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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 28, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080728 1404.00 1429.75 1384.25 1400.25 +1.50 5,506 31,623 -9,522
Sep08 080728 1388.75 1421.50 1381.25 1396.25 +7.75 2,883 27,703 +778
Nov08 080728 1401.00 1421.00 1380.25 1396.00 +9.50 7,222 249,870 -1,710
Jan09 080728 1431.75 1436.75 1398.00 1413.25 +9.25 269 32,514 +188
Mar09 080728 1423.50 1452.75 1412.50 1427.50 +9.25 133 11,147 +167
May09 080728 1440.00 1446.00 1416.25 1431.00 +8.75 122 14,063 +124
Jul09 080728 1451.00 1455.00 1421.75 1437.00 +8.75 58 11,937 -175
Total Volume and Open Interest 131,381 420,912 -8,301
Soybean Meal(CBOT)
Aug08 080728 380.70 386.50 373.70 375.80 +1.10 2,618 21,868 -4,722
Sep08 080728 374.90 381.90 369.30 371.30 +2.30 1,923 34,921 -1,549
Oct08 080728 373.30 373.50 362.70 364.80 +3.60 239 21,523 +38
Dec08 080728 366.00 373.50 361.20 364.30 +4.10 4,340 75,266 -381
Jan09 080728 375.00 375.00 364.50 367.10 +4.30 216 10,282 -62
Mar09 080728 379.10 379.10 364.00 371.60 +4.30 288 7,059 +80
May09 080728 377.80 378.40 365.00 372.80 +4.30 200 4,799 +175
Jul09 080728 375.70 378.00 371.80 374.80 +4.30 60 4,982 +28
Total Volume and Open Interest 61,433 195,118 -4,928
Soybean Oil(CBOT)
Aug08 080728 59.26 60.00 58.38 59.30 +0.13 4,482 25,727 -4,369
Sep08 080728 59.47 60.34 58.72 59.63 +0.15 2,104 38,859 +1,561
Oct08 080728 60.41 60.50 59.04 59.97 +0.16 417 20,457 +295
Dec08 080728 60.55 61.35 59.65 60.60 +0.15 5,706 115,624 +1,172
Jan09 080728 61.50 61.80 60.21 61.08 +0.15 236 8,689 +86
Mar09 080728 62.10 62.10 60.70 61.62 +0.15 142 9,801 +141
May09 080728 62.00 62.03 60.96 61.80 +0.18 108 7,969 -129
Jul09 080728 61.52 62.00 61.30 62.00 +0.18 0 7,208 +85
Total Volume and Open Interest 65,991 253,637 -3,030
Canola(WCE)
Corn(CBOT)
Sep08 080728 584.50 590.75 574.75 582.00 +4.75 5,547 303,331 -15,119
Dec08 080728 604.25 610.00 594.00 601.25 +4.75 9,511 532,251 -13,381
Mar09 080728 621.50 629.00 613.00 620.75 +4.75 1,050 142,983 +1,370
May09 080728 631.25 641.00 628.00 633.00 +5.00 246 26,207 +134
Jul09 080728 644.75 650.50 634.75 643.25 +5.25 108 78,201 -729
Sep09 080728 641.00 641.75 631.00 635.25 +3.25 14 12,531 +33
Total Volume and Open Interest 205,153 1,259,375 -18,980
Wheat(CBOT)
Sep08 080728 814.25 832.00 795.00 797.75 -13.25 1,647 145,156 -3,094
Dec08 080728 840.00 855.00 818.50 821.75 -12.75 1,182 100,673 +1,781
Mar09 080728 875.00 875.25 843.00 843.75 -11.25 99 22,967 +94
May09 080728 868.00 881.50 857.00 857.25 -11.00 10 3,141 +134
Jul09 080728 894.75 900.00 868.75 868.75 -13.50 24 36,273 -87
Total Volume and Open Interest 51,098 328,177 -1,183
Wheat(KCBT)
Sep08 080728 835.50 855.00 822.50 824.50 -7.75 8,211 45,457 -921
Dec08 080728 858.00 876.50 847.00 847.25 -10.75 4,588 30,216 +1,043
Mar09 080728 890.25 894.25 869.50 872.00 -8.00 582 7,016 +221
May09 080728 897.00 903.50 882.25 886.00 -4.50 19 898 -7
Jul09 080728 900.00 916.00 886.75 892.00 -3.00 241 12,280 -235
Total Volume and Open Interest 14,971 98,203 -814
Wheat(MGE)
Sep08 080728 900.00 904.50 873.00 876.25 -6.00 2,148 11,546 -1,132
Dec08 080728 905.00 914.50 881.50 885.00 -9.25 2,251 20,823 +166
Mar09 080728 925.00 925.00 897.50 901.00 -8.75 416 4,111 +98
May09 080728 917.50 927.50 902.25 910.00 -5.75 53 1,585 +16
Jul09 080728 910.00 910.00 900.00 900.00 +4.00 0 455 +1
Total Volume and Open Interest 2,696 40,864 -664
Oats(CBOT)
Sep08 080728 388.00 397.00 385.00 389.00 +5.00 10 4,636 -25
Dec08 080728 403.75 414.75 403.50 407.00 +5.50 47 8,637 -141
Mar09 080728 429.50 429.50 420.50 426.00 +5.50 0 1,952 -17
May09 080728 438.00 438.00 432.50 438.00 +5.50 0 180 -69
Total Volume and Open Interest 1,627 15,965 +122
Rough Rice(CBOT)
Sep08 080728 16.73 17.22 16.67 16.80 +0.08 112 6,547 -171
Nov08 080728 17.01 17.50 16.95 17.08 +0.08 117 5,214 +166
Jan09 080728 17.40 17.54 17.31 17.38 +0.07 10 698 +15
Mar09 080728 17.75 17.75 17.61 17.67 +0.06 10 390 +10
Total Volume and Open Interest 1,076 12,968 -70
Live Cattle(CME)
Aug08 080728 97.150 97.350 96.750 97.080 -0.750 11,000 48,204 -4,364
Oct08 080728 104.550 105.000 104.350 104.800 -0.300 11,000 135,058 +4,837
Dec08 080728 106.900 107.135 106.600 106.900 -0.400 5,475 64,917 +178
Feb09 080728 107.700 108.100 107.700 107.950 -0.585 764 25,985 +197
Apr09 080728 109.600 110.100 109.350 109.850 -0.480 618 16,629 -131
Jun09 080728 107.900 108.200 107.200 108.050 -0.600 197 7,338 +71
Total Volume and Open Interest 38,264 299,501 +763
Feeder Cattle(CME)
Aug08 080728 111.000 111.600 110.730 111.150 -0.600 998 7,904 -536
Sep08 080728 111.150 111.750 111.035 111.100 -0.830 933 12,805 +473
Oct08 080728 112.650 112.800 112.100 112.500 -0.785 709 7,859 +143
Nov08 080728 113.135 113.650 112.900 113.285 -0.945 291 2,516 +51
Jan09 080728 113.300 113.450 112.900 113.000 -1.285 12 1,019 -11
Mar09 080728 113.700 113.700 112.750 112.950 -0.950 7 264 +4
Apr09 080728 113.400 113.600 113.250 113.400 -0.500 0 101 +0
Total Volume and Open Interest 5,380 32,448 +97
Lean Hogs(CME)
Aug08 080728 79.080 79.080 77.800 78.550 -0.050 7,951 18,661 -1,347
Oct08 080728 73.900 74.500 72.900 73.350 -0.480 12,070 82,401 +118
Dec08 080728 75.430 75.550 74.500 74.550 -0.650 7,871 66,087 +501
Feb09 080728 82.385 82.600 81.980 82.450 +0.065 1,858 21,573 +724
Apr09 080728 88.250 88.600 88.100 88.600 +0.520 723 20,702 +274
May09 080728 92.450 92.850 92.200 92.700 +0.470 14 964 -1
Jun09 080728 95.800 96.600 95.800 96.580 +0.630 366 13,760 +65
Jul09 080728 28.969 29.469 28.589 29.469 +0.900 84 831 +21
Total Volume and Open Interest 39,908 225,648 -7,346
Pork Bellies(CME)
Aug08 080728 74.800 76.300 71.750 72.450 -1.880 228 1,076 -130
Feb09 080728 93.000 93.000 91.700 92.100 -0.630 28 394 +9
Mar09 080728 93.900 93.900 93.900 93.900 -0.100 0 7 +0
May09 080728 29.869 29.869 29.869 29.869 -0.100 0 1 +0
Jul09 080728 30.469 30.469 30.469 30.469        
Class III Milk(CME)
Jul08 080728 18.22 18.22 18.22 18.22 unch 172 3,609 -107
Aug08 080728 18.95 19.10 18.72 18.80 -0.14 24 4,417 +24
Sep08 080728 19.50 19.60 19.25 19.35 -0.17 76 4,374 +21
Oct08 080728 19.54 19.60 19.25 19.35 -0.15 48 3,467 +44
Nov08 080728 19.49 19.50 19.26 19.34 -0.15 88 3,093 -1
Total Volume and Open Interest 1,044 33,731 +103
Cocoa(ICE)
Sep08 080728 2813 2860 2788 2795 -18 5,220 66,590 -694
Dec08 080728 2828 2868 2807 2810 -18 5,770 43,564 +654
Mar09 080728 2846 2856 2807 2809 -20 584 21,357 -3
May09 080728 2827 2837 2812 2813 -18 17 7,491 +0
Jul09 080728 2843 2843 2810 2810 -18 10 3,963 +4
Sep09 080728 2840 2840 2810 2810 -26 5 1,486 -3
Dec09 080728 2824 2824 2824 2824 -19 1,088 5,549 +1,066
Total Volume and Open Interest 15,841 149,594 +1,083
Coffee "C"(ICE)
Sep08 080728 137.30 137.55 134.75 135.30 -2.00 9,262 75,937 -2,468
Dec08 080728 141.00 141.25 138.60 139.05 -2.00 2,926 49,184 +1,228
Mar09 080728 144.65 144.65 142.35 142.60 -2.05 305 12,789 -46
May09 080728 145.75 145.75 144.85 144.90 -2.00 27 3,906 +11
Jul09 080728 149.05 149.05 147.00 147.05 -2.00 41 1,579 +18
Sep09 080728 149.10 149.10 149.10 149.10 -2.00 2 1,371 +0
Total Volume and Open Interest 11,271 145,744 -957
Orange Juice(ICE)
Sep08 080728 112.30 113.30 110.95 111.35 -1.15 1,186 17,474 +19
Nov08 080728 116.70 116.75 114.90 115.25 -1.20 215 4,937 +54
Jan09 080728 119.90 119.90 118.50 118.70 -1.20 105 2,021 +60
Mar09 080728 123.00 124.00 122.35 122.35 -1.10 1 2,654 -16
May09 080728 127.00 127.00 125.55 125.55 -0.95 1 166 +0
Jul09 080728 128.30 128.30 128.30 128.30 -0.95 7 20 +7
Total Volume and Open Interest 3,613 27,165 -463
Sugar #11(ICE)
Oct08 080728 12.38 12.39 12.14 12.32 -0.12 30,062 341,595 -1,036
Mar09 080728 13.83 13.83 13.55 13.72 -0.14 9,127 160,343 +1,913
May09 080728 14.01 14.01 13.71 13.85 -0.16 3,948 78,271 +687
Jul09 080728 14.08 14.08 13.82 13.95 -0.15 3,346 82,151 -250
Oct09 080728 14.20 14.29 14.08 14.20 -0.15 1,479 63,408 -140
Total Volume and Open Interest 71,621 789,479 -4,280
Sugar #14(ICE)
Sep08 080728 24.20 24.20 23.64 24.12 -0.11 19 800 -14
Nov08 080728 23.42 23.42 23.42 23.42 -0.02 15 2,774 +5
Jan09 080728 22.95 23.00 22.95 23.00 +0.05 0 1,999 +0
Mar09 080728 23.03 23.03 23.03 23.03 -0.02 2 1,510 +0
May09 080728 23.23 23.23 23.23 23.23 +0.08 0 838 +0
Total Volume and Open Interest 19 9,017 +6
London Cocoa(LCE)
Sep08 080728 1498 1526 1478 1486 -16 2,879 68,046 -1,046
Dec08 080728 1491 1510 1468 1474 -17 1,527 57,913 -663
Mar09 080728 1474 1489 1455 1461 -17 564 39,261 +81
May09 080728 1477 1489 1461 1463 -18 75 17,984 +0
Jul09 080728 1475 1475 1467 1467 -18 10 7,119 +10
Sep09 080728 1482 1482 1464 1464 -23 13 1,269 +13
Dec09 080728 1468 1468 1468 1468 -22 102 1,800 +100
Total Volume and Open Interest 6,104 195,168 -562
London Coffee(LCE)
Jul08 080728 2440.00 2445.00 2405.00 2405.00 -36.00 167 4,710 -357
Sep08 080728 2330.00 2369.00 2304.00 2321.00 -30.00 5,686 65,918 +245
Nov08 080728 2285.00 2310.00 2256.00 2272.00 -24.00 1,169 26,273 +7
Jan09 080728 2230.00 2245.00 2210.00 2212.00 -22.00 2,258 45,678 +542
Total Volume and Open Interest 12,005 142,142 -1,089
London Sugar(LCE)
Oct08 080728 359.00 359.00 352.40 356.60 -2.90 1,925 22,809 -548
Dec08 080728 369.00 369.00 362.90 366.90 -3.40 241 10,854 +13
Mar09 080728 382.50 383.90 379.60 382.60 -3.70 191 13,643 -22
May09 080728 388.00 388.40 385.00 386.40 -4.10 99 3,545 +6
Aug09 080728 388.10 388.10 388.10 388.10 -4.40 110 4,648 -23
Total Volume and Open Interest 2,915 59,413 -323
Cotton(ICE)
Oct08 080728 71.81 72.09 71.00 71.08 -0.60 156 5,387 -86
Dec08 080728 74.71 74.80 73.75 73.85 -0.65 8,124 166,086 +1,997
Mar09 080728 80.06 80.06 79.21 79.29 -0.66 218 31,873 +49
May09 080728 81.35 81.35 80.82 80.82 -0.53 50 3,082 -2
Jul09 080728 82.08 82.08 82.08 82.08 -0.42 296 6,491 -9
Oct09 080728 84.28 84.28 84.28 84.28 -0.42 0 122 +0
Total Volume and Open Interest 8,603 218,764 +1,035
Lumber(CME)
Sep08 080728 256.0 257.0 252.1 252.1 -2.1 364 9,333 -215
Nov08 080728 256.5 257.1 253.5 254.3 -2.1 412 3,428 -84
Jan09 080728 271.0 271.0 268.0 269.0 -1.6 279 1,571 +45
Mar09 080728 272.0 272.0 272.0 272.0 -3.0 1 167 +21
Total Volume and Open Interest 2,138 14,764 +303
Crude Oil(NYM)
Sep08 080728 123.41 125.22 122.63 124.73 +1.47 217,950 307,224 -4,014
Oct08 080728 124.03 125.73 123.20 125.29 +1.47 51,680 112,509 +4,298
Nov08 080728 124.70 126.10 123.74 125.75 +1.47 24,342 69,040 -1,121
Dec08 080728 124.55 126.50 124.03 126.09 +1.47 49,653 168,363 +355
Jan09 080728 125.30 126.36 124.37 126.32 +1.46 5,138 33,976 +887
Feb09 080728 126.06 126.54 125.33 126.47 +1.44 2,192 16,089 -63
Mar09 080728 125.42 126.70 125.09 126.57 +1.43 3,240 14,996 +564
Apr09 080728 126.09 126.62 126.09 126.62 +1.42 1,743 12,577 +130
May09 080728 126.34 126.56 126.34 126.56 +1.40 347 15,494 -54
Jun09 080728 125.75 126.62 125.51 126.44 +1.37 2,077 50,057 +347
Jul09 080728 126.28 126.28 126.28 126.28 +1.35 310 17,997 -105
Aug09 080728 126.11 126.11 126.11 126.11 +1.34 841 8,187 +577
Sep09 080728 125.96 125.96 125.96 125.96 +1.33 258 11,658 -7
Oct09 080728 125.82 125.82 125.82 125.82 +1.33 102 5,809 +47
Nov09 080728 125.68 125.68 125.68 125.68 +1.33 0 4,473 +0
Dec09 080728 125.40 125.82 123.67 125.54 +1.33 21,031 114,645 -1,342
Total Volume and Open Interest 545,068 1,218,615 +45
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 080728 123.375 125.225 122.625 124.725 +1.475 19,266 6,333 -66
Oct08 080728 123.600 125.750 123.200 125.300 +1.475 552 990 +98
Nov08 080728 124.325 125.800 124.150 125.750 +1.475 48 268 +1
Dec08 080728 124.425 126.150 124.175 126.100 +1.475 50 128 +11
Jan09 080728 126.325 126.325 126.325 126.325 +1.475 1 2 +0
Feb09 080728 126.300 126.475 126.300 126.475 +1.450 1 1 +0
Mar09 080728 126.575 126.575 126.575 126.575 +1.425      
Apr09 080728 126.625 126.625 126.625 126.625 +1.425 0 1 +0
Total Volume and Open Interest 26,087 7,768 +255
Heating Oil(NYM)
Aug08 080728 352.25 358.64 352.20 356.20 +3.91 15,245 20,964 -1,666
Sep08 080728 355.62 361.35 354.79 358.75 +3.81 25,582 65,842 +557
Oct08 080728 364.00 364.00 358.00 361.85 +3.76 4,914 23,209 +261
Nov08 080728 365.94 366.25 362.00 365.45 +3.71 2,636 13,780 -92
Dec08 080728 369.24 369.58 365.21 368.85 +3.66 4,231 20,457 -57
Jan09 080728 372.60 372.60 368.02 371.75 +3.56 2,155 16,263 +208
Feb09 080728 371.45 373.45 369.80 373.45 +3.46 874 5,731 +115
Mar09 080728 370.51 372.12 368.07 371.90 +3.36 780 6,056 -112
Apr09 080728 366.50 369.29 365.30 367.80 +3.16 248 2,888 -68
May09 080728 362.80 364.00 362.80 364.00 +3.06 168 1,608 -46
Jun09 080728 360.20 361.30 360.20 361.30 +3.01 1,127 21,237 -31
Jul09 080728 360.80 360.80 360.80 360.80 +2.96 321 1,805 +136
Total Volume and Open Interest 74,964 228,511 +1,430
Gasoline(NYMEX)
Aug08 080728 303.20 308.10 302.97 307.00 +3.77 15,697 23,434 -2,512
Sep08 080728 304.30 309.17 303.50 307.40 +3.32 25,935 77,268 -1,581
Oct08 080728 295.75 299.72 294.18 298.00 +3.22 9,890 33,279 -1,678
Nov08 080728 298.30 301.14 297.15 299.70 +3.17 3,712 19,686 +150
Dec08 080728 301.50 301.75 298.38 301.75 +3.07 4,295 25,459 -485
Jan09 080728 302.50 304.25 301.50 304.25 +3.07 643 9,887 -184
Feb09 080728 303.77 307.00 303.70 306.75 +3.02 189 4,842 +15
Mar09 080728 306.70 310.00 306.70 309.75 +3.02 124 3,497 -40
Apr09 080728 325.50 325.50 325.50 325.50 +2.97 77 8,152 +43
May09 080728 326.15 326.15 326.15 326.15 +2.92 17 4,491 +3
Total Volume and Open Interest 62,057 229,098 -5,642
e-miNY RBOB Gasoline(NYM)
Aug08 080718 317.09 317.09 317.09 317.09 -34.63 2 2 -1
Sep08 080728 307.40 307.40 307.40 307.40 +3.32 3 2 -3
Oct08 080728 298.00 298.00 298.00 298.00 +3.22      
Nov08 080728 299.70 299.70 299.70 299.70 +3.17      
Total Volume and Open Interest 4 2 -4
Natural Gas(NYM)
Aug08 080728 9.196 9.306 9.071 9.163 +0.079 72,865 32,422 -1,864
Sep08 080728 9.256 9.340 9.106 9.195 +0.069 31,135 132,134 -381
Oct08 080728 9.367 9.420 9.209 9.298 +0.066 17,005 88,977 +1,050
Nov08 080728 9.725 9.776 9.578 9.653 +0.066 7,376 58,733 -669
Dec08 080728 10.125 10.160 9.950 10.033 +0.056 3,618 42,309 -84
Jan09 080728 10.300 10.354 10.147 10.238 +0.056 8,819 65,217 +755
Feb09 080728 10.353 10.374 10.160 10.248 +0.056 3,393 23,022 -262
Mar09 080728 10.160 10.200 10.010 10.073 +0.046 7,896 58,477 +1,044
Apr09 080728 9.350 9.410 9.258 9.318 +0.041 6,143 63,386 -623
May09 080728 9.305 9.305 9.170 9.233 +0.041 1,939 42,336 +1,052
Jun09 080728 9.353 9.353 9.248 9.308 +0.041 610 18,874 +38
Jul09 080728 9.461 9.461 9.340 9.395 +0.041 322 17,748 +98
Aug09 080728 9.540 9.540 9.360 9.460 +0.041 146 16,881 +30
Sep09 080728 9.475 9.520 9.442 9.493 +0.041 256 14,275 +95
Oct09 080728 9.650 9.650 9.528 9.573 +0.041 1,775 30,343 -776
Nov09 080728 9.954 9.957 9.840 9.888 +0.046 372 17,117 -25
Total Volume and Open Interest 403,106 970,387 -6,547
Brent Crude Oil(ICE)
Sep08 080728 124.40 126.49 124.05 125.84 +1.32 89,622 87,104 +1,681
Oct08 080728 125.89 127.44 125.05 126.80 +1.28 37,955 113,831 -741
Nov08 080728 126.79 128.27 125.95 127.69 +1.24 18,419 38,027 -651
Dec08 080728 127.54 129.00 126.64 128.38 +1.21 29,782 67,379 -557
Jan09 080728 128.10 129.70 127.45 129.01 +1.17 5,517 26,348 -856
Feb09 080728 129.06 130.22 128.00 129.47 +1.14 3,873 21,574 -389
Mar09 080728 129.35 130.50 128.69 129.73 +1.11 4,263 11,687 +291
Apr09 080728 130.13 130.33 128.91 129.82 +1.12 2,686 17,388 +585
May09 080728 130.16 130.40 129.00 129.88 +1.17 2,575 11,796 +918
Jun09 080728 129.50 130.32 128.34 129.82 +1.20 3,141 25,464 +1,526
Jul09 080728 129.00 129.75 129.00 129.75 +1.21 0 6,953 -40
Aug09 080728 129.00 129.64 129.00 129.64 +1.19 0 2,699 +178
Sep09 080728 128.00 129.54 128.00 129.54 +1.25 0 4,738 -25
Oct09 080728 129.43 129.43 129.43 129.43 +1.31 0 2,382 -45
Total Volume and Open Interest 229,632 541,058 +5,835
Gas Oil(ICE)
Aug08 080728 1153.25 1172.00 1150.75 1162.25 +6.50 45,965 52,742 +992
Sep08 080728 1158.00 1176.00 1154.75 1166.00 +5.75 45,499 64,557 +1,770
Oct08 080728 1166.50 1180.25 1159.75 1171.00 +4.75 14,747 26,642 +141
Nov08 080728 1173.00 1184.50 1167.00 1175.75 +4.25 7,703 15,838 +20
Dec08 080728 1178.50 1189.50 1170.25 1180.75 +4.00 10,160 39,148 +1,645
Jan09 080728 1183.00 1195.50 1178.75 1186.50 +3.25 3,717 24,103 -939
Feb09 080728 1195.25 1197.50 1188.50 1188.50 +2.75 902 8,185 -315
Mar09 080728 1191.50 1193.75 1180.00 1184.50 +2.25 521 9,394 +134
Apr09 080728 1187.00 1189.00 1179.50 1179.50 +1.75 215 5,400 +313
May09 080728 1182.75 1184.50 1174.50 1174.50 +2.00 299 4,138 +31
Total Volume and Open Interest 133,516 312,616 +5,601
Ethanol(CBOT)
Jul08 080703 2.863 2.863 2.863 2.863 +0.002 5 269 -3
Aug08 080728 2.470 2.500 2.470 2.476 +0.097 23 242 -12
Sep08 080728 2.459 2.460 2.456 2.456 +0.071 45 339 -5
Oct08 080728 2.449 2.470 2.449 2.459 +0.070 12 231 +15
Nov08 080728 2.449 2.469 2.449 2.461 +0.081 2 148 -4
Dec08 080728 2.449 2.469 2.449 2.459 +0.066 0 142 -13
Jan09 080728 2.449 2.454 2.449 2.451 +0.065 26 170 +17
Feb09 080728 2.449 2.455 2.449 2.451 +0.074 17 151 +5
Total Volume and Open Interest 160 2,784 +27
US Dollar Index(ICE)
Sep08 080728 73.065 73.125 72.805 72.860 -0.215 4,156 36,488 -253
Dec08 080728 73.455 73.455 73.260 73.260 -0.215 4 2,490 +1
Mar09 080728 73.630 73.630 73.630 73.630 -0.215 5 128 +5
Total Volume and Open Interest 6,468 39,373 -2,359
Australian Dollar(CME)
Sep08 080728 95.01 95.33 94.66 95.08 +0.06 141 91,311 -3,127
Dec08 080728 93.96 94.19 93.57 93.99 +0.06 15 923 +3
Mar09 080728 93.00 93.02 92.76 93.00 +0.06 0 618 +0
Total Volume and Open Interest 47,934 96,185 -4,316
British Pound(CME)
Sep08 080728 198.27 198.94 197.69 198.77 +0.57 112 99,374 +2,436
Dec08 080728 196.74 197.59 196.43 197.46 +0.58 1 1,216 +9
Mar09 080728 196.20 196.20 195.44 196.20 +0.60 0 943 -4
Total Volume and Open Interest 116,488 100,441 -9,376
Canadian Dollar(CME)
Sep08 080728 98.05 98.22 97.54 97.67 -0.33 268 81,921 -4,752
Dec08 080728 97.90 98.12 97.48 97.60 -0.33 0 5,293 +70
Mar09 080728 97.70 97.90 97.46 97.56 -0.33 1 1,575 +0
Jun09 080728 97.54 97.87 97.51 97.54 -0.33 0 1,306 +0
Total Volume and Open Interest 34,594 96,433 -1,690
Japanese Yen(CME)
Sep08 080728 92.96 93.42 92.78 93.29 +0.36 27 152,732 -215
Dec08 080728 93.30 93.90 93.30 93.80 +0.36 10 23,172 +11
Mar09 080728 94.37 94.37 94.01 94.37 +0.36 0 533 +0
Total Volume and Open Interest 103,295 180,045 -2,039
Swiss Franc(CME)
Sep08 080728 96.45 96.90 96.31 96.85 +0.37 14 53,747 +185
Dec08 080728 96.75 97.03 96.45 96.94 +0.37 0 1,143 +0
Mar09 080728 97.03 97.03 96.66 97.03 +0.37 0 336 +0
Total Volume and Open Interest 53,231 55,089 +2,292
EuroFX(CME)
Sep08 080728 156.65 157.29 156.44 157.14 +0.61 164 146,218 -3,897
Dec08 080728 155.86 156.56 155.74 156.40 +0.60 9 2,682 -99
Mar09 080728 155.52 155.95 155.15 155.73 +0.58 0 413 +0
Total Volume and Open Interest 202,081 153,674 -8,912
Mexican Peso(CME)
Aug08 080728 989.8 989.8 986.8 989.8 +3.0      
Sep08 080728 983.5 988.0 980.0 986.2 +3.0 24 103,589 -2,732
Total Volume and Open Interest 19,427 107,102 -2,774
30-Year T-Bonds(CBOT)
Sep08 080728 113~260 115~120 113~240 115~010 +1~070 370,379 838,631 -31,480
Dec08 080728 113~030 114~120 113~030 114~020 +1~065 137 3,837 +34
Mar09 080728 112~210 112~315 112~210 112~315 +1~065 0 17 +0
Total Volume and Open Interest 316,093 875,469 +2,909
10-Year T-Notes(CBOT)
Sep08 080728 113~135 114~150 113~125 114~085 +0~265 1,105,564 1,698,282 -16,479
Dec08 080728 112~100 113~050 112~045 112~315 +0~270 1,882 18,166 +697
Mar09 080728 111~315 111~315 111~045 111~315 +0~270      
Total Volume and Open Interest 999,888 1,736,861 -15,745
5-Year T-Notes(CBOT)
Sep08 080728 110~055 111~016 110~052 111~001 +0~075 639,245 0 +0
Dec08 080728 110~054 110~054 109~100 110~046 +0~074 200 25,735 +200
Mar09 080728 110~046 110~046 109~100 110~046 +0~074      
Total Volume and Open Interest 776,114 1,593,606 +13,231
2 Year T-Notes(CBOT)
Sep08 080728 105~081 105~119 105~079 105~113 +0~033 2,339 860,245 -20,578
Dec08 080728 105~052 105~052 105~018 105~052 +0~035 370 4,362 +1,925
Mar09 080728 105~052 105~052 105~018 105~052 +0~035      
Total Volume and Open Interest 319,297 883,953 +2,020
Eurodollars(CME)
Sep08 080728 97.085 97.130 97.075 97.115 +0.030 3,140 1,371,793 -5,487
Dec08 080728 96.860 96.965 96.855 96.940 +0.085 13,388 1,664,978 +1,688
Mar09 080728 96.755 96.890 96.755 96.875 +0.120 8,818 1,398,970 -9,608
Jun09 080728 96.540 96.690 96.535 96.680 +0.150 4,404 1,177,414 +5,385
Sep09 080728 96.235 96.405 96.225 96.395 +0.175 9,159 943,515 -6,867
Dec09 080728 95.905 96.085 95.895 96.065 +0.175 8,978 754,186 +6,311
Mar10 080728 95.665 95.850 95.660 95.820 +0.165 1,981 558,914 -6,507
Jun10 080728 95.480 95.660 95.475 95.625 +0.155 7,066 331,729 -1,864
Sep10 080728 95.350 95.525 95.350 95.490 +0.145 711 225,017 -3,468
Dec10 080728 95.260 95.420 95.255 95.375 +0.135 2,161 216,503 -1,732
Mar11 080728 95.255 95.370 95.240 95.330 +0.125 1,677 158,214 -480
Jun11 080728 95.220 95.325 95.190 95.280 +0.120 4,445 146,989 -691
Sep11 080728 95.180 95.285 95.160 95.245 +0.115 419 93,094 -236
Dec11 080728 95.120 95.235 95.120 95.190 +0.110 1,771 89,209 -30
Mar12 080728 95.120 95.210 95.100 95.165 +0.105 601 102,367 -240
Jun12 080728 95.065 95.165 95.055 95.120 +0.100 1,365 74,778 +231
Sep12 080728 95.075 95.120 95.035 95.075 +0.095 2,819 54,591 -1,499
Dec12 080728 94.940 95.055 94.940 95.005 +0.090 5,694 43,231 +4,692
Total Volume and Open Interest 2,625,815 9,648,179 -61,161
30 Day Federal Funds(CBOT)
Jul08 080728 97.995 98.000 97.985 97.990 -0.010 101 79,388 -705
Aug08 080728 97.985 97.995 97.985 97.985 unch 75 138,722 -1,201
Sep08 080728 97.940 97.960 97.935 97.945 +0.005 75 86,632 -81
Oct08 080728 97.885 97.915 97.880 97.900 +0.015 8 105,666 +1,366
Nov08 080728 97.790 97.835 97.790 97.820 +0.025 59 131,736 +503
Dec08 080728 97.765 97.805 97.760 97.795 +0.035 59 52,476 +109
Total Volume and Open Interest 66,527 642,739 +5,138
30 Day Fed Funds(e-CBOT)
Jul08 080728 97.995 97.995 97.985 97.990 unch 3,277 79,388 -705
Aug08 080728 97.985 97.995 97.985 97.985 +0.005 5,638 138,722 -1,201
Sep08 080728 97.940 97.960 97.935 97.950 +0.010 4,270 86,632 -81
Oct08 080728 97.885 97.915 97.880 97.905 +0.025 6,344 105,666 +1,366
Nov08 080728 97.790 97.835 97.790 97.825 +0.025 6,141 131,736 +503
Dec08 080728 97.765 97.805 97.760 97.800 +0.045 3,268 52,476 +109
Total Volume and Open Interest 31,703 642,702 +5,687
3-Mth Euro-Yen(CME)
Sep08 080728 99.15 99.15 99.15 99.15 unch 156 7,013 -216
Dec08 080728 99.11 99.11 99.11 99.11 unch 0 2,916 +0
Mar09 080728 99.05 99.05 99.05 99.05 unch 0 1,898 -750
Jun09 080728 98.99 98.99 98.99 98.99 unch 0 473 +0
Sep09 080728 98.93 98.93 98.92 98.92 unch 0 540 +0
Dec09 080728 98.86 98.86 98.86 98.86 unch 0 1 +0
Mar10 080728 98.75 98.75 98.75 98.75 unch      
Jun10 080728 98.70 98.70 98.70 98.70 unch      
Sep10 080728 98.64 98.64 98.64 98.64 -0.03      
Dec10 080728 98.74 98.74 98.74 98.74 -0.02      
Total Volume and Open Interest 156 12,841 -966
3-Mth Euro-Yen(SGX)
Sep08 080728 99.15 99.15 99.15 99.15 0.00 1,048 21,570 +715
Dec08 080728 99.11 99.11 99.11 99.11 -0.02 931 15,317 +231
Mar09 080728 99.06 99.06 99.04 99.04 -0.03 478 9,816 +291
Jun09 080728 98.97 98.99 98.97 98.97 -0.03 170 4,345 +83
Sep09 080728 98.91 98.91 98.91 98.91 -0.02 0 1,376 +0
Dec09 080728 98.85 98.85 98.85 98.85 -0.03 0 479 +0
Mar10 080728 98.74 98.74 98.74 98.74 -0.03 0 450 +0
Jun10 080728 98.68 98.68 98.68 98.68 -0.03 0 450 +0
Total Volume and Open Interest 2,627 56,645 -543
Japanese Gov't Bonds(SGX)
Sep08 080724 135.20 135.59 135.09 135.51 +0.17 1,774 16,703 +1,040
Dec08 080728 135.93 135.93 135.93 135.93 -0.11      
Mar09 080728 135.93 135.93 135.93 135.93 -0.11      
Total Volume and Open Interest 3,648 16,580 -174
Euro-Bund(EUREX)
Sep08 080728 110.54 111.24 110.41 111.14 +0.53 824,155 1,263,553 +39,760
Dec08 080728 110.27 110.95 110.27 110.87 +0.53 674 3,397 +46
Mar09 080728 110.87 110.87 110.87 110.87 +0.53      
Total Volume and Open Interest 824,829 1,266,950 +39,806
Euro-Bobl(EUREX)
Sep08 080728 106.27 106.67 106.19 106.60 +0.37 606,947 954,171 +55,511
Dec08 080728 106.50 106.66 106.40 106.66 +0.37 82 5,457 +0
Mar09 080728 106.61 106.61 106.61 106.61 +0.38      
Total Volume and Open Interest 607,029 959,628 +55,511
3-Mth Euribor(EUREX)
Sep08 080728 94.980 94.990 94.980 94.985 +0.010 2,643 20,100 -397
Dec08 080728 94.865 94.890 94.865 94.885 +0.015 491 9,256 +126
Mar09 080728 94.980 95.000 94.965 94.995 +0.050 483 3,201 -273
Total Volume and Open Interest 4,279 38,365 -341
Long Gilt(LIFFE)
Sep08 080728 106~00 106~11 105~31 106~09 +0~09 74,590 308,346 +1,715
Dec08 080728 107~29 107~29 107~29 107~29 +0~09 0 50 +0
Total Volume and Open Interest 86,436 306,681 +3,296
3-Mth Short Sterling(LIFFE)
Sep08 080728 94.14 94.14 94.11 94.13 +0.01 42,271 368,119 +4,988
Dec08 080728 94.21 94.21 94.17 94.21 +0.03 63,459 456,485 +2,304
Mar09 080728 94.43 94.46 94.37 94.44 +0.06 84,068 460,280 +795
Jun09 080728 94.50 94.55 94.45 94.54 +0.08 74,751 344,804 +2,943
Sep09 080728 94.50 94.55 94.44 94.54 +0.09 63,846 199,964 -1,078
Dec09 080728 94.43 94.49 94.39 94.47 +0.08 27,889 183,259 +4,055
Total Volume and Open Interest 505,171 2,237,766 +28,670
3-Mth Euribor(LIFFE)
Sep08 080728 94.975 94.995 94.965 94.985 +0.010 81,610 657,423 +2,643
Dec08 080728 94.855 94.895 94.845 94.885 +0.015 141,900 593,662 -8,403
Mar09 080728 94.945 95.010 94.930 94.995 +0.050 165,005 470,688 -8,478
Total Volume and Open Interest 909,201 3,200,889 -9,210
3-Mth Aus T-Bills(SFE)
Sep08 080728 92.24 92.27 92.20 92.23 -0.03 18,249 364,886 +14,043
Dec08 080728 92.32 92.36 92.28 92.31 -0.02 28,117 272,564 +18,013
Mar09 080728 92.42 92.46 92.39 92.42 -0.01 16,625 129,334 +5,865
Jun09 080728 92.53 92.57 92.50 92.53 -0.01 7,379 88,314 +6,162
Sep09 080728 92.62 92.65 92.59 92.62 -0.02 2,496 51,612 -62
Dec09 080728 92.72 92.73 92.66 92.69 -0.01 1,498 39,062 +1,675
Mar10 080728 92.73 92.77 92.73 92.75 unch 698 21,552 -224
Jun10 080728 92.76 92.82 92.76 92.78 -0.01 785 12,423 +760
Sep10 080728 92.79 92.79 92.79 92.79 unch 5 2,007 +3
Dec10 080728 92.79 92.79 92.79 92.79 +0.01 2 1,116 +10
Total Volume and Open Interest 92,471 984,527 +25,891
10-Year Aus T-Bonds(SFE)
Sep08 080728 93.75 93.80 93.70 93.76 unch 32,886 525,153 +29,777
Dec08 080728 93.76 93.76 93.76 93.76 unch      
Total Volume and Open Interest 46,873 525,153 +19,079
3-Year Aus T-Bonds(SFE)
Sep08 080728 93.73 93.75 93.68 93.74 +0.04 76,732 583,667 +89,840
Dec08 080728 93.74 93.74 93.74 93.74 +0.04      
Total Volume and Open Interest 130,103 583,667 +40,578
Gold(CMX)
Aug08 080728 929.0 932.9 922.4 927.7 +0.9 157,770 119,938 -35,645
Oct08 080728 932.7 937.8 927.5 932.7 +0.9 4,979 26,890 +1,573
Dec08 080728 938.5 943.1 932.6 937.8 +0.9 55,704 199,658 +30,471
Feb09 080728 945.2 947.5 942.5 942.9 +0.8 1,686 29,144 +1,410
Apr09 080728 946.5 947.7 946.5 947.7 +0.7 407 18,638 +356
Jun09 080728 958.0 958.0 947.7 952.7 +0.5 212 19,389 +371
Aug09 080728 957.9 957.9 957.9 957.9 +0.3 1,633 13,221 +211
Oct09 080728 963.1 963.1 963.1 963.1 unch 100 991 +0
Dec09 080728 971.0 971.5 968.6 968.6 -0.2 176 13,691 -22
Feb10 080728 974.7 974.7 974.7 974.7 -0.4 14 112 +0
Apr10 080728 981.0 981.0 981.0 981.0 -0.6 14 15 +0
Jun10 080728 987.3 987.3 987.3 987.3 -0.9 225 3,699 +121
Total Volume and Open Interest 243,642 469,377 +6,421
Silver(CMX)
Jul08 080728 1741.7 1752.0 1741.7 1741.7 +9.2 59 129 +34
Sep08 080728 1744.5 1758.0 1727.0 1746.5 +9.0 24,439 61,531 -3,093
Dec08 080728 1760.0 1772.0 1742.0 1761.5 +9.0 465 37,842 +39
Mar09 080728 1775.0 1777.0 1767.5 1777.0 +8.7 52 7,151 -11
May09 080728 1786.2 1786.2 1786.2 1786.2 +8.4 203 4,513 +101
Jul09 080728 1795.5 1795.5 1795.5 1795.5 +8.1 201 6,140 +154
Sep09 080728 1804.8 1804.8 1804.8 1804.8 +8.0 6 766 +0
Total Volume and Open Interest 30,330 136,273 -1,256
Platinum(NYMEX)
Jul08 080728 1779.7 1779.7 1779.7 1779.7 +18.0 0 54 +0
Oct08 080728 1762.5 1788.8 1743.4 1776.7 +18.0 2,208 13,560 -177
Jan09 080728 1766.0 1784.7 1760.0 1779.7 +18.0 28 226 +0
Total Volume and Open Interest 2,682 14,017 -521
Palladium(NYMEX)
Sep08 080728 384.00 394.50 381.15 391.25 +8.25 1,898 11,125 -166
Dec08 080728 394.30 397.25 394.00 394.45 +8.15 20 2,224 -232
Mar09 080728 398.95 398.95 398.95 398.95 +8.15 0 42 +0
Total Volume and Open Interest 698 13,789 -47
Copper(CMX)
Jul08 080728 370.00 371.60 369.00 370.95 +0.55 283 551 -293
Sep08 080728 360.80 363.45 358.80 361.20 +0.70 9,351 55,303 -1,759
Dec08 080728 358.00 360.45 356.75 359.05 +0.85 3,072 27,649 +495
Mar09 080728 355.85 356.00 355.85 355.90 +1.00 649 8,053 -47
May09 080728 354.65 354.65 353.40 353.40 +1.00 71 1,383 +41
Total Volume and Open Interest 18,540 109,060 -982
Aluminum(CMX)
Jul08 080728 1.36 1.36 1.36 1.36 -133.49      
Aug08 080728 1.37 1.37 1.37 1.37 -134.23      
Sep08 080728 1.38 1.38 1.38 1.38 -134.97      
Oct08 080728 1.39 1.39 1.39 1.39 -135.71      
Nov08 080721 140.60 140.60 140.60 140.60 unch      
Dec08 080724 139.55 139.55 139.55 139.55 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep08 080728 11335 11340 11107 11136 -180 3,502 29,989 -201
Dec08 080728 11300 11300 11118 11138 -180 0 1,959 -10
Mar09 080728 11151 11331 11151 11151 -180      
Jun09 080728 11166 11346 11166 11166 -180      
Total Volume and Open Interest 3,405 32,166 +162
S & P 500(CME)
Sep08 080728 1255.80 1259.50 1233.10 1235.10 -18.70 18,234 549,398 +2,317
Dec08 080728 1249.00 1261.70 1235.70 1236.70 -19.00 109 15,569 -102
Mar09 080728 1238.70 1264.20 1238.20 1238.70 -19.50 0 250 +0
Jun09 080728 1241.20 1267.20 1241.20 1241.20 -20.00 0 170 +0
Total Volume and Open Interest 32,326 563,635 +1,118
S & P 500 E-Mini(Globex)
Sep08 080728 1255.25 1260.00 1233.00 1235.00 -18.75 1,614,028 2,339,164 -28,225
Dec08 080728 1255.00 1261.25 1235.00 1236.75 -19.00 2,642 55,653 +408
Total Volume and Open Interest 1,992,689 2,428,937 +28,303
NASDAQ 100(CME)
Sep08 080728 1848.50 1854.00 1801.00 1813.80 -26.70 2,353 28,971 +1
Dec08 080728 1822.80 1822.80 1819.50 1822.80 -26.70 0 7 +0
Mar09 080728 1831.50 1831.50 1828.30 1831.50 -26.80      
Total Volume and Open Interest 4,877 28,973 +206
NASDAQ 100 E-Mini(Globex)
Sep08 080728 1845.30 1854.50 1800.00 1813.80 -26.70 294,471 316,723 -12,969
Dec08 080728 1858.00 1862.80 1810.00 1822.80 -26.70 295 4,468 +2
Total Volume and Open Interest 412,787 334,168 +14,837
S & P Midcap 400(CME)
Sep08 080728 796.00 799.00 785.50 786.20 -7.40 117 5,025 +442
Dec08 080728 788.15 790.05 788.15 788.15 -7.40 0 2 +0
Mar09 080728 795.05 796.95 795.05 795.05 -7.40      
Total Volume and Open Interest 351 4,585 +248
Russell 2000(CME)
Sep08 080728 708.00 710.00 694.00 696.90 -11.50 829 31,157 -2,083
Total Volume and Open Interest 2,134 33,240 -1,830
Russell 2000 E-Mini(Globex)
Sep08 080728 708.70 710.30 693.50 696.90 -11.50 206,597 596,352 -17,860
Dec08 080724 816.80 816.80 792.60 796.30 +156.00      
Total Volume and Open Interest 288,105 630,143  
Nikkei 225(CME)
Sep08 080728 13465 13480 13335 13360 +25 64,217 191,743 -2,036
Dec08 080728 13415 13425 13295 13310 +20 245 595 +38
Total Volume and Open Interest 64,462 192,579 -1,998
Nikkei 225(SGX)
Sep08 080728 13465 13480 13335 13360 +25 64,217 191,743 -2,036
Dec08 080728 13415 13425 13295 13310 +20 245 595 +38
Mar09 080728 13320 13320 13320 13320 +20      
Total Volume and Open Interest 64,462 192,579 -1,998
CAC 40(EURONEXT)
Aug08 080728 4370.5 4390.0 4324.0 4335.0 -53.5 118,670 503,729 +10,396
Sep08 080728 4385.5 4395.0 4350.0 4351.0 -54.0 389 36,108 -1,134
Oct08 080728 4364.0 4364.0 4364.0 4364.0 -53.5      
Total Volume and Open Interest 127,272 531,635 +3,259
Hang Seng Index(HKFE)
Jul08 080728 22899 22966 22645 22672 -138 7,009 9,953 -31,059
Aug08 080728 22988 22988 22634 22660 -135 522 1,226 +947
Sep08 080728 22802 22802 22563 22563 -137 11 110 -100
Total Volume and Open Interest 7,543 11,341 -30,172
DAX(EUREX)
Sep08 080728 6462.0 6473.0 6330.0 6389.0 -97.0 156,973 215,370 -4,152
Dec08 080728 6531.0 6538.0 6422.0 6462.5 -98.0 1,043 12,565 -123
Mar09 080728 6615.5 6615.5 6517.5 6540.0 -98.0 761 4,046 +390
Total Volume and Open Interest 163,779 235,866 +1,396
FT-SE 100(EURONEXT)
Sep08 080728 5358.00 5364.50 5256.00 5312.50 -42.50 99,809 489,170 +8,577
Dec08 080728 5371.50 5390.50 5348.00 5348.00 -42.50 65 8,716 -6
Mar09 080728 5401.50 5401.50 5352.50 5352.50 -45.50 11 55 +9
Total Volume and Open Interest 99,482 489,361 -2,000
SPI 200(SFE)
Sep08 080728 4980.0 5036.0 4870.0 4937.0 -45.0 36,460 285,270 +22,493
Dec08 080728 5079.0 5079.0 4932.0 4985.0 -47.0 44 2,659 +26
Mar09 080728 4991.0 4991.0 4991.0 4991.0 -47.0 0 493 +27
Total Volume and Open Interest 39,708 288,784 +18,150
GSCI(CME)
Aug08 080728 112.44 113.64 102.64 108.94 +7.30 262 14,714 -35
Sep08 080728 113.14 114.64 106.54 113.14 +6.50 0 1 +0
Oct08 080728 111.14 112.64 104.54 111.14 +6.50      
Total Volume and Open Interest 832 14,750 +42
RJ/CRB Index(ICE)
Aug08 080728 544.50 548.10 544.50 545.45 -1.25 13 285 -1
Nov08 080728 558.40 558.75 558.25 558.25 -0.50 5 796 -1
Jan09 080728 564.75 564.75 564.25 564.25 -0.50 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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