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 August 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060804 579.00 582.00 574.00 577.50 +1.50 9,386 5,956 -1,503
Sep06 060804 586.00 586.50 579.75 582.00 +0.50 8,935 41,402 +500
Nov06 060804 600.00 601.00 594.00 597.00 +1.50 33,663 223,293 -185
Jan07 060804 613.00 613.00 606.75 609.50 +2.25 1,369 20,858 +167
Mar07 060804 623.00 623.50 616.50 619.00 +1.75 675 10,273 -206
May07 060804 631.50 631.50 625.00 627.00 +0.50 235 11,227 +65
Jul07 060804 640.50 641.50 635.50 636.75 +1.00 302 11,227 +22
Total Volume and Open Interest 55,749 342,116 -1,520
Soybean Meal(CBOT)
Aug06 060804 164.00 164.00 162.40 163.20 +0.80 3,511 2,730 -1,089
Sep06 060804 165.50 165.90 164.00 164.60 +0.70 6,839 45,003 +79
Oct06 060804 167.00 167.00 165.60 166.00 +0.70 1,436 17,979 -289
Dec06 060804 169.50 170.20 168.30 169.20 +1.10 8,106 103,832 -373
Jan07 060804 171.10 171.50 169.80 170.70 +1.30 1,528 12,298 +85
Mar07 060804 174.00 174.20 172.60 173.00 +0.90 735 8,948 +21
May07 060804 175.30 175.70 174.40 174.90 +1.40 234 11,545 +66
Jul07 060804 178.00 178.00 177.00 177.30 +1.10 300 9,238 +17
Total Volume and Open Interest 23,717 217,969 -1,021
Soybean Oil(CBOT)
Aug06 060804 26.80 26.80 26.34 26.41 -0.14 3,225 2,610 -491
Sep06 060804 26.90 26.90 26.48 26.55 -0.17 7,586 28,407 -513
Oct06 060804 27.12 27.12 26.72 26.80 -0.15 718 18,195 -210
Dec06 060804 27.48 27.55 27.12 27.21 -0.13 10,998 167,528 -2,545
Jan07 060804 27.75 27.75 27.40 27.48 -0.13 436 10,554 -161
Mar07 060804 28.00 28.00 27.84 27.84 -0.12 512 8,205 +217
May07 060804 28.45 28.45 28.16 28.23 -0.10 55 16,149 +34
Jul07 060804 28.60 28.62 28.58 28.58 -0.09 426 12,935 +192
Total Volume and Open Interest 24,575 283,892 -2,945
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060804 305.5 307.0 304.0 305.7 +0.2 1,607 58,867 +187
Jan07 060804 315.8 316.2 313.6 314.9 +1.0 70 8,357 -44
Mar07 060804 322.1 322.1 320.0 320.0 -1.8 5 1,026 -3
May07 060804 325.3 325.3 325.3 325.3 -2.1 1 1,204 +0
Total Volume and Open Interest 1,687 77,456 +142
Corn(CBOT)
Sep06 060804 248.25 248.50 243.75 245.00 unch 18,130 335,375 -10,221
Dec06 060804 265.50 265.75 260.50 262.25 +0.25 52,787 571,946 -7,259
Mar07 060804 279.00 279.00 274.25 276.25 +0.25 3,437 128,344 -45
May07 060804 287.75 288.00 283.25 285.25 unch 791 27,042 +839
Jul07 060804 297.50 297.50 292.25 294.25 unch 7,409 92,727 +1,831
Sep07 060804 301.00 302.00 300.00 301.50 unch 428 9,764 +488
Total Volume and Open Interest 91,137 1,390,014 -13,554
Wheat(CBOT)
Sep06 060804 401.00 402.00 395.25 396.00 +0.75 17,784 177,560 -4,586
Dec06 060804 420.00 422.00 415.50 417.25 +2.75 17,095 156,604 +3,649
Mar07 060804 438.00 438.00 433.50 435.00 unch 1,659 34,839 +655
May07 060804 443.00 444.00 443.00 444.00 unch 5 1,089 -1
Jul07 060804 451.00 452.50 447.50 449.50 +2.50 2,937 73,237 +968
Total Volume and Open Interest 41,310 480,722 +1,422
Wheat(KCBT)
Sep06 060804 489.00 491.00 484.00 486.00 +1.50 4,979 50,501 -5,847
Dec06 060804 505.00 507.00 499.50 501.00 +0.25 10,577 70,662 +731
Mar07 060804 515.00 515.00 507.00 507.00 +1.00 2,664 13,889 +889
May07 060804 502.00 502.00 497.00 500.00 +1.00 87 365 +8
Jul07 060804 480.00 484.00 477.00 480.50 +4.50 3,381 26,000 +1,595
Total Volume and Open Interest 21,877 167,465 -2,524
Wheat(MGE)
Sep06 060804 481.00 485.00 479.50 482.25 +6.25 2,658 15,393 -1,180
Dec06 060804 492.00 497.00 491.00 494.00 +6.25 3,591 28,219 -148
Mar07 060804 503.00 504.50 500.00 502.25 +6.25 351 4,156 +95
May07 060804 505.00 505.00 503.00 503.00 +7.00 5 362 -1
Jul07 060804 505.00 507.00 505.00 507.00 +1.50 41 581 +41
Total Volume and Open Interest 6,791 55,744 -1,097
Oats(CBOT)
Sep06 060804 189.25 190.00 184.50 184.50 -3.50 611 2,011 -178
Dec06 060804 195.25 196.25 192.00 193.50 -0.25 610 10,400 -19
Mar07 060804 202.00 202.75 200.00 200.00 -1.00 2 208 +0
May07 060804 205.00 205.00 205.00 205.00 unch 0 4 +0
Total Volume and Open Interest 1,223 12,667 -197
Rough Rice(CBOT)
Sep06 060804 9.18 9.18 9.12 9.16 -0.02 150 3,498 +2
Nov06 060804 9.45 9.46 9.41 9.44 -0.02 224 6,704 -27
Jan07 060804 9.67 9.67 9.67 9.67 -0.03 54 1,330 -23
Mar07 060804 9.91 9.91 9.88 9.88 -0.03 38 1,514 +21
Total Volume and Open Interest 486 13,306 -17
Live Cattle(CME)
Aug06 060804 83.700 84.900 83.600 84.825 +1.950 14,044 37,317 +1,035
Oct06 060804 88.600 89.650 88.500 89.500 +1.550 13,353 125,665 +2,551
Dec06 060804 88.750 89.775 88.700 89.700 +1.450 4,357 40,325 +301
Feb07 060804 90.600 91.475 90.500 91.400 +1.250 1,939 22,989 +702
Apr07 060804 88.700 89.600 88.700 89.575 +1.150 676 7,089 +180
Jun07 060804 83.900 84.675 83.800 84.550 +0.950 100 3,457 +39
Total Volume and Open Interest 34,480 237,043 +4,817
Feeder Cattle(CME)
Aug06 060804 114.150 115.250 114.000 115.125 +1.300 1,671 9,572 -160
Sep06 060804 114.200 115.550 114.200 115.250 +1.250 1,275 10,299 +177
Oct06 060804 114.350 115.500 114.100 115.450 +1.375 1,130 7,976 +17
Nov06 060804 113.200 114.350 113.050 114.250 +1.600 133 1,540 +32
Jan07 060804 108.250 109.350 108.250 109.175 +1.175 131 2,116 +48
Mar07 060804 104.750 105.700 104.750 105.600 +1.200 42 426 +25
Apr07 060804 105.000 105.400 105.000 105.400 +1.150 1 113 +0
Total Volume and Open Interest 4,395 32,196 +151
Lean Hogs(CME)
Aug06 060804 69.200 70.000 69.000 69.975 +0.975 4,527 22,595 -1,372
Oct06 060804 61.150 61.900 61.100 61.650 +0.850 8,950 94,971 +291
Dec06 060804 59.250 59.850 59.100 59.800 +0.450 2,280 25,669 +416
Feb07 060804 60.700 61.250 60.500 61.125 +0.375 738 9,661 +173
Apr07 060804 60.750 61.500 60.750 61.400 +0.750 288 5,664 +155
May07 060804 64.900 64.975 64.900 64.975 +0.175 2 667 +0
Jun07 060804 66.750 67.400 66.700 67.325 +0.425 86 1,977 +56
Jul07 060804 64.950 65.150 64.950 65.150 +0.200 61 509 -8
Total Volume and Open Interest 17,045 161,934 -212
Pork Bellies(CME)
Aug06 060804 81.900 81.900 79.150 79.150 -3.000 672 543 -267
Feb07 060804 93.200 94.000 91.600 91.850 -1.100 558 822 +242
Mar07 060804 91.750 91.750 91.750 91.750 +0.050 0 6 +0
May07 060804 93.150 93.150 93.150 93.150 +0.050 0 5 +0
Total Volume and Open Interest 1,230 1,376 -25
Class III Milk(CME)
Aug06 060804 11.00 11.03 10.96 10.96 -0.04 113 4,464 -55
Sep06 060804 11.98 12.02 11.91 11.92 -0.08 271 5,190 +64
Oct06 060804 12.58 12.65 12.53 12.55 -0.03 87 4,312 +11
Nov06 060804 12.64 12.73 12.63 12.64 -0.01 37 3,520 -21
Dec06 060804 12.65 12.70 12.64 12.65 unch 41 3,081 -19
Total Volume and Open Interest 769 29,167 -23
Cocoa(NYBOT)
Sep06 060804 1526 1543 1501 1504 -19 6,337 38,917 -2,078
Dec06 060804 1568 1585 1545 1547 -18 4,103 52,644 +1,297
Mar07 060804 1602 1619 1580 1580 -18 1,353 21,426 +899
May07 060804 1626 1639 1600 1600 -18 0 8,659 +0
Jul07 060804 1650 1650 1621 1621 -18 0 3,936 +0
Sep07 060804 1651 1652 1640 1640 -19 0 9,484 +0
Dec07 060804 1663 1663 1663 1663 -18 0 7,120 +0
Total Volume and Open Interest 11,793 142,207 +118
Coffee "C"(NYBOT)
Sep06 060804 106.00 106.75 104.60 105.45 -0.40 24,449 63,576 -1,973
Dec06 060804 109.50 110.75 108.50 109.45 -0.50 7,998 39,008 +1,877
Mar07 060804 113.40 114.25 112.50 113.15 -0.50 774 8,493 -79
May07 060804 115.40 116.25 115.00 115.35 -0.50 332 3,104 +25
Jul07 060804 117.70 118.00 117.55 117.55 -0.50 53 1,675 -6
Sep07 060804 119.75 119.75 119.75 119.75 -0.50 21 1,697 +0
Total Volume and Open Interest 33,763 119,384 -233
Orange Juice(NYBOT)
Sep06 060804 168.75 171.75 168.70 170.05 +1.50 1,706 15,979 +265
Nov06 060804 170.00 172.00 170.00 171.40 +1.80 607 7,806 -49
Jan07 060804 168.50 170.00 168.50 170.00 +1.00 247 3,918 +156
Mar07 060804 168.50 170.00 168.50 170.00 +1.00 17 695 +11
May07 060804 170.00 170.00 170.00 170.00 +1.00 0 131 +0
Total Volume and Open Interest 2,577 28,562 +383
Sugar #11(NYBOT)
Oct06 060804 14.40 14.46 14.28 14.41 +0.13 32,641 247,970 -3,485
Mar07 060804 14.82 14.99 14.81 14.93 +0.14 11,914 103,959 +2,170
May07 060804 14.81 14.95 14.81 14.93 +0.15 3,945 46,068 -177
Jul07 060804 14.77 14.93 14.77 14.88 +0.15 1,881 28,487 +208
Oct07 060804 14.87 14.96 14.82 14.93 +0.10 411 24,880 +131
Total Volume and Open Interest 53,274 469,927 -546
Sugar #14(NYBOT)
Sep06 060804 21.25 21.30 21.20 21.23 +0.03 390 1,265 -146
Nov06 060804 21.60 21.60 21.55 21.56 -0.10 265 2,783 -78
Jan07 060804 21.66 21.67 21.66 21.66 -0.02 65 1,542 -4
Mar07 060804 21.60 21.65 21.60 21.62 -0.14 15 2,007 -9
May07 060804 21.75 21.75 21.70 21.70 -0.13 15 1,397 +12
Total Volume and Open Interest 766 10,638 -209
London Cocoa(LCE)
Sep06 060804 853 859 837 841 -11 2,863 52,599 +223
Dec06 060804 879 884 865 868 -9 4,341 48,159 -203
Mar07 060804 897 897 880 882 -9 957 36,079 -74
May07 060804 899 900 893 894 -9 73 11,279 -51
Jul07 060804 905 905 905 905 -9 30 5,201 +16
Sep07 060804 915 916 915 916 -9 4 8,406 +0
Dec07 060804 929 929 928 928 -9 0 11,034 +0
Total Volume and Open Interest 8,278 176,030 -89
London Coffee(LCE)
Sep06 060804 1365.00 1374.00 1331.00 1358.00 -12.00 8,774 50,786 -2
Nov06 060804 1325.00 1335.00 1305.00 1335.00 +7.00 5,902 51,337 +1,178
Jan07 060804 1298.00 1301.00 1274.00 1287.00 -6.00 4,072 20,553 +857
Mar07 060804 1277.00 1277.00 1263.00 1267.00 -13.00 478 4,805 +75
May07 060804 1270.00 1273.00 1270.00 1270.00 -7.00 1,221 2,253 +61
Jul07 060804 1268.00 1275.00 1268.00 1275.00 -4.00 509 859 +392
Total Volume and Open Interest 20,962 130,828 +2,567
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060804 432.70 436.40 429.40 431.80 -0.80 3,172 30,429 -1,437
Dec06 060804 428.80 433.00 427.30 427.90 -1.30 1,089 11,827 +136
Mar07 060804 411.00 411.50 407.00 408.90 +0.30 880 11,505 -237
May07 060804 409.50 410.30 408.90 409.90 +0.30 92 4,177 -52
Total Volume and Open Interest 5,301 62,080 -1,570
Cotton(NYBOT)
Oct06 060804 55.20 55.25 53.90 54.48 -0.75 550 3,853 -191
Dec06 060804 57.00 57.15 55.75 56.28 -0.87 16,006 121,913 -787
Mar07 060804 59.70 59.75 58.75 59.13 -0.77 1,376 28,586 +602
May07 060804 60.45 60.45 59.90 59.90 -0.75 73 1,506 -13
Jul07 060804 60.55 60.55 60.55 60.55 -0.60 185 2,384 -20
Oct07 060804 60.95 60.95 60.95 60.95 -0.45 0 44 +0
Total Volume and Open Interest 19,036 163,630 -90
Lumber(CME)
Sep06 060804 276.7 280.4 275.3 276.9 +2.1 647 3,612 -57
Nov06 060804 279.9 284.5 278.3 278.7 +1.0 458 3,063 +41
Jan07 060804 290.9 292.8 287.8 292.1 +3.1 17 151 +9
Mar07 060804 297.2 302.0 297.2 297.2 -1.6 1 29 +0
Total Volume and Open Interest 1,144 6,860 -21
Crude Oil(NYM)
Sep06 060804 75.35 75.40 74.15 74.76 -0.70 85,477 230,818 -9,245
Oct06 060804 76.75 76.80 75.60 76.16 -0.58 58,480 136,999 +11,809
Nov06 060804 77.45 77.45 76.35 76.97 -0.50 14,952 48,782 +554
Dec06 060804 78.00 78.05 77.00 77.57 -0.45 21,435 123,247 +4,031
Jan07 060804 78.10 78.25 78.06 78.06 -0.40 4,571 44,766 +1,585
Feb07 060804 78.42 78.42 78.42 78.42 -0.36 541 20,533 -114
Mar07 060804 78.69 78.69 78.69 78.69 -0.33 1,388 24,216 +260
Apr07 060804 78.87 78.87 78.87 78.87 -0.31 635 34,918 -36
May07 060804 79.23 79.23 78.99 78.99 -0.29 266 29,322 +115
Jun07 060804 78.85 79.05 78.60 79.04 -0.27 3,027 54,264 +1,649
Jul07 060804 79.04 79.04 79.04 79.04 -0.27 2,040 14,642 +1,232
Aug07 060804 78.99 78.99 78.99 78.99 -0.26 300 8,817 -100
Sep07 060804 78.92 78.92 78.92 78.92 -0.25 230 11,643 -100
Oct07 060804 78.82 78.82 78.82 78.82 -0.24 116 6,944 +0
Nov07 060804 78.71 78.71 78.71 78.71 -0.24 200 8,367 +200
Dec07 060804 78.60 78.60 78.60 78.60 -0.24 10,444 116,438 +3,797
Total Volume and Open Interest 215,971 1,155,127 +17,923
Heating Oil(NYM)
Sep06 060804 211.25 211.50 207.10 208.96 -2.39 21,241 69,305 -1,179
Oct06 060804 217.00 217.00 213.20 214.63 -2.47 8,732 27,246 +716
Nov06 060804 221.20 221.50 218.50 219.73 -2.37 1,608 11,392 +409
Dec06 060804 225.80 225.80 222.80 224.08 -2.32 1,943 18,382 +209
Jan07 060804 229.20 229.20 226.70 227.48 -2.32 760 17,184 +102
Feb07 060804 231.00 231.00 228.65 229.28 -2.27 290 8,644 +7
Mar07 060804 230.25 230.25 228.28 228.28 -2.27 575 5,406 +122
Apr07 060804 226.00 226.00 224.03 224.03 -2.12 57 6,167 +21
May07 060804 221.75 221.75 219.63 219.63 -2.02 11 1,905 +0
Jun07 060804 219.90 219.90 217.83 217.83 -1.92 327 9,770 +139
Jul07 060804 218.68 218.68 218.68 218.68 -1.87 1 691 +1
Aug07 060804 220.53 220.53 220.53 220.53 -1.82 1 618 +0
Total Volume and Open Interest 35,546 181,888 +547
Unleaded Gas(NYM)
Sep06 060804 228.50 228.50 220.50 223.15 -6.19 24,146 60,215 -1,578
Oct06 060804 216.00 216.50 210.50 212.92 -4.15 6,154 13,798 +402
Nov06 060804 206.50 206.50 203.50 204.92 -3.15 1,259 4,188 +295
Dec06 060804 197.75 199.00 197.75 198.32 -2.45 354 6,883 +24
Jan07 060804 196.00 196.00 195.47 195.47 -2.30 61 1,965 +17
Total Volume and Open Interest 31,974 87,049 -840
RBOB Gasoline(NYMEX)
Sep06 060804 235.25 235.67 229.00 232.05 -4.49 5,035 18,914 -219
Oct06 060804 224.05 224.25 219.50 221.30 -3.83 3,636 15,080 +930
Nov06 060804 217.40 217.40 215.30 215.30 -2.98 1,555 5,554 +289
Dec06 060804 210.65 210.65 209.20 209.20 -2.33 1,105 5,394 +205
Jan07 060804 209.15 209.15 207.95 207.95 -2.08 440 1,843 +62
Feb07 060804 210.20 210.20 210.20 210.20 -1.83 55 1,372 +35
Mar07 060804 212.90 212.90 212.90 212.90 -1.73 0 954 +0
Apr07 060804 231.40 231.40 231.40 231.40 -1.38 0 1,342 +0
May07 060804 233.20 233.20 233.20 233.20 -1.38 0 1,226 +0
Jun07 060804 234.00 234.00 234.00 234.00 -1.38 0 319 +0
Total Volume and Open Interest 11,826 52,304 +1,302
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060804 231.50 232.05 230.00 232.05 -4.49 2 9 +0
Oct06 060804 221.30 221.30 221.30 221.30 -3.83      
Nov06 060804 215.30 215.30 215.30 215.30 -2.98      
Total Volume and Open Interest 2 9 +0
Natural Gas(NYM)
Sep06 060804 7.335 7.340 7.120 7.246 -0.046 26,949 112,838 -3,387
Oct06 060804 7.540 7.550 7.360 7.471 -0.071 16,653 86,566 +1,399
Nov06 060804 9.060 9.060 8.930 8.991 -0.111 11,505 44,741 -994
Dec06 060804 10.500 10.550 10.330 10.401 -0.151 5,580 43,493 +364
Jan07 060804 11.220 11.220 10.950 11.091 -0.151 2,168 54,751 -375
Feb07 060804 11.170 11.180 11.050 11.106 -0.156 170 29,678 -20
Mar07 060804 10.950 10.950 10.780 10.876 -0.161 1,240 72,749 -107
Apr07 060804 8.660 8.680 8.606 8.606 -0.121 3,304 47,728 +975
May07 060804 8.438 8.438 8.438 8.438 -0.119 1,951 25,252 +565
Jun07 060804 8.540 8.540 8.515 8.515 -0.120 1,244 13,938 +899
Jul07 060804 8.700 8.700 8.609 8.609 -0.120 1,161 10,842 +1,001
Aug07 060804 8.700 8.700 8.683 8.683 -0.120 1,030 10,449 +1,001
Sep07 060804 8.800 8.800 8.770 8.772 -0.120 1,920 11,512 +1,170
Oct07 060804 8.940 8.940 8.880 8.923 -0.119 1,951 28,464 +818
Nov07 060804 9.750 9.750 9.723 9.723 -0.129 9 14,401 -20
Dec07 060804 10.570 10.570 10.518 10.518 -0.134 131 28,259 +57
Total Volume and Open Interest 84,606 929,062 +7,866
Brent Crude Oil(ICE)
Sep06 060804 76.56 77.17 75.64 76.17 -0.39 59,669 65,957 -8,296
Oct06 060804 76.49 76.94 75.47 76.03 -0.46 53,950 152,696 -267
Nov06 060804 76.76 77.19 75.82 76.34 -0.42 23,639 56,476 -1,078
Dec06 060804 77.10 77.55 76.17 76.67 -0.43 20,773 66,311 -2,545
Jan07 060804 77.35 77.82 76.55 77.03 -0.42 4,561 18,391 -143
Feb07 060804 77.92 78.18 76.97 77.37 -0.40 1,881 14,521 +605
Mar07 060804 78.20 78.40 77.22 77.61 -0.37 636 11,669 +137
Apr07 060804 78.52 78.52 77.78 77.78 -0.34 210 20,364 +0
May07 060804 78.25 78.42 77.86 77.86 -0.33 0 4,543 +0
Jun07 060804 78.20 78.56 77.47 77.89 -0.32 625 16,370 -359
Jul07 060804 78.23 78.23 77.89 77.89 -0.28 0 1,001 +0
Aug07 060804 78.17 78.17 77.87 77.87 -0.25 0 1,299 +0
Sep07 060804 77.76 77.76 77.76 77.76 -0.27 0 1,585 +0
Oct07 060804 77.65 77.65 77.65 77.65 -0.27 0 305 +0
Total Volume and Open Interest 178,577 505,553 -6,833
Gas Oil(ICE)
Aug06 060804 652.00 657.75 648.75 652.50 +4.25 17,611 26,315 -4,065
Sep06 060804 661.50 666.25 656.75 661.00 +3.25 25,921 78,704 +665
Oct06 060804 671.00 675.50 666.50 670.25 +2.00 8,147 32,650 -2,337
Nov06 060804 680.00 684.00 675.25 678.50 +1.00 3,158 19,634 -1,732
Dec06 060804 688.75 692.25 674.25 686.00 +0.25 3,721 35,120 -2,301
Jan07 060804 696.00 698.50 692.75 692.75 unch 1,925 16,347 +270
Feb07 060804 703.50 703.50 696.00 697.75 +0.50 500 4,263 +0
Mar07 060804 703.00 703.00 697.75 697.75 +0.75 700 5,935 +225
Apr07 060804 695.25 695.25 695.25 695.25 unch 500 2,300 +325
May07 060804 693.00 693.00 693.00 693.00 -0.25 0 350 +0
Total Volume and Open Interest 64,215 272,264 -8,295
US Dollar Index(NYBOT)
Sep06 060804 84.87 85.01 84.17 84.38 -0.42 2,443 14,419 +476
Dec06 060804 84.57 84.57 83.95 84.01 -0.42 8 2,252 +2
Mar07 060804 83.66 83.66 83.66 83.66 -0.42 0 5 +0
Total Volume and Open Interest 2,451 16,681 +478
Australian Dollar(CME)
Sep06 060804 76.05 76.70 76.05 76.45 +0.41 1,556 62,884 -2,821
Dec06 060804 76.31 76.31 76.31 76.31 +0.41 200 971 +102
Mar07 060804 76.18 76.18 76.18 76.18 +0.41 101 107 +99
Total Volume and Open Interest 1,857 63,968 -2,620
British Pound(CME)
Sep06 060804 189.36 191.43 189.36 191.00 +1.97 7,776 120,715 +9,418
Dec06 060804 190.20 191.35 190.20 191.35 +1.97 1 480 -33
Mar07 060804 191.60 191.60 191.60 191.60 +1.97 0 17 +6
Total Volume and Open Interest 7,777 121,212 +9,391
Canadian Dollar(CME)
Sep06 060804 88.30 89.00 88.28 88.74 -0.26 4,602 80,378 +610
Dec06 060804 88.88 89.12 88.88 89.02 -0.26 114 3,215 +216
Mar07 060804 89.29 89.29 89.29 89.29 -0.26 4 363 +1
Jun07 060804 89.65 89.75 89.56 89.56 -0.26 0 265 +0
Total Volume and Open Interest 4,720 84,379 +827
Japanese Yen(CME)
Sep06 060804 87.17 88.22 87.13 87.96 +0.42 3,175 178,959 +2,710
Dec06 060804 88.73 89.07 88.73 89.07 +0.42 12 20,462 -2
Mar07 060804 90.17 90.17 90.17 90.17 +0.42 0 46 +0
Total Volume and Open Interest 3,187 199,494 +2,708
Swiss Franc(CME)
Sep06 060804 81.49 82.40 81.48 82.21 +0.55 6,029 67,922 +540
Dec06 060804 82.83 83.02 82.83 82.97 +0.55 0 806 +10
Mar07 060804 83.71 83.71 83.71 83.71 +0.55 0 66 +0
Total Volume and Open Interest 6,029 68,802 +550
EuroFX(CME)
Sep06 060804 128.28 129.44 128.28 129.14 +0.68 3,279 165,809 +4,729
Dec06 060804 129.88 130.06 129.82 129.82 +0.66 0 1,833 +88
Mar07 060804 130.40 130.40 130.40 130.40 +0.63 0 178 -1
Total Volume and Open Interest 3,279 167,897 +4,816
Mexican Peso(CME)
Sep06 060804 9112.0 9190.0 9112.0 9152.0 +40.0 7,005 57,376 -1,018
Dec06 060804 5.6 5.6 5.6 5.6 +0.7 0 23,044 +0
Total Volume and Open Interest 7,005 82,142 -1,018
30-Year T-Bonds(CBOT)
Sep06 060804 108~19 109~15 108~16 109~08 +0~18 299,648 778,970 +10,661
Dec06 060804 108~30 109~22 108~26 109~17 +0~18 5,292 22,128 +3,407
Mar07 060804 109~11 109~11 109~11 109~11 +0~18 0 8 +0
Total Volume and Open Interest 304,940 801,121 +14,068
10-Year T-Notes(CBOT)
Sep06 060804 106~045 106~230 106~020 106~175 +0~120 936,448 2,093,057 -2,802
Dec06 060804 106~045 106~220 106~030 106~175 +0~125 25,648 90,930 +14,019
Total Volume and Open Interest 962,096 2,183,994 +11,217
5-Year T-Notes(CBOT)
Sep06 060804 104~080 104~200 104~075 104~170 +0~085 431,452 0 +0
Dec06 060804 104~090 104~190 104~090 104~190 +0~090 1,434 0 +0
Total Volume and Open Interest 432,886    
2 Year T-Notes(CBOT)
Sep06 060804 101~088 101~112 101~088 101~106 +0~016 14,293 633,003 -11,922
Dec06 060804 101~113 101~116 101~113 101~116 +0~016 1,115 35,057 +871
Total Volume and Open Interest 15,408 668,060 -11,051
Eurodollars(CME)
Sep06 060804 94.470 94.560 94.470 94.550 +0.075 37,735 1,544,208 -24,685
Dec06 060804 94.500 94.600 94.495 94.580 +0.075 44,869 1,570,200 -59,865
Mar07 060804 94.595 94.705 94.595 94.680 +0.080 29,168 1,189,093 +1,317
Jun07 060804 94.710 94.830 94.710 94.800 +0.080 33,533 986,280 -3,430
Sep07 060804 94.800 94.915 94.800 94.885 +0.075 39,797 1,038,516 -21,528
Dec07 060804 94.840 94.935 94.835 94.915 +0.070 28,909 854,485 -24,694
Mar08 060804 94.845 94.940 94.845 94.920 +0.065 41,040 564,953 -645
Jun08 060804 94.835 94.930 94.835 94.910 +0.065 23,833 365,826 +3,451
Sep08 060804 94.815 94.900 94.815 94.885 +0.065 21,704 287,900 +1,844
Dec08 060804 94.775 94.860 94.775 94.845 +0.065 24,511 261,805 +4,210
Mar09 060804 94.750 94.835 94.750 94.820 +0.065 18,487 233,305 +970
Jun09 060804 94.710 94.800 94.710 94.780 +0.065 16,115 176,312 +5,888
Sep09 060804 94.670 94.755 94.670 94.740 +0.065 3,814 122,945 +666
Dec09 060804 94.625 94.710 94.625 94.695 +0.065 4,202 117,797 +1,766
Mar10 060804 94.600 94.685 94.600 94.670 +0.065 3,862 102,032 +834
Jun10 060804 94.560 94.650 94.560 94.635 +0.065 4,077 86,582 +1,401
Sep10 060804 94.540 94.615 94.540 94.600 +0.065 3,942 90,790 +1,240
Dec10 060804 94.500 94.575 94.500 94.560 +0.065 3,629 72,063 +795
Total Volume and Open Interest 391,409 9,898,751 -106,575
3-Mth Euro-Yen(CME)
Sep06 060804 99.51 99.51 99.51 99.51 +0.01 1,528 11,839 +408
Dec06 060804 99.34 99.34 99.34 99.34 +0.01 545 14,554 -36
Mar07 060804 99.17 99.17 99.17 99.17 +0.01 736 5,461 -212
Jun07 060804 99.02 99.02 99.02 99.02 +0.01 683 6,241 -301
Sep07 060804 98.88 98.88 98.88 98.88 +0.01 80 1,690 +0
Dec07 060804 98.75 98.75 98.75 98.75 +0.01 110 2,717 +80
Mar08 060804 98.63 98.63 98.63 98.63 +0.01 0 902 +0
Jun08 060804 98.54 98.54 98.54 98.54 +0.01 0 255 +0
Sep08 060804 98.43 98.43 98.43 98.43 -0.03 0 7 +0
Dec08 060804 98.31 98.31 98.31 98.31 -0.03 0 4 +0
Total Volume and Open Interest 3,682 43,676 -61
3-Mth Euro-Yen(SIMEX)
Sep06 060804 99.50 99.51 99.50 99.50 unch 369 65,213 -703
Dec06 060804 99.32 99.33 99.32 99.33 unch 257 101,881 +644
Mar07 060804 99.16 99.16 99.16 99.16 unch 6 58,779 +415
Jun07 060804 99.01 99.01 99.01 99.01 -0.01 0 28,205 -565
Sep07 060804 98.87 98.87 98.87 98.87 unch 0 16,098 +175
Dec07 060804 98.74 98.74 98.74 98.74 -0.01 157 42,559 +19
Mar08 060804 98.63 98.63 98.63 98.63 -0.01 5 21,264 +31
Jun08 060804 98.54 98.54 98.54 98.54 unch 0 873 +1
Total Volume and Open Interest 794 335,963 +17
German Euro-Bund(EUREX)
Sep06 060804 116.33 116.99 116.15 116.93 +0.26 1,256,601 1,389,712 -85,701
Dec06 060804 115.69 116.30 115.50 116.25 +0.26 2,035 15,035 -151
Mar07 060804 116.03 116.03 116.03 116.03 +0.36 1,255 10 +0
Total Volume and Open Interest 1,259,891 1,404,757 -85,852
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060804 109.02 109.34 109.02 109.34 +0.05 5 411 +1
Mar07 060804 109.13 109.13 109.13 109.13 +0.03      
Total Volume and Open Interest 580,594 984,711 -35,243
Long Gilt(LIFFE)
Sep06 060804 108~21 109~03 108~14 109~01 +0~08 119,901 262,663 +10,161
Dec06 060804 108~25 108~25 108~25 108~25 +0~08 0 1 +0
Total Volume and Open Interest 119,901 262,664 +10,161
3-Mth Short Sterling(LIFFE)
Sep06 060804 94.99 94.99 94.99 94.99 -0.01 219,915 404,946 -18,532
Dec06 060804 94.82 94.82 94.82 94.82 -0.01 259,021 362,506 +9,880
Mar07 060804 94.75 94.75 94.75 94.75 -0.01 133,518 383,993 +11,760
Total Volume and Open Interest 952,113 2,060,943 +1,750
3-Mth Euribor(LIFFE)
Sep06 060804 96.660 96.670 96.645 96.665 +0.005 77,567 635,428 -11,705
Dec06 060804 96.380 96.405 96.365 96.395 +0.015 117,728 772,170 +4,082
Mar07 060804 96.265 96.300 96.235 96.285 +0.020 102,701 577,072 +2,172
Total Volume and Open Interest 536,156 3,619,627 +2,075
3-Mth Aus T-Bills(SFE)
Sep06 060804 93.75 93.77 93.74 93.76 -0.01 5,760 133,893 -3,069
Dec06 060804 93.65 93.67 93.61 93.64 -0.04 22,034 288,667 +2,103
Mar07 060804 93.64 93.65 93.60 93.63 -0.04 9,010 101,219 +1,565
Jun07 060804 93.66 93.66 93.63 93.64 -0.05 6,210 51,373 +236
Sep07 060804 93.68 93.68 93.64 93.66 -0.04 1,080 29,249 +1,019
Dec07 060804 93.68 93.68 93.65 93.67 -0.04 1,005 26,752 -988
Mar08 060804 93.66 93.67 93.66 93.67 -0.04 197 12,651 +72
Jun08 060804 93.65 93.65 93.65 93.65 -0.04 1,798 7,924 +1,507
Sep08 060804 93.64 93.64 93.64 93.64 -0.03 209 1,657 -48
Dec08 060804 93.63 93.63 93.63 93.63 -0.02 241 1,215 -141
Total Volume and Open Interest 48,776 656,706 +2,979
10-Year Aus T-Bonds(SFE)
Sep06 060804 94.18 94.19 94.15 94.17 -0.04 37,856 369,468 +8,866
Dec06 060804 94.17 94.17 94.17 94.17 -0.04      
Total Volume and Open Interest 37,856 369,468 +8,866
3-Year Aus T-Bonds(SFE)
Sep06 060804 94.07 94.08 94.04 94.07 -0.04 70,471 493,561 +592
Dec06 060804 94.07 94.07 94.07 94.07 -0.04      
Total Volume and Open Interest 70,471 493,561 +592
Gold(CMX)
Aug06 060804 646.0 653.5 643.0 644.0 -0.9 429 2,020 -331
Oct06 060804 652.0 659.5 649.0 649.6 -0.9 1,210 23,542 -308
Dec06 060804 657.0 666.0 655.5 656.0 -1.0 31,859 202,987 +114
Feb07 060804 665.2 671.5 662.5 662.5 -1.0 117 17,122 -76
Apr07 060804 668.9 668.9 668.9 668.9 -1.0 13 2,555 -2
Jun07 060804 675.2 675.2 675.2 675.2 -1.0 202 17,441 +198
Aug07 060804 681.3 681.3 681.3 681.3 -1.1 19 1,318 +17
Oct07 060804 687.4 687.4 687.4 687.4 -1.2 0 3,000 +0
Dec07 060804 696.0 703.0 693.6 693.6 -1.2 72 20,078 +10
Feb08 060804 711.0 711.0 699.7 699.7 -1.2 0 1,539 +0
Apr08 060804 50.4 50.4 50.4 50.4 -1.2      
Jun08 060804 711.9 711.9 711.9 711.9 -1.3 5 1,173 +0
Total Volume and Open Interest 34,082 306,823 -278
Silver(CMX)
Sep06 060804 1235.0 1265.0 1234.0 1248.5 +39.5 12,729 47,785 -247
Dec06 060804 1250.0 1279.0 1250.0 1263.9 +39.7 2,415 25,209 +358
Mar07 060804 1274.0 1279.0 1268.0 1274.1 +38.6 80 8,901 +56
May07 060804 1278.4 1278.4 1278.4 1278.4 +37.6 2 2,784 +2
Jul07 060804 1280.0 1290.0 1280.0 1282.5 +36.5 307 7,586 +302
Sep07 060804 1283.5 1283.5 1283.5 1283.5 +36.5 3 684 -1
Dec07 060804 1280.0 1305.0 1280.0 1288.5 +36.5 22 4,044 +2
Total Volume and Open Interest 15,704 102,389 +482
Platinum(NYM)
Oct06 060804 1253.0 1258.0 1251.0 1256.0 +9.5 734 9,193 +160
Jan07 060804 1255.0 1262.0 1255.0 1262.0 +11.0 0 502 +0
Apr07 060804 1267.0 1267.0 1267.0 1267.0 +3.0      
Jul07 060804 616.6 616.6 616.6 616.6 +11.0 0 6 +0
Total Volume and Open Interest 734 9,701 +160
Palladium(NYME)
Sep06 060804 328.00 328.00 325.00 327.50 +2.85 1,498 11,479 -537
Dec06 060804 332.00 335.00 332.00 333.00 +2.85 239 1,633 +19
Mar07 060804 336.00 336.00 336.00 336.00 +2.85 0 1 +0
Total Volume and Open Interest 1,737 13,148 -518
Copper(CMX)
Sep06 060804 357.80 368.50 357.80 363.25 +14.30 6,909 41,181 -649
Dec06 060804 354.00 363.00 352.50 357.95 +14.50 2,006 16,320 +536
Mar07 060804 347.00 354.00 347.00 350.35 +14.15 16 2,961 +0
May07 060804 340.00 343.95 340.00 343.95 +14.25 0 793 +0
Jul07 060804 337.40 337.40 337.40 337.40 +14.25 0 297 +0
Total Volume and Open Interest 9,547 71,870 -226
Aluminum(CMX)
Aug06 060804 116.10 116.10 116.10 116.10 +1.50 2 98 +0
Sep06 060804 117.00 117.00 117.00 117.00 +1.50 2 188 +2
Oct06 060804 117.05 117.05 117.05 117.05 +1.50 0 40 +0
Nov06 060804 117.15 117.15 117.15 117.15 +1.50 0 40 +0
Dec06 060804 117.40 117.40 117.40 117.40 +1.50 0 573 +0
Jan07 060804 117.10 117.10 117.10 117.10 +1.50      
Total Volume and Open Interest 6 946 +4
DJIA Index(CBOT)
Sep06 060804 11288 11375 11211 11278 -14 4,564 56,041 +603
Dec06 060804 11385 11450 11300 11364 -14 5 2,045 +3
Mar07 060804 11525 11525 11429 11429 -14 1 5 +0
Jun07 060804 11500 11500 11500 11500 -14      
Total Volume and Open Interest 4,570 58,091 +606
S & P 500(CME)
Sep06 060804 1293.20 1297.50 1278.00 1286.00 -1.20 24,393 608,680 +102
Dec06 060804 1304.50 1305.30 1290.50 1297.20 -1.40 745 8,518 +616
Mar07 060804 1308.30 1308.30 1308.30 1308.30 -1.40 5 315 +0
Jun07 060804 1332.00 1332.00 1319.90 1319.90 -1.40 5 3,131 -4
Total Volume and Open Interest 25,148 620,931 +714
S & P 500 E-Mini(Globex)
Sep06 060804 1287.25 1297.75 1278.00 1286.00 -1.25 886,700 1,411,566 +19,112
Dec06 060804 1297.50 1307.50 1290.00 1297.25 -1.25 1,474 8,815 +1,015
Total Volume and Open Interest 888,174 1,420,381 +20,127
NASDAQ 100(CME)
Sep06 060804 1530.00 1538.50 1497.00 1515.50 -5.80 6,524 55,956 +882
Dec06 060804 1558.50 1558.50 1534.00 1534.00 -5.80 4 82 +1
Mar07 060804 1550.50 1550.50 1550.50 1550.50 -5.80      
Total Volume and Open Interest 6,528 56,038 +883
NASDAQ 100 E-Mini(Globex)
Sep06 060804 1522.30 1539.30 1497.00 1515.50 -5.80 271,204 411,622 -1,899
Dec06 060804 1539.00 1557.50 1523.50 1534.00 -5.80 82 478 +32
Total Volume and Open Interest 271,286 412,100 -1,867
S & P Midcap 400(CME)
Sep06 060804 757.00 757.00 744.75 747.20 -3.40 177 9,453 -40
Dec06 060804 754.20 754.20 754.20 754.20 -3.40 0 1 +0
Mar07 060804 761.20 761.20 761.20 761.20 -3.40      
Total Volume and Open Interest 65 9,459 +5
Russell 2000(CME)
Sep06 060804 718.25 719.75 696.50 703.40 -6.00 459 40,729 +5
Dec06 060804 709.40 709.40 709.40 709.40 -6.00 0 14 +0
Mar07 060804 715.40 715.40 715.40 715.40 -6.00      
Total Volume and Open Interest 459 40,743 +5
Russell 2000 E-Mini(Globex)
Sep06 060804 709.30 719.90 696.20 703.40 -6.00 160,276 457,954 +1,094
Dec06 060804 721.60 726.40 703.60 709.40 -6.00 246 874 +76
Total Volume and Open Interest 160,522 458,828 +1,170
Value Line(KCBT)
Sep06 060804 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060804 15575 15575 15440 15505 unch 38,949 208,655 +3,537
Dec06 060804 15460 15505 15460 15460 +25 0 2 +1
Total Volume and Open Interest 38,973 209,013 +3,538
Nikkei 225(SGX)
Sep06 060804 15575 15575 15440 15505 unch 38,949 208,655 +3,537
Dec06 060804 15460 15505 15460 15460 +25 0 2 +1
Mar07 060804 15470 15470 15470 15470 +25 0 1 +0
Total Volume and Open Interest 38,973 209,013 +3,538
CAC 40(EURONEXT)
Aug06 060804 5026.0 5069.0 4981.5 5046.0 +56.5 31,210 448,803 +26,606
Sep06 060804 5038.0 5073.5 4999.0 5056.0 +56.5 1,234 67,607 +702
Oct06 060804 5070.5 5070.5 5070.5 5070.5 +56.5 0 20 +0
Total Volume and Open Interest 32,444 521,437 +27,296
Hang Seng Index(HKFE)
Aug06 060804 17055 17104 16831 16850 -205 43,154 118,826 +4,281
Sep06 060804 17037 17083 16817 16830 -212 855 4,860 +515
Total Volume and Open Interest 44,046 124,566 +4,816
DAX(EUREX)
Sep06 060804 5710.5 5763.0 5665.0 5739.0 +70.5 168,474 198,441 +1,451
Dec06 060804 5757.0 5802.0 5717.5 5786.0 +70.5 363 14,235 +40
Mar07 060804 5779.0 5853.0 5779.0 5839.0 +72.0 401 1,483 +0
Total Volume and Open Interest 169,238 214,159 +1,491
FT-SE 100(EURONEXT)
Sep06 060804 5860.00 5891.50 5830.00 5885.50 +54.00 96,848 428,005 -12,292
Dec06 060804 5883.00 5921.50 5877.00 5921.50 +54.00 138 35,456 +14
Mar07 060804 5901.50 5936.50 5901.50 5936.50 +54.00 30 1,042 +23
Total Volume and Open Interest 97,016 466,253 -12,255
SPI 200(SFE)
Sep06 060804 4975.0 4975.0 4905.0 4916.0 -67.0 15,137 236,512 +756
Dec06 060804 4983.0 4983.0 4927.0 4932.0 -66.0 61 4,576 +4
Mar07 060804 4990.0 4990.0 4940.0 4940.0 -65.0 1 2,589 +0
Total Volume and Open Interest 15,199 246,365 +760
GSCI(CME)
Aug06 060804 501.20 501.20 495.80 496.50 -2.70 91 20,089 +16
Sep06 060804 502.25 502.25 502.25 502.25 -2.50 11 383 +10
Oct06 060804 509.50 509.50 509.50 509.50 -1.50      
Total Volume and Open Interest 102 20,472 +26
Reuters CRB Index(NYBOT)
Nov06 060804 405.00 405.00 404.00 404.50 unch 3 450 +0
Jan07 060804 407.15 407.15 407.15 407.15 unch 50 300 +50
Feb07 060804 403.15 403.15 403.15 403.15 unch 0 14 +0
Total Volume and Open Interest 109 942 +9
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

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php
MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!
Learn more: https://www.mrci.com/tutorials/supercharts.pdf