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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue January 27, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090127 996.00 996.00 974.00 976.00 -33.00 6,772 153,755 -512
May09 090127 991.00 996.00 982.75 983.75 -33.00 1,125 58,427 +2,201
Jul09 090127 993.00 1003.00 990.00 991.75 -32.25 903 38,462 +523
Aug09 090127 985.50 985.50 985.50 985.50 -29.00 0 2,696 +48
Sep09 090127 961.00 961.00 961.00 961.00 -21.00 100 2,373 +72
Nov09 090127 930.00 940.00 927.00 935.50 -10.00 963 50,031 -989
Jan10 090127 944.00 945.75 944.00 945.75 -9.00 36 1,397 +41
Total Volume and Open Interest 195,171 313,291 +5,579
Soybean Meal(CBOT)
Mar09 090127 314.00 314.00 306.30 308.60 -7.70 7,932 52,027 +314
May09 090127 309.00 310.20 306.00 308.40 -7.40 2,595 28,105 +1,384
Jul09 090127 309.00 311.20 308.00 309.20 -7.50 989 18,889 +444
Aug09 090127 308.00 308.00 306.90 306.90 -6.10 121 4,161 +148
Sep09 090127 294.00 299.50 294.00 299.40 -2.60 190 4,126 +13
Oct09 090127 286.80 286.80 286.80 286.80 +2.30 256 2,921 -21
Dec09 090127 278.00 285.60 278.00 285.60 +3.90 93 10,742 -25
Jan10 090127 286.10 286.10 286.10 286.10 +3.90 75 283 +11
Total Volume and Open Interest 59,262 119,385 +2,410
Soybean Oil(CBOT)
Mar09 090127 33.25 33.25 32.62 32.77 -1.00 4,896 104,151 -1,154
May09 090127 33.32 33.46 33.00 33.14 -1.00 1,269 36,629 +568
Jul09 090127 33.80 33.81 33.47 33.51 -1.00 706 26,777 -150
Aug09 090127 33.69 33.69 33.69 33.69 -1.00 1 5,257 -13
Sep09 090127 34.05 34.07 33.86 33.86 -0.99 96 4,415 -9
Oct09 090127 34.01 34.01 34.01 34.01 -1.00 185 4,443 -62
Dec09 090127 34.56 34.56 34.33 34.33 -1.02 19 17,520 -70
Jan10 090127 34.58 34.58 34.58 34.58 -1.02 0 368 +0
Total Volume and Open Interest 78,680 206,514 -3,134
Canola(WCE)
Mar09 090127 433.0 433.0 422.4 424.0 -7.5 3,801 50,378 -1,193
May09 090127 437.1 437.1 430.8 431.7 -7.6 528 20,565 +1,065
Jul09 090127 442.4 442.4 437.9 439.2 -7.4 503 8,170 +37
Nov09 090127 453.6 453.6 445.0 445.6 -6.1 491 10,197 -96
Jan10 090127 458.9 458.9 455.4 455.4 -4.9 36 233 +0
Total Volume and Open Interest 9,900 89,754 +69
Corn(CBOT)
Mar09 090127 385.00 387.75 377.00 377.50 -16.25 4,332 316,271 +1,555
May09 090127 397.00 398.50 388.50 388.50 -16.25 1,164 123,342 +1,817
Jul09 090127 406.00 409.00 398.50 399.25 -16.00 680 127,851 +442
Sep09 090127 416.25 419.00 409.50 409.50 -16.25 30 31,836 -148
Dec09 090127 430.50 432.00 422.50 423.00 -16.00 804 150,854 +545
Mar10 090127 442.50 445.50 436.00 436.00 -16.00 19 12,402 +15
Total Volume and Open Interest 133,467 795,473 -2,873
Wheat(CBOT)
Mar09 090127 589.00 593.50 580.00 584.75 -7.75 630 129,859 +1,620
May09 090127 601.00 601.00 597.50 597.50 -7.75 34 37,302 +814
Jul09 090127 610.50 610.50 609.00 609.00 -7.25 419 55,937 +264
Sep09 090127 632.00 632.00 632.00 632.00 -6.50 2 17,645 +52
Dec09 090127 656.50 656.50 653.00 653.00 -7.25 57 26,871 +516
Total Volume and Open Interest 87,238 272,899 -161
Wheat(KCBT)
Mar09 090127 619.00 621.50 611.00 615.00 -6.75 6,936 32,739 -292
May09 090127 629.00 632.75 622.00 626.50 -6.25 1,379 11,240 -141
Jul09 090127 636.00 642.75 633.00 637.25 -6.00 1,153 20,011 +208
Sep09 090127 647.50 647.50 647.50 647.50 -5.75 36 3,823 +12
Dec09 090127 664.25 664.25 664.25 664.25 -5.75 855 10,296 +535
Total Volume and Open Interest 9,836 79,352 -951
Wheat(MGE)
Mar09 090127 664.00 670.00 655.50 662.50 -3.00 4,384 7,393 -1,116
May09 090127 660.00 660.00 648.00 654.50 -5.50 2,513 7,867 -108
Jul09 090127 655.50 659.75 650.00 656.50 -2.75 672 3,614 +264
Sep09 090127 658.50 667.75 657.25 662.75 -4.25 522 3,840 +225
Dec09 090127 675.50 681.50 671.25 676.00 -5.00 379 2,647 +310
Total Volume and Open Interest 8,493 25,523 -424
Oats(CBOT)
Mar09 090127 213.00 213.00 211.75 212.00 -3.00 7 6,623 +81
May09 090127 221.50 221.50 221.50 221.50 -3.00 0 3,168 +34
Jul09 090127 231.00 231.00 231.00 231.00 -3.00 0 3,168 +84
Sep09 090127 240.50 240.50 240.50 240.50 -3.00 0 3 +0
Total Volume and Open Interest 1,275 16,544 +23
Rough Rice(CBOT)
Mar09 090127 12.33 12.33 12.33 12.33 -0.12 10 4,157 -66
May09 090127 12.47 12.47 12.47 12.47 -0.14 0 1,242 +95
Jul09 090127 12.64 12.64 12.64 12.64 -0.12 2 256 +48
Sep09 090127 12.61 12.61 12.61 12.61 -0.10 2 334 +42
Total Volume and Open Interest 980 6,329 +76
Live Cattle(CME)
Feb09 090127 82.330 82.330 81.050 81.285 -1.065 7,860 31,278 -1,201
Apr09 090127 85.600 85.650 84.200 84.400 -1.200 12,962 97,250 +1,976
Jun09 090127 83.550 83.650 82.250 82.300 -1.530 5,352 46,202 +20
Aug09 090127 84.385 84.385 82.950 83.050 -1.380 1,483 18,901 +643
Oct09 090127 87.800 87.900 86.800 86.850 -1.550 433 7,916 +126
Dec09 090127 90.000 90.000 89.200 89.200 -0.950 328 4,248 +196
Total Volume and Open Interest 32,410 205,269 +109
Feeder Cattle(CME)
Jan09 090127 94.000 94.200 93.850 94.100 +0.350 516 1,197 -241
Mar09 090127 91.750 91.750 90.100 90.285 -1.445 2,004 12,177 +113
Apr09 090127 92.650 92.730 91.300 91.535 -1.065 704 3,557 -142
May09 090127 94.450 94.450 93.200 93.200 -1.300 365 2,408 -3
Aug09 090127 96.100 96.100 95.300 95.330 -0.970 97 1,324 -17
Sep09 090127 96.000 96.150 95.800 95.800 -0.800 58 196 +14
Oct09 090127 96.050 96.500 95.750 95.750 -0.550 38 106 +18
Total Volume and Open Interest 2,450 21,255 +190
Lean Hogs(CME)
Feb09 090127 57.300 57.400 55.700 55.750 -2.250 7,764 16,937 -1,043
Apr09 090127 62.050 62.150 60.600 60.700 -2.085 12,349 61,292 +1,239
May09 090127 73.500 73.500 71.600 71.930 -2.020 51 1,822 -4
Jun09 090127 74.250 74.250 72.900 73.200 -1.700 5,206 32,914 -543
Jul09 090127 73.950 74.150 72.800 72.900 -2.100 486 7,266 +178
Aug09 090127 72.550 73.150 71.550 71.580 -1.970 533 5,557 -77
Oct09 090127 66.200 66.200 64.600 64.900 -1.800 159 3,651 -24
Dec09 090127 65.180 65.180 63.800 63.900 -2.075 51 1,140 +14
Total Volume and Open Interest 20,953 131,073 +314
Pork Bellies(CME)
Feb09 090127 80.250 80.250 78.400 79.250 -1.350 47 475 -3
Mar09 090127 80.850 80.850 79.200 79.475 -1.375 17 292 -4
May09 090127 82.000 82.000 81.300 81.300 -1.600 29 292 +9
Jul09 090127 84.135 84.135 83.250 83.250 -0.885 0 163 +0
Aug09 090127 85.500 85.500 84.800 84.800 -0.200 0 41 +0
Total Volume and Open Interest 173 1,261 +40
Class III Milk(CME)
Jan09 090127 10.79 10.79 10.79 10.79 -0.03 14 4,455 -8
Feb09 090127 9.33 9.33 9.33 9.33 -0.03 290 4,883 +71
Mar09 090127 9.96 9.96 9.95 9.95 -0.06 314 4,464 +77
Apr09 090127 10.62 10.66 10.62 10.66 +0.01 221 3,688 +40
May09 090127 11.15 11.15 11.15 11.15 +0.04 171 3,680 +54
Total Volume and Open Interest 1,899 39,028 +158
Cocoa(ICE)
Mar09 090127 2657 2772 2623 2745 +78 5,467 41,854 -657
May09 090127 2679 2780 2634 2756 +81 2,555 36,041 +586
Jul09 090127 2635 2764 2620 2743 +81 332 15,369 +144
Sep09 090127 2629 2745 2605 2725 +79 401 8,634 +34
Dec09 090127 2580 2697 2563 2689 +79 443 12,219 +342
Mar10 090127 2550 2669 2523 2655 +73 13 3,343 +6
May10 090127 2648 2650 2648 2650 +70 2 1,731 +0
Total Volume and Open Interest 11,564 118,997 -1,747
Coffee "C"(ICE)
Mar09 090127 122.45 123.40 120.35 121.90 -0.30 8,555 64,495 -1,370
May09 090127 124.30 125.50 122.50 124.10 -0.25 2,059 35,611 +578
Jul09 090127 127.35 127.35 124.60 126.25 -0.10 836 11,794 -12
Sep09 090127 129.20 129.20 126.80 128.15 -0.05 322 6,370 +2
Dec09 090127 131.70 131.90 129.45 130.85 -0.05 186 8,612 +121
Mar10 090127 134.35 134.35 132.75 133.40 -0.05 298 4,785 +99
Total Volume and Open Interest 10,238 133,898 +1,202
Orange Juice(ICE)
Mar09 090127 75.85 75.85 73.60 73.85 -1.65 307 22,042 -146
May09 090127 79.10 79.10 77.20 77.50 -1.60 111 3,513 +85
Jul09 090127 81.50 81.50 81.05 81.05 -1.75 9 1,501 +3
Sep09 090127 85.25 85.25 85.05 85.05 -1.75 1 576 +1
Nov09 090127 88.05 88.05 88.05 88.05 -1.75 0 177 +0
Jan10 090127 91.05 91.05 91.05 91.05 -1.75 0 77 +0
Total Volume and Open Interest 1,264 28,172 +108
Sugar #11(ICE)
Mar09 090127 12.96 13.05 12.65 12.91 -0.01 43,151 224,763 -174
May09 090127 13.16 13.23 12.91 13.16 +0.03 15,678 124,086 +3,102
Jul09 090127 13.21 13.34 13.03 13.30 +0.10 7,337 119,543 +2,107
Oct09 090127 13.48 13.65 13.36 13.60 +0.09 3,810 80,105 -219
Mar10 090127 14.00 14.06 13.80 14.03 +0.05 1,994 54,671 +324
Total Volume and Open Interest 92,710 670,366 +8,740
Sugar #14(ICE)
Mar09 090127 20.15 20.15 20.14 20.14 -0.16 322 2,752 +43
May09 090127 20.45 20.49 20.45 20.49 -0.10 212 3,364 +212
Jul09 090127 20.95 20.95 20.89 20.89 -0.11 8 1,957 +8
Sep09 090127 21.00 21.06 21.00 21.06 unch 10 998 +10
Total Volume and Open Interest 189 8,798 +88
London Cocoa(LCE)
Mar09 090127 1962 2021 1930 2008 +26 10,593 53,297 -3,776
May09 090127 1930 2000 1910 1988 +28 7,522 56,757 +2,418
Jul09 090127 1920 1981 1895 1975 +30 347 33,113 +140
Sep09 090127 1885 1965 1883 1959 +32 260 12,728 +180
Dec09 090127 1868 1930 1868 1923 +41 76 16,465 +10
Mar10 090127 1812 1892 1812 1888 +34 31 4,800 +25
May10 090127 1895 1895 1895 1895 +34 0 164 +0
Total Volume and Open Interest 19,272 178,449 -347
London Coffee(LCE)
Jan09 090127 2343.00 2352.00 2302.00 2338.00 +8.00 2,100 4,829 -2,299
Total Volume and Open Interest 1,022 7,128 -622
London Sugar(LCE)
Mar09 090127 370.60 372.80 363.00 371.70 +1.10 6,284 23,289 -316
May09 090127 371.00 372.00 363.50 370.50 unch 4,128 18,207 +1,847
Aug09 090127 370.50 371.60 364.90 371.50 +1.00 2,732 10,385 +1,615
Oct09 090127 372.80 373.00 366.70 373.00 +1.00 518 4,727 +350
Dec09 090127 374.90 375.10 370.70 375.10 +1.00 54 1,049 +3
Total Volume and Open Interest 6,290 55,141 +539
Cotton(ICE)
Mar09 090127 52.01 52.40 50.91 51.35 -0.72 11,313 66,162 -1,209
May09 090127 52.00 52.47 51.06 51.75 -0.34 4,080 25,207 -33
Jul09 090127 52.70 53.10 51.78 52.58 -0.15 1,151 19,437 -126
Oct09 090127 55.04 55.04 55.04 55.04 -0.15 0 287 +0
Dec09 090127 56.70 56.90 55.85 56.55 -0.12 852 16,838 -79
Mar10 090127 59.75 59.75 59.75 59.75 -0.09 0 226 +9
Total Volume and Open Interest 23,390 131,519 -45
Lumber(CME)
Mar09 090127 149.4 150.0 148.3 148.4 +0.2 308 5,507 +32
May09 090127 165.0 166.3 164.0 166.3 +0.5 120 1,795 +27
Jul09 090127 182.0 183.0 179.2 180.4 -4.9 25 552 +17
Sep09 090127 187.3 187.3 180.4 180.4 -7.1 1 140 +1
Total Volume and Open Interest 616 7,953 +181
Crude Oil(NYM)
Mar09 090127 44.35 44.35 41.58 41.58 -4.15 277,496 360,026 -17,666
Apr09 090127 44.90 44.90 44.90 44.90 -3.59 85,911 115,813 +4,309
May09 090127 47.18 47.18 47.18 47.18 -2.85 32,356 64,662 +3,678
Jun09 090127 48.70 48.70 48.70 48.70 -2.35 36,712 116,566 +1,407
Jul09 090127 49.86 49.86 49.86 49.86 -2.10 14,136 57,923 -1,306
Aug09 090127 50.71 50.71 50.71 50.71 -1.95 7,861 27,204 -767
Sep09 090127 51.49 51.49 51.49 51.49 -1.85 5,285 24,581 +490
Oct09 090127 52.24 52.24 52.24 52.24 -1.76 3,725 22,702 +99
Nov09 090127 52.98 52.98 52.98 52.98 -1.67 3,800 19,121 +219
Dec09 090127 53.71 53.71 53.71 53.71 -1.59 24,202 96,785 +1,181
Jan10 090127 54.35 54.35 54.35 54.35 -1.51 4,041 20,186 +1,572
Feb10 090127 55.70 55.70 54.94 54.94 -1.44 991 10,433 +249
Mar10 090127 55.48 55.48 55.48 55.48 -1.38 344 13,521 -76
Apr10 090127 55.97 55.97 55.97 55.97 -1.34 276 3,668 -116
May10 090127 56.44 56.44 56.44 56.44 -1.28 239 4,034 -126
Jun10 090127 56.88 56.88 56.88 56.88 -1.22 2,026 21,725 +602
Total Volume and Open Interest 468,920 1,239,639 +8,479
e-miNY Crude Oil(NYM)
Jan09 081218 40.200 40.900 36.050 36.225 -3.825 13,316 6,211 -84
Feb09 090116 35.400 36.800 34.175 36.500 +1.100 16,545 7,512 +74
Mar09 090127 45.775 47.475 41.425 41.575 -4.150 18,955 6,696 -1,227
Apr09 090127 48.350 49.800 44.800 44.900 -3.600 440 1,351 +4
May09 090127 50.000 51.300 47.175 47.175 -2.850 27 240 -4
Jun09 090127 48.550 48.700 48.550 48.700 -2.350 4 159 +4
Jul09 090127 49.850 49.850 49.850 49.850 -2.100 1 10 +0
Aug09 090127 50.700 50.700 50.700 50.700 -1.950 2 4 +0
Sep09 090127 51.500 51.500 51.500 51.500 -1.850 1 2 +0
Oct09 090127 52.250 52.250 52.250 52.250 -1.750 1 2 +0
Total Volume and Open Interest 20,123 9,765 +1,632
Heating Oil(NYM)
Feb09 090127 137.45 137.45 137.45 137.45 -5.25 18,132 21,324 -2,094
Mar09 090127 141.81 141.89 136.51 136.51 -5.74 34,404 58,256 -685
Apr09 090127 137.16 137.16 137.16 137.16 -5.89 9,307 29,291 +145
May09 090127 139.16 139.16 139.16 139.16 -5.84 4,236 23,441 +563
Jun09 090127 141.51 141.51 141.51 141.51 -5.59 4,175 28,721 +440
Jul09 090127 144.66 144.66 144.66 144.66 -5.49 1,355 12,406 -47
Aug09 090127 147.66 147.66 147.66 147.66 -5.44 1,255 6,827 -130
Sep09 090127 151.01 151.01 151.01 151.01 -5.24 1,444 9,694 +18
Oct09 090127 153.91 153.91 153.91 153.91 -5.14 268 4,952 -7
Nov09 090127 156.66 156.66 156.66 156.66 -5.04 618 3,151 +95
Dec09 090127 160.51 160.51 159.31 159.31 -4.94 2,071 17,978 +339
Jan10 090127 161.66 161.66 161.66 161.66 -4.84 375 4,207 -10
Total Volume and Open Interest 86,068 250,997 -1,444
Gasoline(NYMEX)
Feb09 090127 115.31 118.60 109.70 110.85 -4.46 17,424 22,658 -1,879
Mar09 090127 118.20 121.84 112.77 113.80 -4.71 30,119 68,194 -745
Apr09 090127 134.26 134.26 125.26 126.15 -4.81 12,626 27,319 -480
May09 090127 134.18 134.18 127.50 128.05 -4.81 6,684 16,081 +462
Jun09 090127 135.30 135.30 129.14 129.75 -4.66 4,563 14,882 -91
Jul09 090127 135.11 135.11 129.83 130.65 -4.31 1,272 9,598 +214
Aug09 090127 135.40 135.40 130.85 131.15 -3.96 983 6,077 -25
Sep09 090127 135.43 135.43 131.00 131.25 -3.76 1,855 6,608 -224
Oct09 090127 125.00 125.00 122.30 122.30 -3.66 945 4,459 +560
Nov09 090127 123.05 123.05 123.05 123.05 -3.56 135 1,517 -3
Total Volume and Open Interest 77,430 192,461 -2,076
e-miNY RBOB Gasoline(NYM)
Feb09 081230 93.28 93.28 93.28 93.28 +1.43 0 1 +1
Mar09 090127 113.80 113.80 113.80 113.80 -4.71 0 1 +0
Apr09 090127 126.15 126.15 126.15 126.15 -4.81      
May09 090127 128.05 128.05 128.05 128.05 -4.81      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Feb09 090127 4.580 4.585 4.475 4.503 +0.013 48,432 20,978 -3,878
Mar09 090127 4.455 4.455 4.445 4.445 -0.013 31,503 135,498 -805
Apr09 090127 4.520 4.520 4.500 4.506 -0.027 10,936 74,248 -333
May09 090127 4.583 4.583 4.583 4.583 -0.030 5,914 51,473 +1,365
Jun09 090127 4.735 4.735 4.680 4.686 -0.031 1,814 29,007 +232
Jul09 090127 4.865 4.865 4.811 4.811 -0.031 1,903 27,441 +19
Aug09 090127 4.907 4.907 4.907 4.907 -0.035 820 23,258 +73
Sep09 090127 5.050 5.050 4.964 4.964 -0.036 913 18,997 +51
Oct09 090127 5.160 5.160 5.080 5.091 -0.037 3,515 35,514 +142
Nov09 090127 5.680 5.686 5.680 5.686 -0.032 1,124 17,018 +21
Dec09 090127 6.380 6.380 6.316 6.316 -0.022 1,142 28,162 +104
Jan10 090127 6.650 6.650 6.591 6.591 -0.017 2,175 22,733 +279
Feb10 090127 6.660 6.660 6.606 6.606 -0.017 254 8,996 +78
Mar10 090127 6.471 6.471 6.471 6.471 -0.012 526 19,781 +33
Apr10 090127 6.230 6.230 6.186 6.186 -0.012 398 18,297 +124
May10 090127 6.186 6.186 6.186 6.186 -0.012 57 9,800 +5
Total Volume and Open Interest 133,014 691,596 -9,339
Brent Crude Oil(ICE)
Mar09 090127 46.94 48.40 43.55 43.73 -3.23 103,659 141,088 +2,205
Apr09 090127 48.83 50.26 45.77 45.96 -2.87 55,616 135,865 +5,728
May09 090127 51.00 51.81 47.63 47.85 -2.55 25,370 53,381 +4,107
Jun09 090127 52.36 52.86 49.01 49.25 -2.30 19,591 43,185 -663
Jul09 090127 53.20 53.29 50.30 50.30 -2.13 5,152 18,972 +29
Aug09 090127 53.98 54.10 51.15 51.16 -2.03 3,293 14,873 -36
Sep09 090127 54.71 54.85 51.96 51.97 -1.93 2,643 12,863 -99
Oct09 090127 55.39 55.54 52.70 52.70 -1.86 1,892 11,333 -37
Nov09 090127 56.00 56.18 53.39 53.40 -1.79 1,822 12,088 -110
Dec09 090127 57.00 57.16 54.00 54.06 -1.73 13,138 56,131 -2,846
Jan10 090127 54.73 54.73 54.73 54.73 -1.66 0 10,583 -170
Feb10 090127 55.35 55.35 55.35 55.35 -1.58 0 6,612 -223
Mar10 090127 55.89 55.89 55.89 55.89 -1.53 0 3,392 +73
Apr10 090127 56.36 56.36 56.36 56.36 -1.51 0 2,502 +42
Total Volume and Open Interest 335,029 623,491 -21,614
Gas Oil(ICE)
Feb09 090127 416.75 461.00 416.75 429.50 -26.50 35,429 66,361 -6,469
Mar09 090127 422.25 467.50 422.25 436.00 -27.00 46,517 82,636 +505
Apr09 090127 431.00 475.25 431.00 444.25 -27.50 14,838 40,493 +1,415
May09 090127 482.00 484.50 453.75 454.25 -28.00 9,042 26,516 -144
Jun09 090127 492.00 494.50 463.75 464.25 -28.25 9,989 41,401 +560
Jul09 090127 502.75 505.25 474.75 475.00 -28.50 2,484 15,885 -22
Aug09 090127 513.00 515.25 485.00 485.25 -28.75 2,146 19,357 -29
Sep09 090127 521.75 524.00 494.25 494.25 -28.50 2,075 14,989 +168
Oct09 090127 529.75 529.75 502.50 502.50 -28.25 1,464 11,244 +196
Nov09 090127 525.50 525.50 508.25 508.25 -28.00 1,120 9,887 +2
Total Volume and Open Interest 134,556 454,493 -3,150
Ethanol(CBOT)
Jan09 090106 1.675 1.675 1.675 1.675 +0.044 2 72 +72
Feb09 090127 1.550 1.578 1.550 1.573 -0.037 82 236 +1
Mar09 090127 1.570 1.580 1.570 1.575 -0.046 18 314 -9
Apr09 090127 1.590 1.590 1.590 1.590 -0.057 26 406 +8
May09 090127 1.640 1.640 1.620 1.637 -0.044 24 169 +12
Jun09 090127 1.655 1.655 1.641 1.641 -0.052 4 183 +4
Jul09 090127 1.668 1.668 1.666 1.666 -0.044 2 201 +0
Aug09 090127 1.670 1.670 1.670 1.670 -0.040 2 226 +2
Total Volume and Open Interest 200 2,956 +58
US Dollar Index(ICE)
Mar09 090127 85.120 85.300 84.255 84.930 -0.275 3,498 16,421 +187
Jun09 090127 85.480 85.700 85.415 85.640 -0.325 13 2,268 -1
Sep09 090127 86.130 86.130 86.130 86.130 -0.145 0 1 +0
Total Volume and Open Interest 4,925 18,504 +331
Australian Dollar(CME)
Mar09 090127 65.99 65.99 65.99 65.99 +0.54 0 43,739 -2,006
Jun09 090127 65.68 65.68 65.68 65.68 +0.52 0 447 +0
Sep09 090127 65.40 65.40 65.40 65.40 +0.52 0 154 +0
Total Volume and Open Interest 34,335 46,379 +460
British Pound(CME)
Mar09 090127 140.90 141.42 140.90 141.42 +2.12 11 84,920 +2,973
Jun09 090127 141.39 141.39 141.39 141.39 +2.08 0 2,818 +15
Sep09 090127 141.38 141.38 141.38 141.38 +2.05 0 9 +0
Total Volume and Open Interest 71,442 84,780 +495
Canadian Dollar(CME)
Mar09 090127 81.37 81.65 81.37 81.54 -0.02 42 61,245 -646
Jun09 090127 81.58 81.58 81.58 81.58 -0.03 0 2,750 +10
Sep09 090127 81.63 81.63 81.63 81.63 -0.03 0 1,258 +3
Dec09 090127 81.50 81.69 81.50 81.69 -0.01 0 494 -4
Total Volume and Open Interest 33,119 66,730 +908
Japanese Yen(CME)
Mar09 090127 112.90 112.90 112.34 112.57 +0.07 2 111,449 -2,401
Jun09 090127 112.82 112.82 112.82 112.82 +0.05 0 3,862 -4
Sep09 090127 113.06 113.06 113.06 113.06 +0.05 0 34 +0
Total Volume and Open Interest 80,841 117,778 -623
Swiss Franc(CME)
Mar09 090127 88.00 88.00 88.00 88.00 +0.25 1 27,535 +295
Jun09 090127 88.16 88.16 88.16 88.16 +0.23 0 386 +5
Sep09 090127 88.32 88.32 88.32 88.32 +0.21 0 6 +0
Total Volume and Open Interest 36,368 27,631 +2,083
EuroFX(CME)
Mar09 090127 132.13 132.13 131.16 131.67 +0.42 94 128,923 -4,694
Jun09 090127 131.52 131.52 131.52 131.52 +0.40 96 1,347 -19
Sep09 090127 131.41 131.41 131.41 131.41 +0.38 0 849 +0
Total Volume and Open Interest 196,148 135,859 +4,839
Mexican Peso(CME)
Feb09 090127 701.8 701.8 701.8 701.8 -7.0      
Mar09 090127 697.0 697.2 695.5 695.5 -7.0 2 30,021 +606
Total Volume and Open Interest 12,146 29,501 +3,223
30-Year T-Bonds(CBOT)
Mar09 090127 129~050 131~090 128~280 131~065 +1~310 185,652 724,560 +13,712
Jun09 090127 127~305 129~305 127~265 129~300 +1~310 675 2,136 +163
Sep09 090127 128~230 128~230 128~230 128~230 +1~310 0 37 +0
Total Volume and Open Interest 211,556 712,884 -4,189
10-Year T-Notes(CBOT)
Mar09 090127 123~190 124~240 123~110 124~230 +1~020 490,652 1,024,899 +9,932
Jun09 090127 121~220 122~240 121~220 122~240 +1~025 2,279 8,943 +717
Sep09 090127 121~240 121~240 121~240 121~240 +1~025      
Total Volume and Open Interest 599,283 1,023,193 -9,862
5-Year T-Notes(CBOT)
Mar09 090127 119~008 119~050 118~101 119~050 +0~058 221,987 0 +0
Jun09 090127 117~109 117~109 117~109 117~109 +0~059 6 0 +0
Sep09 090127 55~062 55~062 55~062 55~062 +0~059      
Total Volume and Open Interest 289,662 945,711 +12,063
2 Year T-Notes(CBOT)
Mar09 090127 109~002 109~008 109~002 109~008 +0~008 243 503,164 +2,162
Jun09 090127 108~068 108~068 108~068 108~068 +0~008 0 1 +0
Sep09 090127 108~068 108~068 108~068 108~068 +0~008      
Total Volume and Open Interest 157,067 501,003 -5,414
Eurodollars(CME)
Mar09 090127 98.905 98.920 98.875 98.920 +0.065 4,343 1,270,102 -12,090
Jun09 090127 98.915 98.935 98.885 98.935 +0.070 9,522 1,032,546 -6,264
Sep09 090127 98.835 98.855 98.770 98.855 +0.060 4,331 860,824 -6,309
Dec09 090127 98.665 98.680 98.595 98.680 +0.050 2,336 747,835 -7,338
Mar10 090127 98.490 98.545 98.440 98.545 +0.055 5,334 632,002 -16,913
Jun10 090127 98.200 98.325 98.200 98.325 +0.065 2,526 393,816 -5,808
Sep10 090127 97.960 98.110 97.960 98.110 +0.080 1,748 342,863 -11,710
Dec10 090127 97.770 97.870 97.705 97.870 +0.100 2,225 314,979 -9,905
Mar11 090127 97.625 97.705 97.530 97.705 +0.115 1,111 186,066 +6,548
Jun11 090127 97.345 97.525 97.345 97.525 +0.110 3,968 187,631 -174
Sep11 090127 97.305 97.385 97.220 97.385 +0.105 1,558 124,200 -554
Dec11 090127 97.100 97.250 97.100 97.250 +0.095 1,475 104,016 -1,064
Mar12 090127 97.045 97.200 97.045 97.200 +0.095 425 78,217 +119
Jun12 090127 96.985 97.140 96.985 97.140 +0.095 436 63,277 -804
Sep12 090127 96.940 97.095 96.940 97.095 +0.095 1,785 70,978 -348
Dec12 090127 96.860 97.010 96.860 97.010 +0.090 1,105 47,580 +122
Mar13 090127 96.895 96.990 96.855 96.990 +0.090 53 35,056 +262
Jun13 090127 96.835 96.930 96.800 96.930 +0.085 1,716 28,827 +765
Total Volume and Open Interest 1,675,352 6,792,897 -8,044
30 Day Federal Funds(CBOT)
Jan09 090127 99.842 99.842 99.842 99.842 unch 0 68,047 -529
Feb09 090127 99.790 99.790 99.790 99.790 +0.005 1,000 64,388 -1,421
Mar09 090127 99.765 99.765 99.765 99.765 +0.010 0 39,900 +831
Apr09 090127 99.740 99.745 99.740 99.745 +0.015 0 43,834 +457
May09 090127 99.720 99.720 99.720 99.720 +0.020 0 46,088 +36
Jun09 090127 99.705 99.705 99.705 99.705 +0.020 0 23,306 -445
Total Volume and Open Interest 64,803 398,867 +8,307
30 Day Fed Funds(e-CBOT)
Jan09 090127 99.842 99.848 99.840 99.842 unch 1,502 68,047 -529
Feb09 090127 99.790 99.795 99.785 99.790 +0.005 5,123 64,388 -1,421
Mar09 090127 99.755 99.775 99.750 99.765 +0.010 5,600 39,900 +831
Apr09 090127 99.725 99.755 99.725 99.745 +0.015 3,439 43,834 +457
May09 090127 99.705 99.725 99.700 99.720 +0.020 2,717 46,088 +36
Jun09 090127 99.690 99.705 99.680 99.705 +0.020 2,903 23,306 -445
Total Volume and Open Interest 30,430 399,412 +545
3-Mth Euro-Yen(CME)
Mar09 090127 99.35 99.35 99.35 99.35 -0.01 0 5,093 +0
Jun09 090127 99.47 99.47 99.47 99.47 -0.01 0 997 +0
Sep09 090127 99.49 99.49 99.49 99.49 unch 0 480 +0
Dec09 090127 99.46 99.46 99.46 99.46 unch 0 175 +0
Mar10 090127 99.39 99.39 99.39 99.39 unch      
Jun10 090127 99.33 99.33 99.33 99.33 unch      
Sep10 090127 99.27 99.27 99.27 99.27 unch      
Dec10 090127 99.22 99.22 99.22 99.22 -0.01      
Mar11 090127 99.12 99.12 99.12 99.12 -0.02      
Jun11 090127 99.06 99.06 99.06 99.06 -0.02      
Total Volume and Open Interest 0 6,745 +0
3-Mth Euro-Yen(SGX)
Mar09 090127 99.35 99.35 99.35 99.35 unch 784 17,115 -381
Jun09 090127 99.44 99.46 99.44 99.46 -0.01 166 7,111 +49
Sep09 090127 99.49 99.49 99.47 99.47 -0.01 0 3,169 +0
Dec09 090127 99.44 99.44 99.44 99.44 -0.01 0 1,475 +0
Mar10 090127 99.37 99.37 99.37 99.37 -0.01 0 904 +0
Jun10 090127 99.31 99.31 99.31 99.31 -0.01 0 527 +0
Sep10 090127 99.25 99.25 99.25 99.25 -0.01 0 252 +0
Dec10 090127 99.21 99.21 99.21 99.21 -0.01 0 152 +0
Total Volume and Open Interest 572 32,682 -332
Japanese Gov't Bonds(SGX)
Mar09 090127 139.50 139.62 138.93 138.95 -0.72 1,409 11,308 -123
Jun09 090127 138.95 138.95 138.95 138.95 -0.72      
Sep09 090127 138.95 138.95 138.95 138.95 -0.72      
Total Volume and Open Interest 1,409 10,986 -445
Euro-Bund(EUREX)
Mar09 090126 123.28 123.35 122.12 122.36 -0.93 864,140 866,551 -27,362
Jun09 090126 122.00 122.00 121.10 121.17 -0.90 206 1,891 +24
Sep09 090126 121.20 121.20 121.20 121.20 -0.93      
Total Volume and Open Interest 864,346 868,442 -27,338
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090127 114.70 114.70 114.70 114.70 +0.02 1,246 8,951 +1,000
Sep09 090127 114.70 114.70 114.70 114.70 +0.02      
Total Volume and Open Interest 428,634 779,238 -10,656
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090126 98.275 98.275 98.125 98.145 -0.170 42 4,565 +10
Sep09 090126 98.225 98.225 98.070 98.090 -0.200 102 3,038 +102
Total Volume and Open Interest 698 31,477 +415
Long Gilt(LIFFE)
Mar09 090127 117~06 117~29 116~31 117~22 +0~08 50,180 326,269 -2,130
Jun09 090127 118~13 118~13 118~13 118~13 +0~08      
Total Volume and Open Interest 64,460 328,399 -839
3-Mth Short Sterling(LIFFE)
Mar09 090127 98.42 98.42 98.42 98.42 -0.08 33,372 581,834 +4,178
Jun09 090127 98.48 98.48 98.48 98.48 -0.07 41,221 308,286 -4,409
Sep09 090127 98.45 98.45 98.45 98.45 -0.05 33,279 247,813 -651
Dec09 090127 98.24 98.24 98.24 98.24 -0.03 24,638 215,693 -2,776
Mar10 090127 98.08 98.08 98.08 98.08 -0.02 22,318 191,978 -167
Jun10 090127 97.83 97.83 97.83 97.83 -0.02 20,654 142,328 -2,761
Total Volume and Open Interest 231,194 1,954,986 +8,313
3-Mth Euribor(LIFFE)
Mar09 090127 98.090 98.130 98.040 98.100 +0.005 118,205 792,258 -11,141
Jun09 090127 98.145 98.175 98.065 98.140 -0.005 118,657 642,493 -7,390
Sep09 090127 98.095 98.145 98.005 98.090 unch 106,568 480,018 -3,634
Total Volume and Open Interest 698,042 3,345,289 -12,950
3-Mth Aus T-Bills(SFE)
Mar09 090127 97.04 97.05 96.98 97.01 +0.04 10,065 0 -234,157
Jun09 090127 97.40 97.46 97.37 97.38 +0.02 10,598 0 -191,246
Sep09 090127 97.36 97.41 97.30 97.31 -0.01 4,411 0 -115,943
Dec09 090127 97.17 97.21 97.10 97.10 -0.03 1,313 0 -67,848
Mar10 090127 96.89 96.89 96.78 96.79 -0.04 2,252 0 -45,878
Jun10 090127 96.55 96.55 96.45 96.46 -0.04 1,342 0 -43,749
Sep10 090127 96.26 96.28 96.18 96.18 -0.04 294 0 -22,508
Dec10 090127 96.06 96.06 95.97 95.97 -0.04 382 0 -12,590
Mar11 090127 95.89 95.89 95.81 95.81 -0.04 4 0 -883
Jun11 090127 95.70 95.70 95.70 95.70 -0.04      
Total Volume and Open Interest 32,216 735,965 +158
10-Year Aus T-Bonds(SFE)
Mar09 090127 95.88 95.88 95.80 95.81 -0.09 17,061 0 -297,192
Jun09 090127 95.81 95.81 95.81 95.81 -0.09      
Total Volume and Open Interest 21,463 296,714 -478
3-Year Aus T-Bonds(SFE)
Mar09 090127 96.94 96.96 96.90 96.92 unch 43,962 0 -365,196
Jun09 090127 96.92 96.92 96.92 96.92 unch      
Total Volume and Open Interest 53,218 378,768 +13,572
Gold(CMX)
Feb09 090127 901.0 901.5 898.3 899.5 -9.3 148,370 86,635 -26,010
Apr09 090127 902.5 903.5 900.5 901.4 -9.3 54,981 174,364 +23,930
Jun09 090127 902.5 903.2 902.5 903.2 -9.3 9,050 39,518 +3,134
Aug09 090127 904.8 904.8 904.8 904.8 -9.4 1,020 12,357 +235
Oct09 090127 906.5 906.5 906.5 906.5 -9.4 20 3,267 -3
Dec09 090127 908.3 908.3 908.3 908.3 -9.4 571 15,261 +189
Feb10 090127 910.1 910.1 910.1 910.1 -9.5 483 3,831 +295
Apr10 090127 912.0 912.0 912.0 912.0 -9.6 300 480 +0
Jun10 090127 914.1 914.1 914.1 914.1 -9.7 1 3,227 +0
Aug10 090127 916.3 916.3 916.3 916.3 -9.8 325 375 +0
Oct10 090127 918.6 918.6 918.6 918.6 -9.9      
Dec10 090127 920.9 920.9 920.9 920.9 -10.1 94 11,583 -34
Total Volume and Open Interest 250,619 359,905 +17,817
Silver(CMX)
Mar09 090127 1200.0 1219.0 1200.0 1217.5 +6.5 17,641 53,019 +178
May09 090127 1207.0 1219.1 1207.0 1219.1 +6.6 920 7,415 +279
Jul09 090127 1219.9 1219.9 1219.9 1219.9 +6.7 130 8,743 -68
Sep09 090127 1220.6 1220.6 1220.6 1220.6 +6.8 116 2,964 -20
Dec09 090127 1221.6 1221.6 1221.6 1221.6 +6.8 112 9,496 -39
Mar10 090127 1222.3 1222.3 1222.3 1222.3 +6.8 100 817 +50
May10 090127 1223.7 1223.7 1223.7 1223.7 +7.0 8 1 +0
Total Volume and Open Interest 29,513 88,599 +1,343
Platinum(NYMEX)
Jan09 090127 955.3 955.3 955.3 955.3 -15.7 20 84 +18
Apr09 090127 958.2 958.2 958.2 958.2 -15.7 1,100 18,093 +242
Jul09 090127 964.7 964.7 941.9 962.2 -15.7      
Total Volume and Open Interest 1,555 18,307 +413
Palladium(NYMEX)
Mar09 090127 193.70 193.70 188.00 191.00 -2.00 822 11,873 +15
Jun09 090127 191.80 191.80 191.80 191.80 -1.95 33 847 +6
Total Volume and Open Interest 1,132 12,699 +398
Copper(CMX)
Mar09 090127 154.25 154.25 146.00 148.45 -10.20 16,649 52,164 -1,565
May09 090127 150.00 150.00 149.50 149.90 -10.20 3,142 16,598 +738
Jul09 090127 150.95 150.95 150.90 150.90 -10.15 280 3,539 +148
Sep09 090127 151.65 151.65 151.60 151.60 -10.15 93 1,876 +4
Dec09 090127 152.25 152.25 152.20 152.20 -10.10 127 2,233 +32
Total Volume and Open Interest 15,603 85,908 +481
Aluminum(CMX)
Jan09 090127 61.75 61.75 61.75 61.75 -1.75      
Feb09 090127 62.50 62.50 62.50 62.50 -1.75      
Mar09 090127 63.25 63.25 63.25 63.25 -1.75      
Apr09 090127 64.00 64.00 64.00 64.00 -1.75      
Jun09 080724 142.35 142.35 142.35 142.35 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 090127 8100 8170 8033 8093 +56 935 16,967 +36
Jun09 090127 8053 8053 8053 8053 +56 0 25 +0
Sep09 090127 7993 7993 7993 7993 +56      
Dec09 090127 7953 7953 7953 7953 +56      
Total Volume and Open Interest 1,631 16,956 +352
S & P 500(CME)
Mar09 090127 833.30 847.40 831.50 839.20 +8.40 22,073 524,589 -2,949
Jun09 090127 838.70 838.70 835.70 835.70 +8.40 208 9,553 -105
Sep09 090127 832.70 832.70 832.70 832.70 +8.30 100 817 +100
Dec09 090127 826.70 826.70 826.70 826.70 +4.30 0 34 +0
Total Volume and Open Interest 25,323 537,947 +2,086
S & P 500 E-Mini(Globex)
Mar09 090127 833.50 847.50 831.25 839.25 +8.50 2,254,244 2,535,478 -4,543
Jun09 090127 832.50 844.00 828.25 835.75 +8.50 2,891 56,713 -148
Total Volume and Open Interest 2,599,428 2,597,235 +23,593
NASDAQ 100(CME)
Mar09 090127 1182.00 1201.00 1181.00 1185.80 +6.30 1,957 25,785 +2,283
Jun09 090127 1185.00 1185.00 1185.00 1185.00 +6.20 0 17 +0
Sep09 090127 1185.30 1185.30 1185.30 1185.30 +6.30      
Total Volume and Open Interest 3,916 23,519 -495
NASDAQ 100 E-Mini(Globex)
Mar09 090127 1181.00 1200.30 1176.30 1185.80 +6.30 300,366 247,848 -1,919
Jun09 090127 1182.00 1199.50 1177.00 1185.00 +6.20 164 1,739 -23
Total Volume and Open Interest 347,444 251,548 -8,677
S & P Midcap 400(CME)
Mar09 090127 504.00 510.50 504.00 508.20 +6.80 32 4,074 -122
Jun09 090127 506.20 506.20 506.20 506.20 +6.30      
Sep09 090127 511.20 511.20 511.20 511.20 +6.30      
Total Volume and Open Interest 202 4,196 +207
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090127 7805 8110 7790 8055 +465 60,578 165,494 -3,988
Jun09 090127 7975 7975 7975 7975 +470 0 165 +0
Total Volume and Open Interest 60,578 170,097 -392
Nikkei 225(SGX)
Mar09 090127 7805 8110 7790 8055 +465 60,578 165,494 -3,988
Jun09 090127 7975 7975 7975 7975 +470 0 165 +0
Sep09 090127 7975 7975 7975 7975 +465 0 66 +0
Total Volume and Open Interest 60,578 170,097 -392
CAC 40(EURONEXT)
Feb09 090127 2943.0 2979.0 2907.0 2956.0 -0.5 125,331 323,791 -31,990
Mar09 090127 2955.0 2973.0 2911.5 2958.0 -0.5 645 29,237 -220
Apr09 090127 2959.0 2978.0 2929.5 2960.5 -2.0 10 26 -1
Total Volume and Open Interest 164,917 387,514 +12,177
Hang Seng Index(HKFE)
Jan09 090123 12450 12716 12385 12464 -108 7,919 4,515 -180
Feb09 090123 12451 12703 12394 12445 -125 1,769 3,423 +1,213
Mar09 090123 12410 12643 12368 12400 -138 29 318 +100
Total Volume and Open Interest 9,720 8,310 +1,163
DAX(EUREX)
Mar09 090127 4329.5 4373.0 4271.5 4343.5 +13.5 175,202 157,120 -2,717
Jun09 090127 4351.0 4381.0 4292.0 4359.0 +15.0 547 12,399 -76
Sep09 090127 4374.0 4383.5 4313.0 4372.0 +14.0 83 703 -53
Total Volume and Open Interest 175,832 170,222 +3,288
FT-SE 100(EURONEXT)
Mar09 090127 4155.00 4178.00 4090.00 4157.00 -10.00 126,631 725,388 -4,035
Jun09 090127 4117.00 4130.00 4066.00 4116.50 -9.00 65 3,970 +9
Sep09 090127 4087.00 4087.00 4087.00 4087.00 -9.00      
Total Volume and Open Interest 142,814 733,384 -4,344
SPI 200(SFE)
Mar09 090127 3362.0 3413.0 3355.0 3376.0 +65.0 35,685 0 -307,961
Jun09 090127 3372.0 3372.0 3372.0 3372.0 +62.0 16 0 -2,692
Sep09 090127 3316.0 3316.0 3316.0 3316.0 +62.0      
Total Volume and Open Interest 37,620 318,518 +5,754
GSCI(CME)
Feb09 090127 348.40 348.40 332.75 332.90 -16.60 66 14,215 +7
Mar09 090127 346.25 346.25 346.25 346.25 -15.75 2 6 +0
Apr09 090127 355.00 355.00 355.00 355.00 -14.00 2 3 +0
Total Volume and Open Interest 142 14,217 -32
Reuters CCI(ICE)
Feb09 090127 362.00 364.65 362.00 362.50 -4.50 6 19 +0
Apr09 090127 369.00 369.00 369.00 369.00 -5.00 4 1,038 +1
Jun09 090127 378.00 378.00 378.00 378.00 -5.00 0 401 +0
Total Volume and Open Interest 0 6 +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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