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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 Mon February 04, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080204 1289.50 1328.00 1288.50 1326.00 +38.75 14,167 211,250 -1,037
May08 080204 1305.00 1346.00 1305.00 1344.75 +38.50 4,986 109,008 +4,760
Jul08 080204 1319.25 1361.00 1319.25 1358.50 +38.50 2,688 86,116 +2,082
Aug08 080204 1318.00 1349.00 1318.00 1349.00 +41.00 118 4,221 -39
Sep08 080204 1298.25 1317.00 1293.25 1317.00 +44.00 150 3,409 +103
Nov08 080204 1254.25 1297.50 1254.25 1294.50 +40.50 4,629 127,693 +2,999
Jan09 080204 1256.00 1300.00 1256.00 1300.00 +43.00 131 5,473 +57
Total Volume and Open Interest 27,081 579,994 +9,164
Soybean Meal(CBOT)
Mar08 080204 344.20 353.50 344.10 352.90 +9.70 6,703 69,827 -143
May08 080204 349.50 358.80 349.50 358.50 +9.30 3,324 53,757 +377
Jul08 080204 356.50 363.00 356.00 363.00 +9.50 1,080 43,862 +206
Aug08 080204 351.00 360.00 351.00 359.20 +9.50 234 8,071 -41
Sep08 080204 347.20 353.00 345.60 353.00 +9.00 382 6,426 +43
Oct08 080204 336.20 340.40 333.00 340.00 +9.30 115 7,202 +71
Dec08 080204 329.50 337.00 329.50 337.00 +8.30 947 38,860 +356
Jan09 080204 331.00 337.50 330.00 337.50 +8.80 65 2,379 +53
Total Volume and Open Interest 12,858 233,437 +914
Soybean Oil(CBOT)
Mar08 080204 54.18 55.96 54.17 55.76 +1.64 6,956 127,618 -4,025
May08 080204 55.02 56.56 54.96 56.54 +1.77 3,846 59,929 +5,122
Jul08 080204 55.55 57.16 55.55 57.05 +1.71 1,484 47,776 +787
Aug08 080204 56.83 57.37 56.05 57.36 +1.79 35 5,840 +77
Sep08 080204 56.84 57.50 56.15 57.45 +1.85 39 5,219 -32
Oct08 080204 56.62 57.30 56.15 57.30 +1.83 160 4,983 -18
Dec08 080204 56.20 57.77 55.78 57.76 +1.99 917 29,360 +548
Jan09 080204 57.85 57.85 57.85 57.85 +2.00 46 2,054 +1
Total Volume and Open Interest 13,483 283,859 +2,460
Canola(WCE)
Mar08 080204 587.8 610.1 586.7 609.2 +22.5 9,927 62,869 -6,200
May08 080204 599.8 623.7 599.8 622.2 +22.4 9,719 34,420 +1,158
Jul08 080204 611.3 632.5 611.3 632.0 +23.4 2,541 20,801 +674
Total Volume and Open Interest 25,025 166,767 -2,985
Corn(CBOT)
Mar08 080204 501.25 511.00 501.25 510.50 +10.00 22,111 518,449 -10,316
May08 080204 513.25 523.00 512.75 522.75 +9.50 8,468 226,360 +11,476
Jul08 080204 522.00 533.50 522.00 533.00 +10.75 2,115 182,071 +664
Sep08 080204 524.75 533.00 523.25 533.00 +13.00 418 42,744 +216
Dec08 080204 519.00 533.50 519.00 533.00 +14.00 6,277 338,117 +3,937
Mar09 080204 526.00 541.00 526.00 540.75 +14.25 90 25,762 +339
Total Volume and Open Interest 40,014 1,425,914 +6,766
Wheat(CBOT)
Mar08 080204 948.50 973.00 948.00 973.00 +30.00 7,747 153,494 -6,310
May08 080204 960.50 990.50 960.50 989.75 +29.25 5,979 86,454 +3,914
Jul08 080204 875.00 904.50 875.00 904.50 +30.00 3,374 112,114 +1,292
Sep08 080204 892.50 911.00 892.50 911.00 +30.00 411 21,352 +172
Dec08 080204 903.75 921.75 896.00 921.75 +30.00 1,287 51,092 +840
Total Volume and Open Interest 19,045 448,651 -31
Wheat(KCBT)
Mar08 080204 998.00 1020.25 998.00 1020.25 +30.00 6,827 53,952 -300
May08 080204 1006.25 1030.25 1006.25 1030.25 +30.00 2,107 17,706 +217
Jul08 080204 959.50 989.50 953.00 989.00 +29.50 3,012 34,732 +37
Sep08 080204 973.25 989.00 970.00 989.00 +23.00 327 6,226 +60
Dec08 080204 980.75 1008.00 968.25 994.25 +16.25 1,024 6,312 +185
Total Volume and Open Interest 13,386 123,907 +245
Wheat(MGE)
Mar08 080204 1433.00 1433.00 1406.00 1433.00 +30.00 3,612 18,764 -1,577
May08 080204 1303.00 1304.75 1262.75 1304.75 +30.00 5,981 16,515 -506
Jul08 080204 1137.25 1149.25 1103.25 1130.00 +5.00 1,369 6,060 +306
Sep08 080204 1017.25 1030.00 1000.00 1025.00 +7.00 1,812 8,376 +47
Dec08 080204 1012.00 1014.00 979.50 1014.00 +16.50 1,464 9,318 +633
Total Volume and Open Interest 14,279 59,956 -1,060
Oats(CBOT)
Mar08 080204 323.50 338.00 323.50 335.50 +12.50 1,800 7,951 -678
May08 080204 335.00 347.25 335.00 344.75 +11.75 1,298 3,813 +809
Jul08 080204 348.50 352.50 348.50 352.50 +10.50 10 577 -10
Sep08 080204 360.00 360.00 351.00 360.00 +10.00 0 45 +0
Total Volume and Open Interest 3,124 14,320 +161
Rough Rice(CBOT)
Mar08 080204 15.15 15.20 15.01 15.10 -0.07 777 11,167 -116
May08 080204 15.48 15.52 15.32 15.40 -0.10 559 2,719 +427
Jul08 080204 15.69 15.71 15.56 15.69 unch 5 1,502 -1
Sep08 080204 14.96 15.05 14.91 15.02 +0.04 26 1,892 +75
Total Volume and Open Interest 1,482 18,674 +554
Live Cattle(CME)
Feb08 080204 89.875 90.650 89.700 90.525 +0.300 6,054 18,588 +18,588
Apr08 080204 94.050 94.550 93.450 93.925 -0.125 20,029 143,268 +143,268
Jun08 080204 93.950 94.400 93.550 94.300 +0.350 6,676 49,852 +49,852
Aug08 080204 96.125 97.250 96.125 97.225 +0.525 3,279 26,023 +26,023
Oct08 080204 101.250 101.850 100.900 101.825 +0.450 1,816 14,508 +14,508
Dec08 080204 102.000 102.800 102.000 102.800 +0.550 944 7,741 +7,741
Total Volume and Open Interest 38,870 265,532 +3,159
Feeder Cattle(CME)
Mar08 080204 105.375 105.400 103.950 104.750 -0.700 2,748 17,800 +17,800
Apr08 080204 108.675 108.800 108.050 108.725 -0.650 1,129 7,510 +7,510
May08 080204 111.500 111.500 110.150 111.050 -0.850 627 6,979 +6,979
Aug08 080204 112.100 112.350 111.000 112.050 -0.475 421 5,658 +5,658
Sep08 080204 111.450 111.600 110.800 111.525 -0.475 89 559 +559
Oct08 080204 110.850 111.250 110.800 111.250 -0.250 30 406 +406
Nov08 080204 110.725 111.200 110.400 111.200 +0.100 1 276 +276
Total Volume and Open Interest 5,045 39,188 -1,419
Lean Hogs(CME)
Feb08 080204 59.750 60.200 59.350 59.775 -0.100 5,564 16,902 +16,902
Apr08 080204 66.825 67.450 66.500 67.200 +0.525 15,476 99,944 +99,944
May08 080204 74.725 75.925 74.600 75.850 +0.900 59 2,872 +2,872
Jun08 080204 79.600 81.100 79.225 81.050 +1.250 3,833 39,949 +39,949
Jul08 080204 79.700 81.700 79.600 81.600 +1.700 541 13,687 +13,687
Aug08 080204 79.575 81.125 79.400 81.025 +1.225 1,420 10,071 +10,071
Oct08 080204 74.500 75.750 74.300 75.650 +1.125 1,382 13,912 +13,912
Dec08 080204 77.500 78.500 77.250 78.450 +0.900 601 17,716 +17,716
Total Volume and Open Interest 29,541 222,565 +4,437
Pork Bellies(CME)
Feb08 080204 93.850 93.950 92.000 92.200 -1.650 213 271 +271
Mar08 080204 93.500 95.200 92.900 92.900 -1.450 422 730 +730
May08 080204 94.000 95.750 92.800 92.800 -1.775 76 600 +600
Jul08 080204 93.450 93.700 93.075 93.075 -0.025 1 215 +215
Aug08 080204 91.750 93.500 91.750 91.750 -1.350 0 70 +70
Total Volume and Open Interest 712 1,886 +23
Class III Milk(CME)
Feb08 080204 17.00 17.25 17.00 17.05 +0.01 293 4,055 +4,055
Mar08 080204 17.30 17.51 17.22 17.30 +0.10 454 4,184 +4,184
Apr08 080204 16.56 16.80 16.52 16.61 +0.09 201 3,257 +3,257
May08 080204 16.10 16.20 15.98 16.15 +0.05 103 2,684 +2,684
Jun08 080204 16.15 16.21 16.05 16.11 +0.01 104 2,476 +2,476
Total Volume and Open Interest 1,284 28,888 -3,758
Cocoa(ICE)
Mar08 080204 2330 2349 2316 2346 +20 25,246 87,274 -3,487
May08 080204 2345 2379 2345 2376 +21 8,716 46,691 +3,027
Jul08 080204 2371 2392 2360 2389 +21 1,981 19,546 +693
Sep08 080204 2368 2389 2360 2389 +22 640 12,276 +223
Dec08 080204 2365 2393 2356 2392 +28 733 16,848 +180
Mar09 080204 2364 2391 2362 2391 +30 188 5,805 +21
May09 080204 2382 2400 2380 2400 +42 1 2,392 +0
Total Volume and Open Interest 37,681 192,555 +745
Coffee "C"(ICE)
Mar08 080204 139.00 144.50 139.00 142.70 +3.60 28,757 89,171 -3,676
May08 080204 141.75 147.00 141.65 145.25 +3.60 10,728 56,224 +3,203
Jul08 080204 144.40 149.25 144.40 147.60 +3.50 3,064 13,899 +922
Sep08 080204 146.90 151.30 146.75 149.90 +3.45 918 10,471 +174
Dec08 080204 149.70 153.35 149.70 153.10 +3.40 692 7,874 +167
Mar09 080204 153.50 156.50 153.35 156.20 +3.15 124 3,969 +46
Total Volume and Open Interest 44,541 184,344 +895
Orange Juice(ICE)
Mar08 080204 136.80 137.50 135.20 135.25 -1.55 6,226 11,904 -2,889
May08 080204 139.45 140.00 137.85 137.90 -1.55 4,862 9,435 +3,172
Jul08 080204 142.75 142.95 140.70 140.70 -0.85 610 1,631 +287
Sep08 080204 144.00 144.00 142.90 142.90 -0.80 51 747 +27
Nov08 080204 143.65 143.65 143.65 143.65 -0.25 5 447 +5
Jan09 080204 144.75 144.75 144.75 144.75 -0.25 0 861 +0
Total Volume and Open Interest 11,754 25,073 +602
Sugar #11(ICE)
Mar08 080204 12.35 12.47 12.01 12.17 -0.18 98,255 402,714 -11,876
May08 080204 12.86 12.97 12.52 12.70 -0.16 42,753 189,693 +8,135
Jul08 080204 13.01 13.13 12.71 12.89 -0.12 30,314 134,672 +6,074
Oct08 080204 13.29 13.41 12.99 13.19 -0.12 11,382 126,914 +335
Mar09 080204 13.80 13.92 13.50 13.71 -0.11 6,536 57,777 -291
Total Volume and Open Interest 205,150 1,035,651 +4,558
Sugar #14(ICE)
Mar08 080131 20.10 20.10 20.10 20.10 +0.07 349 1,671 -285
May08 080131 20.13 20.13 20.13 20.13 unch 115 4,077 +20
Jul08 080131 20.36 20.36 20.36 20.36 +0.01 5 2,010 -12
Sep08 080131 20.60 20.60 20.60 20.60 unch 1 1,495 +0
Nov08 080131 21.10 21.10 21.10 21.10 +0.30 8 772 +8
Total Volume and Open Interest 478 10,056 -269
London Cocoa(LCE)
Mar08 080204 1208 1212 1198 1209 +4 10,573 71,171 +71,171
May08 080204 1230 1237 1222 1235 +7 4,108 37,541 +37,541
Jul08 080204 1258 1263 1250 1260 +4 5,695 59,934 +59,934
Sep08 080204 1244 1246 1237 1243 +3 1,262 27,475 +27,475
Dec08 080204 1250 1254 1243 1250 +3 2,508 34,982 +34,982
Mar09 080204 1247 1252 1237 1247 +4 157 10,289 +10,289
May09 080204 1255 1264 1255 1259 +6 0 389 +389
Total Volume and Open Interest 24,391 242,449 +1,968
London Coffee(LCE)
Mar08 080204 2129.00 2164.00 2127.00 2155.00 +28.00 9,820 71,473 +71,473
May08 080204 2152.00 2190.00 2151.00 2182.00 +30.00 6,887 35,712 +35,712
Jul08 080204 2180.00 2220.00 2178.00 2200.00 +32.00 1,211 18,658 +18,658
Sep08 080204 2183.00 2205.00 2177.00 2200.00 +35.00 639 13,361 +13,361
Nov08 080204 2163.00 2207.00 2162.00 2185.00 +35.00 31 1,318 +1,318
Jan09 080204 2165.00 2180.00 2165.00 2180.00 +35.00 91 3,925 +3,925
Total Volume and Open Interest 18,679 144,447 -111
London Sugar(LCE)
Mar08 080204 340.00 344.70 336.60 339.50 -4.80 4,562 42,241 +42,241
May08 080204 355.90 355.90 347.00 350.40 -4.10 3,542 17,776 +17,776
Aug08 080204 354.60 357.70 350.20 353.60 -4.10 703 8,526 +8,526
Oct08 080204 361.00 361.00 357.50 358.60 -2.60 279 7,777 +7,777
Dec08 080204 365.60 365.60 363.20 365.60 -0.90 45 2,036 +2,036
Total Volume and Open Interest 10,339 87,017 +599
Cotton(ICE)
Mar08 080204 68.20 68.95 68.07 68.87 +0.71 37,533 115,866 -2,661
May08 080204 70.15 70.95 70.00 70.79 +0.71 10,053 51,376 +5,037
Jul08 080204 72.07 72.65 71.80 72.50 +0.62 2,371 34,415 +45
Oct08 080204 75.25 75.25 75.25 75.25 +0.62 459 1,320 +290
Dec08 080204 76.85 77.56 76.65 77.47 +0.78 5,372 62,423 +1,551
Mar09 080204 79.05 79.85 79.05 79.85 +0.76 195 2,439 +0
Total Volume and Open Interest 56,462 270,994 +4,477
Lumber(CME)
Mar08 080204 221.0 227.2 219.6 226.3 +5.3 2,666 6,217 +6,217
May08 080204 241.0 245.0 239.1 240.7 +0.5 2,604 4,200 +4,200
Jul08 080204 256.3 263.0 254.7 261.5 +4.1 164 563 +563
Sep08 080204 270.0 273.2 268.8 271.0 +1.0 45 265 +265
Total Volume and Open Interest 5,494 11,351 +1,120
Crude Oil(NYM)
Mar08 080204 88.66 90.83 88.07 90.02 +1.06 316,987 374,973 -1,950
Apr08 080204 88.77 90.77 88.13 90.07 +1.07 95,753 123,067 +6,455
May08 080204 88.50 90.57 88.08 89.96 +1.04 34,778 86,178 +2,285
Jun08 080204 88.40 90.40 88.00 89.81 +1.02 34,905 93,019 +4,398
Jul08 080204 88.63 90.16 88.48 89.65 +1.01 5,327 32,277 -400
Aug08 080204 88.47 89.50 88.47 89.50 +1.00 1,044 26,660 +78
Sep08 080204 88.37 89.35 88.33 89.35 +0.98 1,946 41,116 -521
Oct08 080204 88.68 89.21 88.68 89.21 +0.96 441 28,133 -25
Nov08 080204 88.94 89.07 88.94 89.07 +0.94 526 21,844 -64
Dec08 080204 88.21 89.39 87.45 88.93 +0.92 17,889 185,681 +1,036
Jan09 080204 88.35 88.79 88.35 88.79 +0.90 124 24,082 +9
Feb09 080204 88.50 88.65 88.50 88.65 +0.88 93 12,632 -75
Mar09 080204 88.51 88.51 88.51 88.51 +0.86 346 9,448 +196
Apr09 080204 88.37 88.37 88.37 88.37 +0.84 65 8,329 -55
May09 080204 88.23 88.23 88.23 88.23 +0.82 60 13,618 -40
Jun09 080204 86.83 88.12 86.83 88.12 +0.80 1,583 27,434 -770
Total Volume and Open Interest 530,732 1,395,278 +7,402
Heating Oil(NYM)
Mar08 080204 244.89 250.25 242.76 248.33 +3.44 49,032 80,194 +372
Apr08 080204 242.15 248.36 241.47 246.53 +3.34 14,501 28,448 +883
May08 080204 242.21 246.09 240.00 244.58 +3.29 5,024 14,556 +166
Jun08 080204 240.60 244.60 238.85 243.18 +3.09 4,824 20,373 +968
Jul08 080204 241.75 244.41 240.64 242.98 +2.99 864 7,871 +685
Aug08 080204 241.65 244.67 240.74 243.53 +2.99 513 2,589 +148
Sep08 080204 242.93 246.15 241.83 244.73 +2.94 677 6,105 +187
Oct08 080204 244.77 247.46 243.77 246.68 +2.89 181 1,754 +34
Nov08 080204 246.81 249.45 246.15 248.78 +2.84 99 1,234 +44
Dec08 080204 248.01 251.62 247.40 250.43 +2.79 1,425 10,207 +350
Jan09 080204 251.38 251.71 251.21 251.63 +2.79 218 3,437 +63
Feb09 080204 251.18 251.18 251.18 251.18 +2.74 34 916 +10
Total Volume and Open Interest 77,624 186,174 -3,803
Gasoline(NYMEX)
Mar08 080204 228.33 233.24 226.74 231.17 +2.83 49,423 89,696 +1,429
Apr08 080204 243.95 248.90 242.29 246.87 +2.98 20,401 43,407 +1,808
May08 080204 245.52 250.40 245.40 248.42 +2.93 8,019 34,656 +746
Jun08 080204 245.77 250.36 245.24 248.52 +2.88 5,327 26,292 +682
Jul08 080204 246.00 249.17 244.90 247.62 +2.83 1,663 8,098 +190
Aug08 080204 243.45 246.93 243.36 245.67 +2.73 620 5,776 +15
Sep08 080204 241.84 243.95 241.84 242.67 +2.58 1,046 7,561 +329
Oct08 080204 229.00 229.82 229.00 229.82 +2.58 555 4,625 +260
Nov08 080204 225.15 225.87 225.15 225.87 +2.48 345 2,386 -70
Dec08 080204 222.25 224.12 222.25 224.12 +2.48 669 8,284 +119
Total Volume and Open Interest 88,802 241,606 -1,272
e-MiNY RBOB Gasoline(NYMEX)
Mar08 080204 231.17 231.17 231.17 231.17 +2.83 8 22 +0
Apr08 080204 246.87 246.87 246.87 246.87 +2.98 0 6 +0
May08 080204 247.80 248.42 247.80 248.42 +2.93      
Jun08 080204 248.52 248.52 248.52 248.52 +2.88      
Total Volume and Open Interest 8 28 +0
Natural Gas(NYM)
Mar08 080204 7.625 8.011 7.580 7.869 +0.129 61,892 166,330 +428
Apr08 080204 7.680 8.027 7.630 7.889 +0.114 24,331 86,743 +3,030
May08 080204 7.739 8.082 7.700 7.951 +0.106 8,199 66,191 +988
Jun08 080204 7.800 8.152 7.800 8.037 +0.099 1,900 30,893 +165
Jul08 080204 7.888 8.230 7.888 8.120 +0.096 985 24,954 -44
Aug08 080204 8.035 8.315 7.971 8.192 +0.096 400 21,490 -74
Sep08 080204 8.000 8.314 7.977 8.202 +0.097 427 16,866 -48
Oct08 080204 8.080 8.380 7.990 8.266 +0.098 7,264 49,731 +1,263
Nov08 080204 8.365 8.635 8.325 8.541 +0.093 1,980 28,222 +449
Dec08 080204 8.660 8.925 8.660 8.831 +0.088 4,895 33,732 +1,671
Jan09 080204 8.930 9.134 8.850 9.046 +0.088 5,154 52,711 +1,705
Feb09 080204 8.930 9.122 8.861 9.054 +0.088 306 9,054 -18
Mar09 080204 8.650 8.906 8.649 8.836 +0.087 5,197 34,735 +932
Apr09 080204 7.950 8.110 7.950 8.071 +0.087 3,483 29,947 -48
May09 080204 8.130 8.130 8.059 8.059 +0.087 1,646 22,341 +14
Jun09 080204 8.200 8.200 8.124 8.124 +0.086 702 10,911 +183
Total Volume and Open Interest 130,489 898,698 +11,822
Brent Crude Oil(ICE)
Mar08 080204 89.10 91.12 88.63 90.47 +1.03 94,538 94,478 +94,478
Apr08 080204 88.80 90.80 88.36 90.18 +1.07 47,326 146,690 +146,690
May08 080204 88.82 90.60 88.24 90.02 +1.06 24,207 38,943 +38,943
Jun08 080204 88.95 90.40 88.12 89.87 +1.05 16,079 49,611 +49,611
Jul08 080204 88.86 89.89 88.11 89.74 +1.04 3,289 18,425 +18,425
Aug08 080204 89.63 89.63 89.63 89.63 +1.03 1,853 11,079 +11,079
Sep08 080204 88.69 89.50 88.69 89.50 +1.01 826 10,626 +10,626
Oct08 080204 88.60 89.36 88.60 89.36 +0.99 722 7,590 +7,590
Nov08 080204 89.22 89.22 89.22 89.22 +0.96 13 6,791 +6,791
Dec08 080204 88.30 89.58 87.51 89.07 +0.93 9,858 55,781 +55,781
Jan09 080204 88.98 88.98 88.98 88.98 +0.93 691 12,633 +12,633
Feb09 080204 88.89 88.89 88.89 88.89 +0.91 0 4,783 +4,783
Mar09 080204 88.80 88.80 88.80 88.80 +0.89 0 4,167 +4,167
Apr09 080204 88.71 88.71 88.71 88.71 +0.87 0 5,179 +5,179
Total Volume and Open Interest 203,147 563,809 +22,330
Gas Oil(ICE)
Feb08 080204 793.00 805.25 783.75 799.75 -0.50 32,060 39,738 -9,479
Mar08 080204 782.50 795.50 774.25 790.00 -0.50 41,779 74,595 +2,070
Apr08 080204 774.50 787.75 766.75 782.00 -0.75 15,573 34,869 +340
May08 080204 768.00 780.00 762.50 775.75 -0.75 5,447 19,066 +738
Jun08 080204 767.00 777.00 758.25 772.50 -0.50 4,401 32,593 +1,141
Jul08 080204 762.50 773.25 759.00 773.25 -0.50 524 9,329 +1,004
Aug08 080204 765.00 775.50 761.50 775.50 -0.75 129 5,348 +59
Sep08 080204 767.50 778.00 764.00 778.00 -0.75 124 4,408 +262
Oct08 080204 769.25 779.50 765.75 779.50 -0.50 48 2,656 -20
Nov08 080204 770.25 780.50 766.75 780.50 -0.50 140 2,831 +122
Total Volume and Open Interest 102,707 265,644 -2,781
US Dollar Index(ICE)
Mar08 080204 75.585 75.685 75.390 75.470 -0.095 8,923 40,616 +597
Jun08 080204 75.825 75.900 75.685 75.720 -0.095 93 5,715 +32
Sep08 080204 75.950 76.020 75.950 76.020 -0.095 0 501 +0
Total Volume and Open Interest 9,016 46,832 +629
Australian Dollar(CME)
Mar08 080204 89.98 90.62 89.82 90.56 +0.51 59,505 72,143 +72,143
Jun08 080204 89.00 89.58 88.99 89.56 +0.52 12 1,035 +1,035
Sep08 080204 88.40 88.48 88.21 88.48 +0.51 0 78 +78
Total Volume and Open Interest 59,529 73,412 +3,068
British Pound(CME)
Mar08 080204 196.02 197.42 195.75 196.91 +0.64 64,307 91,508 +91,508
Jun08 080204 194.80 196.20 194.65 195.74 +0.64 80 1,199 +1,199
Sep08 080204 193.95 194.91 193.65 194.59 +0.67 0 11 +11
Total Volume and Open Interest 64,387 92,780 -1,151
Canadian Dollar(CME)
Mar08 080204 100.49 100.70 99.77 100.58 +0.03 62,545 85,147 +85,147
Jun08 080204 100.23 100.50 99.65 100.41 +0.04 400 4,682 +4,682
Sep08 080204 99.56 100.24 99.56 100.22 +0.06 4 1,585 +1,585
Dec08 080204 99.79 100.05 99.57 100.03 +0.04 69 805 +805
Total Volume and Open Interest 63,022 92,417 +1,636
Japanese Yen(CME)
Mar08 080204 94.17 94.18 93.66 93.98 -0.24 178,887 183,874 +183,874
Jun08 080204 94.47 94.56 94.11 94.45 -0.26 162 27,947 +27,947
Sep08 080204 94.92 95.11 94.88 94.92 -0.22 0 503 +503
Total Volume and Open Interest 179,049 212,387 +1,449
Swiss Franc(CME)
Mar08 080204 91.75 92.13 91.60 91.98 +0.05 58,650 72,222 +72,222
Jun08 080204 91.85 92.21 91.73 92.06 +0.05 83 364 +364
Sep08 080204 92.11 92.19 91.84 92.11 +0.08 2 33 +33
Total Volume and Open Interest 58,735 72,657 -924
EuroFX(CME)
Mar08 080204 147.83 148.33 147.77 148.10 +0.22 167,648 187,318 +187,318
Jun08 080204 147.25 147.82 147.12 147.62 +0.23 258 6,644 +6,644
Sep08 080204 147.04 147.24 146.97 147.13 +0.25 2 348 +348
Total Volume and Open Interest 167,913 194,494 +2,991
Mexican Peso(CME)
Feb08 080204 925.5 925.5 925.5 925.5 +1.0 0 63 +63
Mar08 080204 922.2 923.5 922.0 923.0 +1.0 29,596 88,469 +88,469
Total Volume and Open Interest 29,596 89,780 +3,072
30-Year T-Bonds(CBOT)
Mar08 080204 119~31 119~31 118~31 119~06 -0~19 30,838 1,009,984 -1,484
Jun08 080204 118~19 118~23 118~02 118~07 -0~18 2,786 26,205 -947
Sep08 080204 117~09 117~09 117~09 117~09 -0~18 0 61 +0
Total Volume and Open Interest 33,624 1,036,261 -2,431
10-Year T-Notes(CBOT)
Mar08 080204 117~015 117~020 116~190 116~260 -0~075 55,956 2,452,564 -1,342
Jun08 080204 115~230 115~290 115~190 115~255 -0~075 9,057 92,695 +8,073
Sep08 080204 114~255 114~255 114~255 114~255 -0~075      
Total Volume and Open Interest 65,013 2,545,259 +6,731
5-Year T-Notes(CBOT)
Mar08 080204 113~110 113~120 113~020 113~085 -0~015 117,887 1,954,480 +44,064
Jun08 080204 112~235 112~275 112~215 112~265 -0~020 2,482 63,188 +35
Sep08 080204 112~165 112~165 112~165 112~165 -0~020      
Total Volume and Open Interest 120,369 2,017,668 +44,099
2 Year T-Notes(CBOT)
Mar08 080204 106~099 106~111 106~085 106~107 +0~010 6,480 1,199,267 -9,353
Jun08 080204 106~093 106~093 106~081 106~093 +0~010 35 583 +25
Sep08 080204 106~093 106~093 106~093 106~093 +0~010      
Total Volume and Open Interest 6,515 1,199,850 -9,328
Eurodollars(CME)
Mar08 080204 97.015 97.020 96.955 97.005 -0.015 389,916 1,673,963 +1,673,963
Jun08 080204 97.430 97.455 97.355 97.415 -0.020 483,453 2,055,599 +2,055,599
Sep08 080204 97.525 97.560 97.455 97.525 unch 590,948 1,491,458 +1,491,458
Dec08 080204 97.475 97.520 97.415 97.500 +0.020 492,637 1,413,655 +1,413,655
Mar09 080204 97.375 97.415 97.300 97.395 +0.035 493,626 1,063,256 +1,063,256
Jun09 080204 97.200 97.245 97.125 97.220 +0.035 295,316 830,370 +830,370
Sep09 080204 97.030 97.055 96.945 97.035 +0.020 297,171 760,139 +760,139
Dec09 080204 96.860 96.875 96.765 96.850 +0.005 206,527 504,420 +504,420
Mar10 080204 96.685 96.705 96.600 96.680 -0.005 92,649 289,625 +289,625
Jun10 080204 96.505 96.530 96.435 96.505 -0.010 85,940 260,747 +260,747
Sep10 080204 96.330 96.370 96.280 96.340 -0.020 52,901 194,678 +194,678
Dec10 080204 96.215 96.230 96.135 96.190 -0.030 36,389 152,458 +152,458
Mar11 080204 96.070 96.100 96.015 96.065 -0.035 18,501 106,946 +106,946
Jun11 080204 95.915 95.955 95.880 95.930 -0.040 24,443 105,712 +105,712
Sep11 080204 95.785 95.825 95.765 95.800 -0.040 13,437 68,286 +68,286
Dec11 080204 95.710 95.715 95.640 95.675 -0.040 11,208 64,099 +64,099
Mar12 080204 95.565 95.590 95.545 95.575 -0.040 10,138 62,136 +62,136
Jun12 080204 95.460 95.475 95.430 95.455 -0.045 12,260 67,363 +67,363
Total Volume and Open Interest      
30 Day Federal Funds(CBOT)
Feb08 080204 5.295 5.295 5.285 5.290 -0.010 469 167,982 -3,345
Mar08 080204 5.485 5.505 5.480 5.500 -0.005 1,210 54,837 -233
Apr08 080204 5.675 5.685 5.640 5.670 -0.005 1,448 30,580 +356
May08 080204 5.865 5.875 5.810 5.845 -0.020 451 34,594 +276
Jun08 080204 5.910 5.920 5.850 5.885 -0.025 1,134 17,562 +288
Jul08 080204 5.990 6.025 5.990 6.005 -0.020 120 6,620 +186
Total Volume and Open Interest 5,027 323,720 -120,216
30 Day Fed Funds(e-CBOT)
Feb08 080131 97.045 97.075 97.045 97.055 +0.110 134,112 0 +0
Mar08 080131 97.230 97.305 97.220 97.250 +0.140 15,497 0 +0
Apr08 080131 97.400 97.480 97.370 97.430 +0.170 10,169 0 +0
May08 080131 97.580 97.680 97.565 97.635 +0.195 3,166 0 +0
Jun08 080131 97.645 97.730 97.610 97.675 +0.195 830 0 +0
Jul08 080131 97.790 97.870 97.775 97.805 +0.170 458 0 +0
Total Volume and Open Interest 172,654    
3-Mth Euro-Yen(CME)
Mar08 080204 99.21 99.21 99.21 99.21 unch      
Jun08 080204 99.35 99.35 99.35 99.35 -0.04      
Sep08 080204 99.39 99.39 99.39 99.39 -0.03      
Dec08 080204 99.34 99.35 99.32 99.35 -0.04      
Mar09 080204 99.28 99.28 99.28 99.28 -0.04      
Jun09 080204 99.21 99.21 99.21 99.21 -0.04      
Sep09 080204 99.15 99.15 99.15 99.15 -0.04      
Dec09 080204 99.08 99.08 99.08 99.08 -0.05      
Mar10 080204 99.06 99.06 99.06 99.06 -0.01      
Jun10 080204 99.00 99.00 99.00 99.00 -0.03      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar08 080204 99.20 99.20 99.19 99.19 -0.01 192 53,961 +53,961
Jun08 080204 99.38 99.38 99.33 99.36 -0.02 369 19,446 +19,446
Sep08 080204 99.41 99.41 99.39 99.40 -0.02 608 18,071 +18,071
Dec08 080204 99.39 99.39 99.36 99.38 -0.02 2,364 16,262 +16,262
Mar09 080204 99.33 99.33 99.29 99.31 -0.02 0 6,891 +6,891
Jun09 080204 99.25 99.25 99.23 99.25 -0.02 0 1,610 +1,610
Sep09 080204 99.18 99.18 99.18 99.18 -0.02 0 678 +678
Dec09 080204 99.11 99.11 99.11 99.11 -0.02 0 260 +260
Total Volume and Open Interest 3,533 121,835 -258
Japanese Gov't Bonds(SGX)
Mar08 080204 137.87 137.87 137.18 137.47 -0.41 4,806 34,808 -474
Jun08 080204 137.47 137.47 137.47 137.47 -0.41      
Sep08 080204 137.47 137.47 137.47 137.47 -0.41      
Total Volume and Open Interest 4,806 34,808 -474
Euro-Bund(EUREX)
Mar08 080204 116.47 116.66 116.33 116.53 -0.25 1,484,563 1,313,950 +35,898
Jun08 080204 116.20 116.20 116.04 116.09 -0.25 1,390 5,711 +775
Sep08 080204 116.32 116.51 116.32 116.51 +0.03 221 1 +0
Total Volume and Open Interest 1,486,174 1,319,662 +62,347
Euro-Bobl(EUREX)
Mar08 080123 110.48 111.29 110.46 110.57 +0.27 666,070 1,191,360 +49,393
Jun08 080204 44.93 45.02 44.87 44.98 -0.15 760 18,322 +455
Sep08 080204 45.43 45.43 45.43 45.43 -0.16 24 0 +0
Total Volume and Open Interest 946,536 1,230,594 +35,364
3-Mth Euribor(EUREX)
Mar08 080204 95.650 95.670 95.650 95.660 -0.045 1,734 21,220 +1,105
Jun08 080204 96.010 96.010 95.955 95.975 -0.055 188 7,865 -148
Sep08 080204 96.265 96.275 96.240 96.245 -0.050 385 4,570 +0
Total Volume and Open Interest 2,746 41,566 +828
Long Gilt(LIFFE)
Mar08 080204 110~10 110~16 110~01 110~09 -0~10 111,641 346,612 +346,612
Jun08 080204 110~15 110~15 110~15 110~15 -0~10      
Total Volume and Open Interest 111,641 346,612 +1,842
3-Mth Short Sterling(LIFFE)
Mar08 080204 94.52 94.55 94.51 94.54 -0.07 98,843 440,950 +440,950
Jun08 080204 94.90 94.92 94.86 94.89 -0.08 105,223 683,621 +683,621
Sep08 080204 95.16 95.20 95.12 95.15 -0.08 148,953 511,696 +511,696
Dec08 080204 95.35 95.37 95.28 95.32 -0.07 131,088 442,696 +442,696
Mar09 080204 95.44 95.46 95.38 95.42 -0.05 76,800 303,621 +303,621
Jun09 080204 95.46 95.48 95.39 95.43 -0.05 60,606 193,170 +193,170
Total Volume and Open Interest 691,196 2,924,161 +26,187
3-Mth Euribor(LIFFE)
Mar08 080204 95.660 95.675 95.640 95.655 -0.050 166,836 735,053 +15,193
Jun08 080204 95.990 96.020 95.950 95.975 -0.065 223,565 812,477 +23,310
Sep08 080204 96.265 96.285 96.215 96.245 -0.060 200,004 607,794 -3,143
Total Volume and Open Interest 1,214,034 4,237,454 +47,545
3-Mth Aus T-Bills(SFE)
Mar08 080204 92.62 92.62 92.52 92.54 -0.08 20,384 342,814 +342,814
Jun08 080204 92.55 92.56 92.46 92.48 -0.09 26,883 283,214 +283,214
Sep08 080204 92.61 92.61 92.49 92.51 -0.10 17,386 201,589 +201,589
Dec08 080204 92.64 92.65 92.53 92.54 -0.10 11,574 91,967 +91,967
Mar09 080204 92.65 92.66 92.55 92.56 -0.09 1,952 56,560 +56,560
Jun09 080204 92.65 92.66 92.56 92.56 -0.10 1,289 44,868 +44,868
Sep09 080204 92.64 92.64 92.55 92.57 -0.09 1,439 35,905 +35,905
Dec09 080204 92.64 92.66 92.55 92.56 -0.11 720 9,190 +9,190
Mar10 080204 92.57 92.57 92.57 92.57 -0.10 0 706 +706
Jun10 080204 92.58 92.58 92.57 92.57 -0.10 0 490 +490
Total Volume and Open Interest 81,627 1,067,897 +44,141
10-Year Aus T-Bonds(SFE)
Mar08 080204 93.88 93.90 93.79 93.80 -0.12 40,340 0 -467,442
Jun08 080204 93.80 93.80 93.80 93.80 -0.08      
Total Volume and Open Interest 38,083 482,475 -2,960
3-Year Aus T-Bonds(SFE)
Mar08 080131 93.44 93.53 93.43 93.47 -0.03 61,725 795,033 +8,437
Jun08 080204 93.34 93.34 93.34 93.34 -0.09      
Total Volume and Open Interest 89,562 669,875 -10,483
Gold(CMX)
Feb08 080204 903.7 912.0 892.5 904.9 -3.8 4,289 5,833 -13,546
Apr08 080204 910.5 917.4 896.0 909.4 -4.1 101,345 311,333 +1,179
Jun08 080204 915.1 921.5 901.0 913.9 -4.0 6,284 51,691 -2,243
Aug08 080204 924.1 925.7 907.2 917.9 -3.9 2,729 30,408 -1,105
Oct08 080204 927.8 929.1 912.0 921.6 -3.9 66 3,833 +19
Dec08 080204 925.9 933.0 913.9 925.1 -3.9 310 27,607 +10
Feb09 080204 935.1 935.1 920.8 928.9 -3.9 77 18,665 +21
Apr09 080204 932.5 932.5 932.5 932.5 -3.9 5 2,800 +5
Jun09 080204 928.4 936.8 928.3 936.8 -3.9 8 10,530 +6
Aug09 080204 941.1 941.1 941.1 941.1 -3.9 5 18 +0
Oct09 080204 932.0 945.5 932.0 945.5 -3.9      
Dec09 080204 956.0 956.0 941.0 950.0 -4.0 159 17,070 -37
Total Volume and Open Interest 115,986 498,384 -15,468
Silver(CMX)
Mar08 080204 1687.0 1697.5 1644.5 1678.0 -9.0 29,420 80,832 -22
May08 080204 1690.5 1702.0 1654.0 1687.5 -8.9 2,117 25,143 +1,086
Jul08 080204 1707.0 1707.0 1664.0 1695.0 -8.9 1,751 24,966 +557
Sep08 080204 1715.0 1715.0 1675.0 1701.7 -8.9 459 21,460 +345
Dec08 080204 1714.0 1720.0 1686.0 1711.2 -8.9 115 20,264 +18
Mar09 080204 1720.7 1720.7 1720.7 1720.7 -9.2 0 926 +0
May09 080204 1727.9 1727.9 1727.9 1727.9 -9.2 0 8 +0
Total Volume and Open Interest 34,085 185,540 +2,202
Platinum(NYMEX)
Apr08 080204 1762.1 1803.8 1756.1 1797.6 +27.4 3,182 17,216 +550
Jul08 080204 1781.8 1786.0 1770.0 1784.9 +27.4 29 385 +385
Oct08 080204 1783.1 1783.1 1783.1 1783.1 +27.4 12 83 +2
Jan09 071008 1377.0 1377.0 1377.0 1377.0 unch      
Total Volume and Open Interest 1,219 14,606  
Palladium(NYMEX)
Mar08 080204 416.00 432.00 414.00 431.00 +13.95 1,564 17,384 +38
Jun08 080204 422.55 434.70 421.25 434.70 +13.95 319 2,697 +232
Sep08 080204 426.40 438.35 426.40 437.60 +13.95 0 320 +0
Total Volume and Open Interest 1,883 21,103 +270
Copper(CMX)
Mar08 080204 327.35 332.50 325.10 329.85 +2.55 11,507 51,705 -677
May08 080204 329.00 334.00 328.55 332.00 +2.75 2,215 21,716 +220
Jul08 080204 329.20 333.00 328.75 331.90 +3.05 299 4,352 +143
Sep08 080204 330.60 330.60 330.60 330.60 +3.35 142 1,784 +24
Dec08 080204 328.00 329.00 327.00 328.50 +3.75 165 2,740 +66
Total Volume and Open Interest 14,691 88,386 -318
Aluminum(CMX)
Feb08 080201 1.17 1.17 1.17 1.17 -117.83      
Mar08 080204 1.17 1.17 1.17 1.17 unch      
Apr08 080204 1.17 1.17 1.17 1.17 unch      
May08 080204 1.17 1.17 1.17 1.17 unch      
Jun08 080204 1.17 1.17 1.17 1.17 unch      
Jul08 080204 1.17 1.17 1.17 1.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080204 12756 12778 12605 12612 -144 4,648 29,479 +357
Jun08 080204 12735 12735 12620 12620 -146 22 56 -3
Sep08 080204 12637 12780 12637 12637 -143 0 1 +0
Dec08 080204 12643 12786 12643 12643 -143      
Total Volume and Open Interest 4,670 29,536 +354
S & P 500(CME)
Mar08 080204 1396.80 1400.10 1378.00 1378.80 -18.30 71,993 586,354 +586,354
Jun08 080204 1391.00 1391.30 1382.00 1382.00 -18.30 61 9,576 +9,576
Sep08 080204 1384.60 1394.90 1384.60 1384.60 -18.30 13 331 +331
Dec08 080204 1386.30 1396.60 1386.30 1386.30 -18.30 101 4,488 +4,488
Total Volume and Open Interest 72,168 600,760 +7,322
S & P 500 E-Mini(Globex)
Mar08 080204 1379.25 1379.25 1377.00 1378.25 -18.75 3,192,392 2,431,320 +2,431,320
Jun08 080204 1401.00 1402.50 1381.50 1382.00 -18.25 7,072 76,575 +76,575
Total Volume and Open Interest 3,199,464 2,507,944 +4,476
NASDAQ 100(CME)
Mar08 080204 1864.00 1869.00 1824.00 1826.80 -36.70 6,194 46,105 +46,105
Jun08 080204 1837.50 1850.00 1837.50 1837.50 -36.80 0 153 +153
Sep08 080204 1852.30 1853.00 1852.30 1852.30 -36.70      
Total Volume and Open Interest 6,194 46,258 +155
NASDAQ 100 E-Mini(Globex)
Mar08 080204 1864.80 1869.30 1824.00 1826.80 -36.70 580,744 375,405 +375,405
Jun08 080204 1861.50 1877.50 1835.30 1837.50 -36.80 162 5,570 +5,570
Total Volume and Open Interest 580,906 380,975 +504
S & P Midcap 400(CME)
Mar08 080204 824.50 824.50 815.50 816.00 -9.20 180 7,032 +7,032
Jun08 080204 818.25 818.25 817.75 818.25 -9.20 0 1 +1
Sep08 080204 823.25 823.25 822.75 823.25 -9.20 0 55 +55
Total Volume and Open Interest 180 7,090 +99
Russell 2000(CME)
Mar08 080204 733.50 733.50 720.50 721.60 -10.30 2,529 42,306 +42,306
Jun08 080204 722.20 722.60 722.20 722.20 -10.30 0 8 +8
Sep08 080204 724.70 725.10 724.70 724.70 -10.30 0 25 +25
Total Volume and Open Interest 2,529 42,339 -355
Russell 2000 E-Mini(Globex)
Mar08 080204 730.20 733.80 720.50 721.60 -10.30 360,433 627,008 +627,008
Jun08 080204 730.60 733.40 721.60 722.20 -10.30 61 244 +244
Sep08 080204 724.70 730.20 724.70 724.70 -10.30 0 89 +89
Total Volume and Open Interest 360,494 627,341 +4,225
Value Line(KCBT)
Mar08 080204 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080204 13725 13905 13720 13870 +395 66,667 231,494 +2,005
Jun08 080204 13795 13830 13795 13795 +365 4 196 +0
Total Volume and Open Interest 66,676 231,820 +2,010
Nikkei 225(SGX)
Mar08 080204 13725 13905 13720 13870 +395 66,667 231,494 +2,005
Jun08 080204 13795 13830 13795 13795 +365 4 196 +0
Sep08 080204 13815 13815 13815 13815 +365 0 40 +0
Total Volume and Open Interest 66,676 231,820 +2,010
CAC 40(EURONEXT)
Feb08 080204 5036.0 5047.5 4960.0 4980.0 -7.0 194,656 528,966 +528,966
Mar08 080204 5046.0 5056.0 4981.0 4998.0 -6.5 5,104 60,023 +60,023
Apr08 080204 5043.5 5049.5 5007.5 5011.0 -7.0 23 220 +220
Total Volume and Open Interest 199,846 591,333 +6,318
Hang Seng Index(HKFE)
Feb08 080204 24880 25187 24722 25004 +791 8,161 41,149 +10,058
Mar08 080204 24702 25100 24650 24903 +788 74 864 -100
Total Volume and Open Interest 8,236 42,731 +9,959
DAX(EUREX)
Mar08 080204 7061.5 7096.0 6985.5 7034.0 +33.5 235,676 200,991 -3,008
Jun08 080204 7139.0 7170.0 7071.5 7110.0 +34.5 961 20,063 +344
Sep08 080204 7203.0 7237.5 7144.0 7179.5 +36.0 755 1,412 +627
Total Volume and Open Interest 237,392 222,466 -2,037
FT-SE 100(EURONEXT)
Mar08 080204 6029.50 6046.00 5972.50 5999.00 +18.00 188,931 564,532 +564,532
Jun08 080204 6016.00 6059.00 6016.00 6020.50 +18.50 296 12,126 +12,126
Sep08 080204 6058.00 6058.00 6034.50 6034.50 +18.00 120 2,042 +2,042
Total Volume and Open Interest 189,347 580,800 +19,374
SPI 200(SFE)
Mar08 080204 5773.0 6029.0 5756.0 5842.0 +64.0 42,563 295,090 +295,090
Jun08 080204 5963.0 6078.0 5862.0 5896.0 +66.0 130 3,750 +3,750
Sep08 080204 5900.0 5900.0 5900.0 5900.0 +64.0 2 1,420 +1,420
Total Volume and Open Interest 42,695 300,486 -748
GSCI(CME)
Feb08 080204 595.70 605.30 595.00 602.40 +6.40 303 21,418 +21,418
Mar08 080204 598.50 607.50 598.00 605.70 +6.20 0 2 +2
Apr08 080204 606.00 608.00 599.50 606.00 +6.00      
Total Volume and Open Interest 303 21,420 +56
RJ/CRB Index(ICE)
Feb08 080131 501.00 503.00 501.00 503.00 +2.00 0 262 +0
Apr08 080131 505.00 507.00 502.50 507.00 +2.00 7 855 -1
Jun08 080204 372.40 372.40 372.40 372.40 +3.20      
Total Volume and Open Interest      
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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