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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 Wed March 11, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090311 889.00 899.00 870.25 875.00 -14.00 826 1,379 -509
May09 090311 878.00 889.00 856.50 862.00 -15.00 50,698 127,165 -446
Jul09 090311 879.00 888.00 855.50 860.75 -16.00 12,108 63,082 +508
Aug09 090311 868.75 873.00 845.00 849.50 -16.00 104 3,721 +8
Sep09 090311 844.50 853.25 826.25 827.50 -17.00 346 6,856 +117
Nov09 090311 835.50 842.00 815.25 817.00 -18.50 6,081 65,025 +558
Jan10 090311 849.00 850.00 826.50 827.00 -18.00 69 2,215 +29
Total Volume and Open Interest 70,366 279,024 +246
Soybean Meal(CBOT)
Mar09 090311 280.70 285.70 279.50 281.30 +0.50 1,448 2,542 -855
May09 090311 271.60 276.00 268.20 269.50 -1.80 15,462 56,261 +650
Jul09 090311 269.20 272.80 265.30 266.20 -2.50 2,424 19,103 +38
Aug09 090311 265.80 267.00 261.70 261.70 -3.00 305 5,232 -2
Sep09 090311 259.00 261.30 255.10 255.30 -3.40 307 6,287 +10
Oct09 090311 251.40 253.60 247.10 247.20 -3.80 164 5,051 +60
Dec09 090311 250.40 251.80 245.60 245.70 -3.80 813 15,863 +33
Jan10 090311 251.90 251.90 246.70 246.70 -3.80 2 596 -2
Total Volume and Open Interest 20,925 112,041 -68
Soybean Oil(CBOT)
Mar09 090311 30.96 30.96 29.50 29.64 -1.08 2,987 2,476 -660
May09 090311 30.87 31.31 29.70 29.91 -1.07 24,228 120,137 -275
Jul09 090311 31.25 31.65 30.04 30.24 -1.07 5,463 38,725 +715
Aug09 090311 31.41 31.51 30.22 30.41 -1.07 350 6,010 -30
Sep09 090311 31.56 31.69 30.37 30.57 -1.07 152 7,551 -65
Oct09 090311 31.74 31.87 30.56 30.74 -1.07 207 4,575 -39
Dec09 090311 32.05 32.44 30.86 31.07 -1.06 1,816 22,647 +335
Jan10 090311 32.39 32.40 31.28 31.34 -1.06 0 710 +0
Total Volume and Open Interest 35,204 210,250 -18
Canola(WCE)
Mar09 090311 407.5 407.5 407.5 407.5 -9.3 0 203 -10
May09 090311 410.0 414.5 401.7 402.5 -8.3 2,914 55,126 -762
Jul09 090311 408.6 410.7 400.5 402.0 -6.7 1,207 18,073 +725
Nov09 090311 413.7 413.7 404.5 405.5 -5.4 629 18,125 -426
Jan10 090311 415.2 415.2 408.6 408.6 -7.4 21 456 +17
Total Volume and Open Interest 4,771 92,270 -456
Corn(CBOT)
Mar09 090311 366.25 372.00 354.00 356.00 -10.75 9,345 4,991 -1,796
May09 090311 374.50 381.00 362.00 364.50 -11.00 73,571 290,795 -424
Jul09 090311 384.25 390.75 372.00 374.50 -11.00 15,092 183,544 +3,372
Sep09 090311 394.00 399.25 381.25 383.75 -10.75 3,529 45,319 +137
Dec09 090311 404.50 412.00 393.50 396.00 -10.75 15,712 173,384 +438
Mar10 090311 416.00 422.75 405.50 407.50 -10.25 540 16,750 +84
Total Volume and Open Interest 118,678 757,113 +1,972
Wheat(CBOT)
Mar09 090311 522.00 522.50 496.75 498.75 -24.00 456 905 -316
May09 090311 536.50 537.25 506.00 508.25 -24.50 27,707 122,079 +935
Jul09 090311 547.50 549.00 518.50 520.25 -24.50 9,225 86,336 +643
Sep09 090311 571.50 571.50 543.75 545.00 -24.25 1,445 24,372 +410
Dec09 090311 592.50 593.25 564.25 566.00 -23.75 4,620 38,675 +259
Total Volume and Open Interest 43,706 282,892 +1,972
Wheat(KCBT)
Mar09 090311 573.00 573.00 557.50 557.50 -22.75 33 78 -11
May09 090311 583.00 586.00 557.75 561.00 -22.75 7,410 27,437 -174
Jul09 090311 588.25 593.00 566.25 569.50 -22.50 3,310 25,656 +227
Sep09 090311 602.00 602.00 577.50 579.50 -22.25 357 5,527 -65
Dec09 090311 615.75 615.75 590.00 594.25 -21.50 1,653 15,336 +45
Total Volume and Open Interest 12,885 76,165 +16
Wheat(MGE)
Mar09 090311 639.25 639.25 625.00 625.00 -21.50 1 31 -1
May09 090311 627.00 629.00 603.25 605.50 -20.50 1,536 10,589 +176
Jul09 090311 618.00 619.75 594.75 597.50 -20.00 515 6,690 +205
Sep09 090311 622.00 622.00 598.00 600.00 -20.50 221 4,206 +84
Dec09 090311 632.00 634.25 609.50 611.50 -21.00 162 3,224 +69
Total Volume and Open Interest 2,451 25,223 +534
Oats(CBOT)
Mar09 090311 174.75 181.00 174.75 174.75 -6.25 12 3 -7
May09 090311 188.00 189.75 179.00 181.75 -6.75 419 7,508 -84
Jul09 090311 197.00 197.75 189.25 190.75 -6.75 108 3,530 +7
Sep09 090311 199.75 206.50 199.75 199.75 -6.75 1 21 -1
Total Volume and Open Interest 649 14,691 -18
Rough Rice(CBOT)
Mar09 090311 12.65 12.65 12.24 12.24 -0.41 7 34 -1
May09 090311 12.87 13.00 12.40 12.44 -0.43 246 4,122 -75
Jul09 090311 12.97 13.15 12.58 12.62 -0.40 36 386 +10
Sep09 090311 12.12 12.62 11.68 11.73 -0.39 2 1,006 -2
Total Volume and Open Interest 309 6,688 -66
Live Cattle(CME)
Apr09 090311 82.830 83.535 82.000 82.550 -0.335 19,396 82,790 -3,164
Jun09 090311 81.500 81.900 80.500 80.950 -0.300 13,282 62,531 +3,910
Aug09 090311 82.550 82.900 81.535 82.050 -0.335 4,949 35,442 +568
Oct09 090311 86.400 86.700 85.400 85.930 -0.300 1,413 16,620 +303
Dec09 090311 88.535 88.950 87.800 88.385 -0.150 315 8,259 +63
Feb10 090311 89.850 90.000 88.885 89.450 -0.100 58 2,529 +29
Total Volume and Open Interest 39,414 208,400 +1,709
Feeder Cattle(CME)
Mar09 090311 90.900 91.200 89.750 90.000 -0.550 410 3,383 -97
Apr09 090311 91.200 91.650 89.580 90.350 -0.400 2,142 7,773 -59
May09 090311 93.080 93.600 91.500 92.300 -0.530 1,678 6,648 +534
Aug09 090311 96.400 96.785 95.035 95.650 -0.650 582 3,982 +5
Sep09 090311 97.350 97.350 96.000 96.500 -0.400 71 737 +38
Oct09 090311 97.350 97.350 96.500 96.635 -0.465 36 339 +8
Nov09 090311 97.100 97.300 96.500 96.500 -0.900 3 68 +0
Total Volume and Open Interest 4,922 22,939 +429
Lean Hogs(CME)
Apr09 090311 60.600 61.130 60.180 60.330 -0.205 17,176 47,444 -1,434
May09 090311 71.200 71.475 70.500 71.285 +0.250 64 3,221 +4
Jun09 090311 72.050 72.680 71.700 72.400 +0.700 12,026 35,043 +452
Jul09 090311 74.050 74.285 73.350 73.725 +0.190 3,748 13,830 +779
Aug09 090311 75.000 75.150 74.200 74.350 -0.480 4,420 12,792 +1,024
Oct09 090311 67.750 67.975 67.600 67.930 +0.280 519 5,183 +143
Dec09 090311 66.400 66.400 65.800 66.350 +0.350 59 2,466 +29
Feb10 090311 68.600 69.250 68.600 69.250 +0.300 4 516 -1
Total Volume and Open Interest 38,029 120,790 +1,009
Pork Bellies(CME)
Mar09 090311 82.900 83.000 82.900 82.900 +2.900 12 33 -10
May09 090311 82.050 82.750 81.000 82.500 +1.000 126 858 +6
Jul09 090311 80.400 80.900 78.900 78.900 +1.000 9 267 +4
Aug09 090311 76.900 76.900 76.000 76.900 +1.200 4 64 +3
Feb10 090311 87.750 87.750 87.750 87.750 +0.250 0 5 +0
Total Volume and Open Interest 151 1,232 +3
Class III Milk(CME)
Mar09 090311 10.27 10.27 10.22 10.22 unch 55 4,778 +71
Apr09 090311 10.55 10.80 10.42 10.57 -0.02 126 4,461 +55
May09 090311 11.00 11.08 10.82 10.88 -0.12 100 4,251 +7
Jun09 090311 11.67 11.75 11.50 11.56 -0.13 157 3,807 +39
Jul09 090311 12.75 12.79 12.66 12.67 -0.08 31 2,797 +6
Total Volume and Open Interest 656 33,306 +213
Cocoa(ICE)
Mar09 090311 2331 2331 2331 2331 +89 11 5 -31
May09 090311 2233 2350 2233 2334 +89 4,310 55,494 -491
Jul09 090311 2237 2346 2237 2328 +91 1,247 25,491 +473
Sep09 090311 2267 2344 2267 2326 +91 711 12,587 +125
Dec09 090311 2265 2336 2265 2320 +90 461 12,581 -134
Mar10 090311 2328 2333 2315 2315 +86 86 7,972 +47
May10 090311 2316 2316 2316 2316 +84 0 2,229 +0
Total Volume and Open Interest 6,826 117,376 -11
Coffee "C"(ICE)
Mar09 090311 105.00 105.00 104.95 104.95 +1.10 6 59 +0
May09 090311 105.75 107.85 105.35 107.05 +1.10 7,983 72,149 +254
Jul09 090311 107.90 109.95 107.60 109.20 +1.05 2,607 25,328 +48
Sep09 090311 110.45 112.25 110.00 111.50 +1.05 2,394 13,599 +1,126
Dec09 090311 113.25 115.15 112.90 114.55 +1.05 751 10,305 -39
Mar10 090311 116.25 117.60 115.75 117.30 +1.05 123 6,955 +52
Total Volume and Open Interest 13,913 130,288 +1,475
Orange Juice(ICE)
Mar09 090311 73.40 73.40 73.40 73.40 +2.05 32 332 -58
May09 090311 73.10 73.55 72.25 73.35 +0.30 936 18,665 -400
Jul09 090311 74.55 75.10 73.90 74.90 +0.35 265 4,081 +173
Sep09 090311 76.50 77.20 76.50 77.10 +0.30 50 2,749 +27
Nov09 090311 79.80 79.80 79.65 79.65 +0.35 31 455 +25
Jan10 090311 82.65 82.65 82.65 82.65 +0.35 6 111 +6
Total Volume and Open Interest 1,320 26,622 -227
Sugar #11(ICE)
May09 090311 12.59 12.92 12.59 12.81 +0.22 38,867 230,456 -2,236
Jul09 090311 12.95 13.26 12.93 13.16 +0.23 9,745 136,387 +9
Oct09 090311 13.41 13.67 13.39 13.62 +0.23 6,156 91,056 +279
Mar10 090311 14.17 14.41 14.15 14.38 +0.21 2,927 58,983 +406
May10 090311 13.93 14.10 13.93 14.08 +0.28 651 19,697 +511
Total Volume and Open Interest 59,024 606,306 -5
Sugar #14(ICE)
May09 090311 19.08 19.08 18.88 18.88 -0.32 35 3,258 +0
Jul09 090311 19.70 19.70 19.62 19.64 -0.38 24 2,080 -24
Sep09 090311 20.45 20.45 20.25 20.25 -0.34 2 1,149 +0
Total Volume and Open Interest 61 6,487 -24
London Cocoa(LCE)
Mar09 090311 1813 1872 1806 1866 +69 3,421 21,720 -2,726
May09 090311 1780 1857 1780 1852 +82 4,925 71,624 +474
Jul09 090311 1737 1810 1735 1805 +81 315 46,702 -41
Sep09 090311 1720 1784 1720 1780 +78 163 17,791 -42
Dec09 090311 1693 1764 1685 1753 +81 224 17,969 -87
Mar10 090311 1666 1722 1658 1710 +63 46 8,888 +40
May10 090311 1666 1710 1666 1710 +58 0 325 +0
Total Volume and Open Interest 9,194 185,436 -2,287
London Coffee(LCE)
London Sugar(LCE)
May09 090311 388.20 398.90 388.20 396.00 +10.80 2,779 29,581 -109
Aug09 090311 384.80 392.10 384.80 391.60 +9.00 1,092 19,909 +401
Oct09 090311 385.80 389.60 384.20 389.60 +7.90 1,223 9,137 -424
Dec09 090311 386.00 390.30 384.20 388.60 +4.90 555 2,277 +430
Mar10 090311 390.90 393.30 387.80 392.40 +4.00 73 1,397 +12
Total Volume and Open Interest 5,827 63,493 +415
Cotton(ICE)
May09 090311 41.85 42.47 41.57 41.82 +0.02 6,552 60,306 +170
Jul09 090311 43.25 43.60 42.77 43.00 unch 2,848 29,895 +1,473
Oct09 090311 45.79 45.79 45.55 45.55 +0.09 8 493 +0
Dec09 090311 47.13 47.59 46.90 47.06 +0.08 1,495 22,186 -162
Mar10 090311 49.93 50.13 49.91 50.04 +0.04 206 2,930 +9
May10 090311 51.05 51.05 51.05 51.05 +0.04 0 140 +0
Total Volume and Open Interest 11,133 118,405 +1,479
Lumber(CME)
Mar09 090311 146.8 148.8 145.0 146.6 +0.6 234 504 -144
May09 090311 159.9 163.9 159.8 162.5 +2.6 355 4,419 +102
Jul09 090311 169.8 173.8 169.7 170.9 +0.9 67 1,380 +22
Sep09 090311 182.4 183.0 181.1 182.9 unch 18 383 +4
Total Volume and Open Interest 676 6,764 -16
Crude Oil(NYM)
Apr09 090311 45.57 46.04 42.08 42.33 -3.38 390,590 204,514 -35,372
May09 090311 46.80 47.24 43.74 43.99 -2.99 231,754 242,890 +28,165
Jun09 090311 47.97 48.27 45.08 45.29 -2.78 80,100 158,047 +2,334
Jul09 090311 48.76 49.10 46.25 46.42 -2.56 30,524 71,642 +1,742
Aug09 090311 49.71 49.71 47.28 47.28 -2.43 16,204 28,331 +1,371
Sep09 090311 50.43 50.43 47.85 48.02 -2.38 12,542 33,501 +1,391
Oct09 090311 50.17 50.25 48.55 48.55 -2.33 8,132 25,547 +574
Nov09 090311 50.58 51.00 49.00 49.07 -2.26 4,690 18,988 -215
Dec09 090311 51.60 51.90 49.46 49.59 -2.19 26,069 86,346 -269
Jan10 090311 51.63 51.63 50.10 50.10 -2.09 2,822 21,429 +503
Feb10 090311 51.87 51.87 50.61 50.61 -1.99 997 10,439 +22
Mar10 090311 52.36 52.70 51.12 51.12 -1.89 732 12,871 +22
Apr10 090311 52.55 52.63 51.62 51.62 -1.80 411 5,652 +15
May10 090311 52.10 52.10 52.10 52.10 -1.72 322 3,738 +32
Jun10 090311 53.51 53.93 52.58 52.58 -1.66 1,580 24,901 +10
Jul10 090311 53.07 53.07 53.07 53.07 -1.61 415 6,846 -106
Total Volume and Open Interest 822,967 1,222,565 +439
e-miNY Crude Oil(NYM)
Mar09 090219 34.750 39.800 34.425 39.475 +4.850 2,309 7,304 -290
Apr09 090309 45.775 48.800 45.000 47.075 +1.550 11,509 5,290 +0
May09 090311 46.625 47.200 43.775 44.000 -2.975 1,580 1,534 +53
Jun09 090311 48.050 48.100 45.125 45.300 -2.775 119 333 +43
Jul09 090311 48.675 48.675 46.425 46.425 -2.550 13 36 +2
Aug09 090311 48.900 48.900 47.275 47.275 -2.425 0 15 +0
Sep09 090311 48.025 48.025 48.025 48.025 -2.375 1 16 +1
Oct09 090311 48.550 48.550 48.550 48.550 -2.325 0 2 +0
Nov09 090311 49.075 49.075 49.075 49.075 -2.250 0 2 +0
Dec09 090311 49.600 49.600 49.600 49.600 -2.175 0 25 +0
Total Volume and Open Interest 17,681 8,941 +1,441
Heating Oil(NYM)
Apr09 090311 119.80 120.88 112.52 113.31 -6.56 35,345 47,713 -3,000
May09 090311 120.37 121.78 113.99 114.71 -6.51 16,066 42,681 +2,104
Jun09 090311 124.00 124.00 116.55 117.21 -6.31 6,558 36,439 +264
Jul09 090311 125.36 126.87 120.25 120.66 -6.21 2,927 19,113 +257
Aug09 090311 128.45 129.79 123.51 123.86 -6.06 1,984 10,660 -196
Sep09 090311 131.00 132.95 127.00 127.06 -5.86 1,409 11,616 +79
Oct09 090311 133.65 135.60 129.87 129.91 -5.66 744 7,501 -127
Nov09 090311 136.00 136.50 132.71 132.71 -5.51 597 8,479 +155
Dec09 090311 141.40 141.40 135.00 135.56 -5.26 2,121 21,040 +122
Jan10 090311 143.10 143.10 137.98 138.11 -5.21 789 6,810 +145
Feb10 090311 142.97 143.00 139.60 139.61 -5.11 279 5,545 +33
Mar10 090311 142.91 142.91 139.76 139.76 -5.01 244 3,278 +50
Total Volume and Open Interest 70,893 255,023 +202
Gasoline(NYMEX)
Apr09 090311 128.50 131.70 124.50 125.12 -4.60 33,430 52,243 -2,150
May09 090311 129.02 132.89 126.27 126.58 -4.80 18,642 46,391 +4,722
Jun09 090311 130.70 133.18 126.60 126.93 -5.01 7,666 25,807 +37
Jul09 090311 130.00 133.20 126.77 127.10 -5.14 7,083 15,522 -325
Aug09 090311 129.45 133.02 127.00 127.14 -5.03 5,682 12,198 +1,592
Sep09 090311 130.99 131.18 126.70 126.80 -5.06 3,597 12,550 +1,016
Oct09 090311 119.50 122.50 117.80 117.80 -4.98 1,000 8,607 -42
Nov09 090311 119.85 119.91 118.10 118.10 -4.98 784 1,932 +19
Dec09 090311 121.06 124.08 119.40 119.40 -4.98 630 8,418 +263
Jan10 090311 121.60 121.60 121.60 121.60 -4.98 126 1,180 +100
Total Volume and Open Interest 78,640 193,776 +5,232
e-miNY RBOB Gasoline(NYM)
Apr09 090311 125.12 125.12 125.12 125.12 -4.60 0 1 +0
May09 090311 126.58 126.58 126.58 126.58 -4.80      
Jun09 090311 126.93 126.93 126.93 126.93 -5.01      
Jul09 090311 127.10 127.10 127.10 127.10 -5.14      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Apr09 090311 3.850 3.909 3.791 3.798 -0.042 64,477 113,095 -1,606
May09 090311 3.937 3.969 3.852 3.859 -0.048 20,710 80,177 +2,123
Jun09 090311 4.062 4.083 3.970 3.976 -0.051 18,254 49,846 +3,551
Jul09 090311 4.174 4.225 4.117 4.123 -0.053 7,431 38,957 +2,796
Aug09 090311 4.293 4.320 4.216 4.216 -0.054 1,736 27,761 -114
Sep09 090311 4.350 4.360 4.261 4.265 -0.053 1,219 24,115 +4
Oct09 090311 4.430 4.474 4.368 4.370 -0.053 5,174 40,979 +74
Nov09 090311 4.930 4.960 4.869 4.875 -0.058 673 18,990 +135
Dec09 090311 5.458 5.461 5.395 5.410 -0.051 1,054 32,086 -7
Jan10 090311 5.743 5.745 5.677 5.685 -0.051 3,075 26,186 +175
Feb10 090311 5.763 5.766 5.695 5.697 -0.054 341 10,785 +70
Mar10 090311 5.623 5.660 5.571 5.582 -0.054 1,637 23,538 +43
Apr10 090311 5.374 5.375 5.292 5.292 -0.069 1,502 21,209 +586
May10 090311 5.365 5.375 5.320 5.320 -0.069 40 10,798 +8
Jun10 090311 5.470 5.470 5.410 5.410 -0.069 198 7,224 +126
Jul10 090311 5.560 5.569 5.525 5.525 -0.069 49 5,500 +3
Total Volume and Open Interest 130,920 674,483 +7,520
Brent Crude Oil(ICE)
Apr09 090311 43.81 44.44 41.30 41.40 -2.56 122,701 96,554 +96,554
May09 090311 45.42 45.62 42.45 42.55 -2.60 127,739 164,817 +164,817
Jun09 090311 46.77 46.79 43.83 43.90 -2.51 61,107 103,784 +103,784
Jul09 090311 47.82 47.82 44.97 44.99 -2.44 13,835 41,104 +41,104
Aug09 090311 48.56 48.56 45.82 45.82 -2.32 4,755 17,175 +17,175
Sep09 090311 48.52 49.04 46.52 46.52 -2.22 5,385 19,107 +19,107
Oct09 090311 49.09 49.60 47.16 47.16 -2.17 2,879 12,968 +12,968
Nov09 090311 49.59 50.12 47.75 47.75 -2.12 2,558 12,699 +12,699
Dec09 090311 50.20 50.74 48.34 48.34 -2.06 14,790 72,792 +72,792
Jan10 090311 48.92 48.92 48.92 48.92 -2.00 997 12,568 +12,568
Feb10 090311 49.50 49.50 49.50 49.50 -1.95 453 7,186 +7,186
Mar10 090311 50.08 50.08 50.08 50.08 -1.90 133 5,403 +5,403
Apr10 090311 50.65 50.65 50.65 50.65 -1.84 52 2,864 +2,864
May10 090311 51.18 51.18 51.18 51.18 -1.79 28 2,446 +2,446
Total Volume and Open Interest 362,317 687,852 +10,598
Gas Oil(ICE)
Mar09 090311 378.00 380.00 353.25 363.50 -20.75 21,738 27,991 +27,991
Apr09 090311 386.75 386.75 361.25 372.50 -20.25 50,790 73,460 +73,460
May09 090311 395.50 397.75 370.50 382.00 -19.75 21,109 55,978 +55,978
Jun09 090311 405.25 405.25 381.25 392.25 -19.25 11,642 46,578 +46,578
Jul09 090311 415.00 415.00 395.75 402.50 -18.75 4,142 21,584 +21,584
Aug09 090311 424.75 424.75 405.25 412.25 -18.75 2,609 21,809 +21,809
Sep09 090311 434.00 434.00 415.75 422.25 -18.25 2,805 22,589 +22,589
Oct09 090311 442.00 442.00 424.75 431.25 -17.25 1,528 16,588 +16,588
Nov09 090311 447.75 447.75 432.00 438.00 -17.25 1,206 11,865 +11,865
Dec09 090311 454.00 454.00 434.75 444.75 -17.00 2,983 52,531 +52,531
Total Volume and Open Interest 124,402 443,914 -4,293
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090311 1.560 1.560 1.525 1.526 -0.023 36 453 -13
May09 090311 1.550 1.550 1.521 1.529 -0.024 40 331 -16
Jun09 090311 1.550 1.550 1.530 1.534 -0.036 31 225 +25
Jul09 090311 1.560 1.560 1.550 1.552 -0.033 17 201 +6
Aug09 090311 1.561 1.570 1.561 1.566 -0.034 6 194 -5
Sep09 090311 1.580 1.580 1.578 1.579 -0.028 10 255 +5
Oct09 090311 1.580 1.600 1.580 1.583 -0.027 5 229 +5
Total Volume and Open Interest 211 3,342 +67
US Dollar Index(ICE)
Mar09 090311 88.485 89.035 87.545 87.885 -1.055 9,104 14,849 -3,088
Jun09 090311 88.950 89.500 88.015 88.370 -1.075 9,812 11,453 +2,943
Sep09 090311 88.885 88.885 88.705 88.705 -1.075 2,040 2,020 +2,000
Total Volume and Open Interest 20,956 28,322 +1,855
Australian Dollar(CME)
Mar09 090311 64.58 65.25 63.99 64.83 +0.70 46,373 37,270 -1,377
Jun09 090311 64.20 65.00 63.74 64.54 +0.69 12,030 23,043 +6,308
Sep09 090311 64.35 64.35 63.66 64.35 +0.69 60 154 +0
Total Volume and Open Interest 58,463 60,502 +4,931
British Pound(CME)
Mar09 090311 137.49 138.89 136.53 138.48 +1.28 102,490 75,168 -858
Jun09 090311 137.45 138.95 136.62 138.55 +1.26 25,929 32,686 +14,360
Sep09 090311 137.00 138.72 137.00 138.72 +1.22 4 116 +0
Total Volume and Open Interest 128,423 107,993 +13,502
Canadian Dollar(CME)
Mar09 090311 78.05 78.44 77.50 77.60 -0.03 50,546 63,776 -4,041
Jun09 090311 78.09 78.54 77.60 77.71 -0.04 15,934 20,672 +7,912
Sep09 090311 78.30 78.69 77.86 77.91 -0.06 64 1,631 +16
Dec09 090311 78.73 78.84 78.07 78.10 -0.05 25 956 +13
Total Volume and Open Interest 66,578 87,465 +3,897
Japanese Yen(CME)
Mar09 090311 101.33 103.42 101.10 102.82 +1.72 71,295 96,025 -6,735
Jun09 090311 101.49 103.69 101.39 103.03 +1.69 13,861 16,819 +4,290
Sep09 090311 102.82 103.59 101.67 103.35 +1.68 320 366 +320
Total Volume and Open Interest 85,476 113,238 -2,125
Swiss Franc(CME)
Mar09 090311 86.16 86.81 85.65 86.61 +0.64 33,004 30,511 -2,179
Jun09 090311 86.40 87.05 85.89 86.84 +0.63 6,570 6,270 +2,673
Sep09 090311 87.14 87.14 86.46 87.14 +0.63 0 18 +0
Total Volume and Open Interest 39,574 36,803 +494
EuroFX(CME)
Mar09 090311 126.80 128.65 126.15 128.03 +1.66 185,974 136,388 -6,241
Jun09 090311 126.81 128.66 126.21 128.04 +1.62 31,403 40,367 +10,795
Sep09 090311 128.10 128.51 126.56 128.15 +1.59 5 995 +1
Total Volume and Open Interest 217,382 177,776 +4,555
Mexican Peso(CME)
Mar09 090311 654.5 666.5 651.5 662.5 +11.0 16,193 25,237 -3,010
Apr09 090311 660.2 660.2 649.2 660.2 +11.0 0 5 +0
Total Volume and Open Interest 26,251 66,981 +2,574
30-Year T-Bonds(CBOT)
Mar09 090311 125~240 127~150 125~115 127~040 +0~280 8,749 20,933 -1,156
Jun09 090311 124~170 126~075 124~000 125~260 +0~275 172,184 697,836 -10,595
Sep09 090311 123~260 124~160 123~205 124~155 +0~270 4 157 -1
Total Volume and Open Interest 180,937 718,990 -11,752
10-Year T-Notes(CBOT)
Mar09 090311 122~065 123~045 121~300 122~295 +0~185 19,614 62,112 -5,215
Jun09 090311 120~205 121~205 120~125 121~135 +0~190 578,376 911,180 -27,979
Sep09 090311 120~135 120~135 119~265 120~135 +0~190      
Total Volume and Open Interest 597,990 973,292 -33,194
5-Year T-Notes(CBOT)
Mar09 090311 117~034 117~082 116~049 117~064 +0~028 12,383 35,181 -9,275
Jun09 090311 116~049 116~102 116~024 116~082 +0~022 313,947 911,240 -8,721
Sep09 090311 54~034 54~034 54~012 54~034 +0~022      
Total Volume and Open Interest 326,330 946,421 -17,996
2 Year T-Notes(CBOT)
Mar09 090311 108~097 108~106 108~097 108~101 -0~001 4,893 15,361 -831
Jun09 090311 108~046 108~054 108~039 108~049 -0~001 105,874 443,941 -4,724
Sep09 090311 108~049 108~050 108~049 108~049 -0~001      
Total Volume and Open Interest 110,767 459,302 -5,555
Eurodollars(CME)
Mar09 090311 98.630 98.680 98.613 98.668 +0.050 214,770 1,238,399 -13,620
Jun09 090311 98.540 98.610 98.510 98.575 +0.050 259,674 993,967 -6,664
Sep09 090311 98.470 98.545 98.450 98.515 +0.050 270,099 930,397 +5,266
Dec09 090311 98.320 98.400 98.295 98.360 +0.050 257,774 754,866 -4,642
Mar10 090311 98.240 98.345 98.230 98.300 +0.060 249,273 687,758 +4,132
Jun10 090311 98.065 98.195 98.055 98.150 +0.085 183,900 373,128 -15,491
Sep10 090311 97.890 98.040 97.875 97.990 +0.100 121,102 350,224 -5,012
Dec10 090311 97.675 97.830 97.660 97.775 +0.100 101,215 372,079 +9,724
Mar11 090311 97.500 97.655 97.460 97.600 +0.100 53,234 231,766 +3,873
Jun11 090311 97.280 97.435 97.230 97.385 +0.105 41,812 201,931 +519
Sep11 090311 97.065 97.230 97.015 97.180 +0.105 24,512 125,609 +1,166
Dec11 090311 96.850 97.025 96.805 96.975 +0.105 30,553 111,706 -1,921
Mar12 090311 96.725 96.910 96.690 96.860 +0.105 8,403 81,194 +351
Jun12 090311 96.600 96.790 96.575 96.745 +0.105 7,567 64,838 -194
Sep12 090311 96.505 96.700 96.480 96.650 +0.105 5,474 64,909 -1,374
Dec12 090311 96.410 96.590 96.365 96.540 +0.105 6,838 52,465 -578
Mar13 090311 96.360 96.535 96.315 96.485 +0.105 3,329 38,738 -1,141
Jun13 090311 96.265 96.455 96.240 96.405 +0.105 1,985 27,926 -158
Total Volume and Open Interest 1,856,276 6,891,332 -25,047
30 Day Federal Funds(CBOT)
Mar09 090311 99.770 99.775 99.755 99.775 +0.005 3,840 47,996 +1,432
Apr09 090311 99.750 99.760 99.745 99.755 unch 3,817 46,499 +625
May09 090311 99.725 99.740 99.720 99.730 unch 5,167 52,457 -186
Jun09 090311 99.695 99.715 99.695 99.710 unch 3,698 30,368 +799
Jul09 090311 99.670 99.680 99.655 99.670 unch 6,552 31,972 +1,750
Aug09 090311 99.635 99.650 99.625 99.635 unch 3,101 27,775 +497
Total Volume and Open Interest 32,463 373,513 +6,736
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 090311 99.32 99.32 99.32 99.32 unch      
Jun09 090311 99.41 99.41 99.39 99.39 -0.02      
Sep09 090311 99.46 99.46 99.44 99.44 -0.02      
Dec09 090311 99.46 99.46 99.45 99.45 -0.01      
Mar10 090311 99.45 99.45 99.43 99.43 -0.02      
Jun10 090311 99.39 99.39 99.38 99.38 -0.01      
Sep10 090311 99.33 99.33 99.32 99.32 -0.01      
Dec10 090311 99.29 99.29 99.27 99.27 -0.02      
Mar11 090311 99.20 99.20 99.18 99.18 -0.02      
Jun11 090311 99.14 99.14 99.13 99.13 -0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090311 99.39 99.39 99.39 99.39 -0.01 113 9,421 -87
Sep09 090311 99.44 99.44 99.44 99.44 -0.01 0 3,576 +0
Dec09 090311 99.45 99.45 99.45 99.45 -0.01 10 1,909 +0
Mar10 090311 99.43 99.43 99.43 99.43 -0.01 0 1,372 +0
Jun10 090311 99.38 99.38 99.38 99.38 -0.01 0 527 +0
Sep10 090311 99.32 99.32 99.32 99.32 -0.01 0 252 +0
Dec10 090311 99.27 99.27 99.27 99.27 -0.02 0 152 +0
Mar11 090311 99.18 99.18 99.18 99.18 -0.01 0 402 +0
Total Volume and Open Interest 339 35,686 +349
Japanese Gov't Bonds(SGX)
Jun09 090311 138.33 138.51 138.17 138.40 -0.60 4,603 6,642 +2,742
Sep09 090311 138.40 138.40 138.40 138.40 -0.17      
Dec09 090311 138.40 138.40 138.40 138.40 -0.17      
Total Volume and Open Interest 19,139 16,393 -642
Euro-Bund(EUREX)
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)
Jun09 090306 116.88 117.31 116.86 117.22 +0.39 453,030 590,143 +207,944
Sep09 090311 115.91 115.91 115.91 115.91 -0.31 60 0 +0
Dec09 090311 115.71 115.71 115.71 115.71 -0.31      
Total Volume and Open Interest 275,486 713,623 -24,074
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 090311 123~26 124~12 123~25 124~04 +0~04 109,015 379,953 +12,697
Total Volume and Open Interest 110,771 393,792 +12,080
3-Mth Short Sterling(LIFFE)
Mar09 090311 98.23 98.31 98.21 98.27 +0.04 56,593 435,864 -13,832
Jun09 090311 98.29 98.41 98.29 98.36 +0.04 44,746 311,515 +1,748
Sep09 090311 98.27 98.37 98.25 98.31 +0.03 39,814 276,518 -1,282
Dec09 090311 98.03 98.17 98.02 98.10 +0.05 22,275 235,110 +3,312
Mar10 090311 97.92 98.07 97.90 98.00 +0.07 27,448 223,241 -193
Jun10 090311 97.74 97.90 97.73 97.83 +0.08 23,348 140,969 +871
Total Volume and Open Interest 254,100 1,937,112 -9,326
3-Mth Euribor(LIFFE)
Mar09 090311 98.350 98.370 98.350 98.365 +0.015 116,750 619,878 -346
Jun09 090311 98.470 98.495 98.455 98.480 unch 159,479 658,235 +1,597
Sep09 090311 98.415 98.435 98.395 98.415 -0.020 130,011 554,878 +9,512
Total Volume and Open Interest 822,992 3,450,066 +39,219
3-Mth Aus T-Bills(SFE)
Mar09 090311 96.81 96.89 96.81 96.88 +0.07 29,957 81,857 -3,952
Jun09 090311 97.30 97.31 97.24 97.28 -0.02 38,561 291,912 +11,731
Sep09 090311 97.47 97.48 97.39 97.42 -0.05 13,473 145,559 +6,139
Dec09 090311 97.41 97.41 97.32 97.36 -0.05 4,364 84,475 +1,765
Mar10 090311 97.21 97.21 97.10 97.17 -0.04 3,756 56,708 -78
Jun10 090311 96.90 96.90 96.81 96.85 -0.04 1,633 54,169 -720
Sep10 090311 96.55 96.56 96.45 96.50 -0.05 2,786 30,464 -351
Dec10 090311 96.19 96.20 96.12 96.17 -0.05 1,624 18,614 +340
Mar11 090311 95.90 95.92 95.84 95.89 -0.07 101 1,603 +93
Jun11 090311 95.65 95.68 95.59 95.65 -0.05 105 1,045 +49
Total Volume and Open Interest 96,370 767,302 +15,014
10-Year Aus T-Bonds(SFE)
Mar09 090306 95.62 95.79 95.60 95.79 +0.17 22,593 314,537 +907
Jun09 090311 95.75 95.78 95.59 95.66 -0.08 23,065 31,204 +21,162
Total Volume and Open Interest 69,099 337,972 +12,368
3-Year Aus T-Bonds(SFE)
Mar09 090310 97.01 97.06 96.94 96.94 +0.03 57,068 0 -553,292
Jun09 090311 96.94 96.96 96.81 96.90 -0.04 48,678 62,713 +39,034
Total Volume and Open Interest 152,411 610,286 +28,284
Gold(CMX)
Apr09 090311 896.1 913.8 892.6 910.7 +14.8 108,004 225,618 -2,953
Jun09 090311 897.8 916.0 894.7 912.9 +14.9 13,246 78,063 +4,252
Aug09 090311 903.0 917.0 897.2 915.0 +15.0 759 10,703 +94
Oct09 090311 903.7 919.4 903.7 916.9 +15.0 193 5,204 +108
Dec09 090311 904.5 921.5 902.5 919.0 +15.0 1,003 18,379 +245
Feb10 090311 915.0 921.3 915.0 921.3 +15.1 173 3,533 +58
Apr10 090311 914.2 923.6 910.0 923.6 +15.1 60 1,985 -5
Jun10 090311 925.8 925.8 925.8 925.8 +15.2 0 4,710 +0
Aug10 090311 928.1 928.1 928.1 928.1 +15.2 0 375 +0
Oct10 090311 930.5 930.5 930.5 930.5 +15.3      
Dec10 090311 924.1 932.9 924.1 932.9 +15.3 108 8,555 -95
Total Volume and Open Interest 124,660 375,875 +2,476
Silver(CMX)
Mar09 090311 1262.5 1285.0 1260.0 1281.5 +25.5 659 857 +225
May09 090311 1258.0 1287.5 1251.0 1280.0 +26.0 17,704 52,208 +163
Jul09 090311 1253.5 1288.0 1253.5 1282.2 +26.3 1,181 13,337 +131
Sep09 090311 1265.5 1289.5 1265.5 1283.3 +26.3 82 3,834 +20
Dec09 090311 1265.5 1290.0 1265.0 1284.6 +26.3 164 11,359 -11
Mar10 090311 1285.7 1285.7 1285.7 1285.7 +26.3 54 3,367 +52
May10 090311 1286.8 1286.8 1286.8 1286.8 +26.4 1 158 +1
Total Volume and Open Interest 19,940 92,714 +605
Platinum(NYMEX)
Apr09 090311 1043.8 1063.3 1036.5 1057.2 +13.4 1,043 17,075 +3
Jul09 090311 1048.0 1064.6 1048.0 1061.3 +13.2 210 2,893 +138
Oct09 090311 1067.3 1067.3 1067.3 1067.3 +13.2 0 30 +0
Total Volume and Open Interest 1,253 19,998 +141
Palladium(NYMEX)
Mar09 090311 197.95 198.60 197.95 198.60 +2.00 3 37 +3
Jun09 090311 197.50 199.90 197.00 199.10 +2.00 345 11,746 +100
Sep09 090311 200.25 200.25 200.25 200.25 +2.00 1 55 +1
Total Volume and Open Interest 349 11,838 +104
Copper(CMX)
Mar09 090311 167.00 167.30 160.95 161.60 -5.85 574 2,164 -60
May09 090311 168.50 169.80 161.85 162.55 -5.90 12,895 56,298 +908
Jul09 090311 168.60 168.60 163.00 163.55 -5.90 2,132 10,679 +473
Sep09 090311 171.55 171.55 164.00 164.35 -5.90 500 2,950 +177
Dec09 090311 170.60 170.60 165.20 165.30 -5.85 149 2,563 +56
Total Volume and Open Interest 17,122 83,942 +1,479
Aluminum(CMX)
Mar09 090311 0.61 0.61 0.61 0.61 unch      
Apr09 090311 0.62 0.62 0.62 0.62 +0.01      
May09 090311 0.62 0.62 0.62 0.62 unch      
Jun09 090311 0.63 0.63 0.63 0.63 +0.01      
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 090311 6881 7005 6854 6914 +27 2,008 25,015 -110
Jun09 090311 6856 6977 6815 6861 +21 420 1,138 +125
Sep09 090311 6824 6824 6808 6824 +16 1 1 +1
Dec09 090311 6795 6795 6768 6795 +27      
Total Volume and Open Interest 2,429 26,154 +16
S & P 500(CME)
Mar09 090311 715.90 732.00 712.10 720.50 +4.50 57,950 534,861 -10,294
Jun09 090311 722.00 729.30 710.50 717.30 +4.20 34,099 126,580 +25,693
Sep09 090311 715.00 725.90 708.90 715.00 +4.10 230 2,164 +155
Dec09 090311 719.00 724.40 707.40 713.20 +3.80 15 793 +0
Total Volume and Open Interest 92,294 664,400 +15,554
S & P 500 E-Mini(Globex)
Mar09 090311 721.25 721.25 720.25 720.75 +4.25      
Jun09 090311 713.00 729.00 709.50 717.25 +4.25 69,001 305,118 +16,498
Total Volume and Open Interest 2,791,002 3,560,065 +38,491
NASDAQ 100(CME)
Mar09 090311 1110.00 1136.00 1105.00 1125.00 +19.00 4,157 34,299 +1,447
Jun09 090311 1119.00 1134.00 1107.00 1123.80 +18.80 449 790 +319
Sep09 090311 1124.00 1124.00 1123.30 1124.00 +18.70      
Total Volume and Open Interest 4,606 35,089 +1,766
NASDAQ 100 E-Mini(Globex)
Mar09 090311 1125.50 1125.50 1124.30 1124.50 +16.50      
Jun09 090311 1107.80 1134.50 1104.30 1123.80 +18.80 6,044 9,228 +1,775
Total Volume and Open Interest 427,937 335,205 +703
S & P Midcap 400(CME)
Mar09 090311 433.50 441.00 429.00 434.20 +4.10 20 5,579 -10
Jun09 090311 433.00 438.00 426.00 432.20 +4.15 0 74 +0
Sep09 090311 431.20 436.50 431.20 431.20 -1.85      
Total Volume and Open Interest 20 5,653 -10
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090311 7335 7405 7290 7365 +320 103,010 213,167 +3,791
Jun09 090311 7275 7345 7225 7300 +315 13,100 24,173 +7,810
Total Volume and Open Interest 116,206 277,356 +39,689
Nikkei 225(SGX)
Mar09 090311 7335 7405 7290 7365 +320 103,010 213,167 +3,791
Jun09 090311 7275 7345 7225 7300 +315 13,100 24,173 +7,810
Sep09 090311 7300 7300 7300 7300 +325 52 171 +2
Total Volume and Open Interest 116,206 277,356 +39,689
CAC 40(EURONEXT)
Mar09 090311 2657.5 2736.0 2616.5 2675.5 +14.0 153,294 403,316 +5,090
Apr09 090311 2660.0 2728.0 2622.0 2675.5 +14.0 425 7,607 +153
May09 090311 2621.5 2621.5 2621.5 2621.5 +16.0 0 737 +0
Total Volume and Open Interest 153,729 414,273 +5,201
Hang Seng Index(HKFE)
Mar09 090311 12088 12100 11803 11933 +333 63,633 86,850 -913
Apr09 090311 12057 12057 11769 11890 +340 981 1,610 +99
Total Volume and Open Interest 64,752 89,738 -800
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 090311 3701.00 3763.50 3648.00 3694.50 -9.50 163,212 706,494 -15,114
Jun09 090311 3650.00 3718.50 3605.00 3649.00 -9.50 6,069 14,473 +4,625
Sep09 090311 3620.00 3620.00 3620.00 3620.00 -10.00 31 27 +25
Total Volume and Open Interest 169,312 720,994 -10,464
SPI 200(SFE)
Mar09 090311 3170.0 3269.0 3163.0 3229.0 +62.0 25,416 314,061 -8,233
Jun09 090311 3170.0 3270.0 3170.0 3232.0 +61.0 1,837 8,258 +1,468
Sep09 090311 3176.0 3218.0 3176.0 3184.0 +61.0 3 1,754 +0
Total Volume and Open Interest 27,256 327,504 -6,765
GSCI(CME)
Mar09 090311 330.00 332.50 319.00 319.00 -12.30 2,948 7,251 -1,093
Apr09 090311 333.50 338.25 326.50 326.50 -11.50 3,183 8,844 +2,870
May09 090311 340.70 345.25 334.00 334.00 -11.00      
Total Volume and Open Interest 6,131 16,095 +1,777
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090311 208.20 208.20 204.10 204.10 -3.50      
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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