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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 Mon July 21, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080721 1455.75 1469.25 1408.50 1409.50 -60.50 3,716 56,953 -1,868
Sep08 080721 1448.00 1454.75 1403.00 1405.00 -53.50 1,519 28,620 -464
Nov08 080721 1441.00 1446.50 1401.25 1403.00 -45.00 9,025 262,602 -3,038
Jan09 080721 1460.00 1460.00 1418.00 1419.75 -44.00 138 31,041 +70
Mar09 080721 1470.00 1470.00 1431.00 1432.75 -42.75 130 9,140 -293
May09 080721 1476.00 1476.00 1435.00 1435.25 -39.75 148 14,470 +53
Jul09 080721 1470.25 1471.00 1435.00 1442.00 -37.50 142 11,314 +142
Total Volume and Open Interest 174,471 452,007 -8,582
Soybean Meal(CBOT)
Aug08 080721 396.30 396.30 376.80 377.00 -19.30 5,555 43,343 -2,390
Sep08 080721 391.30 391.30 373.30 373.30 -18.00 2,692 33,850 +704
Oct08 080721 379.80 379.80 366.00 366.30 -13.50 1,843 21,521 +325
Dec08 080721 376.00 376.60 364.50 365.30 -11.50 3,729 78,664 -1,592
Jan09 080721 375.20 375.90 368.10 368.10 -11.20 46 9,640 +121
Mar09 080721 380.00 380.00 371.60 371.60 -11.00 228 5,977 +7
May09 080721 379.20 379.50 372.10 372.10 -10.00 59 4,615 -25
Jul09 080721 376.20 381.80 369.00 374.00 -9.60 132 4,868 +3
Total Volume and Open Interest 56,755 213,132 -4,613
Soybean Oil(CBOT)
Aug08 080721 62.03 62.09 59.75 59.91 -2.18 5,056 41,246 -3,430
Sep08 080721 62.46 62.46 60.15 60.25 -2.21 3,162 33,265 -853
Oct08 080721 62.43 62.44 60.54 60.59 -2.23 2,266 19,513 +1,322
Dec08 080721 63.30 63.41 61.19 61.25 -2.25 3,595 118,070 +1,206
Jan09 080721 63.30 63.30 61.70 61.72 -2.27 4 8,438 +77
Mar09 080721 64.05 64.05 62.23 62.28 -2.20 157 8,696 +45
May09 080721 63.65 63.65 62.40 62.40 -2.17 28 7,418 +25
Jul09 080721 63.30 63.44 62.55 62.55 -2.15 160 7,375 +61
Total Volume and Open Interest 82,500 263,490 +1,502
Canola(WCE)
Jul08 080714 650.0 650.0 649.3 649.3 -15.7 15 0 -70,921
Total Volume and Open Interest 8,209 96,707 -2,497
Corn(CBOT)
Sep08 080721 606.25 609.25 584.00 589.25 -20.25 9,915 348,109 -6,393
Dec08 080721 625.75 628.25 602.75 608.25 -20.25 16,183 575,857 +790
Mar09 080721 646.00 647.25 622.50 627.75 -20.00 1,354 134,068 +3,792
May09 080721 650.00 655.25 635.00 640.00 -19.75 407 24,754 +629
Jul09 080721 663.25 663.50 644.25 648.25 -18.75 1,644 76,345 +1,302
Sep09 080721 650.25 653.50 644.00 644.75 -6.25 177 9,863 +62
Total Volume and Open Interest 241,395 1,309,066 +521
Wheat(CBOT)
Sep08 080721 797.75 803.00 786.25 791.00 -13.00 1,341 157,435 -1,201
Dec08 080721 825.00 826.50 811.00 814.75 -13.75 2,618 98,029 -693
Mar09 080721 845.75 847.50 835.00 838.00 -13.50 88 21,649 +985
May09 080721 864.75 867.00 850.00 853.00 -14.00 0 2,646 +43
Jul09 080721 876.00 877.00 862.25 865.75 -14.00 64 36,285 -46
Total Volume and Open Interest 79,004 336,158 +1,020
Wheat(KCBT)
Sep08 080721 835.00 836.00 822.00 823.00 -14.75 7,600 49,781 -219
Dec08 080721 859.00 859.00 834.00 847.00 -11.75 3,022 29,202 -432
Mar09 080721 870.75 875.00 863.50 866.00 -11.00 1,106 6,084 +576
May09 080721 885.00 885.00 878.25 879.00 -11.00 69 752 +28
Jul09 080721 887.25 888.00 877.00 877.00 -14.00 246 12,290 +38
Total Volume and Open Interest 13,424 101,255 -584
Wheat(MGE)
Jul08 080714 981.00 981.00 981.00 981.00 unch 7 71 +0
Sep08 080721 879.00 885.25 870.00 875.00 -13.00 1,876 13,129 -186
Dec08 080721 890.00 893.00 879.00 883.00 -12.00 2,302 20,760 -96
Mar09 080721 903.00 906.00 893.00 899.00 -4.00 454 3,809 -26
May09 080721 899.75 907.00 895.50 905.00 -3.00 20 1,549 +3
Total Volume and Open Interest 5,190 41,793 -256
Oats(CBOT)
Sep08 080721 401.50 401.50 385.75 386.00 -14.25 40 4,839 -29
Dec08 080721 414.25 415.75 404.00 404.00 -12.75 115 9,922 -171
Mar09 080721 430.75 430.75 423.00 423.00 -12.75 91 1,687 +7
May09 080721 443.25 445.00 435.00 435.00 -12.75 67 67 +67
Total Volume and Open Interest 1,196 16,654 -27
Rough Rice(CBOT)
Jul08 080714 19.94 19.94 19.94 19.94 +0.14 0 79 -192
Sep08 080721 17.90 17.91 17.60 17.61 -0.19 24 7,163 -73
Nov08 080721 17.95 18.08 17.85 17.85 -0.09 21 4,670 +16
Jan09 080721 18.25 18.25 18.15 18.15 -0.10 0 695 +0
Total Volume and Open Interest 246 13,060 -47
Live Cattle(CME)
Aug08 080721 97.730 98.635 97.550 98.500 +1.000 10,312 62,750 -2,158
Oct08 080721 105.080 105.785 105.080 105.700 +0.600 12,571 122,003 +1,944
Dec08 080721 108.450 108.600 108.000 108.450 +0.370 6,582 65,451 -1,031
Feb09 080721 109.680 110.100 109.500 109.850 +0.315 2,274 24,656 -2
Apr09 080721 111.550 112.150 111.385 111.950 +0.450 3,209 14,657 -194
Jun09 080721 109.500 109.850 109.100 109.750 +0.520 973 6,205 +892
Total Volume and Open Interest 66,752 298,089 +2,375
Feeder Cattle(CME)
Aug08 080721 113.850 114.900 113.850 114.650 +0.765 3,298 11,134 -160
Sep08 080721 114.535 115.500 114.200 115.080 +0.580 2,179 11,780 +256
Oct08 080721 116.450 116.635 115.635 115.900 -0.385 878 8,064 +325
Nov08 080721 117.250 117.600 116.500 117.200 -0.250 338 2,478 +182
Jan09 080721 116.200 116.550 115.800 116.050 -0.350 67 1,037 +5
Mar09 080721 116.000 116.035 115.800 115.800 -0.200 81 244 +29
Apr09 080721 116.100 116.100 115.700 115.700 -0.300 17 97 +14
Total Volume and Open Interest 5,325 34,273 +631
Lean Hogs(CME)
Aug08 080721 77.100 77.700 76.450 77.580 +0.680 12,537 28,887 -2,440
Oct08 080721 72.725 73.450 71.550 73.350 +0.700 15,259 84,265 +195
Dec08 080721 75.000 75.300 73.785 75.035 +0.205 11,015 69,048 -907
Feb09 080721 82.535 82.550 80.600 81.600 -0.935 2,566 21,821 +376
Apr09 080721 90.100 90.100 87.400 88.850 -0.935 2,264 18,821 +410
May09 080721 94.000 95.100 93.500 94.000 -1.500 82 847 +7
Jun09 080721 97.385 98.400 95.450 96.650 -1.800 658 14,315 +5
Jul09 080721 29.869 31.669 28.869 29.869 -2.000 145 639 +77
Total Volume and Open Interest 56,764 241,754 +1,218
Pork Bellies(CME)
Jul08 080721 64.500 65.000 62.500 64.800 +0.600 0 29 -15
Aug08 080721 63.500 65.050 62.900 63.700 +0.200 368 1,528 -143
Feb09 080721 90.700 91.200 90.480 90.480 -0.200 98 350 +41
Mar09 080721 93.750 93.750 93.750 93.750 -0.350 0 6 +0
May09 080721 29.969 29.969 29.969 29.969 unch 0 1 +0
Total Volume and Open Interest 447 2,031 +135
Class III Milk(CME)
Jul08 080721 18.15 18.18 18.15 18.15 -0.05 226 3,841 -78
Aug08 080721 18.90 19.04 18.35 18.72 -0.27 398 4,486 -154
Sep08 080721 19.80 19.85 19.42 19.73 -0.17 120 4,292 -63
Oct08 080721 19.73 19.85 19.45 19.72 -0.13 38 3,397 +2
Nov08 080721 19.65 19.83 19.46 19.74 -0.09 31 3,053 +1
Total Volume and Open Interest 592 33,545 +149
Cocoa(ICE)
Sep08 080721 2799 2879 2785 2825 +26 10,968 75,346 -2,884
Dec08 080721 2811 2886 2797 2834 +24 4,895 43,937 +519
Mar09 080721 2850 2850 2812 2832 +29 608 19,619 +103
May09 080721 2850 2850 2820 2834 +27 150 4,374 +66
Jul09 080721 2823 2833 2818 2831 +31 52 2,881 +21
Sep09 080721 2836 2836 2836 2836 +39 1 845 +1
Dec09 080721 2841 2841 2841 2841 +36 1 2,125 -1
Total Volume and Open Interest 11,981 151,231 +438
Coffee "C"(ICE)
Jul08 080721 135.40 135.40 135.40 135.40 -0.25 87 147 +80
Sep08 080721 137.75 138.15 136.60 137.30 -0.45 10,760 79,322 +137
Dec08 080721 141.60 141.65 140.35 141.00 -0.45 3,681 45,976 +1,417
Mar09 080721 144.60 145.25 144.00 144.55 -0.50 532 13,029 -165
May09 080721 146.95 147.45 146.50 146.75 -0.55 422 3,935 -172
Jul09 080721 148.90 148.90 148.90 148.90 -0.55 397 1,550 +238
Total Volume and Open Interest 27,457 145,515 -435
Orange Juice(ICE)
Sep08 080721 126.45 127.80 126.25 127.65 +1.55 646 19,105 +9
Nov08 080721 130.50 131.20 130.00 131.05 +1.40 166 4,104 -83
Jan09 080721 133.25 134.20 133.10 134.20 +1.35 89 2,054 -16
Mar09 080721 136.60 137.45 136.60 137.45 +1.20 63 2,603 +63
May09 080721 139.80 139.80 139.80 139.80 +1.15 0 58 +0
Jul09 080721 143.45 143.45 143.45 143.45 +1.15 0 3 +0
Total Volume and Open Interest 674 27,971 +43
Sugar #11(ICE)
Oct08 080721 12.49 12.72 12.24 12.48 -0.01 39,664 360,552 -4,094
Mar09 080721 14.00 14.25 13.82 14.03 -0.01 13,310 161,307 +2,103
May09 080721 14.08 14.40 14.04 14.22 -0.06 3,363 77,046 -299
Jul09 080721 14.30 14.51 14.14 14.31 -0.09 4,398 86,310 +1,297
Oct09 080721 14.60 14.77 14.42 14.60 -0.10 2,762 65,045 +623
Total Volume and Open Interest 123,054 813,223 -6,875
Sugar #14(ICE)
Sep08 080721 24.00 24.80 24.00 24.60 +0.04 14 1,254 -14
Nov08 080721 23.44 23.44 23.44 23.44 -0.05 196 2,754 +120
Jan09 080721 23.15 23.15 23.00 23.00 -0.20 69 1,978 -10
Mar09 080721 23.23 23.23 23.23 23.23 -0.01 72 1,509 -18
May09 080721 23.23 23.23 23.23 23.23 unch 49 838 +49
Total Volume and Open Interest 783 9,192 +1
London Cocoa(LCE)
Sep08 080721 1436 1496 1436 1463 +20 13,176 69,702 -3,463
Dec08 080721 1454 1492 1451 1467 +10 6,027 59,466 +577
Mar09 080721 1449 1481 1444 1460 +10 3,052 38,105 +49
May09 080721 1453 1471 1448 1462 +9 628 17,912 +130
Jul09 080721 1469 1469 1456 1465 +9 109 7,059 +54
Sep09 080721 1465 1465 1465 1465 +9 265 1,264 +243
Dec09 080721 1469 1469 1469 1469 +9 295 1,641 +100
Total Volume and Open Interest 16,488 197,725 +2,819
London Coffee(LCE)
Jul08 080721 2428.00 2440.00 2428.00 2429.00 -32.00 562 8,053 -163
Sep08 080721 2369.00 2374.00 2317.00 2347.00 -29.00 8,982 69,793 -1,126
Nov08 080721 2312.00 2315.00 2276.00 2288.00 -31.00 4,022 25,808 +1,439
Jan09 080721 2235.00 2235.00 2202.00 2209.00 -31.00 6,602 46,827 +226
Total Volume and Open Interest 5,738 150,105 -1,202
London Sugar(LCE)
Oct08 080721 357.00 362.00 353.70 358.40 +0.30 4,433 26,525 -803
Dec08 080721 367.50 372.30 365.50 370.00 -0.10 532 11,441 +21
Mar09 080721 385.80 388.20 381.30 385.70 -0.60 301 13,105 +91
May09 080721 390.00 390.00 387.00 389.90 -0.40 137 3,420 +34
Aug09 080721 392.00 393.00 392.00 393.00 +1.00 90 4,651 +3
Total Volume and Open Interest 7,756 63,108 -1,116
Cotton(ICE)
Oct08 080721 70.45 70.79 69.21 69.89 -0.46 152 5,339 +0
Dec08 080721 73.04 73.55 72.05 72.78 -0.46 8,262 165,487 +245
Mar09 080721 78.64 78.64 77.50 78.18 -0.46 1,018 31,436 +19
May09 080721 79.82 80.00 79.64 79.90 -0.48 233 3,099 -137
Jul09 080721 81.00 81.15 80.83 81.10 -0.53 223 6,726 -15
Oct09 080721 83.20 83.20 83.20 83.20 -0.73 0 122 +0
Total Volume and Open Interest 14,590 219,147 -3,448
Lumber(CME)
Sep08 080721 246.6 247.5 245.6 245.7 -0.9 483 9,527 -30
Nov08 080721 248.0 250.5 248.0 248.8 -1.1 341 3,097 +103
Jan09 080721 266.2 266.9 265.0 266.7 -0.8 79 1,386 +52
Mar09 080721 271.1 272.2 269.0 269.5 -2.1 0 110 +0
Total Volume and Open Interest 1,411 14,006 +193
Crude Oil(NYM)
Aug08 080721 128.88 132.05 128.63 131.04 +2.16 208,698 63,111 -17,518
Sep08 080721 129.50 132.75 129.12 131.82 +2.35 179,837 313,377 +2,708
Oct08 080721 130.70 133.13 129.63 132.26 +2.29 44,393 99,127 -315
Nov08 080721 131.44 133.36 130.12 132.68 +2.29 17,076 70,531 +116
Dec08 080721 131.00 133.93 130.48 133.04 +2.29 42,439 172,328 -1,843
Jan09 080721 132.16 134.00 131.15 133.33 +2.28 5,364 34,295 +563
Feb09 080721 133.14 133.55 131.35 133.55 +2.28 1,943 14,901 -216
Mar09 080721 133.67 133.67 133.67 133.67 +2.27 2,432 13,620 +2
Apr09 080721 133.73 133.73 133.73 133.73 +2.31 1,114 10,779 +335
May09 080721 133.68 133.68 133.68 133.68 +2.33 1,361 15,248 +1,145
Jun09 080721 132.25 133.59 132.00 133.59 +2.33 2,895 48,792 +822
Jul09 080721 133.49 133.49 133.49 133.49 +2.33 162 18,329 -34
Aug09 080721 133.38 133.38 133.38 133.38 +2.32 366 7,537 -46
Sep09 080721 133.29 133.29 133.29 133.29 +2.32 386 11,130 +120
Oct09 080721 133.20 133.20 133.20 133.20 +2.32 57 5,960 +12
Nov09 080721 133.11 133.11 133.11 133.11 +2.32 326 4,573 +39
Total Volume and Open Interest 755,588 1,280,655 -29,124
e-miNY Crude Oil(NYM)
Jul08 080619 136.100 137.850 131.650 131.925 -4.750 23,649 6,903 -1,183
Aug08 080721 129.125 132.075 128.650 131.050 +2.175 20,367 5,267 -1,593
Sep08 080721 129.275 132.750 129.075 131.825 +2.350 10,504 5,351 +1,930
Oct08 080721 130.700 133.100 129.650 132.250 +2.275 404 760 +94
Nov08 080721 130.950 132.675 130.950 132.675 +2.275 38 299 -5
Dec08 080721 131.500 133.050 130.775 133.050 +2.300 3 57 +2
Jan09 080721 133.325 133.325 133.325 133.325 +2.275 1 2 +0
Feb09 080721 133.550 133.550 133.550 133.550 +2.275 1 2 +0
Mar09 080721 133.675 133.675 133.675 133.675 +2.275      
Apr09 080721 133.725 133.725 133.725 133.725 +2.300 0 1 +1
Total Volume and Open Interest 37,657 11,399 +16
Heating Oil(NYM)
Aug08 080721 371.50 377.45 369.33 374.79 +5.64 34,635 33,060 -2,573
Sep08 080721 374.75 380.26 372.29 377.84 +5.59 16,942 57,485 +168
Oct08 080721 377.80 383.30 375.90 381.19 +5.49 5,772 21,944 -685
Nov08 080721 386.00 386.76 379.58 384.94 +5.54 2,040 13,046 -144
Dec08 080721 387.71 390.26 383.60 388.64 +5.59 3,972 21,084 -761
Jan09 080721 391.00 393.17 386.50 391.69 +5.59 1,043 15,646 -117
Feb09 080721 393.40 393.40 388.75 393.04 +5.64 401 5,215 +21
Mar09 080721 389.75 391.40 386.99 391.04 +5.69 339 5,831 +34
Apr09 080721 384.80 387.83 384.80 386.84 +5.74 83 2,713 +18
May09 080721 380.00 382.94 380.00 382.94 +5.79 59 1,536 +1
Jun09 080721 380.00 380.14 376.00 380.14 +5.84 894 20,337 +47
Jul09 080721 377.94 379.44 377.94 379.44 +5.74 30 1,235 +9
Total Volume and Open Interest 77,029 228,542 +880
Gasoline(NYMEX)
Aug08 080721 318.60 323.72 316.65 321.71 +4.62 32,418 38,056 -2,277
Sep08 080721 318.61 326.15 318.61 323.76 +4.72 22,606 71,132 +1,912
Oct08 080721 312.49 316.21 309.10 314.16 +4.72 12,238 39,103 -980
Nov08 080721 313.65 317.50 310.86 315.91 +4.72 4,861 18,032 +705
Dec08 080721 317.00 319.00 312.68 317.86 +4.67 4,093 26,220 +396
Jan09 080721 318.33 320.46 316.00 320.46 +4.67 732 10,079 -81
Feb09 080721 319.40 323.06 319.40 323.06 +4.67 506 4,782 +18
Mar09 080721 326.26 326.26 326.26 326.26 +4.67 160 3,454 +33
Apr09 080721 342.26 342.26 342.26 342.26 +4.67 44 7,922 +25
May09 080721 338.00 342.91 338.00 342.91 +4.67 19 4,456 +0
Total Volume and Open Interest 77,876 240,779 -149
e-miNY RBOB Gasoline(NYM)
Aug08 080718 317.09 317.09 317.09 317.09 -34.63 2 2 -1
Sep08 080721 323.76 323.76 323.76 323.76 +4.72      
Oct08 080721 314.16 314.16 314.16 314.16 +4.72      
Nov08 080721 315.91 315.91 315.91 315.91 +4.72      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug08 080721 10.632 10.793 10.322 10.510 -0.060 70,565 64,938 -4,171
Sep08 080721 10.684 10.862 10.400 10.585 -0.054 22,132 124,054 +695
Oct08 080721 10.774 10.917 10.541 10.695 -0.049 15,480 83,660 +1,455
Nov08 080721 11.200 11.250 10.890 11.045 -0.019 9,643 56,053 +2,674
Dec08 080721 11.499 11.633 11.266 11.415 -0.024 4,483 42,693 +251
Jan09 080721 11.787 11.850 11.470 11.630 -0.029 7,280 64,604 +131
Feb09 080721 11.770 11.848 11.435 11.600 -0.034 2,082 21,352 -80
Mar09 080721 11.518 11.540 11.220 11.375 -0.034 8,674 56,991 +539
Apr09 080721 10.310 10.335 10.034 10.165 -0.034 6,627 57,657 +1,994
May09 080721 10.131 10.131 9.939 10.025 -0.034 2,859 40,693 +1,675
Jun09 080721 10.000 10.102 10.000 10.102 -0.034 303 19,269 +5
Jul09 080721 10.112 10.195 10.112 10.192 -0.034 413 17,485 -27
Aug09 080721 10.190 10.290 10.190 10.260 -0.034 941 16,733 +120
Sep09 080721 10.264 10.292 10.240 10.292 -0.034 224 15,516 -12
Oct09 080721 10.320 10.396 10.300 10.365 -0.034 875 33,809 +957
Nov09 080721 10.800 10.800 10.602 10.660 -0.034 247 17,226 +10
Total Volume and Open Interest 327,942 960,695 -790
Brent Crude Oil(ICE)
Sep08 080721 131.04 133.57 130.19 132.61 +2.42 102,935 94,037 -5,918
Oct08 080721 131.79 134.40 131.11 133.51 +2.40 42,158 110,486 +4,823
Nov08 080721 132.69 135.05 131.96 134.35 +2.40 19,386 33,244 +1,652
Dec08 080721 133.45 135.73 132.68 135.04 +2.38 21,368 61,537 +530
Jan09 080721 135.10 136.27 133.41 135.72 +2.36 4,091 27,155 -20
Feb09 080721 134.74 136.81 133.93 136.26 +2.33 1,767 21,224 +150
Mar09 080721 137.00 137.15 134.23 136.58 +2.33 1,189 10,948 -10
Apr09 080721 136.96 136.96 134.37 136.73 +2.36 1,167 13,012 +237
May09 080721 136.96 136.96 134.35 136.74 +2.40 1,169 6,876 +589
Jun09 080721 136.85 136.85 134.24 136.65 +2.43 1,726 22,249 +346
Jul09 080721 136.62 136.62 136.62 136.62 +2.40 0 6,528 -30
Aug09 080721 136.56 136.56 136.56 136.56 +2.42 0 2,234 +27
Sep09 080721 136.51 136.51 136.51 136.51 +2.43 0 4,834 +10
Oct09 080721 136.46 136.46 136.46 136.46 +2.44 0 2,133 +0
Total Volume and Open Interest 263,201 515,552 +7,326
Gas Oil(ICE)
Aug08 080721 1211.25 1228.25 1206.00 1212.00 +0.75 42,240 59,916 -1,780
Sep08 080721 1214.75 1232.75 1211.75 1216.75 +0.25 32,952 59,992 +1,783
Oct08 080721 1220.75 1236.00 1217.25 1221.25 +0.25 11,271 23,323 +1,142
Nov08 080721 1229.50 1239.00 1222.25 1225.50 -0.25 6,134 16,206 +563
Dec08 080721 1234.75 1245.00 1226.00 1229.75 -1.25 8,253 34,972 -609
Jan09 080721 1238.75 1250.25 1233.50 1235.25 -1.00 2,539 24,161 +464
Feb09 080721 1242.00 1242.00 1234.75 1236.25 -0.75 1,003 8,141 +608
Mar09 080721 1232.00 1235.75 1230.75 1232.00 -0.75 486 9,147 +309
Apr09 080721 1231.75 1231.75 1226.50 1227.50 -0.25 236 5,006 +170
May09 080721 1227.00 1229.00 1223.00 1223.00 -0.50 563 3,384 +245
Total Volume and Open Interest 112,178 303,517 +3,270
Ethanol(CBOT)
Jul08 080703 2.863 2.863 2.863 2.863 +0.002 5 269 -3
Aug08 080721 2.350 2.384 2.345 2.373 -0.044 41 301 -34
Sep08 080721 2.330 2.360 2.320 2.347 -0.052 18 326 +3
Oct08 080721 2.330 2.355 2.325 2.331 -0.049 1 205 +0
Nov08 080721 2.330 2.365 2.325 2.330 -0.040 0 127 +0
Dec08 080721 2.320 2.365 2.320 2.330 -0.030 8 147 +0
Jan09 080721 2.350 2.350 2.350 2.350 -0.010 0 153 +0
Feb09 080721 2.350 2.350 2.350 2.350 -0.010 5 114 +0
Total Volume and Open Interest 77 2,514 -27
US Dollar Index(ICE)
Sep08 080721 72.420 72.480 72.005 72.220 -0.205 1,498 34,532 -265
Dec08 080721 72.835 72.855 72.615 72.615 -0.220 11 2,534 +5
Mar09 080721 73.215 73.215 73.000 73.000 -0.215 0 114 +0
Total Volume and Open Interest 4,148 37,445 -1,210
Australian Dollar(CME)
Sep08 080721 96.50 97.02 96.33 96.85 +0.53 310 104,662 +591
Dec08 080721 95.50 95.82 95.20 95.73 +0.53 300 954 +9
Mar09 080721 94.64 94.64 94.11 94.64 +0.53 0 617 +0
Total Volume and Open Interest 41,419 105,756 +1,447
British Pound(CME)
Sep08 080721 199.00 199.55 198.23 199.04 +0.08 50 110,750 +1,425
Dec08 080721 197.31 198.15 196.95 197.70 +0.08 0 1,197 -2
Mar09 080721 196.42 196.64 195.95 196.42 +0.08 0 298 +0
Total Volume and Open Interest 75,005 111,476 +715
Canadian Dollar(CME)
Sep08 080721 99.40 99.97 99.19 99.82 +0.52 9 89,885 +833
Dec08 080721 99.20 99.80 99.19 99.76 +0.52 0 5,190 -40
Mar09 080721 99.40 99.76 99.19 99.71 +0.52 3 1,089 +0
Jun09 080721 99.69 99.69 99.15 99.69 +0.54 0 1,278 +68
Total Volume and Open Interest 52,444 97,887 +236
Japanese Yen(CME)
Sep08 080721 93.84 94.32 93.61 93.98 +0.14 23 167,577 -10,679
Dec08 080721 94.48 94.81 94.16 94.50 +0.14 0 23,154 +1
Mar09 080721 95.07 95.07 94.93 95.07 +0.14 0 533 +0
Total Volume and Open Interest 171,565 205,414 -3,620
Swiss Franc(CME)
Sep08 080721 97.84 98.39 97.69 97.98 +0.09 20 57,450 -1,752
Dec08 080721 97.94 98.42 97.84 98.07 +0.09 0 1,138 +0
Mar09 080721 98.14 98.27 98.05 98.14 +0.09 0 335 +0
Total Volume and Open Interest 75,879 60,721 -1,099
EuroFX(CME)
Sep08 080721 157.95 158.85 157.83 158.47 +0.51 35 169,910 -1,925
Dec08 080721 157.40 158.13 157.12 157.71 +0.51 8 2,892 -4
Mar09 080721 157.03 157.08 156.52 157.03 +0.51 0 414 +0
Total Volume and Open Interest 223,383 175,719 -1,961
Mexican Peso(CME)
Aug08 080721 981.2 981.2 977.5 981.2 +3.8      
Sep08 080721 973.2 980.8 973.0 977.8 +3.8 238 111,394 +1,358
Total Volume and Open Interest 19,016 110,828 +1,025
30-Year T-Bonds(CBOT)
Sep08 080721 114~105 114~295 114~020 114~175 +0~070 294,066 897,729 +9,375
Dec08 080721 113~035 113~285 113~020 113~180 +0~075 357 2,885 +277
Mar09 080721 112~155 112~155 112~080 112~155 +0~075 3 20 +0
Total Volume and Open Interest 352,152 891,519 -13,374
10-Year T-Notes(CBOT)
Sep08 080721 113~190 114~020 113~105 113~245 +0~050 1,086,041 1,805,003 -9,353
Dec08 080721 112~070 112~170 112~070 112~155 +0~050 212 12,271 +144
Mar09 080721 111~155 111~155 111~105 111~155 +0~050      
Total Volume and Open Interest 1,171,172 1,829,501 +25,012
5-Year T-Notes(CBOT)
Sep08 080721 110~058 110~092 110~016 110~065 +0~004 659,698 0 +0
Dec08 080721 109~087 109~114 109~087 109~114 +0~005 230 17,989 +517
Mar09 080721 109~114 109~114 109~110 109~114 +0~005      
Total Volume and Open Interest 734,896 1,566,429 -2,405
2 Year T-Notes(CBOT)
Sep08 080721 105~082 105~097 105~059 105~082 -0~003 262 878,087 -7,885
Dec08 080721 105~022 105~026 105~022 105~022 -0~003 0 362 +285
Mar09 080721 105~022 105~026 105~022 105~022 -0~003      
Total Volume and Open Interest 293,473 885,477 -3,744
Eurodollars(CME)
Sep08 080721 97.065 97.100 97.025 97.075 unch 2,463 1,415,794 -17,890
Dec08 080721 96.785 96.855 96.750 96.820 +0.005 9,666 1,653,822 -24,458
Mar09 080721 96.695 96.765 96.620 96.725 +0.025 5,282 1,445,687 +5,027
Jun09 080721 96.440 96.555 96.380 96.505 +0.025 4,470 1,188,650 -3,421
Sep09 080721 96.155 96.255 96.075 96.200 +0.010 4,181 924,890 -10,286
Dec09 080721 95.835 95.930 95.755 95.875 unch 6,315 744,273 +1,860
Mar10 080721 95.590 95.690 95.525 95.635 -0.010 3,454 557,494 +2,077
Jun10 080721 95.395 95.495 95.335 95.445 -0.005 2,102 329,436 -7,153
Sep10 080721 95.245 95.360 95.205 95.310 -0.005 1,672 230,002 -811
Dec10 080721 95.170 95.245 95.090 95.200 unch 1,156 218,619 -4,147
Mar11 080721 95.165 95.200 95.050 95.155 unch 1,888 159,875 +4,013
Jun11 080721 95.065 95.150 95.000 95.105 unch 1,222 141,071 -341
Sep11 080721 95.085 95.085 94.975 95.075 +0.005 800 87,303 -648
Dec11 080721 95.025 95.025 94.915 95.020 +0.010 990 87,661 +134
Mar12 080721 94.950 95.020 94.910 95.000 +0.015 2,348 98,011 -504
Jun12 080721 94.905 94.995 94.880 94.965 +0.020 1,801 70,092 +667
Sep12 080721 94.880 94.955 94.865 94.930 +0.020 510 60,268 -537
Dec12 080721 94.810 94.890 94.800 94.870 +0.025 596 40,898 -545
Total Volume and Open Interest 3,126,761 9,724,294 +17,459
30 Day Federal Funds(CBOT)
Jul08 080721 98.010 98.010 98.005 98.005 unch 34 80,109 -1,822
Aug08 080721 97.980 97.990 97.980 97.985 unch 41 138,912 -125
Sep08 080721 97.940 97.950 97.920 97.940 unch 27 87,633 -172
Oct08 080721 97.890 97.900 97.860 97.890 unch 0 100,511 +1,939
Nov08 080721 97.790 97.805 97.765 97.795 -0.010 9 125,116 +3,618
Dec08 080721 97.750 97.760 97.715 97.750 unch 9 50,004 +511
Total Volume and Open Interest 46,106 625,106 -2,244
30 Day Fed Funds(e-CBOT)
Jul08 080721 98.010 98.010 98.005 98.005 unch 4,718 80,109 -1,822
Aug08 080721 97.980 97.990 97.980 97.985 +0.005 4,476 138,912 -125
Sep08 080721 97.940 97.950 97.920 97.940 +0.010 6,410 87,633 -172
Oct08 080721 97.890 97.900 97.860 97.890 +0.015 8,500 100,511 +1,939
Nov08 080721 97.790 97.805 97.765 97.795 +0.005 10,468 125,116 +3,618
Dec08 080721 97.750 97.760 97.715 97.750 +0.015 5,033 50,004 +511
Total Volume and Open Interest 42,765 627,911 +7,851
3-Mth Euro-Yen(CME)
Sep08 080721 99.15 99.15 99.15 99.15 unch 0 6,282 +0
Dec08 080721 99.12 99.12 99.12 99.12 unch 0 2,489 +0
Mar09 080721 99.08 99.08 99.08 99.08 unch 0 1,752 -20
Jun09 080721 99.01 99.01 99.01 99.01 unch 0 472 +0
Sep09 080721 98.95 98.95 98.95 98.95 unch 0 540 +0
Dec09 080721 98.88 98.88 98.88 98.88 unch 0 1 +0
Mar10 080721 98.77 98.77 98.77 98.77 unch      
Jun10 080721 98.72 98.72 98.72 98.72 unch      
Sep10 080721 98.68 98.68 98.68 98.68 unch      
Dec10 080721 98.78 98.78 98.78 98.78 unch      
Total Volume and Open Interest 0 11,536 -20
3-Mth Euro-Yen(SGX)
Sep08 080721 99.14 99.14 99.14 99.14 unch 18 21,692 +0
Dec08 080721 99.12 99.12 99.12 99.12 unch 1 15,316 -1
Mar09 080721 99.08 99.08 99.08 99.08 unch 43 9,560 -77
Jun09 080721 99.01 99.01 99.01 99.01 unch 78 4,487 +58
Sep09 080721 98.95 98.95 98.95 98.95 unch 0 1,368 +0
Dec09 080721 98.89 98.89 98.89 98.89 unch 0 479 +0
Mar10 080721 98.78 98.78 98.78 98.78 unch 0 450 +0
Jun10 080721 98.72 98.72 98.72 98.72 unch 0 450 +0
Total Volume and Open Interest 140 57,982 -83
Japanese Gov't Bonds(SGX)
Sep08 080716 136.75 136.75 136.27 136.45 -0.16 1,334 15,499 -447
Dec08 080718 136.50 136.50 136.50 136.50 +0.16      
Mar09 080718 136.50 136.50 136.50 136.50 +0.16      
Total Volume and Open Interest 1,259 15,562 -101
Euro-Bund(EUREX)
Sep08 080721 110.75 110.95 110.14 110.20 -0.65 858,500 1,190,591 -17,744
Dec08 080721 110.49 110.55 109.91 109.93 -0.67 109 2,747 -3,264
Mar09 080721 109.93 109.93 109.93 109.93 -0.67      
Total Volume and Open Interest 858,609 1,193,338 -21,008
Euro-Bobl(EUREX)
Sep08 080721 105.93 106.07 105.54 105.59 -0.37 571,270 904,076 -2,958
Dec08 080721 105.65 105.65 105.65 105.65 -0.37 0 4,410 +0
Mar09 080721 105.59 105.59 105.59 105.59 -0.38      
Total Volume and Open Interest 571,270 908,486 -2,958
3-Mth Euribor(EUREX)
Sep08 080721 94.945 94.950 94.930 94.930 -0.020 1,181 19,593 -345
Dec08 080721 94.835 94.835 94.775 94.775 -0.070 435 7,985 -6
Mar09 080721 94.865 94.870 94.780 94.780 -0.105 319 3,114 +4
Total Volume and Open Interest 2,786 36,073 -377
Long Gilt(LIFFE)
Sep08 080721 105~17 105~27 105~09 105~11 -0~04 112,045 306,715 -3,427
Dec08 080721 106~32 106~32 106~32 106~32 -0~04 0 50 +0
Total Volume and Open Interest 98,773 310,192 -3,096
3-Mth Short Sterling(LIFFE)
Sep08 080721 94.10 94.12 94.08 94.09 +0.01 41,584 373,349 +792
Dec08 080721 94.08 94.14 94.08 94.10 +0.04 65,147 462,039 -9,600
Mar09 080721 94.23 94.31 94.23 94.26 +0.07 94,086 434,597 -8,759
Jun09 080721 94.26 94.35 94.26 94.30 +0.07 66,518 330,237 -4,345
Sep09 080721 94.25 94.32 94.25 94.26 +0.06 50,114 194,289 +1,030
Dec09 080721 94.20 94.25 94.18 94.19 +0.03 31,264 182,184 +270
Total Volume and Open Interest 248,137 2,215,740 +4,224
3-Mth Euribor(LIFFE)
Sep08 080721 94.935 94.955 94.925 94.930 -0.020 73,395 667,879 +1,707
Dec08 080721 94.810 94.860 94.770 94.775 -0.070 105,388 627,616 +14,875
Mar09 080721 94.835 94.900 94.770 94.780 -0.105 108,919 484,639 +7,319
Total Volume and Open Interest 588,037 3,213,558 +32,951
3-Mth Aus T-Bills(SFE)
Sep08 080721 92.21 92.23 92.18 92.22 +0.01 10,099 347,790 +2,952
Dec08 080721 92.21 92.25 92.16 92.23 +0.02 12,032 244,240 +6,398
Mar09 080721 92.28 92.31 92.22 92.29 +0.01 9,876 117,120 +3,649
Jun09 080721 92.36 92.36 92.27 92.35 unch 3,262 81,991 +1,027
Sep09 080721 92.43 92.43 92.34 92.41 -0.01 715 49,563 +770
Dec09 080721 92.50 92.50 92.40 92.47 -0.03 758 35,076 +351
Mar10 080721 92.57 92.57 92.46 92.53 -0.04 718 21,431 +423
Jun10 080721 92.50 92.60 92.49 92.56 -0.06 1,215 10,041 +734
Sep10 080721 92.53 92.59 92.52 92.58 -0.04 238 1,857 +232
Dec10 080721 92.58 92.58 92.58 92.58 -0.04 1 1,106 -74
Total Volume and Open Interest 51,056 911,862 +16,452
10-Year Aus T-Bonds(SFE)
Sep08 080721 93.59 93.62 93.56 93.60 -0.06 14,182 464,886 +15,140
Dec08 080721 93.60 93.60 93.60 93.60 -0.06      
Total Volume and Open Interest 30,654 464,886 +15,140
3-Year Aus T-Bonds(SFE)
Sep08 080721 93.56 93.57 93.46 93.51 -0.04 26,882 510,048 +15,958
Dec08 080721 93.51 93.51 93.51 93.51 -0.04      
Total Volume and Open Interest 53,204 510,048 +15,958
Gold(CMX)
Aug08 080721 957.3 969.0 955.7 963.7 +5.7 124,015 250,974 -8,429
Oct08 080721 963.8 974.1 961.6 968.9 +5.8 2,665 21,113 +518
Dec08 080721 966.8 979.1 966.3 974.1 +5.8 13,251 118,788 +6,288
Feb09 080721 979.4 983.2 975.0 979.7 +6.0 1,496 25,116 +255
Apr09 080721 980.2 985.0 980.2 985.0 +6.2 738 15,321 +585
Jun09 080721 985.8 991.6 985.8 990.5 +6.4 80 16,523 -18
Aug09 080721 996.3 996.3 996.3 996.3 +6.7 1,120 8,845 +1,051
Oct09 080721 1002.2 1002.2 1002.2 1002.2 +7.0 100 991 +100
Dec09 080721 1008.3 1008.3 1008.3 1008.3 +7.1 1,284 14,045 -174
Feb10 080721 1015.0 1015.0 1015.0 1015.0 +7.3 14 112 +2
Apr10 080721 1021.7 1021.7 1021.7 1021.7 +7.4 14 15 -5
Jun10 080721 1028.6 1028.6 1028.6 1028.6 +7.6 56 3,251 -1
Total Volume and Open Interest 264,673 495,802 +10,736
Silver(CMX)
Jul08 080721 1823.5 1845.5 1823.5 1836.2 +22.7 76 75 -31
Sep08 080721 1821.5 1853.5 1820.0 1842.5 +22.5 27,476 72,744 -1,033
Dec08 080721 1844.0 1866.0 1839.0 1858.2 +22.7 1,428 36,415 -19
Mar09 080721 1874.5 1874.5 1868.0 1874.2 +23.4 144 7,095 +1
May09 080721 1878.0 1884.8 1878.0 1884.8 +24.0 12 4,195 +5
Jul09 080721 1885.0 1895.4 1885.0 1895.4 +24.6 7 5,779 +6
Sep09 080721 1896.0 1905.8 1896.0 1905.8 +25.4 5 765 +0
Total Volume and Open Interest 41,052 143,375 +1,034
Platinum(NYMEX)
Jul08 080721 1854.0 1854.0 1854.0 1854.0 -4.3 0 77 -2
Oct08 080721 1855.3 1884.9 1842.7 1851.0 -4.3 2,440 14,337 +353
Jan09 080721 1865.0 1865.0 1856.1 1856.1 -4.3 12 164 +10
Total Volume and Open Interest 2,874 14,217 +230
Palladium(NYMEX)
Sep08 080721 416.50 423.00 413.00 415.00 -1.60 1,437 12,687 -365
Dec08 080721 423.95 423.95 418.30 418.30 -1.60 14 2,250 -10
Mar09 080721 422.80 422.80 422.80 422.80 -1.60 0 45 +0
Total Volume and Open Interest 1,498 15,357 -266
Copper(CMX)
Jul08 080721 370.00 372.00 370.00 371.00 +2.35 494 2,021 -102
Sep08 080721 366.90 371.35 366.75 368.10 +1.20 11,159 58,148 -1,018
Dec08 080721 364.40 367.50 364.15 365.90 +1.85 3,221 26,370 +149
Mar09 080721 364.15 364.15 362.60 362.60 +2.25 925 7,725 -266
May09 080721 360.10 360.10 360.10 360.10 +2.30 22 1,425 +6
Total Volume and Open Interest 25,167 110,743 +3,661
Aluminum(CMX)
Jul08 080721 1.38 1.38 1.38 1.38 -136.22      
Aug08 080721 1.39 1.39 1.39 1.39 -136.96      
Sep08 080721 1.39 1.39 1.39 1.39 -137.71      
Oct08 080721 1.40 1.40 1.40 1.40 -138.45      
Nov08 080721 140.60 140.60 140.60 140.60 unch      
Dec08 080721 141.55 141.55 141.55 141.55 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep08 080721 11481 11560 11410 11465 -36 7,672 29,835 -878
Dec08 080721 11460 11499 11460 11464 -35 28 1,957 -32
Mar09 080721 11476 11511 11476 11476 -35      
Jun09 080721 11489 11524 11489 11489 -35      
Total Volume and Open Interest 12,310 32,747 +384
S & P 500(CME)
Sep08 080721 1259.60 1268.70 1255.40 1261.60 +1.20 28,382 540,319 -11,646
Dec08 080721 1265.50 1268.50 1259.30 1263.50 +1.20 549 14,682 +525
Mar09 080721 1266.10 1271.40 1261.90 1266.10 +1.20 0 249 +0
Jun09 080721 1269.80 1275.10 1265.60 1269.80 +1.20 50 170 +50
Total Volume and Open Interest 56,750 566,989 +776
S & P 500 E-Mini(Globex)
Sep08 080721 1259.25 1269.00 1255.00 1261.50 +1.00 1,921,007 2,396,206 -83,461
Dec08 080721 1262.25 1270.25 1257.25 1263.50 +1.25 4,984 47,879 +2,190
Total Volume and Open Interest 2,897,787 2,530,668 +18,700
NASDAQ 100(CME)
Sep08 080721 1827.30 1845.00 1813.00 1827.50 -1.30 3,541 28,806 -55
Dec08 080721 1842.50 1846.00 1830.00 1836.30 -1.20 15 9 -6
Mar09 080721 1845.00 1846.30 1845.00 1845.00 -1.30      
Total Volume and Open Interest 4,366 28,881 -980
NASDAQ 100 E-Mini(Globex)
Sep08 080721 1827.80 1845.00 1813.30 1827.50 -1.30 430,280 309,090 +5,573
Dec08 080721 1845.00 1853.00 1822.50 1836.30 -1.20 358 3,367 +4
Total Volume and Open Interest 533,267 306,882 -3,340
S & P Midcap 400(CME)
Sep08 080721 802.50 807.70 800.00 807.70 +8.90 48 4,433 -6
Dec08 080721 809.65 809.65 809.25 809.65 +8.90 0 2 +0
Mar09 080721 816.55 816.55 816.15 816.55 +8.90      
Total Volume and Open Interest 58 4,441 +8
Russell 2000(CME)
Sep08 080721 689.95 699.50 688.50 699.40 +8.70 937 36,506 -320
Total Volume and Open Interest 1,865 36,826 -610
Russell 2000 E-Mini(Globex)
Sep08 080721 690.60 699.80 688.30 699.40 +8.70 236,991 661,241 -5,283
Total Volume and Open Interest 285,287 666,524 -3,573
Nikkei 225(CME)
Sep08 080718 13015 13035 12770 12850 -80 57,777 193,155 +5,513
Dec08 080718 12955 12980 12730 12760 -85 191 620 +15
Total Volume and Open Interest 57,968 194,016 +5,528
Nikkei 225(SGX)
Sep08 080718 13015 13035 12770 12850 -80 57,777 193,155 +5,513
Dec08 080718 12955 12980 12730 12760 -85 191 620 +15
Mar09 080718 12770 12770 12770 12770 -85      
Total Volume and Open Interest 57,968 194,016 +5,528
CAC 40(EURONEXT)
Aug08 080721 4312.5 4374.5 4273.0 4341.0 +26.5 149,671 465,230 +43,211
Sep08 080721 4331.5 4388.0 4291.0 4356.0 +26.5 650 36,791 +221
Oct08 080721 4369.0 4369.0 4369.0 4369.0        
Hang Seng Index(HKFE)
Jul08 080721 22444 22675 22404 22605 +631 6,519 81,037 -10,016
Aug08 080721 22450 22661 22450 22578 +597 70 417 -499
Sep08 080721 22360 22525 22360 22491 +607 7 79 +70
Total Volume and Open Interest 6,601 81,545 -10,515
DAX(EUREX)
Sep08 080721 6435.0 6534.0 6388.5 6476.0 +54.5 189,512 209,887 -7,332
Dec08 080721 6510.5 6603.5 6462.0 6549.5 +56.0 658 13,195 +19
Mar09 080721 6562.0 6684.5 6543.0 6631.5 +56.5 284 3,477 -80
Total Volume and Open Interest 211,251 233,952 +6,749
FT-SE 100(EURONEXT)
Sep08 080721 5372.00 5450.00 5334.00 5399.00 +28.50 158,265 476,604 +7,209
Dec08 080721 5381.00 5468.00 5377.50 5435.50 +29.50 22 8,602 +6
Mar09 080721 5453.00 5467.50 5435.00 5442.00 +33.00 4 48 +4
Total Volume and Open Interest 151,733 478,035 +1,094
SPI 200(SFE)
Sep08 080721 4843.0 5016.0 4841.0 5002.0 +151.0 19,261 237,565 +9,377
Dec08 080721 4944.0 5051.0 4944.0 5051.0 +151.0 22 2,641 +21
Mar09 080721 5057.0 5057.0 5057.0 5057.0 +150.0 0 474 -21
Total Volume and Open Interest 22,448 240,926 +9,377
GSCI(CME)
Aug08 080721 146.64 151.84 138.14 151.44 +11.30 197 14,590 +18
Sep08 080721 154.64 154.64 144.14 154.64 +9.90 1 1 +1
Oct08 080721 151.64 151.64 141.64 151.64 +8.90      
Total Volume and Open Interest 411 14,597 -8
RJ/CRB Index(ICE)
Aug08 080721 566.00 566.85 564.60 565.90 -0.10 16 694 -4
Nov08 080721 579.65 579.65 579.65 579.65 -0.35 0 732 +0
Jan09 080721 586.55 586.55 586.55 586.55 -0.45 0 206 +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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