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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 February 05, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090205 947.75 987.75 946.25 980.00 +30.50 6,413 130,771 -4,937
May09 090205 952.25 991.00 951.00 983.25 +29.50 3,530 73,042 +2,507
Jul09 090205 960.00 996.00 958.00 987.25 +26.25 1,565 44,192 -1,464
Aug09 090205 950.00 981.50 950.00 978.50 +26.25 0 2,981 +43
Sep09 090205 925.00 952.75 920.50 945.50 +25.00 405 3,210 +709
Nov09 090205 888.25 922.00 886.25 914.50 +24.50 1,080 57,319 +197
Jan10 090205 899.00 926.00 899.00 923.75 +24.25 7 1,603 +57
Total Volume and Open Interest 168,478 324,350 +1,598
Soybean Meal(CBOT)
Mar09 090205 299.90 311.00 298.70 308.00 +7.50 4,611 50,493 -191
May09 090205 297.90 308.00 296.20 305.00 +7.10 2,294 33,077 -669
Jul09 090205 297.60 307.60 296.70 304.70 +6.80 769 17,533 -773
Aug09 090205 294.40 303.70 294.30 300.90 +6.50 399 4,647 +87
Sep09 090205 284.30 293.00 282.90 290.20 +6.20 740 4,788 +478
Oct09 090205 268.50 277.10 268.00 274.50 +6.30 136 2,809 -28
Dec09 090205 264.50 273.50 264.50 271.50 +6.10 777 13,011 +352
Jan10 090205 272.20 272.20 266.10 272.20 +6.10 0 352 +9
Total Volume and Open Interest 49,946 128,034 +2,458
Soybean Oil(CBOT)
Mar09 090205 32.20 33.33 32.14 33.05 +0.70 3,862 101,814 -2,558
May09 090205 32.56 33.70 32.53 33.42 +0.68 3,443 47,703 +4,731
Jul09 090205 32.97 34.07 32.91 33.79 +0.66 2,713 27,553 -857
Aug09 090205 33.62 34.20 33.45 33.98 +0.66 45 5,661 -21
Sep09 090205 33.53 34.41 33.53 34.16 +0.66 520 5,027 +119
Oct09 090205 34.17 34.60 33.85 34.33 +0.66 88 4,173 +31
Dec09 090205 34.02 34.95 34.02 34.68 +0.66 876 17,211 +673
Jan10 090205 35.00 35.00 34.35 35.00 +0.65 0 490 +1
Total Volume and Open Interest 45,433 214,173 +1,093
Canola(WCE)
Mar09 090205 421.8 435.2 420.6 428.4 +4.2 9,541 34,048 -2,211
May09 090205 431.0 442.8 430.7 436.3 +4.5 7,316 38,132 +2,718
Jul09 090205 437.5 448.2 437.5 442.2 +4.0 2,650 10,549 +1,185
Nov09 090205 443.0 453.3 442.0 447.2 +3.4 1,365 11,996 +656
Jan10 090205 454.1 456.9 454.1 455.9 +3.4 5 255 +0
Total Volume and Open Interest 11,617 92,656 +1,278
Corn(CBOT)
Mar09 090205 358.00 372.25 356.50 371.25 +13.00 12,041 284,564 -2,411
May09 090205 368.50 382.25 367.00 381.50 +12.75 4,809 165,667 +9,345
Jul09 090205 378.75 392.50 378.00 391.50 +12.25 780 138,672 +5,167
Sep09 090205 388.25 402.50 388.00 401.50 +12.50 23 32,909 +270
Dec09 090205 401.00 416.25 400.00 415.25 +13.50 2,778 160,522 +7,289
Mar10 090205 415.00 429.00 414.50 429.00 +13.25 6 14,368 +9
Total Volume and Open Interest 193,083 815,434 -14,292
Wheat(CBOT)
Mar09 090205 542.25 567.50 541.50 561.75 +19.50 5,076 112,502 +1,259
May09 090205 555.25 580.00 554.75 574.75 +19.50 2,572 56,351 +5,579
Jul09 090205 567.00 592.00 567.00 586.25 +18.50 852 63,976 +2,265
Sep09 090205 597.75 615.25 597.25 610.75 +18.00 20 18,748 -27
Dec09 090205 615.75 636.00 614.25 630.75 +17.50 26 32,320 +530
Total Volume and Open Interest 40,047 283,474 -684
Wheat(KCBT)
Mar09 090205 573.25 596.50 571.75 590.00 +20.00 8,533 29,384 +172
May09 090205 580.00 607.25 580.00 600.75 +19.50 2,112 13,332 +464
Jul09 090205 593.25 618.00 593.25 611.50 +19.25 2,573 19,727 +221
Sep09 090205 609.75 627.75 607.50 622.50 +19.75 328 3,923 -96
Dec09 090205 622.00 644.75 621.00 639.25 +20.25 808 11,020 +253
Total Volume and Open Interest 12,359 78,111 +309
Wheat(MGE)
Mar09 090205 639.00 659.50 638.25 655.75 +18.75 1,679 6,139 -115
May09 090205 626.00 645.75 626.00 642.00 +15.75 1,307 7,752 +189
Jul09 090205 625.50 641.25 623.75 637.50 +15.75 272 4,151 -8
Sep09 090205 630.25 646.50 629.25 642.50 +15.75 224 3,840 +12
Dec09 090205 639.25 659.25 638.50 654.75 +17.75 161 2,630 -6
Total Volume and Open Interest 3,646 24,700 +40
Oats(CBOT)
Mar09 090205 187.00 195.00 185.50 193.00 +6.00 5 5,037 -182
May09 090205 196.00 204.50 196.00 202.50 +6.00 3 5,517 +136
Jul09 090205 206.75 213.50 206.00 212.00 +6.00 0 3,197 -3
Sep09 090205 221.50 221.50 215.50 221.50 +6.00 0 3 +0
Total Volume and Open Interest 3,163 17,652 +345
Rough Rice(CBOT)
Mar09 090205 12.06 12.47 12.06 12.44 +0.43 3 3,506 -132
May09 090205 12.27 12.67 12.27 12.62 +0.42 6 2,617 +22
Jul09 090205 12.42 12.74 12.42 12.74 +0.40 0 294 +0
Sep09 090205 11.94 12.05 11.85 12.05 +0.20 0 425 -3
Total Volume and Open Interest 754 7,750 +83
Live Cattle(CME)
Feb09 090205 83.050 83.650 82.580 83.635 +0.455 5,274 25,216 -901
Apr09 090205 85.785 86.980 85.300 86.500 +0.550 8,422 97,295 +232
Jun09 090205 83.430 84.750 83.150 84.050 +0.370 4,652 48,109 +702
Aug09 090205 84.400 85.250 83.950 84.785 +0.150 1,176 22,377 +366
Oct09 090205 87.750 88.450 87.100 88.150 +0.250 249 8,445 +51
Dec09 090205 89.500 90.300 89.000 90.050 +0.050 261 4,798 +115
Total Volume and Open Interest 29,404 207,245 -465
Feeder Cattle(CME)
Mar09 090205 93.285 94.450 92.750 94.135 +0.705 1,269 11,779 -261
Apr09 090205 94.285 95.500 93.830 95.035 +0.705 721 4,007 -147
May09 090205 95.830 97.150 95.600 97.035 +0.605 241 2,689 +63
Aug09 090205 98.200 99.500 97.850 99.430 +0.730 252 1,833 +134
Sep09 090205 98.700 99.350 98.500 99.350 +0.550 4 282 +2
Oct09 090205 98.900 99.250 98.100 99.250 +0.950 3 138 +3
Nov09 090205 98.700 98.900 98.100 98.900 +0.100 7 32 +0
Total Volume and Open Interest 3,167 20,967 -98
Lean Hogs(CME)
Feb09 090205 56.900 57.100 56.330 56.500 -0.735 7,084 11,540 -1,424
Apr09 090205 60.750 60.880 59.800 60.250 -0.630 12,449 60,191 +1,657
May09 090205 71.800 72.300 71.500 72.225 -0.775 60 1,887 -3
Jun09 090205 73.000 73.135 71.930 72.535 -0.815 3,644 34,503 +330
Jul09 090205 72.800 73.000 72.180 72.900 -0.575 619 8,102 +19
Aug09 090205 72.550 72.550 71.580 72.225 -0.375 536 6,783 +234
Oct09 090205 65.150 65.300 64.800 65.000 -0.500 48 4,148 +28
Dec09 090205 64.250 64.300 63.800 64.080 -0.420 69 1,598 +12
Total Volume and Open Interest 22,056 128,143 -1,080
Pork Bellies(CME)
Feb09 090205 80.000 80.700 78.900 79.000 -1.800 30 110 -26
Mar09 090205 79.150 80.400 78.650 80.000 -1.150 140 441 -5
May09 090205 82.000 82.000 81.000 82.000 -0.730 51 435 +31
Jul09 090205 80.200 80.200 79.250 79.250 -1.250 5 185 +5
Aug09 090205 79.000 79.000 79.000 79.000 -1.100 0 56 +0
Total Volume and Open Interest 224 1,222 +13
Class III Milk(CME)
Feb09 090205 9.35 9.36 9.28 9.29 -0.03 156 5,007 +16
Mar09 090205 9.90 10.13 9.85 9.94 +0.07 196 4,819 +64
Apr09 090205 10.55 10.77 10.43 10.60 +0.07 313 4,054 +80
May09 090205 11.10 11.30 10.94 11.09 +0.04 267 3,912 +122
Jun09 090205 11.85 12.05 11.74 11.85 -0.01 153 3,263 +37
Total Volume and Open Interest 1,803 35,819 +465
Cocoa(ICE)
Mar09 090205 2700 2794 2683 2765 +37 7,408 32,972 -3,721
May09 090205 2698 2794 2697 2770 +33 5,683 42,464 +1,335
Jul09 090205 2704 2790 2701 2767 +36 1,679 17,168 +16
Sep09 090205 2720 2760 2720 2760 +38 585 9,852 +155
Dec09 090205 2704 2747 2701 2744 +41 1,092 11,990 -508
Mar10 090205 2688 2740 2686 2734 +45 1,311 5,568 +1,182
May10 090205 2731 2731 2731 2731 +46 0 1,792 +69
Total Volume and Open Interest 12,196 123,557 +1,099
Coffee "C"(ICE)
Mar09 090205 115.85 119.85 114.10 119.20 +3.30 13,296 56,258 -1,998
May09 090205 117.75 122.00 116.25 121.35 +3.30 6,444 42,302 -90
Jul09 090205 120.25 124.20 118.50 123.60 +3.35 2,499 14,110 +985
Sep09 090205 122.00 126.00 120.70 125.60 +3.40 492 7,334 -32
Dec09 090205 124.50 128.50 123.50 128.30 +3.35 405 9,214 +28
Mar10 090205 126.00 131.00 126.00 130.80 +3.35 216 5,951 +205
Total Volume and Open Interest 17,196 137,744 +1,629
Orange Juice(ICE)
Mar09 090205 72.75 72.75 68.75 69.15 -6.25 1,893 19,320 -540
May09 090205 78.00 78.00 72.60 72.95 -5.85 758 5,944 +82
Jul09 090205 77.80 79.55 76.35 76.50 -5.80 125 1,584 +23
Sep09 090205 83.70 83.70 80.25 80.45 -5.95 303 880 +295
Nov09 090205 83.65 83.65 83.65 83.65 -5.75 0 198 +1
Jan10 090205 85.65 85.65 85.65 85.65 -6.25 0 87 +0
Total Volume and Open Interest 1,487 28,381 +38
Sugar #11(ICE)
Mar09 090205 12.59 13.00 12.39 12.98 +0.39 36,523 195,143 -11,847
May09 090205 12.98 13.33 12.73 13.31 +0.43 28,318 143,926 +5,315
Jul09 090205 13.00 13.40 12.85 13.37 +0.37 7,343 122,182 -2,233
Oct09 090205 13.35 13.71 13.23 13.69 +0.34 1,924 81,008 +592
Mar10 090205 13.87 14.21 13.73 14.19 +0.32 1,533 51,190 -1,070
Total Volume and Open Interest 92,780 673,225 -3,144
Sugar #14(ICE)
Mar09 090205 18.65 18.95 18.65 18.95 -0.15 26 608 -354
May09 090205 19.70 19.80 19.70 19.72 -0.22 27 3,494 +0
Jul09 090205 20.68 20.68 20.68 20.68 -0.02 0 2,068 +0
Sep09 090205 20.90 20.90 20.90 20.90 unch 0 1,035 +0
Total Volume and Open Interest 82 7,559 +198
London Cocoa(LCE)
Mar09 090205 1947 1969 1942 1966 +5 8,532 41,482 -4,640
May09 090205 1929 1946 1918 1943 -3 11,858 62,720 +1,985
Jul09 090205 1928 1938 1913 1936 -5 1,383 36,732 +976
Sep09 090205 1916 1931 1910 1929 -4 272 14,504 +97
Dec09 090205 1880 1903 1876 1899 +8 540 17,091 +155
Mar10 090205 1856 1880 1849 1880 +13 347 6,106 +243
May10 090205 1884 1884 1884 1884 +9 11 166 +0
Total Volume and Open Interest 11,962 180,205 -392
London Coffee(LCE)
London Sugar(LCE)
Mar09 090205 380.20 381.10 371.20 378.20 -1.70 5,743 13,723 -1,745
May09 090205 375.60 378.70 370.00 377.20 +2.10 6,071 24,483 +726
Aug09 090205 370.40 374.40 367.70 373.30 +3.70 1,125 12,339 +167
Oct09 090205 369.70 374.20 366.90 371.30 +3.00 311 5,158 +153
Dec09 090205 371.30 376.30 371.30 373.90 +3.90 64 1,419 +10
Total Volume and Open Interest 17,966 58,902 -2,169
Cotton(ICE)
Mar09 090205 49.90 50.08 49.45 49.71 +0.04 7,134 51,191 -1,876
May09 090205 50.72 50.95 50.20 50.34 -0.24 4,367 35,291 +1,459
Jul09 090205 51.80 52.15 51.03 51.20 -0.60 2,346 20,173 +523
Oct09 090205 53.80 53.80 53.80 53.80 -0.55 0 306 +0
Dec09 090205 56.05 56.14 55.33 55.49 -0.32 1,469 18,650 +400
Mar10 090205 59.95 60.04 59.24 59.58 +0.02 303 1,116 +301
Total Volume and Open Interest 11,945 128,412 -51
Lumber(CME)
Mar09 090205 178.0 178.0 163.7 165.3 -8.4 528 4,224 -166
May09 090205 187.8 187.8 177.5 179.0 -8.5 550 3,168 +230
Jul09 090205 195.0 197.8 187.6 187.8 -9.8 318 780 +120
Sep09 090205 195.0 196.8 185.8 188.5 -7.3 119 233 +62
Total Volume and Open Interest 2,340 8,197 +90
Crude Oil(NYM)
Mar09 090205 40.30 41.25 39.46 41.17 +0.85 254,203 364,665 -5,806
Apr09 090205 44.20 45.81 43.83 45.76 +1.52 106,118 131,558 -679
May09 090205 46.68 48.44 46.46 48.38 +1.70 31,977 72,832 -1,909
Jun09 090205 48.13 50.00 48.09 49.96 +1.72 26,402 120,107 +1,009
Jul09 090205 49.68 51.26 49.36 51.23 +1.75 12,521 48,261 -3,287
Aug09 090205 50.78 52.24 50.65 52.24 +1.74 7,335 22,600 +1,318
Sep09 090205 51.80 53.06 51.42 53.06 +1.69 3,644 23,691 -941
Oct09 090205 52.63 53.74 52.19 53.74 +1.61 2,284 22,126 -335
Nov09 090205 53.30 54.41 52.95 54.41 +1.53 2,123 18,683 -346
Dec09 090205 53.65 55.07 53.45 55.07 +1.46 14,252 98,135 +342
Jan10 090205 54.64 55.64 54.37 55.64 +1.42 1,990 20,772 -224
Feb10 090205 54.75 56.17 54.75 56.17 +1.39 933 9,621 +45
Mar10 090205 55.42 56.66 55.42 56.66 +1.36 241 13,605 +108
Apr10 090205 57.14 57.14 57.14 57.14 +1.33 45 3,402 -34
May10 090205 57.61 57.61 57.61 57.61 +1.31 56 3,956 -62
Jun10 090205 58.07 58.07 58.07 58.07 +1.29 916 20,615 +47
Total Volume and Open Interest 482,776 1,254,242 -8,014
e-miNY Crude Oil(NYM)
Feb09 090116 35.400 36.800 34.175 36.500 +1.100 16,545 7,512 +74
Mar09 090205 40.325 41.250 39.450 41.175 +0.850 10,947 7,870 -491
Apr09 090205 44.100 45.825 43.850 45.750 +1.500 552 1,180 -92
May09 090205 46.850 48.375 46.850 48.375 +1.700 94 285 -9
Jun09 090205 48.650 49.950 48.000 49.950 +1.700 6 169 +5
Jul09 090205 51.225 51.225 51.225 51.225 +1.750 4 14 +0
Aug09 090205 52.250 52.250 52.250 52.250 +1.750 4 6 +0
Sep09 090205 53.050 53.050 53.050 53.050 +1.675 1 2 +0
Oct09 090205 53.750 53.750 53.750 53.750 +1.625 1 2 +0
Nov09 090205 54.400 54.400 54.400 54.400 +1.525      
Total Volume and Open Interest 11,112 10,194 +146
Heating Oil(NYM)
Mar09 090205 132.12 137.76 132.06 136.72 +4.02 26,158 61,105 -1,200
Apr09 090205 133.00 138.00 132.25 136.97 +4.22 10,154 34,250 -93
May09 090205 134.24 139.34 134.00 138.52 +4.12 6,175 27,259 -17
Jun09 090205 136.55 141.39 136.24 140.72 +4.17 5,552 29,491 -373
Jul09 090205 139.49 144.16 139.24 143.67 +4.12 1,380 12,242 -161
Aug09 090205 142.60 147.04 142.25 146.52 +4.07 990 7,716 +331
Sep09 090205 145.68 149.88 145.29 149.57 +3.97 749 9,455 -37
Oct09 090205 148.42 152.81 148.15 152.37 +3.92 378 5,916 +59
Nov09 090205 152.35 155.86 152.00 155.42 +3.87 921 3,778 +273
Dec09 090205 155.86 158.84 154.56 158.52 +3.82 2,309 17,000 -608
Jan10 090205 158.70 161.60 158.70 161.32 +3.82 528 4,283 -287
Feb10 090205 160.97 162.92 159.75 162.92 +3.77 136 3,642 +39
Total Volume and Open Interest 62,007 244,995 +73
Gasoline(NYMEX)
Mar09 090205 121.22 127.75 121.22 127.48 +5.64 36,891 63,676 -2,308
Apr09 090205 130.00 135.79 129.76 135.63 +5.54 17,500 31,395 +736
May09 090205 132.40 136.73 130.98 136.58 +5.49 9,725 20,074 +961
Jun09 090205 132.90 137.58 131.97 137.58 +5.49 5,542 17,322 +462
Jul09 090205 133.79 138.13 132.50 138.13 +5.44 2,155 11,325 +94
Aug09 090205 135.17 138.38 133.49 138.38 +5.29 1,739 6,692 +82
Sep09 090205 134.69 138.43 134.24 138.43 +5.14 1,442 6,879 +444
Oct09 090205 128.10 129.53 128.10 129.53 +4.74 499 5,398 +173
Nov09 090205 130.28 130.28 130.28 130.28 +4.64 161 1,760 +59
Dec09 090205 127.45 131.83 127.45 131.83 +4.54 266 7,380 +115
Total Volume and Open Interest 76,029 180,933 +841
e-miNY RBOB Gasoline(NYM)
Mar09 090205 127.48 127.48 127.48 127.48 +5.64 0 2 +0
Apr09 090205 135.63 135.63 135.63 135.63 +5.54      
May09 090205 136.58 136.58 136.58 136.58 +5.49      
Jun09 090205 137.58 137.58 137.58 137.58 +5.49      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Mar09 090205 4.627 4.742 4.510 4.642 +0.045 67,890 129,037 -9,488
Apr09 090205 4.677 4.780 4.564 4.687 +0.040 29,566 85,615 +6,427
May09 090205 4.780 4.857 4.653 4.772 +0.036 9,605 56,739 -90
Jun09 090205 4.890 4.988 4.800 4.904 +0.031 3,485 30,863 +786
Jul09 090205 5.087 5.123 4.935 5.037 +0.022 2,814 30,648 +1,094
Aug09 090205 5.150 5.212 5.010 5.125 +0.024 1,112 23,384 -276
Sep09 090205 5.201 5.253 5.105 5.172 +0.023 759 19,531 +179
Oct09 090205 5.290 5.381 5.219 5.293 +0.026 3,758 36,493 -18
Nov09 090205 5.839 5.860 5.750 5.793 +0.001 1,738 17,701 +365
Dec09 090205 6.440 6.450 6.325 6.348 -0.024 1,660 30,178 -122
Jan10 090205 6.690 6.705 6.588 6.608 -0.029 2,753 23,676 +72
Feb10 090205 6.700 6.703 6.609 6.623 -0.029 608 9,368 +60
Mar10 090205 6.573 6.580 6.485 6.503 -0.024 1,548 20,741 +235
Apr10 090205 6.270 6.270 6.185 6.198 -0.029 826 19,000 +349
May10 090205 6.225 6.225 6.198 6.218 -0.029 79 10,220 -4
Jun10 090205 6.329 6.347 6.318 6.318 -0.029 107 5,928 -5
Total Volume and Open Interest 151,022 692,072 +5,263
Brent Crude Oil(ICE)
Mar09 090205 44.22 46.60 44.05 46.46 +2.31 96,451 105,885 -3,960
Apr09 090205 46.10 48.28 45.95 48.15 +2.06 84,928 161,518 +7,182
May09 090205 48.00 49.85 47.63 49.73 +1.94 37,586 74,918 +6,520
Jun09 090205 49.31 51.02 48.90 50.95 +1.87 17,288 48,198 +1,452
Jul09 090205 50.27 51.86 49.91 51.86 +1.82 3,854 21,186 +1,216
Aug09 090205 50.79 52.64 50.78 52.64 +1.76 2,674 15,841 +607
Sep09 090205 51.56 53.38 51.50 53.37 +1.69 1,645 13,536 +279
Oct09 090205 52.23 54.02 52.19 54.00 +1.64 967 11,291 -31
Nov09 090205 52.85 54.58 52.84 54.57 +1.59 901 12,549 +45
Dec09 090205 53.58 55.20 53.45 55.13 +1.55 6,889 53,748 -1,124
Jan10 090205 55.71 55.71 55.71 55.71 +1.52 0 11,323 +95
Feb10 090205 56.28 56.28 56.28 56.28 +1.49 0 6,585 +89
Mar10 090205 56.81 56.81 56.81 56.81 +1.45 0 3,984 +437
Apr10 090205 57.30 57.30 57.30 57.30 +1.43 0 2,218 +0
Total Volume and Open Interest 208,555 635,061 -3,984
Gas Oil(ICE)
Feb09 090205 417.00 431.25 414.75 418.50 -4.00 24,311 44,104 -5,490
Mar09 090205 422.50 437.50 420.50 424.50 -4.00 44,801 101,663 -638
Apr09 090205 430.50 445.00 429.00 432.25 -4.00 18,656 45,732 -1,010
May09 090205 439.75 452.75 438.75 442.00 -3.50 7,049 27,973 +755
Jun09 090205 450.00 463.75 448.00 451.75 -3.50 5,277 41,959 -1,219
Jul09 090205 461.00 471.75 460.00 462.25 -3.75 2,184 15,876 +186
Aug09 090205 471.00 475.75 469.75 472.00 -3.75 1,497 18,522 -257
Sep09 090205 479.75 484.75 478.50 481.25 -3.25 1,952 15,175 +619
Oct09 090205 487.50 491.75 487.50 489.25 -3.25 936 11,721 +135
Nov09 090205 496.75 497.25 493.25 495.00 -3.50 543 9,773 -93
Total Volume and Open Interest 110,886 457,361 -6,208
Ethanol(CBOT)
Feb09 090204 1.550 1.555 1.550 1.550 +0.020 1 148 -69
Mar09 090205 1.546 1.600 1.546 1.597 +0.045 16 363 -7
Apr09 090205 1.551 1.620 1.551 1.610 +0.058 15 463 +13
May09 090205 1.590 1.620 1.590 1.620 +0.040 2 186 +2
Jun09 090205 1.590 1.632 1.590 1.632 +0.042 0 183 +0
Jul09 090205 1.645 1.645 1.642 1.643 +0.043 2 211 +2
Aug09 090205 1.645 1.645 1.645 1.645 +0.045 0 237 +0
Sep09 090205 1.650 1.650 1.650 1.650 +0.050 2 246 +2
Total Volume and Open Interest 75 3,127 +17
US Dollar Index(ICE)
Mar09 090205 86.290 86.435 85.745 86.360 +0.285 3,665 16,958 -111
Jun09 090205 86.855 87.000 86.520 86.990 +0.300 57 2,322 +45
Sep09 090205 87.340 87.340 87.340 87.340 +0.300 0 1 +0
Total Volume and Open Interest 5,593 19,347 +462
Australian Dollar(CME)
Mar09 090205 63.93 65.63 63.86 65.26 +0.98 9 47,637 -380
Jun09 090205 63.88 65.29 63.70 64.99 +0.97 65 454 +24
Sep09 090205 64.74 64.74 63.79 64.74 +0.95 0 155 +0
Total Volume and Open Interest 34,815 48,637 -4,053
British Pound(CME)
Mar09 090205 144.35 147.00 143.59 146.28 +1.77 0 81,011 +315
Jun09 090205 143.70 146.85 143.68 146.24 +1.74 0 2,819 -42
Sep09 090205 146.40 146.72 143.95 146.25 +1.73 0 11 +1
Total Volume and Open Interest 77,507 83,589 -356
Canadian Dollar(CME)
Mar09 090205 81.12 81.77 80.71 81.39 +0.22 2 62,005 +362
Jun09 090205 81.13 81.80 80.80 81.44 +0.21 0 2,996 +16
Sep09 090205 81.53 81.82 81.07 81.51 +0.21 0 1,291 +0
Dec09 090205 81.57 81.81 81.17 81.59 +0.21 0 731 +2
Total Volume and Open Interest 28,936 66,997 +1,327
Japanese Yen(CME)
Mar09 090205 112.05 112.20 108.46 109.42 -2.29 2 109,710 -3,429
Jun09 090205 112.05 112.43 108.76 109.71 -2.30 0 3,906 +10
Sep09 090205 109.99 112.40 109.43 109.99 -2.31 0 45 +1
Total Volume and Open Interest 96,162 117,107 +5,399
Swiss Franc(CME)
Mar09 090205 86.31 86.49 85.25 85.46 -0.92 13 30,038 +1,437
Jun09 090205 85.98 86.61 85.58 85.67 -0.90 0 389 -1
Sep09 090205 85.83 86.78 85.83 85.83 -0.95 0 6 +0
Total Volume and Open Interest 36,913 29,001 -2,460
EuroFX(CME)
Mar09 090205 128.30 128.98 127.53 127.87 -0.60 10 151,939 +9,423
Jun09 090205 128.38 128.93 127.51 127.84 -0.61 52 1,239 +6
Sep09 090205 127.85 128.60 127.75 127.85 -0.61 0 853 +0
Total Volume and Open Interest 197,843 144,629 +5
Mexican Peso(CME)
Feb09 090205 701.2 701.2 693.0 701.2 +8.2      
Mar09 090205 686.8 697.8 684.2 695.0 +8.2 2,588 44,642 +2,425
Total Volume and Open Interest 11,258 42,781 +4,031
30-Year T-Bonds(CBOT)
Mar09 090205 126~130 127~245 126~100 126~290 +0~085 198,699 712,987 +4,670
Jun09 090205 125~130 126~135 125~025 125~190 +0~085 2,246 9,038 +1,241
Sep09 090205 124~130 124~130 124~045 124~130 +0~085 0 37 +0
Total Volume and Open Interest 194,393 716,168 +7,263
10-Year T-Notes(CBOT)
Mar09 090205 121~310 122~240 121~280 122~120 +0~085 627,179 1,039,175 -4,177
Jun09 090205 120~070 120~200 119~275 120~095 +0~075 7,395 21,609 +1,553
Sep09 090205 119~095 119~095 119~020 119~095 +0~075      
Total Volume and Open Interest 498,519 1,063,408 -9,166
5-Year T-Notes(CBOT)
Mar09 090205 117~101 118~021 117~093 117~125 +0~020 255,370 0 +0
Jun09 090205 116~060 116~073 116~048 116~073 +0~025 1,413 0 +0
Sep09 090205 54~025 54~025 54~000 54~025 +0~025      
Total Volume and Open Interest 308,414 953,493 +35,610
2 Year T-Notes(CBOT)
Mar09 090205 108~103 108~112 108~093 108~102 +0~001 20 479,088 +3,608
Jun09 090205 108~042 108~042 108~040 108~040 +0~007 0 1 +0
Sep09 090205 108~040 108~040 108~034 108~040 +0~007      
Total Volume and Open Interest 105,666 475,481 -11,274
Eurodollars(CME)
Mar09 090205 98.750 98.800 98.740 98.785 +0.035 2,683 1,226,015 -19,452
Jun09 090205 98.740 98.800 98.715 98.785 +0.050 3,677 990,003 +505
Sep09 090205 98.610 98.715 98.610 98.695 +0.045 2,769 884,909 -986
Dec09 090205 98.460 98.540 98.435 98.510 +0.040 2,104 787,982 -2,011
Mar10 090205 98.310 98.375 98.270 98.340 +0.030 2,707 652,086 +126
Jun10 090205 98.065 98.135 98.020 98.095 +0.030 1,992 375,308 -23
Sep10 090205 97.825 97.905 97.785 97.860 +0.035 2,263 341,445 -2,536
Dec10 090205 97.580 97.655 97.535 97.610 +0.040 1,667 332,731 +4,709
Mar11 090205 97.390 97.480 97.360 97.435 +0.035 1,184 200,258 +2,289
Jun11 090205 97.210 97.275 97.160 97.235 +0.035 1,509 191,823 -1,694
Sep11 090205 97.035 97.105 96.985 97.060 +0.030 1,074 125,525 +906
Dec11 090205 96.860 96.945 96.820 96.895 +0.020 1,108 106,876 +341
Mar12 090205 96.770 96.865 96.735 96.810 +0.010 414 73,501 -728
Jun12 090205 96.710 96.780 96.650 96.725 unch 304 63,638 -1,079
Sep12 090205 96.700 96.715 96.590 96.660 -0.005 240 70,603 +300
Dec12 090205 96.605 96.625 96.495 96.560 -0.010 819 45,623 +31
Mar13 090205 96.565 96.590 96.455 96.520 -0.015 259 29,049 +178
Jun13 090205 96.495 96.520 96.370 96.440 -0.020 246 28,418 -82
Total Volume and Open Interest 1,597,845 6,772,837 -69,999
30 Day Federal Funds(CBOT)
Feb09 090205 99.765 99.765 99.755 99.760 -0.002 0 65,556 +4,263
Mar09 090205 99.740 99.755 99.730 99.740 unch 15 37,372 +128
Apr09 090205 99.725 99.740 99.715 99.725 unch 20 43,849 -861
May09 090205 99.705 99.725 99.700 99.705 unch 5 49,523 -965
Jun09 090205 99.685 99.710 99.680 99.690 unch 5 23,054 -213
Jul09 090205 99.650 99.675 99.645 99.655 unch 0 24,964 +65
Total Volume and Open Interest 36,773 344,154 +153
30 Day Fed Funds(e-CBOT)
Feb09 090205 99.765 99.765 99.755 99.760 unch 9,229 65,556 +4,263
Mar09 090205 99.740 99.755 99.730 99.735 -0.005 4,776 37,372 +128
Apr09 090205 99.725 99.740 99.715 99.720 -0.005 8,289 43,849 -861
May09 090205 99.705 99.725 99.700 99.700 -0.005 5,346 49,523 -965
Jun09 090205 99.685 99.710 99.680 99.685 -0.005 3,539 23,054 -213
Jul09 090205 99.650 99.675 99.645 99.650 -0.005 3,718 24,964 +65
Total Volume and Open Interest 40,874 347,870 +4,046
3-Mth Euro-Yen(CME)
Mar09 090205 99.32 99.32 99.32 99.32 -0.01 18 5,622 +28
Jun09 090205 99.42 99.42 99.42 99.42 -0.01 0 997 +0
Sep09 090205 99.44 99.44 99.44 99.44 -0.01 0 480 +0
Dec09 090205 99.43 99.43 99.43 99.43 -0.01 0 175 +0
Mar10 090205 99.37 99.37 99.37 99.37 -0.01      
Jun10 090205 99.31 99.31 99.31 99.31 -0.01      
Sep10 090205 99.25 99.25 99.25 99.25 -0.01      
Dec10 090205 99.21 99.21 99.21 99.21 -0.01      
Mar11 090205 99.18 99.18 99.18 99.18 +0.04      
Jun11 090205 99.12 99.12 99.12 99.12 +0.04      
Total Volume and Open Interest 18 7,274 +28
3-Mth Euro-Yen(SGX)
Mar09 090205 99.33 99.33 99.32 99.32 -0.01 1,626 17,117 +706
Jun09 090205 99.42 99.43 99.42 99.42 -0.01 144 7,127 +24
Sep09 090205 99.49 99.49 99.48 99.48 +0.03 0 3,218 +0
Dec09 090205 99.49 99.49 99.48 99.48 +0.04 150 1,728 +150
Mar10 090205 99.43 99.43 99.43 99.43 +0.04 0 1,352 +0
Jun10 090205 99.36 99.36 99.36 99.36 +0.04 0 527 +0
Sep10 090205 99.31 99.31 99.31 99.31 +0.04 0 252 +0
Dec10 090205 99.26 99.26 99.26 99.26 +0.04 0 152 +0
Total Volume and Open Interest 1,001 33,450 +880
Japanese Gov't Bonds(SGX)
Mar09 090203 138.94 139.08 138.47 138.74 -0.21 1,123 10,226 +44
Jun09 090205 138.34 138.34 138.34 138.34 -0.14      
Sep09 090205 138.34 138.34 138.34 138.34 -0.14      
Total Volume and Open Interest 1,756 10,883 +22
Euro-Bund(EUREX)
Mar09 090130 122.47 122.95 122.14 122.37 -0.52 670,090 834,857 -29,345
Jun09 090130 121.29 121.58 121.16 121.16 -0.53 2,545 4,692 +2,790
Sep09 090130 121.17 121.17 121.17 121.17 -0.55      
Total Volume and Open Interest 672,635 839,549 -26,555
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090205 115.03 115.52 114.89 115.45 +0.27 278 15,828 +53
Sep09 090205 115.39 115.39 115.39 115.39 +0.25      
Total Volume and Open Interest 279,300 792,583 +8,592
3-Mth Euribor(EUREX)
Mar09 081229 97.745 97.775 97.745 97.775 +0.560 702 5,364 +143
Jun09 090130 98.265 98.295 98.265 98.265 +0.005 135 4,762 +180
Sep09 090130 98.200 98.245 98.200 98.225 +0.015 74 3,104 +66
Total Volume and Open Interest 729 31,922 -233
Long Gilt(LIFFE)
Mar09 090205 116~22 117~21 116~18 117~10 +0~14 77,513 333,060 +4,138
Jun09 090205 116~02 116~02 116~02 116~02 -1~18      
Total Volume and Open Interest 74,082 328,922 +416
3-Mth Short Sterling(LIFFE)
Mar09 090205 98.31 98.33 98.21 98.24 -0.07 58,223 581,794 -4,014
Jun09 090205 98.44 98.46 98.35 98.39 -0.06 61,354 289,885 -7,390
Sep09 090205 98.39 98.43 98.31 98.36 -0.04 59,714 242,980 -7,032
Dec09 090205 98.20 98.24 98.12 98.17 -0.04 49,866 208,778 -5,414
Mar10 090205 98.06 98.08 97.96 98.03 -0.03 54,066 198,533 +8,522
Jun10 090205 97.84 97.86 97.75 97.79 -0.04 45,529 132,935 +1,638
Total Volume and Open Interest 222,764 1,932,205 -5,571
3-Mth Euribor(LIFFE)
Mar09 090205 98.205 98.260 98.170 98.250 +0.060 91,245 743,520 +2,978
Jun09 090205 98.330 98.410 98.290 98.390 +0.070 73,964 616,569 -1,867
Sep09 090205 98.300 98.365 98.245 98.345 +0.060 77,071 487,288 -412
Total Volume and Open Interest 527,407 3,289,316 +10,591
3-Mth Aus T-Bills(SFE)
Mar09 090205 97.16 97.16 97.05 97.10 -0.05 18,923 244,686 +2,568
Jun09 090205 97.38 97.40 97.22 97.28 -0.10 22,308 226,878 +5,499
Sep09 090205 97.37 97.37 97.21 97.26 -0.10 5,813 122,778 +2,362
Dec09 090205 97.21 97.21 97.06 97.10 -0.09 5,817 74,459 +373
Mar10 090205 96.86 96.88 96.84 96.86 -0.08 1,927 48,231 -339
Jun10 090205 96.52 96.55 96.49 96.52 -0.06 3,084 48,597 +1,271
Sep10 090205 96.15 96.19 96.15 96.17 -0.06 1,105 26,407 -239
Dec10 090205 95.85 95.87 95.85 95.86 -0.06 790 14,285 +145
Mar11 090205 95.64 95.65 95.63 95.63 -0.07 101 911 -34
Jun11 090205 95.47 95.47 95.45 95.45 -0.08 206 950 -17
Total Volume and Open Interest 71,966 808,449 +11,589
10-Year Aus T-Bonds(SFE)
Mar09 090205 95.63 95.69 95.63 95.66 -0.06 31,843 323,800 +5,627
Jun09 090205 95.66 95.66 95.66 95.66 -0.06      
Total Volume and Open Interest 38,617 323,800 +5,627
3-Year Aus T-Bonds(SFE)
Mar09 090205 96.84 96.86 96.79 96.84 -0.10 78,591 454,076 +34,595
Jun09 090205 96.84 96.84 96.84 96.84 -0.10      
Total Volume and Open Interest 95,310 454,076 +34,595
Gold(CMX)
Feb09 090205 906.3 924.4 904.4 913.6 +12.0 465 3,514 -105
Apr09 090205 906.4 926.3 903.4 914.2 +12.0 75,619 229,609 -1,144
Jun09 090205 908.1 927.9 905.3 916.2 +12.1 1,456 46,613 +101
Aug09 090205 910.7 927.8 908.0 918.1 +12.1 1,057 13,149 +50
Oct09 090205 915.0 919.9 915.0 919.9 +12.1 68 3,449 +41
Dec09 090205 914.4 930.6 913.3 921.9 +12.1 355 16,517 +125
Feb10 090205 933.5 933.5 921.1 924.0 +12.1 1,029 5,163 +976
Apr10 090205 926.4 926.4 926.3 926.3 +12.2 100 580 +0
Jun10 090205 928.6 928.6 928.6 928.6 +12.2 5 3,138 +0
Aug10 090205 931.1 931.1 931.1 931.1 +12.3 325 375 +0
Oct10 090205 933.7 933.7 933.7 933.7 +12.3      
Dec10 090205 940.3 942.2 932.0 936.4 +12.4 9 11,182 +5
Total Volume and Open Interest 117,802 346,288 -1,227
Silver(CMX)
Mar09 090205 1249.5 1292.0 1227.0 1275.0 +28.0 13,007 49,920 -355
May09 090205 1240.0 1290.5 1233.0 1277.7 +28.2 2,006 12,845 +429
Jul09 090205 1249.5 1295.0 1249.0 1279.8 +28.5 307 10,203 +13
Sep09 090205 1288.5 1288.5 1280.8 1280.8 +28.6 69 3,008 -31
Dec09 090205 1251.0 1296.0 1251.0 1282.1 +28.4 291 9,634 +56
Mar10 090205 1283.2 1283.2 1283.2 1283.2 +28.2 65 1,900 +65
May10 090205 1285.1 1285.1 1285.1 1285.1 +28.2 8 1 +0
Total Volume and Open Interest 22,721 93,813 -48
Platinum(NYMEX)
Apr09 090205 973.8 996.4 967.7 982.0 +12.3 1,014 18,452 +148
Jul09 090205 982.2 995.0 977.8 985.7 +12.3      
Total Volume and Open Interest 852 18,927 +45
Palladium(NYMEX)
Mar09 090205 198.25 205.90 194.55 202.20 +4.20 835 11,402 +138
Jun09 090205 199.15 206.00 199.15 203.10 +4.20 102 1,213 +55
Sep09 090205 205.60 205.60 205.60 205.60 +3.80 1 1 +1
Total Volume and Open Interest 804 12,423 -118
Copper(CMX)
Mar09 090205 151.05 155.00 148.10 150.00 -3.10 12,934 49,227 -890
May09 090205 152.30 155.70 149.75 151.20 -3.10 3,181 20,221 -185
Jul09 090205 154.25 154.25 151.50 152.00 -3.35 316 4,818 +10
Sep09 090205 155.40 155.40 152.60 152.60 -3.35 162 2,049 +3
Dec09 090205 152.50 154.50 152.50 153.45 -3.20 110 2,267 +5
Total Volume and Open Interest 17,883 87,299 -1,285
Aluminum(CMX)
Feb09 090205 0.66 0.66 0.66 0.66 -65.84      
Mar09 090205 0.67 0.67 0.67 0.67 -66.33      
Apr09 090205 0.67 0.67 0.67 0.67 -66.83      
May09 090205 0.68 0.68 0.68 0.68 -67.32      
Jun09 080724 142.35 142.35 142.35 142.35 unch      
Jul09 080724 142.85 142.85 142.85 142.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 090205 7926 8065 7800 7994 +69 748 18,078 -532
Jun09 090205 7780 7953 7765 7953 +69 6 23 -1
Sep09 090205 7923 7923 7855 7923 +68      
Dec09 090205 7884 7884 7815 7884 +69      
Total Volume and Open Interest 1,703 18,634 +630
S & P 500(CME)
Mar09 090205 830.30 848.50 817.00 840.50 +10.70 20,067 544,467 -2,441
Jun09 090205 819.50 843.00 814.60 837.30 +10.70 474 12,654 +436
Sep09 090205 835.00 837.50 812.50 835.00 +10.50 0 807 +0
Dec09 090205 833.00 835.40 810.40 833.00 +10.60 0 34 +0
Total Volume and Open Interest 23,726 559,967 -3,802
S & P 500 E-Mini(Globex)
Mar09 090205 830.50 849.00 816.75 840.50 +10.75 2,212,942 2,608,557 +12,455
Jun09 090205 827.25 845.25 813.50 837.25 +10.75 9,580 86,351 +8,629
Total Volume and Open Interest 2,096,205 2,674,197 -5,000
NASDAQ 100(CME)
Mar09 090205 1213.80 1249.00 1186.00 1234.50 +20.50 2,550 26,056 -155
Jun09 090205 1234.50 1238.00 1234.50 1234.50 +20.50 0 17 +0
Sep09 090205 1234.80 1238.30 1234.80 1234.80 +20.50      
Total Volume and Open Interest 2,394 26,228 -575
NASDAQ 100 E-Mini(Globex)
Mar09 090205 1214.80 1249.30 1185.00 1234.50 +20.50 310,950 251,257 -2,844
Jun09 090205 1203.00 1248.50 1185.80 1234.50 +20.50 43 2,997 +7
Total Volume and Open Interest 305,987 257,112 -4,669
S & P Midcap 400(CME)
Mar09 090205 498.00 515.00 494.00 507.80 +4.20 13 4,216 -14
Jun09 090205 505.80 506.60 505.80 505.80 +4.20      
Sep09 090205 510.80 511.60 510.80 510.80 +4.20      
Total Volume and Open Interest 137 4,230 -67
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090205 7945 8100 7890 7930 -70 115,709 169,464 +4,435
Jun09 090205 7915 7915 7855 7855 -70 23 203 +18
Total Volume and Open Interest 115,932 166,638 -5,010
Nikkei 225(SGX)
Mar09 090205 7945 8100 7890 7930 -70 115,709 169,464 +4,435
Jun09 090205 7915 7915 7855 7855 -70 23 203 +18
Sep09 090205 7855 7855 7855 7855 -75 0 66 +0
Total Volume and Open Interest 115,932 166,638 -5,010
CAC 40(EURONEXT)
Feb09 090205 3015.0 3108.5 2973.5 3064.0 -3.0 132,383 330,513 +5,333
Mar09 090205 3017.0 3088.0 2982.0 3066.5 -3.5 1,043 34,816 +709
Apr09 090205 3060.5 3068.0 3060.5 3068.0 -4.0 3 787 +2
Total Volume and Open Interest 127,578 362,274 -14,968
Hang Seng Index(HKFE)
Feb09 090205 12950 13477 12950 13173 +143 6,963 1,789 -5,010
Mar09 090205 12976 13427 12925 13131 +141 74 636 -299
Total Volume and Open Interest 7,050 2,471 -5,369
DAX(EUREX)
Mar09 090205 4425.0 4572.0 4391.5 4505.0 +11.0 150,189 158,892 +3,153
Jun09 090205 4437.0 4583.5 4411.5 4521.5 +11.5 469 12,785 +73
Sep09 090205 4450.0 4591.5 4420.0 4533.0 +10.5 342 882 -59
Total Volume and Open Interest 151,000 172,559 +3,167
FT-SE 100(EURONEXT)
Mar09 090205 4120.00 4263.50 4103.00 4187.00 -8.00 119,817 738,909 +4,078
Jun09 090205 4087.00 4210.00 4065.50 4146.50 -8.50 472 4,568 +397
Sep09 090205 4119.00 4119.00 4119.00 4119.00 -9.00      
Total Volume and Open Interest 124,663 739,002 -1,983
SPI 200(SFE)
Mar09 090205 3392.0 3459.0 3364.0 3372.0 -24.0 32,630 311,053 -2,254
Jun09 090205 3364.0 3364.0 3364.0 3364.0 -21.0 17 2,815 -20
Sep09 090205 3308.0 3308.0 3308.0 3308.0 -21.0 0 1,194 +0
Total Volume and Open Interest 35,955 317,190 -2,274
GSCI(CME)
Feb09 090205 335.25 336.50 326.00 336.00 +7.00 289 13,659 -1
Mar09 090205 352.00 352.00 342.00 352.00 +9.00 176 909 +119
Apr09 090205 362.00 362.00 351.80 362.00 +10.00 0 3 +0
Total Volume and Open Interest 329 14,453 +103
Reuters CCI(ICE)
Apr09 090205 365.00 369.00 365.00 369.00 +4.50 2 1,032 -2
Jun09 090205 221.80 221.80 221.80 221.80 -151.70 1 401 +0
Aug09 090205 386.00 386.00 386.00 386.00 +4.50 0 3 +0
Total Volume and Open Interest 0 41 +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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