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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 June 04, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080604 1363.75 1396.00 1356.00 1389.00 +29.50 9,909 186,394 -2,855
Aug08 080604 1369.00 1401.00 1367.00 1394.50 +29.50 1,718 31,104 +1,451
Sep08 080604 1358.00 1383.75 1358.00 1383.75 +27.75 304 11,706 +111
Nov08 080604 1354.00 1387.00 1350.00 1379.75 +26.00 6,791 172,015 +1,445
Jan09 080604 1367.00 1394.00 1367.00 1394.00 +26.00 143 18,694 +77
Mar09 080604 1387.00 1402.50 1387.00 1402.50 +24.00 50 5,356 -74
May09 080604 1377.00 1405.50 1377.00 1405.50 +21.25 22 6,716 +171
Total Volume and Open Interest 19,379 470,816 +5,105
Soybean Meal(CBOT)
Jul08 080604 346.50 362.00 346.50 360.00 +13.00 5,729 60,857 -614
Aug08 080604 350.50 365.00 349.00 362.00 +13.00 1,997 26,531 +528
Sep08 080604 347.00 358.00 347.00 358.00 +12.00 1,611 18,173 -98
Oct08 080604 337.50 347.50 337.50 346.30 +9.80 616 17,378 +74
Dec08 080604 336.00 347.00 336.00 345.00 +9.00 3,107 60,687 +491
Jan09 080604 340.50 345.60 339.00 345.60 +8.60 20 6,075 +16
Mar09 080604 348.50 348.50 348.50 348.50 +7.50 1 3,453 +1
May09 080604 345.00 350.00 345.00 350.00 +6.50 0 2,869 +3
Total Volume and Open Interest 13,082 203,060 -596
Soybean Oil(CBOT)
Jul08 080604 60.70 61.00 60.10 60.47 -0.57 4,912 111,220 -3,298
Aug08 080604 61.05 61.05 60.60 60.82 -0.58 607 28,150 +736
Sep08 080604 60.99 61.38 60.98 61.17 -0.56 393 12,593 +38
Oct08 080604 61.29 61.51 61.29 61.51 -0.55 318 11,670 +628
Dec08 080604 62.35 62.65 62.00 62.15 -0.55 1,835 58,557 +278
Jan09 080604 62.21 62.62 62.21 62.49 -0.54 11 4,882 +20
Mar09 080604 62.61 62.90 62.61 62.90 -0.54 1 5,369 +4
May09 080604 63.73 63.73 62.73 63.05 -0.50 0 2,975 -15
Total Volume and Open Interest 45,294 252,158 -118
Canola(WCE)
Jul08 080604 617.3 617.3 606.5 615.5 +2.3 4,827 24,309 -1,737
Total Volume and Open Interest 7,037 99,435 -2,412
Corn(CBOT)
Jul08 080604 611.00 615.25 605.00 614.50 +6.50 15,019 430,547 -19,570
Sep08 080604 622.00 628.25 618.00 627.75 +6.50 4,058 214,426 +2,919
Dec08 080604 638.50 643.25 633.00 643.00 +6.75 9,007 496,989 +733
Mar09 080604 653.00 658.25 649.50 658.25 +7.25 1,241 76,000 +2,861
May09 080604 663.00 665.00 658.00 665.00 +7.00 18 11,436 -96
Jul09 080604 664.75 671.50 664.00 671.50 +7.50 754 40,011 +2,679
Total Volume and Open Interest 278,778 1,417,721 +7,157
Wheat(CBOT)
Jul08 080604 751.00 765.00 750.00 753.00 +2.50 14,134 168,700 -11,499
Sep08 080604 768.50 779.50 768.50 769.50 +2.50 7,452 88,406 +5,373
Dec08 080604 790.00 800.00 790.00 792.50 +2.75 2,506 66,442 +647
Mar09 080604 818.00 822.00 812.00 818.00 +7.00 208 7,523 +1,154
May09 080604 831.50 831.50 831.50 831.50 +5.50 0 750 +47
Total Volume and Open Interest 26,323 367,540 +5,184
Wheat(KCBT)
Jul08 080604 791.00 802.00 788.00 790.00 +2.00 8,717 54,228 -1,253
Sep08 080604 804.00 813.00 801.50 804.00 +1.50 2,590 19,596 -298
Dec08 080604 826.00 833.00 823.00 824.25 +0.25 1,882 22,748 +85
Mar09 080604 843.00 848.50 843.00 845.00 +3.00 176 2,014 -3
May09 080604 865.00 865.00 863.00 863.00 +5.00 95 478 +46
Total Volume and Open Interest 15,774 110,211 +1,675
Wheat(MGE)
Jul08 080604 973.00 975.00 938.00 940.00 -35.00 1,088 5,346 -387
Sep08 080604 860.00 867.00 847.00 850.00 -5.00 1,681 18,194 -431
Dec08 080604 870.00 871.00 860.00 863.00 -2.00 1,374 16,862 +222
Mar09 080604 875.00 879.00 873.00 873.00 -3.00 269 1,774 +54
May09 080604 875.00 876.00 875.00 875.00 unch 12 371 +12
Total Volume and Open Interest 4,473 44,031 -659
Oats(CBOT)
Jul08 080604 380.50 386.00 380.50 386.00 +8.00 301 5,128 -245
Sep08 080604 394.50 398.00 394.00 398.00 +9.00 7 3,056 -51
Dec08 080604 410.00 413.00 409.25 413.00 +7.50 383 6,967 +108
Mar09 080604 425.50 428.00 425.50 428.00 +7.50 490 973 +281
Total Volume and Open Interest 1,181 16,124 -87
Rough Rice(CBOT)
Jul08 080604 19.16 19.16 18.61 18.61 -0.50 36 6,823 -143
Sep08 080604 18.08 18.08 18.08 18.08 -0.50 42 5,809 -2
Nov08 080604 18.08 18.08 18.08 18.08 -0.50 9 4,836 -10
Jan09 080604 18.43 18.43 18.43 18.43 -0.50 0 667 +5
Total Volume and Open Interest 87 18,450 -189
Live Cattle(CME)
Jun08 080604 94.000 94.300 93.785 94.250 -0.080 9,938 27,982 -4,318
Aug08 080604 100.050 100.550 99.650 100.500 +0.250 17,735 144,203 +955
Oct08 080604 106.330 106.750 105.900 106.680 +0.250 6,854 67,589 -450
Dec08 080604 107.850 108.050 107.500 107.980 -0.070 3,487 30,857 +400
Feb09 080604 108.800 109.050 108.500 109.035 -0.195 612 16,077 +7
Apr09 080604 109.750 110.400 109.600 110.400 +0.420 207 7,252 +108
Total Volume and Open Interest 38,934 296,663 -3,659
Feeder Cattle(CME)
Aug08 080604 113.400 114.000 113.100 113.730 -0.055 2,464 20,811 +512
Sep08 080604 114.700 114.900 114.300 114.850 -0.050 499 3,938 -69
Oct08 080604 115.500 115.800 115.100 115.650 -0.350 299 5,158 +81
Nov08 080604 116.200 116.200 115.650 115.950 -0.450 31 1,271 -3
Jan09 080604 113.500 114.000 113.500 113.900 -0.150 21 806 -2
Mar09 080604 111.500 111.900 111.500 111.900 -0.400 0 11 +0
Apr09 080604 112.500 112.500 112.500 112.500 -0.500 0 8 +0
Total Volume and Open Interest 3,314 32,003 +155
Lean Hogs(CME)
Jun08 080604 75.600 75.650 74.850 75.385 -0.650 3,867 10,889 -1,217
Jul08 080604 75.550 75.600 74.750 75.300 -0.985 12,856 75,505 -4
Aug08 080604 76.800 77.000 76.050 76.885 -0.465 8,962 65,690 +197
Oct08 080604 72.750 73.500 72.400 73.350 +0.020 4,083 40,267 +602
Dec08 080604 73.700 74.000 73.100 73.950 -0.230 2,457 37,528 +651
Feb09 080604 78.500 78.650 77.400 78.385 -0.545 666 16,521 -51
Apr09 080604 82.550 82.550 81.500 82.350 -0.600 182 9,089 -98
May09 080604 86.500 86.500 86.100 86.300 -0.300 5 271 +5
Total Volume and Open Interest 33,092 258,929 -2,221
Pork Bellies(CME)
Jul08 080604 74.250 75.100 73.100 73.500 -1.750 94 1,473 +0
Aug08 080604 75.100 75.100 72.900 73.180 -1.920 50 591 -4
Feb09 080604 98.800 98.800 98.700 98.700 -0.435 2 52 -1
Mar09 080604 96.535 96.535 96.535 96.535 +0.035 0 4 +0
May09 080604 33.019 33.019 33.019 33.019 +0.050      
Total Volume and Open Interest 146 2,120 -29
Class III Milk(CME)
Jun08 080604 20.15 20.15 20.15 20.15 +0.04 84 3,595 -45
Jul08 080604 20.55 20.55 20.55 20.55 +0.05 363 4,319 +30
Aug08 080604 20.80 20.80 20.78 20.78 +0.03 133 3,473 +19
Sep08 080604 20.84 20.95 20.84 20.95 +0.11 193 3,218 +48
Oct08 080604 20.58 20.58 20.58 20.58 +0.09 99 2,831 +17
Total Volume and Open Interest 1,463 30,181 +570
Cocoa(ICE)
Jul08 080604 2795 2811 2776 2796 -11 11,212 54,303 -3,881
Sep08 080604 2810 2821 2789 2808 -11 6,129 43,544 +1,837
Dec08 080604 2777 2800 2777 2789 -15 1,624 35,452 +711
Mar09 080604 2742 2757 2740 2756 -12 256 15,888 -79
May09 080604 2748 2758 2744 2758 -7 28 3,326 +14
Jul09 080604 2746 2755 2746 2750 -17 69 2,195 +66
Sep09 080604 2746 2747 2746 2747 -22 20 665 +14
Total Volume and Open Interest 17,566 159,159 +4,668
Coffee "C"(ICE)
Jul08 080604 132.75 133.75 131.60 132.75 +0.25 20,291 69,324 -5,759
Sep08 080604 135.20 136.10 134.05 135.15 +0.25 8,717 46,509 +1,257
Dec08 080604 138.45 139.55 137.80 138.70 +0.25 2,957 19,471 +507
Mar09 080604 141.35 142.85 141.35 142.05 +0.20 420 10,416 +257
May09 080604 143.60 144.25 143.60 144.25 +0.25 3 3,807 -1
Jul09 080604 145.50 146.30 145.50 146.30 +0.25 7 1,077 +17
Total Volume and Open Interest 32,402 153,194 +882
Orange Juice(ICE)
Jul08 080604 109.95 112.90 109.65 111.00 -0.20 2,799 15,652 -1,150
Sep08 080604 115.10 116.75 113.95 115.00 -0.10 716 10,792 +390
Nov08 080604 118.45 119.85 117.40 118.30 -0.10 506 4,780 +454
Jan09 080604 121.70 122.00 121.05 121.05 -0.25 22 1,815 -9
Mar09 080604 124.60 124.60 124.05 124.05 -0.25 5 2,247 +0
May09 080604 127.05 127.05 127.05 127.05 -0.25 5 21 -5
Total Volume and Open Interest 4,053 35,320 +1,301
Sugar #11(ICE)
Jul08 080604 9.73 9.78 9.46 9.52 -0.19 74,502 328,215 -17,883
Oct08 080604 11.24 11.24 10.90 10.99 -0.20 43,404 246,014 -4,709
Mar09 080604 12.65 12.70 12.43 12.59 -0.10 19,999 119,186 +1,770
May09 080604 13.22 13.32 13.01 13.26 -0.12 10,117 74,225 +1,193
Jul09 080604 13.75 13.86 13.49 13.82 -0.09 13,809 49,735 +6,121
Total Volume and Open Interest 168,639 913,262 -754
Sugar #14(ICE)
Jul08 080604 20.80 21.00 20.80 21.00 +0.20 836 2,001 -339
Sep08 080604 21.00 21.10 21.00 21.09 +0.09 99 1,805 +15
Nov08 080604 21.40 21.45 21.35 21.43 +0.03 65 1,800 +65
Jan09 080604 21.35 21.40 21.35 21.38 +0.05 50 852 +50
Mar09 080604 21.47 21.47 21.47 21.47 +0.07 25 508 +25
Total Volume and Open Interest 1,075 7,481 +171
London Cocoa(LCE)
Jul08 080604 1529 1542 1526 1534 unch 5,363 78,431 -360
Sep08 080604 1500 1505 1493 1501 -4 4,901 61,763 +438
Dec08 080604 1484 1486 1476 1481 -6 2,051 41,655 +562
Mar09 080604 1459 1459 1451 1454 -5 2,130 28,203 +128
May09 080604 1461 1461 1454 1454 -6 1,903 8,661 +1,576
Jul09 080604 1466 1468 1462 1462 -5 142 4,099 +54
Sep09 080604 1469 1471 1468 1468 -7 32 688 +28
Total Volume and Open Interest 16,522 224,658 +2,152
London Coffee(LCE)
Jul08 080604 2224.00 2237.00 2186.00 2214.00 -14.00 14,215 69,817 -1,676
Sep08 080604 2226.00 2231.00 2187.00 2215.00 -9.00 8,323 47,421 +1,462
Nov08 080604 2200.00 2211.00 2180.00 2202.00 -14.00 3,319 11,177 +1,375
Jan09 080604 2177.00 2188.00 2177.00 2183.00 -14.00 34 5,869 -62
Total Volume and Open Interest 25,891 134,284 +1,020
London Sugar(LCE)
Aug08 080604 324.00 324.00 317.20 321.60 -3.30 2,424 14,208 -551
Oct08 080604 326.40 326.60 319.60 323.10 -5.30 943 15,542 +85
Dec08 080604 337.00 337.00 332.00 335.10 -4.30 594 7,954 +288
Mar09 080604 351.00 351.50 347.00 349.80 -3.10 304 7,189 +203
May09 080604 359.20 359.60 355.70 358.20 -1.20 30 2,623 +20
Total Volume and Open Interest 4,355 54,006 +789
Cotton(ICE)
Jul08 080604 64.21 64.39 63.29 64.32 +0.11 23,535 105,936 -1,229
Oct08 080604 68.75 69.27 68.35 69.27 -0.01 750 4,244 -128
Dec08 080604 72.83 72.90 71.75 72.86 +0.03 17,222 134,573 +1,682
Mar09 080604 77.70 78.59 77.59 78.58 +0.01 1,657 18,020 +621
May09 080604 79.50 80.34 79.48 80.13 -0.14 232 1,714 +107
Jul09 080604 81.17 82.01 81.15 81.53 -0.28 180 2,938 +67
Total Volume and Open Interest 43,588 273,104 -307
Lumber(CME)
Jul08 080604 244.9 244.9 240.7 242.3 -2.8 1,067 6,372 -503
Sep08 080604 261.3 261.3 258.6 259.0 -2.3 690 6,370 +54
Nov08 080604 253.9 253.9 251.8 253.0 -1.8 135 1,444 +47
Jan09 080604 274.5 275.8 272.1 275.3 -1.6 12 583 +3
Total Volume and Open Interest 1,910 14,825 +193
Crude Oil(NYM)
Jul08 080604 124.45 125.10 122.00 122.30 -2.01 301,116 325,568 -9,727
Aug08 080604 123.65 123.65 122.68 122.68 -2.02 86,848 128,076 +6,612
Sep08 080604 123.80 123.80 122.85 122.85 -2.03 38,589 116,067 +3,112
Oct08 080604 122.91 122.91 122.91 122.91 -2.01 22,158 52,631 -1,591
Nov08 080604 124.25 124.25 122.94 122.94 -1.99 14,503 33,163 +2,852
Dec08 080604 123.80 123.80 122.95 122.95 -1.95 34,609 195,802 -875
Jan09 080604 122.92 122.92 122.92 122.92 -1.92 1,653 30,779 +142
Feb09 080604 122.85 122.85 122.85 122.85 -1.90 760 13,835 +194
Mar09 080604 122.78 122.78 122.78 122.78 -1.87 1,207 13,575 -680
Apr09 080604 122.70 122.70 122.70 122.70 -1.85 1,229 7,936 -827
May09 080604 122.61 122.61 122.61 122.61 -1.84 758 14,609 +331
Jun09 080604 122.51 122.51 122.51 122.51 -1.83 4,341 36,355 -147
Jul09 080604 122.38 122.38 122.38 122.38 -1.82 3,573 13,406 -269
Aug09 080604 122.26 122.26 122.26 122.26 -1.80 1 6,877 +0
Sep09 080604 122.14 122.14 122.14 122.14 -1.78 0 9,986 +0
Oct09 080604 122.01 122.01 122.01 122.01 -1.76 0 6,034 +0
Total Volume and Open Interest 532,321 1,355,667 -12,884
Heating Oil(NYM)
Jul08 080604 364.65 364.65 354.58 354.58 -9.38 34,955 68,810 -3,551
Aug08 080604 363.00 363.00 357.03 357.03 -9.38 11,015 25,788 +756
Sep08 080604 365.75 365.75 359.88 359.88 -9.38 5,438 16,810 +156
Oct08 080604 362.33 362.33 362.33 362.33 -9.33 2,778 12,702 +329
Nov08 080604 364.23 364.23 364.23 364.23 -9.23 2,156 8,592 +1,015
Dec08 080604 366.13 366.13 366.13 366.13 -9.13 4,579 21,990 +821
Jan09 080604 367.68 367.68 367.68 367.68 -9.08 1,129 14,624 -103
Feb09 080604 368.08 368.08 368.08 368.08 -9.03 296 3,746 +8
Mar09 080604 366.43 366.43 366.43 366.43 -8.88 163 1,945 -55
Apr09 080604 361.73 361.73 361.73 361.73 -8.68 99 1,656 +53
May09 080604 356.68 356.68 356.68 356.68 -8.53 7 827 +1
Jun09 080604 353.18 353.18 353.18 353.18 -8.48 596 16,548 +151
Total Volume and Open Interest 63,509 210,009 +8,017
Gasoline(NYMEX)
Jul08 080604 337.95 330.00 319.51 319.51 -15.74 42,275 101,559 -988
Aug08 080604 332.90 316.34 316.34 316.34 -14.41 15,422 28,938 +275
Sep08 080604 328.00 326.75 313.34 313.34 -13.06 8,185 29,708 -75
Oct08 080604 297.99 297.99 297.99 297.99 -11.21 4,101 31,153 +8
Nov08 080604 295.59 295.59 295.59 295.59 -10.26 1,517 9,720 +247
Dec08 080604 296.25 296.25 294.94 294.94 -9.66 2,992 21,403 +525
Jan09 080604 296.34 296.34 296.34 296.34 -9.21 169 6,864 +9
Feb09 080604 298.64 298.64 298.64 298.64 -8.81 166 2,982 +74
Mar09 080604 301.74 301.74 301.74 301.74 -8.56 152 2,354 +14
Apr09 080604 316.39 316.39 316.39 316.39 -7.76 35 5,287 -3
Total Volume and Open Interest 76,216 256,560 +728
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 080604 12.143 12.475 12.076 12.379 +0.158 88,589 164,965 +3,766
Aug08 080604 12.400 12.500 12.400 12.442 +0.140 18,547 50,564 +3,012
Sep08 080604 12.470 12.470 12.429 12.429 +0.113 10,379 45,950 +1,398
Oct08 080604 12.477 12.477 12.477 12.477 +0.096 9,251 69,423 -36
Nov08 080604 12.500 12.672 12.500 12.672 +0.081 2,542 36,852 +245
Dec08 080604 13.020 13.020 12.977 12.977 +0.056 919 39,679 -55
Jan09 080604 13.230 13.230 13.172 13.172 +0.046 3,430 58,512 +138
Feb09 080604 13.122 13.122 13.122 13.122 +0.044 1,138 19,272 +45
Mar09 080604 12.740 12.862 12.740 12.862 +0.036 5,346 48,272 +637
Apr09 080604 10.650 10.772 10.650 10.772 +0.006 5,570 43,298 +2,064
May09 080604 10.460 10.587 10.460 10.587 -0.009 1,310 31,045 +198
Jun09 080604 10.550 10.654 10.550 10.654 -0.010 127 16,013 -3
Jul09 080604 10.741 10.741 10.741 10.741 -0.011 79 14,257 -9
Aug09 080604 10.797 10.797 10.797 10.797 -0.012 64 13,594 +0
Sep09 080604 10.811 10.811 10.811 10.811 -0.013 44 11,158 +7
Oct09 080604 10.872 10.872 10.872 10.872 -0.014 4,012 26,096 +1,888
Total Volume and Open Interest 155,200 915,106 +17,075
Brent Crude Oil(ICE)
Jul08 080604 124.18 124.90 121.70 122.10 -2.48 107,524 74,941 -1,502
Aug08 080604 124.90 125.54 122.23 122.62 -2.54 86,495 121,727 +3,845
Sep08 080604 125.51 126.02 122.70 123.06 -2.56 45,284 62,487 +3,190
Oct08 080604 125.72 126.28 123.20 123.39 -2.55 17,628 29,669 +1,759
Nov08 080604 126.04 126.51 123.58 123.69 -2.52 11,918 17,699 -471
Dec08 080604 126.22 126.67 123.79 123.91 -2.50 26,345 70,013 +1,150
Jan09 080604 126.11 126.21 124.21 124.21 -2.44 4,551 25,414 +332
Feb09 080604 126.30 126.30 124.41 124.41 -2.40 1,202 13,773 +519
Mar09 080604 125.73 125.74 124.50 124.50 -2.34 904 7,575 +451
Apr09 080604 124.50 124.50 124.50 124.50 -2.28 0 11,411 -82
May09 080604 124.50 124.50 124.50 124.50 -2.16 0 4,450 +559
Jun09 080604 126.15 126.20 124.23 124.43 -2.13 3,680 12,976 +1,019
Jul09 080604 124.34 124.34 124.34 124.34 -2.13 0 5,404 +59
Aug09 080604 124.20 124.20 124.20 124.20 -2.16 0 2,048 +5
Total Volume and Open Interest 270,295 550,578 -3,826
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 080604 2.300 2.300 2.300 2.300 -0.030 3 199 +3
Jul08 080604 2.270 2.280 2.250 2.274 -0.047 35 299 +18
Aug08 080604 2.280 2.280 2.270 2.280 -0.026 19 145 +19
Sep08 080604 2.280 2.285 2.280 2.285 -0.031 16 111 +11
Oct08 080604 2.290 2.290 2.290 2.290 -0.016 16 117 -1
Nov08 080604 2.310 2.310 2.310 2.310 -0.040 12 88 -2
Dec08 080604 2.330 2.330 2.330 2.330 -0.020 12 138 +4
Jan09 080604 2.350 2.350 2.350 2.350 -0.025 10 162 +0
Total Volume and Open Interest 133 2,115 +62
US Dollar Index(ICE)
Jun08 080604 73.390 73.575 73.260 73.505 +0.205 9,927 34,351 +1,198
Sep08 080604 73.805 73.970 73.660 73.880 +0.190 833 3,023 +43
Dec08 080604 74.125 74.315 74.125 74.275 +0.200 7 529 +3
Total Volume and Open Interest 10,767 37,903 +822
Australian Dollar(CME)
Jun08 080604 95.90 95.90 95.66 95.66 +0.58 3 102,494 +2,346
Sep08 080604 94.50 94.50 94.50 94.50 +0.58 0 4,644 +30
Dec08 080604 93.34 93.34 93.34 93.34 +0.58 0 1,034 +2
Total Volume and Open Interest 38,883 106,194 +1,931
British Pound(CME)
Jun08 080604 195.42 195.42 195.33 195.33 -0.99 30 158,323 -2,714
Sep08 080604 193.90 193.98 193.90 193.98 -0.96 22 3,705 +313
Dec08 080604 192.59 192.59 192.59 192.59 -0.96 0 408 +0
Total Volume and Open Interest 107,096 165,056 -374
Canadian Dollar(CME)
Jun08 080604 99.01 99.05 98.33 98.33 -0.74 101 105,433 -4,008
Sep08 080604 99.09 99.09 98.27 98.27 -0.74 52 11,603 +506
Dec08 080604 98.27 98.27 98.27 98.27 -0.74 0 3,426 +23
Mar09 080604 98.33 98.33 98.33 98.33 -0.72 0 894 +0
Total Volume and Open Interest 47,445 126,272 -3,139
Japanese Yen(CME)
Jun08 080604 95.39 95.40 95.25 95.25 -0.16 15 151,844 -3,650
Sep08 080604 96.12 96.12 95.65 95.71 -0.16 68 7,209 +87
Dec08 080604 96.17 96.17 96.17 96.17 -0.16 0 1,323 +98
Total Volume and Open Interest 83 164,296 -11,285
Swiss Franc(CME)
Jun08 080604 96.28 96.30 95.97 96.01 -0.14 60 61,333 -3,254
Sep08 080604 96.03 96.07 95.95 96.07 -0.14 16 3,114 +403
Dec08 080604 95.93 96.09 95.93 96.09 -0.12 1 728 +1
Total Volume and Open Interest 77 65,300 +1,776
EuroFX(CME)
Jun08 080604 154.40 154.60 154.28 154.33 -0.24 124 220,818 +5,008
Sep08 080604 153.71 153.98 153.50 153.63 -0.22 59 7,933 +2,203
Dec08 080604 152.90 152.90 152.90 152.90 -0.22 0 1,151 +50
Total Volume and Open Interest 183 230,279 +6,125
Mexican Peso(CME)
Jun08 080604 968.0 968.0 968.0 968.0 -0.2 104 119,387 +1,737
Jul08 080604 963.8 963.8 963.8 963.8 -0.2      
Total Volume and Open Interest 206 150,698 +2,441
30-Year T-Bonds(CBOT)
Jun08 080604 115~265 116~105 114~240 115~080 -0~205 61,553 134,265 -24,518
Sep08 080604 114~295 115~135 113~265 114~115 -0~200 395,820 770,685 +7,922
Dec08 080604 114~080 114~080 113~005 113~120 -0~200 21 73 +3
Total Volume and Open Interest 457,394 905,040 -30,539
10-Year T-Notes(CBOT)
Jun08 080604 115~170 116~000 115~025 115~140 -0~075 160,042 180,584 -60,657
Sep08 080604 114~045 114~150 113~170 113~295 -0~070 644,941 1,967,948 +75,125
Dec08 080604 112~185 112~185 112~185 112~185 -0~070 5,142 6,070 +5,132
Total Volume and Open Interest 810,125 2,154,602 -15,054
5-Year T-Notes(CBOT)
Jun08 080604 111~096 111~097 111~080 111~088 -0~016 80,946 0 +0
Sep08 080604 110~126 111~032 110~112 110~116 -0~016 782,238 0 +0
Dec08 080604 110~116 110~116 110~116 110~116 -0~016      
Total Volume and Open Interest 863,184    
2 Year T-Notes(CBOT)
Jun08 080604 106~037 106~037 106~037 106~037 unch 7,279 115,953 -37,391
Sep08 080604 105~100 105~112 105~096 105~100 unch 9,493 911,095 +24,223
Dec08 080604 105~100 105~100 105~100 105~100 unch      
Total Volume and Open Interest 16,772 1,027,048 -33,172
Eurodollars(CME)
Jun08 080604 97.317 97.317 97.293 97.302 -0.020 11,092 1,267,609 -10,241
Sep08 080604 97.210 97.230 97.195 97.205 -0.025 14,008 1,438,090 +793
Dec08 080604 97.020 97.060 96.995 97.020 -0.015 10,010 1,372,955 +4,103
Mar09 080604 96.890 96.950 96.870 96.905 +0.005 6,978 1,174,054 +25,819
Jun09 080604 96.700 96.755 96.670 96.705 +0.010 6,386 916,183 +18,791
Sep09 080604 96.490 96.555 96.460 96.490 +0.010 5,134 817,017 +9,394
Dec09 080604 96.265 96.320 96.200 96.250 unch 4,645 601,631 +1,001
Mar10 080604 96.090 96.110 96.070 96.075 -0.005 3,332 465,917 -6,668
Jun10 080604 95.925 95.925 95.870 95.895 -0.015 3,049 279,139 -1,618
Sep10 080604 95.775 95.775 95.715 95.730 -0.035 5,031 209,340 +1,058
Dec10 080604 95.655 95.655 95.570 95.575 -0.050 2,896 175,024 -369
Mar11 080604 95.520 95.520 95.480 95.485 -0.060 3,431 118,033 -255
Jun11 080604 95.480 95.480 95.395 95.395 -0.070 1,451 114,787 +857
Sep11 080604 95.420 95.420 95.330 95.330 -0.075 3,214 77,472 +632
Dec11 080604 95.300 95.305 95.255 95.255 -0.080 921 75,671 +41
Mar12 080604 95.300 95.315 95.220 95.220 -0.085 2,328 107,625 -454
Jun12 080604 95.245 95.245 95.165 95.165 -0.090 1,491 48,867 -407
Sep12 080604 95.210 95.210 95.115 95.115 -0.095 1,800 46,339 -998
Total Volume and Open Interest 93,441 9,482,318 +15,121
30 Day Federal Funds(CBOT)
Jun08 080604 6.245 6.245 6.245 6.245 unch 0 68,067 -1,726
Jul08 080604 6.255 6.255 6.255 6.255 unch 0 91,708 -899
Aug08 080604 6.255 6.255 6.255 6.255 -0.005 1,065 91,523 -731
Sep08 080604 6.235 6.235 6.235 6.235 -0.010 0 65,682 -210
Oct08 080604 97.950 97.950 97.950 97.950 -0.010 2,905 87,061 +355
Nov08 080604 97.900 97.900 97.900 97.900 -0.015 3,207 113,793 +3,236
Total Volume and Open Interest 8,144 605,140 -885
30 Day Fed Funds(e-CBOT)
Jun08 080604 97.995 98.000 97.990 97.995 unch 5,973 68,067 -1,726
Jul08 080604 98.005 98.015 98.000 98.005 -0.005 9,035 91,708 -899
Aug08 080604 98.020 98.020 97.995 98.005 -0.010 13,997 91,523 -731
Sep08 080604 97.995 98.000 97.975 97.980 -0.015 11,045 65,682 -210
Oct08 080604 97.965 97.970 97.940 97.945 -0.020 13,827 87,061 +355
Nov08 080604 97.915 97.925 97.880 97.895 -0.020 17,338 113,793 +3,236
Total Volume and Open Interest 85,128 599,771 +412
3-Mth Euro-Yen(CME)
Jun08 080604 99.16 99.16 99.16 99.16 unch 631 18,023 +361
Sep08 080604 99.12 99.12 99.12 99.12 +0.03 0 6,679 -300
Dec08 080604 99.05 99.05 99.05 99.05 +0.04 0 2,378 -40
Mar09 080604 98.95 98.95 98.95 98.95 +0.06 0 1,720 +100
Jun09 080604 98.85 98.85 98.85 98.85 +0.06 0 256 +0
Sep09 080604 98.77 98.77 98.77 98.77 +0.05 0 350 +0
Dec09 080604 98.72 98.72 98.72 98.72 +0.05 0 1 +0
Mar10 080604 98.67 98.67 98.67 98.67 +0.05      
Jun10 080604 98.59 98.59 98.59 98.59 unch      
Sep10 080604 98.55 98.55 98.55 98.55 +0.01      
Total Volume and Open Interest 631 29,407 +121
3-Mth Euro-Yen(SGX)
Jun08 080604 99.15 99.16 99.15 99.16 +0.01 198 32,241 +355
Sep08 080604 99.11 99.11 99.10 99.10 +0.00 109 16,163 -72
Dec08 080604 99.03 99.05 99.02 99.02 +0.00 175 13,326 -115
Mar09 080604 98.92 98.96 98.92 98.92 +0.00 1,439 9,621 +108
Jun09 080604 98.86 98.86 98.81 98.81 +0.00 7 2,989 +0
Sep09 080604 98.75 98.78 98.73 98.73 +0.01 0 1,278 +0
Dec09 080604 98.68 98.68 98.68 98.68 +0.00 0 479 +0
Mar10 080604 98.64 98.64 98.64 98.64 +0.00 0 450 +0
Total Volume and Open Interest 1,928 81,158 +406
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 080604 112.05 112.33 111.86 112.05 +0.44 1,118,814 1,062,161 -165,364
Sep08 080604 112.23 112.47 111.99 112.19 +0.42 242,326 278,322 +127,043
Dec08 080604 111.81 111.81 111.71 111.71 +0.34 50 151 +0
Total Volume and Open Interest 1,361,190 1,340,634 -38,321
Euro-Bobl(EUREX)
Jun08 080604 107.09 107.26 106.97 107.10 +0.31 547,983 865,135 -70,561
Sep08 080604 107.39 107.61 107.25 107.46 +0.37 120,258 210,186 +79,967
Dec08 080604 106.79 106.79 106.79 106.79 +0.31 1,318 0 +0
Total Volume and Open Interest 669,559 1,075,321 +9,406
3-Mth Euribor(EUREX)
Jun08 080604 95.120 95.125 95.115 95.115 unch 273 29,042 -177
Sep08 080604 95.070 95.080 95.060 95.070 +0.025 327 8,475 -69
Dec08 080604 95.000 95.000 94.980 94.985 +0.030 149 5,168 +45
Total Volume and Open Interest 2,691 51,861 +1,090
Long Gilt(LIFFE)
Jun08 080604 106~00 106~10 105~27 106~06 +0~22 12,034 39,342 -8,959
Sep08 080604 105~22 106~05 105~19 106~01 +0~22 121,905 327,557 +4,625
Total Volume and Open Interest 133,939 366,899 -9,130
3-Mth Short Sterling(LIFFE)
Jun08 080604 94.12 94.12 94.12 94.12 +0.01 29,141 405,473 +3,520
Sep08 080604 94.10 94.10 94.10 94.10 +0.02 59,112 453,991 -3,344
Dec08 080604 94.13 94.13 94.13 94.13 +0.06 110,008 553,277 +646
Mar09 080604 94.25 94.25 94.25 94.25 +0.08 127,022 430,889 +2,882
Jun09 080604 94.33 94.33 94.33 94.33 +0.08 117,794 398,631 +16,351
Sep09 080604 94.35 94.35 94.35 94.35 +0.09 52,174 169,506 -4,740
Total Volume and Open Interest 542,275 2,738,670 -47,768
3-Mth Euribor(LIFFE)
Jun08 080604 95.115 95.130 95.105 95.115 unch 68,722 703,342 -15,520
Sep08 080604 95.065 95.090 95.050 95.070 +0.025 120,602 600,682 -6,873
Dec08 080604 95.000 95.015 94.965 94.985 +0.030 118,908 592,960 +2,336
Total Volume and Open Interest 688,580 3,624,763 -11,439
3-Mth Aus T-Bills(SFE)
Jun08 080604 92.26 92.26 92.21 92.23 -0.04 13,128 205,159 -100,261
Sep08 080604 92.09 92.11 92.01 92.03 -0.08 34,542 340,164 +12,363
Dec08 080604 92.09 92.09 91.95 91.97 -0.14 27,381 174,929 +19,809
Mar09 080604 92.12 92.12 91.96 91.97 -0.17 7,054 78,905 +6,504
Jun09 080604 92.18 92.18 92.03 92.04 -0.17 3,037 66,307 +2,974
Sep09 080604 92.27 92.27 92.13 92.13 -0.17 858 50,096 +650
Dec09 080604 92.37 92.37 92.22 92.23 -0.17 1,052 26,421 +850
Mar10 080604 92.45 92.45 92.33 92.33 -0.15 570 13,980 +591
Jun10 080604 92.48 92.48 92.39 92.41 -0.14 0 1,734 +0
Sep10 080604 92.52 92.52 92.44 92.45 -0.14 10 944 +10
Total Volume and Open Interest 101,541 959,621 -56,483
10-Year Aus T-Bonds(SFE)
Jun08 080604 93.53 93.53 93.43 93.44 -0.07 34,117 527,444 +23,606
Sep08 080604 93.46 93.46 93.43 93.43 -0.09 101 6,183 +309
Total Volume and Open Interest 34,218 533,627 +23,915
3-Year Aus T-Bonds(SFE)
Jun08 080604 93.36 93.36 93.21 93.22 -0.12 83,212 806,157 +55,752
Sep08 080604 93.33 93.33 93.21 93.21 -0.14 58 12,497 +1,571
Total Volume and Open Interest 83,270 818,654 +57,323
Gold(CMX)
Jun08 080604 879.9 879.9 879.9 879.9 -1.7 2,079 3,979 -516
Aug08 080604 886.5 890.0 882.5 883.8 -1.7 123,856 254,621 -4,832
Oct08 080604 887.0 888.5 887.0 888.0 -1.7 350 13,801 +1
Dec08 080604 891.5 893.0 891.5 892.2 -1.7 1,386 51,194 +81
Feb09 080604 896.5 896.5 896.5 896.5 -1.7 39 17,264 -10
Apr09 080604 900.7 900.7 900.7 900.7 -1.8 1 10,248 +1
Jun09 080604 905.3 905.3 905.3 905.3 -1.9 77 12,711 +3
Aug09 080604 910.1 910.1 910.1 910.1 -2.0 1 3,009 -1
Oct09 080604 914.9 914.9 914.9 914.9 -2.1 4 678 +0
Dec09 080604 919.9 919.9 919.9 919.9 -2.2 439 12,402 +7
Feb10 080604 925.2 925.2 925.2 925.2 -2.4 127 118 +0
Apr10 080604 930.6 930.6 930.6 930.6 -2.5 6 6 +0
Total Volume and Open Interest 129,230 398,441 -10,419
Silver(CMX)
Jul08 080604 1677.0 1695.0 1670.0 1694.0 +10.5 27,952 62,367 -509
Sep08 080604 1703.8 1703.8 1703.8 1703.8 +10.6 1,484 16,517 +442
Dec08 080604 1716.7 1716.7 1716.7 1716.7 +10.6 710 20,872 -19
Mar09 080604 1729.6 1729.6 1729.6 1729.6 +10.6 35 5,649 +20
May09 080604 1738.0 1738.0 1738.0 1738.0 +10.5 1 2,410 +0
Jul09 080604 1746.1 1746.1 1746.1 1746.1 +10.3 11 3,512 +2
Sep09 080604 1754.1 1754.1 1754.1 1754.1 +10.2 50 264 +50
Total Volume and Open Interest 30,490 123,200 -1,455
Platinum(NYMEX)
Jul08 080604 2001.0 2001.0 1992.0 1994.9 -3.3 1,963 12,934 -292
Oct08 080604 1998.9 1998.9 1998.9 1998.9 -3.3 141 2,420 -35
Jan09 080604 1999.4 1999.4 1999.4 1999.4 -3.3 54 41 +26
Total Volume and Open Interest 2,158 15,395 -365
Palladium(NYMEX)
Jun08 080604 429.20 429.20 429.20 429.20 -5.85 5 414 -22
Sep08 080604 437.10 437.10 430.25 431.00 -6.05 674 14,331 -294
Dec08 080604 434.90 434.90 434.90 434.90 -6.05 150 2,258 -2
Total Volume and Open Interest 834 17,052 -587
Copper(CMX)
Jul08 080604 355.40 356.50 354.00 354.50 -3.30 7,850 52,151 -378
Sep08 080604 354.60 356.85 354.00 354.70 -3.50 2,568 26,037 +462
Dec08 080604 352.70 352.70 352.70 352.70 -3.90 616 10,883 +357
Mar09 080604 354.00 354.00 350.50 350.50 -4.00 183 2,318 +9
May09 080604 349.20 349.20 349.20 349.20 -4.10 25 451 +13
Total Volume and Open Interest 12,439 97,981 +721
Aluminum(CMX)
Jun08 080604 130.25 130.25 130.25 130.25 -2.25      
Jul08 080604 131.00 131.00 131.00 131.00 -1.50      
Aug08 080604 131.75 131.75 131.75 131.75 -0.75      
Sep08 080604 132.50 132.50 132.50 132.50 unch      
Oct08 080604 133.25 133.25 133.25 133.25 +0.75      
Nov08 080604 134.00 134.00 134.00 134.00 +1.50      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080604 12375 12500 12345 12404 unch 2,561 27,702 -866
Sep08 080604 12430 12489 12360 12404 unch 564 2,124 +473
Dec08 080604 12408 12408 12408 12408 unch 6 1,874 -1
Mar09 080604 12419 12419 12419 12419 unch      
Total Volume and Open Interest 3,131 31,700 +216
S & P 500(CME)
Jun08 080604 1374.50 1388.50 1372.00 1377.60 -1.00 42,421 464,831 -5,244
Sep08 080604 1376.70 1389.50 1375.00 1379.30 -1.00 18,299 81,751 +10,245
Dec08 080604 1381.30 1381.30 1381.30 1381.30 -1.00 330 11,265 -145
Mar09 080604 1385.00 1385.00 1385.00 1385.00 -1.00 0 8 +0
Total Volume and Open Interest 61,050 557,867 +4,613
S & P 500 E-Mini(Globex)
Jun08 080604 1378.25 1388.50 1371.00 1377.50 -1.00 157,451 2,177,467 +52,962
Sep08 080604 1379.50 1390.25 1373.00 1379.25 -1.00 50,004 157,824 +11,069
Total Volume and Open Interest 207,877 2,343,968 +89,168
NASDAQ 100(CME)
Jun08 080604 1991.00 2038.00 1990.00 2020.80 +22.50 3,515 36,693 -1,152
Sep08 080604 2008.00 2042.00 2008.00 2029.30 +22.50 110 309 +42
Dec08 080604 2039.00 2039.00 2039.00 2039.00 +22.50 0 2 +0
Total Volume and Open Interest 3,625 37,004 -1,800
NASDAQ 100 E-Mini(Globex)
Jun08 080604 1999.00 2038.00 1986.00 2020.80 +22.50 462,336 363,048 -21,653
Sep08 080604 2007.00 2046.50 1995.30 2029.30 +22.50 2,937 8,257 +319
Total Volume and Open Interest 465,273 371,306 -35,440
S & P Midcap 400(CME)
Jun08 080604 873.50 884.00 873.50 877.20 +0.70 103 5,781 -24
Sep08 080604 877.00 878.45 877.00 878.45 +0.70 17 72 +17
Dec08 080604 883.45 883.45 883.45 883.45 +0.70 0 2 +0
Total Volume and Open Interest 120 5,855 +21
Russell 2000(CME)
Jun08 080604 737.00 749.25 734.50 742.90 +3.60 776 40,420 -437
Sep08 080604 738.50 750.00 738.50 742.70 +3.55 281 336 +306
Total Volume and Open Interest 1,057 40,756 -105
Russell 2000 E-Mini(Globex)
Jun08 080604 738.80 750.50 734.00 742.90 +3.60 245,800 727,735 +2,792
Sep08 080604 739.30 750.10 734.10 742.70 +3.50 2,690 9,591 +1,640
Total Volume and Open Interest 248,490 737,326 +5,573
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 080604 4959.0 4969.0 4867.5 4916.0 -74.0 101,543 514,720 +7,608
Jul08 080604 4966.0 4966.0 4895.5 4929.0 -74.0 86 1,663 +161
Aug08 080604 4926.0 4946.0 4905.0 4946.0 -74.0 4 160 +4
Total Volume and Open Interest 101,719 521,064 -33,878
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 080604 6999.0 7006.0 6910.0 6986.0 -47.5 137,075 265,018 +1,938
Sep08 080604 7070.5 7080.0 6985.0 7060.5 -48.0 914 9,375 +263
Dec08 080604 7137.5 7149.0 7066.0 7140.0 -49.0 834 4,428 +197
Total Volume and Open Interest 143,113 276,423 +7,452
FT-SE 100(EURONEXT)
Jun08 080604 6037.50 6037.50 5945.00 5994.50 -70.50 85,425 485,992 +10,523
Sep08 080604 6052.00 6052.00 5980.00 6024.50 -70.00 583 14,840 +283
Dec08 080604 6036.50 6077.00 6036.50 6069.50 -70.50 3 4,433 +0
Total Volume and Open Interest 86,011 505,265 +17,050
SPI 200(SFE)
Jun08 080604 5588.0 5639.0 5573.0 5620.0 +12.0 35,326 265,214 +21,260
Sep08 080604 5614.0 5624.0 5594.0 5624.0 +12.0 461 2,844 +220
Dec08 080604 5687.0 5687.0 5687.0 5687.0 +13.0 22 1,589 -22
Total Volume and Open Interest 35,809 269,806 +21,458
GSCI(CME)
Jun08 080604 778.80 778.80 766.50 767.10 -8.40 219 16,149 +13
Jul08 080604 772.00 772.00 772.00 772.00 -8.00 2 11 +0
Aug08 080604 117.64 117.64 117.64 117.64 -9.00      
Total Volume and Open Interest 221 16,160 -134
RJ/CRB Index(ICE)
Aug08 080604 553.25 553.25 553.25 553.25 -1.00 5 706 +1
Nov08 080604 566.25 566.25 566.25 566.25 +1.00 0 190 +0
Jan09 080604 569.25 569.25 569.25 569.25 +1.00 0 17 +0
Total Volume and Open Interest 7 1,178 +1,178
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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