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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 Mon December 22, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081222 872.50 895.00 862.25 886.50 +18.25 4,133 58,834 -5,828
Mar09 081222 877.00 899.00 866.50 890.50 +18.00 2,822 130,506 +850
May09 081222 888.00 910.00 878.00 901.50 +17.75 809 28,145 +277
Jul09 081222 900.00 921.00 900.00 912.50 +17.50 53 34,118 -664
Aug09 081222 914.00 920.50 914.00 915.50 +17.50 0 1,454 -4
Sep09 081222 918.00 918.00 898.50 916.00 +17.50 0 873 +1
Nov09 081222 900.50 922.00 891.75 916.25 +17.25 146 39,869 -429
Total Volume and Open Interest 81,609 305,004 +1,124
Soybean Meal(CBOT)
Jan09 081222 268.70 276.30 265.20 275.50 +8.00 5,601 25,184 -1,742
Mar09 081222 267.60 275.80 265.70 274.90 +7.50 2,893 43,317 +711
May09 081222 270.20 279.10 270.20 277.90 +7.30 206 16,388 +57
Jul09 081222 274.90 282.20 274.00 281.40 +7.30 25 16,829 -88
Aug09 081222 281.70 282.90 280.00 282.70 +7.20 3 4,730 +8
Sep09 081222 279.80 283.00 279.50 283.00 +7.10 8 3,680 -3
Oct09 081222 281.80 281.80 274.80 281.80 +7.00 2 2,162 +0
Dec09 081222 275.20 283.00 275.20 283.00 +7.00 1 10,373 +8
Total Volume and Open Interest 30,209 124,311 -609
Soybean Oil(CBOT)
Jan09 081222 30.88 31.80 30.44 30.94 +0.34 5,607 47,278 -7,654
Mar09 081222 30.93 31.99 30.80 31.25 +0.34 4,044 88,219 +5,938
May09 081222 31.95 32.24 31.29 31.59 +0.34 225 22,446 +333
Jul09 081222 32.00 32.59 31.63 31.93 +0.33 1,120 23,800 -519
Aug09 081222 32.96 32.96 31.78 32.11 +0.33 176 5,277 +257
Sep09 081222 32.20 32.29 31.96 32.29 +0.33 4 4,957 +59
Oct09 081222 32.33 32.45 32.33 32.45 +0.34 28 3,831 +10
Dec09 081222 33.05 33.24 32.35 32.68 +0.33 1,204 20,623 +350
Total Volume and Open Interest 68,843 223,397 -2,489
Canola(WCE)
Jan09 081222 392.0 404.2 389.2 396.9 +7.1 4,325 11,982 +154
Mar09 081222 399.2 411.9 395.6 405.0 +8.3 10,477 59,681 +822
May09 081222 408.6 420.3 407.6 413.9 +8.5 221 4,596 -80
Jul09 081222 418.1 427.9 412.3 422.4 +8.4 396 5,547 -21
Nov09 081222 430.8 437.9 429.6 435.1 +8.9 286 6,559 +87
Total Volume and Open Interest 11,699 87,458 -232
Corn(CBOT)
Mar09 081222 380.00 386.25 376.25 381.75 +1.00 5,139 366,261 -5,928
May09 081222 390.50 396.25 387.25 392.00 +1.00 1,250 111,985 +1,426
Jul09 081222 400.75 406.25 397.50 402.50 +1.50 949 120,986 +420
Sep09 081222 414.00 414.25 409.00 412.75 +1.75 127 29,185 +9
Dec09 081222 424.50 430.50 420.75 427.00 +2.00 285 140,109 -484
Mar10 081222 440.00 440.00 435.75 439.75 +3.00 10 10,585 +23
Total Volume and Open Interest 106,670 818,693 -1,304
Wheat(CBOT)
Mar09 081222 565.50 570.25 557.50 569.00 +5.75 1,073 127,879 -68
May09 081222 576.00 582.50 573.00 581.50 +5.50 44 25,839 +488
Jul09 081222 586.00 594.50 583.25 593.50 +5.75 210 49,120 +112
Sep09 081222 604.50 614.75 604.00 613.75 +5.00 106 16,436 -94
Dec09 081222 627.00 636.00 625.75 635.25 +5.00 4 22,111 +183
Total Volume and Open Interest 44,885 247,393 -2,596
Wheat(KCBT)
Mar09 081222 583.00 590.00 578.50 589.25 +6.25 3,891 41,212 -464
May09 081222 592.00 600.25 591.50 600.25 +6.50 695 9,624 +244
Jul09 081222 605.00 611.75 602.50 611.75 +6.75 845 18,174 -57
Sep09 081222 620.25 622.75 615.00 622.75 +6.75 81 3,449 +37
Dec09 081222 633.00 641.25 631.75 641.25 +7.00 323 8,347 +53
Total Volume and Open Interest 7,667 82,546 +760
Wheat(MGE)
Dec08 081212 604.00 604.00 604.00 604.00 -20.50 11 14 -134
Mar09 081219 623.00 632.00 621.00 625.25 -5.75 2,050 11,940 -869
May09 081219 628.00 633.00 625.00 626.00 -7.00 311 8,192 -109
Jul09 081219 634.50 634.50 634.00 634.00 -4.50 85 3,122 -27
Sep09 081219 638.00 640.00 637.00 638.25 -3.00 67 3,299 -92
Total Volume and Open Interest 3,165 29,715 -463
Oats(CBOT)
Mar09 081222 224.50 225.25 216.25 219.00 unch 19 6,700 -29
May09 081222 230.00 233.50 228.00 228.00 unch 0 2,256 +5
Jul09 081222 237.50 237.50 237.50 237.50 unch 0 3,940 +0
Sep09 081222 247.00 247.00 247.00 247.00 unch 0 3 +0
Total Volume and Open Interest 241 16,770 -128
Rough Rice(CBOT)
Jan09 081222 14.68 15.19 14.58 15.12 +0.23 0 1,770 -64
Mar09 081222 14.46 14.93 14.46 14.87 +0.15 1 4,014 +45
May09 081222 14.87 15.02 14.73 15.02 +0.15 0 524 +0
Jul09 081222 15.16 15.16 15.01 15.16 +0.15 0 174 +0
Total Volume and Open Interest 319 6,907 -9
Live Cattle(CME)
Dec08 081222 85.900 86.500 85.150 85.980 -0.120 1,763 4,613 -826
Feb09 081222 86.785 87.080 85.635 86.250 -0.535 12,693 101,831 -794
Apr09 081222 89.200 89.400 88.300 88.830 -0.370 6,002 60,405 -32
Jun09 081222 85.450 85.635 84.850 85.035 -0.545 2,221 24,664 +419
Aug09 081222 85.285 85.480 84.600 85.050 -0.335 1,417 14,079 +254
Oct09 081222 88.100 88.785 87.600 88.100 -0.300 324 4,271 +56
Total Volume and Open Interest 28,740 213,639 +780
Feeder Cattle(CME)
Jan09 081222 93.830 94.100 92.950 93.385 -0.115 1,405 4,930 -812
Mar09 081222 93.230 93.800 92.300 92.930 -0.300 1,428 10,930 +157
Apr09 081222 94.050 94.500 93.430 94.080 -0.170 322 2,102 +16
May09 081222 95.100 95.400 94.200 94.800 -0.300 290 1,443 +25
Aug09 081222 96.000 96.400 95.800 96.050 -0.085 114 812 +40
Sep09 081222 95.500 96.400 95.500 96.000 -0.500 15 102 +12
Oct09 081222 95.750 96.500 95.750 96.035 -0.765 5 23 -5
Total Volume and Open Interest 3,879 20,931 +346
Lean Hogs(CME)
Feb09 081222 61.650 61.850 60.800 60.900 -0.800 9,819 71,663 -695
Apr09 081222 69.200 69.450 68.600 68.700 -0.750 5,595 41,679 +529
May09 081222 78.035 78.300 77.650 78.100 -0.375 37 1,526 -3
Jun09 081222 79.200 79.300 78.750 78.930 -0.670 1,887 28,423 -7
Jul09 081222 78.900 79.000 78.400 78.725 -0.455 118 4,826 -15
Aug09 081222 76.500 76.700 76.350 76.600 -0.285 110 3,707 -20
Oct09 081222 69.550 69.800 69.500 69.535 -0.415 70 2,741 +21
Dec09 081222 66.900 67.100 66.800 66.850 -0.300 24 817 +2
Total Volume and Open Interest 13,866 155,668 +566
Pork Bellies(CME)
Feb09 081222 89.535 92.200 89.100 91.700 +2.200 149 743 -7
Mar09 081222 89.050 90.150 89.050 89.100 +2.050 5 134 -2
May09 081222 89.100 90.600 89.100 89.100 +2.000 1 224 +1
Jul09 081222 90.100 91.000 90.100 90.100 +2.100 0 108 +0
Aug09 081222 90.000 90.000 90.000 90.000 unch 0 2 +0
Total Volume and Open Interest 236 1,219 -86
Class III Milk(CME)
Dec08 081222 15.05 15.10 14.95 15.07 +0.05 46 5,239 +2
Jan09 081222 11.90 12.05 11.78 11.90 -0.06 271 4,512 +35
Feb09 081222 12.02 12.06 11.82 11.97 -0.09 249 4,036 +6
Mar09 081222 12.20 12.34 12.10 12.27 +0.04 180 3,435 +37
Apr09 081222 12.61 12.73 12.55 12.70 +0.09 87 2,792 +28
Total Volume and Open Interest 1,701 37,549 +300
Cocoa(ICE)
Mar09 081222 2577 2606 2554 2562 -33 9,089 60,479 +356
May09 081222 2593 2593 2546 2551 -30 1,410 23,175 +40
Jul09 081222 2540 2554 2525 2528 -30 268 10,171 +360
Sep09 081222 2506 2506 2506 2506 -29 0 6,751 +23
Dec09 081222 2490 2490 2475 2480 -26 136 9,264 +14
Mar10 081222 2460 2460 2453 2453 -33 0 2,488 +67
May10 081222 2440 2440 2440 2440 -37 0 1,570 +1
Total Volume and Open Interest 11,047 113,290 +192
Coffee "C"(ICE)
Dec08 081218 111.65 111.65 110.70 110.70 +0.20 0 28 +0
Mar09 081222 111.00 111.25 107.05 108.35 -2.60 4,527 71,198 -293
May09 081222 114.00 114.00 109.40 110.70 -2.60 742 27,110 +410
Jul09 081222 115.80 115.80 111.80 113.00 -2.50 170 7,089 +113
Sep09 081222 117.20 117.50 114.00 115.05 -2.50 133 3,877 -44
Dec09 081222 119.00 119.00 117.05 117.85 -2.50 259 7,089 +2
Total Volume and Open Interest 5,891 120,303 +206
Orange Juice(ICE)
Jan09 081222 78.50 78.50 73.05 74.45 -2.95 579 2,403 -797
Mar09 081222 77.80 78.40 74.70 75.55 -1.75 1,161 22,183 +243
May09 081222 81.80 81.80 79.00 79.50 -1.70 37 2,378 +0
Jul09 081222 83.00 83.30 83.00 83.30 -1.70 9 1,118 +1
Sep09 081222 87.05 87.05 87.05 87.05 -1.55 0 264 +0
Nov09 081222 90.90 90.90 90.90 90.90 -1.70 0 166 +0
Total Volume and Open Interest 1,793 29,370 -20
Sugar #11(ICE)
Mar09 081222 11.10 11.15 10.80 10.85 -0.10 27,615 241,894 +1,351
May09 081222 12.09 12.09 11.47 11.53 -0.06 8,996 100,527 +323
Jul09 081222 12.54 12.54 11.93 12.05 +0.01 5,152 116,829 -297
Oct09 081222 13.13 13.13 12.53 12.70 +0.07 2,763 69,878 -920
Mar10 081222 13.36 13.56 13.28 13.46 +0.13 2,625 49,705 +150
Total Volume and Open Interest 48,681 637,233 -2,903
Sugar #14(ICE)
Mar09 081222 19.95 19.95 19.90 19.92 +0.02 5 2,470 +0
May09 081222 20.50 20.65 20.40 20.52 +0.06 6 2,107 +6
Jul09 081222 20.60 20.65 20.60 20.61 unch 5 1,786 +21
Sep09 081222 20.98 20.98 20.98 20.98 +0.01 11 913 +20
Total Volume and Open Interest 27 7,229 +19
London Cocoa(LCE)
Mar09 081222 1768 1784 1761 1765 -9 5,124 72,074 +187
May09 081222 1757 1773 1750 1752 -10 1,489 34,774 +109
Jul09 081222 1755 1762 1753 1755 -7 580 30,457 +46
Sep09 081222 1738 1739 1738 1739 -5 10 11,608 +10
Dec09 081222 1709 1709 1709 1709 -5 650 11,597 +452
Mar10 081222 1704 1704 1697 1697 -5 77 851 +7
May10 081222 1707 1707 1707 1707 -5 0 12 +0
Total Volume and Open Interest 9,237 160,562 +699
London Coffee(LCE)
Jan09 081222 1805.00 1805.00 1748.00 1795.00 -6.00 1,666 53,289 -288
Total Volume and Open Interest 2,085 53,577 -870
London Sugar(LCE)
Mar09 081222 307.20 313.50 304.90 308.30 +1.20 2,560 26,263 +708
May09 081222 316.60 323.50 316.40 319.30 +1.30 658 11,655 +405
Aug09 081222 324.40 331.50 324.20 327.30 +1.20 254 7,666 +147
Oct09 081222 335.10 341.90 335.10 336.50 +1.40 102 3,120 +58
Dec09 081222 345.30 345.30 345.30 345.30 +2.20 17 893 +12
Total Volume and Open Interest 1,961 48,900 +527
Cotton(ICE)
Mar09 081222 45.45 46.45 45.26 45.89 +0.66 6,869 70,093 -2,501
May09 081222 46.89 47.05 45.99 46.63 +0.75 838 19,072 -1,070
Jul09 081222 47.90 48.00 47.10 47.80 +0.78 653 17,772 -80
Oct09 081222 50.47 50.47 50.47 50.47 +0.65 0 253 +0
Dec09 081222 51.80 52.17 51.55 52.12 +0.87 502 15,316 +92
Mar10 081222 55.28 55.28 55.28 55.28 +0.88 0 168 +0
Total Volume and Open Interest 8,898 127,963 -337
Lumber(CME)
Jan09 081222 182.3 189.0 181.0 185.3 +5.1 305 2,213 -20
Mar09 081222 197.2 202.9 197.2 199.5 +2.6 784 4,373 -158
May09 081222 207.9 210.2 207.9 209.9 +4.2 262 1,135 +118
Jul09 081222 216.4 220.5 215.3 216.2 +1.1 24 357 -9
Total Volume and Open Interest 555 8,286 +61
Crude Oil(NYM)
Feb09 081222 42.79 43.44 39.50 39.91 -2.45 194,858 276,803 +5,875
Mar09 081222 45.21 46.11 42.44 42.88 -2.28 54,024 120,785 +4,757
Apr09 081222 47.41 48.00 44.65 44.76 -2.39 17,878 53,052 -968
May09 081222 49.59 49.59 46.20 46.25 -2.49 8,465 35,139 -662
Jun09 081222 50.14 50.56 47.38 47.46 -2.59 18,934 103,062 -3,829
Jul09 081222 51.15 51.56 48.28 48.48 -2.67 7,931 32,114 +950
Aug09 081222 49.34 49.34 49.34 49.34 -2.72 6,603 26,183 -1,502
Sep09 081222 51.87 51.87 50.16 50.16 -2.74 2,279 21,095 -147
Oct09 081222 53.42 53.47 50.96 50.96 -2.75 1,246 18,629 -382
Nov09 081222 51.75 51.75 51.75 51.75 -2.75 2,419 15,197 -1,022
Dec09 081222 55.36 55.55 52.39 52.52 -2.76 11,848 102,464 -576
Jan10 081222 56.04 56.04 53.21 53.21 -2.76 648 18,424 -144
Feb10 081222 56.65 56.65 53.89 53.89 -2.76 603 10,178 -5
Mar10 081222 54.55 54.55 54.55 54.55 -2.76 241 13,611 +99
Apr10 081222 55.19 55.19 55.19 55.19 -2.76 36 3,544 -27
May10 081222 55.82 55.82 55.82 55.82 -2.76 22 3,803 -20
Total Volume and Open Interest 544,004 1,141,007 -32,698
e-miNY Crude Oil(NYM)
Dec08 081119 54.500 55.325 53.300 53.625 -0.775 10,324 7,850 -701
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 081222 42.700 43.550 39.525 39.900 -2.450 8,760 5,534 +98
Mar09 081222 45.650 46.100 42.500 42.875 -2.275 398 624 +27
Apr09 081222 46.500 46.500 44.700 44.750 -2.400 33 128 -1
May09 081222 46.250 46.250 46.250 46.250 -2.500 5 29 +0
Jun09 081222 49.200 49.200 47.450 47.450 -2.600 1 18 +0
Jul09 081222 48.475 48.475 48.475 48.475 -2.675 1 1 +0
Aug09 081222 49.350 49.350 49.350 49.350 -2.700 0 1 +0
Sep09 081222 53.000 53.000 50.150 50.150 -2.750 0 1 +0
Total Volume and Open Interest 11,310 6,286 -5,422
Heating Oil(NYM)
Jan09 081222 141.00 142.00 133.80 134.15 -5.05 24,404 23,491 -2,218
Feb09 081222 142.75 144.74 135.85 136.19 -5.45 25,139 48,827 +4,058
Mar09 081222 144.27 145.64 138.09 138.44 -5.75 6,148 30,313 +637
Apr09 081222 144.77 146.36 140.00 140.24 -5.90 3,243 19,031 +813
May09 081222 146.50 148.93 142.19 142.19 -5.95 3,535 14,903 +776
Jun09 081222 152.50 152.50 144.50 144.64 -5.90 3,929 21,664 -49
Jul09 081222 153.88 153.88 147.69 147.69 -5.85 2,153 9,463 +368
Aug09 081222 156.00 156.00 151.09 151.09 -5.75 1,557 4,772 +239
Sep09 081222 159.39 160.16 154.44 154.44 -5.65 2,035 7,736 +145
Oct09 081222 162.85 162.85 157.19 157.19 -5.55 716 3,593 +16
Nov09 081222 164.70 164.70 159.89 159.89 -5.45 475 2,283 +30
Dec09 081222 168.25 168.78 162.35 162.39 -5.30 1,150 14,231 +125
Total Volume and Open Interest 102,116 224,580 -74
Gasoline(NYMEX)
Jan09 081222 97.50 98.50 87.60 88.62 -8.31 21,734 38,508 -3,304
Feb09 081222 101.01 102.50 91.91 92.82 -8.01 20,960 65,940 +2,940
Mar09 081222 106.49 106.49 96.76 97.02 -7.71 9,130 25,438 -768
Apr09 081222 119.07 119.07 111.07 111.07 -7.71 6,028 18,846 +894
May09 081222 120.62 120.62 114.02 114.02 -7.46 2,691 10,447 +202
Jun09 081222 122.00 123.50 116.87 116.87 -7.31 3,264 10,328 +651
Jul09 081222 124.75 124.75 118.52 118.52 -7.31 1,608 8,566 +387
Aug09 081222 124.00 124.00 119.55 119.87 -7.41 1,346 4,782 +257
Sep09 081222 125.63 126.64 120.67 120.67 -7.41 1,189 5,085 +341
Oct09 081222 116.10 116.10 111.77 111.77 -7.41 420 3,036 +75
Total Volume and Open Interest 68,810 206,053 +1,745
e-miNY RBOB Gasoline(NYM)
Jan09 081222 88.62 88.62 88.62 88.62 -8.31 0 3 +0
Feb09 081222 92.82 92.82 92.82 92.82 -8.01 0 1 +0
Mar09 081222 97.02 97.02 97.02 97.02 -7.71      
Apr09 081222 111.07 111.07 111.07 111.07 -7.71      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan09 081222 5.270 5.370 5.210 5.294 -0.040 47,359 40,911 -3,393
Feb09 081222 5.358 5.410 5.245 5.330 -0.054 21,489 73,374 +1,219
Mar09 081222 5.402 5.450 5.282 5.377 -0.061 13,235 103,468 -1,600
Apr09 081222 5.510 5.510 5.370 5.455 -0.068 14,746 59,997 -1,308
May09 081222 5.535 5.586 5.455 5.533 -0.077 6,790 36,448 +244
Jun09 081222 5.650 5.697 5.571 5.638 -0.079 1,481 27,314 +236
Jul09 081222 5.813 5.820 5.692 5.763 -0.079 1,889 24,038 +173
Aug09 081222 5.924 5.924 5.800 5.863 -0.077 749 22,152 +43
Sep09 081222 5.970 5.970 5.850 5.913 -0.075 679 17,632 +96
Oct09 081222 6.078 6.086 5.970 6.028 -0.075 4,691 34,284 +530
Nov09 081222 6.456 6.456 6.370 6.423 -0.055 1,324 17,073 +31
Dec09 081222 6.869 6.870 6.753 6.833 -0.040 1,392 27,341 +273
Jan10 081222 7.120 7.140 7.033 7.103 -0.040 3,441 19,891 -673
Feb10 081222 7.150 7.160 7.048 7.118 -0.040 429 8,117 -13
Mar10 081222 6.980 6.989 6.880 6.943 -0.040 845 19,200 +360
Apr10 081222 6.484 6.505 6.435 6.473 -0.040 634 16,783 -217
Total Volume and Open Interest 126,035 708,232 -5,293
Brent Crude Oil(ICE)
Feb09 081222 44.65 44.77 41.03 41.45 -2.55 85,265 127,480 -2,310
Mar09 081222 46.93 47.01 43.66 43.93 -2.35 37,628 113,722 +796
Apr09 081222 48.75 48.75 45.76 45.85 -2.23 18,545 47,271 +2,350
May09 081222 49.80 50.17 47.32 47.41 -2.17 8,009 18,460 -971
Jun09 081222 50.71 51.18 48.55 48.84 -2.08 7,549 36,610 -118
Jul09 081222 52.01 52.05 50.15 50.15 -2.00 3,048 17,404 -47
Aug09 081222 52.90 53.05 51.20 51.20 -2.00 2,555 10,201 -91
Sep09 081222 53.90 53.92 52.06 52.06 -2.04 2,115 14,133 -191
Oct09 081222 54.65 54.69 52.85 52.85 -2.04 2,584 8,923 +127
Nov09 081222 53.50 53.50 53.50 53.50 -2.07 2,284 11,322 +35
Dec09 081222 56.54 56.54 53.95 54.10 -2.11 7,264 51,543 -1,091
Jan10 081222 54.77 54.77 54.77 54.77 -2.12 0 9,377 +32
Feb10 081222 55.45 55.45 55.45 55.45 -2.12 0 6,398 -14
Mar10 081222 56.09 56.09 56.09 56.09 -2.14 0 3,282 +0
Total Volume and Open Interest 264,539 582,264 +2,907
Gas Oil(ICE)
Jan09 081222 449.75 457.25 432.50 441.00 -5.00 45,868 63,744 +726
Feb09 081222 457.50 464.25 440.00 448.75 -4.75 37,455 69,820 +3,219
Mar09 081222 467.25 472.50 451.00 457.75 -4.75 18,783 24,439 +801
Apr09 081222 474.75 480.00 465.75 467.00 -4.75 10,298 21,874 +370
May09 081222 482.75 486.00 469.00 476.00 -4.75 7,095 21,124 +956
Jun09 081222 492.00 499.00 478.50 485.50 -4.25 8,674 37,984 -312
Jul09 081222 500.00 507.25 494.50 496.75 -4.00 3,210 13,145 +646
Aug09 081222 509.75 518.25 507.50 507.75 -3.75 2,449 12,825 +70
Sep09 081222 519.75 528.25 510.50 517.50 -3.75 1,360 12,025 +935
Oct09 081222 528.25 536.75 519.50 526.00 -3.25 550 7,788 +430
Total Volume and Open Interest 143,094 391,679 +8,829
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081222 1.565 1.569 1.545 1.559 -0.011 18 219 -23
Feb09 081222 1.555 1.555 1.540 1.547 -0.029 5 266 +4
Mar09 081222 1.570 1.570 1.570 1.570 -0.010 5 341 +2
Apr09 081222 1.580 1.580 1.580 1.580 unch 14 396 +14
May09 081222 1.610 1.610 1.610 1.610 unch 5 185 -5
Jun09 081222 1.620 1.620 1.620 1.620 -0.010 1 196 +1
Jul09 081222 1.650 1.650 1.630 1.630 -0.020 1 202 +1
Total Volume and Open Interest 86 2,821 +18
US Dollar Index(ICE)
Mar09 081222 82.320 82.385 81.415 82.080 -0.355 7,939 13,818 -89
Jun09 081222 82.550 82.725 82.435 82.575 -0.370 63 2,382 +3
Sep09 081222 83.275 83.275 83.275 83.275 -0.370      
Total Volume and Open Interest 8,002 16,286 -113
Australian Dollar(CME)
Mar09 081222 67.70 68.41 67.50 67.91 +0.20 3 30,378 +955
Jun09 081222 67.67 68.12 67.17 67.66 +0.20 0 78 +0
Sep09 081222 67.39 67.40 67.19 67.39 +0.20 0 151 +0
Total Volume and Open Interest 28,828 29,677 -464
British Pound(CME)
Mar09 081222 149.33 149.68 146.60 148.39 -0.02 0 68,655 +630
Jun09 081222 148.40 149.39 146.97 148.40 -0.02 0 1,191 +8
Sep09 081222 148.40 149.38 147.08 148.44 -0.02 0 4 +0
Total Volume and Open Interest 79,691 69,232 +2,300
Canadian Dollar(CME)
Mar09 081222 82.03 83.42 81.79 82.02 +0.27 17 40,103 -405
Jun09 081222 82.67 83.44 81.85 82.12 +0.27 0 1,814 +7
Sep09 081222 82.31 83.53 81.99 82.28 +0.29 0 1,118 +1
Dec09 081222 82.54 82.57 82.01 82.37 +0.36 1 476 +5
Total Volume and Open Interest 26,887 44,009 +760
Japanese Yen(CME)
Mar09 081222 112.39 112.40 110.71 111.25 -0.73 0 103,385 -1,829
Jun09 081222 111.36 112.33 111.19 111.50 -0.73 0 3,665 +0
Sep09 081222 111.80 112.65 111.59 111.80 -0.73 0 11 +1
Total Volume and Open Interest 83,157 108,904 -3,647
Swiss Franc(CME)
Mar09 081222 90.86 92.12 90.51 91.83 +1.32 7 23,766 +32
Jun09 081222 92.03 92.18 90.84 92.14 +1.30 0 313 +0
Sep09 081222 92.42 92.42 91.11 92.42 +1.31 0 5 +0
Total Volume and Open Interest 48,797 24,056 +1,865
EuroFX(CME)
Mar09 081222 138.76 140.93 138.71 139.26 +0.73 34 115,648 -326
Jun09 081222 140.27 140.54 138.65 139.02 +0.73 70 778 +7
Sep09 081222 138.90 140.24 138.17 138.90 +0.73 0 1,037 +0
Total Volume and Open Interest 272,349 117,823 +1,503
Mexican Peso(CME)
Jan09 081222 751.8 758.0 751.8 751.8 -6.2 0 1 +0
Feb09 081222 746.8 753.0 746.8 746.8 -6.2      
Total Volume and Open Interest 4,871 11,526 +437
30-Year T-Bonds(CBOT)
Dec08 081219 142~060 142~210 141~180 142~200 +0~025 2,287 6,033 -1,102
Mar09 081222 140~205 141~175 140~030 140~220 -0~035 128,236 757,188 -3,175
Jun09 081222 140~040 140~040 139~095 139~130 -0~040 878 1,343 +845
Total Volume and Open Interest 165,230 766,953 +5,648
10-Year T-Notes(CBOT)
Dec08 081219 129~270 130~150 129~125 129~275 -0~075 28,354 40,794 -11,961
Mar09 081222 126~275 127~145 126~205 126~295 -0~020 253,925 1,036,295 -35,518
Jun09 081222 125~215 125~235 125~215 125~215 -0~020      
Total Volume and Open Interest 349,661 1,112,607 -3,482
5-Year T-Notes(CBOT)
Dec08 081222 121~088 121~109 121~058 121~063 -0~045 1,344 0 +0
Mar09 081222 119~071 119~103 119~013 119~039 -0~045 126,844 0 +0
Jun09 081222 118~126 119~046 118~126 118~126 -0~047      
Total Volume and Open Interest 168,164 1,064,789 +9,880
2 Year T-Notes(CBOT)
Dec08 081222 109~094 109~095 109~053 109~070 -0~024 27 5,592 -770
Mar09 081222 108~080 108~092 108~069 108~086 -0~002 107 520,292 +3,757
Jun09 081222 108~086 108~088 108~086 108~086 -0~002      
Total Volume and Open Interest 81,025 522,897 +17,935
Eurodollars(CME)
Mar09 081222 98.810 98.815 98.755 98.785 -0.025 8,688 1,304,376 -12,049
Jun09 081222 98.740 98.770 98.675 98.715 -0.040 5,907 1,041,012 +5,146
Sep09 081222 98.640 98.680 98.550 98.595 -0.065 4,671 844,629 -11,633
Dec09 081222 98.505 98.535 98.385 98.440 -0.085 5,422 740,452 +4
Mar10 081222 98.420 98.450 98.275 98.335 -0.100 6,887 596,457 -4,101
Jun10 081222 98.235 98.270 98.080 98.150 -0.105 3,605 360,113 -1,051
Sep10 081222 98.085 98.120 97.935 98.000 -0.115 5,026 336,588 -11,127
Dec10 081222 97.925 97.945 97.765 97.830 -0.115 2,759 291,823 -2,753
Mar11 081222 97.770 97.845 97.665 97.730 -0.110 4,600 185,633 -1,377
Jun11 081222 97.660 97.700 97.525 97.600 -0.105 2,188 185,199 +2,111
Sep11 081222 97.570 97.600 97.440 97.515 -0.105 4,462 122,085 +1,720
Dec11 081222 97.515 97.525 97.365 97.435 -0.095 4,151 103,317 +4,751
Mar12 081222 97.490 97.520 97.365 97.430 -0.090 3,539 93,464 -1,858
Jun12 081222 97.455 97.465 97.335 97.400 -0.085 2,676 66,758 +113
Sep12 081222 97.410 97.435 97.320 97.375 -0.080 2,151 64,521 -1,266
Dec12 081222 97.350 97.380 97.260 97.315 -0.080 5,809 53,047 -1,793
Mar13 081222 97.290 97.365 97.245 97.305 -0.075 5,321 46,881 -1,480
Jun13 081222 97.315 97.315 97.215 97.260 -0.070 662 28,350 -290
Total Volume and Open Interest 1,392,061 6,780,812 +12,687
30 Day Federal Funds(CBOT)
Dec08 081222 99.825 99.832 99.820 99.827 +1.000 50 67,799 -2,050
Jan09 081222 99.800 99.815 99.785 99.805 -0.010 120 65,882 +1,570
Feb09 081222 99.790 99.795 99.775 99.790 -0.005 120 64,751 +449
Mar09 081222 99.755 99.770 99.745 99.760 -0.005 50 41,254 -422
Apr09 081222 99.735 99.745 99.725 99.735 -0.005 1,120 40,237 +465
May09 081222 99.695 99.705 99.690 99.700 unch 0 42,571 +3,099
Total Volume and Open Interest 48,902 411,884 -4,017
30 Day Fed Funds(e-CBOT)
Dec08 081222 99.825 99.832 99.820 99.825 -0.003 552 67,799 -2,050
Jan09 081222 99.800 99.810 99.785 99.800 -0.015 3,483 65,882 +1,570
Feb09 081222 99.790 99.795 99.775 99.775 -0.020 5,308 64,751 +449
Mar09 081222 99.755 99.770 99.745 99.745 -0.020 5,452 41,254 -422
Apr09 081222 99.735 99.745 99.725 99.725 -0.015 4,977 40,237 +465
May09 081222 99.695 99.705 99.690 99.695 -0.005 5,115 42,571 +3,099
Total Volume and Open Interest 31,507 417,254 +4,148
3-Mth Euro-Yen(CME)
Mar09 081222 99.44 99.44 99.44 99.44 unch 0 5,089 +0
Jun09 081222 99.49 99.49 99.49 99.49 unch 0 1,278 +0
Sep09 081222 99.53 99.53 99.53 99.53 unch 0 480 +0
Dec09 081222 99.53 99.53 99.53 99.53 unch 0 175 +0
Mar10 081222 99.44 99.44 99.44 99.44 unch      
Jun10 081222 99.38 99.38 99.38 99.38 unch      
Sep10 081222 99.35 99.35 99.35 99.35 unch      
Dec10 081222 99.37 99.37 99.37 99.37 unch      
Mar11 081222 99.27 99.27 99.27 99.27 -0.02      
Jun11 081222 99.27 99.27 99.27 99.27 -0.02      
Total Volume and Open Interest 0 7,022 +7,022
3-Mth Euro-Yen(SGX)
Mar09 081222 99.44 99.44 99.43 99.43 -0.01 693 19,794 +467
Jun09 081222 99.50 99.51 99.47 99.47 -0.01 0 7,228 -8
Sep09 081222 99.52 99.52 99.51 99.51 -0.01 0 3,025 +0
Dec09 081222 99.51 99.51 99.51 99.51 -0.01 0 1,203 +0
Mar10 081222 99.42 99.42 99.42 99.42 -0.01 0 880 +0
Jun10 081222 99.36 99.36 99.36 99.36 -0.01 0 513 +0
Sep10 081222 99.33 99.33 99.33 99.33 -0.01 0 252 +0
Dec10 081222 99.36 99.36 99.36 99.36 -0.01 0 152 +0
Total Volume and Open Interest 1,547 34,558 +1,052
Japanese Gov't Bonds(SGX)
Mar09 081219 139.60 139.96 138.61 139.65 +0.13 866 11,012 +765
Jun09 081222 139.71 139.71 139.71 139.71 +0.06      
Sep09 081222 139.71 139.71 139.71 139.71 +0.06      
Total Volume and Open Interest 866 10,900 -112
Euro-Bund(EUREX)
Mar09 081222 123.89 125.20 123.75 125.02 +0.67 493,527 876,956 +15,674
Jun09 081222 123.37 124.00 123.37 123.99 +0.64 19 48 +7
Sep09 081222 123.99 123.99 123.99 123.99 +0.64      
Total Volume and Open Interest 493,546 877,004 +15,681
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 081222 116.28 116.28 116.28 116.28 +0.31      
Sep09 081222 116.28 116.28 116.28 116.28 +0.31      
Total Volume and Open Interest 266,806 775,254 +1,990
3-Mth Euribor(EUREX)
Dec08 081127 96.480 96.510 96.480 96.495 +0.230 463 20,241 +2,157
Mar09 081209 97.260 97.280 97.170 97.215 -0.235 1,071 5,221 -630
Jun09 081222 97.815 97.885 97.815 97.885 +0.070 11 5,433 -10
Total Volume and Open Interest 270 26,884 +28
Long Gilt(LIFFE)
Dec08 081222 122~18 123~13 122~18 123~13 +0~14 32,370 27,687 -12,693
Mar09 081222 121~26 122~19 121~18 122~14 +0~12 37,848 305,903 -8,798
Total Volume and Open Interest 44,880 355,081 -3,237
3-Mth Short Sterling(LIFFE)
Mar09 081222 98.13 98.21 98.12 98.14 +0.07 31,377 432,342 -1,693
Jun09 081222 98.14 98.19 98.10 98.12 +0.06 39,625 296,538 -2,381
Sep09 081222 97.96 98.04 97.92 97.94 +0.06 50,391 236,442 +1,585
Dec09 081222 97.56 97.69 97.56 97.64 +0.10 46,761 216,002 -1,763
Mar10 081222 97.38 97.44 97.36 97.36 +0.04 38,838 173,380 +3,028
Jun10 081222 97.03 97.15 97.03 97.08 +0.02 22,483 120,435 +3,607
Total Volume and Open Interest 240,369 1,648,855 -119,658
3-Mth Euribor(LIFFE)
Mar09 081222 97.605 97.695 97.600 97.680 +0.060 99,466 706,115 +5,313
Jun09 081222 97.760 97.905 97.760 97.885 +0.065 65,270 535,222 -5,867
Sep09 081222 97.710 97.850 97.700 97.815 +0.060 67,837 434,553 -1,919
Total Volume and Open Interest 484,880 2,985,555 -1,911
3-Mth Aus T-Bills(SFE)
Mar09 081222 96.89 96.95 96.88 96.90 unch 6,267 244,251 -13,521
Jun09 081222 97.06 97.11 97.03 97.06 -0.02 3,406 147,521 -2,658
Sep09 081222 96.92 96.98 96.89 96.90 -0.04 1,945 105,007 -1,196
Dec09 081222 96.65 96.66 96.56 96.59 -0.02 1,178 59,887 -529
Mar10 081222 96.25 96.25 96.18 96.21 -0.03 822 41,165 +366
Jun10 081222 95.84 95.88 95.82 95.85 -0.02 1,056 33,733 +703
Sep10 081222 95.56 95.61 95.55 95.58 -0.03 1,039 21,635 +208
Dec10 081222 95.38 95.40 95.38 95.40 -0.04 1,002 10,041 +710
Mar11 081222 95.30 95.30 95.30 95.30 -0.03 0 756 +0
Jun11 081222 95.25 95.25 95.25 95.25 -0.03 0 831 +0
Total Volume and Open Interest 18,313 664,987 -15,917
10-Year Aus T-Bonds(SFE)
Mar09 081222 95.96 95.97 95.84 95.86 -0.11 12,861 257,748 -5,723
Jun09 081222 95.86 95.86 95.86 95.86 -0.11      
Total Volume and Open Interest 22,615 257,748 -5,723
3-Year Aus T-Bonds(SFE)
Mar09 081222 96.69 96.69 96.57 96.58 -0.09 15,293 272,213 +388
Jun09 081222 96.58 96.58 96.58 96.58 -0.09      
Total Volume and Open Interest 30,064 272,213 +388
Gold(CMX)
Dec08 081222 848.5 851.0 844.0 846.2 +9.8 106 326 -44
Feb09 081222 839.4 853.0 836.7 847.2 +9.8 73,520 182,767 -523
Apr09 081222 841.3 853.2 839.4 848.2 +10.0 1,361 26,585 +92
Jun09 081222 849.0 854.2 845.1 849.2 +10.0 1,879 29,369 +310
Aug09 081222 847.1 851.2 846.8 850.6 +10.1 5 10,960 -5
Oct09 081222 852.0 852.0 852.0 852.0 +10.2 29 3,373 +0
Dec09 081222 852.0 856.3 852.0 853.6 +10.2 1,493 14,099 -1,124
Feb10 081222 855.4 855.4 855.4 855.4 +10.3 2 2,139 +0
Apr10 081222 857.2 857.2 857.2 857.2 +10.4 1 36 +0
Jun10 081222 859.1 859.1 859.1 859.1 +10.6 20 2,380 -15
Aug10 081222 861.1 861.1 861.1 861.1 +10.7 1 100 +0
Oct10 081222 863.3 863.3 863.3 863.3 +10.9      
Total Volume and Open Interest 123,026 294,834 +1,122
Silver(CMX)
Dec08 081222 1082.9 1082.9 1082.9 1082.9 +1.0 31 126 +2
Mar09 081222 1088.5 1109.0 1075.0 1086.0 +1.0 11,106 51,886 -2
May09 081222 1099.5 1099.5 1085.0 1087.3 +1.3 384 6,400 -110
Jul09 081222 1094.0 1102.5 1087.5 1088.1 +1.3 47 9,204 -7
Sep09 081222 1088.9 1088.9 1088.9 1088.9 +1.3 135 3,773 -25
Dec09 081222 1109.0 1109.0 1084.5 1090.2 +1.3 137 6,716 -30
Mar10 081222 1091.6 1091.6 1091.6 1091.6 +1.5 197 598 +0
Total Volume and Open Interest 16,549 86,084 -266
Platinum(NYMEX)
Jan09 081222 850.3 868.5 850.2 857.2 +5.9 3,354 6,778 -2,315
Apr09 081222 858.0 872.0 854.9 861.2 +5.1 2,658 11,142 +2,579
Jul09 081222 866.1 866.1 866.1 866.1 +5.1 5 74 +3
Total Volume and Open Interest 2,875 17,662 -65
Palladium(NYMEX)
Dec08 081222 174.30 174.30 174.30 174.30 -3.30      
Mar09 081222 178.00 179.90 173.00 174.65 -3.30 296 12,106 +36
Jun09 081222 175.65 175.70 175.65 175.65 -3.30      
Total Volume and Open Interest 292 12,527 -13
Copper(CMX)
Dec08 081222 133.45 133.50 131.70 131.70 +1.20 298 868 -103
Mar09 081222 131.95 145.95 131.95 134.55 +1.90 6,491 49,421 +8
May09 081222 141.50 141.50 134.55 135.95 +1.90 709 7,653 +213
Jul09 081222 136.25 136.90 136.00 136.85 +2.00 146 1,805 +44
Sep09 081222 136.75 137.85 136.75 137.60 +2.05 57 1,655 +9
Total Volume and Open Interest 12,771 73,332 +234
Aluminum(CMX)
Dec08 081222 0.72 0.72 0.72 0.72 -69.13      
Jan09 081222 0.72 0.72 0.72 0.72 -69.88      
Feb09 081222 0.73 0.73 0.73 0.73 -70.62      
Mar09 081222 0.74 0.74 0.74 0.74 -71.36      
Apr09 080724 141.35 141.35 141.35 141.35 unch      
May09 080724 141.85 141.85 141.85 141.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 081222 8560 8615 8340 8539 +6 1,377 8,631 +77
Jun09 081222 8529 8529 8523 8529 +6 0 3 +0
Sep09 081222 8449 8449 8443 8449 +6      
Dec09 081222 8419 8419 8413 8419 +6      
Total Volume and Open Interest 3,146 8,557  
S & P 500(CME)
Mar09 081222 884.10 891.20 853.00 871.30 -10.00 27,498 468,296 +9,423
Jun09 081222 869.00 882.00 850.00 869.00 -10.00 50 8,930 +50
Sep09 081222 866.80 879.80 847.80 866.80 -10.00 0 787 +0
Dec09 081222 864.80 877.80 845.80 864.80 -10.00 0 4 +0
Total Volume and Open Interest 57,377 468,544 -288,790
S & P 500 E-Mini(Globex)
Mar09 081222 884.25 891.50 852.75 871.25 -15.75 1,844,441 2,299,861 +7,551
Jun09 081222 881.00 887.75 850.75 869.00 -20.00 1,009 7,140 +854
Total Volume and Open Interest 2,088,126 2,298,677 -1,623,908
NASDAQ 100(CME)
Mar09 081222 1214.00 1222.80 1169.00 1197.00 -14.00 1,525 16,671 +485
Jun09 081222 1192.00 1199.00 1190.00 1199.00 -14.30 0 5 +0
Sep09 081222 1201.50 1201.80 1201.50 1201.50 -14.30      
Total Volume and Open Interest 2,212 16,191 -29,286
NASDAQ 100 E-Mini(Globex)
Mar09 081222 1211.50 1223.50 1169.50 1197.00 -14.00 231,281 207,821 -1,407
Jun09 081222 1210.00 1215.30 1173.30 1199.00 -14.30 0 1,626 +0
Total Volume and Open Interest 285,615 210,873 -183,294
S & P Midcap 400(CME)
Mar09 081222 520.00 523.90 497.00 513.90 -4.40 108 3,673 -2
Jun09 081222 513.90 513.90 513.30 513.90 -4.40      
Sep09 081222 518.90 518.90 518.30 518.90 -4.40      
Total Volume and Open Interest 275 3,675 -4,072
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Dec08 080724 816.80 816.80 792.60 796.30 unch      
Total Volume and Open Interest 222,914 592,179  
Nikkei 225(CME)
Mar09 081222 8540 8780 8515 8705 +125 63,895 135,128 -234
Jun09 081222 8620 8620 8620 8620 +120 0 160 +0
Total Volume and Open Interest 49,419 135,807 -233
Nikkei 225(SGX)
Mar09 081222 8540 8780 8515 8705 +125 63,895 135,128 -234
Jun09 081222 8620 8620 8620 8620 +120 0 160 +0
Sep09 081222 8625 8625 8625 8625 +120 0 69 +0
Total Volume and Open Interest 49,419 135,807 -233
CAC 40(EURONEXT)
Jan09 081222 3210.5 3223.5 3134.0 3152.0 -78.0 114,390 337,001 +34,778
Feb09 081222 3178.0 3184.0 3153.0 3159.0 -77.0 3 62 +0
Mar09 081222 3215.5 3215.5 3159.0 3162.0 -78.0 1,801 27,030 +1,269
Total Volume and Open Interest 182,940 577,800 -48,311
Hang Seng Index(HKFE)
Dec08 081222 15101 15257 14511 14689 -306 5,948 8,770 +3,986
Jan09 081222 15094 15239 14517 14680 -317 202 769 -172
Total Volume and Open Interest 6,164 10,223 +4,036
DAX(EUREX)
Mar09 081222 4710.0 4723.5 4584.0 4674.5 -68.5 152,651 121,250 +12,386
Jun09 081222 4737.5 4739.5 4618.0 4700.0 -70.5 3,769 10,498 +20
Sep09 081222 4722.0 4722.0 4722.0 4722.0        
FT-SE 100(EURONEXT)
Mar09 081222 4230.00 4287.50 4160.50 4235.00 -19.50 123,951 656,850 +7,131
Jun09 081222 4197.00 4197.00 4197.00 4197.00 -19.50 0 87 +0
Sep09 081222 4178.00 4178.00 4178.00 4178.00 -17.50      
Total Volume and Open Interest 273,331 822,913 +4,945
SPI 200(SFE)
Dec08 081218 3533.0 3567.0 3495.0 3504.0 -74.0 128,040 368,551 -9,653
Mar09 081222 3600.0 3648.0 3531.0 3553.0 -46.0 21,115 300,252 +8,316
Jun09 081222 3549.0 3549.0 3549.0 3549.0 -46.0 3 2,613 -2
Total Volume and Open Interest 23,175 304,132 -225,817
GSCI(CME)
Jan09 081222 334.50 335.60 321.00 322.50 -13.00 142 13,818 +30
Feb09 081222 345.00 345.10 334.00 334.00 -11.00      
Mar09 081222 346.00 354.10 346.00 346.00 -8.00 1 1 +1
Total Volume and Open Interest 1,679 13,788 +557
RJ/CRB Index(ICE)
Jan09 081222 349.40 349.40 347.50 347.50 -2.50      
Feb09 081222 350.50 350.50 350.50 350.50 -2.50      
Apr09 081222 358.40 358.40 357.00 357.00 -2.00      
Total Volume and Open Interest 0 4 +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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