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 Thu April 09, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090409 1005.00 1050.00 1005.00 1007.00 +1.00 97,974 116,266 -4,436
Jul09 090409 1000.50 1025.75 1000.00 1002.00 +0.50 56,183 100,812 +4,370
Aug09 090409 980.75 1000.00 977.00 980.00 +3.00 1,134 4,914 -155
Sep09 090409 950.00 956.50 938.75 944.00 +3.00 912 8,401 +97
Nov09 090409 915.25 935.00 913.25 922.00 +6.00 26,006 86,119 +309
Jan10 090409 925.00 940.00 925.00 930.50 +8.00 1,069 5,114 +193
Mar10 090409 934.00 945.00 932.25 935.25 +6.00 136 2,043 +22
Total Volume and Open Interest 185,377 335,887 +1,177
Soybean Meal(CBOT)
May09 090409 312.30 319.00 309.70 311.20 -1.10 25,632 45,303 +497
Jul09 090409 307.00 314.00 305.10 306.40 -1.10 11,232 29,369 +479
Aug09 090409 297.00 303.50 295.00 296.60 -0.40 1,593 6,340 +169
Sep09 090409 285.50 288.50 280.00 283.30 +0.80 730 7,196 +113
Oct09 090409 274.00 274.00 266.80 269.80 +1.60 452 5,647 -15
Dec09 090409 264.50 271.70 262.50 267.50 +2.00 3,233 17,609 +498
Jan10 090409 268.50 268.50 265.80 267.70 +1.90 199 1,226 +27
Mar10 090409 266.20 271.00 266.20 269.40 +1.90 168 770 -28
Total Volume and Open Interest 43,383 114,418 +1,729
Soybean Oil(CBOT)
May09 090409 35.00 35.96 34.93 35.42 +0.43 33,784 77,792 -820
Jul09 090409 35.26 36.23 35.26 35.71 +0.44 15,541 70,711 +2,862
Aug09 090409 35.83 36.36 35.73 35.88 +0.45 773 7,820 +66
Sep09 090409 35.71 36.45 35.58 36.03 +0.45 283 8,152 -57
Oct09 090409 36.54 36.61 36.14 36.18 +0.46 169 4,489 -29
Dec09 090409 36.06 36.98 36.05 36.51 +0.47 3,149 28,585 +740
Jan10 090409 37.14 37.14 36.31 36.78 +0.47 50 887 +45
Mar10 090409 37.01 37.01 36.54 37.01 +0.47 1 861 +1
Total Volume and Open Interest 53,810 206,198 +2,834
Canola(WCE)
May09 090409 431.3 435.7 428.4 428.5 -2.5 7,984 31,780 -4,063
Jul09 090409 434.8 439.8 432.9 433.2 -1.6 7,506 49,657 +4,292
Nov09 090409 437.4 443.7 436.6 436.8 -1.8 994 20,923 +309
Jan10 090409 441.0 442.6 440.4 440.4 -2.0 9 1,046 +3
Mar10 090409 445.8 448.5 442.2 442.2 -3.1 8 461 +4
Total Volume and Open Interest 16,512 104,298 +547
Corn(CBOT)
May09 090409 396.50 405.00 389.25 390.25 -6.75 105,583 239,580 -14,120
Jul09 090409 406.25 414.75 399.00 399.75 -7.00 50,867 250,000 +7,694
Sep09 090409 416.00 423.25 409.00 409.50 -6.75 9,303 69,515 +1,846
Dec09 090409 427.00 435.50 420.75 421.75 -6.00 20,625 203,461 +1,236
Mar10 090409 437.75 446.00 432.50 433.25 -5.25 2,440 25,147 +40
May10 090409 446.50 453.25 441.00 441.00 -5.50 604 4,351 +374
Total Volume and Open Interest 190,462 835,805 -2,616
Wheat(CBOT)
May09 090409 532.50 543.50 521.00 522.00 -10.00 52,496 94,202 -7,080
Jul09 090409 544.75 555.50 532.50 533.50 -10.25 35,093 125,072 +1,936
Sep09 090409 570.50 581.00 559.50 560.50 -10.00 5,545 31,248 +2,234
Dec09 090409 592.75 602.75 582.50 583.50 -9.00 12,684 50,978 +1,608
Mar10 090409 609.50 609.75 598.00 598.25 -8.50 319 2,451 +137
Total Volume and Open Interest 106,821 314,644 -1,143
Wheat(KCBT)
May09 090409 580.00 592.00 570.25 570.50 -9.50 9,674 22,929 -1,509
Jul09 090409 589.50 601.50 579.50 580.00 -9.75 6,093 29,896 +497
Sep09 090409 611.00 611.75 591.00 591.00 -9.75 1,075 7,792 +471
Dec09 090409 616.25 627.00 606.50 606.50 -9.50 1,429 17,255 -399
Mar10 090409 630.25 637.25 619.50 619.50 -8.50 110 677 +22
Total Volume and Open Interest 18,479 80,418 -878
Wheat(MGE)
May09 090409 656.50 667.00 641.50 644.50 -12.25 3,062 7,301 -409
Jul09 090409 639.75 650.00 626.00 628.25 -12.25 2,765 11,558 +930
Sep09 090409 639.00 649.75 626.75 627.75 -11.25 769 6,332 +449
Dec09 090409 652.75 656.25 636.25 637.75 -9.75 493 4,293 +151
Mar10 090409 650.00 665.75 647.00 647.75 -7.75 128 613 +79
Total Volume and Open Interest 7,251 30,244 +1,202
Oats(CBOT)
May09 090409 196.50 199.75 196.00 196.00 -1.00 804 5,928 +80
Jul09 090409 207.00 208.75 205.00 205.00 -1.00 303 4,935 +110
Sep09 090409 214.00 215.00 214.00 214.00 -1.00 4 26 +2
Dec09 090409 231.00 231.00 228.00 228.00 -2.00 254 4,466 +149
Total Volume and Open Interest 1,368 15,369 +343
Rough Rice(CBOT)
May09 090409 12.89 13.40 12.87 13.40 +0.50 179 2,731 -8
Jul09 090409 13.03 13.56 13.03 13.54 +0.48 102 1,622 +46
Sep09 090409 12.36 12.55 12.30 12.54 +0.31 16 1,330 +12
Nov09 090409 12.27 12.56 12.27 12.56 +0.31 14 1,034 +5
Total Volume and Open Interest 313 7,191 +55
Live Cattle(CME)
Apr09 090409 86.785 87.785 86.785 87.535 +1.485 4,500 18,903 -1,252
Jun09 090409 84.300 85.100 84.300 84.600 +0.815 10,188 93,727 -733
Aug09 090409 85.100 85.700 85.035 85.285 +0.605 4,144 52,935 -79
Oct09 090409 89.135 89.730 89.000 89.480 +0.680 2,418 28,775 +601
Dec09 090409 90.800 91.200 90.580 90.885 +0.405 576 10,691 +189
Feb10 090409 92.000 92.080 91.650 91.900 +0.570 255 3,837 -15
Total Volume and Open Interest 22,200 209,871 -1,232
Feeder Cattle(CME)
Apr09 090409 97.000 98.285 97.000 98.150 +1.570 759 3,084 +23
May09 090409 97.885 99.250 97.885 98.930 +1.545 1,971 7,316 -317
Aug09 090409 100.000 101.300 100.000 100.900 +1.150 1,928 5,942 +282
Sep09 090409 100.450 101.750 100.450 101.400 +1.050 218 1,151 +53
Oct09 090409 101.000 101.900 101.000 101.850 +1.050 73 867 +13
Nov09 090409 101.000 101.900 101.000 101.850 +1.050 23 217 +14
Jan10 090409 99.750 100.500 99.750 100.500 +1.200 3 15 +0
Total Volume and Open Interest 4,975 18,594 +68
Lean Hogs(CME)
Apr09 090409 58.500 58.550 57.900 58.000 -0.380 4,340 14,445 -697
May09 090409 72.750 73.500 72.300 73.450 +0.700 672 5,260 +297
Jun09 090409 73.400 74.830 73.350 74.285 +0.935 9,875 54,801 -33
Jul09 090409 74.800 75.800 74.550 75.050 +0.550 4,132 21,516 +1,172
Aug09 090409 74.850 75.600 74.430 75.080 +0.650 2,708 24,120 +349
Oct09 090409 67.285 67.900 67.150 67.385 +0.455 1,498 9,989 +858
Dec09 090409 66.400 66.600 65.750 65.885 +0.285 298 4,549 +97
Feb10 090409 69.000 69.300 68.900 68.900 +0.200 175 1,188 +118
Total Volume and Open Interest 23,717 136,566 +2,170
Pork Bellies(CME)
May09 090409 88.000 88.800 87.000 87.000 -1.050 136 534 -35
Jul09 090409 89.000 89.000 87.000 87.230 +0.480 7 258 +1
Aug09 090409 83.500 86.000 83.500 83.500 unch 0 69 +0
Feb10 090409 91.800 91.800 91.800 91.800 unch 0 5 +0
Mar10 090409 92.300 92.300 92.300 92.300 unch 0 5 +0
Total Volume and Open Interest 143 871 -34
Class III Milk(CME)
Apr09 090409 10.80 10.85 10.76 10.78 -0.03 160 4,498 +52
May09 090409 11.00 11.19 10.82 10.87 -0.14 311 4,620 +47
Jun09 090409 11.66 11.95 11.60 11.68 +0.02 380 4,086 +67
Jul09 090409 12.85 13.07 12.75 12.78 -0.03 259 2,963 +61
Aug09 090409 14.20 14.37 14.12 14.14 unch 100 2,767 +21
Total Volume and Open Interest 1,463 29,672 +261
Cocoa(ICE)
May09 090409 2560 2607 2531 2555 +7 9,638 17,686 -5,277
Jul09 090409 2551 2620 2544 2566 +3 10,360 43,134 +3,438
Sep09 090409 2548 2609 2543 2565 +7 1,074 23,383 -71
Dec09 090409 2546 2595 2546 2563 +9 1,413 13,046 +523
Mar10 090409 2532 2580 2532 2551 +11 911 9,718 +722
May10 090409 2541 2575 2528 2547 +7 95 2,361 +16
Jul10 090409 2590 2590 2555 2559 +8 1 399 -4
Total Volume and Open Interest 23,494 110,368 -631
Coffee "C"(ICE)
May09 090409 118.45 120.00 118.25 119.30 +1.10 10,152 55,332 -3,521
Jul09 090409 120.10 121.95 120.10 121.35 +1.15 7,018 42,477 +3,127
Sep09 090409 122.40 124.00 122.40 123.55 +1.15 2,108 19,758 +618
Dec09 090409 125.60 127.00 125.60 126.55 +1.25 776 12,450 +32
Mar10 090409 129.00 130.00 129.00 129.50 +1.25 935 9,355 +770
May10 090409 131.00 132.00 131.00 131.55 +1.05 1,046 1,891 -83
Total Volume and Open Interest 22,137 142,856 +1,045
Orange Juice(ICE)
May09 090409 81.15 83.50 80.55 83.20 +2.15 1,769 14,625 -867
Jul09 090409 82.75 85.60 82.75 85.30 +2.30 1,038 9,137 +640
Sep09 090409 85.50 88.10 85.50 87.75 +2.05 37 3,022 +1
Nov09 090409 89.00 91.35 89.00 91.35 +2.35 205 1,036 +196
Jan10 090409 92.90 94.05 92.90 94.05 +2.45 0 162 +0
Mar10 090409 96.80 96.80 96.80 96.80 +2.45 0 85 +0
Total Volume and Open Interest 3,049 28,296 -30
Sugar #11(ICE)
May09 090409 12.42 12.78 12.42 12.74 +0.36 45,683 192,110 -16,042
Jul09 090409 12.99 13.35 12.99 13.31 +0.36 40,307 207,109 +4,825
Oct09 090409 13.85 14.20 13.83 14.17 +0.39 13,987 112,679 +1,018
Mar10 090409 14.73 15.14 14.72 15.10 +0.36 7,334 75,603 +561
May10 090409 14.68 15.01 14.64 14.97 +0.38 2,203 27,712 +541
Total Volume and Open Interest 110,766 694,611 -8,970
Sugar #14(ICE)
Jul09 090409 21.80 21.80 21.65 21.70 +0.10 14 2,574 +0
Sep09 090409 21.85 21.85 21.75 21.84 +0.19 5 2,324 +3
Total Volume and Open Interest 29 5,847 -7
London Cocoa(LCE)
May09 090402 1932 1958 1923 1947 +13 4,316 0 +0
Jul09 090409 1796 1834 1790 1814 +17 10,343 61,918 +2,046
Sep09 090409 1782 1815 1778 1802 +16 3,538 24,147 +433
Dec09 090409 1771 1803 1770 1791 +18 2,957 22,100 +354
Mar10 090409 1753 1780 1750 1772 +17 1,381 12,971 +320
May10 090409 1757 1780 1750 1772 +18 53 1,146 +8
Jul10 090409 1751 1778 1751 1778 +21 0 247 +0
Total Volume and Open Interest 27,491 186,604 +2,266
London Coffee(LCE)
London Sugar(LCE)
May09 090409 398.20 404.70 393.00 403.00 +8.60 2,662 11,588 -870
Aug09 090409 394.70 403.00 393.10 400.80 +8.10 2,463 33,249 +1,158
Oct09 090409 393.00 402.40 393.00 399.80 +8.10 568 15,654 +290
Dec09 090409 393.00 399.80 393.00 399.30 +7.60 237 6,076 +90
Mar10 090409 398.50 403.80 398.00 403.30 +6.30 227 3,415 +196
Total Volume and Open Interest 6,157 71,719 +864
Cotton(ICE)
May09 090409 48.69 49.92 48.07 48.41 -0.31 10,509 46,224 -5,185
Jul09 090409 49.33 50.05 48.36 48.73 -0.66 9,062 55,609 +973
Oct09 090409 52.50 52.70 51.30 51.53 -0.66 13 530 +22
Dec09 090409 53.65 54.60 52.99 53.35 -0.64 5,323 29,686 +658
Mar10 090409 56.95 57.50 56.55 56.55 -0.63 527 4,607 +332
May10 090409 58.00 58.28 57.55 57.55 -0.55 4 157 +4
Total Volume and Open Interest 25,438 139,492 -3,196
Lumber(CME)
May09 090409 184.9 189.1 184.9 185.1 -0.6 383 3,801 -105
Jul09 090409 193.0 196.1 193.0 194.7 +2.0 225 2,971 -39
Sep09 090409 202.4 203.9 200.4 201.2 +0.2 26 827 -3
Nov09 090409 193.8 194.0 192.2 193.3 unch 3 171 +0
Total Volume and Open Interest 640 7,786 -147
Crude Oil(NYM)
May09 090409 49.96 52.45 49.72 52.24 +2.86 254,031 226,328 -36,727
Jun09 090409 52.33 54.83 52.24 54.69 +2.62 152,213 218,800 +9,422
Jul09 090409 54.86 57.00 54.68 56.90 +2.42 54,718 115,029 +8,645
Aug09 090409 56.47 58.39 56.40 58.33 +2.26 17,944 40,533 +1,141
Sep09 090409 57.83 59.50 57.83 59.33 +2.13 15,181 33,220 -888
Oct09 090409 59.13 60.45 58.93 60.23 +2.05 11,006 29,896 +1,240
Nov09 090409 60.50 61.07 59.93 61.07 +1.99 5,536 24,739 +409
Dec09 090409 60.15 62.25 60.15 61.91 +1.94 17,930 100,827 +1,680
Jan10 090409 62.32 62.67 61.59 62.67 +1.89 3,567 26,515 +1,136
Feb10 090409 62.58 63.35 62.21 63.35 +1.84 2,164 11,654 +745
Mar10 090409 63.79 64.02 62.75 64.02 +1.81 1,107 13,082 +282
Apr10 090409 64.00 64.66 64.00 64.66 +1.78 522 5,678 -40
May10 090409 64.40 65.28 64.40 65.28 +1.75 946 5,110 +121
Jun10 090409 65.83 65.89 64.71 65.89 +1.72 2,381 25,660 -138
Jul10 090409 66.42 66.42 66.42 66.42 +1.69 64 7,145 +8
Aug10 090409 66.90 66.90 66.90 66.90 +1.66 79 3,773 +20
Total Volume and Open Interest 545,303 1,162,312 -12,492
e-miNY Crude Oil(NYM)
Apr09 090309 45.775 48.800 45.000 47.075 +1.550 11,509 5,290 +0
May09 090407 51.475 51.825 48.400 49.150 -3.350 14,641 4,492 +927
Jun09 090409 52.350 54.825 52.250 54.700 +2.625 574 742 +18
Jul09 090409 54.775 56.925 54.775 56.900 +2.425 228 324 +144
Aug09 090409 56.850 58.325 56.850 58.325 +2.250 46 71 +33
Sep09 090409 58.800 59.325 58.000 59.325 +2.125 0 52 +0
Oct09 090409 60.225 60.225 60.225 60.225 +2.050 1 5 +1
Nov09 090409 61.075 61.075 61.075 61.075 +2.000 0 2 +0
Dec09 090409 61.900 61.900 61.900 61.900 +1.925 1 31 +0
Jan10 090409 62.675 62.675 62.675 62.675 +1.900      
Total Volume and Open Interest 11,109 4,843 +170
Heating Oil(NYM)
May09 090409 140.61 145.21 140.21 142.88 +3.06 35,603 45,368 -6,347
Jun09 090409 141.75 147.75 141.75 145.38 +3.10 18,373 42,701 +2,422
Jul09 090409 148.00 151.21 146.78 148.93 +3.15 8,249 25,284 +932
Aug09 090409 152.06 153.95 150.28 152.33 +3.30 2,716 14,484 +340
Sep09 090409 155.67 156.88 153.40 155.63 +3.45 3,196 13,708 +66
Oct09 090409 158.70 160.17 156.38 158.73 +3.40 2,408 10,072 +692
Nov09 090409 163.05 163.16 158.93 161.63 +3.40 906 10,512 -22
Dec09 090409 164.25 166.13 161.97 164.53 +3.40 2,516 25,316 +305
Jan10 090409 167.35 167.35 165.57 167.33 +3.40 356 9,055 +76
Feb10 090409 169.16 169.38 167.13 169.38 +3.40 252 5,876 -3
Mar10 090409 170.60 170.60 169.74 170.23 +3.40 722 4,404 -198
Apr10 090409 170.50 170.50 170.23 170.23 +3.45 185 3,078 -26
Total Volume and Open Interest 76,628 246,917 -1,674
Gasoline(NYMEX)
May09 090409 145.71 151.03 145.21 148.10 +4.14 37,328 68,436 -3,945
Jun09 090409 146.76 152.86 146.76 150.08 +4.28 22,829 38,860 +2,640
Jul09 090409 149.30 154.15 148.67 151.83 +4.43 11,746 24,834 +2,663
Aug09 090409 152.05 155.15 150.04 153.09 +4.56 2,921 15,464 +522
Sep09 090409 154.18 155.70 150.55 153.68 +4.68 3,779 13,924 +364
Oct09 090409 147.00 147.02 142.90 145.15 +4.70 1,497 11,850 +162
Nov09 090409 145.55 145.55 145.55 145.55 +4.75 380 3,283 +29
Dec09 090409 147.07 147.42 144.53 146.95 +4.80 519 9,320 -41
Jan10 090409 149.55 149.55 149.55 149.55 +4.80 53 2,278 +8
Feb10 090409 152.35 152.35 152.35 152.35 +4.80 37 737 -8
Total Volume and Open Interest 81,206 199,169 +2,394
e-miNY RBOB Gasoline(NYM)
May09 090409 1.44 1.44 1.44 1.48 +0.04 0 3 +0
Jun09 090409 150.08 150.08 150.08 150.08 +4.28      
Jul09 090409 151.83 151.83 151.83 151.83 +4.43      
Aug09 090409 153.09 153.09 153.09 153.09 +4.56      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
May09 090409 3.696 3.824 3.555 3.610 -0.020 60,855 115,220 -1,632
Jun09 090409 3.877 3.958 3.690 3.745 -0.019 20,236 51,283 -453
Jul09 090409 3.953 3.987 3.852 3.907 -0.016 16,409 48,783 +2,737
Aug09 090409 4.048 4.233 3.975 4.024 -0.014 5,916 35,639 +1,745
Sep09 090409 4.110 4.272 4.040 4.095 -0.010 3,963 25,970 +248
Oct09 090409 4.240 4.410 4.164 4.226 -0.008 7,241 41,427 +415
Nov09 090409 4.883 4.945 4.783 4.831 -0.003 1,187 20,326 +94
Dec09 090409 5.490 5.629 5.424 5.456 +0.002 2,184 31,961 -83
Jan10 090409 5.771 5.900 5.684 5.726 +0.002 3,926 27,457 +476
Feb10 090409 5.770 5.816 5.712 5.754 +0.005 422 11,933 +92
Mar10 090409 5.705 5.737 5.640 5.679 +0.010 2,378 25,253 -64
Apr10 090409 5.519 5.556 5.460 5.494 +0.010 1,335 25,381 +351
May10 090409 5.570 5.587 5.510 5.542 +0.010 208 11,622 +64
Jun10 090409 5.710 5.715 5.653 5.657 +0.010 103 7,035 -35
Jul10 090409 5.831 5.831 5.735 5.777 +0.010 47 6,354 -8
Aug10 090409 5.903 5.903 5.808 5.849 +0.012 30 6,651 +5
Total Volume and Open Interest 127,412 632,142 +4,193
Brent Crude Oil(ICE)
May09 090409 52.05 54.27 51.85 54.06 +2.47 93,079 80,480 -9,699
Jun09 090409 53.30 55.17 52.91 54.94 +2.25 91,284 163,161 -4,050
Jul09 090409 54.32 56.36 54.32 56.11 +2.17 45,673 96,456 +8,803
Aug09 090409 55.88 57.48 55.81 57.26 +2.11 18,131 32,134 +117
Sep09 090409 57.33 58.45 56.80 58.18 +2.02 11,482 25,522 +665
Oct09 090409 58.27 59.28 57.73 59.04 +1.88 8,136 16,472 +1,068
Nov09 090409 59.18 60.16 58.62 59.87 +1.74 4,650 16,277 +50
Dec09 090409 60.15 61.18 59.48 60.68 +1.61 11,928 81,292 -1,146
Jan10 090409 61.25 62.00 60.60 61.43 +1.52 1,459 15,307 +51
Feb10 090409 62.17 62.17 62.17 62.17 +1.46 779 7,344 -48
Mar10 090409 62.90 62.90 62.90 62.90 +1.43 517 6,193 -20
Apr10 090409 63.60 63.60 63.60 63.60 +1.43 295 4,064 +75
May10 090409 64.26 64.26 64.26 64.26 +1.43 188 3,247 +10
Jun10 090409 65.04 65.05 64.00 64.86 +1.41 560 13,037 -52
Total Volume and Open Interest 291,406 683,736 -3,439
Gas Oil(ICE)
Apr09 090408 431.75 439.75 426.50 439.75 unch 24,485 28,145 -12,132
May09 090409 452.75 464.50 449.50 452.75 -4.75 62,504 85,835 -3,234
Jun09 090409 463.75 473.50 458.75 461.75 -5.00 28,491 61,034 +5,295
Jul09 090409 478.25 483.75 469.50 471.75 -4.75 7,766 28,817 +1,000
Aug09 090409 487.00 493.75 479.50 482.00 -4.75 2,982 27,953 +348
Sep09 090409 497.75 502.00 489.50 492.00 -4.75 4,172 27,120 -238
Oct09 090409 505.25 507.75 501.00 501.25 -4.75 2,668 19,222 -211
Nov09 090409 514.00 514.00 508.00 509.75 -5.00 2,320 13,842 +750
Dec09 090409 524.00 528.75 515.75 517.75 -5.25 5,094 53,133 -664
Jan10 090409 530.75 530.75 524.50 526.50 -5.50 1,505 21,364 -108
Total Volume and Open Interest 154,658 441,187 -18,233
Ethanol(CBOT)
Apr09 090403 1.583 1.583 1.583 1.583 -0.011 37 38 -27
May09 090409 1.570 1.570 1.555 1.555 -0.020 46 563 -24
Jun09 090409 1.600 1.600 1.570 1.590 unch 50 605 +8
Jul09 090409 1.600 1.600 1.580 1.596 -0.014 35 487 +0
Aug09 090409 1.600 1.600 1.600 1.600 -0.023 0 223 +0
Sep09 090409 1.605 1.605 1.605 1.605 -0.020 5 310 +2
Oct09 090409 1.620 1.620 1.610 1.614 -0.016 12 362 +2
Nov09 090409 1.640 1.640 1.630 1.634 -0.016 30 525 +25
Total Volume and Open Interest 236 4,955 +71
US Dollar Index(ICE)
Jun09 090409 85.615 86.240 85.260 86.075 +0.365 5,156 21,581 -39
Sep09 090409 86.000 86.540 85.700 86.495 +0.395 17 2,089 -11
Dec09 090409 86.900 86.900 86.900 86.900 +0.375 0 6 +0
Total Volume and Open Interest 5,173 23,676 -50
Australian Dollar(CME)
Jun09 090409 70.70 71.75 70.22 71.42 +0.91 50,177 70,053 +4,723
Sep09 090409 70.75 71.38 70.05 71.10 +0.93 35 359 -17
Dec09 090409 70.79 70.79 69.86 70.79 +0.93 0 18 +0
Total Volume and Open Interest 50,212 70,445 +4,706
British Pound(CME)
Jun09 090409 147.02 147.80 145.85 146.32 -0.53 68,739 79,036 +1,872
Sep09 090409 146.35 147.60 145.96 146.39 -0.53 71 368 -2
Dec09 090409 146.76 147.67 146.44 146.46 -0.53 0 31 +0
Total Volume and Open Interest 68,810 79,437 +1,870
Canadian Dollar(CME)
Jun09 090409 80.87 81.94 80.68 81.49 +0.66 34,961 54,590 -1,033
Sep09 090409 81.04 82.02 80.91 81.59 +0.66 32 1,946 +6
Dec09 090409 81.94 82.08 81.61 81.70 +0.67 1 1,174 +1
Mar10 090409 81.93 82.24 81.14 81.83 +0.69 0 474 +0
Total Volume and Open Interest 34,994 58,213 -1,026
Japanese Yen(CME)
Jun09 090409 100.31 100.46 99.52 99.64 -0.75 62,807 83,145 +468
Sep09 090409 100.36 100.58 99.74 99.83 -0.75 74 947 +3
Dec09 090409 100.07 100.82 100.07 100.07 -0.75 0 28 +0
Total Volume and Open Interest 62,881 84,133 +471
Swiss Franc(CME)
Jun09 090409 87.24 87.60 86.24 86.49 -0.66 24,962 25,734 -1,303
Sep09 090409 87.35 87.62 86.46 86.67 -0.67 122 166 +72
Dec09 090409 86.89 87.73 86.89 86.89 -0.67 0 8 +0
Total Volume and Open Interest 25,084 25,908 -1,231
EuroFX(CME)
Jun09 090409 132.61 133.35 131.21 131.43 -0.87 143,371 112,090 -3,049
Sep09 090409 132.91 133.33 131.23 131.43 -0.88 136 1,381 +3
Dec09 090409 131.47 133.18 131.47 131.47 -0.89 0 29 -1
Total Volume and Open Interest 143,507 113,507 -3,047
Mexican Peso(CME)
Apr09 090409 761.2 761.2 748.5 761.2 +12.8 7 0 -5
May09 090409 757.5 757.5 744.8 757.5 +12.8      
Total Volume and Open Interest 13,644 43,645 +4,098
30-Year T-Bonds(CBOT)
Jun09 090409 127~135 127~135 125~200 125~295 -1~215 135,909 725,720 +18,261
Sep09 090409 125~140 126~095 124~135 124~200 -1~215 21 427 -3
Dec09 090409 123~160 125~055 123~160 123~160 -1~215 1 184 +0
Total Volume and Open Interest 135,931 726,337 +18,258
10-Year T-Notes(CBOT)
Jun09 090409 122~210 122~240 121~295 122~105 -0~135 415,202 977,934 -7,064
Sep09 090409 120~225 121~040 120~225 120~225 -0~135 6 23 +6
Dec09 090409 120~015 120~150 120~015 120~015 -0~135      
Total Volume and Open Interest 415,208 977,957 -7,058
5-Year T-Notes(CBOT)
Jun09 090409 117~093 117~094 117~042 117~066 -0~035 212,472 809,631 -18,315
Sep09 090409 116~121 117~029 116~121 116~121 -0~036 470 410 +355
Dec09 090409 54~073 54~109 54~073 54~073 -0~036      
Total Volume and Open Interest 212,942 810,041 -17,960
2 Year T-Notes(CBOT)
Jun09 090409 108~071 108~071 108~067 108~070 -0~006 120 495,393 -350
Sep09 090409 108~010 108~016 108~010 108~010 -0~006      
Dec09 090409 108~010 108~016 108~010 108~010 -0~006      
Total Volume and Open Interest 78,086 495,393 -350
Eurodollars(CME)
Jun09 090409 98.920 98.935 98.900 98.910 -0.010 175,664 979,584 +613
Sep09 090409 98.870 98.890 98.855 98.870 -0.005 157,387 976,840 -22,286
Dec09 090409 98.650 98.675 98.630 98.665 unch 171,423 708,025 -22,805
Mar10 090409 98.570 98.580 98.515 98.565 -0.005 177,622 664,612 -1,254
Jun10 090409 98.375 98.395 98.325 98.370 -0.015 193,250 432,537 -3,075
Sep10 090409 98.200 98.215 98.140 98.185 -0.020 140,421 387,016 -11,269
Dec10 090409 97.980 98.000 97.920 97.960 -0.030 113,958 435,040 -15,344
Mar11 090409 97.820 97.835 97.745 97.785 -0.040 86,512 272,349 -12,904
Jun11 090409 97.615 97.615 97.525 97.565 -0.050 36,294 222,649 -1,714
Sep11 090409 97.415 97.415 97.310 97.350 -0.060 30,258 139,191 +235
Dec11 090409 97.185 97.195 97.085 97.120 -0.070 28,999 105,413 -3,269
Mar12 090409 97.030 97.040 96.940 96.975 -0.075 22,234 83,976 -166
Jun12 090409 96.885 96.885 96.800 96.830 -0.075 6,402 86,345 -560
Sep12 090409 96.765 96.765 96.675 96.710 -0.075 5,979 61,785 -529
Dec12 090409 96.640 96.640 96.550 96.580 -0.080 6,636 53,116 -289
Mar13 090409 96.585 96.590 96.495 96.525 -0.080 6,172 42,959 +98
Jun13 090409 96.480 96.500 96.410 96.440 -0.080 4,222 24,142 -606
Sep13 090409 96.405 96.430 96.340 96.365 -0.080 6,865 30,895 -1,196
Total Volume and Open Interest 1,427,445 5,989,079 -95,994
30 Day Federal Funds(CBOT)
Apr09 090409 99.832 99.838 99.830 99.832 +0.002 9,592 69,686 -1,670
May09 090409 99.805 99.815 99.800 99.805 +0.005 4,663 61,740 -1,272
Jun09 090409 99.790 99.795 99.775 99.790 +0.005 1,965 39,539 +424
Jul09 090409 99.750 99.760 99.745 99.755 +0.005 2,842 38,912 +880
Aug09 090409 99.715 99.730 99.715 99.725 +0.005 3,066 33,045 +284
Sep09 090409 99.695 99.705 99.690 99.700 +0.005 2,155 28,646 +466
Total Volume and Open Interest 36,518 402,875 -405
30 Day Fed Funds(e-CBOT)
Apr09 090402 99.805 99.815 99.805 99.810 +0.010 5,891 67,374 -1,173
May09 090402 99.785 99.790 99.780 99.780 unch 6,338 63,109 -350
Jun09 090402 99.770 99.775 99.760 99.760 -0.005 5,118 37,782 +193
Jul09 090402 99.745 99.750 99.730 99.730 -0.010 6,560 36,572 +1,673
Aug09 090402 99.725 99.730 99.705 99.705 -0.015 2,854 31,789 +694
Sep09 090402 99.705 99.710 99.690 99.690 -0.015 3,864 27,416 +2,208
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Jun09 090409 99.42 99.42 99.42 99.42 unch      
Sep09 090409 99.45 99.45 99.45 99.45 unch      
Dec09 090409 99.43 99.43 99.42 99.42 -0.01      
Mar10 090409 99.42 99.42 99.40 99.40 -0.02      
Jun10 090409 99.36 99.36 99.34 99.34 -0.02      
Sep10 090409 99.29 99.29 99.28 99.28 -0.01      
Dec10 090409 99.25 99.25 99.24 99.24 -0.01      
Mar11 090409 99.17 99.17 99.15 99.15 -0.02      
Jun11 090409 99.07 99.08 99.07 99.08 +0.01      
Sep11 090409 99.07 99.08 99.07 99.08 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090409 99.42 99.42 99.42 99.42 +0.00 51 10,530 -1
Sep09 090409 99.45 99.45 99.45 99.45 +0.00 0 4,015 +0
Dec09 090409 99.42 99.42 99.42 99.42 +0.00 10 2,082 -9
Mar10 090409 99.40 99.40 99.40 99.40 +0.01 20 1,718 +0
Jun10 090409 99.33 99.33 99.33 99.33 +0.01 0 527 +0
Sep10 090409 99.27 99.27 99.27 99.27 +0.00 0 252 +0
Dec10 090409 99.22 99.22 99.22 99.22 +0.00 0 152 +0
Mar11 090409 99.14 99.14 99.14 99.14 +0.00 0 412 +0
Total Volume and Open Interest 81 22,549 +1,286
Japanese Gov't Bonds(SGX)
Jun09 090407 136.80 137.20 136.76 137.19 +0.42 2,469 9,779 +243
Sep09 090409 136.62 136.62 136.62 136.62 -0.10      
Dec09 090409 136.62 136.62 136.62 136.62 -0.10      
Total Volume and Open Interest 1,201 9,972 +537
Euro-Bund(EUREX)
Jun09 090409 121.96 122.28 121.61 121.81 -0.48 454,817 827,590 -14,410
Sep09 090409 121.48 121.57 121.18 121.24 -0.48 745 18,221 +541
Dec09 090409 120.86 120.86 120.86 120.86 -0.48      
Total Volume and Open Interest 455,562 845,811 -13,869
Euro-Bobl(EUREX)
Jun09 090409 115.33 115.68 115.24 115.45 -0.18 381,616 726,872 +1,384
Sep09 090409 115.35 115.37 115.35 115.37 -0.07 773 21,962 -39
Dec09 090409 115.07 115.07 115.07 115.07 -0.06      
Total Volume and Open Interest 308,593 712,156 -38,798
3-Mth Euribor(EUREX)
Jun09 090306 98.535 98.560 98.500 98.505 -0.030 271 5,237 -199
Sep09 090409 98.665 98.665 98.655 98.655 -0.005 121 7,975 +6
Dec09 090409 98.430 98.430 98.430 98.430 unch 71 4,366 -32
Total Volume and Open Interest 587 34,165 +4
Long Gilt(LIFFE)
Jun09 090409 121~13 122~18 121~13 122~09 +0~18 61,512 306,215 +7,955
Sep09 090409 124~08 124~08 124~08 124~08 +0~18      
Total Volume and Open Interest 61,512 306,215 +7,955
3-Mth Short Sterling(LIFFE)
Jun09 090409 98.65 98.69 98.64 98.67 +0.02 35,005 284,641 -2,199
Sep09 090409 98.60 98.65 98.58 98.62 +0.03 45,745 287,427 -1,658
Dec09 090409 98.30 98.36 98.27 98.33 +0.03 32,410 283,936 +1,189
Mar10 090409 98.09 98.13 98.04 98.10 +0.03 41,621 271,126 +2,470
Jun10 090409 97.75 97.80 97.72 97.78 +0.03 47,528 196,101 +1,136
Sep10 090409 97.46 97.50 97.42 97.48 +0.03 50,572 177,463 +9,387
Total Volume and Open Interest 311,603 1,777,966 +17,948
3-Mth Euribor(LIFFE)
Jun09 090409 98.730 98.740 98.705 98.725 -0.015 95,575 668,368 -6,658
Sep09 090409 98.655 98.680 98.635 98.655 -0.010 89,574 568,212 -6,856
Dec09 090409 98.425 98.455 98.395 98.430 unch 77,584 473,930 -3,972
Total Volume and Open Interest 614,122 3,348,190 -16,527
3-Mth Aus T-Bills(SFE)
Jun09 090409 97.14 97.20 97.11 97.17 +0.04 27,546 326,763 +14,335
Sep09 090409 97.21 97.30 97.17 97.26 +0.04 26,291 216,996 +5,476
Dec09 090409 97.00 97.09 96.98 97.05 +0.04 11,128 108,395 -431
Mar10 090409 96.57 96.69 96.57 96.63 +0.03 8,507 76,616 +3,485
Jun10 090409 96.11 96.23 96.11 96.17 +0.03 5,070 59,202 +349
Sep10 090409 95.73 95.84 95.73 95.79 +0.03 2,732 38,473 -2,446
Dec10 090409 95.43 95.51 95.42 95.46 +0.02 2,685 21,368 +507
Mar11 090409 95.22 95.27 95.17 95.19 +0.01 1,937 9,994 -8
Jun11 090409 94.99 94.99 94.96 94.96 unch 930 2,703 -155
Sep11 090409 94.78 94.78 94.78 94.78 unch 170 489 +70
Total Volume and Open Interest 87,036 861,208 +21,185
10-Year Aus T-Bonds(SFE)
Jun09 090409 95.50 95.50 95.40 95.42 -0.04 27,264 298,674 +0
Sep09 090409 95.42 95.42 95.42 95.42 -0.04      
Total Volume and Open Interest 32,162 288,255 -10,419
3-Year Aus T-Bonds(SFE)
Jun09 090409 96.39 96.46 96.35 96.40 +0.01 80,994 452,603 +42,697
Sep09 090409 96.40 96.40 96.40 96.40 +0.01      
Total Volume and Open Interest 108,645 442,522 -10,081
Gold(CMX)
Apr09 090409 882.4 886.1 874.7 882.2 -2.6 395 2,157 -139
Jun09 090409 882.6 887.8 876.0 883.3 -2.6 68,272 244,697 -126
Aug09 090409 884.3 887.1 878.3 885.0 -2.6 2,089 24,052 +636
Oct09 090409 886.9 889.0 883.7 886.4 -2.6 474 9,328 +214
Dec09 090409 882.4 892.1 881.0 887.9 -2.6 903 24,505 +205
Feb10 090409 890.0 893.4 884.5 889.5 -2.6 161 4,562 -45
Apr10 090409 889.6 894.0 886.0 891.2 -2.6 9 2,906 +3
Jun10 090409 891.1 893.0 891.1 893.0 -2.6 416 4,764 +2
Aug10 090409 894.9 894.9 894.9 894.9 -2.6 0 476 +0
Oct10 090409 896.8 896.8 896.8 896.8 -2.7 0 1 +0
Dec10 090409 898.8 898.8 898.2 898.8 -2.7 27 8,133 -20
Feb11 090409 897.3 901.1 897.3 901.1 -2.7      
Total Volume and Open Interest 74,397 344,929 +1,653
Silver(CMX)
May09 090409 1225.0 1239.5 1211.0 1233.0 -1.0 17,064 44,855 -1,749
Jul09 090409 1227.5 1240.0 1214.5 1235.8 -0.9 4,340 17,697 +905
Sep09 090409 1222.0 1242.0 1222.0 1237.1 -0.8 375 4,574 +40
Dec09 090409 1233.5 1241.0 1220.0 1238.6 -0.7 586 11,675 +96
Mar10 090409 1239.8 1239.8 1239.8 1239.8 -0.6 83 5,194 +52
May10 090409 1240.8 1240.8 1240.8 1240.8 -0.6 0 157 +0
Jul10 090409 1241.8 1241.8 1241.8 1241.8 -0.6 2 3,100 +0
Total Volume and Open Interest 22,515 93,101 -802
Platinum(NYMEX)
Apr09 090409 1192.0 1194.7 1190.0 1190.0 +9.6 5 259 +1
Jul09 090409 1177.7 1220.0 1177.0 1195.3 +7.9 1,263 20,424 +228
Oct09 090409 1200.1 1200.1 1200.1 1200.1 +7.8 34 285 +9
Jan10 090409 1201.6 1201.6 1201.6 1201.6 +7.8 1 1 +1
Total Volume and Open Interest 1,303 20,969 +239
Palladium(NYMEX)
Jun09 090409 235.00 239.50 231.10 231.10 -4.60 367 13,809 -118
Sep09 090409 236.00 240.35 232.20 232.20 -4.60 6 88 +5
Dec09 090409 238.05 238.05 233.30 233.30 -4.60 0 4 +0
Total Volume and Open Interest 373 13,901 -113
Copper(CMX)
May09 090409 199.70 208.00 198.55 207.10 +7.25 16,924 50,472 -5,559
Jul09 090409 201.05 209.30 199.90 208.45 +7.25 10,332 34,735 +4,492
Sep09 090409 203.55 209.60 203.55 209.30 +7.25 658 5,700 +213
Dec09 090409 207.40 210.75 207.40 210.00 +7.20 67 3,271 -11
Mar10 090409 205.45 210.50 205.45 210.45 +7.20 15 570 -13
Total Volume and Open Interest 29,103 102,332 -637
Aluminum(CMX)
Apr09 090409 0.70 0.70 0.70 0.70 +0.02      
May09 090409 0.71 0.71 0.71 0.71 +0.02      
Jun09 090409 0.71 0.71 0.71 0.71 +0.02      
Jul09 090409 0.72 0.72 0.72 0.72 +0.02      
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 090409 7799 8036 7794 8017 +224 1,009 9,348 +112
Sep09 090409 7970 7970 7746 7970 +224 0 643 +0
Dec09 090409 7927 7927 7703 7927 +224      
Mar10 090409 7887 7887 7663 7887 +224      
Total Volume and Open Interest 1,009 9,991 +112
S & P 500(CME)
Jun09 090409 822.40 854.50 822.40 852.60 +30.00 19,487 427,327 -361
Sep09 090409 843.20 851.00 841.00 849.10 +30.10 1 2,754 +1
Dec09 090409 846.40 848.20 846.40 846.40 +30.20 0 836 +0
Mar10 090409 844.00 845.80 844.00 844.00 +30.20 0 130 +0
Total Volume and Open Interest 19,488 431,049 -360
S & P 500 E-Mini(Globex)
Jun09 090409 823.25 854.50 822.25 852.50 +30.00 2,101,777 2,392,583 -25,186
Sep09 090409 818.50 850.75 818.50 849.00 +30.00 1,771 10,881 -77
Total Volume and Open Interest 2,103,549 2,403,510 -25,264
NASDAQ 100(CME)
Jun09 090409 1301.30 1342.00 1297.80 1336.00 +37.50 1,653 20,480 +125
Sep09 090409 1335.30 1335.30 1335.30 1335.30 +37.50      
Dec09 090409 1338.30 1338.30 1338.30 1338.30 +37.50      
Total Volume and Open Interest 1,653 20,480 +125
NASDAQ 100 E-Mini(Globex)
Jun09 090409 1298.80 1341.30 1297.30 1336.00 +37.50 308,263 238,260 -1,059
Sep09 090409 1310.00 1340.00 1300.80 1335.30 +37.50 465 886 +314
Total Volume and Open Interest 308,729 239,160 -744
S & P Midcap 400(CME)
Jun09 090409 520.00 535.00 519.00 533.30 +27.10 156 3,984 -110
Sep09 090409 531.30 532.20 531.30 531.30 +27.10      
Dec09 090409 529.30 530.20 529.30 529.30 +27.10      
Total Volume and Open Interest 156 3,984 -110
Russell 2000(CME)
Jun09 090409 0.05 0.05 0.05 0.05 unch 92 5,579 -2
Sep09 090409 0.05 0.05 0.05 0.05 unch 0 4,736 +0
Dec09 090409 0.05 0.05 0.05 0.05 unch 0 221 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090409 8695 8950 8675 8900 +320 89,940 160,140 +678
Sep09 090409 8895 8905 8880 8905 +320 0 376 +0
Total Volume and Open Interest 92,445 176,410 +7,377
Nikkei 225(SGX)
Jun09 090409 8695 8950 8675 8900 +320 89,940 160,140 +678
Sep09 090409 8895 8905 8880 8905 +320 0 376 +0
Dec09 090409 8855 8855 8855 8855 +325 0 276 +0
Total Volume and Open Interest 92,445 176,410 +7,377
CAC 40(EURONEXT)
Apr09 090409 2956.5 2992.0 2921.0 2973.0 +51.0 115,731 375,167 +2,649
May09 090409 2900.0 2930.0 2870.0 2918.5 +51.0 900 3,245 +749
Jun09 090409 2843.5 2885.5 2823.5 2868.5 +51.5 1,588 38,813 +1,168
Total Volume and Open Interest 118,219 419,455 +4,571
Hang Seng Index(HKFE)
Apr09 090409 14668 14945 14620 14763 +356 69,596 85,628 -1,054
May09 090409 14506 14750 14453 14588 +357 1,007 1,655 -45
Jun09 090409 14431 14650 14392 14500 +350 103 2,809 -39
Total Volume and Open Interest 70,719 90,770 -1,015
DAX(EUREX)
Jun09 090409 4417.0 4520.0 4386.0 4492.5 +126.0 129,993 151,291 -816
Sep09 090409 4442.0 4523.5 4404.0 4500.5 +126.5 183 4,386 -41
Dec09 090409 4460.0 4530.0 4421.0 4512.0 +126.5 116 1,820 -1
Total Volume and Open Interest 130,292 157,497 -858
FT-SE 100(EURONEXT)
Jun09 090409 3921.00 3969.00 3862.50 3929.50 +57.00 130,078 709,984 -534
Sep09 090409 3872.50 3915.50 3836.00 3896.00 +57.00 61 462 +14
Dec09 090409 3859.50 3875.50 3859.50 3871.00 +56.50 35 502 +10
Total Volume and Open Interest 130,174 710,948 -510
SPI 200(SFE)
Jun09 090409 3619.0 3692.0 3619.0 3659.0 +34.0 27,961 326,693 +9,238
Sep09 090409 3620.0 3620.0 3620.0 3620.0 +33.0 0 2,033 +0
Dec09 090409 3613.0 3613.0 3613.0 3613.0 +33.0 0 2,478 +0
Total Volume and Open Interest 27,961 332,402 +9,238
GSCI(CME)
Apr09 090409 370.00 375.00 368.00 373.00 +10.40 2,653 12,666 -337
May09 090409 380.50 383.80 378.00 383.40 +9.90 2,396 4,153 +2,359
Jun09 090409 391.00 392.00 388.00 391.30 +9.10      
Total Volume and Open Interest 5,049 16,819 +2,022
Reuters CCI(ICE)
Jun09 090409 229.50 229.50 229.50 229.50 +4.50 0 50 +0
Aug09 090402 394.00 394.50 394.00 394.50 +8.50 25 228 +25
Nov09 090402 404.50 404.50 404.50 404.50 +7.50 0 2 +0
Total Volume and Open Interest 0 76 +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