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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 Fri March 27, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090327 943.00 948.75 916.00 917.00 -27.00 86,827 138,244 +5,008
Jul09 090327 939.25 945.00 914.00 915.25 -25.25 39,238 71,110 -514
Aug09 090327 912.50 912.50 900.00 900.75 -23.25 474 4,467 +90
Sep09 090327 885.75 885.75 871.75 871.75 -21.25 913 8,603 +177
Nov09 090327 879.75 887.00 860.25 860.75 -19.75 18,646 76,892 -601
Jan10 090327 890.00 894.00 871.00 871.50 -19.00 615 4,250 -7
Mar10 090327 886.25 890.00 879.50 879.50 -19.00 133 1,161 +54
Total Volume and Open Interest 146,974 314,392 +4,257
Soybean Meal(CBOT)
May09 090327 290.50 292.20 283.50 283.80 -7.00 28,969 49,623 -1,353
Jul09 090327 284.70 287.70 279.40 279.90 -6.10 13,446 26,886 +161
Aug09 090327 274.90 277.10 273.50 273.80 -4.90 1,389 6,060 +26
Sep09 090327 265.60 268.40 264.40 265.00 -3.70 1,323 6,866 +114
Oct09 090327 257.10 259.60 256.00 256.20 -3.30 1,355 5,483 +743
Dec09 090327 257.60 260.00 254.00 254.10 -3.40 4,447 14,432 -93
Jan10 090327 256.40 258.80 255.40 255.40 -3.40 103 855 +47
Mar10 090327 260.00 269.50 258.70 258.70 -3.30 82 739 -29
Total Volume and Open Interest 51,125 111,544 -374
Soybean Oil(CBOT)
May09 090327 33.50 33.65 32.38 32.42 -1.18 40,017 96,186 +86
Jul09 090327 33.72 33.93 32.65 32.72 -1.16 16,691 55,644 -1,333
Aug09 090327 33.38 33.38 32.88 32.88 -1.16 387 7,065 -88
Sep09 090327 33.47 33.55 33.02 33.03 -1.17 367 7,656 +32
Oct09 090327 33.69 33.70 33.15 33.18 -1.17 466 4,210 -83
Dec09 090327 34.47 34.53 33.46 33.49 -1.15 3,310 25,960 +175
Jan10 090327 34.03 34.03 33.77 33.77 -1.15 0 755 +0
Mar10 090327 34.27 35.17 34.02 34.02 -1.15 9 856 +0
Total Volume and Open Interest 61,247 204,937 -1,211
Canola(WCE)
May09 090327 421.0 422.0 416.0 416.1 -5.0 5,189 56,667 +0
Jul09 090327 423.0 425.5 420.2 420.9 -4.6 4,932 26,032 +0
Nov09 090327 429.7 429.7 424.9 425.7 -3.9 1,084 18,469 +0
Jan10 090327 430.1 430.1 430.1 430.1 -4.3 161 647 +0
Mar10 090327 434.1 434.1 434.1 434.1 -4.3 167 271 +0
Total Volume and Open Interest 11,539 102,346 +0
Corn(CBOT)
May09 090327 390.50 390.75 385.00 387.00 -3.75 70,537 270,150 -1,176
Jul09 090327 400.50 401.00 395.50 397.50 -3.75 22,713 213,313 -1,038
Sep09 090327 409.25 410.25 405.25 407.00 -3.50 11,757 54,054 +1,932
Dec09 090327 422.00 422.75 417.25 419.25 -3.50 26,480 183,854 +2,854
Mar10 090327 434.00 435.00 429.50 432.00 -3.50 1,778 22,701 +378
May10 090327 436.00 442.00 436.00 439.50 -2.50 113 2,569 +37
Total Volume and Open Interest 135,312 789,012 +3,289
Wheat(CBOT)
May09 090327 514.00 517.50 503.00 507.25 -7.25 47,773 114,080 -688
Jul09 090327 526.75 530.00 515.50 520.00 -7.00 17,822 100,554 +2,326
Sep09 090327 546.00 549.75 541.50 545.75 -6.75 3,400 26,984 +445
Dec09 090327 576.25 579.00 564.75 569.50 -6.75 15,530 44,184 -1,439
Mar10 090327 582.25 589.00 580.75 585.00 -6.50 356 1,812 +68
Total Volume and Open Interest 85,345 297,266 +868
Wheat(KCBT)
May09 090327 556.50 561.75 546.75 550.00 -10.00 10,035 28,239 -70
Jul09 090327 570.50 572.62 557.25 560.50 -10.25 7,356 27,923 +1,001
Sep09 090327 578.00 582.00 568.25 571.50 -10.00 1,275 6,227 +116
Dec09 090327 597.75 598.25 583.75 586.50 -10.25 3,021 17,593 +286
Mar10 090327 599.75 604.75 597.00 599.50 -10.25 65 512 -14
Total Volume and Open Interest 21,774 82,216 +1,311
Wheat(MGE)
May09 090327 612.00 613.00 600.00 607.75 -5.00 1,728 9,409 +9,409
Jul09 090327 608.75 608.75 595.50 601.75 -5.75 1,213 8,024 +8,024
Sep09 090327 609.50 609.50 599.25 605.00 -5.50 494 4,923 +4,923
Dec09 090327 619.75 619.75 608.25 614.50 -5.00 458 3,606 +3,606
Mar10 090327 624.75 624.75 616.75 623.25 -4.50 75 505 +505
Total Volume and Open Interest 3,970 26,618 +754
Oats(CBOT)
May09 090327 196.25 196.75 191.50 195.50 -1.50 217 6,463 -41
Jul09 090327 207.75 207.75 201.00 204.00 -1.50 102 3,408 -4
Sep09 090327 213.00 214.50 213.00 213.00 -1.50 1 20 +0
Dec09 090327 225.00 228.25 225.00 228.00 -1.50 64 4,003 +44
Total Volume and Open Interest 384 13,896 -1
Rough Rice(CBOT)
May09 090327 12.60 12.71 12.28 12.38 -0.24 462 3,471 -137
Jul09 090327 12.82 12.93 12.60 12.60 -0.21 306 766 +261
Sep09 090327 12.00 12.04 11.78 11.92 -0.08 67 1,213 +10
Nov09 090327 12.15 12.15 11.95 12.10 -0.02 31 1,017 +9
Total Volume and Open Interest 878 6,884 +155
Live Cattle(CME)
Apr09 090327 84.535 85.000 84.250 84.330 +0.045 8,189 39,104 -3,773
Jun09 090327 82.285 82.550 81.535 81.580 -0.270 13,570 84,734 -263
Aug09 090327 83.135 83.250 82.450 82.535 -0.145 5,381 46,136 -291
Oct09 090327 86.750 86.800 86.000 86.180 -0.120 931 24,120 +149
Dec09 090327 89.100 89.100 88.450 88.730 -0.220 492 9,381 -75
Feb10 090327 90.035 90.285 89.700 89.700 -0.500 79 3,307 +6
Total Volume and Open Interest 28,725 207,359 -4,187
Feeder Cattle(CME)
Apr09 090327 93.750 93.980 92.800 93.135 -0.295 1,973 4,792 -453
May09 090327 95.150 95.500 94.035 94.300 -0.650 1,796 8,713 -125
Aug09 090327 97.980 98.035 96.700 96.900 -0.550 841 4,681 +93
Sep09 090327 98.400 98.450 97.500 97.730 -0.620 80 920 +34
Oct09 090327 98.500 98.550 97.600 97.830 -0.555 58 532 +16
Nov09 090327 98.035 98.500 97.600 98.200 -0.750 9 136 +2
Jan10 090327 98.450 98.450 98.450 98.450 -0.150 1 13 +0
Total Volume and Open Interest 5,302 21,030 -651
Lean Hogs(CME)
Apr09 090327 60.250 60.830 60.200 60.485 -0.050 5,604 23,243 -1,031
May09 090327 71.285 71.580 70.600 71.200 -0.380 320 3,690 -16
Jun09 090327 71.700 72.200 71.000 71.400 -0.385 6,300 49,319 +536
Jul09 090327 72.700 73.100 72.250 72.400 -0.300 858 19,168 -40
Aug09 090327 73.300 73.550 72.885 73.385 +0.250 1,395 20,503 +20
Oct09 090327 66.850 67.050 66.450 66.700 -0.150 696 7,446 +394
Dec09 090327 65.785 66.035 65.050 65.635 -0.195 80 3,680 +19
Feb10 090327 68.350 68.885 68.350 68.750 -0.250 13 980 +8
Total Volume and Open Interest 15,284 128,596 -108
Pork Bellies(CME)
May09 090327 85.000 85.950 85.000 85.900 +0.900 69 603 -21
Jul09 090327 84.000 84.000 81.550 81.550 +0.200 9 259 -1
Aug09 090327 83.600 84.000 81.800 81.800 +0.200 0 65 -1
Feb10 090327 90.135 90.135 90.135 90.135 +0.035 0 5 +0
Mar10 090327 90.600 90.600 90.600 90.600 unch 0 5 +0
Total Volume and Open Interest 80 937 -25
Class III Milk(CME)
Mar09 090327 10.46 10.50 10.45 10.46 +0.01 30 4,883 -12
Apr09 090327 11.26 11.81 11.22 11.72 +0.48 106 4,319 -145
May09 090327 12.26 12.95 12.26 12.74 +0.47 142 4,426 +0
Jun09 090327 13.18 13.85 13.14 13.77 +0.59 190 4,097 -24
Jul09 090327 14.27 14.85 14.27 14.85 +0.61 116 2,892 +0
Total Volume and Open Interest 815 34,183 -195
Cocoa(ICE)
May09 090327 2562 2597 2515 2573 -19 6,316 37,906 -2,812
Jul09 090327 2560 2599 2518 2576 -19 2,814 27,377 +1,105
Sep09 090327 2552 2594 2519 2575 -18 881 20,640 +634
Dec09 090327 2561 2598 2544 2571 -19 228 12,317 -122
Mar10 090327 2521 2565 2519 2565 -22 59 8,237 -28
May10 090327 2545 2565 2545 2565 -21 4 2,238 +4
Jul10 090327 2577 2577 2577 2577 -20 1 389 +0
Total Volume and Open Interest 10,304 109,744 -1,218
Coffee "C"(ICE)
May09 090327 117.40 117.65 114.55 115.85 -1.50 7,280 66,194 -723
Jul09 090327 119.30 119.60 116.50 117.80 -1.50 2,605 34,370 +707
Sep09 090327 121.50 121.50 118.55 119.85 -1.60 1,297 17,946 +175
Dec09 090327 124.40 124.40 122.00 122.65 -1.60 238 11,569 +120
Mar10 090327 127.00 127.00 124.65 125.35 -1.60 38 7,701 +26
May10 090327 127.20 127.20 127.20 127.20 -1.60 262 1,176 +0
Total Volume and Open Interest 12,335 139,850 +222
Orange Juice(ICE)
May09 090327 77.35 77.40 76.25 77.10 -0.20 1,212 17,892 -139
Jul09 090327 79.20 79.50 78.60 79.20 -0.40 348 5,491 +104
Sep09 090327 81.70 82.20 81.70 82.20 -0.20 61 2,930 +30
Nov09 090327 85.20 85.20 85.20 85.20 -0.20 19 575 +13
Jan10 090327 87.30 87.30 87.30 87.30 -0.20 12 148 +3
Mar10 090327 90.05 90.05 90.05 90.05 -0.20 0 5 +0
Total Volume and Open Interest 1,652 27,270 +11
Sugar #11(ICE)
May09 090327 12.81 12.83 12.51 12.62 -0.13 45,332 220,032 -6,281
Jul09 090327 13.59 13.59 13.20 13.32 -0.10 25,795 182,514 +176
Oct09 090327 14.19 14.19 14.01 14.14 -0.05 10,938 110,002 +1,809
Mar10 090327 15.18 15.18 14.96 15.12 -0.03 4,704 70,337 +825
May10 090327 14.70 14.88 14.69 14.85 -0.03 719 24,440 -202
Total Volume and Open Interest 89,230 684,549 -2,818
Sugar #14(ICE)
May09 090327 20.98 21.30 20.98 21.07 +0.14 82 2,106 +38
Jul09 090327 21.35 21.65 21.33 21.65 +0.35 61 2,691 +40
Sep09 090327 21.65 21.90 21.65 21.90 +0.35 1 2,092 +0
Total Volume and Open Interest 144 6,889 +78
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090327 1871 1908 1858 1906 +33 4,852 55,086 +2,528
Sep09 090327 1848 1884 1836 1882 +32 1,395 20,712 +368
Dec09 090327 1824 1864 1816 1859 +33 439 20,494 +233
Mar10 090327 1804 1837 1797 1833 +28 21 9,610 +21
May10 090327 1799 1835 1799 1829 +31 0 408 +0
Jul10 090327 1835 1835 1835 1835 +31 0 243 +0
Total Volume and Open Interest 13,491 176,184 +2,352
London Coffee(LCE)
London Sugar(LCE)
May09 090327 394.00 394.00 385.20 391.50 -0.90 6,554 23,512 +360
Aug09 090327 394.20 394.50 386.00 390.50 -2.70 4,334 28,562 +650
Oct09 090327 395.70 397.10 391.10 394.40 -4.30 3,805 13,202 +1,967
Dec09 090327 398.30 398.30 393.10 395.20 -4.50 1,165 5,398 +886
Mar10 090327 404.20 404.20 399.10 401.00 -4.20 213 2,491 +50
Total Volume and Open Interest 16,071 74,779 +3,913
Cotton(ICE)
May09 090327 43.89 44.24 43.21 43.34 -0.62 4,743 66,248 -364
Jul09 090327 44.85 45.13 44.18 44.31 -0.58 1,524 39,849 +671
Oct09 090327 47.12 47.16 47.11 47.11 -0.47 0 498 +0
Dec09 090327 49.95 49.95 48.60 48.72 -0.62 468 25,075 +208
Mar10 090327 51.90 51.97 51.64 51.64 -0.57 58 3,625 +55
May10 090327 52.56 52.56 52.56 52.56 -0.60 0 141 +0
Total Volume and Open Interest 6,823 138,142 +590
Lumber(CME)
May09 090327 175.4 179.8 173.8 176.5 +0.1 750 4,556 -59
Jul09 090327 184.5 187.9 183.4 187.8 +2.6 396 1,538 +32
Sep09 090327 194.3 197.5 192.9 197.0 +5.0 161 444 +50
Nov09 090327 190.0 191.8 189.9 190.2 -0.3 36 86 +9
Total Volume and Open Interest 1,344 6,638 +32
Crude Oil(NYM)
May09 090327 54.00 54.28 51.64 52.38 -1.96 283,727 300,102 -5,104
Jun09 090327 55.35 55.70 53.20 54.02 -1.76 119,624 198,422 +8,240
Jul09 090327 56.65 57.05 54.50 55.48 -1.56 28,271 88,196 -985
Aug09 090327 57.74 57.78 55.72 56.65 -1.42 6,186 32,386 +305
Sep09 090327 58.17 58.17 56.68 57.65 -1.34 6,367 33,874 +108
Oct09 090327 59.35 59.35 57.71 58.52 -1.35 5,071 28,600 +367
Nov09 090327 59.00 59.35 58.55 59.35 -1.35 3,576 22,989 +347
Dec09 090327 60.81 61.25 59.21 60.17 -1.35 29,146 103,483 +6,826
Jan10 090327 61.51 61.51 60.02 60.89 -1.34 1,934 24,618 +1,918
Feb10 090327 61.04 61.55 60.65 61.55 -1.33 1,469 10,223 -900
Mar10 090327 61.60 62.19 61.37 62.19 -1.31 330 12,191 +56
Apr10 090327 62.20 62.79 62.14 62.79 -1.29 676 5,650 -468
May10 090327 62.70 63.35 62.70 63.35 -1.28 143 4,911 -5
Jun10 090327 63.27 63.96 63.06 63.89 -1.24 1,678 25,696 +842
Jul10 090327 64.40 64.40 64.40 64.40 -1.22 126 7,290 +158
Aug10 090327 64.89 64.89 64.89 64.89 -1.20 296 3,971 +404
Total Volume and Open Interest 514,549 1,186,562 +26,324
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 090326 52.975 54.675 52.775 54.350 +1.575 10,745 2,786 +29
Jun09 090327 55.425 55.525 53.225 54.025 -1.750 373 393 -7
Jul09 090327 56.800 56.800 54.525 55.475 -1.575 23 88 +8
Aug09 090327 55.975 56.650 55.850 56.650 -1.425 0 33 +0
Sep09 090327 57.650 57.650 57.650 57.650 -1.350 0 16 +0
Oct09 090327 58.525 58.525 58.525 58.525 -1.350 0 2 +0
Nov09 090327 59.350 59.350 59.350 59.350 -1.350 0 2 +0
Dec09 090327 60.175 60.175 60.175 60.175 -1.350 0 29 +0
Total Volume and Open Interest 14,811 3,957 +553
Heating Oil(NYM)
Apr09 090327 147.50 147.80 142.56 143.28 -4.85 19,322 20,592 -3,812
May09 090327 148.31 148.94 143.20 144.05 -4.89 31,834 59,497 +1,588
Jun09 090327 150.00 150.00 144.76 145.80 -4.84 13,090 39,509 +990
Jul09 090327 150.00 151.61 147.27 148.40 -4.64 3,057 23,437 +175
Aug09 090327 154.87 154.87 149.90 151.00 -4.54 1,737 12,332 -49
Sep09 090327 157.80 157.80 152.78 153.85 -4.54 1,696 12,936 -58
Oct09 090327 158.44 158.44 155.55 156.55 -4.59 1,679 9,158 -177
Nov09 090327 160.93 160.93 158.27 159.20 -4.69 1,751 9,539 +27
Dec09 090327 165.09 165.09 160.93 161.95 -4.79 4,475 21,298 +123
Jan10 090327 167.90 167.90 163.76 164.65 -4.79 1,116 8,820 -138
Feb10 090327 166.30 167.58 165.42 166.35 -4.74 1,023 5,756 -122
Mar10 090327 168.64 168.64 166.08 166.90 -4.69 952 4,355 +228
Total Volume and Open Interest 85,826 265,532 -599
Gasoline(NYMEX)
Apr09 090327 152.00 152.00 146.30 148.79 -4.32 19,205 18,738 -2,292
May09 090327 154.55 154.55 147.80 150.27 -4.43 33,276 78,214 +2,621
Jun09 090327 154.45 154.45 148.73 151.14 -4.43 15,000 33,796 +349
Jul09 090327 155.20 155.20 149.47 151.80 -4.41 4,865 17,450 +17
Aug09 090327 152.63 153.11 150.14 152.32 -4.35 1,894 13,608 +250
Sep09 090327 151.16 152.83 149.96 152.13 -4.35 2,763 14,013 +211
Oct09 090327 141.48 143.24 141.00 143.03 -4.25 1,618 11,383 -191
Nov09 090327 141.40 143.18 141.38 143.18 -4.20 758 2,792 +51
Dec09 090327 142.80 144.58 142.61 144.58 -4.20 573 8,767 +38
Jan10 090327 145.00 147.18 145.00 147.18 -4.20 227 1,999 +108
Total Volume and Open Interest 80,392 211,414 +1,124
e-miNY RBOB Gasoline(NYM)
Apr09 090319 1.37 1.37 1.37 1.44 +0.07 0 2 +0
May09 090327 150.27 150.27 150.27 150.27 -4.43 1 2 +1
Jun09 090327 151.14 151.14 151.14 151.14 -4.43      
Jul09 090327 151.80 151.80 151.80 151.80 -4.41      
Total Volume and Open Interest 2 5 +0
Natural Gas(NYM)
Apr09 090327 3.942 3.942 3.600 3.631 -0.316 48,441 22,521 -3,351
May09 090327 4.018 4.037 3.724 3.737 -0.297 29,094 115,894 -1,209
Jun09 090327 4.155 4.171 3.864 3.874 -0.297 7,538 46,610 -24
Jul09 090327 4.295 4.295 4.011 4.020 -0.291 4,805 39,565 +159
Aug09 090327 4.330 4.338 4.108 4.119 -0.286 2,054 31,528 -30
Sep09 090327 4.420 4.420 4.172 4.179 -0.281 1,793 25,911 -64
Oct09 090327 4.510 4.520 4.286 4.299 -0.278 7,385 44,365 -590
Nov09 090327 5.030 5.055 4.862 4.869 -0.243 2,508 20,031 +118
Dec09 090327 5.700 5.700 5.470 5.479 -0.218 2,892 32,194 -278
Jan10 090327 5.935 5.937 5.746 5.759 -0.218 4,522 26,456 -190
Feb10 090327 5.925 5.940 5.767 5.779 -0.210 2,047 11,486 +424
Mar10 090327 5.835 5.850 5.684 5.684 -0.195 2,604 24,047 +131
Apr10 090327 5.600 5.610 5.474 5.474 -0.175 1,829 22,716 +219
May10 090327 5.669 5.670 5.514 5.514 -0.170 1,137 10,931 +282
Jun10 090327 5.701 5.730 5.619 5.619 -0.160 315 7,119 +2
Jul10 090327 5.875 5.875 5.739 5.739 -0.160 408 6,144 -19
Total Volume and Open Interest 123,234 631,308 -4,875
Brent Crude Oil(ICE)
May09 090327 53.31 53.44 51.17 51.98 -1.48 106,330 138,901 +138,901
Jun09 090327 54.46 54.79 52.58 53.42 -1.41 61,416 142,248 +142,248
Jul09 090327 55.61 55.96 53.89 54.76 -1.36 23,409 58,284 +58,284
Aug09 090327 56.66 56.75 54.99 55.84 -1.32 9,003 24,908 +24,908
Sep09 090327 57.56 57.57 55.90 56.74 -1.30 8,245 23,309 +23,309
Oct09 090327 58.37 58.38 56.77 57.60 -1.27 5,832 14,287 +14,287
Nov09 090327 59.20 59.21 57.62 58.44 -1.27 4,138 15,561 +15,561
Dec09 090327 59.96 60.30 58.46 59.27 -1.25 17,760 80,500 +80,500
Jan10 090327 60.40 60.40 59.45 60.01 -1.24 3,011 14,345 +14,345
Feb10 090327 60.72 60.72 60.72 60.72 -1.23 935 6,685 +6,685
Mar10 090327 61.50 61.50 61.00 61.41 -1.20 554 5,939 +5,939
Apr10 090327 62.06 62.06 62.06 62.06 -1.14 207 3,461 +3,461
May10 090327 62.63 62.63 62.63 62.63 -1.13 188 2,800 +2,800
Jun10 090327 63.11 63.16 62.55 63.16 -1.12 982 11,668 +11,668
Total Volume and Open Interest 200,957 660,542 -1,635
Gas Oil(ICE)
Apr09 090327 466.50 468.25 452.75 455.25 -12.75 42,517 53,505 +53,505
May09 090327 473.50 475.25 459.50 461.75 -12.75 45,004 82,869 +82,869
Jun09 090327 482.00 482.75 467.25 469.50 -13.00 21,114 58,950 +58,950
Jul09 090327 488.75 489.00 476.75 478.00 -11.75 7,607 26,095 +26,095
Aug09 090327 497.25 497.75 485.75 487.00 -11.25 4,449 27,201 +27,201
Sep09 090327 506.25 506.50 495.00 495.75 -11.75 4,584 24,415 +24,415
Oct09 090327 516.00 516.00 502.50 503.75 -11.75 2,969 19,509 +19,509
Nov09 090327 517.25 521.25 510.00 511.25 -11.00 2,010 12,230 +12,230
Dec09 090327 531.75 531.75 517.00 518.25 -14.75 6,470 54,671 +54,671
Jan10 090327 535.50 536.25 524.75 526.25 -11.75 784 20,626 +20,626
Total Volume and Open Interest 123,138 462,523 -747
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090327 1.590 1.590 1.583 1.587 -0.013 34 276 -8
May09 090327 1.589 1.589 1.585 1.588 -0.018 7 586 +4
Jun09 090327 1.605 1.625 1.605 1.613 -0.012 9 429 +0
Jul09 090327 1.631 1.631 1.618 1.626 -0.010 13 417 +8
Aug09 090327 1.630 1.630 1.630 1.630 unch 5 188 +5
Sep09 090327 1.630 1.630 1.630 1.630 -0.015 5 250 +5
Oct09 090327 1.640 1.640 1.640 1.640 -0.015 10 266 +8
Total Volume and Open Interest 110 4,339 +44
US Dollar Index(ICE)
Jun09 090327 84.540 85.860 84.165 85.580 +0.970 6,797 22,215 -359
Sep09 090327 85.000 86.250 84.700 86.030 +0.980 95 2,105 +2
Dec09 090327 86.365 86.365 86.365 86.365 +0.980 0 1 +0
Total Volume and Open Interest 6,892 24,321 -357
Australian Dollar(CME)
Jun09 090327 69.86 69.97 68.34 68.86 -0.91 61,598 59,400 +1,305
Sep09 090327 68.23 69.51 68.07 68.55 -0.91 3 211 +3
Dec09 090327 68.25 69.16 68.25 68.25 -0.91 0 18 +0
Total Volume and Open Interest 61,601 59,644 +1,308
British Pound(CME)
Jun09 090327 144.58 144.97 142.70 143.06 -1.33 81,478 73,313 -2,463
Sep09 090327 144.65 144.82 142.91 143.15 -1.34 12 259 +10
Dec09 090327 143.24 144.88 143.24 143.24 -1.35 0 31 +0
Total Volume and Open Interest 81,490 73,605 -2,453
Canadian Dollar(CME)
Jun09 090327 81.42 81.62 80.42 80.91 -0.45 45,748 52,732 -383
Sep09 090327 81.15 81.58 80.59 81.05 -0.44 65 1,906 +10
Dec09 090327 81.00 81.64 80.81 81.19 -0.45 25 1,136 -2
Mar10 090327 81.29 81.75 80.91 81.29 -0.46 0 456 +0
Total Volume and Open Interest 45,838 56,240 -375
Japanese Yen(CME)
Jun09 090327 101.28 103.14 101.28 102.12 +0.49 66,339 67,525 -1,602
Sep09 090327 102.40 103.30 101.58 102.34 +0.48 13 726 -4
Dec09 090327 102.57 103.30 102.10 102.57 +0.47 0 23 +0
Total Volume and Open Interest 66,352 68,287 -1,606
Swiss Franc(CME)
Jun09 090327 88.85 89.23 87.25 87.68 -1.17 39,493 28,306 +455
Sep09 090327 87.90 89.25 87.50 87.90 -1.18 0 78 +0
Dec09 090327 88.14 89.45 88.10 88.14 -1.19 0 8 +0
Total Volume and Open Interest 39,493 28,392 +455
EuroFX(CME)
Jun09 090327 135.23 135.93 132.57 133.05 -2.09 246,557 114,440 +2,842
Sep09 090327 134.88 135.91 132.66 133.11 -2.09 232 1,309 +64
Dec09 090327 133.17 135.79 133.06 133.17 -2.09 26 29 +0
Total Volume and Open Interest 246,815 115,783 +2,906
Mexican Peso(CME)
Apr09 090327 697.0 704.5 697.0 697.0 -7.5 0 5 +0
May09 090327 693.2 700.8 693.2 693.2 -7.5      
Total Volume and Open Interest 7,140 44,552 +872
30-Year T-Bonds(CBOT)
Jun09 090327 128~145 129~130 127~310 128~175 -0~010 170,693 699,523 -3,933
Sep09 090327 127~150 128~000 127~065 127~065 -0~020 60 201 +9
Dec09 090327 125~215 126~220 125~215 126~030 -0~010 0 172 +0
Total Volume and Open Interest 170,753 699,896 -3,924
10-Year T-Notes(CBOT)
Jun09 090327 123~180 123~300 123~040 123~105 -0~105 722,581 1,008,142 -18,522
Sep09 090327 121~230 122~050 121~230 121~230 -0~140      
Dec09 090327 121~105 121~210 121~105 121~105 -0~105      
Total Volume and Open Interest 722,581 1,008,142 -18,522
5-Year T-Notes(CBOT)
Jun09 090327 118~018 118~049 117~127 118~018 -0~013 378,093 857,362 -14,930
Sep09 090327 54~122 55~007 54~122 54~122 -0~013      
Dec09 090327 54~122 55~007 54~122 54~122 -0~013      
Total Volume and Open Interest 381,804 865,231 -14,018
2 Year T-Notes(CBOT)
Jun09 090327 108~091 108~102 108~090 108~094 -0~002 81,792 484,915 +1,595
Sep09 090327 108~094 108~096 108~094 108~094 -0~002      
Dec09 090327 108~094 108~096 108~094 108~094 -0~002      
Total Volume and Open Interest 83,440 492,160 +1,413
Eurodollars(CME)
Jun09 090327 98.785 98.855 98.780 98.840 +0.045 173,291 1,028,130 -11,499
Sep09 090327 98.795 98.855 98.785 98.850 +0.045 167,384 967,443 -6,730
Dec09 090327 98.660 98.710 98.645 98.695 +0.030 147,460 702,871 -977
Mar10 090327 98.595 98.655 98.590 98.630 +0.020 130,060 654,909 +4,375
Jun10 090327 98.435 98.485 98.425 98.470 +0.025 146,778 422,108 -3,656
Sep10 090327 98.260 98.315 98.250 98.300 +0.025 125,041 367,081 -5,691
Dec10 090327 98.050 98.105 98.040 98.085 +0.020 104,462 422,180 +9,812
Mar11 090327 97.895 97.945 97.885 97.930 +0.020 75,301 274,225 -1,078
Jun11 090327 97.700 97.740 97.685 97.725 +0.015 45,000 205,207 +1,390
Sep11 090327 97.505 97.545 97.485 97.530 +0.015 38,012 138,083 -374
Dec11 090327 97.280 97.335 97.275 97.315 +0.010 27,300 101,436 +1,091
Mar12 090327 97.170 97.205 97.160 97.185 +0.005 23,427 86,632 +374
Jun12 090327 97.040 97.070 97.025 97.050 unch 9,405 78,657 +688
Sep12 090327 96.940 96.965 96.915 96.945 -0.005 10,655 64,426 -296
Dec12 090327 96.805 96.850 96.795 96.830 -0.010 6,764 56,485 -729
Mar13 090327 96.775 96.800 96.745 96.775 -0.015 7,415 40,790 -185
Jun13 090327 96.710 96.720 96.665 96.690 -0.020 4,796 28,230 -988
Sep13 090327 96.645 96.650 96.590 96.620 -0.025 7,738 30,961 -894
Total Volume and Open Interest 1,310,198 5,959,572 -10,670
30 Day Federal Funds(CBOT)
Mar09 090327 99.810 99.817 99.805 99.812 +0.007 2,615 46,044 -393
Apr09 090327 99.785 99.790 99.770 99.775 unch 8,216 62,085 +1,073
May09 090327 99.770 99.780 99.755 99.760 -0.005 5,254 62,924 -1,083
Jun09 090327 99.750 99.760 99.740 99.745 unch 7,065 34,755 +848
Jul09 090327 99.725 99.730 99.710 99.715 unch 5,366 33,391 +1,140
Aug09 090327 99.700 99.710 99.690 99.695 unch 3,305 31,335 +1,174
Total Volume and Open Interest 37,527 414,786 +4,170
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 090327 99.41 99.41 99.41 99.41 unch      
Sep09 090327 99.44 99.45 99.44 99.45 +0.01      
Dec09 090327 99.44 99.44 99.44 99.44 unch      
Mar10 090327 99.43 99.43 99.43 99.43 unch      
Jun10 090327 99.37 99.37 99.37 99.37 unch      
Sep10 090327 99.31 99.31 99.31 99.31 unch      
Dec10 090327 99.26 99.26 99.26 99.26 unch      
Mar11 090327 99.18 99.18 99.18 99.18 unch      
Jun11 090327 99.11 99.12 99.11 99.12 +0.01      
Sep11 090327 99.11 99.12 99.11 99.12 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090327 99.41 99.42 99.40 99.42 +0.00 1,001 10,768 -840
Sep09 090327 99.44 99.45 99.44 99.45 +0.01 0 4,076 +0
Dec09 090327 99.44 99.44 99.44 99.44 +0.01 0 2,047 +0
Mar10 090327 99.39 99.43 99.39 99.43 +0.01 20 1,632 +0
Jun10 090327 99.37 99.37 99.37 99.37 +0.01 0 527 +0
Sep10 090327 99.31 99.31 99.31 99.31 +0.01 0 252 +0
Dec10 090327 99.26 99.26 99.26 99.26 +0.01 0 152 +0
Mar11 090327 99.18 99.18 99.18 99.18 +0.01 0 412 +0
Total Volume and Open Interest 1,021 22,421 +980
Japanese Gov't Bonds(SGX)
Jun09 090324 139.42 139.63 139.32 139.48 +0.05 4,960 10,259 -76
Sep09 090327 138.30 138.30 138.30 138.30 -0.21      
Dec09 090327 138.30 138.30 138.30 138.30 -0.21      
Total Volume and Open Interest 3,627 9,818 -122
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 090327 116.06 116.06 116.06 116.06 +0.73 2,387 20,909 +1,661
Dec09 090327 115.81 115.81 115.81 115.81 +0.49      
Total Volume and Open Interest 467,538 711,082 -2,867
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 090327 121~28 121~30 121~13 121~26 +0~06 124,679 326,402 -4,391
Total Volume and Open Interest 124,781 332,731 -4,840
3-Mth Short Sterling(LIFFE)
Jun09 090327 98.46 98.50 98.44 98.49 +0.04 29,114 311,931 +1,081
Sep09 090327 98.45 98.50 98.42 98.48 +0.05 48,627 295,773 -209
Dec09 090327 98.22 98.30 98.20 98.28 +0.08 51,519 257,099 +365
Mar10 090327 98.07 98.15 98.04 98.13 +0.09 67,517 251,499 -2,502
Jun10 090327 97.81 97.90 97.79 97.87 +0.08 54,278 182,081 +3,303
Sep10 090327 97.54 97.62 97.52 97.60 +0.07 45,437 157,778 +4,502
Total Volume and Open Interest 348,633 1,697,530 +10,965
3-Mth Euribor(LIFFE)
Jun09 090327 98.640 98.715 98.640 98.705 +0.070 121,008 693,127 +7,861
Sep09 090327 98.605 98.690 98.595 98.675 +0.090 92,635 565,658 +1,241
Dec09 090327 98.410 98.520 98.405 98.505 +0.115 93,589 449,844 +6,334
Total Volume and Open Interest 700,363 3,182,599 +25,507
3-Mth Aus T-Bills(SFE)
Jun09 090327 97.07 97.14 97.06 97.13 +0.05 28,907 285,858 +1,637
Sep09 090327 97.11 97.18 97.08 97.16 +0.05 27,250 184,352 +11,009
Dec09 090327 96.92 96.98 96.86 96.97 +0.05 10,908 95,098 +3,719
Mar10 090327 96.58 96.66 96.58 96.65 +0.05 6,467 66,411 +3,449
Jun10 090327 96.24 96.33 96.24 96.30 +0.02 3,434 55,854 +135
Sep10 090327 95.93 96.03 95.93 96.00 +0.02 3,095 36,205 +1,662
Dec10 090327 95.67 95.75 95.67 95.72 +0.01 1,593 20,987 +287
Mar11 090327 95.45 95.49 95.45 95.48 -0.01 1,214 7,754 +773
Jun11 090327 95.24 95.25 95.23 95.25 -0.03 215 2,713 +11
Sep11 090327 95.06 95.06 95.06 95.06 -0.05 4 350 +0
Total Volume and Open Interest 83,087 755,732 +22,682
10-Year Aus T-Bonds(SFE)
Jun09 090327 95.48 95.53 95.43 95.45 -0.04 36,244 264,998 +3,151
Sep09 090327 95.45 95.45 95.45 95.45 -0.04      
Total Volume and Open Interest 36,244 264,998 +3,151
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 090327 96.49 96.49 96.49 96.49 -0.01      
Total Volume and Open Interest 95,825 352,028 +12,180
Gold(CMX)
Apr09 090327 934.4 936.7 919.0 923.2 -16.8 162,936 100,247 -22,384
Jun09 090327 935.6 938.8 921.0 925.3 -16.9 61,149 210,260 +25,785
Aug09 090327 939.5 940.4 923.2 927.1 -17.0 852 11,214 -190
Oct09 090327 936.8 939.5 926.7 928.7 -16.9 152 9,884 -77
Dec09 090327 940.0 943.4 926.7 930.3 -16.9 1,347 19,145 +534
Feb10 090327 931.2 933.8 928.9 932.1 -16.9 71 4,479 +6
Apr10 090327 933.8 933.8 933.8 933.8 -17.0 414 2,533 +150
Jun10 090327 935.5 935.5 935.5 935.5 -17.1 120 4,660 +0
Aug10 090327 937.3 937.3 937.3 937.3 -17.2 0 476 +0
Oct10 090327 939.2 939.2 939.2 939.2 -17.3 0 1 +0
Dec10 090327 944.1 944.1 938.5 941.2 -17.3 514 8,693 +78
Total Volume and Open Interest 228,387 390,205 +3,028
Silver(CMX)
Mar09 090327 1350.0 1350.0 1317.0 1325.1 -35.6 16 281 -18
May09 090327 1348.0 1357.5 1307.5 1326.3 -35.7 19,503 50,002 -92
Jul09 090327 1357.5 1357.5 1317.5 1329.1 -35.9 468 14,894 -91
Sep09 090327 1340.5 1340.5 1327.5 1330.1 -35.9 108 4,143 +12
Dec09 090327 1333.5 1336.0 1320.0 1331.4 -35.9 151 12,109 +35
Mar10 090327 1332.5 1332.5 1332.5 1332.5 -35.9 12 3,748 +0
May10 090327 1333.3 1333.3 1333.3 1333.3 -36.0 0 157 +0
Total Volume and Open Interest 20,424 93,059 -88
Platinum(NYMEX)
Apr09 090327 1150.0 1156.0 1125.5 1128.0 -21.5 3,738 6,896 -1,699
Jul09 090327 1153.0 1161.7 1135.1 1137.7 -17.3 3,075 14,271 +2,023
Oct09 090327 1144.1 1144.1 1144.1 1144.1 -17.1 23 110 +13
Total Volume and Open Interest 6,836 21,277 +337
Palladium(NYMEX)
Jun09 090327 225.00 225.10 211.10 223.70 -0.30 934 12,424 +203
Sep09 090327 215.50 224.70 215.50 224.70 -0.30 3 69 +0
Dec09 090327 225.95 225.95 225.95 225.95 -0.30 0 4 +0
Total Volume and Open Interest 946 12,570 +207
Copper(CMX)
Mar09 090327 186.35 186.35 179.95 183.35 -1.60 237 518 -114
May09 090327 186.50 189.70 180.15 183.60 -1.90 10,789 61,494 +137
Jul09 090327 187.50 190.00 181.50 184.45 -1.95 2,007 18,535 +412
Sep09 090327 185.00 185.30 183.00 185.30 -1.95 475 4,503 +12
Dec09 090327 189.45 189.45 184.75 186.35 -1.95 273 3,060 -30
Total Volume and Open Interest 14,451 96,656 +671
Aluminum(CMX)
Mar09 090327 0.65 0.65 0.65 0.65 -0.01      
Apr09 090327 0.65 0.65 0.65 0.65 -0.01      
May09 090327 0.66 0.66 0.66 0.66 -0.01      
Jun09 090327 0.66 0.66 0.66 0.66 -0.01      
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 090327 7850 7869 7680 7762 -87 1,591 7,886 -457
Sep09 090327 7716 7805 7716 7716 -89 210 1,014 +589
Dec09 090327 7677 7764 7677 7677 -87      
Mar10 090327 7632 7719 7632 7632 -87      
Total Volume and Open Interest 1,801 8,900 +132
S & P 500(CME)
Jun09 090327 826.80 829.70 809.50 816.10 -11.20 31,564 419,722 -280
Sep09 090327 813.50 816.50 807.00 812.80 -11.20 202 2,524 +231
Dec09 090327 810.20 814.00 804.50 810.20 -11.30 0 847 +0
Mar10 090327 808.10 813.00 803.50 808.10 -12.40      
Total Volume and Open Interest 31,766 423,095 -50
S & P 500 E-Mini(Globex)
Jun09 090327 826.75 830.00 809.50 816.00 -10.50      
Sep09 090327 823.00 825.00 806.50 812.75 -11.25 2,609 4,781 +1,905
Total Volume and Open Interest 3,120,878 2,424,840 +5,071
NASDAQ 100(CME)
Jun09 090327 1273.00 1276.50 1248.00 1256.00 -17.00 3,842 18,195 +302
Sep09 090327 1255.80 1255.80 1252.80 1255.80 -17.00      
Dec09 090327 1258.80 1258.80 1255.80 1258.80 -17.00      
Total Volume and Open Interest 3,842 18,195 +302
NASDAQ 100 E-Mini(Globex)
Jun09 090327 1273.50 1277.00 1248.00 1256.00 -17.00 402,757 234,852 +234,852
Sep09 090327 1260.00 1271.30 1248.30 1255.80 -17.00 300 271 +255
Total Volume and Open Interest 403,057 235,136 -1,079
S & P Midcap 400(CME)
Jun09 090327 504.00 509.65 497.00 499.40 -10.10 14 3,824 -63
Sep09 090327 497.40 497.50 497.40 497.40 -10.10      
Dec09 090327 495.40 495.50 495.40 495.40 -10.10      
Total Volume and Open Interest 14 3,824 -63
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 090327 8705 8860 8615 8625 -90 93,390 139,377 -151
Sep09 090327 8630 8630 8630 8630 -90 49 232 -26
Total Volume and Open Interest 93,439 144,172 +2,909
Nikkei 225(SGX)
Jun09 090327 8705 8860 8615 8625 -90 93,390 139,377 -151
Sep09 090327 8630 8630 8630 8630 -90 49 232 -26
Dec09 090327 8580 8580 8580 8580 -90 0 117 +0
Total Volume and Open Interest 93,439 144,172 +2,909
CAC 40(EURONEXT)
Apr09 090327 2888.5 2903.5 2823.0 2838.0 -53.0 122,971 363,791 +9,283
May09 090327 2842.5 2842.5 2774.0 2785.0 -53.5 127 1,149 +62
Jun09 090327 2790.5 2795.5 2720.0 2733.5 -52.5 637 33,423 -55
Total Volume and Open Interest 123,735 400,187 +9,290
Hang Seng Index(HKFE)
Mar09 090327 14169 14188 13924 14051 -19 87,385 59,034 -13,482
Apr09 090327 14133 14144 13875 14006 -19 22,174 51,594 +27,673
Total Volume and Open Interest 109,957 113,512 +14,824
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 090327 3880.00 3908.00 3822.50 3844.00 -29.00 125,510 678,506 -4,163
Sep09 090327 3844.00 3844.00 3813.00 3813.00 -29.00 17 345 +10
Dec09 090327 3790.00 3790.00 3790.00 3790.00 -29.00      
Total Volume and Open Interest 125,527 678,851 -4,153
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090327 3671.0 3722.0 3665.0 3677.0 +12.0 26,137 290,238 -1,000
Sep09 090327 3650.0 3664.0 3640.0 3640.0 +12.0 0 1,978 +0
Total Volume and Open Interest 26,137 295,662 -1,008
GSCI(CME)
Apr09 090327 372.80 373.50 365.50 367.50 -12.00 1,004 14,935 +46
May09 090327 375.00 386.55 375.00 375.00 -11.50 2 3 +1
Jun09 090327 381.00 392.05 381.00 381.00 -11.00      
Total Volume and Open Interest 1,006 14,938 +47
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090327 223.00 223.00 223.00 223.00 -6.00 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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