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 Thu September 21, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060921 552.00 561.50 552.00 558.00 +8.75 28,264 241,879 -16
Jan07 060921 565.50 574.50 565.00 571.50 +9.25 4,840 45,879 +301
Mar07 060921 576.50 585.00 576.50 582.25 +8.75 1,903 17,165 +351
May07 060921 586.00 594.00 586.00 591.50 +8.50 1,984 15,755 +204
Jul07 060921 596.50 604.00 596.50 600.75 +7.75 1,398 14,804 -47
Aug07 060921 604.25 604.75 604.25 604.75 +7.75 28 132 +0
Sep07 060921 610.00 610.00 610.00 610.00 +7.00 1 22 +1
Total Volume and Open Interest 39,646 360,690 +654
Soybean Meal(CBOT)
Oct06 060921 168.00 169.50 167.30 168.30 +2.50 7,914 29,408 -1,625
Dec06 060921 167.50 169.50 167.00 168.10 +2.30 16,813 114,974 -2,526
Jan07 060921 169.00 170.50 168.00 169.10 +2.30 2,274 20,862 +276
Mar07 060921 170.50 172.50 170.30 171.00 +2.40 1,007 17,919 -297
May07 060921 172.50 174.10 172.30 173.00 +2.50 2,478 20,794 +551
Jul07 060921 175.00 176.50 174.80 175.30 +1.50 1,941 19,820 +648
Aug07 060921 176.50 178.00 176.30 176.50 +2.00 419 4,370 +257
Sep07 060921 179.00 179.00 177.70 177.70 +2.00 71 2,617 +57
Total Volume and Open Interest 33,256 238,047 -2,553
Soybean Oil(CBOT)
Oct06 060921 24.14 24.42 24.10 24.30 +0.14 4,489 21,402 -556
Dec06 060921 24.47 24.79 24.45 24.70 +0.19 15,592 140,673 -117
Jan07 060921 24.80 25.10 24.78 25.00 +0.19 682 21,470 +227
Mar07 060921 25.20 25.40 25.15 25.35 +0.20 668 15,456 +141
May07 060921 25.52 25.75 25.52 25.73 +0.21 1,760 22,972 +189
Jul07 060921 25.90 26.10 25.90 26.10 +0.20 980 16,353 +391
Aug07 060921 26.15 26.25 26.15 26.25 +0.20 124 3,123 +168
Sep07 060921 26.28 26.40 26.28 26.34 +0.14 107 852 +77
Total Volume and Open Interest 25,450 265,453 +730
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060921 305.0 307.8 302.8 305.2 +0.8 6,699 47,866 +803
Jan07 060921 314.3 316.2 311.3 314.0 +1.4 1,050 19,051 +196
Mar07 060921 322.8 323.9 320.1 321.3 +0.3 74 2,172 +35
May07 060921 325.6 327.9 325.6 327.0 -2.9 68 1,419 -24
Total Volume and Open Interest 8,178 79,879 +1,172
Corn(CBOT)
Dec06 060921 251.25 257.75 250.75 257.25 +8.25 49,398 655,328 -12,227
Mar07 060921 263.50 270.50 263.50 270.00 +7.75 12,066 190,424 -1,063
May07 060921 270.25 277.00 270.25 277.00 +7.75 2,116 40,911 +32
Jul07 060921 278.00 284.50 278.00 284.00 +7.25 6,014 120,689 +1,283
Sep07 060921 283.75 288.00 283.50 287.75 +6.00 475 17,008 -10
Dec07 060921 290.00 295.25 290.00 295.00 +5.50 11,386 165,355 -1,893
Total Volume and Open Interest 83,882 1,282,700 -15,188
Wheat(CBOT)
Dec06 060921 411.00 423.00 411.00 421.50 +13.75 19,330 264,965 -120
Mar07 060921 428.50 439.50 427.50 439.25 +13.75 4,032 54,611 -261
May07 060921 443.00 447.00 442.00 446.00 +11.00 71 3,206 -34
Jul07 060921 441.00 451.50 441.00 450.75 +11.00 4,763 79,226 +336
Sep07 060921 451.00 460.00 451.00 458.00 +10.00 173 672 +2
Total Volume and Open Interest 30,496 453,493 +1,186
Wheat(KCBT)
Dec06 060921 474.75 486.50 474.75 484.25 +8.00 11,614 87,779 -81
Mar07 060921 482.00 495.00 482.00 492.25 +8.50 2,259 20,811 +42
May07 060921 478.00 486.00 478.00 485.00 +11.00 19 820 +9
Jul07 060921 455.50 467.00 455.50 465.50 +9.50 3,241 36,104 -132
Sep07 060921 465.00 473.00 465.00 473.00 +9.00 50 1,704 +19
Total Volume and Open Interest 17,462 156,489 -120
Wheat(MGE)
Sep06 060914 433.50 433.50 426.50 426.50 -4.50 16 11 -16
Dec06 060921 456.00 466.25 456.00 465.50 +9.75 3,305 26,921 +0
Mar07 060921 473.00 480.50 473.00 480.00 +10.00 1,139 8,618 +221
May07 060921 483.00 484.00 483.00 484.00 +8.50 58 1,286 +47
Jul07 060921 483.00 490.00 481.00 489.00 +10.00 60 980 +51
Total Volume and Open Interest 4,729 45,946 +288
Oats(CBOT)
Dec06 060921 196.75 201.25 196.50 200.25 +2.00 1,087 10,736 +49
Mar07 060921 207.00 207.25 206.00 206.75 +1.75 71 622 +9
May07 060921 207.00 207.00 207.00 207.00 +1.00 29 30 +13
Jul07 060921 203.00 203.00 203.00 203.00 unch 14 69 +7
Total Volume and Open Interest 1,203 11,504 +79
Rough Rice(CBOT)
Nov06 060921 9.52 9.67 9.52 9.58 +0.05 218 7,750 -67
Jan07 060921 9.85 9.90 9.85 9.88 +0.05 56 2,572 -48
Mar07 060921 10.18 10.18 10.15 10.15 +0.05 124 2,076 +1
May07 060921 10.42 10.42 10.38 10.38 +0.07 220 995 +30
Total Volume and Open Interest 744 13,857 -57
Live Cattle(CME)
Oct06 060921 89.075 89.950 89.075 89.750 +0.700 12,275 49,031 -3,257
Dec06 060921 88.800 89.600 88.800 89.350 +0.500 16,132 107,755 -453
Feb07 060921 89.800 90.425 89.750 90.325 +0.375 4,340 28,065 -92
Apr07 060921 89.525 90.150 89.525 90.100 +0.550 2,779 16,918 +502
Jun07 060921 85.300 85.900 85.300 85.750 +0.375 811 8,548 +300
Aug07 060921 84.350 84.900 84.350 84.850 +0.575 334 2,771 +146
Total Volume and Open Interest 36,673 213,264 -2,852
Feeder Cattle(CME)
Sep06 060921 116.025 116.450 116.025 116.425 +0.400 827 3,388 +32
Oct06 060921 113.500 114.500 113.500 114.150 +0.275 3,860 8,533 -1,302
Nov06 060921 112.200 113.300 112.200 113.125 +0.575 2,197 9,340 +187
Jan07 060921 109.900 110.550 109.900 110.450 +0.150 1,014 4,526 +1
Mar07 060921 107.050 107.500 107.050 107.400 +0.400 248 1,682 -19
Apr07 060921 106.900 106.900 106.500 106.600 +0.025 21 227 +6
May07 060921 106.250 106.350 106.200 106.350 +0.150 43 202 -18
Total Volume and Open Interest 8,214 27,927 -1,117
Lean Hogs(CME)
Oct06 060921 63.950 64.500 63.700 63.850 -0.325 8,571 30,040 -2,391
Dec06 060921 61.275 61.700 61.000 61.150 -0.125 9,409 93,909 +10
Feb07 060921 62.850 63.100 62.600 62.875 -0.050 2,225 25,522 +123
Apr07 060921 63.650 63.700 63.200 63.525 -0.100 1,294 14,803 +334
May07 060921 66.400 66.800 66.300 66.800 +0.050 29 1,456 +14
Jun07 060921 67.500 67.650 67.250 67.500 -0.175 813 6,080 +544
Jul07 060921 65.300 65.300 65.000 65.000 -0.200 50 1,240 +1
Aug07 060921 62.500 62.900 62.500 62.900 unch 50 745 -2
Total Volume and Open Interest 22,450 174,171 -1,363
Pork Bellies(CME)
Feb07 060921 88.000 88.500 86.875 87.000 -0.500 242 727 +17
Mar07 060921 87.000 87.000 87.000 87.000 -0.300 0 19 +0
May07 060921 88.750 88.750 88.750 88.750 -0.250 0 3 +0
Jul07 060921 89.750 89.750 89.750 89.750 -0.250      
Aug07 060921 90.300 90.300 90.300 90.300 unch 0 1 +0
Total Volume and Open Interest 242 750 +17
Class III Milk(CME)
Sep06 060921 12.28 12.28 12.28 12.28 unch 239 4,109 -90
Oct06 060921 12.33 12.53 12.33 12.50 +0.15 41 4,417 +4
Nov06 060921 12.30 12.50 12.30 12.48 +0.14 44 3,957 +20
Dec06 060921 12.37 12.48 12.32 12.40 +0.02 109 3,734 +79
Jan07 060921 12.39 12.45 12.39 12.44 +0.04 62 1,805 +4
Total Volume and Open Interest 910 28,623 +211
Cocoa(NYBOT)
Dec06 060921 1469 1535 1467 1529 +62 6,129 76,052 -1,075
Mar07 060921 1503 1563 1500 1561 +59 1,722 28,675 +519
May07 060921 1535 1585 1535 1585 +60 104 13,139 +22
Jul07 060921 1583 1610 1582 1610 +60 131 5,540 -21
Sep07 060921 1610 1635 1610 1633 +60 0 11,735 -1
Dec07 060921 1608 1657 1608 1657 +57 150 8,262 +56
Mar08 060921 1650 1682 1650 1682 +59 0 1,226 +0
Total Volume and Open Interest 8,236 145,640 -500
Coffee "C"(NYBOT)
Dec06 060921 101.95 103.80 101.20 103.55 +1.60 8,559 79,409 +121
Mar07 060921 105.75 107.80 105.10 107.40 +1.65 1,200 14,715 -178
May07 060921 108.25 109.75 107.80 109.75 +1.65 251 4,073 +72
Jul07 060921 110.40 111.95 110.40 111.95 +1.60 55 2,480 -20
Sep07 060921 112.00 114.00 112.00 114.00 +1.60 72 1,239 -50
Dec07 060921 115.00 116.75 115.00 116.75 +1.60 337 2,694 -152
Total Volume and Open Interest 10,639 107,074 -225
Orange Juice(NYBOT)
Nov06 060921 172.60 173.25 170.50 172.35 -0.85 1,646 20,569 +162
Jan07 060921 174.20 174.65 172.20 174.05 -0.60 870 6,749 +488
Mar07 060921 174.00 174.75 173.40 174.45 -0.55 80 2,449 -24
May07 060921 174.25 174.50 174.25 174.45 -0.55 0 490 -1
Jul07 060921 174.45 174.45 174.45 174.45 -0.55 0 163 +0
Total Volume and Open Interest 2,596 30,516 +625
Sugar #11(NYBOT)
Oct06 060921 12.18 12.21 11.50 11.56 -0.56 33,535 86,744 -6,738
Mar07 060921 13.00 13.00 12.30 12.35 -0.54 49,137 249,053 +6,174
May07 060921 13.12 13.13 12.45 12.50 -0.51 7,714 55,450 -1,299
Jul07 060921 13.10 13.10 12.50 12.51 -0.49 3,423 43,279 +308
Oct07 060921 13.10 13.10 12.61 12.61 -0.45 1,562 31,150 +194
Total Volume and Open Interest 96,837 499,449 -784
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060921 21.50 21.50 21.10 21.27 -0.23 889 2,276 -160
Jan07 060921 21.25 21.25 21.25 21.25 -0.13 90 2,381 +63
Mar07 060921 21.25 21.30 21.25 21.30 -0.07 55 3,042 +21
May07 060921 21.39 21.39 21.39 21.39 -0.09 103 1,895 +45
Total Volume and Open Interest 1,139 11,991 -29
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060921 832 862 826 858 +25 8,280 85,386 -2,104
Mar07 060921 849 877 845 876 +26 2,188 49,727 +54
May07 060921 861 888 861 888 +25 749 18,698 +12
Jul07 060921 881 901 875 900 +24 209 11,404 +8
Sep07 060921 887 915 886 914 +24 130 10,745 +21
Dec07 060921 901 926 901 926 +23 0 13,081 +0
Total Volume and Open Interest 11,556 193,140 -2,009
London Coffee(LCE)
Sep06 060921 1600.00 1618.00 1585.00 1618.00 +6.00 178 5,604 -655
Nov06 060921 1399.00 1454.00 1390.00 1448.00 +27.00 6,486 67,350 +647
Jan07 060921 1386.00 1422.00 1373.00 1419.00 +20.00 4,044 38,435 +653
Mar07 060921 1368.00 1407.00 1368.00 1405.00 +14.00 1,070 21,197 +629
May07 060921 1399.00 1404.00 1390.00 1404.00 +12.00 76 4,449 +56
Jul07 060921 1395.00 1402.00 1395.00 1402.00 +7.00 1 2,126 -1
Total Volume and Open Interest 11,884 142,397 +1,351
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060921 400.80 403.80 391.00 391.50 -9.30 2,447 21,590 +376
Mar07 060921 372.80 373.50 360.00 361.40 -10.40 1,230 20,940 +212
May07 060921 370.90 370.90 356.00 358.40 -11.60 265 4,406 -11
Aug07 060921 368.00 368.00 354.50 355.50 -12.00 146 2,438 +111
Total Volume and Open Interest 4,416 51,792 +690
Cotton(NYBOT)
Oct06 060921 49.85 49.90 49.55 49.90 -0.20 412 1,883 -283
Dec06 060921 52.00 52.09 51.65 51.98 -0.36 9,886 123,799 -1,117
Mar07 060921 55.67 55.70 55.35 55.55 -0.53 2,344 37,132 +486
May07 060921 57.10 57.20 56.90 57.10 -0.50 120 4,260 -110
Jul07 060921 58.20 58.50 58.20 58.50 -0.35 20 3,938 +0
Oct07 060921 59.20 59.20 59.20 59.20 -0.30 0 66 +0
Total Volume and Open Interest 13,070 180,783 -856
Lumber(CME)
Nov06 060921 258.8 260.4 256.5 258.3 -0.2 407 4,694 +79
Jan07 060921 278.8 278.9 275.6 278.9 +0.9 178 1,134 +71
Mar07 060921 289.8 290.8 286.2 290.8 -0.6 28 143 +11
May07 060921 298.6 298.6 298.0 298.0 -0.8 0 28 +0
Total Volume and Open Interest 613 6,007 +161
Crude Oil(NYM)
Nov06 060921 60.85 61.80 60.69 61.59 +0.85 156,614 275,951 +83
Dec06 060921 61.80 62.70 61.60 62.53 +0.81 67,056 159,482 +3,833
Jan07 060921 62.63 63.40 62.62 63.32 +0.70 19,693 66,189 +5,115
Feb07 060921 63.40 64.03 63.40 64.03 +0.61 9,121 30,486 -331
Mar07 060921 64.10 64.75 64.10 64.65 +0.55 8,336 31,971 -665
Apr07 060921 64.90 65.18 64.90 65.18 +0.50 8,554 35,649 -1,214
May07 060921 65.25 65.61 65.25 65.61 +0.45 4,045 20,650 -2,026
Jun07 060921 65.65 66.05 65.60 65.96 +0.40 7,634 67,474 -123
Jul07 060921 66.25 66.25 66.25 66.25 +0.38 705 16,021 +112
Aug07 060921 66.49 66.49 66.49 66.49 +0.36 1,485 15,251 -199
Sep07 060921 66.67 66.67 66.67 66.67 +0.34 4,710 21,903 -60
Oct07 060921 66.80 66.80 66.80 66.80 +0.32 1,976 8,482 +1,210
Nov07 060921 66.70 66.90 66.70 66.90 +0.30 2,162 12,934 -11
Dec07 060921 66.80 67.00 66.65 66.96 +0.29 13,234 128,583 +2,504
Jan08 060921 66.55 66.99 66.55 66.99 +0.27 1,350 19,292 +582
Feb08 060921 66.85 67.01 66.85 67.01 +0.25 500 8,535 +450
Total Volume and Open Interest 352,396 1,162,869 -14,540
Heating Oil(NYM)
Oct06 060921 165.50 168.00 165.20 167.88 +3.10 23,850 32,694 -4,545
Nov06 060921 171.00 172.70 170.00 172.43 +2.32 21,330 67,725 +3,084
Dec06 060921 175.90 177.70 174.90 177.28 +2.07 5,632 27,259 +620
Jan07 060921 181.00 182.75 180.60 181.93 +1.97 3,715 18,787 +678
Feb07 060921 183.20 184.98 183.20 184.98 +1.97 1,714 16,243 +62
Mar07 060921 183.55 185.08 183.25 185.08 +1.92 925 9,763 -65
Apr07 060921 182.70 183.83 182.50 183.83 +1.97 687 8,746 +165
May07 060921 181.50 182.38 181.30 182.38 +1.92 1,039 3,398 +32
Jun07 060921 180.75 182.13 180.75 182.13 +1.92 2,207 17,048 -228
Jul07 060921 182.25 183.18 182.25 183.18 +1.92 139 1,091 +104
Aug07 060921 183.85 184.78 183.85 184.78 +1.92 186 1,987 +120
Sep07 060921 186.30 187.18 186.30 187.18 +1.87 755 2,287 +50
Total Volume and Open Interest 62,690 216,082 +282
Unleaded Gas(NYM)
Oct06 060921 147.00 150.50 144.80 149.94 +3.23 18,120 19,610 -1,002
Nov06 060921 151.00 153.50 149.00 153.35 +2.14 5,504 18,690 +904
Dec06 060921 154.00 156.70 151.50 156.70 +2.19 1,172 7,430 +245
Jan07 060921 159.00 159.50 157.00 159.50 +2.69 538 4,425 +417
Total Volume and Open Interest 25,334 50,155 +564
RBOB Gasoline(NYMEX)
Oct06 060921 151.00 153.85 148.50 153.38 +3.88 10,107 18,157 -1,125
Nov06 060921 155.60 157.10 152.50 156.53 +2.53 8,568 31,633 +1,843
Dec06 060921 159.00 159.53 153.86 159.53 +2.31 1,959 8,634 +340
Jan07 060921 162.00 162.83 160.25 162.83 +2.31 683 7,971 -184
Feb07 060921 165.48 165.48 165.48 165.48 +2.26 208 1,959 +12
Mar07 060921 168.13 168.13 168.13 168.13 +2.21 479 2,804 +135
Apr07 060921 181.50 183.38 181.50 183.38 +1.46 775 4,096 +350
May07 060921 185.25 186.18 185.25 186.18 +1.41 87 3,677 -2
Jun07 060921 188.23 188.23 188.23 188.23 +1.36 510 2,376 +295
Jul07 060921 187.50 189.23 187.50 189.23 +1.31 175 727 +149
Total Volume and Open Interest 23,877 85,465 +1,777
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060921 156.53 156.53 156.53 156.53 +2.71      
Dec06 060921 159.53 159.53 159.53 159.53 +2.31      
Jan07 060921 162.83 162.83 162.83 162.83 +2.31      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Oct06 060921 4.850 4.920 4.600 4.781 -0.150 25,905 75,739 -2,128
Nov06 060921 5.900 6.090 5.760 6.011 -0.011 18,032 104,540 +1,796
Dec06 060921 7.490 7.510 7.200 7.391 -0.271 4,140 54,513 +12
Jan07 060921 8.000 8.030 7.710 7.881 -0.326 3,620 52,778 +179
Feb07 060921 8.050 8.070 7.750 7.921 -0.321 1,272 30,951 -109
Mar07 060921 7.890 7.890 7.560 7.746 -0.311 3,116 90,375 -649
Apr07 060921 7.220 7.220 7.000 7.166 -0.161 2,681 68,755 -979
May07 060921 7.170 7.220 7.050 7.126 -0.156 780 25,598 -19
Jun07 060921 7.280 7.350 7.120 7.221 -0.156 609 14,707 -60
Jul07 060921 7.400 7.400 7.200 7.311 -0.161 465 12,030 +229
Aug07 060921 7.480 7.500 7.280 7.391 -0.166 151 12,903 -2
Sep07 060921 7.570 7.600 7.330 7.476 -0.171 116 11,304 +42
Oct07 060921 7.750 7.750 7.600 7.616 -0.196 2,035 30,595 -99
Nov07 060921 8.140 8.150 8.000 8.036 -0.266 1,118 14,472 +555
Dec07 060921 8.720 8.720 8.496 8.496 -0.336 1,886 34,433 +947
Jan08 060921 9.020 9.080 8.836 8.836 -0.386 6,259 36,332 +4,221
Total Volume and Open Interest 93,691 955,842 +6,044
Brent Crude Oil(ICE)
Nov06 060921 60.70 61.55 60.34 61.34 +0.87 94,644 108,850 -3,484
Dec06 060921 61.65 62.60 61.49 62.38 +0.78 49,897 112,279 -4,378
Jan07 060921 62.55 63.40 62.41 63.18 +0.71 17,905 40,544 -932
Feb07 060921 63.49 64.00 63.17 63.86 +0.66 5,573 28,441 -6
Mar07 060921 64.08 64.65 63.75 64.40 +0.60 3,451 17,029 -131
Apr07 060921 64.58 65.16 64.36 64.88 +0.54 3,119 18,297 -337
May07 060921 65.08 65.68 64.80 65.31 +0.49 1,681 13,759 +1,389
Jun07 060921 65.62 66.08 65.23 65.70 +0.46 3,089 26,480 +545
Jul07 060921 66.04 66.04 66.04 66.04 +0.45 0 2,167 +0
Aug07 060921 66.28 66.28 66.28 66.28 +0.42 0 1,517 +0
Sep07 060921 66.48 66.48 66.48 66.48 +0.39 0 1,508 +0
Oct07 060921 66.64 66.64 66.64 66.64 +0.36 0 477 +0
Nov07 060921 66.73 66.73 66.73 66.73 +0.33 350 8,651 +250
Dec07 060921 66.70 67.07 66.30 66.76 +0.31 5,524 40,589 +488
Total Volume and Open Interest 186,429 464,172 -6,455
Gas Oil(ICE)
Oct06 060921 533.00 541.75 532.50 539.25 +1.75 37,370 60,669 -1,224
Nov06 060921 541.25 549.75 540.75 547.50 +1.25 26,067 52,307 -441
Dec06 060921 552.75 558.25 551.00 556.00 +1.00 15,991 43,117 +1,548
Jan07 060921 561.50 564.50 559.00 564.00 +0.75 6,490 28,269 +1,155
Feb07 060921 567.00 571.50 566.25 571.25 +0.25 2,402 19,263 -441
Mar07 060921 575.00 577.25 574.50 577.25 +0.25 910 10,696 +371
Apr07 060921 578.25 580.25 577.50 579.75 unch 400 3,597 -100
May07 060921 582.75 582.75 582.25 582.25 +0.25 100 3,631 +0
Jun07 060921 585.25 585.50 582.50 585.00 +0.75 912 19,331 -390
Jul07 060921 589.50 590.75 588.75 590.25 +1.00 1 1,437 +0
Total Volume and Open Interest 91,444 277,468 +779
US Dollar Index(NYBOT)
Dec06 060921 85.31 85.34 84.81 84.83 -0.61 542 15,323 +75
Mar07 060921 84.54 84.54 84.48 84.48 -0.61 0 2,025 +0
Jun07 060921 84.14 84.14 84.14 84.14 -0.61 0 15 +0
Total Volume and Open Interest 542 17,363 +75
Australian Dollar(CME)
Dec06 060921 75.40 75.62 75.33 75.57 +0.48 2,326 59,351 -2,230
Mar07 060921 75.41 75.41 75.41 75.41 +0.48 0 259 +0
Jun07 060921 75.27 75.27 75.27 75.27 +0.48 0 102 +0
Total Volume and Open Interest 2,326 59,722 -2,230
British Pound(CME)
Dec06 060921 190.07 190.41 189.89 190.36 +1.30 3,463 110,611 +6,570
Mar07 060921 190.46 190.46 190.46 190.46 +1.29 0 228 +16
Jun07 060921 190.44 190.44 190.44 190.44 +1.26 0 1 +0
Total Volume and Open Interest 3,463 110,841 +6,586
Canadian Dollar(CME)
Dec06 060921 89.25 89.84 89.23 89.67 +0.78 4,390 94,207 -3,001
Mar07 060921 89.93 89.93 89.93 89.93 +0.78 8 1,157 +8
Jun07 060921 90.20 90.20 90.20 90.20 +0.78 1 295 +1
Sep07 060921 90.47 90.47 90.47 90.47 +0.78 0 178 +0
Total Volume and Open Interest 4,399 95,846 -42,992
Japanese Yen(CME)
Dec06 060921 86.59 86.98 86.56 86.96 +0.73 2,004 210,512 -1,032
Mar07 060921 88.02 88.02 88.02 88.02 +0.73 0 13,459 +0
Jun07 060921 89.02 89.02 89.02 89.02 +0.73 0 6 +0
Total Volume and Open Interest 2,004 224,066 -1,032
Swiss Franc(CME)
Dec06 060921 80.83 81.14 80.39 81.12 +0.39 2,082 74,678 -2,161
Mar07 060921 81.81 81.81 81.81 81.81 +0.39 0 82 +0
Jun07 060921 82.50 82.50 82.50 82.50 +0.39 0 24 +0
Total Volume and Open Interest 2,082 74,833 -2,161
EuroFX(CME)
Dec06 060921 127.94 128.51 127.72 128.47 +0.88 2,609 132,443 +1,831
Mar07 060921 129.00 129.00 129.00 129.00 +0.88 0 688 -1
Jun07 060921 129.46 129.46 129.46 129.46 +0.88 0 62 +1
Total Volume and Open Interest 2,609 133,229 +1,831
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060921 5.6 5.6 5.0 3.5 -1.7 8,025 50,955 +211
Total Volume and Open Interest 8,050 52,894 +191
30-Year T-Bonds(CBOT)
Dec06 060921 111~06 112~06 111~02 112~01 +0~26 309,867 733,105 +7,986
Mar07 060921 111~10 112~03 111~10 111~31 +0~27 338 892 +165
Jun07 060921 111~29 111~29 111~29 111~29 +0~27 0 15 +0
Total Volume and Open Interest 322,051 743,616 -3,400
10-Year T-Notes(CBOT)
Dec06 060921 107~130 108~025 107~100 107~310 +0~180 891,755 2,288,092 -22,853
Mar07 060921 107~130 108~015 107~130 108~005 +0~190 2,254 8,144 +1,009
Total Volume and Open Interest 909,720 2,308,697 -28,574
5-Year T-Notes(CBOT)
Dec06 060921 105~010 105~170 105~010 105~160 +0~135 382,148 0 +0
Mar07 060921 105~170 105~170 105~170 105~170 +0~145      
Total Volume and Open Interest 383,785    
2 Year T-Notes(CBOT)
Dec06 060921 102~004 102~032 102~004 102~032 +0~026 422 684,348 +5,217
Total Volume and Open Interest 772 688,186 +4,280
Eurodollars(CME)
Dec06 060921 94.615 94.680 94.615 94.670 +0.050 42,424 1,654,264 +24,873
Mar07 060921 94.695 94.815 94.695 94.810 +0.100 37,663 1,340,852 +5,767
Jun07 060921 94.815 94.980 94.815 94.975 +0.135 18,338 1,090,944 +5,031
Sep07 060921 94.950 95.125 94.950 95.125 +0.150 17,367 963,209 -6,101
Dec07 060921 95.050 95.220 95.050 95.215 +0.145 34,189 937,882 +9,504
Mar08 060921 95.100 95.250 95.100 95.250 +0.135 27,208 684,593 +23,977
Jun08 060921 95.105 95.245 95.105 95.240 +0.125 13,236 443,396 +3,255
Sep08 060921 95.090 95.215 95.090 95.215 +0.120 14,566 318,414 +2,562
Dec08 060921 95.060 95.170 95.060 95.170 +0.115 9,398 314,639 +976
Mar09 060921 95.025 95.135 95.025 95.130 +0.105 9,484 301,964 +5,468
Jun09 060921 94.990 95.095 94.990 95.085 +0.100 8,792 213,899 -381
Sep09 060921 94.960 95.050 94.960 95.045 +0.095 5,606 146,962 -167
Dec09 060921 94.905 94.995 94.905 94.995 +0.090 2,008 124,467 -283
Mar10 060921 94.880 94.970 94.880 94.965 +0.085 1,915 102,497 +831
Jun10 060921 94.845 94.935 94.845 94.925 +0.080 4,270 105,152 -2,591
Sep10 060921 94.810 94.900 94.810 94.890 +0.080 5,266 99,962 +489
Dec10 060921 94.770 94.855 94.770 94.850 +0.080 3,389 82,449 -654
Mar11 060921 94.755 94.840 94.755 94.835 +0.080 3,366 54,923 -1,138
Total Volume and Open Interest 269,361 9,222,953 +75,998
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060921 99.46 99.48 99.46 99.48 +0.01 817 17,191 -353
Mar07 060921 99.34 99.36 99.34 99.36 +0.01 420 11,467 +137
Jun07 060921 99.24 99.26 99.24 99.26 unch 680 8,239 -486
Sep07 060921 99.14 99.17 99.14 99.17 +0.01 389 2,342 +200
Dec07 060921 99.05 99.07 99.05 99.07 +0.01 0 6,371 +70
Mar08 060921 98.97 98.97 98.97 98.97 unch 0 3,119 +0
Jun08 060921 98.88 98.88 98.88 98.88 unch 0 255 +0
Sep08 060921 98.77 98.77 98.77 98.77 unch 0 7 +0
Dec08 060921 98.66 98.66 98.66 98.66 -0.02 0 4 +0
Total Volume and Open Interest 2,306 48,995 -432
3-Mth Euro-Yen(SIMEX)
Dec06 060921 99.46 99.46 99.46 99.46 -0.01 1,620 94,009 +472
Mar07 060921 99.34 99.34 99.34 99.34 -0.01 1,888 71,848 +82
Jun07 060921 99.24 99.24 99.24 99.24 -0.01 240 36,433 +810
Sep07 060921 99.14 99.14 99.14 99.14 -0.01 228 24,794 +163
Dec07 060921 99.05 99.05 99.05 99.05 -0.01 200 42,293 +448
Mar08 060921 98.97 98.97 98.97 98.97 -0.01 0 24,583 +140
Jun08 060921 98.87 98.87 98.87 98.87 -0.03 0 3,971 +280
Sep08 060921 98.77 98.77 98.77 98.77 -0.03 0 50 +0
Total Volume and Open Interest 4,176 299,414 +2,395
German Euro-Bund(EUREX)
Dec06 060921 117.38 118.02 117.28 117.54 +0.05 1,664,493 1,533,290 +54,423
Mar07 060921 117.53 118.08 117.53 117.70 +0.05 1,794 2,700 +970
Jun07 060921 116.96 116.96 116.96 116.96 +0.05      
Total Volume and Open Interest 1,666,287 1,535,990 +55,393
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060921 109.42 109.42 109.42 109.42 +0.04      
Jun07 060921 108.18 108.18 108.18 108.18 +0.04      
Total Volume and Open Interest 682,442 898,592 -9,645
Long Gilt(LIFFE)
Sep06 060921 109~12 109~24 109~12 109~23 +0~05 12,440 17,962 -5,612
Dec06 060921 109~08 109~27 109~07 109~19 +0~05 63,602 230,144 -6,657
Total Volume and Open Interest 76,042 248,106 -12,269
3-Mth Short Sterling(LIFFE)
Dec06 060921 94.74 94.74 94.74 94.74 unch 157,449 390,509 +2,819
Mar07 060921 94.67 94.67 94.67 94.67 +0.01 108,212 441,586 -899
Jun07 060921 94.66 94.66 94.66 94.66 +0.02 78,557 372,953 -4,102
Total Volume and Open Interest 514,777 2,573,369 +130,411
3-Mth Euribor(LIFFE)
Dec06 060921 96.290 96.320 96.290 96.300 unch 167,905 772,035 -9,223
Mar07 060921 96.155 96.205 96.150 96.170 +0.005 198,998 649,946 +679
Jun07 060921 96.120 96.190 96.110 96.140 +0.005 256,383 580,550 +12,370
Total Volume and Open Interest 1,087,675 3,495,136 -26,814
3-Mth Aus T-Bills(SFE)
Dec06 060921 93.68 93.69 93.68 93.69 unch 24,603 181,047 -28,149
Mar07 060921 93.64 93.64 93.62 93.64 unch 36,803 219,401 -15,946
Jun07 060921 93.65 93.66 93.64 93.65 -0.01 10,324 69,605 -9,601
Sep07 060921 93.69 93.70 93.68 93.69 -0.01 2,960 37,269 +136
Dec07 060921 93.73 93.73 93.73 93.73 -0.01 1,914 30,950 -1,794
Mar08 060921 93.74 93.75 93.74 93.75 unch 1,070 14,886 -728
Jun08 060921 93.75 93.76 93.75 93.76 unch 595 14,312 +268
Sep08 060921 93.76 93.77 93.76 93.77 unch 547 4,814 +0
Dec08 060921 93.76 93.77 93.76 93.77 +0.01 5 1,412 +1
Mar09 060921 93.77 93.77 93.77 93.77 +0.01 100 1,696 +97
Total Volume and Open Interest 79,121 576,365 -55,716
10-Year Aus T-Bonds(SFE)
Dec06 060921 94.38 94.39 94.36 94.39 0.00 36,360 387,543 -1,264
Mar07 060921 94.39 94.39 94.39 94.39 0.00      
Total Volume and Open Interest 36,360 387,543 -1,264
3-Year Aus T-Bonds(SFE)
Dec06 060921 94.17 94.19 94.16 94.18 -0.01 95,371 470,652 +1,820
Mar07 060921 94.18 94.18 94.18 94.18 -0.01      
Total Volume and Open Interest 95,371 470,652 +1,820
Gold(CMX)
Oct06 060921 583.0 585.5 578.5 582.9 +2.1 712 14,334 +10
Dec06 060921 588.0 590.8 582.5 588.3 +2.1 32,368 198,056 -425
Feb07 060921 595.0 595.0 590.0 594.1 +2.1 1,254 26,258 +576
Apr07 060921 595.0 599.7 595.0 599.7 +2.1 279 3,382 -129
Jun07 060921 600.0 605.2 599.5 605.2 +2.1 183 21,828 +74
Aug07 060921 610.6 610.6 610.6 610.6 +2.0 0 1,661 -20
Oct07 060921 616.0 616.0 616.0 616.0 +1.9 43 9,434 +43
Dec07 060921 621.3 621.3 621.3 621.3 +1.7 198 30,160 +150
Feb08 060921 626.5 626.5 626.5 626.5 +1.6 100 1,600 +0
Apr08 060921 631.8 631.8 631.8 631.8 +1.5 0 770 +0
Jun08 060921 637.1 637.1 637.1 637.1 +1.4 0 2,149 +0
Total Volume and Open Interest 35,141 326,132 +280
Silver(CMX)
Sep06 060921 1094.0 1113.7 1094.0 1113.7 +11.0 8 98 +0
Dec06 060921 1114.0 1129.0 1095.0 1124.5 +10.5 9,840 63,216 -445
Mar07 060921 1128.0 1140.0 1128.0 1138.2 +10.4 63 13,019 -8
May07 060921 1145.9 1145.9 1145.9 1145.9 +10.0 0 3,588 +0
Jul07 060921 1153.6 1153.6 1153.6 1153.6 +9.6 145 8,306 -115
Sep07 060921 1157.5 1157.5 1157.5 1157.5 +8.5 107 1,449 -100
Dec07 060921 1143.0 1162.0 1143.0 1162.0 +7.5 15 4,551 -1
Total Volume and Open Interest 10,203 99,634 -680
Platinum(NYM)
Oct06 060921 1138.0 1140.5 1131.0 1139.5 -0.5 2,002 5,267 -330
Jan07 060921 1143.0 1148.5 1138.0 1148.5 +2.5 815 3,212 +289
Apr07 060921 1153.5 1153.5 1153.5 1153.5 +2.5 0 2 +0
Jul07 060921 503.1 503.1 503.1 503.1 +2.5 0 6 +0
Total Volume and Open Interest 2,817 8,487 -41
Palladium(NYME)
Sep06 060921 305.20 305.20 305.20 305.20 +2.65 10 12 +10
Dec06 060921 308.50 310.00 306.00 309.00 +2.65 489 10,772 +11
Mar07 060921 314.30 314.30 314.30 314.30 +2.45 0 27 +0
Total Volume and Open Interest 499 10,844 +21
Copper(CMX)
Sep06 060921 339.25 342.20 335.50 342.20 +5.20 968 2,180 -278
Dec06 060921 338.00 345.00 336.10 343.15 +5.55 9,923 47,319 +559
Mar07 060921 336.00 340.35 334.50 340.35 +5.55 172 4,676 -109
May07 060921 335.65 335.65 335.65 335.65 +5.10 26 1,114 +2
Jul07 060921 330.75 330.75 330.75 330.75 +4.70 19 938 +16
Total Volume and Open Interest 11,994 68,092 -76
Aluminum(CMX)
Sep06 060921 114.80 114.80 114.80 114.80 +3.00 2 4 +0
Oct06 060921 115.50 115.50 115.50 115.50 +3.00 0 486 +0
Nov06 060921 116.25 116.25 116.25 116.25 +3.50 0 45 +0
Dec06 060921 117.00 117.00 117.00 117.00 +4.05 0 587 +0
Jan07 060921 116.80 116.80 116.80 116.80 +4.00 0 10 +0
Feb07 060921 116.25 116.25 116.25 116.25 +3.90      
Total Volume and Open Interest 3 1,172 +1
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060921 11717 11720 11583 11623 -74 4,169 55,006 +251
Mar07 060921 11708 11708 11708 11708 -74 0 14 +0
Jun07 060921 11793 11793 11793 11793 -74      
Total Volume and Open Interest 4,169 55,020 +251
S & P 500(CME)
Dec06 060921 1337.30 1338.90 1325.60 1330.30 -6.20 28,489 584,497 +1,723
Mar07 060921 1345.00 1345.00 1337.00 1341.30 -6.30 20 1,819 +3
Jun07 060921 1352.70 1352.70 1352.70 1352.70 -6.40 300 4,348 +300
Sep07 060921 1364.50 1364.50 1364.50 1364.50 -6.40 0 1,323 +5
Total Volume and Open Interest 28,809 592,273 +2,031
S & P 500 E-Mini(Globex)
Dec06 060921 1336.50 1340.00 1325.50 1330.25 -6.25 970,246 1,324,711 +20,982
Mar07 060921 1347.50 1350.75 1337.00 1341.25 -6.25 88 223 +46
Total Volume and Open Interest 970,334 1,324,934 +21,028
NASDAQ 100(CME)
Dec06 060921 1667.50 1673.00 1648.00 1654.80 -9.00 7,203 47,798 -730
Mar07 060921 1674.80 1674.80 1674.80 1674.80 -9.00 0 1 +0
Jun07 060921 1693.80 1693.80 1693.80 1693.80 -9.00      
Total Volume and Open Interest 7,203 47,799 -730
NASDAQ 100 E-Mini(Globex)
Dec06 060921 1663.50 1673.00 1648.50 1654.80 -9.00 346,666 399,494 +16,105
Mar07 060921 1691.80 1693.30 1673.00 1674.80 -9.00 225 55 +51
Total Volume and Open Interest 346,891 399,549 +16,156
S & P Midcap 400(CME)
Dec06 060921 762.00 762.50 754.00 755.50 -6.80 65 7,890 -15
Mar07 060921 762.50 762.50 762.50 762.50 -6.80      
Jun07 060921 769.50 769.50 769.50 769.50 -6.80      
Total Volume and Open Interest 65 7,890 -15
Russell 2000(CME)
Dec06 060921 743.00 744.00 730.00 733.60 -8.30 1,320 32,165 +401
Mar07 060921 740.10 740.10 740.10 740.10 -8.30 0 34 +0
Jun07 060921 746.60 746.60 746.60 746.60 -8.30      
Total Volume and Open Interest 1,320 32,199 +401
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060921 742.00 746.40 729.50 733.60 -8.30 190,725 408,722 +6,216
Mar07 060921 750.00 751.80 738.00 740.10 -8.40 14 98 +5
Total Volume and Open Interest 190,739 408,820 +6,221
Value Line(KCBT)
Dec06 060921 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 060921 15845 15845 15660 15710 -140      
Mar07 060921 15830 15830 15735 15735 -140      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060921 15810 15830 15625 15765 +75 63,915 219,300 +7,016
Mar07 060921 15795 15795 15795 15795 +115 0 10 +2
Jun07 060921 15740 15740 15740 15740 +115 0 1 +0
Total Volume and Open Interest 63,994 219,407 +6,969
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060921 5208.5 5237.5 5181.0 5223.5 +17.5 86,333 418,156 -900
Nov06 060921 5203.0 5248.5 5200.5 5236.0 +17.5 405 1,598 +50
Total Volume and Open Interest 89,225 486,378 -1,078
Hang Seng Index(HKFE)
Sep06 060921 17600 17669 17527 17634 +56 29,785 126,992 -1,564
Oct06 060921 17616 17710 17570 17670 +55 1,714 4,422 +273
Total Volume and Open Interest 31,587 132,948 -1,321
DAX(EUREX)
Dec06 060921 6006.0 6027.5 5954.5 6014.0 +13.5 144,676 178,490 +70
Mar07 060921 6057.0 6083.0 6015.0 6069.5 +13.5 1,153 6,059 +205
Jun07 060921 6113.5 6142.0 6071.5 6128.5 +13.5 348 549 +207
Total Volume and Open Interest 146,177 185,098 +482
FT-SE 100(EURONEXT)
Dec06 060921 5908.00 5939.50 5882.00 5926.50 +24.00 80,402 482,728 -590
Mar07 060921 5918.00 5948.00 5911.00 5943.00 +24.00 28 2,409 -2
Jun07 060921 5962.50 5962.50 5962.50 5962.50 +24.00 0 1,750 +0
Total Volume and Open Interest 80,430 486,887 -592
SPI 200(SFE)
Sep06 060921 5013.0 5021.0 5005.0 5020.0 +30.0 73,432 134,890 -115,862
Dec06 060921 5028.0 5055.0 4986.0 4989.0 -10.0 72,109 248,995 +48,659
Mar07 060921 5063.0 5063.0 4997.0 4997.0 -11.0 2 2,761 +0
Total Volume and Open Interest 145,756 390,571 -66,897
GSCI(CME)
Oct06 060921 419.30 423.70 417.40 423.45 +5.45 792 19,088 +138
Nov06 060921 435.00 435.00 435.00 435.00 +4.00      
Dec06 060921 443.00 443.00 443.00 443.00 +3.00      
Total Volume and Open Interest 792 19,088 +138
Reuters CRB Index(NYBOT)
Nov06 060921 371.00 373.75 370.00 372.75 +2.25 20 513 -4
Jan07 060921 373.00 374.75 373.00 374.75 +2.25 1 407 +0
Feb07 060921 374.75 374.75 374.75 374.75 +1.25 0 14 +0
Total Volume and Open Interest 21 935 -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

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!