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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue March 31, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090331 904.50 954.00 904.50 952.00 +47.50 79,941 129,577 -7,691
Jul09 090331 900.25 952.25 900.25 950.50 +48.50 23,308 72,250 +1,173
Aug09 090331 898.00 937.00 894.00 936.00 +50.00 545 4,659 +208
Sep09 090331 859.50 907.75 859.50 906.50 +52.00 594 8,756 +185
Nov09 090331 839.00 893.50 839.00 892.00 +50.00 18,847 72,959 -3,669
Jan10 090331 851.50 902.00 851.50 902.00 +49.50 306 4,207 +74
Mar10 090331 854.25 909.50 854.25 909.50 +49.25 215 1,369 +185
Total Volume and Open Interest 124,079 303,703 -9,345
Soybean Meal(CBOT)
May09 090331 281.50 298.10 281.00 295.30 +13.80 27,088 48,530 -733
Jul09 090331 277.50 292.30 276.80 291.60 +14.40 8,202 24,487 -1,359
Aug09 090331 272.20 285.70 272.10 285.30 +15.30 1,434 5,885 -51
Sep09 090331 260.00 276.10 259.90 275.50 +15.50 930 6,870 +36
Oct09 090331 250.00 266.50 250.00 265.40 +15.30 609 5,389 -20
Dec09 090331 247.30 264.10 246.40 263.10 +15.40 2,903 14,616 +39
Jan10 090331 251.10 265.00 251.10 264.40 +15.20 552 1,064 +160
Mar10 090331 261.40 267.40 261.40 267.40 +15.20 249 638 -101
Total Volume and Open Interest 42,093 108,158 -1,951
Soybean Oil(CBOT)
May09 090331 31.99 33.65 31.90 33.62 +1.58 32,446 89,172 -3,361
Jul09 090331 32.20 33.92 32.20 33.92 +1.58 10,991 55,195 -114
Aug09 090331 33.57 34.08 33.14 34.08 +1.58 346 7,060 +52
Sep09 090331 33.05 34.30 33.00 34.23 +1.58 360 7,956 +71
Oct09 090331 33.65 34.38 33.35 34.38 +1.58 67 4,166 -15
Dec09 090331 33.05 34.70 33.05 34.70 +1.59 2,399 25,862 -60
Jan10 090331 33.88 34.97 33.41 34.97 +1.56 43 783 +23
Mar10 090331 34.21 35.22 33.66 35.22 +1.56 8 860 +0
Total Volume and Open Interest 46,670 197,676 -3,404
Canola(WCE)
May09 090331 413.7 423.0 413.7 420.4 +6.7 4,427 56,667 +0
Jul09 090331 419.4 427.8 419.4 424.8 +6.3 3,641 26,032 +0
Nov09 090331 423.1 434.1 423.1 431.1 +6.7 902 18,469 +0
Jan10 090331 434.0 437.6 432.0 435.3 +6.4 0 647 +0
Mar10 090331 436.8 442.0 436.8 438.3 +6.4 0 352 +0
Total Volume and Open Interest 8,976 102,427 +0
Corn(CBOT)
May09 090331 386.00 406.00 381.25 404.75 +18.50 54,159 267,063 -5,177
Jul09 090331 396.00 416.00 391.50 414.75 +18.00 13,575 216,846 +1,580
Sep09 090331 406.00 425.00 401.50 424.00 +18.00 4,165 55,730 +1,326
Dec09 090331 417.50 436.75 412.75 435.75 +17.50 11,894 186,305 +1,883
Mar10 090331 428.25 448.00 425.50 447.50 +17.75 1,862 23,347 +207
May10 090331 436.50 455.75 433.25 455.25 +17.25 394 2,868 +326
Total Volume and Open Interest 86,887 794,445 +316
Wheat(CBOT)
May09 090331 513.75 534.00 508.00 532.75 +20.25 21,390 113,941 -1,465
Jul09 090331 526.50 546.75 520.75 545.25 +20.00 7,625 103,816 +1,098
Sep09 090331 553.75 572.00 546.50 569.50 +18.00 2,585 28,135 +900
Dec09 090331 576.25 595.00 570.00 593.50 +19.00 4,672 45,104 +979
Mar10 090331 600.00 610.00 587.75 609.00 +18.50 486 1,926 +103
Total Volume and Open Interest 37,020 302,768 +1,627
Wheat(KCBT)
May09 090331 556.25 574.00 550.75 573.25 +18.75 5,805 27,057 -352
Jul09 090331 569.75 585.00 561.50 584.25 +18.75 3,428 28,494 +282
Sep09 090331 577.00 596.50 573.00 595.50 +19.00 1,102 6,769 +194
Dec09 090331 596.25 612.00 589.00 611.25 +18.75 1,735 18,057 +149
Mar10 090331 616.00 625.00 603.25 624.75 +18.75 62 523 +27
Total Volume and Open Interest 12,169 82,659 +322
Wheat(MGE)
May09 090331 611.25 641.50 611.00 639.25 +28.00 1,819 8,962 -153
Jul09 090331 604.00 633.25 603.50 631.75 +28.00 1,534 8,939 +116
Sep09 090331 607.50 633.50 607.50 633.00 +25.50 826 4,690 -277
Dec09 090331 636.25 642.00 616.50 641.75 +24.75 430 3,758 +132
Mar10 090331 637.00 649.25 625.50 648.75 +22.50 29 498 +1
Total Volume and Open Interest 4,640 27,009 -181
Oats(CBOT)
May09 090331 194.00 196.75 185.25 193.00 unch 423 6,599 +128
Jul09 090331 202.25 205.75 195.00 202.50 +0.50 99 3,388 +49
Sep09 090331 211.00 211.00 211.00 211.00 unch 0 21 +0
Dec09 090331 223.00 229.00 219.50 226.00 unch 141 4,072 +37
Total Volume and Open Interest 683 14,093 +225
Rough Rice(CBOT)
May09 090331 11.97 12.48 11.97 12.41 +0.39 224 3,414 -78
Jul09 090331 12.34 12.75 12.22 12.65 +0.40 91 829 +38
Sep09 090331 11.79 12.12 11.79 12.12 +0.38 53 1,199 +7
Nov09 090331 11.90 12.24 11.90 12.24 +0.34 59 999 -20
Total Volume and Open Interest 453 6,883 -36
Live Cattle(CME)
Apr09 090331 83.135 83.980 83.000 83.930 +1.100 6,754 36,559 -2,095
Jun09 090331 80.350 81.830 80.135 81.700 +1.620 6,656 84,552 -45
Aug09 090331 81.300 82.600 81.080 82.450 +1.415 5,432 47,579 +901
Oct09 090331 85.035 86.180 84.800 86.000 +1.170 1,533 24,222 +37
Dec09 090331 87.400 88.350 87.300 88.230 +0.880 297 9,301 +58
Feb10 090331 88.330 89.635 88.330 89.480 +0.880 39 3,325 +4
Total Volume and Open Interest 20,732 206,154 -1,121
Feeder Cattle(CME)
Apr09 090331 92.535 93.400 92.000 93.180 +0.980 889 4,213 -295
May09 090331 93.150 94.300 92.680 94.250 +1.200 1,144 8,384 -172
Aug09 090331 96.000 96.900 95.550 96.830 +0.980 601 4,722 +97
Sep09 090331 96.700 97.900 96.600 97.885 +1.100 25 914 -9
Oct09 090331 97.050 98.000 96.850 97.885 +0.835 30 559 +10
Nov09 090331 97.100 98.000 97.000 97.930 +0.880 14 144 +5
Jan10 090331 97.500 97.850 97.285 97.500 +0.200 0 13 +0
Total Volume and Open Interest 2,703 18,949 -364
Lean Hogs(CME)
Apr09 090331 60.700 60.900 59.800 60.350 -0.200 4,615 19,343 -1,703
May09 090331 70.300 72.100 70.250 72.050 +1.400 362 4,001 +186
Jun09 090331 70.950 72.725 70.650 72.400 +1.425 6,784 50,691 +668
Jul09 090331 71.800 73.450 71.450 72.300 +0.700 1,731 18,993 -179
Aug09 090331 72.680 74.000 72.225 73.385 +0.985 2,380 21,706 +623
Oct09 090331 66.385 67.135 65.975 66.800 +0.400 447 7,437 +141
Dec09 090331 65.300 66.000 64.850 65.600 +0.500 265 4,111 +170
Feb10 090331 68.080 68.800 67.930 68.785 +0.085 55 1,055 +30
Total Volume and Open Interest 16,644 127,956 -60
Pork Bellies(CME)
May09 090331 83.600 86.700 83.050 86.550 +2.800 71 584 -13
Jul09 090331 82.500 83.550 82.500 83.550 +3.000 9 261 -1
Aug09 090331 83.500 83.500 81.400 83.500 +3.000 4 68 +0
Feb10 090331 90.100 90.100 90.100 90.100 unch 0 5 +0
Mar10 090331 90.600 90.600 90.600 90.600 unch 0 5 +0
Total Volume and Open Interest 84 923 -14
Class III Milk(CME)
Mar09 090331 10.52 10.52 10.46 10.46 unch 0 4,873 +0
Apr09 090331 11.25 11.35 11.23 11.28 -0.02 119 4,460 +33
May09 090331 11.85 12.10 11.85 11.95 -0.15 222 4,344 -30
Jun09 090331 12.80 13.05 12.80 12.96 -0.14 178 3,999 -75
Jul09 090331 14.00 14.25 13.90 14.10 -0.15 133 2,884 -12
Total Volume and Open Interest 1,161 34,093 -130
Cocoa(ICE)
May09 090331 2576 2620 2562 2605 +29 10,354 32,908 -4,031
Jul09 090331 2579 2618 2566 2605 +26 6,563 30,081 +2,844
Sep09 090331 2575 2616 2572 2604 +27 733 21,240 +218
Dec09 090331 2569 2611 2569 2601 +27 372 12,580 +265
Mar10 090331 2600 2600 2580 2591 +21 80 8,252 +18
May10 090331 2590 2591 2582 2589 +17 20 2,250 +10
Jul10 090331 2601 2601 2601 2601 +16 0 389 +0
Total Volume and Open Interest 18,122 108,340 -676
Coffee "C"(ICE)
May09 090331 113.35 116.15 113.30 115.75 +2.75 7,559 65,207 -1,008
Jul09 090331 115.00 118.00 115.00 117.70 +2.75 3,100 35,399 +515
Sep09 090331 117.85 120.10 117.85 119.75 +2.70 1,444 18,173 -159
Dec09 090331 120.75 122.80 120.75 122.60 +2.75 656 12,105 +200
Mar10 090331 123.00 125.45 123.00 125.30 +2.75 235 7,772 +40
May10 090331 125.00 127.20 125.00 127.20 +2.80 111 1,286 +110
Total Volume and Open Interest 13,258 140,753 -421
Orange Juice(ICE)
May09 090331 77.05 77.35 75.90 76.30 -0.40 434 17,525 -228
Jul09 090331 78.80 79.55 78.75 78.90 -0.45 104 5,741 +12
Sep09 090331 81.95 81.95 81.90 81.90 -0.40 5 2,970 -2
Nov09 090331 84.60 85.35 84.60 84.90 -0.40 0 589 +0
Jan10 090331 87.40 87.40 87.40 87.40 -0.40 0 148 +0
Mar10 090331 90.15 90.15 90.15 90.15 -0.40 0 5 +0
Total Volume and Open Interest 543 27,207 -218
Sugar #11(ICE)
May09 090331 12.50 12.72 12.48 12.67 +0.19 35,676 216,247 -2,768
Jul09 090331 13.15 13.38 13.14 13.33 +0.17 21,358 186,456 +2,346
Oct09 090331 14.00 14.18 13.94 14.08 +0.10 10,773 112,389 +2,235
Mar10 090331 15.02 15.16 14.91 15.06 +0.04 5,041 71,781 -17
May10 090331 14.80 15.15 14.72 14.83 +0.09 607 25,138 +47
Total Volume and Open Interest 76,727 690,965 +2,729
Sugar #14(ICE)
May09 090331 21.00 21.05 20.98 20.98 -0.07 71 2,022 -60
Jul09 090331 21.65 21.80 21.60 21.65 -0.15 220 2,606 -90
Sep09 090331 21.90 22.00 21.80 21.84 -0.13 219 2,145 +53
Total Volume and Open Interest 510 6,773 -97
London Cocoa(LCE)
May09 090316 1859 1884 1842 1861 unch 7,256 72,254 -2,356
Jul09 090331 1910 1916 1890 1904 -11 4,872 56,913 +637
Sep09 090331 1890 1893 1870 1881 -10 1,662 21,475 +109
Dec09 090331 1854 1872 1852 1862 -5 893 20,131 -208
Mar10 090331 1830 1840 1830 1836 -6 294 9,862 +218
May10 090331 1835 1835 1833 1833 -5 77 501 +65
Jul10 090331 1842 1842 1839 1839 -5 0 243 +0
Total Volume and Open Interest 14,382 177,977 +158
London Coffee(LCE)
London Sugar(LCE)
May09 090331 393.70 397.10 390.80 392.80 +1.80 2,663 19,877 -2,470
Aug09 090331 391.30 392.90 388.40 390.50 +2.20 2,559 28,152 +40
Oct09 090331 391.40 396.40 390.80 392.50 +1.20 1,201 14,858 +410
Dec09 090331 392.90 395.00 391.80 392.50 -0.30 167 5,632 +77
Mar10 090331 399.40 400.50 397.30 397.50 -0.80 73 2,408 +71
Total Volume and Open Interest 6,663 72,639 -1,872
Cotton(ICE)
May09 090331 44.50 46.50 44.39 44.39 unch 6,172 65,364 -706
Jul09 090331 45.83 47.44 45.44 45.44 unch 2,728 40,792 +32
Oct09 090331 48.50 48.50 48.11 48.11 unch 23 482 -16
Dec09 090331 50.18 51.70 49.77 49.77 unch 1,159 26,458 +514
Mar10 090331 53.04 54.50 52.70 52.70 unch 182 3,893 +145
May10 090331 55.55 55.55 53.59 55.55 +1.96 1 142 +1
Total Volume and Open Interest 10,275 139,829 -38
Lumber(CME)
May09 090331 170.5 173.0 169.0 171.3 +1.5 247 4,641 +47
Jul09 090331 182.7 183.3 180.6 181.3 -0.1 327 1,651 +87
Sep09 090331 193.4 195.8 191.4 191.4 -0.8 259 608 +70
Nov09 090331 189.3 189.5 188.0 189.3 unch 11 105 +2
Total Volume and Open Interest 845 7,019 +206
Crude Oil(NYM)
May09 090331 48.64 50.00 47.77 49.66 +1.25 181,165 296,232 +2,667
Jun09 090331 50.10 51.64 49.48 51.37 +1.17 59,990 192,105 -4,274
Jul09 090331 52.04 53.18 50.99 52.85 +1.06 23,435 91,671 +3,169
Aug09 090331 53.51 54.39 52.19 53.93 +0.88 8,054 33,048 -61
Sep09 090331 54.50 55.33 53.17 54.89 +0.74 5,638 34,043 +930
Oct09 090331 56.04 56.04 54.17 55.85 +0.69 5,854 27,517 +371
Nov09 090331 56.74 56.95 55.32 56.79 +0.66 4,778 22,961 +821
Dec09 090331 57.53 58.28 55.95 57.72 +0.67 14,987 100,471 +992
Jan10 090331 57.48 58.51 56.72 58.51 +0.68 1,829 23,827 +861
Feb10 090331 58.01 59.30 58.01 59.24 +0.69 685 10,181 +321
Mar10 090331 58.55 60.00 58.20 59.93 +0.69 467 12,255 +147
Apr10 090331 59.50 60.59 58.85 60.59 +0.69 472 5,898 +296
May10 090331 61.19 61.19 61.19 61.19 +0.69 600 5,112 +146
Jun10 090331 62.11 62.11 60.09 61.78 +0.69 1,388 24,419 -755
Jul10 090331 62.34 62.34 62.34 62.34 +0.69 309 7,171 +96
Aug10 090331 62.87 62.87 62.87 62.87 +0.69 222 3,703 +77
Total Volume and Open Interest 325,497 1,161,270 +3,852
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 090331 50.325 51.675 49.475 51.375 +1.175 349 489 +61
Jul09 090331 52.600 52.875 51.150 52.850 +1.050 37 89 +2
Aug09 090331 53.200 53.925 52.550 53.925 +0.875 3 36 +3
Sep09 090331 55.250 55.250 53.500 54.900 +0.750 0 16 +0
Oct09 090331 55.850 55.850 55.850 55.850 +0.700 0 2 +0
Nov09 090331 56.800 56.800 56.800 56.800 +0.675 0 2 +0
Dec09 090331 57.000 57.725 57.000 57.725 +0.675 0 30 +0
Total Volume and Open Interest 9,595 4,583 +203
Heating Oil(NYM)
Apr09 090331 135.08 138.32 131.55 134.38 +0.12 15,171 14,579 -2,632
May09 090331 135.60 139.00 132.28 136.79 +1.83 31,043 57,475 -1,337
Jun09 090331 137.55 140.83 134.70 139.14 +2.18 12,471 39,496 +927
Jul09 090331 141.35 143.49 137.96 142.34 +2.43 5,569 23,080 -551
Aug09 090331 143.55 146.72 141.00 145.39 +2.63 2,608 12,631 +200
Sep09 090331 145.50 148.44 144.22 148.44 +2.73 1,789 13,225 +255
Oct09 090331 152.12 152.17 147.50 151.24 +2.73 1,348 9,189 +3
Nov09 090331 154.50 154.95 149.79 153.99 +2.78 1,456 9,180 -354
Dec09 090331 157.71 157.71 152.32 156.84 +2.83 5,158 23,698 +1,792
Jan10 090331 160.71 160.71 155.11 159.59 +2.83 1,282 8,707 +74
Feb10 090331 158.25 161.57 157.31 161.49 +2.88 889 5,928 +64
Mar10 090331 159.41 162.64 158.24 162.34 +2.98 487 4,628 +86
Total Volume and Open Interest 81,471 260,855 -1,317
Gasoline(NYMEX)
Apr09 090331 138.00 141.50 134.87 140.00 +2.01 14,760 11,419 -2,790
May09 090331 138.75 142.70 135.95 142.13 +2.75 24,923 79,536 -54
Jun09 090331 142.00 143.62 137.00 143.06 +2.55 6,894 34,096 +332
Jul09 090331 142.85 144.45 137.95 143.89 +2.43 5,062 18,635 +863
Aug09 090331 143.96 144.86 138.73 144.45 +2.28 2,647 14,450 +498
Sep09 090331 143.91 144.98 138.82 144.44 +2.17 1,346 13,460 -167
Oct09 090331 131.90 136.00 130.36 135.65 +2.10 767 11,662 +118
Nov09 090331 133.61 136.10 131.25 135.80 +2.05 370 2,868 +53
Dec09 090331 132.50 137.30 132.41 137.05 +1.90 723 8,687 -28
Jan10 090331 139.65 139.65 139.65 139.65 +1.90 183 2,060 +55
Total Volume and Open Interest 57,769 207,591 -1,057
e-miNY RBOB Gasoline(NYM)
May09 090330 150.00 150.00 139.38 139.38 -10.89 0 2 +0
Jun09 090331 143.06 143.06 143.06 143.06 +2.55      
Jul09 090331 143.89 143.89 143.89 143.89 +2.43      
Aug09 090331 144.45 144.45 144.45 144.45 +2.28      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
May09 090331 3.792 3.828 3.634 3.776 +0.037 70,863 120,360 +6,050
Jun09 090331 3.942 3.952 3.775 3.915 +0.041 13,367 50,602 +3,821
Jul09 090331 4.086 4.100 3.930 4.061 +0.041 7,836 41,651 +1,352
Aug09 090331 4.173 4.186 4.030 4.161 +0.045 3,370 32,008 +122
Sep09 090331 4.200 4.235 4.076 4.220 +0.047 2,304 25,685 -214
Oct09 090331 4.345 4.375 4.210 4.347 +0.054 9,726 43,495 -1,224
Nov09 090331 4.881 4.932 4.800 4.919 +0.058 1,231 20,827 +396
Dec09 090331 5.540 5.570 5.430 5.537 +0.068 2,837 32,138 +38
Jan10 090331 5.808 5.832 5.730 5.819 +0.070 7,652 26,537 +260
Feb10 090331 5.800 5.885 5.765 5.846 +0.077 821 11,790 +309
Mar10 090331 5.726 5.791 5.665 5.756 +0.082 3,962 24,223 +191
Apr10 090331 5.500 5.705 5.460 5.546 +0.082 2,288 23,560 +413
May10 090331 5.500 5.600 5.500 5.593 +0.087 693 11,095 +25
Jun10 090331 5.633 5.725 5.633 5.708 +0.092 286 7,080 -72
Jul10 090331 5.771 5.828 5.750 5.828 +0.092 739 6,340 +184
Aug10 090331 5.870 5.903 5.848 5.903 +0.097 65 6,311 -18
Total Volume and Open Interest 130,638 622,127 +2,633
Brent Crude Oil(ICE)
May09 090331 48.50 49.81 47.47 49.23 +1.24 80,491 137,710 -3,132
Jun09 090331 49.99 51.20 48.85 50.56 +1.06 42,514 146,227 +1,473
Jul09 090331 51.45 52.53 50.19 51.90 +0.94 16,691 60,521 +1,834
Aug09 090331 52.99 53.60 51.30 52.98 +0.82 7,621 26,050 +94
Sep09 090331 53.98 54.56 52.20 53.85 +0.70 4,823 23,560 -129
Oct09 090331 54.89 55.44 53.05 54.71 +0.63 3,439 14,440 +188
Nov09 090331 55.80 56.31 53.88 55.56 +0.55 3,188 15,826 +600
Dec09 090331 56.70 57.25 54.72 56.40 +0.47 11,351 81,087 +1,467
Jan10 090331 57.08 57.96 55.68 57.19 +0.44 1,935 14,677 +78
Feb10 090331 58.05 58.15 57.96 57.96 +0.41 1,085 7,091 -11
Mar10 090331 58.95 58.95 58.71 58.71 +0.40 688 6,176 +136
Apr10 090331 59.44 59.44 59.44 59.44 +0.40 448 3,635 +79
May10 090331 60.09 60.09 60.09 60.09 +0.41 538 2,753 -28
Jun10 090331 60.59 60.68 59.15 60.68 +0.42 1,205 11,920 +171
Total Volume and Open Interest 179,889 668,650 +2,630
Gas Oil(ICE)
Apr09 090331 430.75 439.25 417.50 420.00 -19.25 41,047 54,401 +2,468
May09 090331 435.25 446.75 425.00 427.50 -19.50 49,628 88,732 +2,715
Jun09 090331 447.50 455.25 434.00 436.50 -19.50 20,544 56,941 -1,931
Jul09 090331 455.00 463.50 443.50 445.75 -19.25 5,050 25,724 -852
Aug09 090331 463.75 473.50 454.00 455.00 -19.25 2,975 27,244 -131
Sep09 090331 474.00 482.75 463.50 464.25 -19.00 2,986 25,587 +707
Oct09 090331 482.75 490.50 471.00 472.50 -19.00 1,318 18,438 -414
Nov09 090331 491.00 498.25 479.25 480.75 -18.50 907 12,420 +196
Dec09 090331 496.75 506.00 486.00 488.25 -18.50 5,996 54,785 -14
Jan10 090331 506.25 514.50 496.00 496.50 -18.50 814 20,000 -406
Total Volume and Open Interest 134,816 469,802 +4,007
Ethanol(CBOT)
Mar09 090304 1.500 1.549 1.500 1.549 +0.057 19 25 -33
Apr09 090331 1.585 1.598 1.570 1.598 +0.031 34 220 -30
May09 090331 1.580 1.607 1.575 1.588 +0.020 12 615 +10
Jun09 090331 1.600 1.650 1.600 1.622 +0.022 22 459 +15
Jul09 090331 1.620 1.640 1.620 1.632 +0.022 25 454 +25
Aug09 090331 1.640 1.655 1.640 1.646 +0.035 10 206 +5
Sep09 090331 1.635 1.650 1.635 1.650 +0.041 4 264 -1
Oct09 090331 1.635 1.660 1.635 1.660 +0.045 5 290 -3
Total Volume and Open Interest 171 4,575 +48
US Dollar Index(ICE)
Jun09 090331 86.185 86.310 85.565 85.895 -0.405 4,333 22,143 +22,143
Sep09 090331 86.100 86.490 86.100 86.370 -0.400 34 2,111 +2,111
Dec09 090331 86.790 86.790 86.790 86.790 -0.365 0 1 +1
Total Volume and Open Interest 4,367 24,255 -391
Australian Dollar(CME)
Jun09 090331 67.80 69.37 67.50 69.24 +1.74 36,880 59,563 +319
Sep09 090331 68.39 69.02 67.21 68.92 +1.71 26 224 +14
Dec09 090331 68.62 68.62 66.93 68.62 +1.69 0 18 +0
Total Volume and Open Interest 36,906 59,820 +333
British Pound(CME)
Jun09 090331 142.67 143.79 142.44 143.48 +1.49 62,287 76,980 +2,647
Sep09 090331 142.48 143.87 142.08 143.57 +1.49 5 363 +0
Dec09 090331 143.66 143.66 142.17 143.66 +1.49 0 31 +0
Total Volume and Open Interest 62,292 77,376 +2,647
Canadian Dollar(CME)
Jun09 090331 79.40 80.06 79.08 79.41 +0.27 33,443 52,941 -557
Sep09 090331 79.75 80.05 79.24 79.53 +0.27 44 1,910 +4
Dec09 090331 79.84 80.13 79.39 79.66 +0.27 8 1,143 +7
Mar10 090331 79.86 80.22 79.49 79.76 +0.27 0 456 +0
Total Volume and Open Interest 33,495 56,460 -546
Japanese Yen(CME)
Jun09 090331 102.78 102.92 100.74 101.04 -2.09 62,860 70,640 -158
Sep09 090331 102.00 103.35 100.99 101.25 -2.10 55 755 +29
Dec09 090331 102.47 103.58 101.48 101.48 -2.10 0 23 +0
Total Volume and Open Interest 62,915 71,431 -129
Swiss Franc(CME)
Jun09 090331 87.15 88.20 86.96 87.89 +0.82 27,396 27,769 -585
Sep09 090331 88.10 88.38 87.29 88.10 +0.81 0 94 -1
Dec09 090331 88.33 88.45 87.53 88.33 +0.80 0 8 +0
Total Volume and Open Interest 27,396 27,871 -586
EuroFX(CME)
Jun09 090331 132.04 133.45 131.75 132.83 +1.19 187,552 110,921 +2,614
Sep09 090331 132.43 133.50 131.92 132.90 +1.19 128 1,308 +40
Dec09 090331 133.09 133.31 131.78 132.97 +1.19 0 30 +0
Total Volume and Open Interest 187,680 112,264 +2,654
Mexican Peso(CME)
Apr09 090331 706.2 706.2 696.2 706.2 +10.0 0 5 +0
May09 090331 702.5 702.5 692.5 702.5 +10.0      
Total Volume and Open Interest 4,536 44,026 -330
30-Year T-Bonds(CBOT)
Jun09 090331 128~290 129~300 128~200 129~225 +0~240 129,526 697,110 -6,553
Sep09 090331 127~240 128~125 127~210 128~125 +0~235 60 231 +28
Dec09 090331 127~080 127~080 126~165 127~080 +0~235 8 184 +2
Total Volume and Open Interest 129,594 697,525 -6,523
10-Year T-Notes(CBOT)
Jun09 090331 123~230 124~070 123~160 124~025 +0~100 433,433 989,193 -33,732
Sep09 090331 122~150 122~150 122~050 122~150 +0~100 2 3 +1
Dec09 090331 122~025 122~025 121~245 122~025 +0~100      
Total Volume and Open Interest 433,435 989,196 -33,731
5-Year T-Notes(CBOT)
Jun09 090331 118~067 118~108 118~048 118~098 +0~035 249,098 805,326 -48,943
Sep09 090331 55~082 55~082 55~047 55~082 +0~035      
Dec09 090331 55~082 55~082 55~047 55~082 +0~035      
Total Volume and Open Interest 249,844 812,615 -49,511
2 Year T-Notes(CBOT)
Jun09 090331 108~109 108~124 108~103 108~121 +0~016 67,292 479,176 -8,243
Sep09 090331 108~089 108~105 108~089 108~089 -0~016      
Dec09 090331 108~089 108~105 108~089 108~089 -0~016      
Total Volume and Open Interest 68,347 485,659 -8,992
Eurodollars(CME)
Jun09 090331 98.865 98.915 98.845 98.900 +0.035 193,088 1,019,942 -15,263
Sep09 090331 98.875 98.920 98.850 98.905 +0.030 165,685 981,278 +10,590
Dec09 090331 98.735 98.770 98.700 98.755 +0.020 149,159 701,828 -3,213
Mar10 090331 98.685 98.715 98.650 98.700 +0.015 114,346 663,490 +5,113
Jun10 090331 98.535 98.565 98.495 98.545 +0.010 119,708 429,375 +4,696
Sep10 090331 98.385 98.415 98.335 98.385 +0.005 94,637 376,819 +8,205
Dec10 090331 98.175 98.205 98.130 98.180 +0.005 73,298 429,746 +3,884
Mar11 090331 98.015 98.050 97.975 98.030 +0.010 50,979 273,575 +2,840
Jun11 090331 97.815 97.850 97.770 97.835 +0.015 30,353 207,826 +514
Sep11 090331 97.620 97.650 97.580 97.640 +0.015 26,362 136,555 +2,302
Dec11 090331 97.405 97.435 97.365 97.425 +0.015 24,307 100,544 -549
Mar12 090331 97.260 97.290 97.225 97.285 +0.015 21,322 83,571 -2,542
Jun12 090331 97.095 97.150 97.080 97.140 +0.015 9,122 80,343 +1,289
Sep12 090331 96.980 97.035 96.960 97.025 +0.015 8,739 64,020 -664
Dec12 090331 96.845 96.915 96.835 96.900 +0.015 10,985 54,523 -1,307
Mar13 090331 96.805 96.860 96.770 96.845 +0.015 10,608 42,442 +661
Jun13 090331 96.710 96.775 96.680 96.755 +0.015 4,341 26,774 -849
Sep13 090331 96.615 96.695 96.605 96.680 +0.015 3,985 31,959 +472
Total Volume and Open Interest 1,161,578 5,981,228 +13,000
30 Day Federal Funds(CBOT)
Mar09 090331 99.815 99.820 99.812 99.817 unch 3,213 46,410 +619
Apr09 090331 99.795 99.800 99.790 99.795 +0.005 8,080 64,931 +933
May09 090331 99.775 99.785 99.770 99.775 +0.005 8,838 63,820 +701
Jun09 090331 99.755 99.770 99.750 99.760 +0.005 6,779 37,209 +1,932
Jul09 090331 99.730 99.750 99.730 99.735 +0.005 3,226 35,146 +358
Aug09 090331 99.710 99.730 99.710 99.715 +0.005 2,908 30,919 +61
Total Volume and Open Interest 44,261 425,749 +6,790
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 090331 99.41 99.42 99.41 99.42 +0.01      
Sep09 090331 99.45 99.45 99.45 99.45 unch      
Dec09 090331 99.44 99.44 99.44 99.44 unch      
Mar10 090331 99.43 99.43 99.43 99.43 unch      
Jun10 090331 99.37 99.37 99.37 99.37 unch      
Sep10 090331 99.31 99.31 99.31 99.31 unch      
Dec10 090331 99.26 99.26 99.26 99.26 unch      
Mar11 090331 99.18 99.18 99.18 99.18 unch      
Jun11 090331 99.12 99.13 99.12 99.13 +0.01      
Sep11 090331 99.12 99.13 99.12 99.13 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090331 99.42 99.43 99.42 99.42 +0.00 1,553 11,585 +121
Sep09 090331 99.45 99.46 99.45 99.46 +0.01 450 4,085 -66
Dec09 090331 99.45 99.45 99.45 99.45 +0.00 0 2,246 -10
Mar10 090331 99.41 99.43 99.41 99.43 +0.00 70 1,683 +51
Jun10 090331 99.38 99.38 99.38 99.38 +0.00 0 527 +0
Sep10 090331 99.32 99.32 99.32 99.32 +0.01 0 252 +0
Dec10 090331 99.27 99.27 99.27 99.27 +0.00 0 152 +0
Mar11 090331 99.18 99.18 99.18 99.18 +0.00 0 412 +0
Total Volume and Open Interest 2,073 21,676 -841
Japanese Gov't Bonds(SGX)
Jun09 090324 139.42 139.63 139.32 139.48 +0.05 4,960 10,259 -76
Sep09 090331 137.99 137.99 137.99 137.99 -0.35      
Dec09 090331 137.99 137.99 137.99 137.99 -0.35      
Total Volume and Open Interest 1,829 9,519 -6
Euro-Bund(EUREX)
Jun09 090330 123.23 124.27 123.23 124.20 -1.17 1,106,605 829,318 +227,610
Sep09 090331 123.46 123.90 123.43 123.90 +0.26 820 17,311 +17,309
Dec09 090331 123.48 123.48 123.48 123.48 +0.23      
Total Volume and Open Interest 626,911 840,314  
Euro-Bobl(EUREX)
Jun09 090331 116.44 116.61 116.38 116.57 +0.14 402,573 699,114 +2,933
Sep09 090331 116.39 116.53 116.39 116.50 +0.16 1 20,849 +0
Dec09 090331 116.19 116.19 116.19 116.19 +0.14      
Total Volume and Open Interest 402,574 719,963 -3,989
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 090331 98.720 98.730 98.720 98.730 +0.025 35 8,417 +4,449
Total Volume and Open Interest 227 33,875 +1,919
Long Gilt(LIFFE)
Jun09 090331 122~20 123~14 122~20 123~07 +1~13 74,683 323,200 -3,202
Sep09 090331 125~06 125~06 125~06 125~06 +0~11      
Total Volume and Open Interest 47,812 323,778 -5,756
3-Mth Short Sterling(LIFFE)
Jun09 090331 98.54 98.63 98.52 98.60 +0.09 28,524 311,984 -2,045
Sep09 090331 98.52 98.61 98.51 98.59 +0.08 43,742 291,959 -1,357
Dec09 090331 98.34 98.42 98.32 98.41 +0.09 45,769 266,252 +2,352
Mar10 090331 98.22 98.29 98.18 98.28 +0.10 43,131 252,397 +147
Jun10 090331 97.94 98.04 97.92 98.02 +0.09 37,791 184,209 +2,956
Sep10 090331 97.66 97.74 97.63 97.73 +0.08 32,348 161,415 +6,166
Total Volume and Open Interest 281,412 1,708,853 +9,957
3-Mth Euribor(LIFFE)
Jun09 090331 98.720 98.755 98.690 98.745 +0.030 123,726 695,956 -7,616
Sep09 090331 98.715 98.740 98.700 98.730 +0.025 103,269 568,033 +700
Dec09 090331 98.555 98.585 98.550 98.565 +0.010 128,790 471,121 +10,332
Total Volume and Open Interest 819,140 3,261,503 +32,285
3-Mth Aus T-Bills(SFE)
Jun09 090331 97.21 97.28 97.16 97.20 unch 21,934 286,457 -1,667
Sep09 090331 97.30 97.36 97.26 97.29 +0.02 14,227 187,421 +609
Dec09 090331 97.12 97.19 97.09 97.12 +0.03 6,526 97,430 +1,169
Mar10 090331 96.81 96.87 96.76 96.80 +0.02 3,523 68,577 +1,222
Jun10 090331 96.46 96.50 96.39 96.44 +0.03 4,066 53,778 +1,458
Sep10 090331 96.13 96.16 96.07 96.11 +0.03 1,547 34,367 +175
Dec10 090331 95.83 95.87 95.75 95.80 +0.01 106 18,638 -1,467
Mar11 090331 95.60 95.60 95.53 95.55 unch 15 7,801 +15
Jun11 090331 95.31 95.31 95.31 95.31 unch 35 2,578 -35
Sep11 090331 95.07 95.10 95.07 95.10 -0.01 35 215 -35
Total Volume and Open Interest 52,014 757,412 +1,444
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 090331 95.60 95.60 95.60 95.60 +0.05      
Total Volume and Open Interest 17,607 267,016 +5
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 090331 96.63 96.63 96.63 96.63 +0.06      
Total Volume and Open Interest 44,969 351,619 -5,122
Gold(CMX)
Apr09 090331 918.0 924.5 911.6 922.6 +7.1 106,869 27,630 -28,604
Jun09 090331 919.3 926.9 913.6 925.0 +7.3 79,266 250,626 +17,348
Aug09 090331 919.7 928.4 916.7 926.7 +7.2 11,812 19,446 +7,689
Oct09 090331 920.0 929.9 920.0 928.2 +7.1 4,281 9,428 -647
Dec09 090331 923.6 931.5 918.5 929.8 +7.1 5,421 24,170 +3,226
Feb10 090331 926.5 931.5 922.0 931.5 +7.1 224 4,541 +61
Apr10 090331 933.2 933.2 933.2 933.2 +7.1 0 2,534 +0
Jun10 090331 934.9 934.9 934.9 934.9 +7.1 4 4,660 +0
Aug10 090331 936.6 936.6 936.6 936.6 +7.1 0 476 +0
Oct10 090331 938.4 938.4 938.4 938.4 +7.1 0 1 +0
Dec10 090331 938.9 940.2 938.9 940.2 +7.0 347 8,488 -234
Feb11 090331 942.2 942.2 942.2 942.2        
Silver(CMX)
May09 090331 1303.0 1326.0 1257.0 1298.5 -4.8 14,444 49,341 -111
Jul09 090331 1302.5 1323.5 1261.0 1301.3 -4.8 1,658 15,591 +374
Sep09 090331 1325.0 1325.0 1262.0 1302.5 -4.8 145 4,175 +18
Dec09 090331 1310.0 1321.0 1268.5 1304.0 -4.6 178 12,170 +21
Mar10 090331 1305.5 1305.5 1305.0 1305.0 -4.6 18 3,738 -10
May10 090331 1305.9 1305.9 1305.9 1305.9 -4.5 1 157 +0
Jul10 090331 1320.0 1320.0 1306.7 1306.7 -4.4 0 3,097 +0
Total Volume and Open Interest 16,648 92,994 +140
Platinum(NYMEX)
Apr09 090331 1122.0 1130.2 1118.7 1120.8 +7.2 3,126 3,177 -1,578
Jul09 090331 1121.1 1139.6 1121.1 1128.8 +8.0 3,547 18,559 +2,309
Oct09 090331 1141.1 1141.1 1134.6 1135.4 +7.5 8 177 +6
Total Volume and Open Interest 6,681 21,913 +737
Palladium(NYMEX)
Jun09 090331 215.80 220.50 215.00 218.80 +1.50 1,263 13,099 +178
Sep09 090331 219.80 219.80 219.80 219.80 +1.50 3 74 +0
Dec09 090331 220.80 220.80 220.80 220.80 +1.50 0 4 +0
Total Volume and Open Interest 1,266 13,177 +89
Copper(CMX)
May09 090331 176.65 185.90 176.55 184.45 +7.85 9,507 61,668 +892
Jul09 090331 177.70 186.65 177.70 185.40 +7.85 2,189 20,314 +1,041
Sep09 090331 179.95 187.05 179.95 186.35 +7.85 197 4,811 +70
Dec09 090331 185.95 188.00 184.50 187.35 +7.75 25 3,137 +7
Mar10 090331 188.00 188.10 188.00 188.10 +7.70 1 566 +0
Total Volume and Open Interest 12,357 98,512 +1,388
Aluminum(CMX)
Apr09 090331 0.64 0.64 0.64 0.64 unch      
May09 090331 0.65 0.65 0.65 0.65 unch      
Jun09 090331 0.65 0.65 0.65 0.65 unch      
Jul09 090331 0.66 0.66 0.66 0.66        
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 090331 7486 7670 7484 7562 +82 840 7,398 +27
Sep09 090331 7485 7590 7480 7512 +82 0 641 +0
Dec09 090331 7477 7477 7395 7477 +82      
Mar10 090331 7432 7432 7350 7432 +82      
Total Volume and Open Interest 840 8,039 +27
S & P 500(CME)
Jun09 090331 784.90 807.00 784.20 794.80 +10.50 24,768 423,185 +128
Sep09 090331 791.50 800.60 786.90 791.30 +10.40 12 2,409 +1
Dec09 090331 788.00 797.30 781.60 788.00 +10.40 100 836 +89
Mar10 090331 785.30 794.60 778.90 785.30 +10.40 100 100 +100
Total Volume and Open Interest 24,980 426,532 +318
S & P 500 E-Mini(Globex)
Jun09 090331 784.50 807.00 784.00 794.75 +10.50 2,210,455 2,423,107 +2,423,107
Sep09 090331 782.00 803.75 781.25 791.25 +10.25 963 7,188 +361
Total Volume and Open Interest 2,211,420 2,430,341 +3,561
NASDAQ 100(CME)
Jun09 090331 1222.50 1258.00 1222.50 1237.50 +14.70 1,670 19,895 -344
Sep09 090331 1237.00 1237.00 1227.50 1237.00 +14.50      
Dec09 090331 1240.00 1240.00 1230.50 1240.00 +14.50      
Total Volume and Open Interest 1,670 19,895 -344
NASDAQ 100 E-Mini(Globex)
Jun09 090331 1222.80 1257.80 1222.00 1237.50 +14.70 274,212 247,229 +247,229
Sep09 090331 1235.00 1256.30 1225.80 1237.00 +14.50 31 281 -14
Total Volume and Open Interest 274,243 247,523 -4,449
S & P Midcap 400(CME)
Jun09 090331 487.00 492.50 481.00 487.90 +8.80 65 3,893 +49
Sep09 090331 485.90 485.90 479.60 485.90 +8.80      
Dec09 090331 483.90 483.90 477.60 483.90 +8.80      
Total Volume and Open Interest 65 3,893 +49
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 090331 8175 8400 8060 8130 -85 103,671 145,665 +3,619
Sep09 090331 8125 8125 8125 8125 -95 0 222 -10
Total Volume and Open Interest 104,110 148,364 +146
Nikkei 225(SGX)
Jun09 090331 8175 8400 8060 8130 -85 103,671 145,665 +3,619
Sep09 090331 8125 8125 8125 8125 -95 0 222 -10
Dec09 090331 8075 8075 8075 8075 -95 0 117 +0
Total Volume and Open Interest 104,110 148,364 +146
CAC 40(EURONEXT)
Apr09 090331 2722.0 2817.0 2722.0 2807.5 +86.5 113,497 372,146 +18,683
May09 090331 2687.0 2763.0 2687.0 2755.0 +86.0 230 1,275 +190
Jun09 090331 2631.0 2708.5 2631.0 2705.5 +87.0 1,698 35,168 +1,329
Total Volume and Open Interest 115,425 410,413 +20,202
Hang Seng Index(HKFE)
Mar09 090330 13961 13963 13694 13698 -353 111,312 47,069 -11,965
Apr09 090331 13580 13675 13393 13556 +156 48,383 69,626 +5,569
May09 090331 13415 13487 13230 13364        
DAX(EUREX)
Jun09 090331 4001.5 4142.5 4001.5 4102.0 +97.0 138,756 153,958 +125,993
Sep09 090331 4033.5 4149.0 4025.0 4109.0 +97.0 374 3,518 +987
Dec09 090331 4042.5 4153.5 4038.0 4117.5 +96.5 144 1,649  
Total Volume and Open Interest 139,274 159,125  
FT-SE 100(EURONEXT)
Jun09 090331 3758.50 3915.00 3753.00 3885.00 +160.50 95,343 678,242 -1,107
Sep09 090331 3760.00 3854.00 3760.00 3852.00 +160.00 12 390 +11
Dec09 090331 3735.50 3850.00 3735.50 3828.50 +160.00      
Total Volume and Open Interest 95,355 678,632 -1,096
SPI 200(SFE)
Mar09 090319 3469.0 3532.0 3441.0 3464.0 -5.0 104,545 203,359 -166,308
Jun09 090331 3600.0 3636.0 3539.0 3566.0 -50.0 19,034 295,164 +2,974
Sep09 090331 3538.0 3588.0 3528.0 3528.0 -51.0 6 1,986 +0
Total Volume and Open Interest 19,144 300,625 +3,002
GSCI(CME)
Apr09 090331 358.80 360.00 348.00 359.50 +9.50 566 14,804 -220
May09 090331 368.10 368.10 356.50 368.10 +9.10 0 3 +0
Jun09 090331 371.00 374.00 363.50 373.50 +7.50      
Total Volume and Open Interest 566 14,807 -220
Reuters CCI(ICE)
Apr09 090306 351.50 351.50 351.50 351.50 +3.00 0 1,037 +1
Jun09 090331 220.40 220.40 220.40 220.40 +4.60 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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