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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed March 25, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090325 965.00 971.00 948.00 951.00 -16.00 76,475 130,822 +1,536
Jul09 090325 962.75 967.75 943.00 946.00 -17.75 27,226 68,802 -533
Aug09 090325 945.00 945.00 925.00 927.00 -18.00 300 4,267 +64
Sep09 090325 905.00 908.50 893.00 895.00 -17.50 571 8,254 +40
Nov09 090325 893.75 900.50 876.25 880.00 -16.50 14,808 77,265 +379
Jan10 090325 903.00 910.00 887.50 890.00 -17.00 885 3,979 +516
Mar10 090325 915.00 915.00 895.00 898.00 -17.00 108 1,088 +16
Total Volume and Open Interest 120,709 304,091 +2,090
Soybean Meal(CBOT)
May09 090325 302.10 305.00 293.20 294.30 -9.00 24,733 50,969 -723
Jul09 090325 296.70 300.10 287.50 288.60 -9.60 7,002 24,847 +358
Aug09 090325 290.20 290.20 279.80 280.60 -9.90 1,141 6,029 +204
Sep09 090325 281.00 281.00 269.00 270.40 -9.40 442 6,703 -16
Oct09 090325 265.40 267.80 258.70 260.00 -7.80 399 4,768 -156
Dec09 090325 263.70 267.00 256.10 257.60 -8.10 2,167 14,356 -146
Jan10 090325 264.60 266.80 258.70 258.70 -8.10 36 810 +6
Mar10 090325 267.10 270.00 261.90 261.90 -8.10 89 765 -43
Total Volume and Open Interest 36,015 109,819 -513
Soybean Oil(CBOT)
May09 090325 33.28 33.62 32.52 33.37 +0.10 28,834 96,567 -1,186
Jul09 090325 33.54 33.90 32.85 33.67 +0.11 7,997 56,164 +1,091
Aug09 090325 33.36 34.00 33.08 33.83 +0.11 165 7,354 -3
Sep09 090325 33.36 34.15 33.23 33.98 +0.11 333 7,568 +61
Oct09 090325 33.43 34.32 33.40 34.13 +0.11 276 4,289 -101
Dec09 090325 34.20 34.63 33.66 34.44 +0.09 2,571 25,739 +170
Jan10 090325 34.05 34.72 34.05 34.72 +0.09 1 755 +1
Mar10 090325 34.35 34.97 34.35 34.97 +0.09 0 856 +0
Total Volume and Open Interest 40,182 205,892 +38
Canola(WCE)
May09 090325 422.6 423.5 418.5 421.8 -0.8 5,382 56,667 +0
Jul09 090325 426.5 426.7 423.2 425.9 -1.9 6,093 26,032 +0
Nov09 090325 428.9 433.2 427.9 430.8 -2.6 1,135 18,469 +0
Jan10 090325 434.0 434.8 434.0 434.8 -2.7 134 647 +0
Mar10 090325 438.0 438.8 438.0 438.8 -1.6 51 271 +0
Total Volume and Open Interest 12,874 102,346 +12
Corn(CBOT)
May09 090325 393.50 394.25 384.50 385.75 -8.00 90,415 275,500 -1,262
Jul09 090325 403.75 404.50 395.00 396.25 -8.00 41,120 213,424 +9,668
Sep09 090325 413.00 413.25 404.25 405.25 -8.00 4,927 51,876 +397
Dec09 090325 424.50 425.00 416.50 417.50 -7.75 22,344 182,979 +2,830
Mar10 090325 436.25 436.25 428.25 429.75 -7.25 3,493 21,644 +971
May10 090325 439.00 439.00 435.00 436.00 -7.00 83 2,535 +20
Total Volume and Open Interest 163,817 789,823 +13,130
Wheat(CBOT)
May09 090325 536.00 536.00 506.50 508.00 -27.00 28,741 117,004 -1,160
Jul09 090325 547.00 548.00 519.25 520.75 -26.75 14,221 97,840 +1,596
Sep09 090325 572.00 572.00 544.75 546.25 -25.75 2,346 26,484 -122
Dec09 090325 593.75 594.25 568.50 569.75 -24.50 4,152 44,823 +185
Mar10 090325 605.50 609.75 585.25 585.25 -24.50 67 1,676 +8
Total Volume and Open Interest 49,582 297,218 +505
Wheat(KCBT)
May09 090325 588.50 588.50 555.00 555.00 -33.00 6,781 28,362 +300
Jul09 090325 599.00 599.00 566.00 566.00 -33.00 3,996 26,617 +824
Sep09 090325 610.00 610.00 576.75 576.75 -32.50 361 6,175 +172
Dec09 090325 620.50 620.50 591.75 591.75 -32.25 2,368 17,663 +166
Mar10 090325 630.00 630.00 605.00 605.00 -31.50 67 522 +7
Total Volume and Open Interest 13,609 81,064 +1,467
Wheat(MGE)
May09 090325 629.00 629.00 605.00 605.00 -24.00 1,273 9,207 +46
Jul09 090325 623.50 623.50 601.00 601.75 -25.25 560 7,247 +133
Sep09 090325 631.00 631.00 605.50 605.50 -25.25 325 4,677 +9
Dec09 090325 641.00 641.25 613.50 613.50 -27.50 262 3,493 +70
Mar10 090325 644.00 644.00 622.50 623.25 -26.75 38 461 +22
Total Volume and Open Interest 2,468 25,237 +276
Oats(CBOT)
May09 090325 198.25 198.25 192.00 193.50 -4.00 530 6,516 -136
Jul09 090325 206.50 206.50 201.00 202.25 -4.00 106 3,422 +24
Sep09 090325 211.25 215.25 211.25 211.25 -4.00 1 20 +1
Dec09 090325 224.50 227.50 224.50 226.00 -4.00 174 3,919 +63
Total Volume and Open Interest 811 13,879 -48
Rough Rice(CBOT)
May09 090325 12.37 12.56 12.26 12.31 -0.13 378 3,619 -6
Jul09 090325 12.49 12.74 12.46 12.51 -0.12 64 499 +18
Sep09 090325 12.19 12.19 11.97 11.97 -0.12 74 1,194 +32
Nov09 090325 12.27 12.29 12.15 12.15 -0.05 43 993 +11
Total Volume and Open Interest 570 6,700 +64
Live Cattle(CME)
Apr09 090325 85.500 85.830 84.430 84.635 -0.815 7,450 45,259 -1,703
Jun09 090325 83.180 83.600 82.100 82.480 -0.905 8,935 84,181 +681
Aug09 090325 84.050 84.500 83.000 83.330 -0.900 5,647 45,391 +765
Oct09 090325 87.830 88.250 86.850 87.135 -0.795 1,925 21,496 +772
Dec09 090325 89.850 90.200 88.930 89.550 -0.700 460 9,411 +52
Feb10 090325 91.500 91.500 90.300 90.850 -0.750 194 3,263 +72
Total Volume and Open Interest 24,687 209,518 +689
Feeder Cattle(CME)
Mar09 090325 93.950 94.050 93.700 93.750 -0.250 335 1,580 -585
Apr09 090325 95.150 95.400 93.600 94.230 -0.905 1,275 5,488 +44
May09 090325 97.000 97.180 95.230 95.385 -1.465 1,004 8,848 -42
Aug09 090325 99.750 100.035 98.230 98.330 -1.555 561 4,610 +143
Sep09 090325 99.850 100.000 98.800 99.230 -0.970 31 848 +17
Oct09 090325 99.000 100.100 98.900 99.230 -1.170 57 489 +28
Nov09 090325 100.000 100.000 98.930 98.930 -1.470 12 129 +4
Total Volume and Open Interest 3,277 22,005 -389
Lean Hogs(CME)
Apr09 090325 61.580 61.700 60.100 61.250 -0.100 11,312 25,507 -3,582
May09 090325 72.250 72.650 70.700 72.635 +0.135 228 3,728 +74
Jun09 090325 73.150 73.150 71.750 72.725 -0.425 12,424 48,828 +398
Jul09 090325 74.035 74.180 72.900 73.700 -0.230 2,183 19,015 +58
Aug09 090325 74.680 74.700 73.750 74.285 -0.215 3,333 20,428 +477
Oct09 090325 67.350 67.680 66.750 67.450 +0.020 822 6,987 +344
Dec09 090325 66.750 66.800 65.900 66.785 +0.060 252 3,673 +37
Feb10 090325 69.700 69.750 69.450 69.750 -0.035 106 975 +92
Total Volume and Open Interest 30,772 129,669 -2,098
Pork Bellies(CME)
Mar09 090325 88.000 89.000 87.850 89.000 +1.100 0 2 -3
May09 090325 87.350 88.000 87.100 88.000 -0.500 64 638 +10
Jul09 090325 86.250 86.250 84.300 84.300 +0.250 38 257 +1
Aug09 090325 84.600 84.800 84.000 84.600 +1.300 3 65 +3
Feb10 090325 91.100 91.100 90.600 91.100 -0.650 0 5 +0
Total Volume and Open Interest 105 972 +11
Class III Milk(CME)
Mar09 090325 10.48 10.48 10.45 10.45 -0.02 83 4,879 +59
Apr09 090325 11.20 11.41 11.10 11.31 +0.06 96 4,492 -6
May09 090325 11.90 12.44 11.88 12.35 +0.45 117 4,427 -35
Jun09 090325 12.73 13.35 12.73 13.25 +0.49 101 4,150 -12
Jul09 090325 13.90 14.43 13.87 14.30 +0.45 87 2,890 -1
Total Volume and Open Interest 732 34,458 -14
Cocoa(ICE)
May09 090325 2598 2614 2542 2586 -23 5,654 42,669 -1,256
Jul09 090325 2606 2614 2545 2588 -23 1,513 25,562 +677
Sep09 090325 2592 2604 2549 2587 -22 528 19,603 +282
Dec09 090325 2596 2601 2548 2584 -19 172 12,582 +34
Mar10 090325 2570 2595 2570 2579 -15 78 8,269 +46
May10 090325 2580 2580 2580 2580 -17 1 2,255 +0
Jul10 090325 2590 2590 2590 2590 -19 0 389 +0
Total Volume and Open Interest 7,946 111,968 -217
Coffee "C"(ICE)
May09 090325 116.30 117.20 115.30 116.70 -0.05 7,332 67,401 +342
Jul09 090325 118.15 119.00 117.25 118.60 -0.10 1,619 33,580 +565
Sep09 090325 120.25 121.20 119.40 120.75 -0.05 282 17,355 +19
Dec09 090325 123.65 123.65 122.65 123.60 -0.05 218 11,389 -142
Mar10 090325 125.65 126.30 125.65 126.30 -0.10 42 7,643 -54
May10 090325 127.50 128.15 127.50 128.15 -0.10 2 1,176 +2
Total Volume and Open Interest 9,496 139,520 +733
Orange Juice(ICE)
May09 090325 77.35 77.95 76.10 77.25 +0.30 628 18,434 +99
Jul09 090325 79.45 79.70 77.60 79.00 +0.45 126 5,158 +81
Sep09 090325 81.80 82.45 81.70 82.00 +0.50 27 2,884 +9
Nov09 090325 85.45 85.70 85.25 85.25 +0.25 28 520 +16
Jan10 090325 87.00 87.35 87.00 87.35 +0.50 0 139 +0
Mar10 090325 90.10 90.10 90.10 90.10 +0.50 0 5 +0
Total Volume and Open Interest 809 27,369 +205
Sugar #11(ICE)
May09 090325 13.00 13.12 12.72 12.82 -0.18 33,722 238,208 -2,068
Jul09 090325 13.61 13.70 13.38 13.51 -0.10 16,765 173,666 +3,629
Oct09 090325 14.27 14.34 14.05 14.28 +0.01 7,415 106,847 +1,563
Mar10 090325 15.08 15.14 14.88 15.13 +0.06 2,988 68,065 +262
May10 090325 14.82 14.88 14.70 14.85 +0.02 683 24,072 +338
Total Volume and Open Interest 64,483 686,207 +4,481
Sugar #14(ICE)
May09 090325 20.85 20.95 20.70 20.81 +0.01 84 2,174 -60
Jul09 090325 21.05 21.35 21.05 21.35 +0.20 56 2,614 +51
Sep09 090325 21.60 21.60 21.60 21.60 +0.20 4 2,083 +4
Total Volume and Open Interest 144 6,871 -5
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090325 1887 1896 1860 1890 +6 2,050 51,709 +413
Sep09 090325 1864 1872 1835 1867 +4 939 19,962 +385
Dec09 090325 1838 1838 1810 1834 +2 916 20,018 +208
Mar10 090325 1805 1810 1805 1806 +4 193 9,588 +12
May10 090325 1798 1798 1798 1798 unch 1 408 +0
Jul10 090325 1804 1804 1804 1804 unch 1 243 +1
Total Volume and Open Interest 8,735 172,037 -246
London Coffee(LCE)
London Sugar(LCE)
May09 090325 398.20 398.20 389.50 393.90 -4.10 4,554 23,639 -1,414
Aug09 090325 397.00 397.00 389.50 394.40 -2.90 2,748 26,954 +681
Oct09 090325 395.90 399.50 392.10 398.90 +0.90 506 10,659 +90
Dec09 090325 396.60 400.10 392.70 399.40 +1.90 354 4,248 +298
Mar10 090325 402.80 405.90 399.00 405.30 +2.40 133 2,426 +84
Total Volume and Open Interest 8,466 69,530 -105
Cotton(ICE)
May09 090325 44.50 44.79 43.82 44.58 +0.27 8,438 65,837 +808
Jul09 090325 45.00 45.75 44.89 45.57 +0.29 2,275 38,327 +666
Oct09 090325 48.26 48.26 48.26 48.26 +0.36 0 508 +0
Dec09 090325 49.23 50.04 49.13 49.93 +0.39 591 24,795 +201
Mar10 090325 52.75 52.92 52.70 52.80 +0.36 175 3,506 +163
May10 090325 53.77 53.77 53.77 53.77 +0.33 0 141 +0
Total Volume and Open Interest 11,499 135,800 +1,858
Lumber(CME)
May09 090325 167.5 177.3 167.5 177.3 +10.0 398 4,597 +66
Jul09 090325 178.0 186.4 178.0 184.5 +8.0 132 1,475 +11
Sep09 090325 188.2 197.0 188.0 196.9 +8.5 22 393 -9
Nov09 090325 186.5 191.8 185.4 191.3 +5.8 1 75 -1
Total Volume and Open Interest 553 6,554 +67
Crude Oil(NYM)
May09 090325 53.73 54.18 51.86 52.77 -1.21 229,890 315,672 +720
Jun09 090325 55.35 55.58 53.50 54.19 -1.44 78,959 187,205 +4,380
Jul09 090325 56.39 56.80 54.85 55.47 -1.53 27,181 87,058 +2,633
Aug09 090325 57.22 57.62 56.05 56.52 -1.56 9,167 32,575 +979
Sep09 090325 57.31 58.68 56.98 57.47 -1.58 8,078 33,075 +308
Oct09 090325 59.35 59.39 57.93 58.39 -1.54 7,010 28,571 -182
Nov09 090325 59.30 60.09 58.82 59.27 -1.54 5,921 20,713 +666
Dec09 090325 61.40 61.40 59.59 60.13 -1.55 22,131 94,265 +2,136
Jan10 090325 61.19 61.70 60.42 60.88 -1.54 1,947 22,789 +304
Feb10 090325 61.37 62.00 61.09 61.55 -1.53 735 11,198 +130
Mar10 090325 62.63 62.63 62.04 62.17 -1.52 414 12,072 -145
Apr10 090325 63.00 63.07 62.70 62.75 -1.49 383 6,150 -3
May10 090325 63.29 63.29 63.29 63.29 -1.47 352 4,861 +50
Jun10 090325 63.75 64.41 63.57 63.80 -1.45 1,986 24,812 +566
Jul10 090325 64.30 64.30 64.30 64.30 -1.43 185 6,991 +20
Aug10 090325 64.80 64.80 64.80 64.80 -1.41 238 3,557 +10
Total Volume and Open Interest 408,604 1,161,051 +11,429
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 090325 53.600 54.250 51.875 52.775 -1.200 10,800 2,757 -425
Jun09 090325 55.250 55.600 53.575 54.200 -1.425 509 452 +27
Jul09 090325 55.950 56.700 54.900 55.475 -1.525 21 58 +6
Aug09 090325 56.525 56.525 56.525 56.525 -1.550 33 34 -13
Sep09 090325 57.475 57.475 57.475 57.475 -1.575 26 16 -17
Oct09 090325 58.400 58.400 58.400 58.400 -1.525 0 2 +0
Nov09 090325 59.275 59.275 59.275 59.275 -1.525 0 2 +0
Dec09 090325 60.125 60.125 60.125 60.125 -1.550 0 29 +0
Total Volume and Open Interest 11,389 3,406 -422
Heating Oil(NYM)
Apr09 090325 150.05 150.05 144.69 146.47 -3.49 18,653 26,304 -2,397
May09 090325 151.15 151.24 145.77 147.53 -3.85 29,153 57,826 +13
Jun09 090325 151.77 152.67 147.69 149.28 -4.20 9,736 37,696 -506
Jul09 090325 154.09 155.00 150.00 151.63 -4.35 3,676 23,128 +1,094
Aug09 090325 155.16 157.17 153.77 154.18 -4.45 3,306 12,219 +381
Sep09 090325 156.50 158.50 156.00 157.18 -4.55 1,335 12,705 -46
Oct09 090325 161.43 162.87 158.85 160.03 -4.60 1,631 9,414 -115
Nov09 090325 162.34 164.54 161.85 162.93 -4.70 883 9,740 +107
Dec09 090325 166.20 169.00 165.16 165.93 -4.80 2,632 21,648 +22
Jan10 090325 169.31 170.60 168.25 168.73 -4.85 881 8,916 +40
Feb10 090325 170.75 172.54 170.00 170.43 -4.95 604 5,897 +74
Mar10 090325 171.67 172.40 170.75 170.88 -5.05 440 4,026 +161
Total Volume and Open Interest 74,402 266,858 -1,027
Gasoline(NYMEX)
Apr09 090325 150.14 151.84 146.17 149.50 -0.76 19,740 27,764 +239
May09 090325 151.84 153.36 148.00 151.13 -0.91 28,465 72,777 +2,855
Jun09 090325 150.65 153.52 148.96 151.91 -1.18 9,880 33,157 +617
Jul09 090325 150.34 153.86 149.60 152.38 -1.47 5,539 17,461 +319
Aug09 090325 150.52 153.39 150.22 152.64 -1.68 3,961 13,420 +623
Sep09 090325 150.49 153.60 150.00 152.40 -1.88 1,974 13,637 +47
Oct09 090325 141.75 144.60 141.75 143.25 -2.40 1,403 11,430 +342
Nov09 090325 144.02 144.90 143.10 143.35 -2.50 605 2,685 +198
Dec09 090325 144.35 145.52 144.35 144.75 -2.65 418 8,640 -2
Jan10 090325 148.50 148.50 147.35 147.35 -2.75 133 1,913 +83
Total Volume and Open Interest 72,148 213,564 +5,330
e-miNY RBOB Gasoline(NYM)
Apr09 090319 1.37 1.37 1.37 1.44 +0.07 0 2 +0
May09 090325 151.13 151.13 151.13 151.13 -0.91      
Jun09 090325 151.91 151.91 151.91 151.91 -1.18      
Jul09 090325 152.38 152.38 152.38 152.38 -1.47      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
Apr09 090325 4.340 4.360 4.241 4.329 -0.018 45,559 43,499 -4,785
May09 090325 4.442 4.456 4.330 4.416 -0.026 23,225 105,761 +3,185
Jun09 090325 4.557 4.570 4.457 4.540 -0.027 4,817 46,972 +139
Jul09 090325 4.666 4.699 4.587 4.671 -0.027 3,989 40,303 -490
Aug09 090325 4.788 4.820 4.676 4.765 -0.023 2,797 31,448 +1
Sep09 090325 4.838 4.838 4.740 4.817 -0.021 1,062 25,904 +179
Oct09 090325 4.955 4.960 4.849 4.934 -0.021 5,117 44,940 +179
Nov09 090325 5.460 5.460 5.374 5.427 -0.033 491 19,868 +144
Dec09 090325 5.995 5.995 5.910 5.964 -0.031 827 32,827 +197
Jan10 090325 6.302 6.302 6.196 6.244 -0.031 2,526 27,267 -289
Feb10 090325 6.225 6.300 6.205 6.256 -0.029 145 10,963 -41
Mar10 090325 6.100 6.170 6.091 6.136 -0.024 1,473 23,473 +133
Apr10 090325 5.845 5.896 5.841 5.866 -0.019 1,739 22,209 -899
May10 090325 5.865 5.930 5.855 5.894 -0.014 277 10,980 -151
Jun10 090325 6.000 6.000 5.986 5.986 -0.012 119 7,204 +94
Jul10 090325 6.087 6.130 6.080 6.104 -0.009 45 6,153 +12
Total Volume and Open Interest 94,582 643,932 -2,377
Brent Crude Oil(ICE)
May09 090325 53.04 53.48 51.17 51.75 -1.75 98,783 148,366 -3,546
Jun09 090325 54.14 54.84 52.58 53.14 -1.80 63,544 136,166 +6,835
Jul09 090325 55.68 56.10 53.90 54.46 -1.80 28,381 55,681 +2,496
Aug09 090325 56.40 57.06 55.00 55.51 -1.78 12,060 24,889 -1,781
Sep09 090325 57.32 57.97 56.03 56.43 -1.76 6,849 22,989 -252
Oct09 090325 58.20 58.89 56.87 57.31 -1.77 5,175 14,613 +80
Nov09 090325 59.07 59.74 57.81 58.18 -1.77 3,761 14,384 -47
Dec09 090325 59.92 60.64 58.53 59.04 -1.78 17,073 77,863 +1,020
Jan10 090325 60.60 61.10 59.29 59.79 -1.82 2,548 13,688 +276
Feb10 090325 60.51 60.51 60.51 60.51 -1.84 877 6,744 -238
Mar10 090325 61.20 61.20 61.20 61.20 -1.82 449 5,933 -142
Apr10 090325 61.83 61.83 61.83 61.83 -1.79 249 3,379 +90
May10 090325 62.39 62.39 62.39 62.39 -1.75 123 2,798 -19
Jun10 090325 63.27 64.00 62.39 62.92 -1.71 529 11,615 -86
Total Volume and Open Interest 244,800 655,294 +4,130
Gas Oil(ICE)
Apr09 090325 470.50 474.50 458.50 465.75 -2.50 39,467 56,430 -2,225
May09 090325 478.00 482.00 466.00 473.25 -3.00 29,015 78,770 +1,364
Jun09 090325 486.25 490.00 474.50 481.50 -4.00 16,153 58,513 +1,388
Jul09 090325 495.50 497.75 484.00 490.50 -4.75 3,540 24,228 -410
Aug09 090325 504.75 505.00 493.75 499.50 -5.50 2,947 26,605 +385
Sep09 090325 513.50 514.00 502.75 508.75 -5.75 1,950 24,695 -55
Oct09 090325 522.50 522.75 511.25 517.00 -6.25 732 19,732 -63
Nov09 090325 530.00 530.00 519.25 525.00 -6.25 661 12,471 -68
Dec09 090325 538.00 538.25 525.75 532.50 -6.00 5,144 56,311 +89
Jan10 090325 542.50 545.25 536.50 540.75 -6.25 417 20,259 -18
Total Volume and Open Interest 103,672 457,688 +603
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090325 1.590 1.590 1.580 1.580 -0.024 6 366 +0
May09 090325 1.601 1.601 1.590 1.591 -0.027 13 569 +3
Jun09 090325 1.620 1.620 1.605 1.605 -0.030 18 539 -78
Jul09 090325 1.630 1.630 1.620 1.620 -0.030 25 444 -15
Aug09 090325 1.630 1.630 1.630 1.630 -0.021 8 174 +0
Sep09 090325 1.640 1.640 1.640 1.640 -0.020 5 245 +2
Oct09 090325 1.650 1.650 1.650 1.650 -0.020 13 257 +7
Total Volume and Open Interest 160 4,465 -52
US Dollar Index(ICE)
Jun09 090325 84.625 84.830 83.650 84.295 -0.035 7,245 21,942 -494
Sep09 090325 85.100 85.250 84.200 84.740 -0.015 70 2,071 +21
Dec09 090325 85.075 85.075 85.075 85.075 -0.015 1 1 +0
Total Volume and Open Interest 7,316 24,014 -473
Australian Dollar(CME)
Jun09 090325 69.26 70.17 68.71 69.02 -0.61 40,139 56,279 +1,330
Sep09 090325 68.78 69.84 68.61 68.72 -0.62 17 206 +8
Dec09 090325 68.42 69.05 68.42 68.42 -0.63 0 18 +0
Total Volume and Open Interest 40,156 56,518 +1,338
British Pound(CME)
Jun09 090325 147.04 147.45 145.16 145.31 -1.93 62,477 71,667 +133
Sep09 090325 146.00 147.34 145.30 145.41 -1.93 25 246 +4
Dec09 090325 145.53 147.46 145.53 145.53 -1.93 0 31 +0
Total Volume and Open Interest 62,502 71,946 +137
Canadian Dollar(CME)
Jun09 090325 81.32 81.93 81.00 81.10 -0.59 32,060 55,192 +1,516
Sep09 090325 81.21 82.02 81.17 81.23 -0.59 65 1,884 +4
Dec09 090325 81.65 82.15 81.30 81.38 -0.59 8 1,134 +5
Mar10 090325 81.49 82.08 81.49 81.49 -0.59 11 456 +1
Total Volume and Open Interest 32,144 58,676 +1,526
Japanese Yen(CME)
Jun09 090325 102.37 103.33 101.81 102.90 +0.54 62,815 67,746 -3,266
Sep09 090325 102.50 103.54 102.13 103.13 +0.53 32 661 +2
Dec09 090325 103.39 103.44 102.65 103.39 +0.54 0 23 +0
Total Volume and Open Interest 62,847 68,443 -3,264
Swiss Franc(CME)
Jun09 090325 88.54 89.70 88.43 89.38 +0.46 26,607 27,268 -324
Sep09 090325 89.62 89.91 88.74 89.62 +0.46 3 78 +0
Dec09 090325 89.88 89.88 89.23 89.88 +0.46 4 8 +4
Total Volume and Open Interest 26,614 27,354 -320
EuroFX(CME)
Jun09 090325 134.72 136.55 134.18 135.66 +0.47 163,781 111,881 +1,653
Sep09 090325 134.97 136.61 134.29 135.73 +0.48 49 1,058 +2
Dec09 090325 135.79 136.36 134.61 135.81 +0.48 4 29 +0
Total Volume and Open Interest 163,834 112,974 +1,655
Mexican Peso(CME)
Apr09 090325 698.8 698.8 695.8 698.8 +3.0 0 5 +0
May09 090325 695.0 695.0 692.0 695.0 +3.0      
Total Volume and Open Interest 6,280 42,993 -38
30-Year T-Bonds(CBOT)
Jun09 090325 128~120 128~200 126~315 127~245 -1~115 106,950 703,127 +703,127
Sep09 090325 127~085 127~265 125~230 126~145 -1~120 372 186 -27
Dec09 090325 125~105 126~225 125~105 125~105 -1~120 0 172 +0
Total Volume and Open Interest 107,322 703,485 -3,561
10-Year T-Notes(CBOT)
Jun09 090325 123~265 124~005 122~260 123~055 -1~005 418,132 1,036,933 -5,954
Sep09 090325 121~275 122~280 121~275 121~275 -1~005      
Dec09 090325 121~055 122~060 121~055 121~055 -1~005      
Total Volume and Open Interest 418,132 1,036,933 -5,954
5-Year T-Notes(CBOT)
Jun09 090325 118~025 118~039 117~089 117~112 -0~061 168,865 873,551 +4,099
Sep09 090325 55~064 55~125 55~064 55~064 -0~061      
Dec09 090325 55~064 55~125 55~064 55~064 -0~061      
Total Volume and Open Interest 170,623 880,712 +3,050
2 Year T-Notes(CBOT)
Jun09 090325 108~082 108~085 108~073 108~082 -0~004 59,125 471,544 -1,998
Sep09 090325 108~082 108~086 108~082 108~082 -0~004      
Dec09 090325 108~082 108~086 108~082 108~082 -0~004      
Total Volume and Open Interest 59,339 479,069 -2,000
Eurodollars(CME)
Jun09 090325 98.775 98.775 98.725 98.745 -0.025 127,398 1,046,667 -8,070
Sep09 090325 98.780 98.785 98.725 98.745 -0.035 109,015 968,386 +3,927
Dec09 090325 98.625 98.630 98.570 98.590 -0.035 123,414 700,143 -3,223
Mar10 090325 98.570 98.580 98.510 98.535 -0.040 113,567 651,594 +11,857
Jun10 090325 98.410 98.425 98.350 98.370 -0.040 116,139 424,420 +5,727
Sep10 090325 98.250 98.255 98.175 98.195 -0.040 83,760 370,201 +3,293
Dec10 090325 98.040 98.055 97.970 97.985 -0.050 71,803 407,085 +1,952
Mar11 090325 97.895 97.915 97.820 97.835 -0.055 47,885 272,328 +2,458
Jun11 090325 97.700 97.715 97.615 97.635 -0.055 32,768 201,764 -1,150
Sep11 090325 97.510 97.520 97.420 97.440 -0.055 25,872 135,700 +310
Dec11 090325 97.275 97.315 97.205 97.230 -0.065 22,733 100,306 -334
Mar12 090325 97.150 97.195 97.080 97.105 -0.070 20,639 86,623 +2,421
Jun12 090325 97.020 97.070 96.950 96.980 -0.075 6,704 76,617 +429
Sep12 090325 96.925 96.975 96.850 96.885 -0.080 7,247 65,284 -400
Dec12 090325 96.845 96.865 96.735 96.775 -0.085 5,320 56,175 +16
Mar13 090325 96.765 96.820 96.690 96.730 -0.085 4,268 40,501 -281
Jun13 090325 96.690 96.740 96.605 96.650 -0.090 2,127 29,421 -86
Sep13 090325 96.630 96.680 96.545 96.585 -0.095 3,010 31,771 +448
Total Volume and Open Interest 950,445 5,950,381 +20,455
30 Day Federal Funds(CBOT)
Mar09 090325 99.805 99.808 99.800 99.802 unch 560 46,146 +298
Apr09 090325 99.765 99.775 99.755 99.770 -0.005 3,750 58,578 +838
May09 090325 99.760 99.770 99.750 99.760 -0.010 6,142 60,295 +1,288
Jun09 090325 99.745 99.755 99.735 99.745 -0.010 6,969 33,097 +1,450
Jul09 090325 99.720 99.725 99.705 99.715 -0.010 4,981 33,045 +2,410
Aug09 090325 99.695 99.700 99.680 99.695 -0.005 3,156 29,326 +754
Total Volume and Open Interest 32,071 403,541 +8,105
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 090325 99.42 99.42 99.41 99.41 -0.01      
Sep09 090325 99.45 99.45 99.45 99.45 unch      
Dec09 090325 99.46 99.46 99.44 99.44 -0.02      
Mar10 090325 99.44 99.44 99.43 99.43 -0.01      
Jun10 090325 99.38 99.38 99.38 99.38 unch      
Sep10 090325 99.32 99.32 99.32 99.32 unch      
Dec10 090325 99.28 99.28 99.28 99.28 unch      
Mar11 090325 99.19 99.19 99.19 99.19 unch      
Jun11 090325 99.14 99.14 99.13 99.13 -0.01      
Sep11 090325 99.14 99.14 99.13 99.13 -0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090325 99.41 99.41 99.41 99.41 0.00 193 11,479 +11
Sep09 090325 99.45 99.45 99.45 99.45 -0.01 0 4,078 +0
Dec09 090325 99.46 99.46 99.46 99.46 0.00 8 1,934 +3
Mar10 090325 99.44 99.44 99.44 99.44 0.00 70 1,452 +50
Jun10 090325 99.38 99.38 99.38 99.38 -0.01 50 527 +0
Sep10 090325 99.32 99.32 99.32 99.32 0.00 0 252 +0
Dec10 090325 99.28 99.28 99.28 99.28 0.00 0 152 +0
Mar11 090325 99.19 99.19 99.19 99.19 0.00 0 412 +0
Total Volume and Open Interest 321 22,281 +420
Japanese Gov't Bonds(SGX)
Jun09 090324 139.42 139.63 139.32 139.48 +0.05 4,960 10,259 -76
Sep09 090325 138.96 138.96 138.96 138.96 -0.52      
Dec09 090325 138.96 138.96 138.96 138.96 -0.52      
Total Volume and Open Interest 1,338 10,522 +77
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 090325 115.40 115.54 115.40 115.42 -0.13 4,085 19,121 +3,833
Dec09 090325 115.26 115.26 115.26 115.26 -0.09      
Total Volume and Open Interest 308,808 715,302 +4,694
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 090325 121~08 121~31 119~14 121~28 +0~16 86,290 352,158 +1,353
Total Volume and Open Interest 93,509 358,936 -5,773
3-Mth Short Sterling(LIFFE)
Jun09 090325 98.44 98.49 98.42 98.47 +0.01 28,474 308,546 +4,209
Sep09 090325 98.41 98.46 98.38 98.45 +0.03 32,145 285,692 -15,192
Dec09 090325 98.18 98.23 98.14 98.22 +0.04 32,538 256,928 +3,515
Mar10 090325 98.01 98.07 97.98 98.06 +0.04 22,730 251,871 -1,460
Jun10 090325 97.75 97.83 97.73 97.82 +0.04 33,923 184,003 +7,538
Sep10 090325 97.49 97.58 97.48 97.57 +0.03 26,297 152,533 +7,230
Total Volume and Open Interest 213,283 1,667,811 +17,190
3-Mth Euribor(LIFFE)
Jun09 090325 98.620 98.650 98.600 98.625 unch 141,214 705,118 -23,178
Sep09 090325 98.580 98.610 98.555 98.575 -0.005 57,146 564,376 -10,049
Dec09 090325 98.390 98.415 98.360 98.385 -0.005 53,274 434,961 +1,765
Total Volume and Open Interest 610,272 3,147,181 -7,140
3-Mth Aus T-Bills(SFE)
Jun09 090325 97.13 97.13 97.09 97.12 unch 29,725 294,131 -13,298
Sep09 090325 97.21 97.21 97.14 97.18 -0.02 23,243 169,807 +2,569
Dec09 090325 97.06 97.06 96.94 97.00 -0.04 6,855 90,730 -230
Mar10 090325 96.80 96.80 96.69 96.72 -0.08 6,468 61,998 +1,512
Jun10 090325 96.49 96.49 96.37 96.41 -0.08 5,271 54,828 +2,134
Sep10 090325 96.18 96.18 96.06 96.12 -0.07 3,677 34,836 +1,278
Dec10 090325 95.91 95.91 95.79 95.85 -0.06 3,177 20,112 +1,770
Mar11 090325 95.65 95.65 95.57 95.62 -0.05 1,170 7,584 +782
Jun11 090325 95.43 95.43 95.37 95.40 -0.05 590 2,904 +407
Sep11 090325 95.18 95.21 95.18 95.21 -0.06 1 351 -405
Total Volume and Open Interest 80,177 737,433 -3,481
10-Year Aus T-Bonds(SFE)
Jun09 090325 95.63 95.65 95.55 95.55 -0.08 37,094 253,719 +1,100
Sep09 090325 95.55 95.55 95.55 95.55 -0.08      
Total Volume and Open Interest 37,094 253,719 +1,100
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 090325 96.61 96.61 96.61 96.61 -0.07      
Total Volume and Open Interest 81,317 334,118 +3,652
Gold(CMX)
Apr09 090325 927.6 942.0 916.0 935.8 +12.0 104,400 154,200 -14,860
Jun09 090325 929.1 944.2 918.4 938.0 +12.0 30,907 161,778 +15,042
Aug09 090325 935.3 944.2 922.0 939.8 +12.1 298 10,439 +8
Oct09 090325 945.0 945.0 941.3 941.3 +12.1 3,758 9,378 +3,475
Dec09 090325 936.0 949.0 925.0 942.9 +12.1 1,018 17,371 +218
Feb10 090325 928.0 944.7 925.0 944.7 +12.2 186 4,377 +62
Apr10 090325 946.9 946.9 946.6 946.6 +12.3 82 2,381 +2
Jun10 090325 948.5 948.5 948.5 948.5 +12.4 0 4,660 +0
Aug10 090325 950.5 950.5 950.5 950.5 +12.5 0 376 +0
Oct10 090325 952.6 952.6 952.6 952.6 +12.7 0 1 +0
Dec10 090325 939.0 956.6 939.0 954.7 +12.8 148 8,542 -8
Total Volume and Open Interest 141,948 391,880 +4,504
Silver(CMX)
Mar09 090325 1336.0 1350.0 1314.5 1342.4 +8.0 41 301 -306
May09 090325 1344.0 1361.5 1295.5 1343.7 +8.0 13,167 50,100 +587
Jul09 090325 1340.5 1356.5 1300.0 1346.5 +8.0 242 14,742 +27
Sep09 090325 1329.0 1355.5 1300.0 1347.5 +8.0 220 4,042 +34
Dec09 090325 1330.0 1357.0 1304.5 1348.8 +8.0 330 11,885 +32
Mar10 090325 1349.9 1349.9 1349.9 1349.9 +8.0 29 3,748 +0
May10 090325 1350.8 1350.8 1350.8 1350.8 +8.1 0 157 +0
Total Volume and Open Interest 14,258 92,606 +356
Platinum(NYMEX)
Apr09 090325 1117.8 1131.8 1116.1 1122.7 +5.0 3,182 9,204 -1,264
Jul09 090325 1122.7 1136.8 1121.9 1128.1 +5.4 2,270 11,565 +1,084
Oct09 090325 1132.2 1134.1 1132.2 1134.1 +5.1 27 71 -1
Total Volume and Open Interest 5,479 20,840 -181
Palladium(NYMEX)
Mar09 090325 205.35 215.40 205.35 211.65 +4.25 0 69 -51
Jun09 090325 208.30 217.90 205.20 211.75 +4.25 1,069 12,125 -151
Sep09 090325 212.75 212.75 212.75 212.75 +4.25 3 67 +2
Total Volume and Open Interest 1,072 12,265 -200
Copper(CMX)
Mar09 090325 180.00 181.00 178.30 179.70 -0.15 358 814 -89
May09 090325 179.35 182.50 176.50 180.30 -0.30 11,197 61,351 -6
Jul09 090325 180.40 183.25 178.00 181.30 -0.30 1,435 17,325 +470
Sep09 090325 182.20 182.20 181.75 182.20 -0.30 196 4,498 +10
Dec09 090325 180.80 183.25 180.00 183.25 -0.30 71 3,081 -18
Total Volume and Open Interest 13,799 95,501 +255
Aluminum(CMX)
Mar09 090325 0.65 0.65 0.65 0.65 +0.01      
Apr09 090325 0.65 0.65 0.65 0.65 unch      
May09 090325 0.66 0.66 0.66 0.66 +0.01      
Jun09 090325 0.66 0.66 0.66 0.66 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 090325 7624 7800 7495 7680 +60 2,641 8,126 +634
Sep09 090325 7720 7720 7620 7636 +60 11 3 -3
Dec09 090325 7595 7595 7535 7595 +60      
Mar10 090325 7550 7550 7490 7550 +60      
Total Volume and Open Interest 2,652 8,129 +631
S & P 500(CME)
Jun09 090325 803.30 823.20 787.00 808.20 +4.80 35,715 424,817 +5,338
Sep09 090325 806.00 815.20 786.20 805.00 +4.80 601 2,291 +191
Dec09 090325 802.80 813.00 784.00 802.80 +4.80 0 867 +0
Mar10 090325 801.80 812.00 783.00 801.80 +4.80      
Total Volume and Open Interest 36,316 427,977 +5,529
S & P 500 E-Mini(Globex)
Jun09 090325 807.50 808.25 807.25 808.00 +4.25      
Sep09 090325 803.25 820.00 784.25 805.00 +4.75 1,131 1,877 +836
Total Volume and Open Interest 2,916,912 2,449,371 +24,073
NASDAQ 100(CME)
Jun09 090325 1234.50 1262.00 1204.00 1233.50 -2.80 4,945 17,915 +546
Sep09 090325 1233.30 1233.30 1232.50 1233.30 -3.20      
Dec09 090325 1236.30 1236.30 1235.50 1236.30 -3.20      
Total Volume and Open Interest 4,945 17,915 +546
NASDAQ 100 E-Mini(Globex)
Jun09 090325 1231.00 1236.50 1231.00 1234.00 -1.80      
Sep09 090325 1237.00 1260.80 1205.80 1233.30 -3.20 14 15 +2
Total Volume and Open Interest 371,438 238,830 +8,524
S & P Midcap 400(CME)
Jun09 090325 489.00 499.00 474.00 488.60 +2.60 52 3,894 -9
Sep09 090325 486.60 487.00 486.60 486.60 +2.60      
Dec09 090325 484.60 485.00 484.60 484.60 +2.60      
Total Volume and Open Interest 52 3,894 -9
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 090325 8340 8505 8335 8425 +20 87,915 136,441 +10,402
Sep09 090325 8430 8430 8430 8430 +20 0 258 +0
Total Volume and Open Interest 88,582 141,440 +3,447
Nikkei 225(SGX)
Jun09 090325 8340 8505 8335 8425 +20 87,915 136,441 +10,402
Sep09 090325 8430 8430 8430 8430 +20 0 258 +0
Dec09 090325 8385 8385 8385 8385 +20 0 117 +0
Total Volume and Open Interest 88,582 141,440 +3,447
CAC 40(EURONEXT)
Apr09 090325 2866.5 2918.5 2840.0 2892.0 +17.5 143,516 353,254 +6,998
May09 090325 2826.0 2857.0 2815.5 2839.5 +17.5 57 828 +34
Jun09 090325 2752.0 2800.5 2747.5 2787.0 +19.0 233 33,652 +56
Total Volume and Open Interest 143,806 389,558 +7,088
Hang Seng Index(HKFE)
Mar09 090325 13823 13892 13565 13680 -132 76,362 79,789 -2,059
Apr09 090325 13777 13841 13515 13628 -142 6,739 12,627 +3,252
Total Volume and Open Interest 83,264 94,580 +1,360
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 090325 3847.00 3899.00 3756.50 3851.00 -14.50 140,258 675,780 -2,140
Sep09 090325 3845.00 3850.00 3797.00 3820.50 -14.50 272 302 +261
Dec09 090325 3797.00 3797.00 3797.00 3797.00 -13.00      
Total Volume and Open Interest 140,530 676,082 -1,879
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090325 3612.0 3640.0 3560.0 3602.0 -2.0 31,719 303,685 +1,107
Sep09 090325 3592.0 3592.0 3564.0 3564.0 -1.0 33 1,979 +2
Total Volume and Open Interest 31,795 308,794 +1,080
GSCI(CME)
Apr09 090325 375.00 380.00 372.00 373.00 -9.75 365 14,890 +131
May09 090325 383.40 390.80 379.00 379.00 -11.75      
Jun09 090325 385.00 396.10 385.00 385.00 -11.00      
Total Volume and Open Interest 365 14,890 +131
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090325 226.90 230.50 226.90 226.90 -3.60 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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