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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 Wed November 05, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081105 950.75 955.75 893.75 894.75 -54.75 1,604 7,585 -2,188
Jan09 081105 960.00 965.50 903.00 904.00 -55.00 5,265 164,112 +1,232
Mar09 081105 971.75 977.00 914.00 916.00 -55.00 935 40,827 +89
May09 081105 985.50 998.00 926.50 927.75 -55.00 501 18,501 +258
Jul09 081105 998.00 998.00 935.50 936.75 -55.75 318 29,195 +534
Aug09 081105 952.50 995.00 939.50 939.50 -55.50 0 1,545 +0
Sep09 081105 980.00 995.00 941.00 941.00 -54.00 0 780 -1
Total Volume and Open Interest 110,928 308,661 +2,111
Soybean Meal(CBOT)
Dec08 081105 278.40 280.00 263.40 265.00 -12.80 2,238 57,028 -366
Jan09 081105 280.00 281.90 265.10 266.80 -12.90 1,695 20,057 +563
Mar09 081105 284.20 284.20 269.00 270.60 -12.90 696 21,761 +392
May09 081105 285.70 285.70 272.30 274.10 -13.00 551 12,166 +136
Jul09 081105 289.30 289.30 276.00 277.30 -12.80 249 16,283 -77
Aug09 081105 287.70 289.90 277.80 277.80 -12.80 17 4,497 -6
Sep09 081105 291.60 294.50 278.00 278.00 -12.60 14 3,232 +31
Oct09 081105 289.00 289.70 278.00 278.50 -10.90 0 1,684 +2
Total Volume and Open Interest 33,221 144,554 +127
Soybean Oil(CBOT)
Dec08 081105 36.18 36.42 34.00 34.02 -1.95 4,191 84,318 -2,210
Jan09 081105 36.53 36.90 34.35 34.49 -1.97 1,997 63,075 +1,032
Mar09 081105 36.64 37.23 34.95 34.98 -1.96 1,041 28,307 +370
May09 081105 37.48 37.63 35.35 35.36 -1.98 712 17,728 +473
Jul09 081105 37.13 37.95 35.65 35.70 -1.98 669 26,116 +333
Aug09 081105 38.05 38.05 35.90 35.90 -1.98 85 3,783 +71
Sep09 081105 38.30 38.30 36.09 36.09 -1.99 64 3,434 +38
Oct09 081105 37.21 38.60 36.20 36.25 -1.99 14 3,049 +38
Total Volume and Open Interest 58,935 253,716 +197
Canola(WCE)
Nov08 081105 423.0 423.0 416.8 416.8 -12.2 64 225 -310
Jan09 081105 435.0 436.8 420.0 420.2 -12.0 5,620 66,304 +2,048
Mar09 081105 437.0 445.2 429.0 430.0 -11.4 1,115 8,443 +582
May09 081105 447.1 455.2 439.7 440.0 -10.9 1,000 4,628 -129
Jul09 081105 456.5 456.7 448.0 448.3 -11.1 789 4,050 +380
Total Volume and Open Interest 8,044 86,306 -323
Corn(CBOT)
Dec08 081105 412.50 416.00 390.00 390.25 -22.75 12,009 395,823 -1,026
Mar09 081105 430.50 434.00 408.00 408.00 -22.75 3,743 238,298 +4,599
May09 081105 442.75 444.75 420.25 420.25 -22.50 755 64,017 +1,532
Jul09 081105 452.00 456.50 431.75 432.00 -22.50 372 119,420 +935
Sep09 081105 461.00 464.50 443.25 443.25 -21.00 4 23,288 +94
Dec09 081105 476.00 479.00 457.25 457.25 -19.75 3,929 117,652 +4,212
Total Volume and Open Interest 178,091 988,360 -1,181
Wheat(CBOT)
Dec08 081105 571.75 580.25 533.25 537.25 -35.25 2,153 129,859 -2,256
Mar09 081105 592.00 601.00 554.00 558.00 -35.25 711 74,038 +4,083
May09 081105 609.50 611.50 568.00 571.75 -35.50 52 8,525 +186
Jul09 081105 619.75 626.25 581.75 585.75 -34.75 186 41,423 +826
Sep09 081105 642.75 642.75 602.00 605.75 -34.50 26 6,559 +629
Total Volume and Open Interest 74,300 279,139 -986
Wheat(KCBT)
Dec08 081105 607.75 615.25 573.50 576.75 -32.25 5,887 40,489 -468
Mar09 081105 624.50 630.25 590.00 593.25 -32.00 2,646 20,241 +596
May09 081105 635.75 639.50 601.00 604.75 -31.50 408 6,145 +18
Jul09 081105 644.00 648.00 610.50 613.50 -30.50 813 14,389 +281
Sep09 081105 653.75 653.75 623.00 625.25 -30.50 107 2,689 -44
Total Volume and Open Interest 8,753 88,367 +428
Wheat(MGE)
Dec08 081105 668.00 672.00 640.00 644.00 -24.00 1,812 8,726 +216
Mar09 081105 665.50 665.50 631.75 634.75 -27.00 1,331 13,497 -32
May09 081105 665.75 668.50 636.00 639.75 -26.00 434 5,061 +92
Jul09 081105 670.00 673.50 643.75 644.50 -29.00 311 1,993 +35
Sep09 081105 681.00 681.25 650.00 654.00 -26.00 192 2,780 +23
Total Volume and Open Interest 2,982 33,568 -53
Oats(CBOT)
Dec08 081105 248.75 250.00 235.50 238.00 -7.00 38 4,981 -115
Mar09 081105 262.50 263.25 254.00 255.00 -7.50 42 4,862 +301
May09 081105 266.50 274.25 266.50 266.50 -7.75 0 1,898 +0
Jul09 081105 277.50 285.25 277.50 277.50 -7.75 0 462 +0
Total Volume and Open Interest 2,717 15,836 +128
Rough Rice(CBOT)
Nov08 081105 15.50 15.74 15.50 15.59 -0.11 0 879 -45
Jan09 081105 16.22 16.33 15.66 15.73 -0.19 15 3,997 -95
Mar09 081105 16.44 16.44 15.95 16.02 -0.20 0 1,417 +8
May09 081105 16.31 16.50 16.31 16.32 -0.22 0 504 +0
Total Volume and Open Interest 463 7,121 -38
Live Cattle(CME)
Dec08 081105 93.750 94.385 93.350 94.285 +0.435 14,249 93,761 -3,319
Feb09 081105 95.050 95.150 93.900 94.450 -0.530 15,387 59,539 +1,187
Apr09 081105 95.650 95.950 94.800 95.550 -0.450 7,521 36,084 +2,977
Jun09 081105 91.980 92.150 91.250 92.050 -0.130 1,125 17,756 +200
Aug09 081105 91.650 91.650 90.700 91.330 -0.420 408 6,605 +258
Oct09 081105 94.250 94.250 93.750 94.200 -0.185 83 1,810 +24
Total Volume and Open Interest 37,644 214,999 +1,943
Feeder Cattle(CME)
Nov08 081105 100.250 100.950 99.480 100.650 +0.150 898 3,263 +41
Jan09 081105 100.000 101.000 98.930 100.785 +0.485 1,848 12,044 -125
Mar09 081105 100.250 101.200 99.350 101.180 +0.680 434 2,075 +156
Apr09 081105 100.300 101.180 99.850 101.180 +0.280 81 657 +27
May09 081105 101.750 102.000 100.600 102.000 +0.250 123 959 +61
Aug09 081105 103.300 103.700 102.750 103.700 +0.100 62 229 +12
Sep09 081105 103.200 103.200 103.200 103.200 +0.200 6 38 +6
Total Volume and Open Interest 3,084 19,087 -212
Lean Hogs(CME)
Dec08 081105 53.950 54.985 53.800 54.485 +0.055 13,253 71,015 -1,314
Feb09 081105 61.200 61.750 61.000 61.180 -0.670 16,364 41,923 -536
Apr09 081105 69.800 69.900 69.000 69.580 -0.870 7,861 31,027 +1,935
May09 081105 77.000 77.400 76.950 77.100 -0.550 18 1,198 +4
Jun09 081105 79.800 80.400 79.500 80.300 -0.235 1,514 17,528 +14
Jul09 081105 79.400 79.750 79.000 79.750 -0.100 144 2,642 +21
Aug09 081105 77.850 77.900 77.000 77.100 -0.300 67 2,382 +10
Oct09 081105 70.800 72.100 70.750 71.250 +0.050 58 1,475 +17
Total Volume and Open Interest 27,302 169,555 -585
Pork Bellies(CME)
Feb09 081105 86.000 86.000 82.900 83.800 -0.850 68 824 +45
Mar09 081105 83.980 84.000 83.000 83.000 -1.050 12 100 +6
May09 081105 19.769 19.969 18.469 18.469 -0.950 0 130 +0
Jul09 081105 23.619 23.769 23.419 23.419 +0.030 4 62 +4
Aug09 081105 24.719 24.719 24.719 24.719 unch 0 1 +0
Total Volume and Open Interest 347 1,062 +129
Class III Milk(CME)
Nov08 081105 15.36 15.40 15.28 15.28 -0.09 91 4,730 +8
Dec08 081105 14.11 14.11 13.93 14.00 -0.15 130 5,341 -60
Jan09 081105 14.15 14.15 13.95 14.01 -0.18 122 3,554 +2
Feb09 081105 14.25 14.28 14.09 14.15 -0.13 112 3,000 +5
Mar09 081105 14.37 14.38 14.10 14.22 -0.14 98 2,616 -34
Total Volume and Open Interest 1,068 35,254 -83
Cocoa(ICE)
Dec08 081105 1999 2052 1957 1973 -26 8,769 44,063 -5,069
Mar09 081105 2021 2074 1978 1989 -32 6,505 43,562 +1,242
May09 081105 2059 2078 1994 2006 -33 950 17,863 +712
Jul09 081105 2090 2095 2010 2018 -38 267 8,738 +18
Sep09 081105 2032 2032 2032 2032 -40 69 4,565 +31
Dec09 081105 2092 2124 2051 2051 -40 78 6,981 +31
Mar10 081105 2059 2059 2059 2059 -38 6 2,372 +0
Total Volume and Open Interest 13,840 132,996 -451
Coffee "C"(ICE)
Dec08 081105 116.50 118.50 115.00 116.40 -0.30 13,189 63,872 -951
Mar09 081105 120.00 123.35 119.85 121.25 -0.30 3,417 34,530 +897
May09 081105 123.30 125.95 123.20 124.25 -0.25 994 15,658 +96
Jul09 081105 126.00 127.30 126.00 127.05 -0.25 13 4,424 -4
Sep09 081105 129.75 129.75 129.65 129.65 -0.30 33 2,773 +197
Dec09 081105 133.00 133.00 133.00 133.00 -0.30 51 2,609 +0
Total Volume and Open Interest 9,913 125,390 -1,010
Orange Juice(ICE)
Nov08 081105 82.00 84.00 81.40 83.20 +2.75 273 246 -282
Jan09 081105 83.50 87.10 81.75 85.40 +2.55 1,019 18,103 -241
Mar09 081105 85.85 91.00 85.85 89.35 +2.50 569 7,077 +285
May09 081105 92.45 94.00 92.00 93.20 +2.50 58 1,899 +6
Jul09 081105 97.05 97.05 97.05 97.05 +2.60 0 465 +0
Sep09 081105 101.25 101.25 101.25 101.25 +3.95 0 122 +0
Total Volume and Open Interest 1,718 28,497 -626
Sugar #11(ICE)
Mar09 081105 12.60 12.85 12.35 12.64 -0.07 54,138 269,496 -6,882
May09 081105 12.85 13.10 12.62 12.91 -0.05 8,410 97,824 -29
Jul09 081105 13.08 13.22 12.78 13.06 -0.02 6,307 104,291 -211
Oct09 081105 13.50 13.64 13.16 13.45 -0.05 2,582 68,828 -268
Mar10 081105 14.04 14.08 13.78 13.94 -0.06 1,967 43,659 +154
Total Volume and Open Interest 60,698 641,599 -1,995
Sugar #14(ICE)
Jan09 081105 20.43 20.48 20.43 20.48 -0.02 557 1,574 -513
Mar09 081105 21.10 21.10 21.10 21.10 +0.02 147 2,835 -94
May09 081105 21.60 21.60 21.60 21.60 +0.18 21 1,993 +1
Jul09 081105 21.70 21.70 21.70 21.70 +0.55 35 1,492 +0
Sep09 081105 21.80 21.80 21.80 21.80 +0.25 30 768 +30
Total Volume and Open Interest 259 9,238 -202
London Cocoa(LCE)
Dec08 081105 1297 1319 1259 1265 -32 4,638 73,428 -1,353
Mar09 081105 1308 1334 1273 1280 -28 5,007 57,930 +55
May09 081105 1320 1343 1286 1291 -28 691 28,242 +21
Jul09 081105 1333 1348 1297 1302 -27 345 12,875 +206
Sep09 081105 1320 1320 1312 1312 -25 70 9,949 +15
Dec09 081105 1360 1370 1321 1322 -25 59 4,437 +34
Mar10 081105 1350 1350 1332 1332 -28 0 568 +0
Total Volume and Open Interest 9,046 188,463 +822
London Coffee(LCE)
Nov08 081105 1703.00 1798.00 1703.00 1775.00 +23.00 294 647 -96
Jan09 081105 1750.00 1840.00 1712.00 1800.00 +23.00 13,423 74,773 +1,956
Total Volume and Open Interest 7,525 73,560 -389
London Sugar(LCE)
Dec08 081105 348.50 351.00 340.10 345.40 -5.60 3,132 7,756 -827
Mar09 081105 354.80 357.40 346.40 351.70 -6.50 3,525 20,916 -177
May09 081105 360.00 363.00 353.70 357.70 -7.40 499 8,115 +192
Aug09 081105 364.10 364.10 359.80 363.90 -7.10 245 5,920 +14
Oct09 081105 369.10 369.10 369.10 369.10 -7.10 820 3,007 +0
Total Volume and Open Interest 3,870 47,409 -515
Cotton(ICE)
Dec08 081105 46.00 46.57 44.20 44.31 -2.01 8,461 80,300 -1,333
Mar09 081105 50.50 50.99 48.44 48.63 -2.24 4,641 51,216 +787
May09 081105 51.58 52.45 50.22 50.22 -2.25 226 9,662 +27
Jul09 081105 54.20 54.24 51.70 51.86 -2.28 142 13,941 -9
Oct09 081105 54.43 54.43 54.43 54.43 -2.22 0 111 +0
Dec09 081105 58.21 58.72 56.10 56.31 -2.36 201 12,048 +96
Total Volume and Open Interest 16,641 169,442 -1,527
Lumber(CME)
Nov08 081105 192.8 196.7 191.3 195.5 +3.2 556 1,128 -203
Jan09 081105 204.9 209.8 204.5 209.5 +4.0 560 5,013 -4
Mar09 081105 219.6 223.0 218.5 220.2 +3.5 115 1,423 +54
May09 081105 236.3 239.8 233.7 239.8 +3.8 67 493 +17
Total Volume and Open Interest 1,309 8,384 -147
Crude Oil(NYM)
Dec08 081105 70.00 70.46 65.00 65.30 -5.23 329,187 286,862 +4,149
Jan09 081105 70.94 70.94 65.71 66.01 -5.18 79,306 126,510 +6,351
Feb09 081105 71.30 71.30 66.56 66.84 -5.12 24,829 46,386 +1,519
Mar09 081105 71.96 72.00 67.50 67.77 -5.02 14,818 36,998 +223
Apr09 081105 72.74 72.78 68.69 68.69 -4.94 11,332 31,282 +897
May09 081105 73.85 73.88 69.53 69.59 -4.87 8,889 24,103 +273
Jun09 081105 72.10 73.31 70.06 70.45 -4.80 18,406 94,858 -2,755
Jul09 081105 71.25 72.11 71.14 71.24 -4.76 3,072 22,156 -50
Aug09 081105 72.08 72.08 72.00 72.00 -4.72 1,859 22,941 +135
Sep09 081105 73.35 73.64 72.75 72.75 -4.67 1,473 16,532 -318
Oct09 081105 73.49 73.49 73.49 73.49 -4.60 1,330 13,172 +151
Nov09 081105 76.33 76.90 74.21 74.21 -4.53 1,215 12,464 -138
Dec09 081105 79.00 79.00 74.43 74.92 -4.46 28,270 97,546 +1,447
Jan10 081105 78.28 78.28 75.56 75.56 -4.42 245 15,246 +171
Feb10 081105 78.60 78.92 76.18 76.18 -4.39 66 7,259 +24
Mar10 081105 76.78 76.78 76.78 76.78 -4.36 172 11,326 +68
Total Volume and Open Interest 383,068 1,113,308 +4,946
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081105 69.850 70.500 65.025 65.300 -5.225 19,142 8,611 +342
Jan09 081105 70.550 70.550 65.800 66.000 -5.200 685 853 -75
Feb09 081105 70.500 70.500 66.850 66.850 -5.100 299 117 -78
Mar09 081105 68.100 68.100 67.775 67.775 -5.025 16 43 +4
Apr09 081105 68.700 68.700 68.700 68.700 -4.925 1 1 +0
May09 081105 69.600 69.600 69.600 69.600 -4.850 0 1 +0
Jun09 081105 70.450 70.450 70.450 70.450 -4.800 1 1 +0
Jul09 081105 71.250 71.250 71.250 71.250 -4.750 0 1 +0
Aug09 081105 72.000 72.000 72.000 72.000 -4.725 1 1 +0
Total Volume and Open Interest 12,666 9,508 -20
Heating Oil(NYM)
Dec08 081105 214.48 215.00 202.66 205.47 -10.69 39,584 52,540 -3,566
Jan09 081105 216.80 216.94 205.93 208.46 -10.70 14,230 37,101 +183
Feb09 081105 219.09 219.09 208.29 210.76 -10.65 4,735 20,790 +329
Mar09 081105 217.58 219.41 210.00 212.11 -10.50 2,728 16,621 +280
Apr09 081105 218.62 218.62 209.59 212.16 -10.45 1,486 7,954 +150
May09 081105 219.08 219.08 210.09 212.61 -10.40 1,275 9,877 +242
Jun09 081105 216.26 217.05 211.48 213.46 -10.35 3,051 19,567 +14
Jul09 081105 214.75 216.10 213.30 215.36 -10.35 592 4,892 -34
Aug09 081105 221.85 222.53 215.50 217.61 -10.45 390 2,984 -121
Sep09 081105 217.48 220.80 217.48 219.96 -10.55 444 5,944 +271
Oct09 081105 220.88 223.01 220.50 222.56 -10.50 101 1,755 +23
Nov09 081105 230.00 230.00 222.86 224.61 -10.45 113 1,458 +7
Total Volume and Open Interest 49,491 221,381 +2,641
Gasoline(NYMEX)
Dec08 081105 152.89 153.33 142.00 142.44 -10.83 36,196 68,654 -982
Jan09 081105 155.72 155.72 145.07 145.84 -10.98 12,670 30,454 +1,377
Feb09 081105 156.43 158.00 148.55 149.29 -11.18 5,416 8,850 -138
Mar09 081105 158.00 161.44 151.92 152.79 -11.38 4,480 7,603 +316
Apr09 081105 177.82 177.82 168.86 169.24 -11.43 3,916 11,521 -643
May09 081105 176.00 178.31 171.00 171.59 -11.48 2,469 5,940 +6
Jun09 081105 179.80 180.60 173.89 173.89 -11.38 2,175 6,930 +335
Jul09 081105 176.31 176.31 175.74 175.74 -11.18 839 1,645 +364
Aug09 081105 177.09 177.09 177.09 177.09 -11.13 668 1,772 -5
Sep09 081105 178.04 178.04 178.04 178.04 -10.93 535 2,317 +334
Total Volume and Open Interest 69,986 157,196 +1,053
e-miNY RBOB Gasoline(NYM)
Dec08 081105 142.44 142.44 142.44 142.44 -10.83      
Jan09 081105 145.84 145.84 145.84 145.84 -10.98      
Feb09 081105 149.29 149.29 149.29 149.29 -11.18      
Mar09 081105 152.79 152.79 152.79 152.79 -11.38      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081105 7.323 7.347 7.082 7.249 +0.030 86,080 92,177 -1,563
Jan09 081105 7.555 7.565 7.328 7.491 +0.044 24,004 105,813 +205
Feb09 081105 7.530 7.571 7.405 7.544 +0.045 6,625 41,807 -805
Mar09 081105 7.421 7.515 7.320 7.479 +0.042 11,819 71,193 +1,155
Apr09 081105 7.335 7.430 7.260 7.389 +0.037 9,417 56,395 -220
May09 081105 7.375 7.456 7.312 7.429 +0.032 3,899 34,546 -711
Jun09 081105 7.480 7.565 7.430 7.539 +0.027 1,584 21,660 -224
Jul09 081105 7.570 7.700 7.541 7.659 +0.027 1,345 19,634 +411
Aug09 081105 7.630 7.800 7.630 7.744 +0.027 976 18,828 -228
Sep09 081105 7.680 7.830 7.680 7.774 +0.027 971 16,852 -145
Oct09 081105 7.767 7.930 7.751 7.854 +0.027 3,197 31,658 -113
Nov09 081105 8.140 8.260 8.131 8.174 +0.022 489 16,441 -176
Dec09 081105 8.475 8.640 8.430 8.544 +0.022 691 26,274 -55
Jan10 081105 8.715 8.850 8.689 8.784 +0.022 1,937 17,803 -326
Feb10 081105 8.720 8.870 8.680 8.779 +0.017 308 7,916 -187
Mar10 081105 8.540 8.670 8.520 8.599 +0.017 797 16,582 -122
Total Volume and Open Interest 97,961 767,593 +996
Brent Crude Oil(ICE)
Dec08 081105 65.95 66.00 61.13 61.87 -4.57 150,710 85,604 -7,708
Jan09 081105 67.80 67.99 63.21 63.83 -4.77 95,405 120,525 +4,363
Feb09 081105 69.65 69.73 65.13 65.57 -4.90 32,855 43,862 -598
Mar09 081105 69.84 71.20 66.74 67.08 -4.98 15,571 28,527 -516
Apr09 081105 70.54 72.19 68.11 68.47 -4.96 10,198 18,212 +320
May09 081105 71.76 73.29 69.30 69.75 -4.87 6,785 16,057 -88
Jun09 081105 72.88 74.30 70.38 70.92 -4.81 10,324 35,260 -46
Jul09 081105 74.86 74.86 72.02 72.04 -4.74 2,240 10,663 -217
Aug09 081105 73.11 73.11 73.11 73.11 -4.68 1,086 10,469 +299
Sep09 081105 74.02 74.02 74.02 74.02 -4.64 0 8,301 -68
Oct09 081105 74.82 74.82 74.82 74.82 -4.57 0 6,600 +86
Nov09 081105 75.45 75.45 75.45 75.45 -4.49 0 9,521 +710
Dec09 081105 77.80 79.12 75.54 76.10 -4.44 12,777 56,099 -1,062
Jan10 081105 76.75 76.75 76.75 76.75 -4.40 0 8,321 +299
Total Volume and Open Interest 249,056 545,296 -4,546
Gas Oil(ICE)
Nov08 081105 680.25 680.25 644.50 651.50 -23.75 20,397 28,020 -2,736
Dec08 081105 678.75 678.75 642.75 650.25 -24.00 42,642 78,960 +4,680
Jan09 081105 678.00 685.50 650.00 657.50 -24.25 22,029 49,000 +513
Feb09 081105 686.00 687.25 661.50 665.00 -24.25 7,310 24,028 +778
Mar09 081105 693.25 695.25 669.00 672.50 -24.25 5,519 15,787 +622
Apr09 081105 700.50 702.50 676.25 679.75 -23.50 3,782 14,303 +11
May09 081105 708.00 710.00 683.75 687.00 -22.75 1,428 15,594 +433
Jun09 081105 708.00 720.00 690.75 693.75 -21.75 5,091 36,484 +493
Jul09 081105 715.00 718.25 700.75 703.50 -21.25 755 8,864 -30
Aug09 081105 718.00 727.00 710.00 712.50 -21.00 705 6,955 +2
Total Volume and Open Interest 114,821 357,131 +4,967
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081105 1.760 1.780 1.755 1.768 -0.053 21 369 -17
Jan09 081105 1.735 1.800 1.735 1.785 -0.040 22 430 +13
Feb09 081105 1.785 1.785 1.770 1.781 -0.044 5 209 -12
Mar09 081105 1.780 1.780 1.779 1.780 -0.045 12 257 -10
Apr09 081105 1.805 1.805 1.800 1.804 -0.021 20 314 +11
May09 081105 1.800 1.800 1.790 1.790 -0.060 5 164 -3
Jun09 081105 1.800 1.800 1.790 1.790 -0.045 5 172 -3
Total Volume and Open Interest 141 3,081 -38
US Dollar Index(ICE)
Dec08 081105 85.340 86.140 84.455 85.130 -0.240 5,256 36,052 -824
Mar09 081105 86.880 86.880 85.365 85.930 -0.230 69 2,175 +54
Jun09 081105 86.750 86.750 86.500 86.500 -0.200 2 71 +0
Total Volume and Open Interest 3,788 39,068 -25
Australian Dollar(CME)
Dec08 081105 69.50 69.95 67.80 68.98 -0.46 14 66,104 +822
Mar09 081105 69.15 69.50 67.83 68.62 -0.48 0 785 -7
Jun09 081105 68.30 68.78 68.30 68.30 -0.48 0 304 +0
Total Volume and Open Interest 24,154 66,406 -54
British Pound(CME)
Dec08 081105 159.16 161.66 157.13 159.31 +0.39 70 111,193 -715
Mar09 081105 157.34 160.93 156.80 158.65 +0.42 0 3,254 -4
Jun09 081105 158.31 160.13 156.60 158.31 +0.45 0 1,171 +0
Total Volume and Open Interest 59,180 116,352 -5,163
Canadian Dollar(CME)
Dec08 081105 87.00 87.24 85.42 85.94 -0.78 488 98,894 -1,143
Mar09 081105 86.63 87.12 85.50 85.99 -0.76 202 4,834 +437
Jun09 081105 85.90 87.06 85.77 86.12 -0.77 0 1,653 +17
Sep09 081105 86.25 86.92 86.14 86.14 -0.78 0 1,667 +5
Total Volume and Open Interest 35,079 108,309 +2,170
Japanese Yen(CME)
Dec08 081105 100.29 102.23 100.15 101.18 +0.82 23 121,767 -5,353
Mar09 081105 100.86 102.34 100.59 101.51 +0.77 0 1,206 -5
Jun09 081105 101.89 102.51 101.12 101.89 +0.77 0 3,661 +0
Total Volume and Open Interest 75,238 132,003 -1,202
Swiss Franc(CME)
Dec08 081105 85.99 86.61 85.13 86.20 +0.33 301 39,907 +732
Mar09 081105 86.64 86.64 85.39 86.30 +0.34 300 1,167 +16
Jun09 081105 86.14 86.47 85.67 86.39 +0.34 0 290 +0
Total Volume and Open Interest 32,242 40,624 +1,516
EuroFX(CME)
Dec08 081105 129.73 130.96 127.71 129.72 +0.41 167 140,994 -4,518
Mar09 081105 127.79 130.57 127.47 129.39 +0.39 200 26,188 +272
Jun09 081105 129.26 130.28 127.72 129.26 +0.37 600 1,028 -250
Total Volume and Open Interest 177,754 173,041 -1,685
Mexican Peso(CME)
Nov08 081105 786.5 796.8 786.5 789.8 -7.0 0 20 +20
Dec08 081105 792.8 794.8 751.5 785.8 -7.0 81 43,303 -514
Total Volume and Open Interest 4,764 44,351 +470
30-Year T-Bonds(CBOT)
Dec08 081105 115~260 117~125 115~005 116~200 +1~085 154,343 713,996 -4,448
Mar09 081105 114~100 116~000 113~245 115~080 +1~060 806 9,753 +140
Jun09 081105 114~070 114~070 113~015 114~070 +1~055 0 12 +0
Total Volume and Open Interest 121,248 728,073 +1,471
10-Year T-Notes(CBOT)
Dec08 081105 115~075 115~240 114~230 115~145 +0~105 451,231 1,237,216 -22,693
Mar09 081105 112~280 113~170 112~220 113~060 +0~075 2,917 4,251 +1,540
Jun09 081105 112~060 112~060 111~305 112~060 +0~075      
Total Volume and Open Interest 313,152 1,262,620 -24,974
5-Year T-Notes(CBOT)
Dec08 081105 115~019 115~080 114~113 115~057 +0~048 330,578 0 +0
Mar09 081105 113~030 113~040 112~115 113~027 +0~041 8,550 0 -9,961
Jun09 081105 113~027 113~027 112~115 113~027 +0~041      
Total Volume and Open Interest 242,373 1,340,344 +5,572
2 Year T-Notes(CBOT)
Dec08 081105 107~112 108~005 107~095 108~000 +0~012 967 706,097 -1,737
Mar09 081105 107~012 107~019 107~008 107~019 +0~009 0 114 +0
Jun09 081105 107~019 107~019 107~011 107~019 +0~009      
Total Volume and Open Interest 113,519 707,948 +3,308
Eurodollars(CME)
Dec08 081105 97.950 97.995 97.910 97.965 +0.020 7,853 1,581,156 -2,176
Mar09 081105 97.980 98.075 97.920 98.060 +0.070 12,860 1,259,060 -10,123
Jun09 081105 97.815 97.975 97.800 97.950 +0.080 4,539 986,389 -1,089
Sep09 081105 97.720 97.820 97.640 97.795 +0.075 3,577 888,058 -7,916
Dec09 081105 97.480 97.610 97.405 97.565 +0.075 4,652 777,883 +10,197
Mar10 081105 97.350 97.500 97.260 97.445 +0.110 2,762 594,075 -3,808
Jun10 081105 97.065 97.250 96.975 97.185 +0.140 3,413 378,737 +1,968
Sep10 081105 96.740 96.925 96.660 96.855 +0.140 1,764 337,114 +323
Dec10 081105 96.335 96.520 96.265 96.445 +0.130 2,221 223,615 -2,032
Mar11 081105 96.100 96.255 96.020 96.170 +0.105 1,054 184,058 -2,060
Jun11 081105 95.870 96.015 95.790 95.915 +0.080 1,736 187,940 -1,613
Sep11 081105 95.700 95.835 95.620 95.730 +0.070 2,549 123,937 +402
Dec11 081105 95.475 95.675 95.465 95.570 +0.075 1,036 94,755 -407
Mar12 081105 95.430 95.650 95.415 95.540 +0.085 792 98,281 +1,600
Jun12 081105 95.310 95.525 95.310 95.440 +0.095 867 73,369 +188
Sep12 081105 95.220 95.445 95.210 95.365 +0.105 1,110 58,938 +164
Dec12 081105 95.095 95.310 95.080 95.245 +0.120 1,692 54,955 -348
Mar13 081105 95.060 95.290 95.055 95.230 +0.135 7,558 48,865 +3,742
Total Volume and Open Interest 1,200,685 8,267,291 +18,572
30 Day Federal Funds(CBOT)
Nov08 081105 99.488 99.600 99.445 99.457 -0.033 90 107,270 -1,037
Dec08 081105 99.460 99.590 99.430 99.490 +0.020 10 73,211 -1,869
Jan09 081105 99.375 99.425 99.310 99.375 unch 0 71,245 +870
Feb09 081105 99.285 99.310 99.255 99.295 +0.015 727 69,880 -988
Mar09 081105 99.215 99.255 99.185 99.245 +0.040 0 41,397 -379
Apr09 081105 99.140 99.205 99.110 99.205 +0.075 0 35,358 +839
Total Volume and Open Interest 59,055 489,626 -5,997
30 Day Fed Funds(e-CBOT)
Nov08 081105 99.488 99.600 99.445 99.470 -0.025 9,933 107,270 -1,037
Dec08 081105 99.460 99.590 99.430 99.475 +0.020 7,305 73,211 -1,869
Jan09 081105 99.375 99.425 99.310 99.360 unch 7,620 71,245 +870
Feb09 081105 99.285 99.310 99.255 99.280 +0.005 7,444 69,880 -988
Mar09 081105 99.215 99.255 99.185 99.255 +0.055 5,855 41,397 -379
Apr09 081105 99.140 99.205 99.110 99.190 +0.060 5,626 35,358 +839
Total Volume and Open Interest 51,810 488,051 +151
3-Mth Euro-Yen(CME)
Dec08 081105 99.26 99.26 99.26 99.26 -0.04 12 3,732 -10
Mar09 081105 99.35 99.35 99.35 99.35 -0.04 0 4,624 -2
Jun09 081105 99.38 99.38 99.38 99.38 -0.03 120 928 +58
Sep09 081105 99.33 99.33 99.33 99.33 -0.05 0 480 +0
Dec09 081105 99.30 99.30 99.30 99.30 -0.05 0 100 +0
Mar10 081105 99.19 99.19 99.19 99.19 -0.05      
Jun10 081105 99.14 99.14 99.14 99.14 -0.05      
Sep10 081105 99.09 99.09 99.09 99.09 -0.05      
Dec10 081105 99.10 99.10 99.10 99.10 -0.05      
Mar11 081105 99.02 99.02 99.02 99.02 -0.05      
Total Volume and Open Interest 132 9,864 +46
3-Mth Euro-Yen(SGX)
Dec08 081105 99.27 99.27 99.25 99.26 -0.03 3 21,205 +0
Mar09 081105 99.36 99.40 99.34 99.34 -0.04 253 11,626 -103
Jun09 081105 99.36 99.42 99.36 99.36 -0.04 39 7,039 -2
Sep09 081105 99.36 99.41 99.32 99.32 -0.04 21 2,838 -20
Dec09 081105 99.32 99.32 99.29 99.29 -0.03 320 971 -121
Mar10 081105 99.18 99.18 99.18 99.18 -0.03 0 622 +0
Jun10 081105 99.17 99.17 99.12 99.12 -0.04 0 450 +0
Sep10 081105 99.08 99.08 99.08 99.08 -0.03 0 252 +0
Total Volume and Open Interest 1,216 49,159 +36
Japanese Gov't Bonds(SGX)
Dec08 081031 137.71 138.44 136.92 137.73 -0.12 2,075 9,619 +302
Mar09 081105 137.19 137.19 137.19 137.19 -0.65      
Jun09 081105 137.19 137.19 137.19 137.19 -0.65      
Total Volume and Open Interest 2,264 8,730 -83
Euro-Bund(EUREX)
Dec08 081105 116.84 117.12 116.01 117.07 +0.39 492,745 993,122 -64,261
Mar09 081105 117.00 117.26 116.46 117.26 +0.42 853 4,583 +676
Jun09 081105 117.97 117.97 117.97 117.97 +0.39      
Total Volume and Open Interest 493,598 997,705 -63,585
Euro-Bobl(EUREX)
Dec08 081017 110.29 110.95 110.23 110.45 +0.02 462,789 1,055,421 +32,260
Mar09 081105 112.50 112.65 112.50 112.65 +0.29 50 2,148 +50
Jun09 081105 113.24 113.24 113.24 113.24 +0.23      
Total Volume and Open Interest 302,959 998,446 -43,016
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081105 96.820 96.825 96.745 96.780 -0.005 31 5,234 -15
Jun09 081105 97.105 97.115 96.995 97.055 -0.005 45 2,878 -45
Total Volume and Open Interest 804 36,691 -709
Long Gilt(LIFFE)
Dec08 081105 112~00 112~06 111~02 112~04 +0~14 78,406 318,829 +1,780
Mar09 081105 111~18 111~18 111~18 111~18 +0~14      
Total Volume and Open Interest 58,519 317,049 +1,928
3-Mth Short Sterling(LIFFE)
Dec08 081105 95.85 95.92 95.84 95.89 +0.05 59,458 406,692 -5,024
Mar09 081105 96.79 96.90 96.79 96.85 +0.07 54,889 420,391 -13,058
Jun09 081105 96.95 97.05 96.94 97.02 +0.09 39,121 298,817 -1,536
Sep09 081105 96.85 96.94 96.82 96.93 +0.11 39,548 211,836 +4,673
Dec09 081105 96.62 96.70 96.57 96.69 +0.10 38,710 235,196 +4,524
Mar10 081105 96.42 96.51 96.38 96.50 +0.12 21,833 153,404 +421
Total Volume and Open Interest 232,528 1,949,774 +18,641
3-Mth Euribor(LIFFE)
Dec08 081105 96.285 96.295 96.225 96.265 +0.010 84,161 704,782 +6,412
Mar09 081105 96.800 96.830 96.720 96.780 unch 64,853 596,969 -653
Jun09 081105 97.090 97.125 96.945 97.055 -0.005 76,102 472,729 -4,231
Total Volume and Open Interest 509,857 3,358,482 +11,374
3-Mth Aus T-Bills(SFE)
Dec08 081105 95.51 95.62 95.45 95.58 +0.06 18,199 726,560 +9,512
Mar09 081105 96.02 96.14 95.96 96.07 +0.02 12,434 299,820 +6,518
Jun09 081105 96.00 96.09 95.92 96.03 +0.02 3,799 175,034 +541
Sep09 081105 95.71 95.78 95.64 95.69 -0.04 2,506 115,237 +332
Dec09 081105 95.30 95.31 95.22 95.24 -0.08 2,693 78,741 +1,091
Mar10 081105 94.93 94.93 94.79 94.81 -0.12 544 34,059 +180
Jun10 081105 94.65 94.65 94.44 94.45 -0.25 337 29,874 +220
Sep10 081105 94.40 94.40 94.20 94.21 -0.28 279 14,500 -15
Dec10 081105 94.07 94.07 93.96 93.99 -0.27 40 3,269 +15
Mar11 081105 93.91 93.91 93.75 93.82 -0.27 10 957 +10
Total Volume and Open Interest 45,485 1,479,050 +18,404
10-Year Aus T-Bonds(SFE)
Dec08 081105 94.76 94.76 94.63 94.66 -0.07 25,118 337,594 +13,718
Mar09 081105 94.60 94.60 94.60 94.60 -0.13      
Total Volume and Open Interest 31,683 337,594 +13,718
3-Year Aus T-Bonds(SFE)
Dec08 081105 95.75 95.75 95.64 95.64 -0.06 39,330 546,591 +21,206
Mar09 081105 95.43 95.43 95.43 95.43 -0.26      
Total Volume and Open Interest 46,998 546,591 +21,206
Gold(CMX)
Dec08 081105 770.0 770.0 735.7 742.4 -14.9 114,504 181,983 -4,895
Feb09 081105 767.0 767.1 737.4 744.0 -14.8 4,451 32,979 +2,292
Apr09 081105 760.0 765.4 740.6 745.9 -14.9 861 19,624 +497
Jun09 081105 770.0 770.0 746.6 747.9 -14.9 704 18,213 +347
Aug09 081105 750.2 750.2 750.2 750.2 -15.1 81 12,433 +70
Oct09 081105 752.7 752.7 752.7 752.7 -15.3 100 3,015 -50
Dec09 081105 769.0 774.2 752.2 755.4 -15.3 1,542 11,356 -172
Feb10 081105 758.0 758.0 758.0 758.0 -15.4 14 696 +0
Apr10 081105 760.6 760.6 760.6 760.6 -15.4 10 35 +0
Jun10 081105 763.2 763.2 763.2 763.2 -15.4 25 5,314 +0
Aug10 081105 765.8 765.8 765.8 765.8 -16.0 100 100 +0
Total Volume and Open Interest 77,134 304,944 -507
Silver(CMX)
Dec08 081105 1026.0 1060.0 1003.5 1045.5 +32.5 23,676 49,094 +7
Mar09 081105 1019.5 1061.5 1013.0 1048.0 +32.9 1,358 16,970 +793
May09 081105 1050.0 1050.0 1040.0 1050.0 +33.0 386 6,110 +169
Jul09 081105 1037.0 1051.1 1037.0 1051.1 +33.0 53 6,673 +52
Sep09 081105 1054.0 1054.0 1049.5 1052.4 +32.9 101 2,859 +99
Dec09 081105 1054.6 1054.6 1054.6 1054.6 +32.7 84 3,614 -24
Mar10 081105 1058.1 1058.1 1058.1 1058.1 +32.4 202 565 +0
Total Volume and Open Interest 16,089 93,270 -509
Platinum(NYMEX)
Jan09 081105 862.8 896.0 846.1 880.0 +22.3 1,697 15,243 +276
Apr09 081105 877.8 899.5 877.8 885.5 +22.3 62 518 +55
Total Volume and Open Interest 574 15,430 +111
Palladium(NYMEX)
Dec08 081105 210.50 221.00 209.70 219.00 +9.30 864 11,132 -104
Mar09 081105 218.50 221.80 218.50 220.75 +9.15 239 2,330 +114
Jun09 081105 222.75 222.75 222.75 222.75 +9.15 3 8 +3
Total Volume and Open Interest 990 13,457 -75
Copper(CMX)
Dec08 081105 196.00 196.40 180.50 181.90 -13.90 12,210 40,407 -575
Mar09 081105 194.90 194.90 180.40 181.95 -14.25 2,229 20,798 +304
May09 081105 194.50 194.50 181.40 182.85 -14.25 277 2,481 +31
Jul09 081105 187.80 192.50 183.75 183.75 -14.25 52 1,589 -34
Sep09 081105 195.15 195.15 184.75 184.75 -14.20 29 1,409 +0
Total Volume and Open Interest 16,817 78,867 -892
Aluminum(CMX)
Nov08 081105 0.96 0.96 0.96 0.96 -95.79      
Dec08 081105 0.96 0.96 0.96 0.96 -96.54      
Jan09 081105 0.97 0.97 0.97 0.97 -97.28      
Feb09 081105 0.98 0.98 0.98 0.98 -98.02      
Mar09 080724 140.85 140.85 140.85 140.85 -2.00      
Apr09 080724 141.35 141.35 141.35 141.35 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec08 081105 9556 9635 9090 9175 -412 1,155 26,685 +484
Mar09 081105 9450 9450 9100 9150 -413 1 138 -1
Jun09 081105 9129 9543 9129 9129 -414      
Sep09 081105 9102 9518 9102 9102 -416      
Total Volume and Open Interest 1,699 26,340 -255
S & P 500(CME)
Dec08 081105 1001.50 1008.20 947.50 958.00 -45.20 25,997 599,329 +1,674
Mar09 081105 983.50 983.50 956.60 956.60 -45.40 405 9,736 -140
Jun09 081105 956.40 998.40 956.40 956.40 -46.00 400 5,010 +400
Sep09 081105 955.40 998.00 955.40 955.40 -46.60 0 968 -50
Total Volume and Open Interest 26,258 613,174 +3,066
S & P 500 E-Mini(Globex)
Dec08 081105 1002.50 1008.50 947.00 958.00 -45.25 2,326,394 2,800,375 -9,071
Mar09 081105 1000.50 1006.50 946.00 956.50 -45.50 3,693 83,855 +2,263
Total Volume and Open Interest 1,526,808 2,896,656 -30,560
NASDAQ 100(CME)
Dec08 081105 1380.00 1388.50 1297.00 1306.30 -74.20 2,132 30,677 +901
Mar09 081105 1318.00 1318.00 1308.30 1308.80 -74.50 0 7 +0
Jun09 081105 1311.50 1311.50 1311.00 1311.50 -74.50 0 5 +0
Total Volume and Open Interest 1,090 29,788 -30
NASDAQ 100 E-Mini(Globex)
Dec08 081105 1304.80 1305.80 1272.50 1276.00 -104.50 323,132 350,695 +9,249
Mar09 081105 1388.50 1392.00 1299.50 1308.80 -74.50 142 489 +0
Total Volume and Open Interest 214,692 343,537 -15,273
S & P Midcap 400(CME)
Dec08 081105 573.00 578.00 550.00 554.40 -25.70 128 7,069 +12
Mar09 081105 554.90 556.10 554.90 554.90 -27.20      
Jun09 081105 563.20 564.40 563.20 563.20 -27.20      
Total Volume and Open Interest 103 7,057 +11
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 081105 9375 9575 9240 9550 +450 71,953 235,554 -14,881
Mar09 081105 9425 9570 9265 9525 +405 62 1,254 -250
Total Volume and Open Interest 72,276 239,190 -15,131
Nikkei 225(SGX)
Dec08 081105 9375 9575 9240 9550 +450 71,953 235,554 -14,881
Mar09 081105 9425 9570 9265 9525 +405 62 1,254 -250
Jun09 081105 9445 9445 9445 9445 +410 0 168 +0
Total Volume and Open Interest 72,276 239,190 -15,131
CAC 40(EURONEXT)
Nov08 081105 3690.0 3697.5 3556.5 3607.0 -62.5 148,861 497,094 +1,065
Dec08 081105 3656.0 3656.0 3557.0 3605.5 -61.5 2,284 37,791 +99
Jan09 081105 3593.5 3658.0 3568.5 3616.0 -63.0 165 219 -47
Total Volume and Open Interest 113,391 537,303 -11,285
Hang Seng Index(HKFE)
Nov08 081105 14850 15265 14634 14773 +373 9,226 6,895 +960
Dec08 081105 14935 15273 14680 14796 +360 83 150 -600
Total Volume and Open Interest 9,310 7,086 +339
DAX(EUREX)
Dec08 081105 5340.0 5344.0 5020.5 5197.5 -109.0 164,780 211,197 +3,306
Mar09 081105 5370.0 5372.0 5058.0 5235.5 -109.5 813 12,537 +174
Jun09 081105 5388.0 5388.0 5105.0 5275.0 -110.5 252 2,658 +19
Total Volume and Open Interest 129,127 222,893 +550
FT-SE 100(EURONEXT)
Dec08 081105 4635.50 4637.00 4442.00 4535.50 -108.00 172,136 672,688 +7,043
Mar09 081105 4588.00 4590.00 4464.00 4529.00 -107.00 58 9,023 -4
Jun09 081105 4519.50 4519.50 4519.50 4519.50 -112.00 0 75 +0
Total Volume and Open Interest 145,262 674,747 -2,581
SPI 200(SFE)
Dec08 081105 4205.0 4381.0 4177.0 4365.0 +154.0 28,827 318,793 +12,258
Mar09 081105 4188.0 4333.0 4188.0 4333.0 +153.0 15 1,822 -10
Jun09 081105 4338.0 4338.0 4338.0 4338.0 +153.0 1 2,598 +0
Total Volume and Open Interest 30,925 324,011 +12,248
GSCI(CME)
Nov08 081105 458.00 462.00 441.00 445.05 -21.95 295 15,755 +57
Dec08 081105 466.00 470.50 450.00 453.60 -21.90 18 48 +10
Jan09 081105 458.50 475.00 456.00 458.50 -22.50      
Total Volume and Open Interest 466 15,736 +63
RJ/CRB Index(ICE)
Jan09 081105 393.00 393.00 384.00 384.00 -8.00 1 408 -1
Feb09 081105 386.00 386.00 386.00 386.00 -8.00 0 5 +0
Apr09 081105 391.00 391.00 391.00 391.00 -8.00 0 400 +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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