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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 December 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071227 1220.50 1224.25 1209.25 1212.50 -8.25 7,308 55,297 -9,534
Mar08 071227 1239.00 1244.00 1227.75 1231.50 -8.00 13,406 271,124 +5,564
May08 071227 1255.00 1260.00 1244.50 1248.00 -8.25 2,714 57,579 +2,028
Jul08 071227 1261.75 1266.75 1252.00 1255.00 -8.75 3,337 64,036 +1,123
Aug08 071227 1224.25 1226.00 1221.00 1221.00 -8.50 42 4,457 +14
Sep08 071227 1177.00 1180.00 1171.00 1171.00 -6.00 34 2,426 +22
Nov08 071227 1126.00 1130.00 1116.50 1122.25 -4.25 2,837 99,866 +493
Total Volume and Open Interest 52,254 575,398 +0
Soybean Meal(CBOT)
Jan08 071227 338.50 338.90 334.50 335.90 -1.80 2,845 24,919 -2,168
Mar08 071227 346.00 347.50 341.80 343.90 -1.20 8,461 109,774 +3,675
May08 071227 349.90 352.40 347.10 349.20 +1.20 2,147 44,485 +639
Jul08 071227 352.40 354.90 349.00 351.00 unch 2,890 31,922 +195
Aug08 071227 340.70 341.50 337.00 338.00 unch 1,039 7,583 -434
Sep08 071227 325.80 327.80 323.90 325.50 -1.00 874 6,475 -49
Oct08 071227 302.90 302.90 300.00 300.00 -1.00 175 5,351 +70
Dec08 071227 297.50 300.00 294.00 296.00 -1.00 3,261 23,946 +1,079
Total Volume and Open Interest 17,709 254,459 +0
Soybean Oil(CBOT)
Jan08 071227 49.06 49.19 48.60 48.74 -0.32 4,046 20,583 -2,576
Mar08 071227 49.68 49.97 49.30 49.37 -0.29 7,908 165,513 +2,899
May08 071227 50.34 50.34 49.88 49.93 -0.08 2,100 35,468 +0
Jul08 071227 50.73 50.73 50.23 50.25 -0.10 3,782 32,990 -270
Aug08 071227 50.27 50.40 50.20 50.33 -0.09 331 5,279 -97
Sep08 071227 50.18 50.25 50.05 50.15 -0.25 98 5,128 +36
Oct08 071227 49.78 49.95 49.55 49.75 -0.10 270 4,961 -20
Dec08 071227 50.14 50.37 49.80 50.02 -0.37 4,401 26,047 +1,109
Total Volume and Open Interest 25,848 295,981 +0
Canola(WCE)
Jan08 071227 500.5 506.0 500.5 503.8 +6.4 6,690 0 +0
Mar08 071227 514.1 519.1 513.9 516.5 +5.9 10,759 0 +0
May08 071227 521.9 528.6 521.9 526.5 +6.5 487 0 +0
Jul08 071227 527.1 534.1 527.1 532.0 +7.0 980 0 +0
Total Volume and Open Interest 6,558 157,993 +157,993
Corn(CBOT)
Mar08 071227 451.75 455.00 450.50 454.75 +2.50 10,948 597,713 +3,982
May08 071227 462.00 466.50 461.50 466.00 +3.25 2,310 130,448 +1,804
Jul08 071227 472.00 475.50 470.75 475.00 +2.75 3,723 150,843 +2,479
Sep08 071227 470.00 474.25 468.50 474.25 +4.25 489 28,645 +330
Dec08 071227 469.25 474.75 468.25 474.50 +4.50 2,972 277,035 +3,498
Mar09 071227 473.00 480.00 473.00 480.00 +5.00 148 17,178 +202
Total Volume and Open Interest 35,456 1,253,831 +0
Wheat(CBOT)
Mar08 071227 940.75 946.00 912.50 915.00 -26.25 2,474 210,261 +127
May08 071227 948.00 948.00 917.25 919.00 -24.50 587 48,669 +535
Jul08 071227 805.50 813.00 788.00 792.00 -14.50 1,575 98,938 +1,330
Sep08 071227 811.75 812.00 793.50 797.00 -12.00 48 18,759 +314
Dec08 071227 821.75 822.00 801.00 810.50 -9.25 151 38,724 +1,040
Total Volume and Open Interest 26,830 426,130 +0
Wheat(KCBT)
Mar08 071227 967.50 968.50 937.50 944.00 -23.50 3,162 70,016 -460
May08 071227 959.50 959.50 934.50 935.50 -29.00 122 7,920 +76
Jul08 071227 832.00 835.00 807.00 824.50 -8.00 1,544 29,550 +355
Sep08 071227 830.25 830.25 813.00 825.00 -13.00 377 5,942 +87
Dec08 071227 833.50 833.50 822.00 833.00 -3.00 42 3,060 -12
Total Volume and Open Interest 7,132 119,502 +0
Wheat(MGE)
Mar08 071227 1079.50 1079.50 1045.00 1053.75 -19.25 1,734 37,513 -217
May08 071227 1025.00 1033.00 1009.00 1017.75 -18.25 560 10,140 +246
Jul08 071227 951.00 955.00 936.00 936.00 -27.00 21 2,645 -4
Sep08 071227 868.00 875.00 848.00 855.00 -13.00 163 6,142 +54
Dec08 071227 864.00 864.00 843.00 849.00 -14.50 448 6,290 +333
Total Volume and Open Interest 3,493 62,718 +0
Oats(CBOT)
Mar08 071227 308.50 309.00 300.25 309.00 unch 248 9,523 +61
May08 071227 314.00 315.50 311.50 315.00 +1.25 167 879 -5
Jul08 071227 321.50 321.50 321.50 321.50 +0.50 0 297 +0
Sep08 071227 323.50 323.50 323.50 323.50 +0.50 0 38 +1
Total Volume and Open Interest 373 11,430 +0
Rough Rice(CBOT)
Jan08 071227 13.55 13.58 13.49 13.51 -0.05 98 2,819 -123
Mar08 071227 13.88 13.92 13.82 13.83 -0.05 114 12,618 +452
May08 071227 14.10 14.15 14.08 14.08 -0.04 5 671 -2
Jul08 071227 14.29 14.30 14.27 14.27 -0.02 0 1,006 +0
Total Volume and Open Interest 506 18,418 +0
Live Cattle(CME)
Dec07 071227 90.850 93.350 90.850 93.225 +2.475 1,241 1,242 -715
Feb08 071227 95.100 96.525 95.000 96.175 +1.175 6,202 121,626 -412
Apr08 071227 97.125 98.500 97.100 98.350 +1.215 4,506 65,274 +661
Jun08 071227 93.900 94.800 93.850 94.725 +0.840 1,601 24,034 +591
Aug08 071227 95.450 96.200 95.000 95.925 +0.575 455 16,031 +48
Oct08 071227 99.400 99.850 99.250 99.775 +0.490 190 6,180 +61
Total Volume and Open Interest 23,124 240,200 +0
Feeder Cattle(CME)
Jan08 071227 103.350 104.600 103.350 104.375 +0.875 903 6,460 -249
Mar08 071227 104.900 106.500 104.800 106.325 +1.290 1,702 15,175 +434
Apr08 071227 108.375 108.600 107.100 108.525 +1.175 345 3,719 +171
May08 071227 108.800 110.050 108.500 109.975 +1.275 611 4,743 +326
Aug08 071227 109.300 110.600 109.200 110.550 +1.250 137 2,033 +24
Sep08 071227 109.700 109.700 109.050 109.700 +0.800 1 93 +0
Oct08 071227 108.850 109.400 108.400 109.400 +0.900 2 55 +2
Total Volume and Open Interest 1,955 31,662 +0
Lean Hogs(CME)
Feb08 071227 59.850 59.975 58.750 59.275 -0.710 5,578 95,778 -1,235
Apr08 071227 65.200 65.500 63.950 64.725 -0.705 2,724 46,026 +622
May08 071227 71.550 71.550 70.950 71.275 -0.425 61 2,694 -23
Jun08 071227 74.250 74.350 73.500 73.925 -0.550 1,398 29,284 +230
Jul08 071227 74.200 74.200 73.200 73.675 -0.625 188 11,724 +14
Aug08 071227 72.600 72.800 71.800 72.675 -0.255 207 5,779 +107
Oct08 071227 67.900 68.150 67.275 67.750 -0.500 308 5,619 +147
Dec08 071227 67.650 67.750 67.400 67.625 -0.010 453 9,263 +257
Total Volume and Open Interest 7,653 206,123 +0
Pork Bellies(CME)
Feb08 071227 85.000 85.450 84.450 84.825 -0.175 238 1,165 -36
Mar08 071227 85.375 85.375 84.750 84.750 -0.550 42 348 +21
May08 071227 87.300 87.500 87.300 87.300 -0.430 43 232 +13
Jul08 071227 87.000 87.300 86.250 86.250 -0.750 0 158 +0
Aug08 071227 87.050 87.050 86.250 86.250 -0.800 1 55 +0
Total Volume and Open Interest 218 1,960 +0
Class III Milk(CME)
Dec07 071227 20.42 20.54 20.42 20.53 -0.01 293 4,225 +6
Jan08 071227 19.00 19.15 18.90 18.93 -0.07 716 3,835 +138
Feb08 071227 17.89 18.20 17.84 17.93 -0.04 281 3,307 -26
Mar08 071227 17.60 17.65 17.43 17.45 -0.05 141 2,788 -22
Apr08 071227 16.80 16.83 16.72 16.75 -0.01 90 2,524 +23
Total Volume and Open Interest 1,439 31,293 +0
Cocoa(ICE)
Mar08 071227 2039 2070 2034 2066 +32 11,026 104,210 +104,210
May08 071227 2045 2071 2036 2066 +28 834 27,662 +27,662
Jul08 071227 2057 2076 2048 2076 +32 109 11,243 +11,243
Sep08 071227 2052 2080 2045 2079 +30 428 8,613 +8,613
Dec08 071227 2068 2089 2050 2088 +19 277 15,139 +15,139
Mar09 071227 2074 2108 2065 2106 +23 35 4,496 +4,496
May09 071227 2110 2127 2107 2121 +32 1 2,349 +2,349
Total Volume and Open Interest 19,752 176,802 +176,802
Coffee "C"(ICE)
Mar08 071227 133.75 133.75 131.35 131.80 -1.85 9,722 111,848 +111,848
May08 071227 136.05 136.20 134.00 134.40 -1.85 1,095 23,457 +23,457
Jul08 071227 138.35 138.35 136.60 136.90 -1.85 229 6,213 +6,213
Sep08 071227 140.00 140.00 138.90 139.30 -1.85 310 9,120 +9,120
Dec08 071227 144.10 144.10 142.65 142.70 -1.85 64 6,442 +6,442
Mar09 071227 147.75 147.75 146.05 146.05 -1.70 46 3,954 +3,954
Total Volume and Open Interest 13,629 163,597 +163,597
Orange Juice(ICE)
Jan08 071227 144.00 144.00 140.00 141.90 -2.45 1,548 3,111 +3,111
Mar08 071227 144.75 145.50 142.00 143.40 -2.65 2,245 17,570 +17,570
May08 071227 146.50 146.50 144.00 144.95 -2.30 222 3,732 +3,732
Jul08 071227 146.05 146.05 146.05 146.05 -2.50 68 884 +884
Sep08 071227 148.75 148.75 147.35 147.35 -2.65 12 425 +425
Nov08 071227 146.40 146.40 146.40 146.40 -2.65 0 363 +363
Total Volume and Open Interest 3,022 27,862 +27,862
Sugar #11(ICE)
Mar08 071227 10.90 11.04 10.88 10.97 +0.07 43,980 452,735 +452,735
May08 071227 11.20 11.32 11.17 11.25 +0.07 11,187 108,972 +108,972
Jul08 071227 11.38 11.43 11.28 11.36 +0.04 5,916 91,791 +1,324
Oct08 071227 11.60 11.68 11.59 11.64 +0.04 3,334 81,062 +81,062
Mar09 071227 12.19 12.29 12.19 12.24 +0.05 1,933 55,013 +55,013
Total Volume and Open Interest 110,964 861,893 +861,893
Sugar #14(ICE)
Mar08 071227 20.49 20.49 20.49 20.49 -0.01 110 3,441 -35
May08 071227 20.49 20.49 20.49 20.49 unch 36 3,853 -6
Jul08 071227 20.76 20.76 20.76 20.76 -0.01 16 2,013 +0
Sep08 071227 20.86 20.86 20.86 20.86 -0.01 6 1,351 +0
Nov08 071227 21.09 21.09 21.09 21.09 unch 0 324 +2
Total Volume and Open Interest 168 11,006 -39
London Cocoa(LCE)
Mar08 071227 1049 1059 1041 1058 +7 1,805 0 -76,093
May08 071227 1067 1075 1059 1075 +6 919 0 -26,197
Jul08 071227 1089 1103 1089 1103 +7 450 0 -53,879
Sep08 071227 1073 1086 1071 1086 +7 3 0 -22,308
Dec08 071227 1070 1082 1064 1082 +7      
Mar09 071227 1078 1092 1070 1089 +7      
May09 071227 1098 1098 1098 1098 +7      
Total Volume and Open Interest 12,168 205,294 +0
London Coffee(LCE)
Jan08 071227 1862.00 1867.00 1830.00 1831.00 -35.00 1,327 0 -29,292
Mar08 071227 1906.00 1908.00 1869.00 1872.00 -35.00 2,186 0 -96,356
May08 071227 1926.00 1930.00 1893.00 1894.00 -35.00 499 0 -19,399
Jul08 071227 1937.00 1937.00 1909.00 1909.00 -34.00 1 0 -6,314
Sep08 071227 1949.00 1949.00 1924.00 1924.00 -34.00      
Nov08 071227 1954.00 1954.00 1930.00 1930.00 -34.00      
Total Volume and Open Interest 19,418 163,266 +0
London Sugar(LCE)
Mar08 071227 315.00 317.30 313.50 315.90 +0.80 1,645 0 -49,208
May08 071227 318.00 319.50 317.00 319.40 +0.80 174 0 -12,193
Aug08 071227 319.10 321.40 319.10 321.40 +1.00 10 0 -7,198
Oct08 071227 326.40 326.40 326.40 326.40 +0.90      
Dec08 071227 330.60 332.40 329.50 332.40 +0.90      
Total Volume and Open Interest 5,639 80,982 +0
Cotton(ICE)
Mar08 071227 67.12 67.79 67.12 67.78 +0.66 12,080 133,602 +133,602
May08 071227 68.40 69.25 68.40 69.19 +0.70 822 23,466 +23,466
Jul08 071227 70.11 70.95 70.11 70.87 +0.76 748 24,938 +24,938
Oct08 071227 73.20 73.20 73.20 73.20 +0.59 0 463 +463
Dec08 071227 74.69 75.25 74.69 75.17 +0.56 2,172 41,632 +41,632
Mar09 071227 77.80 77.80 77.70 77.70 +0.50 320 1,164 +1,164
Total Volume and Open Interest 26,415 224,449 +224,449
Lumber(CME)
Jan08 071227 237.5 238.6 235.9 236.5 -0.3 310 2,428 -124
Mar08 071227 257.0 257.9 255.0 257.7 +0.7 491 6,018 +94
May08 071227 271.1 272.8 269.5 272.5 +1.4 80 630 +0
Jul08 071227 278.3 278.3 273.6 276.1 +0.9 16 144 +3
Total Volume and Open Interest 478 9,348 +0
Crude Oil(NYM)
Feb08 071227 95.81 97.79 95.22 96.62 +0.65 119,876 326,052 +826
Mar08 071227 95.17 97.32 94.74 96.27 +0.83 47,500 158,585 +2,118
Apr08 071227 94.50 96.55 94.18 95.62 +0.90 19,383 64,908 +520
May08 071227 93.85 95.82 93.78 94.97 +0.94 9,039 58,492 +842
Jun08 071227 93.20 95.12 92.75 94.34 +0.95 10,137 77,051 +1,742
Jul08 071227 92.90 94.32 92.90 93.73 +0.93 1,941 23,417 +452
Aug08 071227 92.84 93.40 92.84 93.15 +0.89 1,358 16,426 -355
Sep08 071227 92.20 93.00 92.20 92.61 +0.86 1,057 39,219 +119
Oct08 071227 92.13 92.13 92.13 92.13 +0.84 212 30,534 -144
Nov08 071227 91.40 91.70 91.40 91.70 +0.82 302 22,168 -94
Dec08 071227 90.50 91.75 90.00 91.29 +0.79 5,749 170,496 -292
Jan09 071227 90.91 90.91 90.91 90.91 +0.74 150 24,530 +120
Feb09 071227 90.54 90.54 90.54 90.54 +0.70 0 12,774 +0
Mar09 071227 90.17 90.17 90.17 90.17 +0.66 0 6,167 +0
Apr09 071227 89.80 89.80 89.80 89.80 +0.62 0 11,593 +0
May09 071227 89.44 89.44 89.44 89.44 +0.58 40 13,714 +0
Total Volume and Open Interest 81,634 1,325,751 +822
Heating Oil(NYM)
Jan08 071227 264.10 269.90 263.50 268.03 +3.91 19,607 22,302 -6,017
Feb08 071227 263.60 269.43 262.91 267.58 +3.71 24,354 80,584 +4,987
Mar08 071227 262.60 267.55 261.72 265.88 +3.56 6,651 41,203 +783
Apr08 071227 257.59 262.48 257.59 260.93 +3.41 2,738 15,510 +146
May08 071227 254.92 258.01 254.92 256.63 +3.21 988 10,114 +32
Jun08 071227 251.25 255.00 251.25 253.68 +2.91 1,112 17,323 +108
Jul08 071227 251.28 254.35 251.05 252.93 +2.66 98 4,612 +19
Aug08 071227 253.40 254.35 252.88 252.88 +2.51 91 1,113 +4
Sep08 071227 252.08 255.05 252.02 253.53 +2.31 171 3,721 -20
Oct08 071227 251.96 256.25 251.96 254.88 +2.16 306 1,329 +244
Nov08 071227 257.00 257.25 256.33 256.33 +2.11 7 884 +0
Dec08 071227 255.11 258.93 255.11 257.73 +2.01 428 7,762 +76
Total Volume and Open Interest 29,528 214,848 +21
Gasoline(NYMEX)
Jan08 071227 245.00 250.91 243.95 249.62 +4.36 6,079 25,600 -1,789
Feb08 071227 247.40 253.10 246.20 251.92 +4.15 6,656 58,118 +636
Mar08 071227 250.22 255.79 249.00 254.75 +4.28 1,674 41,072 +3
Apr08 071227 262.12 267.10 262.12 266.20 +4.08 595 24,787 -74
May08 071227 263.05 267.48 263.05 266.35 +3.88 309 20,117 +72
Jun08 071227 262.30 266.48 262.30 265.40 +3.63 116 16,974 +30
Jul08 071227 260.00 263.20 260.00 263.20 +3.33 42 4,506 -5
Aug08 071227 260.42 260.42 260.05 260.05 +3.03 12 3,079 +0
Sep08 071227 255.10 255.80 254.92 255.80 +2.78 33 5,629 +0
Oct08 071227 241.30 241.65 241.30 241.65 +2.58 21 1,733 +0
Total Volume and Open Interest 15,541 215,092 -1,167
e-MiNY RBOB Gasoline(NYMEX)
Jan08 071227 249.62 249.62 249.62 249.62 +4.36 0 17 +0
Feb08 071227 252.30 252.30 251.92 251.92 +4.15 0 10 +0
Mar08 071227 254.75 254.75 254.75 254.75 +4.28 0 2 +0
Apr08 071227 266.20 266.20 266.20 266.20 +4.20      
Total Volume and Open Interest 0 29 +0
Natural Gas(NYM)
Jan08 071227 7.050 7.301 6.838 7.172 +0.126 37,429 13,667 -14,945
Feb08 071227 7.173 7.380 6.950 7.200 +0.036 20,664 114,604 +563
Mar08 071227 7.215 7.419 7.002 7.237 +0.036 7,620 117,983 +886
Apr08 071227 7.180 7.396 7.062 7.272 +0.039 2,943 56,215 -197
May08 071227 7.231 7.439 7.139 7.340 +0.037 1,797 45,684 +259
Jun08 071227 7.322 7.547 7.239 7.436 +0.036 705 25,005 +294
Jul08 071227 7.420 7.580 7.350 7.536 +0.038 465 22,569 -114
Aug08 071227 7.500 7.638 7.447 7.621 +0.038 371 21,169 +218
Sep08 071227 7.535 7.700 7.465 7.654 +0.038 99 15,493 +33
Oct08 071227 7.590 7.790 7.545 7.729 +0.038 423 42,191 +125
Nov08 071227 7.997 8.165 7.927 8.111 +0.047 175 24,669 +91
Dec08 071227 8.420 8.572 8.366 8.546 +0.052 299 21,125 +95
Jan09 071227 8.630 8.860 8.620 8.809 +0.053 106 39,421 +2
Feb09 071227 8.669 8.824 8.663 8.824 +0.053 5 7,134 +4
Mar09 071227 8.440 8.645 8.440 8.601 +0.055 60 31,212 -5
Apr09 071227 7.830 7.978 7.800 7.963 +0.052 38 29,708 -26
Total Volume and Open Interest 34,928 854,409 +393
Brent Crude Oil(ICE)
Feb08 071227 94.00 95.87 93.27 94.78 +0.84 43,691 118,308 -5,925
Mar08 071227 93.68 95.50 93.00 94.48 +0.79 20,265 126,560 -1,716
Apr08 071227 93.47 95.12 92.70 94.20 +0.81 8,378 32,843 -450
May08 071227 93.08 94.67 92.36 93.83 +0.83 4,775 16,506 -785
Jun08 071227 92.56 94.22 91.94 93.45 +0.90 3,595 32,687 +309
Jul08 071227 92.11 93.54 91.53 93.08 +0.94 360 9,742 -118
Aug08 071227 91.87 92.72 91.87 92.72 +0.96 43 7,219 +40
Sep08 071227 91.33 92.60 91.33 92.33 +0.92 0 9,828 +0
Oct08 071227 92.05 92.05 91.95 91.95 +0.89 0 6,925 +0
Nov08 071227 91.57 91.57 91.57 91.57 +0.86 0 4,867 +0
Dec08 071227 90.11 91.81 89.89 91.20 +0.84 1,217 59,251 -149
Jan09 071227 91.30 91.30 90.90 90.90 +0.81 0 12,509 +0
Feb09 071227 90.62 90.62 90.62 90.62 +0.80 0 3,777 +0
Mar09 071227 90.34 90.34 90.34 90.34 +0.79 0 3,191 +0
Total Volume and Open Interest 32,167 548,751 +0
Gas Oil(ICE)
Jan08 071227 839.25 850.50 831.00 847.00 +4.00 8,697 73,300 +2,279
Feb08 071227 829.00 841.25 822.00 837.50 +3.75 4,825 74,008 +2,361
Mar08 071227 821.75 829.50 813.25 827.75 +4.25 1,151 30,262 +235
Apr08 071227 810.50 818.50 804.00 817.00 +4.50 29 13,781 +0
May08 071227 796.75 809.75 795.75 808.25 +3.25 0 13,259 +0
Jun08 071227 790.75 804.25 790.50 802.50 +2.75 52 33,206 +52
Jul08 071227 797.50 801.25 797.50 801.25 +2.50 0 7,187 +0
Aug08 071227 802.00 802.00 802.00 802.00 +1.50 0 2,931 +0
Sep08 071227 802.75 802.75 802.75 802.75 +1.25 0 2,678 +0
Oct08 071227 803.25 803.25 803.25 803.25 +1.00 0 1,251 +0
Total Volume and Open Interest 14,754 284,228 +4,927
US Dollar Index(ICE)
Mar08 071227 77.090 77.195 76.540 76.600 -0.580 2,918 27,303 +218
Jun08 071227 76.660 76.660 76.660 76.660 -0.580 8 5,631 -1
Sep08 071227 76.700 76.780 76.700 76.780 -0.580 0 475 +0
Total Volume and Open Interest 1,004 33,192 +0
Australian Dollar(CME)
Mar08 071227 87.04 87.50 86.70 87.47 +0.51 1,661 56,886 +362
Jun08 071227 86.70 86.86 86.11 86.86 +0.51 0 413 +0
Sep08 071227 86.13 86.13 85.68 86.13 +0.51 0 76 +0
Total Volume and Open Interest 7,626 57,131 +0
British Pound(CME)
Mar08 071227 198.03 199.30 197.84 199.18 +1.20 32 75,774 +1,169
Jun08 071227 198.37 198.69 197.61 198.63 +1.20 0 230 +3
Sep08 071227 197.95 197.95 196.90 197.95 +1.20 0 9 +0
Total Volume and Open Interest 9,671 74,898 +0
Canadian Dollar(CME)
Mar08 071227 101.97 102.30 101.54 102.04 unch 1,276 73,099 +1,415
Jun08 071227 101.82 102.25 101.59 102.00 unch 0 3,711 +6
Sep08 071227 101.96 101.97 101.70 101.95 unch 0 1,328 +0
Dec08 071227 102.03 102.08 101.87 101.87 unch 0 526 +0
Total Volume and Open Interest 13,392 77,357 +0
Japanese Yen(CME)
Mar08 071227 88.27 88.77 87.92 88.66 +0.35 5,595 161,812 +6,812
Jun08 071227 88.82 89.53 88.75 89.48 +0.35 0 24,494 -1
Sep08 071227 89.97 90.17 89.67 90.17 +0.35 0 487 +0
Total Volume and Open Interest 15,426 180,033 +0
Swiss Franc(CME)
Mar08 071227 87.20 88.34 87.20 88.22 +0.88 3,220 63,794 +3,215
Jun08 071227 88.46 88.66 87.60 88.58 +0.88 0 41 +0
Sep08 071227 88.90 88.90 88.82 88.82 +0.88 0 21 +0
Total Volume and Open Interest 6,461 60,681 +0
EuroFX(CME)
Mar08 071227 144.97 146.54 144.80 146.41 +1.28 6,157 163,137 +7,641
Jun08 071227 145.20 146.47 144.86 146.37 +1.28 4 1,221 +11
Sep08 071227 145.58 146.16 144.81 146.16 +1.28 0 534 +0
Total Volume and Open Interest 19,074 157,379 +0
Mexican Peso(CME)
Jan08 071227 918.5 918.5 918.5 918.5 -5.5 0 3 +0
Feb08 071227 916.5 916.5 916.5 916.5 -5.5 0 110 +0
Total Volume and Open Interest 5,324 94,387 +0
30-Year T-Bonds(CBOT)
Mar08 071227 113~19 114~22 113~16 114~14 +0~29 89,737 921,393 -3,724
Jun08 071227 113~15 114~08 113~15 113~26 +0~29 131 2,394 +109
Sep08 071227 113~07 113~10 113~00 113~10 +0~29 0 20 +0
Total Volume and Open Interest 56,304 927,429 +0
10-Year T-Notes(CBOT)
Mar08 071227 111~180 112~110 111~180 112~070 +0~200 201,672 2,138,027 -8,565
Jun08 071227 110~120 111~180 110~120 111~165 +0~210 2 1,219 +0
Sep08 071218 0~000 0~000 0~000 0~000 unch      
Total Volume and Open Interest 851,890 2,252,548  
5-Year T-Notes(CBOT)
Mar08 071227 108~315 109~165 108~315 109~140 +0~135 103,852 0 +0
Jun08 071227 109~140 109~140 109~140 109~140 +0~135      
Total Volume and Open Interest 81,321 1,801,595 +1,783,588
2 Year T-Notes(CBOT)
Mar08 071227 104~082 104~106 104~082 104~100 +0~019 147 974,456 -7,163
Total Volume and Open Interest 52,078 1,001,159 +0
Eurodollars(CME)
Mar08 071227 95.645 95.695 95.630 95.655 +0.030 10,021 1,465,732 -19,258
Jun08 071227 96.075 96.155 96.075 96.100 +0.035 2,454 1,413,863 -14,312
Sep08 071227 96.295 96.385 96.295 96.330 +0.040 1,964 1,304,025 -10,284
Dec08 071227 96.370 96.470 96.365 96.425 +0.060 3,776 1,459,477 +3,989
Mar09 071227 96.320 96.430 96.315 96.400 +0.085 3,771 1,034,148 +7,656
Jun09 071227 96.170 96.300 96.165 96.270 +0.105 6,682 721,761 -7,127
Sep09 071227 96.005 96.130 96.000 96.105 +0.105 2,010 554,041 +3,021
Dec09 071227 95.850 95.970 95.840 95.940 +0.100 1,682 326,577 -3,116
Mar10 071227 95.715 95.820 95.715 95.790 +0.085 1,751 230,777 -479
Jun10 071227 95.575 95.665 95.575 95.640 +0.075 541 222,332 -201
Sep10 071227 95.445 95.545 95.445 95.515 +0.070 1,346 145,644 -364
Dec10 071227 95.350 95.430 95.345 95.400 +0.065 1,583 117,648 +759
Mar11 071227 95.255 95.330 95.255 95.310 +0.065 558 91,299 +814
Jun11 071227 95.175 95.235 95.175 95.215 +0.065 228 80,552 +354
Sep11 071227 95.090 95.155 95.090 95.135 +0.065 893 68,347 -329
Dec11 071227 95.000 95.070 95.000 95.050 +0.065 215 55,347 +351
Mar12 071227 95.015 95.015 94.990 94.990 +0.065 89 47,051 +99
Jun12 071227 94.925 94.935 94.895 94.920 +0.070 150 41,045 +30
Total Volume and Open Interest 408,926 9,658,712 +5
30 Day Federal Funds(CBOT)
Dec07 071227 3.985 3.990 3.980 3.990 unch 25 117,875 -412
Jan08 071227 4.070 4.080 4.065 4.070 unch 50 139,411 -418
Feb08 071227 4.180 4.220 4.170 4.190 +0.020 28 85,000 -590
Mar08 071227 4.240 4.285 4.235 4.260 +0.025 3 45,006 +702
Apr08 071227 4.305 4.365 4.300 4.335 +0.040 0 24,684 +435
May08 071227 4.410 4.480 4.410 4.450 +0.040 0 18,087 +76
Total Volume and Open Interest 8,211 449,781 +0
30 Day Fed Funds(e-CBOT)
Dec07 071227 95.735 95.740 95.730 95.740 unch 808 0 +0
Jan08 071227 95.820 95.830 95.815 95.825 +0.010 1,127 0 +0
Feb08 071227 95.930 95.970 95.920 95.945 +0.030 1,912 0 +0
Mar08 071227 95.990 96.035 95.985 96.015 +0.035 1,431 0 +0
Apr08 071227 96.055 96.115 96.050 96.090 +0.050 909 0 +0
May08 071227 96.160 96.230 96.160 96.205 +0.045 501 0 +0
Total Volume and Open Interest 6,962    
3-Mth Euro-Yen(CME)
Mar08 071227 99.26 99.26 99.26 99.26 -0.01 0 9,928 -9
Jun08 071227 99.28 99.28 99.28 99.28 -0.02 0 5,852 +0
Sep08 071227 99.24 99.24 99.24 99.24 -0.02 0 4,559 -200
Dec08 071227 99.18 99.18 99.18 99.18 -0.02 0 2,183 +0
Mar09 071227 99.12 99.12 99.12 99.12 -0.02 0 660 -20
Jun09 071227 99.06 99.06 99.06 99.06 -0.02 0 156 +0
Sep09 071227 99.00 99.00 99.00 99.00 -0.02      
Dec09 071227 98.92 98.92 98.92 98.92 -0.02      
Mar10 071227 98.84 98.84 98.84 98.84 -0.01      
Jun10 071227 98.79 98.79 98.79 98.79 -0.01      
Total Volume and Open Interest 0 23,338 -229
3-Mth Euro-Yen(SGX)
Mar08 071227 99.26 99.26 99.24 99.25 -0.02 552 51,724 +51,724
Jun08 071227 99.29 99.29 99.27 99.27 -0.02 196 19,450 +19,450
Sep08 071227 99.25 99.25 99.22 99.22 -0.01 50 19,649 +19,649
Dec08 071227 99.18 99.18 99.16 99.16 0.00 25 15,311 +15,311
Mar09 071227 99.09 99.12 99.09 99.10 -0.01 0 5,795 +5,795
Jun09 071227 99.04 99.06 99.04 99.04 0.00 0 1,245 +1,245
Sep09 071227 98.98 98.98 98.98 98.98 0.00 0 208 +208
Dec09 071227 98.90 98.90 98.90 98.90 0.00 0 260 +260
Total Volume and Open Interest 823 116,545 +116,545
Japanese Gov't Bonds(SGX)
Mar08 071227 136.20 136.42 136.08 136.36 -0.20 5,468 33,022 -852
Jun08 071227 136.36 136.36 136.36 136.36 +0.04      
Sep08 071227 136.36 136.36 136.36 136.36 +0.04      
Total Volume and Open Interest 1,728 32,720 +83
Euro-Bund(EUREX)
Mar08 071227 112.90 112.93 112.60 112.71 -0.24 525,113 1,181,911 +39,251
Jun08 071227 112.36 112.37 112.26 112.31 -0.24 95 296 +5
Sep08 071227 112.52 112.52 112.52 112.52 -0.24      
Total Volume and Open Interest 525,208 1,182,207 +39,256
Euro-Bobl(EUREX)
Mar08 071221 108.05 108.13 107.86 107.89 -0.23 389,096 969,873 -7,127
Jun08 071227 42.03 42.12 42.03 42.10 -0.15 256 3,127 +251
Sep08 071227 42.70 42.70 42.70 42.70 -0.15      
Total Volume and Open Interest 292,516 973,669 +920
3-Mth Euribor(EUREX)
Dec07 071213 95.115 95.115 95.080 95.085 -0.050 2,115 28,839 -395
Mar08 071220 95.485 95.485 95.465 95.470 -0.005 3,133 14,930 +709
Jun08 071227 95.525 95.530 95.510 95.515 -0.025 392 6,279 -352
Total Volume and Open Interest 3,080 32,725 -868
Long Gilt(LIFFE)
Dec07 071227 109~02 109~06 108~30 109~06 -0~16 996 0 -5,020
Mar08 071227 109~03 109~12 108~28 109~10 -0~10 7,332 0 -326,537
Total Volume and Open Interest 37,225 331,557 +0
3-Mth Short Sterling(LIFFE)
Mar08 071227 94.39 94.41 94.37 94.38 -0.01      
Jun08 071227 94.66 94.71 94.66 94.68 -0.02      
Sep08 071227 94.86 94.93 94.86 94.91 -0.01      
Dec08 071227 95.03 95.07 95.01 95.06 unch      
Mar09 071227 95.11 95.14 95.07 95.12 unch      
Jun09 071227 95.08 95.13 95.05 95.11 unch      
Total Volume and Open Interest 181,007 2,597,697 +0
3-Mth Euribor(LIFFE)
Mar08 071227 95.420 95.460 95.415 95.440 +0.010 77,045 612,888 +7,611
Jun08 071227 95.530 95.540 95.500 95.515 -0.030 61,466 566,533 -4,681
Sep08 071227 95.600 95.610 95.555 95.585 -0.035 64,753 508,448 +12,016
Total Volume and Open Interest 392,979 3,230,570 +28,795
3-Mth Aus T-Bills(SFE)
Mar08 071227 92.67 92.67 92.64 92.66 -0.01 2,441 0 -345,964
Jun08 071227 92.51 92.53 92.49 92.53 -0.01 2,419 0 -250,859
Sep08 071227 92.42 92.45 92.41 92.45 unch 803 0 -146,069
Dec08 071227 92.38 92.39 92.36 92.39 -0.01 774 0 -67,736
Mar09 071227 92.35 92.37 92.34 92.36 -0.01 50 0 -49,802
Jun09 071227 92.35 92.37 92.33 92.37 -0.01      
Sep09 071227 92.33 92.36 92.33 92.36 -0.02      
Dec09 071227 92.33 92.36 92.33 92.35 -0.03      
Mar10 071227 92.35 92.35 92.34 92.34 -0.04      
Jun10 071227 92.35 92.35 92.34 92.34 -0.04      
Total Volume and Open Interest 8,925 926,536 -617
10-Year Aus T-Bonds(SFE)
Mar08 071227 93.58 93.64 93.58 93.60 -0.05 6,503 0 -450,514
Jun08 071227 93.60 93.60 93.60 93.60 -0.05      
Total Volume and Open Interest 10,293 451,126 +612
3-Year Aus T-Bonds(SFE)
Mar08 071227 93.13 93.14 93.11 93.14 -0.02 10,041 0 -511,407
Jun08 071227 93.14 93.14 93.14 93.14 -0.02      
Total Volume and Open Interest 23,380 510,429 -978
Gold(CMX)
Dec07 071227 824.8 832.5 824.8 828.6 +2.6 36 94 -11
Feb08 071227 828.1 835.5 825.2 831.8 +2.3 55,509 279,798 +11,630
Apr08 071227 834.1 842.0 832.0 838.3 +2.3 3,876 67,618 +1,563
Jun08 071227 840.9 847.9 837.5 844.3 +2.3 1,465 54,481 +913
Aug08 071227 844.2 852.6 843.3 850.0 +2.3 899 30,945 +676
Oct08 071227 850.4 857.6 850.4 855.3 +2.3 13 3,779 +0
Dec08 071227 856.2 863.5 854.8 860.3 +2.2 263 29,338 +8
Feb09 071227 865.6 865.6 865.6 865.6 +2.2 3 21,736 -1
Apr09 071227 870.6 870.6 870.6 870.6 +2.2 860 4,080 +0
Jun09 071227 875.9 875.9 875.9 875.9 +2.1 2 9,307 +0
Aug09 071227 881.3 881.3 881.3 881.3 +2.0 8 9 +0
Oct09 071227 886.8 886.8 886.8 886.8 +2.0      
Total Volume and Open Interest 26,567 517,020 +0
Silver(CMX)
Dec07 071227 1461.0 1467.8 1461.0 1467.8 -1.7 35 67 +25
Mar08 071227 1480.0 1490.5 1464.5 1481.8 -1.7 9,312 72,453 +854
May08 071227 1494.5 1501.5 1485.0 1494.0 -1.8 888 15,374 +487
Jul08 071227 1505.5 1512.0 1493.5 1504.9 -1.9 136 19,893 +99
Sep08 071227 1515.5 1515.5 1515.1 1515.1 -2.0 186 16,956 +175
Dec08 071227 1535.5 1535.5 1520.5 1529.0 -2.1 137 16,038 +42
Mar09 071227 1544.0 1544.0 1544.0 1544.0 -2.2 2 488 +0
Total Volume and Open Interest 7,464 150,953 -1
Platinum(NYMEX)
Jan08 071227 1545.7 1548.7 1535.0 1538.8 -10.5 2,511 4,491 -1,652
Apr08 071227 1545.9 1545.9 1527.1 1536.6 -6.4 2,684 12,355 +1,989
Jul08 071227 1536.6 1536.6 1536.6 1536.6 -4.5 4 161 +0
Oct08 071109 0.0 0.0 0.0 0.0 -1442.8      
Total Volume and Open Interest 1,310 15,661 -34
Palladium(NYMEX)
Mar08 071227 369.90 370.00 363.25 368.35 +0.05 377 12,828 +157
Jun08 071227 373.00 373.00 373.00 373.00 +0.05 1 1,466 +0
Sep08 071227 378.00 378.00 378.00 378.00 +0.05 330 273 +0
Total Volume and Open Interest 1,690 15,192 +0
Copper(CMX)
Dec07 071227 316.70 316.70 310.50 310.50 -5.00 419 311 -122
Mar08 071227 316.20 321.00 310.80 313.20 -3.80 3,338 51,073 +101
May08 071227 319.95 320.00 313.25 314.55 -3.75 502 6,729 +97
Jul08 071227 315.55 315.55 313.60 315.15 -3.85 91 2,685 -12
Sep08 071227 315.45 315.45 315.45 315.45 -3.95 23 1,282 +3
Total Volume and Open Interest 6,991 71,767 +0
Aluminum(CMX)
Dec07 071227 1.07 1.07 1.07 1.07 -105.93 0 132 +0
Jan08 071227 1.07 1.07 1.07 1.07 -105.93      
Feb08 071227 1.07 1.07 1.07 1.07 -105.93      
Mar08 071227 1.07 1.07 1.07 1.07 -105.93      
Apr08 071227 1.07 1.07 1.07 1.07 -105.93      
May08 071227 1.07 1.07 1.07 1.07 -105.93      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 071227 13630 13651 13427 13459 -184 551 24,281 +2
Jun08 071227 13535 13535 13535 13535 -184 0 37 +0
Sep08 071227 13615 13615 13615 13615 -184 0 1 +0
Dec08 071227 13691 13691 13691 13691 -184 2 0 +0
Total Volume and Open Interest 2,423 24,317 +0
S & P 500(CME)
Mar08 071227 1509.40 1511.00 1485.30 1489.80 -19.90 9,405 514,585 -1,574
Jun08 071227 1504.00 1506.00 1495.00 1499.00 -20.00 1 6,566 +1
Sep08 071227 1506.50 1520.50 1502.50 1506.50 -20.00 0 468 +0
Dec08 071227 1513.00 1527.50 1509.50 1513.00 -20.50 0 3,118 +0
Total Volume and Open Interest 10,492 526,318 +0
S & P 500 E-Mini(Globex)
Mar08 071227 1509.75 1511.00 1485.00 1489.75 -20.00 363,604 1,744,260 -2,379
Jun08 071227 1518.25 1519.75 1494.25 1499.00 -20.00 2,095 1,997 +1,609
Total Volume and Open Interest 253,877 1,747,039 +0
NASDAQ 100(CME)
Mar08 071227 2157.50 2165.00 2124.50 2131.50 -28.00 3,745 38,977 +2,213
Jun08 071227 2152.00 2153.00 2152.00 2152.00 -28.00 0 25 +0
Sep08 071227 2178.00 2179.00 2178.00 2178.00 -28.00      
Total Volume and Open Interest 1,382 36,789 -6
NASDAQ 100 E-Mini(Globex)
Mar08 071227 2159.80 2165.00 2124.80 2131.50 -28.00 117,077 286,435 +3,924
Jun08 071227 2152.00 2174.00 2152.00 2152.00 -28.00 0 1 +0
Total Volume and Open Interest 70,310 282,512 +0
S & P Midcap 400(CME)
Mar08 071227 880.00 882.00 869.00 870.50 -14.00 17 4,943 -9
Jun08 071227 880.20 880.45 880.20 880.20 -14.00      
Sep08 071227 888.10 888.35 888.10 888.10 -14.00 0 55 +0
Total Volume and Open Interest 59 5,007 +0
Russell 2000(CME)
Mar08 071227 800.00 801.90 776.50 780.40 -21.00 520 34,158 +123
Jun08 071227 785.15 785.50 785.15 785.15 -21.25 0 7 +1
Sep08 071227 791.15 791.50 791.15 791.15 -21.25 0 25 +0
Total Volume and Open Interest 528 34,066 +0
Russell 2000 E-Mini(Globex)
Dec07 071221 772.20 781.75 770.80 781.75 +10.15 54,623 319,719 -16,156
Mar08 071227 801.60 802.30 776.60 780.40 -21.00 83,431 564,835 +515
Jun08 071227 805.10 805.10 783.40 785.20 -21.20 21 33 +12
Total Volume and Open Interest 46,387 564,344 +0
Value Line(KCBT)
Mar08 071227 2305.00 2305.00 2305.00 2305.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 071227 15700 15705 15555 15605 -80 18,430 185,481 +2,364
Jun08 071227 15520 15635 15520 15520 -90 10 81 +26
Total Volume and Open Interest 18,440 186,057 +2,390
Nikkei 225(SGX)
Mar08 071227 15700 15705 15555 15605 -80 18,430 185,481 +2,364
Jun08 071227 15520 15635 15520 15520 -90 10 81 +26
Sep08 071227 15550 15550 15550 15550 -90 0 40 +0
Total Volume and Open Interest 18,440 186,057 +2,390
CAC 40(EURONEXT)
Jan08 071227 5671.5 5700.0 5627.0 5642.0 +21.5      
Feb08 071227 5701.5 5710.5 5657.0 5662.0 +22.5      
Mar08 071227 5685.0 5729.5 5674.5 5688.0 +18.0      
Total Volume and Open Interest 24,429    
Hang Seng Index(HKFE)
Dec07 071227 28300 28424 27781 27795 -460 8,888 8,576 +1,812
Jan08 071227 28470 28470 27855 27870 -429 4,993 1,846 -6,885
Total Volume and Open Interest 14,026 11,283 -4,632
DAX(EUREX)
Mar08 071227 8159.5 8253.0 8057.0 8123.5 +35.5 57,021 166,516 +0
Jun08 071227 8230.5 8300.0 8151.0 8211.5 +35.5 8,079 17,475 +0
Sep08 071227 8302.5 8302.5 8302.5 8302.5        
FT-SE 100(EURONEXT)
Mar08 071227 6500.00 6532.50 6494.00 6529.00 +29.00 8,528 0 -390,847
Jun08 071227 6543.00 6558.50 6536.00 6558.50 +29.00 3 0 -6,846
Sep08 071227 6580.00 6580.00 6580.00 6580.00 +30.00      
Total Volume and Open Interest 95,047 399,193 -143,897
SPI 200(SFE)
Dec07 071220 6205.0 6249.0 6157.0 6240.0 +27.0 57,831 363,962 +0
Mar08 071227 6364.0 6393.0 6360.0 6379.0 +38.0 9,232 0 -225,440
Jun08 071227 6444.0 6444.0 6444.0 6444.0 +39.0      
Total Volume and Open Interest 10,663 231,901 +3,322
GSCI(CME)
Jan08 071227 611.50 617.30 610.90 614.50 +6.70 216 21,186 +8
Feb08 071227 614.00 616.00 609.90 614.00 +4.00      
Mar08 071227 613.00 615.00 609.90 613.00 +3.00      
Total Volume and Open Interest 83 21,178 +0
RJ/CRB Index(ICE)
Jan08 071227 477.00 478.00 477.00 477.00 -1.00 11 309 +1
Feb08 071227 476.50 478.50 476.50 478.50 unch 1 419 +0
Apr08 071227 479.00 480.00 479.00 480.00 +1.00 0 761 +0
Total Volume and Open Interest 12 1,492 +1
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!