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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 Wed January 07, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 090107 1013.00 1018.75 989.50 990.00 -24.25 14,204 8,147 +0
Mar09 090107 1014.00 1023.00 988.50 990.00 -26.00 75,548 157,991 +0
May09 090107 1026.00 1034.00 999.75 1001.00 -26.25 9,264 30,646 +0
Jul09 090107 1035.00 1044.00 1010.75 1011.75 -26.50 9,351 34,669 +0
Aug09 090107 1013.75 1040.50 1013.75 1013.75 -26.75 62 1,359 +0
Sep09 090107 1016.75 1020.00 1010.00 1010.00 -27.50 179 973 +0
Nov09 090107 1031.50 1040.00 1005.00 1006.00 -29.00 5,460 39,419 +0
Total Volume and Open Interest 114,344 279,373 -504
Soybean Meal(CBOT)
Jan09 090107 300.00 300.00 295.00 295.00 -5.30 2,935 3,663 +0
Mar09 090107 300.40 303.50 295.20 295.50 -5.50 21,568 56,155 +0
May09 090107 301.80 305.30 297.40 297.40 -5.60 2,858 18,864 +0
Jul09 090107 305.00 305.50 300.30 300.30 -5.70 1,682 16,318 +0
Aug09 090107 303.00 306.50 301.10 301.10 -6.00 274 4,981 +0
Sep09 090107 303.30 306.50 300.50 300.50 -6.50 73 3,652 +0
Oct09 090107 299.50 302.80 294.50 294.50 -8.30 11 2,193 +0
Dec09 090107 301.20 301.20 295.30 295.50 -8.50 109 10,321 +0
Total Volume and Open Interest 29,516 116,784 +373
Soybean Oil(CBOT)
Jan09 090107 37.20 37.20 35.64 35.92 -1.13 12,153 8,164 +0
Mar09 090107 37.25 37.55 35.83 36.18 -1.13 38,713 107,633 +0
May09 090107 37.81 37.81 36.21 36.55 -1.13 6,859 22,667 +0
Jul09 090107 38.16 38.16 36.61 36.92 -1.12 3,862 22,919 +0
Aug09 090107 37.49 37.54 36.75 37.11 -1.11 100 5,118 +0
Sep09 090107 37.65 37.71 37.05 37.28 -1.12 116 4,399 +0
Oct09 090107 37.81 38.40 37.25 37.45 -1.12 42 3,870 +0
Dec09 090107 38.95 38.98 37.41 37.70 -1.12 271 19,693 +0
Total Volume and Open Interest 62,121 200,212 -3,934
Canola(WCE)
Jan09 090107 425.4 426.5 423.1 423.1 -14.7 107 315 +0
Mar09 090107 439.3 439.3 420.1 425.1 -14.2 4,973 66,136 +0
May09 090107 447.1 447.1 433.5 433.6 -14.7 274 4,300 +0
Jul09 090107 447.9 450.0 440.7 442.2 -14.4 229 5,226 +0
Nov09 090107 460.5 465.0 452.2 452.2 -16.8 150 7,007 +0
Total Volume and Open Interest 5,733 83,052 -692
Corn(CBOT)
Mar09 090107 424.25 427.00 413.25 416.50 -11.00 92,204 362,386 +0
May09 090107 435.00 437.25 423.50 427.25 -10.75 17,588 107,714 +0
Jul09 090107 445.25 447.50 433.75 437.25 -10.75 4,328 122,228 +0
Sep09 090107 455.00 457.50 444.50 447.25 -10.50 612 29,888 +0
Dec09 090107 468.00 470.75 456.75 460.50 -10.75 5,591 146,594 +0
Mar10 090107 481.00 481.00 470.50 472.00 -10.50 124 10,820 +0
Total Volume and Open Interest 120,591 815,264 +6,223
Wheat(CBOT)
Mar09 090107 641.50 646.25 609.50 613.25 -30.25 24,454 132,776 +0
May09 090107 655.75 658.25 623.00 626.00 -30.50 2,507 27,324 +0
Jul09 090107 667.00 670.00 634.50 637.25 -30.75 4,252 50,519 +0
Sep09 090107 684.00 690.00 654.00 657.25 -31.00 291 16,598 +0
Dec09 090107 705.00 710.00 673.50 676.50 -31.50 1,412 23,511 +0
Total Volume and Open Interest 32,991 257,563 +6,028
Wheat(KCBT)
Mar09 090107 666.00 668.00 635.50 637.00 -33.00 6,824 40,870 +0
May09 090107 677.50 677.50 647.25 648.00 -33.00 504 10,550 +0
Jul09 090107 687.00 689.50 656.25 658.00 -34.00 926 18,695 +0
Sep09 090107 697.25 697.25 667.00 668.25 -34.00 209 3,645 +0
Dec09 090107 703.00 703.50 684.50 685.75 -34.00 622 8,254 +0
Total Volume and Open Interest 9,105 83,589 +1
Wheat(MGE)
Mar09 090107 680.00 683.50 652.50 664.00 -20.50 975 10,215 -40
May09 090107 686.00 690.00 659.75 669.75 -19.75 368 8,133 -14
Jul09 090107 694.00 698.00 668.00 676.25 -21.25 405 3,437 +71
Sep09 090107 705.00 707.00 682.00 685.50 -21.25 374 3,518 +9
Dec09 090107 720.00 723.00 698.50 701.50 -21.00 296 2,268 +158
Total Volume and Open Interest 2,430 27,732 +181
Oats(CBOT)
Mar09 090107 228.50 231.00 220.50 222.00 -6.00 270 6,668 +0
May09 090107 237.50 237.50 231.00 231.50 -6.00 73 3,001 +0
Jul09 090107 245.00 247.00 240.00 241.00 -6.00 15 2,751 +0
Sep09 090107 250.50 256.50 250.50 250.50 -6.00 0 3 +0
Total Volume and Open Interest 403 16,208 +85
Rough Rice(CBOT)
Jan09 090107 15.00 15.15 14.85 14.87 -0.13 23 683 +0
Mar09 090107 14.75 14.91 14.52 14.60 -0.18 352 4,398 +0
May09 090107 15.00 15.00 14.76 14.78 -0.15 48 561 +0
Jul09 090107 14.95 15.02 14.95 15.02 -0.17 3 187 +0
Total Volume and Open Interest 432 6,239 +6
Live Cattle(CME)
Feb09 090107 88.200 88.450 85.550 85.785 -2.765 11,996 97,490 +0
Apr09 090107 91.135 91.450 88.700 88.930 -2.400 9,141 63,474 +0
Jun09 090107 88.100 88.300 86.035 86.450 -1.750 5,348 29,264 +0
Aug09 090107 88.230 88.230 86.635 86.950 -1.650 1,678 16,820 +0
Oct09 090107 90.600 91.150 90.500 90.580 -1.720 346 5,114 +0
Dec09 090107 91.900 92.500 91.800 92.450 -1.050 74 2,610 +0
Total Volume and Open Interest 28,621 215,432 -117
Feeder Cattle(CME)
Jan09 090107 96.300 96.600 94.250 94.500 -1.635 857 3,696 +0
Mar09 090107 96.000 96.400 93.100 93.285 -2.695 1,793 11,780 +0
Apr09 090107 97.000 97.000 94.200 94.285 -2.715 294 2,381 +0
May09 090107 98.100 98.100 96.000 96.100 -2.185 324 1,727 +0
Aug09 090107 99.700 99.700 97.900 97.900 -2.000 131 1,037 +0
Sep09 090107 98.400 99.450 98.300 98.400 -2.450 16 118 +0
Oct09 090107 98.500 99.900 97.750 97.885 -2.115 2 47 +0
Total Volume and Open Interest 3,419 20,814 +192
Lean Hogs(CME)
Feb09 090107 64.500 65.300 63.350 63.550 -0.400 15,383 67,299 +0
Apr09 090107 71.200 71.725 69.850 70.250 -0.600 6,928 43,046 +0
May09 090107 81.680 81.680 80.300 81.180 -0.250 115 1,547 +0
Jun09 090107 82.050 82.500 81.000 81.725 -0.025 3,292 29,809 +0
Jul09 090107 81.800 82.050 80.800 81.550 -0.235 460 5,332 +0
Aug09 090107 79.385 79.580 78.450 79.225 +0.440 599 4,101 +0
Oct09 090107 70.550 71.250 70.385 71.050 +0.150 191 3,021 +0
Dec09 090107 69.000 69.000 68.400 68.900 +0.100 36 963 +0
Total Volume and Open Interest 27,004 155,279 -868
Pork Bellies(CME)
Feb09 090107 87.500 87.700 84.750 85.900 -1.850 134 645 +0
Mar09 090107 87.200 87.200 84.500 84.500 -2.500 10 151 +0
May09 090107 87.550 87.550 85.050 85.150 -2.300 0 224 +0
Jul09 090107 84.450 84.450 84.200 84.450 -1.600 0 143 +0
Aug09 090107 87.250 87.250 87.250 87.250 unch 0 2 +0
Total Volume and Open Interest 144 1,165 +1
Class III Milk(CME)
Jan09 090107 10.95 10.97 10.77 10.83 -0.16 91 4,340 +0
Feb09 090107 10.00 10.00 9.35 9.40 -0.64 313 4,108 +0
Mar09 090107 10.30 10.31 9.70 9.70 -0.75 252 3,660 +0
Apr09 090107 10.90 10.90 10.17 10.17 -0.75 122 3,022 +0
May09 090107 11.32 11.35 10.70 10.70 -0.75 101 2,795 +0
Total Volume and Open Interest 1,608 34,085 +439
Cocoa(ICE)
Mar09 090107 2599 2640 2555 2596 +28 4,038 59,420 +0
May09 090107 2580 2631 2549 2585 +26 781 23,904 +0
Jul09 090107 2581 2611 2547 2566 +26 206 12,399 +0
Sep09 090107 2539 2573 2534 2537 +25 207 6,982 +0
Dec09 090107 2495 2535 2464 2495 +23 223 9,839 +0
Mar10 090107 2487 2505 2462 2466 +24 27 2,680 +0
May10 090107 2478 2493 2447 2450 +21 25 1,573 +0
Total Volume and Open Interest 5,507 117,050 +741
Coffee "C"(ICE)
Mar09 090107 116.00 117.20 113.75 114.20 -1.90 12,052 74,048 +0
May09 090107 118.00 119.45 115.85 116.35 -2.05 1,547 28,209 +0
Jul09 090107 119.90 121.45 118.10 118.40 -2.25 351 8,046 +0
Sep09 090107 122.05 123.35 120.05 120.40 -2.35 292 4,138 +0
Dec09 090107 125.05 126.35 123.10 123.25 -2.40 89 7,329 +0
Mar10 090107 128.70 128.70 126.00 126.00 -2.45 75 3,823 +0
Total Volume and Open Interest 14,406 126,591 +2,407
Orange Juice(ICE)
Jan09 090107 78.00 78.50 76.70 77.75 +0.50 28 109 +0
Mar09 090107 76.90 78.95 75.10 78.75 +2.05 1,537 22,310 +0
May09 090107 78.75 81.95 78.05 81.90 +2.10 680 2,799 +0
Jul09 090107 83.10 84.90 83.10 84.90 +1.45 5 1,392 +0
Sep09 090107 88.50 88.80 88.50 88.80 +1.25 0 282 +0
Nov09 090107 92.30 92.30 92.30 92.30 +0.90 0 121 +0
Total Volume and Open Interest 2,250 27,319 +252
Sugar #11(ICE)
Mar09 090107 12.25 12.33 11.92 11.98 -0.29 34,322 251,615 +0
May09 090107 12.75 12.85 12.46 12.52 -0.28 13,970 102,105 +0
Jul09 090107 13.12 13.22 12.84 12.90 -0.28 9,301 121,592 +0
Oct09 090107 13.65 13.76 13.40 13.45 -0.26 3,695 70,693 +0
Mar10 090107 14.43 14.52 14.21 14.27 -0.22 1,665 52,233 +0
Total Volume and Open Interest 64,822 661,080 +12,709
Sugar #14(ICE)
Mar09 090107 20.10 20.14 20.10 20.14 +0.04 356 2,103 +0
May09 090107 20.59 20.59 20.59 20.59 -0.01 323 2,405 +0
Jul09 090107 20.70 20.70 20.70 20.70 +0.03 4 1,816 +0
Sep09 090107 20.65 21.00 20.65 20.91 -0.09 4 928 +0
Total Volume and Open Interest 687 7,252 -137
London Cocoa(LCE)
Mar09 090107 1799 1820 1779 1785 -2 3,499 75,537 +0
May09 090107 1782 1797 1750 1752 -17 1,924 35,618 +0
Jul09 090107 1771 1777 1742 1744 -17 297 31,080 +0
Sep09 090107 1741 1755 1715 1720 -6 248 11,790 +0
Dec09 090107 1691 1709 1665 1665 -23 1,372 13,181 +0
Mar10 090107 1680 1680 1638 1638 -26 0 964 +0
May10 090107 1649 1649 1649 1649 -23 0 12 +0
Total Volume and Open Interest 7,340 168,182 +1,411
London Coffee(LCE)
Jan09 090107 1945.00 1957.00 1945.00 1952.00 +2.00 256 15,101 +0
Total Volume and Open Interest 256 15,101 -78
London Sugar(LCE)
Mar09 090107 333.10 338.00 330.00 334.00 -1.40 1,393 25,093 +0
May09 090107 342.50 347.10 340.30 343.30 -2.40 1,028 11,891 +0
Aug09 090107 352.00 355.60 348.80 351.50 -2.70 367 7,828 +0
Oct09 090107 361.00 363.00 357.80 359.70 -3.50 1 3,301 +0
Dec09 090107 368.20 368.20 368.20 368.20 -3.50 6 884 +0
Total Volume and Open Interest 2,795 49,630 +99
Cotton(ICE)
Mar09 090107 50.15 50.23 49.10 49.61 -0.67 7,940 71,834 +0
May09 090107 50.37 50.50 49.50 49.97 -0.63 2,759 19,597 +0
Jul09 090107 51.59 51.80 50.79 51.36 -0.53 735 18,149 +0
Oct09 090107 54.06 54.06 54.06 54.06 +1.30 0 242 +0
Dec09 090107 56.00 56.30 55.28 55.86 -0.51 665 17,772 +0
Mar10 090107 58.81 59.06 58.81 59.06 +1.44 0 168 +0
Total Volume and Open Interest 12,099 129,514 +3,296
Lumber(CME)
Jan09 090107 167.9 168.9 164.1 164.6 -3.6 600 1,121 +0
Mar09 090107 184.2 184.9 180.0 180.8 -3.2 977 4,992 +0
May09 090107 196.5 198.5 195.5 196.3 -2.7 288 1,368 +0
Jul09 090107 211.0 211.7 209.0 209.3 -2.3 126 357 +0
Total Volume and Open Interest 1,991 7,970 +168
Crude Oil(NYM)
Feb09 090107 48.41 49.09 42.41 42.63 -5.95 258,762 281,902 +0
Mar09 090107 52.80 53.44 47.22 47.39 -5.74 83,367 155,364 +0
Apr09 090107 55.12 55.58 49.96 50.06 -5.28 28,822 63,976 +0
May09 090107 56.47 56.93 51.87 51.95 -4.84 16,780 42,380 +0
Jun09 090107 57.90 57.95 53.12 53.26 -4.57 22,134 104,566 +0
Jul09 090107 59.10 59.10 54.17 54.41 -4.41 11,655 44,112 +0
Aug09 090107 59.82 60.00 55.38 55.40 -4.28 3,341 28,372 +0
Sep09 090107 59.15 59.15 56.10 56.31 -4.15 3,467 20,780 +0
Oct09 090107 58.94 59.11 57.00 57.15 -4.01 2,224 19,398 +0
Nov09 090107 59.24 59.50 57.93 57.95 -3.87 2,165 15,940 +0
Dec09 090107 62.20 62.50 58.43 58.74 -3.73 11,223 98,632 +0
Jan10 090107 60.01 60.76 59.49 59.49 -3.60 405 18,317 +0
Feb10 090107 60.77 60.94 60.22 60.22 -3.48 79 10,227 +0
Mar10 090107 62.00 62.00 60.92 60.92 -3.38 171 13,763 +0
Apr10 090107 61.57 61.57 61.57 61.57 -3.30 5 3,511 +0
May10 090107 62.19 62.19 62.19 62.19 -3.22 315 3,984 +0
Total Volume and Open Interest 455,071 1,204,376 +11,125
e-miNY Crude Oil(NYM)
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 090106 48.250 50.450 47.575 48.575 -0.225 12,182 7,549 +244
Mar09 090107 52.925 53.400 47.250 47.400 -5.725 1,121 1,139 +0
Apr09 090107 54.925 55.350 50.050 50.050 -5.300 27 142 +0
May09 090107 56.425 56.425 51.950 51.950 -4.850 18 46 +0
Jun09 090107 56.425 56.425 53.250 53.250 -4.575 13 30 +0
Jul09 090107 55.875 55.875 54.400 54.400 -4.425 1 4 +0
Aug09 090107 55.400 55.400 55.400 55.400 -4.275      
Sep09 090107 56.300 56.300 56.300 56.300 -4.150 0 1 +0
Oct09 090107 61.250 61.250 57.150 57.150 -4.000 0 1 +0
Total Volume and Open Interest 13,362 8,988 +846
Heating Oil(NYM)
Feb09 090107 164.78 164.78 153.58 154.31 -8.32 37,971 52,429 +0
Mar09 090107 163.62 165.50 154.55 155.21 -8.57 12,403 34,318 +0
Apr09 090107 163.83 166.05 155.60 155.96 -8.77 5,612 21,333 +0
May09 090107 166.09 166.12 157.10 157.11 -8.77 3,756 17,210 +0
Jun09 090107 167.18 167.88 158.48 158.61 -8.72 5,662 23,598 +0
Jul09 090107 168.64 169.55 161.26 161.26 -8.72 2,605 11,073 +0
Aug09 090107 172.02 172.75 164.31 164.31 -8.72 992 5,068 +0
Sep09 090107 176.00 176.02 167.10 167.41 -8.72 708 8,336 +0
Oct09 090107 177.75 177.75 169.57 169.91 -8.67 304 4,127 +0
Nov09 090107 180.60 180.60 172.11 172.11 -8.77 259 2,535 +0
Dec09 090107 182.01 182.50 174.00 174.26 -8.87 1,506 14,803 +0
Jan10 090107 184.00 184.36 176.19 176.21 -9.02 153 3,522 +0
Total Volume and Open Interest 72,037 224,476 +2,737
Gasoline(NYMEX)
Feb09 090107 118.63 120.00 106.71 107.64 -11.28 33,337 78,020 -1,993
Mar09 090107 123.98 124.20 111.40 112.04 -11.43 10,045 32,281 +1,464
Apr09 090107 137.79 137.79 125.30 125.94 -11.33 3,161 20,256 +341
May09 090107 139.44 139.82 128.55 128.79 -11.28 2,398 11,590 +462
Jun09 090107 142.80 142.80 131.36 131.49 -11.18 2,012 11,368 +17
Jul09 090107 144.13 144.13 133.24 133.24 -11.03 1,314 8,695 -132
Aug09 090107 138.50 139.84 134.74 134.74 -10.83 437 5,218 +7
Sep09 090107 139.80 139.80 135.59 135.59 -10.68 191 5,537 +20
Oct09 090107 130.99 130.99 126.44 126.44 -10.83 118 2,810 +56
Nov09 090107 128.08 129.18 127.19 127.19 -10.88 0 1,400 +0
Total Volume and Open Interest 53,127 192,031 +240
e-miNY RBOB Gasoline(NYM)
Feb09 081230 93.28 93.28 93.28 93.28 +1.43 0 1 +1
Mar09 090107 112.04 112.04 112.04 112.04 -11.43      
Apr09 090107 125.94 125.94 125.94 125.94 -11.33      
May09 090107 128.79 128.79 128.79 128.79 -11.28      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Feb09 090107 5.985 6.070 5.784 5.872 -0.111 42,385 79,732 +0
Mar09 090107 5.991 6.080 5.789 5.874 -0.124 16,878 104,842 +0
Apr09 090107 6.090 6.101 5.848 5.918 -0.125 11,013 63,666 +0
May09 090107 6.060 6.140 5.903 5.988 -0.125 5,088 38,598 +0
Jun09 090107 6.278 6.278 6.040 6.086 -0.124 2,585 28,705 +0
Jul09 090107 6.390 6.390 6.160 6.203 -0.125 1,741 24,490 +0
Aug09 090107 6.430 6.430 6.260 6.298 -0.122 966 22,299 +0
Sep09 090107 6.480 6.480 6.332 6.355 -0.120 631 17,520 +0
Oct09 090107 6.593 6.593 6.407 6.473 -0.120 4,117 34,432 +0
Nov09 090107 7.040 7.040 6.860 6.898 -0.110 1,294 16,639 +0
Dec09 090107 7.490 7.500 7.330 7.373 -0.085 712 27,091 +0
Jan10 090107 7.757 7.757 7.574 7.638 -0.085 925 20,330 +0
Feb10 090107 7.700 7.700 7.600 7.643 -0.085 52 8,591 +0
Mar10 090107 7.551 7.551 7.400 7.448 -0.085 266 19,597 +0
Apr10 090107 6.995 7.010 6.950 6.973 -0.075 340 16,647 +0
May10 090107 6.932 7.001 6.932 6.948 -0.075 61 9,392 +0
Total Volume and Open Interest 89,301 680,425 +2,775
Brent Crude Oil(ICE)
Feb09 090107 50.53 51.40 45.67 45.86 -4.67 109,469 92,580 +0
Mar09 090107 53.03 53.95 48.50 48.67 -4.60 85,571 158,375 +0
Apr09 090107 55.41 55.94 50.79 50.92 -4.44 32,255 68,959 +0
May09 090107 56.90 57.26 52.49 52.60 -4.27 12,707 21,322 +0
Jun09 090107 57.13 58.28 53.70 53.85 -4.15 10,298 38,947 +0
Jul09 090107 58.24 59.11 54.86 54.86 -4.09 2,936 18,787 +0
Aug09 090107 59.12 59.89 55.81 55.81 -4.03 2,511 11,180 +0
Sep09 090107 60.21 60.71 56.72 56.72 -3.96 2,531 14,390 +0
Oct09 090107 60.99 61.46 57.55 57.55 -3.90 1,945 9,444 +0
Nov09 090107 61.76 61.76 58.25 58.25 -3.86 1,118 11,496 +0
Dec09 090107 61.90 62.80 58.69 58.91 -3.83 8,403 52,023 +0
Jan10 090107 62.75 62.75 59.63 59.63 -3.78 177 9,423 +0
Feb10 090107 60.35 60.35 60.35 60.35 -3.71 193 6,241 +0
Mar10 090107 60.98 60.98 60.98 60.98 -3.74 160 3,155 +0
Total Volume and Open Interest 276,197 623,876 +15,383
Gas Oil(ICE)
Jan09 090107 513.00 523.75 486.00 500.50 -14.00 46,625 47,823 +47,823
Feb09 090107 516.00 526.50 489.00 504.25 -13.50 59,267 86,945 +86,945
Mar09 090107 522.75 531.00 496.00 509.75 -13.50 24,321 33,819 +33,819
Apr09 090107 531.50 537.00 503.25 516.25 -13.75 11,454 25,664 +25,664
May09 090107 538.50 543.50 510.00 523.25 -14.50 5,974 24,634 +24,634
Jun09 090107 545.75 550.50 516.75 530.75 -15.00 8,225 38,180 +38,180
Jul09 090107 554.75 559.50 527.50 540.25 -15.50 2,405 14,421 +14,421
Aug09 090107 564.00 568.50 537.25 549.50 -16.00 1,337 14,067 +14,067
Sep09 090107 571.75 576.50 545.75 557.75 -16.50 870 13,389 +13,389
Oct09 090107 579.75 584.00 553.00 565.25 -17.25 225 9,800 +9,800
Total Volume and Open Interest 176,469 427,404 +12,995
Ethanol(CBOT)
Jan09 090106 1.675 1.675 1.675 1.675 +0.044 2 72 +72
Feb09 090107 1.670 1.675 1.650 1.659 -0.043 69 361 +38
Mar09 090107 1.680 1.680 1.670 1.678 -0.032 10 349 -7
Apr09 090107 1.690 1.690 1.671 1.684 -0.036 1 407 -4
May09 090107 1.730 1.730 1.720 1.720 -0.030 0 194 +0
Jun09 090107 1.745 1.745 1.745 1.745 -0.010 0 195 -1
Jul09 090107 1.750 1.750 1.750 1.750 -0.030 0 193 -5
Aug09 090107 1.770 1.770 1.760 1.760 -0.040 2 211 +0
Total Volume and Open Interest 100 2,923 -3
US Dollar Index(ICE)
Mar09 090107 83.870 84.095 82.470 83.115 -0.605 4,415 13,017 +0
Jun09 090107 84.475 84.475 83.485 83.680 -0.620 9 2,416 +0
Sep09 090107 84.380 84.380 84.380 84.380 -0.620      
Total Volume and Open Interest 4,424 15,433 -381
Australian Dollar(CME)
Mar09 090107 71.63 72.25 70.47 70.77 -1.32 21,774 36,028 +0
Jun09 090107 71.25 71.76 70.20 70.42 -1.32 8 97 +0
Sep09 090107 70.42 71.42 70.11 70.11 -1.31 0 151 +0
Total Volume and Open Interest 21,782 36,301 +1,745
British Pound(CME)
Mar09 090107 148.88 152.72 147.86 151.12 +1.92 45,622 79,592 +0
Jun09 090107 149.00 152.66 147.92 151.04 +1.88 12 1,223 +0
Sep09 090107 151.06 152.27 148.20 151.06 +1.88 0 6 +0
Total Volume and Open Interest 45,634 80,841 +2,517
Canadian Dollar(CME)
Mar09 090107 84.47 84.91 83.26 83.50 -1.24 31,196 47,891 +0
Jun09 090107 84.60 84.97 83.40 83.59 -1.25 188 2,144 +0
Sep09 090107 84.75 85.08 83.55 83.74 -1.27 6 1,118 +0
Dec09 090107 84.48 85.10 83.63 83.79 -1.31 2 571 +0
Total Volume and Open Interest 31,392 51,834 +1,734
Japanese Yen(CME)
Mar09 090107 107.11 108.39 106.25 107.92 +1.47 71,257 103,588 +0
Jun09 090107 107.21 108.49 106.63 108.08 +1.44 217 3,799 +0
Sep09 090107 108.45 108.45 106.85 108.24 +1.39 10 24 +0
Total Volume and Open Interest 71,484 107,436 +3,181
Swiss Franc(CME)
Mar09 090107 89.71 92.10 89.31 90.77 +1.13 36,818 24,449 +0
Jun09 090107 91.19 92.21 89.71 90.96 +1.13 19 350 +0
Sep09 090107 91.17 92.36 90.04 91.17 +1.13 0 5 +0
Total Volume and Open Interest 36,837 24,808 -419
EuroFX(CME)
Mar09 090107 134.74 137.17 134.01 135.83 +0.91 145,522 117,378 +0
Jun09 090107 135.71 136.87 133.99 135.56 +0.89 235 908 +0
Sep09 090107 135.39 136.49 134.01 135.39 +0.84 151 890 +0
Total Volume and Open Interest 145,912 119,223 +532
Mexican Peso(CME)
Jan09 090107 740.8 748.2 740.8 740.8 -7.5      
Feb09 090107 735.8 743.2 735.8 735.8 -7.5      
Total Volume and Open Interest 9,036 16,898 +1,338
30-Year T-Bonds(CBOT)
Mar09 090107 133~090 133~125 131~285 132~220 unch 220,309 742,060 +0
Jun09 090107 131~110 131~185 130~195 131~120 -0~015 221 1,068 +0
Sep09 090107 130~030 130~045 130~030 130~030 -0~015 0 35 +0
Total Volume and Open Interest 220,530 743,188 -8,928
10-Year T-Notes(CBOT)
Mar09 090107 124~250 124~280 124~005 124~155 +0~040 400,874 1,039,570 +0
Jun09 090107 122~000 122~195 121~235 122~135 unch 14 14 +0
Sep09 090107 121~135 121~135 121~135 121~135 unch      
Total Volume and Open Interest 400,888 1,039,584 +7,703
5-Year T-Notes(CBOT)
Mar09 090107 118~121 118~125 118~068 118~112 +0~026 943 1,017,334 +1,017,334
Jun09 090107 117~063 117~079 117~063 117~063 -0~016      
Sep09 090107 55~015 55~031 55~015 55~015 -0~016      
Total Volume and Open Interest 196,750 1,017,334 -15,482
2 Year T-Notes(CBOT)
Mar09 090107 109~009 109~015 108~113 109~003 +0~006 119,992 500,509 +0
Jun09 090107 109~006 109~006 108~125 109~003 +0~006      
Sep09 090107 109~003 109~003 108~125 109~003 +0~006      
Total Volume and Open Interest 119,992 500,509 -9,536
Eurodollars(CME)
Mar09 090107 98.910 98.975 98.875 98.950 +0.050 178,582 1,279,115 +0
Jun09 090107 98.910 98.985 98.865 98.955 +0.070 168,054 1,007,845 +0
Sep09 090107 98.810 98.885 98.755 98.850 +0.075 203,501 867,930 +0
Dec09 090107 98.630 98.705 98.575 98.670 +0.085 155,268 729,735 +0
Mar10 090107 98.495 98.575 98.450 98.540 +0.085 148,803 595,303 +0
Jun10 090107 98.275 98.340 98.215 98.295 +0.070 105,981 361,002 +0
Sep10 090107 98.065 98.125 97.990 98.070 +0.050 83,428 324,564 +0
Dec10 090107 97.810 97.890 97.755 97.835 +0.040 59,047 282,839 +0
Mar11 090107 97.695 97.745 97.615 97.705 +0.050 30,793 184,476 +0
Jun11 090107 97.495 97.585 97.455 97.555 +0.060 20,681 178,471 +0
Sep11 090107 97.385 97.460 97.345 97.445 +0.070 16,124 120,819 +0
Dec11 090107 97.265 97.350 97.240 97.340 +0.075 15,854 102,827 +0
Mar12 090107 97.230 97.310 97.205 97.300 +0.080 8,880 90,147 +0
Jun12 090107 97.170 97.255 97.145 97.245 +0.085 9,255 61,272 +0
Sep12 090107 97.120 97.200 97.105 97.195 +0.085 6,898 64,142 +0
Dec12 090107 97.070 97.120 97.030 97.115 +0.085 9,928 55,675 +0
Mar13 090107 97.005 97.090 96.995 97.080 +0.085 7,694 43,423 +0
Jun13 090107 96.940 97.020 96.925 97.015 +0.090 9,111 27,871 +0
Total Volume and Open Interest 1,269,994 6,673,384 +15,357
30 Day Federal Funds(CBOT)
Jan09 090107 99.857 99.863 99.853 99.860 +0.007 4,676 68,127 +0
Feb09 090107 99.820 99.825 99.810 99.820 +0.005 8,997 61,969 +0
Mar09 090107 99.795 99.805 99.790 99.800 +0.010 6,773 39,483 +0
Apr09 090107 99.785 99.795 99.775 99.785 +0.010 6,179 39,611 +0
May09 090107 99.765 99.775 99.755 99.765 +0.010 17,493 48,764 +0
Jun09 090107 99.735 99.750 99.730 99.735 +0.005 2,568 16,502 +0
Total Volume and Open Interest 54,633 358,450 +2,826
30 Day Fed Funds(e-CBOT)
Jan09 090106 99.853 99.857 99.850 99.855 +0.005 4,676 68,127 -1,686
Feb09 090106 99.805 99.825 99.805 99.820 +0.015 8,740 61,969 -832
Mar09 090106 99.800 99.810 99.785 99.790 unch 6,773 39,483 -713
Apr09 090106 99.790 99.795 99.775 99.780 +0.005 6,165 39,611 +64
May09 090106 99.765 99.780 99.750 99.760 +0.005 14,103 48,764 +5,072
Jun09 090106 99.750 99.750 99.720 99.730 -0.005 2,567 16,502 -11
Total Volume and Open Interest 50,971 358,450 -66,453
3-Mth Euro-Yen(CME)
Mar09 090107 99.42 99.42 99.42 99.42 unch      
Jun09 090107 99.50 99.50 99.50 99.50 unch      
Sep09 090107 99.53 99.53 99.52 99.52 -0.01      
Dec09 090107 99.51 99.51 99.50 99.50 -0.01      
Mar10 090107 99.42 99.42 99.40 99.40 -0.02      
Jun10 090107 99.36 99.36 99.35 99.35 -0.01      
Sep10 090107 99.33 99.33 99.32 99.32 -0.01      
Dec10 090107 99.32 99.32 99.31 99.31 -0.01      
Mar11 090107 99.22 99.22 99.22 99.22 unch      
Jun11 090107 99.22 99.22 99.22 99.22 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar09 090107 99.42 99.42 99.42 99.42 unch 531 19,431 +0
Jun09 090107 99.51 99.51 99.50 99.50 unch 20 7,285 +0
Sep09 090107 99.53 99.53 99.52 99.52 unch 0 3,024 +0
Dec09 090107 99.50 99.50 99.50 99.50 unch 0 1,234 +0
Mar10 090107 99.40 99.40 99.40 99.40 unch 0 1,199 +0
Jun10 090107 99.35 99.35 99.35 99.35 unch 0 534 +0
Sep10 090107 99.32 99.32 99.32 99.32 unch 0 264 +0
Dec10 090107 99.31 99.31 99.31 99.31 unch 0 164 +0
Total Volume and Open Interest 551 35,112 -369
Japanese Gov't Bonds(SGX)
Mar09 090107 138.75 139.18 138.75 139.14 -0.65 2,273 0 +0
Jun09 090107 139.14 139.14 139.14 139.14 +0.27      
Sep09 090107 139.14 139.14 139.14 139.14 +0.27      
Total Volume and Open Interest 1,758 10,730 +0
Euro-Bund(EUREX)
Mar09 090107 123.43 123.69 122.69 122.86 -0.57 428,405 849,086 -21,242
Jun09 090107 121.78 121.81 121.66 121.76 -0.59 18 315 +5
Sep09 090107 121.76 121.76 121.76 121.76 -0.59      
Total Volume and Open Interest 428,423 849,401 -21,237
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090107 115.42 115.44 115.32 115.32 -0.07      
Sep09 090107 115.32 115.32 115.32 115.32 -0.07      
Total Volume and Open Interest 242,857 782,240 +8,950
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090107 98.085 98.160 98.075 98.125 +0.090 187 5,787 +66
Sep09 090107 98.040 98.120 98.025 98.080 +0.105 18 2,708 -10
Total Volume and Open Interest 1,380 31,657 +670
Long Gilt(LIFFE)
Mar09 090106 122~04 122~11 120~30 121~09 -0~31 63,860 296,285 +296,285
Jun09 090107 121~21 121~21 121~21 121~21 -0~11      
Total Volume and Open Interest 63,860 296,285 -1,121
3-Mth Short Sterling(LIFFE)
Mar09 090107 98.26 98.32 98.26 98.32 +0.05 33,400 424,345 +0
Jun09 090107 98.34 98.39 98.32 98.39 +0.07 26,778 294,666 +0
Sep09 090107 98.21 98.29 98.20 98.28 +0.07 36,612 236,034 +0
Dec09 090107 97.93 98.00 97.88 97.99 +0.10 26,211 212,917 +0
Mar10 090107 97.64 97.77 97.64 97.76 +0.13 22,502 180,926 +0
Jun10 090107 97.32 97.46 97.32 97.45 +0.14 18,355 127,242 +0
Total Volume and Open Interest 190,864 1,668,277 +8,217
3-Mth Euribor(LIFFE)
Mar09 090107 97.750 97.865 97.740 97.825 +0.075 103,861 726,147 -9,286
Jun09 090107 98.045 98.175 98.040 98.130 +0.095 66,062 541,102 +7,854
Sep09 090107 97.985 98.135 97.980 98.090 +0.115 61,144 450,927 +8,147
Total Volume and Open Interest 438,169 3,049,542 +15,908
3-Mth Aus T-Bills(SFE)
Mar09 090107 96.78 96.79 96.72 96.74 -0.04 15,553 253,321 -4,938
Jun09 090107 96.97 96.99 96.92 96.94 -0.04 10,329 159,797 -2,013
Sep09 090107 96.87 96.88 96.83 96.85 -0.03 5,301 108,997 +191
Dec09 090107 96.55 96.57 96.54 96.57 -0.02 1,292 60,404 +166
Mar10 090107 96.21 96.21 96.15 96.17 -0.04 451 43,390 +354
Jun10 090107 95.82 95.82 95.75 95.79 -0.03 969 35,115 +954
Sep10 090107 95.51 95.51 95.45 95.49 -0.02 19 21,955 +15
Dec10 090107 95.30 95.30 95.23 95.27 -0.03 4 10,419 +0
Mar11 090107 95.13 95.13 95.13 95.13 -0.06 0 756 +0
Jun11 090107 95.05 95.05 95.05 95.05 -0.06 0 843 +0
Total Volume and Open Interest 33,918 695,154 -5,271
10-Year Aus T-Bonds(SFE)
Mar09 090106 95.69 95.76 95.65 95.70 -0.04 19,625 261,874 +13,253
Jun09 090107 95.74 95.74 95.74 95.74 +0.04      
Total Volume and Open Interest 24,178 275,164 +13,290
3-Year Aus T-Bonds(SFE)
Mar09 090106 96.43 96.46 96.39 96.43 -0.01 32,004 302,621 +18,082
Jun09 090107 96.46 96.46 96.46 96.46 +0.03      
Total Volume and Open Interest 41,442 317,166 +14,545
Gold(CMX)
Feb09 090107 864.2 867.8 836.0 841.7 -24.3 95,451 195,034 +0
Apr09 090107 865.0 868.8 838.0 843.0 -24.2 3,965 36,363 +0
Jun09 090107 866.2 869.8 839.3 844.2 -24.2 3,496 30,041 +0
Aug09 090107 841.0 852.6 841.0 845.6 -24.1 114 11,070 +0
Oct09 090107 847.0 847.0 847.0 847.0 -24.0 22 3,202 +0
Dec09 090107 868.0 872.5 844.6 848.6 -24.0 1,462 12,178 +0
Feb10 090107 874.3 874.3 850.1 850.1 -24.2 445 2,592 +0
Apr10 090107 851.7 851.7 851.7 851.7 -24.4 100 111 +0
Jun10 090107 853.4 853.4 853.4 853.4 -24.6 200 2,502 +0
Aug10 090107 855.2 855.2 855.2 855.2 -24.8 0 100 +0
Oct10 090107 857.2 857.2 857.2 857.2 -25.0      
Dec10 090107 870.0 870.0 855.0 859.5 -25.2 1,118 10,883 +0
Total Volume and Open Interest 106,853 312,164 +4,551
Silver(CMX)
Mar09 090107 1148.0 1160.5 1088.0 1110.5 -34.0 20,382 52,425 +0
May09 090107 1143.5 1158.0 1093.5 1111.7 -34.1 216 6,696 +0
Jul09 090107 1142.0 1161.0 1095.0 1112.7 -34.1 172 9,252 +0
Sep09 090107 1110.0 1113.5 1104.5 1113.5 -34.1 2 3,052 +0
Dec09 090107 1140.5 1163.5 1094.0 1114.7 -34.0 237 7,472 +0
Mar10 090107 1116.1 1116.1 1116.1 1116.1 -34.0 0 599 +0
May10 090107 1116.9 1116.9 1116.9 1116.9 -34.2 0 1 +0
Total Volume and Open Interest 21,158 86,088 +51
Platinum(NYMEX)
Jan09 090107 985.0 987.1 983.4 985.1 +22.2 15 728 +728
Apr09 090107 970.0 1011.6 969.5 990.1 +21.9 1,205 17,587 +0
Jul09 090107 992.5 999.8 989.0 995.1 +21.6 7 115 +115
Total Volume and Open Interest 1,227 18,430 +165
Palladium(NYMEX)
Mar09 090107 198.20 207.95 195.00 200.55 +1.50 1,347 11,691 +0
Jun09 090107 201.55 201.55 201.55 201.55 +1.50 8 341 +341
Total Volume and Open Interest 1,355 12,032 -31
Copper(CMX)
Mar09 090107 158.70 162.25 150.00 151.15 -7.15 10,650 51,155 +0
May09 090107 158.75 163.50 151.40 152.45 -7.15 1,522 8,464 +0
Jul09 090107 155.45 155.45 153.15 153.15 -7.15 58 2,032 +0
Sep09 090107 158.50 158.50 153.70 153.70 -7.10 60 1,646 +0
Dec09 090107 160.35 160.70 153.20 154.30 -7.10 45 2,045 +0
Total Volume and Open Interest 12,855 75,285 +709
Aluminum(CMX)
Jan09 090107 0.73 0.73 0.73 0.73 -0.02      
Feb09 090107 0.74 0.74 0.74 0.74 -0.02      
Mar09 090107 0.75 0.75 0.75 0.75 -0.01      
Apr09 090107 0.76 0.76 0.76 0.76 -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 090107 8926 8954 8675 8744 -206 699 9,810 +0
Jun09 090107 8730 8730 8704 8704 -211 0 4 +0
Sep09 090107 8634 8634 8634 8634 -211      
Dec09 090107 8604 8604 8604 8604 -211      
Total Volume and Open Interest 699 9,814 +123
S & P 500(CME)
Mar09 090107 927.80 931.60 899.00 905.20 -25.30 27,271 477,461 +0
Jun09 090107 908.50 910.00 900.90 902.40 -25.50 630 9,723 +0
Sep09 090107 899.10 909.90 897.90 899.10 -25.80 20 608 +0
Dec09 090107 897.10 907.90 895.90 897.10 -25.80 0 24 +0
Total Volume and Open Interest 27,921 487,816 +3,179
S & P 500 E-Mini(Globex)
Mar09 090107 930.25 931.75 898.75 905.25 -25.25 1,606,235 2,404,780 +0
Jun09 090107 927.00 929.50 896.25 902.50 -25.50 2,620 9,749 +0
Total Volume and Open Interest 1,608,858 2,414,612 +9,589
NASDAQ 100(CME)
Mar09 090107 1269.00 1272.50 1227.00 1239.50 -31.50 2,784 20,502 +0
Jun09 090107 1240.50 1240.50 1238.50 1240.50 -31.00 0 9 +0
Sep09 090107 1240.80 1240.80 1238.80 1240.80 -31.00      
Total Volume and Open Interest 2,784 20,511 +85
NASDAQ 100 E-Mini(Globex)
Mar09 090107 1240.50 1240.50 1237.30 1238.80 -32.20 264,042 0 -219,837
Jun09 090107 1272.50 1275.50 1229.00 1240.50 -31.00 11 1,635 +0
Total Volume and Open Interest 206,057 221,492 -9,186
S & P Midcap 400(CME)
Mar09 090107 548.00 550.00 535.00 542.50 -12.70 130 3,656 +0
Jun09 090107 542.50 542.50 540.20 542.50 -12.70      
Sep09 090107 547.50 547.50 545.20 547.50 -12.70      
Total Volume and Open Interest 130 3,656 -81
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090107 9165 9340 9125 9200 +100 55,055 150,145 +5,622
Jun09 090107 9135 9135 9135 9135 +115 0 160 +0
Total Volume and Open Interest 55,105 150,963 +5,672
Nikkei 225(SGX)
Mar09 090107 9165 9340 9125 9200 +100 55,055 150,145 +5,622
Jun09 090107 9135 9135 9135 9135 +115 0 160 +0
Sep09 090107 9125 9125 9125 9125 +100 0 68 +0
Total Volume and Open Interest 55,105 150,963 +5,672
CAC 40(EURONEXT)
Jan09 090107 3387.0 3405.0 3315.5 3343.0 -51.0 73,045 325,540 +0
Feb09 090107 3375.0 3375.0 3347.5 3347.5 -51.0 10 133 +0
Mar09 090107 3387.0 3408.5 3331.0 3351.5 -51.0 623 27,060 +0
Total Volume and Open Interest 73,678 354,410 +2,376
Hang Seng Index(HKFE)
Jan09 090107 15850 15850 14909 15064 -470 6,290 2,716 +1,004
Feb09 090107 15837 15837 14940 15069 -446 37 95 +62
Mar09 090107 16050 16050 14953 15021 -459 10 114 -500
Total Volume and Open Interest 6,341 3,017 +566
DAX(EUREX)
Mar09 090107 5025.0 5034.5 4917.0 4955.0 -79.5 95,826 121,755 +0
Jun09 090107 5032.0 5033.5 4931.0 4978.0 -81.0 1,049 11,251 +0
Sep09 090107 5043.5 5043.5 4962.5 4995.0 -84.0 232 321 +0
Total Volume and Open Interest 97,107 133,327 -1,499
FT-SE 100(EURONEXT)
Mar09 090107 4600.00 4600.00 4431.00 4470.50 -133.00 96,971 650,528 +0
Jun09 090107 4533.50 4533.50 4432.50 4432.50 -134.00 40 245 +0
Sep09 090107 4408.50 4408.50 4408.50 4408.50 -136.50      
Total Volume and Open Interest 97,011 650,773 +3,489
SPI 200(SFE)
Mar09 090107 3713.0 3811.0 3712.0 3775.0 +59.0 20,774 307,727 -7,458
Jun09 090107 3778.0 3804.0 3754.0 3772.0 +63.0 30 2,704 +26
Sep09 090107 3713.0 3723.0 3713.0 3723.0 +63.0 2 982 +1
Total Volume and Open Interest 20,821 311,695 -7,446
GSCI(CME)
Jan09 090107 377.00 377.30 349.75 350.50 -26.50 803 14,288 +0
Feb09 090107 366.50 393.10 366.00 366.50 -26.50 4 6 +0
Mar09 090107 379.00 404.10 379.00 379.00 -25.00      
Total Volume and Open Interest 807 14,294 +398
Reuters CCI(ICE)
Feb09 090106 379.75 384.50 378.05 384.50 +9.50      
Apr09 090106 392.50 392.50 392.50 392.50 +9.50      
Jun09 090107 250.60 250.60 250.60 250.60 -8.00      
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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