Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon March 30, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090330 917.50 924.00 897.00 904.50 -12.50 66,467 137,268 -976
Jul09 090330 915.00 922.50 895.50 902.00 -13.25 27,118 71,077 -33
Aug09 090330 888.00 891.00 882.00 886.00 -14.75 214 4,451 -16
Sep09 090330 874.75 875.00 850.00 854.50 -17.25 1,245 8,571 -32
Nov09 090330 861.00 867.75 836.75 842.00 -18.75 15,480 76,628 -264
Jan10 090330 874.50 875.50 847.25 852.50 -19.00 553 4,133 -117
Mar10 090330 861.25 868.25 855.75 860.25 -19.25 48 1,184 +23
Total Volume and Open Interest 111,373 313,048 -1,344
Soybean Meal(CBOT)
May09 090330 284.30 285.50 277.70 281.50 -2.30 23,354 49,263 -360
Jul09 090330 281.00 281.20 273.90 277.20 -2.70 8,988 25,846 -1,040
Aug09 090330 274.40 274.40 268.50 270.00 -3.80 613 5,936 -124
Sep09 090330 265.70 265.70 258.10 260.00 -5.00 742 6,834 -32
Oct09 090330 256.50 256.50 248.40 250.10 -6.10 480 5,409 -74
Dec09 090330 254.60 255.00 245.60 247.70 -6.40 2,395 14,577 +145
Jan10 090330 251.50 255.40 249.20 249.20 -6.20 123 904 +49
Mar10 090330 254.60 258.70 252.20 252.20 -6.50 60 739 +0
Total Volume and Open Interest 36,756 110,109 -1,435
Soybean Oil(CBOT)
May09 090330 32.47 32.82 31.76 32.04 -0.38 32,312 92,533 -3,653
Jul09 090330 32.83 33.10 32.05 32.34 -0.38 11,830 55,309 -335
Aug09 090330 32.60 32.75 32.27 32.50 -0.38 724 7,008 -57
Sep09 090330 32.95 33.80 32.39 32.65 -0.38 431 7,885 +229
Oct09 090330 32.95 32.95 32.63 32.80 -0.38 205 4,181 -29
Dec09 090330 33.59 33.64 32.81 33.11 -0.38 1,233 25,922 -38
Jan10 090330 33.36 33.50 33.29 33.41 -0.36 5 760 +5
Mar10 090330 33.67 33.80 33.65 33.66 -0.36 4 860 +4
Total Volume and Open Interest 46,763 201,080 -3,857
Canola(WCE)
May09 090330 416.0 416.1 410.5 413.7 -2.4 3,600 56,667 +0
Jul09 090330 420.5 420.5 414.3 418.5 -2.4 2,598 26,032 +0
Nov09 090330 422.4 424.4 420.7 424.4 -1.3 422 18,469 +0
Jan10 090330 427.7 428.9 427.7 428.9 -1.2 12 647 +0
Mar10 090330 430.7 431.9 430.7 431.9 -2.2 0 352 +81
Total Volume and Open Interest 6,632 102,427 +81
Corn(CBOT)
May09 090330 387.75 389.50 376.75 386.25 -0.75 61,476 272,240 +2,090
Jul09 090330 397.50 399.75 387.50 396.75 -0.75 15,782 215,266 +1,953
Sep09 090330 408.75 409.25 399.50 406.00 -1.00 3,979 54,404 +350
Dec09 090330 421.50 422.00 409.50 418.25 -1.00 18,610 184,422 +568
Mar10 090330 432.00 434.50 422.00 429.75 -2.25 1,924 23,140 +439
May10 090330 433.00 438.50 431.50 438.00 -1.50 124 2,542 -27
Total Volume and Open Interest 104,051 794,129 +5,117
Wheat(CBOT)
May09 090330 509.00 516.00 501.00 512.50 +5.25 22,785 115,406 +1,326
Jul09 090330 518.75 527.50 513.75 525.25 +5.25 9,349 102,718 +2,164
Sep09 090330 550.00 552.25 540.00 551.50 +5.75 1,113 27,235 +251
Dec09 090330 577.00 577.25 563.00 574.50 +5.00 5,661 44,125 -59
Mar10 090330 580.00 591.00 579.75 590.50 +5.50 119 1,823 +11
Total Volume and Open Interest 39,412 301,141 +3,875
Wheat(KCBT)
May09 090330 553.00 558.75 546.50 554.50 +4.50 6,495 27,409 -830
Jul09 090330 561.25 569.50 555.00 565.50 +5.00 4,916 28,212 +289
Sep09 090330 572.00 577.25 568.50 576.50 +5.00 690 6,575 +348
Dec09 090330 593.00 593.25 583.75 592.50 +6.00 1,295 17,908 +315
Mar10 090330 600.75 606.25 597.75 606.00 +6.50 45 496 -16
Total Volume and Open Interest 13,484 82,337 +121
Wheat(MGE)
May09 090330 607.00 613.75 602.00 611.25 +3.50 1,861 9,115 -294
Jul09 090330 607.75 608.00 595.25 603.75 +2.00 1,429 8,823 +799
Sep09 090330 604.00 607.75 599.00 607.50 +2.50 1,298 4,967 +44
Dec09 090330 617.75 618.25 608.25 617.00 +2.50 499 3,626 +20
Mar10 090330 618.50 626.75 617.75 626.25 +3.00 38 497 -8
Total Volume and Open Interest 5,137 27,190 +572
Oats(CBOT)
May09 090330 195.25 197.25 193.00 193.00 -2.50 500 6,471 +8
Jul09 090330 204.00 205.50 202.00 202.00 -2.00 212 3,339 -69
Sep09 090330 211.00 213.00 211.00 211.00 -2.00 1 21 +1
Dec09 090330 228.00 228.00 226.00 226.00 -2.00 162 4,035 +32
Total Volume and Open Interest 875 13,868 -28
Rough Rice(CBOT)
May09 090330 12.37 12.44 11.93 12.02 -0.36 218 3,492 +21
Jul09 090330 12.60 12.60 12.20 12.25 -0.35 85 791 +25
Sep09 090330 11.90 11.90 11.72 11.74 -0.18 74 1,192 -21
Nov09 090330 12.10 12.10 11.86 11.90 -0.20 33 1,019 +2
Total Volume and Open Interest 429 6,919 +35
Live Cattle(CME)
Apr09 090330 83.930 83.930 82.750 82.830 -1.500 8,005 38,654 -450
Jun09 090330 80.950 81.150 79.975 80.080 -1.500 10,754 84,597 -137
Aug09 090330 82.250 82.250 80.950 81.035 -1.500 4,869 46,678 +542
Oct09 090330 85.900 86.000 84.750 84.830 -1.350 1,582 24,185 +65
Dec09 090330 88.330 88.500 87.300 87.350 -1.380 650 9,243 -138
Feb10 090330 89.500 89.500 88.600 88.600 -1.100 68 3,321 +14
Total Volume and Open Interest 25,982 207,275 -84
Feeder Cattle(CME)
Apr09 090330 93.050 93.050 92.050 92.200 -0.935 803 4,508 -284
May09 090330 94.000 94.000 92.850 93.050 -1.250 1,151 8,556 -157
Aug09 090330 96.600 96.600 95.600 95.850 -1.050 733 4,625 -56
Sep09 090330 97.300 97.400 96.430 96.785 -0.945 43 923 +3
Oct09 090330 97.200 97.600 96.900 97.050 -0.780 36 549 +17
Nov09 090330 98.200 98.200 97.000 97.050 -1.150 2 139 +3
Jan10 090330 97.500 98.000 97.300 97.300 -1.150 0 13 +0
Total Volume and Open Interest 2,768 19,313 -1,717
Lean Hogs(CME)
Apr09 090330 60.200 60.900 60.000 60.550 +0.065 7,248 21,046 -2,197
May09 090330 70.785 70.800 70.225 70.650 -0.550 340 3,815 +125
Jun09 090330 70.600 71.250 70.535 70.975 -0.425 9,568 50,023 +704
Jul09 090330 71.950 72.100 71.580 71.600 -0.800 1,945 19,172 +4
Aug09 090330 72.950 73.285 72.300 72.400 -0.985 3,319 21,083 +580
Oct09 090330 66.500 66.700 66.180 66.400 -0.300 1,058 7,296 -150
Dec09 090330 65.000 65.635 64.975 65.100 -0.535 380 3,941 +261
Feb10 090330 68.350 68.700 68.350 68.700 -0.050 70 1,025 +45
Total Volume and Open Interest 23,986 128,016 -580
Pork Bellies(CME)
May09 090330 84.500 85.000 82.900 83.750 -2.150 97 597 -6
Jul09 090330 82.500 82.785 80.550 80.550 -1.000 44 262 +3
Aug09 090330 82.950 83.000 80.500 80.500 -1.300 5 68 +3
Feb10 090330 90.100 90.100 90.100 90.100 -0.035 0 5 +0
Mar10 090330 90.600 90.600 90.600 90.600 unch 0 5 +0
Total Volume and Open Interest 146 937 +0
Class III Milk(CME)
Mar09 090330 10.46 10.46 10.46 10.46 unch 27 4,873 -10
Apr09 090330 11.70 11.70 11.25 11.30 -0.42 213 4,427 +108
May09 090330 12.84 12.84 11.99 12.10 -0.64 231 4,374 -52
Jun09 090330 13.87 13.87 13.02 13.10 -0.67 236 4,074 -23
Jul09 090330 14.85 14.85 14.10 14.25 -0.60 217 2,896 +4
Total Volume and Open Interest 1,757 34,223 +40
Cocoa(ICE)
May09 090330 2564 2590 2543 2576 +3 4,971 36,939 -967
Jul09 090330 2590 2590 2545 2579 +3 1,086 27,237 -140
Sep09 090330 2560 2590 2560 2577 +2 785 21,022 +382
Dec09 090330 2559 2588 2559 2574 +3 28 12,315 -2
Mar10 090330 2555 2570 2555 2570 +5 9 8,234 -3
May10 090330 2572 2572 2565 2572 +7 6 2,240 +2
Jul10 090330 2585 2585 2577 2585 +8 0 389 +0
Total Volume and Open Interest 6,885 109,016 -728
Coffee "C"(ICE)
May09 090330 115.50 115.55 112.85 113.00 -2.85 9,351 66,215 +21
Jul09 090330 117.00 117.35 114.80 114.95 -2.85 2,827 34,884 +514
Sep09 090330 119.35 119.35 116.90 117.05 -2.80 1,134 18,332 +386
Dec09 090330 122.15 122.30 119.70 119.85 -2.80 591 11,905 +336
Mar10 090330 125.00 125.05 122.55 122.55 -2.80 174 7,732 +31
May10 090330 124.40 124.40 124.40 124.40 -2.80 1 1,176 +0
Total Volume and Open Interest 14,114 141,174 +1,324
Orange Juice(ICE)
May09 090330 77.05 77.15 75.70 76.70 -0.40 919 17,753 -139
Jul09 090330 79.20 79.35 77.90 79.35 +0.15 435 5,729 +238
Sep09 090330 81.25 82.30 81.25 82.30 +0.10 50 2,972 +42
Nov09 090330 84.95 85.30 84.95 85.30 +0.10 17 589 +14
Jan10 090330 87.80 87.80 87.80 87.80 +0.50 0 148 +0
Mar10 090330 90.55 90.55 90.55 90.55 +0.50 0 5 +0
Total Volume and Open Interest 1,421 27,425 +155
Sugar #11(ICE)
May09 090330 12.59 12.60 12.44 12.48 -0.14 37,209 219,015 -1,017
Jul09 090330 13.35 13.35 13.12 13.16 -0.16 18,906 184,110 +1,596
Oct09 090330 14.09 14.09 13.93 13.98 -0.16 9,583 110,154 +152
Mar10 090330 15.06 15.09 14.89 15.02 -0.10 4,869 71,798 +1,461
May10 090330 14.79 14.82 14.64 14.74 -0.11 1,308 25,091 +651
Total Volume and Open Interest 74,556 688,236 +3,687
Sugar #14(ICE)
May09 090330 21.05 21.05 21.05 21.05 -0.02 34 2,082 -24
Jul09 090330 21.55 21.80 21.55 21.80 +0.15 45 2,696 +5
Sep09 090330 21.85 22.00 21.85 21.97 +0.07 0 2,092 +0
Total Volume and Open Interest 79 6,870 -19
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090330 1903 1921 1903 1915 +9 3,074 56,276 +1,190
Sep09 090330 1879 1895 1879 1891 +9 1,933 21,366 +654
Dec09 090330 1859 1874 1859 1867 +8 827 20,339 -155
Mar10 090330 1847 1852 1842 1842 +9 65 9,644 +34
May10 090330 1852 1852 1838 1838 +9 31 436 +28
Jul10 090330 1844 1844 1844 1844 +9 0 243 +0
Total Volume and Open Interest 9,083 177,819 +1,635
London Coffee(LCE)
London Sugar(LCE)
May09 090330 388.00 398.00 387.10 391.00 -0.50 5,615 22,347 -1,165
Aug09 090330 387.10 396.40 386.40 388.30 -2.20 4,836 28,112 -450
Oct09 090330 392.30 393.00 390.70 391.30 -3.10 4,070 14,448 +1,246
Dec09 090330 393.90 394.90 392.70 392.80 -2.40 755 5,555 +157
Mar10 090330 399.00 400.20 398.00 398.30 -2.70 315 2,337 -154
Total Volume and Open Interest 15,771 74,511 -268
Cotton(ICE)
May09 090330 43.34 44.92 43.05 44.39 +1.05 9,426 66,070 -178
Jul09 090330 44.32 45.94 44.05 45.44 +1.13 3,042 40,760 +911
Oct09 090330 47.00 48.11 47.00 48.11 +1.00 5 498 +0
Dec09 090330 48.84 50.25 48.49 49.77 +1.05 1,074 25,944 +869
Mar10 090330 52.70 52.70 52.70 52.70 +1.06 128 3,748 +123
May10 090330 53.59 53.59 53.59 53.59 +1.03 0 141 +0
Total Volume and Open Interest 13,675 139,867 +1,725
Lumber(CME)
May09 090330 176.6 177.5 168.5 169.8 -6.7 616 4,594 +38
Jul09 090330 187.0 187.8 180.3 181.4 -6.4 246 1,564 +26
Sep09 090330 196.0 197.9 192.0 192.2 -4.8 415 538 +94
Nov09 090330 191.0 191.7 188.9 189.3 -0.9 26 103 +17
Total Volume and Open Interest 1,303 6,813 +175
Crude Oil(NYM)
May09 090330 52.25 52.25 48.11 48.41 -3.97 196,916 293,565 -6,537
Jun09 090330 53.88 53.88 49.87 50.20 -3.82 66,843 196,379 -2,043
Jul09 090330 55.10 55.10 51.45 51.79 -3.69 21,528 88,502 +306
Aug09 090330 56.05 56.05 52.75 53.05 -3.60 7,027 33,109 +723
Sep09 090330 56.42 56.42 53.91 54.15 -3.50 5,849 33,113 -761
Oct09 090330 56.95 56.95 55.04 55.16 -3.36 4,416 27,146 -1,454
Nov09 090330 58.53 58.53 55.92 56.13 -3.22 3,489 22,140 -849
Dec09 090330 59.22 59.58 56.74 57.05 -3.12 13,664 99,479 -4,004
Jan10 090330 58.91 58.98 57.83 57.83 -3.06 1,215 22,966 -1,652
Feb10 090330 60.01 60.01 58.55 58.55 -3.00 975 9,860 -363
Mar10 090330 60.48 60.55 59.00 59.24 -2.95 346 12,108 -83
Apr10 090330 59.90 59.90 59.90 59.90 -2.89 198 5,602 -48
May10 090330 60.30 60.50 60.20 60.50 -2.85 221 4,966 +55
Jun10 090330 62.58 62.58 60.89 61.09 -2.80 1,993 25,174 -522
Jul10 090330 61.65 61.65 61.65 61.65 -2.75 56 7,075 -215
Aug10 090330 62.18 62.18 62.18 62.18 -2.71 34 3,626 -345
Total Volume and Open Interest 340,448 1,157,418 -29,144
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 090330 52.425 52.425 48.100 48.400 -5.950 14,415 3,338 +552
Jun09 090330 53.600 53.600 49.900 50.200 -3.825 268 428 +35
Jul09 090330 54.200 54.200 51.500 51.800 -3.675 41 87 -1
Aug09 090330 54.650 54.650 52.650 53.050 -3.600 2 33 +0
Sep09 090330 55.875 55.875 54.150 54.150 -3.500 0 16 +0
Oct09 090330 55.150 55.150 55.150 55.150 -3.375 0 2 +0
Nov09 090330 56.125 56.125 56.125 56.125 -3.225 0 2 +0
Dec09 090330 58.500 58.500 57.050 57.050 -3.125 1 30 +1
Total Volume and Open Interest 9,756 4,380 +423
Heating Oil(NYM)
Apr09 090330 142.25 142.25 133.95 134.26 -9.02 18,101 17,211 -3,381
May09 090330 145.70 145.70 134.50 134.96 -9.09 26,687 58,812 -685
Jun09 090330 145.00 145.00 136.50 136.96 -8.84 13,039 38,569 -940
Jul09 090330 146.50 147.00 139.50 139.91 -8.49 3,774 23,631 +194
Aug09 090330 150.00 150.00 142.50 142.76 -8.24 1,757 12,431 +99
Sep09 090330 153.00 153.00 145.71 145.71 -8.14 1,448 12,970 +34
Oct09 090330 153.50 153.50 148.45 148.51 -8.04 925 9,186 +28
Nov09 090330 155.30 155.84 151.10 151.21 -7.99 877 9,534 -5
Dec09 090330 161.00 161.00 153.75 154.01 -7.94 3,794 21,906 +608
Jan10 090330 161.10 161.10 156.76 156.76 -7.89 1,044 8,633 -187
Feb10 090330 163.01 163.28 158.61 158.61 -7.74 849 5,864 +108
Mar10 090330 163.30 163.52 159.36 159.36 -7.54 527 4,542 +187
Total Volume and Open Interest 75,882 262,172 -3,360
Gasoline(NYMEX)
Apr09 090330 147.00 147.65 136.50 137.99 -10.80 16,362 14,209 -4,529
May09 090330 148.59 149.00 137.75 139.38 -10.89 23,344 79,590 +1,376
Jun09 090330 149.85 149.85 138.78 140.51 -10.63 8,428 33,764 -32
Jul09 090330 150.10 150.10 139.93 141.46 -10.34 3,782 17,772 +322
Aug09 090330 149.13 149.20 141.17 142.17 -10.15 2,097 13,952 +344
Sep09 090330 149.12 149.12 140.95 142.27 -9.86 2,724 13,627 -386
Oct09 090330 138.57 138.57 133.00 133.55 -9.48 1,013 11,544 +161
Nov09 090330 139.00 139.00 132.67 133.75 -9.43 119 2,815 +23
Dec09 090330 140.25 140.25 133.92 135.15 -9.43 508 8,715 -52
Jan10 090330 142.50 142.50 136.96 137.75 -9.43 66 2,005 +6
Total Volume and Open Interest 58,449 208,648 -2,766
e-miNY RBOB Gasoline(NYM)
Apr09 090330 137.99 137.99 137.99 137.99 +136.55 0 2 +0
May09 090330 150.00 150.00 139.38 139.38 -10.89 0 2 +0
Jun09 090330 140.51 140.51 140.51 140.51 -10.63      
Jul09 090330 141.46 141.46 141.46 141.46 -10.34      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
May09 090330 3.760 3.800 3.676 3.739 +0.002 78,652 114,310 -1,584
Jun09 090330 3.871 3.929 3.815 3.874 unch 15,275 46,781 +171
Jul09 090330 4.015 4.069 3.970 4.020 unch 8,039 40,299 +734
Aug09 090330 4.114 4.170 4.074 4.116 -0.003 3,621 31,886 +358
Sep09 090330 4.185 4.218 4.147 4.173 -0.006 1,647 25,899 -12
Oct09 090330 4.297 4.349 4.250 4.293 -0.006 10,715 44,719 +354
Nov09 090330 4.840 4.900 4.837 4.861 -0.008 2,030 20,431 +400
Dec09 090330 5.437 5.506 5.420 5.469 -0.010 4,362 32,100 -94
Jan10 090330 5.720 5.783 5.715 5.749 -0.010 5,909 26,277 -179
Feb10 090330 5.770 5.790 5.733 5.769 -0.010 506 11,481 -5
Mar10 090330 5.670 5.705 5.645 5.674 -0.010 2,538 24,032 -15
Apr10 090330 5.446 5.491 5.444 5.464 -0.010 2,204 23,147 +431
May10 090330 5.487 5.530 5.487 5.506 -0.008 222 11,070 +139
Jun10 090330 5.615 5.640 5.607 5.616 -0.003 68 7,152 +33
Jul10 090330 5.735 5.767 5.735 5.736 -0.003 45 6,156 +12
Aug10 090330 5.809 5.835 5.806 5.806 -0.003 22 6,329 -2
Total Volume and Open Interest 228,852 619,494 -11,814
Brent Crude Oil(ICE)
May09 090330 51.50 51.60 47.66 47.99 -3.99 84,576 140,842 +1,941
Jun09 090330 52.95 52.95 49.15 49.50 -3.92 49,599 144,754 +2,506
Jul09 090330 54.14 54.14 50.60 50.96 -3.80 18,658 58,687 +403
Aug09 090330 55.28 55.28 51.79 52.16 -3.68 9,278 25,956 +1,048
Sep09 090330 56.24 56.24 52.78 53.15 -3.59 4,892 23,689 +380
Oct09 090330 57.17 57.17 53.84 54.08 -3.52 3,197 14,252 -35
Nov09 090330 57.15 57.42 54.77 55.01 -3.43 3,257 15,226 -335
Dec09 090330 58.57 58.57 55.61 55.93 -3.34 10,067 79,620 -880
Jan10 090330 58.64 58.67 56.55 56.75 -3.26 3,283 14,599 +254
Feb10 090330 57.55 57.55 57.55 57.55 -3.17 1,906 7,102 +417
Mar10 090330 58.10 58.31 58.10 58.31 -3.10 823 6,040 +101
Apr10 090330 59.04 59.04 59.04 59.04 -3.02 415 3,556 +95
May10 090330 59.68 59.68 59.68 59.68 -2.95 185 2,781 -19
Jun10 090330 61.40 61.40 59.96 60.26 -2.90 186 11,749 +81
Total Volume and Open Interest 194,976 666,020 +5,478
Gas Oil(ICE)
Apr09 090330 452.00 452.00 423.50 439.25 -16.00 35,343 51,933 -1,572
May09 090330 458.50 459.25 430.75 447.00 -14.75 36,643 86,017 +3,148
Jun09 090330 460.00 462.00 440.25 456.00 -13.50 17,806 58,872 -78
Jul09 090330 465.75 469.25 449.75 465.00 -13.00 5,756 26,576 +481
Aug09 090330 467.75 477.00 459.00 474.25 -12.75 4,487 27,375 +174
Sep09 090330 488.50 488.50 468.25 483.25 -12.50 2,833 24,880 +465
Oct09 090330 485.00 495.00 477.00 491.50 -12.25 1,703 18,852 -657
Nov09 090330 500.25 500.25 485.00 499.25 -12.00 498 12,224 -6
Dec09 090330 510.50 510.50 492.50 506.75 -11.50 5,470 54,799 +128
Jan10 090330 518.25 518.25 515.00 515.00 -11.25 673 20,406 -220
Total Volume and Open Interest 115,613 465,795 +3,272
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090330 1.570 1.570 1.555 1.567 -0.020 50 250 -26
May09 090330 1.575 1.575 1.560 1.568 -0.020 35 605 +19
Jun09 090330 1.600 1.600 1.580 1.600 -0.013 15 444 +15
Jul09 090330 1.600 1.610 1.600 1.610 -0.016 12 429 +12
Aug09 090330 1.615 1.615 1.602 1.611 -0.019 21 201 +13
Sep09 090330 1.630 1.630 1.600 1.609 -0.021 15 265 +15
Oct09 090330 1.620 1.640 1.610 1.615 -0.025 42 293 +27
Total Volume and Open Interest 367 4,527 +188
US Dollar Index(ICE)
Jun09 090330 85.970 86.615 85.680 86.300 +0.720 2,977 0 -22,215
Sep09 090330 86.210 86.840 86.210 86.770 +0.740 66 0 -2,105
Dec09 090330 86.550 87.155 86.550 87.155 +0.790      
Total Volume and Open Interest 3,043 24,646 +325
Australian Dollar(CME)
Jun09 090330 68.72 68.95 67.38 67.50 -1.36 36,998 59,244 -156
Sep09 090330 67.29 68.55 67.08 67.21 -1.34 1 210 -1
Dec09 090330 66.93 68.25 66.93 66.93 -1.32 0 18 +0
Total Volume and Open Interest 36,999 59,487 -157
British Pound(CME)
Jun09 090330 142.50 143.05 141.12 141.99 -1.07 59,924 74,333 +1,020
Sep09 090330 141.80 143.15 141.46 142.08 -1.07 111 363 +104
Dec09 090330 142.17 143.24 141.71 142.17 -1.07 0 31 +0
Total Volume and Open Interest 60,035 74,729 +1,124
Canadian Dollar(CME)
Jun09 090330 80.69 80.91 79.12 79.14 -1.77 37,717 53,498 +766
Sep09 090330 80.60 81.05 79.24 79.26 -1.79 23 1,906 +0
Dec09 090330 80.50 81.19 79.37 79.39 -1.80 3 1,136 +0
Mar10 090330 79.65 81.29 79.47 79.49 -1.80 0 456 +0
Total Volume and Open Interest 37,743 57,006 +766
Japanese Yen(CME)
Jun09 090330 102.18 104.35 101.83 103.13 +1.01 50,469 70,798 +3,273
Sep09 090330 102.60 104.48 102.09 103.35 +1.01 20 726 +0
Dec09 090330 103.58 104.60 102.57 103.58 +1.01 0 23 +0
Total Volume and Open Interest 50,489 71,560 +3,273
Swiss Franc(CME)
Jun09 090330 87.22 87.58 86.72 87.07 -0.61 25,806 28,354 +48
Sep09 090330 87.29 87.90 86.97 87.29 -0.61 20 95 +17
Dec09 090330 87.53 88.14 87.40 87.53 -0.61 0 8 +0
Total Volume and Open Interest 25,826 28,457 +65
EuroFX(CME)
Jun09 090330 132.30 132.88 131.14 131.64 -1.41 169,577 108,307 -6,133
Sep09 090330 132.49 132.89 131.23 131.71 -1.40 152 1,268 -41
Dec09 090330 131.78 133.17 131.63 131.78 -1.39 2 30 +1
Total Volume and Open Interest 169,731 109,610 -6,173
Mexican Peso(CME)
Apr09 090330 696.2 697.0 696.2 696.2 -0.8 0 5 +0
May09 090330 692.5 693.2 692.5 692.5 -0.8      
Total Volume and Open Interest 6,578 44,356 -196
30-Year T-Bonds(CBOT)
Jun09 090330 128~175 129~310 128~075 128~305 +0~130 157,284 703,663 +4,140
Sep09 090330 128~165 128~165 127~120 127~210 +0~145 28 203 +2
Dec09 090330 126~165 126~165 126~030 126~165 +0~135 10 182 +10
Total Volume and Open Interest 157,322 704,048 +4,152
10-Year T-Notes(CBOT)
Jun09 090330 123~150 124~055 123~105 123~245 +0~140 667,485 1,022,925 +14,783
Sep09 090330 122~050 122~050 121~230 122~050 +0~140 3 2 +2
Dec09 090330 121~245 121~245 121~105 121~245 +0~140      
Total Volume and Open Interest 667,488 1,022,927 +14,785
5-Year T-Notes(CBOT)
Jun09 090330 118~033 118~070 118~016 118~063 +0~045 270,522 854,269 -3,093
Sep09 090330 55~047 55~047 54~122 55~047 +0~053      
Dec09 090330 55~047 55~047 54~122 55~047 +0~053      
Total Volume and Open Interest 270,725 862,126 -3,105
2 Year T-Notes(CBOT)
Jun09 090330 108~094 108~109 108~093 108~105 +0~011 87,070 487,419 +2,504
Sep09 090330 108~105 108~105 108~094 108~105 +0~011      
Dec09 090330 108~105 108~105 108~094 108~105 +0~011      
Total Volume and Open Interest 87,456 494,651 +2,491
Eurodollars(CME)
Jun09 090330 98.845 98.875 98.815 98.865 +0.025 184,438 1,035,205 +7,075
Sep09 090330 98.855 98.885 98.835 98.875 +0.025 170,445 970,688 +3,245
Dec09 090330 98.695 98.750 98.695 98.735 +0.040 182,170 705,041 +2,170
Mar10 090330 98.625 98.700 98.625 98.685 +0.055 159,934 658,377 +3,468
Jun10 090330 98.475 98.550 98.465 98.535 +0.065 185,385 424,679 +2,571
Sep10 090330 98.300 98.385 98.290 98.380 +0.080 131,294 368,614 +1,533
Dec10 090330 98.085 98.180 98.075 98.175 +0.090 106,077 425,862 +3,682
Mar11 090330 97.935 98.030 97.925 98.020 +0.090 68,310 270,735 -3,490
Jun11 090330 97.730 97.830 97.730 97.820 +0.095 40,737 207,312 +2,105
Sep11 090330 97.550 97.630 97.550 97.625 +0.095 29,950 134,253 -3,830
Dec11 090330 97.325 97.415 97.320 97.410 +0.095 23,636 101,093 -343
Mar12 090330 97.210 97.280 97.205 97.270 +0.085 18,442 86,113 -519
Jun12 090330 97.115 97.145 97.075 97.125 +0.075 8,495 79,054 +397
Sep12 090330 96.970 97.040 96.960 97.010 +0.065 6,950 64,684 +258
Dec12 090330 96.845 96.920 96.840 96.885 +0.055 7,179 55,830 -655
Mar13 090330 96.835 96.870 96.785 96.830 +0.055 6,245 41,781 +991
Jun13 090330 96.765 96.785 96.700 96.740 +0.050 4,336 27,623 -607
Sep13 090330 96.680 96.715 96.625 96.665 +0.045 7,277 31,487 +526
Total Volume and Open Interest 1,382,061 5,968,228 +8,656
30 Day Federal Funds(CBOT)
Mar09 090330 99.817 99.820 99.812 99.817 +0.005 2,116 45,791 -253
Apr09 090330 99.780 99.795 99.775 99.790 +0.015 8,767 63,998 +1,913
May09 090330 99.765 99.775 99.760 99.770 +0.010 5,180 63,119 +195
Jun09 090330 99.745 99.760 99.745 99.755 +0.010 3,510 35,277 +522
Jul09 090330 99.720 99.735 99.715 99.730 +0.015 6,325 34,788 +1,397
Aug09 090330 99.705 99.715 99.695 99.710 +0.015 7,132 30,858 -477
Total Volume and Open Interest 47,176 418,959 +4,173
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 090330 99.41 99.41 99.41 99.41 unch      
Sep09 090330 99.45 99.45 99.45 99.45 unch      
Dec09 090330 99.44 99.44 99.44 99.44 unch      
Mar10 090330 99.43 99.43 99.43 99.43 unch      
Jun10 090330 99.37 99.37 99.37 99.37 unch      
Sep10 090330 99.31 99.31 99.31 99.31 unch      
Dec10 090330 99.26 99.26 99.26 99.26 unch      
Mar11 090330 99.18 99.18 99.18 99.18 unch      
Jun11 090330 99.12 99.12 99.12 99.12 unch      
Sep11 090330 99.12 99.12 99.12 99.12 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090330 99.42 99.42 99.42 99.42 unch 1,053 11,464 +696
Sep09 090330 99.45 99.45 99.45 99.45 unch 466 4,151 +75
Dec09 090330 99.44 99.44 99.44 99.44 unch 320 2,256 +209
Mar10 090330 99.43 99.43 99.43 99.43 unch 0 1,632 +0
Jun10 090330 99.37 99.37 99.37 99.37 unch 0 527 +0
Sep10 090330 99.31 99.31 99.31 99.31 unch 0 252 +0
Dec10 090330 99.26 99.26 99.26 99.26 unch 0 152 +0
Mar11 090330 99.18 99.18 99.18 99.18 unch 0 412 +0
Total Volume and Open Interest 1,839 22,517 +96
Japanese Gov't Bonds(SGX)
Jun09 090324 139.42 139.63 139.32 139.48 +0.05 4,960 10,259 -76
Sep09 090330 138.34 138.34 138.34 138.34 +0.04      
Dec09 090330 138.34 138.34 138.34 138.34 +0.04      
Total Volume and Open Interest 3,574 9,525 -293
Euro-Bund(EUREX)
Jun09 090330 123.23 124.27 123.23 124.20 -1.17 1,106,605 829,318 +227,610
Sep09 090330 123.00 123.64 123.00 123.64 -1.13 1 2 +1
Dec09 090330 123.25 123.25 123.25 123.25        
Euro-Bobl(EUREX)
Jun09 090330 116.03 116.54 116.01 116.43 +0.68 304,723 696,181 -25,480
Sep09 090330 116.34 116.34 116.34 116.34 +0.28 29 20,849 -60
Dec09 090330 116.05 116.05 116.05 116.05 +0.24      
Total Volume and Open Interest 379,947 723,952 +12,870
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 090330 98.705 98.715 98.685 98.705 +0.195 103 3,968 +13
Total Volume and Open Interest 2,025 31,956 +382
Long Gilt(LIFFE)
Jun09 090327 121~28 121~30 121~13 121~26 +0~06 124,679 326,402 -4,391
Sep09 090330 124~28 124~28 124~28 124~28 +1~03      
Total Volume and Open Interest 74,688 329,534 -3,197
3-Mth Short Sterling(LIFFE)
Jun09 090330 98.48 98.53 98.48 98.51 +0.02 21,229 314,029 +2,098
Sep09 090330 98.49 98.53 98.48 98.51 +0.03 29,628 293,316 -2,457
Dec09 090330 98.28 98.33 98.28 98.32 +0.04 32,172 263,900 +6,801
Mar10 090330 98.16 98.20 98.14 98.18 +0.05 26,693 252,250 +751
Jun10 090330 97.93 97.95 97.88 97.93 +0.06 17,328 181,253 -828
Sep10 090330 97.63 97.67 97.60 97.65 +0.05 13,329 155,249 -2,529
Total Volume and Open Interest 161,336 1,698,896 +1,366
3-Mth Euribor(LIFFE)
Jun09 090330 98.715 98.730 98.680 98.715 +0.010 103,117 703,572 +10,445
Sep09 090330 98.680 98.720 98.660 98.705 +0.030 87,597 567,333 +1,675
Dec09 090330 98.505 98.565 98.490 98.555 +0.050 88,238 460,789 +10,945
Total Volume and Open Interest 745,397 3,229,218 +46,619
3-Mth Aus T-Bills(SFE)
Jun09 090330 97.10 97.21 97.10 97.20 +0.07 16,943 288,124 +2,266
Sep09 090330 97.16 97.28 97.13 97.27 +0.11 17,243 186,812 +2,460
Dec09 090330 96.96 97.09 96.93 97.09 +0.12 7,075 96,261 +1,163
Mar10 090330 96.65 96.78 96.61 96.78 +0.13 3,733 67,355 +944
Jun10 090330 96.32 96.42 96.27 96.41 +0.11 3,227 52,320 -3,534
Sep10 090330 96.02 96.09 95.96 96.08 +0.08 3,519 34,192 -2,013
Dec10 090330 95.75 95.79 95.75 95.79 +0.07 1,079 20,105 -882
Mar11 090330 95.51 95.55 95.50 95.55 +0.07 634 7,786 +32
Jun11 090330 95.31 95.31 95.31 95.31 +0.06 400 2,613 -100
Sep11 090330 95.11 95.11 95.11 95.11 +0.05 100 250 -100
Total Volume and Open Interest 53,953 755,968 +236
10-Year Aus T-Bonds(SFE)
Jun09 090330 95.45 95.57 95.43 95.55 +0.10 24,508 267,011 +2,013
Sep09 090330 95.55 95.55 95.55 95.55 +0.10      
Total Volume and Open Interest 24,508 267,011 +2,013
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 090330 96.57 96.57 96.57 96.57 +0.08      
Total Volume and Open Interest 50,177 356,741 +4,713
Gold(CMX)
Apr09 090330 924.6 932.5 908.6 915.5 -7.7 122,915 56,234 -44,013
Jun09 090330 926.0 934.7 910.4 917.7 -7.6 64,228 233,278 +23,018
Aug09 090330 925.7 935.6 913.2 919.5 -7.6 1,901 11,757 +543
Oct09 090330 930.4 933.3 915.0 921.1 -7.6 429 10,075 +191
Dec09 090330 930.3 939.2 915.5 922.7 -7.6 2,631 20,944 +1,799
Feb10 090330 933.7 936.1 922.2 924.4 -7.7 10 4,480 +1
Apr10 090330 923.7 926.1 923.7 926.1 -7.7 8 2,534 +1
Jun10 090330 927.8 927.8 927.8 927.8 -7.7 0 4,660 +0
Aug10 090330 929.5 929.5 929.5 929.5 -7.8 0 476 +0
Oct10 090330 931.3 931.3 931.3 931.3 -7.9 0 1 +0
Dec10 090330 945.7 945.7 933.0 933.2 -8.0 87 8,722 +29
Total Volume and Open Interest 192,775 371,826 -18,379
Silver(CMX)
May09 090330 1327.0 1335.0 1291.5 1303.3 -23.0 12,543 49,452 -550
Jul09 090330 1329.5 1332.0 1294.0 1306.1 -23.0 1,340 15,217 +323
Sep09 090330 1331.5 1331.5 1303.0 1307.3 -22.8 518 4,157 +14
Dec09 090330 1322.0 1336.5 1300.0 1308.6 -22.8 241 12,149 +40
Mar10 090330 1309.5 1309.6 1309.5 1309.6 -22.9 2 3,748 +0
May10 090330 1310.4 1310.4 1310.4 1310.4 -22.9 1 157 +0
Jul10 090330 1311.1 1311.1 1311.1 1311.1 -23.0 0 3,097 +0
Total Volume and Open Interest 14,840 92,854 -205
Platinum(NYMEX)
Apr09 090330 1137.0 1139.0 1112.6 1113.6 -14.4 3,555 4,755 -2,141
Jul09 090330 1144.8 1146.6 1120.0 1120.8 -16.9 3,007 16,250 +1,979
Oct09 090330 1132.0 1142.6 1127.9 1127.9 -16.2 88 171 +61
Total Volume and Open Interest 6,650 21,176 -101
Palladium(NYMEX)
Jun09 090330 222.00 222.00 212.10 217.30 -6.40 1,328 12,921 +497
Sep09 090330 216.20 218.30 213.00 218.30 -6.40 11 74 +5
Dec09 090330 219.30 219.30 219.30 219.30 -6.65 0 4 +0
Total Volume and Open Interest 1,361 13,088 +518
Copper(CMX)
May09 090330 182.25 184.60 175.25 176.60 -7.00 11,753 60,776 -718
Jul09 090330 181.70 184.20 176.50 177.55 -6.90 3,265 19,273 +738
Sep09 090330 183.70 183.70 177.55 178.50 -6.80 414 4,741 +238
Dec09 090330 186.05 186.05 179.20 179.60 -6.75 112 3,130 +70
Mar10 090330 180.40 180.40 180.40 180.40 -6.75 17 566 -1
Total Volume and Open Interest 17,375 97,124 +468
Aluminum(CMX)
Apr09 090330 0.64 0.64 0.64 0.64 -0.01      
May09 090330 0.65 0.65 0.65 0.65 -0.01      
Jun09 090330 0.65 0.65 0.65 0.65 -0.01      
Aug09 080724 143.35 143.35 143.35 143.35 unch      
Sep09 080724 143.85 143.85 143.85 143.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun09 090330 7721 7755 7382 7480 -282 2,194 7,371 -515
Sep09 090330 7555 7716 7430 7430 -286 15 641 -373
Dec09 090330 7395 7677 7395 7395 -282      
Mar10 090330 7350 7632 7350 7350 -282      
Total Volume and Open Interest 2,209 8,012 -888
S & P 500(CME)
Jun09 090330 812.50 815.10 775.70 784.30 -31.80 23,546 423,057 +3,335
Sep09 090330 780.90 783.80 772.80 780.90 -31.90 113 2,408 -116
Dec09 090330 777.60 781.20 770.20 777.60 -32.60 102 747 -100
Mar10 090330 774.90 779.10 768.10 774.90 -33.20      
Total Volume and Open Interest 23,761 426,214 +3,119
S & P 500 E-Mini(Globex)
Jun09 090330 812.50 815.25 775.50 784.25 -31.75      
Sep09 090330 810.00 811.50 772.25 781.00 -31.75 3,558 6,827 +2,046
Total Volume and Open Interest 2,736,748 2,426,780 +1,940
NASDAQ 100(CME)
Jun09 090330 1250.50 1254.00 1203.00 1222.80 -33.20 3,457 20,239 +2,044
Sep09 090330 1222.50 1222.80 1222.50 1222.50 -33.30      
Dec09 090330 1225.50 1225.80 1225.50 1225.50 -33.30      
Total Volume and Open Interest 3,457 20,239 +2,044
NASDAQ 100 E-Mini(Globex)
Jun09 090330 1250.00 1254.50 1203.50 1222.80 -33.20      
Sep09 090330 1263.00 1263.00 1203.80 1222.50 -33.30 38 295 +24
Total Volume and Open Interest 386,607 251,972 +16,836
S & P Midcap 400(CME)
Jun09 090330 485.00 486.50 475.50 479.10 -20.30 40 3,844 +20
Sep09 090330 477.10 479.40 477.10 477.10 -20.30      
Dec09 090330 475.10 477.40 475.10 475.10 -20.30      
Total Volume and Open Interest 40 3,844 +20
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 090330 8600 8665 8195 8215 -410 89,809 142,046 +2,669
Sep09 090330 8220 8220 8220 8220 -410 0 232 +0
Total Volume and Open Interest 90,113 148,218 +4,046
Nikkei 225(SGX)
Jun09 090330 8600 8665 8195 8215 -410 89,809 142,046 +2,669
Sep09 090330 8220 8220 8220 8220 -410 0 232 +0
Dec09 090330 8170 8170 8170 8170 -410 0 117 +0
Total Volume and Open Interest 90,113 148,218 +4,046
CAC 40(EURONEXT)
Apr09 090330 2798.5 2801.0 2718.0 2721.0 -117.0 100,578 353,463 -10,328
May09 090330 2738.0 2740.0 2669.0 2669.0 -116.0 17 1,085 -64
Jun09 090330 2691.5 2693.0 2615.5 2618.5 -115.0 895 33,839 +416
Total Volume and Open Interest 101,490 390,211 -9,976
Hang Seng Index(HKFE)
Mar09 090330 13961 13963 13694 13698 -353 111,312 47,069 -11,965
Apr09 090330 13930 13930 13355 13400 -606 47,886 64,057 +12,463
Total Volume and Open Interest 160,026 114,329 +817
DAX(EUREX)
Jun09 090330 4170.0 4170.0 3976.0 4005.0 +339.5 13,444 27,965 +10,047
Sep09 090330 4140.0 4143.0 3984.5 4012.0 +337.0 995 2,531 +315
Dec09 090330 4053.0 4099.5 3993.0 4021.0        
FT-SE 100(EURONEXT)
Jun09 090330 3800.00 3803.00 3698.00 3724.50 -119.50 103,406 679,349 +843
Sep09 090330 3720.00 3721.50 3680.50 3692.00 -121.00 58 379 +34
Dec09 090330 3691.00 3706.50 3664.00 3668.50 -121.50      
Total Volume and Open Interest 103,464 679,728 +877
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090330 3669.0 3674.0 3602.0 3616.0 -61.0 21,156 292,190 +1,952
Sep09 090330 3614.0 3623.0 3579.0 3579.0 -61.0 98 1,986 +8
Total Volume and Open Interest 21,255 297,623 +1,961
GSCI(CME)
Apr09 090330 358.70 359.50 348.50 350.00 -17.50 263 15,024 +89
May09 090330 359.00 370.00 358.50 359.00 -16.00 0 3 +0
Jun09 090330 366.00 375.00 365.00 366.00 -15.00      
Total Volume and Open Interest 263 15,027 +89
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090330 215.80 215.80 215.80 215.80 -7.20 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

Banner

Newsflash