Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu August 07, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080807 1222.50 1257.50 1222.50 1243.00 +22.50 578 2,014 -587
Sep08 080807 1218.25 1250.00 1214.00 1234.50 +21.00 2,864 26,300 -60
Nov08 080807 1225.00 1257.25 1222.25 1239.00 +17.00 10,438 248,457 -3,749
Jan09 080807 1240.00 1273.00 1240.00 1256.75 +17.00 1,858 36,453 +373
Mar09 080807 1256.25 1289.25 1256.25 1272.00 +16.25 1,140 14,803 +447
May09 080807 1267.50 1300.50 1267.00 1283.00 +16.00 492 13,552 +202
Jul09 080807 1294.00 1313.25 1285.00 1295.25 +16.25 123 11,637 -51
Total Volume and Open Interest 147,495 393,411 +206
Soybean Meal(CBOT)
Aug08 080807 335.50 346.00 335.50 343.20 +9.20 591 3,573 -586
Sep08 080807 330.00 340.50 329.00 337.70 +8.70 6,009 38,228 +918
Oct08 080807 327.10 335.40 325.20 331.50 +6.10 1,316 24,706 +642
Dec08 080807 328.90 336.90 326.40 332.70 +5.90 5,655 75,963 -1,602
Jan09 080807 331.90 339.00 326.70 335.20 +5.80 618 10,684 -238
Mar09 080807 338.40 344.60 334.00 339.90 +5.40 1,191 10,701 -1,336
May09 080807 341.00 348.00 337.70 343.20 +5.90 705 5,846 +180
Jul09 080807 348.60 351.80 342.00 346.70 +5.90 231 5,153 +7
Total Volume and Open Interest 58,834 185,266 -1,109
Soybean Oil(CBOT)
Aug08 080807 52.35 52.85 51.55 52.09 +0.61 670 1,859 -1,282
Sep08 080807 51.75 53.20 51.55 52.27 +0.60 2,613 39,573 -845
Oct08 080807 52.75 53.33 52.20 52.58 +0.61 556 25,532 +159
Dec08 080807 52.67 54.02 52.67 53.20 +0.60 7,376 123,801 +2,880
Jan09 080807 53.46 54.65 53.34 53.69 +0.60 822 9,858 -450
Mar09 080807 54.93 55.00 53.91 54.26 +0.60 1,249 10,180 -720
May09 080807 55.20 55.51 54.41 54.70 +0.58 905 7,187 -238
Jul09 080807 54.60 55.73 54.60 55.10 +0.60 152 9,153 +35
Total Volume and Open Interest 80,869 246,098 +629
Canola(WCE)
Corn(CBOT)
Sep08 080807 509.75 524.75 503.50 522.25 +14.25 5,692 245,291 -6,336
Dec08 080807 529.00 544.50 523.25 542.00 +14.25 11,641 543,065 +3,721
Mar09 080807 548.25 564.00 543.00 561.75 +14.50 2,883 166,630 +2,375
May09 080807 561.00 575.75 558.50 574.00 +14.25 415 28,893 +362
Jul09 080807 570.00 585.75 567.50 583.75 +13.75 285 83,832 +1,105
Sep09 080807 573.00 590.00 571.50 587.00 +14.00 37 15,362 +292
Total Volume and Open Interest 301,671 1,220,735 -5,933
Wheat(CBOT)
Sep08 080807 765.50 825.75 764.75 822.25 +56.50 2,090 121,401 -3,577
Dec08 080807 791.00 850.75 789.50 847.00 +56.25 1,561 130,590 +496
Mar09 080807 818.75 872.00 818.75 870.00 +55.25 545 26,804 +729
May09 080807 846.00 884.25 844.50 884.25 +55.25 4 3,173 +28
Jul09 080807 843.50 902.00 843.50 895.75 +53.50 183 35,076 -44
Total Volume and Open Interest 134,296 340,475 +300
Wheat(KCBT)
Sep08 080807 795.50 852.50 795.50 846.75 +50.75 11,109 38,213 -394
Dec08 080807 818.25 876.00 818.25 870.75 +52.00 5,696 34,512 +644
Mar09 080807 840.50 895.75 840.50 892.25 +45.25 1,257 9,153 +301
May09 080807 870.00 903.50 870.00 902.00 +48.00 229 1,020 +49
Jul09 080807 863.50 908.75 860.00 905.00 +49.00 579 12,919 +84
Total Volume and Open Interest 23,033 98,655 -1,586
Wheat(MGE)
Sep08 080807 850.00 913.75 850.00 903.50 +50.75 2,323 12,312 -55
Dec08 080807 863.50 919.00 859.75 914.50 +51.00 2,567 21,079 +185
Mar09 080807 896.75 929.75 894.50 922.00 +42.25 831 5,101 +67
May09 080807 901.50 928.00 898.00 923.00 +40.50 210 1,932 +27
Jul09 080807 920.00 925.00 910.00 915.00 +43.00 22 474 +12
Total Volume and Open Interest 4,858 42,880 +435
Oats(CBOT)
Sep08 080807 359.25 370.00 356.75 360.00 +3.00 6 2,033 -115
Dec08 080807 376.00 389.75 376.00 379.25 +3.25 64 9,786 +67
Mar09 080807 397.00 405.00 397.00 398.50 +3.25 23 1,984 -1
May09 080807 413.00 413.00 408.25 411.50 +3.25 18 827 +12
Total Volume and Open Interest 1,638 14,929 -107
Rough Rice(CBOT)
Sep08 080807 15.93 16.22 15.89 16.12 +0.24 6 4,058 -171
Nov08 080807 16.19 16.50 16.18 16.41 +0.23 11 7,064 +36
Jan09 080807 16.65 16.77 16.65 16.73 +0.23 0 921 +58
Mar09 080807 16.92 17.15 16.92 17.05 +0.24 0 403 -5
Total Volume and Open Interest 857 12,846 -226
Live Cattle(CME)
Aug08 080807 102.300 102.550 101.150 101.450 -0.900 7,281 21,096 -2,067
Oct08 080807 108.600 109.200 107.050 107.200 -1.350 30,520 145,800 -2,195
Dec08 080807 107.250 107.950 106.300 106.830 -0.420 25,991 65,504 -3,042
Feb09 080807 107.800 108.200 105.950 106.885 -1.065 7,264 29,280 +258
Apr09 080807 108.700 108.900 106.900 107.535 -0.850 2,878 17,744 -404
Jun09 080807 105.680 106.550 104.850 105.285 -1.065 844 8,138 +411
Total Volume and Open Interest 54,614 296,992 +1,402
Feeder Cattle(CME)
Aug08 080807 115.150 115.450 113.700 114.080 -1.420 931 6,290 -324
Sep08 080807 117.100 117.100 115.285 115.885 -1.315 2,358 12,496 -212
Oct08 080807 117.200 117.300 114.850 115.350 -2.185 2,935 9,355 +901
Nov08 080807 118.330 118.400 115.730 116.200 -2.500 1,259 4,371 +467
Jan09 080807 116.300 117.000 115.250 115.400 -2.150 185 1,716 +70
Mar09 080807 116.750 116.750 115.100 115.100 -2.450 76 702 +0
Apr09 080807 116.200 117.500 115.500 115.500 -2.200 13 359 +5
Total Volume and Open Interest 8,018 35,329 +638
Lean Hogs(CME)
Aug08 080807 85.000 87.100 84.400 85.980 +1.580 3,590 12,338 -205
Oct08 080807 77.300 78.250 76.050 76.975 +0.075 20,615 87,005 +1,205
Dec08 080807 74.700 76.050 74.100 75.450 +1.100 13,910 71,722 +1,173
Feb09 080807 78.400 80.900 78.000 80.580 +2.230 4,722 26,858 +616
Apr09 080807 81.300 84.080 81.300 83.800 +2.100 4,509 24,056 -540
May09 080807 88.980 89.000 86.300 88.850 +1.950 91 891 -57
Jun09 080807 90.150 92.750 90.000 92.350 +1.950 1,353 15,536 -61
Jul09 080807 23.919 24.969 23.119 24.869 +1.400 46 1,021 +27
Total Volume and Open Interest 48,728 238,308 -35
Pork Bellies(CME)
Aug08 080807 63.900 66.500 61.000 62.250 -1.650 138 109 -49
Feb09 080807 90.900 91.100 89.300 90.285 +0.185 72 691 +14
Mar09 080807 92.000 92.000 92.000 92.000 -0.500 0 6 +0
May09 080807 27.969 27.969 27.969 27.969 -0.700 0 1 +0
Jul09 080807 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 124 842 -23
Class III Milk(CME)
Aug08 080807 17.52 17.80 17.52 17.60 +0.04 189 4,385 +61
Sep08 080807 17.25 17.60 17.22 17.45 +0.15 410 5,118 +193
Oct08 080807 17.65 17.94 17.60 17.80 +0.15 176 3,763 -2
Nov08 080807 17.82 17.96 17.75 17.86 +0.07 114 3,421 +11
Dec08 080807 17.75 18.05 17.75 17.81 unch 135 3,742 -8
Total Volume and Open Interest 1,274 32,474 +283
Cocoa(ICE)
Sep08 080807 2756 2809 2756 2785 +29 8,194 38,939 -3,258
Dec08 080807 2795 2839 2786 2813 +28 7,614 55,864 +2,267
Mar09 080807 2800 2829 2792 2818 +30 466 24,351 +128
May09 080807 2804 2832 2803 2821 +30 373 8,789 +258
Jul09 080807 2805 2821 2805 2821 +30 29 4,048 -24
Sep09 080807 2821 2824 2821 2821 +34 21 1,514 +13
Dec09 080807 2830 2830 2827 2827 +33 23 5,804 +19
Total Volume and Open Interest 15,706 143,049 -3,763
Coffee "C"(ICE)
Sep08 080807 138.05 141.80 137.80 140.45 +2.55 13,820 59,031 -4,006
Dec08 080807 141.90 145.50 141.60 144.30 +2.60 8,747 59,025 +470
Mar09 080807 145.20 149.15 145.20 148.00 +2.65 1,917 13,787 +704
May09 080807 148.30 150.80 148.30 150.35 +2.65 200 4,679 -46
Jul09 080807 151.00 153.00 151.00 152.55 +2.65 10 1,662 -1
Sep09 080807 153.00 154.60 152.90 154.60 +2.55 10 1,475 -5
Total Volume and Open Interest 25,902 145,055 +591
Orange Juice(ICE)
Sep08 080807 98.15 101.00 98.10 99.90 +1.20 751 14,848 +18
Nov08 080807 102.00 104.75 102.00 103.75 +1.15 624 11,044 +55
Jan09 080807 107.75 108.30 107.45 107.45 +1.20 67 2,447 +7
Mar09 080807 109.55 111.75 109.55 111.20 +1.30 113 2,946 +91
May09 080807 114.75 114.75 114.25 114.25 +0.85 3 217 +0
Jul09 080807 116.95 116.95 116.95 116.95 +1.05 0 38 +0
Total Volume and Open Interest 4,789 31,391 +419
Sugar #11(ICE)
Oct08 080807 14.17 14.47 13.70 13.79 -0.40 56,263 330,080 +195
Mar09 080807 15.30 15.60 14.82 14.92 -0.47 15,917 169,779 +4,183
May09 080807 15.31 15.62 14.86 14.96 -0.44 3,049 80,278 -342
Jul09 080807 15.40 15.58 14.81 14.93 -0.47 4,088 80,041 -796
Oct09 080807 15.63 15.81 15.12 15.16 -0.50 1,730 63,884 -16
Total Volume and Open Interest 89,640 791,850 +1,862
Sugar #14(ICE)
Sep08 080807 23.50 23.50 23.50 23.50 -0.25 523 540 -291
Nov08 080807 23.35 23.35 23.30 23.33 -0.05 166 3,013 -105
Jan09 080807 22.90 23.20 22.90 23.20 -0.08 0 2,088 +0
Mar09 080807 23.10 23.15 23.10 23.10 -0.18 27 1,620 +26
May09 080807 23.25 23.25 23.25 23.25 unch 0 873 +0
Total Volume and Open Interest 255 9,681 +183
London Cocoa(LCE)
Sep08 080807 1488 1505 1483 1495 +11 3,944 65,364 +191
Dec08 080807 1491 1512 1489 1503 +14 5,224 63,011 -152
Mar09 080807 1487 1499 1483 1499 +15 899 39,944 +326
May09 080807 1492 1504 1488 1504 +15 504 19,620 +244
Jul09 080807 1509 1509 1509 1509 +15 10 7,502 +0
Sep09 080807 1508 1508 1508 1508 +15 5 1,598 +0
Dec09 080807 1512 1512 1512 1512 +15 0 1,973 +0
Total Volume and Open Interest 10,763 198,674 -1,271
London Coffee(LCE)
Sep08 080807 2371.00 2390.00 2350.00 2375.00 +13.00 6,645 64,584 -1,450
Nov08 080807 2345.00 2378.00 2329.00 2361.00 +16.00 3,182 31,392 +431
Jan09 080807 2300.00 2315.00 2268.00 2305.00 +23.00 640 46,806 +218
Total Volume and Open Interest 15,938 143,583 +2,757
London Sugar(LCE)
Oct08 080807 399.00 403.00 397.00 397.00 +1.10 2,737 24,890 +536
Dec08 080807 408.10 410.10 403.20 403.20 -2.50 1,281 12,143 +288
Mar09 080807 424.00 424.00 418.10 418.10 -1.60 496 14,715 -75
May09 080807 423.00 424.00 418.10 418.10 -2.80 30 3,946 +10
Aug09 080807 425.00 425.00 418.20 418.20 -3.20 25 4,918 +0
Total Volume and Open Interest 5,836 63,318 +818
Cotton(ICE)
Oct08 080807 67.67 69.36 67.50 69.33 +1.87 413 4,642 +121
Dec08 080807 69.57 71.43 69.56 71.38 +1.82 8,506 161,789 +85
Mar09 080807 74.93 76.39 74.68 76.39 +1.62 462 33,795 +13
May09 080807 76.82 78.16 76.56 78.16 +1.54 41 3,058 +1
Jul09 080807 78.32 79.53 78.07 79.53 +1.46 279 6,281 -51
Oct09 080807 81.68 81.68 81.68 81.68 +1.61 0 123 +0
Total Volume and Open Interest 19,639 217,812 -2,677
Lumber(CME)
Sep08 080807 255.5 256.8 253.5 256.0 -1.3 973 4,888 -441
Nov08 080807 248.8 249.4 244.6 247.3 -2.5 889 6,963 +265
Jan09 080807 265.1 266.8 263.0 265.9 -2.1 252 1,766 +49
Mar09 080807 266.3 270.8 266.2 270.4 -0.6 42 221 +7
Total Volume and Open Interest 2,412 14,036 -240
Crude Oil(NYM)
Sep08 080807 118.80 121.78 117.91 120.02 +1.44 307,994 272,989 -238
Oct08 080807 118.51 121.38 117.60 119.78 +1.34 140,471 163,063 +21,863
Nov08 080807 118.75 121.26 117.75 119.78 +1.19 46,905 78,155 +2,133
Dec08 080807 119.09 121.05 117.78 119.82 +1.01 56,114 184,688 -616
Jan09 080807 119.31 120.76 118.09 119.82 +0.86 12,614 38,235 +1,924
Feb09 080807 119.48 120.80 118.43 119.80 +0.75 3,450 17,114 -28
Mar09 080807 120.32 120.40 118.60 119.75 +0.69 2,664 14,039 +124
Apr09 080807 119.40 119.66 119.40 119.66 +0.67 715 13,110 +78
May09 080807 119.52 119.52 119.52 119.52 +0.67 870 15,536 -68
Jun09 080807 119.45 119.75 119.12 119.35 +0.67 3,088 54,817 +22
Jul09 080807 119.89 119.89 119.13 119.13 +0.66 886 18,100 -31
Aug09 080807 118.91 118.91 118.91 118.91 +0.66 639 8,977 +107
Sep09 080807 118.69 118.69 118.69 118.69 +0.66 426 11,152 -105
Oct09 080807 118.47 118.47 118.47 118.47 +0.65 294 5,984 +219
Nov09 080807 118.25 118.25 118.25 118.25 +0.64 31 4,151 +5
Dec09 080807 117.88 119.22 116.07 118.05 +0.63 15,952 118,870 +512
Total Volume and Open Interest 668,159 1,249,302 +3,781
e-miNY Crude Oil(NYM)
Aug08 080721 129.125 132.075 128.650 131.050 +2.175 20,367 5,267 -1,593
Sep08 080807 118.825 121.775 117.925 120.025 +1.450 28,059 6,119 +550
Oct08 080807 118.350 121.275 117.600 119.775 +1.325 1,318 1,574 +164
Nov08 080807 119.800 120.975 117.625 119.775 +1.175 187 326 -104
Dec08 080807 119.800 121.125 117.925 119.825 +1.025 317 360 -37
Jan09 080807 119.825 119.825 119.825 119.825 +0.875 7 7 +0
Feb09 080807 119.800 119.800 119.800 119.800 +0.750 2 3 +0
Mar09 080807 119.750 119.750 119.750 119.750 +0.700      
Apr09 080807 119.650 119.650 119.650 119.650 +0.650 0 1 +0
May09 080807 119.525 119.525 119.525 119.525 +0.675 1 1 +0
Total Volume and Open Interest 28,978 7,906 -64
Heating Oil(NYM)
Sep08 080807 323.79 330.74 319.73 323.36 -0.43 40,509 66,559 -2,451
Oct08 080807 327.28 333.60 323.14 326.56 -0.33 14,292 30,503 +928
Nov08 080807 333.18 335.80 326.87 330.31 -0.23 5,453 16,301 +326
Dec08 080807 337.67 339.60 330.72 333.86 -0.23 8,052 21,246 -76
Jan09 080807 342.11 342.11 333.70 336.96 -0.23 3,189 16,139 -411
Feb09 080807 345.00 345.00 336.86 338.76 -0.28 922 6,498 -14
Mar09 080807 341.90 341.90 336.40 338.16 -0.18 1,278 6,678 +111
Apr09 080807 337.71 337.77 333.38 335.26 +0.12 248 2,987 -45
May09 080807 336.25 336.76 331.50 332.46 +0.42 164 1,721 +14
Jun09 080807 333.00 335.50 329.95 330.36 +0.52 1,476 20,475 -253
Jul09 080807 329.00 330.06 329.00 330.06 +0.52 463 2,418 +61
Aug09 080807 332.07 332.07 329.40 330.91 +0.52 80 965 +2
Total Volume and Open Interest 75,333 225,915 +2,551
Gasoline(NYMEX)
Sep08 080807 295.42 303.02 294.35 300.27 +5.34 32,288 77,565 -652
Oct08 080807 286.36 292.35 284.21 290.07 +4.49 17,490 37,840 +639
Nov08 080807 287.09 293.00 284.76 290.42 +4.04 8,845 23,629 +836
Dec08 080807 288.00 293.81 285.50 291.17 +3.59 6,251 27,226 +628
Jan09 080807 289.75 296.00 288.35 292.92 +3.34 2,078 9,757 -381
Feb09 080807 295.35 295.35 292.62 295.07 +3.19 747 5,168 +164
Mar09 080807 294.40 297.47 294.40 297.47 +3.09 553 3,468 -29
Apr09 080807 311.00 312.37 311.00 312.37 +2.84 735 8,840 +202
May09 080807 309.80 314.00 309.80 312.72 +2.79 427 4,442 -62
Jun09 080807 310.30 312.02 310.30 312.02 +2.74 211 5,149 +74
Total Volume and Open Interest 69,891 218,125 +1,581
e-miNY RBOB Gasoline(NYM)
Sep08 080807 300.27 300.27 300.27 300.27 +5.34      
Oct08 080807 290.07 290.07 290.07 290.07 +4.49      
Nov08 080807 290.42 290.42 290.42 290.42 +4.04      
Dec08 080807 291.17 291.17 291.17 291.17 +3.59      
Total Volume and Open Interest      
Natural Gas(NYM)
Sep08 080807 8.833 9.092 8.486 8.571 -0.202 70,479 119,981 -4,793
Oct08 080807 8.910 9.173 8.580 8.659 -0.196 24,709 101,010 +2,312
Nov08 080807 9.250 9.504 8.948 9.029 -0.196 12,523 66,012 +771
Dec08 080807 9.778 9.906 9.352 9.449 -0.186 6,243 45,801 +1,647
Jan09 080807 9.871 10.113 9.614 9.694 -0.176 6,368 64,370 -402
Feb09 080807 9.947 10.054 9.622 9.704 -0.176 860 23,265 -31
Mar09 080807 9.780 9.977 9.470 9.549 -0.166 2,351 60,377 +144
Apr09 080807 9.200 9.324 8.950 9.019 -0.121 2,684 60,607 -1,103
May09 080807 9.249 9.250 8.940 8.986 -0.119 600 41,501 -7
Jun09 080807 9.280 9.285 9.030 9.078 -0.119 1,313 19,314 +308
Jul09 080807 9.390 9.390 9.150 9.181 -0.119 56 17,594 +2
Aug09 080807 9.390 9.458 9.233 9.246 -0.124 100 17,089 +16
Sep09 080807 9.440 9.440 9.235 9.281 -0.124 230 14,606 +36
Oct09 080807 9.622 9.622 9.350 9.366 -0.124 2,792 31,061 +223
Nov09 080807 9.900 9.900 9.696 9.696 -0.124 1,099 16,826 -298
Dec09 080807 10.276 10.300 10.000 10.086 -0.124 1,061 26,472 -823
Total Volume and Open Interest 171,661 938,687 +4,928
Brent Crude Oil(ICE)
Sep08 080807 117.20 119.75 116.25 117.86 +0.86 100,150 65,419 -7,731
Oct08 080807 118.40 120.53 117.17 118.74 +0.64 70,554 124,607 -1,063
Nov08 080807 119.34 121.24 117.96 119.59 +0.55 32,927 54,630 +3,446
Dec08 080807 120.20 121.70 118.59 120.24 +0.50 26,216 65,558 +1,099
Jan09 080807 121.33 121.98 119.30 120.81 +0.42 5,728 26,834 +253
Feb09 080807 121.77 122.00 119.98 121.27 +0.37 2,816 21,866 +203
Mar09 080807 122.14 123.02 120.28 121.56 +0.33 2,132 12,763 -23
Apr09 080807 122.24 123.17 120.39 121.67 +0.31 1,026 17,914 +27
May09 080807 122.32 123.21 120.42 121.70 +0.26 868 12,888 +259
Jun09 080807 122.10 123.15 120.39 121.67 +0.21 2,278 27,746 -177
Jul09 080807 121.67 121.67 121.67 121.67 +0.17 0 8,821 +193
Aug09 080807 121.70 121.70 121.70 121.70 +0.22 0 3,695 +385
Sep09 080807 121.66 121.66 121.66 121.66 +0.23 416 6,495 +320
Oct09 080807 121.48 121.48 121.48 121.48 +0.29 0 2,350 -86
Total Volume and Open Interest 221,711 571,278 -890
Gas Oil(ICE)
Aug08 080807 1049.00 1072.50 1041.00 1057.50 +9.00 26,182 29,623 -4,635
Sep08 080807 1054.50 1078.00 1046.25 1063.25 +8.75 41,241 71,292 -3,236
Oct08 080807 1067.50 1085.50 1054.75 1070.75 +8.25 15,772 38,003 -462
Nov08 080807 1075.25 1090.50 1062.75 1077.75 +7.50 6,460 18,227 -691
Dec08 080807 1094.00 1098.00 1070.50 1085.25 +7.25 7,966 43,826 -226
Jan09 080807 1095.00 1101.25 1078.00 1092.75 +8.00 2,526 27,121 +1,048
Feb09 080807 1095.75 1096.00 1094.50 1096.00 +8.50 1,298 12,397 +1,341
Mar09 080807 1093.00 1094.25 1082.75 1094.25 +8.75 878 11,983 +997
Apr09 080807 1090.00 1091.00 1090.00 1091.00 +9.00 589 5,866 +322
May09 080807 1087.50 1087.50 1087.50 1087.50 +9.50 499 7,557 +638
Total Volume and Open Interest 105,490 332,323 -4,364
Ethanol(CBOT)
Aug08 080805 2.220 2.220 2.189 2.189 -0.056 27 191 -24
Sep08 080807 2.200 2.228 2.180 2.228 +0.069 29 336 +5
Oct08 080807 2.190 2.190 2.190 2.190 +0.065 2 223 -1
Nov08 080807 2.145 2.185 2.145 2.182 +0.056 21 196 +21
Dec08 080807 2.180 2.185 2.180 2.182 +0.052 21 181 +19
Jan09 080807 2.195 2.195 2.180 2.180 +0.050 38 162 +1
Feb09 080807 2.200 2.200 2.184 2.184 +0.054 16 145 -10
Mar09 080807 2.200 2.200 2.200 2.200 +0.070 15 166 -9
Total Volume and Open Interest 177 2,669 -181
US Dollar Index(ICE)
Sep08 080807 74.380 74.805 74.030 74.725 +0.315 4,760 28,628 -867
Dec08 080807 74.790 75.195 74.410 75.110 +0.295 143 2,375 +21
Mar09 080807 75.060 75.500 75.060 75.470 +0.295 0 140 -2
Total Volume and Open Interest 6,381 32,021 -243
Australian Dollar(CME)
Sep08 080807 90.42 90.86 90.06 90.34 -0.20 34 75,843 -2,851
Dec08 080807 89.43 89.88 89.15 89.41 -0.19 0 1,719 +0
Mar09 080807 88.51 88.87 88.51 88.51 -0.18 0 538 +0
Total Volume and Open Interest 64,526 80,980 +561
British Pound(CME)
Sep08 080807 194.21 194.86 193.66 193.83 -0.36 12 87,805 -1,281
Dec08 080807 193.00 193.63 192.45 192.56 -0.33 0 1,383 -7
Mar09 080807 191.32 192.12 191.32 191.32 -0.32 0 943 +0
Total Volume and Open Interest 77,978 93,022 -1,840
Canadian Dollar(CME)
Sep08 080807 95.35 95.66 94.86 95.03 -0.37 426 109,456 +4,088
Dec08 080807 95.35 95.56 94.71 94.98 -0.36 150 7,150 +164
Mar09 080807 95.30 95.40 94.95 94.98 -0.36 0 1,476 +9
Jun09 080807 95.35 95.48 95.03 95.05 -0.33 0 1,308 +3
Total Volume and Open Interest 57,559 116,660 +1,700
Japanese Yen(CME)
Sep08 080807 91.40 91.83 91.35 91.57 +0.10 113 175,539 +1,921
Dec08 080807 91.95 92.32 91.88 92.08 +0.10 0 22,877 -3
Mar09 080807 92.55 92.65 92.55 92.65 +0.10 0 544 +0
Total Volume and Open Interest 106,676 200,818 +5,332
Swiss Franc(CME)
Sep08 080807 94.42 95.07 94.03 94.17 -0.20 11 59,217 +1,988
Dec08 080807 94.93 95.11 94.14 94.26 -0.20 0 1,480 +154
Mar09 080807 94.34 95.03 94.34 94.34 -0.20 0 512 +0
Total Volume and Open Interest 64,445 59,128 +4,242
EuroFX(CME)
Sep08 080807 153.81 154.74 152.80 152.94 -0.90 150 152,866 -3,100
Dec08 080807 153.21 153.99 152.10 152.22 -0.89 1 3,342 +275
Mar09 080807 151.50 153.08 151.50 151.55 -0.88 0 421 +0
Total Volume and Open Interest 211,422 160,311 +1,105
Mexican Peso(CME)
Aug08 080807 999.0 1004.5 999.0 999.0 -5.5      
Sep08 080807 997.5 1001.8 991.5 995.5 -5.5 105 104,447 -1,025
Total Volume and Open Interest 22,836 113,239 +2,306
30-Year T-Bonds(CBOT)
Sep08 080807 114~175 116~155 114~175 116~080 +1~190 323,766 843,773 -4,118
Dec08 080807 113~290 115~160 113~225 115~095 +1~190 2,966 10,941 +2,118
Mar09 080807 113~065 114~070 112~200 114~070 +1~190 1 19 +1
Total Volume and Open Interest 238,595 857,390 -9,254
10-Year T-Notes(CBOT)
Sep08 080807 114~140 115~240 114~140 115~190 +1~035 960,931 1,764,375 +20,264
Dec08 080807 113~080 114~170 113~075 114~115 +1~040 12,594 76,973 +4,972
Mar09 080807 113~115 113~115 112~075 113~115 +1~040      
Total Volume and Open Interest 694,344 1,817,373 +7,528
5-Year T-Notes(CBOT)
Sep08 080807 111~010 111~120 111~010 111~104 +0~090 481,860 0 +0
Dec08 080807 111~005 111~028 110~065 111~028 +0~092 5,037 0 +0
Mar09 080807 111~028 111~028 110~065 111~028 +0~092      
Total Volume and Open Interest 487,242 1,564,440 -682
2 Year T-Notes(CBOT)
Sep08 080807 105~113 106~028 105~113 106~021 +0~033 1,839 862,354 -21,271
Dec08 080807 105~084 105~094 105~059 105~094 +0~036 1,196 9,570 +1,398
Mar09 080807 105~094 105~094 105~059 105~094 +0~036      
Total Volume and Open Interest 194,632 891,937 +4,244
Eurodollars(CME)
Sep08 080807 97.170 97.190 97.165 97.180 +0.015 3,736 1,417,674 +2,440
Dec08 080807 96.950 97.045 96.945 97.025 +0.075 6,935 1,681,975 +11,830
Mar09 080807 96.840 96.990 96.835 96.960 +0.120 5,493 1,384,854 -1,419
Jun09 080807 96.640 96.815 96.640 96.790 +0.140 6,649 1,185,964 +5,152
Sep09 080807 96.380 96.570 96.380 96.545 +0.150 5,424 962,029 -1,566
Dec09 080807 96.075 96.265 96.075 96.240 +0.155 3,098 763,009 -1,020
Mar10 080807 95.830 96.020 95.830 95.995 +0.155 11,804 574,528 +11,644
Jun10 080807 95.630 95.805 95.625 95.775 +0.150 4,988 317,707 -470
Sep10 080807 95.485 95.640 95.485 95.615 +0.145 3,170 218,804 -4,228
Dec10 080807 95.350 95.505 95.350 95.480 +0.140 1,756 194,907 -2,850
Mar11 080807 95.285 95.440 95.285 95.415 +0.130 2,495 159,437 -664
Jun11 080807 95.225 95.375 95.225 95.345 +0.120 5,381 142,804 +1,659
Sep11 080807 95.210 95.320 95.180 95.295 +0.115 3,302 94,681 +1,146
Dec11 080807 95.145 95.255 95.115 95.230 +0.110 793 95,659 +844
Mar12 080807 95.115 95.225 95.095 95.195 +0.105 1,837 101,259 -449
Jun12 080807 95.050 95.165 95.040 95.135 +0.100 3,984 80,347 +1,328
Sep12 080807 95.015 95.115 95.005 95.085 +0.095 3,325 56,698 +67
Dec12 080807 94.935 95.030 94.935 95.020 +0.095 1,192 64,650 +16
Total Volume and Open Interest 1,786,704 9,719,739 -10,558
30 Day Federal Funds(CBOT)
Aug08 080807 97.993 97.997 97.990 97.993 unch 77 122,930 -3,173
Sep08 080807 97.975 97.980 97.970 97.975 +0.005 82 81,912 -225
Oct08 080807 97.940 97.960 97.940 97.955 +0.015 89 107,858 +277
Nov08 080807 97.885 97.925 97.880 97.920 +0.040 307 139,258 +1,204
Dec08 080807 97.865 97.915 97.850 97.905 +0.055 267 60,876 +2,701
Jan09 080807 97.800 97.870 97.785 97.855 +0.070 0 22,545 +534
Total Volume and Open Interest 66,744 568,417 -441
30 Day Fed Funds(e-CBOT)
Aug08 080807 97.993 97.997 97.990 97.995 +0.003 8,940 122,930 -3,173
Sep08 080807 97.975 97.980 97.970 97.980 +0.010 4,103 81,912 -225
Oct08 080807 97.940 97.960 97.940 97.955 +0.015 4,913 107,858 +277
Nov08 080807 97.885 97.925 97.880 97.920 +0.040 9,430 139,258 +1,204
Dec08 080807 97.865 97.915 97.860 97.905 +0.055 7,559 60,876 +2,701
Jan09 080807 97.800 97.870 97.800 97.865 +0.080 4,962 22,545 +534
Total Volume and Open Interest 41,440 564,971 -1,234
3-Mth Euro-Yen(CME)
Sep08 080807 99.18 99.18 99.18 99.18 +0.01 0 7,709 +0
Dec08 080807 99.17 99.17 99.17 99.17 unch 0 2,882 +0
Mar09 080807 99.16 99.16 99.16 99.16 unch 0 1,898 +0
Jun09 080807 99.16 99.16 99.16 99.16 +0.01 0 475 +0
Sep09 080807 99.12 99.12 99.12 99.12 unch 30 480 +30
Dec09 080807 99.06 99.06 99.06 99.06 unch 0 1 +0
Mar10 080807 98.95 98.95 98.95 98.95 unch      
Jun10 080807 98.90 98.90 98.90 98.90 unch      
Sep10 080807 98.85 98.85 98.85 98.85 -0.01 1 0 +0
Dec10 080807 98.95 98.95 98.95 98.95 unch 1 0 +0
Total Volume and Open Interest 38 13,445 +30
3-Mth Euro-Yen(SGX)
Sep08 080807 99.17 99.17 99.17 99.17 0.00 155 22,453 -923
Dec08 080807 99.19 99.19 99.17 99.17 -0.01 260 18,226 -12
Mar09 080807 99.19 99.19 99.15 99.15 -0.01 224 9,702 +24
Jun09 080807 99.16 99.18 99.16 99.16 0.00 42 4,046 -20
Sep09 080807 99.12 99.14 99.12 99.12 0.00 41 1,392 +0
Dec09 080807 99.06 99.08 99.06 99.06 0.00 3 484 +3
Mar10 080807 98.94 98.94 98.94 98.94 0.00 0 450 +0
Jun10 080807 98.89 98.89 98.89 98.89 -0.01 0 450 +0
Total Volume and Open Interest 725 62,293 +1,594
Japanese Gov't Bonds(SGX)
Sep08 080729 136.24 136.39 136.19 136.25 +0.74 1,809 16,754 +51
Dec08 080807 137.06 137.06 137.06 137.06 -0.19      
Mar09 080807 137.06 137.06 137.06 137.06 -0.19      
Total Volume and Open Interest 3,546 16,745 -125
Euro-Bund(EUREX)
Sep08 080807 112.82 113.60 112.77 113.48 +0.63 605,784 1,216,842 -523
Dec08 080807 112.59 113.30 112.49 113.18 +0.61 344 6,128 -183
Mar09 080807 113.38 113.38 113.38 113.38 +0.63      
Total Volume and Open Interest 606,128 1,222,970 -706
Euro-Bobl(EUREX)
Sep08 080807 107.51 108.30 107.45 108.17 +0.65 370,167 950,135 -17,464
Dec08 080807 107.64 108.31 107.64 108.31 +0.65 6 5,656 +0
Mar09 080807 108.17 108.17 108.17 108.17 +0.65      
Total Volume and Open Interest 370,173 955,791 -17,464
3-Mth Euribor(EUREX)
Sep08 080807 95.000 95.040 94.995 95.035 +0.030 2,136 19,039 -499
Dec08 080807 94.965 95.045 94.960 95.045 +0.075 633 8,918 -104
Mar09 080807 95.120 95.280 95.120 95.280 +0.125 212 2,976 +33
Total Volume and Open Interest 3,925 37,451 +150
Long Gilt(LIFFE)
Sep08 080807 107~30 108~19 107~25 108~11 +0~13 81,886 321,138 +608
Dec08 080807 109~32 109~32 109~32 109~32 +0~13 0 50 +0
Total Volume and Open Interest 95,841 320,580 +9,460
3-Mth Short Sterling(LIFFE)
Sep08 080807 94.20 94.23 94.18 94.22 +0.03 42,786 405,078 +10,518
Dec08 080807 94.31 94.39 94.29 94.36 +0.06 56,414 483,726 +8,446
Mar09 080807 94.66 94.75 94.64 94.72 +0.06 68,446 518,269 +21,053
Jun09 080807 94.84 94.93 94.82 94.90 +0.07 57,708 391,217 +10,962
Sep09 080807 94.87 94.96 94.86 94.93 +0.07 48,956 235,732 +6,986
Dec09 080807 94.79 94.90 94.79 94.88 +0.07 22,071 208,924 +390
Total Volume and Open Interest 319,575 2,458,932 +33,537
3-Mth Euribor(LIFFE)
Sep08 080807 95.000 95.045 94.995 95.035 +0.030 60,153 671,858 +5,969
Dec08 080807 94.970 95.075 94.950 95.045 +0.075 70,513 643,926 -3,420
Mar09 080807 95.155 95.320 95.115 95.280 +0.125 129,872 540,742 +23,985
Total Volume and Open Interest 551,496 3,475,628 +44,669
3-Mth Aus T-Bills(SFE)
Sep08 080807 92.71 92.75 92.67 92.75 +0.03 23,233 407,273 +946
Dec08 080807 93.01 93.03 92.95 93.02 +0.01 45,400 345,897 +19,454
Mar09 080807 93.16 93.20 93.08 93.17 +0.01 23,850 144,474 -763
Jun09 080807 93.23 93.26 93.12 93.23 unch 17,943 109,724 +7,918
Sep09 080807 93.24 93.27 93.13 93.24 unch 8,702 59,585 +4,913
Dec09 080807 93.24 93.28 93.14 93.23 unch 6,264 44,849 +414
Mar10 080807 93.23 93.27 93.14 93.23 +0.01 3,508 20,751 -858
Jun10 080807 93.26 93.26 93.13 93.23 +0.02 3,271 13,285 -541
Sep10 080807 93.15 93.20 93.15 93.20 +0.01 211 3,648 -1
Dec10 080807 93.17 93.17 93.17 93.17 +0.02 50 945 +50
Total Volume and Open Interest 170,953 1,151,961 +31,407
10-Year Aus T-Bonds(SFE)
Sep08 080807 93.99 94.08 93.97 94.05 +0.06 41,767 472,531 +28,358
Dec08 080807 94.06 94.06 94.06 94.06 +0.06      
Total Volume and Open Interest 62,665 472,531 +28,358
3-Year Aus T-Bonds(SFE)
Sep08 080807 94.11 94.15 94.04 94.15 +0.04 111,619 723,280 +101,978
Dec08 080807 94.22 94.22 94.22 94.22 +0.04      
Total Volume and Open Interest 199,676 723,280 +101,978
Gold(CMX)
Aug08 080807 882.2 883.8 870.3 870.7 -4.9 1,330 2,277 -1,125
Oct08 080807 881.0 888.4 870.8 873.8 -5.0 5,959 31,003 -500
Dec08 080807 887.6 892.6 874.8 877.9 -5.1 112,613 255,529 -4,513
Feb09 080807 894.5 896.5 882.5 882.5 -5.3 1,212 30,391 +593
Apr09 080807 886.7 886.7 886.7 886.7 -5.5 588 18,204 +40
Jun09 080807 902.0 904.5 890.9 891.1 -5.6 569 16,321 +305
Aug09 080807 909.4 909.4 895.8 895.8 -5.8 209 8,614 +180
Oct09 080807 900.6 900.6 900.6 900.6 -6.1 100 1,089 +0
Dec09 080807 915.9 916.0 904.8 905.8 -6.2 172 14,085 -8
Feb10 080807 911.2 911.2 911.2 911.2 -6.4 12 102 +0
Apr10 080807 916.8 916.8 916.8 916.8 -6.6 10 16 +0
Jun10 080807 940.9 943.0 922.6 922.6 -6.9 100 3,323 +0
Total Volume and Open Interest 167,655 408,430 -9,104
Silver(CMX)
Sep08 080807 1655.5 1669.5 1602.0 1625.7 -24.8 27,242 54,432 -1,583
Dec08 080807 1673.5 1682.0 1616.5 1639.8 -24.8 6,551 44,293 +2,331
Mar09 080807 1690.0 1690.0 1633.0 1653.5 -25.0 1,932 7,160 +251
May09 080807 1672.5 1672.5 1645.0 1662.2 -25.4 49 4,911 +2
Jul09 080807 1682.5 1690.0 1655.5 1670.6 -25.8 154 6,541 -10
Sep09 080807 1691.0 1691.0 1664.0 1679.4 -26.3 2 1,165 +1
Dec09 080807 1736.0 1736.0 1680.0 1693.4 -26.6 151 7,774 +22
Total Volume and Open Interest 44,583 133,255 +1,123
Platinum(NYMEX)
Oct08 080807 1610.0 1621.5 1580.0 1582.6 -27.4 2,839 11,432 -301
Jan09 080807 1610.0 1615.0 1590.0 1590.6 -25.8 11 351 +6
Total Volume and Open Interest 2,313 12,078 -135
Palladium(NYMEX)
Sep08 080807 354.20 356.75 346.05 348.00 -6.10 1,449 10,150 -149
Dec08 080807 360.00 360.00 350.05 351.10 -6.25 572 3,637 +281
Mar09 080807 362.90 362.90 355.05 355.05 -6.25 3 48 +3
Total Volume and Open Interest 2,479 13,680 -261
Copper(CMX)
Sep08 080807 342.60 346.55 340.95 341.80 -0.55 12,404 51,875 -1,870
Dec08 080807 340.00 345.35 340.00 340.80 -0.60 7,378 32,823 +7
Mar09 080807 338.30 342.40 338.30 338.80 -0.60 1,281 8,647 +311
May09 080807 339.60 339.75 337.40 337.40 -0.60 49 1,337 -6
Jul09 080807 335.70 337.25 335.70 335.90 -0.60 137 850 -134
Total Volume and Open Interest 21,909 110,205 -485
Aluminum(CMX)
Aug08 080807 1.33 1.33 1.33 1.33 -130.67      
Sep08 080807 1.33 1.33 1.33 1.33 -131.42      
Oct08 080807 1.34 1.34 1.34 1.34 -132.16      
Nov08 080807 1.35 1.35 1.35 1.35 -132.90      
Dec08 080724 139.55 139.55 139.55 139.55 -2.00      
Jan09 080724 139.85 139.85 139.85 139.85 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep08 080807 11612 11625 11400 11439 -192 1,889 30,473 +14
Dec08 080807 11525 11525 11437 11437 -194 14 1,978 -1
Mar09 080807 11453 11646 11453 11453 -193 0 3 +0
Jun09 080807 11467 11661 11467 11467 -194      
Total Volume and Open Interest 2,574 32,488 +324
S & P 500(CME)
Sep08 080807 1288.20 1288.80 1263.70 1267.90 -19.80 21,521 547,154 +829
Dec08 080807 1275.00 1284.50 1269.50 1269.50 -20.00 1,925 17,317 +1,682
Mar09 080807 1271.50 1287.00 1271.50 1271.50 -20.50 229 541 +321
Jun09 080807 1274.90 1290.20 1274.90 1274.90 -20.30 0 172 +2
Total Volume and Open Interest 31,677 562,504 +607
S & P 500 E-Mini(Globex)
Sep08 080807 1288.25 1289.00 1263.50 1268.00 -19.75 1,730,315 2,422,919 +8,694
Dec08 080807 1289.00 1290.25 1265.25 1269.50 -20.00 3,785 57,830 +802
Total Volume and Open Interest 2,004,759 2,492,891 -7,895
NASDAQ 100(CME)
Sep08 080807 1893.80 1908.00 1876.00 1886.00 -10.30 2,292 29,592 -989
Dec08 080807 1895.50 1915.00 1894.80 1894.80 -10.00 5 31 +0
Mar09 080807 1903.50 1913.50 1903.50 1903.50 -10.00 5 13 +0
Total Volume and Open Interest 3,667 30,635 -98
NASDAQ 100 E-Mini(Globex)
Sep08 080807 1896.50 1907.80 1876.50 1886.00 -10.30 418,191 314,338 +10,393
Dec08 080807 1898.80 1916.00 1886.30 1894.80 -10.00 439 4,697 +29
Total Volume and Open Interest 409,194 308,577 -24,798
S & P Midcap 400(CME)
Sep08 080807 804.00 807.50 795.00 798.70 -10.90 22 5,559 -11
Dec08 080807 800.50 801.40 800.50 800.50 -10.90 0 2 +0
Mar09 080807 807.40 808.30 807.40 807.40 -10.90      
Total Volume and Open Interest 139 5,572 -8
Russell 2000(CME)
Sep08 080807 725.30 725.80 711.00 715.60 -9.60 214 30,805 -18
Total Volume and Open Interest 1,877 30,823 -35
Russell 2000 E-Mini(Globex)
Sep08 080807 725.20 726.00 710.90 715.60 -9.60 187,416 578,477 -3,003
Dec08 080724 816.80 816.80 792.60 796.30 +156.00      
Total Volume and Open Interest 288,105 630,143  
Nikkei 225(CME)
Sep08 080807 13255 13325 13030 13145 -105 87,012 217,007 +6,404
Dec08 080807 13145 13270 12995 13075 -130 174 882 +20
Total Volume and Open Interest 89,544 219,197 +6,424
Nikkei 225(SGX)
Sep08 080807 13255 13325 13030 13145 -105 87,012 217,007 +6,404
Dec08 080807 13145 13270 12995 13075 -130 174 882 +20
Mar09 080807 13085 13085 13085 13085 -130      
Total Volume and Open Interest 89,544 219,197 +6,424
CAC 40(EURONEXT)
Aug08 080807 4437.0 4518.5 4421.0 4462.0 +8.5 103,642 565,696 +13,185
Sep08 080807 4447.0 4527.0 4441.0 4472.5 +8.5 2,307 40,159 +1,846
Oct08 080807 4529.5 4529.5 4487.0 4487.0 +8.5      
Total Volume and Open Interest 112,783 591,957 +19,218
Hang Seng Index(HKFE)
Aug08 080807 22375 22467 21861 22046 +78 6,646 41,056 +30,008
Sep08 080807 22301 22385 21790 21977 +118 71 517 +504
Total Volume and Open Interest 6,721 41,666 +30,539
DAX(EUREX)
Sep08 080807 6584.5 6656.0 6527.5 6581.0 -21.5 133,760 228,422 +2,849
Dec08 080807 6655.0 6726.5 6605.0 6656.0 -20.5 419 13,153 -3
Mar09 080807 6715.0 6804.0 6714.0 6732.0 -21.5 139 4,155 -23
Total Volume and Open Interest 183,839 242,907 +1,532
FT-SE 100(EURONEXT)
Sep08 080807 5474.50 5543.50 5433.00 5482.50 -11.00 100,622 491,522 -3,404
Dec08 080807 5506.50 5579.00 5472.50 5518.00 -10.00 85 8,764 +3
Mar09 080807 5550.00 5553.50 5522.50 5522.50 -11.00 6 59 +3
Total Volume and Open Interest 111,056 503,743 -3,562
SPI 200(SFE)
Sep08 080807 4962.0 5000.0 4910.0 4975.0 +4.0 28,785 245,280 +3,340
Dec08 080807 4988.0 5020.0 4961.0 5017.0 +4.0 172 2,706 -58
Mar09 080807 5018.0 5018.0 5018.0 5018.0 +7.0 148 739 +106
Total Volume and Open Interest 32,457 249,331 +3,607
GSCI(CME)
Aug08 080807 78.64 79.14 65.64 74.64 +8.00 638 14,329 -83
Sep08 080807 80.74 81.04 68.64 76.64 +7.60 229 888 +218
Oct08 080807 80.14 84.64 70.64 80.14 +7.10      
Total Volume and Open Interest 796 15,082 -74
RJ/CRB Index(ICE)
Nov08 080807 536.90 538.00 536.00 536.00 +2.50 7 826 +3
Jan09 080807 543.00 543.00 543.00 543.00 +2.50 0 405 +0
Feb09 080807 543.00 543.00 543.00 543.00 +2.50 0 11 +0
Total Volume and Open Interest 0 1 +0
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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!