Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon January 12, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 090112 1040.00 1046.50 953.75 954.00 -83.50 349 1,682 -1,031
Mar09 090112 1035.75 1060.25 966.00 966.00 -70.00 6,553 162,346 -1,403
May09 090112 1045.00 1069.00 975.50 975.50 -70.00 1,877 34,664 +1,263
Jul09 090112 1056.00 1076.00 986.25 986.25 -70.00 1,266 32,506 -381
Aug09 090112 1060.00 1065.00 986.75 986.75 -69.25 9 1,739 +177
Sep09 090112 973.00 1042.00 973.00 973.00 -69.00 20 1,150 +86
Nov09 090112 1025.00 1039.00 959.50 963.00 -66.50 1,537 41,675 +853
Total Volume and Open Interest 149,522 282,548 +3,074
Soybean Meal(CBOT)
Jan09 090112 308.00 308.80 293.60 296.50 -19.30 247 957 -454
Mar09 090112 314.30 321.50 294.50 294.50 -20.00 5,651 58,243 -523
May09 090112 315.90 318.00 295.90 295.90 -20.00 1,625 20,204 +554
Jul09 090112 318.60 321.80 298.50 298.50 -20.00 658 16,831 +419
Aug09 090112 309.10 309.10 298.30 298.30 -20.00 72 4,989 -67
Sep09 090112 308.30 308.30 294.80 294.80 -20.00 2 3,748 +81
Oct09 090112 293.80 297.00 285.20 287.50 -17.70 3 2,191 -17
Dec09 090112 301.00 301.10 285.00 288.00 -17.00 946 10,463 -247
Total Volume and Open Interest 45,166 118,516 +950
Soybean Oil(CBOT)
Jan09 090112 35.37 35.37 34.11 34.18 -2.32 396 2,112 -1,589
Mar09 090112 36.72 37.36 34.32 34.41 -2.31 6,542 103,026 -1,886
May09 090112 37.26 37.59 34.70 34.79 -2.30 1,610 28,200 +1,030
Jul09 090112 37.63 38.06 35.05 35.15 -2.31 2,106 25,204 +433
Aug09 090112 36.10 36.10 35.25 35.34 -2.31 768 5,523 -19
Sep09 090112 36.72 36.72 35.45 35.52 -2.31 202 3,934 +283
Oct09 090112 35.65 36.40 35.65 35.69 -2.31 1 3,984 +28
Dec09 090112 36.83 37.60 35.88 35.96 -2.29 592 18,544 -552
Total Volume and Open Interest 81,971 198,556 +857
Canola(WCE)
Jan09 090112 428.0 428.0 419.4 419.4 -17.5 1 7 +0
Mar09 090112 435.0 438.9 418.7 419.4 -18.5 7,479 69,038 +691
May09 090112 443.1 447.2 428.2 428.2 -17.8 480 6,219 -393
Jul09 090112 450.2 454.0 435.4 436.0 -18.1 294 5,050 -597
Nov09 090112 450.6 461.8 443.3 444.2 -16.1 142 6,942 -362
Total Volume and Open Interest 6,968 87,988 +942
Corn(CBOT)
Mar09 090112 411.00 415.00 380.75 380.75 -30.00 9,020 350,048 -1,941
May09 090112 421.00 425.00 391.25 391.25 -30.00 824 106,217 -2,948
Jul09 090112 430.75 438.00 401.50 401.50 -30.00 1,625 124,301 -832
Sep09 090112 441.25 443.00 411.25 411.25 -30.00 377 30,804 +433
Dec09 090112 454.25 457.50 424.25 424.25 -30.00 1,877 146,364 -2,048
Mar10 090112 465.00 466.00 436.00 436.00 -30.00 177 10,853 -49
Total Volume and Open Interest 143,842 812,006 +151
Wheat(CBOT)
Mar09 090112 629.75 637.50 569.50 569.75 -59.75 1,430 131,157 -282
May09 090112 642.50 650.00 582.25 582.50 -59.75 118 30,327 +973
Jul09 090112 653.25 660.00 593.25 594.00 -59.25 877 53,299 +259
Sep09 090112 680.00 680.00 614.00 614.00 -58.75 40 16,999 +243
Dec09 090112 692.25 699.75 633.25 633.50 -58.75 110 26,159 +558
Total Volume and Open Interest 49,689 263,349 +2,340
Wheat(KCBT)
Mar09 090112 625.00 628.00 591.00 595.00 -56.00 5,901 38,956 -773
May09 090112 662.50 665.00 605.25 606.25 -56.25 681 12,036 +537
Jul09 090112 670.00 678.50 613.75 616.50 -56.25 1,593 19,772 +174
Sep09 090112 656.00 657.50 627.25 627.25 -56.50 151 3,830 +40
Dec09 090112 705.00 705.00 644.00 644.00 -57.25 212 8,477 +91
Total Volume and Open Interest 9,778 84,586 +50
Wheat(MGE)
Mar09 090112 676.00 682.00 628.00 628.25 -52.00 1,845 10,001 -136
May09 090112 685.00 685.00 629.75 629.75 -55.25 443 8,266 -5
Jul09 090112 655.25 659.25 635.50 635.50 -55.75 170 3,542 -151
Sep09 090112 677.25 677.25 643.25 643.50 -57.50 158 3,546 -90
Dec09 090112 716.75 718.25 656.75 656.75 -58.00 136 2,394 -43
Total Volume and Open Interest 2,761 27,905 -445
Oats(CBOT)
Mar09 090112 230.75 231.50 212.00 213.00 -17.00 34 6,274 -68
May09 090112 238.50 240.00 222.50 222.50 -17.00 3 3,092 +19
Jul09 090112 235.00 249.00 232.00 232.00 -17.00 0 2,799 +23
Sep09 090112 241.50 258.50 241.50 241.50 -17.00 0 3 +0
Total Volume and Open Interest 415 15,957 -19
Rough Rice(CBOT)
Jan09 090112 15.08 15.08 14.53 14.56 -0.52 6 292 -30
Mar09 090112 14.85 14.94 14.35 14.35 -0.50 4 4,542 -34
May09 090112 15.00 15.10 14.52 14.52 -0.50 2 565 +3
Jul09 090112 15.17 15.17 14.73 14.73 -0.50 0 184 +0
Total Volume and Open Interest 427 6,109 +52
Live Cattle(CME)
Feb09 090112 82.930 83.700 82.535 82.900 -0.200 25,157 76,592 -6,244
Apr09 090112 86.550 87.200 86.180 86.500 -0.330 20,886 68,743 +2,999
Jun09 090112 85.400 85.900 84.950 85.450 -0.250 4,892 36,319 +1,260
Aug09 090112 86.285 86.700 85.885 86.180 -0.520 2,314 16,997 -208
Oct09 090112 89.730 90.100 89.200 89.385 -0.695 734 5,994 +407
Dec09 090112 91.800 92.000 91.250 91.500 -0.730 177 2,952 +99
Total Volume and Open Interest 64,493 210,013 -7,556
Feeder Cattle(CME)
Jan09 090112 94.330 95.580 94.200 95.200 +1.100 733 2,671 -63
Mar09 090112 92.730 94.135 92.635 93.330 +0.650 981 11,705 -169
Apr09 090112 94.180 95.350 94.180 95.080 +1.080 471 2,783 +205
May09 090112 95.635 96.750 95.550 96.500 +0.900 186 2,128 +1
Aug09 090112 98.730 98.800 98.050 98.400 +0.720 209 1,087 +20
Sep09 090112 99.000 99.000 98.000 98.600 +0.700 31 138 +11
Oct09 090112 97.700 98.400 97.700 98.100 +0.400 30 45 -11
Total Volume and Open Interest 4,445 20,592 +484
Lean Hogs(CME)
Feb09 090112 62.350 62.700 61.350 61.485 -0.965 16,073 48,972 -7,761
Apr09 090112 68.500 68.600 67.225 67.475 -1.125 16,101 43,589 -248
May09 090112 78.225 79.400 78.225 79.000 -1.430 61 1,789 +8
Jun09 090112 80.250 80.350 79.100 79.830 -0.920 4,543 32,374 -423
Jul09 090112 80.200 80.700 79.300 79.930 -1.220 973 6,195 +281
Aug09 090112 78.535 78.850 77.430 77.725 -1.475 516 4,761 +45
Oct09 090112 70.100 71.000 70.050 70.800 -0.300 411 3,373 +17
Dec09 090112 68.500 69.000 68.450 68.850 -0.350 35 1,029 +8
Total Volume and Open Interest 50,361 150,316 -3,840
Pork Bellies(CME)
Feb09 090112 83.000 85.800 83.000 84.550 +0.970 49 658 +1
Mar09 090112 84.700 84.700 83.700 84.000 +0.450 4 154 +1
May09 090112 85.500 85.500 85.450 85.500 +0.200 14 231 +1
Jul09 090112 84.400 84.400 84.400 84.400 +0.250 0 143 +0
Aug09 090112 87.250 87.250 87.250 87.250 unch 0 2 +0
Total Volume and Open Interest 60 1,185 -7
Class III Milk(CME)
Jan09 090112 10.86 10.89 10.84 10.84 -0.04 214 4,450 +57
Feb09 090112 9.98 10.00 9.61 9.85 -0.07 211 4,237 +82
Mar09 090112 10.22 10.47 10.11 10.23 +0.05 268 3,874 +168
Apr09 090112 10.74 11.07 10.70 10.82 +0.12 173 3,181 +53
May09 090112 11.15 11.50 11.15 11.30 +0.22 113 3,105 +69
Total Volume and Open Interest 1,945 35,722 +423
Cocoa(ICE)
Mar09 090112 2585 2585 2450 2506 -79 6,806 57,714 -2,502
May09 090112 2569 2569 2450 2507 -72 1,765 26,318 +1,458
Jul09 090112 2537 2545 2444 2496 -74 547 12,620 +173
Sep09 090112 2514 2523 2430 2474 -72 171 7,555 +100
Dec09 090112 2472 2480 2400 2439 -72 44 10,580 -5
Mar10 090112 2438 2442 2394 2413 -74 39 3,284 +453
May10 090112 2406 2406 2406 2406 -70 0 1,571 +1
Total Volume and Open Interest 9,390 120,231 +1,393
Coffee "C"(ICE)
Mar09 090112 116.75 118.85 114.30 114.50 -2.40 7,952 74,185 +1,815
May09 090112 117.90 120.55 116.35 116.60 -2.35 1,302 28,890 +1,350
Jul09 090112 120.70 122.50 118.75 118.75 -2.30 999 8,268 -318
Sep09 090112 123.95 123.95 120.40 120.70 -2.30 805 4,781 +194
Dec09 090112 126.15 126.15 123.65 123.65 -2.25 296 7,535 +201
Mar10 090112 126.35 126.35 126.35 126.35 -2.25 0 3,859 +163
Total Volume and Open Interest 11,532 125,261 -1,830
Orange Juice(ICE)
Jan09 090109 78.00 78.00 76.75 77.40 +1.00 0 72 -2
Mar09 090112 77.45 78.75 73.50 74.45 -2.60 610 22,430 -152
May09 090112 81.85 81.85 77.50 77.95 -2.70 312 3,061 -70
Jul09 090112 85.55 85.55 81.60 81.60 -2.95 53 1,449 +3
Sep09 090112 89.80 89.80 85.85 85.85 -2.95 26 424 +128
Nov09 090112 89.00 89.35 89.00 89.35 -2.95 0 121 +0
Total Volume and Open Interest 1,001 27,954 +38
Sugar #11(ICE)
Mar09 090112 12.00 12.11 11.45 11.47 -0.58 38,284 245,273 -2,789
May09 090112 12.50 12.57 11.95 11.97 -0.53 11,923 106,838 +2,305
Jul09 090112 12.75 12.93 12.36 12.39 -0.45 7,356 121,388 -1,255
Oct09 090112 13.33 13.49 12.95 12.98 -0.44 3,479 71,788 -102
Mar10 090112 14.22 14.27 13.74 13.75 -0.47 1,168 54,112 +971
Total Volume and Open Interest 63,532 665,472 -3,462
Sugar #14(ICE)
Mar09 090112 20.20 20.20 20.15 20.16 -0.03 27 2,393 +100
May09 090112 20.65 20.65 20.65 20.65 +0.05 0 2,727 +186
Jul09 090112 20.75 20.75 20.75 20.75 unch 0 1,858 +3
Sep09 090112 20.98 20.98 20.98 20.98 +0.20 0 937 +0
Total Volume and Open Interest 57 7,626 +30
London Cocoa(LCE)
Mar09 090112 1807 1822 1725 1775 -33 5,892 72,429 -426
May09 090112 1760 1775 1696 1745 -19 1,562 39,396 +784
Jul09 090112 1741 1758 1690 1740 -11 238 31,090 +104
Sep09 090112 1695 1745 1680 1733 -2 1,021 11,729 +313
Dec09 090112 1693 1693 1659 1679 -2 657 14,406 +96
Mar10 090112 1653 1660 1641 1643 -6 683 1,895 +496
May10 090112 1652 1652 1652 1652 -8 0 12 +0
Total Volume and Open Interest 22,022 169,590 +195
London Coffee(LCE)
Jan09 090112 1990.00 2011.00 1988.00 1988.00 -24.00 287 14,202 -226
Total Volume and Open Interest 93 14,428 -231
London Sugar(LCE)
Mar09 090112 335.80 337.50 325.00 326.50 -12.60 3,496 25,582 +800
May09 090112 342.00 343.40 332.60 334.00 -12.10 2,004 13,462 +554
Aug09 090112 352.10 352.10 341.00 342.40 -11.60 1,580 7,871 -304
Oct09 090112 359.90 359.90 351.30 351.30 -11.60 791 3,404 +103
Dec09 090112 360.40 360.40 360.40 360.40 -11.60 151 990 +106
Total Volume and Open Interest 3,765 50,703 +1,155
Cotton(ICE)
Mar09 090112 49.17 49.98 46.58 46.67 -2.65 8,103 71,583 -1,055
May09 090112 49.90 50.26 47.06 47.37 -2.48 2,715 20,808 +222
Jul09 090112 51.20 51.61 48.50 48.72 -2.48 971 18,246 +62
Oct09 090112 53.00 53.00 51.52 51.52 -2.43 0 247 +0
Dec09 090112 55.70 56.02 52.85 53.06 -2.61 290 16,479 -312
Mar10 090112 56.46 56.46 56.46 56.46 -2.51 0 221 +52
Total Volume and Open Interest 12,091 130,378 +1,239
Lumber(CME)
Jan09 090112 159.8 160.2 158.2 158.3 -3.8 385 416 -263
Mar09 090112 181.0 181.5 173.2 174.5 -6.5 513 5,388 +92
May09 090112 192.7 193.7 190.6 192.3 -3.2 134 1,549 +14
Jul09 090112 207.7 207.7 205.8 206.9 -1.8 67 415 +32
Total Volume and Open Interest 1,059 8,033 +199
Crude Oil(NYM)
Feb09 090112 40.55 40.80 37.48 37.59 -3.24 277,431 192,028 -15,721
Mar09 090112 45.66 47.70 43.25 43.65 -2.42 173,204 241,479 +34,320
Apr09 090112 49.00 49.15 46.50 46.97 -2.14 36,849 73,866 +4,223
May09 090112 51.13 51.35 48.82 49.25 -1.96 21,323 49,578 +3,633
Jun09 090112 52.70 52.70 50.41 50.91 -1.84 26,059 109,063 +3,789
Jul09 090112 52.62 52.93 51.88 52.33 -1.80 10,675 47,209 +2,007
Aug09 090112 53.54 53.55 53.44 53.44 -1.78 5,390 27,742 +992
Sep09 090112 54.25 54.60 53.71 54.44 -1.73 2,903 20,179 +852
Oct09 090112 55.35 55.46 55.04 55.38 -1.66 1,964 19,661 +650
Nov09 090112 57.92 57.92 55.99 56.28 -1.59 2,511 16,964 +1,002
Dec09 090112 58.64 58.64 56.70 57.17 -1.52 14,658 95,766 -1,142
Jan10 090112 58.60 58.60 58.00 58.00 -1.48 2,057 19,607 +957
Feb10 090112 58.82 58.82 58.82 58.82 -1.43 429 10,271 -94
Mar10 090112 59.60 59.60 59.60 59.60 -1.38 137 13,326 +22
Apr10 090112 60.31 60.31 60.31 60.31 -1.34 93 3,393 -117
May10 090112 60.85 60.97 60.85 60.97 -1.31 122 3,976 +2
Total Volume and Open Interest 629,765 1,187,901 -28,297
e-miNY Crude Oil(NYM)
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 090112 40.500 40.825 37.500 37.600 -3.225 14,265 8,355 +870
Mar09 090112 45.900 46.200 43.300 43.650 -2.425 1,516 2,411 +664
Apr09 090112 48.675 48.750 46.700 46.975 -2.125 181 256 -14
May09 090112 51.500 51.500 48.825 49.250 -1.950 46 65 +13
Jun09 090112 51.000 51.075 50.500 50.900 -1.850 4 42 +2
Jul09 090112 52.325 52.325 52.325 52.325 -1.800 2 5 +0
Aug09 090112 53.450 53.450 53.450 53.450 -1.775 1 1 +0
Sep09 090112 54.450 54.450 54.450 54.450 -1.725 1 2 +0
Oct09 090112 55.375 55.375 55.375 55.375 -1.675 1 1 +0
Total Volume and Open Interest 20,979 9,679 -862
Heating Oil(NYM)
Feb09 090112 148.80 150.70 144.02 147.24 -1.53 39,100 43,132 -3,065
Mar09 090112 149.28 151.04 144.35 147.14 -2.28 19,700 38,568 +2,905
Apr09 090112 147.71 149.55 145.20 147.39 -2.88 7,991 24,748 +767
May09 090112 148.25 150.51 146.88 148.39 -3.33 5,058 19,011 +494
Jun09 090112 150.88 151.55 148.19 149.84 -3.68 6,172 24,108 +702
Jul09 090112 152.18 154.35 151.00 152.49 -3.93 2,154 10,788 -310
Aug09 090112 155.94 157.45 154.60 155.84 -3.93 789 5,320 +135
Sep09 090112 159.26 161.25 157.50 159.24 -3.83 1,038 8,989 +160
Oct09 090112 162.00 164.44 161.00 162.39 -3.68 1,143 4,635 +188
Nov09 090112 165.00 166.29 163.50 164.84 -3.63 1,139 2,743 +116
Dec09 090112 167.50 169.18 165.67 167.19 -3.58 4,178 15,107 +450
Jan10 090112 169.00 170.45 168.00 169.19 -3.63 1,567 4,223 +208
Total Volume and Open Interest 110,457 225,474 -1,072
Gasoline(NYMEX)
Feb09 090112 110.48 111.52 106.50 108.41 -2.71 29,140 66,782 -5,933
Mar09 090112 115.45 115.87 111.00 112.96 -2.81 18,321 41,169 +3,994
Apr09 090112 127.05 128.23 125.00 126.66 -2.86 6,324 20,592 -192
May09 090112 131.75 131.75 127.79 129.26 -2.81 4,747 12,566 +625
Jun09 090112 131.10 133.46 130.40 131.86 -2.86 3,323 11,824 -35
Jul09 090112 132.75 134.24 132.08 133.36 -2.96 1,876 9,530 -65
Aug09 090112 133.90 135.20 132.91 134.51 -3.06 649 5,346 +48
Sep09 090112 134.36 135.06 133.35 135.06 -3.11 650 5,544 +151
Oct09 090112 124.03 126.96 124.03 125.86 -3.11 405 3,334 +102
Nov09 090112 126.20 127.00 126.20 126.61 -3.11 160 1,411 -20
Total Volume and Open Interest 65,766 192,857 -1,315
e-miNY RBOB Gasoline(NYM)
Feb09 081230 93.28 93.28 93.28 93.28 +1.43 0 1 +1
Mar09 090112 112.96 112.96 112.96 112.96 -2.81      
Apr09 090112 126.66 126.66 126.66 126.66 -2.86      
May09 090112 129.26 129.26 129.26 129.26 -2.81      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Feb09 090112 5.547 5.634 5.370 5.542 +0.026 48,077 77,110 -3,603
Mar09 090112 5.514 5.596 5.352 5.517 +0.023 24,274 109,539 +2,175
Apr09 090112 5.555 5.643 5.416 5.572 +0.029 10,861 66,364 +2,218
May09 090112 5.580 5.721 5.495 5.652 +0.029 6,380 43,878 +1,113
Jun09 090112 5.639 5.824 5.615 5.754 +0.028 3,000 29,439 +233
Jul09 090112 5.767 5.925 5.740 5.874 +0.028 1,472 25,112 +119
Aug09 090112 5.830 6.030 5.830 5.969 +0.025 1,029 21,799 -24
Sep09 090112 5.911 6.091 5.890 6.026 +0.025 1,193 17,875 +159
Oct09 090112 6.120 6.200 6.014 6.142 +0.024 2,942 35,697 -171
Nov09 090112 6.470 6.647 6.470 6.597 +0.029 430 16,315 -49
Dec09 090112 7.100 7.143 6.970 7.097 +0.034 504 27,272 +49
Jan10 090112 7.365 7.410 7.235 7.367 +0.034 1,410 21,845 +151
Feb10 090112 7.370 7.418 7.289 7.372 +0.034 245 8,765 +35
Mar10 090112 7.190 7.248 7.087 7.197 +0.039 1,085 20,152 -205
Apr10 090112 6.685 6.804 6.670 6.767 +0.034 974 17,223 -513
May10 090112 6.720 6.774 6.655 6.752 +0.034 220 9,756 +27
Total Volume and Open Interest 158,249 695,494 +785
Brent Crude Oil(ICE)
Feb09 090112 44.57 44.70 42.12 42.91 -1.51 84,446 62,498 -11,727
Mar09 090112 47.48 47.48 44.81 45.52 -1.72 112,981 163,654 -1,237
Apr09 090112 49.97 49.97 47.29 47.90 -1.84 68,392 85,489 +7,724
May09 090112 50.77 51.02 49.18 49.73 -1.89 19,410 28,898 +3,799
Jun09 090112 52.31 52.54 50.71 51.23 -1.88 8,982 43,360 -242
Jul09 090112 53.53 53.53 52.12 52.48 -1.89 2,480 15,953 -1,569
Aug09 090112 54.41 54.41 53.30 53.63 -1.90 2,185 14,767 +131
Sep09 090112 55.42 55.42 54.34 54.65 -1.89 1,836 12,783 -656
Oct09 090112 55.84 56.09 55.27 55.58 -1.83 1,478 10,156 -65
Nov09 090112 56.50 56.60 56.40 56.42 -1.71 1,222 11,768 +135
Dec09 090112 58.34 58.34 56.78 57.23 -1.61 7,276 53,516 +147
Jan10 090112 58.04 58.04 58.04 58.04 -1.57 0 9,200 +56
Feb10 090112 58.83 58.83 58.83 58.83 -1.54 0 6,307 +18
Mar10 090112 59.57 59.57 59.57 59.57 -1.48 0 3,041 +0
Total Volume and Open Interest 352,967 631,455 -4,213
Gas Oil(ICE)
Jan09 090112 462.00 465.00 448.50 454.75 unch 37,897 21,130 -10,043
Feb09 090112 471.50 473.00 452.00 453.00 -7.25 66,898 92,986 -2,059
Mar09 090112 478.50 480.00 458.50 459.50 -7.75 27,590 42,216 +6,436
Apr09 090112 481.50 482.75 466.50 467.50 -8.00 13,318 26,349 +1,812
May09 090112 492.00 492.00 476.50 476.50 -8.00 8,912 23,472 -1,470
Jun09 090112 500.00 500.00 485.50 485.75 -7.75 8,667 41,046 -729
Jul09 090112 508.25 508.25 496.25 496.25 -7.75 2,691 14,443 +752
Aug09 090112 518.25 518.50 506.50 506.50 -7.50 1,432 17,391 +3,429
Sep09 090112 528.25 528.50 516.25 516.25 -7.25 1,804 13,086 +583
Oct09 090112 537.50 537.75 525.50 525.50 -7.00 1,399 10,442 +258
Total Volume and Open Interest 183,096 425,623 -1,277
Ethanol(CBOT)
Jan09 090106 1.675 1.675 1.675 1.675 +0.044 2 72 +72
Feb09 090112 1.590 1.590 1.585 1.585 -0.100 9 366 -203
Mar09 090112 1.615 1.615 1.615 1.615 -0.077 42 270 -186
Apr09 090112 1.630 1.630 1.625 1.625 -0.076 35 357 +26
May09 090112 1.650 1.650 1.650 1.650 -0.090 18 201 +7
Jun09 090112 1.651 1.665 1.651 1.665 -0.085 5 193 +0
Jul09 090112 1.700 1.700 1.700 1.700 -0.075 2 193 +0
Aug09 090112 1.700 1.700 1.700 1.700 -0.080 3 210 +0
Total Volume and Open Interest 139 2,792 -334
US Dollar Index(ICE)
Mar09 090112 83.365 84.190 83.365 83.745 +0.290 3,570 11,933 -450
Jun09 090112 84.000 84.450 83.990 84.280 +0.285 9 2,415 +1
Sep09 090112 84.980 84.980 84.980 84.980 +0.285      
Total Volume and Open Interest 3,579 14,797 -350
Australian Dollar(CME)
Mar09 090112 69.68 69.68 67.47 67.80 -2.18 33 36,316 -1,616
Jun09 090112 69.25 69.60 67.18 67.42 -2.18 0 129 +25
Sep09 090112 67.09 69.27 67.09 67.09 -2.18 0 153 +0
Total Volume and Open Interest 31,609 38,214 +228
British Pound(CME)
Mar09 090112 151.19 151.30 147.80 148.22 -2.87 0 70,327 -3,098
Jun09 090112 149.75 150.93 147.78 148.02 -2.91 0 1,370 +6
Sep09 090112 147.71 150.93 147.62 148.01 -2.92 0 7 +1
Total Volume and Open Interest 71,365 74,815 -1,540
Canadian Dollar(CME)
Mar09 090112 84.19 84.23 81.80 82.28 -1.92 73 48,581 +681
Jun09 090112 83.84 84.26 82.06 82.34 -1.92 0 2,089 -13
Sep09 090112 83.60 84.37 82.28 82.44 -1.93 0 1,129 +2
Dec09 090112 83.71 83.71 82.28 82.44 -1.94 0 594 +12
Total Volume and Open Interest 29,561 51,822 -534
Japanese Yen(CME)
Mar09 090112 110.95 112.59 110.81 112.35 +1.75 51 107,469 -1,293
Jun09 090112 111.10 112.68 110.71 112.45 +1.74 0 3,781 +40
Sep09 090112 112.57 112.57 110.83 112.57 +1.74 0 37 +0
Total Volume and Open Interest 98,432 112,568 +3,968
Swiss Franc(CME)
Mar09 090112 89.85 90.18 88.97 89.89 +0.12 1 25,163 -530
Jun09 090112 89.45 90.20 89.19 89.99 +0.07 0 362 +0
Sep09 090112 90.15 90.19 89.68 90.15 +0.07 0 6 +0
Total Volume and Open Interest 34,640 26,065 -105
EuroFX(CME)
Mar09 090112 134.20 134.50 132.56 133.65 -0.35 152 112,416 -3,035
Jun09 090112 133.21 133.88 132.27 133.31 -0.35 0 1,039 +18
Sep09 090112 133.12 133.48 132.41 133.12 -0.36 0 891 +1
Total Volume and Open Interest 181,960 117,409 -3,208
Mexican Peso(CME)
Jan09 090112 724.8 735.0 724.8 724.8 -10.2      
Feb09 090112 719.8 730.0 719.8 719.8 -10.2      
Total Volume and Open Interest 6,136 17,512 +524
30-Year T-Bonds(CBOT)
Mar09 090112 133~065 134~285 132~085 134~265 +1~220 200,454 724,720 -1,397
Jun09 090112 131~250 133~170 131~070 133~155 +1~200 594 1,124 +135
Sep09 090112 132~085 132~085 130~185 132~085 +1~220 0 37 +0
Total Volume and Open Interest 153,938 727,169 +2,576
10-Year T-Notes(CBOT)
Mar09 090112 125~200 126~115 125~035 126~105 +0~250 482,592 1,018,850 -7,960
Jun09 090112 123~110 124~150 123~110 124~065 +0~260 9 136 +0
Sep09 090112 123~065 123~065 122~125 123~065 +0~260      
Total Volume and Open Interest 509,916 1,026,946 -8,341
5-Year T-Notes(CBOT)
Mar09 090112 119~081 120~000 119~055 119~126 +0~045 233,818 0 +0
Jun09 090112 118~070 118~070 118~026 118~070 +0~045      
Sep09 090112 56~022 56~022 55~106 56~022 +0~044      
Total Volume and Open Interest 224,182 992,809 +1,409
2 Year T-Notes(CBOT)
Mar09 090112 109~017 109~099 109~015 109~026 +0~010 61 537,962 +5,650
Jun09 090112 108~086 108~086 108~076 108~086 +0~010 0 1 +0
Sep09 090112 108~086 108~086 108~076 108~086 +0~010      
Total Volume and Open Interest 156,988 532,313 +24,309
Eurodollars(CME)
Mar09 090112 99.120 99.215 99.120 99.195 +0.080 11,924 1,264,484 -2,396
Jun09 090112 99.095 99.210 99.095 99.190 +0.085 8,911 1,035,912 -1,038
Sep09 090112 98.990 99.075 98.975 99.060 +0.070 4,897 884,825 +11,135
Dec09 090112 98.815 98.875 98.800 98.865 +0.055 2,426 753,295 +9,969
Mar10 090112 98.675 98.735 98.660 98.705 +0.030 4,725 628,477 +15,399
Jun10 090112 98.410 98.465 98.385 98.420 +0.010 2,661 369,961 +6,145
Sep10 090112 98.185 98.215 98.120 98.165 +0.010 2,813 341,589 +4,593
Dec10 090112 97.935 97.965 97.860 97.925 +0.020 3,158 286,973 +6,428
Mar11 090112 97.835 97.835 97.725 97.805 +0.030 2,035 181,961 +531
Jun11 090112 97.685 97.690 97.575 97.675 +0.040 1,631 182,286 +2,236
Sep11 090112 97.540 97.605 97.465 97.590 +0.050 2,313 123,841 +1,907
Dec11 090112 97.440 97.520 97.365 97.505 +0.060 1,463 103,387 +539
Mar12 090112 97.425 97.505 97.345 97.490 +0.070 539 86,793 -555
Jun12 090112 97.330 97.470 97.290 97.450 +0.075 455 60,813 +1,610
Sep12 090112 97.335 97.440 97.250 97.420 +0.080 1,264 70,292 +1,193
Dec12 090112 97.265 97.380 97.180 97.355 +0.085 3,090 51,319 -455
Mar13 090112 97.260 97.370 97.165 97.340 +0.090 367 38,389 -343
Jun13 090112 97.205 97.330 97.100 97.295 +0.100 145 29,056 +432
Total Volume and Open Interest 1,845,056 6,732,516 +39,973
30 Day Federal Funds(CBOT)
Jan09 090112 99.875 99.880 99.870 99.872 +0.002 163 67,802 -119
Feb09 090112 99.835 99.835 99.820 99.830 +0.010 799 63,685 -164
Mar09 090112 99.800 99.815 99.795 99.810 +0.010 100 38,714 -454
Apr09 090112 99.790 99.800 99.780 99.790 +0.010 100 40,546 +921
May09 090112 99.760 99.775 99.750 99.765 +0.005 100 48,435 -407
Jun09 090112 99.735 99.745 99.720 99.740 +0.010 105 21,963 +322
Total Volume and Open Interest 44,755 368,307 +3,589
30 Day Fed Funds(e-CBOT)
Jan09 090112 99.875 99.880 99.872 99.880 +0.005 2,962 67,802 -119
Feb09 090112 99.835 99.835 99.825 99.830 unch 6,627 63,685 -164
Mar09 090112 99.800 99.805 99.795 99.800 -0.005 5,248 38,714 -454
Apr09 090112 99.790 99.800 99.780 99.780 -0.010 8,407 40,546 +921
May09 090112 99.760 99.775 99.760 99.760 -0.005 6,910 48,435 -407
Jun09 090112 99.735 99.745 99.725 99.730 unch 6,908 21,963 +322
Total Volume and Open Interest 49,439 371,061 +2,754
3-Mth Euro-Yen(CME)
Mar09 090112 99.40 99.40 99.40 99.40 unch 0 5,294 +0
Jun09 090112 99.50 99.50 99.50 99.50 +0.02 0 1,278 +0
Sep09 090112 99.53 99.53 99.53 99.53 +0.02 0 480 +0
Dec09 090112 99.51 99.51 99.51 99.51 +0.02 0 175 +0
Mar10 090112 99.42 99.42 99.42 99.42 +0.02      
Jun10 090112 99.36 99.36 99.36 99.36 +0.02      
Sep10 090112 99.34 99.34 99.34 99.34 +0.02      
Dec10 090112 99.32 99.32 99.32 99.32 +0.02      
Mar11 090112 99.25 99.25 99.25 99.25 +0.01      
Jun11 090112 99.25 99.25 99.25 99.25 +0.01      
Total Volume and Open Interest 0 7,227 +0
3-Mth Euro-Yen(SGX)
Mar09 090112 99.40 99.40 99.40 99.40 unch 2,064 17,960 -894
Jun09 090112 99.50 99.50 99.50 99.50 unch 184 7,428 +144
Sep09 090112 99.54 99.54 99.54 99.54 +0.01 295 3,309 +50
Dec09 090112 99.52 99.52 99.52 99.52 +0.01 67 1,421 +63
Mar10 090112 99.43 99.43 99.43 99.43 +0.01 14 1,213 +14
Jun10 090112 99.38 99.38 99.38 99.38 +0.01 14 548 +14
Sep10 090112 99.35 99.35 99.35 99.35 +0.01 0 264 +0
Dec10 090112 99.33 99.33 99.33 99.33 +0.01 0 164 +0
Total Volume and Open Interest 2,254 34,893 -253
Japanese Gov't Bonds(SGX)
Mar09 090109 138.70 139.01 138.70 139.00 -0.14 4,816 10,248 +10,248
Jun09 090109 139.00 139.00 139.00 139.00 +0.37      
Sep09 090109 139.00 139.00 139.00 139.00 +0.37      
Total Volume and Open Interest 1,106 9,736 -512
Euro-Bund(EUREX)
Mar09 090112 124.65 125.21 124.41 125.13 +0.41 725,386 840,190 +2,958
Jun09 090112 123.53 123.99 123.41 123.99 +0.41 89 824 +7
Sep09 090112 123.99 123.99 123.99 123.99 +0.41      
Total Volume and Open Interest 725,475 841,014 +2,965
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090112 116.26 116.26 116.26 116.26 +0.17 349 4,285 +250
Sep09 090112 116.26 116.26 116.26 116.26 +0.17      
Total Volume and Open Interest 432,688 812,953 +18,288
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090112 98.225 98.325 98.225 98.325 +0.060 196 5,560 -135
Sep09 090112 98.205 98.275 98.190 98.275 +0.030 97 2,629 -45
Total Volume and Open Interest 860 31,572 -161
Long Gilt(LIFFE)
Mar09 090112 122~12 122~17 121~28 122~13 0~00 66,883 316,041 +1,132
Jun09 090112 123~04 123~04 123~04 123~04 0~00      
Total Volume and Open Interest 86,195 314,909 +7,661
3-Mth Short Sterling(LIFFE)
Mar09 090112 98.51 98.61 98.50 98.60 +0.10 48,551 432,561 -3,047
Jun09 090112 98.53 98.67 98.53 98.64 +0.09 47,080 301,728 +3,639
Sep09 090112 98.46 98.58 98.43 98.56 +0.10 34,390 244,073 +3,040
Dec09 090112 98.19 98.29 98.18 98.28 +0.08 19,943 220,165 +2,487
Mar10 090112 97.97 98.05 97.94 98.04 +0.08 23,947 181,682 -770
Jun10 090112 97.67 97.74 97.64 97.73 +0.06 25,507 138,177 +3,863
Total Volume and Open Interest 320,502 1,714,683 +24,728
3-Mth Euribor(LIFFE)
Mar09 090112 98.010 98.100 97.970 98.085 +0.100 162,895 721,111 -6,900
Jun09 090112 98.275 98.330 98.220 98.325 +0.055 129,677 560,038 +9,619
Sep09 090112 98.240 98.285 98.175 98.275 +0.035 96,165 467,890 +2,074
Total Volume and Open Interest 780,295 3,130,156 +11,064
3-Mth Aus T-Bills(SFE)
Mar09 090112 96.76 96.84 96.75 96.84 +0.07 7,493 255,196 -1,315
Jun09 090112 97.04 97.14 97.04 97.13 +0.08 6,398 167,904 +447
Sep09 090112 96.94 97.06 96.94 97.05 +0.10 1,894 111,055 -90
Dec09 090112 96.66 96.81 96.66 96.80 +0.11 1,943 62,807 +447
Mar10 090112 96.32 96.47 96.29 96.47 +0.16 1,521 44,322 +703
Jun10 090112 95.93 96.08 95.89 96.08 +0.16 1,657 37,639 -180
Sep10 090112 95.71 95.79 95.71 95.78 +0.16 599 23,346 +363
Dec10 090112 95.52 95.60 95.50 95.58 +0.16 515 11,614 +374
Mar11 090112 95.44 95.44 95.44 95.44 +0.16 10 746 -10
Jun11 090112 95.35 95.35 95.35 95.35 +0.16 0 843 +0
Total Volume and Open Interest 26,866 715,629 +739
10-Year Aus T-Bonds(SFE)
Mar09 090112 95.93 95.95 95.89 95.90 +0.02 29,092 300,358 +19,451
Jun09 090112 95.90 95.90 95.90 95.90 +0.02      
Total Volume and Open Interest 37,715 300,358 +19,451
3-Year Aus T-Bonds(SFE)
Mar09 090112 96.67 96.75 96.65 96.72 +0.13 63,837 344,827 -4,152
Jun09 090112 96.72 96.72 96.72 96.72 +0.13      
Total Volume and Open Interest 69,213 344,827 -4,152
Gold(CMX)
Feb09 090112 856.1 857.5 815.1 821.0 -34.0 106,498 188,494 -1,743
Apr09 090112 857.6 857.6 817.2 822.4 -34.1 10,599 56,474 +6,137
Jun09 090112 856.8 856.8 817.7 823.5 -34.2 1,785 31,422 +235
Aug09 090112 831.6 835.0 824.7 824.7 -34.3 955 11,801 +449
Oct09 090112 837.5 837.5 825.8 825.8 -34.5 48 3,372 -33
Dec09 090112 859.0 859.0 822.0 827.1 -34.7 548 14,817 +242
Feb10 090112 829.3 829.3 828.4 828.4 -34.8 4 2,880 +3
Apr10 090112 829.8 829.8 829.8 829.8 -34.8 200 301 +0
Jun10 090112 831.2 831.2 831.2 831.2 -34.8 3 3,015 +0
Aug10 090112 832.7 832.7 832.7 832.7 -34.9 2 100 +0
Oct10 090112 834.4 834.4 834.4 834.4 -34.9      
Dec10 090112 861.7 861.7 836.3 836.3 -35.0 125 11,777 +125
Total Volume and Open Interest 129,472 328,203 -81
Silver(CMX)
Mar09 090112 1127.0 1130.0 1054.0 1075.0 -57.0 19,070 52,450 +711
May09 090112 1119.5 1123.5 1058.5 1076.5 -57.2 241 6,856 +80
Jul09 090112 1126.5 1126.5 1060.0 1077.7 -57.2 316 9,529 +64
Sep09 090112 1078.6 1078.6 1078.6 1078.6 -57.3 100 3,242 +67
Dec09 090112 1125.0 1125.0 1060.0 1080.0 -57.3 192 7,943 +141
Mar10 090112 1081.3 1081.3 1081.3 1081.3 -57.4 100 693 +0
May10 090112 1082.1 1082.1 1082.1 1082.1 -57.4 8 1 +0
Total Volume and Open Interest 20,193 86,202 -282
Platinum(NYMEX)
Jan09 090112 998.5 998.5 964.0 968.4 -32.1      
Apr09 090112 1009.9 1009.9 955.0 973.9 -31.6 1,483 17,977 +169
Jul09 090112 980.0 980.0 967.5 978.9 -31.6      
Total Volume and Open Interest 1,734 18,515 -69
Palladium(NYMEX)
Mar09 090112 191.90 196.25 184.10 187.15 -4.75 1,037 11,980 -71
Jun09 090112 192.90 193.65 186.90 193.65 +0.75      
Total Volume and Open Interest 367 12,426 +87
Copper(CMX)
Mar09 090112 154.95 159.60 145.50 148.85 -7.10 18,041 53,724 +2,327
May09 090112 156.00 160.00 146.80 150.25 -7.10 3,270 11,014 +1,406
Jul09 090112 148.30 151.20 148.00 151.00 -7.05 451 2,785 +132
Sep09 090112 148.75 151.50 148.75 151.50 -7.05 168 1,757 +28
Dec09 090112 156.55 156.55 149.00 151.95 -7.00 135 2,151 +85
Total Volume and Open Interest 19,769 76,971 -56
Aluminum(CMX)
Jan09 090112 0.70 0.70 0.70 0.70 -71.60      
Feb09 090112 0.71 0.71 0.71 0.71 -72.34      
Mar09 090112 0.72 0.72 0.72 0.72 -73.08      
Apr09 090112 0.73 0.73 0.73 0.73 -73.82      
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 090112 8540 8540 8370 8444 -79 983 11,771 +58
Jun09 090112 8462 8482 8402 8402 -80 10 27 +10
Sep09 090112 8343 8423 8343 8343 -80      
Dec09 090112 8303 8383 8303 8303 -80      
Total Volume and Open Interest 1,344 11,730 +27
S & P 500(CME)
Mar09 090112 884.00 885.50 860.00 868.10 -17.40 19,331 488,754 +5,328
Jun09 090112 872.50 883.20 857.20 864.50 -17.70 166 9,925 +123
Sep09 090112 860.70 879.70 853.70 860.70 -18.00 5 583 +5
Dec09 090112 857.70 876.70 850.70 857.70 -18.00 1 24 +0
Total Volume and Open Interest 28,535 493,830 +3,908
S & P 500 E-Mini(Globex)
Mar09 090112 885.00 885.50 860.25 868.00 -23.75 2,052,723 2,404,350 +31,125
Jun09 090112 879.00 884.75 857.25 864.50 -29.50 4,134 20,999 +3,627
Total Volume and Open Interest 1,780,398 2,390,934 +13,230
NASDAQ 100(CME)
Mar09 090112 1213.80 1225.50 1186.00 1206.00 -15.50 3,288 22,156 +747
Jun09 090112 1206.80 1206.80 1203.30 1206.80 -15.50 0 9 +0
Sep09 090112 1207.00 1207.00 1203.50 1207.00 -15.50      
Total Volume and Open Interest 2,186 21,418 +265
NASDAQ 100 E-Mini(Globex)
Mar09 090112 1224.00 1225.80 1186.30 1206.00 -15.50 245,200 238,098 +12,114
Jun09 090112 1214.80 1224.50 1188.00 1206.80 -15.50 11 1,660 +1
Total Volume and Open Interest 256,858 227,662 -1,528
S & P Midcap 400(CME)
Mar09 090112 526.80 530.00 509.50 514.30 -12.50 46 3,639 +5
Jun09 090112 514.30 514.30 513.80 514.30 -12.50      
Sep09 090112 519.30 519.30 518.80 519.30 -12.50      
Total Volume and Open Interest 118 3,634 -70
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090109 8945 8970 8780 8845 -25 65,948 159,747 +5,653
Jun09 090109 8765 8765 8765 8765 -25 0 160 +0
Total Volume and Open Interest 67,039 161,828 +6,744
Nikkei 225(SGX)
Mar09 090109 8945 8970 8780 8845 -25 65,948 159,747 +5,653
Jun09 090109 8765 8765 8765 8765 -25 0 160 +0
Sep09 090109 8770 8770 8770 8770 -25 0 68 +0
Total Volume and Open Interest 67,039 161,828 +6,744
CAC 40(EURONEXT)
Jan09 090112 3280.5 3307.5 3231.5 3247.5 -56.0 114,101 329,744 +6,270
Feb09 090112 3280.5 3308.5 3238.0 3252.0 -56.0 1,065 1,215 +844
Mar09 090112 3285.0 3310.5 3240.5 3254.5 -56.0 374 26,212 -45
Total Volume and Open Interest 92,687 351,779 -2,215
Hang Seng Index(HKFE)
Jan09 090112 14261 14320 13877 14020 -241 6,516 6,762 -1,028
Feb09 090112 14258 14258 13880 14025 -249 47 79 -10
Mar09 090112 14260 14260 13829 13963 -250 22 613 +400
Total Volume and Open Interest 6,586 7,486 -618
DAX(EUREX)
Mar09 090112 4765.0 4809.0 4673.5 4739.0 -74.0 144,801 140,163 +5,588
Jun09 090112 4783.0 4815.0 4702.5 4757.0 -75.5 576 10,796 -130
Sep09 090112 4799.0 4828.0 4718.5 4771.5 -76.0 188 495 -10
Total Volume and Open Interest 131,702 146,006 +2,278
FT-SE 100(EURONEXT)
Mar09 090112 4405.00 4443.00 4332.50 4402.00 -28.50 97,251 715,570 -14,885
Jun09 090112 4342.50 4360.00 4342.50 4360.00 -30.00 24 854 +20
Sep09 090112 4333.00 4333.00 4333.00 4333.00 -31.50      
Total Volume and Open Interest 119,011 731,289 +37,340
SPI 200(SFE)
Mar09 090112 3698.0 3713.0 3608.0 3675.0 -25.0 13,854 320,443 -1,067
Jun09 090112 3649.0 3673.0 3649.0 3673.0 -23.0 1 2,705 -16
Sep09 090112 3624.0 3624.0 3624.0 3624.0 -23.0 1 981 -1
Total Volume and Open Interest 15,490 324,410 -1,085
GSCI(CME)
Jan09 090112 330.00 340.25 324.50 325.50 -18.70 2,529 10,076 -2,139
Feb09 090112 348.00 350.50 344.00 345.00 -17.00 2,422 4,679 +2,302
Mar09 090112 359.00 374.05 359.00 359.00 -15.00 217 0 +0
Total Volume and Open Interest 4,932 14,592 +29
Reuters CCI(ICE)
Feb09 090112 361.00 370.50 354.50 355.50 -15.00 15 28 +1
Apr09 090112 369.55 377.50 362.50 362.50 -15.00 1,202 1,034 +5
Jun09 090112 246.90 246.90 246.90 246.90 -139.60 1 401 -1
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

Banner

Newsflash