|
|
|
| Jun10 |
081216 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Sep10 |
081216 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Dec10 |
081216 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Mar11 |
081216 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.08 |
|
|
|
| Jun11 |
081216 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
576 |
7,044 |
-4,418 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081216 |
99.31 |
99.33 |
99.22 |
99.22 |
-0.08 |
2,099 |
18,577 |
+1,629 |
| Jun09 |
081216 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.08 |
0 |
7,351 |
+0 |
| Sep09 |
081216 |
99.42 |
99.42 |
99.32 |
99.32 |
-0.07 |
22 |
3,208 |
-2 |
| Dec09 |
081216 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.07 |
0 |
1,202 |
+0 |
| Mar10 |
081216 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.07 |
0 |
880 |
+0 |
| Jun10 |
081216 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.07 |
0 |
513 |
+0 |
| Sep10 |
081216 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.07 |
0 |
252 |
+0 |
| Dec10 |
081216 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.08 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
2,121 |
53,777 |
+3,517 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081216 |
139.55 |
139.55 |
139.03 |
139.14 |
-0.11 |
1,264 |
11,715 |
+467 |
| Jun09 |
081216 |
139.14 |
139.14 |
139.14 |
139.14 |
-0.11 |
|
|
|
| Sep09 |
081216 |
139.14 |
139.14 |
139.14 |
139.14 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
1,264 |
11,715 |
+467 |
| Euro-Bund(EUREX) |
| Mar09 |
081216 |
122.60 |
124.19 |
122.47 |
122.99 |
+0.82 |
565,977 |
860,061 |
+588,168 |
| Jun09 |
081216 |
121.81 |
123.00 |
121.81 |
122.06 |
+0.82 |
4 |
31 |
+25 |
| Sep09 |
081216 |
122.06 |
122.06 |
122.06 |
122.06 |
+0.82 |
|
|
|
| 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 |
081216 |
114.92 |
114.92 |
114.92 |
114.92 |
+0.19 |
|
|
|
| Sep09 |
081216 |
114.92 |
114.92 |
114.92 |
114.92 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
404,260 |
797,231 |
-342 |
| 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 |
081216 |
97.560 |
97.585 |
97.555 |
97.580 |
+0.190 |
42 |
3,426 |
+300 |
| Total Volume and Open Interest |
2,303 |
39,671 |
-79 |
| Long Gilt(LIFFE) |
| Dec08 |
081216 |
120~25 |
121~07 |
120~25 |
120~29 |
+0~23 |
497 |
44,537 |
+252 |
| Mar09 |
081216 |
119~25 |
120~19 |
119~24 |
120~02 |
+0~21 |
39,089 |
321,970 |
+2,440 |
| Total Volume and Open Interest |
74,116 |
363,815 |
+5,627 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081216 |
96.93 |
96.93 |
96.91 |
96.92 |
0.00 |
22,588 |
428,790 |
-1,411 |
| Mar09 |
081216 |
97.82 |
97.89 |
97.81 |
97.87 |
+0.08 |
35,345 |
417,482 |
+73 |
| Jun09 |
081216 |
97.96 |
98.01 |
97.91 |
97.97 |
+0.06 |
23,781 |
293,043 |
+2,864 |
| Sep09 |
081216 |
97.82 |
97.86 |
97.78 |
97.82 |
+0.01 |
18,130 |
226,850 |
+2,021 |
| Dec09 |
081216 |
97.56 |
97.57 |
97.49 |
97.52 |
-0.01 |
17,747 |
260,301 |
+248 |
| Mar10 |
081216 |
97.36 |
97.38 |
97.29 |
97.32 |
-0.02 |
9,803 |
166,485 |
-2,369 |
| Total Volume and Open Interest |
142,834 |
2,068,489 |
+1,508 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
081216 |
97.310 |
97.560 |
97.310 |
97.380 |
+0.075 |
122,168 |
669,848 |
+12,275 |
| Jun09 |
081216 |
97.545 |
97.765 |
97.525 |
97.580 |
+0.055 |
111,271 |
522,786 |
+273 |
| Sep09 |
081216 |
97.470 |
97.715 |
97.470 |
97.530 |
+0.070 |
200,522 |
443,663 |
-19,675 |
| Total Volume and Open Interest |
889,164 |
3,634,218 |
+23,835 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081211 |
95.53 |
95.60 |
95.48 |
95.50 |
unch |
13,955 |
44,000 |
-19,145 |
| Mar09 |
081216 |
96.93 |
96.95 |
96.85 |
96.89 |
-0.04 |
11,391 |
249,242 |
+3,309 |
| Jun09 |
081216 |
97.07 |
97.10 |
97.00 |
97.03 |
|