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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 June 03, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080603 1362.00 1384.00 1347.00 1359.50 -6.00 7,893 189,249 +314
Aug08 080603 1369.00 1384.50 1363.50 1365.00 -5.75 1,852 29,653 +2,713
Sep08 080603 1360.00 1371.00 1352.00 1356.00 -5.00 294 11,595 +49
Nov08 080603 1353.00 1370.50 1340.00 1353.75 -4.75 6,425 170,570 +1,183
Jan09 080603 1372.50 1381.00 1356.00 1368.00 -5.00 357 18,617 +389
Mar09 080603 1380.50 1391.00 1378.50 1378.50 -5.00 115 5,430 +37
May09 080603 1389.00 1394.50 1384.25 1384.25 -6.50 32 6,545 +47
Total Volume and Open Interest 128,925 465,711 +1,853
Soybean Meal(CBOT)
Jul08 080603 342.00 349.50 340.00 347.00 +4.00 9,277 61,471 -2,930
Aug08 080603 345.00 351.00 342.50 349.00 +3.30 1,629 26,003 +469
Sep08 080603 344.00 346.80 339.00 346.00 +2.30 1,000 18,271 +610
Oct08 080603 334.50 337.50 332.00 336.50 +2.00 366 17,304 +81
Dec08 080603 335.00 336.00 329.50 336.00 +2.00 5,561 60,196 +1,066
Jan09 080603 333.50 337.00 332.00 337.00 +2.00 114 6,059 +21
Mar09 080603 338.00 341.00 338.00 341.00 +2.00 146 3,452 +25
May09 080603 343.50 343.50 343.50 343.50 +2.00 1 2,866 -1
Total Volume and Open Interest 58,513 203,656 +2,119
Soybean Oil(CBOT)
Jul08 080603 61.25 62.05 60.50 61.04 -0.66 3,654 114,518 -1,983
Aug08 080603 61.75 62.25 60.83 61.40 -0.66 978 27,414 +1,500
Sep08 080603 62.10 62.53 61.43 61.73 -0.67 136 12,555 +142
Oct08 080603 62.40 62.75 62.06 62.06 -0.67 262 11,042 +328
Dec08 080603 63.40 63.50 62.18 62.70 -0.65 2,501 58,279 -110
Jan09 080603 63.30 63.30 62.70 63.03 -0.65 386 4,862 +189
Mar09 080603 64.10 64.10 63.44 63.44 -0.63 512 5,365 +28
May09 080603 63.55 63.55 63.55 63.55 -0.65 107 2,990 -109
Total Volume and Open Interest 50,393 252,276 +1,308
Canola(WCE)
Jul08 080603 620.0 623.8 612.1 613.2 -7.4 6,823 26,046 -2,095
Total Volume and Open Interest 14,041 101,847 -3,997
Corn(CBOT)
Jul08 080603 610.25 618.75 602.00 608.00 -7.75 14,896 450,117 -7,146
Sep08 080603 625.00 631.00 615.00 621.25 -7.75 7,344 211,507 +8,163
Dec08 080603 638.00 646.00 630.00 636.25 -7.00 5,037 496,256 +1,795
Mar09 080603 652.50 660.75 646.50 651.00 -6.25 723 73,139 +2,126
May09 080603 661.75 667.00 656.50 658.00 -7.50 11 11,532 -40
Jul09 080603 667.50 674.00 664.00 664.00 -8.00 190 37,332 +1,680
Total Volume and Open Interest 247,168 1,410,564 +5,592
Wheat(CBOT)
Jul08 080603 774.00 780.00 746.00 750.50 -32.00 8,831 180,199 -4,074
Sep08 080603 793.00 793.00 764.00 767.00 -31.75 5,601 83,033 +7,671
Dec08 080603 812.00 816.00 784.00 789.75 -30.50 1,188 65,795 +2,623
Mar09 080603 811.00 811.00 811.00 811.00 -29.50 142 6,369 +800
May09 080603 826.00 826.00 826.00 826.00 -27.00 0 703 +0
Total Volume and Open Interest 66,273 362,356 +535
Wheat(KCBT)
Jul08 080603 816.00 817.00 787.00 788.00 -33.00 10,613 55,481 +47
Sep08 080603 827.00 829.00 799.00 802.50 -32.50 3,479 19,894 +1,077
Dec08 080603 851.00 851.00 822.00 824.00 -31.25 1,574 22,663 +381
Mar09 080603 861.00 866.00 838.00 842.00 -28.00 732 2,017 +366
May09 080603 858.00 858.00 858.00 858.00 -22.00 18 432 +9
Total Volume and Open Interest 15,993 108,536 +977
Wheat(MGE)
Jul08 080603 1040.00 1040.00 975.00 975.00 -60.00 675 5,733 -278
Sep08 080603 880.00 883.00 855.00 855.00 -31.00 1,356 18,625 +76
Dec08 080603 887.00 887.00 865.00 865.00 -24.00 855 16,640 +1
Mar09 080603 892.00 897.00 876.00 876.00 -20.00 141 1,720 +21
May09 080603 875.00 875.00 875.00 875.00 -20.00 15 359 +14
Total Volume and Open Interest 3,705 44,690 +60
Oats(CBOT)
Jul08 080603 382.00 382.00 378.00 378.00 unch 1,010 5,373 -1,138
Sep08 080603 394.00 394.00 389.00 389.00 -0.75 735 3,107 +793
Dec08 080603 410.00 410.00 405.50 405.50 -0.50 156 6,859 +120
Mar09 080603 422.25 424.00 420.50 420.50 +0.50 79 692 +47
Total Volume and Open Interest 3,580 16,211 +86
Rough Rice(CBOT)
Jul08 080603 19.08 19.11 18.98 19.11 +0.31 276 6,966 -240
Sep08 080603 18.58 18.58 18.58 18.58 +0.23 338 5,811 +119
Nov08 080603 18.58 18.58 18.58 18.58 +0.18 0 4,846 +73
Jan09 080603 18.93 18.93 18.93 18.93 +0.19 0 662 +0
Total Volume and Open Interest 2,025 18,639 -83
Live Cattle(CME)
Jun08 080603 94.850 95.200 94.300 94.330 -1.070 7,479 32,300 -2,717
Aug08 080603 100.250 100.850 99.850 100.250 -0.580 13,373 143,248 +1,105
Oct08 080603 107.200 107.400 106.350 106.430 -1.000 4,540 68,039 +1,090
Dec08 080603 108.100 108.550 107.800 108.050 -0.585 2,281 30,457 +242
Feb09 080603 109.100 109.450 108.900 109.230 -0.370 402 16,070 -1
Apr09 080603 110.200 110.550 109.750 109.980 -0.320 173 7,144 +39
Total Volume and Open Interest 31,236 300,322 +4,337
Feeder Cattle(CME)
Aug08 080603 114.000 114.885 113.450 113.785 +0.085 2,243 20,299 -316
Sep08 080603 115.300 115.750 114.450 114.900 +0.170 337 4,007 -9
Oct08 080603 115.900 116.750 115.450 116.000 +0.320 425 5,077 -57
Nov08 080603 116.000 116.900 115.700 116.400 +0.200 88 1,274 +17
Jan09 080603 114.250 114.500 114.000 114.050 +0.100 6 808 +1
Mar09 080603 112.300 112.300 112.300 112.300 -0.700 0 11 +0
Apr09 080603 113.000 113.000 113.000 113.000 +0.500 0 8 +0
Total Volume and Open Interest 2,266 31,848 +482
Lean Hogs(CME)
Jun08 080603 75.700 76.200 75.600 76.035 -0.295 5,371 12,106 -2,006
Jul08 080603 75.600 76.400 75.500 76.285 +0.085 19,184 75,509 -1,133
Aug08 080603 76.700 77.400 76.550 77.350 -0.035 9,132 65,493 +1,487
Oct08 080603 72.700 73.450 72.600 73.330 +0.430 3,299 39,665 +251
Dec08 080603 73.900 74.250 73.650 74.180 -0.220 1,809 36,877 -508
Feb09 080603 78.700 78.950 78.500 78.930 unch 1,300 16,572 -417
Apr09 080603 82.600 83.080 82.400 82.950 -0.130 258 9,187 +33
May09 080603 86.600 86.600 86.600 86.600 -0.400 19 266 +6
Total Volume and Open Interest 43,223 261,150 +3,749
Pork Bellies(CME)
Jul08 080603 77.800 77.800 75.100 75.250 -2.750 171 1,473 -48
Aug08 080603 77.135 78.050 75.050 75.100 -2.500 57 595 +25
Feb09 080603 99.250 99.250 99.135 99.135 -0.265 3 53 -1
Mar09 080603 96.500 96.500 96.500 96.500 unch 0 4 +0
May09 080603 32.969 32.969 32.969 32.969 unch      
Total Volume and Open Interest 221 2,149 -17
Class III Milk(CME)
Jun08 080603 20.11 20.11 20.11 20.11 +0.06 128 3,640 -37
Jul08 080603 20.57 20.58 20.50 20.50 +0.19 227 4,289 +14
Aug08 080603 20.89 20.89 20.75 20.75 +0.31 95 3,454 -3
Sep08 080603 20.95 20.95 20.84 20.84 +0.28 99 3,170 +13
Oct08 080603 20.49 20.49 20.49 20.49 +0.32 67 2,814 +26
Total Volume and Open Interest 1,453 29,611 +199
Cocoa(ICE)
Jul08 080603 2781 2814 2719 2807 +17 8,892 58,184 +429
Sep08 080603 2795 2824 2737 2819 +16 7,494 41,707 +3,925
Dec08 080603 2780 2809 2734 2804 +20 718 34,741 +293
Mar09 080603 2754 2771 2709 2768 +8 376 15,967 +7
May09 080603 2766 2776 2762 2765 -1 24 3,312 +9
Jul09 080603 2757 2772 2753 2767 +5 56 2,129 +2
Sep09 080603 2783 2783 2769 2769 unch 3 651 +3
Total Volume and Open Interest 21,814 154,491 +2,435
Coffee "C"(ICE)
Jul08 080603 137.45 137.45 131.55 132.50 -4.85 19,644 75,083 -1,025
Sep08 080603 139.75 139.75 133.90 134.90 -4.85 8,761 45,252 +3,363
Dec08 080603 143.00 143.00 137.55 138.45 -4.80 2,690 18,964 +1,984
Mar09 080603 141.35 142.50 141.35 141.85 -4.70 701 10,159 +293
May09 080603 143.00 144.00 143.00 144.00 -4.70 192 3,808 +2
Jul09 080603 146.05 146.05 146.05 146.05 -4.70 77 1,060 -24
Total Volume and Open Interest 13,084 152,312 +930
Orange Juice(ICE)
Jul08 080603 109.00 114.00 108.60 111.20 +2.70 2,987 16,802 -763
Sep08 080603 113.75 118.10 112.80 115.10 +2.45 2,996 10,402 +1,734
Nov08 080603 117.30 121.00 116.55 118.40 +2.35 654 4,326 +628
Jan09 080603 119.25 122.25 118.95 121.30 +2.30 33 1,824 +22
Mar09 080603 125.00 125.00 124.30 124.30 +2.30 17 2,247 +0
May09 080603 128.00 128.00 127.30 127.30 +2.30 0 26 +0
Total Volume and Open Interest 6,385 34,019 +36
Sugar #11(ICE)
Jul08 080603 10.30 10.34 9.64 9.71 -0.60 65,864 346,098 +317
Oct08 080603 11.55 11.68 11.10 11.19 -0.50 42,723 250,723 +8,114
Mar09 080603 13.01 13.08 12.61 12.69 -0.39 15,853 117,416 +1,109
May09 080603 13.54 13.54 13.19 13.38 -0.19 3,314 73,032 +730
Jul09 080603 13.79 13.96 13.50 13.91 +0.06 1,908 43,614 +182
Total Volume and Open Interest 97,833 914,016 -245
Sugar #14(ICE)
Jul08 080603 20.80 20.80 20.80 20.80 +0.10 568 2,340 +348
Sep08 080603 21.00 21.00 21.00 21.00 unch 67 1,790 +5
Nov08 080603 21.40 21.40 21.35 21.40 +0.05 2 1,735 +2
Jan09 080603 21.30 21.33 21.30 21.33 unch 0 802 +0
Mar09 080603 21.40 21.40 21.40 21.40 unch 0 483 +0
Total Volume and Open Interest 486 7,310 -27
London Cocoa(LCE)
Jul08 080603 1513 1539 1490 1534 +24 4,042 78,791 -719
Sep08 080603 1494 1506 1468 1505 +13 3,057 61,325 -191
Dec08 080603 1485 1489 1458 1487 +4 2,151 41,093 +280
Mar09 080603 1464 1464 1439 1459 unch 1,097 28,075 +334
May09 080603 1467 1467 1445 1460 -4 85 7,085 -29
Jul09 080603 1477 1477 1459 1467 -7 105 4,045 +51
Sep09 080603 1467 1478 1467 1475 -8 17 660 +0
Total Volume and Open Interest 15,606 222,506 +2,687
London Coffee(LCE)
Jul08 080603 2276.00 2295.00 2212.00 2228.00 -55.00 8,598 71,493 -902
Sep08 080603 2271.00 2280.00 2210.00 2224.00 -54.00 4,259 45,959 +580
Nov08 080603 2254.00 2269.00 2200.00 2216.00 -45.00 576 9,802 +243
Jan09 080603 2230.00 2230.00 2181.00 2197.00 -42.00 0 5,931 +0
Total Volume and Open Interest 9,947 133,264 -650
London Sugar(LCE)
Aug08 080603 328.00 329.90 322.00 324.90 -6.30 3,050 14,759 +116
Oct08 080603 335.00 335.00 323.00 328.40 -6.60 1,202 15,457 +50
Dec08 080603 344.90 345.50 338.10 339.40 -6.60 789 7,666 +418
Mar09 080603 356.40 358.10 352.10 352.90 -6.10 481 6,986 +105
May09 080603 360.30 360.30 359.40 359.40 -6.30 154 2,603 +0
Total Volume and Open Interest 6,243 53,217 +623
Cotton(ICE)
Jul08 080603 64.85 65.01 63.10 64.21 -1.23 22,239 107,165 -8,457
Oct08 080603 70.25 70.25 68.35 69.28 -1.47 255 4,372 +15
Dec08 080603 73.76 73.76 71.65 72.83 -1.33 16,534 132,891 +6,209
Mar09 080603 79.30 79.30 77.35 78.57 -1.27 1,203 17,399 +748
May09 080603 81.00 81.00 79.04 80.27 -1.32 296 1,607 -142
Jul09 080603 82.05 82.05 81.32 81.81 -1.38 693 2,871 +142
Total Volume and Open Interest 25,123 273,411 +152,439
Lumber(CME)
Jul08 080603 243.0 246.8 243.0 245.1 +1.3 2,530 6,875 -403
Sep08 080603 262.4 264.2 261.3 261.3 -2.0 1,759 6,316 +982
Nov08 080603 258.0 258.0 254.8 254.8 -3.6 46 1,397 +6
Jan09 080603 276.0 276.9 274.0 276.9 -0.5 10 580 +0
Total Volume and Open Interest 6,346 14,632 -327
Crude Oil(NYM)
Jul08 080603 127.25 127.25 124.31 124.31 -3.45 304,809 335,295 -12,098
Aug08 080603 126.45 126.45 124.70 124.70 -3.35 95,055 121,464 +7,898
Sep08 080603 126.50 126.65 124.88 124.88 -3.23 36,360 112,955 +715
Oct08 080603 124.92 124.92 124.92 124.92 -3.12 14,858 54,222 +577
Nov08 080603 124.93 124.93 124.93 124.93 -3.01 8,549 30,311 -426
Dec08 080603 124.90 124.90 124.90 124.90 -2.92 31,035 196,677 -10,220
Jan09 080603 126.60 126.60 124.84 124.84 -2.80 2,262 30,637 +195
Feb09 080603 124.75 124.75 124.75 124.75 -2.69 803 13,641 -66
Mar09 080603 124.65 124.65 124.65 124.65 -2.59 491 14,255 -109
Apr09 080603 124.55 124.55 124.55 124.55 -2.49 79 8,763 -238
May09 080603 124.45 124.45 124.45 124.45 -2.41 307 14,278 +121
Jun09 080603 124.34 124.34 124.34 124.34 -2.34 4,083 36,502 +873
Jul09 080603 124.20 124.20 124.20 124.20 -2.30 12 13,675 +0
Aug09 080603 124.06 124.06 124.06 124.06 -2.27 10 6,877 +10
Sep09 080603 123.92 123.92 123.92 123.92 -2.24 315 9,986 +200
Oct09 080603 123.77 123.77 123.77 123.77 -2.22 169 6,034 -16
Total Volume and Open Interest 527,396 1,368,551 -4,657
Heating Oil(NYM)
Jul08 080603 372.80 372.80 363.96 363.96 -8.24 39,321 72,361 +2,653
Aug08 080603 366.41 366.41 366.41 366.41 -8.09 14,351 25,032 +2,680
Sep08 080603 369.26 369.26 369.26 369.26 -7.99 5,652 16,654 +1,168
Oct08 080603 371.66 371.66 371.66 371.66 -8.04 2,605 12,373 +556
Nov08 080603 373.46 373.46 373.46 373.46 -7.89 1,378 7,577 +57
Dec08 080603 378.45 378.45 375.26 375.26 -7.59 3,946 21,169 +229
Jan09 080603 376.76 376.76 376.76 376.76 -7.44 1,845 14,727 +175
Feb09 080603 377.11 377.11 377.11 377.11 -7.39 893 3,738 +67
Mar09 080603 375.31 375.31 375.31 375.31 -7.39 724 2,000 +337
Apr09 080603 370.41 370.41 370.41 370.41 -7.29 209 1,603 +127
May09 080603 365.21 365.21 365.21 365.21 -7.29 116 826 +47
Jun09 080603 361.66 361.66 361.66 361.66 -7.29 441 16,397 -114
Total Volume and Open Interest 63,417 201,992 -7,239
Gasoline(NYMEX)
Jul08 080603 338.46 340.75 333.93 335.25 -3.82 43,677 102,547 -250
Aug08 080603 334.85 336.66 329.38 330.75 -4.17 16,716 28,663 +1,030
Sep08 080603 331.15 332.27 324.67 326.40 -4.62 8,707 29,783 +201
Oct08 080603 314.00 315.45 308.63 309.20 -5.82 4,369 31,145 +189
Nov08 080603 311.01 311.45 303.71 305.85 -5.92 1,404 9,473 +4
Dec08 080603 310.50 311.36 304.60 304.60 -5.97 2,956 20,878 +565
Jan09 080603 305.55 305.55 305.55 305.55 -5.97 350 6,855 +61
Feb09 080603 307.45 307.45 307.45 307.45 -5.92 92 2,908 +2
Mar09 080603 312.75 312.75 310.30 310.30 -5.92 62 2,340 -12
Apr09 080603 324.15 324.15 324.15 324.15 -5.82 41 5,290 +21
Total Volume and Open Interest 78,686 255,832 -5,702
e-MiNY RBOB Gasoline(NYMEX)
Jul08 080603 335.00 338.00 335.00 335.25 -3.82 1 6 +1
Aug08 080603 330.75 330.75 330.75 330.75 -4.17 1 2 +1
Sep08 080603 326.40 326.40 326.40 326.40 -4.62      
Oct08 080603 309.20 309.20 309.20 309.20 -5.82      
Total Volume and Open Interest 2 8 +2
Natural Gas(NYM)
Jul08 080603 12.085 12.376 12.026 12.221 +0.252 90,082 161,199 +1,284
Aug08 080603 12.340 12.385 12.302 12.302 +0.239 18,425 47,552 +445
Sep08 080603 12.360 12.360 12.316 12.316 +0.239 14,074 44,552 +1,660
Oct08 080603 12.381 12.381 12.381 12.381 +0.237 14,714 69,459 -1,151
Nov08 080603 12.591 12.591 12.591 12.591 +0.232 4,351 36,607 -188
Dec08 080603 12.921 12.921 12.921 12.921 +0.222 1,539 39,734 +255
Jan09 080603 13.126 13.126 13.126 13.126 +0.217 4,089 58,374 +176
Feb09 080603 13.130 13.150 13.078 13.078 +0.214 572 19,227 +215
Mar09 080603 12.920 12.920 12.826 12.826 +0.212 3,205 47,635 +1,261
Apr09 080603 10.766 10.766 10.766 10.766 +0.117 3,044 41,234 +245
May09 080603 10.596 10.596 10.596 10.596 +0.107 613 30,847 +156
Jun09 080603 10.664 10.664 10.664 10.664 +0.107 38 16,016 +6
Jul09 080603 10.752 10.752 10.752 10.752 +0.107 13 14,266 +6
Aug09 080603 10.809 10.809 10.809 10.809 +0.107 116 13,594 +12
Sep09 080603 10.824 10.824 10.824 10.824 +0.107 128 11,151 +1
Oct09 080603 10.940 10.940 10.886 10.886 +0.107 1,342 24,208 +160
Total Volume and Open Interest 108,357 898,031 +1,347
Brent Crude Oil(ICE)
Jul08 080603 127.88 128.09 124.18 124.58 -3.44 118,600 76,443 -11,206
Aug08 080603 127.65 128.50 124.74 125.16 -3.25 77,735 117,882 +2,721
Sep08 080603 127.92 128.92 125.17 125.62 -3.15 38,838 59,297 +2,329
Oct08 080603 128.34 129.06 125.47 125.94 -3.06 13,622 27,910 +5
Nov08 080603 128.56 129.29 125.73 126.21 -2.95 9,238 18,170 -1,319
Dec08 080603 128.75 129.44 125.90 126.41 -2.80 21,323 68,863 +834
Jan09 080603 128.59 129.49 126.47 126.65 -2.69 3,953 25,082 -35
Feb09 080603 128.65 129.62 126.64 126.81 -2.57 1,993 13,254 +421
Mar09 080603 129.00 129.72 126.70 126.84 -2.49 639 7,124 +91
Apr09 080603 126.78 126.78 126.78 126.78 -2.46 0 11,493 +3
May09 080603 126.66 126.66 126.66 126.66 -2.48 0 3,891 +3
Jun09 080603 128.57 129.40 126.56 126.56 -2.40 1,709 11,957 +1,367
Jul09 080603 126.47 126.47 126.47 126.47 -2.31 0 5,345 +0
Aug09 080603 126.36 126.36 126.36 126.36 -2.24 0 2,043 +0
Total Volume and Open Interest 281,000 554,404 -7,854
Gas Oil(ICE)
Jun08 080603 1192.00 1202.25 1169.00 1182.00 -46.50 23,455 41,152 -5,130
Jul08 080603 1196.50 1205.75 1172.25 1185.25 -11.50 44,407 63,015 -8,815
Aug08 080603 1202.00 1210.25 1178.00 1191.00 -10.75 13,689 22,269 +268
Sep08 080603 1207.50 1214.50 1188.00 1195.75 -10.75 8,389 19,303 +352
Oct08 080603 1210.00 1217.25 1193.00 1198.75 -10.50 3,470 15,387 -204
Nov08 080603 1217.25 1217.75 1195.25 1199.50 -9.75 2,134 12,803 -30
Dec08 080603 1209.25 1218.50 1194.75 1200.25 -9.00 6,752 33,013 -981
Jan09 080603 1216.00 1216.00 1203.00 1203.00 -8.50 3,300 21,071 -469
Feb09 080603 1215.25 1215.25 1202.75 1202.75 -7.25 642 2,943 -160
Mar09 080603 1211.50 1211.50 1199.50 1199.50 -6.25 656 3,119 -130
Total Volume and Open Interest 120,868 269,940 -14,890
Ethanol(CBOT)
Jun08 080603 2.310 2.350 2.310 2.330 -0.078 1 196 +0
Jul08 080603 2.340 2.340 2.300 2.321 -0.081 13 281 -9
Aug08 080603 2.306 2.306 2.306 2.306 -0.094 4 126 +2
Sep08 080603 2.316 2.316 2.316 2.316 -0.084 1 100 -1
Oct08 080603 2.306 2.306 2.306 2.306 -0.102 1 118 +0
Nov08 080603 2.350 2.350 2.350 2.350 -0.065 0 90 +0
Dec08 080603 2.350 2.350 2.350 2.350 -0.065 0 134 +0
Jan09 080603 2.375 2.375 2.375 2.375 -0.050 0 162 +0
Total Volume and Open Interest 100 2,053 +70
US Dollar Index(ICE)
Jun08 080603 73.010 73.550 72.625 73.300 +0.310 3,808 33,153 -675
Sep08 080603 73.420 73.935 73.010 73.690 +0.320 692 2,980 +252
Dec08 080603 74.185 74.245 74.075 74.075 +0.310 2 526 +1
Total Volume and Open Interest 4,833 37,081 -615
Australian Dollar(CME)
Jun08 080603 95.10 95.14 95.07 95.08 -0.09 450 100,148 +1,076
Sep08 080603 93.92 93.92 93.92 93.92 -0.09 366 4,614 +944
Dec08 080603 92.76 92.76 92.76 92.76 -0.09 0 1,032 +0
Total Volume and Open Interest 38,294 104,263 -485
British Pound(CME)
Jun08 080603 196.98 196.98 196.28 196.32 -0.03 378 161,037 +967
Sep08 080603 194.80 194.94 194.80 194.94 -0.03 282 3,392 -803
Dec08 080603 193.55 193.55 193.55 193.55 -0.03 0 408 -157
Total Volume and Open Interest 77,928 165,430 -724
Canadian Dollar(CME)
Jun08 080603 99.90 99.90 99.07 99.07 -0.74 808 109,441 -3,066
Sep08 080603 99.01 99.01 99.01 99.01 -0.74 708 11,097 +231
Dec08 080603 99.01 99.01 99.01 99.01 -0.73 0 3,403 +25
Mar09 080603 99.05 99.05 99.05 99.05 -0.71 0 894 +0
Total Volume and Open Interest 62,661 129,411 -441
Japanese Yen(CME)
Jun08 080603 95.71 95.71 95.07 95.41 -0.45 319 155,494 -3,837
Sep08 080603 95.87 95.87 95.87 95.87 -0.45 242 7,122 -85
Dec08 080603 96.33 96.33 96.33 96.33 -0.45 0 1,225 +38
Total Volume and Open Interest 102,021 175,581 -121
Swiss Franc(CME)
Jun08 080603 96.84 96.84 95.37 96.15 -0.39 414 64,587 +4,211
Sep08 080603 96.21 96.21 96.21 96.21 -0.39 897 2,711 -45
Dec08 080603 96.21 96.21 96.21 96.21 -0.41 650 727 +623
Total Volume and Open Interest 61,828 63,524 -5,406
EuroFX(CME)
Jun08 080603 155.85 155.86 154.26 154.57 -0.75 374 215,810 -1,506
Sep08 080603 153.62 153.85 153.47 153.85 -0.75 169 5,730 +485
Dec08 080603 153.12 153.12 153.12 153.12 -0.75 0 1,101 +6
Total Volume and Open Interest 188,879 224,154 -651
Mexican Peso(CME)
Jun08 080603 969.2 969.2 968.0 968.2 +4.0 11 117,650 +2,546
Jul08 080603 964.0 964.0 964.0 964.0 +4.0      
Total Volume and Open Interest 21,842 148,257 +6,037
30-Year T-Bonds(CBOT)
Jun08 080603 115~030 116~030 114~135 115~285 +0~270 67,896 158,783 -28,331
Sep08 080603 114~050 115~065 113~155 114~315 +0~280 338,254 762,763 +23,177
Dec08 080603 113~140 114~000 112~155 114~000 +0~280 11 70 +5
Total Volume and Open Interest 609,118 935,579 -54,961
10-Year T-Notes(CBOT)
Jun08 080603 114~270 115~260 114~145 115~215 +0~265 236,761 241,241 -94,596
Sep08 080603 113~095 114~090 112~280 114~045 +0~270 245,253 1,892,823 +62,600
Dec08 080603 112~255 112~255 112~255 112~255 +0~210 7 938 +5
Total Volume and Open Interest 1,364,043 2,169,656 -77,918
5-Year T-Notes(CBOT)
Jun08 080603 111~029 111~109 111~021 111~104 +0~054 171,295 0 +0
Sep08 080603 110~076 111~016 110~048 111~004 +0~060 683,225 0 +0
Dec08 080603 111~004 111~004 111~004 111~004 +0~060      
Total Volume and Open Interest 884,299 1,764,043 -30,113
2 Year T-Notes(CBOT)
Jun08 080603 106~008 106~037 106~004 106~037 +0~025 20,476 153,344 -79,181
Sep08 080603 105~080 105~102 105~062 105~100 +0~026 20,391 886,872 +63,497
Dec08 080603 105~100 105~100 105~100 105~100 +0~026      
Total Volume and Open Interest 409,163 1,060,220 -49,431
Eurodollars(CME)
Jun08 080603 97.332 97.332 97.315 97.323 +0.005 5,940 1,277,850 -16,560
Sep08 080603 97.225 97.255 97.170 97.230 +0.020 4,032 1,437,297 -31,088
Dec08 080603 97.010 97.055 96.940 97.035 +0.040 6,862 1,368,852 +6,283
Mar09 080603 96.835 96.925 96.770 96.900 +0.080 6,993 1,148,235 +9,877
Jun09 080603 96.615 96.695 96.540 96.695 +0.105 8,868 897,392 -3,960
Sep09 080603 96.405 96.480 96.315 96.480 +0.115 7,486 807,623 +1,941
Dec09 080603 96.160 96.260 96.085 96.250 +0.115 4,927 600,630 +4,595
Mar10 080603 95.995 96.090 95.915 96.080 +0.115 2,272 472,585 -6,444
Jun10 080603 95.830 95.910 95.755 95.910 +0.110 1,469 280,757 +1,728
Sep10 080603 95.685 95.765 95.615 95.765 +0.110 1,312 208,282 +2,796
Dec10 080603 95.545 95.625 95.495 95.625 +0.110 2,017 175,393 -219
Mar11 080603 95.400 95.545 95.400 95.545 +0.110 1,563 118,288 +335
Jun11 080603 95.350 95.470 95.350 95.465 +0.110 2,657 113,930 +192
Sep11 080603 95.335 95.410 95.280 95.405 +0.110 1,754 76,840 -422
Dec11 080603 95.265 95.340 95.220 95.335 +0.110 1,869 75,630 -116
Mar12 080603 95.240 95.310 95.195 95.305 +0.105 1,732 108,079 +445
Jun12 080603 95.150 95.260 95.150 95.255 +0.100 2,856 49,274 +1,895
Sep12 080603 95.105 95.210 95.070 95.210 +0.100 1,898 47,337 +150
Total Volume and Open Interest 1,901,316 9,467,197 -92,364
30 Day Federal Funds(CBOT)
Jun08 080603 6.245 6.245 6.245 6.245 unch 0 69,793 -2,385
Jul08 080603 6.255 6.255 6.255 6.255 unch 0 92,607 +189
Aug08 080603 6.260 6.260 6.260 6.260 +0.010 35 92,254 +2,056
Sep08 080603 6.245 6.245 6.245 6.245 +0.015 0 65,892 +1,686
Oct08 080603 97.960 97.960 97.960 97.960 +0.020 370 86,706 +89
Nov08 080603 97.880 97.915 97.880 97.915 +0.025 635 110,557 -3,764
Total Volume and Open Interest 60,943 606,025 -139,086
30 Day Fed Funds(e-CBOT)
Jun08 080603 97.995 98.000 97.990 97.995 -0.005 4,952 69,793 -2,385
Jul08 080603 98.005 98.010 98.000 98.010 +0.005 10,605 92,607 +189
Aug08 080603 98.005 98.020 97.990 98.015 +0.015 15,155 92,254 +2,056
Sep08 080603 97.995 98.000 97.970 97.995 +0.010 10,123 65,892 +1,686
Oct08 080603 97.950 97.975 97.925 97.965 +0.015 11,027 86,706 +89
Nov08 080603 97.900 97.935 97.865 97.915 +0.020 13,230 110,557 -3,764
Total Volume and Open Interest 71,052 599,359 -135,897
3-Mth Euro-Yen(CME)
Jun08 080603 99.16 99.16 99.16 99.16 unch 2,554 17,662 +2,158
Sep08 080603 99.09 99.09 99.09 99.09 unch 800 6,979 +799
Dec08 080603 99.01 99.01 99.01 99.01 +0.03 0 2,418 +0
Mar09 080603 98.89 98.89 98.89 98.89 +0.02 0 1,620 +0
Jun09 080603 98.79 98.79 98.79 98.79 +0.02 0 256 +0
Sep09 080603 98.72 98.72 98.72 98.72 +0.02 0 350 +0
Dec09 080603 98.67 98.67 98.67 98.67 +0.02 0 1 +0
Mar10 080603 98.62 98.62 98.62 98.62 +0.02      
Jun10 080603 98.59 98.59 98.59 98.59 +0.04      
Sep10 080603 98.54 98.54 98.54 98.54 +0.04      
Total Volume and Open Interest 3,354 29,286 +2,957
3-Mth Euro-Yen(SGX)
Jun08 080603 99.15 99.15 99.15 99.15 +0.00 341 31,886 +0
Sep08 080603 99.09 99.11 99.09 99.10 +0.01 108 16,235 +59
Dec08 080603 99.00 99.03 99.00 99.01 +0.03 380 13,441 +44
Mar09 080603 98.88 98.93 98.88 98.91 +0.04 355 9,513 -10
Jun09 080603 98.83 98.83 98.80 98.80 +0.04 132 2,989 +37
Sep09 080603 98.72 98.72 98.72 98.72 +0.04 0 1,278 +0
Dec09 080603 98.68 98.68 98.68 98.68 +0.04 0 479 +0
Mar10 080603 98.64 98.64 98.64 98.64 +0.04 0 450 +0
Total Volume and Open Interest 1,316 80,752 +23
Japanese Gov't Bonds(SGX)
Jun08 080603 134.39 135.69 134.25 135.35 +1.18 1,957 19,254 +231
Sep08 080603 133.61 134.82 133.48 134.80 +1.18 443 352 +184
Dec08 080603 134.80 134.80 134.80 134.80 +1.18      
Total Volume and Open Interest 2,400 19,606 +900
Euro-Bund(EUREX)
Jun08 080603 112.45 112.67 111.57 111.61 -0.72 1,006,434 1,227,525 -42,997
Sep08 080603 112.52 112.83 111.75 111.77 -0.73 93,030 151,279 +53,919
Dec08 080603 111.76 111.76 111.37 111.37 -0.61 996 151 +150
Total Volume and Open Interest 1,100,460 1,378,955 +17,808
Euro-Bobl(EUREX)
Jun08 080603 107.31 107.50 106.73 106.79 -0.42 521,647 935,696 -143,827
Sep08 080603 107.65 107.82 107.03 107.09 -0.44 55,521 130,219 +31,668
Dec08 080603 106.48 106.48 106.48 106.48 -0.42      
Total Volume and Open Interest 577,168 1,065,915 -112,159
3-Mth Euribor(EUREX)
Jun08 080603 95.135 95.135 95.110 95.115 -0.015 520 29,219 -357
Sep08 080603 95.125 95.130 95.045 95.045 -0.055 459 8,544 -29
Dec08 080603 95.070 95.080 94.955 94.955 -0.080 193 5,123 +56
Total Volume and Open Interest 2,136 50,771 +27
Long Gilt(LIFFE)
Jun08 080603 106~13 106~13 105~15 105~17 -0~20 11,222 48,301 -7,555
Sep08 080603 106~10 106~10 105~05 105~11 -0~20 67,852 322,932 +2,759
Total Volume and Open Interest 119,299 376,029 +7,095
3-Mth Short Sterling(LIFFE)
Jun08 080603 94.11 94.11 94.11 94.11 -0.03 35,865 401,953 -1,812
Sep08 080603 94.08 94.08 94.08 94.08 -0.07 87,124 457,335 -11,163
Dec08 080603 94.07 94.07 94.07 94.07 -0.13 104,024 552,631 -15,459
Mar09 080603 94.17 94.17 94.17 94.17 -0.15 102,776 428,007 -21,749
Jun09 080603 94.25 94.25 94.25 94.25 -0.14 87,147 382,280 -12,239
Sep09 080603 94.26 94.26 94.26 94.26 -0.14 50,000 174,246 -4,687
Total Volume and Open Interest 380,617 2,786,438 -17,709
3-Mth Euribor(LIFFE)
Jun08 080603 95.135 95.140 95.105 95.115 -0.015 58,125 718,862 -6,751
Sep08 080603 95.105 95.145 95.045 95.045 -0.055 112,270 607,555 +4,217
Dec08 080603 95.050 95.085 94.950 94.955 -0.080 108,146 590,624 -6,751
Total Volume and Open Interest 618,755 3,636,202 -4,458
3-Mth Aus T-Bills(SFE)
Jun08 080603 92.28 92.29 92.24 92.27 unch 12,606 305,420 +1,497
Sep08 080603 92.14 92.15 92.06 92.11 -0.01 22,990 327,801 +11,729
Dec08 080603 92.10 92.13 92.03 92.11 +0.02 17,516 155,120 +10,267
Mar09 080603 92.13 92.16 92.06 92.14 +0.04 4,147 72,401 +2,995
Jun09 080603 92.18 92.23 92.12 92.21 +0.04 3,536 63,333 +1,082
Sep09 080603 92.27 92.30 92.23 92.30 +0.04 892 49,446 -152
Dec09 080603 92.38 92.40 92.33 92.40 +0.05 460 25,571 -279
Mar10 080603 92.47 92.50 92.45 92.48 +0.05 348 13,389 +278
Jun10 080603 92.55 92.55 92.55 92.55 +0.05 24 1,734 +0
Sep10 080603 92.59 92.59 92.59 92.59 +0.04 34 934 +10
Total Volume and Open Interest 74,071 1,016,104 +27,452
10-Year Aus T-Bonds(SFE)
Jun08 080603 93.46 93.53 93.44 93.51 +0.08 23,780 503,838 +7,651
Sep08 080603 93.52 93.52 93.52 93.52 +0.08 5 5,874 +62
Total Volume and Open Interest 30,078 509,712 +7,713
3-Year Aus T-Bonds(SFE)
Jun08 080603 93.33 93.37 93.28 93.35 +0.06 88,613 750,405 +54,258
Sep08 080603 93.29 93.36 93.29 93.36 +0.08 1,030 10,926 +817
Total Volume and Open Interest 108,175 761,331 +55,075
Gold(CMX)
Jun08 080603 881.5 881.6 881.5 881.6 -11.3 2,132 4,495 -5,860
Aug08 080603 895.8 897.0 878.0 885.5 -11.5 90,576 259,453 +993
Oct08 080603 889.7 889.7 889.7 889.7 -11.6 906 13,800 +88
Dec08 080603 893.7 894.0 893.7 893.9 -11.6 1,322 51,113 -49
Feb09 080603 898.2 898.2 898.2 898.2 -11.6 26 17,274 -20
Apr09 080603 902.5 902.5 902.5 902.5 -11.6 103 10,247 -103
Jun09 080603 907.2 907.2 907.2 907.2 -11.6 5 12,708 -5
Aug09 080603 912.1 912.1 912.1 912.1 -11.7 1 3,010 +0
Oct09 080603 917.0 917.0 917.0 917.0 -11.7 4 678 +0
Dec09 080603 922.1 922.1 922.1 922.1 -11.7 11 12,395 -26
Feb10 080603 927.6 927.6 927.6 927.6 -11.7 127 118 +0
Apr10 080603 933.1 933.1 933.1 933.1 -11.8 6 6 +0
Total Volume and Open Interest 102,598 408,860 -7,223
Silver(CMX)
Jul08 080603 1670.0 1685.0 1652.0 1683.5 -7.5 21,329 62,876 -1,680
Sep08 080603 1693.2 1696.0 1693.2 1693.2 -7.4 768 16,075 +48
Dec08 080603 1681.0 1707.0 1681.0 1706.1 -7.4 378 20,891 -26
Mar09 080603 1719.0 1719.0 1719.0 1719.0 -7.4 33 5,629 +7
May09 080603 1727.5 1727.5 1727.5 1727.5 -7.4 8 2,410 +4
Jul09 080603 1735.8 1735.8 1735.8 1735.8 -7.6 2 3,510 +0
Sep09 080603 1743.9 1743.9 1743.9 1743.9 -7.6 3 214 +0
Total Volume and Open Interest 23,182 124,655 -1,362
Platinum(NYMEX)
Jul08 080603 1998.2 1998.2 1998.2 1998.2 -17.4 2,391 13,226 -564
Oct08 080603 2002.2 2002.2 2002.2 2002.2 -17.4 891 2,455 +500
Jan09 080603 2002.7 2002.7 2002.7 2002.7 -17.4 5 15 +0
Total Volume and Open Interest 3,054 15,760 -897
Palladium(NYMEX)
Jun08 080603 435.05 435.05 435.05 435.05 -2.85 63 436 -211
Sep08 080603 437.05 437.05 437.05 437.05 -3.05 462 14,625 +14,625
Dec08 080603 440.95 440.95 440.95 440.95 -3.05 4 2,260 +2,260
Total Volume and Open Interest 821 17,639 -318
Copper(CMX)
Jul08 080603 358.30 359.70 356.50 357.80 -1.85 13,497 52,529 -1,666
Sep08 080603 359.30 359.30 358.20 358.20 -1.85 4,460 25,575 +2,158
Dec08 080603 357.00 357.00 356.60 356.60 -1.85 432 10,526 +104
Mar09 080603 354.50 354.50 354.50 354.50 -1.85 274 2,309 +67
May09 080603 353.30 353.30 353.30 353.30 -1.85 11 438 +9
Total Volume and Open Interest 17,347 97,260 -1,725
Aluminum(CMX)
Jun08 080603 132.50 132.50 132.50 132.50 unch      
Jul08 080603 132.50 132.50 132.50 132.50 unch      
Aug08 080603 132.50 132.50 132.50 132.50 unch      
Sep08 080603 132.50 132.50 132.50 132.50 unch      
Oct08 080603 132.50 132.50 132.50 132.50 unch      
Nov08 080603 132.50 132.50 132.50 132.50 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080603 12535 12550 12340 12404 -102 1,771 28,568 +636
Sep08 080603 12538 12545 12345 12404 -103 9 1,651 +1
Dec08 080603 12425 12425 12408 12408 -103 2 1,875 +2
Mar09 080603 12419 12419 12419 12419 -103      
Total Volume and Open Interest 1,553 31,484 +320
S & P 500(CME)
Jun08 080603 1390.00 1393.30 1369.70 1378.60 -6.80 29,344 470,075 -6,264
Sep08 080603 1391.70 1393.00 1373.50 1380.30 -6.80 6,544 71,506 +6,221
Dec08 080603 1382.30 1382.30 1382.30 1382.30 -6.80 50 11,410 +0
Mar09 080603 1386.00 1386.00 1386.00 1386.00 -6.80 0 8 +0
Total Volume and Open Interest 38,601 553,254 -4,570
S & P 500 E-Mini(Globex)
Jun08 080603 1385.75 1393.50 1369.25 1378.50 -7.00 1,706,127 2,124,505 +6,718
Sep08 080603 1386.50 1395.00 1371.25 1380.25 -6.75 27,819 146,755 +15,266
Total Volume and Open Interest 1,188,674 2,254,800 -40,357
NASDAQ 100(CME)
Jun08 080603 2016.00 2030.00 1979.00 1998.30 -13.00 3,648 37,845 -668
Sep08 080603 2006.80 2006.80 2006.80 2006.80 -13.00 6 267 +4
Dec08 080603 2016.50 2016.50 2016.50 2016.50 -13.00 0 2 +0
Total Volume and Open Interest 4,367 38,804 -13
NASDAQ 100 E-Mini(Globex)
Jun08 080603 2011.80 2029.30 1978.80 1998.30 -13.00 371,385 384,701 -14,039
Sep08 080603 2019.50 2037.80 1988.30 2006.80 -13.00 1,599 7,938 -46
Total Volume and Open Interest 256,244 406,746 +13,306
S & P Midcap 400(CME)
Jun08 080603 876.25 880.25 873.50 876.50 +2.20 164 5,805 +28
Sep08 080603 877.75 877.75 877.75 877.75 +2.30 0 55 +0
Dec08 080603 882.75 882.75 882.75 882.75 +2.30 0 2 +0
Total Volume and Open Interest 268 5,834 +13
Russell 2000(CME)
Jun08 080603 743.50 745.10 731.00 739.30 -1.70 995 40,857 +29
Sep08 080603 739.15 739.15 739.15 739.15 -1.60 0 30 +0
Total Volume and Open Interest 1,080 40,861 +209
Russell 2000 E-Mini(Globex)
Jun08 080603 741.20 747.20 731.10 739.30 -1.70 236,653 724,943 +360
Sep08 080603 741.30 746.80 731.10 739.20 -1.60 1,466 7,951 +776
Total Volume and Open Interest 154,664 731,753 -4,321
Nikkei 225(CME)
Jun08 080603 14195 14295 14120 14180 -265 93,036 217,060 +2,361
Sep08 080603 14230 14310 14150 14230 -230 2,219 2,158 +13
Total Volume and Open Interest 95,277 219,321 +2,375
Nikkei 225(SGX)
Jun08 080603 14195 14295 14120 14180 -265 93,036 217,060 +2,361
Sep08 080603 14230 14310 14150 14230 -230 2,219 2,158 +13
Dec08 080603 14175 14175 14175 14175 -235 0 10 +0
Total Volume and Open Interest 95,277 219,321 +2,375
CAC 40(EURONEXT)
Jun08 080603 4905.0 4995.0 4904.5 4990.0 +53.5 97,135 507,112 -41,646
Jul08 080603 4967.0 5003.0 4948.0 5003.0 +53.5 261 1,502 -8
Aug08 080603 4967.0 5020.0 4967.0 5020.0 +53.5 5 156 -9
Total Volume and Open Interest 81,183 554,942 +8,948
Hang Seng Index(HKFE)
Jun08 080603 24600 24600 24171 24237 -416 5,693 940 -3,973
Jul08 080603 24520 24537 24230 24265 -420 32 72 -9
Total Volume and Open Interest 5,726 1,112 -3,974
DAX(EUREX)
Jun08 080603 6982.0 7040.5 6961.0 7033.5 +9.0 142,414 263,080 +7,219
Sep08 080603 7065.0 7115.0 7039.5 7108.5 +8.5 457 9,112 +142
Dec08 080603 7150.0 7193.0 7119.5 7189.0 +9.5 242 4,231 +91
Total Volume and Open Interest 101,247 268,971 +413
FT-SE 100(EURONEXT)
Jun08 080603 6000.00 6067.50 5991.50 6065.00 +49.00 84,656 475,469 +6,116
Sep08 080603 6026.50 6097.50 6022.00 6094.50 +49.00 203 14,557 +127
Dec08 080603 6067.50 6140.00 6067.50 6140.00 +49.50 1 4,433 +1
Total Volume and Open Interest 91,319 488,215 -3,667
SPI 200(SFE)
Jun08 080603 5635.0 5675.0 5588.0 5608.0 -87.0 26,939 243,954 +1,993
Sep08 080603 5666.0 5677.0 5607.0 5612.0 -88.0 97 2,624 +70
Dec08 080603 5674.0 5674.0 5674.0 5674.0 -87.0 71 1,611 +64
Total Volume and Open Interest 29,080 248,348 +2,127
GSCI(CME)
Jun08 080603 792.60 792.60 775.50 775.50 -15.50 314 16,136 -19
Jul08 080603 780.00 780.00 780.00 780.00 -16.50 7 11 +2
Aug08 080603 126.64 126.64 126.64 126.64 -4.00      
Total Volume and Open Interest 485 16,294 +57
RJ/CRB Index(ICE)
Jun08 080603 548.50 551.30 543.25 543.25 -4.75 15 265 +4
Aug08 080603 555.55 559.00 554.25 554.25 -4.75 10 705 +1
Nov08 080603 570.00 570.00 565.25 565.25 -4.75 0 190 +0
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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