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 April 04, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May07 070404 764.25 772.75 760.00 761.00 -2.75 18,922 204,236 -10,943
Jul07 070404 780.00 788.50 776.50 777.75 -2.75 9,658 123,667 +3,772
Aug07 070404 792.00 794.50 783.00 784.50 -1.50 331 8,376 +151
Sep07 070404 795.00 802.00 790.00 790.00 -3.00 156 3,878 +24
Nov07 070404 807.00 817.00 804.50 805.25 -2.00 5,976 100,413 -1,421
Jan08 070404 815.00 825.00 813.50 814.25 -2.25 810 5,542 -134
Mar08 070404 825.00 830.00 820.00 820.50 -1.50 506 6,867 +72
Total Volume and Open Interest 211,763 498,233 +5,005
Soybean Meal(CBOT)
May07 070404 215.50 216.40 212.10 213.20 -1.30 10,746 64,068 +700
Jul07 070404 220.80 221.50 217.50 218.20 -1.20 3,975 61,493 +372
Aug07 070404 223.70 224.30 220.50 221.00 -1.40 285 15,387 -79
Sep07 070404 226.00 226.30 222.50 223.20 -1.10 372 11,379 -25
Oct07 070404 226.50 227.50 224.00 224.20 -1.50 109 8,283 +539
Dec07 070404 230.20 231.20 227.50 227.90 -1.30 4,176 39,192 -68
Jan08 070404 230.00 232.00 228.20 228.20 -1.40 20 4,377 +2,332
Mar08 070404 232.00 233.00 229.50 229.50 -1.20 470 2,096 +93
Total Volume and Open Interest 20,845 211,355 +4,020
Soybean Oil(CBOT)
May07 070404 32.43 32.83 32.33 32.57 +0.20 12,146 155,492 -4,517
Jul07 070404 32.93 33.34 32.88 33.11 +0.18 6,864 72,204 +627
Aug07 070404 33.35 33.55 33.25 33.34 +0.18 265 8,006 +377
Sep07 070404 33.65 33.70 33.50 33.57 +0.16 267 5,527 +298
Oct07 070404 33.75 33.82 33.70 33.76 +0.14 113 10,028 -94
Dec07 070404 34.04 34.42 33.98 34.25 +0.22 2,930 50,552 +569
Jan08 070404 34.50 34.55 34.45 34.55 +0.20 31 6,431 +183
Mar08 070404 34.90 35.00 34.70 34.90 +0.20 63 2,189 +832
Total Volume and Open Interest 43,886 317,686 +346
Canola(WCE)
May07 070404 361.5 362.0 354.1 356.2 -3.3 1,970 30,771 -367
Jul07 070404 371.0 371.8 363.0 366.4 -3.1 3,729 33,477 +1,121
Total Volume and Open Interest 6,013 102,202 +406
Corn(CBOT)
May07 070404 347.00 363.75 347.00 359.25 +13.00 44,265 379,812 -17,267
Jul07 070404 359.00 375.25 358.75 371.50 +13.25 48,948 345,028 +6,810
Sep07 070404 362.00 377.75 362.00 374.00 +12.00 7,746 85,047 +2,105
Dec07 070404 368.25 382.75 368.00 380.50 +13.00 43,891 411,666 -4,378
Mar08 070404 378.75 393.75 378.75 391.25 +12.50 2,727 45,664 +798
May08 070404 388.25 401.00 388.25 399.00 +13.00 1,279 9,091 +924
Total Volume and Open Interest 429,200 1,439,965 +17,558
Wheat(CBOT)
May07 070404 425.00 437.00 425.00 431.25 +12.25 12,272 149,409 -5,661
Jul07 070404 438.50 450.50 438.00 446.00 +11.25 14,415 141,192 +5,376
Sep07 070404 452.00 462.00 452.00 457.50 +10.50 571 12,980 -253
Dec07 070404 468.00 477.00 468.00 472.50 +10.00 5,131 66,681 -1,827
Mar08 070404 483.00 487.00 483.00 483.50 +11.00 102 2,655 +49
Total Volume and Open Interest 32,828 399,860 -2,206
Wheat(KCBT)
May07 070404 441.00 457.75 441.00 455.00 +12.75 5,500 43,326 -3,002
Jul07 070404 444.00 459.25 444.00 457.25 +13.00 7,778 56,715 -824
Sep07 070404 455.00 468.50 455.00 467.00 +12.00 1,059 11,281 +214
Dec07 070404 470.75 483.50 470.75 480.50 +11.00 1,524 15,718 +284
Mar08 070404 491.00 493.50 491.00 493.50 +13.00 176 1,592 +40
Total Volume and Open Interest 30,478 136,285 -4
Wheat(MGE)
May07 070404 478.00 488.00 478.00 486.00 +11.00 3,363 10,734 -446
Jul07 070404 478.00 487.50 478.00 485.00 +9.00 4,747 12,714 +196
Sep07 070404 485.00 488.00 483.00 487.00 +9.00 1,489 8,821 +150
Dec07 070404 488.00 498.00 488.00 496.00 +11.25 640 16,860 +121
Mar08 070404 500.00 506.00 500.00 506.00 +9.00 10 804 -7
Total Volume and Open Interest 10,256 50,505 +21
Oats(CBOT)
May07 070404 279.25 280.50 274.50 276.00 +3.00 623 5,321 -850
Jul07 070404 284.50 286.00 280.25 281.75 +2.00 580 4,326 +148
Sep07 070404 256.00 258.00 256.00 258.00 +2.00 20 706 -2
Dec07 070404 257.00 258.75 254.00 256.75 +2.75 123 9,314 -2
Total Volume and Open Interest 1,346 19,933 -706
Rough Rice(CBOT)
May07 070404 10.19 10.23 10.18 10.23 +0.06 271 4,714 -176
Jul07 070404 10.59 10.60 10.55 10.59 +0.06 399 3,086 +50
Sep07 070404 10.86 10.91 10.86 10.91 +0.03 205 2,336 +202
Nov07 070404 11.20 11.23 11.18 11.20 +0.04 47 5,083 +110
Total Volume and Open Interest 2,241 15,247 -619
Live Cattle(CME)
Apr07 070404 98.700 99.300 98.100 99.050 +0.515 8,630 36,972 -4,578
Jun07 070404 95.350 96.050 95.150 95.550 +0.550 16,198 148,837 +284
Aug07 070404 93.000 93.900 92.750 93.600 +0.420 6,221 52,215 +315
Oct07 070404 96.950 97.600 96.600 97.500 +0.350 4,486 36,455 +243
Dec07 070404 96.900 97.600 96.650 97.275 +0.125 1,888 13,355 -681
Feb08 070404 96.450 97.000 96.400 96.400 +0.250 164 8,780 +54
Total Volume and Open Interest 43,571 302,813 +0
Feeder Cattle(CME)
Apr07 070404 110.000 111.100 109.950 110.800 +0.220 921 5,103 -583
May07 070404 111.200 111.600 110.800 111.500 -0.035 2,746 16,387 +219
Aug07 070404 111.700 112.400 111.400 112.350 +0.250 1,706 8,167 +569
Sep07 070404 109.500 110.400 109.500 110.150 -0.250 133 1,215 +16
Oct07 070404 108.600 109.350 108.500 109.350 unch 42 483 +23
Nov07 070404 108.000 108.800 108.000 108.800 -0.050 12 103 +8
Jan08 070404 107.500 107.800 107.500 107.800 -0.150 9 165 +4
Total Volume and Open Interest 7,572 31,367 -1,069
Lean Hogs(CME)
Apr07 070404 65.000 65.550 64.850 65.375 -0.010 6,810 13,808 -1,074
May07 070404 75.250 75.400 74.750 75.325 -0.105 484 5,845 +147
Jun07 070404 75.900 76.000 75.300 75.600 -0.480 12,364 85,963 +446
Jul07 070404 76.050 76.650 75.750 76.425 +0.095 3,979 24,287 +449
Aug07 070404 75.200 76.100 75.025 76.000 +0.450 2,678 18,024 +175
Oct07 070404 67.000 67.700 66.950 67.575 +0.325 1,195 13,511 +92
Dec07 070404 65.500 66.250 65.500 66.000 +0.350 650 11,763 -14
Feb08 070404 69.100 69.750 69.100 69.725 +0.225 260 3,409 +229
Total Volume and Open Interest 31,796 176,413 +0
Pork Bellies(CME)
May07 070404 101.050 101.100 99.600 99.830 -1.455 156 865 -46
Jul07 070404 102.330 102.330 101.400 101.900 -1.200 52 302 -11
Aug07 070404 99.550 99.550 99.000 99.000 -1.200 0 41 +0
Feb08 070404 100.830 100.830 100.830 100.830 -0.020 0 2 +0
Mar08 070319 100.250 100.250 100.250 100.250 unch      
Total Volume and Open Interest 139 1,372  
Class III Milk(CME)
Apr07 070404 15.75 15.75 15.75 15.75 +0.03 45 3,078 -30
May07 070404 15.44 15.51 15.44 15.45 +0.11 102 3,008 +49
Jun07 070404 15.22 15.50 15.22 15.35 +0.15 194 3,079 +59
Jul07 070404 15.27 15.50 15.27 15.39 +0.18 88 2,817 +22
Aug07 070404 15.62 15.80 15.62 15.75 +0.16 102 2,616 +1
Total Volume and Open Interest 1,084 31,659 +194
Cocoa(NYBOT)
May07 070404 1873 1909 1870 1902 +36 9,078 59,484 -3,264
Jul07 070404 1905 1935 1899 1930 +34 3,763 38,262 +351
Sep07 070404 1937 1959 1937 1955 +35 497 24,242 -113
Dec07 070404 1949 1975 1946 1975 +36 416 24,016 -449
Mar08 070404 1991 1991 1991 1991 +35 19 9,581 -1
May08 070404 1991 2007 1991 2006 +35 1 2,962 +2
Jul08 070404 2018 2018 2018 2018 +35 32 2,201 +0
Total Volume and Open Interest 29,559 173,594 -7,164
Coffee "C"(NYBOT)
May07 070404 110.75 111.70 110.00 110.55 -0.20 14,046 74,688 -2,331
Jul07 070404 113.75 114.60 113.00 113.45 -0.25 5,331 38,526 +2,499
Sep07 070404 116.70 117.10 115.80 116.25 -0.20 340 18,110 +100
Dec07 070404 120.40 120.40 119.50 119.80 -0.20 345 7,147 +12
Mar08 070404 123.00 123.25 123.00 123.25 -0.25 369 3,165 +62
May08 070404 125.00 125.35 124.95 125.35 -0.15 214 3,861 -67
Total Volume and Open Interest 22,221 154,210 +0
Orange Juice(NYBOT)
May07 070404 188.80 192.50 188.80 192.25 +1.80 1,798 14,535 -538
Jul07 070404 186.50 189.80 186.50 189.80 +2.70 863 6,924 +492
Sep07 070404 186.55 187.30 186.05 187.30 +2.70 9 1,877 -3
Nov07 070404 182.80 183.50 182.80 183.25 +1.80 41 5,982 -25
Jan08 070404 183.00 183.10 183.00 183.00 +1.75 29 1,220 +25
Mar08 070404 183.00 183.00 183.00 183.00 +1.75 0 364 +0
Total Volume and Open Interest 4,427 30,963 +456
Sugar #11(NYBOT)
May07 070404 9.72 9.75 9.66 9.71 -0.01 49,905 238,188 -1,134
Jul07 070404 9.85 9.90 9.79 9.84 -0.04 30,246 201,533 +7,229
Oct07 070404 10.24 10.24 10.15 10.19 -0.06 4,105 85,026 +257
Mar08 070404 10.87 10.88 10.79 10.84 -0.05 1,511 73,739 +49
May08 070404 10.94 10.94 10.89 10.91 -0.06 321 22,416 -79
Total Volume and Open Interest 74,467 660,673 +2,385
Sugar #14(NYBOT)
May07 070404 21.08 21.08 21.08 21.08 unch 1,015 1,512 +90
Jul07 070404 20.93 20.93 20.93 20.93 +0.06 164 3,874 +132
Sep07 070404 20.79 20.79 20.79 20.79 -0.01 5 1,770 +2
Nov07 070404 20.92 20.92 20.92 20.92 unch 4 1,616 +4
Jan08 070404 21.08 21.08 21.08 21.08 -0.02 20 801 +0
Total Volume and Open Interest 1,208 10,262 +228
London Cocoa(LCE)
May07 070404 1022 1036 1019 1034 +14 3,689 58,988 -1,310
Jul07 070404 1040 1053 1035 1050 +14 2,746 38,767 +740
Sep07 070404 1054 1067 1052 1064 +14 1,860 41,277 +174
Dec07 070404 1065 1074 1056 1071 +15 2,489 41,581 +182
Mar08 070404 1068 1073 1061 1073 +15 151 20,503 +5
May08 070404 1079 1079 1079 1079 +16 138 4,749 +121
Jul08 070404 1077 1084 1077 1084 +16 5 1,605 -4
Total Volume and Open Interest 21,172 213,225 -38
London Coffee(LCE)
May07 070404 1541.00 1548.00 1530.00 1533.00 -5.00 7,274 62,769 -4,260
Jul07 070404 1559.00 1566.00 1549.00 1552.00 -4.00 7,409 40,918 +3,117
Sep07 070404 1565.00 1572.00 1557.00 1559.00 -2.00 2,497 23,612 +1,046
Nov07 070404 1561.00 1563.00 1551.00 1551.00 -2.00 396 10,435 +25
Jan08 070404 1549.00 1549.00 1543.00 1544.00 -3.00 20 2,312 +0
Mar08 070404 1546.00 1547.00 1544.00 1544.00 -3.00 6 1,240 -1
Total Volume and Open Interest 13,980 142,633 +0
London Sugar(LCE)
May07 070404 327.00 330.30 326.00 329.50 +0.70 3,798 29,069 -1,020
Aug07 070404 315.60 315.70 313.70 315.00 -1.60 1,827 26,214 +508
Oct07 070404 310.00 310.00 308.50 309.30 -1.50 555 8,192 +136
Dec07 070404 312.00 312.00 310.60 310.80 -1.20 191 3,366 +51
Mar08 070404 313.00 313.40 313.00 313.00 -1.50 215 5,352 -53
Total Volume and Open Interest 8,648 76,597 +0
Cotton(NYBOT)
May07 070404 53.05 53.50 52.95 53.26 +0.21 12,391 103,279 -731
Jul07 070404 54.44 54.80 54.35 54.74 +0.30 10,057 62,879 +2,103
Oct07 070404 56.93 57.40 56.85 57.40 +0.40 17 3,234 +6
Dec07 070404 58.79 59.25 58.75 59.17 +0.42 3,965 55,175 +805
Mar08 070404 61.70 62.00 61.62 61.70 -0.03 954 8,520 +681
May08 070404 62.85 62.85 62.85 62.85 +0.15 0 322 +0
Total Volume and Open Interest 42,433 233,241 +589
Lumber(CME)
May07 070404 253.0 253.5 250.1 251.4 -1.4 828 5,269 -892
Jul07 070404 262.9 262.9 258.6 258.9 -3.2 499 3,391 +264
Sep07 070404 271.5 273.5 267.0 271.3 -1.8 14 260 +0
Nov07 070404 270.5 271.2 266.7 270.1 -4.8 3 78 +2
Total Volume and Open Interest 2,175 9,645 +0
Crude Oil(NYM)
May07 070404 64.52 65.09 63.56 64.38 -0.26 200,459 338,237 -11,325
Jun07 070404 66.21 66.68 65.29 66.29 unch 98,328 200,515 +4,643
Jul07 070404 67.31 67.72 66.39 67.48 +0.17 34,108 79,544 +2,692
Aug07 070404 68.02 68.43 67.10 68.33 +0.30 15,216 35,095 +590
Sep07 070404 68.41 69.00 67.94 68.96 +0.41 11,283 39,955 -218
Oct07 070404 68.45 69.45 68.45 69.45 +0.49 8,091 33,459 +2,144
Nov07 070404 68.59 69.78 68.59 69.78 +0.52 2,165 25,635 +379
Dec07 070404 69.46 70.10 68.68 70.06 +0.55 21,358 142,064 -2,352
Jan08 070404 70.05 70.27 70.00 70.27 +0.58 2,400 40,714 +315
Feb08 070404 70.40 70.40 70.40 70.40 +0.59 751 14,021 +90
Mar08 070404 70.50 70.50 70.50 70.50 +0.60 378 14,773 -255
Apr08 070404 70.58 70.58 70.58 70.58 +0.61 15 14,024 +15
May08 070404 70.64 70.64 70.64 70.64 +0.61 965 10,981 +915
Jun08 070404 69.93 70.70 69.55 70.70 +0.61 1,472 43,029 -718
Jul08 070404 70.11 70.71 70.11 70.71 +0.61 0 5,072 -200
Aug08 070404 70.72 70.72 70.72 70.72 +0.62 0 6,109 +0
Total Volume and Open Interest 408,559 1,362,051 +7,127
Heating Oil(NYM)
May07 070404 183.60 186.65 182.00 186.44 +2.57 26,799 75,183 -3,069
Jun07 070404 184.65 187.65 182.84 187.44 +2.57 12,959 37,404 +1,726
Jul07 070404 186.00 189.40 184.97 189.34 +2.52 4,972 17,305 +540
Aug07 070404 190.42 191.52 187.26 191.49 +2.42 1,982 8,427 +371
Sep07 070404 193.41 194.14 192.00 194.14 +2.32 2,085 9,997 +390
Oct07 070404 194.50 197.14 194.00 197.14 +2.17 204 4,379 +19
Nov07 070404 197.30 200.29 197.03 200.29 +2.12 216 3,180 -35
Dec07 070404 201.50 202.89 198.85 202.89 +2.07 2,162 20,614 -422
Jan08 070404 203.00 204.54 201.25 204.54 +2.02 802 10,425 +435
Feb08 070404 201.86 205.04 201.86 205.04 +1.97 48 3,284 +15
Mar08 070404 200.90 203.29 200.90 203.29 +1.92 1 2,230 +0
Apr08 070404 196.50 198.89 196.50 198.89 +1.92 27 2,757 +26
Total Volume and Open Interest 45,569 203,485 +769
RBOB Gasoline(NYMEX)
May07 070404 201.50 211.00 199.89 210.54 +8.77 27,891 67,787 -2,053
Jun07 070404 200.12 208.10 198.61 207.54 +6.72 10,065 32,879 +1,012
Jul07 070404 200.25 206.48 198.12 205.74 +5.37 4,756 17,014 +1,438
Aug07 070404 200.14 205.03 197.54 204.39 +4.52 2,283 10,175 +533
Sep07 070404 198.53 201.92 195.60 201.89 +4.02 1,330 16,450 +273
Oct07 070404 186.22 190.64 185.77 190.64 +3.47 475 5,628 +111
Nov07 070404 181.11 186.39 181.00 186.39 +3.32 458 2,811 +177
Dec07 070404 179.14 184.00 179.14 183.99 +3.07 162 4,408 +33
Jan08 070404 181.65 184.54 181.65 184.54 +2.97 32 1,277 -28
Feb08 070404 186.39 186.39 186.39 186.39 +2.97 0 152 +0
Total Volume and Open Interest 47,527 162,986 +1,604
e-MiNY RBOB Gasoline(NYMEX)
May07 070404 201.00 210.54 201.00 210.54 +8.77 0 1 +0
Jun07 070404 207.54 207.54 207.54 207.54 +6.72 0 2 +0
Jul07 070404 205.74 205.74 205.74 205.74 +5.37      
Aug07 070404 204.39 204.39 204.39 204.39 +4.52      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
May07 070404 7.500 7.550 7.380 7.515 +0.089 49,023 118,655 -5,399
Jun07 070404 7.535 7.690 7.530 7.649 +0.085 14,252 43,667 +2,078
Jul07 070404 7.770 7.810 7.690 7.791 +0.080 7,811 30,706 +685
Aug07 070404 7.890 7.890 7.790 7.887 +0.076 2,646 27,011 -87
Sep07 070404 7.835 7.931 7.835 7.931 +0.075 2,813 21,066 +298
Oct07 070404 7.960 8.038 7.960 8.038 +0.072 5,136 36,848 -580
Nov07 070404 8.660 8.718 8.660 8.718 +0.087 452 21,165 +17
Dec07 070404 9.300 9.413 9.300 9.413 +0.092 581 37,143 -29
Jan08 070404 9.730 9.783 9.710 9.738 +0.092 1,918 35,912 +245
Feb08 070404 9.630 9.740 9.630 9.728 +0.092 444 20,814 +34
Mar08 070404 9.440 9.520 9.440 9.498 +0.092 375 49,997 +24
Apr08 070404 8.060 8.060 8.033 8.033 +0.097 587 31,884 -58
May08 070404 7.913 7.913 7.913 7.913 +0.097 434 15,650 +166
Jun08 070404 7.980 7.980 7.980 7.980 +0.097 16 10,259 +4
Jul08 070404 8.061 8.061 8.061 8.061 +0.096 14 5,213 +7
Aug08 070404 8.150 8.150 8.128 8.128 +0.096 226 6,198 +202
Total Volume and Open Interest 87,070 739,152 -2,352
Brent Crude Oil(ICE)
May07 070404 67.81 68.52 66.94 68.40 +0.59 77,711 80,268 -2,377
Jun07 070404 67.78 68.50 66.78 68.38 +0.62 79,005 205,069 +6,759
Jul07 070404 68.09 68.77 67.03 68.65 +0.63 32,693 60,166 +1,778
Aug07 070404 68.12 68.99 67.67 68.99 +0.65 9,312 31,814 +1,753
Sep07 070404 68.45 69.34 68.03 69.34 +0.64 6,601 33,284 +3,156
Oct07 070404 68.75 69.56 68.30 69.56 +0.61 2,359 20,570 -886
Nov07 070404 69.80 69.80 69.77 69.77 +0.59 0 19,342 +19
Dec07 070404 68.99 70.03 68.56 69.96 +0.60 13,314 70,626 -181
Jan08 070404 70.12 70.12 70.12 70.12 +0.61 0 11,994 +22
Feb08 070404 70.19 70.19 70.19 70.19 +0.56 52 4,087 +25
Mar08 070404 70.21 70.21 70.21 70.21 +0.52 0 3,798 +10
Apr08 070404 70.23 70.23 70.23 70.23 +0.50 0 1,304 +0
May08 070404 70.25 70.25 70.25 70.25 +0.52 0 993 -100
Jun08 070404 69.85 70.21 69.75 70.21 +0.52 0 15,856 -250
Total Volume and Open Interest 224,711 682,449 +10,505
Gas Oil(ICE)
Apr07 070404 580.00 587.00 574.00 581.00 +3.75 26,357 34,813 -7,375
May07 070404 583.00 589.50 576.75 584.00 +4.00 33,743 82,027 +3,215
Jun07 070404 584.75 593.25 580.50 588.00 +4.25 17,441 53,300 +526
Jul07 070404 590.00 597.50 588.25 593.50 +3.75 4,539 18,831 -809
Aug07 070404 600.25 603.00 598.75 599.00 +3.00 1,493 14,772 +86
Sep07 070404 605.75 608.25 603.00 604.50 +2.50 820 15,729 -44
Oct07 070404 610.25 612.75 609.00 609.00 +2.25 385 7,408 -53
Nov07 070404 614.00 617.25 613.25 613.25 +2.25 21 7,824 +2
Dec07 070404 615.50 621.75 614.25 617.50 +2.25 2,573 40,494 +223
Jan08 070404 625.00 625.00 624.25 624.25 +2.75 53 10,264 +27
Total Volume and Open Interest 88,000 324,397 -4,218
US Dollar Index(NYBOT)
Jun07 070404 82.92 82.94 82.63 82.71 -0.20 2,889 28,077 +72
Sep07 070404 82.42 82.47 82.42 82.47 -0.20 4 2,080 +2
Dec07 070404 82.23 82.23 82.23 82.23 -0.20 0 3 +0
Total Volume and Open Interest 1,357 30,086 -32
Australian Dollar(CME)
Jun07 070404 81.10 81.79 80.48 81.66 +0.57 2,493 121,053 -1,190
Sep07 070404 80.40 81.51 80.14 81.40 +0.57 0 394 -19
Dec07 070404 81.11 81.11 81.09 81.11 +0.57 0 415 +0
Total Volume and Open Interest 45,859 123,078 +8,862
British Pound(CME)
Jun07 070404 197.38 197.70 197.09 197.45 +0.07 773 122,585 +511
Sep07 070404 197.13 197.46 196.92 197.25 +0.07 0 325 -32
Dec07 070404 196.92 197.11 196.62 196.92 +0.07 0 7 +1
Total Volume and Open Interest 81,405 122,452 +13,087
Canadian Dollar(CME)
Jun07 070404 86.49 86.80 86.44 86.50 +0.03 1,218 109,605 +243
Sep07 070404 86.82 87.00 86.67 86.71 +0.03 13 1,926 +27
Dec07 070404 86.98 87.10 86.87 86.92 +0.03 12 1,399 +16
Mar08 070404 87.20 87.26 87.04 87.13 +0.03 10 121 +14
Total Volume and Open Interest 28,509 112,796 -1,055
Japanese Yen(CME)
Jun07 070404 84.92 85.19 84.79 85.08 +0.14 8,571 196,181 +8,948
Sep07 070404 85.90 86.14 85.78 86.06 +0.14 0 8,450 +171
Dec07 070404 86.85 87.07 86.82 86.98 +0.14 0 5,103 +0
Total Volume and Open Interest 76,914 212,629 +6,931
Swiss Franc(CME)
Jun07 070404 82.31 82.63 82.24 82.44 +0.10 4,754 57,521 +1,790
Sep07 070404 83.01 83.20 82.84 83.02 +0.10 0 96 +4
Dec07 070404 83.55 83.70 83.50 83.55 +0.10 0 47 +0
Total Volume and Open Interest 38,369 55,872 +0
EuroFX(CME)
Jun07 070404 133.67 134.19 133.55 134.04 +0.34 3,698 196,504 -5,508
Sep07 070404 134.28 134.55 133.96 134.42 +0.34 3 1,512 -15
Dec07 070404 134.71 134.84 134.52 134.71 +0.34 0 256 +0
Total Volume and Open Interest 133,114 203,890 -1,826
Mexican Peso(CME)
Apr07 070404 9087.5 9087.5 9087.5 9087.5 -22.5      
May07 070404 9072.5 9072.5 9072.5 9072.5 -22.5      
Total Volume and Open Interest 8,726 74,151 +1,050
30-Year T-Bonds(CBOT)
Jun07 070404 111~06 111~18 111~03 111~09 +0~03 246,270 829,710 -12,518
Sep07 070404 111~10 111~14 111~08 111~08 +0~03 15 5,250 +4
Dec07 070404 111~11 111~11 111~11 111~11 +0~03 0 63 +0
Total Volume and Open Interest 254,734 847,546 +0
10-Year T-Notes(CBOT)
Jun07 070404 107~310 108~090 107~300 108~040 +0~040 768,479 2,485,173 +2,698
Sep07 070404 108~070 108~070 108~055 108~060 +0~040 324 41,311 +40
Total Volume and Open Interest 711,463 2,523,753 +0
5-Year T-Notes(CBOT)
Jun07 070404 105~225 105~280 105~220 105~240 +0~025 344,987 0 +0
Sep07 070404 105~300 105~300 105~300 105~300 +0~025 0 208 +208
Total Volume and Open Interest 299,794 1,516,515 -15,682
2 Year T-Notes(CBOT)
Jun07 070404 102~046 102~059 102~044 102~051 +0~003 1,001 945,514 -8,965
Total Volume and Open Interest 104,279 954,479 +0
Eurodollars(CME)
Jun07 070404 94.710 94.725 94.710 94.715 unch 26,794 1,602,702 -749
Sep07 070404 94.880 94.920 94.875 94.890 +0.005 19,046 1,400,581 +11,901
Dec07 070404 95.075 95.130 95.070 95.090 +0.010 17,103 1,663,783 -1,077
Mar08 070404 95.225 95.285 95.215 95.245 +0.015 11,459 1,249,879 -13,490
Jun08 070404 95.295 95.355 95.290 95.320 +0.020 14,626 1,119,338 +18,913
Sep08 070404 95.315 95.375 95.305 95.340 +0.020 8,732 804,754 -5,610
Dec08 070404 95.305 95.365 95.295 95.325 +0.015 9,438 615,640 -1,529
Mar09 070404 95.275 95.330 95.270 95.295 +0.015 8,801 372,565 +405
Jun09 070404 95.230 95.285 95.230 95.250 +0.015 5,438 283,206 -484
Sep09 070404 95.190 95.240 95.185 95.205 +0.015 4,256 238,221 -2,639
Dec09 070404 95.135 95.180 95.135 95.150 +0.015 4,029 162,734 +586
Mar10 070404 95.100 95.140 95.090 95.110 +0.010 4,540 140,273 +425
Jun10 070404 95.070 95.090 95.065 95.065 +0.010 1,089 81,331 +390
Sep10 070404 95.035 95.050 95.025 95.025 +0.010 1,263 85,333 -368
Dec10 070404 94.985 95.000 94.975 94.975 +0.010 1,121 83,720 -404
Mar11 070404 94.955 94.975 94.945 94.945 +0.010 2,783 82,639 -849
Jun11 070404 94.915 94.935 94.905 94.910 +0.010 1,518 72,481 +644
Sep11 070404 94.880 94.905 94.875 94.880 +0.010 729 50,513 +277
Total Volume and Open Interest 146,672 10,321,104 +10,254
3-Mth Euro-Yen(CME)
Jun07 070404 99.31 99.31 99.31 99.31 -0.01 82 21,624 -895
Sep07 070404 99.22 99.22 99.22 99.22 -0.01 577 9,601 -264
Dec07 070404 99.13 99.13 99.13 99.13 -0.01 203 10,986 -457
Mar08 070404 99.03 99.03 99.03 99.03 -0.01 0 4,901 -900
Jun08 070404 98.94 98.94 98.94 98.94 -0.01 51 1,092 +0
Sep08 070404 98.85 98.85 98.85 98.85 -0.01 0 1,559 +0
Dec08 070404 98.77 98.77 98.77 98.77 unch 0 150 +0
Mar09 070404 98.69 98.69 98.69 98.69 unch 0 10 +0
Jun09 070404 98.62 98.62 98.62 98.62 unch 0 5 +0
Sep09 070404 98.54 98.54 98.54 98.54 +0.01 0 10 +0
Total Volume and Open Interest 913 49,938 -2,516
3-Mth Euro-Yen(SIMEX)
Jun07 070404 99.31 99.31 99.31 99.31 unch 2,073 71,725 -105
Sep07 070404 99.23 99.23 99.22 99.22 -0.01 1,298 50,093 -56
Dec07 070404 99.14 99.14 99.13 99.13 -0.01 1,240 60,164 -594
Mar08 070404 99.04 99.04 99.03 99.03 -0.01 1,140 38,741 -75
Jun08 070404 98.95 98.95 98.93 98.94 -0.01 376 11,684 -184
Sep08 070404 98.84 98.85 98.84 98.85 -0.01 3 5,534 +3
Dec08 070404 98.77 98.77 98.77 98.77 -0.01 6 766 +5
Mar09 070404 98.69 98.69 98.69 98.69 unch 21 553 +20
Total Volume and Open Interest 6,051 241,965 +2,965
German Euro-Bund(EUREX)
Jun07 070404 114.57 114.95 114.57 114.88 +0.25 934,092 1,525,685 +35,190
Sep07 070404 114.72 114.93 114.72 114.90 +0.27 19 1,365 +5
Dec07 070404 114.52 114.52 114.52 114.52 +0.25 400 0 +0
Total Volume and Open Interest 934,511 1,527,050 +35,195
German Euro-Bobl(EUREX)
Jun07 070404 108.07 108.24 108.06 108.20 +0.13 514,193 1,154,434 +47,862
Sep07 070404 108.30 108.37 108.30 108.37 +0.15 627 1,947 +0
Dec07 070404 108.37 108.37 108.37 108.37 +0.13      
Total Volume and Open Interest 514,820 1,156,381 +47,862
Long Gilt(LIFFE)
Jun07 070404 107~12 107~22 107~12 107~20 +0~08 114,803 337,867 +1,254
Sep07 070404 107~21 107~21 107~21 107~21 +0~08 0 5 +0
Total Volume and Open Interest 62,117 336,618 +7,643
3-Mth Short Sterling(LIFFE)
Jun07 070404 94.22 94.23 94.21 94.23 +0.01 82,443 569,445 +9,014
Sep07 070404 94.16 94.18 94.15 94.17 unch 77,493 552,781 +21,449
Dec07 070404 94.17 94.19 94.16 94.18 unch 62,711 433,202 +3,201
Total Volume and Open Interest 265,139 2,562,997 +0
3-Mth Euribor(LIFFE)
Jun07 070404 95.880 95.900 95.880 95.890 +0.005 96,712 795,121 -2,609
Sep07 070404 95.785 95.800 95.780 95.795 +0.015 160,078 734,048 +13,350
Dec07 070404 95.745 95.775 95.745 95.770 +0.020 144,200 770,002 +30,169
Total Volume and Open Interest 646,287 3,971,480 +62,270
3-Mth Aus T-Bills(SFE)
Jun07 070404 93.37 93.47 93.36 93.44 +0.08 15,203 405,840 -2,236
Sep07 070404 93.30 93.40 93.29 93.36 +0.06 26,337 289,296 +15,565
Dec07 070404 93.30 93.38 93.28 93.34 +0.05 14,284 147,444 +12,645
Mar08 070404 93.33 93.40 93.32 93.37 +0.04 3,919 71,679 +4,143
Jun08 070404 93.36 93.43 93.36 93.40 +0.04 2,495 52,209 -180
Sep08 070404 93.39 93.45 93.39 93.42 +0.03 1,973 29,549 +1,755
Dec08 070404 93.46 93.46 93.43 93.43 +0.02 604 14,395 +272
Mar09 070404 93.42 93.43 93.42 93.43 +0.01 932 7,662 +744
Jun09 070404 93.44 93.44 93.44 93.44 +0.01 0 2,276 +0
Sep09 070404 93.44 93.44 93.44 93.44 unch 0 862 +0
Total Volume and Open Interest 65,747 1,021,550 +32,708
10-Year Aus T-Bonds(SFE)
Jun07 070404 94.11 94.15 94.10 94.12 +0.01 25,502 412,682 -4,774
Sep07 070404 94.12 94.12 94.12 94.12 +0.01      
Total Volume and Open Interest 25,502 412,682 -4,774
3-Year Aus T-Bonds(SFE)
Jun07 070404 93.80 93.89 93.80 93.84 +0.03 61,031 621,374 -47,068
Sep07 070404 93.84 93.84 93.84 93.84 +0.03      
Total Volume and Open Interest 61,031 621,374 -47,068
Gold(CMX)
Apr07 070404 664.0 675.0 664.0 672.1 +8.1 291 964 -528
Jun07 070404 670.3 681.1 668.8 677.4 +7.7 64,011 206,980 -970
Aug07 070404 675.8 686.0 675.7 683.7 +7.7 521 12,053 +159
Oct07 070404 681.9 691.9 681.9 689.9 +7.7 68 29,350 -4
Dec07 070404 688.0 699.0 688.0 696.1 +7.8 509 59,483 +401
Feb08 070404 694.0 702.0 694.0 702.0 +7.9 354 4,391 +250
Apr08 070404 707.7 707.7 707.7 707.7 +7.9 304 9,223 +298
Jun08 070404 711.9 715.0 711.9 713.6 +8.0 23 4,361 +1
Aug08 070404 719.3 719.3 719.3 719.3 +8.0 0 740 +0
Oct08 070404 725.0 725.0 725.0 725.0 +8.0 0 750 +0
Dec08 070404 727.0 731.7 727.0 730.7 +8.0 1 6,333 -1
Feb09 070404 736.4 736.4 736.4 736.4 +8.0      
Total Volume and Open Interest 72,580 348,246 +6,295
Silver(CMX)
May07 070404 1348.0 1369.0 1346.0 1362.0 +19.0 18,925 57,989 +457
Jul07 070404 1375.0 1380.0 1370.0 1375.0 +19.3 1,059 18,291 -40
Sep07 070404 1387.2 1387.2 1387.2 1387.2 +19.5 341 8,779 +119
Dec07 070404 1408.0 1408.0 1400.0 1403.0 +19.7 229 14,538 -90
Mar08 070404 1417.3 1417.3 1417.3 1417.3 +19.8 6 2,257 +0
May08 070404 1425.9 1425.9 1425.9 1425.9 +19.9 30 275 +30
Jul08 070404 1434.2 1434.2 1434.2 1434.2 +20.0 20 1,414 +0
Total Volume and Open Interest 21,053 112,120 +782
Platinum(NYM)
Apr07 070404 1257.0 1258.9 1248.0 1258.9 +6.6 19 285 -13
Jul07 070404 1257.0 1262.0 1255.0 1258.9 +6.6 1,357 11,470 +420
Oct07 070404 1263.9 1263.9 1263.9 1263.9 +6.6 0 30 +0
Jan08 070404 1268.9 1268.9 1268.9 1268.9 +6.6 0 2 +0
Total Volume and Open Interest 1,376 11,787 +407
Palladium(NYME)
Jun07 070404 355.00 355.50 354.00 354.15 -1.60 445 14,459 -111
Sep07 070404 362.00 362.00 359.65 359.65 -1.60 30 1,102 +14
Dec07 070404 365.15 365.15 365.15 365.15 -1.60 10 131 +0
Total Volume and Open Interest 485 15,692 -97
Copper(CMX)
May07 070404 331.00 339.80 327.60 338.75 +7.30 14,725 44,493 -735
Jul07 070404 330.00 338.55 327.30 338.20 +7.80 5,082 18,741 +1,286
Sep07 070404 326.70 335.00 326.00 334.90 +7.85 510 3,282 +252
Dec07 070404 323.75 328.50 319.00 328.20 +7.75 352 2,935 +122
Mar08 070404 320.60 320.60 320.60 320.60 +7.75 114 993 +104
Total Volume and Open Interest 12,534 76,031 +368
Aluminum(CMX)
Apr07 070404 127.00 127.00 127.00 127.00 unch 0 13 -21
May07 070404 127.60 127.60 127.60 127.60 unch 0 42 +0
Jun07 070404 127.25 127.25 127.25 127.25 unch 0 40 +0
Jul07 070404 126.95 126.95 126.95 126.95 unch 0 40 +0
Aug07 070404 126.65 126.65 126.65 126.65 unch 0 40 +0
Sep07 070404 126.35 126.35 126.35 126.35 unch 0 40 +0
Total Volume and Open Interest 0 449 -21
DJIA Index(CBOT)
Jun07 070404 12578 12610 12555 12595 +15 4,533 40,087 +311
Sep07 070404 12698 12698 12698 12698 +15 13 42 +4
Dec07 070404 12789 12789 12789 12789 +15 0 14 +0
Mar08 070404 12889 12889 12889 12889 +15      
Total Volume and Open Interest 4,249 39,828 +1,072
S & P 500(CME)
Jun07 070404 1447.00 1449.70 1444.30 1448.50 +1.30 29,015 606,626 +3,316
Sep07 070404 1461.90 1462.60 1458.60 1461.90 +1.30 2,518 15,149 +1,873
Dec07 070404 1473.80 1474.50 1470.50 1473.80 +1.30 30 2,452 +30
Mar08 070404 1484.80 1485.50 1481.50 1484.80 +1.30 0 3,673 +0
Total Volume and Open Interest 33,029 622,744 +0
S & P 500 E-Mini(Globex)
Jun07 070404 1447.00 1450.00 1444.25 1448.50 +1.25 1,008,408 1,864,921 +38,043
Sep07 070404 1462.50 1463.25 1458.00 1462.00 +1.50 956 9,010 +672
Total Volume and Open Interest 904,904 1,835,216 +11,909
NASDAQ 100(CME)
Jun07 070404 1814.00 1821.50 1810.00 1819.30 +4.50 5,363 46,093 -707
Sep07 070404 1842.00 1842.00 1837.50 1842.00 +4.50 14 58 +12
Dec07 070404 1862.00 1862.00 1856.80 1862.00 +5.20 0 16 +0
Total Volume and Open Interest 2,718 46,862 -129
NASDAQ 100 E-Mini(Globex)
Jun07 070404 1814.00 1821.30 1811.00 1819.30 +4.50 272,457 350,081 +11,313
Sep07 070404 1837.50 1844.30 1837.50 1842.00 +4.50 12 108 -3
Total Volume and Open Interest 272,469 350,189 +11,310
S & P Midcap 400(CME)
Jun07 070404 864.00 866.75 863.00 865.50 +0.50 149 7,388 -79
Sep07 070404 873.10 873.10 872.60 873.10 +0.50      
Dec07 070404 880.70 880.70 880.20 880.70 +0.50      
Total Volume and Open Interest 125 7,467 +0
Russell 2000(CME)
Jun07 070404 816.75 818.40 813.00 816.60 -0.70 369 32,603 -172
Sep07 070404 823.60 824.30 823.60 823.60 -0.70 0 776 +0
Dec07 070404 830.60 831.30 830.60 830.60 -0.70      
Total Volume and Open Interest 1,881 33,551 +946
Russell 2000 E-Mini(Globex)
Jun07 070404 817.00 818.70 812.60 816.60 -0.70 150,919 416,332 -467
Sep07 070404 823.30 825.10 820.30 823.60 -0.70 65 414 +22
Total Volume and Open Interest 143,378 417,191 +3,633
Value Line(KCBT)
Jun07 070404 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070404 17550 17615 17545 17590 +145      
Sep07 070404 17615 17615 17615 17615 +145      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070404 17440 17610 17420 17570 +305 67,610 227,351 +2,804
Sep07 070404 17585 17615 17585 17585 +300 0 110 -1
Dec07 070404 17560 17560 17560 17560 +305 0 200 +0
Total Volume and Open Interest 67,610 227,734 +2,818
CAC 40(EURONEXT)
Apr07 070404 5741.5 5749.5 5714.0 5749.0 +30.5 96,735 474,811 +17,620
May07 070404 5697.0 5705.0 5673.0 5705.0 +30.5 713 2,596 +387
Jun07 070404 5634.5 5641.5 5608.0 5641.5 +31.0 1,828 46,367 +688
Total Volume and Open Interest 97,533 505,414 +8,868
Hang Seng Index(HKFE)
Apr07 070404 20298 20298 20131 20265 +210 43,670 108,934 +1,021
May07 070404 20249 20249 19991 20126 +216 1,012 458 +202
Jun07 070404 20294 20294 20081 20189 +220 386 2,905 -117
Total Volume and Open Interest 45,083 112,577 +1,105
DAX(EUREX)
Jun07 070404 7128.0 7139.5 7090.5 7121.5 +22.5 171,815 301,802 +5,661
Sep07 070404 7202.5 7212.5 7170.0 7198.5 +23.0 886 4,611 +135
Dec07 070404 7272.5 7275.0 7260.5 7275.0 +22.5 121 975 -8
Total Volume and Open Interest 151,124 301,600 +10,779
FT-SE 100(EURONEXT)
Jun07 070404 6400.50 6401.00 6363.00 6386.00 +14.00 81,807 503,305 +3,202
Sep07 070404 6430.00 6430.00 6402.00 6422.50 +14.00 248 7,061 +141
Dec07 070404 6474.50 6474.50 6474.50 6474.50 +14.50 0 5,175 +0
Total Volume and Open Interest 79,080 512,198 +3,456
SPI 200(SFE)
Jun07 070404 6105.0 6147.0 6105.0 6121.0 +47.0 22,703 311,887 -453
Sep07 070404 6117.0 6134.0 6112.0 6125.0 +48.0 74 3,825 +73
Dec07 070404 6165.0 6165.0 6165.0 6165.0 +48.0 5 2,786 +3
Total Volume and Open Interest 22,783 319,582 -378
GSCI(CME)
Apr07 070404 464.00 467.50 459.00 465.50 +3.00 321 20,177 +3
May07 070404 472.50 473.00 467.00 472.50 +3.20 30 484 +30
Jun07 070404 473.20 477.00 471.50 476.50 +4.00 0 98 +0
Total Volume and Open Interest 559 20,726 +353
Reuters CRB Index(NYBOT)
Jun07 070404 317.30 317.30 317.30 317.30 -92.70 62 696 +23
Aug07 070404 416.75 421.75 416.50 421.75 +5.25 100 407 +100
Nov07 070404 423.00 428.25 423.00 428.25 +5.25      
Total Volume and Open Interest      
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

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!!!