Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon November 10, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081110 944.75 946.25 911.00 940.00 +28.25 591 4,333 -1,267
Jan09 081110 935.25 954.25 916.25 948.00 +27.00 5,836 164,929 +433
Mar09 081110 940.75 962.25 925.25 957.25 +27.75 2,029 44,988 +1,575
May09 081110 955.50 971.75 935.50 967.25 +27.75 659 18,489 +50
Jul09 081110 969.25 979.50 943.00 975.00 +26.50 381 32,178 +824
Aug09 081110 963.00 977.00 951.00 977.00 +26.00 1 1,644 +1
Sep09 081110 960.00 976.00 955.00 976.00 +27.75 50 935 -29
Total Volume and Open Interest 123,976 311,726 +977
Soybean Meal(CBOT)
Dec08 081110 274.00 278.80 268.90 275.30 +3.60 3,518 49,775 -2,146
Jan09 081110 274.00 280.20 270.80 276.90 +3.70 2,366 20,339 +804
Mar09 081110 279.20 282.50 273.50 279.50 +3.80 608 22,661 +480
May09 081110 279.70 285.10 275.90 282.20 +3.80 578 13,584 +49
Jul09 081110 285.30 287.60 278.70 285.00 +3.70 484 16,689 -284
Aug09 081110 288.30 288.30 282.10 286.20 +3.40 38 4,556 +50
Sep09 081110 283.00 286.90 282.30 285.70 +3.40 0 3,337 +7
Oct09 081110 283.50 283.50 280.50 283.50 +3.00 0 1,826 -8
Total Volume and Open Interest 45,699 142,498 -2,248
Soybean Oil(CBOT)
Dec08 081110 34.33 35.58 33.86 35.38 +1.48 3,764 76,585 +550
Jan09 081110 34.62 36.00 34.25 35.82 +1.46 3,365 70,180 +1,269
Mar09 081110 35.33 36.43 34.77 36.29 +1.46 2,227 30,258 +986
May09 081110 35.79 36.82 35.18 36.68 +1.45 399 17,290 -9
Jul09 081110 36.60 37.90 35.48 37.00 +1.45 914 26,920 +606
Aug09 081110 36.84 37.20 35.92 37.20 +1.45 2 3,801 -93
Sep09 081110 36.28 37.40 36.25 37.40 +1.45 0 3,600 +4
Oct09 081110 36.45 37.55 36.30 37.55 +1.47 0 3,029 -64
Total Volume and Open Interest 80,442 252,474 -2,210
Canola(WCE)
Nov08 081110 428.4 428.4 428.4 428.4 +2.7 5 156 -5
Jan09 081110 434.6 444.5 425.4 432.4 +2.7 6,855 67,648 +1,739
Mar09 081110 445.0 453.4 438.3 441.8 +2.6 1,015 8,161 +213
May09 081110 453.0 458.2 448.2 451.4 +2.8 494 5,011 +403
Jul09 081110 456.3 466.8 456.0 460.5 +2.9 409 4,627 +322
Total Volume and Open Interest 8,610 90,854 +2,672
Corn(CBOT)
Dec08 081110 383.25 390.00 372.75 383.50 +8.00 22,353 364,854 -4,165
Mar09 081110 399.75 407.75 390.50 401.50 +8.00 11,524 253,361 +9,291
May09 081110 407.75 419.00 403.00 413.75 +8.25 879 70,047 +3,080
Jul09 081110 422.50 429.00 414.25 425.25 +8.25 938 122,103 +735
Sep09 081110 434.25 437.75 425.00 436.00 +8.25 68 23,269 +123
Dec09 081110 444.00 453.00 438.50 450.00 +9.00 3,704 130,706 +4,596
Total Volume and Open Interest 295,499 991,503 -2,531
Wheat(CBOT)
Dec08 081110 528.25 536.25 505.25 520.00 -1.00 2,220 114,125 -6,676
Mar09 081110 544.50 557.00 526.75 540.75 -1.25 1,913 81,189 +3,167
May09 081110 570.00 570.00 542.25 555.25 -0.75 245 10,231 +1,243
Jul09 081110 582.00 584.75 555.50 569.75 -0.25 568 44,982 +2,525
Sep09 081110 602.50 602.50 579.50 594.25 +1.50 57 10,356 +1,619
Total Volume and Open Interest 68,677 281,614 -2,415
Wheat(KCBT)
Dec08 081110 568.25 579.00 550.00 563.00 -5.00 8,134 38,284 -1,753
Mar09 081110 592.00 593.00 567.50 578.75 -5.75 5,065 22,604 +1,523
May09 081110 594.25 598.50 577.75 588.25 -6.75 489 6,850 +181
Jul09 081110 603.00 609.00 586.00 597.00 -6.50 758 14,799 +188
Sep09 081110 614.50 614.75 599.25 608.75 -6.50 135 2,781 +99
Total Volume and Open Interest 12,209 90,134 +384
Wheat(MGE)
Dec08 081110 643.00 652.00 632.00 640.00 -0.75 1,051 7,448 -830
Mar09 081110 635.00 637.00 616.75 627.25 unch 1,109 13,972 +179
May09 081110 630.50 637.00 619.50 629.25 -1.25 168 5,078 +55
Jul09 081110 636.50 644.00 626.50 636.25 -2.00 113 2,013 +34
Sep09 081110 637.75 646.25 629.00 643.75 +2.50 43 2,776 -57
Total Volume and Open Interest 4,191 33,983 +53
Oats(CBOT)
Dec08 081110 238.75 247.50 232.50 236.00 +1.50 35 4,511 -129
Mar09 081110 250.25 257.25 250.00 251.50 +1.25 24 5,345 +188
May09 081110 267.50 268.00 261.25 261.50 +1.25 0 1,963 +6
Jul09 081110 271.50 271.50 270.25 271.50 +1.25 0 464 +2
Total Volume and Open Interest 1,273 16,038 +18
Rough Rice(CBOT)
Nov08 081110 15.42 15.42 14.95 15.10 -0.07 0 635 -107
Jan09 081110 15.05 15.66 14.98 15.09 -0.10 3 4,142 +92
Mar09 081110 15.35 15.80 15.30 15.38 -0.10 0 1,490 +54
May09 081110 15.94 15.94 15.59 15.69 -0.09 0 503 -2
Total Volume and Open Interest 676 6,927 -54
Live Cattle(CME)
Dec08 081110 93.285 93.650 92.550 92.650 -0.150 20,407 79,344 -8,120
Feb09 081110 93.830 94.400 93.350 94.150 +0.600 19,273 65,759 +4,414
Apr09 081110 95.000 95.600 94.580 95.285 +0.485 5,051 41,190 +531
Jun09 081110 91.400 91.900 90.700 91.850 +0.800 1,680 19,044 +729
Aug09 081110 90.550 91.600 90.300 91.500 +1.000 392 7,580 +43
Oct09 081110 93.400 94.200 93.300 94.100 +0.700 214 2,459 +136
Total Volume and Open Interest 37,250 218,450 -648
Feeder Cattle(CME)
Nov08 081110 99.300 99.450 98.535 99.000 +0.050 469 2,678 -12
Jan09 081110 99.180 99.750 98.250 98.885 -0.345 1,570 12,154 +174
Mar09 081110 99.650 100.000 98.850 99.635 -0.045 179 2,145 +43
Apr09 081110 100.050 100.050 99.050 99.700 +0.050 30 724 +8
May09 081110 101.050 101.050 99.900 100.500 -0.200 71 989 +34
Aug09 081110 102.500 102.900 102.000 102.350 +0.050 16 276 +5
Sep09 081110 102.900 102.900 102.900 102.900 unch 5 43 +5
Total Volume and Open Interest 2,765 18,752 -5
Lean Hogs(CME)
Dec08 081110 55.050 55.450 54.700 55.000 -0.400 16,237 63,469 -4,723
Feb09 081110 62.485 63.000 61.800 62.750 +0.250 17,120 43,256 +1,994
Apr09 081110 69.700 70.450 69.135 70.225 +0.325 4,567 33,288 +658
May09 081110 76.975 77.700 76.500 77.700 +0.725 48 1,210 +4
Jun09 081110 79.785 80.400 79.035 80.350 +0.465 2,033 18,078 +495
Jul09 081110 79.200 79.600 78.600 79.500 +0.200 302 2,862 -44
Aug09 081110 76.650 77.500 76.400 77.135 +0.385 51 2,420 -46
Oct09 081110 71.250 71.500 70.850 71.300 +0.265 7 1,409 -5
Total Volume and Open Interest 29,410 168,175 -430
Pork Bellies(CME)
Feb09 081110 86.100 86.100 83.100 84.200 -1.900 72 799 -22
Mar09 081110 84.500 84.500 83.500 83.500 -1.500 1 113 +0
May09 081110 86.000 86.100 84.500 84.500 -1.400 3 134 +1
Jul09 081110 90.250 90.250 89.000 89.000 -1.500 0 68 +4
Aug09 081110 90.250 90.250 90.250 90.250 unch 0 1 +0
Total Volume and Open Interest 36 1,136 -2
Class III Milk(CME)
Nov08 081110 15.40 15.60 15.40 15.51 +0.17 201 4,560 -19
Dec08 081110 14.34 15.01 14.34 14.94 +0.64 231 5,345 -11
Jan09 081110 14.31 14.85 14.31 14.79 +0.54 179 3,707 +29
Feb09 081110 14.59 14.75 14.17 14.74 +0.57 71 3,171 +69
Mar09 081110 14.44 14.77 14.26 14.75 +0.49 94 2,725 +5
Total Volume and Open Interest 1,665 35,995 +216
Cocoa(ICE)
Dec08 081110 1944 2006 1931 1939 +3 10,161 26,343 -15,314
Mar09 081110 1952 2018 1950 1957 +5 7,520 48,236 +1,939
May09 081110 1993 2034 1973 1974 +4 321 18,282 +158
Jul09 081110 2035 2052 1991 1991 +4 96 8,901 +34
Sep09 081110 2048 2048 2005 2005 +3 52 4,695 +30
Dec09 081110 2070 2070 2024 2024 +2 29 6,969 -17
Mar10 081110 2034 2034 2034 2034 +1 21 2,372 +0
Total Volume and Open Interest 12,935 130,785 +31
Coffee "C"(ICE)
Dec08 081110 112.95 116.50 112.40 112.80 +0.70 11,554 52,841 -3,538
Mar09 081110 117.30 121.15 117.10 117.50 +0.50 8,711 43,399 +3,462
May09 081110 121.00 123.60 120.15 120.45 +0.45 1,020 17,096 +713
Jul09 081110 125.00 125.00 123.00 123.30 +0.50 457 4,981 +275
Sep09 081110 126.05 126.05 125.95 125.95 +0.50 3 2,642 +0
Dec09 081110 132.90 132.90 129.30 129.30 +0.45 4 2,598 -3
Total Volume and Open Interest 21,707 124,406 -975
Orange Juice(ICE)
Nov08 081107 83.65 83.65 83.65 83.65 +0.95 1 145 -1
Jan09 081110 86.55 86.95 84.30 84.80 -1.75 749 17,598 +42
Mar09 081110 89.40 89.50 88.30 88.80 -1.70 49 7,330 +18
May09 081110 92.70 92.70 92.70 92.70 -1.65 5 1,892 +1
Jul09 081110 96.65 96.65 96.65 96.65 -1.55 0 465 +0
Sep09 081110 100.80 100.80 100.80 100.80 -1.65 0 122 +0
Total Volume and Open Interest 886 27,844 -25
Sugar #11(ICE)
Mar09 081110 12.20 12.55 11.90 12.00 -0.01 34,333 267,646 -2,543
May09 081110 12.54 12.82 12.22 12.30 -0.04 12,700 99,017 -1,014
Jul09 081110 12.76 12.97 12.38 12.48 -0.08 9,429 104,984 -232
Oct09 081110 13.10 13.37 12.80 12.86 -0.09 1,270 68,586 +162
Mar10 081110 13.66 13.77 13.35 13.38 -0.05 463 43,372 -49
Total Volume and Open Interest 77,426 638,485 +1,039
Sugar #14(ICE)
Jan09 081110 20.00 20.15 20.00 20.05 -0.04 154 1,468 -63
Mar09 081110 20.79 20.79 20.79 20.79 -0.02 66 2,848 +32
May09 081110 21.55 21.55 21.40 21.49 +0.01 90 2,055 +2
Jul09 081110 21.70 21.70 21.70 21.70 -0.15 91 1,582 +91
Sep09 081110 21.80 21.80 21.80 21.80 +0.10 10 780 +10
Total Volume and Open Interest 371 8,661 -2
London Cocoa(LCE)
Dec08 081110 1271 1316 1271 1290 +26 2,370 73,680 +335
Mar09 081110 1286 1328 1283 1302 +25 4,130 59,387 +461
May09 081110 1297 1335 1294 1310 +23 2,581 29,127 -635
Jul09 081110 1308 1339 1305 1320 +21 478 14,459 +264
Sep09 081110 1325 1353 1324 1327 +18 882 10,797 +792
Dec09 081110 1333 1350 1332 1336 +18 137 4,785 +122
Mar10 081110 1345 1346 1345 1346 +18 0 768 +0
Total Volume and Open Interest 11,827 191,676 +2,265
London Coffee(LCE)
Nov08 081110 1736.00 1763.00 1732.00 1763.00 +52.00 201 302 -175
Jan09 081110 1758.00 1815.00 1752.00 1800.00 +60.00 2,836 75,149 -117
Total Volume and Open Interest 6,524 75,743 +601
London Sugar(LCE)
Mar09 081110 341.00 348.00 337.50 338.70 +0.40 2,076 22,865 +552
May09 081110 351.00 351.60 345.20 345.20 +0.60 473 8,413 -174
Aug09 081110 357.10 357.10 351.20 351.20 +0.60 474 6,095 +78
Oct09 081110 358.20 358.20 358.20 358.20 +0.80 79 3,022 +15
Dec09 081110 365.50 365.50 365.50 365.50 +0.80 202 757 +158
Total Volume and Open Interest 7,777 46,945 -263
Cotton(ICE)
Dec08 081110 42.55 44.10 39.78 41.24 -0.83 15,666 59,326 -20,524
Mar09 081110 46.00 47.38 43.26 44.76 -0.84 15,236 59,750 +3,339
May09 081110 47.70 48.70 44.75 46.33 -0.86 1,254 10,312 +498
Jul09 081110 49.71 50.30 46.33 47.90 -0.85 1,029 14,393 +305
Oct09 081110 49.95 50.56 49.95 50.56 -0.89 4 115 +4
Dec09 081110 54.25 54.88 50.39 52.35 -0.87 1,474 11,787 -567
Total Volume and Open Interest 19,481 174,383 +729
Lumber(CME)
Nov08 081110 188.0 189.2 186.3 188.0 +1.8 111 618 -180
Jan09 081110 202.9 206.3 201.6 205.0 +3.4 534 4,973 +66
Mar09 081110 218.1 220.8 217.0 217.0 unch 42 1,478 +22
May09 081110 234.5 236.2 233.5 236.2 +1.4 14 538 +10
Total Volume and Open Interest 1,613 7,885 -84
Crude Oil(NYM)
Dec08 081110 61.80 65.56 59.10 62.41 +1.37 236,045 252,261 -20,742
Jan09 081110 63.20 66.39 60.20 63.27 +1.40 85,123 160,016 +15,628
Feb09 081110 64.28 67.23 61.20 64.19 +1.38 22,084 48,980 +1,245
Mar09 081110 64.50 68.06 62.56 65.09 +1.33 12,080 42,239 +2,236
Apr09 081110 66.83 68.86 64.23 65.95 +1.26 5,277 33,482 +818
May09 081110 68.59 69.72 64.50 66.79 +1.18 5,433 26,986 +1,513
Jun09 081110 68.32 70.47 65.20 67.57 +1.08 10,582 98,565 +178
Jul09 081110 70.35 70.85 65.78 68.32 +0.99 2,128 22,274 +140
Aug09 081110 71.56 71.56 66.49 69.06 +0.90 793 23,270 +258
Sep09 081110 71.75 72.23 67.24 69.80 +0.81 956 16,488 +226
Oct09 081110 68.00 70.53 68.00 70.53 +0.73 1,224 13,752 -97
Nov09 081110 73.74 73.74 68.81 71.25 +0.66 1,479 13,808 +679
Dec09 081110 74.25 75.09 69.50 71.96 +0.60 15,643 101,771 +1,319
Jan10 081110 75.20 75.20 70.28 72.62 +0.54 936 16,212 +656
Feb10 081110 73.23 73.23 73.23 73.23 +0.48 102 7,333 +0
Mar10 081110 73.82 73.82 73.82 73.82 +0.42 273 11,224 +65
Total Volume and Open Interest 503,050 1,146,665 +18,159
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081110 61.125 65.575 59.275 62.400 +1.350 13,265 8,953 +364
Jan09 081110 63.750 66.325 60.275 63.275 +1.400 1,080 848 +76
Feb09 081110 62.875 66.500 61.575 64.200 +1.400 231 130 -9
Mar09 081110 67.000 67.000 62.575 65.100 +1.350 6 157 +5
Apr09 081110 65.950 65.950 65.950 65.950 +1.250 1 1 +0
May09 081110 66.800 66.800 66.800 66.800 +1.200 0 1 +0
Jun09 081110 67.575 67.575 67.575 67.575 +1.075 1 1 +0
Jul09 081110 68.325 68.325 68.325 68.325 +1.000 0 1 +0
Aug09 081110 69.050 69.050 69.050 69.050 +0.900 1 1 +0
Total Volume and Open Interest 18,481 9,730 +110
Heating Oil(NYM)
Dec08 081110 198.11 209.40 194.50 200.56 +2.72 33,890 49,448 -1,350
Jan09 081110 205.77 212.00 197.40 203.26 +2.62 13,593 40,779 +3,353
Feb09 081110 213.00 213.60 199.75 205.21 +2.62 9,494 20,629 -464
Mar09 081110 209.89 213.50 200.95 206.56 +2.52 4,606 18,218 +1,380
Apr09 081110 213.61 213.61 201.15 206.41 +2.37 1,367 8,259 +87
May09 081110 213.80 213.80 202.50 206.66 +2.22 1,168 10,370 +212
Jun09 081110 215.00 215.00 202.69 207.41 +2.07 2,872 19,273 -41
Jul09 081110 207.90 209.11 207.90 209.11 +1.87 409 5,254 +85
Aug09 081110 214.60 215.00 206.00 211.26 +1.77 176 3,124 +72
Sep09 081110 217.40 217.40 211.22 213.41 +1.67 835 6,425 +425
Oct09 081110 215.29 218.01 213.50 216.31 +1.77 131 1,880 +88
Nov09 081110 222.75 222.75 216.94 218.76 +2.02 71 1,597 +22
Total Volume and Open Interest 64,528 218,879 -345
Gasoline(NYMEX)
Dec08 081110 135.23 144.21 130.00 136.79 +1.84 38,712 59,685 -4,052
Jan09 081110 139.93 147.55 134.68 140.74 +2.34 15,438 36,741 +3,796
Feb09 081110 149.57 149.83 138.39 144.39 +2.59 5,346 8,696 +125
Mar09 081110 149.15 153.34 143.20 147.94 +2.74 2,324 7,836 +33
Apr09 081110 164.50 168.90 158.00 163.84 +2.54 1,223 11,530 +117
May09 081110 168.13 168.25 160.85 165.79 +2.39 1,676 6,731 +683
Jun09 081110 167.74 167.74 167.74 167.74 +2.24 1,344 7,670 +321
Jul09 081110 167.35 169.49 167.35 169.49 +2.14 567 1,800 +99
Aug09 081110 169.10 170.84 166.88 170.84 +2.09 244 1,781 +18
Sep09 081110 169.20 171.79 169.20 171.79 +2.04 201 2,691 +54
Total Volume and Open Interest 67,659 157,637 +1,264
e-miNY RBOB Gasoline(NYM)
Dec08 081110 136.79 136.79 136.79 136.79 +1.84      
Jan09 081110 140.74 140.74 140.74 140.74 +2.34      
Feb09 081110 144.39 144.39 144.39 144.39 +2.59      
Mar09 081110 147.94 147.94 147.94 147.94 +2.74      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081110 6.887 7.308 6.887 7.248 +0.491 49,271 83,625 -2,738
Jan09 081110 7.130 7.460 7.116 7.419 +0.451 21,912 106,606 +826
Feb09 081110 7.225 7.492 7.225 7.459 +0.439 6,985 40,418 +56
Mar09 081110 7.205 7.452 7.205 7.399 +0.407 6,585 73,448 +1,159
Apr09 081110 7.264 7.372 7.151 7.307 +0.345 3,843 56,118 +605
May09 081110 7.300 7.430 7.202 7.342 +0.315 1,227 35,085 +223
Jun09 081110 7.495 7.520 7.296 7.450 +0.300 415 21,809 -2
Jul09 081110 7.567 7.670 7.425 7.570 +0.285 311 19,740 +35
Aug09 081110 7.688 7.750 7.527 7.650 +0.280 180 18,899 +43
Sep09 081110 7.707 7.707 7.584 7.682 +0.280 469 17,020 +85
Oct09 081110 7.843 7.848 7.620 7.762 +0.280 1,611 31,666 +156
Nov09 081110 8.150 8.170 7.985 8.082 +0.260 258 16,567 -24
Dec09 081110 8.458 8.530 8.323 8.442 +0.240 149 26,273 +33
Jan10 081110 8.570 8.766 8.570 8.687 +0.235 813 18,057 +102
Feb10 081110 8.730 8.730 8.599 8.687 +0.230 196 7,871 -71
Mar10 081110 8.550 8.550 8.420 8.507 +0.225 234 17,103 +103
Total Volume and Open Interest 157,110 757,625 -981
Brent Crude Oil(ICE)
Dec08 081110 58.38 61.98 56.18 59.08 +1.73 87,370 67,458 -6,528
Jan09 081110 60.56 64.00 58.26 61.11 +1.63 77,908 129,897 -4,731
Feb09 081110 62.82 65.82 60.23 62.97 +1.55 42,177 60,369 +5,697
Mar09 081110 65.12 67.36 62.07 64.51 +1.45 10,352 31,421 +2,075
Apr09 081110 66.80 68.74 63.87 65.80 +1.31 5,138 17,387 +590
May09 081110 68.14 69.94 65.31 66.95 +1.14 4,065 17,275 +549
Jun09 081110 69.36 71.11 65.95 68.05 +1.00 8,867 34,453 -762
Jul09 081110 70.63 70.96 67.89 69.15 +0.90 2,338 12,624 +115
Aug09 081110 71.27 71.27 70.03 70.19 +0.83 1,209 10,337 +51
Sep09 081110 71.08 71.08 71.08 71.08 +0.76 0 9,710 +984
Oct09 081110 71.83 71.83 71.83 71.83 +0.70 0 6,905 +100
Nov09 081110 72.46 72.46 72.46 72.46 +0.66 0 10,135 +44
Dec09 081110 74.87 76.16 71.11 73.08 +0.61 8,875 57,432 +800
Jan10 081110 73.77 73.77 73.77 73.77 +0.59 0 8,749 +70
Total Volume and Open Interest 323,416 561,696 +11,767
Gas Oil(ICE)
Nov08 081110 639.75 664.25 619.75 632.75 +7.75 24,693 23,249 -1,571
Dec08 081110 632.00 661.50 616.25 629.25 +6.50 47,470 81,505 -1,456
Jan09 081110 647.75 666.00 621.75 635.00 +6.00 17,322 47,542 -505
Feb09 081110 650.75 672.50 630.50 642.25 +6.00 6,236 25,141 +733
Mar09 081110 655.75 678.75 644.00 648.75 +5.75 2,681 16,014 +171
Apr09 081110 665.00 684.75 648.50 655.00 +5.25 1,335 14,711 -79
May09 081110 672.00 691.75 655.00 661.00 +4.75 1,189 15,905 +101
Jun09 081110 678.75 698.00 656.00 667.00 +4.25 2,955 35,914 -548
Jul09 081110 685.75 704.25 671.50 676.00 +3.75 463 9,138 +92
Aug09 081110 695.00 713.50 680.50 685.00 +3.50 357 7,375 +73
Total Volume and Open Interest 109,338 357,922 -1,887
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081110 1.730 1.747 1.700 1.737 +0.015 43 383 +4
Jan09 081110 1.700 1.739 1.700 1.739 +0.019 2 435 -4
Feb09 081110 1.711 1.740 1.700 1.740 +0.020 8 204 -3
Mar09 081110 1.720 1.740 1.720 1.740 +0.020 18 264 +2
Apr09 081110 1.755 1.755 1.740 1.749 +0.024 12 311 -2
May09 081110 1.759 1.759 1.759 1.759 +0.019 10 171 +0
Jun09 081110 1.760 1.760 1.760 1.760 +0.020 0 174 +0
Total Volume and Open Interest 130 3,041 +16
US Dollar Index(ICE)
Dec08 081110 86.065 86.635 85.545 86.390 -0.060 2,823 36,609 -403
Mar09 081110 86.480 87.240 86.400 87.140 -0.110 77 2,112 -25
Jun09 081110 87.710 87.870 87.710 87.870 +0.020 0 81 +0
Total Volume and Open Interest 4,569 39,230 +377
Australian Dollar(CME)
Dec08 081110 68.18 69.63 66.22 66.72 -0.48 1 63,277 -2,025
Mar09 081110 68.20 69.23 65.94 66.36 -0.48 0 947 -1
Jun09 081110 66.06 66.54 66.06 66.06 -0.48 0 304 +0
Total Volume and Open Interest 29,655 66,582 +197
British Pound(CME)
Dec08 081110 157.51 158.60 155.45 155.93 -0.76 0 104,610 -840
Mar09 081110 157.25 157.91 155.27 155.53 -0.76 0 3,305 +35
Jun09 081110 155.78 157.49 155.17 155.29 -0.76 0 1,170 +2
Total Volume and Open Interest 83,783 109,903 -858
Canadian Dollar(CME)
Dec08 081110 84.66 85.72 83.33 83.61 -0.48 12 90,738 -1,929
Mar09 081110 85.09 85.60 83.52 83.62 -0.49 24 4,868 +11
Jun09 081110 83.94 85.57 83.66 83.66 -0.57 0 1,735 +0
Sep09 081110 83.84 84.32 83.78 83.84 -0.48 2 1,682 +2
Total Volume and Open Interest 29,770 101,574 -4,641
Japanese Yen(CME)
Dec08 081110 101.10 102.55 100.58 102.40 +0.40 45 124,538 +2,829
Mar09 081110 101.40 102.84 100.97 102.75 +0.38 0 1,522 +0
Jun09 081110 103.10 103.10 101.61 103.10 +0.33 0 3,661 +0
Total Volume and Open Interest 124,006 126,903 +958
Swiss Franc(CME)
Dec08 081110 84.87 85.42 84.75 84.90 -0.11 1 39,859 -1,785
Mar09 081110 85.06 85.56 85.01 85.06 -0.11 0 1,182 -2
Jun09 081110 85.21 85.41 85.21 85.21 -0.11 0 290 +0
Total Volume and Open Interest 35,068 43,126 +1,840
EuroFX(CME)
Dec08 081110 127.74 129.06 126.92 127.40 +0.11 155 136,368 -3,995
Mar09 081110 128.00 128.71 126.60 127.06 +0.07 0 25,920 -287
Jun09 081110 127.82 128.65 126.78 126.93 +0.07 0 628 +0
Total Volume and Open Interest 217,615 168,183 -2,763
Mexican Peso(CME)
Nov08 081110 779.0 780.0 779.0 779.0 -1.0      
Dec08 081110 780.0 785.0 772.5 775.0 -1.0 110 41,269 -2,967
Total Volume and Open Interest 8,953 44,700 +2,147
30-Year T-Bonds(CBOT)
Dec08 081110 115~255 117~245 115~080 117~205 +1~090 169,366 715,661 -2,952
Mar09 081110 114~175 116~130 114~175 116~105 +1~090 4,917 15,382 +4,043
Jun09 081110 115~100 115~100 114~010 115~100 +1~090 0 12 +0
Total Volume and Open Interest 184,195 729,968 +3,397
10-Year T-Notes(CBOT)
Dec08 081110 114~250 115~235 114~125 115~170 +0~150 502,575 1,252,651 +9,168
Mar09 081110 112~110 113~135 111~310 113~070 +0~135 14,893 18,745 +12,308
Jun09 081110 112~070 112~070 111~255 112~070 +0~135      
Total Volume and Open Interest 487,432 1,249,920 +111
5-Year T-Notes(CBOT)
Dec08 081110 115~032 115~113 115~005 115~089 +0~044 302,676 0 +0
Mar09 081110 112~103 113~075 112~103 113~064 +0~051 14,075 0 +0
Jun09 081110 113~064 113~064 113~014 113~064 +0~051      
Total Volume and Open Interest 269,741 1,311,985 -6,543
2 Year T-Notes(CBOT)
Dec08 081110 107~126 108~033 107~110 108~027 +0~027 123 700,234 -911
Mar09 081110 107~042 107~042 107~020 107~042 +0~022 0 1,313 +650
Jun09 081110 107~042 107~042 107~020 107~042 +0~022      
Total Volume and Open Interest 137,332 701,808 +3,450
Eurodollars(CME)
Dec08 081110 97.975 98.100 97.965 98.085 +0.120 3,419 1,560,939 -1,447
Mar09 081110 98.070 98.215 98.050 98.175 +0.110 4,347 1,265,201 -403
Jun09 081110 97.990 98.120 97.920 98.080 +0.105 7,710 980,028 +642
Sep09 081110 97.795 97.960 97.745 97.910 +0.100 1,471 884,244 +1,114
Dec09 081110 97.535 97.685 97.475 97.645 +0.095 1,617 777,645 +2,077
Mar10 081110 97.380 97.515 97.305 97.475 +0.080 1,125 591,959 +697
Jun10 081110 97.030 97.230 97.010 97.190 +0.080 1,264 379,048 -839
Sep10 081110 96.750 96.895 96.665 96.860 +0.090 1,442 335,469 -1,268
Dec10 081110 96.315 96.490 96.255 96.455 +0.095 474 223,059 -1,030
Mar11 081110 96.015 96.205 95.985 96.175 +0.090 2,146 180,450 -1,460
Jun11 081110 95.775 95.940 95.730 95.905 +0.080 1,097 183,705 -1,972
Sep11 081110 95.550 95.730 95.535 95.695 +0.065 515 122,172 +21
Dec11 081110 95.420 95.535 95.365 95.510 +0.045 896 95,456 +624
Mar12 081110 95.365 95.495 95.335 95.465 +0.030 382 98,140 -782
Jun12 081110 95.270 95.380 95.230 95.355 +0.020 383 73,106 -433
Sep12 081110 95.195 95.295 95.155 95.270 +0.010 931 60,293 +618
Dec12 081110 95.080 95.165 95.045 95.140 -0.005 334 55,572 -55
Mar13 081110 95.060 95.135 95.025 95.115 -0.015 217 52,645 -419
Total Volume and Open Interest 1,353,227 8,217,241 +28,255
30 Day Federal Funds(CBOT)
Nov08 081110 99.575 99.625 99.570 99.610 +0.040 0 96,983 +1,401
Dec08 081110 99.515 99.570 99.515 99.555 +0.025 555 69,945 -1,471
Jan09 081110 99.395 99.470 99.385 99.455 +0.045 0 68,975 -718
Feb09 081110 99.335 99.400 99.335 99.385 +0.050 94 69,529 -241
Mar09 081110 99.275 99.345 99.270 99.330 +0.060 100 41,635 +957
Apr09 081110 99.225 99.290 99.220 99.285 +0.065 6 34,701 +457
Total Volume and Open Interest 55,212 468,992 +190
30 Day Fed Funds(e-CBOT)
Nov08 081110 99.575 99.625 99.575 99.625 +0.052 8,706 96,983 +1,401
Dec08 081110 99.515 99.570 99.515 99.555 +0.015 7,435 69,945 -1,471
Jan09 081110 99.395 99.470 99.385 99.470 +0.055 5,986 68,975 -718
Feb09 081110 99.335 99.400 99.335 99.400 +0.060 4,794 69,529 -241
Mar09 081110 99.275 99.345 99.270 99.320 +0.050 3,329 41,635 +957
Apr09 081110 99.225 99.290 99.225 99.285 +0.055 2,887 34,701 +457
Total Volume and Open Interest 41,200 470,629 +1,637
3-Mth Euro-Yen(CME)
Dec08 081110 99.25 99.25 99.25 99.25 unch 23 3,754 +23
Mar09 081110 99.33 99.33 99.33 99.33 unch 0 4,874 -170
Jun09 081110 99.36 99.36 99.36 99.36 unch 0 928 +0
Sep09 081110 99.31 99.31 99.31 99.31 unch 0 480 +0
Dec09 081110 99.28 99.28 99.28 99.28 unch 0 100 +0
Mar10 081110 99.17 99.17 99.17 99.17 unch      
Jun10 081110 99.12 99.12 99.12 99.12 unch      
Sep10 081110 99.07 99.07 99.07 99.07 unch      
Dec10 081110 99.07 99.07 99.07 99.07 -0.03      
Mar11 081110 98.99 98.99 98.99 98.99 -0.02      
Total Volume and Open Interest 23 10,136 -147
3-Mth Euro-Yen(SGX)
Dec08 081110 99.23 99.24 99.22 99.22 -0.03 1,731 22,354 +1,363
Mar09 081110 99.34 99.35 99.31 99.31 -0.03 155 11,240 +107
Jun09 081110 99.36 99.36 99.33 99.33 -0.03 6 5,935 -11
Sep09 081110 99.35 99.35 99.29 99.29 -0.03 15 2,828 +0
Dec09 081110 99.29 99.29 99.25 99.25 -0.03 0 1,004 +0
Mar10 081110 99.14 99.14 99.14 99.14 -0.03 0 680 +0
Jun10 081110 99.10 99.10 99.10 99.10 -0.03 0 513 +0
Sep10 081110 99.05 99.05 99.05 99.05 -0.02 0 252 +0
Total Volume and Open Interest 1,907 45,832 -1,211
Japanese Gov't Bonds(SGX)
Dec08 081110 137.50 137.50 136.86 137.16 -0.57 1,860 8,813 -806
Mar09 081110 137.16 137.16 137.16 137.16 -0.22      
Jun09 081110 137.16 137.16 137.16 137.16 -0.22      
Total Volume and Open Interest 2,473 9,436 +56
Euro-Bund(EUREX)
Dec08 081107 117.55 117.93 117.30 117.74 +0.67 473,472 984,523 -8,599
Mar09 081107 117.68 118.10 117.58 117.93 +0.67 1,313 5,256 +673
Jun09 081107 118.64 118.64 118.64 118.64 +0.67      
Total Volume and Open Interest 474,785 989,779 -7,926
Euro-Bobl(EUREX)
Dec08 081106 112.78 113.65 112.61 113.32 +2.87 589,832 1,044,533 -10,888
Mar09 081110 113.09 113.28 113.04 113.28 +0.04 325 2,483 +193
Jun09 081110 113.93 113.93 113.93 113.93 +0.13      
Total Volume and Open Interest 541,336 1,005,338 -7,500
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081107 96.995 97.035 96.980 96.995 +0.215 88 5,244 +10
Jun09 081107 97.210 97.250 97.205 97.225 +0.170 25 2,853 -25
Total Volume and Open Interest 887 36,425 -266
Long Gilt(LIFFE)
Dec08 081110 113~16 114~01 113~14 113~32 +0~00 90,574 331,857 +6,181
Mar09 081110 113~08 113~08 113~08 113~08 -0~06      
Total Volume and Open Interest 88,875 325,676 +4,991
3-Mth Short Sterling(LIFFE)
Dec08 081110 96.46 96.51 96.43 96.47 +0.03 44,200 419,888 +801
Mar09 081110 97.29 97.32 97.25 97.30 +0.03 59,414 424,006 +1,997
Jun09 081110 97.29 97.31 97.25 97.30 +0.01 49,180 301,719 +4,760
Sep09 081110 97.10 97.12 97.04 97.11 0.00 41,414 208,249 -3,565
Dec09 081110 96.81 96.83 96.74 96.81 -0.02 62,227 240,110 +5,852
Mar10 081110 96.60 96.62 96.51 96.59 -0.03 23,918 151,722 +1,152
Total Volume and Open Interest 570,087 1,946,684 +24,642
3-Mth Euribor(LIFFE)
Dec08 081110 96.290 96.415 96.270 96.395 +0.095 233,103 734,458 +28,555
Mar09 081110 97.005 97.160 96.970 97.145 +0.150 180,994 609,182 +4,837
Jun09 081110 97.230 97.330 97.200 97.315 +0.090 159,277 486,794 +10,071
Total Volume and Open Interest 1,041,115 3,453,016 +63,721
3-Mth Aus T-Bills(SFE)
Dec08 081110 95.68 95.72 95.58 95.64 -0.04 10,969 733,105 -2,317
Mar09 081110 96.33 96.35 96.27 96.33 -0.01 10,851 316,312 +3,754
Jun09 081110 96.32 96.32 96.22 96.30 -0.02 3,318 181,849 -236
Sep09 081110 95.99 95.99 95.93 95.97 -0.01 2,515 117,917 +580
Dec09 081110 95.48 95.52 95.48 95.51 unch 2,114 81,957 +1,438
Mar10 081110 94.99 95.02 94.97 95.01 +0.02 2,316 38,868 +1,134
Jun10 081110 94.54 94.55 94.50 94.53 -0.01 1,744 31,856 +387
Sep10 081110 94.20 94.22 94.20 94.20 -0.05 904 16,245 +527
Dec10 081110 93.95 93.99 93.95 93.95 -0.08 297 3,688 +215
Mar11 081110 93.78 93.78 93.78 93.78 -0.08 110 1,075 -151
Total Volume and Open Interest 46,598 1,523,880 +5,340
10-Year Aus T-Bonds(SFE)
Dec08 081110 94.81 94.87 94.77 94.81 unch 14,548 351,202 +12,119
Mar09 081110 94.75 94.75 94.75 94.75 unch      
Total Volume and Open Interest 21,152 351,202 +12,119
3-Year Aus T-Bonds(SFE)
Dec08 081110 95.87 95.87 95.75 95.81 -0.04 42,122 560,936 +19,986
Mar09 081110 95.60 95.60 95.60 95.60 -0.04      
Total Volume and Open Interest 57,540 560,936 +19,986
Gold(CMX)
Dec08 081110 739.8 768.9 738.4 746.5 +12.3 82,885 172,533 -4,871
Feb09 081110 745.9 770.0 743.4 748.7 +12.2 12,858 36,425 +2,677
Apr09 081110 755.5 767.4 748.9 750.7 +12.1 810 21,290 +97
Jun09 081110 758.2 771.0 749.8 752.8 +12.1 870 18,326 +79
Aug09 081110 755.1 755.1 755.1 755.1 +12.1 216 12,700 +126
Oct09 081110 757.4 757.4 757.4 757.4 +12.1 298 2,940 -135
Dec09 081110 766.5 766.5 759.2 759.8 +12.0 2,073 12,208 +487
Feb10 081110 762.2 762.2 762.2 762.2 +11.9 14 696 +0
Apr10 081110 764.6 764.6 764.6 764.6 +11.8 10 35 +0
Jun10 081110 767.1 767.1 767.1 767.1 +11.8 3,300 2,289 -3,036
Aug10 081110 769.9 769.9 769.9 769.9 +11.8 100 100 +0
Total Volume and Open Interest 133,970 303,884 +893
Silver(CMX)
Dec08 081110 1006.5 1053.5 1005.5 1022.0 +25.7 17,531 45,064 -1,699
Mar09 081110 1028.5 1056.5 1014.0 1026.4 +26.2 4,939 21,038 +2,362
May09 081110 1043.0 1043.0 1028.0 1029.4 +26.2 745 6,640 +433
Jul09 081110 1031.3 1031.3 1031.3 1031.3 +26.2 190 6,775 +86
Sep09 081110 1032.7 1032.7 1032.7 1032.7 +25.7 71 2,887 +0
Dec09 081110 1025.0 1053.5 1025.0 1035.6 +25.7 241 3,528 +23
Mar10 081110 1038.2 1038.2 1038.2 1038.2 +25.4 50 754 +0
Total Volume and Open Interest 27,675 94,056 +158
Platinum(NYMEX)
Jan09 081110 864.8 891.0 851.3 859.9 +7.9 1,215 15,450 +10
Apr09 081110 883.8 897.5 862.8 865.7 +8.2 47 606 +47
Total Volume and Open Interest 1,813 15,999 +174
Palladium(NYMEX)
Dec08 081110 225.00 230.90 221.10 222.00 -2.00 482 10,696 +120
Mar09 081110 226.80 231.40 223.00 223.75 -2.00 41 2,919 +17
Jun09 081110 225.75 225.75 225.75 225.75 -2.00 6 13 +0
Total Volume and Open Interest 1,880 13,491 -191
Copper(CMX)
Dec08 081110 172.80 189.00 172.80 175.20 +5.50 15,399 35,944 -1,444
Mar09 081110 175.00 188.65 175.00 175.85 +5.75 5,862 24,630 +1,967
May09 081110 187.85 187.85 176.90 176.90 +5.60 571 2,837 +207
Jul09 081110 189.00 189.00 177.85 177.85 +5.45 343 1,618 -9
Sep09 081110 178.85 178.85 178.85 178.85 +5.35 249 1,380 +0
Total Volume and Open Interest 22,321 76,769 -1,050
Aluminum(CMX)
Nov08 081110 0.91 0.91 0.91 0.91 -89.44      
Dec08 081110 0.92 0.92 0.92 0.92 -90.13      
Jan09 081110 0.92 0.92 0.92 0.92 -90.93      
Feb09 081110 0.93 0.93 0.93 0.93 -91.67      
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 081110 9114 9207 8740 8887 -109 1,348 26,524 +205
Mar09 081110 8945 8955 8810 8847 -111 2 122 -25
Jun09 081110 8816 8929 8816 8816 -113      
Sep09 081110 8784 8901 8784 8784 -117      
Total Volume and Open Interest 2,980 26,466 -325
S & P 500(CME)
Dec08 081110 941.00 962.30 906.00 921.50 -14.70 28,572 611,062 +7,154
Mar09 081110 922.00 947.60 904.60 919.70 -14.90 934 9,683 -156
Jun09 081110 919.70 947.60 904.60 919.70 -14.90 721 5,316 +336
Sep09 081110 917.90 946.10 903.10 917.90 -15.20 0 968 +0
Total Volume and Open Interest 64,270 619,695 -5,651
S & P 500 E-Mini(Globex)
Dec08 081110 941.00 962.50 905.50 921.50 -14.75 2,698,265 2,867,067 -23,331
Mar09 081110 937.00 960.25 904.25 919.75 -14.75 5,162 89,052 +1,996
Total Volume and Open Interest 3,516,436 2,983,084 +75,304
NASDAQ 100(CME)
Dec08 081110 1297.80 1321.00 1235.00 1256.50 -32.00 1,864 30,453 -232
Mar09 081110 1273.00 1273.00 1254.00 1258.50 -32.50 0 10 +0
Jun09 081110 1261.00 1261.50 1256.50 1261.00 -32.50 0 5 +0
Total Volume and Open Interest 3,661 30,700 +75
NASDAQ 100 E-Mini(Globex)
Dec08 081110 1293.00 1321.30 1235.50 1256.50 -32.00 338,144 346,537 -8,132
Mar09 081110 1311.80 1321.80 1238.30 1258.50 -32.50 110 494 +3
Total Volume and Open Interest 462,821 356,766 +5,479
S & P Midcap 400(CME)
Dec08 081110 551.00 555.20 521.00 526.90 -19.00 77 6,817 -45
Mar09 081110 526.60 527.40 526.60 526.60 -19.80      
Jun09 081110 525.70 533.70 525.70 525.70 -27.00      
Total Volume and Open Interest 234 6,862 -175
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 081110 8860 9150 8860 9105 +490 114,678 239,803 +1,930
Mar09 081110 9040 9150 8975 9085 +500 191 1,230 +0
Total Volume and Open Interest 115,316 243,931 +2,208
Nikkei 225(SGX)
Dec08 081110 8860 9150 8860 9105 +490 114,678 239,803 +1,930
Mar09 081110 9040 9150 8975 9085 +500 191 1,230 +0
Jun09 081110 9005 9005 9005 9005 +500 1 158 -10
Total Volume and Open Interest 115,316 243,931 +2,208
CAC 40(EURONEXT)
Nov08 081110 3556.0 3599.0 3451.0 3492.0 +31.0 164,564 502,194 -9,676
Dec08 081110 3548.0 3592.0 3455.5 3490.0 +31.0 662 39,460 -122
Jan09 081110 3581.0 3602.5 3469.0 3500.5 +31.5 105 312 +18
Total Volume and Open Interest 201,956 555,227 +15,852
Hang Seng Index(HKFE)
Nov08 081110 14884 15121 14370 14737 +537 8,318 893 -1,993
Dec08 081110 14970 15123 14411 14768 +551 70 955 +702
Total Volume and Open Interest 8,390 1,859 -1,341
DAX(EUREX)
Dec08 081110 5089.0 5149.0 4884.0 5043.0 +106.5 196,720 215,415 +74
Mar09 081110 5130.0 5183.0 4925.5 5077.0 +106.0 431 12,946 +15
Jun09 081110 5167.0 5204.0 4960.0 5111.5 +105.5 297 3,115 +68
Total Volume and Open Interest 197,448 231,476 -900
FT-SE 100(EURONEXT)
Dec08 081110 4550.00 4550.00 4285.50 4402.50 +48.00 170,221 718,981 +11,572
Mar09 081110 4489.00 4489.00 4378.00 4386.00 +47.00 23 9,081 +4
Jun09 081110 4367.50 4367.50 4367.50 4367.50 +48.00 0 75 +0
Total Volume and Open Interest 226,822 716,561 +26,139
SPI 200(SFE)
Dec08 081110 4120.0 4207.0 4040.0 4098.0 -26.0 36,314 317,471 -12,276
Mar09 081110 4116.0 4125.0 4061.0 4061.0 -28.0 2 1,857 +1
Jun09 081110 4065.0 4065.0 4065.0 4065.0 -29.0 24 2,598 +0
Total Volume and Open Interest 41,564 322,724 -12,275
GSCI(CME)
Nov08 081110 443.00 443.00 416.50 431.00 +11.65 3,165 13,721 -1,779
Dec08 081110 450.50 450.50 425.00 439.80 +11.55 2,930 2,886 +2,758
Jan09 081110 443.00 452.00 430.00 443.00 +9.00      
Total Volume and Open Interest 1,003 15,628 -222
RJ/CRB Index(ICE)
Jan09 081110 378.50 378.50 378.50 378.50 +4.00 47 424 +18
Feb09 081110 380.50 380.50 380.50 380.50 +4.00 0 5 +0
Apr09 081110 385.50 385.50 385.50 385.50 +4.00 0 400 +0
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz