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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 Tue July 29, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080729 1404.75 1407.00 1354.25 1384.25 -16.00 6,135 24,390 -7,233
Sep08 080729 1397.25 1403.25 1351.75 1386.25 -10.00 2,864 27,082 -621
Nov08 080729 1401.00 1402.75 1351.75 1391.00 -5.00 6,814 250,637 +767
Jan09 080729 1413.00 1414.00 1370.00 1408.25 -5.00 368 32,393 -121
Mar09 080729 1410.00 1426.50 1385.25 1422.50 -5.00 38 11,192 +45
May09 080729 1436.75 1436.75 1390.00 1427.50 -3.50 78 14,061 -2
Jul09 080729 1428.25 1435.00 1399.75 1432.00 -5.00 0 11,916 -21
Total Volume and Open Interest 105,411 411,575 -9,337
Soybean Meal(CBOT)
Aug08 080729 377.00 378.90 367.10 376.50 +0.70 5,344 18,750 -3,118
Sep08 080729 373.90 374.80 362.20 372.80 +1.50 5,012 34,480 -441
Oct08 080729 364.20 369.80 355.90 368.50 +3.70 922 21,933 +410
Dec08 080729 365.00 371.40 354.40 369.50 +5.20 2,266 75,872 +606
Jan09 080729 361.90 376.00 358.00 372.20 +5.10 237 10,383 +101
Mar09 080729 369.00 379.00 363.10 377.00 +5.40 122 7,175 +116
May09 080729 370.00 379.00 365.00 378.00 +6.40 119 4,846 +47
Jul09 080729 372.00 381.00 368.00 380.00 +5.20 90 5,031 +49
Total Volume and Open Interest 44,773 189,113 -6,005
Soybean Oil(CBOT)
Aug08 080729 59.29 59.41 57.30 57.83 -1.47 7,307 20,793 -4,934
Sep08 080729 59.61 59.79 57.62 58.15 -1.48 4,001 41,526 +2,667
Oct08 080729 59.80 59.80 58.00 58.47 -1.50 3,587 23,197 +2,740
Dec08 080729 60.57 60.77 58.59 59.08 -1.52 1,894 117,087 +1,463
Jan09 080729 60.26 60.26 59.10 59.59 -1.49 504 9,025 +336
Mar09 080729 60.96 60.96 59.68 60.17 -1.45 37 9,895 +94
May09 080729 60.88 60.88 59.95 60.43 -1.37 239 8,082 +113
Jul09 080729 60.32 62.00 60.18 60.68 -1.32 26 7,059 -149
Total Volume and Open Interest 67,651 251,581 -2,056
Canola(WCE)
Corn(CBOT)
Sep08 080729 582.50 596.75 570.75 594.00 +12.00 5,378 305,492 +2,161
Dec08 080729 601.50 616.25 589.75 613.50 +12.25 10,882 527,355 -4,896
Mar09 080729 621.75 636.25 609.75 633.50 +12.75 1,618 145,518 +2,535
May09 080729 633.25 647.50 622.00 645.50 +12.50 72 25,975 -232
Jul09 080729 644.25 658.00 632.50 655.75 +12.50 1,804 78,839 +638
Sep09 080729 634.00 651.25 628.75 651.00 +15.75 21 12,492 -39
Total Volume and Open Interest 154,951 1,230,448 -28,927
Wheat(CBOT)
Sep08 080729 798.50 801.25 777.75 792.00 -5.75 2,687 143,072 -2,084
Dec08 080729 822.00 824.00 802.00 816.50 -5.25 783 100,781 +108
Mar09 080729 844.00 844.00 825.25 839.75 -4.00 309 23,200 +233
May09 080729 847.50 857.25 839.75 853.75 -3.50 1 3,176 +35
Jul09 080729 870.00 870.00 852.00 865.00 -3.75 161 36,300 +27
Total Volume and Open Interest 58,260 327,192 -985
Wheat(KCBT)
Sep08 080729 825.00 828.00 808.00 825.00 +0.50 8,733 44,955 -502
Dec08 080729 847.00 851.00 833.25 849.75 +2.50 3,753 31,018 +802
Mar09 080729 864.25 873.50 856.75 871.00 -1.00 481 7,204 +188
May09 080729 869.00 885.75 866.75 881.00 -5.00 15 889 -9
Jul09 080729 890.00 894.00 874.00 887.00 -5.00 549 12,502 +222
Total Volume and Open Interest 13,556 98,871 +668
Wheat(MGE)
Sep08 080729 878.75 878.75 860.50 873.00 -3.50 1,666 11,710 +164
Dec08 080729 888.25 888.25 870.75 884.75 -1.50 1,130 20,909 +86
Mar09 080729 891.75 900.75 887.00 889.00 -13.00 395 4,242 +131
May09 080729 895.50 910.00 889.75 910.00 +4.25 12 1,576 -9
Jul09 080729 900.00 900.00 900.00 900.00 -10.00 1 453 -2
Total Volume and Open Interest 4,905 40,386 -478
Oats(CBOT)
Sep08 080729 389.00 392.00 382.25 386.00 -3.00 4 4,626 -10
Dec08 080729 407.00 410.50 401.00 404.25 -2.75 76 8,547 -90
Mar09 080729 424.25 426.00 419.75 422.75 -3.25 0 1,956 +4
May09 080729 440.25 440.25 433.25 434.75 -3.25 0 180 +0
Total Volume and Open Interest 469 15,768 -197
Rough Rice(CBOT)
Sep08 080729 16.86 16.86 16.50 16.63 -0.17 93 6,398 -149
Nov08 080729 17.09 17.13 16.78 16.88 -0.20 76 5,233 +19
Jan09 080729 17.17 17.38 17.14 17.20 -0.17 0 698 +0
Mar09 080729 17.44 17.67 17.44 17.51 -0.16 0 390 +0
Total Volume and Open Interest 964 12,986 +18
Live Cattle(CME)
Aug08 080729 97.080 98.000 96.830 97.550 +0.470 11,365 42,691 -5,513
Oct08 080729 104.700 106.000 104.600 105.600 +0.800 12,092 136,491 +1,433
Dec08 080729 106.800 108.000 106.650 107.535 +0.635 5,811 65,074 +157
Feb09 080729 107.830 108.800 107.580 108.700 +0.750 601 26,097 +112
Apr09 080729 109.600 110.600 109.330 110.450 +0.600 794 16,745 +116
Jun09 080729 107.430 108.650 107.200 108.550 +0.500 120 7,404 +66
Total Volume and Open Interest 29,158 301,140 +1,639
Feeder Cattle(CME)
Aug08 080729 110.950 112.450 110.900 112.285 +1.135 693 7,583 -321
Sep08 080729 111.300 112.950 110.700 112.650 +1.550 808 13,067 +262
Oct08 080729 112.035 114.050 112.000 113.885 +1.385 609 7,694 -165
Nov08 080729 113.000 114.400 113.000 114.400 +1.115 345 2,740 +224
Jan09 080729 112.900 114.000 112.850 113.850 +0.850 45 1,024 +5
Mar09 080729 113.635 114.000 112.950 113.900 +0.950 17 261 -3
Apr09 080729 113.680 114.400 113.385 114.400 +1.000 0 101 +0
Total Volume and Open Interest 4,606 32,631 +183
Lean Hogs(CME)
Aug08 080729 78.600 78.750 77.200 78.035 -0.515 6,768 16,572 -2,089
Oct08 080729 73.330 73.750 71.350 72.250 -1.100 11,403 83,457 +1,056
Dec08 080729 74.800 75.100 73.000 73.800 -0.750 7,274 66,276 +189
Feb09 080729 82.580 82.580 79.930 81.000 -1.450 2,223 23,022 +1,449
Apr09 080729 88.500 88.500 86.300 87.350 -1.250 910 21,148 +446
May09 080729 91.700 92.300 91.000 92.300 -0.400 60 986 +22
Jun09 080729 95.200 96.500 94.785 96.350 -0.230 652 14,287 +527
Jul09 080729 28.119 29.369 27.869 29.369 -0.100 114 905 +74
Total Volume and Open Interest 31,001 228,408 +2,760
Pork Bellies(CME)
Aug08 080729 73.250 74.650 71.200 72.050 -0.400 410 923 -153
Feb09 080729 92.100 93.000 90.200 91.000 -1.100 98 436 +42
Mar09 080729 93.900 93.900 93.900 93.900 unch 0 7 +0
May09 080729 29.869 29.869 29.869 29.869 unch 0 1 +0
Jul09 080729 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 265 1,488  
Class III Milk(CME)
Jul08 080729 18.20 18.23 18.18 18.23 +0.01 0 3,609 +0
Aug08 080729 18.80 18.80 18.60 18.64 -0.16 175 4,434 +17
Sep08 080729 19.30 19.33 18.88 18.89 -0.46 216 4,401 +27
Oct08 080729 19.25 19.35 18.90 18.95 -0.40 76 3,512 +45
Nov08 080729 19.20 19.34 18.90 18.90 -0.44 48 3,107 +14
Total Volume and Open Interest 593 33,819 +88
Cocoa(ICE)
Sep08 080729 2790 2865 2790 2835 +40 5,715 65,459 -1,131
Dec08 080729 2821 2876 2815 2848 +38 2,953 44,103 +539
Mar09 080729 2830 2875 2830 2852 +43 429 21,545 +188
May09 080729 2835 2875 2833 2854 +41 186 7,533 +42
Jul09 080729 2861 2871 2851 2851 +41 27 3,983 +20
Sep09 080729 2874 2874 2853 2853 +43 4 1,487 +1
Dec09 080729 2862 2862 2862 2862 +38 2 5,549 +0
Total Volume and Open Interest 14,194 152,117 +2,523
Coffee "C"(ICE)
Sep08 080729 135.50 137.45 135.00 136.40 +1.10 7,037 76,109 +172
Dec08 080729 139.40 141.10 138.80 140.15 +1.10 2,045 49,773 +589
Mar09 080729 143.00 144.65 142.50 143.75 +1.15 142 12,830 +41
May09 080729 145.40 146.30 145.40 146.05 +1.15 380 3,953 +47
Jul09 080729 147.75 148.50 147.75 148.15 +1.10 14 1,569 -10
Sep09 080729 150.25 150.30 150.15 150.30 +1.20 0 1,371 +0
Total Volume and Open Interest 12,581 146,654 +910
Orange Juice(ICE)
Sep08 080729 111.95 112.70 107.55 109.25 -2.10 1,283 17,170 -304
Nov08 080729 116.40 116.40 111.50 113.25 -2.00 623 5,384 +447
Jan09 080729 120.00 120.00 115.50 117.00 -1.70 43 2,020 -1
Mar09 080729 122.00 122.00 119.90 120.20 -2.15 57 2,681 +27
May09 080729 125.00 125.00 123.25 123.25 -2.30 2 168 +2
Jul09 080729 127.75 127.75 125.25 126.25 -2.05 0 20 +0
Total Volume and Open Interest 1,515 27,289 +124
Sugar #11(ICE)
Oct08 080729 12.32 12.92 12.17 12.82 +0.50 25,825 342,223 +628
Mar09 080729 13.75 14.25 13.56 14.16 +0.44 8,719 159,556 -787
May09 080729 13.92 14.30 13.71 14.25 +0.40 2,920 78,328 +57
Jul09 080729 13.90 14.37 13.82 14.33 +0.38 2,078 81,850 -301
Oct09 080729 14.34 14.64 14.13 14.61 +0.41 655 63,494 +86
Total Volume and Open Interest 49,090 791,045 +1,566
Sugar #14(ICE)
Sep08 080729 24.20 24.20 23.50 23.93 -0.19 21 796 -4
Nov08 080729 23.37 23.37 23.35 23.36 -0.06 0 2,774 +0
Jan09 080729 22.99 22.99 22.99 22.99 -0.01 22 2,015 +16
Mar09 080729 23.05 23.10 23.05 23.08 +0.05 0 1,510 +0
May09 080729 23.23 23.23 23.23 23.23 unch 0 838 +0
Total Volume and Open Interest 36 9,008 -9
London Cocoa(LCE)
Sep08 080729 1486 1523 1486 1502 +16 4,098 67,507 -539
Dec08 080729 1476 1503 1476 1492 +18 2,686 58,111 +198
Mar09 080729 1473 1491 1468 1481 +20 460 39,333 +72
May09 080729 1475 1497 1470 1485 +22 413 18,096 +112
Jul09 080729 1498 1499 1489 1489 +22 19 7,125 +6
Sep09 080729 1503 1503 1485 1485 +21 263 1,519 +250
Dec09 080729 1489 1489 1489 1489 +21 15 1,800 +0
Total Volume and Open Interest 5,170 193,663 -1,505
London Coffee(LCE)
Jul08 080729 2419.00 2505.00 2419.00 2450.00 +45.00 289 4,532 -178
Sep08 080729 2323.00 2473.00 2323.00 2410.00 +89.00 5,809 64,876 -1,042
Nov08 080729 2280.00 2364.00 2280.00 2350.00 +78.00 739 26,493 +220
Jan09 080729 2220.00 2311.00 2218.00 2266.00 +54.00 220 45,847 +169
Total Volume and Open Interest 9,280 142,579 +437
London Sugar(LCE)
Oct08 080729 353.50 362.10 353.50 361.20 +4.60 1,606 22,520 -289
Dec08 080729 364.90 370.30 363.50 370.20 +3.30 264 10,881 +27
Mar09 080729 381.00 387.80 380.20 386.60 +4.00 178 13,732 +89
May09 080729 386.50 390.80 384.10 389.60 +3.20 92 3,584 +39
Aug09 080729 386.50 393.70 386.50 392.50 +4.40 0 4,648 +0
Total Volume and Open Interest 2,660 58,842 -571
Cotton(ICE)
Oct08 080729 71.00 71.75 70.15 71.66 +0.58 127 5,391 +4
Dec08 080729 73.80 74.54 72.89 74.48 +0.63 4,202 165,911 -175
Mar09 080729 78.85 79.98 78.40 79.92 +0.63 306 31,967 +94
May09 080729 80.15 81.55 80.07 81.52 +0.70 71 3,063 -19
Jul09 080729 81.22 82.84 81.22 82.84 +0.76 181 6,512 +21
Oct09 080729 85.04 85.04 85.04 85.04 +0.76 0 122 +0
Total Volume and Open Interest 9,160 220,769 +2,005
Lumber(CME)
Sep08 080729 252.5 252.5 244.5 246.7 -5.4 649 9,449 +116
Nov08 080729 254.1 254.1 246.0 250.0 -4.3 411 3,421 -7
Jan09 080729 267.8 267.8 261.2 266.4 -2.6 292 1,587 +16
Mar09 080729 270.3 277.0 266.2 277.0 +5.0 5 168 +1
Total Volume and Open Interest 2,783 14,661 -103
Crude Oil(NYM)
Sep08 080729 124.94 125.85 120.42 122.19 -2.54 197,074 296,497 -10,727
Oct08 080729 125.50 126.35 120.90 122.74 -2.55 33,646 113,283 +774
Nov08 080729 126.50 126.63 121.60 123.21 -2.54 13,849 70,060 +1,020
Dec08 080729 126.34 126.93 121.92 123.57 -2.52 32,926 170,615 +2,252
Jan09 080729 126.60 127.20 122.46 123.81 -2.51 4,667 34,487 +511
Feb09 080729 127.00 127.00 122.70 123.97 -2.50 1,827 15,949 -140
Mar09 080729 123.30 124.08 123.00 124.08 -2.49 1,198 14,994 -2
Apr09 080729 124.10 124.10 124.10 124.10 -2.52 747 12,573 -4
May09 080729 123.57 124.06 123.57 124.06 -2.50 639 15,540 +46
Jun09 080729 125.95 125.95 122.61 123.95 -2.49 2,606 50,230 +173
Jul09 080729 123.81 123.81 123.81 123.81 -2.47 353 17,920 -77
Aug09 080729 123.66 123.66 123.66 123.66 -2.45 67 8,196 +9
Sep09 080729 123.53 123.53 123.53 123.53 -2.43 150 11,631 -27
Oct09 080729 123.40 123.40 123.40 123.40 -2.42 133 5,881 +72
Nov09 080729 123.27 123.27 123.27 123.27 -2.41 8 4,473 +0
Dec09 080729 125.04 125.25 121.63 123.14 -2.40 11,221 115,771 +1,126
Total Volume and Open Interest 406,217 1,220,067 +1,452
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 080729 124.975 125.850 120.375 122.200 -2.525 18,009 6,043 -290
Oct08 080729 125.500 126.375 121.000 122.750 -2.550 711 899 -91
Nov08 080729 126.175 126.275 121.675 123.200 -2.550 36 264 -4
Dec08 080729 126.850 126.850 122.075 123.575 -2.525 233 213 +85
Jan09 080729 123.800 123.800 123.800 123.800 -2.525 1 2 +0
Feb09 080729 123.975 123.975 123.975 123.975 -2.500 1 1 +0
Mar09 080729 124.075 124.075 124.075 124.075 -2.500      
Apr09 080729 124.100 124.100 124.100 124.100 -2.525 0 1 +0
Total Volume and Open Interest 19,917 7,812 +44
Heating Oil(NYM)
Aug08 080729 356.80 358.22 344.68 347.22 -8.98 14,600 19,052 -1,912
Sep08 080729 359.26 361.15 347.41 349.85 -8.90 26,103 68,116 +2,274
Oct08 080729 362.20 363.66 350.65 353.10 -8.75 3,918 23,081 -128
Nov08 080729 366.00 366.00 354.40 356.80 -8.65 1,741 14,151 +371
Dec08 080729 369.25 370.90 357.79 360.15 -8.70 2,931 20,330 -127
Jan09 080729 372.50 373.45 361.20 363.10 -8.65 1,306 16,183 -80
Feb09 080729 374.00 375.00 362.55 364.80 -8.65 550 5,738 +7
Mar09 080729 372.60 372.60 361.76 363.40 -8.50 571 6,102 +46
Apr09 080729 364.45 365.61 358.65 359.30 -8.50 224 2,874 -14
May09 080729 364.55 364.55 354.75 355.55 -8.45 184 1,632 +24
Jun09 080729 357.00 358.97 352.25 353.00 -8.30 582 21,289 +52
Jul09 080729 351.80 352.60 351.80 352.60 -8.20 120 1,831 +26
Total Volume and Open Interest 60,286 228,976 +465
Gasoline(NYMEX)
Aug08 080729 307.75 308.95 298.01 300.77 -6.23 14,928 20,963 -2,471
Sep08 080729 308.24 309.58 298.33 301.32 -6.08 27,242 78,047 +779
Oct08 080729 298.80 300.30 289.05 292.57 -5.43 8,587 34,278 +999
Nov08 080729 298.79 298.79 290.45 294.42 -5.28 2,660 19,567 -119
Dec08 080729 303.65 303.65 292.51 296.37 -5.38 3,055 25,514 +55
Jan09 080729 302.61 302.61 296.50 298.87 -5.38 520 9,965 +78
Feb09 080729 301.42 301.42 301.42 301.42 -5.33 275 4,871 +29
Mar09 080729 304.42 304.42 304.42 304.42 -5.33 238 3,508 +11
Apr09 080729 319.25 320.17 319.25 320.17 -5.33 171 8,191 +39
May09 080729 322.00 322.00 320.77 320.77 -5.38 275 4,456 -35
Total Volume and Open Interest 58,473 228,533 -565
e-miNY RBOB Gasoline(NYM)
Aug08 080718 317.09 317.09 317.09 317.09 -34.63 2 2 -1
Sep08 080729 301.32 301.32 301.32 301.32 -6.08 3 2 +0
Oct08 080729 292.57 292.57 292.57 292.57 -5.43      
Nov08 080729 294.42 294.42 294.42 294.42 -5.28      
Total Volume and Open Interest 4 2 +0
Natural Gas(NYM)
Aug08 080729 9.194 9.264 8.934 9.217 +0.054 69,247 18,360 -14,062
Sep08 080729 9.240 9.282 8.953 9.130 -0.065 47,461 134,925 +2,791
Oct08 080729 9.320 9.366 9.062 9.232 -0.066 12,753 87,305 -1,672
Nov08 080729 9.577 9.684 9.409 9.582 -0.071 5,675 58,291 -442
Dec08 080729 9.980 10.061 9.791 9.962 -0.071 1,662 42,278 -31
Jan09 080729 10.270 10.270 9.998 10.167 -0.071 4,119 65,623 +406
Feb09 080729 10.246 10.265 10.005 10.167 -0.081 1,435 22,890 -132
Mar09 080729 10.037 10.085 9.847 9.997 -0.076 4,627 59,016 +539
Apr09 080729 9.250 9.332 9.160 9.267 -0.051 3,725 64,121 +735
May09 080729 9.150 9.270 9.090 9.197 -0.036 704 42,236 -100
Jun09 080729 9.210 9.332 9.210 9.272 -0.036 401 18,921 +47
Jul09 080729 9.300 9.419 9.300 9.362 -0.033 147 17,757 +9
Aug09 080729 9.370 9.509 9.330 9.427 -0.033 267 16,944 +63
Sep09 080729 9.400 9.510 9.400 9.462 -0.031 73 14,300 +25
Oct09 080729 9.595 9.602 9.450 9.542 -0.031 866 30,594 +251
Nov09 080729 9.824 9.900 9.760 9.862 -0.026 118 17,116 -1
Total Volume and Open Interest 172,670 970,588 +201
Brent Crude Oil(ICE)
Sep08 080729 126.12 126.79 120.88 122.71 -3.13 89,924 86,605 -499
Oct08 080729 127.15 127.77 122.03 123.79 -3.01 33,455 115,162 +1,331
Nov08 080729 127.88 128.68 123.19 124.75 -2.94 14,513 39,242 +1,215
Dec08 080729 128.65 129.37 124.01 125.49 -2.89 16,304 64,657 -2,722
Jan09 080729 129.51 130.04 124.94 126.20 -2.81 3,673 26,936 +588
Feb09 080729 130.30 130.45 125.50 126.73 -2.74 1,880 21,364 -210
Mar09 080729 130.55 130.61 126.00 127.03 -2.70 2,075 11,774 +87
Apr09 080729 130.73 130.73 126.31 127.14 -2.68 1,082 17,552 +164
May09 080729 130.80 130.80 126.36 127.20 -2.68 980 12,046 +250
Jun09 080729 130.76 130.79 125.83 127.15 -2.67 1,458 25,782 +318
Jul09 080729 128.00 128.00 127.15 127.17 -2.58 223 7,091 +138
Aug09 080729 128.00 128.00 127.09 127.09 -2.55 192 2,824 +125
Sep09 080729 128.50 128.50 127.00 127.00 -2.54 198 4,726 -12
Oct09 080729 126.87 126.87 126.87 126.87 -2.56 0 2,533 +151
Total Volume and Open Interest 268,538 544,644 +3,586
Gas Oil(ICE)
Aug08 080729 1166.00 1169.00 1130.75 1138.50 -23.75 31,417 51,403 -1,339
Sep08 080729 1169.75 1172.25 1133.75 1141.50 -24.50 31,594 65,050 +493
Oct08 080729 1174.50 1176.50 1139.00 1146.25 -24.75 9,954 27,382 +740
Nov08 080729 1178.75 1179.75 1143.25 1150.75 -25.00 3,702 16,314 +476
Dec08 080729 1183.00 1185.00 1149.00 1155.50 -25.25 7,980 39,996 +848
Jan09 080729 1188.50 1188.50 1158.00 1161.00 -25.50 2,692 23,427 -676
Feb09 080729 1163.75 1164.00 1160.75 1163.00 -25.50 1,334 8,853 +668
Mar09 080729 1160.00 1160.00 1154.00 1159.25 -25.25 787 9,337 -57
Apr09 080729 1154.25 1154.25 1154.25 1154.25 -25.25 415 5,385 -15
May09 080729 1149.50 1149.50 1149.50 1149.50 -25.00 157 4,147 +9
Total Volume and Open Interest 94,194 314,876 +2,260
Ethanol(CBOT)
Jul08 080703 2.863 2.863 2.863 2.863 +0.002 5 269 -3
Aug08 080729 2.450 2.495 2.430 2.455 -0.021 59 228 -14
Sep08 080729 2.430 2.460 2.430 2.459 +0.003 65 334 -5
Oct08 080729 2.430 2.465 2.430 2.465 +0.006 26 218 -13
Nov08 080729 2.454 2.454 2.454 2.454 -0.007 2 147 -1
Dec08 080729 2.435 2.435 2.435 2.435 -0.024 5 145 +3
Jan09 080729 2.450 2.450 2.450 2.450 -0.001 6 173 +3
Feb09 080729 2.450 2.450 2.450 2.450 -0.001 5 167 +16
Total Volume and Open Interest 183 2,796 +12
US Dollar Index(ICE)
Sep08 080729 72.840 73.630 72.825 73.505 +0.645 3,305 35,865 -623
Dec08 080729 73.260 73.970 73.260 73.890 +0.630 4 2,491 +1
Mar09 080729 74.420 74.420 74.265 74.265 +0.635 0 128 +0
Total Volume and Open Interest 4,165 39,126 -247
Australian Dollar(CME)
Sep08 080729 95.09 95.27 94.25 94.52 -0.56 4 88,243 -3,068
Dec08 080729 93.85 94.12 93.30 93.43 -0.56 0 1,044 +121
Mar09 080729 92.44 93.00 92.43 92.44 -0.56 150 538 -80
Total Volume and Open Interest 31,985 92,886 -3,299
British Pound(CME)
Sep08 080729 198.75 199.00 196.92 197.18 -1.59 20 103,028 +3,654
Dec08 080729 197.46 197.65 195.67 195.87 -1.59 0 1,276 +60
Mar09 080729 194.61 196.20 194.61 194.61 -1.59 0 943 +0
Total Volume and Open Interest 90,911 102,821 +2,380
Canadian Dollar(CME)
Sep08 080729 97.75 97.91 97.28 97.51 -0.16 52 85,780 +3,859
Dec08 080729 97.72 97.82 97.23 97.44 -0.16 0 5,440 +147
Mar09 080729 97.42 97.59 97.22 97.42 -0.14 0 1,578 +3
Jun09 080729 97.41 97.54 97.27 97.41 -0.13 0 1,306 +0
Total Volume and Open Interest 49,224 91,727 -4,706
Japanese Yen(CME)
Sep08 080729 93.30 93.47 92.58 92.76 -0.53 6 151,053 -1,679
Dec08 080729 93.79 93.95 93.10 93.27 -0.53 0 23,243 +71
Mar09 080729 93.84 94.37 93.84 93.84 -0.53 0 533 +0
Total Volume and Open Interest 137,610 179,843 -202
Swiss Franc(CME)
Sep08 080729 96.74 96.96 95.47 95.72 -1.13 1 50,196 -3,551
Dec08 080729 95.88 97.02 95.63 95.82 -1.12 0 1,217 +74
Mar09 080729 95.91 97.03 95.87 95.91 -1.12 0 336 +0
Total Volume and Open Interest 59,654 55,275 +186
EuroFX(CME)
Sep08 080729 157.01 157.20 155.16 155.47 -1.67 87 154,400 +8,182
Dec08 080729 156.23 156.45 154.44 154.74 -1.66 0 2,679 -3
Mar09 080729 154.00 155.73 154.00 154.05 -1.68 0 413 +0
Total Volume and Open Interest 184,694 149,598 -4,076
Mexican Peso(CME)
Aug08 080729 991.2 991.2 989.8 991.2 +1.5      
Sep08 080729 987.2 988.2 985.8 987.8 +1.5 300 105,286 +1,697
Total Volume and Open Interest 26,748 104,394 -2,708
30-Year T-Bonds(CBOT)
Sep08 080729 115~075 115~075 114~075 114~285 -0~045 277,666 858,109 +19,478
Dec08 080729 113~250 114~020 113~105 113~295 -0~045 437 4,040 +203
Mar09 080729 112~125 112~315 112~125 112~270 -0~045 1 18 +1
Total Volume and Open Interest 370,516 842,509 -32,960
10-Year T-Notes(CBOT)
Sep08 080729 114~145 114~150 113~220 114~035 -0~050 797,229 1,721,264 +22,982
Dec08 080729 113~025 113~025 112~150 112~260 -0~055 10,041 27,652 +9,486
Mar09 080729 111~260 111~315 111~260 111~260 -0~055      
Total Volume and Open Interest 1,107,446 1,718,697 -18,164
5-Year T-Notes(CBOT)
Sep08 080729 111~016 111~019 110~072 110~106 -0~022 392,256 0 +0
Dec08 080729 110~007 110~046 110~007 110~024 -0~021 1,963 0 -25,735
Mar09 080729 110~024 110~046 110~024 110~024 -0~021      
Total Volume and Open Interest 703,661 1,544,379 -49,227
2 Year T-Notes(CBOT)
Sep08 080729 105~119 105~121 105~090 105~102 -0~010 3,743 877,890 +17,645
Dec08 080729 105~040 105~052 105~040 105~040 -0~012 0 5,702 +1,340
Mar09 080729 105~040 105~052 105~040 105~040 -0~012      
Total Volume and Open Interest 280,432 866,007 -17,946
Eurodollars(CME)
Sep08 080729 97.120 97.135 97.090 97.105 -0.010 4,539 1,386,029 +14,236
Dec08 080729 96.940 96.965 96.870 96.905 -0.035 8,512 1,662,850 -2,128
Mar09 080729 96.885 96.890 96.775 96.830 -0.045 2,515 1,411,384 +12,414
Jun09 080729 96.690 96.695 96.565 96.635 -0.045 4,904 1,182,375 +4,961
Sep09 080729 96.410 96.420 96.280 96.350 -0.045 4,146 951,317 +7,802
Dec09 080729 96.065 96.095 95.950 96.020 -0.045 1,618 760,021 +5,835
Mar10 080729 95.835 95.855 95.705 95.780 -0.040 917 561,526 +2,612
Jun10 080729 95.615 95.655 95.515 95.585 -0.040 4,576 332,444 +715
Sep10 080729 95.480 95.520 95.380 95.455 -0.035 1,202 223,990 -1,027
Dec10 080729 95.365 95.405 95.270 95.345 -0.030 1,267 214,903 -1,600
Mar11 080729 95.315 95.355 95.220 95.300 -0.030 720 157,738 -476
Jun11 080729 95.280 95.300 95.170 95.250 -0.030 2,867 147,239 +250
Sep11 080729 95.220 95.265 95.140 95.215 -0.030 1,669 94,949 +1,855
Dec11 080729 95.210 95.210 95.090 95.160 -0.030 521 89,460 +251
Mar12 080729 95.140 95.175 95.070 95.135 -0.030 1,042 101,952 -415
Jun12 080729 95.095 95.130 95.025 95.090 -0.030 1,644 75,617 +839
Sep12 080729 95.030 95.090 94.980 95.045 -0.030 157 54,662 +71
Dec12 080729 95.015 95.020 94.910 94.975 -0.030 537 43,536 +305
Total Volume and Open Interest 2,328,530 9,635,787 -12,392
30 Day Federal Funds(CBOT)
Jul08 080729 97.995 97.995 97.990 97.990 unch 230 78,426 -962
Aug08 080729 97.985 97.990 97.980 97.985 unch 230 136,622 -2,100
Sep08 080729 97.950 97.955 97.925 97.935 -0.010 328 86,618 -14
Oct08 080729 97.900 97.910 97.870 97.880 -0.020 32 106,140 +474
Nov08 080729 97.820 97.830 97.780 97.800 -0.020 32 132,744 +1,008
Dec08 080729 97.770 97.810 97.760 97.770 -0.025 32 52,815 +339
Total Volume and Open Interest 32,080 643,853 +1,114
30 Day Fed Funds(e-CBOT)
Jul08 080729 97.995 97.995 97.990 97.990 unch 3,109 78,426 -962
Aug08 080729 97.985 97.990 97.980 97.980 -0.005 4,588 136,622 -2,100
Sep08 080729 97.950 97.955 97.925 97.930 -0.020 4,703 86,618 -14
Oct08 080729 97.900 97.910 97.870 97.880 -0.025 6,294 106,140 +474
Nov08 080729 97.820 97.830 97.780 97.795 -0.030 3,993 132,744 +1,008
Dec08 080729 97.770 97.810 97.760 97.765 -0.035 2,933 52,815 +339
Total Volume and Open Interest 26,743 639,351 -3,351
3-Mth Euro-Yen(CME)
Sep08 080729 99.15 99.15 99.15 99.15 unch 150 7,025 +12
Dec08 080729 99.11 99.11 99.11 99.11 unch 0 2,916 +0
Mar09 080729 99.07 99.07 99.07 99.07 +0.02 0 1,898 +0
Jun09 080729 99.00 99.00 99.00 99.00 +0.01 0 473 +0
Sep09 080729 98.94 98.94 98.94 98.94 +0.02 0 540 +0
Dec09 080729 98.87 98.87 98.87 98.87 +0.01 0 1 +0
Mar10 080729 98.77 98.77 98.77 98.77 +0.02      
Jun10 080729 98.72 98.72 98.72 98.72 +0.02      
Sep10 080729 98.68 98.68 98.68 98.68 +0.04      
Dec10 080729 98.77 98.77 98.77 98.77 +0.03      
Total Volume and Open Interest 150 12,853 +12
3-Mth Euro-Yen(SGX)
Sep08 080729 99.15 99.15 99.14 99.15 unch 3 21,570 +0
Dec08 080729 99.12 99.12 99.11 99.11 +0.01 51 15,223 -94
Mar09 080729 99.07 99.07 99.07 99.07 +0.03 6 9,707 -109
Jun09 080729 99.01 99.01 99.00 99.01 +0.04 55 4,198 -147
Sep09 080729 98.94 98.94 98.94 98.94 -0.07 1 1,377 +1
Dec09 080729 98.88 98.88 98.88 98.88 +0.03 0 479 +0
Mar10 080729 98.77 98.77 98.77 98.77 +0.03 0 450 +0
Jun10 080729 98.72 98.72 98.72 98.72 +0.04 0 450 +0
Total Volume and Open Interest 114 57,965 +1,320
Japanese Gov't Bonds(SGX)
Sep08 080729 136.24 136.39 136.19 136.25 +0.74 1,809 16,754 +51
Dec08 080729 136.25 136.25 136.25 136.25 +0.32      
Mar09 080729 136.25 136.25 136.25 136.25 +0.32      
Total Volume and Open Interest 1,730 18,342 +1,762
Euro-Bund(EUREX)
Sep08 080729 111.18 111.73 110.99 111.64 +0.50 1,102,840 1,271,189 +7,636
Dec08 080729 111.02 111.43 110.81 111.37 +0.50 594 3,761 +364
Mar09 080729 111.37 111.37 111.37 111.37 +0.50 479 0 +0
Total Volume and Open Interest 1,103,913 1,274,950 +8,000
Euro-Bobl(EUREX)
Sep08 080729 106.66 106.95 106.56 106.80 +0.20 702,364 941,583 -12,588
Dec08 080729 106.81 106.90 106.81 106.87 +0.21 132 5,457 +0
Mar09 080729 106.81 106.81 106.81 106.81 +0.20      
Total Volume and Open Interest 702,496 947,040 -12,588
3-Mth Euribor(EUREX)
Sep08 080729 94.990 94.995 94.985 94.995 +0.010 932 20,044 -56
Dec08 080729 94.915 94.925 94.900 94.925 +0.040 269 9,180 -76
Mar09 080729 95.040 95.065 95.035 95.065 +0.070 201 3,088 -113
Total Volume and Open Interest 1,745 37,997 -368
Long Gilt(LIFFE)
Sep08 080729 106~12 106~22 105~27 106~20 +0~11 50,145 305,847 -2,499
Dec08 080729 108~09 108~09 108~09 108~09 +0~11 0 50 +0
Total Volume and Open Interest 74,590 308,396 +1,715
3-Mth Short Sterling(LIFFE)
Sep08 080729 94.13 94.16 94.12 94.16 +0.03 18,870 368,178 +59
Dec08 080729 94.21 94.28 94.18 94.25 +0.04 27,861 461,946 +5,461
Mar09 080729 94.46 94.52 94.40 94.49 +0.04 49,548 457,649 -2,631
Jun09 080729 94.56 94.62 94.50 94.58 +0.03 50,169 351,764 +6,960
Sep09 080729 94.56 94.61 94.49 94.57 +0.02 24,882 205,200 +5,236
Dec09 080729 94.49 94.53 94.42 94.50 +0.01 15,152 184,487 +1,228
Total Volume and Open Interest 373,246 2,252,860 +15,094
3-Mth Euribor(LIFFE)
Sep08 080729 94.985 95.005 94.985 94.995 +0.010 81,132 664,399 +6,976
Dec08 080729 94.900 94.940 94.895 94.925 +0.040 146,155 612,519 +18,857
Mar09 080729 95.000 95.090 95.000 95.065 +0.070 179,855 475,055 +4,367
Total Volume and Open Interest 888,140 3,238,414 +37,525
3-Mth Aus T-Bills(SFE)
Sep08 080729 92.22 92.23 92.19 92.22 -0.01 11,037 368,929 +4,043
Dec08 080729 92.30 92.33 92.28 92.31 unch 17,248 270,270 -2,294
Mar09 080729 92.42 92.45 92.40 92.42 unch 10,401 125,673 -3,661
Jun09 080729 92.53 92.57 92.51 92.53 unch 4,906 90,083 +1,769
Sep09 080729 92.62 92.66 92.60 92.62 unch 2,156 52,106 +494
Dec09 080729 92.73 92.73 92.67 92.69 unch 839 38,947 -115
Mar10 080729 92.74 92.75 92.73 92.74 -0.01 428 21,622 +70
Jun10 080729 92.77 92.78 92.77 92.77 -0.01 279 12,030 -393
Sep10 080729 92.78 92.79 92.78 92.79 unch 0 2,007 +0
Dec10 080729 92.79 92.79 92.79 92.79 unch 0 1,116 +0
Total Volume and Open Interest 54,554 984,450 -77
10-Year Aus T-Bonds(SFE)
Sep08 080729 93.78 93.79 93.71 93.72 -0.04 16,174 497,627 -27,526
Dec08 080729 93.72 93.72 93.72 93.72 -0.04      
Total Volume and Open Interest 26,373 497,627 -27,526
3-Year Aus T-Bonds(SFE)
Sep08 080729 93.73 93.78 93.72 93.74 unch 46,470 507,485 -76,182
Dec08 080729 93.74 93.74 93.74 93.74 unch      
Total Volume and Open Interest 76,162 507,485 -76,182
Gold(CMX)
Aug08 080729 930.0 933.0 913.1 916.5 -11.2 148,634 74,603 -45,335
Oct08 080729 935.9 937.8 917.8 921.3 -11.4 9,386 31,165 +4,275
Dec08 080729 941.1 943.2 922.9 926.4 -11.4 80,820 224,080 +24,422
Feb09 080729 947.5 948.0 930.0 931.5 -11.4 521 29,063 -81
Apr09 080729 938.8 938.8 936.3 936.3 -11.4 163 18,775 +137
Jun09 080729 957.2 957.2 940.9 941.3 -11.4 501 19,417 +28
Aug09 080729 961.3 961.3 946.6 946.6 -11.3 209 13,302 +81
Oct09 080729 952.0 952.0 952.0 952.0 -11.1 4 989 -2
Dec09 080729 959.0 959.0 955.6 957.6 -11.0 12 13,695 +4
Feb10 080729 963.7 963.7 963.7 963.7 -11.0 12 102 -10
Apr10 080729 970.0 970.0 970.0 970.0 -11.0 14 15 +0
Jun10 080729 970.0 976.3 970.0 976.3 -11.0 566 4,174 +475
Total Volume and Open Interest 223,553 468,407 -970
Silver(CMX)
Jul08 080729 1737.5 1737.5 1733.0 1733.0 -8.7 43 50 -79
Sep08 080729 1757.5 1766.0 1708.0 1737.5 -9.0 15,582 61,421 -110
Dec08 080729 1775.0 1780.5 1724.0 1752.4 -9.1 1,063 38,022 +180
Mar09 080729 1739.0 1767.8 1739.0 1767.8 -9.2 42 7,179 +28
May09 080729 1777.0 1777.0 1777.0 1777.0 -9.2 203 4,513 +0
Jul09 080729 1790.0 1790.0 1772.5 1786.3 -9.2 140 6,280 +140
Sep09 080729 1817.0 1817.0 1795.6 1795.6 -9.2 15 771 +5
Total Volume and Open Interest 25,563 133,502 -2,771
Platinum(NYMEX)
Oct08 080729 1781.2 1786.0 1735.0 1745.4 -31.3 1,671 13,337 -223
Jan09 080729 1775.2 1775.2 1745.4 1745.4 -34.3 7 230 +4
Total Volume and Open Interest 2,208 13,840 -177
Palladium(NYMEX)
Sep08 080729 393.15 394.40 383.00 383.35 -7.90 858 11,366 +241
Dec08 080729 397.25 397.25 386.60 386.60 -7.85 18 2,235 +11
Mar09 080729 391.10 391.10 391.10 391.10 -7.85 0 42 +0
Total Volume and Open Interest 1,918 13,391 -398
Copper(CMX)
Jul08 080729 366.50 368.35 365.15 368.35 -2.60 215 376 -175
Sep08 080729 361.60 362.70 355.80 359.05 -2.15 6,481 55,244 -59
Dec08 080729 359.55 360.45 354.40 357.25 -1.80 1,233 28,182 +533
Mar09 080729 352.25 354.40 351.75 354.40 -1.50 74 8,049 -4
May09 080729 351.50 352.50 351.50 352.00 -1.40 5 1,379 -4
Total Volume and Open Interest 13,855 107,408 -1,652
Aluminum(CMX)
Jul08 080729 1.34 1.34 1.34 1.34 -135.01      
Aug08 080729 1.35 1.35 1.35 1.35 -135.75      
Sep08 080729 1.36 1.36 1.36 1.36 -136.49      
Oct08 080729 1.37 1.37 1.37 1.37 -137.23      
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 080729 11136 11378 11103 11373 +237 2,316 30,173 +184
Dec08 080729 11375 11375 11138 11375 +237 58 1,960 +1
Mar09 080729 11388 11388 11151 11388 +237      
Jun09 080729 11403 11403 11166 11403 +237      
Total Volume and Open Interest 4,129 31,969 -197
S & P 500(CME)
Sep08 080729 1234.70 1263.00 1231.60 1261.70 +26.60 15,451 550,474 +1,076
Dec08 080729 1249.00 1263.50 1249.00 1263.50 +26.80 30 15,606 +37
Mar09 080729 1265.50 1265.50 1248.70 1265.50 +26.80 0 250 +0
Jun09 080729 1268.00 1268.00 1251.20 1268.00 +26.80 0 170 +0
Total Volume and Open Interest 39,988 565,576 +1,941
S & P 500 E-Mini(Globex)
Sep08 080729 1234.75 1263.25 1231.50 1261.75 +26.75 1,619,650 2,406,501 +67,337
Dec08 080729 1235.50 1264.50 1234.00 1263.50 +26.75 2,376 56,688 +1,035
Total Volume and Open Interest 1,616,670 2,401,306 -27,631
NASDAQ 100(CME)
Sep08 080729 1812.50 1856.00 1807.00 1842.00 +28.20 3,273 30,391 +1,420
Dec08 080729 1841.00 1854.80 1841.00 1851.00 +28.20 0 7 +0
Mar09 080729 1840.00 1863.50 1840.00 1859.80 +28.30      
Total Volume and Open Interest 2,888 28,978 +5
NASDAQ 100 E-Mini(Globex)
Sep08 080729 1811.80 1855.50 1806.50 1842.00 +28.20 351,219 328,514 +11,791
Dec08 080729 1822.00 1863.80 1816.50 1851.00 +28.20 99 4,470 +2
Total Volume and Open Interest 294,766 321,841 -12,327
S & P Midcap 400(CME)
Sep08 080729 788.00 803.75 786.10 802.80 +16.60 44 5,407 +382
Dec08 080729 804.75 804.75 796.50 804.75 +16.60 0 2 +0
Mar09 080729 811.65 811.65 810.05 811.65 +16.60      
Total Volume and Open Interest 516 5,027 +442
Russell 2000(CME)
Sep08 080729 695.10 715.00 694.95 713.60 +16.70 148 31,390 +233
Total Volume and Open Interest 1,467 31,157 -2,083
Russell 2000 E-Mini(Globex)
Sep08 080729 695.80 716.00 694.80 713.60 +16.70 189,602 600,476 +4,124
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 080729 13230 13240 13025 13125 -235 61,940 192,182 +439
Dec08 080729 13095 13120 12985 13115 -195 347 547 -48
Total Volume and Open Interest 62,287 192,970 +391
Nikkei 225(SGX)
Sep08 080729 13230 13240 13025 13125 -235 61,940 192,182 +439
Dec08 080729 13095 13120 12985 13115 -195 347 547 -48
Mar09 080729 13125 13125 13125 13125 -195      
Total Volume and Open Interest 62,287 192,970 +391
CAC 40(EURONEXT)
Aug08 080729 4312.0 4358.0 4263.5 4331.5 -3.5 80,208 501,869 -1,860
Sep08 080729 4315.0 4355.5 4292.5 4347.5 -3.5 521 36,174 +66
Oct08 080729 4360.5 4360.5 4360.5 4360.5 -3.5      
Total Volume and Open Interest 119,070 540,908 +9,273
Hang Seng Index(HKFE)
Jul08 080729 22273 22315 22073 22283 -389 8,530 7,703 -2,250
Aug08 080729 22207 22299 22064 22262 -398 1,827 4,640 +3,414
Sep08 080729 22104 22209 22017 22209 -354 17 810 +700
Total Volume and Open Interest 10,375 13,206 +1,865
DAX(EUREX)
Sep08 080729 6348.0 6491.5 6303.0 6442.5 +53.5 133,417 219,290 +3,920
Dec08 080729 6405.5 6557.0 6380.5 6516.0 +53.5 952 12,703 +138
Mar09 080729 6480.0 6615.0 6462.5 6592.5 +52.5 392 4,118 +72
Total Volume and Open Interest 158,777 231,981 -3,885
FT-SE 100(EURONEXT)
Sep08 080729 5260.00 5357.00 5257.00 5316.50 +4.00 69,619 490,402 +1,232
Dec08 080729 5301.00 5378.00 5301.00 5352.00 +4.00 58 8,759 +43
Mar09 080729 5356.50 5356.50 5356.50 5356.50 +4.00 13 54 -1
Total Volume and Open Interest 99,885 497,941 +8,580
SPI 200(SFE)
Sep08 080729 4935.0 4950.0 4799.0 4827.0 -110.0 27,032 274,593 -10,677
Dec08 080729 4900.0 4900.0 4850.0 4876.0 -109.0 11 2,672 +13
Mar09 080729 4880.0 4880.0 4880.0 4880.0 -111.0 0 592 +99
Total Volume and Open Interest 30,475 278,219 -10,565
GSCI(CME)
Aug08 080729 103.64 104.64 88.64 97.39 -11.55 568 14,773 +59
Sep08 080729 102.64 113.24 92.64 102.64 -10.50 0 1 +0
Oct08 080729 101.64 111.24 90.64 101.64 -9.50      
Total Volume and Open Interest 262 14,735 -15
RJ/CRB Index(ICE)
Aug08 080729 547.30 548.10 545.15 545.50 +0.05 28 277 -8
Nov08 080729 559.80 559.80 557.55 559.00 +0.75 13 791 -5
Jan09 080729 564.25 565.50 564.25 565.50 +1.25 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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