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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 12, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090212 978.00 985.25 967.50 968.50 -9.50 9,418 95,381 -9,816
May09 090212 982.00 988.00 970.25 971.50 -10.50 6,459 102,931 +10,101
Jul09 090212 985.00 992.00 973.75 976.00 -11.75 842 47,830 +866
Aug09 090212 972.25 977.50 962.75 964.00 -13.50 67 2,888 +28
Sep09 090212 941.25 945.50 920.25 927.00 -18.50 300 4,095 +267
Nov09 090212 915.00 918.00 899.00 900.50 -17.00 1,569 58,878 +335
Jan10 090212 918.00 922.00 908.00 909.25 -17.00 112 1,584 -16
Total Volume and Open Interest 137,389 320,479 +1,080
Soybean Meal(CBOT)
Mar09 090212 306.80 310.30 304.20 304.70 -1.00 2,961 47,387 -807
May09 090212 303.70 307.00 301.00 301.60 -1.40 1,707 34,794 +786
Jul09 090212 303.40 306.30 300.20 300.70 -1.70 821 17,204 +119
Aug09 090212 299.50 300.50 295.60 295.90 -3.10 175 4,649 -106
Sep09 090212 289.70 289.70 282.60 284.00 -5.00 517 5,047 +42
Oct09 090212 273.70 273.70 268.70 268.70 -4.80 612 3,078 +261
Dec09 090212 271.00 272.50 265.80 266.20 -4.80 684 13,348 +39
Jan10 090212 270.30 270.50 267.20 267.20 -4.80 20 388 -8
Total Volume and Open Interest 39,062 126,141 +685
Soybean Oil(CBOT)
Mar09 090212 33.30 33.49 32.75 32.83 -0.35 5,340 64,587 -6,049
May09 090212 33.59 33.82 33.07 33.15 -0.36 3,348 66,313 +5,443
Jul09 090212 34.07 34.11 33.40 33.51 -0.35 808 33,896 -372
Aug09 090212 33.70 33.90 33.58 33.68 -0.36 40 5,331 +85
Sep09 090212 33.97 34.10 33.73 33.84 -0.37 263 5,345 +94
Oct09 090212 34.10 34.23 34.01 34.01 -0.37 471 3,660 -289
Dec09 090212 34.73 34.95 34.27 34.36 -0.37 380 19,350 +135
Jan10 090212 34.75 34.75 34.66 34.66 -0.39 0 624 +0
Total Volume and Open Interest 78,078 206,870 -3,537
Canola(WCE)
Mar09 090212 430.8 434.5 427.3 428.0 -2.8 8,497 31,042 -884
May09 090212 435.9 442.1 435.5 436.0 -3.0 2,901 51,600 +1,247
Jul09 090212 445.0 448.2 442.8 443.3 -2.9 1,113 11,214 -299
Nov09 090212 450.0 455.0 448.8 449.6 -4.1 713 13,632 +200
Jan10 090212 458.3 458.3 458.3 458.3 -4.1 10 326 +4
Total Volume and Open Interest 20,110 107,579 +2,468
Corn(CBOT)
Mar09 090212 368.75 377.75 366.00 366.25 -2.25 12,690 214,858 -16,893
May09 090212 378.25 387.25 375.50 376.00 -2.50 7,979 199,040 +13,253
Jul09 090212 388.00 397.00 385.25 385.50 -2.50 1,779 140,587 +940
Sep09 090212 398.00 405.50 396.00 396.00 -2.25 1,085 37,856 +984
Dec09 090212 410.25 419.00 407.50 407.75 -2.25 1,062 162,265 +250
Mar10 090212 424.00 431.50 420.50 421.00 -2.75 41 14,580 +61
Total Volume and Open Interest 282,210 809,684 -17,596
Wheat(CBOT)
Mar09 090212 544.25 552.25 536.00 538.75 -4.50 4,498 80,004 -7,964
May09 090212 557.00 564.75 548.00 551.50 -4.50 3,826 84,634 +7,646
Jul09 090212 567.50 577.25 555.50 563.75 -4.50 527 77,618 +789
Sep09 090212 592.50 596.75 588.00 588.75 -5.00 0 20,306 +329
Dec09 090212 616.75 622.75 608.75 609.75 -4.75 204 33,775 +289
Total Volume and Open Interest 84,718 304,672 -1,825
Wheat(KCBT)
Mar09 090212 578.00 585.75 572.75 575.00 -3.00 10,219 20,685 -3,006
May09 090212 588.00 594.50 582.25 584.75 -3.25 5,885 19,553 +1,727
Jul09 090212 598.50 605.00 592.00 594.25 -3.75 3,008 21,730 +201
Sep09 090212 606.50 613.75 604.00 605.00 -3.75 116 4,151 +34
Dec09 090212 626.00 631.25 620.00 621.50 -3.75 565 13,004 +212
Total Volume and Open Interest 13,445 81,745 +308
Wheat(MGE)
Mar09 090212 637.25 649.00 637.25 639.50 -1.75 1,202 4,624 -324
May09 090212 629.75 638.00 627.00 628.25 -2.00 1,035 8,575 +262
Jul09 090212 625.00 632.75 622.75 623.50 -1.75 346 5,094 -14
Sep09 090212 629.25 635.75 626.50 626.50 -2.50 304 3,938 -9
Dec09 090212 642.50 648.25 638.50 639.00 -2.00 298 2,729 -76
Total Volume and Open Interest 3,246 25,208 -126
Oats(CBOT)
Mar09 090212 191.75 192.50 186.25 190.50 +2.00 50 4,042 -424
May09 090212 199.00 200.00 194.25 198.50 +1.50 64 6,356 +562
Jul09 090212 207.00 209.00 206.00 207.50 +1.50 0 3,360 +94
Sep09 090212 214.00 217.00 214.00 217.00 +1.50 0 6 +0
Total Volume and Open Interest 1,068 17,400 -165
Rough Rice(CBOT)
Mar09 090212 12.61 12.80 12.49 12.60 +0.04 8 2,972 -132
May09 090212 12.71 12.93 12.65 12.75 +0.04 0 2,229 -26
Jul09 090212 13.01 13.01 12.88 12.91 +0.03 0 329 +16
Sep09 090212 12.40 12.85 12.40 12.78 +0.43 0 553 +38
Total Volume and Open Interest 1,380 7,022 -166
Live Cattle(CME)
Feb09 090212 84.450 84.650 83.700 84.350 -0.185 2,851 15,280 -882
Apr09 090212 87.700 87.750 86.550 87.500 -0.100 10,555 94,737 -282
Jun09 090212 85.250 85.535 84.400 85.230 +0.050 6,059 49,337 +194
Aug09 090212 85.930 86.180 85.080 86.150 +0.170 1,873 24,837 +205
Oct09 090212 89.580 89.750 88.900 89.730 +0.130 517 9,699 +150
Dec09 090212 91.300 91.700 90.700 91.650 +0.170 289 5,792 +60
Total Volume and Open Interest 47,352 202,005 -2,172
Feeder Cattle(CME)
Mar09 090212 95.550 95.900 94.700 95.150 -0.250 3,070 8,897 -974
Apr09 090212 96.900 96.900 95.850 96.150 -0.250 2,203 5,998 +231
May09 090212 98.000 98.000 97.000 97.800 -0.100 742 3,569 -31
Aug09 090212 100.000 100.100 98.950 100.000 +0.250 348 2,364 +31
Sep09 090212 99.900 100.400 99.500 100.400 -0.100 23 393 +7
Oct09 090212 100.000 100.400 99.900 100.400 -0.100 30 188 +1
Nov09 090212 99.500 99.700 99.500 99.700 -0.800 1 37 +0
Total Volume and Open Interest 6,906 22,183 +285
Lean Hogs(CME)
Feb09 090212 58.000 58.930 58.000 58.830 +1.230 1,797 8,229 -450
Apr09 090212 62.300 64.050 62.200 63.800 +1.515 7,880 60,263 +863
May09 090212 74.180 75.550 74.000 75.150 +0.650 65 2,022 +57
Jun09 090212 75.385 76.950 74.885 76.800 +1.500 3,533 35,913 +1,278
Jul09 090212 76.385 78.050 76.135 78.000 +1.700 1,014 7,775 +189
Aug09 090212 75.600 76.580 75.400 76.250 +1.070 275 6,784 +29
Oct09 090212 68.450 69.300 68.300 69.080 +0.855 263 4,472 +63
Dec09 090212 67.000 67.400 66.580 67.000 +0.400 28 1,718 +3
Total Volume and Open Interest 22,106 125,392 -1,451
Pork Bellies(CME)
Feb09 090212 77.800 80.900 77.800 77.800 -0.200 4 9 -14
Mar09 090212 79.000 80.700 78.000 79.975 +1.025 32 443 -9
May09 090212 81.050 82.100 80.200 82.100 +1.125 26 519 +3
Jul09 090212 79.750 80.100 79.750 80.035 +1.035 5 200 +5
Aug09 090212 79.100 79.100 77.200 77.200 +1.100 0 56 +0
Total Volume and Open Interest 116 1,242 +4
Class III Milk(CME)
Feb09 090212 9.35 9.38 9.32 9.33 +0.01 12 5,088 +28
Mar09 090212 10.30 10.50 10.30 10.44 +0.09 102 4,913 +22
Apr09 090212 10.60 10.75 10.56 10.66 +0.04 135 4,105 +7
May09 090212 11.12 11.31 11.07 11.21 +0.06 103 3,922 -1
Jun09 090212 11.81 11.98 11.75 11.84 +0.02 80 3,310 +13
Total Volume and Open Interest 850 36,772 -45
Cocoa(ICE)
Mar09 090212 2716 2716 2599 2644 -70 5,991 5,773 -7,253
May09 090212 2693 2693 2599 2649 -44 11,160 57,585 +1,705
Jul09 090212 2652 2667 2598 2648 -35 709 22,149 +799
Sep09 090212 2632 2648 2591 2641 -27 175 10,045 +48
Dec09 090212 2576 2634 2575 2628 -25 148 12,330 +72
Mar10 090212 2560 2624 2560 2624 -13 29 7,066 +10
May10 090212 2561 2622 2561 2622 -10 3 1,878 +1
Total Volume and Open Interest 25,554 121,753 +74
Coffee "C"(ICE)
Mar09 090212 115.80 116.45 111.40 112.15 -3.65 14,890 29,861 -8,309
May09 090212 117.10 118.40 113.55 114.45 -3.35 10,916 61,310 +5,241
Jul09 090212 120.00 120.25 115.80 116.70 -3.30 1,602 17,768 +796
Sep09 090212 122.50 122.50 118.00 118.85 -3.25 334 8,246 +173
Dec09 090212 124.70 125.00 121.00 121.70 -3.20 84 9,597 +93
Mar10 090212 123.95 124.25 123.95 124.25 -3.20 18 6,391 -81
Total Volume and Open Interest 28,021 136,959 -1,202
Orange Juice(ICE)
Mar09 090212 69.30 69.75 67.55 68.70 -0.70 1,594 14,909 -1,434
May09 090212 73.55 73.55 71.15 72.45 -0.60 1,294 9,513 +1,036
Jul09 090212 75.75 76.15 75.75 76.15 -0.60 69 1,644 +7
Sep09 090212 79.10 79.85 79.00 79.85 -0.60 0 2,328 +0
Nov09 090212 83.30 83.30 83.30 83.30 -0.60 0 203 +0
Jan10 090212 85.30 85.30 85.30 85.30 -0.60 0 87 +0
Total Volume and Open Interest 2,298 29,304 +95
Sugar #11(ICE)
Mar09 090212 13.20 13.22 12.80 13.13 -0.06 53,444 123,726 -18,516
May09 090212 13.55 13.55 13.15 13.49 -0.01 45,085 196,049 +17,688
Jul09 090212 13.63 13.65 13.30 13.61 -0.01 5,952 128,417 -481
Oct09 090212 13.97 14.00 13.65 13.99 +0.02 2,497 86,254 +363
Mar10 090212 14.45 14.50 14.15 14.50 +0.05 1,349 53,247 +28
Total Volume and Open Interest 106,544 660,712 -4,596
Sugar #14(ICE)
May09 090212 20.20 20.30 20.20 20.20 +0.04 15 3,556 +0
Jul09 090212 20.73 20.73 20.70 20.73 +0.03 18 2,122 +6
Sep09 090212 20.89 20.90 20.89 20.89 -0.01 25 1,045 +0
Total Volume and Open Interest 62 6,717 +13
London Cocoa(LCE)
Mar09 090212 1940 1952 1903 1926 -6 2,526 38,492 -646
May09 090212 1914 1932 1880 1904 -7 4,850 65,560 -37
Jul09 090212 1916 1920 1876 1898 -8 1,417 37,626 -237
Sep09 090212 1907 1907 1867 1890 -8 502 15,851 +361
Dec09 090212 1886 1888 1869 1869 -8 1,197 17,883 +386
Mar10 090212 1863 1864 1827 1846 -9 947 7,748 +206
May10 090212 1852 1852 1852 1852 -10 0 166 +0
Total Volume and Open Interest 19,552 183,515 +1,146
London Coffee(LCE)
London Sugar(LCE)
May09 090212 391.40 392.30 381.90 387.40 -4.10 4,793 28,137 +1,231
Aug09 090212 387.10 387.20 381.50 383.80 -3.30 767 13,042 +146
Oct09 090212 386.00 386.00 380.00 381.80 -3.10 33 6,252 +5
Dec09 090212 385.80 385.80 383.00 383.00 -3.10 3 1,457 +0
Mar10 090212 386.50 386.50 386.20 386.20 -2.40 3 1,010 +0
Total Volume and Open Interest 9,931 55,523 +113
Cotton(ICE)
Mar09 090212 45.92 46.49 45.00 45.03 -0.80 13,556 22,198 -10,713
May09 090212 47.00 47.65 46.38 46.47 -0.52 13,851 48,631 +3,432
Jul09 090212 48.43 48.75 47.82 47.96 -0.48 3,698 23,464 +1,767
Oct09 090212 51.25 51.25 50.75 50.75 -0.52 25 321 +0
Dec09 090212 53.01 53.13 52.35 52.53 -0.40 1,691 19,950 +865
Mar10 090212 56.87 57.04 56.51 56.82 -0.48 54 1,718 +51
Total Volume and Open Interest 31,564 123,430 -154
Lumber(CME)
Mar09 090212 155.0 156.7 150.3 152.3 -1.2 635 3,324 -144
May09 090212 169.1 170.8 164.3 168.0 +1.0 394 3,487 +56
Jul09 090212 183.0 185.4 181.0 182.0 -1.3 51 738 +2
Sep09 090212 186.9 188.5 185.0 187.3 +3.7 18 239 +3
Total Volume and Open Interest 769 7,938 +87
Crude Oil(NYM)
Mar09 090212 35.92 36.25 33.55 33.98 -1.96 315,650 169,986 -33,631
Apr09 090212 42.41 43.06 41.36 42.17 -0.30 207,190 259,912 +22,219
May09 090212 46.03 46.59 45.07 45.92 -0.03 79,247 116,344 +13,954
Jun09 090212 48.07 48.50 47.01 47.81 -0.02 40,868 128,685 +3,199
Jul09 090212 49.54 49.98 48.55 49.34 +0.06 16,030 57,442 +1,253
Aug09 090212 50.40 50.80 49.82 50.53 +0.10 7,015 26,299 +856
Sep09 090212 50.95 51.60 50.74 51.45 +0.12 5,853 23,601 -187
Oct09 090212 52.27 52.39 51.73 52.26 +0.14 3,242 22,440 +347
Nov09 090212 53.06 53.31 52.53 53.07 +0.16 2,402 19,280 -9
Dec09 090212 53.77 54.26 53.12 53.87 +0.18 21,212 93,821 -2,970
Jan10 090212 54.43 54.65 53.93 54.58 +0.20 1,441 20,603 -638
Feb10 090212 54.90 55.50 54.60 55.28 +0.23 602 9,868 -139
Mar10 090212 55.65 56.22 55.58 55.95 +0.28 319 13,836 +22
Apr10 090212 56.59 56.59 56.59 56.59 +0.34 146 3,483 +0
May10 090212 57.18 57.18 57.18 57.18 +0.36 37 3,920 -146
Jun10 090212 57.40 58.04 57.28 57.75 +0.38 1,709 20,236 +711
Total Volume and Open Interest 748,446 1,237,590 +9,310
e-miNY Crude Oil(NYM)
Feb09 090116 35.400 36.800 34.175 36.500 +1.100 16,545 7,512 +74
Mar09 090212 35.950 36.275 33.550 33.975 -1.975 13,517 9,384 +28
Apr09 090212 42.225 43.050 41.450 42.175 -0.300 1,352 2,512 +552
May09 090212 45.925 46.500 45.175 45.925 -0.025 164 466 +103
Jun09 090212 48.175 48.475 47.400 47.800 -0.025 16 184 +7
Jul09 090212 49.350 49.350 49.350 49.350 +0.075 2 14 +0
Aug09 090212 50.525 50.525 50.525 50.525 +0.100 5 6 -2
Sep09 090212 51.450 51.450 51.450 51.450 +0.125 1 1 +0
Oct09 090212 52.250 52.250 52.250 52.250 +0.125 1 2 +0
Nov09 090212 53.075 53.075 53.075 53.075 +0.175      
Total Volume and Open Interest 24,111 11,959 +524
Heating Oil(NYM)
Mar09 090212 132.40 134.20 130.16 132.18 +0.54 34,365 43,588 -4,805
Apr09 090212 132.95 134.03 130.15 132.18 +0.46 24,134 46,046 +1,212
May09 090212 133.78 135.46 132.59 133.88 +0.31 12,716 31,819 -994
Jun09 090212 134.85 137.97 134.40 136.38 +0.16 7,981 30,554 -678
Jul09 090212 139.24 140.32 137.79 139.23 -0.04 2,841 12,993 +220
Aug09 090212 140.17 143.40 140.17 142.23 -0.09 1,831 8,704 +327
Sep09 090212 145.44 145.58 144.02 145.28 -0.09 3,015 9,502 +93
Oct09 090212 147.55 148.15 147.01 147.98 -0.14 1,566 6,814 +301
Nov09 090212 150.00 150.85 149.60 150.63 -0.24 2,097 6,148 +418
Dec09 090212 153.00 155.00 152.52 153.63 -0.24 3,542 15,445 -212
Jan10 090212 156.00 156.50 156.00 156.38 -0.19 764 5,133 +116
Feb10 090212 157.45 159.52 157.45 158.23 -0.09 218 3,873 +59
Total Volume and Open Interest 92,526 253,485 +3,998
Gasoline(NYMEX)
Mar09 090212 128.50 130.55 124.80 125.83 -1.15 38,599 45,446 -6,378
Apr09 090212 135.25 137.91 133.50 134.43 -0.25 25,733 47,413 +4,764
May09 090212 135.50 137.60 133.60 134.58 -0.35 13,022 24,796 +1,554
Jun09 090212 135.72 137.40 133.92 134.78 -0.20 8,281 19,092 +371
Jul09 090212 135.00 137.00 134.00 134.78 unch 4,766 12,070 +78
Aug09 090212 135.15 136.12 134.06 134.63 unch 3,428 7,355 +428
Sep09 090212 134.25 135.24 133.85 134.13 -0.15 2,645 7,140 +378
Oct09 090212 125.00 125.58 123.90 124.53 -0.35 799 6,109 +183
Nov09 090212 125.03 125.03 125.03 125.03 -0.45 300 1,827 +41
Dec09 090212 127.02 127.34 125.98 126.43 -0.55 364 7,284 +14
Total Volume and Open Interest 98,264 187,594 +1,439
e-miNY RBOB Gasoline(NYM)
Mar09 090212 125.83 125.83 125.83 125.83 -1.15 0 2 +0
Apr09 090212 134.43 134.43 134.43 134.43 -0.25      
May09 090212 134.58 134.58 134.58 134.58 -0.35      
Jun09 090212 134.78 134.78 134.78 134.78 -0.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Mar09 090212 4.597 4.631 4.380 4.485 -0.047 112,949 84,429 -18,923
Apr09 090212 4.621 4.664 4.404 4.504 -0.074 47,479 107,190 +8,331
May09 090212 4.715 4.764 4.495 4.599 -0.075 21,442 71,018 +2,151
Jun09 090212 4.860 4.897 4.647 4.737 -0.074 6,224 35,928 +1,371
Jul09 090212 5.032 5.032 4.795 4.877 -0.076 3,206 35,206 +653
Aug09 090212 5.096 5.102 4.880 4.969 -0.074 1,323 24,156 +58
Sep09 090212 5.131 5.142 4.930 5.007 -0.073 1,325 20,449 +326
Oct09 090212 5.243 5.260 5.030 5.109 -0.081 6,176 38,197 +1,106
Nov09 090212 5.772 5.790 5.595 5.659 -0.071 607 18,227 +53
Dec09 090212 6.343 6.345 6.180 6.234 -0.061 1,133 31,541 +172
Jan10 090212 6.602 6.605 6.430 6.494 -0.058 2,702 24,129 -333
Feb10 090212 6.596 6.596 6.440 6.504 -0.053 472 9,897 -53
Mar10 090212 6.480 6.492 6.320 6.379 -0.053 1,197 22,470 +46
Apr10 090212 6.125 6.141 6.000 6.069 -0.048 587 19,282 +16
May10 090212 6.095 6.110 6.068 6.089 -0.048 124 10,457 +95
Jun10 090212 6.225 6.225 6.170 6.179 -0.048 495 6,349 +274
Total Volume and Open Interest 172,146 707,605 +6,920
Brent Crude Oil(ICE)
Apr09 090212 45.78 46.50 45.02 46.03 +0.71 148,912 175,323 -765
May09 090212 47.38 48.04 46.64 47.57 +0.60 72,408 119,453 +9,026
Jun09 090212 49.08 49.35 48.05 48.90 +0.50 32,093 52,963 +5,635
Jul09 090212 49.80 50.35 49.14 49.92 +0.44 7,694 21,601 +346
Aug09 090212 50.55 51.25 50.07 50.82 +0.41 3,380 16,625 -631
Sep09 090212 51.36 52.08 50.97 51.67 +0.40 2,926 15,013 +498
Oct09 090212 52.52 52.78 51.70 52.42 +0.40 2,272 12,339 +237
Nov09 090212 53.17 53.47 52.40 53.16 +0.41 2,166 13,258 +132
Dec09 090212 53.81 54.13 53.00 53.88 +0.43 12,352 59,472 +354
Jan10 090212 53.97 54.58 53.97 54.58 +0.44 2,242 11,887 +583
Feb10 090212 55.25 55.25 55.25 55.25 +0.44 0 6,556 +46
Mar10 090212 55.10 55.90 55.10 55.90 +0.45 0 5,067 +205
Apr10 090212 56.55 56.55 56.55 56.55 +0.50 0 2,353 +57
May10 090212 57.13 57.13 57.13 57.13 +0.51 0 2,128 +1
Total Volume and Open Interest 309,902 660,128 -2,729
Gas Oil(ICE)
Mar09 090212 421.50 424.75 411.00 415.75 -3.00 44,380 95,852 -7,398
Apr09 090212 431.50 432.75 419.25 423.75 -2.75 18,361 55,143 +1,092
May09 090212 438.50 440.25 430.50 433.50 -2.75 5,616 34,178 +1,880
Jun09 090212 450.00 450.00 439.75 443.50 -2.75 5,953 41,056 +691
Jul09 090212 459.00 459.75 450.50 454.25 -2.25 1,045 17,757 +455
Aug09 090212 467.25 470.00 461.00 464.75 -2.25 1,054 20,390 +339
Sep09 090212 477.25 479.50 471.25 474.50 -2.25 1,452 17,830 +325
Oct09 090212 485.75 488.25 480.00 483.00 -2.50 302 11,681 +307
Nov09 090212 492.50 495.00 486.75 489.50 -2.75 335 9,860 +68
Dec09 090212 498.50 501.00 492.50 495.50 -2.75 2,137 46,566 +691
Total Volume and Open Interest 99,962 449,477 -8,590
Ethanol(CBOT)
Feb09 090204 1.550 1.555 1.550 1.550 +0.020 1 148 -69
Mar09 090212 1.609 1.609 1.585 1.593 -0.009 15 317 -13
Apr09 090212 1.585 1.600 1.585 1.592 -0.008 12 520 +10
May09 090212 1.602 1.610 1.602 1.603 -0.007 18 252 +16
Jun09 090212 1.620 1.620 1.610 1.610 -0.010 10 172 -4
Jul09 090212 1.640 1.640 1.620 1.622 -0.016 2 208 +2
Aug09 090212 1.631 1.631 1.631 1.631 -0.009 1 223 +1
Sep09 090212 1.643 1.643 1.643 1.643 +0.003 1 249 +1
Total Volume and Open Interest 84 3,091 +32
US Dollar Index(ICE)
Mar09 090212 86.085 87.120 85.870 86.905 +0.780 5,128 17,015 +674
Jun09 090212 86.695 87.580 86.695 87.455 +0.720 22 2,339 +3
Sep09 090212 87.750 87.750 87.750 87.750 +0.700 1 2 +0
Total Volume and Open Interest 5,198 18,679 -276
Australian Dollar(CME)
Mar09 090212 65.35 66.05 64.15 64.36 -1.29 14 44,727 +1,130
Jun09 090212 64.60 65.66 63.89 64.08 -1.29 0 501 -5
Sep09 090212 64.00 65.13 63.84 63.84 -1.29 0 155 +0
Total Volume and Open Interest 47,590 44,293 +1,503
British Pound(CME)
Mar09 090212 143.71 144.10 141.32 141.90 -1.84 4 80,969 +3,286
Jun09 090212 143.55 143.94 141.41 141.89 -1.84 1 2,899 +44
Sep09 090212 142.00 143.76 141.69 141.92 -1.84 0 12 +0
Total Volume and Open Interest 98,732 80,573 +276
Canadian Dollar(CME)
Mar09 090212 80.55 80.66 79.60 79.73 -0.81 3 63,875 +1,133
Jun09 090212 80.29 80.68 79.72 79.78 -0.82 0 3,286 +15
Sep09 090212 80.31 80.69 79.83 79.86 -0.83 0 1,292 -2
Dec09 090212 80.25 80.77 79.90 79.94 -0.83 0 753 -2
Total Volume and Open Interest 50,025 68,417 -1,033
Japanese Yen(CME)
Mar09 090212 110.70 111.39 109.80 110.59 +0.03 0 102,993 +729
Jun09 090212 111.19 111.61 110.09 110.83 +0.02 0 4,514 +112
Sep09 090212 111.11 111.61 110.76 111.11 +0.02 0 44 +0
Total Volume and Open Interest 119,192 106,738 +685
Swiss Franc(CME)
Mar09 090212 86.28 86.55 85.39 85.73 -0.64 0 31,283 -397
Jun09 090212 85.86 86.70 85.66 85.93 -0.65 0 370 +0
Sep09 090212 86.13 86.78 86.11 86.13 -0.65 0 6 +0
Total Volume and Open Interest 32,647 32,060 +277
EuroFX(CME)
Mar09 090212 128.83 129.39 127.14 127.70 -1.29 3 149,146 +63
Jun09 090212 129.16 129.30 127.11 127.65 -1.29 0 1,468 -41
Sep09 090212 127.30 128.95 127.30 127.66 -1.29 0 855 +0
Total Volume and Open Interest 269,371 151,474 +3,549
Mexican Peso(CME)
Feb09 090212 685.5 690.2 685.5 685.5 -4.8      
Mar09 090212 682.5 686.8 677.8 679.2 -4.8 408 45,331 -496
Total Volume and Open Interest 13,859 46,419 +1,029
30-Year T-Bonds(CBOT)
Mar09 090212 128~255 129~150 127~135 129~090 +0~175 182,060 694,177 -3,192
Jun09 090212 127~170 128~035 126~080 127~315 +0~175 11,773 22,425 +4,526
Sep09 090212 126~225 126~225 126~050 126~225 +0~175 1 37 +0
Total Volume and Open Interest 213,598 715,341 +3,266
10-Year T-Notes(CBOT)
Mar09 090212 123~220 124~105 123~170 124~050 +0~155 574,587 1,024,668 +5,345
Jun09 090212 122~000 122~105 121~215 122~050 +0~155 18,457 36,065 +5,192
Sep09 090212 121~050 121~050 120~215 121~050 +0~155      
Total Volume and Open Interest 747,584 1,050,196 +3,405
5-Year T-Notes(CBOT)
Mar09 090212 118~077 119~001 118~056 118~104 +0~030 211,882 0 +0
Jun09 090212 117~085 117~104 117~052 117~083 +0~031 3,645 0 +0
Sep09 090212 55~035 55~035 55~004 55~035 +0~031      
Total Volume and Open Interest 350,716 979,119 -1,941
2 Year T-Notes(CBOT)
Mar09 090212 108~121 109~004 108~117 109~002 +0~014 0 494,168 +5,915
Jun09 090212 108~074 108~077 108~060 108~075 +0~015 0 6,329 +1,301
Sep09 090212 108~075 108~075 108~060 108~075 +0~015      
Total Volume and Open Interest 120,144 493,281 +4,589
Eurodollars(CME)
Mar09 090212 98.810 98.835 98.785 98.805 +0.010 8,213 1,249,000 +5,105
Jun09 090212 98.805 98.825 98.770 98.810 +0.025 14,356 998,852 +2,911
Sep09 090212 98.720 98.770 98.705 98.760 +0.040 3,179 881,918 +4,543
Dec09 090212 98.565 98.635 98.560 98.620 +0.055 2,802 779,602 +9,233
Mar10 090212 98.435 98.525 98.430 98.515 +0.080 1,958 663,794 +9,953
Jun10 090212 98.215 98.325 98.215 98.315 +0.095 1,885 383,243 +11,105
Sep10 090212 98.010 98.115 98.000 98.105 +0.100 2,875 352,827 +5,417
Dec10 090212 97.780 97.875 97.765 97.865 +0.095 1,464 349,919 +829
Mar11 090212 97.615 97.695 97.595 97.685 +0.085 1,563 209,296 +1,284
Jun11 090212 97.415 97.480 97.385 97.465 +0.075 448 190,412 +2,286
Sep11 090212 97.220 97.280 97.195 97.270 +0.065 571 122,644 +170
Dec11 090212 97.050 97.100 97.010 97.090 +0.060 1,390 111,006 +852
Mar12 090212 96.955 96.985 96.905 96.985 +0.055 574 74,523 -29
Jun12 090212 96.860 96.880 96.795 96.875 +0.045 5,318 61,189 -1,954
Sep12 090212 96.775 96.805 96.705 96.785 +0.035 905 70,999 +1,340
Dec12 090212 96.685 96.705 96.595 96.675 +0.025 1,033 49,395 +1,718
Mar13 090212 96.635 96.655 96.535 96.625 +0.020 3,982 36,240 +1,899
Jun13 090212 96.555 96.580 96.455 96.545 +0.015 1,679 28,845 -102
Total Volume and Open Interest 2,044,037 6,792,910 -10,100
30 Day Federal Funds(CBOT)
Feb09 090212 99.760 99.770 99.760 99.768 +0.010 0 65,939 +515
Mar09 090212 99.735 99.745 99.735 99.740 +0.005 0 40,788 +770
Apr09 090212 99.725 99.740 99.720 99.735 +0.015 0 44,007 +310
May09 090212 99.710 99.725 99.705 99.725 +0.020 2 51,072 +464
Jun09 090212 99.695 99.720 99.690 99.715 +0.025 0 26,268 +278
Jul09 090212 99.660 99.690 99.655 99.680 +0.025 0 26,023 -435
Total Volume and Open Interest 27,802 368,995 +5,324
30 Day Fed Funds(e-CBOT)
Feb09 090212 99.760 99.770 99.760 99.762 +0.005 2,555 65,939 +515
Mar09 090212 99.735 99.745 99.735 99.740 +0.005 3,369 40,788 +770
Apr09 090212 99.725 99.740 99.725 99.730 +0.010 2,585 44,007 +310
May09 090212 99.710 99.725 99.710 99.720 +0.015 2,057 51,072 +464
Jun09 090212 99.695 99.720 99.695 99.705 +0.015 1,336 26,268 +278
Jul09 090212 99.660 99.690 99.660 99.670 +0.015 1,522 26,023 -435
Total Volume and Open Interest 26,272 371,933 +2,938
3-Mth Euro-Yen(CME)
Mar09 090212 99.35 99.35 99.35 99.35 unch 205 7,378 -539
Jun09 090212 99.45 99.45 99.45 99.45 unch 0 993 -4
Sep09 090212 99.52 99.52 99.52 99.52 unch 0 480 +0
Dec09 090212 99.52 99.52 99.52 99.52 unch 0 175 +0
Mar10 090212 99.48 99.48 99.48 99.48 unch      
Jun10 090212 99.42 99.42 99.42 99.42 unch      
Sep10 090212 99.36 99.36 99.36 99.36 unch      
Dec10 090212 99.31 99.31 99.31 99.31 unch      
Mar11 090212 99.23 99.23 99.23 99.23 unch      
Jun11 090212 99.17 99.17 99.17 99.17 unch      
Total Volume and Open Interest 205 9,026 -543
3-Mth Euro-Yen(SGX)
Mar09 090212 99.35 99.35 99.35 99.35 -0.01 0 17,740 +0
Jun09 090212 99.45 99.45 99.45 99.45 -0.01 1 7,316 +0
Sep09 090212 99.54 99.54 99.51 99.51 0.00 0 3,695 +0
Dec09 090212 99.51 99.51 99.51 99.51 0.00 0 1,733 +0
Mar10 090212 99.47 99.47 99.47 99.47 -0.01 0 1,352 +0
Jun10 090212 99.42 99.42 99.42 99.42 0.00 0 527 +0
Sep10 090212 99.36 99.36 99.36 99.36 0.00 0 252 +0
Dec10 090212 99.31 99.31 99.31 99.31 -0.01 0 152 +0
Total Volume and Open Interest 427 34,744 +0
Japanese Gov't Bonds(SGX)
Mar09 090203 138.94 139.08 138.47 138.74 -0.21 1,123 10,226 +44
Jun09 090212 138.27 139.48 138.27 139.48 +1.03      
Sep09 090212 139.48 139.48 139.48 139.48 +1.03      
Total Volume and Open Interest 852 10,863 +94
Euro-Bund(EUREX)
Mar09 090212 123.79 124.90 123.72 124.75 +3.03 645,768 786,569 -8,733
Jun09 090212 122.50 123.60 122.48 123.47 +3.00 2,224 9,852 +1,603
Sep09 090212 123.15 123.15 123.15 123.15 +3.03 195 1 +0
Total Volume and Open Interest 648,187 796,422 -7,130
Euro-Bobl(EUREX)
Mar09 081215 114.02 114.71 113.94 114.69 +0.66 312,111 797,573 -604
Jun09 090212 116.24 116.43 116.12 116.42 +0.40 898 18,659 +600
Sep09 090212 116.37 116.37 116.37 116.37 +0.37      
Total Volume and Open Interest 390,583 819,765 +34,841
3-Mth Euribor(EUREX)
Mar09 090212 98.300 98.320 98.295 98.305 +0.530 476 12,898 +7,534
Jun09 090212 98.395 98.420 98.395 98.415 +0.030 94 4,796 -141
Sep09 090212 98.370 98.380 98.370 98.380 +0.035 194 3,103 -70
Total Volume and Open Interest 612 29,920 -688
Long Gilt(LIFFE)
Mar09 090212 120~09 121~22 120~08 121~14 +1~13 109,115 347,624 +3,632
Jun09 090212 119~18 120~08 119~18 120~08 +1~12 8,689 9,134 +8,228
Total Volume and Open Interest 108,536 344,898 +17,413
3-Mth Short Sterling(LIFFE)
Mar09 090212 98.32 98.33 98.28 98.29 -0.03 105,254 538,918 -18,707
Jun09 090212 98.59 98.66 98.55 98.57 -0.03 101,601 285,283 -786
Sep09 090212 98.62 98.67 98.54 98.56 -0.04 109,316 256,587 +8,803
Dec09 090212 98.45 98.52 98.40 98.43 -0.01 80,094 236,070 +14,016
Mar10 090212 98.33 98.42 98.31 98.32 +0.00 100,630 202,591 -3,274
Jun10 090212 98.12 98.24 98.11 98.12 +0.00 76,118 156,775 +14,155
Total Volume and Open Interest 313,780 1,915,901 +12,672
3-Mth Euribor(LIFFE)
Mar09 090212 98.305 98.325 98.280 98.305 +0.020 145,693 715,709 +3,981
Jun09 090212 98.410 98.430 98.380 98.415 +0.040 164,724 634,950 -1,136
Sep09 090212 98.360 98.390 98.340 98.380 +0.040 140,285 494,442 +2,207
Total Volume and Open Interest 851,100 3,367,314 +34,215
3-Mth Aus T-Bills(SFE)
Mar09 090212 97.10 97.13 97.01 97.08 -0.02 17,616 219,675 -7,968
Jun09 090212 97.39 97.43 97.33 97.40 +0.01 15,354 239,062 +8,425
Sep09 090212 97.39 97.43 97.34 97.40 unch 3,529 121,091 -576
Dec09 090212 97.26 97.30 97.23 97.27 +0.01 1,446 77,636 +722
Mar10 090212 97.00 97.05 96.96 97.03 +0.04 2,549 50,282 +280
Jun10 090212 96.63 96.71 96.63 96.71 +0.07 3,033 50,575 +1,933
Sep10 090212 96.27 96.33 96.25 96.32 +0.09 1,077 27,532 +742
Dec10 090212 95.91 95.96 95.91 95.95 +0.07 801 14,780 +790
Mar11 090212 95.67 95.68 95.67 95.68 +0.07 5 984 +1
Jun11 090212 95.47 95.48 95.47 95.48 +0.07 0 937 +0
Total Volume and Open Interest 57,018 802,906 +4,349
10-Year Aus T-Bonds(SFE)
Mar09 090212 95.78 95.87 95.75 95.85 +0.07 23,482 321,616 +6,706
Jun09 090212 95.78 95.78 95.78 95.78 +0.07      
Total Volume and Open Interest 33,288 321,616 +6,706
3-Year Aus T-Bonds(SFE)
Mar09 090212 96.90 96.99 96.88 96.96 +0.06 89,501 497,376 +54,269
Jun09 090212 96.87 96.87 96.87 96.87 +0.06      
Total Volume and Open Interest 114,606 497,376 +54,269
Gold(CMX)
Feb09 090212 938.8 952.8 936.4 948.5 +4.7 892 2,673 -456
Apr09 090212 939.4 954.0 936.5 949.2 +4.7 172,829 235,894 +5,513
Jun09 090212 941.2 955.6 938.5 951.2 +4.7 4,770 46,381 -120
Aug09 090212 943.3 956.7 941.1 953.2 +4.7 521 13,092 -60
Oct09 090212 945.5 955.4 945.5 955.1 +4.7 44 3,763 +157
Dec09 090212 945.7 960.8 945.7 957.1 +4.7 1,131 17,524 +637
Feb10 090212 959.8 959.8 959.1 959.1 +4.6 28 5,633 +0
Apr10 090212 961.1 961.1 961.1 961.1 +4.5 9 1,330 +0
Jun10 090212 963.2 963.2 963.2 963.2 +4.4 12 4,103 +0
Aug10 090212 965.5 965.5 965.5 965.5 +4.3 325 375 +0
Oct10 090212 967.8 967.8 967.8 967.8 +4.2      
Dec10 090212 960.2 972.9 959.0 970.2 +4.1 132 10,082 +63
Total Volume and Open Interest 126,856 350,858 -99
Silver(CMX)
Mar09 090212 1350.0 1372.0 1329.0 1351.0 -1.0 25,762 43,497 -2,735
May09 090212 1351.0 1372.0 1332.5 1354.4 -1.0 4,705 19,202 +2,150
Jul09 090212 1352.0 1374.0 1340.0 1356.5 -1.0 421 11,052 +142
Sep09 090212 1346.0 1359.0 1346.0 1357.5 -1.0 52 3,175 +31
Dec09 090212 1359.5 1375.0 1340.0 1358.8 -1.0 286 10,059 +20
Mar10 090212 1359.9 1359.9 1359.9 1359.9 -1.0 181 2,270 +149
May10 090212 1361.8 1361.8 1361.8 1361.8 -1.1 8 1 +0
Total Volume and Open Interest 25,648 96,019 +1,113
Platinum(NYMEX)
Apr09 090212 1071.1 1095.8 1057.0 1077.9 -2.8 3,046 19,163 -96
Jul09 090212 1072.0 1084.0 1072.0 1081.5 -2.4 6 685 +0
Oct09 090212 1087.5 1087.5 1087.5 1087.5 -2.4 1 1 +1
Total Volume and Open Interest 2,801 19,945 +527
Palladium(NYMEX)
Mar09 090212 217.00 218.80 214.90 216.50 +0.70 3,580 8,600 -2,285
Jun09 090212 218.10 219.95 216.15 217.60 +0.80 2,633 4,257 +2,385
Sep09 090212 219.10 219.10 219.10 219.10 +0.80 2 2 +1
Total Volume and Open Interest 2,445 12,760 +42
Copper(CMX)
Mar09 090212 155.70 156.40 150.20 153.45 -0.55 16,353 31,889 -3,861
May09 090212 157.05 157.50 152.00 154.95 -0.40 7,160 30,992 +2,107
Jul09 090212 157.00 158.10 154.25 156.05 -0.45 886 7,084 +356
Sep09 090212 156.10 157.60 156.10 157.05 -0.35 28 2,114 +7
Dec09 090212 158.05 159.50 155.50 158.10 -0.25 56 2,272 +14
Total Volume and Open Interest 29,088 83,934 -1,538
Aluminum(CMX)
Feb09 090212 0.63 0.63 0.63 0.63 -64.12      
Mar09 090212 0.64 0.64 0.64 0.64 -64.61      
Apr09 090212 0.64 0.64 0.64 0.64 -65.11      
May09 090212 0.65 0.65 0.65 0.65 -65.60      
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 090212 7904 7940 7660 7937 +41 743 21,469 +501
Jun09 090212 7840 7896 7840 7896 +40 0 61 +1
Sep09 090212 7866 7866 7826 7866 +40      
Dec09 090212 7826 7826 7786 7826 +40      
Total Volume and Open Interest 3,063 21,028 -761
S & P 500(CME)
Mar09 090212 831.00 836.50 806.00 835.40 +3.90 23,703 551,827 +2,124
Jun09 090212 809.00 832.20 804.80 832.20 +3.90 5,982 18,323 +5,433
Sep09 090212 829.70 829.70 802.30 829.70 +3.90 0 1,105 +0
Dec09 090212 827.20 827.20 800.50 827.20 +3.20 40 269 +0
Total Volume and Open Interest 46,031 563,967 +9,045
S & P 500 E-Mini(Globex)
Mar09 090212 831.00 836.75 805.50 835.50 +4.00 2,294,910 2,656,184 +13,973
Jun09 090212 830.00 835.25 802.75 832.25 +4.00 9,331 97,898 +3,673
Total Volume and Open Interest 3,222,113 2,736,803 +103,548
NASDAQ 100(CME)
Mar09 090212 1225.80 1246.00 1203.00 1245.30 +20.80 1,546 28,025 +176
Jun09 090212 1225.00 1244.80 1225.00 1244.80 +20.30 0 21 +0
Sep09 090212 1245.00 1245.00 1242.80 1245.00 +20.20 2 0 +0
Total Volume and Open Interest 4,828 27,870 +1,719
NASDAQ 100 E-Mini(Globex)
Mar09 090212 1224.80 1247.00 1202.50 1245.30 +20.90 295,597 260,983 -1,127
Jun09 090212 1222.50 1246.00 1203.00 1244.80 +20.30 79 3,044 +7
Total Volume and Open Interest 423,547 265,167 +9,556
S & P Midcap 400(CME)
Mar09 090212 496.50 513.20 491.00 513.20 +8.60 49 4,752 +41
Jun09 090212 510.45 510.45 506.85 510.45 +8.60      
Sep09 090212 515.45 515.45 511.85 515.45 +8.60      
Total Volume and Open Interest 453 4,711 +269
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090212 7790 7860 7660 7720 -245 104,997 171,167 +4,795
Jun09 090212 7680 7710 7655 7655 -245 28 217 +4
Total Volume and Open Interest 105,025 174,575 +727
Nikkei 225(SGX)
Mar09 090212 7790 7860 7660 7720 -245 104,997 171,167 +4,795
Jun09 090212 7680 7710 7655 7655 -245 28 217 +4
Sep09 090212 7660 7660 7660 7660 -240 0 66 +0
Total Volume and Open Interest 105,025 174,575 +727
CAC 40(EURONEXT)
Feb09 090212 3011.0 3025.0 2930.5 2965.0 -63.5 106,362 320,203 -237
Mar09 090212 3003.0 3017.5 2936.0 2967.0 -64.0 761 36,483 -273
Apr09 090212 2967.5 2968.5 2967.5 2968.5 -63.5 19 799 +14
Total Volume and Open Interest 140,113 360,125 +9,946
Hang Seng Index(HKFE)
Feb09 090212 13449 13486 13115 13128 -412 7,513 1,863 -6,001
Mar09 090212 13404 13407 13074 13081 -419 75 542 +1
Total Volume and Open Interest 75,940 91,476 +82,984
DAX(EUREX)
Mar09 090212 4507.0 4526.0 4365.5 4417.5 -120.5 161,297 177,647 +5,545
Jun09 090212 4521.0 4534.5 4388.5 4433.5 -121.0 131 12,675 -44
Sep09 090212 4541.5 4541.5 4395.0 4445.0 -122.0 86 895 -11
Total Volume and Open Interest 197,452 185,727 +0
FT-SE 100(EURONEXT)
Mar09 090212 4165.00 4236.50 4100.00 4173.00 -36.50 113,224 751,203 -6,064
Jun09 090212 4125.50 4191.50 4083.50 4130.00 -37.00 63 4,975 +46
Sep09 090212 4098.00 4098.00 4098.00 4098.00 -39.00      
Total Volume and Open Interest 143,504 762,196 +17,278
SPI 200(SFE)
Mar09 090212 3445.0 3518.0 3402.0 3471.0 +41.0 27,576 314,264 +9,948
Jun09 090212 3407.0 3500.0 3406.0 3464.0 +42.0 241 3,206 +44
Sep09 090212 3416.0 3416.0 3416.0 3416.0 +42.0 0 1,194 +0
Total Volume and Open Interest 30,871 321,223 +10,387
GSCI(CME)
Feb09 090212 317.00 320.00 310.80 310.80 -8.45 3,119 5,592 -2,827
Mar09 090212 334.00 343.00 333.50 336.00 -4.25 3,101 10,311 +2,694
Apr09 090212 350.00 353.00 347.00 350.00 -1.00 0 3 +0
Total Volume and Open Interest 5,153 16,039 -296
Reuters CCI(ICE)
Apr09 090212 368.00 368.00 368.00 368.00 -1.00 2 1,039 +0
Jun09 090212 214.30 214.30 214.30 214.30 -163.70 1 402 +0
Aug09 090212 385.00 385.00 385.00 385.00 -1.00 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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