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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 Fri February 27, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090227 856.00 878.00 855.00 874.50 +5.25 5,351 14,513 -9,191
May09 090227 853.00 876.50 852.00 872.00 +3.50 8,666 139,544 +12,490
Jul09 090227 858.00 878.00 856.00 875.00 +1.75 2,641 57,856 +470
Aug09 090227 864.50 864.50 864.50 864.50 -2.00 108 3,441 -161
Sep09 090227 840.00 840.00 840.00 840.00 -7.00 156 5,742 -120
Nov09 090227 823.00 829.00 819.00 827.50 -10.50 1,386 60,843 -2,884
Jan10 090227 838.00 838.00 836.50 836.50 -11.25 15 1,760 -34
Total Volume and Open Interest 141,534 292,140 +0
Soybean Meal(CBOT)
Mar09 090227 265.50 276.00 264.80 275.80 +6.80 3,734 9,308 -2,396
May09 090227 258.50 270.00 258.50 269.80 +6.60 7,425 51,988 +599
Jul09 090227 257.50 267.30 257.50 267.30 +5.70 1,788 19,852 -209
Aug09 090227 256.50 264.00 256.50 264.00 +4.50 215 5,030 +74
Sep09 090227 250.50 255.70 250.50 255.70 +2.50 354 5,263 -429
Oct09 090227 248.80 248.80 247.60 247.60 +1.10 268 4,129 +61
Dec09 090227 241.50 246.50 240.50 245.30 +0.70 902 14,212 -179
Jan10 090227 246.30 246.30 246.30 246.30 +0.70 0 573 +23
Total Volume and Open Interest 55,988 113,363 +0
Soybean Oil(CBOT)
Mar09 090227 31.10 31.35 30.85 30.85 -0.79 3,797 13,692 -3,876
May09 090227 31.35 31.64 31.10 31.11 -0.82 8,494 120,209 +459
Jul09 090227 31.72 31.95 31.44 31.44 -0.83 3,058 37,262 +3,159
Aug09 090227 31.88 31.88 31.60 31.60 -0.84 119 5,623 -87
Sep09 090227 32.23 32.23 31.76 31.76 -0.85 118 6,979 -6
Oct09 090227 32.38 32.38 31.92 31.92 -0.86 275 4,139 +197
Dec09 090227 32.69 32.69 32.24 32.24 -0.87 310 19,633 +151
Jan10 090227 32.50 32.50 32.50 32.50 -0.86 0 739 +68
Total Volume and Open Interest 102,754 215,609 +0
Canola(WCE)
Mar09 090227 421.0 421.0 406.7 407.1 -12.4 1,313 1,727 -2,715
May09 090227 408.0 408.5 403.2 404.8 -4.4 6,907 57,203 +2,172
Jul09 090227 410.6 412.5 407.6 409.1 -4.9 2,273 16,120 +233
Nov09 090227 416.8 422.1 416.8 418.8 -6.7 746 16,420 +487
Jan10 090227 427.0 427.0 427.0 427.0 -6.7 0 399 +64
Total Volume and Open Interest 16,482 91,717 +424
Corn(CBOT)
Mar09 090227 356.00 358.00 349.00 350.75 -11.25 19,492 33,661 -28,603
May09 090227 363.50 367.50 357.50 359.00 -11.50 19,986 286,001 +8,517
Jul09 090227 373.00 376.50 368.00 368.50 -11.75 1,933 167,285 +3,863
Sep09 090227 385.00 385.00 377.75 377.75 -11.75 190 40,980 -155
Dec09 090227 393.75 397.00 389.00 391.00 -11.25 579 166,675 -72
Mar10 090227 407.00 410.00 402.75 404.00 -11.00 121 15,734 +72
Total Volume and Open Interest 295,485 767,658 +0
Wheat(CBOT)
Mar09 090227 506.00 512.75 506.00 510.50 -3.50 2,680 12,056 -6,760
May09 090227 518.00 525.00 517.00 521.50 -3.50 3,257 122,051 -111
Jul09 090227 529.00 536.00 529.00 533.25 -3.50 426 84,544 +798
Sep09 090227 553.75 560.00 553.75 558.25 -3.00 23 22,263 +27
Dec09 090227 577.00 579.75 577.00 579.75 -3.00 146 36,968 +161
Total Volume and Open Interest 64,487 293,637 +0
Wheat(KCBT)
Mar09 090227 547.00 558.00 547.00 552.00 -2.25 3,898 1,502 -2,197
May09 090227 553.00 566.00 553.00 560.00 -2.00 7,964 28,539 +1,187
Jul09 090227 564.00 572.50 564.00 567.75 -1.75 2,805 26,684 +629
Sep09 090227 575.00 584.00 575.00 577.75 -2.00 577 5,187 +262
Dec09 090227 591.00 593.00 591.00 592.25 -2.75 807 14,734 +285
Total Volume and Open Interest 15,586 78,425 +0
Wheat(MGE)
Mar09 090227 625.00 627.25 621.50 626.00 -0.25 1,238 972 -780
May09 090227 608.25 610.00 603.00 606.25 -2.25 1,947 11,092 +547
Jul09 090227 599.25 603.75 595.00 600.00 +0.50 1,084 6,421 +696
Sep09 090227 603.00 607.00 598.75 602.25 -0.50 229 4,213 -20
Dec09 090227 615.75 619.50 611.50 613.75 -2.25 190 2,894 +15
Total Volume and Open Interest 4,713 25,993 +472
Oats(CBOT)
Mar09 090227 175.00 184.50 175.00 184.50 -0.50 62 484 -195
May09 090227 190.00 194.00 190.00 194.00 -0.50 54 8,072 +45
Jul09 090227 203.00 203.00 203.00 203.00 -0.50 17 3,518 +148
Sep09 090227 212.00 212.00 212.00 212.00 -0.50 0 19 +0
Total Volume and Open Interest 2,011 15,610 +0
Rough Rice(CBOT)
Mar09 090227 12.36 12.36 12.36 12.36 +0.05 50 943 +3
May09 090227 12.49 12.61 12.49 12.61 +0.06 55 3,894 +110
Jul09 090227 12.80 12.80 12.80 12.80 +0.10 2 347 +11
Sep09 090227 12.11 12.11 12.11 12.11 -0.09 6 1,016 +3
Total Volume and Open Interest 1,519 7,046 +0
Live Cattle(CME)
Feb09 090227 82.850 83.650 81.400 82.535 -0.415 1,175 479 -697
Apr09 090227 85.600 86.385 85.350 85.930 +0.100 16,161 95,735 -1,973
Jun09 090227 83.750 84.430 83.450 83.900 +0.150 7,075 54,709 -527
Aug09 090227 84.000 84.900 83.750 84.230 unch 3,399 29,456 +1,107
Oct09 090227 87.600 88.600 87.600 88.230 +0.130 1,506 12,979 +203
Dec09 090227 89.200 90.100 89.000 89.930 +0.280 367 7,045 +63
Total Volume and Open Interest 28,992 204,332 +0
Feeder Cattle(CME)
Mar09 090227 92.050 93.500 91.600 92.600 +0.300 1,323 4,733 -134
Apr09 090227 93.400 94.750 92.900 93.885 +0.035 2,113 8,421 +187
May09 090227 95.400 96.700 94.950 95.500 -0.150 1,213 5,238 +73
Aug09 090227 97.750 99.050 97.700 98.700 +0.270 633 2,992 +149
Sep09 090227 98.000 99.250 98.000 99.000 +0.215 98 587 +43
Oct09 090227 98.000 99.250 98.000 99.000 +0.250 39 283 +15
Nov09 090227 98.250 99.250 98.200 98.700 -0.100 2 57 +2
Total Volume and Open Interest 3,723 21,982 +0
Lean Hogs(CME)
Apr09 090227 58.800 61.100 58.800 60.900 +1.915 7,325 59,218 +347
May09 090227 70.050 71.500 69.800 71.350 +1.300 105 2,677 +39
Jun09 090227 71.100 72.800 71.100 72.535 +1.250 6,732 30,561 -7
Jul09 090227 72.700 74.450 72.700 74.350 +1.300 1,880 10,459 +124
Aug09 090227 72.225 74.600 72.225 74.550 +1.915 1,184 7,216 -70
Oct09 090227 65.150 66.950 65.100 66.900 +1.750 94 4,600 -2
Dec09 090227 63.750 66.000 63.700 65.850 +2.000 138 1,841 -13
Feb10 090227 67.500 68.500 67.500 68.450 +1.250 13 221 +0
Total Volume and Open Interest 24,944 116,519 +0
Pork Bellies(CME)
Mar09 090227 75.500 78.500 75.250 77.700 +2.300 35 198 -24
May09 090227 77.750 80.700 77.250 79.830 +2.080 58 799 +10
Jul09 090227 78.600 78.600 77.500 77.500 +1.900 1 256 +1
Aug09 090227 74.550 74.550 74.550 74.550 unch 0 61 +0
Feb10 090227 80.500 80.500 80.500 80.500 +3.000 5 5 +5
Total Volume and Open Interest 163 1,337 +10
Class III Milk(CME)
Feb09 090226 9.28 9.28 9.28 9.28 -0.01 42 4,906 -45
Mar09 090227 10.23 10.23 10.23 10.23 -0.04 157 4,890 +63
Apr09 090227 10.60 10.60 10.40 10.40 +0.03 218 4,450 +20
May09 090227 10.80 10.80 10.75 10.75 +0.01 44 4,103 +16
Jun09 090227 11.30 11.30 11.30 11.30 -0.03 78 3,589 +44
Total Volume and Open Interest 951 37,684 +0
Cocoa(ICE)
Mar09 090227 2514 2514 2508 2508 +16 4 116 -3
May09 090227 2389 2423 2365 2413 +9 5,522 57,532 +691
Jul09 090227 2378 2410 2361 2403 +5 914 24,946 +200
Sep09 090227 2362 2400 2351 2392 +3 832 11,505 +135
Dec09 090227 2361 2381 2338 2381 +9 725 13,556 +451
Mar10 090227 2369 2369 2369 2369 +12 0 7,457 +8
May10 090227 2372 2372 2372 2372 +15 0 1,902 +5
Total Volume and Open Interest 7,635 116,376 +0
Coffee "C"(ICE)
Mar09 090227 110.45 110.70 108.00 109.45 -1.25 39 154 -247
May09 090227 113.10 113.15 110.05 111.90 -1.25 7,908 71,793 -422
Jul09 090227 115.05 115.10 112.35 114.20 -1.15 1,301 23,021 +348
Sep09 090227 117.30 117.30 114.65 116.35 -1.15 996 10,559 +102
Dec09 090227 119.75 119.75 117.55 119.30 -1.15 472 9,822 +53
Mar10 090227 121.45 122.10 120.55 122.00 -1.20 717 6,688 +162
Total Volume and Open Interest 6,808 123,801 +0
Orange Juice(ICE)
Mar09 090227 69.25 70.70 66.75 69.55 +0.55 1,022 1,362 -1,312
May09 090227 69.40 71.00 66.60 69.65 +0.10 1,234 19,394 +674
Jul09 090227 73.75 73.75 70.00 72.30 -0.20 270 2,687 -25
Sep09 090227 75.75 75.75 74.00 75.35 -0.55 165 2,553 +155
Nov09 090227 78.60 78.60 78.60 78.60 -0.35 0 357 +0
Jan10 090227 82.10 82.10 82.10 82.10 -0.35 0 104 +0
Total Volume and Open Interest 2,625 27,194 +0
Sugar #11(ICE)
Mar09 090227 13.59 13.71 13.43 13.47 -0.23 21,666 10,579 -7,891
May09 090227 13.85 13.87 13.71 13.73 -0.17 65,543 257,384 +9,623
Jul09 090227 13.98 13.98 13.83 13.87 -0.12 23,208 135,355 +346
Oct09 090227 14.31 14.31 14.16 14.22 -0.10 10,649 93,286 +1,329
Mar10 090227 14.91 14.91 14.79 14.82 -0.12 6,342 57,811 +1,130
Total Volume and Open Interest 91,277 625,884 +0
Sugar #14(ICE)
May09 090227 19.70 19.70 19.70 19.70 unch 51 3,442 -51
Jul09 090227 20.25 20.35 20.25 20.35 +0.08 129 2,135 +21
Sep09 090227 20.98 20.98 20.98 20.98 +0.15 0 1,069 +0
Total Volume and Open Interest 31 6,676 +0
London Cocoa(LCE)
Mar09 090227 1829 1853 1828 1844 +14 3,469 33,045 -532
May09 090227 1780 1812 1779 1803 +18 5,860 70,645 -619
Jul09 090227 1751 1767 1748 1764 +12 1,523 45,270 +650
Sep09 090227 1728 1750 1728 1746 +16 954 17,845 +14
Dec09 090227 1700 1710 1696 1706 +6 901 18,129 +296
Mar10 090227 1678 1678 1676 1676 +4 10 8,744 -6
May10 090227 1678 1678 1676 1676 +2 0 307 +0
Total Volume and Open Interest 14,959 194,504 +0
London Coffee(LCE)
London Sugar(LCE)
May09 090227 399.50 401.00 397.60 401.00 +1.40 3,269 31,282 +744
Aug09 090227 394.00 397.00 393.50 396.80 +1.80 1,112 16,454 +394
Oct09 090227 395.70 395.70 392.60 394.60 -0.20 1,156 7,796 +543
Dec09 090227 396.40 396.40 394.10 395.60 -0.20 226 1,756 +56
Mar10 090227 396.70 397.60 396.70 397.60 +0.10 158 1,343 +93
Total Volume and Open Interest 5,282 57,710 +0
Cotton(ICE)
Mar09 090227 43.03 43.03 42.06 42.06 -1.02 30 103 -140
May09 090227 44.30 44.42 42.78 43.26 -0.98 6,327 62,884 +865
Jul09 090227 45.52 45.60 44.25 44.71 -0.89 1,095 26,289 +243
Oct09 090227 47.40 47.40 46.70 47.20 -0.71 366 422 +44
Dec09 090227 49.85 49.85 48.42 48.96 -0.81 1,151 21,830 -102
Mar10 090227 52.10 52.57 52.10 52.41 -0.76 434 2,611 +11
Total Volume and Open Interest 5,466 115,746 +0
Lumber(CME)
Mar09 090227 153.0 154.5 146.6 147.0 -2.0 576 1,585 -341
May09 090227 164.0 164.5 157.7 157.9 -2.1 902 4,363 -257
Jul09 090227 174.8 175.0 167.9 168.3 -3.6 276 1,291 -10
Sep09 090227 183.6 183.7 180.5 182.0 -1.5 112 336 +3
Total Volume and Open Interest 1,900 8,256 +0
Crude Oil(NYM)
Apr09 090227 42.95 44.80 42.95 44.76 -0.46 287,202 293,507 -992
May09 090227 46.89 46.89 46.89 46.89 -0.58 111,377 161,087 +5,923
Jun09 090227 46.65 48.05 46.65 48.05 -0.69 54,532 151,931 +190
Jul09 090227 48.98 48.98 48.98 48.98 -0.71 26,659 68,826 +1,222
Aug09 090227 49.82 49.82 49.82 49.82 -0.68 13,897 24,755 -753
Sep09 090227 50.57 50.57 50.57 50.57 -0.68 10,477 26,527 +176
Oct09 090227 51.24 51.24 51.24 51.24 -0.71 6,587 23,739 +391
Nov09 090227 51.89 51.89 51.89 51.89 -0.74 6,457 19,815 +580
Dec09 090227 52.52 52.52 52.52 52.52 -0.77 28,312 84,907 -2,048
Jan10 090227 53.09 53.09 53.09 53.09 -0.79 2,880 20,014 +222
Feb10 090227 53.65 53.65 53.65 53.65 -0.82 1,124 10,487 +78
Mar10 090227 54.19 54.19 54.19 54.19 -0.86 565 12,675 -45
Apr10 090227 54.71 54.71 54.71 54.71 -0.90 127 5,260 -23
May10 090227 55.20 55.20 55.20 55.20 -0.94 142 3,687 -5
Jun10 090227 55.67 55.67 55.67 55.67 -0.97 2,550 21,502 -407
Jul10 090227 56.12 56.12 56.12 56.12 -0.99 1,060 6,773 -997
Total Volume and Open Interest 641,172 1,190,264 +8,333
e-miNY Crude Oil(NYM)
Feb09 090116 35.400 36.800 34.175 36.500 +1.100 16,545 7,512 +74
Mar09 090219 34.750 39.800 34.425 39.475 +4.850 2,309 7,304 -290
Apr09 090227 44.350 44.925 42.525 44.750 -0.475 14,568 7,162 +1,325
May09 090227 46.800 47.225 44.975 46.900 -0.575 550 1,079 +63
Jun09 090227 48.175 48.475 46.350 48.050 -0.700 102 325 -3
Jul09 090227 49.350 49.600 47.900 48.975 -0.725 11 29 +3
Aug09 090227 49.500 49.825 48.725 49.825 -0.675 3 14 +0
Sep09 090227 50.100 50.575 49.150 50.575 -0.675 12 13 +12
Oct09 090227 51.250 51.250 51.250 51.250 -0.700 1 2 +0
Nov09 090227 51.900 51.900 51.900 51.900 -0.725 2 2 +0
Total Volume and Open Interest 16,662 7,306 -4
Heating Oil(NYM)
Mar09 090227 126.00 128.00 126.00 126.59 -2.82 19,280 5,820 -7,249
Apr09 090227 125.60 127.00 125.50 126.75 -2.65 34,957 60,051 -276
May09 090227 128.30 128.30 127.73 127.73 -2.37 11,294 37,603 +226
Jun09 090227 129.73 129.73 129.73 129.73 -2.07 8,918 36,452 +513
Jul09 090227 132.53 132.53 132.53 132.53 -1.97 2,627 15,479 +695
Aug09 090227 135.58 135.58 135.58 135.58 -1.87 1,016 10,071 +21
Sep09 090227 138.68 138.68 138.68 138.68 -1.87 1,717 11,053 +371
Oct09 090227 141.78 141.78 141.78 141.78 -1.67 680 6,536 -25
Nov09 090227 144.43 144.43 144.43 144.43 -1.47 1,690 9,146 -29
Dec09 090227 147.13 147.13 147.13 147.13 -1.42 2,725 19,055 +830
Jan10 090227 149.73 149.73 149.73 149.73 -1.42 476 6,260 +157
Feb10 090227 151.28 151.28 151.28 151.28 -1.47 180 4,502 +9
Total Volume and Open Interest 82,365 259,879 +16,184
Gasoline(NYMEX)
Mar09 090227 128.25 130.00 121.50 128.07 -1.97 18,712 11,867 -2,608
Apr09 090227 138.24 138.95 130.29 137.25 -1.70 37,907 63,663 +1,713
May09 090227 138.08 138.74 130.90 137.25 -1.70 15,148 30,621 -307
Jun09 090227 135.39 137.13 130.92 136.55 -1.70 11,375 23,866 +413
Jul09 090227 133.72 135.85 130.59 135.85 -1.60 6,018 13,977 +202
Aug09 090227 131.35 135.73 130.50 135.20 -1.50 3,342 9,481 +583
Sep09 090227 130.97 134.90 130.50 134.55 -1.55 2,639 8,958 +362
Oct09 090227 121.00 125.25 120.88 125.25 -1.30 1,706 7,015 +112
Nov09 090227 122.00 126.00 122.00 126.00 -1.30 820 1,786 +21
Dec09 090227 124.31 127.75 123.05 127.75 -1.30 1,064 7,948 +242
Total Volume and Open Interest 98,989 189,060 +974
e-miNY RBOB Gasoline(NYM)
Apr09 090227 137.25 137.25 137.25 137.25 -1.70 2 2 +2
May09 090227 137.25 137.25 137.25 137.25 -1.70      
Jun09 090227 136.55 136.55 136.55 136.55 -1.70      
Jul09 090227 135.85 135.85 135.85 135.85 -1.60      
Total Volume and Open Interest 4 5 +1
Natural Gas(NYM)
Apr09 090227 3.975 4.290 3.945 4.198 +0.121 49,256 134,982 -930
May09 090227 4.080 4.290 4.050 4.278 +0.111 9,993 75,482 +729
Jun09 090227 4.205 4.408 4.190 4.408 +0.103 5,027 45,711 -229
Jul09 090227 4.335 4.545 4.335 4.545 +0.098 4,799 36,035 +1,346
Aug09 090227 4.430 4.626 4.415 4.626 +0.098 1,801 26,835 +229
Sep09 090227 4.620 4.665 4.620 4.665 +0.094 1,618 22,763 +172
Oct09 090227 4.580 4.765 4.535 4.765 +0.091 5,664 40,702 +643
Nov09 090227 5.115 5.280 5.075 5.280 +0.076 445 18,986 +24
Dec09 090227 5.655 5.845 5.655 5.845 +0.069 1,022 32,896 -84
Jan10 090227 5.915 6.115 5.915 6.115 +0.071 2,530 24,326 -2
Feb10 090227 5.930 6.125 5.930 6.125 +0.069 662 10,532 +145
Mar10 090227 6.005 6.005 6.005 6.005 +0.061 1,445 23,023 -289
Apr10 090227 5.570 5.720 5.570 5.710 +0.056 884 19,641 +1
May10 090227 5.610 5.750 5.600 5.740 +0.056 101 10,525 +54
Jun10 090227 5.700 5.850 5.700 5.830 +0.056 61 6,858 +44
Jul10 090227 5.820 5.960 5.820 5.942 +0.053 264 5,427 +228
Total Volume and Open Interest 124,569 672,975 +3,661
Brent Crude Oil(ICE)
Apr09 090227 46.29 46.48 44.52 46.35 -0.16 112,666 139,827 -7,272
May09 090227 47.38 47.58 45.47 47.20 -0.41 75,658 153,004 +7,226
Jun09 090227 48.53 48.59 46.56 48.24 -0.52 38,728 75,589 +963
Jul09 090227 49.08 49.13 47.39 49.05 -0.56 7,297 25,278 +16
Aug09 090227 49.38 49.80 48.12 49.73 -0.55 4,690 18,621 -249
Sep09 090227 49.62 50.44 48.77 50.37 -0.53 4,873 16,099 +658
Oct09 090227 50.18 51.05 49.46 50.99 -0.55 3,165 12,805 +303
Nov09 090227 50.84 51.63 50.07 51.55 -0.59 2,438 13,264 -257
Dec09 090227 52.22 52.22 50.60 52.10 -0.63 14,266 68,562 +3,436
Jan10 090227 52.67 52.67 52.67 52.67 -0.65 901 11,645 -202
Feb10 090227 53.25 53.25 53.25 53.25 -0.64 0 7,171 +6
Mar10 090227 53.81 53.81 53.81 53.81 -0.65 0 5,259 -17
Apr10 090227 54.34 54.34 54.34 54.34 -0.65 0 2,712 -43
May10 090227 54.85 54.85 54.85 54.85 -0.67 0 2,310 +90
Total Volume and Open Interest 268,305 659,300 +0
Gas Oil(ICE)
Mar09 090227 401.75 403.25 385.00 386.50 -13.75 40,167 64,241 -3,500
Apr09 090227 410.00 410.00 391.50 392.75 -14.25 51,113 75,189 +796
May09 090227 416.00 416.50 400.25 400.75 -14.00 17,182 41,974 +1,615
Jun09 090227 422.25 425.50 409.75 410.00 -14.00 9,662 42,581 +547
Jul09 090227 429.25 434.25 420.00 420.25 -13.75 2,304 18,599 +198
Aug09 090227 443.75 443.75 430.00 430.25 -13.50 1,040 20,653 +285
Sep09 090227 450.75 453.00 440.00 440.00 -13.50 1,684 20,146 +49
Oct09 090227 461.25 461.25 448.50 448.50 -13.25 809 12,301 +343
Nov09 090227 467.00 467.00 454.75 454.75 -13.00 759 10,420 -124
Dec09 090227 472.75 472.75 460.00 460.50 -13.00 4,259 48,814 +1,451
Total Volume and Open Interest 131,012 442,076 +1,739
Ethanol(CBOT)
Feb09 090204 1.550 1.555 1.550 1.550 +0.020 1 148 -69
Mar09 090227 1.535 1.565 1.535 1.540 -0.034 15 181 -17
Apr09 090227 1.540 1.553 1.531 1.548 -0.019 11 590 +5
May09 090227 1.540 1.560 1.540 1.555 -0.022 5 315 +0
Jun09 090227 1.570 1.570 1.570 1.570 -0.030 4 194 +2
Jul09 090227 1.585 1.585 1.585 1.585 -0.030 0 155 +0
Aug09 090227 1.585 1.585 1.585 1.585 -0.035 10 189 +6
Sep09 090227 1.595 1.595 1.585 1.585 -0.035 15 247 +5
Total Volume and Open Interest 93 3,209 +34
US Dollar Index(ICE)
Mar09 090227 88.060 88.675 87.840 88.150 +0.275 3,211 21,330 +71
Jun09 090227 88.570 89.310 88.555 88.740 +0.215 107 2,400 +65
Sep09 090227 89.150 89.150 89.150 89.150 +0.245 0 7 +0
Total Volume and Open Interest 5,185 23,601 +0
Australian Dollar(CME)
Mar09 090227 64.27 64.27 64.27 64.27 -0.75 1,742 37,506 -2,028
Jun09 090227 63.93 63.93 63.93 63.93 -0.75 1,720 5,355 +1,770
Sep09 090227 63.70 63.70 63.70 63.70 -0.75 0 154 +0
Total Volume and Open Interest 29,860 43,308 +0
British Pound(CME)
Mar09 090227 143.23 143.23 143.23 143.23 +0.12 1,551 81,333 -1,304
Jun09 090227 143.23 143.23 143.23 143.23 +0.13 1,550 9,357 +1,622
Sep09 090227 143.27 143.27 143.27 143.27 +0.13 0 109 +0
Total Volume and Open Interest 76,474 90,504 +0
Canadian Dollar(CME)
Mar09 090227 78.75 78.75 78.75 78.75 -1.32 0 66,828 -2,095
Jun09 090227 78.71 79.00 78.71 78.81 -1.33 5 4,873 +857
Sep09 090227 78.96 78.96 78.96 78.96 -1.31 3 1,359 +0
Dec09 090227 79.07 79.07 79.07 79.07 -1.27 0 784 +2
Total Volume and Open Interest 39,810 75,434 +0
Japanese Yen(CME)
Mar09 090227 102.19 102.19 102.19 102.19 +0.54 20 105,054 -691
Jun09 090227 102.42 102.42 102.42 102.42 +0.55 252 7,344 +1,578
Sep09 090227 102.72 102.72 102.72 102.72 +0.56 0 44 +0
Total Volume and Open Interest 88,560 111,583 +0
Swiss Franc(CME)
Mar09 090227 85.60 85.60 85.60 85.60 -0.25 0 32,537 -715
Jun09 090227 85.80 85.80 85.80 85.80 -0.25 0 643 +3
Sep09 090227 86.04 86.04 86.04 86.04 -0.24 0 7 -3
Total Volume and Open Interest 25,710 33,906 +0
EuroFX(CME)
Mar09 090227 127.06 127.06 126.96 126.96 -0.51 41 155,410 -2,074
Jun09 090227 126.95 126.95 126.95 126.95 -0.51 0 11,556 -22
Sep09 090227 127.00 127.00 127.00 127.00 -0.51 40 905 +40
Total Volume and Open Interest 196,438 169,953 +0
Mexican Peso(CME)
Mar09 090227 658.5 662.5 657.8 657.8 -8.0 4 45,421 +53
Apr09 090227 654.5 654.5 654.5 654.5 -8.2      
Total Volume and Open Interest 6,053 46,321 +0
30-Year T-Bonds(CBOT)
Mar09 090227 125~205 126~235 124~110 124~195 -1~055 376,071 112,088 -131,206
Jun09 090227 124~140 125~155 123~040 123~110 -1~075 261,543 648,984 +113,905
Sep09 090227 122~000 122~125 122~000 122~025 -1~075 29 136 +0
Total Volume and Open Interest 607,391 778,574 +0
10-Year T-Notes(CBOT)
Mar09 090227 121~215 122~165 121~130 121~225 -0~005 991,138 238,536 -186,536
Jun09 090227 119~295 120~255 119~230 120~010 -0~015 434,021 596,875 +0
Sep09 090227 119~010 119~010 119~010 119~010 -0~015      
Total Volume and Open Interest 1,434,570 1,021,947 +0
5-Year T-Notes(CBOT)
Mar09 090227 117~062 117~072 117~044 117~072 +0~024 472,751 0 +0
Jun09 090227 116~090 116~090 116~074 116~074 +0~026 261,177 0 +0
Sep09 090227 54~027 54~027 54~027 54~027 +0~026      
Total Volume and Open Interest 1,040,839 926,136 +926,136
2 Year T-Notes(CBOT)
Mar09 090227 108~106 108~110 108~096 108~109 +0~021 42,197 95,370 -97,710
Jun09 090227 108~034 108~040 108~034 108~038 +0~021 39,215 402,084 +82,147
Sep09 090227 108~038 108~038 108~038 108~038 +0~021      
Total Volume and Open Interest 561,035 513,017 +0
Eurodollars(CME)
Mar09 090227 98.723 98.735 98.700 98.713 -0.010 5,674 1,272,344 -13,526
Jun09 090227 98.730 98.740 98.665 98.695 -0.010 3,508 1,006,307 -8,947
Sep09 090227 98.655 98.695 98.595 98.625 -0.005 2,591 924,209 +5,377
Dec09 090227 98.490 98.520 98.415 98.455 +0.010 2,266 788,199 -3,507
Mar10 090227 98.375 98.375 98.280 98.330 +0.035 7,134 671,252 -7,440
Jun10 090227 98.150 98.150 98.060 98.115 +0.050 6,539 375,361 -9,032
Sep10 090227 97.920 97.920 97.850 97.895 +0.065 5,646 358,908 -3,138
Dec10 090227 97.660 97.660 97.595 97.645 +0.070 6,090 367,178 -4,170
Mar11 090227 97.480 97.480 97.405 97.440 +0.060 1,483 230,774 +2,082
Jun11 090227 97.255 97.255 97.175 97.205 +0.045 2,151 198,090 +949
Sep11 090227 97.050 97.050 96.960 96.980 +0.030 1,498 126,718 -1,448
Dec11 090227 96.830 96.830 96.710 96.755 +0.010 2,370 113,550 -1,157
Mar12 090227 96.710 96.710 96.625 96.625 -0.005 1,641 77,966 +1,418
Jun12 090227 96.580 96.585 96.500 96.500 -0.015 1,047 64,456 +911
Sep12 090227 96.495 96.495 96.395 96.395 -0.025 687 70,683 -619
Dec12 090227 96.375 96.375 96.260 96.275 -0.035 1,759 54,478 +1,680
Mar13 090227 96.330 96.330 96.215 96.215 -0.045 1,264 37,957 +593
Jun13 090227 96.255 96.255 96.130 96.130 -0.050 518 27,739 +408
Total Volume and Open Interest 1,746,751 6,965,661 +0
30 Day Federal Funds(CBOT)
Feb09 090227 99.777 99.777 99.777 99.777 unch 0 61,836 -494
Mar09 090227 99.765 99.765 99.765 99.765 unch 0 48,506 +1,502
Apr09 090227 99.755 99.755 99.755 99.755 +0.005 0 47,337 -1,448
May09 090227 99.735 99.735 99.735 99.735 unch 6 57,439 +167
Jun09 090227 99.715 99.720 99.715 99.720 unch 6 28,691 -178
Jul09 090227 99.680 99.680 99.680 99.680 unch 0 26,781 -406
Total Volume and Open Interest 44,765 420,700 +0
30 Day Fed Funds(e-CBOT)
Feb09 090227 99.777 99.777 99.775 99.777 unch 203 61,836 -494
Mar09 090227 99.770 99.770 99.760 99.765 unch 6,738 48,506 +1,502
Apr09 090227 99.755 99.760 99.745 99.755 +0.005 3,234 47,337 -1,448
May09 090227 99.735 99.740 99.730 99.735 unch 2,102 57,439 +167
Jun09 090227 99.720 99.720 99.710 99.715 -0.005 814 28,691 -178
Jul09 090227 99.675 99.685 99.670 99.680 unch 1,401 26,781 -406
Total Volume and Open Interest 25,081 420,992 +292
3-Mth Euro-Yen(CME)
Mar09 090227 99.32 99.32 99.32 99.32 -0.01 0 7,794 +16
Jun09 090227 99.39 99.39 99.39 99.39 -0.02 0 993 +0
Sep09 090227 99.45 99.45 99.45 99.45 -0.03 0 480 +0
Dec09 090227 99.46 99.46 99.46 99.46 -0.03 0 175 +0
Mar10 090227 99.44 99.44 99.44 99.44 -0.02      
Jun10 090227 99.38 99.38 99.38 99.38 -0.02      
Sep10 090227 99.32 99.32 99.32 99.32 -0.02      
Dec10 090227 99.28 99.28 99.28 99.28 -0.02      
Mar11 090227 99.20 99.20 99.20 99.20 -0.01      
Jun11 090227 99.14 99.14 99.14 99.14 -0.01      
Total Volume and Open Interest 0 9,442 +16
3-Mth Euro-Yen(SGX)
Mar09 090227 99.32 99.32 99.32 99.32 0.00 21 16,148 +0
Jun09 090227 99.38 99.40 99.38 99.40 0.00 64 9,026 -21
Sep09 090227 99.46 99.46 99.46 99.46 0.00 0 3,526 +0
Dec09 090227 99.46 99.46 99.45 99.46 -0.01 18 1,885 -18
Mar10 090227 99.45 99.45 99.45 99.45 -0.01 0 1,352 +0
Jun10 090227 99.39 99.39 99.39 99.39 0.00 0 527 +0
Sep10 090227 99.33 99.33 99.33 99.33 0.00 0 252 +0
Dec10 090227 99.29 99.29 99.29 99.29 0.00 0 152 +0
Total Volume and Open Interest 1,673 34,845 -39
Japanese Gov't Bonds(SGX)
Mar09 090219 139.55 139.66 139.48 139.65 -0.08 1,440 10,078 -291
Jun09 090227 139.51 139.66 139.51 139.60 +0.02 52 13 +12
Sep09 090227 139.60 139.60 139.60 139.60 +0.02      
Total Volume and Open Interest 2,463 13,159 +883
Euro-Bund(EUREX)
Mar09 090226 125.47 125.47 124.36 124.45 -1.37 622,209 767,950 -13,038
Jun09 090227 123.45 124.28 123.25 123.42 +0.23 24,309 79,012 +15,644
Sep09 090227 123.05 123.05 123.05 123.05 +0.25 116 1 +0
Total Volume and Open Interest 599,187 809,127 -22,192
Euro-Bobl(EUREX)
Mar09 090226 117.24 117.25 116.51 116.64 +1.95 404,260 797,231 -342
Jun09 090227 116.26 116.75 116.12 116.28 +0.13 19,882 64,628 +14,618
Sep09 090227 116.10 116.10 116.10 116.10 +0.15      
Total Volume and Open Interest 345,215 779,555 -6,522
3-Mth Euribor(EUREX)
Mar09 090212 98.300 98.320 98.295 98.305 +0.530 476 12,898 +7,534
Jun09 090227 98.450 98.495 98.450 98.475 +0.035 507 5,593 -987
Sep09 090227 98.430 98.465 98.425 98.425 +0.035 23 3,193 -117
Total Volume and Open Interest 874 32,018 -1,591
Long Gilt(LIFFE)
Mar09 090227 120~14 121~17 120~09 120~14 +0~06 50,178 28,376 -20,778
Jun09 090227 119~10 120~12 118~30 119~07 +0~07 123,387 351,158 -1,926
Total Volume and Open Interest 238,177 402,238 +0
3-Mth Short Sterling(LIFFE)
Mar09 090227 98.16 98.16 98.16 98.16 +0.03 30,840 454,009 -1,980
Jun09 090227 98.25 98.25 98.25 98.25 +0.03 39,088 302,420 +1,001
Sep09 090227 98.22 98.22 98.22 98.22 +0.03 39,152 273,862 +2,738
Dec09 090227 98.01 98.01 98.01 98.01 +0.02 37,817 227,655 +2,239
Mar10 090227 97.89 97.89 97.89 97.89 +0.02 41,004 226,183 +4,854
Jun10 090227 97.70 97.70 97.70 97.70 unch 30,995 153,296 -3,024
Total Volume and Open Interest 310,505 1,920,825 +0
3-Mth Euribor(LIFFE)
Mar09 090227 98.330 98.355 98.325 98.345 +0.015 143,240 696,778 +8,360
Jun09 090227 98.450 98.500 98.440 98.475 +0.035 114,999 695,126 +8,572
Sep09 090227 98.410 98.470 98.395 98.430 +0.040 74,093 545,839 -597
Total Volume and Open Interest 573,894 3,493,626 +21,409
3-Mth Aus T-Bills(SFE)
Mar09 090227 96.89 96.93 96.87 96.91 +0.01 12,538 220,014 +3,468
Jun09 090227 97.20 97.23 97.16 97.21 -0.01 19,588 260,765 +6,622
Sep09 090227 97.30 97.35 97.27 97.32 -0.01 6,571 134,568 +2,455
Dec09 090227 97.20 97.23 97.15 97.20 -0.01 4,671 82,964 +1,882
Mar10 090227 96.95 96.96 96.90 96.93 -0.03 3,353 54,586 +69
Jun10 090227 96.57 96.60 96.56 96.58 -0.03 1,227 56,116 +522
Sep10 090227 96.21 96.22 96.17 96.18 -0.04 677 31,365 +644
Dec10 090227 95.85 95.86 95.82 95.83 -0.03 74 18,140 +62
Mar11 090227 95.59 95.59 95.58 95.58 -0.02 0 1,008 +0
Jun11 090227 95.40 95.40 95.36 95.36 -0.04 0 1,052 +0
Total Volume and Open Interest 60,482 861,424 +15,724
10-Year Aus T-Bonds(SFE)
Mar09 090227 95.70 95.73 95.62 95.63 -0.15 24,155 309,259 -3,090
Jun09 090227 95.57 95.57 95.57 95.57 -0.15 1 11 +1
Total Volume and Open Interest 29,631 309,270 -3,089
3-Year Aus T-Bonds(SFE)
Mar09 090227 96.78 96.81 96.75 96.76 -0.04 50,246 552,599 +5,874
Jun09 090227 96.74 96.74 96.71 96.71 -0.04 290 218 +213
Total Volume and Open Interest 62,851 552,817 +6,087
Gold(CMX)
Apr09 090227 959.0 961.5 934.1 942.5 -0.1 133,178 251,833 +1,751
Jun09 090227 963.5 963.5 944.5 944.5 -0.1 6,077 54,256 +1,179
Aug09 090227 946.5 946.5 946.5 946.5 unch 246 11,291 +17
Oct09 090227 948.4 948.4 948.4 948.4 unch 432 4,097 +178
Dec09 090227 950.4 950.4 950.4 950.4 unch 853 18,227 -50
Feb10 090227 964.1 970.5 940.0 952.7 unch 43 3,467 -1
Apr10 090227 954.9 954.9 954.9 954.9 unch 10 1,411 +0
Jun10 090227 957.2 957.2 957.2 957.2 unch 160 4,626 +170
Aug10 090227 959.6 959.6 959.6 959.6 unch 15 375 +0
Oct10 090227 962.0 962.0 962.0 962.0 unch      
Dec10 090227 964.4 964.4 964.4 964.4 unch 130 9,199 -47
Total Volume and Open Interest 150,312 373,063 +0
Silver(CMX)
Mar09 090227 1308.5 1308.5 1308.5 1308.5 +13.5 25,040 3,746 -5,293
May09 090227 1333.0 1333.0 1309.0 1311.0 +13.5 42,091 53,621 +1,795
Jul09 090227 1312.5 1312.5 1312.5 1312.5 +13.5 784 12,829 +123
Sep09 090227 1313.5 1313.5 1313.5 1313.5 +13.5 286 3,816 -44
Dec09 090227 1315.0 1315.0 1315.0 1315.0 +13.5 340 11,244 +96
Mar10 090227 1316.2 1316.2 1316.2 1316.2 +13.7 19 2,973 +8
May10 090227 1317.7 1317.7 1317.7 1317.7 +13.8 3 4 +0
Total Volume and Open Interest 72,238 98,463 +0
Platinum(NYMEX)
Apr09 090227 1085.0 1089.0 1085.0 1085.3 +33.2 2,230 19,173 -543
Jul09 090227 1089.3 1089.3 1089.3 1089.3 +33.2 390 1,465 +266
Oct09 090227 1095.3 1095.3 1095.3 1095.3 +33.2 3 18 +3
Total Volume and Open Interest 1,316 20,933 +18
Palladium(NYMEX)
Mar09 090227 194.85 194.85 194.85 194.85 -2.30 1,323 1,012 -988
Jun09 090227 198.45 199.50 192.15 195.70 -2.45      
Sep09 090227 196.25 197.05 196.25 197.05 -2.45 36 31 +19
Total Volume and Open Interest 2,973 12,160 +10,160
Copper(CMX)
Mar09 090227 151.00 153.00 151.00 152.60 -3.90 4,051 4,505 -1,772
May09 090227 152.25 154.40 149.00 153.85 -4.05 13,758 53,484 +1,909
Jul09 090227 158.00 158.00 149.10 155.00 -3.90 850 9,548 +478
Sep09 090227 155.75 155.75 155.75 155.75 -4.00 195 2,468 +38
Dec09 090227 156.75 156.75 156.75 156.75 -4.00 179 2,673 +69
Total Volume and Open Interest 27,127 82,699 +0
Aluminum(CMX)
Mar09 090227 61.50 61.50 61.50 61.50 +60.87      
Apr09 090227 62.00 62.00 62.00 62.00 +61.37      
May09 090227 62.50 62.50 62.50 62.50 +61.86      
Jun09 090227 0.63 0.63 0.63 0.63        
Jul09 080724 142.85 142.85 142.85 142.85 unch      
Aug09 080724 143.35 143.35 143.35 143.35 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 090227 7045 7185 7020 7052 -126 528 24,491 +15
Jun09 090227 7000 7035 7000 7010 -126 8 742 -1
Sep09 090227 6980 6980 6980 6980 -126      
Dec09 090227 6940 6940 6940 6940 -126      
Total Volume and Open Interest 2,299 25,219 +0
S & P 500(CME)
Mar09 090227 735.20 750.50 732.50 734.20 -17.80 25,048 569,006 -1,558
Jun09 090227 732.00 745.00 731.00 731.00 -17.70 5,429 41,985 +3,363
Sep09 090227 728.20 728.20 728.20 728.20 -17.70 0 1,118 +0
Dec09 090227 725.70 725.70 725.70 725.70 -17.40 0 259 +0
Total Volume and Open Interest 45,054 610,563 +0
S & P 500 E-Mini(Globex)
Mar09 090227 736.00 750.75 732.50 734.25 -17.75 2,499,376 2,981,867 +2,981,867
Jun09 090227 733.50 747.50 729.50 731.00 -17.75 19,790 153,458 +153,458
Total Volume and Open Interest 3,227,117 3,139,623 +3,139,623
NASDAQ 100(CME)
Mar09 090227 1117.00 1136.00 1110.00 1117.00 -15.30 1,677 32,982 +320
Jun09 090227 1115.00 1117.00 1115.00 1116.00 -15.30 5 315 +0
Sep09 090227 1116.30 1116.30 1116.30 1116.30 -15.20      
Total Volume and Open Interest 3,850 32,977 +0
NASDAQ 100 E-Mini(Globex)
Mar09 090227 1115.80 1135.80 1112.00 1117.00 -15.30 364,112 303,274 +303,274
Jun09 090227 1120.00 1133.00 1111.50 1116.00 -15.30 341 5,144 +5,144
Total Volume and Open Interest 420,188 304,011 +304,011
S & P Midcap 400(CME)
Mar09 090227 445.00 453.50 445.00 448.90 -4.70 31 5,251 -12
Jun09 090227 446.45 446.45 446.45 446.45 -4.70      
Sep09 090227 451.45 451.45 451.45 451.45 -4.70      
Total Volume and Open Interest 501 5,263 +0
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090227 7400 7590 7370 7560 +120 104,193 193,861 +3,694
Jun09 090227 7375 7520 7375 7500 +120 98 356 +50
Total Volume and Open Interest 104,291 194,135 -359
Nikkei 225(SGX)
Mar09 090227 7400 7590 7370 7560 +120 104,193 193,861 +3,694
Jun09 090227 7375 7520 7375 7500 +120 98 356 +50
Sep09 090227 7495 7495 7495 7495 +120 0 169 +0
Total Volume and Open Interest 104,291 194,135 -359
CAC 40(EURONEXT)
Mar09 090227 2688.5 2739.5 2643.0 2701.0 -42.5 140,154 383,124 +5,105
Apr09 090227 2695.0 2732.0 2655.0 2701.5 -42.5 108 1,306 -36
May09 090227 2654.0 2654.0 2654.0 2654.0 -42.5 10 20 +10
Total Volume and Open Interest 144,695 381,636 +0
Hang Seng Index(HKFE)
Feb09 090226 13035 13116 12807 12862 -78 108,955 34,077 -25,401
Mar09 090227 12720 12976 12660 12698 -84 57,509 83,524 +8,576
Apr09 090227 12868 12928 12650 12662        
DAX(EUREX)
Mar09 090227 3873.5 3904.5 3761.5 3847.5 -91.5 189,523 205,527 +6,025
Jun09 090227 3889.0 3917.0 3790.0 3860.5 -92.5 618 14,375 +37
Sep09 090227 3902.5 3930.5 3815.0 3873.0 -93.5 347 1,613 +87
Total Volume and Open Interest 195,651 215,366 +0
FT-SE 100(EURONEXT)
Mar09 090227 3835.50 3861.00 3740.00 3807.50 -77.00 141,507 750,219 -10,719
Jun09 090227 3798.50 3798.50 3700.00 3764.00 -77.50 311 8,396 +210
Sep09 090227 3735.50 3735.50 3735.50 3735.50 -77.00      
Total Volume and Open Interest 124,212 769,124 +0
SPI 200(SFE)
Mar09 090227 3315.0 3353.0 3292.0 3316.0 +5.0 23,089 326,869 -13,880
Jun09 090227 3304.0 3330.0 3290.0 3313.0 +5.0 483 3,759 +327
Sep09 090227 3265.0 3265.0 3265.0 3265.0 +5.0 171 1,735 +7
Total Volume and Open Interest 25,491 335,449 -13,411
GSCI(CME)
Mar09 090227 329.20 336.80 328.00 335.70 -4.00 306 14,255 -37
Apr09 090227 337.25 343.50 336.75 343.50 +3.50 9 19 +15
May09 090227 349.50 349.50 349.50 349.50 -4.00      
Total Volume and Open Interest 334 14,303 +11
Reuters CCI(ICE)
Apr09 090227 353.00 354.50 353.00 354.00 -1.00 4 1,038 +1
Jun09 090227 362.00 363.50 362.00 363.00 -1.00 0 401 +0
Aug09 090227 371.00 371.00 371.00 371.00 -1.00 0 4 +0
Total Volume and Open Interest 0 43 -1,399
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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