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 November 15, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061115 672.50 676.00 662.50 663.75 -7.50 33,978 221,287 +3,534
Mar07 061115 685.50 688.50 675.50 676.00 -8.50 6,619 56,535 +1,050
May07 061115 694.00 697.00 684.00 684.25 -8.75 3,029 31,746 +1,219
Jul07 061115 702.00 705.00 692.50 693.25 -9.25 3,118 29,729 +376
Aug07 061115 706.00 706.00 696.00 696.00 -6.00 7 1,096 +21
Sep07 061115 710.00 710.00 698.00 698.00 -5.00 0 442 +15
Nov07 061115 709.00 714.00 699.50 703.50 -6.00 3,009 45,179 +301
Total Volume and Open Interest 51,686 394,369 +5,728
Soybean Meal(CBOT)
Dec06 061115 195.00 195.50 192.00 192.50 -1.90 13,778 63,757 -5,456
Jan07 061115 196.30 196.50 193.10 193.40 -1.80 9,349 32,960 +644
Mar07 061115 199.00 199.00 195.60 196.10 -1.50 4,430 33,017 +678
May07 061115 200.00 200.20 197.20 197.50 -1.40 1,907 29,490 -57
Jul07 061115 202.00 202.20 199.40 199.50 -1.70 3,278 31,360 -783
Aug07 061115 202.80 203.00 200.50 200.70 -1.20 275 7,520 -38
Sep07 061115 204.00 204.00 201.00 201.10 -1.50 7 4,872 +7
Oct07 061115 204.50 204.50 201.50 201.80 -0.70 297 2,710 -288
Total Volume and Open Interest 34,652 215,402 -4,915
Soybean Oil(CBOT)
Dec06 061115 28.85 28.95 28.35 28.39 -0.27 11,122 49,053 -1,093
Jan07 061115 29.27 29.35 28.74 28.82 -0.26 14,383 102,052 +4,520
Mar07 061115 29.58 29.70 29.09 29.12 -0.31 6,454 36,734 +2,011
May07 061115 29.83 29.86 29.32 29.45 -0.21 1,700 36,114 +327
Jul07 061115 30.14 30.15 29.70 29.73 -0.29 1,962 24,933 +986
Aug07 061115 30.20 30.20 29.80 29.80 -0.25 223 4,442 +51
Sep07 061115 30.30 30.30 29.85 29.85 -0.25 19 2,231 +11
Oct07 061115 30.30 30.30 29.90 29.90 -0.25 228 3,106 -73
Total Volume and Open Interest 37,848 280,371 +6,781
Canola(WCE)
Nov06 061114 344.3 344.3 344.3 344.3 +5.4 2 77 +0
Jan07 061115 354.4 357.6 350.5 351.2 -1.9 7,536 59,517 +363
Mar07 061115 362.5 365.1 358.1 358.9 -0.1 1,652 8,786 +1,036
May07 061115 369.4 370.4 365.4 366.3 +1.4 240 3,582 +61
Jul07 061115 373.8 375.6 371.4 372.7 -1.1 136 8,557 -38
Total Volume and Open Interest 9,740 88,820 +1,491
Corn(CBOT)
Dec06 061115 359.75 365.75 355.50 358.25 +0.50 56,847 265,819 -17,680
Mar07 061115 373.00 380.00 370.00 372.50 +1.00 58,506 498,064 +10,854
May07 061115 375.00 383.75 375.00 376.75 +2.00 6,111 74,246 +980
Jul07 061115 381.00 385.75 376.00 379.75 +0.75 25,465 187,667 +631
Sep07 061115 360.00 363.50 357.50 359.75 +1.00 839 36,333 +416
Dec07 061115 346.50 349.00 343.00 344.25 -1.00 20,274 245,705 +3,118
Total Volume and Open Interest 170,354 1,412,177 -1,350
Wheat(CBOT)
Dec06 061115 491.00 496.50 480.00 481.50 -5.00 24,868 73,830 -12,521
Mar07 061115 509.50 517.00 500.00 502.50 -3.50 27,994 198,546 +13,757
May07 061115 507.50 511.50 501.00 501.50 -3.00 1,230 12,699 +1,150
Jul07 061115 475.00 481.00 471.00 471.50 -2.50 5,357 68,645 +487
Sep07 061115 476.00 478.00 471.00 471.00 -3.00 20 2,838 +14
Total Volume and Open Interest 62,878 431,942 +3,546
Wheat(KCBT)
Dec06 061115 520.50 529.00 520.00 521.75 +3.00 9,133 29,986 -4,011
Mar07 061115 536.00 544.00 533.50 536.50 +5.00 8,181 53,599 +3,309
May07 061115 528.00 531.00 525.00 525.00 +3.00 303 2,617 +158
Jul07 061115 494.00 495.50 489.75 490.50 -0.25 2,361 27,235 +505
Sep07 061115 490.00 493.00 488.00 489.00 unch 158 2,960 +50
Total Volume and Open Interest 20,314 125,557 +83
Wheat(MGE)
Dec06 061115 502.00 507.25 499.00 499.50 +0.50 6,754 12,453 -1,512
Mar07 061115 516.00 524.00 516.00 516.50 +0.50 5,291 24,073 +2,025
May07 061115 524.00 527.00 523.00 523.00 +1.50 43 1,848 -9
Jul07 061115 507.00 511.00 506.00 506.00 +3.00 7 1,158 -1
Sep07 061115 488.00 492.50 488.00 491.00 unch 99 3,159 +0
Total Volume and Open Interest 12,494 50,316 +608
Oats(CBOT)
Dec06 061115 262.50 265.00 258.25 262.25 -1.75 478 6,797 -208
Mar07 061115 273.50 276.00 268.50 273.50 -1.25 574 6,121 +78
May07 061115 275.00 278.00 275.00 276.50 -0.50 6 294 +2
Jul07 061115 281.00 281.00 278.00 279.00 -1.00 13 360 -2
Total Volume and Open Interest 1,305 14,702 +8
Rough Rice(CBOT)
Nov06 061115 9.91 9.91 9.90 9.90 -0.02 18 40 -9
Jan07 061115 10.01 10.02 9.99 9.99 -0.03 141 8,673 +61
Mar07 061115 10.26 10.27 10.25 10.26 -0.01 13 3,242 +4
May07 061115 10.51 10.51 10.50 10.50 unch 12 1,126 -1
Total Volume and Open Interest 199 14,483 +68
Live Cattle(CME)
Dec06 061115 85.400 86.800 85.400 86.725 +0.875 12,322 48,456 -3,727
Feb07 061115 88.025 89.250 88.000 89.200 +0.800 14,829 107,924 +2,002
Apr07 061115 89.050 90.000 89.000 89.925 +0.875 4,406 28,704 +1,093
Jun07 061115 85.500 86.500 85.500 86.450 +0.800 1,679 15,543 +680
Aug07 061115 84.550 85.350 84.500 85.325 +0.725 961 7,424 +243
Oct07 061115 86.700 87.250 86.700 87.225 +0.575 321 3,496 +36
Total Volume and Open Interest 34,627 213,804 +417
Feeder Cattle(CME)
Nov06 061115 97.150 97.250 96.850 97.225 +0.075 739 1,427 -293
Jan07 061115 93.650 95.300 93.600 95.200 +1.220 2,408 14,329 +42
Mar07 061115 92.800 94.150 92.700 94.125 +1.075 1,077 3,996 +224
Apr07 061115 93.800 94.800 93.800 94.800 +0.820 429 1,308 +122
May07 061115 94.600 95.600 94.500 95.325 +0.425 435 2,800 -52
Aug07 061115 98.000 99.000 97.900 98.700 +0.200 55 790 +21
Sep07 061115 98.300 99.000 98.300 98.800 +0.300 11 807 +1
Total Volume and Open Interest 5,166 25,475 +67
Lean Hogs(CME)
Dec06 061115 61.150 61.400 60.800 60.950 -0.730 17,231 32,761 -5,261
Feb07 061115 64.200 64.550 63.950 64.150 -0.530 16,779 92,121 +4,539
Apr07 061115 66.250 66.575 66.000 66.475 -0.525 5,446 31,104 -45
May07 061115 70.300 70.750 70.200 70.750 -0.250 45 2,673 +9
Jun07 061115 72.650 72.650 72.100 72.525 -0.655 1,596 16,873 +592
Jul07 061115 70.125 70.650 69.950 70.500 -0.180 256 4,013 -11
Aug07 061115 68.850 69.000 68.400 68.600 -0.300 129 3,567 +58
Oct07 061115 62.475 62.600 61.750 62.550 -0.030 300 2,874 +169
Total Volume and Open Interest 41,891 186,931 +123
Pork Bellies(CME)
Feb07 061115 88.775 90.150 88.700 89.650 +0.865 187 805 -4
Mar07 061115 89.600 89.600 89.600 89.600 +0.750 4 65 +1
May07 061115 90.200 90.200 90.200 90.200 unch 3 72 +0
Jul07 061115 92.250 92.250 92.250 92.250 unch 43 81 +37
Aug07 061115 92.500 92.500 92.500 92.500 -0.500 0 1 +0
Total Volume and Open Interest 237 1,024 +34
Class III Milk(CME)
Nov06 061115 12.80 12.80 12.79 12.79 +0.04 23 3,442 -4
Dec06 061115 13.82 13.90 13.72 13.77 -0.11 318 4,118 +133
Jan07 061115 13.80 13.88 13.73 13.73 -0.22 117 2,614 +40
Feb07 061115 13.66 13.85 13.66 13.74 -0.21 68 2,331 +30
Mar07 061115 13.80 13.80 13.70 13.70 -0.20 73 2,168 +39
Total Volume and Open Interest 898 28,218 +286
Cocoa(NYBOT)
Dec06 061115 1470 1519 1468 1513 +40 7,343 3,628 -11,913
Mar07 061115 1505 1534 1505 1533 +18 19,676 70,072 +6,025
May07 061115 1533 1556 1533 1555 +18 816 15,171 +430
Jul07 061115 1552 1576 1550 1576 +19 93 7,164 -7
Sep07 061115 1573 1597 1573 1597 +20 798 12,176 +31
Dec07 061115 1603 1622 1603 1622 +20 274 11,155 +125
Mar08 061115 1650 1650 1650 1650 +20 0 2,951 +0
Total Volume and Open Interest 29,000 125,906 -5,309
Coffee "C"(NYBOT)
Dec06 061115 115.40 118.50 115.40 118.15 +2.35 34,041 22,267 -4,241
Mar07 061115 120.25 122.80 120.15 122.45 +2.30 14,200 72,935 +3,466
May07 061115 122.90 125.20 122.90 125.10 +2.30 681 7,485 -49
Jul07 061115 125.50 127.60 125.50 127.60 +2.30 276 3,516 +33
Sep07 061115 129.00 130.25 129.00 130.00 +2.30 150 2,599 -67
Dec07 061115 132.60 132.80 132.00 132.80 +2.30 47 2,007 -3
Total Volume and Open Interest 49,738 118,573 -856
Orange Juice(NYBOT)
Jan07 061115 195.60 196.85 195.25 196.45 +0.85 1,177 20,407 +44
Mar07 061115 196.50 197.20 196.50 196.65 +0.40 3 5,519 +14
May07 061115 195.00 196.00 195.00 195.95 +0.85 1 1,480 +0
Jul07 061115 195.00 195.00 194.95 194.95 +0.85 2 208 +0
Sep07 061115 191.95 191.95 191.95 191.95 +0.95 5 191 +0
Total Volume and Open Interest 1,188 28,728 +58
Sugar #11(NYBOT)
Mar07 061115 11.75 11.85 11.61 11.79 +0.12 35,229 252,446 -1,044
May07 061115 11.95 11.96 11.74 11.90 +0.12 5,564 72,237 -792
Jul07 061115 11.92 11.92 11.73 11.88 +0.11 2,563 66,768 +364
Oct07 061115 12.03 12.05 11.90 12.03 +0.10 1,701 46,345 +442
Mar08 061115 12.41 12.44 12.32 12.42 +0.09 1,398 36,601 +703
Total Volume and Open Interest 46,719 500,291 -140
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061115 19.66 19.78 19.66 19.78 +0.03 138 2,057 -33
Mar07 061115 19.66 19.80 19.66 19.80 +0.05 27 2,911 +6
May07 061115 19.81 19.85 19.81 19.81 unch 36 2,454 -24
Jul07 061115 20.10 20.10 20.10 20.10 -0.02 31 2,017 +81
Total Volume and Open Interest 287 12,398 +46
London Cocoa(LCE)
Dec06 061115 839 846 833 845 +9 3,295 74,411 -856
Mar07 061115 857 867 853 866 +11 2,016 53,979 +299
May07 061115 868 877 864 876 +11 697 22,794 +14
Jul07 061115 876 888 875 888 +12 194 15,685 +64
Sep07 061115 890 898 887 898 +12 106 13,132 +49
Dec07 061115 895 907 895 907 +11 30 13,730 -24
Mar08 061115 919 919 919 919 +12 0 4,249 +0
Total Volume and Open Interest 6,338 199,617 -454
London Coffee(LCE)
Nov06 061115 1545.00 1550.00 1545.00 1547.00 -4.00 257 4,211 -231
Jan07 061115 1569.00 1575.00 1552.00 1556.00 -16.00 6,082 66,933 -953
Mar07 061115 1578.00 1583.00 1559.00 1565.00 -14.00 3,855 33,627 -889
May07 061115 1586.00 1591.00 1567.00 1571.00 -13.00 1,772 10,341 +392
Jul07 061115 1586.00 1586.00 1570.00 1570.00 -14.00 624 3,695 +120
Sep07 061115 1582.00 1582.00 1565.00 1565.00 -15.00 0 5,361 +0
Total Volume and Open Interest 12,602 127,463 -1,549
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061115 371.50 375.00 368.30 370.00 -0.50 2,256 30,089 +1,432
May07 061115 367.00 369.50 364.00 365.60 -0.60 214 9,096 -107
Aug07 061115 360.00 363.00 357.50 358.90 -0.70 493 4,960 +420
Oct07 061115 356.00 356.70 351.50 354.00 -0.50 103 2,011 -96
Total Volume and Open Interest 8,749 56,122 -393
Cotton(NYBOT)
Dec06 061115 48.65 48.95 47.80 48.69 +0.13 28,657 35,535 -10,179
Mar07 061115 51.75 52.20 51.35 52.11 +0.34 19,735 100,448 +4,833
May07 061115 53.00 53.50 52.78 53.49 +0.29 3,027 12,875 +1,134
Jul07 061115 54.20 54.65 54.05 54.55 +0.22 781 8,583 +184
Oct07 061115 56.25 56.35 56.20 56.35 +0.10 1 105 +1
Dec07 061115 57.20 57.70 57.10 57.50 +0.09 575 13,664 +165
Total Volume and Open Interest 52,776 172,689 -3,862
Lumber(CME)
Nov06 061115 238.1 250.0 238.1 249.0 +15.5 391 224 -189
Jan07 061115 272.1 272.1 272.1 272.1 +10.0 514 4,869 +85
Mar07 061115 284.0 292.6 284.0 292.6 +10.0 131 748 +66
May07 061115 295.9 300.4 295.9 300.4 +9.1 2 78 +1
Total Volume and Open Interest 1,040 5,933 -37
Crude Oil(NYM)
Dec06 061115 58.50 59.35 58.48 58.76 +0.48 242,605 128,726 -39,086
Jan07 061115 60.40 61.35 60.40 60.72 +0.54 114,696 288,677 +12,939
Feb07 061115 61.75 62.70 61.70 62.14 +0.52 33,968 76,814 +4,194
Mar07 061115 62.80 63.65 62.80 63.16 +0.54 11,427 59,085 +1,620
Apr07 061115 64.00 64.00 63.96 63.96 +0.59 4,826 41,234 -192
May07 061115 64.20 64.75 64.20 64.62 +0.62 2,090 35,287 -324
Jun07 061115 64.80 65.55 64.80 65.18 +0.65 6,198 72,486 +963
Jul07 061115 65.67 65.67 65.67 65.67 +0.68 1,896 20,784 +1,215
Aug07 061115 66.08 66.08 66.08 66.08 +0.71 1,904 16,773 +412
Sep07 061115 66.44 66.44 66.44 66.44 +0.75 909 22,896 +197
Oct07 061115 66.77 66.77 66.77 66.77 +0.79 514 15,409 +260
Nov07 061115 67.05 67.06 67.05 67.06 +0.82 1,434 14,330 +247
Dec07 061115 66.85 67.65 66.85 67.31 +0.84 11,251 129,036 +3,650
Jan08 061115 67.51 67.51 67.51 67.51 +0.86 643 14,315 +44
Feb08 061115 67.67 67.67 67.67 67.67 +0.87 1,060 9,564 +73
Mar08 061115 67.90 67.90 67.81 67.81 +0.88 493 18,911 +193
Total Volume and Open Interest 445,869 1,220,474 -10,104
Heating Oil(NYM)
Dec06 061115 167.80 170.70 167.40 169.24 +2.92 25,901 46,898 -4,495
Jan07 061115 173.00 175.80 172.75 174.39 +2.67 12,131 71,948 +3,035
Feb07 061115 176.20 178.75 175.75 177.39 +2.52 2,354 27,755 +554
Mar07 061115 178.50 179.90 178.50 178.54 +2.37 1,935 15,131 +268
Apr07 061115 177.75 179.75 177.75 178.39 +2.17 967 11,427 +125
May07 061115 179.30 179.40 178.24 178.24 +1.92 393 6,135 +179
Jun07 061115 179.75 179.75 178.00 178.54 +1.87 907 19,697 -318
Jul07 061115 180.25 180.25 179.74 179.74 +1.87 169 3,241 +63
Aug07 061115 182.40 182.40 181.54 181.54 +1.82 113 2,890 +1
Sep07 061115 183.89 183.89 183.89 183.89 +1.82 16 4,948 +15
Oct07 061115 186.39 186.39 186.39 186.39 +1.77 12 1,536 +8
Nov07 061115 189.24 189.24 189.24 189.24 +1.77 72 825 +28
Total Volume and Open Interest 46,405 225,564 +160
Unleaded Gas(NYM)
Dec06 061115 157.50 158.25 155.75 158.21 +3.73 2,733 6,565 -575
Jan07 061115 158.00 159.21 156.75 159.21 +3.33 479 4,992 +244
Total Volume and Open Interest 3,212 11,557 -331
RBOB Gasoline(NYMEX)
Dec06 061115 156.45 160.32 155.58 159.47 +3.47 20,106 32,459 -1,897
Jan07 061115 159.00 162.50 158.25 161.68 +3.03 12,708 40,556 +2,624
Feb07 061115 162.30 164.60 161.50 164.38 +3.38 2,054 6,038 +185
Mar07 061115 167.50 167.50 165.75 167.28 +1.96 936 8,254 +592
Apr07 061115 181.75 182.08 181.75 182.08 +1.71 500 7,583 +32
May07 061115 184.00 184.83 184.00 184.83 +1.61 1,030 7,722 +124
Jun07 061115 186.00 187.03 186.00 187.03 +1.51 109 4,057 +11
Jul07 061115 188.00 188.28 187.25 188.28 +1.46 4 2,198 +0
Aug07 061115 188.48 188.48 188.48 188.48 +1.41 279 1,936 +50
Sep07 061115 187.63 187.63 187.63 187.63 +1.31 154 5,429 +116
Total Volume and Open Interest 37,901 117,364 +1,851
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061115 161.68 161.68 161.68 161.68 +3.06      
Feb07 061115 164.38 164.38 164.38 164.38 +2.51      
Mar07 061115 167.28 167.28 167.28 167.28 +1.96      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061115 7.910 8.180 7.910 8.120 +0.143 53,077 55,623 -5,023
Jan07 061115 8.335 8.600 8.330 8.570 +0.155 19,808 90,602 -1,370
Feb07 061115 8.390 8.620 8.390 8.615 +0.143 3,205 40,293 -225
Mar07 061115 8.270 8.480 8.270 8.460 +0.138 6,205 104,520 -163
Apr07 061115 7.800 8.000 7.800 7.970 +0.143 3,724 92,731 -919
May07 061115 7.950 7.950 7.927 7.927 +0.140 1,086 31,756 +568
Jun07 061115 7.890 8.050 7.890 7.998 +0.133 329 12,781 -77
Jul07 061115 7.990 8.120 7.990 8.074 +0.127 500 12,261 +80
Aug07 061115 8.120 8.124 8.040 8.124 +0.122 397 13,836 +257
Sep07 061115 8.230 8.230 8.171 8.171 +0.122 41 13,802 +4
Oct07 061115 8.090 8.330 8.090 8.259 +0.117 819 38,415 +200
Nov07 061115 8.600 8.800 8.600 8.724 +0.107 315 22,680 +215
Dec07 061115 9.090 9.280 9.090 9.174 +0.087 859 34,660 +154
Jan08 061115 9.530 9.530 9.424 9.424 +0.077 1,004 27,780 +437
Feb08 061115 9.350 9.540 9.350 9.424 +0.072 3 15,745 +1
Mar08 061115 9.330 9.330 9.209 9.209 +0.062 431 37,263 +27
Total Volume and Open Interest 95,661 911,101 -4,493
Brent Crude Oil(ICE)
Dec06 061115 59.15 59.76 58.92 59.46 +0.62 47,223 27,571 -16,969
Jan07 061115 60.25 61.23 60.09 60.61 +0.52 99,308 159,916 +5,880
Feb07 061115 61.51 62.40 61.34 61.90 +0.61 42,820 126,057 +5,447
Mar07 061115 62.32 63.30 62.29 62.89 +0.67 12,435 40,389 +2,020
Apr07 061115 63.00 63.70 62.99 63.66 +0.71 6,042 27,487 -402
May07 061115 63.60 64.33 63.60 64.33 +0.74 3,199 20,094 +1,315
Jun07 061115 64.22 65.01 64.22 64.87 +0.76 4,042 41,336 +506
Jul07 061115 65.33 65.33 65.33 65.33 +0.75 0 11,675 +3
Aug07 061115 65.73 65.73 65.73 65.73 +0.78 0 3,603 -25
Sep07 061115 66.06 66.06 66.06 66.06 +0.79 0 11,379 -23
Oct07 061115 66.35 66.35 66.35 66.35 +0.79 0 8,730 +25
Nov07 061115 66.59 66.59 66.59 66.59 +0.79 0 12,240 +50
Dec07 061115 66.15 66.82 66.05 66.82 +0.80 3,149 46,157 +1,332
Jan08 061115 67.02 67.02 67.02 67.02 +0.83 0 6,598 -50
Total Volume and Open Interest 218,674 598,725 -465
Gas Oil(ICE)
Dec06 061115 524.75 537.25 524.50 534.00 +5.25 31,021 77,062 -4,433
Jan07 061115 531.00 542.75 531.00 539.75 +4.50 20,284 59,541 -49
Feb07 061115 539.75 549.25 538.75 546.75 +3.75 6,272 31,818 +634
Mar07 061115 546.00 554.00 546.00 552.75 +3.00 3,651 18,169 +356
Apr07 061115 552.00 558.75 552.00 558.75 +2.75 1,919 10,152 +757
May07 061115 564.75 564.75 564.75 564.75 +3.00 1,202 8,266 +601
Jun07 061115 570.25 570.25 570.25 570.25 +2.75 1,688 25,679 -101
Jul07 061115 575.75 575.75 575.75 575.75 +2.50 0 3,140 +0
Aug07 061115 580.75 580.75 580.75 580.75 +2.00 0 771 +100
Sep07 061115 585.75 585.75 585.75 585.75 +1.75 759 7,142 +127
Total Volume and Open Interest 68,485 284,308 -729
US Dollar Index(NYBOT)
Dec06 061115 85.13 85.53 85.10 85.21 +0.13 2,014 32,388 -530
Mar07 061115 85.04 85.14 84.90 84.90 +0.11 1 2,110 +6
Jun07 061115 84.61 84.61 84.61 84.61 +0.11 2 13 +0
Total Volume and Open Interest 2,019 34,532 -524
Australian Dollar(CME)
Dec06 061115 76.36 76.42 76.33 76.42 -0.04 1,083 104,130 -332
Mar07 061115 76.23 76.23 76.23 76.23 -0.04 6 977 +19
Jun07 061115 76.09 76.09 76.09 76.09 -0.04 0 103 +0
Total Volume and Open Interest 1,089 105,229 -312
British Pound(CME)
Dec06 061115 188.56 189.10 188.40 188.95 -0.80 7,397 135,768 -13,785
Mar07 061115 188.64 189.03 188.64 189.03 -0.80 30 807 +13
Jun07 061115 188.97 188.97 188.97 188.97 -0.80 1 24 +1
Total Volume and Open Interest 7,428 136,600 -13,771
Canadian Dollar(CME)
Dec06 061115 87.88 87.88 87.57 87.82 -0.15 7,028 126,000 +2,228
Mar07 061115 87.86 88.15 87.86 88.07 -0.15 447 2,818 +347
Jun07 061115 88.37 88.37 88.34 88.34 -0.15 24 443 +28
Sep07 061115 88.61 88.61 88.61 88.61 -0.15 12 231 +2
Total Volume and Open Interest 7,512 129,537 +2,605
Japanese Yen(CME)
Dec06 061115 85.09 85.30 84.95 85.09 -0.39 3,723 212,732 -8,783
Mar07 061115 86.15 86.32 86.08 86.13 -0.40 12 20,666 +472
Jun07 061115 87.13 87.13 87.13 87.13 -0.40 0 20 +0
Total Volume and Open Interest 3,735 233,573 -8,305
Swiss Franc(CME)
Dec06 061115 80.25 80.51 80.13 80.51 -0.23 2,465 87,434 +492
Mar07 061115 81.20 81.20 81.20 81.20 -0.23 0 374 -5
Jun07 061115 81.83 81.83 81.83 81.83 -0.23 0 37 +0
Total Volume and Open Interest 2,465 87,935 +487
EuroFX(CME)
Dec06 061115 128.15 128.50 127.95 128.45 unch 7,661 165,988 -3,078
Mar07 061115 128.58 128.98 128.58 128.98 unch 4 4,382 -248
Jun07 061115 129.41 129.41 129.41 129.41 unch 0 97 +0
Total Volume and Open Interest 7,665 170,609 -3,326
Mexican Peso(CME)
Dec06 061115 9190.0 9230.0 9170.0 9207.0 +5.0 1,578 71,516 -572
Jan07 061115 9195.0 9195.0 9195.0 9195.0 +5.0      
Total Volume and Open Interest 2,728 74,155 +26
30-Year T-Bonds(CBOT)
Dec06 061115 113~09 113~13 112~21 112~25 -0~16 417,149 785,751 +20,616
Mar07 061115 113~09 113~09 112~18 112~24 -0~17 7,674 21,407 +1,632
Jun07 061115 112~23 112~23 112~23 112~23 -0~17 0 25 +0
Total Volume and Open Interest 424,823 807,189 +22,248
10-Year T-Notes(CBOT)
Dec06 061115 108~120 108~150 107~305 108~010 -0~115 1,299,193 2,244,031 -9,922
Mar07 061115 108~140 108~180 108~030 108~045 -0~115 37,696 137,392 +11,854
Total Volume and Open Interest 1,336,889 2,383,828 +1,932
5-Year T-Notes(CBOT)
Dec06 061115 105~185 105~190 105~090 105~100 -0~090 523,730 0 +0
Mar07 061115 105~220 105~220 105~140 105~140 -0~090 24,716 0 +0
Total Volume and Open Interest 548,446    
2 Year T-Notes(CBOT)
Dec06 061115 102~013 102~013 101~125 101~125 -0~016 2,138 657,187 +11,220
Mar07 061115 102~021 102~021 102~021 102~021 -0~019 2 17,704 +1,000
Total Volume and Open Interest 2,140 674,891 +12,220
Eurodollars(CME)
Dec06 061115 94.628 94.628 94.615 94.615 -0.013 25,048 1,311,065 +10,386
Mar07 061115 94.745 94.750 94.695 94.695 -0.050 34,382 1,395,334 -16,699
Jun07 061115 94.920 94.925 94.845 94.850 -0.070 24,715 1,261,275 +20,544
Sep07 061115 95.110 95.110 95.025 95.030 -0.080 32,662 1,221,723 +21,295
Dec07 061115 95.240 95.240 95.150 95.155 -0.085 33,720 1,309,584 +41,128
Mar08 061115 95.285 95.285 95.205 95.210 -0.080 28,529 850,718 +8,176
Jun08 061115 95.285 95.285 95.210 95.215 -0.075 15,224 597,744 +5,678
Sep08 061115 95.230 95.245 95.205 95.210 -0.070 19,306 496,470 +5,266
Dec08 061115 95.250 95.250 95.185 95.190 -0.065 7,005 371,031 -3,550
Mar09 061115 95.190 95.190 95.160 95.165 -0.065 7,545 370,475 +1,078
Jun09 061115 95.190 95.190 95.125 95.135 -0.060 4,072 233,783 +4,963
Sep09 061115 95.135 95.135 95.100 95.105 -0.060 4,373 164,336 +1,386
Dec09 061115 95.125 95.125 95.070 95.070 -0.055 1,972 128,910 -27
Mar10 061115 95.060 95.065 95.045 95.045 -0.055 1,947 123,515 -996
Jun10 061115 95.030 95.035 95.020 95.020 -0.050 1,657 106,076 -524
Sep10 061115 95.040 95.040 94.990 94.990 -0.050 1,720 96,317 -551
Dec10 061115 94.960 94.965 94.950 94.950 -0.050 1,921 107,357 -512
Mar11 061115 94.935 94.950 94.935 94.935 -0.050 1,871 55,329 -1,314
Total Volume and Open Interest 259,183 10,409,434 +96,630
3-Mth Euro-Yen(CME)
Dec06 061115 99.42 99.43 99.42 99.42 unch 1,082 21,466 +1,782
Mar07 061115 99.28 99.29 99.28 99.28 unch 351 13,767 -656
Jun07 061115 99.16 99.16 99.16 99.16 unch 1,051 9,123 -374
Sep07 061115 99.04 99.04 99.04 99.04 -0.01 531 3,285 +93
Dec07 061115 98.95 98.95 98.95 98.95 -0.01 1 7,001 -71
Mar08 061115 98.86 98.86 98.86 98.86 unch 0 3,568 -6
Jun08 061115 98.77 98.77 98.77 98.77 +0.01 0 269 +0
Sep08 061115 98.69 98.69 98.69 98.69 +0.01 0 1 +0
Dec08 061115 98.60 98.60 98.60 98.60 unch 0 6 +0
Mar09 061115 98.48 98.48 98.48 98.48 +0.01      
Total Volume and Open Interest 3,016 58,486 +768
3-Mth Euro-Yen(SIMEX)
Dec06 061115 99.41 99.42 99.41 99.42 unch 11,304 82,223 +3,087
Mar07 061115 99.28 99.28 99.28 99.28 +0.01 6,409 78,968 +1,079
Jun07 061115 99.16 99.16 99.16 99.16 +0.01 7,918 40,096 +706
Sep07 061115 99.04 99.05 99.04 99.05 +0.01 1,156 31,065 +93
Dec07 061115 98.94 98.95 98.94 98.95 +0.01 5,492 48,222 -1,304
Mar08 061115 98.85 98.86 98.85 98.86 +0.01 701 29,285 +260
Jun08 061115 98.76 98.77 98.76 98.77 +0.01 250 8,197 +0
Sep08 061115 98.69 98.69 98.69 98.69 +0.01 166 1,491 -161
Total Volume and Open Interest 33,396 321,095 +3,760
German Euro-Bund(EUREX)
Dec06 061115 118.01 118.27 117.81 117.86 -0.20 1,286,155 1,654,683 +79,224
Mar07 061115 118.18 118.46 118.01 118.06 -0.20 9,450 35,706 +2,787
Jun07 061115 117.49 117.49 117.49 117.49 -0.22 1,635 625 +622
Total Volume and Open Interest 1,297,240 1,691,014 +82,633
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061115 110.01 110.03 109.90 109.90 -0.11 2,145 27,012 +1,695
Jun07 061115 109.23 109.23 109.23 109.23 -0.11 150 0 +0
Total Volume and Open Interest 606,572 1,065,116 +47,828
Long Gilt(LIFFE)
Dec06 061115 109~26 110~03 109~20 109~22 -0~05 97,270 301,745 +6,732
Mar07 061115 109~19 109~19 109~19 109~19 -0~05 92 93 +92
Total Volume and Open Interest 97,362 301,866 +6,824
3-Mth Short Sterling(LIFFE)
Dec06 061115 94.73 94.73 94.73 94.73 +0.01 41,237 400,623 +23
Mar07 061115 94.67 94.67 94.67 94.67 +0.03 106,290 428,621 -18,073
Jun07 061115 94.68 94.68 94.68 94.68 +0.03 133,064 440,915 -3,378
Total Volume and Open Interest 540,037 2,265,312 -33,820
3-Mth Euribor(LIFFE)
Dec06 061115 96.285 96.290 96.275 96.280 -0.005 199,971 724,547 -22,024
Mar07 061115 96.130 96.145 96.115 96.120 -0.010 165,379 815,401 +16,910
Jun07 061115 96.080 96.110 96.070 96.075 -0.015 148,708 662,229 -12,162
Total Volume and Open Interest 902,839 3,839,566 -58,060
3-Mth Aus T-Bills(SFE)
Dec06 061115 93.61 93.61 93.60 93.61 +0.01 3,851 138,416 +4,477
Mar07 061115 93.57 93.57 93.55 93.56 +0.01 15,731 317,732 +4,444
Jun07 061115 93.58 93.59 93.57 93.59 +0.03 6,835 148,448 +9,810
Sep07 061115 93.65 93.66 93.64 93.65 +0.03 3,894 58,755 +1,600
Dec07 061115 93.70 93.71 93.70 93.71 +0.04 3,908 37,459 -228
Mar08 061115 93.73 93.75 93.73 93.75 +0.05 450 21,180 -50
Jun08 061115 93.77 93.77 93.75 93.77 +0.04 873 16,483 +250
Sep08 061115 93.80 93.80 93.79 93.79 +0.04 2,451 10,692 +175
Dec08 061115 93.82 93.82 93.81 93.81 +0.04 74 5,810 +50
Mar09 061115 93.82 93.82 93.82 93.82 +0.04 300 1,480 +100
Total Volume and Open Interest 38,367 758,154 +20,628
10-Year Aus T-Bonds(SFE)
Dec06 061115 94.46 94.46 94.42 94.43 +0.03 39,439 499,434 +24,244
Mar07 061115 94.43 94.43 94.43 94.43 +0.03      
Total Volume and Open Interest 39,439 499,434 +24,244
3-Year Aus T-Bonds(SFE)
Dec06 061115 94.18 94.18 94.16 94.18 +0.04 40,489 662,412 +30,453
Mar07 061115 94.18 94.18 94.18 94.18 +0.04      
Total Volume and Open Interest 40,489 662,412 +30,453
Gold(CMX)
Dec06 061115 619.3 625.8 616.0 623.8 -1.5 45,966 155,417 -8,362
Feb07 061115 625.0 632.0 622.5 630.0 -1.6 16,436 86,480 +8,340
Apr07 061115 632.0 636.5 630.0 636.1 -1.6 149 15,909 +64
Jun07 061115 638.5 643.7 636.0 642.2 -1.5 1,417 20,820 +729
Aug07 061115 649.3 649.3 648.1 648.1 -1.5 46 1,900 -14
Oct07 061115 654.0 654.0 654.0 654.0 -1.4 102 13,063 +82
Dec07 061115 656.0 659.8 652.5 659.8 -1.3 1,274 34,038 +992
Feb08 061115 665.5 665.5 665.5 665.5 -1.2 100 2,285 -90
Apr08 061115 15.7 15.7 15.7 15.7 -1.2 0 1,489 +0
Jun08 061115 676.8 676.8 676.8 676.8 -1.1 0 3,470 +0
Aug08 061115 682.4 682.4 682.4 682.4 -1.1 0 220 +0
Total Volume and Open Interest 65,689 356,575 +1,920
Silver(CMX)
Dec06 061115 1272.0 1297.0 1250.0 1294.5 +5.5 12,727 56,710 -3,892
Mar07 061115 1288.0 1316.0 1270.0 1312.7 +5.6 4,815 33,189 +2,964
May07 061115 1317.0 1325.0 1317.0 1324.1 +5.6 139 3,741 -55
Jul07 061115 1300.0 1335.4 1290.0 1335.4 +5.6 30 8,859 -7
Sep07 061115 1345.9 1345.9 1345.9 1345.9 +6.3 0 2,304 +0
Dec07 061115 1335.0 1356.0 1311.0 1356.0 +7.0 486 7,480 +295
Mar08 061115 51.6 51.6 51.6 51.6 +7.0 0 105 +0
Total Volume and Open Interest 18,266 117,486 -685
Platinum(NYM)
Jan07 061115 1170.0 1174.5 1158.0 1170.8 -2.4 1,322 8,218 -315
Apr07 061115 1166.8 1166.8 1166.8 1166.8 -2.4 13 33 +4
Jul07 061115 516.4 516.4 516.4 516.4 -2.4 0 7 +0
Oct07 061115 1176.8 1176.8 1176.8 1176.8 -2.4      
Total Volume and Open Interest 1,335 8,258 -311
Palladium(NYME)
Dec06 061115 316.20 320.00 313.00 318.80 -0.70 900 9,862 +36
Mar07 061115 321.00 325.00 321.00 323.80 -0.70 142 3,033 +103
Jun07 061115 329.30 329.30 329.30 329.30 -0.70 0 34 +0
Total Volume and Open Interest 1,044 12,931 +139
Copper(CMX)
Dec06 061115 307.00 311.40 305.60 309.45 +0.55 9,137 23,434 -1,000
Mar07 061115 310.00 314.75 309.00 312.50 +0.10 4,618 35,431 +1,307
May07 061115 310.25 311.80 310.25 311.80 +0.40 149 4,141 +92
Jul07 061115 309.25 310.25 308.50 310.25 +0.35 8 1,617 -3
Sep07 061115 308.00 308.00 307.50 307.95 +0.55 6 964 +0
Total Volume and Open Interest 15,140 73,681 +232
Aluminum(CMX)
Nov06 061115 121.00 121.00 121.00 121.00 +2.00 1 12 +0
Dec06 061115 122.00 122.00 122.00 122.00 +2.00 11 644 +1
Jan07 061115 121.50 123.50 121.50 121.50 +2.35 20 30 +20
Feb07 061115 121.00 121.00 121.00 121.00 +2.50      
Mar07 061115 120.50 120.50 120.50 120.50 +2.65      
Apr07 061115 120.00 120.00 120.00 120.00 +2.80      
Total Volume and Open Interest 33 765 +22
DJIA Index(CBOT)
Dec06 061115 12253 12326 12245 12288 +34 6,925 62,035 -975
Mar07 061115 12350 12398 12350 12376 +34 193 283 +177
Jun07 061115 12458 12458 12458 12458 +34      
Sep07 061115 12543 12543 12543 12543 +34 0 2 +0
Total Volume and Open Interest 7,118 62,320 -798
S & P 500(CME)
Dec06 061115 1397.00 1405.60 1396.50 1401.50 +3.80 36,650 589,556 -2,843
Mar07 061115 1409.00 1415.50 1408.00 1413.50 +3.90 4,432 34,960 +3,558
Jun07 061115 1425.70 1425.70 1425.70 1425.70 +4.20 190 4,981 +90
Sep07 061115 1438.70 1438.70 1438.70 1438.70 +4.20 1,381 3,880 +1,381
Total Volume and Open Interest 42,653 633,686 +2,186
S & P 500 E-Mini(Globex)
Dec06 061115 1397.50 1405.75 1396.25 1401.50 +3.75 1,487,734 1,713,384 +11,701
Mar07 061115 1408.75 1417.75 1408.50 1413.50 +4.00 3,955 24,782 +2,213
Total Volume and Open Interest 1,491,689 1,738,166 +13,914
NASDAQ 100(CME)
Dec06 061115 1796.50 1812.50 1793.50 1801.30 +5.00 6,168 67,169 +142
Mar07 061115 1819.00 1829.00 1819.00 1822.30 +5.00 0 10 +0
Jun07 061115 1841.00 1841.00 1840.30 1840.30 +5.00 0 5 -1
Total Volume and Open Interest 6,168 67,184 +141
NASDAQ 100 E-Mini(Globex)
Dec06 061115 1796.00 1812.50 1793.00 1801.30 +5.00 372,013 491,294 +7,004
Mar07 061115 1817.00 1834.30 1816.80 1822.30 +5.00 996 1,109 +138
Total Volume and Open Interest 373,009 492,403 +7,142
S & P Midcap 400(CME)
Dec06 061115 805.00 810.50 805.00 809.70 +4.70 949 9,305 +33
Mar07 061115 816.70 816.70 816.70 816.70 +4.70      
Jun07 061115 823.70 823.70 823.70 823.70 +4.70      
Total Volume and Open Interest 949 9,305 +33
Russell 2000(CME)
Dec06 061115 788.25 797.50 786.75 794.20 +5.90 2,538 37,533 -5
Mar07 061115 800.70 800.70 800.70 800.70 +5.90 0 34 +0
Jun07 061115 807.20 807.20 807.20 807.20 +5.90      
Total Volume and Open Interest 2,538 37,575 -5
Russell 2000 E-Mini(Globex)
Dec06 061115 788.20 797.40 786.60 794.20 +5.90 213,418 414,432 +6,087
Mar07 061115 795.80 804.10 794.30 800.70 +5.90 497 417 +34
Total Volume and Open Interest 213,915 414,849 +6,121
Value Line(KCBT)
Dec06 061115 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061115 16275 16390 16270 16350 -50      
Mar07 061115 16375 16375 16375 16375 -50      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061115 16380 16400 16255 16260 -35 66,250 256,363 +2,815
Mar07 061115 16420 16420 16255 16255 -45 49 75 +0
Jun07 061115 16195 16195 16195 16195 -45 40 1 +0
Total Volume and Open Interest 66,339 256,639 +2,815
CAC 40(EURONEXT)
Nov06 061115 5491.5 5500.0 5476.0 5494.5 +29.5 169,111 526,764 +26,396
Dec06 061115 5506.0 5513.0 5490.0 5507.5 +30.0 93,537 253,367 +79,329
Jan07 061115 5523.0 5527.0 5514.0 5525.0 +29.5 227 809 +6
Total Volume and Open Interest 262,929 781,503 +105,778
Hang Seng Index(HKFE)
Nov06 061115 18900 19116 18875 19091 +192 42,582 125,586 +1,261
Dec06 061115 18971 19155 18927 19134 +192 852 8,789 +274
Total Volume and Open Interest 43,465 135,282 +1,533
DAX(EUREX)
Dec06 061115 6438.0 6467.5 6426.0 6449.0 +44.5 172,370 282,220 +15,515
Mar07 061115 6497.0 6527.0 6487.0 6509.0 +45.0 1,473 8,938 +32
Jun07 061115 6565.0 6584.5 6553.5 6573.0 +46.0 786 2,994 +230
Total Volume and Open Interest 174,629 294,152 +15,777
FT-SE 100(EURONEXT)
Dec06 061115 6237.50 6247.00 6213.50 6237.00 +39.00 68,706 516,709 -5,506
Mar07 061115 6257.50 6260.50 6243.00 6257.00 +39.50 458 7,956 +55
Jun07 061115 6267.00 6278.50 6267.00 6278.50 +39.00 0 2,572 +0
Total Volume and Open Interest 69,164 527,753 -5,451
SPI 200(SFE)
Dec06 061115 5465.0 5470.0 5419.0 5426.0 -16.0 11,034 287,116 +5,357
Mar07 061115 5472.0 5472.0 5437.0 5437.0 -17.0 31 3,663 +13
Jun07 061115 5502.0 5502.0 5472.0 5472.0 -16.0 0 3,700 +11
Total Volume and Open Interest 11,122 298,442 +5,383
GSCI(CME)
Dec06 061115 442.10 447.80 441.80 444.90 +3.70 1,055 21,917 +604
Jan07 061115 450.60 450.60 450.60 450.60 +3.60      
Feb07 061115 453.60 453.60 453.60 453.60        
Reuters CRB Index(NYBOT)
Jan07 061115 395.00 399.50 395.00 399.50 +3.25 1 523 +6
Feb07 061115 399.50 399.50 399.50 399.50 +3.25 0 6 +0
Apr07 061115 398.00 401.50 398.00 401.50 +3.25 0 411 +0
Total Volume and Open Interest 1 940 +6
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

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php