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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed March 19, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May08 080319 1268.00 1268.00 1257.00 1257.00 -50.00 14,054 212,617 -9,457
Jul08 080319 1288.00 1288.00 1272.00 1272.00 -50.00 6,237 111,745 -1,222
Aug08 080319 1275.00 1275.00 1266.00 1266.00 -50.00 732 9,460 -11
Sep08 080319 1240.00 1240.00 1240.00 1240.00 -50.00 252 7,396 +49
Nov08 080319 1192.00 1194.00 1190.00 1190.00 -50.00 5,426 142,203 +4,866
Jan09 080319 1201.00 1203.00 1201.00 1201.00 -50.00 172 10,742 +160
Mar09 080319 1212.00 1212.00 1212.00 1212.00 -50.00 154 4,711 +67
Total Volume and Open Interest 27,398 537,298 -6,011
Soybean Meal(CBOT)
May08 080319 325.00 325.00 310.50 310.70 -19.80 7,405 68,907 -3,256
Jul08 080319 325.50 326.00 315.70 315.70 -20.00 6,006 51,830 +697
Aug08 080319 325.50 325.50 315.20 315.20 -20.00 1,761 14,877 +740
Sep08 080319 320.00 320.00 305.00 305.00 -17.50 524 10,085 -16
Oct08 080319 299.00 299.00 286.50 286.50 -20.00 305 11,966 -82
Dec08 080319 295.50 295.50 285.50 285.50 -20.00 2,779 50,444 +397
Jan09 080319 295.50 297.00 287.50 287.50 -20.00 13 2,850 +9
Mar09 080319 297.00 301.00 293.00 293.00 -20.00 162 2,456 +15
Total Volume and Open Interest 19,069 219,643 -1,606
Soybean Oil(CBOT)
May08 080319 56.85 56.85 56.40 56.40 -2.00 11,852 123,722 -2,622
Jul08 080319 57.14 57.40 57.14 57.14 -2.00 5,303 67,008 +173
Aug08 080319 57.38 57.50 57.38 57.38 -2.00 1,187 10,900 +704
Sep08 080319 57.50 57.50 57.50 57.50 -2.00 711 8,646 +45
Oct08 080319 57.75 58.00 57.45 57.45 -2.00 373 8,479 +336
Dec08 080319 57.83 58.15 57.83 57.83 -2.00 1,775 53,697 -885
Jan09 080319 58.10 58.10 57.80 57.80 -2.00 68 2,065 -6
Mar09 080319 58.20 58.20 58.10 58.10 -2.00 119 3,347 +123
Total Volume and Open Interest 21,561 282,757 -2,005
Canola(WCE)
Mar08 080314 631.7 631.7 631.7 631.7 +623.9 0 98 +0
May08 080319 616.0 616.0 575.2 583.6 -35.7 8,165 69,942 -1,097
Jul08 080319 620.3 624.2 587.0 595.1 -36.7 6,373 26,085 -1,592
Total Volume and Open Interest 17,630 165,733 -1,750
Corn(CBOT)
May08 080319 531.00 535.00 527.25 527.25 -20.00 10,774 493,497 -3,850
Jul08 080319 544.50 547.00 539.25 539.25 -20.00 4,420 294,877 +4,228
Sep08 080319 541.50 546.50 541.50 541.50 -20.00 174 66,962 +876
Dec08 080319 544.00 547.50 541.25 541.25 -20.00 5,241 411,895 +1,098
Mar09 080319 549.25 554.50 549.25 549.25 -20.00 159 40,958 +316
May09 080319 555.25 558.00 552.00 552.00 -20.00 7 3,917 +11
Total Volume and Open Interest 21,060 1,423,719 +2,942
Wheat(CBOT)
May08 080319 1135.00 1137.00 1074.00 1074.00 -90.00 3,023 155,172 -2,407
Jul08 080319 1109.00 1109.00 1048.00 1048.00 -90.00 2,106 127,984 -3,396
Sep08 080319 1115.00 1115.00 1055.00 1055.00 -90.00 447 27,452 -446
Dec08 080319 1114.00 1119.00 1064.00 1064.00 -90.00 270 63,799 +245
Mar09 080319 1072.00 1072.00 1072.00 1072.00 -90.00 2 1,934 +23
Total Volume and Open Interest 5,911 406,472 -5,926
Wheat(KCBT)
May08 080319 1185.00 1185.00 1123.00 1123.00 -90.00 4,395 41,704 -648
Jul08 080319 1155.00 1155.00 1088.00 1094.50 -80.75 3,292 41,309 -145
Sep08 080319 1152.00 1152.00 1093.00 1096.00 -77.00 809 8,622 +46
Dec08 080319 1142.00 1146.00 1098.00 1103.75 -71.25 751 11,954 +140
Mar09 080319 1105.00 1105.00 1105.00 1105.00 -74.25 0 455 +0
Total Volume and Open Interest 9,350 112,312 -590
Wheat(MGE)
Mar08 080314 1720.00 1730.00 1720.00 1730.00 -70.00 1 6 -1
May08 080319 1390.00 1390.00 1325.00 1340.00 -70.00 1,205 10,840 -124
Jul08 080319 1250.00 1260.00 1170.00 1170.00 -90.00 1,140 8,061 -210
Sep08 080319 1160.00 1160.00 1090.00 1094.00 -79.00 941 15,777 +124
Dec08 080319 1150.00 1150.00 1091.00 1092.00 -78.00 838 13,509 +112
Total Volume and Open Interest 4,197 49,744 -93
Oats(CBOT)
May08 080319 368.00 368.25 358.00 358.00 -20.00 346 9,126 -255
Jul08 080319 372.00 372.00 367.00 367.00 -20.00 76 1,869 +63
Sep08 080319 378.00 378.00 378.00 378.00 -20.00 1 380 -3
Dec08 080319 408.00 408.00 386.00 386.00 -20.00 153 3,216 +48
Total Volume and Open Interest 576 14,638 -147
Rough Rice(CBOT)
Mar08 080314 18.30 18.30 18.30 18.30 -0.70 0 4 +0
May08 080319 18.65 18.65 17.95 18.02 -0.41 8 11,617 +18
Jul08 080319 18.71 18.77 18.25 18.30 -0.42 10 1,882 +4
Sep08 080319 16.35 16.35 16.35 16.35 -0.37 12 3,587 -8
Total Volume and Open Interest 44 20,118 -1
Live Cattle(CME)
Apr08 080319 90.550 90.750 89.600 89.635 -1.315 15,661 52,451 -4,787
Jun08 080319 91.150 91.250 89.800 89.950 -1.550 13,698 125,764 +611
Aug08 080319 94.450 94.650 93.750 93.980 -0.905 6,010 44,526 +642
Oct08 080319 99.950 100.000 98.900 98.930 -1.455 2,220 24,797 +416
Dec08 080319 102.000 102.000 100.750 101.135 -1.650 1,070 13,433 +33
Feb09 080319 104.500 104.500 103.000 103.100 -1.850 260 8,613 +40
Total Volume and Open Interest 39,053 272,674 -2,966
Feeder Cattle(CME)
Mar08 080319 99.500 99.500 99.250 99.350 -0.100 392 0 -2,032
Apr08 080319 102.300 102.550 101.700 102.150 -0.385 1,426 0 -8,395
May08 080319 105.250 105.300 104.200 104.950 -0.685 1,686 0 -17,789
Aug08 080319 109.400 109.400 108.200 108.830 -0.500 524 0 -7,587
Sep08 080319 109.400 109.600 109.150 109.500 -0.450 297 0 -1,261
Oct08 080319 109.400 109.800 109.350 109.800 -0.200 37 0 -743
Nov08 080319 109.000 109.300 108.900 109.200 -0.800 26 0 -446
Total Volume and Open Interest 4,407    
Lean Hogs(CME)
Apr08 080319 54.950 55.500 54.700 54.950 -0.630 11,583 36,914 -2,371
May08 080319 65.750 67.200 65.500 66.850 +0.170 271 3,342 +20
Jun08 080319 70.900 71.550 70.150 71.135 -0.465 13,582 77,396 +2,544
Jul08 080319 74.550 74.800 73.450 74.700 -0.700 2,758 27,468 +586
Aug08 080319 74.550 75.150 73.800 75.000 -0.330 2,659 23,851 +591
Oct08 080319 69.850 70.300 69.200 70.225 -0.475 1,376 17,032 +151
Dec08 080319 73.500 73.800 73.000 73.600 -0.535 1,417 22,434 +537
Feb09 080319 76.750 77.700 76.400 77.400 -0.600 253 9,506 +79
Total Volume and Open Interest 33,954 218,572 +2,157
Pork Bellies(CME)
Mar08 080319 74.000 76.000 74.000 74.000 -1.700 20 1 -10
May08 080319 75.000 75.700 73.650 74.550 -1.985 206 1,131 -28
Jul08 080319 76.900 77.100 75.000 75.550 -2.000 22 437 +4
Aug08 080319 77.500 77.500 76.785 76.785 -1.815 53 214 +33
Feb09 080319 90.500 90.500 90.500 90.500 -1.500      
Total Volume and Open Interest 301 1,783 -1
Class III Milk(CME)
Mar08 080319 17.98 17.98 17.98 17.98 unch 73 3,639 -88
Apr08 080319 16.75 16.75 16.75 16.75 +0.01 141 4,084 -10
May08 080319 17.00 17.00 17.00 17.00 unch 181 3,551 +39
Jun08 080319 17.10 17.10 17.07 17.07 +0.02 72 2,866 +19
Jul08 080319 17.12 17.12 17.12 17.12 unch 77 2,176 +4
Total Volume and Open Interest 959 29,401 +85
Cocoa(ICE)
May08 080319 2657 2760 2419 2430 -249 13,487 79,297 -4,794
Jul08 080319 2680 2770 2443 2448 -247 3,500 33,682 +413
Sep08 080319 2751 2770 2436 2447 -250 1,455 17,490 +211
Dec08 080319 2740 2755 2398 2398 -294 480 22,935 -193
Mar09 080319 2708 2719 2414 2414 -180 249 7,965 +194
May09 080319 2712 2732 2513 2513 -86 49 2,371 +8
Jul09 080319 2676 2750 2520 2520 -85 36 2,160 +0
Total Volume and Open Interest 19,256 167,393 -4,161
Coffee "C"(ICE)
Mar08 080319 135.80 134.55 133.95 135.80 unch 37 22 -19
May08 080319 138.05 139.20 130.60 132.75 -5.05 16,705 102,838 -1,394
Jul08 080319 140.75 141.60 133.10 135.05 -5.40 6,073 32,436 +962
Sep08 080319 143.20 143.90 135.50 137.50 -5.40 3,234 14,545 +423
Dec08 080319 147.15 147.15 138.95 140.50 -5.35 1,778 14,342 +64
Mar09 080319 150.00 150.00 142.75 143.75 -4.80 581 7,144 +153
Total Volume and Open Interest 28,725 176,631 +156
Orange Juice(ICE)
May08 080319 117.95 117.95 111.50 117.20 +0.70 818 19,748 -203
Jul08 080319 119.80 122.50 119.55 119.70 -0.70 237 5,004 +48
Sep08 080319 124.10 125.20 123.10 123.20 -1.40 33 1,785 +0
Nov08 080319 127.00 128.90 126.65 126.65 -0.85 48 1,086 +13
Jan09 080319 130.00 130.55 128.90 130.35 -1.50 7 1,216 +6
Mar09 080319 134.15 134.15 132.70 132.70 -1.45 0 131 +0
Total Volume and Open Interest 1,143 28,982 -136
Sugar #11(ICE)
May08 080319 12.30 12.30 11.52 11.69 -0.61 43,816 365,476 -5,117
Jul08 080319 12.59 12.59 11.88 12.04 -0.57 18,078 214,714 +1,558
Oct08 080319 12.91 12.98 12.29 12.44 -0.57 9,544 156,121 +565
Mar09 080319 13.49 13.50 12.80 12.97 -0.64 5,605 83,797 -1,184
May09 080319 13.47 13.50 12.85 12.98 -0.60 1,555 55,089 -134
Total Volume and Open Interest 82,383 969,316 -4,059
Sugar #14(ICE)
May08 080319 20.40 20.50 20.40 20.50 unch 851 2,330 -685
Jul08 080319 20.45 20.45 20.44 20.44 -0.06 204 2,210 +200
Sep08 080319 20.40 20.50 20.40 20.50 unch 0 1,476 +0
Nov08 080319 20.90 21.10 20.90 21.10 +0.02 0 813 +0
Jan09 080319 21.08 21.08 21.08 21.08 +0.08 0 459 +0
Total Volume and Open Interest 1,055 8,015 -485
London Cocoa(LCE)
May08 080319 1429 1464 1333 1334 -81 12,933 57,742 -1,913
Jul08 080319 1479 1511 1360 1361 -99 5,326 67,963 -410
Sep08 080319 1391 1420 1311 1311 -70 903 39,316 +306
Dec08 080319 1386 1409 1301 1301 -77 818 42,282 -332
Mar09 080319 1370 1397 1280 1280 -75 285 19,560 +83
May09 080319 1388 1393 1285 1285 -75 0 2,849 +0
Jul09 080319 1385 1418 1295 1295 -76 35 2,329 +22
Total Volume and Open Interest 20,300 233,191 -2,244
London Coffee(LCE)
Mar08 080319 2475.00 2485.00 2443.00 2485.00 +51.00 8 1,729 -31
May08 080319 2444.00 2530.00 2435.00 2485.00 +41.00 8,409 94,054 +91
Jul08 080319 2450.00 2510.00 2315.00 2345.00 -100.00 4,086 61,832 +1,078
Sep08 080319 2479.00 2507.00 2298.00 2335.00 -111.00 892 20,391 -94
Nov08 080319 2440.00 2475.00 2290.00 2290.00 -111.00 201 4,905 +124
Jan09 080319 2390.00 2444.00 2213.00 2218.00 -138.00 12 5,174 +2
Total Volume and Open Interest 13,608 188,085 +1,170
London Sugar(LCE)
May08 080319 335.00 336.50 320.70 324.60 -13.70 5,027 27,339 -651
Aug08 080319 341.10 342.50 300.00 332.90 -13.10 1,830 11,730 -7
Oct08 080319 348.40 348.40 303.10 341.80 -12.90 358 8,205 -240
Dec08 080319 354.00 355.00 345.30 348.60 -12.40 154 3,350 -61
Mar09 080319 361.70 361.70 353.00 355.00 -12.00 48 5,627 -1
Total Volume and Open Interest 7,759 63,190 -736
Cotton(ICE)
May08 080319 75.02 76.22 72.02 72.02 -2.83 20,879 133,730 -1,532
Jul08 080319 76.95 78.35 74.23 74.23 -2.77 8,621 53,319 -1,408
Oct08 080319 79.59 79.88 77.43 77.43 -3.00 14 2,341 -1
Dec08 080319 83.34 83.84 79.34 79.34 -2.96 11,053 87,520 +1,406
Mar09 080319 84.50 84.50 82.01 82.01 -3.00 236 7,648 -1
May09 080319 84.58 84.58 82.91 82.91 -3.00 3 561 -1
Total Volume and Open Interest 40,889 290,193 -1,575
Lumber(CME)
May08 080319 222.9 225.0 220.2 221.6 +0.3 476 0 -9,470
Jul08 080319 245.0 247.0 243.7 245.9 +0.5 117 0 -2,173
Sep08 080319 259.9 259.9 256.0 257.8 -2.1 11 0 -1,133
Nov08 080319 253.4 253.5 249.6 250.3 -1.0 4 0 -372
Total Volume and Open Interest 609    
Crude Oil(NYM)
Apr08 080319 106.80 107.00 103.00 104.48 -4.94 187,052 34,162 -39,726
May08 080319 105.55 106.40 102.26 102.54 -5.96 317,657 383,196 +12,167
Jun08 080319 104.45 104.75 101.63 101.63 -5.72 98,344 159,570 -132
Jul08 080319 103.05 103.05 100.79 100.79 -5.60 19,754 60,148 +491
Aug08 080319 102.80 102.80 100.10 100.10 -5.55 9,742 33,248 -128
Sep08 080319 99.57 99.57 99.57 99.57 -5.52 7,224 48,140 -993
Oct08 080319 99.15 99.15 99.15 99.15 -5.48 3,503 37,803 +486
Nov08 080319 98.78 98.78 98.78 98.78 -5.43 2,134 21,760 +31
Dec08 080319 98.45 98.45 98.45 98.45 -5.38 28,754 205,329 +1,328
Jan09 080319 98.10 98.10 98.10 98.10 -5.33 1,708 24,607 -41
Feb09 080319 97.77 97.77 97.77 97.77 -5.29 1,371 13,378 +175
Mar09 080319 97.47 97.47 97.47 97.47 -5.26 401 12,084 -19
Apr09 080319 97.22 97.22 97.22 97.22 -5.23 80 8,766 +80
May09 080319 96.98 96.98 96.98 96.98 -5.20 1 17,938 -2
Jun09 080319 96.78 96.78 96.78 96.78 -5.17 857 29,904 +1,305
Jul09 080319 96.61 96.61 96.61 96.61 -5.15 283 7,625 +0
Total Volume and Open Interest 700,116 1,407,801 -22,652
Heating Oil(NYM)
Apr08 080319 304.50 305.40 301.30 301.67 -12.12 26,238 36,020 -3,875
May08 080319 298.30 298.80 294.65 294.65 -11.80 26,999 73,396 +1,390
Jun08 080319 295.00 295.00 288.75 290.10 -11.45 12,878 36,186 -558
Jul08 080319 294.00 294.00 289.60 289.60 -11.45 4,495 14,682 +643
Aug08 080319 295.00 295.00 289.85 289.85 -11.25 1,721 7,470 +102
Sep08 080319 290.40 290.40 290.40 290.40 -11.10 2,967 10,271 -398
Oct08 080319 291.15 291.15 291.15 291.15 -10.95 1,364 3,418 +637
Nov08 080319 292.25 292.25 292.25 292.25 -10.95 2,315 3,329 -1,287
Dec08 080319 293.35 293.35 293.35 293.35 -10.95 3,320 21,826 +130
Jan09 080319 295.00 295.00 293.65 293.65 -10.95 268 6,867 -33
Feb09 080319 294.50 294.50 291.90 291.90 -10.85 56 1,245 +16
Mar09 080319 287.95 287.95 287.95 287.95 -10.80 4 1,575 +3
Total Volume and Open Interest 84,103 227,500 -5,156
Gasoline(NYMEX)
Apr08 080319 264.00 265.63 253.26 256.03 -9.97 49,257 45,153 -6,390
May08 080319 266.19 267.43 255.15 257.55 -10.09 34,639 75,435 +284
Jun08 080319 267.09 267.72 256.04 258.30 -10.39 16,852 41,215 -43
Jul08 080319 264.25 267.66 256.92 258.20 -10.64 6,302 20,218 +118
Aug08 080319 263.00 263.50 256.00 257.20 -10.89 3,542 10,965 +168
Sep08 080319 263.24 263.24 253.75 255.20 -11.39 3,188 11,166 -628
Oct08 080319 247.97 247.97 243.40 243.40 -11.99 1,927 9,758 +269
Nov08 080319 245.97 245.97 241.26 241.50 -12.19 1,441 4,216 +351
Dec08 080319 245.89 247.03 239.02 240.85 -12.59 2,859 12,392 +459
Jan09 080319 246.25 246.25 241.80 242.15 -12.64 365 4,048 +134
Total Volume and Open Interest 122,000 251,788 -5,054
e-MiNY RBOB Gasoline(NYMEX)
Apr08 080319 261.70 261.70 256.03 256.03 -9.97 4 23 +0
May08 080319 263.30 263.30 257.55 257.55 -10.09 0 5 +0
Jun08 080319 258.30 258.30 258.30 258.30 -10.39 0 3 +0
Jul08 080319 258.20 258.20 258.20 258.20 -10.64      
Total Volume and Open Interest 4 32 +0
Natural Gas(NYM)
Apr08 080319 9.225 9.290 8.990 9.024 -0.390 75,014 63,409 -17,231
May08 080319 9.320 9.350 9.112 9.112 -0.392 26,256 149,649 +106
Jun08 080319 9.435 9.435 9.185 9.195 -0.385 10,287 42,274 -171
Jul08 080319 9.535 9.535 9.296 9.296 -0.383 4,539 38,467 +912
Aug08 080319 9.595 9.595 9.355 9.355 -0.382 2,393 27,700 +655
Sep08 080319 9.605 9.605 9.361 9.361 -0.380 1,133 20,618 -30
Oct08 080319 9.670 9.670 9.427 9.427 -0.379 4,270 61,723 -112
Nov08 080319 9.672 9.672 9.672 9.672 -0.364 1,006 30,763 -32
Dec08 080319 10.012 10.012 10.012 10.012 -0.344 894 36,389 +221
Jan09 080319 10.222 10.222 10.222 10.222 -0.339 2,368 56,832 +58
Feb09 080319 10.187 10.187 10.187 10.187 -0.334 518 12,885 -32
Mar09 080319 10.020 10.060 9.952 9.952 -0.334 1,578 45,385 -106
Apr09 080319 8.640 8.640 8.507 8.507 -0.304 2,014 35,284 +440
May09 080319 8.362 8.362 8.362 8.362 -0.289 196 26,038 -2,438
Jun09 080319 8.412 8.412 8.412 8.412 -0.289 180 13,999 -61
Jul09 080319 8.600 8.680 8.487 8.487 -0.284 284 10,405 +13
Total Volume and Open Interest 135,043 894,617 -17,738
Brent Crude Oil(ICE)
May08 080319 104.93 105.10 100.16 100.72 -4.84 122,963 0 -139,915
Jun08 080319 104.55 104.80 99.96 100.49 -4.81 66,656 0 -131,014
Jul08 080319 104.00 104.50 99.74 100.23 -4.80 21,978 0 -47,178
Aug08 080319 103.98 104.26 99.58 99.94 -4.80 7,362 0 -21,968
Sep08 080319 103.75 103.86 99.47 99.70 -4.77 4,334 0 -18,139
Oct08 080319 103.57 103.73 99.16 99.50 -4.73 2,118 0 -12,764
Nov08 080319 103.32 103.32 98.94 99.29 -4.69 2,624 0 -9,377
Dec08 080319 103.01 103.04 98.62 99.05 -4.68 14,836 0 -58,054
Jan09 080319 101.15 101.15 98.83 98.83 -4.66 1,035 0 -13,199
Feb09 080319 102.54 102.54 98.62 98.62 -4.62 436 0 -7,123
Mar09 080319 98.41 98.41 98.41 98.41 -4.57 1 0 -4,913
Apr09 080319 98.20 98.20 98.20 98.20 -4.53      
May09 080319 98.00 98.00 98.00 98.00 -4.49      
Jun09 080319 100.48 100.48 97.81 97.81 -4.45 398 0 -12,716
Total Volume and Open Interest 247,665    
Gas Oil(ICE)
Apr08 080319 980.00 982.00 942.00 957.00 -18.25 43,373 65,043 +990
May08 080319 965.00 968.00 929.75 944.00 -16.75 37,856 57,792 +1,742
Jun08 080319 948.00 957.00 919.50 933.25 -15.75 20,404 31,214 +479
Jul08 080319 950.50 950.50 914.00 927.50 -15.00 3,824 14,029 +610
Aug08 080319 942.50 942.50 912.00 925.75 -14.25 1,657 9,194 -72
Sep08 080319 937.00 938.75 911.50 925.75 -13.50 1,510 10,790 +479
Oct08 080319 934.50 935.00 914.75 924.00 -13.00 629 6,153 +96
Nov08 080319 929.00 929.00 912.00 921.25 -12.75 570 7,085 -59
Dec08 080319 937.00 937.00 905.00 918.50 -12.50 3,719 28,233 +1,758
Jan09 080319 921.75 921.75 908.25 916.50 -12.25 719 10,052 +108
Total Volume and Open Interest 114,972 264,549 +6,769
US Dollar Index(ICE)
Jun08 080319 72.345 72.735 71.700 72.620 +0.470 5,147 40,722 -1,916
Sep08 080319 73.080 73.080 73.080 73.080 +0.600 13 2,627 +1
Dec08 080319 73.315 73.465 73.300 73.465 +0.835 3 562 +3
Total Volume and Open Interest 5,163 43,911 -9,468
Australian Dollar(CME)
Jun08 080319 92.11 92.11 90.39 90.44 -1.22 46,154 72,009 -1,103
Sep08 080319 89.40 89.40 89.21 89.21 -1.19 3 216 +0
Dec08 080319 88.00 88.00 88.00 88.00 -1.17 0 163 +0
Total Volume and Open Interest 46,157 72,466 -31,968
British Pound(CME)
Jun08 080319 198.48 198.48 196.77 197.07 -3.23 28,794 82,988 -127
Sep08 080319 195.50 195.50 195.50 195.50 -3.16 6 163 -3
Dec08 080319 194.01 194.01 194.01 194.01 -3.08 0 61 +0
Total Volume and Open Interest 28,800 83,249 -54,739
Canadian Dollar(CME)
Jun08 080319 100.05 100.11 98.76 98.76 -1.89 42,439 85,908 -1,523
Sep08 080319 98.96 98.96 98.61 98.61 -1.91 13 5,481 -6
Dec08 080319 98.45 98.45 98.45 98.45 -1.90 4 1,889 +14
Mar09 080319 98.27 98.27 98.27 98.27 -1.91 0 454 -23
Total Volume and Open Interest 42,805 94,332 -34,456
Japanese Yen(CME)
Jun08 080319 101.51 101.65 100.89 100.95 -0.37 156,696 191,912 +3,944
Sep08 080319 101.23 101.23 101.23 101.23 -0.36 98 1,554 +111
Dec08 080319 101.51 101.51 101.51 101.51 -0.34 1 73 +0
Total Volume and Open Interest 156,801 193,580 -60,038
Swiss Franc(CME)
Jun08 080319 100.53 100.53 99.80 99.89 -0.39 54,657 53,394 +3,879
Sep08 080319 100.15 100.15 99.77 99.77 -0.38 5 908 +0
Dec08 080319 99.63 99.63 99.63 99.63 -0.38 1 58 +0
Total Volume and Open Interest 54,663 54,366 -41,960
EuroFX(CME)
Jun08 080319 156.48 156.50 155.35 155.44 -0.93 220,918 160,339 +3,114
Sep08 080319 154.61 154.61 154.61 154.61 -0.93 171 1,720 +144
Dec08 080319 153.88 153.88 153.88 153.88 -0.93 15 342 +16
Total Volume and Open Interest 221,104 162,474 -69,976
Mexican Peso(CME)
Apr08 080319 931.0 931.0 931.0 931.0 -3.5      
May08 080319 927.0 927.0 927.0 927.0 -3.5      
Total Volume and Open Interest 17,414    
30-Year T-Bonds(CBOT)
Mar08 080319 120~01 121~14 120~01 121~06 +0~18 16,248 30,270 -17,555
Jun08 080319 118~31 120~16 118~24 120~05 +0~24 321,297 930,601 -10,221
Sep08 080319 118~00 118~25 117~22 118~22 +0~23 23 362 -2
Total Volume and Open Interest 337,570 961,306 -27,776
10-Year T-Notes(CBOT)
Mar08 080319 120~130 121~200 120~130 120~300 +0~075 23,451 39,808 -15,114
Jun08 080319 118~230 119~265 118~210 119~200 +0~225 1,109,062 2,135,134 +1,243
Sep08 080319 117~300 117~300 117~300 117~300 +0~225 0 835 +0
Total Volume and Open Interest 1,132,513 2,175,777 -13,871
5-Year T-Notes(CBOT)
Mar08 080319 115~200 115~200 115~200 115~200 +0~110 8,552 0 +0
Jun08 080319 114~160 114~205 113~290 114~200 +0~075 835,863 0 +0
Sep08 080319 114~100 114~100 114~100 114~100 +0~075      
Total Volume and Open Interest 844,415 4,270 +0
2 Year T-Notes(CBOT)
Mar08 080319 107~084 107~100 107~084 107~100 +0~018 50 42,679 -10,892
Jun08 080319 107~053 107~056 107~024 107~054 +0~010 5,097 1,068,256 +9,796
Sep08 080319 107~054 107~054 107~054 107~054 +0~010      
Total Volume and Open Interest 5,147 1,110,935 -1,096
Eurodollars(CME)
Jun08 080319 97.880 97.890 97.755 97.850 +0.010 8,848 1,784,078 +15,042
Sep08 080319 98.010 98.025 97.870 98.015 +0.060 7,083 1,548,838 +32,128
Dec08 080319 97.970 97.990 97.850 97.985 +0.060 490,500 1,406,456 -10,921
Mar09 080319 97.940 97.980 97.830 97.960 +0.060 8,990 1,084,277 -18,123
Jun09 080319 97.790 97.805 97.680 97.805 +0.070 56,080 897,963 -3,615
Sep09 080319 97.565 97.595 97.465 97.595 +0.090 49,043 858,642 -3,011
Dec09 080319 97.300 97.345 97.205 97.345 +0.100 38,487 599,934 +5,781
Mar10 080319 97.070 97.125 96.995 97.125 +0.105 54,622 321,115 +17,594
Jun10 080319 96.860 96.900 96.750 96.900 +0.100 1,344 227,053 -952
Sep10 080319 96.650 96.685 96.560 96.685 +0.090 39,500 195,376 -1,916
Dec10 080319 96.400 96.485 96.380 96.485 +0.085 27,000 161,103 +776
Mar11 080319 96.270 96.320 96.215 96.320 +0.085 22,000 110,817 +575
Jun11 080319 96.080 96.165 96.080 96.165 +0.085 1,446 107,672 +573
Sep11 080319 95.935 96.020 95.915 96.020 +0.085 2,808 67,853 +772
Dec11 080319 95.840 95.885 95.780 95.885 +0.085 8,966 78,722 +593
Mar12 080319 95.695 95.780 95.675 95.780 +0.085 296 76,401 +3,466
Jun12 080319 95.585 95.670 95.585 95.670 +0.085 1,120 67,573 -932
Sep12 080319 95.475 95.565 95.475 95.565 +0.090 5,544 45,275 -296
Total Volume and Open Interest 879,370 9,885,628 +52,420
30 Day Federal Funds(CBOT)
Mar08 080319 5.655 5.655 5.655 5.655 +0.010 187 84,510 +2,420
Apr08 080319 6.095 6.095 6.095 6.095 unch 412 91,747 -7,846
May08 080319 6.395 6.460 6.395 6.455 -0.015 120 81,230 +3,208
Jun08 080319 6.480 6.480 6.480 6.480 -0.020 140 38,656 +2,907
Jul08 080319 0.011 0.011 0.011 0.011 -0.015 20 15,296 +2,624
Aug08 080319 0.036 0.036 0.036 0.036 -0.005 140 20,126 +3,190
Total Volume and Open Interest 1,053 348,447 +9,284
30 Day Fed Funds(e-CBOT)
Mar08 080319 97.400 97.425 97.390 97.405 +0.010 35,295 0 +0
Apr08 080319 97.850 97.865 97.825 97.845 unch 62,369 0 +0
May08 080319 98.200 98.240 98.130 98.205 +0.020 14,481 0 +0
Jun08 080319 98.250 98.275 98.155 98.230 +0.005 8,323 0 +0
Jul08 080319 98.335 98.355 98.230 98.315 +0.025 8,732 0 +0
Aug08 080319 98.375 98.380 98.245 98.340 +0.035 6,450 0 +0
Total Volume and Open Interest 141,212    
3-Mth Euro-Yen(CME)
Jun08 080319 99.27 99.27 99.27 99.27 +0.05 1,763 0 -8,548
Sep08 080319 99.35 99.35 99.35 99.35 +0.04 150 0 -5,985
Dec08 080319 99.34 99.34 99.34 99.34 +0.02      
Mar09 080319 99.33 99.33 99.33 99.33 +0.01      
Jun09 080319 99.28 99.28 99.28 99.28 unch      
Sep09 080319 99.22 99.22 99.22 99.22 unch      
Dec09 080319 99.19 99.19 99.19 99.19 +0.03      
Mar10 080319 99.14 99.14 99.14 99.14 unch      
Jun10 080319 99.10 99.10 99.10 99.10 +0.02      
Sep10 080319 99.06 99.06 99.06 99.06 +0.03      
Total Volume and Open Interest 1,913    
3-Mth Euro-Yen(SGX)
Jun08 080319 99.23 99.30 99.22 99.27 +0.03 2,659 24,361 +364
Sep08 080319 99.33 99.36 99.33 99.36 +0.04 410 17,740 -160
Dec08 080319 99.34 99.36 99.33 99.36 +0.03 197 15,058 -280
Mar09 080319 99.29 99.34 99.29 99.33 +0.03 85 7,986 -150
Jun09 080319 99.28 99.29 99.28 99.29 +0.03 0 1,842 +0
Sep09 080319 99.24 99.24 99.24 99.24 +0.03 0 778 +0
Dec09 080319 99.21 99.21 99.21 99.21 +0.03 0 260 -100
Mar10 080319 99.15 99.15 99.15 99.15 +0.03 0 250 +0
Total Volume and Open Interest 3,351 72,681 -326
Japanese Gov't Bonds(SGX)
Jun08 080318 141.65 141.72 140.73 140.90 -1.00 4,743 31,747 +2,069
Sep08 080319 141.60 141.60 141.60 141.60 +0.70      
Dec08 080319 141.60 141.60 141.60 141.60 +0.70      
Total Volume and Open Interest 3,577 30,674 -1,073
Euro-Bund(EUREX)
Jun08 080307 117.45 117.99 117.04 117.41 +0.15 1,460,383 1,245,022 +363,152
Sep08 080307 117.44 117.77 117.20 117.41 +0.15 5 19 +2
Dec08 080307 117.10 117.10 117.10 117.10 unch      
Total Volume and Open Interest 1,552,560 1,284,131  
Euro-Bobl(EUREX)
Jun08 080319 46.05 46.37 45.56 45.96 +0.06 793,670 1,202,701 +16,969
Sep08 080319 46.30 46.30 46.30 46.30 -0.28 73 0 +0
Dec08 080319 45.44 45.44 45.44 45.44 -0.28      
Total Volume and Open Interest 793,743 1,202,701 +16,969
3-Mth Euribor(EUREX)
Mar08 080307 95.520 95.535 95.440 95.455 -0.070 3,375 23,825 +1,581
Jun08 080307 95.730 95.760 95.700 95.735 +0.020 734 10,091 +352
Sep08 080307 96.090 96.120 96.090 96.100 +0.045 350 5,727 +94
Total Volume and Open Interest 5,020 48,878 +1,972
Long Gilt(LIFFE)
Mar08 080319 111~16 111~27 111~16 111~25 +0~12 2,517 9,739 -1,200
Jun08 080319 111~14 112~02 111~10 111~22 +0~12 97,183 348,488 +656
Total Volume and Open Interest 99,700 358,227 -544
3-Mth Short Sterling(LIFFE)
Mar08 080319 94.02 94.02 94.02 94.02 -0.06 115,323 363,061 -7,124
Jun08 080319 94.59 94.59 94.59 94.59 +0.08 181,192 518,681 +12,598
Sep08 080319 94.92 94.92 94.92 94.92 +0.06 154,379 513,048 +11,262
Dec08 080319 95.21 95.21 95.21 95.21 +0.04 126,042 554,470 +467
Mar09 080319 95.45 95.45 95.45 95.45 +0.02 79,234 351,027 +6,405
Jun09 080319 95.57 95.57 95.57 95.57 +0.01 66,052 253,357 -6,141
Total Volume and Open Interest 788,273 3,066,133 +14,032
3-Mth Euribor(LIFFE)
Jun08 080319 95.670 95.730 95.645 95.675 -0.070 316,950 741,473 +11,977
Sep08 080319 96.070 96.155 96.035 96.065 -0.050 278,900 618,974 -1,265
Dec08 080319 96.225 96.320 96.150 96.195 -0.065 242,541 515,715 +9,068
Total Volume and Open Interest 1,483,724 3,642,744 -644,007
3-Mth Aus T-Bills(SFE)
Mar08 080313 91.88 92.11 91.88 92.06 +0.14 21,998 73,646 -101,582
Jun08 080319 92.16 92.22 92.16 92.21 -0.01 37,996 412,046 -8,319
Sep08 080319 92.38 92.45 92.36 92.44 -0.05 32,065 271,730 +10,351
Dec08 080319 92.54 92.60 92.52 92.60 -0.06 15,629 151,734 +10,762
Mar09 080319 92.64 92.69 92.62 92.69 -0.06 5,241 84,279 +2,711
Jun09 080319 92.72 92.75 92.69 92.75 -0.05 6,672 75,637 +5,186
Sep09 080319 92.75 92.78 92.71 92.78 -0.05 4,664 50,698 +1,098
Dec09 080319 92.73 92.78 92.73 92.78 -0.06 997 21,422 -404
Mar10 080319 92.77 92.79 92.76 92.78 -0.05 801 3,487 +788
Jun10 080319 92.77 92.78 92.77 92.78 -0.05 2 598 +2
Total Volume and Open Interest 104,898 1,073,324 +22,237
10-Year Aus T-Bonds(SFE)
Jun08 080319 93.91 93.95 93.88 93.92 -0.12 44,929 487,003 +33,203
Sep08 080319 93.92 93.92 93.92 93.92 -0.12      
Total Volume and Open Interest 44,929 487,003  
3-Year Aus T-Bonds(SFE)
Jun08 080319 93.83 93.90 93.79 93.88 -0.10 99,467 532,339 +52,525
Sep08 080319 93.88 93.88 93.88 93.88 -0.10      
Total Volume and Open Interest 99,467 532,339  
Gold(CMX)
Apr08 080319 984.0 985.5 940.0 945.3 -59.0 169,337 236,421 -13,956
Jun08 080319 991.0 991.0 946.0 949.7 -59.1 33,857 108,708 +8,507
Aug08 080319 966.0 966.0 949.0 953.4 -59.1 1,693 34,313 +616
Oct08 080319 975.5 975.5 956.4 956.4 -59.1 1,704 8,384 +1,462
Dec08 080319 976.5 976.5 959.4 959.4 -59.1 1,282 27,467 -39
Feb09 080319 966.0 966.0 962.5 962.5 -59.1 1,434 21,200 +1,301
Apr09 080319 971.5 971.5 965.6 965.6 -59.0 117 4,406 -29
Jun09 080319 968.9 968.9 968.9 968.9 -59.0 18 10,485 -7
Aug09 080319 978.0 978.0 972.4 972.4 -59.0 6 192 +0
Oct09 080319 980.0 980.0 976.0 976.0 -59.1 5 212 +0
Dec09 080319 885.5 985.5 885.5 979.7 -59.1 187 16,961 +134
Total Volume and Open Interest 210,328 489,055 -1,665
Silver(CMX)
Mar08 080319 1839.5 1839.5 1839.5 1839.5 -149.5 161 410 -46
May08 080319 1978.0 1983.5 1825.0 1844.5 -151.5 33,663 80,209 -754
Jul08 080319 1856.0 1896.5 1842.0 1853.2 -151.7 929 25,330 +20
Sep08 080319 1859.0 1859.0 1859.0 1859.0 -151.9 83 17,842 +9
Dec08 080319 1961.0 1961.0 1850.0 1866.8 -152.1 470 20,750 -193
Mar09 080319 1873.7 1873.7 1873.7 1873.7 -152.5 53 3,425 +47
May09 080319 1879.5 1879.5 1879.5 1879.5 -153.0 19 125 +0
Total Volume and Open Interest 35,521 160,860 -931
Platinum(NYMEX)
Apr08 080319 1928.0 1928.0 1887.0 1887.0 -81.0 2,579 9,859 -551
Jul08 080319 1909.0 1909.0 1893.0 1893.0 -81.5 368 2,521 +82
Oct08 080319 1894.5 1894.5 1894.5 1894.5 -87.6 10 195 +8
Jan09 071008 1377.0 1377.0 1377.0 1377.0 unch      
Total Volume and Open Interest 1,127 15,728  
Palladium(NYMEX)
Mar08 080319 462.10 462.10 462.10 462.10 -25.20 15 83 +5
Jun08 080319 460.00 466.00 460.00 464.45 -25.20 1,308 18,091 -76
Sep08 080319 466.45 466.45 466.45 466.45 -25.55 7 1,072 +2
Total Volume and Open Interest 1,344 20,215 -72
Copper(CMX)
Mar08 080319 370.10 370.50 365.95 365.95 -11.10 557 1,301 -387
May08 080319 370.10 370.80 361.50 363.35 -11.30 9,000 65,499 -846
Jul08 080319 361.30 365.50 361.30 362.90 -11.20 1,565 18,413 +741
Sep08 080319 360.55 360.55 360.55 360.55 -11.15 183 4,018 +6
Dec08 080319 356.35 356.35 356.35 356.35 -11.00 288 5,646 +183
Total Volume and Open Interest 12,115 101,953 -261
Aluminum(CMX)
Mar08 080319 129.85 129.85 129.85 129.85 -3.40      
Apr08 080319 129.85 129.85 129.85 129.85 -3.40      
May08 080319 129.85 129.85 129.85 129.85 -3.40      
Jun08 080319 129.85 129.85 129.85 129.85 -3.40      
Jul08 080319 129.85 129.85 129.85 129.85 -3.40      
Aug08 080319 129.85 129.85 129.85 129.85 -3.40      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080319 12386 12445 12115 12125 -277 4,689 25,632 -4,525
Jun08 080319 12395 12456 12080 12119 -286 8,215 19,394 +3,718
Sep08 080319 12105 12105 12105 12105 -288 0 3 +0
Dec08 080319 12084 12084 12084 12084 -291 0 6 +0
Total Volume and Open Interest 12,904 45,035 -807
S & P 500(CME)
Mar08 080319 1337.00 1341.50 1298.00 1298.40 -34.00 95,185 201,872 -25,949
Jun08 080319 1338.70 1343.50 1297.00 1299.40 -34.60 135,178 516,705 +32,585
Sep08 080319 1336.50 1336.50 1298.90 1298.90 -35.10 16 534 +0
Dec08 080319 1345.00 1345.00 1297.90 1297.90 -35.60 5 6,001 +0
Total Volume and Open Interest 230,390 725,127 +6,638
S & P 500 E-Mini(Globex)
Mar08 080319 1331.00 1342.25 1296.00 1298.50 -34.00 22,813 0 -1,321,491
Jun08 080319 1333.00 1343.75 1296.75 1299.50 -34.50 75,814 0 -1,716,417
Total Volume and Open Interest 98,627    
NASDAQ 100(CME)
Mar08 080319 1766.00 1771.00 1718.50 1718.50 -46.30      
Jun08 080319 1775.00 1778.00 1721.00 1724.50 -46.50 9,097 26,289 +4,759
Sep08 080319 1754.00 1754.00 1731.50 1731.50 -47.00      
Total Volume and Open Interest 9,097 26,289 -41,206
NASDAQ 100 E-Mini(Globex)
Mar08 080319 1765.30 1775.50 1715.80 1718.50 -46.30 897 0 -310,748
Jun08 080319 1770.80 1782.00 1721.30 1724.50 -46.50 5,929 0 -225,805
Total Volume and Open Interest 6,826    
S & P Midcap 400(CME)
Mar08 080319 778.50 778.50 753.10 753.10 -24.00 1,124 7,074 -1,220
Jun08 080319 777.50 778.00 752.50 753.90 -23.70 1,135 3,425 +532
Sep08 080319 759.20 759.20 759.20 759.20 -23.70 0 55 +0
Total Volume and Open Interest 2,259 10,556 -688
Russell 2000(CME)
Mar08 080319 686.50 688.00 664.35 664.35 -18.10 12,111 28,424 -6,785
Jun08 080319 686.50 689.00 662.00 663.30 -18.30 14,056 30,939 +7,613
Sep08 080319 664.00 664.00 664.00 664.00 -18.30 0 26 +0
Total Volume and Open Interest 26,167 59,389 +828
Russell 2000 E-Mini(Globex)
Mar08 080319 682.50 690.80 662.60 664.40 -18.10 381 308,749 -53,875
Jun08 080319 681.30 689.80 661.50 663.30 -18.30 1,402 572,607 +112,280
Sep08 080319 684.40 688.20 664.00 664.00 -18.30 0 112 -2
Total Volume and Open Interest 1,783 881,468 +58,403
Value Line(KCBT)
Mar08 080312 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun08 080319 12445 12460 12060 12225 +335 86,927 169,523 +3,752
Sep08 080319 12200 12460 12090 12195 +295 294 126 +72
Total Volume and Open Interest 87,221 169,695 +3,822
Nikkei 225(SGX)
Jun08 080319 12445 12460 12060 12225 +335 86,927 169,523 +3,752
Sep08 080319 12200 12460 12090 12195 +295 294 126 +72
Dec08 080319 12140 12140 12140 12140 +295 0 10 +0
Total Volume and Open Interest 87,221 169,695 +3,822
CAC 40(EURONEXT)
Mar08 080319 4648.5 4654.0 4503.5 4557.0 -27.5 346,645 614,833 -49,902
Apr08 080319 4640.0 4662.0 4512.0 4565.5 -28.0 188,854 309,854 +156,973
May08 080319 4548.0 4574.0 4479.5 4517.0 -26.5 77 908 -12
Total Volume and Open Interest 546,307 955,665 +115,657
Hang Seng Index(HKFE)
Mar08 080319 22130 22200 21640 21641 +161 7,663 1,210 -90,012
Apr08 080319 22150 22150 21595 21595 +170 87 922 +910
Total Volume and Open Interest 7,770 2,354 -89,052
DAX(EUREX)
Mar08 080319 6476.0 6476.0 6280.5 6368.5 -23.5 290,140 166,463 -35,864
Jun08 080319 6567.0 6567.0 6350.0 6439.5 -23.5 87,063 150,603 +55,662
Sep08 080319 6603.0 6606.0 6415.0 6501.5 -23.5 6,123 7,800 +336
Total Volume and Open Interest 383,326 324,866 +20,134
FT-SE 100(EURONEXT)
Mar08 080319 5632.00 5655.50 5507.00 5545.00 -42.00 344,465 245,696 -125,750
Jun08 080319 5656.50 5675.00 5522.50 5561.50 -43.00 231,781 409,118 +142,450
Sep08 080319 5681.50 5681.50 5563.00 5572.00 -45.50 2 2,200 +0
Total Volume and Open Interest 576,248 659,114 +16,700
SPI 200(SFE)
Mar08 080319 5275.0 5306.0 5232.0 5295.0 +197.0 129,713 356,280 -13,141
Jun08 080319 5283.0 5361.0 5283.0 5350.0 +203.0 106,987 180,325 +100,194
Sep08 080319 5315.0 5354.0 5315.0 5354.0 +204.0 353 1,562 -113
Total Volume and Open Interest 237,053 538,875 +86,798
GSCI(CME)
Apr08 080319 35.14 35.14 11.14 12.64 -38.00 1,220 17,589 +586
May08 080319 10.64 10.64 10.64 10.64 -34.00 1 1 +1
Jun08 080319 8.64 8.64 8.64 8.64 -33.00      
Total Volume and Open Interest 1,221 17,590 -948
RJ/CRB Index(ICE)
Apr08 080319 533.10 533.45 519.75 522.00 -22.00 48 322 -6
Jun08 080319 528.00 528.00 525.00 528.00 -22.00 5 417 +3
Aug08 080319 534.00 534.00 534.00 534.00 -22.00 0 384 +0
Total Volume and Open Interest 53 1,128 -3
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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