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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 Tue January 06, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 090106 980.00 1018.00 979.50 1014.25 +30.50 14,287 9,516 +9,516
Mar09 090106 985.50 1020.75 976.75 1016.00 +29.00 58,957 156,893 +156,893
May09 090106 996.25 1032.25 988.00 1027.25 +29.00 5,670 30,923 +30,923
Jul09 090106 1004.50 1043.00 999.50 1038.25 +29.00 7,626 34,663 +34,663
Aug09 090106 1045.00 1045.00 1040.50 1040.50 +29.00 5 1,397 +1,397
Sep09 090106 1022.50 1038.75 1022.25 1037.50 +26.00 7 932 +932
Nov09 090106 1009.00 1040.00 1001.00 1035.00 +23.00 2,277 39,591 +39,591
Total Volume and Open Interest 89,091 279,877 +1,503
Soybean Meal(CBOT)
Jan09 090106 298.70 304.20 298.70 300.30 +1.60 2,717 4,471 +4,471
Mar09 090106 298.60 305.00 296.20 301.00 +2.80 15,707 55,244 +55,244
May09 090106 300.00 306.70 298.50 303.00 +2.90 1,417 18,631 +18,631
Jul09 090106 302.60 309.90 301.60 306.00 +2.90 857 16,361 +16,361
Aug09 090106 307.30 307.80 307.10 307.10 +2.80 130 4,919 +4,919
Sep09 090106 308.20 309.40 307.00 307.00 +2.40 31 3,651 +3,651
Oct09 090106 304.00 304.00 302.80 302.80 -0.10 0 2,195 +2,195
Dec09 090106 306.60 307.00 302.60 304.00 -0.10 89 10,302 +10,302
Total Volume and Open Interest 20,948 116,411 +83
Soybean Oil(CBOT)
Jan09 090106 34.87 37.05 34.50 37.05 +2.15 14,411 9,983 +9,983
Mar09 090106 35.06 37.31 34.72 37.31 +2.14 31,012 109,226 +109,226
May09 090106 35.20 37.68 35.05 37.68 +2.18 4,835 22,274 +22,274
Jul09 090106 35.57 38.04 35.57 38.04 +2.22 1,154 23,713 +23,713
Aug09 090106 36.47 38.22 36.47 38.22 +2.23 221 5,076 +5,076
Sep09 090106 36.67 38.40 36.67 38.40 +2.24 72 4,431 +4,431
Oct09 090106 37.14 38.57 37.14 38.57 +2.26 30 3,868 +3,868
Dec09 090106 37.21 38.82 37.20 38.82 +2.29 510 19,826 +19,826
Total Volume and Open Interest 52,245 204,146 -4,092
Canola(WCE)
Jan09 090105 411.8 422.9 411.8 422.9 +11.4      
Mar09 090105 415.6 428.0 410.0 427.9 +8.9      
May09 090105 425.9 436.3 425.9 436.2 +9.0      
Jul09 090105 434.9 444.4 434.9 444.4 +9.0      
Nov09 090105 433.1 457.1 433.1 457.1 +9.2      
Total Volume and Open Interest 6,243 84,548 +0
Corn(CBOT)
Mar09 090106 410.25 429.00 407.25 427.50 +16.25 62,516 361,286 +361,286
May09 090106 420.75 439.50 419.25 438.00 +16.50 4,475 104,207 +104,207
Jul09 090106 430.75 449.25 428.00 448.00 +16.50 3,590 121,897 +121,897
Sep09 090106 439.00 457.75 439.00 457.75 +16.25 1,676 29,724 +29,724
Dec09 090106 454.50 471.75 451.50 471.25 +16.00 4,322 145,444 +145,444
Mar10 090106 465.25 482.50 465.25 482.50 +15.50 104 10,834 +10,834
Total Volume and Open Interest 76,957 809,041 -738
Wheat(CBOT)
Mar09 090106 615.00 645.00 611.50 643.50 +26.75 23,818 129,555 +129,555
May09 090106 628.00 658.00 624.75 656.50 +27.00 1,523 26,456 +26,456
Jul09 090106 640.75 669.75 635.75 668.00 +27.00 2,293 49,394 +49,394
Sep09 090106 665.00 689.50 664.00 682.25 +21.50 277 16,580 +16,580
Dec09 090106 679.50 709.00 678.00 708.00 +27.50 681 22,735 +22,735
Total Volume and Open Interest 28,631 251,535 +931
Wheat(KCBT)
Mar09 090106 645.00 670.00 640.00 670.00 +27.75 6,275 41,285 +41,285
May09 090106 653.50 681.00 653.50 681.00 +27.50 644 10,481 +10,481
Jul09 090106 664.00 692.00 662.50 692.00 +27.25 1,031 18,634 +18,634
Sep09 090106 682.00 702.25 680.00 702.25 +27.25 119 3,569 +3,569
Dec09 090106 714.50 719.75 709.75 719.75 +29.50 277 8,049 +8,049
Total Volume and Open Interest 8,354 83,588 +277
Wheat(MGE)
Mar09 090105 654.50 658.00 644.50 657.25 +2.00      
May09 090105 650.00 661.75 648.75 661.25 +1.00      
Jul09 090105 657.75 668.50 655.50 667.50 +0.75      
Sep09 090105 668.25 679.50 666.50 678.50 +2.25      
Dec09 090105 683.25 694.75 681.50 694.00 +2.50      
Total Volume and Open Interest 3,374 28,572 -193
Oats(CBOT)
Mar09 090106 216.00 231.75 216.00 228.00 +12.00 295 6,587 +6,587
May09 090106 225.50 240.25 225.50 237.50 +12.25 57 2,975 +2,975
Jul09 090106 240.00 249.25 240.00 247.00 +12.25 11 2,752 +2,752
Sep09 090106 256.50 256.50 256.50 256.50 +12.25 0 3 +3
Total Volume and Open Interest 378 16,123 -80
Rough Rice(CBOT)
Jan09 090106 15.01 15.23 14.65 15.00 -0.08 105 736 +736
Mar09 090106 14.81 14.98 14.44 14.78 -0.16 329 4,336 +4,336
May09 090106 14.92 15.18 14.68 14.94 -0.23 101 566 +566
Jul09 090106 15.07 15.31 14.96 15.19 -0.23 7 187 +187
Total Volume and Open Interest 543 6,233 -139
Live Cattle(CME)
Feb09 090106 87.750 89.075 87.500 88.400 +0.850 16,544 99,661 +99,661
Apr09 090106 90.250 92.135 90.250 91.100 +0.700 8,479 63,328 +63,328
Jun09 090106 88.000 89.285 87.950 88.100 +0.170 5,175 27,908 +27,908
Aug09 090106 87.950 89.250 87.950 88.200 +0.370 1,049 16,431 +16,431
Oct09 090106 91.500 92.700 91.500 92.100 +0.700 519 5,020 +5,020
Dec09 090106 93.500 93.785 93.350 93.725 +1.075 92 2,555 +2,555
Total Volume and Open Interest 31,877 215,549 +2,289
Feeder Cattle(CME)
Jan09 090106 96.975 98.000 95.800 96.400 -0.600 590 3,645 +3,645
Mar09 090106 96.975 97.900 95.750 96.180 -0.550 1,673 11,723 +11,723
Apr09 090106 97.825 98.800 97.000 97.075 -0.375 172 2,363 +2,363
May09 090106 99.050 100.075 98.150 98.200 -0.800 281 1,721 +1,721
Aug09 090106 100.500 101.535 100.000 100.000 -0.550 274 983 +983
Sep09 090106 101.000 101.000 101.000 101.000 +0.100 4 114 +114
Oct09 090106 101.350 101.350 101.350 101.350 +0.800 27 45 +45
Total Volume and Open Interest 3,021 20,622 +226
Lean Hogs(CME)
Feb09 090106 62.785 64.500 62.700 64.450 +1.770 15,191 68,597 +68,597
Apr09 090106 70.550 71.500 70.450 71.200 +0.900 9,277 43,864 +43,864
May09 090105 80.500 81.000 80.400 81.000 -0.450      
Jun09 090106 81.930 82.575 81.785 82.150 +0.320 6,004 28,936 +28,936
Jul09 090106 81.350 81.825 81.100 81.650 +0.365 556 5,222 +5,222
Aug09 090106 79.100 79.300 78.850 79.150 +0.550 712 3,930 +3,930
Oct09 090106 70.700 70.975 70.680 70.930 +0.230 227 2,946 +2,946
Dec09 090106 68.950 69.000 68.950 69.000 +0.450 177 961 +961
Total Volume and Open Interest 32,353 156,147 +526
Pork Bellies(CME)
Feb09 090105 89.450 89.450 86.450 86.450 -3.000      
Mar09 090105 88.600 88.800 86.035 86.035 -2.565      
May09 090105 86.000 89.300 86.000 86.000 -3.000      
Jul09 090105 86.050 87.050 86.050 86.050 -3.000      
Aug09 090105 87.250 87.250 87.250 87.250 +1.050      
Total Volume and Open Interest 145 1,185 +31
Class III Milk(CME)
Jan09 090106 11.10 11.10 10.90 10.99 +0.02 0 4,349 +4,349
Feb09 090106 10.13 10.20 9.97 10.06 -0.13 0 4,111 +4,111
Mar09 090106 10.72 10.74 10.40 10.44 -0.30 0 3,573 +3,573
Apr09 090106 11.10 11.12 10.87 10.96 -0.18 0 3,001 +3,001
May09 090106 11.72 11.72 11.35 11.48 -0.18 0 2,766 +2,766
Total Volume and Open Interest 1 33,646 -5,121
Cocoa(ICE)
Mar09 090106 2562 2638 2515 2568 +13 5,617 58,936 +58,936
May09 090106 2555 2625 2505 2559 +13 501 23,810 +23,810
Jul09 090106 2548 2600 2496 2540 +9 101 12,379 +12,379
Sep09 090106 2520 2560 2483 2512 +5 15 6,990 +6,990
Dec09 090106 2478 2485 2440 2472 +2 54 9,689 +9,689
Mar10 090106 2412 2455 2409 2442 unch 2 2,680 +2,680
May10 090106 2409 2452 2406 2429 -1 1 1,572 +1,572
Total Volume and Open Interest 6,291 116,309 -86
Coffee "C"(ICE)
Mar09 090106 108.50 116.70 108.25 116.10 +8.40 3,880 72,497 +72,497
May09 090106 110.70 118.85 110.60 118.40 +8.45 270 27,754 +27,754
Jul09 090106 112.90 120.85 112.90 120.65 +8.40 94 7,954 +7,954
Sep09 090106 120.80 123.00 120.15 122.75 +8.40 19 3,910 +3,910
Dec09 090106 118.40 125.95 118.20 125.65 +8.30 6 7,313 +7,313
Mar10 090106 126.85 128.45 126.80 128.45 +8.30 0 3,758 +3,758
Total Volume and Open Interest 4,294 124,184 +334
Orange Juice(ICE)
Jan09 090106 78.00 78.00 76.95 77.25 +1.05 127 126 +126
Mar09 090106 74.75 77.35 74.75 76.70 +2.00 1,188 22,311 +22,311
May09 090106 78.00 80.50 78.00 79.80 +1.70 85 2,529 +2,529
Jul09 090106 81.45 83.45 81.45 83.45 +2.00 31 1,392 +1,392
Sep09 090106 87.55 87.55 87.55 87.55 +2.30 0 282 +282
Nov09 090106 91.40 91.40 91.40 91.40 +2.30 0 121 +121
Total Volume and Open Interest 1,431 27,067 -315
Sugar #11(ICE)
Mar09 090106 12.10 12.46 11.95 12.27 +0.45 18,948 244,581 +244,581
May09 090106 12.60 12.93 12.49 12.80 +0.43 7,349 100,411 +100,411
Jul09 090106 12.98 13.30 12.92 13.18 +0.38 2,755 119,504 +119,504
Oct09 090106 13.52 13.81 13.43 13.71 +0.33 987 69,777 +69,777
Mar10 090106 14.20 14.60 14.20 14.49 +0.33 769 51,679 +51,679
Total Volume and Open Interest 31,238 648,371 -68
Sugar #14(ICE)
Mar09 090105 20.05 20.10 20.05 20.10 +0.02      
May09 090105 20.58 20.59 20.55 20.58 -0.01      
Jul09 090105 20.65 20.65 20.65 20.65 +0.05      
Sep09 090105 21.00 21.00 21.00 21.00 +0.02      
Total Volume and Open Interest 2 7,386 +1
London Cocoa(LCE)
Mar09 090105 1790 1814 1775 1802 +10      
May09 090105 1768 1794 1762 1786 +7      
Jul09 090105 1769 1784 1765 1779 -1      
Sep09 090105 1750 1760 1750 1753 -4      
Dec09 090105 1711 1715 1695 1705 -11      
Mar10 090105 1687 1687 1687 1687 unch      
May10 090105 1692 1692 1692 1692 unch      
Total Volume and Open Interest 2,927 166,610 +470
London Coffee(LCE)
Jan09 090105 1850.00 1850.00 1800.00 1821.00 -16.00      
Total Volume and Open Interest 11,593 16,520 -14,644
London Sugar(LCE)
Mar09 090105 331.00 331.10 324.70 327.80 -1.40      
May09 090105 340.60 340.60 333.70 337.80 -2.10      
Aug09 090105 348.40 348.60 342.50 346.60 -0.80      
Oct09 090105 354.00 355.60 354.00 355.60 -1.70      
Dec09 090105 364.00 364.10 364.00 364.10 -1.70      
Total Volume and Open Interest 802 49,159 -318
Cotton(ICE)
Mar09 090106 48.35 50.34 48.35 50.28 +1.97 5,206 70,913 +70,913
May09 090106 48.76 50.61 48.75 50.60 +1.88 1,416 19,236 +19,236
Jul09 090106 50.29 51.89 50.29 51.89 +1.83 631 18,099 +18,099
Oct09 090106 52.76 52.76 52.76 52.76 unch 0 242 +242
Dec09 090106 55.15 56.58 54.69 56.37 +1.95 116 15,808 +15,808
Mar10 090106 57.62 57.62 57.62 57.62 unch 0 168 +168
Total Volume and Open Interest 7,369 126,218 +141
Lumber(CME)
Jan09 090106 165.8 168.2 163.5 168.2 +3.9 95 1,412 +1,412
Mar09 090106 180.6 184.9 178.6 184.0 +2.9 289 4,641 +4,641
May09 090106 197.0 199.2 195.0 199.0 +2.1 56 1,254 +1,254
Jul09 090106 209.7 211.6 209.7 211.6 +1.9 4 363 +363
Total Volume and Open Interest 444 7,802 +63
Crude Oil(NYM)
Feb09 090106 48.40 50.47 47.60 48.38 -0.43 184,679 286,346 +286,346
Mar09 090106 52.44 54.74 51.61 52.92 +0.23 54,439 148,974 +148,974
Apr09 090106 54.46 56.86 53.67 55.14 +0.44 12,241 61,463 +61,463
May09 090106 56.02 58.31 55.43 56.75 +0.68 8,055 40,815 +40,815
Jun09 090106 56.42 59.66 56.20 57.70 +0.55 13,451 103,062 +103,062
Jul09 090106 58.05 60.72 58.02 58.47 +0.28 9,075 44,305 +44,305
Aug09 090106 60.20 60.48 59.61 59.68 +0.57 1,919 27,608 +27,608
Sep09 090106 61.30 61.90 60.42 60.46 +0.51 1,459 20,169 +20,169
Oct09 090106 61.10 61.35 61.10 61.16 +0.47 1,438 18,906 +18,906
Nov09 090106 60.87 63.22 60.87 61.82 +0.39 1,105 15,640 +15,640
Dec09 090106 61.90 64.09 61.30 62.48 +0.32 8,734 97,922 +97,922
Jan10 090106 64.55 64.55 62.94 63.09 +0.22 511 18,369 +18,369
Feb10 090106 64.05 64.05 63.70 63.70 +0.16 316 10,277 +10,277
Mar10 090106 64.30 64.30 64.30 64.30 +0.13 750 13,754 +13,754
Apr10 090106 64.87 64.87 64.87 64.87 +0.10 633 3,533 +3,533
May10 090106 65.41 65.41 65.41 65.41 +0.07 89 3,791 +3,791
Total Volume and Open Interest 303,667 1,193,251 +4,205
e-miNY Crude Oil(NYM)
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 090105 46.800 49.300 45.525 48.800 +4.200 5,544 7,305 +0
Mar09 090105 51.000 53.050 49.400 52.700 +2.500      
Apr09 090105 52.300 54.700 51.550 54.700 +2.475      
May09 090105 55.225 56.075 54.250 56.075 +2.425      
Jun09 090105 54.150 57.450 54.150 57.150 +2.425      
Jul09 090105 56.025 58.200 56.025 58.200 +2.400      
Aug09 090105 59.100 59.100 59.100 59.100 +2.325      
Sep09 090105 59.950 59.950 59.950 59.950 +2.200      
Oct09 090105 60.700 60.700 60.700 60.700 +2.100      
Total Volume and Open Interest 11,473 8,409 +30
Heating Oil(NYM)
Feb09 090106 157.00 166.88 156.23 162.56 +4.93 27,397 53,491 +53,491
Mar09 090106 158.40 167.68 158.11 163.80 +4.37 7,411 32,493 +32,493
Apr09 090106 159.50 168.43 159.50 164.85 +3.92 2,878 20,431 +20,431
May09 090106 162.29 169.81 162.29 166.50 +3.92 1,592 17,572 +17,572
Jun09 090106 164.00 171.10 164.00 167.50 +3.12 2,416 22,929 +22,929
Jul09 090106 171.65 173.77 168.61 170.75 +3.42 897 10,535 +10,535
Aug09 090106 175.30 176.15 171.38 174.00 +3.37 578 5,182 +5,182
Sep09 090106 178.05 179.85 175.76 176.82 +2.84 326 8,130 +8,130
Oct09 090106 181.50 181.78 178.87 179.02 +2.44 130 4,043 +4,043
Nov09 090106 185.00 185.00 180.31 181.75 +2.57 83 2,459 +2,459
Dec09 090106 184.76 187.60 182.85 183.45 +1.67 256 14,814 +14,814
Jan10 090106 189.00 189.00 185.35 185.35 +1.27 9 3,554 +3,554
Total Volume and Open Interest 43,994 221,739 -2,652
Gasoline(NYMEX)
Feb09 090106 117.50 124.05 116.55 118.86 +0.62 23,000 80,013 +80,013
Mar09 090106 121.86 127.82 120.78 123.47 +0.88 9,472 30,817 +30,817
Apr09 090106 137.26 141.26 136.20 137.29 +0.95 3,232 19,915 +19,915
May09 090106 140.00 143.94 139.65 140.35 +1.26 1,216 11,128 +11,128
Jun09 090106 144.64 146.84 141.42 142.75 +1.16 922 11,351 +11,351
Jul09 090106 148.25 148.25 144.22 144.34 +1.05 459 8,827 +8,827
Aug09 090106 148.50 149.75 145.65 145.65 +1.06 358 5,211 +5,211
Sep09 090106 149.75 149.75 146.40 146.40 +1.11 216 5,517 +5,517
Oct09 090106 136.39 139.87 136.39 137.27 +0.98 74 2,754 +2,754
Nov09 090106 140.78 140.93 138.07 138.07 +0.98 16 1,400 +1,400
Total Volume and Open Interest 38,986 191,791 +1,718
e-miNY RBOB Gasoline(NYM)
Feb09 081230 93.28 93.28 93.28 93.28 +1.43 0 1 +1
Mar09 090105 122.59 122.59 122.59 122.59 +7.19      
Apr09 090105 136.34 136.34 136.34 136.34 +6.89      
May09 090105 139.09 139.09 139.09 139.09 +6.64      
Total Volume and Open Interest 2 3 +2
Natural Gas(NYM)
Feb09 090106 6.083 6.240 5.865 5.989 -0.083 41,110 79,027 +79,027
Mar09 090106 6.110 6.245 5.888 6.001 -0.086 20,285 104,605 +104,605
Apr09 090106 6.215 6.267 5.933 6.058 -0.072 8,139 63,029 +63,029
May09 090106 6.255 6.320 6.003 6.122 -0.066 2,273 37,803 +37,803
Jun09 090106 6.403 6.413 6.135 6.213 -0.070 708 28,217 +28,217
Jul09 090106 6.500 6.521 6.252 6.330 -0.068 826 24,533 +24,533
Aug09 090106 6.588 6.619 6.343 6.425 -0.065 610 22,738 +22,738
Sep09 090106 6.650 6.665 6.401 6.475 -0.068 668 17,319 +17,319
Oct09 090106 6.753 6.784 6.508 6.593 -0.067 2,595 34,240 +34,240
Nov09 090106 7.105 7.150 6.932 6.995 -0.060 808 16,894 +16,894
Dec09 090106 7.535 7.621 7.386 7.465 -0.020 1,101 26,954 +26,954
Jan10 090106 7.785 7.850 7.640 7.739 -0.011 808 20,284 +20,284
Feb10 090106 7.835 7.835 7.683 7.720 -0.035 618 8,585 +8,585
Mar10 090106 7.635 7.655 7.509 7.530 -0.030 1,264 19,659 +19,659
Apr10 090106 7.135 7.135 6.977 7.048 -0.007 695 16,676 +16,676
May10 090106 7.100 7.100 6.965 7.023 -0.002 69 9,360 +9,360
Total Volume and Open Interest 83,127 677,650 -2,110
Brent Crude Oil(ICE)
Feb09 090105 46.44 50.05 46.31 49.62 +2.71      
Mar09 090105 49.15 52.83 49.03 52.40 +2.60      
Apr09 090105 51.30 54.94 51.18 54.52 +2.46      
May09 090105 53.11 56.52 52.75 56.13 +2.31      
Jun09 090105 54.36 57.74 53.99 57.36 +2.12      
Jul09 090105 55.60 58.46 55.10 58.46 +2.00      
Aug09 090105 56.60 59.47 56.11 59.47 +1.91      
Sep09 090105 57.26 60.38 57.03 60.38 +1.84      
Oct09 090105 58.13 61.20 57.82 61.20 +1.76      
Nov09 090105 61.90 61.90 61.90 61.90 +1.67      
Dec09 090105 59.67 62.87 59.42 62.55 +1.54      
Jan10 090105 63.25 63.25 63.25 63.25 +1.47      
Feb10 090105 63.97 63.97 63.97 63.97 +1.44      
Mar10 090105 64.65 64.65 64.65 64.65 +1.40      
Total Volume and Open Interest 159,228 613,908 +18,613
Gas Oil(ICE)
Jan09 090105 468.25 496.00 461.00 478.75 +51.00      
Feb09 090105 473.25 501.25 467.00 484.00 +49.25      
Mar09 090105 482.00 509.50 475.25 492.50 +48.25      
Apr09 090105 489.75 516.50 484.75 501.50 +47.50      
May09 090105 499.00 526.50 494.25 511.00 +47.00      
Jun09 090105 508.25 538.50 503.75 520.50 +46.75      
Jul09 090105 532.75 549.50 524.25 531.25 +45.75      
Aug09 090105 544.00 552.25 540.75 541.50 +45.50      
Sep09 090105 553.50 561.50 549.75 551.00 +44.50      
Oct09 090105 562.25 570.00 552.00 559.50 +44.00      
Total Volume and Open Interest 60,829 418,094 +8,034
Ethanol(CBOT)
Jan09 090105 1.565 1.631 1.565 1.631 +0.011      
Feb09 090105 1.615 1.655 1.615 1.650 -0.003      
Mar09 090105 1.660 1.660 1.660 1.660 +0.006      
Apr09 090105 1.651 1.680 1.651 1.680 +0.021      
May09 090105 1.690 1.690 1.690 1.690 +0.008      
Jun09 090105 1.700 1.700 1.700 1.700 unch      
Jul09 090105 1.750 1.750 1.750 1.750 +0.025      
Aug09 090105 1.740 1.750 1.740 1.750 +0.025      
Total Volume and Open Interest 131 2,935 +74
US Dollar Index(ICE)
Mar09 090106 83.720 84.980 83.510 83.720 +0.145 2,873 13,398 +13,398
Jun09 090106 84.450 84.825 84.290 84.290 +0.090 9 2,416 +2,416
Sep09 090106 85.000 85.000 85.000 85.000 +0.100      
Total Volume and Open Interest 2,882 15,814 +320
Australian Dollar(CME)
Mar09 090106 70.62 72.09 70.60 72.09 +1.02 12,340 34,289 +34,289
Jun09 090106 70.75 71.74 70.75 71.74 +0.99 2 91 +91
Sep09 090106 70.45 71.42 70.45 71.42 +0.97 0 151 +151
Total Volume and Open Interest 12,342 34,556 +563
British Pound(CME)
Mar09 090106 147.07 149.20 147.07 149.20 +2.13 20,679 77,079 +77,079
Jun09 090106 147.06 149.16 147.06 149.16 +2.10 11 1,219 +1,219
Sep09 090106 147.08 149.18 147.08 149.18 +2.10 0 6 +6
Total Volume and Open Interest 20,690 78,324 +2,115
Canadian Dollar(CME)
Mar09 090106 84.16 84.74 84.09 84.74 +0.67 15,767 46,039 +46,039
Jun09 090106 84.72 84.84 84.72 84.84 +0.66 19 2,262 +2,262
Sep09 090106 84.95 85.01 84.95 85.01 +0.66 21 1,118 +1,118
Dec09 090106 85.00 85.10 85.00 85.10 +0.66 21 571 +571
Total Volume and Open Interest 15,828 50,100 +2,685
Japanese Yen(CME)
Mar09 090106 106.06 106.50 106.06 106.45 -0.99 35,650 100,507 +100,507
Jun09 090106 107.64 107.64 106.64 106.64 -1.00 2 3,709 +3,709
Sep09 090106 107.86 107.86 106.85 106.85 -1.01 0 14 +14
Total Volume and Open Interest 35,652 104,255 -213
Swiss Franc(CME)
Mar09 090106 88.70 89.70 88.70 89.64 -0.66 13,668 24,887 +24,887
Jun09 090106 90.51 90.51 89.83 89.83 -0.68 0 331 +331
Sep09 090106 90.72 90.72 90.04 90.04 -0.68 0 5 +5
Total Volume and Open Interest 13,668 25,227 +92
EuroFX(CME)
Mar09 090106 133.05 134.92 133.05 134.92 -0.81 58,352 116,725 +116,725
Jun09 090106 135.48 135.48 133.30 134.67 -0.81 134 884 +884
Sep09 090106 135.36 135.36 134.55 134.55 -0.81 0 1,039 +1,039
Total Volume and Open Interest 58,486 118,691 +851
Mexican Peso(CME)
Jan09 090105 739.0 739.0 724.0 739.0 +15.0      
Feb09 090105 734.0 734.0 719.0 734.0 +15.0      
Total Volume and Open Interest 3,552 15,043 -338
30-Year T-Bonds(CBOT)
Mar09 090106 133~050 133~255 131~235 133~065 +0~060 113,786 751,038 +751,038
Jun09 090106 131~230 132~160 130~165 131~130 -0~090 206 1,018 +1,018
Sep09 090106 130~130 130~130 130~130 130~130 unch 0 35 +35
Total Volume and Open Interest 114,118 752,116 -2,127
10-Year T-Notes(CBOT)
Mar09 090106 124~115 124~260 123~090 124~230 +0~175 206,154 1,031,877 +1,031,877
Jun09 090106 121~120 122~170 120~175 122~000 -0~075 4 4 +4
Sep09 090106 121~075 121~075 121~075 121~075 unch      
Total Volume and Open Interest 206,158 1,031,881 +1,952
5-Year T-Notes(CBOT)
Mar09 090106 118~043 118~100 118~043 118~087 +0~011 1,147 1,032,816 +1,032,816
Jun09 090106 118~009 118~009 117~079 117~079 -0~058      
Sep09 090106 55~089 55~089 55~031 55~031 -0~058      
Total Volume and Open Interest 127,641 1,032,816 +2,966
2 Year T-Notes(CBOT)
Mar09 090106 108~112 108~126 108~112 108~125 -0~004 32 510,045 +510,045
Jun09 090106 109~002 109~002 108~125 108~125 -0~005      
Sep09 090106 109~002 109~002 108~125 108~125 -0~005      
Total Volume and Open Interest 50,282 510,045 -5,684
Eurodollars(CME)
Mar09 090106 98.875 98.905 98.850 98.900 -0.015 77,747 1,270,227 +1,270,227
Jun09 090106 98.825 98.895 98.795 98.885 +0.025 75,626 1,011,403 +1,011,403
Sep09 090106 98.670 98.785 98.640 98.775 +0.070 82,584 866,050 +866,050
Dec09 090106 98.445 98.585 98.420 98.585 +0.105 92,305 726,104 +726,104
Mar10 090106 98.285 98.460 98.255 98.455 +0.135 78,795 590,234 +590,234
Jun10 090106 98.040 98.230 98.015 98.225 +0.140 44,368 364,257 +364,257
Sep10 090106 97.835 98.030 97.805 98.020 +0.140 42,824 325,493 +325,493
Dec10 090106 97.620 97.810 97.590 97.795 +0.130 25,700 280,677 +280,677
Mar11 090106 97.500 97.680 97.450 97.655 +0.120 16,992 179,563 +179,563
Jun11 090106 97.335 97.520 97.290 97.495 +0.115 13,597 178,951 +178,951
Sep11 090106 97.215 97.400 97.170 97.375 +0.110 12,364 120,424 +120,424
Dec11 090106 97.115 97.290 97.070 97.265 +0.100 8,598 102,330 +102,330
Mar12 090106 97.065 97.250 97.025 97.220 +0.090 3,058 91,113 +91,113
Jun12 090106 97.020 97.190 96.970 97.160 +0.080 3,528 63,265 +63,265
Sep12 090106 96.980 97.130 96.925 97.110 +0.075 3,346 64,160 +64,160
Dec12 090106 96.885 97.065 96.845 97.030 +0.075 2,287 53,951 +53,951
Mar13 090106 96.845 97.010 96.815 96.995 +0.065 899 44,377 +44,377
Jun13 090106 96.780 96.945 96.750 96.925 +0.060 1,443 30,873 +30,873
Total Volume and Open Interest 596,116 6,658,027 -9,290
30 Day Federal Funds(CBOT)
Jan09 090106 99.838 99.853 99.838 99.853 +0.015 1,870 70,030 +70,030
Feb09 090106 99.795 99.815 99.795 99.815 +0.020 2,249 63,725 +63,725
Mar09 090106 99.795 99.795 99.790 99.790 +0.015 2,026 40,308 +40,308
Apr09 090106 99.765 99.775 99.765 99.775 +0.010 2,206 38,789 +38,789
May09 090106 99.745 99.755 99.745 99.755 +0.010 2,896 44,778 +44,778
Jun09 090106 99.720 99.730 99.720 99.730 +0.010 709 16,478 +16,478
Total Volume and Open Interest 16,180 355,624 -68,960
30 Day Fed Funds(e-CBOT)
Jan09 090105 99.870 99.870 99.835 99.850 +0.040 2,348 69,813 +0
Feb09 090105 99.820 99.850 99.790 99.805 +0.015 2,704 62,801 +0
Mar09 090105 99.790 99.820 99.775 99.790 +0.015 2,150 40,196 +0
Apr09 090105 99.785 99.795 99.765 99.775 +0.015 2,706 39,547 +0
May09 090105 99.745 99.765 99.735 99.755 +0.025 2,481 43,692 +0
Jun09 090105 99.700 99.740 99.700 99.735 +0.035 591 16,513 +0
Total Volume and Open Interest 18,480 424,903 +0
3-Mth Euro-Yen(CME)
Mar09 090106 99.43 99.43 99.42 99.42 -0.02 50 0 +0
Jun09 090106 99.50 99.50 99.50 99.50 -0.01      
Sep09 090106 99.53 99.53 99.53 99.53 unch      
Dec09 090106 99.52 99.52 99.51 99.51 -0.01      
Mar10 090106 99.43 99.43 99.42 99.42 -0.01      
Jun10 090106 99.36 99.36 99.36 99.36 -0.01      
Sep10 090106 99.34 99.34 99.33 99.33 -0.01      
Dec10 090106 99.32 99.32 99.32 99.32 -0.01      
Mar11 090106 99.25 99.25 99.22 99.22 -0.04      
Jun11 090106 99.25 99.25 99.22 99.22 -0.04      
Total Volume and Open Interest 50    
3-Mth Euro-Yen(SGX)
Mar09 090105 99.46 99.46 99.44 99.44 -0.01 1 19,800 -79
Jun09 090105 99.53 99.53 99.51 99.51 0.00 0 7,285 +0
Sep09 090105 99.54 99.54 99.54 99.54 0.00 0 3,024 +0
Dec09 090105 99.54 99.54 99.54 99.54 0.00 0 1,234 +0
Mar10 090105 99.44 99.44 99.44 99.44 0.00 0 1,199 +0
Jun10 090105 99.38 99.38 99.38 99.38 -0.01 0 534 +0
Sep10 090105 99.36 99.36 99.36 99.36 0.00 0 264 +0
Dec10 090105 99.34 99.34 99.34 99.34 -0.01 0 164 +0
Total Volume and Open Interest 0 35,560 +0
Japanese Gov't Bonds(SGX)
Mar09 090105 139.79 140.00 139.69 139.79 +0.04 1,894 0 +0
Jun09 090105 139.79 139.79 139.79 139.79 +0.04      
Sep09 090105 139.79 139.79 139.79 139.79 +0.04      
Total Volume and Open Interest 1,894    
Euro-Bund(EUREX)
Mar09 090105 124.78 124.89 124.01 124.65 -0.19 132,151 853,788 -8,456
Jun09 090105 123.41 123.69 123.20 123.60 -0.23 3 53 +1
Sep09 090105 123.60 123.60 123.60 123.60 -0.23      
Total Volume and Open Interest 132,154 853,841 -8,455
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090105 116.53 116.53 116.53 116.53 -0.16      
Sep09 090105 116.53 116.53 116.53 116.53 -0.16      
Total Volume and Open Interest 91,878 772,186 +1,924
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090105 98.010 98.035 97.985 98.035 +0.055 148 5,699 +39
Sep09 090105 97.980 98.020 97.980 98.020 +0.080 31 2,764 +29
Total Volume and Open Interest 962 30,749 +603
Long Gilt(LIFFE)
Mar09 090105 122~19 122~26 122~03 122~07 -1~08 8,477 0 -304,862
Jun09 090105 122~30 122~30 122~30 122~30 -1~03      
Total Volume and Open Interest 8,960 304,827 -35
3-Mth Short Sterling(LIFFE)
Mar09 090105 98.28 98.29 98.23 98.26 -0.01      
Jun09 090105 98.37 98.37 98.32 98.35 -0.03      
Sep09 090105 98.30 98.30 98.21 98.25 -0.04      
Dec09 090105 97.98 97.98 97.88 97.92 -0.06      
Mar10 090105 97.71 97.71 97.58 97.62 -0.06      
Jun10 090105 97.36 97.36 97.24 97.29 -0.05      
Total Volume and Open Interest 38,136 1,660,069 +5,495
3-Mth Euribor(LIFFE)
Mar09 090105 97.765 97.765 97.710 97.755 -0.015      
Jun09 090105 98.025 98.055 97.965 98.035 +0.010      
Sep09 090105 98.020 98.040 97.940 98.020 unch      
Total Volume and Open Interest 57,135 3,022,534 +10,630
3-Mth Aus T-Bills(SFE)
Mar09 090105 96.95 96.96 96.76 96.82 -0.14 6,201 246,919 -1,923
Jun09 090105 97.18 97.19 96.98 96.98 -0.21 3,596 152,988 -443
Sep09 090105 97.04 97.06 96.88 96.88 -0.18 1,623 107,234 -653
Dec09 090105 96.73 96.73 96.60 96.62 -0.15 612 59,957 +104
Mar10 090105 96.30 96.30 96.22 96.23 -0.17 100 42,790 -205
Jun10 090105 95.92 95.92 95.81 95.81 -0.21 196 33,460 +118
Sep10 090105 95.61 95.63 95.53 95.53 -0.20 25 21,845 +15
Dec10 090105 95.45 95.45 95.34 95.34 -0.20 0 10,206 -55
Mar11 090105 95.23 95.23 95.23 95.23 -0.20 0 756 -5
Jun11 090105 95.26 95.26 95.19 95.19 -0.20 0 833 -5
Total Volume and Open Interest 12,353 677,145 -3,052
10-Year Aus T-Bonds(SFE)
Mar09 090105 95.92 95.94 95.72 95.74 -0.30 4,540 248,621 -2,429
Jun09 090105 95.74 95.74 95.74 95.74 -0.30      
Total Volume and Open Interest 4,540 248,621 -2,429
3-Year Aus T-Bonds(SFE)
Mar09 090105 96.71 96.71 96.41 96.44 -0.26 11,121 284,539 -2,187
Jun09 090105 96.44 96.44 96.44 96.44 -0.26      
Total Volume and Open Interest 11,121 284,539 -2,187
Gold(CMX)
Feb09 090106 844.5 866.5 843.5 866.0 +8.2 46,093 193,338 +193,338
Apr09 090106 859.5 867.4 859.5 867.2 +8.4 3,514 35,647 +35,647
Jun09 090106 850.0 868.6 848.5 868.4 +8.7 792 29,522 +29,522
Aug09 090106 860.9 869.9 860.9 869.7 +8.8 13 10,995 +10,995
Oct09 090106 862.2 871.2 862.2 871.0 +8.8 36 3,202 +3,202
Dec09 090106 863.7 872.8 863.7 872.6 +8.9 662 11,795 +11,795
Feb10 090106 865.4 874.5 865.4 874.3 +8.9 764 2,563 +2,563
Apr10 090106 867.2 876.3 867.2 876.1 +8.9 0 36 +36
Jun10 090106 869.2 878.2 869.2 878.0 +8.8 0 2,380 +2,380
Aug10 090106 871.2 880.2 871.2 880.0 +8.8 0 100 +100
Oct10 090106 873.4 882.4 873.4 882.2 +8.8      
Dec10 090106 875.9 884.9 875.9 884.7 +8.8 61 9,993 +9,993
Total Volume and Open Interest 52,011 307,613 +962
Silver(CMX)
Mar09 090106 1098.0 1147.0 1098.0 1144.5 +17.5 11,815 52,418 +52,418
May09 090106 1128.1 1145.8 1128.1 1145.8 +17.7 375 6,701 +6,701
Jul09 090106 1129.0 1146.8 1129.0 1146.8 +17.8 278 9,257 +9,257
Sep09 090106 1129.5 1147.6 1129.5 1147.6 +18.1 5 3,053 +3,053
Dec09 090106 1130.5 1148.7 1130.5 1148.7 +18.2 101 7,430 +7,430
Mar10 090106 1131.9 1150.1 1131.9 1150.1 +18.2 0 599 +599
May10 090106 1132.8 1151.1 1132.8 1151.1 +18.3 0 1 +1
Total Volume and Open Interest 12,683 86,037 +114
Platinum(NYMEX)
Jan09 090106 952.3 962.9 952.3 962.9 +10.6 65 734 +734
Apr09 090106 957.6 968.2 957.6 968.2 +10.6 858 17,416 +17,416
Jul09 090106 962.9 973.5 962.9 973.5 +10.6 14 115 +115
Total Volume and Open Interest 937 18,265 +48
Palladium(NYMEX)
Mar09 090106 184.95 199.05 184.95 199.05 +14.10 371 11,720 +11,720
Jun09 090106 185.95 200.05 185.95 200.05 +14.10 2 343 +343
Total Volume and Open Interest 373 12,063 +57
Copper(CMX)
Mar09 090106 154.25 158.50 150.80 158.30 +12.40 8,424 50,382 +50,382
May09 090106 155.60 159.60 155.60 159.60 +12.60 809 8,324 +8,324
Jul09 090106 147.80 160.30 147.80 160.30 +12.50 175 2,014 +2,014
Sep09 090106 148.45 160.80 148.45 160.80 +12.35 40 1,630 +1,630
Dec09 090106 149.20 161.40 149.20 161.40 +12.20 23 2,045 +2,045
Total Volume and Open Interest 9,990 74,576 -413
Aluminum(CMX)
Jan09 090105 0.72 0.72 0.72 0.72 -0.01      
Feb09 090105 0.73 0.73 0.73 0.73 -0.01      
Mar09 090105 0.74 0.74 0.74 0.74 -0.01      
Apr09 090105 0.74 0.74 0.74 0.74 -0.01      
May09 080724 141.85 141.85 141.85 141.85 unch      
Jun09 080724 142.35 142.35 142.35 142.35 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 090106 8973 9040 8890 8950 +32 666 9,687 +9,687
Jun09 090106 8874 8915 8874 8915 +41 1 4 +4
Sep09 090106 8804 8845 8804 8845 +41      
Dec09 090106 8774 8815 8774 8815 +41      
Total Volume and Open Interest 667 9,691 -23
S & P 500(CME)
Mar09 090106 934.00 942.00 924.60 930.50 +3.10 24,981 474,569 +474,569
Jun09 090106 937.00 937.00 925.80 927.90 +3.00 268 9,451 +9,451
Sep09 090106 922.10 933.10 922.10 924.90 +2.80 0 593 +593
Dec09 090106 920.10 931.10 920.10 922.90 +2.80 20 24 +24
Total Volume and Open Interest 25,269 484,637 +955
S & P 500 E-Mini(Globex)
Mar09 090106 930.25 930.50 929.00 929.75 +2.25 1,095,813 2,397,124 +0
Jun09 090106 927.00 927.00 927.00 927.00 +2.00 1,114 7,818 +0
Total Volume and Open Interest 1,096,929 2,405,023 +42,578
NASDAQ 100(CME)
Mar09 090106 1272.00 1288.00 1265.00 1271.00 +6.00 3,768 20,417 +20,417
Jun09 090106 1266.00 1273.00 1266.00 1271.50 +5.50 0 9 +9
Sep09 090106 1266.30 1273.30 1266.30 1271.80 +5.50      
Total Volume and Open Interest 3,768 20,426 +437
NASDAQ 100 E-Mini(Globex)
Mar09 090106 1270.00 1270.50 1269.30 1269.80 +4.80 206,046 0 +0
Jun09 090105 1260.00 1274.80 1247.50 1266.00 +11.20      
Total Volume and Open Interest 125,383 229,620 +591
S & P Midcap 400(CME)
Mar09 090105 550.00 554.00 539.50 550.60 +4.30      
Jun09 090105 551.30 551.30 550.60 550.60 +4.30      
Sep09 090105 556.30 556.30 555.60 555.60 +4.30      
Total Volume and Open Interest 270 3,929 +97
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090105 9170 9250 9015 9075 +315 18,919 140,493 -2,272
Jun09 090105 8995 8995 8995 8995 +315 0 160 +0
Total Volume and Open Interest 18,997 141,261 -2,198
Nikkei 225(SGX)
Mar09 090105 9170 9250 9015 9075 +315 18,919 140,493 -2,272
Jun09 090105 8995 8995 8995 8995 +315 0 160 +0
Sep09 090105 9000 9000 9000 9000 +315 1 68 -1
Total Volume and Open Interest 18,997 141,261 -2,198
CAC 40(EURONEXT)
Jan09 090105 3375.5 3385.0 3323.0 3359.0 +12.0      
Feb09 090105 3364.0 3368.5 3361.5 3364.0 +12.0      
Mar09 090105 3386.5 3388.5 3333.0 3367.0 +13.5      
Total Volume and Open Interest 21,947 343,521 -1,450
Hang Seng Index(HKFE)
Jan09 090105 15322 15677 15090 15644 +605      
Feb09 090105 15298 15666 15121 15625 +605      
Mar09 090105 15488 15600 15075 15561 +602      
Total Volume and Open Interest 2,172 9,678 +3,622
DAX(EUREX)
Mar09 090105 5032.0 5057.0 4966.5 4993.0 +158.5 50,972 120,230 +0
Jun09 090105 5048.5 5077.0 4993.0 5018.0 +159.5 337 10,704 +0
Sep09 090105 5097.5 5097.5 5025.0 5038.0 +158.5 116 115 +0
Total Volume and Open Interest 51,425 131,049 -3,853
FT-SE 100(EURONEXT)
Mar09 090105 4590.00 4590.00 4486.00 4540.50 +25.50      
Jun09 090105 4502.00 4502.50 4463.00 4502.50 +26.00      
Sep09 090105 4477.50 4477.50 4477.50 4477.50 +25.50      
Total Volume and Open Interest 24,209 657,601 +3,129
SPI 200(SFE)
Mar09 090105 3678.0 3803.0 3648.0 3681.0 +3.0 10,767 307,038 +664
Jun09 090105 3677.0 3677.0 3677.0 3677.0 +3.0 35 2,676 +11
Sep09 090105 3623.0 3623.0 3623.0 3623.0 +3.0 0 981 +0
Total Volume and Open Interest 10,802 310,981 +675
GSCI(CME)
Jan09 090106 385.00 386.00 375.00 377.00 +5.10 1,017 13,892 +13,892
Feb09 090106 386.00 398.00 386.00 393.00 +7.00 0 4 +4
Mar09 090106 395.00 408.00 395.00 404.00 +9.00      
Total Volume and Open Interest 1,017 13,896 -107
Reuters CCI(ICE)
Feb09 090105 375.00 375.00 375.00 375.00 +5.25      
Apr09 090105 383.00 383.00 383.00 383.00 +6.25      
Jun09 090105 251.10 251.10 251.10 251.10 +2.20      
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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