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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 Thu June 05, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080605 1413.00 1455.00 1413.00 1452.00 +63.00 10,606 185,299 -1,095
Aug08 080605 1421.00 1457.00 1420.50 1454.25 +59.75 1,515 32,163 +1,059
Sep08 080605 1412.00 1438.50 1410.00 1438.50 +54.75 218 11,888 +182
Nov08 080605 1403.00 1432.50 1402.00 1432.00 +52.25 8,241 178,012 +5,997
Jan09 080605 1415.00 1446.00 1415.00 1446.00 +52.00 578 19,339 +645
Mar09 080605 1430.00 1452.25 1425.00 1452.25 +49.75 152 5,437 +81
May09 080605 1431.00 1455.50 1431.00 1455.50 +50.00 54 6,769 +53
Total Volume and Open Interest 21,677 477,955 +7,139
Soybean Meal(CBOT)
Jul08 080605 366.00 380.00 366.00 373.50 +13.50 7,505 61,616 +759
Aug08 080605 369.00 380.50 369.00 373.70 +11.70 2,276 27,098 +567
Sep08 080605 365.00 375.00 365.00 368.40 +10.40 889 18,737 +564
Oct08 080605 350.50 360.00 350.50 354.60 +8.30 383 17,616 +238
Dec08 080605 350.50 360.00 350.50 353.00 +8.00 5,524 59,698 -989
Jan09 080605 351.00 359.50 351.00 353.50 +7.90 206 6,082 +7
Mar09 080605 355.50 358.50 355.00 355.50 +7.00 54 3,449 -4
May09 080605 353.00 356.50 353.00 356.50 +6.50 237 2,946 +77
Total Volume and Open Interest 17,093 204,278 +1,218
Soybean Oil(CBOT)
Jul08 080605 60.95 62.82 60.95 62.65 +2.18 8,725 108,467 -2,753
Aug08 080605 62.30 63.02 61.95 63.01 +2.19 1,381 28,598 +448
Sep08 080605 62.70 63.50 62.33 63.35 +2.18 363 12,621 +28
Oct08 080605 63.05 63.82 62.70 63.70 +2.19 58 11,796 +126
Dec08 080605 63.65 64.45 63.30 64.37 +2.22 5,756 60,228 +1,671
Jan09 080605 63.75 64.70 63.70 64.70 +2.21 145 4,699 -183
Mar09 080605 64.67 65.05 64.67 65.05 +2.15 92 5,389 +20
May09 080605 65.15 65.15 65.15 65.15 +2.10 18 2,991 +16
Total Volume and Open Interest 16,552 250,016 -2,142
Canola(WCE)
Jul08 080605 619.8 637.3 616.1 635.9 +20.4 5,790 23,192 -1,117
Total Volume and Open Interest 9,661 99,556 +121
Corn(CBOT)
Jul08 080605 622.50 643.75 622.50 643.25 +28.75 13,039 415,920 -14,627
Sep08 080605 628.00 656.00 628.00 656.00 +28.25 9,293 218,310 +3,884
Dec08 080605 651.00 671.00 650.50 670.75 +27.75 6,024 493,002 -3,987
Mar09 080605 667.25 685.25 666.00 685.25 +27.00 1,140 79,707 +3,707
May09 080605 675.75 692.75 675.00 692.25 +27.25 4 11,381 -55
Jul09 080605 682.50 697.75 678.00 697.75 +26.25 103 40,968 +957
Total Volume and Open Interest 30,234 1,393,363 -24,358
Wheat(CBOT)
Jul08 080605 765.00 787.00 765.00 785.50 +32.50 8,822 158,954 -9,746
Sep08 080605 783.00 802.00 781.00 801.75 +32.25 3,840 90,216 +1,810
Dec08 080605 805.00 825.00 805.00 824.50 +32.00 929 66,434 -8
Mar09 080605 847.00 847.00 847.00 847.00 +29.00 229 9,088 +1,565
May09 080605 860.00 860.00 860.00 860.00 +28.50 9 852 +102
Total Volume and Open Interest 15,593 363,877 -3,663
Wheat(KCBT)
Jul08 080605 799.00 815.00 799.00 814.50 +24.50 13,844 53,709 -519
Sep08 080605 809.00 829.00 809.00 827.75 +23.75 4,525 21,086 +1,490
Dec08 080605 835.00 850.00 833.00 849.75 +25.50 2,684 23,536 +788
Mar09 080605 858.50 865.00 849.00 865.00 +20.00 718 2,161 +147
May09 080605 870.00 873.00 870.00 873.00 +10.00 9 481 +3
Total Volume and Open Interest 24,375 113,388 +3,177
Wheat(MGE)
Jul08 080605 955.00 975.00 955.00 970.00 +30.00 2,364 4,950 -396
Sep08 080605 856.00 877.00 856.00 877.00 +27.00 2,741 18,308 +114
Dec08 080605 873.00 888.00 868.50 888.00 +25.00 2,189 17,582 +720
Mar09 080605 884.00 899.00 881.00 899.00 +26.00 775 2,033 +259
May09 080605 888.00 899.00 888.00 899.00 +24.00 150 521 +150
Total Volume and Open Interest 8,356 44,995 +964
Oats(CBOT)
Jul08 080605 392.75 404.00 392.50 404.00 +18.00 148 4,983 -145
Sep08 080605 405.75 415.75 405.75 415.75 +17.75 129 3,218 +162
Dec08 080605 423.75 430.50 423.00 430.50 +17.50 30 6,996 +29
Mar09 080605 445.50 445.50 445.50 445.50 +17.50 1 968 -5
Total Volume and Open Interest 308 16,165 +41
Rough Rice(CBOT)
Jul08 080605 19.36 19.36 19.36 19.36 +0.75 23 6,832 +9
Sep08 080605 18.20 18.60 18.20 18.59 +0.51 1 5,815 +6
Nov08 080605 18.62 18.62 18.62 18.62 +0.54 1 4,920 +84
Jan09 080605 18.92 18.92 18.92 18.92 +0.49 0 667 +0
Total Volume and Open Interest 25 18,549 +99
Live Cattle(CME)
Jun08 080605 94.535 95.100 94.100 94.500 +0.250 8,683 25,573 -2,409
Aug08 080605 100.900 101.700 100.700 101.000 +0.500 13,519 145,549 +1,346
Oct08 080605 107.000 107.900 106.950 107.450 +0.770 5,683 69,038 +1,449
Dec08 080605 108.100 108.950 108.100 108.785 +0.805 1,927 31,162 +305
Feb09 080605 109.000 109.900 109.000 109.850 +0.815 636 16,327 +250
Apr09 080605 110.300 111.450 110.300 111.450 +1.050 123 7,260 +8
Total Volume and Open Interest 30,655 297,672 +1,009
Feeder Cattle(CME)
Aug08 080605 113.785 114.600 112.800 112.830 -0.900 1,299 20,657 -154
Sep08 080605 114.785 115.550 114.000 114.080 -0.770 218 3,987 +49
Oct08 080605 115.750 116.250 114.930 115.035 -0.615 258 5,161 +3
Nov08 080605 115.800 116.400 115.000 115.100 -0.850 73 1,275 +4
Jan09 080605 114.200 114.200 113.000 113.000 -0.900 11 808 +2
Mar09 080605 112.100 112.100 112.100 112.100 +0.200 1 12 +1
Apr09 080605 112.500 112.500 112.500 112.500 unch 0 8 +0
Total Volume and Open Interest 1,860 31,908 -95
Lean Hogs(CME)
Jun08 080605 75.550 76.000 75.285 75.330 -0.055 4,854 10,091 -798
Jul08 080605 75.700 76.550 75.400 75.500 +0.200 17,279 73,943 -1,562
Aug08 080605 76.900 77.750 76.900 77.135 +0.250 10,624 66,312 +622
Oct08 080605 73.550 74.700 73.550 74.650 +1.300 3,363 40,172 -95
Dec08 080605 74.200 75.700 74.200 75.600 +1.650 1,466 38,037 +509
Feb09 080605 78.600 80.400 78.600 80.225 +1.840 1,015 16,509 -12
Apr09 080605 82.500 84.000 82.500 83.885 +1.535 225 9,133 +44
May09 080605 86.300 87.250 86.300 87.250 +0.950 23 288 +17
Total Volume and Open Interest 38,882 257,670 -1,259
Pork Bellies(CME)
Jul08 080605 73.600 74.250 70.950 71.500 -2.000 87 1,475 +2
Aug08 080605 73.250 74.650 71.450 72.750 -0.430 54 602 +11
Feb09 080605 98.700 98.700 95.700 95.700 -3.000 1 52 +0
Mar09 080605 96.535 96.535 96.535 96.535 unch 0 4 +0
May09 080605 33.019 33.019 33.019 33.019 unch      
Total Volume and Open Interest 142 2,133 +13
Class III Milk(CME)
Jun08 080605 20.25 20.25 20.25 20.25 +0.10 72 3,555 -40
Jul08 080605 20.73 20.73 20.73 20.73 +0.18 233 4,327 +8
Aug08 080605 21.00 21.00 21.00 21.00 +0.22 117 3,497 +24
Sep08 080605 21.24 21.24 21.24 21.24 +0.29 100 3,255 +37
Oct08 080605 20.98 20.98 20.89 20.90 +0.32 43 2,843 +12
Total Volume and Open Interest 755 30,262 +81
Cocoa(ICE)
Jul08 080605 2798 2813 2738 2792 -4 6,630 52,118 -2,185
Sep08 080605 2815 2824 2753 2808 unch 5,235 45,526 +1,982
Dec08 080605 2786 2805 2740 2790 +1 1,098 36,026 +574
Mar09 080605 2752 2765 2722 2753 -3 209 15,943 +55
May09 080605 2743 2754 2733 2754 -4 33 3,351 +25
Jul09 080605 2741 2741 2729 2741 -9 35 2,223 +28
Sep09 080605 2741 2741 2741 2741 -6 0 665 +0
Total Volume and Open Interest 13,240 158,320 -839
Coffee "C"(ICE)
Jul08 080605 133.15 137.25 132.80 135.80 +3.05 12,142 65,989 -3,335
Sep08 080605 136.10 139.65 135.20 138.20 +3.05 8,532 50,635 +4,126
Dec08 080605 138.95 143.00 138.80 141.70 +3.00 1,500 19,919 +448
Mar09 080605 145.00 146.10 145.00 145.10 +3.05 122 10,438 +22
May09 080605 147.25 147.25 147.25 147.25 +3.00 167 3,978 +171
Jul09 080605 149.30 149.30 149.30 149.30 +3.00 9 1,078 +1
Total Volume and Open Interest 22,481 154,631 +1,437
Orange Juice(ICE)
Jul08 080605 110.95 113.30 109.30 112.80 +1.80 1,611 15,377 -275
Sep08 080605 115.75 117.20 113.25 116.85 +1.85 581 11,031 +239
Nov08 080605 117.15 120.50 117.15 120.25 +1.95 282 4,859 +79
Jan09 080605 121.90 123.10 121.90 123.10 +2.05 31 1,820 +5
Mar09 080605 126.10 126.10 126.10 126.10 +2.05 10 2,247 +0
May09 080605 129.10 129.10 129.10 129.10 +2.05 0 21 +0
Total Volume and Open Interest 2,515 35,368 +48
Sugar #11(ICE)
Jul08 080605 9.56 9.93 9.44 9.56 +0.04 72,094 310,246 -17,969
Oct08 080605 10.99 11.22 10.86 10.91 -0.08 40,455 252,969 +6,955
Mar09 080605 12.69 12.77 12.42 12.48 -0.11 19,789 122,614 +3,428
May09 080605 13.30 13.37 13.00 13.15 -0.11 10,709 76,360 +2,135
Jul09 080605 13.77 13.88 13.48 13.71 -0.11 16,064 60,883 +11,148
Total Volume and Open Interest 166,182 920,699 +7,437
Sugar #14(ICE)
Jul08 080605 21.00 21.00 20.90 20.94 -0.06 257 1,806 -195
Sep08 080605 21.10 21.20 21.10 21.11 +0.02 148 1,783 -22
Nov08 080605 21.44 21.48 21.44 21.48 +0.05 141 1,941 +141
Jan09 080605 21.43 21.43 21.43 21.43 +0.05 241 1,027 +175
Mar09 080605 21.52 21.52 21.52 21.52 +0.05 0 508 +0
Total Volume and Open Interest 787 7,580 +99
London Cocoa(LCE)
Jul08 080605 1530 1541 1514 1516 -18 2,432 78,493 +62
Sep08 080605 1501 1513 1490 1494 -7 2,045 62,047 +284
Dec08 080605 1478 1490 1469 1472 -9 1,004 42,277 +622
Mar09 080605 1455 1465 1446 1446 -8 347 28,245 +42
May09 080605 1465 1465 1447 1447 -7 66 8,717 +56
Jul09 080605 1473 1473 1455 1455 -7 1,027 5,122 +1,023
Sep09 080605 1461 1461 1461 1461 -7 2 686 -2
Total Volume and Open Interest 6,923 226,745 +2,087
London Coffee(LCE)
Jul08 080605 2214.00 2290.00 2202.00 2268.00 +54.00 11,542 67,362 -2,455
Sep08 080605 2214.00 2288.00 2204.00 2266.00 +51.00 7,642 49,745 +2,324
Nov08 080605 2202.00 2275.00 2200.00 2255.00 +53.00 4,300 13,852 +2,675
Jan09 080605 2186.00 2264.00 2186.00 2230.00 +47.00 22 5,874 +5
Total Volume and Open Interest 23,506 136,833 +2,549
London Sugar(LCE)
Aug08 080605 321.00 334.00 320.00 333.00 +11.40 3,601 13,695 -513
Oct08 080605 321.90 329.90 319.10 329.90 +6.80 1,886 15,455 -87
Dec08 080605 333.20 340.70 332.00 340.70 +5.60 687 8,191 +237
Mar09 080605 349.10 355.90 346.80 355.50 +5.70 467 7,437 +248
May09 080605 359.30 364.40 355.30 364.00 +5.80 239 2,648 +25
Total Volume and Open Interest 6,970 53,928 -78
Cotton(ICE)
Jul08 080605 64.35 65.37 63.71 64.65 +0.33 12,335 101,804 -4,132
Oct08 080605 69.35 70.25 68.85 69.30 +0.03 316 4,120 -124
Dec08 080605 72.80 73.90 72.31 73.01 +0.15 12,782 137,491 +2,918
Mar09 080605 78.62 79.19 78.30 78.73 +0.15 1,474 18,918 +898
May09 080605 80.75 80.89 80.14 80.59 +0.46 265 1,786 +72
Jul09 080605 82.25 82.32 81.44 81.69 +0.16 823 3,373 +435
Total Volume and Open Interest 28,120 273,142 +38
Lumber(CME)
Jul08 080605 241.1 243.8 240.5 241.9 -0.4 1,299 6,101 -271
Sep08 080605 258.9 260.0 257.9 258.3 -0.7 669 6,347 -23
Nov08 080605 252.3 253.9 250.5 250.6 -2.4 87 1,485 +41
Jan09 080605 274.0 274.0 271.5 272.7 -2.6 15 586 +3
Total Volume and Open Interest 2,076 14,579 -246
Crude Oil(NYM)
Jul08 080605 122.80 127.95 122.75 127.79 +5.49 335,547 326,247 +679
Aug08 080605 123.00 128.20 123.00 128.18 +5.50 107,320 137,653 +9,577
Sep08 080605 123.19 128.34 123.19 128.34 +5.49 49,781 116,830 +763
Oct08 080605 126.69 128.30 126.69 128.30 +5.39 22,308 52,189 -442
Nov08 080605 126.69 128.21 126.69 128.21 +5.27 10,241 33,065 -98
Dec08 080605 123.95 128.10 123.95 128.10 +5.15 35,220 193,241 -2,561
Jan09 080605 127.99 127.99 127.99 127.99 +5.07 1,371 30,907 +128
Feb09 080605 127.85 127.85 127.85 127.85 +5.00 577 13,793 -42
Mar09 080605 127.71 127.71 127.71 127.71 +4.93 581 13,576 +1
Apr09 080605 122.70 127.56 122.70 127.56 +4.86 45 7,951 +15
May09 080605 127.40 127.40 127.40 127.40 +4.79 1,052 15,624 +1,015
Jun09 080605 127.23 127.23 127.23 127.23 +4.72 3,880 37,280 +925
Jul09 080605 127.03 127.03 127.03 127.03 +4.65 3,104 13,191 -215
Aug09 080605 126.84 126.84 126.84 126.84 +4.58 0 6,877 +0
Sep09 080605 126.65 126.65 126.65 126.65 +4.51 19 10,005 +19
Oct09 080605 126.46 126.46 126.46 126.46 +4.45 0 6,034 +0
Total Volume and Open Interest 586,571 1,367,223 +11,556
Heating Oil(NYM)
Jul08 080605 358.50 368.08 358.10 368.08 +13.50 44,366 65,694 -3,116
Aug08 080605 370.43 370.43 370.43 370.43 +13.40 13,440 27,259 +1,471
Sep08 080605 364.10 373.03 364.10 373.03 +13.15 5,970 17,727 +917
Oct08 080605 375.33 375.33 375.33 375.33 +13.00 3,043 12,792 +90
Nov08 080605 376.98 376.98 376.98 376.98 +12.75 2,418 8,928 +336
Dec08 080605 367.87 378.63 367.87 378.63 +12.50 6,023 22,606 +616
Jan09 080605 379.98 379.98 379.98 379.98 +12.30 1,104 14,583 -41
Feb09 080605 380.23 380.23 380.23 380.23 +12.15 198 3,780 +34
Mar09 080605 378.43 378.43 378.43 378.43 +12.00 239 2,115 +170
Apr09 080605 366.75 373.68 366.75 373.68 +11.95 91 1,675 +19
May09 080605 361.75 368.53 361.75 368.53 +11.85 64 848 +21
Jun09 080605 368.25 368.25 358.25 364.98 +11.80 704 16,635 +87
Total Volume and Open Interest 78,742 210,607 +598
Gasoline(NYMEX)
Jul08 080605 319.00 334.50 317.60 333.45 +13.94      
Aug08 080605 315.43 331.52 314.75 330.83 +14.49      
Sep08 080605 312.10 328.47 312.10 327.98 +14.64      
Oct08 080605 298.50 312.84 298.05 312.33 +14.34      
Nov08 080605 293.63 309.83 293.63 309.83 +14.24      
Dec08 080605 295.34 309.48 294.74 309.08 +14.14      
Jan09 080605 310.38 310.38 310.38 310.38 +14.04      
Feb09 080605 300.94 312.58 300.70 312.58 +13.94      
Mar09 080605 315.63 315.63 315.63 315.63 +13.89      
Apr09 080605 330.23 330.23 330.23 330.23 +13.84      
Total Volume and Open Interest 79,246 254,496 -2,064
e-MiNY RBOB Gasoline(NYMEX)
Jul08 080605 318.90 333.45 318.90 333.45 -1.80 0 6 +0
Aug08 080605 330.83 330.83 330.83 330.83 +0.08 0 2 +0
Sep08 080605 327.98 327.98 327.98 327.98 +1.58      
Oct08 080605 312.33 312.33 312.33 312.33 +3.13      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul08 080605 12.415 12.545 12.312 12.519 +0.140 92,597 162,803 -2,162
Aug08 080605 12.586 12.586 12.586 12.586 +0.144 25,988 49,902 -662
Sep08 080605 12.580 12.580 12.577 12.577 +0.148 20,455 45,828 -122
Oct08 080605 12.485 12.620 12.485 12.620 +0.143 18,287 69,125 -298
Nov08 080605 12.665 12.805 12.665 12.805 +0.133 4,363 37,519 +667
Dec08 080605 13.010 13.105 12.940 13.105 +0.128 3,201 39,809 +130
Jan09 080605 13.180 13.300 13.170 13.300 +0.128 6,848 58,461 -51
Feb09 080605 13.140 13.245 13.140 13.245 +0.123 703 19,323 +51
Mar09 080605 12.865 12.980 12.865 12.980 +0.118 7,010 49,166 +894
Apr09 080605 10.785 10.830 10.785 10.830 +0.058 3,022 43,301 +3
May09 080605 10.670 10.670 10.645 10.645 +0.058 1,816 31,167 +122
Jun09 080605 10.712 10.712 10.712 10.712 +0.058 339 16,243 +230
Jul09 080605 10.799 10.799 10.799 10.799 +0.058 872 14,519 +262
Aug09 080605 10.830 10.855 10.830 10.855 +0.058 63 13,544 -50
Sep09 080605 10.850 10.869 10.850 10.869 +0.058 34 11,161 +3
Oct09 080605 10.930 10.930 10.930 10.930 +0.058 1,005 26,454 +358
Total Volume and Open Interest 192,085 915,594 +488
Brent Crude Oil(ICE)
Jul08 080605 121.75 127.90 121.32 127.54 +5.44 103,759 74,672 -269
Aug08 080605 122.25 128.42 121.87 128.08 +5.46 72,084 125,829 +4,102
Sep08 080605 122.70 128.66 122.36 128.50 +5.44 34,311 66,991 +4,504
Oct08 080605 122.82 128.90 122.82 128.74 +5.35 11,648 30,925 +1,256
Nov08 080605 123.28 129.04 123.12 128.89 +5.20 8,038 17,364 -335
Dec08 080605 123.40 129.18 123.33 128.98 +5.07 20,071 70,301 +288
Jan09 080605 124.90 129.18 123.84 129.18 +4.97 3,269 25,260 -154
Feb09 080605 125.05 129.27 124.04 129.27 +4.86 1,232 13,820 +47
Mar09 080605 124.50 129.29 124.15 129.29 +4.79 774 7,633 +58
Apr09 080605 129.25 129.25 129.25 129.25 +4.75 0 11,262 -149
May09 080605 129.20 129.20 129.20 129.20 +4.70 0 3,751 -699
Jun09 080605 124.13 128.95 124.08 128.95 +4.52 2,714 13,062 +86
Jul09 080605 128.81 128.81 128.81 128.81 +4.47 0 5,404 +0
Aug09 080605 128.61 128.61 128.61 128.61 +4.41 0 2,198 +150
Total Volume and Open Interest 265,988 571,371 +20,793
Gas Oil(ICE)
Jun08 080605 1137.75 1187.00 1137.75 1153.75 -28.25 28,116 32,033 -9,119
Jul08 080605 1140.00 1189.00 1140.00 1155.25 -30.00 38,420 61,324 -1,691
Aug08 080605 1146.25 1193.50 1146.25 1159.25 -31.75 13,769 24,537 +2,268
Sep08 080605 1151.75 1194.75 1151.75 1163.25 -32.50 4,773 19,969 +666
Oct08 080605 1157.75 1175.50 1156.25 1165.75 -33.00 3,365 15,186 -201
Nov08 080605 1159.75 1177.00 1157.75 1166.75 -32.75 2,877 12,956 +153
Dec08 080605 1161.75 1200.75 1159.25 1167.75 -32.50 6,292 34,391 +1,378
Jan09 080605 1165.25 1173.50 1165.25 1170.00 -33.00 1,730 20,620 -451
Feb09 080605 1168.50 1168.50 1168.50 1168.50 -34.25 172 3,053 +110
Mar09 080605 1164.25 1164.25 1164.25 1164.25 -35.25 180 3,149 +30
Total Volume and Open Interest 101,538 271,983 +2,043
Ethanol(CBOT)
Jun08 080604 2.300 2.300 2.300 2.300 -0.030 3 199 +3
Jul08 080605 2.359 2.359 2.333 2.342 +0.068 11 310 +11
Aug08 080605 2.340 2.365 2.340 2.349 +0.069 0 145 +0
Sep08 080605 2.360 2.380 2.355 2.359 +0.074 0 111 +0
Oct08 080605 2.380 2.380 2.380 2.380 +0.090 0 117 +0
Nov08 080605 2.370 2.380 2.370 2.376 +0.066 1 87 -1
Dec08 080605 2.370 2.375 2.370 2.375 +0.045 1 137 -1
Jan09 080605 2.380 2.380 2.370 2.380 +0.030 0 162 +0
Total Volume and Open Interest 15 2,126 +11
US Dollar Index(ICE)
Jun08 080605 73.515 73.930 73.035 73.075 -0.430 4,590 33,011 -1,340
Sep08 080605 73.900 74.310 73.440 73.480 -0.400 1,149 3,097 +74
Dec08 080605 74.395 74.395 73.870 73.870 -0.405 3 530 +1
Total Volume and Open Interest 5,742 36,638 -1,265
Australian Dollar(CME)
Jun08 080605 95.15 95.73 95.15 95.73 +0.07 245 113,277 +10,783
Sep08 080605 94.60 94.60 94.55 94.58 +0.08 223 4,994 +350
Dec08 080605 93.42 93.42 93.42 93.42 +0.08 0 1,034 +0
Total Volume and Open Interest 468 119,585 +13,391
British Pound(CME)
Jun08 080605 194.78 195.81 194.78 195.81 +0.48 215 165,349 +7,026
Sep08 080605 194.46 194.46 194.46 194.46 +0.48 193 5,804 +2,099
Dec08 080605 193.07 193.07 193.07 193.07 +0.48 0 408 +0
Total Volume and Open Interest 408 171,741 +6,685
Canadian Dollar(CME)
Jun08 080605 97.85 98.17 97.84 98.15 -0.18 157 96,984 -8,449
Sep08 080605 98.15 98.15 98.09 98.09 -0.18 72 13,723 +2,120
Dec08 080605 98.11 98.11 98.11 98.11 -0.16 0 3,516 +90
Mar09 080605 98.15 98.15 98.15 98.15 -0.18 2 895 +1
Total Volume and Open Interest 256 116,600 -9,672
Japanese Yen(CME)
Jun08 080605 94.24 94.68 94.24 94.68 -0.57 430 149,828 -2,016
Sep08 080605 95.21 95.21 95.15 95.15 -0.56 424 8,276 +1,067
Dec08 080605 95.63 95.63 95.63 95.63 -0.54 0 1,323 +0
Total Volume and Open Interest 854 163,353 -943
Swiss Franc(CME)
Jun08 080605 95.35 96.48 95.25 96.44 +0.43 80 59,077 -2,256
Sep08 080605 96.54 96.54 96.49 96.49 +0.42 74 3,386 +272
Dec08 080605 96.50 96.50 96.50 96.50 +0.41 0 728 +0
Total Volume and Open Interest 154 63,316 -1,984
EuroFX(CME)
Jun08 080605 153.92 155.92 153.61 155.83 +1.50 414 221,569 +751
Sep08 080605 153.77 155.11 153.77 155.08 +1.45 428 12,639 +4,706
Dec08 080605 154.25 154.25 154.25 154.25 +1.35 0 1,238 +87
Total Volume and Open Interest 842 235,825 +5,546
Mexican Peso(CME)
Jun08 080605 968.8 969.2 968.8 969.2 +1.2 2 120,340 +953
Jul08 080605 965.0 965.0 965.0 965.0 +1.2      
Total Volume and Open Interest 8 151,877 +1,179
30-Year T-Bonds(CBOT)
Jun08 080605 115~030 115~075 113~315 114~080 -1~000 48,473 118,710 -15,555
Sep08 080605 114~025 114~115 113~045 113~140 -0~295 392,935 775,661 +4,976
Dec08 080605 113~060 113~060 112~095 112~145 -0~295 74 106 +33
Total Volume and Open Interest 441,482 894,494 -10,546
10-Year T-Notes(CBOT)
Jun08 080605 115~090 115~115 114~165 114~240 -0~220 100,426 144,161 -36,423
Sep08 080605 113~230 113~275 112~315 113~080 -0~215 1,508,631 1,943,062 -24,886
Dec08 080605 111~285 111~285 111~285 111~285 -0~220 0 6,070 +0
Total Volume and Open Interest 1,609,057 2,093,293 -61,309
5-Year T-Notes(CBOT)
Jun08 080605 111~028 111~036 111~020 111~036 -0~052 52,210 0 +0
Sep08 080605 110~104 110~104 110~050 110~070 -0~046 774,499 0 +0
Dec08 080605 110~070 110~070 110~070 110~070 -0~046      
Total Volume and Open Interest 826,709    
2 Year T-Notes(CBOT)
Jun08 080605 106~018 106~022 106~018 106~022 -0~015 3,530 93,374 -22,579
Sep08 080605 105~093 105~096 105~077 105~084 -0~016 5,108 912,361 +1,266
Dec08 080605 105~084 105~084 105~084 105~084 -0~016      
Total Volume and Open Interest 8,638 1,005,735 -21,313
Eurodollars(CME)
Jun08 080605 97.300 97.300 97.268 97.272 -0.030 4,735 1,272,658 +5,049
Sep08 080605 97.185 97.185 97.130 97.160 -0.045 10,497 1,444,676 +6,586
Dec08 080605 96.990 96.995 96.925 96.960 -0.060 10,243 1,388,974 +16,019
Mar09 080605 96.875 96.875 96.785 96.845 -0.060 5,180 1,195,456 +21,402
Jun09 080605 96.630 96.645 96.560 96.630 -0.075 8,914 924,506 +8,323
Sep09 080605 96.460 96.460 96.335 96.390 -0.100 4,437 811,384 -5,633
Dec09 080605 96.205 96.205 96.090 96.120 -0.130 3,980 603,880 +2,249
Mar10 080605 96.035 96.035 95.920 95.925 -0.150 2,592 468,051 +2,134
Jun10 080605 95.855 95.855 95.725 95.725 -0.170 4,964 279,191 +52
Sep10 080605 95.690 95.690 95.555 95.555 -0.175 2,281 212,825 +3,485
Dec10 080605 95.535 95.535 95.395 95.395 -0.180 2,161 179,052 +4,028
Mar11 080605 95.350 95.360 95.305 95.305 -0.180 2,206 122,294 +4,261
Jun11 080605 95.235 95.235 95.215 95.215 -0.180 861 115,110 +323
Sep11 080605 95.165 95.170 95.150 95.150 -0.180 905 77,431 -41
Dec11 080605 95.090 95.095 95.075 95.075 -0.180 340 76,048 +377
Mar12 080605 95.050 95.060 95.040 95.040 -0.180 1,301 107,787 +162
Jun12 080605 95.110 95.110 94.985 94.985 -0.180 1,376 48,627 -240
Sep12 080605 95.065 95.065 94.935 94.935 -0.180 964 45,836 -503
Total Volume and Open Interest 70,968 9,552,134 +69,816
30 Day Federal Funds(CBOT)
Jun08 080605 6.240 6.245 6.240 6.245 unch 0 67,359 -708
Jul08 080605 6.255 6.255 6.255 6.255 unch 0 91,417 -291
Aug08 080605 6.240 6.240 6.240 6.240 -0.015 800 92,410 +887
Sep08 080605 6.215 6.215 6.215 6.215 -0.020 0 64,289 -1,393
Oct08 080605 97.920 97.925 97.920 97.925 -0.025 45 86,598 -463
Nov08 080605 97.875 97.875 97.875 97.875 -0.025 90 113,845 +52
Total Volume and Open Interest 980 600,829 -4,311
30 Day Fed Funds(e-CBOT)
Jun08 080605 97.990 97.995 97.990 97.990 -0.005 3,984 67,359 -708
Jul08 080605 98.005 98.010 97.995 98.000 -0.005 5,568 91,417 -291
Aug08 080605 98.005 98.010 97.980 97.985 -0.020 7,109 92,410 +887
Sep08 080605 97.985 97.985 97.945 97.960 -0.020 7,003 64,289 -1,393
Oct08 080605 97.945 97.950 97.905 97.915 -0.030 6,847 86,598 -463
Nov08 080605 97.890 97.900 97.850 97.850 -0.045 10,146 113,845 +52
Total Volume and Open Interest 48,770 595,310 -4,461
3-Mth Euro-Yen(CME)
Jun08 080605 99.16 99.16 99.16 99.16 unch 508 18,423 +400
Sep08 080605 99.12 99.12 99.12 99.12 unch 1 6,580 -99
Dec08 080605 99.04 99.04 99.04 99.04 -0.01 1 2,378 +0
Mar09 080605 98.94 98.94 98.94 98.94 -0.01 1 1,721 +1
Jun09 080605 98.84 98.84 98.84 98.84 -0.01 0 256 +0
Sep09 080605 98.76 98.76 98.76 98.76 -0.01 0 350 +0
Dec09 080605 98.71 98.71 98.71 98.71 -0.01 0 1 +0
Mar10 080605 98.66 98.66 98.66 98.66 -0.01      
Jun10 080605 98.62 98.62 98.62 98.62 +0.03      
Sep10 080605 98.57 98.57 98.57 98.57 +0.02      
Total Volume and Open Interest 511 29,709 +302
3-Mth Euro-Yen(SGX)
Jun08 080605 99.15 99.16 99.15 99.16 unch 393 32,340 +99
Sep08 080605 99.12 99.12 99.12 99.12 +0.02 206 16,053 -110
Dec08 080605 99.05 99.05 99.04 99.04 +0.03 224 13,274 -52
Mar09 080605 98.93 98.96 98.93 98.94 +0.03 80 9,606 -15
Jun09 080605 98.86 98.86 98.83 98.83 +0.03 22 2,993 +4
Sep09 080605 98.75 98.75 98.75 98.75 +0.02 50 1,328 +50
Dec09 080605 98.71 98.71 98.71 98.71 +0.03 0 479 +0
Mar10 080605 98.67 98.67 98.67 98.67 +0.03 0 450 +0
Total Volume and Open Interest 975 81,134 -24
Japanese Gov't Bonds(SGX)
Jun08 080605 134.86 135.43 134.63 135.07 -0.28 3,426 19,460 +206
Sep08 080605 133.96 134.76 133.88 134.52 -0.28 1,004 668 +316
Dec08 080605 134.52 134.52 134.52 134.52 -0.28      
Total Volume and Open Interest 4,430 20,128 +522
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 080605 107.00 107.03 106.13 106.21 -0.89 956,099 718,559 -146,576
Sep08 080605 107.34 107.40 106.48 106.62 -0.84 341,355 415,024 +204,838
Dec08 080605 105.96 105.96 105.96 105.96 -0.83 258 0 +0
Total Volume and Open Interest 1,297,712 1,133,583 +58,262
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 080605 106~01 106~01 105~12 105~13 -0~25 11,968 28,495 -10,847
Sep08 080605 105~26 105~28 105~03 105~08 -0~25 101,479 330,011 +2,454
Total Volume and Open Interest 113,447 358,506 -8,393
3-Mth Short Sterling(LIFFE)
Jun08 080605 94.07 94.07 94.07 94.07 -0.05 21,140 400,383 -5,090
Sep08 080605 93.94 93.94 93.94 93.94 -0.16 41,553 452,636 -1,355
Dec08 080605 93.92 93.92 93.92 93.92 -0.21 66,823 557,822 +4,545
Mar09 080605 94.03 94.03 94.03 94.03 -0.22 82,203 434,871 +3,982
Jun09 080605 94.11 94.11 94.11 94.11 -0.22 71,599 393,976 -4,655
Sep09 080605 94.14 94.14 94.14 94.14 -0.21 36,465 165,665 -3,841
Total Volume and Open Interest 360,799 2,735,398 -3,272
3-Mth Euribor(LIFFE)
Jun08 080605 95.115 95.120 94.940 94.960 -0.155 82,014 699,630 -3,712
Sep08 080605 95.060 95.065 94.715 94.775 -0.295 162,137 616,710 +16,028
Dec08 080605 94.970 94.980 94.580 94.645 -0.340 185,578 616,498 +23,538
Total Volume and Open Interest 977,133 3,702,554 +77,791
3-Mth Aus T-Bills(SFE)
Jun08 080605 92.22 92.23 92.18 92.19 -0.04 13,892 184,277 -20,882
Sep08 080605 92.02 92.03 92.00 92.02 -0.01 54,096 341,835 +1,671
Dec08 080605 91.95 91.96 91.92 91.95 -0.02 48,791 167,698 -7,231
Mar09 080605 91.95 91.97 91.92 91.95 -0.02 11,234 74,490 -4,415
Jun09 080605 92.01 92.02 91.98 92.01 -0.03 2,927 64,081 -2,226
Sep09 080605 92.10 92.10 92.07 92.10 -0.03 1,034 48,562 -1,534
Dec09 080605 92.20 92.20 92.19 92.20 -0.03 157 25,355 -1,066
Mar10 080605 92.31 92.31 92.29 92.29 -0.04 93 13,219 -761
Jun10 080605 92.37 92.37 92.37 92.37 -0.04 282 1,735 +1
Sep10 080605 92.41 92.41 92.41 92.41 -0.04 30 964 +20
Total Volume and Open Interest 132,556 923,206 -36,415
10-Year Aus T-Bonds(SFE)
Jun08 080605 93.43 93.48 93.42 93.46 +0.02 42,753 529,189 +1,745
Sep08 080605 93.43 93.46 93.43 93.46 +0.03 16,016 19,114 +12,931
Total Volume and Open Interest 58,769 548,303 +14,676
3-Year Aus T-Bonds(SFE)
Jun08 080605 93.20 93.25 93.19 93.23 +0.01 111,506 662,090 -144,067
Sep08 080605 93.23 93.23 93.22 93.22 +0.01 23,248 35,530 +23,033
Total Volume and Open Interest 134,754 697,620 -121,034
Gold(CMX)
Jun08 080605 871.8 871.8 871.8 871.8 -8.1 612 2,842 -1,137
Aug08 080605 868.5 880.8 868.0 875.5 -8.3 95,355 255,633 +1,012
Oct08 080605 880.0 880.3 879.8 879.8 -8.2 458 13,672 -129
Dec08 080605 884.1 884.5 884.0 884.0 -8.2 1,779 51,135 -59
Feb09 080605 890.0 890.0 888.4 888.4 -8.1 317 17,556 +292
Apr09 080605 892.7 892.7 892.7 892.7 -8.0 1,410 10,328 +80
Jun09 080605 897.4 897.4 897.4 897.4 -7.9 1,130 13,300 +589
Aug09 080605 902.3 902.3 902.3 902.3 -7.8 1,365 4,269 +1,260
Oct09 080605 907.2 907.2 907.2 907.2 -7.7 4 678 +0
Dec09 080605 912.3 912.3 912.3 912.3 -7.6 614 12,750 +348
Feb10 080605 917.7 917.7 917.7 917.7 -7.5 127 118 +0
Apr10 080605 923.3 923.3 923.3 923.3 -7.3 5 11 +5
Total Volume and Open Interest 103,749 400,715 +2,274
Silver(CMX)
Jul08 080605 1655.0 1720.0 1655.0 1717.0 +23.0 21,404 61,622 -745
Sep08 080605 1730.0 1730.0 1727.0 1727.0 +23.2 1,615 16,547 +30
Dec08 080605 1740.2 1740.2 1740.2 1740.2 +23.5 873 21,227 +355
Mar09 080605 1753.3 1753.3 1753.3 1753.3 +23.7 370 5,789 +140
May09 080605 1762.1 1762.1 1762.1 1762.1 +24.1 351 2,761 +351
Jul09 080605 1770.8 1770.8 1770.8 1770.8 +24.7 28 3,497 -15
Sep09 080605 1779.3 1779.3 1779.3 1779.3 +25.2 50 264 +0
Total Volume and Open Interest 24,922 123,419 +219
Platinum(NYMEX)
Jul08 080605 1992.0 2012.5 1992.0 2012.5 +17.6 709 12,860 -74
Oct08 080605 1970.0 2016.5 1970.0 2016.5 +17.6 30 2,441 +21
Jan09 080605 2017.0 2017.0 2017.0 2017.0 +17.6 6 44 +3
Total Volume and Open Interest 745 15,345 -50
Palladium(NYMEX)
Jun08 080605 422.90 422.90 422.90 422.90 -6.30 21 400 -14
Sep08 080605 431.90 435.00 417.50 427.40 -3.60 282 14,338 +7
Dec08 080605 431.30 431.30 431.30 431.30 -3.60 4 2,254 -4
Total Volume and Open Interest 312 17,041 -11
Copper(CMX)
Jul08 080605 352.00 355.00 351.40 354.30 -0.20 11,364 50,163 -1,988
Sep08 080605 352.25 354.55 351.90 354.55 -0.15 5,761 26,702 +665
Dec08 080605 352.60 352.60 352.60 352.60 -0.10 2,579 11,320 +437
Mar09 080605 350.40 350.40 350.40 350.40 -0.10 532 2,700 +382
May09 080605 348.90 348.90 348.90 348.90 -0.30 21 454 +3
Total Volume and Open Interest 21,081 97,617 -364
Aluminum(CMX)
Jun08 080605 131.50 131.50 131.50 131.50 +1.25      
Jul08 080605 132.25 132.25 132.25 132.25 +1.25      
Aug08 080605 133.00 133.00 133.00 133.00 +1.25      
Sep08 080605 133.75 133.75 133.75 133.75 +1.25      
Oct08 080605 134.50 134.50 134.50 134.50 +1.25      
Nov08 080605 135.25 135.25 135.25 135.25 +1.25      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080605 12430 12620 12405 12618 +214 2,686 27,924 +222
Sep08 080605 12409 12618 12409 12618 +214 41 2,098 -26
Dec08 080605 12622 12622 12622 12622 +214 2 1,874 +0
Mar09 080605 12633 12633 12633 12633 +214      
Total Volume and Open Interest 2,729 31,896 +196
S & P 500(CME)
Jun08 080605 1382.00 1405.70 1380.00 1405.30 +27.70 38,354 456,594 -8,237
Sep08 080605 1384.00 1407.50 1384.00 1407.20 +27.90 12,647 90,262 +8,511
Dec08 080605 1409.60 1409.60 1409.60 1409.60 +28.30 415 11,260 -5
Mar09 080605 1413.10 1413.10 1413.10 1413.10 +28.10 0 8 +0
Total Volume and Open Interest 51,416 558,136 +269
S & P 500 E-Mini(Globex)
Jun08 080605 1376.75 1405.75 1375.50 1405.25 +27.75 2,085,776 2,172,619 -4,848
Sep08 080605 1378.50 1407.75 1377.75 1407.25 +28.00 24,176 174,647 +16,823
Total Volume and Open Interest 2,109,961 2,355,947 +11,979
NASDAQ 100(CME)
Jun08 080605 2028.00 2061.00 2021.00 2056.30 +35.50 4,440 37,009 +316
Sep08 080605 2035.00 2070.00 2035.00 2065.00 +35.70 171 375 +66
Dec08 080605 2075.00 2075.00 2075.00 2075.00 +36.00 0 2 +0
Total Volume and Open Interest 4,611 37,386 +382
NASDAQ 100 E-Mini(Globex)
Jun08 080605 2019.50 2060.30 2017.30 2056.30 +35.50 469,216 390,605 +27,557
Sep08 080605 2028.50 2068.50 2025.80 2065.00 +35.70 1,790 8,264 +7
Total Volume and Open Interest 471,006 398,870 +27,564
S & P Midcap 400(CME)
Jun08 080605 881.50 899.00 881.50 898.50 +21.30 67 5,781 +0
Sep08 080605 900.20 900.20 900.20 900.20 +21.75 2 74 +2
Dec08 080605 905.20 905.20 905.20 905.20 +21.75 0 2 +0
Total Volume and Open Interest 69 5,857 +2
Russell 2000(CME)
Jun08 080605 745.50 764.50 743.00 764.30 +21.40 564 40,323 -97
Sep08 080605 755.00 764.10 755.00 764.10 +21.40 11 326 -10
Total Volume and Open Interest 575 40,649 -107
Russell 2000 E-Mini(Globex)
Jun08 080605 742.80 764.70 741.70 764.30 +21.40 278,942 734,586 +6,851
Sep08 080605 743.00 764.40 742.10 764.10 +21.40 1,172 9,762 +171
Total Volume and Open Interest 280,114 744,348 +7,022
Nikkei 225(CME)
Jun08 080605 14345 14395 14255 14355 +175 92,151 217,275 +215
Sep08 080605 14365 14405 14285 14360 +130 1,610 2,709 +551
Total Volume and Open Interest 93,763 220,087 +766
Nikkei 225(SGX)
Jun08 080605 14345 14395 14255 14355 +175 92,151 217,275 +215
Sep08 080605 14365 14405 14285 14360 +130 1,610 2,709 +551
Dec08 080605 14310 14310 14310 14310 +135 2 10 +0
Total Volume and Open Interest 93,763 220,087 +766
CAC 40(EURONEXT)
Jun08 080605 4908.5 4947.0 4881.5 4908.0 -8.0 140,120 550,273 +35,553
Jul08 080605 4931.5 4956.0 4900.0 4921.0 -8.0 403 1,913 +250
Aug08 080605 4960.5 4960.5 4915.0 4938.0 -8.0 115 253 +93
Total Volume and Open Interest 140,670 557,010 +35,946
Hang Seng Index(HKFE)
Jun08 080605 23955 24288 23916 24230 -7 6,770 7,980 +7,040
Jul08 080605 24005 24315 23950 24269 +4 29 64 -8
Total Volume and Open Interest 6,806 8,061 +6,949
DAX(EUREX)
Jun08 080605 6980.0 7021.5 6913.5 6955.0 -31.0 137,075 265,018 +0
Sep08 080605 7051.0 7094.5 6997.5 7031.5 -29.0 914 9,375 +0
Dec08 080605 7135.0 7173.0 7080.5 7116.0 -24.0 834 4,428 +0
Total Volume and Open Interest 138,823 278,821 +2,398
FT-SE 100(EURONEXT)
Jun08 080605 5988.00 6036.00 5950.00 6001.00 +6.50 105,423 487,038 +1,046
Sep08 080605 6018.00 6064.00 5980.00 6030.50 +6.00 548 14,944 +104
Dec08 080605 6085.00 6085.00 6075.00 6077.00 +7.50 28 4,455 +22
Total Volume and Open Interest 105,999 506,437 +1,172
SPI 200(SFE)
Jun08 080605 5586.0 5595.0 5523.0 5543.0 -77.0 29,167 258,710 -6,504
Sep08 080605 5590.0 5590.0 5538.0 5548.0 -76.0 406 3,148 +304
Dec08 080605 5601.0 5610.0 5601.0 5610.0 -77.0 152 1,658 +69
Total Volume and Open Interest 29,725 263,675 -6,131
GSCI(CME)
Jun08 080605 769.70 795.50 769.70 795.40 +28.30 168 16,120 -29
Jul08 080605 777.90 799.50 777.90 799.50 +27.50 0 11 +0
Aug08 080605 144.64 144.64 144.64 144.64 +27.00      
Total Volume and Open Interest 168 16,131 -29
RJ/CRB Index(ICE)
Aug08 080605 560.00 562.00 560.00 562.00 +8.75 2 704 -2
Nov08 080605 575.00 575.00 575.00 575.00 +8.75 0 190 +0
Jan09 080605 578.00 578.00 578.00 578.00 +8.75 0 17 +0
Total Volume and Open Interest 29 1,178 +0
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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