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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu November 01, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071101 1005.00 1007.00 985.00 990.75 -19.25 16,237 20,144 -10,142
Jan08 071101 1022.00 1023.50 994.00 1006.50 -19.25 28,822 284,950 +2,584
Mar08 071101 1034.00 1038.00 1012.00 1021.75 -18.75 5,014 80,189 +456
May08 071101 1025.00 1043.00 1025.00 1025.50 -19.00 1,760 38,619 +61
Jul08 071101 1022.00 1047.00 1022.00 1032.50 -17.00 2,430 50,879 +696
Aug08 071101 1028.00 1032.00 1018.00 1021.00 -18.00 5 1,543 +1
Sep08 071101 985.00 995.00 985.00 989.00 -23.00 20 1,124 +21
Total Volume and Open Interest 57,209 569,551 -5,493
Soybean Meal(CBOT)
Dec07 071101 279.00 279.00 271.50 272.10 -7.50 7,189 86,797 -548
Jan08 071101 278.50 280.00 274.00 274.10 -7.30 2,548 32,988 +2,548
Mar08 071101 281.50 283.50 276.50 277.80 -6.90 2,677 40,536 +482
May08 071101 281.50 283.50 277.50 278.50 -6.70 1,583 30,168 +913
Jul08 071101 280.00 284.00 277.00 278.50 -6.70 2,109 26,550 +387
Aug08 071101 274.00 279.00 273.00 273.00 -5.50 453 4,819 +203
Sep08 071101 267.00 269.00 263.00 263.50 -4.70 697 4,564 -15
Oct08 071101 255.00 256.10 253.00 253.00 -3.30 265 2,967 +147
Total Volume and Open Interest 19,783 240,742 +4,433
Soybean Oil(CBOT)
Dec07 071101 42.25 42.50 41.70 42.07 -0.24 9,894 100,703 -3,054
Jan08 071101 42.45 42.93 42.20 42.59 -0.13 5,321 87,657 +2,737
Mar08 071101 42.45 43.43 42.45 43.04 -0.30 2,227 39,397 +493
May08 071101 43.15 43.80 43.15 43.45 -0.65 1,265 18,909 +357
Jul08 071101 43.75 44.20 43.75 43.85 -0.30 1,039 17,871 +207
Aug08 071101 44.00 44.15 43.70 43.85 -0.30 147 2,822 +87
Sep08 071101 44.00 44.10 43.70 43.75 -0.35 349 3,122 +198
Oct08 071101 43.90 43.90 43.60 43.60 -0.30 195 3,147 +164
Total Volume and Open Interest 21,629 291,463 +1,007
Canola(WCE)
Nov07 071101 436.4 440.0 426.1 427.2 -5.5 217 1,615 -134
Jan08 071101 444.0 449.0 435.7 438.9 -5.4 11,637 95,403 +3,886
Mar08 071101 455.8 458.8 448.8 450.1 -5.7 1,033 10,259 +513
May08 071101 463.1 464.8 457.5 458.5 -4.6 645 4,821 +109
Jul08 071101 466.0 470.6 463.5 463.7 -5.3 955 7,012 +87
Total Volume and Open Interest 15,888 133,750 +5,152
Corn(CBOT)
Dec07 071101 374.50 374.50 367.00 368.75 -6.75 17,466 523,531 -2,334
Mar08 071101 391.00 391.50 383.50 386.00 -6.75 8,948 244,370 +11,788
May08 071101 400.50 400.50 393.50 395.75 -5.50 602 59,212 +692
Jul08 071101 409.50 409.50 402.00 404.75 -6.25 1,957 118,066 +928
Sep08 071101 411.00 413.00 409.50 409.50 -5.00 280 20,239 +131
Dec08 071101 416.00 419.75 414.00 416.75 -4.50 4,247 187,347 +3,293
Total Volume and Open Interest 34,135 1,206,085 +15,301
Wheat(CBOT)
Dec07 071101 807.00 812.00 778.00 778.25 -29.75 6,414 182,935 -3,462
Mar08 071101 829.00 834.00 799.50 800.25 -29.25 5,580 98,396 +2,826
May08 071101 785.00 795.50 765.00 768.00 -24.50 677 15,728 +314
Jul08 071101 672.00 674.00 659.00 662.75 -9.75 974 76,227 -104
Sep08 071101 679.00 682.00 671.00 672.50 -10.25 291 12,452 +435
Total Volume and Open Interest 14,806 424,380 +1,173
Wheat(KCBT)
Dec07 071101 831.00 835.00 802.00 804.50 -27.50 9,268 66,328 -1,664
Mar08 071101 838.00 844.00 810.50 815.75 -24.25 4,472 39,997 +930
May08 071101 788.00 796.00 770.00 778.25 -7.00 301 2,343 +52
Jul08 071101 690.00 692.00 676.00 678.75 -14.25 751 21,303 +119
Sep08 071101 694.00 694.00 681.00 681.00 -13.00 128 3,716 +27
Total Volume and Open Interest 14,978 138,106 -496
Wheat(MGE)
Dec07 071101 837.00 839.00 805.00 806.00 -28.00 3,289 24,499 -1,288
Mar08 071101 836.00 843.50 810.00 812.00 -26.00 2,045 30,324 +296
May08 071101 805.00 807.00 783.00 784.75 -24.25 244 3,095 -9
Jul08 071101 744.75 744.75 727.00 727.00 -17.00 1 1,868 +0
Sep08 071101 699.00 699.00 682.00 689.00 -10.00 116 3,554 +39
Total Volume and Open Interest 5,942 67,195 -817
Oats(CBOT)
Dec07 071101 286.00 287.50 284.75 286.75 -1.00 974 9,787 -238
Mar08 071101 299.00 301.00 299.00 300.50 -0.50 963 4,673 +328
May08 071101 305.50 305.50 305.50 305.50 unch 24 291 +3
Jul08 071101 302.50 302.50 302.50 302.50 +1.00 0 85 +0
Total Volume and Open Interest 1,964 14,911 +96
Rough Rice(CBOT)
Nov07 071101 11.82 11.85 11.82 11.85 unch 154 678 -627
Jan08 071101 12.12 12.18 12.12 12.15 -0.02 346 11,705 +45
Mar08 071101 12.42 12.45 12.42 12.44 -0.04 1 3,269 -14
May08 071101 12.59 12.59 12.59 12.59 -0.06 0 311 -7
Total Volume and Open Interest 523 17,529 -556
Live Cattle(CME)
Dec07 071101 94.830 95.250 94.050 94.100 -0.830 15,737 115,344 -603
Feb08 071101 97.200 97.800 96.885 97.000 -0.535 7,573 56,216 +1,886
Apr08 071101 97.000 97.480 96.650 96.950 -0.100 6,296 33,862 +578
Jun08 071101 93.300 93.700 92.850 93.135 -0.365 1,256 15,600 +42
Aug08 071101 93.700 94.200 93.450 93.550 -0.450 1,436 8,959 +640
Oct08 071101 97.650 97.800 97.350 97.580 -0.205 274 1,458 +128
Total Volume and Open Interest 33,452 234,647 +2,428
Feeder Cattle(CME)
Nov07 071101 108.650 109.150 108.300 108.635 +0.185 1,002 4,606 -255
Jan08 071101 108.700 109.080 107.800 108.300 -0.100 2,038 13,413 +351
Mar08 071101 108.850 109.200 108.200 108.635 -0.295 425 3,196 +75
Apr08 071101 110.550 110.980 110.200 110.600 -0.250 352 1,595 +257
May08 071101 112.000 112.150 111.300 111.700 -0.435 285 2,362 +93
Aug08 071101 112.900 112.950 112.350 112.600 -0.400 52 884 +24
Sep08 071101 112.600 112.600 112.600 112.600 -0.500 0 52 +0
Total Volume and Open Interest 4,154 26,108 +545
Lean Hogs(CME)
Dec07 071101 53.500 53.800 52.050 52.250 -1.630 10,437 92,426 +10
Feb08 071101 60.300 60.850 59.400 59.900 -0.950 8,317 42,797 +1,744
Apr08 071101 64.450 64.930 63.850 64.450 -0.300 2,095 23,997 +132
May08 071101 71.200 71.500 70.700 71.450 -0.200 163 2,131 +32
Jun08 071101 74.850 75.080 74.400 74.975 -0.125 1,126 17,432 +146
Jul08 071101 74.250 74.400 73.930 74.150 -0.180 214 5,300 -37
Aug08 071101 72.300 72.600 72.100 72.250 -0.050 183 3,764 +141
Oct08 071101 66.700 67.000 66.600 67.000 +0.250 655 3,738 +2
Total Volume and Open Interest 23,767 194,535 +2,723
Pork Bellies(CME)
Feb08 071101 84.100 84.850 81.500 81.700 -2.350 128 1,302 -2
Mar08 071101 84.000 84.250 82.000 82.000 -2.035 7 248 +6
May08 071101 85.535 85.535 84.050 84.050 -1.450 1 151 +1
Jul08 071101 85.000 85.000 84.050 84.050 -0.950 2 109 +0
Aug08 071101 84.300 84.300 83.050 83.050 -1.250 0 41 +0
Total Volume and Open Interest 138 1,851 +5
Class III Milk(CME)
Nov07 071101 18.82 18.95 18.78 18.78 -0.05 108 4,337 -23
Dec07 071101 18.07 18.15 17.80 17.99 -0.08 269 4,021 +105
Jan08 071101 17.05 17.09 16.95 16.95 -0.06 200 2,610 +39
Feb08 071101 16.42 16.45 16.35 16.35 -0.06 133 2,273 +49
Mar08 071101 16.28 16.28 16.25 16.25 -0.05 70 2,124 +29
Total Volume and Open Interest 1,106 29,430 -3,434
Cocoa(ICE)
Dec07 071101 1945 2002 1938 1974 +29 13,648 45,457 -5,370
Mar08 071101 1956 1981 1956 1981 +23 13,019 51,266 +5,601
May08 071101 1979 1979 1979 1979 +19 324 15,243 -189
Jul08 071101 1989 1989 1989 1989 +21 44 4,184 +9
Sep08 071101 2004 2004 2004 2004 +23 24 3,807 -1
Dec08 071101 1944 2030 1938 2030 +28 122 13,999 +56
Mar09 071101 2051 2051 2051 2051 +25 398 2,645 +35
Total Volume and Open Interest 27,579 137,931 +141
Coffee "C"(ICE)
Dec07 071101 121.70 123.80 121.70 122.60 +1.25 9,107 78,431 -1,185
Mar08 071101 126.00 127.80 125.90 126.65 +1.20 5,295 53,680 +2,388
May08 071101 129.10 129.10 129.10 129.10 +1.20 925 10,923 -4
Jul08 071101 132.50 132.50 131.45 131.45 +1.30 374 5,034 -32
Sep08 071101 134.25 134.25 133.65 133.65 +1.35 250 8,385 +86
Dec08 071101 136.55 136.55 136.55 136.55 +1.65 154 6,392 -1
Total Volume and Open Interest 16,225 169,660 +1,294
Orange Juice(ICE)
Nov07 071101 143.70 143.70 143.70 143.70 +4.20 654 916 -370
Jan08 071101 141.50 143.00 140.80 141.70 +3.00 1,410 17,287 -28
Mar08 071101 141.00 142.75 141.00 142.10 +2.10 265 6,777 +38
May08 071101 142.90 142.90 142.90 142.90 +1.70 30 990 +23
Jul08 071101 144.00 144.00 144.00 144.00 +1.70 0 324 +0
Sep08 071101 144.90 144.90 144.90 144.90 +1.70 0 190 +0
Total Volume and Open Interest 2,359 27,597 -337
Sugar #11(ICE)
Mar08 071101 10.21 10.22 9.87 9.91 -0.07 64,556 437,980 -18,275
May08 071101 10.27 10.27 9.99 10.03 -0.05 18,022 82,683 +5,153
Jul08 071101 10.24 10.24 10.04 10.04 -0.05 5,406 73,536 -469
Oct08 071101 10.15 10.39 10.15 10.39 -0.04 2,944 55,893 +1,229
Mar09 071101 11.00 11.02 10.90 10.90 +0.01 2,301 31,003 +812
Total Volume and Open Interest 94,813 733,336 -11,100
Sugar #14(ICE)
Jan08 071101 20.59 20.59 20.59 20.59 +0.01 41 3,463 -3
Mar08 071101 20.16 20.16 20.16 20.16 -0.01 21 3,598 +12
May08 071101 20.34 20.34 20.34 20.34 -0.01 17 2,848 -10
Jul08 071101 20.60 20.60 20.60 20.60 -0.02 0 1,153 +0
Sep08 071101 20.70 20.70 20.70 20.70 unch 0 873 +0
Total Volume and Open Interest 79 12,002 -1
London Cocoa(LCE)
Dec07 071101 960 969 950 961 -1 7,552 68,291 -861
Mar08 071101 980 992 970 983 +2 5,605 50,427 +396
May08 071101 993 1001 985 995 +2 706 19,647 +192
Jul08 071101 1004 1012 1004 1007 +3 3,638 22,641 +1,006
Sep08 071101 1013 1017 1013 1017 +2 294 19,437 +129
Dec08 071101 1022 1032 1014 1025 +2 308 10,999 +40
Mar09 071101 1038 1045 1037 1037 +2 389 940 +280
Total Volume and Open Interest 18,492 192,425 +1,182
London Coffee(LCE)
Nov07 071101 2280.00 2394.00 2280.00 2373.00 +98.00 8,639 29,768 -9,587
Jan08 071101 1915.00 1958.00 1904.00 1954.00 +51.00 14,183 83,803 +7,396
Mar08 071101 1846.00 1892.00 1846.00 1889.00 +48.00 4,962 35,883 +1,903
May08 071101 1869.00 1891.00 1869.00 1889.00 +45.00 780 7,400 +359
Jul08 071101 1873.00 1890.00 1873.00 1890.00 +42.00 2 1,226 +2
Sep08 071101 1870.00 1896.00 1870.00 1892.00 +39.00 30 786 -16
Total Volume and Open Interest 28,601 159,250 +62
London Sugar(LCE)
Dec07 071101 284.10 452.10 281.90 282.30 -1.30 11,143 43,520 -1,586
Mar08 071101 287.30 290.80 285.00 285.50 -1.10 8,623 39,351 +4,383
May08 071101 292.00 293.60 288.80 289.20 -1.30 263 7,967 +151
Aug08 071101 292.00 294.50 289.50 289.50 -1.00 74 6,309 +32
Oct08 071101 299.70 301.30 296.00 296.00 -1.00 32 4,985 +21
Total Volume and Open Interest 20,215 105,791 +2,976
Cotton(ICE)
Dec07 071101 63.60 63.80 63.40 63.74 -0.34 12,359 121,566 -3,352
Mar08 071101 68.25 68.40 68.00 68.35 -0.39 7,477 76,531 +2,205
May08 071101 69.50 69.84 69.50 69.84 -0.36 501 9,741 -205
Jul08 071101 70.70 71.15 70.70 71.15 -0.71 989 12,571 +366
Oct08 071101 73.10 73.10 73.10 73.10 -0.80 0 376 +0
Dec08 071101 75.00 75.00 74.50 74.85 -0.60 975 25,801 +268
Total Volume and Open Interest 22,301 248,032 -718
Lumber(CME)
Nov07 071101 231.0 236.8 229.0 234.5 +6.0 191 1,549 -35
Jan08 071101 259.0 261.7 255.5 261.7 +4.1 533 6,231 +148
Mar08 071101 276.0 278.6 275.0 276.5 +0.6 55 1,048 +19
May08 071101 290.5 292.5 289.9 291.8 -1.7 76 293 +12
Total Volume and Open Interest 861 9,138 +147
Crude Oil(NYM)
Dec07 071101 94.35 94.60 92.10 93.49 -1.04 402,154 416,430 +127
Jan08 071101 93.15 93.25 91.10 92.45 -0.82 160,401 181,800 +6,360
Feb08 071101 91.40 91.45 90.50 91.40 -0.74 46,844 71,641 +2,315
Mar08 071101 90.40 90.47 89.40 90.47 -0.72 26,445 74,029 +2,698
Apr08 071101 89.00 90.05 88.50 89.60 -0.74 8,074 50,117 +460
May08 071101 88.00 88.80 88.00 88.80 -0.76 5,698 52,685 +976
Jun08 071101 87.90 88.04 87.90 88.04 -0.79 12,105 61,236 +2,535
Jul08 071101 87.33 87.33 87.33 87.33 -0.83 1,291 17,405 +304
Aug08 071101 87.53 87.53 86.66 86.66 -0.87 894 16,315 +218
Sep08 071101 86.02 86.02 86.02 86.02 -0.91 3,129 30,439 +476
Oct08 071101 85.42 85.42 85.42 85.42 -0.94 1,375 27,855 +953
Nov08 071101 84.88 84.88 84.88 84.88 -0.96 793 16,748 +332
Dec08 071101 84.39 84.39 84.39 84.39 -0.99 25,790 162,457 +433
Jan09 071101 83.96 83.96 83.96 83.96 -1.00 811 23,402 -135
Feb09 071101 83.70 83.70 83.58 83.58 -1.00 528 15,023 +248
Mar09 071101 83.21 83.21 83.21 83.21 -1.00 30 5,865 +0
Total Volume and Open Interest 715,787 1,468,958 +20,844
Heating Oil(NYM)
Dec07 071101 252.50 253.00 248.90 251.23 -1.70 49,616 109,450 -56
Jan08 071101 253.75 253.75 250.30 252.73 -1.60 15,763 45,842 +215
Feb08 071101 252.08 252.08 252.08 252.08 -1.55 5,977 19,868 +614
Mar08 071101 249.28 249.28 249.28 249.28 -1.60 2,910 10,654 -42
Apr08 071101 243.98 243.98 243.98 243.98 -1.70 1,814 8,594 -193
May08 071101 239.23 239.23 239.23 239.23 -1.90 1,066 4,663 -11
Jun08 071101 236.23 236.23 236.23 236.23 -1.95 2,565 14,716 +1,080
Jul08 071101 235.03 235.03 235.03 235.03 -1.95 45 3,258 -2
Aug08 071101 234.98 234.98 234.98 234.98 -1.95 18 785 +4
Sep08 071101 235.88 235.88 235.88 235.88 -1.95 72 2,097 +64
Oct08 071101 237.28 237.28 237.28 237.28 -1.95 78 652 +20
Nov08 071101 238.68 238.68 238.68 238.68 -1.95 28 347 +28
Total Volume and Open Interest 92,380 232,415 -3,314
Gasoline(NYMEX)
Dec07 071101 235.45 237.35 230.70 234.32 +0.62 37,282 78,042 +650
Jan08 071101 237.00 238.50 232.02 235.32 +0.19 9,641 35,674 +1,138
Feb08 071101 237.79 239.55 233.60 236.67 +0.01 4,190 11,780 +266
Mar08 071101 240.00 240.00 234.85 238.02 -0.14 2,731 13,850 +190
Apr08 071101 251.70 251.70 247.00 250.02 -0.39 2,019 13,491 +271
May08 071101 250.50 250.50 248.65 250.17 -0.64 828 7,704 +211
Jun08 071101 248.62 249.02 246.69 249.02 -0.79 819 9,453 -22
Jul08 071101 245.13 246.47 245.13 246.47 -0.99 424 2,506 -15
Aug08 071101 242.50 242.82 242.50 242.82 -1.19 149 1,480 +5
Sep08 071101 237.50 238.32 237.50 238.32 -1.39 322 3,484 +237
Total Volume and Open Interest 88,644 193,704 -5,712
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071101 233.70 234.32 230.00 234.32 +0.62 1 24 -1
Jan08 071101 235.32 235.32 235.32 235.32 +0.19 0 2 +0
Feb08 071101 236.67 236.67 236.67 236.67 +0.01      
Mar08 071101 238.02 238.02 238.02 238.02 -0.14 0 2 +0
Total Volume and Open Interest 1 28 -7
Natural Gas(NYM)
Dec07 071101 8.350 8.660 8.300 8.637 +0.307 68,121 101,252 -931
Jan08 071101 8.700 9.040 8.645 8.997 +0.337 16,661 89,203 +121
Feb08 071101 8.700 9.035 8.675 9.035 +0.346 12,538 34,751 +1,149
Mar08 071101 8.605 8.804 8.585 8.804 +0.325 10,520 51,747 +2,364
Apr08 071101 8.210 8.284 8.160 8.284 +0.175 8,291 42,954 +1,432
May08 071101 8.304 8.304 8.304 8.304 +0.165 4,946 34,493 +938
Jun08 071101 8.310 8.364 8.200 8.364 +0.160 1,967 20,056 +178
Jul08 071101 8.441 8.441 8.441 8.441 +0.155 1,035 15,907 -14
Aug08 071101 8.504 8.504 8.504 8.504 +0.150 1,462 14,562 +447
Sep08 071101 8.519 8.519 8.519 8.519 +0.149 624 10,850 +35
Oct08 071101 8.280 8.584 8.280 8.584 +0.150 2,362 35,205 +365
Nov08 071101 8.959 8.959 8.959 8.959 +0.150 705 20,687 -7
Dec08 071101 9.260 9.344 9.240 9.344 +0.145 788 15,686 +242
Jan09 071101 9.604 9.604 9.604 9.604 +0.145 474 34,390 -129
Feb09 071101 9.459 9.604 9.459 9.604 +0.145 23 5,020 -13
Mar09 071101 9.211 9.354 9.201 9.354 +0.143 883 28,262 +10
Total Volume and Open Interest 132,550 748,047 +6,526
Brent Crude Oil(ICE)
Dec07 071101 91.07 91.71 88.57 89.72 -0.91 108,627 138,197 -1,267
Jan08 071101 90.66 91.23 88.13 89.29 -0.93 65,645 150,659 +2,069
Feb08 071101 90.29 90.75 87.76 88.88 -0.92 22,010 63,561 +1,211
Mar08 071101 89.71 90.14 87.25 88.36 -0.89 8,305 27,255 -545
Apr08 071101 89.17 89.54 86.85 87.83 -0.88 4,067 19,539 +39
May08 071101 88.66 88.66 86.20 87.27 -0.90 2,390 12,449 +658
Jun08 071101 88.05 88.07 85.65 86.71 -0.94 3,575 34,968 -695
Jul08 071101 87.55 87.55 86.03 86.20 -0.95 352 8,408 -38
Aug08 071101 85.96 85.96 85.70 85.70 -0.98 0 4,778 +283
Sep08 071101 85.27 85.27 85.27 85.27 -0.95 276 6,316 -324
Oct08 071101 85.11 85.11 84.85 84.85 -0.92 0 8,867 +8
Nov08 071101 84.43 84.43 84.43 84.43 -0.91 0 4,254 +131
Dec08 071101 85.19 85.30 83.05 84.02 -0.89 10,085 43,592 -522
Jan09 071101 83.89 83.89 83.65 83.65 -0.90 0 10,561 +574
Total Volume and Open Interest 226,676 624,765 +1,714
Gas Oil(ICE)
Nov07 071101 792.50 796.50 775.75 788.00 +1.00 40,788 66,138 -3,619
Dec07 071101 791.50 795.75 774.25 786.25 +0.50 48,922 80,755 -688
Jan08 071101 796.75 797.75 776.25 788.50 +0.25 18,837 58,352 -206
Feb08 071101 788.75 789.50 768.00 780.00 -0.50 7,089 24,139 -498
Mar08 071101 779.00 779.00 757.75 770.25 -0.50 3,034 14,699 +1,123
Apr08 071101 764.00 764.00 749.75 759.25 -0.75 1,743 9,274 -338
May08 071101 754.50 754.50 740.25 749.25 -1.25 1,443 11,671 -836
Jun08 071101 747.50 749.50 734.50 743.25 -1.00 3,842 26,204 +232
Jul08 071101 743.00 743.00 741.50 741.50 -0.50 710 5,491 +291
Aug08 071101 740.00 740.00 740.00 740.00 -2.25 50 1,542 +43
Total Volume and Open Interest 131,140 328,926 -5,325
US Dollar Index(ICE)
Dec07 071101 76.570 76.830 76.480 76.560 +0.100 5,058 38,431 +496
Mar08 071101 76.520 76.740 76.500 76.520 +0.100 67 2,788 +17
Jun08 071101 76.630 76.630 76.520 76.520 +0.100 8 426 +8
Total Volume and Open Interest 5,133 41,655 +521
Australian Dollar(CME)
Dec07 071101 92.62 92.62 91.25 91.55 -1.57 1,182 90,439 +2,697
Mar08 071101 91.35 91.35 91.02 91.02 -1.57 0 431 +25
Jun08 071101 90.38 90.38 90.38 90.38 -1.57 0 356 +0
Total Volume and Open Interest 1,182 91,255 +2,723
British Pound(CME)
Dec07 071101 207.83 208.14 207.69 208.12 +0.27 3,462 140,257 +2,812
Mar08 071101 207.46 207.46 207.46 207.46 +0.25 40 1,082 +9
Jun08 071101 206.78 206.78 206.78 206.78 +0.23 0 18 +0
Total Volume and Open Interest 3,502 141,371 +2,821
Canadian Dollar(CME)
Dec07 071101 105.93 106.00 105.13 105.58 -0.13 5,234 133,763 +1,031
Mar08 071101 105.11 105.60 105.11 105.60 -0.11 7 2,528 +54
Jun08 071101 105.15 105.58 105.11 105.58 -0.11 0 1,151 +4
Sep08 071101 105.55 105.55 105.55 105.55 -0.11 0 1,151 +5
Total Volume and Open Interest 5,241 138,807 +1,096
Japanese Yen(CME)
Dec07 071101 86.88 87.68 86.87 87.46 +0.30 1,439 199,151 +2,745
Mar08 071101 88.21 88.31 88.21 88.31 +0.30 1 8,775 -64
Jun08 071101 89.09 89.09 89.09 89.09 +0.30 0 16,349 +0
Total Volume and Open Interest 1,440 224,683 +2,681
Swiss Franc(CME)
Dec07 071101 86.37 86.74 86.37 86.72 +0.01 1,492 72,144 +70
Mar08 071101 87.14 87.14 87.14 87.14 +0.01 0 284 -11
Jun08 071101 87.48 87.48 87.48 87.48 +0.01 0 17 +2
Total Volume and Open Interest 1,492 72,462 +61
EuroFX(CME)
Dec07 071101 144.34 144.75 144.15 144.69 -0.41 5,327 202,786 +6,875
Mar08 071101 144.78 144.78 144.78 144.78 -0.39 14 2,125 -317
Jun08 071101 144.40 144.82 144.20 144.82 -0.39 0 757 +0
Total Volume and Open Interest 5,341 206,040 +6,558
Mexican Peso(CME)
Nov07 071101 934.8 934.8 934.8 934.8 -0.2 0 86 +0
Dec07 071101 933.2 935.5 932.5 933.0 -0.2 4,300 111,990 -40
Total Volume and Open Interest 6,100 119,728 +1,700
30-Year T-Bonds(CBOT)
Dec07 071101 112~19 114~02 112~07 113~27 +1~08 365,083 963,911 -3,549
Mar08 071101 112~16 114~04 112~09 113~29 +1~09 600 10,312 +251
Jun08 071101 113~18 113~18 113~16 113~16 +1~08 32 562 +30
Total Volume and Open Interest 365,716 974,814 -3,268
10-Year T-Notes(CBOT)
Dec07 071101 109~300 111~000 109~235 110~255 +0~250 1,302,096 2,346,550 -37,241
Mar08 071101 109~175 110~190 109~135 110~135 +0~250 3,668 162,552 -157
Jun08 071101 110~015 110~015 110~015 110~015 +0~250 0 44 +0
Total Volume and Open Interest 1,305,764 2,509,146 -37,398
5-Year T-Notes(CBOT)
Dec07 071101 107~135 108~025 107~135 107~295 +0~185 610,847 0 +0
Mar08 071101 107~115 107~265 107~115 107~265 +0~190 6,174 0 +0
Jun08 071101 107~265 107~265 107~265 107~265 +0~190      
Total Volume and Open Interest 617,021    
2 Year T-Notes(CBOT)
Dec07 071101 103~073 103~113 103~073 103~104 +0~034 8,802 1,039,834 +25,191
Mar08 071101 103~109 103~109 103~109 103~109 +0~035 0 11 +0
Total Volume and Open Interest 8,802 1,039,845 +25,191
Eurodollars(CME)
Dec07 071101 95.240 95.285 95.230 95.255 +0.005 17,210 1,520,738 -40,015
Mar08 071101 95.510 95.640 95.510 95.575 +0.070 11,050 1,466,719 +4,163
Jun08 071101 95.625 95.775 95.625 95.740 +0.120 9,781 1,493,435 +25,141
Sep08 071101 95.685 95.860 95.685 95.825 +0.135 6,918 1,295,204 +31,103
Dec08 071101 95.695 95.855 95.695 95.830 +0.130 13,833 1,361,554 +17,278
Mar09 071101 95.650 95.805 95.650 95.775 +0.120 9,704 880,209 +6,611
Jun09 071101 95.570 95.705 95.570 95.675 +0.115 10,772 545,674 -3,525
Sep09 071101 95.470 95.605 95.470 95.575 +0.115 7,305 462,477 +2,281
Dec09 071101 95.375 95.510 95.375 95.475 +0.115 4,798 264,261 +1,888
Mar10 071101 95.295 95.425 95.295 95.395 +0.115 4,381 185,778 +1,129
Jun10 071101 95.220 95.345 95.220 95.320 +0.115 4,290 148,769 +429
Sep10 071101 95.150 95.275 95.150 95.250 +0.115 5,462 131,830 +980
Dec10 071101 95.080 95.200 95.075 95.175 +0.115 1,657 106,157 -357
Mar11 071101 95.025 95.145 95.020 95.120 +0.115 1,768 90,752 +857
Jun11 071101 94.965 95.090 94.960 95.060 +0.115 1,703 90,450 -854
Sep11 071101 94.925 95.025 94.925 95.000 +0.115 1,204 78,864 -242
Dec11 071101 94.865 94.955 94.865 94.940 +0.115 545 56,059 +493
Mar12 071101 94.825 94.915 94.825 94.900 +0.115 377 49,131 +1
Total Volume and Open Interest 114,683 10,499,885 +57,587
30 Day Federal Funds(CBOT)
Nov07 071101 3.760 3.770 3.760 3.765 +0.010 2,191 141,475 -57,804
Dec07 071101 3.840 3.880 3.840 3.855 +0.030 844 76,659 +2,442
Jan08 071101 3.890 3.910 3.890 3.900 +0.045 120 42,211 -6,877
Feb08 071101 4.025 4.025 4.025 4.025 +0.100 45 52,136 +546
Mar08 071101 4.060 4.060 4.060 4.060 +0.115 545 12,014 +858
Apr08 071101 4.110 4.110 4.110 4.110 +0.115 156 9,225 +331
Total Volume and Open Interest 3,901 414,797 -60,327
30 Day Fed Funds(e-CBOT)
Nov07 071101 95.510 95.525 95.505 95.520 +0.015 182,100 0 +0
Dec07 071101 95.575 95.635 95.565 95.620 +0.050 28,799 0 +0
Jan08 071101 95.605 95.680 95.595 95.665 +0.060 22,513 0 +0
Feb08 071101 95.675 95.795 95.660 95.790 +0.115 10,083 0 +0
Mar08 071101 95.670 95.830 95.670 95.825 +0.125 2,812 0 +0
Apr08 071101 95.730 95.890 95.720 95.880 +0.140 2,568 0 +0
Total Volume and Open Interest 256,443    
3-Mth Euro-Yen(CME)
Dec07 071101 99.17 99.17 99.17 99.17 -0.02 139 16,772 -690
Mar08 071101 99.15 99.15 99.15 99.15 -0.02 0 6,963 -108
Jun08 071101 99.13 99.13 99.13 99.13 -0.01 103 3,920 -189
Sep08 071101 99.07 99.07 99.07 99.07 -0.02 0 3,865 -208
Dec08 071101 99.01 99.01 99.01 99.01 -0.02 0 2,129 -144
Mar09 071101 98.95 98.95 98.95 98.95 -0.02 0 472 +0
Jun09 071101 98.89 98.89 98.89 98.89 -0.03 0 186 +0
Sep09 071101 98.82 98.82 98.82 98.82 -0.04      
Dec09 071101 98.74 98.74 98.74 98.74 -0.03      
Mar10 071101 98.68 98.68 98.68 98.68 -0.03      
Total Volume and Open Interest 242 34,307 -1,339
3-Mth Euro-Yen(SGX)
Dec07 071101 99.18 99.18 99.15 99.15 -0.03 473 63,249 -359
Mar08 071101 99.14 99.14 99.12 99.13 -0.04 555 45,363 +169
Jun08 071101 99.12 99.12 99.10 99.11 -0.03 808 16,423 -226
Sep08 071101 99.07 99.07 99.04 99.06 -0.03 288 17,877 -474
Dec08 071101 99.00 99.01 98.98 99.00 -0.03 216 9,807 -510
Mar09 071101 98.94 98.94 98.94 98.94 -0.03 0 4,934 +0
Jun09 071101 98.89 98.89 98.87 98.88 -0.04 0 1,264 +0
Sep09 071101 98.82 98.82 98.82 98.82 -0.03 0 200 +0
Total Volume and Open Interest 2,340 161,567 -1,400
Japanese Gov't Bonds(SGX)
Dec07 071025 136.25 136.27 135.98 136.00 +0.74 5,815 30,305 -153
Mar08 071101 135.30 135.30 135.30 135.30 -0.79      
Jun08 071101 135.30 135.30 135.30 135.30 -0.79      
Total Volume and Open Interest 1,880 41,748 +103
Euro-Bund(EUREX)
Dec07 071026 113.85 114.06 113.59 113.76 -0.21 1,445,304 1,556,583 +170,933
Mar08 071026 114.42 114.49 114.20 114.22 -0.22 166 7,411 +311
Jun08 071026 113.70 113.70 113.70 113.70 -0.21      
Total Volume and Open Interest 1,445,470 1,563,994 +171,244
Euro-Bobl(EUREX)
Dec07 071026 108.16 108.29 108.00 108.10 -0.15 744,170 1,139,296 +72,661
Mar08 071026 108.22 108.41 108.22 108.28 -0.16 544 12,027 +100
Jun08 071026 43.02 43.02 43.02 43.02 -0.15      
Total Volume and Open Interest 744,714 1,151,323 +72,761
3-Mth Euribor(EUREX)
Dec07 071026 95.515 95.515 95.505 95.510 -0.010 871 21,621 -1,979
Mar08 071026 95.715 95.720 95.705 95.705 -0.025 176 11,757 +1,520
Jun08 071026 95.780 95.795 95.765 95.765 -0.035 234 5,336 +64
Total Volume and Open Interest 1,548 47,330 -562
Long Gilt(LIFFE)
Dec07 071101 106~26 107~16 106~21 107~12 +0~03 113,388 335,438 -3,652
Mar08 071101 107~15 107~15 107~15 107~15 +0~03      
Total Volume and Open Interest 113,388 335,438 -3,652
3-Mth Short Sterling(LIFFE)
Dec07 071101 93.84 93.84 93.84 93.84 +0.01 51,927 482,395 -8,664
Mar08 071101 94.12 94.12 94.12 94.12 +0.02 66,738 592,187 +7,149
Jun08 071101 94.36 94.36 94.36 94.36 +0.05 75,464 529,366 +545
Sep08 071101 94.50 94.50 94.50 94.50 +0.06 65,179 374,320 +6,273
Dec08 071101 94.56 94.56 94.56 94.56 +0.06 61,411 329,564 -7,858
Mar09 071101 94.57 94.57 94.57 94.57 +0.06 22,859 213,440 -2,453
Total Volume and Open Interest 368,414 2,858,989 -4,572
3-Mth Euribor(LIFFE)
Dec07 071101 95.450 95.495 95.435 95.475 +0.010 118,156 793,021 -12,494
Mar08 071101 95.550 95.635 95.520 95.610 +0.030 157,401 606,138 +84
Jun08 071101 95.575 95.695 95.535 95.660 +0.040 126,145 482,203 -4,174
Total Volume and Open Interest 765,672 3,472,942 -22,852
3-Mth Aus T-Bills(SFE)
Dec07 071101 92.83 92.86 92.82 92.84 -0.04 10,976 417,448 +721
Mar08 071101 92.67 92.69 92.65 92.66 -0.06 12,485 298,535 +4,113
Jun08 071101 92.60 92.61 92.57 92.58 -0.07 9,924 146,278 +7,013
Sep08 071101 92.57 92.59 92.53 92.55 -0.09 7,652 109,251 +2,379
Dec08 071101 92.58 92.59 92.55 92.56 -0.10 1,833 55,658 +958
Mar09 071101 92.59 92.60 92.57 92.57 -0.11 3,503 44,786 +271
Jun09 071101 92.61 92.62 92.58 92.59 -0.12 1,506 36,579 +750
Sep09 071101 92.63 92.63 92.59 92.60 -0.12 1,676 9,994 +345
Dec09 071101 92.64 92.64 92.60 92.60 -0.13 0 942 +0
Mar10 071101 92.62 92.62 92.62 92.62 -0.13 0 218 +0
Total Volume and Open Interest 49,555 1,119,704 +16,550
10-Year Aus T-Bonds(SFE)
Dec07 071101 93.76 93.77 93.68 93.69 -0.13 32,126 556,002 +9,478
Mar08 071101 93.69 93.69 93.69 93.69 -0.13      
Total Volume and Open Interest 32,126 556,002 +9,478
3-Year Aus T-Bonds(SFE)
Dec07 071101 93.28 93.28 93.23 93.24 -0.11 67,116 695,946 +304
Mar08 071101 93.24 93.24 93.24 93.24 -0.11      
Total Volume and Open Interest 67,116 695,946 +304
Gold(CMX)
Dec07 071101 794.2 795.6 786.9 793.7 -1.6 113,908 308,418 +181
Feb08 071101 802.0 802.0 796.5 800.3 -1.5 10,017 59,584 +3,981
Apr08 071101 807.5 807.5 806.4 806.4 -1.5 1,931 27,269 +1,146
Jun08 071101 813.0 813.0 812.4 812.4 -1.4 799 25,628 +403
Aug08 071101 818.3 818.3 818.3 818.3 -1.3 472 20,695 +408
Oct08 071101 824.0 824.0 824.0 824.0 -1.4 7 3,306 -2
Dec08 071101 829.7 829.7 829.7 829.7 -1.4 563 25,303 +30
Feb09 071101 835.6 835.6 835.6 835.6 -1.5 100 17,970 +70
Apr09 071101 841.3 841.3 841.3 841.3 -1.5 50 5,304 +35
Jun09 071101 847.2 847.2 847.2 847.2 -1.4 9 9,446 -1
Aug09 071101 853.2 853.2 853.2 853.2 -1.3 1 1 +0
Total Volume and Open Interest 128,248 522,284 +6,121
Silver(CMX)
Dec07 071101 1437.0 1440.0 1400.0 1432.5 -11.3 24,083 81,295 +1,327
Mar08 071101 1458.0 1458.5 1415.0 1450.6 -11.2 3,072 19,306 +930
May08 071101 1461.5 1461.5 1461.5 1461.5 -11.2 410 8,899 +178
Jul08 071101 1472.0 1472.0 1472.0 1472.0 -11.2 372 5,683 +218
Sep08 071101 1482.3 1482.3 1482.3 1482.3 -11.4 102 2,293 +102
Dec08 071101 1491.0 1497.8 1491.0 1497.8 -11.5 496 8,995 -13
Mar09 071101 1512.9 1512.9 1512.9 1512.9 -11.5 3 245 +3
Total Volume and Open Interest 28,727 136,393 +2,875
Platinum(NYMEX)
Jan08 071101 1451.0 1456.0 1446.0 1450.8 +3.2 1,306 15,490 -34
Apr08 071101 1454.6 1454.6 1454.6 1454.6 +3.2 4 169 +0
Jul08 071101 1466.0 1466.0 1466.0 1466.0 +3.2 0 2 +0
Oct08 071031 1442.8 1442.8 1442.8 1442.8 +6.7      
Total Volume and Open Interest 1,251 15,695 +9
Palladium(NYMEX)
Dec07 071101 373.00 376.00 371.00 375.90 +1.65 744 12,955 +0
Mar08 071101 381.00 381.00 376.00 380.65 +1.65 250 1,627 +174
Jun08 071101 384.90 384.90 384.90 384.90 +1.65 2 1,267 +0
Total Volume and Open Interest 998 16,647 +174
Copper(CMX)
Dec07 071101 345.20 345.75 335.25 336.25 -11.05 7,031 53,454 -216
Mar08 071101 347.00 347.00 338.25 338.80 -10.50 2,104 17,449 +660
May08 071101 338.25 338.25 338.25 338.25 -10.50 327 4,254 -23
Jul08 071101 339.50 339.50 336.80 336.80 -10.55 199 2,205 +101
Sep08 071101 335.00 335.00 335.00 335.00 -10.35 27 762 -2
Total Volume and Open Interest 10,153 86,421 +408
Aluminum(CMX)
Nov07 071101 113.50 113.50 113.50 113.50 +0.25 0 20 +20
Dec07 071101 114.25 114.25 114.25 114.25 +0.25 0 154 +154
Jan08 071101 114.25 114.25 114.25 114.25 +0.25      
Feb08 071101 114.25 114.25 114.25 114.25 +0.25      
Mar08 071101 114.25 114.25 114.25 114.25 +0.25      
Apr08 071101 114.25 114.25 114.25 114.25 +0.25      
Total Volume and Open Interest 0 174 +174
DJIA Index(CBOT)
Dec07 071101 13863 13878 13575 13608 -328 4,624 34,247 -12
Mar08 071101 13935 13935 13688 13688 -328 2 114 -1
Jun08 071101 13768 13768 13768 13768 -328 0 2 +0
Sep08 071101 13848 13848 13848 13848 -328 0 1 +0
Total Volume and Open Interest 4,626 34,364 -13
S & P 500(CME)
Dec07 071101 1539.00 1539.50 1510.80 1515.80 -39.10 44,430 583,398 -3,280
Mar08 071101 1538.00 1542.00 1525.50 1525.50 -39.80 135 19,947 +25
Jun08 071101 1535.30 1535.30 1535.30 1535.30 -40.00 80 3,208 +40
Sep08 071101 1544.80 1544.80 1544.80 1544.80 -40.50 40 80 +40
Total Volume and Open Interest 45,089 610,584 -2,773
S & P 500 E-Mini(Globex)
Dec07 071101 1552.50 1555.00 1510.50 1515.75 -39.25 1,957,310 2,048,010 +39,515
Mar08 071101 1563.50 1564.25 1520.75 1525.50 -39.75 713 17,994 -104
Total Volume and Open Interest 1,958,023 2,066,005 +39,411
NASDAQ 100(CME)
Dec07 071101 2235.50 2239.00 2207.00 2215.50 -37.00 6,074 58,770 +1,997
Mar08 071101 2238.50 2238.50 2238.50 2238.50 -37.50 0 2 +0
Jun08 071101 2265.50 2265.50 2265.50 2265.50 -37.50 0 20 +20
Total Volume and Open Interest 6,074 58,798 +2,023
NASDAQ 100 E-Mini(Globex)
Dec07 071101 2250.50 2256.30 2207.80 2215.50 -37.00 398,459 442,465 +10,081
Mar08 071101 2269.00 2276.30 2231.30 2238.50 -37.50 61 229 +5
Total Volume and Open Interest 398,520 442,694 +10,086
S & P Midcap 400(CME)
Dec07 071101 903.00 903.00 890.00 890.30 -21.80 88 6,381 -28
Mar08 071101 897.20 897.20 897.20 897.20 -21.80      
Jun08 071101 906.90 906.90 906.90 906.90 -21.80      
Total Volume and Open Interest 88 6,436 -28
Russell 2000(CME)
Dec07 071101 819.50 819.50 796.50 796.90 -35.40 717 33,080 -96
Mar08 071101 801.50 801.50 801.50 801.50 -35.40 0 24 +0
Jun08 071101 808.20 808.20 808.20 808.20 -35.40 0 1 +0
Total Volume and Open Interest 717 33,115 -96
Russell 2000 E-Mini(Globex)
Dec07 071101 830.10 831.40 795.10 796.90 -35.40 259,807 587,144 +7,267
Mar08 071101 831.20 831.40 800.20 801.50 -35.40 81 536 -2
Jun08 071101 808.20 808.20 808.20 808.20 -35.40 0 1 +0
Total Volume and Open Interest 259,888 587,682 +7,265
Value Line(KCBT)
Dec07 071101 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071101 16885 16920 16805 16915 +210 61,673 250,812 -5,836
Mar08 071101 16895 16945 16845 16905 +130 1,195 594 +1
Total Volume and Open Interest 62,988 251,638 -5,762
Nikkei 225(SGX)
Dec07 071101 16885 16920 16805 16915 +210 61,673 250,812 -5,836
Mar08 071101 16895 16945 16845 16905 +130 1,195 594 +1
Jun08 071101 16850 16850 16850 16850 +135 0 1 +0
Total Volume and Open Interest 62,988 251,638 -5,762
CAC 40(EURONEXT)
Nov07 071101 5852.0 5855.0 5697.0 5728.5 -114.5 89,829 404,394 +19,484
Dec07 071101 5874.5 5874.5 5720.5 5749.5 -115.0 6,261 60,325 +2,944
Jan08 071101 5852.5 5852.5 5769.0 5769.0 -114.5 11 10 +3
Total Volume and Open Interest 96,122 466,702 +22,432
Hang Seng Index(HKFE)
Nov07 071101 31691 31840 31261 31285 +16 71,119 109,033 +8,352
Dec07 071101 31780 31943 31383 31385 +25 921 13,829 +532
Total Volume and Open Interest 93,195 123,673 -52,081
DAX(EUREX)
Dec07 071101 8067.0 8078.5 7868.5 7927.0 -132.5 135,053 289,033 +2,383
Mar08 071101 8150.0 8157.0 7950.0 8008.5 -132.0 375 7,089 -93
Jun08 071101 8216.0 8216.0 8088.5 8088.5 -132.0 55 6,795 -17
Total Volume and Open Interest 135,483 302,917 +2,273
FT-SE 100(EURONEXT)
Dec07 071101 6741.00 6759.00 6582.00 6628.00 -120.50 81,091 483,067 +3,179
Mar08 071101 6772.50 6775.50 6614.00 6649.00 -122.00 16 5,464 +4
Jun08 071101 6763.00 6763.00 6684.50 6684.50 -122.50 20 44 +0
Total Volume and Open Interest 81,127 489,075 +3,183
SPI 200(SFE)
Dec07 071101 296.4 326.4 268.4 290.4 +50.0 25,211 274,454 +11,905
Mar08 071101 315.4 315.4 314.4 314.4 +52.0 242 1,782 +10
Jun08 071101 369.4 369.4 369.4 369.4 +51.0 0 1,378 +2
Total Volume and Open Interest 25,460 278,583 +11,931
GSCI(CME)
Nov07 071101 599.70 599.70 590.40 594.00 -4.00 635 21,861 -192
Dec07 071101 596.50 596.50 596.50 596.50 -3.50 0 10 +0
Jan08 071101 593.50 593.50 593.50 593.50 -1.50      
Total Volume and Open Interest 635 21,871 -192
RJ/CRB Index(ICE)
Nov07 071101 451.75 455.25 451.75 452.50 -1.50 17 703 +0
Jan08 071101 458.00 459.00 457.00 457.00 -1.50 63 626 -48
Feb08 071101 455.50 459.50 455.50 458.00 -1.50 1 419 +1
Total Volume and Open Interest 131 1,870 +3
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.
Some data provided by Prophetfinance.com

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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!