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 Wed October 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061004 543.00 562.00 541.25 555.25 +12.75 37,027 219,829 -2,696
Jan07 061004 557.00 576.00 555.25 569.50 +12.25 11,608 74,420 +3,908
Mar07 061004 569.50 587.50 567.25 581.00 +12.25 4,753 23,356 +1,845
May07 061004 580.00 596.00 577.00 588.50 +10.00 1,192 17,114 +464
Jul07 061004 590.00 606.00 587.00 598.50 +10.25 1,883 16,948 -88
Aug07 061004 595.00 607.50 595.00 602.50 +11.50 1 233 +0
Sep07 061004 600.00 609.00 600.00 609.00 +12.00 8 26 +0
Total Volume and Open Interest 57,403 378,656 +3,474
Soybean Meal(CBOT)
Oct06 061004 160.40 165.50 160.40 165.00 +4.60 2,693 5,824 -1,644
Dec06 061004 162.20 168.00 162.20 167.10 +4.40 11,547 105,653 +199
Jan07 061004 163.50 169.00 163.50 167.80 +4.20 1,685 21,765 +621
Mar07 061004 166.00 171.20 166.00 170.40 +4.40 1,189 19,666 +247
May07 061004 168.50 174.00 168.50 172.60 +4.30 741 24,507 +338
Jul07 061004 171.00 175.50 170.80 175.00 +4.60 1,283 21,451 -195
Aug07 061004 172.70 176.40 172.30 176.20 +4.40 231 5,025 +107
Sep07 061004 174.30 177.70 173.50 177.10 +4.10 63 2,988 -31
Total Volume and Open Interest 20,760 215,122 +109
Soybean Oil(CBOT)
Oct06 061004 23.28 23.52 23.15 23.52 +0.24 1,605 4,816 -86
Dec06 061004 23.67 24.05 23.48 23.80 +0.13 20,501 133,144 -130
Jan07 061004 24.10 24.39 23.89 24.21 +0.13 4,683 28,128 +2,506
Mar07 061004 24.48 24.85 24.29 24.62 +0.13 2,494 17,432 +869
May07 061004 24.87 25.00 24.70 25.00 +0.12 759 23,664 +382
Jul07 061004 25.19 25.38 25.06 25.38 +0.11 361 17,537 +133
Aug07 061004 25.33 25.52 25.22 25.52 +0.10 65 3,328 +46
Sep07 061004 25.45 25.66 25.40 25.66 +0.11 7 2,030 +7
Total Volume and Open Interest 32,258 254,367 +4,153
Canola(WCE)
Nov06 061004 299.8 303.4 296.5 301.5 +2.6 4,853 26,291 -1,733
Jan07 061004 307.6 311.9 305.6 310.0 +2.6 1,354 33,484 +527
Mar07 061004 316.5 317.5 314.5 317.5 +2.3 320 3,349 +227
May07 061004 325.7 326.0 322.0 323.3 +0.2 383 1,590 +192
Jul07 061004 334.4 338.6 328.3 330.9 -3.9 949 6,063 +710
Total Volume and Open Interest 7,861 77,048 -77
Corn(CBOT)
Dec06 061004 265.50 276.00 261.75 274.25 +10.25 76,694 620,959 -7,430
Mar07 061004 279.25 289.00 275.75 287.50 +9.50 16,845 208,976 +1,349
May07 061004 287.00 296.50 283.75 296.00 +10.50 2,122 46,849 +948
Jul07 061004 294.50 305.00 291.75 302.50 +9.00 7,179 131,361 +1,567
Sep07 061004 300.00 307.00 297.00 305.75 +7.50 705 18,376 +437
Dec07 061004 307.25 314.50 303.50 313.25 +7.50 12,405 166,317 -107
Total Volume and Open Interest 120,694 1,288,935 -3,279
Wheat(CBOT)
Dec06 061004 445.00 469.50 442.00 465.00 +25.50 39,876 257,511 -970
Mar07 061004 463.00 486.50 459.50 479.50 +23.00 13,876 69,158 +59
May07 061004 467.00 485.00 463.00 479.00 +19.00 550 4,915 -18
Jul07 061004 467.00 485.00 464.00 477.00 +13.50 11,844 96,371 -476
Sep07 061004 474.00 481.00 470.00 479.00 +10.00 48 1,696 +23
Total Volume and Open Interest 71,418 496,231 +155
Wheat(KCBT)
Dec06 061004 496.00 521.00 491.50 504.00 +12.25 11,135 80,369 -1,950
Mar07 061004 504.50 526.00 504.00 516.00 +13.25 3,280 22,800 +572
May07 061004 505.00 513.00 505.00 509.00 +10.50 15 983 +10
Jul07 061004 483.50 502.00 481.25 492.50 +12.25 4,369 39,727 -122
Sep07 061004 484.00 500.00 484.00 498.00 +16.00 47 2,119 +23
Total Volume and Open Interest 19,258 156,584 -1,360
Wheat(MGE)
Dec06 061004 471.00 490.00 470.00 485.50 +15.50 1,674 23,795 -269
Mar07 061004 486.00 503.00 483.00 495.00 +12.00 615 8,803 +88
May07 061004 493.50 509.00 490.00 499.00 +14.00 30 1,505 -3
Jul07 061004 492.00 507.00 492.00 507.00 +15.00 40 1,124 +17
Sep07 061004 484.00 490.00 484.00 489.50 +5.50 24 2,931 +22
Total Volume and Open Interest 2,706 45,014 -40
Oats(CBOT)
Dec06 061004 207.00 210.00 207.00 209.75 +3.00 567 10,854 +91
Mar07 061004 215.00 217.75 215.00 217.75 +3.50 146 1,037 +96
May07 061004 221.50 221.50 221.50 221.50 +3.00 0 40 +0
Jul07 061004 222.00 222.00 221.00 222.00 +4.50 0 88 +0
Total Volume and Open Interest 713 12,069 +187
Rough Rice(CBOT)
Nov06 061004 9.71 9.77 9.67 9.76 +0.06 81 5,806 -39
Jan07 061004 10.00 10.06 9.97 10.03 +0.06 92 3,995 -5
Mar07 061004 10.23 10.29 10.23 10.26 +0.03 2 2,062 -3
May07 061004 10.49 10.49 10.49 10.49 +0.06 50 1,097 +30
Total Volume and Open Interest 236 13,710 -17
Live Cattle(CME)
Oct06 061004 90.550 90.650 90.250 90.375 -0.275 9,604 35,111 -1,478
Dec06 061004 89.400 89.650 89.175 89.275 -0.175 14,089 117,132 +953
Feb07 061004 90.300 90.750 90.250 90.550 +0.025 3,273 35,630 -192
Apr07 061004 89.700 89.950 89.600 89.775 -0.125 2,000 19,588 -331
Jun07 061004 85.625 85.950 85.525 85.775 -0.050 650 9,986 +79
Aug07 061004 84.850 85.225 84.800 85.225 +0.125 94 3,983 +18
Total Volume and Open Interest 29,731 221,700 -951
Feeder Cattle(CME)
Oct06 061004 113.000 113.450 112.850 112.925 -0.425 1,367 5,811 -470
Nov06 061004 110.900 111.650 110.800 110.875 -0.400 1,765 11,299 +397
Jan07 061004 108.800 109.600 108.750 108.825 -0.525 648 5,548 +336
Mar07 061004 106.500 106.600 106.100 106.100 -0.350 42 1,663 -2
Apr07 061004 105.650 105.650 105.500 105.500 -0.150 18 249 +2
May07 061004 105.000 105.500 105.000 105.350 +0.050 9 230 +1
Aug07 061004 107.000 107.000 107.000 107.000 -0.050 3 40 +1
Total Volume and Open Interest 3,853 24,841 +266
Lean Hogs(CME)
Oct06 061004 65.050 65.350 64.500 64.525 +0.025 7,388 16,688 -1,151
Dec06 061004 61.450 61.675 60.575 60.625 -0.125 10,471 97,751 +493
Feb07 061004 63.200 63.400 62.550 62.750 -0.050 2,629 29,260 +435
Apr07 061004 63.700 64.175 63.500 63.825 +0.175 1,325 16,578 +255
May07 061004 66.950 67.225 66.950 67.000 +0.050 45 1,626 +28
Jun07 061004 67.875 68.400 67.875 68.200 +0.450 879 7,496 +572
Jul07 061004 66.000 66.450 65.950 66.025 +0.375 88 1,586 +48
Aug07 061004 63.200 63.600 63.150 63.250 -0.025 54 1,225 +48
Total Volume and Open Interest 22,914 172,741 +732
Pork Bellies(CME)
Feb07 061004 89.700 90.150 89.025 89.125 -0.700 141 913 +35
Mar07 061004 90.300 90.300 88.850 88.850 -0.750 4 56 +0
May07 061004 91.000 91.000 91.000 91.000 -0.550 0 10 +0
Jul07 061004 91.725 91.725 91.725 91.725 +0.025      
Aug07 061004 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 145 980 +35
Class III Milk(CME)
Oct06 061004 12.32 12.42 12.30 12.40 +0.03 48 4,346 -16
Nov06 061004 12.38 12.45 12.33 12.45 +0.05 65 4,009 +14
Dec06 061004 12.37 12.48 12.37 12.48 +0.05 33 3,827 -2
Jan07 061004 12.30 12.43 12.30 12.43 +0.05 56 1,994 +11
Feb07 061004 12.21 12.29 12.21 12.29 +0.07 45 1,573 +14
Total Volume and Open Interest 531 25,892 +70
Cocoa(NYBOT)
Dec06 061004 1455 1463 1435 1448 -1 4,357 73,498 -66
Mar07 061004 1490 1496 1470 1483 -1 1,065 30,279 +271
May07 061004 1518 1518 1496 1506 -2 102 13,508 +61
Jul07 061004 1532 1532 1532 1532 -2 1 6,013 +0
Sep07 061004 1559 1559 1550 1556 -3 572 10,786 -507
Dec07 061004 1589 1589 1573 1580 -2 20 8,235 +0
Mar08 061004 1608 1608 1608 1608 -3 0 1,226 +0
Total Volume and Open Interest 6,617 146,930 +259
Coffee "C"(NYBOT)
Dec06 061004 104.00 105.00 103.75 104.45 +0.20 9,019 77,734 -1,616
Mar07 061004 108.00 108.90 107.70 108.35 +0.25 3,227 18,133 +1,485
May07 061004 110.40 111.20 110.25 110.70 +0.25 406 4,028 -89
Jul07 061004 112.75 113.20 112.75 112.90 +0.20 620 2,341 -15
Sep07 061004 115.00 115.75 115.00 115.15 +0.20 351 1,948 -75
Dec07 061004 117.90 118.40 117.70 117.90 +0.20 847 2,250 +368
Total Volume and Open Interest 14,663 110,868 +151
Orange Juice(NYBOT)
Nov06 061004 171.50 172.40 170.00 171.45 +0.05 1,251 17,401 -56
Jan07 061004 172.75 173.95 171.75 173.30 +0.15 635 9,720 +207
Mar07 061004 173.05 173.60 173.00 173.60 +0.20 54 2,640 -2
May07 061004 173.60 173.60 173.60 173.60 +0.20 0 564 +0
Jul07 061004 173.60 173.60 173.60 173.60 +0.20 0 163 +0
Total Volume and Open Interest 1,940 30,584 +149
Sugar #11(NYBOT)
Mar07 061004 10.87 11.20 10.66 11.16 +0.27 45,800 258,803 -2,668
May07 061004 11.09 11.38 10.88 11.35 +0.23 14,398 57,661 +330
Jul07 061004 11.12 11.43 10.98 11.43 +0.22 5,671 43,976 +1,403
Oct07 061004 11.30 11.64 11.20 11.64 +0.21 4,729 34,078 +7
Mar08 061004 11.50 11.90 11.50 11.86 +0.21 2,425 22,866 +390
Total Volume and Open Interest 76,556 432,984 -268
Sugar #14(NYBOT)
Nov06 061004 20.35 20.38 20.35 20.36 -0.39 566 994 -155
Jan07 061004 20.60 20.60 20.35 20.40 -0.36 18 2,844 +9
Mar07 061004 20.50 20.60 20.50 20.60 -0.16 3 3,066 +3
May07 061004 20.55 20.75 20.55 20.75 +0.15 22 1,907 +2
Jul07 061004 20.65 20.76 20.65 20.76 +0.06 2 1,532 +19
Total Volume and Open Interest 613 11,841 -122
London Cocoa(LCE)
Dec06 061004 824 845 821 825 +1 2,972 84,157 -707
Mar07 061004 840 861 838 841 unch 757 48,822 +192
May07 061004 854 871 851 854 unch 282 20,725 +116
Jul07 061004 867 882 865 867 unch 171 13,521 -69
Sep07 061004 895 895 879 881 +1 90 10,665 -31
Dec07 061004 908 908 894 894 unch 48 13,276 +27
Mar08 061004 907 907 907 907 +1 4 3,818 +0
Total Volume and Open Interest 4,324 196,314 -472
London Coffee(LCE)
Nov06 061004 1518.00 1535.00 1504.00 1525.00 +14.00 4,905 66,593 -161
Jan07 061004 1480.00 1495.00 1468.00 1486.00 +13.00 2,874 42,781 +220
Mar07 061004 1442.00 1458.00 1437.00 1452.00 +11.00 845 26,127 +614
May07 061004 1449.00 1455.00 1448.00 1451.00 +8.00 0 4,879 +0
Jul07 061004 1448.00 1448.00 1448.00 1448.00 +5.00 21 2,005 +0
Sep07 061004 1448.00 1448.00 1445.00 1447.00 +4.00 70 3,423 +70
Total Volume and Open Interest 8,718 146,260 +746
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061004 365.50 377.80 363.00 375.00 +7.50 3,096 22,644 -9
Mar07 061004 328.00 339.30 326.00 336.50 +6.00 2,404 21,128 +153
May07 061004 325.50 335.20 323.10 331.80 +4.80 491 4,874 +30
Aug07 061004 325.00 330.00 325.00 330.00 +5.50 127 2,778 +92
Total Volume and Open Interest 6,176 54,367 +314
Cotton(NYBOT)
Oct06 061004 48.40 48.90 48.30 48.90 +0.50 47 105 -24
Dec06 061004 49.65 50.20 49.45 50.16 +0.79 5,527 125,243 -647
Mar07 061004 53.45 53.60 52.87 53.58 +0.58 1,743 38,215 +424
May07 061004 54.65 54.90 54.20 54.90 +0.57 243 5,101 +46
Jul07 061004 55.50 55.88 55.33 55.88 +0.55 237 4,917 -11
Oct07 061004 57.00 57.00 57.00 57.00 +0.48 0 66 +0
Total Volume and Open Interest 8,146 184,683 -127
Lumber(CME)
Nov06 061004 237.3 239.0 235.0 235.6 -0.7 611 3,668 +14
Jan07 061004 250.1 253.3 246.3 246.7 -2.3 495 2,568 -14
Mar07 061004 262.9 263.9 259.2 259.2 -0.8 34 206 +9
May07 061004 272.3 272.4 268.2 268.2 -0.9 0 38 +0
Total Volume and Open Interest 1,140 6,490 +9
Crude Oil(NYM)
Nov06 061004 59.00 59.75 57.75 59.41 +0.73 169,192 241,585 -9,539
Dec06 061004 60.30 61.00 59.15 60.74 +0.69 84,228 200,229 +8,582
Jan07 061004 61.35 61.80 60.30 61.79 +0.63 24,188 73,580 +2,286
Feb07 061004 62.25 62.65 61.30 62.64 +0.54 6,136 32,285 +559
Mar07 061004 62.90 63.38 62.15 63.38 +0.50 4,926 37,861 -762
Apr07 061004 63.00 64.00 63.00 64.00 +0.46 7,907 36,812 +1,209
May07 061004 64.54 64.54 64.54 64.54 +0.41 4,847 24,640 +247
Jun07 061004 64.80 64.98 63.75 64.98 +0.35 7,688 67,852 -810
Jul07 061004 64.70 65.40 64.70 65.38 +0.32 5,775 16,022 +614
Aug07 061004 65.71 65.71 65.71 65.71 +0.29 576 11,716 +193
Sep07 061004 65.99 65.99 65.99 65.99 +0.27 2,263 20,927 -388
Oct07 061004 65.15 66.21 65.15 66.21 +0.25 490 8,817 +2
Nov07 061004 65.40 66.40 65.40 66.40 +0.23 304 12,948 +16
Dec07 061004 66.50 66.54 65.60 66.54 +0.21 9,521 117,881 -1,724
Jan08 061004 66.66 66.66 66.66 66.66 +0.22 751 16,317 +435
Feb08 061004 66.75 66.75 66.75 66.75 +0.21 225 9,256 -200
Total Volume and Open Interest 343,335 1,173,630 +3,583
Heating Oil(NYM)
Nov06 061004 166.20 168.00 163.60 167.70 +2.31 28,868 82,457 -126
Dec06 061004 172.50 173.65 169.50 173.54 +2.25 11,733 36,553 +2,309
Jan07 061004 177.80 179.04 175.65 179.04 +2.00 5,629 26,604 +627
Feb07 061004 181.25 182.65 179.50 182.54 +1.95 2,581 17,686 +144
Mar07 061004 182.25 183.55 180.10 183.19 +1.85 1,624 10,436 +49
Apr07 061004 181.50 182.75 180.85 182.34 +1.80 1,175 9,298 -218
May07 061004 180.80 181.39 179.75 181.39 +1.75 437 3,876 +86
Jun07 061004 179.50 181.29 179.00 181.29 +1.65 1,050 17,201 -455
Jul07 061004 181.00 182.39 181.00 182.39 +1.60 317 2,166 +125
Aug07 061004 184.04 184.04 184.04 184.04 +1.55 15 1,981 +3
Sep07 061004 186.49 186.49 186.49 186.49 +1.55 71 2,512 +51
Oct07 061004 187.50 189.24 187.50 189.24 +1.55 14 1,091 +12
Total Volume and Open Interest 54,215 221,674 +2,940
Unleaded Gas(NYM)
Nov06 061004 147.00 150.50 144.35 149.78 +4.11 11,606 25,427 +1,274
Dec06 061004 155.00 155.00 149.00 153.18 +3.91 1,212 7,715 +417
Jan07 061004 153.10 156.58 152.00 156.58 +4.11 38 3,824 -1
Total Volume and Open Interest 12,856 36,966 +1,690
RBOB Gasoline(NYMEX)
Nov06 061004 149.20 153.75 148.07 153.75 +3.95 10,847 39,646 +580
Dec06 061004 152.10 157.00 151.85 157.00 +3.75 4,204 15,043 +1,504
Jan07 061004 156.70 161.00 156.25 160.50 +3.00 1,837 9,986 +637
Feb07 061004 164.39 164.39 164.39 164.39 +3.50 185 2,745 +20
Mar07 061004 167.79 167.79 167.79 167.79 +3.50 210 3,421 +82
Apr07 061004 182.69 182.69 182.69 182.69 +3.94 2 4,739 +0
May07 061004 182.00 182.00 182.00 182.00 -0.25 100 5,055 +100
Jun07 061004 183.00 183.00 183.00 183.00 -1.39 310 3,070 -25
Jul07 061004 188.94 188.94 188.94 188.94 +3.35 55 1,101 +29
Aug07 061004 189.34 189.34 189.34 189.34 +3.99 20 988 -10
Total Volume and Open Interest 18,310 89,431 +3,042
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 061004 157.07 157.07 157.07 157.07 +3.98      
Jan07 061004 160.89 160.89 160.89 160.89 +3.55      
Feb07 061004 164.39 164.39 164.39 164.39 +3.50      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061004 5.840 6.180 5.770 5.995 +0.236 25,174 120,859 +1,385
Dec06 061004 7.370 7.650 7.340 7.550 +0.191 12,625 62,577 -39
Jan07 061004 7.910 8.150 7.890 8.080 +0.181 6,371 57,508 +1,034
Feb07 061004 8.000 8.240 7.960 8.153 +0.179 1,615 30,094 -317
Mar07 061004 7.850 8.090 7.820 8.013 +0.179 3,526 90,625 +574
Apr07 061004 7.300 7.530 7.300 7.478 +0.194 4,292 81,544 +1,431
May07 061004 7.320 7.463 7.320 7.463 +0.189 187 26,599 -81
Jun07 061004 7.370 7.550 7.370 7.550 +0.186 281 15,936 +8
Jul07 061004 7.700 7.700 7.643 7.643 +0.184 322 11,694 +29
Aug07 061004 7.750 7.750 7.700 7.700 +0.176 32 13,682 +8
Sep07 061004 7.630 7.790 7.630 7.760 +0.166 100 10,997 +96
Oct07 061004 7.780 7.920 7.780 7.850 +0.161 572 32,855 -229
Nov07 061004 8.290 8.470 8.290 8.390 +0.116 156 18,972 +97
Dec07 061004 8.860 9.000 8.860 8.940 +0.096 559 34,365 +198
Jan08 061004 9.240 9.300 9.240 9.300 +0.081 447 31,068 -90
Feb08 061004 9.240 9.390 9.240 9.300 +0.081 315 17,751 -98
Total Volume and Open Interest 63,683 946,291 +5,046
Brent Crude Oil(ICE)
Nov06 061004 58.21 59.53 57.70 59.22 +0.79 87,943 81,223 -854
Dec06 061004 59.43 60.74 58.98 60.45 +0.72 58,852 138,914 +8,470
Jan07 061004 60.35 61.58 60.00 61.42 +0.64 23,567 55,843 +2,563
Feb07 061004 61.30 62.19 61.20 62.19 +0.56 9,304 33,146 +1,061
Mar07 061004 62.06 62.82 61.73 62.82 +0.46 4,403 22,984 +1,332
Apr07 061004 63.20 63.42 63.20 63.42 +0.38 2,238 17,974 +221
May07 061004 63.98 63.98 63.98 63.98 +0.33 1,420 15,882 -58
Jun07 061004 63.40 64.50 63.40 64.50 +0.31 3,832 30,145 +3,377
Jul07 061004 64.95 64.95 64.95 64.95 +0.30 0 5,211 +0
Aug07 061004 65.34 65.34 65.34 65.34 +0.31 0 1,517 +0
Sep07 061004 65.61 65.61 65.61 65.61 +0.30 0 2,436 +69
Oct07 061004 65.81 65.81 65.81 65.81 +0.28 0 552 +75
Nov07 061004 66.01 66.01 66.01 66.01 +0.26 0 8,701 +0
Dec07 061004 66.11 66.18 65.10 66.18 +0.22 5,777 37,976 +538
Total Volume and Open Interest 198,561 497,940 +17,241
Gas Oil(ICE)
Oct06 061004 522.00 534.25 519.00 524.25 -0.75 23,765 36,507 -4,911
Nov06 061004 526.00 540.00 524.75 530.00 -0.75 27,211 77,036 +4,553
Dec06 061004 534.50 547.50 534.50 538.75 -1.00 13,553 51,525 +1,125
Jan07 061004 543.00 555.75 543.00 547.25 -1.00 5,449 29,789 -512
Feb07 061004 551.00 554.75 551.00 554.75 -1.25 2,376 19,985 +230
Mar07 061004 557.25 561.00 557.25 561.00 -1.50 1,141 12,796 +74
Apr07 061004 565.25 565.25 565.25 565.25 -1.50 240 5,964 +150
May07 061004 569.00 569.00 569.00 569.00 -1.50 25 3,759 +0
Jun07 061004 573.00 573.00 573.00 573.00 -1.50 2,654 21,736 +266
Jul07 061004 578.25 578.25 578.25 578.25 -2.00 0 1,849 +0
Total Volume and Open Interest 85,010 297,403 +2,958
US Dollar Index(NYBOT)
Dec06 061004 85.46 85.81 85.43 85.56 +0.13 300 22,474 +10
Mar07 061004 85.27 85.27 85.27 85.27 +0.13 0 2,030 +0
Jun07 061004 85.35 85.35 84.94 84.99 +0.13 1 16 +0
Total Volume and Open Interest 301 24,522 +10
Australian Dollar(CME)
Dec06 061004 74.25 74.53 74.15 74.44 +0.24 1,218 55,845 +112
Mar07 061004 74.28 74.28 74.28 74.28 +0.24 0 335 +37
Jun07 061004 74.14 74.14 74.14 74.14 +0.24 0 102 +0
Total Volume and Open Interest 1,218 56,292 +149
British Pound(CME)
Dec06 061004 188.17 188.73 188.11 188.73 -0.15 1,128 104,399 -171
Mar07 061004 188.68 188.81 188.68 188.81 -0.15 0 254 +10
Jun07 061004 188.75 188.77 188.75 188.77 -0.15 0 11 +0
Total Volume and Open Interest 1,128 104,665 -161
Canadian Dollar(CME)
Dec06 061004 88.88 88.98 88.65 88.96 -0.41 1,972 98,366 +3,202
Mar07 061004 89.08 89.27 89.08 89.22 -0.41 0 1,283 +17
Jun07 061004 89.40 89.49 89.40 89.49 -0.41 4 304 +2
Sep07 061004 89.76 89.76 89.76 89.76 -0.41 1 177 +1
Total Volume and Open Interest 1,977 100,141 +3,222
Japanese Yen(CME)
Dec06 061004 85.53 85.70 85.53 85.66 -0.04 1,581 230,245 +3,688
Mar07 061004 86.71 86.71 86.71 86.71 -0.04 0 13,482 +2
Jun07 061004 87.71 87.71 87.71 87.71 -0.04 0 3 +0
Total Volume and Open Interest 1,581 243,819 +3,690
Swiss Franc(CME)
Dec06 061004 80.39 80.64 80.37 80.64 -0.26 238 72,395 -2,223
Mar07 061004 81.32 81.32 81.32 81.32 -0.26 0 211 -4
Jun07 061004 82.01 82.01 82.01 82.01 -0.26 0 32 +0
Total Volume and Open Interest 238 72,687 -2,227
EuroFX(CME)
Dec06 061004 127.28 127.62 127.22 127.62 -0.19 2,840 141,181 -1,008
Mar07 061004 128.15 128.15 128.15 128.15 -0.19 0 883 -10
Jun07 061004 128.59 128.59 128.59 128.59 -0.19 0 63 -3
Total Volume and Open Interest 2,841 142,202 -1,021
Mexican Peso(CME)
Dec06 061004 0.8 4.5 5.5 1.0 -1.2 15,264 59,669 +13,569
Mar07 061004 8997.0 8997.0 8997.0 8997.0 +20.0 0 1,711 +0
Total Volume and Open Interest 15,264 61,683 +13,569
30-Year T-Bonds(CBOT)
Dec06 061004 112~17 113~05 112~12 113~00 +0~14 246,429 771,880 -2,224
Mar07 061004 112~17 113~02 112~06 112~30 +0~15 158 2,343 +76
Jun07 061004 112~28 112~28 112~28 112~28 +0~15 0 18 +0
Total Volume and Open Interest 246,587 774,241 -2,148
10-Year T-Notes(CBOT)
Dec06 061004 108~060 108~215 108~035 108~185 +0~120 670,670 2,198,713 -10,878
Mar07 061004 108~120 108~200 108~115 108~200 +0~125 4,433 51,498 +1,227
Total Volume and Open Interest 675,103 2,250,213 -9,651
5-Year T-Notes(CBOT)
Dec06 061004 105~215 105~290 105~215 105~280 +0~085 306,234 0 +0
Mar07 061004 105~285 105~305 105~285 105~305 +0~085 0 5 +5
Total Volume and Open Interest 306,234 5 +5
2 Year T-Notes(CBOT)
Dec06 061004 102~041 102~056 102~041 102~053 +0~016 20,430 696,919 +3,498
Total Volume and Open Interest 20,430 696,919 +3,498
Eurodollars(CME)
Dec06 061004 94.675 94.690 94.670 94.680 +0.010 26,684 1,581,693 -21,318
Mar07 061004 94.860 94.915 94.860 94.905 +0.050 19,437 1,413,683 +1,387
Jun07 061004 95.055 95.130 95.050 95.120 +0.080 16,743 1,109,793 +707
Sep07 061004 95.195 95.285 95.190 95.275 +0.095 15,546 982,341 +19,152
Dec07 061004 95.270 95.355 95.270 95.350 +0.095 17,484 1,137,427 +15,198
Mar08 061004 95.290 95.360 95.290 95.360 +0.090 20,006 769,399 +15,321
Jun08 061004 95.265 95.335 95.265 95.335 +0.085 17,323 525,635 +14,929
Sep08 061004 95.235 95.305 95.235 95.300 +0.080 12,582 387,827 +7,834
Dec08 061004 95.190 95.260 95.190 95.255 +0.075 9,784 350,827 +7,382
Mar09 061004 95.155 95.215 95.155 95.215 +0.070 7,792 341,644 -439
Jun09 061004 95.115 95.175 95.115 95.175 +0.070 9,297 221,138 -589
Sep09 061004 95.085 95.135 95.080 95.135 +0.065 8,760 152,456 +308
Dec09 061004 95.050 95.090 95.050 95.090 +0.065 4,369 129,581 -281
Mar10 061004 95.020 95.055 95.020 95.055 +0.060 3,733 110,366 -277
Jun10 061004 94.985 95.020 94.985 95.015 +0.055 4,554 100,118 +336
Sep10 061004 94.975 94.985 94.975 94.980 +0.055 4,103 90,307 -1,202
Dec10 061004 94.910 94.945 94.905 94.940 +0.055 2,713 94,810 -535
Mar11 061004 94.885 94.925 94.885 94.920 +0.055 4,024 56,497 -874
Total Volume and Open Interest 211,706 9,814,814 +58,578
3-Mth Euro-Yen(CME)
Dec06 061004 99.48 99.48 99.48 99.48 +0.01 63 19,075 +519
Mar07 061004 99.37 99.37 99.37 99.37 +0.02 226 10,539 -738
Jun07 061004 99.27 99.28 99.27 99.28 +0.03 543 9,180 +39
Sep07 061004 99.18 99.18 99.18 99.18 +0.03 0 2,889 -95
Dec07 061004 99.08 99.08 99.08 99.08 +0.03 0 6,913 +700
Mar08 061004 98.96 98.98 98.96 98.98 +0.02 0 3,271 +0
Jun08 061004 98.89 98.89 98.89 98.89 unch 0 259 +0
Sep08 061004 98.80 98.80 98.80 98.80 +0.02 0 1 +0
Dec08 061004 98.69 98.69 98.69 98.69 +0.01 0 4 +0
Mar09 061004 98.56 98.56 98.56 98.56 +0.01      
Total Volume and Open Interest 832 52,131 +425
3-Mth Euro-Yen(SIMEX)
Dec06 061004 99.47 99.48 99.47 99.48 +0.01 2,314 86,570 +247
Mar07 061004 99.35 99.36 99.35 99.36 +0.01 2,786 71,928 +968
Jun07 061004 99.25 99.27 99.25 99.27 +0.01 986 36,300 -627
Sep07 061004 99.16 99.18 99.16 99.18 +0.02 1,032 28,372 -752
Dec07 061004 99.07 99.09 99.07 99.08 +0.01 368 41,702 +680
Mar08 061004 98.99 98.99 98.98 98.98 +0.01 102 24,906 +100
Jun08 061004 98.90 98.90 98.89 98.89 +0.01 50 4,280 +50
Sep08 061004 98.81 98.81 98.81 98.81 +0.02 0 167 +0
Total Volume and Open Interest 7,638 295,760 +666
German Euro-Bund(EUREX)
Dec06 061004 117.88 118.35 117.76 118.27 +0.35 1,133,953 1,527,966 +54,452
Mar07 061004 118.10 118.52 117.93 118.45 +0.35 1,321 6,538 +1,089
Jun07 061004 117.45 117.87 117.45 117.87 +0.38 200 0 +0
Total Volume and Open Interest 1,135,474 1,534,504 +55,541
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061004 110.33 110.34 110.33 110.34 +0.20 2 1,303 +2
Jun07 061004 108.59 108.59 108.59 108.59 +0.18 4 0 +0
Total Volume and Open Interest 512,043 986,560 -7,553
Long Gilt(LIFFE)
Dec06 061004 109~22 110~03 109~20 109~32 +0~06 77,621 258,104 +190
Mar07 061004 109~30 109~30 109~30 109~30 +0~06      
Total Volume and Open Interest 77,621 258,132 +190
3-Mth Short Sterling(LIFFE)
Dec06 061004 94.72 94.72 94.72 94.72 unch 76,198 425,591 +15,261
Mar07 061004 94.68 94.68 94.68 94.68 +0.01 52,423 415,124 +2,689
Jun07 061004 94.70 94.70 94.70 94.70 +0.01 42,553 354,666 +4,837
Total Volume and Open Interest 271,215 1,994,740 +14,469
3-Mth Euribor(LIFFE)
Dec06 061004 96.315 96.325 96.305 96.320 +0.005 100,740 712,044 -17,491
Mar07 061004 96.205 96.230 96.190 96.215 +0.010 120,913 645,105 -1,523
Jun07 061004 96.195 96.230 96.175 96.215 +0.020 149,227 556,014 +4,652
Total Volume and Open Interest 746,207 3,394,484 -40,007
3-Mth Aus T-Bills(SFE)
Dec06 061004 93.76 93.78 93.76 93.77 unch 10,781 171,315 -3,512
Mar07 061004 93.76 93.79 93.76 93.78 unch 12,120 208,127 +273
Jun07 061004 93.78 93.80 93.78 93.79 -0.01 4,130 68,543 -1,996
Sep07 061004 93.82 93.83 93.81 93.82 -0.01 4,016 38,936 +2,803
Dec07 061004 93.85 93.87 93.85 93.86 -0.01 432 29,920 -55
Mar08 061004 93.87 93.89 93.87 93.88 -0.01 302 15,230 +61
Jun08 061004 93.89 93.89 93.88 93.89 -0.01 0 14,609 +0
Sep08 061004 93.90 93.90 93.90 93.90 -0.01 0 4,941 +0
Dec08 061004 93.91 93.91 93.90 93.90 -0.02 668 2,417 +650
Mar09 061004 93.90 93.90 93.90 93.90 -0.02 8 1,722 +7
Total Volume and Open Interest 32,458 556,727 -1,769
10-Year Aus T-Bonds(SFE)
Dec06 061004 94.47 94.50 94.47 94.50 -0.02 25,945 399,194 -19,613
Mar07 061004 94.50 94.50 94.50 94.50 -0.02      
Total Volume and Open Interest 25,945 399,194 -19,613
3-Year Aus T-Bonds(SFE)
Dec06 061004 94.29 94.32 94.29 94.31 -0.02 66,517 447,526 +7,460
Mar07 061004 94.31 94.31 94.31 94.31 -0.02      
Total Volume and Open Interest 66,517 447,526 +7,460
Gold(CMX)
Oct06 061004 575.0 575.0 561.0 562.0 -14.3 160 4,585 -216
Dec06 061004 584.5 585.7 563.5 566.7 -14.8 47,116 198,162 +3,395
Feb07 061004 589.0 590.8 568.0 572.2 -15.0 2,006 27,392 +719
Apr07 061004 593.0 594.5 575.0 577.5 -15.1 200 3,836 +105
Jun07 061004 601.0 601.0 580.0 582.6 -15.4 49 22,841 +7
Aug07 061004 587.6 587.6 587.6 587.6 -15.7 20 1,672 +5
Oct07 061004 592.6 592.6 592.6 592.6 -16.0 100 11,312 +100
Dec07 061004 615.0 615.0 597.6 597.6 -16.2 466 33,489 +216
Feb08 061004 602.5 602.5 602.5 602.5 -16.4 100 2,326 +100
Apr08 061004 607.4 607.4 607.4 607.4 -16.6 0 910 +0
Jun08 061004 612.3 612.3 612.3 612.3 -16.9 0 3,534 +0
Aug08 061004 617.2 617.2 617.2 617.2 -17.1      
Total Volume and Open Interest 50,217 330,065 +4,431
Silver(CMX)
Dec06 061004 1105.0 1106.0 1065.0 1079.5 -25.0 10,747 60,901 -446
Mar07 061004 1115.0 1117.0 1079.0 1093.7 -25.4 354 13,808 +261
May07 061004 1096.0 1101.9 1096.0 1101.9 -25.3 2 3,839 +2
Jul07 061004 1100.0 1109.9 1085.0 1109.9 -25.1 7 8,443 +4
Sep07 061004 1114.7 1114.7 1114.7 1114.7 -23.8 4 1,932 -2
Dec07 061004 1138.0 1138.0 1110.0 1120.0 -23.0 114 4,755 -63
Mar08 061004 470.0 470.0 470.0 470.0 -22.6 0 131 +0
Total Volume and Open Interest 11,233 98,967 -244
Platinum(NYM)
Oct06 061004 1089.5 1089.5 1077.4 1077.4 -47.5 6 167 -16
Jan07 061004 1121.0 1121.0 1079.2 1082.4 -47.5 1,095 7,466 +25
Apr07 061004 1100.0 1100.0 1087.4 1087.4 -47.5 0 13 +0
Jul07 061004 437.0 437.0 437.0 437.0 -47.5 0 6 +0
Total Volume and Open Interest 1,131 7,682 +39
Palladium(NYME)
Dec06 061004 300.00 303.00 293.00 296.65 -9.80 953 11,279 +131
Mar07 061004 301.95 301.95 301.95 301.95 -9.80 0 29 +0
Jun07 061004 307.45 307.45 307.45 307.45 -9.80 3 35 +2
Total Volume and Open Interest 956 11,344 +133
Copper(CMX)
Dec06 061004 334.50 335.00 318.50 320.55 -7.70 13,322 50,419 +25
Mar07 061004 328.00 328.50 316.50 318.35 -7.70 959 4,958 +256
May07 061004 318.00 318.00 314.00 315.35 -7.20 187 1,274 +47
Jul07 061004 310.55 310.55 310.55 310.55 -6.75 17 1,270 -8
Sep07 061004 304.95 304.95 304.95 304.95 -6.15 6 533 -3
Total Volume and Open Interest 15,354 69,400 -198
Aluminum(CMX)
Oct06 061004 112.10 112.10 112.10 112.10 -3.40 1 214 -20
Nov06 061004 113.00 113.00 113.00 113.00 -3.00 0 106 +0
Dec06 061004 113.70 113.70 113.70 113.70 -3.00 0 587 +0
Jan07 061004 112.95 112.95 112.95 112.95 -3.20 0 10 +0
Feb07 061004 112.20 112.20 112.20 112.20 -3.20      
Mar07 061004 111.45 111.45 111.45 111.45 -3.00      
Total Volume and Open Interest 2 966 -19
DJIA Index(CBOT)
Dec06 061004 11784 11915 11766 11906 +116 8,287 59,724 +354
Mar07 061004 11945 11989 11945 11989 +118 0 69 +0
Jun07 061004 12076 12076 12076 12076 +116      
Sep07 061004 12161 12161 12161 12161 +116 0 2 +0
Total Volume and Open Interest 8,287 59,795 +354
S & P 500(CME)
Dec06 061004 1341.20 1359.00 1339.80 1358.30 +15.10 32,324 588,881 +928
Mar07 061004 1360.50 1369.40 1360.50 1369.40 +15.10 22 1,991 -3
Jun07 061004 1380.80 1380.80 1380.80 1380.80 +15.10 0 4,566 +0
Sep07 061004 1392.60 1392.60 1392.60 1392.60 +15.10 0 1,379 +0
Total Volume and Open Interest 32,346 597,103 +925
S & P 500 E-Mini(Globex)
Dec06 061004 1343.50 1359.00 1339.75 1358.25 +15.00 1,162,516 1,451,380 +47,613
Mar07 061004 1353.50 1370.25 1352.25 1369.50 +15.25 845 2,395 +550
Total Volume and Open Interest 1,163,361 1,453,775 +48,163
NASDAQ 100(CME)
Dec06 061004 1651.50 1696.50 1648.00 1692.50 +38.70 6,347 47,063 +21
Mar07 061004 1712.50 1712.50 1712.50 1712.50 +38.70 0 1 +0
Jun07 061004 1731.50 1731.50 1731.50 1731.50 +38.70      
Total Volume and Open Interest 6,347 47,064 +21
NASDAQ 100 E-Mini(Globex)
Dec06 061004 1654.50 1696.30 1648.00 1692.50 +38.70 375,120 430,614 +6,539
Mar07 061004 1680.00 1716.80 1669.80 1712.50 +38.70 32 118 +1
Total Volume and Open Interest 375,152 430,732 +6,540
S & P Midcap 400(CME)
Dec06 061004 751.00 766.00 751.00 765.80 +13.20 329 8,005 +132
Mar07 061004 772.80 772.80 772.80 772.80 +13.20      
Jun07 061004 779.80 779.80 779.80 779.80 +13.20      
Total Volume and Open Interest 329 8,005 +132
Russell 2000(CME)
Dec06 061004 721.50 739.10 720.00 738.70 +16.40 1,761 35,143 +180
Mar07 061004 745.20 745.20 745.20 745.20 +16.40 0 34 +0
Jun07 061004 751.70 751.70 751.70 751.70 +16.40      
Total Volume and Open Interest 1,761 35,177 +180
Russell 2000 E-Mini(Globex)
Dec06 061004 722.40 739.30 720.20 738.70 +16.40 189,261 423,419 -3,380
Mar07 061004 727.10 745.20 727.10 745.20 +16.40 92 192 +20
Total Volume and Open Interest 189,353 423,611 -3,360
Value Line(KCBT)
Dec06 061004 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061004 16205 16370 16130 16345 +95      
Mar07 061004 16370 16380 16370 16370 +95      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061004 16260 16390 16040 16125 -120 38,235 229,659 +6,952
Mar07 061004 16100 16305 16070 16100 -160 0 10 +0
Jun07 061004 16045 16045 16045 16045 -160 0 1 +0
Total Volume and Open Interest 38,276 229,939 +6,977
CAC 40(EURONEXT)
Oct06 061004 5236.0 5271.0 5224.0 5263.0 +35.5 74,335 462,670 +4,496
Nov06 061004 5246.5 5280.0 5246.0 5275.5 +35.5 307 3,290 +294
Dec06 061004 5253.5 5279.5 5247.0 5277.0 +35.5 828 78,902 +94
Total Volume and Open Interest 75,470 544,912 +4,884
Hang Seng Index(HKFE)
Oct06 061004 17702 17715 17550 17672 +28 52,004 120,281 -4,841
Nov06 061004 17702 17710 17555 17672 +38 732 418 +418
Dec06 061004 17774 17774 17600 17712 +28 176 1,625 -41
Total Volume and Open Interest 52,919 122,697 -4,465
DAX(EUREX)
Dec06 061004 6041.5 6132.0 6038.5 6091.0 +61.0 142,405 206,135 +4,821
Mar07 061004 6098.0 6187.0 6098.0 6147.0 +61.5 382 6,558 +115
Jun07 061004 6162.0 6245.5 6160.0 6205.5 +61.5 217 1,590 +83
Total Volume and Open Interest 143,004 214,283 +5,019
FT-SE 100(EURONEXT)
Dec06 061004 5970.00 5997.00 5946.50 5991.00 +26.50 75,528 503,561 +631
Mar07 061004 5972.50 6011.00 5972.50 6008.50 +27.00 100 2,629 -30
Jun07 061004 6028.50 6028.50 6028.50 6028.50 +32.00 0 1,750 +0
Total Volume and Open Interest 75,628 508,440 +601
SPI 200(SFE)
Dec06 061004 5171.0 5187.0 5142.0 5152.0 -41.0 15,874 260,211 -105
Mar07 061004 5183.0 5184.0 5160.0 5160.0 -40.0 117 2,899 -41
Jun07 061004 5187.0 5187.0 5187.0 5187.0 -41.0 29 2,464 +8
Total Volume and Open Interest 16,040 267,811 -121
GSCI(CME)
Oct06 061004 411.00 416.00 405.20 413.70 +4.50 564 19,257 +185
Nov06 061004 428.00 428.00 428.00 428.00 +5.00 0 18 +0
Dec06 061004 437.00 437.00 437.00 437.00 +4.00      
Total Volume and Open Interest 564 19,275 +185
Reuters CRB Index(NYBOT)
Nov06 061004 365.25 369.00 364.00 368.50 +3.50 25 335 +2
Jan07 061004 371.25 372.50 368.75 372.50 +3.50 3 415 -1
Feb07 061004 372.50 372.50 372.50 372.50 +3.50 0 12 +0
Total Volume and Open Interest 28 961 +1
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