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 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061011 562.00 569.00 560.75 562.25 +1.75 53,098 172,454 -15,036
Jan07 061011 576.00 583.25 575.00 577.00 +1.75 21,559 114,016 +14,924
Mar07 061011 587.00 593.75 586.00 587.50 +2.25 5,680 27,555 +792
May07 061011 593.50 601.00 593.00 595.00 +2.00 1,955 18,772 +693
Jul07 061011 603.00 610.00 603.00 604.75 +2.00 2,402 17,974 -704
Aug07 061011 610.50 612.50 609.00 609.00 +1.50 2 249 +2
Sep07 061011 611.00 618.00 611.00 614.00 +3.00 0 63 +0
Total Volume and Open Interest 86,224 377,389 +654
Soybean Meal(CBOT)
Oct06 061011 166.20 166.50 165.60 166.10 +0.30 1,203 1,874 -916
Dec06 061011 167.20 168.50 166.90 167.20 +0.40 13,855 99,140 +425
Jan07 061011 168.30 169.50 168.30 168.30 +0.40 2,094 22,199 +376
Mar07 061011 170.80 172.30 170.60 171.20 +0.70 1,495 20,599 +492
May07 061011 172.80 174.20 172.70 173.00 +0.50 1,731 25,061 +139
Jul07 061011 175.10 176.40 175.00 175.10 +0.40 1,454 22,732 +195
Aug07 061011 176.50 177.80 176.20 176.20 +0.30 331 5,400 +273
Sep07 061011 177.70 179.00 177.50 177.50 +0.20 100 3,122 +64
Total Volume and Open Interest 22,495 209,141 +1,005
Soybean Oil(CBOT)
Oct06 061011 24.35 24.51 24.15 24.15 -0.11 186 798 -658
Dec06 061011 24.54 24.88 24.48 24.50 -0.03 20,925 108,612 -6,803
Jan07 061011 24.97 25.22 24.93 24.94 unch 9,495 51,644 +6,251
Mar07 061011 25.37 25.60 25.33 25.33 +0.01 1,128 19,733 +231
May07 061011 25.72 25.94 25.72 25.72 +0.08 609 26,062 +300
Jul07 061011 26.10 26.37 26.10 26.12 +0.10 954 18,008 -134
Aug07 061011 26.25 26.48 26.25 26.25 +0.09 51 3,371 +13
Sep07 061011 26.40 26.65 26.39 26.39 +0.11 43 2,169 -7
Total Volume and Open Interest 34,000 253,896 -1,245
Canola(WCE)
Nov06 061011 304.8 309.5 304.8 309.0 +3.2 6,456 20,351 -4,252
Jan07 061011 312.5 317.4 312.0 316.4 +3.0 4,451 36,655 +1,378
Mar07 061011 323.2 325.5 323.0 323.8 +3.1 392 3,769 +381
May07 061011 331.2 333.0 331.2 331.7 +2.6 227 2,841 +235
Jul07 061011 341.9 342.0 338.2 338.4 +4.2 164 7,441 +197
Total Volume and Open Interest 11,905 77,598 -1,960
Corn(CBOT)
Dec06 061011 277.00 289.50 277.00 284.00 +8.50 81,583 605,852 -4,173
Mar07 061011 289.50 299.50 289.00 294.00 +6.00 28,436 216,824 +5,403
May07 061011 295.50 304.00 295.50 299.75 +5.50 5,104 50,026 +1,418
Jul07 061011 300.50 311.00 300.50 304.50 +5.00 18,833 129,645 -1,117
Sep07 061011 304.50 309.00 303.00 304.25 +4.25 555 20,662 +165
Dec07 061011 308.00 315.50 307.75 309.00 +2.50 18,520 159,920 -1,799
Total Volume and Open Interest 155,662 1,279,171 +391
Wheat(CBOT)
Dec06 061011 505.00 531.00 505.00 531.00 +30.00 49,366 249,362 -2,008
Mar07 061011 515.00 544.50 515.00 544.50 +30.00 30,381 65,858 +383
May07 061011 502.00 529.00 502.00 528.50 +29.50 660 5,835 -80
Jul07 061011 455.00 460.00 443.00 444.00 -10.75 25,985 81,135 -9,852
Sep07 061011 458.00 458.00 448.00 449.00 -9.00 72 1,960 -13
Total Volume and Open Interest 113,365 469,364 -13,216
Wheat(KCBT)
Dec06 061011 517.00 543.25 517.00 540.50 +27.25 20,967 76,030 -1,438
Mar07 061011 526.00 550.00 526.00 550.00 +30.00 4,248 25,141 -700
May07 061011 518.00 539.25 515.00 535.00 +25.75 685 1,562 +343
Jul07 061011 473.00 480.00 462.00 462.50 -6.50 5,511 34,418 -953
Sep07 061011 475.00 477.00 464.00 465.00 -7.00 77 2,519 +6
Total Volume and Open Interest 32,417 150,636 -2,487
Wheat(MGE)
Dec06 061011 502.00 532.00 502.00 529.25 +27.25 6,706 24,066 -387
Mar07 061011 514.00 548.00 514.00 544.00 +26.00 1,603 9,513 +327
May07 061011 533.00 536.00 520.00 527.50 +21.50 48 1,420 -15
Jul07 061011 505.00 520.00 500.00 515.00 +7.00 36 1,169 +3
Sep07 061011 470.00 477.00 469.00 477.00 +3.00 70 2,942 -13
Total Volume and Open Interest 8,873 46,411 -115
Oats(CBOT)
Dec06 061011 220.00 234.00 219.75 231.50 +11.25 1,389 11,298 +37
Mar07 061011 226.50 237.50 226.50 236.50 +9.50 252 1,535 +28
May07 061011 235.00 238.00 235.00 238.00 +7.00 7 43 +4
Jul07 061011 231.50 237.00 231.50 237.00 +7.00 3 95 +0
Total Volume and Open Interest 1,652 13,031 +70
Rough Rice(CBOT)
Nov06 061011 9.70 9.85 9.70 9.82 +0.11 744 5,744 +147
Jan07 061011 10.00 10.15 10.00 10.12 +0.12 798 4,691 +415
Mar07 061011 10.30 10.40 10.30 10.38 +0.13 37 2,103 +33
May07 061011 10.58 10.63 10.58 10.60 +0.13 0 1,104 +3
Total Volume and Open Interest 1,592 14,488 +589
Live Cattle(CME)
Oct06 061011 88.200 88.800 87.950 88.350 +0.075 6,782 21,377 -2,989
Dec06 061011 87.100 87.575 86.650 86.900 -0.125 17,039 113,619 -882
Feb07 061011 88.950 89.700 88.700 89.100 -0.075 5,829 36,669 +105
Apr07 061011 88.125 88.700 87.800 88.125 -0.075 1,787 21,337 +311
Jun07 061011 84.750 85.150 84.250 84.700 +0.025 627 10,348 +258
Aug07 061011 83.950 84.200 83.800 84.050 unch 505 4,924 +286
Total Volume and Open Interest 32,662 209,091 -2,902
Feeder Cattle(CME)
Oct06 061011 110.000 110.150 109.050 109.250 -0.850 1,103 4,132 -486
Nov06 061011 107.700 107.900 106.800 107.150 -0.400 3,463 8,754 -1,216
Jan07 061011 105.550 105.750 104.950 105.400 -0.200 2,004 7,831 +157
Mar07 061011 104.000 104.500 103.600 103.600 -0.325 260 1,834 +34
Apr07 061011 103.400 103.500 103.250 103.250 -0.050 27 257 -3
May07 061011 103.400 103.800 103.250 103.400 +0.100 114 397 +92
Aug07 061011 105.850 106.100 105.600 105.600 -0.050 90 214 +78
Total Volume and Open Interest 7,068 23,665 -1,342
Lean Hogs(CME)
Oct06 061011 64.900 64.950 64.500 64.650 -0.150 4,144 10,505 -842
Dec06 061011 59.600 60.050 59.400 59.825 +0.575 11,078 100,292 +283
Feb07 061011 62.050 62.200 61.750 62.075 +0.225 3,790 31,647 +303
Apr07 061011 62.800 63.050 62.600 62.800 -0.150 2,156 17,881 +194
May07 061011 66.650 66.850 66.650 66.850 +0.025 10 1,733 +3
Jun07 061011 68.150 68.350 68.100 68.250 -0.125 1,235 8,220 +191
Jul07 061011 66.200 66.250 66.150 66.150 +0.150 27 1,612 -5
Aug07 061011 63.650 63.700 63.550 63.700 +0.100 5 1,280 +0
Total Volume and Open Interest 22,449 173,752 +127
Pork Bellies(CME)
Feb07 061011 88.600 89.000 87.900 88.475 -0.100 146 776 -15
Mar07 061011 88.400 88.400 88.400 88.400 -0.200 0 56 +0
May07 061011 89.800 89.800 89.800 89.800 -0.300 3 11 +1
Jul07 061011 91.600 91.600 91.600 91.600 +0.100      
Aug07 061011 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 149 844 -14
Class III Milk(CME)
Oct06 061011 12.25 12.25 12.20 12.24 -0.01 121 4,174 -51
Nov06 061011 12.28 12.28 12.07 12.10 -0.19 154 4,010 -31
Dec06 061011 12.28 12.28 12.17 12.17 -0.13 47 3,876 +11
Jan07 061011 12.33 12.33 12.14 12.25 -0.13 30 2,025 +15
Feb07 061011 12.25 12.28 12.11 12.20 -0.08 29 1,657 +16
Total Volume and Open Interest 492 26,294 +16
Cocoa(NYBOT)
Dec06 061011 1428 1434 1420 1422 -10 5,177 72,481 +637
Mar07 061011 1468 1468 1458 1458 -10 1,495 29,672 +199
May07 061011 1490 1490 1481 1481 -10 558 13,755 +37
Jul07 061011 1507 1507 1505 1506 -10 80 6,111 +9
Sep07 061011 1539 1539 1530 1530 -10 43 11,174 +13
Dec07 061011 1555 1555 1555 1555 -10 100 8,427 +100
Mar08 061011 1582 1582 1582 1582 -10 0 1,215 +0
Total Volume and Open Interest 7,453 146,269 +995
Coffee "C"(NYBOT)
Dec06 061011 102.35 104.50 102.10 103.05 +0.20 7,045 73,202 +513
Mar07 061011 106.50 108.20 106.20 107.00 +0.20 1,754 20,888 +586
May07 061011 109.00 110.40 109.00 109.55 +0.20 266 4,277 -4
Jul07 061011 111.50 112.25 111.40 111.80 +0.20 52 2,336 +12
Sep07 061011 114.20 115.25 114.05 114.05 +0.10 5 1,964 -5
Dec07 061011 118.00 118.00 116.55 116.55 -0.15 54 2,291 -20
Total Volume and Open Interest 9,196 109,769 +1,072
Orange Juice(NYBOT)
Nov06 061011 162.00 165.00 161.60 164.80 +3.25 1,790 13,558 -197
Jan07 061011 163.50 165.50 163.25 165.00 +1.75 1,610 12,310 +590
Mar07 061011 165.00 165.50 164.25 165.25 +1.35 91 2,667 +27
May07 061011 164.50 165.50 164.50 165.50 +1.60 16 590 +15
Jul07 061011 165.00 165.75 165.00 165.75 +1.85 5 168 +5
Total Volume and Open Interest 3,512 29,389 +440
Sugar #11(NYBOT)
Mar07 061011 11.35 11.35 11.07 11.09 -0.52 47,639 248,702 -30
May07 061011 11.48 11.48 11.27 11.30 -0.46 13,844 58,344 +522
Jul07 061011 11.60 11.60 11.46 11.46 -0.43 8,145 47,473 +1,986
Oct07 061011 11.75 11.75 11.65 11.67 -0.38 3,500 36,717 +298
Mar08 061011 11.95 11.96 11.93 11.93 -0.33 1,625 25,005 +383
Total Volume and Open Interest 76,321 436,978 +3,951
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061011 20.20 20.25 20.20 20.25 +0.07 410 2,467 -100
Mar07 061011 20.21 20.30 20.21 20.30 +0.10 68 2,992 -20
May07 061011 20.38 20.38 20.38 20.38 -0.07 293 2,048 +82
Jul07 061011 20.60 20.60 20.60 20.60 unch 130 1,860 +88
Total Volume and Open Interest 1,003 11,256 -160
London Cocoa(LCE)
Dec06 061011 828 828 819 822 -3 2,185 84,759 +321
Mar07 061011 844 844 837 839 -3 1,721 49,812 +40
May07 061011 856 856 849 851 -4 883 18,980 -192
Jul07 061011 867 867 863 864 -4 121 13,523 +26
Sep07 061011 879 880 877 878 -4 185 10,741 +51
Dec07 061011 892 892 891 891 -4 48 13,112 +0
Mar08 061011 904 904 904 904 -4 0 3,823 +0
Total Volume and Open Interest 5,143 196,315 +246
London Coffee(LCE)
Nov06 061011 1452.00 1498.00 1442.00 1470.00 +13.00 6,371 59,889 -2,805
Jan07 061011 1452.00 1477.00 1436.00 1460.00 +10.00 5,901 43,346 +173
Mar07 061011 1428.00 1444.00 1413.00 1432.00 +8.00 2,099 30,187 +280
May07 061011 1430.00 1441.00 1426.00 1435.00 +4.00 400 5,496 +27
Jul07 061011 1440.00 1445.00 1439.00 1439.00 +3.00 336 2,453 +185
Sep07 061011 1440.00 1440.00 1440.00 1440.00 unch 272 3,722 -62
Total Volume and Open Interest 15,395 145,546 -2,202
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061011 399.90 400.10 390.10 392.50 -7.90 2,966 23,136 -229
Mar07 061011 361.10 361.20 349.00 351.00 -10.00 3,673 22,677 +392
May07 061011 348.00 348.10 341.00 342.00 -9.00 979 5,181 +41
Aug07 061011 341.10 342.00 336.00 337.50 -7.50 68 3,010 +10
Total Volume and Open Interest 7,704 57,381 +214
Cotton(NYBOT)
Dec06 061011 48.65 48.65 48.07 48.38 -0.32 6,115 121,431 -464
Mar07 061011 52.00 52.05 51.60 51.86 -0.50 2,511 40,825 +569
May07 061011 53.50 53.60 53.06 53.15 -0.60 127 5,685 +15
Jul07 061011 54.40 54.40 54.10 54.20 -0.53 210 5,061 +79
Oct07 061011 55.50 55.55 55.20 55.20 -0.35 21 85 +21
Dec07 061011 56.40 56.70 56.40 56.40 -0.30 181 9,920 +27
Total Volume and Open Interest 9,236 184,270 +269
Lumber(CME)
Nov06 061011 258.0 260.6 253.0 254.8 -0.6 933 3,121 -220
Jan07 061011 274.0 277.6 271.2 273.5 +2.3 473 2,723 +98
Mar07 061011 286.9 291.0 284.1 284.5 -0.1 153 323 +46
May07 061011 295.8 300.9 293.0 293.0 +2.0 10 29 -6
Total Volume and Open Interest 1,569 6,210 -82
Crude Oil(NYM)
Nov06 061011 58.65 59.10 57.50 57.59 -0.93 170,229 170,567 -18,832
Dec06 061011 60.30 60.75 59.30 59.45 -0.81 125,326 255,513 +11,764
Jan07 061011 61.50 61.50 60.65 60.78 -0.74 42,736 91,460 +8,673
Feb07 061011 62.40 62.70 61.65 61.77 -0.67 11,168 37,461 +1,293
Mar07 061011 63.15 63.50 62.55 62.55 -0.61 6,227 39,178 -252
Apr07 061011 64.15 64.15 63.77 63.77 unch 4,731 42,515 +1,397
May07 061011 64.20 64.25 63.75 63.75 -0.54 2,961 28,418 +846
Jun07 061011 64.55 64.85 64.20 64.20 -0.52 4,236 70,359 +288
Jul07 061011 65.10 65.10 65.08 65.08 unch 39 17,166 +0
Aug07 061011 65.38 65.38 65.38 65.38 unch 1,325 12,025 +679
Sep07 061011 65.55 65.66 65.55 65.66 unch 1,777 17,534 -1,177
Oct07 061011 65.88 65.88 65.88 65.88 unch 375 12,608 +181
Nov07 061011 65.90 66.09 65.90 66.09 unch 400 14,666 -100
Dec07 061011 66.05 66.50 65.70 65.90 -0.35 8,291 111,137 -6
Jan08 061011 66.30 66.40 66.30 66.37 unch 115 15,118 +69
Feb08 061011 66.60 66.60 66.47 66.47 unch 70 9,675 +51
Total Volume and Open Interest 389,713 1,193,421 +6,004
Heating Oil(NYM)
Nov06 061011 169.00 170.50 166.80 167.20 -0.89 36,296 55,813 -5,172
Dec06 061011 173.50 174.80 171.50 171.93 -1.30 27,529 51,469 +3,297
Jan07 061011 178.00 179.50 176.93 176.93 -1.45 8,064 32,992 +1,704
Feb07 061011 182.40 182.60 179.55 179.98 -1.45 2,302 18,569 -119
Mar07 061011 182.30 183.00 180.38 180.38 -1.45 1,415 11,038 +22
Apr07 061011 181.40 181.40 179.38 179.38 -1.40 865 10,320 +248
May07 061011 180.75 180.75 178.38 178.38 -1.35 905 3,808 -95
Jun07 061011 179.75 180.20 178.13 178.13 -1.35 497 17,468 -31
Jul07 061011 181.20 181.20 179.08 179.08 -1.35 0 2,319 +0
Aug07 061011 182.40 182.40 180.68 180.68 -1.35 76 2,025 +0
Sep07 061011 184.75 184.75 183.03 183.03 -1.35 1 2,441 +0
Oct07 061011 187.40 187.40 185.68 185.68 -1.35 3 1,083 +3
Total Volume and Open Interest 78,395 219,578 -58
Unleaded Gas(NYM)
Nov06 061011 147.00 149.25 145.00 145.03 -1.65 11,275 17,781 -1,184
Dec06 061011 149.50 151.00 147.33 147.33 -1.75 1,445 8,210 +75
Jan07 061011 153.00 153.00 150.68 150.68 -1.65 320 4,296 +175
Total Volume and Open Interest 13,040 30,287 -934
RBOB Gasoline(NYMEX)
Nov06 061011 149.30 151.45 147.40 147.70 -1.59 11,309 0 -37,688
Dec06 061011 153.19 155.22 151.25 151.30 -1.90 5,520 0 -17,905
Jan07 061011 157.60 158.40 155.55 156.00 -1.75 2,841 0 -12,575
Feb07 061011 161.25 161.25 160.00 160.00 -5.78 41 0 -2,847
Mar07 061011 162.34 162.34 162.34 162.34 -3.66 166 0 -3,959
Apr07 061011 176.84 176.84 176.84 176.84 -1.89 74 0 -4,659
May07 061011 179.79 179.79 179.79 179.79 -3.71 69 0 -5,506
Jun07 061011 182.04 182.04 182.04 182.04 -3.35 458 0 -3,751
Jul07 061011 183.39 183.39 183.39 183.39 -1.69 69 0 -1,326
Aug07 061011 186.53 186.53 186.53 186.53 +1.00      
Total Volume and Open Interest 20,653 95,471 +0
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061011 151.20 151.20 151.20 151.20 -2.20      
Jan07 061011 155.69 155.69 155.69 155.69 -1.99      
Feb07 061011 159.09 159.09 159.09 159.09 -1.94      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061011 6.460 6.480 6.100 6.150 -0.316 47,583 87,373 -12,352
Dec06 061011 7.980 7.980 7.630 7.675 -0.311 25,975 73,506 +4,232
Jan07 061011 8.540 8.540 8.240 8.255 -0.311 10,186 63,553 +2,583
Feb07 061011 8.590 8.590 8.300 8.302 -0.304 627 31,818 -19
Mar07 061011 8.410 8.420 8.150 8.170 -0.301 8,822 91,713 +2,647
Apr07 061011 7.630 7.750 7.580 7.610 -0.171 2,763 81,839 -200
May07 061011 7.700 7.740 7.580 7.593 -0.168 665 26,570 +64
Jun07 061011 7.780 7.820 7.678 7.678 -0.168 253 14,251 -32
Jul07 061011 7.880 7.890 7.775 7.775 -0.168 191 11,749 +66
Aug07 061011 7.990 7.990 7.830 7.830 -0.173 193 13,979 +18
Sep07 061011 7.950 8.020 7.880 7.880 -0.178 148 11,311 -20
Oct07 061011 8.100 8.100 7.963 7.963 -0.183 1,196 32,503 +708
Nov07 061011 8.650 8.650 8.535 8.535 -0.191 902 19,093 +641
Dec07 061011 9.200 9.220 9.095 9.095 -0.191 140 34,011 +102
Jan08 061011 9.640 9.640 9.450 9.450 -0.196 1,177 30,586 -45
Feb08 061011 9.560 9.560 9.445 9.445 -0.191 275 17,752 +1
Total Volume and Open Interest 106,526 930,902 -1,401
Brent Crude Oil(ICE)
Nov06 061011 59.38 59.93 58.49 58.65 -0.69 66,419 52,672 -1,563
Dec06 061011 60.31 60.87 59.33 59.63 -0.67 81,569 130,728 -4,191
Jan07 061011 61.35 61.89 60.68 60.79 -0.52 43,758 89,143 +9,134
Feb07 061011 61.57 62.30 61.52 61.66 -0.43 11,505 33,106 -1,321
Mar07 061011 62.55 62.61 62.21 62.34 -0.39 10,825 27,491 +1,460
Apr07 061011 63.21 63.21 62.93 62.93 -0.38 0 19,996 +606
May07 061011 63.41 63.41 63.41 63.41 -0.39 0 16,586 -449
Jun07 061011 63.83 63.83 63.83 63.83 -0.39 4,823 34,734 -226
Jul07 061011 64.55 64.55 64.21 64.21 -0.35 0 5,413 +0
Aug07 061011 64.53 64.53 64.53 64.53 -0.37 0 1,760 +0
Sep07 061011 64.81 64.81 64.81 64.81 -0.34 0 3,511 +0
Oct07 061011 65.06 65.06 65.06 65.06 -0.33 0 557 +0
Nov07 061011 65.30 65.30 65.30 65.30 -0.33 0 425 +0
Dec07 061011 65.50 65.99 65.30 65.47 -0.33 3,109 38,341 +551
Total Volume and Open Interest 222,010 501,994 +4,271
Gas Oil(ICE)
Oct06 061011 535.75 545.25 529.75 540.00 +2.50 15,504 16,748 -2,873
Nov06 061011 540.75 546.25 532.50 541.00 +0.50 42,418 77,519 +3,924
Dec06 061011 542.00 550.25 537.50 544.75 -1.25 21,103 59,577 +4,620
Jan07 061011 548.50 554.00 545.00 550.75 -1.75 3,444 34,045 +458
Feb07 061011 552.50 556.75 552.50 556.75 -2.25 876 20,027 +15
Mar07 061011 561.50 561.50 561.50 561.50 -2.50 415 13,604 +566
Apr07 061011 565.25 565.25 565.25 565.25 -2.50 0 6,243 -10
May07 061011 569.00 569.00 569.00 569.00 -2.00 0 3,912 -25
Jun07 061011 572.50 572.50 572.50 572.50 -2.00 0 23,516 +100
Jul07 061011 578.25 578.25 578.25 578.25 -1.75 0 2,279 +0
Total Volume and Open Interest 83,760 297,408 +7,925
US Dollar Index(NYBOT)
Dec06 061011 86.80 86.97 86.61 86.89 +0.12 4,533 28,868 +1,852
Mar07 061011 86.50 86.60 86.32 86.60 +0.12 4 2,025 +2
Jun07 061011 86.32 86.32 86.32 86.32 +0.12 0 16 +0
Total Volume and Open Interest 4,537 30,911 +1,854
Australian Dollar(CME)
Dec06 061011 74.42 74.42 74.12 74.15 -0.06 1,422 64,906 +64,906
Mar07 061011 73.99 73.99 73.99 73.99 -0.06 0 416 +416
Jun07 061011 73.85 73.85 73.85 73.85 -0.06 0 102 +102
Total Volume and Open Interest 1,422 65,437 +10,229
British Pound(CME)
Dec06 061011 185.71 185.90 185.29 185.45 -0.10 9,962 101,120 +101,120
Mar07 061011 185.54 185.54 185.54 185.54 -0.09 1 714 +714
Jun07 061011 185.50 185.50 185.50 185.50 -0.09 0 12 +12
Total Volume and Open Interest 9,963 101,848 +3,930
Canadian Dollar(CME)
Dec06 061011 88.22 88.30 88.00 88.05 -0.41 3,640 89,209 +89,209
Mar07 061011 88.49 88.58 88.31 88.31 -0.41 31 1,415 +1,415
Jun07 061011 88.74 88.75 88.58 88.58 -0.41 12 312 +312
Sep07 061011 88.72 88.85 88.72 88.85 -0.41 0 226 +226
Total Volume and Open Interest 3,683 91,193 -2,897
Japanese Yen(CME)
Dec06 061011 84.43 84.50 84.23 84.30 unch 5,904 253,664 +253,664
Mar07 061011 85.34 85.34 85.34 85.34 unch 11 14,043 +14,043
Jun07 061011 86.34 86.34 86.34 86.34 unch 0 3 +3
Total Volume and Open Interest 5,915 267,803 +24,917
Swiss Franc(CME)
Dec06 061011 79.25 79.28 79.02 79.10 -0.15 8,521 95,714 +95,714
Mar07 061011 79.78 79.78 79.78 79.78 -0.15 0 144 +144
Jun07 061011 80.47 80.47 80.47 80.47 -0.15 0 32 +32
Total Volume and Open Interest 8,521 95,979 +17,439
EuroFX(CME)
Dec06 061011 125.87 126.04 125.48 125.63 -0.17 10,653 149,352 +149,352
Mar07 061011 126.52 126.52 126.16 126.16 -0.17 92 1,301 +1,301
Jun07 061011 126.60 126.60 126.60 126.60 -0.17 0 67 +67
Total Volume and Open Interest 10,745 150,795 +2,866
Mexican Peso(CME)
Oct06 061011 9057.0 9057.0 9057.0 9057.0 +10.0 0 9 +0
Nov06 061011 9042.0 9042.0 9042.0 9042.0 +10.0 0 20 +0
Total Volume and Open Interest 10,408 70,319 +12,330
30-Year T-Bonds(CBOT)
Dec06 061011 110~30 111~09 110~17 110~20 -0~13 309,848 729,017 -20,040
Mar07 061011 111~00 111~02 110~17 110~17 -0~13 2,220 5,361 +1,300
Jun07 061011 110~15 110~15 110~15 110~15 -0~13 4 18 +0
Total Volume and Open Interest 312,084 734,398 -18,738
10-Year T-Notes(CBOT)
Dec06 061011 107~065 107~140 106~290 106~315 -0~085 1,115,134 2,293,350 +114,710
Mar07 061011 107~105 107~140 106~315 107~000 -0~085 7,922 67,857 +15,315
Total Volume and Open Interest 1,123,056 2,361,209 +130,025
5-Year T-Notes(CBOT)
Dec06 061011 105~015 105~040 104~245 104~260 -0~060 564,994 0 -1,441,851
Mar07 061011 105~030 105~030 104~285 104~285 -0~060 2 81 +50
Total Volume and Open Interest 564,996 81 -1,441,801
2 Year T-Notes(CBOT)
Dec06 061011 102~005 102~008 101~112 101~117 -0~012 669 673,934 -13,999
Mar07 061011 102~029 102~029 102~009 102~009 -0~012 48 6 +0
Total Volume and Open Interest 717 673,940 -13,999
Eurodollars(CME)
Dec06 061011 94.635 94.640 94.610 94.620 -0.010 28,605 1,485,683 +1,485,683
Mar07 061011 94.740 94.755 94.680 94.690 -0.040 39,515 1,380,907 +1,380,907
Jun07 061011 94.880 94.900 94.785 94.805 -0.055 31,555 1,153,877 +1,153,877
Sep07 061011 95.000 95.035 94.910 94.930 -0.055 24,379 997,507 +997,507
Dec07 061011 95.065 95.100 94.970 95.000 -0.050 39,578 1,061,464 +1,061,464
Mar08 061011 95.085 95.110 94.990 95.010 -0.055 47,733 782,297 +782,297
Jun08 061011 95.065 95.085 94.970 94.990 -0.060 21,561 524,401 +524,401
Sep08 061011 95.045 95.060 94.950 94.970 -0.055 14,745 399,002 +399,002
Dec08 061011 95.010 95.020 94.925 94.940 -0.050 12,731 350,434 +350,434
Mar09 061011 94.985 95.000 94.905 94.920 -0.045 22,165 345,923 +345,923
Jun09 061011 94.950 94.960 94.880 94.890 -0.040 7,934 221,754 +221,754
Sep09 061011 94.920 94.935 94.850 94.865 -0.035 5,937 154,714 +154,714
Dec09 061011 94.880 94.895 94.810 94.830 -0.030 4,397 129,190 +129,190
Mar10 061011 94.855 94.870 94.785 94.810 -0.025 8,134 114,541 +114,541
Jun10 061011 94.820 94.835 94.750 94.775 -0.025 4,679 99,458 +99,458
Sep10 061011 94.790 94.805 94.745 94.745 -0.025 5,179 89,223 +89,223
Dec10 061011 94.750 94.765 94.705 94.705 -0.025 6,987 92,164 +92,164
Mar11 061011 94.730 94.745 94.685 94.685 -0.025 4,036 54,637 +54,637
Total Volume and Open Interest 337,314 9,698,637 -241,944
3-Mth Euro-Yen(CME)
Dec06 061011 99.46 99.46 99.46 99.46 +0.01 432 16,932 +16,932
Mar07 061011 99.33 99.33 99.32 99.33 +0.01 456 10,788 +10,788
Jun07 061011 99.23 99.23 99.22 99.22 unch 877 9,520 +9,520
Sep07 061011 99.13 99.14 99.13 99.13 unch 209 2,517 +2,517
Dec07 061011 99.05 99.05 99.04 99.04 unch 150 6,011 +6,011
Mar08 061011 98.95 98.95 98.95 98.95 +0.01 0 3,253 +3,253
Jun08 061011 98.88 98.88 98.88 98.88 -0.01 0 269 +269
Sep08 061011 98.80 98.80 98.80 98.80 unch 0 1 +1
Dec08 061011 98.66 98.66 98.66 98.66 unch 0 4 +4
Mar09 061011 98.53 98.53 98.53 98.53 unch      
Total Volume and Open Interest 2,124 49,295 +49,295
3-Mth Euro-Yen(SIMEX)
Dec06 061011 99.45 99.46 99.45 99.46 unch 3,665 87,219 +308
Mar07 061011 99.31 99.33 99.31 99.33 unch 4,601 73,302 +3,206
Jun07 061011 99.22 99.23 99.21 99.23 unch 4,677 38,739 +2,006
Sep07 061011 99.12 99.14 99.11 99.14 unch 1,131 30,127 +113
Dec07 061011 99.05 99.05 99.02 99.04 -0.01 2,056 45,629 +669
Mar08 061011 98.93 98.95 98.93 98.95 unch 573 25,520 +573
Jun08 061011 98.86 98.86 98.85 98.86 unch 154 4,670 +154
Sep08 061011 98.77 98.77 98.77 98.77 -0.01 0 390 +0
Total Volume and Open Interest 16,857 307,131 +7,029
German Euro-Bund(EUREX)
Dec06 061011 117.28 117.46 117.03 117.31 +0.04 526,864 1,462,037 -79,538
Mar07 061011 117.41 117.58 117.15 117.44 +0.03 177 6,484 -150
Jun07 061011 116.91 116.91 116.91 116.91 -0.01 0 1 +0
Total Volume and Open Interest 527,041 1,468,522 -79,688
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061011 109.75 109.76 109.75 109.76 +0.02 103 2,349 -1
Jun07 061011 108.05 108.05 108.05 108.05 +0.02      
Total Volume and Open Interest 352,712 921,356 -17,077
Long Gilt(LIFFE)
Dec06 061011 109~12 109~14 109~07 109~11 -0~01 96,843 242,826 -12,023
Mar07 061011 109~07 109~07 109~07 109~07 -0~01      
Total Volume and Open Interest 96,843 242,854 -12,023
3-Mth Short Sterling(LIFFE)
Dec06 061011 94.74 94.74 94.74 94.74 +0.01 57,519 393,787 -9,202
Mar07 061011 94.66 94.66 94.66 94.66 +0.01 53,878 421,610 -1,232
Jun07 061011 94.64 94.64 94.64 94.64 unch 52,874 352,226 -3,220
Total Volume and Open Interest 330,065 1,984,475 -8,362
3-Mth Euribor(LIFFE)
Dec06 061011 96.295 96.310 96.280 96.300 unch 37,758 700,410 -9,101
Mar07 061011 96.155 96.180 96.140 96.165 unch 56,495 634,419 -4,156
Jun07 061011 96.130 96.160 96.105 96.135 unch 64,362 569,752 -3,580
Total Volume and Open Interest 416,083 3,409,760 -43,465
3-Mth Aus T-Bills(SFE)
Dec06 061011 93.69 93.71 93.69 93.71 unch 20,615 182,815 -6,094
Mar07 061011 93.66 93.69 93.65 93.69 +0.01 40,825 262,450 +14,215
Jun07 061011 93.65 93.70 93.65 93.70 +0.01 8,979 89,478 +4,105
Sep07 061011 93.69 93.73 93.69 93.73 +0.01 1,304 44,745 +1,018
Dec07 061011 93.71 93.75 93.71 93.75 +0.01 919 31,141 +79
Mar08 061011 93.73 93.77 93.73 93.77 +0.01 462 16,629 +28
Jun08 061011 93.74 93.77 93.74 93.77 unch 953 13,390 +632
Sep08 061011 93.74 93.77 93.74 93.77 -0.01 270 5,356 +164
Dec08 061011 93.75 93.78 93.75 93.78 +0.01 90 2,499 +50
Mar09 061011 93.77 93.77 93.77 93.77 unch 0 1,771 +0
Total Volume and Open Interest 74,417 651,291 +14,197
10-Year Aus T-Bonds(SFE)
Dec06 061011 94.33 94.39 94.33 94.38 +0.00 33,478 456,742 -728
Mar07 061011 94.38 94.38 94.38 94.38 +0.00      
Total Volume and Open Interest 33,478 456,742 -728
3-Year Aus T-Bonds(SFE)
Dec06 061011 94.15 94.20 94.15 94.20 +0.01 69,710 582,324 -8,681
Mar07 061011 94.20 94.20 94.20 94.20 +0.01      
Total Volume and Open Interest 69,710 582,324 -8,681
Gold(CMX)
Oct06 061011 578.0 578.0 572.3 572.3 +0.4 136 691 -4
Dec06 061011 577.2 583.4 576.1 576.5 +0.3 24,199 197,516 -826
Feb07 061011 583.5 588.0 582.3 582.3 +0.4 630 29,536 -457
Apr07 061011 589.5 595.5 587.8 587.8 +0.4 193 7,065 -182
Jun07 061011 593.5 598.5 593.2 593.2 +0.4 370 22,403 +192
Aug07 061011 598.9 599.0 598.6 598.6 +0.4 144 1,733 +30
Oct07 061011 603.9 603.9 603.9 603.9 +0.4 0 11,345 +0
Dec07 061011 610.0 615.0 609.2 609.2 +0.4 222 34,784 +69
Feb08 061011 614.4 614.4 614.4 614.4 +0.4 0 2,326 +0
Apr08 061011 619.6 619.6 619.6 619.6 +0.4 0 1,165 +0
Jun08 061011 624.8 624.8 624.8 624.8 +0.4 0 3,735 +0
Aug08 061011 630.1 630.1 630.1 630.1 +0.4      
Total Volume and Open Interest 25,919 334,329 -1,153
Silver(CMX)
Dec06 061011 1123.0 1154.0 1120.0 1133.0 +11.0 7,905 61,788 +13
Mar07 061011 1140.0 1167.0 1140.0 1148.2 +11.5 306 14,475 -11
May07 061011 1156.7 1156.7 1156.7 1156.7 +11.8 2 3,932 +2
Jul07 061011 1190.0 1190.0 1165.1 1165.1 +12.1 5 8,414 -2
Sep07 061011 1171.1 1171.1 1171.1 1171.1 +12.6 0 1,932 +0
Dec07 061011 1185.0 1185.0 1177.0 1177.0 +12.7 7 4,648 -1
Mar08 061011 527.0 527.0 527.0 527.0 +12.7 0 131 +0
Total Volume and Open Interest 8,229 100,304 +2
Platinum(NYM)
Oct06 061011 1066.8 1066.8 1066.8 1066.8 -0.9 0 53 +0
Jan07 061011 1070.0 1076.9 1066.5 1072.8 -2.9 851 6,905 +0
Apr07 061011 1077.8 1077.8 1077.8 1077.8 -2.9 10 17 +0
Jul07 061011 427.4 427.4 427.4 427.4 -2.9 4 6 +0
Total Volume and Open Interest 865 6,981 +0
Palladium(NYME)
Dec06 061011 299.25 309.00 299.25 308.95 +7.35 645 11,523 +0
Mar07 061011 313.45 313.45 313.45 313.45 +7.35 30 25 +0
Jun07 061011 318.95 318.95 318.95 318.95 +7.35 20 32 +0
Total Volume and Open Interest 695 11,581 +0
Copper(CMX)
Dec06 061011 338.50 343.25 338.50 341.00 +3.20 5,965 49,589 -459
Mar07 061011 338.00 340.50 337.00 338.60 +3.10 735 5,653 +421
May07 061011 334.40 334.40 334.40 334.40 +2.90 0 1,305 +0
Jul07 061011 328.20 328.20 328.20 328.20 +2.70 11 1,285 +2
Sep07 061011 321.65 321.65 321.65 321.65 +2.65 77 572 +10
Total Volume and Open Interest 7,342 69,015 -43
Aluminum(CMX)
Oct06 061011 116.60 116.60 116.60 116.60 +1.00 4 162 +0
Nov06 061011 117.50 117.50 117.50 117.50 +1.00 5 120 +0
Dec06 061011 117.00 118.20 117.00 118.20 +1.00 0 587 +0
Jan07 061011 117.50 117.50 117.50 117.50 +1.25 0 10 +0
Feb07 061011 116.80 116.80 116.80 116.80 +1.30      
Mar07 061011 116.10 116.10 116.10 116.10 +1.35      
Total Volume and Open Interest 10 933 +2
DJIA Index(CBOT)
Dec06 061011 11880 11935 11845 11919 unch 3,476 61,219 -239
Mar07 061011 11950 12005 11950 11999 unch 1 79 +1
Jun07 061011 12089 12089 12089 12089 unch      
Sep07 061011 12174 12174 12174 12174 unch 0 2 +0
Total Volume and Open Interest 3,477 61,300 -238
S & P 500(CME)
Dec06 061011 1356.40 1362.30 1351.50 1359.10 -1.60 22,289 598,255 +3,081
Mar07 061011 1365.00 1370.40 1363.00 1370.40 -1.60 10 1,997 +0
Jun07 061011 1382.30 1382.30 1382.30 1382.30 -1.40 15 4,696 +0
Sep07 061011 1394.20 1394.20 1394.20 1394.20 -1.40 25 1,483 +12
Total Volume and Open Interest 22,339 606,717 +3,093
S & P 500 E-Mini(Globex)
Dec06 061011 1360.75 1362.50 1351.00 1359.00 -1.75 943,129 1,496,271 +8,573
Mar07 061011 1370.50 1370.50 1370.50 1370.50 -1.50 426 2,867 +64
Total Volume and Open Interest 943,555 1,499,138 +8,637
NASDAQ 100(CME)
Dec06 061011 1700.50 1716.00 1690.00 1706.50 +2.70 6,965 53,171 +2,761
Mar07 061011 1726.50 1726.50 1726.50 1726.50 +2.70 0 1 +0
Jun07 061011 1745.50 1745.50 1745.50 1745.50 +2.70 5 0 +0
Total Volume and Open Interest 6,970 53,172 +2,761
NASDAQ 100 E-Mini(Globex)
Dec06 061011 1704.00 1716.30 1685.00 1706.50 +2.70 302,169 463,124 +2,924
Mar07 061011 1722.00 1736.50 1709.00 1726.50 +2.70 43 171 +26
Total Volume and Open Interest 302,212 463,295 +2,950
S & P Midcap 400(CME)
Dec06 061011 774.50 778.00 774.25 776.00 -0.90 135 8,252 +73
Mar07 061011 783.00 783.00 783.00 783.00 -0.90      
Jun07 061011 790.00 790.00 790.00 790.00 -0.90      
Total Volume and Open Interest 135 8,252 +73
Russell 2000(CME)
Dec06 061011 747.50 751.50 741.00 747.60 -3.50 600 34,201 -100
Mar07 061011 754.10 754.10 754.10 754.10 -3.50 0 34 +0
Jun07 061011 760.60 760.60 760.60 760.60 -3.50      
Total Volume and Open Interest 600 34,235 -100
Russell 2000 E-Mini(Globex)
Dec06 061011 750.90 752.80 740.40 747.60 -3.50 150,785 426,860 +1,217
Mar07 061011 753.00 758.60 748.90 754.10 -3.50 63 231 +2
Total Volume and Open Interest 150,848 427,091 +1,219
Value Line(KCBT)
Dec06 061011 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061011 16430 16490 16300 16450 -80      
Mar07 061011 16475 16475 16475 16475 -80      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061011 16520 16625 16415 16435 -65 73,569 232,903 -3,882
Mar07 061011 16420 16535 16420 16420 -75 13 22 +0
Jun07 061011 16365 16365 16365 16365 -75 0 1 +0
Total Volume and Open Interest 74,152 233,508 -3,671
CAC 40(EURONEXT)
Oct06 061011 5301.0 5333.5 5275.0 5317.5 +3.5 59,446 486,606 +14,578
Nov06 061011 5317.5 5345.0 5289.5 5330.0 +3.5 686 4,525 +662
Dec06 061011 5316.0 5339.0 5291.5 5331.5 +3.5 551 78,187 +137
Total Volume and Open Interest 60,805 569,637 +15,499
Hang Seng Index(HKFE)
Oct06 061011 17859 17889 17758 17846 -19 56,780 119,871 -4,834
Nov06 061011 17870 17886 17760 17847 -21 2,051 3,225 +988
Dec06 061011 17910 17920 17846 17888 -18 60 1,584 -14
Total Volume and Open Interest 58,893 125,057 -3,860
DAX(EUREX)
Dec06 061011 6144.0 6173.0 6117.5 6159.5 -2.0 123,601 212,229 +2,248
Mar07 061011 6205.5 6229.0 6179.0 6216.5 -2.0 523 7,073 +104
Jun07 061011 6265.0 6288.5 6239.5 6276.5 -2.0 544 2,550 +302
Total Volume and Open Interest 124,668 221,852 +2,654
FT-SE 100(EURONEXT)
Dec06 061011 6095.00 6112.00 6065.50 6094.50 -6.00 60,787 507,837 +2,564
Mar07 061011 6112.50 6128.00 6092.50 6112.50 -6.00 121 2,717 +0
Jun07 061011 6132.00 6132.00 6132.00 6132.00 -6.00 0 1,750 +0
Total Volume and Open Interest 60,911 512,807 +2,565
SPI 200(SFE)
Dec06 061011 5245.0 5295.0 5239.0 5278.0 +29.0 9,749 273,732 +2,492
Mar07 061011 5297.0 5297.0 5287.0 5287.0 +30.0 165 2,858 -189
Jun07 061011 5299.0 5316.0 5299.0 5316.0 +30.0 58 2,522 +23
Total Volume and Open Interest 9,981 281,389 +2,332
GSCI(CME)
Oct06 061011 418.10 421.10 414.60 414.75 -3.25 4,900 10,217 -4,070
Nov06 061011 432.80 434.50 429.50 429.50 -2.80 6,410 10,763 +5,537
Dec06 061011 440.00 440.00 440.00 440.00 -2.25      
Total Volume and Open Interest 11,310 20,980 +1,467
Reuters CRB Index(NYBOT)
Nov06 061011 369.75 371.00 368.25 370.75 +0.50 14 321 -2
Jan07 061011 374.75 374.75 374.75 374.75 +0.50 0 422 +0
Feb07 061011 374.75 374.75 374.75 374.75 +0.50 0 12 +0
Total Volume and Open Interest 17 955 -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

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!!!