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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 August 04, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080804 1348.00 1348.00 1268.00 1287.00 -70.75 675 4,773 -2,072
Sep08 080804 1345.00 1349.75 1285.50 1285.50 -70.00 1,531 26,484 -1,137
Nov08 080804 1360.00 1361.00 1295.00 1295.00 -70.00 6,618 257,954 +5,157
Jan09 080804 1378.25 1378.25 1313.00 1313.00 -70.00 333 34,516 +1,040
Mar09 080804 1383.50 1383.50 1328.00 1328.00 -70.00 307 13,100 +128
May09 080804 1401.00 1401.00 1338.00 1338.00 -70.00 73 13,629 +60
Jul09 080804 1412.00 1418.00 1348.00 1348.00 -70.00 65 11,789 +91
Total Volume and Open Interest 114,121 394,816 -1,433
Soybean Meal(CBOT)
Aug08 080804 372.00 376.00 348.50 354.00 -19.90 1,676 7,106 -1,313
Sep08 080804 367.10 367.10 348.40 348.40 -20.00 4,157 35,947 +987
Oct08 080804 360.00 360.00 344.00 344.00 -20.00 1,185 23,409 +973
Dec08 080804 364.40 364.40 346.00 346.00 -20.00 2,941 80,177 -411
Jan09 080804 366.00 366.00 348.80 348.80 -20.00 274 10,796 -48
Mar09 080804 371.40 371.40 354.00 354.00 -20.00 465 10,385 +191
May09 080804 370.50 371.00 356.50 356.50 -20.00 217 5,366 -142
Jul09 080804 375.00 375.00 359.30 359.30 -20.00 0 4,929 -14
Total Volume and Open Interest 59,263 186,077 +3,406
Soybean Oil(CBOT)
Aug08 080804 56.18 56.50 53.31 54.10 -2.51 1,729 6,120 -1,892
Sep08 080804 56.87 56.87 54.33 54.33 -2.50 4,065 41,025 -674
Oct08 080804 56.75 56.75 54.66 54.66 -2.50 1,032 26,544 +859
Dec08 080804 57.81 57.81 55.31 55.31 -2.50 3,097 118,727 +611
Jan09 080804 57.75 58.40 55.80 55.80 -2.50 216 9,711 +225
Mar09 080804 58.41 58.41 56.34 56.34 -2.50 344 10,369 +122
May09 080804 58.00 58.00 56.65 56.65 -2.50 172 7,606 -66
Jul09 080804 57.84 58.30 57.00 57.00 -2.50 4 9,114 +1,968
Total Volume and Open Interest 77,496 246,219 -637
Canola(WCE)
Corn(CBOT)
Sep08 080804 560.75 565.00 535.00 535.50 -29.50 7,815 269,367 -11,545
Dec08 080804 580.00 584.50 555.00 555.50 -29.50 13,705 537,706 +7,691
Mar09 080804 600.75 603.00 575.00 575.75 -29.25 2,086 160,205 +4,847
May09 080804 612.00 613.00 588.00 588.00 -30.00 125 27,317 -287
Jul09 080804 626.00 627.00 599.00 599.50 -29.50 672 80,433 +123
Sep09 080804 624.75 624.75 601.50 601.50 -30.00 11 14,812 +186
Total Volume and Open Interest 224,964 1,228,618 +4,261
Wheat(CBOT)
Sep08 080804 794.00 798.25 752.00 758.75 -35.25 3,667 133,777 -2,043
Dec08 080804 819.00 823.00 777.00 783.75 -35.25 2,663 121,980 +6,204
Mar09 080804 842.00 842.00 801.25 807.50 -34.25 215 24,685 +568
May09 080804 849.50 854.00 817.50 821.75 -33.25 1 3,102 -9
Jul09 080804 870.00 870.00 828.75 833.75 -33.25 118 35,851 +33
Total Volume and Open Interest 57,354 335,565 +2,444
Wheat(KCBT)
Sep08 080804 819.50 825.25 792.50 796.00 -26.25 11,006 40,316 -2,407
Dec08 080804 844.50 847.00 817.25 822.00 -27.00 3,476 31,996 +0
Mar09 080804 867.00 867.25 840.25 847.00 -25.00 936 8,103 +0
May09 080804 865.50 865.75 849.75 858.00 -29.00 24 931 +11
Jul09 080804 885.00 885.00 854.75 861.00 -28.00 612 12,672 +73
Total Volume and Open Interest 13,389 99,701 +1,346
Wheat(MGE)
Sep08 080804 869.25 870.50 836.00 842.00 -32.00 1,174 11,716 +136
Dec08 080804 882.25 884.75 851.00 855.00 -31.50 1,274 21,079 +64
Mar09 080804 892.50 894.00 868.25 872.00 -31.00 355 4,669 +68
May09 080804 893.50 893.50 873.00 880.00 -27.00 179 1,833 -53
Jul09 080804 890.00 890.00 869.00 869.00 -28.00 0 453 +1
Total Volume and Open Interest 3,067 41,511 +1,211
Oats(CBOT)
Sep08 080804 366.75 371.00 352.25 359.00 -9.00 696 2,590 -929
Dec08 080804 390.25 390.50 371.50 378.00 -9.50 854 9,677 +254
Mar09 080804 407.00 407.00 391.50 397.50 -9.50 183 2,026 +11
May09 080804 408.50 413.00 405.75 410.50 -9.50 80 643 +17
Total Volume and Open Interest 4,406 15,969 +118
Rough Rice(CBOT)
Sep08 080804 16.37 16.46 16.03 16.05 -0.31 252 4,925 -383
Nov08 080804 16.58 16.75 16.33 16.36 -0.30 251 7,030 +424
Jan09 080804 17.00 17.00 16.67 16.67 -0.30 0 786 +80
Mar09 080804 17.05 17.05 16.99 16.99 -0.28 0 391 +0
Total Volume and Open Interest 1,690 13,202 -35
Live Cattle(CME)
Aug08 080804 100.000 100.350 99.550 100.180 +0.145 17,979 28,111 -8,026
Oct08 080804 107.785 108.250 107.100 107.500 -0.300 21,745 143,868 +2,507
Dec08 080804 110.250 110.480 109.135 109.430 -0.705 7,761 67,874 +1,004
Feb09 080804 111.000 111.230 109.300 110.050 -1.100 2,624 28,173 +2,159
Apr09 080804 112.250 112.400 110.550 111.180 -1.070 785 16,637 -108
Jun09 080804 109.800 110.150 108.600 109.000 -1.285 476 7,596 +247
Total Volume and Open Interest 37,788 296,773 +2,540
Feeder Cattle(CME)
Aug08 080804 115.330 116.100 115.080 115.430 -0.205 2,353 6,624 -1
Sep08 080804 117.600 118.300 117.050 117.830 +0.130 3,119 13,633 +137
Oct08 080804 118.400 118.730 117.500 118.200 -0.450 3,086 9,074 +1,074
Nov08 080804 119.080 119.550 118.500 119.150 +0.170 1,374 3,481 +374
Jan09 080804 118.000 118.000 117.150 118.000 +0.100 340 1,319 +160
Mar09 080804 118.000 118.000 117.500 118.000 unch 159 426 +97
Apr09 080804 118.000 118.100 117.500 118.100 +0.100 37 173 +32
Total Volume and Open Interest 6,076 33,025 +916
Lean Hogs(CME)
Aug08 080804 82.150 82.800 81.900 82.250 +0.670 6,884 13,646 -713
Oct08 080804 75.000 75.500 74.050 74.950 +0.315 16,815 86,539 +783
Dec08 080804 76.200 76.500 74.800 75.800 -0.050 11,031 69,337 +1,385
Feb09 080804 81.580 81.700 80.150 81.300 -0.130 4,775 25,511 +1,755
Apr09 080804 86.450 86.450 84.750 86.135 -0.515 2,750 24,420 +415
May09 080804 91.000 91.000 89.500 90.800 -0.800 34 933 -7
Jun09 080804 95.050 95.050 93.150 94.550 -0.800 483 15,503 +91
Jul09 080804 26.219 27.119 25.719 27.039 -1.180 44 939 +6
Total Volume and Open Interest 41,295 234,180 +5,954
Pork Bellies(CME)
Aug08 080804 67.000 68.500 65.800 68.400 +2.900 390 357 -116
Feb09 080804 91.700 92.900 90.250 91.100 +1.170 187 617 +33
Mar09 080804 92.500 92.500 92.500 92.500 +0.100 1 6 -1
May09 080804 28.669 28.669 28.669 28.669 +0.200 0 1 +0
Jul09 080804 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 539 1,066 -93
Class III Milk(CME)
Aug08 080804 18.00 18.10 17.85 17.85 -0.15 0 4,357 +0
Sep08 080804 17.95 18.00 17.75 17.75 -0.27 94 4,763 +43
Oct08 080804 18.30 18.30 18.16 18.20 -0.10 84 3,672 -24
Nov08 080804 18.25 18.27 18.11 18.20 -0.02 42 3,347 +19
Dec08 080804 18.18 18.24 18.10 18.14 -0.04 64 3,689 +7
Total Volume and Open Interest 1,359 31,817 -3,036
Cocoa(ICE)
Sep08 080804 3005 3011 2712 2783 -213 15,325 56,576 -4,026
Dec08 080804 3034 3034 2740 2810 -209 9,938 49,535 +2,600
Mar09 080804 3029 3029 2747 2813 -213 2,916 23,084 +1,581
May09 080804 2976 2976 2748 2814 -210 280 8,263 +138
Jul09 080804 2750 2810 2750 2810 -210 51 3,959 +34
Sep09 080804 2848 2848 2768 2807 -210 3 1,501 +0
Dec09 080804 2842 2842 2762 2821 -205 228 5,775 +224
Total Volume and Open Interest 11,775 150,265 -1,599
Coffee "C"(ICE)
Sep08 080804 139.80 140.25 134.80 136.85 -3.30 11,153 69,038 -1,236
Dec08 080804 143.35 143.85 138.65 140.65 -3.30 4,611 54,672 +898
Mar09 080804 145.90 145.95 142.55 144.30 -3.30 293 12,893 +152
May09 080804 146.55 146.60 146.55 146.60 -3.30 117 4,695 +88
Jul09 080804 148.65 149.10 147.05 148.80 -3.30 1 1,523 +0
Sep09 080804 149.90 151.30 149.25 150.90 -3.30 17 1,358 -2
Total Volume and Open Interest 22,789 146,712 -601
Orange Juice(ICE)
Sep08 080804 102.90 104.80 96.75 100.90 -2.75 3,830 14,912 -583
Nov08 080804 106.70 107.65 100.50 104.85 -2.80 2,037 9,856 +1,139
Jan09 080804 111.40 111.40 104.50 108.15 -3.10 96 2,207 +48
Mar09 080804 112.75 112.75 109.50 111.75 -3.10 39 2,790 +39
May09 080804 115.25 115.25 115.25 115.25 -3.10 5 215 +5
Jul09 080804 117.75 117.75 117.75 117.75 -3.10 0 38 +0
Total Volume and Open Interest 4,478 29,387 +760
Sugar #11(ICE)
Oct08 080804 13.97 14.38 13.21 13.42 -0.71 99,142 334,092 +6,252
Mar09 080804 15.21 15.50 14.45 14.62 -0.64 40,038 162,379 -518
May09 080804 15.07 15.47 14.50 14.66 -0.61 9,853 79,493 +1,308
Jul09 080804 15.19 15.47 14.52 14.67 -0.63 5,540 80,969 -317
Oct09 080804 15.42 15.62 14.75 14.88 -0.65 3,919 64,013 +660
Total Volume and Open Interest 88,676 781,433 +196
Sugar #14(ICE)
Sep08 080804 23.75 24.00 23.60 23.78 +0.03 21 752 -10
Nov08 080804 23.13 23.36 23.13 23.33 +0.21 345 2,903 +70
Jan09 080804 23.15 23.25 23.15 23.25 +0.10 40 2,078 +0
Mar09 080804 23.25 23.25 23.25 23.25 -0.03 30 1,568 +30
May09 080804 23.25 23.25 23.25 23.25 +0.01 10 848 +10
Total Volume and Open Interest 44 9,146 -18
London Cocoa(LCE)
Sep08 080804 1606 1620 1486 1501 -101 7,671 68,200 +818
Dec08 080804 1594 1600 1494 1505 -81 7,071 62,139 +204
Mar09 080804 1582 1587 1491 1497 -79 1,767 39,309 +129
May09 080804 1583 1583 1498 1501 -80 1,186 19,194 +281
Jul09 080804 1595 1595 1506 1506 -78 284 7,457 +152
Sep09 080804 1505 1505 1505 1505 -78 37 1,574 +25
Dec09 080804 1508 1508 1508 1508 -77 314 1,931 +131
Total Volume and Open Interest 11,394 198,335 +4,162
London Coffee(LCE)
Sep08 080804 2430.00 2442.00 2320.00 2345.00 -85.00 12,486 67,387 +2,712
Nov08 080804 2380.00 2390.00 2280.00 2296.00 -84.00 2,507 29,177 +34
Jan09 080804 2295.00 2304.00 2205.00 2226.00 -72.00 2,434 46,265 +1,533
Total Volume and Open Interest 8,550 138,550 -3,548
London Sugar(LCE)
Oct08 080804 398.70 402.00 375.00 378.80 -24.20 6,796 24,352 +364
Dec08 080804 406.90 408.00 384.50 388.80 -21.70 920 11,504 +364
Mar09 080804 420.00 423.00 400.40 404.70 -18.30 4,930 14,499 +655
May09 080804 416.80 416.80 404.70 405.50 -18.30 734 3,835 -209
Aug09 080804 417.50 420.00 404.60 405.50 -18.30 407 4,944 +189
Total Volume and Open Interest 7,386 61,107 +1,793
Cotton(ICE)
Oct08 080804 69.00 69.33 67.00 67.04 -2.27 466 5,095 -96
Dec08 080804 72.38 72.38 69.02 69.13 -2.76 17,973 168,224 +1,824
Mar09 080804 77.37 77.55 74.42 74.52 -2.85 2,614 32,945 +284
May09 080804 79.28 79.28 76.36 76.38 -2.76 156 3,018 -26
Jul09 080804 80.78 80.78 77.88 77.88 -2.74 300 6,583 -2
Oct09 080804 83.78 83.78 80.10 80.10 -2.72 0 122 +0
Total Volume and Open Interest 7,990 222,053 +1,037
Lumber(CME)
Sep08 080804 256.0 259.0 255.0 259.0 +4.2 2,760 6,005 -594
Nov08 080804 252.1 253.1 250.4 251.0 -1.0 2,083 6,732 +988
Jan09 080804 266.1 268.4 266.1 268.2 -0.2 239 1,635 +44
Mar09 080804 272.0 272.9 271.6 272.0 -0.9 0 202 +0
Total Volume and Open Interest 7,109 14,209 -74
Crude Oil(NYM)
Sep08 080804 125.98 126.35 119.50 121.41 -3.69 277,311 286,007 -24,729
Oct08 080804 125.97 126.68 119.86 121.69 -3.81 81,055 135,524 +8,202
Nov08 080804 126.66 127.11 120.34 122.08 -3.86 24,615 78,325 +2,535
Dec08 080804 126.02 127.50 120.69 122.39 -3.91 32,970 180,332 +1,435
Jan09 080804 127.45 127.84 121.60 122.61 -3.93 6,945 37,067 -622
Feb09 080804 127.25 127.89 122.35 122.74 -3.92 3,468 17,123 +874
Mar09 080804 125.50 125.50 121.83 122.75 -3.91 2,691 13,470 -778
Apr09 080804 122.49 122.70 122.47 122.70 -3.90 396 12,953 +23
May09 080804 122.58 122.58 122.58 122.58 -3.89 433 15,548 +147
Jun09 080804 125.50 126.50 121.00 122.44 -3.88 3,454 53,582 +339
Jul09 080804 122.27 122.27 122.27 122.27 -3.88 564 18,134 +9
Aug09 080804 122.09 122.09 122.09 122.09 -3.88 391 8,951 +195
Sep09 080804 121.91 121.91 121.91 121.91 -3.88 2,188 11,416 -1,133
Oct09 080804 121.74 121.74 121.74 121.74 -3.88 82 5,922 +15
Nov09 080804 121.57 121.57 121.57 121.57 -3.88 52 4,522 -4
Dec09 080804 125.55 125.60 119.96 121.41 -3.88 9,991 118,205 +349
Total Volume and Open Interest 480,992 1,267,200 +23,652
e-miNY Crude Oil(NYM)
Aug08 080721 129.125 132.075 128.650 131.050 +2.175 20,367 5,267 -1,593
Sep08 080804 125.675 126.375 119.475 121.400 -3.700 24,125 7,359 +1,107
Oct08 080804 126.075 126.700 120.000 121.700 -3.800 1,058 1,257 +40
Nov08 080804 124.800 125.475 121.375 122.075 -3.875 130 312 +6
Dec08 080804 127.125 127.125 120.700 122.400 -3.900 207 103 -44
Jan09 080804 122.600 122.600 122.600 122.600 -3.950 7 7 +4
Feb09 080804 122.750 122.750 122.750 122.750 -3.900 0 3 +0
Mar09 080804 122.750 122.750 122.750 122.750 -3.900      
Apr09 080804 122.700 122.700 122.700 122.700 -3.900 0 1 +0
May09 080804 122.575 122.575 122.575 122.575 -3.900 0 1 +0
Total Volume and Open Interest 24,101 8,018 -420
Heating Oil(NYM)
Sep08 080804 346.00 346.75 331.59 335.01 -8.67 36,070 70,242 -393
Oct08 080804 349.27 349.90 334.83 338.26 -8.87 9,013 26,792 +249
Nov08 080804 352.00 353.52 339.00 342.06 -8.97 4,773 15,138 +45
Dec08 080804 356.12 357.06 342.50 345.76 -8.82 5,908 20,574 +359
Jan09 080804 358.46 360.16 345.58 348.81 -8.77 2,282 16,397 +61
Feb09 080804 359.15 362.13 347.48 350.81 -8.67 942 6,611 +172
Mar09 080804 358.20 360.50 348.93 350.06 -8.57 293 6,269 +42
Apr09 080804 354.40 354.40 345.15 346.51 -8.37 151 2,943 -57
May09 080804 351.00 351.00 343.01 343.16 -8.27 115 1,723 -2
Jun09 080804 344.75 344.75 338.86 340.76 -8.22 1,322 21,095 -239
Jul09 080804 341.00 341.00 340.41 340.41 -8.17 5 2,006 +1,988
Aug09 080804 341.16 341.16 341.16 341.16 -8.12 1 886 +1
Total Volume and Open Interest 65,030 219,851 -2,908
Gasoline(NYMEX)
Sep08 080804 309.00 313.00 297.04 300.02 -8.41 30,762 80,193 -2,945
Oct08 080804 303.24 303.89 287.93 291.17 -8.36 15,289 34,645 +949
Nov08 080804 299.50 300.03 291.45 292.62 -8.31 6,993 22,656 +2,023
Dec08 080804 305.95 306.90 291.28 294.22 -8.31 5,870 26,300 +828
Jan09 080804 305.91 306.00 294.03 296.47 -8.36 1,267 10,179 +217
Feb09 080804 299.08 299.15 298.50 298.97 -8.36 553 4,965 +15
Mar09 080804 301.83 302.15 301.25 301.77 -8.36 230 3,377 +122
Apr09 080804 317.50 318.50 317.42 317.42 -8.36 582 8,650 +205
May09 080804 317.92 317.92 317.92 317.92 -8.36 43 4,483 -10
Jun09 080804 316.00 317.37 316.00 317.37 -8.36 120 5,064 -10
Total Volume and Open Interest 61,918 215,525 -5,972
e-miNY RBOB Gasoline(NYM)
Sep08 080804 300.02 300.02 300.02 300.02 -8.41      
Oct08 080804 291.17 291.17 291.17 291.17 -8.36      
Nov08 080804 292.62 292.62 292.62 292.62 -8.31      
Dec08 080804 294.22 294.22 294.22 294.22 -8.31      
Total Volume and Open Interest      
Natural Gas(NYM)
Sep08 080804 9.451 9.600 8.600 8.726 -0.663 81,380 131,133 +1,488
Oct08 080804 9.587 9.670 8.708 8.836 -0.658 22,836 93,657 +1,195
Nov08 080804 9.925 9.925 9.125 9.253 -0.613 9,631 61,842 -396
Dec08 080804 10.400 10.400 9.548 9.675 -0.584 7,520 43,635 +1,863
Jan09 080804 10.610 10.610 9.790 9.905 -0.564 6,080 63,655 +331
Feb09 080804 10.311 10.311 9.830 9.925 -0.539 2,201 23,419 -251
Mar09 080804 10.142 10.180 9.670 9.765 -0.534 4,057 58,476 -343
Apr09 080804 9.500 9.500 9.117 9.180 -0.414 3,945 62,975 -275
May09 080804 9.439 9.439 9.082 9.145 -0.394 1,414 42,855 -252
Jun09 080804 9.524 9.524 9.225 9.237 -0.387 224 18,951 -3
Jul09 080804 9.619 9.619 9.320 9.340 -0.379 245 17,786 -4
Aug09 080804 9.682 9.684 9.370 9.410 -0.374 340 17,273 +73
Sep09 080804 9.719 9.719 9.440 9.445 -0.374 272 14,461 +93
Oct09 080804 9.810 9.810 9.513 9.535 -0.374 1,503 30,998 +240
Nov09 080804 10.016 10.016 9.855 9.875 -0.364 33 17,115 -1
Dec09 080804 10.330 10.403 10.230 10.260 -0.354 543 27,384 -503
Total Volume and Open Interest 138,239 942,703 -4,068
Brent Crude Oil(ICE)
Sep08 080804 125.30 125.30 118.80 120.68 -3.50 97,385 74,215 -5,050
Oct08 080804 126.04 126.64 120.20 122.03 -3.49 54,281 123,661 +2,425
Nov08 080804 127.65 127.65 121.41 123.12 -3.51 24,579 47,285 +4,129
Dec08 080804 128.45 128.45 122.29 123.95 -3.54 23,361 65,880 +491
Jan09 080804 128.88 128.88 123.04 124.66 -3.57 6,530 26,355 -1,087
Feb09 080804 129.11 129.26 123.60 125.18 -3.58 2,724 21,799 +45
Mar09 080804 129.40 129.58 123.94 125.48 -3.59 1,316 12,585 -20
Apr09 080804 128.81 129.71 124.13 125.59 -3.57 596 17,495 -483
May09 080804 128.86 129.75 124.17 125.64 -3.54 564 12,631 -56
Jun09 080804 128.94 129.72 124.09 125.63 -3.51 1,323 27,488 +419
Jul09 080804 125.61 125.61 125.61 125.61 -3.54 0 7,684 +0
Aug09 080804 125.53 125.53 125.53 125.53 -3.53 0 2,893 +0
Sep09 080804 125.43 125.43 125.43 125.43 -3.56 0 5,699 +0
Oct09 080804 125.29 125.29 125.29 125.29 -3.63 0 2,494 +100
Total Volume and Open Interest 230,078 563,588 +9,276
Gas Oil(ICE)
Aug08 080804 1127.50 1127.50 1076.00 1104.00 -21.50 27,926 39,718 -2,321
Sep08 080804 1132.00 1132.00 1081.00 1109.00 -20.75 40,330 69,351 +3,261
Oct08 080804 1139.50 1139.50 1090.00 1117.25 -20.00 15,861 33,945 +1,825
Nov08 080804 1143.50 1144.50 1097.25 1125.00 -19.50 5,917 16,383 -757
Dec08 080804 1150.50 1151.75 1114.75 1132.25 -19.00 7,553 42,339 +121
Jan09 080804 1154.25 1154.50 1125.50 1139.25 -18.50 1,573 24,513 +104
Feb09 080804 1155.50 1157.25 1142.00 1142.00 -18.25 691 9,138 +380
Mar09 080804 1154.00 1154.00 1139.75 1139.75 -17.50 756 9,474 +267
Apr09 080804 1135.75 1135.75 1135.75 1135.75 -17.25 58 5,455 -14
May09 080804 1131.50 1131.50 1131.50 1131.50 -17.00 27 7,037 +610
Total Volume and Open Interest 103,647 323,132 +3,642
Ethanol(CBOT)
Aug08 080804 2.260 2.260 2.220 2.245 -0.145 12 215 +6
Sep08 080804 2.320 2.320 2.240 2.247 -0.136 80 328 +2
Oct08 080804 2.261 2.261 2.250 2.250 -0.107 28 214 +5
Nov08 080804 2.260 2.260 2.250 2.250 -0.149 5 153 +0
Dec08 080804 2.250 2.250 2.240 2.250 -0.149 5 139 +0
Jan09 080804 2.240 2.250 2.240 2.242 -0.125 0 149 +1
Feb09 080804 2.280 2.280 2.240 2.240 -0.127 0 159 +5
Mar09 080804 2.240 2.240 2.240 2.240 -0.130 0 180 +3
Total Volume and Open Interest 150 2,763 +42
US Dollar Index(ICE)
Sep08 080804 73.540 73.700 73.365 73.620 +0.020 6,103 28,895 -3,151
Dec08 080804 73.840 74.100 73.825 74.015 +0.050 45 2,397 -2
Mar09 080804 74.435 74.435 74.410 74.410 +0.050 0 128 +0
Total Volume and Open Interest 7,347 34,593 -944
Australian Dollar(CME)
Sep08 080804 92.47 92.96 92.30 92.48 -0.02 79 78,126 -481
Dec08 080804 91.55 91.89 91.40 91.47 -0.02 0 1,690 +220
Mar09 080804 90.50 90.77 90.50 90.50 -0.02 0 538 +0
Total Volume and Open Interest 60,978 80,654 -4,743
British Pound(CME)
Sep08 080804 196.98 196.99 195.38 195.70 -1.02 197 99,658 -647
Dec08 080804 195.63 195.63 194.16 194.39 -1.02 0 1,351 +7
Mar09 080804 193.13 194.15 193.13 193.13 -1.02 0 943 +0
Total Volume and Open Interest 121,188 103,914 +852
Canadian Dollar(CME)
Sep08 080804 97.41 97.41 96.35 96.37 -0.92 95 96,808 +4,713
Dec08 080804 97.20 97.29 96.32 96.32 -0.92 300 6,770 +1,229
Mar09 080804 97.01 97.03 96.31 96.31 -0.92 0 1,452 +2
Jun09 080804 96.78 97.24 96.32 96.32 -0.92 0 1,306 +0
Total Volume and Open Interest 39,208 101,918 +4,957
Japanese Yen(CME)
Sep08 080804 93.02 93.29 92.55 92.57 -0.52 120 162,705 +3,966
Dec08 080804 93.80 93.80 93.07 93.07 -0.52 0 22,871 -252
Mar09 080804 93.50 94.16 93.50 93.64 -0.52 0 544 +11
Total Volume and Open Interest 125,253 185,903 +1,427
Swiss Franc(CME)
Sep08 080804 95.19 95.88 95.19 95.46 +0.26 217 55,854 +2,014
Dec08 080804 95.50 95.94 95.29 95.55 +0.26 0 1,330 +0
Mar09 080804 95.63 95.81 95.37 95.63 +0.26 0 512 +0
Total Volume and Open Interest 74,784 55,741 +1,039
EuroFX(CME)
Sep08 080804 155.28 155.98 155.19 155.54 +0.42 137 150,679 -2,548
Dec08 080804 154.82 155.22 154.48 154.80 +0.42 6 3,092 +116
Mar09 080804 154.25 154.25 153.70 154.12 +0.42 0 422 +9
Total Volume and Open Interest 259,367 157,779 +10,498
Mexican Peso(CME)
Aug08 080804 1009.8 1009.8 1002.8 1009.8 +7.0      
Sep08 080804 999.2 1008.5 997.2 1006.2 +7.0 3,028 106,693 +4,436
Total Volume and Open Interest 14,684 104,950 -432
30-Year T-Bonds(CBOT)
Sep08 080804 116~010 116~070 115~155 115~225 -0~065 272,162 858,538 -10,159
Dec08 080804 114~300 115~070 114~175 114~235 -0~065 1,014 6,567 +633
Mar09 080804 113~210 113~275 113~210 113~210 -0~065 0 18 +0
Total Volume and Open Interest 331,856 875,121 +20,257
10-Year T-Notes(CBOT)
Sep08 080804 115~030 115~100 114~250 114~270 -0~060 1,029,427 1,737,453 -3,038
Dec08 080804 113~200 114~000 113~195 113~195 -0~055 12,146 43,182 +7,193
Mar09 080804 112~195 112~250 112~195 112~195 -0~055 2 0 +0
Total Volume and Open Interest 1,156,513 1,776,869 +3,600
5-Year T-Notes(CBOT)
Sep08 080804 111~071 111~088 111~046 111~049 -0~015 592,985 0 +0
Dec08 080804 111~000 111~000 110~103 110~103 -0~013 0 34,881 +34,881
Mar09 080804 110~103 110~116 110~103 110~103 -0~013      
Total Volume and Open Interest 686,218 1,558,521 +37,849
2 Year T-Notes(CBOT)
Sep08 080804 106~007 106~013 105~124 105~125 -0~007 3,062 881,546 +3,738
Dec08 080804 105~076 105~076 105~068 105~068 -0~004 0 7,207 +250
Mar09 080804 105~068 105~072 105~068 105~068 -0~004      
Total Volume and Open Interest 275,078 886,203 +15,075
Eurodollars(CME)
Sep08 080804 97.180 97.190 97.140 97.150 -0.010 9,195 1,413,128 +10,794
Dec08 080804 96.990 97.005 96.905 96.915 -0.045 8,505 1,682,056 +976
Mar09 080804 96.885 96.935 96.820 96.825 -0.050 4,488 1,403,467 -6,491
Jun09 080804 96.745 96.780 96.655 96.660 -0.060 5,690 1,182,145 +4,994
Sep09 080804 96.495 96.540 96.420 96.425 -0.060 4,139 952,171 -5,707
Dec09 080804 96.215 96.235 96.125 96.135 -0.055 2,893 766,649 +2,542
Mar10 080804 95.995 96.005 95.900 95.905 -0.060 2,021 561,038 -4,875
Jun10 080804 95.795 95.805 95.700 95.705 -0.065 8,977 326,315 -8,706
Sep10 080804 95.645 95.660 95.555 95.560 -0.070 1,550 223,567 -2,546
Dec10 080804 95.530 95.540 95.430 95.440 -0.075 1,675 208,471 -2,096
Mar11 080804 95.485 95.490 95.380 95.390 -0.075 1,754 158,639 +265
Jun11 080804 95.400 95.425 95.320 95.325 -0.080 6,100 144,235 -2,379
Sep11 080804 95.360 95.365 95.255 95.275 -0.075 1,544 93,794 +569
Dec11 080804 95.280 95.300 95.195 95.210 -0.070 1,415 94,190 +713
Mar12 080804 95.245 95.265 95.170 95.175 -0.070 2,831 100,228 -1,134
Jun12 080804 95.185 95.205 95.120 95.120 -0.070 3,938 78,516 +1,206
Sep12 080804 95.125 95.150 95.070 95.070 -0.070 1,333 54,558 -1,058
Dec12 080804 95.050 95.080 95.000 95.000 -0.070 762 56,868 -614
Total Volume and Open Interest 2,250,944 9,762,913 +43,072
30 Day Federal Funds(CBOT)
Aug08 080804 97.985 97.985 97.982 97.985 unch 1 131,792 -632
Sep08 080804 97.965 97.965 97.950 97.960 +0.005 23 84,000 +193
Oct08 080804 97.920 97.925 97.905 97.915 unch 125 106,240 +1,191
Nov08 080804 97.865 97.865 97.835 97.840 unch 2 134,269 +2,369
Dec08 080804 97.835 97.835 97.800 97.805 -0.005 111 56,732 +2,404
Jan09 080804 97.765 97.770 97.735 97.740 -0.010 9 21,656 +1,029
Total Volume and Open Interest 36,520 558,493 -79,711
30 Day Fed Funds(e-CBOT)
Aug08 080804 97.985 97.985 97.982 97.985 unch 5,124 131,792 -632
Sep08 080804 97.965 97.965 97.950 97.955 unch 5,391 84,000 +193
Oct08 080804 97.920 97.925 97.905 97.915 unch 7,436 106,240 +1,191
Nov08 080804 97.865 97.865 97.835 97.845 +0.005 10,956 134,269 +2,369
Dec08 080804 97.835 97.835 97.800 97.810 unch 8,303 56,732 +2,404
Jan09 080804 97.765 97.770 97.735 97.740 -0.010 3,691 21,656 +1,029
Total Volume and Open Interest 43,396 565,562 -69,802
3-Mth Euro-Yen(CME)
Sep08 080804 99.16 99.16 99.16 99.16 unch 0 7,459 -189
Dec08 080804 99.16 99.16 99.16 99.16 +0.02 0 2,882 +0
Mar09 080804 99.14 99.14 99.14 99.14 +0.02 0 1,898 +0
Jun09 080804 99.11 99.11 99.11 99.11 +0.05 0 471 -2
Sep09 080804 99.08 99.08 99.08 99.08 +0.08 0 450 -90
Dec09 080804 99.01 99.01 99.01 99.01 +0.08 0 1 +0
Mar10 080804 98.90 98.90 98.90 98.90 +0.08      
Jun10 080804 98.85 98.85 98.85 98.85 +0.08      
Sep10 080804 98.76 98.76 98.76 98.76 +0.01      
Dec10 080804 98.86 98.86 98.86 98.86 +0.02      
Total Volume and Open Interest 0 13,161 -281
3-Mth Euro-Yen(SGX)
Sep08 080804 99.16 99.16 99.16 99.16 +0.01 452 22,127 -200
Dec08 080804 99.16 99.17 99.16 99.17 +0.01 40 16,133 +40
Mar09 080804 99.14 99.15 99.14 99.15 +0.01 172 9,694 +162
Jun09 080804 99.09 99.11 99.08 99.10 +0.01 241 4,239 +16
Sep09 080804 99.06 99.06 99.03 99.03 +0.01 0 1,377 +0
Dec09 080804 98.97 98.99 98.96 98.96 +0.01 0 479 +0
Mar10 080804 98.86 98.86 98.86 98.86 +0.02 0 450 +0
Jun10 080804 98.81 98.81 98.81 98.81 +0.01 0 450 +0
Total Volume and Open Interest 905 59,093 +1,494
Japanese Gov't Bonds(SGX)
Sep08 080729 136.24 136.39 136.19 136.25 +0.74 1,809 16,754 +51
Dec08 080804 136.99 136.99 136.99 136.99 +0.14      
Mar09 080804 136.99 136.99 136.99 136.99 +0.14      
Total Volume and Open Interest 5,247 18,473 +25
Euro-Bund(EUREX)
Sep08 080804 112.61 112.95 112.48 112.80 +0.27 1,034,251 1,250,475 +17,244
Dec08 080804 112.62 112.62 112.21 112.53 +0.27 2,313 6,429 +1,166
Mar09 080804 112.70 112.70 112.70 112.70 +0.27 194 0 +0
Total Volume and Open Interest 1,036,758 1,256,904 +26,208
Euro-Bobl(EUREX)
Sep08 080804 107.35 107.52 107.28 107.48 +0.14 658,108 982,731 +32,371
Dec08 080804 107.60 107.60 107.60 107.60 +0.16 47 5,677 +0
Mar09 080804 107.49 107.49 107.49 107.49 +0.15      
Total Volume and Open Interest 658,155 988,408 +32,371
3-Mth Euribor(EUREX)
Sep08 080804 94.990 94.995 94.985 94.985 -0.010 711 19,753 -176
Dec08 080804 94.930 94.930 94.920 94.925 -0.010 589 8,793 -348
Mar09 080804 95.125 95.130 95.115 95.115 -0.015 414 2,926 -65
Total Volume and Open Interest 2,247 37,158 -630
Long Gilt(LIFFE)
Sep08 080804 107~07 107~17 107~02 107~14 +0~10 80,638 302,428 -3,097
Dec08 080804 109~03 109~03 109~03 109~03 +0~10 0 50 +0
Total Volume and Open Interest 109,124 305,575 +3,128
3-Mth Short Sterling(LIFFE)
Sep08 080804 94.12 94.18 94.11 94.15 +0.03 36,940 386,047 +1,420
Dec08 080804 94.21 94.30 94.21 94.27 +0.05 62,446 473,377 +1,671
Mar09 080804 94.50 94.62 94.49 94.61 +0.10 81,305 468,029 +871
Jun09 080804 94.66 94.79 94.65 94.77 +0.10 70,334 364,822 +4,585
Sep09 080804 94.69 94.82 94.69 94.79 +0.08 72,333 225,884 +4,853
Dec09 080804 94.61 94.76 94.61 94.73 +0.08 42,611 199,649 +5,368
Total Volume and Open Interest 494,045 2,362,397 +34,074
3-Mth Euribor(LIFFE)
Sep08 080804 94.990 95.000 94.980 94.985 -0.005 113,934 674,532 -7,267
Dec08 080804 94.920 94.935 94.910 94.925 -0.010 180,954 629,965 -11,136
Mar09 080804 95.125 95.140 95.105 95.115 -0.015 174,419 508,434 +8,409
Total Volume and Open Interest 913,352 3,350,638 +18,266
3-Mth Aus T-Bills(SFE)
Sep08 080804 92.50 92.53 92.47 92.50 -0.01 30,893 397,461 +23,392
Dec08 080804 92.67 92.74 92.66 92.71 +0.03 46,500 317,669 +21,077
Mar09 080804 92.83 92.88 92.81 92.87 +0.03 20,089 152,321 +17,345
Jun09 080804 92.93 92.99 92.91 92.98 +0.03 9,989 98,636 +4,511
Sep09 080804 93.01 93.06 92.97 93.05 +0.04 3,703 55,289 +2,153
Dec09 080804 93.04 93.11 93.04 93.10 +0.03 2,674 41,356 +1,069
Mar10 080804 93.12 93.15 93.12 93.15 +0.02 722 21,888 +408
Jun10 080804 93.18 93.18 93.18 93.18 +0.03 936 13,192 -287
Sep10 080804 93.19 93.19 93.19 93.19 +0.02 0 3,647 +20
Dec10 080804 93.19 93.19 93.19 93.19 +0.02 0 905 +0
Total Volume and Open Interest 147,724 1,103,993 +69,690
10-Year Aus T-Bonds(SFE)
Sep08 080804 93.92 93.98 93.91 93.97 +0.07 25,625 460,391 +8,340
Dec08 080804 93.98 93.98 93.98 93.98 +0.07      
Total Volume and Open Interest 42,906 460,391 +8,340
3-Year Aus T-Bonds(SFE)
Sep08 080804 94.00 94.02 93.96 94.02 +0.08 81,350 614,629 +38,224
Dec08 080804 94.09 94.09 94.09 94.09 +0.08      
Total Volume and Open Interest 128,163 614,629 +38,224
Gold(CMX)
Aug08 080804 912.7 915.3 894.4 900.1 -8.9 1,834 5,291 -881
Oct08 080804 915.3 919.4 897.7 903.5 -9.4 5,755 36,833 -77
Dec08 080804 919.0 924.1 902.1 907.9 -9.6 110,565 260,795 -299
Feb09 080804 927.5 927.5 907.5 912.7 -9.7 5,285 26,706 -3,610
Apr09 080804 913.9 917.1 913.9 917.1 -9.8 4,661 15,435 -3,411
Jun09 080804 933.2 933.2 920.5 921.8 -9.8 4,001 15,543 -4,000
Aug09 080804 934.0 934.0 926.7 926.7 -9.8 7,156 7,890 -5,824
Oct09 080804 931.8 931.8 931.8 931.8 -9.8 2 989 +0
Dec09 080804 951.0 951.0 935.0 937.1 -9.9 4 14,124 +3
Feb10 080804 942.8 942.8 942.8 942.8 -10.0 12 102 +0
Apr10 080804 948.7 948.7 948.7 948.7 -10.1 10 16 +0
Jun10 080804 960.6 961.1 954.8 954.8 -10.3 4,600 3,273 -1,101
Total Volume and Open Interest 157,556 430,332 -9,706
Silver(CMX)
Sep08 080804 1754.0 1765.0 1690.5 1714.0 -38.0 25,396 56,073 -1,110
Dec08 080804 1770.5 1777.0 1705.0 1728.5 -38.3 1,903 40,477 +505
Mar09 080804 1733.5 1743.0 1733.5 1743.0 -38.5 1,318 6,918 -183
May09 080804 1752.0 1752.0 1752.0 1752.0 -38.7 79 4,701 +76
Jul09 080804 1781.0 1781.0 1760.9 1760.9 -38.9 280 6,326 +97
Sep09 080804 1769.9 1769.9 1769.9 1769.9 -39.1 424 1,102 +331
Dec09 080804 1831.0 1831.0 1768.0 1783.9 -39.3 17 7,753 -56
Total Volume and Open Interest 36,159 131,599 +136
Platinum(NYMEX)
Oct08 080804 1665.5 1665.5 1560.0 1563.0 -92.3 3,761 12,379 -637
Jan09 080804 1588.5 1611.5 1568.5 1569.4 -92.3 50 313 +45
Total Volume and Open Interest 1,315 13,284 +5
Palladium(NYMEX)
Sep08 080804 368.10 372.50 350.00 354.45 -16.65 1,191 10,936 -107
Dec08 080804 370.00 375.90 353.05 357.70 -16.80 233 2,843 +156
Mar09 080804 361.65 361.65 361.65 361.65 -16.80 0 44 +0
Total Volume and Open Interest 1,074 13,774 +49
Copper(CMX)
Sep08 080804 357.75 358.70 342.60 344.00 -13.85 14,083 54,217 -601
Dec08 080804 356.00 356.20 342.00 343.20 -13.10 3,690 31,275 +341
Mar09 080804 347.50 347.50 340.00 341.35 -12.40 647 8,203 -89
May09 080804 348.70 348.70 339.55 339.55 -12.00 278 1,590 +166
Jul09 080804 340.00 340.00 337.75 337.75 -11.50 43 967 +14
Total Volume and Open Interest 12,409 110,039 +602
Aluminum(CMX)
Aug08 080804 1.31 1.31 1.31 1.31 -131.94      
Sep08 080804 1.32 1.32 1.32 1.32 -132.68      
Oct08 080804 1.33 1.33 1.33 1.33 -133.42      
Nov08 080804 1.33 1.33 1.33 1.33 -134.17      
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 080804 11327 11365 11200 11271 -35 1,632 30,038 +61
Dec08 080804 11300 11315 11205 11270 -36 11 1,952 +4
Mar09 080804 11286 11321 11286 11286 -35 3 3 +3
Jun09 080804 11306 11342 11306 11306 -36      
Total Volume and Open Interest 3,272 32,032 -176
S & P 500(CME)
Sep08 080804 1260.10 1263.00 1246.50 1248.80 -11.50 24,175 547,506 +5,751
Dec08 080804 1259.50 1259.50 1249.00 1250.30 -11.60 60 15,723 +21
Mar09 080804 1252.10 1261.20 1252.10 1252.10 -11.60 0 260 +0
Jun09 080804 1254.40 1263.50 1254.40 1254.40 -11.60 0 170 +0
Total Volume and Open Interest 42,344 557,970 -5,065
S & P 500 E-Mini(Globex)
Sep08 080804 1261.25 1263.25 1246.25 1248.75 -11.50 1,861,777 2,403,972 -23,736
Dec08 080804 1260.50 1264.00 1248.00 1250.25 -11.75 4,078 57,452 +1,526
Total Volume and Open Interest 2,334,326 2,488,799 +13,556
NASDAQ 100(CME)
Sep08 080804 1836.00 1836.80 1804.00 1811.80 -21.20 2,801 30,827 +755
Dec08 080804 1820.50 1826.80 1820.50 1820.50 -21.30 3 7 +1
Mar09 080804 1829.30 1835.50 1829.30 1829.30 -21.20 53 13 +8
Total Volume and Open Interest 6,835 30,089 +14
NASDAQ 100 E-Mini(Globex)
Sep08 080804 1833.30 1837.30 1801.80 1811.80 -21.20 454,181 327,534 +7,595
Dec08 080804 1839.00 1844.00 1811.30 1820.50 -21.30 539 4,558 +34
Total Volume and Open Interest 448,703 324,619 +12,537
S & P Midcap 400(CME)
Sep08 080804 802.00 802.00 785.50 786.10 -16.10 150 5,488 +2
Dec08 080804 788.05 789.15 788.05 788.05 -16.10 0 2 +0
Mar09 080804 794.95 796.05 794.95 794.95 -16.10      
Total Volume and Open Interest 172 5,488 -63
Russell 2000(CME)
Sep08 080804 715.80 718.55 700.00 704.00 -13.20 348 30,961 -316
Total Volume and Open Interest 527 31,277 +49
Russell 2000 E-Mini(Globex)
Sep08 080804 716.90 718.80 699.40 704.00 -13.20 233,332 587,104 -5,073
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 080804 13055 13125 12915 12940 -135 105,391 198,627 +376
Dec08 080804 13040 13070 12880 12885 -160 110 757 +100
Total Volume and Open Interest 106,132 199,927 +477
Nikkei 225(SGX)
Sep08 080804 13055 13125 12915 12940 -135 105,391 198,627 +376
Dec08 080804 13040 13070 12880 12885 -160 110 757 +100
Mar09 080804 12895 12895 12895 12895 -165      
Total Volume and Open Interest 106,132 199,927 +477
CAC 40(EURONEXT)
Aug08 080804 4304.0 4338.5 4273.0 4287.5 -31.5 123,020 529,656 +12,576
Sep08 080804 4328.5 4341.0 4287.5 4298.0 -32.0 1,354 38,777 -336
Oct08 080804 4316.5 4316.5 4316.5 4316.5 -31.5 0 1 +0
Total Volume and Open Interest 120,185 557,309 +14,157
Hang Seng Index(HKFE)
Aug08 080804 22569 22708 22364 22392 -477 6,351 81,097 +70,083
Sep08 080804 22556 22620 22285 22300 -481 49 312 +301
Total Volume and Open Interest 6,400 81,432 +70,375
DAX(EUREX)
Sep08 080804 6420.0 6437.5 6356.5 6373.0 -54.5 154,607 225,990 +62
Dec08 080804 6489.5 6504.5 6432.0 6446.0 -55.0 384 12,979 +17
Mar09 080804 6567.0 6573.0 6507.5 6523.0 -55.0 384 4,195 +28
Total Volume and Open Interest 173,648 243,057 +7,069
FT-SE 100(EURONEXT)
Sep08 080804 5348.50 5412.00 5297.50 5303.50 -40.00 95,166 487,347 +1,181
Dec08 080804 5408.00 5440.00 5338.50 5338.50 -40.00 23 8,771 +5
Mar09 080804 5343.50 5343.50 5343.50 5343.50 -40.00 0 56 +0
Total Volume and Open Interest 98,365 494,988 +491
SPI 200(SFE)
Sep08 080804 4912.0 4946.0 4855.0 4861.0 -52.0 24,892 243,111 +12,460
Dec08 080804 4957.0 4957.0 4899.0 4903.0 -54.0 77 2,676 +8
Mar09 080804 4906.0 4906.0 4906.0 4906.0 -54.0 63 633 +22
Total Volume and Open Interest 27,631 246,784 +12,492
GSCI(CME)
Aug08 080804 100.44 104.64 74.14 82.14 -25.20 468 14,525 +19
Sep08 080804 85.94 111.39 78.64 85.94 -25.40 200 201 +200
Oct08 080804 92.14 116.39 84.64 92.14 -24.20      
Total Volume and Open Interest 1,525 14,509 -444
RJ/CRB Index(ICE)
Aug08 080804 538.00 538.00 525.00 525.00 -22.00 21 240 -24
Nov08 080804 552.55 552.55 538.00 538.00 -23.00 18 814 +9
Jan09 080804 545.00 545.00 545.00 545.00 -23.00 0 205 +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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