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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 January 11, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 080111 1275.00 1296.00 1274.00 1286.00 +42.00 926 1,801 -621
Mar08 080111 1285.00 1310.25 1284.00 1298.75 +38.50 16,429 266,855 -5,714
May08 080111 1300.00 1327.50 1300.00 1317.00 +39.50 5,007 77,773 +322
Jul08 080111 1313.00 1341.00 1313.00 1330.75 +39.00 6,580 64,985 +53
Aug08 080111 1318.00 1325.00 1315.00 1315.00 +40.00 323 4,162 -73
Sep08 080111 1286.00 1286.00 1286.00 1286.00 +50.00 30 2,735 +25
Nov08 080111 1235.00 1245.00 1235.00 1245.00 +50.00 5,900 110,990 +2,528
Total Volume and Open Interest 36,157 555,418 -2,826
Soybean Meal(CBOT)
Jan08 080111 347.00 352.80 347.00 351.00 +9.50 599 1,799 -1,024
Mar08 080111 353.50 361.50 353.50 358.60 +10.40 9,337 103,320 +65
May08 080111 360.50 366.50 360.50 363.80 +10.00 5,603 46,787 -821
Jul08 080111 365.00 371.50 364.50 367.50 +10.00 6,182 35,512 +2,488
Aug08 080111 358.00 365.00 358.00 362.70 +12.50 1,421 6,833 +463
Sep08 080111 351.00 357.00 350.50 355.00 +14.50 793 6,400 +86
Oct08 080111 339.00 341.50 337.50 340.50 +19.00 295 5,566 +123
Dec08 080111 333.50 338.20 333.50 338.00 +19.80 2,312 25,472 +1,320
Total Volume and Open Interest 27,059 235,333 +2,948
Soybean Oil(CBOT)
Jan08 080111 51.70 52.49 51.50 52.10 +1.25 93 920 -869
Mar08 080111 52.10 53.10 52.00 52.66 +1.39 10,709 167,402 -2,175
May08 080111 52.65 53.65 52.65 53.16 +1.25 3,473 41,807 +1,509
Jul08 080111 53.15 54.19 53.15 53.76 +1.30 3,395 38,277 +1,260
Aug08 080111 53.45 54.30 53.45 53.99 +1.37 1,194 5,956 +6
Sep08 080111 53.55 54.30 53.55 54.20 +1.50 86 5,156 +35
Oct08 080111 53.00 54.25 53.00 54.00 +1.75 73 4,840 +16
Dec08 080111 53.55 54.55 53.55 54.35 +1.65 2,435 29,528 +899
Total Volume and Open Interest 22,003 295,808 +929
Canola(WCE)
Jan08 080111 559.8 559.8 559.8 559.8 +24.0 11 18 -409
Mar08 080111 549.2 576.8 547.5 573.2 +24.0 7,667 92,868 -7,498
May08 080111 562.0 586.5 562.0 585.1 +23.7 2,723 13,011 +3,427
Jul08 080111 570.9 595.2 570.8 593.9 +24.2 1,728 16,880 +3,685
Total Volume and Open Interest 14,138 161,630 +4,621
Corn(CBOT)
Mar08 080111 495.00 495.00 495.00 495.00 +20.00 19,308 595,169 +194
May08 080111 506.25 506.25 506.25 506.25 +20.00 5,447 159,380 +751
Jul08 080111 516.00 516.00 516.00 516.00 +20.00 3,601 163,688 +3,087
Sep08 080111 514.00 514.00 514.00 514.00 +20.00 796 32,243 +742
Dec08 080111 513.25 513.25 512.50 513.25 +20.00 9,131 309,388 +2,336
Mar09 080111 519.00 519.00 518.00 519.00 +20.00 800 21,222 +258
Total Volume and Open Interest 40,090 1,355,668 +8,063
Wheat(CBOT)
Mar08 080111 904.00 912.50 885.00 909.25 +26.75 9,837 192,901 -3,818
May08 080111 918.00 922.50 900.00 922.50 +30.00 1,952 62,524 +2,209
Jul08 080111 805.00 806.00 798.00 806.00 +30.00 2,075 103,126 -80
Sep08 080111 814.50 814.50 808.00 814.50 +30.00 312 19,611 +22
Dec08 080111 827.00 828.00 820.00 828.00 +30.00 673 40,795 -204
Total Volume and Open Interest 14,989 434,732 -1,635
Wheat(KCBT)
Mar08 080111 919.00 924.00 912.00 924.00 +30.00 11,032 62,062 -362
May08 080111 934.00 934.00 921.00 934.00 +30.00 2,139 11,972 +489
Jul08 080111 848.50 848.50 848.50 848.50 +30.00 2,804 31,867 +385
Sep08 080111 855.75 855.75 853.00 855.75 +30.00 531 5,448 +167
Dec08 080111 864.00 864.00 859.00 864.00 +30.00 263 3,924 +78
Total Volume and Open Interest 16,919 118,978 +870
Wheat(MGE)
Mar08 080111 1050.00 1062.75 1038.00 1062.75 +30.00 5,579 31,887 -1,203
May08 080111 1018.00 1025.00 1008.00 1025.00 +30.00 2,286 12,880 +894
Jul08 080111 971.75 971.75 961.75 971.75 +30.00 663 3,394 +355
Sep08 080111 914.00 919.00 914.00 919.00 +30.00 1,393 6,849 +272
Dec08 080111 900.00 908.00 900.00 908.00 +30.00 863 6,987 +130
Total Volume and Open Interest 10,813 62,501 +462
Oats(CBOT)
Mar08 080111 334.75 339.00 334.00 336.00 +9.00 534 10,969 +176
May08 080111 343.00 346.00 343.00 344.00 +9.00 151 1,031 +70
Jul08 080111 352.00 355.00 351.75 352.00 +8.00 23 290 +4
Sep08 080111 342.00 342.00 342.00 342.00 +3.00 0 45 +0
Total Volume and Open Interest 758 13,470 +274
Rough Rice(CBOT)
Jan08 080111 14.35 14.35 14.26 14.26 -0.09 0 17 +0
Mar08 080111 14.56 14.63 14.42 14.57 -0.03 115 14,202 +31
May08 080111 14.87 14.88 14.79 14.88 -0.02 47 783 +49
Jul08 080111 15.10 15.10 15.10 15.10 unch 1 1,171 +31
Total Volume and Open Interest 180 18,181 +190
Live Cattle(CME)
Feb08 080111 92.750 92.800 91.300 91.350 -1.850 27,040 72,992 -11,776
Apr08 080111 95.450 95.600 94.500 95.500 -0.500 30,645 97,745 +10,919
Jun08 080111 93.950 94.550 93.850 94.100 -0.230 7,427 34,807 +1,532
Aug08 080111 96.600 97.450 96.500 96.550 -0.280 4,782 19,855 +804
Oct08 080111 101.000 101.750 101.000 101.285 +0.135 1,869 8,662 +773
Dec08 080111 102.000 102.885 102.000 102.285 +0.335 701 5,679 +355
Total Volume and Open Interest 73,030 243,490 +3,077
Feeder Cattle(CME)
Jan08 080111 100.100 100.400 99.300 99.500 -2.250 1,305 4,439 -505
Mar08 080111 103.200 103.250 102.200 102.500 -2.285 2,361 16,305 +8
Apr08 080111 106.100 106.400 105.600 105.700 -2.230 982 4,895 +171
May08 080111 108.600 108.900 107.800 108.050 -2.050 904 5,801 +80
Aug08 080111 109.500 110.050 109.400 109.900 -1.450 593 3,380 +261
Sep08 080111 109.700 110.000 109.300 110.000 -0.900 49 218 +25
Oct08 080111 109.500 110.000 109.300 110.000 -0.700 24 201 +23
Total Volume and Open Interest 6,250 35,397 +76
Lean Hogs(CME)
Feb08 080111 55.550 55.950 53.900 54.000 -1.535 25,920 65,217 -8,078
Apr08 080111 62.400 63.000 61.700 62.250 -0.250 22,889 69,245 +7,311
May08 080111 70.300 70.700 69.430 70.330 +0.030 245 2,747 +51
Jun08 080111 74.300 75.000 73.650 74.635 +0.305 7,129 31,794 +564
Jul08 080111 74.450 75.050 74.300 74.785 +0.285 1,291 12,352 +91
Aug08 080111 73.650 74.300 73.400 74.200 +0.900 597 6,495 +116
Oct08 080111 70.000 70.850 69.500 69.800 +0.450 995 7,951 +567
Dec08 080111 70.500 71.550 70.500 71.285 +1.285 672 13,322 +300
Total Volume and Open Interest 59,989 209,916 +1,064
Pork Bellies(CME)
Feb08 080111 84.200 84.750 83.580 84.000 -0.400 217 1,110 -39
Mar08 080111 84.150 85.400 84.100 84.100 unch 43 372 +4
May08 080111 86.350 87.300 86.350 86.580 +0.180 33 365 +13
Jul08 080111 87.500 87.850 86.350 86.350 +0.050 60 168 +6
Aug08 080111 86.500 86.500 86.500 86.500 unch 2 59 +2
Total Volume and Open Interest 355 2,074 -14
Class III Milk(CME)
Jan08 080111 19.52 19.52 19.30 19.30 -0.10 186 3,779 -105
Feb08 080111 18.05 18.05 17.80 17.85 -0.02 265 3,485 +28
Mar08 080111 17.40 17.40 17.20 17.20 +0.13 363 3,147 +137
Apr08 080111 16.65 16.65 16.55 16.55 +0.07 124 2,639 -13
May08 080111 16.35 16.35 16.34 16.34 +0.11 63 2,350 +15
Total Volume and Open Interest 1,289 28,461 +136
Cocoa(ICE)
Mar08 080111 2174 2181 2138 2162 -4 7,863 105,148 -844
May08 080111 2191 2191 2165 2177 -1 2,220 32,562 +559
Jul08 080111 2186 2187 2186 2187 -2 2,160 14,294 +1,416
Sep08 080111 2188 2188 2188 2188 +2 182 9,876 -3
Dec08 080111 2205 2205 2192 2192 +2 599 15,713 -163
Mar09 080111 2198 2198 2198 2198 +2 32 5,449 +31
May09 080111 2202 2202 2202 2202 +5 4 2,385 +3
Total Volume and Open Interest 13,060 185,435 +999
Coffee "C"(ICE)
Mar08 080111 136.80 137.40 135.10 136.30 -0.35 14,882 110,899 -270
May08 080111 139.00 139.70 138.90 139.00 -0.30 2,368 30,750 +700
Jul08 080111 141.95 142.15 141.55 141.55 -0.30 1,168 9,196 +267
Sep08 080111 144.45 144.45 143.90 143.90 -0.30 539 9,360 +219
Dec08 080111 147.35 147.35 147.35 147.35 -0.30 105 6,027 +11
Mar09 080111 150.60 150.60 150.60 150.60 -0.30 135 4,140 +58
Total Volume and Open Interest 19,309 173,287 +1,062
Orange Juice(ICE)
Jan08 080111 132.40 132.40 132.40 132.40 unch 41 7 -25
Mar08 080111 133.50 136.00 132.75 134.00 +0.60 1,416 18,000 -161
May08 080111 137.00 137.00 135.50 135.70 +0.55 65 4,172 +34
Jul08 080111 138.00 138.00 137.00 137.45 +0.20 100 1,089 +30
Sep08 080111 139.45 139.45 139.45 139.45 -0.10 91 602 +47
Nov08 080111 139.45 139.45 139.45 139.45 -0.10 31 442 +31
Total Volume and Open Interest 1,754 25,215 -34
Sugar #11(ICE)
Mar08 080111 11.39 11.72 11.30 11.32 -0.07 97,416 522,063 +9,652
May08 080111 11.80 12.09 11.72 11.73 -0.07 39,035 144,272 +6,943
Jul08 080111 12.08 12.23 12.00 12.00 -0.03 22,760 113,281 +4,175
Oct08 080111 12.43 12.61 12.43 12.43 -0.01 18,834 101,387 +114
Mar09 080111 13.05 13.19 13.00 13.01 +0.01 7,799 59,932 +670
Total Volume and Open Interest 193,963 1,041,418 +20,441
Sugar #14(ICE)
Mar08 080111 20.28 20.28 20.28 20.28 -0.02 46 3,188 +44
May08 080111 20.30 20.30 20.30 20.30 -0.01 16 4,010 +2
Jul08 080111 20.52 20.52 20.52 20.52 unch 6 2,012 -1
Sep08 080111 20.83 20.83 20.83 20.83 +0.04 6 1,452 +0
Nov08 080111 21.00 21.00 21.00 21.00 +0.09 0 410 +0
Total Volume and Open Interest 74 11,103 +45
London Cocoa(LCE)
Mar08 080111 1127 1140 1114 1135 +10 6,412 77,050 +1,995
May08 080111 1145 1157 1132 1152 +9 2,349 28,379 +73
Jul08 080111 1170 1182 1162 1178 +9 2,417 55,504 +74
Sep08 080111 1157 1169 1145 1165 +13 374 23,209 +257
Dec08 080111 1150 1165 1145 1165 +13 448 28,376 +293
Mar09 080111 1160 1166 1147 1166 +12 200 6,813 +95
May09 080111 1176 1176 1176 1176 +12 0 386 +0
Total Volume and Open Interest 12,200 219,732 +2,787
London Coffee(LCE)
Jan08 080111 1994.00 2020.00 1994.00 2003.00 +14.00 1,740 4,039 -1,571
Mar08 080111 2016.00 2041.00 2015.00 2029.00 +15.00 15,146 85,800 -1,872
May08 080111 2031.00 2062.00 2031.00 2048.00 +17.00 3,312 21,626 -150
Jul08 080111 2059.00 2078.00 2056.00 2062.00 +17.00 1,727 7,751 +337
Sep08 080111 2070.00 2070.00 2067.00 2070.00 +16.00 206 9,892 +169
Nov08 080111 2077.00 2078.00 2073.00 2075.00 +16.00 118 1,143 +93
Total Volume and Open Interest 22,718 133,245 -2,569
London Sugar(LCE)
Mar08 080111 329.20 333.80 326.20 327.50 -1.30 8,307 53,229 +407
May08 080111 335.00 339.10 331.40 333.70 -0.50 1,969 13,809 +17
Aug08 080111 335.50 340.00 334.80 335.70 +0.10 899 7,084 -52
Oct08 080111 339.60 344.20 337.00 340.20 +0.40 1,412 7,526 +339
Dec08 080111 344.70 347.20 343.70 346.00 +0.60 50 1,751 +25
Total Volume and Open Interest 12,732 89,092 +751
Cotton(ICE)
Mar08 080111 68.10 69.96 66.96 69.96 +3.00 32,272 141,222 -8,935
May08 080111 69.65 71.64 69.65 71.64 +3.00 3,309 29,215 +993
Jul08 080111 71.60 73.40 71.60 73.40 +3.00 2,308 30,207 +1,009
Oct08 080111 75.25 75.85 75.25 75.85 +3.00 31 510 +31
Dec08 080111 75.90 77.56 75.90 77.56 +3.00 5,058 49,354 +452
Mar09 080111 79.90 79.90 79.90 79.90 +2.70 64 1,776 +24
Total Volume and Open Interest 43,073 254,743 -6,408
Lumber(CME)
Jan08 080111 209.3 211.0 208.5 209.2 -2.0 360 489 -157
Mar08 080111 235.7 237.2 235.3 237.2 +0.8 657 7,543 +73
May08 080111 252.0 255.5 252.0 255.5 +1.6 147 854 +13
Jul08 080111 267.0 272.0 265.3 272.0 +4.5 92 312 +18
Total Volume and Open Interest 1,278 9,334 -26
Crude Oil(NYM)
Feb08 080111 93.55 93.68 92.45 92.69 -1.02 315,910 221,440 -20,317
Mar08 080111 92.90 93.00 92.00 92.16 -1.05 154,522 290,688 +15,686
Apr08 080111 92.05 92.45 91.70 91.70 -0.98 46,343 87,214 +3,987
May08 080111 91.40 91.50 91.31 91.31 -0.91 20,027 64,564 +773
Jun08 080111 90.94 90.94 90.94 90.94 -0.83 27,831 82,051 +471
Jul08 080111 90.58 90.58 90.58 90.58 -0.77 3,889 28,595 -28
Aug08 080111 90.23 90.23 90.23 90.23 -0.73 1,777 20,441 -846
Sep08 080111 89.88 89.88 89.88 89.88 -0.70 2,083 38,987 +115
Oct08 080111 89.54 89.54 89.54 89.54 -0.67 62 31,672 -16
Nov08 080111 89.84 89.84 89.21 89.21 -0.63 2,263 22,010 -2,081
Dec08 080111 88.88 88.88 88.88 88.88 -0.59 18,441 177,137 +669
Jan09 080111 88.53 88.53 88.53 88.53 -0.57 815 24,463 +362
Feb09 080111 88.20 88.20 88.20 88.20 -0.55 1,471 13,052 +422
Mar09 080111 87.87 87.87 87.87 87.87 -0.53 498 5,896 +36
Apr09 080111 87.55 87.55 87.55 87.55 -0.51 352 11,643 -352
May09 080111 87.27 87.27 87.27 87.27 -0.49 178 13,660 -19
Total Volume and Open Interest 607,815 1,425,137 +1,998
Heating Oil(NYM)
Feb08 080111 256.00 257.00 253.59 253.59 -2.14 41,412 62,595 -5,730
Mar08 080111 255.00 255.00 252.45 252.45 -2.53 24,185 59,875 +1,969
Apr08 080111 251.00 251.00 248.95 248.95 -2.68 11,372 20,119 +1,377
May08 080111 247.00 247.00 245.60 245.60 -2.68 4,706 11,692 +6
Jun08 080111 244.00 244.10 243.25 243.25 -2.68 6,682 17,307 -366
Jul08 080111 242.75 242.75 242.75 242.75 -2.68 514 6,729 -70
Aug08 080111 245.00 245.00 242.85 242.85 -2.73 166 1,712 -4
Sep08 080111 243.80 243.80 243.80 243.80 -2.73 400 4,932 +131
Oct08 080111 247.60 247.60 245.60 245.60 -2.63 94 1,504 +15
Nov08 080111 248.60 248.60 247.40 247.40 -2.53 344 1,159 +270
Dec08 080111 251.75 251.75 249.15 249.15 -2.43 2,096 9,695 +592
Jan09 080111 251.00 251.00 250.30 250.30 -2.38 210 2,898 +99
Total Volume and Open Interest 92,626 207,452 -1,579
Gasoline(NYMEX)
Feb08 080111 236.69 237.53 230.61 232.03 -3.98 46,232 57,085 -1,522
Mar08 080111 241.17 241.25 234.64 236.11 -3.74 26,866 57,655 +3,091
Apr08 080111 253.80 254.69 248.50 250.16 -3.14 17,266 29,891 +256
May08 080111 255.11 255.11 249.78 251.26 -2.89 12,994 26,680 +2,567
Jun08 080111 252.11 252.80 249.78 251.06 -2.74 8,041 18,668 +508
Jul08 080111 250.01 250.93 248.42 249.66 -2.44 2,951 5,170 +561
Aug08 080111 247.25 248.35 246.52 247.21 -2.14 1,089 3,276 -60
Sep08 080111 244.02 244.75 242.84 243.76 -1.89 1,475 5,969 +14
Oct08 080111 231.00 231.50 229.70 230.56 -1.39 548 2,580 -88
Nov08 080111 227.95 227.95 225.72 226.71 -1.24 662 1,656 +161
Total Volume and Open Interest 118,997 222,205 +5,916
e-MiNY RBOB Gasoline(NYMEX)
Feb08 071228 252.50 252.50 247.82 247.82 -4.10 0 10 +0
Mar08 080111 236.11 236.11 236.11 236.11 -3.74 1 10 +0
Apr08 080111 250.16 250.16 250.16 250.16 -3.14 0 2 +0
May08 080111 251.26 251.26 251.26 251.26 -2.89      
Total Volume and Open Interest 3 34 +2
Natural Gas(NYM)
Feb08 080111 8.310 8.410 8.095 8.210 -0.049 64,768 75,902 -4,422
Mar08 080111 8.230 8.295 8.100 8.182 -0.011 40,854 131,977 +5,147
Apr08 080111 8.125 8.215 8.110 8.132 +0.004 21,220 63,527 -1,881
May08 080111 8.160 8.162 8.140 8.162 +0.004 10,558 55,034 +59
Jun08 080111 8.235 8.235 8.229 8.229 +0.001 2,178 27,821 +424
Jul08 080111 8.310 8.360 8.215 8.304 +0.001 1,919 24,238 +182
Aug08 080111 8.380 8.380 8.290 8.372 +0.001 2,565 22,882 +200
Sep08 080111 8.380 8.416 8.380 8.380 -0.001 1,618 15,991 -147
Oct08 080111 8.450 8.452 8.450 8.452 -0.001 6,199 44,039 +1,666
Nov08 080111 8.733 8.733 8.717 8.717 +0.019 2,723 27,779 +728
Dec08 080111 8.980 9.022 8.960 9.022 +0.039 4,590 24,629 +1,355
Jan09 080111 9.196 9.237 9.196 9.237 +0.054 3,984 48,191 +510
Feb09 080111 9.208 9.242 9.208 9.242 +0.047 546 8,505 +244
Mar09 080111 8.995 9.017 8.995 9.017 +0.042 3,350 34,717 +677
Apr09 080111 8.095 8.157 8.095 8.157 +0.027 1,757 31,557 +37
May09 080111 8.140 8.144 8.140 8.144 +0.027 1,133 23,197 +438
Total Volume and Open Interest 172,806 868,093 +6,426
Brent Crude Oil(ICE)
Feb08 080111 92.85 93.24 90.83 91.07 -1.15 100,325 70,145 -2,981
Mar08 080111 92.50 92.88 90.51 90.77 -1.11 94,682 123,979 -9,983
Apr08 080111 92.35 92.50 90.33 90.60 -1.04 46,089 78,461 +8,596
May08 080111 91.97 91.97 90.09 90.36 -1.00 14,579 20,338 -38
Jun08 080111 91.66 91.67 89.84 90.10 -0.95 14,416 32,569 -598
Jul08 080111 91.36 91.38 89.88 89.88 -0.89 4,454 11,386 -346
Aug08 080111 89.95 90.25 89.67 89.67 -0.84 1,574 8,855 -192
Sep08 080111 90.73 90.73 89.43 89.43 -0.80 0 9,777 +460
Oct08 080111 90.52 90.52 89.16 89.16 -0.76 0 7,973 +454
Nov08 080111 88.89 88.89 88.89 88.89 -0.70 0 6,250 +408
Dec08 080111 89.70 89.78 88.50 88.63 -0.67 15,329 47,891 -3,708
Jan09 080111 88.38 88.38 88.38 88.38 -0.68 0 11,585 +225
Feb09 080111 88.13 88.13 88.13 88.13 -0.70 0 4,496 +29
Mar09 080111 87.91 87.91 87.91 87.91 -0.69 0 4,341 +0
Total Volume and Open Interest 297,687 538,334 -5,149
Gas Oil(ICE)
Feb08 080111 806.25 810.25 791.25 797.50 -7.00 74,769 74,053 -9,184
Mar08 080111 798.50 804.00 785.50 792.00 -6.50 37,518 44,506 +381
Apr08 080111 795.00 797.25 779.25 785.75 -6.25 7,301 14,961 +550
May08 080111 789.00 791.25 774.25 780.50 -5.75 2,923 16,168 +689
Jun08 080111 785.00 788.50 770.75 777.00 -5.25 5,491 32,808 -509
Jul08 080111 782.00 782.50 770.50 776.75 -4.75 1,112 7,309 -222
Aug08 080111 784.00 784.50 773.00 778.50 -4.75 531 3,718 +112
Sep08 080111 786.00 786.50 775.50 780.25 -5.00 224 2,899 -40
Oct08 080111 781.00 781.00 781.00 781.00 -4.75 43 2,209 +25
Nov08 080111 781.25 781.25 781.25 781.25 -4.25 18 1,616 +0
Total Volume and Open Interest 162,523 241,794 -24,022
US Dollar Index(ICE)
Mar08 080111 76.035 76.105 75.870 76.040 +0.040 3,256 31,429 +289
Jun08 080111 76.080 76.120 76.080 76.120 +0.040 14 5,644 -8
Sep08 080111 76.200 76.260 76.200 76.260 +0.040 0 501 +0
Total Volume and Open Interest 3,270 37,574 +281
Australian Dollar(CME)
Mar08 080111 89.04 89.04 88.63 88.63 -0.52 3,545 81,706 +6,537
Jun08 080111 87.93 87.93 87.93 87.93 -0.52 0 460 +18
Sep08 080111 87.12 87.12 87.12 87.12 -0.52 0 76 +0
Total Volume and Open Interest 3,546 82,371 +6,556
British Pound(CME)
Mar08 080111 195.30 195.45 195.16 195.23 -0.38 1,484 85,022 -1,080
Jun08 080111 194.42 194.42 194.42 194.42 -0.48 1 322 -1
Sep08 080111 193.61 193.61 193.61 193.61 -0.49 0 9 +0
Total Volume and Open Interest 1,485 85,411 -1,081
Canadian Dollar(CME)
Mar08 080111 97.96 98.18 97.96 98.01 -1.07 2,594 74,541 -1,132
Jun08 080111 97.75 97.96 97.75 97.95 -1.08 0 3,828 +7
Sep08 080111 97.85 97.85 97.85 97.85 -1.08 2 1,320 -4
Dec08 080111 97.74 97.74 97.74 97.74 -1.08 2 669 +11
Total Volume and Open Interest 2,599 80,481 -1,116
Japanese Yen(CME)
Mar08 080111 92.41 92.41 92.17 92.37 +0.52 2,003 175,334 +7,901
Jun08 080111 93.03 93.03 93.03 93.03 +0.47 502 26,090 +751
Sep08 080111 93.67 93.67 93.67 93.67 +0.45 0 485 +0
Total Volume and Open Interest 2,505 201,961 +8,652
Swiss Franc(CME)
Mar08 080111 90.98 91.18 90.95 91.10 +0.26 2,299 65,925 +4,025
Jun08 080111 91.32 91.32 91.32 91.32 +0.22 0 224 +62
Sep08 080111 91.50 91.50 91.50 91.50 +0.22 0 24 +1
Total Volume and Open Interest 2,299 66,214 +4,088
EuroFX(CME)
Mar08 080111 147.89 147.97 147.77 147.80 -0.11 2,303 183,383 +9,918
Jun08 080111 147.48 147.48 147.48 147.48 -0.20 1 2,334 -6
Sep08 080111 147.09 147.09 147.09 147.09 -0.24 0 559 +1
Total Volume and Open Interest 2,304 186,423 +9,916
Mexican Peso(CME)
Jan08 080111 916.8 916.8 913.0 913.0 -2.2 0 3 +0
Feb08 080111 911.0 911.0 911.0 911.0 -2.2 0 110 +0
Total Volume and Open Interest 2,192 83,205 -3,852
30-Year T-Bonds(CBOT)
Mar08 080111 117~14 118~16 117~06 118~08 +0~26 465,364 1,003,428 +10,903
Jun08 080111 117~13 117~20 117~02 117~18 +0~24 2,905 8,442 +2,470
Sep08 080111 117~02 117~02 117~02 117~02 +0~24 0 17 +0
Total Volume and Open Interest 468,269 1,011,893 +13,373
10-Year T-Notes(CBOT)
Mar08 080111 114~280 115~205 114~255 115~140 +0~200 1,384,342 2,318,592 +46,909
Jun08 080111 115~020 115~020 114~080 114~235 +0~185 21,824 19,506 +14,999
Sep08 071231 112~225 112~225 112~225 112~225 +112~225      
Total Volume and Open Interest 851,890 2,252,548  
5-Year T-Notes(CBOT)
Mar08 080111 111~225 112~000 111~210 111~315 +0~135 758,803 0 +0
Jun08 080111 111~260 111~260 111~260 111~260 +0~125 0 137 +137
Total Volume and Open Interest 758,803 137 +137
2 Year T-Notes(CBOT)
Mar08 080111 105~116 106~008 105~116 106~008 +0~028 1,646 1,055,724 +34,487
Jun08 080111 106~080 106~080 106~080 106~080 +0~099      
Total Volume and Open Interest 1,646 1,055,724  
Eurodollars(CME)
Mar08 080111 96.295 96.430 96.290 96.425 +0.190 46,382 1,726,731 +112,287
Jun08 080111 96.745 96.865 96.740 96.860 +0.170 29,709 1,608,187 +47,461
Sep08 080111 96.940 97.050 96.930 97.045 +0.165 35,845 1,467,299 +35,257
Dec08 080111 96.990 97.105 96.980 97.100 +0.160 30,248 1,504,804 +19,932
Mar09 080111 96.970 97.075 96.965 97.075 +0.155 19,688 1,127,251 +1,113
Jun09 080111 96.870 96.975 96.865 96.975 +0.145 23,654 731,809 +11,155
Sep09 080111 96.740 96.845 96.735 96.845 +0.135 28,515 642,227 +9,614
Dec09 080111 96.605 96.695 96.605 96.695 +0.120 16,051 434,895 +31,220
Mar10 080111 96.460 96.540 96.460 96.540 +0.105 9,409 275,284 +14,737
Jun10 080111 96.295 96.365 96.295 96.365 +0.095 7,705 265,182 +8,352
Sep10 080111 96.140 96.210 96.140 96.210 +0.095 15,082 171,767 +3,102
Dec10 080111 96.005 96.075 96.005 96.075 +0.095 8,425 125,722 +4,616
Mar11 080111 95.900 95.960 95.900 95.960 +0.095 1,411 106,608 +591
Jun11 080111 95.785 95.840 95.785 95.840 +0.090 2,042 92,754 +4,842
Sep11 080111 95.680 95.730 95.680 95.730 +0.085 5,697 74,479 +4,061
Dec11 080111 95.570 95.620 95.570 95.620 +0.085 1,459 59,859 -250
Mar12 080111 95.475 95.530 95.475 95.530 +0.080 717 55,244 +118
Jun12 080111 95.380 95.435 95.380 95.435 +0.080 1,412 49,266 +1,266
Total Volume and Open Interest 294,152 10,804,232 +318,002
30 Day Federal Funds(CBOT)
Jan08 080111 4.170 4.170 4.150 4.150 +0.040 424 126,226 -8,418
Feb08 080111 4.510 4.600 4.510 4.600 +0.130 876 125,921 +18,820
Mar08 080111 4.685 4.755 4.685 4.755 +0.135 175 44,995 -687
Apr08 080111 4.935 4.935 4.935 4.935 +0.155 48 23,723 +790
May08 080111 5.180 5.190 5.180 5.190 +0.165 244 19,301 -115
Jun08 080111 5.230 5.230 5.230 5.230 +0.165 40 7,552 -176
Total Volume and Open Interest 1,807 363,441 +10,174
30 Day Fed Funds(e-CBOT)
Jan08 080110 95.860 95.865 95.845 95.860 +0.005 10,234 0 +0
Feb08 080111 96.230 96.360 96.230 96.335 +0.105 82,447 0 +0
Mar08 080111 96.385 96.525 96.385 96.505 +0.125 12,685 0 +0
Apr08 080111 96.545 96.700 96.545 96.680 +0.155 9,194 0 +0
May08 080111 96.805 96.935 96.795 96.935 +0.165 4,334 0 +0
Jun08 080111 96.840 96.980 96.840 96.975 +0.160 1,439 0 +0
Total Volume and Open Interest 128,257    
3-Mth Euro-Yen(CME)
Mar08 080111 99.24 99.24 99.24 99.24 unch 600 8,978 -130
Jun08 080111 99.36 99.36 99.36 99.36 +0.03 140 6,387 +122
Sep08 080111 99.37 99.37 99.37 99.37 +0.04 201 4,410 +188
Dec08 080111 99.34 99.35 99.34 99.35 +0.05 102 2,165 +1
Mar09 080111 99.33 99.33 99.33 99.33 +0.06 4 662 +2
Jun09 080111 99.28 99.28 99.28 99.28 +0.06 0 156 +0
Sep09 080111 99.23 99.23 99.23 99.23 +0.07 0 350 +0
Dec09 080111 99.19 99.19 99.19 99.19 +0.07      
Mar10 080111 99.09 99.09 99.09 99.09 +0.03      
Jun10 080111 99.04 99.04 99.04 99.04 +0.03      
Total Volume and Open Interest 1,047 23,108 +183
3-Mth Euro-Yen(SGX)
Mar08 080111 99.24 99.24 99.23 99.24 0.00 1,454 51,328 +83
Jun08 080111 99.35 99.37 99.35 99.35 +0.01 983 18,928 -130
Sep08 080111 99.34 99.39 99.34 99.36 +0.02 1,127 19,886 +238
Dec08 080111 99.31 99.35 99.31 99.33 +0.03 1,239 15,925 +703
Mar09 080111 99.27 99.33 99.27 99.29 +0.03 52 5,742 -2
Jun09 080111 99.25 99.25 99.24 99.24 +0.03 0 1,254 +0
Sep09 080111 99.18 99.18 99.18 99.18 +0.02 0 558 +350
Dec09 080111 99.14 99.14 99.14 99.14 +0.02 0 260 +0
Total Volume and Open Interest 5,055 118,331 +1,442
Japanese Gov't Bonds(SGX)
Mar08 080111 137.69 138.27 137.63 137.95 +0.12 2,940 34,443 +100
Jun08 080111 137.95 137.95 137.95 137.95 +0.12      
Sep08 080111 137.95 137.95 137.95 137.95 +0.12      
Total Volume and Open Interest 2,940 34,443 +100
Euro-Bund(EUREX)
Mar08 080111 115.32 115.50 114.85 115.25 -0.03 1,165,301 1,212,902 +28,727
Jun08 080111 114.78 114.95 114.51 114.85 -0.04 1,147 262 +34
Sep08 080111 114.85 114.85 114.85 114.85 -0.03 841 0 +0
Total Volume and Open Interest 1,167,289 1,213,164 +28,761
Euro-Bobl(EUREX)
Mar08 080111 109.37 109.50 109.15 109.37 +0.07 595,338 1,084,793 +9,893
Jun08 080111 43.71 43.86 43.71 43.81 +0.07 106 3,513 -100
Sep08 080111 44.33 44.33 44.33 44.33 +0.07      
Total Volume and Open Interest 595,444 1,088,306 +9,793
3-Mth Euribor(EUREX)
Mar08 080111 95.470 95.490 95.465 95.490 +0.010 1,602 21,277 +1,198
Jun08 080111 95.620 95.635 95.595 95.635 +0.010 145 6,785 +49
Sep08 080111 95.810 95.825 95.775 95.825 +0.025 1,226 5,007 +267
Total Volume and Open Interest 3,217 40,084 +1,416
Long Gilt(LIFFE)
Mar08 080111 111~04 111~05 110~24 111~00 -0~05 89,687 366,220 +468
Jun08 080111 111~06 111~06 111~06 111~06 -0~05      
Total Volume and Open Interest 89,687 366,220 +468
3-Mth Short Sterling(LIFFE)
Mar08 080111 94.57 94.57 94.57 94.57 unch 179,430 464,262 +22,364
Jun08 080111 94.94 94.94 94.94 94.94 +0.04 116,685 600,556 +14,034
Sep08 080111 95.21 95.21 95.21 95.21 +0.08 87,248 442,942 +5,447
Dec08 080111 95.37 95.37 95.37 95.37 +0.08 87,209 426,450 -416
Mar09 080111 95.44 95.44 95.44 95.44 +0.07 50,367 313,584 -4,122
Jun09 080111 95.43 95.43 95.43 95.43 +0.06 35,513 192,237 +801
Total Volume and Open Interest 611,784 2,741,691 +43,093
3-Mth Euribor(LIFFE)
Mar08 080111 95.485 95.495 95.460 95.485 +0.005 114,388 637,997 -40
Jun08 080111 95.630 95.650 95.590 95.630 +0.005 122,606 659,898 +7,423
Sep08 080111 95.805 95.850 95.760 95.820 +0.025 155,774 547,251 +14,936
Total Volume and Open Interest 885,329 3,573,012 +36,460
3-Mth Aus T-Bills(SFE)
Mar08 080111 92.67 92.71 92.66 92.70 +0.01 25,730 335,750 +9,550
Jun08 080111 92.56 92.60 92.55 92.60 +0.01 22,754 256,857 -1,622
Sep08 080111 92.53 92.58 92.53 92.58 +0.01 21,075 158,279 +9,570
Dec08 080111 92.53 92.59 92.52 92.59 +0.03 7,796 76,875 +1,958
Mar09 080111 92.54 92.60 92.53 92.60 +0.04 664 50,812 -775
Jun09 080111 92.54 92.61 92.54 92.61 +0.04 674 46,076 +404
Sep09 080111 92.58 92.63 92.58 92.61 +0.04 1,027 27,647 +625
Dec09 080111 92.60 92.62 92.60 92.62 +0.04 587 4,442 +330
Mar10 080111 92.63 92.63 92.63 92.63 +0.03 0 651 +0
Jun10 080111 92.64 92.64 92.64 92.64 +0.03 50 380 +50
Total Volume and Open Interest 80,357 958,341 +20,090
10-Year Aus T-Bonds(SFE)
Mar08 080111 93.87 93.90 93.83 93.90 unch 23,173 481,242 +3,394
Jun08 080111 93.90 93.90 93.90 93.90 unch      
Total Volume and Open Interest 23,173 481,242 +3,394
3-Year Aus T-Bonds(SFE)
Mar08 080111 93.33 93.40 93.32 93.39 +0.04 59,879 584,501 -26,918
Jun08 080111 93.39 93.39 93.39 93.39 +0.04      
Total Volume and Open Interest 59,879 584,501 -26,918
Gold(CMX)
Feb08 080111 892.0 900.1 891.5 897.7 +4.1 180,840 281,819 -5,948
Apr08 080111 899.2 906.5 899.2 904.4 +4.0 31,751 116,984 +16,136
Jun08 080111 903.5 912.5 903.5 910.2 +3.8 5,240 55,185 +2,146
Aug08 080111 915.3 915.3 915.3 915.3 +3.6 2,234 31,470 +1,671
Oct08 080111 920.0 920.0 920.0 920.0 +3.5 268 3,738 +163
Dec08 080111 924.6 924.6 924.6 924.6 +3.4 544 28,233 +93
Feb09 080111 929.4 929.4 929.4 929.4 +3.3 107 22,445 +98
Apr09 080111 933.9 933.9 933.9 933.9 +3.2 100 4,180 +0
Jun09 080111 938.6 938.6 938.6 938.6 +3.1 10 9,727 -5
Aug09 080111 943.6 943.6 943.6 943.6 +3.1 8 9 +0
Oct09 080111 948.5 948.5 948.5 948.5 +3.1      
Dec09 080111 953.5 953.5 953.5 953.5 +3.1 79 16,181 +75
Total Volume and Open Interest 221,330 586,473 +14,452
Silver(CMX)
Mar08 080111 1621.0 1638.0 1606.5 1637.0 +9.5 41,021 84,692 +1,737
May08 080111 1634.5 1648.9 1634.5 1648.9 +9.1 1,904 17,679 +55
Jul08 080111 1652.0 1658.3 1652.0 1658.3 +8.6 395 21,678 +109
Sep08 080111 1658.0 1666.3 1657.0 1666.3 +8.1 277 18,041 +248
Dec08 080111 1672.0 1677.7 1668.0 1677.7 +7.7 958 16,966 +106
Mar09 080111 1690.1 1690.1 1690.1 1690.1 +7.7 101 737 +101
May09 080111 1698.7 1698.7 1698.7 1698.7 +7.7 2 4 +0
Total Volume and Open Interest 45,100 171,533 +2,661
Platinum(NYMEX)
Jan08 080111 1568.2 1568.2 1568.2 1568.2 +9.9 2 156 -2
Apr08 080111 1565.0 1570.0 1565.0 1569.4 +5.7 3,254 19,042 +104
Jul08 080111 1570.1 1570.1 1570.1 1570.1 +6.7 5 0 +0
Oct08 080111 1578.6 1578.6 1578.6 1578.6 +6.7      
Total Volume and Open Interest 3,261 19,198 +102
Palladium(NYMEX)
Mar08 080111 380.50 381.50 380.00 381.30 +0.50 637 14,747 +17
Jun08 080111 385.65 385.65 385.65 385.65 +0.45 90 1,603 +27
Sep08 080111 390.35 390.35 390.35 390.35 +0.45 22 273 +0
Total Volume and Open Interest 750 17,300 +44
Copper(CMX)
Mar08 080111 326.50 330.40 326.00 330.40 +2.25 12,890 53,806 +1,497
May08 080111 328.65 332.40 328.65 332.40 +2.30 1,835 11,320 +703
Jul08 080111 329.10 332.90 329.10 332.90 +2.30 173 2,702 +24
Sep08 080111 328.90 332.75 328.90 332.75 +2.20 45 1,406 -7
Dec08 080111 328.10 331.80 328.10 331.80 +2.05 58 1,979 +18
Total Volume and Open Interest 15,355 77,978 +2,196
Aluminum(CMX)
Jan08 080111 110.00 110.00 110.00 110.00 +1.00      
Feb08 080111 110.00 110.00 110.00 110.00 +1.00      
Mar08 080111 110.00 110.00 110.00 110.00 +1.00      
Apr08 080111 110.00 110.00 110.00 110.00 +1.00      
May08 080111 110.00 110.00 110.00 110.00 +1.00      
Jun08 080111 110.00 110.00 110.00 110.00 +1.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080111 12788 12815 12590 12661 -183 6,022 27,259 +163
Jun08 080111 12710 12710 12710 12710 -190 16 48 +10
Sep08 080111 12775 12775 12775 12775 -195 0 1 +0
Dec08 080111 12845 12845 12845 12845 -206      
Total Volume and Open Interest 6,038 27,308 +173
S & P 500(CME)
Mar08 080111 1415.00 1423.50 1400.00 1407.80 -13.20 38,393 545,100 +2,169
Jun08 080111 1422.50 1422.50 1408.90 1413.50 -14.00 173 6,298 +94
Sep08 080111 1418.50 1418.50 1418.50 1418.50 -14.50 5 447 +0
Dec08 080111 1422.00 1422.00 1422.00 1422.00 -15.50 235 3,370 +151
Total Volume and Open Interest 38,806 555,223 +2,414
S & P 500 E-Mini(Globex)
Mar08 080111 1420.50 1423.75 1400.25 1407.75 -13.25 2,737,056 1,999,974 +11,177
Jun08 080111 1428.00 1429.25 1406.50 1413.50 -14.00 5,494 20,382 +4,080
Total Volume and Open Interest 2,742,550 2,020,363 +15,257
NASDAQ 100(CME)
Mar08 080111 1953.00 1955.00 1911.00 1925.50 -35.30 7,092 38,273 -390
Jun08 080111 1941.80 1941.80 1941.80 1941.80 -35.50 2 25 +0
Sep08 080111 1967.80 1967.80 1967.80 1967.80 -35.50      
Total Volume and Open Interest 7,094 38,298 -390
NASDAQ 100 E-Mini(Globex)
Mar08 080111 1960.00 1963.00 1912.30 1925.50 -35.30 639,029 325,151 -2,342
Jun08 080111 1976.80 1976.80 1928.80 1941.80 -35.50 158 460 -30
Total Volume and Open Interest 639,187 325,611 -2,372
S & P Midcap 400(CME)
Mar08 080111 806.00 806.50 798.00 799.40 -9.80 39 6,319 -20
Jun08 080111 806.65 806.65 806.65 806.65 -10.05      
Sep08 080111 814.55 814.55 814.55 814.55 -10.05 0 55 +0
Total Volume and Open Interest 39 6,376 -20
Russell 2000(CME)
Mar08 080111 717.50 718.50 707.25 708.10 -13.40 474 39,529 -282
Jun08 080111 710.45 710.45 710.45 710.45 -13.75 0 7 +0
Sep08 080111 716.45 716.45 716.45 716.45 -13.75 0 25 +0
Total Volume and Open Interest 474 39,561 -282
Russell 2000 E-Mini(Globex)
Mar08 080111 721.00 722.00 704.60 708.10 -13.40 375,992 638,449 +6,269
Jun08 080111 721.70 722.80 707.30 710.50 -13.70 77 94 +9
Sep08 080111 716.50 716.50 716.50 716.50 -13.70 0 1 +0
Total Volume and Open Interest 376,069 638,544 +6,278
Value Line(KCBT)
Mar08 080111 2305.00 2305.00 2305.00 2305.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080111 14490 14500 14105 14160 -205 60,544 198,999 -2,761
Jun08 080111 14170 14435 14055 14055 -280 0 74 -9
Total Volume and Open Interest 60,951 199,779 -2,610
Nikkei 225(SGX)
Mar08 080111 14490 14500 14105 14160 -205 60,544 198,999 -2,761
Jun08 080111 14170 14435 14055 14055 -280 0 74 -9
Sep08 080111 14075 14075 14075 14075 -280 0 40 +0
Total Volume and Open Interest 60,951 199,779 -2,610
CAC 40(EURONEXT)
Jan08 080111 5396.0 5415.0 5337.0 5375.0 -28.5 175,136 511,897 +2,616
Feb08 080111 5410.0 5429.0 5370.0 5392.0 -28.5 414 2,012 +6
Mar08 080111 5449.5 5449.5 5403.5 5414.0 -28.5 4,453 47,038 +3,712
Total Volume and Open Interest 180,325 562,654 +6,451
Hang Seng Index(HKFE)
Jan08 080111 27308 27659 26700 26765 -501 6,151 51,112 -9,992
Feb08 080111 27498 27700 26775 26847 -473 70 514 -199
Mar08 080111 27698 27698 26731 26799 -481 32 855 +0
Total Volume and Open Interest 6,253 52,558 -10,211
DAX(EUREX)
Mar08 080111 7770.0 7812.5 7721.5 7789.5 +4.0 224,817 225,993 +15,877
Jun08 080111 7856.0 7890.0 7814.0 7873.0 +4.0 419 17,640 -3
Sep08 080111 7944.0 7968.0 7906.5 7956.0 +3.5 168 525 +42
Total Volume and Open Interest 225,404 244,158 +15,916
FT-SE 100(EURONEXT)
Mar08 080111 6241.00 6249.50 6143.00 6203.50 -31.50 140,495 439,313 +1,593
Jun08 080111 6259.00 6261.50 6179.00 6227.00 -32.00 831 8,875 +743
Sep08 080111 6244.50 6244.50 6244.50 6244.50 -31.50 0 2,000 +0
Total Volume and Open Interest 141,326 450,188 +2,336
SPI 200(SFE)
Mar08 080111 6101.0 6109.0 5985.0 6004.0 -65.0 20,170 245,353 +3,638
Jun08 080111 6115.0 6115.0 6060.0 6062.0 -66.0 286 2,089 +77
Sep08 080111 6127.0 6127.0 6074.0 6074.0 -65.0 0 1,226 +0
Total Volume and Open Interest 20,519 249,393 +3,775
GSCI(CME)
Jan08 080111 608.00 608.00 605.00 606.40 -2.45 4,824 9,314 -4,505
Feb08 080111 607.00 608.40 603.20 606.10 -2.15 4,887 12,587 +4,226
Mar08 080111 606.00 606.00 606.00 606.00 -2.75      
Total Volume and Open Interest 9,711 21,901 -279
RJ/CRB Index(ICE)
Feb08 080111 485.00 490.50 485.00 490.50 +3.50 24 450 +2
Apr08 080111 489.50 492.50 489.00 492.50 +3.50 12 842 +2
Jun08 080111 491.50 495.50 491.50 495.50 +3.50 6 4 +1
Total Volume and Open Interest 63 1,334 -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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