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 July 14, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060714 600.50 607.50 598.00 603.00 +2.75 9,773 50,534 -459
Sep06 060714 607.50 615.00 605.50 610.75 +3.00 3,339 30,510 +136
Nov06 060714 622.00 629.75 619.50 625.00 +3.00 41,921 194,827 +927
Jan07 060714 632.50 639.50 630.50 636.75 +4.25 3,536 16,337 +1,218
Mar07 060714 640.50 648.00 640.00 646.25 +3.75 1,138 10,602 +489
May07 060714 644.00 652.00 644.00 648.50 +0.50 951 9,836 +279
Jul07 060714 655.50 662.00 655.50 656.00 -1.50 1,130 11,075 +610
Total Volume and Open Interest 64,440 342,037 +2,724
Soybean Meal(CBOT)
Aug06 060714 172.00 174.00 171.50 172.20 +0.10 10,593 35,284 +233
Sep06 060714 172.80 175.00 172.50 173.40 unch 3,675 29,739 +777
Oct06 060714 174.00 175.90 173.70 174.30 unch 783 12,549 +77
Dec06 060714 176.00 178.30 175.00 176.60 +0.20 16,755 82,860 +4,959
Jan07 060714 178.00 178.80 177.00 177.60 -0.20 547 7,309 +2,095
Mar07 060714 179.30 180.80 178.80 179.60 +0.60 1,409 5,949 +956
May07 060714 179.00 180.80 178.50 179.70 +0.70 1,357 8,642 +87
Jul07 060714 181.50 182.50 180.00 181.50 unch 615 6,528 +16
Total Volume and Open Interest 37,046 193,772 +8,668
Soybean Oil(CBOT)
Aug06 060714 27.12 27.52 27.11 27.39 +0.18 10,735 26,068 -358
Sep06 060714 27.42 27.75 27.42 27.64 +0.18 2,880 26,739 +357
Oct06 060714 27.72 27.92 27.70 27.90 +0.21 335 13,902 +127
Dec06 060714 28.10 28.45 28.05 28.33 +0.25 17,564 168,454 +3,310
Jan07 060714 28.60 28.65 28.40 28.60 +0.25 830 7,852 +1,693
Mar07 060714 28.90 29.05 28.80 28.96 +0.31 1,166 5,191 +1,169
May07 060714 29.15 29.40 29.10 29.32 +0.32 931 12,687 +2,355
Jul07 060714 29.60 29.60 29.55 29.60 +0.30 1,057 11,493 +948
Total Volume and Open Interest 37,014 289,628 +9,698
Canola(WCE)
Jul06 060714 287.9 287.9 287.9 287.9 +0.5      
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060714 302.9 305.2 302.2 304.9 +0.5 5,945 66,393 -714
Jan07 060714 310.0 313.7 309.3 313.1 unch 64 6,232 +11
Mar07 060714 320.6 320.6 320.6 320.6 +0.1 6 796 +6
Total Volume and Open Interest 6,064 82,300 -899
Corn(CBOT)
Sep06 060714 260.00 263.50 258.50 260.75 +0.50 44,116 447,411 -5,776
Dec06 060714 275.00 279.25 274.25 276.75 +0.75 101,078 505,024 +6,468
Mar07 060714 286.00 290.00 285.50 287.75 +0.50 7,054 102,942 +2,487
May07 060714 295.25 297.25 294.00 296.50 +1.25 1,259 21,459 +390
Jul07 060714 302.50 305.50 301.00 303.25 +0.50 6,212 64,095 +1,410
Sep07 060714 306.50 308.00 306.50 308.00 +1.50 114 8,144 +36
Total Volume and Open Interest 171,829 1,344,462 +5,453
Wheat(CBOT)
Sep06 060714 396.00 399.50 391.00 397.50 +2.00 26,328 238,808 +964
Dec06 060714 415.00 419.00 410.00 417.50 +1.25 17,471 111,961 +760
Mar07 060714 431.00 436.00 427.00 434.75 +1.50 2,866 32,165 +136
May07 060714 437.00 443.00 437.00 443.00 -1.25 4 869 +0
Jul07 060714 447.00 450.50 443.50 448.75 +2.25 5,392 64,102 +581
Total Volume and Open Interest 54,884 478,167 +2,907
Wheat(KCBT)
Jul06 060714 487.00 490.00 483.50 487.00 +2.00 143 134 -106
Sep06 060714 494.50 499.50 490.50 495.50 +2.00 15,322 73,964 -850
Dec06 060714 507.00 512.00 503.00 511.50 +5.25 11,177 61,609 -386
Mar07 060714 510.00 515.50 508.50 513.00 +4.00 976 8,916 +59
May07 060714 505.00 505.00 500.00 503.00 +3.00 0 339 +0
Total Volume and Open Interest 31,012 172,051 -885
Wheat(MGE)
Jul06 060714 520.00 520.00 520.00 520.00 +12.00      
Sep06 060714 508.00 510.00 497.00 508.00 +1.75 5,533 21,584 -901
Dec06 060714 511.00 516.00 502.00 513.00 +3.25 4,398 27,006 -232
Mar07 060714 517.00 520.00 507.00 519.25 +10.25 212 2,680 -26
May07 060714 514.00 520.00 502.00 519.75 +3.75 0 128 +0
Total Volume and Open Interest 10,691 57,657 -951
Oats(CBOT)
Sep06 060714 198.00 203.00 198.00 202.75 +3.75 583 5,671 +2
Dec06 060714 202.00 204.75 201.50 204.50 +1.50 600 8,578 +96
Mar07 060714 209.00 209.00 206.00 208.50 +0.50 0 144 +0
May07 060714 207.00 207.00 207.00 207.00 unch 0 4 +0
Total Volume and Open Interest 1,255 14,447 +52
Rough Rice(CBOT)
Jul06 060714 9.28 9.35 9.28 9.35 +0.17 62 89 -21
Sep06 060714 9.32 9.53 9.30 9.53 +0.19 104 5,377 -43
Nov06 060714 9.52 9.74 9.52 9.74 +0.20 259 5,302 +73
Jan07 060714 9.74 9.91 9.74 9.91 +0.18 1 1,103 +1
Total Volume and Open Interest 599 13,148 -60
Live Cattle(CME)
Aug06 060714 84.550 84.775 83.900 84.000 -0.600 25,727 77,185 -8,850
Oct06 060714 87.900 88.050 87.400 87.725 -0.525 23,353 90,331 +5,181
Dec06 060714 89.250 89.300 88.700 88.775 -0.525 3,170 37,641 +130
Feb07 060714 91.250 91.350 90.700 90.800 -0.525 824 18,870 +209
Apr07 060714 88.600 88.600 88.500 88.600 -0.400 240 4,255 +187
Jun07 060714 83.825 83.825 83.450 83.450 -0.450 19 2,542 +5
Total Volume and Open Interest 53,334 230,857 -3,137
Feeder Cattle(CME)
Aug06 060714 114.700 114.850 114.000 114.225 -0.425 2,422 14,981 -175
Sep06 060714 114.100 114.200 113.400 113.625 -0.675 1,518 7,776 +359
Oct06 060714 113.200 113.550 112.750 113.075 -0.325 659 4,436 -8
Nov06 060714 111.100 111.400 110.650 110.850 -0.300 108 1,207 +9
Jan07 060714 106.400 106.400 106.250 106.400 -0.225 66 1,620 +21
Mar07 060714 103.675 103.750 103.450 103.750 -0.200 13 271 +8
Apr07 060714 103.500 103.500 103.100 103.100 -0.650 4 73 +1
Total Volume and Open Interest 4,792 30,454 +215
Lean Hogs(CME)
Jul06 060714 70.675 70.700 70.100 70.125 -0.700 3,565 7,640 -877
Aug06 060714 68.750 68.800 67.600 67.950 -0.950 23,487 49,085 -4,969
Oct06 060714 60.750 60.800 59.800 60.550 -0.675 19,695 68,551 +10,640
Dec06 060714 58.475 58.500 57.650 58.450 -0.275 2,418 18,531 +430
Feb07 060714 60.000 60.125 59.300 60.075 -0.025 442 6,483 +84
Apr07 060714 61.000 61.100 60.650 61.100 -0.275 381 3,340 +106
May07 060714 63.500 63.725 63.500 63.725 -0.025 57 524 -5
Jun07 060714 65.300 65.500 65.250 65.500 -0.250 134 1,051 +42
Total Volume and Open Interest 50,191 155,576 +5,449
Pork Bellies(CME)
Jul06 060714 97.500 97.700 97.000 97.000 -2.050 69 173 -22
Aug06 060714 97.700 98.000 94.525 94.650 -1.125 381 1,546 +12
Feb07 060714 88.750 88.750 88.050 88.050 -0.475 34 77 +23
Mar07 060714 86.300 86.300 86.300 86.300 unch 0 9 +0
Total Volume and Open Interest 484 1,805 +13
Class III Milk(CME)
Jul06 060714 10.95 11.01 10.95 10.98 -0.03 66 3,556 +54
Aug06 060714 11.30 11.30 11.22 11.26 -0.05 218 4,128 +3
Sep06 060714 11.90 11.90 11.80 11.83 -0.09 304 4,748 +77
Oct06 060714 12.10 12.10 12.06 12.08 -0.04 92 4,036 +24
Nov06 060714 12.09 12.10 12.05 12.07 -0.05 31 3,484 +2
Total Volume and Open Interest 822 30,677 +200
Cocoa(NYBOT)
Jul06 060714 1703 1703 1703 1703 +12 40 42 -146
Sep06 060714 1700 1725 1698 1718 +22 7,646 91,326 +2,844
Dec06 060714 1732 1753 1729 1749 +21 3,641 33,203 +2,034
Mar07 060714 1761 1782 1758 1779 +21 834 19,284 +221
May07 060714 1782 1800 1778 1800 +22 100 8,353 +50
Jul07 060714 1816 1821 1815 1821 +22 0 3,592 +0
Sep07 060714 1840 1840 1840 1840 +22 0 8,731 +0
Total Volume and Open Interest 12,270 171,592 +5,003
Coffee "C"(NYBOT)
Jul06 060714 99.00 99.00 97.00 97.00 -2.35 6 271 -3
Sep06 060714 99.80 100.00 97.40 98.25 -2.45 7,995 80,860 -409
Dec06 060714 103.75 103.90 101.50 102.20 -2.40 2,655 23,755 +659
Mar07 060714 107.30 107.30 105.60 105.95 -2.25 1,405 7,256 +27
May07 060714 109.70 109.70 108.25 108.25 -2.25 143 2,617 +15
Jul07 060714 112.00 112.00 110.55 110.55 -2.25 7 1,178 +7
Total Volume and Open Interest 12,219 118,682 +302
Orange Juice(NYBOT)
Sep06 060714 155.40 159.30 155.40 158.65 +2.35 2,754 20,691 -188
Nov06 060714 155.70 159.50 155.70 159.00 +2.50 630 3,281 +46
Jan07 060714 155.00 158.10 154.50 158.10 +2.15 296 2,106 +71
Mar07 060714 158.10 158.10 158.10 158.10 +2.15 55 556 +0
May07 060714 158.10 158.10 158.10 158.10 +2.15 5 136 -5
Total Volume and Open Interest 3,741 26,803 -77
Sugar #11(NYBOT)
Oct06 060714 16.56 16.57 15.92 15.97 -0.45 17,741 267,058 +577
Mar07 060714 16.89 16.90 16.39 16.41 -0.40 9,125 86,178 +286
May07 060714 16.80 16.80 16.34 16.35 -0.39 1,544 41,008 +184
Jul07 060714 16.53 16.53 16.15 16.15 -0.39 1,807 29,768 -124
Oct07 060714 16.42 16.42 16.10 16.10 -0.38 4,139 25,495 +1,286
Total Volume and Open Interest 36,224 460,829 +3,128
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060714 22.61 22.66 22.55 22.60 -0.01 488 2,465 -403
Nov06 060714 22.51 22.53 22.50 22.52 -0.01 137 2,164 -69
Jan07 060714 22.45 22.45 22.40 22.40 -0.10 69 1,297 +13
Mar07 060714 22.45 22.48 22.43 22.43 -0.02 26 1,406 +5
Total Volume and Open Interest 738 9,269 -462
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 3,541 13,919 -1,196
Sep06 060714 978 1003 974 1001 +24 7,203 72,343 -1,202
Dec06 060714 978 1002 976 1002 +24 3,669 47,347 +14
Mar07 060714 990 1012 986 1012 +22 1,170 29,547 +18
May07 060714 998 1020 997 1020 +22 190 9,966 +4
Jul07 060714 1006 1030 1006 1030 +22 36 5,017 +0
Sep07 060714 1012 1040 1012 1040 +23 0 2,023 +0
Total Volume and Open Interest 15,854 190,146 -2,326
London Coffee(LCE)
Jul06 060714 1275.00 1275.00 1242.00 1245.00 -43.00 110 1,423 +31
Sep06 060714 1304.00 1305.00 1251.00 1268.00 -44.00 5,679 73,862 -2,218
Nov06 060714 1316.00 1316.00 1269.00 1279.00 -42.00 2,019 41,696 +123
Jan07 060714 1289.00 1290.00 1262.00 1269.00 -39.00 743 11,586 +172
Mar07 060714 1284.00 1286.00 1263.00 1263.00 -41.00 100 2,443 -35
May07 060714 1286.00 1290.00 1271.00 1271.00 -41.00 210 1,246 +97
Total Volume and Open Interest 8,866 132,741 -1,829
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,452 3,161 -1,199
Oct06 060714 479.00 482.80 465.20 470.10 -6.80 4,020 41,598 +451
Dec06 060714 476.50 477.00 463.90 466.60 -5.30 202 11,043 -37
Mar07 060714 461.00 462.30 447.10 451.10 -6.00 360 9,530 -100
May07 060714 458.00 460.50 450.10 450.10 -6.00 120 3,897 +115
Total Volume and Open Interest 8,165 72,543 -761
Cotton(NYBOT)
Oct06 060714 51.15 51.15 50.20 50.37 -0.78 298 5,176 -114
Dec06 060714 52.99 53.01 51.90 52.16 -0.85 4,550 126,006 +247
Mar07 060714 55.75 55.85 55.02 55.02 -0.98 367 23,433 -87
May07 060714 56.75 56.75 55.90 55.95 -0.90 1 1,146 +0
Jul07 060714 57.00 57.20 56.95 56.95 -0.90 30 2,183 -9
Oct07 060714 57.10 57.10 57.10 57.10 -0.95 0 44 +0
Total Volume and Open Interest 5,303 161,195 +87
Lumber(CME)
Jul06 060714 287.1 288.0 282.0 285.0 -2.1 114 54 -54
Sep06 060714 286.5 288.1 283.4 285.0 +1.1 733 4,339 +48
Nov06 060714 284.2 286.0 282.3 282.6 unch 252 602 +75
Jan07 060714 296.4 298.0 292.1 295.3 -0.1 40 102 +15
Total Volume and Open Interest 1,141 5,120 +85
Crude Oil(NYM)
Aug06 060714 77.75 77.95 76.90 77.03 +0.33 144,012 119,703 -20,943
Sep06 060714 79.40 79.50 78.50 78.71 +0.47 122,720 239,542 +22,742
Oct06 060714 79.90 80.00 79.20 79.32 +0.47 24,298 70,854 +3,716
Nov06 060714 80.35 80.40 79.60 79.71 +0.44 3,152 28,246 +481
Dec06 060714 80.70 80.70 79.70 80.00 +0.40 20,504 125,432 +5,435
Jan07 060714 80.90 80.90 80.05 80.20 +0.36 2,232 39,666 +1,189
Feb07 060714 80.35 80.50 80.30 80.31 +0.32 649 16,784 +438
Mar07 060714 80.20 80.36 80.20 80.36 +0.30 1,854 19,375 +599
Apr07 060714 80.70 80.70 80.25 80.34 +0.28 127 18,409 -7
May07 060714 80.20 80.40 80.10 80.27 +0.27 3,102 13,039 +1,952
Jun07 060714 80.45 80.45 80.15 80.16 +0.26 4,261 47,029 -150
Jul07 060714 80.05 80.05 80.04 80.04 +0.25 156 10,388 -35
Aug07 060714 79.92 79.92 79.92 79.92 +0.24 352 7,772 +333
Sep07 060714 79.90 79.90 79.80 79.80 +0.23 125 8,158 +25
Oct07 060714 79.67 79.67 79.67 79.67 +0.21 815 5,982 +590
Nov07 060714 80.20 80.20 79.51 79.51 +0.19 125 7,101 +120
Total Volume and Open Interest 351,540 1,090,468 +21,000
Heating Oil(NYM)
Aug06 060714 211.00 211.10 207.00 207.60 -0.39 35,111 42,226 -1,216
Sep06 060714 217.25 218.40 214.60 215.44 -0.21 25,004 54,992 +7,861
Oct06 060714 222.50 223.40 220.59 220.59 +0.09 3,082 12,429 +645
Nov06 060714 226.25 227.40 224.64 224.64 -0.06 741 7,559 +373
Dec06 060714 230.50 230.90 227.60 228.29 -0.06 3,183 19,183 +470
Jan07 060714 233.30 234.00 230.75 231.09 -0.06 2,387 15,800 +42
Feb07 060714 235.15 235.50 232.54 232.54 -0.11 677 6,161 +415
Mar07 060714 231.25 232.75 231.19 231.19 -0.06 426 5,330 +138
Apr07 060714 228.75 228.75 226.34 226.34 +0.04 326 5,881 +5
May07 060714 224.50 224.50 222.39 222.39 +0.09 14 1,086 +3
Jun07 060714 220.59 220.59 220.59 220.59 +0.09 1,647 7,418 +598
Jul07 060714 221.29 221.29 221.29 221.29 +0.09 0 675 +0
Total Volume and Open Interest 73,316 181,856 +9,657
Unleaded Gas(NYM)
Aug06 060714 232.50 234.50 230.50 232.49 +2.36 27,212 43,025 -3,637
Sep06 060714 233.00 233.50 230.00 231.97 +2.25 13,935 36,089 +4,853
Oct06 060714 219.00 219.00 216.50 217.37 +1.95 663 7,617 +128
Nov06 060714 211.50 211.50 209.50 209.87 +1.75 380 2,959 +45
Dec06 060714 205.50 206.00 203.50 204.12 +1.50 179 4,365 +52
Jan07 060714 203.07 203.07 203.07 203.07 +1.45 1 1,674 +1
Total Volume and Open Interest 42,370 95,729 +1,442
Natural Gas(NYM)
Aug06 060714 6.300 6.450 6.190 6.347 +0.218 36,822 68,075 -5,333
Sep06 060714 6.480 6.600 6.390 6.532 +0.198 22,894 101,993 +6,296
Oct06 060714 6.880 6.960 6.750 6.867 +0.158 15,001 52,440 -2,262
Nov06 060714 8.240 8.300 8.070 8.202 +0.123 9,918 57,678 -2,378
Dec06 060714 9.830 9.850 9.630 9.722 +0.073 4,531 33,798 +452
Jan07 060714 10.580 10.580 10.390 10.482 +0.063 2,790 51,268 +231
Feb07 060714 10.620 10.620 10.440 10.512 +0.053 620 29,452 +50
Mar07 060714 10.430 10.430 10.200 10.315 +0.051 2,471 56,796 +318
Apr07 060714 8.640 8.640 8.500 8.585 +0.061 1,127 35,057 +239
May07 060714 8.370 8.440 8.330 8.395 +0.056 1,521 22,928 +568
Jun07 060714 8.470 8.478 8.440 8.478 +0.054 121 12,562 +50
Jul07 060714 8.580 8.610 8.560 8.585 +0.051 108 9,588 -11
Aug07 060714 8.670 8.670 8.650 8.670 +0.046 219 8,778 +45
Sep07 060714 8.820 8.820 8.764 8.770 +0.046 7 9,799 +2
Oct07 060714 8.940 8.945 8.920 8.945 +0.041 840 27,555 +83
Nov07 060714 9.720 9.720 9.710 9.710 +0.041 174 12,035 +387
Total Volume and Open Interest 104,511 886,285 +132
Brent Crude Oil(ICE)
Aug06 060714 77.76 78.03 76.76 77.27 +0.58 33,589 12,289 -11,225
Sep06 060714 78.38 78.66 77.21 77.58 +0.39 113,360 144,129 -1,867
Oct06 060714 78.99 79.04 77.79 78.17 +0.51 37,996 101,861 +8,637
Nov06 060714 79.38 79.38 78.20 78.61 +0.55 9,654 20,345 +305
Dec06 060714 79.51 79.55 78.50 78.91 +0.53 11,255 54,242 +99
Jan07 060714 79.77 79.77 78.92 79.16 +0.51 1,950 17,248 +767
Feb07 060714 79.25 79.71 79.25 79.29 +0.49 180 8,891 +4
Mar07 060714 79.29 79.75 79.29 79.33 +0.49 317 10,750 +26
Apr07 060714 79.47 79.74 79.32 79.32 +0.49 153 11,251 +69
May07 060714 79.63 79.63 79.25 79.25 +0.49 455 3,181 +175
Jun07 060714 79.25 79.71 78.76 79.16 +0.50 880 12,966 +133
Jul07 060714 79.25 79.25 79.05 79.05 +0.51 20 81 +0
Aug07 060714 79.13 79.13 78.91 78.91 +0.49 10 998 +0
Sep07 060714 78.77 78.77 78.77 78.77 +0.47 0 1,400 +0
Total Volume and Open Interest 213,275 458,238 -1,799
Gas Oil(ICE)
Aug06 060714 670.00 675.25 660.00 661.50 +1.75 48,553 73,773 +2,270
Sep06 060714 680.00 685.50 672.00 673.00 +2.50 31,828 45,314 +5,423
Oct06 060714 690.00 695.00 682.50 683.75 +3.50 7,208 23,598 +328
Nov06 060714 703.00 703.50 691.75 693.00 +3.75 1,570 12,086 +18
Dec06 060714 710.75 711.00 699.00 700.50 +3.75 3,986 33,204 +211
Jan07 060714 716.00 717.50 706.25 706.25 +3.75 1,449 14,497 +523
Feb07 060714 714.50 715.50 709.25 709.25 +4.25 67 2,104 +19
Mar07 060714 708.25 708.25 708.25 708.25 +4.25 25 5,610 +0
Apr07 060714 705.75 705.75 705.75 705.75 +4.25 0 1,975 +0
May07 060714 703.25 703.25 703.25 703.25 +4.00 0 350 +0
Total Volume and Open Interest 100,741 259,467 +11,003
US Dollar Index(NYBOT)
Sep06 060714 85.49 86.00 85.49 85.78 +0.27 2,168 16,196 -149
Dec06 060714 85.11 85.53 85.11 85.41 +0.27 1 2,221 -1
Mar07 060714 85.06 85.06 85.06 85.06 +0.27 0 6 +0
Total Volume and Open Interest 2,169 18,423 -150
Australian Dollar(CME)
Sep06 060714 75.32 75.42 75.22 75.25 -0.14 2,320 54,575 +1,602
Dec06 060714 75.14 75.14 75.14 75.14 -0.14 0 562 +119
Mar07 060714 75.01 75.01 75.01 75.01 -0.14 0 9 +0
Total Volume and Open Interest 2,320 55,152 +1,721
British Pound(CME)
Sep06 060714 184.46 184.80 183.75 184.12 -0.58 1,137 84,580 +2,032
Dec06 060714 184.55 184.55 184.55 184.55 -0.58 2 488 -36
Mar07 060714 184.92 184.92 184.92 184.92 -0.58 0 4 +3
Total Volume and Open Interest 1,139 85,072 +1,999
Canadian Dollar(CME)
Sep06 060714 88.79 88.99 88.70 88.90 +0.20 8,592 85,456 -1,807
Dec06 060714 89.09 89.19 89.09 89.17 +0.20 25 2,297 +51
Mar07 060714 89.50 89.50 89.43 89.43 +0.20 7 329 +35
Jun07 060714 89.69 89.69 89.69 89.69 +0.20 3 240 +0
Total Volume and Open Interest 8,627 88,523 -1,721
Japanese Yen(CME)
Sep06 060714 87.02 87.13 86.66 86.90 -0.61 2,597 159,987 +2,395
Dec06 060714 88.01 88.01 88.01 88.01 -0.62 0 20,424 +55
Mar07 060714 89.11 89.11 89.11 89.11 -0.62 0 7 +0
Total Volume and Open Interest 2,597 180,445 +2,444
Swiss Franc(CME)
Sep06 060714 81.72 81.88 81.35 81.63 -0.31 2,688 57,363 -1,094
Dec06 060714 82.41 82.41 82.41 82.41 -0.31 0 670 -46
Mar07 060714 83.15 83.15 83.15 83.15 -0.31 0 18 +3
Total Volume and Open Interest 2,688 58,051 -1,137
EuroFX(CME)
Sep06 060714 127.21 127.40 126.79 127.06 -0.44 1,930 154,802 -5,326
Dec06 060714 127.78 127.78 127.78 127.78 -0.44 5 1,356 -19
Mar07 060714 128.44 128.44 128.44 128.44 -0.44 0 94 +9
Total Volume and Open Interest 1,935 156,320 -5,333
Mexican Peso(CME)
Sep06 060714 9010.0 9090.0 9010.0 9060.0 +50.0 10,996 57,443 +4,135
Dec06 060714 5.4 5.4 5.4 5.4 +4.1 0 23,104 -4
Total Volume and Open Interest 11,024 82,237 +4,123
30-Year T-Bonds(CBOT)
Sep06 060714 107~16 107~26 107~07 107~15 unch 255,473 745,862 -12,422
Dec06 060714 107~24 108~00 107~16 107~22 unch 1,264 8,665 -153
Mar07 060714 107~16 107~16 107~16 107~16 unch 0 2 +0
Total Volume and Open Interest 256,737 754,544 -12,575
10-Year T-Notes(CBOT)
Sep06 060714 105~100 105~165 105~070 105~120 +0~030 865,054 2,058,560 -32,011
Dec06 060714 105~090 105~140 105~060 105~095 +0~025 1,970 33,650 +568
Total Volume and Open Interest 867,024 2,092,217 -31,443
5-Year T-Notes(CBOT)
Sep06 060714 103~240 103~260 103~210 103~245 +0~035 430,767 0 +0
Dec06 060714 103~245 103~245 103~245 103~245 +0~035 8,843 0 -8,752
Total Volume and Open Interest 439,610    
2 Year T-Notes(CBOT)
Sep06 060714 101~064 101~068 101~060 101~066 +0~010 3,591 571,803 +4,048
Dec06 060714 101~076 101~076 101~076 101~076 +0~011 730 891 +891
Total Volume and Open Interest 4,321 572,694 +4,939
Eurodollars(CME)
Sep06 060714 94.445 94.475 94.440 94.455 +0.020 43,595 1,502,845 -23,682
Dec06 060714 94.435 94.465 94.425 94.450 +0.030 43,495 1,590,287 +4,916
Mar07 060714 94.480 94.505 94.460 94.495 +0.035 23,793 1,274,223 -12,401
Jun07 060714 94.550 94.575 94.530 94.565 +0.035 17,717 997,114 -7,236
Sep07 060714 94.615 94.630 94.600 94.625 +0.030 23,777 923,766 -2,571
Dec07 060714 94.640 94.650 94.620 94.640 +0.025 25,797 748,449 +3,824
Mar08 060714 94.650 94.655 94.625 94.645 +0.020 12,499 566,730 -13,923
Jun08 060714 94.635 94.645 94.620 94.630 +0.015 12,744 317,949 -1,183
Sep08 060714 94.615 94.625 94.595 94.610 +0.015 6,661 306,834 +4,472
Dec08 060714 94.580 94.590 94.565 94.575 +0.015 9,148 250,827 +4,594
Mar09 060714 94.555 94.570 94.540 94.550 +0.010 4,153 197,430 +1,145
Jun09 060714 94.530 94.545 94.510 94.520 +0.005 3,544 146,566 +1,718
Sep09 060714 94.500 94.500 94.480 94.490 +0.005 7,122 112,832 -655
Dec09 060714 94.460 94.470 94.440 94.450 +0.005 5,175 106,010 +1,812
Mar10 060714 94.445 94.445 94.420 94.430 unch 2,611 96,033 +1,599
Jun10 060714 94.420 94.420 94.390 94.405 unch 7,979 70,840 +3,111
Sep10 060714 94.370 94.380 94.360 94.375 unch 5,382 85,472 +857
Dec10 060714 94.330 94.345 94.325 94.340 unch 4,761 66,276 +872
Total Volume and Open Interest 275,934 9,582,902 -27,974
3-Mth Euro-Yen(CME)
Sep06 060714 99.50 99.51 99.50 99.51 +0.03 1,223 13,995 +549
Dec06 060714 99.35 99.36 99.34 99.36 +0.04 2,485 12,893 +1,255
Mar07 060714 99.17 99.18 99.17 99.18 +0.03 681 5,414 -260
Jun07 060714 99.02 99.03 99.02 99.03 +0.04 914 5,460 -248
Sep07 060714 98.88 98.88 98.88 98.88 +0.02 237 1,797 -20
Dec07 060714 98.74 98.75 98.74 98.75 +0.03 367 1,620 +333
Mar08 060714 98.64 98.64 98.64 98.64 +0.04 0 831 -231
Jun08 060714 98.52 98.52 98.52 98.52 +0.03 0 255 +0
Sep08 060714 98.43 98.43 98.43 98.43 +0.05 0 7 +0
Dec08 060714 98.37 98.37 98.37 98.37 +0.10 0 4 +0
Total Volume and Open Interest 5,907 42,282 +1,378
3-Mth Euro-Yen(SIMEX)
Sep06 060714 99.48 99.52 99.48 99.50 +0.02 259 73,064 +1,762
Dec06 060714 99.32 99.37 99.32 99.35 +0.04 633 109,645 +318
Mar07 060714 99.18 99.18 99.18 99.18 +0.04 556 57,366 +737
Jun07 060714 98.99 99.04 98.99 99.02 +0.04 391 26,517 -855
Sep07 060714 98.85 98.91 98.85 98.88 +0.04 141 15,027 -490
Dec07 060714 98.74 98.74 98.74 98.74 +0.04 172 35,762 -430
Mar08 060714 98.63 98.63 98.63 98.63 +0.04 238 21,153 +1,001
Jun08 060714 98.53 98.53 98.53 98.53 +0.04 0 1,099 +0
Total Volume and Open Interest 2,390 340,674 +2,043
German Euro-Bund(EUREX)
Sep06 060714 115.79 116.26 115.79 116.15 +0.98 897,903 1,425,961 -25,523
Dec06 060714 115.16 115.52 115.16 115.47 +0.97 17 8,724 +14
Mar07 060714 115.05 115.05 115.05 115.05 +0.98 108 10 +0
Total Volume and Open Interest 898,028 1,434,695 -25,509
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060714 109.04 109.04 109.04 109.04 +0.65 0 12 +0
Mar07 060714 108.89 108.89 108.89 108.89 +0.58      
Total Volume and Open Interest 423,347 1,028,092 +18,792
Long Gilt(LIFFE)
Sep06 060714 109~24 109~31 109~21 109~28 +0~14 73,923 262,164 -2,103
Dec06 060714 109~23 109~23 109~23 109~23 +0~14      
Total Volume and Open Interest 73,923 262,164 -2,103
3-Mth Short Sterling(LIFFE)
Sep06 060714 95.26 95.26 95.26 95.26 +0.02 39,498 424,382 -12,802
Dec06 060714 95.13 95.13 95.13 95.13 +0.04 52,195 369,709 -4,542
Mar07 060714 95.03 95.03 95.03 95.03 +0.05 47,785 361,514 +2,471
Total Volume and Open Interest 291,969 2,141,246 -20,423
3-Mth Euribor(LIFFE)
Sep06 060714 96.685 96.710 96.675 96.690 +0.015 78,809 690,239 +15,580
Dec06 060714 96.395 96.440 96.395 96.425 +0.045 118,559 713,596 +14,171
Mar07 060714 96.260 96.315 96.255 96.295 +0.060 135,994 559,803 +2,521
Total Volume and Open Interest 624,681 3,669,670 +73,020
3-Mth Aus T-Bills(SFE)
Sep06 060714 93.84 93.85 93.82 93.84 unch 22,776 151,634 +11,541
Dec06 060714 93.72 93.73 93.69 93.70 unch 50,691 280,966 +9,540
Mar07 060714 93.68 93.70 93.66 93.68 +0.02 10,518 99,746 +4,819
Jun07 060714 93.70 93.71 93.66 93.68 +0.03 3,403 68,187 -287
Sep07 060714 93.67 93.69 93.65 93.67 +0.04 968 25,314 +1,266
Dec07 060714 93.65 93.66 93.65 93.65 +0.04 1,229 20,208 +934
Mar08 060714 93.63 93.63 93.62 93.63 +0.05 1,673 10,782 +908
Jun08 060714 93.61 93.62 93.61 93.62 +0.05 752 6,024 +590
Sep08 060714 93.59 93.60 93.59 93.60 +0.05 5 1,639 +5
Dec08 060714 93.58 93.59 93.58 93.59 +0.06 0 1,289 +0
Total Volume and Open Interest 92,015 667,378 +29,316
10-Year Aus T-Bonds(SFE)
Sep06 060714 94.18 94.18 94.15 94.16 +0.04 36,967 323,508 +6,204
Dec06 060714 94.16 94.16 94.16 94.16 +0.04      
Total Volume and Open Interest 36,967 323,508 +6,204
3-Year Aus T-Bonds(SFE)
Sep06 060714 94.10 94.10 94.08 94.09 +0.04 166,665 449,402 +49,853
Dec06 060714 94.09 94.09 94.09 94.09 +0.04      
Total Volume and Open Interest 166,665 449,402 +49,853
Gold(CMX)
Aug06 060714 662.0 669.0 662.0 668.0 +13.6 59,722 164,377 -7,786
Oct06 060714 670.0 675.9 669.5 675.0 +13.6 6,645 17,722 +3,933
Dec06 060714 678.5 683.0 675.0 681.7 +13.7 13,226 70,900 +6,092
Feb07 060714 683.0 689.0 683.0 688.4 +13.8 834 15,630 +532
Apr07 060714 691.0 695.0 691.0 695.0 +13.9 209 2,149 -19
Jun07 060714 697.5 701.6 697.5 701.6 +14.0 593 14,304 +199
Aug07 060714 708.5 709.0 708.1 708.1 +14.1 473 1,369 -22
Oct07 060714 714.6 714.6 714.6 714.6 +14.2 0 3,683 +0
Dec07 060714 717.0 721.2 716.5 721.2 +14.3 13 18,284 +7
Feb08 060714 727.7 727.7 727.7 727.7 +14.4 225 1,503 +128
Apr08 060714 78.7 78.7 78.7 78.7 +14.4      
Jun08 060714 740.6 740.6 740.6 740.6 +14.6 426 1,122 -256
Total Volume and Open Interest 82,699 323,675 +3,040
Silver(CMX)
Jul06 060714 1163.0 1163.0 1145.0 1145.0 +4.5 103 546 -53
Sep06 060714 1167.0 1176.0 1151.0 1153.0 +4.5 10,905 49,091 -70
Dec06 060714 1184.0 1189.0 1164.0 1166.5 +4.7 481 23,721 +263
Mar07 060714 1182.0 1185.0 1180.0 1180.2 +7.1 146 8,185 -137
May07 060714 1187.4 1187.4 1187.4 1187.4 +8.3 0 2,728 +0
Jul07 060714 1194.0 1194.0 1194.0 1194.0 +9.5 113 5,786 +50
Sep07 060714 1198.5 1198.5 1198.5 1198.5 +11.0 137 732 +96
Total Volume and Open Interest 11,900 99,799 +157
Platinum(NYM)
Jul06 060714 1243.0 1275.0 1243.0 1267.5 +3.5 34 71 -33
Oct06 060714 1267.8 1269.0 1256.0 1267.5 +3.5 1,209 8,322 +51
Jan07 060714 1271.5 1271.5 1271.5 1271.5 +3.0 422 402 +396
Total Volume and Open Interest 1,665 8,801 +414
Palladium(NYME)
Sep06 060714 333.50 335.00 328.00 334.50 +0.45 1,057 13,459 +70
Dec06 060714 337.50 340.00 337.50 340.00 +0.45 168 547 +11
Mar07 060714 343.00 343.00 343.00 343.00 +0.45 0 1 +0
Total Volume and Open Interest 1,225 14,042 +81
Copper(CMX)
Jul06 060714 381.50 383.00 381.50 382.95 +3.80 584 4,124 -214
Sep06 060714 372.00 372.50 368.00 371.25 +3.60 5,128 47,237 +105
Dec06 060714 361.50 362.00 358.00 361.25 +3.10 1,769 10,398 +33
Mar07 060714 348.00 349.75 348.00 349.75 +2.60 523 2,698 +220
May07 060714 339.75 339.75 339.75 339.75 +2.60 214 666 +182
Total Volume and Open Interest 10,403 76,210 +1,966
Aluminum(CMX)
Jul06 060714 119.00 119.00 119.00 119.00 unch 1 117 +0
Aug06 060714 120.00 120.00 120.00 120.00 unch 0 377 +0
Sep06 060714 120.35 120.35 120.35 120.35 unch 0 1 +0
Oct06 060714 120.50 120.50 120.50 120.50 unch 0 40 +0
Nov06 060714 120.65 120.65 120.65 120.65 unch 0 40 +0
Dec06 060714 120.95 120.95 120.95 120.95 unch 0 566 +0
Total Volume and Open Interest 1 1,141 +0
DJIA Index(CBOT)
Sep06 060714 10875 10910 10751 10783 -103 6,840 55,343 +1,724
Dec06 060714 10875 10875 10869 10869 -105 124 1,978 +0
Mar07 060714 10934 10934 10934 10934 -103 0 5 +0
Jun07 060714 11005 11005 11005 11005 -103      
Total Volume and Open Interest 6,964 57,326 +1,724
S & P 500(CME)
Sep06 060714 1248.70 1249.80 1235.00 1242.20 -5.30 35,657 620,480 +3,679
Dec06 060714 1257.50 1259.50 1251.00 1253.10 -5.50 1,474 7,196 +686
Mar07 060714 1264.00 1264.00 1264.00 1264.00 -5.80 10 342 +10
Jun07 060714 1279.00 1279.00 1276.00 1276.00 -5.80 15 1,275 -15
Total Volume and Open Interest 37,156 629,579 +4,360
S & P 500 E-Mini(Globex)
Sep06 060714 1248.00 1251.50 1235.00 1242.25 -5.25 1,554,836 1,371,211 +23,243
Dec06 060714 1259.25 1261.25 1246.50 1253.00 -5.50 3,693 4,911 +2,510
Total Volume and Open Interest 1,558,529 1,376,122 +25,753
NASDAQ 100(CME)
Sep06 060714 1489.00 1492.00 1468.50 1475.00 -14.80 8,326 53,879 +753
Dec06 060714 1504.30 1505.00 1492.50 1494.00 -14.80 3 69 +3
Mar07 060714 1510.50 1510.50 1510.50 1510.50 -14.80      
Total Volume and Open Interest 8,329 53,948 +756
NASDAQ 100 E-Mini(Globex)
Sep06 060714 1490.80 1493.50 1468.30 1475.00 -14.80 501,585 377,985 +23,569
Dec06 060714 1508.30 1510.50 1487.80 1494.00 -14.80 80 241 +13
Total Volume and Open Interest 501,665 378,226 +23,582
S & P Midcap 400(CME)
Sep06 060714 81.14 81.14 71.14 75.84 -4.70 196 9,221 +109
Dec06 060714 82.84 82.84 82.84 82.84 -4.70 0 1 +0
Mar07 060714 89.84 89.84 89.84 89.84 -4.70      
Total Volume and Open Interest 196 9,222 +109
Russell 2000(CME)
Sep06 060714 689.00 689.50 678.30 683.20 -5.40 512 34,869 -51
Dec06 060714 692.00 692.00 689.20 689.20 -5.40 2 15 +2
Mar07 060714 695.20 695.20 695.20 695.20 -5.40      
Total Volume and Open Interest 514 34,884 -49
Russell 2000 E-Mini(Globex)
Sep06 060714 688.60 690.50 677.80 683.20 -5.40 210,009 430,026 +3,490
Dec06 060714 693.20 696.00 689.20 689.20 -5.40 85 347 +14
Total Volume and Open Interest 210,094 430,373 +3,504
Value Line(KCBT)
Sep06 060714 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060714 14845 14845 14670 14690 -175      
Dec06 060713 14840 14840 14825 14840 -335      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060714 14850 15005 14785 14805 -275 79,872 193,348 +5,352
Dec06 060714 14810 14810 14810 14810 -250      
Mar07 060714 14820 14820 14820 14820 -255 0 1 +0
Total Volume and Open Interest 79,889 193,446 +5,147
CAC 40(MATIF)
Jul06 060714 4816.0 4847.0 4771.5 4782.5 -76.0 175,681 441,556 -17,661
Aug06 060714 4837.5 4849.0 4792.0 4793.0 -76.0 54,503 53,709 +47,638
Sep06 060714 4836.5 4865.0 4792.5 4803.0 -76.0 5,685 62,014 +1,889
Total Volume and Open Interest 236,101 562,163 +32,074
Hang Seng Index(HKFE)
Jul06 060714 16167 16171 16050 16136 -186 32,648 108,313 -1,281
Aug06 060714 16150 16150 16028 16114 -186 592 3,276 +236
Sep06 060714 16146 16150 16030 16115 -189 78 1,289 -2
Total Volume and Open Interest 33,387 113,554 -997
DAX Index(EUREX)
Sep06 060714 5491.0 5533.5 5444.0 5453.5 -104.5 199,628 209,354 +15,555
Dec06 060714 5533.0 5575.0 5493.5 5498.5 -105.5 1,011 14,219 +275
Mar07 060714 5587.0 5625.5 5548.0 5548.0 -106.5 619 1,143 +156
Total Volume and Open Interest 201,258 224,716 +15,986
FT-SE 100(LIFFE)
Sep06 060714 5727.00 5765.00 5690.50 5704.00 -62.00 101,349 444,215 -5,114
Dec06 060714 5772.00 5786.50 5724.00 5736.00 -62.50 45 38,275 +29
Mar07 060714 5750.00 5750.00 5750.00 5750.00 -62.00 0 1,000 +0
Total Volume and Open Interest 101,394 485,240 -5,085
SPI 200(SFE)
Sep06 060714 4998.0 5012.0 4927.0 4927.0 -141.0 12,976 214,978 +564
Dec06 060714 5016.0 5016.0 4943.0 4943.0 -141.0 17 4,345 +0
Mar07 060714 5011.0 5011.0 4949.0 4949.0 -143.0 11 2,535 +2
Total Volume and Open Interest 13,007 224,248 +569
GSCI(CME)
Jul06 060714 506.25 506.30 501.90 502.50 +2.50 3,166 7,471 -1,700
Aug06 060714 512.00 512.50 507.90 509.00 +3.00 2,715 16,457 +3,570
Sep06 060714 513.80 513.80 513.80 513.80 +3.30      
Total Volume and Open Interest 5,881 23,928 +1,870
Reuters CRB Index(NYBOT)
Aug06 060714 397.75 397.95 397.00 397.95 +1.20 6 523 +0
Nov06 060714 406.45 406.45 406.45 406.45 +1.20 2 407 +0
Jan07 060714 408.45 408.45 408.45 408.45 +1.20      
Total Volume and Open Interest 8 934 +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

Login

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