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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu March 12, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090312 875.00 900.00 875.00 899.00 +24.00 714 916 -463
May09 090312 863.25 884.00 859.25 882.00 +20.00 74,780 125,762 -1,403
Jul09 090312 862.00 883.75 858.75 881.50 +20.75 19,343 63,859 +777
Aug09 090312 850.00 871.00 849.50 871.00 +21.50 789 3,786 +65
Sep09 090312 833.00 851.50 827.50 851.50 +24.00 729 6,832 -24
Nov09 090312 817.00 842.75 813.25 841.50 +24.50 13,614 65,674 +649
Jan10 090312 831.00 852.00 830.00 852.00 +25.00 346 2,310 +95
Total Volume and Open Interest 110,711 278,790 -234
Soybean Meal(CBOT)
Mar09 090312 284.40 289.00 283.90 289.00 +7.70 1,333 1,638 -904
May09 090312 270.00 276.80 268.60 276.50 +7.00 19,044 55,055 -1,206
Jul09 090312 266.90 273.50 265.80 273.50 +7.30 5,098 19,273 +170
Aug09 090312 263.90 269.10 263.90 269.10 +7.40 724 5,205 -27
Sep09 090312 258.40 263.10 258.40 263.10 +7.80 604 6,218 -69
Oct09 090312 250.50 255.60 247.20 255.60 +8.40 184 5,045 -6
Dec09 090312 247.10 255.00 247.10 254.10 +8.40 927 15,804 -59
Jan10 090312 250.40 255.10 246.70 255.10 +8.40 25 621 +25
Total Volume and Open Interest 27,940 109,966 -2,075
Soybean Oil(CBOT)
Mar09 090312 29.81 31.00 29.55 30.11 +0.47 2,627 2,294 -182
May09 090312 29.96 30.48 29.72 30.38 +0.47 39,678 115,091 -5,046
Jul09 090312 30.24 30.77 30.05 30.71 +0.47 4,525 38,195 -530
Aug09 090312 30.00 30.88 30.00 30.88 +0.47 422 6,152 +142
Sep09 090312 31.06 31.06 30.50 31.05 +0.48 364 7,721 +170
Oct09 090312 30.91 31.24 30.65 31.21 +0.47 160 4,569 -6
Dec09 090312 31.33 31.55 30.85 31.53 +0.46 1,212 22,885 +238
Jan10 090312 31.75 31.80 31.34 31.80 +0.46 0 710 +0
Total Volume and Open Interest 48,988 205,036 -5,214
Canola(WCE)
Mar09 090312 411.3 411.3 411.3 411.3 +3.8 1 202 -1
May09 090312 404.0 407.2 402.2 406.3 +3.8 3,564 54,603 -523
Jul09 090312 403.8 407.0 402.9 406.2 +4.2 2,335 19,072 +999
Nov09 090312 405.5 410.5 405.5 409.7 +4.2 519 18,187 +62
Jan10 090312 408.6 413.7 408.6 413.7 +5.1 50 506 +50
Total Volume and Open Interest 6,469 92,857 +587
Corn(CBOT)
Mar09 090312 356.25 378.00 356.25 376.75 +20.75 7,757 3,555 -1,436
May09 090312 364.00 386.75 362.75 385.25 +20.75 130,401 285,027 -5,768
Jul09 090312 374.00 396.75 372.75 395.50 +21.00 48,414 184,564 +1,020
Sep09 090312 383.75 405.00 382.00 404.00 +20.25 9,371 45,898 +579
Dec09 090312 395.50 417.50 394.25 415.75 +19.75 32,101 172,737 -647
Mar10 090312 407.00 428.75 405.75 428.00 +20.50 1,744 16,968 +218
Total Volume and Open Interest 231,200 751,151 -5,962
Wheat(CBOT)
Mar09 090312 501.50 516.00 501.50 515.25 +16.50 314 664 -241
May09 090312 509.75 526.50 508.50 525.00 +16.75 27,469 119,973 -2,106
Jul09 090312 520.75 538.75 520.25 537.25 +17.00 7,615 87,292 +956
Sep09 090312 548.00 563.00 547.50 562.25 +17.25 2,142 24,528 +156
Dec09 090312 566.50 585.00 566.50 583.50 +17.50 4,186 39,922 +1,247
Total Volume and Open Interest 42,089 283,033 +141
Wheat(KCBT)
Mar09 090312 563.50 574.00 557.50 574.00 +16.50 13 37 -41
May09 090312 560.50 576.25 560.25 576.00 +15.00 6,858 27,678 +241
Jul09 090312 569.25 585.00 568.75 584.50 +15.00 3,117 25,254 -402
Sep09 090312 580.50 594.75 580.50 594.75 +15.25 517 5,602 +75
Dec09 090312 593.75 610.00 593.75 609.50 +15.25 1,205 15,605 +269
Total Volume and Open Interest 11,795 76,335 +170
Wheat(MGE)
Mar09 090312 634.50 634.50 634.50 634.50 +9.50 9 22 -9
May09 090312 605.50 619.75 605.50 617.75 +12.25 2,609 10,763 +174
Jul09 090312 600.00 611.00 600.00 609.00 +11.50 911 6,917 +227
Sep09 090312 602.00 614.50 602.00 612.25 +12.25 167 4,190 -16
Dec09 090312 613.75 626.00 612.75 623.75 +12.25 119 3,174 -50
Total Volume and Open Interest 3,891 25,591 +368
Oats(CBOT)
Mar09 090312 180.00 180.00 174.75 180.00 +5.25 1 2 -1
May09 090312 182.75 187.00 181.25 187.00 +5.25 597 7,415 -93
Jul09 090312 191.00 196.00 191.00 196.00 +5.25 103 3,560 +30
Sep09 090312 205.00 205.00 199.75 205.00 +5.25 1 20 -1
Total Volume and Open Interest 778 14,654 -37
Rough Rice(CBOT)
Mar09 090312 11.76 12.24 11.75 11.88 -0.36 27 48 +14
May09 090312 12.44 12.44 11.94 12.07 -0.37 691 4,128 +6
Jul09 090312 12.69 12.69 12.18 12.24 -0.38 46 384 -2
Sep09 090312 11.70 11.80 11.55 11.65 -0.09 114 1,000 -6
Total Volume and Open Interest 953 6,728 +40
Live Cattle(CME)
Apr09 090312 82.550 84.330 81.950 83.900 +1.350 21,791 78,687 -4,103
Jun09 090312 80.900 82.300 80.450 81.830 +0.880 16,164 65,376 +2,845
Aug09 090312 81.830 83.150 81.430 82.850 +0.800 4,484 36,999 +1,557
Oct09 090312 85.800 86.800 85.100 86.700 +0.770 2,543 17,207 +587
Dec09 090312 87.930 88.950 87.500 88.830 +0.445 953 8,559 +300
Feb10 090312 89.200 89.950 89.000 89.600 +0.150 151 2,627 +98
Total Volume and Open Interest 46,109 209,700 +1,300
Feeder Cattle(CME)
Mar09 090312 90.000 91.300 89.750 90.900 +0.900 356 3,267 -116
Apr09 090312 90.250 91.885 89.730 91.200 +0.850 2,315 8,019 +246
May09 090312 92.100 93.750 91.400 93.200 +0.900 1,550 7,308 +660
Aug09 090312 95.050 97.000 95.000 96.500 +0.850 404 4,028 +46
Sep09 090312 96.930 97.600 95.535 97.600 +1.100 27 736 -1
Oct09 090312 97.600 97.800 96.400 97.800 +1.165 15 345 +6
Nov09 090312 96.250 97.500 96.250 97.500 +1.000 2 70 +2
Total Volume and Open Interest 4,670 23,783 +844
Lean Hogs(CME)
Apr09 090312 60.450 62.430 60.235 62.235 +1.905 18,789 45,883 -1,561
May09 090312 71.150 72.680 70.850 72.635 +1.350 420 3,220 -1
Jun09 090312 72.350 74.000 72.250 73.750 +1.350 11,163 34,893 -150
Jul09 090312 73.830 75.000 73.830 74.900 +1.175 3,230 15,115 +1,285
Aug09 090312 74.600 75.550 74.535 75.475 +1.125 3,522 14,377 +1,585
Oct09 090312 67.950 68.950 67.950 68.950 +1.020 790 5,741 +558
Dec09 090312 66.350 67.350 66.350 67.250 +0.900 410 2,653 +187
Feb10 090312 69.700 70.100 69.200 69.900 +0.650 11 523 +7
Total Volume and Open Interest 38,351 122,710 +1,920
Pork Bellies(CME)
Mar09 090312 84.900 85.500 84.900 84.900 +2.000 0 5 -28
May09 090312 82.750 84.100 81.700 84.050 +1.550 62 843 -15
Jul09 090312 80.750 80.800 79.100 80.150 +1.250 0 267 +0
Aug09 090312 79.000 79.000 78.000 79.000 +2.100 0 64 +0
Feb10 090312 88.500 88.500 88.250 88.500 +0.750 0 5 +0
Total Volume and Open Interest 62 1,189 -43
Class III Milk(CME)
Mar09 090312 10.22 10.31 10.22 10.27 +0.05 65 4,825 +47
Apr09 090312 10.68 10.75 10.59 10.70 +0.13 199 4,543 +82
May09 090312 11.00 11.10 10.88 11.04 +0.16 177 4,273 +22
Jun09 090312 11.56 11.90 11.54 11.79 +0.23 175 3,807 +0
Jul09 090312 12.77 13.00 12.67 12.92 +0.25 88 2,790 -7
Total Volume and Open Interest 876 33,477 +171
Cocoa(ICE)
Mar09 090312 2337 2337 2337 2337 +6 4 0 -5
May09 090312 2304 2407 2294 2340 +6 4,133 55,486 -8
Jul09 090312 2291 2406 2291 2341 +13 1,132 25,730 +239
Sep09 090312 2300 2399 2300 2339 +13 727 12,988 +401
Dec09 090312 2319 2390 2319 2332 +12 386 12,672 +91
Mar10 090312 2287 2382 2287 2325 +10 488 8,076 +104
May10 090312 2325 2325 2325 2325 +9 1 2,230 +1
Total Volume and Open Interest 6,877 118,203 +827
Coffee "C"(ICE)
Mar09 090312 109.30 109.30 108.45 108.45 +3.50 6 51 -8
May09 090312 107.00 112.95 104.45 110.55 +3.50 5,346 72,752 +603
Jul09 090312 109.35 114.80 106.70 112.70 +3.50 1,609 25,741 +413
Sep09 090312 111.50 115.95 109.00 115.00 +3.50 624 13,533 -66
Dec09 090312 114.55 119.00 112.00 117.95 +3.40 169 10,349 +44
Mar10 090312 115.75 121.70 115.75 120.70 +3.40 84 6,941 -14
Total Volume and Open Interest 7,948 131,281 +993
Orange Juice(ICE)
May09 090312 73.45 73.80 72.55 73.50 +0.15 412 18,615 -50
Jul09 090312 74.70 75.10 74.60 75.05 +0.15 104 4,148 +67
Sep09 090312 76.85 77.45 76.85 77.45 +0.35 9 2,749 +0
Nov09 090312 80.00 80.00 79.65 80.00 +0.35 58 467 +12
Jan10 090312 82.65 83.00 82.65 83.00 +0.35 27 119 +8
Mar10 090312 86.00 86.00 85.75 85.75 +0.65      
Total Volume and Open Interest 613 26,566 -56
Sugar #11(ICE)
May09 090312 12.70 13.11 12.69 13.09 +0.28 29,057 230,314 -142
Jul09 090312 13.17 13.44 13.04 13.41 +0.25 9,937 137,401 +1,014
Oct09 090312 13.51 13.89 13.51 13.86 +0.24 6,889 91,954 +898
Mar10 090312 14.38 14.63 14.30 14.62 +0.24 2,249 59,370 +387
May10 090312 14.04 14.32 13.99 14.32 +0.24 312 19,670 -27
Total Volume and Open Interest 50,485 608,699 +2,393
Sugar #14(ICE)
May09 090312 18.80 19.00 18.70 18.79 -0.09 779 2,527 -731
Jul09 090312 19.55 19.73 19.55 19.70 +0.06 328 2,363 +283
Sep09 090312 20.35 20.35 20.35 20.35 +0.10 596 1,547 +398
Total Volume and Open Interest 1,703 6,437 -50
London Cocoa(LCE)
Mar09 090311 1813 1872 1806 1866 +69 3,421 21,720 -2,726
May09 090312 1835 1892 1835 1878 +26 8,343 74,130 +2,506
Jul09 090312 1797 1844 1794 1830 +25 1,012 46,623 -79
Sep09 090312 1775 1819 1770 1803 +23 348 17,826 +35
Dec09 090312 1750 1790 1738 1776 +23 798 18,619 +650
Mar10 090312 1730 1742 1730 1742 +32 213 8,999 +111
May10 090312 1737 1737 1737 1737 +27 4 325 +0
Total Volume and Open Interest 17,248 183,368 -2,068
London Coffee(LCE)
London Sugar(LCE)
May09 090312 395.90 404.80 395.30 403.00 +7.00 2,675 28,312 -1,269
Aug09 090312 392.00 401.70 391.00 400.00 +8.40 1,279 20,035 +126
Oct09 090312 389.20 397.30 387.90 395.70 +6.10 954 9,564 +427
Dec09 090312 388.20 395.00 387.50 394.10 +5.50 184 2,430 +153
Mar10 090312 393.30 398.20 392.00 397.60 +5.20 174 1,426 +29
Total Volume and Open Interest 5,303 62,979 -514
Cotton(ICE)
May09 090312 41.67 42.94 41.42 42.83 +1.01 6,850 61,427 +1,121
Jul09 090312 43.02 44.04 42.58 43.96 +0.96 2,525 31,258 +1,363
Oct09 090312 46.41 46.41 46.41 46.41 +0.86 3 493 +0
Dec09 090312 47.15 48.10 46.75 47.95 +0.89 1,154 22,694 +508
Mar10 090312 50.05 50.93 49.70 50.93 +0.89 353 3,010 +80
May10 090312 51.94 51.94 51.94 51.94 +0.89 1 141 +1
Total Volume and Open Interest 10,896 121,487 +3,082
Lumber(CME)
Mar09 090312 146.5 147.9 143.1 144.0 -2.6 252 389 -115
May09 090312 162.3 163.1 159.3 160.0 -2.5 351 4,442 +23
Jul09 090312 172.5 173.0 169.6 169.9 -1.0 56 1,368 -12
Sep09 090312 180.7 182.5 180.0 182.2 -0.7 18 386 +3
Total Volume and Open Interest 680 6,664 -100
Crude Oil(NYM)
Apr09 090312 42.73 47.22 42.51 47.03 +4.70 289,157 165,483 -39,031
May09 090312 44.40 48.18 43.88 47.97 +3.98 171,678 268,942 +26,052
Jun09 090312 45.53 49.25 45.11 49.01 +3.72 72,652 154,274 -3,773
Jul09 090312 46.71 50.23 46.25 49.99 +3.57 23,240 74,057 +2,415
Aug09 090312 47.43 50.80 47.14 50.80 +3.52 11,748 29,537 +1,206
Sep09 090312 48.20 51.60 48.20 51.51 +3.49 9,008 35,068 +1,567
Oct09 090312 49.35 52.01 49.19 52.01 +3.46 6,942 26,568 +1,021
Nov09 090312 50.15 52.49 49.44 52.49 +3.42 4,642 18,521 -467
Dec09 090312 49.76 53.26 49.69 52.97 +3.38 24,568 84,029 -2,317
Jan10 090312 50.30 53.42 50.20 53.42 +3.32 3,606 21,983 +554
Feb10 090312 51.44 53.87 51.44 53.87 +3.26 1,162 10,395 -44
Mar10 090312 51.73 54.33 51.73 54.33 +3.21 773 12,829 -42
Apr10 090312 52.25 54.80 52.25 54.80 +3.18 639 5,652 +0
May10 090312 55.27 55.27 55.27 55.27 +3.17 508 3,816 +78
Jun10 090312 53.13 55.76 53.13 55.76 +3.18 2,030 24,520 -381
Jul10 090312 56.24 56.24 56.24 56.24 +3.17 356 6,911 +65
Total Volume and Open Interest 640,362 1,210,253 -12,312
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 090312 44.375 48.200 43.900 47.975 +3.975 913 1,667 +133
Jun09 090312 45.450 49.350 45.300 49.000 +3.700 126 336 +3
Jul09 090312 46.800 50.000 46.800 50.000 +3.575 3 36 +0
Aug09 090312 50.800 50.800 50.800 50.800 +3.525 0 15 +0
Sep09 090312 51.500 51.500 51.500 51.500 +3.475 0 16 +0
Oct09 090312 52.000 52.000 52.000 52.000 +3.450 0 2 +0
Nov09 090312 52.500 52.500 52.500 52.500 +3.425 0 2 +0
Dec09 090312 50.050 52.975 50.050 52.975 +3.375 0 25 +0
Total Volume and Open Interest 10,081 7,920 -1,021
Heating Oil(NYM)
Apr09 090312 113.60 123.74 112.60 122.64 +9.33 37,593 44,293 -3,420
May09 090312 115.00 124.82 114.00 123.76 +9.05 16,094 43,325 +644
Jun09 090312 117.95 126.95 116.62 125.91 +8.70 9,507 38,418 +1,979
Jul09 090312 120.55 129.65 120.21 129.16 +8.50 2,607 19,734 +621
Aug09 090312 124.95 133.00 124.40 132.26 +8.40 1,617 10,846 +186
Sep09 090312 127.04 135.66 126.78 135.36 +8.30 2,532 11,960 +344
Oct09 090312 129.86 138.11 129.85 138.11 +8.20 870 7,391 -110
Nov09 090312 134.00 140.90 132.70 140.86 +8.15 1,670 8,608 +129
Dec09 090312 136.56 144.29 134.92 143.61 +8.05 3,816 20,512 -528
Jan10 090312 138.40 147.07 138.40 146.06 +7.95 2,170 7,555 +745
Feb10 090312 140.91 147.56 140.34 147.56 +7.95 439 5,627 +82
Mar10 090312 141.20 147.76 140.57 147.76 +8.00 655 3,446 +168
Total Volume and Open Interest 83,432 256,546 +1,523
Gasoline(NYMEX)
Apr09 090312 125.26 135.53 124.04 134.57 +9.45 28,109 46,849 -5,394
May09 090312 127.40 136.62 125.61 135.88 +9.30 18,705 52,280 +5,889
Jun09 090312 127.41 136.74 126.20 136.12 +9.19 8,137 26,613 +806
Jul09 090312 128.49 136.47 127.10 136.10 +9.00 4,413 15,201 -321
Aug09 090312 128.30 136.08 127.25 135.98 +8.84 3,456 12,106 -92
Sep09 090312 127.69 135.45 127.69 135.45 +8.65 3,265 12,614 +64
Oct09 090312 119.41 126.16 118.98 126.03 +8.23 1,961 8,982 +375
Nov09 090312 126.23 126.23 126.23 126.23 +8.13 467 2,008 +76
Dec09 090312 119.75 128.00 119.75 127.53 +8.13 562 8,327 -91
Jan10 090312 129.73 129.73 129.73 129.73 +8.13 145 1,233 +53
Total Volume and Open Interest 69,342 195,144 +1,368
e-miNY RBOB Gasoline(NYM)
Apr09 090311 125.12 125.12 125.12 125.12 -4.60 0 1 +0
May09 090312 126.90 135.88 126.90 135.88 +9.30 1 1 +1
Jun09 090312 136.12 136.12 136.12 136.12 +9.19      
Jul09 090312 136.10 136.10 136.10 136.10 +9.00      
Total Volume and Open Interest 2 5 +2
Natural Gas(NYM)
Apr09 090312 3.798 4.040 3.759 3.995 +0.197 61,645 106,767 -6,328
May09 090312 3.861 4.101 3.820 4.055 +0.196 17,710 80,785 +608
Jun09 090312 3.979 4.207 3.945 4.181 +0.205 12,453 48,699 -1,147
Jul09 090312 4.150 4.340 4.104 4.319 +0.196 7,611 39,223 +266
Aug09 090312 4.245 4.445 4.196 4.415 +0.199 6,492 28,790 +1,029
Sep09 090312 4.280 4.474 4.245 4.464 +0.199 1,980 24,246 +131
Oct09 090312 4.388 4.585 4.349 4.568 +0.198 5,236 41,054 +75
Nov09 090312 4.887 5.060 4.845 5.053 +0.178 1,699 19,240 +250
Dec09 090312 5.427 5.590 5.390 5.578 +0.168 1,357 32,111 +25
Jan10 090312 5.705 5.867 5.670 5.853 +0.168 3,849 26,688 +502
Feb10 090312 5.690 5.870 5.676 5.856 +0.159 362 10,807 +22
Mar10 090312 5.580 5.750 5.574 5.736 +0.154 1,431 23,804 +266
Apr10 090312 5.320 5.443 5.290 5.429 +0.137 1,404 21,571 +362
May10 090312 5.330 5.455 5.320 5.452 +0.132 175 10,804 +6
Jun10 090312 5.414 5.542 5.414 5.542 +0.132 212 7,207 -17
Jul10 090312 5.600 5.657 5.580 5.657 +0.132 25 5,501 +1
Total Volume and Open Interest 124,946 670,391 -4,092
Brent Crude Oil(ICE)
Apr09 090312 41.83 45.48 41.48 45.09 +3.69 90,931 81,021 -15,533
May09 090312 42.91 46.60 42.58 46.20 +3.65 106,602 162,797 -2,020
Jun09 090312 44.49 47.84 43.90 47.46 +3.56 58,373 112,756 +8,972
Jul09 090312 45.69 48.75 45.05 48.50 +3.51 13,289 45,204 +4,100
Aug09 090312 46.32 49.53 45.88 49.28 +3.46 7,516 19,641 +2,466
Sep09 090312 47.07 50.17 46.74 49.92 +3.40 5,445 19,186 +79
Oct09 090312 47.71 50.76 47.38 50.51 +3.35 3,801 13,229 +261
Nov09 090312 48.31 51.29 47.97 51.05 +3.30 3,037 12,865 +166
Dec09 090312 48.75 51.92 48.35 51.57 +3.23 14,932 73,311 +519
Jan10 090312 52.09 52.09 52.09 52.09 +3.17 1,419 13,202 +634
Feb10 090312 52.61 52.61 52.61 52.61 +3.11 887 7,376 +190
Mar10 090312 53.14 53.14 53.14 53.14 +3.06 524 5,521 +118
Apr10 090312 53.66 53.66 53.66 53.66 +3.01 538 2,969 +105
May10 090312 54.15 54.15 54.15 54.15 +2.97 460 2,618 +172
Total Volume and Open Interest 315,175 687,290 -562
Gas Oil(ICE)
Apr09 090312 363.50 393.75 358.50 368.25 -4.25 67,303 66,074 -7,386
May09 090312 373.25 401.50 367.75 377.25 -4.75 30,542 58,086 +2,108
Jun09 090312 384.00 411.25 380.00 387.50 -4.75 14,339 48,763 +2,185
Jul09 090312 393.00 421.50 392.00 397.75 -4.75 4,109 22,086 +502
Aug09 090312 403.50 431.25 401.25 407.75 -4.50 2,243 22,006 +197
Sep09 090312 413.50 441.25 411.50 418.25 -4.00 2,903 23,132 +543
Oct09 090312 422.50 449.75 421.00 427.25 -4.00 2,132 17,554 +966
Nov09 090312 429.75 453.25 428.25 434.25 -3.75 778 12,052 +187
Dec09 090312 437.00 463.00 434.50 441.00 -3.75 5,904 54,175 +1,644
Jan10 090312 443.50 449.50 443.50 449.50 -3.25 1,344 19,270 +48
Total Volume and Open Interest 162,942 437,826 -6,088
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090312 1.525 1.560 1.525 1.550 +0.024 23 447 -6
May09 090312 1.530 1.580 1.530 1.570 +0.041 23 349 +18
Jun09 090312 1.560 1.590 1.560 1.580 +0.046 50 270 +45
Jul09 090312 1.600 1.615 1.600 1.615 +0.063 30 229 +28
Aug09 090312 1.600 1.620 1.600 1.620 +0.054 6 197 +3
Sep09 090312 1.605 1.639 1.605 1.626 +0.047 20 269 +14
Oct09 090312 1.610 1.670 1.610 1.643 +0.060 13 242 +13
Total Volume and Open Interest 208 3,498 +156
US Dollar Index(ICE)
Mar09 090312 87.820 88.585 87.195 87.665 -0.220 12,089 11,157 -3,692
Jun09 090312 88.310 89.085 87.665 88.165 -0.205 7,386 16,113 +4,660
Sep09 090312 88.500 88.500 88.500 88.500 -0.205 6 2,025 +5
Total Volume and Open Interest 19,481 29,295 +973
Australian Dollar(CME)
Mar09 090312 65.09 65.80 64.11 65.27 +0.44 55,112 36,434 -836
Jun09 090312 64.85 65.50 63.81 64.95 +0.41 16,101 32,255 +9,212
Sep09 090312 64.74 64.74 64.35 64.74 +0.39 0 154 +0
Total Volume and Open Interest 71,213 68,878 +8,376
British Pound(CME)
Mar09 090312 138.68 139.86 137.00 139.11 +0.63 90,640 63,877 -11,291
Jun09 090312 138.77 139.93 137.07 139.16 +0.61 31,148 49,296 +16,610
Sep09 090312 139.00 139.65 137.51 139.31 +0.59 0 116 +0
Total Volume and Open Interest 121,798 113,322 +5,329
Canadian Dollar(CME)
Mar09 090312 77.91 78.34 77.17 78.21 +0.61 50,102 57,109 -6,667
Jun09 090312 78.03 78.43 77.28 78.30 +0.59 16,451 27,602 +6,930
Sep09 090312 77.62 78.64 77.62 78.49 +0.58 20 1,636 +5
Dec09 090312 78.00 78.77 77.73 78.69 +0.59 28 970 +14
Total Volume and Open Interest 66,745 87,812 +347
Japanese Yen(CME)
Mar09 090312 102.80 104.54 101.48 102.00 -0.82 81,249 86,401 -9,624
Jun09 090312 102.95 104.74 101.69 102.20 -0.83 27,573 27,142 +10,323
Sep09 090312 102.22 104.76 102.22 102.51 -0.84 74 440 +74
Total Volume and Open Interest 108,896 114,011 +773
Swiss Franc(CME)
Mar09 090312 86.78 86.98 83.56 84.18 -2.43 44,709 27,346 -3,165
Jun09 090312 86.95 87.23 83.77 84.37 -2.47 14,108 12,314 +6,044
Sep09 090312 87.00 87.14 84.40 84.65 -2.49 0 18 +0
Total Volume and Open Interest 58,817 39,682 +2,879
EuroFX(CME)
Mar09 090312 128.45 129.44 127.31 128.62 +0.59 246,176 121,027 -15,361
Jun09 090312 128.46 129.47 127.32 128.64 +0.60 54,388 58,203 +17,836
Sep09 090312 128.04 129.41 127.60 128.77 +0.62 15 995 +0
Total Volume and Open Interest 300,581 180,253 +2,477
Mexican Peso(CME)
Mar09 090312 663.2 684.0 658.8 674.8 +12.2 15,547 19,347 -5,890
Apr09 090312 672.2 672.2 660.2 672.2 +12.0 0 5 +0
Total Volume and Open Interest 25,521 60,408 -6,573
30-Year T-Bonds(CBOT)
Mar09 090312 127~055 128~165 127~015 127~245 +0~205 11,099 15,877 -5,056
Jun09 090312 125~275 127~070 125~180 126~155 +0~215 176,524 694,145 -3,691
Sep09 090312 124~240 125~260 124~155 125~055 +0~220 7 159 +2
Total Volume and Open Interest 187,630 710,245 -8,745
10-Year T-Notes(CBOT)
Mar09 090312 122~310 123~220 122~300 123~040 +0~065 35,531 47,157 -14,955
Jun09 090312 121~150 122~130 121~105 121~265 +0~130 585,296 910,854 -326
Sep09 090312 120~265 120~265 120~135 120~265 +0~130      
Total Volume and Open Interest 620,827 958,011 -15,281
5-Year T-Notes(CBOT)
Mar09 090312 117~098 118~002 117~058 117~101 +0~037 8,196 31,442 -3,739
Jun09 090312 116~082 117~041 116~067 116~119 +0~037 333,669 906,802 -4,438
Sep09 090312 54~071 54~071 54~034 54~071 +0~037      
Total Volume and Open Interest 341,865 938,244 -8,177
2 Year T-Notes(CBOT)
Mar09 090312 108~108 108~110 108~096 108~099 -0~002 5,451 12,671 -2,690
Jun09 090312 108~051 108~062 108~044 108~047 -0~002 155,508 437,300 -6,641
Sep09 090312 108~047 108~049 108~047 108~047 -0~002      
Total Volume and Open Interest 160,959 449,971 -9,331
Eurodollars(CME)
Mar09 090312 98.668 98.680 98.652 98.677 +0.010 185,532 1,229,049 -9,350
Jun09 090312 98.585 98.630 98.565 98.600 +0.025 230,043 1,020,057 +26,090
Sep09 090312 98.540 98.590 98.515 98.550 +0.035 225,299 920,920 -9,477
Dec09 090312 98.385 98.450 98.365 98.405 +0.045 201,700 755,686 +820
Mar10 090312 98.330 98.400 98.305 98.355 +0.055 202,081 690,661 +2,903
Jun10 090312 98.175 98.255 98.150 98.210 +0.060 185,083 377,688 +4,560
Sep10 090312 98.020 98.090 97.995 98.050 +0.060 117,918 346,550 -3,674
Dec10 090312 97.805 97.885 97.785 97.845 +0.070 103,693 380,238 +8,159
Mar11 090312 97.630 97.705 97.615 97.675 +0.075 54,932 237,363 +5,597
Jun11 090312 97.400 97.485 97.400 97.460 +0.075 39,751 204,230 +2,299
Sep11 090312 97.225 97.285 97.190 97.255 +0.075 24,636 126,683 +1,074
Dec11 090312 97.025 97.085 96.980 97.055 +0.080 29,424 110,375 -1,331
Mar12 090312 96.905 96.970 96.875 96.940 +0.080 7,249 80,493 -701
Jun12 090312 96.790 96.860 96.755 96.825 +0.080 6,445 65,731 +893
Sep12 090312 96.695 96.765 96.660 96.735 +0.085 6,464 64,269 -640
Dec12 090312 96.585 96.660 96.550 96.630 +0.090 7,517 52,175 -290
Mar13 090312 96.540 96.610 96.500 96.575 +0.090 6,422 36,843 -1,895
Jun13 090312 96.450 96.530 96.420 96.500 +0.095 3,881 27,815 -111
Total Volume and Open Interest 1,659,217 6,919,059 +27,727
30 Day Federal Funds(CBOT)
Mar09 090312 99.775 99.790 99.775 99.783 +0.007 2,813 46,993 -1,003
Apr09 090312 99.750 99.765 99.750 99.755 unch 4,384 45,853 -646
May09 090312 99.730 99.740 99.730 99.735 +0.005 4,193 52,359 -98
Jun09 090312 99.710 99.725 99.710 99.715 +0.005 1,980 30,380 +12
Jul09 090312 99.675 99.690 99.670 99.685 +0.015 3,878 31,133 -839
Aug09 090312 99.640 99.660 99.635 99.650 +0.015 2,575 27,050 -725
Total Volume and Open Interest 27,176 371,769 -1,744
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 090312 99.32 99.32 99.32 99.32 unch      
Jun09 090312 99.39 99.39 99.39 99.39 unch      
Sep09 090312 99.44 99.44 99.44 99.44 unch      
Dec09 090312 99.45 99.45 99.45 99.45 unch      
Mar10 090312 99.43 99.43 99.43 99.43 unch      
Jun10 090312 99.38 99.38 99.38 99.38 unch      
Sep10 090312 99.32 99.32 99.32 99.32 unch      
Dec10 090312 99.27 99.27 99.27 99.27 unch      
Mar11 090312 99.18 99.18 99.18 99.18 unch      
Jun11 090312 99.13 99.13 99.12 99.12 -0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090312 99.38 99.39 99.38 99.39 unch 125 9,496 +75
Sep09 090312 99.44 99.44 99.44 99.44 0.00 0 3,576 +0
Dec09 090312 99.45 99.45 99.43 99.44 0.00 0 1,909 +0
Mar10 090312 99.43 99.43 99.43 99.43 0.00 0 1,372 +0
Jun10 090312 99.37 99.37 99.37 99.37 0.00 0 527 +0
Sep10 090312 99.31 99.31 99.31 99.31 -0.01 0 252 +0
Dec10 090312 99.26 99.26 99.26 99.26 0.00 0 152 +0
Mar11 090312 99.18 99.18 99.18 99.18 0.00 0 402 +0
Total Volume and Open Interest 547 36,236 +550
Japanese Gov't Bonds(SGX)
Jun09 090312 138.58 139.06 138.45 138.91 +0.51 3,665 11,066 +4,424
Sep09 090312 138.91 138.91 138.91 138.91 +0.51      
Dec09 090312 138.91 138.91 138.91 138.91 +0.51      
Total Volume and Open Interest 4,983 10,368 -6,025
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 090312 116.25 116.54 116.25 116.54 +0.63 6,500 5,250 +5,250
Dec09 090312 116.19 116.19 116.19 116.19 +0.48      
Total Volume and Open Interest 402,642 710,237 -3,386
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 090312 124~18 125~10 124~12 125~03 +0~31 89,913 374,689 -5,264
Total Volume and Open Interest 90,632 387,994 -5,798
3-Mth Short Sterling(LIFFE)
Mar09 090312 98.31 98.31 98.21 98.22 -0.05 93,580 427,927 -7,937
Jun09 090312 98.39 98.43 98.26 98.29 -0.07 107,057 304,430 -7,085
Sep09 090312 98.36 98.39 98.22 98.25 -0.06 103,857 289,759 +13,241
Dec09 090312 98.13 98.18 98.03 98.05 -0.05 79,795 239,373 +4,263
Mar10 090312 98.04 98.10 97.94 97.97 -0.03 73,365 224,978 +1,737
Jun10 090312 97.88 97.94 97.78 97.81 -0.02 50,877 142,209 +1,240
Total Volume and Open Interest 602,938 1,949,566 +12,454
3-Mth Euribor(LIFFE)
Mar09 090312 98.365 98.390 98.365 98.370 +0.005 100,725 605,443 -14,435
Jun09 090312 98.485 98.540 98.480 98.530 +0.050 144,481 672,868 +14,633
Sep09 090312 98.430 98.495 98.415 98.480 +0.065 146,379 559,437 +4,559
Total Volume and Open Interest 917,451 3,472,662 +22,596
3-Mth Aus T-Bills(SFE)
Mar09 090312 96.89 96.96 96.84 96.88 unch 26,665 43,767 -38,090
Jun09 090312 97.29 97.36 97.26 97.33 +0.05 21,735 287,479 -4,433
Sep09 090312 97.43 97.50 97.41 97.46 +0.04 9,611 146,908 +1,349
Dec09 090312 97.38 97.46 97.36 97.42 +0.06 5,829 84,461 -14
Mar10 090312 97.19 97.23 97.16 97.23 +0.06 3,521 56,608 -100
Jun10 090312 96.85 96.95 96.85 96.93 +0.08 2,887 54,209 +40
Sep10 090312 96.51 96.61 96.50 96.61 +0.11 2,418 31,167 +703
Dec10 090312 96.18 96.28 96.18 96.28 +0.11 1,255 19,292 +678
Mar11 090312 95.96 95.99 95.96 95.99 +0.10 588 1,963 +360
Jun11 090312 95.73 95.75 95.73 95.75 +0.10 428 1,295 +250
Total Volume and Open Interest 74,937 728,045 -39,257
10-Year Aus T-Bonds(SFE)
Mar09 090306 95.62 95.79 95.60 95.79 +0.17 22,593 314,537 +907
Jun09 090312 95.66 95.73 95.64 95.73 +0.07 135,519 137,549 +106,345
Total Volume and Open Interest 300,285 360,236 +22,264
3-Year Aus T-Bonds(SFE)
Mar09 090310 97.01 97.06 96.94 96.94 +0.03 57,068 0 -553,292
Jun09 090312 96.91 97.00 96.89 96.97 +0.07 83,361 122,965 +60,252
Total Volume and Open Interest 227,741 460,261 -150,025
Gold(CMX)
Apr09 090312 906.7 931.6 906.3 924.0 +13.3 138,514 212,305 -13,313
Jun09 090312 910.6 933.0 909.6 926.2 +13.3 19,137 86,828 +8,765
Aug09 090312 911.9 934.2 911.9 928.3 +13.3 1,445 10,715 +12
Oct09 090312 920.0 933.0 920.0 930.1 +13.2 38 5,179 -25
Dec09 090312 916.7 938.0 916.0 932.2 +13.2 1,034 18,749 +370
Feb10 090312 922.0 938.5 922.0 934.4 +13.1 26 3,532 -1
Apr10 090312 936.5 936.5 936.5 936.5 +12.9 5 1,986 +1
Jun10 090312 938.6 938.6 938.6 938.6 +12.8 129 4,710 +0
Aug10 090312 940.8 940.8 940.8 940.8 +12.7 1 376 +1
Oct10 090312 943.1 943.1 943.1 943.1 +12.6 1 1 +1
Dec10 090312 930.5 945.4 930.5 945.4 +12.5 1 8,553 -2
Total Volume and Open Interest 160,830 371,321 -4,554
Silver(CMX)
Mar09 090312 1296.5 1308.5 1290.0 1295.8 +14.3 56 827 -30
May09 090312 1278.5 1308.0 1264.0 1294.3 +14.3 17,848 51,596 -612
Jul09 090312 1288.0 1308.0 1273.5 1296.6 +14.4 970 13,577 +240
Sep09 090312 1293.0 1302.5 1293.0 1297.7 +14.4 223 3,769 -65
Dec09 090312 1285.0 1308.0 1271.0 1299.0 +14.4 160 11,379 +20
Mar10 090312 1300.1 1300.1 1300.1 1300.1 +14.4 47 3,349 -18
May10 090312 1301.1 1301.1 1301.1 1301.1 +14.3 1 157 -1
Total Volume and Open Interest 19,464 92,260 -454
Platinum(NYMEX)
Apr09 090312 1056.0 1069.4 1046.1 1051.5 -5.7 2,129 16,465 -610
Jul09 090312 1057.1 1063.5 1055.2 1055.7 -5.6 1,092 3,678 +785
Oct09 090312 1061.7 1061.7 1061.7 1061.7 -5.6 2 32 +2
Total Volume and Open Interest 3,223 20,175 +177
Palladium(NYMEX)
Mar09 090312 197.80 197.80 197.80 197.80 -0.80 0 33 -4
Jun09 090312 199.50 200.50 197.00 198.30 -0.80 458 11,944 +198
Sep09 090312 200.00 200.00 199.30 199.30 -0.95 1 54 -1
Total Volume and Open Interest 459 12,031 +193
Copper(CMX)
Mar09 090312 161.00 168.30 158.60 161.75 +0.15 428 2,187 +23
May09 090312 163.10 169.00 158.50 162.45 -0.10 12,561 58,107 +1,809
Jul09 090312 163.00 169.50 159.65 163.50 -0.05 3,386 11,786 +1,107
Sep09 090312 162.50 168.10 162.45 164.40 +0.05 854 3,305 +355
Dec09 090312 165.55 169.00 165.50 165.50 +0.20 48 2,561 -2
Total Volume and Open Interest 18,456 86,966 +3,024
Aluminum(CMX)
Mar09 090312 0.61 0.61 0.61 0.61 unch      
Apr09 090312 0.62 0.62 0.62 0.62 unch      
May09 090312 0.62 0.62 0.62 0.62 unch      
Jun09 090312 0.63 0.63 0.63 0.63 unch      
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 090312 6914 7180 6847 7168 +254 1,941 24,877 -138
Jun09 090312 6831 7130 6780 7116 +255 623 1,790 +652
Sep09 090312 7078 7078 6824 7078 +254 0 1 +0
Dec09 090312 7049 7049 6795 7049 +254      
Total Volume and Open Interest 2,564 26,668 +514
S & P 500(CME)
Mar09 090312 720.80 753.00 711.40 751.60 +31.10 72,331 529,339 -5,522
Jun09 090312 717.50 750.00 710.80 748.40 +31.10 38,954 151,789 +25,209
Sep09 090312 746.00 747.00 724.00 746.00 +31.00 0 2,164 +0
Dec09 090312 720.00 745.20 720.00 744.60 +31.40 77 918 +125
Total Volume and Open Interest 111,362 684,212 +19,812
S & P 500 E-Mini(Globex)
Mar09 090312 750.75 751.25 750.00 750.50 +29.75      
Jun09 090312 717.50 750.00 708.00 748.50 +31.25 184,512 385,353 +80,235
Total Volume and Open Interest 3,470,689 3,588,699 +28,634
NASDAQ 100(CME)
Mar09 090312 1121.00 1168.00 1112.30 1164.50 +39.50 3,810 33,482 -817
Jun09 090312 1123.00 1167.00 1113.00 1163.00 +39.20 68 793 +3
Sep09 090312 1163.30 1164.00 1163.30 1163.30 +39.30      
Total Volume and Open Interest 3,878 34,275 -814
NASDAQ 100 E-Mini(Globex)
Mar09 090312 1159.00 1165.50 1159.00 1163.30 +38.80      
Jun09 090312 1122.30 1166.00 1110.50 1163.00 +39.20 6,485 12,560 +3,332
Total Volume and Open Interest 424,827 328,788 -6,417
S & P Midcap 400(CME)
Mar09 090312 434.50 456.30 428.00 456.30 +22.10 142 5,504 -75
Jun09 090312 432.00 455.00 425.00 454.20 +22.00 104 177 +103
Sep09 090312 452.20 452.20 451.20 452.20 +21.00      
Total Volume and Open Interest 246 5,681 +28
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 090312 7305 7310 7080 7095 -205 59,593 60,496 +36,323
Total Volume and Open Interest 216,453 294,634 +17,278
Nikkei 225(SGX)
Jun09 090312 7305 7310 7080 7095 -205 59,593 60,496 +36,323
Sep09 090312 7100 7100 7100 7100 -200 0 171 +0
Dec09 090312 7050 7050 7050 7050 -200 0 78 +0
Total Volume and Open Interest 216,453 294,634 +17,278
CAC 40(EURONEXT)
Mar09 090312 2631.5 2699.5 2594.0 2694.5 +19.0 160,441 396,691 -6,625
Apr09 090312 2628.5 2699.0 2596.5 2695.0 +19.5 4,047 11,330 +3,723
May09 090312 2550.0 2643.5 2547.0 2643.5 +22.0 0 737 +0
Total Volume and Open Interest 164,492 411,373 -2,900
Hang Seng Index(HKFE)
Mar09 090312 11887 11977 11749 11967 +34 57,122 86,792 -58
Apr09 090312 11802 11930 11711 11924 +34 566 1,962 +352
Total Volume and Open Interest 57,721 90,052 +314
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 090312 3669.00 3776.50 3608.00 3700.50 +6.00 161,637 704,773 -1,721
Jun09 090312 3635.00 3728.00 3562.50 3653.50 +4.50 9,652 22,108 +7,635
Sep09 090312 3625.00 3625.00 3625.00 3625.00 +5.00 7 33 +6
Total Volume and Open Interest 171,296 726,914 +5,920
SPI 200(SFE)
Mar09 090312 3230.0 3289.0 3210.0 3247.0 +18.0 32,232 321,507 +7,446
Jun09 090312 3233.0 3290.0 3217.0 3250.0 +18.0 2,121 9,700 +1,442
Sep09 090312 3212.0 3212.0 3197.0 3202.0 +18.0 6 1,754 +0
Total Volume and Open Interest 34,627 336,425 +8,921
GSCI(CME)
Mar09 090312 323.50 340.30 319.90 340.30 +21.30 2,929 6,088 -1,163
Apr09 090312 330.00 346.75 324.00 346.00 +19.50 3,282 11,573 +2,729
May09 090312 351.00 352.00 333.50 351.00 +17.00      
Total Volume and Open Interest 6,211 17,661 +1,566
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090312 211.10 211.60 211.10 211.60 +7.50      
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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