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 September 15, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060915 546.00 555.00 542.75 549.75 +4.50 25,355 247,259 -227
Jan07 060915 559.50 567.50 555.50 562.50 +3.75 6,155 43,187 +774
Mar07 060915 570.50 578.75 567.00 574.00 +4.25 2,620 15,022 +259
May07 060915 581.00 588.00 576.50 583.50 +3.75 1,579 14,922 +184
Jul07 060915 591.00 598.00 587.00 593.00 +3.50 905 12,985 +33
Aug07 060915 597.00 597.00 597.00 597.00 +3.50 0 70 +0
Sep07 060915 602.00 602.00 602.00 602.00 +4.00 0 20 +0
Total Volume and Open Interest 38,220 356,761 +1,039
Soybean Meal(CBOT)
Oct06 060915 159.10 162.10 158.50 161.40 +2.80 6,854 37,164 +214
Dec06 060915 160.30 164.00 159.50 162.60 +2.80 14,271 127,450 +903
Jan07 060915 161.80 165.00 161.20 164.00 +2.90 3,049 19,694 +475
Mar07 060915 164.50 168.00 163.90 166.30 +2.50 2,625 17,388 +622
May07 060915 166.50 169.20 165.80 168.50 +2.60 2,953 19,543 +934
Jul07 060915 169.50 172.00 168.80 171.30 +2.40 2,462 17,732 +409
Aug07 060915 170.60 173.40 170.20 172.50 +2.10 1,203 4,065 +89
Sep07 060915 172.00 174.50 171.60 172.60 +1.10 139 2,730 -24
Total Volume and Open Interest 34,558 253,117 +3,528
Soybean Oil(CBOT)
Oct06 060915 24.78 24.96 24.65 24.69 -0.17 3,721 24,207 +231
Dec06 060915 25.26 25.36 25.02 25.06 -0.20 17,131 140,741 -1,301
Jan07 060915 25.55 25.65 25.36 25.37 -0.22 2,243 19,829 +698
Mar07 060915 25.98 26.04 25.70 25.79 -0.19 1,463 14,477 +604
May07 060915 26.33 26.38 26.05 26.05 -0.26 326 22,155 +174
Jul07 060915 26.68 26.79 26.40 26.40 -0.31 420 15,409 +27
Aug07 060915 26.85 26.85 26.55 26.55 -0.30 7 2,587 +7
Sep07 060915 27.00 27.05 26.70 26.70 -0.28 121 716 +88
Total Volume and Open Interest 25,669 262,947 +212
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060915 299.5 304.5 297.8 299.5 +0.4 5,030 50,813 -929
Jan07 060915 309.5 313.0 306.8 308.3 +0.3 2,200 19,349 -569
Mar07 060915 315.5 317.2 315.0 315.6 +0.4 49 2,185 -8
May07 060915 324.4 327.5 322.4 322.4 -0.1 65 1,485 +20
Total Volume and Open Interest 7,427 82,867 -1,519
Corn(CBOT)
Dec06 060915 237.25 242.50 236.00 241.75 +4.50 41,603 677,542 -5,146
Mar07 060915 251.25 256.50 250.25 255.50 +4.25 9,944 189,891 +2,563
May07 060915 259.00 264.00 258.50 263.25 +3.75 2,162 40,165 +545
Jul07 060915 267.50 271.75 265.75 270.75 +3.50 7,304 121,203 -792
Sep07 060915 273.00 276.50 272.50 275.25 +2.00 257 16,901 +104
Dec07 060915 283.25 284.75 281.25 284.00 +1.25 8,710 167,968 +1,448
Total Volume and Open Interest 73,819 1,310,459 -2,488
Wheat(CBOT)
Dec06 060915 390.00 398.00 387.50 392.50 +2.00 27,991 261,987 -3,601
Mar07 060915 409.50 416.00 406.00 410.00 +0.75 1,957 53,250 +315
May07 060915 417.00 423.00 417.00 420.00 +2.00 91 3,228 -14
Jul07 060915 424.00 431.50 421.00 427.00 +3.00 4,984 79,135 -458
Sep07 060915 434.00 438.00 434.00 436.00 +3.00 21 633 +8
Total Volume and Open Interest 35,996 444,846 -4,377
Wheat(KCBT)
Dec06 060915 459.50 466.00 455.00 462.50 +3.50 11,852 87,622 -1,587
Mar07 060915 467.00 474.00 464.00 470.00 +2.25 1,364 20,111 +180
May07 060915 462.00 462.00 461.00 462.00 +4.00 10 765 -2
Jul07 060915 438.50 445.50 435.00 441.75 +4.25 1,279 35,792 +161
Sep07 060915 441.00 451.00 441.00 451.00 +4.00 8 1,654 +3
Total Volume and Open Interest 14,619 154,951 -1,419
Wheat(MGE)
Sep06 060914 433.50 433.50 426.50 426.50 -4.50 16 11 -16
Dec06 060915 441.00 445.50 438.00 442.25 +2.00 4,736 28,503 -277
Mar07 060915 455.50 459.00 451.00 457.00 +2.00 1,173 7,453 +223
May07 060915 459.00 462.00 457.00 460.00 +1.50 206 1,182 +63
Jul07 060915 461.00 465.50 461.00 465.50 +4.50 69 932 +13
Total Volume and Open Interest 6,462 46,186 +219
Oats(CBOT)
Dec06 060915 200.50 202.00 198.50 200.50 +0.75 1,492 10,299 +279
Mar07 060915 206.75 207.25 204.50 207.00 +0.50 87 569 +40
May07 060915 204.00 204.00 204.00 204.00 +0.50 0 13 +0
Jul07 060915 205.50 205.50 205.50 205.50 +0.50 4 60 +2
Total Volume and Open Interest 1,600 11,021 +323
Rough Rice(CBOT)
Sep06 060915 9.26 9.26 9.26 9.26 +0.11 257 263 +257
Nov06 060915 9.29 9.42 9.29 9.41 +0.11 583 7,900 -96
Jan07 060915 9.60 9.72 9.60 9.72 +0.11 96 2,621 -23
Mar07 060915 9.90 9.94 9.90 9.94 +0.11 63 2,177 +39
Total Volume and Open Interest 999 14,287 +177
Live Cattle(CME)
Oct06 060915 89.300 90.400 89.225 90.125 +0.875 26,574 58,486 -8,889
Dec06 060915 89.700 90.775 89.600 90.350 +0.500 21,268 100,971 +8,539
Feb07 060915 90.275 91.250 90.275 91.050 +0.775 3,670 28,405 +778
Apr07 060915 90.000 90.500 89.950 90.425 +0.450 1,667 15,145 +620
Jun07 060915 85.850 86.250 85.850 86.075 +0.125 538 7,970 +135
Aug07 060915 85.200 85.350 85.050 85.250 +0.150 88 2,304 +0
Total Volume and Open Interest 53,820 213,446 +1,198
Feeder Cattle(CME)
Sep06 060915 117.000 117.650 116.600 117.550 +0.550 1,220 3,644 -149
Oct06 060915 115.300 116.200 114.750 116.025 +0.725 5,879 10,247 -875
Nov06 060915 114.900 115.850 114.550 115.625 +0.700 3,020 8,583 +586
Jan07 060915 112.400 113.000 111.900 112.675 +0.225 873 4,402 +127
Mar07 060915 109.250 109.500 108.950 109.425 +0.350 251 1,679 +107
Apr07 060915 108.600 109.000 108.600 108.950 +0.600 29 207 +13
May07 060915 108.500 108.750 108.500 108.750 +0.850 27 213 +5
Total Volume and Open Interest 11,299 29,006 -186
Lean Hogs(CME)
Oct06 060915 65.150 66.150 65.150 66.000 +1.250 27,951 41,592 -11,073
Dec06 060915 63.250 63.875 63.200 63.450 +0.400 26,640 88,424 +8,896
Feb07 060915 63.950 64.600 63.950 64.425 +0.575 3,466 24,458 +792
Apr07 060915 63.575 64.350 63.575 64.300 +0.725 1,348 13,858 +320
May07 060915 66.500 67.050 66.500 67.025 +0.225 28 1,381 +3
Jun07 060915 67.500 67.900 67.500 67.900 +0.400 596 4,868 +488
Jul07 060915 65.200 65.575 65.200 65.575 +0.525 21 1,080 -6
Aug07 060915 62.300 63.200 62.300 63.200 +1.000 29 639 +21
Total Volume and Open Interest 60,089 176,677 -554
Pork Bellies(CME)
Feb07 060915 90.000 90.350 88.550 89.400 -0.050 312 731 +24
Mar07 060915 89.950 89.950 89.000 89.000 +0.100 1 18 +1
May07 060915 90.250 90.250 90.250 90.250 unch 0 3 +0
Jul07 060911 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 297 906 -36
Class III Milk(CME)
Sep06 060915 12.23 12.27 12.20 12.22 +0.04 120 4,494 -24
Oct06 060915 12.46 12.46 12.37 12.37 -0.03 164 4,399 +47
Nov06 060915 12.50 12.50 12.45 12.47 unch 143 3,845 +7
Dec06 060915 12.50 12.50 12.40 12.45 -0.02 121 3,637 +66
Jan07 060915 12.46 12.50 12.40 12.45 -0.02 116 1,744 +50
Total Volume and Open Interest 1,667 27,851 +742
Cocoa(NYBOT)
Sep06 060914 1445 1445 1431 1431 -3 1 16 -1
Dec06 060915 1482 1492 1471 1473 -15 2,336 72,992 -257
Mar07 060915 1514 1521 1506 1508 -15 731 25,121 -132
May07 060915 1532 1532 1532 1532 -15 0 13,099 +48
Jul07 060915 1560 1560 1557 1557 -16 50 5,615 +9
Sep07 060915 1580 1580 1580 1580 -17 25 11,450 +20
Dec07 060915 1612 1614 1602 1602 -18 0 7,893 +0
Total Volume and Open Interest 3,150 138,222 -313
Coffee "C"(NYBOT)
Sep06 060915 98.65 98.65 98.65 98.65 -1.30 8 79 -2
Dec06 060915 103.25 103.70 102.00 102.10 -1.30 10,400 78,729 +101
Mar07 060915 107.00 107.40 105.90 105.90 -1.40 871 14,645 +20
May07 060915 109.65 109.90 108.30 108.30 -1.35 221 3,816 +91
Jul07 060915 112.00 112.00 110.60 110.60 -1.30 50 2,633 +30
Sep07 060915 114.20 114.20 112.70 112.70 -1.35 45 1,165 -52
Total Volume and Open Interest 11,624 105,874 +180
Orange Juice(NYBOT)
Nov06 060915 175.25 175.25 173.05 173.35 -1.15 1,137 21,396 -291
Jan07 060915 175.50 175.80 174.20 174.90 -0.60 227 5,226 +63
Mar07 060915 175.50 175.50 174.75 175.00 -0.05 67 2,254 +7
May07 060915 174.90 174.90 174.90 174.90 +0.15 0 488 +0
Jul07 060915 174.90 174.90 174.90 174.90 +0.40 10 163 +0
Total Volume and Open Interest 1,445 29,623 -221
Sugar #11(NYBOT)
Oct06 060915 12.10 12.47 12.07 12.44 +0.28 49,942 117,776 -16,217
Mar07 060915 13.05 13.35 12.94 13.28 +0.23 52,776 229,503 +8,613
May07 060915 13.30 13.47 13.16 13.47 +0.22 4,469 56,280 +1,528
Jul07 060915 13.37 13.50 13.18 13.50 +0.21 2,216 41,599 -42
Oct07 060915 13.45 13.57 13.25 13.57 +0.21 603 29,437 +352
Total Volume and Open Interest 112,459 507,677 -6,508
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060915 20.95 21.00 20.95 21.00 unch 51 2,508 +20
Jan07 060915 20.95 20.95 20.95 20.95 +0.05 65 2,261 +45
Mar07 060915 20.88 20.88 20.88 20.88 -0.02 51 3,001 +5
May07 060915 21.00 21.00 21.00 21.00 -0.05 1 1,845 +0
Total Volume and Open Interest 169 11,949 +59
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060915 837 845 835 837 -1 5,669 84,307 +2,312
Mar07 060915 855 860 852 854 -1 893 47,958 +127
May07 060915 867 875 865 867 -1 117 17,199 -84
Jul07 060915 880 887 878 880 -1 1,177 10,261 +454
Sep07 060915 892 893 892 893 -1 45 9,470 +10
Dec07 060915 904 904 904 904 unch 6 12,477 +6
Total Volume and Open Interest 10,618 190,120 +5,001
London Coffee(LCE)
Sep06 060915 1780.00 1780.00 1750.00 1765.00 -16.00 140 6,576 -65
Nov06 060915 1556.00 1564.00 1524.00 1528.00 -33.00 4,655 69,554 -576
Jan07 060915 1480.00 1495.00 1463.00 1468.00 -24.00 2,156 36,416 +377
Mar07 060915 1430.00 1463.00 1430.00 1442.00 -17.00 1,111 19,283 +369
May07 060915 1432.00 1457.00 1432.00 1432.00 -18.00 320 4,549 -53
Jul07 060915 1424.00 1451.00 1424.00 1429.00 -12.00 301 1,501 +276
Total Volume and Open Interest 8,894 140,513 +493
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060915 398.90 410.30 394.70 409.70 +9.70 3,676 21,702 +364
Mar07 060915 369.80 381.80 367.60 381.00 +10.00 2,922 20,012 -145
May07 060915 367.80 378.00 367.80 378.00 +8.00 1,253 4,506 -749
Aug07 060915 373.00 373.00 373.00 373.00 +2.50 152 2,297 +62
Total Volume and Open Interest 12,313 58,539 -2,281
Cotton(NYBOT)
Oct06 060915 50.20 51.20 50.12 50.82 +0.44 537 3,100 -126
Dec06 060915 52.60 53.45 52.30 53.13 +0.49 4,294 122,188 +343
Mar07 060915 56.20 57.00 56.15 56.95 +0.47 1,587 35,746 +790
May07 060915 57.85 58.38 57.65 58.38 +0.43 157 3,712 +118
Jul07 060915 58.90 59.45 58.90 59.45 +0.35 262 3,533 +103
Oct07 060915 60.15 60.15 60.15 60.15 +0.30 0 66 +0
Total Volume and Open Interest 6,975 177,385 +1,337
Lumber(CME)
Sep06 060915 273.0 273.0 262.0 262.0 -13.9 96 51 -71
Nov06 060915 268.1 268.5 265.1 265.6 -3.3 318 4,452 +28
Jan07 060915 282.5 285.0 281.6 282.9 -3.0 82 895 +7
Mar07 060915 295.2 295.6 292.9 295.5 -2.9 46 117 +11
Total Volume and Open Interest 542 5,549 -26
Crude Oil(NYM)
Oct06 060915 63.00 63.60 62.05 63.33 +0.11 151,783 105,575 -23,098
Nov06 060915 63.75 64.25 62.80 64.02 -0.09 123,014 247,948 +23,060
Dec06 060915 64.80 65.25 63.90 65.02 -0.18 46,704 143,672 -171
Jan07 060915 65.80 65.93 64.90 65.93 -0.19 15,257 60,734 +375
Feb07 060915 66.50 66.70 65.75 66.70 -0.18 5,255 29,449 +1,203
Mar07 060915 66.90 67.35 66.90 67.35 -0.16 5,953 32,952 +1,134
Apr07 060915 67.15 67.89 67.15 67.89 -0.14 9,139 37,349 -474
May07 060915 68.10 68.34 68.10 68.34 -0.12 10,109 22,530 -2,385
Jun07 060915 68.60 68.80 67.95 68.72 -0.10 22,738 66,905 +3,278
Jul07 060915 68.65 69.03 68.65 69.03 -0.09 4,587 16,150 -2,223
Aug07 060915 68.85 69.29 68.85 69.29 -0.08 569 15,182 -240
Sep07 060915 69.20 69.49 69.20 69.49 -0.08 1,205 22,874 -458
Oct07 060915 69.45 69.64 69.45 69.64 -0.08 200 7,005 +200
Nov07 060915 69.30 69.76 69.30 69.76 -0.08 126 13,554 +115
Dec07 060915 69.80 69.84 69.25 69.84 -0.08 18,649 128,882 -3,002
Jan08 060915 69.89 69.89 69.89 69.89 -0.08 2 17,360 -111
Total Volume and Open Interest 425,954 1,215,565 -1,032
Heating Oil(NYM)
Oct06 060915 171.00 172.50 168.60 170.23 -0.87 34,345 44,694 -4,912
Nov06 060915 177.50 179.00 175.70 177.17 -1.54 26,927 58,658 +7,338
Dec06 060915 183.50 184.40 182.00 182.67 -1.89 7,571 25,680 +1,017
Jan07 060915 188.75 189.50 187.00 187.67 -2.09 6,478 16,194 -82
Feb07 060915 191.00 192.50 189.75 190.62 -2.19 1,970 15,060 +510
Mar07 060915 192.00 192.90 190.10 190.72 -2.39 1,794 9,306 +481
Apr07 060915 190.50 191.70 189.32 189.32 -2.49 3,629 8,571 +1,370
May07 060915 189.50 189.50 187.87 187.87 -2.64 489 3,174 +131
Jun07 060915 188.50 189.75 187.67 187.67 -2.74 6,488 16,165 +1,963
Jul07 060915 191.00 191.00 188.77 188.77 -2.84 275 984 +125
Aug07 060915 190.52 190.52 190.52 190.52 -2.94 53 1,962 +0
Sep07 060915 194.75 194.75 193.02 193.02 -2.99 1 2,098 +0
Total Volume and Open Interest 91,541 211,331 +8,111
Unleaded Gas(NYM)
Oct06 060915 155.25 158.95 154.10 157.50 +2.28 19,735 25,508 -1,408
Nov06 060915 158.50 161.20 158.20 161.05 +1.25 8,602 14,432 +1,366
Dec06 060915 162.00 164.50 161.00 163.05 +1.00 666 7,332 -163
Jan07 060915 162.50 164.65 162.50 164.65 +0.95 131 4,502 +21
Total Volume and Open Interest 29,134 51,774 -184
RBOB Gasoline(NYMEX)
Oct06 060914 161.10 162.00 158.50 160.16 +0.11 10,017 22,422 -289
Nov06 060915 164.95 165.50 162.50 165.13 +0.99 5,515 26,776 +1,133
Dec06 060915 167.76 168.50 166.00 167.79 +0.75 1,754 8,458 -464
Jan07 060915 170.39 170.39 170.39 170.39 +0.75 998 7,742 -97
Feb07 060915 172.94 172.94 172.94 172.94 +0.75 969 2,179 +326
Mar07 060915 175.74 175.74 175.74 175.74 +0.75 854 2,565 +57
Apr07 060915 192.60 192.74 192.60 192.74 +0.35 790 3,368 +664
May07 060915 195.24 195.24 195.24 195.24 +0.40 690 3,560 +484
Jun07 060915 197.14 197.14 197.14 197.14 +0.40 550 1,714 +150
Jul07 060915 198.04 198.04 198.04 198.04 +0.40 0 575 +0
Total Volume and Open Interest 20,504 80,544 +906
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060915 165.13 165.13 165.13 165.13 +0.99      
Dec06 060915 167.79 167.79 167.79 167.79 +0.75      
Jan07 060915 170.39 170.39 170.39 170.39 +0.75      
Total Volume and Open Interest 0 22 +0
Natural Gas(NYM)
Oct06 060915 4.830 5.070 4.810 4.982 +0.090 52,748 84,694 -4,337
Nov06 060915 6.400 6.520 6.250 6.364 -0.103 28,557 96,819 +4,215
Dec06 060915 8.020 8.100 7.640 7.774 -0.273 12,933 54,331 +2,721
Jan07 060915 8.730 8.840 8.370 8.504 -0.268 9,521 51,461 -621
Feb07 060915 8.800 8.890 8.460 8.569 -0.263 1,523 31,302 +112
Mar07 060915 8.650 8.750 8.350 8.464 -0.238 7,014 89,305 +2,136
Apr07 060915 7.150 7.314 7.150 7.314 +0.162 3,878 67,584 -47
May07 060915 7.130 7.280 7.130 7.274 +0.162 1,161 25,735 +174
Jun07 060915 7.240 7.384 7.240 7.384 +0.167 303 14,498 +181
Jul07 060915 7.350 7.500 7.350 7.499 +0.167 275 11,677 +89
Aug07 060915 7.450 7.604 7.450 7.604 +0.169 132 13,045 +63
Sep07 060915 7.560 7.714 7.530 7.714 +0.174 142 11,239 +36
Oct07 060915 7.740 7.894 7.740 7.894 +0.174 2,320 30,982 -599
Nov07 060915 8.650 8.700 8.450 8.689 +0.084 751 14,406 -179
Dec07 060915 9.450 9.600 9.350 9.444 -0.046 5,018 34,699 -2,864
Jan08 060915 10.040 10.080 9.924 9.924 -0.066 2,620 30,541 +950
Total Volume and Open Interest 137,808 945,545 +4,465
Brent Crude Oil(ICE)
Nov06 060915 63.61 63.85 62.21 63.33 -0.21 119,641 125,785 -803
Dec06 060915 64.75 65.01 63.42 64.50 -0.19 55,174 106,753 +1,888
Jan07 060915 65.66 65.97 64.41 65.48 -0.16 14,579 41,751 +323
Feb07 060915 66.20 66.64 65.26 66.30 -0.12 7,490 31,072 +290
Mar07 060915 66.80 67.26 65.94 67.00 -0.02 3,671 15,860 +583
Apr07 060915 67.43 67.71 66.53 67.61 +0.08 1,308 18,119 +188
May07 060915 67.86 68.18 67.03 68.06 +0.10 619 11,378 -468
Jun07 060915 68.27 68.60 67.51 68.45 +0.10 1,624 25,521 +488
Jul07 060915 68.79 68.79 68.79 68.79 +0.14 0 1,703 +0
Aug07 060915 69.04 69.04 69.04 69.04 +0.15 0 1,517 +0
Sep07 060915 69.25 69.25 69.25 69.25 +0.14 0 1,508 +0
Oct07 060915 69.43 69.43 69.43 69.43 +0.15 0 477 +0
Nov07 060915 69.59 69.59 69.59 69.59 +0.16 0 8,401 +0
Dec07 060915 69.60 69.86 68.91 69.67 +0.14 3,444 40,048 -491
Total Volume and Open Interest 224,672 473,055 -20,749
Gas Oil(ICE)
Oct06 060915 551.75 554.25 541.25 544.75 -7.00 44,128 69,290 -1,412
Nov06 060915 563.25 566.25 553.00 556.25 -7.75 31,701 49,149 +4,697
Dec06 060915 576.50 576.50 563.75 566.00 -8.75 15,454 40,461 -756
Jan07 060915 585.50 585.50 573.75 575.50 -9.25 5,653 27,347 -578
Feb07 060915 594.75 594.75 584.25 584.75 -9.50 3,653 17,219 +332
Mar07 060915 601.00 601.00 591.00 591.00 -9.50 1,749 10,071 +964
Apr07 060915 601.50 603.25 594.50 594.50 -9.00 220 3,525 +5
May07 060915 606.25 606.25 596.25 596.25 -8.50 175 3,640 +50
Jun07 060915 608.75 608.75 598.00 599.25 -7.75 1,277 19,608 -484
Jul07 060915 610.75 610.75 604.50 604.50 -7.50 0 1,437 +0
Total Volume and Open Interest 106,455 273,970 +2,114
US Dollar Index(NYBOT)
Sep06 060915 85.66 86.14 85.60 86.01 +0.35 762 3,413 -408
Dec06 060915 85.35 85.82 85.26 85.66 +0.35 4,831 15,144 +896
Mar07 060915 85.35 85.48 85.25 85.32 +0.35 13 2,026 +2
Total Volume and Open Interest 5,606 20,598 +490
Australian Dollar(CME)
Sep06 060915 75.20 75.30 75.20 75.23 -0.22 2,619 32,019 -4,094
Dec06 060915 75.09 75.11 74.91 75.09 -0.22 4,440 53,600 +12,402
Mar07 060915 74.85 74.96 74.85 74.96 -0.22 0 245 +0
Total Volume and Open Interest 7,059 85,976 +8,310
British Pound(CME)
Sep06 060915 188.10 188.25 187.69 187.83 -0.83 4,847 37,317 -8,965
Dec06 060915 188.28 188.33 187.86 188.04 -0.84 9,677 100,951 +18,729
Mar07 060915 188.15 188.15 188.15 188.15 -0.84 0 207 +0
Total Volume and Open Interest 14,524 138,478 +9,765
Canadian Dollar(CME)
Sep06 060915 89.20 89.45 89.14 89.36 -0.07 3,710 43,351 -5,706
Dec06 060915 89.44 89.77 89.39 89.61 -0.06 8,610 87,867 +2,534
Mar07 060915 89.88 89.88 89.88 89.88 -0.06 28 1,114 +26
Jun07 060915 90.15 90.15 90.15 90.15 -0.06 0 285 +12
Total Volume and Open Interest 12,348 132,803 -3,117
Japanese Yen(CME)
Sep06 060915 85.01 85.04 84.68 85.00 -0.08 3,769 69,251 -29,227
Dec06 060915 86.05 86.30 85.72 86.06 -0.09 4,349 202,249 +26,109
Mar07 060915 87.12 87.12 87.12 87.12 -0.09 0 13,360 +2
Total Volume and Open Interest 8,263 284,955 -3,037
Swiss Franc(CME)
Sep06 060915 79.53 79.60 79.38 79.60 -0.24 1,208 41,717 -5,598
Dec06 060915 80.23 80.36 79.97 80.33 -0.25 4,426 75,614 +10,299
Mar07 060915 81.07 81.07 81.07 81.07 -0.25 0 82 +0
Total Volume and Open Interest 5,634 117,486 +4,701
EuroFX(CME)
Sep06 060915 126.72 126.86 126.35 126.60 -0.64 2,446 60,737 -16,656
Dec06 060915 127.37 127.59 126.96 127.25 -0.64 7,548 122,513 +24,841
Mar07 060915 127.79 127.79 127.79 127.79 -0.64 23 424 +31
Total Volume and Open Interest 10,017 183,765 +8,217
Mexican Peso(CME)
Sep06 060915 9115.0 9137.0 9115.0 9137.0 +27.0 438 36,125 -492
Dec06 060915 1.7 5.5 1.7 0.6 -5.8 6,424 41,473 -126
Total Volume and Open Interest 6,918 79,557 -617
30-Year T-Bonds(CBOT)
Sep06 060915 110~06 110~21 110~02 110~04 -0~01 6,862 31,174 -7,036
Dec06 060915 110~16 111~02 110~13 110~15 -0~02 370,882 728,602 -13,616
Mar07 060915 110~12 110~12 110~11 110~11 -0~02 11 768 +0
Total Volume and Open Interest 377,755 760,559 -20,652
10-Year T-Notes(CBOT)
Sep06 060915 107~040 107~135 107~015 107~025 -0~015 17,994 37,164 -28,623
Dec06 060915 107~000 107~100 106~290 106~305 -0~020 1,041,256 2,235,345 -21,079
Total Volume and Open Interest 1,060,233 2,277,880 -49,156
5-Year T-Notes(CBOT)
Sep06 060915 104~270 104~295 104~250 104~250 -0~020 7,658 0 +0
Dec06 060915 104~285 105~020 104~255 104~265 -0~025 425,078 0 +0
Mar07 060915 104~265 104~265 104~265 104~265 -0~025      
Total Volume and Open Interest 432,736    
2 Year T-Notes(CBOT)
Sep06 060915 101~113 101~113 101~109 101~109 -0~008 2,012 8,028 -2,342
Dec06 060915 102~001 102~009 101~121 101~122 -0~010 991 660,712 -5,421
Total Volume and Open Interest 3,003 668,740 -7,763
Eurodollars(CME)
Sep06 060915 94.605 94.610 94.605 94.607 +0.005 40,378 1,229,156 -5,365
Dec06 060915 94.590 94.620 94.590 94.600 -0.005 43,229 1,628,962 -19,715
Mar07 060915 94.690 94.725 94.660 94.670 -0.035 28,398 1,366,444 +15,367
Jun07 060915 94.820 94.860 94.770 94.775 -0.060 23,169 1,063,889 -12,482
Sep07 060915 94.945 94.980 94.885 94.890 -0.065 26,380 1,099,227 +3,655
Dec07 060915 95.020 95.060 94.965 94.970 -0.060 25,464 957,226 -3,701
Mar08 060915 95.060 95.100 95.010 95.015 -0.055 17,131 659,086 +5,586
Jun08 060915 95.060 95.105 95.020 95.025 -0.045 14,418 426,308 -10,358
Sep08 060915 95.045 95.080 95.005 95.010 -0.040 17,013 337,940 +134
Dec08 060915 95.005 95.045 94.970 94.975 -0.035 16,243 316,912 +599
Mar09 060915 95.000 95.015 94.950 94.950 -0.030 13,778 298,700 +472
Jun09 060915 94.940 94.975 94.910 94.915 -0.025 12,315 216,972 +2,504
Sep09 060915 94.900 94.935 94.875 94.880 -0.020 6,437 137,241 -1,334
Dec09 060915 94.850 94.885 94.830 94.835 -0.015 4,325 121,345 +1,025
Mar10 060915 94.820 94.855 94.805 94.810 -0.010 6,189 104,120 -2,096
Jun10 060915 94.785 94.815 94.770 94.775 -0.005 5,742 108,012 +1,517
Sep10 060915 94.745 94.785 94.740 94.740 -0.005 4,455 98,451 -921
Dec10 060915 94.725 94.740 94.700 94.700 -0.005 3,440 81,424 -1,464
Total Volume and Open Interest 314,856 10,521,034 -27,331
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060915 99.47 99.47 99.46 99.47 +0.01 2,478 18,352 +1,226
Mar07 060915 99.34 99.35 99.34 99.34 unch 221 10,588 -216
Jun07 060915 99.24 99.24 99.24 99.24 +0.01 56 8,143 -329
Sep07 060915 99.15 99.15 99.15 99.15 +0.02 19 1,931 -359
Dec07 060915 99.05 99.05 99.05 99.05 unch 0 6,074 +0
Mar08 060915 98.95 98.95 98.95 98.95 unch 0 3,103 +0
Jun08 060915 98.87 98.87 98.87 98.87 unch 0 255 +0
Sep08 060915 98.78 98.78 98.78 98.78 unch 0 7 +0
Dec08 060915 98.66 98.66 98.66 98.66 unch 0 4 +0
Total Volume and Open Interest 5,345 59,862 -145
3-Mth Euro-Yen(SIMEX)
Dec06 060915 99.46 99.46 99.46 99.46 -0.01 50 92,936 +446
Mar07 060915 99.34 99.34 99.34 99.34 unch 0 67,723 -458
Jun07 060915 99.23 99.23 99.23 99.23 unch 0 34,670 -77
Sep07 060915 99.14 99.14 99.14 99.14 unch 0 25,080 +549
Dec07 060915 99.06 99.06 99.06 99.06 unch 0 42,178 +400
Mar08 060915 98.96 98.96 98.96 98.96 unch 0 24,485 +0
Jun08 060915 98.88 98.88 98.88 98.88 unch 0 3,664 +0
Sep08 060915 98.78 98.78 98.78 98.78 unch 0 50 +0
Total Volume and Open Interest 50 348,455 +49
German Euro-Bund(EUREX)
Dec06 060915 117.12 117.59 117.07 117.50 +0.23 1,345,189 1,440,224 +43,737
Mar07 060915 117.30 117.69 117.21 117.65 +0.28 9 1,715 +1
Jun07 060915 116.92 116.92 116.92 116.92 +0.23      
Total Volume and Open Interest 1,345,198 1,441,939 +43,738
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060915 109.41 109.41 109.41 109.41 +0.06 315 0 +0
Jun07 060915 108.17 108.17 108.17 108.17 +0.06      
Total Volume and Open Interest 739,004 895,619 +23,619
Long Gilt(LIFFE)
Sep06 060915 109~23 109~28 109~22 109~28 -0~02 276 32,916 -281
Dec06 060915 109~17 109~26 109~16 109~22 -0~01 53,577 241,623 +764
Total Volume and Open Interest 53,853 274,539 +483
3-Mth Short Sterling(LIFFE)
Sep06 060915 94.95 94.95 94.95 94.95 -0.02 34,843 405,428 +4,774
Dec06 060915 94.76 94.76 94.76 94.76 -0.02 96,617 372,293 -13,266
Mar07 060915 94.67 94.67 94.67 94.67 -0.03 67,415 441,352 +8,873
Total Volume and Open Interest 371,042 2,343,629 +21,526
3-Mth Euribor(LIFFE)
Sep06 060915 96.645 96.660 96.645 96.655 +0.005 33,554 533,727 -1,490
Dec06 060915 96.295 96.315 96.290 96.305 +0.010 148,846 808,608 -12,475
Mar07 060915 96.155 96.185 96.145 96.175 +0.010 101,674 680,023 -23,078
Total Volume and Open Interest 666,883 4,031,397 -18,644
3-Mth Aus T-Bills(SFE)
Dec06 060915 93.66 93.67 93.65 93.67 -0.01 18,738 215,237 -9,044
Mar07 060915 93.63 93.63 93.61 93.63 -0.02 26,936 192,092 +6,838
Jun07 060915 93.65 93.65 93.63 93.64 -0.03 8,469 71,537 +2,607
Sep07 060915 93.69 93.69 93.66 93.67 -0.03 4,705 37,166 +1,073
Dec07 060915 93.70 93.70 93.68 93.70 -0.03 3,410 29,109 -4,696
Mar08 060915 93.72 93.72 93.71 93.72 -0.03 965 15,572 +198
Jun08 060915 93.73 93.73 93.72 93.72 -0.04 655 10,698 +0
Sep08 060915 93.72 93.72 93.70 93.71 -0.05 1,391 4,848 +1,136
Dec08 060915 93.72 93.72 93.71 93.71 -0.04 548 1,602 +396
Mar09 060915 93.71 93.71 93.71 93.71 -0.04 111 1,590 +25
Total Volume and Open Interest 66,548 580,516 -1,083
10-Year Aus T-Bonds(SFE)
Sep06 060915 94.35 94.36 94.33 94.33 -0.06 70,586 242,613 -178,658
Dec06 060915 94.35 94.36 94.29 94.33 -0.07 76,151 386,988 +40,459
Total Volume and Open Interest 146,737 629,601 -138,199
3-Year Aus T-Bonds(SFE)
Sep06 060915 94.11 94.11 94.08 94.08 -0.07 110,840 345,123 -71,948
Dec06 060915 94.16 94.16 94.12 94.15 -0.05 95,701 384,473 +62,310
Total Volume and Open Interest 206,541 729,596 -9,638
Gold(CMX)
Oct06 060915 575.5 582.0 571.0 577.5 -2.9 2,681 14,109 -559
Dec06 060915 582.0 588.5 576.6 583.0 -3.0 50,294 201,982 -1,152
Feb07 060915 587.2 591.0 583.0 588.8 -3.0 2,436 23,223 +125
Apr07 060915 593.0 599.5 588.0 594.4 -3.0 110 3,444 +84
Jun07 060915 599.2 601.5 594.0 600.0 -2.9 414 21,102 +173
Aug07 060915 605.4 605.4 605.4 605.4 -2.9 44 1,711 +27
Oct07 060915 611.0 611.0 610.8 610.8 -2.9 50 4,691 +50
Dec07 060915 615.5 616.3 608.0 616.3 -2.8 196 25,072 +129
Feb08 060915 621.7 621.7 621.7 621.7 -2.7 0 1,600 +0
Apr08 060915 627.0 627.0 627.0 627.0 -2.7 110 510 +100
Jun08 060915 630.0 632.4 630.0 632.4 -2.7 50 1,597 +0
Total Volume and Open Interest 56,485 314,626 -1,053
Silver(CMX)
Sep06 060915 1045.0 1076.0 1045.0 1076.0 -7.5 22 506 -130
Dec06 060915 1085.0 1105.0 1055.0 1087.5 -7.5 16,839 62,978 -698
Mar07 060915 1100.0 1115.0 1074.0 1101.2 -7.5 165 13,066 -3
May07 060915 1109.0 1109.0 1109.0 1109.0 -7.5 51 3,538 +0
Jul07 060915 1091.0 1135.0 1091.0 1116.8 -7.3 14 8,420 +2
Sep07 060915 1115.0 1122.0 1115.0 1122.0 -7.1 51 1,549 +50
Dec07 060915 1125.0 1144.0 1096.0 1127.5 -7.0 110 4,426 +72
Total Volume and Open Interest 17,283 99,896 -683
Platinum(NYM)
Oct06 060915 1156.2 1165.0 1141.2 1163.7 -15.8 888 6,900 -190
Jan07 060915 1155.2 1169.7 1145.2 1169.7 -16.8 131 2,352 +46
Apr07 060915 1174.7 1174.7 1174.7 1174.7 -16.8      
Jul07 060915 524.3 524.3 524.3 524.3 -16.8 0 6 +0
Total Volume and Open Interest 1,019 9,258 -144
Palladium(NYME)
Sep06 060915 310.60 310.60 310.60 310.60 -12.10 0 23 +0
Dec06 060915 314.00 318.00 300.00 314.80 -12.40 672 11,299 -115
Mar07 060915 323.85 323.85 307.50 320.30 -12.40 0 21 +0
Total Volume and Open Interest 672 11,376 -115
Copper(CMX)
Sep06 060915 338.00 338.00 328.00 331.65 -6.55 703 3,308 -246
Dec06 060915 336.00 337.20 327.50 331.15 -6.30 5,981 46,771 -369
Mar07 060915 332.00 332.00 324.50 327.95 -5.10 509 4,349 -36
May07 060915 321.00 323.20 321.00 323.20 -4.85 225 1,094 +103
Jul07 060915 318.45 318.45 318.45 318.45 -4.50 62 915 +24
Total Volume and Open Interest 7,936 68,468 -599
Aluminum(CMX)
Sep06 060915 110.55 110.55 110.55 110.55 -0.50 2 4 -152
Oct06 060915 111.25 111.25 111.25 111.25 -0.50 2 486 +0
Nov06 060915 111.45 111.45 111.45 111.45 -0.50 0 45 +0
Dec06 060915 111.50 111.60 111.50 111.60 -0.50 10 583 +10
Jan07 060915 111.45 111.45 111.45 111.45 -0.50 10 10 +5
Feb07 060915 111.00 111.00 111.00 111.00 -0.50      
Total Volume and Open Interest 25 1,164 -136
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060915 11633 11704 11630 11660 +33 9,309 54,216 +1,487
Mar07 060915 11770 11770 11745 11745 +33 0 8 +0
Jun07 060915 11830 11830 11830 11830 +69      
Total Volume and Open Interest 14,550 77,505 -618
S & P 500(CME)
Dec06 060915 1335.50 1336.50 1329.50 1332.20 +2.80 64,175 576,583 +23,894
Mar07 060915 1344.00 1344.00 1343.40 1343.40 +2.90 19 1,740 +9
Jun07 060915 1354.80 1354.80 1354.80 1354.80 +2.90 4 4,037 +34
Sep07 060915 1366.60 1366.60 1366.60 1366.60 +2.90 0 1,318 +0
Total Volume and Open Interest 113,579 583,964 -147,455
S & P 500 E-Mini(Globex)
Dec06 060915 1329.25 1336.75 1328.00 1332.25 +2.75 931,469 1,269,560 +63,717
Mar07 060915 1343.50 1343.50 1343.50 1343.50 +18.50      
Total Volume and Open Interest 1,773,921 1,799,907 +80,725
NASDAQ 100(CME)
Dec06 060915 1663.00 1666.00 1646.00 1652.50 +7.70 12,241 43,262 +6,148
Mar07 060915 1671.50 1671.50 1671.50 1671.50 +7.70 0 1 +0
Jun07 060915 1690.50 1690.50 1690.50 1690.50        
NASDAQ 100 E-Mini(Globex)
Dec06 060915 1645.00 1665.80 1644.00 1652.50 +7.70 306,684 338,524 +33,055
Mar07 060915 1671.50 1671.50 1671.50 1671.50 +58.20      
Total Volume and Open Interest 470,199 423,936 +9,645
S & P Midcap 400(CME)
Dec06 060915 764.25 764.25 757.50 758.20 -2.70 292 7,782 +36
Mar07 060915 765.60 765.60 765.60 765.60 -2.70      
Jun07 060915 773.00 773.00 773.00 773.00 -2.70      
Total Volume and Open Interest 503 11,232 -859
Russell 2000(CME)
Dec06 060915 739.00 739.00 731.50 734.70 +0.50 1,576 30,826 +372
Mar07 060915 740.55 740.55 740.55 740.55 +0.50 0 34 +0
Jun07 060915 746.40 746.40 746.40 746.40 +0.50      
Total Volume and Open Interest 4,862 53,606 -1,863
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060915 734.00 739.90 730.90 734.70 +0.50 169,593 405,231 +16,054
Mar07 060915 740.60 740.60 740.60 740.60 +3.10      
Total Volume and Open Interest 425,716 520,181 +46,160
Value Line(KCBT)
Sep06 060914 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Dec06 060915 15915 15915 15820 15820 -30      
Mar07 060915 15845 15845 15845 15845 -30      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060915 15860 15870 15715 15855 -45 62,065 213,812 +6,746
Mar07 060915 15925 15925 15830 15830 -75 0 8 +0
Jun07 060915 15775 15775 15775 15775 -75 0 1 +0
Total Volume and Open Interest 62,070 213,950 +6,742
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060915 5139.5 5179.5 5126.0 5154.0 +12.5 116,672 341,779 +75,645
Nov06 060915 5164.0 5190.0 5152.0 5166.5 +13.0 142 1,674 +59
Total Volume and Open Interest 280,159 783,745 -88,201
Hang Seng Index(HKFE)
Sep06 060915 17196 17283 17165 17280 +41 33,363 124,683 +191
Oct06 060915 17215 17324 17210 17318 +38 729 2,657 +221
Total Volume and Open Interest 34,162 128,795 +417
DAX(EUREX)
Sep06 060915 5919.5 5930.5 5908.0 5923.0 +13.5 161,247 93,224 -51,161
Dec06 060915 5967.5 6005.0 5956.0 5981.0 +22.0 81,667 169,080 +17,938
Mar07 060915 6018.0 6059.0 6013.0 6036.5 +22.5 13,037 6,023 +4,195
Total Volume and Open Interest 255,951 268,327 -29,028
FT-SE 100(EURONEXT)
Sep06 060915 5878.00 5885.50 5867.00 5885.50 +12.00 114,696 110,182 -37,935
Dec06 060915 5916.50 5941.50 5900.00 5913.00 +0.50 84,320 467,611 +37,625
Mar07 060915 5930.00 5957.50 5928.50 5929.50 +0.50 56 2,396 +21
Total Volume and Open Interest 199,072 581,939 -289
SPI 200(SFE)
Sep06 060915 5030.0 5045.0 5014.0 5032.0 -32.0 28,105 239,818 -11,459
Dec06 060915 5049.0 5057.0 5026.0 5042.0 -33.0 14,626 38,903 +11,626
Mar07 060915 5049.0 5049.0 5049.0 5049.0 -33.0 9 2,776 +5
Total Volume and Open Interest 42,792 284,842 +222
GSCI(CME)
Oct06 060915 430.70 432.50 428.10 432.50 -0.30 4,437 18,356 +2,275
Nov06 060915 444.00 444.00 444.00 444.00 -2.50      
Total Volume and Open Interest 7,799 20,474 -844
Reuters CRB Index(NYBOT)
Nov06 060915 372.00 374.75 371.00 372.25 -1.75 16 522 +4
Jan07 060915 375.00 375.25 374.25 374.25 -1.75 1 407 +1
Feb07 060915 375.25 375.25 375.25 375.25 +0.75 0 14 -1
Total Volume and Open Interest 17 944 +4
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