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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 October 27, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081027 879.50 904.00 851.25 893.00 +29.25 12,023 64,786 -20,075
Jan09 081027 882.50 908.00 854.00 897.50 +30.50 6,224 146,118 +953
Mar09 081027 881.50 917.75 862.50 908.00 +33.00 811 33,273 -261
May09 081027 895.00 926.50 875.00 916.75 +32.75 528 16,597 +183
Jul09 081027 903.00 931.75 883.50 924.75 +33.25 472 29,125 -8
Aug09 081027 904.00 927.00 894.00 927.00 +33.00 127 1,475 +79
Sep09 081027 923.25 932.50 893.00 924.00 +31.00 55 773 +70
Total Volume and Open Interest 153,047 357,847 +6,369
Soybean Meal(CBOT)
Dec08 081027 269.70 278.30 261.40 276.30 +8.00 6,102 73,301 -2,381
Jan09 081027 270.20 278.50 261.20 276.50 +8.80 732 17,352 +129
Mar09 081027 270.90 280.50 262.60 278.90 +9.60 843 20,358 +513
May09 081027 271.30 282.80 265.40 281.20 +9.90 248 10,961 +27
Jul09 081027 274.30 285.20 268.00 283.80 +9.50 135 16,134 -28
Aug09 081027 274.80 285.00 274.00 284.00 +9.20 144 4,429 -80
Sep09 081027 277.00 288.00 274.80 283.80 +9.00 96 3,148 -3
Oct09 081027 271.80 281.80 271.80 281.80 +10.00 4 1,674 +5
Total Volume and Open Interest 43,017 157,238 -497
Soybean Oil(CBOT)
Dec08 081027 31.90 32.50 30.90 31.72 +0.25 5,119 99,637 -738
Jan09 081027 32.48 32.94 31.48 32.21 +0.26 1,360 57,380 +1,185
Mar09 081027 32.80 33.34 31.99 32.67 +0.23 1,228 28,706 -811
May09 081027 33.16 33.53 32.31 33.03 +0.23 231 16,610 +68
Jul09 081027 33.43 33.62 32.62 33.30 +0.20 479 24,872 +476
Aug09 081027 33.35 33.80 32.86 33.49 +0.20 337 3,713 -161
Sep09 081027 33.40 33.95 33.15 33.68 +0.20 50 3,296 -18
Oct09 081027 33.42 34.00 33.42 33.83 +0.20 0 2,766 +19
Total Volume and Open Interest 57,566 260,274 -883
Canola(WCE)
Nov08 081027 424.5 424.9 406.0 420.7 -1.9 5,029 7,857 -1,925
Jan09 081027 433.0 433.0 414.6 428.5 -3.6 7,725 58,080 -198
Mar09 081027 442.0 442.0 431.1 437.7 -3.5 770 8,613 +40
May09 081027 449.9 449.9 439.6 446.5 -3.9 663 3,158 +95
Jul09 081027 446.6 456.0 446.6 454.1 -4.1 100 3,577 +31
Total Volume and Open Interest 12,472 86,461 -1,935
Corn(CBOT)
Dec08 081027 380.00 387.00 364.00 385.25 +12.50 8,010 431,852 -1,703
Mar09 081027 394.25 403.50 380.00 402.25 +13.50 2,333 205,318 +2,351
May09 081027 404.50 414.00 391.50 413.75 +14.25 421 52,988 +1,020
Jul09 081027 415.00 425.25 402.00 423.25 +13.50 548 116,405 -341
Sep09 081027 419.25 433.25 412.00 433.25 +14.25 35 22,919 +343
Dec09 081027 433.00 444.00 420.50 443.25 +15.50 1,784 115,569 +1,436
Total Volume and Open Interest 204,188 981,510 -6,290
Wheat(CBOT)
Dec08 081027 525.50 532.00 502.50 529.50 +13.25 2,053 147,331 -333
Mar09 081027 541.50 550.75 520.75 549.00 +14.25 814 57,543 -1,524
May09 081027 541.00 562.75 536.00 561.75 +14.25 0 6,815 -42
Jul09 081027 564.75 576.75 548.00 575.25 +14.50 96 37,321 +16
Sep09 081027 579.00 593.50 577.50 592.75 +15.25 7 3,476 +93
Total Volume and Open Interest 45,238 275,833 -489
Wheat(KCBT)
Dec08 081027 551.00 566.00 535.00 564.50 +17.50 5,570 44,570 -631
Mar09 081027 563.00 583.50 559.50 582.25 +18.50 1,067 17,303 -161
May09 081027 573.00 592.75 572.00 592.75 +17.50 465 5,730 +96
Jul09 081027 586.00 603.00 581.50 601.50 +16.25 541 13,956 +44
Sep09 081027 596.25 613.00 593.50 613.00 +15.75 129 2,529 -124
Total Volume and Open Interest 6,923 89,013 +171
Wheat(MGE)
Dec08 081027 602.00 626.25 595.75 624.50 +22.75 2,794 10,564 -810
Mar09 081027 593.50 612.50 590.50 611.75 +18.75 1,265 13,496 +188
May09 081027 596.25 624.00 596.25 618.00 +15.25 293 4,957 +58
Jul09 081027 603.50 626.00 602.75 624.50 +18.50 189 1,789 +25
Sep09 081027 615.00 629.25 611.50 627.50 +14.25 201 2,899 -27
Total Volume and Open Interest 6,203 35,924 -524
Oats(CBOT)
Dec08 081027 254.25 265.00 233.75 238.00 -12.00 54 7,205 -622
Mar09 081027 267.50 270.50 254.00 255.50 -12.00 156 2,964 +141
May09 081027 276.00 276.00 267.00 267.00 -12.00 0 1,799 +0
Jul09 081027 290.00 290.00 275.50 278.50 -12.00 0 412 +2
Total Volume and Open Interest 2,930 15,917 +278
Rough Rice(CBOT)
Nov08 081027 14.44 14.76 14.32 14.62 +0.20 13 1,962 -468
Jan09 081027 14.86 15.06 14.59 14.91 +0.23 5 3,413 +66
Mar09 081027 15.02 15.34 14.90 15.23 +0.23 18 1,197 +63
May09 081027 15.32 15.69 15.27 15.53 +0.21 1 497 +46
Total Volume and Open Interest 999 7,542 -76
Live Cattle(CME)
Oct08 081027 87.600 89.250 87.350 88.930 +1.080 2,481 3,804 -810
Dec08 081027 88.180 89.785 87.580 88.785 +1.235 18,396 109,076 -4,521
Feb09 081027 89.050 90.650 88.480 90.180 +1.780 7,328 54,134 -629
Apr09 081027 89.600 91.230 88.700 90.650 +2.170 4,721 26,424 -800
Jun09 081027 86.050 87.800 85.135 87.400 +2.400 967 15,721 -316
Aug09 081027 86.200 87.900 85.750 87.550 +1.900 280 5,113 -242
Total Volume and Open Interest 36,362 224,018 -1,906
Feeder Cattle(CME)
Oct08 081027 96.300 96.400 95.600 95.900 -0.250 409 1,469 -128
Nov08 081027 94.135 96.200 93.750 95.550 +1.720 2,013 4,972 -391
Jan09 081027 92.600 95.600 92.600 94.700 +1.600 1,993 11,681 +48
Mar09 081027 94.150 95.830 93.700 95.400 +1.250 167 1,720 +42
Apr09 081027 95.000 96.400 94.500 96.300 +1.400 35 548 +8
May09 081027 96.000 97.500 95.500 97.400 +1.400 110 787 -10
Aug09 081027 97.850 99.200 97.700 99.150 +1.050 68 214 +31
Total Volume and Open Interest 3,729 21,821 -615
Lean Hogs(CME)
Dec08 081027 58.450 59.180 57.735 58.550 +0.050 11,206 79,324 -1,701
Feb09 081027 64.000 65.300 63.350 64.650 +0.800 4,603 35,641 +171
Apr09 081027 69.000 70.900 69.000 70.450 +1.000 2,108 26,801 -167
May09 081027 77.000 77.500 76.200 77.450 +0.150 25 1,117 +12
Jun09 081027 79.000 80.250 78.250 79.885 +0.935 1,089 17,225 +105
Jul09 081027 77.350 79.200 77.200 78.750 +1.000 350 2,313 +103
Aug09 081027 75.300 76.300 74.500 76.000 +1.100 85 2,052 +36
Oct09 081027 68.725 70.300 68.725 70.300 +0.900 46 991 +28
Total Volume and Open Interest 18,365 167,307 +1,177
Pork Bellies(CME)
Feb09 081027 84.000 87.330 83.750 86.400 +2.070 128 747 +61
Mar09 081027 84.600 84.600 84.535 84.600 unch 6 37 +5
May09 081027 23.469 23.469 20.519 20.619 unch 6 117 +2
Jul09 081027 23.569 23.569 23.419 23.419 -0.170 6 30 +5
Aug09 081027 24.969 24.969 24.969 24.969 -0.500 0 1 +0
Total Volume and Open Interest 137 859 +8
Class III Milk(CME)
Oct08 081027 17.00 17.02 16.98 16.98 unch 154 4,029 -130
Nov08 081027 15.57 15.60 15.49 15.50 -0.07 233 4,783 -3
Dec08 081027 14.28 14.40 14.25 14.28 -0.02 283 5,195 +30
Jan09 081027 14.16 14.25 14.13 14.20 -0.03 359 3,258 +84
Feb09 081027 14.13 14.20 14.08 14.12 -0.03 326 2,973 +192
Total Volume and Open Interest 681 37,828 +187
Cocoa(ICE)
Dec08 081027 1950 1974 1881 1956 -21 11,547 53,765 -1,673
Mar09 081027 1947 1987 1904 1974 -25 9,608 38,891 +769
May09 081027 2005 2005 1927 1990 -24 516 16,486 -13
Jul09 081027 2020 2027 1946 2006 -26 481 8,367 +228
Sep09 081027 2050 2050 1962 2024 -29 573 4,074 +320
Dec09 081027 2000 2039 2000 2039 -35 20 6,911 +6
Mar10 081027 2003 2050 2003 2050 -29 0 2,372 +0
Total Volume and Open Interest 20,485 133,046 +6,543
Coffee "C"(ICE)
Dec08 081027 108.05 108.50 105.05 107.75 -0.90 11,655 72,762 -528
Mar09 081027 112.90 113.30 110.10 112.60 -0.95 4,094 30,665 -159
May09 081027 116.55 116.55 113.10 115.60 -0.95 1,298 15,331 +308
Jul09 081027 118.85 118.85 116.45 118.40 -1.00 217 3,803 +20
Sep09 081027 122.00 122.00 119.00 121.05 -0.95 206 2,445 +18
Dec09 081027 124.00 125.00 122.75 124.45 -0.90 195 2,653 +77
Total Volume and Open Interest 13,161 129,314 -944
Orange Juice(ICE)
Nov08 081027 80.20 81.05 77.10 80.05 -0.60 911 4,664 -653
Jan09 081027 83.50 84.75 80.95 83.70 -0.90 1,560 16,696 +343
Mar09 081027 86.95 88.00 85.00 87.60 -0.95 127 6,497 +32
May09 081027 89.90 92.00 89.60 91.60 -0.95 64 1,615 -32
Jul09 081027 95.80 95.80 93.30 95.30 -0.85 5 413 +0
Sep09 081027 99.10 99.10 99.00 99.00 -0.75 0 102 +0
Total Volume and Open Interest 2,104 30,644 -306
Sugar #11(ICE)
Mar09 081027 10.75 11.07 10.55 10.96 +0.20 57,922 285,455 -4,832
May09 081027 11.00 11.30 10.85 11.24 +0.15 10,390 93,270 -1,542
Jul09 081027 11.07 11.49 11.03 11.40 +0.13 8,869 105,946 -1,266
Oct09 081027 11.67 11.89 11.50 11.83 +0.13 4,702 67,689 +786
Mar10 081027 12.14 12.34 11.95 12.32 +0.14 2,912 44,898 -630
Total Volume and Open Interest 58,496 653,009 -2,187
Sugar #14(ICE)
Jan09 081027 19.90 20.50 19.90 20.50 -0.20 157 2,810 -75
Mar09 081027 20.90 20.90 20.90 20.90 unch 166 3,208 -120
May09 081027 21.30 21.50 21.20 21.20 -0.10 166 1,665 +153
Jul09 081027 21.40 21.40 21.40 21.40 -0.05 10 1,487 +0
Sep09 081027 21.75 21.75 21.55 21.75 -0.15 205 710 +205
Total Volume and Open Interest 147 9,717 +45
London Cocoa(LCE)
Dec08 081027 1279 1322 1271 1302 +4 3,862 75,478 +1,148
Mar09 081027 1298 1325 1275 1310 +8 4,566 57,108 -215
May09 081027 1300 1333 1292 1322 +10 1,115 28,269 +399
Jul09 081027 1332 1347 1301 1332 +8 788 11,990 +445
Sep09 081027 1317 1352 1314 1337 +5 319 9,638 +114
Dec09 081027 1329 1353 1323 1344 +3 50 4,269 +45
Mar10 081027 1356 1356 1356 1356 +3 0 568 +0
Total Volume and Open Interest 7,118 185,396 +801
London Coffee(LCE)
Nov08 081027 1577.00 1577.00 1525.00 1556.00 -62.00 3,805 14,628 -1,017
Jan09 081027 1638.00 1638.00 1580.00 1604.00 -64.00 9,165 69,635 +2,563
Total Volume and Open Interest 9,157 82,717 -663
London Sugar(LCE)
Dec08 081027 296.50 306.70 296.50 305.90 +7.20 2,668 11,003 -266
Mar09 081027 307.00 315.80 306.50 314.90 +5.80 2,594 21,849 +334
May09 081027 313.70 321.20 313.70 321.20 +5.20 299 7,526 -11
Aug09 081027 323.30 326.70 323.20 326.70 +5.20 181 5,576 +24
Oct09 081027 328.10 334.00 328.10 334.00 +4.70 100 3,091 +19
Total Volume and Open Interest 4,252 49,839 -486
Cotton(ICE)
Dec08 081027 46.09 47.89 45.35 47.10 +0.87 10,995 95,646 -938
Mar09 081027 50.15 51.70 49.30 50.95 +0.63 5,805 40,117 +540
May09 081027 52.50 53.40 51.20 52.58 +0.44 602 8,742 +111
Jul09 081027 54.00 55.33 53.15 54.43 +0.36 502 14,190 +12
Oct09 081027 56.50 57.05 56.50 57.05 +0.40 0 110 +0
Dec09 081027 57.90 59.09 57.50 58.18 +0.29 171 10,800 +47
Total Volume and Open Interest 22,763 171,546 +1,498
Lumber(CME)
Nov08 081027 177.3 183.0 176.4 177.2 -2.8 325 2,289 -120
Jan09 081027 195.2 197.5 192.8 193.0 -1.5 678 4,995 +64
Mar09 081027 206.0 207.7 205.7 205.7 -0.1 135 1,133 +39
May09 081027 225.4 225.6 224.3 225.5 -3.1 144 399 +125
Total Volume and Open Interest 1,365 8,862 +260
Crude Oil(NYM)
Dec08 081027 64.78 65.77 61.30 63.22 -0.93 253,812 329,524 -3,466
Jan09 081027 65.24 66.16 61.70 63.71 -0.87 60,180 94,110 -4
Feb09 081027 65.00 66.63 62.45 64.23 -0.83 18,947 37,925 -659
Mar09 081027 65.60 66.98 62.76 64.75 -0.79 17,760 32,445 -2,406
Apr09 081027 66.53 66.56 64.20 65.28 -0.75 10,688 25,119 +3,512
May09 081027 65.15 65.81 65.15 65.81 -0.73 8,230 20,854 +1,716
Jun09 081027 67.10 68.16 65.00 66.32 -0.75 25,805 89,367 +7,732
Jul09 081027 66.50 68.73 66.50 66.77 -0.78 6,673 21,190 +657
Aug09 081027 67.00 68.00 66.57 67.21 -0.83 3,141 16,460 +1,754
Sep09 081027 67.19 69.40 66.70 67.68 -0.87 1,204 15,592 +261
Oct09 081027 67.75 70.03 67.75 68.17 -0.92 914 8,671 +80
Nov09 081027 70.51 70.51 68.67 68.67 -0.97 1,238 6,767 +212
Dec09 081027 69.52 71.09 67.88 69.20 -1.01 21,893 90,786 +402
Jan10 081027 69.72 69.72 69.72 69.72 -1.05 483 13,722 +9
Feb10 081027 70.23 70.23 70.23 70.23 -1.08 152 5,230 +137
Mar10 081027 70.75 70.75 70.75 70.75 -1.11 5 11,068 +0
Total Volume and Open Interest 415,338 1,053,508 +6,792
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081027 64.625 65.750 61.300 63.225 -0.925 14,150 8,241 +271
Jan09 081027 65.150 66.025 61.700 63.700 -0.875 552 724 -49
Feb09 081027 64.650 64.650 64.225 64.225 -0.825 16 184 +4
Mar09 081027 64.750 64.750 64.750 64.750 -0.800 8 9 +1
Apr09 081027 65.275 65.275 65.275 65.275 -0.750 0 1 +0
May09 081027 65.800 65.800 65.800 65.800 -0.750 0 1 +0
Jun09 081027 66.325 66.325 66.325 66.325 -0.750 1 2 +1
Jul09 081027 66.775 66.775 66.775 66.775 -0.775 0 1 +0
Total Volume and Open Interest 13,474 9,023 +278
Heating Oil(NYM)
Nov08 081027 195.32 198.71 189.23 191.44 -3.21 14,307 15,100 -1,457
Dec08 081027 197.80 201.39 191.28 193.83 -3.18 28,695 55,483 +842
Jan09 081027 200.90 204.62 195.32 197.43 -3.08 9,994 32,229 +118
Feb09 081027 199.00 206.49 199.00 200.03 -3.03 3,121 16,390 +103
Mar09 081027 200.00 207.61 200.00 201.38 -3.03 2,829 15,577 +297
Apr09 081027 202.90 206.20 201.00 201.68 -3.08 1,018 6,401 +87
May09 081027 203.08 207.00 201.25 202.08 -3.08 1,226 7,766 +170
Jun09 081027 205.00 208.03 200.49 202.88 -3.03 3,190 19,492 +221
Jul09 081027 205.50 211.06 204.50 204.73 -3.03 729 3,907 +100
Aug09 081027 207.00 211.28 206.40 207.03 -3.08 434 2,593 +52
Sep09 081027 211.59 217.31 209.00 209.58 -3.08 480 3,730 +32
Oct09 081027 213.80 213.80 211.00 211.93 -3.08 119 1,504 +23
Total Volume and Open Interest 70,714 216,778 +1,283
Gasoline(NYMEX)
Nov08 081027 147.60 152.95 142.03 147.69 -0.10 16,680 23,308 -1,163
Dec08 081027 144.99 149.20 138.78 142.68 -2.29 22,451 65,007 +207
Jan09 081027 147.90 151.12 142.28 145.23 -2.64 5,761 24,782 +1,124
Feb09 081027 151.00 153.30 147.54 148.23 -2.69 1,398 7,962 +97
Mar09 081027 151.27 156.71 150.52 151.23 -2.74 911 6,082 -31
Apr09 081027 169.22 172.40 167.46 167.58 -2.74 641 10,546 +40
May09 081027 169.75 171.00 169.03 169.03 -2.79 584 5,237 -10
Jun09 081027 174.04 174.04 169.88 169.88 -2.84 626 5,881 +171
Jul09 081027 170.33 170.33 170.33 170.33 -2.89 48 1,062 +11
Aug09 081027 171.00 171.00 170.23 170.23 -2.89 17 1,487 -2
Total Volume and Open Interest 49,511 165,113 +398
e-miNY RBOB Gasoline(NYM)
Nov08 081027 147.69 147.69 147.69 147.69 -0.10      
Dec08 081027 142.68 142.68 142.68 142.68 -2.29      
Jan09 081027 145.23 145.23 145.23 145.23 -2.64      
Feb09 081027 148.23 148.23 148.23 148.23 -2.69      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081027 6.133 6.206 5.990 6.121 -0.118 47,241 35,163 -5,319
Dec08 081027 6.407 6.430 6.240 6.340 -0.122 27,746 98,483 +1,443
Jan09 081027 6.649 6.704 6.540 6.628 -0.119 11,312 105,195 -9,820
Feb09 081027 6.638 6.754 6.600 6.688 -0.119 4,681 41,967 +19
Mar09 081027 6.655 6.698 6.560 6.638 -0.104 7,073 76,125 -560
Apr09 081027 6.530 6.644 6.500 6.583 -0.089 4,389 70,950 +1,406
May09 081027 6.600 6.718 6.600 6.653 -0.087 1,230 49,420 -123
Jun09 081027 6.748 6.836 6.695 6.771 -0.084 1,523 21,946 -341
Jul09 081027 6.900 6.969 6.825 6.904 -0.081 1,778 19,515 -131
Aug09 081027 7.000 7.064 6.950 6.989 -0.081 451 19,283 +163
Sep09 081027 7.000 7.092 6.977 7.024 -0.079 490 17,381 +256
Oct09 081027 7.025 7.166 7.025 7.108 -0.079 1,421 35,219 +144
Nov09 081027 7.400 7.482 7.370 7.423 -0.074 263 17,637 +15
Dec09 081027 7.815 7.844 7.703 7.783 -0.069 171 25,190 +21
Jan10 081027 7.965 8.066 7.940 8.013 -0.069 736 19,244 +146
Feb10 081027 7.960 8.079 7.955 8.020 -0.069 172 9,557 -14
Total Volume and Open Interest 198,977 879,957 +8,338
Brent Crude Oil(ICE)
Dec08 081027 61.93 63.59 59.02 61.41 -0.64 115,015 103,305 -612
Jan09 081027 63.57 65.30 60.72 63.19 -0.45 47,160 107,023 +1,734
Feb09 081027 64.85 66.58 62.13 64.59 -0.31 19,220 39,574 +882
Mar09 081027 64.78 67.47 63.47 65.65 -0.25 9,042 28,405 +370
Apr09 081027 64.39 68.30 64.39 66.51 -0.27 4,818 16,956 -199
May09 081027 65.20 69.06 65.20 67.30 -0.29 3,917 13,831 -453
Jun09 081027 65.68 69.76 65.68 68.05 -0.29 6,596 35,498 +898
Jul09 081027 66.78 70.50 66.78 68.85 -0.32 1,876 10,263 -335
Aug09 081027 67.76 71.30 67.76 69.65 -0.34 1,232 10,467 +388
Sep09 081027 70.61 70.65 70.28 70.28 -0.39 722 8,166 -17
Oct09 081027 70.75 70.75 70.75 70.75 -0.50 0 6,833 +162
Nov09 081027 71.22 71.22 71.22 71.22 -0.59 0 7,209 +82
Dec09 081027 70.58 73.21 69.58 71.67 -0.68 7,858 61,437 +303
Jan10 081027 72.28 72.28 72.28 72.28 -0.71 0 6,980 +0
Total Volume and Open Interest 221,155 533,449 +8,171
Gas Oil(ICE)
Nov08 081027 626.75 642.50 608.75 629.75 -37.50 38,207 44,044 -1,932
Dec08 081027 628.00 642.00 609.50 629.00 -1.50 37,914 68,578 +1,034
Jan09 081027 624.75 649.50 618.50 637.75 -1.00 12,756 46,965 +606
Feb09 081027 631.00 651.25 627.50 646.75 -0.75 5,704 22,505 +242
Mar09 081027 635.00 666.00 635.00 654.25 -0.75 2,208 14,395 +40
Apr09 081027 645.75 672.75 645.75 661.25 -0.50 1,965 14,044 +210
May09 081027 650.00 679.75 650.00 668.25 -0.25 2,042 14,583 +305
Jun09 081027 656.50 686.00 655.75 674.75 unch 5,629 33,462 +959
Jul09 081027 676.25 685.00 676.25 684.25 unch 893 8,662 +79
Aug09 081027 679.00 694.25 679.00 693.50 -0.25 518 7,187 +576
Total Volume and Open Interest 101,477 347,454 +2,591
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081027 1.690 1.700 1.690 1.700 +0.020 34 222 +35
Dec08 081027 1.650 1.690 1.650 1.690 +0.038 7 378 +13
Jan09 081027 1.660 1.710 1.660 1.702 +0.038 1 374 +2
Feb09 081027 1.680 1.720 1.680 1.716 +0.030 1 246 +1
Mar09 081027 1.700 1.725 1.700 1.713 +0.020 1 227 +1
Apr09 081027 1.740 1.740 1.720 1.727 +0.037 1 257 +1
May09 081027 1.735 1.745 1.730 1.745 +0.040 1 157 +1
Total Volume and Open Interest 73 2,925 +74
US Dollar Index(ICE)
Dec08 081027 86.905 88.315 86.640 87.610 +0.660 10,326 40,028 -3,396
Mar09 081027 87.500 88.590 87.500 88.290 +0.790 62 2,276 +9
Jun09 081027 89.100 89.100 88.495 88.790 +1.040 0 179 +0
Total Volume and Open Interest 10,371 45,870 +1,712
Australian Dollar(CME)
Dec08 081027 61.84 62.26 59.75 60.46 -1.53 0 66,487 +4,259
Mar09 081027 60.20 61.83 59.75 60.23 -1.58 0 779 +4
Jun09 081027 59.96 61.54 59.96 59.96 -1.58 0 4 +0
Total Volume and Open Interest 35,872 63,035 +4,139
British Pound(CME)
Dec08 081027 158.24 158.54 152.48 156.11 -2.33 15 123,194 +5,500
Mar09 081027 156.04 157.85 152.16 155.71 -2.14 0 2,539 +2
Jun09 081027 155.17 157.31 151.78 155.17 -2.14 0 889 +5
Total Volume and Open Interest 78,137 121,160 +4,583
Canadian Dollar(CME)
Dec08 081027 78.54 78.80 77.15 77.65 -0.93 297 101,727 -2,343
Mar09 081027 78.70 79.20 77.42 77.87 -0.98 0 3,695 -10
Jun09 081027 78.31 78.96 77.50 77.98 -0.98 0 1,561 +3
Sep09 081027 78.50 79.02 77.73 78.04 -0.98 20 1,649 +19
Total Volume and Open Interest 32,967 111,471 +279
Japanese Yen(CME)
Dec08 081027 107.10 109.20 106.11 106.90 +0.66 100 137,605 +2,348
Mar09 081027 109.00 109.75 106.89 107.64 +0.75 0 1,214 +9
Jun09 081027 108.25 110.00 107.50 108.25 +0.75 0 3,492 +0
Total Volume and Open Interest 166,517 139,965 -4
Swiss Franc(CME)
Dec08 081027 85.82 87.04 85.50 86.58 +0.70 257 39,735 +905
Mar09 081027 86.10 87.05 85.87 86.77 +0.70 255 834 +258
Jun09 081027 86.71 87.06 86.15 86.90 +0.73 0 290 +0
Total Volume and Open Interest 39,345 39,704 -159
EuroFX(CME)
Dec08 081027 125.91 126.80 123.27 125.21 -0.83 43 171,472 +6,695
Mar09 081027 125.30 126.50 123.27 125.23 -0.76 0 25,073 -147
Jun09 081027 123.64 126.31 123.44 125.27 -0.67 0 732 -1
Total Volume and Open Interest 227,206 191,066 +2,134
Mexican Peso(CME)
Nov08 081027 739.0 739.0 730.5 739.0 +8.5      
Dec08 081027 720.0 758.5 710.0 736.0 +8.5 2 41,852 -240
Total Volume and Open Interest 5,348 42,534 -225
30-Year T-Bonds(CBOT)
Dec08 081027 117~045 118~275 116~285 117~105 +0~120 244,790 727,467 -2,752
Mar09 081027 116~260 117~170 115~210 116~020 +0~130 265 5,816 +147
Jun09 081027 115~020 115~020 114~245 115~020 +0~095 2 12 +0
Total Volume and Open Interest 290,032 735,903 +13,905
10-Year T-Notes(CBOT)
Dec08 081027 115~110 115~305 114~235 115~040 unch 585,635 1,335,382 -9,787
Mar09 081027 113~230 113~230 113~000 113~060 +0~005 85 1,926 -6
Jun09 081027 112~060 112~060 112~055 112~060 +0~005      
Total Volume and Open Interest 669,035 1,347,101 -18,355
5-Year T-Notes(CBOT)
Dec08 081027 113~124 114~049 113~081 113~102 -0~002 401,302 0 +0
Mar09 081027 112~017 112~020 112~017 112~017 -0~003 0 2,479 +1,349
Jun09 081027 112~017 112~020 112~017 112~017 -0~003      
Total Volume and Open Interest 448,927 1,346,254 +10,108
2 Year T-Notes(CBOT)
Dec08 081027 107~067 107~098 107~051 107~058 -0~003 794 722,992 -5,857
Mar09 081027 106~115 106~119 106~115 106~115 -0~003 0 110 +0
Jun09 081027 106~115 106~119 106~115 106~115 -0~003      
Total Volume and Open Interest 242,540 728,959 +9,715
Eurodollars(CME)
Dec08 081027 97.410 97.545 97.385 97.465 +0.060 1,772 1,605,962 +19,687
Mar09 081027 97.525 97.725 97.525 97.595 +0.065 3,111 1,262,932 +677
Jun09 081027 97.485 97.685 97.465 97.515 +0.025 1,895 973,910 +1,007
Sep09 081027 97.460 97.620 97.370 97.425 -0.025 5,008 873,996 +7,467
Dec09 081027 97.360 97.505 97.245 97.300 -0.060 4,906 769,443 +10,451
Mar10 081027 97.320 97.440 97.190 97.255 -0.065 3,621 575,361 +3,491
Jun10 081027 97.130 97.215 96.965 97.040 -0.070 3,499 361,758 +5,399
Sep10 081027 96.805 96.885 96.635 96.715 -0.065 3,491 323,862 +6,520
Dec10 081027 96.350 96.410 96.180 96.255 -0.055 3,055 215,945 -1,761
Mar11 081027 96.070 96.110 95.890 95.960 -0.050 752 187,594 +1,543
Jun11 081027 95.820 95.850 95.640 95.700 -0.060 978 191,766 +2,561
Sep11 081027 95.665 95.680 95.460 95.510 -0.080 1,334 128,485 -162
Dec11 081027 95.565 95.570 95.325 95.380 -0.100 3,126 102,142 -3,563
Mar12 081027 95.500 95.560 95.315 95.370 -0.110 312 98,813 -1,291
Jun12 081027 95.415 95.495 95.240 95.295 -0.115 349 75,925 -342
Sep12 081027 95.355 95.375 95.175 95.230 -0.120 2,416 58,860 +1,123
Dec12 081027 95.240 95.270 95.075 95.130 -0.120 1,070 55,928 -513
Mar13 081027 95.270 95.270 95.075 95.125 -0.115 78 56,036 -730
Total Volume and Open Interest 1,871,931 8,164,740 +67,669
30 Day Federal Funds(CBOT)
Oct08 081027 98.960 98.975 98.952 98.963 +0.010 0 105,780 -112
Nov08 081027 99.100 99.115 99.065 99.085 +0.020 0 119,280 +914
Dec08 081027 99.130 99.145 99.110 99.125 +0.015 35 83,994 +895
Jan09 081027 99.105 99.150 99.105 99.135 +0.030 0 64,092 -1,258
Feb09 081027 99.110 99.140 99.075 99.125 +0.050 0 76,167 -156
Mar09 081027 99.050 99.110 99.040 99.085 +0.045 0 40,921 +1,208
Total Volume and Open Interest 72,432 581,033 +934
30 Day Fed Funds(e-CBOT)
Oct08 081027 98.960 98.975 98.957 98.963 +0.020 2,173 105,780 -112
Nov08 081027 99.100 99.115 99.070 99.085 unch 7,400 119,280 +914
Dec08 081027 99.130 99.145 99.115 99.125 +0.005 13,997 83,994 +895
Jan09 081027 99.105 99.150 99.105 99.135 +0.020 14,678 64,092 -1,258
Feb09 081027 99.110 99.140 99.100 99.125 +0.040 14,027 76,167 -156
Mar09 081027 99.050 99.110 99.050 99.085 +0.075 5,193 40,921 +1,208
Total Volume and Open Interest 76,300 586,161 +6,033
3-Mth Euro-Yen(CME)
Dec08 081027 99.26 99.26 99.26 99.26 +0.05 0 3,697 -50
Mar09 081027 99.34 99.34 99.34 99.34 +0.03 0 4,708 +0
Jun09 081027 99.33 99.33 99.33 99.33 unch 0 480 +0
Sep09 081027 99.29 99.29 99.29 99.29 +0.03 0 510 +0
Dec09 081027 99.22 99.22 99.22 99.22 +0.03 0 100 +0
Mar10 081027 99.11 99.11 99.11 99.11 +0.03      
Jun10 081027 99.06 99.06 99.06 99.06 +0.06      
Sep10 081027 99.02 99.02 99.02 99.02 +0.03      
Dec10 081027 99.14 99.14 99.14 99.14 +0.03      
Mar11 081027 99.14 99.14 99.14 99.14 +0.03      
Total Volume and Open Interest 0 9,495 -50
3-Mth Euro-Yen(SGX)
Dec08 081027 99.23 99.26 99.23 99.26 +0.03 269 21,784 -115
Mar09 081027 99.32 99.37 99.32 99.37 +0.03 1,603 12,004 +568
Jun09 081027 99.35 99.39 99.32 99.36 +0.03 210 6,765 -133
Sep09 081027 99.29 99.35 99.29 99.32 +0.03 40 2,863 -207
Dec09 081027 99.25 99.26 99.25 99.25 +0.03 0 1,092 +0
Mar10 081027 99.14 99.14 99.14 99.14 +0.03 200 630 +100
Jun10 081027 99.09 99.09 99.09 99.09 +0.03 0 500 +0
Sep10 081027 99.04 99.04 99.04 99.04 +0.03 0 252 +0
Total Volume and Open Interest 2,322 49,587 +0
Japanese Gov't Bonds(SGX)
Dec08 081027 138.00 138.56 137.23 138.19 +2.53 1,312 9,933 +42
Mar09 081027 138.19 138.19 138.19 138.19 +1.17      
Jun09 081027 138.19 138.19 138.19 138.19 +1.17      
Total Volume and Open Interest 1,912 10,706 +218
Euro-Bund(EUREX)
Dec08 081023 116.76 117.33 116.38 116.64 -0.53 1,110,446 1,047,253 -3,069
Mar09 081023 117.00 117.72 116.84 117.04 -0.55 53 2,399 +2
Jun09 081023 117.56 117.56 117.56 117.56 -0.53      
Total Volume and Open Interest 1,110,499 1,049,652 -3,067
Euro-Bobl(EUREX)
Dec08 081017 110.29 110.95 110.23 110.45 +0.02 462,789 1,055,421 +32,260
Mar09 081027 111.89 111.89 111.89 111.89 unch 0 1,024 +0
Jun09 081027 112.60 112.60 112.60 112.60 unch      
Total Volume and Open Interest 525,381 1,017,096 -14,685
3-Mth Euribor(EUREX)
Dec08 081023 96.035 96.060 96.000 96.025 +0.550 1,427 17,656 -1,355
Mar09 081023 96.615 96.660 96.615 96.645 +0.460 442 4,813 -287
Jun09 081023 96.860 96.860 96.845 96.845 +0.415 89 1,905 +14
Total Volume and Open Interest 2,240 31,667 -1,446
Long Gilt(LIFFE)
Dec08 081027 112~28 113~01 112~11 112~19 -0~06 92,284 304,885 -3,726
Mar09 081027 115~06 115~06 115~06 115~06 -0~06      
Total Volume and Open Interest 101,665 308,611 +8,360
3-Mth Short Sterling(LIFFE)
Dec08 081027 95.40 95.46 95.36 95.42 +0.06 37,939 414,402 -3,339
Mar09 081027 96.42 96.46 96.38 96.42 +0.05 35,402 424,617 +2,871
Jun09 081027 96.76 96.80 96.68 96.70 -0.01 39,290 298,012 -1,918
Sep09 081027 96.76 96.79 96.65 96.69 -0.03 45,214 205,861 -663
Dec09 081027 96.56 96.58 96.46 96.50 -0.03 42,943 239,469 -497
Mar10 081027 96.38 96.38 96.27 96.31 -0.01 19,969 152,909 -2,450
Total Volume and Open Interest 232,993 1,943,958 -6,457
3-Mth Euribor(LIFFE)
Dec08 081027 96.125 96.235 96.115 96.210 +0.115 120,605 704,274 +920
Mar09 081027 96.720 96.800 96.705 96.780 +0.095 99,513 579,779 +3,033
Jun09 081027 96.895 97.010 96.895 96.995 +0.115 94,797 461,909 +6,964
Total Volume and Open Interest 689,811 3,276,996 +22,092
3-Mth Aus T-Bills(SFE)
Dec08 081027 95.17 95.33 95.10 95.28 +0.10 13,721 694,936 +3,183
Mar09 081027 95.62 95.81 95.57 95.67 +0.05 5,761 285,555 +1,763
Jun09 081027 95.58 95.72 95.50 95.63 +0.04 3,863 175,259 +923
Sep09 081027 95.35 95.41 95.32 95.38 +0.03 1,819 116,769 -2,720
Dec09 081027 95.08 95.15 95.04 95.09 +0.03 1,041 76,794 +363
Mar10 081027 94.83 94.89 94.80 94.84 +0.03 318 33,273 +255
Jun10 081027 94.67 94.69 94.60 94.65 +0.02 631 28,542 +416
Sep10 081027 94.51 94.51 94.45 94.49 -0.01 212 14,206 -50
Dec10 081027 94.30 94.30 94.30 94.30 -0.01 0 3,141 +0
Mar11 081027 94.15 94.15 94.15 94.15 -0.01 0 891 +0
Total Volume and Open Interest 31,637 1,430,368 +4,133
10-Year Aus T-Bonds(SFE)
Dec08 081027 95.03 95.05 94.91 94.92 -0.16 29,114 340,674 +8,133
Mar09 081027 94.92 94.92 94.92 94.92 -0.16      
Total Volume and Open Interest 42,673 340,674 +8,133
3-Year Aus T-Bonds(SFE)
Dec08 081027 95.74 95.80 95.68 95.72 -0.03 36,948 494,654 -35,091
Mar09 081027 95.72 95.72 95.72 95.72 -0.03      
Total Volume and Open Interest 48,700 494,654 -35,091
Gold(CMX)
Oct08 081027 742.8 744.5 712.0 741.7 +12.6 99 133 +47
Dec08 081027 735.1 747.8 707.0 742.9 +12.6 143,872 195,431 -2,680
Feb09 081027 738.0 750.0 711.0 745.2 +12.7 2,998 23,899 +393
Apr09 081027 740.1 749.1 715.0 747.4 +12.8 979 19,461 -123
Jun09 081027 746.4 753.6 715.0 749.6 +12.8 1,122 20,146 +665
Aug09 081027 751.9 751.9 751.9 751.9 +12.9 10 15,932 +0
Oct09 081027 754.1 754.1 754.1 754.1 +12.9 529 5,429 +0
Dec09 081027 748.0 756.5 721.0 756.5 +12.9 168 13,016 +22
Feb10 081027 759.3 759.3 759.3 759.3 +13.3 14 696 +0
Apr10 081027 761.9 761.9 761.9 761.9 +13.7 10 35 +0
Jun10 081027 764.7 764.7 764.7 764.7 +14.1 1 5,015 +0
Aug10 081027 767.4 767.4 767.4 767.4 +14.1      
Total Volume and Open Interest 158,606 319,582 +3,656
Silver(CMX)
Dec08 081027 935.5 954.5 872.0 919.5 -10.0 23,631 53,402 -160
Mar09 081027 950.0 952.5 879.0 923.3 -10.0 895 12,778 -49
May09 081027 898.5 924.7 897.5 924.7 -10.1 8 5,724 -2
Jul09 081027 959.0 960.0 900.5 926.2 -10.1 25 6,597 -1
Sep09 081027 929.0 929.0 927.5 927.5 -10.2 1 2,761 +0
Dec09 081027 954.0 965.0 907.0 930.2 -10.3 133 3,671 +74
Mar10 081027 932.9 932.9 932.9 932.9 -10.3 10 385 +0
Total Volume and Open Interest 24,417 93,983 -1,947
Platinum(NYMEX)
Oct08 081027 815.0 815.0 761.8 791.7 -2.1      
Jan09 081027 810.0 829.0 752.1 797.2 -5.1 1,483 14,541 -95
Apr09 081027 825.0 825.0 761.5 803.7 -4.9      
Total Volume and Open Interest 2,453 15,297 +42
Palladium(NYMEX)
Dec08 081027 172.50 176.00 167.05 175.40 +1.45 506 13,354 +176
Mar09 081027 173.70 177.80 173.00 177.40 +1.25      
Jun09 081027 172.75 179.40 172.00 179.40 +1.25      
Total Volume and Open Interest 651 14,492 -50
Copper(CMX)
Dec08 081027 169.00 183.65 162.65 180.50 +11.85 12,848 45,761 -1,564
Mar09 081027 167.65 183.90 163.60 181.20 +11.95 1,602 18,389 +303
May09 081027 168.80 182.85 166.70 182.30 +12.00 308 2,229 +80
Jul09 081027 169.00 183.40 169.00 183.40 +12.00 92 1,417 +11
Sep09 081027 169.00 184.40 169.00 184.40 +12.00 272 1,217 -215
Total Volume and Open Interest 19,937 82,451 -1,379
Aluminum(CMX)
Oct08 081027 0.93 0.93 0.93 0.93 -88.57      
Nov08 081027 0.93 0.93 0.93 0.93 -89.32      
Dec08 081027 0.94 0.94 0.94 0.94 -90.06      
Jan09 081027 0.95 0.95 0.95 0.95 -90.80      
Feb09 080724 140.35 140.35 140.35 140.35 -2.00      
Mar09 080724 140.85 140.85 140.85 140.85 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec08 081027 8260 8578 7950 8011 -250 1,502 27,465 +80
Mar09 081027 8290 8400 8003 8003 -250 1 120 +1
Jun09 081027 7984 8234 7984 7984 -250      
Sep09 081027 7961 8211 7961 7961 -250      
Total Volume and Open Interest 4,581 27,504 +1,106
S & P 500(CME)
Dec08 081027 864.70 893.00 825.00 834.70 -31.30 45,013 635,709 -566
Mar09 081027 853.00 892.00 833.00 833.70 -31.30 1 9,310 -363
Jun09 081027 833.70 891.20 833.20 833.70 -31.50 25 3,724 +25
Sep09 081027 833.00 891.00 833.00 833.00 -32.00 0 968 +0
Total Volume and Open Interest 70,131 650,630 +7,208
S & P 500 E-Mini(Globex)
Dec08 081027 864.25 894.00 825.00 834.75 -31.25 3,315,060 2,997,214 +35,729
Mar09 081027 860.00 892.50 824.75 833.75 -31.25 2,507 74,525 +33
Total Volume and Open Interest 4,065,572 3,041,487 -179
NASDAQ 100(CME)
Dec08 081027 1192.50 1230.00 1138.00 1162.00 -29.50 3,208 33,400 -116
Mar09 081027 1165.80 1165.80 1163.30 1165.80 -29.50 0 9 +0
Jun09 081027 1168.30 1168.30 1165.80 1168.30 -29.50 0 5 +0
Total Volume and Open Interest 7,196 33,530 -624
NASDAQ 100 E-Mini(Globex)
Dec08 081027 1190.80 1228.50 1136.80 1162.00 -29.50 530,487 394,013 -1,865
Mar09 081027 1187.00 1231.30 1153.30 1165.80 -29.50 318 422 -29
Total Volume and Open Interest 585,988 396,330 -7,378
S & P Midcap 400(CME)
Dec08 081027 491.00 503.00 468.80 468.80 -19.90 214 7,133 -50
Mar09 081027 476.10 476.10 476.00 476.10 -19.90      
Jun09 081027 481.10 481.10 481.00 481.10 -19.90      
Total Volume and Open Interest 32 7,183 +1
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Dec08 080724 816.80 816.80 792.60 796.30 +156.00      
Total Volume and Open Interest 288,105 630,143  
Nikkei 225(CME)
Dec08 081027 7480 7900 7085 7130 -1280 137,371 230,770 -8,156
Mar09 081027 7445 7905 7125 7165 -1305 1,208 1,286 -47
Total Volume and Open Interest 138,799 234,267 -8,183
Nikkei 225(SGX)
Dec08 081027 7480 7900 7085 7130 -1280 137,371 230,770 -8,156
Mar09 081027 7445 7905 7125 7165 -1305 1,208 1,286 -47
Jun09 081027 7080 7080 7080 7080 -1305 0 168 +0
Total Volume and Open Interest 138,799 234,267 -8,183
CAC 40(EURONEXT)
Nov08 081027 3118.0 3129.5 2971.0 3068.0 -121.5 241,193 443,543 +27,870
Dec08 081027 3100.0 3110.0 2968.5 3065.0 -123.5 2,347 36,325 -12
Jan09 081027 3008.5 3107.5 2985.5 3078.5 -124.0 7 52 +7
Total Volume and Open Interest 194,548 454,985 +19,591
Hang Seng Index(HKFE)
Oct08 081027 12594 12770 10567 11148 -1352 9,009 8,945 +5,006
Nov08 081027 12580 12710 10523 11083 -1367 308 652 +517
Dec08 081027 12596 12715 10568 11137 -1351 148 146 -801
Total Volume and Open Interest 9,471 9,745 +4,703
DAX(EUREX)
Dec08 081027 4197.5 4503.5 4080.0 4302.0 +4.5 301,294 224,155 +11,083
Mar09 081027 4215.0 4499.0 4112.5 4333.5 +3.0 1,362 10,944 +312
Jun09 081027 4201.5 4549.0 4201.5 4368.5 +2.5 212 2,415 +58
Total Volume and Open Interest 302,868 237,514 +11,453
FT-SE 100(EURONEXT)
Dec08 081027 3694.00 3945.00 3652.50 3834.50 -17.00 246,625 661,799 +12,068
Mar09 081027 3687.50 3928.50 3682.00 3826.50 -14.50 131 8,769 +7
Jun09 081027 3828.00 3828.00 3828.00 3828.00 -2.00 0 25 +0
Total Volume and Open Interest 172,862 658,518 -5,972
SPI 200(SFE)
Dec08 081027 3842.0 3884.0 3630.0 3791.0 -86.0 35,119 263,261 -19,169
Mar09 081027 3701.0 3758.0 3701.0 3758.0 -90.0 7 1,694 -8
Jun09 081027 3766.0 3766.0 3766.0 3766.0 -93.0 1 2,572 -8
Total Volume and Open Interest 38,405 267,815 -19,184
GSCI(CME)
Nov08 081027 421.75 437.00 420.00 425.50 -2.90 499 15,091 +201
Dec08 081027 437.00 444.00 427.00 434.00 -3.50 1 1 +1
Jan09 081027 439.00 447.00 430.00 439.00 -1.00 2 1 +1
Total Volume and Open Interest 230 14,890 -68
RJ/CRB Index(ICE)
Nov08 081027 359.50 360.05 350.05 359.50 +1.00 8 905 +0
Jan09 081027 365.75 370.00 365.75 370.00 +1.00 2 407 +0
Feb09 081027 372.00 372.00 372.00 372.00 +1.00 0 6 +0
Total Volume and Open Interest 0 3 +0
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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