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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu July 31, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080731 1394.00 1410.00 1378.00 1395.75 +1.75 4,403 10,468 -6,622
Sep08 080731 1397.00 1409.75 1379.50 1394.25 -1.25 3,316 28,654 +1,056
Nov08 080731 1406.50 1417.00 1387.00 1404.00 -1.00 6,435 252,068 +1,775
Jan09 080731 1421.75 1434.75 1405.50 1422.00 -0.75 757 33,314 +115
Mar09 080731 1436.25 1448.75 1421.75 1436.75 -0.75 670 12,000 +100
May09 080731 1446.00 1456.00 1430.75 1445.00 +0.50 242 14,266 -53
Jul09 080731 1451.25 1465.75 1446.00 1453.00 +1.00 509 11,729 -265
Total Volume and Open Interest 167,653 398,492 -5,481
Soybean Meal(CBOT)
Aug08 080731 380.30 383.60 376.00 379.60 +1.00 4,143 11,312 -4,076
Sep08 080731 376.10 381.70 373.20 376.40 -0.20 5,729 35,066 +1,829
Oct08 080731 374.50 378.40 371.40 373.50 -1.00 669 22,509 +359
Dec08 080731 376.30 380.20 372.10 375.50 -0.70 2,614 78,149 +2,053
Jan09 080731 378.80 382.60 375.00 378.30 -0.50 57 10,245 -8
Mar09 080731 383.60 387.00 380.60 383.30 -0.30 225 7,132 +5
May09 080731 383.80 389.00 382.50 385.80 +0.60 307 5,137 +161
Jul09 080731 386.00 392.20 386.00 388.30 +0.50 41 4,909 -25
Total Volume and Open Interest 61,832 182,993 -4,221
Soybean Oil(CBOT)
Aug08 080731 58.16 58.36 57.47 58.26 unch 4,310 10,585 -4,354
Sep08 080731 58.46 58.69 57.68 58.51 -0.02 5,713 41,516 -958
Oct08 080731 58.84 58.96 58.04 58.84 -0.01 956 25,462 +1,695
Dec08 080731 59.47 59.62 58.62 59.50 +0.02 5,406 116,511 -853
Jan09 080731 59.82 60.06 59.16 59.95 -0.03 98 9,445 -34
Mar09 080731 60.37 60.62 59.70 60.49 -0.07 189 10,204 +29
May09 080731 60.80 60.80 60.06 60.80 -0.03 237 7,983 -138
Jul09 080731 61.05 61.11 60.38 61.06 -0.04 53 7,135 +38
Total Volume and Open Interest 94,178 251,699 -3,252
Canola(WCE)
Corn(CBOT)
Sep08 080731 602.50 603.25 585.00 587.50 -14.00 5,362 291,914 -6,810
Dec08 080731 622.00 623.25 605.00 607.50 -13.75 9,877 525,417 +164
Mar09 080731 641.75 642.25 625.00 627.50 -13.75 1,674 150,917 +679
May09 080731 655.00 655.00 637.50 640.00 -13.25 664 26,699 +340
Jul09 080731 666.50 667.00 649.50 651.50 -12.50 1,767 79,216 +257
Sep09 080731 661.25 663.75 651.00 651.50 -13.75 1,223 13,727 +732
Total Volume and Open Interest 204,634 1,227,875 -2,698
Wheat(CBOT)
Sep08 080731 788.50 798.50 782.00 783.75 -4.00 1,774 140,248 -1,975
Dec08 080731 812.50 823.25 807.00 808.75 -3.75 2,098 109,484 +5,184
Mar09 080731 836.75 845.25 830.50 831.75 -4.00 36 23,814 +138
May09 080731 852.00 860.00 844.50 846.50 -3.25 4 3,100 +18
Jul09 080731 863.25 871.75 851.00 857.25 -3.75 235 35,758 -137
Total Volume and Open Interest 58,563 329,028 +3,299
Wheat(KCBT)
Sep08 080731 818.75 829.25 814.00 814.75 -4.50 6,239 42,820 -1,636
Dec08 080731 844.25 853.00 838.50 840.75 -4.00 2,938 31,052 +181
Mar09 080731 867.00 878.00 861.50 863.00 -4.50 550 7,580 +294
May09 080731 883.00 886.00 863.00 878.00 -3.00 8 916 +2
Jul09 080731 882.00 893.00 879.50 880.00 -2.00 250 12,644 +135
Total Volume and Open Interest 10,763 99,334 -527
Wheat(MGE)
Sep08 080731 868.25 877.25 864.75 870.50 +0.50 1,294 11,261 -262
Dec08 080731 877.00 888.00 875.25 880.00 +0.75 686 20,759 -49
Mar09 080731 893.00 903.50 891.00 895.00 unch 148 4,232 +23
May09 080731 895.00 906.75 894.25 897.00 unch 108 1,648 +50
Jul09 080731 898.00 898.00 898.00 898.00 +6.00 0 453 +0
Total Volume and Open Interest 2,644 40,504 -299
Oats(CBOT)
Sep08 080731 385.50 386.25 375.50 377.50 -7.50 640 4,083 -495
Dec08 080731 408.00 408.00 395.00 397.00 -7.50 659 9,185 +566
Mar09 080731 420.25 421.50 415.25 416.50 -7.00 69 1,892 +17
May09 080731 433.25 438.00 429.50 429.50 -7.00 131 391 +67
Total Volume and Open Interest 1,689 15,596 +96
Rough Rice(CBOT)
Sep08 080731 16.58 16.83 16.50 16.58 -0.05 316 5,916 -237
Nov08 080731 16.86 17.11 16.78 16.91 -0.02 347 6,033 +465
Jan09 080731 17.13 17.24 17.13 17.22 -0.02 0 706 +2
Mar09 080731 17.53 17.55 17.53 17.53 -0.02 0 391 +0
Total Volume and Open Interest 1,384 12,964 +103
Live Cattle(CME)
Aug08 080731 97.980 98.700 97.700 98.400 +0.515 9,469 37,592 -3,767
Oct08 080731 106.100 106.680 105.750 106.300 +0.150 14,036 139,956 +2,825
Dec08 080731 108.150 109.300 107.950 109.035 +0.885 4,895 64,916 +685
Feb09 080731 109.200 110.230 109.050 109.650 +0.265 1,104 25,354 +285
Apr09 080731 110.480 111.080 110.480 110.550 +0.050 936 16,785 -31
Jun09 080731 108.350 109.400 108.200 109.200 +1.000 248 7,302 -106
Total Volume and Open Interest 37,147 294,381 -2,667
Feeder Cattle(CME)
Aug08 080731 112.900 114.230 112.700 113.800 +1.265 1,417 7,041 -86
Sep08 080731 113.650 115.650 113.650 115.330 +1.680 1,467 12,874 -415
Oct08 080731 114.785 116.550 114.600 116.430 +1.795 766 7,484 -12
Nov08 080731 115.500 116.800 115.100 116.730 +1.400 283 3,085 +75
Jan09 080731 116.035 116.035 114.900 115.850 +1.065 132 1,108 +50
Mar09 080731 115.000 116.000 114.900 116.000 +1.215 42 282 +16
Apr09 080731 115.750 116.350 115.750 116.350 +0.850 28 116 +14
Total Volume and Open Interest 3,636 32,461 -114
Lean Hogs(CME)
Aug08 080731 79.080 80.635 78.975 79.635 +0.750 6,257 15,379 -529
Oct08 080731 72.800 75.150 72.800 74.350 +1.800 9,513 83,772 +435
Dec08 080731 74.700 76.580 74.600 75.900 +1.470 5,318 66,749 -1,331
Feb09 080731 81.450 83.000 81.450 82.600 +1.200 1,630 22,918 -299
Apr09 080731 87.600 88.450 87.200 88.050 +0.600 640 23,022 -1,268
May09 080731 92.580 92.900 92.000 92.800 +0.220 7 978 +1
Jun09 080731 96.400 96.600 95.785 96.200 +0.020 420 13,540 -1,013
Jul09 080731 29.169 29.419 28.569 28.769 -0.400 42 904 -2
Total Volume and Open Interest 33,516 232,238 +4,550
Pork Bellies(CME)
Aug08 080731 71.000 71.800 68.500 68.500 -1.500 367 613 -146
Feb09 080731 91.250 92.900 90.900 92.000 +0.100 125 537 +21
Mar09 080731 93.900 93.900 93.900 93.900 unch 0 7 +0
May09 080731 29.869 29.869 29.869 29.869 unch 0 1 +0
Jul09 080731 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 686 1,283 -85
Class III Milk(CME)
Jul08 080731 18.18 18.19 18.18 18.18 -0.01 8 3,537 -67
Aug08 080731 17.98 18.20 17.81 17.97 unch 294 4,366 +19
Sep08 080731 18.10 18.15 17.90 18.10 -0.04 723 4,586 +13
Oct08 080731 18.10 18.23 18.00 18.20 unch 356 3,625 +46
Nov08 080731 18.11 18.30 18.00 18.16 +0.01 249 3,289 +99
Total Volume and Open Interest 1,564 34,358 +378
Cocoa(ICE)
Sep08 080731 2808 2860 2807 2858 +50 7,398 63,178 -1,676
Dec08 080731 2837 2880 2827 2878 +50 4,976 45,839 +1,532
Mar09 080731 2842 2878 2840 2878 +46 379 21,638 -158
May09 080731 2845 2880 2845 2880 +47 476 8,034 +340
Jul09 080731 2843 2877 2843 2877 +47 25 4,001 +15
Sep09 080731 2880 2880 2880 2880 +47 21 1,501 +4
Dec09 080731 2880 2891 2880 2891 +49 8 5,550 +0
Total Volume and Open Interest 10,011 151,815 +25
Coffee "C"(ICE)
Sep08 080731 137.55 139.60 137.00 139.35 +1.80 7,902 73,088 -1,540
Dec08 080731 141.75 143.40 140.75 143.15 +1.85 3,104 51,873 +1,368
Mar09 080731 144.90 147.00 144.90 146.80 +1.90 923 12,738 +191
May09 080731 148.35 149.30 148.20 149.10 +1.90 596 4,530 +427
Jul09 080731 151.60 151.60 151.35 151.35 +1.90 205 1,521 -72
Sep09 080731 153.45 153.45 153.45 153.45 +2.00 538 1,390 +21
Total Volume and Open Interest 14,445 146,668 -835
Orange Juice(ICE)
Sep08 080731 108.10 108.45 105.70 106.55 -1.30 2,808 16,214 -1,002
Nov08 080731 112.00 112.15 109.65 110.55 -1.30 1,988 7,332 +1,396
Jan09 080731 115.60 115.80 113.50 114.30 -1.15 143 2,128 +32
Mar09 080731 118.50 118.50 117.45 117.85 -1.15 5 2,708 +5
May09 080731 121.00 121.35 121.00 121.35 -0.90 2 190 +2
Jul09 080731 123.85 123.85 123.85 123.85 -1.15 8 38 +8
Total Volume and Open Interest 3,812 28,186 +726
Sugar #11(ICE)
Oct08 080731 13.40 13.95 13.40 13.93 +0.53 54,952 331,790 -4,837
Mar09 080731 14.64 15.13 14.60 15.11 +0.51 20,304 160,939 +2,225
May09 080731 14.71 15.18 14.69 15.18 +0.46 4,814 77,619 -1,067
Jul09 080731 14.83 15.26 14.76 15.23 +0.41 3,101 81,525 +132
Oct09 080731 15.11 15.50 15.02 15.50 +0.42 2,129 62,825 -228
Total Volume and Open Interest 78,183 784,213 -6,546
Sugar #14(ICE)
Sep08 080731 23.50 23.50 23.50 23.50 -0.38 8 789 -6
Nov08 080731 23.03 23.03 23.01 23.02 -0.04 65 2,834 +55
Jan09 080731 23.09 23.09 23.09 23.09 +0.04 130 2,078 +63
Mar09 080731 23.18 23.18 23.18 23.18 +0.08 8 1,538 +8
May09 080731 23.23 23.23 23.23 23.23 unch 0 838 +0
Total Volume and Open Interest 44 9,044 +24
London Cocoa(LCE)
Sep08 080731 1500 1525 1495 1518 +19 1,429 67,481 +113
Dec08 080731 1486 1514 1486 1510 +20 2,053 57,928 +65
Mar09 080731 1485 1501 1484 1500 +22 1,254 39,157 -324
May09 080731 1492 1509 1490 1505 +23 340 18,692 +16
Jul09 080731 1490 1508 1490 1508 +22 216 7,295 +158
Sep09 080731 1502 1511 1502 1508 +21 25 1,549 +20
Dec09 080731 1513 1513 1513 1513 +21 0 1,800 +0
Total Volume and Open Interest 6,729 194,125 +363
London Coffee(LCE)
Jul08 080731 2465.00 2470.00 2445.00 2445.00 unch 3,317 2,049 -1,959
Sep08 080731 2390.00 2410.00 2381.00 2408.00 +23.00 5,331 66,276 -860
Nov08 080731 2337.00 2360.00 2330.00 2357.00 +27.00 1,908 29,032 +529
Jan09 080731 2260.00 2279.00 2260.00 2277.00 +19.00 2,397 44,741 -1,829
Total Volume and Open Interest 22,119 146,217 +4,469
London Sugar(LCE)
Oct08 080731 379.20 388.70 378.70 386.20 +12.20 2,008 22,401 -123
Dec08 080731 385.60 395.50 385.60 393.20 +11.20 744 11,113 +139
Mar09 080731 404.00 408.30 402.40 406.70 +7.90 1,650 13,790 +12
May09 080731 407.10 412.20 407.10 410.70 +8.40 589 3,979 +420
Aug09 080731 411.60 413.60 410.50 412.60 +8.50 65 4,695 +40
Total Volume and Open Interest 3,657 58,833 +125
Cotton(ICE)
Oct08 080731 71.31 71.99 71.24 71.65 +0.25 483 5,242 -79
Dec08 080731 74.35 74.97 74.07 74.50 +0.18 5,299 165,814 +777
Mar09 080731 79.94 80.30 79.60 79.89 +0.20 823 32,491 +194
May09 080731 81.30 81.64 81.30 81.60 +0.22 142 3,039 -21
Jul09 080731 82.69 83.02 82.69 82.99 +0.24 136 6,514 +10
Oct09 080731 85.19 85.19 85.19 85.19 +0.24 0 122 +0
Total Volume and Open Interest 8,811 220,067 -726
Lumber(CME)
Sep08 080731 248.5 255.0 248.5 253.0 +5.9 2,462 7,799 -1,349
Nov08 080731 249.9 251.9 249.9 251.8 +2.5 2,115 4,664 +1,060
Jan09 080731 266.2 267.8 264.2 267.4 +2.2 59 1,566 -15
Mar09 080731 270.0 273.0 270.0 272.7 unch 10 190 +0
Total Volume and Open Interest 2,826 14,562 -95
Crude Oil(NYM)
Sep08 080731 126.90 127.89 122.71 124.08 -2.69 309,078 299,099 +3,420
Oct08 080731 127.23 128.19 123.14 124.51 -2.69 92,467 119,819 +5,120
Nov08 080731 127.41 128.29 123.56 124.95 -2.62 31,852 72,360 +3,509
Dec08 080731 127.82 128.65 124.00 125.29 -2.56 63,672 178,131 +7,030
Jan09 080731 127.74 128.63 124.17 125.46 -2.53 6,150 36,551 +1,211
Feb09 080731 127.29 127.31 124.50 125.51 -2.55 3,297 15,912 +138
Mar09 080731 127.87 128.00 125.21 125.48 -2.60 2,118 14,794 -414
Apr09 080731 125.41 125.41 125.41 125.41 -2.63 1,635 12,650 -45
May09 080731 125.25 125.25 125.25 125.25 -2.70 742 15,489 -71
Jun09 080731 124.95 125.36 124.95 125.08 -2.72 4,597 53,231 +461
Jul09 080731 124.97 125.20 124.90 124.90 -2.73 291 18,010 +75
Aug09 080731 124.70 124.70 124.70 124.70 -2.74 115 8,264 +19
Sep09 080731 124.50 124.50 124.50 124.50 -2.75 819 12,548 +787
Oct09 080731 124.30 124.30 124.30 124.30 -2.76 3 5,893 -3
Nov09 080731 124.11 124.11 124.11 124.11 -2.77 124 4,546 +73
Dec09 080731 126.50 126.88 122.68 123.93 -2.78 24,222 117,920 +577
Total Volume and Open Interest 461,346 1,220,537 +6,507
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 080731 126.850 127.900 122.725 124.075 -2.700 27,782 6,598 +368
Oct08 080731 127.200 128.000 123.500 124.500 -2.700 963 1,325 +97
Nov08 080731 127.200 127.600 124.400 124.950 -2.625 269 316 +39
Dec08 080731 127.550 127.725 124.500 125.300 -2.550 339 103 -27
Jan09 080731 125.450 125.450 125.450 125.450 -2.550 2 3 +1
Feb09 080731 125.500 125.500 125.500 125.500 -2.550 2 3 +2
Mar09 080731 125.475 125.475 125.475 125.475 -2.600      
Apr09 080731 125.400 125.400 125.400 125.400 -2.650 0 1 +0
Total Volume and Open Interest 27,767 7,958 +446
Heating Oil(NYM)
Aug08 080731 353.70 354.44 341.30 343.87 -8.16 17,293 6,381 -6,809
Sep08 080731 355.87 356.84 343.00 345.93 -8.65 43,449 69,836 +544
Oct08 080731 358.31 359.09 346.49 349.33 -8.55 8,860 25,231 +1,252
Nov08 080731 360.72 362.68 350.46 353.23 -8.35 3,855 14,603 -89
Dec08 080731 363.90 366.18 354.00 356.58 -8.30 8,866 20,620 +89
Jan09 080731 368.35 368.35 357.00 359.48 -8.30 2,355 16,067 -86
Feb09 080731 369.95 369.95 358.66 361.28 -8.15 1,038 6,105 +285
Mar09 080731 368.40 368.40 358.00 360.28 -7.80 690 6,213 -11
Apr09 080731 354.75 359.96 353.90 356.38 -7.55 552 2,955 +155
May09 080731 353.00 361.78 351.33 352.83 -7.35 227 1,724 +77
Jun09 080731 352.98 352.98 348.52 350.38 -7.25 798 21,350 -42
Jul09 080731 351.60 351.75 350.03 350.03 -7.20 116 1,987 +102
Total Volume and Open Interest 76,923 226,852 -2,718
Gasoline(NYMEX)
Aug08 080731 312.70 314.18 302.00 304.80 -8.71 16,171 11,744 -4,617
Sep08 080731 313.99 314.61 302.96 307.09 -6.90 30,077 82,240 +1,812
Oct08 080731 304.99 305.49 294.50 298.39 -6.50 12,706 33,532 -895
Nov08 080731 306.01 306.38 296.35 299.94 -6.45 5,030 20,082 +510
Dec08 080731 307.95 308.64 298.00 301.59 -6.45 5,195 25,042 +302
Jan09 080731 305.50 305.50 300.52 303.89 -6.45 841 9,905 -39
Feb09 080731 306.38 306.38 306.38 306.38 -6.41 261 4,896 +14
Mar09 080731 308.00 309.19 308.00 309.19 -6.40 230 3,197 -150
Apr09 080731 330.50 330.50 323.24 324.79 -6.35 252 8,384 +147
May09 080731 325.23 325.23 325.23 325.23 -6.36 317 4,561 +118
Total Volume and Open Interest 71,765 222,794 -2,701
e-miNY RBOB Gasoline(NYM)
Sep08 080731 307.09 307.09 307.09 307.09 -6.90      
Oct08 080731 298.39 298.39 298.39 298.39 -6.50      
Nov08 080731 299.94 299.94 299.94 299.94 -6.45      
Dec08 080731 301.59 301.59 301.59 301.59 -6.45      
Total Volume and Open Interest      
Natural Gas(NYM)
Sep08 080731 9.311 9.350 9.049 9.119 -0.129 89,860 136,972 +1,663
Oct08 080731 9.360 9.399 9.157 9.224 -0.115 27,613 90,436 +3,258
Nov08 080731 9.618 9.738 9.527 9.594 -0.095 12,261 61,328 +2,259
Dec08 080731 10.095 10.120 9.940 9.984 -0.075 3,876 41,766 -296
Jan09 080731 10.269 10.334 10.120 10.199 -0.065 7,090 63,973 -517
Feb09 080731 10.320 10.320 10.150 10.204 -0.060 1,544 23,938 +314
Mar09 080731 10.093 10.150 10.002 10.044 -0.050 7,122 58,691 -55
Apr09 080731 9.374 9.438 9.270 9.359 -0.005 7,939 62,896 +1,392
May09 080731 9.368 9.378 9.241 9.299 unch 1,934 42,836 +277
Jun09 080731 9.400 9.440 9.330 9.384 +0.010 345 18,977 +27
Jul09 080731 9.530 9.530 9.430 9.479 +0.010 286 17,767 +10
Aug09 080731 9.590 9.590 9.490 9.544 +0.010 544 17,143 +274
Sep09 080731 9.570 9.613 9.530 9.579 +0.010 388 14,382 +76
Oct09 080731 9.665 9.700 9.620 9.664 +0.010 1,533 30,530 -41
Nov09 080731 9.970 10.000 9.930 9.994 +0.020 257 17,175 +59
Dec09 080731 10.330 10.369 10.290 10.369 +0.035 162 27,860 +19
Total Volume and Open Interest 119,324 938,128 -20,871
Brent Crude Oil(ICE)
Sep08 080731 126.90 127.52 122.92 123.98 -3.12 110,059 80,868 -4,074
Oct08 080731 127.96 128.61 124.05 125.11 -3.00 54,678 115,556 -1,185
Nov08 080731 128.63 129.47 124.99 126.07 -2.91 22,298 40,266 -263
Dec08 080731 129.60 130.23 125.77 126.78 -2.83 22,454 66,251 +1,801
Jan09 080731 129.78 130.62 126.37 127.39 -2.79 3,711 27,338 +482
Feb09 080731 130.25 130.65 127.57 127.88 -2.76 2,118 21,625 +64
Mar09 080731 130.40 130.92 127.81 128.16 -2.76 1,527 12,442 +124
Apr09 080731 130.48 130.89 128.09 128.22 -2.78 686 17,813 +63
May09 080731 130.49 130.89 128.08 128.22 -2.79 686 12,566 +181
Jun09 080731 130.40 130.79 127.75 128.15 -2.81 2,399 26,623 +478
Jul09 080731 128.14 128.14 128.14 128.14 -2.77 326 7,380 +203
Aug09 080731 128.01 128.01 128.01 128.01 -2.77 0 2,843 +0
Sep09 080731 127.85 127.85 127.85 127.85 -2.77 0 5,649 +900
Oct09 080731 127.69 127.69 127.69 127.69 -2.74 0 2,544 +0
Total Volume and Open Interest 172,837 553,269 +5,191
Gas Oil(ICE)
Aug08 080731 1157.00 1161.75 1119.50 1127.75 -4.00 20,455 44,383 -4,901
Sep08 080731 1160.75 1164.25 1123.50 1131.75 -3.50 26,239 66,604 +2,158
Oct08 080731 1167.50 1168.75 1130.25 1138.50 -2.25 7,735 31,094 +2,444
Nov08 080731 1171.00 1174.50 1139.75 1145.00 -0.75 2,167 15,922 -206
Dec08 080731 1176.25 1181.00 1144.25 1151.50 +0.50 2,461 39,942 -386
Jan09 080731 1181.75 1186.50 1158.00 1158.00 +1.50 961 24,736 +799
Feb09 080731 1161.75 1162.75 1160.25 1160.25 +1.75 238 8,945 +161
Mar09 080731 1158.75 1159.75 1157.00 1157.00 +2.00 330 9,217 +23
Apr09 080731 1154.25 1155.75 1152.25 1152.25 +2.00 217 5,449 +64
May09 080731 1149.75 1151.25 1147.50 1147.50 +2.25 223 4,320 +0
Total Volume and Open Interest 62,511 315,995 +1,226
Ethanol(CBOT)
Jul08 080703 2.863 2.863 2.863 2.863 +0.002 5 269 -3
Aug08 080731 2.530 2.530 2.460 2.460 +0.003 32 209 -3
Sep08 080731 2.460 2.470 2.440 2.446 -0.004 28 333 +1
Oct08 080731 2.460 2.460 2.427 2.427 -0.028 17 209 -16
Nov08 080731 2.440 2.440 2.440 2.440 -0.019 2 152 +0
Dec08 080731 2.440 2.440 2.430 2.430 -0.020 0 143 +0
Jan09 080731 2.425 2.425 2.425 2.425 -0.024 2 152 +0
Feb09 080731 2.415 2.415 2.415 2.415 -0.034 5 159 +3
Total Volume and Open Interest 103 2,759 +4
US Dollar Index(ICE)
Sep08 080731 73.510 73.510 73.015 73.420 -0.090 4,914 32,993 -1,002
Dec08 080731 73.595 73.885 73.465 73.810 -0.090 191 2,396 -89
Mar09 080731 74.160 74.160 74.160 74.160 -0.120 1 128 +0
Total Volume and Open Interest 9,178 36,628 -1,876
Australian Dollar(CME)
Sep08 080731 93.88 94.22 93.43 93.69 -0.05 97 83,390 -712
Dec08 080731 92.98 93.10 92.45 92.60 -0.05 0 1,455 +424
Mar09 080731 91.61 91.93 91.53 91.61 -0.05 0 538 +0
Total Volume and Open Interest 44,897 85,686 -4,177
British Pound(CME)
Sep08 080731 197.46 198.65 197.17 197.63 +0.20 139 99,494 +343
Dec08 080731 196.26 197.32 195.92 196.32 +0.20 0 1,332 +9
Mar09 080731 195.06 195.77 194.86 195.06 +0.20 0 943 +0
Total Volume and Open Interest 107,780 102,737 -4,054
Canadian Dollar(CME)
Sep08 080731 97.65 97.84 97.20 97.65 +0.03 121 87,209 -206
Dec08 080731 97.58 97.74 97.07 97.59 +0.04 0 5,501 +96
Mar09 080731 97.56 97.56 97.32 97.56 +0.04 0 1,450 +0
Jun09 080731 97.55 97.55 97.36 97.55 +0.04 0 1,306 +0
Total Volume and Open Interest 41,466 97,065 +1,453
Japanese Yen(CME)
Sep08 080731 92.79 93.19 92.48 92.92 +0.20 196 157,288 +5,529
Dec08 080731 93.40 93.69 93.01 93.42 +0.20 0 23,238 +27
Mar09 080731 93.99 94.00 93.77 93.99 +0.20 0 533 +0
Total Volume and Open Interest 99,808 178,959 +692
Swiss Franc(CME)
Sep08 080731 95.46 96.15 95.29 95.46 +0.06 169 52,722 -1,954
Dec08 080731 95.65 96.23 95.42 95.54 +0.06 0 1,320 +104
Mar09 080731 95.63 96.12 95.57 95.63 +0.06 1 512 +0
Total Volume and Open Interest 72,551 56,449 +4,655
EuroFX(CME)
Sep08 080731 155.42 156.65 155.34 155.57 +0.24 269 143,325 -3,237
Dec08 080731 154.71 155.88 154.63 154.83 +0.24 16 2,675 +12
Mar09 080731 154.15 154.94 153.90 154.15 +0.25 0 413 +0
Total Volume and Open Interest 253,448 149,933 -7,844
Mexican Peso(CME)
Aug08 080731 993.8 993.8 993.0 993.8 +0.8      
Sep08 080731 991.2 992.5 987.8 990.2 +0.8 0 103,664 -85
Total Volume and Open Interest 10,794 104,551 -1,537
30-Year T-Bonds(CBOT)
Sep08 080731 114~260 115~310 114~185 115~160 +0~215 352,276 849,050 +5,669
Dec08 080731 114~000 115~000 113~260 114~170 +0~215 842 5,376 +587
Mar09 080731 113~145 113~145 112~250 113~145 +0~215 1 18 -1
Total Volume and Open Interest 267,790 848,661 -14,402
10-Year T-Notes(CBOT)
Sep08 080731 114~040 115~045 113~310 114~265 +0~230 1,059,677 1,739,794 +3,647
Dec08 080731 112~275 113~265 112~275 113~180 +0~235 2,351 30,564 +1,777
Mar09 080731 112~180 112~180 111~265 112~180 +0~235      
Total Volume and Open Interest 855,051 1,766,445 +16,960
5-Year T-Notes(CBOT)
Sep08 080731 110~114 111~068 110~100 111~043 +0~066 557,720 0 +0
Dec08 080731 110~039 110~093 110~024 110~093 +0~069 829 0 +0
Mar09 080731 110~093 110~093 110~024 110~093 +0~069      
Total Volume and Open Interest 509,586 1,515,217 -19,653
2 Year T-Notes(CBOT)
Sep08 080731 105~105 106~009 105~099 106~000 +0~030 101 864,706 -7,322
Dec08 080731 105~068 105~068 105~037 105~066 +0~030 100 6,422 +520
Mar09 080731 105~066 105~066 105~037 105~066 +0~030      
Total Volume and Open Interest 182,274 878,069 -5,529
Eurodollars(CME)
Sep08 080731 97.190 97.215 97.150 97.190 unch 13,773 1,408,870 +16,820
Dec08 080731 96.975 97.060 96.940 97.005 +0.030 11,506 1,683,896 +17,198
Mar09 080731 96.860 96.990 96.830 96.915 +0.055 6,326 1,396,010 -16,664
Jun09 080731 96.660 96.805 96.635 96.740 +0.080 5,676 1,176,597 -2,016
Sep09 080731 96.385 96.535 96.355 96.480 +0.100 4,282 941,489 +4,529
Dec09 080731 96.060 96.210 96.030 96.160 +0.110 5,129 757,086 +3,521
Mar10 080731 95.810 95.970 95.795 95.920 +0.115 4,524 565,011 +4,641
Jun10 080731 95.635 95.770 95.600 95.725 +0.115 2,335 331,166 -2,273
Sep10 080731 95.495 95.640 95.455 95.585 +0.115 2,012 224,961 -1,079
Dec10 080731 95.375 95.520 95.345 95.465 +0.110 1,549 212,419 -1,973
Mar11 080731 95.360 95.470 95.300 95.415 +0.105 1,719 158,813 +1,337
Jun11 080731 95.300 95.420 95.250 95.355 +0.095 1,485 148,018 +596
Sep11 080731 95.240 95.365 95.215 95.310 +0.085 1,867 93,285 -559
Dec11 080731 95.195 95.305 95.175 95.240 +0.070 432 91,065 +1,429
Mar12 080731 95.165 95.275 95.150 95.210 +0.065 373 102,328 -75
Jun12 080731 95.100 95.225 95.090 95.160 +0.060 986 76,804 +953
Sep12 080731 95.060 95.185 95.045 95.110 +0.055 4,747 55,951 +2,921
Dec12 080731 95.015 95.105 94.980 95.040 +0.055 9,463 55,748 +5,638
Total Volume and Open Interest 1,822,645 9,674,254 -2,073
30 Day Federal Funds(CBOT)
Jul08 080731 97.990 97.990 97.985 97.990 unch 0 79,293 +24
Aug08 080731 97.985 97.985 97.980 97.985 unch 119 135,845 -1,198
Sep08 080731 97.950 97.965 97.945 97.955 +0.010 126 84,768 -1,278
Oct08 080731 97.910 97.930 97.890 97.915 +0.015 36 104,447 -2,530
Nov08 080731 97.830 97.860 97.800 97.845 +0.035 271 130,537 -953
Dec08 080731 97.785 97.840 97.780 97.820 +0.040 20 52,995 -787
Total Volume and Open Interest 34,861 642,141 +379
30 Day Fed Funds(e-CBOT)
Jul08 080731 97.990 97.990 97.985 97.990 unch 1,594 79,293 +24
Aug08 080731 97.985 97.985 97.980 97.985 unch 5,272 135,845 -1,198
Sep08 080731 97.950 97.965 97.945 97.955 +0.010 7,736 84,768 -1,278
Oct08 080731 97.910 97.930 97.890 97.915 +0.015 12,369 104,447 -2,530
Nov08 080731 97.830 97.860 97.800 97.845 +0.035 14,270 130,537 -953
Dec08 080731 97.785 97.840 97.780 97.820 +0.040 6,335 52,995 -787
Total Volume and Open Interest 52,473 637,709 -237
3-Mth Euro-Yen(CME)
Sep08 080731 99.16 99.16 99.16 99.16 unch 750 7,967 +222
Dec08 080731 99.14 99.14 99.14 99.14 +0.02 0 2,882 +0
Mar09 080731 99.10 99.10 99.10 99.10 +0.02 0 2,044 +0
Jun09 080731 99.04 99.04 99.04 99.04 +0.02 0 473 +0
Sep09 080731 98.97 98.97 98.97 98.97 +0.02 0 540 +0
Dec09 080731 98.91 98.91 98.91 98.91 +0.02 0 1 +0
Mar10 080731 98.80 98.80 98.80 98.80 +0.02      
Jun10 080731 98.75 98.75 98.75 98.75 +0.02      
Sep10 080731 98.70 98.70 98.70 98.70 +0.02      
Dec10 080731 98.80 98.80 98.80 98.80 +0.02      
Total Volume and Open Interest 750 13,907 +222
3-Mth Euro-Yen(SGX)
Sep08 080731 99.15 99.15 99.15 99.15 +0.00 57 21,207 -109
Dec08 080731 99.13 99.14 99.13 99.14 +0.01 30 15,593 -30
Mar09 080731 99.11 99.11 99.10 99.10 +0.01 30 9,658 -32
Jun09 080731 99.03 99.05 99.03 99.04 +0.02 4 4,223 +4
Sep09 080731 98.97 98.97 98.97 98.97 +0.02 0 1,377 +0
Dec09 080731 98.90 98.90 98.90 98.90 +0.02 0 479 +0
Mar10 080731 98.79 98.79 98.79 98.79 +0.02 0 450 +0
Jun10 080731 98.75 98.75 98.75 98.75 +0.02 0 450 +0
Total Volume and Open Interest 111 57,766 +150
Japanese Gov't Bonds(SGX)
Sep08 080729 136.24 136.39 136.19 136.25 +0.74 1,809 16,754 +51
Dec08 080731 136.42 136.42 136.42 136.42 -0.12      
Mar09 080731 136.42 136.42 136.42 136.42 -0.12      
Total Volume and Open Interest 1,669 18,067 -460
Euro-Bund(EUREX)
Sep08 080730 111.63 112.36 111.54 112.05 +0.41 630,671 1,239,846 -31,343
Dec08 080731 111.99 112.36 111.57 112.23 +0.45 1,619 4,993 +1,166
Mar09 080731 112.41 112.41 112.41 112.41 +0.63 400 0 +0
Total Volume and Open Interest 943,272 1,238,224 -5,449
Euro-Bobl(EUREX)
Sep08 080731 107.06 107.45 106.81 107.33 +0.27 523,593 941,262 +6,519
Dec08 080731 107.32 107.52 107.32 107.42 +0.29 215 5,682 +214
Mar09 080731 107.34 107.34 107.34 107.34 +0.28      
Total Volume and Open Interest 523,808 946,944 +6,733
3-Mth Euribor(EUREX)
Sep08 080731 95.005 95.010 94.995 95.000 -0.015 725 19,838 -159
Dec08 080731 94.965 94.980 94.945 94.965 -0.010 790 9,169 +229
Mar09 080731 95.095 95.155 95.095 95.145 +0.015 153 2,991 -97
Total Volume and Open Interest 1,772 37,702 -11
Long Gilt(LIFFE)
Sep08 080731 107~00 107~15 106~25 107~12 +0~10 74,662 302,397 +3,287
Dec08 080731 109~00 109~00 109~00 109~00 +0~10 0 50 +0
Total Volume and Open Interest 116,462 299,160 -6,737
3-Mth Short Sterling(LIFFE)
Sep08 080731 94.18 94.19 94.16 94.17 unch 72,332 381,963 +10,725
Dec08 080731 94.32 94.33 94.25 94.29 unch 62,886 470,470 +1,592
Mar09 080731 94.55 94.61 94.50 94.57 +0.04 82,582 464,294 +943
Jun09 080731 94.65 94.75 94.61 94.70 +0.06 80,731 355,836 -148
Sep09 080731 94.65 94.75 94.62 94.71 +0.07 68,717 214,620 +6,346
Dec09 080731 94.58 94.69 94.56 94.65 +0.08 37,767 190,460 +3,183
Total Volume and Open Interest 375,952 2,303,119 +30,525
3-Mth Euribor(LIFFE)
Sep08 080731 95.020 95.020 94.990 95.000 -0.015 74,459 671,883 -5,797
Dec08 080731 94.985 94.985 94.925 94.960 -0.015 133,223 631,165 +17,283
Mar09 080731 95.140 95.165 95.080 95.140 +0.010 160,069 501,345 +17,271
Total Volume and Open Interest 744,590 3,297,748 +34,421
3-Mth Aus T-Bills(SFE)
Sep08 080731 92.26 92.36 92.24 92.34 +0.08 18,603 382,630 +6,770
Dec08 080731 92.39 92.51 92.39 92.47 +0.07 34,888 285,998 +13,459
Mar09 080731 92.54 92.67 92.54 92.63 +0.09 26,848 133,107 +8,047
Jun09 080731 92.66 92.79 92.66 92.75 +0.09 18,673 93,799 +4,792
Sep09 080731 92.74 92.87 92.74 92.84 +0.10 5,271 52,923 +717
Dec09 080731 92.81 92.93 92.81 92.90 +0.09 5,971 41,033 +1,312
Mar10 080731 92.90 92.99 92.87 92.95 +0.10 2,017 21,535 -143
Jun10 080731 93.02 93.02 92.97 92.97 +0.08 2,599 13,214 +1,152
Sep10 080731 93.02 93.02 92.99 92.99 +0.08 1,560 3,607 +1,300
Dec10 080731 93.02 93.02 92.99 92.99 +0.08 1,465 1,475 +126
Total Volume and Open Interest 126,014 1,030,948 +37,452
10-Year Aus T-Bonds(SFE)
Sep08 080731 93.81 93.84 93.78 93.80 +0.05 22,009 518,197 +6,883
Dec08 080731 93.81 93.81 93.81 93.81 +0.06      
Total Volume and Open Interest 32,817 518,197 +6,883
3-Year Aus T-Bonds(SFE)
Sep08 080731 93.78 93.87 93.76 93.83 +0.06 73,745 559,224 +38,838
Dec08 080731 93.90 93.90 93.90 93.90 +0.12      
Total Volume and Open Interest 103,404 559,224 +38,838
Gold(CMX)
Aug08 080731 906.9 925.6 906.1 913.9 +11.0 93,759 12,732 -22,583
Oct08 080731 911.1 929.7 911.1 918.0 +10.7 19,616 36,467 +2,579
Dec08 080731 917.0 934.5 915.3 922.7 +10.4 155,386 265,325 +12,929
Feb09 080731 924.4 938.2 924.4 927.7 +10.4 1,251 30,422 +310
Apr09 080731 935.1 935.1 932.3 932.3 +10.3 517 18,846 +58
Jun09 080731 933.0 948.3 933.0 937.1 +10.3 145 19,544 +55
Aug09 080731 942.2 942.2 942.2 942.2 +10.2 333 13,714 +273
Oct09 080731 947.4 947.4 947.4 947.4 +10.2 2 989 +0
Dec09 080731 947.0 955.4 947.0 952.9 +10.1 117 13,979 +69
Feb10 080731 958.8 958.8 958.8 958.8 +10.1 12 102 +0
Apr10 080731 964.9 964.9 964.9 964.9 +10.1 10 16 +1
Jun10 080731 971.2 971.2 971.2 971.2 +10.1 10 4,174 +0
Total Volume and Open Interest 246,306 446,007 -6,801
Silver(CMX)
Sep08 080731 1755.5 1795.0 1742.5 1779.0 +32.5 35,334 58,505 -2,289
Dec08 080731 1769.0 1809.5 1758.5 1793.9 +32.8 4,396 38,876 +950
Mar09 080731 1773.5 1820.0 1773.5 1808.7 +32.4 782 7,082 -145
May09 080731 1818.0 1818.0 1818.0 1818.0 +32.5 17 4,516 +3
Jul09 080731 1832.0 1832.0 1824.0 1827.1 +32.3 33 6,240 +17
Sep09 080731 1836.2 1836.2 1836.2 1836.2 +32.2 1 771 +0
Dec09 080731 1817.0 1850.4 1817.0 1850.4 +31.8 210 7,664 +26
Total Volume and Open Interest 26,851 132,806 -819
Platinum(NYMEX)
Oct08 080731 1742.5 1771.0 1742.5 1761.9 +23.8 1,061 13,041 -125
Jan09 080731 1761.1 1766.9 1761.0 1766.9 +28.8 9 238 +3
Total Volume and Open Interest 785 13,401 -220
Palladium(NYMEX)
Sep08 080731 376.00 387.00 376.00 383.50 +7.80 1,014 11,129 -118
Dec08 080731 383.00 389.20 382.25 386.85 +7.85 262 2,552 +194
Mar09 080731 390.80 390.80 390.80 390.80 +7.30 2 44 +2
Total Volume and Open Interest 1,133 13,647 +4
Copper(CMX)
Sep08 080731 364.90 370.35 363.90 366.15 +1.55 19,916 54,880 +89
Dec08 080731 363.00 367.50 362.00 364.25 +1.70 4,860 30,148 +645
Mar09 080731 363.30 363.30 360.90 361.40 +1.85 859 8,331 +386
May09 080731 359.00 359.00 359.00 359.00 +1.95 136 1,412 -21
Jul09 080731 357.00 357.00 356.50 356.50 +2.05 74 954 +20
Total Volume and Open Interest 15,069 108,201 +393
Aluminum(CMX)
Aug08 080731 1.35 1.35 1.35 1.35 -133.90      
Sep08 080731 1.36 1.36 1.36 1.36 -134.64      
Oct08 080731 1.37 1.37 1.37 1.37 -135.38      
Nov08 080731 1.38 1.38 1.38 1.38 -136.12      
Dec08 080724 139.55 139.55 139.55 139.55 -2.00      
Jan09 080724 139.85 139.85 139.85 139.85 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep08 080731 11577 11598 11343 11359 -221 2,941 30,190 +246
Dec08 080731 11470 11470 11359 11359 -222 8 1,957 +25
Mar09 080731 11374 11594 11374 11374 -220      
Jun09 080731 11392 11609 11392 11392 -217      
Total Volume and Open Interest 3,092 31,931 -315
S & P 500(CME)
Sep08 080731 1284.50 1289.80 1265.00 1267.10 -17.60 28,444 546,938 -3,181
Dec08 080731 1280.30 1282.00 1268.40 1268.60 -17.80 97 15,550 -38
Mar09 080731 1270.40 1286.40 1270.40 1270.40 -18.00 0 260 +0
Jun09 080731 1272.70 1288.90 1272.70 1272.70 -18.20 0 170 +0
Total Volume and Open Interest 35,003 566,172 -621
S & P 500 E-Mini(Globex)
Sep08 080731 1284.50 1290.00 1265.00 1267.00 -17.75 2,348,334 2,413,610 -13,200
Dec08 080731 1283.50 1291.00 1266.75 1268.50 -18.00 3,256 56,641 +707
Total Volume and Open Interest 2,098,808 2,488,058 +18,992
NASDAQ 100(CME)
Sep08 080731 1856.00 1879.00 1833.30 1853.80 -2.50 3,708 30,058 -32
Dec08 080731 1862.50 1862.50 1861.00 1862.50 -2.50 0 6 +0
Mar09 080731 1871.30 1871.30 1869.80 1871.30 -2.50 0 5 +0
Total Volume and Open Interest 5,366 30,101 -297
NASDAQ 100 E-Mini(Globex)
Sep08 080731 1857.30 1878.80 1832.50 1853.80 -2.50 412,764 306,204 -15,883
Dec08 080731 1865.50 1887.00 1842.00 1862.50 -2.50 169 4,536 +49
Total Volume and Open Interest 374,302 326,574 -6,410
S & P Midcap 400(CME)
Sep08 080731 807.50 816.90 802.50 803.90 -12.50 59 5,549 +151
Dec08 080731 805.85 805.85 805.35 805.85 -12.50 0 2 +0
Mar09 080731 812.75 812.75 812.25 812.75 -12.50      
Total Volume and Open Interest 34 5,400 -9
Russell 2000(CME)
Sep08 080731 716.95 721.00 708.50 715.50 -2.30 964 31,227 -235
Total Volume and Open Interest 1,532 31,462 +72
Russell 2000 E-Mini(Globex)
Sep08 080731 717.90 721.60 708.30 715.50 -2.30 223,806 595,343 -410
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 080731 13480 13495 13250 13390 +20 60,564 192,301 +1,222
Dec08 080731 13405 13430 13215 13330 +10 90 617 +95
Total Volume and Open Interest 60,654 193,460 +1,618
Nikkei 225(SGX)
Sep08 080731 13480 13495 13250 13390 +20 60,564 192,301 +1,222
Dec08 080731 13405 13430 13215 13330 +10 90 617 +95
Mar09 080731 13340 13385 13265 13340 +5      
Total Volume and Open Interest 60,654 193,460 +1,618
CAC 40(EURONEXT)
Aug08 080731 4424.0 4466.0 4371.0 4402.5 -3.5 101,211 506,149 -7,371
Sep08 080731 4427.0 4464.0 4383.5 4413.5 -8.5 824 35,925 +176
Oct08 080731 4437.0 4437.0 4431.5 4431.5 -3.5 1 1 +1
Total Volume and Open Interest 113,182 550,342 +11,228
Hang Seng Index(HKFE)
Jul08 080730 22700 22750 22589 22676 +393 10,057 8,399 +696
Aug08 080731 22832 22856 22666 22775 -26 7,220 81,014 +78,045
Sep08 080731 22873 22873 22595 22690 -30 14 11 -199
Total Volume and Open Interest 17,267 83,345 +71,694
DAX(EUREX)
Sep08 080731 6522.5 6581.5 6464.0 6525.0 +19.0 146,107 218,842 +637
Dec08 080731 6596.5 6651.0 6544.0 6599.0 +19.0 628 12,948 +186
Mar09 080731 6660.0 6729.5 6623.5 6676.5 +19.5 413 4,198 +38
Total Volume and Open Interest 155,469 235,127 -984
FT-SE 100(EURONEXT)
Sep08 080731 5444.50 5455.00 5364.50 5405.50 -23.00 112,950 485,687 +3,021
Dec08 080731 5468.00 5468.00 5407.00 5441.00 -23.50 31 8,756 -2
Mar09 080731 5434.00 5445.50 5434.00 5445.50 -23.00 0 54 +0
Total Volume and Open Interest 105,315 491,478 -7,737
SPI 200(SFE)
Sep08 080731 4900.0 5007.0 4894.0 4978.0 +83.0 18,514 281,831 +1,132
Dec08 080731 4963.0 5030.0 4963.0 5027.0 +84.0 47 2,746 +3
Mar09 080731 5030.0 5030.0 5030.0 5030.0 +83.0 33 611 -1
Total Volume and Open Interest 20,016 285,550 +1,134
GSCI(CME)
Aug08 080731 116.44 121.64 100.64 105.89 -11.00 439 14,930 +83
Sep08 080731 104.64 123.64 104.64 104.64 +6.00 2 1 +0
Oct08 080731 110.14 120.64 103.64 103.64 -9.50 4 2 +2
Total Volume and Open Interest 575 14,849 +75
RJ/CRB Index(ICE)
Aug08 080731 550.50 550.50 550.50 550.50 +1.00 11 269 -3
Nov08 080731 563.50 566.15 563.10 564.50 +1.10 3 791 +1
Jan09 080731 571.60 571.60 571.50 571.50 +1.20 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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