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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 March 06, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090306 867.00 888.50 867.00 879.00 +16.50 757 2,781 -1,324
May09 090306 852.00 874.75 850.50 867.00 +15.00 5,858 127,774 -1,717
Jul09 090306 851.25 873.75 850.00 866.00 +14.75 3,343 60,027 -2,551
Aug09 090306 842.00 856.00 837.50 853.00 +15.50 76 3,721 -474
Sep09 090306 818.25 830.00 815.75 828.00 +16.00 351 6,661 -86
Nov09 090306 800.00 819.00 796.00 815.00 +15.50 1,835 63,556 +634
Jan10 090306 808.25 827.00 808.25 823.75 +15.50 3 2,115 +66
Total Volume and Open Interest 116,069 281,701 +312
Soybean Meal(CBOT)
Mar09 090306 271.10 276.00 268.50 274.20 +5.40 337 4,577 -1,049
May09 090306 261.30 268.20 260.70 265.30 +4.00 2,496 55,487 -537
Jul09 090306 258.80 264.70 257.30 262.00 +4.00 1,269 19,045 -145
Aug09 090306 257.00 258.60 252.80 257.00 +3.50 8 5,346 -81
Sep09 090306 246.20 250.70 236.00 249.00 +3.70 327 6,331 +131
Oct09 090306 234.90 242.30 234.90 240.80 +4.00 12 4,907 -13
Dec09 090306 234.60 241.10 233.40 239.00 +4.00 1,163 15,710 +339
Jan10 090306 240.00 240.00 236.00 240.00 +4.00 17 598 -1
Total Volume and Open Interest 37,243 114,426 -748
Soybean Oil(CBOT)
Mar09 090306 30.38 31.00 30.38 30.76 +0.32 130 3,560 -847
May09 090306 30.71 31.33 30.60 31.03 +0.32 2,195 119,680 -1,241
Jul09 090306 31.14 31.65 30.93 31.36 +0.33 483 37,420 -646
Aug09 090306 31.50 31.78 31.28 31.52 +0.33 231 5,859 -65
Sep09 090306 31.71 31.94 31.45 31.68 +0.34 231 7,675 +184
Oct09 090306 31.55 32.11 31.53 31.83 +0.34 3 4,536 +53
Dec09 090306 31.90 32.41 31.80 32.13 +0.35 753 21,975 +552
Jan10 090306 32.40 32.60 32.20 32.40 +0.35 2 705 +2
Total Volume and Open Interest 48,955 210,829 +3,026
Canola(WCE)
Mar09 090306 412.6 412.6 412.6 412.6 -0.4 0 213 -130
May09 090306 408.4 413.9 407.0 409.7 -0.4 3,799 54,114 -1,376
Jul09 090306 402.9 414.0 402.9 406.9 -0.2 3,493 16,857 -896
Nov09 090306 400.5 412.3 400.5 405.0 +0.2 2,439 18,105 -57
Jan10 090306 408.8 415.3 408.6 409.5 +0.2 24 419 +12
Total Volume and Open Interest 14,919 92,272 +3,077
Corn(CBOT)
Mar09 090306 349.75 356.25 349.75 352.75 +3.50 2,261 8,473 -1,484
May09 090306 358.00 366.25 358.00 361.50 +3.00 3,874 290,682 -4,646
Jul09 090306 367.50 375.50 367.50 371.00 +3.25 364 180,295 +483
Sep09 090306 376.50 383.00 376.25 379.25 +3.00 25 46,631 +306
Dec09 090306 387.50 395.00 387.50 390.75 +3.00 1,410 172,082 +1,081
Mar10 090306 399.00 406.25 399.00 402.25 +3.00 97 16,548 +154
Total Volume and Open Interest 225,334 760,795 +13,256
Wheat(CBOT)
Mar09 090306 508.25 522.25 508.25 516.25 +12.25 42 2,257 -1,166
May09 090306 514.00 533.00 512.00 527.00 +12.00 1,005 119,213 -1,917
Jul09 090306 524.50 545.00 524.00 538.75 +11.75 162 84,830 -1,034
Sep09 090306 551.25 568.75 551.25 563.00 +11.75 8 23,604 +151
Dec09 090306 572.00 589.25 570.00 583.50 +11.50 184 38,080 +176
Total Volume and Open Interest 53,262 282,178 +587
Wheat(KCBT)
Mar09 090306 560.00 573.75 560.00 568.00 +13.00 19 100 -326
May09 090306 558.00 579.00 556.75 574.00 +14.00 5,169 27,567 -537
Jul09 090306 564.00 586.00 564.00 581.25 +14.25 1,994 25,916 -43
Sep09 090306 583.75 597.00 580.25 591.00 +14.25 322 5,573 +21
Dec09 090306 590.25 608.75 589.75 604.50 +13.75 742 15,309 +28
Total Volume and Open Interest 12,430 77,347 -259
Wheat(MGE)
Mar09 090306 627.75 637.25 625.50 631.00 +11.00 25 58 -2
May09 090306 599.75 620.00 598.50 613.00 +12.50 1,662 11,040 -267
Jul09 090306 593.00 612.00 593.00 605.00 +11.25 535 6,515 +59
Sep09 090306 603.00 615.50 600.50 609.75 +12.00 241 4,104 -22
Dec09 090306 615.00 627.50 613.00 621.00 +10.75 302 3,185 +102
Total Volume and Open Interest 2,898 25,447 -28
Oats(CBOT)
Mar09 090306 177.50 177.50 174.00 174.00 -1.75 12 13 -111
May09 090306 185.00 186.50 182.75 182.75 -1.75 1 7,636 -55
Jul09 090306 194.50 195.00 191.75 191.75 -1.75 2 3,524 +11
Sep09 090306 200.75 202.50 200.75 200.75 -1.75 0 21 +1
Total Volume and Open Interest 758 14,876 -95
Rough Rice(CBOT)
Mar09 090306 12.02 12.12 11.94 12.12 +0.18 0 49 -68
May09 090306 12.25 12.37 12.01 12.33 +0.18 1 4,190 +113
Jul09 090306 12.29 12.53 12.29 12.53 +0.18 0 354 +10
Sep09 090306 11.72 11.86 11.70 11.86 +0.16 0 1,009 -1
Total Volume and Open Interest 549 6,673 +253
Live Cattle(CME)
Apr09 090306 83.785 84.480 82.150 82.450 -1.450 12,703 90,223 -1,009
Jun09 090306 82.350 82.850 80.700 81.080 -1.270 8,628 56,033 -473
Aug09 090306 82.900 83.650 81.900 82.200 -1.130 5,248 33,791 +1,059
Oct09 090306 86.430 87.500 85.500 86.000 -0.950 2,726 15,936 +765
Dec09 090306 88.300 89.350 87.500 88.000 -0.900 623 7,978 -24
Feb10 090306 88.850 89.950 88.500 88.750 -1.180 57 2,450 +11
Total Volume and Open Interest 31,940 206,281 +3,449
Feeder Cattle(CME)
Mar09 090306 92.150 92.480 90.200 90.500 -1.700 1,351 3,579 -394
Apr09 090306 92.600 93.500 90.300 90.635 -2.195 2,120 8,527 +239
May09 090306 93.700 94.800 91.650 92.250 -1.635 1,472 5,924 +419
Aug09 090306 96.785 97.450 95.400 95.950 -1.000 547 3,684 +100
Sep09 090306 97.500 97.750 96.150 96.800 -0.700 19 686 +9
Oct09 090306 98.150 98.230 96.300 96.700 -1.000 11 310 -3
Nov09 090306 96.700 97.750 96.700 96.700 -0.700 7 68 +5
Total Volume and Open Interest 3,695 22,411 +219
Lean Hogs(CME)
Apr09 090306 61.830 62.880 61.100 62.500 +0.070 9,678 55,070 -655
May09 090306 71.580 72.600 71.385 72.600 +0.400 191 3,090 +97
Jun09 090306 72.600 73.930 72.385 73.725 +0.545 6,647 32,601 +1,453
Jul09 090306 73.975 75.500 73.830 75.385 +0.785 1,700 12,256 +643
Aug09 090306 74.035 76.000 74.000 75.900 +1.350 1,721 9,934 +869
Oct09 090306 66.850 68.330 66.850 68.080 +0.500 190 4,895 +94
Dec09 090306 66.385 66.600 65.500 66.350 +0.350 213 2,395 +116
Feb10 090306 69.000 69.385 68.500 69.385 +0.385 15 440 +12
Total Volume and Open Interest 30,361 118,264 -637
Pork Bellies(CME)
Mar09 090306 81.350 83.250 81.000 81.000 -1.000 87 74 -29
May09 090306 82.500 84.000 82.250 83.200 +0.300 126 863 -8
Jul09 090306 81.500 81.750 80.050 80.100 +0.350 3 260 +0
Aug09 090306 78.800 78.800 78.000 78.050 +0.450 2 60 -1
Feb10 090306 87.250 87.250 87.000 87.250 +0.365 1 5 +0
Total Volume and Open Interest 469 1,305 -52
Class III Milk(CME)
Mar09 090306 10.20 10.35 10.19 10.22 +0.01 22 4,851 +12
Apr09 090306 10.48 10.76 10.41 10.73 +0.26 127 4,337 -17
May09 090306 10.90 11.12 10.75 11.08 +0.23 81 4,217 -43
Jun09 090306 11.55 11.75 11.44 11.72 +0.28 137 3,765 +22
Jul09 090306 12.70 12.83 12.68 12.79 +0.17 78 2,793 +6
Total Volume and Open Interest 591 33,088 -120
Cocoa(ICE)
Mar09 090306 2323 2323 2323 2323 +7 0 37 -4
May09 090306 2250 2288 2239 2272 +7 5,812 55,125 +645
Jul09 090306 2260 2271 2237 2265 +7 1,480 25,157 -44
Sep09 090306 2253 2275 2236 2263 +6 1,099 12,419 +194
Dec09 090306 2248 2268 2229 2257 +5 796 12,890 -510
Mar10 090306 2244 2255 2244 2255 +8 14 7,925 -3
May10 090306 2258 2258 2258 2258 +10 0 2,229 +329
Total Volume and Open Interest 8,129 116,023 -376
Coffee "C"(ICE)
Mar09 090306 106.65 106.65 105.30 105.30 -1.25 8 85 -7
May09 090306 108.50 109.20 107.15 107.20 -1.50 7,589 71,806 -181
Jul09 090306 110.15 111.25 109.35 109.40 -1.55 3,233 25,265 +715
Sep09 090306 113.25 113.25 111.65 111.70 -1.55 948 12,376 +233
Dec09 090306 115.50 115.50 114.65 114.75 -1.50 695 10,231 +215
Mar10 090306 118.50 118.50 117.55 117.55 -1.45 127 6,884 +35
Total Volume and Open Interest 11,892 127,470 -40
Orange Juice(ICE)
Mar09 090306 73.50 74.00 70.05 74.00 +0.50 66 394 -65
May09 090306 72.60 73.50 71.60 73.10 +0.50 2,655 19,477 -127
Jul09 090306 74.60 75.40 73.70 75.15 +0.50 1,170 3,553 +382
Sep09 090306 77.75 78.00 76.50 77.25 unch 18 2,586 -1
Nov09 090306 81.00 81.00 79.60 80.00 -0.20 272 399 +23
Jan10 090306 82.75 82.75 82.75 82.75 -0.25 0 105 +1
Total Volume and Open Interest 889 26,530 +72
Sugar #11(ICE)
May09 090306 12.90 13.10 12.72 12.78 -0.05 47,833 234,629 -3,733
Jul09 090306 13.20 13.41 13.02 13.09 -0.05 15,387 137,756 -564
Oct09 090306 13.64 13.86 13.47 13.55 -0.05 7,959 91,248 +855
Mar10 090306 14.33 14.43 14.26 14.31 -0.01 4,247 57,833 -157
May10 090306 13.95 14.02 13.90 13.92 -0.02 2,276 16,846 -26
Total Volume and Open Interest 86,977 609,566 -202
Sugar #14(ICE)
May09 090306 19.30 19.30 19.30 19.30 -0.02 113 3,248 -34
Jul09 090306 20.15 20.15 20.15 20.15 +0.01 0 2,104 +16
Sep09 090306 20.50 20.75 20.50 20.68 -0.12 1 1,069 +0
Total Volume and Open Interest 376 6,439 -185
London Cocoa(LCE)
Mar09 090306 1801 1821 1779 1819 -4 2,760 26,639 -2,211
May09 090306 1741 1760 1713 1755 -1 4,754 70,905 -86
Jul09 090306 1700 1707 1674 1703 -3 830 46,349 +401
Sep09 090306 1669 1675 1650 1675 -5 768 17,824 +68
Dec09 090306 1640 1647 1625 1644 -1 182 18,172 -43
Mar10 090306 1619 1621 1605 1621 unch 0 8,810 +0
May10 090306 1621 1621 1611 1621 unch 0 309 +0
Total Volume and Open Interest 8,944 191,201 -370
London Coffee(LCE)
London Sugar(LCE)
May09 090306 384.00 385.30 380.00 383.30 +1.80 2,951 29,229 -260
Aug09 090306 381.10 382.50 378.50 381.10 +2.00 1,610 19,039 +726
Oct09 090306 379.60 380.00 377.00 378.40 +1.40 971 9,424 +586
Dec09 090306 383.60 383.60 381.20 382.00 +1.30 35 1,855 +6
Mar10 090306 386.20 386.70 384.50 386.40 +1.70 1 1,383 +1
Total Volume and Open Interest 4,047 60,951 +538
Cotton(ICE)
Mar09 090306 41.04 41.51 40.26 40.26 +0.07 10 43 -15
May09 090306 41.60 42.63 41.36 41.43 +0.05 5,338 60,588 +180
Jul09 090306 43.23 43.65 42.40 42.48 -0.06 1,272 27,943 +348
Oct09 090306 45.25 45.25 44.99 44.99 -0.20 2 493 +0
Dec09 090306 47.16 47.83 46.50 46.51 -0.37 516 22,221 +147
Mar10 090306 50.05 50.05 49.42 49.42 -0.51 116 2,904 +75
Total Volume and Open Interest 10,302 116,028 -54
Lumber(CME)
Mar09 090306 151.2 153.1 149.0 151.0 +1.0 278 875 -130
May09 090306 161.6 165.0 160.2 161.7 +1.7 396 4,287 +15
Jul09 090306 171.4 173.8 170.5 171.6 +1.8 113 1,378 -9
Sep09 090306 181.8 184.2 180.3 184.2 +3.8 51 388 -8
Total Volume and Open Interest 1,782 7,138 -617
Crude Oil(NYM)
Apr09 090306 43.61 46.30 43.45 45.52 +1.91 228,192 258,290 -9,826
May09 090306 45.59 48.28 45.53 47.72 +2.06 109,014 190,638 +6,619
Jun09 090306 47.00 49.11 46.91 48.77 +2.00 52,485 157,195 +1,255
Jul09 090306 47.83 49.82 47.83 49.58 +1.88 20,856 70,586 -847
Aug09 090306 49.35 50.50 48.59 50.23 +1.72 16,411 25,297 +847
Sep09 090306 49.89 51.02 49.38 50.88 +1.60 14,145 30,182 +1,281
Oct09 090306 51.03 51.43 49.94 51.34 +1.44 7,541 24,711 +79
Nov09 090306 51.45 51.73 50.32 51.73 +1.32 5,541 19,113 -38
Dec09 090306 51.16 52.24 50.71 52.12 +1.20 20,613 88,241 -669
Jan10 090306 52.30 52.52 51.54 52.47 +1.10 2,123 20,823 -15
Feb10 090306 52.71 52.85 51.71 52.84 +1.02 1,442 10,370 -19
Mar10 090306 53.10 53.23 52.11 53.23 +0.96 953 12,792 +80
Apr10 090306 53.62 53.62 53.62 53.62 +0.90 1,101 5,456 -86
May10 090306 54.02 54.02 54.02 54.02 +0.85 316 3,708 +9
Jun10 090306 53.85 54.42 53.60 54.42 +0.80 1,893 24,818 +633
Jul10 090306 54.84 54.84 54.84 54.84 +0.78 86 6,774 -11
Total Volume and Open Interest 634,640 1,212,891 +21,167
e-miNY Crude Oil(NYM)
Mar09 090219 34.750 39.800 34.425 39.475 +4.850 2,309 7,304 -290
Apr09 090306 43.550 46.350 43.500 45.525 +1.925 11,509 5,290 -658
May09 090306 45.950 48.300 45.850 47.725 +2.075 1,220 1,539 +132
Jun09 090306 47.000 48.825 47.000 48.775 +2.000 108 290 +0
Jul09 090306 48.825 49.900 48.825 49.575 +1.875 2 34 +0
Aug09 090306 48.975 50.225 48.975 50.225 +1.725 5 16 +0
Sep09 090306 50.875 50.875 50.875 50.875 +1.600 3 15 +2
Oct09 090306 51.350 51.350 51.350 51.350 +1.450 1 2 +0
Nov09 090306 51.725 51.725 51.725 51.725 +1.325 2 2 +0
Dec09 090306 51.200 52.125 51.200 52.125 +1.200 1 25 +0
Total Volume and Open Interest 19,430 7,793 +293
Heating Oil(NYM)
Apr09 090306 116.14 123.91 116.00 122.94 +6.96 28,640 52,818 -2,215
May09 090306 118.90 125.07 117.54 124.39 +6.76 9,653 40,808 +320
Jun09 090306 122.12 127.18 120.02 126.69 +6.61 6,368 37,095 -322
Jul09 090306 125.40 131.01 124.62 130.09 +6.61 2,125 19,178 +330
Aug09 090306 129.50 133.33 128.30 133.09 +6.46 940 10,744 -107
Sep09 090306 132.42 136.25 131.10 136.04 +6.31 1,117 11,423 -47
Oct09 090306 135.25 138.86 134.65 138.69 +6.11 1,747 7,554 +310
Nov09 090306 137.60 141.39 137.48 141.39 +5.96 916 8,077 +194
Dec09 090306 140.37 144.46 139.70 144.04 +5.76 2,930 21,153 -230
Jan10 090306 143.65 146.61 142.80 146.59 +5.66 1,654 6,448 +253
Feb10 090306 145.30 148.04 143.56 148.04 +5.56 1,184 5,491 +362
Mar10 090306 145.50 148.19 145.50 148.19 +5.46 594 3,029 +150
Total Volume and Open Interest 93,386 257,550 +1,596
Gasoline(NYMEX)
Apr09 090306 131.75 134.03 129.57 133.22 +1.95 46,044 59,633 -2,729
May09 090306 132.60 135.46 130.64 134.62 +2.75 22,806 36,550 +4,500
Jun09 090306 133.00 135.50 130.96 135.02 +3.25 11,266 24,437 +99
Jul09 090306 132.90 135.35 131.09 135.07 +3.55 5,497 14,799 +433
Aug09 090306 133.56 134.97 131.07 134.97 +3.70 4,440 10,663 +441
Sep09 090306 133.31 135.00 131.47 134.77 +3.85 4,534 10,385 +879
Oct09 090306 122.56 125.80 122.56 125.67 +3.90 1,540 8,456 +316
Nov09 090306 123.63 126.30 123.60 126.22 +3.90 717 1,950 +45
Dec09 090306 127.67 127.67 127.67 127.67 +3.80 520 8,058 +186
Jan10 090306 127.25 129.92 126.00 129.92 +3.80 5 1,086 +1
Total Volume and Open Interest 97,473 184,989 +4,236
e-miNY RBOB Gasoline(NYM)
Apr09 090305 131.27 131.27 131.27 131.27 -5.98 0 2 +0
May09 090306 134.62 134.62 134.62 134.62 +2.75      
Jun09 090306 135.02 135.02 135.02 135.02 +3.25      
Jul09 090306 135.07 135.07 135.07 135.07 +3.55      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Apr09 090306 4.075 4.148 3.917 3.945 -0.143 82,155 115,291 +4,287
May09 090306 4.166 4.228 3.995 4.017 -0.159 15,468 80,465 +1,727
Jun09 090306 4.310 4.361 4.122 4.142 -0.164 10,031 46,247 -882
Jul09 090306 4.420 4.433 4.271 4.291 -0.157 7,556 37,690 +839
Aug09 090306 4.495 4.516 4.350 4.377 -0.155 2,772 27,897 -132
Sep09 090306 4.499 4.545 4.391 4.420 -0.151 2,500 24,361 +652
Oct09 090306 4.638 4.671 4.500 4.525 -0.151 8,563 40,174 -37
Nov09 090306 5.128 5.158 4.995 5.025 -0.126 819 18,993 -5
Dec09 090306 5.650 5.650 5.516 5.545 -0.106 2,368 32,051 -8
Jan10 090306 5.875 5.927 5.792 5.820 -0.101 4,234 25,429 +166
Feb10 090306 5.935 5.939 5.814 5.835 -0.101 367 10,678 -24
Mar10 090306 5.816 5.824 5.682 5.713 -0.098 1,531 23,096 +261
Apr10 090306 5.515 5.515 5.423 5.438 -0.078 1,265 20,482 +216
May10 090306 5.526 5.526 5.415 5.466 -0.078 233 10,480 -68
Jun10 090306 5.635 5.635 5.550 5.556 -0.078 73 7,072 +6
Jul10 090306 5.750 5.750 5.617 5.671 -0.075 37 5,482 +5
Total Volume and Open Interest 148,227 662,181 -15,009
Brent Crude Oil(ICE)
Apr09 090306 44.28 45.24 43.06 44.85 +1.21 109,564 123,443 +123,443
May09 090306 45.40 46.28 44.15 45.94 +1.16 78,183 158,147 +158,147
Jun09 090306 46.13 47.31 45.38 47.15 +1.17 49,574 78,864 +78,864
Jul09 090306 47.74 48.15 46.37 48.09 +1.18 14,893 31,190 +31,190
Aug09 090306 48.47 48.82 47.06 48.75 +1.12 7,536 17,862 +17,862
Sep09 090306 48.55 49.39 47.65 49.32 +1.06 5,978 18,572 +18,572
Oct09 090306 48.97 49.94 48.19 49.87 +0.99 4,910 13,004 +13,004
Nov09 090306 49.52 50.42 48.67 50.35 +0.92 6,397 12,652 +12,652
Dec09 090306 50.50 51.02 49.10 50.81 +0.84 22,490 72,525 +72,525
Jan10 090306 51.26 51.26 51.26 51.26 +0.78 5,083 12,384 +12,384
Feb10 090306 52.05 52.05 51.75 51.75 +0.74 2,698 6,969 +6,969
Mar10 090306 52.21 52.21 52.21 52.21 +0.68 1,122 5,517 +5,517
Apr10 090306 52.63 52.63 52.63 52.63 +0.60 424 2,804 +2,804
May10 090306 53.05 53.05 53.05 53.05 +0.57 284 2,464 +2,464
Total Volume and Open Interest 318,098 669,682 +2,616
Gas Oil(ICE)
Mar09 090306 366.00 380.50 360.50 364.75 -1.25 40,051 40,360 -7,847
Apr09 090306 374.25 389.00 368.50 372.75 -1.50 62,601 76,869 +77
May09 090306 386.25 398.00 378.75 382.25 -2.50 23,992 48,427 +3,518
Jun09 090306 400.00 408.75 388.75 392.25 -3.25 16,968 45,547 +332
Jul09 090306 401.75 418.75 400.25 403.00 -3.50 6,131 20,620 +443
Aug09 090306 412.25 428.25 410.50 413.75 -3.75 4,085 22,305 +522
Sep09 090306 422.50 438.00 420.25 424.00 -4.00 5,505 22,549 +808
Oct09 090306 431.75 446.75 431.50 433.00 -4.25 4,707 14,428 +734
Nov09 090306 438.75 453.75 438.50 440.00 -4.00 3,226 11,258 +211
Dec09 090306 454.00 461.00 445.00 446.25 -4.00 9,094 51,428 +1,229
Total Volume and Open Interest 179,595 444,844 +635
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090306 1.510 1.515 1.505 1.506 -0.004 50 532 -20
May09 090306 1.510 1.510 1.505 1.508 -0.007 25 340 +20
Jun09 090306 1.525 1.532 1.525 1.528 -0.002 8 198 -1
Jul09 090306 1.530 1.540 1.530 1.539 +0.001 12 181 +12
Aug09 090306 1.555 1.555 1.540 1.540 -0.002 5 195 +0
Sep09 090306 1.540 1.555 1.540 1.550 +0.010 26 261 +10
Oct09 090306 1.575 1.580 1.565 1.565 -0.001 7 222 +7
Total Volume and Open Interest 190 3,269 +56
US Dollar Index(ICE)
Mar09 090306 89.125 89.125 87.910 88.550 -0.650 4,410 20,408 +734
Jun09 090306 89.600 89.650 88.500 89.090 -0.690 321 4,454 +52
Sep09 090306 89.100 89.500 89.100 89.480 -0.690 0 17 +0
Total Volume and Open Interest 5,734 24,093 -93
Australian Dollar(CME)
Mar09 090306 63.71 64.69 63.66 63.83 +0.21 0 41,191 -642
Jun09 090306 63.40 64.36 63.32 63.52 +0.23 41 13,349 +1,847
Sep09 090306 63.30 63.30 63.06 63.30 +0.24 0 154 +0
Total Volume and Open Interest 49,942 53,524 +4,344
British Pound(CME)
Mar09 090306 141.21 143.09 140.41 140.93 -0.18 0 78,212 -610
Jun09 090306 141.16 143.06 140.42 140.92 -0.19 8 16,108 +781
Sep09 090306 141.00 142.69 140.86 140.98 -0.19 0 115 +3
Total Volume and Open Interest 65,232 94,284 +118
Canadian Dollar(CME)
Mar09 090306 77.59 78.35 77.51 77.58 +0.08 26 71,613 +816
Jun09 090306 77.64 78.46 77.63 77.70 +0.09 4 11,872 +1,300
Sep09 090306 78.28 78.57 77.83 77.91 +0.08 0 1,601 +1
Dec09 090306 78.48 78.78 78.00 78.08 +0.08 1 917 +6
Total Volume and Open Interest 52,046 84,254 +472
Japanese Yen(CME)
Mar09 090306 101.98 103.55 101.52 102.13 +0.36 0 100,620 -1,467
Jun09 090306 102.14 103.77 101.74 102.35 +0.37 3 10,086 +1,242
Sep09 090306 102.66 103.74 102.29 102.66 +0.37 0 46 +0
Total Volume and Open Interest 69,259 111,005 +799
Swiss Franc(CME)
Mar09 090306 85.46 87.10 85.39 86.47 +1.06 8 33,483 -1,613
Jun09 090306 85.62 87.27 85.58 86.69 +1.07 1 2,601 +129
Sep09 090306 86.97 87.17 85.89 86.97 +1.08 0 18 +1
Total Volume and Open Interest 26,670 37,589 +747
EuroFX(CME)
Mar09 090306 125.42 127.55 125.36 126.61 +1.18 16 158,025 -1,718
Jun09 090306 125.19 127.55 125.19 126.62 +1.18 35 23,130 +1,652
Sep09 090306 127.00 127.72 125.54 126.72 +1.18 75 984 +75
Total Volume and Open Interest 189,203 182,156 -1,643
Mexican Peso(CME)
Mar09 090306 647.8 658.0 647.8 654.8 +7.0 4,448 30,557 -1,597
Apr09 090306 652.5 652.5 645.5 652.5 +7.0 0 5 +0
Total Volume and Open Interest 59,700 61,326 +12,491
30-Year T-Bonds(CBOT)
Mar09 090306 128~090 129~070 127~015 128~180 +0~095 19,558 27,216 -6,493
Jun09 090306 127~025 128~000 126~045 127~090 +0~100 262,226 707,558 +12,975
Sep09 090306 125~310 125~310 125~210 125~310 +0~100 19 158 +5
Total Volume and Open Interest 216,484 728,507 -11,517
10-Year T-Notes(CBOT)
Mar09 090306 123~120 124~020 123~020 123~145 unch 50,719 76,079 -11,991
Jun09 090306 121~305 122~150 121~140 121~285 +0~010 791,340 935,009 +30,559
Sep09 090306 120~285 120~285 120~275 120~285 +0~010      
Total Volume and Open Interest 770,899 992,520 -3,453
5-Year T-Notes(CBOT)
Mar09 090306 118~046 118~081 117~112 118~011 -0~030 15,305 0 +0
Jun09 090306 117~058 117~099 117~000 117~033 -0~021 365,718 0 +0
Sep09 090306 54~113 55~007 54~113 54~113 -0~022      
Total Volume and Open Interest 380,104 962,281 -4,174
2 Year T-Notes(CBOT)
Mar09 090306 109~011 109~022 108~114 108~126 -0~014 826 19,727 -3,773
Jun09 090306 108~074 108~100 108~058 108~071 -0~003 1,026 449,113 -833
Sep09 090306 108~071 108~075 108~071 108~071 -0~003      
Total Volume and Open Interest 137,900 473,446 -10,714
Eurodollars(CME)
Mar09 090306 98.673 98.680 98.555 98.640 -0.037 5,571 1,243,634 -14,566
Jun09 090306 98.650 98.660 98.515 98.570 -0.085 8,564 989,335 -2,794
Sep09 090306 98.620 98.640 98.495 98.540 -0.085 6,023 915,755 +4,748
Dec09 090306 98.485 98.515 98.370 98.415 -0.080 1,340 769,075 -11,593
Mar10 090306 98.395 98.440 98.295 98.355 -0.055 1,904 661,718 -3,805
Jun10 090306 98.205 98.255 98.110 98.180 -0.040 2,317 372,149 -8,887
Sep10 090306 97.990 98.050 97.905 97.985 -0.030 1,944 356,827 -3,766
Dec10 090306 97.755 97.820 97.675 97.755 -0.020 1,987 350,494 -14,579
Mar11 090306 97.600 97.640 97.495 97.575 -0.020 1,162 228,234 -10,701
Jun11 090306 97.385 97.430 97.285 97.360 -0.025 2,328 201,723 +718
Sep11 090306 97.205 97.245 97.095 97.170 -0.025 1,897 124,446 -2,119
Dec11 090306 97.015 97.055 96.905 96.985 -0.020 2,221 115,110 +2,560
Mar12 090306 96.890 96.945 96.805 96.880 -0.015 801 80,331 +505
Jun12 090306 96.805 96.840 96.695 96.775 -0.010 823 65,583 +341
Sep12 090306 96.700 96.750 96.605 96.690 -0.005 1,728 66,324 -974
Dec12 090306 96.565 96.665 96.505 96.585 -0.005 810 53,987 -375
Mar13 090306 96.520 96.600 96.455 96.540 unch 388 39,119 +230
Jun13 090306 96.450 96.530 96.375 96.465 +0.005 1,400 27,091 -1,015
Total Volume and Open Interest 1,524,748 6,900,470 -95,329
30 Day Federal Funds(CBOT)
Mar09 090306 99.777 99.777 99.768 99.772 unch 0 45,781 +400
Apr09 090306 99.760 99.760 99.745 99.755 -0.005 35 45,670 +1,000
May09 090306 99.735 99.740 99.720 99.730 -0.005 35 52,497 -2,585
Jun09 090306 99.715 99.720 99.695 99.710 -0.010 35 29,094 -95
Jul09 090306 99.685 99.690 99.660 99.675 -0.010 0 26,928 -193
Aug09 090306 99.655 99.665 99.630 99.645 -0.015 112 25,043 +612
Total Volume and Open Interest 21,009 352,672 +3,229
30 Day Fed Funds(e-CBOT)
Mar09 090306 99.777 99.777 99.768 99.772 -0.003 1,864 45,781 +400
Apr09 090306 99.760 99.760 99.745 99.755 -0.005 2,386 45,670 +1,000
May09 090306 99.735 99.740 99.720 99.730 -0.005 5,548 52,497 -2,585
Jun09 090306 99.715 99.720 99.695 99.710 -0.005 1,100 29,094 -95
Jul09 090306 99.685 99.690 99.660 99.675 -0.005 2,124 26,928 -193
Aug09 090306 99.655 99.665 99.630 99.645 -0.010 1,665 25,043 +612
Total Volume and Open Interest 22,142 354,023 +1,351
3-Mth Euro-Yen(CME)
Mar09 090306 99.32 99.32 99.32 99.32 unch 0 8,366 +0
Jun09 090306 99.41 99.41 99.41 99.41 +0.01 0 994 +0
Sep09 090306 99.47 99.47 99.47 99.47 +0.01 0 480 +0
Dec09 090306 99.47 99.47 99.47 99.47 -0.01 0 175 +0
Mar10 090306 99.46 99.46 99.46 99.46 unch      
Jun10 090306 99.40 99.40 99.40 99.40 unch      
Sep10 090306 99.34 99.34 99.34 99.34 unch      
Dec10 090306 99.29 99.29 99.29 99.29 -0.01      
Mar11 090306 99.21 99.21 99.21 99.21 unch      
Jun11 090306 99.15 99.15 99.15 99.15 unch      
Total Volume and Open Interest 0 10,015 +0
3-Mth Euro-Yen(SGX)
Mar09 090306 99.32 99.32 99.32 99.32 unch 50 16,295 +0
Jun09 090306 99.44 99.45 99.41 99.41 unch 251 9,433 +2
Sep09 090306 99.47 99.47 99.47 99.47 unch 0 3,576 +0
Dec09 090306 99.47 99.47 99.47 99.47 unch 5 1,909 -5
Mar10 090306 99.46 99.46 99.46 99.46 unch 0 1,372 +0
Jun10 090306 99.40 99.40 99.40 99.40 unch 0 527 +0
Sep10 090306 99.34 99.34 99.34 99.34 unch 0 252 +0
Dec10 090306 99.29 99.29 99.29 99.29 unch 0 152 +0
Total Volume and Open Interest 750 35,493 -3
Japanese Gov't Bonds(SGX)
Mar09 090303 139.58 139.58 139.12 139.22 unch 1,470 12,772 +2,157
Jun09 090306 139.11 139.15 138.75 138.84 +0.05 777 4,214 +390
Sep09 090306 138.84 138.84 138.84 138.84 +0.05      
Total Volume and Open Interest 1,968 14,848 +1,534
Euro-Bund(EUREX)
Mar09 090306 125.70 126.52 125.67 126.42 +1.00 1,148,929 256,360 -179,825
Jun09 090306 124.42 125.43 124.42 125.37 +1.22 629,177 601,708 +182,776
Sep09 090306 124.80 124.80 124.77 124.77 +0.80 100 1 +0
Total Volume and Open Interest 1,778,206 858,069 +2,951
Euro-Bobl(EUREX)
Mar09 090226 117.24 117.25 116.51 116.64 +1.95 404,260 797,231 -342
Jun09 090306 116.88 117.31 116.86 117.22 +0.39 453,030 590,143 +207,944
Sep09 090306 117.08 117.08 117.08 117.08 +0.39 426 0 +0
Total Volume and Open Interest 1,126,550 793,355 -23,022
3-Mth Euribor(EUREX)
Mar09 090212 98.300 98.320 98.295 98.305 +0.530 476 12,898 +7,534
Jun09 090306 98.535 98.560 98.500 98.505 -0.030 271 5,237 -199
Sep09 090306 98.520 98.570 98.500 98.510 -0.015 1,091 3,955 +621
Total Volume and Open Interest 1,687 31,574 +539
Long Gilt(LIFFE)
Mar09 090306 125~19 125~29 124~28 125~27 +3~00 1,326 16,007 -173
Jun09 090306 123~03 124~24 123~02 124~18 +2~31 150,463 368,969 +2,761
Total Volume and Open Interest 88,487 382,388 -3,592
3-Mth Short Sterling(LIFFE)
Mar09 090306 98.07 98.12 98.03 98.12 +0.02 123,512 448,321 +4,022
Jun09 090306 98.17 98.21 98.10 98.18 -0.06 113,829 302,677 -9,250
Sep09 090306 98.16 98.20 98.06 98.15 -0.08 122,800 279,003 +86
Dec09 090306 97.99 98.04 97.89 97.97 -0.08 91,988 231,016 +633
Mar10 090306 97.92 97.96 97.81 97.91 -0.05 85,939 223,491 +634
Jun10 090306 97.77 97.82 97.66 97.77 -0.04 62,439 143,948 +5,835
Total Volume and Open Interest 196,388 1,934,556 -750
3-Mth Euribor(LIFFE)
Mar09 090306 98.350 98.370 98.330 98.340 -0.015 96,857 662,024 +5,737
Jun09 090306 98.525 98.560 98.500 98.505 -0.025 112,753 701,205 -1,347
Sep09 090306 98.520 98.570 98.485 98.510 -0.010 77,348 535,452 -799
Total Volume and Open Interest 552,398 3,499,266 +960
3-Mth Aus T-Bills(SFE)
Mar09 090306 96.68 96.72 96.67 96.71 +0.04 13,260 212,272 -12,303
Jun09 090306 97.18 97.29 97.16 97.28 +0.10 16,501 289,188 +1,193
Sep09 090306 97.35 97.46 97.34 97.45 +0.09 8,175 138,483 +1,329
Dec09 090306 97.33 97.43 97.31 97.41 +0.08 2,063 83,277 +132
Mar10 090306 97.10 97.25 97.10 97.21 +0.09 1,623 55,102 -1,614
Jun10 090306 96.79 96.92 96.79 96.88 +0.10 1,712 54,387 +712
Sep10 090306 96.42 96.55 96.41 96.53 +0.11 1,190 30,854 +399
Dec10 090306 96.08 96.22 96.08 96.18 +0.11 599 17,368 -77
Mar11 090306 95.93 95.93 95.93 95.93 +0.11 50 1,510 -12
Jun11 090306 95.71 95.71 95.71 95.71 +0.11 38 1,031 +0
Total Volume and Open Interest 59,819 884,320 -10,241
10-Year Aus T-Bonds(SFE)
Mar09 090306 95.62 95.79 95.60 95.79 +0.17 22,593 314,537 +907
Jun09 090306 95.59 95.75 95.59 95.75 +0.17 2,474 5,361 +2,430
Total Volume and Open Interest 31,531 319,898 +3,337
3-Year Aus T-Bonds(SFE)
Mar09 090306 96.92 96.93 96.88 96.92 +0.11 62,161 553,292 +6,217
Jun09 090306 96.82 96.90 96.82 96.90 +0.11 10,201 19,259 +6,472
Total Volume and Open Interest 90,502 572,551 +12,689
Gold(CMX)
Apr09 090306 934.2 945.5 930.6 942.7 +14.9 105,847 232,101 -1,309
Jun09 090306 934.3 947.3 932.7 944.9 +15.0 11,011 67,640 +4,463
Aug09 090306 936.4 949.6 935.0 946.9 +15.1 1,062 11,337 +273
Oct09 090306 947.1 950.0 940.6 948.8 +15.2 89 4,339 -9
Dec09 090306 940.0 953.7 940.0 950.9 +15.4 1,168 17,534 +280
Feb10 090306 946.0 953.1 946.0 953.1 +15.5 45 3,427 +4
Apr10 090306 955.3 955.3 955.3 955.3 +15.6 54 2,090 +2
Jun10 090306 957.4 957.4 957.4 957.4 +15.7 327 4,710 +0
Aug10 090306 959.6 959.6 959.6 959.6 +15.8 15 375 +0
Oct10 090306 961.8 961.8 961.8 961.8 +15.9      
Dec10 090306 953.0 964.0 953.0 964.0 +15.9 250 8,722 -102
Total Volume and Open Interest 113,876 366,228 +957
Silver(CMX)
Mar09 090306 1323.5 1350.0 1322.0 1332.3 +21.8 209 660 -47
May09 090306 1326.0 1352.0 1321.5 1333.3 +21.3 13,954 52,912 -225
Jul09 090306 1331.5 1348.5 1329.5 1335.1 +21.6 129 13,049 -6
Sep09 090306 1346.0 1346.0 1334.0 1336.1 +21.7 11 3,822 +3
Dec09 090306 1342.0 1352.0 1335.0 1337.3 +21.7 87 11,277 +4
Mar10 090306 1338.4 1338.4 1338.4 1338.4 +21.8 6 2,965 +0
May10 090306 1339.4 1339.4 1339.4 1339.4 +21.8 158 157 +0
Total Volume and Open Interest 19,144 92,567 -484
Platinum(NYMEX)
Apr09 090306 1073.6 1082.5 1061.5 1078.7 +14.1 1,534 17,265 -54
Jul09 090306 1080.7 1083.7 1077.1 1082.7 +14.2 128 2,387 +32
Oct09 090306 1088.7 1088.7 1088.7 1088.7 +14.2 3 26 +3
Total Volume and Open Interest 1,995 19,700 +257
Palladium(NYMEX)
Mar09 090306 203.50 203.50 203.50 203.50 +3.70 23 34 -81
Jun09 090306 203.25 206.90 199.00 204.00 +3.70 329 11,449 +84
Sep09 090306 203.30 205.20 203.00 205.20 +3.70 3 48 +0
Total Volume and Open Interest 1,130 11,528 +68
Copper(CMX)
Mar09 090306 164.05 170.55 164.05 168.05 +3.45 388 2,349 -234
May09 090306 164.20 171.85 163.60 168.90 +3.55 12,162 54,432 +299
Jul09 090306 166.00 172.00 166.00 169.80 +3.60 1,580 9,498 +32
Sep09 090306 171.50 172.55 168.05 170.60 +3.75 141 2,524 -4
Dec09 090306 172.30 172.30 168.50 171.20 +3.80 103 2,465 +13
Total Volume and Open Interest 24,947 81,282 +343
Aluminum(CMX)
Mar09 090306 0.60 0.60 0.60 0.60 -59.90      
Apr09 090306 0.61 0.61 0.61 0.61 -60.39      
May09 090306 0.61 0.61 0.61 0.61 -60.89      
Jun09 090306 0.62 0.62 0.62 0.62 -61.38      
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 090306 6647 6740 6460 6674 +43 1,266 25,160 -15
Jun09 090306 6589 6640 6425 6626 +40 201 944 +181
Sep09 090306 6598 6598 6555 6598 +43      
Dec09 090306 6558 6558 6515 6558 +43      
Total Volume and Open Interest 1,714 25,938 +341
S & P 500(CME)
Mar09 090306 686.40 699.00 665.70 687.80 +1.70 44,733 551,999 +3,063
Jun09 090306 685.50 696.00 663.30 684.70 +1.70 17,952 76,883 +9,083
Sep09 090306 682.50 692.60 660.60 682.50 +1.90 609 1,624 +171
Dec09 090306 680.90 690.80 658.80 680.90 +2.10 301 613 +298
Total Volume and Open Interest 76,961 618,506 -2,978
S & P 500 E-Mini(Globex)
Mar09 090306 686.25 699.25 665.75 687.75 -3.50 3,338,389 3,215,822 +89,116
Jun09 090306 683.50 696.00 662.75 684.75 -8.75 73,688 238,502 +41,267
Total Volume and Open Interest 3,203,460 3,324,769 +18,376
NASDAQ 100(CME)
Mar09 090306 1082.50 1089.30 1042.00 1076.50 -6.50 2,221 32,992 +1,368
Jun09 090306 1081.00 1081.00 1045.50 1076.00 -6.50 128 468 +129
Sep09 090306 1076.30 1076.30 1070.80 1076.30 -6.50      
Total Volume and Open Interest 2,931 31,963 -813
NASDAQ 100 E-Mini(Globex)
Mar09 090306 1084.00 1089.50 1043.00 1076.50 -6.50 426,158 313,713 +7,505
Jun09 090306 1083.50 1088.80 1042.80 1076.00 -6.50 3,863 7,127 +1,761
Total Volume and Open Interest 427,637 311,597 -492
S & P Midcap 400(CME)
Mar09 090306 413.50 417.00 399.00 412.50 -1.50 30 5,629 -6
Jun09 090306 410.45 410.45 400.50 410.45 -1.10      
Sep09 090306 415.45 415.45 411.05 415.45 -1.10      
Total Volume and Open Interest 276 5,635 +181
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090306 7205 7275 7150 7185 -220 92,056 204,017 +4,897
Jun09 090306 7165 7220 7110 7125 -225 786 3,718 +299
Total Volume and Open Interest 92,842 221,577 +13,559
Nikkei 225(SGX)
Mar09 090306 7205 7275 7150 7185 -220 92,056 204,017 +4,897
Jun09 090306 7165 7220 7110 7125 -225 786 3,718 +299
Sep09 090306 7115 7115 7115 7115 -225 0 169 +0
Total Volume and Open Interest 92,842 221,577 +13,559
CAC 40(EURONEXT)
Mar09 090306 2571.5 2599.0 2520.5 2536.0 -33.0 138,139 389,104 -8,284
Apr09 090306 2575.5 2583.0 2523.0 2536.0 -33.0 139 6,909 +71
May09 090306 2535.0 2535.0 2484.0 2484.0 -36.0 0 723 +0
Total Volume and Open Interest 163,768 407,281 -3,722
Hang Seng Index(HKFE)
Mar09 090306 11854 12065 11830 11844 -206 63,710 88,646 +1,154
Apr09 090306 11860 12008 11791 11791 -250 893 1,412 +133
Total Volume and Open Interest 64,654 91,302 +1,252
DAX(EUREX)
Mar09 090306 3713.5 3772.0 3621.0 3656.0 -48.5 209,366 194,928 -2,200
Jun09 090306 3720.0 3780.0 3635.0 3665.5 -49.5 13,444 27,965 +10,047
Sep09 090306 3720.0 3785.5 3645.0 3675.0 -50.0 995 2,531 +315
Total Volume and Open Interest 201,404 217,262 -8,335
FT-SE 100(EURONEXT)
Mar09 090306 3513.00 3580.00 3456.50 3513.00 -4.50 133,895 725,696 +1,870
Jun09 090306 3465.50 3535.50 3420.00 3469.00 -5.00 385 9,467 +300
Sep09 090306 3437.50 3437.50 3437.50 3437.50 -3.50 0 2 +0
Total Volume and Open Interest 150,700 732,995 -7,576
SPI 200(SFE)
Mar09 090306 3165.0 3179.0 3102.0 3146.0 -23.0 31,887 336,858 +10,660
Jun09 090306 3166.0 3169.0 3101.0 3148.0 -22.0 1,509 6,231 +1,094
Sep09 090306 3093.0 3100.0 3093.0 3100.0 -22.0 19 1,754 +19
Total Volume and Open Interest 40,984 348,274 +11,966
GSCI(CME)
Mar09 090306 330.00 335.00 328.00 334.00 +8.90 629 9,518 -404
Apr09 090306 338.50 343.50 335.95 343.00 +0.80 343 4,708 +195
May09 090306 349.60 349.60 341.95 349.60 +7.60      
Total Volume and Open Interest 6,345 14,435 +156
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090306 209.70 209.70 209.70 209.70 -147.80 0 401 -1
Aug09 090306 368.50 368.50 368.50 368.50 +5.00 0 4 +0
Total Volume and Open Interest 0 43 +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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