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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 Thu January 15, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090115 969.00 1025.00 957.75 994.50 +23.00 7,677 159,672 -932
May09 090115 976.75 1032.50 966.25 1003.25 +23.00 2,278 36,474 +2,179
Jul09 090115 990.00 1041.00 976.00 1013.25 +23.25 975 34,092 +1,281
Aug09 090115 1002.50 1032.50 989.00 1009.50 +20.50 4 1,996 +193
Sep09 090115 965.00 1012.75 965.00 985.00 +13.00 290 1,374 +255
Nov09 090115 950.50 989.25 942.75 960.50 +5.25 1,817 47,921 +5,337
Jan10 090115 968.00 983.25 966.50 967.50 +4.50 24 698 +87
Total Volume and Open Interest 114,906 284,654 +4,083
Soybean Meal(CBOT)
Mar09 090115 296.90 316.60 292.50 305.00 +8.00 5,353 57,129 +603
May09 090115 296.00 317.60 294.80 306.50 +7.90 1,250 19,739 -504
Jul09 090115 300.50 320.00 297.10 309.10 +7.80 708 17,153 +310
Aug09 090115 306.10 316.50 304.50 307.40 +6.80 434 4,950 -35
Sep09 090115 300.10 312.50 299.40 300.80 +5.20 47 3,758 +43
Oct09 090115 287.20 298.50 286.10 286.10 +0.50 144 2,296 +102
Dec09 090115 281.10 297.10 281.10 285.10 +0.50 809 10,497 -14
Jan10 090115 285.10 285.10 284.60 285.10 +0.50 0 191 +4
Total Volume and Open Interest 39,890 115,539 -540
Soybean Oil(CBOT)
Mar09 090115 34.02 35.00 33.64 34.40 +0.35 5,198 109,906 +5,224
May09 090115 34.21 35.37 34.01 34.77 +0.34 871 30,608 +115
Jul09 090115 34.52 35.73 34.38 35.14 +0.34 601 26,802 +1,027
Aug09 090115 34.76 35.80 34.76 35.32 +0.33 3 5,637 +127
Sep09 090115 34.96 35.97 34.96 35.49 +0.32 42 4,041 +126
Oct09 090115 35.29 36.13 35.15 35.64 +0.30 97 3,969 -18
Dec09 090115 35.30 36.41 35.30 35.92 +0.29 690 17,698 -818
Jan10 090115 36.19 36.19 35.90 36.19 +0.29 0 344 +55
Total Volume and Open Interest 48,273 201,306 +1,347
Canola(WCE)
Jan09 090114 435.9 435.9 435.9 435.9 +7.7 1 2 +0
Mar09 090115 433.9 448.7 431.9 441.0 +5.1 17,188 65,343 -1,349
May09 090115 440.6 455.9 440.6 448.7 +5.7 3,864 7,715 +1,205
Jul09 090115 447.2 462.5 447.2 455.9 +6.2 1,435 5,192 +120
Nov09 090115 451.3 465.6 451.3 462.1 +5.4 1,272 6,772 -262
Total Volume and Open Interest 9,820 87,309 +1,784
Corn(CBOT)
Mar09 090115 366.50 369.25 359.75 365.25 -1.25 9,776 341,430 -4,746
May09 090115 377.50 380.25 371.00 376.25 -1.25 437 112,253 +1,457
Jul09 090115 387.75 390.25 381.25 386.50 -1.25 991 126,405 +2,122
Sep09 090115 394.00 400.00 392.00 397.00 -1.00 12 31,898 +799
Dec09 090115 410.25 414.50 405.00 411.00 -0.50 525 148,865 +940
Mar10 090115 423.25 426.50 422.50 423.25 -1.50 93 11,872 +819
Total Volume and Open Interest 194,176 811,319 +3,380
Wheat(CBOT)
Mar09 090115 573.00 577.00 562.75 568.75 -5.50 1,088 128,649 -697
May09 090115 585.00 589.00 576.00 581.50 -5.50 291 31,874 +494
Jul09 090115 594.50 600.00 586.50 592.75 -5.25 616 53,721 -459
Sep09 090115 614.75 620.00 608.50 615.25 -4.00 39 17,313 +235
Dec09 090115 633.75 645.00 630.00 636.75 -3.50 200 26,206 +980
Total Volume and Open Interest 49,269 265,556 +882
Wheat(KCBT)
Mar09 090115 599.50 604.00 590.75 594.50 -5.50 6,536 34,650 -2,437
May09 090115 609.75 616.50 602.75 605.50 -5.75 336 11,864 +194
Jul09 090115 620.75 624.50 612.00 615.00 -6.25 1,178 19,456 -44
Sep09 090115 627.50 633.50 622.50 626.00 -6.25 181 3,868 +42
Dec09 090115 643.50 651.75 639.50 642.25 -6.75 296 8,398 -45
Total Volume and Open Interest 10,139 80,730 -1,364
Wheat(MGE)
Mar09 090115 638.00 654.00 635.00 641.75 unch 1,883 8,719 -417
May09 090115 637.50 647.75 634.00 639.25 +0.50 601 8,335 -6
Jul09 090115 642.75 649.50 636.75 641.25 +0.25 223 3,309 -92
Sep09 090115 649.75 662.75 644.50 648.00 -4.00 220 3,611 -44
Dec09 090115 660.75 668.75 657.00 660.50 -1.25 177 2,398 -8
Total Volume and Open Interest 3,116 26,548 -562
Oats(CBOT)
Mar09 090115 216.25 217.75 210.50 217.00 +1.00 35 6,914 -24
May09 090115 221.50 226.50 221.50 226.50 +1.00 0 3,032 -67
Jul09 090115 234.25 236.00 234.25 236.00 +1.00 0 2,865 +65
Sep09 090115 245.50 245.50 244.50 245.50 +1.00 0 3 +0
Total Volume and Open Interest 833 16,629 +14
Rough Rice(CBOT)
Jan09 090114 13.80 13.85 13.80 13.83 +0.12 19 121 +0
Mar09 090115 13.45 13.66 13.31 13.51 +0.05 4 4,467 -79
May09 090115 13.50 13.75 13.45 13.66 +0.05 0 614 +41
Jul09 090115 13.69 13.96 13.69 13.80 +0.03 0 187 +1
Total Volume and Open Interest 678 5,976 +63
Live Cattle(CME)
Feb09 090115 83.350 84.600 82.930 84.350 +1.000 32,338 51,370 -16,793
Apr09 090115 86.930 88.000 86.200 87.300 +0.470 27,781 82,529 +10,188
Jun09 090115 85.600 86.535 84.800 85.700 unch 7,404 39,691 +2,872
Aug09 090115 86.330 86.800 85.450 86.385 +0.135 2,254 16,517 +582
Oct09 090115 89.750 90.000 88.750 89.650 +0.300 324 6,718 +11
Dec09 090115 91.350 91.800 90.750 91.500 +0.200 258 3,359 +275
Total Volume and Open Interest 56,732 201,139 -2,797
Feeder Cattle(CME)
Jan09 090115 95.700 96.550 94.300 95.000 -0.700 349 2,459 -259
Mar09 090115 94.850 94.900 92.950 94.300 -0.335 1,699 11,478 -132
Apr09 090115 96.000 96.400 94.550 95.550 -0.680 405 3,125 +106
May09 090115 97.500 97.500 95.900 97.300 -0.130 303 2,229 +31
Aug09 090115 97.900 99.000 97.600 98.950 +0.050 134 1,197 +59
Sep09 090115 98.800 98.800 98.400 98.800 +0.050 9 164 +29
Oct09 090115 97.750 98.500 97.750 98.500 -0.050 15 58 +13
Total Volume and Open Interest 3,251 20,701 -192
Lean Hogs(CME)
Feb09 090115 59.750 59.950 59.100 59.830 -0.100 23,254 27,201 -14,474
Apr09 090115 66.300 66.300 65.300 65.850 -0.850 19,740 55,469 +9,197
May09 090115 76.900 77.400 76.400 77.200 -1.000 121 1,815 +17
Jun09 090115 78.535 78.535 77.500 77.900 -1.135 5,347 32,712 +139
Jul09 090115 78.650 78.650 77.785 78.285 -1.045 1,234 6,882 +344
Aug09 090115 76.700 76.900 76.330 76.725 -0.560 236 4,908 +88
Oct09 090115 69.600 69.900 69.150 69.800 -0.600 200 3,576 +174
Dec09 090115 66.500 67.500 66.400 67.350 -0.400 30 1,068 +22
Total Volume and Open Interest 38,071 134,038 -4,250
Pork Bellies(CME)
Feb09 090115 85.000 85.000 83.100 83.800 -1.250 79 556 -13
Mar09 090115 84.000 84.150 83.550 84.000 -0.100 10 152 -3
May09 090115 85.250 86.150 85.050 85.250 -0.850 17 237 +7
Jul09 090115 85.000 85.000 84.200 84.200 -0.435 0 143 +0
Aug09 090115 87.250 87.250 87.250 87.250 unch 0 2 +0
Total Volume and Open Interest 98 1,091 -8
Class III Milk(CME)
Jan09 090115 10.72 10.72 10.65 10.68 -0.04 8 4,578 -24
Feb09 090115 9.42 9.42 9.29 9.32 -0.13 214 4,282 -120
Mar09 090115 9.85 9.85 9.55 9.65 -0.22 313 4,103 +138
Apr09 090115 10.33 10.33 10.16 10.20 -0.17 160 3,408 +202
May09 090115 10.80 10.90 10.59 10.63 -0.27 157 3,414 +287
Total Volume and Open Interest 1,767 37,457 +681
Cocoa(ICE)
Mar09 090115 2385 2398 2351 2367 -31 12,920 51,890 -6,294
May09 090115 2388 2406 2361 2376 -30 3,805 30,652 +2,203
Jul09 090115 2380 2397 2361 2370 -28 929 14,199 +790
Sep09 090115 2380 2380 2338 2353 -23 182 7,689 +95
Dec09 090115 2323 2345 2308 2322 -17 148 10,827 +30
Mar10 090115 2295 2317 2278 2295 -13 59 2,945 +83
May10 090115 2289 2289 2289 2289 -12 0 1,576 +5
Total Volume and Open Interest 10,449 124,141 +1,008
Coffee "C"(ICE)
Mar09 090115 115.00 115.65 113.25 113.90 -0.75 6,926 70,143 -2,200
May09 090115 117.00 117.55 115.30 115.95 -0.75 1,713 28,455 -309
Jul09 090115 118.20 119.15 117.75 118.00 -0.75 542 8,997 +271
Sep09 090115 120.30 121.20 119.30 119.90 -0.75 516 5,165 +378
Dec09 090115 123.05 123.55 122.50 122.80 -0.75 158 7,704 +149
Mar10 090115 125.50 125.50 125.50 125.50 -0.75 0 3,997 +113
Total Volume and Open Interest 10,780 127,162 -61
Orange Juice(ICE)
Mar09 090115 74.50 74.50 70.10 70.95 -3.15 518 22,432 +2
May09 090115 77.95 77.95 74.00 74.75 -3.00 99 3,036 -26
Jul09 090115 81.85 81.85 78.65 78.70 -3.10 68 1,451 -6
Sep09 090115 84.00 84.00 82.30 82.70 -3.10 110 497 +26
Nov09 090115 88.50 88.50 86.35 86.35 -3.10 100 171 +25
Jan10 090115 89.35 92.45 89.35 89.35 -3.10 0 77 +0
Total Volume and Open Interest 680 27,872 +0
Sugar #11(ICE)
Mar09 090115 11.55 12.18 11.52 11.96 +0.53 55,293 224,330 -14,560
May09 090115 12.00 12.44 11.93 12.26 +0.37 21,923 109,878 +3,017
Jul09 090115 12.37 12.73 12.30 12.57 +0.33 15,924 119,956 -1,059
Oct09 090115 13.01 13.23 12.88 13.11 +0.28 7,287 74,223 +2,224
Mar10 090115 13.71 13.94 13.59 13.76 +0.20 3,468 52,900 +165
Total Volume and Open Interest 62,823 656,268 -1,225
Sugar #14(ICE)
Mar09 090115 20.20 20.20 20.20 20.20 +0.01 46 2,443 +55
May09 090115 20.72 20.80 20.72 20.75 +0.03 1 2,773 +46
Jul09 090115 20.89 20.90 20.89 20.89 -0.01 0 1,907 +39
Sep09 090115 20.98 20.98 20.98 20.98 unch 0 966 +29
Total Volume and Open Interest 47 7,925 +5
London Cocoa(LCE)
Mar09 090115 1735 1746 1715 1736 -15 10,317 67,250 -2,655
May09 090115 1704 1718 1689 1710 -11 2,741 43,694 +1,337
Jul09 090115 1696 1705 1688 1698 -12 1,385 31,642 +130
Sep09 090115 1689 1702 1675 1690 -10 140 11,747 -146
Dec09 090115 1630 1635 1600 1632 -18 21 14,790 +213
Mar10 090115 1593 1610 1576 1600 unch 56 2,572 +342
May10 090115 1605 1605 1605 1605 -1 0 12 +0
Total Volume and Open Interest 15,395 173,432 +946
London Coffee(LCE)
Jan09 090115 1960.00 1964.00 1925.00 1950.00 unch 488 12,254 -1,678
Total Volume and Open Interest 1,033 12,755 -1,177
London Sugar(LCE)
Mar09 090115 328.00 336.40 325.90 333.70 +9.10 2,584 25,167 -94
May09 090115 334.20 340.60 331.60 338.50 +7.00 1,139 14,300 +621
Aug09 090115 341.40 347.00 339.40 344.60 +5.80 363 8,088 +160
Oct09 090115 348.80 354.20 348.30 352.10 +5.30 231 3,594 +189
Dec09 090115 360.60 360.60 359.60 359.60 +4.00 62 986 -4
Total Volume and Open Interest 3,329 52,620 +684
Cotton(ICE)
Mar09 090115 45.97 49.00 45.62 48.53 +2.53 7,224 69,139 -1,740
May09 090115 46.51 49.66 46.50 49.11 +2.21 2,166 22,734 +1,634
Jul09 090115 47.75 50.88 47.75 50.05 +1.90 603 18,871 +368
Oct09 090115 52.55 52.55 52.55 52.55 +1.85 20 285 +24
Dec09 090115 52.04 54.94 52.00 54.06 +1.67 199 16,580 +116
Mar10 090115 57.21 57.21 57.21 57.21 +1.42 0 197 +1
Total Volume and Open Interest 11,992 129,553 +364
Lumber(CME)
Jan09 090115 140.0 145.0 139.0 142.1 +3.1 226 192 -141
Mar09 090115 165.7 170.7 162.0 167.2 +1.5 502 5,387 -40
May09 090115 182.7 185.9 180.5 184.2 +2.3 138 1,626 +15
Jul09 090115 198.0 200.7 196.3 196.6 -0.6 46 437 +12
Total Volume and Open Interest 551 7,934 -10
Crude Oil(NYM)
Feb09 090115 37.34 37.99 33.20 35.40 -1.88 311,078 79,601 -71,425
Mar09 090115 44.45 45.27 40.91 43.54 -0.65 259,288 362,226 +85,580
Apr09 090115 48.51 49.48 45.43 48.11 -0.17 78,281 93,983 +15,605
May09 090115 50.90 52.00 48.11 50.61 -0.10 33,115 55,707 +7,139
Jun09 090115 53.00 53.60 49.93 52.39 -0.03 33,089 117,653 +9,722
Jul09 090115 54.20 55.16 51.41 53.80 -0.03 14,067 52,647 +5,852
Aug09 090115 56.29 56.29 52.63 54.80 -0.06 4,997 28,814 +1,907
Sep09 090115 55.58 57.15 53.67 55.72 -0.05 3,748 21,507 +2,338
Oct09 090115 56.30 56.61 54.77 56.61 -0.04 5,113 21,603 +2,151
Nov09 090115 57.19 57.80 55.52 57.48 -0.03 2,832 17,867 +963
Dec09 090115 58.64 59.44 56.29 58.34 -0.02 16,083 93,951 -1,185
Jan10 090115 57.40 59.10 57.40 59.10 -0.04 1,222 19,367 +123
Feb10 090115 59.85 59.85 59.85 59.85 -0.06 182 10,292 -27
Mar10 090115 60.55 60.55 60.55 60.55 -0.09 98 13,344 +36
Apr10 090115 61.20 61.20 61.20 61.20 -0.11 76 3,418 +39
May10 090115 61.80 61.80 61.80 61.80 -0.13 60 3,975 -6
Total Volume and Open Interest 762,289 1,246,827 +34,759
e-miNY Crude Oil(NYM)
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 090115 37.525 37.975 33.175 35.400 -1.875 14,228 7,438 -332
Mar09 090115 44.500 45.200 40.925 43.550 -0.650 5,055 3,584 +1,144
Apr09 090115 48.275 49.400 45.550 48.100 -0.175 221 504 +177
May09 090115 50.150 52.125 49.625 50.600 -0.100 148 147 +13
Jun09 090115 53.100 53.250 51.225 52.400 -0.025 50 123 +80
Jul09 090115 53.800 53.800 53.800 53.800 -0.025 1 6 +0
Aug09 090115 54.800 54.800 54.800 54.800 -0.050 1 1 +0
Sep09 090115 55.725 55.725 55.725 55.725 -0.050 1 2 +0
Oct09 090115 54.750 56.600 54.750 56.600 -0.050 1 1 +0
Total Volume and Open Interest 25,198 14,010 +3,208
Heating Oil(NYM)
Feb09 090115 147.00 151.49 142.49 148.71 +2.40 46,118 33,373 -6,151
Mar09 090115 146.55 151.33 142.00 148.10 +1.90 34,462 45,705 +4,929
Apr09 090115 145.51 150.00 143.00 148.70 +1.60 14,788 26,991 +1,719
May09 090115 147.51 151.80 144.62 150.25 +1.55 9,358 19,950 +678
Jun09 090115 149.50 153.75 146.70 152.20 +1.80 7,291 25,514 +1,485
Jul09 090115 155.25 155.77 150.31 155.55 +2.25 2,873 10,644 -364
Aug09 090115 157.34 159.30 154.00 158.95 +2.45 1,698 6,013 +467
Sep09 090115 162.38 162.75 158.00 162.45 +2.35 1,673 8,919 -202
Oct09 090115 163.40 165.75 161.30 165.65 +2.30 995 4,694 +3
Nov09 090115 166.00 168.61 163.62 168.20 +2.25 835 2,894 +133
Dec09 090115 168.85 170.55 165.27 170.55 +2.20 1,899 16,303 +784
Jan10 090115 172.34 172.55 168.90 172.55 +2.20 1,008 4,300 -3
Total Volume and Open Interest 97,516 229,106 -224
Gasoline(NYMEX)
Feb09 090115 116.97 119.70 110.05 117.42 +0.65 50,522 43,813 -7,213
Mar09 090115 120.67 122.98 113.39 120.81 +0.44 36,124 59,325 +6,644
Apr09 090115 131.00 134.61 125.50 132.97 +0.50 15,275 22,549 +1,189
May09 090115 136.00 136.00 127.97 135.02 +0.35 8,587 14,635 +1,385
Jun09 090115 138.93 138.93 130.19 137.02 +0.20 6,092 14,932 +32
Jul09 090115 136.00 138.14 131.65 138.12 +0.15 3,040 9,500 -5
Aug09 090115 136.30 138.97 133.00 138.97 +0.15 1,557 5,173 -84
Sep09 090115 134.85 139.47 134.66 139.47 +0.25 1,431 6,351 -14
Oct09 090115 127.49 130.17 125.00 130.17 +0.20 368 3,626 +77
Nov09 090115 132.00 132.00 129.86 131.02 +0.25 367 1,416 +6
Total Volume and Open Interest 124,492 196,328 +2,066
e-miNY RBOB Gasoline(NYM)
Feb09 081230 93.28 93.28 93.28 93.28 +1.43 0 1 +1
Mar09 090115 120.81 120.81 120.81 120.81 +0.44 0 1 +0
Apr09 090115 132.97 132.97 132.97 132.97 +0.50      
May09 090115 135.02 135.02 135.02 135.02 +0.35      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Feb09 090115 4.925 5.030 4.742 4.843 -0.127 73,457 64,978 -8,156
Mar09 090115 4.990 5.003 4.740 4.842 -0.130 41,994 121,707 +11,374
Apr09 090115 5.032 5.064 4.832 4.910 -0.138 16,058 69,154 +2,591
May09 090115 5.155 5.155 4.910 4.995 -0.141 7,430 46,667 +2,661
Jun09 090115 5.255 5.255 5.029 5.102 -0.142 1,604 29,922 +182
Jul09 090115 5.358 5.366 5.150 5.229 -0.141 1,444 27,102 +1,847
Aug09 090115 5.468 5.470 5.250 5.331 -0.139 2,016 22,716 +885
Sep09 090115 5.530 5.530 5.314 5.388 -0.142 1,369 18,426 +509
Oct09 090115 5.628 5.650 5.433 5.505 -0.143 3,478 35,903 +81
Nov09 090115 6.140 6.162 5.942 6.010 -0.153 670 16,364 +83
Dec09 090115 6.750 6.750 6.492 6.550 -0.163 646 27,297 -87
Jan10 090115 6.962 6.970 6.759 6.820 -0.166 2,458 21,942 +198
Feb10 090115 6.980 6.980 6.764 6.830 -0.166 623 8,975 +175
Mar10 090115 6.821 6.830 6.610 6.670 -0.161 1,567 20,117 -379
Apr10 090115 6.490 6.490 6.255 6.315 -0.136 984 17,797 +76
May10 090115 6.355 6.380 6.250 6.310 -0.136 129 9,861 +61
Total Volume and Open Interest 141,049 705,973 +9,760
Brent Crude Oil(ICE)
Mar09 090115 47.64 49.58 45.05 47.68 +0.06 164,964 168,394 +11,379
Apr09 090115 49.89 51.71 47.29 49.91 +0.01 73,841 116,231 +27,058
May09 090115 51.40 53.30 49.20 51.79 +0.08 25,960 32,775 +3,738
Jun09 090115 52.76 54.58 50.73 53.26 +0.13 17,123 47,580 +1,812
Jul09 090115 54.92 55.53 52.33 54.36 +0.16 6,278 18,586 +2,402
Aug09 090115 55.81 56.38 53.33 55.32 +0.16 3,725 14,914 -36
Sep09 090115 56.63 57.17 54.05 56.17 +0.14 3,107 14,118 +1,383
Oct09 090115 57.44 57.92 54.90 56.97 +0.11 2,590 10,564 +707
Nov09 090115 57.20 57.71 57.20 57.71 +0.11 2,082 12,039 +310
Dec09 090115 58.04 59.34 56.31 58.44 +0.11 9,774 55,945 +1,194
Jan10 090115 59.20 59.20 59.20 59.20 +0.12 0 9,553 +220
Feb10 090115 59.93 59.93 59.93 59.93 +0.08 0 6,529 +214
Mar10 090115 60.67 60.67 60.67 60.67 +0.08 0 3,216 +175
Apr10 090115 61.34 61.34 61.34 61.34 +0.07 0 2,746 +75
Total Volume and Open Interest 323,997 620,850 +8,381
Gas Oil(ICE)
Feb09 090115 463.50 482.50 448.00 457.75 -5.50 58,183 86,693 -913
Mar09 090115 468.00 487.50 454.25 463.50 -6.50 34,612 60,672 +6,340
Apr09 090115 471.75 493.75 462.50 471.25 -6.75 10,700 31,918 +598
May09 090115 484.25 502.25 472.75 480.75 -5.00 2,078 22,502 +3
Jun09 090115 493.75 511.75 483.50 490.75 -4.75 3,237 40,040 -301
Jul09 090115 504.25 521.75 495.00 501.75 -4.50 2,057 15,404 +563
Aug09 090115 514.50 529.25 505.75 512.50 +3.25 812 17,723 +183
Sep09 090115 524.00 538.75 515.25 521.75 +3.25 801 13,105 +67
Oct09 090115 546.50 546.50 523.50 529.75 +1.75 738 10,750 +368
Nov09 090115 547.75 552.75 529.75 535.75 +1.75 359 9,549 +90
Total Volume and Open Interest 120,347 423,918 +7,567
Ethanol(CBOT)
Jan09 090106 1.675 1.675 1.675 1.675 +0.044 2 72 +72
Feb09 090115 1.554 1.554 1.547 1.548 -0.023 16 359 +6
Mar09 090115 1.560 1.560 1.550 1.550 -0.018 30 275 -7
Apr09 090115 1.565 1.565 1.565 1.565 -0.019 16 368 -11
May09 090115 1.600 1.600 1.580 1.580 -0.026 36 189 -12
Jun09 090115 1.619 1.619 1.595 1.595 -0.025 17 188 +1
Jul09 090115 1.640 1.640 1.630 1.630 -0.020 10 189 -5
Aug09 090115 1.650 1.650 1.635 1.635 -0.025 2 217 +2
Total Volume and Open Interest 155 2,854 -10
US Dollar Index(ICE)
Mar09 090115 85.215 85.920 84.765 85.155 -0.015 3,538 11,935 +461
Jun09 090115 86.200 86.570 85.945 85.945 -0.005 112 2,350 -68
Sep09 090115 86.605 86.605 86.605 86.605 -0.045      
Total Volume and Open Interest 4,664 13,884 -8
Australian Dollar(CME)
Mar09 090115 65.63 66.69 65.02 66.32 +0.63 24 40,401 +863
Jun09 090115 65.00 66.25 64.82 66.00 +0.66 0 192 +6
Sep09 090115 64.50 65.72 64.50 65.72 +0.71 0 153 +0
Total Volume and Open Interest 34,160 39,676 -226
British Pound(CME)
Mar09 090115 145.79 146.70 144.53 146.41 +0.74 11 75,017 +3,024
Jun09 090115 144.80 146.45 144.49 146.27 +0.77 0 2,593 +1,223
Sep09 090115 144.79 146.22 144.54 146.22 +0.77 0 8 +1
Total Volume and Open Interest 66,868 75,377 +1,987
Canadian Dollar(CME)
Mar09 090115 80.10 80.55 78.84 79.92 -0.38 33 53,872 +3,680
Jun09 090115 80.11 80.55 78.95 79.99 -0.36 0 2,144 +24
Sep09 090115 80.36 80.44 79.03 80.08 -0.36 5 1,244 +7
Dec09 090115 80.00 80.27 79.18 80.16 -0.37 19 454 -151
Total Volume and Open Interest 30,896 55,187 +696
Japanese Yen(CME)
Mar09 090115 112.52 113.14 111.18 111.61 -0.69 26 105,292 -262
Jun09 090115 112.45 113.30 111.45 111.83 -0.62 0 3,849 +71
Sep09 090115 112.64 113.05 111.86 112.05 -0.52 0 37 +0
Total Volume and Open Interest 72,169 107,913 -1,484
Swiss Franc(CME)
Mar09 090115 89.55 89.87 88.35 89.17 -0.38 5 24,055 -175
Jun09 090115 89.86 89.94 88.75 89.33 -0.37 0 376 +2
Sep09 090115 89.52 89.87 89.26 89.52 -0.34 0 6 +0
Total Volume and Open Interest 27,913 24,685 +71
EuroFX(CME)
Mar09 090115 131.40 132.23 129.99 131.39 +0.02 82 115,889 +3,250
Jun09 090115 130.99 131.93 129.76 131.14 +0.04 711 1,350 +323
Sep09 090115 130.97 131.26 129.86 130.97 +0.06 0 892 +1
Total Volume and Open Interest 168,934 117,012 +2,408
Mexican Peso(CME)
Jan09 090115 719.0 719.0 705.8 719.0 +13.2 1 0 +0
Feb09 090115 714.0 714.0 700.8 714.0 +13.2      
Total Volume and Open Interest 5,634 18,218 -636
30-Year T-Bonds(CBOT)
Mar09 090115 137~055 137~310 136~085 137~045 +0~085 182,396 737,862 +11,946
Jun09 090115 136~080 136~120 135~035 135~270 +0~090 1,271 1,561 +432
Sep09 090115 134~200 134~200 134~110 134~200 +0~090 0 37 +0
Total Volume and Open Interest 159,296 732,907 +5,799
10-Year T-Notes(CBOT)
Mar09 090115 127~040 127~165 126~230 127~005 +0~015 508,269 1,023,691 +1,156
Jun09 090115 124~255 124~280 124~225 124~240 +0~015 161 2,172 +144
Sep09 090115 123~240 123~240 123~225 123~240 +0~015      
Total Volume and Open Interest 366,753 1,023,513 -1,050
5-Year T-Notes(CBOT)
Mar09 090115 120~070 120~095 120~028 120~052 -0~009 286,560 0 -988,808
Jun09 090115 118~124 119~006 118~124 118~124 -0~009      
Sep09 090115 56~076 56~086 56~076 56~076 -0~010      
Total Volume and Open Interest 218,202 1,001,838 +13,030
2 Year T-Notes(CBOT)
Mar09 090115 109~033 109~038 109~020 109~028 unch 1,727 511,818 -13,033
Jun09 090115 108~088 108~089 108~088 108~088 unch 0 1 +0
Sep09 090115 108~088 108~089 108~088 108~088 unch      
Total Volume and Open Interest 79,049 521,879 -2,973
Eurodollars(CME)
Mar09 090115 99.075 99.090 98.865 98.935 -0.145 8,593 1,265,232 -342
Jun09 090115 99.120 99.130 98.915 98.970 -0.145 3,168 1,054,389 +4,969
Sep09 090115 99.055 99.055 98.855 98.895 -0.140 2,195 876,726 -4,038
Dec09 090115 98.880 98.885 98.700 98.735 -0.130 2,555 741,404 -12,474
Mar10 090115 98.725 98.740 98.560 98.610 -0.110 2,108 662,962 +24,442
Jun10 090115 98.480 98.495 98.310 98.390 -0.075 2,762 383,988 -510
Sep10 090115 98.250 98.265 98.090 98.185 -0.055 2,680 362,119 +8,152
Dec10 090115 98.025 98.055 97.875 97.980 -0.040 2,848 303,610 +7,473
Mar11 090115 97.950 97.970 97.800 97.900 -0.030 4,625 177,000 +194
Jun11 090115 97.835 97.860 97.705 97.800 -0.020 1,909 178,086 -3,274
Sep11 090115 97.740 97.765 97.625 97.715 -0.015 2,773 126,686 +2,373
Dec11 090115 97.635 97.685 97.530 97.625 -0.010 2,564 104,047 -837
Mar12 090115 97.605 97.650 97.515 97.610 -0.005 1,912 84,144 -2,333
Jun12 090115 97.595 97.605 97.480 97.575 unch 85 65,322 +1,810
Sep12 090115 97.565 97.575 97.455 97.545 unch 1,165 76,041 +5,577
Dec12 090115 97.510 97.510 97.400 97.485 +0.005 892 53,804 +2,006
Mar13 090115 97.465 97.500 97.390 97.475 +0.010 257 39,304 +1,178
Jun13 090115 97.390 97.460 97.350 97.435 +0.015 217 29,376 -1,134
Total Volume and Open Interest 1,542,541 6,843,889 +9,038
30 Day Federal Funds(CBOT)
Jan09 090115 99.872 99.875 99.855 99.857 -0.018 0 67,104 -702
Feb09 090115 99.835 99.840 99.815 99.820 -0.015 1,000 62,977 -821
Mar09 090115 99.820 99.830 99.800 99.810 -0.010 620 36,831 -1,808
Apr09 090115 99.815 99.820 99.795 99.800 -0.005 970 41,157 +753
May09 090115 99.795 99.795 99.775 99.785 unch 350 45,642 -1,752
Jun09 090115 99.775 99.780 99.750 99.760 unch 0 22,468 +333
Total Volume and Open Interest 49,622 368,225 -2,168
30 Day Fed Funds(e-CBOT)
Jan09 090115 99.872 99.872 99.855 99.857 -0.020 4,912 67,104 -702
Feb09 090115 99.835 99.840 99.815 99.820 -0.010 8,662 62,977 -821
Mar09 090115 99.820 99.830 99.800 99.805 -0.020 5,759 36,831 -1,808
Apr09 090115 99.815 99.820 99.795 99.795 -0.015 4,182 41,157 +753
May09 090115 99.795 99.795 99.775 99.780 -0.005 5,455 45,642 -1,752
Jun09 090115 99.775 99.780 99.750 99.765 -0.010 3,556 22,468 +333
Total Volume and Open Interest 46,143 370,644 +249
3-Mth Euro-Yen(CME)
Mar09 090115 99.41 99.41 99.41 99.41 +0.01 0 6,062 +6,062
Jun09 090115 99.54 99.54 99.54 99.54 +0.02 0 1,278 +1,278
Sep09 090115 99.58 99.58 99.58 99.58 +0.02 0 480 +480
Dec09 090115 99.56 99.56 99.56 99.56 +0.02 0 175 +175
Mar10 090115 99.47 99.47 99.47 99.47 +0.02      
Jun10 090115 99.42 99.42 99.42 99.42 +0.03      
Sep10 090115 99.39 99.39 99.39 99.39 +0.03      
Dec10 090115 99.38 99.38 99.38 99.38 +0.05      
Mar11 090115 99.29 99.29 99.29 99.29 +0.04      
Jun11 090115 99.29 99.29 99.29 99.29 +0.04      
Total Volume and Open Interest 0 7,995 +7,995
3-Mth Euro-Yen(SGX)
Mar09 090115 99.41 99.42 99.40 99.41 +0.02 832 17,332 +72
Jun09 090115 99.53 99.54 99.53 99.54 +0.04 85 7,378 -36
Sep09 090115 99.56 99.57 99.55 99.57 +0.04 200 3,158 +0
Dec09 090115 99.54 99.56 99.51 99.56 +0.04 106 1,420 -1
Mar10 090115 99.47 99.47 99.47 99.47 +0.04 0 904 -309
Jun10 090115 99.41 99.41 99.41 99.41 +0.04 0 527 -21
Sep10 090115 99.39 99.39 99.39 99.39 +0.04 0 252 -12
Dec10 090115 99.37 99.37 99.37 99.37 +0.04 0 152 -12
Total Volume and Open Interest 491 32,804 -615
Japanese Gov't Bonds(SGX)
Mar09 090115 140.07 140.20 139.96 140.05 +0.25 5,375 12,178 +2,985
Jun09 090115 140.05 140.05 140.05 140.05 +0.25      
Sep09 090115 140.05 140.05 140.05 140.05 +0.25      
Total Volume and Open Interest 5,375 12,178 +2,985
Euro-Bund(EUREX)
Mar09 090114 125.09 126.04 124.69 125.83 +0.70 608,114 847,190 +7,000
Jun09 090114 123.82 124.80 123.66 124.67 +0.68 579 1,328 +504
Sep09 090114 124.67 124.67 124.67 124.67 +0.68      
Total Volume and Open Interest 608,693 848,518 +7,504
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090115 116.54 116.54 116.54 116.54 -0.03 1,592 6,027 +1,584
Sep09 090115 116.47 116.47 116.47 116.47 -0.10 354 0 +0
Total Volume and Open Interest 451,330 815,001 -21,199
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090114 98.280 98.290 98.245 98.245 -0.080 253 5,503 -57
Sep09 090114 98.220 98.240 98.220 98.240 -0.035 403 2,994 +365
Total Volume and Open Interest 1,949 31,805 +233
Long Gilt(LIFFE)
Mar09 090115 122~19 122~25 121~27 122~13 -0~06 79,818 334,635 +334,635
Jun09 090115 123~04 123~04 123~04 123~04 -0~06      
Total Volume and Open Interest 81,892 319,169 +5,306
3-Mth Short Sterling(LIFFE)
Mar09 090115 98.49 98.49 98.40 98.42 -0.07 61,628 458,168 +11,416
Jun09 090115 98.54 98.57 98.47 98.50 -0.04 39,028 313,213 +8,866
Sep09 090115 98.46 98.50 98.39 98.42 -0.03 29,889 256,537 +5,780
Dec09 090115 98.21 98.21 98.11 98.14 -0.03 22,093 221,744 +1,746
Mar10 090115 97.95 97.97 97.89 97.92 -0.03 28,820 186,936 +2,516
Jun10 090115 97.66 97.68 97.61 97.63 -0.02 15,864 152,766 +12,361
Total Volume and Open Interest 252,380 1,797,076 +41,612
3-Mth Euribor(LIFFE)
Mar09 090115 98.030 98.100 97.900 97.990 -0.060 142,296 747,511 +19,293
Jun09 090115 98.240 98.290 98.100 98.205 -0.040 108,221 621,559 +7,918
Sep09 090115 98.240 98.280 98.085 98.165 -0.070 97,959 483,798 +1,996
Total Volume and Open Interest 652,469 3,265,224 +36,200
3-Mth Aus T-Bills(SFE)
Mar09 090115 96.92 97.05 96.91 96.98 +0.05 9,935 238,037 -4,291
Jun09 090115 97.27 97.67 97.24 97.36 +0.09 17,141 177,295 +6,638
Sep09 090115 97.16 97.28 97.14 97.24 +0.07 2,125 112,133 -910
Dec09 090115 96.95 97.05 96.95 97.04 +0.11 1,880 64,293 -36
Mar10 090115 96.60 96.76 96.60 96.76 +0.15 1,775 42,477 -657
Jun10 090115 96.27 96.47 96.27 96.46 +0.19 2,100 39,013 +1,482
Sep10 090115 96.13 96.18 96.11 96.17 +0.17 329 21,844 -160
Dec10 090115 95.92 95.98 95.92 95.98 +0.17 270 12,131 +70
Mar11 090115 95.86 95.86 95.86 95.86 +0.18 5 800 +5
Jun11 090115 95.77 95.77 95.77 95.77 +0.18 0 848 +0
Total Volume and Open Interest 41,131 709,028 +2,141
10-Year Aus T-Bonds(SFE)
Mar09 090115 96.08 96.16 96.08 96.14 +0.13 23,141 281,422 +281,422
Jun09 090115 96.14 96.14 96.14 96.14 +0.13      
Total Volume and Open Interest 28,565 281,422 +1,399
3-Year Aus T-Bonds(SFE)
Mar09 090115 96.95 97.01 96.93 96.97 +0.13 33,620 363,064 +363,064
Jun09 090115 96.97 96.97 96.97 96.97 +0.13      
Total Volume and Open Interest 39,974 363,064 +14,368
Gold(CMX)
Feb09 090115 810.3 822.1 801.5 807.3 -1.5 117,221 151,539 -16,940
Apr09 090115 813.5 823.1 803.6 809.0 -1.2 16,895 72,862 +10,331
Jun09 090115 815.3 823.6 805.2 810.3 -1.1 3,063 32,241 +382
Aug09 090115 814.9 815.9 810.0 811.6 -1.0 929 12,152 +303
Oct09 090115 812.9 812.9 812.9 812.9 -0.9 20 3,557 +178
Dec09 090115 818.9 825.3 810.0 814.3 -0.9 675 14,184 +223
Feb10 090115 817.9 817.9 815.7 815.7 -0.8 60 2,888 +8
Apr10 090115 817.1 817.1 817.1 817.1 -0.7 200 301 +0
Jun10 090115 818.5 818.5 818.5 818.5 -0.7 140 3,227 +212
Aug10 090115 820.0 820.0 820.0 820.0 -0.7 2 100 +0
Oct10 090115 821.6 821.6 821.6 821.6 -0.7      
Dec10 090115 824.4 832.0 823.5 823.5 -0.6 76 11,331 +198
Total Volume and Open Interest 115,247 318,185 -163
Silver(CMX)
Mar09 090115 1053.0 1067.5 1032.0 1044.0 -3.5 18,479 51,224 -412
May09 090115 1060.0 1063.5 1035.5 1045.5 -3.5 763 6,672 -357
Jul09 090115 1059.0 1065.0 1036.5 1046.7 -3.5 225 9,805 +223
Sep09 090115 1047.7 1047.7 1047.7 1047.7 -3.5 4 3,121 -126
Dec09 090115 1070.0 1070.0 1039.0 1049.2 -3.4 131 8,261 -90
Mar10 090115 1050.5 1050.5 1050.5 1050.5 -3.4 5 598 -95
May10 090115 1051.3 1051.3 1051.3 1051.3 -3.4 8 1 +0
Total Volume and Open Interest 20,011 85,916 -1,277
Platinum(NYMEX)
Jan09 090115 914.0 916.7 914.0 916.7 -13.6 16 379 -93
Apr09 090115 938.5 944.9 908.0 922.2 -13.6 2,159 17,102 -699
Jul09 090115 919.0 933.0 919.0 925.2 -15.6      
Total Volume and Open Interest 1,731 18,294 -289
Palladium(NYMEX)
Mar09 090115 180.65 180.95 176.10 179.90 -2.05 624 11,617 -101
Jun09 090115 178.10 181.50 177.00 180.65 -1.95 44 794 +59
Total Volume and Open Interest 409 12,468 +15
Copper(CMX)
Mar09 090115 147.75 151.35 143.35 145.35 -3.40 15,265 55,208 +2,370
May09 090115 150.00 152.55 145.05 146.75 -3.50 2,762 13,538 +1,698
Jul09 090115 149.50 153.25 147.65 147.75 -3.60 495 3,108 -17
Sep09 090115 147.95 150.15 147.95 148.50 -3.55 56 1,816 +18
Dec09 090115 150.05 153.50 149.20 149.20 -3.55 34 2,189 +11
Total Volume and Open Interest 18,831 81,996 +722
Aluminum(CMX)
Jan09 090115 0.68 0.68 0.68 0.68 -67.87      
Feb09 090115 0.69 0.69 0.69 0.69 -68.61      
Mar09 090115 0.70 0.70 0.70 0.70 -69.35      
Apr09 090115 0.70 0.70 0.70 0.70 -70.10      
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 090115 8155 8235 7945 8162 +3 1,026 14,699 +2,861
Jun09 090115 8117 8117 8114 8117 +3 0 27 -1
Sep09 090115 8057 8057 8054 8057 +3      
Dec09 090115 8017 8017 8014 8017 +3      
Total Volume and Open Interest 1,441 12,091 +225
S & P 500(CME)
Mar09 090115 840.10 848.00 813.00 839.30 -0.50 24,857 509,850 +19,836
Jun09 090115 835.80 845.10 808.10 835.80 -0.30 376 10,044 +323
Sep09 090115 832.00 841.10 804.10 832.00 -0.10 13 569 -14
Dec09 090115 829.00 838.10 801.10 829.00 -0.10 0 24 +0
Total Volume and Open Interest 33,167 506,049 +5,707
S & P 500 E-Mini(Globex)
Mar09 090115 839.50 848.50 812.75 839.25 -0.55 2,749,495 2,477,047 +2,477,047
Jun09 090115 834.25 844.50 809.50 835.75 -0.35 4,742 26,778 +5,699
Total Volume and Open Interest 2,287,462 2,434,607 -10,600
NASDAQ 100(CME)
Mar09 090115 1162.80 1192.00 1139.00 1177.30 +11.80 2,274 23,726 +701
Jun09 090115 1177.80 1178.00 1177.80 1177.80 +11.80 0 9 +0
Sep09 090115 1178.00 1178.30 1178.00 1178.00 +11.70      
Total Volume and Open Interest 1,989 23,318 +284
NASDAQ 100 E-Mini(Globex)
Mar09 090115 1165.30 1191.00 1138.50 1177.30 +11.80 289,537 253,344 +253,344
Jun09 090115 1148.30 1189.30 1140.00 1177.80 +11.80 15 1,656 +0
Total Volume and Open Interest 285,224 245,472 -344
S & P Midcap 400(CME)
Mar09 090115 498.00 513.50 484.00 507.90 +8.00 18 3,663 +16
Jun09 090115 507.90 507.90 507.90 507.90 +8.00      
Sep09 090115 512.90 512.90 512.90 512.90 +8.00      
Total Volume and Open Interest 34 3,663 +16
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090115 8040 8155 7990 8025 -370 70,498 153,958 +3,942
Jun09 090115 7940 7940 7940 7940 -370 3 163 +3
Total Volume and Open Interest 70,504 154,260 +3,947
Nikkei 225(SGX)
Mar09 090115 8040 8155 7990 8025 -370 70,498 153,958 +3,942
Jun09 090115 7940 7940 7940 7940 -370 3 163 +3
Sep09 090115 7945 7945 7945 7945 -370 0 68 +0
Total Volume and Open Interest 70,504 154,260 +3,947
CAC 40(EURONEXT)
Jan09 090115 3038.0 3074.5 2958.5 2998.5 -54.5 286,392 315,646 -7,741
Feb09 090115 3042.5 3078.0 2961.5 3002.5 -55.0 159,813 250,021 +209,445
Mar09 090115 3067.0 3077.5 2976.0 3005.5 -54.0 854 28,820 +2,318
Total Volume and Open Interest 350,345 491,747 +99,605
Hang Seng Index(HKFE)
Jan09 090115 13101 13310 12868 13051 -656 7,638 3,842 +2,004
Feb09 090115 13140 13304 12875 13058 -642 71 413 +100
Mar09 090115 13000 13200 12820 12990 -661 16 715 +0
Total Volume and Open Interest 7,734 5,013 +2,114
DAX(EUREX)
Mar09 090115 4385.0 4467.0 4304.0 4343.0 -105.5 198,178 140,834 +7,407
Jun09 090115 4473.5 4482.0 4343.0 4359.5 -105.5 404 10,926 +273
Sep09 090115 4443.5 4488.5 4355.5 4372.5 -106.0 144 585 +74
Total Volume and Open Interest 198,726 152,345 +7,754
FT-SE 100(EURONEXT)
Mar09 090115 4132.00 4178.00 4052.00 4070.50 -60.00 177,041 717,179 +3,569
Jun09 090115 4089.00 4105.00 4028.50 4028.50 -60.00 18 1,961 +1,021
Sep09 090115 4000.50 4000.50 4000.50 4000.50 -60.00      
Total Volume and Open Interest 117,687 720,406 +5,856
SPI 200(SFE)
Mar09 090115 3672.0 3674.0 3482.0 3504.0 -161.0 18,117 307,264 +5,475
Jun09 090115 3656.0 3659.0 3500.0 3500.0 -161.0 52 2,729 +26
Sep09 090115 3451.0 3451.0 3451.0 3451.0 -161.0 135 1,083 +72
Total Volume and Open Interest 20,066 311,950 +5,852
GSCI(CME)
Feb09 090115 349.75 349.75 333.00 343.50 -3.50 3,445 13,518 +5,804
Mar09 090115 361.00 362.10 349.00 361.00 -1.00 351 0 +0
Total Volume and Open Interest 6,385 14,586 -328
Reuters CCI(ICE)
Feb09 090115 349.50 355.00 349.50 355.00 +2.00 2 22 -2
Apr09 090115 359.50 362.00 357.50 362.00 +2.00 2 1,031 -1
Jun09 090115 221.00 221.00 221.00 221.00 -148.00 0 401 +401
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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