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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 12, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081112 903.50 912.25 880.25 885.25 -22.75 732 1,996 -530
Jan09 081112 910.50 922.25 888.00 895.00 -21.00 6,374 163,778 +760
Mar09 081112 916.75 931.75 897.50 905.00 -19.50 1,652 50,583 +3,778
May09 081112 934.50 940.00 907.50 915.25 -19.00 716 19,146 +429
Jul09 081112 935.50 949.00 915.25 923.00 -19.00 424 32,356 +46
Aug09 081112 922.00 944.00 922.00 925.00 -19.00 0 1,578 -66
Sep09 081112 919.25 943.25 918.00 921.00 -20.00 10 829 -43
Total Volume and Open Interest 119,213 312,056 -1,303
Soybean Meal(CBOT)
Dec08 081112 268.30 274.80 263.20 266.40 -3.10 2,509 45,358 -3,485
Jan09 081112 269.50 276.30 264.70 268.10 -2.80 1,121 20,777 +38
Mar09 081112 273.00 279.00 267.60 270.80 -2.70 1,316 22,949 +482
May09 081112 276.70 281.30 270.00 273.60 -2.60 344 13,480 -135
Jul09 081112 273.90 284.10 273.90 276.40 -2.60 569 16,724 +209
Aug09 081112 277.50 283.00 276.00 277.40 -2.80 53 4,535 +23
Sep09 081112 277.00 280.00 276.90 276.90 -2.80 27 3,270 +6
Oct09 081112 272.00 274.50 272.00 273.00 -4.00 0 1,816 -10
Total Volume and Open Interest 39,396 140,555 -985
Soybean Oil(CBOT)
Dec08 081112 33.55 33.99 32.25 32.58 -1.15 3,672 69,496 -3,173
Jan09 081112 33.71 34.29 32.65 32.97 -1.17 2,646 74,619 +3,154
Mar09 081112 34.21 34.84 33.11 33.42 -1.17 1,899 32,448 +1,290
May09 081112 34.66 35.00 33.51 33.82 -1.17 721 17,892 +153
Jul09 081112 34.58 34.76 33.81 34.13 -1.18 1,322 27,838 +551
Aug09 081112 34.27 34.70 34.03 34.32 -1.18 135 3,764 -119
Sep09 081112 34.49 34.88 34.23 34.51 -1.19 871 3,832 +142
Oct09 081112 34.50 34.85 34.50 34.66 -1.19 152 3,110 +3
Total Volume and Open Interest 62,616 255,332 -378
Canola(WCE)
Nov08 081112 418.5 418.5 418.5 418.5 -9.9 5 156 +0
Jan09 081112 425.5 427.8 421.0 422.5 -9.9 6,855 67,648 +0
Mar09 081112 433.3 437.3 430.6 432.0 -9.8 1,015 8,161 +0
May09 081112 440.0 446.8 439.8 441.4 -10.0 494 5,011 +0
Jul09 081112 452.8 454.3 450.4 450.4 -10.1 409 4,627 +0
Total Volume and Open Interest 4,040 91,484 +630
Corn(CBOT)
Dec08 081112 370.50 389.50 363.25 369.50 -4.75 18,177 321,933 -23,487
Mar09 081112 388.50 416.75 380.50 386.25 -5.50 9,619 282,002 +15,703
May09 081112 400.00 420.00 392.25 398.00 -5.75 565 78,374 +4,399
Jul09 081112 412.75 438.50 403.50 409.00 -6.00 1,756 121,035 -593
Sep09 081112 421.75 433.25 415.25 419.50 -6.00 10 23,504 +181
Dec09 081112 435.75 460.00 426.75 433.00 -6.00 2,598 139,824 +1,481
Total Volume and Open Interest 238,466 1,010,012 +4,764
Wheat(CBOT)
Dec08 081112 522.00 555.00 507.00 533.00 +9.75 3,755 89,387 -10,578
Mar09 081112 544.50 575.50 529.00 553.50 +9.50 2,546 97,475 +14,004
May09 081112 560.50 587.75 544.00 568.25 +9.50 134 13,987 +707
Jul09 081112 570.75 602.50 557.75 582.50 +9.75 519 47,286 +1,388
Sep09 081112 585.50 621.50 584.25 608.00 +11.25 98 14,908 +2,810
Total Volume and Open Interest 127,311 277,950 -6,025
Wheat(KCBT)
Dec08 081112 568.00 598.00 553.50 575.50 +4.50 11,130 35,383 -880
Mar09 081112 583.00 612.00 568.50 590.25 +5.50 5,093 26,606 +2,026
May09 081112 583.00 621.75 580.75 600.00 +3.50 909 6,915 +329
Jul09 081112 606.00 631.25 590.50 611.50 +2.50 3,462 16,063 +929
Sep09 081112 606.50 641.00 602.75 623.25 +2.50 70 2,860 -3
Total Volume and Open Interest 16,660 90,623 +174
Wheat(MGE)
Dec08 081112 635.25 674.00 632.75 652.50 +8.00 1,117 6,871 -247
Mar09 081112 632.50 664.00 621.75 644.00 +11.25 1,013 14,431 +175
May09 081112 636.00 666.25 624.25 645.50 +8.50 408 5,222 +125
Jul09 081112 632.50 670.50 631.50 655.50 +12.25 200 1,986 +12
Sep09 081112 645.00 673.75 635.50 659.00 +11.25 58 2,702 -45
Total Volume and Open Interest 4,159 33,180 -126
Oats(CBOT)
Dec08 081112 238.50 238.75 226.50 230.00 -6.00 30 3,924 -363
Mar09 081112 254.00 254.00 244.00 246.00 -5.50 7 5,242 -85
May09 081112 256.50 261.50 256.50 256.50 -5.00 0 1,967 +0
Jul09 081112 270.00 271.50 267.00 267.00 -4.50 0 464 +0
Total Volume and Open Interest 1,021 15,866 -236
Rough Rice(CBOT)
Nov08 081112 14.24 14.25 14.10 14.19 -0.57 0 364 -211
Jan09 081112 14.47 14.99 13.91 13.99 -0.59 31 4,180 +120
Mar09 081112 14.74 14.74 14.21 14.27 -0.60 0 1,494 -27
May09 081112 14.97 14.97 14.55 14.56 -0.62 0 506 +1
Total Volume and Open Interest 494 6,855 -109
Live Cattle(CME)
Dec08 081112 91.500 92.000 90.050 90.535 -1.065 23,838 62,287 -7,662
Feb09 081112 92.650 92.900 91.100 91.730 -1.070 21,339 75,576 +5,488
Apr09 081112 93.635 93.700 92.000 92.800 -0.880 6,356 43,532 -19
Jun09 081112 90.400 90.400 88.900 89.400 -1.050 2,588 19,850 +486
Aug09 081112 88.700 89.535 88.250 88.700 -1.150 1,406 7,509 -203
Oct09 081112 91.580 91.800 91.385 91.600 -0.800 116 2,629 +62
Total Volume and Open Interest 56,324 214,036 -2,138
Feeder Cattle(CME)
Nov08 081112 98.450 98.500 96.285 96.850 -1.350 737 2,404 -374
Jan09 081112 97.300 97.680 95.750 96.230 -0.970 2,263 11,689 -11
Mar09 081112 98.230 98.230 96.600 97.000 -1.180 748 2,710 +455
Apr09 081112 97.900 97.900 97.000 97.200 -1.150 126 789 +64
May09 081112 97.750 98.950 97.000 97.800 -1.100 123 1,027 +40
Aug09 081112 100.830 101.000 99.850 100.150 -1.150 70 332 +43
Sep09 081112 102.000 102.000 102.000 102.000 -0.385 0 43 +0
Total Volume and Open Interest 3,178 18,777 -232
Lean Hogs(CME)
Dec08 081112 55.450 56.500 55.350 55.450 +0.465 16,492 51,139 -5,584
Feb09 081112 63.050 63.830 62.500 62.735 +0.185 15,361 53,742 +4,059
Apr09 081112 69.950 70.850 69.400 69.950 +0.315 4,965 33,058 -568
May09 081112 77.200 77.450 76.800 77.450 +0.500 40 1,221 +3
Jun09 081112 79.830 80.300 79.400 80.250 +0.615 2,676 20,042 +1,141
Jul09 081112 79.430 79.700 78.950 79.700 +0.600 198 2,940 +40
Aug09 081112 76.950 77.300 76.750 77.100 +0.300 149 2,520 -10
Oct09 081112 71.000 71.300 70.700 71.200 +0.500 18 1,428 +8
Total Volume and Open Interest 47,449 167,532 +1,023
Pork Bellies(CME)
Feb09 081112 84.500 85.500 84.000 84.950 +0.270 87 813 +0
Mar09 081112 83.700 84.000 83.500 83.700 +0.300 4 114 +1
May09 081112 84.200 85.000 84.000 84.200 -0.200 4 137 +1
Jul09 081112 89.600 89.600 88.900 88.900 +0.070 10 80 +10
Aug09 081112 90.250 90.250 90.250 90.250 unch 0 1 +0
Total Volume and Open Interest 137 1,133 +18
Class III Milk(CME)
Nov08 081112 15.50 15.55 15.45 15.45 unch 46 4,584 +2
Dec08 081112 14.50 14.64 14.40 14.45 -0.06 314 5,324 -69
Jan09 081112 14.16 14.34 14.15 14.18 -0.03 288 3,891 +32
Feb09 081112 14.16 14.34 14.16 14.18 -0.06 162 3,304 +65
Mar09 081112 14.30 14.35 14.20 14.20 -0.05 148 2,748 +13
Total Volume and Open Interest 1,570 36,695 +533
Cocoa(ICE)
Dec08 081112 1948 1953 1904 1912 -28 8,866 14,160 -4,336
Mar09 081112 1954 1961 1913 1927 -27 5,777 54,306 +2,360
May09 081112 1960 1969 1925 1936 -33 322 18,253 -98
Jul09 081112 1981 1982 1944 1946 -36 302 9,086 +180
Sep09 081112 1968 1968 1956 1958 -36 73 4,748 +54
Dec09 081112 2005 2005 1968 1968 -43 133 7,089 +103
Mar10 081112 1994 1994 1977 1977 -44 0 2,372 +0
Total Volume and Open Interest 14,927 113,568 -4,047
Coffee "C"(ICE)
Dec08 081112 113.30 113.55 111.15 111.75 -0.55 15,352 40,031 -6,789
Mar09 081112 118.00 118.00 115.60 116.40 -0.55 14,312 53,261 +5,119
May09 081112 120.80 120.85 118.45 119.30 -0.50 3,216 17,398 -211
Jul09 081112 121.95 122.20 121.20 122.05 -0.45 1,301 5,323 +367
Sep09 081112 124.55 124.80 123.80 124.65 -0.45 180 2,655 +13
Dec09 081112 127.95 128.20 127.20 128.05 -0.40 328 2,547 -62
Total Volume and Open Interest 34,347 124,556 -758
Orange Juice(ICE)
Jan09 081112 83.00 84.85 82.10 83.10 +0.10 693 17,094 -237
Mar09 081112 86.50 87.60 86.00 87.10 +0.10 141 7,538 +68
May09 081112 90.05 92.00 90.00 91.00 +0.10 44 1,909 +17
Jul09 081112 95.05 95.05 95.05 95.05 +0.05 212 677 +212
Sep09 081112 99.10 99.10 99.10 99.10 +0.05 0 122 +0
Nov09 081112 102.40 102.40 102.40 102.40 +0.05 0 104 +0
Total Volume and Open Interest 597 27,633 -127
Sugar #11(ICE)
Mar09 081112 11.90 11.90 11.35 11.61 -0.19 36,074 267,316 -1,284
May09 081112 12.11 12.17 11.72 11.96 -0.16 5,492 99,701 +751
Jul09 081112 12.36 12.38 11.95 12.18 -0.13 4,484 107,627 +447
Oct09 081112 12.76 12.76 12.39 12.57 -0.14 1,367 69,086 +297
Mar10 081112 13.17 13.19 12.83 13.07 -0.12 708 43,546 +123
Total Volume and Open Interest 49,225 638,220 +3,290
Sugar #14(ICE)
Jan09 081112 19.60 19.70 19.60 19.69 -0.27 239 1,431 -24
Mar09 081112 20.30 20.50 20.25 20.49 +0.09 56 2,905 +53
May09 081112 21.25 21.25 21.20 21.22 +0.32 27 2,080 +25
Jul09 081112 21.70 21.70 21.20 21.50 +0.33 34 1,614 +32
Sep09 081112 21.80 21.80 21.80 21.80 +0.29 2 787 +2
Total Volume and Open Interest 44 8,729 -4
London Cocoa(LCE)
Dec08 081112 1299 1317 1298 1316 +16 1,928 73,912 -87
Mar09 081112 1306 1324 1303 1322 +16 4,239 59,678 +741
May09 081112 1318 1330 1314 1330 +17 1,316 29,011 -94
Jul09 081112 1324 1341 1324 1341 +17 462 14,898 +384
Sep09 081112 1333 1349 1332 1349 +16 210 10,843 +0
Dec09 081112 1348 1356 1348 1356 +15 800 5,996 +671
Mar10 081112 1367 1367 1367 1367 +15 0 768 +0
Total Volume and Open Interest 11,417 193,503 +488
London Coffee(LCE)
Nov08 081112 1820.00 1823.00 1765.00 1785.00 -30.00 119 130 -96
Jan09 081112 1850.00 1871.00 1808.00 1825.00 -15.00 10,538 80,335 +2,041
Total Volume and Open Interest 8,916 78,520 +3,069
London Sugar(LCE)
Mar09 081112 329.30 331.90 321.00 321.50 -9.50 2,423 24,348 +841
May09 081112 336.70 338.90 329.10 329.80 -8.20 162 8,348 -84
Aug09 081112 341.00 341.00 336.20 336.30 -7.70 209 6,217 +124
Oct09 081112 347.60 347.60 342.50 343.60 -7.20 48 3,027 +5
Dec09 081112 356.00 356.00 350.00 350.90 -7.20 39 789 +32
Total Volume and Open Interest 4,229 46,268 -130
Cotton(ICE)
Dec08 081112 39.68 39.91 36.70 39.45 +0.31 14,743 43,680 -6,806
Mar09 081112 42.14 42.48 39.23 41.75 -0.39 16,332 69,625 +4,454
May09 081112 43.54 43.54 40.78 43.03 -0.51 1,334 10,818 +354
Jul09 081112 45.26 45.26 42.16 44.50 -0.59 1,669 14,441 -123
Oct09 081112 45.60 47.20 45.60 47.20 -0.49 0 117 +0
Dec09 081112 49.75 49.75 46.82 48.60 -0.79 749 12,834 +242
Total Volume and Open Interest 34,233 155,144 -2,294
Lumber(CME)
Nov08 081112 188.0 188.0 186.8 187.1 -0.6 253 473 -102
Jan09 081112 204.0 204.9 202.0 203.1 +0.1 384 4,925 -39
Mar09 081112 219.0 219.5 217.3 217.5 +1.3 185 1,433 -17
May09 081112 235.0 236.2 234.0 236.0 -0.2 28 565 +5
Total Volume and Open Interest 771 7,750 -62
Crude Oil(NYM)
Dec08 081112 59.00 59.50 55.50 56.16 -3.17 258,306 214,698 -13,899
Jan09 081112 59.75 60.34 56.41 57.03 -3.19 87,311 201,218 +21,138
Feb09 081112 60.54 61.26 57.43 57.95 -3.17 24,571 49,520 +46
Mar09 081112 61.74 62.21 58.36 58.84 -3.21 10,069 42,803 -227
Apr09 081112 62.65 63.12 59.30 59.73 -3.22 4,394 33,491 +210
May09 081112 63.65 64.10 60.25 60.62 -3.22 4,803 25,457 -509
Jun09 081112 63.95 64.31 61.03 61.47 -3.22 13,197 97,000 -412
Jul09 081112 63.59 63.86 62.11 62.30 -3.21 3,523 22,622 +584
Aug09 081112 63.75 63.75 62.71 63.10 -3.18 1,251 23,007 -51
Sep09 081112 63.88 64.15 63.87 63.87 -3.15 4,014 17,318 +1,150
Oct09 081112 64.64 64.64 64.64 64.64 -3.11 1,625 14,561 +659
Nov09 081112 66.66 66.85 65.41 65.41 -3.07 971 13,743 +239
Dec09 081112 68.47 69.29 65.80 66.17 -3.03 14,328 103,723 -269
Jan10 081112 67.35 67.35 66.89 66.89 -3.00 365 16,221 -2
Feb10 081112 67.57 67.57 67.57 67.57 -2.97 69 7,303 -23
Mar10 081112 68.23 68.23 68.23 68.23 -2.94 171 11,214 -50
Total Volume and Open Interest 508,631 1,146,363 -2,962
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081112 59.050 59.525 55.600 56.150 -3.175 13,144 9,464 +465
Jan09 081112 59.700 60.275 56.450 57.025 -3.200 1,388 1,180 +333
Feb09 081112 60.550 60.625 57.600 57.950 -3.175 102 156 +23
Mar09 081112 60.375 60.375 58.800 58.850 -3.200 7 170 +5
Apr09 081112 59.725 59.725 59.725 59.725 -3.225 1 1 +0
May09 081112 60.625 60.625 60.625 60.625 -3.225 1 1 +0
Jun09 081112 61.475 61.475 61.475 61.475 -3.225 1 1 +0
Jul09 081112 62.300 62.300 62.300 62.300 -3.200 0 1 +0
Aug09 081112 63.100 63.100 63.100 63.100 -3.175 0 1 +0
Total Volume and Open Interest 20,945 10,222 +56
Heating Oil(NYM)
Dec08 081112 192.18 193.45 181.61 183.54 -9.36 32,999 40,782 -2,981
Jan09 081112 194.75 195.60 185.19 186.09 -9.41 14,770 46,349 +3,224
Feb09 081112 194.00 194.75 187.11 188.19 -9.26 4,549 19,741 -670
Mar09 081112 198.50 199.00 188.43 189.49 -9.26 2,174 19,018 +366
Apr09 081112 194.70 195.74 188.73 188.99 -9.46 1,083 8,491 -7
May09 081112 195.90 195.90 189.30 189.44 -9.21 1,212 10,678 +179
Jun09 081112 198.35 198.35 189.47 190.44 -8.91 2,794 18,677 -713
Jul09 081112 197.20 198.50 191.70 192.19 -8.76 1,147 5,751 +502
Aug09 081112 200.00 200.00 193.70 194.19 -8.86 393 3,281 +51
Sep09 081112 202.10 202.10 195.20 196.34 -8.86 1,029 6,436 +106
Oct09 081112 205.00 206.51 198.10 199.19 -8.86 576 2,132 +263
Nov09 081112 207.50 207.50 201.00 201.74 -8.76 631 1,687 +67
Total Volume and Open Interest 73,578 220,038 -2,898
Gasoline(NYMEX)
Dec08 081112 129.75 131.71 123.69 124.81 -5.78 34,045 52,983 -4,683
Jan09 081112 134.44 134.44 127.09 128.26 -6.18 17,171 45,656 +4,666
Feb09 081112 137.14 137.33 131.19 131.61 -6.38 5,361 9,623 +1,180
Mar09 081112 141.01 141.01 134.33 134.96 -6.58 2,338 9,060 +277
Apr09 081112 155.89 155.89 149.51 149.71 -7.33 1,355 11,903 +224
May09 081112 157.60 158.67 150.90 151.41 -7.48 1,444 7,293 +428
Jun09 081112 159.23 159.23 152.91 153.01 -7.73 1,134 7,986 +115
Jul09 081112 158.18 158.75 154.56 154.56 -7.88 375 2,011 +82
Aug09 081112 158.70 158.70 155.86 155.86 -7.88 86 1,794 +21
Sep09 081112 158.34 158.34 156.76 156.76 -7.88 414 2,531 +43
Total Volume and Open Interest 64,196 163,980 +2,705
e-miNY RBOB Gasoline(NYM)
Dec08 081112 124.81 124.81 124.81 124.81 -5.78      
Jan09 081112 128.26 128.26 128.26 128.26 -6.18      
Feb09 081112 131.61 131.61 131.61 131.61 -6.38      
Mar09 081112 134.96 134.96 134.96 134.96 -6.58      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081112 6.698 6.789 6.333 6.405 -0.300 86,868 72,718 -2,271
Jan09 081112 6.858 6.923 6.486 6.560 -0.291 44,964 107,733 +1,689
Feb09 081112 6.915 6.976 6.585 6.633 -0.283 9,309 40,109 +214
Mar09 081112 6.880 6.940 6.532 6.604 -0.282 8,501 73,497 +500
Apr09 081112 6.828 6.840 6.500 6.554 -0.282 8,273 58,028 +1,409
May09 081112 6.875 6.904 6.555 6.614 -0.277 2,787 35,322 -201
Jun09 081112 6.985 7.028 6.675 6.736 -0.268 901 21,947 +132
Jul09 081112 7.100 7.105 6.820 6.868 -0.261 937 19,775 -90
Aug09 081112 7.170 7.230 6.900 6.953 -0.261 490 18,746 -82
Sep09 081112 7.200 7.264 6.955 6.986 -0.260 323 17,128 +1
Oct09 081112 7.316 7.365 7.025 7.066 -0.260 1,680 31,616 +1
Nov09 081112 7.640 7.670 7.370 7.411 -0.245 868 16,694 -107
Dec09 081112 8.045 8.045 7.730 7.786 -0.245 740 25,941 -250
Jan10 081112 8.201 8.201 8.014 8.031 -0.245 1,105 18,489 +300
Feb10 081112 8.205 8.205 8.005 8.031 -0.245 62 7,813 +6
Mar10 081112 8.020 8.020 7.850 7.856 -0.240 463 17,194 +128
Total Volume and Open Interest 140,316 750,007 -8,867
Brent Crude Oil(ICE)
Dec08 081112 55.62 55.92 51.64 52.37 -3.34 89,484 51,470 -9,329
Jan09 081112 57.63 57.99 53.79 54.52 -3.23 99,539 125,037 +2,734
Feb09 081112 59.41 59.88 55.87 56.49 -3.13 49,478 74,145 +8,888
Mar09 081112 61.37 61.49 57.46 58.14 -3.07 12,949 33,941 +369
Apr09 081112 62.85 62.85 58.91 59.54 -3.04 5,046 17,178 -473
May09 081112 64.14 64.14 60.22 60.84 -3.00 3,927 17,193 +282
Jun09 081112 64.95 64.95 61.47 62.09 -2.97 7,377 33,945 -791
Jul09 081112 65.80 65.93 63.28 63.28 -2.95 2,313 12,602 -148
Aug09 081112 66.94 67.00 64.38 64.38 -2.95 1,943 10,226 -14
Sep09 081112 65.75 65.75 65.34 65.34 -2.91 1,184 10,031 +337
Oct09 081112 66.09 66.09 66.09 66.09 -2.89 0 6,972 +108
Nov09 081112 66.80 66.80 66.80 66.80 -2.82 0 10,252 -63
Dec09 081112 69.71 70.07 66.84 67.46 -2.80 7,691 56,952 -556
Jan10 081112 68.22 68.22 68.22 68.22 -2.75 0 8,754 +5
Total Volume and Open Interest 253,015 562,698 -7,059
Gas Oil(ICE)
Nov08 081112 616.75 616.75 599.75 610.25 unch 13,224 14,205 -7,197
Dec08 081112 610.00 610.00 572.25 586.75 -20.25 37,071 75,896 -2,735
Jan09 081112 614.75 615.25 584.50 592.75 -19.75 18,413 58,999 +6,168
Feb09 081112 621.25 621.75 594.00 601.00 -18.75 4,192 26,699 +1,598
Mar09 081112 626.25 626.25 605.00 608.00 -18.00 2,762 16,976 +704
Apr09 081112 632.25 632.25 611.00 614.00 -18.25 2,014 14,841 +92
May09 081112 638.25 638.25 617.00 620.25 -18.00 1,385 16,277 +57
Jun09 081112 644.00 644.00 623.00 626.75 -17.50 2,979 35,100 -767
Jul09 081112 653.00 653.00 632.25 636.25 -17.00 1,540 9,081 -91
Aug09 081112 660.75 660.75 641.50 645.75 -16.25 838 7,672 +276
Total Volume and Open Interest 86,454 356,943 -1,820
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081112 1.630 1.679 1.600 1.622 -0.050 11 364 -7
Jan09 081112 1.660 1.660 1.616 1.626 -0.044 6 433 +8
Feb09 081112 1.650 1.682 1.600 1.625 -0.065 15 193 -5
Mar09 081112 1.624 1.625 1.624 1.624 -0.060 9 262 -3
Apr09 081112 1.600 1.680 1.600 1.629 -0.058 5 311 +0
May09 081112 1.610 1.700 1.600 1.640 -0.060 5 177 +5
Jun09 081112 1.610 1.700 1.610 1.670 -0.030 0 176 +0
Total Volume and Open Interest 56 3,030 +3
US Dollar Index(ICE)
Dec08 081112 87.685 88.405 87.210 88.050 +0.360 4,031 36,501 +590
Mar09 081112 88.285 88.955 88.285 88.800 +0.360 38 2,097 +5
Jun09 081112 89.530 89.530 89.530 89.530 +0.360 0 81 +0
Total Volume and Open Interest 2,283 38,084 -718
Australian Dollar(CME)
Dec08 081112 65.28 66.40 63.25 63.69 -1.43 0 64,480 +362
Mar09 081112 64.88 65.97 63.00 63.36 -1.40 0 964 +11
Jun09 081112 63.09 64.46 63.09 63.09 -1.37 0 304 +0
Total Volume and Open Interest 0 65,776 +1,220
British Pound(CME)
Dec08 081112 153.46 154.61 148.70 149.46 -4.49 0 105,677 -1,211
Mar09 081112 152.75 154.11 148.67 149.32 -4.23 0 3,293 -4
Jun09 081112 149.21 153.59 148.70 149.21 -4.10 0 1,171 +0
Total Volume and Open Interest 0 110,156 +1,056
Canadian Dollar(CME)
Dec08 081112 82.71 83.37 80.68 80.80 -2.09 7 91,562 +164
Mar09 081112 82.65 83.26 80.73 80.79 -2.10 0 4,835 +13
Jun09 081112 82.68 83.08 80.82 80.85 -2.08 0 1,762 +22
Sep09 081112 81.37 83.02 80.88 80.88 -2.14 0 1,690 +0
Total Volume and Open Interest 14 100,493 +835
Japanese Yen(CME)
Dec08 081112 102.51 105.93 102.02 104.72 +2.35 0 124,807 +58
Mar09 081112 103.08 106.18 102.41 105.02 +2.34 0 1,564 +8
Jun09 081112 105.64 106.25 102.99 105.35 +2.36 0 3,661 +0
Total Volume and Open Interest 0 130,043 +311
Swiss Franc(CME)
Dec08 081112 84.18 85.07 84.06 84.27 -0.05 0 40,266 -913
Mar09 081112 84.43 85.15 84.37 84.43 -0.05 0 1,170 -2
Jun09 081112 84.58 85.07 84.58 84.58 -0.05 0 290 +0
Total Volume and Open Interest 0 41,734 +395
EuroFX(CME)
Dec08 081112 124.93 126.10 124.46 124.89 -0.43 1 142,315 +5,847
Mar09 081112 124.79 125.71 124.20 124.62 -0.35 0 26,236 -2
Jun09 081112 124.75 125.31 124.27 124.54 -0.30 0 625 -2
Total Volume and Open Interest 1 170,161 +6,260
Mexican Peso(CME)
Nov08 081112 759.8 765.0 759.8 759.8 -5.2      
Dec08 081112 766.0 768.8 753.0 755.8 -5.2 0 40,835 -17
Total Volume and Open Interest 0 41,299 -434
30-Year T-Bonds(CBOT)
Dec08 081112 118~075 118~220 117~175 118~030 -0~110 38,688 716,358 -2,762
Mar09 081112 116~195 117~085 116~070 116~250 -0~110 326 16,073 +98
Jun09 081112 115~105 116~035 115~105 115~215 -0~140 0 12 +0
Total Volume and Open Interest 39,018 732,447 +1,388
10-Year T-Notes(CBOT)
Dec08 081112 115~235 116~285 111~150 116~210 +0~210 98,536 1,222,045 -4,874
Mar09 081112 113~210 114~210 113~210 114~135 +0~230 736 19,997 +316
Jun09 081112 113~135 113~135 112~225 113~135 +0~230      
Total Volume and Open Interest 99,272 1,242,042 -29,354
5-Year T-Notes(CBOT)
Dec08 081112 115~098 116~080 115~090 116~065 +0~085 38,046 0 +0
Mar09 081112 113~061 114~051 113~061 114~040 +0~084 38 0 +0
Jun09 081112 114~040 114~040 113~084 114~040 +0~084      
Total Volume and Open Interest 38,084    
2 Year T-Notes(CBOT)
Dec08 081112 108~028 108~064 108~028 108~057 +0~025 0 696,182 -460
Mar09 081112 107~082 107~082 107~047 107~072 +0~026 0 1,315 +2
Jun09 081112 107~072 107~072 107~047 107~072 +0~026      
Total Volume and Open Interest 0 697,497 -4,050
Eurodollars(CME)
Dec08 081112 98.150 98.170 98.005 98.045 -0.100 44 1,562,635 -5,093
Mar09 081112 98.250 98.295 98.120 98.145 -0.095 0 1,272,237 +383
Jun09 081112 98.165 98.205 98.085 98.105 -0.025 0 986,492 -614
Sep09 081112 97.990 98.050 97.945 97.995 +0.040 0 883,186 +6
Dec09 081112 97.725 97.825 97.695 97.785 +0.085 0 791,027 +696
Mar10 081112 97.570 97.700 97.530 97.665 +0.135 36 605,372 +324
Jun10 081112 97.260 97.450 97.240 97.410 +0.170 8 385,586 +1,210
Sep10 081112 96.920 97.125 96.905 97.090 +0.190 0 338,095 -1,249
Dec10 081112 96.510 96.715 96.495 96.690 +0.205 15 232,422 +730
Mar11 081112 96.220 96.425 96.210 96.400 +0.210 5 185,198 +771
Jun11 081112 95.955 96.150 95.935 96.125 +0.210 15 190,130 +479
Sep11 081112 95.730 95.935 95.725 95.910 +0.205 65 130,121 +1,265
Dec11 081112 95.575 95.740 95.550 95.715 +0.205 0 94,224 -507
Mar12 081112 95.520 95.685 95.500 95.665 +0.200 0 97,689 +34
Jun12 081112 95.380 95.565 95.370 95.545 +0.200 0 73,697 -258
Sep12 081112 95.320 95.475 95.280 95.455 +0.195 8 60,939 -98
Dec12 081112 95.170 95.345 95.150 95.325 +0.195 50 55,177 +14
Mar13 081112 95.140 95.310 95.120 95.300 +0.195 0 52,352 +46
Total Volume and Open Interest 246 8,290,694 +76,411
30 Day Federal Funds(CBOT)
Nov08 081112 99.620 99.670 99.610 99.618 -0.035 0 98,805 +263
Dec08 081112 99.585 99.655 99.550 99.565 -0.020 0 69,766 -107
Jan09 081112 99.460 99.505 99.455 99.485 unch 0 68,162 -117
Feb09 081112 99.445 99.445 99.400 99.415 unch 0 69,301 -146
Mar09 081112 99.340 99.390 99.335 99.355 -0.005 0 41,340 -76
Apr09 081112 99.325 99.325 99.275 99.300 -0.005 0 34,093 +33
Total Volume and Open Interest 0 470,075 -554
30 Day Fed Funds(e-CBOT)
Nov08 081112 99.620 99.670 99.610 99.662 +0.010 615 98,805 +263
Dec08 081112 99.585 99.600 99.550 99.580 -0.005 832 69,766 -107
Jan09 081112 99.460 99.505 99.455 99.495 +0.010 629 68,162 -117
Feb09 081112 99.445 99.445 99.400 99.435 +0.020 737 69,301 -146
Mar09 081112 99.340 99.390 99.335 99.370 +0.010 950 41,340 -76
Apr09 081112 99.325 99.325 99.275 99.310 +0.005 796 34,093 +33
Total Volume and Open Interest 6,499 470,075 +15
3-Mth Euro-Yen(CME)
Dec08 081112 99.25 99.25 99.25 99.25 unch 0 3,747 +0
Mar09 081112 99.33 99.33 99.33 99.33 unch 0 4,874 +0
Jun09 081112 99.36 99.36 99.36 99.36 unch 0 928 +0
Sep09 081112 99.31 99.31 99.31 99.31 unch 0 480 +0
Dec09 081112 99.28 99.28 99.28 99.28 unch 0 100 +0
Mar10 081112 99.17 99.17 99.17 99.17 unch      
Jun10 081112 99.12 99.12 99.12 99.12 unch      
Sep10 081112 99.07 99.07 99.07 99.07 unch      
Dec10 081112 99.08 99.08 99.08 99.08 -0.01      
Mar11 081112 98.99 98.99 98.99 98.99 -0.02      
Total Volume and Open Interest 0 10,129 +0
3-Mth Euro-Yen(SGX)
Dec08 081112 99.24 99.24 99.22 99.22 -0.01 100 20,907 -1,420
Mar09 081112 99.32 99.32 99.31 99.31 -0.01 0 11,331 +0
Jun09 081112 99.38 99.38 99.35 99.35 -0.01 1 5,463 -1
Sep09 081112 99.31 99.38 99.31 99.31 0.00 0 2,822 +0
Dec09 081112 99.27 99.31 99.27 99.27 -0.01 0 974 +0
Mar10 081112 99.16 99.24 99.16 99.16 0.00 0 680 +0
Jun10 081112 99.10 99.16 99.10 99.10 -0.01 0 513 +0
Sep10 081112 99.06 99.06 99.06 99.06 -0.01 0 252 +0
Total Volume and Open Interest 101 46,483 -443
Japanese Gov't Bonds(SGX)
Dec08 081112 138.25 138.40 137.91 137.94 +0.78 943 9,724 +911
Mar09 081112 137.94 137.94 137.94 137.94 -0.18      
Jun09 081112 137.94 137.94 137.94 137.94 -0.18      
Total Volume and Open Interest 2,279 9,532 -192
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 081112 113.63 113.72 113.59 113.69 +0.16 2,708 4,076 +1,593
Jun09 081112 114.25 114.25 114.25 114.25 +0.17      
Total Volume and Open Interest 292,009 1,001,773 +16,965
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 081112 113~21 114~26 113~20 114~21 +0~27 56,678 331,020 +1,841
Mar09 081112 113~29 113~29 113~29 113~29 +0~27      
Total Volume and Open Interest 54,554 329,179 -2,678
3-Mth Short Sterling(LIFFE)
Dec08 081112 96.60 96.94 96.58 96.89 +0.31 44,330 424,134 +9,468
Mar09 081112 97.35 97.67 97.30 97.60 +0.22 28,572 427,696 +1,413
Jun09 081112 97.34 97.67 97.34 97.60 +0.25 19,584 303,687 +285
Sep09 081112 97.13 97.46 97.13 97.39 +0.24 16,561 211,194 +1,975
Dec09 081112 96.83 97.12 96.83 97.04 +0.21 31,081 251,439 +8,088
Mar10 081112 96.60 96.89 96.59 96.79 +0.21 15,408 158,341 +4,774
Total Volume and Open Interest 216,338 1,964,397 +7,237
3-Mth Euribor(LIFFE)
Dec08 081112 96.510 96.600 96.490 96.530 +0.035 75,927 726,300 -9,608
Mar09 081112 97.260 97.345 97.180 97.275 +0.020 157,734 617,450 +5,069
Jun09 081112 97.390 97.465 97.330 97.385 -0.010 106,503 484,660 +1,658
Total Volume and Open Interest 585,424 3,444,593 +1,778
3-Mth Aus T-Bills(SFE)
Dec08 081112 95.70 95.78 95.67 95.72 +0.03 13,314 737,338 +3,232
Mar09 081112 96.44 96.58 96.43 96.49 +0.04 6,849 314,619 +1,573
Jun09 081112 96.40 96.53 96.37 96.45 +0.04 3,444 177,499 +1,194
Sep09 081112 96.09 96.21 96.07 96.16 +0.07 640 116,961 -189
Dec09 081112 95.63 95.77 95.63 95.71 +0.08 1,706 80,381 +551
Mar10 081112 95.16 95.28 95.15 95.21 +0.07 249 37,294 +45
Jun10 081112 94.78 94.82 94.74 94.74 +0.07 310 31,383 +193
Sep10 081112 94.46 94.47 94.41 94.41 +0.05 13 16,075 -31
Dec10 081112 94.13 94.13 94.13 94.13 +0.03 0 3,825 +4
Mar11 081112 93.95 93.95 93.95 93.95 +0.03 0 1,034 +0
Total Volume and Open Interest 33,861 1,517,293 +6,448
10-Year Aus T-Bonds(SFE)
Dec08 081112 94.98 95.06 94.90 94.91 -0.04 12,584 329,343 -6,928
Mar09 081112 94.86 94.86 94.86 94.86 -0.04      
Total Volume and Open Interest 16,108 329,343 -6,928
3-Year Aus T-Bonds(SFE)
Dec08 081112 96.04 96.15 96.04 96.06 +0.04 34,057 531,016 -20,607
Mar09 081112 95.86 95.86 95.86 95.86 +0.06      
Total Volume and Open Interest 43,804 531,016 -20,607
Gold(CMX)
Dec08 081112 732.3 738.4 708.3 718.3 -14.5 107,773 153,457 -11,154
Feb09 081112 734.4 740.0 710.7 720.0 -14.7 17,163 48,598 +8,632
Apr09 081112 736.4 739.4 716.1 721.6 -14.9 1,816 22,604 +796
Jun09 081112 738.3 741.0 714.3 723.3 -15.0 3,159 19,988 +705
Aug09 081112 725.3 725.3 725.3 725.3 -15.1 863 12,775 +75
Oct09 081112 727.2 727.2 727.2 727.2 -15.2 292 2,913 -91
Dec09 081112 741.3 741.3 720.0 729.3 -15.3 846 12,347 +249
Feb10 081112 731.5 731.5 731.5 731.5 -15.4 14 696 +0
Apr10 081112 733.7 733.7 733.7 733.7 -15.5 10 35 +0
Jun10 081112 735.9 735.9 735.9 735.9 -15.7 150 2,264 +0
Aug10 081112 738.5 738.5 738.5 738.5 -15.9 100 100 +0
Total Volume and Open Interest 145,469 294,737 -2,312
Silver(CMX)
Dec08 081112 975.5 987.0 925.0 948.0 -32.5 19,420 41,614 -1,121
Mar09 081112 980.0 987.5 930.0 951.9 -32.5 3,276 23,326 +1,794
May09 081112 955.0 955.5 938.0 954.5 -32.8 93 6,605 -25
Jul09 081112 978.5 978.5 944.5 955.9 -33.0 253 6,886 +110
Sep09 081112 956.9 956.9 956.9 956.9 -33.2 610 3,138 +0
Dec09 081112 991.0 991.0 953.5 959.5 -33.3 44 3,537 -8
Mar10 081112 961.9 961.9 961.9 961.9 -33.5 50 754 +0
Total Volume and Open Interest 32,390 93,764 -1,600
Platinum(NYMEX)
Jan09 081112 827.0 854.0 815.0 825.1 -1.5 1,410 15,205 -143
Apr09 081112 828.1 851.0 828.0 830.6 -1.5 154 850 +151
Total Volume and Open Interest 1,512 16,047 -9
Palladium(NYMEX)
Dec08 081112 218.95 220.40 212.10 216.00 -3.25 1,795 9,067 -1,293
Mar09 081112 222.00 222.00 214.05 217.85 -3.25 1,287 4,198 +1,176
Jun09 081112 219.85 219.85 219.85 219.85 -3.25 6 13 +0
Total Volume and Open Interest 1,576 13,395 -233
Copper(CMX)
Dec08 081112 166.00 169.00 157.00 165.55 +0.75 14,971 32,070 -1,493
Mar09 081112 166.65 169.50 157.50 166.15 +0.65 5,883 27,758 +2,580
May09 081112 169.30 169.30 160.00 167.45 +0.65 979 3,184 +202
Jul09 081112 166.00 169.10 165.75 168.55 +0.65 595 1,655 +9
Sep09 081112 169.35 169.95 169.35 169.55 +0.65 295 1,478 +105
Total Volume and Open Interest 26,153 75,684 -1,594
Aluminum(CMX)
Nov08 081112 0.88 0.88 0.88 0.88 -0.01      
Dec08 081112 0.89 0.89 0.89 0.89 -0.01      
Jan09 081112 0.90 0.90 0.90 0.90 unch      
Feb09 081112 0.91 0.91 0.91 0.91 unch      
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 081112 8625 8765 8250 8280 -357 1,987 26,376 -7
Mar09 081112 8308 8308 8237 8237 -360 1 117 -4
Jun09 081112 8210 8566 8210 8210 -356      
Sep09 081112 8175 8534 8175 8175 -359      
Total Volume and Open Interest 1,666 26,504 -142
S & P 500(CME)
Dec08 081112 894.70 911.00 848.50 853.50 -39.50 25,768 610,639 -765
Mar09 081112 877.00 883.00 849.00 851.50 -39.50 170 9,878 +74
Jun09 081112 874.70 880.70 848.70 851.10 -39.60 50 5,315 -1
Sep09 081112 872.50 878.50 846.50 848.60 -39.90 0 968 +0
Total Volume and Open Interest 33,049 627,492 +463
S & P 500 E-Mini(Globex)
Dec08 081112 854.00 856.75 841.25 844.50 -48.50 2,679,092 2,933,221 +50,950
Mar09 081112 896.00 907.25 846.25 851.50 -39.50 4,992 92,130 +2,295
Total Volume and Open Interest 2,133,532 2,977,761 +16,011
NASDAQ 100(CME)
Dec08 081112 1228.00 1244.00 1160.00 1163.50 -59.50 1,029 31,035 -63
Mar09 081112 1165.30 1169.80 1165.30 1165.30 -59.50 0 10 +0
Jun09 081112 1166.50 1171.00 1166.50 1166.50 -59.50 0 5 +0
Total Volume and Open Interest 3,301 31,113 +645
NASDAQ 100 E-Mini(Globex)
Dec08 081112 1165.30 1168.80 1140.00 1144.50 -78.50 339,641 361,075 +8,034
Mar09 081112 1228.80 1244.80 1163.80 1165.30 -59.50 48 485 -3
Total Volume and Open Interest 291,864 355,136 +6,499
S & P Midcap 400(CME)
Dec08 081112 503.00 511.40 484.00 485.40 -23.10 33 6,770 -3
Mar09 081112 484.80 484.80 483.40 484.80 -23.10      
Jun09 081112 483.00 483.00 481.60 483.00 -23.70      
Total Volume and Open Interest 76 6,773 -44
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 081112 8515 8790 8485 8740 -40 87,525 244,997 -304
Mar09 081112 8620 8785 8505 8695 -115 143 1,227 +15
Total Volume and Open Interest 87,867 248,893 -289
Nikkei 225(SGX)
Dec08 081112 8515 8790 8485 8740 -40 87,525 244,997 -304
Mar09 081112 8620 8785 8505 8695 -115 143 1,227 +15
Jun09 081112 8615 8615 8615 8615 -115 0 158 +0
Total Volume and Open Interest 87,867 248,893 -289
CAC 40(EURONEXT)
Nov08 081112 3407.5 3421.0 3194.5 3223.0 -103.0 117,006 499,733 -5,486
Dec08 081112 3412.5 3412.5 3195.5 3221.0 -103.0 894 39,433 +408
Jan09 081112 3357.0 3367.5 3224.0 3229.5 -104.0 115 396 +51
Total Volume and Open Interest 112,085 548,111 +2,665
Hang Seng Index(HKFE)
Nov08 081112 13901 14237 13551 13762 -208 9,788 825 -3,086
Dec08 081112 14037 14228 13575 13780 -200 150 555 +401
Total Volume and Open Interest 9,945 1,422 -2,705
DAX(EUREX)
Dec08 081112 4880.0 4894.0 4562.0 4624.5 -154.0 168,872 225,349 +10,927
Mar09 081112 4904.0 4915.5 4595.0 4654.5 -155.0 1,289 13,204 +191
Jun09 081112 4935.5 4938.5 4631.0 4684.0 -155.5 467 3,099 +55
Total Volume and Open Interest 170,628 241,652 +11,173
FT-SE 100(EURONEXT)
Dec08 081112 4346.00 4346.50 4104.50 4168.00 -78.50 148,573 728,070 +7,751
Mar09 081112 4242.50 4243.00 4109.00 4144.50 -82.50 62 9,101 +28
Jun09 081112 4123.00 4123.00 4123.00 4123.00 -88.50 0 75 +0
Total Volume and Open Interest 134,905 729,467 +1,330
SPI 200(SFE)
Dec08 081112 3994.0 4005.0 3874.0 3986.0 -7.0 30,045 316,534 +1,551
Mar09 081112 3933.0 3949.0 3871.0 3949.0 -7.0 0 1,853 +2
Jun09 081112 3946.0 3946.0 3946.0 3946.0 -10.0 0 2,576 -22
Total Volume and Open Interest 32,819 321,761 +1,531
GSCI(CME)
Nov08 081112 406.00 407.00 393.50 393.50 -16.30 3,123 7,710 -2,901
Dec08 081112 414.70 415.50 402.00 402.00 -16.50 3,006 8,633 +2,857
Jan09 081112 408.00 424.10 408.00 408.00 -16.00      
Total Volume and Open Interest 6,509 16,387 -220
RJ/CRB Index(ICE)
Jan09 081112 361.00 361.00 361.00 361.00 -9.50 1,193 871 +447
Feb09 081112 363.00 363.00 363.00 363.00 -9.50 0 5 +0
Apr09 081112 368.00 368.00 368.00 368.00 -9.50 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

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