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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 Tue March 24, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090324 956.50 970.75 948.25 967.00 +11.50 69,007 129,286 +2,763
Jul09 090324 952.00 967.75 946.00 963.75 +11.75 27,000 69,335 +736
Aug09 090324 933.75 947.75 933.75 945.00 +8.50 657 4,203 +35
Sep09 090324 909.00 915.50 903.00 912.50 +4.00 630 8,214 +110
Nov09 090324 896.00 909.00 887.00 896.50 +1.00 12,607 76,886 +1,206
Jan10 090324 907.00 912.00 898.50 907.00 +0.50 514 3,463 +366
Mar10 090324 907.00 919.00 907.00 915.00 unch 75 1,072 +53
Total Volume and Open Interest 110,631 302,001 +5,259
Soybean Meal(CBOT)
May09 090324 298.50 303.60 295.60 303.30 +4.90 27,197 51,692 -178
Jul09 090324 293.60 298.90 277.00 298.20 +4.50 10,239 24,489 -66
Aug09 090324 287.20 291.30 286.80 290.50 +3.40 970 5,825 +141
Sep09 090324 277.70 281.10 276.90 279.80 +2.00 786 6,719 -94
Oct09 090324 267.40 269.90 265.90 267.80 +0.40 613 4,924 -191
Dec09 090324 266.60 269.30 263.50 265.70 +0.10 3,390 14,502 -264
Jan10 090324 268.50 268.50 265.50 266.80 +0.10 82 804 +61
Mar10 090324 268.00 270.00 268.00 270.00 unch 7 808 +2
Total Volume and Open Interest 43,291 110,332 -590
Soybean Oil(CBOT)
May09 090324 33.26 33.43 32.69 33.27 +0.17 27,172 97,753 -1,000
Jul09 090324 33.45 33.70 32.98 33.56 +0.17 8,558 55,073 +613
Aug09 090324 33.43 33.80 33.42 33.72 +0.17 828 7,357 +361
Sep09 090324 33.85 33.98 33.30 33.87 +0.17 623 7,507 +21
Oct09 090324 33.85 34.05 33.57 34.02 +0.17 326 4,390 -131
Dec09 090324 34.33 34.47 33.75 34.35 +0.18 1,841 25,569 +69
Jan10 090324 34.30 34.63 34.30 34.63 +0.18 4 754 +3
Mar10 090324 34.88 34.88 34.70 34.88 +0.18 3 856 +3
Total Volume and Open Interest 39,357 205,854 -59
Canola(WCE)
May09 090324 419.2 423.8 418.0 422.6 +2.6 4,021 56,667 +0
Jul09 090324 425.4 428.3 422.5 427.8 +3.7 5,519 26,032 +0
Nov09 090324 432.9 434.0 429.0 433.4 +3.6 465 18,469 +0
Jan10 090324 434.0 437.5 434.0 437.5 +3.5 23 647 +0
Mar10 090324 437.0 440.4 437.0 440.4 +3.2 7 271 +0
Total Volume and Open Interest 10,044 102,334 +0
Corn(CBOT)
May09 090324 395.50 398.00 392.00 393.75 -1.75 51,087 276,762 +2,627
Jul09 090324 406.00 408.50 402.25 404.25 -1.75 14,624 203,756 +2,602
Sep09 090324 415.00 417.50 411.75 413.25 -2.25 3,024 51,479 +392
Dec09 090324 427.00 430.25 423.25 425.25 -2.00 14,139 180,149 +702
Mar10 090324 437.75 440.75 435.00 437.00 -1.50 2,060 20,673 +771
May10 090324 443.25 444.00 441.25 443.00 -1.50 82 2,515 +20
Total Volume and Open Interest 85,859 776,693 +7,234
Wheat(CBOT)
May09 090324 551.75 552.75 530.25 535.00 -14.25 27,808 118,164 -1,525
Jul09 090324 564.25 565.00 543.00 547.50 -14.25 9,227 96,244 +640
Sep09 090324 586.25 586.25 568.50 572.00 -14.25 827 26,606 -61
Dec09 090324 608.00 611.25 590.00 594.25 -13.75 3,397 44,638 +97
Mar10 090324 614.00 623.75 605.75 609.75 -14.00 80 1,668 +37
Total Volume and Open Interest 41,453 296,713 -818
Wheat(KCBT)
May09 090324 602.00 604.00 581.00 588.00 -16.00 7,077 28,062 +95
Jul09 090324 613.25 614.50 593.00 599.00 -15.75 2,649 25,793 +52
Sep09 090324 621.75 621.75 605.00 609.25 -15.75 271 6,003 -24
Dec09 090324 635.50 635.50 618.75 624.00 -16.00 1,718 17,497 +549
Mar10 090324 640.50 640.50 632.25 636.50 -16.50 17 515 +2
Total Volume and Open Interest 11,767 79,597 +683
Wheat(MGE)
May09 090324 635.75 640.00 622.00 629.00 -10.25 2,012 9,161 -197
Jul09 090324 636.50 637.50 620.50 627.00 -9.50 793 7,114 +90
Sep09 090324 640.00 642.00 626.00 630.75 -10.00 264 4,668 -74
Dec09 090324 648.25 648.50 635.75 641.00 -11.25 205 3,423 +7
Mar10 090324 656.25 656.50 645.00 650.00 -10.50 49 439 +21
Total Volume and Open Interest 3,330 24,961 -150
Oats(CBOT)
May09 090324 200.00 200.00 191.75 197.50 -2.00 298 6,652 -124
Jul09 090324 208.00 208.25 200.50 206.25 -2.00 70 3,398 +49
Sep09 090324 215.25 217.25 215.25 215.25 -2.00 3 19 -2
Dec09 090324 229.50 230.00 225.00 230.00 -2.00 98 3,856 +32
Total Volume and Open Interest 469 13,927 -45
Rough Rice(CBOT)
May09 090324 12.60 12.60 12.27 12.44 -0.25 493 3,625 -251
Jul09 090324 12.73 12.74 12.45 12.63 -0.22 112 481 -1
Sep09 090324 12.10 12.20 12.00 12.09 -0.10 83 1,162 +4
Nov09 090324 12.10 12.28 12.10 12.20 -0.09 72 982 +18
Total Volume and Open Interest 762 6,636 -231
Live Cattle(CME)
Apr09 090324 86.135 86.250 85.100 85.450 -0.500 9,491 46,962 -2,720
Jun09 090324 83.700 83.700 82.730 83.385 -0.015 13,309 83,500 +1,350
Aug09 090324 84.650 84.730 83.830 84.230 -0.170 5,927 44,626 +1,009
Oct09 090324 88.350 88.350 87.650 87.930 -0.150 2,089 20,724 +618
Dec09 090324 90.285 90.400 89.750 90.250 -0.230 604 9,359 +82
Feb10 090324 91.385 91.730 91.100 91.600 -0.185 259 3,191 +69
Total Volume and Open Interest 31,719 208,829 +422
Feeder Cattle(CME)
Mar09 090324 94.000 94.000 93.650 94.000 unch 514 2,165 -74
Apr09 090324 94.900 95.350 94.100 95.135 +0.685 984 5,444 -469
May09 090324 96.480 96.980 95.650 96.850 +0.800 1,078 8,890 -53
Aug09 090324 99.050 99.950 98.600 99.885 +0.705 435 4,467 +7
Sep09 090324 99.900 100.200 99.200 100.200 +0.300 56 831 +16
Oct09 090324 100.000 100.400 99.500 100.400 +0.350 32 461 +10
Nov09 090324 99.500 100.400 99.500 100.400 +0.450 13 125 +6
Total Volume and Open Interest 3,112 22,394 -557
Lean Hogs(CME)
Apr09 090324 60.750 61.600 60.630 61.350 +0.700 6,800 29,089 -1,920
May09 090324 72.200 72.650 71.750 72.500 +0.600 180 3,654 +32
Jun09 090324 72.950 73.200 72.250 73.150 +0.515 6,880 48,430 +249
Jul09 090324 73.800 74.135 73.250 73.930 +0.600 858 18,957 +157
Aug09 090324 74.350 74.800 73.950 74.500 +0.400 1,339 19,951 -107
Oct09 090324 67.135 67.650 66.750 67.430 +0.280 493 6,643 +50
Dec09 090324 66.400 66.750 66.000 66.725 +0.425 195 3,636 +142
Feb10 090324 69.330 69.900 69.330 69.785 -0.015 46 883 +24
Total Volume and Open Interest 16,794 131,767 -1,371
Pork Bellies(CME)
Mar09 090324 87.900 87.900 87.900 87.900 unch 0 5 +0
May09 090324 87.400 88.500 85.500 88.500 unch 125 628 +17
Jul09 090324 84.000 85.000 84.000 84.050 +0.450 9 256 +6
Aug09 090324 84.500 84.500 82.000 83.300 +1.700 2 62 -2
Feb10 090324 91.000 91.750 91.000 91.750 -0.230 0 5 +0
Total Volume and Open Interest 136 961 +21
Class III Milk(CME)
Mar09 090324 10.48 10.49 10.46 10.47 -0.01 224 4,820 +7
Apr09 090324 11.25 11.27 11.21 11.25 unch 439 4,498 -37
May09 090324 11.70 11.91 11.70 11.90 -0.01 440 4,462 -5
Jun09 090324 12.75 12.81 12.70 12.76 +0.06 253 4,162 -15
Jul09 090324 13.75 13.91 13.75 13.85 +0.01 227 2,891 -15
Total Volume and Open Interest 2,608 34,472 -108
Cocoa(ICE)
May09 090324 2600 2626 2596 2609 +16 4,950 43,925 -590
Jul09 090324 2602 2629 2600 2611 +14 974 24,885 +162
Sep09 090324 2599 2625 2599 2609 +17 761 19,321 +648
Dec09 090324 2600 2622 2600 2603 +18 114 12,548 +40
Mar10 090324 2585 2594 2585 2594 +25 92 8,223 +17
May10 090324 2597 2597 2597 2597 +28 69 2,255 +19
Jul10 090324 2609 2609 2609 2609 +28 1 389 +0
Total Volume and Open Interest 6,961 112,185 +296
Coffee "C"(ICE)
May09 090324 117.00 117.90 116.25 116.75 -0.75 10,973 67,059 -1,802
Jul09 090324 119.35 119.90 118.20 118.70 -0.80 2,124 33,015 +280
Sep09 090324 121.55 121.90 120.50 120.80 -0.80 1,364 17,336 +395
Dec09 090324 124.20 124.50 123.40 123.65 -0.75 708 11,531 +102
Mar10 090324 127.00 127.00 126.35 126.40 -0.70 89 7,697 +16
May10 090324 128.25 128.25 128.20 128.25 -0.70 1 1,174 +0
Total Volume and Open Interest 15,260 138,787 -1,008
Orange Juice(ICE)
May09 090324 73.95 77.90 73.65 76.95 +3.20 272 18,335 -150
Jul09 090324 75.50 79.40 75.40 78.55 +2.75 175 5,077 +129
Sep09 090324 79.25 82.40 79.25 81.50 +2.70 26 2,875 +10
Nov09 090324 82.80 85.25 82.80 85.00 +3.15 1 504 +0
Jan10 090324 86.20 87.00 85.65 86.85 +2.00 0 139 +0
Mar10 090324 89.60 89.60 89.60 89.60 +2.00 0 5 +0
Total Volume and Open Interest 474 27,164 -11
Sugar #11(ICE)
May09 090324 13.41 13.45 12.96 13.00 -0.41 30,899 240,276 +497
Jul09 090324 13.92 13.92 13.50 13.61 -0.25 17,796 170,037 +3,795
Oct09 090324 14.42 14.45 14.08 14.27 -0.17 10,230 105,284 +2,192
Mar10 090324 15.19 15.22 14.85 15.07 -0.14 4,150 67,803 +2,113
May10 090324 14.96 14.96 14.65 14.83 -0.11 641 23,734 +268
Total Volume and Open Interest 65,725 681,726 +10,218
Sugar #14(ICE)
May09 090324 20.33 20.85 20.33 20.80 +0.50 279 2,234 +47
Jul09 090324 20.90 21.20 20.80 21.15 +0.45 216 2,563 +6
Sep09 090324 20.95 21.40 20.95 21.40 +0.50 4 2,079 +4
Total Volume and Open Interest 499 6,876 +57
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090324 1882 1885 1867 1884 +2 2,251 51,296 +694
Sep09 090324 1859 1865 1845 1863 +3 950 19,577 +21
Dec09 090324 1826 1834 1825 1832 unch 566 19,810 +72
Mar10 090324 1805 1805 1802 1802 -3 33 9,576 +22
May10 090324 1798 1798 1798 1798 unch 59 408 +49
Jul10 090324 1804 1804 1804 1804 unch 0 242 +0
Total Volume and Open Interest 8,465 172,283 -818
London Coffee(LCE)
London Sugar(LCE)
May09 090324 406.00 406.30 396.60 398.00 -8.20 1,306 25,053 +17
Aug09 090324 403.50 405.00 395.40 397.30 -7.40 962 26,273 +549
Oct09 090324 404.70 404.70 395.70 398.00 -5.20 557 10,569 -116
Dec09 090324 401.70 401.80 394.60 397.50 -4.50 275 3,950 +205
Mar10 090324 399.90 404.00 399.90 402.90 -4.20 150 2,342 +77
Total Volume and Open Interest 3,270 69,635 +752
Cotton(ICE)
May09 090324 44.75 45.01 43.95 44.31 -0.72 8,385 65,029 -286
Jul09 090324 45.85 45.95 44.97 45.28 -0.69 3,092 37,661 +628
Oct09 090324 48.12 48.12 47.90 47.90 -0.82 1 508 +0
Dec09 090324 50.50 50.50 49.27 49.54 -0.73 652 24,594 +88
Mar10 090324 53.00 53.00 52.39 52.44 -0.67 122 3,343 +52
May10 090324 53.44 53.44 53.44 53.44 -0.67 0 141 +0
Total Volume and Open Interest 12,335 133,942 +552
Lumber(CME)
May09 090324 165.6 168.3 164.5 167.3 +2.7 413 4,531 -46
Jul09 090324 176.5 177.9 175.4 176.5 +0.8 123 1,464 -9
Sep09 090324 185.6 188.5 185.5 188.4 +1.6 29 402 +7
Nov09 090324 185.4 185.5 182.4 185.5 +1.1 8 76 +7
Total Volume and Open Interest 573 6,487 -41
Crude Oil(NYM)
May09 090324 53.83 54.20 52.45 53.98 +0.18 180,152 314,952 -1,749
Jun09 090324 55.50 55.70 54.38 55.63 -0.10 56,496 182,825 +8,800
Jul09 090324 57.03 57.08 55.85 57.00 -0.20 16,428 84,425 +1,297
Aug09 090324 58.09 58.17 57.13 58.08 -0.25 6,185 31,596 +633
Sep09 090324 59.00 59.10 58.19 59.05 -0.31 7,672 32,767 +421
Oct09 090324 59.26 59.93 59.16 59.93 -0.34 5,872 28,753 +880
Nov09 090324 60.83 60.83 59.96 60.81 -0.37 5,502 20,047 +325
Dec09 090324 62.08 62.08 60.81 61.68 -0.40 23,235 92,129 +2,120
Jan10 090324 62.02 62.42 61.60 62.42 -0.42 1,643 22,485 +100
Feb10 090324 62.69 63.10 62.56 63.08 -0.44 717 11,068 +133
Mar10 090324 63.23 63.69 63.17 63.69 -0.46 638 12,217 -111
Apr10 090324 63.73 64.24 63.73 64.24 -0.48 299 6,153 +25
May10 090324 64.76 64.76 64.76 64.76 -0.50 253 4,811 +103
Jun10 090324 65.04 65.27 65.04 65.25 -0.52 2,422 24,246 +790
Jul10 090324 65.73 65.73 65.73 65.73 -0.54 552 6,971 -73
Aug10 090324 66.21 66.21 66.21 66.21 -0.56 176 3,547 -32
Total Volume and Open Interest 321,498 1,149,622 -2,127
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 090324 53.825 54.050 52.450 53.975 +0.175 8,160 3,182 +306
Jun09 090324 55.475 55.650 54.400 55.625 -0.100 547 425 +5
Jul09 090324 56.725 57.000 56.000 57.000 -0.200 145 52 +9
Aug09 090324 58.150 58.150 58.000 58.075 -0.250 78 47 +33
Sep09 090324 59.050 59.050 59.050 59.050 -0.300 22 33 +19
Oct09 090324 59.925 59.925 59.925 59.925 -0.350 2 2 +0
Nov09 090324 60.800 60.800 60.800 60.800 -0.375 0 2 +0
Dec09 090324 61.675 61.675 61.675 61.675 -0.400 37 29 +1
Total Volume and Open Interest 8,991 3,828 -20
Heating Oil(NYM)
Apr09 090324 146.96 150.26 145.22 149.96 +2.89 19,528 28,701 -2,995
May09 090324 148.49 151.54 146.49 151.38 +2.89 21,972 57,813 +1,756
Jun09 090324 150.45 153.64 148.75 153.48 +2.74 12,114 38,202 -158
Jul09 090324 153.28 156.14 152.12 155.98 +2.64 4,623 22,034 +235
Aug09 090324 155.44 158.63 154.93 158.63 +2.59 2,351 11,838 +451
Sep09 090324 158.37 161.73 158.30 161.73 +2.54 1,549 12,751 -55
Oct09 090324 161.41 164.63 161.41 164.63 +2.49 1,393 9,529 +286
Nov09 090324 165.09 167.63 164.22 167.63 +2.39 936 9,633 -54
Dec09 090324 166.89 170.80 166.89 170.73 +2.29 2,972 21,626 -71
Jan10 090324 170.91 173.58 170.85 173.58 +2.19 835 8,876 +111
Feb10 090324 172.75 175.38 172.70 175.38 +2.14 443 5,823 +42
Mar10 090324 173.50 175.93 173.25 175.93 +2.04 214 3,865 +12
Total Volume and Open Interest 71,590 267,885 +90
Gasoline(NYMEX)
Apr09 090324 148.75 152.15 146.63 150.26 +1.45 19,231 27,525 -3,983
May09 090324 151.00 153.83 148.58 152.04 +1.12 21,416 69,922 +1,310
Jun09 090324 151.71 154.50 149.67 153.09 +1.07 7,800 32,540 +1,666
Jul09 090324 152.67 154.77 150.61 153.85 +1.16 1,950 17,142 +158
Aug09 090324 153.00 154.52 151.03 154.32 +1.18 1,378 12,797 +156
Sep09 090324 152.11 154.57 151.19 154.28 +1.19 1,230 13,590 +27
Oct09 090324 143.26 145.67 142.38 145.65 +1.26 754 11,088 +65
Nov09 090324 143.18 145.85 143.18 145.85 +1.21 148 2,487 +4
Dec09 090324 146.50 147.40 144.05 147.40 +1.16 250 8,642 -68
Jan10 090324 150.10 150.10 150.10 150.10 +1.16 165 1,830 +76
Total Volume and Open Interest 56,585 208,234 +1,150
e-miNY RBOB Gasoline(NYM)
Apr09 090319 1.37 1.37 1.37 1.44 +0.07 0 2 +0
May09 090324 151.00 152.04 151.00 152.04 +1.12      
Jun09 090324 153.09 153.09 153.09 153.09 +1.07      
Jul09 090324 153.85 153.85 153.85 153.85 +1.16      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
Apr09 090324 4.345 4.379 4.200 4.347 +0.053 69,185 48,284 -7,113
May09 090324 4.408 4.468 4.284 4.442 +0.064 33,888 102,576 +294
Jun09 090324 4.545 4.589 4.412 4.567 +0.064 9,289 46,833 -271
Jul09 090324 4.675 4.721 4.548 4.698 +0.066 6,213 40,793 -25
Aug09 090324 4.711 4.812 4.635 4.788 +0.066 3,395 31,447 +779
Sep09 090324 4.769 4.858 4.690 4.838 +0.066 1,995 25,725 +308
Oct09 090324 4.936 4.978 4.813 4.955 +0.068 5,732 44,761 +715
Nov09 090324 5.337 5.485 5.320 5.460 +0.078 1,186 19,724 +50
Dec09 090324 5.890 6.010 5.850 5.995 +0.106 2,135 32,630 +203
Jan10 090324 6.165 6.300 6.126 6.275 +0.108 3,093 27,556 +338
Feb10 090324 6.150 6.302 6.140 6.285 +0.112 403 11,004 -30
Mar10 090324 6.090 6.176 6.010 6.160 +0.117 1,643 23,340 -101
Apr10 090324 5.800 5.905 5.740 5.885 +0.137 1,535 23,108 -151
May10 090324 5.770 5.940 5.770 5.908 +0.139 513 11,131 +187
Jun10 090324 5.860 6.007 5.860 5.998 +0.140 77 7,110 +27
Jul10 090324 5.972 6.120 5.972 6.113 +0.141 51 6,141 -1
Total Volume and Open Interest 141,263 646,309 -4,780
Brent Crude Oil(ICE)
May09 090324 53.23 53.61 52.42 53.50 +0.03 78,278 151,912 +1,400
Jun09 090324 54.68 55.05 53.91 54.94 -0.01 48,494 129,331 +7,523
Jul09 090324 56.10 56.34 55.25 56.26 -0.02 19,117 53,185 +1,406
Aug09 090324 56.64 57.38 56.33 57.29 -0.02 10,791 26,670 +1,902
Sep09 090324 57.54 58.29 57.25 58.19 -0.03 8,343 23,241 -88
Oct09 090324 58.50 59.18 58.11 59.08 -0.05 6,329 14,533 -78
Nov09 090324 59.40 60.06 59.01 59.95 -0.08 4,597 14,431 +638
Dec09 090324 60.52 60.95 59.91 60.82 -0.09 15,865 76,843 -1,289
Jan10 090324 61.10 61.61 61.02 61.61 -0.08 1,655 13,412 +295
Feb10 090324 62.35 62.35 62.35 62.35 -0.05 620 6,982 +184
Mar10 090324 63.02 63.02 63.02 63.02 -0.04 509 6,075 +97
Apr10 090324 63.62 63.62 63.62 63.62 -0.05 492 3,289 +75
May10 090324 64.14 64.14 64.14 64.14 -0.06 221 2,817 +67
Jun10 090324 64.41 64.63 64.11 64.63 -0.09 650 11,701 -76
Total Volume and Open Interest 200,242 651,164 +12,238
Gas Oil(ICE)
Apr09 090324 466.00 476.75 460.25 468.25 +0.75 25,111 58,655 +1,344
May09 090324 474.00 485.00 468.50 476.25 +0.50 14,873 77,406 +2,686
Jun09 090324 483.75 493.75 478.25 485.50 unch 6,574 57,125 +77
Jul09 090324 490.25 502.75 487.75 495.25 unch 3,732 24,638 +329
Aug09 090324 502.25 512.75 497.25 505.00 unch 2,406 26,220 -31
Sep09 090324 512.00 522.00 507.50 514.50 -0.25 1,424 24,750 -487
Oct09 090324 520.25 529.75 516.00 523.25 -0.25 394 19,795 +65
Nov09 090324 528.25 538.00 523.75 531.25 unch 1,275 12,539 +55
Dec09 090324 536.00 545.75 531.00 538.50 unch 4,249 56,222 -334
Jan10 090324 549.50 552.75 546.00 547.00 -0.25 806 20,277 +2
Total Volume and Open Interest 62,673 457,085 +3,154
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090324 1.609 1.610 1.600 1.604 -0.004 26 366 -17
May09 090324 1.620 1.625 1.612 1.618 -0.004 148 566 +77
Jun09 090324 1.635 1.635 1.626 1.635 -0.003 393 617 +244
Jul09 090324 1.630 1.650 1.630 1.650 -0.004 160 459 +110
Aug09 090324 1.645 1.675 1.645 1.651 -0.004 57 174 +0
Sep09 090324 1.660 1.660 1.660 1.660 -0.011 73 243 +0
Oct09 090324 1.670 1.670 1.670 1.670 -0.012 77 250 +22
Total Volume and Open Interest 1,545 4,517 +554
US Dollar Index(ICE)
Jun09 090324 83.915 84.780 83.700 84.330 +0.380 7,188 22,436 +565
Sep09 090324 84.400 85.200 84.200 84.755 +0.335 30 2,050 +0
Dec09 090324 85.090 85.090 85.090 85.090 +0.335 0 1 +0
Total Volume and Open Interest 7,218 24,487 +565
Australian Dollar(CME)
Jun09 090324 70.02 70.60 68.95 69.63 -0.32 37,844 54,949 +1,000
Sep09 090324 69.18 70.15 68.71 69.34 -0.35 3 198 +1
Dec09 090324 69.05 69.41 69.05 69.05 -0.36 0 18 +0
Total Volume and Open Interest 37,847 55,180 +1,001
British Pound(CME)
Jun09 090324 145.65 147.82 145.53 147.24 +1.70 61,876 71,534 -1,989
Sep09 090324 147.20 147.84 145.65 147.34 +1.69 10 242 +1
Dec09 090324 147.46 147.77 145.78 147.46 +1.68 0 31 +0
Total Volume and Open Interest 61,886 71,809 -1,988
Canadian Dollar(CME)
Jun09 090324 81.70 82.03 81.21 81.69 +0.13 35,540 53,676 -1,074
Sep09 090324 81.72 82.27 81.36 81.82 +0.12 77 1,880 +8
Dec09 090324 82.20 82.20 81.78 81.97 +0.12 28 1,129 +18
Mar10 090324 82.08 82.31 81.91 82.08 +0.12 9 455 +7
Total Volume and Open Interest 35,660 57,150 -1,036
Japanese Yen(CME)
Jun09 090324 103.15 103.31 101.59 102.36 -0.98 56,958 71,012 -1,321
Sep09 090324 102.20 103.55 101.91 102.60 -0.95 13 659 +1
Dec09 090324 102.42 103.80 102.42 102.85 -0.95 0 23 +0
Total Volume and Open Interest 56,971 71,707 -1,320
Swiss Franc(CME)
Jun09 090324 89.02 89.38 88.46 88.92 -0.23 31,145 27,592 -1,584
Sep09 090324 89.16 89.48 88.72 89.16 -0.23 6 78 +5
Dec09 090324 89.42 89.65 89.30 89.42 -0.23 0 4 +0
Total Volume and Open Interest 31,151 27,674 -1,579
EuroFX(CME)
Jun09 090324 136.22 136.78 134.31 135.19 -1.11 186,144 110,228 -2,678
Sep09 090324 135.47 136.77 134.40 135.25 -1.11 106 1,056 -1
Dec09 090324 135.98 136.64 134.79 135.33 -1.11 0 29 +0
Total Volume and Open Interest 186,250 111,319 -2,679
Mexican Peso(CME)
Apr09 090324 695.8 697.5 695.8 695.8 -1.8 0 5 +0
May09 090324 692.0 693.8 692.0 692.0 -1.8      
Total Volume and Open Interest 12,681 43,031 -1,596
30-Year T-Bonds(CBOT)
Jun09 090324 128~110 129~115 126~245 129~040 +0~270      
Sep09 090324 127~170 127~265 125~200 127~265 +0~160 446 213 +45
Dec09 090324 126~225 126~225 126~065 126~225 +0~160 96 172 +90
Total Volume and Open Interest 160,597 707,046 -5,814
10-Year T-Notes(CBOT)
Jun09 090324 124~065 124~110 123~145 124~060 -0~030 520,145 1,042,887 -4,329
Sep09 090324 122~280 123~020 122~280 122~280 -0~060      
Dec09 090324 122~060 122~090 122~060 122~060 -0~030      
Total Volume and Open Interest 520,145 1,042,887 -9,383
5-Year T-Notes(CBOT)
Jun09 090324 118~047 118~070 118~010 118~045 -0~006 199,574 869,452 -4,718
Sep09 090324 55~125 56~003 55~125 55~125 -0~006      
Dec09 090324 55~125 56~003 55~125 55~125 -0~006      
Total Volume and Open Interest 200,696 877,662 -5,062
2 Year T-Notes(CBOT)
Jun09 090324 108~090 108~090 108~074 108~086 -0~004 103,267 473,542 +16,951
Sep09 090324 108~086 108~090 108~086 108~086 -0~004      
Dec09 090324 108~086 108~090 108~086 108~086 -0~004      
Total Volume and Open Interest 103,690 481,069 +16,924
Eurodollars(CME)
Jun09 090324 98.780 98.790 98.745 98.770 -0.020 176,644 1,054,737 -1,910
Sep09 090324 98.790 98.800 98.750 98.780 -0.015 158,929 964,459 +7,233
Dec09 090324 98.625 98.640 98.580 98.625 -0.010 136,869 703,366 -3,775
Mar10 090324 98.570 98.595 98.520 98.575 -0.010 136,143 639,737 +4,539
Jun10 090324 98.400 98.435 98.350 98.410 -0.010 128,068 418,693 +5,530
Sep10 090324 98.230 98.265 98.160 98.235 -0.005 84,132 366,908 -12,997
Dec10 090324 98.010 98.065 97.945 98.035 +0.010 67,413 405,133 -4,315
Mar11 090324 97.855 97.920 97.785 97.890 +0.020 60,903 269,870 +1,306
Jun11 090324 97.650 97.725 97.575 97.690 +0.025 31,455 202,914 +2,066
Sep11 090324 97.460 97.535 97.380 97.495 +0.025 24,983 135,390 +526
Dec11 090324 97.250 97.330 97.175 97.295 +0.025 25,140 100,640 -2,552
Mar12 090324 97.140 97.215 97.060 97.175 +0.020 21,307 84,202 -1,286
Jun12 090324 97.050 97.100 96.945 97.055 +0.015 12,142 76,188 +1,233
Sep12 090324 96.925 97.010 96.860 96.965 +0.015 10,033 65,684 +975
Dec12 090324 96.820 96.910 96.755 96.860 +0.015 9,111 56,159 +347
Mar13 090324 96.730 96.865 96.705 96.815 +0.015 8,502 40,782 +771
Jun13 090324 96.655 96.790 96.640 96.740 +0.015 4,606 29,507 -57
Sep13 090324 96.590 96.725 96.580 96.680 +0.015 4,980 31,323 +726
Total Volume and Open Interest 1,142,578 5,929,926 +7,150
30 Day Federal Funds(CBOT)
Mar09 090324 99.802 99.805 99.800 99.802 unch 1,025 45,848 -563
Apr09 090324 99.775 99.780 99.765 99.775 unch 2,730 57,740 +74
May09 090324 99.765 99.770 99.760 99.770 unch 3,264 59,007 -307
Jun09 090324 99.750 99.760 99.745 99.755 unch 1,501 31,647 -207
Jul09 090324 99.720 99.730 99.715 99.725 -0.005 1,159 30,635 -107
Aug09 090324 99.700 99.710 99.695 99.700 -0.010 748 28,572 -407
Total Volume and Open Interest 20,717 395,436 -2,429
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 090324 99.40 99.42 99.40 99.42 +0.02      
Sep09 090324 99.44 99.45 99.44 99.45 +0.01      
Dec09 090324 99.45 99.46 99.45 99.46 +0.01      
Mar10 090324 99.43 99.44 99.43 99.44 +0.01      
Jun10 090324 99.38 99.38 99.38 99.38 unch      
Sep10 090324 99.32 99.32 99.32 99.32 unch      
Dec10 090324 99.27 99.28 99.27 99.28 +0.01      
Mar11 090324 99.18 99.19 99.18 99.19 +0.01      
Jun11 090324 99.14 99.14 99.14 99.14 unch      
Sep11 090324 99.14 99.14 99.14 99.14 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090324 99.42 99.42 99.42 99.42 0.00 0 11,468 -1
Sep09 090324 99.46 99.46 99.46 99.46 0.00 0 4,078 +0
Dec09 090324 99.46 99.46 99.46 99.46 0.00 0 1,931 +0
Mar10 090324 99.44 99.44 99.44 99.44 0.00 0 1,402 +0
Jun10 090324 99.39 99.39 99.39 99.39 0.00 0 527 +0
Sep10 090324 99.32 99.32 99.32 99.32 -0.01 0 252 +0
Dec10 090324 99.28 99.28 99.28 99.28 -0.01 0 152 +0
Mar11 090324 99.19 99.19 99.19 99.19 0.00 0 412 +0
Total Volume and Open Interest 0 21,861 +64
Japanese Gov't Bonds(SGX)
Jun09 090324 139.42 139.63 139.32 139.48 +0.05 4,960 10,259 -76
Sep09 090324 139.48 139.48 139.48 139.48 +0.05      
Dec09 090324 139.48 139.48 139.48 139.48 +0.05      
Total Volume and Open Interest 4,960 10,445 -286
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 090324 116.16 116.18 115.66 115.75 -1.47 594,131 721,661 +131,518
Sep09 090324 115.67 115.67 115.55 115.55 -0.54 7,178 15,288 +6,678
Dec09 090324 115.35 115.35 115.35 115.35 -0.53      
Total Volume and Open Interest 372,627 710,608 +4,375
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 090324 122~19 122~22 120~22 121~12 -1~18 71,723 350,805 -13,031
Total Volume and Open Interest 71,723 364,709 -13,031
3-Mth Short Sterling(LIFFE)
Jun09 090324 98.46 98.49 98.42 98.46 -0.03 39,050 304,337 +6,671
Sep09 090324 98.42 98.46 98.36 98.42 -0.04 21,881 300,884 +621
Dec09 090324 98.18 98.23 98.11 98.18 -0.05 27,764 253,413 +2,217
Mar10 090324 98.08 98.11 97.96 98.02 -0.09 22,411 253,331 +2,356
Jun10 090324 97.84 97.89 97.74 97.78 -0.11 26,902 176,465 +3,582
Sep10 090324 97.62 97.66 97.50 97.54 -0.11 20,449 145,303 +5,811
Total Volume and Open Interest 196,206 1,650,621 +24,460
3-Mth Euribor(LIFFE)
Jun09 090324 98.645 98.655 98.605 98.625 -0.020 140,967 728,296 +14,386
Sep09 090324 98.605 98.615 98.565 98.580 -0.040 90,604 574,425 +1,167
Dec09 090324 98.410 98.415 98.360 98.390 -0.045 79,180 433,196 -996
Total Volume and Open Interest 658,391 3,154,321 +36,430
3-Mth Aus T-Bills(SFE)
Jun09 090324 97.19 97.22 97.08 97.12 -0.07 29,235 307,429 +3,010
Sep09 090324 97.26 97.30 97.14 97.20 -0.06 16,185 167,238 +6,320
Dec09 090324 97.10 97.15 96.98 97.04 -0.08 5,649 90,960 +720
Mar10 090324 96.89 96.92 96.76 96.80 -0.10 3,217 60,486 +1,237
Jun10 090324 96.60 96.61 96.47 96.49 -0.11 2,353 52,694 +8
Sep10 090324 96.30 96.32 96.18 96.19 -0.12 3,164 33,558 +1,158
Dec10 090324 96.02 96.02 95.90 95.91 -0.10 1,197 18,342 +331
Mar11 090324 95.69 95.71 95.65 95.67 -0.10 1,030 6,802 +387
Jun11 090324 95.49 95.49 95.43 95.45 -0.08 660 2,497 +288
Sep11 090324 95.27 95.27 95.27 95.27 -0.06 545 756 +134
Total Volume and Open Interest 63,259 740,914 +13,589
10-Year Aus T-Bonds(SFE)
Jun09 090324 95.69 95.75 95.61 95.63 -0.06 29,947 252,619 +17,405
Sep09 090324 95.63 95.63 95.63 95.63 -0.06      
Total Volume and Open Interest 29,947 252,619 +3,270
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 090324 96.68 96.68 96.68 96.68 -0.07      
Total Volume and Open Interest 52,208 330,466 +4,642
Gold(CMX)
Apr09 090324 938.4 944.6 916.9 923.8 -28.7 108,944 169,060 -9,720
Jun09 090324 941.6 946.6 919.5 926.0 -28.8 23,301 146,736 +10,236
Aug09 090324 946.5 948.2 921.2 927.7 -28.8 1,503 10,431 -816
Oct09 090324 947.5 947.5 928.9 929.2 -28.7 183 5,903 +138
Dec09 090324 949.9 950.7 924.4 930.8 -28.8 2,520 17,153 -990
Feb10 090324 950.0 952.5 932.5 932.5 -28.8 368 4,315 +291
Apr10 090324 934.3 934.3 934.3 934.3 -28.8 25 2,379 +2
Jun10 090324 936.1 936.1 936.1 936.1 -28.9 19 4,660 +0
Aug10 090324 938.0 938.0 938.0 938.0 -28.9 0 376 +0
Oct10 090324 939.9 939.9 939.9 939.9 -28.9 0 1 +0
Dec10 090324 947.6 950.0 938.0 941.9 -28.8 464 8,550 +141
Total Volume and Open Interest 137,597 387,376 -957
Silver(CMX)
Mar09 090324 1354.0 1356.5 1330.0 1334.4 -51.8 273 607 -222
May09 090324 1365.5 1374.0 1326.0 1335.7 -51.8 17,176 49,513 -153
Jul09 090324 1372.5 1372.5 1331.0 1338.5 -51.8 753 14,715 +67
Sep09 090324 1351.0 1351.0 1331.5 1339.5 -51.9 78 4,008 +70
Dec09 090324 1377.0 1377.0 1335.0 1340.8 -51.9 333 11,853 -38
Mar10 090324 1341.9 1341.9 1341.9 1341.9 -51.9 9 3,748 +0
May10 090324 1342.7 1342.7 1342.7 1342.7 -51.9 2 157 -2
Total Volume and Open Interest 18,797 92,250 -318
Platinum(NYMEX)
Apr09 090324 1139.0 1139.0 1111.5 1117.7 -25.6 3,002 10,468 -1,392
Jul09 090324 1152.6 1152.6 1116.2 1122.7 -25.2 1,832 10,481 +1,280
Oct09 090324 1123.4 1136.7 1123.0 1129.0 -24.5 2 72 +2
Total Volume and Open Interest 4,836 21,021 -110
Palladium(NYMEX)
Mar09 090324 207.40 207.40 207.40 207.40 -5.80 51 120 -2
Jun09 090324 211.50 215.50 204.10 207.50 -5.75 483 12,276 -84
Sep09 090324 210.80 210.80 208.50 208.50 -5.85 1 65 +1
Total Volume and Open Interest 535 12,465 -85
Copper(CMX)
Mar09 090324 181.25 181.25 177.50 179.85 -3.35 285 903 -151
May09 090324 185.65 187.90 178.00 180.60 -3.50 11,114 61,357 -1,909
Jul09 090324 186.90 188.35 179.20 181.60 -3.45 1,339 16,855 +224
Sep09 090324 185.60 185.60 180.45 182.50 -3.35 217 4,488 +147
Dec09 090324 189.45 189.45 181.25 183.55 -3.25 71 3,099 +3
Total Volume and Open Interest 13,374 95,246 -1,723
Aluminum(CMX)
Mar09 090324 0.64 0.64 0.64 0.64 -0.02      
Apr09 090324 0.65 0.65 0.65 0.65 -0.02      
May09 090324 0.65 0.65 0.65 0.65 -0.02      
Jun09 090324 0.66 0.66 0.66 0.66 -0.02      
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 090324 7668 7745 7598 7620 -92 1,359 7,492 +524
Sep09 090324 7614 7660 7576 7576 -94 1 6 +0
Dec09 090324 7535 7627 7535 7535 -92      
Mar10 090324 7490 7582 7490 7490 -92      
Total Volume and Open Interest 1,360 7,498 +524
S & P 500(CME)
Jun09 090324 818.00 819.80 801.20 803.40 -13.90 23,075 419,479 -732
Sep09 090324 805.50 817.50 799.10 800.20 -13.90 502 2,100 -150
Dec09 090324 798.00 814.40 797.40 798.00 -14.40 0 867 +0
Mar10 090324 797.00 813.40 796.40 797.00 -14.40      
Total Volume and Open Interest 23,577 422,448 -882
S & P 500 E-Mini(Globex)
Jun09 090324 803.25 803.75 803.00 803.75 -13.75      
Sep09 090324 815.50 816.25 798.50 800.25 -13.75 90 1,041 +19
Total Volume and Open Interest 2,385,484 2,425,298 +5,769
NASDAQ 100(CME)
Jun09 090324 1252.30 1255.00 1231.00 1236.30 -15.70 2,283 17,369 +325
Sep09 090324 1236.50 1236.50 1235.30 1236.50 -15.80      
Dec09 090324 1239.50 1239.50 1238.30 1239.50 -15.80      
Total Volume and Open Interest 2,283 17,369 +325
NASDAQ 100 E-Mini(Globex)
Jun09 090324 1235.50 1236.50 1234.30 1235.80 -16.50      
Sep09 090324 1251.30 1253.80 1232.50 1236.50 -15.80 8 13 +4
Total Volume and Open Interest 332,003 230,306 -5,838
S & P Midcap 400(CME)
Jun09 090324 490.00 496.00 483.00 486.00 -8.10 202 3,903 +179
Sep09 090324 484.00 484.00 483.60 484.00 -8.10      
Dec09 090324 482.00 483.60 482.00 482.00 -10.10      
Total Volume and Open Interest 202 3,903 +179
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 090324 8395 8460 8235 8405 +225 72,651 126,039 -6,371
Sep09 090324 8410 8410 8410 8410 +225 0 258 +0
Total Volume and Open Interest 72,652 137,993 +7,953
Nikkei 225(SGX)
Jun09 090324 8395 8460 8235 8405 +225 72,651 126,039 -6,371
Sep09 090324 8410 8410 8410 8410 +225 0 258 +0
Dec09 090324 8365 8365 8365 8365 +225 0 117 +0
Total Volume and Open Interest 72,652 137,993 +7,953
CAC 40(EURONEXT)
Apr09 090324 2906.5 2929.5 2840.0 2874.5 +7.5 136,662 346,256 +24,731
May09 090324 2862.0 2862.0 2791.0 2822.0 +7.5 30 794 +27
Jun09 090324 2814.0 2815.0 2732.5 2768.0 +5.5 583 33,596 +540
Total Volume and Open Interest 137,275 382,470 -236,587
Hang Seng Index(HKFE)
Mar09 090324 13674 13954 13494 13812 +422 56,488 81,848 -1,389
Apr09 090324 13651 13911 13459 13770 +425 1,770 9,375 +3,267
Total Volume and Open Interest 58,491 93,220 +1,950
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 090324 3960.50 3970.00 3822.00 3865.50 -52.00 146,538 677,920 +18,358
Sep09 090324 3930.00 3930.00 3813.00 3835.00 -52.50 0 41 +0
Dec09 090324 3810.00 3810.00 3810.00 3810.00 -52.00      
Total Volume and Open Interest 146,538 677,961 -123,494
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090324 3558.0 3658.0 3556.0 3604.0 +51.0 25,746 302,578 -4,314
Sep09 090324 3603.0 3603.0 3565.0 3565.0 +52.0 7 1,977 -1
Total Volume and Open Interest 25,753 307,714 -4,315
GSCI(CME)
Apr09 090324 378.30 382.75 375.00 382.75 +0.25 498 14,759 +292
May09 090324 387.00 390.75 385.00 390.75 +0.75      
Jun09 090324 396.00 396.10 391.00 396.00 unch      
Total Volume and Open Interest 498 14,759 +292
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090324 230.50 230.50 230.50 230.50 +0.80 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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