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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 Mon March 23, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090323 952.25 981.25 951.50 955.50 +3.50 91,583 126,523 +3,971
Jul09 090323 949.00 978.50 948.25 952.00 +3.00 32,063 68,599 +936
Aug09 090323 935.00 961.00 935.00 936.50 +4.00 438 4,168 -21
Sep09 090323 913.25 928.00 907.00 908.50 +3.00 867 8,104 +37
Nov09 090323 892.00 914.75 891.25 895.50 +2.50 26,130 75,680 +3,120
Jan10 090323 900.00 923.25 900.00 906.50 +3.50 733 3,097 +273
Mar10 090323 906.50 928.00 906.50 915.00 +4.00 199 1,019 +53
Total Volume and Open Interest 152,693 296,742 +8,474
Soybean Meal(CBOT)
May09 090323 300.50 309.00 297.00 298.40 -2.10 34,838 51,870 -388
Jul09 090323 297.10 304.00 292.40 293.70 -2.10 11,081 24,555 +1,143
Aug09 090323 294.80 296.50 286.10 287.10 -1.90 873 5,684 +282
Sep09 090323 285.90 286.40 277.40 277.80 -2.20 826 6,813 +216
Oct09 090323 273.70 274.10 267.40 267.40 -2.40 572 5,115 +181
Dec09 090323 268.40 273.50 265.00 265.60 -2.40 3,487 14,766 +62
Jan10 090323 270.20 270.20 266.70 266.70 -2.50 19 743 -5
Mar10 090323 270.00 272.50 270.00 270.00 -2.50 14 806 -5
Total Volume and Open Interest 51,734 110,922 +1,486
Soybean Oil(CBOT)
May09 090323 32.27 33.45 32.26 33.10 +0.85 40,377 98,753 -2,617
Jul09 090323 32.56 33.73 32.53 33.39 +0.87 12,053 54,460 +103
Aug09 090323 33.59 33.71 33.38 33.55 +0.87 1,320 6,996 +105
Sep09 090323 33.68 33.88 33.52 33.70 +0.87 391 7,486 -158
Oct09 090323 33.52 34.02 33.52 33.85 +0.87 349 4,521 -25
Dec09 090323 33.31 34.39 33.28 34.17 +0.89 3,856 25,500 +559
Jan10 090323 34.45 34.45 33.55 34.45 +0.90 0 751 +0
Mar10 090323 34.70 34.70 33.80 34.70 +0.90 0 853 +0
Total Volume and Open Interest 58,349 205,913 -2,031
Canola(WCE)
Mar09 090313 408.1 408.1 408.1 408.1 -3.2 0 202 +0
May09 090323 422.0 427.3 420.0 420.0 -0.8 9,256 56,667 +1,721
Jul09 090323 424.5 430.7 423.1 424.1 +1.0 4,892 26,032 +739
Nov09 090323 424.1 436.4 424.1 429.8 +3.1 1,687 18,469 -12
Jan10 090323 432.8 437.7 432.8 434.0 +3.1 60 647 +55
Total Volume and Open Interest 16,084 102,334 +2,629
Corn(CBOT)
May09 090323 395.75 403.75 392.50 395.50 -1.00 111,298 274,135 +4,179
Jul09 090323 406.00 414.00 403.50 406.00 -1.00 39,357 201,154 +5,520
Sep09 090323 418.00 423.00 413.00 415.50 -0.50 7,653 51,087 +1,019
Dec09 090323 427.50 434.75 424.50 427.25 -0.75 37,750 179,447 +2,731
Mar10 090323 437.75 445.00 436.50 438.50 -0.75 3,293 19,902 +684
May10 090323 445.25 450.50 444.50 444.50 -0.75 189 2,495 +40
Total Volume and Open Interest 200,959 769,459 +14,711
Wheat(CBOT)
May09 090323 552.00 563.00 545.00 549.25 -1.00 33,365 119,689 +346
Jul09 090323 562.50 575.00 557.75 561.75 -0.75 12,545 95,604 +1,400
Sep09 090323 586.25 598.75 583.00 586.25 -0.50 1,139 26,667 +119
Dec09 090323 610.00 621.00 604.50 608.00 -0.75 7,893 44,541 +1,697
Mar10 090323 635.00 635.00 620.75 623.75 -0.25 90 1,631 +0
Total Volume and Open Interest 55,109 297,531 +3,594
Wheat(KCBT)
May09 090323 603.00 613.00 597.25 604.00 +1.00 7,822 27,967 -37
Jul09 090323 613.75 624.00 609.00 614.75 +0.75 2,112 25,741 +109
Sep09 090323 631.50 632.00 618.50 625.00 +0.75 241 6,027 +18
Dec09 090323 638.50 648.00 633.50 640.00 +0.50 707 16,948 -160
Mar10 090323 659.00 659.00 646.25 653.00 +2.00 23 513 +1
Total Volume and Open Interest 10,927 78,914 -165
Wheat(MGE)
Mar09 090313 630.00 630.00 630.00 630.00 -4.50 8 14 -8
May09 090323 633.00 648.50 628.00 639.25 +3.50 1,869 9,358 +50
Jul09 090323 635.75 645.75 629.25 636.50 +4.75 590 7,024 +107
Sep09 090323 640.00 651.00 640.00 640.75 +2.75 218 4,742 +12
Dec09 090323 654.75 661.50 647.25 652.25 +4.00 233 3,416 +30
Total Volume and Open Interest 2,936 25,111 +202
Oats(CBOT)
May09 090323 200.25 202.50 198.75 199.50 -0.50 560 6,776 -279
Jul09 090323 208.75 211.25 207.50 208.25 -0.50 229 3,349 -37
Sep09 090323 220.00 220.00 217.25 217.25 -0.50 1 21 +0
Dec09 090323 233.25 235.25 232.00 232.00 -0.50 42 3,824 +2
Total Volume and Open Interest 832 13,972 -314
Rough Rice(CBOT)
May09 090323 12.72 13.04 12.55 12.69 -0.14 672 3,876 -161
Jul09 090323 12.89 13.18 12.76 12.85 -0.14 77 482 -6
Sep09 090323 12.07 12.21 12.03 12.19 +0.01 36 1,158 +12
Nov09 090323 12.24 12.35 12.20 12.28 +0.03 46 964 +12
Total Volume and Open Interest 834 6,867 -143
Live Cattle(CME)
Apr09 090323 85.550 86.230 85.300 85.950 +0.750 13,329 49,682 -2,223
Jun09 090323 83.500 83.830 83.035 83.400 +0.550 15,880 82,150 +956
Aug09 090323 84.650 84.850 84.080 84.400 +0.320 8,694 43,617 +2,279
Oct09 090323 88.180 88.550 87.850 88.080 +0.350 2,463 20,106 +496
Dec09 090323 90.500 90.550 90.050 90.480 +0.430 1,032 9,277 +367
Feb10 090323 91.350 91.850 91.200 91.785 +0.485 424 3,122 +152
Total Volume and Open Interest 41,853 208,407 +2,051
Feeder Cattle(CME)
Mar09 090323 94.000 94.100 93.550 94.000 +0.320 461 2,239 -278
Apr09 090323 94.150 95.000 94.000 94.450 +0.665 1,368 5,913 -217
May09 090323 95.500 96.450 95.500 96.050 +0.665 1,432 8,943 +69
Aug09 090323 98.885 99.300 98.500 99.180 +0.950 585 4,460 +48
Sep09 090323 98.800 99.900 98.800 99.900 +0.570 74 815 +26
Oct09 090323 100.000 100.050 99.650 100.050 +0.650 66 451 +27
Nov09 090323 99.900 100.150 99.800 99.950 +0.300 23 119 +21
Total Volume and Open Interest 4,009 22,951 -304
Lean Hogs(CME)
Apr09 090323 61.750 61.850 59.750 60.650 -1.100 8,043 31,009 -1,684
May09 090323 72.750 73.000 71.350 71.900 -1.400 453 3,622 +67
Jun09 090323 74.000 74.180 71.600 72.635 -1.150 10,095 48,181 +546
Jul09 090323 74.650 75.050 72.600 73.330 -1.220 3,626 18,800 +605
Aug09 090323 74.725 75.225 73.550 74.100 -0.500 3,750 20,058 +1,056
Oct09 090323 67.975 68.150 66.600 67.150 -0.735 397 6,593 +114
Dec09 090323 67.285 67.285 65.900 66.300 -0.900 456 3,494 +157
Feb10 090323 70.300 70.300 69.400 69.800 -0.500 193 859 +98
Total Volume and Open Interest 27,120 133,138 +984
Pork Bellies(CME)
Mar09 090323 87.900 88.000 87.900 87.900 unch 0 5 +0
May09 090323 90.480 90.900 88.500 88.500 -3.000 159 611 -51
Jul09 090323 87.500 88.000 83.600 83.600 -3.000 10 250 -5
Aug09 090323 84.000 84.000 81.600 81.600 -3.000 0 64 +0
Feb10 090323 91.980 91.980 91.980 91.980 -0.020 0 5 +0
Total Volume and Open Interest 169 940 -56
Class III Milk(CME)
Mar09 090323 10.52 10.52 10.48 10.48 -0.03 124 4,813 -26
Apr09 090323 11.33 11.55 11.21 11.25 -0.16 211 4,535 +41
May09 090323 11.89 12.10 11.71 11.91 -0.05 182 4,467 +29
Jun09 090323 12.65 12.78 12.54 12.70 +0.02 201 4,177 +26
Jul09 090323 13.78 13.94 13.70 13.84 +0.06 146 2,906 +14
Total Volume and Open Interest 1,465 34,580 +281
Cocoa(ICE)
May09 090323 2606 2624 2558 2593 +8 11,782 44,515 -3,803
Jul09 090323 2600 2620 2563 2597 +10 2,292 24,723 +98
Sep09 090323 2611 2615 2563 2592 +9 2,003 18,673 +982
Dec09 090323 2599 2609 2556 2585 +11 335 12,508 -59
Mar10 090323 2585 2585 2560 2569 +5 79 8,206 +25
May10 090323 2559 2569 2559 2569 +4 5 2,236 +4
Jul10 090323 2581 2581 2581 2581 +4 0 389 +0
Total Volume and Open Interest 16,502 111,889 -2,749
Coffee "C"(ICE)
May09 090323 116.55 117.65 115.90 117.50 +1.30 16,611 68,861 -843
Jul09 090323 118.30 119.50 118.00 119.50 +1.30 4,902 32,735 +1,985
Sep09 090323 120.35 121.65 120.25 121.60 +1.25 2,496 16,941 +763
Dec09 090323 121.75 124.40 121.75 124.40 +1.25 834 11,429 +230
Mar10 090323 125.85 127.10 125.85 127.10 +1.25 438 7,681 +277
May10 090323 128.95 128.95 128.90 128.95 +1.25 64 1,174 +32
Total Volume and Open Interest 25,476 139,795 +2,399
Orange Juice(ICE)
May09 090323 72.85 73.95 71.30 73.75 +1.00 464 18,485 -50
Jul09 090323 74.80 75.80 73.20 75.80 +1.05 251 4,948 +158
Sep09 090323 78.30 78.80 77.65 78.80 +1.15 56 2,865 +5
Nov09 090323 80.80 81.85 80.70 81.85 +1.45 2 504 -1
Jan10 090323 84.85 84.85 84.85 84.85 +1.45 0 139 +0
Mar10 090323 87.60 87.60 87.60 87.60 +1.45 0 5 +0
Total Volume and Open Interest 773 27,175 +112
Sugar #11(ICE)
May09 090323 13.50 13.67 13.35 13.41 -0.13 62,186 239,779 +4,188
Jul09 090323 13.85 14.09 13.78 13.86 -0.11 31,226 166,242 +8,284
Oct09 090323 14.51 14.59 14.35 14.44 -0.07 14,575 103,092 +8,859
Mar10 090323 15.26 15.34 15.13 15.21 -0.06 5,429 65,690 +712
May10 090323 14.92 15.02 14.87 14.94 -0.02 1,508 23,466 +1,246
Total Volume and Open Interest 117,802 671,508 +24,974
Sugar #14(ICE)
May09 090323 19.60 20.30 19.60 20.30 +0.70 79 2,187 -51
Jul09 090323 20.30 20.70 20.30 20.70 +0.53 9 2,557 +0
Sep09 090323 20.80 20.90 20.80 20.90 +0.07 53 2,075 +53
Total Volume and Open Interest 141 6,819 +2
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090323 1875 1895 1855 1882 +5 3,724 50,602 -100
Sep09 090323 1851 1872 1832 1860 +5 2,296 19,556 +1,007
Dec09 090323 1835 1849 1810 1832 +7 1,135 19,738 +112
Mar10 090323 1800 1805 1795 1805 unch 116 9,554 +90
May10 090323 1799 1799 1798 1798 +1 41 359 +34
Jul10 090323 1799 1804 1799 1804 +1 0 242 +0
Total Volume and Open Interest 13,763 173,101 -204
London Coffee(LCE)
London Sugar(LCE)
May09 090323 409.00 409.80 404.00 406.20 -1.60 4,586 25,036 -934
Aug09 090323 406.00 407.70 402.80 404.70 -0.60 3,126 25,724 +650
Oct09 090323 406.40 406.50 401.60 403.20 -1.00 1,485 10,685 +220
Dec09 090323 402.90 405.30 400.90 402.00 -2.00 768 3,745 +446
Mar10 090323 408.30 410.70 406.50 407.10 -1.40 436 2,265 +150
Total Volume and Open Interest 10,563 68,883 +638
Cotton(ICE)
May09 090323 44.34 45.10 44.34 45.03 +0.95 10,444 65,315 +1,184
Jul09 090323 45.15 46.05 45.15 45.97 +1.04 2,750 37,033 +1,320
Oct09 090323 48.72 48.72 48.72 48.72 +1.05 7 508 +2
Dec09 090323 49.84 50.33 49.63 50.27 +1.03 1,309 24,506 +368
Mar10 090323 52.40 53.11 52.40 53.11 +1.15 2 3,291 +1
May10 090323 54.11 54.11 54.11 54.11 +1.15 1 141 +0
Total Volume and Open Interest 14,539 133,390 +2,900
Lumber(CME)
May09 090323 165.3 169.8 164.1 164.6 -1.0 534 4,577 +17
Jul09 090323 175.3 178.8 175.0 175.7 +0.3 125 1,473 +0
Sep09 090323 185.8 187.6 184.5 186.8 +0.3 86 395 +1
Nov09 090323 185.0 185.0 184.4 184.4 -0.1 15 69 +5
Total Volume and Open Interest 763 6,528 +23
Crude Oil(NYM)
May09 090323 52.13 54.05 51.62 53.80 +1.73 277,465 316,701 -13,223
Jun09 090323 54.28 55.92 53.57 55.73 +1.93 82,901 174,025 +9,239
Jul09 090323 55.92 57.29 55.01 57.20 +2.00 24,973 83,128 +1,413
Aug09 090323 56.52 58.40 56.29 58.33 +2.05 9,894 30,963 +248
Sep09 090323 57.50 59.41 57.25 59.36 +2.08 9,308 32,346 -1,155
Oct09 090323 58.75 60.27 58.75 60.27 +2.15 7,118 27,873 -82
Nov09 090323 59.12 61.22 59.12 61.18 +2.24 4,977 19,722 +169
Dec09 090323 60.00 62.13 59.66 62.08 +2.34 27,341 90,009 +1,467
Jan10 090323 60.80 62.84 60.80 62.84 +2.39 1,284 22,385 +109
Feb10 090323 61.53 63.52 61.53 63.52 +2.40 419 10,935 -29
Mar10 090323 62.33 64.15 62.33 64.15 +2.39 438 12,328 +4
Apr10 090323 63.55 64.72 63.55 64.72 +2.36 425 6,128 +51
May10 090323 65.26 65.26 65.26 65.26 +2.33 206 4,708 +49
Jun10 090323 63.50 65.77 63.50 65.77 +2.31 2,001 23,456 -118
Jul10 090323 66.27 66.27 66.27 66.27 +2.30 165 7,044 +11
Aug10 090323 66.77 66.77 66.77 66.77 +2.30 96 3,579 +19
Total Volume and Open Interest 565,401 1,151,749 -36,695
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 090323 52.325 54.050 51.650 53.800 +1.750 5,855 2,876 +653
Jun09 090323 54.150 55.900 53.600 55.725 +1.925 310 420 +31
Jul09 090323 55.900 57.300 55.300 57.200 +2.000 23 43 +10
Aug09 090323 56.275 58.325 55.300 58.325 +2.050 6 14 -1
Sep09 090323 58.825 59.350 58.400 59.350 +2.075 2 14 -1
Oct09 090323 60.275 60.275 60.275 60.275 +2.150 0 2 +0
Nov09 090323 61.175 61.175 61.175 61.175 +2.225 0 2 +0
Dec09 090323 62.075 62.075 62.075 62.075 +2.325 0 28 +0
Total Volume and Open Interest 9,781 3,848 -2,574
Heating Oil(NYM)
Apr09 090323 138.85 147.50 138.25 147.07 +8.73 20,991 31,696 -1,836
May09 090323 140.36 148.93 139.79 148.49 +8.51 22,110 56,057 +2,474
Jun09 090323 143.51 151.02 141.99 150.74 +8.41 8,738 38,360 -631
Jul09 090323 146.51 153.65 145.20 153.34 +8.26 4,430 21,799 +513
Aug09 090323 148.50 156.20 148.00 156.04 +8.16 2,701 11,387 +179
Sep09 090323 151.00 159.48 151.00 159.19 +8.16 1,861 12,806 +223
Oct09 090323 153.50 162.14 153.50 162.14 +8.16 1,828 9,243 +330
Nov09 090323 158.10 165.24 158.10 165.24 +8.16 1,035 9,687 +138
Dec09 090323 159.67 168.45 159.67 168.44 +8.16 2,533 21,697 -184
Jan10 090323 164.88 171.39 164.88 171.39 +8.16 601 8,765 -36
Feb10 090323 165.69 173.24 165.69 173.24 +8.16 180 5,781 +1
Mar10 090323 171.82 173.89 171.50 173.89 +8.11 36 3,853 +12
Total Volume and Open Interest 67,935 267,795 +1,241
Gasoline(NYMEX)
Apr09 090323 145.52 152.45 145.33 148.81 +3.11 21,819 31,508 -1,226
May09 090323 147.50 154.38 147.23 150.92 +3.59 24,072 68,612 +761
Jun09 090323 150.00 155.25 148.25 152.02 +3.75 11,225 30,874 +1,838
Jul09 090323 150.04 155.47 148.82 152.69 +4.02 5,016 16,984 +214
Aug09 090323 151.00 155.36 149.00 153.14 +4.32 3,794 12,641 -84
Sep09 090323 148.95 154.88 148.85 153.09 +4.52 3,615 13,563 +128
Oct09 090323 140.69 145.92 140.69 144.39 +4.73 1,421 11,023 +232
Nov09 090323 140.81 144.74 140.81 144.64 +4.63 466 2,483 +30
Dec09 090323 141.73 146.35 141.50 146.24 +4.63 850 8,710 +91
Jan10 090323 148.94 148.94 148.94 148.94 +4.63 306 1,754 +52
Total Volume and Open Interest 72,785 207,084 +2,135
e-miNY RBOB Gasoline(NYM)
Apr09 090319 1.37 1.37 1.37 1.44 +0.07 0 2 +0
May09 090323 150.92 150.92 150.92 150.92 +3.59      
Jun09 090323 152.02 152.02 152.02 152.02 +3.75      
Jul09 090323 152.69 152.69 152.69 152.69 +4.02      
Total Volume and Open Interest 1 5 +1
Natural Gas(NYM)
Apr09 090323 4.190 4.350 4.183 4.294 +0.067 118,266 55,397 -14,768
May09 090323 4.261 4.428 4.261 4.378 +0.072 45,572 102,282 +3,620
Jun09 090323 4.440 4.549 4.426 4.503 +0.072 12,519 47,104 -539
Jul09 090323 4.593 4.679 4.593 4.632 +0.070 6,268 40,818 +192
Aug09 090323 4.710 4.765 4.680 4.722 +0.075 3,250 30,668 +603
Sep09 090323 4.729 4.816 4.729 4.772 +0.076 2,677 25,417 +118
Oct09 090323 4.862 4.935 4.836 4.887 +0.077 13,547 44,046 +1,045
Nov09 090323 5.341 5.425 5.312 5.382 +0.097 2,848 19,674 +96
Dec09 090323 5.831 5.934 5.804 5.889 +0.114 8,438 32,427 -409
Jan10 090323 6.098 6.210 6.080 6.167 +0.117 8,683 27,218 -870
Feb10 090323 6.060 6.228 6.060 6.173 +0.118 577 11,034 +50
Mar10 090323 5.975 6.075 5.950 6.043 +0.115 3,424 23,441 +248
Apr10 090323 5.682 5.795 5.667 5.748 +0.115 2,548 23,259 +347
May10 090323 5.704 5.812 5.694 5.769 +0.115 290 10,944 -24
Jun10 090323 5.860 5.890 5.783 5.858 +0.115 127 7,083 +49
Jul10 090323 5.900 6.005 5.900 5.972 +0.115 24 6,142 +9
Total Volume and Open Interest 230,260 651,089 -10,090
Brent Crude Oil(ICE)
May09 090323 51.30 53.86 51.10 53.47 +2.25 110,579 150,512 -3,054
Jun09 090323 53.08 55.25 52.46 54.95 +2.46 72,102 121,808 -2,818
Jul09 090323 54.40 56.40 53.76 56.28 +2.62 32,549 51,779 +1,664
Aug09 090323 55.36 57.42 54.78 57.31 +2.71 13,783 24,768 +1,640
Sep09 090323 56.07 58.33 55.65 58.22 +2.73 9,992 23,329 +1,185
Oct09 090323 56.85 59.25 56.53 59.13 +2.73 7,192 14,611 -279
Nov09 090323 57.75 60.16 57.40 60.03 +2.75 5,485 13,793 -62
Dec09 090323 58.64 61.12 58.25 60.91 +2.76 26,386 78,132 +998
Jan10 090323 59.48 61.69 59.15 61.69 +2.75 2,972 13,117 -231
Feb10 090323 62.40 62.40 62.40 62.40 +2.76 762 6,798 +90
Mar10 090323 62.20 63.06 62.20 63.06 +2.74 387 5,978 -9
Apr10 090323 63.67 63.67 63.67 63.67 +2.71 204 3,214 +0
May10 090323 64.20 64.20 64.20 64.20 +2.68 162 2,750 +27
Jun10 090323 62.94 64.95 62.69 64.72 +2.68 1,192 11,777 -96
Total Volume and Open Interest 293,420 638,926 +1,935
Gas Oil(ICE)
Apr09 090323 441.00 470.75 440.75 467.50 +31.75 41,036 57,311 +154
May09 090323 450.00 478.75 449.00 475.75 +31.75 32,533 74,720 -257
Jun09 090323 459.50 487.75 458.75 485.50 +31.75 16,331 57,048 +1,163
Jul09 090323 472.00 498.00 469.75 495.25 +31.25 4,584 24,309 +898
Aug09 090323 480.75 507.75 480.50 505.00 +31.00 3,062 26,251 -267
Sep09 090323 489.25 517.00 489.25 514.75 +30.75 3,465 25,237 +249
Oct09 090323 498.50 525.50 498.00 523.50 +30.75 2,556 19,730 +631
Nov09 090323 506.25 533.25 506.00 531.25 +30.50 1,375 12,484 +362
Dec09 090323 514.00 541.25 513.00 538.50 +30.25 7,585 56,556 +974
Jan10 090323 540.25 547.25 540.25 547.25 +30.00 706 20,275 -62
Total Volume and Open Interest 117,837 453,931 +5,484
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090323 1.610 1.610 1.605 1.608 +0.023 40 383 -1
May09 090323 1.622 1.622 1.620 1.622 +0.025 67 489 +11
Jun09 090323 1.650 1.650 1.630 1.638 +0.015 21 373 +5
Jul09 090323 1.670 1.670 1.650 1.654 +0.009 11 349 +11
Aug09 090323 1.655 1.670 1.655 1.655 +0.008 60 174 +0
Sep09 090323 1.675 1.675 1.665 1.671 +0.015 69 243 -1
Oct09 090323 1.696 1.696 1.676 1.682 +0.012 55 228 +5
Total Volume and Open Interest 834 3,963 +229
US Dollar Index(ICE)
Jun09 090323 84.030 84.670 83.380 83.950 -0.390 10,737 21,871 -369
Sep09 090323 84.175 85.000 84.000 84.420 -0.400 29 2,050 +16
Dec09 090323 85.045 85.045 84.755 84.755 -0.400 1 1 +0
Total Volume and Open Interest 10,767 23,922 -353
Australian Dollar(CME)
Jun09 090323 68.69 70.23 68.31 69.95 +1.64 63,588 53,949 +2,327
Sep09 090323 69.28 69.92 68.05 69.69 +1.64 23 197 +15
Dec09 090323 69.41 69.41 67.80 69.41 +1.61 1 18 -1
Total Volume and Open Interest 63,612 54,179 +2,341
British Pound(CME)
Jun09 090323 144.90 146.54 144.52 145.54 +1.14 81,584 73,523 -3,221
Sep09 090323 144.73 146.39 144.52 145.65 +1.13 2 241 +0
Dec09 090323 145.78 146.49 144.67 145.78 +1.11 0 31 +0
Total Volume and Open Interest 81,586 73,797 -3,221
Canadian Dollar(CME)
Jun09 090323 80.86 82.03 80.70 81.56 +0.83 65,020 54,750 +1,353
Sep09 090323 81.28 82.14 80.86 81.70 +0.84 40 1,872 -8
Dec09 090323 81.63 81.96 81.01 81.85 +0.84 30 1,111 +10
Mar10 090323 81.51 81.96 81.12 81.96 +0.84 8 448 -1
Total Volume and Open Interest 65,098 58,186 +1,354
Japanese Yen(CME)
Jun09 090323 104.74 104.95 102.83 103.34 -0.99 98,870 72,333 -1,421
Sep09 090323 103.66 104.97 103.07 103.55 -0.99 40 658 +34
Dec09 090323 103.80 105.11 103.72 103.80 -1.02 8 23 +8
Total Volume and Open Interest 98,918 73,027 -1,379
Swiss Franc(CME)
Jun09 090323 89.02 89.68 88.34 89.15 +0.45 46,929 29,176 +1,141
Sep09 090323 88.96 89.73 88.61 89.39 +0.45 1 73 +0
Dec09 090323 89.18 89.95 89.18 89.65 +0.44 0 4 +0
Total Volume and Open Interest 46,930 29,253 +1,141
EuroFX(CME)
Jun09 090323 136.36 137.36 134.85 136.30 +0.78 234,357 112,906 -434
Sep09 090323 136.59 137.34 134.93 136.36 +0.78 113 1,057 +16
Dec09 090323 135.67 137.22 135.33 136.44 +0.77 9 29 +1
Total Volume and Open Interest 234,479 113,998 -417
Mexican Peso(CME)
Apr09 090323 697.5 704.8 697.5 697.5 -7.2 0 5 +0
May09 090323 693.8 701.0 693.8 693.8 -7.2      
Total Volume and Open Interest 16,450 44,627 -4,104
30-Year T-Bonds(CBOT)
Jun09 090323 129~030 129~235 128~090 128~090 -0~310 225,057 708,613 +11,306
Sep09 090323 128~000 128~000 127~010 127~105 -0~210 98 168 +0
Dec09 090323 126~065 126~270 126~065 126~065 -0~205 0 82 +0
Total Volume and Open Interest 228,486 712,860 +10,241
10-Year T-Notes(CBOT)
Jun09 090323 124~160 124~270 124~030 124~090 -0~095 891,011 1,047,216 +38,604
Sep09 090323 123~020 123~185 123~020 123~020 -0~165      
Dec09 090323 122~090 122~185 122~090 122~090 -0~095      
Total Volume and Open Interest 899,735 1,052,270 +32,299
5-Year T-Notes(CBOT)
Jun09 090323 118~073 118~076 118~038 118~051 -0~023 346,213 874,170 +10,668
Sep09 090323 56~003 56~026 56~003 56~003 -0~023      
Dec09 090323 56~003 56~026 56~003 56~003 -0~023      
Total Volume and Open Interest 349,345 882,724 +9,849
2 Year T-Notes(CBOT)
Jun09 090323 108~096 108~096 108~081 108~090 -0~005 145,490 456,591 +5,310
Sep09 090323 108~090 108~095 108~090 108~090 -0~005      
Dec09 090323 108~090 108~095 108~090 108~090 -0~005      
Total Volume and Open Interest 145,733 464,145 +5,412
Eurodollars(CME)
Jun09 090323 98.795 98.825 98.765 98.790 +0.005 285,470 1,056,647 -6,313
Sep09 090323 98.780 98.810 98.765 98.795 +0.015 262,866 957,226 -721
Dec09 090323 98.625 98.650 98.605 98.635 +0.020 252,664 707,141 +3,523
Mar10 090323 98.565 98.605 98.530 98.585 +0.030 229,182 635,198 +5,097
Jun10 090323 98.390 98.445 98.350 98.420 +0.030 260,472 413,163 +30,321
Sep10 090323 98.200 98.270 98.175 98.240 +0.035 211,877 379,905 +20,618
Dec10 090323 98.005 98.055 97.945 98.025 +0.030 154,762 409,448 -488
Mar11 090323 97.830 97.900 97.800 97.870 +0.030 116,094 268,564 +3,176
Jun11 090323 97.630 97.695 97.590 97.665 +0.030 61,032 200,848 -2,655
Sep11 090323 97.450 97.510 97.410 97.470 +0.020 52,758 134,864 +4,487
Dec11 090323 97.260 97.310 97.215 97.270 +0.010 48,665 103,192 +4,273
Mar12 090323 97.150 97.205 97.105 97.155 unch 32,424 85,488 -1,474
Jun12 090323 97.020 97.085 96.990 97.040 unch 17,982 74,955 +2,853
Sep12 090323 96.925 96.995 96.905 96.950 -0.005 16,515 64,709 -432
Dec12 090323 96.805 96.895 96.800 96.845 -0.005 16,811 55,812 +1,054
Mar13 090323 96.780 96.840 96.755 96.800 -0.005 23,090 40,011 +1,139
Jun13 090323 96.705 96.765 96.685 96.725 -0.005 14,911 29,564 +656
Sep13 090323 96.645 96.705 96.625 96.665 -0.010 12,826 30,597 -4,769
Total Volume and Open Interest 2,176,624 5,922,776 +62,528
30 Day Federal Funds(CBOT)
Mar09 090323 99.810 99.810 99.800 99.802 unch 4,538 46,411 -1,188
Apr09 090323 99.790 99.790 99.770 99.775 -0.005 8,506 57,666 +2,961
May09 090323 99.780 99.780 99.760 99.770 -0.005 5,834 59,314 +1,664
Jun09 090323 99.760 99.765 99.745 99.755 -0.010 2,399 31,854 -306
Jul09 090323 99.735 99.745 99.715 99.730 -0.015 4,299 30,742 +1,305
Aug09 090323 99.720 99.725 99.695 99.710 -0.015 2,289 28,979 +321
Total Volume and Open Interest 37,378 397,865 +1,406
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 090323 99.40 99.40 99.40 99.40 unch      
Sep09 090323 99.44 99.44 99.44 99.44 unch      
Dec09 090323 99.44 99.45 99.44 99.45 +0.01      
Mar10 090323 99.43 99.43 99.43 99.43 unch      
Jun10 090323 99.38 99.38 99.38 99.38 unch      
Sep10 090323 99.32 99.32 99.32 99.32 unch      
Dec10 090323 99.27 99.27 99.27 99.27 unch      
Mar11 090323 99.18 99.18 99.18 99.18 unch      
Jun11 090323 99.14 99.14 99.14 99.14 unch      
Sep11 090323 99.14 99.14 99.14 99.14 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090323 99.42 99.42 99.42 99.42 -0.01 75 11,469 +74
Sep09 090323 99.46 99.46 99.46 99.46 0.00 0 4,078 -52
Dec09 090323 99.46 99.46 99.46 99.46 -0.01 1 1,931 +0
Mar10 090323 99.46 99.46 99.45 99.45 -0.01 20 1,402 +20
Jun10 090323 99.42 99.42 99.39 99.39 0.00 0 527 +0
Sep10 090323 99.33 99.33 99.33 99.33 0.00 0 252 +0
Dec10 090323 99.29 99.29 99.29 99.29 0.00 0 152 +0
Mar11 090323 99.20 99.20 99.20 99.20 -0.01 0 412 +0
Total Volume and Open Interest 96 21,797 -1
Japanese Gov't Bonds(SGX)
Jun09 090323 139.60 139.72 139.35 139.43 -0.17 2,443 10,335 +340
Sep09 090323 139.43 139.43 139.43 139.43 -0.17      
Dec09 090323 139.43 139.43 139.43 139.43 -0.17      
Total Volume and Open Interest 2,455 10,731 +736
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 090323 116.09 116.09 116.09 116.09 -0.17 14 8,610 +0
Dec09 090323 115.88 115.88 115.88 115.88 -0.23      
Total Volume and Open Interest 544,801 706,233 +12,155
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 090323 123~18 123~31 122~28 122~30 -1~05 89,967 363,836 -2,008
Total Volume and Open Interest 90,149 377,740 -2,165
3-Mth Short Sterling(LIFFE)
Jun09 090323 98.58 98.59 98.46 98.49 -0.03 56,924 297,666 -6,987
Sep09 090323 98.54 98.55 98.43 98.46 -0.04 51,037 300,263 -2,250
Dec09 090323 98.31 98.32 98.19 98.23 -0.04 52,494 251,196 -68
Mar10 090323 98.16 98.19 98.05 98.11 -0.03 64,092 250,975 -3,480
Jun10 090323 97.95 97.97 97.83 97.89 -0.03 66,154 172,883 +7,928
Sep10 090323 97.70 97.73 97.60 97.65 -0.04 41,335 139,492 +4,877
Total Volume and Open Interest 403,910 1,626,161 +21,185
3-Mth Euribor(LIFFE)
Jun09 090323 98.660 98.670 98.640 98.645 -0.030 143,538 713,910 +6,300
Sep09 090323 98.620 98.640 98.595 98.620 -0.015 125,260 573,258 -3,287
Dec09 090323 98.450 98.460 98.400 98.435 -0.015 105,333 434,192 -976
Total Volume and Open Interest 800,447 3,117,891 +16,535
3-Mth Aus T-Bills(SFE)
Jun09 090323 97.28 97.31 97.13 97.19 -0.09 16,279 304,419 +5,250
Sep09 090323 97.37 97.40 97.23 97.26 -0.12 6,177 160,918 +1,061
Dec09 090323 97.25 97.28 97.08 97.12 -0.13 2,715 90,240 +366
Mar10 090323 97.06 97.06 96.86 96.90 -0.13 2,373 59,249 -172
Jun10 090323 96.76 96.76 96.58 96.60 -0.13 2,755 52,686 +607
Sep10 090323 96.45 96.45 96.29 96.31 -0.11 1,552 32,400 +267
Dec10 090323 96.06 96.10 96.00 96.01 -0.11 961 18,011 -513
Mar11 090323 95.89 95.89 95.75 95.77 -0.09 1,426 6,415 +1,026
Jun11 090323 95.58 95.58 95.52 95.53 -0.10 622 2,209 +522
Sep11 090323 95.39 95.43 95.33 95.33 -0.10 100 622 +0
Total Volume and Open Interest 34,960 727,325 +8,414
10-Year Aus T-Bonds(SFE)
Jun09 090323 95.82 95.84 95.69 95.69 +0.01 29,025 235,214 +1,116
Sep09 090323 95.69 95.69 95.69 95.69 -0.14      
Total Volume and Open Interest 28,606 249,349 +726
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 090323 96.75 96.75 96.75 96.75 -0.14      
Total Volume and Open Interest 52,048 325,824 -13,066
Gold(CMX)
Apr09 090323 950.5 958.1 936.0 952.5 -3.7 181,060 178,780 +900
Jun09 090323 954.8 960.5 938.2 954.8 -3.7 22,755 136,500 +7,382
Aug09 090323 957.5 960.1 939.8 956.5 -3.8 524 11,247 +176
Oct09 090323 957.0 959.6 952.5 957.9 -3.9 735 5,765 +198
Dec09 090323 959.6 964.6 943.0 959.6 -3.8 1,270 18,143 +81
Feb10 090323 965.2 965.2 953.5 961.3 -3.9 124 4,024 -107
Apr10 090323 951.5 963.1 951.5 963.1 -3.9 53 2,377 +0
Jun10 090323 965.0 965.0 965.0 965.0 -3.9 3 4,660 +0
Aug10 090323 966.9 966.9 966.9 966.9 -3.9 0 376 +0
Oct10 090323 968.8 968.8 968.8 968.8 -3.9 0 1 +0
Dec10 090323 968.2 970.7 967.4 970.7 -4.0 87 8,409 +16
Total Volume and Open Interest 208,013 388,333 +8,502
Silver(CMX)
Mar09 090323 1375.0 1386.2 1369.5 1386.2 +3.5 668 829 +235
May09 090323 1374.0 1388.5 1361.5 1387.5 +3.5 28,752 49,666 -132
Jul09 090323 1375.0 1390.5 1368.5 1390.3 +3.5 985 14,648 -80
Sep09 090323 1369.5 1391.4 1369.5 1391.4 +3.6 75 3,938 -32
Dec09 090323 1384.5 1392.7 1368.5 1392.7 +3.6 245 11,891 +74
Mar10 090323 1391.0 1393.8 1391.0 1393.8 +3.6 4 3,748 +0
May10 090323 1394.6 1394.6 1394.6 1394.6 +3.6 2 159 +0
Total Volume and Open Interest 31,012 92,568 +84
Platinum(NYMEX)
Apr09 090323 1117.0 1143.4 1102.1 1143.3 +29.1 5,163 11,860 +104
Jul09 090323 1121.6 1147.9 1108.0 1147.9 +28.9 2,395 9,201 +856
Oct09 090323 1138.4 1153.9 1138.4 1153.5 +28.5 0 70 +0
Total Volume and Open Interest 7,558 21,131 +960
Palladium(NYMEX)
Mar09 090323 213.20 213.20 213.20 213.20 +2.35 152 122 +97
Jun09 090323 208.50 214.05 205.60 213.25 +2.35 1,371 12,360 +323
Sep09 090323 214.35 214.35 214.35 214.35 +2.25 4 64 +2
Total Volume and Open Interest 1,527 12,550 +422
Copper(CMX)
Mar09 090323 184.05 184.80 181.40 183.20 +4.45 294 1,054 -132
May09 090323 180.00 187.50 180.00 184.10 +4.50 13,807 63,266 +3,158
Jul09 090323 181.90 187.70 181.90 185.05 +4.60 1,235 16,631 +248
Sep09 090323 182.50 187.55 182.50 185.85 +4.65 165 4,341 +74
Dec09 090323 183.70 188.40 183.70 186.80 +4.65 42 3,096 -16
Total Volume and Open Interest 16,190 96,969 +3,200
Aluminum(CMX)
Mar09 090323 0.66 0.66 0.66 0.66 -0.01      
Apr09 090323 0.67 0.67 0.67 0.67 unch      
May09 090323 0.67 0.67 0.67 0.67 -0.01      
Jun09 090323 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 090323 7253 7745 7249 7712 +497 1,047 6,968 +294
Sep09 090323 7472 7670 7455 7670 +490 7 6 +5
Dec09 090323 7627 7627 7135 7627 +492      
Mar10 090323 7582 7582 7095 7582 +487      
Total Volume and Open Interest 1,054 6,974  
S & P 500(CME)
Jun09 090323 767.00 821.00 766.10 817.30 +53.20 54,583 420,211 +7,446
Sep09 090323 781.00 816.80 781.00 814.10 +53.30 0 2,250 +0
Dec09 090323 812.40 815.10 788.10 812.40 +53.30 0 867 +0
Mar10 090323 811.40 814.10 787.10 811.40 +53.30      
Total Volume and Open Interest 54,583 423,330 -275,479
S & P 500 E-Mini(Globex)
Jun09 090323 818.00 818.25 817.00 817.50 +53.50      
Sep09 090323 774.00 817.50 761.25 814.00 +53.25 141 1,022 +64
Total Volume and Open Interest 2,739,339 2,419,529 -1,429,959
NASDAQ 100(CME)
Jun09 090323 1188.00 1259.00 1188.00 1252.00 +64.00 3,591 17,044 +318
Sep09 090323 1252.30 1255.30 1252.30 1252.30 +64.00      
Dec09 090323 1255.30 1258.30 1255.30 1255.30 +64.00      
Total Volume and Open Interest 3,591 17,044 -23,440
NASDAQ 100 E-Mini(Globex)
Jun09 090323 1253.50 1253.50 1251.80 1252.30 +64.30      
Sep09 090323 1226.00 1257.00 1190.00 1252.30 +64.00 0 9 +0
Total Volume and Open Interest 327,571 236,144 -135,002
S & P Midcap 400(CME)
Jun09 090323 476.00 499.00 472.00 494.10 +33.10 129 3,724 +65
Sep09 090323 492.10 494.00 492.10 492.10 +33.10      
Dec09 090323 492.10 494.00 492.10 492.10 +33.10      
Total Volume and Open Interest 129 3,724 -3,618
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 090323 7790 8195 7780 8180 +315 70,357 132,410 -3,167
Sep09 090323 8185 8185 8185 8185 +315 0 258 +0
Total Volume and Open Interest 98,786 130,040 -6,464
Nikkei 225(SGX)
Jun09 090323 7790 8195 7780 8180 +315 70,357 132,410 -3,167
Sep09 090323 8185 8185 8185 8185 +315 0 258 +0
Dec09 090323 8140 8140 8140 8140 +320 0 117 +0
Total Volume and Open Interest 98,786 130,040 -6,464
CAC 40(EURONEXT)
Apr09 090323 2803.5 2875.0 2799.0 2867.0 +75.5 53,839 321,525 +24,170
May09 090323 2779.0 2820.0 2758.5 2814.5 +73.0 18 767 -3
Jun09 090323 2689.0 2764.0 2689.0 2762.5 +76.0 4,384 33,056 +2,954
Total Volume and Open Interest 219,444 619,057 -36,787
Hang Seng Index(HKFE)
Mar09 090323 13008 13460 13000 13390 +510 69,336 83,237 +708
Apr09 090323 12966 13404 12966 13345 +512 1,625 6,108 +735
Total Volume and Open Interest 71,235 91,270 +1,427
DAX(EUREX)
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)
Jun09 090323 3881.00 3979.50 3792.50 3917.50 +132.50 185,117 659,562 +35,935
Sep09 090323 3835.50 3893.00 3806.00 3887.50 +134.50 2 41 +2
Dec09 090323 3862.00 3862.00 3862.00 3862.00 +133.00      
Total Volume and Open Interest 458,574 801,455 -116,116
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090323 3486.0 3567.0 3464.0 3553.0 +66.0 19,882 306,892 +3,011
Sep09 090323 3513.0 3513.0 3513.0 3513.0 +68.0 118 1,978 +48
Total Volume and Open Interest 20,002 312,029 -123,432
GSCI(CME)
Apr09 090323 375.00 383.75 372.50 382.50 +8.50 714 14,467 -243
May09 090323 390.00 391.00 377.90 390.00 +12.00      
Jun09 090323 396.00 397.00 383.90 396.00 +12.00      
Total Volume and Open Interest 714 14,467 -243
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090323 229.70 229.70 229.70 229.70 +3.90 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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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