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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 Fri June 06, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080606 1475.00 1488.00 1448.00 1457.50 +5.50 10,606 185,299 +0
Aug08 080606 1473.00 1484.00 1454.00 1457.25 +3.00 1,515 32,163 +0
Sep08 080606 1460.00 1460.00 1444.00 1446.50 +8.00 218 11,888 +0
Nov08 080606 1455.00 1460.00 1431.00 1439.50 +7.50 8,241 178,012 +0
Jan09 080606 1466.00 1471.00 1445.00 1454.00 +8.00 578 19,339 +0
Mar09 080606 1475.00 1475.00 1453.00 1460.00 +7.75 152 5,437 +0
May09 080606 1476.00 1478.00 1461.00 1461.00 +5.50 54 6,769 +0
Total Volume and Open Interest 128,722 478,109 +154
Soybean Meal(CBOT)
Jul08 080606 383.00 384.50 369.50 373.00 -0.50 7,505 61,616 +0
Aug08 080606 382.50 382.50 370.00 373.00 -0.70 2,276 27,098 +0
Sep08 080606 366.00 376.00 365.00 368.30 -0.10 889 18,737 +0
Oct08 080606 360.50 360.50 352.50 355.70 +1.10 383 17,616 +0
Dec08 080606 360.00 361.00 351.00 354.70 +1.70 5,524 59,698 +0
Jan09 080606 359.00 360.50 351.50 355.70 +2.20 206 6,082 +0
Mar09 080606 363.50 363.50 358.20 358.20 +2.70 54 3,449 +0
May09 080606 364.00 364.00 357.00 359.20 +2.70 237 2,946 +0
Total Volume and Open Interest 59,498 204,343 +65
Soybean Oil(CBOT)
Jul08 080606 64.50 65.08 64.30 64.34 +1.69 8,725 108,467 +0
Aug08 080606 64.85 65.40 64.65 64.69 +1.68 1,381 28,598 +0
Sep08 080606 65.15 65.65 65.04 65.04 +1.69 363 12,621 +0
Oct08 080606 65.85 65.92 65.40 65.40 +1.70 58 11,796 +0
Dec08 080606 66.50 66.70 66.09 66.09 +1.72 5,756 60,228 +0
Jan09 080606 66.90 66.98 66.42 66.42 +1.72 145 4,699 +0
Mar09 080606 67.20 67.20 66.74 66.74 +1.69 92 5,389 +0
May09 080606 67.20 67.20 66.84 66.84 +1.69 18 2,991 +0
Total Volume and Open Interest 58,644 250,122 +106
Canola(WCE)
Jul08 080606 637.2 659.0 636.6 646.1 +10.2 5,790 23,192 +0
Total Volume and Open Interest 8,101 99,556 +0
Corn(CBOT)
Jul08 080606 651.00 663.25 646.00 650.75 +7.50 13,039 415,920 +0
Sep08 080606 661.00 676.00 659.25 663.75 +7.75 9,293 218,310 +0
Dec08 080606 677.00 690.50 673.50 677.75 +7.00 6,024 493,002 +0
Mar09 080606 693.50 703.75 689.50 691.75 +6.50 1,140 79,707 +0
May09 080606 701.00 707.00 697.00 697.00 +4.75 4 11,381 +0
Jul09 080606 704.50 715.00 701.25 701.25 +3.50 103 40,968 +0
Total Volume and Open Interest 235,259 1,394,377 +1,014
Wheat(CBOT)
Jul08 080606 796.00 829.00 796.00 811.00 +25.50 8,822 158,954 +0
Sep08 080606 810.00 838.50 810.00 827.25 +25.50 3,840 90,216 +0
Dec08 080606 837.00 861.00 837.00 850.25 +25.75 929 66,434 +0
Mar09 080606 860.00 875.00 860.00 873.25 +26.25 229 9,088 +0
May09 080606 886.00 886.00 886.00 886.00 +26.00 9 852 +0
Total Volume and Open Interest 104,225 363,973 +96
Wheat(KCBT)
Jul08 080606 825.00 857.00 825.00 846.75 +32.25 13,844 53,709 +0
Sep08 080606 837.50 870.00 836.00 856.25 +28.50 4,525 21,086 +0
Dec08 080606 862.00 891.00 862.00 880.00 +30.25 2,684 23,536 +0
Mar09 080606 895.00 908.00 889.00 901.00 +36.00 718 2,161 +0
May09 080606 873.00 873.00 873.00 873.00 unch 9 481 +0
Total Volume and Open Interest 24,375 113,388 +0
Wheat(MGE)
Jul08 080606 980.00 1040.00 930.00 1027.25 +57.25 2,364 4,950 +0
Sep08 080606 883.00 917.00 883.00 912.00 +35.00 2,741 18,308 +0
Dec08 080606 912.00 927.00 905.00 920.00 +32.00 2,189 17,582 +0
Mar09 080606 923.00 930.00 923.00 930.00 +31.00 775 2,033 +0
May09 080606 935.00 935.00 935.00 935.00 +36.00 150 521 +0
Total Volume and Open Interest 8,356 44,995 +0
Oats(CBOT)
Jul08 080606 407.50 409.00 399.00 399.25 -4.75 148 4,983 +0
Sep08 080606 416.50 416.50 410.00 410.75 -5.00 129 3,218 +0
Dec08 080606 435.00 436.00 424.00 426.00 -4.50 30 6,996 +0
Mar09 080606 449.75 449.75 441.00 441.00 -4.50 1 968 +0
Total Volume and Open Interest 1,126 16,168 +3
Rough Rice(CBOT)
Jul08 080606 20.18 20.30 19.93 19.96 +0.60 23 6,832 +0
Sep08 080606 18.80 18.80 18.66 18.66 +0.07 1 5,815 +0
Nov08 080606 18.70 18.75 18.70 18.75 +0.13 1 4,920 +0
Jan09 080606 19.05 19.05 19.05 19.05 +0.13 0 667 +0
Total Volume and Open Interest 761 18,549 +0
Live Cattle(CME)
Jun08 080606 94.400 94.450 93.700 93.850 -0.650 10,808 0 -25,573
Aug08 080606 100.800 101.000 100.035 100.200 -0.800 17,808 0 -145,549
Oct08 080606 107.350 107.750 107.150 107.430 -0.020 5,643 0 -69,038
Dec08 080606 108.800 109.400 108.550 109.300 +0.515 3,733 0 -31,162
Feb09 080606 109.700 110.700 109.600 110.600 +0.750 976 0 -16,327
Apr09 080606 111.200 112.100 111.050 112.050 +0.600 382 0 -7,260
Total Volume and Open Interest 30,655 298,018 +346
Feeder Cattle(CME)
Aug08 080606 112.300 112.650 111.550 112.250 -0.580 3,106 0 -20,657
Sep08 080606 113.500 113.800 112.750 113.450 -0.630 415 0 -3,987
Oct08 080606 114.150 114.700 113.550 114.330 -0.705 334 0 -5,161
Nov08 080606 114.680 114.700 113.650 114.400 -0.700 54 0 -1,275
Jan09 080606 112.950 113.100 111.650 112.500 -0.500 13 0 -808
Mar09 080606 110.500 111.900 110.500 111.900 -0.200      
Apr09 080606 112.000 113.150 112.000 112.500 unch      
Total Volume and Open Interest 1,860 32,021 +113
Lean Hogs(CME)
Jun08 080606 75.680 75.750 74.975 75.135 -0.195 4,486 0 -10,091
Jul08 080606 75.800 76.200 73.800 74.000 -1.500 16,202 0 -73,943
Aug08 080606 77.150 77.725 76.600 76.725 -0.410 9,683 0 -66,312
Oct08 080606 74.750 75.400 74.600 75.300 +0.650 3,150 0 -40,172
Dec08 080606 75.750 76.450 75.700 76.330 +0.730 2,409 0 -38,037
Feb09 080606 80.225 81.000 80.225 80.950 +0.725 1,007 0 -16,509
Apr09 080606 83.600 85.300 83.600 85.200 +1.315 317 0 -9,133
May09 080606 87.900 88.450 87.700 88.385 +1.135 8 0 -288
Total Volume and Open Interest 38,882 257,845 +175
Pork Bellies(CME)
Jul08 080606 71.700 73.450 71.700 73.200 +1.700 183 0 -1,475
Aug08 080606 73.250 74.650 72.900 73.850 +1.100 135 0 -602
Feb09 080606 95.730 97.200 95.500 97.200 +1.500 4 0 -52
Mar09 080606 96.000 96.000 96.000 96.000 -0.535      
May09 080606 33.019 33.019 33.019 33.019 unch      
Total Volume and Open Interest 142 2,135 +2
Class III Milk(CME)
Jun08 080606 20.30 20.30 20.15 20.15 -0.10 60 0 -3,555
Jul08 080606 20.55 20.55 20.55 20.55 -0.18 349 0 -4,327
Aug08 080606 21.03 21.03 21.03 21.03 +0.03 82 0 -3,497
Sep08 080606 21.24 21.24 21.24 21.24 unch 41 0 -3,255
Oct08 080606 20.89 20.89 20.89 20.89 -0.01 26 0 -2,843
Total Volume and Open Interest 755 30,262 +0
Cocoa(ICE)
Jul08 080606 2794 2906 2779 2878 +86 6,630 52,118 +0
Sep08 080606 2800 2920 2794 2894 +86 5,235 45,526 +0
Dec08 080606 2800 2900 2800 2869 +79 1,098 36,026 +0
Mar09 080606 2790 2841 2782 2829 +76 209 15,943 +0
May09 080606 2805 2829 2805 2829 +75 33 3,351 +0
Jul09 080606 2778 2835 2774 2819 +78 35 2,223 +0
Sep09 080606 2790 2811 2790 2811 +70 0 665 +0
Total Volume and Open Interest 13,240 158,320 +0
Coffee "C"(ICE)
Jul08 080606 135.95 137.50 134.45 135.85 +0.05 12,142 65,989 +0
Sep08 080606 138.00 139.90 136.80 138.25 +0.05 8,532 50,635 +0
Dec08 080606 141.95 143.00 141.00 141.80 +0.10 1,500 19,919 +0
Mar09 080606 145.80 146.15 145.15 145.15 +0.05 122 10,438 +0
May09 080606 147.30 147.30 147.30 147.30 +0.05 167 3,978 +0
Jul09 080606 149.35 149.35 149.35 149.35 +0.05 9 1,078 +0
Total Volume and Open Interest 22,481 154,631 +0
Orange Juice(ICE)
Jul08 080606 112.90 117.00 112.90 115.60 +2.80 1,611 15,377 +0
Sep08 080606 117.20 121.00 117.00 119.50 +2.65 581 11,031 +0
Nov08 080606 120.75 123.80 120.65 122.85 +2.60 282 4,859 +0
Jan09 080606 124.00 126.45 124.00 125.70 +2.60 31 1,820 +0
Mar09 080606 127.15 129.25 127.15 128.60 +2.50 10 2,247 +0
May09 080606 131.75 131.75 131.60 131.60 +2.50 0 21 +0
Total Volume and Open Interest 2,515 35,368 +0
Sugar #11(ICE)
Jul08 080606 9.63 10.15 9.63 9.74 +0.18 72,094 310,246 +0
Oct08 080606 11.00 11.31 11.00 11.05 +0.14 40,455 252,969 +0
Mar09 080606 12.57 12.81 12.55 12.63 +0.15 19,789 122,614 +0
May09 080606 13.21 13.41 13.17 13.28 +0.13 10,709 76,360 +0
Jul09 080606 13.77 13.95 13.67 13.80 +0.09 16,064 60,883 +0
Total Volume and Open Interest 166,182 920,699 +0
Sugar #14(ICE)
Jul08 080606 20.85 21.00 20.85 21.00 +0.06 257 1,806 +0
Sep08 080606 21.15 21.20 21.15 21.19 +0.08 148 1,783 +0
Nov08 080606 21.48 21.51 21.48 21.51 +0.03 141 1,941 +0
Jan09 080606 21.45 21.50 21.45 21.49 +0.06 241 1,027 +0
Mar09 080606 21.55 21.55 21.55 21.55 +0.03 0 508 +0
Total Volume and Open Interest 787 7,580 +0
London Cocoa(LCE)
Jul08 080606 1517 1578 1517 1560 +44 1,792 0 -78,493
Sep08 080606 1497 1546 1497 1535 +41 2,867 0 -62,047
Dec08 080606 1480 1519 1479 1510 +38 946 0 -42,277
Mar09 080606 1454 1493 1453 1486 +40 395 0 -28,245
May09 080606 1454 1486 1454 1486 +39 27 0 -8,717
Jul09 080606 1464 1500 1464 1493 +38 6 0 -5,122
Sep09 080606 1475 1509 1474 1498 +37      
Total Volume and Open Interest 6,923 226,745 +0
London Coffee(LCE)
Jul08 080606 2272.00 2276.00 2203.00 2226.00 -42.00 12,374 0 -67,362
Sep08 080606 2266.00 2272.00 2204.00 2221.00 -45.00 7,048 0 -49,745
Nov08 080606 2258.00 2258.00 2204.00 2212.00 -43.00 2,753 0 -13,852
Jan09 080606 2223.00 2230.00 2189.00 2189.00 -41.00 98 0 -5,874
Total Volume and Open Interest 23,506 136,833 +0
London Sugar(LCE)
Aug08 080606 332.00 344.20 332.00 339.90 +6.90 4,087 0 -13,695
Oct08 080606 329.80 337.00 329.80 334.90 +5.00 3,056 0 -15,455
Dec08 080606 341.90 345.60 341.10 343.00 +2.30 1,074 0 -8,191
Mar09 080606 355.80 359.60 355.60 356.90 +1.40 1,118 0 -7,437
May09 080606 364.30 367.90 364.30 365.40 +1.40 352 0 -2,648
Total Volume and Open Interest 6,970 53,928 +0
Cotton(ICE)
Jul08 080606 64.92 67.39 64.56 66.52 +1.87 12,335 101,804 +0
Oct08 080606 69.85 72.30 69.67 71.52 +2.22 316 4,120 +0
Dec08 080606 73.01 75.76 73.00 74.95 +1.94 12,782 137,491 +0
Mar09 080606 78.81 81.03 78.81 80.69 +1.96 1,474 18,918 +0
May09 080606 81.81 82.65 81.81 82.34 +1.75 265 1,786 +0
Jul09 080606 83.16 83.79 83.16 83.79 +2.10 823 3,373 +0
Total Volume and Open Interest 28,120 273,142 +0
Lumber(CME)
Jul08 080606 242.8 245.6 241.8 243.9 +2.0 857 0 -6,101
Sep08 080606 259.0 262.0 258.1 258.3 unch 535 0 -6,347
Nov08 080606 251.4 254.5 251.0 254.0 +3.4 178 0 -1,485
Jan09 080606 272.6 274.4 270.0 274.2 +1.5 22 0 -586
Total Volume and Open Interest 2,076 14,580 +1
Crude Oil(NYM)
Jul08 080606 130.75 138.80 130.75 138.54 +10.75 335,547 326,247 +0
Aug08 080606 132.00 138.70 131.92 138.70 +10.52 107,320 137,653 +0
Sep08 080606 132.10 138.65 132.10 138.62 +10.28 49,781 116,830 +0
Oct08 080606 133.90 138.40 133.90 138.40 +10.10 22,308 52,189 +0
Nov08 080606 138.15 138.15 138.15 138.15 +9.94 10,241 33,065 +0
Dec08 080606 133.80 137.88 133.80 137.88 +9.78 35,220 193,241 +0
Jan09 080606 133.70 137.56 133.70 137.56 +9.57 1,371 30,907 +0
Feb09 080606 133.55 137.24 133.55 137.24 +9.39 577 13,793 +0
Mar09 080606 133.30 136.93 133.30 136.93 +9.22 581 13,576 +0
Apr09 080606 136.58 136.58 136.58 136.58 +9.02 45 7,951 +0
May09 080606 136.19 136.19 136.19 136.19 +8.79 1,052 15,624 +0
Jun09 080606 131.75 135.80 131.75 135.80 +8.57 3,880 37,280 +0
Jul09 080606 135.40 135.40 135.40 135.40 +8.37 3,104 13,191 +0
Aug09 080606 135.02 135.02 135.02 135.02 +8.18 0 6,877 +0
Sep09 080606 134.64 134.64 134.64 134.64 +7.99 19 10,005 +0
Oct09 080606 134.26 134.26 134.26 134.26 +7.80 0 6,034 +0
Total Volume and Open Interest 586,571 1,367,223 +0
Heating Oil(NYM)
Jul08 080606 375.00 397.75 375.00 397.40 +29.32 44,366 65,694 +0
Aug08 080606 380.25 399.55 380.25 399.55 +29.12 13,440 27,259 +0
Sep08 080606 381.80 402.10 381.80 402.10 +29.07 5,970 17,727 +0
Oct08 080606 404.30 404.30 404.30 404.30 +28.97 3,043 12,792 +0
Nov08 080606 405.60 405.60 405.60 405.60 +28.62 2,418 8,928 +0
Dec08 080606 406.80 406.80 406.80 406.80 +28.17 6,023 22,606 +0
Jan09 080606 407.80 407.80 407.80 407.80 +27.82 1,104 14,583 +0
Feb09 080606 407.80 407.80 407.80 407.80 +27.57 198 3,780 +0
Mar09 080606 405.25 405.50 405.25 405.50 +27.07 239 2,115 +0
Apr09 080606 400.10 400.10 400.10 400.10 +26.42 91 1,675 +0
May09 080606 394.45 394.45 394.45 394.45 +25.92 64 848 +0
Jun09 080606 397.75 397.75 390.50 390.50 +25.52 704 16,635 +0
Total Volume and Open Interest 78,742 210,607 +0
Gasoline(NYMEX)
Jul08 080606 333.45 356.50 332.50 354.80 +21.35 85,505 88,359 +88,359
Aug08 080606 330.73 354.42 330.00 352.70 +21.87 43,162 29,992 +29,992
Sep08 080606 327.94 351.46 327.94 350.20 +22.22 27,827 28,790 +28,790
Oct08 080606 318.42 334.55 318.06 334.35 +22.02 15,172 33,659 +33,659
Nov08 080606 321.16 332.00 319.39 331.85 +22.02 6,775 9,993 +9,993
Dec08 080606 319.27 332.17 318.62 330.95 +21.87 7,778 21,904 +21,904
Jan09 080606 322.20 332.10 319.80 332.10 +21.72 887 7,222 +7,222
Feb09 080606 323.37 334.10 323.35 334.10 +21.52 238 3,003 +3,003
Mar09 080606 329.00 336.95 328.60 336.95 +21.32 521 2,556 +2,556
Apr09 080606 343.00 351.45 343.00 351.45 +21.22 182 5,801 +5,801
Total Volume and Open Interest 188,276 248,027 -6,469
e-MiNY RBOB Gasoline(NYMEX)
Jul08 080606 348.00 354.80 348.00 354.80 +21.35 6 12 +6
Aug08 080606 352.70 352.70 352.70 352.70 +21.87 1 3 +1
Sep08 080606 350.20 350.20 350.20 350.20 +22.22      
Oct08 080606 334.35 334.35 334.35 334.35 +22.02      
Total Volume and Open Interest 7 15 +7
Natural Gas(NYM)
Jul08 080606 12.548 12.823 12.548 12.693 +0.174 92,597 162,803 +0
Aug08 080606 12.830 12.840 12.720 12.763 +0.177 25,988 49,902 +0
Sep08 080606 12.710 12.765 12.710 12.765 +0.188 20,455 45,828 +0
Oct08 080606 12.812 12.812 12.812 12.812 +0.192 18,287 69,125 +0
Nov08 080606 12.997 12.997 12.997 12.997 +0.192 4,363 37,519 +0
Dec08 080606 13.340 13.340 13.297 13.297 +0.192 3,201 39,809 +0
Jan09 080606 13.482 13.482 13.482 13.482 +0.182 6,848 58,461 +0
Feb09 080606 13.427 13.427 13.427 13.427 +0.182 703 19,323 +0
Mar09 080606 13.180 13.180 13.162 13.162 +0.182 7,010 49,166 +0
Apr09 080606 10.952 10.952 10.952 10.952 +0.122 3,022 43,301 +0
May09 080606 10.767 10.767 10.767 10.767 +0.122 1,816 31,167 +0
Jun09 080606 10.940 10.940 10.834 10.834 +0.122 339 16,243 +0
Jul09 080606 10.940 10.940 10.921 10.921 +0.122 872 14,519 +0
Aug09 080606 11.000 11.000 10.977 10.977 +0.122 63 13,544 +0
Sep09 080606 11.020 11.020 10.992 10.992 +0.123 34 11,161 +0
Oct09 080606 11.057 11.057 11.057 11.057 +0.127 1,005 26,454 +0
Total Volume and Open Interest 192,085 915,987 +393
Brent Crude Oil(ICE)
Jul08 080606 127.60 138.12 127.23 137.69 +10.15 94,396 0 -74,672
Aug08 080606 128.13 138.59 127.80 138.16 +10.08 64,745 0 -125,829
Sep08 080606 128.50 138.85 128.23 138.47 +9.97 27,961 0 -66,991
Oct08 080606 129.20 138.96 128.54 138.62 +9.88 11,040 0 -30,925
Nov08 080606 129.30 138.90 128.67 138.58 +9.69 10,041 0 -17,364
Dec08 080606 129.42 138.72 128.71 138.43 +9.45 18,825 0 -70,301
Jan09 080606 129.55 138.47 129.52 138.47 +9.29 3,809 0 -25,260
Feb09 080606 131.97 138.45 131.54 138.45 +9.18 1,410 0 -13,820
Mar09 080606 131.51 138.36 131.51 138.36 +9.07 1,159 0 -7,633
Apr09 080606 138.16 138.16 138.16 138.16 +8.91      
May09 080606 137.89 137.89 137.89 137.89 +8.69      
Jun09 080606 131.25 137.54 131.25 137.54 +8.59 1,821 0 -13,062
Jul09 080606 137.20 137.20 137.20 137.20 +8.39      
Aug09 080606 136.86 136.86 136.86 136.86 +8.25      
Total Volume and Open Interest 316,966 571,371 +0
Gas Oil(ICE)
Jun08 080606 1187.25 1283.00 1184.75 1248.75 +95.00 22,618 24,329 -7,704
Jul08 080606 1188.00 1285.25 1185.50 1249.50 +94.25 36,526 62,418 +1,094
Aug08 080606 1194.75 1288.00 1192.75 1253.50 +94.25 14,668 30,622 +6,085
Sep08 080606 1200.00 1290.50 1196.50 1257.50 +94.25 5,756 21,059 +1,090
Oct08 080606 1199.00 1284.50 1198.75 1259.00 +93.25 4,951 16,187 +1,001
Nov08 080606 1198.75 1284.50 1198.50 1259.00 +92.25 3,528 14,211 +1,255
Dec08 080606 1204.00 1284.75 1198.50 1259.00 +91.25 7,227 35,497 +1,106
Jan09 080606 1216.50 1260.50 1216.50 1260.25 +90.25 1,238 21,233 +613
Feb09 080606 1218.00 1258.50 1218.00 1258.50 +90.00 224 3,103 +50
Mar09 080606 1243.00 1253.25 1243.00 1253.25 +89.00 427 4,600 +1,451
Total Volume and Open Interest 98,973 280,244 +8,261
Ethanol(CBOT)
Jun08 080604 2.300 2.300 2.300 2.300 -0.030 3 199 +3
Jul08 080606 2.450 2.463 2.430 2.451 +0.109 40 324 +14
Aug08 080606 2.450 2.460 2.430 2.460 +0.111 35 180 +35
Sep08 080606 2.440 2.470 2.440 2.470 +0.111 10 121 +10
Oct08 080606 2.480 2.480 2.480 2.480 +0.100 0 117 +0
Nov08 080606 2.490 2.490 2.490 2.490 +0.114 1 86 -1
Dec08 080606 2.490 2.490 2.490 2.490 +0.115 1 136 -1
Jan09 080606 2.500 2.500 2.500 2.500 +0.120 1 161 -1
Total Volume and Open Interest 93 1,986 -140
US Dollar Index(ICE)
Jun08 080606 73.070 73.185 72.365 72.430 -0.645 4,590 33,011 +0
Sep08 080606 73.510 73.575 72.795 72.810 -0.670 1,149 3,097 +0
Dec08 080606 73.880 73.880 73.180 73.210 -0.660 3 530 +0
Total Volume and Open Interest 5,742 36,638 +0
Australian Dollar(CME)
Jun08 080606 96.40 96.40 95.92 96.28 +0.55 56,237 0 -113,277
Sep08 080606 95.11 95.12 95.11 95.12 +0.54 43 0 -4,994
Dec08 080606 93.95 93.95 93.95 93.95 +0.53      
Total Volume and Open Interest 60,103 119,788 +203
British Pound(CME)
Jun08 080606 195.52 197.05 195.49 197.00 +1.19 96,529 0 -165,349
Sep08 080606 195.60 195.64 195.60 195.64 +1.18 2,075 0 -5,804
Dec08 080606 194.25 194.25 194.25 194.25 +1.18      
Total Volume and Open Interest 78,632 171,805 +64
Canadian Dollar(CME)
Jun08 080606 97.96 98.09 97.94 98.09 -0.06 1,533 0 -96,984
Sep08 080606 97.90 98.03 97.90 98.03 -0.06 9,594 0 -13,723
Dec08 080606 98.00 98.03 98.00 98.03 -0.08      
Mar09 080606 98.05 98.05 98.05 98.05 -0.10      
Total Volume and Open Interest 57,387 116,650 +50
Japanese Yen(CME)
Jun08 080606 94.15 95.20 94.15 95.20 +0.52 151,367 0 -149,828
Sep08 080606 95.68 95.68 95.68 95.68 +0.53 3,642 0 -8,276
Dec08 080606 96.16 96.16 96.16 96.16 +0.53      
Total Volume and Open Interest 122,648 163,439 +86
Swiss Franc(CME)
Jun08 080606 96.39 98.04 96.39 98.04 +1.60 1,928 0 -59,077
Sep08 080606 98.07 98.07 98.07 98.07 +1.58 69 0 -3,386
Dec08 080606 98.07 98.07 98.07 98.07 +1.57      
Total Volume and Open Interest 64,128 63,335 +19
EuroFX(CME)
Jun08 080606 155.93 157.59 155.88 157.59 +1.76 336,744 0 -221,569
Sep08 080606 155.91 156.84 155.91 156.84 +1.76 12,745 0 -12,639
Dec08 080606 155.98 155.98 155.98 155.98 +1.73      
Total Volume and Open Interest 220,118 235,888 +63
Mexican Peso(CME)
Jun08 080606 968.5 968.5 962.5 963.8 -5.5 12,336 0 -120,340
Jul08 080606 959.5 959.5 959.5 959.5 -5.5      
Total Volume and Open Interest 14,465 151,877 +0
30-Year T-Bonds(CBOT)
Jun08 080606 114~025 115~165 113~315 115~035 +0~275 48,473 118,710 +0
Sep08 080606 113~100 114~270 113~055 114~140 +1~000 392,935 775,661 +0
Dec08 080606 113~025 113~265 113~000 113~165 +1~020 74 106 +0
Total Volume and Open Interest 441,482 898,372 +3,878
10-Year T-Notes(CBOT)
Jun08 080606 114~190 115~220 114~060 115~135 +0~215 100,426 144,161 +0
Sep08 080606 113~050 114~085 112~180 114~000 +0~240 1,508,631 1,943,062 +0
Dec08 080606 112~205 112~205 112~205 112~205 +0~240 0 6,070 +0
Total Volume and Open Interest 1,609,057 2,104,393 +11,100
5-Year T-Notes(CBOT)
Jun08 080606 111~036 111~108 111~036 111~093 +0~057 26,665 175,046 +175,046
Sep08 080606 110~044 111~028 110~044 111~012 +0~070 28,275 1,621,999 +1,621,999
Dec08 080606 111~012 111~012 111~012 111~012 +0~070      
Total Volume and Open Interest 920,213 1,800,075 +1,800,075
2 Year T-Notes(CBOT)
Jun08 080606 106~028 106~044 106~028 106~042 +0~020 3,530 93,374 +0
Sep08 080606 105~065 105~108 105~049 105~108 +0~024 5,108 912,361 +0
Dec08 080606 105~108 105~108 105~108 105~108 +0~024      
Total Volume and Open Interest 395,208 1,010,064 +4,329
Eurodollars(CME)
Jun08 080606 97.253 97.285 97.235 97.268 -0.005 220,621 0 -1,272,658
Sep08 080606 97.075 97.195 97.065 97.170 +0.010 302,000 0 -1,444,676
Dec08 080606 96.845 97.020 96.810 96.985 +0.025 382,000 0 -1,388,974
Mar09 080606 96.710 96.940 96.690 96.895 +0.050 507,000 0 -1,195,456
Jun09 080606 96.475 96.740 96.475 96.710 +0.080 454,000 0 -924,506
Sep09 080606 96.240 96.500 96.240 96.465 +0.075 277,500 0 -811,384
Dec09 080606 96.090 96.205 96.085 96.170 +0.050 209,500 0 -603,880
Mar10 080606 95.775 95.985 95.775 95.950 +0.025 153,500 0 -468,051
Jun10 080606 95.615 95.785 95.615 95.745 +0.020 662 0 -279,191
Sep10 080606 95.465 95.625 95.465 95.580 +0.025 1,293 0 -212,825
Dec10 080606 95.320 95.480 95.320 95.435 +0.040 4,138 0 -179,052
Mar11 080606 95.305 95.400 95.305 95.355 +0.050 1,042 0 -122,294
Jun11 080606 95.255 95.320 95.255 95.275 +0.060 753 0 -115,110
Sep11 080606 95.190 95.255 95.190 95.215 +0.065 7,978 0 -77,431
Dec11 080606 95.115 95.180 95.115 95.145 +0.070 8,219 0 -76,048
Mar12 080606 95.080 95.145 95.080 95.115 +0.075 8,607 0 -107,787
Jun12 080606 95.025 95.110 95.025 95.065 +0.080 686 0 -48,627
Sep12 080606 94.985 95.060 94.975 95.020 +0.085 573 0 -45,836
Total Volume and Open Interest 3,059,159 9,550,539 -1,595
30 Day Federal Funds(CBOT)
Jun08 080606 6.245 6.245 6.245 6.245 unch 0 67,359 +0
Jul08 080606 6.250 6.250 6.250 6.250 -0.005 0 91,417 +0
Aug08 080606 6.230 6.230 6.230 6.230 -0.010 800 92,410 +0
Sep08 080606 6.215 6.215 6.215 6.215 unch 0 64,289 +0
Oct08 080606 97.940 97.940 97.925 97.925 unch 45 86,598 +0
Nov08 080606 97.875 97.875 97.875 97.875 unch 90 113,845 +0
Total Volume and Open Interest 50,047 601,294 +465
30 Day Fed Funds(e-CBOT)
Jun08 080606 97.990 98.000 97.990 98.000 +0.010 3,984 67,359 +0
Jul08 080606 98.000 98.005 97.990 98.005 +0.005 5,568 91,417 +0
Aug08 080606 97.990 97.990 97.955 97.980 -0.005 7,109 92,410 +0
Sep08 080606 97.970 97.980 97.920 97.965 +0.005 7,003 64,289 +0
Oct08 080606 97.910 97.945 97.870 97.930 +0.015 6,847 86,598 +0
Nov08 080606 97.835 97.895 97.795 97.875 +0.025 10,146 113,845 +0
Total Volume and Open Interest 48,770 595,310 +0
3-Mth Euro-Yen(CME)
Jun08 080606 99.16 99.16 99.16 99.16 unch 1,400 0 -18,423
Sep08 080606 99.12 99.12 99.12 99.12 unch 419 0 -6,580
Dec08 080606 99.05 99.05 99.05 99.05 +0.01 20 0 -2,378
Mar09 080606 98.91 98.91 98.91 98.91 -0.03 28 0 -1,721
Jun09 080606 98.81 98.81 98.81 98.81 -0.03      
Sep09 080606 98.73 98.73 98.73 98.73 -0.03      
Dec09 080606 98.67 98.67 98.67 98.67 -0.04      
Mar10 080606 98.62 98.62 98.62 98.62 -0.04      
Jun10 080606 98.60 98.60 98.60 98.60 -0.02      
Sep10 080606 98.56 98.56 98.56 98.56 -0.01      
Total Volume and Open Interest 1,867    
3-Mth Euro-Yen(SGX)
Jun08 080606 99.16 99.16 99.15 99.15 -0.01 1,597 0 -32,340
Sep08 080606 99.09 99.11 99.08 99.11 -0.01 185 0 -16,053
Dec08 080606 99.00 99.03 98.99 99.03 -0.01 125 0 -13,274
Mar09 080606 98.88 98.93 98.86 98.93 -0.01 131 0 -9,606
Jun09 080606 98.78 98.82 98.78 98.82 -0.01 1 0 -2,993
Sep09 080606 98.74 98.74 98.74 98.74 -0.01      
Dec09 080606 98.69 98.69 98.69 98.69 -0.01      
Mar10 080606 98.65 98.65 98.65 98.65 -0.01      
Total Volume and Open Interest 2,039 81,134 +0
Japanese Gov't Bonds(SGX)
Jun08 080606 134.60 134.60 133.89 134.36 -0.71 4,899 17,957 -1,503
Sep08 080606 133.80 133.85 133.20 133.81 -0.71 3,618 1,255 +587
Dec08 080606 133.81 133.81 133.81 133.81 -0.71      
Total Volume and Open Interest 8,517 19,212 -916
Euro-Bund(EUREX)
Jun08 080606 111.23 111.72 111.23 111.66 -0.39 1,948,932 759,172 -302,989
Sep08 080606 111.37 112.21 111.34 111.93 -0.26 789,751 593,516 +315,194
Dec08 080606 111.20 111.60 111.10 111.60 -0.11 57 152 +1
Total Volume and Open Interest 2,738,740 1,352,840 +12,206
Euro-Bobl(EUREX)
Jun08 080606 106.28 106.28 105.86 106.15 -0.06 970,844 404,690 -313,869
Sep08 080606 106.61 106.74 106.24 106.65 +0.03 575,580 695,236 +280,212
Dec08 080606 105.97 105.97 105.97 105.97 +0.01      
Total Volume and Open Interest 1,546,424 1,099,926 -33,657
3-Mth Euribor(EUREX)
Jun08 080606 94.935 94.980 94.935 94.970 -0.145 4,842 25,551 -3,491
Sep08 080606 94.785 94.785 94.710 94.775 -0.295 3,327 11,027 +2,552
Dec08 080606 94.650 94.660 94.500 94.615 -0.370 325 5,161 -7
Total Volume and Open Interest 10,050 50,980 -881
Long Gilt(LIFFE)
Jun08 080606 105~11 105~29 105~11 105~23 +0~10 3,368 0 -28,495
Sep08 080606 105~07 105~24 105~02 105~17 +0~10 68,491 0 -330,011
Total Volume and Open Interest 113,447 358,506 +0
3-Mth Short Sterling(LIFFE)
Jun08 080606 94.09 94.09 94.09 94.09 +0.02      
Sep08 080606 93.93 93.93 93.93 93.93 -0.01      
Dec08 080606 93.91 93.91 93.91 93.91 -0.01      
Mar09 080606 94.05 94.05 94.05 94.05 +0.02      
Jun09 080606 94.14 94.14 94.14 94.14 +0.03      
Sep09 080606 94.18 94.18 94.18 94.18 +0.04      
Total Volume and Open Interest 360,799 2,735,398 +0
3-Mth Euribor(LIFFE)
Jun08 080606 94.960 94.980 94.920 94.970 +0.010 63,512 688,673 -10,957
Sep08 080606 94.775 94.795 94.695 94.775 unch 119,267 615,358 -1,352
Dec08 080606 94.655 94.665 94.475 94.615 -0.030 120,691 626,450 +9,952
Total Volume and Open Interest 747,314 3,721,037 +18,483
3-Mth Aus T-Bills(SFE)
Jun08 080606 92.18 92.18 92.13 92.16 -0.03 20,515 0 -184,277
Sep08 080606 91.98 92.01 91.94 91.96 -0.06 26,608 0 -341,835
Dec08 080606 91.89 91.92 91.85 91.87 -0.08 19,837 0 -167,698
Mar09 080606 91.90 91.92 91.85 91.86 -0.09 7,911 0 -74,490
Jun09 080606 91.95 91.97 91.91 91.91 -0.10 4,569 0 -64,081
Sep09 080606 92.03 92.05 91.99 92.00 -0.10 2,840 0 -48,562
Dec09 080606 92.12 92.12 92.08 92.08 -0.12 1,441 0 -25,355
Mar10 080606 92.21 92.21 92.15 92.17 -0.12 160 0 -13,219
Jun10 080606 92.28 92.29 92.25 92.25 -0.12 200 0 -1,735
Sep10 080606 92.32 92.32 92.27 92.27 -0.14      
Total Volume and Open Interest 102,567 923,838 +632
10-Year Aus T-Bonds(SFE)
Jun08 080606 93.38 93.41 93.34 93.35 -0.11 25,698 0 -529,189
Sep08 080606 93.37 93.37 93.34 93.34 -0.12 7,462 0 -19,114
Total Volume and Open Interest 71,616 566,415 +18,112
3-Year Aus T-Bonds(SFE)
Jun08 080606 93.18 93.19 93.11 93.12 -0.11 81,080 0 -662,090
Sep08 080606 93.18 93.18 93.10 93.11 -0.11 11,469 0 -35,530
Total Volume and Open Interest 153,751 723,738 +26,118
Gold(CMX)
Jun08 080606 893.0 895.4 893.0 895.4 +23.6 612 2,842 +0
Aug08 080606 887.5 902.0 887.5 899.0 +23.5 95,355 255,633 +0
Oct08 080606 903.4 903.4 903.4 903.4 +23.6 458 13,672 +0
Dec08 080606 902.0 908.5 902.0 907.7 +23.7 1,779 51,135 +0
Feb09 080606 912.1 912.1 912.1 912.1 +23.7 317 17,556 +0
Apr09 080606 916.4 916.4 916.4 916.4 +23.7 1,410 10,328 +0
Jun09 080606 921.1 921.1 921.1 921.1 +23.7 1,130 13,300 +0
Aug09 080606 926.0 926.0 926.0 926.0 +23.7 1,365 4,269 +0
Oct09 080606 931.0 931.0 931.0 931.0 +23.8 4 678 +0
Dec09 080606 936.1 936.1 936.1 936.1 +23.8 614 12,750 +0
Feb10 080606 941.5 941.5 941.5 941.5 +23.8 127 118 +0
Apr10 080606 947.1 947.1 947.1 947.1 +23.8 5 11 +0
Total Volume and Open Interest 103,445 400,715 +0
Silver(CMX)
Jul08 080606 1724.0 1751.0 1722.0 1743.0 +26.0 21,404 61,622 +0
Sep08 080606 1753.4 1753.4 1753.4 1753.4 +26.4 1,615 16,547 +0
Dec08 080606 1762.0 1767.0 1762.0 1767.0 +26.8 873 21,227 +0
Mar09 080606 1765.0 1784.0 1765.0 1780.3 +27.0 370 5,789 +0
May09 080606 1789.2 1789.2 1789.2 1789.2 +27.1 351 2,761 +0
Jul09 080606 1798.0 1798.0 1798.0 1798.0 +27.2 28 3,497 +0
Sep09 080606 1806.6 1806.6 1806.6 1806.6 +27.3 50 264 +0
Total Volume and Open Interest 24,783 123,419 +0
Platinum(NYMEX)
Jul08 080606 2050.0 2081.3 2050.0 2081.3 +68.8 709 12,860 +0
Oct08 080606 2045.0 2085.3 2045.0 2085.3 +68.8 30 2,441 +0
Jan09 080606 2085.8 2085.8 2085.8 2085.8 +68.8 6 44 +0
Total Volume and Open Interest 745 15,345 +0
Palladium(NYMEX)
Jun08 080606 430.90 430.90 430.90 430.90 +8.00 21 400 +0
Sep08 080606 433.00 440.00 432.00 433.80 +6.40 282 14,338 +0
Dec08 080606 437.60 437.60 437.60 437.60 +6.30 4 2,254 +0
Total Volume and Open Interest 307 17,039 -2
Copper(CMX)
Jul08 080606 360.25 366.00 360.25 362.30 +8.00 11,364 50,163 +0
Sep08 080606 362.50 365.80 362.25 362.45 +7.90 5,761 26,702 +0
Dec08 080606 360.50 361.75 360.45 360.45 +7.85 2,579 11,320 +0
Mar09 080606 358.10 358.10 358.10 358.10 +7.70 532 2,700 +0
May09 080606 356.40 356.40 356.40 356.40 +7.50 21 454 +0
Total Volume and Open Interest 20,944 97,617 +0
Aluminum(CMX)
Jun08 080606 134.00 134.00 134.00 134.00 +2.50      
Jul08 080606 134.75 134.75 134.75 134.75 +2.50      
Aug08 080606 135.50 135.50 135.50 135.50 +2.50      
Sep08 080606 136.25 136.25 136.25 136.25 +2.50      
Oct08 080606 137.00 137.00 137.00 137.00 +2.50      
Nov08 080606 137.75 137.75 137.75 137.75 +2.50      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080606 12515 12518 12195 12214 -404 2,686 27,924 +0
Sep08 080606 12516 12516 12212 12213 -405 41 2,098 +0
Dec08 080606 12430 12460 12216 12216 -406 2 1,874 +0
Mar09 080606 12224 12224 12224 12224 -409      
Total Volume and Open Interest 2,922 31,918 +22
S & P 500(CME)
Jun08 080606 1392.20 1394.70 1358.50 1359.50 -45.80 36,433 0 -456,594
Sep08 080606 1395.00 1395.00 1361.00 1361.30 -45.90 13,661 0 -90,262
Dec08 080606 1363.40 1363.40 1363.40 1363.40 -46.20 25 0 -11,260
Mar09 080606 1366.90 1366.90 1366.90 1366.90 -46.20      
Total Volume and Open Interest 63,812 558,816 +680
S & P 500 E-Mini(Globex)
Jun08 080606 1404.50 1411.00 1358.50 1359.50 -45.75 1,991,538 0 -2,172,619
Sep08 080606 1407.75 1414.00 1360.25 1361.25 -46.00 25,539 0 -174,647
Total Volume and Open Interest 2,109,961 2,361,352 +5,405
NASDAQ 100(CME)
Jun08 080606 2037.50 2042.00 1988.00 1988.80 -67.50 1,406 0 -37,009
Sep08 080606 2040.00 2040.00 1997.50 1997.50 -67.50 59 0 -375
Dec08 080606 2007.50 2007.50 2007.50 2007.50 -67.50      
Total Volume and Open Interest 6,301 37,443 +57
NASDAQ 100 E-Mini(Globex)
Jun08 080606 2055.30 2062.80 1987.00 1988.80 -67.50 381,105 0 -390,605
Sep08 080606 2066.50 2070.80 1996.50 1997.50 -67.50 1,916 0 -8,264
Total Volume and Open Interest 471,006 399,838 +968
S & P Midcap 400(CME)
Jun08 080606 891.00 891.00 872.00 872.50 -26.00 36 0 -5,781
Sep08 080606 896.00 896.00 874.50 874.50 -25.70      
Dec08 080606 879.50 879.50 879.50 879.50 -25.70      
Total Volume and Open Interest 71 5,857 +0
Russell 2000(CME)
Jun08 080606 758.50 758.50 739.70 739.90 -24.40 437 0 -40,323
Sep08 080606 750.00 750.00 739.70 739.70 -24.40 7 0 -326
Total Volume and Open Interest 1,387 40,649 +0
Russell 2000 E-Mini(Globex)
Jun08 080606 763.80 766.90 739.70 739.90 -24.40 265,129 0 -734,586
Sep08 080606 763.60 766.20 739.70 739.70 -24.40 1,390 0 -9,762
Total Volume and Open Interest 280,114 744,348 +0
Nikkei 225(CME)
Jun08 080606 14575 14620 14485 14490 +135 69,268 217,780 +505
Sep08 080606 14590 14660 14515 14515 +155 2,860 4,585 +1,876
Total Volume and Open Interest 72,228 222,470 +2,383
Nikkei 225(SGX)
Jun08 080606 14575 14620 14485 14490 +135 69,268 217,780 +505
Sep08 080606 14590 14660 14515 14515 +155 2,860 4,585 +1,876
Dec08 080606 14455 14455 14455 14455 +145 0 12 +2
Total Volume and Open Interest 72,228 222,470 +2,383
CAC 40(EURONEXT)
Jun08 080606 4936.0 4973.0 4770.0 4796.5 -111.5 101,794 0 -550,273
Jul08 080606 4951.5 4985.0 4800.0 4809.5 -111.5 485 0 -1,913
Aug08 080606 4896.0 4896.0 4821.0 4826.5 -111.5 24 0 -253
Total Volume and Open Interest 140,670 557,010 +0
Hang Seng Index(HKFE)
Jun08 080606 24420 24497 24320 24437 +207 7,481 8,966 +986
Jul08 080606 24488 24500 24364 24460 +191 83 25 -39
Total Volume and Open Interest 7,570 9,085 +1,024
DAX(EUREX)
Jun08 080606 7004.5 7014.0 6749.5 6817.5 -137.5 193,512 259,257 -5,761
Sep08 080606 7077.0 7088.5 6825.0 6893.0 -138.5 2,535 10,714 +1,339
Dec08 080606 7153.5 7174.0 6916.5 6976.5 -139.5 1,480 5,190 +762
Total Volume and Open Interest 197,527 275,161 -3,660
FT-SE 100(EURONEXT)
Jun08 080606 6045.00 6087.50 5862.00 5918.50 -82.50 80,829 0 -487,038
Sep08 080606 6072.00 6115.50 5905.00 5948.00 -82.50 405 0 -14,944
Dec08 080606 5995.00 5995.00 5995.00 5995.00 -82.00 10 0 -4,455
Total Volume and Open Interest 105,999 506,437 +0
SPI 200(SFE)
Jun08 080606 5606.0 5639.0 5579.0 5581.0 +38.0 24,496 0 -258,710
Sep08 080606 5619.0 5636.0 5587.0 5587.0 +39.0 298 0 -3,148
Dec08 080606 5647.0 5647.0 5647.0 5647.0 +37.0 5 0 -1,658
Total Volume and Open Interest 27,845 254,918 -8,757
GSCI(CME)
Jun08 080606 808.00 842.00 808.00 842.00 +46.60 594 0 -16,120
Jul08 080606 813.00 847.00 813.00 846.00 +46.50 154 0 -11
Aug08 080606 191.64 191.64 191.64 191.64 +47.00      
Total Volume and Open Interest 168 16,131 +0
RJ/CRB Index(ICE)
Aug08 080606 573.05 575.50 572.60 575.50 +13.50 2 704 +0
Nov08 080606 588.00 588.00 588.00 588.00 +13.00 0 190 +0
Jan09 080606 591.00 591.00 591.00 591.00 +13.00 0 17 +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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