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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 18, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080118 1263.00 1276.00 1245.00 1264.00 -7.00 11,571 254,243 -4,260
May08 080118 1281.00 1293.00 1264.50 1283.25 -7.75 3,698 83,269 +1,040
Jul08 080118 1298.00 1309.00 1278.50 1297.50 -8.00 4,477 73,174 +282
Aug08 080118 1305.00 1305.00 1280.00 1296.00 -4.00 122 3,897 -56
Sep08 080118 1275.00 1275.00 1275.00 1275.00 -6.00 40 2,879 +3
Nov08 080118 1261.00 1271.00 1242.00 1255.25 -14.75 5,416 119,783 +1,363
Jan09 080118 1268.00 1273.00 1249.00 1264.00 -13.50 210 5,001 +140
Total Volume and Open Interest 26,276 570,790 -352
Soybean Meal(CBOT)
Mar08 080118 340.10 345.00 332.60 339.30 -5.00 7,856 91,302 -4,142
May08 080118 348.20 351.50 339.50 346.00 -5.00 5,108 49,650 +763
Jul08 080118 352.00 355.50 344.50 350.50 -5.00 3,590 37,700 +915
Aug08 080118 350.00 352.00 343.50 351.00 -2.80 650 7,438 +159
Sep08 080118 348.00 349.50 341.00 348.00 -4.00 991 6,414 +252
Oct08 080118 337.00 340.00 331.50 335.80 -5.50 535 5,572 -166
Dec08 080118 337.00 340.50 330.50 336.00 -5.50 3,500 32,813 +2,719
Jan09 080118 336.00 337.00 331.50 337.00 -5.30 56 2,037 +55
Total Volume and Open Interest 22,503 235,110 +604
Soybean Oil(CBOT)
Mar08 080118 52.95 53.18 52.64 53.14 +0.23 8,344 150,834 -3,301
May08 080118 53.58 53.80 53.40 53.79 +0.09 2,777 44,915 +845
Jul08 080118 54.20 54.40 53.90 54.31 +0.03 4,313 40,111 -8
Aug08 080118 54.50 54.53 54.25 54.53 -0.12 154 5,824 +3
Sep08 080118 54.85 54.85 54.45 54.70 -0.02 72 5,244 +20
Oct08 080118 55.05 55.05 54.50 54.78 -0.09 295 4,906 -74
Dec08 080118 55.20 55.20 54.65 55.10 -0.10 2,605 30,306 +219
Jan09 080118 55.25 55.25 55.25 55.25 -0.07 46 1,728 +45
Total Volume and Open Interest 18,684 284,847 -2,181
Canola(WCE)
Jan08 080114 576.0 576.0 567.3 567.3 +7.5 0 6 -12
Mar08 080118 577.5 586.1 575.7 581.0 +0.1 10,850 92,855 +0
May08 080118 591.3 599.5 589.2 594.5 +0.3 6,187 15,388 +0
Jul08 080118 607.2 609.4 599.8 605.3 +0.7 1,446 17,458 +0
Total Volume and Open Interest 20,430 167,548 +0
Corn(CBOT)
Mar08 080118 498.50 502.50 494.75 498.25 -3.75 11,081 576,515 -770
May08 080118 510.50 514.50 507.25 510.50 -4.25 3,858 179,688 +899
Jul08 080118 519.50 524.50 516.25 519.50 -5.75 3,864 174,640 +2,216
Sep08 080118 518.00 521.75 510.75 515.25 -6.00 882 36,047 -2
Dec08 080118 515.50 521.50 510.25 515.00 -6.00 4,545 330,796 +2,711
Mar09 080118 524.00 527.00 516.75 521.25 -6.00 495 23,222 +207
Total Volume and Open Interest 25,500 1,405,880 +6,890
Wheat(CBOT)
Mar08 080118 931.00 966.00 924.00 962.50 +22.00 3,755 178,350 -2,344
May08 080118 944.00 979.00 940.00 977.50 +21.00 1,981 70,693 +1,729
Jul08 080118 855.00 882.00 850.00 878.50 +14.50 4,209 110,813 +1,286
Sep08 080118 864.00 887.00 861.50 887.00 +14.25 206 20,258 +7
Dec08 080118 875.00 900.00 874.00 899.00 +13.50 991 44,157 +355
Total Volume and Open Interest 11,392 444,654 +2,127
Wheat(KCBT)
Mar08 080118 979.00 1011.50 967.00 1011.25 +29.75 7,875 61,008 +214
May08 080118 991.00 1018.00 978.50 1016.00 +23.00 2,725 12,691 +289
Jul08 080118 943.00 967.00 932.00 967.00 +16.00 4,552 34,272 +299
Sep08 080118 948.00 970.00 939.00 966.00 +16.00 194 5,736 +28
Dec08 080118 957.00 980.00 950.00 975.00 +15.00 341 5,340 +114
Total Volume and Open Interest 15,941 123,232 +1,069
Wheat(MGE)
Mar08 080118 1180.00 1194.75 1168.00 1194.75 +30.00 3,005 29,082 -982
May08 080118 1125.00 1146.00 1114.00 1144.00 +26.00 2,078 12,945 +436
Jul08 080118 1070.00 1085.00 1050.00 1085.00 +30.00 261 4,045 +73
Sep08 080118 1023.00 1043.00 1005.00 1040.00 +26.25 471 7,382 +31
Dec08 080118 1012.00 1038.00 1000.00 1035.00 +27.00 624 7,501 +308
Total Volume and Open Interest 6,448 61,558 -130
Oats(CBOT)
Mar08 080118 317.00 319.50 317.00 319.50 -2.50 615 10,431 -215
May08 080118 325.00 328.00 325.00 328.00 -1.50 32 1,262 +2
Jul08 080118 334.50 335.50 334.50 335.50 -2.50 5 574 +34
Sep08 080118 343.00 343.00 343.00 343.00 -1.00 0 45 +0
Total Volume and Open Interest 766 13,984 +37
Rough Rice(CBOT)
Jan08 080114 14.28 14.28 14.28 14.28 +0.02 10 8 -9
Mar08 080118 14.07 14.29 14.06 14.27 +0.13 103 12,664 -192
May08 080118 14.44 14.59 14.44 14.59 +0.12 3 1,109 +95
Jul08 080118 14.69 14.87 14.69 14.87 +0.12 0 1,277 -9
Total Volume and Open Interest 120 17,385 -56
Live Cattle(CME)
Feb08 080118 91.000 91.450 90.700 91.000 +0.100 15,003 39,007 -3,611
Apr08 080118 94.250 94.950 94.000 94.250 +0.420 18,789 125,816 +1,426
Jun08 080118 93.600 93.650 92.950 93.285 -0.165 8,479 42,296 +1,679
Aug08 080118 95.750 96.300 95.450 96.050 +0.400 3,666 22,256 +1,139
Oct08 080118 100.000 100.300 99.600 100.200 +0.200 2,005 12,474 +1,278
Dec08 080118 101.350 101.400 100.885 101.300 +0.050 934 7,216 +346
Total Volume and Open Interest 49,357 253,927 +2,534
Feeder Cattle(CME)
Jan08 080118 97.500 98.250 97.300 97.680 +0.630 934 3,161 -305
Mar08 080118 101.500 102.950 101.500 102.300 +1.000 3,695 16,867 -117
Apr08 080118 105.100 106.300 104.800 105.930 +1.380 1,204 6,108 +235
May08 080118 107.500 108.450 107.350 108.135 +0.985 971 6,158 +97
Aug08 080118 109.150 110.300 109.150 109.900 +0.765 369 4,308 +84
Sep08 080118 109.980 109.980 109.450 109.800 +0.700 77 404 +24
Oct08 080118 109.600 109.800 109.300 109.730 +0.630 101 312 +24
Total Volume and Open Interest 7,390 37,560 +67
Lean Hogs(CME)
Feb08 080118 55.400 55.500 54.700 54.985 -0.215 12,416 35,895 -2,562
Apr08 080118 63.000 63.200 62.200 62.430 -0.120 13,938 92,465 +284
May08 080118 70.900 71.680 70.900 71.650 +0.450 97 2,772 -9
Jun08 080118 75.400 75.750 75.150 75.450 -0.300 5,789 34,090 +1,689
Jul08 080118 75.700 76.300 75.300 76.200 +0.200 1,286 13,279 +344
Aug08 080118 75.400 75.750 75.250 75.580 +0.080 2,153 7,567 +212
Oct08 080118 71.600 72.500 71.400 71.900 unch 2,244 11,650 +1,543
Dec08 080118 73.050 73.950 72.900 73.830 +0.480 909 15,245 +456
Total Volume and Open Interest 39,115 214,630 +2,171
Pork Bellies(CME)
Feb08 080118 84.300 85.000 83.800 84.200 unch 93 1,065 +0
Mar08 080118 84.300 84.650 83.600 83.885 +0.185 124 407 +11
May08 080118 86.800 87.000 85.700 85.700 -0.700 34 425 +32
Jul08 080118 87.150 87.600 87.150 87.180 +0.130 10 196 +10
Aug08 080118 87.135 87.135 86.830 86.830 +0.030 0 59 +0
Total Volume and Open Interest 261 2,152 +53
Class III Milk(CME)
Jan08 080118 19.28 19.28 19.28 19.28 -0.02 142 3,908 -8
Feb08 080118 17.20 17.20 17.15 17.15 -0.23 214 4,096 +43
Mar08 080118 16.75 16.85 16.74 16.85 -0.04 379 3,870 +134
Apr08 080118 16.37 16.37 16.37 16.37 -0.08 51 2,885 +6
May08 080118 16.25 16.42 16.25 16.42 +0.01 48 2,528 +23
Total Volume and Open Interest 900 31,272 +206
Cocoa(ICE)
Mar08 080118 2138 2142 2100 2141 -30 8,035 102,843 -1,470
May08 080118 2160 2165 2135 2162 -26 1,661 37,340 -204
Jul08 080118 2152 2180 2152 2180 -19 94 15,945 -38
Sep08 080118 2146 2182 2146 2182 -21 216 10,600 +74
Dec08 080118 2188 2188 2188 2188 -24 648 16,436 -220
Mar09 080118 2196 2196 2196 2196 -23 16 5,545 +0
May09 080118 2200 2200 2200 2200 -23 1 2,386 +0
Total Volume and Open Interest 10,931 191,365 -1,598
Coffee "C"(ICE)
Mar08 080118 133.80 133.90 132.75 133.10 -1.30 10,703 108,347 -2,305
May08 080118 136.40 136.50 135.50 135.80 -1.25 2,706 37,334 +1,387
Jul08 080118 138.75 138.75 138.35 138.35 -1.25 531 10,423 +105
Sep08 080118 140.75 140.75 140.75 140.75 -1.25 226 9,138 +64
Dec08 080118 144.25 144.25 144.25 144.25 -1.25 167 6,317 +21
Mar09 080118 147.60 147.60 147.60 147.60 -1.20 41 4,317 +25
Total Volume and Open Interest 14,625 179,043 -568
Orange Juice(ICE)
Mar08 080118 139.40 140.00 134.00 136.05 -1.20 1,207 17,696 -221
May08 080118 138.50 138.50 135.00 137.65 -1.10 56 4,195 +23
Jul08 080118 142.00 142.00 139.00 139.15 -1.00 234 1,083 -69
Sep08 080118 140.95 140.95 140.95 140.95 -0.20 36 624 +20
Nov08 080118 141.15 141.15 141.15 141.15 unch 0 442 +0
Jan09 080118 142.25 142.25 142.25 142.25 unch 0 862 +0
Total Volume and Open Interest 1,533 24,949 -247
Sugar #11(ICE)
Mar08 080118 12.20 12.95 11.88 11.99 -0.46 173,837 524,780 -1,126
May08 080118 12.55 13.20 12.35 12.41 -0.42 59,571 163,790 +11,788
Jul08 080118 12.70 13.30 12.50 12.52 -0.47 37,863 127,376 +4,347
Oct08 080118 13.07 13.55 12.86 12.86 -0.44 23,846 112,629 +7,861
Mar09 080118 13.80 13.95 13.44 13.44 -0.41 9,482 58,875 +84
Total Volume and Open Interest 323,618 1,099,519 +27,498
Sugar #14(ICE)
Mar08 080118 20.20 20.20 20.20 20.20 -0.01 62 2,796 -37
May08 080118 20.20 20.20 20.20 20.20 -0.06 0 4,060 +0
Jul08 080118 20.48 20.48 20.48 20.48 +0.03 16 2,022 +7
Sep08 080118 20.76 20.76 20.76 20.76 -0.02 15 1,466 +8
Nov08 080118 20.88 20.88 20.88 20.88 -0.08 0 613 +0
Total Volume and Open Interest 93 10,988 -22
London Cocoa(LCE)
Mar08 080118 1120 1128 1104 1128 +3 7,919 78,021 +981
May08 080118 1135 1146 1121 1146 +6 2,441 32,662 +233
Jul08 080118 1160 1172 1146 1172 +6 2,593 57,209 +1,554
Sep08 080118 1150 1160 1134 1160 +8 196 24,374 +78
Dec08 080118 1147 1164 1139 1164 +8 858 30,420 +403
Mar09 080118 1147 1164 1139 1164 +8 70 7,671 +26
May09 080118 1174 1174 1174 1174 +8 0 386 +0
Total Volume and Open Interest 14,337 231,018 +3,535
London Coffee(LCE)
Jan08 080118 1960.00 1963.00 1960.00 1962.00 -1.00 225 1,831 -50
Mar08 080118 1987.00 1999.00 1986.00 1988.00 -5.00 6,546 79,341 -1,557
May08 080118 2015.00 2023.00 2007.00 2012.00 -7.00 1,695 24,756 +256
Jul08 080118 2031.00 2038.00 2026.00 2030.00 -8.00 1,379 10,537 +819
Sep08 080118 2047.00 2047.00 2040.00 2040.00 -10.00 147 10,135 +65
Nov08 080118 2056.00 2056.00 2047.00 2047.00 -10.00 134 1,261 +67
Total Volume and Open Interest 10,181 131,173 -400
London Sugar(LCE)
Mar08 080118 347.80 361.00 336.60 345.00 -6.00 11,761 62,366 +155
May08 080118 357.00 368.80 345.00 352.10 -7.40 2,367 17,760 -225
Aug08 080118 356.10 370.00 350.50 353.60 -6.90 956 7,311 -21
Oct08 080118 355.60 371.60 355.60 357.10 -5.90 707 8,032 +321
Dec08 080118 361.90 375.00 360.00 361.50 -6.60 70 1,771 +2
Total Volume and Open Interest 16,843 103,636 +795
Cotton(ICE)
Mar08 080118 71.27 71.50 70.40 70.73 -1.19 19,141 148,883 +695
May08 080118 73.10 73.10 72.45 72.52 -1.13 2,695 36,214 +575
Jul08 080118 74.85 74.85 74.20 74.33 -1.16 1,570 31,763 +228
Oct08 080118 76.85 76.85 76.85 76.85 -1.10 58 518 +23
Dec08 080118 79.35 79.35 78.45 78.76 -1.23 7,539 57,798 +4,708
Mar09 080118 81.15 81.15 81.15 81.15 -1.09 265 1,954 +28
Total Volume and Open Interest 31,320 280,034 +6,270
Lumber(CME)
Mar08 080118 228.3 231.2 227.3 231.2 +3.7 580 7,910 +63
May08 080118 248.6 250.2 246.7 250.2 +2.2 226 1,151 +101
Jul08 080118 265.9 270.0 263.0 269.5 +2.7 117 395 +23
Sep08 080118 274.0 276.8 272.0 276.8 -0.1 3 111 +0
Total Volume and Open Interest 949 9,622 +199
Crude Oil(NYM)
Feb08 080118 91.20 91.25 89.85 90.57 +0.44 209,723 66,176 -42,356
Mar08 080118 90.65 90.75 89.22 89.92 +0.35 165,032 361,092 +940
Apr08 080118 90.45 90.45 89.00 89.49 +0.27 34,835 90,251 +394
May08 080118 88.80 89.80 88.80 89.14 +0.25 19,733 67,257 -1,569
Jun08 080118 89.35 89.35 88.83 88.83 +0.24 22,019 85,755 +569
Jul08 080118 88.53 88.53 88.53 88.53 +0.23 3,348 31,846 -244
Aug08 080118 88.23 88.23 88.23 88.23 +0.22 2,342 20,104 +254
Sep08 080118 87.84 87.94 87.84 87.94 +0.21 1,167 39,433 +76
Oct08 080118 87.65 87.65 87.65 87.65 +0.20 315 31,837 +89
Nov08 080118 87.38 87.38 87.38 87.38 +0.19 450 21,885 -78
Dec08 080118 87.11 87.11 87.11 87.11 +0.18 16,000 179,556 +3,288
Jan09 080118 86.85 86.85 86.85 86.85 +0.18 1,035 25,995 +1,014
Feb09 080118 86.61 86.61 86.61 86.61 +0.18 376 13,107 +47
Mar09 080118 86.38 86.38 86.38 86.38 +0.18 53 8,094 -45
Apr09 080118 86.16 86.16 86.16 86.16 +0.18 260 9,714 +50
May09 080118 85.95 85.95 85.95 85.95 +0.18 210 13,205 -11
Total Volume and Open Interest 500,388 1,378,366 -33,405
Heating Oil(NYM)
Feb08 080118 253.00 253.20 248.90 250.74 +0.39 33,839 46,637 -3,878
Mar08 080118 251.50 251.50 249.50 249.74 +0.92 22,003 70,646 +2,318
Apr08 080118 246.44 246.44 246.44 246.44 +1.17 10,117 23,574 +709
May08 080118 243.75 244.00 243.04 243.04 +1.17 3,237 12,940 +831
Jun08 080118 241.04 241.04 241.04 241.04 +1.12 3,864 16,989 +78
Jul08 080118 240.74 240.74 240.74 240.74 +1.07 1,026 6,745 +131
Aug08 080118 240.79 240.79 240.79 240.79 +1.02 785 1,913 +266
Sep08 080118 241.79 241.79 241.79 241.79 +1.02 1,135 5,273 +184
Oct08 080118 243.54 243.54 243.54 243.54 +1.02 398 1,575 +54
Nov08 080118 245.59 245.59 245.59 245.59 +1.12 102 1,176 -2
Dec08 080118 247.44 247.44 247.44 247.44 +1.12 963 8,926 -14
Jan09 080118 248.59 248.59 248.59 248.59 +1.07 122 3,137 +70
Total Volume and Open Interest 77,616 207,502 +771
Gasoline(NYMEX)
Feb08 080118 226.69 231.09 226.23 230.34 +3.66 29,416 40,364 +15
Mar08 080118 230.34 234.35 230.21 233.83 +3.15 21,684 69,194 +4,650
Apr08 080118 245.11 248.30 245.11 247.53 +2.55 13,694 34,802 +3,795
May08 080118 246.92 249.27 246.27 248.28 +2.30 6,393 31,609 +1,394
Jun08 080118 248.30 248.51 246.00 248.08 +2.25 3,871 22,085 +1,112
Jul08 080118 247.00 247.03 245.30 246.83 +2.25 1,266 6,501 +48
Aug08 080118 244.45 244.53 242.60 244.53 +2.15 683 3,981 +156
Sep08 080118 239.25 242.29 239.25 241.18 +2.00 817 6,921 +95
Oct08 080118 225.50 228.00 225.50 227.83 +1.85 327 3,675 -11
Nov08 080118 224.20 224.20 222.25 223.68 +1.65 66 2,123 +13
Total Volume and Open Interest 78,748 236,542 +11,519
e-MiNY RBOB Gasoline(NYMEX)
Feb08 080118 230.34 230.34 230.34 230.34 -17.48 1 10 +0
Mar08 080118 231.80 234.30 231.80 233.83 +3.15 2 12 +2
Apr08 080118 247.53 247.53 247.53 247.53 +2.55 2 2 +2
May08 080118 248.28 248.28 248.28 248.28 +2.30      
Total Volume and Open Interest 4 38 +4
Natural Gas(NYM)
Feb08 080118 8.170 8.210 7.990 7.993 -0.088 50,836 56,733 -1,760
Mar08 080118 8.120 8.140 7.947 7.947 -0.071 30,762 151,546 +4,577
Apr08 080118 8.070 8.100 7.919 7.919 -0.059 19,473 64,608 -451
May08 080118 8.090 8.110 7.956 7.956 -0.047 9,149 63,243 +2,372
Jun08 080118 8.165 8.165 8.034 8.034 -0.043 2,743 28,952 +321
Jul08 080118 8.235 8.235 8.111 8.111 -0.040 1,634 24,892 -24
Aug08 080118 8.300 8.300 8.179 8.179 -0.040 1,232 22,110 -171
Sep08 080118 8.310 8.310 8.189 8.189 -0.039 881 16,602 -25
Oct08 080118 8.390 8.390 8.266 8.266 -0.037 3,371 47,235 +118
Nov08 080118 8.521 8.521 8.521 8.521 -0.027 2,041 28,487 -236
Dec08 080118 8.811 8.811 8.811 8.811 -0.047 1,410 26,630 -14
Jan09 080118 9.110 9.110 9.031 9.031 -0.047 1,584 49,823 +68
Feb09 080118 9.036 9.036 9.036 9.036 -0.047 235 8,860 +173
Mar09 080118 8.816 8.816 8.816 8.816 -0.047 2,269 34,349 +47
Apr09 080118 7.991 7.991 7.991 7.991 -0.047 1,491 31,333 -490
May09 080118 7.978 7.978 7.978 7.978 -0.047 347 23,442 +130
Total Volume and Open Interest 139,680 890,224 +5,246
Brent Crude Oil(ICE)
Mar08 080118 88.50 89.98 88.40 89.23 +0.48 98,811 94,491 -2,952
Apr08 080118 88.31 89.68 88.31 88.90 +0.38 36,832 107,415 +2,079
May08 080118 88.26 89.40 88.17 88.60 +0.28 18,703 24,489 +909
Jun08 080118 88.31 89.20 87.92 88.30 +0.17 17,986 38,089 +279
Jul08 080118 88.12 88.93 88.07 88.07 +0.11 3,043 13,397 +230
Aug08 080118 88.27 88.75 87.87 87.87 +0.09 3,953 9,496 +959
Sep08 080118 87.70 87.70 87.70 87.70 +0.09 2,116 9,466 +120
Oct08 080118 87.54 87.54 87.54 87.54 +0.10 0 8,143 +72
Nov08 080118 87.37 87.37 87.37 87.37 +0.10 0 6,659 +68
Dec08 080118 87.56 88.10 86.83 87.20 +0.10 10,352 52,044 +2,559
Jan09 080118 87.04 87.04 87.04 87.04 +0.08 0 11,752 +45
Feb09 080118 86.88 86.88 86.88 86.88 +0.06 0 4,755 +0
Mar09 080118 86.74 86.74 86.74 86.74 +0.06 0 4,376 -20
Apr09 080118 86.61 86.61 86.61 86.61 +0.07 0 5,226 +0
Total Volume and Open Interest 195,221 485,233 +4,815
Gas Oil(ICE)
Feb08 080118 784.75 794.50 783.50 789.50 +3.50 39,963 55,744 -1,785
Mar08 080118 777.75 787.25 776.50 782.25 +3.50 26,906 50,701 +127
Apr08 080118 772.25 779.50 769.25 774.75 +3.25 10,254 21,961 +615
May08 080118 768.00 773.00 763.25 768.50 +3.00 3,471 16,086 -54
Jun08 080118 764.25 768.50 761.25 765.00 +2.75 4,807 29,302 +920
Jul08 080118 767.50 768.75 761.00 765.25 +2.50 1,607 7,004 -358
Aug08 080118 769.50 769.50 762.75 767.25 +2.25 297 3,869 -55
Sep08 080118 772.00 772.00 764.75 769.75 +2.50 361 3,182 +205
Oct08 080118 771.25 771.25 771.25 771.25 +2.50 30 2,325 +30
Nov08 080118 774.00 774.00 772.25 772.25 +2.75 330 1,798 +148
Total Volume and Open Interest 92,575 226,497 +691
US Dollar Index(ICE)
Mar08 080118 76.440 76.640 76.220 76.500 +0.200 3,155 31,536 -694
Jun08 080118 76.720 76.720 76.650 76.650 +0.200 1 5,641 +1
Sep08 080118 76.860 76.860 76.860 76.860 +0.200 0 502 +0
Total Volume and Open Interest 3,156 37,679 -693
Australian Dollar(CME)
Mar08 080118 87.39 87.91 87.33 87.33 -0.35 2,855 74,603 -2,631
Jun08 080118 86.54 86.54 86.54 86.54 -0.36 0 638 +12
Sep08 080118 85.64 85.64 85.64 85.64 -0.36 0 76 +0
Total Volume and Open Interest 2,855 75,461 -2,618
British Pound(CME)
Mar08 080118 195.41 195.50 194.89 195.03 -1.60 2,613 86,061 +1,030
Jun08 080118 194.19 194.19 194.19 194.19 -1.62 0 992 +532
Sep08 080118 193.25 193.25 193.25 193.25 -1.64 0 9 +0
Total Volume and Open Interest 2,613 87,121 +1,562
Canadian Dollar(CME)
Mar08 080118 97.67 97.87 97.35 97.36 +0.29 890 78,874 +200
Jun08 080118 97.25 97.25 97.25 97.25 +0.28 2 4,070 +34
Sep08 080118 97.10 97.10 97.10 97.10 +0.26 10 1,577 +8
Dec08 080118 96.95 96.95 96.95 96.95 +0.24 5 882 +7
Total Volume and Open Interest 923 85,579 +265
Japanese Yen(CME)
Mar08 080118 93.52 94.00 93.52 93.94 +0.02 1,056 178,586 +1,880
Jun08 080118 94.57 94.57 94.57 94.57 +0.01 0 26,668 -74
Sep08 080118 95.13 95.13 95.13 95.13 +0.01 0 485 +0
Total Volume and Open Interest 1,056 205,801 +1,806
Swiss Franc(CME)
Mar08 080118 91.15 91.15 90.87 91.07 -0.03 3,839 68,082 +2,185
Jun08 080118 91.28 91.28 91.28 91.28 -0.04 0 351 -25
Sep08 080118 91.43 91.43 91.43 91.43 -0.04 0 22 +1
Total Volume and Open Interest 3,839 68,492 +2,160
EuroFX(CME)
Mar08 080118 146.65 146.80 145.99 146.18 -0.49 2,366 165,106 -1,654
Jun08 080118 145.96 145.96 145.88 145.88 -0.52 8 2,895 +343
Sep08 080118 145.50 145.50 145.50 145.50 -0.56 0 317 +4
Total Volume and Open Interest 2,374 168,479 -1,314
Mexican Peso(CME)
Feb08 080118 912.5 912.5 912.5 912.5 +1.8 0 110 +0
Mar08 080118 911.0 912.0 910.2 910.2 +1.8 9,379 84,714 +13
Total Volume and Open Interest 9,379 86,074 +13
30-Year T-Bonds(CBOT)
Mar08 080118 120~03 120~06 119~13 119~19 -0~16 460,039 1,045,107 +15,803
Jun08 080118 119~07 119~07 118~11 118~27 -0~17 992 21,429 +205
Sep08 080118 118~07 118~07 118~03 118~03 -0~17 118 37 +12
Total Volume and Open Interest 461,154 1,066,580 +16,021
10-Year T-Notes(CBOT)
Mar08 080118 116~230 116~260 116~075 116~215 +0~040 1,513,276 2,442,449 +88,001
Jun08 080118 115~240 116~010 115~240 115~305 +0~030 18,353 52,648 +9,511
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 080118 112~230 113~005 112~220 112~310 +0~065 767,015 0 +0
Jun08 080118 112~205 112~250 112~205 112~250 +0~065 3,141 0 +0
Total Volume and Open Interest 770,156    
2 Year T-Notes(CBOT)
Mar08 080118 106~056 106~057 106~056 106~057 +0~019 733 1,058,580 +4,290
Jun08 080118 106~057 106~057 106~057 106~057 +0~019      
Total Volume and Open Interest 733 1,058,580 +4,290
Eurodollars(CME)
Mar08 080118 96.460 96.555 96.450 96.510 +0.060 10,544 1,845,817 +35,391
Jun08 080118 97.000 97.115 97.000 97.080 +0.085 11,550 1,765,013 +45,935
Sep08 080118 97.210 97.325 97.210 97.290 +0.080 12,019 1,586,386 +4,994
Dec08 080118 97.260 97.380 97.260 97.340 +0.060 10,685 1,566,952 +676
Mar09 080118 97.255 97.350 97.255 97.320 +0.045 17,050 1,180,224 +6,136
Jun09 080118 97.165 97.255 97.155 97.230 +0.045 15,412 761,970 +9,429
Sep09 080118 97.025 97.115 97.020 97.090 +0.045 11,687 689,753 +8,084
Dec09 080118 96.860 96.955 96.860 96.935 +0.045 7,032 499,137 +8,061
Mar10 080118 96.755 96.805 96.725 96.780 +0.045 3,368 293,244 +1,164
Jun10 080118 96.550 96.620 96.550 96.600 +0.040 7,055 265,609 +2,930
Sep10 080118 96.385 96.445 96.385 96.430 +0.030 5,349 192,215 +3,472
Dec10 080118 96.255 96.305 96.240 96.280 +0.020 3,344 146,106 +30
Mar11 080118 96.125 96.170 96.110 96.150 +0.015 1,596 115,511 -431
Jun11 080118 95.975 96.025 95.975 96.010 +0.005 1,431 100,696 +1,552
Sep11 080118 95.890 95.905 95.885 95.885 unch 1,973 71,545 -1,085
Dec11 080118 95.735 95.780 95.730 95.760 -0.010 8,063 63,091 +315
Mar12 080118 95.630 95.675 95.630 95.660 -0.020 917 59,355 +358
Jun12 080118 95.530 95.575 95.530 95.555 -0.025 1,487 47,888 +1,352
Total Volume and Open Interest 141,755 11,476,056 +133,660
30 Day Federal Funds(CBOT)
Jan08 080118 4.125 4.125 4.125 4.125 +0.010 110 121,762 +25
Feb08 080118 4.620 4.680 4.615 4.680 +0.070 222 147,857 +9,872
Mar08 080118 4.860 4.900 4.860 4.900 +0.115 177 51,868 +4,585
Apr08 080118 5.100 5.100 5.100 5.100 +0.140 5 26,893 +1,649
May08 080118 5.330 5.330 5.330 5.330 +0.125 0 28,452 +2,142
Jun08 080118 5.375 5.375 5.375 5.375 +0.120 0 9,909 +1,182
Total Volume and Open Interest 619 403,818 +20,231
30 Day Fed Funds(e-CBOT)
Jan08 080118 95.880 95.880 95.850 95.875 +0.010 13,670 0 +0
Feb08 080118 96.380 96.445 96.365 96.430 +0.070 60,227 0 +0
Mar08 080118 96.560 96.670 96.545 96.650 +0.115 19,620 0 +0
Apr08 080118 96.730 96.880 96.725 96.850 +0.140 11,023 0 +0
May08 080118 96.985 97.120 96.970 97.080 +0.125 7,882 0 +0
Jun08 080118 97.040 97.170 97.030 97.125 +0.120 3,241 0 +0
Total Volume and Open Interest 116,905    
3-Mth Euro-Yen(CME)
Mar08 080118 99.22 99.22 99.22 99.22 unch 50 12,457 +165
Jun08 080118 99.36 99.36 99.36 99.36 -0.01 50 6,404 -41
Sep08 080118 99.39 99.39 99.39 99.39 -0.01 0 7,091 -113
Dec08 080118 99.35 99.35 99.35 99.35 -0.01 0 2,202 +150
Mar09 080118 99.31 99.31 99.31 99.31 +0.01 0 661 +0
Jun09 080118 99.27 99.27 99.27 99.27 +0.01 0 156 +0
Sep09 080118 99.22 99.22 99.22 99.22 +0.01 0 350 +0
Dec09 080118 99.16 99.16 99.16 99.16 +0.01      
Mar10 080118 99.11 99.11 99.11 99.11 unch      
Jun10 080118 99.06 99.06 99.06 99.06 unch      
Total Volume and Open Interest 100 29,321 +161
3-Mth Euro-Yen(SGX)
Mar08 080118 99.22 99.22 99.22 99.22 +0.01 909 52,555 +104
Jun08 080118 99.37 99.37 99.36 99.36 +0.00 2,291 19,524 -415
Sep08 080118 99.40 99.40 99.39 99.39 +0.00 1,982 21,239 -249
Dec08 080118 99.38 99.38 99.36 99.36 +0.00 1,387 16,236 +613
Mar09 080118 99.35 99.35 99.32 99.33 +0.01 354 5,970 -68
Jun09 080118 99.27 99.28 99.27 99.28 unch 0 1,592 +0
Sep09 080118 99.23 99.23 99.23 99.23 unch 0 558 +0
Dec09 080118 99.17 99.17 99.17 99.17 unch 0 260 +0
Total Volume and Open Interest 6,923 122,584 -15
Japanese Gov't Bonds(SGX)
Mar08 080116 138.25 138.30 138.10 138.15 +0.20 3,939 35,532 +1,089
Jun08 080118 138.01 138.01 138.01 138.01 +0.13      
Sep08 080118 138.01 138.01 138.01 138.01 +0.13      
Total Volume and Open Interest 2,643 35,364 +168
Euro-Bund(EUREX)
Mar08 080118 116.31 116.46 116.04 116.31 +0.14 1,667,729 1,401,536 +131,522
Jun08 080118 115.89 116.04 115.65 115.91 +0.13 164 1,275 +64
Sep08 080118 115.90 115.90 115.90 115.90 +0.13 198 7 +5
Total Volume and Open Interest 1,668,091 1,402,818 +131,591
Euro-Bobl(EUREX)
Mar08 080118 110.19 110.33 110.08 110.24 +0.17 934,365 1,139,432 +9,339
Jun08 080118 44.70 44.70 44.70 44.70 +0.18 1,822 14,298 +1,712
Sep08 080118 45.20 45.20 45.20 45.20 +0.17 126 0 +0
Total Volume and Open Interest 936,313 1,153,730 +11,051
3-Mth Euribor(EUREX)
Mar08 080118 95.680 95.705 95.675 95.695 +0.005 2,420 19,008 -1,314
Jun08 080118 95.940 95.950 95.910 95.945 +0.010 582 6,977 +167
Sep08 080118 96.155 96.170 96.135 96.170 +0.010 922 5,147 +561
Total Volume and Open Interest 5,245 40,387 +215
Long Gilt(LIFFE)
Mar08 080118 111~07 111~09 110~20 110~30 -0~06 150,755 375,744 -5,637
Jun08 080118 111~04 111~04 111~04 111~04 -0~06      
Total Volume and Open Interest 150,755 375,744 -5,637
3-Mth Short Sterling(LIFFE)
Mar08 080118 94.64 94.64 94.64 94.64 +0.04 111,642 454,112 -4,726
Jun08 080118 94.96 94.96 94.96 94.96 +0.05 173,570 636,597 +7,531
Sep08 080118 95.21 95.21 95.21 95.21 +0.05 138,044 453,147 +3,305
Dec08 080118 95.36 95.36 95.36 95.36 +0.04 143,156 416,578 +1,842
Mar09 080118 95.43 95.43 95.43 95.43 +0.03 60,587 306,622 -3,687
Jun09 080118 95.41 95.41 95.41 95.41 +0.02 31,431 186,195 +1,600
Total Volume and Open Interest 711,552 2,779,249 +7,565
3-Mth Euribor(LIFFE)
Mar08 080118 95.690 95.710 95.670 95.695 +0.015 255,819 647,159 -7,142
Jun08 080118 95.945 95.960 95.910 95.945 +0.030 324,209 722,490 +6,905
Sep08 080118 96.175 96.195 96.130 96.170 +0.040 328,424 560,743 +4,824
Total Volume and Open Interest 1,762,960 3,937,960 +62,998
3-Mth Aus T-Bills(SFE)
Mar08 080118 92.79 92.83 92.78 92.80 +0.05 23,575 348,703 -14,268
Jun08 080118 92.78 92.82 92.77 92.78 +0.06 16,565 259,101 -31,007
Sep08 080118 92.79 92.84 92.78 92.79 +0.06 18,169 219,937 +12,030
Dec08 080118 92.83 92.86 92.78 92.80 +0.06 6,255 99,132 +4,309
Mar09 080118 92.83 92.86 92.78 92.80 +0.04 3,572 53,786 -4,411
Jun09 080118 92.86 92.88 92.79 92.80 +0.03 2,463 45,060 -470
Sep09 080118 92.87 92.89 92.80 92.80 +0.02 483 30,672 -143
Dec09 080118 92.89 92.89 92.81 92.81 +0.02 328 5,694 -85
Mar10 080118 92.85 92.85 92.83 92.83 +0.03 0 651 -200
Jun10 080118 92.84 92.84 92.84 92.84 +0.02 0 490 +0
Total Volume and Open Interest 71,410 1,063,820 -34,245
10-Year Aus T-Bonds(SFE)
Mar08 080118 94.05 94.06 93.96 93.97 -0.03 31,996 473,017 -31,216
Jun08 080118 93.97 93.97 93.97 93.97 -0.03      
Total Volume and Open Interest 31,996 473,017 -31,216
3-Year Aus T-Bonds(SFE)
Mar08 080118 93.60 93.62 93.53 93.53 +0.03 85,391 613,987 -85,243
Jun08 080118 93.53 93.53 93.53 93.53 +0.03      
Total Volume and Open Interest 85,391 613,987 -85,243
Gold(CMX)
Feb08 080118 884.0 888.9 876.5 881.7 +1.2 127,242 248,587 -8,108
Apr08 080118 890.0 895.2 884.0 887.7 +1.1 28,009 137,963 -2,717
Jun08 080118 895.0 896.5 891.0 893.0 +1.0 10,037 49,839 -6,182
Aug08 080118 897.6 897.6 897.6 897.6 +0.9 3,557 30,571 -2,024
Oct08 080118 901.9 901.9 901.9 901.9 +0.8 21 3,801 +5
Dec08 080118 905.8 905.8 905.8 905.8 +0.6 4,068 26,681 -2,119
Feb09 080118 910.0 910.0 910.0 910.0 +0.5 5,100 18,379 -4,900
Apr09 080118 913.9 913.9 913.9 913.9 +0.4 2,500 2,775 -1,705
Jun09 080118 918.0 918.0 918.0 918.0 +0.3 218 10,163 +214
Aug09 080118 922.3 922.3 922.3 922.3 +0.2 8 9 +0
Oct09 080118 926.7 926.7 926.7 926.7 +0.1      
Dec09 080118 931.3 931.3 931.3 931.3 +0.1 328 16,369 +45
Total Volume and Open Interest 181,247 561,742 -27,581
Silver(CMX)
Mar08 080118 1613.0 1637.0 1609.0 1621.5 +20.5 25,634 84,555 -77
May08 080118 1627.0 1640.0 1619.0 1632.4 +20.6 1,445 20,118 +528
Jul08 080118 1624.0 1640.9 1624.0 1640.9 +20.5 134 22,888 +44
Sep08 080118 1632.0 1648.1 1632.0 1648.1 +20.5 215 21,485 +142
Dec08 080118 1666.5 1666.5 1644.0 1658.0 +20.4 447 17,648 +2
Mar09 080118 1669.0 1669.0 1669.0 1669.0 +19.6 106 819 +75
May09 080118 1676.9 1676.9 1676.9 1676.9 +19.6 2 4 +0
Total Volume and Open Interest 28,220 179,095 +586
Platinum(NYMEX)
Jan08 080118 1566.5 1566.5 1566.5 1566.5 -2.8 4 98 -45
Apr08 080118 1554.0 1567.0 1554.0 1565.5 -0.3 2,204 17,092 -545
Jul08 080118 1564.8 1564.8 1564.8 1564.8 -0.9 3 0 +0
Oct08 080118 1573.3 1573.3 1573.3 1573.3 -0.9 2 0 +0
Total Volume and Open Interest 2,213 17,190 -590
Palladium(NYMEX)
Mar08 080118 374.00 376.00 370.75 375.05 -1.20 719 15,537 +36
Jun08 080118 379.30 379.30 379.30 379.30 -1.20 143 1,720 -13
Sep08 080118 383.50 383.50 383.50 383.50 -1.20 111 324 +51
Total Volume and Open Interest 993 18,266 +74
Copper(CMX)
Mar08 080118 319.40 324.50 319.30 323.45 +5.25 12,213 55,206 -491
May08 080118 322.00 324.55 322.00 324.55 +4.50 2,284 14,175 +526
Jul08 080118 323.00 323.75 323.00 323.75 +3.55 410 3,544 +169
Sep08 080118 321.50 322.40 321.50 322.40 +2.75 36 1,674 +12
Dec08 080118 317.00 320.30 317.00 320.30 +2.15 71 2,254 +34
Total Volume and Open Interest 15,516 83,203 +224
Aluminum(CMX)
Jan08 080118 107.25 107.25 107.25 107.25 +0.25      
Feb08 080118 107.25 107.25 107.25 107.25 +0.25      
Mar08 080118 107.25 107.25 107.25 107.25 +0.25      
Apr08 080118 107.25 107.25 107.25 107.25 +0.25      
May08 080118 107.25 107.25 107.25 107.25 +0.25      
Jun08 080118 107.25 107.25 107.25 107.25 +0.25      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080118 12275 12368 12051 12106 -110 4,756 28,310 +297
Jun08 080118 12148 12148 12148 12148 -110 9 51 +1
Sep08 080118 12213 12213 12213 12213 -110 0 1 +0
Dec08 080118 12283 12283 12283 12283 -110      
Total Volume and Open Interest 4,765 28,362 +298
S & P 500(CME)
Mar08 080118 1346.50 1355.00 1316.50 1325.30 -14.40 61,765 559,981 +981
Jun08 080118 1352.00 1360.00 1324.00 1330.00 -14.70 3,515 7,646 +2,972
Sep08 080118 1333.80 1333.80 1333.80 1333.80 -14.70 2 340 +1
Dec08 080118 1355.00 1355.00 1336.30 1336.30 -14.70 3 4,006 +1
Total Volume and Open Interest 65,286 571,984 +3,955
S & P 500 E-Mini(Globex)
Mar08 080118 1340.75 1360.50 1315.75 1325.25 -14.50 3,404,177 2,310,547 +110,615
Jun08 080118 1347.50 1365.00 1320.50 1330.00 -14.75 2,550 23,098 +1,090
Total Volume and Open Interest 3,406,727 2,333,652 +111,704
NASDAQ 100(CME)
Mar08 080118 1866.50 1888.00 1840.00 1849.50 -6.50 5,316 42,264 -735
Jun08 080118 1864.00 1864.00 1863.00 1863.80 -6.70 0 50 +0
Sep08 080118 1883.80 1883.80 1883.80 1883.80 -6.70      
Total Volume and Open Interest 5,316 42,314 -735
NASDAQ 100 E-Mini(Globex)
Mar08 080118 1858.30 1887.00 1839.00 1849.50 -6.50 645,261 366,981 +11,842
Jun08 080118 1886.00 1899.80 1853.50 1863.80 -6.70 43 508 +2
Total Volume and Open Interest 645,304 367,489 +11,844
S & P Midcap 400(CME)
Mar08 080118 764.50 766.00 752.50 756.60 -6.10 59 6,597 -24
Jun08 080118 761.60 761.60 761.60 761.60 -7.90      
Sep08 080118 766.60 766.60 766.60 766.60 -10.85 0 55 +0
Total Volume and Open Interest 59 6,654 -24
Russell 2000(CME)
Mar08 080118 686.00 691.50 669.00 674.50 -9.50 1,898 41,558 +277
Jun08 080118 675.60 675.60 675.60 675.60 -9.95 0 7 +0
Sep08 080118 678.10 678.10 678.10 678.10 -9.95 0 25 +0
Total Volume and Open Interest 1,898 41,590 +277
Russell 2000 E-Mini(Globex)
Mar08 080118 683.50 692.90 667.20 674.50 -9.50 377,356 657,345 +3,581
Jun08 080118 688.10 693.40 668.50 675.60 -10.00 105 180 -9
Sep08 080118 692.00 693.00 671.00 678.10 -10.00 34 86 +9
Total Volume and Open Interest 377,495 657,611 +3,581
Value Line(KCBT)
Mar08 080118 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080118 13400 13920 13345 13780 +45 101,618 217,605 +5,907
Jun08 080118 13370 13850 13300 13805 +80 20 103 +4
Total Volume and Open Interest 101,648 217,829 +5,911
Nikkei 225(SGX)
Mar08 080118 13400 13920 13345 13780 +45 101,618 217,605 +5,907
Jun08 080118 13370 13850 13300 13805 +80 20 103 +4
Sep08 080118 13825 13825 13825 13825 +80 0 40 +0
Total Volume and Open Interest 101,648 217,829 +5,911
CAC 40(EURONEXT)
Jan08 080118 5151.0 5232.5 5114.0 5173.0 +18.5 336,520 534,170 -113,908
Feb08 080118 5175.5 5248.5 5081.0 5104.0 -66.0 132,017 346,407 +80,891
Mar08 080118 5185.0 5266.0 5107.5 5124.0 -66.5 980 56,368 -322
Total Volume and Open Interest 469,547 938,726 -33,326
Hang Seng Index(HKFE)
Jan08 080118 24320 25382 24160 24951 -139 9,240 31,136 -20,012
Feb08 080118 24337 25410 24210 24950 -150 151 730 -195
Mar08 080118 24292 25262 24170 24910 -160 38 757 -98
Total Volume and Open Interest 9,433 32,701 -20,325
DAX(EUREX)
Mar08 080118 7465.0 7561.5 7342.5 7379.0 -91.5 259,373 254,850 +2,441
Jun08 080118 7534.0 7636.0 7425.0 7456.0 -92.5 1,013 18,359 +186
Sep08 080118 7610.0 7699.0 7525.0 7530.0 -93.0 234 548 +24
Total Volume and Open Interest 260,620 273,757 +2,651
FT-SE 100(EURONEXT)
Mar08 080118 5890.00 6021.50 5846.00 5895.00 +6.50 187,756 486,027 +7,831
Jun08 080118 5906.50 5992.00 5882.50 5915.00 +6.50 61 9,123 +13
Sep08 080118 5926.50 5926.50 5926.50 5926.50 +6.50 4 2,029 +4
Total Volume and Open Interest 187,821 499,179 +7,848
SPI 200(SFE)
Mar08 080118 5612.0 5771.0 5607.0 5762.0 -30.0 28,633 249,611 -18,584
Jun08 080118 5684.0 5813.0 5682.0 5813.0 -31.0 368 2,793 +319
Sep08 080118 5709.0 5821.0 5701.0 5821.0 -30.0 296 1,521 +286
Total Volume and Open Interest 29,307 256,280 -17,993
GSCI(CME)
Feb08 080118 599.10 599.20 594.90 597.00 +0.50 235 21,122 -46
Mar08 080118 598.00 598.00 598.00 598.00 +1.50      
Apr08 080118 598.00 598.00 598.00 598.00 +1.50      
Total Volume and Open Interest 239 21,126 -1,622
RJ/CRB Index(ICE)
Feb08 080118 495.50 495.50 491.00 491.00 -1.75 4 270 +1
Apr08 080118 499.00 499.25 494.00 494.00 -1.75 8 851 +4
Jun08 080118 503.00 503.00 497.00 497.00 -1.75 1 203 +0
Total Volume and Open Interest 13 1,329 +5
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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