|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed December 24, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081224 |
901.00 |
917.50 |
901.00 |
915.75 |
+14.75 |
4,580 |
40,926 |
-12,879 |
| Mar09 |
081224 |
906.00 |
920.00 |
905.00 |
919.00 |
+14.00 |
4,659 |
136,397 |
+3,360 |
| May09 |
081224 |
918.00 |
930.00 |
918.00 |
930.00 |
+14.00 |
383 |
28,830 |
+404 |
| Jul09 |
081224 |
930.00 |
941.00 |
928.00 |
941.00 |
+14.00 |
291 |
34,703 |
+252 |
| Aug09 |
081224 |
943.00 |
943.00 |
943.00 |
943.00 |
+13.25 |
13 |
1,435 |
-1 |
| Sep09 |
081224 |
933.00 |
942.00 |
933.00 |
942.00 |
+13.25 |
35 |
885 |
+2 |
| Nov09 |
081224 |
928.00 |
941.50 |
928.00 |
941.00 |
+12.25 |
321 |
39,569 |
-387 |
| Total Volume and Open Interest |
10,288 |
288,341 |
-10,938 |
| Soybean Meal(CBOT) |
| Jan09 |
081224 |
281.30 |
289.00 |
281.00 |
287.90 |
+6.50 |
4,342 |
15,839 |
-6,308 |
| Mar09 |
081224 |
280.50 |
287.50 |
279.90 |
287.00 |
+6.50 |
5,948 |
48,646 |
+2,909 |
| May09 |
081224 |
283.00 |
289.50 |
283.00 |
289.50 |
+6.30 |
1,213 |
16,579 |
-162 |
| Jul09 |
081224 |
292.50 |
292.50 |
292.50 |
292.50 |
+6.20 |
550 |
16,939 |
-226 |
| Aug09 |
081224 |
293.70 |
293.70 |
293.70 |
293.70 |
+6.10 |
2 |
4,803 |
-6 |
| Sep09 |
081224 |
294.00 |
294.00 |
294.00 |
294.00 |
+6.30 |
26 |
3,652 |
-4 |
| Oct09 |
081224 |
286.70 |
291.80 |
286.70 |
291.80 |
+6.00 |
2 |
2,176 |
+14 |
| Dec09 |
081224 |
287.00 |
293.00 |
287.00 |
293.00 |
+6.00 |
78 |
10,441 |
+71 |
| Total Volume and Open Interest |
12,161 |
119,676 |
-3,588 |
| Soybean Oil(CBOT) |
| Jan09 |
081224 |
31.21 |
31.31 |
31.10 |
31.31 |
+0.10 |
4,445 |
34,364 |
-4,904 |
| Mar09 |
081224 |
31.55 |
31.62 |
31.44 |
31.61 |
+0.09 |
3,689 |
91,750 |
+3,148 |
| May09 |
081224 |
31.80 |
31.95 |
31.77 |
31.92 |
+0.08 |
314 |
22,479 |
-111 |
| Jul09 |
081224 |
32.10 |
32.21 |
32.09 |
32.21 |
+0.07 |
648 |
24,493 |
+908 |
| Aug09 |
081224 |
32.39 |
32.39 |
32.39 |
32.39 |
+0.07 |
2 |
5,205 |
-40 |
| Sep09 |
081224 |
32.44 |
32.56 |
32.44 |
32.56 |
+0.06 |
320 |
4,664 |
-304 |
| Oct09 |
081224 |
32.72 |
32.72 |
32.72 |
32.72 |
+0.07 |
2 |
3,860 |
+29 |
| Dec09 |
081224 |
33.00 |
33.00 |
32.94 |
32.94 |
+0.07 |
167 |
20,431 |
-149 |
| Total Volume and Open Interest |
9,587 |
212,994 |
-9,184 |
| Canola(WCE) |
| Jan09 |
081224 |
390.0 |
400.0 |
390.0 |
399.2 |
+2.6 |
2,106 |
6,861 |
-1,309 |
| Mar09 |
081224 |
400.5 |
406.5 |
397.1 |
405.7 |
+1.3 |
3,877 |
66,786 |
+2,415 |
| May09 |
081224 |
411.5 |
415.0 |
411.5 |
414.4 |
+1.4 |
21 |
4,499 |
-221 |
| Jul09 |
081224 |
419.9 |
423.7 |
419.8 |
423.1 |
+1.1 |
53 |
5,219 |
-294 |
| Nov09 |
081224 |
430.8 |
435.7 |
429.3 |
435.7 |
+2.0 |
76 |
6,649 |
-164 |
| Total Volume and Open Interest |
6,133 |
90,073 |
+1,653 |
| Corn(CBOT) |
| Mar09 |
081224 |
392.25 |
398.00 |
392.25 |
398.00 |
+3.25 |
4,566 |
357,308 |
+1,608 |
| May09 |
081224 |
402.00 |
408.00 |
402.00 |
408.00 |
+3.00 |
224 |
107,432 |
-1,279 |
| Jul09 |
081224 |
413.00 |
418.00 |
412.50 |
418.00 |
+2.75 |
129 |
121,237 |
+183 |
| Sep09 |
081224 |
423.00 |
427.75 |
423.00 |
427.75 |
+2.25 |
19 |
29,920 |
+393 |
| Dec09 |
081224 |
437.25 |
441.50 |
436.75 |
441.50 |
+1.75 |
168 |
142,821 |
+1,482 |
| Mar10 |
081224 |
453.25 |
453.25 |
453.25 |
453.25 |
+1.75 |
0 |
10,889 |
+33 |
| Total Volume and Open Interest |
5,179 |
805,163 |
-9,062 |
| Wheat(CBOT) |
| Mar09 |
081224 |
575.00 |
585.00 |
573.50 |
582.25 |
+7.00 |
492 |
125,610 |
-1,491 |
| May09 |
081224 |
591.50 |
594.75 |
591.50 |
594.75 |
+7.00 |
20 |
25,174 |
-494 |
| Jul09 |
081224 |
597.50 |
606.00 |
597.50 |
606.00 |
+7.75 |
169 |
48,919 |
-187 |
| Sep09 |
081224 |
626.25 |
626.25 |
626.25 |
626.25 |
+7.00 |
16 |
16,534 |
+223 |
| Dec09 |
081224 |
646.25 |
646.25 |
646.25 |
646.25 |
+7.25 |
34 |
22,075 |
-62 |
| Total Volume and Open Interest |
731 |
245,009 |
-3,017 |
| Wheat(KCBT) |
| Mar09 |
081224 |
591.00 |
604.00 |
590.00 |
600.00 |
+6.00 |
3,636 |
41,064 |
-148 |
| May09 |
081224 |
603.00 |
613.50 |
603.00 |
610.50 |
+5.75 |
560 |
9,580 |
-44 |
| Jul09 |
081224 |
616.00 |
626.00 |
616.00 |
622.00 |
+5.50 |
868 |
18,532 |
+358 |
| Sep09 |
081224 |
633.00 |
633.00 |
631.50 |
633.00 |
+5.50 |
179 |
3,410 |
-39 |
| Dec09 |
081224 |
650.50 |
651.50 |
648.00 |
651.50 |
+5.50 |
431 |
8,158 |
-189 |
| Total Volume and Open Interest |
5,674 |
82,297 |
-62 |
| Wheat(MGE) |
| Mar09 |
081224 |
634.00 |
643.25 |
629.00 |
641.75 |
+7.50 |
1,179 |
11,871 |
-69 |
| May09 |
081224 |
635.50 |
642.50 |
635.50 |
641.75 |
+6.25 |
416 |
8,109 |
-83 |
| Jul09 |
081224 |
641.25 |
647.50 |
641.25 |
647.50 |
+5.25 |
228 |
3,016 |
-106 |
| Sep09 |
081224 |
646.25 |
657.50 |
646.25 |
656.50 |
+6.50 |
175 |
3,272 |
-27 |
| Dec09 |
081224 |
661.25 |
672.75 |
661.00 |
671.00 |
+8.50 |
96 |
1,833 |
-6 |
| Total Volume and Open Interest |
2,097 |
28,254 |
-290 |
| Oats(CBOT) |
| Mar09 |
081224 |
217.00 |
218.75 |
217.00 |
218.75 |
+3.75 |
3 |
6,733 |
+22 |
| May09 |
081224 |
227.25 |
228.50 |
227.25 |
227.75 |
+3.75 |
0 |
2,952 |
-1,203 |
| Jul09 |
081224 |
237.25 |
237.25 |
237.25 |
237.25 |
+3.75 |
0 |
3,948 |
-1,217 |
| Sep09 |
081224 |
246.75 |
246.75 |
246.75 |
246.75 |
+3.75 |
0 |
5 |
+2 |
| Total Volume and Open Interest |
3 |
17,496 |
+749 |
| Rough Rice(CBOT) |
| Jan09 |
081224 |
15.07 |
15.14 |
15.05 |
15.14 |
+0.02 |
0 |
1,303 |
-220 |
| Mar09 |
081224 |
14.83 |
15.04 |
14.83 |
15.04 |
+0.11 |
0 |
4,289 |
+97 |
| May09 |
081224 |
15.19 |
15.19 |
15.19 |
15.19 |
+0.11 |
0 |
523 |
-1 |
| Jul09 |
081224 |
15.31 |
15.31 |
15.31 |
15.31 |
+0.11 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
0 |
6,695 |
-193 |
| Live Cattle(CME) |
| Dec08 |
081224 |
86.300 |
87.500 |
85.900 |
87.480 |
+1.830 |
2,336 |
2,515 |
-1,256 |
| Feb09 |
081224 |
87.150 |
88.500 |
87.000 |
88.330 |
+1.380 |
5,290 |
101,151 |
-678 |
| Apr09 |
081224 |
89.800 |
91.000 |
89.600 |
90.950 |
+1.450 |
3,518 |
60,666 |
+221 |
| Jun09 |
081224 |
85.900 |
86.600 |
85.800 |
86.480 |
+1.000 |
1,268 |
24,752 |
+43 |
| Aug09 |
081224 |
85.750 |
86.600 |
85.750 |
86.550 |
+1.250 |
439 |
14,541 |
+188 |
| Oct09 |
081224 |
88.500 |
89.550 |
88.500 |
89.400 |
+1.200 |
125 |
4,454 |
+48 |
| Total Volume and Open Interest |
13,330 |
211,081 |
-1,644 |
| Feeder Cattle(CME) |
| Jan09 |
081224 |
93.700 |
95.000 |
93.600 |
94.885 |
+1.285 |
859 |
4,299 |
-214 |
| Mar09 |
081224 |
92.750 |
94.600 |
92.750 |
94.550 |
+1.165 |
1,130 |
11,134 |
+79 |
| Apr09 |
081224 |
94.200 |
95.500 |
94.200 |
95.350 |
+0.950 |
87 |
2,153 |
+36 |
| May09 |
081224 |
95.100 |
96.600 |
95.100 |
96.550 |
+1.350 |
223 |
1,509 |
+46 |
| Aug09 |
081224 |
96.400 |
97.500 |
96.400 |
97.500 |
+1.150 |
21 |
826 |
+5 |
| Sep09 |
081224 |
97.000 |
97.100 |
97.000 |
97.100 |
+0.750 |
9 |
104 |
+0 |
| Oct09 |
081224 |
97.100 |
97.100 |
97.100 |
97.100 |
+0.750 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
2,329 |
20,074 |
-290 |
| Lean Hogs(CME) |
| Feb09 |
081224 |
61.100 |
61.300 |
60.580 |
60.850 |
-0.350 |
12,058 |
71,771 |
+0 |
| Apr09 |
081224 |
68.700 |
68.885 |
68.225 |
68.400 |
-0.430 |
7,370 |
41,400 |
+0 |
| May09 |
081224 |
77.900 |
78.700 |
77.800 |
78.700 |
+0.100 |
33 |
1,504 |
+0 |
| Jun09 |
081224 |
78.830 |
79.300 |
78.580 |
79.050 |
-0.150 |
2,635 |
28,269 |
+0 |
| Jul09 |
081224 |
79.100 |
79.250 |
78.800 |
79.135 |
-0.115 |
128 |
4,840 |
+0 |
| Aug09 |
081224 |
76.950 |
77.300 |
76.850 |
77.300 |
-0.200 |
54 |
3,706 |
+0 |
| Oct09 |
081224 |
70.200 |
70.200 |
69.900 |
70.200 |
+0.200 |
36 |
2,752 |
+0 |
| Dec09 |
081224 |
67.500 |
67.500 |
67.300 |
67.300 |
unch |
31 |
828 |
+0 |
| Total Volume and Open Interest |
22,348 |
155,169 |
-311 |
| Pork Bellies(CME) |
| Feb09 |
081224 |
86.700 |
89.850 |
86.700 |
89.600 |
+0.900 |
146 |
661 |
-10 |
| Mar09 |
081224 |
86.600 |
86.600 |
86.600 |
86.600 |
unch |
2 |
134 |
+1 |
| May09 |
081224 |
86.600 |
86.600 |
86.600 |
86.600 |
unch |
1 |
224 |
+1 |
| Jul09 |
081224 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
29 |
108 |
+0 |
| Aug09 |
081224 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
178 |
1,129 |
-82 |
| Class III Milk(CME) |
| Dec08 |
081224 |
14.97 |
14.97 |
14.97 |
14.97 |
-0.11 |
20 |
5,169 |
-55 |
| Jan09 |
081224 |
11.55 |
11.70 |
11.55 |
11.56 |
-0.14 |
165 |
4,386 |
-83 |
| Feb09 |
081224 |
11.55 |
11.65 |
11.55 |
11.56 |
-0.15 |
159 |
4,036 |
-16 |
| Mar09 |
081224 |
11.93 |
11.93 |
11.93 |
11.93 |
-0.13 |
133 |
3,458 |
+25 |
| Apr09 |
081224 |
12.49 |
12.49 |
12.49 |
12.49 |
-0.04 |
153 |
2,863 |
+52 |
| Total Volume and Open Interest |
1,059 |
37,856 |
+59 |
| Cocoa(ICE) |
| Mar09 |
081224 |
2662 |
2662 |
2564 |
2626 |
-25 |
5,100 |
60,032 |
-266 |
| May09 |
081224 |
2635 |
2635 |
2560 |
2619 |
-23 |
1,262 |
23,145 |
+228 |
| Jul09 |
081224 |
2600 |
2619 |
2553 |
2605 |
-25 |
1,291 |
11,589 |
+874 |
| Sep09 |
081224 |
2585 |
2585 |
2585 |
2585 |
-17 |
0 |
6,816 |
+64 |
| Dec09 |
081224 |
2540 |
2556 |
2540 |
2556 |
-9 |
163 |
9,307 |
+4 |
| Mar10 |
081224 |
2526 |
2526 |
2526 |
2526 |
+7 |
0 |
2,672 |
+176 |
| May10 |
081224 |
2512 |
2512 |
2512 |
2512 |
unch |
0 |
1,570 |
+0 |
| Total Volume and Open Interest |
7,816 |
115,385 |
+1,233 |
| Coffee "C"(ICE) |
| Mar09 |
081224 |
107.50 |
108.55 |
107.35 |
108.05 |
+0.60 |
2,843 |
70,967 |
-356 |
| May09 |
081224 |
109.80 |
110.90 |
109.80 |
110.30 |
+0.50 |
457 |
27,678 |
+139 |
| Jul09 |
081224 |
112.05 |
113.05 |
112.05 |
112.50 |
+0.45 |
38 |
7,412 |
-6 |
| Sep09 |
081224 |
115.05 |
115.05 |
114.55 |
114.55 |
+0.45 |
68 |
3,895 |
+6 |
| Dec09 |
081224 |
117.50 |
117.50 |
117.50 |
117.50 |
+0.45 |
0 |
7,131 |
-10 |
| Mar10 |
081224 |
120.45 |
120.45 |
120.45 |
120.45 |
+0.45 |
0 |
3,315 |
+62 |
| Total Volume and Open Interest |
3,406 |
121,339 |
+816 |
| Orange Juice(ICE) |
| Jan09 |
081224 |
71.25 |
72.80 |
71.15 |
72.10 |
-0.95 |
568 |
1,503 |
-243 |
| Mar09 |
081224 |
72.40 |
74.05 |
72.00 |
72.95 |
-0.45 |
1,130 |
22,642 |
+353 |
| May09 |
081224 |
76.95 |
76.95 |
76.95 |
76.95 |
-0.45 |
0 |
2,355 |
+12 |
| Jul09 |
081224 |
80.95 |
80.95 |
80.95 |
80.95 |
-0.35 |
0 |
1,316 |
+1 |
| Sep09 |
081224 |
84.75 |
84.75 |
84.75 |
84.75 |
-0.35 |
0 |
274 |
+10 |
| Nov09 |
081224 |
88.60 |
88.60 |
88.60 |
88.60 |
-0.35 |
0 |
121 |
+5 |
| Total Volume and Open Interest |
1,698 |
28,517 |
-300 |
| Sugar #11(ICE) |
| Mar09 |
081224 |
11.02 |
11.04 |
10.81 |
11.02 |
+0.17 |
13,551 |
243,343 |
+1,936 |
| May09 |
081224 |
11.65 |
11.68 |
11.46 |
11.65 |
+0.14 |
2,395 |
100,037 |
-130 |
| Jul09 |
081224 |
12.16 |
12.19 |
12.00 |
12.17 |
+0.14 |
2,779 |
115,348 |
-799 |
| Oct09 |
081224 |
12.81 |
12.85 |
12.67 |
12.85 |
+0.15 |
929 |
69,595 |
+67 |
| Mar10 |
081224 |
13.55 |
13.63 |
13.40 |
13.63 |
+0.17 |
777 |
50,207 |
+277 |
| Total Volume and Open Interest |
20,749 |
639,684 |
+838 |
| Sugar #14(ICE) |
| Mar09 |
081224 |
20.03 |
20.03 |
20.00 |
20.00 |
-0.03 |
50 |
2,480 |
+10 |
| May09 |
081224 |
20.59 |
20.59 |
20.59 |
20.59 |
unch |
35 |
2,170 |
+21 |
| Jul09 |
081224 |
20.63 |
20.63 |
20.63 |
20.63 |
-0.01 |
0 |
1,813 |
+20 |
| Sep09 |
081224 |
20.99 |
20.99 |
20.99 |
20.99 |
+0.03 |
0 |
918 |
+0 |
| Total Volume and Open Interest |
85 |
7,381 |
+105 |
| London Cocoa(LCE) |
| Mar09 |
081224 |
1823 |
1823 |
1783 |
1783 |
-49 |
5,572 |
72,827 |
+253 |
| May09 |
081224 |
1806 |
1806 |
1771 |
1771 |
-47 |
1,343 |
34,521 |
-297 |
| Jul09 |
081224 |
1808 |
1808 |
1774 |
1774 |
-49 |
671 |
30,753 |
+1,960 |
| Sep09 |
081224 |
1758 |
1758 |
1758 |
1758 |
-35 |
73 |
11,597 |
-7 |
| Dec09 |
081224 |
1741 |
1745 |
1709 |
1709 |
-54 |
10 |
11,597 |
+0 |
| Mar10 |
081224 |
1681 |
1681 |
1681 |
1681 |
-49 |
125 |
951 |
+100 |
| May10 |
081224 |
1690 |
1690 |
1690 |
1690 |
-49 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
7,794 |
162,258 |
+885 |
| London Coffee(LCE) |
| Jan09 |
081224 |
1826.00 |
1826.00 |
1800.00 |
1800.00 |
+10.00 |
10,958 |
48,162 |
-4,003 |
| Total Volume and Open Interest |
10,958 |
48,162 |
-5,127 |
| London Sugar(LCE) |
| Mar09 |
081224 |
310.00 |
310.90 |
308.00 |
308.50 |
+0.70 |
1,344 |
25,527 |
-11 |
| May09 |
081224 |
320.00 |
320.00 |
318.10 |
319.00 |
+0.70 |
249 |
11,790 |
+133 |
| Aug09 |
081224 |
328.90 |
328.90 |
327.50 |
327.50 |
+0.70 |
163 |
7,733 |
+61 |
| Oct09 |
081224 |
339.30 |
339.30 |
337.00 |
337.00 |
+0.70 |
74 |
3,199 |
+25 |
| Dec09 |
081224 |
345.70 |
345.70 |
345.70 |
345.70 |
+0.70 |
75 |
884 |
-9 |
| Total Volume and Open Interest |
1,905 |
49,766 |
-464 |
| Cotton(ICE) |
| Mar09 |
081224 |
46.03 |
46.50 |
45.90 |
46.36 |
+0.34 |
2,681 |
69,626 |
+64 |
| May09 |
081224 |
46.70 |
47.11 |
46.61 |
47.01 |
+0.29 |
463 |
19,185 |
+73 |
| Jul09 |
081224 |
47.81 |
48.19 |
47.80 |
48.19 |
+0.29 |
186 |
17,786 |
-83 |
| Oct09 |
081224 |
50.87 |
50.87 |
50.87 |
50.87 |
+0.16 |
0 |
253 |
+0 |
| Dec09 |
081224 |
52.30 |
52.54 |
52.21 |
52.48 |
+0.25 |
57 |
15,253 |
-88 |
| Mar10 |
081224 |
55.55 |
55.55 |
55.55 |
55.55 |
+0.05 |
0 |
168 |
+0 |
| Total Volume and Open Interest |
3,387 |
124,012 |
-392 |
| Lumber(CME) |
| Jan09 |
081224 |
176.6 |
177.0 |
174.3 |
174.5 |
-2.1 |
324 |
2,084 |
-89 |
| Mar09 |
081224 |
192.9 |
192.9 |
188.5 |
191.9 |
-0.2 |
312 |
4,387 |
+62 |
| May09 |
081224 |
202.1 |
202.5 |
201.1 |
202.5 |
-1.0 |
153 |
1,170 |
+3 |
| Jul09 |
081224 |
211.0 |
211.0 |
211.0 |
211.0 |
+0.2 |
122 |
339 |
-24 |
| Total Volume and Open Interest |
914 |
8,110 |
-98 |
| Crude Oil(NYM) |
| Feb09 |
081224 |
37.65 |
37.91 |
35.35 |
35.35 |
-3.63 |
146,203 |
271,165 |
-5,563 |
| Mar09 |
081224 |
40.90 |
40.90 |
38.23 |
38.23 |
-3.80 |
50,064 |
124,630 |
+982 |
| Apr09 |
081224 |
40.06 |
40.06 |
40.06 |
40.06 |
-3.80 |
20,507 |
57,500 |
+2,562 |
| May09 |
081224 |
41.50 |
41.50 |
41.50 |
41.50 |
-3.80 |
10,719 |
33,887 |
-1,634 |
| Jun09 |
081224 |
44.25 |
44.25 |
42.79 |
42.79 |
-3.73 |
16,390 |
104,748 |
+979 |
| Jul09 |
081224 |
43.97 |
43.97 |
43.97 |
43.97 |
-3.59 |
7,194 |
37,387 |
+2,123 |
| Aug09 |
081224 |
45.02 |
45.02 |
45.02 |
45.02 |
-3.44 |
4,524 |
26,154 |
-166 |
| Sep09 |
081224 |
45.99 |
45.99 |
45.99 |
45.99 |
-3.35 |
2,927 |
20,121 |
-349 |
| Oct09 |
081224 |
46.95 |
46.95 |
46.95 |
46.95 |
-3.25 |
1,700 |
18,324 |
+127 |
| Nov09 |
081224 |
47.89 |
47.89 |
47.89 |
47.89 |
-3.17 |
1,528 |
15,728 |
+165 |
| Dec09 |
081224 |
48.80 |
48.80 |
48.80 |
48.80 |
-3.10 |
10,069 |
97,495 |
-1,150 |
| Jan10 |
081224 |
49.62 |
49.62 |
49.62 |
49.62 |
-3.03 |
692 |
18,348 |
-63 |
| Feb10 |
081224 |
50.39 |
50.39 |
50.39 |
50.39 |
-2.98 |
400 |
10,192 |
+29 |
| Mar10 |
081224 |
51.13 |
51.13 |
51.13 |
51.13 |
-2.93 |
1,007 |
13,706 |
+76 |
| Apr10 |
081224 |
51.85 |
51.85 |
51.85 |
51.85 |
-2.88 |
45 |
3,508 |
-23 |
| May10 |
081224 |
52.55 |
52.55 |
52.55 |
52.55 |
-2.83 |
8 |
3,803 |
+0 |
| Total Volume and Open Interest |
293,963 |
1,118,182 |
-12,540 |
| 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 |
081224 |
39.175 |
39.675 |
35.125 |
35.350 |
-3.625 |
9,805 |
6,817 |
+997 |
| Mar09 |
081224 |
42.400 |
42.400 |
38.100 |
38.225 |
-3.800 |
305 |
627 |
+60 |
| Apr09 |
081224 |
42.000 |
43.000 |
40.050 |
40.050 |
-3.800 |
46 |
121 |
-1 |
| May09 |
081224 |
43.600 |
43.600 |
41.500 |
41.500 |
-3.800 |
5 |
30 |
+1 |
| Jun09 |
081224 |
42.800 |
42.800 |
42.800 |
42.800 |
-3.725 |
1 |
17 |
+0 |
| Jul09 |
081224 |
43.975 |
43.975 |
43.975 |
43.975 |
-3.575 |
1 |
2 |
+1 |
| Aug09 |
081224 |
45.025 |
45.025 |
45.025 |
45.025 |
-3.425 |
0 |
1 |
+0 |
| Sep09 |
081224 |
46.000 |
46.000 |
46.000 |
46.000 |
-3.350 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
10,174 |
7,696 |
+1,286 |
| Heating Oil(NYM) |
| Jan09 |
081224 |
119.83 |
119.83 |
119.83 |
119.83 |
-12.87 |
21,111 |
18,878 |
-2,244 |
| Feb09 |
081224 |
122.11 |
122.11 |
122.11 |
122.11 |
-12.41 |
24,338 |
51,416 |
+2,586 |
| Mar09 |
081224 |
124.61 |
124.61 |
124.61 |
124.61 |
-12.06 |
8,409 |
30,294 |
+528 |
| Apr09 |
081224 |
126.50 |
126.50 |
126.36 |
126.36 |
-12.01 |
3,691 |
19,575 |
+566 |
| May09 |
081224 |
128.26 |
128.26 |
128.26 |
128.26 |
-11.96 |
3,245 |
16,642 |
+1,042 |
| Jun09 |
081224 |
130.56 |
130.56 |
130.56 |
130.56 |
-12.06 |
3,629 |
22,409 |
+368 |
| Jul09 |
081224 |
133.56 |
133.56 |
133.56 |
133.56 |
-12.06 |
1,924 |
10,027 |
+122 |
| Aug09 |
081224 |
136.86 |
136.86 |
136.86 |
136.86 |
-12.16 |
1,518 |
5,021 |
+208 |
| Sep09 |
081224 |
140.06 |
140.06 |
140.06 |
140.06 |
-12.26 |
706 |
7,810 |
+140 |
| Oct09 |
081224 |
142.66 |
142.66 |
142.66 |
142.66 |
-12.36 |
318 |
3,760 |
+78 |
| Nov09 |
081224 |
145.26 |
145.26 |
145.26 |
145.26 |
-12.41 |
398 |
2,299 |
-16 |
| Dec09 |
081224 |
147.86 |
147.86 |
147.86 |
147.86 |
-12.36 |
811 |
14,602 |
+331 |
| Total Volume and Open Interest |
71,134 |
232,232 |
+2,673 |
| Gasoline(NYMEX) |
| Jan09 |
081224 |
86.80 |
86.80 |
78.50 |
79.27 |
-6.33 |
20,175 |
27,204 |
-5,344 |
| Feb09 |
081224 |
91.00 |
91.05 |
82.60 |
83.47 |
-6.48 |
17,517 |
71,421 |
+2,263 |
| Mar09 |
081224 |
94.90 |
94.90 |
87.08 |
87.67 |
-6.58 |
4,156 |
25,862 |
-11 |
| Apr09 |
081224 |
109.50 |
109.50 |
100.93 |
101.87 |
-6.93 |
1,877 |
18,779 |
+20 |
| May09 |
081224 |
108.50 |
108.50 |
104.42 |
104.82 |
-6.93 |
1,050 |
10,871 |
+86 |
| Jun09 |
081224 |
111.57 |
112.45 |
107.15 |
107.72 |
-6.93 |
1,337 |
10,727 |
+94 |
| Jul09 |
081224 |
113.10 |
114.25 |
109.57 |
109.57 |
-6.93 |
590 |
8,623 |
+84 |
| Aug09 |
081224 |
114.84 |
114.84 |
111.07 |
111.07 |
-6.93 |
2,351 |
4,654 |
-161 |
| Sep09 |
081224 |
114.80 |
115.24 |
111.97 |
111.97 |
-6.93 |
515 |
5,225 |
+221 |
| Oct09 |
081224 |
103.49 |
103.49 |
103.37 |
103.37 |
-6.93 |
165 |
2,981 |
+33 |
| Total Volume and Open Interest |
49,818 |
201,659 |
-2,704 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081224 |
79.27 |
79.27 |
79.27 |
79.27 |
-6.33 |
0 |
3 |
+0 |
| Feb09 |
081224 |
83.47 |
83.47 |
83.47 |
83.47 |
-6.48 |
0 |
1 |
+0 |
| Mar09 |
081224 |
87.67 |
87.67 |
87.67 |
87.67 |
-6.58 |
|
|
|
| Apr09 |
081224 |
101.87 |
101.87 |
101.87 |
101.87 |
-6.93 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081224 |
5.580 |
5.910 |
5.565 |
5.910 |
+0.173 |
51,648 |
28,133 |
-6,824 |
| Feb09 |
081224 |
5.919 |
5.919 |
5.919 |
5.919 |
+0.137 |
32,768 |
75,465 |
-1,191 |
| Mar09 |
081224 |
5.735 |
5.944 |
5.735 |
5.944 |
+0.138 |
13,549 |
102,478 |
+6,368 |
| Apr09 |
081224 |
5.979 |
5.979 |
5.979 |
5.979 |
+0.134 |
7,739 |
58,863 |
+3,041 |
| May09 |
081224 |
6.026 |
6.026 |
6.026 |
6.026 |
+0.131 |
4,073 |
36,756 |
+962 |
| Jun09 |
081224 |
5.950 |
6.121 |
5.950 |
6.121 |
+0.126 |
1,011 |
27,860 |
+553 |
| Jul09 |
081224 |
6.241 |
6.241 |
6.241 |
6.241 |
+0.126 |
1,583 |
24,583 |
+935 |
| Aug09 |
081224 |
6.326 |
6.326 |
6.326 |
6.326 |
+0.123 |
559 |
21,966 |
+301 |
| Sep09 |
081224 |
6.374 |
6.374 |
6.374 |
6.374 |
+0.124 |
887 |
17,937 |
+288 |
| Oct09 |
081224 |
6.489 |
6.489 |
6.489 |
6.489 |
+0.124 |
2,599 |
34,460 |
+88 |
| Nov09 |
081224 |
6.859 |
6.859 |
6.859 |
6.859 |
+0.119 |
972 |
17,120 |
+185 |
| Dec09 |
081224 |
7.239 |
7.239 |
7.239 |
7.239 |
+0.114 |
610 |
27,559 |
+240 |
| Jan10 |
081224 |
7.350 |
7.504 |
7.240 |
7.504 |
+0.114 |
784 |
20,049 |
+101 |
| Feb10 |
081224 |
7.240 |
7.514 |
7.240 |
7.514 |
+0.114 |
118 |
8,445 |
-9 |
| Mar10 |
081224 |
7.050 |
7.329 |
7.050 |
7.329 |
+0.109 |
712 |
19,305 |
+140 |
| Apr10 |
081224 |
6.540 |
6.819 |
6.540 |
6.819 |
+0.104 |
654 |
16,766 |
-46 |
| Total Volume and Open Interest |
121,242 |
693,732 |
-10,479 |
| Brent Crude Oil(ICE) |
| Feb09 |
081224 |
40.60 |
40.60 |
36.20 |
36.61 |
-3.75 |
74,940 |
121,335 |
-3,486 |
| Mar09 |
081224 |
43.05 |
43.05 |
38.80 |
39.17 |
-3.65 |
32,317 |
112,034 |
-2,616 |
| Apr09 |
081224 |
44.57 |
44.81 |
41.01 |
41.18 |
-3.55 |
15,339 |
51,721 |
+1,607 |
| May09 |
081224 |
46.25 |
46.25 |
42.74 |
42.74 |
-3.51 |
6,393 |
19,878 |
+89 |
| Jun09 |
081224 |
47.68 |
47.68 |
44.17 |
44.17 |
-3.49 |
8,647 |
37,402 |
+750 |
| Jul09 |
081224 |
49.01 |
49.01 |
45.59 |
45.59 |
-3.42 |
2,095 |
18,130 |
+3 |
| Aug09 |
081224 |
49.38 |
49.38 |
46.98 |
46.98 |
-3.15 |
1,180 |
10,426 |
+48 |
| Sep09 |
081224 |
49.45 |
49.46 |
47.94 |
47.94 |
-3.14 |
735 |
14,092 |
-158 |
| Oct09 |
081224 |
49.90 |
50.40 |
48.71 |
48.71 |
-3.22 |
600 |
8,806 |
+39 |
| Nov09 |
081224 |
50.25 |
50.25 |
49.39 |
49.39 |
-3.23 |
601 |
11,436 |
+135 |
| Dec09 |
081224 |
52.91 |
52.91 |
49.87 |
50.08 |
-3.19 |
5,269 |
51,661 |
-387 |
| Jan10 |
081224 |
50.80 |
50.80 |
50.80 |
50.80 |
-3.18 |
0 |
9,643 |
+158 |
| Feb10 |
081224 |
51.53 |
51.53 |
51.53 |
51.53 |
-3.14 |
0 |
6,307 |
+29 |
| Mar10 |
081224 |
52.27 |
52.27 |
52.27 |
52.27 |
-3.06 |
0 |
3,280 |
-2 |
| Total Volume and Open Interest |
150,055 |
582,584 |
+1,301 |
| Gas Oil(ICE) |
| Jan09 |
081224 |
425.00 |
429.50 |
390.00 |
404.00 |
-14.00 |
35,906 |
57,857 |
-4,183 |
| Feb09 |
081224 |
435.75 |
435.75 |
397.25 |
411.75 |
-14.50 |
29,999 |
71,571 |
-1,351 |
| Mar09 |
081224 |
440.75 |
442.50 |
408.25 |
421.25 |
-14.75 |
8,704 |
27,650 |
+2,572 |
| Apr09 |
081224 |
451.00 |
451.00 |
418.50 |
431.00 |
-14.75 |
3,658 |
22,449 |
-536 |
| May09 |
081224 |
460.25 |
461.00 |
428.25 |
441.00 |
-14.50 |
2,827 |
22,185 |
+838 |
| Jun09 |
081224 |
470.00 |
471.25 |
437.25 |
451.00 |
-14.25 |
3,392 |
36,866 |
-755 |
| Jul09 |
081224 |
480.00 |
482.00 |
450.00 |
463.00 |
-14.00 |
2,540 |
13,332 |
+285 |
| Aug09 |
081224 |
474.50 |
484.50 |
466.75 |
473.25 |
-14.25 |
1,931 |
13,126 |
+99 |
| Sep09 |
081224 |
484.25 |
494.00 |
476.75 |
483.25 |
-14.00 |
2,456 |
13,015 |
+740 |
| Oct09 |
081224 |
480.00 |
504.00 |
480.00 |
492.75 |
-13.75 |
2,605 |
9,185 |
+1,330 |
| Total Volume and Open Interest |
103,027 |
397,109 |
+57 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081224 |
1.610 |
1.615 |
1.610 |
1.613 |
+0.019 |
33 |
198 |
-21 |
| Feb09 |
081224 |
1.625 |
1.625 |
1.625 |
1.625 |
+0.025 |
106 |
289 |
+23 |
| Mar09 |
081224 |
1.635 |
1.635 |
1.635 |
1.635 |
+0.028 |
10 |
326 |
+0 |
| Apr09 |
081224 |
1.650 |
1.650 |
1.650 |
1.650 |
+0.036 |
0 |
394 |
-8 |
| May09 |
081224 |
1.660 |
1.660 |
1.660 |
1.660 |
+0.010 |
0 |
229 |
+0 |
| Jun09 |
081224 |
1.670 |
1.670 |
1.670 |
1.670 |
+0.010 |
0 |
195 |
-1 |
| Jul09 |
081224 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.030 |
2 |
203 |
+1 |
| Total Volume and Open Interest |
161 |
2,883 |
+0 |
| US Dollar Index(ICE) |
| Mar09 |
081224 |
82.280 |
82.300 |
81.880 |
81.975 |
-0.210 |
1,275 |
13,032 |
-238 |
| Jun09 |
081224 |
82.470 |
82.470 |
82.470 |
82.470 |
-0.210 |
0 |
2,391 |
+1 |
| Sep09 |
081224 |
83.170 |
83.170 |
83.170 |
83.170 |
-0.210 |
|
|
|
| Total Volume and Open Interest |
1,275 |
15,423 |
-777 |
| Australian Dollar(CME) |
| Mar09 |
081224 |
67.77 |
67.77 |
67.77 |
67.77 |
+0.09 |
1 |
32,752 |
+438 |
| Jun09 |
081224 |
67.49 |
67.49 |
67.49 |
67.49 |
+0.09 |
0 |
81 |
+0 |
| Sep09 |
081224 |
67.19 |
67.19 |
67.19 |
67.19 |
+0.09 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
1 |
33,009 |
+2,377 |
| British Pound(CME) |
| Mar09 |
081224 |
146.80 |
146.80 |
146.80 |
146.80 |
-0.36 |
23 |
69,390 |
+459 |
| Jun09 |
081224 |
146.81 |
146.81 |
146.81 |
146.81 |
-0.36 |
0 |
1,191 |
+0 |
| Sep09 |
081224 |
146.85 |
146.85 |
146.85 |
146.85 |
-0.36 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
23 |
70,605 |
+735 |
| Canadian Dollar(CME) |
| Mar09 |
081224 |
82.69 |
82.69 |
82.69 |
82.69 |
+0.28 |
101 |
41,110 |
+943 |
| Jun09 |
081224 |
82.82 |
82.82 |
82.82 |
82.82 |
+0.28 |
0 |
1,816 |
-6 |
| Sep09 |
081224 |
82.98 |
82.98 |
82.98 |
82.98 |
+0.28 |
0 |
1,117 |
-1 |
| Dec09 |
081224 |
83.08 |
83.08 |
83.08 |
83.08 |
+0.28 |
0 |
498 |
+17 |
| Total Volume and Open Interest |
101 |
44,651 |
+1,032 |
| Japanese Yen(CME) |
| Mar09 |
081224 |
110.42 |
110.42 |
110.42 |
110.42 |
-0.06 |
0 |
100,255 |
-1,382 |
| Jun09 |
081224 |
110.67 |
110.67 |
110.67 |
110.67 |
-0.06 |
0 |
3,674 |
+8 |
| Sep09 |
081224 |
110.97 |
110.97 |
110.97 |
110.97 |
-0.06 |
0 |
14 |
+3 |
| Total Volume and Open Interest |
0 |
103,968 |
-3,118 |
| Swiss Franc(CME) |
| Mar09 |
081224 |
93.35 |
93.35 |
92.89 |
92.89 |
+0.73 |
1 |
23,748 |
-701 |
| Jun09 |
081224 |
93.20 |
93.20 |
93.20 |
93.20 |
+0.73 |
0 |
315 |
+0 |
| Sep09 |
081224 |
93.48 |
93.48 |
93.48 |
93.48 |
+0.73 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1 |
24,072 |
-16 |
| EuroFX(CME) |
| Mar09 |
081224 |
139.75 |
139.82 |
139.37 |
139.44 |
+0.02 |
58 |
116,155 |
+376 |
| Jun09 |
081224 |
139.20 |
139.20 |
139.20 |
139.20 |
+0.02 |
0 |
782 |
+6 |
| Sep09 |
081224 |
139.08 |
139.08 |
139.08 |
139.08 |
+0.02 |
0 |
1,038 |
+1 |
| Total Volume and Open Interest |
58 |
118,017 |
+512 |
| Mexican Peso(CME) |
| Jan09 |
081224 |
744.2 |
744.5 |
744.2 |
744.5 |
+0.2 |
0 |
1 |
+0 |
| Feb09 |
081224 |
739.2 |
739.5 |
739.2 |
739.5 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
90 |
13,412 |
+2,053 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
081224 |
140~260 |
141~115 |
140~080 |
140~150 |
-0~170 |
95,969 |
742,749 |
-9,981 |
| Jun09 |
081224 |
139~060 |
139~060 |
139~060 |
139~060 |
-0~170 |
24 |
515 |
+3 |
| Sep09 |
081224 |
137~285 |
137~285 |
137~285 |
137~285 |
-0~170 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
96,123 |
743,323 |
-15,267 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
081224 |
126~280 |
127~120 |
125~220 |
126~230 |
-0~135 |
137,651 |
1,001,784 |
-16,201 |
| Jun09 |
081224 |
125~145 |
125~145 |
125~145 |
125~145 |
-0~135 |
|
|
|
| Sep09 |
081224 |
124~145 |
124~145 |
124~145 |
124~145 |
-0~135 |
|
|
|
| Total Volume and Open Interest |
137,651 |
1,001,784 |
-34,511 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
081224 |
119~028 |
119~069 |
119~017 |
119~027 |
-0~021 |
100,798 |
1,043,314 |
+1,043,314 |
| Jun09 |
081224 |
118~114 |
119~007 |
118~114 |
118~114 |
-0~021 |
|
|
|
| Sep09 |
081224 |
56~066 |
56~087 |
56~066 |
56~066 |
-0~021 |
|
|
|
| Total Volume and Open Interest |
101,492 |
1,069,562 |
+3,970 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
081224 |
108~101 |
108~105 |
108~088 |
108~089 |
-0~003 |
1,134 |
511,814 |
-2,999 |
| Jun09 |
081224 |
108~089 |
108~089 |
108~089 |
108~089 |
-0~003 |
|
|
|
| Sep09 |
081224 |
108~089 |
108~089 |
108~089 |
108~089 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
1,134 |
516,880 |
-9,004 |
| Eurodollars(CME) |
| Mar09 |
081224 |
98.825 |
98.830 |
98.815 |
98.830 |
+0.005 |
5,110 |
1,293,994 |
-1,351 |
| Jun09 |
081224 |
98.755 |
98.760 |
98.720 |
98.735 |
-0.015 |
5,491 |
1,041,128 |
-859 |
| Sep09 |
081224 |
98.655 |
98.655 |
98.605 |
98.615 |
-0.020 |
4,006 |
855,519 |
+5,753 |
| Dec09 |
081224 |
98.490 |
98.505 |
98.415 |
98.455 |
-0.035 |
5,903 |
745,094 |
+4,170 |
| Mar10 |
081224 |
98.415 |
98.415 |
98.320 |
98.325 |
-0.055 |
1,747 |
589,174 |
+1,125 |
| Jun10 |
081224 |
98.210 |
98.210 |
98.125 |
98.125 |
-0.060 |
1,368 |
362,811 |
+4,815 |
| Sep10 |
081224 |
98.055 |
98.055 |
97.965 |
97.965 |
-0.070 |
1,110 |
329,798 |
+809 |
| Dec10 |
081224 |
97.885 |
97.885 |
97.795 |
97.795 |
-0.075 |
2,440 |
281,547 |
+1,207 |
| Mar11 |
081224 |
97.775 |
97.780 |
97.700 |
97.700 |
-0.075 |
768 |
179,484 |
-437 |
| Jun11 |
081224 |
97.645 |
97.645 |
97.570 |
97.570 |
-0.075 |
709 |
181,542 |
+225 |
| Sep11 |
081224 |
97.525 |
97.560 |
97.485 |
97.485 |
-0.075 |
881 |
121,738 |
+201 |
| Dec11 |
081224 |
97.450 |
97.475 |
97.400 |
97.400 |
-0.075 |
1,849 |
102,631 |
+1,286 |
| Mar12 |
081224 |
97.440 |
97.455 |
97.390 |
97.390 |
-0.075 |
670 |
93,504 |
-56 |
| Jun12 |
081224 |
97.400 |
97.420 |
97.355 |
97.355 |
-0.075 |
823 |
64,637 |
-203 |
| Sep12 |
081224 |
97.345 |
97.390 |
97.325 |
97.325 |
-0.075 |
2,786 |
64,266 |
+740 |
| Dec12 |
081224 |
97.310 |
97.325 |
97.260 |
97.260 |
-0.075 |
4,629 |
53,169 |
+148 |
| Mar13 |
081224 |
97.300 |
97.300 |
97.245 |
97.245 |
-0.075 |
1,846 |
44,462 |
-1,438 |
| Jun13 |
081224 |
97.255 |
97.255 |
97.195 |
97.195 |
-0.080 |
1,526 |
26,985 |
-801 |
| Total Volume and Open Interest |
50,275 |
6,725,566 |
-22,416 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081224 |
99.835 |
99.835 |
99.832 |
99.832 |
+0.002 |
0 |
71,773 |
+2,407 |
| Jan09 |
081224 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
500 |
69,271 |
+1,756 |
| Feb09 |
081224 |
99.785 |
99.785 |
99.785 |
99.785 |
unch |
0 |
64,735 |
+268 |
| Mar09 |
081224 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
0 |
41,252 |
-245 |
| Apr09 |
081224 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
0 |
40,785 |
-49 |
| May09 |
081224 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.005 |
0 |
45,752 |
+1,130 |
| Total Volume and Open Interest |
500 |
431,668 |
+14,414 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081224 |
99.830 |
99.835 |
99.827 |
99.835 |
+0.005 |
2,221 |
71,773 |
+2,407 |
| Jan09 |
081224 |
99.795 |
99.805 |
99.795 |
99.800 |
unch |
2,665 |
69,271 |
+1,756 |
| Feb09 |
081224 |
99.790 |
99.795 |
99.780 |
99.780 |
-0.005 |
2,695 |
64,735 |
+268 |
| Mar09 |
081224 |
99.750 |
99.765 |
99.745 |
99.745 |
-0.005 |
3,202 |
41,252 |
-245 |
| Apr09 |
081224 |
99.730 |
99.750 |
99.730 |
99.730 |
-0.005 |
2,368 |
40,785 |
-49 |
| May09 |
081224 |
99.700 |
99.725 |
99.695 |
99.705 |
+0.005 |
3,530 |
45,752 |
+1,130 |
| Total Volume and Open Interest |
17,953 |
431,668 |
+6,054 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
081224 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
5,089 |
+0 |
| Jun09 |
081224 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1,278 |
+0 |
| Sep09 |
081224 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
480 |
+0 |
| Dec09 |
081224 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
175 |
+0 |
| Mar10 |
081224 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Jun10 |
081224 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Sep10 |
081224 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Dec10 |
081224 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.02 |
|
|
|
| Mar11 |
081224 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
|
|
|
| Jun11 |
081224 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
0 |
7,022 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081224 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
0 |
19,590 |
-26 |
| Jun09 |
081224 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.00 |
0 |
7,226 |
+0 |
| Sep09 |
081224 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.00 |
0 |
3,024 |
+0 |
| Dec09 |
081224 |
99.50 |
99.52 |
99.50 |
99.52 |
+0.00 |
0 |
1,203 |
+0 |
| Mar10 |
081224 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
0 |
880 |
+0 |
| Jun10 |
081224 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
513 |
+0 |
| Sep10 |
081224 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
252 |
+0 |
| Dec10 |
081224 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
0 |
34,810 |
-207 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081224 |
139.77 |
139.86 |
139.66 |
139.77 |
+0.12 |
3,665 |
10,900 |
-112 |
| Jun09 |
081224 |
139.77 |
139.77 |
139.77 |
139.77 |
+0.06 |
|
|
|
| Sep09 |
081224 |
139.77 |
139.77 |
139.77 |
139.77 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
3,665 |
11,327 |
+427 |
| 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 |
081224 |
124~19 |
124~21 |
124~04 |
124~04 |
+0~21 |
167 |
7,461 |
-20,242 |
| Mar09 |
081224 |
122~27 |
123~20 |
122~18 |
123~06 |
+0~22 |
16,016 |
303,269 |
-2,250 |
| Total Volume and Open Interest |
16,183 |
310,730 |
-22,860 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
081224 |
98.23 |
98.23 |
98.23 |
98.23 |
+0.01 |
19,526 |
426,057 |
-1,203 |
| Jun09 |
081224 |
98.22 |
98.22 |
98.22 |
98.22 |
unch |
12,089 |
296,557 |
-1,198 |
| Sep09 |
081224 |
98.07 |
98.07 |
98.07 |
98.07 |
+0.03 |
11,077 |
235,198 |
+1,042 |
| Dec09 |
081224 |
97.76 |
97.76 |
97.76 |
97.76 |
+0.05 |
8,823 |
216,557 |
-977 |
| Mar10 |
081224 |
97.49 |
97.49 |
97.49 |
97.49 |
+0.04 |
5,381 |
174,929 |
+418 |
| Jun10 |
081224 |
97.19 |
97.19 |
97.19 |
97.19 |
+0.04 |
7,596 |
124,642 |
+3,139 |
| Total Volume and Open Interest |
72,471 |
1,651,987 |
+408 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
081224 |
97.725 |
97.740 |
97.705 |
97.735 |
+0.020 |
64,497 |
711,188 |
+9,074 |
| Jun09 |
081224 |
97.925 |
97.935 |
97.890 |
97.930 |
+0.015 |
33,159 |
531,230 |
-1,091 |
| Sep09 |
081224 |
97.815 |
97.845 |
97.800 |
97.840 |
+0.025 |
24,620 |
432,925 |
+94 |
| Total Volume and Open Interest |
217,735 |
2,998,898 |
+14,602 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
081224 |
96.90 |
96.90 |
96.84 |
96.88 |
+0.01 |
5,742 |
242,492 |
+216 |
| Jun09 |
081224 |
97.05 |
97.07 |
97.04 |
97.06 |
unch |
2,783 |
149,393 |
+1,771 |
| Sep09 |
081224 |
96.92 |
96.92 |
96.88 |
96.90 |
+0.01 |
2,706 |
106,911 |
|