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 July 24, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060724 580.50 585.00 580.00 583.25 +6.25 15,339 34,355 -13,470
Sep06 060724 588.00 591.75 587.50 590.75 +6.25 7,223 33,141 +1,622
Nov06 060724 602.50 606.50 601.75 604.75 +6.25 46,224 194,946 +2,449
Jan07 060724 613.50 617.50 613.50 616.25 +6.25 1,378 16,296 +320
Mar07 060724 624.00 627.50 623.50 626.50 +6.00 2,734 9,978 -95
May07 060724 630.00 633.00 629.50 632.25 +6.00 1,413 10,654 +199
Jul07 060724 640.00 642.00 639.00 641.50 +5.25 956 10,967 -229
Total Volume and Open Interest 76,613 327,122 -9,092
Soybean Meal(CBOT)
Aug06 060724 167.50 168.80 167.50 167.90 +1.40 6,400 25,071 -2,800
Sep06 060724 169.50 170.20 169.00 169.20 +1.20 4,708 35,384 +746
Oct06 060724 169.50 170.90 169.50 170.10 +1.50 3,575 14,483 +522
Dec06 060724 171.40 173.40 171.20 172.10 +1.70 12,876 94,671 +1,703
Jan07 060724 172.50 174.40 172.50 173.50 +2.10 642 8,324 +327
Mar07 060724 176.00 176.60 175.80 176.00 +1.70 836 6,778 +172
May07 060724 177.00 177.30 176.50 176.50 +1.40 626 9,174 +225
Jul07 060724 178.50 179.20 178.00 179.00 +1.00 415 7,277 -3
Total Volume and Open Interest 30,447 206,365 +1,048
Soybean Oil(CBOT)
Aug06 060724 26.35 26.47 26.11 26.30 +0.13 3,510 20,398 -2,024
Sep06 060724 26.55 26.70 26.34 26.51 +0.13 3,468 26,955 -622
Oct06 060724 26.83 26.88 26.54 26.75 +0.15 2,307 14,291 +1,138
Dec06 060724 27.18 27.35 26.99 27.16 +0.12 13,186 163,637 -663
Jan07 060724 27.50 27.56 27.43 27.43 +0.12 183 8,388 -3
Mar07 060724 27.90 27.90 27.77 27.77 +0.07 875 7,271 +728
May07 060724 28.25 28.40 28.00 28.17 +0.09 481 13,288 +128
Jul07 060724 28.50 28.50 28.50 28.50 +0.12 210 11,516 +2
Total Volume and Open Interest 24,557 282,907 -1,265
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060724 309.7 314.9 309.6 314.0 +5.3 3,593 62,585 -1,160
Jan07 060724 318.0 322.7 318.0 322.1 +5.1 140 6,795 +7
Mar07 060724 326.9 329.5 326.9 328.7 +4.8 5 804 +5
May07 060724 330.0 336.9 330.0 336.0 +6.0 1 1,086 +1
Total Volume and Open Interest 3,743 79,202 -1,149
Corn(CBOT)
Sep06 060724 238.00 240.50 237.75 239.00 +1.75 42,616 423,108 +5,653
Dec06 060724 254.00 256.75 253.75 255.25 +1.75 102,030 531,125 +2,984
Mar07 060724 268.00 270.25 267.50 269.25 +1.75 9,335 111,122 +335
May07 060724 276.50 279.50 276.50 278.75 +2.75 1,480 24,384 +772
Jul07 060724 286.50 289.00 286.25 287.50 +1.50 6,315 76,354 +2,979
Sep07 060724 292.00 295.50 292.00 294.75 +2.25 189 8,664 +26
Total Volume and Open Interest 177,102 1,383,750 +17,974
Wheat(CBOT)
Sep06 060724 405.50 406.00 399.00 400.50 -6.75 33,993 230,265 -3,431
Dec06 060724 427.50 427.50 418.50 420.75 -5.50 18,872 117,659 +3,267
Mar07 060724 438.50 442.00 435.00 437.00 -7.50 2,864 33,309 -553
May07 060724 445.00 449.00 445.00 445.50 -7.00 6 937 +5
Jul07 060724 453.00 456.00 450.00 451.25 -5.50 5,695 68,906 +988
Total Volume and Open Interest 63,896 484,779 +601
Wheat(KCBT)
Sep06 060724 502.00 505.50 498.00 499.25 -6.75 8,331 65,990 -813
Dec06 060724 518.00 519.50 512.50 515.75 -5.75 6,875 61,839 -239
Mar07 060724 520.50 524.00 517.00 517.00 -7.50 828 9,654 +301
May07 060724 511.00 511.00 510.50 510.50 -4.00 11 297 -3
Jul07 060724 484.00 488.50 483.00 483.00 -5.00 1,906 24,697 -401
Total Volume and Open Interest 18,104 167,167 -1,078
Wheat(MGE)
Sep06 060724 500.00 502.00 495.00 498.25 -5.75 4,450 20,282 -970
Dec06 060724 509.00 510.00 503.00 506.00 -6.25 4,603 28,215 +608
Mar07 060724 510.00 515.50 510.00 512.00 -6.00 258 2,870 +233
May07 060724 510.00 511.50 510.00 511.00 -3.50 1 159 -6
Jul07 060724 500.00 509.00 500.00 506.25 -5.75 30 486 +39
Total Volume and Open Interest 9,535 58,351 +135
Oats(CBOT)
Sep06 060724 189.75 196.50 189.50 192.25 +2.50 447 5,406 -105
Dec06 060724 193.75 197.00 193.50 195.25 +1.75 626 8,074 -122
Mar07 060724 203.00 205.00 202.00 202.00 +2.00 9 208 +5
May07 060724 202.00 202.00 202.00 202.00 unch 0 4 +0
Total Volume and Open Interest 1,093 13,720 -217
Rough Rice(CBOT)
Sep06 060724 9.48 9.50 9.40 9.41 -0.03 252 5,532 +110
Nov06 060724 9.72 9.75 9.66 9.68 -0.02 254 5,224 -39
Jan07 060724 9.91 9.91 9.85 9.85 -0.04 11 910 +0
Mar07 060724 10.10 10.10 10.04 10.04 -0.04 1 1,328 +3
Total Volume and Open Interest 518 13,139 +72
Live Cattle(CME)
Aug06 060724 82.250 82.925 81.950 82.675 -1.600 15,273 50,296 -7,455
Oct06 060724 86.750 86.750 85.600 86.225 -2.000 12,893 116,852 +4,531
Dec06 060724 87.000 87.300 86.300 86.875 -1.900 3,412 39,803 +560
Feb07 060724 89.800 90.000 89.050 89.625 -1.550 781 19,792 +74
Apr07 060724 88.100 88.150 87.400 88.000 -1.150 310 5,053 +168
Jun07 060724 83.100 83.400 82.600 83.100 -1.700 41 2,801 +23
Total Volume and Open Interest 32,710 234,637 -2,099
Feeder Cattle(CME)
Aug06 060724 114.000 114.000 112.850 113.350 -2.275 935 13,000 -260
Sep06 060724 113.700 113.800 112.950 113.275 -2.250 848 8,897 +156
Oct06 060724 113.250 113.500 112.500 113.250 -1.975 545 5,480 +130
Nov06 060724 111.500 111.600 110.750 111.550 -1.750 236 1,398 +15
Jan07 060724 106.000 106.750 106.000 106.750 -1.250 67 1,723 +38
Mar07 060724 103.250 103.600 103.025 103.400 -1.800 18 308 +9
Apr07 060724 103.300 103.300 103.300 103.300 -1.200 25 114 +17
Total Volume and Open Interest 2,689 31,038 +119
Lean Hogs(CME)
Aug06 060724 66.900 67.900 66.400 67.700 +0.325 7,456 35,942 -2,825
Oct06 060724 59.250 60.200 58.700 59.700 +0.250 7,897 87,776 +465
Dec06 060724 57.650 58.000 56.950 57.950 +0.150 2,331 20,490 +817
Feb07 060724 59.300 59.600 58.850 59.550 -0.075 309 6,906 +85
Apr07 060724 60.600 60.800 60.000 60.350 -0.400 101 3,965 +63
May07 060724 63.000 63.775 63.000 63.775 -0.200 21 561 +20
Jun07 060724 65.100 65.300 64.500 65.050 -0.250 46 1,231 +20
Jul07 060724 62.500 63.075 62.500 63.075 -0.075 15 391 +12
Total Volume and Open Interest 18,177 157,265 -1,343
Pork Bellies(CME)
Jul06 060724 92.250 92.250 92.250 92.250 -3.000 3 79 -3
Aug06 060724 90.000 91.200 89.150 90.050 -1.800 229 1,545 -44
Feb07 060724 88.950 89.000 88.250 88.250 -0.100 7 83 +0
Mar07 060724 88.500 88.500 88.500 88.500 -0.200 0 10 +0
Total Volume and Open Interest 239 1,717 -47
Class III Milk(CME)
Jul06 060724 10.93 10.96 10.93 10.95 +0.02 26 3,423 -3
Aug06 060724 11.10 11.15 11.08 11.12 +0.08 277 4,463 +18
Sep06 060724 11.74 11.90 11.74 11.88 +0.18 383 5,074 +167
Oct06 060724 12.20 12.50 12.20 12.47 +0.27 47 4,135 +4
Nov06 060724 12.25 12.32 12.25 12.31 +0.11 27 3,505 +0
Total Volume and Open Interest 875 31,603 +207
Cocoa(NYBOT)
Sep06 060724 1503 1503 1475 1483 -19 6,257 67,513 -2,742
Dec06 060724 1540 1542 1513 1522 -17 1,778 33,173 -1
Mar07 060724 1570 1570 1545 1553 -17 731 21,175 -162
May07 060724 1585 1585 1570 1573 -17 376 8,709 -111
Jul07 060724 1595 1595 1585 1594 -17 0 3,650 +0
Sep07 060724 1613 1613 1613 1613 -17 474 8,930 +228
Dec07 060724 1635 1635 1635 1635 -17 0 6,996 +0
Total Volume and Open Interest 9,616 150,166 -2,788
Coffee "C"(NYBOT)
Sep06 060724 95.25 96.25 93.95 94.05 -1.55 7,471 79,414 -240
Dec06 060724 99.95 100.30 98.00 98.10 -1.50 3,095 27,077 +440
Mar07 060724 103.50 103.90 101.85 101.85 -1.50 592 7,666 +24
May07 060724 105.00 105.00 104.20 104.20 -1.50 184 2,845 +63
Jul07 060724 108.25 108.25 106.55 106.55 -1.50 33 1,290 +17
Sep07 060724 110.40 110.70 108.90 108.90 -1.50 91 1,495 +82
Total Volume and Open Interest 11,748 121,200 +462
Orange Juice(NYBOT)
Sep06 060724 156.40 166.90 156.25 166.90 +10.00 748 19,047 -173
Nov06 060724 157.20 167.20 156.80 167.20 +10.00 110 3,351 +27
Jan07 060724 156.25 161.35 156.25 161.35 +5.00 322 2,792 +109
Mar07 060724 156.00 161.35 155.95 161.35 +5.00 0 553 +0
May07 060724 161.35 161.35 161.35 161.35 +5.00 0 135 +0
Total Volume and Open Interest 1,180 25,912 -37
Sugar #11(NYBOT)
Oct06 060724 15.35 15.74 15.30 15.58 +0.22 17,858 259,424 +100
Mar07 060724 15.68 16.10 15.66 15.95 +0.24 8,318 93,399 +1,134
May07 060724 15.60 15.96 15.59 15.84 +0.24 2,517 43,732 +701
Jul07 060724 15.40 15.75 15.40 15.64 +0.22 2,038 27,633 -571
Oct07 060724 15.45 15.66 15.45 15.66 +0.19 232 24,033 -19
Total Volume and Open Interest 34,201 464,280 +1,031
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060724 22.50 23.50 22.50 22.50 -0.21 20 2,030 +1
Nov06 060724 22.52 22.52 22.40 22.42 -0.13 12 2,356 +1
Jan07 060724 22.35 22.35 22.35 22.35 -0.15 2 1,409 +2
Mar07 060724 22.35 22.35 22.35 22.35 -0.06 0 1,608 +0
Total Volume and Open Interest 34 9,350 +4
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 1,919 15,115 -1,529
Sep06 060724 857 875 851 859 -3 6,876 59,650 -1,120
Dec06 060724 871 884 866 873 -1 5,841 48,099 +2,015
Mar07 060724 888 895 883 889 -1 1,125 31,505 +51
May07 060724 898 903 895 901 +1 107 10,343 -50
Jul07 060724 908 910 904 910 +1 101 5,348 +95
Sep07 060724 915 919 912 919 +1 2 2,833 +0
Total Volume and Open Interest 14,124 169,239 +1,053
London Coffee(LCE)
Jul06 060724 1156.00 1164.00 1149.00 1149.00 unch 74 772 -533
Sep06 060724 1160.00 1179.00 1156.00 1162.00 unch 6,121 69,851 -263
Nov06 060724 1167.00 1184.00 1164.00 1170.00 unch 2,339 41,452 -33
Jan07 060724 1168.00 1179.00 1159.00 1165.00 +1.00 251 13,902 +130
Mar07 060724 1170.00 1174.00 1163.00 1164.00 +2.00 85 2,750 +54
May07 060724 1178.00 1182.00 1174.00 1174.00 +4.00 18 1,349 +17
Total Volume and Open Interest 8,895 130,613 -627
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060724 449.00 456.10 448.00 453.90 +3.60 3,257 37,131 -659
Dec06 060724 445.70 452.50 445.50 451.10 +3.60 1,042 10,898 -291
Mar07 060724 433.10 439.10 432.00 437.90 +3.90 420 9,930 +96
May07 060724 432.60 437.40 431.80 437.40 +4.40 10 4,045 +0
Total Volume and Open Interest 4,837 65,394 -829
Cotton(NYBOT)
Oct06 060724 53.60 54.40 52.90 54.15 +0.55 311 4,760 -25
Dec06 060724 55.50 56.35 54.75 55.95 +0.49 9,322 124,477 -509
Mar07 060724 58.20 59.25 57.80 58.87 +0.37 1,281 24,923 +532
May07 060724 59.25 59.75 58.60 59.75 +0.45 10 1,259 +1
Jul07 060724 59.55 60.40 59.50 60.40 +0.35 61 2,287 +12
Oct07 060724 60.70 60.70 60.70 60.70 +0.40 0 44 +0
Total Volume and Open Interest 11,228 161,655 +204
Lumber(CME)
Sep06 060724 276.0 279.0 272.6 273.9 -4.4 375 4,492 +97
Nov06 060724 283.7 283.9 279.5 281.4 -2.3 108 810 +31
Jan07 060724 291.0 291.0 289.0 290.0 -3.7 24 95 -1
Mar07 060724 300.6 300.6 297.0 297.0 -3.4 12 28 +5
Total Volume and Open Interest 519 5,434 +132
Crude Oil(NYM)
Sep06 060724 73.80 75.20 73.55 75.05 +0.62 78,119 260,577 -6,188
Oct06 060724 74.75 76.05 74.50 75.98 +0.63 32,777 86,530 +3,240
Nov06 060724 75.30 76.65 75.25 76.65 +0.67 7,588 36,344 +1,326
Dec06 060724 75.95 77.18 75.70 77.12 +0.68 11,901 120,231 -6,655
Jan07 060724 76.25 77.45 76.15 77.45 +0.69 1,825 42,377 +319
Feb07 060724 76.60 77.66 76.60 77.66 +0.69 887 19,249 +434
Mar07 060724 77.78 77.78 77.78 77.78 +0.69 599 18,614 +167
Apr07 060724 77.83 77.83 77.83 77.83 +0.69 833 22,660 -543
May07 060724 77.82 77.82 77.82 77.82 +0.69 388 17,431 +188
Jun07 060724 76.55 77.75 76.55 77.75 +0.69 2,095 45,763 +172
Jul07 060724 77.67 77.67 77.67 77.67 +0.69 645 10,115 -415
Aug07 060724 77.58 77.58 77.58 77.58 +0.69 518 8,548 +0
Sep07 060724 77.48 77.48 77.48 77.48 +0.68 0 10,220 +0
Oct07 060724 77.37 77.37 77.37 77.37 +0.68 100 6,582 -100
Nov07 060724 77.24 77.24 77.24 77.24 +0.68 250 7,401 +64
Dec07 060724 76.25 77.11 76.00 77.11 +0.68 4,903 105,428 +1,624
Total Volume and Open Interest 146,535 1,041,658 -6,448
Heating Oil(NYM)
Aug06 060724 194.25 197.60 193.30 196.99 +1.19 20,780 25,243 -3,831
Sep06 060724 201.00 204.50 200.00 204.05 +1.70 21,203 67,120 +1,238
Oct06 060724 207.20 210.75 206.70 210.40 +1.75 5,049 15,020 -497
Nov06 060724 212.10 216.00 212.00 215.60 +1.85 1,313 9,272 +201
Dec06 060724 217.00 220.50 216.50 220.00 +1.90 1,697 18,434 +116
Jan07 060724 221.20 224.40 220.35 224.00 +2.05 838 16,273 +390
Feb07 060724 223.30 226.40 223.00 226.00 +2.10 464 7,341 +149
Mar07 060724 222.65 225.30 222.50 225.20 +2.10 480 5,169 +95
Apr07 060724 218.20 221.00 218.10 220.90 +2.10 1,063 5,759 -99
May07 060724 216.50 216.90 216.50 216.90 +1.85 541 1,446 +97
Jun07 060724 215.10 215.10 215.10 215.10 +1.70 431 8,311 +323
Jul07 060724 215.75 215.90 215.75 215.90 +1.60 0 624 +0
Total Volume and Open Interest 53,951 183,908 -1,859
Unleaded Gas(NYM)
Aug06 060724 229.00 233.00 226.50 231.42 +2.48 18,902 23,892 -1,881
Sep06 060724 226.00 230.50 224.75 228.57 +1.78 12,595 53,432 +275
Oct06 060724 209.50 213.00 208.25 212.22 +1.43 2,244 9,018 +200
Nov06 060724 206.50 206.50 203.82 203.82 +1.13 556 3,731 +254
Dec06 060724 197.25 199.75 197.25 197.62 +0.83 350 5,446 +174
Jan07 060724 197.50 197.50 195.92 195.92 +0.63 55 1,828 +32
Total Volume and Open Interest 34,702 97,347 -946
Natural Gas(NYM)
Aug06 060724 6.360 6.630 6.320 6.605 +0.466 16,682 38,538 -2,715
Sep06 060724 6.470 6.750 6.430 6.723 +0.475 15,590 117,572 -34
Oct06 060724 6.730 7.000 6.660 6.988 +0.510 15,516 66,660 +7,245
Nov06 060724 8.250 8.468 8.160 8.468 +0.470 12,486 50,520 -5,191
Dec06 060724 9.750 9.960 9.670 9.958 +0.405 5,177 35,880 -578
Jan07 060724 10.470 10.678 10.400 10.678 +0.385 1,923 52,431 -108
Feb07 060724 10.460 10.698 10.430 10.698 +0.377 995 30,158 +86
Mar07 060724 10.260 10.488 10.230 10.488 +0.365 2,423 58,355 +529
Apr07 060724 8.450 8.578 8.420 8.578 +0.205 3,171 36,017 +434
May07 060724 8.240 8.393 8.240 8.393 +0.200 1,411 23,516 +431
Jun07 060724 8.320 8.478 8.320 8.478 +0.199 130 12,684 +45
Jul07 060724 8.530 8.583 8.530 8.583 +0.197 53 9,675 +6
Aug07 060724 8.550 8.668 8.550 8.668 +0.196 525 9,122 +261
Sep07 060724 8.680 8.768 8.680 8.768 +0.195 32 9,853 +10
Oct07 060724 8.770 8.943 8.770 8.943 +0.195 1,933 27,128 +390
Nov07 060724 9.560 9.708 9.560 9.708 +0.190 2,125 15,226 +711
Total Volume and Open Interest 86,606 895,304 +3,793
Brent Crude Oil(ICE)
Sep06 060724 73.66 74.80 72.78 74.61 +0.86 83,379 127,427 +4,736
Oct06 060724 74.10 75.02 73.25 74.87 +0.66 33,453 125,190 +986
Nov06 060724 74.48 75.50 73.75 75.35 +0.65 10,506 31,183 +1,199
Dec06 060724 74.92 75.87 74.21 75.77 +0.63 11,963 54,788 +350
Jan07 060724 75.29 76.17 74.64 76.11 +0.62 1,481 19,057 -547
Feb07 060724 75.33 76.40 74.91 76.34 +0.61 662 9,996 +184
Mar07 060724 75.34 76.51 75.33 76.47 +0.63 278 12,002 +51
Apr07 060724 75.87 76.60 75.69 76.51 +0.63 53 11,631 -26
May07 060724 76.22 76.51 76.22 76.51 +0.63 0 3,390 +0
Jun07 060724 75.35 76.46 75.12 76.46 +0.62 600 13,441 -58
Jul07 060724 75.14 76.44 75.14 76.37 +0.63 0 991 +0
Aug07 060724 75.97 76.27 75.97 76.27 +0.63 50 1,298 +48
Sep07 060724 75.90 76.17 75.87 76.17 +0.63 80 1,510 +80
Oct07 060724 75.80 76.07 75.80 76.07 +0.64 0 240 +0
Total Volume and Open Interest 145,845 473,056 +8,660
Gas Oil(ICE)
Aug06 060724 628.00 634.00 619.00 621.75 -5.25 32,325 58,491 -1,815
Sep06 060724 639.25 645.75 629.50 633.50 -5.25 18,098 58,172 +2,451
Oct06 060724 649.50 656.75 640.75 644.25 -5.75 7,148 27,977 +1,763
Nov06 060724 660.00 666.25 652.00 655.00 -6.00 3,075 16,903 +1,212
Dec06 060724 665.00 675.75 660.75 664.50 -5.50 3,127 34,514 +681
Jan07 060724 672.25 682.25 668.00 672.00 -5.00 626 15,666 +178
Feb07 060724 673.00 682.50 673.00 677.00 -4.50 133 2,767 +100
Mar07 060724 677.00 677.00 677.00 677.00 -4.50 6 5,660 +0
Apr07 060724 675.50 675.50 675.50 675.50 -4.25 0 1,975 +0
May07 060724 674.00 674.00 674.00 674.00 -4.00 0 350 +0
Total Volume and Open Interest 65,648 271,086 +5,018
US Dollar Index(NYBOT)
Sep06 060724 85.62 86.17 85.57 86.08 +0.41 2,542 14,882 +240
Dec06 060724 85.37 85.81 85.37 85.71 +0.41 26 2,231 +12
Mar07 060724 85.36 85.36 85.36 85.36 +0.41 0 5 +0
Total Volume and Open Interest 2,568 17,123 +252
Australian Dollar(CME)
Sep06 060724 75.26 75.40 75.12 75.37 +0.16 2,875 58,843 +3,580
Dec06 060724 75.26 75.26 75.26 75.26 +0.16 1 596 +3
Mar07 060724 75.13 75.13 75.13 75.13 +0.16 0 9 +0
Total Volume and Open Interest 2,876 59,454 +3,583
British Pound(CME)
Sep06 060724 185.69 185.69 185.15 185.20 -0.92 6,665 101,026 +11,534
Dec06 060724 186.14 186.14 185.58 185.58 -0.91 1 495 -67
Mar07 060724 185.85 185.85 185.85 185.85 -0.91 0 6 +0
Total Volume and Open Interest 6,666 101,527 +11,467
Canadian Dollar(CME)
Sep06 060724 87.88 87.92 87.42 87.79 -0.25 8,573 86,045 +2,959
Dec06 060724 87.95 88.10 87.95 88.07 -0.24 41 2,603 +47
Mar07 060724 88.34 88.34 88.34 88.34 -0.23 0 331 -2
Jun07 060724 88.61 88.61 88.61 88.61 -0.22 0 237 +0
Total Volume and Open Interest 8,614 89,371 +3,004
Japanese Yen(CME)
Sep06 060724 86.44 86.47 86.18 86.27 -0.47 5,463 185,277 -5,317
Dec06 060724 87.38 87.38 87.38 87.38 -0.47 3 20,320 +69
Mar07 060724 88.48 88.48 88.48 88.48 -0.47 0 16 +11
Total Volume and Open Interest 5,466 205,640 -5,237
Swiss Franc(CME)
Sep06 060724 80.75 80.78 80.63 80.73 -0.64 499 73,321 -572
Dec06 060724 81.50 81.50 81.50 81.50 -0.64 1 807 +16
Mar07 060724 82.24 82.24 82.24 82.24 -0.64 0 10 -5
Total Volume and Open Interest 500 74,138 -561
EuroFX(CME)
Sep06 060724 126.82 126.92 126.63 126.75 -0.62 3,645 147,683 -640
Dec06 060724 127.46 127.46 127.46 127.46 -0.62 5 1,354 -17
Mar07 060724 128.08 128.08 128.08 128.08 -0.62 37 170 +37
Total Volume and Open Interest 3,687 149,275 -620
Mexican Peso(CME)
Sep06 060724 9115.0 9172.0 9115.0 9162.0 +55.0 3,536 57,558 -140
Dec06 060724 2.5 2.5 2.5 2.5 -4.0 0 23,062 -15
Total Volume and Open Interest 3,536 82,286 -155
30-Year T-Bonds(CBOT)
Sep06 060724 107~25 107~31 107~16 107~23 unch 242,074 743,917 +3,988
Dec06 060724 108~04 108~12 107~23 107~31 unch 2,016 13,530 -118
Mar07 060724 107~25 107~25 107~25 107~25 unch 0 6 +0
Total Volume and Open Interest 244,090 757,468 +3,870
10-Year T-Notes(CBOT)
Sep06 060724 105~190 105~215 105~125 105~180 unch 739,826 1,977,771 -45,532
Dec06 060724 105~175 105~200 105~145 105~175 unch 13,469 42,641 -2,658
Total Volume and Open Interest 753,305 2,020,419 -48,190
5-Year T-Notes(CBOT)
Sep06 060724 103~260 103~300 103~260 103~275 -0~005 426,869 0 +0
Dec06 060724 103~270 103~300 103~270 103~285 -0~010 1,876 0 +0
Total Volume and Open Interest 428,745    
2 Year T-Notes(CBOT)
Sep06 060724 101~066 101~072 101~065 101~068 -0~002 5,315 607,210 +13,372
Dec06 060724 101~074 101~074 101~074 101~074 -0~004 2,922 23,669 +5,096
Total Volume and Open Interest 8,237 630,879 +18,468
Eurodollars(CME)
Sep06 060724 94.465 94.480 94.465 94.465 -0.010 34,198 1,568,085 +15,542
Dec06 060724 94.450 94.475 94.450 94.460 -0.005 37,411 1,645,115 -3,922
Mar07 060724 94.505 94.535 94.505 94.520 unch 27,324 1,238,355 -6,024
Jun07 060724 94.590 94.620 94.590 94.605 unch 21,361 958,649 -1,634
Sep07 060724 94.660 94.690 94.660 94.680 unch 28,030 912,862 +19,119
Dec07 060724 94.690 94.720 94.690 94.705 -0.005 41,007 749,880 +8,175
Mar08 060724 94.695 94.720 94.695 94.710 -0.005 21,932 536,720 -4,875
Jun08 060724 94.680 94.710 94.680 94.695 -0.005 18,811 322,047 +7,343
Sep08 060724 94.650 94.685 94.650 94.670 -0.005 11,431 283,635 -273
Dec08 060724 94.620 94.650 94.620 94.635 -0.005 19,999 247,080 +2,872
Mar09 060724 94.605 94.630 94.605 94.615 unch 12,740 220,484 +2,911
Jun09 060724 94.590 94.600 94.575 94.585 unch 11,294 158,514 +4,589
Sep09 060724 94.565 94.565 94.540 94.550 unch 5,176 114,455 +178
Dec09 060724 94.525 94.525 94.500 94.510 unch 5,987 111,064 +1,399
Mar10 060724 94.505 94.505 94.480 94.490 unch 6,398 99,211 +734
Jun10 060724 94.480 94.480 94.450 94.460 unch 7,541 74,883 +1,645
Sep10 060724 94.450 94.450 94.425 94.435 unch 5,694 85,240 -348
Dec10 060724 94.380 94.405 94.380 94.400 unch 5,471 66,997 +858
Total Volume and Open Interest 332,367 9,594,776 +52,644
3-Mth Euro-Yen(CME)
Sep06 060724 99.51 99.51 99.51 99.51 -0.01 926 13,188 +309
Dec06 060724 99.35 99.35 99.35 99.35 -0.01 119 11,703 +280
Mar07 060724 99.18 99.18 99.17 99.17 -0.02 162 5,342 -14
Jun07 060724 99.02 99.02 99.01 99.01 -0.03 534 5,490 +257
Sep07 060724 98.88 98.88 98.88 98.88 -0.01 0 2,234 +456
Dec07 060724 98.75 98.75 98.75 98.75 -0.02 903 3,467 +1,383
Mar08 060724 98.65 98.65 98.65 98.65 unch 0 830 +0
Jun08 060724 98.57 98.57 98.57 98.57 unch 0 255 +0
Sep08 060724 98.44 98.44 98.44 98.44 unch 0 7 +0
Dec08 060724 98.32 98.32 98.32 98.32 unch 0 4 +0
Total Volume and Open Interest 2,644 42,526 +2,671
3-Mth Euro-Yen(SIMEX)
Sep06 060724 99.51 99.51 99.51 99.51 unch 258 69,302 -4,809
Dec06 060724 99.37 99.37 99.35 99.35 -0.01 1,527 102,246 -906
Mar07 060724 99.19 99.19 99.17 99.17 -0.01 713 58,836 -186
Jun07 060724 99.04 99.04 99.02 99.02 unch 45 27,388 -341
Sep07 060724 98.88 98.88 98.88 98.88 unch 33 15,321 +468
Dec07 060724 98.75 98.75 98.75 98.75 unch 662 38,340 +1,039
Mar08 060724 98.64 98.64 98.64 98.64 unch 0 21,138 +18
Jun08 060724 98.54 98.54 98.54 98.54 unch 0 1,144 +11
Total Volume and Open Interest 3,238 334,806 -4,656
German Euro-Bund(EUREX)
Sep06 060724 116.37 116.50 116.29 116.44 -0.07 931,990 1,375,621 +641
Dec06 060724 115.68 115.80 115.66 115.75 -0.07 257 11,580 +303
Mar07 060724 115.54 115.54 115.54 115.54 -0.01 5 10 +0
Total Volume and Open Interest 932,252 1,387,211 +944
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060724 109.07 109.19 109.07 109.17 -0.10 0 12 +1
Mar07 060724 108.98 108.98 108.98 108.98 -0.04      
Total Volume and Open Interest 476,940 983,182 +331
Long Gilt(LIFFE)
Sep06 060724 109~17 109~25 109~15 109~24 +0~02 56,877 256,537 -1,065
Dec06 060724 109~19 109~19 109~19 109~19 +0~02      
Total Volume and Open Interest 56,877 256,537 -1,065
3-Mth Short Sterling(LIFFE)
Sep06 060724 95.17 95.17 95.17 95.17 +0.03 77,839 433,714 -5,404
Dec06 060724 95.05 95.05 95.05 95.05 +0.04 85,533 357,744 +5,060
Mar07 060724 94.97 94.97 94.97 94.97 +0.05 59,816 365,985 +41
Total Volume and Open Interest 388,209 2,095,930 -11,247
3-Mth Euribor(LIFFE)
Sep06 060724 96.675 96.680 96.670 96.675 -0.005 57,034 670,921 -5,617
Dec06 060724 96.420 96.430 96.405 96.425 -0.005 84,144 685,679 +4,525
Mar07 060724 96.310 96.315 96.290 96.310 -0.005 86,575 547,625 -1,208
Total Volume and Open Interest 489,775 3,477,816 +1,958
3-Mth Aus T-Bills(SFE)
Sep06 060724 93.84 93.84 93.81 93.82 -0.03 7,896 135,698 -9,616
Dec06 060724 93.72 93.72 93.66 93.68 -0.06 21,106 265,543 -7,594
Mar07 060724 93.70 93.70 93.63 93.64 -0.07 11,222 90,597 -2,125
Jun07 060724 93.70 93.70 93.63 93.64 -0.08 5,483 62,456 +338
Sep07 060724 93.70 93.70 93.63 93.64 -0.07 765 26,806 -1,474
Dec07 060724 93.68 93.68 93.62 93.64 -0.05 2,373 20,107 +118
Mar08 060724 93.66 93.67 93.61 93.63 -0.04 35 11,822 -165
Jun08 060724 93.64 93.64 93.61 93.62 -0.04 55 6,498 +55
Sep08 060724 93.60 93.60 93.60 93.60 -0.04 0 1,565 +0
Dec08 060724 93.59 93.59 93.59 93.59 -0.05 0 1,431 +0
Total Volume and Open Interest 48,955 624,142 -20,450
10-Year Aus T-Bonds(SFE)
Sep06 060724 94.20 94.20 94.14 94.17 -0.05 23,947 323,993 -4,677
Dec06 060724 94.17 94.17 94.17 94.17 -0.05      
Total Volume and Open Interest 23,947 323,993 -4,677
3-Year Aus T-Bonds(SFE)
Sep06 060724 94.12 94.12 94.04 94.06 -0.07 61,224 478,424 +14,951
Dec06 060724 94.06 94.06 94.06 94.06 -0.07      
Total Volume and Open Interest 61,224 478,424 +14,951
Gold(CMX)
Aug06 060724 615.0 615.8 602.5 613.2 -7.0 67,471 123,174 -18,204
Oct06 060724 623.0 623.0 609.1 619.6 -7.1 1,516 19,397 +519
Dec06 060724 628.0 628.5 615.0 625.8 -7.3 21,880 108,641 +14,011
Feb07 060724 630.0 632.0 628.0 632.0 -7.4 84 15,906 -6
Apr07 060724 635.0 638.2 634.7 638.2 -7.5 18 2,559 -5
Jun07 060724 644.0 646.0 636.0 644.3 -7.6 10 14,736 +8
Aug07 060724 650.5 650.5 650.5 650.5 -7.6 0 1,269 +0
Oct07 060724 651.0 656.6 651.0 656.6 -7.7 0 3,579 +0
Dec07 060724 664.0 664.0 657.0 662.7 -7.8 20 19,862 +6
Feb08 060724 668.7 668.7 668.7 668.7 -7.9 0 1,503 +0
Apr08 060724 19.3 19.3 19.3 19.3 -8.0      
Jun08 060724 680.8 680.8 680.8 680.8 -8.0 0 1,070 +0
Total Volume and Open Interest 91,602 325,918 -3,070
Silver(CMX)
Jul06 060724 1076.0 1087.0 1076.0 1087.0 +8.5 26 339 -187
Sep06 060724 1081.0 1096.0 1068.0 1092.0 +7.5 14,085 47,062 -804
Dec06 060724 1094.0 1110.0 1081.0 1105.1 +7.5 1,540 23,943 -260
Mar07 060724 1110.0 1117.5 1095.0 1117.5 +7.5 22 8,365 +20
May07 060724 1110.0 1124.0 1110.0 1124.0 +7.5 0 2,727 +0
Jul07 060724 1130.0 1130.0 1130.0 1130.0 +7.5 127 5,884 +100
Sep07 060724 1132.3 1132.3 1132.3 1132.3 +7.5 0 705 +0
Total Volume and Open Interest 16,000 98,218 -1,107
Platinum(NYM)
Jul06 060724 1209.3 1209.3 1209.3 1209.3 -11.2 3 27 -20
Oct06 060724 1212.0 1213.0 1191.2 1209.3 -11.2 835 8,421 -168
Jan07 060724 1212.8 1212.8 1212.8 1212.8 -11.2 52 498 +52
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Total Volume and Open Interest 515 9,013  
Palladium(NYME)
Sep06 060724 305.00 316.80 303.00 316.05 +4.25 554 13,430 -2
Dec06 060724 321.75 321.75 321.75 321.75 +4.25 305 1,008 +303
Mar07 060724 324.75 324.75 324.75 324.75 +4.25 0 1 +0
Total Volume and Open Interest 859 14,474 +301
Copper(CMX)
Jul06 060724 343.00 348.35 332.00 348.35 +6.70 821 2,026 -593
Sep06 060724 332.80 338.50 321.00 338.20 +5.90 6,927 46,594 -512
Dec06 060724 327.00 331.50 314.50 330.90 +5.75 1,452 12,275 -105
Mar07 060724 305.00 321.60 305.00 321.60 +5.95 42 2,827 +15
May07 060724 314.50 314.50 314.50 314.50 +6.15 32 678 -1
Total Volume and Open Interest 10,039 75,283 -999
Aluminum(CMX)
Jul06 060724 112.85 112.85 112.85 112.85 +2.15 0 7 +0
Aug06 060724 113.85 113.85 113.85 113.85 +2.15 0 377 +0
Sep06 060724 115.05 115.05 115.05 115.05 +2.15 0 1 +0
Oct06 060724 115.20 115.20 115.20 115.20 +2.15 0 40 +0
Nov06 060724 115.35 115.35 115.35 115.35 +2.15 0 40 +0
Dec06 060724 115.65 115.65 115.65 115.65 +2.15 0 566 +0
Total Volume and Open Interest 0 1,031 +0
DJIA Index(CBOT)
Sep06 060724 10942 11110 10940 11102 +196 3,539 54,913 -172
Dec06 060724 11100 11189 11100 11189 +199 19 1,987 +3
Mar07 060724 11253 11253 11253 11253 +196 0 5 +0
Jun07 060724 11324 11324 11324 11324 +196      
Total Volume and Open Interest 3,558 56,905 -169
S & P 500(CME)
Sep06 060724 1249.70 1269.00 1249.50 1267.50 +22.80 29,473 614,980 -2,736
Dec06 060724 1271.50 1278.60 1271.50 1278.60 +22.90 35 7,772 +33
Mar07 060724 1289.60 1289.60 1289.60 1289.60 +22.90 25 334 -30
Jun07 060724 1301.10 1301.10 1301.10 1301.10 +22.90 0 1,276 +0
Total Volume and Open Interest 29,533 624,649 -2,733
S & P 500 E-Mini(Globex)
Sep06 060724 1244.50 1269.00 1243.50 1267.50 +22.75 1,231,010 1,389,629 +24,922
Dec06 060724 1255.50 1279.75 1255.25 1278.50 +22.75 1,074 7,647 +508
Total Volume and Open Interest 1,232,084 1,397,276 +25,430
NASDAQ 100(CME)
Sep06 060724 1469.00 1495.50 1467.00 1494.50 +33.20 5,539 57,032 +1,389
Dec06 060724 1513.00 1513.00 1513.00 1513.00 +33.20 12 79 +9
Mar07 060724 1529.50 1529.50 1529.50 1529.50 +33.20      
Total Volume and Open Interest 5,551 57,111 +1,398
NASDAQ 100 E-Mini(Globex)
Sep06 060724 1460.80 1496.30 1459.30 1494.50 +33.20 306,602 426,149 -2,413
Dec06 060724 1486.00 1514.00 1484.00 1513.00 +33.20 37 337 +12
Total Volume and Open Interest 306,639 426,486 -2,401
S & P Midcap 400(CME)
Sep06 060724 64.64 78.54 64.64 78.54 +17.60 147 9,425 +80
Dec06 060724 85.54 85.54 85.54 85.54 +17.60 0 1 +0
Mar07 060724 92.54 92.54 92.54 92.54 +17.60      
Total Volume and Open Interest 147 9,426 +80
Russell 2000(CME)
Sep06 060724 680.25 696.00 680.25 696.00 +21.40 2,290 38,211 +891
Dec06 060724 702.00 702.00 702.00 702.00 +21.40 0 14 +0
Mar07 060724 708.00 708.00 708.00 708.00 +21.40      
Total Volume and Open Interest 2,290 38,225 +891
Russell 2000 E-Mini(Globex)
Sep06 060724 674.40 696.70 673.70 696.00 +21.40 212,518 444,202 +7,328
Dec06 060724 681.00 702.30 681.00 702.00 +21.40 129 489 +58
Total Volume and Open Interest 212,647 444,691 +7,386
Value Line(KCBT)
Sep06 060724 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060724 14800 15030 14800 14975 +265      
Dec06 060724 14950 14950 14950 14950 +265      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060724 14705 14870 14560 14775 -55 42,584 203,961 +1,614
Dec06 060724 14755 14755 14595 14755 -30      
Mar07 060724 14770 14770 14770 14770 -25 0 1 +0
Total Volume and Open Interest 43,098 204,079 +1,614
CAC 40(MATIF)
Jul06 060721 4841.0 4863.0 4814.0 4830.0 -35.0 201,909 388,803 -117,887
Aug06 060724 4838.0 4941.5 4827.5 4925.5 +96.5 117,289 377,485 +52,022
Sep06 060724 4845.0 4949.5 4845.0 4935.5 +97.0 3,181 65,682 +743
Total Volume and Open Interest 168,163 448,060 -336,041
Hang Seng Index(HKFE)
Jul06 060724 16350 16511 16342 16497 +4 36,871 106,895 -882
Aug06 060724 16321 16482 16318 16468 +2 1,945 4,072 +552
Sep06 060724 16334 16475 16320 16474 +2 99 1,319 +9
Total Volume and Open Interest 38,922 113,012 -316
DAX Index(EUREX)
Sep06 060724 5489.0 5613.5 5481.5 5595.0 +119.0 176,420 195,826 +6,667
Dec06 060724 5533.0 5655.5 5532.0 5641.0 +120.0 303 14,232 -8
Mar07 060724 5612.5 5704.0 5593.5 5692.0 +121.0 97 1,327 +2
Total Volume and Open Interest 176,820 211,385 +6,661
FT-SE 100(LIFFE)
Sep06 060724 5724.00 5840.00 5723.00 5817.50 +105.50 76,868 429,518 -2,368
Dec06 060724 5782.50 5858.50 5778.50 5850.50 +105.50 35 35,464 +0
Mar07 060724 5862.50 5862.50 5862.50 5862.50 +105.50 0 1,007 +0
Total Volume and Open Interest 76,903 467,739 -2,368
SPI 200(SFE)
Sep06 060724 4902.0 4924.0 4875.0 4915.0 -27.0 10,274 213,806 -10,761
Dec06 060724 4910.0 4933.0 4896.0 4930.0 -27.0 1 4,340 +1
Mar07 060724 4937.0 4937.0 4937.0 4937.0 -27.0 0 2,588 +0
Total Volume and Open Interest 10,275 223,001 -10,760
GSCI(CME)
Aug06 060724 482.60 489.70 481.05 489.50 +5.40 156 20,801 -15
Sep06 060724 493.00 493.00 493.00 493.00 +5.40      
Oct06 060724 502.50 502.50 502.50 502.50 +6.50      
Total Volume and Open Interest 156 20,801 -15
Reuters CRB Index(NYBOT)
Aug06 060724 379.00 384.50 379.00 384.50 +3.00 71 380 -50
Nov06 060724 391.50 395.00 391.50 395.00 +5.00 0 407 +0
Jan07 060724 399.00 399.00 399.00 399.00 +7.00 50 150 +50
Total Volume and Open Interest 121 944 +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