|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 23, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081223 |
883.00 |
901.25 |
877.75 |
901.00 |
+14.50 |
5,101 |
53,805 |
-5,029 |
| Mar09 |
081223 |
887.25 |
905.00 |
881.75 |
905.00 |
+14.50 |
3,703 |
133,037 |
+2,531 |
| May09 |
081223 |
901.00 |
916.25 |
893.50 |
916.00 |
+14.50 |
595 |
28,426 |
+281 |
| Jul09 |
081223 |
912.00 |
928.00 |
904.00 |
927.00 |
+14.50 |
349 |
34,451 |
+333 |
| Aug09 |
081223 |
925.75 |
931.00 |
925.75 |
929.75 |
+14.25 |
3 |
1,436 |
-18 |
| Sep09 |
081223 |
920.00 |
928.75 |
916.00 |
928.75 |
+12.75 |
0 |
883 |
+10 |
| Nov09 |
081223 |
911.25 |
928.75 |
907.50 |
928.75 |
+12.50 |
197 |
39,956 |
+87 |
| Total Volume and Open Interest |
66,609 |
299,279 |
-5,725 |
| Soybean Meal(CBOT) |
| Jan09 |
081223 |
273.90 |
281.40 |
271.90 |
281.40 |
+5.90 |
5,625 |
22,147 |
-3,037 |
| Mar09 |
081223 |
273.40 |
281.00 |
271.30 |
280.50 |
+5.60 |
4,072 |
45,737 |
+2,420 |
| May09 |
081223 |
276.00 |
283.20 |
274.50 |
283.20 |
+5.30 |
496 |
16,741 |
+353 |
| Jul09 |
081223 |
278.70 |
286.30 |
277.60 |
286.30 |
+4.90 |
145 |
17,165 |
+336 |
| Aug09 |
081223 |
281.70 |
287.60 |
281.70 |
287.60 |
+4.90 |
6 |
4,809 |
+79 |
| Sep09 |
081223 |
284.90 |
287.70 |
283.00 |
287.70 |
+4.70 |
8 |
3,656 |
-24 |
| Oct09 |
081223 |
279.50 |
285.80 |
279.50 |
285.80 |
+4.00 |
0 |
2,162 |
+0 |
| Dec09 |
081223 |
279.60 |
287.00 |
279.60 |
287.00 |
+4.00 |
24 |
10,370 |
-3 |
| Total Volume and Open Interest |
30,429 |
123,264 |
-1,047 |
| Soybean Oil(CBOT) |
| Jan09 |
081223 |
30.78 |
31.80 |
30.55 |
31.21 |
+0.27 |
6,273 |
39,268 |
-8,010 |
| Mar09 |
081223 |
31.01 |
31.55 |
30.90 |
31.52 |
+0.27 |
6,045 |
88,602 |
+383 |
| May09 |
081223 |
31.25 |
31.85 |
31.25 |
31.84 |
+0.25 |
197 |
22,590 |
+144 |
| Jul09 |
081223 |
31.88 |
32.14 |
31.57 |
32.14 |
+0.21 |
208 |
23,585 |
-215 |
| Aug09 |
081223 |
32.05 |
32.32 |
32.03 |
32.32 |
+0.21 |
0 |
5,245 |
-32 |
| Sep09 |
081223 |
32.20 |
32.54 |
32.20 |
32.50 |
+0.21 |
0 |
4,968 |
+11 |
| Oct09 |
081223 |
32.47 |
32.65 |
32.38 |
32.65 |
+0.20 |
12 |
3,831 |
+0 |
| Dec09 |
081223 |
32.75 |
32.89 |
32.50 |
32.87 |
+0.19 |
50 |
20,580 |
-43 |
| Total Volume and Open Interest |
71,762 |
222,178 |
-1,219 |
| Canola(WCE) |
| Jan09 |
081223 |
391.1 |
397.3 |
391.1 |
396.6 |
-0.3 |
1,083 |
8,170 |
-3,812 |
| Mar09 |
081223 |
406.0 |
406.0 |
399.1 |
404.4 |
-0.6 |
6,398 |
64,371 |
+4,690 |
| May09 |
081223 |
408.5 |
413.3 |
408.5 |
413.0 |
-0.9 |
461 |
4,720 |
+124 |
| Jul09 |
081223 |
418.9 |
423.1 |
416.1 |
422.0 |
-0.4 |
626 |
5,513 |
-34 |
| Nov09 |
081223 |
435.0 |
435.0 |
431.4 |
433.7 |
-1.4 |
593 |
6,813 |
+254 |
| Total Volume and Open Interest |
8,358 |
88,420 |
+962 |
| Corn(CBOT) |
| Mar09 |
081223 |
380.50 |
395.00 |
377.75 |
394.75 |
+13.00 |
7,878 |
355,700 |
-10,561 |
| May09 |
081223 |
391.00 |
405.25 |
388.50 |
405.00 |
+13.00 |
4,751 |
108,711 |
-3,274 |
| Jul09 |
081223 |
401.75 |
415.25 |
399.00 |
415.25 |
+12.75 |
1,259 |
121,054 |
+68 |
| Sep09 |
081223 |
413.00 |
425.50 |
413.00 |
425.50 |
+12.75 |
20 |
29,527 |
+342 |
| Dec09 |
081223 |
425.00 |
439.75 |
423.25 |
439.75 |
+12.75 |
482 |
141,339 |
+1,230 |
| Mar10 |
081223 |
437.50 |
451.50 |
437.50 |
451.50 |
+11.75 |
31 |
10,856 |
+271 |
| Total Volume and Open Interest |
123,179 |
814,225 |
-4,468 |
| Wheat(CBOT) |
| Mar09 |
081223 |
568.75 |
581.00 |
553.00 |
575.25 |
+6.25 |
488 |
127,101 |
-778 |
| May09 |
081223 |
582.50 |
593.25 |
567.00 |
587.75 |
+6.25 |
264 |
25,668 |
-171 |
| Jul09 |
081223 |
593.50 |
603.25 |
577.50 |
598.25 |
+4.75 |
36 |
49,106 |
-14 |
| Sep09 |
081223 |
613.75 |
623.00 |
600.50 |
619.25 |
+5.50 |
162 |
16,311 |
-125 |
| Dec09 |
081223 |
630.50 |
643.25 |
620.00 |
639.00 |
+3.75 |
19 |
22,137 |
+26 |
| Total Volume and Open Interest |
26,396 |
248,026 |
+633 |
| Wheat(KCBT) |
| Mar09 |
081223 |
588.75 |
598.00 |
574.50 |
594.00 |
+4.75 |
3,891 |
41,212 |
+0 |
| May09 |
081223 |
596.00 |
607.00 |
586.00 |
604.75 |
+4.50 |
695 |
9,624 |
+0 |
| Jul09 |
081223 |
611.75 |
619.00 |
597.75 |
616.50 |
+4.75 |
845 |
18,174 |
+0 |
| Sep09 |
081223 |
622.75 |
628.25 |
608.50 |
627.50 |
+4.75 |
81 |
3,449 |
+0 |
| Dec09 |
081223 |
634.00 |
647.00 |
627.50 |
646.00 |
+4.75 |
323 |
8,347 |
+0 |
| Total Volume and Open Interest |
5,835 |
82,359 |
-187 |
| Wheat(MGE) |
| Dec08 |
081212 |
604.00 |
604.00 |
604.00 |
604.00 |
-20.50 |
11 |
14 |
-134 |
| Mar09 |
081223 |
628.00 |
640.00 |
619.75 |
634.25 |
+9.00 |
2,050 |
11,940 |
+0 |
| May09 |
081223 |
621.75 |
640.00 |
620.00 |
635.50 |
+9.50 |
311 |
8,192 |
+0 |
| Jul09 |
081223 |
627.25 |
644.25 |
623.75 |
642.25 |
+8.25 |
85 |
3,122 |
+0 |
| Sep09 |
081223 |
635.50 |
651.25 |
631.50 |
650.00 |
+11.75 |
67 |
3,299 |
+0 |
| Total Volume and Open Interest |
2,545 |
28,544 |
-1,171 |
| Oats(CBOT) |
| Mar09 |
081223 |
219.00 |
219.75 |
200.75 |
215.00 |
-4.00 |
5 |
6,711 |
+11 |
| May09 |
081223 |
225.00 |
228.00 |
224.00 |
224.00 |
-4.00 |
0 |
4,155 |
+1,899 |
| Jul09 |
081223 |
234.75 |
237.50 |
232.00 |
233.50 |
-4.00 |
0 |
5,165 |
+1,225 |
| Sep09 |
081223 |
245.00 |
247.00 |
240.00 |
243.00 |
-4.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
180 |
16,747 |
-23 |
| Rough Rice(CBOT) |
| Jan09 |
081223 |
15.14 |
15.19 |
15.00 |
15.11 |
-0.01 |
1 |
1,523 |
-247 |
| Mar09 |
081223 |
14.95 |
15.00 |
14.76 |
14.93 |
+0.06 |
3 |
4,192 |
+178 |
| May09 |
081223 |
15.07 |
15.07 |
15.02 |
15.07 |
+0.05 |
0 |
524 |
+0 |
| Jul09 |
081223 |
15.20 |
15.20 |
15.16 |
15.20 |
+0.04 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
203 |
6,888 |
-19 |
| Live Cattle(CME) |
| Dec08 |
081223 |
85.850 |
86.250 |
85.450 |
85.650 |
-0.330 |
1,796 |
3,771 |
-842 |
| Feb09 |
081223 |
86.200 |
87.200 |
86.150 |
86.950 |
+0.700 |
7,708 |
101,829 |
-2 |
| Apr09 |
081223 |
88.680 |
89.785 |
88.650 |
89.500 |
+0.670 |
3,913 |
60,445 |
+40 |
| Jun09 |
081223 |
84.950 |
85.750 |
84.885 |
85.480 |
+0.445 |
1,392 |
24,709 |
+45 |
| Aug09 |
081223 |
85.285 |
85.550 |
85.100 |
85.300 |
+0.250 |
1,006 |
14,353 |
+274 |
| Oct09 |
081223 |
88.100 |
88.700 |
88.100 |
88.200 |
+0.100 |
340 |
4,406 |
+135 |
| Total Volume and Open Interest |
24,472 |
212,725 |
-914 |
| Feeder Cattle(CME) |
| Jan09 |
081223 |
93.250 |
94.080 |
93.035 |
93.600 |
+0.215 |
1,344 |
4,513 |
-417 |
| Mar09 |
081223 |
92.800 |
93.635 |
92.800 |
93.385 |
+0.455 |
1,235 |
11,055 |
+125 |
| Apr09 |
081223 |
94.250 |
94.500 |
94.000 |
94.400 |
+0.320 |
158 |
2,117 |
+15 |
| May09 |
081223 |
94.730 |
95.600 |
94.730 |
95.200 |
+0.400 |
102 |
1,463 |
+20 |
| Aug09 |
081223 |
96.035 |
96.550 |
96.000 |
96.350 |
+0.300 |
23 |
821 |
+9 |
| Sep09 |
081223 |
96.200 |
96.350 |
96.000 |
96.350 |
+0.350 |
2 |
104 |
+2 |
| Oct09 |
081223 |
96.350 |
96.350 |
96.150 |
96.350 |
+0.315 |
4 |
27 |
+4 |
| Total Volume and Open Interest |
3,579 |
20,364 |
-567 |
| Lean Hogs(CME) |
| Feb09 |
081223 |
60.900 |
61.485 |
60.600 |
61.200 |
+0.300 |
12,058 |
71,771 |
+108 |
| Apr09 |
081223 |
68.700 |
69.250 |
68.285 |
68.830 |
+0.130 |
7,370 |
41,400 |
-279 |
| May09 |
081223 |
77.850 |
78.700 |
77.600 |
78.600 |
+0.500 |
33 |
1,504 |
-22 |
| Jun09 |
081223 |
78.930 |
79.500 |
78.450 |
79.200 |
+0.270 |
2,635 |
28,269 |
-154 |
| Jul09 |
081223 |
78.500 |
79.300 |
78.350 |
79.250 |
+0.525 |
128 |
4,840 |
+14 |
| Aug09 |
081223 |
77.050 |
77.600 |
75.900 |
77.500 |
+0.900 |
54 |
3,706 |
-1 |
| Oct09 |
081223 |
70.100 |
70.300 |
69.000 |
70.000 |
+0.465 |
36 |
2,752 |
+11 |
| Dec09 |
081223 |
66.700 |
67.500 |
66.200 |
67.300 |
+0.450 |
31 |
828 |
+11 |
| Total Volume and Open Interest |
17,660 |
155,480 |
-188 |
| Pork Bellies(CME) |
| Feb09 |
081223 |
91.800 |
91.800 |
88.700 |
88.700 |
-3.000 |
148 |
671 |
-72 |
| Mar09 |
081223 |
89.600 |
90.000 |
86.600 |
86.600 |
-2.500 |
5 |
133 |
-1 |
| May09 |
081223 |
88.600 |
90.100 |
86.600 |
86.600 |
-2.500 |
1 |
223 |
-1 |
| Jul09 |
081223 |
92.000 |
92.200 |
87.500 |
87.500 |
-2.600 |
0 |
108 |
+0 |
| Aug09 |
081223 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
155 |
1,211 |
-8 |
| Class III Milk(CME) |
| Dec08 |
081223 |
15.12 |
15.12 |
15.07 |
15.08 |
+0.01 |
42 |
5,224 |
-15 |
| Jan09 |
081223 |
11.85 |
11.85 |
11.70 |
11.70 |
-0.20 |
169 |
4,469 |
-43 |
| Feb09 |
081223 |
11.93 |
11.97 |
11.70 |
11.71 |
-0.26 |
197 |
4,052 |
+16 |
| Mar09 |
081223 |
12.24 |
12.35 |
12.06 |
12.06 |
-0.21 |
129 |
3,433 |
-2 |
| Apr09 |
081223 |
12.71 |
12.78 |
12.53 |
12.53 |
-0.17 |
57 |
2,811 |
+19 |
| Total Volume and Open Interest |
1,222 |
37,797 |
+248 |
| Cocoa(ICE) |
| Mar09 |
081223 |
2568 |
2692 |
2556 |
2651 |
+89 |
3,082 |
60,298 |
-181 |
| May09 |
081223 |
2520 |
2680 |
2520 |
2642 |
+91 |
487 |
22,917 |
-258 |
| Jul09 |
081223 |
2567 |
2662 |
2566 |
2630 |
+102 |
647 |
10,715 |
+544 |
| Sep09 |
081223 |
2541 |
2640 |
2538 |
2602 |
+96 |
30 |
6,752 |
+1 |
| Dec09 |
081223 |
2508 |
2601 |
2504 |
2565 |
+85 |
81 |
9,303 |
+39 |
| Mar10 |
081223 |
2477 |
2531 |
2474 |
2519 |
+66 |
12 |
2,496 |
+8 |
| May10 |
081223 |
2466 |
2521 |
2466 |
2512 |
+72 |
1 |
1,570 |
+0 |
| Total Volume and Open Interest |
7,511 |
114,152 |
+862 |
| Coffee "C"(ICE) |
| Mar09 |
081223 |
108.00 |
108.90 |
107.05 |
107.45 |
-0.90 |
6,175 |
71,323 |
+125 |
| May09 |
081223 |
109.80 |
110.85 |
109.50 |
109.80 |
-0.90 |
1,261 |
27,539 |
+429 |
| Jul09 |
081223 |
114.00 |
114.00 |
111.75 |
112.05 |
-0.95 |
479 |
7,418 |
+329 |
| Sep09 |
081223 |
114.70 |
115.55 |
113.80 |
114.10 |
-0.95 |
216 |
3,889 |
+12 |
| Dec09 |
081223 |
117.75 |
118.00 |
116.75 |
117.05 |
-0.80 |
146 |
7,141 |
+52 |
| Mar10 |
081223 |
120.75 |
120.75 |
119.70 |
120.00 |
-0.80 |
103 |
3,253 |
+32 |
| Total Volume and Open Interest |
5,299 |
120,523 |
+220 |
| Orange Juice(ICE) |
| Jan09 |
081223 |
75.00 |
75.00 |
71.15 |
73.05 |
-1.40 |
532 |
1,746 |
-657 |
| Mar09 |
081223 |
75.55 |
75.55 |
71.30 |
73.40 |
-2.15 |
1,226 |
22,289 |
+106 |
| May09 |
081223 |
77.50 |
77.50 |
75.80 |
77.40 |
-2.10 |
120 |
2,343 |
-35 |
| Jul09 |
081223 |
80.40 |
81.30 |
79.90 |
81.30 |
-2.00 |
228 |
1,315 |
+197 |
| Sep09 |
081223 |
86.00 |
86.00 |
85.10 |
85.10 |
-1.95 |
0 |
264 |
+0 |
| Nov09 |
081223 |
90.50 |
90.50 |
88.95 |
88.95 |
-1.95 |
0 |
116 |
-50 |
| Total Volume and Open Interest |
1,547 |
28,817 |
-553 |
| Sugar #11(ICE) |
| Mar09 |
081223 |
10.94 |
11.01 |
10.76 |
10.85 |
unch |
18,043 |
241,407 |
-487 |
| May09 |
081223 |
11.65 |
11.67 |
11.42 |
11.51 |
-0.02 |
6,125 |
100,167 |
-360 |
| Jul09 |
081223 |
12.16 |
12.17 |
11.94 |
12.03 |
-0.02 |
5,319 |
116,147 |
-682 |
| Oct09 |
081223 |
12.80 |
12.80 |
12.59 |
12.70 |
unch |
1,593 |
69,528 |
-350 |
| Mar10 |
081223 |
13.57 |
13.58 |
13.35 |
13.46 |
unch |
971 |
49,930 |
+225 |
| Total Volume and Open Interest |
88,213 |
638,846 |
+1,613 |
| Sugar #14(ICE) |
| Mar09 |
081223 |
19.95 |
20.05 |
19.95 |
20.03 |
+0.11 |
5 |
2,470 |
+0 |
| May09 |
081223 |
20.50 |
20.64 |
20.50 |
20.59 |
+0.07 |
43 |
2,149 |
+42 |
| Jul09 |
081223 |
20.60 |
20.65 |
20.60 |
20.64 |
+0.03 |
7 |
1,793 |
+7 |
| Sep09 |
081223 |
20.98 |
20.98 |
20.95 |
20.96 |
-0.02 |
5 |
918 |
+5 |
| Total Volume and Open Interest |
58 |
7,276 |
+47 |
| London Cocoa(LCE) |
| Mar09 |
081223 |
1775 |
1840 |
1764 |
1832 |
+67 |
3,751 |
72,574 |
+500 |
| May09 |
081223 |
1753 |
1820 |
1749 |
1818 |
+66 |
1,147 |
34,818 |
+44 |
| Jul09 |
081223 |
1751 |
1824 |
1751 |
1823 |
+68 |
2,316 |
28,793 |
-1,664 |
| Sep09 |
081223 |
1755 |
1793 |
1755 |
1793 |
+54 |
4 |
11,604 |
-4 |
| Dec09 |
081223 |
1717 |
1763 |
1717 |
1763 |
+54 |
0 |
11,597 |
+0 |
| Mar10 |
081223 |
1700 |
1731 |
1700 |
1730 |
+33 |
10 |
851 |
+0 |
| May10 |
081223 |
1739 |
1739 |
1739 |
1739 |
+32 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
7,930 |
161,373 |
+811 |
| London Coffee(LCE) |
| Jan09 |
081223 |
1770.00 |
1840.00 |
1770.00 |
1790.00 |
-5.00 |
1,256 |
52,165 |
-1,124 |
| Total Volume and Open Interest |
1,666 |
53,289 |
-288 |
| London Sugar(LCE) |
| Mar09 |
081223 |
310.00 |
311.60 |
306.50 |
307.80 |
-0.50 |
972 |
25,538 |
-725 |
| May09 |
081223 |
321.50 |
322.70 |
316.90 |
318.30 |
-1.00 |
223 |
11,657 |
+2 |
| Aug09 |
081223 |
329.50 |
330.20 |
325.90 |
326.80 |
-0.50 |
153 |
7,672 |
+6 |
| Oct09 |
081223 |
338.60 |
338.60 |
335.90 |
336.30 |
-0.20 |
63 |
3,174 |
+54 |
| Dec09 |
081223 |
347.50 |
347.50 |
345.00 |
345.00 |
-0.30 |
0 |
893 |
+0 |
| Total Volume and Open Interest |
3,591 |
50,230 |
+1,330 |
| Cotton(ICE) |
| Mar09 |
081223 |
45.80 |
46.18 |
45.41 |
46.02 |
+0.13 |
3,246 |
69,562 |
-531 |
| May09 |
081223 |
46.53 |
46.83 |
46.25 |
46.72 |
+0.09 |
468 |
19,112 |
+40 |
| Jul09 |
081223 |
47.70 |
48.00 |
47.40 |
47.90 |
+0.10 |
335 |
17,869 |
+97 |
| Oct09 |
081223 |
50.71 |
50.71 |
50.71 |
50.71 |
+0.24 |
0 |
253 |
+0 |
| Dec09 |
081223 |
52.12 |
52.30 |
52.00 |
52.23 |
+0.11 |
88 |
15,341 |
+25 |
| Mar10 |
081223 |
55.50 |
55.50 |
55.50 |
55.50 |
+0.22 |
0 |
168 |
+0 |
| Total Volume and Open Interest |
5,262 |
124,404 |
-3,559 |
| Lumber(CME) |
| Jan09 |
081223 |
184.0 |
185.3 |
175.3 |
176.6 |
-8.7 |
201 |
2,173 |
-40 |
| Mar09 |
081223 |
199.5 |
200.5 |
189.5 |
192.1 |
-7.4 |
250 |
4,325 |
-48 |
| May09 |
081223 |
210.1 |
210.1 |
200.0 |
203.5 |
-6.4 |
65 |
1,167 |
+32 |
| Jul09 |
081223 |
212.1 |
216.3 |
210.7 |
210.8 |
-5.4 |
63 |
363 |
+6 |
| Total Volume and Open Interest |
1,390 |
8,208 |
-78 |
| Crude Oil(NYM) |
| Feb09 |
081223 |
39.55 |
40.65 |
37.79 |
38.98 |
-0.93 |
149,135 |
276,728 |
-75 |
| Mar09 |
081223 |
42.69 |
43.65 |
40.81 |
42.03 |
-0.85 |
51,473 |
123,648 |
+2,863 |
| Apr09 |
081223 |
44.56 |
45.30 |
42.67 |
43.86 |
-0.90 |
20,268 |
54,938 |
+1,886 |
| May09 |
081223 |
46.25 |
46.67 |
44.00 |
45.30 |
-0.95 |
7,682 |
35,521 |
+382 |
| Jun09 |
081223 |
47.51 |
47.91 |
45.09 |
46.52 |
-0.94 |
14,927 |
103,769 |
+707 |
| Jul09 |
081223 |
48.53 |
48.93 |
46.13 |
47.56 |
-0.92 |
9,470 |
35,264 |
+3,150 |
| Aug09 |
081223 |
48.61 |
48.61 |
48.46 |
48.46 |
-0.88 |
4,489 |
26,320 |
+137 |
| Sep09 |
081223 |
50.37 |
50.48 |
48.82 |
49.34 |
-0.82 |
2,232 |
20,470 |
-625 |
| Oct09 |
081223 |
49.65 |
50.20 |
49.52 |
50.20 |
-0.76 |
3,370 |
18,197 |
-432 |
| Nov09 |
081223 |
50.47 |
51.06 |
50.47 |
51.06 |
-0.69 |
2,697 |
15,563 |
+366 |
| Dec09 |
081223 |
52.75 |
53.08 |
50.62 |
51.90 |
-0.62 |
15,565 |
98,645 |
-3,819 |
| Jan10 |
081223 |
52.75 |
52.75 |
52.65 |
52.65 |
-0.56 |
506 |
18,411 |
-13 |
| Feb10 |
081223 |
52.99 |
53.37 |
52.99 |
53.37 |
-0.52 |
104 |
10,163 |
-15 |
| Mar10 |
081223 |
54.06 |
54.06 |
54.06 |
54.06 |
-0.49 |
93 |
13,630 |
+19 |
| Apr10 |
081223 |
54.73 |
54.73 |
54.73 |
54.73 |
-0.46 |
135 |
3,531 |
-13 |
| May10 |
081223 |
55.38 |
55.38 |
55.38 |
55.38 |
-0.44 |
25 |
3,803 |
+0 |
| Total Volume and Open Interest |
336,195 |
1,130,722 |
-10,285 |
| 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 |
081223 |
39.550 |
40.650 |
37.800 |
38.975 |
-0.925 |
6,907 |
5,820 |
+286 |
| Mar09 |
081223 |
42.700 |
43.525 |
40.900 |
42.025 |
-0.850 |
428 |
567 |
-57 |
| Apr09 |
081223 |
44.600 |
45.150 |
42.850 |
43.850 |
-0.900 |
14 |
122 |
-6 |
| May09 |
081223 |
45.500 |
45.500 |
45.000 |
45.300 |
-0.950 |
5 |
29 |
+0 |
| Jun09 |
081223 |
46.525 |
46.525 |
46.525 |
46.525 |
-0.925 |
1 |
17 |
-1 |
| Jul09 |
081223 |
46.500 |
47.550 |
46.500 |
47.550 |
-0.925 |
1 |
1 |
+0 |
| Aug09 |
081223 |
48.450 |
48.450 |
48.450 |
48.450 |
-0.900 |
0 |
1 |
+0 |
| Sep09 |
081223 |
49.350 |
49.350 |
49.350 |
49.350 |
-0.800 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
9,192 |
6,410 |
+124 |
| Heating Oil(NYM) |
| Jan09 |
081223 |
134.15 |
136.00 |
130.12 |
132.70 |
-1.45 |
19,035 |
21,122 |
-2,369 |
| Feb09 |
081223 |
136.15 |
137.90 |
131.65 |
134.52 |
-1.67 |
21,837 |
48,830 |
+3 |
| Mar09 |
081223 |
138.30 |
140.05 |
133.60 |
136.67 |
-1.77 |
7,159 |
29,766 |
-547 |
| Apr09 |
081223 |
140.21 |
141.65 |
135.59 |
138.37 |
-1.87 |
3,643 |
19,009 |
-22 |
| May09 |
081223 |
143.53 |
143.53 |
137.12 |
140.22 |
-1.97 |
3,308 |
15,600 |
+697 |
| Jun09 |
081223 |
146.17 |
146.17 |
139.50 |
142.62 |
-2.02 |
2,550 |
22,041 |
+377 |
| Jul09 |
081223 |
148.92 |
149.00 |
144.00 |
145.62 |
-2.07 |
1,142 |
9,905 |
+442 |
| Aug09 |
081223 |
152.30 |
152.47 |
146.04 |
149.02 |
-2.07 |
854 |
4,813 |
+41 |
| Sep09 |
081223 |
154.93 |
155.75 |
149.25 |
152.32 |
-2.12 |
970 |
7,670 |
-66 |
| Oct09 |
081223 |
158.00 |
158.00 |
154.00 |
155.02 |
-2.17 |
582 |
3,682 |
+89 |
| Nov09 |
081223 |
161.00 |
161.00 |
156.74 |
157.67 |
-2.22 |
339 |
2,315 |
+32 |
| Dec09 |
081223 |
163.57 |
163.75 |
158.82 |
160.22 |
-2.17 |
1,068 |
14,271 |
+40 |
| Total Volume and Open Interest |
75,558 |
229,559 |
+4,979 |
| Gasoline(NYMEX) |
| Jan09 |
081223 |
88.25 |
90.75 |
82.10 |
85.60 |
-3.02 |
20,933 |
32,548 |
-5,960 |
| Feb09 |
081223 |
92.36 |
95.00 |
86.55 |
89.95 |
-2.87 |
17,214 |
69,158 |
+3,218 |
| Mar09 |
081223 |
96.15 |
99.22 |
90.98 |
94.25 |
-2.77 |
5,178 |
25,873 |
+435 |
| Apr09 |
081223 |
111.59 |
113.50 |
105.62 |
108.80 |
-2.27 |
3,675 |
18,759 |
-87 |
| May09 |
081223 |
114.00 |
114.00 |
110.09 |
111.75 |
-2.27 |
2,098 |
10,785 |
+338 |
| Jun09 |
081223 |
117.63 |
117.63 |
112.91 |
114.65 |
-2.22 |
2,113 |
10,633 |
+305 |
| Jul09 |
081223 |
116.58 |
117.00 |
115.90 |
116.50 |
-2.02 |
372 |
8,539 |
-27 |
| Aug09 |
081223 |
116.00 |
118.00 |
116.00 |
118.00 |
-1.87 |
286 |
4,815 |
+33 |
| Sep09 |
081223 |
116.95 |
118.90 |
116.95 |
118.90 |
-1.77 |
207 |
5,004 |
-81 |
| Oct09 |
081223 |
110.30 |
110.30 |
110.30 |
110.30 |
-1.47 |
4 |
2,948 |
-88 |
| Total Volume and Open Interest |
52,819 |
204,363 |
-1,690 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081223 |
85.60 |
85.60 |
85.60 |
85.60 |
-3.02 |
0 |
3 |
+0 |
| Feb09 |
081223 |
89.95 |
89.95 |
89.95 |
89.95 |
-2.87 |
0 |
1 |
+0 |
| Mar09 |
081223 |
94.25 |
94.25 |
94.25 |
94.25 |
-2.77 |
|
|
|
| Apr09 |
081223 |
108.80 |
108.80 |
108.80 |
108.80 |
-2.27 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081223 |
5.335 |
5.862 |
5.300 |
5.737 |
+0.443 |
40,964 |
34,957 |
-5,954 |
| Feb09 |
081223 |
5.390 |
5.915 |
5.363 |
5.782 |
+0.452 |
18,141 |
76,656 |
+3,282 |
| Mar09 |
081223 |
5.438 |
5.922 |
5.422 |
5.806 |
+0.429 |
10,860 |
96,110 |
-7,358 |
| Apr09 |
081223 |
5.569 |
5.955 |
5.496 |
5.845 |
+0.390 |
7,888 |
55,822 |
-4,175 |
| May09 |
081223 |
5.590 |
6.009 |
5.583 |
5.895 |
+0.362 |
2,780 |
35,794 |
-654 |
| Jun09 |
081223 |
5.717 |
6.026 |
5.700 |
5.995 |
+0.357 |
1,645 |
27,307 |
-7 |
| Jul09 |
081223 |
5.820 |
6.190 |
5.800 |
6.115 |
+0.352 |
1,082 |
23,648 |
-390 |
| Aug09 |
081223 |
5.915 |
6.260 |
5.900 |
6.203 |
+0.340 |
829 |
21,665 |
-487 |
| Sep09 |
081223 |
5.989 |
6.300 |
5.985 |
6.250 |
+0.337 |
1,188 |
17,649 |
+17 |
| Oct09 |
081223 |
6.109 |
6.445 |
6.074 |
6.365 |
+0.337 |
1,762 |
34,372 |
+88 |
| Nov09 |
081223 |
6.500 |
6.796 |
6.481 |
6.740 |
+0.317 |
890 |
16,935 |
-138 |
| Dec09 |
081223 |
6.890 |
7.150 |
6.869 |
7.125 |
+0.292 |
994 |
27,319 |
-22 |
| Jan10 |
081223 |
7.140 |
7.447 |
7.139 |
7.390 |
+0.287 |
615 |
19,948 |
+57 |
| Feb10 |
081223 |
7.180 |
7.455 |
7.165 |
7.400 |
+0.282 |
455 |
8,454 |
+337 |
| Mar10 |
081223 |
6.990 |
7.238 |
6.984 |
7.220 |
+0.277 |
1,147 |
19,165 |
-35 |
| Apr10 |
081223 |
6.500 |
6.730 |
6.500 |
6.715 |
+0.242 |
405 |
16,812 |
+29 |
| Total Volume and Open Interest |
122,048 |
704,211 |
-4,021 |
| Brent Crude Oil(ICE) |
| Feb09 |
081223 |
41.05 |
42.02 |
39.20 |
40.36 |
-1.09 |
72,650 |
124,821 |
-2,659 |
| Mar09 |
081223 |
43.63 |
44.48 |
41.63 |
42.82 |
-1.11 |
29,457 |
114,650 |
+928 |
| Apr09 |
081223 |
45.44 |
46.41 |
43.64 |
44.73 |
-1.12 |
10,309 |
50,114 |
+2,843 |
| May09 |
081223 |
46.81 |
47.99 |
45.24 |
46.25 |
-1.16 |
5,734 |
19,789 |
+1,329 |
| Jun09 |
081223 |
48.44 |
49.44 |
46.75 |
47.66 |
-1.18 |
7,943 |
36,652 |
+42 |
| Jul09 |
081223 |
50.02 |
50.60 |
48.13 |
49.01 |
-1.14 |
3,749 |
18,127 |
+723 |
| Aug09 |
081223 |
50.95 |
51.64 |
49.22 |
50.13 |
-1.07 |
2,217 |
10,378 |
+177 |
| Sep09 |
081223 |
51.80 |
52.57 |
50.40 |
51.08 |
-0.98 |
1,772 |
14,250 |
+117 |
| Oct09 |
081223 |
53.30 |
53.32 |
51.21 |
51.93 |
-0.92 |
1,507 |
8,767 |
-156 |
| Nov09 |
081223 |
53.00 |
53.00 |
52.62 |
52.62 |
-0.88 |
0 |
11,301 |
-21 |
| Dec09 |
081223 |
53.67 |
54.54 |
52.36 |
53.27 |
-0.83 |
4,750 |
52,048 |
+505 |
| Jan10 |
081223 |
53.98 |
53.98 |
53.98 |
53.98 |
-0.79 |
0 |
9,485 |
+108 |
| Feb10 |
081223 |
54.67 |
54.67 |
54.67 |
54.67 |
-0.78 |
0 |
6,278 |
-120 |
| Mar10 |
081223 |
55.33 |
55.33 |
55.33 |
55.33 |
-0.76 |
0 |
3,282 |
+0 |
| Total Volume and Open Interest |
218,136 |
581,283 |
-981 |
| Gas Oil(ICE) |
| Jan09 |
081223 |
439.00 |
439.00 |
416.50 |
418.00 |
-23.00 |
36,752 |
62,040 |
-1,704 |
| Feb09 |
081223 |
446.25 |
446.25 |
425.00 |
426.25 |
-22.50 |
27,731 |
72,922 |
+3,102 |
| Mar09 |
081223 |
448.50 |
454.00 |
435.00 |
436.00 |
-21.75 |
10,139 |
25,078 |
+639 |
| Apr09 |
081223 |
456.00 |
463.00 |
444.75 |
445.75 |
-21.25 |
4,280 |
22,985 |
+1,111 |
| May09 |
081223 |
465.75 |
472.75 |
454.25 |
455.50 |
-20.50 |
4,099 |
21,347 |
+223 |
| Jun09 |
081223 |
475.50 |
484.00 |
465.25 |
465.25 |
-20.25 |
7,755 |
37,621 |
-363 |
| Jul09 |
081223 |
487.00 |
495.00 |
477.00 |
477.00 |
-19.75 |
2,657 |
13,047 |
-98 |
| Aug09 |
081223 |
497.75 |
506.25 |
487.00 |
487.50 |
-20.25 |
2,100 |
13,027 |
+202 |
| Sep09 |
081223 |
507.50 |
515.75 |
496.75 |
497.25 |
-20.25 |
2,268 |
12,275 |
+250 |
| Oct09 |
081223 |
516.25 |
525.00 |
506.25 |
506.50 |
-19.50 |
1,136 |
7,855 |
+67 |
| Total Volume and Open Interest |
109,035 |
397,052 |
+5,373 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081223 |
1.565 |
1.600 |
1.555 |
1.594 |
+0.035 |
64 |
219 |
+0 |
| Feb09 |
081223 |
1.560 |
1.600 |
1.547 |
1.600 |
+0.053 |
7 |
266 |
+0 |
| Mar09 |
081223 |
1.600 |
1.620 |
1.570 |
1.607 |
+0.037 |
16 |
326 |
-15 |
| Apr09 |
081223 |
1.610 |
1.635 |
1.580 |
1.614 |
+0.034 |
18 |
402 |
+6 |
| May09 |
081223 |
1.650 |
1.650 |
1.610 |
1.650 |
+0.040 |
78 |
229 |
+44 |
| Jun09 |
081223 |
1.660 |
1.660 |
1.620 |
1.660 |
+0.040 |
1 |
196 |
+0 |
| Jul09 |
081223 |
1.640 |
1.660 |
1.630 |
1.660 |
+0.030 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
221 |
2,883 |
+62 |
| US Dollar Index(ICE) |
| Mar09 |
081223 |
82.055 |
82.370 |
81.770 |
82.185 |
+0.105 |
2,944 |
13,270 |
-548 |
| Jun09 |
081223 |
82.720 |
82.845 |
82.590 |
82.680 |
+0.105 |
17 |
2,390 |
+8 |
| Sep09 |
081223 |
83.380 |
83.380 |
83.380 |
83.380 |
+0.105 |
|
|
|
| Total Volume and Open Interest |
6,142 |
16,200 |
-86 |
| Australian Dollar(CME) |
| Mar09 |
081223 |
67.90 |
68.05 |
67.31 |
67.68 |
-0.23 |
0 |
32,314 |
+1,936 |
| Jun09 |
081223 |
67.40 |
67.66 |
67.21 |
67.40 |
-0.26 |
0 |
81 |
+3 |
| Sep09 |
081223 |
67.10 |
67.39 |
67.00 |
67.10 |
-0.29 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
26,637 |
30,632 |
+955 |
| British Pound(CME) |
| Mar09 |
081223 |
148.02 |
148.80 |
146.43 |
147.16 |
-1.23 |
0 |
68,931 |
+276 |
| Jun09 |
081223 |
147.17 |
148.57 |
146.82 |
147.17 |
-1.23 |
0 |
1,191 |
+0 |
| Sep09 |
081223 |
147.21 |
148.55 |
146.94 |
147.21 |
-1.23 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
58,891 |
69,870 |
+638 |
| Canadian Dollar(CME) |
| Mar09 |
081223 |
81.90 |
82.96 |
81.60 |
82.41 |
+0.39 |
28 |
40,167 |
+64 |
| Jun09 |
081223 |
82.10 |
82.90 |
81.88 |
82.54 |
+0.42 |
0 |
1,822 |
+8 |
| Sep09 |
081223 |
82.58 |
82.97 |
82.11 |
82.70 |
+0.42 |
0 |
1,118 |
+0 |
| Dec09 |
081223 |
82.63 |
82.96 |
82.37 |
82.80 |
+0.43 |
0 |
481 |
+5 |
| Total Volume and Open Interest |
29,375 |
43,619 |
-390 |
| Japanese Yen(CME) |
| Mar09 |
081223 |
110.99 |
111.47 |
110.08 |
110.48 |
-0.77 |
66 |
101,637 |
-1,748 |
| Jun09 |
081223 |
111.45 |
111.56 |
110.57 |
110.73 |
-0.77 |
0 |
3,666 |
+1 |
| Sep09 |
081223 |
111.60 |
111.80 |
110.96 |
111.03 |
-0.77 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
51,245 |
107,086 |
-1,818 |
| Swiss Franc(CME) |
| Mar09 |
081223 |
91.65 |
92.52 |
91.53 |
92.16 |
+0.33 |
0 |
24,449 |
+683 |
| Jun09 |
081223 |
92.47 |
92.65 |
92.01 |
92.47 |
+0.33 |
0 |
315 |
+2 |
| Sep09 |
081223 |
92.75 |
92.76 |
92.42 |
92.75 |
+0.33 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
34,614 |
24,088 |
+32 |
| EuroFX(CME) |
| Mar09 |
081223 |
139.18 |
139.93 |
138.92 |
139.42 |
+0.16 |
65 |
115,779 |
+131 |
| Jun09 |
081223 |
139.14 |
139.63 |
138.76 |
139.18 |
+0.16 |
1 |
776 |
-2 |
| Sep09 |
081223 |
139.10 |
139.24 |
138.90 |
139.06 |
+0.16 |
0 |
1,037 |
+0 |
| Total Volume and Open Interest |
177,863 |
117,505 |
-318 |
| Mexican Peso(CME) |
| Jan09 |
081223 |
744.2 |
751.8 |
744.2 |
744.2 |
-7.5 |
0 |
1 |
+0 |
| Feb09 |
081223 |
739.2 |
746.8 |
739.2 |
739.2 |
-7.5 |
|
|
|
| Total Volume and Open Interest |
2,299 |
11,359 |
-167 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
081223 |
140~140 |
141~075 |
139~290 |
141~000 |
+0~100 |
98,955 |
752,730 |
-4,458 |
| Jun09 |
081223 |
139~180 |
139~300 |
139~130 |
139~230 |
+0~100 |
17 |
512 |
-831 |
| Sep09 |
081223 |
138~135 |
138~135 |
138~035 |
138~135 |
+0~100 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
129,114 |
758,590 |
-8,363 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
081223 |
126~255 |
127~085 |
126~180 |
127~045 |
+0~070 |
154,697 |
1,017,985 |
-18,310 |
| Jun09 |
081223 |
125~280 |
125~280 |
125~215 |
125~280 |
+0~065 |
|
|
|
| Sep09 |
081223 |
124~280 |
124~280 |
124~215 |
124~280 |
+0~065 |
|
|
|
| Total Volume and Open Interest |
253,925 |
1,036,295 |
-76,312 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
081223 |
119~035 |
119~056 |
119~006 |
119~048 |
+0~010 |
92,390 |
0 |
+0 |
| Jun09 |
081223 |
119~007 |
119~007 |
118~126 |
119~007 |
+0~010 |
|
|
|
| Sep09 |
081223 |
56~087 |
56~087 |
56~078 |
56~087 |
+0~009 |
|
|
|
| Total Volume and Open Interest |
135,466 |
1,065,592 |
+803 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
081223 |
108~094 |
108~094 |
108~072 |
108~092 |
+0~007 |
45 |
514,813 |
-5,479 |
| Jun09 |
081223 |
108~092 |
108~092 |
108~086 |
108~092 |
+0~007 |
|
|
|
| Sep09 |
081223 |
108~092 |
108~092 |
108~086 |
108~092 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
57,288 |
525,884 |
+2,987 |
| Eurodollars(CME) |
| Mar09 |
081223 |
98.745 |
98.835 |
98.745 |
98.825 |
+0.040 |
2,801 |
1,295,345 |
-9,031 |
| Jun09 |
081223 |
98.695 |
98.760 |
98.680 |
98.750 |
+0.035 |
3,719 |
1,041,987 |
+975 |
| Sep09 |
081223 |
98.585 |
98.650 |
98.565 |
98.635 |
+0.040 |
3,432 |
849,766 |
+5,137 |
| Dec09 |
081223 |
98.430 |
98.510 |
98.410 |
98.490 |
+0.050 |
3,493 |
740,924 |
+472 |
| Mar10 |
081223 |
98.325 |
98.405 |
98.300 |
98.380 |
+0.045 |
2,835 |
588,049 |
-8,408 |
| Jun10 |
081223 |
98.125 |
98.205 |
98.095 |
98.185 |
+0.035 |
853 |
357,996 |
-2,117 |
| Sep10 |
081223 |
97.975 |
98.050 |
97.940 |
98.035 |
+0.035 |
1,362 |
328,989 |
-7,599 |
| Dec10 |
081223 |
97.820 |
97.885 |
97.760 |
97.870 |
+0.040 |
2,432 |
280,340 |
-11,483 |
| Mar11 |
081223 |
97.730 |
97.790 |
97.650 |
97.775 |
+0.045 |
2,326 |
179,921 |
-5,712 |
| Jun11 |
081223 |
97.620 |
97.655 |
97.510 |
97.645 |
+0.045 |
1,125 |
181,317 |
-3,882 |
| Sep11 |
081223 |
97.520 |
97.570 |
97.415 |
97.560 |
+0.045 |
2,138 |
121,537 |
-548 |
| Dec11 |
081223 |
97.435 |
97.485 |
97.320 |
97.475 |
+0.040 |
1,200 |
101,345 |
-1,972 |
| Mar12 |
081223 |
97.430 |
97.475 |
97.305 |
97.465 |
+0.035 |
453 |
93,560 |
+96 |
| Jun12 |
081223 |
97.390 |
97.445 |
97.280 |
97.430 |
+0.030 |
117 |
64,840 |
-1,918 |
| Sep12 |
081223 |
97.370 |
97.410 |
97.250 |
97.400 |
+0.025 |
628 |
63,526 |
-995 |
| Dec12 |
081223 |
97.300 |
97.345 |
97.190 |
97.335 |
+0.020 |
1,769 |
53,021 |
-26 |
| Mar13 |
081223 |
97.285 |
97.330 |
97.175 |
97.320 |
+0.015 |
793 |
45,900 |
-981 |
| Jun13 |
081223 |
97.165 |
97.290 |
97.140 |
97.275 |
+0.015 |
67 |
27,786 |
-564 |
| Total Volume and Open Interest |
1,192,088 |
6,747,982 |
-32,830 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081223 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.003 |
0 |
69,366 |
+1,567 |
| Jan09 |
081223 |
99.800 |
99.805 |
99.785 |
99.800 |
-0.005 |
0 |
67,515 |
+1,633 |
| Feb09 |
081223 |
99.780 |
99.790 |
99.775 |
99.785 |
-0.005 |
0 |
64,467 |
-284 |
| Mar09 |
081223 |
99.760 |
99.760 |
99.745 |
99.750 |
-0.010 |
0 |
41,497 |
+243 |
| Apr09 |
081223 |
99.740 |
99.740 |
99.720 |
99.735 |
unch |
0 |
40,834 |
+597 |
| May09 |
081223 |
99.700 |
99.705 |
99.685 |
99.700 |
unch |
0 |
44,622 |
+2,051 |
| Total Volume and Open Interest |
32,967 |
417,254 |
+5,370 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081223 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
1,705 |
69,366 |
+1,567 |
| Jan09 |
081223 |
99.800 |
99.805 |
99.785 |
99.800 |
unch |
3,965 |
67,515 |
+1,633 |
| Feb09 |
081223 |
99.780 |
99.785 |
99.775 |
99.785 |
+0.010 |
1,573 |
64,467 |
-284 |
| Mar09 |
081223 |
99.760 |
99.760 |
99.745 |
99.750 |
+0.005 |
2,849 |
41,497 |
+243 |
| Apr09 |
081223 |
99.740 |
99.740 |
99.720 |
99.735 |
+0.010 |
4,023 |
40,834 |
+597 |
| May09 |
081223 |
99.700 |
99.705 |
99.685 |
99.700 |
+0.005 |
3,841 |
44,622 |
+2,051 |
| Total Volume and Open Interest |
22,021 |
425,614 |
+8,360 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
081223 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
5,089 |
+0 |
| Jun09 |
081223 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1,278 |
+0 |
| Sep09 |
081223 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
480 |
+0 |
| Dec09 |
081223 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
175 |
+0 |
| Mar10 |
081223 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Jun10 |
081223 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Sep10 |
081223 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Dec10 |
081223 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
| Mar11 |
081223 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.02 |
|
|
|
| Jun11 |
081223 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
0 |
7,022 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081223 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
426 |
19,616 |
-178 |
| Jun09 |
081223 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
202 |
7,226 |
-2 |
| Sep09 |
081223 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
1 |
3,024 |
-1 |
| Dec09 |
081223 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
1,203 |
+0 |
| Mar10 |
081223 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
880 |
+0 |
| Jun10 |
081223 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
513 |
+0 |
| Sep10 |
081223 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
252 |
+0 |
| Dec10 |
081223 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
693 |
35,017 |
+459 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081219 |
139.60 |
139.96 |
138.61 |
139.65 |
+0.13 |
866 |
11,012 |
+765 |
| Jun09 |
081222 |
139.71 |
139.71 |
139.71 |
139.71 |
+0.06 |
|
|
|
| Sep09 |
081222 |
139.71 |
139.71 |
139.71 |
139.71 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
866 |
10,900 |
-112 |
| Euro-Bund(EUREX) |
| Mar09 |
081223 |
124.83 |
125.21 |
124.83 |
124.92 |
-0.10 |
284,789 |
880,454 |
+3,498 |
| Jun09 |
081223 |
124.00 |
124.00 |
123.88 |
123.88 |
-0.11 |
70 |
48 |
+0 |
| Sep09 |
081223 |
123.88 |
123.88 |
123.88 |
123.88 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
284,859 |
880,502 |
+3,498 |
| Euro-Bobl(EUREX) |
| Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
| Jun09 |
081223 |
116.40 |
116.40 |
116.40 |
116.40 |
+0.12 |
|
|
|
| Sep09 |
081223 |
116.40 |
116.40 |
116.40 |
116.40 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
168,992 |
777,896 |
+2,642 |
| 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 |
081223 |
97.875 |
97.920 |
97.875 |
97.915 |
+0.030 |
101 |
5,459 |
+26 |
| Total Volume and Open Interest |
4,388 |
29,916 |
+3,032 |
| Long Gilt(LIFFE) |
| Dec08 |
081223 |
123~17 |
123~20 |
123~14 |
123~14 |
+0~01 |
130 |
27,703 |
+16 |
| Mar09 |
081223 |
122~07 |
122~22 |
122~06 |
122~15 |
+0~01 |
20,131 |
305,519 |
-384 |
| Total Volume and Open Interest |
70,218 |
333,590 |
-21,491 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
081223 |
98.16 |
98.28 |
98.14 |
98.24 |
+0.09 |
23,027 |
427,260 |
-5,082 |
| Jun09 |
081223 |
98.12 |
98.25 |
98.12 |
98.22 |
+0.07 |
11,157 |
297,755 |
+1,217 |
| Sep09 |
081223 |
97.99 |
98.08 |
97.96 |
98.04 |
+0.07 |
17,159 |
234,156 |
-2,286 |
| Dec09 |
081223 |
97.71 |
97.74 |
97.64 |
97.72 |
+0.06 |
14,429 |
217,534 |
+1,532 |
| Mar10 |
081223 |
97.44 |
97.47 |
97.38 |
97.45 |
+0.06 |
9,918 |
174,511 |
+1,131 |
| Jun10 |
081223 |
97.10 |
97.18 |
97.08 |
97.15 |
+0.05 |
12,169 |
121,503 |
+1,068 |
| Total Volume and Open Interest |
245,908 |
1,651,579 |
+2,724 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
081223 |
97.685 |
97.740 |
97.660 |
97.715 |
+0.035 |
55,009 |
702,114 |
-4,001 |
| Jun09 |
081223 |
97.880 |
97.940 |
97.825 |
97.915 |
+0.030 |
37,315 |
532,321 |
-2,901 |
| Sep09 |
081223 |
97.810 |
97.855 |
97.775 |
97.815 |
unch |
41,621 |
432,831 |
-1,722 |
| Total Volume and Open Interest |
274,670 |
2,984,296 |
-1,259 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
081223 |
96.89 |
96.93 |
96.86 |
96.87 |
-0.03 |
6,130 |
242,276 |
-1,975 |
| Jun09 |
081223 |
97.08 |
97.10 |
97.05 |
97.06 |
unch |
2,002 |
147,622 |
+101 |
| Sep09 |
081223 |
96.92 |
96.94 |
96.88 |
96.89 |
-0.01 |
610 |
104,813 |
-194 |
|