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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 19, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081219 864.75 869.50 859.50 868.25 -1.25 4,458 64,662 -2,915
Mar09 081219 870.00 873.75 864.50 872.50 -2.00 3,763 129,656 +3,495
May09 081219 882.00 885.00 876.25 883.75 -2.25 1,249 27,868 +692
Jul09 081219 893.25 896.00 887.00 895.00 -2.25 393 34,782 +879
Aug09 081219 892.25 900.50 892.25 898.00 -2.50 126 1,458 -91
Sep09 081219 900.25 902.00 898.50 898.50 -3.50 0 872 +1
Nov09 081219 898.25 901.00 891.25 899.00 -3.25 308 40,298 -958
Total Volume and Open Interest 162,027 303,880 -9,934
Soybean Meal(CBOT)
Jan09 081219 265.20 268.00 262.80 267.50 +1.20 4,854 26,926 -995
Mar09 081219 265.70 267.40 262.70 267.40 +0.80 2,493 42,606 +480
May09 081219 266.80 270.60 266.50 270.60 +0.80 231 16,331 -16
Jul09 081219 273.00 274.10 270.30 274.10 +0.80 276 16,917 -39
Aug09 081219 272.90 275.50 272.50 275.50 +0.80 170 4,722 -46
Sep09 081219 273.50 275.90 273.50 275.90 +0.80 48 3,683 -1
Oct09 081219 272.60 274.80 272.00 274.80 +1.00 8 2,162 -2
Dec09 081219 274.20 276.00 272.50 276.00 +1.00 60 10,365 +10
Total Volume and Open Interest 41,064 124,920 -2,185
Soybean Oil(CBOT)
Jan09 081219 30.56 30.87 30.41 30.60 -0.10 4,851 54,932 -7,783
Mar09 081219 31.04 31.10 30.75 30.91 -0.13 3,779 82,281 +4,679
May09 081219 31.16 31.48 31.13 31.25 -0.15 541 22,113 +302
Jul09 081219 31.60 31.70 31.45 31.60 -0.15 273 24,319 -74
Aug09 081219 31.85 31.89 31.75 31.78 -0.16 141 5,020 +98
Sep09 081219 32.00 32.07 31.90 31.96 -0.17 35 4,898 +43
Oct09 081219 32.28 32.29 32.11 32.11 -0.17 214 3,821 +9
Dec09 081219 32.50 32.50 32.31 32.35 -0.17 796 20,273 +226
Total Volume and Open Interest 70,008 225,886 +1,441
Canola(WCE)
Jan09 081219 383.0 391.9 383.0 389.8 +1.3 2,570 11,828 -2,253
Mar09 081219 393.0 398.5 389.8 396.7 +1.4 5,262 58,859 +2,576
May09 081219 398.6 406.4 398.6 405.4 +1.2 277 4,676 -244
Jul09 081219 411.3 415.8 410.2 414.0 +0.6 102 5,568 -349
Nov09 081219 405.0 429.0 405.0 426.2 -0.9 147 6,472 +38
Total Volume and Open Interest 11,008 87,690 -627
Corn(CBOT)
Mar09 081219 385.50 385.75 375.25 380.75 -8.75 4,922 372,189 -1,063
May09 081219 396.00 396.00 385.75 391.00 -9.25 1,057 110,559 -179
Jul09 081219 405.75 405.75 396.00 401.00 -9.75 418 120,566 -566
Sep09 081219 412.75 414.00 407.00 411.00 -10.00 297 29,176 -63
Dec09 081219 431.25 431.25 419.50 425.00 -9.75 904 140,593 +420
Mar10 081219 436.75 446.50 431.50 436.75 -9.75 6 10,562 +5
Total Volume and Open Interest 193,012 819,997 -5,329
Wheat(CBOT)
Mar09 081219 570.00 570.00 558.00 563.25 -8.25 1,622 127,947 -1,575
May09 081219 583.25 583.25 571.25 576.00 -8.25 176 25,351 +22
Jul09 081219 594.50 595.00 583.50 587.75 -8.75 218 49,008 -420
Sep09 081219 611.00 612.00 604.00 608.75 -8.50 123 16,530 -560
Dec09 081219 633.50 633.50 625.75 630.25 -8.50 42 21,928 -148
Total Volume and Open Interest 52,278 249,989 -4,235
Wheat(KCBT)
Mar09 081219 588.75 590.00 579.50 583.00 -7.50 5,711 41,676 +402
May09 081219 592.00 600.50 591.00 593.75 -8.25 711 9,380 +176
Jul09 081219 606.50 612.50 601.00 605.00 -8.50 774 18,231 +33
Sep09 081219 617.50 623.00 614.75 616.00 -9.00 174 3,412 +34
Dec09 081219 636.50 640.50 632.50 634.25 -9.25 285 8,294 +108
Total Volume and Open Interest 10,385 81,786 +1,066
Wheat(MGE)
Dec08 081212 604.00 604.00 604.00 604.00 -20.50 11 14 -134
Mar09 081219 625.50 633.00 618.50 625.25 -5.75 2,050 11,940 -869
May09 081219 625.50 634.75 623.00 626.00 -7.00 311 8,192 -109
Jul09 081219 631.25 642.00 630.25 634.00 -4.50 85 3,122 -27
Sep09 081219 639.25 646.00 635.00 638.25 -3.00 67 3,299 -92
Total Volume and Open Interest 3,165 29,715 -463
Oats(CBOT)
Mar09 081219 221.00 221.50 215.50 219.00 -3.00 12 6,729 -67
May09 081219 228.00 228.50 226.00 228.00 -3.00 8 2,251 -76
Jul09 081219 235.00 240.50 235.00 237.50 -3.00 0 3,940 +10
Sep09 081219 247.00 250.00 247.00 247.00 -3.00 0 3 +0
Total Volume and Open Interest 1,219 16,898 +121
Rough Rice(CBOT)
Jan09 081219 14.80 15.00 14.63 14.89 -0.11 3 1,834 -68
Mar09 081219 14.70 14.80 14.65 14.72 -0.16 7 3,969 +54
May09 081219 14.88 15.03 14.88 14.88 -0.16 0 524 +0
Jul09 081219 15.01 15.16 15.01 15.01 -0.15 0 174 +0
Total Volume and Open Interest 883 6,916 -20
Live Cattle(CME)
Dec08 081219 84.400 86.700 84.250 86.100 +1.400 3,170 5,439 -1,473
Feb09 081219 85.100 87.500 85.100 86.785 +1.085 12,514 102,625 +253
Apr09 081219 88.100 90.150 87.800 89.200 +0.815 7,823 60,437 +95
Jun09 081219 84.785 86.500 84.300 85.580 +0.630 2,547 24,245 +438
Aug09 081219 84.480 86.200 84.050 85.385 +0.805 2,153 13,825 +1,289
Oct09 081219 87.500 89.250 87.300 88.400 +0.700 310 4,215 +75
Total Volume and Open Interest 31,480 212,859 +626
Feeder Cattle(CME)
Jan09 081219 91.900 94.700 91.500 93.500 +1.100 1,614 5,742 -129
Mar09 081219 91.500 94.100 91.100 93.230 +1.445 1,724 10,773 +354
Apr09 081219 92.500 95.000 92.000 94.250 +1.450 242 2,086 +68
May09 081219 93.000 95.580 92.500 95.100 +1.800 212 1,418 +65
Aug09 081219 95.000 96.800 94.600 96.135 +0.685 78 772 -12
Sep09 081219 95.000 96.750 95.000 96.500 +0.950 8 90 +0
Oct09 081219 95.300 96.800 95.250 96.800 +1.050 1 28 +0
Total Volume and Open Interest 6,217 20,585 -273
Lean Hogs(CME)
Feb09 081219 62.550 62.600 61.600 61.700 -0.785 5,959 72,358 +206
Apr09 081219 69.975 69.975 69.300 69.450 -0.200 4,464 41,150 -63
May09 081219 77.900 78.475 77.500 78.475 -0.225 55 1,529 -8
Jun09 081219 79.550 79.725 79.150 79.600 -0.125 2,186 28,430 +4
Jul09 081219 79.635 79.635 78.900 79.180 -0.370 431 4,841 +215
Aug09 081219 77.650 77.650 76.750 76.885 -0.400 92 3,727 -10
Oct09 081219 69.900 70.100 69.885 69.950 -0.250 569 2,720 +196
Dec09 081219 67.300 67.300 67.100 67.150 -0.200 110 815 +26
Total Volume and Open Interest 17,534 155,102 -560
Pork Bellies(CME)
Feb09 081219 89.100 90.000 88.600 89.500 +0.520 226 750 -88
Mar09 081219 86.500 89.000 86.300 87.050 +0.550 0 136 +0
May09 081219 89.600 89.600 87.100 87.100 unch 6 223 +1
Jul09 081219 88.000 89.000 88.000 88.000 unch 2 108 +0
Aug09 081219 90.000 90.000 90.000 90.000 unch 1 2 +1
Total Volume and Open Interest 213 1,305 +31
Class III Milk(CME)
Dec08 081219 15.08 15.16 15.02 15.02 -0.06 94 5,237 -20
Jan09 081219 12.25 12.40 11.84 11.96 -0.33 359 4,477 +85
Feb09 081219 12.35 12.40 12.00 12.06 -0.29 273 4,030 +44
Mar09 081219 12.34 12.42 12.15 12.23 -0.15 242 3,398 +33
Apr09 081219 12.70 12.83 12.57 12.61 -0.14 119 2,764 +2
Total Volume and Open Interest 1,121 37,249 +240
Cocoa(ICE)
Mar09 081219 2689 2711 2583 2595 -77 9,089 60,123 -145
May09 081219 2685 2688 2573 2581 -80 1,410 23,135 +296
Jul09 081219 2664 2664 2558 2558 -80 268 9,811 -2
Sep09 081219 2620 2622 2529 2535 -81 144 6,728 +23
Dec09 081219 2584 2596 2497 2506 -92 136 9,250 +20
Mar10 081219 2560 2567 2470 2486 -86 0 2,421 +0
May10 081219 2554 2554 2477 2477 -77 0 1,569 +0
Total Volume and Open Interest 6,994 113,098 -140
Coffee "C"(ICE)
Dec08 081218 111.65 111.65 110.70 110.70 +0.20 0 28 +0
Mar09 081219 112.25 112.35 110.25 110.95 -1.55 4,527 71,491 -87
May09 081219 114.80 114.80 112.55 113.30 -1.50 742 26,700 +188
Jul09 081219 116.60 116.60 115.30 115.50 -1.55 170 6,976 +20
Sep09 081219 117.80 118.00 116.90 117.55 -1.55 133 3,921 +44
Dec09 081219 119.95 120.35 119.90 120.35 -1.55 259 7,087 +22
Total Volume and Open Interest 9,383 120,097 +423
Orange Juice(ICE)
Jan09 081219 79.00 79.00 75.00 77.40 -1.60 579 3,200 +7
Mar09 081219 78.90 79.00 74.50 77.30 -2.10 1,161 21,940 -26
May09 081219 80.85 81.60 79.25 81.20 -2.10 37 2,378 +2
Jul09 081219 83.50 85.00 83.50 85.00 -1.85 9 1,117 -3
Sep09 081219 88.60 88.60 88.60 88.60 -2.25 0 264 +0
Nov09 081219 92.60 92.60 92.60 92.60 -2.25 0 166 +0
Total Volume and Open Interest 1,787 29,390 -276
Sugar #11(ICE)
Mar09 081219 11.78 11.82 10.86 10.95 -0.88 27,615 240,543 -3,380
May09 081219 12.29 12.36 11.48 11.59 -0.78 8,996 100,204 +808
Jul09 081219 12.67 12.70 11.92 12.04 -0.71 5,152 117,126 -272
Oct09 081219 13.15 13.15 12.51 12.63 -0.63 2,763 70,798 -242
Mar10 081219 13.78 13.79 13.19 13.33 -0.61 2,625 49,555 -92
Total Volume and Open Interest 66,457 640,136 -993
Sugar #14(ICE)
Mar09 081219 19.90 19.90 19.90 19.90 +0.01 5 2,470 +3
May09 081219 20.45 20.50 20.40 20.45 +0.06 6 2,101 +5
Jul09 081219 20.55 20.75 20.40 20.61 +0.11 5 1,765 +0
Sep09 081219 21.00 21.00 20.90 20.97 +0.02 11 893 +11
Total Volume and Open Interest 19 7,210 +12
London Cocoa(LCE)
Mar09 081219 1811 1822 1752 1774 -16 6,983 71,887 +490
May09 081219 1795 1805 1755 1762 -16 1,551 34,665 +18
Jul09 081219 1794 1806 1761 1762 -18 421 30,411 -55
Sep09 081219 1770 1770 1744 1744 -16 36 11,598 +31
Dec09 081219 1750 1762 1714 1714 -26 221 11,145 +194
Mar10 081219 1730 1738 1702 1702 -27 25 844 +21
May10 081219 1712 1712 1712 1712 -22 0 12 +0
Total Volume and Open Interest 13,864 159,863 +2,403
London Coffee(LCE)
Jan09 081219 1841.00 1845.00 1800.00 1801.00 -60.00 2,085 53,577 -870
Total Volume and Open Interest 4,943 54,447 -1,491
London Sugar(LCE)
Mar09 081219 324.60 324.90 305.40 307.10 -18.40 1,206 25,555 +210
May09 081219 334.40 334.40 316.80 318.00 -16.90 418 11,250 +282
Aug09 081219 343.00 343.00 325.00 326.10 -17.40 29 7,519 -20
Oct09 081219 348.10 350.80 334.80 335.10 -16.70 138 3,062 -44
Dec09 081219 356.30 359.20 343.10 343.10 -17.00 7 881 +6
Total Volume and Open Interest 2,372 48,373 -57
Cotton(ICE)
Mar09 081219 45.24 45.50 44.21 45.23 -0.05 6,869 72,594 -687
May09 081219 45.85 46.00 44.89 45.88 +0.01 838 20,142 +79
Jul09 081219 47.10 47.19 46.07 47.02 +0.02 653 17,852 -146
Oct09 081219 49.82 49.82 49.82 49.82 +0.12 0 253 +11
Dec09 081219 50.65 51.50 50.60 51.25 -0.23 502 15,224 +396
Mar10 081219 54.40 54.40 54.40 54.40 -0.24 0 168 +0
Total Volume and Open Interest 10,582 128,300 +436
Lumber(CME)
Jan09 081219 176.6 183.8 176.5 180.2 +3.7 138 2,233 -64
Mar09 081219 193.0 203.0 192.0 196.9 +3.7 268 4,531 +97
May09 081219 201.9 207.4 201.9 205.7 +4.2 122 1,017 +24
Jul09 081219 211.5 215.4 211.5 215.1 +2.6 27 366 +4
Total Volume and Open Interest 1,414 8,225 +70
Crude Oil(NYM)
Jan09 081219 36.26 37.59 32.40 33.87 -2.35 95,999 14,390 -42,025
Feb09 081219 42.17 43.25 40.90 42.36 +0.69 233,663 270,928 +332
Mar09 081219 44.90 46.10 43.75 45.16 +0.77 63,046 116,028 +3,215
Apr09 081219 47.10 48.10 45.95 47.15 +0.71 31,993 54,020 -362
May09 081219 48.68 49.65 47.91 48.74 +0.61 15,320 35,801 +2,035
Jun09 081219 50.05 51.05 49.23 50.05 +0.53 29,638 106,891 -784
Jul09 081219 50.60 52.21 50.51 51.15 +0.46 8,222 31,164 +1,169
Aug09 081219 51.93 52.52 51.93 52.06 +0.40 3,823 27,685 -367
Sep09 081219 52.69 53.84 52.69 52.90 +0.36 5,133 21,242 +7
Oct09 081219 53.79 54.01 53.45 53.71 +0.40 4,021 19,011 +11
Nov09 081219 54.25 54.93 54.10 54.50 +0.46 4,474 16,219 -297
Dec09 081219 55.45 56.35 54.25 55.28 +0.52 24,202 103,040 +1,019
Jan10 081219 56.25 56.74 55.69 55.97 +0.52 1,661 18,568 -195
Feb10 081219 56.10 56.82 56.10 56.65 +0.52 818 10,183 +140
Mar10 081219 57.31 57.31 57.31 57.31 +0.52 769 13,512 +356
Apr10 081219 57.95 57.95 57.95 57.95 +0.52 157 3,571 -5
Total Volume and Open Interest 664,140 1,173,705 +6,795
e-miNY Crude Oil(NYM)
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 081219 42.125 43.325 40.900 42.350 +0.675 11,042 5,436 +712
Mar09 081219 45.100 46.050 43.900 45.150 +0.750 236 597 +71
Apr09 081219 47.750 47.750 46.575 47.150 +0.700 32 129 +6
May09 081219 48.750 48.750 48.750 48.750 +0.625 5 29 +0
Jun09 081219 50.050 50.050 50.050 50.050 +0.525 4 18 +0
Jul09 081219 51.150 51.150 51.150 51.150 +0.450 1 1 +0
Aug09 081219 52.050 52.050 52.050 52.050 +0.400 0 1 +0
Sep09 081219 52.900 52.900 52.900 52.900 +0.350 0 1 +0
Total Volume and Open Interest 20,889 11,708 +668
Heating Oil(NYM)
Jan09 081219 139.51 149.70 136.96 139.20 +1.91 34,716 25,709 -3,120
Feb09 081219 142.00 144.90 139.50 141.64 +2.09 29,025 44,769 +1,658
Mar09 081219 144.31 146.80 142.00 144.19 +2.39 11,509 29,676 +533
Apr09 081219 145.82 148.75 143.80 146.14 +2.84 5,421 18,218 -111
May09 081219 146.00 150.65 146.00 148.14 +3.14 4,640 14,127 -82
Jun09 081219 149.90 152.65 147.87 150.54 +3.49 6,791 21,713 -86
Jul09 081219 152.89 155.50 152.87 153.54 +3.94 2,102 9,095 +242
Aug09 081219 155.03 159.15 153.67 156.84 +4.19 1,192 4,533 +180
Sep09 081219 158.38 162.10 157.42 160.09 +4.34 1,868 7,591 +58
Oct09 081219 161.33 165.25 161.33 162.74 +4.34 1,160 3,577 +162
Nov09 081219 163.91 167.49 163.91 165.34 +4.34 734 2,253 +52
Dec09 081219 166.44 170.06 165.75 167.69 +4.34 1,866 14,106 +202
Total Volume and Open Interest 91,942 224,654 +981
Gasoline(NYMEX)
Jan09 081219 98.10 100.00 94.85 96.93 +0.64 25,887 41,812 -2,634
Feb09 081219 102.00 103.90 98.70 100.83 +0.69 15,470 63,000 +1,258
Mar09 081219 106.05 107.45 102.80 104.73 +0.74 7,393 26,206 +736
Apr09 081219 118.65 121.34 118.00 118.78 +0.99 3,919 17,952 +680
May09 081219 121.58 123.89 119.75 121.48 +0.99 2,156 10,245 +402
Jun09 081219 124.90 126.62 122.50 124.18 +0.99 3,194 9,677 +506
Jul09 081219 126.75 127.75 124.43 125.83 +1.14 938 8,179 +309
Aug09 081219 128.93 128.93 126.10 127.28 +1.34 1,043 4,525 +232
Sep09 081219 127.00 128.08 127.00 128.08 +1.49 940 4,744 +382
Oct09 081219 118.83 119.18 118.83 119.18 +1.49 327 2,961 +41
Total Volume and Open Interest 61,602 204,308 +1,915
e-miNY RBOB Gasoline(NYM)
Jan09 081219 96.93 96.93 96.93 96.93 +0.64 0 3 +0
Feb09 081219 100.83 100.83 100.83 100.83 +0.69 0 1 +0
Mar09 081219 104.73 104.73 104.73 104.73 +0.74      
Apr09 081219 118.78 118.78 118.78 118.78 +0.99      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan09 081219 5.559 5.703 5.267 5.334 -0.214 54,577 44,304 -6,574
Feb09 081219 5.633 5.750 5.326 5.384 -0.227 22,095 72,155 +33
Mar09 081219 5.628 5.777 5.386 5.438 -0.201 10,564 105,068 +740
Apr09 081219 5.660 5.820 5.483 5.523 -0.176 9,181 61,305 -67
May09 081219 5.733 5.876 5.570 5.610 -0.164 4,862 36,204 +322
Jun09 081219 5.868 5.971 5.695 5.717 -0.157 2,820 27,078 +320
Jul09 081219 5.990 6.082 5.808 5.842 -0.153 1,785 23,865 +51
Aug09 081219 6.106 6.166 5.910 5.940 -0.155 1,122 22,109 +331
Sep09 081219 6.094 6.222 5.955 5.988 -0.157 851 17,536 +93
Oct09 081219 6.294 6.334 6.072 6.103 -0.157 4,119 33,754 -204
Nov09 081219 6.650 6.690 6.446 6.478 -0.172 704 17,042 -84
Dec09 081219 7.050 7.090 6.820 6.873 -0.197 1,444 27,068 -768
Jan10 081219 7.310 7.360 7.110 7.143 -0.197 3,044 20,564 -589
Feb10 081219 7.385 7.385 7.130 7.158 -0.192 294 8,130 -202
Mar10 081219 7.145 7.209 6.955 6.983 -0.192 1,534 18,840 +78
Apr10 081219 6.702 6.702 6.500 6.513 -0.177 3,392 17,000 +270
Total Volume and Open Interest 121,071 713,525 +1,232
Brent Crude Oil(ICE)
Feb09 081219 43.42 45.15 43.03 44.00 +0.64 102,200 129,790 -2,896
Mar09 081219 46.02 47.49 45.39 46.28 +0.46 49,505 112,926 +3,663
Apr09 081219 48.30 49.31 47.28 48.08 +0.30 22,163 44,921 +1,833
May09 081219 49.67 50.81 48.95 49.58 +0.21 9,069 19,431 -328
Jun09 081219 51.03 52.17 50.30 50.92 +0.18 8,597 36,728 -480
Jul09 081219 52.49 53.20 51.69 52.15 +0.15 3,493 17,451 -112
Aug09 081219 53.54 54.31 52.82 53.20 +0.11 2,440 10,292 +36
Sep09 081219 54.47 55.26 53.76 54.10 +0.04 2,271 14,324 +121
Oct09 081219 54.87 56.02 54.51 54.89 -0.01 1,819 8,796 +128
Nov09 081219 55.50 55.57 55.50 55.57 -0.01 2,056 11,287 +50
Dec09 081219 56.35 57.43 55.74 56.21 unch 9,244 52,634 +121
Jan10 081219 56.89 56.89 56.89 56.89 -0.02 0 9,345 -70
Feb10 081219 57.57 57.57 57.57 57.57 -0.04 0 6,412 +197
Mar10 081219 58.23 58.23 58.23 58.23 -0.05 0 3,282 +1
Total Volume and Open Interest 197,430 579,357 -3,185
Gas Oil(ICE)
Jan09 081219 455.00 458.75 441.75 446.00 -9.25 45,914 63,018 -4,684
Feb09 081219 460.50 465.50 449.75 453.50 -9.50 37,131 66,601 -1,345
Mar09 081219 470.25 474.00 459.25 462.50 -9.00 10,831 23,638 +927
Apr09 081219 475.00 482.00 468.00 471.75 -8.75 5,718 21,504 +1,127
May09 081219 484.25 489.75 476.75 480.75 -9.00 5,868 20,168 +407
Jun09 081219 493.00 499.00 485.75 489.75 -9.25 7,518 38,296 +971
Jul09 081219 504.25 510.25 497.00 500.75 -9.25 2,222 12,499 +389
Aug09 081219 514.75 521.00 508.00 511.50 -8.75 1,294 12,755 +511
Sep09 081219 524.00 530.75 517.75 521.25 -8.50 696 11,090 +400
Oct09 081219 532.25 539.50 526.00 529.25 -8.50 435 7,358 +171
Total Volume and Open Interest 123,866 382,850 -48
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081219 1.541 1.579 1.540 1.570 -0.003 13 242 -10
Feb09 081219 1.580 1.580 1.555 1.576 -0.006 23 262 +5
Mar09 081219 1.545 1.609 1.545 1.580 -0.008 25 339 +16
Apr09 081219 1.590 1.590 1.580 1.580 -0.030 25 382 +25
May09 081219 1.590 1.610 1.590 1.610 -0.025 20 190 -5
Jun09 081219 1.630 1.630 1.630 1.630 unch 10 195 +0
Jul09 081219 1.650 1.650 1.650 1.650 unch 0 201 +0
Total Volume and Open Interest 135 2,803 +39
US Dollar Index(ICE)
Mar09 081219 80.860 82.765 80.520 82.435 +1.820 7,939 13,907 -160
Jun09 081219 82.570 83.325 82.570 82.945 +1.920 63 2,379 +47
Sep09 081219 83.645 83.645 83.645 83.645 +1.930      
Total Volume and Open Interest 7,346 16,399 -167
Australian Dollar(CME)
Mar09 081219 68.18 68.72 67.12 67.71 -1.18 0 29,423 -464
Jun09 081219 67.46 68.64 67.02 67.46 -1.18 0 78 +0
Sep09 081219 67.19 68.37 67.19 67.19 -1.18 0 151 +0
Total Volume and Open Interest 28,480 30,141 +1,357
British Pound(CME)
Mar09 081219 150.18 151.73 147.85 148.41 -2.09 3 68,025 +2,299
Jun09 081219 149.50 151.49 148.14 148.42 -2.09 0 1,183 +0
Sep09 081219 148.46 151.48 148.31 148.46 -2.09 0 4 +1
Total Volume and Open Interest 83,591 66,932 +2,519
Canadian Dollar(CME)
Mar09 081219 82.80 83.10 80.64 81.75 -1.60 8 40,508 +752
Jun09 081219 82.00 83.45 80.97 81.85 -1.60 0 1,807 -2
Sep09 081219 82.45 83.59 81.14 81.99 -1.60 0 1,117 +11
Dec09 081219 82.25 83.61 81.44 82.01 -1.60 0 471 -1
Total Volume and Open Interest 30,641 43,249 +1,278
Japanese Yen(CME)
Mar09 081219 111.71 113.28 111.42 111.98 +0.01 4 105,214 -3,633
Jun09 081219 113.33 113.36 111.89 112.23 +0.03 0 3,665 -15
Sep09 081219 112.20 113.53 112.20 112.53 +0.03 0 10 +1
Total Volume and Open Interest 79,573 112,551 +2,079
Swiss Franc(CME)
Mar09 081219 92.77 93.38 90.01 90.51 -2.76 3 23,734 +1,865
Jun09 081219 90.92 93.60 90.51 90.84 -2.76 0 313 +0
Sep09 081219 91.16 93.87 91.00 91.11 -2.76 0 5 +0
Total Volume and Open Interest 48,895 22,191 +2,049
EuroFX(CME)
Mar09 081219 142.30 142.84 137.90 138.53 -4.30 29 115,974 +1,530
Jun09 081219 142.34 142.45 137.82 138.29 -4.30 0 771 -27
Sep09 081219 137.59 142.47 137.49 138.17 -4.30 0 1,037 +0
Total Volume and Open Interest 237,859 116,320 -2,332
Mexican Peso(CME)
Jan09 081219 758.0 758.0 752.2 758.0 +5.8 0 1 +0
Feb09 081219 753.0 753.0 747.2 753.0 +5.8      
Total Volume and Open Interest 3,658 11,089 +162
30-Year T-Bonds(CBOT)
Dec08 081219 142~060 142~210 141~180 142~200 +0~025 2,287 6,033 -1,102
Mar09 081219 141~035 141~245 140~060 140~255 -0~190 162,772 760,363 +6,646
Jun09 081219 139~275 140~055 139~040 139~170 -0~205 166 498 +99
Total Volume and Open Interest 202,448 761,305 -9,102
10-Year T-Notes(CBOT)
Dec08 081219 129~270 130~150 129~125 129~275 -0~075 28,354 40,794 -11,961
Mar09 081219 127~310 128~075 126~255 126~315 -1~005 321,307 1,071,813 +8,479
Jun09 081219 125~235 126~240 125~235 125~235 -1~005      
Total Volume and Open Interest 447,691 1,116,089 +15,145
5-Year T-Notes(CBOT)
Dec08 081219 122~040 122~040 121~086 121~109 -0~051 5,680 0 +0
Mar09 081219 120~007 120~016 119~049 119~085 -0~047 151,603 0 +0
Jun09 081219 119~046 119~094 119~046 119~046 -0~047      
Total Volume and Open Interest 251,366 1,054,909 -19,578
2 Year T-Notes(CBOT)
Dec08 081219 109~101 109~105 109~084 109~095 -0~009 93 6,362 -795
Mar09 081219 108~101 108~103 108~072 108~088 -0~009 798 516,535 +18,730
Jun09 081219 108~088 108~098 108~088 108~088 -0~009      
Total Volume and Open Interest 134,644 504,962 -9,620
Eurodollars(CME)
Mar09 081219 98.790 98.840 98.750 98.810 +0.010 12,952 1,316,425 +2,736
Jun09 081219 98.710 98.755 98.660 98.755 +0.040 6,269 1,035,866 +10,944
Sep09 081219 98.615 98.665 98.540 98.660 +0.045 4,885 856,262 -15,369
Dec09 081219 98.485 98.525 98.390 98.525 +0.040 1,722 740,448 +12,009
Mar10 081219 98.415 98.440 98.300 98.435 +0.030 2,631 600,558 -4,034
Jun10 081219 98.265 98.280 98.130 98.255 +0.015 2,500 361,164 +842
Sep10 081219 98.135 98.165 98.020 98.115 -0.010 1,014 347,715 -4,819
Dec10 081219 98.030 98.050 97.880 97.945 -0.065 654 294,576 +2,192
Mar11 081219 97.960 97.985 97.790 97.840 -0.095 1,871 187,010 -1,891
Jun11 081219 97.830 97.855 97.655 97.705 -0.100 1,274 183,088 -2,310
Sep11 081219 97.760 97.760 97.570 97.620 -0.095 741 120,365 +1,024
Dec11 081219 97.670 97.670 97.480 97.530 -0.100 1,359 98,566 +2,075
Mar12 081219 97.635 97.635 97.465 97.520 -0.105 1,492 95,322 +1,312
Jun12 081219 97.550 97.585 97.430 97.485 -0.110 341 66,645 +445
Sep12 081219 97.560 97.560 97.410 97.455 -0.115 2,061 65,787 -959
Dec12 081219 97.510 97.520 97.350 97.395 -0.115 4,749 54,840 +1,001
Mar13 081219 97.435 97.440 97.335 97.380 -0.125 4,947 48,361 +294
Jun13 081219 97.360 97.390 97.285 97.330 -0.125 1,067 28,640 +1,100
Total Volume and Open Interest 1,932,180 6,768,125 +6,499
30 Day Federal Funds(CBOT)
Dec08 081219 99.825 99.835 98.827 99.827 +0.003 0 69,849 -558
Jan09 081219 99.815 99.825 99.810 99.815 unch 57 64,312 -454
Feb09 081219 99.805 99.810 99.785 99.795 unch 57 64,302 -3,019
Mar09 081219 99.765 99.780 99.755 99.765 unch 0 41,676 +443
Apr09 081219 99.740 99.755 99.730 99.740 unch 0 39,772 -1,479
May09 081219 99.715 99.715 99.690 99.700 unch 0 39,472 -159
Total Volume and Open Interest 74,152 415,901 +9,566
30 Day Fed Funds(e-CBOT)
Dec08 081219 99.825 99.835 99.825 99.827 +0.003 2,785 69,849 -558
Jan09 081219 99.815 99.825 99.810 99.815 +0.005 3,715 64,312 -454
Feb09 081219 99.805 99.810 99.785 99.795 -0.005 4,557 64,302 -3,019
Mar09 081219 99.765 99.780 99.755 99.765 unch 3,713 41,676 +443
Apr09 081219 99.740 99.755 99.730 99.740 unch 10,608 39,772 -1,479
May09 081219 99.715 99.715 99.690 99.700 unch 15,516 39,472 -159
Total Volume and Open Interest 73,158 413,106 +0
3-Mth Euro-Yen(CME)
Mar09 081219 99.44 99.44 99.44 99.44 +0.05 0 5,089 +0
Jun09 081219 99.49 99.49 99.49 99.49 +0.06 0 1,278 +0
Sep09 081219 99.53 99.53 99.53 99.53 +0.05 0 480 +0
Dec09 081219 99.53 99.53 99.53 99.53 +0.05 0 175 +0
Mar10 081219 99.44 99.44 99.44 99.44 +0.06      
Jun10 081219 99.38 99.38 99.38 99.38 +0.06      
Sep10 081219 99.35 99.35 99.35 99.35 +0.05      
Dec10 081219 99.37 99.37 99.37 99.37 +0.05      
Mar11 081219 99.29 99.29 99.29 99.29 +0.07      
Jun11 081219 99.29 99.29 99.29 99.29 +0.07      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar09 081219 99.21 99.44 99.21 99.44 +0.07 1,533 19,327 +1,057
Jun09 081219 99.49 99.49 99.49 99.49 +0.07 1 7,236 -7
Sep09 081219 99.53 99.53 99.53 99.53 +0.07 12 3,025 +2
Dec09 081219 99.53 99.53 99.53 99.53 +0.07 1 1,203 +0
Mar10 081219 99.43 99.43 99.43 99.43 +0.06 0 880 +0
Jun10 081219 99.38 99.38 99.38 99.38 +0.07 0 513 +0
Sep10 081219 99.35 99.35 99.35 99.35 +0.06 0 252 +0
Dec10 081219 99.37 99.37 99.37 99.37 +0.07 0 152 +0
Total Volume and Open Interest 1,547 33,506 -459
Japanese Gov't Bonds(SGX)
Mar09 081219 139.60 139.96 138.61 139.65 +0.13 866 11,012 +765
Jun09 081219 139.65 139.65 139.65 139.65 +0.13      
Sep09 081219 139.65 139.65 139.65 139.65 +0.13      
Total Volume and Open Interest 866 11,012 +765
Euro-Bund(EUREX)
Mar09 081219 124.60 124.91 123.89 124.35 -0.18 577,550 861,282 +27,960
Jun09 081219 123.72 123.85 123.35 123.35 -0.19 221 41 +8
Sep09 081219 123.35 123.35 123.35 123.35 -0.19      
Total Volume and Open Interest 577,771 861,323 +27,968
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 081219 115.97 115.97 115.97 115.97 +0.06      
Sep09 081219 115.97 115.97 115.97 115.97 +0.06      
Total Volume and Open Interest 374,504 773,264 -18,336
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 081219 97.775 97.820 97.770 97.815 +0.015 1,550 5,443 +1,084
Total Volume and Open Interest 5,124 26,856 +2,432
Long Gilt(LIFFE)
Dec08 081219 122~17 122~31 122~17 122~31 +0~01 178 40,380 -1,451
Mar09 081219 122~09 122~11 121~20 122~02 +0~01 44,702 314,701 -1,786
Total Volume and Open Interest 70,802 358,318 -4,165
3-Mth Short Sterling(LIFFE)
Mar09 081219 98.18 98.21 97.00 98.07 -0.11 44,182 434,035 +6,186
Jun09 081219 98.21 98.25 97.00 98.08 -0.15 34,230 298,919 -4,108
Sep09 081219 98.02 98.11 96.82 97.92 -0.17 36,100 234,857 +3,592
Dec09 081219 97.72 97.79 96.46 97.60 -0.17 34,171 217,765 -134,143
Mar10 081219 97.50 97.53 96.26 97.36 -0.19 33,742 170,352 +3,560
Jun10 081219 97.23 97.24 95.98 97.07 -0.19 21,968 116,828 +2,145
Total Volume and Open Interest 400,176 1,768,513 -314,129
3-Mth Euribor(LIFFE)
Mar09 081219 97.610 97.625 97.570 97.620 +0.025 114,983 700,802 +8,025
Jun09 081219 97.810 97.825 97.735 97.820 +0.020 96,965 541,089 +9,525
Sep09 081219 97.765 97.765 97.695 97.755 -0.010 84,136 436,472 +4,454
Total Volume and Open Interest 547,238 2,987,466 +31,401
3-Mth Aus T-Bills(SFE)
Mar09 081219 96.90 96.92 96.85 96.90 +0.02 8,166 257,772 +2,720
Jun09 081219 97.07 97.12 97.05 97.08 +0.01 5,350 150,179 +474
Sep09 081219 96.89 96.96</