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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 21, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081121 850.50 862.75 835.25 840.00 -16.00 5,431 150,243 -4,774
Mar09 081121 855.25 870.00 841.25 847.25 -15.50 3,283 63,213 +3,454
May09 081121 867.00 878.75 854.50 855.75 -15.75 1,245 19,837 -197
Jul09 081121 874.00 886.00 858.00 863.75 -15.25 1,027 31,625 -323
Aug09 081121 884.00 884.00 865.75 865.75 -15.25 5 1,571 +0
Sep09 081121 870.00 883.00 859.25 859.25 -19.75 5 820 +7
Nov09 081121 865.00 877.25 850.50 854.25 -15.25 648 40,995 -92
Total Volume and Open Interest 92,894 315,435 +3,969
Soybean Meal(CBOT)
Dec08 081121 256.50 259.10 249.70 249.90 -7.30 4,026 32,901 -3,489
Jan09 081121 257.90 274.50 250.00 250.50 -8.00 3,113 26,770 +1,218
Mar09 081121 259.80 262.50 252.60 252.90 -7.80 1,382 26,547 +26
May09 081121 261.00 264.00 255.10 255.40 -7.30 686 14,174 +194
Jul09 081121 264.80 266.70 257.50 257.70 -7.60 487 16,717 +123
Aug09 081121 267.00 268.50 259.20 259.20 -7.60 76 4,541 +36
Sep09 081121 267.00 268.50 258.50 258.50 -7.50 30 3,319 +32
Oct09 081121 261.00 262.00 253.90 253.90 -8.10 141 1,950 +142
Total Volume and Open Interest 44,736 137,561 -527
Soybean Oil(CBOT)
Dec08 081121 30.39 30.95 29.84 30.70 +0.07 3,090 50,077 -3,117
Jan09 081121 30.63 31.33 30.25 31.06 +0.06 3,136 85,166 +2,457
Mar09 081121 30.88 31.70 30.69 31.46 +0.05 2,089 40,504 +1,172
May09 081121 31.50 32.09 31.50 31.85 +0.03 618 19,114 +135
Jul09 081121 31.79 32.43 31.36 32.20 +0.04 795 26,959 -715
Aug09 081121 32.30 32.60 32.11 32.38 +0.03 2 3,934 +21
Sep09 081121 32.33 32.73 32.33 32.57 +0.03 2 4,053 +20
Oct09 081121 32.67 32.75 32.50 32.71 +0.01 26 3,374 +96
Total Volume and Open Interest 48,753 256,782 +1,596
Canola(WCE)
Jan09 081121 408.0 416.2 392.7 413.1 +0.4 4,720 63,890 -806
Mar09 081121 402.0 425.0 402.0 422.1 +0.4 1,559 12,477 +1,083
May09 081121 427.7 433.0 427.7 431.3 +0.5 62 4,918 -192
Jul09 081121 437.2 441.3 437.1 440.1 +1.0 66 5,378 +1
Nov09 081121 427.6 452.0 427.6 450.9 -0.9 112 5,394 +14
Total Volume and Open Interest 4,662 92,007 -708
Corn(CBOT)
Dec08 081121 357.75 362.50 336.50 338.50 -25.25 11,124 209,954 -13,582
Mar09 081121 375.00 378.75 352.25 354.25 -25.75 9,708 337,857 -3,080
May09 081121 386.50 389.00 364.00 365.50 -25.50 278 88,320 -2,284
Jul09 081121 397.25 400.50 374.50 376.25 -25.50 1,080 121,160 +638
Sep09 081121 401.50 409.00 386.25 386.75 -25.25 53 23,510 +160
Dec09 081121 420.75 423.50 399.75 400.75 -25.25 1,287 138,696 -992
Total Volume and Open Interest 221,541 980,934 -11,783
Wheat(CBOT)
Dec08 081121 507.00 514.00 496.00 499.00 -12.75 2,149 54,223 -3,819
Mar09 081121 526.75 533.25 515.25 518.00 -13.00 1,663 125,926 -1,302
May09 081121 535.25 545.25 529.25 531.75 -13.00 201 20,126 -2,022
Jul09 081121 555.00 558.50 543.50 545.75 -12.50 65 50,433 -315
Sep09 081121 570.00 581.25 565.25 567.75 -13.25 0 15,742 +95
Total Volume and Open Interest 50,144 297,240 +473
Wheat(KCBT)
Dec08 081121 543.00 550.25 531.00 533.50 -14.75 7,933 22,291 -1,197
Mar09 081121 555.00 564.50 548.25 548.50 -14.00 4,448 35,982 +1,013
May09 081121 570.50 574.50 559.25 559.75 -13.75 178 7,679 +3
Jul09 081121 577.50 584.25 568.00 568.00 -15.00 477 16,553 -14
Sep09 081121 593.50 594.75 579.25 579.25 -15.00 32 2,984 +4
Total Volume and Open Interest 10,524 91,049 -516
Wheat(MGE)
Dec08 081121 598.25 601.50 585.00 586.50 -13.50 1,708 6,057 -45
Mar09 081121 596.75 602.25 590.75 592.00 -12.25 2,569 14,583 +138
May09 081121 600.50 607.25 594.25 595.50 -13.75 572 5,728 +176
Jul09 081121 612.00 613.75 602.00 603.00 -13.75 175 2,018 +59
Sep09 081121 621.00 621.25 609.00 609.50 -12.00 96 2,827 -7
Total Volume and Open Interest 4,780 32,720 -391
Oats(CBOT)
Dec08 081121 205.00 205.00 191.00 200.75 -5.50 13 1,916 -128
Mar09 081121 214.00 222.00 207.00 216.75 -5.25 6 6,433 +173
May09 081121 226.75 227.50 226.75 227.50 -5.50 1 2,007 +2
Jul09 081121 235.00 241.00 235.00 238.00 -5.50 0 478 +0
Total Volume and Open Interest 674 14,625 -27
Rough Rice(CBOT)
Jan09 081121 13.32 13.43 13.11 13.31 -0.10 3 4,210 -21
Mar09 081121 13.54 13.59 13.31 13.55 -0.05 2 1,464 +18
May09 081121 13.51 13.81 13.51 13.77 -0.04 0 518 +2
Jul09 081121 13.90 14.02 13.81 14.01 -0.01 0 170 +1
Total Volume and Open Interest 585 6,591 +49
Live Cattle(CME)
Dec08 081121 84.480 86.050 84.200 84.900 -0.900 12,258 38,270 -2,355
Feb09 081121 85.285 86.650 84.750 85.500 -1.035 20,092 96,231 +1,673
Apr09 081121 86.285 87.700 85.600 86.830 -0.620 8,581 48,873 +373
Jun09 081121 82.300 83.950 81.930 82.680 -0.820 2,864 19,250 -99
Aug09 081121 82.700 84.050 82.300 82.900 -0.550 810 8,606 +316
Oct09 081121 86.250 86.950 85.330 86.100 -0.230 615 3,368 +293
Total Volume and Open Interest 42,871 215,654 -782
Feeder Cattle(CME)
Jan09 081121 88.900 90.450 87.750 89.400 -0.350 2,601 12,019 -475
Mar09 081121 89.050 91.200 88.750 90.150 -0.200 1,143 3,698 +299
Apr09 081121 90.580 91.385 89.100 90.450 -0.050 298 1,091 +176
May09 081121 91.250 91.800 89.700 90.950 +0.050 276 1,226 +59
Aug09 081121 92.150 93.550 92.000 93.000 unch 82 584 +5
Sep09 081121 93.000 93.550 93.000 93.500 unch 28 39 -1
Oct09 081121 93.500 93.500 93.000 93.500 unch 8 18 +6
Total Volume and Open Interest 4,867 19,934 -58
Lean Hogs(CME)
Dec08 081121 56.535 57.200 56.500 56.880 +0.080 12,656 25,560 -1,709
Feb09 081121 64.225 65.180 64.000 64.100 -0.580 18,907 73,632 +1,264
Apr09 081121 71.135 71.725 70.450 70.535 -0.715 6,166 37,426 +2,743
May09 081121 78.600 78.850 78.000 78.285 -0.515 41 1,294 +20
Jun09 081121 80.500 80.975 79.700 79.850 -0.685 2,802 22,292 +862
Jul09 081121 80.000 80.200 79.500 79.750 -0.225 437 3,639 +197
Aug09 081121 78.050 78.100 77.535 77.750 -0.300 97 3,208 -5
Oct09 081121 72.450 73.000 72.450 72.800 -0.200 540 1,920 +187
Total Volume and Open Interest 23,282 165,968 -1,726
Pork Bellies(CME)
Feb09 081121 87.600 90.600 87.600 90.300 +2.700 182 805 -35
Mar09 081121 88.000 89.000 87.500 89.000 +2.750 5 115 -2
May09 081121 89.000 89.000 88.000 89.000 +3.000 0 136 +0
Jul09 081121 89.000 90.750 89.000 89.000 +1.000 0 83 +0
Aug09 081121 88.250 88.250 88.250 88.250 unch 0 1 +0
Total Volume and Open Interest 68 1,177 +0
Class III Milk(CME)
Nov08 081121 15.54 15.55 15.48 15.50 -0.04 12 4,549 +3
Dec08 081121 14.80 14.97 14.67 14.95 +0.25 86 5,322 -18
Jan09 081121 14.18 14.20 14.05 14.15 +0.04 257 3,815 +28
Feb09 081121 14.10 14.20 14.05 14.10 unch 159 3,370 +48
Mar09 081121 14.15 14.18 14.08 14.10 -0.02 158 2,826 +37
Total Volume and Open Interest 774 36,856 +60
Cocoa(ICE)
Dec08 081121 2200 2200 2156 2170 -9 60 75 -74
Mar09 081121 2009 2073 2007 2045 +36 6,561 61,500 +1,207
May09 081121 2049 2069 2032 2032 +25 413 19,519 +164
Jul09 081121 2041 2062 2029 2031 +24 82 9,436 +6
Sep09 081121 2059 2065 2028 2028 +22 180 5,164 +89
Dec09 081121 2061 2061 2028 2028 +23 223 7,559 +74
Mar10 081121 2045 2045 2026 2026 +20 0 2,372 +0
Total Volume and Open Interest 8,548 105,976 +775
Coffee "C"(ICE)
Dec08 081121 108.40 110.85 108.40 108.95 +0.65 1,078 2,790 -1,630
Mar09 081121 111.00 113.10 110.65 110.75 -0.60 9,929 72,500 +668
May09 081121 113.70 115.30 113.45 113.55 -0.60 777 20,625 +207
Jul09 081121 116.85 117.75 116.15 116.20 -0.70 233 5,171 +79
Sep09 081121 119.55 120.85 118.65 118.80 -0.65 334 4,126 +233
Dec09 081121 123.00 123.10 122.15 122.15 -0.70 104 2,869 +35
Total Volume and Open Interest 13,688 110,268 -1,656
Orange Juice(ICE)
Jan09 081121 76.40 77.70 76.30 76.80 -0.15 570 16,255 -95
Mar09 081121 80.80 81.75 80.70 81.10 -0.10 180 8,687 -387
May09 081121 85.10 85.20 84.75 85.20 +0.10 15 1,921 +11
Jul09 081121 88.90 88.90 88.90 88.90 -0.15 7 853 +7
Sep09 081121 93.00 93.00 93.00 93.00 -0.20 0 167 +0
Nov09 081121 97.00 97.00 97.00 97.00 -0.10 0 110 +0
Total Volume and Open Interest 876 28,706 +502
Sugar #11(ICE)
Mar09 081121 11.45 11.74 11.25 11.28 -0.23 36,238 258,206 -3,038
May09 081121 11.85 12.05 11.58 11.61 -0.24 6,606 102,357 +548
Jul09 081121 11.99 12.25 11.76 11.79 -0.26 4,405 105,978 -176
Oct09 081121 12.42 12.67 12.22 12.24 -0.26 1,461 69,386 -60
Mar10 081121 13.10 13.20 12.80 12.80 -0.25 616 44,798 +232
Total Volume and Open Interest 93,058 635,175 -483
Sugar #14(ICE)
Jan09 081121 19.60 19.60 19.55 19.59 -0.03 203 1,350 +2
Mar09 081121 20.50 20.50 20.40 20.48 -0.02 41 2,788 -28
May09 081121 21.25 21.25 21.15 21.20 +0.01 216 2,175 +20
Jul09 081121 21.50 21.50 21.50 21.50 -0.41 11 1,729 -5
Sep09 081121 21.51 21.51 21.51 21.51 -0.01 5 823 +5
Total Volume and Open Interest 118 8,871 +11
London Cocoa(LCE)
Dec08 081121 1510 1510 1510 1510 +40 2,890 68,243 -1,697
Mar09 081121 1418 1418 1418 1418 +16 5,562 60,968 +141
May09 081121 1404 1404 1404 1404 +7 1,167 29,726 +495
Jul09 081121 1401 1401 1401 1401 +1 185 16,823 +2
Sep09 081121 1399 1399 1399 1399 -1 6 11,218 +1
Dec09 081121 1394 1394 1394 1394 -5 15 6,349 +10
Mar10 081121 1394 1394 1394 1394 -8 0 769 +0
Total Volume and Open Interest 8,944 195,156 +188
London Coffee(LCE)
Nov08 081121 1768.00 1768.00 1768.00 1768.00 -6.00 0 75 +0
Jan09 081121 1813.00 1813.00 1813.00 1813.00 -6.00 9,331 74,226 -6,347
Total Volume and Open Interest 5,784 80,648 +892
London Sugar(LCE)
Mar09 081121 322.00 322.00 322.00 322.00 -0.50 1,092 24,827 -271
May09 081121 329.80 329.80 329.80 329.80 -0.70 200 9,153 +89
Aug09 081121 336.80 336.80 336.80 336.80 -0.90 131 6,124 -19
Oct09 081121 344.60 344.60 344.60 344.60 -0.90 15 3,069 -3
Dec09 081121 351.10 351.10 351.10 351.10 -0.60 0 877 +0
Total Volume and Open Interest 2,217 44,570 -150
Cotton(ICE)
Dec08 081121 39.35 41.95 39.35 40.99 +1.35 5,789 8,230 -3,011
Mar09 081121 39.87 42.38 39.86 41.80 +1.89 14,555 82,474 -1,059
May09 081121 40.60 42.51 40.51 41.80 +1.23 3,867 13,604 +790
Jul09 081121 41.80 43.39 41.72 42.40 +0.74 1,973 15,142 -288
Oct09 081121 45.25 45.25 45.25 45.25 +1.09 4 128 +1
Dec09 081121 45.75 46.99 45.25 46.13 +0.28 725 13,211 +65
Total Volume and Open Interest 17,275 138,047 -761
Lumber(CME)
Jan09 081121 195.8 201.2 195.4 197.9 +0.3 419 4,868 +39
Mar09 081121 213.2 215.8 212.4 213.3 -1.2 120 1,850 +26
May09 081121 229.0 232.3 228.7 231.9 +0.4 95 686 +41
Jul09 081121 234.7 236.0 234.7 235.0 +0.4 32 192 +21
Total Volume and Open Interest 689 7,545 +66
Crude Oil(NYM)
Jan09 081121 48.57 51.12 48.25 49.93 +0.51 274,669 299,554 +7,104
Feb09 081121 49.89 52.14 49.40 50.96 +0.55 60,054 69,490 +5,340
Mar09 081121 51.03 53.03 50.49 52.05 +0.61 28,878 54,500 +2,740
Apr09 081121 52.20 53.74 51.54 53.09 +0.63 14,538 39,315 +2,234
May09 081121 53.50 54.92 52.47 54.08 +0.64 10,827 29,248 +801
Jun09 081121 53.50 55.85 53.15 55.05 +0.66 20,112 103,065 +1,440
Jul09 081121 55.76 56.09 54.63 55.96 +0.65 4,201 25,458 +607
Aug09 081121 56.79 56.85 56.35 56.85 +0.63 1,938 23,652 +23
Sep09 081121 56.95 57.73 56.95 57.73 +0.60 2,438 20,530 +891
Oct09 081121 58.59 58.59 58.59 58.59 +0.56 1,694 16,143 +342
Nov09 081121 59.44 59.44 59.44 59.44 +0.51 2,009 15,513 +447
Dec09 081121 59.50 61.50 59.09 60.29 +0.46 23,027 103,597 +981
Jan10 081121 61.12 61.12 61.12 61.12 +0.41 632 16,878 -75
Feb10 081121 61.98 61.98 61.98 61.98 +0.41 306 7,932 -123
Mar10 081121 62.84 62.84 62.84 62.84 +0.41 1,958 11,691 +89
Apr10 081121 63.67 63.67 63.67 63.67 +0.40 193 2,861 -73
Total Volume and Open Interest 523,493 1,098,555 -24,049
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081121 48.675 51.125 48.025 49.925 +0.500 16,349 7,345 +1,880
Feb09 081121 49.925 52.050 49.400 50.950 +0.550 450 305 +42
Mar09 081121 51.000 52.725 50.725 52.050 +0.600 142 276 +87
Apr09 081121 53.150 53.625 52.350 53.100 +0.650 45 72 +15
May09 081121 54.075 54.075 54.075 54.075 +0.625 3 4 +0
Jun09 081121 55.050 55.050 55.050 55.050 +0.650 1 1 +0
Jul09 081121 55.950 55.950 55.950 55.950 +0.650 0 1 +0
Aug09 081121 56.850 56.850 56.850 56.850 +0.625 0 1 +0
Total Volume and Open Interest 9,857 6,055 -7,027
Heating Oil(NYM)
Dec08 081121 167.59 172.50 164.00 169.96 +2.37 22,910 22,553 -4,119
Jan09 081121 167.79 173.50 165.14 170.86 +2.21 28,677 59,647 +369
Feb09 081121 171.10 175.00 169.37 172.41 +2.16 8,121 21,549 +298
Mar09 081121 171.83 175.72 170.93 173.46 +2.16 2,618 20,699 +140
Apr09 081121 172.10 173.81 170.99 173.36 +2.01 1,765 10,706 -180
May09 081121 174.90 175.29 171.42 174.06 +2.01 1,715 11,794 +192
Jun09 081121 175.40 176.00 172.36 175.31 +2.01 2,779 19,230 +252
Jul09 081121 179.35 179.35 175.10 177.26 +2.16 737 7,094 +19
Aug09 081121 180.28 180.54 177.65 179.76 +2.11 1,443 3,804 +139
Sep09 081121 182.85 184.40 180.00 182.56 +2.06 808 7,425 +108
Oct09 081121 186.76 186.76 183.70 185.76 +2.06 360 2,624 +51
Nov09 081121 189.79 189.79 186.70 188.76 +2.06 272 1,919 +17
Total Volume and Open Interest 71,834 229,607 -641
Gasoline(NYMEX)
Dec08 081121 99.60 107.90 98.70 106.43 +5.73 28,105 35,049 -3,228
Jan09 081121 102.50 110.70 102.39 109.07 +5.08 23,681 69,845 +3,442
Feb09 081121 109.15 114.18 108.67 112.87 +4.98 7,705 11,966 +104
Mar09 081121 110.60 117.72 110.60 117.12 +5.03 6,252 13,970 +145
Apr09 081121 129.81 133.05 128.10 132.62 +4.88 2,299 13,485 -208
May09 081121 132.85 134.82 130.34 134.82 +4.83 1,682 7,643 +81
Jun09 081121 134.50 137.02 132.26 137.02 +4.83 1,507 8,064 -243
Jul09 081121 134.25 138.87 134.25 138.87 +4.78 1,627 4,426 +182
Aug09 081121 135.77 140.42 135.77 140.42 +4.73 529 2,349 +50
Sep09 081121 136.26 141.47 136.26 141.47 +4.68 651 2,822 -121
Total Volume and Open Interest 76,653 184,859 +871
e-miNY RBOB Gasoline(NYM)
Dec08 081121 106.43 106.43 106.43 106.43 +5.73      
Jan09 081121 109.07 109.07 109.07 109.07 +5.08      
Feb09 081121 112.87 112.87 112.87 112.87 +4.98      
Mar09 081121 117.12 117.12 117.12 117.12 +5.03      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081121 6.301 6.548 6.252 6.480 +0.164 66,851 27,332 -5,487
Jan09 081121 6.391 6.608 6.329 6.503 +0.117 43,245 129,471 -781
Feb09 081121 6.395 6.643 6.395 6.540 +0.093 10,258 43,318 +290
Mar09 081121 6.410 6.615 6.384 6.515 +0.073 11,497 79,264 +601
Apr09 081121 6.380 6.592 6.380 6.480 +0.053 7,600 54,703 -182
May09 081121 6.605 6.639 6.474 6.530 +0.036 4,628 35,456 -506
Jun09 081121 6.700 6.747 6.591 6.645 +0.031 1,168 23,222 -130
Jul09 081121 6.857 6.885 6.721 6.775 +0.026 1,835 20,512 +272
Aug09 081121 6.890 6.964 6.823 6.877 +0.028 957 20,162 +305
Sep09 081121 6.965 7.037 6.866 6.920 +0.026 1,082 16,754 +117
Oct09 081121 7.020 7.120 6.957 7.010 +0.028 4,647 33,741 +879
Nov09 081121 7.416 7.475 7.331 7.375 +0.038 676 16,885 -77
Dec09 081121 7.690 7.840 7.690 7.760 +0.033 2,483 26,450 +469
Jan10 081121 8.035 8.090 7.969 8.010 +0.033 1,650 19,339 +137
Feb10 081121 8.050 8.076 8.004 8.015 +0.033 160 8,017 -3
Mar10 081121 7.897 7.927 7.831 7.840 +0.033 509 16,922 +35
Total Volume and Open Interest 161,447 743,662 +1,608
Brent Crude Oil(ICE)
Jan09 081121 47.80 50.14 47.40 49.19 +1.11 126,395 110,464 -316
Feb09 081121 49.53 51.80 49.13 50.90 +1.11 53,652 106,403 +2,499
Mar09 081121 50.65 52.88 50.60 52.34 +1.10 25,175 49,862 +5,257
Apr09 081121 53.59 54.20 51.96 53.66 +1.10 13,018 19,152 +1,978
May09 081121 54.00 55.37 53.20 54.90 +1.12 8,920 18,257 +474
Jun09 081121 55.12 56.74 54.35 56.07 +1.12 17,044 38,222 +1,272
Jul09 081121 56.99 57.25 55.50 57.25 +1.11 3,860 13,088 +437
Aug09 081121 57.95 58.40 57.20 58.40 +1.10 2,441 11,191 +82
Sep09 081121 59.05 59.44 58.25 59.44 +1.07 2,967 11,923 +1,112
Oct09 081121 59.94 60.31 59.94 60.31 +1.01 2,071 6,941 -227
Nov09 081121 60.78 61.07 60.78 61.07 +0.92 2,223 9,782 -409
Dec09 081121 60.48 62.73 60.48 61.80 +0.85 14,649 61,210 +2,169
Jan10 081121 62.65 62.65 62.65 62.65 +0.88 0 9,100 -299
Feb10 081121 63.54 63.54 63.54 63.54 +0.87 0 3,563 +244
Total Volume and Open Interest 204,401 548,561 +941
Gas Oil(ICE)
Dec08 081121 521.50 534.00 517.00 520.75 -9.00 35,434 57,695 -3,096
Jan09 081121 528.75 541.25 524.50 527.75 -9.50 34,400 73,753 +733
Feb09 081121 542.50 547.75 533.50 536.75 -9.00 10,446 29,103 +101
Mar09 081121 548.50 555.00 542.75 544.75 -8.75 4,685 15,892 -218
Apr09 081121 558.50 561.50 548.50 551.75 -8.50 3,446 15,986 +137
May09 081121 564.75 568.50 558.25 558.75 -8.00 2,808 16,584 -196
Jun09 081121 571.00 576.50 562.50 565.75 -7.50 3,821 35,950 +382
Jul09 081121 578.25 586.25 572.00 575.50 -7.50 1,080 11,218 +82
Aug09 081121 588.00 595.75 581.50 585.25 -7.50 636 8,764 +171
Sep09 081121 595.75 603.25 589.25 593.00 -7.50 533 6,366 +98
Total Volume and Open Interest 101,663 354,063 -1,502
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081121 1.600 1.600 1.551 1.578 -0.065 16 251 -24
Jan09 081121 1.560 1.580 1.545 1.563 -0.058 2 395 -1
Feb09 081121 1.589 1.594 1.540 1.560 -0.061 1 205 +0
Mar09 081121 1.599 1.599 1.590 1.590 -0.031 19 277 +5
Apr09 081121 1.565 1.605 1.565 1.600 -0.020 15 345 +12
May09 081121 1.600 1.600 1.600 1.600 -0.060 4 177 +4
Jun09 081121 1.605 1.605 1.605 1.605 -0.055 2 170 +2
Total Volume and Open Interest 78 3,015 -8
US Dollar Index(ICE)
Dec08 081121 88.690 88.735 87.045 88.415 +0.120 3,347 35,444 -393
Mar09 081121 89.140 89.140 88.000 89.055 +0.120 101 2,187 +10
Jun09 081121 89.725 89.725 89.725 89.725 +0.060 0 87 +0
Total Volume and Open Interest 4,912 38,101 -213
Australian Dollar(CME)
Dec08 081121 61.05 63.21 60.64 61.68 +0.55 203 62,925 +839
Mar09 081121 61.96 62.80 60.48 61.49 +0.57 532 1,750 +535
Jun09 081121 61.32 61.32 60.72 61.32 +0.60 0 304 +0
Total Volume and Open Interest 26,949 63,783 +576
British Pound(CME)
Dec08 081121 147.29 150.59 146.96 147.75 -0.36 3 105,327 -1,075
Mar09 081121 147.50 150.71 147.24 147.90 -0.26 37 6,762 +2,284
Jun09 081121 147.96 150.25 147.43 147.96 -0.18 0 1,171 +0
Total Volume and Open Interest 74,939 112,066 -362
Canadian Dollar(CME)
Dec08 081121 77.11 78.87 76.95 77.69 -0.13 431 82,129 +883
Mar09 081121 77.36 78.90 77.05 77.77 -0.08 394 4,843 +93
Jun09 081121 77.27 78.69 77.19 77.81 -0.08 0 1,556 +26
Sep09 081121 78.20 78.40 77.34 77.87 -0.04 236 1,365 -183
Total Volume and Open Interest 28,225 89,666 +231
Japanese Yen(CME)
Dec08 081121 106.30 106.85 104.20 105.02 -0.59 4 120,543 +5,631
Mar09 081121 106.53 107.05 104.84 105.55 -0.53 0 1,766 +76
Jun09 081121 106.03 107.37 105.48 105.97 -0.48 0 3,661 -1
Total Volume and Open Interest 113,765 120,276 -8,661
Swiss Franc(CME)
Dec08 081121 81.71 82.18 81.34 81.75 -0.06 50 40,197 +566
Mar09 081121 82.00 82.50 81.72 82.09 -0.03 50 1,533 +240
Jun09 081121 82.39 82.42 82.19 82.39 -0.03 0 291 +1
Total Volume and Open Interest 39,614 41,223 +350
EuroFX(CME)
Dec08 081121 124.42 126.30 124.15 124.96 -0.04 36 141,047 -1,426
Mar09 081121 124.34 126.21 124.00 124.92 +0.02 133 26,704 +113
Jun09 081121 124.59 125.75 124.38 124.92 +0.03 0 626 +0
Total Volume and Open Interest 219,849 170,675 +6,220
Mexican Peso(CME)
Dec08 081121 714.5 726.5 701.0 717.0 -0.2 187 40,898 +146
Jan09 081121 709.0 709.2 709.0 709.0 -0.2      
Total Volume and Open Interest 5,255 41,929 +1,195
30-Year T-Bonds(CBOT)
Dec08 081121 127~285 128~120 124~235 126~095 +0~165 461,506 609,682 -59,204
Mar09 081121 126~250 127~055 123~175 125~040 +0~165 126,193 125,022 +44,026
Jun09 081121 123~240 123~240 123~075 123~240 +0~165 12 106 +93
Total Volume and Open Interest 297,461 749,901 +6,061
10-Year T-Notes(CBOT)
Dec08 081121 121~125 121~155 119~290 120~155 -0~075 985,951 1,032,841 -43,539
Mar09 081121 119~025 119~025 117~180 118~070 -0~050 174,499 215,362 +46,976
Jun09 081121 117~070 117~120 117~070 117~070 -0~050      
Total Volume and Open Interest 805,029 1,244,766 +18,814
5-Year T-Notes(CBOT)
Dec08 081121 118~070 118~085 117~112 118~060 +0~002 471,191 0 +0
Mar09 081121 115~124 116~001 115~044 115~112 -0~002 57,589 0 +0
Jun09 081121 115~112 115~115 115~112 115~112 -0~002      
Total Volume and Open Interest 496,044 1,279,983 +1,130
2 Year T-Notes(CBOT)
Dec08 081121 108~095 108~103 108~069 108~088 -0~008 14,045 593,041 -38,626
Mar09 081121 107~105 107~107 107~076 107~095 +0~001 7,146 39,273 +12,142
Jun09 081121 107~095 107~095 107~095 107~095 +0~001      
Total Volume and Open Interest 189,881 658,798 -13,088
Eurodollars(CME)
Dec08 081121 98.082 98.090 97.875 97.997 -0.070 6,501 1,580,800 +12,898
Mar09 081121 98.280 98.285 98.025 98.085 -0.155 16,895 1,286,828 +10,568
Jun09 081121 98.235 98.245 97.985 98.055 -0.135 3,229 987,829 -4,033
Sep09 081121 98.170 98.175 97.900 97.980 -0.135 3,174 912,983 +1,273
Dec09 081121 98.040 98.050 97.745 97.840 -0.145 10,457 823,166 +17,332
Mar10 081121 98.000 98.025 97.685 97.795 -0.150 4,965 605,383 -1,598
Jun10 081121 97.870 97.900 97.530 97.655 -0.145 2,607 383,511 -12,622
Sep10 081121 97.675 97.710 97.330 97.460 -0.145 3,353 340,384 -2,896
Dec10 081121 97.430 97.435 97.035 97.155 -0.150 2,571 255,215 +110
Mar11 081121 97.115 97.185 96.840 96.940 -0.165 1,566 202,783 -2,448
Jun11 081121 97.000 97.000 96.625 96.690 -0.190 1,316 209,571 +1,760
Sep11 081121 96.720 96.745 96.425 96.470 -0.205 2,241 138,906 -519
Dec11 081121 96.440 96.540 96.220 96.260 -0.215 1,280 91,218 -381
Mar12 081121 96.290 96.485 96.155 96.215 -0.205 424 94,538 -265
Jun12 081121 96.165 96.360 96.035 96.100 -0.195 373 71,179 -1,003
Sep12 081121 96.175 96.265 95.930 96.010 -0.185 1,161 60,703 -698
Dec12 081121 95.985 95.990 95.795 95.885 -0.170 759 54,303 +34
Mar13 081121 96.020 96.020 95.760 95.860 -0.160 504 52,549 -171
Total Volume and Open Interest 1,429,121 8,302,930 +26,383
30 Day Federal Funds(CBOT)
Nov08 081121 99.610 99.610 99.530 99.585 -0.013 25 98,321 -2,164
Dec08 081121 99.605 99.610 99.505 99.560 -0.050 25 63,676 -2,128
Jan09 081121 99.580 99.580 99.510 99.545 -0.035 100 63,295 -1,118
Feb09 081121 99.565 99.565 99.515 99.545 -0.020 310 66,634 -4,430
Mar09 081121 99.525 99.530 99.470 99.505 -0.025 50 43,540 +648
Apr09 081121 99.540 99.540 99.435 99.460 -0.040 361 34,306 -715
Total Volume and Open Interest 45,239 476,434 +275
30 Day Fed Funds(e-CBOT)
Nov08 081121 99.610 99.610 99.530 99.558 -0.052 3,848 98,321 -2,164
Dec08 081121 99.605 99.605 99.505 99.560 -0.065 8,221 63,676 -2,128
Jan09 081121 99.580 99.580 99.510 99.560 -0.050 10,044 63,295 -1,118
Feb09 081121 99.565 99.565 99.515 99.560 -0.040 11,485 66,634 -4,430
Mar09 081121 99.525 99.525 99.470 99.505 -0.065 5,988 43,540 +648
Apr09 081121 99.540 99.540 99.435 99.460 -0.075 3,113 34,306 -715
Total Volume and Open Interest 49,292 466,339 -10,095
3-Mth Euro-Yen(CME)
Dec08 081121 99.17 99.17 99.17 99.17 -0.13 80 3,987 -1
Mar09 081121 99.26 99.26 99.26 99.26 -0.03 0 4,968 +0
Jun09 081121 99.34 99.34 99.34 99.34 -0.01 80 958 +80
Sep09 081121 99.31 99.31 99.31 99.31 -0.04 0 480 +0
Dec09 081121 99.31 99.31 99.31 99.31 -0.01 0 100 -1
Mar10 081121 99.20 99.20 99.20 99.20 -0.01      
Jun10 081121 99.14 99.14 99.14 99.14 -0.01      
Sep10 081121 99.12 99.12 99.12 99.12 unch      
Dec10 081121 99.12 99.12 99.12 99.12 +0.01      
Mar11 081121 99.03 99.03 99.03 99.03 unch      
Total Volume and Open Interest 160 10,493 +78
3-Mth Euro-Yen(SGX)
Dec08 081121 99.16 99.18 99.15 99.15 -0.02 1,160 20,477 -250
Mar09 081121 99.25 99.28 99.24 99.24 -0.02 71 12,430 +0
Jun09 081121 99.36 99.38 99.32 99.32 -0.03 0 5,463 +0
Sep09 081121 99.39 99.40 99.29 99.29 -0.03 251 3,029 +144
Dec09 081121 99.35 99.35 99.29 99.29 +0.00 81 974 +0
Mar10 081121 99.18 99.18 99.18 99.18 +0.00 0 880 +0
Jun10 081121 99.12 99.12 99.12 99.12 +0.01 0 513 +0
Sep10 081121 99.10 99.10 99.10 99.10 +0.01 0 252 +0
Total Volume and Open Interest 1,562 46,244 +0
Japanese Gov't Bonds(SGX)
Dec08 081120 139.07 139.36 138.96 139.26 +0.88 1,145 9,621 -86
Mar09 081121 139.21 139.21 139.21 139.21 -0.05      
Jun09 081121 139.21 139.21 139.21 139.21 -0.05      
Total Volume and Open Interest 1,743 10,091 +179
Euro-Bund(EUREX)
Dec08 081117 118.61 118.84 118.39 118.74 -0.02 646,904 1,056,281 -5,207
Mar09 081117 118.71 118.92 118.53 118.86 -0.05 2,421 18,003 -924
Jun09 081117 119.64 119.64 119.64 119.64 -0.02 42 0 +0
Total Volume and Open Interest 649,367 1,074,284 -6,131
Euro-Bobl(EUREX)
Dec08 081121 114.85 114.88 114.25 114.57 -0.43 483,336 967,716 -9,198
Mar09 081121 114.81 114.86 114.25 114.66 -0.11 14,937 38,890 +9,542
Jun09 081121 115.09 115.09 115.09 115.09 -0.17      
Total Volume and Open Interest 498,273 1,006,606 -11,232
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081117 97.170 97.275 97.170 97.275 +0.085 83 5,494 +16
Jun09 081117 97.325 97.445 97.325 97.445 +0.110 12 2,870 +0
Total Volume and Open Interest 429 37,298 -46
Long Gilt(LIFFE)
Dec08 081121 116~26 117~13 116~10 116~27 +0~09 124,414 339,692 +1,949
Mar09 081121 115~29 116~08 115~15 115~30 +0~09 2,278 27,066 +1,622
Total Volume and Open Interest 72,508 363,187 -2,945
3-Mth Short Sterling(LIFFE)
Dec08 081121 96.67 96.71 96.61 96.70 +0.02 42,891 444,887 -11,503
Mar09 081121 97.37 97.43 97.25 97.42 +0.04 62,225 428,910 +620
Jun09 081121 97.53 97.60 97.40 97.57 +0.06 47,082 300,949 +2,938
Sep09 081121 97.49 97.54 97.36 97.52 +0.04 53,327 214,593 -1,215
Dec09 081121 97.24 97.29 97.13 97.26 +0.01 40,604 241,267 +4,302
Mar10 081121 97.04 97.11 96.94 97.08 +0.03 29,237 166,574 -2,838
Total Volume and Open Interest 345,701 2,032,134 -31,363
3-Mth Euribor(LIFFE)
Dec08 081121 96.665 96.690 96.585 96.665 -0.015 79,323 825,136 +3,791
Mar09 081121 97.470 97.470 97.330 97.430 -0.005 91,410 626,458 +9,349
Jun09 081121 97.635 97.635 97.445 97.595 +0.005 91,994 555,611 +7,789
Total Volume and Open Interest 558,666 3,635,340 +36,034
3-Mth Aus T-Bills(SFE)
Dec08 081121 95.77 96.00 95.77 95.90 +0.13 11,965 749,216 +1,580
Mar09 081121 96.71 97.02 96.71 96.92 +0.21 14,412 344,018 +6,499
Jun09 081121 96.74 97.00 96.74 96.91 +0.20 6,766 187,132 +2,277
Sep09 081121 96.54 96.83 96.54 96.71 +0.19 4,275 123,079 +958
Dec09 081121 96.19 96.43 96.19 96.32 +0.16 1,894 82,344 +723
Mar10 081121 95.71 95.98 95.70 95.85 +0.18 1,651 42,652 +905
Jun10 081121 95.21 95.51 95.21 95.34 +0.16 1,316 34,857 +558
Sep10 081121 94.84 95.10 94.80 94.92 +0.15 1,103 18,646 +553
Dec10 081121 94.70 94.71 94.54 94.54 +0.08 12 3,858 -128
Mar11 081121 94.55 94.57 94.40 94.40 +0.09 3 797 -72
Total Volume and Open Interest 52,235 1,587,457 +13,653
10-Year Aus T-Bonds(SFE)
Dec08 081121 95.46 95.46 95.31 95.37 +0.13 29,835 371,135 +11,567
Mar09 081121 95.32 95.32 95.32 95.32 +0.13      
Total Volume and Open Interest 34,459 371,135 +11,567
3-Year Aus T-Bonds(SFE)
Dec08 081121 96.33 96.54 96.32 96.47 +0.15 54,182 601,530 +9,212
Mar09 081121 96.20 96.20 96.20 96.20 +0.07 0 13 +13
Total Volume and Open Interest 68,288 601,543 +9,225
Gold(CMX)
Dec08 081121 745.8 802.8 742.5 791.8 +43.1 118,163 98,080 -11,141
Feb09 081121 746.7 803.1 743.2 792.4 +43.0 19,879 89,568 +4,934
Apr09 081121 746.0 803.0 746.0 793.4 +43.0 607 23,847 +253
Jun09 081121 746.1 804.2 745.1 794.8 +43.0 2,651 23,739 +144
Aug09 081121 796.5 796.5 796.5 796.5 +43.1 80 11,845 +40
Oct09 081121 798.4 798.4 798.4 798.4 +43.2 115 3,006 +100
Dec09 081121 756.2 810.0 756.2 800.4 +43.4 423 12,758 +142
Feb10 081121 802.7 802.7 802.7 802.7 +43.7 14 696 +0
Apr10 081121 805.0 805.0 805.0 805.0 +44.0 10 35 +0
Jun10 081121 807.3 807.3 807.3 807.3 +44.3 35 2,236 +0
Aug10 081121 809.9 809.9 809.9 809.9 +44.7 100 100 +0
Total Volume and Open Interest 172,286 290,560 +860
Silver(CMX)
Dec08 081121 896.0 966.0 890.0 948.0 +45.5 26,967 28,737 -1,775
Mar09 081121 897.0 967.5 893.5 950.5 +45.6 7,706 34,765 +1,744
May09 081121 924.5 962.5 921.0 951.9 +45.7 852 6,204 -107
Jul09 081121 919.0 968.0 919.0 952.7 +45.7 810 7,874 +267
Sep09 081121 953.7 953.7 953.7 953.7 +45.9 50 3,180 +0
Dec09 081121 900.5 971.5 898.5 954.9 +45.9 81 3,547 +34
Mar10 081121 956.9 956.9 956.9 956.9 +45.9 50 754 +0
Total Volume and Open Interest 36,584 91,929 +76
Platinum(NYMEX)
Jan09 081121 778.0 831.9 772.0 825.7 +35.6 2,450 15,968 -22
Apr09 081121 823.0 834.4 817.0 830.2 +34.8 132 1,141 +120
Total Volume and Open Interest 1,360 17,011 +280
Palladium(NYMEX)
Dec08 081121 179.45 188.90 174.50 178.85 -0.60 1,963 5,380 -652
Mar09 081121 179.00 189.85 179.00 180.25 -0.80 1,496 8,188 +587
Jun09 081121 187.00 187.00 182.40 182.40 -0.65 5 19 +0
Total Volume and Open Interest 2,908 13,652 +297
Copper(CMX)
Dec08 081121 154.05 164.40 152.15 157.90 +0.35 14,871 18,102 -2,672
Mar09 081121 154.45 164.70 152.50 157.90 -0.10 9,781 43,565 +2,074
May09 081121 156.00 164.30 154.00 159.20 -0.20 296 4,247 +93
Jul09 081121 162.80 162.80 160.40 160.40 -0.35 112 1,762 -60
Sep09 081121 163.50 164.90 161.45 161.45 -0.40 63 1,604 -45
Total Volume and Open Interest 21,930 80,577 -6
Aluminum(CMX)
Nov08 081121 0.80 0.80 0.80 0.80 -80.80      
Dec08 081121 0.81 0.81 0.81 0.81 -81.54      
Jan09 081121 0.82 0.82 0.82 0.82 -82.28      
Feb09 081121 0.83 0.83 0.83 0.83 -83.02      
Mar09 080724 140.85 140.85 140.85 140.85 -2.00      
Apr09 080724 141.35 141.35 141.35 141.35 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec08 081121 7525 8075 7445 8036 +549 3,427 26,896 +296
Mar09 081121 7503 7988 7503 7988 +549 53 195 +0
Jun09 081121 7956 7956 7407 7956 +549      
Sep09 081121 7916 7916 7367 7916 +549      
Total Volume and Open Interest 2,026 26,795 +271
S & P 500(CME)
Dec08 081121 750.30 802.50 739.00 792.00 +43.70 67,201 607,928 +361
Mar09 081121 757.50 802.00 737.00 789.80 +43.80 1,028 16,528 +285
Jun09 081121 789.30 801.10 736.10 789.30 +44.20 1,400 8,343 -50
Sep09 081121 786.30 797.70 732.70 786.30 +44.60 0 768 +0
Total Volume and Open Interest 53,524 632,971 -3,502
S & P 500 E-Mini(Globex)
Dec08 081121 755.00 797.75 739.10 797.75 +49.50 4,471,459 3,180,412 +73,836
Mar09 081121 746.00 799.75 737.25 789.75 +43.75 16,239 111,941 +6,220
Total Volume and Open Interest 3,436,733 3,218,096 +39,964
NASDAQ 100(CME)
Dec08 081121 1044.80 1093.00 1016.00 1091.00 +51.50 5,088 32,485 +1,093
Mar09 081121 1093.30 1093.30 1092.00 1093.30 +51.80 32 36 +29
Jun09 081121 1095.00 1095.00 1093.80 1095.00 +51.70 0 5 +0
Total Volume and Open Interest 4,776 31,404 +29
NASDAQ 100 E-Mini(Globex)
Dec08 081121 1043.50 1093.00 1017.80 1091.00 +51.50 584,821 367,567 -2,594
Mar09 081121 1055.80 1094.00 1021.00 1093.30 +51.80 362 685 +45
Total Volume and Open Interest 469,514 372,429 +8,416
S & P Midcap 400(CME)
Dec08 081121 427.00 443.00 405.00 433.40 +17.80 155 6,550 -287
Mar09 081121 432.50 436.70 432.50 432.50 +17.80      
Jun09 081121 430.70 434.90 430.70 430.70 +17.80      
Total Volume and Open Interest 170 6,837 -57
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Dec08 080724 816.80 816.80 792.60 796.30 +156.00      
Total Volume and Open Interest 288,105 630,143  
Nikkei 225(CME)
Dec08 081121 7340 8010 7310 7895 +190 78,769 264,805 +3,715
Mar09 081121 7385 8005 7345 7910 +210 331 1,163 -22
Total Volume and Open Interest 79,100 266,218 +3,693
Nikkei 225(SGX)
Dec08 081121 7340 8010 7310 7895 +190 78,769 264,805 +3,715
Mar09 081121 7385 8005 7345 7910 +210 331 1,163 -22
Jun09 081121 7825 7825 7825 7825 +210 0 158 +0
Total Volume and Open Interest 79,100 266,218 +3,693
CAC 40(EURONEXT)
Nov08 081121 2935.0 3042.0 2927.5 2943.5 -40.0 229,959 535,485 -29,857
Dec08 081121 2930.0 3039.0 2833.0 2881.0 -99.0 94,241 324,301 +45,117
Jan09 081121 2990.0 3036.0 2842.5 2886.5 -100.0 95 1,312 +48
Total Volume and Open Interest 349,884 850,381 +63,114
Hang Seng Index(HKFE)
Nov08 081121 11900 13099 11770 12516 +319 7,245 5,800 +4,975
Dec08 081121 11880 13088 11786 12517 +318 174 781 +420
Total Volume and Open Interest 7,423 6,675 +5,414
DAX(EUREX)
Dec08 081121 4189.0 4307.5 4034.0 4089.0 -149.0 256,828 206,156 -10,969
Mar09 081121 4197.5 4331.5 4066.0 4113.5 -149.5 1,864 13,612 -79
Jun09 081121 4243.5 4358.0 4097.5 4139.0 -149.0 774 3,321 +52
Total Volume and Open Interest 259,466 223,089 -10,996
FT-SE 100(EURONEXT)
Dec08 081121 3875.00 3959.00 3703.00 3779.50 -85.00 209,046 757,534 +5,091
Mar09 081121 3861.00 3927.50 3699.50 3751.50 -86.00 223 8,956 -53
Jun09 081121 3730.50 3730.50 3730.50 3730.50 -85.00 0 75 +0
Total Volume and Open Interest 144,541 761,527 -3,823
SPI 200(SFE)
Dec08 081121 3388.0 3484.0 3211.0 3432.0 +34.0 43,159 371,824 -1,095
Mar09 081121 3258.0 3398.0 3220.0 3388.0 +33.0 6 1,825 -2
Jun09 081121 3258.0 3379.0 3195.0 3379.0 +26.0 47 2,519 -40
Total Volume and Open Interest 46,298 377,293 -1,061
GSCI(CME)
Dec08 081121 371.25 371.25 363.00 368.00 +2.75 201 15,359 -26
Jan09 081121 374.00 376.00 369.00 374.00 +2.00 0 5 +0
Feb09 081121 380.00 381.00 374.00 380.00 +2.00      
Total Volume and Open Interest 110 15,390 +46
RJ/CRB Index(ICE)
Jan09 081121 349.00 352.50 349.00 349.00 +2.00 5 869 +0
Feb09 081121 353.50 353.50 351.00 351.00 +2.00 0 6 +0
Apr09 081121 356.00 356.00 356.00 356.00 +2.00 0 400 +0
Total Volume and Open Interest 0 2 +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

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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!