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 August 09, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040809 610.00 617.00 610.00 614.50 +7.75 1,856 3,110 -733
Sep04 040809 573.00 582.50 573.00 578.25 +9.00 4,621 15,814 -231
Nov04 040809 567.00 575.00 567.00 570.75 +9.00 30,631 118,061 -1,286
Jan05 040809 573.50 581.00 573.00 577.50 +10.00 1,189 11,403 +223
Mar05 040809 584.00 586.50 580.00 583.00 +8.25 809 7,784 +289
May05 040809 590.00 592.00 586.50 587.50 +8.50 909 6,787 +217
Jul05 040809 593.50 596.00 591.50 591.50 +9.00 530 2,765 +71
Total Volume and Open Interest 40,937 167,593 -1,443
Soybean Meal(CBOT)
Aug04 040809 191.00 200.00 191.00 199.50 +10.80 1,576 3,221 -571
Sep04 040809 183.50 188.80 183.00 188.40 +7.20 5,706 24,081 -150
Oct04 040809 174.50 178.00 174.50 177.90 +4.40 3,105 21,559 +438
Dec04 040809 174.50 177.00 174.00 176.40 +3.70 10,738 48,175 +564
Jan05 040809 175.50 177.90 175.50 177.20 +3.70 1,139 9,287 +504
Mar05 040809 179.50 181.50 179.00 181.20 +4.20 1,443 6,863 +511
May05 040809 183.00 183.50 181.00 183.00 +4.00 1,322 8,935 +437
Jul05 040809 185.00 186.50 184.00 186.30 +3.80 1,578 7,538 +596
Total Volume and Open Interest 28,465 135,777 +2,341
Soybean Oil(CBOT)
Aug04 040809 23.20 23.45 23.00 23.00 -0.10 1,258 1,371 -365
Sep04 040809 22.58 22.63 22.25 22.35 -0.12 5,549 18,754 -414
Oct04 040809 21.90 22.05 21.60 21.67 -0.18 2,419 18,502 +279
Dec04 040809 21.25 21.37 20.90 21.00 -0.14 9,655 64,439 -127
Jan05 040809 21.05 21.25 20.90 20.90 -0.09 1,112 12,291 +542
Mar05 040809 21.05 21.22 20.85 20.93 -0.02 1,108 10,788 +491
May05 040809 21.10 21.20 20.85 20.90 -0.05 810 6,391 -4
Jul05 040809 21.10 21.15 20.85 20.85 -0.18 1,672 6,030 +550
Total Volume and Open Interest 24,629 144,956 +1,384
Canola(WCE)
Sep04 040809 326.0 326.0 325.5 325.5 +5.0 0 306 +0
Nov04 040809 328.5 329.8 327.5 327.7 +0.8 1,568 42,885 -1,053
Jan05 040809 333.5 334.5 332.1 332.5 +0.5 22 2,451 +17
Mar05 040809 338.3 338.3 337.5 337.5 +1.5 0 3,401 -5
May05 040809 342.5 342.5 342.5 342.5 +2.0 0 343 +0
Total Volume and Open Interest 1,590 50,384 -1,041
Corn(CBOT)
Sep04 040809 227.00 228.25 225.75 227.00 +1.25 23,204 122,142 -9,926
Dec04 040809 237.75 239.00 236.00 238.00 +1.25 48,087 321,769 +3,182
Mar05 040809 246.75 247.00 244.75 246.50 +1.25 6,490 64,327 -796
May05 040809 252.00 252.50 250.25 252.00 +0.50 2,963 23,566 +150
Jul05 040809 256.75 257.75 255.25 257.25 +0.75 2,430 22,209 +769
Sep05 040809 258.50 259.50 257.50 258.50 +0.50 476 4,976 +261
Total Volume and Open Interest 84,967 573,414 -5,862
Wheat(CBOT)
Sep04 040809 317.00 319.75 314.50 316.00 +0.25 18,065 72,778 -4,749
Dec04 040809 331.00 334.00 328.50 331.50 -0.50 17,276 75,342 +4,735
Mar05 040809 343.50 345.50 341.00 343.25 -0.75 1,394 14,434 +335
May05 040809 347.50 350.00 346.00 348.50 +0.50 109 930 +50
Jul05 040809 350.50 352.50 349.00 352.50 +2.00 260 3,115 +82
Total Volume and Open Interest 37,110 166,658 +453
Wheat(KCBT)
Sep04 040809 338.50 341.00 335.25 335.75 -4.00 6,354 32,988 -896
Dec04 040809 350.00 351.50 347.50 349.25 -2.75 6,577 37,115 +3,268
Mar05 040809 359.75 360.00 356.00 356.25 -4.25 1,057 8,526 +512
May05 040809 364.00 364.00 360.00 360.00 -4.50 33 1,261 +9
Jul05 040809 361.50 363.50 361.50 362.00 +1.00 49 829 +5
Total Volume and Open Interest 14,070 80,747 +2,898
Wheat(MGE)
Sep04 040809 353.00 354.00 351.00 351.50 -2.00 2,228 13,375 -518
Dec04 040809 362.50 362.50 358.50 358.50 -3.25 1,053 14,843 +126
Mar05 040809 371.50 371.50 368.00 368.00 -3.50 180 4,345 +143
May05 040809 376.00 376.00 374.25 374.25 -4.00 23 1,218 +9
Jul05 040809 378.50 378.50 378.50 378.50 -0.25 0 85 +0
Total Volume and Open Interest 3,484 33,881 -240
Oats(CBOT)
Sep04 040809 132.75 135.75 132.75 133.00 +1.00 201 2,064 -59
Dec04 040809 142.25 143.50 140.50 141.50 +1.25 879 6,554 -10
Mar05 040809 149.25 150.00 148.00 148.00 +1.00 79 816 +14
May05 040809 151.00 151.00 151.00 151.00 +1.00 0 84 +0
Total Volume and Open Interest 1,159 9,538 -55
Rough Rice(CBOT)
Sep04 040809 7.27 7.76 7.27 7.73 +0.45 25 973 -8
Nov04 040809 7.27 7.80 7.27 7.80 +0.49 41 2,185 +8
Jan05 040809 7.85 7.97 7.85 7.97 +0.47 2 589 +0
Mar05 040809 8.00 8.14 8.00 8.14 +0.45 0 315 +0
Total Volume and Open Interest 68 4,077 +0
Live Cattle(CME)
Aug04 040809 84.700 86.000 84.550 85.825 +1.275 4,441 11,397 -4,081
Oct04 040809 88.000 89.000 87.600 88.875 +1.275 7,590 65,984 +1,471
Dec04 040809 88.950 90.250 88.950 90.100 +1.075 2,135 17,162 +199
Feb05 040809 89.500 90.775 89.500 90.725 +1.175 434 10,681 +128
Apr05 040809 87.250 88.200 87.200 88.175 +0.875 247 3,881 +31
Jun05 040809 82.225 83.150 82.200 83.100 +0.875 63 1,364 +26
Total Volume and Open Interest 14,941 110,764 -2,240
Feeder Cattle(CME)
Aug04 040809 113.900 115.250 113.900 115.150 +1.100 696 5,843 -100
Sep04 040809 112.500 114.000 112.500 113.925 +1.475 1,030 4,908 -192
Oct04 040809 112.150 113.750 112.150 113.725 +1.600 1,152 6,528 +507
Nov04 040809 109.650 111.000 109.600 111.000 +1.225 139 1,905 +15
Jan05 040809 105.475 106.675 105.475 106.675 +1.200 106 1,184 +13
Mar05 040809 101.250 101.900 101.000 101.900 +0.550 4 351 +0
Apr05 040809 100.600 100.750 100.600 100.750 +0.450 3 95 +0
Total Volume and Open Interest 3,131 20,843 +244
Lean Hogs(CME)
Aug04 040809 79.200 79.300 78.850 79.200 -0.050 3,049 8,938 -282
Oct04 040809 70.725 71.000 69.700 69.925 -0.825 4,821 56,438 +1,140
Dec04 040809 65.450 65.950 65.050 65.750 -0.050 1,886 19,617 +597
Feb05 040809 62.850 63.400 62.850 63.100 -0.350 668 4,459 +271
Apr05 040809 60.800 61.150 60.800 61.000 -0.250 153 2,013 +58
May05 040809 62.025 62.025 62.000 62.025 -0.350 27 263 +24
Jun05 040809 65.250 65.250 64.700 64.700 -0.550 325 1,050 +300
Jul05 040809 62.150 62.150 61.900 61.900 -0.350 4 255 +3
Total Volume and Open Interest 10,940 93,051 +2,116
Pork Bellies(CME)
Aug04 040809 99.800 100.400 99.050 99.975 -0.225 239 602 -37
Feb05 040809 96.600 98.500 96.100 98.150 +1.700 316 990 +116
Mar05 040809 96.250 97.500 96.250 97.500 +1.250 3 6 +0
May05 040809 96.000 96.000 96.000 96.000 +0.025 0 2 +0
Total Volume and Open Interest 558 1,600 +79
Class III Milk(CME)
Aug04 040809 14.00 14.00 13.98 13.98 -0.02 111 5,103 -51
Sep04 040809 14.66 14.75 14.65 14.67 +0.01 524 5,712 -110
Oct04 040809 14.26 14.40 14.20 14.21 -0.04 155 3,430 +56
Nov04 040809 13.03 13.05 12.95 12.98 -0.12 12 2,401 +6
Dec04 040809 12.35 12.41 12.35 12.35 -0.05 23 1,979 -4
Total Volume and Open Interest 1,222 22,041 +126
Cocoa(NYBOT)
Sep04 040809 1628 1634 1598 1615 +5 12,924 36,122 -5,374
Dec04 040809 1648 1653 1622 1639 +7 8,545 31,576 +3,669
Mar05 040809 1655 1658 1655 1658 +6 221 12,342 -45
May05 040809 1670 1670 1670 1670 +6 100 11,530 +10
Jul05 040809 1683 1683 1683 1683 +6 55 11,243 -12
Sep05 040809 1696 1696 1696 1696 +5 3 4,845 -1
Dec05 040809 1708 1708 1708 1708 +7 75 6,401 +0
Total Volume and Open Interest 21,923 118,286 -1,753
Coffee "C"(NYBOT)
Sep04 040809 67.50 67.80 66.55 67.35 +0.30 10,720 50,310 -4,211
Dec04 040809 70.80 71.15 70.05 70.85 +0.30 7,604 31,925 +3,830
Mar05 040809 74.10 74.10 73.70 74.05 +0.35 733 7,795 +230
May05 040809 75.70 75.75 75.60 75.75 +0.35 146 2,303 +8
Jul05 040809 77.30 77.35 77.20 77.35 +0.35 66 1,294 +33
Sep05 040809 78.80 78.80 78.80 78.80 +0.35 20 498 +18
Total Volume and Open Interest 19,292 94,378 -94
Orange Juice(NYBOT)
Sep04 040809 59.75 62.60 59.10 61.70 +1.65 1,886 13,802 -144
Nov04 040809 61.25 64.20 60.90 63.25 +1.60 1,089 12,077 +161
Jan05 040809 63.80 66.00 63.50 65.35 +1.35 213 2,868 +14
Mar05 040809 66.00 68.25 65.75 67.95 +1.70 471 5,496 +61
May05 040809 71.00 71.00 71.00 71.00 +1.75 7 2,952 +0
Total Volume and Open Interest 3,666 37,348 +92
Sugar #11(NYBOT)
Oct04 040809 8.14 8.19 8.05 8.08 -0.09 11,387 213,492 +731
Mar05 040809 8.63 8.66 8.55 8.57 -0.09 4,000 58,995 +704
May05 040809 8.50 8.54 8.45 8.46 -0.08 813 19,733 +74
Jul05 040809 8.26 8.30 8.21 8.22 -0.06 800 14,979 -89
Oct05 040809 8.06 8.09 8.02 8.02 -0.05 515 13,709 +93
Total Volume and Open Interest 18,222 327,978 +1,898
London Cocoa(LCE)
Sep04 040809 906 923 905 916 +5 3,933 42,533 +375
Dec04 040809 934 952 934 942 +4 5,917 60,901 +590
Mar05 040809 964 965 958 961 +5 700 28,187 +114
May05 040809 975 982 970 975 +6 266 14,550 +202
Jul05 040809 995 995 982 988 +5 8 12,242 -14
Sep05 040809 1001 1001 1001 1001 +5 4 14,859 +0
Dec05 040809 1012 1012 1012 1012 +5 9 7,268 +5
Total Volume and Open Interest 10,837 183,005 +1,267
London Coffee(LCE)
Sep04 040809 635.00 643.00 631.00 637.00 +6.00 4,281 52,575 -3,168
Nov04 040809 652.00 662.00 650.00 653.00 +2.00 17,959 60,577 +13,165
Jan05 040809 675.00 675.00 667.00 669.00 +2.00 812 29,695 -146
Mar05 040809 690.00 690.00 683.00 684.00 +2.00 226 16,982 -226
May05 040809 707.00 707.00 700.00 700.00 +2.00 159 13,221 -134
Jul05 040809 722.00 722.00 714.00 714.00 +1.00 84 3,779 -128
Total Volume and Open Interest 23,529 178,089 +9,371
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040809 249.00 251.00 247.10 247.50 -2.20 835 25,807 -217
Dec04 040809 253.10 255.00 252.50 252.50 -1.70 67 5,843 +0
Mar05 040809 259.60 260.50 258.50 258.50 -1.60 755 10,290 +292
May05 040809 260.50 260.50 258.50 258.50 -1.00 198 6,540 +74
Total Volume and Open Interest 2,166 57,339 +364
Cotton(NYBOT)
Oct04 040809 44.40 45.00 44.00 44.90 unch 175 2,843 -25
Dec04 040809 45.05 45.85 44.65 45.75 +0.15 4,734 53,318 -296
Mar05 040809 46.02 46.95 45.85 46.87 +0.12 500 12,897 +17
May05 040809 47.00 47.65 46.98 47.65 -0.23 175 3,192 +88
Jul05 040809 48.08 48.60 47.90 48.60 -0.35 366 3,556 +191
Oct05 040809 50.55 50.55 50.55 50.55 -0.20 0 25 +0
Total Volume and Open Interest 5,951 77,657 -24
Lumber(CME)
Sep04 040809 423.0 430.0 421.6 422.8 -5.2 369 4,392 -34
Nov04 040809 372.6 377.8 368.0 369.0 -6.0 119 1,590 -5
Jan05 040809 360.5 361.4 355.2 355.2 -7.1 18 363 +9
Mar05 040809 359.9 359.9 359.9 359.9 -2.6 1 48 +1
Total Volume and Open Interest 507 6,393 -29
Crude Oil(NYM)
Sep04 040809 44.38 44.98 44.05 44.84 +0.89 109,419 202,017 -15,025
Oct04 040809 44.00 44.54 43.55 44.44 +0.92 66,635 104,239 +6,200
Nov04 040809 43.44 44.03 43.10 43.96 +0.96 19,079 53,470 +1,516
Dec04 040809 42.90 43.50 42.50 43.38 +0.93 16,758 68,037 -2,477
Jan05 040809 42.20 42.80 42.20 42.77 +0.89 2,426 27,207 +852
Feb05 040809 41.88 42.25 41.75 42.23 +0.82 583 16,143 +0
Mar05 040809 41.30 41.75 41.30 41.75 +0.78 658 18,392 +81
Apr05 040809 40.75 41.30 40.75 41.30 +0.75 283 13,835 +19
May05 040809 40.60 40.87 40.60 40.87 +0.73 125 6,611 +6
Jun05 040809 40.10 40.55 40.10 40.48 +0.70 2,027 23,303 -38
Jul05 040809 40.13 40.13 40.13 40.13 +0.66 269 7,240 +153
Aug05 040809 39.80 39.85 39.80 39.85 +0.63 119 5,965 +6
Sep05 040809 39.62 39.62 39.62 39.62 +0.60 336 9,526 -76
Oct05 040809 39.41 39.41 39.41 39.41 +0.58 319 4,116 -101
Nov05 040809 39.20 39.20 39.20 39.20 +0.56 119 4,423 +0
Dec05 040809 39.00 39.05 38.90 39.00 +0.54 4,147 45,291 -423
Total Volume and Open Interest 231,349 715,836 -10,352
Heating Oil(NYM)
Sep04 040809 118.45 120.00 117.30 118.56 +1.10 25,886 72,845 -5,050
Oct04 040809 119.60 121.05 118.70 119.86 +1.38 11,761 28,195 +3,077
Nov04 040809 120.50 121.80 119.80 120.81 +1.43 3,746 17,284 +1,044
Dec04 040809 121.10 122.50 120.30 121.46 +1.43 3,270 27,906 +589
Jan05 040809 121.70 122.70 121.00 121.71 +1.43 1,354 12,671 +262
Feb05 040809 120.00 121.25 120.00 120.26 +1.38 907 13,275 +215
Mar05 040809 117.10 117.90 116.25 116.81 +1.23 960 11,563 +408
Apr05 040809 112.50 113.10 112.00 112.11 +1.18 39 3,020 +2
May05 040809 108.30 108.90 107.40 107.86 +1.13 14 2,232 +8
Jun05 040809 105.70 105.70 105.31 105.31 +1.13 191 4,929 -75
Jul05 040809 104.51 104.51 104.51 104.51 +1.13 2 5,952 -1
Aug05 040809 104.76 104.76 104.76 104.76 +1.13 0 411 +0
Total Volume and Open Interest 48,142 211,437 +462
Unleaded Gas(NYM)
Sep04 040809 124.25 125.30 122.10 124.01 +0.54 23,687 52,327 -5,018
Oct04 040809 123.15 123.80 121.20 123.12 +1.45 13,252 22,560 +2,440
Nov04 040809 121.10 122.00 121.10 121.67 +1.70 4,959 12,799 +2,028
Dec04 040809 119.20 119.52 118.25 119.52 +1.70 2,265 15,144 +361
Jan05 040809 117.75 118.62 117.00 118.62 +1.60 608 6,477 +229
Feb05 040809 118.50 118.97 118.50 118.97 +1.55 387 6,492 +250
Mar05 040809 119.40 119.57 119.40 119.57 +1.55 9 2,254 +9
Apr05 040809 126.22 126.22 126.22 126.22 +1.55 208 8,009 -158
May05 040809 126.02 126.02 126.02 126.02 +1.55 177 8,236 +75
Jun05 040809 124.92 124.92 124.92 124.92 +1.55 27 2,326 +0
Jul05 040809 122.77 122.77 122.77 122.77 +1.55 0 1,520 -25
Aug05 040809 120.07 120.07 120.07 120.07 +1.55 0 525 +0
Total Volume and Open Interest 45,579 138,669 +191
Natural Gas(NYM)
Sep04 040809 5.700 5.750 5.630 5.693 +0.105 24,559 65,079 -3,690
Oct04 040809 5.825 5.870 5.775 5.828 +0.100 15,114 47,509 +3,393
Nov04 040809 6.285 6.350 6.240 6.298 +0.080 6,153 23,261 +803
Dec04 040809 6.720 6.750 6.670 6.715 +0.050 4,536 27,795 -1,258
Jan05 040809 6.950 7.000 6.900 6.945 +0.040 5,166 25,844 +103
Feb05 040809 6.925 6.970 6.880 6.912 +0.035 1,553 18,345 +447
Mar05 040809 6.810 6.830 6.755 6.785 +0.025 2,489 18,584 -356
Apr05 040809 6.230 6.250 6.180 6.205 +0.005 1,722 15,104 -293
May05 040809 6.100 6.100 6.070 6.090 +0.005 564 11,884 -79
Jun05 040809 6.110 6.110 6.090 6.108 +0.010 304 9,243 +215
Jul05 040809 6.150 6.155 6.125 6.133 -0.001 119 12,016 +19
Aug05 040809 6.170 6.170 6.143 6.143 -0.007 332 8,624 +70
Sep05 040809 6.180 6.180 6.130 6.140 -0.010 294 8,437 +20
Oct05 040809 6.165 6.170 6.160 6.165 -0.015 475 7,553 -68
Nov05 040809 6.360 6.370 6.360 6.360 -0.020 164 7,342 -22
Dec05 040809 6.570 6.570 6.550 6.555 -0.020 78 7,081 +28
Total Volume and Open Interest 64,816 381,840 -627
Brent Crude Oil(IPE)
Sep04 040809 40.45 41.65 40.27 41.56 +0.93 37,308 63,916 -6,721
Oct04 040809 39.70 41.05 39.63 40.91 +0.97 37,586 93,136 +391
Nov04 040809 39.41 40.60 39.32 40.60 +0.97 17,396 29,436 +5,772
Dec04 040809 38.99 40.10 38.88 40.10 +0.95 8,440 30,376 +589
Jan05 040809 38.50 39.61 38.46 39.61 +0.92 1,010 13,967 -203
Feb05 040809 38.20 39.17 38.05 39.17 +0.89 1,126 8,644 -278
Mar05 040809 38.10 38.76 38.10 38.76 +0.84 1,929 13,204 +584
Apr05 040809 38.38 38.38 38.38 38.38 +0.77 50 6,394 -50
May05 040809 38.03 38.03 38.03 38.03 +0.69 325 1,593 +0
Jun05 040809 36.83 37.70 36.83 37.70 +0.63 700 14,611 -300
Jul05 040809 37.39 37.39 37.39 37.39 +0.57 325 2,034 +0
Aug05 040809 37.10 37.10 37.10 37.10 +0.52 400 511 +400
Sep05 040809 36.81 36.81 36.81 36.81 +0.48 0 3,215 +0
Total Volume and Open Interest 110,890 348,331 +1,029
Gas Oil(IPE)
Aug04 040809 376.00 387.50 373.25 387.25 +8.75 12,507 26,003 -4,797
Sep04 040809 374.50 386.00 371.75 384.50 +8.75 18,389 53,761 +111
Oct04 040809 370.50 381.25 368.50 381.25 +6.75 7,462 25,138 +445
Nov04 040809 363.50 375.50 363.50 375.50 +7.00 2,418 11,688 +1,109
Dec04 040809 357.50 369.50 357.50 369.50 +7.25 751 24,645 +27
Jan05 040809 352.25 364.00 352.25 364.00 +7.00 5 8,130 -5
Feb05 040809 358.25 358.25 358.25 358.25 +6.75 0 3,453 +0
Mar05 040809 350.50 350.50 350.50 350.50 +5.75 0 2,785 +0
Apr05 040809 341.75 341.75 341.75 341.75 +5.00 0 1,250 +0
May05 040809 336.25 336.25 336.25 336.25 +4.75 0 850 +0
Total Volume and Open Interest 42,202 184,887 -3,780
US Dollar Index(NYBOT)
Sep04 040809 88.50 88.66 88.35 88.49 +0.03 4,557 12,105 -48
Dec04 040809 88.85 88.92 88.70 88.74 +0.05 20 2,124 -1
Mar05 040809 88.99 88.99 88.99 88.99 +0.07 0 12 +0
Total Volume and Open Interest 4,577 14,253 -49
Australian Dollar(CME)
Sep04 040809 71.35 71.51 71.32 71.41 +0.31 2,440 30,258 +537
Dec04 040809 70.80 70.80 70.77 70.77 +0.31 29 277 -1
Mar05 040809 70.20 70.20 70.20 70.20 +0.31 0 31 +0
Total Volume and Open Interest 2,469 30,629 +536
British Pound(CME)
Sep04 040809 183.38 183.59 183.20 183.53 +0.02 8,715 69,169 -1,431
Dec04 040809 182.15 182.15 181.80 182.05 +0.02 33 510 +13
Mar05 040809 180.75 180.75 180.75 180.75 +0.02 0 6 +0
Total Volume and Open Interest 8,748 69,686 -1,418
Canadian Dollar(CME)
Sep04 040809 75.95 76.15 75.80 75.91 -0.25 5,995 72,953 +3,596
Dec04 040809 75.90 75.90 75.74 75.84 -0.25 117 4,808 +29
Mar05 040809 75.79 75.82 75.76 75.79 -0.25 1 791 +9
Jun05 040809 75.74 75.74 75.74 75.74 -0.25 1 567 +0
Total Volume and Open Interest 6,114 79,172 +3,634
Japanese Yen(CME)
Sep04 040809 90.32 90.66 90.28 90.57 -0.11 11,750 100,139 -1,766
Dec04 040809 90.68 91.00 90.68 90.99 -0.11 36 10,571 -6
Mar05 040809 91.50 91.50 91.50 91.50 -0.11 0 10 +0
Total Volume and Open Interest 11,786 110,723 -1,772
Swiss Franc(CME)
Sep04 040809 79.69 79.89 79.68 79.88 -0.12 11,439 38,318 -2,589
Dec04 040809 79.95 80.13 79.92 80.13 -0.12 13 164 +12
Mar05 040809 80.40 80.40 80.40 80.40 -0.12 0 6 +0
Total Volume and Open Interest 11,454 38,547 -2,579
EuroFX(CME)
Sep04 040809 122.48 122.75 122.43 122.70 +0.01 18,365 155,094 -2,359
Dec04 040809 122.40 122.63 122.38 122.61 +0.01 258 1,189 -54
Mar05 040809 122.47 122.59 122.47 122.59 +0.01 249 315 +52
Total Volume and Open Interest 18,872 156,690 -2,361
Mexican Peso(CME)
Sep04 040809 8742.0 8760.0 8700.0 8722.0 unch 9,961 55,909 +6,695
Dec04 040809 8625.0 8625.0 8592.0 8592.0 unch 0 1,365 +0
Total Volume and Open Interest 9,961 58,242 +6,695
30-Year T-Bonds(CBOT)
Sep04 040809 110~28 111~02 110~15 110~22 -0~05 372,144 541,533 +13,912
Dec04 040809 109~13 109~18 109~09 109~15 -0~04 3,971 22,677 +731
Mar05 040809 108~13 108~13 108~09 108~10 -0~04 55 216 +53
Total Volume and Open Interest 376,170 564,513 +14,696
Municipal Bonds(CBOT)
Sep04 040809 103~04 103~05 102~30 102~30 -0~06 332 2,912 +121
Dec04 040809 102~08 102~08 102~03 102~03        
10-Year T-Notes(CBOT)
Sep04 040809 112~220 112~265 112~110 112~155 -0~075 1,181,914 1,381,685 +31,876
Dec04 040809 111~150 111~150 111~080 111~085 -0~080 39,715 103,420 +13,306
Total Volume and Open Interest 1,221,638 1,485,407 +45,191
5-Year T-Notes(CBOT)
Sep04 040809 110~280 110~300 110~260 110~265 -0~050 663,962 0 +0
Dec04 040809 110~005 110~005 109~295 109~295 -0~055 9,471 0 +0
Total Volume and Open Interest 673,433    
2 Year T-Notes(CBOT)
Sep04 040809 106~018 106~020 106~013 106~014 -0~010 5,142 189,058 -131
Dec04 040809 105~085 105~085 105~076 105~076 -0~004 0 562 +0
Total Volume and Open Interest 5,142 189,620 -131
Eurodollars(CME)
Sep04 040809 98.170 98.175 98.160 98.165 -0.010 153,350 879,681 -22,038
Dec04 040809 97.875 97.875 97.850 97.855 -0.035 170,951 933,822 +583
Mar05 040809 97.560 97.565 97.530 97.535 -0.045 135,277 849,421 -7,020
Jun05 040809 97.235 97.245 97.210 97.215 -0.045 135,869 667,507 +26,695
Sep05 040809 96.930 96.930 96.900 96.900 -0.050 112,797 570,347 +18,293
Dec05 040809 96.640 96.640 96.600 96.605 -0.055 85,350 442,076 -20,113
Mar06 040809 96.400 96.400 96.365 96.370 -0.055 65,589 377,337 -2,922
Jun06 040809 96.185 96.190 96.155 96.155 -0.050 38,507 220,279 -864
Sep06 040809 96.000 96.000 95.980 95.980 -0.040 40,625 206,831 +4,058
Dec06 040809 95.825 95.835 95.805 95.805 -0.040 27,113 152,535 +65
Mar07 040809 95.670 95.680 95.660 95.660 -0.040 29,591 152,622 -3,319
Jun07 040809 95.530 95.545 95.520 95.520 -0.040 19,730 112,502 -423
Total Volume and Open Interest 1,062,232 6,191,538 -5,435
3-Mth Euro-Yen(CME)
Sep04 040809 99.91 99.91 99.91 99.91 unch 60 7,100 -26
Dec04 040809 99.90 99.90 99.90 99.90 unch 200 7,030 +100
Mar05 040809 99.85 99.85 99.84 99.84 -0.01 149 7,530 +2
Jun05 040809 99.76 99.76 99.76 99.76 -0.01 472 9,437 +921
Sep05 040809 99.66 99.66 99.65 99.65 unch 85 4,422 -141
Dec05 040809 99.53 99.53 99.52 99.52 unch 100 3,053 +20
Mar06 040809 99.39 99.39 99.38 99.38 -0.01 0 1,890 +0
Jun06 040809 99.24 99.24 99.24 99.24 unch 0 1,218 +0
Sep06 040809 99.14 99.14 99.14 99.14 +0.03 0 1,079 +0
Dec06 040809 99.00 99.00 99.00 99.00 +0.03 0 655 +0
Total Volume and Open Interest 1,066 44,353 +666
3-Mth Euro-Yen(SIMEX)
Sep04 040809 99.91 99.92 99.91 99.91 unch 1,715 46,450 +7
Dec04 040809 99.90 99.91 99.90 99.90 unch 662 60,601 -96
Mar05 040809 99.85 99.86 99.84 99.85 +0.01 5,537 60,817 -2,444
Jun05 040809 99.76 99.77 99.76 99.77 +0.03 2,788 61,678 +7
Sep05 040809 99.65 99.66 99.64 99.65 +0.03 418 44,545 -106
Dec05 040809 99.53 99.54 99.52 99.53 +0.04 533 39,960 +54
Mar06 040809 99.40 99.40 99.39 99.40 +0.04 404 28,454 +89
Jun06 040809 99.27 99.27 99.27 99.27 +0.03 0 14,825 -100
Total Volume and Open Interest 12,158 374,479 -2,488
German Euro-Bund(EUREX)
Sep04 040809 115.58 115.59 115.44 115.56 -0.02 1,120,389 1,227,437 +88,056
Dec04 040809 114.59 114.60 114.50 114.60 -0.01 7,675 24,265 +2,301
Mar05 040809 113.86 113.86 113.86 113.86 -0.02 1,463 7 +0
Total Volume and Open Interest 1,129,527 1,251,709 +90,357
German Euro-Bobl(EUREX)
Sep04 040809 111.90 111.90 111.77 111.88 -0.02 807,998 802,705 +77,267
Dec04 040809 110.90 110.98 110.90 110.98 unch 2,754 10,015 +1,719
Mar05 040809 110.48 110.48 110.48 110.48 -0.02 101 0 +0
Total Volume and Open Interest 810,853 812,720 +78,986
Long Gilt(LIFFE)
Sep04 040809 107~06 107~06 106~28 106~30 -0~08 78,150 206,627 -13,324
Dec04 040809 106~19 106~21 106~19 106~21 -0~09      
Total Volume and Open Interest 78,150 206,627 -13,324
3-Mth Short Sterling(LIFFE)
Sep04 040809 94.99 94.99 94.97 94.98 -0.01 70,775 212,671 -2,864
Dec04 040809 94.90 94.90 94.85 94.86 -0.04 132,819 262,806 -16,761
Mar05 040809 94.83 94.84 94.76 94.78 -0.05 110,679 196,104 -18,160
Total Volume and Open Interest 525,254 1,237,090 -59,264
3-Mth Euribor(LIFFE)
Sep04 040809 97.875 97.875 97.870 97.870 -0.010 97,020 539,527 +5,770
Dec04 040809 97.815 97.815 97.800 97.810 -0.010 230,385 574,644 -316
Mar05 040809 97.675 97.680 97.655 97.670 -0.010 254,283 459,353 +4,555
Total Volume and Open Interest 1,043,226 2,926,665 -25,226
3-Mth Aus T-Bills(SFE)
Sep04 040809 94.59 94.60 94.53 94.55 +0.01 18,060 105,347 +9,542
Dec04 040809 94.54 94.55 94.45 94.48 +0.03 26,286 130,270 +17,099
Mar05 040809 94.49 94.50 94.39 94.41 +0.03 3,729 55,563 +3,176
Jun05 040809 94.47 94.47 94.36 94.37 +0.03 790 34,169 -450
Sep05 040809 94.41 94.43 94.34 94.34 +0.04 742 19,139 +518
Dec05 040809 94.36 94.36 94.30 94.31 +0.05 152 14,891 -43
Mar06 040809 94.28 94.28 94.28 94.28 +0.06 12 11,220 +12
Jun06 040809 94.24 94.24 94.24 94.24 +0.07 57 7,009 +57
Sep06 040809 94.20 94.20 94.20 94.20 +0.08 0 2,917 +0
Dec06 040809 94.16 94.16 94.16 94.16 +0.09 0 1,813 +0
Total Volume and Open Interest 49,828 385,770 +29,910
10-Year Aus T-Bonds(SFE)
Sep04 040809 94.43 94.44 94.39 94.39 -0.08 13,791 188,857 -897
Dec04 040809 94.43 94.43 94.43 94.43 +0.08      
Total Volume and Open Interest 69,709 360,541 +21,520
3-Year Aus T-Bonds(SFE)
Sep04 040809 94.70 94.71 94.61 94.63 +0.05 50,686 360,541 +21,520
Dec04 040809 94.63 94.63 94.63 94.63 +0.05      
Total Volume and Open Interest 50,686 360,541 +21,520
Gold(CMX)
Aug04 040809 400.0 400.7 398.5 400.7 +0.9 132 966 -44
Oct04 040809 400.5 401.8 399.1 401.7 +0.9 2,397 19,408 -263
Dec04 040809 401.3 403.2 400.3 403.0 +0.9 61,516 145,605 +2,258
Feb05 040809 403.0 404.5 403.0 404.5 +0.9 392 9,049 +140
Apr05 040809 404.6 406.0 404.6 406.0 +0.9 825 4,533 -46
Jun05 040809 407.7 407.7 407.7 407.7 +0.9 23 14,174 +8
Aug05 040809 409.5 409.5 409.5 409.5 +0.9 15 3,081 -15
Oct05 040809 411.4 411.4 411.4 411.4 +0.9 10 290 +9
Dec05 040809 413.3 413.3 413.3 413.3 +0.9 22 6,562 -1
Feb06 040809 415.4 415.4 415.4 415.4 +0.9 0 843 -10
Apr06 040809 417.5 417.5 417.5 417.5 +0.9 0 485 +0
Jun06 040809 419.7 419.7 419.7 419.7 +0.9 2 7,771 +2
Total Volume and Open Interest 65,334 219,618 +2,036
Silver(CMX)
Sep04 040809 671.5 678.0 658.0 673.7 -3.8 14,170 60,798 -622
Dec04 040809 676.0 680.0 660.0 677.2 -3.7 3,262 24,335 +731
Mar05 040809 665.0 684.0 665.0 680.5 -3.7 262 5,690 +203
May05 040809 668.0 682.6 668.0 682.6 -3.6 4 1,121 +3
Jul05 040809 690.0 690.0 684.8 684.8 -3.6 52 1,921 -50
Sep05 040809 686.3 686.3 686.3 686.3 -3.6 0 98 +0
Dec05 040809 680.0 688.6 673.0 688.6 -3.6 296 2,867 -137
Total Volume and Open Interest 18,065 98,325 +141
Platinum(NYM)
Oct04 040809 836.0 836.0 828.5 835.8 +3.8 485 5,474 -3
Jan05 040809 829.8 829.8 829.8 829.8 +3.8 2 13 +2
Total Volume and Open Interest 487 5,487 -1
Palladium(NYME)
Sep04 040809 216.00 217.00 214.00 215.75 +1.75 382 7,250 -93
Dec04 040809 216.00 220.00 216.00 217.65 +1.90 163 1,184 +86
Mar05 040809 219.65 219.65 219.65 219.65 +1.90 0 12 +0
Total Volume and Open Interest 545 8,446 -7
Copper(CMX)
Sep04 040809 125.80 125.80 123.10 124.15 -3.65 6,881 38,523 -2,713
Dec04 040809 124.00 124.10 122.30 123.10 -3.00 3,375 19,199 +1,826
Mar05 040809 120.20 120.30 119.60 119.60 -2.60 37 2,675 -4
May05 040809 117.50 117.50 117.00 117.00 -2.60 16 462 +13
Jul05 040809 114.50 114.50 114.50 114.50 -2.50 8 830 +4
Total Volume and Open Interest 10,697 70,191 -769
DJIA Index(CBOT)
Sep04 040809 9812 9843 9795 9800 unch 10,225 42,400 +819
Dec04 040809 9810 9830 9793 9793 unch 316 1,190 +289
Mar05 040809 9798 9798 9798 9798 unch 0 1 +0
Total Volume and Open Interest 10,541 43,591 +1,108
S & P 500(CME)
Sep04 040809 1064.00 1069.20 1063.20 1064.30 +0.70 54,177 554,337 -6,245
Dec04 040809 1064.20 1067.00 1064.20 1064.30 +0.80 10,303 36,134 +9,024
Mar05 040809 1065.50 1065.50 1064.70 1064.70 +0.80 50 637 +50
Jun05 040809 1067.40 1067.40 1067.40 1067.40 +0.80 0 269 +0
Total Volume and Open Interest 64,530 591,438 +2,829
S & P 500 E-Mini(Globex)
Sep04 040809 1064.25 1069.25 1062.50 1064.25 +0.75 896,597 639,607 +30,511
Dec04 040809 1067.50 1068.25 1063.00 1064.25 +0.75 2,302 48,489 +410
Total Volume and Open Interest 898,899 688,096 +30,921
NASDAQ 100(CME)
Sep04 040809 1322.00 1327.00 1315.50 1320.50 +3.00 14,834 68,190 +1,748
Dec04 040809 1325.50 1325.50 1325.50 1325.50 +3.00 0 2,322 +0
Mar05 040809 1330.50 1330.50 1330.50 1330.50 +3.00 0 3 +0
Total Volume and Open Interest 14,834 70,515 +1,748
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040809 1320.0 1327.0 1315.5 1320.5 +3.0 400,335 235,702 +7,663
Dec04 040809 1322.0 1332.0 1322.0 1325.5 +3.0 60 4,859 +15
Total Volume and Open Interest 400,395 240,561 +7,678
S & P Midcap 400(CME)
Sep04 040809 553.25 555.25 551.50 553.25 +1.75 453 13,533 -81
Dec04 040809 553.00 553.00 553.00 553.00 +1.75      
Mar05 040809 553.00 553.00 553.00 553.00 +1.75      
Total Volume and Open Interest 453 13,533 -81
Russell 2000(CME)
Sep04 040809 521.00 521.60 516.25 517.40 -2.10 2,412 31,253 +1,197
Dec04 040809 517.40 517.40 517.40 517.40 -2.10      
Mar05 040809 517.40 517.40 517.40 517.40 -2.10      
Total Volume and Open Interest 2,412 31,253 +1,197
Value Line(KCBT)
Sep04 040809 1460.00 1460.00 1460.00 1460.00 +0.50 2 54 -1
Total Volume and Open Interest 2 54 -1
Nikkei 225(CME)
Sep04 040809 10860 10900 10840 10860 +120 7,679 33,197 +1,233
Dec04 040809 10860 10860 10860 10860 +120 4 34 -1
Total Volume and Open Interest 7,683 33,231 +1,232
Nikkei 225(SIMEX)
Sep04 040809 10750 10920 10740 10900 -110 20,400 143,325 -693
Dec04 040809 10865 10865 10865 10865 -110      
Mar05 040809 10860 10860 10860 10860 -110 0 1 +0
Total Volume and Open Interest 20,400 143,327 -693
CAC 40(MATIF)
Aug04 040809 3522.0 3538.5 3487.0 3502.5 -32.0 81,317 317,641 +11,835
Sep04 040809 3533.5 3542.5 3493.5 3508.5 -32.5 930 149,035 +460
Oct04 040809 3511.5 3511.5 3511.5 3511.5 -32.0      
Total Volume and Open Interest 48,435 479,094 +12,295
DAX Index(EUREX)
Sep04 040809 3737.5 3745.0 3672.5 3694.0 -30.0 134,997 165,615 +11,084
Dec04 040809 3763.0 3763.0 3692.5 3714.0 -30.0 784 5,572 +225
Mar05 040809 3774.5 3777.5 3722.5 3734.0 -30.5 242 6,657 +106
Total Volume and Open Interest 136,023 177,844 +11,415
FT-SE 100(LIFFE)
Sep04 040809 4336.00 4345.00 4282.50 4303.50 -33.50 80,152 455,458 +2,025
Dec04 040809 4356.00 4356.00 4330.00 4334.50 -34.00 4,264 35,764 +3,561
Mar05 040809 4338.00 4338.00 4338.00 4338.00 -34.00 1,500 7,184 +1,500
Total Volume and Open Interest 85,916 503,906 +7,086
SPI 200(SFE)
Sep04 040809 3497.0 3497.0 3479.0 3494.0 -20.0 9,779 152,899 -2,175
Dec04 040809 3499.0 3506.0 3491.0 3505.0 -21.0 84 5,589 +11
Mar05 040809 3503.0 3515.0 3503.0 3515.0 -22.0 0 2,153 -30
Total Volume and Open Interest 9,863 163,808 -2,204
GSCI(CME)
Aug04 040809 307.45 309.00 306.50 309.00 +4.60 3,500 13,489 -3,439
Sep04 040809 307.45 309.70 307.45 309.70 +4.80 3,024 3,721 +3,375
Oct04 040809 310.00 310.00 310.00 310.00 +5.00      
Total Volume and Open Interest 6,524 17,210 -64
Reuters CRB Index(NYBOT)
Nov04 040809 270.75 271.95 270.50 271.90 +0.65 77 154 +24
Jan05 040809 271.50 272.40 271.50 272.40 +0.65 0 102 +0
Feb05 040809 271.40 271.40 271.40 271.40 +0.65 0 1 +0
Total Volume and Open Interest 156 426 -15
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

Login

Main Menu

MRCI Online

Free Links

Newsflash

An options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.

MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility
levels onto a graph depicting "normal" levels and seasonal trends throughout the year.

MRCI's Implied Volatility Report, (as shown below) apprises options traders of whether and by how much volatility may be greater or lesser than average.

MRCI ONLINE subscribers & Free Trial Guests can automatically receive a copy of this report via email each night! Join this list!