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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 Tue January 22, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080122 1237.00 1255.50 1227.00 1239.50 -24.50 11,925 242,530 -11,713
May08 080122 1257.00 1273.00 1246.00 1257.00 -26.25 4,206 82,344 -925
Jul08 080122 1269.00 1286.00 1263.00 1270.75 -26.75 4,446 75,539 +2,365
Aug08 080122 1272.00 1280.00 1265.00 1266.50 -29.50 177 3,753 -144
Sep08 080122 1248.00 1255.00 1236.00 1238.00 -37.00 30 2,901 +22
Nov08 080122 1224.00 1234.00 1215.00 1217.50 -37.75 4,130 119,855 +72
Jan09 080122 1226.00 1239.00 1221.00 1223.00 -41.00 204 5,041 +40
Total Volume and Open Interest 26,021 561,447 -9,343
Soybean Meal(CBOT)
Mar08 080122 332.50 339.50 329.50 336.90 -2.40 10,138 86,983 -4,319
May08 080122 340.50 344.50 336.00 343.00 -3.00 6,104 51,039 +1,389
Jul08 080122 343.00 349.00 341.00 346.50 -4.00 3,222 38,683 +983
Aug08 080122 342.00 347.00 341.00 343.80 -7.20 480 7,407 -31
Sep08 080122 341.00 343.00 339.00 340.50 -7.50 360 6,707 +293
Oct08 080122 330.00 330.00 326.50 328.80 -7.00 388 5,609 +37
Dec08 080122 329.00 329.80 326.00 328.00 -8.00 2,231 34,995 +2,182
Jan09 080122 328.00 329.00 327.00 328.80 -8.20 13 1,967 -70
Total Volume and Open Interest 23,074 235,708 +598
Soybean Oil(CBOT)
Mar08 080122 51.87 52.40 51.68 51.68 -1.46 5,638 150,430 -404
May08 080122 52.50 53.00 52.35 52.35 -1.44 2,587 47,581 +2,666
Jul08 080122 53.02 53.55 52.90 52.95 -1.36 3,057 43,416 +3,305
Aug08 080122 53.25 53.58 53.20 53.20 -1.33 193 5,951 +127
Sep08 080122 53.60 53.75 53.30 53.30 -1.40 42 5,262 +18
Oct08 080122 53.55 53.75 53.10 53.10 -1.68 196 4,965 +59
Dec08 080122 53.60 54.00 53.45 53.45 -1.65 1,921 29,641 -665
Jan09 080122 53.53 53.53 53.53 53.53 -1.72 8 1,727 -1
Total Volume and Open Interest 13,676 289,982 +5,135
Canola(WCE)
Jan08 080114 576.0 576.0 567.3 567.3 +7.5 0 6 -12
Mar08 080122 561.2 572.9 555.1 568.2 -12.8 5,685 80,757 -12,098
May08 080122 571.6 586.4 570.2 581.8 -12.7 4,177 22,387 +6,999
Jul08 080122 581.5 598.0 577.6 593.6 -11.7 2,009 19,186 +1,728
Total Volume and Open Interest 14,482 164,498 -3,050
Corn(CBOT)
Mar08 080122 491.00 498.50 487.00 489.00 -9.25 12,533 573,049 -3,466
May08 080122 501.50 510.25 499.00 501.25 -9.25 4,071 184,680 +4,992
Jul08 080122 512.00 518.50 507.25 510.00 -9.50 4,207 173,141 -1,499
Sep08 080122 504.25 511.75 502.00 504.75 -10.50 800 36,445 +398
Dec08 080122 504.00 510.75 500.50 504.00 -11.00 6,201 333,965 +3,169
Mar09 080122 508.00 515.75 507.00 510.25 -11.00 297 23,408 +186
Total Volume and Open Interest 28,823 1,410,365 +4,485
Wheat(CBOT)
Mar08 080122 952.00 986.00 933.00 934.00 -28.50 4,168 178,306 -44
May08 080122 968.00 998.50 949.00 949.00 -28.50 2,335 73,479 +2,786
Jul08 080122 868.00 908.50 865.00 890.75 +12.25 2,632 111,248 +435
Sep08 080122 878.00 899.00 877.00 877.00 -10.00 72 20,547 +289
Dec08 080122 888.00 912.00 886.00 888.00 -11.00 325 45,091 +934
Total Volume and Open Interest 9,645 449,791 +5,137
Wheat(KCBT)
Mar08 080122 987.00 1033.00 984.00 984.75 -26.50 7,471 59,790 -1,218
May08 080122 997.00 1037.00 994.00 995.00 -21.00 2,599 13,021 +330
Jul08 080122 937.00 984.00 937.00 944.50 -22.50 3,410 34,250 -22
Sep08 080122 945.00 983.00 945.00 955.00 -11.00 349 5,807 +71
Dec08 080122 946.00 999.00 946.00 955.00 -20.00 339 5,396 +56
Total Volume and Open Interest 14,335 122,542 -690
Wheat(MGE)
Mar08 080122 1180.00 1224.75 1180.00 1219.00 +24.25 5,820 28,226 -856
May08 080122 1120.00 1174.00 1119.00 1158.00 +14.00 3,971 13,753 +808
Jul08 080122 1070.00 1115.00 1070.00 1096.25 +11.25 919 4,261 +216
Sep08 080122 1025.00 1062.00 1025.00 1035.00 -5.00 1,251 7,633 +251
Dec08 080122 1015.00 1060.00 1015.00 1035.00 unch 1,600 7,844 +343
Total Volume and Open Interest 13,669 62,368 +810
Oats(CBOT)
Mar08 080122 308.75 316.00 308.75 313.50 -6.00 440 10,437 +6
May08 080122 319.00 324.00 319.00 323.00 -5.00 88 1,316 +54
Jul08 080122 330.00 330.00 330.00 330.00 -5.50 1 581 +7
Sep08 080122 338.00 338.00 338.00 338.00 -5.00 0 45 +0
Total Volume and Open Interest 531 14,065 +81
Rough Rice(CBOT)
Jan08 080114 14.28 14.28 14.28 14.28 +0.02 10 8 -9
Mar08 080122 14.12 14.20 14.12 14.12 -0.15 139 12,391 -273
May08 080122 14.50 14.50 14.44 14.44 -0.15 1 1,106 -3
Jul08 080122 14.72 14.72 14.72 14.72 -0.15 11 1,313 +36
Total Volume and Open Interest 200 17,193 -192
Live Cattle(CME)
Feb08 080122 90.350 91.400 90.300 91.035 +0.035 10,409 35,827 -3,180
Apr08 080122 93.550 94.600 93.535 94.330 +0.080 18,520 127,120 +1,304
Jun08 080122 92.500 93.285 92.500 92.830 -0.455 9,472 43,843 +1,547
Aug08 080122 95.400 95.550 95.150 95.230 -0.820 2,643 22,361 +105
Oct08 080122 99.600 99.700 99.400 99.500 -0.700 1,425 13,149 +675
Dec08 080122 100.700 100.900 100.535 100.650 -0.650 380 7,346 +130
Total Volume and Open Interest 43,000 254,522 +595
Feeder Cattle(CME)
Jan08 080122 98.500 98.785 97.700 98.050 +0.370 805 2,943 -218
Mar08 080122 102.450 103.450 102.000 102.350 +0.050 2,483 16,862 -5
Apr08 080122 106.430 106.900 105.450 105.730 -0.200 1,068 6,322 +214
May08 080122 108.500 109.000 107.500 108.100 -0.035 954 6,138 -20
Aug08 080122 110.000 110.700 109.600 109.980 +0.080 639 4,643 +335
Sep08 080122 109.800 110.035 109.300 109.750 -0.050 59 440 +36
Oct08 080122 109.750 109.950 109.000 109.650 -0.080 39 334 +22
Total Volume and Open Interest 6,053 37,927 +367
Lean Hogs(CME)
Feb08 080122 55.000 55.800 54.850 55.285 +0.300 6,520 33,595 -2,300
Apr08 080122 61.650 62.950 61.650 62.250 -0.180 8,694 91,567 -898
May08 080122 70.900 71.400 70.650 71.385 -0.265 32 2,780 +8
Jun08 080122 74.500 75.050 74.250 74.450 -1.000 3,064 35,198 +1,108
Jul08 080122 74.650 75.700 74.650 75.550 -0.650 1,174 13,633 +354
Aug08 080122 74.400 74.900 74.300 74.800 -0.780 642 7,567 +0
Oct08 080122 70.700 71.450 70.700 71.050 -0.850 2,539 11,863 +213
Dec08 080122 72.000 73.050 72.000 72.975 -0.855 1,842 15,688 +443
Total Volume and Open Interest 24,873 213,653 -977
Pork Bellies(CME)
Feb08 080122 84.000 84.500 83.580 83.950 -0.250 43 1,060 -5
Mar08 080122 84.300 84.900 83.700 83.800 -0.085 19 411 +4
May08 080122 86.135 86.250 86.135 86.150 +0.450 5 426 +1
Jul08 080122 87.580 87.580 87.050 87.050 -0.130 4 199 +3
Aug08 080122 87.230 87.230 87.230 87.230 +0.400 3 61 +2
Total Volume and Open Interest 74 2,157 +5
Class III Milk(CME)
Jan08 080122 19.27 19.32 19.27 19.32 +0.04 66 3,909 +1
Feb08 080122 16.75 16.80 16.70 16.75 -0.40 484 4,131 +35
Mar08 080122 16.65 16.73 16.65 16.73 -0.12 296 3,941 +71
Apr08 080122 16.10 16.10 16.10 16.10 -0.27 59 2,905 +20
May08 080122 16.14 16.14 16.14 16.14 -0.28 31 2,526 -2
Total Volume and Open Interest 1,062 31,448 +176
Cocoa(ICE)
Mar08 080122 2088 2135 2088 2131 -10 20,750 99,665 -3,178
May08 080122 2111 2155 2111 2153 -9 6,306 38,171 +831
Jul08 080122 2170 2170 2170 2170 -10 3,753 17,617 +1,672
Sep08 080122 2172 2172 2172 2172 -10 1,115 11,338 +738
Dec08 080122 2177 2177 2177 2177 -11 470 16,514 +78
Mar09 080122 2181 2181 2181 2181 -15 38 5,545 +0
May09 080122 2186 2186 2186 2186 -14 5 2,386 +0
Total Volume and Open Interest 32,516 191,585 +220
Coffee "C"(ICE)
Mar08 080122 130.90 135.30 129.70 135.00 +1.90 10,224 107,529 -818
May08 080122 132.90 137.80 132.50 137.70 +1.90 3,330 37,929 +595
Jul08 080122 135.60 140.25 135.30 140.25 +1.90 815 10,579 +156
Sep08 080122 142.60 142.60 142.60 142.60 +1.85 854 9,164 +26
Dec08 080122 141.50 146.10 141.50 146.10 +1.85 487 6,581 +264
Mar09 080122 149.45 149.45 149.45 149.45 +1.85 103 3,736 -581
Total Volume and Open Interest 15,918 178,056 -987
Orange Juice(ICE)
Mar08 080122 133.50 134.50 131.50 133.50 -2.55 1,775 17,379 -317
May08 080122 135.00 135.25 135.00 135.25 -2.40 169 4,243 +48
Jul08 080122 136.50 137.05 136.50 137.05 -2.10 57 1,092 +9
Sep08 080122 138.85 138.85 138.85 138.85 -2.10 88 678 +54
Nov08 080122 139.05 139.05 139.05 139.05 -2.10 0 442 +0
Jan09 080122 140.15 140.15 140.15 140.15 -2.10 0 862 +0
Total Volume and Open Interest 2,089 24,743 -206
Sugar #11(ICE)
Mar08 080122 11.67 11.76 11.20 11.55 -0.44 232,949 514,932 -9,848
May08 080122 12.07 12.25 11.78 12.00 -0.41 86,479 180,728 +16,938
Jul08 080122 12.22 12.37 11.90 12.10 -0.42 40,769 130,591 +3,215
Oct08 080122 12.55 12.63 12.24 12.42 -0.44 22,639 114,959 +2,330
Mar09 080122 13.10 13.10 12.97 12.97 -0.47 9,391 58,734 -141
Total Volume and Open Interest 410,033 1,113,863 +14,344
Sugar #14(ICE)
Mar08 080122 20.17 20.17 20.17 20.17 -0.03 140 2,654 -142
May08 080122 20.18 20.18 20.18 20.18 -0.02 50 4,053 -7
Jul08 080122 20.49 20.49 20.49 20.49 +0.01 0 2,022 +0
Sep08 080122 20.78 20.78 20.78 20.78 +0.02 0 1,466 +0
Nov08 080122 20.82 20.82 20.82 20.82 -0.06 0 613 +0
Total Volume and Open Interest 190 10,839 -149
London Cocoa(LCE)
Mar08 080122 1110 1123 1098 1117 -11 6,817 76,962 -1,059
May08 080122 1131 1140 1119 1136 -10 2,742 33,002 +340
Jul08 080122 1159 1166 1148 1164 -8 1,418 56,893 -316
Sep08 080122 1136 1151 1131 1150 -10 1,313 24,818 +444
Dec08 080122 1140 1158 1138 1155 -9 2,726 31,143 +723
Mar09 080122 1139 1155 1139 1154 -10 2,183 7,858 +187
May09 080122 1160 1165 1160 1165 -9 0 386 +0
Total Volume and Open Interest 17,278 231,416 +398
London Coffee(LCE)
Jan08 080122 1950.00 2015.00 1943.00 2015.00 +53.00 48 1,805 -26
Mar08 080122 1982.00 2050.00 1971.00 2047.00 +59.00 4,846 78,080 -1,261
May08 080122 2005.00 2072.00 1990.00 2070.00 +58.00 6,290 26,618 +1,862
Jul08 080122 2016.00 2085.00 2006.00 2084.00 +54.00 386 10,544 +7
Sep08 080122 2030.00 2090.00 2018.00 2090.00 +50.00 181 10,164 +29
Nov08 080122 2033.00 2093.00 2028.00 2093.00 +46.00 10 1,269 +8
Total Volume and Open Interest 11,798 131,825 +652
London Sugar(LCE)
Mar08 080122 334.00 339.20 328.00 335.00 -10.00 18,892 56,812 -5,554
May08 080122 341.30 348.00 338.40 344.50 -7.60 6,176 16,391 -1,369
Aug08 080122 344.30 350.40 340.00 347.00 -6.60 1,906 8,021 +710
Oct08 080122 348.50 353.20 345.30 350.50 -6.60 904 7,989 -43
Dec08 080122 352.80 356.90 351.20 354.40 -7.10 94 1,831 +60
Total Volume and Open Interest 28,203 97,470 -6,166
Cotton(ICE)
Mar08 080122 69.80 70.20 69.30 69.83 -0.90 13,723 149,128 +245
May08 080122 71.85 71.85 70.95 71.61 -0.91 2,397 37,395 +1,181
Jul08 080122 73.40 73.55 73.10 73.43 -0.90 1,322 32,391 +628
Oct08 080122 75.85 75.85 75.85 75.85 -1.00 0 518 +0
Dec08 080122 77.75 78.10 77.40 77.85 -0.91 2,199 57,484 -314
Mar09 080122 80.28 80.28 80.15 80.15 -1.00 87 1,994 +40
Total Volume and Open Interest 19,742 281,816 +1,782
Lumber(CME)
Mar08 080122 226.0 226.0 221.8 221.9 -9.3 671 8,085 +175
May08 080122 245.0 245.5 240.6 241.1 -9.1 133 1,179 +28
Jul08 080122 263.9 263.9 259.6 260.0 -9.5 110 456 +61
Sep08 080122 272.3 272.3 270.9 270.9 -5.9 70 169 +58
Total Volume and Open Interest 1,021 9,973 +351
Crude Oil(NYM)
Feb08 080122 87.45 90.15 87.25 89.85 -0.72 164,876 30,939 -35,237
Mar08 080122 86.60 89.45 86.60 89.21 -0.71 213,289 373,871 +12,779
Apr08 080122 86.30 88.76 86.30 88.76 -0.73 45,681 93,358 +3,107
May08 080122 87.90 88.39 87.90 88.39 -0.75 18,740 67,710 +453
Jun08 080122 88.07 88.07 88.07 88.07 -0.76 22,163 81,370 -4,385
Jul08 080122 87.77 87.77 87.77 87.77 -0.76 3,519 31,955 +109
Aug08 080122 87.47 87.47 87.47 87.47 -0.76 4,135 22,080 +1,976
Sep08 080122 87.20 87.20 87.20 87.20 -0.74 2,991 41,232 +1,799
Oct08 080122 86.94 86.94 86.94 86.94 -0.71 358 31,888 +51
Nov08 080122 86.69 86.69 86.69 86.69 -0.69 7 21,890 +5
Dec08 080122 86.00 86.45 86.00 86.45 -0.66 11,286 175,284 -4,272
Jan09 080122 86.22 86.22 86.22 86.22 -0.63 65 24,992 -1,003
Feb09 080122 84.00 86.01 84.00 86.01 -0.60 215 13,160 +53
Mar09 080122 85.81 85.81 85.81 85.81 -0.57 25 8,074 -20
Apr09 080122 85.62 85.62 85.62 85.62 -0.54 25 9,714 +0
May09 080122 85.44 85.44 85.44 85.44 -0.51 25 13,200 -5
Total Volume and Open Interest 501,263 1,355,589 -22,777
Heating Oil(NYM)
Feb08 080122 243.70 247.26 243.70 247.26 -3.48 32,169 43,544 -3,093
Mar08 080122 243.20 246.28 242.90 246.28 -3.46 19,775 71,901 +1,255
Apr08 080122 242.40 243.63 242.40 243.63 -2.81 6,296 23,669 +95
May08 080122 237.00 240.68 237.00 240.68 -2.36 2,286 12,912 -28
Jun08 080122 235.40 238.78 235.40 238.78 -2.26 1,870 17,131 +142
Jul08 080122 238.58 238.58 238.58 238.58 -2.16 349 6,791 +46
Aug08 080122 236.75 239.50 236.75 238.73 -2.06 286 1,975 +62
Sep08 080122 238.00 240.60 238.00 239.78 -2.01 348 5,228 -45
Oct08 080122 242.60 242.60 241.58 241.58 -1.96 85 1,605 +30
Nov08 080122 243.73 243.73 243.73 243.73 -1.86 52 1,180 +4
Dec08 080122 245.58 245.58 245.58 245.58 -1.86 548 9,104 +178
Jan09 080122 246.73 246.73 246.73 246.73 -1.86 314 3,232 +95
Total Volume and Open Interest 64,651 206,464 -1,038
Gasoline(NYMEX)
Feb08 080122 230.84 231.74 221.83 228.06 -2.28 28,127 38,043 -2,321
Mar08 080122 234.30 235.03 224.67 231.54 -2.29 19,560 72,610 +3,416
Apr08 080122 243.81 246.00 238.07 244.89 -2.64 10,362 36,687 +1,885
May08 080122 245.30 246.85 239.17 245.74 -2.54 3,065 32,182 +573
Jun08 080122 245.10 246.45 240.50 245.54 -2.54 1,978 21,997 -88
Jul08 080122 243.80 244.74 240.95 244.29 -2.54 1,127 6,770 +269
Aug08 080122 241.25 242.55 238.88 242.04 -2.49 959 4,101 +120
Sep08 080122 238.00 239.67 235.57 238.69 -2.49 715 6,831 -90
Oct08 080122 224.65 225.90 222.50 225.34 -2.49 193 3,693 +18
Nov08 080122 220.35 221.19 220.35 221.19 -2.49 23 2,115 -8
Total Volume and Open Interest 66,662 240,724 +4,182
e-MiNY RBOB Gasoline(NYMEX)
Feb08 080118 230.34 230.34 230.34 230.34 -17.48 1 10 +0
Mar08 080122 231.00 231.54 231.00 231.54 -2.29 0 12 +0
Apr08 080122 244.89 244.89 244.89 244.89 -2.64 0 2 +0
May08 080122 245.74 245.74 245.74 245.74 -2.54      
Total Volume and Open Interest 0 38 +0
Natural Gas(NYM)
Feb08 080122 7.800 7.870 7.635 7.670 -0.323 40,635 53,969 -2,764
Mar08 080122 7.790 7.800 7.625 7.647 -0.300 20,205 153,212 +1,666
Apr08 080122 7.770 7.790 7.647 7.647 -0.272 11,800 64,568 -40
May08 080122 7.820 7.830 7.701 7.701 -0.255 4,633 63,705 +462
Jun08 080122 7.900 7.905 7.782 7.782 -0.252 972 29,104 +152
Jul08 080122 7.955 7.955 7.863 7.863 -0.248 843 24,913 +21
Aug08 080122 8.025 8.025 7.934 7.934 -0.245 652 22,188 +78
Sep08 080122 8.030 8.030 7.947 7.947 -0.242 819 16,850 +248
Oct08 080122 8.115 8.115 8.026 8.026 -0.240 2,239 47,776 +541
Nov08 080122 8.286 8.286 8.286 8.286 -0.235 590 28,492 +5
Dec08 080122 8.650 8.650 8.576 8.576 -0.235 734 26,683 +53
Jan09 080122 8.860 8.860 8.806 8.806 -0.225 1,074 50,107 +284
Feb09 080122 8.811 8.811 8.811 8.811 -0.225 89 8,884 +24
Mar09 080122 8.591 8.591 8.591 8.591 -0.225 744 34,309 -40
Apr09 080122 7.851 7.851 7.851 7.851 -0.140 406 31,383 +50
May09 080122 7.900 7.900 7.841 7.841 -0.137 217 23,340 -102
Total Volume and Open Interest 88,312 891,192 +968
Brent Crude Oil(ICE)
Mar08 080122 87.05 88.86 85.00 88.45 -0.78 103,599 100,822 +6,331
Apr08 080122 86.87 88.56 84.88 88.17 -0.73 44,297 111,206 +3,791
May08 080122 86.65 88.25 84.80 87.91 -0.69 20,932 26,084 +1,595
Jun08 080122 86.40 87.98 84.70 87.66 -0.64 17,314 40,737 +2,648
Jul08 080122 86.20 87.70 84.57 87.48 -0.59 3,385 13,706 +309
Aug08 080122 85.56 87.47 84.75 87.33 -0.54 1,034 9,608 +112
Sep08 080122 85.37 87.19 85.37 87.19 -0.51 0 9,509 +43
Oct08 080122 87.05 87.05 87.05 87.05 -0.49 0 8,168 +25
Nov08 080122 86.91 86.91 86.91 86.91 -0.46 0 6,656 -3
Dec08 080122 85.50 87.07 84.30 86.75 -0.45 8,930 53,757 +1,713
Jan09 080122 86.65 86.65 86.65 86.65 -0.39 0 11,662 -90
Feb09 080122 86.55 86.55 86.55 86.55 -0.33 0 4,755 +0
Mar09 080122 86.44 86.44 86.44 86.44 -0.30 0 4,376 +0
Apr09 080122 86.33 86.33 86.33 86.33 -0.28 0 5,226 +0
Total Volume and Open Interest 202,348 501,064 +15,831
Gas Oil(ICE)
Feb08 080122 774.00 781.50 753.25 776.75 -12.75 39,963 55,342 -402
Mar08 080122 766.50 775.00 747.00 770.00 -12.25 26,906 56,545 +5,844
Apr08 080122 753.25 768.00 740.25 763.00 -11.75 10,254 22,563 +602
May08 080122 745.75 761.75 738.50 757.25 -11.25 3,471 16,934 +848
Jun08 080122 742.50 758.50 740.75 754.25 -10.75 4,807 29,287 -15
Jul08 080122 744.25 755.25 743.00 755.00 -10.25 1,607 7,155 +151
Aug08 080122 746.75 757.00 746.75 757.00 -10.25 297 3,991 +122
Sep08 080122 756.25 759.25 756.25 759.25 -10.50 361 3,422 +240
Oct08 080122 758.00 761.00 758.00 761.00 -10.25 30 2,335 +10
Nov08 080122 758.50 762.50 758.50 762.50 -9.75 330 1,893 +95
Total Volume and Open Interest 92,575 234,779 +8,282
US Dollar Index(ICE)
Mar08 080122 77.500 77.500 76.400 76.540 +0.040      
Jun08 080122 77.300 77.300 76.650 76.740 +0.090      
Sep08 080122 76.990 76.990 76.990 76.990 +0.130      
Total Volume and Open Interest      
Australian Dollar(CME)
Mar08 080122 85.46 86.33 85.46 86.33 -1.00 1,712 70,968 -3,635
Jun08 080122 85.15 85.47 85.15 85.47 -1.07 0 576 -62
Sep08 080122 84.53 84.53 84.53 84.53 -1.11 0 76 +0
Total Volume and Open Interest 1,713 71,763 -3,698
British Pound(CME)
Mar08 080122 194.64 195.65 194.21 195.65 +0.62 3,454 91,828 +5,767
Jun08 080122 194.66 194.66 194.66 194.66 +0.47 0 1,000 +8
Sep08 080122 193.58 193.58 193.58 193.58 +0.33 0 9 +0
Total Volume and Open Interest 3,454 92,896 +5,775
Canadian Dollar(CME)
Mar08 080122 96.85 97.89 96.79 97.34 -0.02 1,599 77,851 -1,023
Jun08 080122 97.17 97.17 97.17 97.17 -0.08 25 4,320 +250
Sep08 080122 96.97 96.97 96.97 96.97 -0.13 0 1,573 -4
Dec08 080122 96.77 96.77 96.77 96.77 -0.18 7 887 +5
Total Volume and Open Interest 1,631 84,807 -772
Japanese Yen(CME)
Mar08 080122 94.00 94.30 94.00 94.30 +0.36 7,056 174,679 -3,907
Jun08 080122 94.85 94.85 94.85 94.85 +0.28 0 26,796 +128
Sep08 080122 95.35 95.35 95.35 95.35 +0.22 0 485 +0
Total Volume and Open Interest 7,056 202,022 -3,779
Swiss Franc(CME)
Mar08 080122 90.85 91.24 90.85 91.24 +0.17 721 67,838 -244
Jun08 080122 91.39 91.39 91.39 91.39 +0.11 0 307 -44
Sep08 080122 91.49 91.49 91.49 91.49 +0.06 0 23 +1
Total Volume and Open Interest 721 68,205 -287
EuroFX(CME)
Mar08 080122 144.88 146.12 144.88 145.95 -0.23 2,152 164,815 -291
Jun08 080122 144.90 145.55 144.90 145.55 -0.33 15 3,264 +369
Sep08 080122 145.11 145.11 145.11 145.11 -0.39 0 317 +0
Total Volume and Open Interest 2,167 168,557 +78
Mexican Peso(CME)
Feb08 080122 911.8 911.8 911.8 911.8 -0.8 0 110 +0
Mar08 080122 911.0 911.0 909.5 909.5 -0.8 6,510 79,898 -4,816
Total Volume and Open Interest 6,510 81,257 -4,817
30-Year T-Bonds(CBOT)
Mar08 080122 120~18 121~18 119~17 120~25 +1~06 306,887 1,055,204 +10,097
Jun08 080122 120~05 120~23 118~23 119~26 +0~31 3,091 23,172 +1,743
Sep08 080122 119~02 119~02 118~00 119~02 +0~31 2 47 +10
Total Volume and Open Interest 309,981 1,078,430 +11,850
10-Year T-Notes(CBOT)
Mar08 080122 117~170 118~165 117~020 117~265 +1~050 951,749 2,471,534 +29,085
Jun08 080122 116~280 117~260 116~070 116~305 +1~000 11,604 58,097 +5,449
Sep08 080122 116~305 116~305 116~305 116~305 +4~080      
Total Volume and Open Interest 403,331 2,117,771 -134,777
5-Year T-Notes(CBOT)
Mar08 080122 113~200 113~285 113~135 113~275 +0~285 512,161 0 +0
Jun08 080122 113~170 113~170 113~170 113~170 +0~240 9,259 0 +0
Total Volume and Open Interest 521,420    
2 Year T-Notes(CBOT)
Mar08 080122 106~096 106~101 106~084 106~098 +0~041 404 1,069,044 +10,464
Jun08 080122 106~090 106~090 106~090 106~090 +0~033      
Total Volume and Open Interest 404 1,069,044 +10,464
Eurodollars(CME)
Mar08 080122 97.035 97.035 96.870 96.965 +0.455 24,963 1,852,689 +6,872
Jun08 080122 97.370 97.540 97.370 97.515 +0.435 9,019 1,813,328 +48,315
Sep08 080122 97.530 97.675 97.530 97.630 +0.340 6,785 1,568,605 -17,781
Dec08 080122 97.545 97.635 97.510 97.620 +0.280 4,178 1,577,324 +10,372
Mar09 080122 97.490 97.565 97.460 97.555 +0.235 8,385 1,175,005 -5,219
Jun09 080122 97.385 97.435 97.325 97.430 +0.200 13,237 764,013 +2,043
Sep09 080122 97.240 97.290 97.175 97.280 +0.190 13,125 686,429 -3,324
Dec09 080122 97.080 97.120 97.000 97.120 +0.185 5,671 507,130 +7,993
Mar10 080122 96.925 96.965 96.870 96.965 +0.185 3,034 297,188 +3,944
Jun10 080122 96.745 96.785 96.680 96.785 +0.185 7,933 265,069 -540
Sep10 080122 96.555 96.615 96.480 96.615 +0.185 7,843 198,240 +6,025
Dec10 080122 96.390 96.465 96.340 96.465 +0.185 2,846 148,836 +2,730
Mar11 080122 96.270 96.340 96.215 96.335 +0.185 480 116,142 +631
Jun11 080122 96.130 96.200 96.075 96.195 +0.185 1,526 100,550 -146
Sep11 080122 95.970 96.075 95.935 96.065 +0.180 689 71,777 +232
Dec11 080122 95.825 95.940 95.825 95.940 +0.180 1,784 64,769 +1,678
Mar12 080122 95.710 95.840 95.710 95.840 +0.180 454 59,294 -61
Jun12 080122 95.650 95.735 95.605 95.735 +0.180 1,166 48,092 +204
Total Volume and Open Interest 115,438 11,542,170 +66,114
30 Day Federal Funds(CBOT)
Jan08 080122 4.340 4.350 4.340 4.340 +0.215 351 125,602 +3,840
Feb08 080122 5.200 5.205 5.150 5.200 +0.520 819 144,790 -3,067
Mar08 080122 5.415 5.420 5.365 5.420 +0.520 408 51,082 -786
Apr08 080122 5.525 5.540 5.520 5.540 +0.440 0 30,463 +3,570
May08 080122 5.735 5.735 5.730 5.730 +0.400 12 29,361 +909
Jun08 080122 5.780 5.780 5.770 5.770 +0.395 12 10,115 +206
Total Volume and Open Interest 1,602 408,170 +4,352
30 Day Fed Funds(e-CBOT)
Jan08 080122 95.930 96.100 95.920 96.090 +0.215 21,510 0 +0
Feb08 080122 96.555 97.000 96.515 96.950 +0.520 39,101 0 +0
Mar08 080122 96.805 97.225 96.790 97.170 +0.520 12,696 0 +0
Apr08 080122 97.045 97.360 96.975 97.290 +0.440 12,306 0 +0
May08 080122 97.415 97.625 97.260 97.480 +0.400 4,618 0 +0
Jun08 080122 97.465 97.650 97.310 97.520 +0.395 1,348 0 +0
Total Volume and Open Interest 92,272    
3-Mth Euro-Yen(CME)
Mar08 080122 99.29 99.29 99.29 99.29 +0.07 70 12,687 +230
Jun08 080122 99.45 99.45 99.45 99.45 +0.09 107 6,441 +37
Sep08 080122 99.46 99.46 99.46 99.46 +0.07 145 7,234 +143
Dec08 080122 99.43 99.43 99.43 99.43 +0.08 2 2,203 +1
Mar09 080122 99.41 99.41 99.41 99.41 +0.10 0 661 +0
Jun09 080122 99.36 99.36 99.36 99.36 +0.09 0 156 +0
Sep09 080122 99.31 99.31 99.31 99.31 +0.09 0 350 +0
Dec09 080122 99.25 99.25 99.25 99.25 +0.09      
Mar10 080122 99.20 99.20 99.20 99.20 +0.09      
Jun10 080122 99.15 99.15 99.15 99.15 +0.09      
Total Volume and Open Interest 324 29,732 +411
3-Mth Euro-Yen(SGX)
Mar08 080122 99.24 99.31 99.24 99.29 +0.07 1,508 51,790 -765
Jun08 080122 99.42 99.47 99.40 99.43 +0.07 1,822 18,451 -1,073
Sep08 080122 99.45 99.50 99.44 99.46 +0.07 1,654 17,955 -3,284
Dec08 080122 99.42 99.47 99.42 99.44 +0.08 291 16,312 +76
Mar09 080122 99.40 99.44 99.39 99.41 +0.08 577 6,424 +454
Jun09 080122 99.36 99.36 99.36 99.36 +0.08 3 1,592 +0
Sep09 080122 99.32 99.32 99.32 99.32 +0.08 0 558 +0
Dec09 080122 99.25 99.25 99.25 99.25 +0.08 0 260 +0
Total Volume and Open Interest 5,856 117,993 -4,591
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 080122 110.76 111.59 110.18 110.30 +0.06 1,012,219 1,141,967 +2,535
Jun08 080122 44.66 44.66 44.66 44.66 -0.04 1,251 15,249 +951
Sep08 080122 45.18 45.18 45.18 45.18 -0.02 850 0 +0
Total Volume and Open Interest 1,014,320 1,157,216 +3,486
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 080122 112~08 112~18 110~12 110~13 -0~17 109,607 371,137 -4,607
Jun08 080122 110~20 110~20 110~20 110~20 -0~17      
Total Volume and Open Interest 109,607 371,137 -4,607
3-Mth Short Sterling(LIFFE)
Mar08 080122 94.76 94.76 94.76 94.76 +0.12 50,780 461,553 +7,441
Jun08 080122 95.04 95.04 95.04 95.04 +0.08 102,486 664,899 +28,302
Sep08 080122 95.25 95.25 95.25 95.25 +0.04 122,997 476,169 +23,022
Dec08 080122 95.36 95.36 95.36 95.36 unch 96,695 430,393 +13,815
Mar09 080122 95.39 95.39 95.39 95.39 -0.04 81,940 305,378 -1,244
Jun09 080122 95.36 95.36 95.36 95.36 -0.05 47,754 191,691 +5,496
Total Volume and Open Interest 577,468 2,856,727 +77,478
3-Mth Euribor(LIFFE)
Mar08 080122 95.770 95.895 95.770 95.795 +0.100 243,381 664,268 +17,109
Jun08 080122 96.075 96.280 96.075 96.125 +0.180 296,550 742,464 +19,974
Sep08 080122 96.310 96.515 96.285 96.290 +0.120 302,383 564,024 +3,281
Total Volume and Open Interest 1,661,597 4,015,911 +77,951
3-Mth Aus T-Bills(SFE)
Mar08 080122 92.81 92.85 92.79 92.84 +0.04 22,447 342,030 -6,673
Jun08 080122 92.83 92.88 92.78 92.86 +0.08 37,775 278,464 +19,363
Sep08 080122 92.82 92.95 92.80 92.92 +0.13 25,535 226,790 +6,853
Dec08 080122 92.86 92.98 92.82 92.96 +0.16 16,608 114,248 +15,116
Mar09 080122 92.88 93.00 92.85 92.98 +0.18 6,635 58,359 +4,573
Jun09 080122 92.86 93.01 92.86 92.99 +0.19 2,596 45,919 +859
Sep09 080122 92.89 93.03 92.89 92.99 +0.19 1,238 31,872 +1,200
Dec09 080122 92.90 93.04 92.90 93.00 +0.19 261 5,990 +296
Mar10 080122 93.03 93.03 93.01 93.01 +0.18 25 676 +25
Jun10 080122 93.03 93.03 93.03 93.03 +0.19 0 490 +0
Total Volume and Open Interest 113,120 1,105,432 +41,612
10-Year Aus T-Bonds(SFE)
Mar08 080122 94.06 94.16 94.04 94.14 +0.17 37,711 498,157 +25,140
Jun08 080122 94.14 94.14 94.14 94.14 +0.17      
Total Volume and Open Interest 37,711 498,157 +25,140
3-Year Aus T-Bonds(SFE)
Mar08 080122 93.64 93.75 93.62 93.73 +0.20 123,515 693,234 +79,247
Jun08 080122 93.73 93.73 93.73 93.73 +0.20      
Total Volume and Open Interest 123,515 693,234 +79,247
Gold(CMX)
Feb08 080122 864.0 895.5 864.0 890.3 +8.6 113,552 247,306 -1,281
Apr08 080122 870.8 900.5 870.8 895.8 +8.1 15,469 138,794 +831
Jun08 080122 873.0 901.5 873.0 900.5 +7.5 1,313 49,802 -37
Aug08 080122 904.5 904.5 904.5 904.5 +6.9 399 30,739 +168
Oct08 080122 908.3 908.3 908.3 908.3 +6.4 213 3,617 -184
Dec08 080122 871.0 914.5 871.0 911.8 +6.0 879 26,814 +133
Feb09 080122 901.3 915.7 901.3 915.7 +5.7 192 18,541 +162
Apr09 080122 919.3 919.3 919.3 919.3 +5.4 3 2,775 +0
Jun09 080122 923.3 923.3 923.3 923.3 +5.3 135 10,283 +120
Aug09 080122 927.4 927.4 927.4 927.4 +5.1 8 9 +0
Oct09 080122 931.6 931.6 931.6 931.6 +4.9      
Dec09 080122 936.0 936.0 936.0 936.0 +4.7 3 16,370 +1
Total Volume and Open Interest 132,380 561,644 -98
Silver(CMX)
Mar08 080122 1572.0 1623.5 1572.0 1610.5 -11.0 32,481 84,329 -226
May08 080122 1600.0 1622.0 1595.0 1620.4 -12.0 2,616 19,961 -157
Jul08 080122 1624.0 1627.6 1624.0 1627.6 -13.3 946 23,555 +667
Sep08 080122 1630.0 1634.0 1630.0 1634.0 -14.1 875 22,326 +841
Dec08 080122 1610.0 1642.5 1610.0 1642.5 -15.5 694 17,686 +38
Mar09 080122 1653.1 1653.1 1653.1 1653.1 -15.9 100 919 +100
May09 080122 1660.7 1660.7 1660.7 1660.7 -16.2 2 4 +0
Total Volume and Open Interest 37,897 180,255 +1,160
Platinum(NYMEX)
Jan08 080122 1547.6 1547.6 1547.6 1547.6 -18.9 6 100 +2
Apr08 080122 1532.0 1560.0 1532.0 1558.6 -6.9 1,377 16,920 -172
Jul08 080122 1558.2 1558.2 1558.2 1558.2 -6.6 10 0 +0
Oct08 080122 1569.0 1569.0 1569.0 1569.0 -4.3      
Total Volume and Open Interest 1,393 17,020 -170
Palladium(NYMEX)
Mar08 080122 367.50 371.75 365.00 371.10 -3.95 863 15,613 +76
Jun08 080122 375.10 375.10 375.10 375.10 -4.20 9 1,728 +8
Sep08 080122 379.10 379.10 379.10 379.10 -4.40 111 324 +0
Total Volume and Open Interest 1,003 18,350 +84
Copper(CMX)
Mar08 080122 307.25 320.00 305.50 319.65 -3.80 10,104 55,612 +406
May08 080122 311.50 320.80 308.00 320.80 -3.75 2,975 15,208 +1,033
Jul08 080122 314.50 319.55 314.50 319.55 -4.20 291 3,626 +82
Sep08 080122 310.50 317.55 310.50 317.55 -4.85 28 1,678 +4
Dec08 080122 315.00 315.00 305.00 314.85 -5.45 180 2,319 +65
Total Volume and Open Interest 13,889 84,796 +1,593
Aluminum(CMX)
Jan08 080122 106.50 106.50 106.50 106.50 -0.75      
Feb08 080122 106.50 106.50 106.50 106.50 -0.75      
Mar08 080122 106.50 106.50 106.50 106.50 -0.75      
Apr08 080122 106.50 106.50 106.50 106.50 -0.75      
May08 080122 106.50 106.50 106.50 106.50 -0.75      
Jun08 080122 106.50 106.50 106.50 106.50 -0.75      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080122 11670 12085 11610 11951 -155 3,955 28,336 +26
Jun08 080122 11695 12000 11695 11984 -164 0 51 +0
Sep08 080122 12049 12049 12049 12049 -164 0 1 +0
Dec08 080122 12119 12119 12119 12119 -164      
Total Volume and Open Interest 3,955 28,388 +26
S & P 500(CME)
Mar08 080122 1267.50 1325.00 1262.00 1309.30 -16.00 53,719 559,382 -599
Jun08 080122 1268.00 1326.00 1268.00 1312.40 -17.60 1,580 8,644 +998
Sep08 080122 1315.10 1315.10 1315.10 1315.10 -18.70 1 335 -5
Dec08 080122 1299.00 1316.50 1299.00 1316.50 -19.80 302 4,045 +39
Total Volume and Open Interest 55,605 572,420 +436
S & P 500 E-Mini(Globex)
Mar08 080122 1327.75 1331.50 1255.50 1309.25 -16.00 3,219,624 2,281,142 -29,405
Jun08 080122 1332.00 1335.00 1260.00 1312.50 -17.50 13,625 35,388 +12,290
Total Volume and Open Interest 3,233,249 2,316,537 -17,115
NASDAQ 100(CME)
Mar08 080122 1750.00 1829.00 1747.00 1801.00 -48.50 7,682 43,747 +1,483
Jun08 080122 1812.80 1812.80 1812.80 1812.80 -51.00 4 52 +2
Sep08 080122 1832.80 1832.80 1832.80 1832.80 -51.00      
Total Volume and Open Interest 7,686 43,799 +1,485
NASDAQ 100 E-Mini(Globex)
Mar08 080122 1851.50 1858.30 1744.50 1801.00 -48.50 644,551 365,019 -1,962
Jun08 080122 1860.00 1860.00 1760.00 1812.80 -51.00 52 522 +14
Total Volume and Open Interest 644,603 365,541 -1,948
S & P Midcap 400(CME)
Mar08 080122 727.00 756.00 727.00 752.70 -3.90 129 6,553 -44
Jun08 080122 757.70 757.70 757.70 757.70 -3.90      
Sep08 080122 762.70 762.70 762.70 762.70 -3.90 0 55 +0
Total Volume and Open Interest 129 6,610 -44
Russell 2000(CME)
Mar08 080122 648.00 683.00 648.00 671.50 -3.00 3,112 42,628 +1,070
Jun08 080122 672.30 672.30 672.30 672.30 -3.30 0 7 +0
Sep08 080122 674.80 674.80 674.80 674.80 -3.30 0 25 +0
Total Volume and Open Interest 3,112 42,660 +1,070
Russell 2000 E-Mini(Globex)
Mar08 080122 675.40 685.80 637.50 671.50 -3.00 373,517 652,001 -5,344
Jun08 080122 671.70 685.50 638.60 672.30 -3.30 181 209 +29
Sep08 080122 674.80 674.80 674.80 674.80 -3.30 41 88 +2
Total Volume and Open Interest 373,739 652,298 -5,313
Value Line(KCBT)
Mar08 080122 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)
Feb08 080122 4678.0 4940.0 4508.5 4866.0 -238.0 236,473 404,095 +57,688
Mar08 080122 4735.0 4950.5 4539.0 4885.0 -239.0 1,941 55,197 -1,171
Apr08 080122 4903.0 4903.0 4903.0 4903.0        
Hang Seng Index(HKFE)
Jan08 080122 22977 23000 21483 21803 -3148 10,670 21,105 -10,031
Feb08 080122 23000 23030 21542 21800 -3150 159 338 -392
Mar08 080122 22998 22998 21473 21776 -3134 48 60 -697
Total Volume and Open Interest 10,906 21,562 -11,139
DAX(EUREX)
Mar08 080122 6890.0 6933.5 6448.5 6833.0 -546.0 293,877 254,850 +0
Jun08 080122 6800.0 6977.0 6532.5 6904.0 -552.0 816 18,359 +0
Sep08 080122 6827.0 6970.5 6621.5 6970.5 -559.5 128 527 -21
Total Volume and Open Interest 294,821 273,736 -21
FT-SE 100(EURONEXT)
Mar08 080122 5387.50 5783.00 5301.50 5734.50 -160.50 209,618 494,007 +7,980
Jun08 080122 5325.00 5760.00 5325.00 5751.00 -164.00 141 9,203 +80
Sep08 080122 5758.50 5758.50 5758.50 5758.50 -168.00 0 2,029 +0
Total Volume and Open Interest 209,759 507,239 +8,060
SPI 200(SFE)
Mar08 080122 5387.0 5428.0 5183.0 5256.0 -506.0 34,047 270,223 +20,612
Jun08 080122 5447.0 5456.0 5303.0 5303.0 -510.0 639 3,412 +619
Sep08 080122 5308.0 5308.0 5308.0 5308.0 -513.0 8 1,531 +10
Total Volume and Open Interest 34,694 275,173 +18,893
GSCI(CME)
Feb08 080122 579.50 591.50 579.50 588.50 -8.50 159 21,120 -2
Mar08 080122 590.00 590.00 590.00 590.00 -8.00      
Apr08 080122 590.00 590.00 590.00 590.00 -8.00      
Total Volume and Open Interest 159 21,120 -6
RJ/CRB Index(ICE)
Feb08 080122 481.00 485.00 481.00 485.00 -6.00 6 270 +0
Apr08 080122 485.00 488.00 485.00 488.00 -6.00 13 859 +8
Jun08 080122 488.00 491.00 488.00 491.00 -6.00 0 203 +0
Total Volume and Open Interest 19 1,337 +8
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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