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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 29, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081229 954.00 976.25 930.25 938.50 -13.25 2,584 29,547 -5,595
Mar09 081229 960.50 981.00 936.00 945.50 -11.00 4,075 143,986 +5,137
May09 081229 967.50 992.00 948.00 957.25 -10.25 274 29,242 -74
Jul09 081229 983.00 1003.00 960.00 968.50 -10.25 527 34,377 -106
Aug09 081229 992.25 992.25 970.75 970.75 -10.50 7 1,400 -18
Sep09 081229 998.00 998.00 971.00 972.50 -8.00 0 921 +0
Nov09 081229 980.00 1001.75 965.00 974.00 -5.50 351 39,467 -104
Total Volume and Open Interest 49,273 285,299 -3,042
Soybean Meal(CBOT)
Jan09 081229 298.90 304.50 291.00 292.10 -5.60 2,428 12,804 -1,845
Mar09 081229 299.00 304.10 290.40 291.50 -5.50 3,775 51,338 +1,777
May09 081229 304.70 304.90 292.70 293.50 -5.80 618 17,330 +618
Jul09 081229 308.10 308.90 295.70 296.70 -5.70 430 16,664 -217
Aug09 081229 308.40 308.40 297.90 297.90 -5.70 9 4,823 -39
Sep09 081229 303.00 303.90 298.10 298.10 -5.80 3 3,662 +11
Oct09 081229 296.80 302.20 296.80 296.80 -5.40 1 2,180 +3
Dec09 081229 307.00 307.00 298.00 298.00 -5.40 1 10,408 -10
Total Volume and Open Interest 21,963 119,512 -164
Soybean Oil(CBOT)
Jan09 081229 32.82 33.65 32.06 32.21 -0.61 2,631 24,907 -2,960
Mar09 081229 33.08 34.00 32.35 32.53 -0.59 4,409 98,322 +2,929
May09 081229 33.90 34.26 32.66 32.85 -0.58 264 22,704 -7
Jul09 081229 33.82 34.51 33.01 33.13 -0.59 375 24,606 +19
Aug09 081229 34.10 34.10 33.28 33.31 -0.59 0 5,245 -1
Sep09 081229 34.18 34.18 33.48 33.48 -0.59 52 4,529 -25
Oct09 081229 34.07 34.23 33.64 33.64 -0.59 0 3,859 -1
Dec09 081229 34.85 34.87 33.86 33.86 -0.59 211 20,325 -51
Total Volume and Open Interest 37,753 210,343 -2,651
Canola(WCE)
Jan09 081229 401.9 411.2 399.0 399.6 +0.4 2,106 6,861 +0
Mar09 081229 409.6 417.0 403.3 405.1 -0.6 3,877 66,786 +0
May09 081229 418.9 425.5 413.5 413.6 -0.8 21 4,499 +0
Jul09 081229 428.3 434.0 420.9 422.0 -1.1 53 5,219 +0
Nov09 081229 437.1 444.5 432.7 434.2 -1.5 76 6,649 +0
Total Volume and Open Interest 9,163 90,073 +427
Corn(CBOT)
Mar09 081229 413.75 423.75 390.00 393.50 -18.75 4,223 355,586 -887
May09 081229 422.75 433.50 400.50 404.00 -18.50 835 105,696 -1,037
Jul09 081229 432.50 443.50 411.50 414.25 -18.25 397 120,779 -757
Sep09 081229 450.00 451.50 423.00 424.25 -18.25 15 30,060 -268
Dec09 081229 458.25 467.50 435.00 438.25 -18.25 350 144,043 +850
Mar10 081229 466.75 477.75 450.25 450.25 -17.75 42 10,802 -70
Total Volume and Open Interest 47,085 804,742 -421
Wheat(CBOT)
Mar09 081229 599.25 616.00 588.25 592.00 -7.25 449 125,576 -447
May09 081229 618.50 627.50 602.00 604.50 -7.25 162 25,357 +94
Jul09 081229 626.00 638.75 612.50 615.75 -7.25 9 48,952 -22
Sep09 081229 655.75 659.00 635.00 636.00 -7.25 0 16,450 -72
Dec09 081229 675.00 679.25 654.25 655.50 -8.00 41 22,278 +82
Total Volume and Open Interest 12,063 245,753 +744
Wheat(KCBT)
Mar09 081229 615.00 636.00 608.00 611.00 -5.25 2,295 41,117 +284
May09 081229 638.50 646.75 617.00 622.50 -4.75 510 9,828 +203
Jul09 081229 650.00 657.25 631.50 633.00 -5.25 427 18,378 +68
Sep09 081229 660.00 665.00 634.00 643.50 -5.25 67 3,469 +26
Dec09 081229 672.00 685.50 660.50 662.00 -5.25 167 7,997 -20
Total Volume and Open Interest 3,446 81,781 -516
Wheat(MGE)
Mar09 081229 653.00 671.50 643.00 644.75 -8.25      
May09 081229 667.25 670.00 645.00 646.50 -5.75      
Jul09 081229 673.50 677.00 651.00 651.50 -8.00      
Sep09 081229 675.00 683.75 659.25 660.00 -6.25      
Dec09 081229 690.00 701.50 674.25 676.00 -8.50      
Total Volume and Open Interest 801 27,956 -227
Oats(CBOT)
Mar09 081229 232.00 237.00 213.25 217.00 -14.00 10 6,737 -8
May09 081229 241.50 245.50 226.00 226.00 -14.00 0 2,968 +6
Jul09 081229 253.50 254.00 235.50 235.50 -14.00 0 2,730 +1
Sep09 081229 242.00 259.00 242.00 245.00 -14.00 0 5 +0
Total Volume and Open Interest 147 16,302 -1,194
Rough Rice(CBOT)
Jan09 081229 15.30 15.60 15.30 15.43 +0.34 8 1,252 -40
Mar09 081229 15.30 15.64 15.30 15.39 +0.24 11 4,328 +29
May09 081229 15.60 15.69 15.50 15.55 +0.26 2 518 -6
Jul09 081229 15.75 15.75 15.70 15.70 +0.28 0 174 +0
Total Volume and Open Interest 205 6,695 +0
Live Cattle(CME)
Dec08 081229 86.350 86.400 85.850 85.980 +0.080 996 1,358 -598
Feb09 081229 86.450 87.000 86.150 86.200 +0.100 7,033 101,024 +499
Apr09 081229 89.050 89.800 89.050 89.350 +0.500 3,862 61,167 +82
Jun09 081229 85.550 86.250 85.330 85.900 +0.970 1,699 24,823 -12
Aug09 081229 85.600 86.400 85.350 86.050 +0.915 966 14,501 +80
Oct09 081229 87.750 89.150 87.750 89.035 +1.035 164 4,474 +47
Total Volume and Open Interest 11,506 210,307 -774
Feeder Cattle(CME)
Jan09 081229 92.550 94.200 92.550 93.450 +0.620 640 4,095 -171
Mar09 081229 91.930 93.500 91.900 92.850 +1.100 1,027 11,391 +151
Apr09 081229 92.500 94.135 92.500 93.885 +1.185 139 2,246 +39
May09 081229 95.480 95.480 94.300 95.300 +1.200 128 1,549 +27
Aug09 081229 96.450 97.000 95.950 97.000 +1.050 71 851 -25
Sep09 081229 96.450 97.200 96.450 97.200 +0.750 0 105 +0
Oct09 081229 97.150 97.150 96.700 97.150 +0.700 0 27 +0
Total Volume and Open Interest 1,198 20,265 +191
Lean Hogs(CME)
Feb09 081229 59.000 59.750 58.950 59.150 +0.200 10,146 71,560 +46
Apr09 081229 66.930 67.725 66.830 67.535 +0.810 5,086 41,394 -555
May09 081229 77.330 77.800 77.300 77.800 +0.300 63 1,525 +0
Jun09 081229 77.800 78.725 77.800 78.300 +0.300 2,402 26,919 -829
Jul09 081229 78.450 78.900 78.100 78.285 -0.165 137 4,858 +1
Aug09 081229 77.000 77.000 76.350 76.700 +0.250 212 3,710 -14
Oct09 081229 70.050 70.050 69.650 70.050 +0.400 86 2,723 -16
Dec09 081229 66.900 67.550 66.900 67.400 +0.615 8 836 -1
Total Volume and Open Interest 10,963 154,993 +450
Pork Bellies(CME)
Feb09 081229 88.400 88.400 86.800 87.450 -1.000 38 631 -9
Mar09 081229 85.250 87.000 85.250 85.250 -1.150 1 134 +0
May09 081229 85.000 87.000 85.000 85.000 -1.050 0 224 +0
Jul09 081229 86.000 87.035 86.000 86.000 -1.000 0 108 +0
Aug09 081229 85.750 85.750 85.750 85.750 -2.250 0 2 +0
Total Volume and Open Interest 77 1,108 -21
Class III Milk(CME)
Dec08 081229 15.00 15.14 14.97 15.14 +0.17 0 5,143 +0
Jan09 081229 11.57 11.58 11.50 11.55 -0.01 0 4,374 +1
Feb09 081229 11.56 11.59 11.46 11.55 -0.01 0 4,004 +0
Mar09 081229 11.93 12.01 11.86 11.99 +0.06 0 3,498 +0
Apr09 081229 12.49 12.57 12.46 12.52 +0.03 0 2,873 +0
Total Volume and Open Interest 410 37,870 +14
Cocoa(ICE)
Mar09 081229 2626 2692 2460 2551 -75 5,100 60,113 -128
May09 081229 2609 2675 2472 2540 -79 1,262 23,174 +78
Jul09 081229 2565 2622 2504 2524 -84 0 11,591 +4
Sep09 081229 2555 2599 2491 2499 -90 0 6,851 +12
Dec09 081229 2530 2561 2455 2465 -97 0 9,314 +3
Mar10 081229 2435 2498 2426 2440 -100 0 2,672 +0
May10 081229 2486 2494 2422 2432 -93 0 1,570 +0
Total Volume and Open Interest 1,852 115,570 +185
Coffee "C"(ICE)
Mar09 081229 108.25 109.35 106.25 106.65 -1.75 2,843 71,257 +105
May09 081229 110.80 111.65 108.60 108.95 -1.70 457 27,889 +116
Jul09 081229 113.50 113.60 111.00 111.20 -1.65 38 7,564 +4
Sep09 081229 115.55 115.70 113.25 113.25 -1.65 68 3,911 +19
Dec09 081229 118.75 118.75 116.00 116.25 -1.60 0 7,129 -6
Mar10 081229 118.95 119.20 118.95 119.20 -1.60 0 3,364 +40
Total Volume and Open Interest 1,641 121,789 +450
Orange Juice(ICE)
Jan09 081229 72.05 73.00 67.10 68.75 -2.40 568 1,254 -98
Mar09 081229 72.55 74.30 68.20 69.25 -3.35 1,130 22,678 +57
May09 081229 77.00 77.70 72.65 73.05 -3.50 0 2,349 +5
Jul09 081229 80.50 80.50 76.20 77.15 -3.40 0 1,317 +1
Sep09 081229 83.75 83.75 80.20 81.15 -3.20 0 274 +0
Nov09 081229 85.00 88.20 85.00 85.00 -3.20 0 121 +0
Total Volume and Open Interest 533 28,334 -183
Sugar #11(ICE)
Mar09 081229 11.00 11.29 10.99 11.12 +0.14 13,551 243,282 +17
May09 081229 11.73 11.86 11.64 11.71 +0.10 2,395 101,176 +156
Jul09 081229 12.11 12.34 12.11 12.18 +0.07 2,779 115,898 -134
Oct09 081229 12.90 13.03 12.83 12.89 +0.09 929 69,452 -64
Mar10 081229 13.65 13.84 13.64 13.70 +0.08 777 50,301 -248
Total Volume and Open Interest 13,016 641,590 +1,906
Sugar #14(ICE)
Mar09 081229 20.04 20.04 20.04 20.04 -0.04 0 2,475 +0
May09 081229 20.59 20.59 20.59 20.59 unch 35 2,172 +1
Jul09 081229 20.63 20.63 20.63 20.63 unch 0 1,813 +0
Sep09 081229 21.00 21.00 20.99 21.00 +0.01 0 923 +5
Total Volume and Open Interest 15 7,377 -4
London Cocoa(LCE)
Mar09 081229 1792 1830 1760 1770 -13 1,730 0 -72,827
May09 081229 1775 1810 1742 1755 -16 687 0 -34,521
Jul09 081229 1781 1805 1755 1760 -14 290 0 -30,753
Sep09 081229 1775 1775 1730 1730 -28      
Dec09 081229 1731 1737 1685 1688 -21 595 0 -11,597
Mar10 081229 1731 1731 1682 1682 +1      
May10 081229 1692 1692 1692 1692 +2      
Total Volume and Open Interest 7,794 162,258 +2,009
London Coffee(LCE)
Jan09 081229 1831.00 1831.00 1717.00 1717.00 -83.00 215 0 -48,162
Total Volume and Open Interest 10,958 48,162 -4,003
London Sugar(LCE)
Mar09 081229 312.50 322.00 311.00 312.50 +4.00 60 0 -25,527
May09 081229 325.10 331.70 322.00 323.50 +4.50 6 0 -11,790
Aug09 081229 333.30 333.30 330.40 332.30 +4.80 4 0 -7,733
Oct09 081229 341.30 343.20 340.80 343.20 +6.20 1 0 -3,199
Dec09 081229 351.90 351.90 351.90 351.90 +6.20      
Total Volume and Open Interest 1,905 49,766 +199
Cotton(ICE)
Mar09 081229 46.30 47.04 46.04 46.25 +0.07 2,681 69,467 -246
May09 081229 46.80 47.55 46.50 46.60 -0.21 463 19,325 +66
Jul09 081229 48.70 48.70 47.70 47.77 -0.29 186 17,683 -111
Oct09 081229 50.44 50.72 50.44 50.44 -0.28 0 253 +0
Dec09 081229 52.97 52.97 52.15 52.26 -0.20 57 15,297 +46
Mar10 081229 56.00 56.00 55.44 55.44 -0.19 0 168 +0
Total Volume and Open Interest 1,360 124,179 +167
Lumber(CME)
Jan09 081229 173.5 175.0 172.8 174.2 -1.3 105 1,891 -154
Mar09 081229 189.0 189.5 186.4 186.4 -5.1 89 4,376 +5
May09 081229 199.9 204.5 199.9 204.0 -0.5 66 1,125 -10
Jul09 081229 211.0 212.5 211.0 212.5 unch 11 350 +8
Total Volume and Open Interest 317 8,023 -87
Crude Oil(NYM)
Feb09 081229 38.40 42.20 37.53 40.02 +2.31 64,554 279,313 +448
Mar09 081229 42.00 45.04 40.57 43.03 +2.50 12,904 125,794 +0
Apr09 081229 43.40 46.50 42.45 44.81 +2.53 4,045 57,722 -438
May09 081229 44.58 46.89 44.12 46.19 +2.44 1,913 34,293 +168
Jun09 081229 46.70 48.33 45.42 47.46 +2.38 4,283 103,518 +266
Jul09 081229 49.32 49.45 46.55 48.66 +2.33 5,054 41,081 +3,056
Aug09 081229 49.06 49.68 48.00 49.68 +2.25 752 25,754 +39
Sep09 081229 49.71 50.66 48.93 50.66 +2.21 502 19,870 -48
Oct09 081229 49.91 51.58 49.91 51.58 +2.14 80 18,192 +15
Nov09 081229 51.40 52.50 50.79 52.49 +2.09 59 15,512 -4
Dec09 081229 51.75 54.81 51.35 53.37 +2.04 1,462 97,320 -406
Jan10 081229 53.15 54.18 53.15 54.18 +2.01 98 18,281 -10
Feb10 081229 54.33 54.94 54.33 54.94 +1.98 50 10,157 +19
Mar10 081229 55.65 55.65 55.65 55.65 +1.95 2 13,679 +0
Apr10 081229 56.34 56.34 56.34 56.34 +1.92 102 3,470 +0
May10 081229 57.01 57.01 57.01 57.01 +1.89 2 3,780 +0
Total Volume and Open Interest 165,884 1,142,552 +8,579
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 081229 38.375 42.150 37.550 40.025 +2.325 3,491 7,250 -203
Mar09 081229 41.700 45.000 40.600 43.025 +2.500 188 724 -11
Apr09 081229 44.175 46.750 42.625 44.800 +2.525 38 127 +7
May09 081229 45.925 46.200 44.750 46.200 +2.450 1 32 +1
Jun09 081229 45.750 47.450 45.750 47.450 +2.375 1 17 +0
Jul09 081229 47.100 48.650 47.100 48.650 +2.325 1 2 +0
Aug09 081229 49.675 49.675 49.675 49.675 +2.250 0 1 +0
Sep09 081229 50.650 50.650 50.650 50.650 +2.200 1 1 +0
Total Volume and Open Interest 6,181 8,435 +744
Heating Oil(NYM)
Jan09 081229 125.40 137.85 124.26 128.53 +4.03 7,168 14,850 -2,707
Feb09 081229 127.76 140.09 126.70 130.88 +4.08 9,912 51,004 -707
Mar09 081229 133.84 140.29 129.72 133.83 +4.33 2,208 29,907 +10
Apr09 081229 136.50 142.23 131.92 135.68 +4.43 576 19,774 +182
May09 081229 141.83 141.83 133.27 137.73 +4.53 265 17,013 +85
Jun09 081229 139.54 147.50 135.60 140.08 +4.58 808 21,970 +205
Jul09 081229 142.40 143.59 139.22 143.13 +4.58 115 10,056 +8
Aug09 081229 145.50 146.90 142.60 146.38 +4.53 89 5,061 +16
Sep09 081229 151.57 151.61 145.82 149.63 +4.53 228 7,712 -159
Oct09 081229 150.00 152.23 149.11 152.23 +4.48 25 3,781 +1
Nov09 081229 153.50 154.78 151.72 154.78 +4.43 28 2,385 +9
Dec09 081229 157.58 157.58 153.60 157.33 +4.38 90 14,486 +0
Total Volume and Open Interest 55,400 230,600 -1,636
Gasoline(NYMEX)
Jan09 081229 85.01 95.10 83.52 87.45 +3.05      
Feb09 081229 89.05 99.35 87.55 91.85 +3.55      
Mar09 081229 95.51 100.00 92.20 96.45 +3.95      
Apr09 081229 112.45 112.58 107.05 111.05 +4.35      
May09 081229 112.29 114.31 110.00 114.10 +4.45      
Jun09 081229 115.81 117.42 112.54 117.10 +4.55      
Jul09 081229 118.25 119.35 115.10 119.10 +4.70      
Aug09 081229 119.21 121.17 116.76 120.80 +4.75      
Sep09 081229 119.86 121.75 117.60 121.75 +4.80      
Oct09 081229 110.25 113.15 110.25 113.15 +4.80      
Total Volume and Open Interest 25,226 198,123 -1,925
e-miNY RBOB Gasoline(NYM)
Jan09 081229 87.45 87.45 87.45 87.45 +3.05      
Feb09 081229 91.85 91.85 91.85 91.85 +3.55      
Mar09 081229 96.45 96.45 96.45 96.45 +3.95      
Apr09 081229 111.05 111.05 111.05 111.05 +4.35      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan09 081229 5.909 6.175 5.909 6.136 +0.310 6,313 10,191 -3,815
Feb09 081229 5.900 6.110 5.888 6.084 +0.272 7,962 76,171 -443
Mar09 081229 5.900 6.124 5.900 6.099 +0.252 5,073 101,034 -1,159
Apr09 081229 5.981 6.144 5.976 6.123 +0.236 1,749 60,723 +738
May09 081229 6.130 6.188 6.070 6.166 +0.230 1,192 36,897 +144
Jun09 081229 6.138 6.269 6.138 6.254 +0.223 352 27,955 +206
Jul09 081229 6.250 6.371 6.250 6.362 +0.212 541 24,621 -47
Aug09 081229 6.399 6.451 6.358 6.442 +0.205 60 21,976 +9
Sep09 081229 6.435 6.504 6.405 6.492 +0.207 115 18,261 +34
Oct09 081229 6.590 6.630 6.515 6.612 +0.212 455 34,366 -1
Nov09 081229 6.940 6.985 6.902 6.962 +0.187 456 17,434 +256
Dec09 081229 7.271 7.380 7.270 7.337 +0.177 269 27,584 +111
Jan10 081229 7.590 7.630 7.530 7.597 +0.167 99 20,030 -28
Feb10 081229 7.571 7.634 7.545 7.602 +0.162 10 8,449 +6
Mar10 081229 7.345 7.440 7.345 7.412 +0.157 6 19,304 +1
Apr10 081229 6.877 6.900 6.850 6.882 +0.132 10 16,759 +0
Total Volume and Open Interest 79,299 682,189 -11,871
Brent Crude Oil(ICE)
Feb09 081229 39.78 43.18 38.15 40.55 +2.18      
Mar09 081229 42.74 45.78 40.78 43.20 +2.20      
Apr09 081229 44.00 47.70 42.85 45.30 +2.29      
May09 081229 46.34 48.79 44.61 46.99 +2.42      
Jun09 081229 47.78 50.26 46.14 48.53 +2.55      
Jul09 081229 50.31 50.58 47.72 49.85 +2.58      
Aug09 081229 51.40 51.40 48.93 50.99 +2.47      
Sep09 081229 52.74 52.80 50.05 52.05 +2.35      
Oct09 081229 53.33 53.35 51.02 52.98 +2.28      
Nov09 081229 53.79 53.79 51.48 53.79 +2.31      
Dec09 081229 53.88 55.66 52.43 54.54 +2.38      
Jan10 081229 55.31 55.31 52.96 55.31 +2.35      
Feb10 081229 56.08 56.08 53.76 56.08 +2.32      
Mar10 081229 56.84 56.84 54.56 56.84 +2.28      
Total Volume and Open Interest 151,198 582,784 +0
Gas Oil(ICE)
Jan09 081229 409.75 454.50 405.75 407.00 +5.00      
Feb09 081229 417.00 462.00 413.00 414.00 +5.00      
Mar09 081229 435.00 471.25 423.00 423.75 +4.50      
Apr09 081229 443.00 479.25 432.50 433.00 +4.00      
May09 081229 452.50 488.50 441.75 442.50 +4.00      
Jun09 081229 462.00 498.25 451.25 452.00 +3.75      
Jul09 081229 474.50 490.75 463.00 464.00 +3.50      
Aug09 081229 500.75 501.50 474.75 475.00 +4.00      
Sep09 081229 511.00 512.00 484.75 485.50 +5.00      
Oct09 081229 521.00 521.00 495.00 495.00 +4.75      
Total Volume and Open Interest 104,036 397,109 +0
Ethanol(CBOT)
Dec08 081203 1.590 1.650 1.550 1.570 unch 17 84 -15
Jan09 081229 1.635 1.635 1.605 1.611 -0.051      
Feb09 081229 1.635 1.635 1.611 1.614 -0.053      
Mar09 081229 1.621 1.621 1.617 1.618 -0.062      
Apr09 081229 1.650 1.650 1.622 1.625 -0.065      
May09 081229 1.670 1.670 1.660 1.660 -0.060      
Jun09 081229 1.680 1.680 1.680 1.680 -0.050      
Jul09 081229 1.680 1.680 1.680 1.680 -0.050      
Total Volume and Open Interest 50 2,881 +22
US Dollar Index(ICE)
Mar09 081229 81.825 82.240 80.430 81.525 -0.165 1,275 13,275 +235
Jun09 081229 81.520 82.020 81.520 82.020 -0.165 0 2,391 +0
Sep09 081229 82.720 82.885 82.720 82.720 -0.165      
Total Volume and Open Interest 706 15,431 +8
Australian Dollar(CME)
Mar09 081229 68.28 71.98 67.85 68.54 -3.44 0 33,188 +431
Jun09 081229 68.24 71.70 67.93 68.24 -3.46 0 80 -1
Sep09 081229 67.94 71.40 67.94 67.94 -3.46 0 151 +0
Total Volume and Open Interest 3,093 33,014 +5
British Pound(CME)
Mar09 081229 146.47 147.66 143.71 145.37 -1.13 0 70,343 +666
Jun09 081229 146.01 147.28 144.06 145.38 -1.13 0 1,192 +0
Sep09 081229 145.32 147.27 144.00 145.40 -1.15 0 4 +0
Total Volume and Open Interest 8,296 70,893 +288
Canadian Dollar(CME)
Mar09 081229 81.90 82.83 81.79 82.60 +0.83 10 41,615 +499
Jun09 081229 82.17 82.75 81.92 82.75 +0.83 0 1,815 -1
Sep09 081229 82.41 82.92 82.19 82.92 +0.83 0 1,117 +0
Dec09 081229 82.66 83.03 82.20 83.03 +0.83 1 505 +0
Total Volume and Open Interest 4,244 44,664 +13
Japanese Yen(CME)
Mar09 081229 110.43 111.62 109.58 110.87 +0.30 1 99,548 -221
Jun09 081229 110.73 111.70 109.91 111.12 +0.30 0 3,695 +21
Sep09 081229 111.42 111.79 111.12 111.42 +0.30 0 14 +0
Total Volume and Open Interest 10,556 103,482 -486
Swiss Franc(CME)
Mar09 081229 93.88 96.65 93.83 95.21 +1.35 0 23,652 -527
Jun09 081229 95.52 96.74 94.17 95.52 +1.35 0 315 +0
Sep09 081229 95.80 96.81 94.45 95.80 +1.35 0 5 +0
Total Volume and Open Interest 5,050 24,503 +431
EuroFX(CME)
Mar09 081229 140.38 143.34 138.85 140.60 +0.19 9 117,096 +605
Jun09 081229 141.69 142.95 138.88 140.34 +0.17 0 787 +5
Sep09 081229 139.80 142.66 139.05 140.22 +0.17 0 1,038 +0
Total Volume and Open Interest 19,053 118,353 +336
Mexican Peso(CME)
Jan09 081229 727.8 737.5 727.8 727.8 -9.8 0 1 +0
Feb09 081229 722.8 732.5 722.8 722.8 -9.8      
Total Volume and Open Interest 2,016 13,122 -290
30-Year T-Bonds(CBOT)
Mar09 081229 141~060 141~250 140~105 140~285 -0~090 19,612 749,691 +566
Jun09 081229 139~295 140~120 139~190 139~190 -0~090 40 527 +12
Sep09 081229 138~095 138~185 138~095 138~095 -0~090 0 35 +0
Total Volume and Open Interest 16,219 749,699 +6,376
10-Year T-Notes(CBOT)
Mar09 081229 127~075 128~100 127~040 127~240 +0~135 32,837 1,037,676 +14,802
Jun09 081229 125~280 126~135 125~280 126~135 +0~115      
Sep09 081229 125~135 125~135 125~020 125~135 +0~115      
Total Volume and Open Interest 33,032 1,022,874 +21,090
5-Year T-Notes(CBOT)
Mar09 081229 119~060 120~021 119~037 119~100 +0~040 20,323 0 +0
Jun09 081229 119~056 119~056 119~020 119~056 +0~036      
Sep09 081229 57~008 57~008 56~100 57~008 +0~036      
Total Volume and Open Interest 11,774 1,058,765 +3,002
2 Year T-Notes(CBOT)
Mar09 081229 108~090 109~008 108~088 108~124 +0~032 35 513,930 +1,102
Jun09 081229 108~124 108~124 108~093 108~124 +0~032      
Sep09 081229 108~124 108~124 108~093 108~124 +0~032      
Total Volume and Open Interest 7,416 517,754 +874
Eurodollars(CME)
Mar09 081229 98.850 98.935 98.825 98.905 +0.075 643 1,280,527 -3,586
Jun09 081229 98.760 98.910 98.745 98.865 +0.120 472 1,040,841 -95
Sep09 081229 98.635 98.835 98.615 98.770 +0.135 171 851,907 -1,524
Dec09 081229 98.490 98.695 98.490 98.620 +0.140 193 744,880 -915
Mar10 081229 98.370 98.590 98.370 98.500 +0.140 20 589,769 +540
Jun10 081229 98.165 98.375 98.165 98.275 +0.115 24 363,189 -166
Sep10 081229 98.000 98.195 98.000 98.090 +0.090 12 329,386 -413
Dec10 081229 97.830 98.015 97.830 97.905 +0.075 22 280,892 -118
Mar11 081229 97.730 97.900 97.730 97.795 +0.065 4 179,272 -277
Jun11 081229 97.670 97.765 97.640 97.665 +0.065 22 181,643 +20
Sep11 081229 97.590 97.670 97.545 97.575 +0.065 35 121,722 +45
Dec11 081229 97.475 97.570 97.445 97.480 +0.060 20 102,857 -202
Mar12 081229 97.440 97.545 97.420 97.460 +0.055 116 92,688 -292
Jun12 081229 97.410 97.505 97.395 97.425 +0.055 100 64,799 +10
Sep12 081229 97.375 97.470 97.375 97.395 +0.055 113 64,410 +207
Dec12 081229 97.310 97.410 97.310 97.330 +0.055 170 53,178 -129
Mar13 081229 97.310 97.380 97.280 97.310 +0.050 257 43,321 -90
Jun13 081229 97.260 97.345 97.240 97.255 +0.045 158 27,136 -9
Total Volume and Open Interest 141,895 6,716,176 -9,390
30 Day Federal Funds(CBOT)
Dec08 081229 99.838 99.845 99.835 99.842 +0.007 0 73,485 -545
Jan09 081229 99.815 99.845 99.810 99.835 +0.025 0 71,209 -492
Feb09 081229 99.790 99.825 99.790 99.815 +0.025 0 64,663 -65
Mar09 081229 99.750 99.795 99.750 99.780 +0.030 0 41,170 -6
Apr09 081229 99.735 99.770 99.730 99.760 +0.030 0 40,534 -140
May09 081229 99.700 99.745 99.700 99.730 +0.030 0 46,029 -35
Total Volume and Open Interest 4,247 436,798 +5,130
30 Day Fed Funds(e-CBOT)
Dec08 081229 99.838 99.845 99.838 99.842 +0.005 549 73,485 -545
Jan09 081229 99.815 99.845 99.810 99.835 +0.020 280 71,209 -492
Feb09 081229 99.790 99.825 99.790 99.810 +0.020 813 64,663 -65
Mar09 081229 99.750 99.795 99.750 99.785 +0.035 689 41,170 -6
Apr09 081229 99.735 99.770 99.735 99.765 +0.035 703 40,534 -140
May09 081229 99.700 99.745 99.700 99.735 +0.035 133 46,029 -35
Total Volume and Open Interest 3,401 424,947 -9,166
3-Mth Euro-Yen(CME)
Mar09 081229 99.43 99.43 99.43 99.43 unch 0 5,089 +0
Jun09 081229 99.49 99.49 99.49 99.49 +0.01 0 1,278 +0
Sep09 081229 99.52 99.52 99.52 99.52 +0.01 0 480 +0
Dec09 081229 99.52 99.52 99.52 99.52 +0.01 0 175 +0
Mar10 081229 99.42 99.42 99.42 99.42 unch      
Jun10 081229 99.36 99.36 99.36 99.36 unch      
Sep10 081229 99.34 99.34 99.34 99.34 +0.01      
Dec10 081229 99.33 99.33 99.33 99.33 unch      
Mar11 081229 99.24 99.24 99.24 99.24 unch      
Jun11 081229 99.24 99.24 99.24 99.24 unch      
Total Volume and Open Interest 0 7,022 +0
3-Mth Euro-Yen(SGX)
Mar09 081229 99.42 99.43 99.42 99.43 +0.01 90 19,681 +90
Jun09 081229 99.50 99.50 99.50 99.50 +0.01 64 7,285 +59
Sep09 081229 99.53 99.53 99.52 99.52 +0.01 22 3,025 +1
Dec09 081229 99.52 99.52 99.52 99.52 +0.01 21 1,234 +21
Mar10 081229 99.43 99.43 99.43 99.43 +0.01 329 1,199 +319
Jun10 081229 99.36 99.36 99.36 99.36 +0.01 21 534 +21
Sep10 081229 99.32 99.34 99.32 99.34 +0.01 14 266 +14
Dec10 081229 99.32 99.32 99.32 99.32 unch 26 166 +14
Total Volume and Open Interest 13 34,821 +11
Japanese Gov't Bonds(SGX)
Mar09 081224 139.77 139.86 139.66 139.77 +0.12 3,665 10,900 -112
Jun09 081229 139.53 139.53 139.53 139.53 +0.01      
Sep09 081229 139.53 139.53 139.53 139.53 +0.01      
Total Volume and Open Interest 301 10,040 +10,040
Euro-Bund(EUREX)
Mar09 081229 125.10 125.55 124.82 125.35 +0.43 235,600 872,242 -8,212
Jun09 081229 124.10 124.30 124.07 124.30 +0.42 8 51 +3
Sep09 081229 124.30 124.30 124.30 124.30 +0.42      
Total Volume and Open Interest 235,608 872,293 -8,209
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 081229 116.77 116.77 116.77 116.77 +0.37      
Sep09 081229 116.77 116.77 116.77 116.77 +0.37      
Total Volume and Open Interest 143,757 782,891 +4,995
3-Mth Euribor(EUREX)
Dec08 081127 96.480 96.510 96.480 96.495 +0.230 463 20,241 +2,157
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 081229 97.910 98.020 97.910 98.020 +0.105 60 5,408 -51
Total Volume and Open Interest 1,084 29,688 -228
Long Gilt(LIFFE)
Dec08 081229 123~12 123~14 123~09 123~13 -0~22 178 0 -7,461
Mar09 081229 122~22 122~31 122~12 122~23 -0~15 9,688 0 -303,269
Total Volume and Open Interest 16,183 310,730 -22,492
3-Mth Short Sterling(LIFFE)
Mar09 081229 98.26 98.26 98.20 98.21 -0.02      
Jun09 081229 98.25 98.32 98.25 98.31 +0.09      
Sep09 081229 98.00 98.19 98.00 98.18 +0.11      
Dec09 081229 97.67 97.85 97.67 97.82 +0.06      
Mar10 081229 97.53 97.57 97.50 97.55 +0.06      
Jun10 081229 97.21 97.25 97.19 97.24 +0.04      
Total Volume and Open Interest 72,471 1,651,987 +3,050
3-Mth Euribor(LIFFE)
Mar09 081229 97.730 97.775 97.730 97.775 +0.040 73,877 720,560 +9,372
Jun09 081229 97.890 98.025 97.890 98.020 +0.090 33,525 536,684 +5,454
Sep09 081229 97.795 97.980 97.795 97.960 +0.120 23,979 433,761 +836
Total Volume and Open Interest 220,564 3,007,638 +8,740
3-Mth Aus T-Bills(SFE)
Mar09 081229 96.88 96.93 96.88 96.91 +0.03 3,051 0 -242,492
Jun09 081229 97.07 97.14 97.07 97.12 +0.06 761 0 -149,393
Sep09 081229 96.94 96.99 96.91 96.94 +0.04 270 0 -106,911
Dec09 081229 96.67 96.67 96.59 96.65 +0.04 26 0 -60,664
Mar10 081229 96.28 96.32 96.23 96.30 +0.06 57 0 -42,236
Jun10 081229 95.92 95.94 95.88 95.94 +0.05 37 0 -33,952
Sep10 081229 95.62 95.68 95.62 95.68 +0.06 17 0 -21,643
Dec10 081229 95.45 95.49 95.45 95.49 +0.05 6 0 -10,254
Mar11 081229 95.38 95.38 95.38 95.38 +0.04      
Jun11 081229 95.31 95.31 95.31 95.31 +0.02      
Total Volume and Open Interest 4,426 664,387 -4,905
10-Year Aus T-Bonds(SFE)
Mar09 081229 95.95 96.02 95.94 96.02 +0.12 2,992 0 -259,938
Jun09 081229 96.02 96.02 96.02 96.02 +0.12      
Total Volume and Open Interest 3,954 261,249 +1,311
3-Year Aus T-Bonds(SFE)
Mar09 081229 96.63 96.67 96.62 96.64 +0.08 5,359 0 -275,482
Jun09 081229 96.64 96.64 96.64 96.64 +0.08      
Total Volume and Open Interest 7,014 278,516 +3,034
Gold(CMX)
Dec08 081229 882.9 882.9 874.6 874.6 +4.2 88 84 -128
Feb09 081229 873.0 892.0 873.0 875.3 +4.1 23,559 187,583 +4,437
Apr09 081229 880.0 892.2 875.7 876.3 +4.1 943 28,950 +245
Jun09 081229 882.0 893.2 876.5 877.3 +4.1 725 28,681 -71
Aug09 081229 883.9 891.0 878.0 878.6 +4.1 5 10,946 +0
Oct09 081229 879.9 879.9 879.9 879.9 +4.0 1 3,416 +1
Dec09 081229 888.0 897.0 881.4 881.4 +3.9 89 11,857 -10
Feb10 081229 883.1 883.1 883.1 883.1 +3.9 1 2,140 +0
Apr10 081229 884.8 884.8 884.8 884.8 +3.8 1 36 +0
Jun10 081229 886.1 886.7 886.1 886.7 +3.8 20 2,380 +0
Aug10 081229 888.7 888.7 888.7 888.7 +3.8 1 100 +0
Oct10 081229 890.8 890.8 890.8 890.8 +3.7      
Total Volume and Open Interest 22,573 290,765 +3,504
Silver(CMX)
Dec08 081229 1096.5 1096.5 1078.3 1078.3 +28.0 2 28 -82
Mar09 081229 1073.0 1127.5 1071.0 1081.0 +28.0 3,135 51,295 -108
May09 081229 1094.0 1125.0 1082.0 1082.0 +28.0 126 6,640 +100
Jul09 081229 1097.0 1127.0 1078.0 1082.8 +28.0 2 9,196 +0
Sep09 081229 1083.5 1083.5 1083.5 1083.5 +28.0 10 3,755 +0
Dec09 081229 1083.0 1100.5 1077.5 1084.6 +28.0 45 7,232 -16
Mar10 081229 1085.8 1085.8 1085.8 1085.8 +28.0 197 598 +0
Total Volume and Open Interest 4,290 85,661 +324
Platinum(NYMEX)
Jan09 081229 900.0 936.0 900.0 917.9 +27.7 537 3,129 -241
Apr09 081229 897.9 942.9 897.9 923.4 +28.9 1,453 14,659 +700
Jul09 081229 924.1 928.4 919.0 928.4 +29.0 4 95 +0
Total Volume and Open Interest 1,196 17,424 -262
Palladium(NYMEX)
Mar09 081229 178.00 189.90 176.25 187.00 +11.00 72 12,144 +5
Jun09 081229 181.80 188.00 181.80 188.00 +11.00 1 343 +0
Total Volume and Open Interest 140 12,598 +34
Copper(CMX)
Dec08 081229 129.00 130.25 128.15 129.70 +2.25 263 563 -65
Mar09 081229 132.30 132.90 129.00 131.15 +0.80 2,144 49,016 -755
May09 081229 132.35 133.95 130.40 132.45 +0.75 104 8,180 +23
Jul09 081229 134.15 134.65 133.45 133.45 +0.75 57 1,874 +9
Sep09 081229 134.70 135.70 134.35 134.35 +0.70 44 1,666 +6
Total Volume and Open Interest 3,665 75,065 +440
Aluminum(CMX)
Dec08 081229 0.70 0.70 0.70 0.70 -70.40      
Jan09 081229 0.71 0.71 0.71 0.71 -71.14      
Feb09 081229 0.71 0.71 0.71 0.71 -71.89      
Mar09 081229 0.72 0.72 0.72 0.72 -72.63      
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 081229 8433 8510 8315 8488 +16 446 9,865 +78
Jun09 081229 8453 8453 8452 8453 +1 0 3 +0
Sep09 081229 8383 8383 8382 8383 +1      
Dec09 081229 8353 8353 8352 8353 +1      
Total Volume and Open Interest 201 9,790 -52
S & P 500(CME)
Mar09 081229 869.00 873.60 853.00 870.40 +1.50 3,928 478,187 +1,106
Jun09 081229 856.00 868.50 850.50 868.00 +1.50 2 9,212 +2
Sep09 081229 865.40 866.10 848.10 865.40 +1.30 0 576 -150
Dec09 081229 863.40 864.10 846.10 863.40 +1.30 0 4 +0
Total Volume and Open Interest 12,033 487,021 +4,870
S & P 500 E-Mini(Globex)
Mar09 081229 869.00 873.50 853.25 870.50 +1.25 201,650 2,279,235 -8,232
Jun09 081229 864.75 870.75 851.00 868.00 -3.25 53 7,480 -9
Total Volume and Open Interest 239,118 2,295,037 -912
NASDAQ 100(CME)
Mar09 081229 1188.00 1197.50 1155.00 1175.50 -13.00 438 18,887 +12
Jun09 081229 1177.30 1179.30 1177.30 1177.30 -13.00 0 9 +0
Sep09 081229 1177.50 1181.30 1177.50 1177.50 -14.80      
Total Volume and Open Interest 204 18,884 +0
NASDAQ 100 E-Mini(Globex)
Mar09 081229 1188.00 1198.00 1156.30 1175.50 -13.00 39,812 220,802 -1,168
Jun09 081229 1180.00 1191.30 1158.80 1177.30 -13.00 0 1,629 +0
Total Volume and Open Interest 39,768 223,618 -157
S & P Midcap 400(CME)
Mar09 081229 513.00 516.00 500.00 510.70 -1.60 23 3,831 -1
Jun09 081229 510.70 510.70 509.30 510.70 -1.60      
Sep09 081229 515.70 515.70 514.30 515.70 -1.60      
Total Volume and Open Interest 23 3,832 +9
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 081229 8685 8775 8615 8750 +20 10,420 142,841 +142,841
Jun09 081229 8665 8665 8665 8665 +15 0 160 +160
Total Volume and Open Interest 10,420 143,535 +143,535
Nikkei 225(SGX)
Mar09 081229 8685 8775 8615 8750 +20 10,420 142,841 +142,841
Jun09 081229 8665 8665 8665 8665 +15 0 160 +160
Sep09 081229 8670 8670 8670 8670 +15 0 69 +69
Total Volume and Open Interest 10,420 143,535 +143,535
CAC 40(EURONEXT)
Jan09 081229 3135.0 3173.5 3106.0 3135.0 +13.0 12,729 0 -314,897
Feb09 081229 3163.0 3163.0 3141.0 3141.0 +14.0 6 0 -77
Mar09 081229 3134.0 3169.5 3128.0 3146.5 +12.5 215 0 -27,263
Total Volume and Open Interest 74,059 343,684 +0
Hang Seng Index(HKFE)
Dec08 081229 14120 14344 13885 14318 +198 8,418 1,470 -1,063
Jan09 081229 14000 14340 13870 14311 +196 4,139 7,574 -915
Total Volume and Open Interest 12,575 10,029 -1,927
DAX(EUREX)
Mar09 081229 4670.0 4754.0 4659.0 4715.5 +49.5 80,940 124,441 +0
Jun09 081229 4695.0 4773.0 4688.0 4739.5 +49.5 257 10,532 +0
Sep09 081229 4777.5 4781.0 4759.0 4760.5 +47.5      
Total Volume and Open Interest 81,197 134,973 +3,225
FT-SE 100(EURONEXT)
Mar09 081229 4206.00 4309.00 4206.00 4274.00 +82.00 9,212 0 -653,976
Jun09 081229 4235.00 4235.00 4234.00 4234.00 +80.00 5 0 -88
Sep09 081229 4211.00 4211.00 4211.00 4211.00 +82.00      
Total Volume and Open Interest 48,188 654,064 -1,894
SPI 200(SFE)
Dec08 081218 3533.0 3567.0 3495.0 3504.0 -74.0 128,040 368,551 -9,653
Mar09 081229 3627.0 3898.0 3555.0 3588.0 +1.0 11,830 0 -296,080
Jun09 081229 3584.0 3584.0 3584.0 3584.0 +1.0      
Total Volume and Open Interest 14,311 305,829 +5,869
GSCI(CME)
Jan09 081229 330.75 332.00 319.00 330.00 +12.00 2 13,548 -6
Feb09 081229 340.00 340.00 328.00 340.00 +11.00      
Mar09 081229 350.00 350.00 338.00 350.00 +11.00 38 0 +0
Total Volume and Open Interest 17 13,554 -7
RJ/CRB Index(ICE)
Jan09 081229 356.50 356.50 352.50 352.50 +2.50      
Feb09 081229 355.50 355.50 355.50 355.50 +2.50      
Apr09 081229 363.50 363.50 362.50 362.50 +3.00      
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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