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 Fri October 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061027 634.50 639.50 630.50 635.50 +7.75 22,814 62,013 -8,190
Jan07 061027 648.50 653.50 644.25 649.00 +7.25 51,461 193,347 +8,319
Mar07 061027 658.00 662.25 654.00 658.00 +8.00 6,628 38,914 -113
May07 061027 662.00 666.75 659.50 663.25 +7.50 2,989 25,172 +268
Jul07 061027 671.00 673.50 666.00 670.00 +7.25 4,703 25,194 -214
Aug07 061027 675.00 675.00 672.00 673.00 +7.00 113 578 +43
Sep07 061027 674.00 674.00 673.00 673.00 +5.00 11 212 +10
Total Volume and Open Interest 93,568 385,851 +933
Soybean Meal(CBOT)
Dec06 061027 188.80 189.20 186.60 187.70 +1.60 13,785 79,025 +1,421
Jan07 061027 189.00 189.80 187.00 187.80 +1.10 4,162 19,672 -997
Mar07 061027 191.50 191.80 189.20 190.10 +1.70 4,000 24,915 -850
May07 061027 192.50 192.80 190.20 191.40 +1.70 3,450 29,900 +428
Jul07 061027 194.50 194.50 192.20 193.50 +2.40 3,214 27,751 -529
Aug07 061027 195.00 195.50 193.50 194.60 +2.60 400 7,082 +1
Sep07 061027 197.00 197.00 194.50 196.50 +3.00 93 4,317 +62
Oct07 061027 197.50 197.50 195.50 196.40 +3.20 43 2,566 +28
Total Volume and Open Interest 29,769 203,814 -383
Soybean Oil(CBOT)
Dec06 061027 27.33 27.58 27.25 27.50 +0.46 15,323 73,771 +2,621
Jan07 061027 27.75 27.90 27.58 27.81 +0.44 5,460 73,797 +572
Mar07 061027 28.08 28.21 27.87 28.18 +0.46 4,150 25,121 +1,093
May07 061027 28.25 28.45 28.12 28.42 +0.42 1,585 32,816 +523
Jul07 061027 28.58 28.75 28.50 28.75 +0.45 1,508 21,624 -146
Aug07 061027 28.70 28.80 28.62 28.80 +0.40 108 4,029 +47
Sep07 061027 28.70 28.90 28.70 28.90 +0.40 1 2,573 +0
Oct07 061027 28.85 29.00 28.82 29.00 +0.38 0 2,597 +0
Total Volume and Open Interest 28,502 256,403 +4,711
Canola(WCE)
Nov06 061027 328.5 331.4 325.6 330.5 +4.7 3,559 4,651 -2,458
Jan07 061027 337.0 341.5 335.3 339.0 +3.2 7,650 53,838 +2,447
Mar07 061027 344.0 348.9 344.0 347.4 +4.4 999 6,671 +529
May07 061027 349.9 355.2 349.9 353.0 +3.5 22 3,042 +11
Jul07 061027 355.3 362.1 355.3 357.4 +2.2 108 7,959 +87
Total Volume and Open Interest 12,428 83,480 +676
Corn(CBOT)
Dec06 061027 331.50 334.00 327.50 332.50 +5.50 45,103 550,233 -2,677
Mar07 061027 345.25 346.25 340.00 344.50 +5.00 21,741 298,643 +6,687
May07 061027 351.50 353.50 347.50 352.00 +5.50 3,863 55,828 +792
Jul07 061027 357.00 359.00 352.50 357.50 +6.00 15,413 142,311 +2,597
Sep07 061027 343.00 345.50 341.00 345.00 +5.50 1,017 28,794 +678
Dec07 061027 337.00 338.50 334.75 338.25 +3.50 14,927 194,035 +3,386
Total Volume and Open Interest 105,407 1,371,306 +11,554
Wheat(CBOT)
Dec06 061027 521.50 523.00 500.00 508.50 +1.00 12,452 242,151 -3,073
Mar07 061027 534.50 534.50 517.00 525.00 +0.50 7,507 86,972 +3,663
May07 061027 513.00 513.00 504.00 505.50 -2.50 398 6,672 +107
Jul07 061027 470.00 472.00 463.00 466.50 -2.50 3,215 69,667 -834
Sep07 061027 472.00 472.00 463.00 465.00 -4.00 321 2,218 +293
Total Volume and Open Interest 25,541 472,891 +1,242
Wheat(KCBT)
Dec06 061027 543.00 544.00 524.00 530.75 +0.50 8,457 61,614 -1,737
Mar07 061027 555.00 556.00 537.50 543.00 -1.00 4,556 31,245 +1,567
May07 061027 533.00 536.00 527.00 527.00 -1.00 54 1,934 -8
Jul07 061027 490.00 490.00 479.00 483.00 +1.00 1,245 27,016 +33
Sep07 061027 485.00 486.00 477.00 485.00 +3.50 17 2,723 +13
Total Volume and Open Interest 14,356 133,965 -149
Wheat(MGE)
Dec06 061027 519.00 521.00 505.50 508.00 +1.25 2,410 20,949 -358
Mar07 061027 534.50 534.50 521.00 522.75 -1.50 957 17,116 +204
May07 061027 534.00 534.00 526.00 526.00 +2.75 89 1,609 +41
Jul07 061027 520.00 520.00 511.00 515.00 -5.00 7 1,163 -7
Sep07 061027 480.00 480.00 475.00 479.50 -0.50 99 3,097 +7
Total Volume and Open Interest 3,625 50,652 -105
Oats(CBOT)
Dec06 061027 238.50 241.00 237.25 240.50 +6.00 502 11,473 +75
Mar07 061027 242.00 250.00 242.00 248.75 +7.75 235 2,403 +37
May07 061027 245.50 245.50 245.50 245.50 +1.50 2 131 +2
Jul07 061027 248.00 248.00 246.00 246.00 +2.00 38 176 +5
Total Volume and Open Interest 879 14,442 +146
Rough Rice(CBOT)
Nov06 061027 9.45 9.47 9.39 9.40 -0.01 231 2,421 -704
Jan07 061027 9.77 9.78 9.69 9.70 -0.03 490 6,874 +0
Mar07 061027 10.02 10.04 9.98 10.00 +0.04 104 2,603 +95
May07 061027 10.34 10.34 10.25 10.25 +0.04 53 1,133 +4
Total Volume and Open Interest 899 14,067 -589
Live Cattle(CME)
Oct06 061027 91.250 91.350 89.600 89.825 -1.275 1,988 4,342 -1,202
Dec06 061027 90.750 90.850 89.200 89.275 -1.375 19,765 108,559 +1,245
Feb07 061027 92.600 92.850 91.600 91.675 -0.900 13,607 42,757 +493
Apr07 061027 91.350 91.500 90.425 90.850 -0.600 6,289 24,508 -1,119
Jun07 061027 87.225 87.350 86.400 86.875 -0.475 1,597 11,858 +383
Aug07 061027 85.500 85.600 84.950 85.550 -0.200 530 5,214 -108
Total Volume and Open Interest 44,306 199,965 +121
Feeder Cattle(CME)
Nov06 061027 103.700 104.550 103.350 103.575 -1.425 2,749 5,855 -767
Jan07 061027 102.150 102.350 101.000 101.350 -1.675 2,145 11,486 -222
Mar07 061027 100.800 100.900 100.000 100.200 -1.300 401 2,297 -73
Apr07 061027 100.500 100.750 100.225 100.250 -1.350 48 309 +16
May07 061027 101.100 101.100 100.100 100.225 -1.425 196 749 +146
Aug07 061027 102.750 103.000 102.250 102.600 -1.300 75 389 -46
Sep07 061027 102.600 102.950 102.500 102.525 -1.375 106 529 +14
Total Volume and Open Interest 5,917 22,953 -973
Lean Hogs(CME)
Dec06 061027 64.700 64.950 63.775 64.600 +0.125 19,803 95,608 -484
Feb07 061027 67.000 67.500 66.400 67.425 +0.225 13,606 41,942 +2,169
Apr07 061027 67.500 67.775 66.800 67.650 -0.125 7,876 23,618 +518
May07 061027 69.900 70.750 69.500 70.625 +0.400 439 2,174 +93
Jun07 061027 71.500 72.325 71.200 72.200 +0.125 2,103 11,280 +324
Jul07 061027 69.500 70.150 69.400 69.900 +0.150 236 2,347 +138
Aug07 061027 67.250 67.800 67.150 67.800 +0.150 209 2,160 +43
Oct07 061027 60.750 60.750 60.150 60.700 +0.200 125 1,553 +26
Total Volume and Open Interest 44,465 181,034 +2,855
Pork Bellies(CME)
Feb07 061027 91.500 92.400 91.450 92.025 -0.150 351 805 -2
Mar07 061027 92.100 92.100 91.900 91.900 -0.200 0 63 +0
May07 061027 92.500 92.500 92.500 92.500 unch 0 11 +0
Jul07 061027 91.850 91.850 91.850 91.850 unch 0 1 +0
Aug07 061027 91.400 91.400 91.400 91.400 unch 0 1 +0
Total Volume and Open Interest 351 881 -2
Class III Milk(CME)
Oct06 061027 12.35 12.37 12.35 12.35 +0.02 0 3,920 +0
Nov06 061027 12.52 12.60 12.47 12.53 +0.01 122 3,784 -26
Dec06 061027 12.82 12.95 12.75 12.95 +0.15 112 3,642 -3
Jan07 061027 12.99 13.05 12.94 13.02 +0.03 178 2,419 +25
Feb07 061027 12.98 13.05 12.94 13.01 +0.03 118 2,035 +30
Total Volume and Open Interest 1,257 29,524 +158
Cocoa(NYBOT)
Dec06 061027 1493 1493 1465 1470 -19 17,701 68,255 -10,071
Mar07 061027 1512 1516 1496 1500 -14 13,136 40,057 +3,448
May07 061027 1537 1537 1521 1523 -15 741 14,999 +618
Jul07 061027 1550 1550 1545 1545 -15 4 6,462 -4
Sep07 061027 1569 1569 1569 1569 -14 208 11,577 -14
Dec07 061027 1596 1596 1594 1594 -13 735 10,086 +388
Mar08 061027 1619 1619 1619 1619 -14 0 2,901 +0
Total Volume and Open Interest 32,525 157,926 -5,635
Coffee "C"(NYBOT)
Dec06 061027 107.40 108.20 106.30 108.00 +0.40 7,941 69,221 -127
Mar07 061027 111.25 112.00 110.50 112.00 +0.45 2,793 25,418 +564
May07 061027 113.80 114.80 113.25 114.70 +0.45 775 5,723 +254
Jul07 061027 116.40 117.30 116.00 117.30 +0.45 339 2,778 +29
Sep07 061027 119.00 119.75 118.70 119.75 +0.45 239 2,379 +25
Dec07 061027 121.80 122.65 121.80 122.65 +0.45 372 2,243 +23
Total Volume and Open Interest 13,056 114,089 +1,014
Orange Juice(NYBOT)
Nov06 061027 197.50 197.75 196.75 197.15 +0.40 595 5,791 -318
Jan07 061027 198.00 198.45 196.50 197.30 +0.35 1,149 19,373 +253
Mar07 061027 197.50 197.50 196.75 197.20 +1.10 153 4,379 -73
May07 061027 195.00 195.70 195.00 195.70 +0.70 12 1,202 +12
Jul07 061027 193.75 194.20 193.75 194.20 +0.45 6 180 +0
Total Volume and Open Interest 1,928 31,097 -117
Sugar #11(NYBOT)
Mar07 061027 11.85 11.99 11.73 11.79 -0.03 20,346 251,010 -417
May07 061027 11.92 12.10 11.85 11.92 -0.04 2,843 62,604 +624
Jul07 061027 11.90 12.05 11.84 11.89 -0.07 3,436 59,484 +563
Oct07 061027 12.07 12.16 11.95 12.05 -0.09 872 39,946 +321
Mar08 061027 12.38 12.50 12.37 12.41 -0.05 1,420 29,101 +584
Total Volume and Open Interest 30,024 465,606 +1,743
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061027 19.95 20.00 19.80 19.95 -0.10 114 2,544 +80
Mar07 061027 19.94 20.00 19.94 19.99 -0.05 45 2,778 +4
May07 061027 20.00 20.05 20.00 20.03 -0.05 92 2,300 +36
Jul07 061027 20.34 20.34 20.34 20.34 -0.05 12 1,969 -1
Total Volume and Open Interest 457 12,048 +265
London Cocoa(LCE)
Dec06 061027 840 845 820 829 -11 3,523 85,206 -359
Mar07 061027 862 862 841 846 -11 1,093 51,882 +187
May07 061027 874 874 849 858 -11 3 20,466 +1
Jul07 061027 885 885 869 869 -13 5 13,559 -1
Sep07 061027 896 896 880 880 -13 22 12,007 +6
Dec07 061027 908 908 887 893 -13 32 13,238 -18
Mar08 061027 916 916 899 906 -13 0 4,210 +0
Total Volume and Open Interest 4,678 202,185 -184
London Coffee(LCE)
Nov06 061027 1527.00 1527.00 1507.00 1516.00 +1.00 5,168 25,192 -2,506
Jan07 061027 1529.00 1533.00 1516.00 1526.00 +2.00 6,670 69,982 +3,056
Mar07 061027 1514.00 1514.00 1502.00 1511.00 +2.00 2,928 36,388 +818
May07 061027 1512.00 1512.00 1502.00 1511.00 +1.00 465 5,906 +233
Jul07 061027 1507.00 1509.00 1506.00 1509.00 -1.00 8 3,003 +8
Sep07 061027 1509.00 1509.00 1509.00 1509.00 -1.00 25 4,771 -25
Total Volume and Open Interest 15,289 146,400 +1,609
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061027 403.00 404.80 399.80 401.00 -1.00 1,599 21,176 -469
Mar07 061027 368.30 369.00 364.90 366.50 -0.80 1,388 23,208 +664
May07 061027 361.60 363.50 359.90 362.00 unch 801 6,681 +325
Aug07 061027 354.30 356.50 352.10 355.50 +0.50 137 3,292 -52
Total Volume and Open Interest 3,928 58,237 +468
Cotton(NYBOT)
Dec06 061027 50.50 50.80 50.25 50.79 +0.19 14,180 109,868 -2,798
Mar07 061027 53.40 54.00 53.35 53.98 +0.34 5,169 48,055 +79
May07 061027 54.75 55.38 54.70 55.38 +0.43 823 6,786 +456
Jul07 061027 56.00 56.40 55.85 56.30 +0.30 475 6,831 +176
Oct07 061027 57.55 57.55 57.55 57.55 +0.27 1 99 -1
Dec07 061027 58.60 58.90 58.50 58.73 +0.23 663 10,260 +254
Total Volume and Open Interest 21,354 183,245 -1,839
Lumber(CME)
Nov06 061027 242.6 245.8 241.0 245.2 +2.2 336 2,078 -179
Jan07 061027 263.8 263.9 261.0 262.5 -1.4 374 3,913 +52
Mar07 061027 283.0 284.0 278.7 278.7 -1.6 22 376 +8
May07 061027 295.1 295.1 283.0 283.0 -8.1 5 25 +1
Total Volume and Open Interest 737 6,406 -118
Crude Oil(NYM)
Dec06 061027 60.40 61.00 59.90 60.75 +0.39 165,972 318,724 -9,688
Jan07 061027 62.10 62.60 61.75 62.53 +0.54 50,602 124,382 +3,269
Feb07 061027 63.45 63.95 63.00 63.72 +0.60 12,562 48,003 +356
Mar07 061027 64.25 64.61 63.90 64.61 +0.66 6,531 41,882 -67
Apr07 061027 64.80 65.31 64.50 65.31 +0.67 7,439 35,539 -1,321
May07 061027 65.91 65.91 65.91 65.91 +0.69 3,987 29,898 -2,460
Jun07 061027 65.70 66.41 65.70 66.41 +0.70 5,730 68,343 +766
Jul07 061027 66.35 66.85 66.35 66.85 +0.71 1,229 16,319 -526
Aug07 061027 66.65 67.23 66.65 67.23 +0.72 892 13,626 +367
Sep07 061027 67.50 67.55 67.50 67.55 +0.73 1,860 18,316 +674
Oct07 061027 67.50 67.83 67.50 67.83 +0.74 2,414 16,948 -100
Nov07 061027 68.08 68.08 68.08 68.08 +0.76 2,679 13,622 -1,642
Dec07 061027 67.25 68.28 67.25 68.28 +0.77 10,199 117,889 +1,841
Jan08 061027 68.45 68.45 68.45 68.45 +0.78 3,065 13,957 -965
Feb08 061027 68.58 68.58 68.58 68.58 +0.77 650 9,963 +0
Mar08 061027 68.68 68.68 68.68 68.68 +0.76 2,469 13,109 +1,314
Total Volume and Open Interest 289,282 1,131,857 -7,347
Heating Oil(NYM)
Nov06 061027 169.85 170.50 168.10 169.44 -0.56 14,294 13,856 -741
Dec06 061027 173.75 174.70 171.90 173.85 -0.15 27,344 79,378 +1,071
Jan07 061027 178.80 179.70 177.70 179.05 unch 7,586 40,625 +638
Feb07 061027 181.50 182.70 180.50 182.00 +0.15 3,131 21,285 +655
Mar07 061027 181.50 182.80 181.25 182.20 +0.30 1,318 12,578 +186
Apr07 061027 180.50 182.50 180.50 181.75 +0.50 610 10,849 +123
May07 061027 180.50 181.50 180.25 181.30 +0.70 474 4,179 +174
Jun07 061027 180.50 182.00 180.50 181.45 +0.75 1,929 19,125 +134
Jul07 061027 180.50 182.50 180.50 182.50 +0.80 23 2,559 +10
Aug07 061027 182.90 184.20 182.90 184.20 +0.85 475 2,711 +133
Sep07 061027 185.15 186.55 185.15 186.55 +0.90 287 4,425 +213
Oct07 061027 188.10 189.25 188.10 189.25 +0.95 22 1,411 +2
Total Volume and Open Interest 57,762 225,158 +2,695
Unleaded Gas(NYM)
Nov06 061027 156.00 157.70 155.40 155.99 -0.38 5,094 3,130 -1,327
Dec06 061027 154.00 156.50 153.25 155.81 +1.69 4,199 9,773 -360
Jan07 061027 157.50 158.41 157.00 158.41 +1.69 695 4,670 -113
Total Volume and Open Interest 9,988 17,573 -1,800
RBOB Gasoline(NYMEX)
Nov06 061027 154.08 156.50 152.75 155.63 +1.41 13,896 11,349 -2,281
Dec06 061027 155.60 157.50 154.50 157.33 +1.51 15,223 37,425 +1,772
Jan07 061027 160.35 161.33 158.47 161.33 +1.76 3,609 19,026 +711
Feb07 061027 163.76 164.93 162.57 164.93 +1.86 1,178 4,186 -213
Mar07 061027 168.38 168.38 168.38 168.38 +1.91 847 5,105 -354
Apr07 061027 182.93 182.93 182.93 182.93 +1.96 330 4,815 +76
May07 061027 183.72 185.93 183.25 185.93 +2.01 28 6,604 +22
Jun07 061027 188.38 188.38 188.38 188.38 +2.06 671 3,803 -316
Jul07 061027 189.88 189.88 189.88 189.88 +2.11 5 1,560 -5
Aug07 061027 190.43 190.43 190.43 190.43 +2.11 69 1,070 -64
Total Volume and Open Interest 36,540 100,738 -554
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061027 157.33 157.33 157.33 157.33 +1.51      
Jan07 061027 161.33 161.33 161.33 161.33 +1.76      
Feb07 061027 164.93 164.93 164.93 164.93 +1.86      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061027 7.420 7.720 7.060 7.153 -0.344 54,356 15,246 -22,899
Dec06 061027 8.030 8.450 7.740 7.827 -0.240 25,318 84,875 -294
Jan07 061027 8.470 8.770 8.150 8.277 -0.220 8,288 67,335 -2,403
Feb07 061027 8.480 8.795 8.327 8.327 -0.205 5,355 36,363 +384
Mar07 061027 8.320 8.630 8.060 8.172 -0.180 4,099 98,564 +1,441
Apr07 061027 7.750 7.975 7.550 7.582 -0.190 5,555 94,828 +4,382
May07 061027 7.710 7.740 7.539 7.539 -0.190 2,546 25,339 -131
Jun07 061027 7.790 7.900 7.618 7.618 -0.192 330 13,556 +60
Jul07 061027 7.880 8.000 7.706 7.706 -0.194 147 11,289 -12
Aug07 061027 7.950 8.120 7.763 7.763 -0.197 49 14,024 +22
Sep07 061027 7.985 8.100 7.808 7.808 -0.197 41 11,679 -4
Oct07 061027 8.070 8.280 7.893 7.893 -0.194 890 38,137 +393
Nov07 061027 8.470 8.630 8.318 8.318 -0.214 235 22,659 +24
Dec07 061027 9.002 9.100 8.763 8.763 -0.239 1,236 33,765 -557
Jan08 061027 9.195 9.247 9.008 9.008 -0.249 706 28,927 +142
Feb08 061027 9.250 9.400 9.013 9.013 -0.241 301 16,988 -100
Total Volume and Open Interest 113,614 912,365 -19,363
Brent Crude Oil(ICE)
Dec06 061027 60.95 61.33 60.13 61.08 +0.31 85,563 123,118 -1,039
Jan07 061027 62.35 62.67 61.45 62.43 +0.37 38,957 153,784 +2,313
Feb07 061027 63.25 63.80 62.55 63.58 +0.47 14,760 49,711 +2,555
Mar07 061027 64.14 64.46 63.37 64.44 +0.53 4,750 27,249 -90
Apr07 061027 64.74 65.13 64.35 65.13 +0.57 1,686 24,254 +284
May07 061027 65.45 65.70 65.45 65.70 +0.59 458 14,982 -16
Jun07 061027 65.53 66.20 65.40 66.20 +0.62 2,540 41,873 +181
Jul07 061027 66.62 66.62 66.62 66.62 +0.64 0 7,331 +99
Aug07 061027 66.97 66.97 66.97 66.97 +0.61 0 3,843 +0
Sep07 061027 67.27 67.27 67.27 67.27 +0.59 0 3,809 +1
Oct07 061027 67.53 67.53 67.53 67.53 +0.59 0 3,911 +1
Nov07 061027 67.75 67.75 67.75 67.75 +0.60 0 7,897 +0
Dec07 061027 67.10 67.93 67.07 67.93 +0.61 5,702 45,659 -859
Jan08 061027 68.08 68.08 68.08 68.08 +0.62 0 6,994 +500
Total Volume and Open Interest 158,221 564,805 +6,560
Gas Oil(ICE)
Nov06 061027 541.00 543.50 533.75 537.75 -5.75 29,460 55,163 -2,915
Dec06 061027 545.25 547.50 538.00 541.25 -6.50 21,812 74,340 +1,448
Jan07 061027 552.25 554.50 545.50 549.00 -5.75 9,707 43,190 -205
Feb07 061027 560.00 561.00 553.50 556.25 -5.25 3,022 21,181 +1,140
Mar07 061027 561.00 566.50 561.00 562.50 -5.00 1,044 14,072 +287
Apr07 061027 566.75 566.75 566.75 566.75 -5.00 585 8,357 -38
May07 061027 570.75 570.75 570.75 570.75 -5.00 0 5,416 +37
Jun07 061027 575.50 575.50 575.25 575.25 -4.75 2,016 23,692 +285
Jul07 061027 580.75 580.75 580.75 580.75 -4.50 0 2,737 +0
Aug07 061027 586.25 586.25 586.25 586.25 -4.25 0 504 +0
Total Volume and Open Interest 68,824 289,100 +573
US Dollar Index(NYBOT)
Dec06 061027 85.72 85.88 85.22 85.34 -0.37 8,311 30,157 -144
Mar07 061027 85.04 85.10 84.96 85.05 -0.37 12 2,044 -4
Jun07 061027 84.77 84.77 84.77 84.77 -0.37 0 13 +0
Total Volume and Open Interest 8,323 32,219 -148
Australian Dollar(CME)
Dec06 061027 76.52 76.86 76.50 76.82 +0.50 4,771 84,536 -4,949
Mar07 061027 76.64 76.64 76.64 76.64 +0.50 0 772 +13
Jun07 061027 76.50 76.50 76.50 76.50 +0.50 0 103 +0
Total Volume and Open Interest 4,771 85,423 -4,936
British Pound(CME)
Dec06 061027 189.19 190.12 189.17 189.71 +0.57 5,726 107,605 +6,632
Mar07 061027 189.81 189.81 189.81 189.81 +0.56 0 590 -121
Jun07 061027 189.81 189.81 189.81 189.81 +0.56 0 13 +0
Total Volume and Open Interest 5,726 108,210 +6,509
Canadian Dollar(CME)
Dec06 061027 89.07 89.60 89.07 89.50 +0.31 11,068 100,203 +3,322
Mar07 061027 89.80 89.86 89.72 89.75 +0.31 46 1,812 +71
Jun07 061027 90.02 90.02 90.02 90.02 +0.31 2 374 +0
Sep07 061027 90.30 90.30 90.29 90.29 +0.31 6 215 +2
Total Volume and Open Interest 11,122 102,648 +3,396
Japanese Yen(CME)
Dec06 061027 85.01 85.97 85.01 85.62 +0.56 6,429 251,382 -14,421
Mar07 061027 86.67 86.67 86.67 86.67 +0.57 0 16,929 +45
Jun07 061027 87.67 87.67 87.67 87.67 +0.57 0 3 +0
Total Volume and Open Interest 6,429 268,439 -14,376
Swiss Franc(CME)
Dec06 061027 80.13 80.56 80.12 80.49 +0.32 5,442 99,977 -7,907
Mar07 061027 81.17 81.17 81.17 81.17 +0.32 1 419 -1
Jun07 061027 81.86 81.86 81.86 81.86 +0.32 0 32 +0
Total Volume and Open Interest 5,443 100,517 -7,908
EuroFX(CME)
Dec06 061027 127.19 127.84 127.19 127.68 +0.43 9,124 155,748 -1,531
Mar07 061027 128.15 128.21 128.15 128.21 +0.43 136 2,845 +490
Jun07 061027 128.65 128.65 128.65 128.65 +0.43 0 76 +0
Total Volume and Open Interest 9,260 158,748 -1,041
Mexican Peso(CME)
Nov06 061027 9310.0 9310.0 9310.0 9310.0 unch 0 20 +0
Dec06 061027 9267.0 9322.0 9265.0 9300.0 unch 4,832 100,328 +2,696
Total Volume and Open Interest 4,843 102,333 +2,701
30-Year T-Bonds(CBOT)
Dec06 061027 111~11 111~31 111~08 111~27 +0~16 342,060 725,694 +23,010
Mar07 061027 111~10 112~16 111~10 111~25 +0~16 2,102 13,100 +310
Jun07 061027 112~09 112~09 111~24 111~24 +0~16 0 20 +0
Total Volume and Open Interest 344,167 738,820 +23,324
10-Year T-Notes(CBOT)
Dec06 061027 107~150 107~260 107~125 107~240 +0~090 1,196,761 2,421,505 -25,584
Mar07 061027 107~180 107~270 107~150 107~255 +0~095 10,616 86,871 +645
Total Volume and Open Interest 1,207,377 2,508,382 -24,939
5-Year T-Notes(CBOT)
Dec06 061027 105~040 105~100 105~035 105~090 +0~065 526,295 0 +0
Mar07 061027 105~085 105~120 105~085 105~120 +0~070 1,035 0 +0
Total Volume and Open Interest 527,330    
2 Year T-Notes(CBOT)
Dec06 061027 102~002 102~013 102~001 102~012 +0~014 3,751 680,433 +1,802
Mar07 061027 102~033 102~033 102~033 102~033 +0~015 0 7 +0
Total Volume and Open Interest 3,751 680,440 +1,802
Eurodollars(CME)
Dec06 061027 94.615 94.625 94.615 94.625 +0.010 16,963 1,370,887 +6,920
Mar07 061027 94.715 94.745 94.710 94.740 +0.035 27,467 1,360,296 +10,290
Jun07 061027 94.860 94.910 94.855 94.895 +0.050 45,717 1,177,860 -14,275
Sep07 061027 95.015 95.075 95.015 95.065 +0.065 17,830 1,152,043 +5,679
Dec07 061027 95.115 95.180 95.115 95.175 +0.080 34,894 1,157,510 +14,173
Mar08 061027 95.140 95.215 95.140 95.205 +0.080 23,388 750,008 -86
Jun08 061027 95.130 95.195 95.130 95.185 +0.070 43,093 545,004 +2,410
Sep08 061027 95.115 95.175 95.115 95.165 +0.065 13,973 433,480 +4,126
Dec08 061027 95.125 95.140 95.100 95.135 +0.065 9,427 341,767 +765
Mar09 061027 95.105 95.110 95.070 95.105 +0.060 13,357 332,749 +2,899
Jun09 061027 95.070 95.080 95.040 95.070 +0.055 10,796 226,955 +3,229
Sep09 061027 95.045 95.045 95.005 95.035 +0.050 7,800 152,294 +442
Dec09 061027 95.000 95.005 94.975 94.990 +0.045 5,001 137,095 +1,317
Mar10 061027 94.940 94.985 94.940 94.965 +0.040 5,306 121,040 +1,549
Jun10 061027 94.945 94.945 94.920 94.930 +0.040 7,263 100,841 +75
Sep10 061027 94.915 94.915 94.890 94.900 +0.040 4,606 94,924 +50
Dec10 061027 94.870 94.870 94.845 94.860 +0.040 3,258 104,757 -614
Mar11 061027 94.855 94.855 94.830 94.845 +0.040 1,914 56,328 -7
Total Volume and Open Interest 299,041 9,840,517 +40,075
3-Mth Euro-Yen(CME)
Dec06 061027 99.47 99.48 99.47 99.48 +0.03 286 21,334 -220
Mar07 061027 99.33 99.33 99.33 99.33 +0.02 1,424 11,910 +258
Jun07 061027 99.21 99.21 99.21 99.21 +0.02 743 8,553 +560
Sep07 061027 99.09 99.11 99.09 99.10 +0.02 77 2,797 -43
Dec07 061027 98.99 98.99 98.99 98.99 +0.01 478 7,392 +314
Mar08 061027 98.90 98.90 98.90 98.90 +0.02 0 3,301 +0
Jun08 061027 98.79 98.79 98.79 98.79 unch 0 269 +0
Sep08 061027 98.70 98.70 98.70 98.70 unch 0 1 +0
Dec08 061027 98.61 98.61 98.61 98.61 +0.01 0 8 +0
Mar09 061027 98.48 98.48 98.48 98.48 +0.01      
Total Volume and Open Interest 3,008 55,565 +869
3-Mth Euro-Yen(SIMEX)
Dec06 061027 99.46 99.48 99.46 99.47 +0.01 3,410 83,993 +281
Mar07 061027 99.32 99.34 99.32 99.32 +0.01 5,219 77,915 +2,217
Jun07 061027 99.22 99.23 99.20 99.20 +0.01 4,406 38,846 +1,902
Sep07 061027 99.12 99.12 99.09 99.09 +0.01 4,469 31,180 +1,729
Dec07 061027 99.03 99.03 98.99 98.99 +0.01 3,650 45,511 +580
Mar08 061027 98.89 98.89 98.89 98.89 +0.01 620 26,986 +175
Jun08 061027 98.80 98.80 98.80 98.80 +0.01 0 7,400 +0
Sep08 061027 98.72 98.72 98.72 98.72 +0.01 0 1,543 -94
Total Volume and Open Interest 21,774 314,911 +6,790
German Euro-Bund(EUREX)
Dec06 061027 116.78 117.31 116.70 117.17 +0.41 1,004,515 1,533,188 -17,675
Mar07 061027 116.94 117.45 116.94 117.32 +0.41 5,384 18,547 +3,377
Jun07 061027 116.82 116.82 116.82 116.82 +0.41 2 3 +0
Total Volume and Open Interest 1,009,901 1,551,738 -14,298
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061027 109.44 109.62 109.44 109.62 +0.18 10 6,700 +6
Jun07 061027 109.00 109.00 109.00 109.00 +0.16      
Total Volume and Open Interest 513,460 996,473 -8,165
Long Gilt(LIFFE)
Dec06 061027 108~30 109~17 108~27 109~12 +0~15 75,084 246,610 -1,027
Mar07 061027 109~09 109~09 109~09 109~09 +0~15      
Total Volume and Open Interest 75,084 246,638 -1,027
3-Mth Short Sterling(LIFFE)
Dec06 061027 94.71 94.71 94.71 94.71 -0.01 19,983 374,571 -1,346
Mar07 061027 94.61 94.61 94.61 94.61 unch 46,905 444,245 -3,187
Jun07 061027 94.60 94.60 94.60 94.60 +0.01 42,995 411,150 -1,572
Total Volume and Open Interest 227,071 2,210,565 +2,858
3-Mth Euribor(LIFFE)
Dec06 061027 96.275 96.285 96.275 96.280 +0.005 75,384 707,335 +719
Mar07 061027 96.115 96.130 96.105 96.120 +0.005 136,521 710,804 +10,902
Jun07 061027 96.065 96.095 96.055 96.075 +0.005 142,646 567,957 +7,400
Total Volume and Open Interest 670,175 3,581,058 +37,592
3-Mth Aus T-Bills(SFE)
Dec06 061027 93.59 93.59 93.58 93.59 unch 13,078 172,904 -3,036
Mar07 061027 93.50 93.51 93.48 93.49 -0.01 23,774 318,778 +14,527
Jun07 061027 93.51 93.52 93.49 93.51 unch 13,929 130,467 +11,564
Sep07 061027 93.55 93.55 93.53 93.55 +0.01 4,491 59,018 +2,774
Dec07 061027 93.58 93.58 93.57 93.58 +0.02 1,115 37,288 +1,069
Mar08 061027 93.59 93.60 93.59 93.60 +0.02 458 18,576 +1,341
Jun08 061027 93.60 93.61 93.60 93.61 +0.02 3,621 16,413 +1,305
Sep08 061027 93.61 93.63 93.61 93.63 +0.04 834 8,815 +854
Dec08 061027 93.61 93.64 93.61 93.64 +0.05 207 3,342 +57
Mar09 061027 93.64 93.64 93.64 93.64 +0.04 50 2,226 +0
Total Volume and Open Interest 61,559 769,031 +30,455
10-Year Aus T-Bonds(SFE)
Dec06 061027 94.29 94.32 94.29 94.32 +0.05 26,451 468,752 +11,343
Mar07 061027 94.32 94.32 94.32 94.32 +0.05      
Total Volume and Open Interest 26,451 468,752 +11,343
3-Year Aus T-Bonds(SFE)
Dec06 061027 94.05 94.05 94.02 94.04 +0.02 77,642 672,756 +45,195
Mar07 061027 94.04 94.04 94.04 94.04 +0.02      
Total Volume and Open Interest 77,642 672,756 +45,195
Gold(CMX)
Oct06 061027 598.2 598.2 598.2 598.2 +1.4 26 21 -196
Dec06 061027 597.3 602.5 596.1 601.0 +1.2 34,611 186,657 +2,751
Feb07 061027 603.5 608.0 603.0 607.0 +1.3 1,196 36,050 +262
Apr07 061027 610.0 613.0 609.0 612.8 +1.3 293 10,215 +26
Jun07 061027 618.3 618.5 615.0 618.5 +1.3 4,178 18,926 -3,833
Aug07 061027 625.0 625.0 624.2 624.2 +1.3 2 1,834 +0
Oct07 061027 629.8 629.8 629.8 629.8 +1.3 0 12,562 +0
Dec07 061027 635.0 635.3 633.0 635.3 +1.2 4,080 28,161 -3,903
Feb08 061027 640.7 640.7 640.7 640.7 +1.1 0 2,301 +0
Apr08 061027 646.2 646.2 646.2 646.2 +1.1 0 1,214 +0
Jun08 061027 651.7 651.7 651.7 651.7 +1.0 3,000 3,285 -2,925
Aug08 061027 657.1 657.1 657.1 657.1 +0.9      
Total Volume and Open Interest 50,386 321,783 -10,743
Silver(CMX)
Dec06 061027 1215.0 1224.0 1204.0 1208.0 -16.0 17,183 67,617 +1,440
Mar07 061027 1232.0 1239.0 1222.0 1224.7 -16.1 2,836 19,369 +549
May07 061027 1241.0 1241.0 1233.7 1233.7 -16.2 4 4,128 +4
Jul07 061027 1262.0 1262.0 1242.8 1242.8 -16.1 6 8,415 +2
Sep07 061027 1249.8 1249.8 1249.8 1249.8 -16.0 126 2,052 +124
Dec07 061027 1260.0 1270.0 1254.0 1256.0 -16.0 340 5,277 +286
Mar08 061027 606.6 606.6 606.6 606.6 -16.0 0 131 +0
Total Volume and Open Interest 20,611 112,098 +2,424
Platinum(NYM)
Jan07 061027 1077.2 1082.8 1077.0 1079.7 -3.6 1,265 7,200 +157
Apr07 061027 1084.7 1084.7 1084.7 1084.7 -3.6 0 25 +0
Jul07 061027 434.3 434.3 434.3 434.3 -3.6 0 7 +0
Oct07 061027 1094.7 1094.7 1094.7 1094.7 -3.6      
Total Volume and Open Interest 1,306 7,271 +169
Palladium(NYME)
Dec06 061027 320.20 323.00 318.00 323.00 -3.50 616 12,221 +230
Mar07 061027 331.00 331.00 328.10 328.10 -3.40 25 164 -2
Jun07 061027 333.60 333.60 333.60 333.60 -3.40 0 32 +0
Total Volume and Open Interest 641 12,418 +228
Copper(CMX)
Dec06 061027 341.25 342.00 338.25 340.50 +0.50 5,474 48,873 -477
Mar07 061027 340.30 340.50 338.50 339.85 +0.90 1,305 11,536 +572
May07 061027 336.00 338.00 336.00 336.85 +1.15 155 2,928 +94
Jul07 061027 331.50 332.10 331.50 332.10 +1.40 147 1,447 +1
Sep07 061027 325.25 326.55 325.25 326.55 +1.60 2 828 +0
Total Volume and Open Interest 8,419 75,362 +265
Aluminum(CMX)
Oct06 061027 128.65 128.65 128.65 128.65 +3.05 1 2 -6
Nov06 061027 129.50 129.50 128.50 129.15 +2.65 1 171 +1
Dec06 061027 129.40 129.40 129.40 129.40 +2.65 0 592 +0
Jan07 061027 128.10 128.10 128.10 128.10 +2.45 0 10 +0
Feb07 061027 127.00 127.00 127.00 127.00 +2.50      
Mar07 061027 125.90 125.90 125.90 125.90 +2.45      
Total Volume and Open Interest 3 841 -4
DJIA Index(CBOT)
Dec06 061027 12173 12190 12110 12137 -52 5,674 63,279 +317
Mar07 061027 12250 12250 12210 12225 -47 20 77 -9
Jun07 061027 12307 12307 12307 12307 -52      
Sep07 061027 12392 12392 12392 12392 -52 0 2 +0
Total Volume and Open Interest 5,694 63,358 +308
S & P 500(CME)
Dec06 061027 1391.00 1392.20 1381.20 1384.80 -8.10 24,045 602,208 -1,415
Mar07 061027 1395.00 1396.60 1394.20 1396.60 -8.10 396 10,286 -2
Jun07 061027 1408.60 1408.60 1408.60 1408.60 -8.40 1 4,687 +0
Sep07 061027 1421.20 1421.20 1421.20 1421.20 -8.60 0 1,499 +0
Total Volume and Open Interest 24,442 618,972 -1,417
S & P 500 E-Mini(Globex)
Dec06 061027 1392.50 1393.50 1381.00 1384.75 -8.25 1,096,982 1,603,417 +11,380
Mar07 061027 1405.00 1408.25 1394.25 1396.50 -8.25 623 8,881 +99
Total Volume and Open Interest 1,097,605 1,612,298 +11,479
NASDAQ 100(CME)
Dec06 061027 1749.00 1753.00 1722.00 1731.50 -21.50 8,940 59,375 +3,886
Mar07 061027 1752.50 1752.50 1752.50 1752.50 -21.50 0 5 +0
Jun07 061027 1770.50 1770.50 1770.50 1770.50 -21.50 0 5 +0
Total Volume and Open Interest 8,940 59,385 +3,886
NASDAQ 100 E-Mini(Globex)
Dec06 061027 1753.00 1757.00 1722.30 1731.50 -21.50 308,277 437,153 +8,259
Mar07 061027 1777.00 1777.00 1746.50 1752.50 -21.50 70 389 -7
Total Volume and Open Interest 308,347 437,542 +8,252
S & P Midcap 400(CME)
Dec06 061027 798.25 800.00 791.00 791.30 -8.30 133 9,015 -40
Mar07 061027 798.30 798.30 798.30 798.30 -8.30      
Jun07 061027 805.30 805.30 805.30 805.30 -8.30      
Total Volume and Open Interest 133 9,015 -40
Russell 2000(CME)
Dec06 061027 777.75 779.25 768.60 770.00 -9.30 1,289 37,702 +744
Mar07 061027 776.50 776.50 776.50 776.50 -9.30 0 34 +0
Jun07 061027 783.00 783.00 783.00 783.00 -9.30      
Total Volume and Open Interest 1,289 37,744 +744
Russell 2000 E-Mini(Globex)
Dec06 061027 779.10 779.70 768.10 770.00 -9.30 161,896 416,613 +4,035
Mar07 061027 785.50 786.00 775.50 776.50 -9.30 269 314 -3
Total Volume and Open Interest 162,165 416,927 +4,032
Value Line(KCBT)
Dec06 061027 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061027 16660 16660 16500 16525 -345      
Mar07 061027 16550 16550 16525 16550 -345      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061027 16885 16905 16650 16700 -120 48,473 256,630 +1,286
Mar07 061027 16880 16900 16670 16685 -140 2 67 +3
Jun07 061027 16625 16625 16625 16625 -145 0 1 +0
Total Volume and Open Interest 48,475 256,952 +1,289
CAC 40(EURONEXT)
Oct06 061020 5367.5 5399.5 5359.0 5367.0 +9.0 172,637 438,812 -106,530
Nov06 061027 5450.0 5459.0 5381.0 5408.0 -36.0 68,301 427,560 -11,011
Dec06 061027 5451.5 5452.0 5388.0 5409.5 -36.0 726 81,683 -530
Total Volume and Open Interest 69,045 509,569 -11,523
Hang Seng Index(HKFE)
Oct06 061027 18380 18445 18378 18392 -26 72,387 70,972 -21,295
Nov06 061027 18383 18485 18216 18299 -130 53,259 89,883 +42,906
Dec06 061027 18436 18509 18250 18336 -114 255 1,970 +68
Total Volume and Open Interest 125,953 163,403 +21,719
DAX(EUREX)
Dec06 061027 6327.0 6331.0 6259.0 6293.0 -17.5 117,076 240,066 +1,475
Mar07 061027 6385.0 6389.5 6322.5 6352.0 -17.5 616 7,899 -2
Jun07 061027 6449.5 6449.5 6386.5 6414.0 -18.0 485 2,150 -8
Total Volume and Open Interest 118,177 250,115 +1,465
FT-SE 100(EURONEXT)
Dec06 061027 6214.00 6224.50 6144.50 6170.00 -24.50 67,860 510,267 -4,841
Mar07 061027 6228.50 6228.50 6167.00 6190.00 -24.50 62 5,005 +34
Jun07 061027 6212.50 6212.50 6212.50 6212.50 -24.50 0 2,324 +0
Total Volume and Open Interest 67,928 518,108 -4,801
SPI 200(SFE)
Dec06 061027 5382.0 5383.0 5344.0 5366.0 -13.0 11,929 278,765 +4,953
Mar07 061027 5390.0 5390.0 5379.0 5379.0 -12.0 18 3,386 -95
Jun07 061027 5412.0 5412.0 5412.0 5412.0 -13.0 0 3,686 +0
Total Volume and Open Interest 12,275 289,409 +5,178
GSCI(CME)
Nov06 061027 443.60 444.20 439.50 442.20 +0.50 1,463 21,608 +1,050
Dec06 061027 452.00 452.00 452.00 452.00 +0.50 0 3 +0
Jan07 061027 457.00 457.00 457.00 457.00 +1.00      
Total Volume and Open Interest 1,463 21,611 +1,050
Reuters CRB Index(NYBOT)
Nov06 061027 390.00 390.25 389.75 389.75 +0.25 9 304 -5
Jan07 061027 393.00 393.00 392.75 392.75 +0.25 0 426 +0
Feb07 061027 392.75 392.75 392.75 392.75 +0.25 0 7 +0
Total Volume and Open Interest 9 940 -5
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!!!