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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 Thu November 20, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081120 888.25 891.00 854.50 856.00 -41.00 3,736 155,017 +498
Mar09 081120 897.50 897.50 861.25 862.75 -41.50 2,066 59,759 +3,803
May09 081120 911.00 911.00 870.00 871.50 -41.50 547 20,034 +32
Jul09 081120 918.00 918.00 878.00 879.00 -43.50 596 31,948 -233
Aug09 081120 881.00 925.00 881.00 881.00 -44.00 0 1,571 +0
Sep09 081120 891.50 925.00 879.00 879.00 -46.00 0 813 +3
Nov09 081120 908.75 908.75 868.50 869.50 -45.50 950 41,087 -129
Total Volume and Open Interest 80,923 311,466 -378
Soybean Meal(CBOT)
Dec08 081120 265.00 265.50 256.80 257.20 -10.50 4,622 36,390 -1,867
Jan09 081120 268.50 268.50 258.00 258.50 -11.10 1,826 25,552 -338
Mar09 081120 271.30 271.30 260.50 260.70 -11.70 2,507 26,521 +1,570
May09 081120 269.30 271.80 262.50 262.70 -11.90 350 13,980 +127
Jul09 081120 271.30 272.20 264.80 265.30 -12.20 214 16,594 -8
Aug09 081120 270.00 272.80 266.80 266.80 -12.20 0 4,505 -1
Sep09 081120 270.00 272.70 266.00 266.00 -12.20 0 3,287 +1
Oct09 081120 266.00 275.20 262.00 262.00 -13.20 0 1,808 -3
Total Volume and Open Interest 33,796 138,088 -263
Soybean Oil(CBOT)
Dec08 081120 31.75 31.78 30.12 30.63 -1.34 3,453 53,194 -611
Jan09 081120 31.84 32.13 30.50 31.00 -1.35 2,238 82,709 +830
Mar09 081120 32.70 32.70 30.94 31.41 -1.36 2,611 39,332 +1,899
May09 081120 32.51 32.98 31.33 31.82 -1.35 343 18,979 -204
Jul09 081120 33.00 33.12 31.70 32.16 -1.34 411 27,674 -175
Aug09 081120 33.00 33.00 32.25 32.35 -1.34 3 3,913 +2
Sep09 081120 32.45 32.75 32.45 32.54 -1.34 26 4,033 +3
Oct09 081120 33.88 33.88 32.65 32.70 -1.34 300 3,278 +28
Total Volume and Open Interest 60,099 255,186 -3,043
Canola(WCE)
Nov08 081114 409.3 409.3 409.3 409.3 -6.4 5,390 67,896 +67,896
Jan09 081120 414.4 415.0 405.7 412.7 -4.5 3,339 64,696 -996
Mar09 081120 415.6 422.8 415.0 421.7 -4.5 1,354 11,394 +160
May09 081120 433.0 433.0 425.0 430.8 -4.8 384 5,110 +1
Jul09 081120 431.4 440.7 431.4 439.1 -4.7 255 5,377 +5
Total Volume and Open Interest 4,345 92,715 -483
Corn(CBOT)
Dec08 081120 372.50 375.00 360.25 363.75 -15.00 13,111 223,536 -15,218
Mar09 081120 390.00 391.25 376.50 380.00 -15.25 10,231 340,937 +4,204
May09 081120 400.00 402.00 387.50 391.00 -15.50 2,565 90,604 +750
Jul09 081120 409.75 413.00 398.75 401.75 -15.50 2,200 120,522 +164
Sep09 081120 420.25 420.50 409.00 412.00 -15.50 300 23,350 +85
Dec09 081120 434.00 437.00 422.50 426.00 -15.50 1,702 139,688 -1,950
Total Volume and Open Interest 185,440 992,717 +2,625
Wheat(CBOT)
Dec08 081120 521.00 524.75 500.50 511.75 -15.25 766 58,042 -1,034
Mar09 081120 541.00 544.00 520.00 531.00 -15.50 885 127,228 +1,484
May09 081120 554.00 554.50 534.00 544.75 -15.75 95 22,148 +199
Jul09 081120 570.00 571.00 548.25 558.25 -16.25 19 50,748 -205
Sep09 081120 594.50 596.50 571.25 581.00 -15.50 28 15,647 +41
Total Volume and Open Interest 66,129 296,767 -8,127
Wheat(KCBT)
Dec08 081120 557.50 558.25 537.75 548.25 -11.25 5,358 23,488 -1,693
Mar09 081120 573.25 573.25 551.25 562.50 -10.50 3,986 34,969 +843
May09 081120 575.00 578.00 562.25 573.50 -10.50 331 7,676 +139
Jul09 081120 592.50 592.50 572.75 583.00 -11.00 545 16,567 +70
Sep09 081120 593.25 598.25 584.50 594.25 -11.50 48 2,980 +29
Total Volume and Open Interest 16,804 91,565 -464
Wheat(MGE)
Dec08 081120 603.50 604.75 585.00 600.00 -4.50 1,534 6,102 -656
Mar09 081120 610.00 610.00 589.00 604.25 -5.25 2,264 14,445 +91
May09 081120 614.25 614.75 595.75 609.25 -6.75 597 5,552 +166
Jul09 081120 610.00 619.25 605.00 616.75 -8.00 193 1,959 +73
Sep09 081120 616.00 625.25 613.00 621.50 -10.75 89 2,834 -34
Total Volume and Open Interest 3,558 33,111 -610
Oats(CBOT)
Dec08 081120 216.00 219.00 204.50 206.25 -10.00 15 2,044 -184
Mar09 081120 232.00 232.00 220.25 222.00 -10.00 22 6,260 +136
May09 081120 233.50 233.50 233.00 233.00 -10.00 1 2,005 +0
Jul09 081120 252.50 253.50 243.50 243.50 -10.00 0 478 +0
Total Volume and Open Interest 1,160 14,652 -178
Rough Rice(CBOT)
Jan09 081120 13.74 13.74 13.31 13.41 -0.33 4 4,231 +9
Mar09 081120 13.82 13.82 13.50 13.60 -0.34 5 1,446 +5
May09 081120 14.02 14.02 13.77 13.81 -0.32 0 516 +0
Jul09 081120 14.19 14.19 14.02 14.02 -0.37 0 169 +9
Total Volume and Open Interest 1,103 6,542 -324
Live Cattle(CME)
Dec08 081120 84.000 85.950 82.885 85.800 +1.600 15,049 40,625 -1,389
Feb09 081120 85.050 86.750 83.800 86.535 +1.385 17,698 94,558 +498
Apr09 081120 86.700 87.730 84.850 87.450 +0.900 6,713 48,500 +358
Jun09 081120 83.650 84.500 81.700 83.500 +0.050 1,852 19,349 -238
Aug09 081120 83.200 84.200 81.750 83.450 +0.150 1,064 8,290 +0
Oct09 081120 85.500 86.900 84.800 86.330 +0.030 386 3,075 -15
Total Volume and Open Interest 42,644 216,436 +812
Feeder Cattle(CME)
Nov08 081120 95.635 95.650 94.635 94.800 -0.780 414 1,328 -165
Jan09 081120 89.650 91.000 87.600 89.750 -0.100 2,891 12,494 +9
Mar09 081120 89.950 91.400 88.050 90.350 +0.250 1,044 3,399 -49
Apr09 081120 89.635 91.500 88.450 90.500 +0.300 123 915 +26
May09 081120 90.300 91.700 88.500 90.900 unch 218 1,167 +78
Aug09 081120 92.135 94.000 91.250 93.000 -0.800 176 579 +42
Sep09 081120 92.100 93.600 92.100 93.500 -1.600 0 40 +0
Total Volume and Open Interest 3,808 19,992 +224
Lean Hogs(CME)
Dec08 081120 55.750 57.380 55.080 56.800 +0.870 6,992 27,269 -2,574
Feb09 081120 63.080 64.975 61.630 64.680 +1.780 10,994 72,368 +219
Apr09 081120 69.500 71.850 68.450 71.250 +1.650 3,634 34,683 +173
May09 081120 76.180 78.850 76.180 78.800 +1.350 25 1,274 +1
Jun09 081120 79.150 81.100 78.400 80.535 +1.085 998 21,430 +274
Jul09 081120 79.000 80.400 78.200 79.975 +0.775 245 3,442 +47
Aug09 081120 77.885 78.450 76.600 78.050 +0.700 114 3,213 +56
Oct09 081120 72.100 73.350 71.600 73.000 +0.500 237 1,733 +71
Total Volume and Open Interest 20,522 167,694 -218
Pork Bellies(CME)
Feb09 081120 83.500 87.600 83.100 87.600 +3.000 64 840 -1
Mar09 081120 86.250 86.250 85.300 86.250 +3.000 1 117 +1
May09 081120 86.000 86.000 84.550 86.000 +1.500 0 136 +0
Jul09 081120 88.000 88.000 86.750 88.000 +1.300 3 83 +0
Aug09 081120 88.250 88.250 88.250 88.250 -2.000 0 1 +0
Total Volume and Open Interest 30 1,177 +12
Class III Milk(CME)
Nov08 081120 15.52 15.56 15.52 15.54 unch 34 4,546 +29
Dec08 081120 14.83 14.90 14.50 14.70 -0.20 120 5,340 +11
Jan09 081120 14.19 14.30 13.97 14.11 -0.19 146 3,787 +16
Feb09 081120 14.23 14.23 13.95 14.10 -0.20 112 3,322 -19
Mar09 081120 14.29 14.29 14.06 14.12 -0.22 65 2,789 +8
Total Volume and Open Interest 845 36,796 +146
Cocoa(ICE)
Dec08 081120 2151 2186 2150 2179 -4 57 149 -27
Mar09 081120 2050 2056 1991 2009 -63 7,065 60,293 +256
May09 081120 2045 2050 1993 2007 -64 937 19,355 +305
Jul09 081120 2048 2050 1995 2007 -62 386 9,430 +149
Sep09 081120 2000 2006 1998 2006 -60 153 5,075 +92
Dec09 081120 2000 2020 2000 2005 -58 200 7,485 +0
Mar10 081120 2006 2006 2006 2006 -59 0 2,372 +0
Total Volume and Open Interest 6,760 105,201 +419
Coffee "C"(ICE)
Dec08 081120 110.10 111.15 107.95 108.30 -2.70 2,623 4,420 -2,185
Mar09 081120 113.50 113.50 111.10 111.35 -2.70 13,609 71,832 -149
May09 081120 117.00 117.00 113.90 114.15 -2.65 611 20,418 +175
Jul09 081120 119.00 119.00 116.75 116.90 -2.60 731 5,092 -194
Sep09 081120 121.05 121.05 119.30 119.45 -2.60 811 3,893 +705
Dec09 081120 124.50 124.50 122.75 122.85 -2.60 64 2,834 -8
Total Volume and Open Interest 15,529 111,924 -5,155
Orange Juice(ICE)
Jan09 081120 76.70 78.70 75.75 76.95 +0.25 685 16,350 +35
Mar09 081120 82.85 82.95 80.20 81.20 +0.10 166 9,074 +449
May09 081120 84.80 85.10 84.20 85.10 +0.05 50 1,910 +14
Jul09 081120 88.60 89.05 88.20 89.05 +0.20 5 846 +4
Sep09 081120 93.20 93.20 93.20 93.20 +0.35 0 167 +0
Nov09 081120 97.10 97.10 97.10 97.10 -0.20 0 110 +0
Total Volume and Open Interest 2,886 28,204 -377
Sugar #11(ICE)
Mar09 081120 11.63 11.66 11.43 11.51 -0.16 61,472 261,244 -1,995
May09 081120 11.92 12.00 11.79 11.85 -0.14 13,749 101,809 +1,514
Jul09 081120 12.10 12.19 11.99 12.05 -0.13 11,397 106,154 -135
Oct09 081120 12.56 12.64 12.45 12.50 -0.12 5,369 69,446 -656
Mar10 081120 13.09 13.16 13.02 13.05 -0.11 2,248 44,566 +661
Total Volume and Open Interest 40,138 635,658 +874
Sugar #14(ICE)
Jan09 081120 19.65 19.65 19.60 19.62 -0.07 42 1,348 -9
Mar09 081120 20.50 20.55 20.49 20.50 -0.01 24 2,816 -10
May09 081120 21.10 21.20 21.10 21.19 +0.04 42 2,155 +25
Jul09 081120 22.00 22.00 21.90 21.91 +0.01 5 1,734 +0
Sep09 081120 21.52 21.52 21.52 21.52 -0.38 5 818 +5
Total Volume and Open Interest 147 8,860 +24
London Cocoa(LCE)
Dec08 081120 1485 1486 1448 1470 -17 1,585 69,940 -493
Mar09 081120 1410 1423 1378 1402 -14 5,155 60,827 +148
May09 081120 1409 1419 1381 1397 -16 1,358 29,231 +157
Jul09 081120 1413 1423 1387 1400 -16 299 16,821 +135
Sep09 081120 1415 1416 1393 1400 -16 275 11,217 +241
Dec09 081120 1413 1413 1383 1399 -16 258 6,339 +0
Mar10 081120 1402 1402 1402 1402 -19 14 769 +0
Total Volume and Open Interest 10,237 194,968 -1,655
London Coffee(LCE)
Nov08 081120 1774.00 1774.00 1774.00 1774.00 -5.00 5 75 -4
Jan09 081120 1796.00 1825.00 1787.00 1819.00 +13.00 5,779 80,573 +896
Total Volume and Open Interest 28,968 79,756 -438
London Sugar(LCE)
Mar09 081120 324.90 324.90 320.40 322.50 -2.50 1,906 25,098 -153
May09 081120 330.30 330.50 328.20 330.50 -2.70 195 9,064 +8
Aug09 081120 338.10 338.10 336.00 337.70 -2.40 73 6,143 -2
Oct09 081120 343.70 345.50 343.70 345.50 -1.60 31 3,072 +6
Dec09 081120 351.70 351.70 351.70 351.70 -1.60 12 877 -9
Total Volume and Open Interest 1,221 44,720 -95
Cotton(ICE)
Dec08 081120 40.50 40.77 39.01 39.64 -1.17 5,643 11,241 -3,162
Mar09 081120 41.55 41.80 39.40 39.91 -1.87 9,877 83,533 +1,582
May09 081120 42.60 42.60 40.25 40.57 -2.02 1,469 12,814 +492
Jul09 081120 43.39 43.40 41.21 41.66 -2.10 1,088 15,430 +116
Oct09 081120 45.00 45.00 44.16 44.16 -1.94 0 127 +0
Dec09 081120 47.01 47.55 45.30 45.85 -1.95 674 13,146 +214
Total Volume and Open Interest 14,728 138,808 -62
Lumber(CME)
Jan09 081120 199.8 200.8 196.5 197.6 -2.3 380 4,829 -157
Mar09 081120 215.3 215.4 213.3 214.5 -2.1 235 1,824 +185
May09 081120 231.5 232.0 228.7 231.5 -2.1 67 645 +39
Jul09 081120 234.5 235.1 233.8 234.6 -0.5 5 171 -1
Total Volume and Open Interest 1,402 7,479 +163
Crude Oil(NYM)
Dec08 081120 53.10 53.30 48.50 49.62 -4.00 161,384 23,172 -45,558
Jan09 081120 53.46 53.80 48.52 49.42 -4.68 219,553 292,450 +11,808
Feb09 081120 54.58 54.65 49.68 50.41 -4.54 36,637 64,150 +3,354
Mar09 081120 55.64 55.67 50.73 51.44 -4.44 22,660 51,760 +1,710
Apr09 081120 56.67 56.74 51.96 52.46 -4.37 14,980 37,081 +1,879
May09 081120 57.62 57.74 53.10 53.44 -4.33 8,858 28,447 +928
Jun09 081120 58.00 58.00 53.63 54.39 -4.30 18,314 101,625 +3,198
Jul09 081120 56.60 59.58 54.81 55.31 -4.27 3,608 24,851 -107
Aug09 081120 57.36 58.00 56.22 56.22 -4.23 1,933 23,629 -359
Sep09 081120 58.23 58.75 56.95 57.13 -4.18 2,699 19,639 +289
Oct09 081120 59.18 59.18 58.03 58.03 -4.12 2,547 15,801 -191
Nov09 081120 58.93 58.93 58.93 58.93 -4.06 2,924 15,066 -128
Dec09 081120 63.59 63.66 59.45 59.83 -4.00 18,719 102,616 -1,442
Jan10 081120 62.00 62.00 60.30 60.71 -3.91 423 16,953 +55
Feb10 081120 61.57 61.57 61.57 61.57 -3.81 230 8,055 +88
Mar10 081120 62.43 62.43 62.43 62.43 -3.71 77 11,602 +4
Total Volume and Open Interest 462,968 1,122,604 -25,346
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 081120 53.600 53.775 48.500 49.425 -4.675 9,677 5,465 +755
Feb09 081120 54.425 54.575 49.600 50.400 -4.550 112 263 +22
Mar09 081120 55.200 55.200 51.000 51.450 -4.425 14 189 -7
Apr09 081120 53.875 53.875 52.450 52.450 -4.375 54 57 +53
May09 081120 53.450 53.450 53.450 53.450 -4.325 3 4 +0
Jun09 081120 54.400 54.400 54.400 54.400 -4.300 1 1 +0
Jul09 081120 55.300 55.300 55.300 55.300 -4.275 0 1 +0
Aug09 081120 56.225 56.225 56.225 56.225 -4.225 0 1 +0
Total Volume and Open Interest 15,084 13,082 +149
Heating Oil(NYM)
Dec08 081120 175.83 176.45 166.30 167.59 -8.38 27,849 26,672 -1,943
Jan09 081120 177.21 177.34 167.34 168.65 -8.72 24,205 59,278 +1,140
Feb09 081120 179.00 179.15 169.68 170.25 -8.87 6,981 21,251 -220
Mar09 081120 180.04 180.47 171.30 171.30 -8.87 3,497 20,559 +101
Apr09 081120 173.41 177.74 171.35 171.35 -8.77 1,970 10,886 +279
May09 081120 178.20 178.79 172.03 172.05 -8.77 783 11,602 +118
Jun09 081120 180.46 180.46 172.85 173.30 -8.72 2,973 18,978 -109
Jul09 081120 179.40 180.04 175.10 175.10 -8.62 357 7,075 +84
Aug09 081120 182.00 183.50 177.50 177.65 -8.37 179 3,665 +14
Sep09 081120 185.00 186.42 180.30 180.50 -8.32 265 7,317 -59
Oct09 081120 189.00 190.29 183.60 183.70 -8.37 132 2,573 +25
Nov09 081120 190.00 192.02 186.60 186.70 -8.42 125 1,902 +21
Total Volume and Open Interest 66,403 230,248 -480
Gasoline(NYMEX)
Dec08 081120 109.15 110.00 99.21 100.70 -10.00 23,268 38,277 -3,737
Jan09 081120 112.90 113.75 102.45 103.99 -10.36 15,589 66,403 +1,874
Feb09 081120 117.19 117.19 107.64 107.89 -10.41 4,064 11,862 +526
Mar09 081120 120.50 121.55 111.42 112.09 -10.21 1,675 13,825 +490
Apr09 081120 137.48 137.48 127.74 127.74 -10.21 836 13,693 -31
May09 081120 135.00 135.00 129.59 129.99 -10.21 1,068 7,562 +248
Jun09 081120 134.68 137.58 132.19 132.19 -10.21 1,583 8,307 -35
Jul09 081120 138.20 138.20 134.09 134.09 -10.21 1,072 4,244 +501
Aug09 081120 138.00 139.80 135.69 135.69 -10.21 107 2,299 +3
Sep09 081120 141.00 141.00 136.79 136.79 -10.16 470 2,943 +124
Total Volume and Open Interest 50,630 183,988 +509
e-miNY RBOB Gasoline(NYM)
Dec08 081120 100.70 100.70 100.70 100.70 -10.00      
Jan09 081120 103.99 103.99 103.99 103.99 -10.36      
Feb09 081120 107.89 107.89 107.89 107.89 -10.41      
Mar09 081120 112.09 112.09 112.09 112.09 -10.21      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081120 6.734 6.820 6.201 6.316 -0.427 72,180 32,819 -7,195
Jan09 081120 6.831 6.871 6.275 6.386 -0.427 41,152 130,252 +7,371
Feb09 081120 6.805 6.906 6.370 6.447 -0.404 11,010 43,028 -514
Mar09 081120 6.861 6.861 6.320 6.442 -0.379 10,425 78,663 +1,152
Apr09 081120 6.810 6.810 6.345 6.427 -0.359 7,575 54,885 -165
May09 081120 6.690 6.691 6.464 6.494 -0.357 4,439 35,962 +649
Jun09 081120 6.802 6.803 6.565 6.614 -0.347 1,373 23,352 +192
Jul09 081120 6.990 7.860 6.691 6.749 -0.337 1,432 20,240 +161
Aug09 081120 6.941 6.960 6.805 6.849 -0.332 894 19,857 -30
Sep09 081120 7.171 7.995 6.821 6.894 -0.330 807 16,637 -98
Oct09 081120 7.218 7.218 6.959 6.982 -0.329 3,361 32,862 +139
Nov09 081120 7.424 7.457 7.237 7.337 -0.314 1,455 16,962 +318
Dec09 081120 7.930 7.930 7.570 7.727 -0.299 1,543 25,981 -47
Jan10 081120 8.209 8.211 7.855 7.977 -0.294 1,056 19,202 +74
Feb10 081120 8.197 8.197 7.940 7.982 -0.294 107 8,020 +25
Mar10 081120 8.015 8.015 7.800 7.807 -0.289 281 16,887 -7
Total Volume and Open Interest 138,359 742,054 -4,137
Brent Crude Oil(ICE)
Jan09 081120 51.00 51.30 47.46 48.08 -3.64 107,655 110,780 -4,235
Feb09 081120 52.75 53.05 49.17 49.79 -3.70 47,166 103,904 -1,908
Mar09 081120 54.50 54.50 50.57 51.24 -3.75 28,127 44,605 +5,786
Apr09 081120 55.47 55.64 52.09 52.56 -3.81 14,634 17,174 +208
May09 081120 56.70 56.97 53.35 53.78 -3.90 8,508 17,783 -398
Jun09 081120 58.11 58.27 54.55 54.95 -3.98 11,670 36,950 +1,848
Jul09 081120 59.13 59.13 56.07 56.14 -3.99 2,687 12,651 -13
Aug09 081120 60.24 60.24 57.23 57.30 -3.98 1,908 11,109 -103
Sep09 081120 61.28 61.28 58.30 58.37 -3.96 1,187 10,811 -8
Oct09 081120 62.17 62.17 59.30 59.30 -3.92 0 7,168 -253
Nov09 081120 62.90 62.90 60.15 60.15 -3.85 0 10,191 +96
Dec09 081120 64.47 64.47 60.80 60.95 -3.79 8,510 59,041 -217
Jan10 081120 61.77 61.77 61.77 61.77 -3.72 0 9,399 -121
Feb10 081120 62.67 62.67 62.67 62.67 -3.60 0 3,319 +9
Total Volume and Open Interest 205,618 547,620 -16,264
Gas Oil(ICE)
Dec08 081120 544.75 544.75 514.00 529.75 -17.50 33,384 60,791 -667
Jan09 081120 552.75 552.75 521.25 537.25 -18.25 28,902 73,020 +5,681
Feb09 081120 559.25 559.25 533.00 545.75 -18.50 8,082 29,002 +799
Mar09 081120 565.00 565.00 549.75 553.50 -18.50 2,741 16,110 +263
Apr09 081120 571.00 571.00 552.50 560.25 -18.00 1,805 15,849 +5
May09 081120 577.75 577.75 559.00 566.75 -17.75 1,629 16,780 +285
Jun09 081120 584.50 585.75 560.00 573.25 -17.75 1,787 35,568 +265
Jul09 081120 592.00 594.25 580.50 583.00 -17.50 736 11,136 -669
Aug09 081120 603.00 603.00 590.00 592.75 -17.25 566 8,593 +81
Sep09 081120 613.00 613.00 600.50 600.50 -16.50 73 6,268 +35
Total Volume and Open Interest 82,887 355,565 +6,892
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081120 1.640 1.650 1.640 1.643 -0.044 9 275 -6
Jan09 081120 1.600 1.622 1.600 1.621 -0.054 2 396 -10
Feb09 081120 1.621 1.622 1.621 1.621 -0.049 4 205 +4
Mar09 081120 1.620 1.635 1.620 1.621 -0.051 2 272 +2
Apr09 081120 1.621 1.621 1.620 1.620 -0.065 2 333 +2
May09 081120 1.670 1.670 1.660 1.660 -0.070 0 173 +0
Jun09 081120 1.670 1.670 1.645 1.660 -0.070 5 168 +5
Total Volume and Open Interest 31 3,023 +5
US Dollar Index(ICE)
Dec08 081120 88.040 88.625 87.715 88.295 +0.730 4,852 35,837 -230
Mar09 081120 88.550 89.200 88.440 88.935 +0.730 76 2,177 +17
Jun09 081120 89.665 89.665 89.665 89.665 +0.730 10 87 +0
Total Volume and Open Interest 2,393 38,314 +165
Australian Dollar(CME)
Dec08 081120 63.51 64.04 60.55 61.13 -3.23 4 62,086 +506
Mar09 081120 63.11 64.19 60.55 60.92 -3.27 14 1,215 +70
Jun09 081120 60.72 63.94 60.72 60.72 -3.22 0 304 +0
Total Volume and Open Interest 21,449 63,207 -19
British Pound(CME)
Dec08 081120 149.48 149.93 147.05 148.11 -2.07 152 106,402 -1,326
Mar09 081120 149.76 150.21 147.24 148.16 -2.05 150 4,478 +1,064
Jun09 081120 148.14 150.15 147.51 148.14 -2.01 0 1,171 -100
Total Volume and Open Interest 58,461 112,428 -733
Canadian Dollar(CME)
Dec08 081120 79.66 79.83 76.92 77.82 -2.27 268 81,246 +209
Mar09 081120 79.55 80.10 77.00 77.85 -2.25 0 4,750 +148
Jun09 081120 78.80 80.12 77.27 77.89 -2.23 0 1,530 -2
Sep09 081120 78.14 80.12 77.25 77.91 -2.21 134 1,548 -124
Total Volume and Open Interest 24,302 89,435 -2,961
Japanese Yen(CME)
Dec08 081120 104.53 106.96 103.94 105.61 +1.82 15 114,912 -8,621
Mar09 081120 104.66 107.30 104.23 106.08 +1.85 7 1,690 -40
Jun09 081120 106.97 107.50 104.68 106.45 +1.77 0 3,662 +0
Total Volume and Open Interest 97,849 128,937 -5,685
Swiss Franc(CME)
Dec08 081120 82.47 82.64 81.46 81.81 -0.83 2 39,631 +351
Mar09 081120 82.70 82.84 81.96 82.12 -0.72 0 1,293 -2
Jun09 081120 82.70 83.05 82.31 82.42 -0.63 0 290 +0
Total Volume and Open Interest 21,435 40,873 -3,396
EuroFX(CME)
Dec08 081120 124.86 125.85 124.17 125.00 -0.88 154 142,473 +6,228
Mar09 081120 124.78 125.77 124.08 124.90 -0.82 0 26,591 -10
Jun09 081120 124.91 125.68 124.42 124.91 -0.77 0 626 +2
Total Volume and Open Interest 142,452 164,455 -1,983
Mexican Peso(CME)
Dec08 081120 734.2 741.0 705.5 717.2 -34.2 554 40,752 +544
Jan09 081120 709.2 746.5 709.2 709.2 -37.2      
Total Volume and Open Interest 3,398 40,734 -202
30-Year T-Bonds(CBOT)
Dec08 081120 122~275 129~190 122~180 125~250 +3~220 259,052 668,886 -12,642
Mar09 081120 121~105 128~115 121~105 124~195 +3~235 38,408 80,996 +18,702
Jun09 081120 122~105 123~265 119~245 123~075 +3~150 0 13 +0
Total Volume and Open Interest 233,495 743,840 +7,540
10-Year T-Notes(CBOT)
Dec08 081120 119~175 121~255 119~100 120~230 +1~150 728,414 1,076,380 -58,557
Mar09 081120 117~080 119~130 117~005 118~120 +1~130 76,615 168,386 +77,371
Jun09 081120 117~120 117~120 115~310 117~120 +1~130      
Total Volume and Open Interest 634,389 1,225,952 +14,143
5-Year T-Notes(CBOT)
Dec08 081120 117~110 118~098 117~093 118~059 +0~103 370,244 0 +0
Mar09 081120 115~065 116~025 115~038 115~115 +0~077 43,287 0 +0
Jun09 081120 115~115 115~115 115~039 115~115 +0~077      
Total Volume and Open Interest 443,215 1,278,853 -13,790
2 Year T-Notes(CBOT)
Dec08 081120 108~073 108~112 108~072 108~096 +0~024 4,638 631,667 -21,416
Mar09 081120 107~076 107~126 107~070 107~095 +0~026 4,484 27,131 +8,328
Jun09 081120 107~095 107~095 107~070 107~095 +0~026      
Total Volume and Open Interest 204,239 671,886 -2,893
Eurodollars(CME)
Dec08 081120 97.988 98.150 97.950 98.067 +0.080 8,777 1,567,902 +17,285
Mar09 081120 98.125 98.285 98.110 98.240 +0.095 6,424 1,276,260 -5,067
Jun09 081120 98.105 98.245 98.080 98.190 +0.100 2,304 991,862 +618
Sep09 081120 98.020 98.180 98.015 98.115 +0.115 2,251 911,710 +11,375
Dec09 081120 97.880 98.060 97.880 97.985 +0.125 4,216 805,834 +5,934
Mar10 081120 97.865 98.045 97.840 97.945 +0.125 3,768 606,981 -1,213
Jun10 081120 97.685 97.920 97.680 97.800 +0.150 4,537 396,133 -4,436
Sep10 081120 97.460 97.740 97.445 97.605 +0.185 2,362 343,280 -4,729
Dec10 081120 97.130 97.485 97.130 97.305 +0.190 2,451 255,105 +4,027
Mar11 081120 96.965 97.310 96.965 97.105 +0.200 1,068 205,231 +1,879
Jun11 081120 96.710 97.090 96.710 96.880 +0.215 1,421 207,811 +1,131
Sep11 081120 96.485 96.900 96.485 96.675 +0.230 1,230 139,425 +998
Dec11 081120 96.290 96.680 96.290 96.475 +0.245 737 91,599 -134
Mar12 081120 96.220 96.640 96.220 96.420 +0.260 410 94,803 -876
Jun12 081120 96.065 96.490 96.065 96.295 +0.270 723 72,182 -132
Sep12 081120 95.985 96.370 95.985 96.195 +0.280 367 61,401 -1,000
Dec12 081120 95.835 96.210 95.835 96.055 +0.285 737 54,269 +500
Mar13 081120 95.805 96.170 95.785 96.020 +0.290 1,425 52,720 -133
Total Volume and Open Interest 1,032,337 8,276,547 +5,693
30 Day Federal Funds(CBOT)
Nov08 081120 99.620 99.635 99.573 99.598 -0.025 115 100,485 -262
Dec08 081120 99.600 99.645 99.595 99.610 +0.015 215 65,804 +973
Jan09 081120 99.560 99.610 99.560 99.580 +0.035 100 64,413 -394
Feb09 081120 99.510 99.600 99.495 99.565 +0.070 354 71,064 -675
Mar09 081120 99.455 99.570 99.445 99.530 +0.085 10 42,892 -857
Apr09 081120 99.435 99.535 99.395 99.500 +0.105 0 35,021 +62
Total Volume and Open Interest 39,283 476,159 -5,051
30 Day Fed Funds(e-CBOT)
Nov08 081120 99.620 99.635 99.573 99.610 -0.027 4,409 100,485 -262
Dec08 081120 99.600 99.645 99.595 99.625 +0.015 8,610 65,804 +973
Jan09 081120 99.560 99.610 99.560 99.610 +0.055 7,894 64,413 -394
Feb09 081120 99.510 99.600 99.500 99.600 +0.090 9,807 71,064 -675
Mar09 081120 99.455 99.570 99.455 99.570 +0.115 5,406 42,892 -857
Apr09 081120 99.435 99.535 99.430 99.535 +0.125 2,884 35,021 +62
Total Volume and Open Interest 44,442 476,434 +720
3-Mth Euro-Yen(CME)
Dec08 081120 99.23 99.30 99.23 99.30 +0.07 1 3,988 +1
Mar09 081120 99.29 99.29 99.29 99.29 unch 0 4,968 -4
Jun09 081120 99.35 99.35 99.35 99.35 -0.01 0 878 +0
Sep09 081120 99.35 99.35 99.35 99.35 unch 0 480 +0
Dec09 081120 99.32 99.32 99.32 99.32 unch 1 101 +1
Mar10 081120 99.21 99.21 99.21 99.21 -0.03      
Jun10 081120 99.15 99.15 99.15 99.15 -0.03      
Sep10 081120 99.12 99.12 99.12 99.12 -0.01      
Dec10 081120 99.11 99.11 99.11 99.11 -0.02      
Mar11 081120 99.03 99.03 99.03 99.03 -0.01      
Total Volume and Open Interest 2 10,415 -2
3-Mth Euro-Yen(SGX)
Dec08 081120 99.18 99.18 99.17 99.17 -0.03 531 20,727 -140
Mar09 081120 99.29 99.29 99.26 99.26 -0.03 430 12,430 +257
Jun09 081120 99.35 99.35 99.35 99.35 -0.01 0 5,463 +0
Sep09 081120 99.40 99.40 99.32 99.32 -0.01 2 2,885 -1
Dec09 081120 99.38 99.38 99.29 99.29 -0.01 0 974 +0
Mar10 081120 99.18 99.18 99.18 99.18 -0.01 0 880 +0
Jun10 081120 99.11 99.11 99.11 99.11 -0.01 0 513 +0
Sep10 081120 99.09 99.09 99.09 99.09 -0.02 0 252 +0
Total Volume and Open Interest 963 46,244 +211
Japanese Gov't Bonds(SGX)
Dec08 081120 139.07 139.36 138.96 139.26 +0.88 1,145 9,621 -86
Mar09 081120 139.26 139.26 139.26 139.26 +0.46      
Jun09 081120 139.26 139.26 139.26 139.26 +0.46      
Total Volume and Open Interest 1,021 9,912 -4
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 081120 114.43 115.03 114.36 115.00 +0.69 299,112 976,914 -15,197
Mar09 081120 114.43 115.00 114.40 114.77 +0.49 5,851 29,348 +3,621
Jun09 081120 115.26 115.26 115.26 115.26 +0.83      
Total Volume and Open Interest 295,308 1,017,838 +8,716
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 081120 115~21 117~01 115~20 116~18 +1~09 71,558 337,743 -3,684
Mar09 081120 114~28 116~04 114~28 115~21 +1~09 950 25,444 +739
Total Volume and Open Interest 77,783 366,132 +12,691
3-Mth Short Sterling(LIFFE)
Dec08 081120 96.60 96.68 96.57 96.65 +0.08 50,342 456,390 +160
Mar09 081120 97.39 97.43 97.32 97.36 +0.03 51,226 428,290 -1,207
Jun09 081120 97.56 97.58 97.49 97.51 +0.04 62,329 298,011 -3,987
Sep09 081120 97.49 97.52 97.43 97.48 +0.08 48,334 215,808 +4,534
Dec09 081120 97.18 97.29 97.15 97.25 +0.12 59,621 236,965 -28,691
Mar10 081120 96.98 97.10 96.94 97.07 +0.15 32,779 169,412 -1,689
Total Volume and Open Interest 246,368 2,063,497 +88
3-Mth Euribor(LIFFE)
Dec08 081120 96.570 96.720 96.570 96.680 +0.160 80,231 821,345 -5,636
Mar09 081120 97.330 97.470 97.325 97.435 +0.140 71,600 617,109 +1,143
Jun09 081120 97.490 97.645 97.485 97.590 +0.140 79,503 547,822 +1,479
Total Volume and Open Interest 431,988 3,599,306 +7,895
3-Mth Aus T-Bills(SFE)
Dec08 081120 95.70 95.78 95.68 95.77 +0.07 10,894 747,636 -7,530
Mar09 081120 96.55 96.72 96.53 96.71 +0.16 10,591 337,519 -3,982
Jun09 081120 96.56 96.71 96.53 96.71 +0.15 4,379 184,855 -2,479
Sep09 081120 96.37 96.52 96.35 96.52 +0.15 5,036 122,121 -1,377
Dec09 081120 96.01 96.18 96.01 96.16 +0.17 1,620 81,621 -34
Mar10 081120 95.53 95.68 95.53 95.67 +0.16 1,474 41,747 +560
Jun10 081120 95.09 95.21 95.09 95.18 +0.16 781 34,299 +29
Sep10 081120 94.85 94.85 94.76 94.77 +0.13 936 18,093 +723
Dec10 081120 94.41 94.54 94.41 94.46 +0.07 220 3,986 +220
Mar11 081120 94.36 94.38 94.31 94.31 +0.08 207 869 +87
Total Volume and Open Interest 40,094 1,573,804 -13,620
10-Year Aus T-Bonds(SFE)
Dec08 081120 95.21 95.27 95.19 95.24 +0.08 17,914 359,568 -3,004
Mar09 081120 95.19 95.19 95.19 95.19 +0.09      
Total Volume and Open Interest 24,894 359,568 -3,004
3-Year Aus T-Bonds(SFE)
Dec08 081120 96.25 96.38 96.22 96.32 +0.07 31,020 592,318 +5,686
Mar09 081120 96.14 96.14 96.13 96.13 +0.07      
Total Volume and Open Interest 43,454 592,318 +5,686
Gold(CMX)
Dec08 081120 735.2 753.4 732.6 748.7 +12.7 143,008 109,221 -9,039
Feb09 081120 736.5 754.0 733.1 749.4 +12.9 24,158 84,634 +9,291
Apr09 081120 738.4 752.5 736.6 750.4 +12.8 708 23,594 +48
Jun09 081120 740.3 753.5 739.9 751.8 +12.7 1,438 23,595 -254
Aug09 081120 753.4 753.4 753.4 753.4 +12.5 5 11,805 +5
Oct09 081120 755.2 755.2 755.2 755.2 +12.5 52 2,906 +0
Dec09 081120 752.5 759.3 747.4 757.0 +12.3 1,013 12,616 -14
Feb10 081120 759.0 759.0 759.0 759.0 +12.2 14 696 +0
Apr10 081120 761.0 761.0 761.0 761.0 +12.0 10 35 +0
Jun10 081120 763.0 763.0 763.0 763.0 +11.8 35 2,236 +10
Aug10 081120 765.2 765.2 765.2 765.2 +11.6 100 100 +0
Total Volume and Open Interest 117,778 289,700 +4,481
Silver(CMX)
Dec08 081120 926.0 945.5 880.5 902.5 -28.5 26,947 30,512 -3,206
Mar09 081120 926.5 947.0 883.0 904.9 -28.9 8,005 33,021 +2,994
May09 081120 935.5 935.5 887.5 906.2 -29.3 115 6,311 +12
Jul09 081120 897.0 907.0 897.0 907.0 -29.6 285 7,607 +229
Sep09 081120 907.8 907.8 907.8 907.8 -29.7 357 3,180 +7
Dec09 081120 931.5 933.0 888.5 909.0 -29.8 200 3,513 -27
Mar10 081120 911.0 911.0 911.0 911.0 -30.2 50 754 +0
Total Volume and Open Interest 36,569 91,853 -1,904
Platinum(NYMEX)
Jan09 081120 819.8 824.9 777.0 790.1 -33.6 1,355 15,990 +276
Apr09 081120 813.0 816.2 785.0 795.4 -33.6 5 1,021 +4
Total Volume and Open Interest 1,302 16,731 +96
Palladium(NYMEX)
Dec08 081120 184.50 195.00 173.40 179.45 -14.40 1,910 6,032 -707
Mar09 081120 186.35 196.00 175.00 181.05 -14.60 993 7,601 +999
Jun09 081120 183.05 183.05 183.05 183.05 -14.60 5 19 +5
Total Volume and Open Interest 852 13,355 -90
Copper(CMX)
Dec08 081120 158.50 161.50 154.05 157.55 -2.60 13,227 20,774 -1,911
Mar09 081120 158.95 162.30 154.30 158.00 -2.95 7,057 41,491 +1,688
May09 081120 162.00 162.50 156.35 159.40 -3.05 444 4,154 +43
Jul09 081120 160.00 161.00 157.75 160.75 -3.00 138 1,822 +58
Sep09 081120 163.00 163.50 160.00 161.85 -3.10 131 1,649 +67
Total Volume and Open Interest 24,481 80,583 +932
Aluminum(CMX)
Nov08 081120 0.82 0.82 0.82 0.82 -84.78      
Dec08 081120 0.82 0.82 0.82 0.82 -85.53      
Jan09 081120 0.83 0.83 0.83 0.83 -86.27      
Feb09 081120 0.84 0.84 0.84 0.84 -87.01      
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 081120 8015 8175 7470 7487 -540 1,559 26,600 +274
Mar09 081120 7830 8000 7439 7439 -544 35 195 -3
Jun09 081120 7407 7407 7407 7407 -545      
Sep09 081120 7367 7367 7367 7367 -546      
Total Volume and Open Interest 2,548 26,524 +267
S & P 500(CME)
Dec08 081120 810.50 820.00 745.00 748.30 -64.20 39,311 607,567 -6,214
Mar09 081120 794.00 819.60 744.60 746.00 -64.60 2,678 16,243 +2,712
Jun09 081120 745.10 819.10 744.10 745.10 -65.00 0 8,393 +0
Sep09 081120 741.70 816.10 741.10 741.70 -65.40 0 768 +0
Total Volume and Open Interest 45,910 636,473 -3,706
S & P 500 E-Mini(Globex)
Dec08 081120 796.25 820.75 745.00 748.25 -64.25 3,430,032 3,106,576 +39,248
Mar09 081120 808.50 818.25 743.25 746.00 -64.50 6,578 105,721 +614
Total Volume and Open Interest 3,285,027 3,178,132 +54,174
NASDAQ 100(CME)
Dec08 081120 1090.30 1115.00 1031.00 1039.50 -53.00 3,104 31,392 +29
Mar09 081120 1111.00 1114.00 1041.50 1041.50 -53.50 0 7 +0
Jun09 081120 1043.30 1050.80 1043.30 1043.30 -53.50 0 5 +0
Total Volume and Open Interest 2,306 31,375 -8
NASDAQ 100 E-Mini(Globex)
Dec08 081120 1076.80 1115.00 1031.30 1039.50 -53.00 469,239 370,161 +8,314
Mar09 081120 1075.00 1116.00 1033.80 1041.50 -53.50 255 640 +92
Total Volume and Open Interest 437,289 364,013 -14,196
S & P Midcap 400(CME)
Dec08 081120 445.00 453.00 412.50 415.60 -37.60 170 6,837 -57
Mar09 081120 414.70 414.70 411.90 414.70 -37.90      
Jun09 081120 412.90 412.90 410.10 412.90 -37.90      
Total Volume and Open Interest 147 6,894 +88
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 081120 7860 7980 7655 7705 -585 77,321 261,090 -924
Mar09 081120 7870 7990 7675 7700 -575 124 1,185 -59
Total Volume and Open Interest 77,445 262,525 -953
Nikkei 225(SGX)
Dec08 081120 7860 7980 7655 7705 -585 77,321 261,090 -924
Mar09 081120 7870 7990 7675 7700 -575 124 1,185 -59
Jun09 081120 7615 7615 7615 7615 -575 0 158 +0
Total Volume and Open Interest 77,445 262,525 -953
CAC 40(EURONEXT)
Nov08 081120 3002.5 3039.5 2905.0 2983.5 -104.5 233,566 565,342 -13,045
Dec08 081120 3017.0 3035.0 2901.0 2980.0 -105.0 115,998 279,184 +76,003
Jan09 081120 3005.5 3017.5 2917.5 2986.5 -107.0 130 1,264 -34
Total Volume and Open Interest 475,640 787,267 +172,228
Hang Seng Index(HKFE)
Nov08 081120 12150 12260 11818 12197 -438 8,011 825 -7,985
Dec08 081120 11933 12267 11850 12199 -451 216 361 -299
Total Volume and Open Interest 8,236 1,261 -8,228
DAX(EUREX)
Dec08 081120 4240.0 4345.5 4043.0 4238.0 -116.0 196,490 217,125 +982
Mar09 081120 4259.0 4363.0 4079.5 4263.0 -118.5 1,116 13,691 +181
Jun09 081120 4286.5 4374.5 4105.0 4288.0 -121.0 581 3,269 +47
Total Volume and Open Interest 198,187 234,085 +1,210
FT-SE 100(EURONEXT)
Dec08 081120 3881.00 3965.00 3810.50 3864.50 -139.00 144,249 752,443 -3,796
Mar09 081120 3902.00 3930.00 3793.50 3837.50 -141.00 292 9,009 -27
Jun09 081120 3815.50 3815.50 3815.50 3815.50 -143.00 0 75 +0
Total Volume and Open Interest 161,904 765,350 +8,012
SPI 200(SFE)
Dec08 081120 3548.0 3591.0 3361.0 3398.0 -146.0 35,726 372,919 +20,110
Mar09 081120 3489.0 3489.0 3317.0 3355.0 -148.0 12 1,827 +0
Jun09 081120 3353.0 3353.0 3353.0 3353.0 -148.0 1 2,559 +0
Total Volume and Open Interest 38,282 378,354 +20,249
GSCI(CME)
Dec08 081120 372.70 377.00 365.25 365.25 -24.70 110 15,385 +46
Jan09 081120 372.00 382.00 372.00 372.00 -22.00 0 5 +0
Feb09 081120 378.00 387.00 378.00 378.00 -22.00      
Total Volume and Open Interest 419 15,344 +237
RJ/CRB Index(ICE)
Jan09 081120 351.10 351.10 347.00 347.00 -10.50 2 869 +0
Feb09 081120 349.00 349.00 349.00 349.00 -10.50 0 6 +0
Apr09 081120 354.00 354.00 354.00 354.00 -10.50 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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