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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri March 20, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090320 937.00 953.00 935.25 952.00 +11.50 53,267 122,552 -59
Jul09 090320 937.00 950.00 934.75 949.00 +9.00 20,199 67,663 +458
Aug09 090320 927.50 932.50 923.00 932.50 +5.25 238 4,189 +1
Sep09 090320 905.00 905.50 897.50 905.50 +2.75 1,250 8,067 +673
Nov09 090320 889.00 897.00 883.75 893.00 +0.50 12,933 72,560 -199
Jan10 090320 901.00 906.00 895.00 903.00 +1.50 326 2,824 +158
Mar10 090320 910.00 911.00 901.50 911.00 +1.00 112 966 -2
Total Volume and Open Interest 89,078 288,268 +1,184
Soybean Meal(CBOT)
May09 090320 295.90 301.00 294.60 300.50 +4.20 18,901 52,258 -1,070
Jul09 090320 292.70 295.80 291.40 295.80 +2.80 6,372 23,412 +1,228
Aug09 090320 289.30 289.30 285.80 289.00 +1.60 651 5,402 -82
Sep09 090320 278.00 280.50 277.00 280.00 +0.60 836 6,597 +99
Oct09 090320 270.70 271.00 267.00 269.80 -0.90 307 4,934 -11
Dec09 090320 267.00 270.00 265.20 268.00 -1.00 2,711 14,704 -234
Jan10 090320 267.70 270.20 267.70 269.20 -1.00 13 748 -2
Mar10 090320 272.50 273.50 272.50 272.50 -1.00 12 811 +6
Total Volume and Open Interest 29,902 109,436 -14
Soybean Oil(CBOT)
May09 090320 31.91 32.49 31.83 32.25 +0.36 20,794 101,370 +196
Jul09 090320 32.25 32.73 32.19 32.52 +0.36 6,992 54,357 +1,414
Aug09 090320 32.50 32.80 32.50 32.68 +0.37 360 6,891 +91
Sep09 090320 32.81 32.97 32.45 32.83 +0.38 566 7,644 -18
Oct09 090320 33.00 33.07 32.60 32.98 +0.38 679 4,546 -253
Dec09 090320 33.09 33.40 33.07 33.28 +0.39 3,485 24,941 +648
Jan10 090320 33.45 33.55 33.35 33.55 +0.40 21 751 +21
Mar10 090320 33.80 34.00 33.75 33.80 +0.40 0 853 +0
Total Volume and Open Interest 32,897 207,944 +2,099
Canola(WCE)
Mar09 090313 408.1 408.1 408.1 408.1 -3.2 0 202 +0
May09 090320 419.4 421.7 416.2 420.8 +1.5 7,614 54,946 -194
Jul09 090320 418.0 423.8 418.0 423.1 +2.8 4,231 25,293 +3,603
Nov09 090320 423.2 427.3 422.1 426.7 +2.7 176 18,481 +325
Jan10 090320 427.2 431.4 427.2 430.9 +2.4 18 592 +61
Total Volume and Open Interest 12,161 99,705 +3,901
Corn(CBOT)
May09 090320 395.00 398.00 393.50 396.50 unch 73,467 269,956 -4,463
Jul09 090320 405.50 408.50 404.00 407.00 unch 17,111 195,634 +1,932
Sep09 090320 414.50 417.50 414.50 416.00 -0.25 7,809 50,068 +481
Dec09 090320 426.00 429.75 425.25 428.00 -0.25 22,647 176,716 +394
Mar10 090320 436.50 440.25 436.50 439.25 unch 2,456 19,218 +845
May10 090320 445.25 446.00 444.00 445.25 +0.50 124 2,455 +15
Total Volume and Open Interest 124,633 754,748 -729
Wheat(CBOT)
May09 090320 556.25 561.00 541.00 550.25 -5.00 39,580 119,343 -230
Jul09 090320 567.75 573.00 553.75 562.50 -5.25 14,319 94,204 +892
Sep09 090320 591.25 596.00 577.50 586.75 -5.00 2,295 26,548 +215
Dec09 090320 613.00 618.50 600.00 608.75 -4.50 8,674 42,844 +1,239
Mar10 090320 624.50 624.50 617.00 624.00 -4.50 97 1,631 -9
Total Volume and Open Interest 65,107 293,937 +2,097
Wheat(KCBT)
May09 090320 605.00 608.50 591.00 603.00 -3.00 7,544 28,004 -237
Jul09 090320 614.75 619.00 602.00 614.00 -2.75 3,684 25,632 -36
Sep09 090320 625.50 627.00 612.25 624.25 -2.25 518 6,009 +74
Dec09 090320 639.50 640.50 626.75 639.50 -2.00 1,642 17,108 +84
Mar10 090320 654.00 654.00 641.00 651.00 -3.00 30 512 -2
Total Volume and Open Interest 13,484 79,079 -122
Wheat(MGE)
Mar09 090313 630.00 630.00 630.00 630.00 -4.50 8 14 -8
May09 090320 639.00 642.00 630.00 635.75 -3.50 3,316 9,308 -507
Jul09 090320 634.50 638.25 626.00 631.75 -4.00 1,445 6,917 +92
Sep09 090320 641.00 642.50 632.75 638.00 -3.25 552 4,730 +375
Dec09 090320 652.00 654.75 643.25 648.25 -3.75 307 3,386 +77
Total Volume and Open Interest 5,676 24,909 +33
Oats(CBOT)
May09 090320 200.00 201.00 197.50 200.00 -1.00 463 7,055 +248
Jul09 090320 209.75 209.75 207.00 208.75 -1.00 388 3,386 -144
Sep09 090320 217.00 218.75 217.00 217.75 -1.00 0 21 +0
Dec09 090320 232.00 232.50 230.00 232.50 -1.50 211 3,822 +98
Total Volume and Open Interest 1,062 14,286 +202
Rough Rice(CBOT)
Mar09 090313 11.75 11.88 11.50 11.50 -0.38 10 24 -24
May09 090320 12.51 12.93 12.51 12.82 +0.28 331 4,037 +8
Jul09 090320 12.99 13.12 12.83 12.99 +0.26 33 488 -1
Sep09 090320 12.21 12.30 12.06 12.19 -0.02 12 1,146 -1
Total Volume and Open Interest 427 7,010 +29
Live Cattle(CME)
Apr09 090320 85.100 85.850 85.000 85.200 +0.450 8,098 51,905 -2,296
Jun09 090320 83.400 83.785 82.680 82.850 -0.285 10,706 81,194 +1,915
Aug09 090320 84.450 84.900 84.000 84.080 -0.150 5,805 41,338 +425
Oct09 090320 88.150 88.400 87.600 87.730 -0.250 2,082 19,610 +61
Dec09 090320 90.250 90.650 89.800 90.050 -0.400 196 8,910 +90
Feb10 090320 91.250 91.750 91.150 91.300 -0.300 113 2,970 +28
Total Volume and Open Interest 27,000 206,356 +223
Feeder Cattle(CME)
Mar09 090320 94.350 94.700 93.550 93.680 -0.570 870 2,517 -77
Apr09 090320 94.300 94.800 93.700 93.785 -0.515 2,066 6,130 -142
May09 090320 95.800 96.150 95.050 95.385 -0.345 1,566 8,874 +149
Aug09 090320 99.250 99.350 98.100 98.230 -0.670 578 4,412 +179
Sep09 090320 99.600 99.700 98.980 99.330 -0.270 10 789 +4
Oct09 090320 99.700 100.000 99.200 99.400 -0.500 104 424 +57
Nov09 090320 99.950 99.950 99.500 99.650 -0.300 30 98 +15
Total Volume and Open Interest 5,224 23,255 +185
Lean Hogs(CME)
Apr09 090320 62.650 62.930 61.680 61.750 -0.300 8,188 32,693 -2,142
May09 090320 73.885 73.900 72.830 73.300 -0.175 106 3,555 +35
Jun09 090320 75.450 75.725 73.600 73.785 -1.165 9,049 47,635 +2,317
Jul09 090320 76.285 76.330 74.500 74.550 -1.235 2,685 18,195 +952
Aug09 090320 76.150 76.300 74.550 74.600 -1.000 2,057 19,002 +944
Oct09 090320 68.725 69.000 67.650 67.885 -0.865 220 6,479 +48
Dec09 090320 67.900 67.950 66.900 67.200 -0.200 98 3,337 +29
Feb10 090320 70.500 70.500 69.700 70.300 -0.100 23 761 +21
Total Volume and Open Interest 22,426 132,154 +2,204
Pork Bellies(CME)
Mar09 090320 87.900 88.250 87.900 87.900 unch 0 5 +0
May09 090320 91.300 91.500 89.535 91.500 -0.250 108 662 -4
Jul09 090320 88.000 88.850 86.550 86.600 +0.300 3 255 +1
Aug09 090320 86.000 86.000 84.600 84.600 -0.400 1 64 +1
Feb10 090320 92.000 92.000 92.000 92.000 unch 0 5 +0
Total Volume and Open Interest 112 996 -2
Class III Milk(CME)
Mar09 090320 10.55 10.65 10.50 10.51 -0.04 67 4,839 +14
Apr09 090320 12.04 12.37 11.38 11.41 -0.22 283 4,494 -16
May09 090320 12.45 12.85 11.90 11.96 -0.17 172 4,438 +65
Jun09 090320 13.09 13.35 12.59 12.68 -0.11 354 4,151 +127
Jul09 090320 14.30 14.35 13.76 13.78 -0.17 213 2,892 +20
Total Volume and Open Interest 1,573 34,299 +217
Cocoa(ICE)
May09 090320 2570 2597 2551 2585 -6 7,968 48,318 -1,842
Jul09 090320 2594 2598 2555 2587 -7 1,657 24,625 +315
Sep09 090320 2568 2594 2568 2583 -6 1,346 17,691 +291
Dec09 090320 2572 2583 2569 2574 -5 259 12,567 -42
Mar10 090320 2559 2566 2552 2564 -7 46 8,181 +40
May10 090320 2553 2565 2552 2565 -8 1 2,232 +1
Jul10 090320 2577 2577 2577 2577 -8 0 389 +0
Total Volume and Open Interest 11,277 114,638 -1,237
Coffee "C"(ICE)
Mar09 090319 115.35 115.35 113.45 114.20 +3.05 3 15 -3
May09 090320 115.70 118.10 115.15 116.20 +0.05 8,650 69,704 -806
Jul09 090320 118.50 120.00 117.20 118.20 +0.15 2,384 30,750 +956
Sep09 090320 119.80 122.10 119.65 120.35 +0.20 1,178 16,178 +328
Dec09 090320 123.10 124.80 122.75 123.15 +0.15 417 11,199 +8
Mar10 090320 126.00 127.50 125.80 125.85 +0.15 309 7,404 +84
Total Volume and Open Interest 13,177 137,396 +726
Orange Juice(ICE)
May09 090320 72.80 72.85 71.80 72.75 +0.15 496 18,535 -90
Jul09 090320 75.00 75.00 74.00 74.75 +0.15 44 4,790 -1
Sep09 090320 77.95 77.95 77.50 77.65 +0.05 54 2,860 +2
Nov09 090320 80.35 80.40 80.35 80.40 +0.05 0 505 +0
Jan10 090320 83.40 83.40 83.40 83.40 +0.05 0 139 +0
Mar10 090320 86.15 86.15 86.15 86.15 +0.05 0 5 +0
Total Volume and Open Interest 594 27,063 -89
Sugar #11(ICE)
May09 090320 13.53 13.63 13.42 13.54 -0.08 39,836 235,591 +3,101
Jul09 090320 13.90 14.00 13.83 13.97 -0.02 20,076 157,958 +5,276
Oct09 090320 14.50 14.51 14.36 14.51 +0.05 9,417 94,233 +1,936
Mar10 090320 15.10 15.27 15.10 15.27 +0.06 2,746 64,978 +499
May10 090320 14.88 14.96 14.85 14.96 +0.05 1,939 22,220 +1,609
Total Volume and Open Interest 76,253 646,534 +12,803
Sugar #14(ICE)
May09 090320 19.24 19.70 19.24 19.60 +0.36 39 2,238 +33
Jul09 090320 20.15 20.25 20.15 20.17 +0.09 19 2,557 +13
Sep09 090320 20.80 20.85 20.80 20.83 +0.08 3 2,022 +3
Total Volume and Open Interest 61 6,817 +49
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090320 1861 1884 1861 1877 +3 2,305 50,702 -82
Sep09 090320 1839 1862 1839 1855 +4 1,072 18,549 +196
Dec09 090320 1813 1827 1813 1825 +7 475 19,626 -49
Mar10 090320 1790 1806 1790 1805 +7 12 9,464 -7
May10 090320 1799 1807 1797 1797 +2 0 325 +0
Jul10 090320 1803 1803 1803 1803 +2 0 242 +0
Total Volume and Open Interest 10,306 173,305 -905
London Coffee(LCE)
London Sugar(LCE)
May09 090320 408.20 408.50 405.20 407.80 -0.20 2,461 25,970 -434
Aug09 090320 405.00 407.00 403.00 405.30 -0.70 2,079 25,074 +973
Oct09 090320 404.30 405.20 402.10 404.20 -0.20 535 10,465 +108
Dec09 090320 403.60 404.00 400.70 404.00 +1.60 172 3,299 +154
Mar10 090320 406.70 408.70 406.10 408.50 +0.70 258 2,115 +163
Total Volume and Open Interest 5,565 68,245 +1,024
Cotton(ICE)
May09 090320 42.97 44.34 42.95 44.08 +1.21 10,814 64,131 +1,121
Jul09 090320 43.85 45.19 43.80 44.93 +1.18 2,658 35,713 +748
Oct09 090320 47.67 47.67 47.67 47.67 +1.18 2 506 +0
Dec09 090320 48.25 49.45 48.25 49.24 +1.14 1,334 24,138 +471
Mar10 090320 51.18 52.09 51.18 51.96 +1.06 114 3,290 +65
May10 090320 52.96 52.96 52.96 52.96 +1.06 0 141 +0
Total Volume and Open Interest 14,944 130,490 +2,425
Lumber(CME)
May09 090320 167.3 169.5 165.5 165.6 -1.9 251 4,560 +26
Jul09 090320 176.6 178.8 175.2 175.4 -1.1 114 1,473 +33
Sep09 090320 184.6 187.7 184.0 186.5 -0.3 37 394 +2
Nov09 090320 183.9 184.5 183.1 184.5 +1.0 1 64 +0
Total Volume and Open Interest 404 6,505 +61
Crude Oil(NYM)
Apr09 090320 51.06 52.13 50.30 51.06 -0.55 125,337 51,422 -18,481
May09 090320 51.68 52.72 51.00 52.07 +0.03 212,517 329,924 +2,260
Jun09 090320 53.20 54.28 52.60 53.80 +0.27 77,405 164,786 +3,910
Jul09 090320 54.50 55.46 53.90 55.20 +0.41 23,003 81,715 +2,714
Aug09 090320 55.53 56.40 55.09 56.28 +0.42 9,720 30,715 +203
Sep09 090320 56.21 57.35 55.98 57.28 +0.45 10,510 33,501 -1,419
Oct09 090320 56.98 58.18 56.98 58.12 +0.48 5,817 27,955 -108
Nov09 090320 57.85 59.00 57.81 58.94 +0.52 4,566 19,553 -239
Dec09 090320 58.71 59.90 58.31 59.74 +0.56 24,252 88,542 +1,257
Jan10 090320 59.31 60.45 59.29 60.45 +0.57 2,750 22,276 -587
Feb10 090320 60.84 61.12 60.64 61.12 +0.59 818 10,964 +170
Mar10 090320 61.49 61.76 61.30 61.76 +0.61 749 12,324 +25
Apr10 090320 62.08 62.36 62.08 62.36 +0.65 447 6,077 +71
May10 090320 62.93 62.93 62.93 62.93 +0.69 187 4,659 -9
Jun10 090320 63.01 63.49 62.71 63.46 +0.73 2,311 23,574 -260
Jul10 090320 63.35 63.97 63.35 63.97 +0.76 599 7,033 +23
Total Volume and Open Interest 516,040 1,188,444 -8,669
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 090319 50.375 53.000 49.550 52.050 +1.650 3,449 2,223 +23
Jun09 090320 53.225 54.150 52.575 53.800 +0.275 164 389 -25
Jul09 090320 54.025 55.325 54.025 55.200 +0.400 13 33 -1
Aug09 090320 56.050 56.275 55.475 56.275 +0.425 4 15 +2
Sep09 090320 56.675 57.275 56.400 57.275 +0.450 2 15 +1
Oct09 090320 57.675 58.125 57.675 58.125 +0.475 0 2 +0
Nov09 090320 58.950 58.950 58.950 58.950 +0.525 0 2 +0
Dec09 090320 58.475 59.750 58.475 59.750 +0.575 17 28 +4
Total Volume and Open Interest 14,202 6,422 -116
Heating Oil(NYM)
Apr09 090320 135.02 138.73 134.00 138.34 +2.71 21,625 33,532 -2,415
May09 090320 136.80 140.37 135.35 139.98 +2.85 16,446 53,583 +695
Jun09 090320 139.20 142.70 138.36 142.33 +2.85 8,979 38,991 -1,469
Jul09 090320 142.00 145.40 141.10 145.08 +2.60 4,159 21,286 +401
Aug09 090320 145.25 147.88 144.52 147.88 +2.40 2,093 11,208 +33
Sep09 090320 148.00 151.30 148.00 151.03 +2.30 2,337 12,583 +108
Oct09 090320 151.12 154.25 151.12 153.98 +2.25 2,315 8,913 +322
Nov09 090320 154.36 157.08 154.36 157.08 +2.25 1,616 9,549 +77
Dec09 090320 157.96 160.28 157.38 160.28 +2.25 3,484 21,881 +762
Jan10 090320 160.42 163.35 160.42 163.23 +2.30 1,377 8,801 +85
Feb10 090320 162.50 165.08 162.33 165.08 +2.35 325 5,780 +22
Mar10 090320 163.25 166.00 163.10 165.78 +2.45 328 3,841 +112
Total Volume and Open Interest 66,376 266,554 -1,230
Gasoline(NYMEX)
Apr09 090320 144.00 146.30 140.95 145.70 +1.97 28,424 32,734 -3,634
May09 090320 145.75 148.12 142.90 147.33 +1.70 32,181 67,851 +1,406
Jun09 090320 146.00 148.90 143.75 148.27 +1.67 15,525 29,036 +726
Jul09 090320 145.27 149.00 144.90 148.67 +1.67 7,477 16,770 +402
Aug09 090320 144.78 148.82 144.78 148.82 +1.69 4,234 12,725 +683
Sep09 090320 147.29 148.57 146.96 148.57 +1.59 5,589 13,435 -308
Oct09 090320 139.66 139.66 139.66 139.66 +1.43 3,640 10,791 +199
Nov09 090320 138.18 140.01 138.18 140.01 +1.43 2,012 2,453 -21
Dec09 090320 138.51 141.61 138.00 141.61 +1.43 1,987 8,619 -12
Jan10 090320 143.50 144.31 143.50 144.31 +1.58 447 1,702 +225
Total Volume and Open Interest 101,841 204,949 -306
e-miNY RBOB Gasoline(NYM)
Apr09 090319 1.37 1.37 1.37 1.44 +0.07 0 2 +0
May09 090320 147.33 147.33 147.33 147.33 +1.70      
Jun09 090320 148.27 148.27 148.27 148.27 +1.67      
Jul09 090320 148.67 148.67 148.67 148.67 +1.67      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Apr09 090320 4.200 4.335 4.109 4.227 +0.053 64,731 70,165 -8,688
May09 090320 4.260 4.410 4.180 4.306 +0.065 27,378 98,662 +5,587
Jun09 090320 4.375 4.525 4.305 4.431 +0.072 6,968 47,643 +523
Jul09 090320 4.490 4.655 4.435 4.562 +0.076 2,530 40,626 +236
Aug09 090320 4.583 4.725 4.521 4.647 +0.075 1,864 30,065 +520
Sep09 090320 4.625 4.778 4.574 4.696 +0.073 1,476 25,299 +57
Oct09 090320 4.710 4.890 4.695 4.810 +0.067 6,253 43,001 -170
Nov09 090320 5.173 5.334 5.169 5.285 +0.082 694 19,578 -12
Dec09 090320 5.703 5.813 5.630 5.775 +0.087 1,184 32,836 +148
Jan10 090320 5.985 6.090 5.910 6.050 +0.087 2,287 28,088 -17
Feb10 090320 5.959 6.095 5.921 6.055 +0.087 558 10,984 +17
Mar10 090320 5.841 5.971 5.801 5.928 +0.082 898 23,193 +367
Apr10 090320 5.540 5.660 5.540 5.633 +0.097 1,038 22,912 -10
May10 090320 5.577 5.677 5.550 5.654 +0.093 166 10,968 +110
Jun10 090320 5.659 5.753 5.619 5.743 +0.093 51 7,034 +8
Jul10 090320 5.860 5.870 5.830 5.857 +0.093 23 6,133 +3
Total Volume and Open Interest 119,274 661,179 -1,353
Brent Crude Oil(ICE)
May09 090320 50.38 51.70 49.74 51.22 +0.55 110,707 153,566 -7,299
Jun09 090320 51.68 52.95 51.10 52.49 +0.46 70,738 124,626 -4,495
Jul09 090320 52.84 54.04 52.34 53.66 +0.39 29,378 50,115 -1,097
Aug09 090320 54.29 54.90 53.35 54.60 +0.36 12,790 23,128 -1,387
Sep09 090320 55.18 55.81 54.22 55.49 +0.37 10,481 22,144 +923
Oct09 090320 55.80 56.73 55.11 56.40 +0.38 7,033 14,890 +676
Nov09 090320 56.63 57.63 55.98 57.28 +0.40 7,085 13,855 -112
Dec09 090320 57.44 58.53 56.84 58.15 +0.42 24,205 77,134 -1,538
Jan10 090320 57.82 58.94 57.79 58.94 +0.45 3,147 13,348 -381
Feb10 090320 59.64 59.64 59.64 59.64 +0.44 1,292 6,708 +41
Mar10 090320 60.32 60.32 60.32 60.32 +0.46 761 5,987 +78
Apr10 090320 60.96 60.96 60.96 60.96 +0.48 573 3,214 -29
May10 090320 61.52 61.52 61.52 61.52 +0.48 448 2,723 +1
Jun10 090320 61.19 62.15 61.19 62.04 +0.46 573 11,873 +228
Total Volume and Open Interest 284,926 636,991 -12,685
Gas Oil(ICE)
Apr09 090320 430.25 441.00 426.00 435.75 +8.00 34,548 57,157 +343
May09 090320 437.50 449.25 434.25 444.00 +7.75 22,507 74,977 +2,724
Jun09 090320 449.75 458.25 444.25 453.75 +8.00 11,087 55,885 +38
Jul09 090320 459.50 469.00 454.00 464.00 +8.25 5,898 23,411 +218
Aug09 090320 470.00 478.50 464.75 474.00 +8.25 5,000 26,518 +1,628
Sep09 090320 481.00 488.50 474.00 484.00 +7.75 3,208 24,988 +296
Oct09 090320 489.00 494.75 486.25 492.75 +7.50 1,519 19,099 +68
Nov09 090320 499.00 502.75 493.50 500.75 +7.50 793 12,122 -18
Dec09 090320 505.50 512.25 498.75 508.25 +7.50 3,699 55,582 -157
Jan10 090320 508.50 517.25 508.50 517.25 +7.75 1,059 20,337 +212
Total Volume and Open Interest 92,350 448,447 +5,784
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090320 1.590 1.595 1.580 1.585 unch 17 384 -9
May09 090320 1.600 1.600 1.590 1.597 -0.006 21 478 +14
Jun09 090320 1.605 1.630 1.605 1.623 -0.013 7 368 +0
Jul09 090320 1.655 1.655 1.645 1.645 -0.013 5 338 +5
Aug09 090320 1.650 1.650 1.640 1.647 -0.008 5 174 +0
Sep09 090320 1.660 1.660 1.650 1.656 -0.018 10 244 +0
Oct09 090320 1.685 1.685 1.660 1.670 -0.020 8 223 +5
Total Volume and Open Interest 121 3,734 +44
US Dollar Index(ICE)
Jun09 090320 83.605 84.550 83.280 84.340 +0.700 9,169 22,240 +1,446
Sep09 090320 84.700 84.915 84.385 84.820 +0.780 8 2,034 -2
Dec09 090320 85.155 85.155 85.155 85.155 +0.780 1 1 +0
Total Volume and Open Interest 9,178 24,275 +1,444
Australian Dollar(CME)
Jun09 090320 68.40 69.00 68.18 68.31 +0.02 47,530 51,622 +1,481
Sep09 090320 68.01 68.69 67.99 68.05 +0.02 15 182 +1
Dec09 090320 67.80 67.80 67.78 67.80 +0.02 1 19 -1
Total Volume and Open Interest 47,546 51,838 +1,481
British Pound(CME)
Jun09 090320 145.24 145.93 143.93 144.40 -0.75 74,917 76,744 +790
Sep09 090320 144.87 145.73 144.09 144.52 -0.74 57 241 +30
Dec09 090320 144.67 145.81 144.66 144.67 -0.74 2 31 +0
Total Volume and Open Interest 74,976 77,018 +820
Canadian Dollar(CME)
Jun09 090320 80.83 81.41 80.40 80.73 -0.12 61,869 53,397 -1,659
Sep09 090320 80.80 81.31 80.56 80.86 -0.10 70 1,880 +52
Dec09 090320 81.37 81.37 80.72 81.01 -0.10 24 1,101 +14
Mar10 090320 81.34 81.39 80.89 81.12 -0.10 2 449 +2
Total Volume and Open Interest 61,965 56,832 -1,591
Japanese Yen(CME)
Jun09 090320 105.98 106.33 103.99 104.33 -1.60 77,788 73,754 +3,873
Sep09 090320 105.97 106.48 104.23 104.54 -1.62 63 624 +37
Dec09 090320 104.82 106.47 104.82 104.82 -1.65 0 15 +0
Total Volume and Open Interest 77,851 74,406 +3,910
Swiss Franc(CME)
Jun09 090320 89.19 89.69 88.66 88.70 -0.38 50,842 28,035 -3,017
Sep09 090320 89.25 89.81 88.93 88.94 -0.37 14 73 +5
Dec09 090320 89.21 89.94 89.21 89.21 -0.37 0 4 +0
Total Volume and Open Interest 50,856 28,112 -3,012
EuroFX(CME)
Jun09 090320 136.67 137.25 135.15 135.52 -1.08 235,841 113,340 +3,868
Sep09 090320 136.50 137.35 135.22 135.58 -1.06 66 1,041 +16
Dec09 090320 135.67 137.05 135.67 135.67 -1.02 3 28 +3
Total Volume and Open Interest 235,910 114,415 +3,888
Mexican Peso(CME)
Apr09 090320 704.8 704.8 699.5 704.8 +5.2 0 5 +0
May09 090320 701.0 701.0 695.8 701.0 +5.2      
Total Volume and Open Interest 12,306 48,731 +1,214
30-Year T-Bonds(CBOT)
Mar09 090320 131~035 131~215 130~240 131~000 +0~055 438 5,062 -538
Jun09 090320 129~185 130~120 128~255 129~080 -0~070 340,525 697,307 +3,666
Sep09 090320 128~075 128~310 127~315 127~315 -0~070 18 168 +1
Total Volume and Open Interest 343,908 702,619 +3,129
10-Year T-Notes(CBOT)
Mar09 090320 126~020 126~155 125~210 125~275 -0~045 4,163 11,359 -1,272
Jun09 090320 124~155 124~310 124~120 124~185 +0~015 1,030,466 1,008,612 +50,008
Sep09 090320 123~185 123~185 123~170 123~185 +0~015      
Total Volume and Open Interest 1,034,629 1,019,971 +48,736
5-Year T-Notes(CBOT)
Mar09 090320 119~025 119~039 119~022 119~039 +0~015 5,883 9,373 -1,361
Jun09 090320 118~049 118~090 118~049 118~074 +0~018 433,782 863,502 +3,454
Sep09 090320 56~026 56~026 56~008 56~026 +0~018      
Total Volume and Open Interest 439,665 872,875 +2,093
2 Year T-Notes(CBOT)
Mar09 090320 108~124 109~012 108~124 109~003 -0~005 17 7,452 -198
Jun09 090320 108~093 108~111 108~090 108~095 -0~001 196,984 451,281 -8,797
Sep09 090320 108~095 108~096 108~095 108~095 -0~001      
Total Volume and Open Interest 199,659 458,733 -8,995
Eurodollars(CME)
Jun09 090320 98.805 98.830 98.755 98.785 -0.025 325,946 1,062,960 +15,364
Sep09 090320 98.780 98.830 98.755 98.780 -0.010 317,624 957,947 +11,225
Dec09 090320 98.605 98.675 98.590 98.615 -0.010 299,422 703,618 -11,162
Mar10 090320 98.550 98.625 98.530 98.555 -0.010 289,565 630,101 +4,578
Jun10 090320 98.405 98.465 98.370 98.390 -0.015 307,873 382,842 +13,828
Sep10 090320 98.230 98.285 98.190 98.205 -0.025 199,826 359,287 -2,472
Dec10 090320 98.025 98.080 97.980 97.995 -0.030 171,716 409,936 +13,546
Mar11 090320 97.870 97.925 97.820 97.840 -0.030 117,117 265,388 +827
Jun11 090320 97.660 97.720 97.615 97.635 -0.025 64,053 203,503 +1,935
Sep11 090320 97.470 97.525 97.425 97.450 -0.020 46,109 130,377 +835
Dec11 090320 97.265 97.320 97.230 97.260 -0.010 42,694 98,919 -380
Mar12 090320 97.150 97.205 97.120 97.155 -0.005 36,952 86,962 +319
Jun12 090320 97.045 97.085 97.005 97.040 -0.005 13,888 72,102 +1,337
Sep12 090320 96.985 96.995 96.905 96.955 -0.005 13,866 65,141 +1,055
Dec12 090320 96.885 96.905 96.805 96.850 -0.005 11,243 54,758 +228
Mar13 090320 96.835 96.870 96.770 96.805 -0.005 11,242 38,872 +1,543
Jun13 090320 96.735 96.800 96.695 96.730 -0.005 7,461 28,908 +2,153
Sep13 090320 96.670 96.750 96.635 96.675 -0.005 5,857 35,366 +205
Total Volume and Open Interest 2,362,851 5,860,248 +81,834
30 Day Federal Funds(CBOT)
Mar09 090320 99.802 99.808 99.800 99.802 +0.002 2,422 47,599 -45
Apr09 090320 99.780 99.785 99.775 99.780 +0.005 5,336 54,705 +2,165
May09 090320 99.770 99.780 99.770 99.775 +0.005 7,130 57,650 +1,008
Jun09 090320 99.765 99.770 99.760 99.765 +0.005 8,388 32,160 +1,655
Jul09 090320 99.745 99.750 99.740 99.745 unch 5,375 29,437 -639
Aug09 090320 99.730 99.730 99.715 99.725 +0.005 5,565 28,658 +278
Total Volume and Open Interest 49,310 396,459 +6,508
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)
Jun09 090320 99.40 99.40 99.40 99.40 unch      
Sep09 090320 99.44 99.44 99.44 99.44 unch      
Dec09 090320 99.45 99.45 99.44 99.44 -0.01      
Mar10 090320 99.43 99.43 99.43 99.43 unch      
Jun10 090320 99.38 99.38 99.38 99.38 unch      
Sep10 090320 99.32 99.32 99.32 99.32 unch      
Dec10 090320 99.27 99.27 99.27 99.27 unch      
Mar11 090320 99.18 99.18 99.18 99.18 unch      
Jun11 090320 99.14 99.14 99.14 99.14 unch      
Sep11 090320 99.14 99.14 99.14 99.14 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090320 99.43 99.43 99.43 99.43 unch 252 11,395 +250
Sep09 090320 99.46 99.46 99.46 99.46 unch 0 4,130 -48
Dec09 090320 99.47 99.47 99.47 99.47 unch 1 1,931 -1
Mar10 090320 99.46 99.46 99.46 99.46 unch 10 1,382 +10
Jun10 090320 99.39 99.39 99.39 99.39 unch 0 527 +0
Sep10 090320 99.33 99.33 99.33 99.33 unch 0 252 +0
Dec10 090320 99.29 99.29 99.29 99.29 unch 0 152 +0
Mar11 090320 99.21 99.21 99.21 99.21 unch 0 412 +0
Total Volume and Open Interest 263 21,798 +253
Japanese Gov't Bonds(SGX)
Jun09 090319 139.60 139.69 139.18 139.60 +0.86 1,462 9,995 +2
Sep09 090319 139.60 139.60 139.60 139.60 +0.86      
Dec09 090319 139.60 139.60 139.60 139.60 +0.86      
Total Volume and Open Interest 1,462 9,995 +2
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 090320 116.26 116.26 116.26 116.26 +0.33 74 8,610 +9
Dec09 090320 116.11 116.11 116.11 116.11 +0.34      
Total Volume and Open Interest 354,779 694,078 -1,922
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 090317 125~12 125~12 124~31 125~00 -0~27 6,903 0 -16,007
Jun09 090320 123~26 124~06 123~20 124~03 +0~02 81,359 365,844 -9,057
Total Volume and Open Interest 81,382 379,905 -9,047
3-Mth Short Sterling(LIFFE)
Jun09 090320 98.46 98.54 98.45 98.52 +0.05 107,141 304,653 -988
Sep09 090320 98.46 98.53 98.46 98.50 +0.04 77,403 302,513 +3,396
Dec09 090320 98.22 98.30 98.22 98.27 +0.03 63,605 251,264 +6,496
Mar10 090320 98.09 98.17 98.09 98.14 +0.04 81,117 254,455 +3,541
Jun10 090320 97.86 97.94 97.86 97.92 +0.04 63,475 164,955 +2,717
Sep10 090320 97.66 97.70 97.66 97.69 +0.03 33,883 134,615 -190
Total Volume and Open Interest 469,333 1,604,976 -406,218
3-Mth Euribor(LIFFE)
Jun09 090320 98.605 98.680 98.605 98.675 +0.035 200,799 707,610 -28,360
Sep09 090320 98.555 98.645 98.550 98.635 +0.040 107,234 576,545 +5,896
Dec09 090320 98.360 98.465 98.360 98.450 +0.055 92,023 435,168 -2,059
Total Volume and Open Interest 788,489 3,101,356 -25,951
3-Mth Aus T-Bills(SFE)
Jun09 090320 97.30 97.32 97.27 97.28 -0.02 21,522 299,169 +10,917
Sep09 090320 97.40 97.41 97.35 97.38 -0.02 12,673 159,857 +4,207
Dec09 090320 97.30 97.30 97.22 97.25 -0.04 6,848 89,874 +1,163
Mar10 090320 97.08 97.08 96.99 97.03 -0.04 5,462 59,421 +590
Jun10 090320 96.79 96.79 96.69 96.73 -0.06 2,561 52,079 -133
Sep10 090320 96.49 96.49 96.39 96.42 -0.07 2,092 32,133 -1,269
Dec10 090320 96.19 96.19 96.08 96.12 -0.06 1,478 18,524 +682
Mar11 090320 95.91 95.91 95.81 95.86 -0.05 1,275 5,389 +1,136
Jun11 090320 95.62 95.64 95.62 95.63 -0.05 54 1,687 -83
Sep11 090320 95.43 95.43 95.43 95.43 -0.06 0 622 -122
Total Volume and Open Interest 53,965 718,911 +17,088
10-Year Aus T-Bonds(SFE)
Jun09 090316 95.70 95.73 95.63 95.68 -0.03 82,026 234,098 +43,030
Sep09 090320 95.83 95.83 95.83 95.83 -0.07      
Total Volume and Open Interest 40,576 248,623 +11,015
3-Year Aus T-Bonds(SFE)
Jun09 090318 96.75 96.82 96.73 96.78 +0.01 72,949 324,628 +51,432
Sep09 090320 96.89 96.89 96.89 96.89 -0.07      
Total Volume and Open Interest 98,109 338,890 +14,302
Gold(CMX)
Apr09 090320 959.2 967.8 946.7 956.2 -2.6 226,078 177,880 -11,425
Jun09 090320 960.3 970.0 948.9 958.5 -2.5 39,477 129,118 +14,840
Aug09 090320 963.0 971.0 951.9 960.3 -2.5 611 11,071 -7
Oct09 090320 966.0 971.0 960.8 961.8 -2.6 320 5,567 +78
Dec09 090320 963.4 973.6 955.0 963.4 -2.6 1,953 18,062 +94
Feb10 090320 963.0 967.5 963.0 965.2 -2.6 111 4,131 -36
Apr10 090320 967.0 967.0 967.0 967.0 -2.6 176 2,377 +3
Jun10 090320 968.9 968.9 968.9 968.9 -2.5 7 4,660 +0
Aug10 090320 970.8 970.8 970.8 970.8 -2.4 0 376 +0
Oct10 090320 972.7 972.7 972.7 972.7 -2.4 0 1 +0
Dec10 090320 966.5 975.0 966.5 974.7 -2.3 98 8,393 -52
Total Volume and Open Interest 269,445 379,831 +3,594
Silver(CMX)
Mar09 090320 1360.0 1382.7 1351.5 1382.7 +32.7 171 594 -111
May09 090320 1357.5 1386.0 1341.0 1384.0 +32.0 32,489 49,798 -499
Jul09 090320 1357.5 1388.0 1343.5 1386.8 +32.1 2,198 14,728 +105
Sep09 090320 1368.0 1387.8 1367.0 1387.8 +32.1 333 3,970 +19
Dec09 090320 1351.5 1389.1 1351.5 1389.1 +32.1 868 11,817 +288
Mar10 090320 1390.2 1390.2 1390.2 1390.2 +32.2 24 3,748 +0
May10 090320 1370.0 1391.0 1370.0 1391.0 +32.3 3 159 +2
Total Volume and Open Interest 36,660 92,484 -312
Platinum(NYMEX)
Apr09 090320 1134.9 1134.9 1103.7 1114.2 -7.6 2,692 11,756 -821
Jul09 090320 1137.0 1137.8 1108.6 1119.0 -7.2 1,871 8,345 +1,084
Oct09 090320 1123.2 1125.6 1123.2 1125.0 -7.2 16 70 +8
Total Volume and Open Interest 4,579 20,171 +271
Palladium(NYMEX)
Mar09 090320 206.00 211.00 206.00 210.85 +5.05 2 25 -160
Jun09 090320 205.50 211.05 205.50 210.90 +4.90 337 12,037 +13
Sep09 090320 210.00 212.10 210.00 212.10 +4.85 2 62 +0
Total Volume and Open Interest 341 12,128 -147
Copper(CMX)
Mar09 090320 178.25 182.05 178.25 178.75 -1.05 219 1,186 -61
May09 090320 181.05 185.30 178.70 179.60 -1.15 11,903 60,108 -627
Jul09 090320 181.30 186.00 180.00 180.45 -1.15 2,891 16,383 +1,625
Sep09 090320 181.55 184.90 181.00 181.20 -1.10 198 4,267 -40
Dec09 090320 182.45 185.10 182.00 182.15 -1.00 133 3,112 +77
Total Volume and Open Interest 15,860 93,769 +859
Aluminum(CMX)
Mar09 090320 0.67 0.67 0.67 0.67 unch      
Apr09 090320 0.67 0.67 0.67 0.67 unch      
May09 090320 0.68 0.68 0.68 0.68 unch      
Jun09 090320 0.68 0.68 0.68 0.68 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)
Jun09 090320 7336 7400 7195 7215 -137 3,578 6,674 +1,446
Sep09 090320 7230 7260 7180 7180 -141 0 1 +0
Dec09 090320 7135 7292 7135 7135 -157      
Mar10 090320 7095 7095 7095 7095        
S & P 500(CME)
Jun09 090320 780.10 785.50 761.70 764.10 -16.00 73,149 412,765 +21,024
Sep09 090320 760.00 782.30 759.30 760.80 -16.50 1 2,250 -1
Dec09 090320 759.10 780.60 757.60 759.10 -16.50 0 867 -1
Mar10 090320 758.10 779.60 756.60 758.10 -16.50      
Total Volume and Open Interest 131,051 698,809 +12,252
S & P 500 E-Mini(Globex)
Jun09 090320 780.00 785.50 761.50 764.00 -16.00 3,324,988 2,359,316 +145,867
Sep09 090320 774.00 782.00 758.25 760.75 -16.50 52 958 +4
Total Volume and Open Interest 3,886,536 3,849,488 -71,030
NASDAQ 100(CME)
Jun09 090320 1204.30 1220.00 1176.00 1188.00 -15.50 4,406 16,726 -1,163
Sep09 090320 1188.30 1188.30 1187.80 1188.30 -15.50      
Dec09 090320 1191.30 1191.30 1190.80 1191.30 -15.50      
Total Volume and Open Interest 6,556 40,484 -4,587
NASDAQ 100 E-Mini(Globex)
Jun09 090320 1204.80 1220.00 1177.30 1188.00 -15.50 405,034 222,087 +14,662
Sep09 090320 1205.80 1207.00 1180.00 1188.30 -15.50 2 9 -2
Total Volume and Open Interest 464,803 371,146 -27,663
S & P Midcap 400(CME)
Jun09 090320 478.00 479.85 460.00 461.00 -16.60 499 3,659 +401
Sep09 090320 459.00 475.00 459.00 459.00 -16.60      
Dec09 090320 459.00 459.60 459.00 459.00 -16.60      
Total Volume and Open Interest 952 7,342 +202
Russell 2000(CME)
Jun09 090319 0.05 0.05 0.05 0.05 unch 94 7,378 +0
Sep09 090319 0.05 0.05 0.05 0.05 unch 0 4,562 +0
Dec09 090319 0.05 0.05 0.05 0.05 unch      
Total Volume and Open Interest 94 7,378 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090319 7975 7980 7840 7865 -50 105,549 135,577 +1,842
Sep09 090319 7870 7870 7870 7870 -50 100 258 +80
Total Volume and Open Interest 105,649 136,504 +1,922
Nikkei 225(SGX)
Jun09 090319 7975 7980 7840 7865 -50 105,549 135,577 +1,842
Sep09 090319 7870 7870 7870 7870 -50 100 258 +80
Dec09 090319 7820 7820 7820 7820 -55 0 117 +0
Total Volume and Open Interest 105,649 136,504 +1,922
CAC 40(EURONEXT)
Mar09 090320 2742.5 2799.5 2724.5 2784.5 +6.5 228,043 325,793 -64,590
Apr09 090320 2738.0 2798.5 2723.5 2791.5 +13.5 96,163 297,355 +57,784
May09 090320 2690.0 2747.5 2678.0 2741.5 +16.0 70 770 -4
Total Volume and Open Interest 329,868 655,844 -1,517
Hang Seng Index(HKFE)
Mar09 090320 13137 13137 12736 12880 -123 65,441 82,529 -1,646
Apr09 090320 13020 13061 12698 12833 -132 1,456 5,373 +559
Total Volume and Open Interest 67,375 89,843 -938
DAX(EUREX)
Mar09 090306 3713.5 3772.0 3621.0 3656.0 -48.5 198,565 197,128 +0
Jun09 090306 3720.0 3780.0 3635.0 3665.5 -49.5 2,087 17,918 +0
Sep09 090306 3720.0 3785.5 3645.0 3675.0 -50.0 752 2,216 +0
Total Volume and Open Interest 201,404 217,262 -8,335
FT-SE 100(EURONEXT)
Mar09 090320 3785.00 3823.50 3773.00 3779.00 -45.00 307,603 293,905 -97,619
Jun09 090320 3750.00 3809.00 3722.50 3785.00 +10.00 204,365 623,627 +117,569
Sep09 090320 3753.00 3753.00 3753.00 3753.00 +10.00 0 39 +0
Total Volume and Open Interest 511,968 917,571 +19,950
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090320 3486.0 3536.0 3467.0 3487.0 -1.0 31,616 303,881 +12,761
Sep09 090320 3442.0 3445.0 3442.0 3445.0 -3.0 8 1,930 -19
Total Volume and Open Interest 41,637 435,461 -64,349
GSCI(CME)
Apr09 090320 368.80 374.25 368.50 374.00 +3.10 226 14,710 +44
May09 090320 378.00 381.00 377.00 378.00 unch      
Jun09 090320 384.00 387.00 383.50 384.00 unch      
Total Volume and Open Interest 226 14,710 +44
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090320 225.80 225.80 225.80 225.80 +0.50 0 50 +0
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.

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