Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu October 26, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061026 620.50 632.50 620.00 627.75 +5.75 26,129 70,203 -11,100
Jan07 061026 635.00 646.50 633.50 641.75 +6.25 60,138 185,028 +7,997
Mar07 061026 641.00 654.00 641.00 650.00 +7.00 8,065 39,027 +1,018
May07 061026 646.50 659.50 646.50 655.75 +7.00 8,318 24,904 +787
Jul07 061026 653.00 666.50 653.00 662.75 +7.75 6,304 25,408 +509
Aug07 061026 668.25 669.00 666.00 666.00 +6.00 43 535 -15
Sep07 061026 667.00 668.00 667.00 668.00 +3.00 19 202 +2
Total Volume and Open Interest 113,218 384,918 +87
Soybean Meal(CBOT)
Dec06 061026 184.30 187.80 184.00 186.10 +0.90 23,830 77,604 +373
Jan07 061026 184.70 188.00 184.70 186.70 +1.30 6,657 20,669 -622
Mar07 061026 187.30 189.80 187.00 188.40 +1.10 4,582 25,765 +756
May07 061026 188.50 190.70 188.00 189.70 +1.10 3,555 29,472 +548
Jul07 061026 190.30 192.70 190.10 191.10 +0.80 4,194 28,280 +378
Aug07 061026 192.00 193.80 191.60 192.00 +1.00 528 7,081 +348
Sep07 061026 192.50 195.00 192.50 193.50 +1.70 280 4,255 +175
Oct07 061026 193.50 194.50 192.80 193.20 +1.70 79 2,538 +23
Total Volume and Open Interest 44,362 204,197 +2,124
Soybean Oil(CBOT)
Dec06 061026 26.70 27.20 26.67 27.04 +0.46 16,823 71,150 -2,453
Jan07 061026 27.03 27.50 26.98 27.37 +0.45 7,157 73,225 -581
Mar07 061026 27.35 27.85 27.35 27.72 +0.44 3,200 24,028 +283
May07 061026 27.70 28.05 27.68 28.00 +0.46 3,158 32,293 +715
Jul07 061026 28.05 28.35 28.05 28.30 +0.42 2,604 21,770 +235
Aug07 061026 28.35 28.40 28.30 28.40 +0.42 101 3,982 +60
Sep07 061026 28.50 28.50 28.50 28.50 +0.41 3 2,573 +0
Oct07 061026 28.62 28.62 28.62 28.62 +0.37 1 2,597 +1
Total Volume and Open Interest 34,254 251,692 -1,604
Canola(WCE)
Nov06 061026 321.4 326.5 320.0 325.8 +0.9 2,868 7,109 -2,163
Jan07 061026 334.4 336.4 330.0 335.8 +1.4 8,872 51,391 -847
Mar07 061026 339.7 343.9 335.0 343.0 +2.5 1,545 6,142 +941
May07 061026 339.5 349.5 339.5 349.5 +3.5 125 3,031 +40
Jul07 061026 347.2 355.6 347.2 355.2 +3.4 133 7,872 +76
Total Volume and Open Interest 13,610 82,804 -1,936
Corn(CBOT)
Dec06 061026 324.50 328.50 321.75 327.00 unch 59,527 552,910 -2,595
Mar07 061026 336.00 340.75 334.00 339.50 +0.25 35,217 291,956 +11,794
May07 061026 342.00 347.00 340.50 346.50 +1.25 7,018 55,036 +1,392
Jul07 061026 347.50 352.00 346.00 351.50 +1.50 19,835 139,714 +3,450
Sep07 061026 339.00 341.00 338.00 339.50 -2.75 3,987 28,116 +2,122
Dec07 061026 335.00 336.50 332.00 334.75 -4.50 23,430 190,649 +919
Total Volume and Open Interest 153,769 1,359,752 +18,005
Wheat(CBOT)
Dec06 061026 512.00 516.00 505.00 507.50 -9.25 16,247 245,224 +106
Mar07 061026 522.00 531.00 520.00 524.50 -8.50 10,462 83,309 +2,268
May07 061026 506.00 512.00 504.00 508.00 -4.50 329 6,565 +2
Jul07 061026 462.00 469.50 460.00 469.00 +2.00 4,994 70,501 -1,084
Sep07 061026 464.00 469.00 461.00 469.00 +2.00 337 1,925 +193
Total Volume and Open Interest 33,948 471,649 +1,956
Wheat(KCBT)
Dec06 061026 525.00 533.00 520.00 530.25 -5.25 8,755 63,351 -1,195
Mar07 061026 537.00 546.00 533.00 544.00 -5.00 5,928 29,678 +784
May07 061026 522.50 531.00 522.50 528.00 -2.50 224 1,942 +106
Jul07 061026 471.00 483.00 471.00 482.00 +1.50 1,003 26,983 +328
Sep07 061026 468.00 481.50 468.00 481.50 +1.50 17 2,710 +4
Total Volume and Open Interest 16,033 134,114 -28
Wheat(MGE)
Dec06 061026 508.00 515.00 503.00 506.75 -6.75 2,763 21,307 +372
Mar07 061026 526.00 529.00 519.00 524.25 -6.00 1,225 16,912 +675
May07 061026 529.00 535.00 523.00 523.25 -7.50 123 1,568 +38
Jul07 061026 520.00 520.00 520.00 520.00 -1.25 59 1,170 +9
Sep07 061026 472.00 480.00 472.00 480.00 +5.00 119 3,090 +87
Total Volume and Open Interest 4,318 50,757 +1,199
Oats(CBOT)
Dec06 061026 236.75 236.75 233.50 234.50 -2.25 773 11,398 +41
Mar07 061026 241.00 243.00 241.00 241.00 -1.25 394 2,366 +138
May07 061026 242.00 244.00 242.00 244.00 +1.00 5 129 +2
Jul07 061026 242.00 244.00 242.00 244.00 +2.00 69 171 +30
Total Volume and Open Interest 1,395 14,296 +330
Rough Rice(CBOT)
Nov06 061026 9.34 9.44 9.30 9.41 +0.03 1,194 3,125 -542
Jan07 061026 9.66 9.74 9.59 9.74 +0.05 1,453 6,874 +1,001
Mar07 061026 9.90 9.96 9.90 9.96 +0.01 38 2,508 +3
May07 061026 10.19 10.21 10.19 10.21 -0.02 1 1,129 -1
Total Volume and Open Interest 2,722 14,656 +479
Live Cattle(CME)
Oct06 061026 89.750 91.200 89.750 91.100 +1.700 2,919 5,544 -1,698
Dec06 061026 88.950 90.700 88.950 90.650 +2.075 11,604 107,314 -709
Feb07 061026 91.450 92.600 91.450 92.575 +1.350 6,950 42,264 +563
Apr07 061026 90.475 91.550 90.475 91.450 +1.275 2,699 25,627 -70
Jun07 061026 86.700 87.400 86.700 87.350 +0.650 956 11,475 +190
Aug07 061026 85.425 85.775 85.425 85.750 +0.375 564 5,322 +29
Total Volume and Open Interest 25,933 199,844 -1,571
Feeder Cattle(CME)
Oct06 061026 107.000 107.100 106.900 107.000 +0.300 465 1,380 -3
Nov06 061026 105.200 105.450 104.450 105.000 +0.550 2,664 6,622 -115
Jan07 061026 103.400 103.600 102.500 103.025 +0.275 1,987 11,708 +227
Mar07 061026 102.000 102.350 101.350 101.500 +0.150 733 2,370 -314
Apr07 061026 101.500 102.200 101.400 101.600 +0.500 76 293 +19
May07 061026 101.850 102.200 101.500 101.650 +0.400 103 603 +17
Aug07 061026 103.700 104.300 103.700 103.900 +0.300 58 435 +34
Total Volume and Open Interest 6,109 23,926 -130
Lean Hogs(CME)
Dec06 061026 62.500 64.475 62.200 64.475 +3.000 17,330 96,092 -717
Feb07 061026 65.000 67.450 64.900 67.200 +2.750 10,277 39,773 +2,848
Apr07 061026 65.900 67.850 65.850 67.775 +2.375 5,520 23,100 +2,508
May07 061026 68.125 70.250 68.125 70.225 +1.850 272 2,081 +180
Jun07 061026 70.980 72.250 70.900 72.075 +1.275 1,547 10,956 +585
Jul07 061026 68.500 69.800 68.500 69.750 +1.350 276 2,209 +106
Aug07 061026 66.400 67.750 66.400 67.650 +1.150 389 2,117 +216
Oct07 061026 59.850 60.500 59.850 60.500 +0.750 398 1,527 +295
Total Volume and Open Interest 36,110 178,179 +6,116
Pork Bellies(CME)
Feb07 061026 91.500 92.250 91.200 92.175 +2.650 117 807 +15
Mar07 061026 92.100 92.100 92.100 92.100 +2.600 0 63 +0
May07 061026 92.500 92.500 92.500 92.500 +1.875 0 11 +0
Jul07 061026 91.850 91.850 91.850 91.850 +0.325 0 1 +0
Aug07 061026 91.400 91.400 91.400 91.400 unch 0 1 +0
Total Volume and Open Interest 117 883 +15
Class III Milk(CME)
Oct06 061026 12.33 12.33 12.33 12.33 unch 0 3,920 +0
Nov06 061026 12.44 12.55 12.43 12.52 +0.08 110 3,810 +14
Dec06 061026 12.65 12.83 12.65 12.80 +0.17 114 3,645 -11
Jan07 061026 12.84 13.00 12.84 12.99 +0.19 138 2,394 +17
Feb07 061026 12.85 13.01 12.85 12.98 +0.18 100 2,005 +4
Total Volume and Open Interest 917 29,366 +41
Cocoa(NYBOT)
Dec06 061026 1470 1495 1467 1489 +31 10,766 78,326 -2,284
Mar07 061026 1495 1519 1493 1514 +26 8,038 36,609 +3,094
May07 061026 1518 1540 1518 1538 +26 587 14,381 +528
Jul07 061026 1550 1560 1550 1560 +26 150 6,466 +75
Sep07 061026 1567 1583 1567 1583 +25 112 11,591 -2
Dec07 061026 1607 1607 1607 1607 +24 22 9,698 +1
Mar08 061026 1633 1633 1633 1633 +24 702 2,901 +700
Total Volume and Open Interest 20,424 163,561 +2,112
Coffee "C"(NYBOT)
Dec06 061026 107.00 108.00 107.00 107.60 +0.75 7,087 69,348 +69
Mar07 061026 111.40 112.00 111.15 111.55 +0.70 2,663 24,854 +201
May07 061026 114.30 114.50 114.00 114.25 +0.75 671 5,469 +118
Jul07 061026 116.75 117.10 116.50 116.85 +0.80 118 2,749 +11
Sep07 061026 119.25 119.40 119.00 119.30 +0.80 245 2,354 +22
Dec07 061026 122.25 122.25 122.20 122.20 +0.90 271 2,220 -199
Total Volume and Open Interest 12,038 113,075 +1,573
Orange Juice(NYBOT)
Nov06 061026 196.00 197.25 194.70 196.75 -0.05 699 6,109 -134
Jan07 061026 196.20 197.70 195.10 196.95 +0.20 2,510 19,120 +539
Mar07 061026 195.60 197.00 194.25 196.10 +0.25 162 4,452 +96
May07 061026 193.25 195.00 193.25 195.00 +0.40 246 1,190 +118
Jul07 061026 192.25 193.75 192.25 193.75 +0.40 1 180 +1
Total Volume and Open Interest 3,618 31,214 +620
Sugar #11(NYBOT)
Mar07 061026 11.95 12.08 11.80 11.82 -0.08 18,834 251,427 +3,180
May07 061026 12.08 12.20 11.95 11.96 -0.08 1,843 61,980 +416
Jul07 061026 12.06 12.18 11.95 11.96 -0.08 4,727 58,921 +1,658
Oct07 061026 12.26 12.35 12.14 12.14 -0.09 1,162 39,625 +279
Mar08 061026 12.56 12.62 12.45 12.46 -0.08 1,713 28,517 +1,024
Total Volume and Open Interest 28,507 463,863 +6,690
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061026 20.15 20.15 19.85 20.05 -0.19 81 2,464 -15
Mar07 061026 19.90 20.04 19.90 20.04 -0.29 7 2,774 +2
May07 061026 20.30 20.30 20.00 20.08 -0.22 43 2,264 +39
Jul07 061026 20.45 20.45 20.39 20.39 -0.11 21 1,970 +10
Total Volume and Open Interest 174 11,783 +53
London Cocoa(LCE)
Dec06 061026 829 840 827 840 +14 3,795 85,565 -317
Mar07 061026 847 857 844 857 +13 3,064 51,695 -2
May07 061026 859 869 859 869 +13 309 20,465 -53
Jul07 061026 871 882 871 882 +13 97 13,560 -2
Sep07 061026 889 894 889 893 +12 160 12,001 +16
Dec07 061026 902 907 902 906 +12 0 13,256 +0
Mar08 061026 919 919 919 919 +12 0 4,210 +0
Total Volume and Open Interest 7,472 202,369 -358
London Coffee(LCE)
Nov06 061026 1530.00 1539.00 1511.00 1515.00 -6.00 2,357 27,698 -1,674
Jan07 061026 1530.00 1543.00 1520.00 1524.00 -1.00 4,320 66,926 +4
Mar07 061026 1502.00 1520.00 1500.00 1509.00 +12.00 1,566 35,570 +253
May07 061026 1510.00 1518.00 1510.00 1510.00 +13.00 836 5,673 +2
Jul07 061026 1510.00 1510.00 1510.00 1510.00 +14.00 400 2,995 +0
Sep07 061026 1510.00 1510.00 1510.00 1510.00 +16.00 400 4,796 +0
Total Volume and Open Interest 10,366 144,791 -1,007
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061026 403.90 407.50 400.00 402.00 -1.30 1,837 21,645 -194
Mar07 061026 370.00 371.90 365.80 367.30 -0.70 1,890 22,544 +46
May07 061026 362.00 365.10 360.80 362.00 +0.90 261 6,356 +205
Aug07 061026 353.10 356.10 353.10 355.00 +1.10 45 3,344 -21
Total Volume and Open Interest 4,099 57,769 +22
Cotton(NYBOT)
Dec06 061026 50.00 50.90 50.00 50.60 +0.68 7,973 112,666 -351
Mar07 061026 53.35 53.90 53.30 53.64 +0.65 3,735 47,976 +1,409
May07 061026 54.95 55.15 54.80 54.95 +0.60 236 6,330 +68
Jul07 061026 55.95 56.15 55.75 56.00 +0.65 209 6,655 +52
Oct07 061026 57.10 57.28 57.10 57.28 +0.58 0 100 +0
Dec07 061026 58.20 58.70 58.20 58.50 +0.60 369 10,006 +118
Total Volume and Open Interest 12,540 185,084 +1,314
Lumber(CME)
Nov06 061026 242.5 244.9 241.8 243.0 +0.3 391 2,257 -100
Jan07 061026 263.1 265.0 262.1 263.9 +0.7 407 3,861 +80
Mar07 061026 280.2 280.6 278.7 280.3 +0.9 48 368 +2
May07 061026 292.0 292.5 291.1 291.1 +0.6 0 24 +0
Total Volume and Open Interest 846 6,524 -18
Crude Oil(NYM)
Dec06 061026 61.45 61.70 60.15 60.36 -1.04 190,639 328,412 -4,075
Jan07 061026 63.00 63.20 61.85 61.99 -1.08 61,426 121,113 +4,750
Feb07 061026 64.10 64.20 63.00 63.12 -1.08 17,261 47,647 +1,172
Mar07 061026 64.75 64.75 63.95 63.95 -1.08 7,389 41,949 +2,682
Apr07 061026 65.35 65.35 64.64 64.64 -1.08 4,845 36,860 +433
May07 061026 65.22 65.22 65.22 65.22 -1.08 2,244 32,358 +283
Jun07 061026 66.30 66.30 65.60 65.71 -1.08 9,732 67,577 -837
Jul07 061026 66.14 66.14 66.14 66.14 -1.08 4,592 16,845 +1,095
Aug07 061026 66.51 66.51 66.51 66.51 -1.08 2,036 13,259 -1,327
Sep07 061026 66.82 66.82 66.82 66.82 -1.08 1,310 17,642 +112
Oct07 061026 67.09 67.09 67.09 67.09 -1.08 1,437 17,048 -884
Nov07 061026 67.32 67.32 67.32 67.32 -1.09 5,568 15,264 +55
Dec07 061026 68.30 68.55 67.50 67.51 -1.10 20,068 116,048 -168
Jan08 061026 67.67 67.67 67.67 67.67 -1.11 1,407 14,922 -820
Feb08 061026 67.81 67.81 67.81 67.81 -1.11 1,863 9,963 +921
Mar08 061026 67.92 67.92 67.92 67.92 -1.11 1,525 11,795 +1,190
Total Volume and Open Interest 349,060 1,139,204 +5,415
Heating Oil(NYM)
Nov06 061026 173.50 174.30 169.50 170.00 -3.90 20,428 14,597 -2,458
Dec06 061026 177.00 178.20 173.60 174.00 -3.74 30,248 78,307 +346
Jan07 061026 181.50 182.75 178.80 179.05 -3.34 6,646 39,987 +1,167
Feb07 061026 184.75 184.75 181.70 181.85 -3.14 2,545 20,630 +826
Mar07 061026 183.75 183.75 181.90 181.90 -3.09 931 12,392 +213
Apr07 061026 182.50 182.50 181.25 181.25 -2.94 927 10,726 -28
May07 061026 182.60 182.60 180.60 180.60 -2.79 377 4,005 -53
Jun07 061026 181.15 181.50 180.70 180.70 -2.74 842 18,991 +88
Jul07 061026 181.70 181.70 181.70 181.70 -2.69 27 2,549 +2
Aug07 061026 184.95 184.95 183.35 183.35 -2.64 2 2,578 +1
Sep07 061026 186.00 186.00 185.65 185.65 -2.59 7 4,212 +2
Oct07 061026 188.65 188.65 188.30 188.30 -2.54 2 1,409 +2
Total Volume and Open Interest 63,228 222,463 +177
Unleaded Gas(NYM)
Nov06 061026 158.25 158.25 155.25 156.37 -2.86 8,212 4,457 -2,742
Dec06 061026 157.00 157.70 153.25 154.12 -3.91 4,775 10,133 -929
Jan07 061026 159.00 159.75 156.72 156.72 -3.76 561 4,783 -23
Total Volume and Open Interest 13,548 19,373 -3,694
RBOB Gasoline(NYMEX)
Nov06 061026 158.90 158.95 153.20 154.22 -4.67 14,745 13,630 -1,469
Dec06 061026 159.90 160.15 154.33 155.82 -4.37 13,866 35,653 +1,515
Jan07 061026 163.50 163.50 158.00 159.57 -3.68 3,424 18,315 +765
Feb07 061026 164.10 165.00 162.30 163.07 -3.43 629 4,399 +80
Mar07 061026 168.50 168.50 165.65 166.47 -3.20 517 5,459 +69
Apr07 061026 183.00 183.00 180.00 180.97 -2.53 674 4,739 +36
May07 061026 183.92 183.92 183.92 183.92 -2.95 173 6,582 -15
Jun07 061026 186.32 186.32 186.32 186.32 -2.90 229 4,119 -74
Jul07 061026 187.77 187.77 187.77 187.77 -2.90 76 1,565 -68
Aug07 061026 188.32 188.32 188.32 188.32 -2.90 125 1,134 +98
Total Volume and Open Interest 34,703 101,292 +952
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061026 155.82 155.82 155.82 155.82 -4.13      
Jan07 061026 159.57 159.57 159.57 159.57 -3.45      
Feb07 061026 163.07 163.07 163.07 163.07 -3.30      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061026 7.750 7.830 7.450 7.497 -0.196 56,752 38,145 -6,707
Dec06 061026 8.280 8.370 8.010 8.067 -0.261 23,377 85,169 -1,833
Jan07 061026 8.430 8.700 8.400 8.497 -0.204 9,102 69,738 -1,993
Feb07 061026 8.500 8.730 8.500 8.532 -0.199 2,539 35,979 +133
Mar07 061026 8.400 8.550 8.352 8.352 -0.194 5,943 97,123 -1,310
Apr07 061026 7.830 7.900 7.772 7.772 -0.174 6,624 90,446 +2,035
May07 061026 7.860 7.860 7.729 7.729 -0.182 500 25,470 +36
Jun07 061026 7.910 7.910 7.810 7.810 -0.182 133 13,496 +17
Jul07 061026 7.970 7.970 7.900 7.900 -0.183 97 11,301 +10
Aug07 061026 8.050 8.050 7.960 7.960 -0.183 266 14,002 +139
Sep07 061026 8.140 8.140 8.005 8.005 -0.183 17 11,683 +4
Oct07 061026 8.210 8.210 8.087 8.087 -0.181 3,068 37,744 +2,450
Nov07 061026 8.670 8.670 8.532 8.532 -0.196 3,481 22,635 +1,718
Dec07 061026 9.180 9.180 9.002 9.002 -0.246 639 34,322 +192
Jan08 061026 9.300 9.400 9.257 9.257 -0.241 857 28,785 -46
Feb08 061026 9.254 9.254 9.254 9.254 -0.239 70 17,088 -2
Total Volume and Open Interest 118,127 931,728 -3,022
Brent Crude Oil(ICE)
Dec06 061026 62.25 62.35 60.47 60.77 -1.28 100,956 124,157 -4,563
Jan07 061026 63.15 63.46 61.78 62.06 -1.14 49,373 151,471 +7,604
Feb07 061026 64.06 64.30 62.88 63.11 -1.03 19,961 47,156 +2,592
Mar07 061026 64.90 65.00 63.65 63.91 -0.97 6,804 27,339 -216
Apr07 061026 65.20 65.60 64.56 64.56 -0.95 3,577 23,970 +388
May07 061026 65.74 65.74 65.11 65.11 -0.95 992 14,998 -322
Jun07 061026 66.00 66.00 65.58 65.58 -0.95 3,297 41,692 +160
Jul07 061026 65.98 65.98 65.98 65.98 -0.97 0 7,232 +175
Aug07 061026 66.36 66.36 66.36 66.36 -0.96 0 3,843 -20
Sep07 061026 66.68 66.68 66.68 66.68 -0.96 0 3,808 +582
Oct07 061026 66.94 66.94 66.94 66.94 -0.98 0 3,910 +300
Nov07 061026 67.15 67.15 67.15 67.15 -0.95 0 7,897 +0
Dec07 061026 67.95 67.95 67.32 67.32 -0.94 8,297 46,518 +1,439
Jan08 061026 67.46 67.46 67.46 67.46 -0.94 0 6,494 +0
Total Volume and Open Interest 193,259 558,245 +13,207
Gas Oil(ICE)
Nov06 061026 552.50 554.75 538.25 543.50 -5.25 37,038 58,078 -4,851
Dec06 061026 556.00 557.75 542.75 547.75 -4.50 31,729 72,892 +3,390
Jan07 061026 562.75 563.75 551.25 554.75 -4.25 11,599 43,395 +2,184
Feb07 061026 567.25 569.75 561.00 561.50 -4.00 2,955 20,041 +579
Mar07 061026 567.50 567.50 567.50 567.50 -3.75 1,044 13,785 -190
Apr07 061026 571.75 571.75 571.75 571.75 -3.25 585 8,395 +225
May07 061026 575.75 575.75 575.75 575.75 -3.00 0 5,379 -306
Jun07 061026 580.00 580.00 580.00 580.00 -2.25 2,016 23,407 +79
Jul07 061026 585.25 585.25 585.25 585.25 -2.00 0 2,737 +0
Aug07 061026 590.50 590.50 590.50 590.50 -1.75 0 504 +298
Total Volume and Open Interest 88,249 288,527 +1,349
US Dollar Index(NYBOT)
Dec06 061026 86.14 86.17 85.61 85.71 -0.47 2,171 30,301 -1,424
Mar07 061026 85.70 85.70 85.30 85.42 -0.47 11 2,048 +2
Jun07 061026 85.14 85.14 85.14 85.14 -0.47 0 13 +0
Total Volume and Open Interest 2,182 32,367 -1,422
Australian Dollar(CME)
Dec06 061026 76.16 76.35 76.10 76.32 +0.26 1,201 89,485 +2,799
Mar07 061026 76.14 76.14 76.14 76.14 +0.26 0 759 +58
Jun07 061026 76.00 76.00 76.00 76.00 +0.26 0 103 +0
Total Volume and Open Interest 1,201 90,359 +2,857
British Pound(CME)
Dec06 061026 188.58 189.31 188.58 189.14 +1.18 704 100,973 +29
Mar07 061026 189.25 189.25 189.25 189.25 +1.18 0 711 -6
Jun07 061026 189.25 189.25 189.25 189.25 +1.18 0 13 +0
Total Volume and Open Interest 704 101,701 +25
Canadian Dollar(CME)
Dec06 061026 88.94 89.30 88.55 89.19 +0.18 2,050 96,881 -961
Mar07 061026 89.10 89.58 88.94 89.44 +0.18 5 1,741 +5
Jun07 061026 89.38 89.71 89.38 89.71 +0.18 2 374 +2
Sep07 061026 89.70 89.98 89.55 89.98 +0.18 4 213 +2
Total Volume and Open Interest 2,061 99,252 -951
Japanese Yen(CME)
Dec06 061026 84.85 85.15 84.79 85.06 +0.39 6,989 265,803 -539
Mar07 061026 86.10 86.10 86.10 86.10 +0.39 0 16,884 +326
Jun07 061026 87.10 87.10 87.10 87.10 +0.39 0 3 +0
Total Volume and Open Interest 6,989 282,815 -183
Swiss Franc(CME)
Dec06 061026 80.00 80.24 79.84 80.17 +0.62 1,165 107,884 +584
Mar07 061026 80.88 80.88 80.85 80.85 +0.62 0 420 +25
Jun07 061026 81.54 81.54 81.54 81.54 +0.62 0 32 +0
Total Volume and Open Interest 1,165 108,425 +609
EuroFX(CME)
Dec06 061026 127.00 127.37 126.90 127.25 +0.77 5,586 157,279 +1,582
Mar07 061026 127.59 127.78 127.59 127.78 +0.77 17 2,355 +173
Jun07 061026 128.22 128.22 128.22 128.22 +0.77 0 76 +0
Total Volume and Open Interest 5,603 159,789 +1,755
Mexican Peso(CME)
Nov06 061026 9310.0 9310.0 9310.0 9310.0 +53.0 0 20 +0
Dec06 061026 9288.0 9315.0 9285.0 9300.0 +53.0 4,878 97,632 -222
Total Volume and Open Interest 4,879 99,632 -221
30-Year T-Bonds(CBOT)
Dec06 061026 110~26 111~13 110~23 111~11 +0~21 277,021 702,684 -6,014
Mar07 061026 110~23 111~09 110~23 111~09 +0~22 703 12,790 +36
Jun07 061026 111~08 111~08 111~08 111~08 +0~22 0 20 +0
Total Volume and Open Interest 277,725 715,496 -5,977
10-Year T-Notes(CBOT)
Dec06 061026 107~045 107~165 107~025 107~150 +0~125 885,609 2,447,089 -2,866
Mar07 061026 107~045 107~160 107~040 107~160 +0~130 10,819 86,226 +4,559
Total Volume and Open Interest 896,428 2,533,321 +1,693
5-Year T-Notes(CBOT)
Dec06 061026 104~280 105~040 104~280 105~025 +0~085 400,772 0 +0
Mar07 061026 105~015 105~050 105~015 105~050 +0~090 802 0 -2,330
Total Volume and Open Interest 401,574    
2 Year T-Notes(CBOT)
Dec06 061026 101~116 102~001 101~116 101~126 +0~013 1,601 678,631 -1,638
Mar07 061026 102~018 102~018 102~018 102~018 +0~017 0 7 +0
Total Volume and Open Interest 1,601 678,638 -1,638
Eurodollars(CME)
Dec06 061026 94.605 94.620 94.605 94.615 +0.015 27,749 1,363,967 -2,539
Mar07 061026 94.670 94.710 94.670 94.705 +0.050 37,657 1,350,006 +444
Jun07 061026 94.790 94.860 94.790 94.845 +0.070 22,653 1,192,135 +18,267
Sep07 061026 94.935 95.010 94.930 95.000 +0.080 19,692 1,146,364 +4,642
Dec07 061026 95.025 95.100 95.025 95.095 +0.090 18,668 1,143,337 +599
Mar08 061026 95.055 95.135 95.055 95.125 +0.095 21,705 750,094 +1,009
Jun08 061026 95.080 95.125 95.080 95.115 +0.090 13,108 542,594 -5,670
Sep08 061026 95.035 95.100 95.035 95.100 +0.090 16,797 429,354 +4,393
Dec08 061026 95.040 95.075 95.035 95.070 +0.085 17,536 341,002 -3,846
Mar09 061026 94.985 95.055 94.985 95.045 +0.080 16,000 329,850 +4,773
Jun09 061026 94.960 95.020 94.960 95.015 +0.075 14,710 223,726 -667
Sep09 061026 94.935 94.990 94.935 94.985 +0.070 19,841 151,852 -1,359
Dec09 061026 94.930 94.950 94.930 94.945 +0.065 8,698 135,778 +1,448
Mar10 061026 94.910 94.930 94.910 94.925 +0.065 13,060 119,491 -2,130
Jun10 061026 94.880 94.900 94.880 94.890 +0.060 7,569 100,766 -2,530
Sep10 061026 94.855 94.870 94.855 94.860 +0.055 11,763 94,874 +903
Dec10 061026 94.805 94.825 94.805 94.820 +0.055 7,085 105,371 +2,246
Mar11 061026 94.790 94.805 94.790 94.805 +0.055 4,967 56,335 -117
Total Volume and Open Interest 313,157 9,800,442 +21,813
3-Mth Euro-Yen(CME)
Dec06 061026 99.45 99.46 99.45 99.45 unch 213 21,554 -118
Mar07 061026 99.31 99.32 99.31 99.31 +0.01 591 11,652 +234
Jun07 061026 99.20 99.20 99.19 99.19 +0.02 176 7,993 -76
Sep07 061026 99.09 99.09 99.08 99.08 +0.03 0 2,840 -27
Dec07 061026 98.99 98.99 98.98 98.98 +0.04 0 7,078 -380
Mar08 061026 98.88 98.88 98.88 98.88 +0.04 0 3,301 +15
Jun08 061026 98.79 98.79 98.79 98.79 +0.05 0 269 -100
Sep08 061026 98.70 98.70 98.70 98.70 +0.05 0 1 +0
Dec08 061026 98.60 98.60 98.60 98.60 +0.05 0 8 +0
Mar09 061026 98.47 98.47 98.47 98.47 +0.05      
Total Volume and Open Interest 980 54,696 -452
3-Mth Euro-Yen(SIMEX)
Dec06 061026 99.45 99.46 99.45 99.46 +0.02 3,010 83,712 -3,107
Mar07 061026 99.31 99.32 99.30 99.31 +0.02 1,716 75,698 +148
Jun07 061026 99.19 99.20 99.18 99.19 +0.03 2,181 36,944 +880
Sep07 061026 99.07 99.09 99.06 99.08 +0.04 1,658 29,451 +405
Dec07 061026 98.94 98.99 98.94 98.98 +0.04 279 44,931 -356
Mar08 061026 98.88 98.89 98.87 98.88 +0.04 158 26,811 -201
Jun08 061026 98.79 98.79 98.79 98.79 +0.04 26 7,400 +25
Sep08 061026 98.71 98.71 98.71 98.71 +0.05 94 1,637 +0
Total Volume and Open Interest 9,122 308,121 -2,206
German Euro-Bund(EUREX)
Dec06 061026 116.72 116.84 116.59 116.76 +0.18 1,104,602 1,550,863 +46,323
Mar07 061026 116.89 116.95 116.77 116.91 +0.20 2,162 15,170 +1,499
Jun07 061026 116.41 116.41 116.41 116.41 +0.18 2 3 +0
Total Volume and Open Interest 1,106,766 1,566,036 +47,822
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061026 109.45 109.45 109.44 109.44 +0.07 4 6,694 +1
Jun07 061026 108.84 108.84 108.84 108.84 +0.17      
Total Volume and Open Interest 472,312 1,004,638 +15,738
Long Gilt(LIFFE)
Dec06 061026 108~25 108~31 108~20 108~29 +0~09 52,488 247,637 -2,679
Mar07 061026 108~25 108~25 108~25 108~25 +0~09      
Total Volume and Open Interest 52,488 247,665 -2,679
3-Mth Short Sterling(LIFFE)
Dec06 061026 94.72 94.72 94.72 94.72 +0.01 32,496 375,917 -1,238
Mar07 061026 94.61 94.61 94.61 94.61 +0.02 49,711 447,432 -2,380
Jun07 061026 94.59 94.59 94.59 94.59 +0.03 56,055 412,722 +6,176
Total Volume and Open Interest 265,877 2,207,707 +22,620
3-Mth Euribor(LIFFE)
Dec06 061026 96.285 96.290 96.275 96.275 -0.005 76,416 706,616 +8,740
Mar07 061026 96.125 96.135 96.110 96.115 -0.005 128,873 699,902 +11,508
Jun07 061026 96.075 96.090 96.060 96.070 -0.005 104,590 560,557 -862
Total Volume and Open Interest 551,338 3,543,466 +37,420
3-Mth Aus T-Bills(SFE)
Dec06 061026 93.58 93.59 93.57 93.59 unch 31,297 175,940 -6,553
Mar07 061026 93.50 93.50 93.48 93.50 +0.02 56,922 304,251 -8,617
Jun07 061026 93.50 93.52 93.49 93.51 +0.03 12,037 118,903 -9,979
Sep07 061026 93.53 93.56 93.52 93.54 +0.03 1,374 56,244 -3,077
Dec07 061026 93.56 93.58 93.55 93.56 +0.04 150 36,219 -955
Mar08 061026 93.58 93.59 93.56 93.58 +0.04 145 17,235 -407
Jun08 061026 93.60 93.60 93.57 93.59 +0.05 657 15,108 -497
Sep08 061026 93.58 93.59 93.57 93.59 +0.05 413 7,961 -25
Dec08 061026 93.59 93.59 93.58 93.59 +0.04 246 3,285 -134
Mar09 061026 93.60 93.60 93.60 93.60 +0.05 40 2,226 -1,030
Total Volume and Open Interest 103,281 738,576 -31,275
10-Year Aus T-Bonds(SFE)
Dec06 061026 94.25 94.28 94.25 94.27 +0.06 50,930 457,409 +5,208
Mar07 061026 94.27 94.27 94.27 94.27 +0.06      
Total Volume and Open Interest 50,930 457,409 +5,208
3-Year Aus T-Bonds(SFE)
Dec06 061026 94.00 94.03 94.00 94.02 +0.05 130,972 627,561 -25,941
Mar07 061026 94.02 94.02 94.02 94.02 +0.05      
Total Volume and Open Interest 130,972 627,561 -25,941
Gold(CMX)
Oct06 061026 595.0 596.8 595.0 596.8 +9.2 199 217 -300
Dec06 061026 593.5 601.5 593.0 599.8 +9.0 31,451 183,906 -109
Feb07 061026 598.6 607.5 598.0 605.7 +9.0 1,426 35,788 +843
Apr07 061026 606.0 612.0 606.0 611.5 +9.0 711 10,189 +49
Jun07 061026 613.0 617.2 613.0 617.2 +9.1 502 22,759 +421
Aug07 061026 622.9 622.9 622.9 622.9 +9.1 22 1,834 -7
Oct07 061026 628.5 628.5 628.5 628.5 +9.1 20 12,562 +5
Dec07 061026 630.0 636.0 630.0 634.1 +9.1 14 32,064 +2
Feb08 061026 639.6 639.6 639.6 639.6 +9.1 0 2,301 +0
Apr08 061026 645.1 645.1 645.1 645.1 +9.1 77 1,214 +24
Jun08 061026 650.7 650.7 650.7 650.7 +9.1 0 6,210 +0
Aug08 061026 656.2 656.2 656.2 656.2 +9.1      
Total Volume and Open Interest 34,422 332,526 +928
Silver(CMX)
Dec06 061026 1203.0 1228.0 1203.0 1224.0 +35.0 7,508 66,177 +104
Mar07 061026 1221.0 1245.0 1221.0 1240.8 +35.6 721 18,820 +451
May07 061026 1249.9 1249.9 1249.9 1249.9 +35.7 2 4,124 +2
Jul07 061026 1250.0 1260.0 1250.0 1258.9 +35.8 11 8,413 +1
Sep07 061026 1265.8 1265.8 1265.8 1265.8 +35.9 0 1,928 +0
Dec07 061026 1265.0 1272.0 1265.0 1272.0 +36.0 18 4,991 +17
Mar08 061026 622.6 622.6 622.6 622.6 +36.0 0 131 +0
Total Volume and Open Interest 8,271 109,674 +574
Platinum(NYM)
Oct06 061026 1070.0 1080.3 1070.0 1080.3 +14.8 0 27 +0
Jan07 061026 1079.0 1090.0 1077.0 1083.3 +14.3 786 7,043 +54
Apr07 061026 1088.3 1088.3 1088.3 1088.3 +14.3 1 25 +1
Jul07 061026 437.9 437.9 437.9 437.9 +14.3 1 7 +1
Total Volume and Open Interest 788 7,102 +56
Palladium(NYME)
Dec06 061026 323.00 327.00 322.50 326.50 +3.40 302 11,991 +51
Mar07 061026 331.00 331.50 331.00 331.50 +3.40 1 166 +0
Jun07 061026 337.00 337.00 337.00 337.00 +3.40 0 32 +0
Total Volume and Open Interest 303 12,190 +51
Copper(CMX)
Dec06 061026 339.50 342.95 338.00 340.00 -0.45 7,246 49,350 -220
Mar07 061026 338.50 341.80 337.50 338.95 -0.30 1,796 10,964 +768
May07 061026 335.70 335.70 335.70 335.70 -0.05 115 2,834 -147
Jul07 061026 330.70 330.70 330.70 330.70 +0.20 22 1,446 -7
Sep07 061026 324.95 324.95 324.95 324.95 +0.20 28 828 +2
Total Volume and Open Interest 10,116 75,097 -224
Aluminum(CMX)
Oct06 061026 125.60 125.60 125.60 125.60 +0.25 1 8 +0
Nov06 061026 126.50 126.50 126.50 126.50 +0.25 9 170 +2
Dec06 061026 126.75 126.75 126.75 126.75 unch 0 592 +0
Jan07 061026 125.65 125.65 125.65 125.65 unch 0 10 +0
Feb07 061026 124.50 124.50 124.50 124.50 unch      
Mar07 061026 123.45 123.45 123.45 123.45 unch      
Total Volume and Open Interest 11 845 +3
DJIA Index(CBOT)
Dec06 061026 12210 12213 12135 12189 unch 5,366 62,962 -366
Mar07 061026 12237 12272 12237 12272 unch 5 86 -5
Jun07 061026 12359 12359 12359 12359 unch      
Sep07 061026 12444 12444 12444 12444 unch 0 2 +0
Total Volume and Open Interest 5,371 63,050 -371
S & P 500(CME)
Dec06 061026 1392.00 1395.20 1385.00 1392.90 +3.70 22,447 603,623 -343
Mar07 061026 1398.00 1404.70 1398.00 1404.70 +3.70 1,242 10,288 +817
Jun07 061026 1417.00 1417.00 1417.00 1417.00 +4.00 50 4,687 +0
Sep07 061026 1429.80 1429.80 1429.80 1429.80 +4.30 0 1,499 +0
Total Volume and Open Interest 23,739 620,389 +474
S & P 500 E-Mini(Globex)
Dec06 061026 1389.00 1395.25 1385.00 1393.00 +3.75 969,812 1,592,037 -10,358
Mar07 061026 1401.50 1407.00 1397.25 1404.75 +3.75 2,289 8,782 +178
Total Volume and Open Interest 972,101 1,600,819 -10,180
NASDAQ 100(CME)
Dec06 061026 1743.00 1757.50 1728.50 1753.00 +12.50 5,636 55,489 +914
Mar07 061026 1774.00 1774.00 1774.00 1774.00 +12.50 0 5 +0
Jun07 061026 1792.00 1792.00 1792.00 1792.00 +12.50 0 5 +0
Total Volume and Open Interest 5,636 55,499 +914
NASDAQ 100 E-Mini(Globex)
Dec06 061026 1740.50 1757.00 1728.50 1753.00 +12.50 277,283 428,894 -1,932
Mar07 061026 1756.80 1777.00 1749.80 1774.00 +12.50 37 396 -13
Total Volume and Open Interest 277,320 429,290 -1,945
S & P Midcap 400(CME)
Dec06 061026 797.00 800.30 792.60 799.60 +4.20 547 9,055 +519
Mar07 061026 806.60 806.60 806.60 806.60 +4.20      
Jun07 061026 813.60 813.60 813.60 813.60 +4.20      
Total Volume and Open Interest 547 9,055 +519
Russell 2000(CME)
Dec06 061026 775.25 780.00 767.75 779.30 +6.30 760 36,958 +82
Mar07 061026 785.80 785.80 785.80 785.80 +6.30 0 34 +0
Jun07 061026 792.30 792.30 792.30 792.30 +6.30      
Total Volume and Open Interest 760 37,000 +82
Russell 2000 E-Mini(Globex)
Dec06 061026 772.80 780.40 767.40 779.30 +6.30 180,696 412,578 -732
Mar07 061026 780.40 786.80 775.00 785.80 +6.30 286 317 -2
Total Volume and Open Interest 180,982 412,895 -734
Value Line(KCBT)
Dec06 061026 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061026 16805 16885 16780 16870 +30      
Mar07 061026 16895 16895 16895 16895 +30      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061026 16835 16885 16790 16820 +100 34,802 255,344 -279
Mar07 061026 16825 16885 16825 16825 +110 0 64 +0
Jun07 061026 16770 16770 16770 16770 +110 0 1 +0
Total Volume and Open Interest 34,802 255,663 -279
CAC 40(EURONEXT)
Oct06 061020 5367.5 5399.5 5359.0 5367.0 +9.0 172,637 438,812 -106,530
Nov06 061026 5453.5 5470.5 5432.0 5444.0 +12.5 55,113 438,571 -10,282
Dec06 061026 5457.0 5470.0 5440.0 5445.5 +12.5 485 82,213 -516
Total Volume and Open Interest 55,601 521,092 -10,799
Hang Seng Index(HKFE)
Oct06 061026 18220 18418 18215 18418 +269 58,412 92,267 -19,855
Nov06 061026 18259 18431 18231 18429 +274 36,055 46,977 +28,471
Dec06 061026 18348 18450 18270 18450 +264 132 1,902 -3
Total Volume and Open Interest 94,824 141,684 +8,807
DAX(EUREX)
Dec06 061026 6312.5 6345.0 6299.5 6310.5 +14.5 123,074 238,591 +6,471
Mar07 061026 6367.5 6400.0 6360.5 6369.5 +15.0 473 7,901 +10
Jun07 061026 6434.0 6464.0 6423.5 6432.0 +15.0 542 2,158 +58
Total Volume and Open Interest 124,089 248,650 +6,539
FT-SE 100(EURONEXT)
Dec06 061026 6238.00 6275.00 6191.50 6194.50 -28.00 53,046 515,108 +2,238
Mar07 061026 6278.50 6278.50 6213.00 6214.50 -28.50 2,711 4,971 +1,994
Jun07 061026 6237.00 6237.00 6237.00 6237.00 -28.50 73 2,324 +73
Total Volume and Open Interest 55,830 522,909 +4,305
SPI 200(SFE)
Dec06 061026 5356.0 5400.0 5356.0 5379.0 +34.0 14,623 273,812 -1,693
Mar07 061026 5382.0 5400.0 5382.0 5391.0 +34.0 551 3,481 +519
Jun07 061026 5425.0 5425.0 5425.0 5425.0 +34.0 15 3,686 +1
Total Volume and Open Interest 15,206 284,231 -1,170
GSCI(CME)
Nov06 061026 448.10 448.60 441.00 441.70 -5.20 252 20,558 -33
Dec06 061026 451.50 451.50 451.50 451.50 -5.50 0 3 +0
Jan07 061026 456.00 456.00 456.00 456.00 -5.25      
Total Volume and Open Interest 252 20,561 -33
Reuters CRB Index(NYBOT)
Nov06 061026 389.00 389.75 389.00 389.50 +1.75 13 309 +1
Jan07 061026 392.50 392.50 392.50 392.50 +1.75 5 426 +1
Feb07 061026 392.50 392.50 392.50 392.50 +1.75 0 7 +0
Total Volume and Open Interest 18 945 +2
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

Main Menu

MRCI Online

Free Links

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