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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 Fri November 09, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071109 1025.00 1043.00 1020.00 1043.00 +15.00 841 6,012 -685
Jan08 071109 1038.00 1057.00 1033.50 1056.00 +14.75 13,981 286,627 +659
Mar08 071109 1054.50 1071.00 1048.50 1070.50 +14.25 3,199 92,166 +3,058
May08 071109 1054.00 1073.00 1051.50 1072.25 +13.25 1,267 41,576 +102
Jul08 071109 1060.50 1074.50 1054.00 1074.00 +11.50 858 53,048 +235
Aug08 071109 1057.00 1057.00 1057.00 1057.00 +10.00 285 1,807 +136
Sep08 071109 1015.00 1015.00 1015.00 1015.00 +12.00 16 1,050 -5
Total Volume and Open Interest 23,248 579,267 +4,065
Soybean Meal(CBOT)
Dec07 071109 279.00 283.00 276.30 281.80 +3.40 7,398 80,640 -4,273
Jan08 071109 280.50 284.30 277.50 283.30 +3.50 3,509 35,226 +404
Mar08 071109 283.50 287.50 280.90 286.70 +3.80 3,284 45,388 +2,160
May08 071109 283.00 287.00 281.00 286.70 +3.40 1,748 32,513 +682
Jul08 071109 283.50 287.00 280.50 286.70 +2.20 1,097 27,033 +462
Aug08 071109 277.00 280.50 276.00 279.00 +2.00 613 4,813 -26
Sep08 071109 267.50 269.50 265.50 269.00 +1.50 120 4,357 -60
Oct08 071109 252.50 256.00 251.60 255.50 +1.30 38 3,335 -3
Total Volume and Open Interest 18,218 247,047 -625
Soybean Oil(CBOT)
Dec07 071109 44.10 45.12 44.00 45.08 +0.93 9,932 95,049 -1,569
Jan08 071109 44.60 45.53 44.55 45.51 +0.90 3,887 92,417 +1,765
Mar08 071109 45.05 46.00 44.95 45.97 +0.82 4,311 41,555 +1,606
May08 071109 45.70 46.15 45.55 46.15 +0.65 1,911 21,482 +208
Jul08 071109 45.60 46.38 45.60 46.36 +0.66 881 18,919 +7
Aug08 071109 45.80 46.20 45.50 46.20 +0.65 431 3,461 +401
Sep08 071109 45.65 46.10 45.35 46.10 +0.80 285 3,234 +51
Oct08 071109 45.20 45.90 45.20 45.85 +0.80 25 4,430 +843
Total Volume and Open Interest 22,316 299,606 +3,860
Canola(WCE)
Nov07 071109 434.8 434.8 434.8 434.8 +1.9 30 70 -28
Jan08 071109 440.3 444.8 440.0 444.3 +1.9 5,513 99,444 +1,609
Mar08 071109 449.7 454.6 449.7 454.2 +2.5 361 11,488 +268
May08 071109 462.9 463.8 458.6 462.6 +1.1 83 4,959 +15
Jul08 071109 468.3 471.3 466.8 471.0 +2.7 1,118 7,579 +218
Total Volume and Open Interest 7,422 139,640 +2,243
Corn(CBOT)
Dec07 071109 387.50 389.00 380.50 386.75 -2.75 30,054 398,654 -28,580
Mar08 071109 404.50 405.50 397.00 404.00 -2.25 23,930 339,578 +11,682
May08 071109 412.50 415.50 408.00 413.75 -2.50 2,423 66,427 +2,214
Jul08 071109 421.00 424.25 418.00 422.50 -3.25 2,093 130,231 +1,644
Sep08 071109 427.50 427.50 424.00 425.75 -3.75 68 21,414 +43
Dec08 071109 426.50 433.75 426.50 431.50 -3.75 4,751 220,744 +6,910
Total Volume and Open Interest 64,068 1,236,883 -5,014
Wheat(CBOT)
Dec07 071109 759.00 764.00 745.00 762.00 unch 15,318 129,573 -12,568
Mar08 071109 781.00 786.00 765.50 784.50 +0.50 15,186 131,537 +5,675
May08 071109 762.00 765.00 750.50 764.00 -1.00 926 18,508 +1,148
Jul08 071109 677.00 683.00 666.00 681.50 unch 3,597 79,133 +381
Sep08 071109 682.00 693.00 676.00 692.00 +1.25 363 14,894 +566
Total Volume and Open Interest 38,490 416,566 -3,169
Wheat(KCBT)
Dec07 071109 786.00 789.00 770.00 784.75 -4.25 11,385 48,522 -5,538
Mar08 071109 798.00 799.00 781.50 795.25 -8.50 9,442 49,853 +578
May08 071109 772.00 775.00 763.00 775.00 -1.00 815 3,432 +426
Jul08 071109 695.00 700.00 684.00 698.75 +1.25 1,428 22,341 +146
Sep08 071109 696.00 698.00 687.00 698.00 +0.50 46 3,996 +32
Total Volume and Open Interest 23,218 132,768 -4,285
Wheat(MGE)
Dec07 071109 818.00 819.50 804.00 818.00 -4.50 3,963 19,014 -189
Mar08 071109 815.00 815.00 799.00 813.50 -4.50 3,199 34,859 +598
May08 071109 787.00 788.00 780.00 788.00 -3.00 160 3,436 +14
Jul08 071109 735.00 740.00 733.00 740.00 unch 11 1,726 -5
Sep08 071109 702.00 714.00 697.00 714.00 +5.25 96 3,834 +51
Total Volume and Open Interest 7,686 67,101 +502
Oats(CBOT)
Dec07 071109 293.00 293.00 287.00 289.50 -6.00 504 6,487 -556
Mar08 071109 305.50 306.50 302.00 303.75 -5.00 580 7,326 +450
May08 071109 310.00 310.00 310.00 310.00 -6.00 8 312 +10
Jul08 071109 314.00 314.00 314.00 314.00 -6.00 11 104 +5
Total Volume and Open Interest 1,103 14,343 -91
Rough Rice(CBOT)
Nov07 071109 12.55 12.55 12.55 12.55 unch 0 10 +0
Jan08 071109 12.76 12.80 12.73 12.77 -0.06 149 12,597 +134
Mar08 071109 13.03 13.10 13.03 13.10 -0.02 26 3,396 +131
May08 071109 13.17 13.26 13.17 13.26 +0.01 56 467 +42
Total Volume and Open Interest 469 18,667 +533
Live Cattle(CME)
Dec07 071109 95.500 95.900 94.900 95.500 +0.100 19,642 87,081 -6,426
Feb08 071109 98.400 98.600 97.700 98.330 -0.020 17,953 78,167 +7,055
Apr08 071109 98.800 98.950 98.430 98.930 +0.100 4,903 40,069 +965
Jun08 071109 94.300 94.650 93.950 94.385 -0.065 1,572 16,770 +422
Aug08 071109 94.450 94.450 93.900 94.330 unch 142 9,401 +34
Oct08 071109 97.900 98.000 97.650 97.950 +0.100 101 1,912 +79
Total Volume and Open Interest 44,374 236,899 +2,138
Feeder Cattle(CME)
Nov07 071109 107.650 108.200 107.450 107.950 +0.200 758 2,970 -291
Jan08 071109 107.550 108.500 107.535 108.035 +0.355 1,430 14,078 +143
Mar08 071109 108.250 109.000 108.150 108.680 +0.295 533 3,716 +127
Apr08 071109 110.150 110.900 110.150 110.500 +0.115 167 1,843 +73
May08 071109 111.650 112.050 111.600 111.850 +0.200 90 2,627 +9
Aug08 071109 112.250 112.700 112.250 112.650 +0.250 43 1,103 +21
Sep08 071109 112.150 112.400 112.150 112.400 +0.420 0 63 +0
Total Volume and Open Interest 3,021 26,406 +82
Lean Hogs(CME)
Dec07 071109 51.650 54.485 51.300 53.900 +2.415 17,394 76,521 -6,478
Feb08 071109 58.800 61.535 58.500 61.450 +2.915 21,010 55,662 +2,795
Apr08 071109 64.500 67.100 64.150 66.500 +1.900 6,721 30,396 +1,346
May08 071109 71.200 72.900 71.000 72.700 +1.270 66 2,290 +15
Jun08 071109 74.850 77.000 74.350 76.800 +1.700 1,092 18,440 +457
Jul08 071109 74.300 75.900 73.900 75.900 +1.400 956 5,810 +420
Aug08 071109 72.500 73.500 72.350 73.450 +0.800 132 4,365 +65
Oct08 071109 67.200 68.000 67.000 67.900 +0.500 206 4,280 +2
Total Volume and Open Interest 47,810 202,302 -1,266
Pork Bellies(CME)
Feb08 071109 83.000 86.750 82.950 86.750 +3.000 302 1,332 -69
Mar08 071109 83.500 86.600 83.300 86.050 +2.450 1 281 +0
May08 071109 85.000 88.000 85.000 87.300 +2.300 4 166 +2
Jul08 071109 87.100 87.100 87.100 87.100 +2.000 3 128 +0
Aug08 071109 84.600 84.600 84.600 84.600 unch 1 51 +1
Total Volume and Open Interest 311 1,958 -66
Class III Milk(CME)
Nov07 071109 19.18 19.20 19.18 19.20 +0.07 69 4,271 -37
Dec07 071109 18.33 18.55 18.33 18.45 +0.28 186 4,274 -17
Jan08 071109 17.26 17.39 17.26 17.39 +0.39 182 2,797 +57
Feb08 071109 16.46 16.60 16.46 16.59 +0.21 110 2,472 +36
Mar08 071109 16.38 16.38 16.38 16.38 +0.08 29 2,209 +4
Total Volume and Open Interest 883 30,765 +190
Cocoa(ICE)
Dec07 071109 1926 1935 1915 1921 -24 12,432 19,091 -7,134
Mar08 071109 1962 1970 1946 1951 -18 13,162 67,374 +1,823
May08 071109 1965 1965 1959 1959 -14 891 16,386 +277
Jul08 071109 1975 1975 1966 1966 -15 185 4,553 +38
Sep08 071109 1978 1978 1978 1978 -13 138 3,466 +33
Dec08 071109 1995 1995 1995 1995 -14 127 14,271 -6
Mar09 071109 2010 2010 2010 2010 -20 35 4,011 -5
Total Volume and Open Interest 26,970 130,584 -4,893
Coffee "C"(ICE)
Dec07 071109 122.75 122.75 121.40 121.75 -0.15 14,736 47,488 -6,313
Mar08 071109 126.80 126.90 125.40 125.80 -0.20 11,782 69,127 +2,688
May08 071109 129.40 129.40 128.35 128.35 -0.25 3,888 14,581 +630
Jul08 071109 130.80 130.80 130.80 130.80 -0.20 2,567 4,980 -495
Sep08 071109 134.00 134.00 133.15 133.15 -0.20 2,224 8,262 -711
Dec08 071109 136.20 136.20 136.20 136.20 -0.15 549 6,701 -80
Total Volume and Open Interest 36,000 157,499 -4,240
Orange Juice(ICE)
Nov07 071109 135.55 135.55 135.55 135.55 unch 18 138 -37
Jan08 071109 133.25 133.50 132.50 133.15 +1.00 2,036 16,435 -797
Mar08 071109 133.75 134.75 133.00 133.90 +1.20 297 7,266 +75
May08 071109 135.00 135.20 134.50 135.20 +2.75 54 1,052 +5
Jul08 071109 137.50 137.50 135.75 135.75 -1.40 37 411 +17
Sep08 071109 136.20 136.20 136.20 136.20 -2.30 10 205 +10
Total Volume and Open Interest 2,452 26,619 -727
Sugar #11(ICE)
Mar08 071109 10.07 10.12 10.00 10.03 -0.12 32,739 436,786 +1,162
May08 071109 10.24 10.32 10.19 10.23 -0.10 10,641 94,193 +1,451
Jul08 071109 10.34 10.35 10.30 10.31 -0.08 11,720 82,549 +4,803
Oct08 071109 10.63 10.66 10.63 10.66 -0.07 3,138 61,081 +633
Mar09 071109 11.21 11.21 11.19 11.19 -0.07 2,264 40,879 +333
Total Volume and Open Interest 61,959 779,447 +9,127
Sugar #14(ICE)
Jan08 071109 20.04 20.04 20.04 20.04 -0.14 128 3,474 +4
Mar08 071109 19.88 19.88 19.88 19.88 -0.05 191 3,647 -10
May08 071109 20.04 20.04 20.04 20.04 -0.09 176 3,040 +65
Jul08 071109 20.35 20.35 20.35 20.35 -0.13 297 1,620 +281
Sep08 071109 20.63 20.63 20.63 20.63 +0.08 240 1,171 +200
Total Volume and Open Interest 1,093 13,102 +601
London Cocoa(LCE)
Dec07 071109 929 930 919 922 -3 5,933 65,836 -840
Mar08 071109 960 962 950 952 -5 7,814 58,335 +2,803
May08 071109 972 974 965 967 -4 834 21,109 +422
Jul08 071109 987 987 980 981 -5 2,223 26,500 +1,292
Sep08 071109 991 995 990 991 -5 575 20,045 +20
Dec08 071109 1006 1006 996 997 -5 1,580 14,829 +1,293
Mar09 071109 1018 1018 1008 1008 -5 751 2,897 +596
Total Volume and Open Interest 19,710 209,679 +5,586
London Coffee(LCE)
Nov07 071109 2430.00 2440.00 2400.00 2415.00 -14.00 823 18,719 -267
Jan08 071109 1933.00 1939.00 1904.00 1915.00 -13.00 6,519 86,522 -1,146
Mar08 071109 1885.00 1891.00 1865.00 1873.00 -7.00 2,147 39,961 +353
May08 071109 1888.00 1894.00 1873.00 1878.00 -5.00 702 8,144 +319
Jul08 071109 1900.00 1900.00 1879.00 1881.00 -5.00 18 1,542 +0
Sep08 071109 1892.00 1892.00 1886.00 1887.00 -5.00 0 834 +0
Total Volume and Open Interest 10,209 156,086 -741
London Sugar(LCE)
Mar08 071109 287.00 288.00 285.00 286.30 -0.30 4,677 52,411 +1,964
May08 071109 291.10 291.10 290.20 290.80 -0.30 378 8,201 +7
Aug08 071109 295.00 295.00 294.00 294.50 -0.10 69 6,599 +19
Oct08 071109 301.80 302.00 300.80 300.80 -0.30 343 5,304 -4
Dec08 071109 307.50 307.70 307.50 307.70 +0.20 14 1,237 +8
Total Volume and Open Interest 11,263 99,745 +2,035
Cotton(ICE)
Dec07 071109 64.50 64.70 63.95 64.64 -0.05 22,837 95,413 -6,900
Mar08 071109 68.90 69.20 68.50 69.13 -0.07 15,996 99,540 +5,890
May08 071109 70.05 70.60 70.05 70.53 -0.08 971 10,377 +424
Jul08 071109 71.55 71.63 71.25 71.63 -0.17 1,357 15,669 +617
Oct08 071109 73.20 73.20 73.20 73.20 -0.50 0 376 +0
Dec08 071109 75.00 75.03 74.60 75.03 -0.45 716 28,769 +334
Total Volume and Open Interest 41,877 251,603 +365
Lumber(CME)
Nov07 071109 234.1 244.0 234.1 240.5 +7.2 219 700 -95
Jan08 071109 260.0 264.3 258.3 263.7 +7.2 1,028 6,693 -4
Mar08 071109 275.0 279.1 275.0 278.5 +3.5 144 1,031 -9
May08 071109 290.3 293.3 288.5 292.7 +1.6 65 358 +23
Total Volume and Open Interest 1,457 8,821 -84
Crude Oil(NYM)
Dec07 071109 95.05 96.65 94.90 96.32 +0.86 347,189 320,421 -31,777
Jan08 071109 94.10 95.48 94.10 95.30 +0.64 149,618 290,040 +14,499
Feb08 071109 93.41 94.51 93.41 94.45 +0.55 46,268 84,506 +4,345
Mar08 071109 93.65 93.85 93.65 93.70 +0.51 23,119 86,859 +358
Apr08 071109 92.97 92.97 92.97 92.97 +0.46 9,043 51,114 -886
May08 071109 92.20 92.35 92.20 92.24 +0.41 6,040 53,908 -271
Jun08 071109 91.52 91.52 91.52 91.52 +0.36 18,707 65,000 +1,391
Jul08 071109 90.81 90.81 90.81 90.81 +0.33 2,008 19,615 -47
Aug08 071109 90.13 90.13 90.13 90.13 +0.32 2,197 16,564 -312
Sep08 071109 89.46 89.46 89.46 89.46 +0.31 2,833 31,112 -271
Oct08 071109 88.81 88.81 88.81 88.81 +0.31 88 30,473 +27
Nov08 071109 88.18 88.18 88.18 88.18 +0.30 113 19,849 -2
Dec08 071109 87.60 87.60 87.60 87.60 +0.29 14,890 168,267 +1,927
Jan09 071109 87.05 87.05 87.05 87.05 +0.29 50 23,906 +0
Feb09 071109 86.55 86.55 86.55 86.55 +0.29 51 13,792 +34
Mar09 071109 86.07 86.07 86.07 86.07 +0.29 2,146 7,659 +1,009
Total Volume and Open Interest 637,200 1,535,255 -10,650
Heating Oil(NYM)
Dec07 071109 259.90 263.15 259.90 261.88 +1.30 38,860 75,798 -8,788
Jan08 071109 263.00 263.18 263.00 263.18 +1.30 19,318 57,298 +3,990
Feb08 071109 262.08 262.08 262.08 262.08 +1.25 6,579 23,483 +970
Mar08 071109 258.50 258.83 258.50 258.83 +1.25 2,267 11,585 +104
Apr08 071109 252.98 252.98 252.98 252.98 +1.15 1,634 8,806 +198
May08 071109 247.73 247.73 247.73 247.73 +1.00 869 5,209 -28
Jun08 071109 244.23 244.23 244.23 244.23 +1.05 3,342 16,335 +745
Jul08 071109 242.68 242.68 242.68 242.68 +1.05 199 3,516 +7
Aug08 071109 242.70 242.70 242.33 242.33 +1.05 148 804 -90
Sep08 071109 243.08 243.08 243.08 243.08 +1.05 18 2,588 -4
Oct08 071109 244.60 244.60 244.48 244.48 +1.05 2 657 +2
Nov08 071109 245.98 245.98 245.98 245.98 +1.05 12 557 +2
Total Volume and Open Interest 74,388 219,225 -2,070
Gasoline(NYMEX)
Dec07 071109 245.00 246.20 242.00 245.60 +1.84 41,388 71,536 -1,975
Jan08 071109 243.30 245.20 241.30 244.70 +1.54 15,105 47,383 +3,360
Feb08 071109 246.48 246.48 242.44 245.90 +1.37 5,887 15,304 +338
Mar08 071109 247.33 248.00 244.25 247.67 +1.34 4,285 18,015 +479
Apr08 071109 257.00 258.99 255.75 258.99 +1.31 2,731 16,504 +703
May08 071109 256.00 258.74 256.00 258.74 +1.26 2,162 8,356 +154
Jun08 071109 256.40 257.29 254.50 257.29 +1.11 2,779 12,023 +1,067
Jul08 071109 252.80 254.57 252.80 254.34 +1.11 225 2,603 +8
Aug08 071109 249.11 250.24 249.11 250.24 +1.11 100 1,681 +46
Sep08 071109 244.20 245.14 244.20 245.14 +1.11 272 3,795 -40
Total Volume and Open Interest 75,237 207,599 +4,236
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071109 245.60 245.60 245.60 245.60 +1.84 3 29 +2
Jan08 071109 244.60 244.70 244.60 244.70 +1.54 0 2 +0
Feb08 071109 245.90 245.90 245.90 245.90 +1.37      
Mar08 071109 247.67 247.67 247.67 247.67 +1.34 0 2 +0
Total Volume and Open Interest 3 33 +2
Natural Gas(NYM)
Dec07 071109 7.815 7.920 7.790 7.897 +0.184 65,640 83,512 -6,756
Jan08 071109 8.200 8.290 8.200 8.290 +0.179 31,871 103,028 +4,654
Feb08 071109 8.375 8.375 8.343 8.343 +0.172 7,181 41,965 +701
Mar08 071109 8.185 8.185 8.185 8.185 +0.154 7,836 64,646 +1,077
Apr08 071109 7.840 7.855 7.840 7.855 +0.119 9,230 43,689 -406
May08 071109 7.898 7.898 7.898 7.898 +0.115 2,058 33,931 +83
Jun08 071109 7.930 7.971 7.930 7.971 +0.111 876 20,110 -193
Jul08 071109 8.056 8.056 8.056 8.056 +0.108 560 16,124 +58
Aug08 071109 8.128 8.128 8.128 8.128 +0.103 1,011 15,922 +215
Sep08 071109 8.153 8.153 8.153 8.153 +0.103 778 11,293 -42
Oct08 071109 8.180 8.223 8.180 8.223 +0.103 2,592 36,706 +1,726
Nov08 071109 8.680 8.680 8.608 8.608 +0.093 991 21,916 +173
Dec08 071109 9.015 9.015 9.015 9.015 +0.085 1,941 16,092 -510
Jan09 071109 9.278 9.278 9.278 9.278 +0.078 502 34,775 +125
Feb09 071109 9.281 9.281 9.281 9.281 +0.078 62 5,438 +1
Mar09 071109 9.070 9.070 9.033 9.033 +0.078 1,485 28,225 -190
Total Volume and Open Interest 139,656 782,646 +1,352
Brent Crude Oil(ICE)
Dec07 071109 93.35 93.80 91.80 93.18 +0.39 85,915 87,861 -6,789
Jan08 071109 93.00 93.34 91.43 92.75 +0.31 73,915 152,111 -8,044
Feb08 071109 92.67 92.96 91.11 92.38 +0.27 48,850 98,119 +15,355
Mar08 071109 92.08 92.50 90.73 91.95 +0.23 12,674 32,785 +3,910
Apr08 071109 91.66 91.90 90.31 91.46 +0.17 4,184 16,667 +49
May08 071109 91.14 91.39 89.89 90.94 +0.09 3,194 13,939 +366
Jun08 071109 90.74 90.97 89.45 90.43 +0.05 5,854 35,665 +297
Jul08 071109 90.25 90.25 89.58 89.94 +0.04 515 7,679 +108
Aug08 071109 89.45 89.45 89.45 89.45 +0.03 0 5,890 +69
Sep08 071109 88.97 88.97 88.97 88.97 +0.03 113 6,655 +81
Oct08 071109 88.49 88.49 88.49 88.49 +0.03 0 9,694 +301
Nov08 071109 88.01 88.01 88.01 88.01 +0.04 0 4,429 +31
Dec08 071109 87.79 88.12 86.80 87.53 +0.05 6,709 45,525 +2,258
Jan09 071109 87.06 87.06 87.06 87.06 +0.06 0 10,915 +450
Total Volume and Open Interest 245,775 618,533 +8,834
Gas Oil(ICE)
Nov07 071107 831.00 840.75 811.00 832.00 +5.00 41,866 45,937 -4,214
Dec07 071109 821.50 827.00 811.75 822.75 -7.25 64,187 98,034 +4,291
Jan08 071109 820.75 824.25 810.25 821.00 -8.50 32,205 69,771 +487
Feb08 071109 808.00 812.50 799.50 809.75 -9.00 8,699 26,430 -161
Mar08 071109 797.00 799.75 789.00 797.75 -9.50 3,381 18,437 +839
Apr08 071109 785.25 787.75 777.50 785.75 -9.25 1,916 10,887 +1,256
May08 071109 775.25 778.00 768.25 776.25 -8.50 1,462 11,330 +310
Jun08 071109 769.25 772.50 760.75 770.50 -7.75 2,748 27,804 +790
Jul08 071109 768.50 768.50 768.50 768.50 -4.50 182 5,743 +23
Aug08 071109 766.75 766.75 766.75 766.75 -4.00 70 1,792 +40
Total Volume and Open Interest 150,825 324,816 -351
US Dollar Index(ICE)
Dec07 071109 75.365 75.550 75.020 75.390 -0.065 2,906 33,997 -1,382
Mar08 071109 75.240 75.500 74.975 75.380 -0.055 127 2,829 -65
Jun08 071109 75.410 75.410 75.410 75.410 -0.035 0 430 +0
Total Volume and Open Interest 3,033 37,256 -1,447
Australian Dollar(CME)
Dec07 071109 91.56 91.56 91.04 91.17 -0.93 899 87,806 -4,695
Mar08 071109 90.63 90.63 90.63 90.63 -0.93 131 1,001 +275
Jun08 071109 89.95 89.95 89.95 89.95 -0.93 0 407 +1
Total Volume and Open Interest 1,030 89,322 -4,419
British Pound(CME)
Dec07 071109 209.33 209.65 208.76 208.78 -1.86 859 145,635 +2,611
Mar08 071109 208.13 208.13 208.13 208.13 -1.88 15 1,322 -130
Jun08 071109 207.46 207.46 207.46 207.46 -1.85 0 18 +0
Total Volume and Open Interest 874 146,989 +2,481
Canadian Dollar(CME)
Dec07 071109 106.22 106.60 106.13 106.48 -0.01 7,190 128,249 -3,631
Mar08 071109 106.24 106.60 106.00 106.46 -0.02 212 3,134 -112
Jun08 071109 106.43 106.43 106.43 106.43 -0.03 16 1,315 +24
Sep08 071109 106.42 106.42 106.38 106.38 -0.05 69 1,231 +9
Total Volume and Open Interest 7,487 134,235 -3,707
Japanese Yen(CME)
Dec07 071109 90.34 90.85 90.25 90.54 +1.19 1,979 184,134 -8,724
Mar08 071109 91.60 91.60 91.42 91.42 +1.19 131 10,006 -91
Jun08 071109 92.19 92.19 92.19 92.19 +1.19 0 16,352 +2
Total Volume and Open Interest 2,110 210,905 -8,811
Swiss Franc(CME)
Dec07 071109 89.26 89.39 89.14 89.27 +0.30 1,817 82,568 -2,846
Mar08 071109 89.81 89.81 89.72 89.72 +0.30 0 280 +40
Jun08 071109 90.07 90.07 90.07 90.07 +0.30 0 35 +0
Total Volume and Open Interest 1,817 82,903 -2,806
EuroFX(CME)
Dec07 071109 146.95 147.05 146.39 146.76 unch 6,873 218,121 -1,028
Mar08 071109 146.85 146.85 146.85 146.85 unch 615 3,977 +1,001
Jun08 071109 146.86 146.86 146.86 146.86 unch 0 648 +0
Total Volume and Open Interest 7,488 223,326 -26
Mexican Peso(CME)
Nov07 071109 923.0 923.0 918.2 918.2 -4.2 43 48 -38
Dec07 071109 919.5 919.5 914.5 916.5 -4.2 3,649 98,247 -4,591
Total Volume and Open Interest 5,312 107,362 -3,411
30-Year T-Bonds(CBOT)
Dec07 071109 113~29 114~25 113~23 114~22 +0~20 493,728 999,493 +11,384
Mar08 071109 113~07 114~24 113~07 114~21 +0~19 942 17,346 +216
Jun08 071109 114~01 114~01 114~01 114~01 +0~15 10 569 +1
Total Volume and Open Interest 494,684 1,017,438 +11,597
10-Year T-Notes(CBOT)
Dec07 071109 111~165 112~010 111~125 111~315 +0~115 1,722,138 2,577,936 +33,023
Mar08 071109 111~115 111~170 111~110 111~165 +0~110 25,609 207,547 +11,361
Jun08 071109 111~015 111~015 111~015 111~015 +0~095 15 61 +10
Total Volume and Open Interest 1,747,762 2,785,544 +44,394
5-Year T-Notes(CBOT)
Dec07 071109 108~310 109~030 108~280 109~000 +0~055 948,019 0 +0
Mar08 071109 108~260 108~265 108~260 108~265 +0~050 9,818 0 +0
Jun08 071109 108~265 108~265 108~265 108~265 +0~050      
Total Volume and Open Interest 957,837    
2 Year T-Notes(CBOT)
Dec07 071109 104~049 104~054 104~038 104~044 unch 1,805 1,067,693 +266
Mar08 071109 104~053 104~053 104~053 104~053 unch 0 12 +0
Total Volume and Open Interest 1,805 1,067,705 +266
Eurodollars(CME)
Dec07 071109 95.270 95.280 95.235 95.265 +0.015 23,015 1,455,981 +8,203
Mar08 071109 95.765 95.790 95.725 95.765 +0.045 16,057 1,471,129 -3,878
Jun08 071109 96.000 96.030 95.960 96.000 +0.035 18,842 1,469,096 +4,151
Sep08 071109 96.115 96.145 96.075 96.105 +0.030 18,038 1,266,855 -754
Dec08 071109 96.120 96.140 96.085 96.100 +0.020 18,060 1,420,619 +12,948
Mar09 071109 96.040 96.050 96.000 96.015 +0.015 15,183 925,548 +2,718
Jun09 071109 95.910 95.925 95.870 95.885 +0.020 14,811 572,715 +16,812
Sep09 071109 95.785 95.805 95.750 95.760 +0.025 15,945 468,077 -2,864
Dec09 071109 95.640 95.655 95.625 95.640 +0.035 12,512 272,200 +1,135
Mar10 071109 95.535 95.560 95.535 95.540 +0.040 3,348 193,749 +2,178
Jun10 071109 95.435 95.455 95.435 95.445 +0.045 3,236 157,418 +2,451
Sep10 071109 95.340 95.380 95.340 95.355 +0.050 5,653 134,505 +521
Dec10 071109 95.245 95.280 95.240 95.260 +0.055 1,513 105,773 +858
Mar11 071109 95.170 95.205 95.170 95.185 +0.055 2,880 90,274 +65
Jun11 071109 95.115 95.120 95.105 95.105 +0.060 1,571 91,208 -95
Sep11 071109 95.040 95.050 95.035 95.035 +0.065 3,177 78,073 -66
Dec11 071109 94.950 94.975 94.950 94.965 +0.070 1,153 55,484 -121
Mar12 071109 94.905 94.925 94.905 94.910 +0.070 1,142 49,137 -110
Total Volume and Open Interest 180,362 10,558,564 +44,452
30 Day Federal Funds(CBOT)
Nov07 071109 3.825 3.825 3.820 3.825 -0.005 74 145,115 -348
Dec07 071109 3.950 3.950 3.940 3.940 +0.015 717 80,777 +3,138
Jan08 071109 4.005 4.005 3.995 3.995 +0.020 228 67,483 +1,900
Feb08 071109 4.180 4.180 4.180 4.180 +0.025 20 56,474 -1,583
Mar08 071109 4.235 4.235 4.235 4.235 +0.040 521 13,474 -136
Apr08 071109 4.310 4.310 4.310 4.310 +0.040 0 7,455 -1,815
Total Volume and Open Interest 1,560 380,780 +1,224
30 Day Fed Funds(e-CBOT)
Nov07 071109 95.575 95.580 95.570 95.570 -0.005 11,171 0 +0
Dec07 071109 95.665 95.705 95.660 95.690 +0.025 28,038 0 +0
Jan08 071109 95.720 95.760 95.710 95.745 +0.025 26,812 0 +0
Feb08 071109 95.900 95.945 95.900 95.940 +0.055 7,526 0 +0
Mar08 071109 95.940 95.995 95.940 95.990 +0.055 4,860 0 +0
Apr08 071109 96.000 96.075 96.000 96.075 +0.075 6,549 0 +0
Total Volume and Open Interest 85,607    
3-Mth Euro-Yen(CME)
Dec07 071109 99.20 99.20 99.19 99.19 +0.01 729 16,021 -344
Mar08 071109 99.18 99.18 99.18 99.18 +0.01 496 7,495 +174
Jun08 071109 99.16 99.16 99.16 99.16 +0.01 574 4,794 -528
Sep08 071109 99.12 99.12 99.12 99.12 +0.02 285 4,340 +253
Dec08 071109 99.04 99.05 99.04 99.05 +0.01 0 1,859 -300
Mar09 071109 99.00 99.00 99.00 99.00 +0.01 0 612 +80
Jun09 071109 98.94 98.94 98.94 98.94 +0.01 0 156 +0
Sep09 071109 98.88 98.88 98.88 98.88 +0.02 10 0 +0
Dec09 071109 98.80 98.80 98.80 98.80 +0.02      
Mar10 071109 98.74 98.74 98.74 98.74 +0.02      
Total Volume and Open Interest 2,094 35,277 -665
3-Mth Euro-Yen(SGX)
Dec07 071109 99.18 99.18 99.18 99.18 +0.00 1,221 62,408 +449
Mar08 071109 99.17 99.18 99.17 99.17 +0.00 1,300 45,047 -37
Jun08 071109 99.15 99.16 99.15 99.15 +0.01 812 17,431 +263
Sep08 071109 99.11 99.11 99.11 99.11 +0.01 861 17,100 -215
Dec08 071109 99.05 99.06 99.05 99.06 +0.01 486 9,587 -163
Mar09 071109 99.00 99.00 99.00 99.00 +0.01 259 5,071 +6
Jun09 071109 98.94 98.94 98.94 98.94 +0.01 0 1,328 +0
Sep09 071109 98.88 98.88 98.88 98.88 +0.01 0 200 +0
Total Volume and Open Interest 4,939 160,622 +303
Japanese Gov't Bonds(SGX)
Dec07 071025 136.25 136.27 135.98 136.00 +0.74 5,815 30,305 -153
Mar08 071109 136.67 136.67 136.67 136.67 +0.11      
Jun08 071109 136.67 136.67 136.67 136.67 +0.11      
Total Volume and Open Interest 4,863 35,662 +447
Euro-Bund(EUREX)
Dec07 071109 114.25 114.74 114.15 114.70 +0.43 1,489,084 1,561,550 +29,363
Mar08 071109 114.76 115.20 114.64 115.17 +0.45 3,917 14,767 +1,910
Jun08 071109 114.80 114.80 114.80 114.80 +0.53 391 0 +0
Total Volume and Open Interest 1,493,392 1,576,317 +31,273
Euro-Bobl(EUREX)
Dec07 071109 108.50 108.83 108.47 108.78 +0.28 716,302 1,149,574 +27,631
Mar08 071109 108.81 109.04 108.81 109.02 +0.30 2,894 14,803 +1,934
Jun08 071109 43.70 43.70 43.70 43.70 +0.28 220 0 +0
Total Volume and Open Interest 719,416 1,164,377 +29,565
3-Mth Euribor(EUREX)
Dec07 071109 95.490 95.500 95.485 95.500 +0.010 588 22,778 -127
Mar08 071109 95.665 95.700 95.665 95.695 +0.020 894 12,172 +295
Jun08 071109 95.775 95.830 95.775 95.820 +0.040 859 6,546 +747
Total Volume and Open Interest 2,831 50,099 +1,013
Long Gilt(LIFFE)
Dec07 071109 108~17 108~31 108~10 108~29 +0~13 109,518 356,293 +19,674
Mar08 071109 108~31 108~31 108~31 108~31 +0~13      
Total Volume and Open Interest 109,518 356,293 +19,674
3-Mth Short Sterling(LIFFE)
Dec07 071109 93.85 93.85 93.85 93.85 +0.01 144,338 509,796 +30,510
Mar08 071109 94.33 94.33 94.33 94.33 +0.05 92,104 582,783 -2,776
Jun08 071109 94.62 94.62 94.62 94.62 +0.06 131,368 552,461 +1,961
Sep08 071109 94.74 94.74 94.74 94.74 +0.04 89,349 410,195 +11,176
Dec08 071109 94.77 94.77 94.77 94.77 +0.03 88,239 357,673 +2,700
Mar09 071109 94.77 94.77 94.77 94.77 +0.04 47,865 232,368 +2,091
Total Volume and Open Interest 672,151 3,012,171 +65,816
3-Mth Euribor(LIFFE)
Dec07 071109 95.500 95.515 95.480 95.500 +0.010 82,272 749,558 -5,529
Mar08 071109 95.680 95.710 95.660 95.700 +0.030 134,362 640,261 +1,993
Jun08 071109 95.800 95.840 95.770 95.830 +0.055 140,535 475,715 -6,288
Total Volume and Open Interest 724,274 3,530,707 -3,254
3-Mth Aus T-Bills(SFE)
Dec07 071109 92.77 92.80 92.76 92.79 +0.02 20,107 426,741 +71
Mar08 071109 92.63 92.66 92.62 92.65 unch 27,016 327,630 -3,151
Jun08 071109 92.58 92.60 92.56 92.58 unch 18,887 179,470 +6,363
Sep08 071109 92.54 92.57 92.54 92.55 -0.01 15,227 114,924 -18,171
Dec08 071109 92.54 92.57 92.53 92.55 -0.01 4,633 74,003 +4,580
Mar09 071109 92.57 92.58 92.53 92.54 -0.03 2,289 51,119 -1,002
Jun09 071109 92.53 92.55 92.53 92.55 -0.02 1,283 39,753 -957
Sep09 071109 92.55 92.55 92.54 92.55 -0.03 1,756 13,303 +679
Dec09 071109 92.56 92.56 92.54 92.54 -0.03 901 2,290 +202
Mar10 071109 92.56 92.56 92.54 92.54 -0.05 5 220 +1
Total Volume and Open Interest 92,112 1,229,480 -11,383
10-Year Aus T-Bonds(SFE)
Dec07 071109 93.98 94.01 93.95 93.96 -0.03 91,899 645,074 +30,215
Mar08 071109 93.96 93.96 93.96 93.96 -0.03      
Total Volume and Open Interest 91,899 645,074 +30,215
3-Year Aus T-Bonds(SFE)
Dec07 071109 93.37 93.39 93.35 93.36 -0.02 158,778 901,934 +7,494
Mar08 071109 93.36 93.36 93.36 93.36 -0.02      
Total Volume and Open Interest 158,778 901,934 +7,494
Gold(CMX)
Dec07 071109 828.5 837.4 828.5 834.7 -2.8 175,785 290,372 -13,974
Feb08 071109 835.3 844.5 835.3 841.9 -2.7 24,782 93,535 +4,245
Apr08 071109 848.2 848.2 848.2 848.2 -2.7 1,869 31,638 +965
Jun08 071109 854.3 854.3 854.3 854.3 -2.8 3,117 29,255 +1,147
Aug08 071109 860.2 860.2 860.2 860.2 -2.9 1,055 23,036 +728
Oct08 071109 866.1 866.1 866.1 866.1 -2.9 678 3,211 -257
Dec08 071109 868.0 872.0 868.0 871.8 -2.9 1,886 28,219 +861
Feb09 071109 877.8 877.8 877.8 877.8 -2.9 150 18,927 +0
Apr09 071109 883.5 883.5 883.5 883.5 -2.9 25 5,329 +0
Jun09 071109 889.4 889.4 889.4 889.4 -2.9 220 9,858 +200
Aug09 071109 895.4 895.4 895.4 895.4 -2.9 1 1 +0
Total Volume and Open Interest 209,900 555,286 -6,053
Silver(CMX)
Dec07 071109 1517.0 1562.0 1517.0 1554.5 +3.0 50,883 70,367 -2,077
Mar08 071109 1562.0 1581.0 1560.0 1574.5 +3.2 6,470 29,574 +1,561
May08 071109 1586.3 1586.3 1586.3 1586.3 +3.2 1,076 10,602 +716
Jul08 071109 1569.0 1598.1 1569.0 1598.1 +3.2 471 10,665 +246
Sep08 071109 1609.3 1609.3 1609.3 1609.3 +3.2 155 6,254 +72
Dec08 071109 1640.0 1640.0 1625.3 1625.3 +3.0 1,025 11,736 +36
Mar09 071109 1642.8 1642.8 1642.8 1642.8 +3.0 9 245 -1
Total Volume and Open Interest 61,526 148,935 -171
Platinum(NYMEX)
Jan08 071109 1436.0 1445.0 1424.0 1426.0 -47.6 1,552 15,719 -360
Apr08 071109 1432.5 1432.5 1432.5 1432.5 -47.6 13 195 +10
Jul08 071109 1439.0 1439.0 1439.0 1439.0 -47.6 41 44 +39
Oct08 071109 1429.9 1429.9 1429.9 1429.9 -12.9      
Total Volume and Open Interest 1,310 15,661 -34
Palladium(NYMEX)
Dec07 071109 374.80 377.00 374.80 376.25 -1.25 1,746 12,728 -761
Mar08 071109 381.50 381.50 375.00 381.10 -1.25 686 2,920 +407
Jun08 071109 385.60 385.60 385.60 385.60 -1.25 1 1,282 +0
Total Volume and Open Interest 2,435 17,728 -354
Copper(CMX)
Dec07 071109 314.50 316.00 311.00 314.55 -5.85 15,341 38,191 -3,336
Mar08 071109 317.70 319.25 316.00 318.10 -5.75 6,652 26,941 +2,045
May08 071109 318.70 319.50 318.40 318.40 -5.45 650 4,601 +255
Jul08 071109 321.00 321.00 318.25 318.25 -5.10 143 2,515 +58
Sep08 071109 317.50 317.50 317.00 317.45 -4.95 77 914 +60
Total Volume and Open Interest 23,555 81,178 -897
Aluminum(CMX)
Nov07 071109 116.00 116.00 116.00 116.00 -0.50 0 20 +0
Dec07 071109 116.75 116.75 116.75 116.75 -0.50 0 154 +0
Jan08 071109 116.75 116.75 116.75 116.75 -0.50      
Feb08 071109 116.75 116.75 116.75 116.75 -0.50      
Mar08 071109 116.75 116.75 116.75 116.75 -0.50      
Apr08 071109 116.75 116.75 116.75 116.75 -0.50      
Total Volume and Open Interest 0 174 +0
DJIA Index(CBOT)
Dec07 071109 13170 13223 13035 13047 -215 3,643 34,157 +82
Mar08 071109 13170 13275 13110 13122 -215 29 284 +21
Jun08 071109 13207 13207 13207 13207 -215 0 2 +0
Sep08 071109 13287 13287 13287 13287 -215 0 1 +0
Total Volume and Open Interest 3,672 34,444 +103
S & P 500(CME)
Dec07 071109 1458.40 1478.50 1452.00 1454.90 -20.60 51,521 572,440 +1,886
Mar08 071109 1477.50 1483.50 1464.00 1464.00 -20.90 8,588 45,836 +7,477
Jun08 071109 1473.20 1473.20 1473.20 1473.20 -21.10 345 6,048 +615
Sep08 071109 1482.40 1482.40 1482.40 1482.40 -21.10 3 83 +3
Total Volume and Open Interest 60,460 628,477 +10,081
S & P 500 E-Mini(Globex)
Dec07 071109 1476.50 1480.25 1451.75 1455.00 -20.50 3,096,792 2,013,757 -24,497
Mar08 071109 1484.00 1489.25 1461.25 1464.00 -21.00 6,950 33,187 +4,037
Total Volume and Open Interest 3,103,742 2,046,945 -20,460
NASDAQ 100(CME)
Dec07 071109 2072.00 2089.00 2037.00 2041.80 -63.70 8,359 54,454 -1,970
Mar08 071109 2062.00 2062.00 2062.00 2062.00 -64.80 0 2 +0
Jun08 071109 2089.50 2089.50 2089.50 2089.50 -64.80      
Total Volume and Open Interest 8,359 54,456 -1,970
NASDAQ 100 E-Mini(Globex)
Dec07 071109 2106.80 2115.30 2037.30 2041.80 -63.70 884,081 456,004 +16,252
Mar08 071109 2131.50 2134.00 2059.00 2062.00 -64.80 555 485 +125
Total Volume and Open Interest 884,636 456,489 +16,377
S & P Midcap 400(CME)
Dec07 071109 866.00 866.20 859.25 862.90 -12.50 89 6,514 +225
Mar08 071109 869.80 869.80 869.80 869.80 -12.50      
Jun08 071109 879.50 879.50 879.50 879.50 -12.50      
Total Volume and Open Interest 89 6,569 +225
Russell 2000(CME)
Dec07 071109 771.00 782.25 766.00 773.40 -8.60 686 36,641 -42
Mar08 071109 777.90 777.90 777.90 777.90 -8.60 0 24 +0
Jun08 071109 784.60 784.60 784.60 784.60 -8.60 0 1 +0
Total Volume and Open Interest 686 36,676 -42
Russell 2000 E-Mini(Globex)
Dec07 071109 782.00 785.30 765.80 773.40 -8.60 385,012 628,748 -1,646
Mar08 071109 786.10 788.70 770.70 777.90 -8.60 218 665 +12
Jun08 071109 784.60 784.60 784.60 784.60 -8.60 0 1 +0
Total Volume and Open Interest 385,230 629,415 -1,634
Value Line(KCBT)
Dec07 071109 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071109 15690 15850 15550 15570 -575 66,655 248,764 -3,563
Mar08 071109 15825 15870 15590 15610 -515 21 1,724 +0
Total Volume and Open Interest 66,921 250,785 -3,563
Nikkei 225(SGX)
Dec07 071109 15690 15850 15550 15570 -575 66,655 248,764 -3,563
Mar08 071109 15825 15870 15590 15610 -515 21 1,724 +0
Jun08 071109 15550 15550 15550 15550 -515 0 1 +0
Total Volume and Open Interest 66,921 250,785 -3,563
CAC 40(EURONEXT)
Nov07 071109 5628.5 5653.0 5482.0 5514.0 -107.0 195,374 485,960 +18,222
Dec07 071109 5648.0 5670.0 5503.0 5533.0 -108.0 24,293 77,547 +19,825
Jan08 071109 5674.5 5677.5 5539.0 5553.0 -107.0 252 659 +246
Total Volume and Open Interest 220,020 566,369 +38,356
Hang Seng Index(HKFE)
Nov07 071109 28550 29194 28330 28871 +332 68,344 117,344 -1,001
Dec07 071109 28720 29250 28418 28890 +270 1,379 14,842 +490
Total Volume and Open Interest 70,019 133,355 -299
DAX(EUREX)
Dec07 071109 7903.0 7957.5 7829.0 7858.0 +0.5 242,567 306,499 -12,230
Mar08 071109 8001.0 8033.0 7917.5 7937.5 -0.5 435 7,066 +50
Jun08 071109 8112.0 8112.0 8000.0 8016.5 -1.0 504 6,753 +7
Total Volume and Open Interest 243,506 320,318 -12,173
FT-SE 100(EURONEXT)
Dec07 071109 6420.50 6472.50 6297.00 6332.00 -87.50 176,452 479,536 -4,463
Mar08 071109 6480.50 6484.50 6333.50 6350.00 -89.00 148 5,478 -24
Jun08 071109 6524.00 6524.00 6366.50 6380.00 -91.50 5 2,065 +2
Total Volume and Open Interest 176,605 487,579 -4,485
SPI 200(SFE)
Dec07 071109 61.4 94.4 6542.0 28.4 -6509.6 36,618 323,590 +9,834
Mar08 071109 94.4 94.4 51.4 54.4 +42.0 41 1,979 +8
Jun08 071109 108.4 110.4 108.4 110.4 +41.0 6 1,385 -2
Total Volume and Open Interest 36,680 328,321 +9,853
GSCI(CME)
Nov07 071109 599.00 605.50 599.00 605.50 +3.45 4,224 14,146 -3,831
Dec07 071109 605.50 608.30 605.50 608.00 +2.70 4,175 7,994 +3,674
Jan08 071109 605.00 605.00 605.00 605.00 +2.50      
Total Volume and Open Interest 8,399 22,140 -157
RJ/CRB Index(ICE)
Jan08 071109 464.00 464.00 460.25 462.25 +1.75 67 1,224 -3
Feb08 071109 462.00 462.25 460.50 462.25 +1.75 1 419 +0
Apr08 071109 463.50 463.50 460.50 462.25 +1.75 5 238 +2
Total Volume and Open Interest 146 1,926 -28
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!