Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 28, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081128 888.50 895.75 870.00 883.00 -3.00 2,853 142,955 -2,919
Mar09 081128 901.75 903.25 878.00 891.00 -3.00 1,937 70,673 +322
May09 081128 911.50 911.50 887.75 900.00 -3.75 865 19,214 +617
Jul09 081128 917.25 921.50 897.00 908.00 -5.00 725 31,576 +365
Aug09 081128 900.00 915.00 900.00 910.00 -5.00 0 1,579 +1
Sep09 081128 904.50 911.00 900.00 908.00 -3.00 20 803 -20
Nov09 081128 915.00 915.00 895.00 906.00 -1.00 1,189 42,243 +235
Total Volume and Open Interest 90,790 315,605 +1,137
Soybean Meal(CBOT)
Dec08 081128 263.00 268.00 255.00 256.00 -7.20 6,177 10,535 -6,007
Jan09 081128 262.00 266.80 254.30 254.30 -7.70 5,576 35,330 +999
Mar09 081128 263.70 268.00 255.40 255.40 -8.30 1,607 32,780 +368
May09 081128 267.90 267.90 258.00 258.00 -8.50 853 14,702 +182
Jul09 081128 268.30 268.30 261.10 261.10 -8.50 704 17,323 +7
Aug09 081128 259.30 271.10 259.30 262.70 -8.40 2 4,566 +0
Sep09 081128 269.00 270.50 262.30 262.30 -8.20 34 3,332 -7
Oct09 081128 264.00 266.40 259.00 259.00 -7.40 13 1,959 +1
Total Volume and Open Interest 71,307 134,236 +3,427
Soybean Oil(CBOT)
Dec08 081128 32.51 32.90 32.00 32.58 +0.08 3,797 17,617 -4,911
Jan09 081128 32.81 33.35 32.33 32.90 +0.04 5,084 96,159 +2,221
Mar09 081128 33.50 33.70 32.75 33.34 +0.06 2,040 44,472 +2,211
May09 081128 33.76 33.82 33.17 33.74 +0.06 532 20,367 +101
Jul09 081128 34.22 34.22 33.55 34.11 +0.06 1,112 26,005 -209
Aug09 081128 33.77 34.30 33.76 34.30 +0.06 272 4,069 +103
Sep09 081128 34.18 34.49 34.17 34.49 +0.06 52 4,584 +24
Oct09 081128 34.34 34.64 34.34 34.64 +0.06 60 3,551 +61
Total Volume and Open Interest 98,302 242,192 +3,697
Canola(WCE)
Jan09 081128 403.0 403.0 395.0 400.9 -1.0 3,715 58,563 +0
Mar09 081128 412.0 412.0 404.0 409.9 -0.6 1,566 16,539 +0
May09 081128 414.8 419.3 414.8 419.0 -0.3 42 4,943 +0
Jul09 081128 428.0 428.0 419.7 426.5 -0.8 96 5,388 +0
Nov09 081128 439.8 442.3 433.6 441.8 +0.7 385 5,884 +0
Total Volume and Open Interest 5,804 91,367 +0
Corn(CBOT)
Dec08 081128 353.00 359.00 345.75 349.50 -4.50 38,889 49,653 -37,540
Mar09 081128 370.00 375.75 362.25 365.75 -5.25 35,239 402,916 +19,554
May09 081128 382.00 386.75 374.00 377.25 -5.00 4,100 97,162 +2,654
Jul09 081128 393.00 398.00 384.75 388.50 -5.25 3,204 122,049 -142
Sep09 081128 406.00 406.00 396.25 399.25 -5.25 85 25,076 +240
Dec09 081128 420.00 422.25 410.00 413.50 -4.75 1,594 137,962 +341
Total Volume and Open Interest 282,662 892,905 -9,001
Wheat(CBOT)
Dec08 081128 545.25 546.25 531.50 542.50 +7.00 1,894 16,276 -5,600
Mar09 081128 564.00 565.25 550.00 561.25 +7.25 2,482 134,613 +609
May09 081128 577.25 578.75 563.25 574.75 +7.00 85 20,314 +70
Jul09 081128 589.75 592.00 576.75 587.75 +6.50 181 51,407 +638
Sep09 081128 604.00 609.50 602.25 609.50 +6.00 27 15,600 -11
Total Volume and Open Interest 71,144 265,986 -4,186
Wheat(KCBT)
Dec08 081128 563.00 567.00 553.00 563.00 +4.50 6,327 3,392 -2,886
Mar09 081128 577.50 587.00 572.00 581.50 +5.50 8,070 41,887 +2,449
May09 081128 590.50 594.00 584.25 592.00 +5.75 197 7,836 +32
Jul09 081128 603.25 604.00 594.75 602.75 +5.25 974 17,361 +208
Sep09 081128 613.00 614.25 608.00 614.25 +5.25 98 3,239 +20
Total Volume and Open Interest 21,233 79,802 -836
Wheat(MGE)
Dec08 081128 599.25 601.50 596.00 599.50 -1.50 2,391 960 -1,152
Mar09 081128 610.00 614.00 607.00 610.75 -0.50 2,852 13,855 -286
May09 081128 616.50 618.75 613.00 615.25 -1.25 710 6,447 +356
Jul09 081128 624.00 627.00 620.00 623.00 -2.50 245 2,129 +71
Sep09 081128 633.00 634.75 629.00 631.00 -2.25 91 2,788 +17
Total Volume and Open Interest 4,442 29,055 -999
Oats(CBOT)
Dec08 081128 201.00 201.75 197.75 201.50 +2.00 124 587 -401
Mar09 081128 218.00 223.00 212.00 217.00 +2.00 200 7,220 +243
May09 081128 226.00 226.00 224.00 226.00 +2.00 155 2,125 +107
Jul09 081128 234.00 236.50 234.00 236.50 +2.00 89 638 -11
Total Volume and Open Interest 1,616 14,478 +17
Rough Rice(CBOT)
Jan09 081128 13.69 13.96 13.13 13.21 -0.39 31 3,996 -106
Mar09 081128 13.95 14.20 13.43 13.48 -0.38 30 1,649 +61
May09 081128 14.40 14.40 13.69 13.69 -0.39 0 518 -1
Jul09 081128 13.90 14.30 13.90 13.90 -0.39 0 171 +0
Total Volume and Open Interest 515 6,651 +58
Live Cattle(CME)
Dec08 081128 87.800 88.000 87.250 87.385 -0.045 6,903 31,441 -2,147
Feb09 081128 88.400 88.635 87.600 87.650 -0.500 9,643 97,519 +751
Apr09 081128 90.200 90.200 89.350 89.730 +0.030 4,694 48,470 +60
Jun09 081128 85.730 85.980 84.900 84.950 -0.730 2,093 19,828 +14
Aug09 081128 85.000 85.200 84.400 84.550 -0.550 671 9,620 +357
Oct09 081128 88.450 88.550 87.700 87.700 -0.800 289 3,734 -75
Total Volume and Open Interest 33,799 213,833 -145
Feeder Cattle(CME)
Jan09 081128 92.200 92.300 91.650 91.700 -0.500 1,205 11,784 -3
Mar09 081128 92.750 92.800 92.200 92.230 -0.700 374 4,287 +50
Apr09 081128 93.250 93.300 92.750 92.750 -0.600 79 1,564 +16
May09 081128 93.600 94.100 93.500 93.500 -0.550 215 1,297 +20
Aug09 081128 96.000 96.050 95.550 95.550 -0.450 16 615 +0
Sep09 081128 96.035 96.035 96.035 96.035 +0.035 0 61 +0
Oct09 081128 95.400 95.400 95.400 95.400 unch 0 23 +0
Total Volume and Open Interest 2,220 19,549 +358
Lean Hogs(CME)
Dec08 081128 58.850 59.750 58.250 59.500 +0.820 5,000 20,065 -150
Feb09 081128 66.180 67.100 65.830 67.035 +1.250 9,516 75,223 +836
Apr09 081128 72.830 73.600 72.830 73.500 +1.000 2,982 37,994 +150
May09 081128 80.750 81.500 80.500 81.500 +1.320 42 1,324 +14
Jun09 081128 82.730 83.250 82.650 83.050 +0.620 2,679 23,874 +645
Jul09 081128 81.885 82.000 81.650 81.930 +0.630 287 4,227 +44
Aug09 081128 80.000 80.250 79.800 79.950 +0.500 107 3,401 +73
Oct09 081128 74.100 74.400 74.100 74.385 +0.285 249 2,427 +93
Total Volume and Open Interest 18,213 167,454 +142
Pork Bellies(CME)
Feb09 081128 93.400 93.400 92.100 92.330 -1.170 169 783 -13
Mar09 081128 90.500 90.500 90.500 90.500 -1.500 0 115 +0
May09 081128 93.900 93.900 91.500 91.500 -0.500 0 136 +0
Jul09 081128 91.000 91.000 91.000 91.000 -0.500 0 83 +0
Aug09 081128 90.000 90.000 90.000 90.000 unch 0 1 +0
Total Volume and Open Interest 99 1,131 -11
Class III Milk(CME)
Nov08 081128 15.50 15.50 15.50 15.50 unch 20 4,527 -24
Dec08 081128 15.36 15.36 15.36 15.36 unch 38 5,287 -14
Jan09 081128 14.24 14.24 14.24 14.24 unch 78 3,883 +8
Feb09 081128 14.15 14.15 14.15 14.15 unch 75 3,464 +24
Mar09 081128 14.16 14.16 14.16 14.16 unch 81 2,857 -24
Total Volume and Open Interest 666 37,696 +56
Cocoa(ICE)
Dec08 081128 2384 2384 2372 2372 +61 3 49 -1
Mar09 081128 2280 2308 2262 2294 +73 15,117 61,585 -294
May09 081128 2277 2288 2257 2281 +67 1,298 20,543 +520
Jul09 081128 2267 2274 2252 2263 +61 187 9,698 +105
Sep09 081128 2254 2267 2240 2243 +55 71 5,262 +28
Dec09 081128 2250 2258 2226 2230 +47 468 8,150 +442
Mar10 081128 2230 2230 2220 2220 +43 0 2,412 +0
Total Volume and Open Interest 5,918 108,719 +380
Coffee "C"(ICE)
Dec08 081128 114.10 114.10 114.10 114.10 unch 135 365 -95
Mar09 081128 117.50 117.50 114.90 116.10 -0.20 7,702 72,426 +208
May09 081128 119.00 120.05 117.30 118.60 -0.40 1,737 21,322 +180
Jul09 081128 122.30 122.65 120.00 120.80 -0.80 1,003 5,886 +547
Sep09 081128 125.10 125.15 122.70 123.05 -1.05 252 4,111 -98
Dec09 081128 127.50 127.50 126.10 126.45 -1.05 554 2,914 +78
Total Volume and Open Interest 7,723 108,048 +470
Orange Juice(ICE)
Jan09 081128 77.10 77.10 74.25 74.35 -2.55 2,453 15,043 -1,115
Mar09 081128 81.00 81.00 78.50 78.80 -2.55 2,079 10,693 +1,817
May09 081128 84.15 84.15 83.00 83.00 -2.35 128 2,228 +105
Jul09 081128 88.00 88.00 86.75 86.75 -2.35 0 862 +0
Sep09 081128 90.80 90.80 90.80 90.80 -2.35 0 167 +0
Nov09 081128 97.65 97.65 95.40 95.40 -2.35 0 113 +0
Total Volume and Open Interest 1,920 28,554 +100
Sugar #11(ICE)
Mar09 081128 11.89 12.02 11.80 11.90 +0.09 35,483 256,888 +2,346
May09 081128 12.29 12.40 12.22 12.32 +0.10 15,579 105,580 +928
Jul09 081128 12.58 12.62 12.45 12.55 +0.12 8,490 108,069 +2,250
Oct09 081128 12.96 13.05 12.88 13.00 +0.14 3,498 71,423 +1,582
Mar10 081128 13.59 13.66 13.52 13.64 +0.15 1,209 45,904 +600
Total Volume and Open Interest 49,161 632,433 +3,749
Sugar #14(ICE)
Jan09 081128 19.10 19.50 19.10 19.50 +0.01 148 1,113 -101
Mar09 081128 20.00 20.39 20.00 20.39 +0.01 83 2,764 -22
May09 081128 20.85 20.85 20.85 20.85 unch 7 2,089 +1
Jul09 081128 21.00 21.01 21.00 21.00 -0.10 10 1,748 +10
Sep09 081128 21.50 21.50 21.40 21.40 -0.14 1 825 +1
Total Volume and Open Interest 71 8,650 -163
London Cocoa(LCE)
Dec08 081128 1620 1643 1603 1612 +22 1,775 41,627 -1,034
Mar09 081128 1517 1529 1492 1519 +2 9,575 60,076 +0
May09 081128 1508 1520 1485 1513 +5 2,888 31,217 +0
Jul09 081128 1510 1522 1507 1516 +6 277 29,031 +0
Sep09 081128 1510 1510 1503 1509 +5 3 11,195 +0
Dec09 081128 1482 1493 1463 1483 +5 980 6,261 +0
Mar10 081128 1484 1484 1484 1484 +5 0 769 +0
Total Volume and Open Interest 15,498 180,188 +0
London Coffee(LCE)
Nov08 081128 1971.00 1971.00 1971.00 1971.00 unch 4 10 +0
Jan09 081128 2016.00 2035.00 1967.00 1969.00 -46.00 5,522 68,645 +0
Total Volume and Open Interest 5,526 68,655 +0
London Sugar(LCE)
Mar09 081128 330.70 332.00 327.50 327.90 -5.10 1,556 24,126 +0
May09 081128 337.20 339.70 335.50 336.10 -4.00 334 9,171 +0
Aug09 081128 345.10 345.50 343.00 343.60 -3.30 132 6,022 +0
Oct09 081128 353.00 353.00 351.50 351.50 -3.50 10 3,029 +0
Dec09 081128 357.70 357.70 357.70 357.70 -4.00 0 877 +0
Total Volume and Open Interest 2,032 43,541 +0
Cotton(ICE)
Dec08 081128 45.53 46.62 44.77 45.75 -0.40 266 455 -1,822
Mar09 081128 46.60 48.00 45.61 47.91 +1.36 8,140 80,276 +461
May09 081128 46.20 47.91 45.36 47.86 +1.76 1,621 14,467 +35
Jul09 081128 47.25 48.35 46.21 48.30 +1.79 1,066 16,177 +391
Oct09 081128 50.70 50.70 50.70 50.70 +1.69 16 153 +5
Dec09 081128 50.00 51.92 50.00 51.48 +1.37 705 13,635 -306
Total Volume and Open Interest 11,831 128,157 -2,449
Lumber(CME)
Jan09 081128 194.7 195.9 193.5 193.5 -1.1 1,458 4,786 -98
Mar09 081128 210.5 211.5 208.7 209.8 -1.0 633 2,133 +190
May09 081128 227.6 228.0 225.9 227.0 -2.7 65 687 -11
Jul09 081128 232.5 233.9 232.5 233.9 unch 0 199 +0
Total Volume and Open Interest 844 7,802 +151
Crude Oil(NYM)
Jan09 081128 53.44 55.98 51.12 54.43 -0.01 243,440 307,791 +5,137
Feb09 081128 54.54 57.24 52.52 55.82 +0.12 65,598 83,550 +2,576
Mar09 081128 56.01 58.48 53.98 57.09 +0.17 26,848 64,614 +627
Apr09 081128 57.12 59.57 55.37 58.24 +0.20 11,179 40,466 +299
May09 081128 58.30 59.89 56.75 59.29 +0.20 8,348 28,617 +357
Jun09 081128 59.80 61.33 57.63 60.28 +0.16 15,321 100,498 +1,718
Jul09 081128 60.46 61.20 59.77 61.20 +0.14 4,585 24,551 +179
Aug09 081128 62.08 62.08 62.08 62.08 +0.13 2,517 25,592 +818
Sep09 081128 62.80 62.94 62.65 62.94 +0.11 4,213 21,267 +733
Oct09 081128 63.78 63.78 63.78 63.78 +0.09 2,876 17,297 +1,123
Nov09 081128 62.88 64.61 62.88 64.61 +0.08 1,522 15,991 +13
Dec09 081128 65.00 66.55 63.25 65.42 +0.07 19,476 103,226 +1,595
Jan10 081128 65.92 66.20 65.92 66.20 +0.09 1,722 17,341 +343
Feb10 081128 66.99 66.99 66.99 66.99 +0.11 134 7,733 -38
Mar10 081128 67.78 67.78 67.77 67.77 +0.12 436 11,841 -170
Apr10 081128 68.50 68.50 68.50 68.50 +0.12 413 3,182 -200
Total Volume and Open Interest 389,443 1,120,731 +913
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 081128 53.400 55.850 51.125 54.425 -0.025 14,777 7,046 -338
Feb09 081128 54.375 57.075 52.625 55.825 +0.125 678 364 -57
Mar09 081128 55.850 58.000 54.200 57.100 +0.175 81 256 -1
Apr09 081128 57.100 58.250 57.100 58.250 +0.200 26 91 +6
May09 081128 59.300 59.300 59.300 59.300 +0.200 4 5 -4
Jun09 081128 60.275 60.275 60.275 60.275 +0.150 3 2 +0
Jul09 081128 61.200 61.200 61.200 61.200 +0.150 0 1 +0
Aug09 081128 62.075 62.075 62.075 62.075 +0.125 0 1 +0
Total Volume and Open Interest 14,149 8,235 -450
Heating Oil(NYM)
Dec08 081128 170.00 172.90 165.00 167.37 -6.30 23,400 3,801 -7,333
Jan09 081128 172.86 176.68 167.15 172.71 -3.45 39,142 69,664 +2,720
Feb09 081128 176.70 179.00 169.83 175.26 -3.35 8,276 21,008 -88
Mar09 081128 177.00 179.50 171.67 177.06 -3.25 4,704 21,780 +330
Apr09 081128 177.08 177.61 173.77 177.61 -3.05 1,790 11,237 +566
May09 081128 176.30 179.09 173.42 178.56 -2.95 2,014 12,369 +224
Jun09 081128 179.85 180.53 174.41 179.81 -2.85 3,305 19,566 +281
Jul09 081128 176.90 181.66 176.90 181.66 -2.90 1,221 7,901 +455
Aug09 081128 181.85 184.41 179.82 184.41 -2.90 636 4,293 +29
Sep09 081128 185.00 187.46 185.00 187.46 -2.90 1,379 7,768 +379
Oct09 081128 190.71 190.71 190.71 190.71 -2.90 306 2,742 +45
Nov09 081128 193.76 193.76 193.76 193.76 -2.90 298 2,023 +20
Total Volume and Open Interest 73,964 223,959 -3,099
Gasoline(NYMEX)
Dec08 081128 116.40 118.75 111.40 114.62 -3.36 27,821 10,966 -8,451
Jan09 081128 118.50 124.20 114.05 120.96 +0.88 27,083 76,529 +1,316
Feb09 081128 121.91 127.50 117.46 124.46 +0.93 5,670 15,197 +603
Mar09 081128 125.81 131.76 121.76 128.71 +0.78 3,079 15,262 -48
Apr09 081128 142.06 146.82 137.10 143.91 +0.58 2,800 14,725 +327
May09 081128 142.07 149.23 139.66 146.36 +0.58 1,733 8,171 +34
Jun09 081128 144.75 149.07 144.75 148.76 +0.58 1,512 7,866 +147
Jul09 081128 150.51 150.51 150.51 150.51 +0.58 1,463 6,066 +1,031
Aug09 081128 151.91 151.91 151.91 151.91 +0.58 168 2,522 -2
Sep09 081128 152.91 152.91 152.91 152.91 +0.58 637 2,918 +155
Total Volume and Open Interest 72,752 176,651 -4,448
e-miNY RBOB Gasoline(NYM)
Jan09 081128 120.96 120.96 120.96 120.96 +0.88 1 1 +1
Feb09 081128 124.46 124.46 124.46 124.46 +0.93      
Mar09 081128 128.71 128.71 128.71 128.71 +0.78      
Apr09 081128 143.91 143.91 143.91 143.91 +0.58      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Jan09 081128 6.735 6.904 6.255 6.510 -0.368 68,243 131,069 +550
Feb09 081128 6.803 6.861 6.318 6.570 -0.328 16,752 43,197 +479
Mar09 081128 6.766 6.766 6.297 6.540 -0.299 12,985 81,295 +790
Apr09 081128 6.732 6.732 6.290 6.525 -0.274 7,968 58,416 +1,806
May09 081128 6.772 6.774 6.340 6.575 -0.264 3,223 36,290 -600
Jun09 081128 6.758 6.758 6.460 6.685 -0.256 1,224 23,032 -229
Jul09 081128 6.770 6.820 6.583 6.803 -0.248 1,021 21,481 +172
Aug09 081128 6.728 6.896 6.691 6.896 -0.250 761 20,186 +26
Sep09 081128 6.750 6.943 6.718 6.943 -0.251 824 16,797 -208
Oct09 081128 6.970 7.050 6.837 7.050 -0.249 4,846 33,519 -384
Nov09 081128 7.200 7.410 7.200 7.410 -0.234 997 17,162 -15
Dec09 081128 7.615 7.815 7.615 7.808 -0.221 1,047 26,309 -86
Jan10 081128 7.925 8.073 7.855 8.055 -0.224 2,316 18,947 -63
Feb10 081128 8.149 8.149 7.870 8.065 -0.224 20 8,118 +12
Mar10 081128 7.750 7.900 7.720 7.890 -0.224 414 16,947 +27
Apr10 081128 7.360 7.360 7.360 7.360 -0.184 373 14,011 +103
Total Volume and Open Interest 116,700 718,470 -1,923
Brent Crude Oil(ICE)
Jan09 081128 53.42 54.90 50.80 53.49 +0.36 133,147 93,721 +0
Feb09 081128 55.22 56.99 52.83 55.58 +0.37 59,969 115,702 +0
Mar09 081128 57.00 58.74 54.64 57.38 +0.37 31,440 52,268 +0
Apr09 081128 58.05 60.30 56.33 59.01 +0.42 17,123 19,830 +0
May09 081128 59.11 61.66 57.80 60.48 +0.50 10,136 20,940 +0
Jun09 081128 60.32 62.85 59.13 61.77 +0.55 12,350 36,202 +0
Jul09 081128 62.57 63.67 60.45 62.98 +0.60 4,904 13,034 +0
Aug09 081128 63.73 64.07 61.52 64.07 +0.58 4,553 13,355 +0
Sep09 081128 64.84 65.10 62.66 65.10 +0.53 3,483 12,619 +0
Oct09 081128 65.99 65.99 65.99 65.99 +0.48 2,488 7,314 +0
Nov09 081128 66.79 66.79 66.79 66.79 +0.47 4,168 10,361 +0
Dec09 081128 66.25 68.05 65.21 67.55 +0.42 16,092 55,557 +0
Jan10 081128 68.36 68.36 68.36 68.36 +0.41 724 9,346 +0
Feb10 081128 69.14 69.14 69.14 69.14 +0.39 63 3,092 +0
Total Volume and Open Interest 302,515 563,485 +537
Gas Oil(ICE)
Dec08 081128 540.00 548.50 521.50 525.50 -16.75 35,586 50,694 +2,470
Jan09 081128 547.50 555.75 528.75 532.50 -17.00 48,597 75,664 +4,709
Feb09 081128 557.00 564.50 538.50 541.75 -17.25 10,696 34,257 +1,667
Mar09 081128 564.25 570.25 549.25 550.25 -17.25 5,815 16,438 +381
Apr09 081128 571.75 578.25 557.25 558.50 -16.75 3,341 15,836 +41
May09 081128 579.00 586.00 564.75 566.25 -16.50 1,744 16,291 -49
Jun09 081128 583.00 593.50 572.00 573.50 -16.50 3,983 36,215 +125
Jul09 081128 594.75 600.00 582.50 583.75 -16.50 1,407 11,023 +347
Aug09 081128 605.25 608.25 594.00 594.00 -16.50 724 9,248 -145
Sep09 081128 613.25 616.25 601.00 602.25 -16.25 859 7,313 +613
Total Volume and Open Interest 122,413 363,839 +11,780
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081128 1.655 1.655 1.655 1.655 +0.012 22 193 +5
Jan09 081128 1.615 1.659 1.615 1.633 +0.010 16 409 +3
Feb09 081128 1.635 1.650 1.635 1.649 +0.021 14 197 +2
Mar09 081128 1.650 1.650 1.650 1.650 +0.010 8 282 +3
Apr09 081128 1.635 1.660 1.635 1.649 -0.001 8 346 +1
May09 081128 1.659 1.660 1.659 1.660 -0.025 1 179 +0
Jun09 081128 1.660 1.660 1.660 1.660 -0.040 0 175 +0
Total Volume and Open Interest 101 3,075 +41
US Dollar Index(ICE)
Dec08 081128 85.760 87.010 85.455 86.705 +0.970 3,963 37,833 +37,833
Mar09 081128 86.345 87.500 86.345 87.255 +0.910 267 2,498 +2,498
Jun09 081128 87.885 87.885 87.885 87.885 +0.955 51 137 +137
Total Volume and Open Interest 4,281 40,468 +40,468
Australian Dollar(CME)
Dec08 081128 64.97 65.94 64.72 65.55 +0.45 1 65,438 +1,168
Mar09 081128 65.40 65.58 64.55 65.30 +0.47 2 6,656 +2,088
Jun09 081128 65.06 65.06 64.67 65.06 +0.39 0 304 +0
Total Volume and Open Interest 37,226 69,319 +784
British Pound(CME)
Dec08 081128 153.72 155.11 152.59 153.71 +0.83 7 104,741 -1,684
Mar09 081128 154.20 155.16 152.76 153.83 +0.80 0 9,588 +53
Jun09 081128 153.97 154.96 153.10 153.97 +0.87 0 1,172 +0
Total Volume and Open Interest 88,822 117,154 +2,466
Canadian Dollar(CME)
Dec08 081128 81.50 81.71 80.17 80.61 -0.60 0 73,807 -1,426
Mar09 081128 81.65 81.77 80.34 80.79 -0.55 0 4,874 -259
Jun09 081128 80.60 81.67 80.54 80.89 -0.56 0 1,638 +47
Sep09 081128 80.99 81.59 80.79 81.22 -0.37 0 1,349 -22
Total Volume and Open Interest 37,106 83,756 -1,446
Japanese Yen(CME)
Dec08 081128 105.18 105.33 104.44 104.65 -0.13 0 128,525 +2,911
Mar09 081128 105.43 105.80 104.97 105.16 -0.15 6 3,353 +1,426
Jun09 081128 105.57 105.92 105.57 105.57 -0.15 0 3,661 +0
Total Volume and Open Interest 112,541 131,214 +6,893
Swiss Franc(CME)
Dec08 081128 83.52 83.73 82.00 82.41 -0.79 10 41,018 +526
Mar09 081128 83.85 84.25 82.42 82.89 -0.76 0 1,970 +16
Jun09 081128 83.22 84.14 83.15 83.22 -0.80 0 291 +0
Total Volume and Open Interest 40,978 42,746 +1,383
EuroFX(CME)
Dec08 081128 129.16 129.63 126.39 127.00 -1.74 71 139,223 -168
Mar09 081128 129.20 129.57 126.39 126.97 -1.76 8 31,735 +326
Jun09 081128 127.01 129.16 126.69 127.01 -1.72 2 533 -89
Total Volume and Open Interest 245,850 172,407 +432
Mexican Peso(CME)
Dec08 081128 751.0 755.2 739.8 744.2 -7.2 10 40,991 -48
Jan09 081128 736.5 743.8 736.5 736.5 -7.2      
Total Volume and Open Interest 4,318 41,586 +475
30-Year T-Bonds(CBOT)
Dec08 081128 128~125 128~315 127~180 128~180 +0~165 212,818 175,876 -114,023
Mar09 081128 127~120 127~290 126~195 127~155 +0~135 140,215 554,705 +87,461
Jun09 081128 125~200 126~050 125~200 126~050 +0~135 32 168 +20
Total Volume and Open Interest 708,977 757,310 +47,686
10-Year T-Notes(CBOT)
Dec08 081128 122~045 123~055 121~280 122~285 +0~170 588,171 324,070 -230,082
Mar09 081128 120~025 121~055 119~270 120~310 +0~190 365,768 880,989 +191,900
Jun09 081128 119~310 119~310 119~120 119~310 +0~190      
Total Volume and Open Interest 1,450,896 1,243,241 +7,997
5-Year T-Notes(CBOT)
Dec08 081128 118~083 119~056 118~053 119~044 +0~074 330,256 0 +0
Mar09 081128 116~025 116~106 115~110 116~091 +0~059 213,093 0 +0
Jun09 081128 116~091 116~091 116~032 116~091 +0~059      
Total Volume and Open Interest 1,096,839 1,203,361 +5,465
2 Year T-Notes(CBOT)
Dec08 081128 108~104 109~066 108~092 109~024 +0~038 29,285 155,298 -135,680
Mar09 081128 108~004 108~088 107~108 108~052 +0~040 25,179 393,151 +123,239
Jun09 081128 108~052 108~052 108~012 108~052 +0~040      
Total Volume and Open Interest 665,682 560,890 -24,966
Eurodollars(CME)
Dec08 081128 97.933 97.945 97.855 97.875 -0.070 9,336 1,554,348 -8,397
Mar09 081128 98.130 98.135 97.985 98.080 -0.045 8,528 1,320,924 -924
Jun09 081128 98.095 98.100 97.950 98.075 -0.015 7,710 992,803 -7,416
Sep09 081128 98.025 98.045 97.895 98.035 +0.015 2,185 903,012 -2,537
Dec09 081128 97.890 97.940 97.760 97.930 +0.050 3,149 810,258 -937
Mar10 081128 97.850 97.925 97.730 97.915 +0.065 1,518 599,968 +937
Jun10 081128 97.725 97.820 97.600 97.805 +0.075 1,940 383,060 +1,235
Sep10 081128 97.545 97.645 97.425 97.630 +0.080 1,875 356,432 -199
Dec10 081128 97.275 97.360 97.165 97.355 +0.080 2,875 248,085 -1,003
Mar11 081128 97.125 97.200 97.015 97.195 +0.070 1,487 194,660 -4,210
Jun11 081128 96.905 97.000 96.905 96.990 +0.065 1,609 203,718 -3,368
Sep11 081128 96.780 96.815 96.740 96.800 +0.065 1,485 134,150 -2,800
Dec11 081128 96.630 96.630 96.545 96.605 +0.065 680 94,488 -1,771
Mar12 081128 96.580 96.580 96.515 96.575 +0.065 676 93,584 -1,141
Jun12 081128 96.465 96.480 96.415 96.475 +0.070 882 70,678 -604
Sep12 081128 96.370 96.420 96.335 96.400 +0.075 631 61,089 -549
Dec12 081128 96.250 96.290 96.245 96.290 +0.080 426 54,307 -112
Mar13 081128 96.260 96.280 96.225 96.280 +0.080 667 53,708 +38
Total Volume and Open Interest 1,896,920 8,336,819 +29,890
30 Day Federal Funds(CBOT)
Nov08 081128 99.590 99.605 99.577 99.603 +0.025 147 100,078 -4
Dec08 081128 99.570 99.635 99.570 99.600 +0.010 147 69,959 +3,514
Jan09 081128 99.590 99.595 99.575 99.580 -0.010 6 62,440 -242
Feb09 081128 99.600 99.600 99.580 99.585 -0.015 6 68,395 +645
Mar09 081128 99.570 99.570 99.535 99.540 -0.015 76 44,303 +41
Apr09 081128 99.500 99.505 99.480 99.485 -0.020 70 34,493 +353
Total Volume and Open Interest 34,456 479,107 +1,609
30 Day Fed Funds(e-CBOT)
Nov08 081128 99.590 99.605 99.590 99.595 +0.010 1,026 100,078 -4
Dec08 081128 99.570 99.635 99.570 99.590 -0.005 3,459 69,959 +3,514
Jan09 081128 99.590 99.595 99.575 99.575 -0.020 1,947 62,440 -242
Feb09 081128 99.600 99.600 99.580 99.580 -0.015 4,165 68,395 +645
Mar09 081128 99.570 99.570 99.535 99.535 -0.010 2,834 44,303 +41
Apr09 081128 99.500 99.500 99.480 99.490 +0.005 2,277 34,493 +353
Total Volume and Open Interest 24,384 486,404 +7,297
3-Mth Euro-Yen(CME)
Dec08 081128 99.13 99.13 99.13 99.13 +0.01 0 4,050 +58
Mar09 081128 99.22 99.22 99.22 99.22 +0.01 0 4,968 +0
Jun09 081128 99.30 99.30 99.30 99.30 +0.01 0 1,079 +201
Sep09 081128 99.33 99.33 99.33 99.33 +0.01 91 480 +0
Dec09 081128 99.32 99.32 99.32 99.32 +0.02 1 100 +0
Mar10 081128 99.20 99.20 99.20 99.20 +0.01      
Jun10 081128 99.14 99.14 99.14 99.14 +0.01      
Sep10 081128 99.12 99.12 99.12 99.12 +0.02      
Dec10 081128 99.14 99.14 99.14 99.14 -0.01      
Mar11 081128 99.06 99.06 99.06 99.06 -0.01      
Total Volume and Open Interest 92 10,677 +259
3-Mth Euro-Yen(SGX)
Dec08 081128 99.12 99.12 99.11 99.11 -0.02 99 523 -19,726
Mar09 081128 99.19 99.19 99.19 99.19 -0.02 99 1,783 -10,733
Jun09 081128 99.27 99.27 99.27 99.27 -0.02 99 1 -5,610
Sep09 081128 99.31 99.31 99.31 99.31 -0.02      
Dec09 081128 99.31 99.31 99.31 99.31 -0.02      
Mar10 081128 99.19 99.19 99.19 99.19 -0.02      
Jun10 081128 99.14 99.14 99.14 99.14 -0.02      
Sep10 081128 99.11 99.11 99.11 99.11 -0.02      
Total Volume and Open Interest 297 2,307 -43,940
Japanese Gov't Bonds(SGX)
Dec08 081128 139.25 139.57 139.25 139.39 -0.06 139 603 -557
Mar09 081128 138.90 138.90 138.90 138.90 -0.55 139 11 -7
Jun09 081128 138.90 138.90 138.90 138.90 -0.55      
Total Volume and Open Interest 278 614 -564
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 081128 114.58 114.87 114.48 114.62 +0.18 425,961 882,067 -42,897
Mar09 081128 114.62 114.96 114.62 114.65 +0.10 35,075 84,595 +18,634
Jun09 081128 115.03 115.03 115.03 115.03 +0.08 200 0 +0
Total Volume and Open Interest 461,236 966,662 -24,263
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 081128 117~18 117~28 117~14 117~16 +0~04 213,614 80,222 +0
Mar09 081128 116~27 117~04 116~22 116~24 +0~04 168,570 304,549 +0
Total Volume and Open Interest 382,184 384,771 +0
3-Mth Short Sterling(LIFFE)
Dec08 081128 96.65 96.71 96.65 96.68 +0.03 25,072 421,907 +0
Mar09 081128 97.31 97.39 97.29 97.37 +0.07 37,236 437,212 +0
Jun09 081128 97.54 97.63 97.53 97.60 +0.06 22,646 295,591 +0
Sep09 081128 97.53 97.61 97.53 97.58 +0.07 19,607 214,112 +0
Dec09 081128 97.29 97.39 97.28 97.35 +0.07 25,746 248,741 +0
Mar10 081128 97.11 97.22 97.11 97.20 +0.09 13,970 160,493 +0
Total Volume and Open Interest 162,664 2,015,825 +0
3-Mth Euribor(LIFFE)
Dec08 081121 96.665 96.690 96.585 96.665 -0.015 79,323 825,136 +3,791
Mar09 081128 97.325 97.415 97.315 97.325 +0.005 91,747 610,566 -1,448
Jun09 081128 97.555 97.660 97.555 97.580 +0.020 74,070 506,712 -4,460
Total Volume and Open Interest 550,095 3,560,485 -18,976
3-Mth Aus T-Bills(SFE)
Dec08 081128 95.63 95.66 95.57 95.64 -0.01 15,684 750,968 +2,613
Mar09 081128 96.73 96.84 96.65 96.78 +0.04 14,315 361,789 +4,325
Jun09 081128 96.75 96.87 96.68 96.82 +0.06 3,745 191,667 +1,579
Sep09 081128 96.52 96.64 96.50 96.60 +0.06 1,480 128,662 +915
Dec09 081128 96.16 96.25 96.14 96.22 +0.06 633 82,766 -41
Mar10 081128 95.72 95.80 95.70 95.76 +0.07 1,041 44,231 +259
Jun10 081128 95.20 95.36 95.20 95.35 +0.13 495 35,274 +245
Sep10 081128 94.84 94.99 94.83 94.97 +0.17 314 20,584 +270
Dec10 081128 94.52 94.65 94.52 94.65 +0.18 105 4,385 +33
Mar11 081128 94.46 94.46 94.46 94.46 +0.19 2 795 +2
Total Volume and Open Interest 37,814 1,621,971 +10,200
10-Year Aus T-Bonds(SFE)
Dec08 081128 95.35 95.44 95.31 95.42 +0.04 19,192 373,379 +6,926
Mar09 081128 95.31 95.38 95.31 95.38 +0.06 10 4,182 +0
Total Volume and Open Interest 19,757 338,217 -39,344
3-Year Aus T-Bonds(SFE)
Dec08 081128 96.32 96.43 96.30 96.40 +0.08 63,809 567,630 +10,594
Mar09 081128 96.26 96.26 96.26 96.26 +0.08 7,047 8,226 +7,047
Total Volume and Open Interest 70,856 575,856 +17,641
Gold(CMX)
Dec08 081128 814.6 819.0 808.2 816.2 +7.7 52,370 16,053 -18,445
Feb09 081128 817.0 822.0 810.6 819.0 +7.7 79,202 158,895 +17,698
Apr09 081128 817.3 821.9 813.5 820.3 +7.8 1,361 25,175 +133
Jun09 081128 819.2 823.5 817.0 821.9 +7.9 990 23,763 +134
Aug09 081128 823.9 823.9 823.9 823.9 +8.0 404 11,853 +3
Oct09 081128 824.9 826.0 824.9 826.0 +8.1 423 2,768 -307
Dec09 081128 828.9 830.0 822.1 828.3 +8.2 1,017 14,326 +191
Feb10 081128 830.6 830.6 830.6 830.6 +8.3 4 696 +0
Apr10 081128 832.9 832.9 832.9 832.9 +8.3 1 36 +0
Jun10 081128 835.2 835.2 835.2 835.2 +8.3 50 2,349 +50
Aug10 081128 837.9 837.9 837.9 837.9 +8.3 1 101 +0
Oct10 081128 840.6 840.6 840.6 840.6        
Silver(CMX)
Dec08 081128 1027.0 1034.0 1008.0 1018.5 -3.5 15,537 6,304 -4,828
Mar09 081128 1034.0 1039.0 1012.0 1023.0 -3.9 17,299 50,421 +3,982
May09 081128 1025.0 1034.0 1021.0 1024.5 -3.8 116 6,221 +5
Jul09 081128 1037.0 1037.5 1025.5 1025.5 -3.6 112 8,080 -18
Sep09 081128 1023.0 1026.5 1023.0 1026.5 -3.6 78 3,169 -7
Dec09 081128 1044.5 1044.5 1021.0 1027.8 -3.6 413 4,198 +179
Mar10 081128 1030.1 1030.1 1030.1 1030.1 -3.6 197 724 +0
Total Volume and Open Interest 53,937 86,878 -3,540
Platinum(NYMEX)
Jan09 081128 874.9 889.9 855.4 882.3 +12.6 617 15,905 -83
Apr09 081128 873.0 894.8 870.0 888.3 +14.1 66 1,408 +38
Total Volume and Open Interest 1,042 17,358 -194
Palladium(NYMEX)
Dec08 081128 192.00 194.70 183.30 192.60 +2.20      
Mar09 081128 195.00 197.90 186.10 194.25 +2.60 1,877 12,278 +1,291
Jun09 081128 192.35 196.25 192.35 196.25 +2.60      
Total Volume and Open Interest 4,887 13,294 +348
Copper(CMX)
Dec08 081128 167.15 168.90 159.70 162.35 -4.45 7,945 4,623 -3,687
Mar09 081128 170.00 171.15 161.50 164.95 -4.20 12,137 47,460 +1,372
May09 081128 168.10 172.40 163.00 166.10 -4.20 216 4,385 +59
Jul09 081128 166.15 167.10 166.15 167.10 -4.25 43 1,753 -14
Sep09 081128 169.40 169.40 168.05 168.05 -4.25 22 1,613 -9
Total Volume and Open Interest 22,960 72,046 -3,666
Aluminum(CMX)
Dec08 081128 0.81 0.81 0.81 0.81 -82.04      
Jan09 081128 0.82 0.82 0.82 0.82 -82.78      
Feb09 081128 0.83 0.83 0.83 0.83 -83.52      
Mar09 081128 0.84 0.84 0.84 0.84 -140.01      
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 081128 8631 8821 8600 8821 +123 1,553 31,810 +2,314
Mar09 081128 8670 8788 8665 8788 +123 10 294 +0
Jun09 081128 8741 8741 8618 8741 +123 0 5 +0
Sep09 081128 8721 8721 8598 8721 +123      
Total Volume and Open Interest 4,194 29,795 +718
S & P 500(CME)
Dec08 081128 878.00 896.00 875.10 895.30 +9.10 26,653 620,899 -2,085
Mar09 081128 884.50 894.30 880.80 894.00 +9.20 2,318 23,177 +1,433
Jun09 081128 893.70 894.00 880.50 893.70 +9.20 201 8,399 -94
Sep09 081128 891.70 892.00 878.50 891.70 +9.20 0 769 +1
Total Volume and Open Interest 43,238 653,991 +8,566
S & P 500 E-Mini(Globex)
Dec08 081128 898.25 898.25 898.25 898.25 +12.00 2,177,331 3,087,937 -31,733
Mar09 081128 876.75 895.25 873.50 894.00 +6.50 6,480 130,308 +2,185
Total Volume and Open Interest 3,128,765 3,253,734 -8,479
NASDAQ 100(CME)
Dec08 081128 1185.30 1198.80 1170.00 1186.00 -8.50 2,149 32,210 -1,089
Mar09 081128 1177.50 1188.80 1177.50 1188.80 -8.50 14 44 +3
Jun09 081128 1190.80 1199.30 1190.80 1190.80 -8.50 0 5 +0
Total Volume and Open Interest 3,386 33,345 +953
NASDAQ 100 E-Mini(Globex)
Dec08 081128 1191.80 1199.50 1171.30 1186.00 -8.50 304,609 358,822 -1,529
Mar09 081128 1192.50 1201.30 1175.30 1188.80 -8.50 177 744 +13
Total Volume and Open Interest 389,144 362,716 +8,304
S & P Midcap 400(CME)
Dec08 081128 503.00 514.00 499.50 514.00 +7.70 31 6,170 -372
Mar09 081128 512.70 512.70 509.50 512.70 +7.70      
Jun09 081128 510.90 510.90 507.70 510.90 +7.70      
Total Volume and Open Interest 318 6,542 -179
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 081128 8400 8530 8335 8365 +205 8,370 66,000 -3,954
Mar09 081128 8500 8520 8375 8375 +160 8,335 364 +86
Total Volume and Open Interest 16,705 66,415 -3,917
Nikkei 225(SGX)
Dec08 081128 8400 8530 8335 8365 +205 8,370 66,000 -3,954
Mar09 081128 8500 8520 8375 8375 +160 8,335 364 +86
Jun09 081128 8290 8290 8290 8290 +160      
Total Volume and Open Interest 16,705 66,415 -3,917
CAC 40(EURONEXT)
Dec08 081128 3252.0 3271.5 3176.5 3264.0 +14.0 135,393 399,621 +0
Jan09 081128 3244.0 3270.0 3189.0 3270.0 +14.0 22 1,418 +0
Feb09 081128 3230.0 3278.0 3230.0 3278.0 +14.0      
Total Volume and Open Interest 135,416 406,100 +0
Hang Seng Index(HKFE)
Nov08 081127 13960 13968 13696 13717 +432 11,505 8,327 +2,747
Dec08 081128 13562 14000 13454 13988 +408 5,712 9,848 +1,089
Jan09 081128 13480 14015 13480 14012        
DAX(EUREX)
Dec08 081128 4670.0 4715.0 4572.5 4669.5 -12.0 169,201 206,231 +0
Mar09 081128 4701.5 4741.0 4604.5 4697.5 -12.0 1,139 15,722 +0
Jun09 081128 4685.5 4727.0 4682.5 4727.0 -13.5 251 3,050 +0
Total Volume and Open Interest 170,591 225,003 +0
FT-SE 100(EURONEXT)
Dec08 081128 4257.50 4323.00 4194.50 4287.00 +35.50 137,407 756,827 +0
Mar09 081128 4210.50 4280.00 4177.50 4261.50 +35.00 530 9,023 +0
Jun09 081128 4243.00 4243.00 4243.00 4243.00 +35.50 0 75 +0
Total Volume and Open Interest 137,937 765,925 +0
SPI 200(SFE)
Dec08 081128 3574.0 3763.0 3560.0 3731.0 +163.0 30,982 351,982 -10,168
Mar09 081128 3573.0 3719.0 3573.0 3694.0 +160.0 77 1,919 +61
Jun09 081128 3686.0 3686.0 3686.0 3686.0 +160.0 0 2,521 +0
Total Volume and Open Interest 31,061 357,330 -10,107
GSCI(CME)
Dec08 081128 386.00 386.00 376.00 382.40 -12.60 567 15,338 -118
Jan09 081128 385.00 400.05 385.00 385.00 -15.00 0 5 +0
Feb09 081128 391.00 405.05 391.00 391.00 -14.00      
Total Volume and Open Interest 185 15,461 +0
RJ/CRB Index(ICE)
Jan09 081128 365.00 367.65 365.00 365.00 -5.50 13 871 +1
Feb09 081128 367.00 367.00 367.00 367.00 -4.60 4 7 +1
Apr09 081128 372.00 372.00 372.00 372.00 -5.00 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

Banner

Login

Newsflash

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