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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu September 11, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep08 080911 1191.00 1218.25 1170.75 1216.00 +34.50 1,137 1,047 -518
Nov08 080911 1175.50 1188.00 1165.00 1176.00 -2.00 73,034 227,915 -1,583
Jan09 080911 1192.00 1204.00 1181.25 1192.25 -2.50 5,314 59,688 +131
Mar09 080911 1206.75 1214.25 1195.00 1206.50 -2.25 2,167 20,226 +533
May09 080911 1214.00 1225.00 1201.75 1213.00 -3.50 1,126 13,946 +7
Jul09 080911 1221.25 1229.00 1209.75 1220.00 -4.00 1,234 15,792 +243
Aug09 080911 1219.25 1219.25 1216.00 1216.00 -3.00 7 233 -3
Sep09 080911 1198.75 1202.00 1196.00 1196.00 -2.00 7 285 +4
Nov09 080911 1160.25 1175.00 1154.50 1162.00 -4.00 1,363 29,772 +7
Jan10 080911 1169.00 1173.00 1169.00 1169.00 -4.00 0 4 +0
Mar10 080911 1173.00 1176.00 1173.00 1173.00 -3.00 0 4 +0
May10 080911 1171.00 1174.00 1171.00 1171.00 -3.00      
Jul10 080911 1177.00 1181.00 1177.00 1177.00 -4.00 0 9 +0
Total Volume and Open Interest 85,406 375,294 -1,185
Soybean Meal(CBOT)
Sep08 080911 338.10 350.00 335.00 350.00 +13.20 1,866 1,823 -699
Oct08 080911 326.30 332.00 325.10 331.50 +5.60 14,363 36,091 -1,906
Dec08 080911 326.20 331.10 324.20 330.20 +4.40 21,897 76,736 -1,374
Jan09 080911 328.10 332.60 326.70 332.20 +4.40 805 11,842 +67
Mar09 080911 332.00 337.10 330.50 336.00 +4.20 883 13,403 +38
May09 080911 334.00 338.70 332.10 338.10 +4.20 641 8,042 +75
Jul09 080911 336.30 340.80 334.00 340.00 +3.70 901 8,184 +321
Aug09 080911 335.50 341.20 333.80 338.60 +3.80 39 1,936 +16
Sep09 080911 330.00 336.00 326.30 331.00 +4.70 52 1,649 +21
Oct09 080911 315.50 318.10 314.30 316.60 +4.30 17 1,130 +4
Total Volume and Open Interest 41,634 167,416 -3,448
Soybean Oil(CBOT)
Sep08 080911 47.34 47.34 47.00 47.00 -0.69 660 871 +75
Oct08 080911 47.84 48.27 46.98 47.12 -0.72 5,734 31,898 -553
Dec08 080911 48.23 48.74 47.50 47.62 -0.70 34,319 137,509 -1,820
Jan09 080911 48.64 48.64 48.04 48.13 -0.69 3,351 21,689 +332
Mar09 080911 49.11 49.12 48.62 48.72 -0.69 4,238 20,163 +496
May09 080911 49.50 49.60 49.02 49.13 -0.68 760 11,616 +122
Jul09 080911 49.66 49.95 49.36 49.48 -0.65 1,305 15,732 +154
Aug09 080911 49.80 50.00 49.65 49.67 -0.66 243 1,663 +56
Sep09 080911 50.00 50.25 49.79 49.79 -0.69 104 1,353 +58
Oct09 080911 50.00 50.15 49.65 49.79 -0.66 57 1,427 +34
Total Volume and Open Interest 51,558 262,045 -1,293
Canola(WCE)
Nov08 080911 513.0 515.0 504.5 504.9 -5.9 5,192 53,318 +327
Jan09 080911 520.0 524.7 515.2 515.6 -4.4 1,078 19,998 +523
Mar09 080911 530.4 532.4 525.4 525.8 -4.5 141 3,497 -87
May09 080911 539.0 542.0 535.2 535.2 -4.5 8 2,279 +0
Jul09 080911 548.6 549.0 542.6 543.0 -6.0 22 2,122 +1
Total Volume and Open Interest 6,464 85,184 +766
Corn(CBOT)
Sep08 080911 522.50 526.00 518.50 522.25 -0.25 2,783 1,787 -1,535
Dec08 080911 536.25 538.75 531.00 533.25 -3.50 86,928 571,118 -4,889
Mar09 080911 555.50 559.50 550.00 552.25 -3.50 21,120 193,005 +3,659
May09 080911 568.00 569.25 562.25 564.50 -3.50 3,204 39,438 +479
Jul09 080911 577.75 579.25 565.00 574.50 -3.25 7,052 90,766 +1,077
Sep09 080911 579.00 580.00 577.00 577.00 -2.00 562 17,580 +76
Dec09 080911 579.00 581.25 575.25 579.00 -1.00 7,556 102,968 +502
Mar10 080911 590.00 593.00 588.25 591.50 -1.00 81 5,438 -6
May10 080911 598.25 598.25 596.00 596.00 -1.50 6 279 +0
Jul10 080911 602.25 602.25 599.00 600.00 -1.00 66 1,811 +38
Total Volume and Open Interest 129,514 1,052,264 -514
Wheat(CBOT)
Sep08 080911 699.50 714.75 699.50 707.25 +0.50 439 323 -410
Dec08 080911 724.50 734.25 714.00 726.25 +0.50 37,049 180,838 +417
Mar09 080911 748.00 756.00 737.00 748.75 unch 6,076 47,364 +1,282
May09 080911 762.50 767.75 750.00 762.25 +0.25 907 5,962 +158
Jul09 080911 772.00 778.50 760.25 773.75 +1.75 2,699 37,849 +129
Sep09 080911 789.50 794.50 775.00 790.25 +1.75 171 1,471 +42
Total Volume and Open Interest 48,426 294,701 +1,390
Wheat(KCBT)
Sep08 080911 742.00 752.50 740.75 746.25 +0.25 32 71 -48
Dec08 080911 764.00 770.75 754.50 764.25 +0.25 8,808 55,955 +438
Mar09 080911 784.50 790.75 770.00 784.75 +0.25 1,142 13,678 +376
May09 080911 788.25 803.00 787.50 796.25 -1.25 798 2,824 +285
Jul09 080911 794.00 800.75 784.00 792.25 -0.75 1,061 14,182 +220
Sep09 080911 794.25 808.25 794.25 799.75 -0.25 33 1,159 +6
Total Volume and Open Interest 11,975 91,206 +1,297
Wheat(MGE)
Sep08 080911 776.75 795.00 776.75 795.00 +15.00 6 21 +4
Dec08 080911 790.00 800.25 781.75 791.00 +1.00 2,236 20,679 -63
Mar09 080911 805.75 815.50 798.00 807.00 +1.00 877 9,856 +100
May09 080911 814.00 820.50 803.50 815.00 +2.00 318 2,896 +49
Jul09 080911 814.00 825.00 811.25 820.00 -4.00 99 957 -14
Total Volume and Open Interest 3,703 38,401 +50
Oats(CBOT)
Sep08 080911 317.00 324.50 317.00 317.00 -7.50 0 1 +0
Dec08 080911 339.00 339.00 323.00 330.00 -7.50 413 10,243 -31
Mar09 080911 346.00 355.00 341.00 347.50 -7.50 25 2,263 +1
May09 080911 362.50 367.00 356.50 359.50 -7.50 2 1,052 +0
Total Volume and Open Interest 570 14,625 +48
Rough Rice(CBOT)
Sep08 080911 19.25 19.39 19.25 19.39 +0.44 201 443 -281
Nov08 080911 19.24 19.54 19.16 19.49 +0.39 626 7,422 +38
Jan09 080911 19.60 19.84 19.60 19.79 +0.39 131 980 +61
Mar09 080911 20.03 20.08 19.69 20.08 +0.39 6 562 -1
Total Volume and Open Interest 983 9,907 -186
Live Cattle(CME)
Oct08 080911 101.500 102.600 101.330 102.050 +0.400 25,905 97,066 -8,183
Dec08 080911 102.930 103.500 102.400 103.250 +0.215 25,562 91,054 +5,451
Feb09 080911 104.400 105.150 103.850 104.750 +0.070 8,820 47,349 +1,454
Apr09 080911 104.930 105.600 104.300 105.285 +0.035 3,291 23,575 +501
Jun09 080911 101.285 102.180 100.700 101.100 -0.200 328 8,888 -58
Aug09 080911 103.300 103.350 102.500 103.300 unch 82 1,945 -15
Total Volume and Open Interest 64,008 271,498 -854
Feeder Cattle(CME)
Sep08 080911 109.600 110.100 109.100 109.650 -0.200 1,026 3,297 -174
Oct08 080911 108.650 109.300 107.750 108.580 -0.320 3,649 10,296 -1,417
Nov08 080911 108.600 109.050 107.600 108.580 -0.100 2,853 8,356 +797
Jan09 080911 107.650 108.300 107.400 108.000 -0.035 560 3,813 +309
Mar09 080911 108.000 108.300 107.700 108.285 +0.285 34 735 -3
Apr09 080911 108.000 108.200 107.850 108.200 -0.400 6 399 -4
May09 080911 109.000 109.050 108.650 109.000 unch 25 505 -7
Total Volume and Open Interest 8,153 27,402 -499
Lean Hogs(CME)
Oct08 080911 67.550 69.000 67.300 68.625 +1.125 22,015 50,100 -6,065
Dec08 080911 66.000 67.100 65.350 66.975 +0.800 23,688 83,796 +1,395
Feb09 080911 73.000 73.975 72.350 73.750 +0.500 6,166 35,994 +1,094
Apr09 080911 79.900 80.750 79.150 80.300 -0.050 4,280 24,145 +263
May09 080911 84.950 85.200 84.200 85.100 -0.050 27 1,021 -7
Jun09 080911 87.535 88.400 87.250 87.700 -0.550 366 15,909 -41
Jul09 080911 86.500 86.980 86.000 86.950 -0.300 32 1,444 +14
Aug09 080911 83.750 84.150 83.600 83.600 -0.300 44 1,087 +18
Total Volume and Open Interest 56,623 214,281 -3,974
Class III Milk(CME)
Sep08 080911 16.15 16.20 16.15 16.16 -0.03 107 5,524 -13
Oct08 080911 16.90 16.91 16.83 16.88 -0.06 239 4,765 +25
Nov08 080911 16.70 16.75 16.66 16.70 -0.05 129 4,187 +39
Dec08 080911 16.71 16.80 16.65 16.67 -0.13 96 4,501 +10
Jan09 080911 16.30 16.30 16.21 16.30 -0.01 128 2,414 +40
Total Volume and Open Interest 1,191 36,307 +362
Cocoa(ICE)
Sep08 080911 2510 2600 2510 2550 -38 0 1 -2
Dec08 080911 2607 2607 2516 2540 -54 4,681 73,793 -170
Mar09 080911 2593 2593 2517 2542 -49 652 28,456 +165
May09 080911 2551 2563 2518 2543 -45 76 9,840 +8
Jul09 080911 2550 2554 2525 2544 -39 13 4,600 -1
Sep09 080911 2550 2555 2527 2551 -35 100 2,934 +67
Dec09 080911 2550 2555 2530 2555 -40 63 6,786 +61
Total Volume and Open Interest 5,586 130,538 +128
Coffee "C"(ICE)
Sep08 080911 136.50 136.50 134.00 134.35 -2.35 7 52 -1
Dec08 080911 139.95 140.25 137.25 138.45 -2.35 12,257 92,648 +677
Mar09 080911 143.75 143.75 141.10 142.35 -2.35 1,607 19,998 +1,020
May09 080911 144.65 145.10 144.50 144.90 -2.35 240 5,799 +340
Jul09 080911 146.65 147.25 146.65 147.25 -2.35 41 2,235 +47
Sep09 080911 148.80 149.65 148.80 149.55 -2.30 12 1,479 +85
Total Volume and Open Interest 14,225 125,370 +2,214
Orange Juice(ICE)
Nov08 080911 94.60 96.95 93.60 96.05 +0.45 918 19,664 -150
Jan09 080911 99.80 100.50 97.45 99.85 +0.45 304 3,579 +77
Mar09 080911 102.00 104.05 101.45 103.65 +0.50 122 4,307 +105
May09 080911 105.95 107.30 105.25 107.30 +0.50 100 1,076 +98
Jul09 080911 109.70 110.95 109.00 110.95 +0.50 8 149 +5
Sep09 080911 115.20 115.20 115.20 115.20 +0.50 1 8 +0
Total Volume and Open Interest 1,454 28,787 -18
Sugar #11(ICE)
Oct08 080911 12.14 12.16 11.84 11.94 -0.20 72,586 195,616 -26,157
Mar09 080911 13.90 13.90 13.46 13.61 -0.27 62,638 282,775 +17,477
May09 080911 14.10 14.12 13.81 13.94 -0.20 11,825 92,106 +3,098
Jul09 080911 14.21 14.22 13.93 14.07 -0.18 5,121 88,901 +1,112
Oct09 080911 14.52 14.52 14.26 14.38 -0.17 2,069 66,452 +91
Total Volume and Open Interest 156,109 807,405 -4,457
London Cocoa(LCE)
Sep08 080911 1522 1522 1485 1485 -39 1,425 12,884 -343
Dec08 080911 1538 1538 1495 1505 -31 4,344 89,312 -236
Mar09 080911 1536 1536 1499 1510 -26 884 47,561 +351
May09 080911 1517 1519 1497 1505 -30 197 22,370 +29
Jul09 080911 1509 1514 1500 1505 -29 0 6,780 +0
Sep09 080911 1510 1520 1500 1510 -25 324 5,672 +85
Dec09 080911 1510 1510 1510 1510 -28 88 2,093 -8
Total Volume and Open Interest 5,409 193,890 -730
London Sugar(LCE)
Dec08 080911 376.70 378.00 370.80 376.20 -2.50 3,256 24,082 +842
Mar09 080911 390.90 391.80 385.10 389.80 -2.70 927 19,584 -86
May09 080911 395.30 397.10 391.00 395.50 -1.20 128 5,413 +71
Aug09 080911 398.60 398.90 394.00 398.60 -0.40 35 5,344 -9
Oct09 080911 400.90 404.10 400.90 404.10 +0.90 15 3,003 +15
Total Volume and Open Interest 9,005 63,790 -665
Cotton(ICE)
Oct08 080911 61.89 61.89 61.42 61.54 -0.14 482 4,077 +9
Dec08 080911 64.10 64.47 63.64 63.86 -0.18 12,385 146,500 -971
Mar09 080911 68.90 69.10 68.46 68.82 +0.09 2,321 41,471 +353
May09 080911 70.89 71.02 70.89 70.91 -0.03 792 6,455 +576
Jul09 080911 73.19 73.35 73.04 73.28 -0.10 351 9,621 +189
Oct09 080911 75.16 76.28 75.00 76.28 -0.09 0 116 +0
Total Volume and Open Interest 16,572 218,905 +274
Lumber(CME)
Sep08 080911 245.6 248.8 245.5 246.5 -1.6 215 422 -132
Nov08 080911 225.7 228.0 225.0 226.5 -1.2 948 8,651 +67
Jan09 080911 246.1 247.3 244.4 246.8 +0.3 355 2,401 -87
Mar09 080911 256.8 258.9 256.2 257.5 -0.6 59 666 -18
Total Volume and Open Interest 1,579 12,267 -169
Crude Oil(NYM)
Oct08 080911 102.78 103.95 100.10 100.87 -1.71 331,516 205,594 -37,323
Nov08 080911 102.86 103.87 100.17 100.93 -1.69 159,232 201,878 +13,307
Dec08 080911 102.97 104.09 100.46 101.25 -1.67 82,951 181,218 -2,026
Jan09 080911 103.68 104.13 101.00 101.58 -1.67 18,822 43,558 -1,249
Feb09 080911 103.98 104.55 101.50 101.94 -1.69 7,786 18,292 +927
Mar09 080911 104.30 104.98 101.54 102.30 -1.70 4,141 24,601 +550
Apr09 080911 103.70 103.70 102.63 102.63 -1.71 1,125 19,746 -19
May09 080911 102.92 102.92 102.92 102.92 -1.72 1,110 16,249 +65
Jun09 080911 104.30 104.30 102.80 103.20 -1.71 6,005 61,848 -82
Jul09 080911 104.22 104.22 103.47 103.47 -1.68 339 18,678 +72
Aug09 080911 104.33 104.33 103.71 103.71 -1.64 502 10,191 +251
Sep09 080911 104.80 104.80 103.92 103.92 -1.60 211 13,252 -7
Oct09 080911 104.71 104.71 104.10 104.10 -1.56 321 7,609 -26
Nov09 080911 105.00 105.00 104.26 104.26 -1.52 264 4,693 -11
Dec09 080911 106.00 106.35 103.75 104.39 -1.50 16,926 115,879 +2,906
Jan10 080911 104.48 104.48 104.48 104.48 -1.48 283 11,275 -31
Total Volume and Open Interest 641,038 1,208,990 -22,460
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 14,519 5,512 -1,036
Oct08 080911 102.900 103.925 100.200 100.875 -1.700 22,653 10,180 -286
Nov08 080911 102.925 103.800 100.175 100.925 -1.700 2,030 1,453 +95
Dec08 080911 102.925 104.000 100.525 101.250 -1.675 388 1,540 +96
Jan09 080911 101.575 101.575 101.575 101.575 -1.675 0 487 +0
Feb09 080911 101.950 101.950 101.950 101.950 -1.675 0 3 +0
Mar09 080911 102.300 102.300 102.300 102.300 -1.700 0 2 +0
Apr09 080911 102.625 102.625 102.625 102.625 -1.725      
May09 080911 102.925 102.925 102.925 102.925 -1.725      
Jun09 080911 103.200 103.200 103.200 103.200 -1.700 0 1 +0
Total Volume and Open Interest 25,071 13,757 -95
Heating Oil(NYM)
Oct08 080911 291.75 298.42 287.74 291.55 +1.31 38,469 45,412 -494
Nov08 080911 293.82 299.42 289.00 292.90 +0.86 13,485 33,712 +1,360
Dec08 080911 296.60 300.48 290.74 294.50 +0.46 5,663 23,973 -325
Jan09 080911 296.15 302.63 294.00 296.85 +0.36 3,181 21,434 +496
Feb09 080911 299.71 300.60 295.00 298.20 +0.11 856 7,917 -145
Mar09 080911 300.12 300.27 294.46 297.95 +0.01 500 9,030 -35
Apr09 080911 296.08 296.65 293.90 296.10 -0.24 421 4,839 +65
May09 080911 297.09 297.09 292.71 294.35 -0.49 693 3,649 +27
Jun09 080911 295.94 295.94 289.87 293.25 -0.69 1,560 23,856 -28
Jul09 080911 295.19 295.19 291.83 293.85 -0.79 605 2,874 -52
Aug09 080911 296.99 296.99 293.49 295.25 -0.84 77 1,807 -13
Sep09 080911 298.23 298.23 296.32 297.25 -0.89 499 1,868 +130
Total Volume and Open Interest 67,059 213,394 +799
Gasoline(NYMEX)
Oct08 080911 267.00 282.75 267.00 274.88 +8.72 48,262 58,056 -4,860
Nov08 080911 258.82 265.25 255.83 258.88 +1.47 28,806 46,319 +4,793
Dec08 080911 255.00 257.50 249.53 252.33 -1.48 12,595 33,998 +492
Jan09 080911 255.71 256.80 250.63 252.68 -2.18 5,115 16,450 +1,972
Feb09 080911 257.48 257.48 252.86 254.38 -2.38 1,140 8,614 +242
Mar09 080911 257.47 259.75 256.59 257.03 -2.38 457 4,404 +61
Apr09 080911 272.36 272.98 272.36 272.98 -2.43 170 9,065 +42
May09 080911 273.98 273.98 273.98 273.98 -2.53 153 4,597 +42
Jun09 080911 273.98 273.98 273.98 273.98 -2.63 50 5,402 -16
Jul09 080911 273.08 273.08 273.08 273.08 -2.83 16 901 +0
Total Volume and Open Interest 96,942 203,283 +2,630
e-miNY RBOB Gasoline(NYM)
Oct08 080911 274.88 274.88 274.88 274.88 +8.72      
Nov08 080911 258.88 258.88 258.88 258.88 +1.47      
Dec08 080911 252.33 252.33 252.33 252.33 -1.48      
Jan09 080911 252.68 252.68 252.68 252.68 -2.18      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080911 7.437 7.648 7.162 7.248 -0.145 82,629 121,576 -6,100
Nov08 080911 7.757 7.900 7.463 7.540 -0.137 32,688 96,021 +2,105
Dec08 080911 8.090 8.264 7.850 7.930 -0.128 13,436 62,555 +1,326
Jan09 080911 8.350 8.490 8.090 8.165 -0.128 11,136 84,334 +158
Feb09 080911 8.500 8.500 8.129 8.208 -0.125 3,119 27,326 +75
Mar09 080911 8.250 8.307 8.035 8.093 -0.110 6,287 70,313 -804
Apr09 080911 8.145 8.145 7.876 7.923 -0.070 4,899 62,894 +230
May09 080911 8.060 8.087 7.904 7.950 -0.073 824 48,190 +1
Jun09 080911 8.192 8.192 8.008 8.055 -0.073 954 18,422 -1
Jul09 080911 8.290 8.304 8.145 8.173 -0.075 249 17,686 +8
Aug09 080911 8.360 8.360 8.213 8.258 -0.073 833 18,175 -138
Sep09 080911 8.395 8.395 8.250 8.293 -0.073 356 15,915 +61
Oct09 080911 8.490 8.508 8.347 8.373 -0.078 1,083 30,155 +264
Nov09 080911 8.800 8.818 8.650 8.693 -0.078 476 16,306 -239
Dec09 080911 9.210 9.210 9.000 9.043 -0.078 552 26,026 -170
Jan10 080911 9.391 9.392 9.260 9.278 -0.078 836 16,474 +57
Total Volume and Open Interest 162,648 932,144 -3,075
Brent Crude Oil(ICE)
Oct08 080911 99.20 100.20 96.99 97.64 -1.33 94,511 50,526 -12,143
Nov08 080911 100.87 101.96 98.70 99.32 -1.43 81,170 116,952 -2,645
Dec08 080911 102.90 102.96 99.98 100.58 -1.54 47,302 91,999 +2,725
Jan09 080911 103.33 103.99 101.30 101.68 -1.59 9,873 38,968 +1,656
Feb09 080911 103.87 103.99 102.37 102.53 -1.62 5,541 21,354 -480
Mar09 080911 104.50 105.30 103.01 103.17 -1.63 4,671 20,090 +1,272
Apr09 080911 104.23 105.80 103.52 103.69 -1.62 2,662 17,363 -614
May09 080911 104.62 106.21 103.90 104.09 -1.60 1,752 14,770 +56
Jun09 080911 104.91 106.57 104.22 104.46 -1.54 3,046 31,056 -113
Jul09 080911 104.87 104.87 104.87 104.87 -1.48 331 8,809 -33
Aug09 080911 105.05 105.18 105.05 105.18 -1.48 54 4,494 -2
Sep09 080911 105.42 105.42 105.42 105.42 -1.48 32 6,201 +3
Oct09 080911 105.61 105.61 105.61 105.61 -1.47 30 3,355 +55
Nov09 080911 105.68 105.68 105.68 105.68 -1.50 0 5,285 +5
Total Volume and Open Interest 259,470 549,328 -8,393
Gas Oil(ICE)
Oct08 080911 936.50 950.00 919.75 928.75 +6.50 38,697 77,435 +7,199
Nov08 080911 940.00 952.25 922.25 931.50 +4.75 16,165 41,842 +6,332
Dec08 080911 944.50 955.25 927.75 936.00 +3.75 8,463 49,459 +3,314
Jan09 080911 949.25 960.00 935.00 941.75 +2.50 4,663 35,971 +329
Feb09 080911 954.25 965.00 939.50 946.00 +0.75 1,841 12,018 -23
Mar09 080911 957.25 966.00 944.75 949.25 unch 2,134 12,248 +262
Apr09 080911 958.25 958.25 946.00 949.75 -0.75 1,426 7,782 +198
May09 080911 954.00 958.75 946.25 950.25 -1.00 485 9,658 +50
Jun09 080911 955.00 970.00 943.25 950.75 -1.50 2,544 27,830 -349
Jul09 080911 961.25 963.75 955.75 957.50 -2.00 752 3,379 -37
Total Volume and Open Interest 142,535 342,828 -10,176
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 39 55 -13
Oct08 080911 2.140 2.170 2.140 2.165 -0.003 12 264 +0
Nov08 080911 2.141 2.145 2.138 2.143 -0.007 15 254 -1
Dec08 080911 2.145 2.145 2.145 2.145 -0.005 23 176 +0
Jan09 080911 2.145 2.145 2.145 2.145 -0.010 9 186 +1
Feb09 080911 2.155 2.155 2.155 2.155 unch 1 136 +1
Mar09 080911 2.155 2.155 2.135 2.145 -0.010 0 159 +0
Apr09 080911 2.140 2.150 2.140 2.143 -0.017 0 182 +0
Total Volume and Open Interest 83 2,267 -18
WTI Crude Oil(ICE)
Oct08 080911 102.79 103.92 100.20 100.87 -1.71 93,604 67,092 -5,617
Nov08 080911 102.61 103.85 100.22 100.93 -1.69 60,503 65,725 -3,017
Dec08 080911 103.42 103.67 100.55 101.25 -1.67 37,153 101,661 -1,148
Jan09 080911 102.90 102.99 101.18 101.58 -1.67 6,709 22,034 +769
Feb09 080911 102.71 104.20 101.82 101.94 -1.69 2,266 9,882 +122
Mar09 080911 103.40 103.54 102.20 102.30 -1.70 3,106 9,168 +910
Apr09 080911 103.75 104.87 102.63 102.63 -1.71 389 8,764 -16
May09 080911 105.15 105.15 102.92 102.92 -1.72 213 5,610 +20
Jun09 080911 105.37 105.37 102.97 103.20 -1.71 1,709 25,483 +413
Jul09 080911 103.47 103.47 103.47 103.47 -1.68 0 2,528 +0
Aug09 080911 103.71 103.71 103.71 103.71 -1.64 0 1,931 +0
Sep09 080911 103.92 103.92 103.92 103.92 -1.60 0 5,586 +13
Oct09 080911 104.10 104.10 104.10 104.10 -1.56 1 1,318 +0
Nov09 080911 104.26 104.26 104.26 104.26 -1.52 40 4,528 +0
Dec09 080911 105.30 106.35 103.59 104.39 -1.50 6,367 70,602 -389
Jan10 080911 104.48 104.48 104.48 104.48 -1.48 0 5,208 +0
Total Volume and Open Interest 215,979 525,012 -6,919
US Dollar Index(ICE)
Sep08 080911 80.245 80.395 79.930 80.150 +0.275 25,281 43,765 -1,393
Dec08 080911 80.785 80.900 80.360 80.680 +0.315 22,245 48,155 +16,436
Mar09 080911 81.260 81.260 81.105 81.105 +0.315 19 2,048 +0
Total Volume and Open Interest 47,545 94,021 +15,043
Australian Dollar(CME)
Sep08 080911 79.66 80.71 78.96 79.98 -0.29 58,791 67,759 -4,730
Dec08 080911 78.79 79.84 78.13 79.12 -0.29 27,544 28,972 +8,323
Mar09 080911 78.00 78.69 77.59 78.40 -0.29 0 738 +0
Total Volume and Open Interest 86,335 97,491 +3,593
British Pound(CME)
Sep08 080911 175.00 175.89 174.42 175.23 -0.32 90,446 69,918 -14,064
Dec08 080911 174.00 174.73 173.27 174.06 -0.34 32,148 57,290 +15,887
Mar09 080911 172.78 173.36 172.48 172.99 -0.34 0 1,138 +0
Total Volume and Open Interest 122,594 129,350 +1,823
Canadian Dollar(CME)
Sep08 080911 93.23 93.45 92.39 92.75 -0.74 59,482 79,750 -11,604
Dec08 080911 92.98 93.29 92.22 92.58 -0.77 34,197 61,788 +17,450
Mar09 080911 93.00 93.28 92.17 92.49 -0.79 89 1,657 +29
Jun09 080911 92.40 93.23 92.19 92.41 -0.82 111 1,492 +70
Total Volume and Open Interest 93,912 148,301 +5,957
Japanese Yen(CME)
Sep08 080911 92.84 94.28 92.73 93.73 +0.90 222,426 103,767 -53,652
Dec08 080911 93.28 94.76 93.19 94.20 +0.90 90,721 72,801 +27,611
Mar09 080911 95.02 95.13 93.80 94.70 +0.90 1 900 +0
Total Volume and Open Interest 313,148 180,875 -26,041
Swiss Franc(CME)
Sep08 080911 87.81 88.22 87.58 87.78 -0.38 62,097 50,661 -2,263
Dec08 080911 87.96 88.29 87.65 87.85 -0.39 12,945 22,972 +6,137
Mar09 080911 87.94 88.33 87.94 87.94 -0.39 79 302 +25
Total Volume and Open Interest 75,121 74,231 +3,899
EuroFX(CME)
Sep08 080911 139.65 139.98 138.80 139.47 -0.83 291,196 102,115 -22,660
Dec08 080911 139.01 139.27 138.11 138.77 -0.83 100,272 84,220 +27,305
Mar09 080911 137.65 138.94 137.65 138.11 -0.83 30 651 -1
Total Volume and Open Interest 391,500 187,470 +4,642
Mexican Peso(CME)
Sep08 080911 940.0 942.2 934.5 939.5 -3.8 37,459 46,124 -10,460
Oct08 080911 934.2 938.0 934.2 934.2 -3.8      
Total Volume and Open Interest 61,934 88,020 -204
Brazilian Real(CME)
Oct08 080911 547.70 557.30 547.70 547.70 -9.60 0 2 +0
Nov08 080911 544.90 554.50 544.90 544.90 -9.60      
Dec08 080911 540.00 541.00 537.00 539.80 -9.60 353 1,745 -185
Jan09 080911 534.70 544.30 534.70 534.70 -9.60      
Total Volume and Open Interest 353 2,294 -185
30-Year T-Bonds(CBOT)
Sep08 080911 120~220 121~160 120~130 120~270 +0~090 11,904 38,563 -4,092
Dec08 080911 119~290 120~200 119~160 120~000 +0~100 394,858 866,596 -8,879
Mar09 080911 119~060 119~180 118~250 119~030 +0~100 65 1,189 +47
Total Volume and Open Interest 406,827 906,370 -12,924
10-Year T-Notes(CBOT)
Sep08 080911 117~145 118~080 117~135 117~205 +0~050 14,617 55,588 -3,102
Dec08 080911 116~165 117~105 116~130 116~220 +0~055 1,282,755 1,663,523 +10,748
Mar09 080911 116~000 116~000 115~135 115~190 +0~055 0 4 +0
Total Volume and Open Interest 1,297,372 1,719,115 +7,646
5-Year T-Notes(CBOT)
Sep08 080911 113~036 113~036 113~036 113~036 +0~015 19,143 0 +0
Dec08 080911 113~012 113~022 112~104 112~104 +0~016 834,033 0 +0
Mar09 080911 112~024 112~024 112~010 112~024 +0~014      
Total Volume and Open Interest 892,325 1,490,423 -14,178
2 Year T-Notes(CBOT)
Sep08 080911 106~102 106~124 106~088 106~093 +0~006 18,379 48,592 -10,870
Dec08 080911 106~060 106~083 106~053 106~064 +0~009 360,104 775,323 -576
Mar09 080911 106~064 106~064 106~055 106~064 +0~009      
Total Volume and Open Interest 378,483 823,915 -11,446
Eurodollars(CME)
Sep08 080911 97.188 97.207 97.183 97.190 +0.003 157,677 1,348,028 -11,525
Dec08 080911 97.115 97.150 97.100 97.110 -0.015 340,048 1,627,018 -24,327
Mar09 080911 97.225 97.295 97.210 97.250 +0.015 436,113 1,491,079 -1,027
Jun09 080911 97.120 97.225 97.105 97.165 +0.035 411,412 1,202,759 -6,697
Sep09 080911 96.935 97.060 96.920 97.000 +0.060 490,688 989,164 -6,480
Dec09 080911 96.675 96.805 96.655 96.750 +0.070 371,228 854,915 +7,777
Mar10 080911 96.500 96.645 96.500 96.590 +0.070 247,761 560,382 +6,869
Jun10 080911 96.290 96.435 96.290 96.375 +0.060 204,207 290,103 -16,294
Sep10 080911 96.130 96.255 96.130 96.200 +0.055 103,587 247,887 +11,669
Dec10 080911 95.990 96.085 95.980 96.035 +0.045 60,892 209,079 -1,266
Mar11 080911 95.910 96.000 95.905 95.950 +0.040 36,239 163,911 -564
Jun11 080911 95.840 95.915 95.820 95.865 +0.035 34,996 153,187 +3,073
Sep11 080911 95.770 95.840 95.755 95.800 +0.035 12,528 130,042 +1,650
Dec11 080911 95.720 95.780 95.695 95.735 +0.030 10,297 109,353 +1,132
Mar12 080911 95.720 95.740 95.660 95.700 +0.030 5,294 108,231 +195
Jun12 080911 95.665 95.690 95.605 95.645 +0.025 6,043 78,357 +458
Sep12 080911 95.610 95.645 95.565 95.600 +0.025 4,786 57,577 -1,036
Dec12 080911 95.560 95.580 95.505 95.545 +0.025 15,757 70,322 -6,402
Total Volume and Open Interest 2,977,822 9,936,187 -51,089
30 Day Federal Funds(CBOT)
Sep08 080911 98.007 98.030 98.005 98.018 +0.007 4,572 73,888 -578
Oct08 080911 98.010 98.040 98.010 98.025 +0.015 16,263 119,689 +995
Nov08 080911 98.020 98.095 98.020 98.060 +0.040 21,620 148,324 +4,179
Dec08 080911 98.035 98.105 98.035 98.080 +0.050 14,185 84,724 +3,099
Jan09 080911 98.025 98.090 98.025 98.070 +0.045 10,397 46,541 +1,881
Feb09 080911 98.025 98.085 98.015 98.060 +0.045 19,301 53,000 +4,503
Total Volume and Open Interest 106,845 573,309 +25,009
30 Day Fed Funds(e-CBOT)
Sep08 080911 98.007 98.030 98.005 98.007 -0.003 4,562 73,888 -578
Oct08 080911 98.010 98.040 98.010 98.015 +0.005 15,671 119,774 +1,045
Nov08 080911 98.020 98.095 98.020 98.045 +0.025 21,084 148,286 +4,356
Dec08 080911 98.035 98.105 98.035 98.060 +0.030 13,578 84,665 +2,919
Jan09 080911 98.025 98.090 98.025 98.050 +0.025 10,305 46,541 +1,881
Feb09 080911 98.025 98.085 98.025 98.035 +0.020 19,301 52,985 +4,503
Total Volume and Open Interest 105,008 565,064 +25,076
3-Mth Euro-Yen(CME)
Sep08 080911 99.155 99.155 99.155 99.155 +0.005 37 7,156 -55
Dec08 080911 99.165 99.170 99.160 99.170 unch 120 3,048 +20
Mar09 080911 99.205 99.205 99.205 99.205 -0.025 0 2,646 +0
Jun09 080911 99.200 99.200 99.200 99.200 unch 0 486 +0
Sep09 080911 99.145 99.145 99.145 99.145 unch 0 510 +0
Dec09 080911 99.075 99.075 99.075 99.075 unch 0 1 +0
Mar10 080911 98.965 98.965 98.965 98.965 unch      
Jun10 080911 98.915 98.915 98.915 98.915 unch      
Sep10 080911 98.845 98.845 98.845 98.845 -0.025      
Dec10 080911 98.940 98.940 98.940 98.940 -0.025      
Total Volume and Open Interest 157 13,847 -35
3-Mth Euro-Yen(SGX)
Dec08 080911 99.17 99.17 99.15 99.17 unch 1,326 18,515 +723
Mar09 080911 99.20 99.21 99.20 99.21 -0.03 121 10,851 -19
Jun09 080911 99.20 99.20 99.18 99.18 -0.02 145 5,560 -6
Sep09 080911 99.14 99.15 99.12 99.12 -0.02 0 1,905 +0
Dec09 080911 99.05 99.05 99.05 99.05 -0.02 0 525 +0
Mar10 080911 98.94 98.94 98.94 98.94 -0.02 0 450 +0
Jun10 080911 98.89 98.89 98.89 98.89 -0.03 0 500 +0
Sep10 080911 98.85 98.85 98.85 98.85 -0.03 0 252 +0
Total Volume and Open Interest 3,159 65,126 +805
Japanese Gov't Bonds(SGX)
Dec08 080911 137.26 137.85 137.24 137.43 +0.02 2,522 16,822 +470
Mar09 080911 137.43 137.43 137.43 137.43 +0.02      
Jun09 080911 137.43 137.43 137.43 137.43 +0.02      
Total Volume and Open Interest 2,522 16,822 +470
Euro-Bund(EUREX)
Dec08 080911 114.79 115.26 114.60 114.79 -0.15 1,007,083 1,133,012 -11,328
Mar09 080911 115.36 115.40 115.19 115.29 -0.15 5 13 +2
Jun09 080911 115.71 115.71 115.71 115.71 -0.15      
Total Volume and Open Interest 1,007,088 1,133,025 -11,326
Euro-Bobl(EUREX)
Dec08 080911 109.24 109.47 109.08 109.20 -0.08 771,926 934,695 -13,403
Mar09 080911 109.50 109.50 109.50 109.50 -0.08 300 0 +0
Jun09 080911 109.71 109.71 109.71 109.71 -0.08      
Total Volume and Open Interest 772,226 934,695 -13,403
3-Mth Euribor(EUREX)
Sep08 080911 95.035 95.040 95.030 95.035 -0.005 954 24,449 -1,824
Dec08 080911 94.935 94.935 94.905 94.915 -0.030 823 14,631 +200
Mar09 080911 95.250 95.250 95.205 95.215 -0.050 430 5,304 +264
Total Volume and Open Interest 2,483 52,573 -1,342
Long Gilt(LIFFE)
Sep08 080911 109~23 110~02 109~21 109~25 0~00 741 23,534 +108
Dec08 080911 112~00 112~19 111~30 112~05 +0~01 104,370 322,751 +14,794
Total Volume and Open Interest 105,111 346,285 +14,902
3-Mth Short Sterling(LIFFE)
Sep08 080911 94.30 94.32 94.29 94.31 +0.00 31,537 354,964 +2,637
Dec08 080911 94.39 94.43 94.36 94.41 +0.02 34,399 483,037 +7,714
Mar09 080911 94.89 94.94 94.89 94.93 +0.03 36,217 529,929 +3,604
Jun09 080911 95.10 95.17 95.10 95.14 +0.03 40,521 377,053 -3,964
Sep09 080911 95.19 95.28 95.18 95.24 +0.04 47,356 292,313 +7,640
Dec09 080911 95.11 95.21 95.11 95.16 +0.05 29,399 249,483 +998
Total Volume and Open Interest 243,507 2,651,506 +18,994
3-Mth Euribor(LIFFE)
Sep08 080911 95.035 95.040 95.030 95.035 -0.005 41,730 634,127 -5,438
Dec08 080911 94.940 94.940 94.900 94.915 -0.030 114,824 721,462 -12,363
Mar09 080911 95.245 95.260 95.195 95.215 -0.050 145,897 545,049 +11,134
Total Volume and Open Interest 813,497 3,759,245 +6,528
3-Mth Aus T-Bills(SFE)
Sep08 080911 92.78 92.81 92.70 92.79 unch 21,793 1,500 -254,833
Dec08 080911 93.18 93.26 93.17 93.19 +0.01 65,209 542,468 +24,428
Mar09 080911 93.47 93.57 93.46 93.50 +0.04 21,542 227,088 +1,871
Jun09 080911 93.60 93.71 93.59 93.66 +0.05 11,804 146,787 +1,002
Sep09 080911 93.69 93.77 93.67 93.73 +0.06 6,005 89,234 +1,211
Dec09 080911 93.74 93.78 93.70 93.74 +0.06 2,300 60,872 -103
Mar10 080911 93.79 93.79 93.70 93.74 +0.05 650 22,192 -758
Jun10 080911 93.72 93.77 93.69 93.72 +0.04 940 16,458 +220
Sep10 080911 93.70 93.76 93.68 93.70 +0.03 2,117 4,732 +1,945
Dec10 080911 93.74 93.74 93.68 93.68 +0.03 13 2,145 +6
Total Volume and Open Interest 132,486 1,114,850 -224,951
10-Year Aus T-Bonds(SFE)
Sep08 080911 94.40 94.43 94.35 94.36 -0.02 183,435 531,956 -16,824
Dec08 080911 94.41 94.44 94.37 94.38 -0.02 162,069 313,186 +122,193
Total Volume and Open Interest 345,504 845,142 +105,369
3-Year Aus T-Bonds(SFE)
Sep08 080911 94.50 94.53 94.43 94.44 -0.03 200,589 604,250 -73,175
Dec08 080911 94.61 94.64 94.55 94.56 -0.02 134,825 359,511 +98,598
Total Volume and Open Interest 335,414 963,761 +25,423
Gold(CMX)
Oct08 080911 752.3 757.9 736.4 742.1 -16.8 6,651 27,514 -1,185
Dec08 080911 755.8 762.0 739.8 745.5 -17.0 208,447 232,999 -7,821
Feb09 080911 760.4 764.0 743.9 749.1 -17.1 8,465 23,756 -913
Apr09 080911 750.4 752.2 749.8 752.2 -17.2 899 15,433 -51
Jun09 080911 764.2 769.5 753.0 755.3 -17.4 4,456 21,445 -2,856
Aug09 080911 758.6 758.6 758.6 758.6 -17.6 222 13,613 +161
Oct09 080911 761.8 761.8 761.8 761.8 -17.8 204 4,135 +100
Dec09 080911 774.7 781.2 762.5 765.3 -18.0 890 13,787 +275
Feb10 080911 769.1 769.1 769.1 769.1 -18.2 0 402 +0
Apr10 080911 772.9 772.9 772.9 772.9 -18.5 0 35 +0
Jun10 080911 776.8 776.8 776.8 776.8 -18.8 35 3,568 -35
Total Volume and Open Interest 232,925 378,084 -14,508
Silver(CMX)
Sep08 080911 1064.5 1094.0 1028.0 1049.0 -32.7 216 564 +43
Dec08 080911 1073.5 1103.5 1031.0 1055.5 -33.5 44,855 76,527 +1,004
Mar09 080911 1078.0 1106.0 1045.0 1063.9 -33.9 4,378 11,656 -637
May09 080911 1069.5 1075.0 1067.5 1068.9 -34.2 338 5,441 -64
Jul09 080911 1103.0 1110.0 1073.9 1073.9 -34.5 567 6,047 -154
Sep09 080911 1078.9 1078.9 1078.9 1078.9 -34.7 113 1,966 +97
Dec09 080911 1106.0 1122.0 1063.0 1086.5 -35.5 230 5,874 -118
Total Volume and Open Interest 50,828 116,574 +171
Platinum(NYMEX)
Oct08 080911 1187.8 1199.9 1121.1 1152.2 -39.8 3,070 10,137 +32
Jan09 080911 1188.0 1188.0 1140.0 1158.7 -40.7 667 3,425 +460
Apr09 080911 1170.0 1170.0 1168.6 1168.6 -40.7 4 75 +3
Total Volume and Open Interest 3,741 13,637 +495
Palladium(NYMEX)
Sep08 080911 225.80 233.30 225.80 233.30 +6.25 12 28 -22
Dec08 080911 227.00 235.85 217.25 234.70 +6.25 2,113 13,260 +132
Mar09 080911 235.00 236.95 228.20 236.95 +6.05 7 97 +5
Total Volume and Open Interest 2,132 13,385 +115
Copper(CMX)
Sep08 080911 311.00 313.90 308.00 313.45 +1.10 368 2,378 -91
Dec08 080911 311.00 313.40 305.80 312.25 +0.85 16,168 50,049 +476
Mar09 080911 309.50 313.65 307.05 312.85 +1.00 2,095 11,852 -101
May09 080911 310.00 312.25 308.05 312.25 +0.85 291 1,155 -134
Jul09 080911 308.85 311.65 308.50 311.65 +0.75 59 912 +16
Total Volume and Open Interest 19,609 77,025 +227
DJIA Index(CBOT)
Sep08 080911 11290 11455 11110 11455 +164 8,562 36,132 -201
Dec08 080911 11283 11450 11095 11447 +163 4,371 6,656 +2,675
Mar09 080911 11450 11450 11286 11450 +164 0 3 +0
Jun09 080911 11455 11455 11291 11455 +164      
Total Volume and Open Interest 12,933 42,791 +2,474
E-mini DJIA Index(CBOT)
Sep08 080911 11283 11464 11102 11455 +164 252,681 105,629 -2,604
Dec08 080911 11274 11459 11093 11447 +163 8,478 11,538 +4,669
Mar09 080911 11157 11450 11157 11450 +164 15 37 +3
Jun09 080911 11290 11455 11250 11455 +164 0 1 +0
Total Volume and Open Interest 261,174 117,205 +2,068
S & P 500(CME)
Sep08 080911 1232.40 1252.00 1211.50 1250.90 +17.60 91,100 361,110 -32,878
Dec08 080911 1218.30 1253.50 1212.50 1252.00 +17.60 56,688 218,205 +42,064
Mar09 080911 1223.00 1255.50 1221.50 1253.80 +17.80 364 2,227 +295
Jun09 080911 1255.70 1255.70 1231.00 1255.70 +17.70 170 2,581 +33
Total Volume and Open Interest 148,413 584,176 +9,545
S & P 500 E-Mini(Globex)
Sep08 080911 1232.25 1252.75 1211.25 1251.00 +17.75 3,012,184 2,079,772 -180,970
Dec08 080911 1234.00 1254.00 1212.25 1252.00 +17.50 255,650 488,327 +169,734
Total Volume and Open Interest 3,267,845 2,573,147 -11,233
NASDAQ 100(CME)
Sep08 080911 1736.80 1776.00 1707.00 1775.30 +37.80 3,570 29,844 -355
Dec08 080911 1722.00 1783.00 1720.00 1781.80 +37.50 478 877 +365
Mar09 080911 1789.30 1789.30 1788.80 1789.30 +37.50 0 13 +0
Total Volume and Open Interest 4,048 30,739 +10
NASDAQ 100 E-Mini(Globex)
Sep08 080911 1736.80 1776.50 1705.30 1775.30 +37.80 408,212 330,615 -15,849
Dec08 080911 1740.80 1783.30 1712.80 1781.80 +37.50 16,275 20,998 +11,002
Total Volume and Open Interest 424,487 351,615 -4,847
S & P Midcap 400(CME)
Sep08 080911 766.50 782.25 760.00 782.25 +5.75 676 7,982 +206
Dec08 080911 779.00 783.70 758.50 783.70 +5.65 665 1,003 +403
Mar09 080911 791.00 791.00 785.35 791.00 +5.65      
Total Volume and Open Interest 1,341 8,985 +609
Russell 2000 E-Mini(Globex)
Sep08 080911 716.50 720.90 699.80 720.30 +3.50 250,903 537,552 -10,714
Dec08 080724 816.80 816.80 792.60 796.30 +156.00      
Total Volume and Open Interest 288,105 630,143  
Nikkei 225(CME)
Sep08 080911 12000 12235 11960 12235 -35 45,227 52,198 -15,658
Dec08 080911 11970 12260 11970 12245 -35 29,999 46,466 +9,784
Total Volume and Open Interest 75,226 98,664 -5,874
Nikkei 225(SGX)
Dec08 080911 12235 12235 12010 12080 -210 108,650 148,435 +77,755
Mar09 080911 12050 12050 12050 12050 -245 0 2 +0
Jun09 080911 11975 11975 11975 11975 -245 0 168 +0
Total Volume and Open Interest 320,665 403,229 +73,220
CAC 40(EURONEXT)
Sep08 080911 4271.0 4291.0 4195.5 4256.5 -31.5 153,402 649,235 +30,099
Oct08 080911 4283.0 4292.0 4218.0 4269.5 -31.5 2,344 2,846 +2,064
Nov08 080911 4231.0 4274.0 4231.0 4274.0 -32.5 10 35 +3
Total Volume and Open Interest 155,769 653,900 +32,168
Hang Seng Index(HKFE)
Sep08 080911 19800 19835 19170 19342 -578 84,215 116,057 +3,637
Oct08 080911 19800 19808 19184 19367 -557 945 860 +21
Total Volume and Open Interest 85,327 117,981 +3,668
DAX(EUREX)
Sep08 080911 6179.5 6251.5 6082.5 6159.5 -36.0 207,961 234,766 -9,508
Dec08 080911 6245.5 6316.5 6149.5 6226.5 -36.5 8,346 23,986 +3,288
Mar09 080911 6318.0 6389.0 6222.5 6298.0 -36.0 1,892 8,273 +518
Total Volume and Open Interest 218,199 267,025 -5,702
FT-SE 100(EURONEXT)
Sep08 080911 5365.00 5407.50 5262.50 5322.00 -51.00 141,736 527,516 +8,490
Dec08 080911 5394.50 5434.00 5292.00 5351.00 -52.00 8,425 21,498 +6,583
Mar09 080911 5394.00 5405.00 5299.00 5349.50 -53.00 4 4,302 +1
Total Volume and Open Interest 150,165 553,341 +15,074
SPI 200(SFE)
Sep08 080911 4910.0 4956.0 4813.0 4835.0 -78.0 30,413 276,101 +37
Dec08 080911 4953.0 4963.0 4856.0 4876.0 -79.0 4,377 8,083 +3,453
Mar09 080911 4905.0 4905.0 4875.0 4875.0 -79.0 4 1,332 +4
Total Volume and Open Interest 35,090 287,376 +3,659
GSCI(CME)
Sep08 080911 638.50 642.50 630.50 630.80 -9.70 2,725 7,394 -2,682
Oct08 080911 642.00 645.00 633.00 633.00 -10.60 2,645 8,031 +2,597
Nov08 080911 638.00 647.80 636.00 638.00 -9.50      
Total Volume and Open Interest 5,370 15,425 -85
Reuters CCI(ICE)
Nov08 080911 467.20 470.50 467.20 470.00 -4.50 8 1,000 -1
Jan09 080911 474.70 477.50 474.70 477.00 -4.50 7 405 +1
Feb09 080911 477.00 477.00 477.00 477.00 -4.50 0 12 +0
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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