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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 Wed January 16, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080116 1279.00 1280.00 1252.00 1277.00 -24.50 10,963 262,634 -1,793
May08 080116 1298.00 1298.00 1271.00 1296.50 -23.25 3,585 81,647 +103
Jul08 080116 1313.00 1315.50 1289.00 1314.25 -23.00 6,490 70,189 +1,412
Aug08 080116 1297.00 1308.50 1297.00 1304.00 -25.00 292 4,114 -232
Sep08 080116 1292.00 1292.00 1288.00 1288.00 -19.00 178 2,929 -15
Nov08 080116 1267.00 1278.00 1254.00 1274.00 -11.00 6,301 115,776 +1,039
Jan09 080116 1273.00 1284.00 1264.00 1284.00 -10.00 421 4,711 +203
Total Volume and Open Interest 29,138 567,775 +2,003
Soybean Meal(CBOT)
Mar08 080116 350.00 350.00 340.50 346.90 -9.20 8,275 100,313 -1,050
May08 080116 353.00 355.00 347.40 353.80 -8.20 3,205 48,306 +1,005
Jul08 080116 358.00 360.50 353.50 358.90 -8.80 2,868 36,332 -626
Aug08 080116 354.00 359.00 352.50 357.00 -7.20 1,016 7,922 +203
Sep08 080116 359.00 359.00 349.00 354.80 -5.20 796 6,200 -159
Oct08 080116 340.00 346.00 340.00 345.00 -3.20 824 5,464 +270
Dec08 080116 337.00 345.50 336.00 345.00 -0.70 1,569 28,206 +688
Jan09 080116 342.00 345.50 342.00 345.50 -0.70 16 1,980 -8
Total Volume and Open Interest 18,595 236,869 -314
Soybean Oil(CBOT)
Mar08 080116 52.80 52.80 51.86 52.73 -0.58 8,293 156,941 -3,468
May08 080116 53.30 53.40 52.47 53.38 -0.56 3,698 42,333 +596
Jul08 080116 53.90 53.96 53.15 53.96 -0.59 3,812 39,831 +282
Aug08 080116 54.35 54.35 53.60 54.33 -0.47 659 5,639 -197
Sep08 080116 54.55 54.55 53.70 54.53 -0.32 405 5,357 +187
Oct08 080116 54.60 54.60 53.80 54.35 -0.35 633 4,832 +198
Dec08 080116 54.80 54.95 54.30 54.93 -0.49 2,659 31,156 +696
Jan09 080116 54.70 55.00 54.70 55.00 -0.62 20 1,670 +20
Total Volume and Open Interest 20,217 288,668 -1,866
Canola(WCE)
Jan08 080114 576.0 576.0 567.3 567.3 +7.5 0 6 -12
Mar08 080116 572.4 573.3 559.1 571.9 -3.0 10,886 92,855 -2,689
May08 080116 572.9 586.1 572.7 585.1 -2.8 4,128 15,388 +715
Jul08 080116 595.0 596.0 582.1 595.2 -2.3 1,534 17,458 +384
Total Volume and Open Interest 18,564 167,548 -1,380
Corn(CBOT)
Mar08 080116 505.50 505.50 496.75 502.50 -6.50 24,466 584,846 -2,496
May08 080116 517.00 517.00 509.00 514.75 -6.75 11,807 174,556 +7,177
Jul08 080116 527.50 527.50 520.00 525.25 -7.25 7,204 170,461 +3,323
Sep08 080116 524.00 524.00 518.00 522.00 -6.25 1,042 34,352 +1,234
Dec08 080116 524.50 525.00 518.00 521.25 -7.75 12,884 325,131 +3,321
Mar09 080116 527.50 529.00 525.50 527.25 -7.25 495 22,961 +494
Total Volume and Open Interest 59,768 1,395,348 +14,495
Wheat(CBOT)
Mar08 080116 927.50 934.00 902.00 926.50 -5.50 4,246 186,489 +204
May08 080116 940.00 946.50 915.00 941.00 -4.00 2,691 68,486 +3,122
Jul08 080116 846.00 853.00 831.00 851.50 +1.25 2,734 110,617 +3,322
Sep08 080116 847.00 859.00 843.00 857.00 unch 441 19,987 +122
Dec08 080116 860.00 873.00 854.00 873.00 +2.00 1,376 42,950 +287
Total Volume and Open Interest 11,783 446,982 +8,843
Wheat(KCBT)
Mar08 080116 948.00 964.00 928.00 959.00 +3.00 9,404 60,843 -913
May08 080116 958.00 975.00 939.00 967.00 +1.25 2,874 12,023 -249
Jul08 080116 908.00 925.00 891.00 923.00 +14.50 7,698 34,048 +1,797
Sep08 080116 913.00 926.00 898.00 925.00 +9.25 921 5,548 +106
Dec08 080116 925.00 937.00 909.00 935.00 +11.00 1,820 5,151 +1,089
Total Volume and Open Interest 22,816 121,535 +1,900
Wheat(MGE)
Mar08 080116 1105.00 1137.75 1077.75 1134.75 +27.00 3,945 30,855 +10
May08 080116 1064.00 1100.75 1047.00 1088.00 +17.25 1,823 13,054 +71
Jul08 080116 1025.00 1040.00 1001.75 1025.00 +1.00 1,174 3,781 +410
Sep08 080116 972.00 994.00 963.00 987.00 +8.00 963 7,253 +337
Dec08 080116 975.00 988.00 958.00 978.00 +10.00 824 7,202 +370
Total Volume and Open Interest 8,733 62,756 +1,201
Oats(CBOT)
Mar08 080116 321.50 321.50 309.50 321.50 -8.00 382 10,948 -96
May08 080116 319.50 330.00 319.50 329.00 -8.00 124 1,186 +119
Jul08 080116 338.00 339.00 327.00 338.00 -8.00 9 537 +43
Sep08 080116 339.00 339.00 339.00 339.00 -8.00 0 45 +0
Total Volume and Open Interest 534 14,095 +73
Rough Rice(CBOT)
Jan08 080114 14.28 14.28 14.28 14.28 +0.02 10 8 -9
Mar08 080116 14.27 14.27 13.95 14.15 -0.24 104 13,891 -125
May08 080116 14.50 14.50 14.47 14.47 -0.22 1 965 +22
Jul08 080116 14.69 14.75 14.69 14.75 -0.21 1 1,239 +8
Total Volume and Open Interest 130 18,364 -59
Live Cattle(CME)
Feb08 080116 90.750 91.680 90.000 90.050 -0.750 18,640 48,226 -7,366
Apr08 080116 94.300 95.050 93.350 93.400 -0.900 24,340 123,211 +727
Jun08 080116 93.950 94.400 93.400 93.500 -0.550 6,227 40,130 +1,630
Aug08 080116 96.200 96.600 95.500 95.580 -0.705 1,425 21,041 +217
Oct08 080116 100.700 100.850 100.150 100.150 -0.700 1,091 10,847 +345
Dec08 080116 101.650 101.750 101.050 101.135 -0.595 655 6,781 +180
Total Volume and Open Interest 52,565 254,705 -4,153
Feeder Cattle(CME)
Jan08 080116 98.100 98.600 96.850 96.980 -0.820 799 4,342 -53
Mar08 080116 101.500 102.450 100.800 100.980 -0.120 2,715 16,470 +71
Apr08 080116 105.150 105.800 104.300 104.300 -0.430 1,268 5,821 +148
May08 080116 107.250 108.050 106.750 106.750 -0.150 895 6,026 +126
Aug08 080116 109.050 109.980 108.700 108.700 -0.230 682 4,103 +82
Sep08 080116 109.000 109.900 109.000 109.000 +0.170 23 324 +6
Oct08 080116 109.150 109.900 109.100 109.250 +0.300 23 286 +17
Total Volume and Open Interest 6,418 37,587 +406
Lean Hogs(CME)
Feb08 080116 54.350 54.800 54.200 54.450 -0.200 17,683 43,174 -5,986
Apr08 080116 62.000 62.150 61.000 61.100 -1.150 19,998 90,803 +3,628
May08 080116 70.900 70.900 69.200 69.300 -1.900 72 2,772 -4
Jun08 080116 74.250 74.350 72.800 73.350 -1.250 4,484 32,621 -365
Jul08 080116 75.330 75.400 73.850 73.950 -1.775 2,270 12,967 -125
Aug08 080116 75.100 75.100 73.800 74.600 -0.730 920 7,257 +192
Oct08 080116 71.250 71.300 70.050 70.600 -0.830 1,071 9,183 +7
Dec08 080116 72.100 72.100 71.100 71.700 -0.750 676 14,549 +287
Total Volume and Open Interest 47,304 214,737 -2,357
Pork Bellies(CME)
Feb08 080116 84.500 84.500 83.450 83.480 -1.170 200 1,094 -50
Mar08 080116 84.600 84.600 83.250 83.250 -1.000 106 388 +4
May08 080116 86.300 86.450 86.150 86.150 -0.050 6 394 +0
Jul08 080116 86.500 86.500 86.430 86.430 +0.130 9 185 +8
Aug08 080116 86.700 86.700 86.700 86.700 unch 0 59 +0
Total Volume and Open Interest 321 2,120 -38
Class III Milk(CME)
Jan08 080116 19.35 19.35 19.29 19.29 -0.06 147 4,163 +103
Feb08 080116 17.64 17.64 17.29 17.29 -0.40 222 3,858 +29
Mar08 080116 17.19 17.19 16.71 16.71 -0.50 337 3,710 +51
Apr08 080116 16.30 16.30 16.30 16.30 -0.33 74 2,870 +10
May08 080116 16.41 16.41 16.23 16.23 -0.25 56 2,484 +1
Total Volume and Open Interest 1,110 30,923 +261
Cocoa(ICE)
Mar08 080116 2172 2172 2133 2154 -32 10,199 104,879 +604
May08 080116 2165 2172 2150 2172 -33 3,202 36,848 +1,615
Jul08 080116 2175 2182 2175 2182 -34 541 15,747 +331
Sep08 080116 2187 2187 2187 2187 -33 282 10,460 +245
Dec08 080116 2196 2196 2196 2196 -27 177 16,561 +70
Mar09 080116 2204 2204 2204 2204 -28 18 5,501 +6
May09 080116 2205 2205 2205 2205 -29 1 2,386 +0
Total Volume and Open Interest 14,420 192,392 +2,871
Coffee "C"(ICE)
Mar08 080116 135.75 136.05 133.50 134.90 -1.95 18,933 112,131 +167
May08 080116 138.75 138.75 136.30 137.60 -1.95 5,578 34,819 +913
Jul08 080116 140.40 140.40 139.30 140.15 -1.95 769 10,178 +157
Sep08 080116 142.40 142.45 142.40 142.45 -2.00 718 9,110 +61
Dec08 080116 145.95 145.95 145.95 145.95 -1.85 386 6,454 +122
Mar09 080116 149.20 149.20 149.20 149.20 -1.85 164 4,357 +54
Total Volume and Open Interest 26,698 180,100 +1,535
Orange Juice(ICE)
Mar08 080116 137.10 139.00 135.00 138.10 -0.40 1,468 18,092 +408
May08 080116 138.75 139.60 138.00 139.60 -0.50 149 4,274 +74
Jul08 080116 141.15 141.15 141.15 141.15 -0.50 6 1,137 +2
Sep08 080116 142.50 142.50 142.50 142.50 -0.50 12 602 +2
Nov08 080116 142.50 142.50 142.50 142.50 -0.50 0 442 +0
Jan09 080116 142.00 143.60 142.00 143.60 -0.50 0 858 +0
Total Volume and Open Interest 1,635 25,452 +486
Sugar #11(ICE)
Mar08 080116 11.35 11.93 11.30 11.77 +0.30 44,807 532,707 -2,747
May08 080116 11.80 12.25 11.75 12.14 +0.22 20,317 154,617 +3,126
Jul08 080116 12.06 12.40 12.02 12.38 +0.21 10,809 121,799 +2,055
Oct08 080116 12.48 12.78 12.47 12.78 +0.17 8,539 105,922 -742
Mar09 080116 13.17 13.34 13.17 13.33 +0.17 10,202 58,802 -2,082
Total Volume and Open Interest 102,618 1,079,223 +883
Sugar #14(ICE)
Mar08 080116 20.22 20.22 20.22 20.22 -0.02 134 2,782 -35
May08 080116 20.30 20.30 20.30 20.30 -0.02 10 4,060 +0
Jul08 080116 20.50 20.50 20.50 20.50 -0.02 4 2,017 +4
Sep08 080116 20.74 20.74 20.74 20.74 unch 0 1,458 +0
Nov08 080116 20.98 20.98 20.98 20.98 -0.07 51 613 +51
Total Volume and Open Interest 199 10,961 +20
London Cocoa(LCE)
Mar08 080116 1124 1133 1111 1125 -7 8,288 78,434 +118
May08 080116 1143 1152 1130 1144 -7 5,093 32,737 +2,411
Jul08 080116 1168 1180 1160 1172 -6 1,523 56,128 +430
Sep08 080116 1154 1165 1144 1157 -7 1,688 24,935 +690
Dec08 080116 1155 1167 1149 1161 -5 799 29,090 +291
Mar09 080116 1160 1166 1150 1160 -7 83 6,999 +25
May09 080116 1170 1170 1170 1170 -7 0 386 +0
Total Volume and Open Interest 17,474 228,724 +3,965
London Coffee(LCE)
Jan08 080116 1968.00 1973.00 1960.00 1967.00 -11.00 239 2,876 -269
Mar08 080116 1990.00 2008.00 1987.00 1997.00 -4.00 8,515 81,614 -667
May08 080116 2016.00 2035.00 2011.00 2022.00 -5.00 3,356 23,630 +865
Jul08 080116 2033.00 2050.00 2030.00 2042.00 -3.00 1,366 9,489 +737
Sep08 080116 2057.00 2058.00 2043.00 2055.00 -1.00 536 9,947 -24
Nov08 080116 2057.00 2065.00 2055.00 2060.00 -1.00 6 1,162 +5
Total Volume and Open Interest 14,018 131,782 +647
London Sugar(LCE)
Mar08 080116 329.30 338.90 327.70 337.20 +7.90 6,612 63,458 +967
May08 080116 336.10 347.00 335.80 345.20 +8.20 2,054 16,212 +1,027
Aug08 080116 339.10 348.50 339.00 346.90 +7.10 186 7,273 +21
Oct08 080116 342.90 351.00 342.50 349.50 +5.70 111 7,540 -50
Dec08 080116 349.20 354.70 349.20 354.70 +5.80 3 1,774 +2
Total Volume and Open Interest 9,042 102,090 +1,997
Cotton(ICE)
Mar08 080116 70.85 71.70 70.15 71.31 -0.38 33,079 152,265 -771
May08 080116 72.30 73.40 72.00 73.03 -0.47 7,742 35,722 +4,341
Jul08 080116 74.05 75.10 73.90 74.88 -0.39 3,162 31,362 -67
Oct08 080116 77.55 77.55 77.55 77.55 -0.35 14 494 -8
Dec08 080116 78.55 79.55 78.25 79.43 -0.45 10,051 51,445 +1,371
Mar09 080116 81.75 81.75 81.75 81.75 -0.34 118 1,742 +83
Total Volume and Open Interest 54,275 275,922 +5,026
Lumber(CME)
Mar08 080116 232.5 235.1 231.3 231.6 -1.6 1,022 7,853 +32
May08 080116 251.9 254.0 249.6 250.6 -1.5 129 947 +50
Jul08 080116 269.0 271.0 264.1 269.7 -0.2 21 358 +23
Sep08 080116 280.8 280.8 280.8 280.8 -1.1 7 110 -1
Total Volume and Open Interest 1,744 9,397 -149
Crude Oil(NYM)
Feb08 080116 91.40 91.55 89.35 90.84 -1.06 316,087 161,539 -16,330
Mar08 080116 91.00 91.10 89.20 90.36 -1.37 161,060 365,246 +13,089
Apr08 080116 90.50 90.50 88.95 89.98 -1.44 46,462 90,215 -1,340
May08 080116 90.20 90.20 88.80 89.67 -1.42 24,409 67,755 +769
Jun08 080116 89.70 89.70 89.38 89.38 -1.37 25,821 83,885 +776
Jul08 080116 89.09 89.09 89.09 89.09 -1.32 3,594 31,607 -137
Aug08 080116 88.80 88.80 88.80 88.80 -1.27 2,265 19,966 -141
Sep08 080116 88.70 88.70 88.52 88.52 -1.22 1,001 39,299 +377
Oct08 080116 88.24 88.24 88.24 88.24 -1.18 383 31,751 -2
Nov08 080116 87.98 87.98 87.98 87.98 -1.13 237 22,020 -15
Dec08 080116 87.15 87.72 87.15 87.72 -1.08 14,092 177,469 -1,058
Jan09 080116 87.44 87.44 87.44 87.44 -1.05 406 25,050 +350
Feb09 080116 87.18 87.18 87.18 87.18 -1.02 112 13,170 -4
Mar09 080116 86.93 86.93 86.93 86.93 -0.98 112 8,138 +10
Apr09 080116 86.68 86.68 86.68 86.68 -0.94 5 9,670 +5
May09 080116 86.45 86.45 86.45 86.45 -0.91 1 13,226 +0
Total Volume and Open Interest 612,475 1,458,072 -1,245
Heating Oil(NYM)
Feb08 080116 253.10 253.30 247.50 251.84 -2.88 32,151 53,313 -2,748
Mar08 080116 252.00 252.00 246.40 250.44 -2.91 18,851 68,332 +651
Apr08 080116 244.50 246.84 244.00 246.84 -2.81 7,003 22,644 +274
May08 080116 244.75 244.75 243.44 243.44 -2.71 2,435 12,012 -87
Jun08 080116 241.00 241.34 239.00 241.34 -2.51 4,126 17,144 +152
Jul08 080116 240.99 240.99 240.99 240.99 -2.41 527 6,832 -8
Aug08 080116 241.14 241.14 241.14 241.14 -2.41 230 1,599 +42
Sep08 080116 242.00 242.14 242.00 242.14 -2.36 520 4,908 +253
Oct08 080116 244.04 244.04 244.04 244.04 -2.26 27 1,545 -1
Nov08 080116 245.99 245.99 245.99 245.99 -2.16 45 1,155 -4
Dec08 080116 247.84 247.84 247.84 247.84 -2.06 778 9,511 -155
Jan09 080116 249.04 249.04 249.04 249.04 -2.01 312 2,826 -71
Total Volume and Open Interest 67,368 209,659 -1,473
Gasoline(NYMEX)
Feb08 080116 230.30 230.60 224.24 227.83 -3.09 30,382 43,638 -1,294
Mar08 080116 233.98 234.20 228.09 231.78 -2.99 16,121 62,563 +3,070
Apr08 080116 247.80 247.80 242.47 246.03 -2.74 6,723 31,096 +1,165
May08 080116 249.09 249.09 243.50 247.18 -2.64 3,999 28,661 +64
Jun08 080116 248.92 248.92 243.81 247.13 -2.59 2,365 20,355 +74
Jul08 080116 246.00 246.50 243.08 245.98 -2.39 1,100 5,954 +110
Aug08 080116 244.00 244.00 241.00 243.98 -2.09 251 3,821 +22
Sep08 080116 241.00 241.00 238.50 240.93 -1.84 405 6,118 +275
Oct08 080116 227.50 227.90 225.56 227.83 -1.89 449 3,052 +302
Nov08 080116 221.55 223.93 221.55 223.93 -1.89 269 2,135 +9
Total Volume and Open Interest 62,528 222,111 +4,085
e-MiNY RBOB Gasoline(NYMEX)
Feb08 071228 252.50 252.50 247.82 247.82 -4.10 0 10 +0
Mar08 080116 231.78 231.78 231.78 231.78 -2.99 0 10 +0
Apr08 080116 246.03 246.03 246.03 246.03 -2.74      
May08 080116 247.18 247.18 247.18 247.18 -2.64      
Total Volume and Open Interest 0 34 +0
Natural Gas(NYM)
Feb08 080116 8.145 8.240 8.090 8.133 -0.063 59,264 60,011 -5,797
Mar08 080116 8.080 8.140 8.055 8.060 -0.071 33,705 143,803 +3,619
Apr08 080116 8.033 8.090 7.980 8.023 -0.060 13,992 66,589 +1,574
May08 080116 8.100 8.100 8.030 8.051 -0.063 8,442 57,927 +1,060
Jun08 080116 8.175 8.175 8.124 8.124 -0.063 2,118 28,447 +268
Jul08 080116 8.250 8.250 8.197 8.197 -0.063 1,144 24,849 +274
Aug08 080116 8.315 8.315 8.260 8.264 -0.065 1,842 22,253 -399
Sep08 080116 8.320 8.320 8.272 8.272 -0.065 1,461 16,842 +556
Oct08 080116 8.390 8.390 8.346 8.346 -0.063 3,781 46,936 +632
Nov08 080116 8.609 8.609 8.609 8.609 -0.070 1,592 28,555 +367
Dec08 080116 8.929 8.929 8.929 8.929 -0.070 1,215 26,229 +390
Jan09 080116 9.156 9.156 9.156 9.156 -0.063 1,463 49,222 +213
Feb09 080116 9.161 9.161 9.161 9.161 -0.061 209 8,676 +67
Mar09 080116 8.941 8.941 8.941 8.941 -0.061 1,835 34,302 -81
Apr09 080116 8.091 8.091 8.091 8.091 -0.053 2,211 31,891 +274
May09 080116 8.078 8.078 8.078 8.078 -0.053 1,829 23,302 +16
Total Volume and Open Interest 140,684 880,393 +3,240
Brent Crude Oil(ICE)
Feb08 080116 90.94 91.00 88.71 89.75 -1.23 66,635 26,519 -17,111
Mar08 080116 90.79 90.83 88.30 89.50 -1.32 118,215 96,768 -10,420
Apr08 080116 90.58 90.58 88.13 89.30 -1.33 41,316 104,426 +2,051
May08 080116 90.32 90.32 87.94 89.10 -1.30 13,944 25,519 +1,191
Jun08 080116 90.04 90.04 87.78 88.90 -1.24 16,138 35,673 +1,373
Jul08 080116 89.56 89.56 87.72 88.73 -1.19 3,335 12,609 +373
Aug08 080116 88.57 88.57 88.57 88.57 -1.15 0 8,784 -67
Sep08 080116 88.40 88.40 88.40 88.40 -1.11 1,343 9,217 -287
Oct08 080116 88.23 88.23 88.23 88.23 -1.06 446 8,370 +65
Nov08 080116 88.04 88.04 88.04 88.04 -1.02 0 6,337 +256
Dec08 080116 88.20 88.45 86.96 87.86 -0.98 11,242 47,835 -1,040
Jan09 080116 87.70 87.70 87.70 87.70 -0.92 0 11,682 +20
Feb09 080116 87.54 87.54 87.54 87.54 -0.87 0 4,755 +0
Mar09 080116 87.38 87.38 87.38 87.38 -0.84 0 4,396 +0
Total Volume and Open Interest 277,444 504,383 -22,510
Gas Oil(ICE)
Feb08 080116 796.75 796.75 777.75 780.50 -18.00 40,849 58,195 -1,860
Mar08 080116 791.50 791.50 771.25 774.00 -17.75 26,596 54,457 +4,312
Apr08 080116 780.50 781.00 764.75 767.25 -17.50 8,492 20,620 +854
May08 080116 770.00 774.75 761.75 761.75 -17.00 2,699 15,414 -702
Jun08 080116 766.25 771.25 757.00 758.50 -16.50 3,970 28,015 -3,785
Jul08 080116 766.25 768.50 759.00 759.00 -16.25 643 7,541 +214
Aug08 080116 761.50 764.75 761.50 761.50 -15.75 202 3,870 +90
Sep08 080116 763.75 763.75 763.75 763.75 -15.75 17 3,019 -17
Oct08 080116 765.50 765.50 765.50 765.50 -15.25 0 2,235 +0
Nov08 080116 765.75 765.75 765.75 765.75 -15.50 42 1,515 +25
Total Volume and Open Interest 85,064 227,639 -608
US Dollar Index(ICE)
Mar08 080116 75.785 76.600 75.490 76.360 +0.700 5,719 33,313 +754
Jun08 080116 76.470 76.470 76.470 76.470 +0.700 3 5,641 -1
Sep08 080116 76.640 76.640 76.640 76.640 +0.700 0 502 +0
Total Volume and Open Interest 5,722 39,456 +753
Australian Dollar(CME)
Mar08 080116 87.58 87.69 87.18 87.64 -0.66 1,030 80,874 -2,524
Jun08 080116 86.85 86.85 86.85 86.85 -0.65 0 549 +13
Sep08 080116 85.95 85.95 85.95 85.95 -0.64 0 76 +0
Total Volume and Open Interest 1,030 81,641 -2,498
British Pound(CME)
Mar08 080116 195.75 196.25 195.70 195.94 -0.02 2,249 83,676 +2,390
Jun08 080116 195.15 195.15 195.12 195.12 -0.02 0 417 +66
Sep08 080116 194.28 194.28 194.28 194.28 -0.02 0 9 +0
Total Volume and Open Interest 2,249 84,161 +2,456
Canadian Dollar(CME)
Mar08 080116 97.74 98.00 97.51 97.73 -0.62 2,024 75,532 +19
Jun08 080116 97.34 97.64 97.34 97.64 -0.62 0 3,964 -9
Sep08 080116 97.52 97.52 97.52 97.52 -0.62 2 1,335 -3
Dec08 080116 97.40 97.40 97.40 97.40 -0.63 4 837 +22
Total Volume and Open Interest 2,034 81,827 +15
Japanese Yen(CME)
Mar08 080116 94.58 94.62 93.15 93.42 -0.52 2,619 175,205 +4,699
Jun08 080116 94.80 94.80 94.06 94.06 -0.52 300 26,801 +412
Sep08 080116 94.67 94.67 94.67 94.67 -0.52 0 485 +0
Total Volume and Open Interest 2,919 202,548 +5,116
Swiss Franc(CME)
Mar08 080116 91.90 91.90 91.07 91.07 -0.83 1,693 67,122 -48
Jun08 080116 91.29 91.29 91.29 91.29 -0.83 0 364 +81
Sep08 080116 91.44 91.44 91.44 91.44 -0.83 0 23 +0
Total Volume and Open Interest 1,702 67,556 +42
EuroFX(CME)
Mar08 080116 147.95 148.15 145.89 146.54 -1.74 5,775 173,644 +1,404
Jun08 080116 147.90 147.90 146.27 146.27 -1.71 3 2,648 +193
Sep08 080116 145.93 145.93 145.93 145.93 -1.66 100 561 +0
Total Volume and Open Interest 5,912 177,003 +1,609
Mexican Peso(CME)
Feb08 080116 911.2 911.2 911.2 911.2 -0.5 0 110 +0
Mar08 080116 908.2 909.0 907.2 909.0 -0.5 1,670 80,848 -713
Total Volume and Open Interest 1,670 82,208 -697
30-Year T-Bonds(CBOT)
Mar08 080116 119~27 120~12 118~27 119~06 -0~11 434,983 1,036,763 +8,729
Jun08 080116 119~08 119~18 118~07 118~15 -0~11 1,294 20,716 +754
Sep08 080116 117~30 118~00 117~30 117~30 -0~12 1 18 +1
Total Volume and Open Interest 436,278 1,057,503 +9,484
10-Year T-Notes(CBOT)
Mar08 080116 116~120 116~225 115~250 116~010 -0~020 1,294,180 2,408,320 +37,778
Jun08 080116 115~190 115~190 115~040 115~110 -0~020 23,173 41,892 +13,071
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 080116 112~180 112~195 112~080 112~135 +0~030 733,547 0 +0
Jun08 080116 112~075 112~075 112~075 112~075 +0~035 3,265 0 +0
Total Volume and Open Interest 736,812    
2 Year T-Notes(CBOT)
Mar08 080116 106~026 106~028 106~016 106~024 +0~007 5,922 1,070,009 +290
Jun08 080116 106~024 106~024 106~024 106~024 +0~008      
Total Volume and Open Interest 5,922 1,070,009 +290
Eurodollars(CME)
Mar08 080116 96.470 96.470 96.405 96.420 -0.010 24,549 1,828,272 +80,968
Jun08 080116 96.965 96.970 96.880 96.905 -0.015 17,084 1,711,231 +43,824
Sep08 080116 97.160 97.175 97.070 97.105 -0.005 20,531 1,586,596 +44,905
Dec08 080116 97.220 97.250 97.145 97.180 +0.005 17,007 1,550,916 +35,906
Mar09 080116 97.215 97.215 97.155 97.190 +0.020 14,695 1,166,575 +20,146
Jun09 080116 97.135 97.160 97.080 97.110 +0.030 12,473 751,824 +5,055
Sep09 080116 97.005 97.010 96.950 96.980 +0.035 11,710 680,415 +14,463
Dec09 080116 96.865 96.865 96.800 96.825 +0.035 8,395 478,378 +14,836
Mar10 080116 96.725 96.725 96.665 96.670 +0.025 7,017 285,145 +7,452
Jun10 080116 96.565 96.565 96.490 96.490 +0.010 5,201 260,154 +214
Sep10 080116 96.420 96.420 96.320 96.325 -0.005 5,077 186,199 +1,473
Dec10 080116 96.290 96.290 96.175 96.180 -0.015 4,447 138,762 +3,082
Mar11 080116 96.170 96.170 96.050 96.055 -0.030 6,913 116,931 +5,106
Jun11 080116 96.050 96.050 95.915 95.925 -0.040 3,533 97,949 +1,202
Sep11 080116 95.940 95.940 95.795 95.805 -0.050 2,419 74,734 +745
Dec11 080116 95.830 95.830 95.680 95.685 -0.060 4,178 63,827 +3,238
Mar12 080116 95.635 95.635 95.590 95.590 -0.070 2,834 58,828 +2,205
Jun12 080116 95.540 95.540 95.470 95.490 -0.075 874 45,607 -5,340
Total Volume and Open Interest 176,043 11,303,672 +292,059
30 Day Federal Funds(CBOT)
Jan08 080116 4.125 4.125 4.115 4.115 -0.005 202 130,575 +640
Feb08 080116 4.605 4.605 4.590 4.600 unch 779 150,332 +11,099
Mar08 080116 4.775 4.775 4.750 4.750 unch 112 43,875 -3,205
Apr08 080116 4.965 4.965 4.920 4.920 unch 30 23,241 +858
May08 080116 5.155 5.155 5.150 5.150 -0.005 40 22,011 +2,194
Jun08 080116 5.195 5.195 5.195 5.195 unch 30 6,698 +406
Total Volume and Open Interest 1,193 392,930 +12,121
30 Day Fed Funds(e-CBOT)
Jan08 080116 95.880 95.900 95.860 95.870 unch 24,399 0 +0
Feb08 080116 96.370 96.385 96.335 96.350 unch 61,520 0 +0
Mar08 080116 96.530 96.545 96.490 96.500 unch 14,695 0 +0
Apr08 080116 96.710 96.725 96.645 96.670 unch 13,421 0 +0
May08 080116 96.935 96.950 96.865 96.905 unch 7,061 0 +0
Jun08 080116 96.980 96.995 96.910 96.945 unch 1,107 0 +0
Total Volume and Open Interest 123,176    
3-Mth Euro-Yen(CME)
Mar08 080116 99.22 99.22 99.22 99.22 unch 2,331 12,585 +2,817
Jun08 080116 99.36 99.36 99.36 99.36 +0.01 95 6,405 +86
Sep08 080116 99.40 99.40 99.40 99.40 +0.02 970 5,229 +509
Dec08 080116 99.36 99.36 99.36 99.36 +0.01 471 2,081 -118
Mar09 080116 99.30 99.30 99.30 99.30 -0.02 0 662 +0
Jun09 080116 99.25 99.25 99.25 99.25 -0.02 0 156 +0
Sep09 080116 99.20 99.20 99.20 99.20 -0.02 0 350 +0
Dec09 080116 99.14 99.14 99.14 99.14 -0.04      
Mar10 080116 99.12 99.12 99.12 99.12 +0.02      
Jun10 080116 99.07 99.07 99.07 99.07 +0.02      
Total Volume and Open Interest 3,867 27,468 +3,294
3-Mth Euro-Yen(SGX)
Mar08 080116 99.22 99.22 99.22 99.22 +0.01 2,364 51,523 +274
Jun08 080116 99.36 99.38 99.36 99.36 +0.03 248 19,169 -14
Sep08 080116 99.39 99.40 99.39 99.39 +0.02 697 20,722 -2
Dec08 080116 99.37 99.38 99.37 99.37 +0.02 511 15,875 +54
Mar09 080116 99.33 99.35 99.33 99.33 +0.02 637 6,071 +228
Jun09 080116 99.30 99.30 99.29 99.29 +0.02 465 1,592 +293
Sep09 080116 99.24 99.24 99.24 99.24 +0.02 0 558 +0
Dec09 080116 99.18 99.18 99.18 99.18 +0.02 0 260 +0
Total Volume and Open Interest 4,922 120,420 +833
Japanese Gov't Bonds(SGX)
Mar08 080116 138.25 138.30 138.10 138.15 +0.20 3,939 35,532 +1,089
Jun08 080116 138.15 138.15 138.15 138.15 +0.26      
Sep08 080116 138.15 138.15 138.15 138.15 +0.26      
Total Volume and Open Interest 2,223 35,872 +340
Euro-Bund(EUREX)
Mar08 080116 116.13 116.37 115.75 116.23 +0.42 1,174,985 1,252,773 +2,917
Jun08 080116 115.63 115.86 115.39 115.84 +0.43 26 635 +13
Sep08 080116 115.62 115.73 115.50 115.73 +0.29 337 2 +0
Total Volume and Open Interest 1,175,348 1,253,410 +2,930
Euro-Bobl(EUREX)
Mar08 080116 109.95 110.16 109.71 110.05 +0.33 615,476 1,123,772 +22,486
Jun08 080116 44.45 44.51 44.45 44.51 +0.33 1,313 5,652 +1,118
Sep08 080116 45.01 45.01 45.01 45.01 +0.33      
Total Volume and Open Interest 616,789 1,129,424 +23,604
3-Mth Euribor(EUREX)
Mar08 080116 95.610 95.680 95.610 95.675 +0.105 2,052 20,265 -281
Jun08 080116 95.835 95.925 95.830 95.920 +0.155 1,291 6,625 -201
Sep08 080116 96.020 96.120 96.020 96.120 +0.170 429 4,524 -177
Total Volume and Open Interest 4,385 38,876 -485
Long Gilt(LIFFE)
Mar08 080116 111~13 111~20 111~02 111~12 +0~04 81,769 377,049 +1,520
Jun08 080116 111~20 111~20 111~20 111~20 +0~05      
Total Volume and Open Interest 81,769 377,049 +1,520
3-Mth Short Sterling(LIFFE)
Mar08 080116 94.68 94.68 94.68 94.68 +0.02 111,944 459,462 -15,971
Jun08 080116 95.01 95.01 95.01 95.01 +0.01 80,151 611,584 -4,471
Sep08 080116 95.22 95.22 95.22 95.22 -0.02 92,753 442,127 -2,491
Dec08 080116 95.36 95.36 95.36 95.36 -0.03 67,373 416,090 -5,453
Mar09 080116 95.42 95.42 95.42 95.42 -0.04 46,338 312,956 -1,298
Jun09 080116 95.41 95.41 95.41 95.41 -0.04 35,968 182,769 -5,680
Total Volume and Open Interest 481,398 2,745,321 -28,533
3-Mth Euribor(LIFFE)
Mar08 080116 95.590 95.690 95.590 95.675 +0.085 183,679 660,951 -7,131
Jun08 080116 95.790 95.935 95.790 95.920 +0.140 212,391 716,960 -1,274
Sep08 080116 95.980 96.135 95.980 96.115 +0.150 200,933 559,557 -11,257
Total Volume and Open Interest 1,123,108 3,827,122 -34,988
3-Mth Aus T-Bills(SFE)
Mar08 080116 92.73 92.76 92.72 92.75 +0.01 13,162 350,669 +9,278
Jun08 080116 92.67 92.72 92.66 92.71 +0.04 16,083 271,896 +3,120
Sep08 080116 92.66 92.74 92.66 92.72 +0.05 15,776 185,599 +12,313
Dec08 080116 92.69 92.75 92.68 92.73 +0.04 3,679 84,735 +2,521
Mar09 080116 92.71 92.75 92.69 92.74 +0.05 2,562 55,100 +399
Jun09 080116 92.70 92.76 92.70 92.76 +0.05 2,242 44,616 -1,509
Sep09 080116 92.69 92.76 92.69 92.76 +0.05 2,213 30,015 +1,103
Dec09 080116 92.75 92.77 92.75 92.77 +0.05 1,282 5,726 +1,099
Mar10 080116 92.78 92.78 92.78 92.78 +0.05 0 851 +0
Jun10 080116 92.80 92.80 92.80 92.80 +0.05 32 490 +10
Total Volume and Open Interest 57,053 1,030,291 +28,356
10-Year Aus T-Bonds(SFE)
Mar08 080116 94.00 94.04 93.98 94.04 +0.08 29,566 480,318 -13,473
Jun08 080116 94.04 94.04 94.04 94.04 +0.08      
Total Volume and Open Interest 29,566 480,318 -13,473
3-Year Aus T-Bonds(SFE)
Mar08 080116 93.48 93.55 93.47 93.54 +0.06 80,099 648,873 -18,624
Jun08 080116 93.54 93.54 93.54 93.54 +0.06      
Total Volume and Open Interest 80,099 648,873 -18,624
Gold(CMX)
Feb08 080116 891.0 898.2 875.0 882.0 -20.6 166,327 266,653 -7,346
Apr08 080116 898.0 902.4 881.0 888.2 -21.0 16,747 138,228 +5,778
Jun08 080116 900.9 902.0 892.0 893.6 -21.3 2,933 54,449 +914
Aug08 080116 912.5 912.5 898.3 898.3 -21.7 1,093 31,520 +420
Oct08 080116 902.7 902.7 902.7 902.7 -21.9 140 3,782 -7
Dec08 080116 928.5 928.5 903.0 906.8 -22.1 937 28,590 +368
Feb09 080116 913.5 913.5 911.2 911.2 -22.2 949 23,273 +818
Apr09 080116 915.3 915.3 915.3 915.3 -22.3 320 4,480 +300
Jun09 080116 919.6 919.6 919.6 919.6 -22.5 232 9,952 +225
Aug09 080116 924.1 924.1 924.1 924.1 -22.8 8 9 +0
Oct09 080116 928.7 928.7 928.7 928.7 -23.0      
Dec09 080116 933.5 933.5 933.5 933.5 -23.1 138 16,289 +106
Total Volume and Open Interest 190,219 593,950 +1,708
Silver(CMX)
Mar08 080116 1600.0 1625.0 1581.0 1589.5 -40.5 36,444 86,053 +444
May08 080116 1615.0 1615.0 1589.0 1600.3 -41.2 1,676 18,922 +806
Jul08 080116 1624.0 1624.0 1607.0 1609.0 -41.3 3,146 22,473 +546
Sep08 080116 1614.5 1618.0 1613.0 1616.1 -41.4 2,804 20,578 +2,359
Dec08 080116 1624.5 1630.0 1624.0 1626.2 -41.5 575 17,062 +164
Mar09 080116 1638.0 1638.0 1638.0 1638.0 -42.1 1 744 +1
May09 080116 1646.2 1646.2 1646.2 1646.2 -42.5 2 4 +0
Total Volume and Open Interest 44,764 177,544 +4,121
Platinum(NYMEX)
Jan08 080116 1570.6 1570.6 1570.6 1570.6 -21.9 7 143 -2
Apr08 080116 1563.5 1568.0 1562.0 1567.1 -18.4 1,038 17,630 -72
Jul08 080116 1567.0 1567.0 1567.0 1567.0 -21.5 5 0 +0
Oct08 080116 1575.5 1575.5 1575.5 1575.5 -21.5 1 0 +0
Total Volume and Open Interest 1,051 17,773 -74
Palladium(NYMEX)
Mar08 080116 378.00 378.00 375.00 377.85 -6.65 974 15,320 +149
Jun08 080116 382.10 382.10 382.10 382.10 -6.75 93 1,717 +90
Sep08 080116 386.30 386.30 386.30 386.30 -7.05 22 273 +0
Total Volume and Open Interest 1,093 17,992 +243
Copper(CMX)
Mar08 080116 317.70 320.70 315.00 317.25 -6.90 14,447 57,129 +2,806
May08 080116 321.40 321.50 318.00 319.35 -7.00 2,266 13,232 +650
Jul08 080116 322.00 322.00 319.25 319.75 -7.20 467 3,033 +258
Sep08 080116 318.25 319.45 318.25 319.45 -7.40 29 1,660 +4
Dec08 080116 318.00 318.20 317.50 318.20 -7.40 64 2,198 +35
Total Volume and Open Interest 17,982 83,849 +3,835
Aluminum(CMX)
Jan08 080116 108.00 108.00 108.00 108.00 -1.00      
Feb08 080116 108.00 108.00 108.00 108.00 -1.00      
Mar08 080116 108.00 108.00 108.00 108.00 -1.00      
Apr08 080116 108.00 108.00 108.00 108.00 -1.00      
May08 080116 108.00 108.00 108.00 108.00 -1.00      
Jun08 080116 108.00 108.00 108.00 108.00 -1.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080116 12490 12645 12420 12490 -74 3,414 27,842 +157
Jun08 080116 12510 12665 12510 12532 -80 19 53 +10
Sep08 080116 12597 12597 12597 12597 -80 0 1 +0
Dec08 080116 12667 12667 12667 12667 -80      
Total Volume and Open Interest 3,433 27,896 +167
S & P 500(CME)
Mar08 080116 1379.50 1397.30 1368.80 1376.10 -11.90 40,795 550,798 +3,826
Jun08 080116 1389.50 1397.00 1376.00 1381.60 -11.90 104 4,146 -4,308
Sep08 080116 1386.10 1386.10 1386.10 1386.10 -12.10 0 439 +0
Dec08 080116 1389.30 1389.30 1389.30 1389.30 -12.20 201 3,606 +165
Total Volume and Open Interest 41,100 558,997 -317
S & P 500 E-Mini(Globex)
Mar08 080116 1381.75 1397.50 1368.50 1376.00 -12.00 2,438,444 2,118,609 +80,195
Jun08 080116 1387.00 1402.75 1374.50 1381.50 -12.00 1,148 20,960 -157
Total Volume and Open Interest 2,439,596 2,139,579 +80,040
NASDAQ 100(CME)
Mar08 080116 1889.50 1919.00 1859.30 1881.00 -31.00 5,266 41,491 +1,108
Jun08 080116 1895.50 1895.50 1895.50 1895.50 -32.00 0 25 +0
Sep08 080116 1915.50 1915.50 1915.50 1915.50 -38.00      
Total Volume and Open Interest 5,266 41,516 +1,108
NASDAQ 100 E-Mini(Globex)
Mar08 080116 1880.00 1919.30 1859.30 1881.00 -31.00 540,891 358,088 +11,351
Jun08 080116 1901.30 1932.80 1875.30 1895.50 -32.00 78 486 -17
Total Volume and Open Interest 540,969 358,574 +11,334
S & P Midcap 400(CME)
Mar08 080116 784.50 787.50 777.50 784.40 -5.00 442 6,881 +349
Jun08 080116 791.20 791.20 791.20 791.20 -5.00      
Sep08 080116 799.15 799.15 799.15 799.15 -5.00 0 55 +0
Total Volume and Open Interest 442 6,938 +349
Russell 2000(CME)
Mar08 080116 697.00 711.25 692.25 700.80 -0.50 1,535 40,796 +129
Jun08 080116 702.40 702.40 702.40 702.40 -0.50 0 7 +0
Sep08 080116 704.90 704.90 704.90 704.90 -0.50 0 25 +0
Total Volume and Open Interest 1,535 40,828 +129
Russell 2000 E-Mini(Globex)
Mar08 080116 697.40 712.10 692.00 700.80 -0.50 290,173 646,799 +3,271
Jun08 080116 697.00 712.90 693.10 702.40 -0.50 97 174 +5
Sep08 080116 709.00 713.00 697.10 704.90 -0.50 25 27 +25
Total Volume and Open Interest 290,295 647,000 +3,301
Value Line(KCBT)
Mar08 080116 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080116 13650 13860 13475 13505 -475 77,228 209,104 +5,261
Jun08 080116 13690 13795 13435 13445 -470 1 99 +25
Total Volume and Open Interest 77,229 209,324 +5,286
Nikkei 225(SGX)
Mar08 080116 13650 13860 13475 13505 -475 77,228 209,104 +5,261
Jun08 080116 13690 13795 13435 13445 -470 1 99 +25
Sep08 080116 13465 13465 13465 13465 -470 0 40 +0
Total Volume and Open Interest 77,229 209,324 +5,286
CAC 40(EURONEXT)
Jan08 080116 5210.0 5291.0 5177.0 5225.0 -35.0 311,062 582,405 +69,555
Feb08 080116 5250.5 5305.5 5193.5 5240.5 -36.0 128,610 120,542 +114,277
Mar08 080116 5253.5 5324.0 5222.0 5261.0 -37.0 1,997 54,975 +1,068
Total Volume and Open Interest 441,793 759,658 +185,003
Hang Seng Index(HKFE)
Jan08 080116 24900 25216 24320 24719 -1011 6,722 91,132 +0
Feb08 080116 25025 25274 24378 24773 -972 58 422 +402
Mar08 080116 24600 25179 24341 24750 -967 44 955 +500
Total Volume and Open Interest 6,829 92,527 +843
DAX(EUREX)
Mar08 080116 7568.5 7618.0 7511.0 7549.0 -87.0 236,250 242,442 +18,429
Jun08 080116 7657.0 7690.5 7590.0 7627.0 -89.5 435 17,781 +62
Sep08 080116 7743.5 7750.0 7680.0 7702.0 -94.0 114 501 -2
Total Volume and Open Interest 236,799 260,724 +18,489
FT-SE 100(EURONEXT)
Mar08 080116 6001.50 6024.50 5895.50 5950.50 -71.50 164,922 470,984 +10,306
Jun08 080116 5986.00 6029.50 5926.00 5970.00 -72.50 96 9,062 +10
Sep08 080116 5981.00 6004.50 5949.50 5981.00 -82.00 0 2,000 +0
Total Volume and Open Interest 165,018 484,046 +10,316
SPI 200(SFE)
Mar08 080116 5838.0 5855.0 5785.0 5817.0 -134.0 28,881 255,229 -2,310
Jun08 080116 5885.0 5885.0 5870.0 5870.0 -137.0 252 2,384 +174
Sep08 080116 5881.0 5881.0 5881.0 5881.0 -137.0 6 1,234 +6
Total Volume and Open Interest 29,431 261,115 -1,904
GSCI(CME)
Feb08 080116 600.00 602.00 592.50 597.00 -8.70 828 21,160 +593
Mar08 080116 590.85 590.85 590.85 590.85 -15.15      
Apr08 080116 598.50 598.50 598.50 598.50        
RJ/CRB Index(ICE)
Feb08 080116 497.00 499.00 491.50 491.50 -5.25 151 416 +0
Apr08 080116 501.00 501.00 494.50 494.50 -5.25 5 848 +1
Jun08 080116 501.00 504.00 497.50 497.50 -5.25 152 53 +0
Total Volume and Open Interest 308 1,322 +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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