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 Tue October 10, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061010 574.00 574.00 560.00 560.50 -14.00 53,848 187,490 -19,011
Jan07 061010 587.00 587.50 574.00 575.25 -14.00 21,855 99,092 +17,093
Mar07 061010 597.00 597.00 585.00 585.25 -13.75 3,478 26,763 +524
May07 061010 605.00 605.50 592.50 593.00 -13.50 2,084 18,079 -218
Jul07 061010 613.50 614.50 602.00 602.75 -13.50 1,922 18,678 +1,287
Aug07 061010 614.50 614.50 607.50 607.50 -12.00 3 247 -1
Sep07 061010 611.00 611.00 611.00 611.00 -7.00 48 63 +37
Total Volume and Open Interest 86,851 376,735 -898
Soybean Meal(CBOT)
Oct06 061010 168.20 168.20 165.00 165.80 -2.90 943 2,790 -1,007
Dec06 061010 169.50 169.50 166.10 166.80 -3.30 15,990 98,715 -2,116
Jan07 061010 170.70 170.70 167.30 167.90 -3.10 1,422 21,823 +2
Mar07 061010 173.30 173.30 169.90 170.50 -2.80 1,651 20,107 +700
May07 061010 175.00 175.10 172.00 172.50 -2.90 2,130 24,922 +417
Jul07 061010 177.20 177.20 174.20 174.70 -3.00 2,317 22,537 +923
Aug07 061010 178.40 178.80 175.50 175.90 -2.50 66 5,127 +74
Sep07 061010 179.00 179.50 176.80 177.30 -2.20 67 3,058 +13
Total Volume and Open Interest 25,569 208,136 -580
Soybean Oil(CBOT)
Oct06 061010 24.75 24.76 24.23 24.26 -0.44 747 1,456 -1,081
Dec06 061010 24.90 24.95 24.50 24.53 -0.46 31,599 115,415 -9,828
Jan07 061010 25.33 25.35 24.90 24.94 -0.47 9,830 45,393 +13,184
Mar07 061010 25.73 25.73 25.27 25.32 -0.45 885 19,502 +1,304
May07 061010 26.12 26.12 25.63 25.64 -0.46 1,374 25,762 +1,416
Jul07 061010 26.50 26.50 26.00 26.02 -0.45 894 18,142 +578
Aug07 061010 26.62 26.62 26.16 26.16 -0.45 0 3,358 +17
Sep07 061010 26.78 26.78 26.28 26.28 -0.47 5 2,176 +16
Total Volume and Open Interest 46,011 255,141 +4,892
Canola(WCE)
Nov06 061010 304.8 309.2 304.7 305.8 +4.3 4,602 24,603 +0
Jan07 061010 315.0 316.9 313.1 313.4 +3.5 1,496 35,277 +0
Mar07 061010 323.9 323.9 320.7 320.7 +4.0 152 3,388 +0
May07 061010 330.4 330.9 327.7 329.1 +4.7 1,584 2,606 +0
Jul07 061010 338.1 338.1 333.6 334.2 +4.2 1,567 7,244 +0
Total Volume and Open Interest 10,198 79,558 +0
Corn(CBOT)
Dec06 061010 288.50 288.50 275.00 275.50 -14.00 96,111 610,025 -5,322
Mar07 061010 296.00 298.00 287.50 288.00 -14.50 41,842 211,421 +1,727
May07 061010 305.00 305.00 293.50 294.25 -14.50 10,027 48,608 -96
Jul07 061010 308.00 309.00 299.00 299.50 -14.50 19,419 130,762 -4,156
Sep07 061010 300.00 305.00 300.00 300.00 -12.50 1,474 20,497 +1,159
Dec07 061010 310.00 313.00 305.00 306.50 -14.50 27,433 161,719 +581
Total Volume and Open Interest 199,777 1,278,780 -5,645
Wheat(CBOT)
Dec06 061010 517.00 523.00 493.00 501.00 +7.00 28,307 251,370 -6,559
Mar07 061010 515.00 516.00 490.00 514.50 +7.00 24,917 65,475 -8,482
May07 061010 504.00 504.00 485.00 499.00 -5.50 1,156 5,915 +377
Jul07 061010 465.00 465.00 450.00 454.75 -24.25 18,999 90,987 -5,617
Sep07 061010 463.00 463.00 455.00 458.00 -25.00 49 1,973 +19
Total Volume and Open Interest 77,956 482,580 -21,917
Wheat(KCBT)
Dec06 061010 540.00 540.00 512.00 513.25 -18.50 17,545 77,468 +697
Mar07 061010 549.00 549.00 519.00 520.00 -24.00 8,722 25,841 +1,136
May07 061010 533.00 533.00 508.00 509.25 -24.75 270 1,219 +221
Jul07 061010 490.00 490.00 468.50 469.00 -29.50 7,836 35,371 -1,194
Sep07 061010 479.00 481.00 471.00 472.00 -18.00 258 2,513 +217
Total Volume and Open Interest 35,305 153,123 +1,120
Wheat(MGE)
Dec06 061010 518.00 518.00 492.00 502.00 -7.75 5,608 24,453 +647
Mar07 061010 528.00 528.00 503.00 518.00 -2.50 1,422 9,186 -7
May07 061010 510.00 516.00 506.00 506.00 -12.00 86 1,435 -85
Jul07 061010 500.00 509.00 500.00 508.00 -11.75 287 1,166 +57
Sep07 061010 468.00 485.00 468.00 474.00 -14.00 333 2,955 +28
Total Volume and Open Interest 8,328 46,526 +694
Oats(CBOT)
Dec06 061010 222.00 229.50 219.50 220.25 -6.75 1,777 11,261 -46
Mar07 061010 231.00 236.00 227.00 227.00 -7.00 440 1,507 +302
May07 061010 236.00 236.00 231.00 231.00 -4.50 8 39 +0
Jul07 061010 232.00 232.00 230.00 230.00 unch 5 95 +3
Total Volume and Open Interest 2,236 12,961 +264
Rough Rice(CBOT)
Nov06 061010 9.85 9.85 9.66 9.71 -0.14 186 5,597 -51
Jan07 061010 10.10 10.10 9.96 9.99 -0.15 131 4,276 +235
Mar07 061010 10.30 10.30 10.24 10.25 -0.15 42 2,070 +18
May07 061010 10.47 10.47 10.47 10.47 -0.11 1 1,101 +0
Total Volume and Open Interest 394 13,899 +253
Live Cattle(CME)
Oct06 061010 89.400 89.475 88.250 88.275 -0.925 8,633 24,366 +24,366
Dec06 061010 88.000 88.200 87.000 87.025 -0.800 21,216 114,501 +114,501
Feb07 061010 89.950 90.000 89.100 89.175 -0.675 4,862 36,564 +36,564
Apr07 061010 88.650 88.900 88.000 88.200 -0.325 3,122 21,026 +21,026
Jun07 061010 85.000 85.200 84.600 84.675 -0.325 988 10,090 +10,090
Aug07 061010 84.600 84.600 84.000 84.050 -0.800 889 4,638 +4,638
Total Volume and Open Interest 40,101 211,993 -8,978
Feeder Cattle(CME)
Oct06 061010 110.600 111.000 109.900 110.100 -0.650 1,019 4,618 +4,618
Nov06 061010 108.350 109.100 107.500 107.550 -0.775 2,623 9,970 +9,970
Jan07 061010 106.100 106.900 105.500 105.600 -0.675 1,919 7,674 +7,674
Mar07 061010 104.000 104.750 103.700 103.925 -0.225 245 1,800 +1,800
Apr07 061010 103.000 104.150 103.000 103.300 unch 33 260 +260
May07 061010 103.300 103.950 103.300 103.300 -0.150 102 305 +305
Aug07 061010 105.500 106.600 105.500 105.650 +0.150 82 136 +136
Total Volume and Open Interest 6,234 25,007 -116
Lean Hogs(CME)
Oct06 061010 64.600 65.150 64.400 64.800 +0.450 6,716 11,347 +11,347
Dec06 061010 59.600 60.200 59.200 59.250 +0.075 13,283 100,009 +100,009
Feb07 061010 62.050 62.600 61.700 61.850 -0.100 3,386 31,344 +31,344
Apr07 061010 62.900 63.450 62.675 62.950 +0.125 1,943 17,687 +17,687
May07 061010 66.750 66.825 66.650 66.825 +0.200 64 1,730 +1,730
Jun07 061010 68.075 68.475 67.850 68.375 +0.575 504 8,029 +8,029
Jul07 061010 65.975 66.150 65.975 66.000 +0.425 43 1,617 +1,617
Aug07 061010 63.600 63.600 63.600 63.600 +0.400 37 1,280 +1,280
Total Volume and Open Interest 25,980 173,625 -4,257
Pork Bellies(CME)
Feb07 061010 89.000 90.900 88.550 88.575 -0.425 268 791 +791
Mar07 061010 88.600 88.600 88.600 88.600 unch 2 56 +56
May07 061010 91.400 91.750 90.100 90.100 +0.100 0 10 +10
Jul07 061010 91.500 91.500 91.500 91.500 +1.000      
Aug07 061010 90.700 90.700 90.700 90.700 unch 0 1 +1
Total Volume and Open Interest 270 858 -60
Class III Milk(CME)
Oct06 061010 12.28 12.31 12.25 12.25 -0.04 84 4,225 +4,225
Nov06 061010 12.30 12.33 12.28 12.29 -0.03 109 4,041 +4,041
Dec06 061010 12.33 12.37 12.30 12.30 -0.04 76 3,865 +3,865
Jan07 061010 12.38 12.38 12.38 12.38 unch 42 2,010 +2,010
Feb07 061010 12.32 12.32 12.28 12.28 +0.03 19 1,641 +1,641
Total Volume and Open Interest 415 26,278 +124
Cocoa(NYBOT)
Dec06 061010 1434 1447 1424 1432 -5 3,394 71,844 -200
Mar07 061010 1472 1481 1461 1468 -5 837 29,473 +106
May07 061010 1497 1499 1485 1491 -5 251 13,718 +24
Jul07 061010 1521 1521 1516 1516 -5 0 6,102 -82
Sep07 061010 1536 1540 1536 1540 -5 48 11,161 +18
Dec07 061010 1568 1568 1565 1565 -5 0 8,327 -22
Mar08 061010 1592 1592 1592 1592 -5 0 1,215 -10
Total Volume and Open Interest 4,545 145,274 -146
Coffee "C"(NYBOT)
Dec06 061010 102.00 103.30 101.80 102.85 -0.20 7,056 72,689 -671
Mar07 061010 106.60 107.20 106.40 106.80 -0.20 2,193 20,302 +912
May07 061010 109.60 109.75 109.00 109.35 -0.15 338 4,281 +157
Jul07 061010 112.00 112.00 111.25 111.60 -0.15 33 2,324 +44
Sep07 061010 113.20 113.95 113.20 113.95 -0.05 38 1,969 +5
Dec07 061010 116.80 117.00 116.70 116.70 -0.10 427 2,311 +31
Total Volume and Open Interest 10,847 108,697 +721
Orange Juice(NYBOT)
Nov06 061010 162.40 162.40 160.50 161.55 -0.75 2,553 13,755 -2,176
Jan07 061010 163.50 163.70 162.00 163.25 -0.70 1,402 11,720 +1,391
Mar07 061010 164.50 164.50 163.60 163.90 -1.05 115 2,640 +46
May07 061010 164.00 164.00 163.90 163.90 -1.05 17 575 +11
Jul07 061010 163.90 163.90 163.90 163.90 -1.05 0 163 +0
Total Volume and Open Interest 4,087 28,949 -728
Sugar #11(NYBOT)
Mar07 061010 11.65 11.87 11.55 11.61 +0.13 24,002 248,732 -1,999
May07 061010 11.86 11.97 11.70 11.76 +0.10 8,353 57,822 +1,083
Jul07 061010 11.95 12.06 11.85 11.89 +0.06 6,822 45,487 +2,511
Oct07 061010 12.10 12.20 12.02 12.05 +0.04 4,669 36,419 +2,079
Mar08 061010 12.30 12.42 12.26 12.26 +0.04 904 24,622 +914
Total Volume and Open Interest 47,853 433,027 +7,715
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061010 20.25 20.25 20.10 20.18 -0.12 329 2,567 -145
Mar07 061010 20.30 20.30 20.20 20.20 -0.10 10 3,012 -46
May07 061010 20.45 20.45 20.40 20.45 -0.04 10 1,966 +45
Jul07 061010 20.60 20.60 20.60 20.60 -0.10 2 1,772 +153
Total Volume and Open Interest 1,006 11,416 -34
London Cocoa(LCE)
Dec06 061010 823 831 821 825 +2 2,185 84,438 +84,438
Mar07 061010 839 847 838 842 +3 1,113 49,772 +49,772
May07 061010 852 860 851 855 +3 500 19,172 +19,172
Jul07 061010 865 868 865 868 +3 205 13,497 +13,497
Sep07 061010 880 883 879 882 +3 15 10,690 +10,690
Dec07 061010 894 896 894 895 +3 46 13,112 +13,112
Mar08 061010 908 908 908 908 +3 15 3,823 +3,823
Total Volume and Open Interest 4,104 196,069 +1,218
London Coffee(LCE)
Nov06 061010 1420.00 1458.00 1402.00 1457.00 +27.00 3,877 62,694 +62,694
Jan07 061010 1416.00 1455.00 1393.00 1450.00 +29.00 4,159 43,173 +43,173
Mar07 061010 1391.00 1434.00 1375.00 1424.00 +29.00 2,618 29,907 +29,907
May07 061010 1394.00 1437.00 1384.00 1431.00 +31.00 885 5,469 +5,469
Jul07 061010 1404.00 1436.00 1392.00 1436.00 +28.00 109 2,268 +2,268
Sep07 061010 1408.00 1440.00 1396.00 1440.00 +30.00 114 3,784 +3,784
Total Volume and Open Interest 11,771 147,748 +1,121
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061010 397.00 404.70 397.00 400.40 +5.40 3,905 23,365 +23,365
Mar07 061010 357.50 363.90 357.00 361.00 +6.10 2,859 22,285 +22,285
May07 061010 349.40 353.90 347.10 351.00 +5.00 595 5,140 +5,140
Aug07 061010 344.00 348.00 344.00 345.00 +4.00 273 3,000 +3,000
Total Volume and Open Interest 7,903 57,167 +1,453
Cotton(NYBOT)
Dec06 061010 49.05 49.50 48.62 48.70 -0.36 3,675 121,895 -1,046
Mar07 061010 52.50 52.95 52.10 52.36 -0.22 1,141 40,256 +941
May07 061010 54.35 54.35 53.68 53.75 -0.30 62 5,670 +204
Jul07 061010 55.10 55.35 54.73 54.73 -0.32 75 4,982 +31
Oct07 061010 55.80 55.80 55.55 55.55 -0.25 0 64 -2
Dec07 061010 57.35 57.35 56.70 56.70 -0.30 20 9,893 +140
Total Volume and Open Interest 4,977 184,001 +272
Lumber(CME)
Nov06 061010 252.0 258.0 247.8 255.4 +1.5 408 3,341 +3,341
Jan07 061010 267.0 273.0 262.8 271.2 +4.1 95 2,625 +2,625
Mar07 061010 281.2 284.9 277.4 284.6 +3.4 54 277 +277
May07 061010 289.9 291.9 288.6 291.0 +3.0 1 35 +35
Total Volume and Open Interest 559 6,292 -177
Crude Oil(NYM)
Nov06 061010 59.25 59.65 58.45 58.52 -1.44 156,175 189,399 -35,754
Dec06 061010 60.75 61.10 60.20 60.26 -1.23 105,927 243,749 +22,507
Jan07 061010 61.95 62.25 61.35 61.52 -1.06 34,014 82,787 +5,482
Feb07 061010 62.80 62.80 62.30 62.44 -0.94 7,832 36,168 +3,273
Mar07 061010 63.65 63.65 63.15 63.16 -0.89 4,444 39,430 +906
Apr07 061010 64.15 64.15 63.77 63.77 -0.83 1,847 41,118 +1,479
May07 061010 64.29 64.29 64.29 64.29 -0.79 2,469 27,572 -46
Jun07 061010 64.75 65.00 64.60 64.72 -0.75 4,910 70,071 +11
Jul07 061010 65.10 65.10 65.08 65.08 -0.72 232 17,166 +1,531
Aug07 061010 65.38 65.38 65.38 65.38 -0.69 204 11,346 +379
Sep07 061010 65.55 65.66 65.55 65.66 -0.65 621 18,711 -2,161
Oct07 061010 65.88 65.88 65.88 65.88 -0.61 773 12,427 +2,410
Nov07 061010 66.09 66.09 66.09 66.09 -0.57 548 14,766 +479
Dec07 061010 66.30 66.50 66.25 66.25 -0.52 11,387 111,143 -3,439
Jan08 061010 66.30 66.40 66.30 66.37 -0.49 250 15,049 +173
Feb08 061010 66.47 66.47 66.47 66.47 -0.46 300 9,624 +301
Total Volume and Open Interest 337,690 1,187,417 -497
Heating Oil(NYM)
Nov06 061010 170.00 171.10 167.90 168.09 -4.88 38,247 60,985 -16,678
Dec06 061010 175.50 175.80 173.00 173.23 -4.77 24,284 48,172 +8,068
Jan07 061010 180.50 180.60 177.90 178.38 -4.32 6,010 31,288 +2,398
Feb07 061010 183.00 183.80 181.43 181.43 -4.22 1,711 18,688 +696
Mar07 061010 183.00 184.50 181.83 181.83 -4.02 558 11,016 +410
Apr07 061010 182.00 182.00 180.78 180.78 -3.77 298 10,072 +314
May07 061010 179.73 179.73 179.73 179.73 -3.52 119 3,903 +48
Jun07 061010 179.48 179.48 179.48 179.48 -3.32 795 17,499 +195
Jul07 061010 180.43 180.43 180.43 180.43 -3.17 3 2,319 +41
Aug07 061010 182.03 182.03 182.03 182.03 -3.07 2 2,025 +0
Sep07 061010 186.00 186.00 184.38 184.38 -3.02 2 2,441 -51
Oct07 061010 187.80 187.80 187.03 187.03 -2.92 26 1,080 +4
Total Volume and Open Interest 72,178 219,636 -4,463
Unleaded Gas(NYM)
Nov06 061010 148.50 149.75 146.25 146.68 -2.81 8,921 18,965 -3,560
Dec06 061010 151.00 151.60 148.50 149.08 -3.11 1,431 8,135 +307
Jan07 061010 153.80 153.80 152.09 152.33 -2.96 312 4,121 +228
Total Volume and Open Interest 10,664 31,221 -3,025
RBOB Gasoline(NYMEX)
Nov06 061010 151.00 154.18 146.50 149.29 -2.21 13,527 37,688 -1,555
Dec06 061010 156.00 156.00 152.90 153.20 -2.75 6,476 17,905 +1,519
Jan07 061010 160.20 161.38 157.50 157.75 -2.55 2,968 12,575 +1,187
Feb07 061010 165.48 165.78 165.48 165.78 +1.44 287 2,847 +199
Mar07 061010 166.00 166.00 166.00 166.00 -3.25 326 3,959 +104
Apr07 061010 178.73 178.73 178.73 178.73 -4.02 199 4,659 +13
May07 061010 183.25 183.50 183.25 183.50 -1.69 306 5,506 +168
Jun07 061010 185.40 185.40 185.39 185.39 -1.95 79 3,751 +70
Jul07 061010 185.08 185.08 185.08 185.08 -3.46 250 1,326 -51
Aug07 061010 185.53 185.53 185.53 185.53 -3.41 0 838 +0
Total Volume and Open Interest 24,693 95,471 +1,929
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061010 153.40 153.40 153.40 153.40 -3.09      
Jan07 061010 157.68 157.68 157.68 157.68 -3.41      
Feb07 061010 161.03 161.03 161.03 161.03 -3.31      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061010 6.425 6.640 6.370 6.466 +0.037 40,030 99,725 -14,617
Dec06 061010 7.930 8.120 7.880 7.986 +0.036 22,962 69,274 +4,907
Jan07 061010 8.490 8.690 8.470 8.566 +0.061 7,952 60,970 +1,929
Feb07 061010 8.530 8.640 8.530 8.606 +0.056 1,235 31,837 +1,580
Mar07 061010 8.430 8.600 8.390 8.471 +0.056 3,140 89,066 +190
Apr07 061010 7.750 7.830 7.680 7.781 +0.066 2,503 82,039 +1,456
May07 061010 7.760 7.790 7.680 7.761 +0.061 377 26,506 +129
Jun07 061010 7.860 7.890 7.846 7.846 +0.059 106 14,283 -12
Jul07 061010 7.900 7.990 7.900 7.943 +0.063 31 11,683 +23
Aug07 061010 8.000 8.050 7.910 8.003 +0.066 12 13,961 +14
Sep07 061010 8.010 8.110 8.010 8.058 +0.066 12 11,331 +94
Oct07 061010 8.080 8.200 8.080 8.146 +0.064 789 31,795 -65
Nov07 061010 8.700 8.780 8.670 8.726 +0.079 235 18,452 +71
Dec07 061010 9.220 9.320 9.200 9.286 +0.094 130 33,909 +58
Jan08 061010 9.560 9.700 9.540 9.646 +0.094 99 30,631 -51
Feb08 061010 9.700 9.700 9.636 9.636 +0.094 63 17,751 +13
Total Volume and Open Interest 83,601 932,303 -3,757
Brent Crude Oil(ICE)
Nov06 061010 60.28 61.25 59.09 59.34 -1.20 76,792 54,235 +54,235
Dec06 061010 61.34 62.16 60.05 60.30 -1.16 80,559 134,919 +134,919
Jan07 061010 62.17 63.00 61.04 61.31 -1.03 38,216 80,009 +80,009
Feb07 061010 63.50 63.62 62.09 62.09 -0.96 11,096 34,427 +34,427
Mar07 061010 64.07 64.19 62.62 62.73 -0.89 4,817 26,031 +26,031
Apr07 061010 63.31 63.31 63.31 63.31 -0.83 0 19,390 +19,390
May07 061010 63.80 63.80 63.80 63.80 -0.80 0 17,035 +17,035
Jun07 061010 64.22 64.22 64.22 64.22 -0.79 4,823 34,960 +34,960
Jul07 061010 64.56 64.56 64.56 64.56 -0.79 0 5,413 +5,413
Aug07 061010 64.90 64.90 64.90 64.90 -0.74 0 1,760 +1,760
Sep07 061010 65.15 65.15 65.15 65.15 -0.64 0 3,511 +3,511
Oct07 061010 65.39 65.39 65.39 65.39 -0.54 0 557 +557
Nov07 061010 65.63 65.63 65.63 65.63 -0.48 0 425 +425
Dec07 061010 65.98 66.06 65.70 65.80 -0.49 4,573 37,790 +37,790
Total Volume and Open Interest 220,878 497,723 -13,607
Gas Oil(ICE)
Oct06 061010 544.50 553.00 533.50 537.50 -12.75 18,765 19,621 +19,621
Nov06 061010 546.75 556.25 536.75 540.50 -12.75 44,194 73,595 +73,595
Dec06 061010 555.00 560.50 542.75 546.00 -12.00 23,929 54,957 +54,957
Jan07 061010 562.50 565.00 550.75 552.50 -12.00 7,208 33,587 +33,587
Feb07 061010 568.50 568.50 559.00 559.00 -11.50 1,761 20,012 +20,012
Mar07 061010 564.00 564.00 564.00 564.00 -11.25 415 13,038 +13,038
Apr07 061010 567.75 567.75 567.75 567.75 -10.50 0 6,253 +6,253
May07 061010 571.00 571.00 571.00 571.00 -10.25 0 3,937 +3,937
Jun07 061010 574.50 574.50 574.50 574.50 -10.00 0 23,416 +23,416
Jul07 061010 580.00 580.00 580.00 580.00 -9.50 0 2,279 +2,279
Total Volume and Open Interest 97,025 289,483 +289,483
US Dollar Index(NYBOT)
Dec06 061010 86.28 86.85 86.19 86.77 +0.52 1,728 27,016 +4,381
Mar07 061010 85.99 86.55 85.99 86.48 +0.52 0 2,023 -7
Jun07 061010 86.20 86.20 86.20 86.20 +0.50 0 16 +0
Total Volume and Open Interest 1,728 29,057 +4,374
Australian Dollar(CME)
Dec06 061010 74.25 74.30 74.21 74.21 +0.06 452 0 -54,749
Mar07 061010 74.05 74.05 74.05 74.05 +0.06      
Jun07 061010 73.91 73.91 73.91 73.91 +0.06      
Total Volume and Open Interest 14,965 55,208 +0
British Pound(CME)
Dec06 061010 185.73 185.74 185.38 185.55 -1.73 1,916 0 -97,405
Mar07 061010 185.63 185.63 185.63 185.63 -1.73 2 0 -500
Jun07 061010 185.59 185.59 185.59 185.59 -1.73      
Total Volume and Open Interest 74,137 97,918 +0
Canadian Dollar(CME)
Dec06 061010 88.77 88.85 88.37 88.46 -0.60 1,794 0 -92,188
Mar07 061010 88.99 88.99 88.72 88.72 -0.60 3 0 -1,384
Jun07 061010 88.95 89.03 88.95 88.99 -0.60      
Sep07 061010 89.26 89.26 89.26 89.26 -0.60      
Total Volume and Open Interest 27,141 94,090 +0
Japanese Yen(CME)
Dec06 061010 84.40 84.40 84.27 84.30 -0.63 4,515 0 -229,053
Mar07 061010 85.37 85.37 85.34 85.34 -0.64 335 0 -13,741
Jun07 061010 86.34 86.34 86.34 86.34 -0.64      
Total Volume and Open Interest 56,779 242,886 +0
Swiss Franc(CME)
Dec06 061010 79.31 79.36 79.23 79.25 -0.65 2,887 0 -78,343
Mar07 061010 79.93 79.93 79.93 79.93 -0.65      
Jun07 061010 80.62 80.62 80.62 80.62 -0.65      
Total Volume and Open Interest 36,768 78,540 +0
EuroFX(CME)
Dec06 061010 125.80 125.90 125.65 125.80 -0.76 18,269 0 -146,841
Mar07 061010 126.33 126.33 126.33 126.33 -0.76 920 0 -948
Jun07 061010 126.77 126.77 126.77 126.77 -0.76      
Total Volume and Open Interest 148,167 147,929 +0
Mexican Peso(CME)
Oct06 061010 9047.0 9047.0 9047.0 9047.0 +12.0 0 9 +0
Nov06 061010 9032.0 9032.0 9032.0 9032.0 +12.0 0 20 +0
Total Volume and Open Interest 5,684 57,989 -4,215
30-Year T-Bonds(CBOT)
Dec06 061010 111~18 111~19 110~26 111~01 -0~17 364,700 749,057 +0
Mar07 061010 111~08 111~09 110~27 110~30 -0~17 1,789 4,061 +0
Jun07 061010 111~16 111~16 110~18 110~28 -0~17 2 18 +0
Total Volume and Open Interest 372,579 753,136 +0
10-Year T-Notes(CBOT)
Dec06 061010 107~190 107~195 107~045 107~080 -0~115 1,043,436 2,178,640 +0
Mar07 061010 107~215 107~215 107~060 107~085 -0~120 6,416 52,542 +0
Total Volume and Open Interest 1,079,257 2,231,184 +0
5-Year T-Notes(CBOT)
Dec06 061010 105~050 105~050 104~300 105~000 -0~075 6,219 1,441,851 +1,441,851
Mar07 061010 105~060 105~060 105~025 105~025 -0~075 2 31 +0
Total Volume and Open Interest 453,374 1,441,882 +1,441,851
2 Year T-Notes(CBOT)
Dec06 061010 102~008 102~009 102~000 102~001 -0~016 264 687,933 +0
Mar07 061010 102~021 102~021 102~021 102~021 -0~025 0 6 +0
Total Volume and Open Interest 97,506 687,939 +0
Eurodollars(CME)
Dec06 061010 94.635 94.635 94.625 94.630 -0.010 28,044 0 -1,586,434
Mar07 061010 94.755 94.755 94.720 94.730 -0.060 34,716 0 -1,417,966
Jun07 061010 94.900 94.900 94.845 94.860 -0.090 46,885 0 -1,108,750
Sep07 061010 95.025 95.030 94.970 94.985 -0.100 37,094 0 -996,882
Dec07 061010 95.095 95.100 95.035 95.050 -0.100 40,722 0 -1,158,879
Mar08 061010 95.110 95.115 95.050 95.065 -0.100 30,393 0 -805,970
Jun08 061010 95.090 95.095 95.035 95.050 -0.095 28,016 0 -534,923
Sep08 061010 95.060 95.065 95.015 95.025 -0.090 29,946 0 -394,512
Dec08 061010 95.025 95.025 94.970 94.990 -0.085 18,868 0 -352,021
Mar09 061010 94.990 94.995 94.940 94.965 -0.080 17,184 0 -364,488
Jun09 061010 94.950 94.960 94.910 94.930 -0.075 15,793 0 -223,112
Sep09 061010 94.915 94.930 94.880 94.900 -0.070 10,916 0 -154,935
Dec09 061010 94.885 94.895 94.850 94.860 -0.070 5,449 0 -126,867
Mar10 061010 94.860 94.865 94.820 94.835 -0.065 8,917 0 -111,586
Jun10 061010 94.825 94.830 94.790 94.800 -0.065 5,768 0 -100,391
Sep10 061010 94.790 94.795 94.755 94.770 -0.060 4,638 0 -90,850
Dec10 061010 94.745 94.755 94.715 94.730 -0.060 4,873 0 -95,554
Mar11 061010 94.725 94.735 94.695 94.710 -0.060 4,768 0 -56,138
Total Volume and Open Interest 2,624,817 9,940,581 +0
3-Mth Euro-Yen(CME)
Dec06 061010 99.46 99.46 99.45 99.45 -0.01 177 0 -17,694
Mar07 061010 99.32 99.33 99.32 99.32 -0.02 308 0 -10,464
Jun07 061010 99.22 99.23 99.22 99.22 -0.02 876 0 -8,774
Sep07 061010 99.13 99.13 99.13 99.13 -0.01 611 0 -2,599
Dec07 061010 99.04 99.04 99.04 99.04 unch 1,510 0 -5,898
Mar08 061010 98.94 98.94 98.94 98.94 unch 27 0 -3,226
Jun08 061010 98.89 98.89 98.89 98.89 unch      
Sep08 061010 98.80 98.80 98.80 98.80 unch      
Dec08 061010 98.66 98.66 98.66 98.66 -0.03      
Mar09 061010 98.53 98.53 98.53 98.53 -0.03      
Total Volume and Open Interest 3,509    
3-Mth Euro-Yen(SIMEX)
Dec06 061010 99.46 99.47 99.45 99.46 unch 4 86,911 +86,911
Mar07 061010 99.33 99.34 99.32 99.33 -0.01 342 70,096 +70,096
Jun07 061010 99.24 99.25 99.22 99.23 -0.01 831 36,733 +36,733
Sep07 061010 99.13 99.16 99.13 99.14 -0.01 212 30,014 +30,014
Dec07 061010 99.05 99.06 99.03 99.05 unch 292 44,960 +44,960
Mar08 061010 98.94 98.96 98.94 98.95 unch 0 24,947 +24,947
Jun08 061010 98.87 98.87 98.86 98.86 unch 0 4,516 +4,516
Sep08 061010 98.78 98.78 98.78 98.78 unch 0 390 +390
Total Volume and Open Interest 1,681 300,102 +2,558
German Euro-Bund(EUREX)
Dec06 061010 117.67 117.71 117.20 117.27 -0.46 1,620,512 1,541,575 +61,294
Mar07 061010 117.83 117.83 117.29 117.41 -0.49 558 6,634 +54
Jun07 061010 116.92 116.92 116.92 116.92 -0.41 700 1 +0
Total Volume and Open Interest 1,621,770 1,548,210 +61,348
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061010 110.05 110.05 109.74 109.74 -0.33 3 2,350 +0
Jun07 061010 108.03 108.03 108.03 108.03 -0.31      
Total Volume and Open Interest 787,475 938,433 -19,940
Long Gilt(LIFFE)
Dec06 061010 109~23 109~24 109~08 109~12 -0~13 31,979 254,849 +254,849
Mar07 061010 109~08 109~08 109~08 109~08 -0~13      
Total Volume and Open Interest 31,979 254,877 -1,985
3-Mth Short Sterling(LIFFE)
Dec06 061010 94.73 94.73 94.73 94.73 unch 34,653 402,989 +402,989
Mar07 061010 94.65 94.65 94.65 94.65 -0.02 37,839 422,842 +422,842
Jun07 061010 94.64 94.64 94.64 94.64 -0.03 26,861 355,446 +355,446
Total Volume and Open Interest 185,585 1,992,837 +9,852
3-Mth Euribor(LIFFE)
Dec06 061010 96.315 96.315 96.290 96.300 -0.015 164,959 709,511 +10,502
Mar07 061010 96.195 96.200 96.155 96.165 -0.035 246,176 638,575 -5,039
Jun07 061010 96.180 96.185 96.120 96.135 -0.045 274,213 573,332 +5,037
Total Volume and Open Interest 1,241,330 3,453,225 +24,908
3-Mth Aus T-Bills(SFE)
Dec06 061010 93.71 93.71 93.69 93.71 -0.02 31,897 188,909 +188,909
Mar07 061010 93.71 93.71 93.67 93.68 -0.05 42,527 248,235 +248,235
Jun07 061010 93.71 93.71 93.67 93.69 -0.04 16,715 85,373 +85,373
Sep07 061010 93.73 93.73 93.70 93.72 -0.04 4,875 43,727 +43,727
Dec07 061010 93.75 93.75 93.74 93.74 -0.04 1,235 31,062 +31,062
Mar08 061010 93.75 93.76 93.75 93.76 -0.03 1,761 16,601 +16,601
Jun08 061010 93.76 93.77 93.76 93.77 -0.02 163 12,758 +12,758
Sep08 061010 93.77 93.78 93.76 93.78 -0.02 260 5,192 +5,192
Dec08 061010 93.76 93.77 93.76 93.77 -0.03 60 2,449 +2,449
Mar09 061010 93.77 93.77 93.77 93.77 -0.03 0 1,771 +1,771
Total Volume and Open Interest 99,509 637,094 +637,094
10-Year Aus T-Bonds(SFE)
Dec06 061010 94.38 94.39 94.36 94.38 -0.02 52,102 457,470 +457,470
Mar07 061010 94.38 94.38 94.38 94.38 -0.02      
Total Volume and Open Interest 52,102 457,470 +457,470
3-Year Aus T-Bonds(SFE)
Dec06 061010 94.19 94.19 94.17 94.19 -0.03 148,035 591,005 +591,005
Mar07 061010 94.19 94.19 94.19 94.19 -0.03      
Total Volume and Open Interest 148,035 591,005 +591,005
Gold(CMX)
Oct06 061010 574.5 574.5 568.0 571.9 -6.5 93 695 -614
Dec06 061010 577.0 580.8 573.0 576.2 -6.6 19,899 198,342 +1,507
Feb07 061010 585.0 586.0 577.5 581.9 -6.6 729 29,993 +749
Apr07 061010 587.5 590.4 587.4 587.4 -6.6 34 7,247 -9
Jun07 061010 590.0 595.8 590.0 592.8 -6.6 135 22,211 +122
Aug07 061010 598.2 598.2 598.2 598.2 -6.6 7 1,703 +11
Oct07 061010 603.5 603.5 603.5 603.5 -6.6 0 11,345 +33
Dec07 061010 611.0 611.0 607.0 608.8 -6.6 110 34,715 +526
Feb08 061010 614.0 614.0 614.0 614.0 -6.6 0 2,326 +0
Apr08 061010 619.2 619.2 619.2 619.2 -6.5 0 1,165 +0
Jun08 061010 624.4 624.4 624.4 624.4 -6.5 0 3,735 +0
Aug08 061010 629.7 629.7 629.7 629.7 -6.5      
Total Volume and Open Interest 21,057 335,482 +2,974
Silver(CMX)
Dec06 061010 1125.0 1137.0 1115.0 1122.0 -20.0 6,259 61,775 +911
Mar07 061010 1145.0 1149.0 1132.0 1136.7 -20.0 532 14,486 +581
May07 061010 1144.9 1144.9 1144.9 1144.9 -20.0 4 3,930 +2
Jul07 061010 1160.0 1160.0 1153.0 1153.0 -20.0 1 8,416 +2
Sep07 061010 1158.5 1158.5 1158.5 1158.5 -20.0 2 1,932 +0
Dec07 061010 1170.0 1170.0 1160.0 1164.3 -20.0 5 4,649 +12
Mar08 061010 514.3 514.3 514.3 514.3 -20.0 0 131 +0
Total Volume and Open Interest 6,803 100,302 +1,481
Platinum(NYM)
Oct06 061010 1067.7 1067.7 1067.7 1067.7 -18.7 24 53 -83
Jan07 061010 1081.0 1088.0 1071.2 1075.7 -19.2 979 6,905 -158
Apr07 061010 1080.7 1080.7 1080.7 1080.7 -19.2 0 17 +4
Jul07 061010 430.3 430.3 430.3 430.3 -19.2 0 6 +0
Total Volume and Open Interest 1,003 6,981 -237
Palladium(NYME)
Dec06 061010 301.50 302.50 296.00 301.60 -1.65 239 11,523 +96
Mar07 061010 311.00 311.00 298.00 306.10 -2.45 1 25 +1
Jun07 061010 311.60 311.60 311.60 311.60 -2.45 0 32 -2
Total Volume and Open Interest 240 11,581 +95
Copper(CMX)
Dec06 061010 337.75 340.40 336.25 337.80 -3.50 5,212 50,048 -641
Mar07 061010 335.00 337.00 334.00 335.50 -3.20 288 5,232 +201
May07 061010 331.50 331.50 331.50 331.50 -3.05 17 1,305 +4
Jul07 061010 325.50 325.50 325.50 325.50 -2.85 0 1,283 +42
Sep07 061010 319.00 319.00 319.00 319.00 -2.85 10 562 +3
Total Volume and Open Interest 6,095 69,058 -370
Aluminum(CMX)
Oct06 061010 115.60 115.60 115.60 115.60 -2.00 4 162 -50
Nov06 061010 116.50 116.50 116.50 116.50 -2.00 4 120 +8
Dec06 061010 117.20 117.20 117.20 117.20 -2.00 0 587 +0
Jan07 061010 116.25 116.25 116.25 116.25 -2.50 0 10 +0
Feb07 061010 115.50 115.50 115.50 115.50 -2.70      
Mar07 061010 114.75 114.75 114.75 114.75 -2.70      
Total Volume and Open Interest 9 931 -41
DJIA Index(CBOT)
Dec06 061010 11935 11940 11890 11919 -9 1,314 61,458 +224
Mar07 061010 12010 12010 11999 11999 -9 0 78 -2
Jun07 061010 12089 12089 12089 12089 -9      
Sep07 061010 12174 12174 12174 12174 -9 0 2 +0
Total Volume and Open Interest 1,314 61,538 +222
S & P 500(CME)
Dec06 061010 1359.70 1363.00 1357.10 1360.70 +1.50 11,406 595,174 +595,174
Mar07 061010 1372.00 1372.00 1372.00 1372.00 +1.50 3 1,997 +1,997
Jun07 061010 1383.70 1383.70 1383.70 1383.70 +1.50 100 4,696 +4,696
Sep07 061010 1395.60 1395.60 1395.60 1395.60 +1.50 0 1,471 +1,471
Total Volume and Open Interest 11,509 603,624 +5,342
S & P 500 E-Mini(Globex)
Dec06 061010 1359.25 1363.25 1357.00 1360.75 +1.50 493,343 1,487,698 +1,487,698
Mar07 061010 1371.00 1374.25 1368.50 1372.00 +1.50 111 2,803 +2,803
Total Volume and Open Interest 493,454 1,490,501 +5,335
NASDAQ 100(CME)
Dec06 061010 1708.50 1713.00 1695.50 1703.80 unch 2,446 50,410 +50,410
Mar07 061010 1723.80 1723.80 1723.80 1723.80 unch 0 1 +1
Jun07 061010 1742.80 1742.80 1742.80 1742.80 unch      
Total Volume and Open Interest 2,446 50,411 +743
NASDAQ 100 E-Mini(Globex)
Dec06 061010 1703.80 1713.50 1695.30 1703.80 unch 183,214 460,200 +460,200
Mar07 061010 1729.50 1731.50 1718.00 1723.80 unch 79 145 +145
Total Volume and Open Interest 183,293 460,345 +6,262
S & P Midcap 400(CME)
Dec06 061010 774.50 778.25 773.75 776.90 +2.40 87 8,179 +8,179
Mar07 061010 783.90 783.90 783.90 783.90 +2.40      
Jun07 061010 790.90 790.90 790.90 790.90 +2.40      
Total Volume and Open Interest 87 8,179 +119
Russell 2000(CME)
Dec06 061010 750.50 753.50 747.25 751.10 +1.20 436 34,301 +34,301
Mar07 061010 757.60 757.60 757.60 757.60 +1.20 0 34 +34
Jun07 061010 764.10 764.10 764.10 764.10 +1.20      
Total Volume and Open Interest 436 34,335 +8
Russell 2000 E-Mini(Globex)
Dec06 061010 749.90 753.60 746.40 751.10 +1.20 95,715 425,643 +425,643
Mar07 061010 757.30 759.80 752.80 757.60 +1.20 57 229 +229
Total Volume and Open Interest 95,772 425,872 -357
Value Line(KCBT)
Dec06 061010 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061010 16550 16555 16470 16530 +115      
Mar07 061010 16555 16555 16555 16555 +115      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061010 16330 16640 16310 16500 +30 45,133 236,785 +3,410
Mar07 061010 16615 16635 16345 16495 +40 2 22 +1
Jun07 061010 16440 16440 16440 16440 +40 0 1 +0
Total Volume and Open Interest 45,170 237,179 +3,419
CAC 40(EURONEXT)
Oct06 061010 5303.0 5321.0 5289.5 5314.0 +23.0 40,584 472,028 +472,028
Nov06 061010 5318.5 5332.0 5303.5 5326.5 +23.0 365 3,863 +3,863
Dec06 061010 5317.5 5332.5 5307.5 5328.0 +23.0 238 78,050 +78,050
Total Volume and Open Interest 41,308 554,138 -12,003
Hang Seng Index(HKFE)
Oct06 061010 17820 17899 17798 17865 +191 30,802 124,705 -250
Nov06 061010 17840 17900 17800 17868 +184 713 2,237 +390
Dec06 061010 17854 17924 17854 17906 +185 13 1,598 -6
Total Volume and Open Interest 31,530 128,917 +134
DAX(EUREX)
Dec06 061010 6132.5 6168.0 6127.0 6161.5 +40.5 69,025 209,981 -10,791
Mar07 061010 6191.5 6224.5 6185.5 6218.5 +41.0 507 6,969 +370
Jun07 061010 6250.0 6284.5 6218.0 6278.5 +42.0 260 2,248 +238
Total Volume and Open Interest 69,792 219,198 -10,183
FT-SE 100(EURONEXT)
Dec06 061010 6063.00 6102.00 6049.50 6100.50 +51.00 47,522 505,273 +505,273
Mar07 061010 6075.00 6118.50 6075.00 6118.50 +51.00 187 2,717 +2,717
Jun07 061010 6138.00 6138.00 6138.00 6138.00 +51.00 0 1,750 +1,750
Total Volume and Open Interest 47,709 510,242 +2,462
SPI 200(SFE)
Dec06 061010 5238.0 5258.0 5229.0 5249.0 +39.0 10,957 271,240 +271,240
Mar07 061010 5253.0 5257.0 5250.0 5257.0 +39.0 213 3,047 +3,047
Jun07 061010 5278.0 5286.0 5278.0 5286.0 +41.0 28 2,499 +2,499
Total Volume and Open Interest 11,216 279,057 -4,700
GSCI(CME)
Oct06 061010 423.20 423.25 417.30 418.00 -7.10 1,365 14,287 +14,287
Nov06 061010 437.00 438.00 432.30 432.30 -6.30 1,233 5,226 +5,226
Dec06 061010 442.25 442.25 442.25 442.25 -6.75      
Total Volume and Open Interest 2,598 19,513 +45
Reuters CRB Index(NYBOT)
Nov06 061010 373.00 373.00 370.00 370.25 -2.25 8 323 +0
Jan07 061010 374.25 374.25 374.25 374.25 -2.25 1 422 +1
Feb07 061010 374.25 374.25 374.25 374.25 -2.25 0 12 +0
Total Volume and Open Interest 9 956 +953
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!!!