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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 August 05, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug08 080805 1274.25 1298.00 1243.00 1262.50 -24.50 887 3,918 -855
Sep08 080805 1275.25 1297.00 1241.25 1259.00 -26.50 2,372 25,765 -719
Nov08 080805 1284.25 1308.75 1251.00 1269.00 -26.00 6,271 253,420 -4,534
Jan09 080805 1301.25 1326.75 1268.75 1286.75 -26.25 238 35,106 +590
Mar09 080805 1317.75 1342.25 1285.75 1302.75 -25.25 1,162 13,721 +621
May09 080805 1323.00 1349.00 1299.25 1314.00 -24.00 351 13,311 -318
Jul09 080805 1345.00 1362.75 1320.00 1325.50 -22.50 165 11,693 -96
Total Volume and Open Interest 108,622 397,766 +2,950
Soybean Meal(CBOT)
Aug08 080805 352.90 358.90 343.20 347.50 -6.50 449 5,400 -1,706
Sep08 080805 345.90 352.80 337.00 341.50 -6.90 3,823 37,089 +1,142
Oct08 080805 344.00 349.00 334.00 337.50 -6.50 417 23,529 +120
Dec08 080805 343.40 351.20 335.00 339.50 -6.50 3,128 79,155 -1,022
Jan09 080805 345.00 353.90 338.10 342.20 -6.60 258 10,948 +152
Mar09 080805 352.00 359.10 342.50 347.30 -6.70 724 11,498 +1,113
May09 080805 354.50 361.00 348.00 350.20 -6.30 392 5,587 +221
Jul09 080805 357.30 364.00 350.30 353.20 -6.10 150 5,071 +142
Total Volume and Open Interest 49,071 186,329 +252
Soybean Oil(CBOT)
Aug08 080805 53.67 54.43 52.27 52.98 -1.12 255 4,853 -1,267
Sep08 080805 54.32 54.63 52.36 53.18 -1.15 2,397 40,893 -132
Oct08 080805 54.50 54.95 52.72 53.50 -1.16 385 25,601 -943
Dec08 080805 55.13 55.61 53.31 54.15 -1.16 2,530 118,644 -83
Jan09 080805 55.75 56.09 53.81 54.65 -1.15 189 10,116 +405
Mar09 080805 56.06 56.48 54.33 55.21 -1.13 684 10,857 +488
May09 080805 54.98 56.93 54.98 55.61 -1.04 327 7,366 -240
Jul09 080805 57.01 57.30 56.03 56.03 -0.97 113 9,122 +8
Total Volume and Open Interest 78,914 247,844 +1,625
Canola(WCE)
Corn(CBOT)
Sep08 080805 532.50 547.50 516.50 525.25 -10.25 5,421 264,232 -5,135
Dec08 080805 553.25 567.25 536.25 545.00 -10.50 12,485 538,057 +351
Mar09 080805 575.00 586.25 556.25 564.75 -11.00 1,624 162,398 +2,193
May09 080805 586.50 595.75 570.00 577.75 -10.25 1,004 28,029 +712
Jul09 080805 598.75 610.00 580.00 587.75 -11.75 1,028 82,579 +2,146
Sep09 080805 600.00 608.00 582.50 588.00 -13.50 55 14,880 +68
Total Volume and Open Interest 218,083 1,229,719 +1,101
Wheat(CBOT)
Sep08 080805 758.00 806.75 746.00 780.00 +21.25 2,698 130,853 -2,924
Dec08 080805 784.00 831.50 771.00 804.75 +21.00 2,514 124,633 +2,653
Mar09 080805 812.00 853.50 795.00 828.75 +21.25 288 25,636 +951
May09 080805 812.50 864.00 812.50 843.25 +21.50 11 3,197 +95
Jul09 080805 832.75 877.75 807.00 855.25 +21.50 61 35,245 -606
Total Volume and Open Interest 88,896 341,273 +5,708
Wheat(KCBT)
Sep08 080805 798.00 837.00 786.00 806.50 +10.50 15,625 40,875 +559
Dec08 080805 822.00 860.50 810.75 832.25 +10.25 8,750 32,792 +796
Mar09 080805 841.00 882.75 835.00 857.00 +10.00 1,578 8,957 +854
May09 080805 850.00 895.00 850.00 869.00 +11.00 102 962 +31
Jul09 080805 860.00 895.50 849.50 875.00 +14.00 525 12,892 +220
Total Volume and Open Interest 16,887 97,287 -2,414
Wheat(MGE)
Sep08 080805 840.00 881.50 832.00 853.25 +11.25 1,912 12,187 +471
Dec08 080805 855.00 898.00 846.00 870.25 +15.25 2,429 20,886 -193
Mar09 080805 869.75 915.00 866.75 890.00 +18.00 409 4,914 +245
May09 080805 874.50 918.00 871.50 900.00 +20.00 59 1,859 +26
Jul09 080805 885.00 885.00 885.00 885.00 +16.00 9 462 +9
Total Volume and Open Interest 3,063 41,789 +278
Oats(CBOT)
Sep08 080805 359.00 369.25 351.50 359.75 +0.75 41 2,349 -241
Dec08 080805 378.00 396.00 370.00 378.50 +0.50 168 9,532 -145
Mar09 080805 397.50 404.00 389.50 397.75 +0.25 132 2,118 +92
May09 080805 405.75 418.00 405.75 411.00 +0.50 189 794 +151
Total Volume and Open Interest 3,691 15,383 -586
Rough Rice(CBOT)
Sep08 080805 16.02 16.33 16.02 16.20 +0.15 125 4,424 -501
Nov08 080805 16.31 16.59 16.31 16.51 +0.15 35 7,031 +1
Jan09 080805 16.67 16.86 16.67 16.81 +0.14 5 862 +76
Mar09 080805 17.11 17.11 16.99 17.11 +0.12 0 408 +17
Total Volume and Open Interest 2,228 13,369 +167
Live Cattle(CME)
Aug08 080805 100.200 100.930 99.830 100.230 +0.050 23,141 24,670 -3,441
Oct08 080805 107.450 107.580 106.600 106.900 -0.600 20,251 147,407 +3,539
Dec08 080805 109.135 109.250 107.180 107.300 -2.130 8,598 68,032 +158
Feb09 080805 109.650 109.650 107.800 108.250 -1.800 2,830 28,333 +160
Apr09 080805 110.285 110.500 108.700 108.830 -2.350 2,543 17,103 +466
Jun09 080805 107.785 107.950 106.800 106.900 -2.100 264 7,653 +57
Total Volume and Open Interest 51,512 295,080 -1,693
Feeder Cattle(CME)
Aug08 080805 115.200 116.100 115.000 115.350 -0.080 1,614 6,063 -561
Sep08 080805 117.800 118.200 116.750 117.100 -0.730 1,296 13,605 -28
Oct08 080805 118.250 118.550 117.080 117.550 -0.650 1,890 9,080 +6
Nov08 080805 118.950 119.500 118.200 118.635 -0.515 2,161 3,587 +106
Jan09 080805 117.950 118.100 117.600 117.850 -0.150 212 1,422 +103
Mar09 080805 117.900 118.050 117.600 117.830 -0.170 89 476 +50
Apr09 080805 118.100 118.250 117.700 117.700 -0.400 51 199 +26
Total Volume and Open Interest 10,527 34,948 +1,923
Lean Hogs(CME)
Aug08 080805 82.400 83.250 82.300 82.785 +0.535 5,966 13,606 -40
Oct08 080805 74.830 75.900 74.400 74.500 -0.450 13,967 86,525 -14
Dec08 080805 75.500 76.000 74.000 74.150 -1.650 9,922 69,377 +40
Feb09 080805 81.200 81.300 79.900 80.150 -1.150 2,659 25,961 +450
Apr09 080805 85.900 86.200 83.800 84.200 -1.935 1,136 24,403 -17
May09 080805 90.600 90.600 88.500 89.250 -1.550 47 952 +19
Jun09 080805 94.200 94.200 92.300 93.200 -1.350 382 15,550 +47
Jul09 080805 25.469 26.469 25.369 25.969 -1.070 73 966 +27
Total Volume and Open Interest 42,925 237,819 +3,639
Pork Bellies(CME)
Aug08 080805 65.500 68.900 65.400 65.400 -3.000 331 215 -142
Feb09 080805 90.430 91.500 89.200 89.730 -1.370 209 642 +25
Mar09 080805 92.500 92.500 92.500 92.500 unch 0 6 +0
May09 080805 28.669 28.669 28.669 28.669 unch 0 1 +0
Jul09 080805 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 578 981 -85
Class III Milk(CME)
Aug08 080805 17.82 18.00 17.65 17.72 -0.13 43 4,332 -25
Sep08 080805 17.65 17.68 17.42 17.53 -0.22 199 4,850 +87
Oct08 080805 18.16 18.16 17.85 17.97 -0.23 99 3,724 +52
Nov08 080805 18.15 18.18 17.94 18.02 -0.18 63 3,384 +37
Dec08 080805 18.10 18.17 17.88 18.00 -0.14 64 3,716 +27
Total Volume and Open Interest 442 31,899 +82
Cocoa(ICE)
Sep08 080805 2720 2776 2693 2718 -65 19,103 47,426 -9,150
Dec08 080805 2809 2809 2718 2744 -66 15,647 53,027 +3,492
Mar09 080805 2766 2799 2728 2749 -64 2,113 23,888 +804
May09 080805 2766 2768 2728 2752 -62 302 8,420 +157
Jul09 080805 2760 2765 2732 2752 -58 78 4,037 +78
Sep09 080805 2730 2757 2730 2757 -50 10 1,501 +0
Dec09 080805 2724 2758 2724 2758 -63 24 5,770 -5
Total Volume and Open Interest 9,451 151,424 +1,159
Coffee "C"(ICE)
Sep08 080805 136.50 142.25 135.10 140.20 +3.35 17,782 65,944 -3,094
Dec08 080805 140.20 146.00 138.95 143.95 +3.30 8,645 55,326 +654
Mar09 080805 143.50 149.50 143.50 147.60 +3.30 307 12,873 -20
May09 080805 145.30 150.60 145.30 149.90 +3.30 74 4,704 +9
Jul09 080805 147.60 152.10 147.60 152.10 +3.30 175 1,673 +150
Sep09 080805 149.85 155.25 149.85 154.20 +3.30 118 1,473 +115
Total Volume and Open Interest 2,661 146,637 -75
Orange Juice(ICE)
Sep08 080805 99.55 101.60 96.10 97.95 -2.95 2,743 15,266 +354
Nov08 080805 103.50 105.40 99.65 101.80 -3.05 1,821 10,272 +416
Jan09 080805 105.50 109.00 104.10 105.45 -2.70 543 2,314 +107
Mar09 080805 110.00 110.00 107.90 109.05 -2.70 162 2,845 +55
May09 080805 112.70 112.70 112.55 112.55 -2.70 8 215 +0
Jul09 080805 115.05 115.05 115.05 115.05 -2.70 0 38 +0
Total Volume and Open Interest 2,566 30,040 +653
Sugar #11(ICE)
Oct08 080805 13.27 14.03 13.02 13.93 +0.51 61,852 331,175 -2,917
Mar09 080805 14.51 15.23 14.25 15.15 +0.53 21,845 164,257 +1,878
May09 080805 14.47 15.26 14.31 15.19 +0.53 7,279 81,014 +1,521
Jul09 080805 14.51 15.25 14.36 15.19 +0.52 6,652 80,564 -405
Oct09 080805 14.70 15.50 14.57 15.44 +0.56 3,015 63,749 -264
Total Volume and Open Interest 42,307 789,869 +8,436
Sugar #14(ICE)
Sep08 080805 23.65 23.95 23.60 23.75 -0.03 3 750 -2
Nov08 080805 23.34 23.41 23.34 23.36 +0.03 255 3,118 +215
Jan09 080805 23.25 23.30 23.25 23.28 +0.03 140 2,088 +10
Mar09 080805 23.28 23.30 23.25 23.29 +0.04 10 1,568 +0
May09 080805 23.26 23.28 23.26 23.27 +0.02 0 848 +0
Total Volume and Open Interest 205 9,275 +129
London Cocoa(LCE)
Sep08 080805 1478 1489 1450 1470 -31 9,275 66,613 -1,587
Dec08 080805 1488 1490 1452 1471 -34 8,165 63,694 +1,555
Mar09 080805 1475 1485 1449 1466 -31 1,592 39,240 -69
May09 080805 1480 1488 1455 1471 -30 553 19,132 -62
Jul09 080805 1473 1477 1458 1473 -33 33 7,490 +33
Sep09 080805 1465 1473 1458 1473 -32 0 1,574 +0
Dec09 080805 1465 1475 1453 1475 -33 0 1,931 +0
Total Volume and Open Interest 18,330 200,075 +1,740
London Coffee(LCE)
Sep08 080805 2345.00 2440.00 2335.00 2424.00 +79.00 10,594 65,534 -1,853
Nov08 080805 2296.00 2396.00 2292.00 2391.00 +95.00 7,297 28,853 -324
Jan09 080805 2226.00 2322.00 2222.00 2313.00 +87.00 1,200 46,439 +174
Total Volume and Open Interest 17,427 142,829 +4,279
London Sugar(LCE)
Oct08 080805 375.00 387.00 369.00 387.00 +8.20 3,423 24,027 -325
Dec08 080805 390.70 397.10 378.60 397.00 +8.20 940 11,660 +156
Mar09 080805 401.30 412.10 397.30 412.10 +7.40 707 14,640 +141
May09 080805 400.00 413.80 400.00 413.80 +8.30 41 3,838 +3
Aug09 080805 402.00 414.30 402.00 414.30 +8.80 146 4,878 -66
Total Volume and Open Interest 14,000 62,540 +1,433
Cotton(ICE)
Oct08 080805 67.00 69.89 66.20 66.97 -0.07 2,314 4,581 -514
Dec08 080805 69.15 72.13 68.20 69.03 -0.10 23,342 164,463 -3,761
Mar09 080805 74.48 76.96 73.75 74.36 -0.16 2,544 33,548 +603
May09 080805 76.38 76.85 75.79 76.16 -0.22 459 3,095 +77
Jul09 080805 77.15 78.50 76.80 77.61 -0.27 429 6,417 -166
Oct09 080805 79.81 79.81 79.81 79.81 -0.29 19 132 +10
Total Volume and Open Interest 17,935 224,174 +2,121
Lumber(CME)
Sep08 080805 259.5 261.4 256.2 261.3 +2.3 839 5,587 -418
Nov08 080805 251.2 253.0 250.5 251.2 +0.2 851 6,735 +3
Jan09 080805 268.3 268.7 266.3 268.5 +0.3 50 1,647 +12
Mar09 080805 270.0 271.9 270.0 271.9 -0.1 9 202 +0
Total Volume and Open Interest 5,083 14,647 +438
Crude Oil(NYM)
Sep08 080805 121.00 121.23 118.00 119.17 -2.24 294,048 277,820 -8,187
Oct08 080805 121.29 121.42 118.29 119.22 -2.47 97,674 134,483 -1,041
Nov08 080805 121.32 121.68 118.72 119.42 -2.66 35,958 79,078 +753
Dec08 080805 121.83 122.00 118.78 119.66 -2.73 41,793 179,833 -499
Jan09 080805 121.97 122.03 119.35 119.83 -2.78 5,793 36,738 -329
Feb09 080805 121.60 122.27 119.45 119.93 -2.81 2,781 17,242 +119
Mar09 080805 120.40 121.10 119.50 119.95 -2.80 1,728 13,770 +300
Apr09 080805 121.15 121.50 119.88 119.88 -2.82 1,017 13,217 +264
May09 080805 122.54 122.58 119.74 119.74 -2.84 993 15,788 +240
Jun09 080805 120.00 121.93 118.98 119.57 -2.87 3,226 54,298 +716
Jul09 080805 119.20 119.35 119.20 119.35 -2.92 570 18,233 +99
Aug09 080805 119.12 119.12 119.12 119.12 -2.97 95 8,869 -82
Sep09 080805 120.00 120.00 118.89 118.89 -3.02 562 11,233 -183
Oct09 080805 118.67 118.67 118.67 118.67 -3.07 298 5,684 -238
Nov09 080805 118.45 118.45 118.45 118.45 -3.12 250 4,352 -170
Dec09 080805 120.10 120.90 117.39 118.25 -3.16 9,923 117,680 -525
Total Volume and Open Interest 457,323 1,253,756 -13,444
e-miNY Crude Oil(NYM)
Aug08 080721 129.125 132.075 128.650 131.050 +2.175 20,367 5,267 -1,593
Sep08 080805 120.975 121.200 117.950 119.175 -2.225 24,227 5,895 -1,464
Oct08 080805 120.875 121.375 118.350 119.225 -2.475 1,151 1,293 +36
Nov08 080805 121.350 121.425 118.725 119.425 -2.650 233 458 +146
Dec08 080805 121.325 121.775 118.750 119.650 -2.750 200 224 +121
Jan09 080805 119.825 119.825 119.825 119.825 -2.775 7 7 +0
Feb09 080805 119.925 119.925 119.925 119.925 -2.825 2 3 +0
Mar09 080805 119.950 119.950 119.950 119.950 -2.800      
Apr09 080805 119.875 119.875 119.875 119.875 -2.825 0 1 +0
May09 080805 119.750 119.750 119.750 119.750 -2.825 1 1 +0
Total Volume and Open Interest 25,527 9,131 +1,113
Heating Oil(NYM)
Sep08 080805 334.50 335.97 327.06 328.20 -6.81 33,849 69,594 -648
Oct08 080805 337.25 338.80 329.95 331.05 -7.21 11,666 28,639 +1,847
Nov08 080805 339.00 342.14 333.52 334.60 -7.46 5,093 15,887 +749
Dec08 080805 340.50 345.59 337.28 338.15 -7.61 4,093 20,901 +327
Jan09 080805 343.85 348.31 340.25 341.05 -7.76 2,313 16,278 -119
Feb09 080805 345.90 349.81 341.95 342.80 -8.01 997 6,721 +110
Mar09 080805 346.63 349.00 341.25 342.00 -8.06 790 6,481 +212
Apr09 080805 342.88 346.00 338.45 338.45 -8.06 321 3,150 +207
May09 080805 342.16 342.16 335.10 335.10 -8.06 81 1,722 -1
Jun09 080805 337.76 337.86 332.65 332.70 -8.06 496 21,130 +35
Jul09 080805 332.35 332.35 332.35 332.35 -8.06 307 2,205 +199
Aug09 080805 340.16 340.16 333.10 333.10 -8.06 1 886 +0
Total Volume and Open Interest 62,462 220,367 +516
Gasoline(NYMEX)
Sep08 080805 299.05 300.18 292.42 295.64 -4.38 39,271 79,356 -837
Oct08 080805 289.97 291.60 284.50 286.69 -4.48 15,356 36,083 +1,438
Nov08 080805 290.29 292.44 285.94 287.89 -4.73 7,444 22,904 +248
Dec08 080805 287.00 294.20 287.00 289.24 -4.98 5,286 26,629 +329
Jan09 080805 290.31 295.70 290.00 291.34 -5.13 725 10,164 -15
Feb09 080805 293.63 293.75 293.60 293.64 -5.33 198 4,957 -8
Mar09 080805 296.25 296.25 296.14 296.14 -5.63 207 3,470 +93
Apr09 080805 314.75 314.75 311.29 311.29 -6.13 133 8,618 -32
May09 080805 311.70 311.70 311.69 311.69 -6.23 38 4,503 +20
Jun09 080805 313.00 313.00 311.04 311.04 -6.33 77 5,059 -5
Total Volume and Open Interest 68,946 216,614 +1,089
e-miNY RBOB Gasoline(NYM)
Sep08 080805 295.64 295.64 295.64 295.64 -4.38      
Oct08 080805 286.69 286.69 286.69 286.69 -4.48      
Nov08 080805 287.89 287.89 287.89 287.89 -4.73      
Dec08 080805 289.24 289.24 289.24 289.24 -4.98      
Total Volume and Open Interest      
Natural Gas(NYM)
Sep08 080805 8.612 8.958 8.335 8.726 unch 102,546 123,614 -7,519
Oct08 080805 8.716 9.036 8.457 8.820 -0.016 35,403 96,431 +2,774
Nov08 080805 9.144 9.415 8.880 9.215 -0.038 21,145 63,664 +1,822
Dec08 080805 9.559 9.798 9.330 9.633 -0.042 10,028 44,254 +619
Jan09 080805 9.750 10.023 9.581 9.855 -0.050 11,915 64,609 +954
Feb09 080805 9.750 10.045 9.614 9.865 -0.060 3,007 23,301 -118
Mar09 080805 9.605 9.880 9.484 9.700 -0.065 5,947 59,574 +1,098
Apr09 080805 9.070 9.315 8.985 9.125 -0.055 7,089 62,078 -897
May09 080805 9.030 9.221 8.949 9.090 -0.055 3,547 41,768 -1,087
Jun09 080805 9.115 9.387 9.054 9.182 -0.055 928 18,976 +25
Jul09 080805 9.200 9.470 9.160 9.285 -0.055 920 17,548 -238
Aug09 080805 9.250 9.477 9.230 9.355 -0.055 966 17,021 -252
Sep09 080805 9.301 9.515 9.300 9.390 -0.055 272 14,563 +102
Oct09 080805 9.420 9.602 9.405 9.475 -0.060 1,185 31,089 +91
Nov09 080805 9.750 9.966 9.750 9.815 -0.060 141 17,111 -4
Dec09 080805 10.120 10.300 10.113 10.205 -0.055 124 27,409 +25
Total Volume and Open Interest 157,929 935,594 -7,109
Brent Crude Oil(ICE)
Sep08 080805 119.99 120.05 116.91 117.70 -2.98 98,716 79,078 +4,863
Oct08 080805 121.32 121.44 118.34 119.09 -2.94 52,503 126,539 +2,878
Nov08 080805 122.11 122.46 119.49 120.18 -2.94 25,223 49,067 +1,782
Dec08 080805 122.75 123.19 120.28 120.98 -2.97 21,695 63,561 -2,319
Jan09 080805 123.43 123.90 121.34 121.70 -2.96 5,212 26,069 -286
Feb09 080805 123.91 124.56 121.89 122.25 -2.93 2,467 21,826 +27
Mar09 080805 124.16 125.01 122.03 122.58 -2.90 2,129 12,607 +22
Apr09 080805 124.21 125.18 122.18 122.68 -2.91 952 17,585 +90
May09 080805 124.93 125.19 122.28 122.72 -2.92 684 12,654 +23
Jun09 080805 124.18 125.02 122.20 122.69 -2.94 2,070 27,909 +421
Jul09 080805 122.50 122.71 122.50 122.71 -2.90 0 7,767 +83
Aug09 080805 122.70 122.70 122.70 122.70 -2.83 0 2,973 +80
Sep09 080805 122.60 122.60 122.60 122.60 -2.83 0 5,704 +5
Oct09 080805 122.39 122.39 122.39 122.39 -2.90 0 2,544 +50
Total Volume and Open Interest 217,245 565,168 +1,580
Gas Oil(ICE)
Aug08 080805 1082.50 1088.00 1060.25 1066.50 -37.50 23,224 37,023 -2,695
Sep08 080805 1087.00 1093.00 1066.00 1071.75 -37.25 37,984 68,282 -1,069
Oct08 080805 1096.25 1100.75 1073.50 1080.25 -37.00 14,427 34,869 +924
Nov08 080805 1103.50 1105.50 1081.25 1088.25 -36.75 4,384 17,035 +652
Dec08 080805 1111.25 1112.25 1088.50 1096.00 -36.25 6,598 43,377 +1,038
Jan09 080805 1113.00 1116.75 1097.75 1103.00 -36.25 1,986 24,637 +124
Feb09 080805 1116.25 1116.75 1103.00 1106.00 -36.00 1,505 10,225 +1,087
Mar09 080805 1114.50 1114.50 1100.75 1104.00 -35.75 984 10,688 +1,214
Apr09 080805 1111.00 1111.00 1099.75 1099.75 -36.00 140 5,636 +181
May09 080805 1095.75 1102.75 1095.75 1095.75 -35.75 623 7,216 +179
Total Volume and Open Interest 93,586 324,599 +1,467
Ethanol(CBOT)
Aug08 080805 2.220 2.220 2.189 2.189 -0.056 27 191 -24
Sep08 080805 2.210 2.220 2.190 2.206 -0.041 79 317 -11
Oct08 080805 2.201 2.201 2.170 2.186 -0.064 17 220 +6
Nov08 080805 2.190 2.215 2.190 2.215 -0.035 7 159 +6
Dec08 080805 2.200 2.205 2.190 2.205 -0.045 1 140 +1
Jan09 080805 2.210 2.235 2.180 2.235 -0.007 0 141 -8
Feb09 080805 2.190 2.220 2.190 2.220 -0.020 0 154 -5
Mar09 080805 2.190 2.210 2.190 2.190 -0.050 0 175 -5
Total Volume and Open Interest 183 2,762 -1
US Dollar Index(ICE)
Sep08 080805 73.670 74.335 73.670 74.055 +0.435 2,702 29,754 +859
Dec08 080805 74.185 74.700 74.175 74.430 +0.415 83 2,352 -45
Mar09 080805 74.715 74.905 74.715 74.820 +0.410 10 138 +10
Total Volume and Open Interest 5,970 31,440 -3,153
Australian Dollar(CME)
Sep08 080805 92.47 92.49 90.83 91.03 -1.45 16 78,165 +39
Dec08 080805 91.16 91.47 89.88 90.08 -1.39 0 1,694 +4
Mar09 080805 89.16 90.50 89.16 89.16 -1.34 0 538 +0
Total Volume and Open Interest 57,928 80,376 -278
British Pound(CME)
Sep08 080805 195.56 195.69 194.61 195.01 -0.69 128 91,148 -8,510
Dec08 080805 194.43 194.43 193.32 193.70 -0.69 0 1,383 +32
Mar09 080805 192.44 193.13 192.37 192.44 -0.69 0 943 +0
Total Volume and Open Interest 79,582 103,252 -662
Canadian Dollar(CME)
Sep08 080805 96.39 96.47 95.61 95.84 -0.53 143 103,821 +7,013
Dec08 080805 96.41 96.41 95.58 95.79 -0.53 36 6,875 +105
Mar09 080805 96.12 96.31 95.72 95.79 -0.52 30 1,467 +15
Jun09 080805 95.82 96.32 95.81 95.82 -0.50 0 1,306 +0
Total Volume and Open Interest 46,592 107,827 +5,909
Japanese Yen(CME)
Sep08 080805 92.60 93.10 92.30 92.64 +0.07 21 168,664 +5,959
Dec08 080805 93.10 93.60 92.96 93.16 +0.09 0 22,877 +6
Mar09 080805 94.08 94.10 93.63 93.73 +0.09 0 544 +0
Total Volume and Open Interest 125,522 189,526 +3,623
Swiss Franc(CME)
Sep08 080805 95.43 95.45 94.73 94.93 -0.53 16 52,996 -2,858
Dec08 080805 95.07 95.55 94.85 95.02 -0.53 0 1,330 +0
Mar09 080805 95.10 95.63 95.10 95.10 -0.53 0 512 +0
Total Volume and Open Interest 49,357 57,741 +2,000
EuroFX(CME)
Sep08 080805 155.39 155.44 154.10 154.39 -1.15 34 154,974 +4,295
Dec08 080805 154.35 154.40 153.45 153.65 -1.15 45 3,305 +213
Mar09 080805 152.97 154.12 152.97 152.97 -1.15 0 421 -1
Total Volume and Open Interest 222,975 154,477 -3,302
Mexican Peso(CME)
Aug08 080805 1005.5 1009.8 1005.5 1005.5 -4.2      
Sep08 080805 1009.5 1009.5 999.8 1002.0 -4.2 1,345 106,062 -631
Total Volume and Open Interest 32,215 110,366 +5,416
30-Year T-Bonds(CBOT)
Sep08 080805 115~225 116~040 115~020 115~090 -0~135 217,613 859,455 +917
Dec08 080805 114~265 115~160 114~040 114~100 -0~135 327 6,742 +175
Mar09 080805 113~075 113~210 113~075 113~075 -0~135 0 18 +0
Total Volume and Open Interest 273,176 865,638 -9,483
10-Year T-Notes(CBOT)
Sep08 080805 114~290 115~005 114~165 114~225 -0~045 674,956 1,743,088 +5,635
Dec08 080805 113~215 113~215 113~110 113~150 -0~045 25,386 66,657 +23,475
Mar09 080805 112~150 112~195 112~150 112~150 -0~045      
Total Volume and Open Interest 1,041,575 1,782,306 +5,437
5-Year T-Notes(CBOT)
Sep08 080805 111~055 111~068 111~025 111~039 -0~009 424,404 0 +0
Dec08 080805 110~104 110~104 110~092 110~092 -0~010 1,506 0 -34,881
Mar09 080805 110~092 110~103 110~092 110~092 -0~010      
Total Volume and Open Interest 613,608 1,564,309 +5,788
2 Year T-Notes(CBOT)
Sep08 080805 105~126 106~006 105~115 105~124 unch 685 879,461 -2,085
Dec08 080805 105~064 105~068 105~064 105~067 -0~001 0 8,172 +965
Mar09 080805 105~067 105~068 105~067 105~067 -0~001      
Total Volume and Open Interest 286,229 889,555 +3,352
Eurodollars(CME)
Sep08 080805 97.150 97.170 97.130 97.165 +0.015 4,744 1,407,878 -5,250
Dec08 080805 96.915 96.990 96.890 96.955 +0.040 5,153 1,674,197 -7,859
Mar09 080805 96.820 96.900 96.785 96.855 +0.030 4,141 1,393,646 -9,821
Jun09 080805 96.660 96.730 96.610 96.680 +0.020 5,333 1,182,041 -104
Sep09 080805 96.435 96.490 96.375 96.440 +0.015 1,531 970,230 +18,059
Dec09 080805 96.140 96.185 96.085 96.135 unch 2,323 770,031 +3,382
Mar10 080805 95.905 95.950 95.855 95.895 -0.010 2,027 563,367 +2,329
Jun10 080805 95.695 95.745 95.645 95.685 -0.020 4,946 321,851 -4,464
Sep10 080805 95.555 95.600 95.490 95.535 -0.025 1,885 223,780 +213
Dec10 080805 95.475 95.475 95.365 95.410 -0.030 2,390 203,123 -5,348
Mar11 080805 95.415 95.415 95.315 95.360 -0.030 1,134 158,085 -554
Jun11 080805 95.340 95.350 95.250 95.300 -0.025 6,948 140,207 -4,028
Sep11 080805 95.290 95.300 95.210 95.255 -0.020 313 93,674 -120
Dec11 080805 95.225 95.235 95.155 95.195 -0.015 266 94,201 +11
Mar12 080805 95.195 95.205 95.125 95.165 -0.010 1,325 99,793 -435
Jun12 080805 95.140 95.145 95.070 95.110 -0.010 1,395 78,749 +233
Sep12 080805 95.090 95.095 95.035 95.065 -0.005 2,767 56,092 +1,534
Dec12 080805 95.020 95.025 94.970 95.000 unch 5,298 61,683 +4,815
Total Volume and Open Interest 2,316,851 9,741,398 -21,515
30 Day Federal Funds(CBOT)
Aug08 080805 97.985 97.995 97.980 97.990 +0.005 135 131,668 -124
Sep08 080805 97.960 97.975 97.955 97.965 +0.005 310 83,215 -785
Oct08 080805 97.915 97.940 97.895 97.930 +0.015 0 107,030 +790
Nov08 080805 97.845 97.880 97.830 97.865 +0.025 6 134,974 +705
Dec08 080805 97.815 97.850 97.800 97.830 +0.025 300 57,317 +585
Jan09 080805 97.750 97.790 97.730 97.770 +0.030 0 22,267 +611
Total Volume and Open Interest 43,879 566,481 +7,988
30 Day Fed Funds(e-CBOT)
Aug08 080805 97.985 97.995 97.980 97.990 +0.005 7,508 131,668 -124
Sep08 080805 97.960 97.975 97.955 97.965 +0.010 2,509 83,215 -785
Oct08 080805 97.915 97.940 97.895 97.930 +0.015 4,189 107,030 +790
Nov08 080805 97.845 97.880 97.830 97.865 +0.020 5,153 134,974 +705
Dec08 080805 97.815 97.850 97.800 97.830 +0.020 2,519 57,317 +585
Jan09 080805 97.750 97.790 97.730 97.770 +0.030 2,104 22,267 +611
Total Volume and Open Interest 25,449 563,203 -2,359
3-Mth Euro-Yen(CME)
Sep08 080805 99.16 99.16 99.16 99.16 unch 0 7,709 +250
Dec08 080805 99.16 99.16 99.16 99.16 unch 0 2,882 +0
Mar09 080805 99.14 99.14 99.14 99.14 unch 0 1,898 +0
Jun09 080805 99.11 99.11 99.11 99.11 unch 4 471 +0
Sep09 080805 99.07 99.07 99.07 99.07 -0.01 3 450 +0
Dec09 080805 99.01 99.01 99.01 99.01 unch 0 1 +0
Mar10 080805 98.90 98.90 98.90 98.90 unch      
Jun10 080805 98.85 98.85 98.85 98.85 unch      
Sep10 080805 98.79 98.79 98.79 98.79 +0.03      
Dec10 080805 98.89 98.89 98.89 98.89 +0.03      
Total Volume and Open Interest 7 13,411 +250
3-Mth Euro-Yen(SGX)
Sep08 080805 99.16 99.17 99.16 99.17 +0.00 1,185 22,786 +659
Dec08 080805 99.16 99.17 99.16 99.17 +0.00 915 17,048 +915
Mar09 080805 99.15 99.15 99.15 99.15 +0.00 20 9,674 -20
Jun09 080805 99.10 99.12 99.10 99.10 +0.00 136 4,260 +21
Sep09 080805 99.06 99.07 99.06 99.06 +0.03 21 1,388 +11
Dec09 080805 99.00 99.00 99.00 99.00 +0.03 2 481 +2
Mar10 080805 98.89 98.89 98.89 98.89 +0.03 0 450 +0
Jun10 080805 98.83 98.83 98.83 98.83 +0.03 0 450 +0
Total Volume and Open Interest 2,278 59,111 +18
Japanese Gov't Bonds(SGX)
Sep08 080729 136.24 136.39 136.19 136.25 +0.74 1,809 16,754 +51
Dec08 080805 136.62 136.62 136.62 136.62 -0.37      
Mar09 080805 136.62 136.62 136.62 136.62 -0.37      
Total Volume and Open Interest 3,604 17,274 -1,199
Euro-Bund(EUREX)
Sep08 080805 112.70 113.02 112.57 112.90 +0.10 872,421 1,221,370 -29,105
Dec08 080805 112.52 112.71 112.34 112.63 +0.10 1,457 6,287 -142
Mar09 080805 112.80 112.80 112.80 112.80 +0.10 145 0 +0
Total Volume and Open Interest 874,023 1,227,657 -29,247
Euro-Bobl(EUREX)
Sep08 080805 107.44 107.61 107.42 107.52 +0.04 516,304 949,893 -32,838
Dec08 080805 107.67 107.67 107.63 107.64 +0.04 124 5,683 +6
Mar09 080805 107.53 107.53 107.53 107.53 +0.04      
Total Volume and Open Interest 516,428 955,576 -32,832
3-Mth Euribor(EUREX)
Sep08 080805 95.000 95.010 94.995 95.000 +0.015 790 19,664 -89
Dec08 080805 94.945 94.945 94.940 94.940 +0.015 301 8,910 +117
Mar09 080805 95.130 95.135 95.115 95.115 unch 59 2,928 +2
Total Volume and Open Interest 1,405 37,285 +127
Long Gilt(LIFFE)
Sep08 080805 107~09 107~28 107~09 107~24 +0~10 61,512 311,070 +8,642
Dec08 080805 109~13 109~13 109~13 109~13 +0~10 0 50 +0
Total Volume and Open Interest 80,638 302,478 -3,097
3-Mth Short Sterling(LIFFE)
Sep08 080805 94.14 94.19 94.14 94.17 +0.01 22,637 388,663 +2,616
Dec08 080805 94.27 94.32 94.26 94.28 +0.01 51,718 475,931 +2,554
Mar09 080805 94.61 94.67 94.60 94.62 +0.03 78,451 484,290 +16,261
Jun09 080805 94.78 94.86 94.78 94.81 +0.03 69,130 376,345 +11,523
Sep09 080805 94.81 94.89 94.81 94.84 +0.03 40,197 228,586 +2,702
Dec09 080805 94.79 94.82 94.75 94.78 +0.03 24,125 202,906 +3,257
Total Volume and Open Interest 403,175 2,381,462 +19,065
3-Mth Euribor(LIFFE)
Sep08 080805 94.990 95.010 94.985 95.000 +0.015 59,780 667,030 -7,502
Dec08 080805 94.925 94.950 94.910 94.940 +0.015 104,542 640,530 +10,565
Mar09 080805 95.115 95.145 95.095 95.115 unch 115,551 514,561 +6,127
Total Volume and Open Interest 644,404 3,401,412 +50,774
3-Mth Aus T-Bills(SFE)
Sep08 080805 92.51 92.68 92.44 92.67 +0.17 9,039 391,306 -6,155
Dec08 080805 92.71 93.00 92.66 92.99 +0.28 15,078 302,352 -15,317
Mar09 080805 92.87 93.19 92.81 93.18 +0.31 6,975 139,894 -12,427
Jun09 080805 92.99 93.27 92.92 93.27 +0.29 4,603 97,334 -1,302
Sep09 080805 93.05 93.30 92.99 93.29 +0.24 514 54,151 -1,138
Dec09 080805 93.10 93.31 93.04 93.30 +0.20 864 40,846 -510
Mar10 080805 93.13 93.32 93.09 93.32 +0.17 50 21,570 -318
Jun10 080805 93.11 93.34 93.11 93.33 +0.15 0 12,854 -338
Sep10 080805 93.15 93.31 93.15 93.31 +0.12 0 3,647 +0
Dec10 080805 93.25 93.27 93.25 93.27 +0.08 0 895 -10
Total Volume and Open Interest 57,577 1,066,478 -37,515
10-Year Aus T-Bonds(SFE)
Sep08 080805 93.96 94.01 93.91 94.00 +0.03 11,035 433,319 -27,072
Dec08 080805 94.01 94.01 94.01 94.01 +0.03      
Total Volume and Open Interest 23,047 433,319 -27,072
3-Year Aus T-Bonds(SFE)
Sep08 080805 94.01 94.17 93.94 94.14 +0.12 18,040 558,506 -56,123
Dec08 080805 94.21 94.21 94.21 94.21 +0.12      
Total Volume and Open Interest 47,255 558,506 -56,123
Gold(CMX)
Aug08 080805 895.4 895.4 873.3 878.6 -21.5 2,415 4,662 -629
Oct08 080805 898.9 899.4 876.5 881.8 -21.7 13,019 33,410 -3,423
Dec08 080805 903.7 903.9 880.7 886.1 -21.8 121,038 267,428 +6,633
Feb09 080805 906.5 906.7 885.5 890.9 -21.8 2,617 28,958 +2,252
Apr09 080805 900.2 901.7 895.0 895.3 -21.8 2,691 17,895 +2,460
Jun09 080805 904.1 906.5 899.8 899.8 -22.0 1,779 15,949 +406
Aug09 080805 905.7 905.7 904.7 904.7 -22.0 1,064 8,329 +439
Oct09 080805 909.7 909.7 909.7 909.7 -22.1 2 989 +0
Dec09 080805 931.0 931.0 911.0 915.0 -22.1 261 14,150 +26
Feb10 080805 920.6 920.6 920.6 920.6 -22.2 12 102 +0
Apr10 080805 926.4 926.4 926.4 926.4 -22.3 10 16 +0
Jun10 080805 932.5 932.5 932.5 932.5 -22.3 202 3,273 +0
Total Volume and Open Interest 146,311 409,372 -20,960
Silver(CMX)
Sep08 080805 1695.5 1703.0 1642.5 1657.2 -56.8 24,122 56,427 +354
Dec08 080805 1712.0 1714.5 1656.5 1671.3 -57.2 2,650 40,892 +415
Mar09 080805 1700.5 1710.5 1685.5 1685.5 -57.5 3 6,918 +0
May09 080805 1693.5 1694.4 1693.5 1694.4 -57.6 60 4,756 +55
Jul09 080805 1703.0 1703.0 1703.0 1703.0 -57.9 3 6,328 +2
Sep09 080805 1702.0 1712.1 1702.0 1712.1 -57.8 32 1,122 +20
Dec09 080805 1752.0 1752.0 1720.0 1726.1 -57.8 10 7,753 +0
Total Volume and Open Interest 29,428 131,257 -342
Platinum(NYMEX)
Oct08 080805 1564.1 1592.5 1530.2 1584.5 +21.5 3,132 11,877 -502
Jan09 080805 1563.0 1590.9 1538.0 1590.9 +21.5 43 336 +23
Total Volume and Open Interest 4,068 12,692 -592
Palladium(NYMEX)
Sep08 080805 353.75 358.90 343.10 353.90 -0.55 1,334 10,934 -2
Dec08 080805 358.00 361.55 346.50 357.10 -0.60 252 2,963 +120
Mar09 080805 357.50 361.05 357.50 361.05 -0.60 2 44 +0
Total Volume and Open Interest 1,424 13,823 +49
Copper(CMX)
Sep08 080805 345.95 345.95 337.65 341.70 -2.30 18,281 54,686 +469
Dec08 080805 346.00 346.00 338.40 340.70 -2.50 6,920 32,230 +955
Mar09 080805 340.00 341.00 338.75 338.75 -2.60 1,142 8,216 +13
May09 080805 341.75 341.75 337.25 337.25 -2.30 81 1,341 -249
Jul09 080805 337.50 337.50 335.65 335.65 -2.10 47 979 +12
Total Volume and Open Interest 19,550 109,629 -410
Aluminum(CMX)
Aug08 080805 1.32 1.32 1.32 1.32 -129.68      
Sep08 080805 1.33 1.33 1.33 1.33 -130.42      
Oct08 080805 1.34 1.34 1.34 1.34 -131.16      
Nov08 080805 1.34 1.34 1.34 1.34 -131.91      
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 080805 11272 11590 11266 11585 +314 2,078 30,172 +134
Dec08 080805 11545 11585 11545 11585 +315 15 1,989 +37
Mar09 080805 11600 11600 11286 11600 +314 0 3 +0
Jun09 080805 11615 11615 11306 11615 +309      
Total Volume and Open Interest 2,266 32,016 -16
S & P 500(CME)
Sep08 080805 1249.10 1284.40 1246.70 1282.90 +34.10 18,685 546,679 -827
Dec08 080805 1266.80 1285.30 1266.80 1284.60 +34.30 115 15,669 -54
Mar09 080805 1286.70 1287.10 1269.10 1286.70 +34.60 0 260 +0
Jun09 080805 1289.00 1289.40 1271.40 1289.00 +34.60 0 170 +0
Total Volume and Open Interest 34,561 563,682 +5,712
S & P 500 E-Mini(Globex)
Sep08 080805 1249.25 1284.50 1247.25 1283.00 +34.25 1,521,764 2,436,760 +32,788
Dec08 080805 1252.00 1286.00 1249.50 1284.50 +34.25 1,981 57,491 +39
Total Volume and Open Interest 1,865,857 2,466,438 -22,361
NASDAQ 100(CME)
Sep08 080805 1813.80 1873.50 1810.50 1869.00 +57.00 2,160 30,713 -114
Dec08 080805 1842.00 1880.00 1842.00 1877.50 +56.70 0 7 +0
Mar09 080805 1852.50 1886.30 1852.50 1886.30 +56.80 5 13 +0
Total Volume and Open Interest 4,439 30,847 +758
NASDAQ 100 E-Mini(Globex)
Sep08 080805 1811.50 1874.00 1810.00 1869.00 +57.20 282,460 328,749 +1,215
Dec08 080805 1825.50 1882.80 1819.30 1877.50 +57.00 406 4,601 +43
Total Volume and Open Interest 454,720 332,092 +7,473
S & P Midcap 400(CME)
Sep08 080805 792.00 804.50 789.00 803.80 +17.70 191 5,578 +90
Dec08 080805 805.65 806.05 805.65 805.65 +17.60 0 2 +0
Mar09 080805 812.55 812.95 812.55 812.55 +17.60      
Total Volume and Open Interest 150 5,490 +2
Russell 2000(CME)
Sep08 080805 705.60 721.75 703.20 721.00 +17.00 202 30,858 -103
Total Volume and Open Interest 1,247 30,961 -316
Russell 2000 E-Mini(Globex)
Sep08 080805 704.20 721.60 703.00 721.00 +17.00 205,638 592,096 +4,992
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 080805 12915 13070 12900 12930 -10 86,122 207,792 +9,165
Dec08 080805 12945 13020 12860 12865 -20 91 795 +38
Total Volume and Open Interest 86,363 209,760 +9,833
Nikkei 225(SGX)
Sep08 080805 12915 13070 12900 12930 -10 86,122 207,792 +9,165
Dec08 080805 12945 13020 12860 12865 -20 91 795 +38
Mar09 080805 12875 12875 12875 12875 -20      
Total Volume and Open Interest 86,363 209,760 +9,833
CAC 40(EURONEXT)
Aug08 080805 4294.0 4414.5 4289.0 4393.5 +106.0 78,766 533,040 +3,384
Sep08 080805 4319.0 4409.0 4304.0 4404.0 +106.0 532 38,588 -189
Oct08 080805 4418.5 4418.5 4418.5 4418.5 +102.0      
Total Volume and Open Interest 124,379 569,547 +12,238
Hang Seng Index(HKFE)
Aug08 080805 22162 22209 21703 21968 -424 9,249 11,048 -70,049
Sep08 080805 22086 22109 21639 21859 -441 85 13 -299
Total Volume and Open Interest 9,339 11,127 -70,305
DAX(EUREX)
Sep08 080805 6394.0 6599.5 6376.5 6551.5 +178.5 116,202 224,158 -1,832
Dec08 080805 6473.0 6671.0 6457.0 6625.0 +179.0 780 13,022 +43
Mar09 080805 6548.0 6715.5 6546.5 6703.0 +180.0 206 4,195 +0
Total Volume and Open Interest 155,375 243,164 +107
FT-SE 100(EURONEXT)
Sep08 080805 5323.00 5495.00 5289.00 5451.00 +147.50 90,099 498,467 +11,120
Dec08 080805 5337.50 5486.00 5337.50 5486.00 +147.50 25 8,782 +11
Mar09 080805 5491.00 5491.00 5491.00 5491.00 +147.50 0 56 +0
Total Volume and Open Interest 95,189 496,174 +1,186
SPI 200(SFE)
Sep08 080805 4860.0 4884.0 4728.0 4827.0 -34.0 15,852 230,846 -12,265
Dec08 080805 4825.0 4870.0 4780.0 4870.0 -33.0 37 2,687 +11
Mar09 080805 4871.0 4871.0 4871.0 4871.0 -35.0 0 633 +0
Total Volume and Open Interest 22,841 234,541 -12,243
GSCI(CME)
Aug08 080805 72.64 81.64 70.64 70.64 -11.50 1,358 14,536 +11
Sep08 080805 75.44 86.64 73.64 73.64 -12.30 655 620 +419
Oct08 080805 77.64 92.64 77.64 77.64 -24.50      
Total Volume and Open Interest 668 14,726 +217
RJ/CRB Index(ICE)
Nov08 080805 535.00 540.30 535.00 535.00 -3.00 34 817 +3
Jan09 080805 542.00 542.00 542.00 542.00 -3.00 200 405 +200
Feb09 080805 541.50 541.50 541.50 541.50 -3.00 0 11 +0
Total Volume and Open Interest 1 1 +1
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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