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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 19, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081119 902.75 921.25 893.25 897.00 -5.00 3,732 154,519 -960
Mar09 081119 911.25 929.75 901.25 904.25 -6.00 1,542 55,956 +901
May09 081119 924.00 940.00 910.75 913.00 -7.75 391 20,002 +124
Jul09 081119 933.50 948.00 920.00 922.50 -7.25 688 32,181 -379
Aug09 081119 925.00 932.50 925.00 925.00 -7.50 0 1,571 +10
Sep09 081119 919.00 930.00 919.00 925.00 -5.00 0 810 +0
Nov09 081119 926.00 943.00 914.00 915.00 -11.00 906 41,216 -73
Total Volume and Open Interest 100,404 311,844 +1,359
Soybean Meal(CBOT)
Dec08 081119 268.80 274.30 265.50 267.70 +0.30 3,044 38,257 -2,236
Jan09 081119 269.90 276.10 261.20 269.60 +0.40 1,704 25,890 +1,178
Mar09 081119 274.70 279.20 269.50 272.40 +0.40 1,283 24,951 +784
May09 081119 277.30 281.20 272.60 274.60 +0.10 243 13,853 +250
Jul09 081119 282.20 284.60 275.50 277.50 +0.10 148 16,602 -130
Aug09 081119 278.10 280.00 278.10 279.00 +0.10 4 4,506 -101
Sep09 081119 284.00 284.00 277.00 278.20 -0.20 1 3,286 -15
Oct09 081119 275.20 276.00 275.20 275.20 -0.80 0 1,811 +2
Total Volume and Open Interest 36,478 138,351 +751
Soybean Oil(CBOT)
Dec08 081119 32.30 32.80 31.81 31.97 -0.31 2,082 53,805 -4,353
Jan09 081119 32.65 33.17 32.19 32.35 -0.31 1,454 81,879 +1,254
Mar09 081119 33.20 33.61 32.61 32.77 -0.32 787 37,433 -113
May09 081119 33.53 33.91 33.08 33.17 -0.34 251 19,183 +339
Jul09 081119 33.90 34.24 33.36 33.50 -0.36 136 27,849 -35
Aug09 081119 34.39 34.39 33.56 33.69 -0.36 1 3,911 -19
Sep09 081119 33.90 33.99 33.88 33.88 -0.36 1 4,030 +14
Oct09 081119 34.35 34.35 33.90 34.04 -0.35 17 3,250 +48
Total Volume and Open Interest 53,784 258,229 -2,837
Canola(WCE)
Nov08 081114 409.3 409.3 409.3 409.3 -6.4 5,390 67,896 +67,896
Jan09 081119 419.5 422.2 416.1 417.2 -2.3 3,967 65,692 -951
Mar09 081119 428.5 431.0 425.7 426.2 -2.3 351 11,234 +474
May09 081119 438.7 438.7 435.6 435.6 -2.1 1 5,109 -8
Jul09 081119 443.1 447.2 443.1 443.8 -3.0 168 5,372 -10
Total Volume and Open Interest 4,116 93,198 -578
Corn(CBOT)
Dec08 081119 379.75 385.00 375.00 378.75 -1.25 11,738 238,754 -10,671
Mar09 081119 395.75 401.50 391.50 395.25 -1.25 9,348 336,733 +10,521
May09 081119 408.00 413.00 403.25 406.50 -1.25 627 89,854 +2,327
Jul09 081119 417.75 424.00 414.50 417.25 -1.75 492 120,358 +801
Sep09 081119 430.00 433.50 426.00 427.50 -2.00 177 23,265 -268
Dec09 081119 443.50 448.50 439.00 441.50 -2.00 1,559 141,638 -465
Total Volume and Open Interest 196,666 990,092 -3,729
Wheat(CBOT)
Dec08 081119 530.25 540.50 525.25 527.00 -2.75 719 59,076 -9,415
Mar09 081119 551.00 560.00 544.50 546.50 -3.00 635 125,744 +1,066
May09 081119 564.50 573.00 559.50 560.50 -3.50 185 21,949 +225
Jul09 081119 578.25 587.75 573.50 574.50 -3.00 77 50,953 +37
Sep09 081119 597.50 609.75 595.50 596.50 -3.25 0 15,606 +106
Total Volume and Open Interest 77,240 304,894 +2,144
Wheat(KCBT)
Dec08 081119 560.75 572.00 558.75 559.50 -1.50 8,366 25,181 -1,809
Mar09 081119 575.00 585.25 572.50 573.00 -2.00 6,731 34,126 +1,270
May09 081119 592.00 596.25 583.75 584.00 -2.00 534 7,537 +94
Jul09 081119 598.75 608.00 593.75 594.00 -2.00 880 16,497 +54
Sep09 081119 619.25 620.00 605.75 605.75 -2.00 123 2,951 +59
Total Volume and Open Interest 14,590 92,029 -1,007
Wheat(MGE)
Dec08 081119 618.25 619.50 603.50 604.50 -11.25 1,040 6,758 -138
Mar09 081119 615.00 623.50 608.50 609.50 -7.75 1,980 14,354 -116
May09 081119 625.50 631.25 615.50 616.00 -9.00 310 5,386 -144
Jul09 081119 633.25 640.25 624.75 624.75 -9.00 109 1,886 -71
Sep09 081119 638.00 647.50 632.25 632.25 -6.50 85 2,868 -50
Total Volume and Open Interest 7,811 33,721 +229
Oats(CBOT)
Dec08 081119 217.75 220.75 215.50 216.25 +0.75 41 2,228 -414
Mar09 081119 233.00 238.00 230.50 232.00 +1.00 54 6,124 +245
May09 081119 244.00 244.00 243.00 243.00 +1.00 0 2,005 +0
Jul09 081119 253.50 253.50 252.50 253.50 +1.00 0 478 +1
Total Volume and Open Interest 1,435 14,830 +73
Rough Rice(CBOT)
Nov08 081114 14.00 14.31 14.00 14.31 +0.10 0 122 -164
Jan09 081119 13.78 14.02 13.60 13.74 -0.14 6 4,222 -323
Mar09 081119 14.07 14.15 13.86 13.94 -0.20 0 1,441 -34
May09 081119 14.25 14.25 14.14 14.14 -0.27 0 516 +0
Total Volume and Open Interest 262 6,866 +2
Live Cattle(CME)
Dec08 081119 87.300 87.885 84.150 84.200 -2.950 14,142 42,014 -1,089
Feb09 081119 87.750 88.330 84.650 85.150 -2.450 17,356 94,060 +1,866
Apr09 081119 89.400 89.730 86.135 86.550 -2.530 7,175 48,142 +135
Jun09 081119 86.100 86.400 82.980 83.450 -2.500 2,290 19,587 -690
Aug09 081119 85.800 86.550 83.300 83.300 -3.000 1,152 8,290 +354
Oct09 081119 88.080 89.200 86.100 86.300 -2.800 448 3,090 +184
Total Volume and Open Interest 43,125 215,624 -856
Feeder Cattle(CME)
Nov08 081119 95.700 96.180 95.385 95.580 -0.170 538 1,493 -120
Jan09 081119 91.535 92.200 88.350 89.850 -1.400 2,333 12,485 +106
Mar09 081119 92.300 92.800 89.100 90.100 -2.000 672 3,448 +170
Apr09 081119 92.000 92.800 89.500 90.200 -2.050 74 889 +23
May09 081119 93.285 93.500 89.800 90.900 -1.900 106 1,089 -7
Aug09 081119 95.750 96.500 92.550 93.800 -1.750 77 537 +46
Sep09 081119 95.100 97.850 94.900 95.100 -2.800 0 40 +0
Total Volume and Open Interest 3,753 19,768 +623
Lean Hogs(CME)
Dec08 081119 55.650 56.150 55.550 55.930 +0.480 8,512 29,843 -2,251
Feb09 081119 62.400 63.150 62.285 62.900 +0.700 7,830 72,149 +1,635
Apr09 081119 69.600 70.150 69.285 69.600 +0.065 2,060 34,510 -182
May09 081119 76.900 77.500 76.900 77.450 +0.370 25 1,273 +0
Jun09 081119 79.750 79.850 79.100 79.450 +0.100 984 21,156 +76
Jul09 081119 78.750 79.400 78.700 79.200 +0.400 160 3,395 +9
Aug09 081119 77.350 77.400 77.050 77.350 +0.215 681 3,157 +328
Oct09 081119 71.600 72.500 71.600 72.500 +0.700 234 1,662 +168
Total Volume and Open Interest 26,547 167,912 -789
Pork Bellies(CME)
Feb09 081119 84.900 85.000 83.750 84.600 +0.100 27 841 +9
Mar09 081119 83.250 83.800 83.250 83.250 +0.200 3 116 +3
May09 081119 84.500 85.250 84.500 84.500 unch 0 136 +0
Jul09 081119 88.100 88.600 86.700 86.700 -1.250 0 83 +0
Aug09 081119 90.250 90.250 90.250 90.250 unch 0 1 +0
Total Volume and Open Interest 56 1,165 +1
Class III Milk(CME)
Nov08 081119 15.57 15.60 15.54 15.54 -0.01 30 4,517 -20
Dec08 081119 15.20 15.25 14.88 14.90 -0.22 187 5,329 +4
Jan09 081119 14.50 14.55 14.21 14.30 -0.19 154 3,771 +15
Feb09 081119 14.53 14.60 14.28 14.30 -0.20 146 3,341 +26
Mar09 081119 14.56 14.57 14.33 14.34 -0.16 65 2,781 +8
Total Volume and Open Interest 709 36,650 -13
Cocoa(ICE)
Dec08 081119 2240 2275 2154 2183 -9 232 176 -205
Mar09 081119 2050 2108 2025 2072 +26 5,307 60,037 -80
May09 081119 2061 2104 2049 2071 +23 843 19,050 +362
Jul09 081119 2050 2092 2047 2069 +20 263 9,281 +48
Sep09 081119 2057 2096 2057 2066 +15 315 4,983 +52
Dec09 081119 2063 2063 2063 2063 +9 361 7,485 +242
Mar10 081119 2065 2065 2065 2065 +7 16 2,372 +0
Total Volume and Open Interest 4,083 104,782 -1,068
Coffee "C"(ICE)
Dec08 081119 111.35 114.25 109.20 111.00 +0.40 12,669 6,605 -8,028
Mar09 081119 114.15 117.85 112.70 114.05 -0.55 10,417 71,981 +1,936
May09 081119 117.35 120.30 115.70 116.80 -0.55 1,461 20,243 +737
Jul09 081119 119.00 121.90 119.00 119.50 -0.60 213 5,286 +113
Sep09 081119 124.50 124.50 122.05 122.05 -0.65 67 3,188 +29
Dec09 081119 127.95 127.95 125.45 125.45 -0.65 87 2,842 +63
Total Volume and Open Interest 32,692 117,079 +700
Orange Juice(ICE)
Jan09 081119 76.70 76.95 76.40 76.70 unch 1,602 16,315 -913
Mar09 081119 80.90 81.30 80.80 81.10 +0.20 978 8,625 +454
May09 081119 84.70 85.05 84.70 85.05 +0.30 202 1,896 +8
Jul09 081119 88.75 89.10 88.75 88.85 +0.10 53 842 +37
Sep09 081119 92.85 92.85 92.85 92.85 +0.10 31 167 +31
Nov09 081119 97.30 97.30 97.30 97.30 +0.10 20 110 +6
Total Volume and Open Interest 2,145 28,581 +140
Sugar #11(ICE)
Mar09 081119 11.72 12.35 11.48 11.67 +0.06 27,329 263,239 -128
May09 081119 11.95 12.67 11.84 11.99 +0.05 7,237 100,295 +461
Jul09 081119 12.24 12.85 12.06 12.18 +0.05 4,745 106,289 +169
Oct09 081119 12.67 13.23 12.49 12.62 +0.07 2,120 70,102 +373
Mar10 081119 13.07 13.75 13.03 13.16 +0.09 454 43,905 -199
Total Volume and Open Interest 54,260 634,784 -2,523
Sugar #14(ICE)
Jan09 081119 19.60 19.70 19.60 19.69 +0.09 21 1,357 +1
Mar09 081119 19.80 20.55 19.80 20.51 +0.11 75 2,826 -5
May09 081119 21.50 21.50 21.10 21.15 +0.22 9 2,130 +0
Jul09 081119 21.90 21.90 21.90 21.90 unch 34 1,734 +20
Sep09 081119 21.90 21.90 21.90 21.90 +0.21 8 813 +8
Total Volume and Open Interest 165 8,836 +50
London Cocoa(LCE)
Dec08 081119 1469 1490 1450 1487 +19 3,121 70,433 -1,146
Mar09 081119 1400 1424 1392 1416 +17 5,357 60,679 -960
May09 081119 1399 1420 1391 1413 +19 1,085 29,074 +182
Jul09 081119 1416 1418 1399 1416 +18 200 16,686 +102
Sep09 081119 1416 1420 1416 1416 +16 136 10,976 +61
Dec09 081119 1414 1415 1412 1415 +16 318 6,339 +106
Mar10 081119 1417 1421 1417 1421 +16 20 769 +0
Total Volume and Open Interest 14,768 196,623 -279
London Coffee(LCE)
Nov08 081119 1791.00 1800.00 1779.00 1779.00 unch 1 79 +0
Jan09 081119 1815.00 1859.00 1801.00 1806.00 -13.00 28,967 79,677 -438
Total Volume and Open Interest 5,285 80,194 -549
London Sugar(LCE)
Mar09 081119 325.20 339.00 321.10 325.00 -0.20 996 25,251 -182
May09 081119 330.50 343.10 329.60 333.20 +1.20 77 9,056 +41
Aug09 081119 337.50 351.00 337.50 340.10 +1.10 129 6,145 +37
Oct09 081119 350.50 352.00 347.10 347.10 +0.30 14 3,066 +10
Dec09 081119 358.00 359.50 353.30 353.30 -0.50 5 886 -1
Total Volume and Open Interest 1,688 44,815 +207
Cotton(ICE)
Dec08 081119 39.20 41.72 38.71 40.81 +1.42 4,824 14,403 -2,103
Mar09 081119 41.85 42.96 41.17 41.78 -0.06 9,179 81,951 +1,250
May09 081119 42.98 43.85 42.34 42.59 -0.31 1,071 12,322 +307
Jul09 081119 44.23 45.15 43.73 43.76 -0.47 1,014 15,314 +400
Oct09 081119 46.10 46.10 46.10 46.10 -0.63 3 127 +1
Dec09 081119 48.19 49.10 47.69 47.80 -0.39 530 12,932 +81
Total Volume and Open Interest 16,387 138,870 -1,775
Lumber(CME)
Jan09 081119 199.0 200.4 197.1 199.9 +0.2 1,024 4,986 +105
Mar09 081119 215.5 216.9 213.6 216.6 +0.5 298 1,639 +56
May09 081119 232.6 233.6 231.0 233.6 -2.4 59 606 -15
Jul09 081119 235.0 235.1 235.0 235.1 -1.6 13 172 +11
Total Volume and Open Interest 720 7,316 -17
Crude Oil(NYM)
Dec08 081119 54.70 55.34 52.79 53.62 -0.77 189,689 68,730 -46,264
Jan09 081119 55.08 55.75 53.36 54.10 -0.66 156,195 280,642 +9,736
Feb09 081119 55.63 56.61 54.30 54.95 -0.63 34,913 60,796 +4,302
Mar09 081119 56.80 57.46 55.28 55.88 -0.57 17,819 50,050 +1,904
Apr09 081119 57.40 58.07 56.47 56.83 -0.49 6,915 35,202 +648
May09 081119 58.15 58.81 57.56 57.77 -0.40 5,442 27,519 +819
Jun09 081119 59.00 59.96 58.12 58.69 -0.31 13,132 98,427 +852
Jul09 081119 60.60 60.78 58.95 59.58 -0.21 2,791 24,958 +471
Aug09 081119 60.99 60.99 60.45 60.45 -0.12 1,842 23,988 +90
Sep09 081119 61.31 61.31 61.31 61.31 -0.04 2,772 19,350 +954
Oct09 081119 63.00 63.00 62.15 62.15 +0.02 1,608 15,992 +429
Nov09 081119 63.72 63.72 62.81 62.99 +0.09 2,128 15,194 +535
Dec09 081119 63.65 64.95 62.97 63.83 +0.16 17,179 104,058 -109
Jan10 081119 65.00 65.00 64.62 64.62 +0.18 604 16,898 +80
Feb10 081119 65.38 65.38 65.38 65.38 +0.20 256 7,967 +44
Mar10 081119 65.90 66.14 65.80 66.14 +0.21 147 11,598 +18
Total Volume and Open Interest 548,614 1,147,950 -66,773
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081119 55.000 55.750 53.325 54.100 -0.650 4,596 4,710 +775
Feb09 081119 55.600 56.600 54.300 54.950 -0.625 149 241 +74
Mar09 081119 56.650 57.000 55.450 55.875 -0.575 14 196 +0
Apr09 081119 58.050 58.050 56.425 56.825 -0.500 1 4 +1
May09 081119 57.775 57.775 57.775 57.775 -0.400 3 4 +0
Jun09 081119 58.700 58.700 58.700 58.700 -0.300 1 1 +0
Jul09 081119 59.575 59.575 59.575 59.575 -0.225 0 1 +0
Aug09 081119 60.450 60.450 60.450 60.450 -0.125 0 1 +0
Total Volume and Open Interest 22,620 12,933 +1,495
Heating Oil(NYM)
Dec08 081119 176.80 180.00 174.40 175.97 +0.18 29,659 28,615 -2,738
Jan09 081119 178.41 181.35 175.85 177.37 -0.12 16,690 58,138 +1,581
Feb09 081119 181.13 182.71 178.57 179.12 -0.32 6,556 21,471 -14
Mar09 081119 181.50 183.55 179.90 180.17 -0.32 3,288 20,458 -253
Apr09 081119 182.86 183.40 180.00 180.12 -0.22 2,234 10,607 +702
May09 081119 180.00 184.10 180.00 180.82 -0.17 1,122 11,484 +106
Jun09 081119 181.44 185.64 181.44 182.02 -0.12 2,602 19,087 +19
Jul09 081119 184.34 186.53 183.50 183.72 -0.07 885 6,991 +259
Aug09 081119 188.40 189.25 186.02 186.02 +0.08 379 3,651 +131
Sep09 081119 190.98 192.04 188.82 188.82 +0.18 701 7,376 +116
Oct09 081119 194.42 195.29 192.07 192.07 +0.23 117 2,548 +12
Nov09 081119 198.25 198.72 195.12 195.12 +0.23 94 1,881 -6
Total Volume and Open Interest 57,897 230,728 -1,280
Gasoline(NYMEX)
Dec08 081119 114.06 115.80 108.90 110.70 -2.98 23,053 42,014 -2,326
Jan09 081119 117.50 119.41 112.78 114.35 -2.68 16,033 64,529 +767
Feb09 081119 120.83 122.78 117.90 118.30 -2.43 5,989 11,336 +558
Mar09 081119 123.52 126.60 121.06 122.30 -2.13 3,178 13,335 +655
Apr09 081119 141.24 141.24 137.59 137.95 -1.63 2,139 13,724 +316
May09 081119 143.00 143.00 140.00 140.20 -1.53 2,287 7,314 -144
Jun09 081119 143.64 146.01 142.40 142.40 -1.38 1,660 8,342 -140
Jul09 081119 146.38 147.15 144.25 144.30 -1.28 1,402 3,743 +211
Aug09 081119 147.81 147.81 145.66 145.90 -1.08 1,017 2,296 +430
Sep09 081119 148.50 148.50 146.95 146.95 -1.03 289 2,819 -2
Total Volume and Open Interest 57,341 183,479 +288
e-miNY RBOB Gasoline(NYM)
Dec08 081119 110.70 110.70 110.70 110.70 -2.98      
Jan09 081119 114.35 114.35 114.35 114.35 -2.68      
Feb09 081119 118.30 118.30 118.30 118.30 -2.43      
Mar09 081119 122.30 122.30 122.30 122.30 -2.13      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081119 6.476 6.825 6.428 6.743 +0.227 64,842 40,014 -7,956
Jan09 081119 6.585 6.876 6.515 6.813 +0.211 29,261 122,881 +1,741
Feb09 081119 6.645 6.908 6.602 6.851 +0.189 7,368 43,542 +523
Mar09 081119 6.632 6.880 6.599 6.821 +0.161 7,727 77,511 -94
Apr09 081119 6.580 6.850 6.580 6.786 +0.146 10,938 55,050 -202
May09 081119 6.711 6.908 6.711 6.851 +0.144 2,943 35,313 +502
Jun09 081119 6.830 6.994 6.830 6.961 +0.132 3,059 23,160 +788
Jul09 081119 6.958 7.121 6.958 7.086 +0.125 1,198 20,079 -357
Aug09 081119 7.045 7.211 7.045 7.181 +0.128 1,616 19,887 +920
Sep09 081119 7.192 7.248 7.105 7.224 +0.129 1,232 16,735 -326
Oct09 081119 7.185 7.345 7.185 7.311 +0.131 2,568 32,723 +583
Nov09 081119 7.520 7.691 7.520 7.651 +0.116 1,162 16,644 -202
Dec09 081119 7.925 8.055 7.925 8.026 +0.106 650 26,028 -11
Jan10 081119 8.120 8.294 8.120 8.271 +0.106 735 19,128 +217
Feb10 081119 8.279 8.301 8.190 8.276 +0.106 73 7,995 +3
Mar10 081119 8.001 8.131 8.001 8.096 +0.101 390 16,894 -135
Total Volume and Open Interest 116,569 746,191 -16,723
Brent Crude Oil(ICE)
Jan09 081119 51.88 52.95 50.61 51.72 -0.12 103,952 115,015 -10,656
Feb09 081119 53.77 54.75 52.57 53.49 -0.20 42,278 105,812 -2,933
Mar09 081119 55.53 56.28 54.21 54.99 -0.32 17,186 38,819 -1,392
Apr09 081119 56.63 57.66 55.90 56.37 -0.44 8,932 16,966 -2,206
May09 081119 58.01 58.96 57.44 57.68 -0.53 5,256 18,181 -44
Jun09 081119 59.24 60.19 58.33 58.93 -0.54 8,317 35,102 +238
Jul09 081119 60.25 60.96 59.74 60.13 -0.51 2,128 12,664 -299
Aug09 081119 60.92 62.05 60.88 61.28 -0.44 2,442 11,212 -414
Sep09 081119 61.87 63.03 61.87 62.33 -0.35 2,082 10,819 -176
Oct09 081119 63.22 63.22 63.22 63.22 -0.25 0 7,421 +332
Nov09 081119 64.00 64.00 64.00 64.00 -0.19 761 10,095 -67
Dec09 081119 64.72 65.92 63.92 64.74 -0.16 7,566 59,258 +1,018
Jan10 081119 65.49 65.49 65.49 65.49 -0.22 0 9,520 -84
Feb10 081119 66.27 66.27 66.27 66.27 -0.24 0 3,310 +44
Total Volume and Open Interest 228,040 563,884 +4,559
Gas Oil(ICE)
Dec08 081119 552.50 557.50 541.75 547.25 -8.50 31,552 61,458 -5,764
Jan09 081119 561.50 565.50 550.00 555.50 -8.25 32,766 67,339 +413
Feb09 081119 565.50 574.00 559.50 564.25 -8.25 9,415 28,203 -54
Mar09 081119 569.00 580.50 568.25 572.00 -8.00 3,716 15,847 +163
Apr09 081119 574.75 586.75 574.50 578.25 -8.00 2,516 15,844 -47
May09 081119 582.00 593.25 580.75 584.50 -7.75 1,658 16,495 -217
Jun09 081119 588.25 600.75 586.75 591.00 -7.25 5,517 35,303 -13
Jul09 081119 597.00 610.00 596.25 600.50 -7.25 1,413 11,805 +149
Aug09 081119 606.25 619.50 605.50 610.00 -7.00 842 8,512 +295
Sep09 081119 613.00 625.50 613.00 617.00 -6.75 306 6,233 +49
Total Volume and Open Interest 96,702 348,673 +377
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081119 1.685 1.690 1.685 1.687 -0.001 63 281 -40
Jan09 081119 1.678 1.680 1.675 1.675 -0.015 34 406 -12
Feb09 081119 1.670 1.670 1.670 1.670 -0.020 70 201 -10
Mar09 081119 1.650 1.675 1.650 1.672 -0.018 10 270 -4
Apr09 081119 1.655 1.720 1.655 1.685 -0.015 18 331 -7
May09 081119 1.720 1.730 1.720 1.730 unch 7 173 -22
Jun09 081119 1.730 1.730 1.730 1.730 -0.020 2 163 -16
Total Volume and Open Interest 239 3,018 -86
US Dollar Index(ICE)
Dec08 081119 87.535 89.250 86.375 87.565 -0.185 2,434 36,067 +160
Mar09 081119 88.330 89.740 87.140 88.205 -0.230 17 2,160 +5
Jun09 081119 88.000 88.935 88.000 88.935 -0.230 0 87 +0
Total Volume and Open Interest 3,531 38,149 -510
Australian Dollar(CME)
Dec08 081119 64.88 65.78 63.35 64.36 +0.14 32 61,580 -77
Mar09 081119 64.22 65.42 63.08 64.19 +0.20 104 1,145 +58
Jun09 081119 63.94 63.94 63.78 63.94 +0.16 0 304 +0
Total Volume and Open Interest 24,046 63,226 +841
British Pound(CME)
Dec08 081119 149.55 152.44 148.94 150.18 +1.16 11 107,728 -718
Mar09 081119 149.26 152.41 149.00 150.21 +1.19 0 3,414 -15
Jun09 081119 150.15 152.04 148.96 150.15 +1.19 0 1,271 +0
Total Volume and Open Interest 61,075 113,161 +1,112
Canadian Dollar(CME)
Dec08 081119 81.12 81.36 79.52 80.09 -0.68 45 81,037 -2,766
Mar09 081119 80.75 81.31 79.65 80.10 -0.67 0 4,602 -200
Jun09 081119 81.10 81.32 79.80 80.12 -0.69 0 1,532 +5
Sep09 081119 80.75 81.30 79.86 80.12 -0.71 1 1,672 +0
Total Volume and Open Interest 28,836 92,396 -1,055
Japanese Yen(CME)
Dec08 081119 103.19 104.64 103.04 103.79 +0.02 0 123,533 -5,651
Mar09 081119 104.24 105.00 103.54 104.23 +0.02 0 1,730 -34
Jun09 081119 104.00 105.11 104.00 104.68 +0.02 0 3,662 +0
Total Volume and Open Interest 78,073 134,622 +4,226
Swiss Franc(CME)
Dec08 081119 83.17 83.76 82.33 82.64 -0.43 13 39,280 -3,430
Mar09 081119 83.84 83.87 82.59 82.84 -0.43 0 1,295 +34
Jun09 081119 83.05 83.90 83.05 83.05 -0.44 0 290 +0
Total Volume and Open Interest 26,510 44,269 +155
EuroFX(CME)
Dec08 081119 126.20 128.00 124.70 125.88 +0.25 137 136,245 -2,108
Mar09 081119 125.75 127.80 124.56 125.72 +0.27 67 26,601 +125
Jun09 081119 125.15 127.39 124.85 125.68 +0.20 0 624 +0
Total Volume and Open Interest 154,192 166,438 +475
Mexican Peso(CME)
Dec08 081119 756.5 763.2 731.5 751.5 -2.0 26 40,208 -204
Jan09 081119 746.5 749.2 746.5 746.5 -2.8      
Total Volume and Open Interest 1,981 40,936 +34
30-Year T-Bonds(CBOT)
Dec08 081119 120~095 123~000 120~090 122~030 +1~300 196,612 681,528 -10,573
Mar09 081119 119~035 121~255 118~295 120~280 +1~305 36,875 62,294 +18,112
Jun09 081119 119~245 119~245 117~260 119~245 +1~305 0 13 +0
Total Volume and Open Interest 162,963 736,300 -8,042
10-Year T-Notes(CBOT)
Dec08 081119 118~130 119~195 118~120 119~080 +0~250 569,275 1,134,937 -23,316
Mar09 081119 116~055 117~100 116~055 116~310 +0~240 65,114 91,015 +37,459
Jun09 081119 115~310 115~310 115~070 115~310 +0~240      
Total Volume and Open Interest 421,863 1,211,809 -773
5-Year T-Notes(CBOT)
Dec08 081119 117~038 117~117 117~006 117~085 +0~047 301,337 0 +0
Mar09 081119 115~015 115~064 114~092 115~039 +0~035 41,692 0 +0
Jun09 081119 115~039 115~039 115~004 115~039 +0~035      
Total Volume and Open Interest 269,768 1,292,643 +8,884
2 Year T-Notes(CBOT)
Dec08 081119 108~058 108~082 108~048 108~072 +0~014 18,184 653,083 -19,390
Mar09 081119 107~058 107~080 107~047 107~070 +0~008 17,329 18,803 +16,497
Jun09 081119 107~070 107~070 107~063 107~070 +0~008      
Total Volume and Open Interest 90,899 674,779 +8,257
Eurodollars(CME)
Dec08 081119 97.960 98.007 97.902 97.988 +0.040 5,654 1,550,617 -11,019
Mar09 081119 98.075 98.165 98.055 98.145 +0.060 4,977 1,281,327 -6,001
Jun09 081119 98.040 98.110 98.005 98.090 +0.050 5,875 991,244 +2,693
Sep09 081119 97.950 98.035 97.890 98.000 +0.055 3,332 900,335 -2,207
Dec09 081119 97.780 97.910 97.705 97.860 +0.080 4,102 799,900 +3,752
Mar10 081119 97.715 97.875 97.625 97.820 +0.115 852 608,194 -1,900
Jun10 081119 97.505 97.700 97.435 97.650 +0.150 1,383 400,569 +5,162
Sep10 081119 97.270 97.470 97.195 97.420 +0.170 831 348,009 +479
Dec10 081119 96.940 97.165 96.860 97.115 +0.205 1,036 251,078 +5,191
Mar11 081119 96.670 96.950 96.625 96.905 +0.245 299 203,352 +5,060
Jun11 081119 96.430 96.705 96.375 96.665 +0.270 1,387 206,680 +3,915
Sep11 081119 96.205 96.485 96.150 96.445 +0.275 253 138,427 +1,381
Dec11 081119 95.990 96.275 95.940 96.230 +0.275 849 91,733 -453
Mar12 081119 95.940 96.205 95.875 96.160 +0.275 419 95,679 -320
Jun12 081119 95.790 96.070 95.740 96.025 +0.275 655 72,314 -624
Sep12 081119 95.705 95.965 95.650 95.915 +0.275 580 62,401 -526
Dec12 081119 95.500 95.815 95.490 95.770 +0.280 1,278 53,769 -773
Mar13 081119 95.535 95.790 95.460 95.730 +0.280 648 52,853 +201
Total Volume and Open Interest 1,060,819 8,270,854 -68,533
30 Day Federal Funds(CBOT)
Nov08 081119 99.632 99.637 99.570 99.622 -0.010 0 100,747 -514
Dec08 081119 99.600 99.610 99.545 99.595 unch 50 64,831 -2,641
Jan09 081119 99.540 99.555 99.505 99.545 +0.015 0 64,807 -978
Feb09 081119 99.480 99.515 99.460 99.495 +0.025 0 71,739 -1,087
Mar09 081119 99.415 99.455 99.400 99.445 +0.045 15 43,749 +449
Apr09 081119 99.345 99.410 99.340 99.395 +0.055 0 34,959 -579
Total Volume and Open Interest 42,818 481,210 +891
30 Day Fed Funds(e-CBOT)
Nov08 081119 99.632 99.637 99.570 99.637 +0.002 3,281 100,747 -514
Dec08 081119 99.600 99.610 99.545 99.610 +0.010 6,911 64,831 -2,641
Jan09 081119 99.540 99.555 99.505 99.555 +0.025 5,279 64,807 -978
Feb09 081119 99.480 99.515 99.460 99.510 +0.040 6,623 71,739 -1,087
Mar09 081119 99.415 99.455 99.400 99.455 +0.055 2,051 43,749 +449
Apr09 081119 99.345 99.410 99.345 99.410 +0.075 3,774 34,959 -579
Total Volume and Open Interest 39,158 475,714 -5,496
3-Mth Euro-Yen(CME)
Dec08 081119 99.23 99.23 99.23 99.23 unch 497 3,987 +256
Mar09 081119 99.29 99.29 99.29 99.29 unch 4 4,972 +4
Jun09 081119 99.36 99.36 99.36 99.36 unch 0 878 -50
Sep09 081119 99.35 99.35 99.35 99.35 unch 0 480 +0
Dec09 081119 99.32 99.32 99.32 99.32 unch 0 100 +0
Mar10 081119 99.24 99.24 99.24 99.24 unch      
Jun10 081119 99.18 99.18 99.18 99.18 unch      
Sep10 081119 99.13 99.13 99.13 99.13 unch      
Dec10 081119 99.13 99.13 99.13 99.13 -0.02      
Mar11 081119 99.04 99.04 99.04 99.04 -0.03      
Total Volume and Open Interest 501 10,417 +210
3-Mth Euro-Yen(SGX)
Dec08 081119 99.18 99.19 99.18 99.19 -0.03 45 20,867 -105
Mar09 081119 99.31 99.33 99.29 99.29 -0.02 270 12,173 +200
Jun09 081119 99.36 99.36 99.36 99.36 -0.03 6 5,463 +0
Sep09 081119 99.38 99.39 99.33 99.33 -0.03 4 2,886 +0
Dec09 081119 99.30 99.30 99.30 99.30 -0.02 0 974 +0
Mar10 081119 99.19 99.19 99.19 99.19 -0.02 0 880 +0
Jun10 081119 99.13 99.13 99.13 99.13 -0.03 0 513 +0
Sep10 081119 99.11 99.11 99.11 99.11 -0.02 0 252 +0
Total Volume and Open Interest 325 46,033 +700
Japanese Gov't Bonds(SGX)
Dec08 081113 138.52 138.79 138.24 138.38 +0.44 996 9,707 -17
Mar09 081119 138.80 138.80 138.80 138.80 +0.16      
Jun09 081119 138.80 138.80 138.80 138.80 +0.16      
Total Volume and Open Interest 699 9,916 -43
Euro-Bund(EUREX)
Dec08 081117 118.61 118.84 118.39 118.74 -0.02 646,904 1,056,281 -5,207
Mar09 081117 118.71 118.92 118.53 118.86 -0.05 2,421 18,003 -924
Jun09 081117 119.64 119.64 119.64 119.64 -0.02 42 0 +0
Total Volume and Open Interest 649,367 1,074,284 -6,131
Euro-Bobl(EUREX)
Dec08 081119 114.09 114.35 113.94 114.31 +0.27 289,904 992,111 -18,437
Mar09 081119 114.02 114.28 113.97 114.28 +0.34 5,404 25,727 +3,956
Jun09 081118 114.43 114.43 114.43 114.43 unch      
Total Volume and Open Interest 336,924 1,009,122 -12,610
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081117 97.170 97.275 97.170 97.275 +0.085 83 5,494 +16
Jun09 081117 97.325 97.445 97.325 97.445 +0.110 12 2,870 +0
Total Volume and Open Interest 429 37,298 -46
Long Gilt(LIFFE)
Dec08 081119 115~10 115~17 115~00 115~09 +0~12 69,384 341,427 +4,536
Mar09 081119 114~10 114~19 114~07 114~12 +0~13 8,399 24,705 +8,155
Total Volume and Open Interest 89,662 353,441 +12,351
3-Mth Short Sterling(LIFFE)
Dec08 081119 96.61 96.68 96.50 96.56 -0.01 45,141 456,230 +508
Mar09 081119 97.43 97.50 97.31 97.33 -0.06 47,563 429,497 -2,494
Jun09 081119 97.54 97.62 97.46 97.47 -0.02 47,713 301,998 -4,166
Sep09 081119 97.42 97.50 97.37 97.39 +0.01 33,615 211,274 -566
Dec09 081119 97.09 97.20 97.09 97.11 +0.01 28,660 265,656 +4,696
Mar10 081119 96.94 97.00 96.89 96.90 -0.01 16,049 171,101 +1,475
Total Volume and Open Interest 190,082 2,063,409 -1,802
3-Mth Euribor(LIFFE)
Dec08 081119 96.475 96.590 96.475 96.520 +0.055 106,631 826,981 +60,606
Mar09 081119 97.290 97.345 97.260 97.295 +0.035 98,335 615,966 +6,514
Jun09 081119 97.450 97.490 97.405 97.450 +0.040 99,284 546,343 +23,739
Total Volume and Open Interest 545,258 3,591,411 +40,526
3-Mth Aus T-Bills(SFE)
Dec08 081119 95.66 95.71 95.64 95.70 +0.05 9,694 755,166 +8,152
Mar09 081119 96.47 96.56 96.45 96.55 +0.07 10,546 341,501 +9,018
Jun09 081119 96.47 96.56 96.47 96.56 +0.07 3,532 187,334 +2,677
Sep09 081119 96.25 96.38 96.25 96.37 +0.12 3,724 123,498 +3,463
Dec09 081119 95.86 96.00 95.85 95.99 +0.13 1,756 81,655 +1,648
Mar10 081119 95.37 95.51 95.37 95.51 +0.15 718 41,187 +862
Jun10 081119 94.96 95.02 94.96 95.02 +0.11 558 34,270 +904
Sep10 081119 94.60 94.64 94.58 94.64 +0.10 668 17,370 +648
Dec10 081119 94.32 94.41 94.32 94.39 +0.15 76 3,766 +33
Mar11 081119 94.16 94.26 94.16 94.23 +0.19 50 782 -179
Total Volume and Open Interest 34,559 1,587,424 +15,621
10-Year Aus T-Bonds(SFE)
Dec08 081119 95.07 95.17 95.03 95.16 +0.13 21,191 362,572 +17,794
Mar09 081119 95.10 95.10 95.10 95.10 +0.12      
Total Volume and Open Interest 24,077 362,572 +10,275
3-Year Aus T-Bonds(SFE)
Dec08 081119 96.22 96.26 96.18 96.25 +0.08 47,735 586,632 +11,941
Mar09 081119 96.06 96.06 96.06 96.06 +0.08      
Total Volume and Open Interest 52,626 586,632 +10,915
Gold(CMX)
Dec08 081119 737.8 764.8 731.4 736.0 +3.3 95,165 118,260 -4,642
Feb09 081119 739.6 765.0 731.8 736.5 +2.9 16,249 75,343 +7,268
Apr09 081119 741.0 762.8 735.1 737.6 +2.7 868 23,546 -67
Jun09 081119 741.8 762.3 737.5 739.1 +2.6 3,396 23,849 +2,071
Aug09 081119 748.0 748.0 740.9 740.9 +2.6 65 11,800 +0
Oct09 081119 742.7 742.7 742.7 742.7 +2.7 8 2,906 +8
Dec09 081119 747.2 768.8 741.6 744.7 +2.8 1,595 12,630 -389
Feb10 081119 746.8 746.8 746.8 746.8 +2.7 14 696 +0
Apr10 081119 749.0 749.0 749.0 749.0 +2.7 10 35 +0
Jun10 081119 751.2 751.2 751.2 751.2 +2.6 50 2,226 -25
Aug10 081119 753.6 753.6 753.6 753.6 +2.4 100 100 +0
Total Volume and Open Interest 101,706 285,219 -4,551
Silver(CMX)
Dec08 081119 962.0 985.0 920.5 931.0 -24.0 26,331 33,718 -1,022
Mar09 081119 964.0 986.0 923.5 933.8 -24.1 7,519 30,027 +757
May09 081119 954.5 958.5 927.0 935.5 -24.2 605 6,299 -539
Jul09 081119 940.5 983.5 931.0 936.6 -24.4 672 7,378 +51
Sep09 081119 937.5 937.5 937.5 937.5 -24.4 105 3,173 +0
Dec09 081119 957.5 957.5 933.5 938.8 -24.5 199 3,540 +4
Mar10 081119 941.2 941.2 941.2 941.2 -24.5 50 754 +0
Total Volume and Open Interest 24,308 93,757 +1,191
Platinum(NYMEX)
Jan09 081119 847.8 862.0 819.8 823.7 -13.3 1,268 15,714 +66
Apr09 081119 863.5 863.5 829.0 829.0 -13.3 34 1,017 +30
Total Volume and Open Interest 1,980 16,635 +228
Palladium(NYMEX)
Dec08 081119 215.55 220.00 181.10 193.85 -21.45 671 6,739 -221
Mar09 081119 216.55 220.50 182.85 195.65 -21.30 180 6,602 +130
Jun09 081119 197.65 197.65 197.65 197.65 -21.30 1 14 +1
Total Volume and Open Interest 2,275 13,445 -7
Copper(CMX)
Dec08 081119 168.75 168.75 158.80 160.15 -6.05 14,380 22,685 -1,563
Mar09 081119 169.50 169.50 159.50 160.95 -6.20 8,092 39,803 +1,734
May09 081119 167.70 167.70 162.15 162.45 -6.15 864 4,111 +577
Jul09 081119 165.65 168.50 162.65 163.75 -6.05 88 1,764 +4
Sep09 081119 167.90 170.30 163.90 164.95 -6.00 94 1,582 +2
Total Volume and Open Interest 21,983 79,651 +1,333
Aluminum(CMX)
Nov08 081119 0.86 0.86 0.86 0.86 -86.24      
Dec08 081119 0.86 0.86 0.86 0.86 -86.99      
Jan09 081119 0.87 0.87 0.87 0.87 -87.73      
Feb09 081119 0.88 0.88 0.88 0.88 -88.47      
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 081119 8483 8485 7970 8027 -467 1,721 26,326 +247
Mar09 081119 8160 8200 7975 7983 -465 45 198 +20
Jun09 081119 7952 8419 7952 7952 -467      
Sep09 081119 7913 8384 7913 7913 -471      
Total Volume and Open Interest 1,514 26,257 -281
S & P 500(CME)
Dec08 081119 865.40 866.40 804.50 812.50 -54.00 32,411 613,781 -4,327
Mar09 081119 856.00 861.00 804.70 810.60 -54.10 996 13,531 +621
Jun09 081119 828.00 859.20 804.20 810.10 -54.10 50 8,393 +0
Sep09 081119 807.10 856.50 801.50 807.10 -54.40 0 768 +0
Total Volume and Open Interest 35,505 640,179 -31
S & P 500 E-Mini(Globex)
Dec08 081119 865.25 866.00 804.25 812.50 -54.00 3,277,728 3,067,328 +54,107
Mar09 081119 862.50 863.50 802.75 810.50 -54.25 7,265 105,107 +35
Total Volume and Open Interest 2,807,523 3,123,958 -65,646
NASDAQ 100(CME)
Dec08 081119 1169.00 1171.50 1082.00 1092.50 -81.50 1,638 31,363 -8
Mar09 081119 1095.00 1095.00 1091.80 1095.00 -80.80 0 7 +0
Jun09 081119 1096.80 1096.80 1093.50 1096.80 -80.70 0 5 +0
Total Volume and Open Interest 1,357 31,383 +87
NASDAQ 100 E-Mini(Globex)
Dec08 081119 1168.50 1172.00 1082.80 1092.50 -81.50 437,110 361,847 -14,245
Mar09 081119 1174.80 1175.00 1086.00 1095.00 -80.80 178 548 +48
Total Volume and Open Interest 364,693 378,209 +7,473
S & P Midcap 400(CME)
Dec08 081119 490.00 492.00 449.00 453.20 -44.40 147 6,894 +88
Mar09 081119 452.60 452.60 450.40 452.60 -44.40      
Jun09 081119 450.80 450.80 448.60 450.80 -44.40      
Total Volume and Open Interest 290 6,806 -3
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 081119 8390 8395 8110 8290 unch 60,346 262,014 +2,267
Mar09 081119 8320 8395 8135 8275 -55 97 1,244 -39
Total Volume and Open Interest 60,473 263,478 +2,228
Nikkei 225(SGX)
Dec08 081119 8390 8395 8110 8290 unch 60,346 262,014 +2,267
Mar09 081119 8320 8395 8135 8275 -55 97 1,244 -39
Jun09 081119 8190 8190 8190 8190 -55 0 158 +0
Total Volume and Open Interest 60,473 263,478 +2,228
CAC 40(EURONEXT)
Nov08 081119 3231.5 3248.5 3080.0 3088.0 -132.0 307,169 578,387 +44,278
Dec08 081119 3228.5 3242.5 3077.5 3085.0 -132.5 167,487 203,181 +127,070
Jan09 081119 3177.5 3199.5 3090.5 3093.5 -132.0 884 1,298 +780
Total Volume and Open Interest 205,483 615,039 +44,008
Hang Seng Index(HKFE)
Nov08 081119 12800 13146 12631 12635 -138 6,826 8,810 +7,004
Dec08 081119 12805 13155 12650 12650 -118 92 660 +104
Total Volume and Open Interest 6,920 9,489 +7,027
DAX(EUREX)
Dec08 081119 4624.5 4638.0 4280.0 4354.0 -221.0 190,204 216,143 -5,830
Mar09 081119 4648.0 4657.0 4312.0 4381.5 -223.5 693 13,510 -231
Jun09 081119 4667.5 4667.5 4339.5 4409.0 -225.0 361 3,222 +11
Total Volume and Open Interest 191,258 232,875 -6,050
FT-SE 100(EURONEXT)
Dec08 081119 4205.00 4218.50 3915.00 4003.50 -183.00 161,665 756,239 +7,939
Mar09 081119 4151.50 4159.50 3973.50 3978.50 -185.00 239 9,036 +73
Jun09 081119 3958.50 3958.50 3958.50 3958.50 -183.00 0 75 +0
Total Volume and Open Interest 140,624 757,338 +2,872
SPI 200(SFE)
Dec08 081119 3559.0 3615.0 3457.0 3544.0 -7.0 36,554 352,809 +25,540
Mar09 081119 3555.0 3555.0 3442.0 3503.0 -7.0 253 1,827 -60
Jun09 081119 3501.0 3501.0 3501.0 3501.0 -7.0 1 2,559 -1
Total Volume and Open Interest 38,919 358,105 +14,635
GSCI(CME)
Dec08 081119 388.00 397.50 387.00 389.95 -0.05 413 15,339 +237
Jan09 081119 394.00 401.00 394.00 394.00 -1.00 4 5 +0
Feb09 081119 400.00 404.00 399.50 400.00 unch 2 0 +0
Total Volume and Open Interest 167 15,107 -1,597
RJ/CRB Index(ICE)
Jan09 081119 363.00 363.00 357.50 357.50 -0.50 3 869 -1
Feb09 081119 359.50 359.50 359.50 359.50 -0.50 2 6 +0
Apr09 081119 364.50 364.50 364.50 364.50 -0.50 0 400 +0
Total Volume and Open Interest 0 2 +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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