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 Fri February 24, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060224 578.00 578.75 573.75 577.25 +5.50 18,826 42,982 -6,935
May06 060224 591.00 592.00 586.50 590.25 +5.50 41,743 175,340 +3,789
Jul06 060224 601.50 602.50 597.75 601.50 +5.75 5,979 80,456 -305
Aug06 060224 602.50 606.00 602.00 604.00 +5.00 322 4,833 +8
Sep06 060224 606.50 608.00 604.50 607.00 +5.50 173 2,391 +111
Nov06 060224 613.00 615.00 610.00 614.00 +6.50 2,222 55,537 +63
Jan07 060224 617.50 620.50 617.00 620.00 +6.00 50 1,821 +3
Total Volume and Open Interest 69,373 368,123 -3,251
Soybean Meal(CBOT)
Mar06 060224 176.00 176.50 175.00 175.50 +0.70 13,854 17,812 -4,705
May06 060224 177.50 178.20 176.70 177.30 +0.60 19,833 52,851 +3,332
Jul06 060224 180.50 181.00 179.50 179.80 +0.20 4,711 30,698 +372
Aug06 060224 181.80 182.50 181.00 181.00 +0.10 484 9,173 +173
Sep06 060224 183.50 183.50 181.70 181.80 -0.20 541 7,096 +319
Oct06 060224 183.00 183.50 181.50 181.50 -0.10 414 5,298 +207
Dec06 060224 185.00 185.00 183.20 183.50 unch 1,415 15,448 +316
Jan07 060224 185.50 185.50 184.20 184.30 -0.10 43 415 +39
Total Volume and Open Interest 41,302 139,060 +60
Soybean Oil(CBOT)
Mar06 060224 22.95 23.12 22.85 22.96 +0.20 9,664 18,716 -2,059
May06 060224 23.38 23.57 23.25 23.37 +0.23 14,375 92,157 +2,806
Jul06 060224 23.75 23.90 23.62 23.74 +0.24 2,483 40,973 +1,167
Aug06 060224 23.95 23.99 23.82 23.88 +0.24 116 4,479 +94
Sep06 060224 23.96 24.15 23.96 24.02 +0.23 17 4,458 -3
Oct06 060224 24.18 24.18 24.18 24.18 +0.23 0 3,243 +0
Dec06 060224 24.68 24.68 24.45 24.47 +0.27 786 16,991 +48
Jan07 060224 24.65 24.65 24.62 24.65 +0.25 0 586 +0
Total Volume and Open Interest 27,454 182,932 +2,066
Canola(WCE)
Mar06 060224 243.5 245.4 241.2 242.2 -0.7 5,364 10,014 -1,714
May06 060224 251.2 253.5 249.5 250.1 -0.7 5,630 48,767 +2,725
Jul06 060224 262.1 262.4 257.9 258.2 +0.6 363 17,423 +145
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060224 276.0 276.5 273.5 274.7 -0.2 107 9,674 -60
Total Volume and Open Interest 11,464 86,497 +1,096
Corn(CBOT)
Mar06 060224 224.50 228.00 224.25 227.75 +4.75 60,844 106,700 -18,100
May06 060224 235.50 239.25 235.25 238.75 +5.00 94,820 479,521 +25,528
Jul06 060224 244.50 248.50 244.50 248.00 +5.00 20,112 175,781 +2,792
Sep06 060224 252.00 254.75 251.75 254.25 +4.50 1,401 37,358 +354
Dec06 060224 261.00 264.50 261.00 264.25 +4.50 10,308 209,644 +1,381
Mar07 060224 267.50 270.00 267.00 269.75 +3.75 974 22,177 +220
Total Volume and Open Interest 189,359 1,074,373 +12,636
Wheat(CBOT)
Mar06 060224 369.00 370.00 363.50 368.25 +2.00 18,909 24,195 -9,311
May06 060224 380.50 382.50 375.50 380.00 +2.50 34,100 221,314 +9,025
Jul06 060224 390.00 392.00 385.00 389.75 +2.75 14,084 77,064 +1,649
Sep06 060224 399.00 401.00 395.50 400.00 +2.50 751 9,566 +403
Dec06 060224 411.50 413.00 407.00 411.50 +2.00 4,294 49,338 +803
Total Volume and Open Interest 74,488 397,017 +3,574
Wheat(KCBT)
Mar06 060224 435.00 437.50 429.00 434.00 unch 7,218 16,954 -4,561
May06 060224 440.00 445.00 437.25 439.50 +0.50 8,407 53,588 +2,674
Jul06 060224 444.00 447.50 438.50 444.25 +2.75 6,250 46,398 -127
Sep06 060224 447.00 451.00 443.00 445.00 unch 508 7,791 -45
Dec06 060224 451.50 455.00 448.00 450.00 +1.00 452 17,286 -12
Total Volume and Open Interest 22,970 143,953 -2,008
Wheat(MGE)
Mar06 060224 416.50 419.50 414.00 418.00 +2.25 3,366 3,986 -2,427
May06 060224 425.50 428.00 424.00 426.25 +2.00 3,814 18,203 +812
Jul06 060224 431.00 435.00 431.00 433.25 +2.75 2,365 11,535 +961
Sep06 060224 434.00 438.00 434.00 437.75 +4.75 869 6,088 +214
Dec06 060224 440.00 443.50 439.50 443.25 +3.25 977 7,760 +618
Total Volume and Open Interest 11,399 47,896 +186
Oats(CBOT)
Mar06 060224 190.50 190.75 188.00 189.50 +0.50 799 1,378 -697
May06 060224 195.75 196.00 192.00 194.75 -0.25 1,595 7,885 +500
Jul06 060224 185.50 190.00 185.50 188.75 +2.75 181 748 +63
Sep06 060224 176.00 176.00 176.00 176.00 +3.00 1 128 +1
Total Volume and Open Interest 2,634 11,584 -118
Rough Rice(CBOT)
Mar06 060224 8.25 8.32 8.25 8.28 +0.09 1,028 2,351 -1,065
May06 060224 8.53 8.62 8.52 8.58 +0.09 1,203 6,012 +419
Jul06 060224 8.81 8.85 8.78 8.80 +0.06 211 1,785 +3
Sep06 060224 8.95 8.95 8.87 8.90 unch 15 561 +2
Total Volume and Open Interest 2,572 12,535 -761
Live Cattle(CME)
Feb06 060224 90.650 90.650 89.950 90.075 -0.700 5,124 4,469 -2,805
Apr06 060224 87.475 87.750 86.950 87.000 -0.475 14,965 107,908 +60
Jun06 060224 82.650 82.950 82.000 82.125 -0.600 6,687 52,040 +242
Aug06 060224 82.475 82.500 81.825 82.100 -0.275 1,986 27,206 +422
Oct06 060224 85.800 86.050 85.250 85.425 -0.475 1,335 13,205 +417
Dec06 060224 87.100 87.125 86.575 86.650 -0.525 383 6,090 +262
Total Volume and Open Interest 30,513 212,681 -1,385
Feeder Cattle(CME)
Mar06 060224 106.950 106.975 105.950 106.200 -0.750 1,734 7,739 -504
Apr06 060224 107.550 107.700 106.600 106.725 -0.925 1,724 13,807 -37
May06 060224 108.200 108.300 107.200 107.450 -0.800 1,496 7,572 +16
Aug06 060224 109.250 109.250 108.200 108.475 -0.850 337 4,739 +61
Sep06 060224 108.100 108.100 107.250 108.000 -0.300 35 540 +15
Oct06 060224 107.600 107.600 106.750 106.900 -0.500 20 485 +6
Nov06 060224 106.950 106.950 106.250 106.650 -0.500 7 199 +4
Total Volume and Open Interest 5,353 35,087 -439
Lean Hogs(CME)
Apr06 060224 61.950 62.000 61.000 61.425 -0.525 8,507 84,854 +172
May06 060224 67.900 67.900 66.950 67.375 -0.525 250 4,513 +93
Jun06 060224 70.100 70.225 69.350 69.825 -0.475 5,102 35,680 +761
Jul06 060224 68.450 68.550 67.700 68.175 -0.300 2,037 11,833 +567
Aug06 060224 65.950 66.050 65.300 66.000 -0.100 710 6,995 +265
Oct06 060224 56.500 56.750 56.425 56.575 -0.250 155 3,121 +27
Dec06 060224 54.250 54.600 54.150 54.175 -0.175 132 2,174 -17
Feb07 060224 56.700 56.700 56.400 56.675 -0.025 22 277 +18
Total Volume and Open Interest 16,915 149,459 +1,886
Pork Bellies(CME)
Mar06 060224 86.200 88.300 86.200 88.275 +2.175 210 501 -53
May06 060224 87.000 89.250 87.000 89.125 +2.200 496 1,015 -22
Jul06 060224 88.000 89.850 88.000 89.850 +1.850 21 317 -1
Aug06 060224 86.000 86.000 86.000 86.000 +0.500 0 39 +0
Feb07 060224 84.000 84.000 84.000 84.000        
Class III Milk(CME)
Feb06 060224 12.21 12.21 12.16 12.19 +0.07 1 2,122 +1
Mar06 060224 11.00 11.30 10.98 11.08 +0.10 72 2,711 -43
Apr06 060224 10.96 11.00 10.90 10.95 unch 138 2,858 +8
May06 060224 10.92 11.00 10.90 10.90 -0.04 128 2,658 +46
Jun06 060224 10.96 11.08 10.91 10.91 -0.06 124 2,686 +23
Total Volume and Open Interest 1,279 30,332 +353
Cocoa(NYBOT)
Mar06 060224 1449 1460 1447 1447 -1 37 305 -73
May06 060224 1450 1465 1450 1459 +5 4,633 52,475 -570
Jul06 060224 1481 1484 1473 1480 +3 629 16,917 +218
Sep06 060224 1497 1505 1496 1502 +4 395 16,458 +91
Dec06 060224 1527 1530 1522 1529 +4 309 11,691 +158
Mar07 060224 1554 1554 1554 1554 +4 16 13,109 -8
May07 060224 1573 1573 1573 1573 +5 10 2,720 +0
Total Volume and Open Interest 6,030 123,497 -184
Coffee "C"(NYBOT)
Mar06 060224 112.00 113.00 110.75 110.95 unch 161 1,067 -254
May06 060224 113.35 114.75 112.25 112.80 -0.05 12,825 66,530 -275
Jul06 060224 115.75 117.20 115.00 115.20 -0.05 3,890 12,643 -276
Sep06 060224 117.90 119.00 117.00 117.20 +0.10 337 6,435 +150
Dec06 060224 120.70 121.50 119.85 119.85 +0.15 298 4,575 +31
Mar07 060224 123.00 123.00 122.65 122.65 +0.35 78 2,248 +64
Total Volume and Open Interest 17,590 94,591 -560
Orange Juice(NYBOT)
Mar06 060224 130.00 132.90 129.80 132.75 +2.35 1,250 8,334 -556
May06 060224 129.90 132.85 129.70 132.65 +2.50 1,803 20,590 +255
Jul06 060224 129.00 131.75 129.00 131.75 +2.50 215 3,811 +98
Sep06 060224 130.25 130.50 129.90 130.40 +1.95 200 1,532 +0
Nov06 060224 127.25 129.50 127.25 129.40 +1.70 7 1,126 +7
Total Volume and Open Interest 3,475 37,020 -196
Sugar #11(NYBOT)
Mar06 060224 17.80 17.80 17.40 17.62 +0.12 15,340 28,204 -6,384
May06 060224 18.00 18.00 17.50 17.80 +0.16 32,503 229,892 +399
Jul06 060224 17.20 17.25 16.90 17.21 +0.17 5,798 84,175 +363
Oct06 060224 16.95 16.98 16.75 16.95 +0.13 3,747 58,842 +552
Mar07 060224 16.82 16.92 16.60 16.85 +0.13 4,571 43,821 -113
Total Volume and Open Interest 63,133 483,589 -5,382
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060224 23.40 23.40 22.95 22.99 -0.41 479 4,796 +336
Jul06 060224 23.35 23.35 23.19 23.19 -0.35 68 4,484 +6
Sep06 060224 23.35 23.35 23.00 23.19 -0.31 197 2,192 +23
Nov06 060224 22.25 22.25 22.25 22.25 -0.50 1 917 +0
Total Volume and Open Interest 745 14,679 +365
London Cocoa(LCE)
Mar06 060224 859 867 854 863 +4 4,729 52,585 -1,135
May06 060224 876 883 871 880 +4 2,705 34,339 -217
Jul06 060224 889 895 884 892 +3 1,032 36,386 -465
Sep06 060224 904 911 900 908 +3 397 23,592 +212
Dec06 060224 917 925 916 922 +3 157 24,436 +52
Mar07 060224 926 931 920 928 +3 208 9,881 -4
May07 060224 932 938 932 938 +3 5 608 +5
Total Volume and Open Interest 9,243 181,923 -1,542
London Coffee(LCE)
Mar06 060224 1188.00 1197.00 1187.00 1191.00 -1.00 7,936 16,676 -6,354
May06 060224 1202.00 1212.00 1201.00 1207.00 -1.00 14,579 77,711 -1,438
Jul06 060224 1211.00 1220.00 1210.00 1214.00 unch 2,653 18,692 +1,178
Sep06 060224 1224.00 1224.00 1217.00 1219.00 +2.00 1,172 9,217 +532
Nov06 060224 1225.00 1225.00 1225.00 1225.00 +2.00 31 647 +7
Jan07 060224 1231.00 1231.00 1229.00 1229.00 unch 23 223 +0
Total Volume and Open Interest 26,402 123,220 -6,067
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060224 444.10 453.00 442.00 452.50 +6.50 4,762 32,196 -30
Aug06 060224 442.10 450.50 440.00 450.50 +6.70 1,987 16,933 +504
Oct06 060224 439.90 448.00 438.50 448.00 +6.70 531 10,554 +100
Dec06 060224 434.30 441.00 433.80 440.50 +6.20 150 3,900 -68
Total Volume and Open Interest 7,788 68,812 +754
Cotton(NYBOT)
Mar06 060224 57.60 57.65 56.90 56.92 -0.46 510 3,402 -215
May06 060224 57.15 57.60 56.55 56.61 -0.41 4,653 96,872 -418
Jul06 060224 58.60 58.60 57.60 57.63 -0.47 973 12,001 +391
Oct06 060224 59.50 59.50 59.50 59.50 unch 0 263 +0
Dec06 060224 60.60 60.60 60.15 60.30 unch 268 8,234 +82
Mar07 060224 61.70 61.70 61.60 61.60 unch 27 1,730 +5
Total Volume and Open Interest 6,476 124,043 -120
Lumber(CME)
Mar06 060224 337.0 341.0 336.0 341.0 +4.3 450 1,667 -79
May06 060224 341.0 345.0 340.5 343.1 +2.3 405 2,630 +6
Jul06 060224 342.5 346.4 342.5 346.4 +3.0 12 435 -12
Sep06 060224 348.7 351.1 348.7 351.1 +2.5 10 131 +4
Total Volume and Open Interest 878 4,877 -80
Crude Oil(NYM)
Apr06 060224 61.70 63.25 61.70 62.91 +2.37 122,119 266,314 +2,024
May06 060224 63.25 64.50 63.15 64.14 +2.10 80,817 108,771 +9,750
Jun06 060224 64.30 65.45 64.24 65.03 +1.94 38,806 84,169 +3,563
Jul06 060224 64.95 66.00 64.95 65.73 +1.87 11,853 33,838 +2,562
Aug06 060224 65.60 66.25 65.60 66.24 +1.81 6,364 22,305 +880
Sep06 060224 66.50 66.90 66.35 66.63 +1.74 6,934 23,522 +1,528
Oct06 060224 66.95 67.30 66.95 66.96 +1.68 4,106 21,789 +823
Nov06 060224 67.50 67.50 67.24 67.24 +1.63 715 14,220 -71
Dec06 060224 67.00 67.65 66.80 67.48 +1.59 12,368 73,945 +1,227
Jan07 060224 67.25 67.75 67.25 67.69 +1.57 1,026 16,948 +543
Feb07 060224 67.75 67.88 67.65 67.88 +1.55 1,299 5,098 +474
Mar07 060224 68.00 68.02 68.00 68.02 +1.53 581 8,020 +143
Apr07 060224 68.13 68.13 68.13 68.13 +1.51 850 7,047 +275
May07 060224 68.19 68.19 68.19 68.19 +1.49 511 3,392 +301
Jun07 060224 68.00 68.23 67.90 68.23 +1.47 1,441 28,078 -6,525
Jul07 060224 68.23 68.23 68.23 68.23 +1.45 17 3,594 +0
Total Volume and Open Interest 296,109 920,701 +19,519
Heating Oil(NYM)
Mar06 060224 169.50 173.50 169.50 172.67 +6.41 23,138 20,496 -5,856
Apr06 060224 171.75 175.05 170.75 174.26 +6.49 23,797 67,545 +2,523
May06 060224 172.25 176.90 172.00 176.01 +6.34 6,241 24,571 +1,790
Jun06 060224 173.50 178.50 173.50 177.61 +6.19 1,914 14,800 +215
Jul06 060224 176.00 179.90 176.00 179.66 +5.89 1,142 9,287 +530
Aug06 060224 182.50 182.50 181.95 182.11 +5.79 855 5,755 +615
Sep06 060224 184.56 184.56 184.56 184.56 +5.69 100 3,887 +88
Oct06 060224 187.36 187.36 187.36 187.36 +5.59 170 2,107 +92
Nov06 060224 189.50 190.50 189.50 190.21 +5.44 6 1,877 +5
Dec06 060224 191.50 193.00 191.50 192.61 +5.29 1,061 8,760 +342
Jan07 060224 194.75 195.20 194.75 194.76 +5.19 274 6,504 +19
Feb07 060224 195.60 196.60 195.46 195.46 +5.14 14 1,093 -10
Total Volume and Open Interest 59,027 171,705 +601
Unleaded Gas(NYM)
Mar06 060224 153.00 155.75 151.00 155.06 +3.72 18,987 19,582 -4,805
Apr06 060224 159.00 161.50 158.00 160.87 +3.56 22,898 65,388 +757
May06 060224 162.50 166.00 162.00 165.72 +4.21 6,402 29,883 +1,112
Jun06 060224 167.00 169.57 167.00 169.57 +4.51 2,221 15,268 -57
Jul06 060224 171.00 172.50 169.50 172.47 +4.61 951 6,226 -3
Aug06 060224 174.00 174.50 172.50 173.87 +4.71 629 5,761 +15
Sep06 060224 170.50 173.87 170.50 173.87 +4.81 1,953 6,967 +15
Oct06 060224 166.75 168.27 166.75 168.27 +4.86 581 3,622 -225
Nov06 060224 166.67 166.67 166.67 166.67 +4.86 100 1,224 -52
Dec06 060224 164.00 166.17 164.00 166.17 +4.86 130 1,402 -50
Jan07 060224 167.42 167.42 167.42 167.42 +4.86 0 1,014 +0
Total Volume and Open Interest 54,852 156,337 -3,293
Natural Gas(NYM)
Mar06 060224 7.320 7.550 6.900 7.112 -0.346 56,388 32,893 -20,796
Apr06 060224 7.450 7.630 7.225 7.313 -0.230 27,639 79,728 +2,010
May06 060224 7.580 7.760 7.450 7.475 -0.228 10,127 49,940 -172
Jun06 060224 7.740 7.880 7.550 7.625 -0.218 2,285 25,322 -84
Jul06 060224 7.870 8.050 7.760 7.760 -0.213 1,200 19,860 +156
Aug06 060224 7.980 8.100 7.845 7.845 -0.208 1,345 21,838 -453
Sep06 060224 8.060 8.170 7.920 7.920 -0.203 1,646 17,537 +506
Oct06 060224 8.120 8.280 8.015 8.015 -0.203 6,971 34,201 -863
Nov06 060224 9.160 9.250 9.045 9.045 -0.183 5,950 36,947 +1,285
Dec06 060224 10.140 10.220 10.035 10.035 -0.173 2,707 20,137 +608
Jan07 060224 10.750 10.900 10.695 10.695 -0.173 6,294 38,801 +249
Feb07 060224 10.800 10.850 10.700 10.700 -0.168 552 14,826 +15
Mar07 060224 10.600 10.660 10.500 10.500 -0.168 6,042 20,245 +757
Apr07 060224 8.740 8.850 8.670 8.670 -0.148 2,727 15,082 +1,830
May07 060224 8.580 8.600 8.400 8.471 -0.137 180 14,298 +12
Jun07 060224 8.660 8.670 8.531 8.531 -0.137 95 6,320 -56
Total Volume and Open Interest 137,760 614,623 -15,202
Brent Crude Oil(ICE)
Apr06 060224 60.85 62.87 60.80 62.60 +2.06 73,042 91,078 -10,734
May06 060224 61.76 63.60 61.69 63.36 +1.93 44,897 97,650 -795
Jun06 060224 62.65 64.25 62.49 64.06 +1.90 25,337 49,882 +876
Jul06 060224 63.19 64.60 62.73 64.60 +1.85 4,693 19,207 +628
Aug06 060224 63.68 65.04 63.65 65.04 +1.84 1,497 10,003 +3
Sep06 060224 64.50 65.42 64.28 65.42 +1.82 2,075 9,694 +63
Oct06 060224 64.82 65.80 64.82 65.74 +1.79 1,526 11,828 +1,140
Nov06 060224 65.09 66.07 65.09 65.98 +1.74 1,372 6,965 -394
Dec06 060224 64.98 66.28 64.90 65.96 +1.46 8,106 31,917 +333
Jan07 060224 65.89 66.42 65.89 66.42 +1.68 1,617 8,889 +203
Feb07 060224 66.63 66.63 66.63 66.63 +1.67 1,000 5,436 +997
Mar07 060224 66.79 66.79 66.79 66.79 +1.65 550 4,425 +200
Apr07 060224 66.88 66.88 66.88 66.88 +1.64 0 200 +0
May07 060224 66.93 66.93 66.93 66.93 +1.64      
Total Volume and Open Interest 167,802 395,463 -7,136
Gas Oil(ICE)
Mar06 060224 529.25 549.25 527.50 540.75 +12.25 21,690 57,396 -493
Apr06 060224 534.50 552.75 532.50 545.50 +11.75 15,227 53,646 +1,419
May06 060224 540.75 557.75 538.50 551.25 +11.50 5,160 20,936 +1,432
Jun06 060224 546.75 564.75 545.50 557.25 +10.75 2,748 24,579 +970
Jul06 060224 558.00 568.00 558.00 564.75 +10.50 542 13,201 -145
Aug06 060224 561.00 575.50 561.00 572.00 +10.00 450 4,935 +170
Sep06 060224 581.25 581.25 579.00 579.00 +9.75 350 5,815 +237
Oct06 060224 579.75 589.50 579.75 586.00 +9.75 150 8,058 +0
Nov06 060224 585.25 590.00 585.25 590.00 +9.00 50 2,915 -50
Dec06 060224 586.00 597.00 584.75 593.75 +9.00 1,006 26,375 +760
Total Volume and Open Interest 47,673 238,326 +4,550
US Dollar Index(NYBOT)
Mar06 060224 90.36 90.67 90.23 90.58 +0.23 4,699 29,915 +81
Jun06 060224 90.06 90.23 89.90 90.20 +0.22 153 2,407 +42
Sep06 060224 89.83 89.83 89.83 89.83 +0.20 0 8 +0
Total Volume and Open Interest 4,852 32,342 +123
Australian Dollar(CME)
Mar06 060224 73.96 74.00 73.89 73.90 +0.06 4,480 62,824 -460
Jun06 060224 73.77 73.77 73.77 73.77 +0.06 33 1,819 +29
Sep06 060224 73.69 73.69 73.69 73.69 +0.06 0 19 +0
Total Volume and Open Interest 4,513 64,805 -431
British Pound(CME)
Mar06 060224 174.84 175.06 174.28 174.53 -0.65 4,064 95,844 -2,827
Jun06 060224 175.02 175.02 174.40 174.73 -0.65 4 2,317 -24
Sep06 060224 174.97 174.97 174.93 174.93 -0.65 0 44 +0
Total Volume and Open Interest 4,068 98,208 -2,851
Canadian Dollar(CME)
Mar06 060224 86.86 87.18 86.63 87.12 +0.34 5,636 108,172 -615
Jun06 060224 87.06 87.36 86.92 87.36 +0.34 85 4,140 +82
Sep06 060224 87.25 87.57 87.25 87.57 +0.34 236 730 +217
Dec06 060224 87.45 87.78 87.45 87.78 +0.34 0 205 +0
Total Volume and Open Interest 5,957 113,366 -316
Japanese Yen(CME)
Mar06 060224 85.64 85.90 85.57 85.72 +0.18 14,509 170,309 -9,256
Jun06 060224 86.83 87.05 86.74 86.84 +0.18 1,814 26,446 +3,748
Sep06 060224 87.90 87.90 87.90 87.90 +0.18 5 299 +1
Total Volume and Open Interest 16,328 197,092 -5,499
Swiss Franc(CME)
Mar06 060224 76.30 76.42 75.97 76.02 -0.51 6,921 120,510 +3,076
Jun06 060224 77.09 77.09 76.76 76.78 -0.51 0 3,021 +0
Sep06 060224 77.42 77.42 77.42 77.42 -0.51 0 25 +0
Total Volume and Open Interest 6,921 123,602 +3,076
EuroFX(CME)
Mar06 060224 119.00 119.25 118.74 118.85 -0.47 8,105 151,837 +2,493
Jun06 060224 119.82 119.82 119.45 119.56 -0.47 893 5,157 +363
Sep06 060224 120.21 120.21 120.21 120.21 -0.47 10 1,652 -2
Total Volume and Open Interest 9,008 158,786 +2,854
Mexican Peso(CME)
Mar06 060224 9515.0 9545.0 9515.0 9535.0 +20.0 10,283 88,158 -5,253
Jun06 060224 9480.0 9480.0 9460.0 9460.0 +20.0 9 626 +9
Total Volume and Open Interest 10,292 114,472 -5,244
30-Year T-Bonds(CBOT)
Mar06 060224 113~00 113~10 112~20 112~27 -0~01 460,538 527,947 -59,649
Jun06 060224 113~04 113~10 112~20 112~28 -0~01 144,727 174,470 +78,010
Sep06 060224 112~28 112~30 112~27 112~30 -0~01 11 350 -1
Total Volume and Open Interest 605,291 703,063 +18,353
10-Year T-Notes(CBOT)
Mar06 060224 107~285 108~025 107~230 107~260 -0~005 1,136,960 1,421,503 -220,837
Jun06 060224 107~245 107~305 107~190 107~215 -0~015 315,190 532,790 +206,116
Total Volume and Open Interest 1,453,704 1,957,053 -13,807
5-Year T-Notes(CBOT)
Mar06 060224 105~060 105~085 105~020 105~035 +0~005 525,232 0 +0
Jun06 060224 105~045 105~045 105~000 105~015 unch 177,088 0 +0
Sep06 060224 104~315 104~315 104~315 104~315 unch 0 2 +0
Total Volume and Open Interest 702,320 3 +0
2 Year T-Notes(CBOT)
Mar06 060224 102~018 102~020 102~012 102~013 +0~001 10,555 372,163 -39,584
Jun06 060224 102~014 102~014 102~008 102~008 -0~002 13,356 142,724 +44,016
Total Volume and Open Interest 23,911 514,887 +4,432
Eurodollars(CME)
Mar06 060224 95.113 95.115 95.107 95.110 +0.003 24,305 1,269,915 -798
Jun06 060224 94.900 94.905 94.885 94.890 +0.005 29,682 1,423,113 -21,857
Sep06 060224 94.840 94.870 94.830 94.840 +0.005 457,614 1,467,819 +46,194
Dec06 060224 94.905 94.920 94.870 94.885 +0.005 19,769 1,226,316 -5,038
Mar07 060224 94.975 94.990 94.950 94.960 +0.005 42,906 1,071,952 +29,668
Jun07 060224 95.025 95.040 94.995 95.005 +0.005 20,372 782,129 -4,852
Sep07 060224 95.045 95.050 95.020 95.030 +0.005 16,468 565,766 +7,437
Dec07 060224 95.050 95.050 95.020 95.030 +0.005 12,719 419,519 +1,760
Mar08 060224 95.055 95.055 95.020 95.030 +0.005 10,421 295,019 -1,494
Jun08 060224 95.045 95.055 95.010 95.020 +0.005 7,221 256,333 -797
Sep08 060224 95.020 95.020 95.000 95.005 +0.005 4,992 220,400 +1,295
Dec08 060224 95.010 95.010 94.975 94.980 +0.005 7,634 169,486 +2,120
Mar09 060224 95.005 95.005 94.975 94.980 +0.005 10,444 124,125 -2,863
Jun09 060224 94.980 94.980 94.960 94.965 +0.005 2,391 113,264 -493
Sep09 060224 94.960 94.960 94.945 94.950 +0.005 2,190 101,061 +8
Dec09 060224 94.935 94.935 94.915 94.925 +0.005 3,413 91,827 +274
Mar10 060224 94.945 94.945 94.915 94.925 +0.005 1,694 66,818 -275
Jun10 060224 94.935 94.935 94.905 94.915 +0.005 2,449 62,458 +490
Total Volume and Open Interest 260,128 9,916,744 +4,345
3-Mth Euro-Yen(CME)
Mar06 060224 99.87 99.87 99.86 99.86 -0.02 5 8,701 -1,176
Jun06 060224 99.77 99.77 99.76 99.76 -0.03 541 12,364 +143
Sep06 060224 99.60 99.61 99.60 99.60 -0.04 681 7,577 +481
Dec06 060224 99.44 99.45 99.44 99.44 -0.05 522 4,225 +120
Mar07 060224 99.26 99.27 99.26 99.26 -0.08 0 1,664 +546
Jun07 060224 99.11 99.11 99.11 99.11 -0.11 0 2,812 +0
Sep07 060224 98.97 98.97 98.97 98.97 -0.12 0 1,899 +0
Dec07 060224 98.80 98.80 98.80 98.80 -0.18 0 70 +0
Mar08 060224 98.71 98.71 98.71 98.71 -0.14 0 51 +0
Jun08 060224 98.59 98.59 98.59 98.59 -0.15 0 252 +0
Total Volume and Open Interest 1,749 39,615 +114
3-Mth Euro-Yen(SIMEX)
Mar06 060224 99.87 99.87 99.86 99.86 -0.01 2,855 66,730 +1,750
Jun06 060224 99.78 99.78 99.77 99.77 -0.02 228 70,905 +442
Sep06 060224 99.64 99.64 99.60 99.60 -0.04 1,416 46,289 +476
Dec06 060224 99.49 99.49 99.44 99.44 -0.05 2,028 62,232 -228
Mar07 060224 99.32 99.32 99.26 99.26 -0.07 2,610 33,439 -681
Jun07 060224 99.19 99.19 99.10 99.10 -0.10 780 21,039 -78
Sep07 060224 99.05 99.05 98.95 98.95 -0.13 111 11,771 +28
Dec07 060224 98.92 98.92 98.81 98.81 -0.15 477 15,153 +317
Total Volume and Open Interest 10,505 345,007 +2,026
German Euro-Bund(EUREX)
Mar06 060223 121.05 121.05 120.39 120.47 -0.48 1,127,642 1,398,789 -7,198
Jun06 060224 119.55 119.75 119.43 119.53 -0.10 73,287 71,135 +12,596
Sep06 060224 120.06 120.06 120.01 120.01 -0.13 129 68 +15
Total Volume and Open Interest 1,462,683 1,447,577 -9,804
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060224 111.32 111.43 111.27 111.34 -0.05 44,280 125,685 +11,497
Sep06 060224 111.66 111.66 111.66 111.66 -0.06 1,181 0 +0
Total Volume and Open Interest 837,289 1,166,130 +994
Long Gilt(LIFFE)
Mar06 060224 114~00 114~08 113~22 113~28 -0~09 248,498 164,410 -53,502
Jun06 060224 113~26 113~31 113~12 113~18 -0~10 192,295 147,918 +98,269
Total Volume and Open Interest 440,793 312,328 +44,767
3-Mth Short Sterling(LIFFE)
Mar06 060224 95.41 95.41 95.41 95.41 unch 19,938 332,893 -994
Jun06 060224 95.43 95.43 95.43 95.43 -0.01 57,986 413,465 +3,883
Sep06 060224 95.43 95.43 95.43 95.43 -0.02 67,147 314,629 -11,694
Total Volume and Open Interest 279,378 2,027,052 +3,603
3-Mth Euribor(LIFFE)
Mar06 060224 97.310 97.320 97.305 97.310 -0.005 57,012 687,904 -12,048
Jun06 060224 97.110 97.125 97.095 97.100 -0.010 102,492 678,926 +7,274
Sep06 060224 96.950 96.975 96.935 96.940 -0.015 145,646 473,285 +4,997
Total Volume and Open Interest 747,260 3,495,104 +35,224
3-Mth Aus T-Bills(SFE)
Mar06 060224 94.39 94.40 94.39 94.40 unch 317 92,631 -3,099
Jun06 060224 94.43 94.43 94.42 94.43 unch 20,111 258,212 +4,457
Sep06 060224 94.43 94.44 94.42 94.44 unch 31,005 118,381 +14,401
Dec06 060224 94.43 94.43 94.42 94.43 -0.01 3,930 50,263 +511
Mar07 060224 94.43 94.43 94.42 94.42 -0.02 1,137 27,362 +204
Jun07 060224 94.41 94.41 94.41 94.41 -0.02 1,975 28,585 +590
Sep07 060224 94.39 94.39 94.39 94.39 -0.02 770 21,069 -458
Dec07 060224 94.38 94.38 94.38 94.38 -0.01 450 8,018 -100
Mar08 060224 94.37 94.37 94.37 94.37 unch 275 4,249 +175
Jun08 060224 94.36 94.36 94.36 94.36 -0.01 0 1,524 +0
Total Volume and Open Interest 59,984 611,985 +16,695
10-Year Aus T-Bonds(SFE)
Mar06 060224 94.79 94.79 94.77 94.78 -0.04 30,778 324,158 +9,206
Jun06 060224 94.78 94.78 94.78 94.78 -0.04      
Total Volume and Open Interest 30,778 324,158 +9,206
3-Year Aus T-Bonds(SFE)
Mar06 060224 94.81 94.81 94.79 94.81 -0.02 77,384 432,643 +34,313
Jun06 060224 94.81 94.81 94.81 94.81 -0.02      
Total Volume and Open Interest 77,384 432,643 +34,313
Gold(CMX)
Feb06 060224 556.0 560.0 554.0 558.8 +10.4 174 116 -151
Apr06 060224 554.0 562.0 554.0 561.2 +10.3 42,154 225,147 -2,976
Jun06 060224 558.5 567.5 558.5 566.3 +10.3 2,450 39,082 +990
Aug06 060224 566.0 571.5 565.5 571.3 +10.3 211 6,165 -33
Oct06 060224 576.4 576.4 576.4 576.4 +10.4 21 9,642 -20
Dec06 060224 577.0 582.5 575.5 581.3 +10.4 368 15,945 +98
Feb07 060224 587.0 587.0 585.0 586.4 +10.5 2 8,657 -2
Apr07 060224 591.4 591.4 591.4 591.4 +10.6 2 1,342 +2
Jun07 060224 596.4 596.4 596.4 596.4 +10.7 10 8,804 +10
Aug07 060224 601.4 601.4 601.4 601.4 +10.8 0 180 +0
Oct07 060224 606.4 606.4 606.4 606.4 +10.9 0 4 +0
Dec07 060224 610.0 611.4 610.0 611.4 +10.9 13 9,818 +4
Total Volume and Open Interest 45,406 332,454 -2,078
Silver(CMX)
Mar06 060224 951.0 975.0 949.0 973.3 +26.6 31,769 28,160 -17,546
May06 060224 959.5 986.0 958.0 982.5 +26.9 20,646 56,341 +10,130
Jul06 060224 962.5 987.7 962.5 987.7 +28.0 3,072 15,671 +1,811
Sep06 060224 975.0 992.2 975.0 992.2 +28.5 32 4,585 -12
Dec06 060224 974.0 996.2 968.0 996.2 +29.5 384 13,697 -137
Mar07 060224 998.7 998.7 998.7 998.7 +30.2 220 3,584 +114
May07 060224 999.2 999.2 999.2 999.2 +30.6 120 201 +100
Total Volume and Open Interest 56,339 128,614 -5,512
Platinum(NYM)
Apr06 060224 1030.0 1040.0 1030.0 1036.0 +13.0 489 8,261 -98
Jul06 060224 1035.0 1047.0 1035.0 1041.7 +13.2 8 330 +2
Oct06 060224 1046.7 1046.7 1046.7 1046.7 +13.2 0 3 +0
Total Volume and Open Interest 497 8,594 -96
Palladium(NYME)
Mar06 060224 286.20 288.00 285.25 287.85 +2.85 2,140 7,179 -1,538
Jun06 060224 291.00 294.00 290.50 292.55 +2.75 2,032 9,682 +1,407
Sep06 060224 295.55 295.55 295.55 295.55 +2.75 14 61 +13
Total Volume and Open Interest 4,189 17,276 -115
Copper(CMX)
Mar06 060224 223.00 223.50 219.60 220.75 +0.25 7,088 14,088 -2,946
May06 060224 222.90 223.70 219.80 220.70 +0.75 10,066 58,016 +2,328
Jul06 060224 219.00 220.20 217.60 218.05 +1.10 693 7,732 +414
Sep06 060224 217.20 217.20 214.80 214.80 +1.15 145 3,111 +3
Dec06 060224 211.00 212.00 209.20 209.55 +1.20 62 2,280 +25
Total Volume and Open Interest 19,317 91,331 +242
Aluminum(CMX)
Feb06 060224 111.15 111.15 111.15 111.15 +2.65 2 10 +0
Mar06 060224 111.15 111.15 111.15 111.15 +2.65 20 209 -6
Apr06 060224 111.50 111.50 111.50 111.50 +2.80 2 51 +0
May06 060224 111.65 111.65 111.65 111.65 +2.80 0 69 +0
Jun06 060224 111.55 111.55 111.55 111.55 +2.80 2 52 -2
Jul06 060224 111.45 111.45 111.45 111.45 +2.80 0 20 +0
Total Volume and Open Interest 26 556 -8
DJIA Index(CBOT)
Mar06 060224 11095 11100 11023 11088 -3 4,789 42,442 +445
Jun06 060224 11170 11170 11100 11162 -3 68 501 -38
Sep06 060224 11212 11212 11212 11212 -3 0 3 +0
Dec06 060224 11247 11247 11247 11247 -3 0 7 +0
Total Volume and Open Interest 4,857 42,953 +407
S & P 500(CME)
Mar06 060224 1290.50 1294.20 1287.10 1293.00 +2.80 28,021 625,227 -7,027
Jun06 060224 1299.40 1303.30 1298.50 1303.30 +2.90 6,997 41,071 +6,350
Sep06 060224 1309.00 1313.90 1309.00 1313.90 +3.00 12 6,241 -3
Dec06 060224 1324.40 1324.40 1324.40 1324.40 +3.00 0 409 +0
Total Volume and Open Interest 35,030 673,030 -680
S & P 500 E-Mini(Globex)
Mar06 060224 1290.00 1294.25 1287.00 1293.00 +2.75 738,249 1,199,764 +3,230
Jun06 060224 1300.75 1304.25 1297.50 1303.25 +2.75 15,544 56,344 +14,248
Total Volume and Open Interest 753,793 1,256,108 +17,478
NASDAQ 100(CME)
Mar06 060224 1677.50 1685.00 1670.00 1683.50 +8.00 4,592 65,427 +380
Jun06 060224 1702.50 1702.50 1702.50 1702.50 +8.50 10 94 +10
Sep06 060224 1720.50 1720.50 1720.50 1720.50 +8.00 0 1 +0
Total Volume and Open Interest 4,602 65,522 +390
NASDAQ 100 E-Mini(Globex)
Mar06 060224 1675.00 1684.50 1670.50 1683.50 +8.00 242,265 373,599 -4,234
Jun06 060224 1695.50 1703.00 1690.00 1702.50 +8.50 72 403 +10
Total Volume and Open Interest 242,337 374,002 -4,224
S & P Midcap 400(CME)
Mar06 060224 778.50 785.00 777.50 783.80 +4.50 117 11,909 -23
Jun06 060224 790.55 790.55 790.55 790.55 +4.75 0 7 +0
Sep06 060224 139.19 139.19 139.19 139.19 +4.75      
Total Volume and Open Interest 117 11,916 -23
Russell 2000(CME)
Mar06 060224 732.25 738.80 729.80 738.80 +5.90 589 29,015 +370
Jun06 060224 744.25 744.25 744.25 744.25 +5.90 0 1,890 +0
Sep06 060224 748.80 748.80 748.80 748.80 +5.90 0 14 +0
Total Volume and Open Interest 589 30,919 +370
Russell 2000 E-Mini(Globex)
Mar06 060224 732.70 739.10 729.80 738.80 +5.90 108,356 276,809 +2,285
Jun06 060224 737.70 744.30 736.50 744.30 +5.90 450 2,896 +339
Total Volume and Open Interest 108,806 279,705 +2,624
Value Line(KCBT)
Mar06 060224 2042.00 2057.00 2042.00 2056.00 +10.00 21 212 -13
Total Volume and Open Interest 31 251 -5
Nikkei 225(CME)
Mar06 060224 15995 16130 15940 16080 +15 79,416 240,647 +6,825
Jun06 060224 15960 16050 15885 16035 +5 120 2,058 +5
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060224 15995 16130 15940 16080 +15 79,416 240,647 +6,825
Jun06 060224 15960 16050 15885 16035 +5 120 2,058 +5
Sep06 060224 16030 16030 16030 16030 +5 0 3 +0
Total Volume and Open Interest 79,536 242,712 +6,830
CAC 40(MATIF)
Feb06 060217 4980.0 5000.0 4964.5 4996.5 +23.5 206,174 397,409 +397,409
Mar06 060224 5049.5 5086.5 5042.5 5078.5 +29.0 66,646 460,825 +7,307
Apr06 060224 5072.0 5095.0 5055.5 5090.5 +29.0 694 3,030 +283
Total Volume and Open Interest 67,340 464,375 +7,590
Hang Seng Index(HKFE)
Feb06 060224 15884 15890 15782 15864 +27 82,691 97,405 -8,144
Mar06 060224 15845 15846 15728 15811 +26 55,532 30,593 +18,174
Total Volume and Open Interest 138,515 128,576 +10,041
DAX Index(EUREX)
Mar06 060224 5874.0 5888.0 5848.5 5873.0 +2.5 128,677 230,801 -12,616
Jun06 060224 5916.0 5926.0 5890.0 5913.0 +2.5 458 18,390 +44
Sep06 060224 5956.0 5969.0 5939.0 5956.0 +3.5 370 6,464 +88
Total Volume and Open Interest 129,505 255,655 -12,484
FT-SE 100(LIFFE)
Mar06 060224 5839.00 5850.00 5824.00 5841.00 +19.00 54,236 475,815 -3,965
Jun06 060224 5848.50 5851.50 5843.00 5851.50 +18.50 284 27,602 +202
Sep06 060224 5862.50 5869.00 5862.50 5865.50 +20.00 4 2,323 +0
Total Volume and Open Interest 54,858 514,465 -3,763
SPI 200(SFE)
Mar06 060224 4873.0 4897.0 4868.0 4894.0 -7.0 14,068 195,920 +3,669
Jun06 060224 4896.0 4910.0 4896.0 4910.0 -7.0 75 6,643 +65
Sep06 060224 4912.0 4912.0 4912.0 4912.0 -7.0 0 2,497 +0
Total Volume and Open Interest 14,143 208,671 +3,734
GSCI(CME)
Mar06 060224 419.40 426.40 419.40 423.80 +10.00 477 22,680 -54
Apr06 060224 427.40 431.80 427.40 430.00 +9.70 0 273 +0
May06 060224 435.50 435.50 435.50 435.50 +9.25      
Total Volume and Open Interest 477 22,953 -54
Reuters CRB Index(NYBOT)
Apr06 060224 356.25 357.70 355.75 356.65 +3.40 30 372 -24
Jun06 060224 360.25 361.00 360.25 360.40 +3.40 9 425 +3
Aug06 060224 364.15 364.15 364.15 364.15 +3.40 0 202 +0
Total Volume and Open Interest 39 999 -21
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

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz