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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 27, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081126 885.50 899.00 881.25 886.00 +3.00 2,984 145,874 +24
Mar09 081126 892.25 907.50 889.50 894.00 +2.50 1,462 70,351 +1,526
May09 081126 905.00 916.00 900.00 903.75 +3.25 979 18,597 -368
Jul09 081126 911.50 926.00 909.50 913.00 +3.00 915 31,211 -391
Aug09 081126 915.25 915.25 912.00 915.00 +3.00 0 1,578 +0
Sep09 081126 911.00 911.00 907.00 911.00 +4.00 0 823 +0
Nov09 081126 902.00 917.50 901.00 907.00 +5.00 311 42,008 +357
Total Volume and Open Interest 103,291 314,468 +1,544
Soybean Meal(CBOT)
Dec08 081126 262.60 265.80 260.00 263.20 +0.70 8,439 16,542 -3,670
Jan09 081126 262.50 265.00 259.00 262.00 unch 6,766 34,331 +3,970
Mar09 081126 263.80 266.80 260.60 263.70 -0.10 3,584 32,412 +2,819
May09 081126 267.30 269.80 262.40 266.50 -0.30 1,094 14,520 +144
Jul09 081126 270.00 272.00 266.80 269.60 -0.60 1,271 17,316 -106
Aug09 081126 272.70 272.70 268.90 271.10 -0.60 7 4,566 +14
Sep09 081126 270.20 275.00 269.80 270.50 -0.50 2 3,339 +3
Oct09 081126 265.20 266.40 264.90 266.40 +0.50 4 1,958 +6
Total Volume and Open Interest 70,425 130,809 -2,426
Soybean Oil(CBOT)
Dec08 081126 32.24 32.93 31.82 32.50 +0.26 6,481 22,528 -4,465
Jan09 081126 32.65 33.33 32.22 32.86 +0.22 6,691 93,938 +6,075
Mar09 081126 33.07 33.75 32.67 33.28 +0.21 1,631 42,261 +1,384
May09 081126 33.20 34.10 33.20 33.68 +0.20 1,016 20,266 +1,040
Jul09 081126 33.76 34.49 33.50 34.05 +0.19 1,069 26,214 -640
Aug09 081126 34.57 34.68 34.18 34.24 +0.19 0 3,966 -30
Sep09 081126 34.63 34.88 34.38 34.43 +0.20 324 4,560 +326
Oct09 081126 34.80 35.05 34.58 34.58 +0.20 19 3,490 +18
Total Volume and Open Interest 83,064 238,495 +554
Canola(WCE)
Jan09 081127 407.0 412.3 401.0 401.9 -6.9 2,479 59,750 +0
Mar09 081127 415.2 420.5 409.6 410.5 -7.3 782 15,268 +0
May09 081127 423.2 428.4 419.3 419.3 -7.7 97 4,926 +0
Jul09 081127 430.2 435.4 426.2 427.3 -8.3 111 5,365 +0
Nov09 081127 442.1 442.1 436.6 441.1 -6.7 105 5,546 +0
Total Volume and Open Interest 3,574 90,905 -950
Corn(CBOT)
Dec08 081126 353.50 358.00 350.25 354.00 +0.50 17,689 87,193 -37,740
Mar09 081126 370.50 375.00 367.00 371.00 +0.50 18,183 383,362 +22,889
May09 081126 381.75 386.00 379.00 382.25 +0.50 766 94,508 +3,365
Jul09 081126 393.00 397.50 389.75 393.75 +0.75 794 122,191 +1,934
Sep09 081126 404.50 405.25 401.25 404.50 +0.50 1,096 24,836 +1,112
Dec09 081126 417.50 422.00 414.25 418.25 +0.75 1,905 137,621 -883
Total Volume and Open Interest 267,853 901,906 -10,618
Wheat(CBOT)
Dec08 081126 537.25 546.50 525.50 535.50 +1.50 1,651 21,876 -6,693
Mar09 081126 556.00 564.75 543.50 554.00 +1.25 2,033 134,004 +2,567
May09 081126 566.50 578.00 560.00 567.75 +1.25 59 20,244 -224
Jul09 081126 585.00 590.00 572.25 581.25 +1.00 228 50,769 +218
Sep09 081126 603.00 606.25 596.25 603.50 +0.25 0 15,611 -97
Total Volume and Open Interest 95,272 270,172 -3,139
Wheat(KCBT)
Dec08 081126 565.00 571.50 552.50 558.50 -3.75 9,291 6,278 -3,940
Mar09 081126 582.00 589.25 569.50 576.00 -3.75 9,820 39,438 +2,254
May09 081126 596.75 597.50 583.50 586.25 -3.50 551 7,804 +80
Jul09 081126 599.50 606.00 591.75 597.50 -2.25 1,004 17,153 +399
Sep09 081126 614.00 614.00 608.50 609.00 -2.00 146 3,219 +124
Total Volume and Open Interest 16,601 80,638 -1,895
Wheat(MGE)
Dec08 081126 605.00 612.50 596.50 601.00 -4.75 1,190 2,112 -1,010
Mar09 081126 613.25 623.25 607.00 611.25 -3.00 2,355 14,141 +96
May09 081126 620.00 624.00 613.25 616.50 -4.50 574 6,091 -128
Jul09 081126 625.50 627.50 622.00 625.50 -2.75 178 2,058 +35
Sep09 081126 632.00 634.50 632.00 633.25 -2.00 42 2,771 -57
Total Volume and Open Interest 5,097 30,054 -638
Oats(CBOT)
Dec08 081126 204.25 205.00 195.75 199.50 -3.75 63 988 -357
Mar09 081126 219.75 220.25 211.25 215.00 -4.50 82 6,977 +256
May09 081126 224.00 231.00 223.00 224.00 -7.00 0 2,018 +7
Jul09 081126 238.50 241.50 234.00 234.50 -7.00 0 649 +131
Total Volume and Open Interest 1,200 14,461 -74
Rough Rice(CBOT)
Jan09 081126 13.15 13.83 13.14 13.60 +0.10 27 4,102 -1
Mar09 081126 13.38 14.07 13.38 13.85 +0.11 16 1,588 +60
May09 081126 14.03 14.07 14.03 14.07 +0.10 0 519 +1
Jul09 081126 14.30 14.30 14.20 14.30 +0.10 0 171 -2
Total Volume and Open Interest 463 6,593 -16
Live Cattle(CME)
Dec08 081126 85.980 88.000 85.535 87.430 +1.600 8,216 33,588 -696
Feb09 081126 87.180 88.635 86.900 88.150 +0.820 14,068 96,768 +403
Apr09 081126 89.050 90.250 88.750 89.700 +0.550 7,950 48,410 -884
Jun09 081126 84.850 86.100 84.600 85.680 +0.780 2,386 19,814 +262
Aug09 081126 84.680 85.350 84.150 85.100 +0.520 749 9,263 +437
Oct09 081126 88.500 88.500 87.850 88.500 +0.800 339 3,809 +260
Total Volume and Open Interest 24,964 213,978 -646
Feeder Cattle(CME)
Jan09 081126 91.250 92.400 90.800 92.200 +0.800 1,335 11,787 +75
Mar09 081126 91.750 93.100 91.750 92.930 +0.680 541 4,237 +157
Apr09 081126 93.385 93.650 92.250 93.350 +0.950 245 1,548 +115
May09 081126 93.000 94.100 93.000 94.050 +0.915 75 1,277 +2
Aug09 081126 95.600 96.000 94.800 96.000 +0.800 21 615 +7
Sep09 081126 96.000 96.000 96.000 96.000 +0.600 2 61 +1
Oct09 081126 95.400 95.400 95.400 95.400 +0.150 0 23 +0
Total Volume and Open Interest 2,538 19,191 +90
Lean Hogs(CME)
Dec08 081126 58.080 58.950 57.930 58.680 +0.945 5,945 20,215 -1,537
Feb09 081126 65.150 66.450 64.950 65.785 +1.185 8,166 74,387 +918
Apr09 081126 72.000 73.000 71.800 72.500 +0.850 2,009 37,844 +345
May09 081126 79.250 80.250 79.250 80.180 +1.130 18 1,310 +1
Jun09 081126 81.885 82.850 81.785 82.430 +0.930 1,471 23,229 +237
Jul09 081126 80.400 81.950 80.400 81.300 +0.870 165 4,183 -34
Aug09 081126 79.450 80.000 79.200 79.450 +0.650 41 3,328 +13
Oct09 081126 74.350 74.700 74.000 74.100 unch 335 2,334 +161
Total Volume and Open Interest 16,019 167,312 +1,291
Pork Bellies(CME)
Feb09 081126 92.400 93.600 91.000 93.500 +1.450 99 796 -11
Mar09 081126 92.000 92.500 90.700 92.000 +1.500 0 115 +0
May09 081126 92.000 92.500 91.000 92.000 +1.600 0 136 +0
Jul09 081126 92.500 93.000 91.000 91.500 +1.500 0 83 +0
Aug09 081126 90.000 90.000 90.000 90.000 unch 0 1 +0
Total Volume and Open Interest 141 1,142 -27
Class III Milk(CME)
Nov08 081126 15.50 15.52 15.50 15.50 unch 15 4,551 -9
Dec08 081126 15.38 15.41 15.30 15.36 -0.02 191 5,301 +1
Jan09 081126 14.25 14.30 14.14 14.24 +0.04 83 3,875 -13
Feb09 081126 14.11 14.15 14.08 14.15 unch 77 3,440 +20
Mar09 081126 14.20 14.25 14.12 14.16 -0.02 72 2,881 +15
Total Volume and Open Interest 1,182 37,640 +68
Cocoa(ICE)
Dec08 081126 2384 2384 2311 2311 +55 12 50 -8
Mar09 081126 2153 2264 2128 2221 +78 5,200 61,879 +40
May09 081126 2136 2251 2131 2214 +76 378 20,023 +133
Jul09 081126 2128 2225 2123 2202 +73 151 9,593 +67
Sep09 081126 2119 2205 2119 2188 +69 106 5,234 +8
Dec09 081126 2117 2205 2112 2183 +69 264 7,708 +137
Mar10 081126 2177 2177 2177 2177 +65 4 2,412 +0
Total Volume and Open Interest 3,383 108,339 +425
Coffee "C"(ICE)
Dec08 081126 112.50 114.20 111.95 114.10 +1.60 114 460 -78
Mar09 081126 114.25 116.80 113.90 116.30 +1.90 6,751 72,218 +95
May09 081126 117.15 119.40 116.90 119.00 +1.85 646 21,142 +412
Jul09 081126 119.70 121.60 119.50 121.60 +1.80 249 5,339 +6
Sep09 081126 122.30 124.20 122.30 124.10 +1.80 127 4,209 -1
Dec09 081126 125.85 127.65 125.70 127.50 +1.70 93 2,836 +21
Total Volume and Open Interest 11,951 107,578 -612
Orange Juice(ICE)
Jan09 081126 76.95 77.90 76.10 76.90 +0.05 956 16,158 -244
Mar09 081126 82.00 82.20 80.60 81.35 -0.15 808 8,876 +142
May09 081126 84.90 85.35 84.90 85.35 -0.40 207 2,123 +199
Jul09 081126 89.10 89.10 89.10 89.10 -0.35 0 862 +0
Sep09 081126 93.15 93.15 93.15 93.15 -0.40 0 167 +0
Nov09 081126 97.75 97.75 97.75 97.75 -0.40 3 113 +3
Total Volume and Open Interest 996 28,454 +267
Sugar #11(ICE)
Mar09 081126 11.67 11.96 11.64 11.81 +0.20 34,507 254,542 +1,014
May09 081126 12.05 12.37 12.01 12.22 +0.25 8,216 104,652 +2,228
Jul09 081126 12.24 12.57 12.20 12.43 +0.27 3,282 105,819 +72
Oct09 081126 12.68 12.99 12.65 12.86 +0.26 1,676 69,841 +235
Mar10 081126 13.28 13.63 13.24 13.49 +0.29 1,435 45,304 +436
Total Volume and Open Interest 46,768 628,684 -2,002
Sugar #14(ICE)
Jan09 081126 19.50 19.50 19.16 19.49 +0.04 376 1,214 -78
Mar09 081126 20.06 20.39 20.06 20.38 -0.08 121 2,786 -2
May09 081126 20.86 20.86 20.85 20.85 -0.01 123 2,088 -93
Jul09 081126 21.15 21.15 21.04 21.10 -0.05 5 1,738 +5
Sep09 081126 21.54 21.54 21.54 21.54 -0.05 6 824 +5
Total Volume and Open Interest 170 8,813 -59
London Cocoa(LCE)
Dec08 081126 1540 1590 1521 1590 +50 3,587 42,661 -1,936
Mar09 081127 1483 1545 1476 1517 +37 4,988 58,467 +0
May09 081127 1474 1535 1474 1508 +33 1,682 29,769 +0
Jul09 081127 1478 1525 1478 1510 +32 1,127 29,182 +0
Sep09 081127 1495 1516 1489 1504 +28 40 11,198 +0
Dec09 081127 1477 1501 1477 1478 +33 763 6,217 +0
Mar10 081127 1479 1479 1479 1479 +33 0 769 +0
Total Volume and Open Interest 12,187 178,275 -1,958
London Coffee(LCE)
Nov08 081127 1990.00 1990.00 1971.00 1971.00 +19.00 15 43 +0
Jan09 081127 1962.00 2048.00 1962.00 2015.00 +48.00 6,137 70,494 +0
Total Volume and Open Interest 6,152 70,537 -1,160
London Sugar(LCE)
Mar09 081127 331.00 333.00 330.60 333.00 +5.40 1,593 24,555 +0
May09 081127 339.20 340.10 337.80 340.10 +4.40 135 9,148 +0
Aug09 081127 344.60 346.90 344.50 346.90 +4.20 171 6,105 +0
Oct09 081127 355.00 355.00 355.00 355.00 +4.30 20 3,039 +0
Dec09 081127 361.70 361.70 361.70 361.70 +4.30 1 877 +0
Total Volume and Open Interest 1,920 44,040 -124
Cotton(ICE)
Dec08 081126 43.13 46.15 42.70 46.15 +3.78 463 2,277 -3,629
Mar09 081126 44.00 46.63 43.75 46.55 +2.80 8,843 79,815 +476
May09 081126 43.91 46.15 43.80 46.10 +2.39 1,449 14,432 +339
Jul09 081126 44.62 47.00 44.25 46.51 +2.29 879 15,786 +365
Oct09 081126 46.95 49.01 46.95 49.01 +2.09 40 148 +18
Dec09 081126 48.50 50.48 48.00 50.11 +2.14 409 13,941 -17
Total Volume and Open Interest 15,921 130,606 -879
Lumber(CME)
Jan09 081126 197.0 200.2 192.7 194.6 -2.9 457 4,884 -5
Mar09 081126 213.5 214.4 209.0 210.8 -2.7 325 1,943 +150
May09 081126 229.4 230.2 227.3 229.7 -1.2 60 698 +6
Jul09 081126 233.9 233.9 233.9 233.9 -0.1 1 199 -1
Total Volume and Open Interest 642 7,651 +127
Crude Oil(NYM)
Jan09 081126 50.65 54.97 50.15 54.44 +3.67 228,413 302,654 +762
Feb09 081126 52.08 56.20 51.42 55.70 +3.69 53,053 80,974 +1,272
Mar09 081126 53.35 57.40 52.81 56.92 +3.71 22,783 63,987 -235
Apr09 081126 54.41 58.51 53.98 58.04 +3.71 13,382 40,167 +1,310
May09 081126 55.25 59.09 54.97 59.09 +3.69 10,516 28,260 +328
Jun09 081126 56.20 60.43 56.17 60.12 +3.69 15,083 98,780 -1,337
Jul09 081126 59.25 61.06 58.11 61.06 +3.66 4,471 24,372 -1,380
Aug09 081126 59.83 61.95 59.83 61.95 +3.63 2,165 24,774 -392
Sep09 081126 61.10 62.83 59.55 62.83 +3.61 1,961 20,534 -462
Oct09 081126 63.69 63.69 63.69 63.69 +3.59 1,547 16,174 -218
Nov09 081126 61.75 64.53 61.75 64.53 +3.57 3,974 15,978 +12
Dec09 081126 61.63 65.60 61.30 65.35 +3.53 15,419 101,631 +110
Jan10 081126 63.79 66.11 63.75 66.11 +3.46 1,853 16,998 -18
Feb10 081126 66.88 66.88 66.88 66.88 +3.39 587 7,771 -44
Mar10 081126 67.65 67.65 67.65 67.65 +3.32 146 12,011 +63
Apr10 081126 68.38 68.38 68.38 68.38 +3.24 413 3,382 +208
Total Volume and Open Interest 397,533 1,119,818 +8,296
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 081126 50.800 54.950 50.125 54.450 +3.675 13,541 7,384 -557
Feb09 081126 52.250 56.050 51.425 55.700 +3.700 530 421 +120
Mar09 081126 53.575 57.000 53.400 56.925 +3.725 59 257 -28
Apr09 081126 57.200 58.050 57.125 58.050 +3.725 14 85 +10
May09 081126 59.100 59.100 59.100 59.100 +3.700 4 9 +4
Jun09 081126 60.125 60.125 60.125 60.125 +3.700 3 2 +0
Jul09 081126 61.050 61.050 61.050 61.050 +3.650 0 1 +0
Aug09 081126 61.950 61.950 61.950 61.950 +3.625 0 1 +0
Total Volume and Open Interest 15,699 8,685 +1,328
Heating Oil(NYM)
Dec08 081126 171.00 177.45 169.09 173.67 +3.79 21,360 11,134 -5,741
Jan09 081126 172.95 178.52 169.27 176.16 +5.47 32,108 66,944 +1,901
Feb09 081126 174.00 180.35 173.00 178.61 +5.97 6,678 21,096 -35
Mar09 081126 175.61 181.43 174.21 180.31 +6.32 3,454 21,450 +545
Apr09 081126 180.20 181.48 174.90 180.66 +6.62 1,459 10,671 +130
May09 081126 181.00 182.40 176.35 181.51 +6.72 736 12,145 +128
Jun09 081126 181.15 183.30 177.30 182.66 +6.67 2,566 19,285 -8
Jul09 081126 182.10 185.25 180.27 184.56 +6.57 593 7,446 -43
Aug09 081126 185.75 187.50 181.51 187.31 +6.52 777 4,264 +83
Sep09 081126 189.57 191.00 184.91 190.36 +6.52 752 7,389 +136
Oct09 081126 189.00 194.43 188.50 193.61 +6.52 297 2,697 +38
Nov09 081126 193.91 197.38 193.00 196.66 +6.52 216 2,003 +56
Total Volume and Open Interest 77,205 227,058 +465
Gasoline(NYMEX)
Dec08 081126 110.50 118.75 109.09 117.98 +8.49 24,459 19,417 -7,387
Jan09 081126 110.80 121.47 110.45 120.08 +8.29 29,332 75,213 +3,119
Feb09 081126 117.29 124.65 115.22 123.53 +8.14 8,557 14,594 +1,910
Mar09 081126 121.95 128.46 119.75 127.93 +8.14 5,024 15,310 +48
Apr09 081126 139.68 143.73 135.09 143.33 +8.04 2,608 14,398 -115
May09 081126 141.61 146.69 137.54 145.78 +8.09 2,516 8,137 +443
Jun09 081126 144.80 148.53 143.92 148.18 +8.09 2,193 7,719 +100
Jul09 081126 149.93 149.93 149.93 149.93 +7.99 1,696 5,035 +656
Aug09 081126 151.33 151.33 151.33 151.33 +7.89 353 2,524 +100
Sep09 081126 152.33 152.33 152.33 152.33 +7.94 583 2,763 +50
Total Volume and Open Interest 77,657 181,099 -849
e-miNY RBOB Gasoline(NYM)
Dec08 081125 109.49 109.49 109.49 109.49 -4.76      
Jan09 081126 121.00 121.00 120.08 120.08 +8.29      
Feb09 081126 123.53 123.53 123.53 123.53 +8.14      
Mar09 081126 127.93 127.93 127.93 127.93 +8.14      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan09 081126 6.403 6.978 6.343 6.878 +0.492 65,375 130,519 -3,040
Feb09 081126 6.475 6.996 6.414 6.898 +0.462 13,305 42,718 -783
Mar09 081126 6.400 6.924 6.390 6.839 +0.428 10,692 80,505 -192
Apr09 081126 6.495 6.876 6.380 6.799 +0.398 7,497 56,610 +310
May09 081126 6.455 6.896 6.445 6.839 +0.385 3,673 36,890 -185
Jun09 081126 6.610 6.995 6.550 6.941 +0.379 1,816 23,261 +392
Jul09 081126 6.675 7.106 6.662 7.051 +0.371 1,442 21,309 +380
Aug09 081126 6.830 7.153 6.781 7.146 +0.363 669 20,160 +188
Sep09 081126 6.825 7.249 6.820 7.194 +0.366 1,271 17,005 +526
Oct09 081126 6.981 7.320 6.920 7.299 +0.376 3,865 33,903 +746
Nov09 081126 7.359 7.681 7.294 7.644 +0.351 779 17,177 +88
Dec09 081126 7.756 8.050 7.693 8.029 +0.341 539 26,395 +58
Jan10 081126 7.989 8.316 7.920 8.279 +0.346 1,910 19,010 +1
Feb10 081126 8.005 8.289 7.940 8.289 +0.346 425 8,106 +13
Mar10 081126 7.791 8.154 7.791 8.114 +0.346 494 16,920 +111
Apr10 081126 7.240 7.550 7.240 7.544 +0.301 277 13,908 -12
Total Volume and Open Interest 103,275 720,393 -2,689
Brent Crude Oil(ICE)
Jan09 081127 53.75 53.91 51.98 53.13 -0.79 107,373 103,979 +0
Feb09 081127 55.05 55.86 54.04 55.21 -0.76 33,232 112,523 +0
Mar09 081127 56.80 57.58 55.90 57.01 -0.72 20,506 47,488 +0
Apr09 081127 58.17 59.05 57.84 58.59 -0.69 10,598 18,650 +0
May09 081127 59.59 60.39 59.20 59.98 -0.68 6,394 20,561 +0
Jun09 081127 60.82 61.62 60.43 61.22 -0.68 10,483 37,341 +0
Jul09 081127 62.40 62.64 61.74 62.38 -0.69 2,400 12,663 +0
Aug09 081127 63.54 63.75 62.88 63.49 -0.69 2,211 13,067 +0
Sep09 081127 64.66 64.66 64.00 64.57 -0.69 1,479 12,755 +0
Oct09 081127 65.51 65.51 65.51 65.51 -0.68 824 7,175 +0
Nov09 081127 66.32 66.32 66.32 66.32 -0.67 614 10,134 +0
Dec09 081127 66.45 67.55 66.45 67.13 -0.63 9,140 55,903 +0
Jan10 081127 67.95 67.95 67.95 67.95 -0.60 585 9,279 +0
Feb10 081127 68.75 68.75 68.75 68.75 -0.60 224 3,582 +0
Total Volume and Open Interest 208,593 564,253 -9,762
Gas Oil(ICE)
Dec08 081127 540.00 548.25 531.25 542.25 -2.50 31,084 48,224 -7,754
Jan09 081127 545.00 555.75 538.75 549.50 -2.50 37,418 70,955 -2,975
Feb09 081127 551.75 564.50 548.25 559.00 -2.00 11,477 32,590 +111
Mar09 081127 560.50 572.00 560.00 567.50 -2.00 3,914 16,057 -419
Apr09 081127 567.75 580.75 567.75 575.25 -1.75 939 15,795 -479
May09 081127 575.00 588.25 575.00 582.75 -1.25 912 16,340 -348
Jun09 081127 582.00 595.50 582.00 590.00 -1.00 2,648 36,090 +219
Jul09 081127 600.25 600.25 600.25 600.25 -0.50 920 10,676 -153
Aug09 081127 610.50 610.50 610.50 610.50 -0.25 1,126 9,393 +162
Sep09 081127 618.50 618.50 618.50 618.50 -0.50 525 6,700 -204
Total Volume and Open Interest 95,842 352,059 -10,109
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081126 1.595 1.650 1.595 1.643 +0.036 46 188 -24
Jan09 081126 1.605 1.625 1.605 1.623 +0.024 3 406 +0
Feb09 081126 1.630 1.640 1.620 1.628 +0.028 22 195 -19
Mar09 081126 1.650 1.650 1.640 1.640 +0.030 26 279 -8
Apr09 081126 1.650 1.650 1.650 1.650 +0.030 36 345 -8
May09 081126 1.685 1.685 1.685 1.685 +0.035 0 179 +0
Jun09 081126 1.700 1.700 1.700 1.700 +0.050 2 175 +0
Total Volume and Open Interest 144 3,034 -48
US Dollar Index(ICE)
Dec08 081127 85.725 85.895 85.305 85.735 unch 6,634 38,373 +0
Mar09 081127 86.180 86.450 85.920 86.345 +0.010 313 2,354 +0
Jun09 081127 86.930 86.930 86.930 86.930 +0.010 104 88 +0
Total Volume and Open Interest 7,051 40,815 +796
Australian Dollar(CME)
Dec08 081126 64.91 65.46 64.16 65.10 +0.50 0 64,270 +728
Mar09 081126 64.15 65.29 63.94 64.83 +0.49 35 4,568 +56
Jun09 081126 64.67 64.67 64.18 64.67 +0.49 0 304 +0
Total Volume and Open Interest 35,238 68,535 +3,095
British Pound(CME)
Dec08 081126 154.43 154.48 151.74 152.88 -1.54 0 106,425 +2,393
Mar09 081126 154.58 154.59 151.91 153.03 -1.51 34 9,535 +65
Jun09 081126 153.10 154.61 152.35 153.10 -1.51 0 1,172 +1
Total Volume and Open Interest 63,520 114,688 +97
Canadian Dollar(CME)
Dec08 081126 81.40 82.20 80.53 81.21 -0.19 52 75,233 -1,502
Mar09 081126 81.46 82.26 80.65 81.34 -0.14 2 5,133 +47
Jun09 081126 81.56 82.12 80.74 81.45 -0.09 0 1,591 +1
Sep09 081126 81.59 81.81 81.11 81.59 -0.01 0 1,371 +5
Total Volume and Open Interest 43,449 85,202 -3,604
Japanese Yen(CME)
Dec08 081126 104.95 105.81 104.28 104.78 +0.17 32 125,614 +6,713
Mar09 081126 106.00 106.27 104.88 105.31 +0.19 1 1,927 +180
Jun09 081126 105.72 106.35 105.53 105.72 +0.19 0 3,661 +0
Total Volume and Open Interest 97,991 124,321 -1,105
Swiss Franc(CME)
Dec08 081126 84.52 84.52 82.87 83.20 -1.05 0 40,492 +1,400
Mar09 081126 84.95 84.95 83.37 83.65 -1.01 0 1,954 -17
Jun09 081126 84.02 85.01 83.98 84.02 -0.99 0 291 +0
Total Volume and Open Interest 34,720 41,363 -1,467
EuroFX(CME)
Dec08 081126 130.56 130.56 128.11 128.74 -1.44 305 139,391 -719
Mar09 081126 130.45 130.45 128.13 128.73 -1.42 59 31,409 +1,165
Jun09 081126 129.70 129.75 128.40 128.73 -1.35 27 622 -14
Total Volume and Open Interest 210,020 171,975 +5,670
Mexican Peso(CME)
Dec08 081126 754.5 758.5 734.8 751.5 +1.2 221 41,039 +464
Jan09 081126 743.8 743.8 741.0 743.8 +2.8      
Total Volume and Open Interest 4,020 41,111 -312
30-Year T-Bonds(CBOT)
Dec08 081126 127~215 128~260 127~015 128~015 +1~045 435,906 289,899 -90,206
Mar09 081126 126~270 127~270 126~030 127~020 +1~030 273,051 467,244 +137,880
Jun09 081126 125~140 126~080 124~210 125~235 +1~025 19 148 +11
Total Volume and Open Interest 609,875 709,624 +1,920
10-Year T-Notes(CBOT)
Dec08 081126 121~040 122~240 112~150 122~115 +1~060 921,709 554,152 -241,683
Mar09 081126 119~085 120~210 118~310 120~120 +1~045 529,187 689,089 +249,680
Jun09 081126 119~120 119~120 118~075 119~120 +1~045      
Total Volume and Open Interest 877,792 1,235,244 +102,621
5-Year T-Notes(CBOT)
Dec08 081126 118~059 118~118 118~036 118~099 +0~034 551,333 0 +0
Mar09 081126 116~008 116~049 115~100 116~032 +0~026 308,339 0 +0
Jun09 081126 116~032 116~032 116~007 116~032 +0~026      
Total Volume and Open Interest 747,475 1,197,896 -8,687
2 Year T-Notes(CBOT)
Dec08 081126 108~101 108~118 108~084 108~115 +0~014 47,531 290,978 -107,185
Mar09 081126 108~014 108~040 107~117 108~012 -0~013 44,884 269,912 +82,219
Jun09 081126 108~012 108~026 108~012 108~012 -0~013      
Total Volume and Open Interest 495,473 585,856 -18,776
Eurodollars(CME)
Dec08 081126 97.960 98.037 97.887 97.945 -0.025 15,968 1,562,745 -9,258
Mar09 081126 98.115 98.210 98.065 98.125 -0.020 12,974 1,321,848 +32,725
Jun09 081126 98.095 98.180 98.025 98.090 -0.030 2,536 1,000,219 +13,248
Sep09 081126 97.990 98.100 97.935 98.020 -0.010 6,402 905,549 +38
Dec09 081126 97.845 97.965 97.790 97.880 unch 2,415 811,195 +503
Mar10 081126 97.805 97.930 97.760 97.850 +0.015 1,476 599,031 -2,953
Jun10 081126 97.675 97.805 97.640 97.730 +0.035 1,207 381,825 -459
Sep10 081126 97.490 97.625 97.465 97.550 +0.050 3,462 356,631 +3,078
Dec10 081126 97.235 97.350 97.190 97.275 +0.055 1,344 249,088 -3,649
Mar11 081126 97.075 97.185 97.035 97.125 +0.070 1,126 198,870 -2,294
Jun11 081126 96.870 96.975 96.825 96.925 +0.075 1,091 207,086 -1,691
Sep11 081126 96.710 96.785 96.635 96.735 +0.075 1,491 136,950 -3,008
Dec11 081126 96.510 96.595 96.435 96.540 +0.075 775 96,259 -65
Mar12 081126 96.475 96.570 96.405 96.510 +0.070 526 94,725 -664
Jun12 081126 96.420 96.475 96.300 96.405 +0.060 886 71,282 -18
Sep12 081126 96.330 96.405 96.225 96.325 +0.055 1,640 61,638 +736
Dec12 081126 96.245 96.245 96.120 96.210 +0.050 1,112 54,419 +717
Mar13 081126 96.230 96.230 96.120 96.200 +0.050 178 53,670 +694
Total Volume and Open Interest 1,362,644 8,306,929 -2,080
30 Day Federal Funds(CBOT)
Nov08 081126 99.560 99.590 99.560 99.577 +0.015 103 100,082 -268
Dec08 081126 99.580 99.630 99.580 99.590 +0.010 410 66,445 +1,557
Jan09 081126 99.600 99.610 99.575 99.590 -0.005 310 62,682 +80
Feb09 081126 99.620 99.620 99.575 99.600 -0.010 210 67,750 +310
Mar09 081126 99.570 99.575 99.530 99.555 -0.010 0 44,262 -431
Apr09 081126 99.520 99.520 99.480 99.505 -0.010 0 34,140 +250
Total Volume and Open Interest 38,195 477,498 +7,299
30 Day Fed Funds(e-CBOT)
Nov08 081126 99.560 99.590 99.560 99.585 +0.027 2,336 100,082 -268
Dec08 081126 99.580 99.630 99.580 99.595 +0.015 5,087 66,445 +1,557
Jan09 081126 99.600 99.610 99.575 99.595 unch 5,258 62,682 +80
Feb09 081126 99.620 99.620 99.575 99.595 -0.015 6,801 67,750 +310
Mar09 081126 99.570 99.575 99.530 99.545 -0.020 3,761 44,262 -431
Apr09 081126 99.520 99.520 99.480 99.485 -0.030 4,326 34,140 +250
Total Volume and Open Interest 33,373 479,107 +1,611
3-Mth Euro-Yen(CME)
Dec08 081126 99.12 99.12 99.12 99.12 -0.02 204 3,992 +5
Mar09 081126 99.21 99.21 99.21 99.21 -0.02 0 4,968 +0
Jun09 081126 99.29 99.29 99.29 99.29 -0.02 0 878 +0
Sep09 081126 99.32 99.32 99.32 99.32 -0.01 0 480 +0
Dec09 081126 99.30 99.30 99.30 99.30 -0.01 0 100 +0
Mar10 081126 99.19 99.19 99.19 99.19 -0.01      
Jun10 081126 99.13 99.13 99.13 99.13 -0.01      
Sep10 081126 99.10 99.10 99.10 99.10 -0.01      
Dec10 081126 99.15 99.15 99.15 99.15 +0.05      
Mar11 081126 99.07 99.07 99.07 99.07 +0.06      
Total Volume and Open Interest 204 10,418 +5
3-Mth Euro-Yen(SGX)
Dec08 081127 99.11 99.12 99.11 99.12 -0.01 99 324 -20,125
Mar09 081127 99.21 99.21 99.18 99.21 -0.01 99 195 -12,237
Jun09 081127 99.28 99.29 99.28 99.29 -0.01 99 231 -5,232
Sep09 081127 99.32 99.32 99.32 99.32 +0.06 99 385 -2,529
Dec09 081127 99.32 99.32 99.32 99.32 +0.06 99 60 -913
Mar10 081127 99.21 99.21 99.21 99.21 +0.05      
Jun10 081127 99.15 99.15 99.15 99.15 +0.06      
Sep10 081127 99.13 99.13 99.13 99.13 +0.06      
Total Volume and Open Interest 495 1,195 -100
Japanese Gov't Bonds(SGX)
Dec08 081127 139.36 139.47 139.08 139.45 +0.31 139 1,160 -966
Mar09 081127 138.68 139.45 138.68 139.45 +0.31 0 18 +18
Jun09 081127 139.45 139.45 139.45 139.45 +0.31      
Total Volume and Open Interest 139 1,178 -948
Euro-Bund(EUREX)
Dec08 081127 121.23 121.54 121.04 121.27 +1.00 921,902 1,080,503 +28,208
Mar09 081127 121.55 121.82 121.36 121.57 +1.17 13,567 37,748 +20,073
Jun09 081127 122.17 122.17 122.17 122.17 +1.00      
Total Volume and Open Interest 935,469 1,118,251 +48,281
Euro-Bobl(EUREX)
Dec08 081127 114.55 114.78 114.31 114.44 -0.23 445,525 924,964 +11,035
Mar09 081127 114.69 114.88 114.44 114.55 -0.20 28,075 65,961 +14,659
Jun09 081127 114.95 114.95 114.95 114.95 -0.20      
Total Volume and Open Interest 473,600 990,925 +25,694
3-Mth Euribor(EUREX)
Dec08 081127 96.480 96.510 96.480 96.495 +0.230 463 20,241 +2,157
Mar09 081127 97.320 97.345 97.305 97.320 -0.050 137 5,526 +52
Jun09 081127 97.550 97.580 97.550 97.560 +0.035 59 2,894 +57
Total Volume and Open Interest 704 40,734 +3,616
Long Gilt(LIFFE)
Dec08 081127 117~08 117~19 117~06 117~12 +0~00 213,614 80,222 -69,014
Mar09 081127 116~19 116~29 116~17 116~21 -0~02 159,916 215,243 +0
Total Volume and Open Interest 379,809 364,479 +5,958
3-Mth Short Sterling(LIFFE)
Dec08 081127 96.69 96.70 96.62 96.65 -0.06 35,006 429,779 +0
Mar09 081127 97.39 97.39 97.26 97.31 -0.08 58,087 435,187 +0
Jun09 081127 97.59 97.60 97.49 97.54 -0.04 37,722 299,064 +0
Sep09 081127 97.57 97.57 97.46 97.51 -0.04 29,347 216,271 +0
Dec09 081127 97.31 97.31 97.22 97.28 -0.03 31,928 245,963 +0
Mar10 081127 97.12 97.14 97.06 97.11 -0.02 14,503 160,193 +0
Total Volume and Open Interest 222,739 2,022,844 -34,357
3-Mth Euribor(LIFFE)
Dec08 081121 96.665 96.690 96.585 96.665 -0.015 79,323 825,136 +3,791
Mar09 081127 97.325 97.360 97.300 97.320 -0.010 135,309 612,014 -22,366
Jun09 081127 97.565 97.600 97.535 97.560 +0.005 162,702 511,172 -79,390
Total Volume and Open Interest 657,629 3,579,461 -117,054
3-Mth Aus T-Bills(SFE)
Dec08 081127 95.78 95.80 95.63 95.65 -0.13 10,564 748,355 -2,658
Mar09 081127 96.83 96.87 96.72 96.74 -0.09 10,406 357,464 +48
Jun09 081127 96.85 96.90 96.75 96.76 -0.10 4,444 190,088 +786
Sep09 081127 96.64 96.68 96.52 96.54 -0.10 2,595 127,747 +1,000
Dec09 081127 96.27 96.31 96.16 96.16 -0.09 1,216 82,807 +426
Mar10 081127 95.77 95.80 95.68 95.69 -0.07 1,812 43,972 +95
Jun10 081127 95.28 95.28 95.20 95.22 -0.04 549 35,029 -147
Sep10 081127 94.85 94.87 94.79 94.80 -0.03 1,649 20,314 +261
Dec10 081127 94.49 94.50 94.45 94.47 -0.03 722 4,352 +441
Mar11 081127 94.25 94.27 94.25 94.27 -0.01 0 793 +0
Total Volume and Open Interest 33,957 1,611,771 +252
10-Year Aus T-Bonds(SFE)
Dec08 081126 95.31 95.44 95.27 95.38 +0.06 25,788 366,453 +7,361
Mar09 081127 95.32 95.32 95.32 95.32 -0.02 2,167 4,182 +1,382
Total Volume and Open Interest 27,837 377,561 +8,308
3-Year Aus T-Bonds(SFE)
Dec08 081127 96.39 96.49 96.32 96.32 -0.06 44,442 557,036 +7,335
Mar09 081127 96.18 96.18 96.18 96.18 -0.06 516 1,179 +516
Total Volume and Open Interest 52,955 558,215 +7,851
Gold(CMX)
Dec08 081126 819.1 822.0 806.8 808.5 -10.0 158,862 34,498 -30,762
Feb09 081126 821.5 824.6 809.6 811.3 -9.2 72,609 141,197 +22,437
Apr09 081126 814.9 822.0 811.0 812.5 -9.2 1,725 25,042 +46
Jun09 081126 817.0 823.1 813.5 814.0 -9.2 1,419 23,629 +510
Aug09 081126 821.0 821.3 815.9 815.9 -9.2 52 11,850 +25
Oct09 081126 817.5 817.9 817.5 817.9 -9.3 99 3,075 +57
Dec09 081126 821.0 833.0 819.0 820.1 -9.2 2,488 14,135 +738
Feb10 081126 828.0 828.0 822.3 822.3 -9.3 1 696 +0
Apr10 081126 824.6 824.6 824.6 824.6 -9.3 1 36 +1
Jun10 081126 826.9 826.9 826.9 826.9 -9.3 75 2,299 +63
Aug10 081126 829.6 829.6 829.6 829.6 -9.3 1 101 +0
Total Volume and Open Interest 210,109 282,978 -5,533
Silver(CMX)
Dec08 081126 1026.0 1045.5 1015.0 1022.0 -5.0 31,997 11,132 -9,530
Mar09 081126 1030.0 1049.5 1018.5 1026.9 -3.6 20,444 46,439 +5,386
May09 081126 1033.0 1033.0 1023.5 1028.3 -3.7 136 6,216 +50
Jul09 081126 1034.0 1044.0 1025.0 1029.1 -3.8 235 8,098 +125
Sep09 081126 1025.5 1030.1 1025.0 1030.1 -3.8 24 3,176 -8
Dec09 081126 1037.0 1048.0 1030.0 1031.4 -3.8 707 4,019 +452
Mar10 081126 1033.7 1033.7 1033.7 1033.7 -3.8 197 724 -30
Total Volume and Open Interest 47,224 90,418 -204
Platinum(NYMEX)
Jan09 081126 863.7 882.9 858.0 869.7 -1.9 993 15,988 -227
Apr09 081126 884.0 884.0 868.8 874.2 -2.3 49 1,370 +33
Total Volume and Open Interest 2,203 17,552 +414
Palladium(NYMEX)
Dec08 081126 195.00 199.80 184.95 190.40 -5.80      
Mar09 081126 195.15 203.00 186.50 191.65 -6.05 2,403 10,987 +1,942
Jun09 081126 193.65 193.65 193.65 193.65 -6.50      
Total Volume and Open Interest 4,434 12,946 -139
Copper(CMX)
Dec08 081126 165.65 172.80 163.55 166.80 +1.50 12,116 8,310 -3,427
Mar09 081126 166.35 173.35 163.65 169.15 +3.75 9,813 46,088 +308
May09 081126 170.00 173.50 169.05 170.30 +3.70 433 4,326 +59
Jul09 081126 171.00 173.40 171.00 171.35 +3.60 110 1,767 -47
Sep09 081126 174.05 174.05 172.30 172.30 +3.60 16 1,622 +5
Total Volume and Open Interest 23,232 75,712 -1,589
Aluminum(CMX)
Dec08 081126 0.83 0.83 0.83 0.83 -82.02      
Jan09 081126 0.84 0.84 0.84 0.84 -82.76      
Feb09 081126 0.84 0.84 0.84 0.84 -83.51      
Mar09 080724 140.85 140.85 140.85 140.85 -2.00      
Apr09 080724 141.35 141.35 141.35 141.35 -2.00      
May09 080724 141.85 141.85 141.85 141.85 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec08 081126 8419 8720 8280 8698 +253 2,189 29,496 +764
Mar09 081126 8389 8665 8352 8665 +254 102 294 -46
Jun09 081126 8618 8618 8365 8618 +253 0 5 +0
Sep09 081126 8598 8598 8345 8598 +253      
Total Volume and Open Interest 3,232 29,077 -53
S & P 500(CME)
Dec08 081126 853.30 887.70 829.60 886.20 +33.00 27,176 622,984 +7,906
Mar09 081126 849.50 885.70 836.70 884.80 +33.10 1,497 21,744 +521
Jun09 081126 884.50 885.40 836.40 884.50 +33.10 299 8,493 +137
Sep09 081126 882.50 883.40 834.40 882.50 +33.10 0 768 +0
Total Volume and Open Interest 63,910 645,425 +13,627
S & P 500 E-Mini(Globex)
Dec08 081126 853.00 887.75 829.50 886.25 +33.25 3,116,154 3,119,670 -11,567
Mar09 081126 850.00 886.00 828.50 884.75 +30.75 12,606 128,123 +3,088
Total Volume and Open Interest 3,437,580 3,262,213 -41,074
NASDAQ 100(CME)
Dec08 081126 1135.00 1196.00 1123.30 1194.50 +59.00 2,759 33,299 +949
Mar09 081126 1185.00 1197.30 1185.00 1197.30 +59.00 5 41 +4
Jun09 081126 1199.30 1199.30 1198.50 1199.30 +59.30 0 5 +0
Total Volume and Open Interest 3,484 32,392 -105
NASDAQ 100 E-Mini(Globex)
Dec08 081126 1135.00 1195.00 1122.00 1194.50 +59.00 388,743 360,351 +8,200
Mar09 081126 1135.00 1197.30 1127.50 1197.30 +59.00 395 731 +98
Total Volume and Open Interest 415,593 354,412 -1,671
S & P Midcap 400(CME)
Dec08 081126 471.00 510.00 469.90 506.30 +28.30 63 6,542 -179
Mar09 081126 505.00 505.00 503.10 505.00 +27.90      
Jun09 081126 503.20 503.20 501.30 503.20 +27.90      
Total Volume and Open Interest 309 6,721 -199
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 081127 8475 8485 8160 8160 -165 8,160 69,954 -29,728
Mar09 081127 8380 8465 8215 8215 -110 8,205 278 +151
Total Volume and Open Interest 16,365 70,332 -29,477
Nikkei 225(SGX)
Dec08 081127 8475 8485 8160 8160 -165 8,160 69,954 -29,728
Mar09 081127 8380 8465 8215 8215 -110 8,205 278 +151
Jun09 081127 8130 8130 8130 8130 -110      
Total Volume and Open Interest 16,365 70,332 -29,477
CAC 40(EURONEXT)
Dec08 081127 3232.0 3257.5 3204.0 3250.0 +78.5 157,710 411,368 +0
Jan09 081127 3224.0 3256.0 3219.0 3256.0 +78.5 946 1,426 +0
Feb09 081127 3259.5 3264.0 3259.5 3264.0 +78.5      
Total Volume and Open Interest 158,981 417,852 +7,095
Hang Seng Index(HKFE)
Nov08 081127 13960 13968 13696 13717 +432 11,505 8,327 +2,747
Dec08 081127 13911 13955 13270 13580 +319 5,061 8,759 +222
Total Volume and Open Interest 16,570 17,177 +3,029
DAX(EUREX)
Dec08 081127 4633.0 4693.0 4595.0 4681.5 +87.5 169,201 206,231 +218
Mar09 081127 4671.5 4717.0 4631.0 4709.5 +87.5 1,139 15,722 +526
Jun09 081127 4690.0 4746.5 4688.5 4740.5 +89.0 251 3,050 -3
Total Volume and Open Interest 215,535 224,262 +0
FT-SE 100(EURONEXT)
Dec08 081127 4221.50 4255.00 4175.00 4251.50 +80.50 184,500 755,893 +0
Mar09 081127 4188.00 4226.50 4175.50 4226.50 +81.50 380 8,982 +0
Jun09 081127 4207.50 4207.50 4207.50 4207.50 +82.50 0 75 +0
Total Volume and Open Interest 184,880 764,950 +12,540
SPI 200(SFE)
Dec08 081127 3560.0 3704.0 3524.0 3568.0 +3.0 34,523 362,150 +13,280
Mar09 081127 3569.0 3600.0 3534.0 3534.0 +7.0 5 1,858 +2
Jun09 081127 3526.0 3526.0 3526.0 3526.0 +7.0 1 2,521 +0
Total Volume and Open Interest 34,815 367,437 +13,065
GSCI(CME)
Dec08 081126 385.00 396.00 377.00 395.00 +18.50 185 15,456 +0
Jan09 081126 400.00 400.00 382.00 400.00 +17.00 0 5 +0
Feb09 081126 405.00 405.00 389.00 405.00 +15.50      
Total Volume and Open Interest 229 15,461 +5
RJ/CRB Index(ICE)
Jan09 081126 370.50 370.50 364.30 370.50 +10.25 7 870 +2
Feb09 081126 367.60 371.60 367.60 371.60 +8.60 0 6 +0
Apr09 081126 377.00 377.00 377.00 377.00 +9.00 2 400 +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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