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 Mon June 04, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070604 817.50 823.50 813.50 815.75 -1.75 23,925 248,118 +0
Aug07 070604 824.50 830.50 821.50 823.00 -1.75 3,422 20,743 +0
Sep07 070604 833.00 838.00 829.50 830.25 -2.25 1,278 10,998 +0
Nov07 070604 847.25 853.00 843.50 846.25 -1.00 10,125 148,109 +0
Jan08 070604 856.00 860.50 852.00 853.50 -2.50 363 13,830 +0
Mar08 070604 861.00 865.00 856.50 858.50 -2.00 1,004 12,832 +0
May08 070604 862.00 867.50 859.00 861.50 +0.50 753 13,879 +0
Total Volume and Open Interest 128,268 527,274 +0
Soybean Meal(CBOT)
Jul07 070604 221.70 223.50 220.00 220.40 -1.00 15,071 78,619 +0
Aug07 070604 223.50 224.80 221.40 221.70 -0.70 3,170 23,430 +0
Sep07 070604 225.50 226.30 223.20 223.90 -0.90 1,715 16,373 +0
Oct07 070604 226.50 228.00 224.80 225.00 -0.50 332 9,650 +0
Dec07 070604 229.50 230.80 227.50 227.90 -0.90 5,049 55,439 +0
Jan08 070604 229.00 230.80 227.50 227.60 -1.00 119 5,756 +0
Mar08 070604 230.50 232.70 229.00 229.30 -1.40 937 6,911 +0
May08 070604 231.00 233.00 228.50 228.50 -2.00 425 6,102 +0
Total Volume and Open Interest 46,308 213,836 +0
Soybean Oil(CBOT)
Jul07 070604 35.77 35.95 35.60 35.75 -0.06 13,228 166,978 +0
Aug07 070604 36.10 36.16 35.83 36.02 -0.05 3,758 22,042 +0
Sep07 070604 36.07 36.36 36.07 36.26 -0.06 634 12,976 +0
Oct07 070604 36.53 36.60 36.48 36.50 -0.04 357 10,700 +0
Dec07 070604 37.13 37.17 36.84 36.98 -0.11 5,134 78,344 +0
Jan08 070604 37.20 37.23 37.20 37.23 -0.13 300 6,972 +0
Mar08 070604 37.48 37.50 37.48 37.50 -0.10 1,028 4,757 +0
May08 070604 37.62 37.70 37.56 37.70 -0.15 143 4,442 +0
Total Volume and Open Interest 45,685 316,781 +0
Canola(WCE)
Jul07 070604 392.3 394.6 391.0 391.6 -0.2 9,347 37,484 +0
Total Volume and Open Interest 22,285 128,104 +0
Corn(CBOT)
Jul07 070604 387.00 389.50 383.00 383.75 -3.00 34,731 397,510 +0
Sep07 070604 389.00 391.50 386.50 388.25 -1.00 12,933 170,935 +0
Dec07 070604 385.00 387.25 382.00 383.00 unch 22,818 460,423 +0
Mar08 070604 395.75 398.00 393.00 393.75 +0.25 1,158 56,280 +0
May08 070604 404.00 405.00 401.25 402.00 +0.75 389 14,175 +0
Jul08 070604 408.50 409.25 405.50 406.25 +0.25 957 33,542 +0
Total Volume and Open Interest 286,526 1,274,581 +0
Wheat(CBOT)
Jul07 070604 525.00 531.00 518.50 520.25 -0.50 22,446 182,172 +0
Sep07 070604 537.00 544.00 533.00 535.50 unch 13,321 77,776 +0
Dec07 070604 548.00 555.50 546.00 546.50 -0.50 7,379 81,147 +0
Mar08 070604 554.00 559.00 554.00 555.00 +1.00 662 5,280 +0
May08 070604 552.00 552.00 551.00 551.00 +1.00 5 317 +0
Total Volume and Open Interest 102,522 378,103 +0
Wheat(KCBT)
Jul07 070604 508.50 516.00 503.00 504.75 -2.75 9,659 67,575 +0
Sep07 070604 522.00 527.00 514.00 516.75 -5.25 2,748 22,714 +0
Dec07 070604 534.50 541.50 530.00 530.00 -3.50 2,228 23,620 +0
Mar08 070604 544.50 547.00 543.00 543.00 -3.00 64 1,989 +0
May08 070604 524.00 524.00 524.00 524.00 +2.00 0 2 +0
Total Volume and Open Interest 15,053 121,751 +0
Wheat(MGE)
Jul07 070604 536.00 544.00 532.50 533.25 -2.50 4,159 14,340 +0
Sep07 070604 542.00 549.00 538.00 538.25 -3.50 2,774 12,764 +0
Dec07 070604 553.00 560.00 550.50 551.00 +0.50 2,485 19,299 +0
Mar08 070604 564.00 570.00 561.00 566.00 -3.00 60 1,321 +0
May08 070604 575.00 575.00 575.00 575.00 +8.00 0 15 +0
Total Volume and Open Interest 9,542 48,882 +0
Oats(CBOT)
Jul07 070604 288.50 295.00 288.50 291.00 +5.00 1,729 5,887 +0
Sep07 070604 291.00 298.00 291.00 293.00 +2.50 1,710 2,074 +0
Dec07 070604 282.00 288.50 281.00 283.00 +5.00 714 9,598 +0
Mar08 070604 284.00 287.00 284.00 287.00 +5.50 35 626 +0
Total Volume and Open Interest 5,053 18,191 +0
Rough Rice(CBOT)
Jul07 070604 10.17 10.18 10.16 10.16 -0.03 809 4,840 +0
Sep07 070604 10.58 10.58 10.55 10.55 -0.03 846 3,225 +0
Nov07 070604 10.87 10.87 10.85 10.85 -0.05 54 6,919 +0
Jan08 070604 11.10 11.10 11.10 11.10 -0.05 39 453 +0
Total Volume and Open Interest 2,280 15,552 +0
Live Cattle(CME)
Jun07 070604 90.700 91.480 90.700 91.135 +0.335 10,071 0 -37,100
Aug07 070604 90.500 91.150 90.500 90.680 unch 17,498 0 -143,464
Oct07 070604 94.250 94.850 94.200 94.550 +0.220 4,188 0 -50,605
Dec07 070604 95.300 95.700 95.250 95.580 +0.100 1,572 0 -17,802
Feb08 070604 96.500 96.850 96.500 96.600 +0.170 223 0 -11,062
Apr08 070604 96.750 97.035 96.750 96.900 +0.250 58 0 -3,678
Total Volume and Open Interest 37,791 265,132 +0
Feeder Cattle(CME)
Aug07 070604 110.350 111.150 110.100 111.035 +0.785 2,523 0 -16,205
Sep07 070604 110.050 110.950 109.950 110.885 +0.805 276 0 -2,379
Oct07 070604 109.800 110.500 109.600 110.500 +0.600 158 0 -1,621
Nov07 070604 109.500 109.650 109.300 109.600 +0.370 24 0 -334
Jan08 070604 107.000 107.300 107.000 107.300 +0.500 1 0 -330
Mar08 070604 106.400 106.400 106.400 106.400 -0.100      
Apr08 070604 106.400 106.400 106.400 106.400 unch      
Total Volume and Open Interest 2,609 20,895 +0
Lean Hogs(CME)
Jun07 070604 74.450 74.800 74.300 74.550 -0.335 9,057 0 -20,957
Jul07 070604 75.100 75.700 74.800 75.385 +0.235 13,418 0 -76,544
Aug07 070604 74.350 75.100 74.100 75.000 +0.500 4,334 0 -43,075
Oct07 070604 67.700 68.200 67.450 68.150 +0.100 1,534 0 -22,113
Dec07 070604 65.100 65.930 65.100 65.600 +0.065 682 0 -15,009
Feb08 070604 67.700 68.400 67.700 68.100 -0.035 229 0 -4,027
Apr08 070604 69.200 70.050 69.100 69.500 -0.100 14 0 -763
May08 070604 73.100 73.600 73.100 73.600 unch 1 0 -67
Total Volume and Open Interest 31,051 182,626 +0
Pork Bellies(CME)
Jul07 070604 98.650 98.650 95.700 96.200 -2.500 367 0 -1,053
Aug07 070604 97.200 97.300 95.700 95.885 -1.415 37 0 -198
Feb08 070604 99.730 99.730 98.750 98.750 -1.250      
Mar08 070604 101.700 101.700 101.700 101.700 -0.550      
Total Volume and Open Interest 369 1,287 +0
Class III Milk(CME)
Jun07 070604 20.22 20.25 20.21 20.25 +0.09 194 0 -3,849
Jul07 070604 20.80 21.27 20.80 21.20 +0.46 448 0 -4,132
Aug07 070604 19.90 20.20 19.90 20.20 +0.42 241 0 -3,781
Sep07 070604 19.30 19.40 19.25 19.35 +0.20 232 0 -3,568
Oct07 070604 18.45 18.50 18.45 18.50 +0.15 130 0 -3,180
Total Volume and Open Interest 2,164 36,613 +0
Cocoa(NYBOT)
Jul07 070604 1873 1878 1853 1856 -27 9,145 66,848 +0
Sep07 070604 1899 1901 1880 1883 -26 4,142 32,406 +0
Dec07 070604 1923 1923 1909 1909 -23 1,118 30,619 +0
Mar08 070604 1933 1933 1933 1933 -20 315 11,818 +0
May08 070604 1950 1950 1950 1950 -20 136 2,956 +0
Jul08 070604 1965 1965 1965 1965 -23 49 2,869 +0
Sep08 070604 1983 1983 1983 1983 -23 0 2,524 +0
Total Volume and Open Interest 15,009 159,001 +0
Coffee "C"(NYBOT)
Jul07 070604 116.25 118.40 114.80 115.30 -2.10 10,816 79,503 +0
Sep07 070604 118.90 120.85 117.80 118.10 -2.10 5,362 44,524 +0
Dec07 070604 123.20 124.50 121.75 121.75 -2.15 1,526 15,596 +0
Mar08 070604 127.25 127.25 125.00 125.00 -2.35 932 6,381 +0
May08 070604 127.00 127.00 127.00 127.00 -2.50 495 4,862 +0
Jul08 070604 128.95 128.95 128.95 128.95 -2.60 403 3,255 +0
Total Volume and Open Interest 21,589 163,121 +0
Orange Juice(NYBOT)
Jul07 070604 152.50 153.85 147.50 149.05 -5.60 4,611 12,861 +0
Sep07 070604 153.90 153.90 149.50 150.35 -5.15 2,702 6,551 +0
Nov07 070604 154.00 154.25 150.00 151.00 -4.00 462 6,867 +0
Jan08 070604 153.65 154.15 151.10 151.50 -3.50 228 1,873 +0
Mar08 070604 153.65 153.65 153.55 153.55 -1.95 24 1,525 +0
May08 070604 153.55 153.55 153.55 153.55 -2.45 1 5 +0
Total Volume and Open Interest 8,028 29,694 +0
Sugar #11(NYBOT)
Jul07 070604 9.20 9.22 8.90 8.92 -0.32 71,984 361,954 +0
Oct07 070604 9.42 9.42 9.15 9.19 -0.27 59,773 223,925 +0
Mar08 070604 9.95 9.98 9.72 9.76 -0.21 7,098 84,234 +0
May08 070604 10.05 10.05 9.88 9.89 -0.17 925 23,469 +0
Jul08 070604 10.12 10.12 9.97 9.98 -0.15 2,613 31,266 +0
Total Volume and Open Interest 147,572 786,997 +0
Sugar #14(NYBOT)
Jul07 070604 21.20 21.40 21.20 21.40 +0.11 1,688 1,021 +0
Sep07 070604 21.13 21.13 21.13 21.13 +0.01 165 2,027 +0
Nov07 070604 21.06 21.06 21.06 21.06 +0.01 226 1,874 +0
Jan08 070604 21.13 21.13 21.13 21.13 +0.03 44 1,585 +0
Mar08 070604 21.23 21.23 21.23 21.23 +0.03 61 997 +0
Total Volume and Open Interest 2,184 7,819 +0
London Cocoa(LCE)
Jul07 070604 1020 1022 1003 1007 -21 3,884 0 -63,600
Sep07 070604 1038 1038 1021 1025 -18 4,244 0 -47,510
Dec07 070604 1036 1041 1025 1029 -15 999 0 -40,317
Mar08 070604 1039 1045 1033 1034 -14 990 0 -25,616
May08 070604 1045 1050 1040 1041 -14 173 0 -9,218
Jul08 070604 1048 1048 1048 1048 -14      
Sep08 070604 1056 1056 1056 1056 -14 5 0 -6,737
Total Volume and Open Interest 13,588 197,131 +0
London Coffee(LCE)
Jul07 070604 1787.00 1798.00 1770.00 1785.00 +7.00 15,466 0 -86,858
Sep07 070604 1800.00 1812.00 1783.00 1799.00 +9.00 8,658 0 -47,174
Nov07 070604 1776.00 1795.00 1769.00 1785.00 +13.00 1,521 0 -22,355
Jan08 070604 1726.00 1755.00 1726.00 1746.00 +23.00 378 0 -7,230
Mar08 070604 1709.00 1739.00 1709.00 1731.00 +29.00 927 0 -1,193
May08 070604 1703.00 1730.00 1703.00 1725.00 +42.00 375 0 -1,288
Total Volume and Open Interest 18,022 166,966 +0
London Sugar(LCE)
Aug07 070604 332.50 332.50 327.30 327.60 -5.60 6,189 0 -54,274
Oct07 070604 320.70 320.70 316.00 316.50 -5.00 1,127 0 -17,416
Dec07 070604 310.60 312.20 309.50 310.10 -3.90 252 0 -4,772
Mar08 070604 304.60 307.60 304.60 305.40 -2.60 264 0 -6,729
May08 070604 305.80 306.10 303.70 303.70 -1.40      
Total Volume and Open Interest 6,927 91,830 +0
Cotton(NYBOT)
Jul07 070604 50.05 50.25 49.60 49.99 -0.49 17,715 114,338 +0
Oct07 070604 53.95 53.95 53.30 53.70 -0.60 992 5,792 +0
Dec07 070604 55.85 56.10 55.60 55.85 -0.58 15,709 78,000 +0
Mar08 070604 58.85 58.85 58.50 58.55 -0.65 666 20,373 +0
May08 070604 59.62 59.62 59.62 59.62 -0.73 29 914 +0
Jul08 070604 60.62 60.62 60.62 60.62 -0.73 3 2,491 +0
Total Volume and Open Interest 35,122 223,814 +0
Lumber(CME)
Jul07 070604 277.7 285.0 277.7 285.0 +7.3 1,181 0 -4,891
Sep07 070604 291.0 294.1 291.0 292.5 -1.5 982 0 -2,487
Nov07 070604 281.5 283.8 280.0 282.8 +1.6 51 0 -725
Jan08 070604 284.0 284.3 283.8 283.8 +0.5 5 0 -89
Total Volume and Open Interest 3,438 8,236 +0
Crude Oil(NYM)
Jul07 070604 64.80 66.45 64.80 66.21 +1.13 275,955 343,681 +0
Aug07 070604 66.00 67.45 66.00 67.29 +1.17 128,390 132,848 +0
Sep07 070604 67.89 68.16 67.89 68.16 +1.17 26,095 75,626 +0
Oct07 070604 68.75 68.79 68.75 68.79 +1.14 9,079 51,573 +0
Nov07 070604 69.29 69.29 69.29 69.29 +1.11 6,019 36,741 +0
Dec07 070604 68.65 69.74 68.65 69.72 +1.07 20,273 151,879 +0
Jan08 070604 70.09 70.09 70.09 70.09 +1.04 4,144 55,575 +0
Feb08 070604 70.41 70.41 70.41 70.41 +1.01 3,747 20,249 +0
Mar08 070604 70.70 70.70 70.65 70.67 +0.99 1,064 17,778 +0
Apr08 070604 70.88 70.88 70.88 70.88 +0.97 897 27,874 +0
May08 070604 71.06 71.06 71.06 71.06 +0.95 1,115 22,641 +0
Jun08 070604 71.35 71.35 71.20 71.23 +0.93 2,411 47,125 +0
Jul08 070604 71.36 71.36 71.36 71.36 +0.91 897 14,446 +0
Aug08 070604 71.46 71.46 71.46 71.46 +0.90 0 7,320 +0
Sep08 070604 71.50 71.55 71.50 71.55 +0.89 115 18,354 +0
Oct08 070604 71.62 71.62 71.62 71.62 +0.89 866 20,259 +0
Total Volume and Open Interest 493,688 1,396,811 +0
Heating Oil(NYM)
Jul07 070604 192.80 197.95 192.80 196.46 +4.18 35,159 74,406 +0
Aug07 070604 193.70 198.30 193.70 197.06 +3.68 8,539 29,166 +0
Sep07 070604 197.25 198.96 197.25 198.96 +3.08 4,431 18,447 +0
Oct07 070604 201.75 202.50 201.36 201.36 +2.73 1,112 9,611 +0
Nov07 070604 204.70 204.70 203.91 203.91 +2.43 572 5,282 +0
Dec07 070604 205.00 206.46 205.00 206.46 +2.18 2,912 25,749 +0
Jan08 070604 207.00 208.50 207.00 208.36 +2.08 1,028 13,996 +0
Feb08 070604 207.80 209.50 207.80 209.06 +1.98 431 5,531 +0
Mar08 070604 206.50 208.00 206.50 207.46 +1.78 580 5,523 +0
Apr08 070604 202.00 204.50 202.00 203.56 +1.73 808 3,658 +0
May08 070604 199.00 200.50 199.00 199.56 +1.63 542 1,780 +0
Jun08 070604 197.75 197.75 197.66 197.66 +1.58 384 7,623 +0
Total Volume and Open Interest 56,647 203,310 -847
Gasoline(NYMEX)
Jul07 070604 224.20 226.46 222.40 223.80 -0.66 50,737 64,678 -47
Aug07 070604 219.00 221.66 218.46 219.75 +0.19 15,767 27,539 +1,334
Sep07 070604 213.85 216.00 213.26 214.70 +1.04 6,645 21,214 +272
Oct07 070604 198.00 200.00 196.00 199.05 +1.44 3,633 11,318 +789
Nov07 070604 191.00 193.11 191.00 192.85 +1.64 1,877 6,906 -281
Dec07 070604 189.25 191.50 188.57 190.80 +1.79 3,329 8,777 +208
Jan08 070604 190.50 191.77 190.50 191.60 +1.89 843 4,170 -147
Feb08 070604 192.00 194.00 192.00 193.75 +1.89 395 916 +0
Mar08 070604 196.52 196.52 196.40 196.40 +1.84 339 1,932 +62
Apr08 070604 209.00 210.00 209.00 210.00 +1.74 435 2,963 +81
Total Volume and Open Interest 85,224 157,968 -8,848
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070604 223.80 223.80 223.80 223.80 -0.66 3 5 +1
Aug07 070604 221.00 221.00 219.75 219.75 +0.19 0 4 +0
Sep07 070604 214.70 214.70 214.70 214.70 +1.04 1 1 -1
Oct07 070604 199.05 199.05 199.05 199.05 +1.44      
Total Volume and Open Interest 4 10 +0
Natural Gas(NYM)
Jul07 070604 7.950 8.210 7.945 8.191 +0.313 54,366 122,573 +0
Aug07 070604 8.095 8.330 8.095 8.323 +0.312 13,936 41,249 +0
Sep07 070604 8.180 8.405 8.180 8.392 +0.312 3,948 43,363 +0
Oct07 070604 8.460 8.512 8.460 8.512 +0.304 12,307 53,342 +0
Nov07 070604 8.980 9.177 8.980 9.177 +0.274 677 23,710 +0
Dec07 070604 9.740 9.837 9.740 9.837 +0.244 1,676 41,219 +0
Jan08 070604 9.990 10.172 9.990 10.172 +0.237 3,213 39,315 +0
Feb08 070604 9.990 10.167 9.990 10.167 +0.234 544 25,132 +0
Mar08 070604 9.900 9.932 9.900 9.932 +0.227 1,924 51,531 +0
Apr08 070604 8.500 8.577 8.500 8.577 +0.157 876 35,715 +0
May08 070604 8.477 8.477 8.477 8.477 +0.152 845 19,125 +0
Jun08 070604 8.562 8.562 8.562 8.562 +0.152 761 9,962 +0
Jul08 070604 8.662 8.662 8.662 8.662 +0.152 34 5,642 +0
Aug08 070604 8.734 8.734 8.734 8.734 +0.149 57 8,523 +0
Sep08 070604 8.777 8.777 8.777 8.777 +0.149 58 6,331 +0
Oct08 070604 8.825 8.882 8.825 8.882 +0.147 488 21,479 +0
Total Volume and Open Interest 97,189 760,212 +0
Brent Crude Oil(ICE)
Jul07 070604 68.94 70.63 68.70 70.40 +1.59 95,873 0 -118,987
Aug07 070604 69.03 70.81 68.90 70.58 +1.56 70,032 0 -135,633
Sep07 070604 69.41 71.12 69.28 70.95 +1.30 22,456 0 -60,246
Oct07 070604 69.63 71.35 69.63 71.29 +1.31 5,846 0 -25,876
Nov07 070604 69.97 71.62 69.97 71.62 +1.30 2,416 0 -22,983
Dec07 070604 70.38 72.19 70.36 71.97 +1.28 9,796 0 -69,346
Jan08 070604 71.91 72.27 71.91 72.27 +1.23 2,581 0 -16,712
Feb08 070604 72.45 72.45 72.45 72.45 +1.19 392 0 -7,133
Mar08 070604 72.60 72.60 72.60 72.60 +1.17 89 0 -6,905
Apr08 070604 72.72 72.72 72.72 72.72 +1.15      
May08 070604 72.83 72.83 72.83 72.83 +1.17 110 0 -6,168
Jun08 070604 72.68 72.92 72.68 72.92 +1.15 310 0 -21,509
Jul08 070604 72.97 72.97 72.97 72.97 +1.10      
Aug08 070604 73.00 73.00 73.00 73.00 +1.09      
Total Volume and Open Interest 224,285 656,060 +20,830
Gas Oil(ICE)
Jun07 070604 600.00 614.25 598.25 612.25 +20.00 22,761 0 -43,345
Jul07 070604 603.00 617.50 601.50 615.50 +20.25 26,273 0 -77,366
Aug07 070604 608.00 621.25 606.00 619.75 +20.25 8,985 0 -35,384
Sep07 070604 612.50 625.75 612.00 624.00 +19.75 2,794 0 -21,349
Oct07 070604 617.00 630.00 617.00 628.25 +19.25 392 0 -12,171
Nov07 070604 621.75 634.25 621.75 632.50 +18.75 366 0 -11,946
Dec07 070604 626.75 639.25 626.25 637.25 +18.50 1,553 0 -46,703
Jan08 070604 637.50 646.50 637.50 645.00 +18.50 64 0 -24,509
Feb08 070604 645.00 645.00 644.00 644.00 +18.50      
Mar08 070604 642.00 642.00 642.00 642.00 +18.25      
Total Volume and Open Interest 63,750    
US Dollar Index(NYBOT)
Jun07 070604 82.260 82.460 82.000 82.000 -0.290 3,469 26,289 +0
Sep07 070604 82.060 82.200 81.750 81.750 -0.290 65 2,599 +0
Dec07 070604 81.500 81.500 81.500 81.500 -0.290 2 22 +0
Total Volume and Open Interest 3,536 28,922 +0
Australian Dollar(CME)
Jun07 070604 83.32 83.43 83.30 83.42 +0.16 3,024 0 -102,960
Sep07 070604 83.14 83.22 83.14 83.22 +0.16 358 0 -2,182
Dec07 070604 82.92 83.00 82.92 83.00 +0.16      
Total Volume and Open Interest 49,749 105,574 +0
British Pound(CME)
Jun07 070604 198.92 199.21 198.90 199.01 +0.82 981 0 -124,779
Sep07 070604 198.60 199.08 198.60 198.80 +0.82 15 0 -3,141
Dec07 070604 198.47 198.47 198.47 198.47 +0.82      
Total Volume and Open Interest 95,380 128,117 +0
Canadian Dollar(CME)
Jun07 070604 94.58 94.64 94.49 94.51 +0.29 3,204 0 -165,892
Sep07 070604 94.82 94.90 94.69 94.72 +0.29 1 0 -6,059
Dec07 070604 94.98 94.98 94.90 94.90 +0.29 154 0 -2,193
Mar08 070604 95.27 95.27 95.06 95.06 +0.29 3 0 -415
Total Volume and Open Interest 58,145 174,877 +0
Japanese Yen(CME)
Jun07 070604 82.17 82.37 82.17 82.24 +0.14 215 0 -283,808
Sep07 070604 83.20 83.26 83.18 83.20 +0.14 13 0 -15,817
Dec07 070604 84.12 84.12 84.12 84.12 +0.14 1 0 -5,792
Total Volume and Open Interest 105,468 317,437 +0
Swiss Franc(CME)
Jun07 070604 81.77 81.94 81.76 81.81 +0.41 453 0 -105,251
Sep07 070604 82.32 82.49 82.32 82.39 +0.41 400 0 -1,466
Dec07 070604 82.92 82.92 82.92 82.92 +0.41      
Total Volume and Open Interest 74,201 106,770 +0
EuroFX(CME)
Jun07 070604 134.87 135.03 134.87 134.95 +0.43 6,453 0 -205,187
Sep07 070604 135.30 135.37 135.29 135.35 +0.43 1,486 0 -3,903
Dec07 070604 135.66 135.66 135.66 135.66 +0.43 12 0 -673
Total Volume and Open Interest 176,497 209,882 +0
Mexican Peso(CME)
Jun07 070604 9290.0 9297.0 9277.0 9280.0 -52.0 2,804 0 -117,346
Jul07 070604 9262.0 9262.0 9262.0 9262.0 -53.0      
Total Volume and Open Interest 31,527 141,652 +0
30-Year T-Bonds(CBOT)
Jun07 070604 108~17 108~31 108~16 108~30 +0~13 219,496 228,727 +0
Sep07 070604 108~17 108~30 108~14 108~29 +0~13 566,310 719,212 +0
Dec07 070604 108~19 108~30 108~19 108~30 +0~13 34 404 +0
Total Volume and Open Interest 791,990 948,381 +0
10-Year T-Notes(CBOT)
Jun07 070604 105~315 106~045 105~300 106~040 +0~050 606,708 567,932 +0
Sep07 070604 105~300 106~030 105~280 106~020 +0~045 1,635,104 2,238,711 +0
Total Volume and Open Interest 2,334,643 2,813,132 +0
5-Year T-Notes(CBOT)
Jun07 070604 104~040 104~045 104~040 104~045 +0~025 12,351 204,170 +204,170
Sep07 070604 104~045 104~070 104~030 104~060 +0~020 26,264 1,477,845 +1,477,845
Dec07 070604 104~060 104~060 104~060 104~060 +0~020      
Total Volume and Open Interest 1,061,045 1,682,016 +1,682,016
2 Year T-Notes(CBOT)
Jun07 070604 101~088 101~088 101~084 101~084 +0~003 9,835 107,769 +0
Sep07 070604 101~100 101~104 101~097 101~100 +0~002 19,200 924,408 +0
Total Volume and Open Interest 460,264 1,032,177 +0
Eurodollars(CME)
Jun07 070604 94.640 94.640 94.637 94.637 unch 17,802 0 -1,394,150
Sep07 070604 94.650 94.660 94.650 94.655 +0.005 22,934 0 -1,723,392
Dec07 070604 94.680 94.685 94.665 94.670 +0.005 30,768 0 -1,951,807
Mar08 070604 94.720 94.735 94.700 94.720 +0.010 32,701 0 -1,574,776
Jun08 070604 94.760 94.775 94.745 94.765 +0.010 45,569 0 -1,519,887
Sep08 070604 94.780 94.790 94.760 94.785 +0.010 31,499 0 -921,934
Dec08 070604 94.780 94.795 94.760 94.785 +0.010 36,026 0 -724,092
Mar09 070604 94.795 94.795 94.765 94.790 +0.015 27,036 0 -515,599
Jun09 070604 94.780 94.785 94.750 94.780 +0.015 13,725 0 -346,762
Sep09 070604 94.755 94.760 94.730 94.755 +0.015 22,065 0 -288,133
Dec09 070604 94.720 94.730 94.700 94.725 +0.020 7,728 0 -184,419
Mar10 070604 94.710 94.725 94.690 94.715 +0.020 15,798 0 -156,542
Jun10 070604 94.680 94.700 94.670 94.695 +0.025 13,663 0 -93,426
Sep10 070604 94.660 94.670 94.645 94.670 +0.025 8,686 0 -91,158
Dec10 070604 94.615 94.635 94.610 94.635 +0.025 5,254 0 -104,829
Mar11 070604 94.605 94.620 94.595 94.620 +0.025 5,419 0 -98,355
Jun11 070604 94.580 94.600 94.570 94.595 +0.025 10,907 0 -91,269
Sep11 070604 94.555 94.575 94.555 94.575 +0.030 7,986 0 -58,264
Total Volume and Open Interest 367,539    
3-Mth Euro-Yen(CME)
Jun07 070604 99.31 99.31 99.31 99.31 unch 3,740 0 -25,365
Sep07 070604 99.12 99.12 99.12 99.12 unch 2,724 0 -11,977
Dec07 070604 99.01 99.01 99.01 99.01 unch 281 0 -12,652
Mar08 070604 98.91 98.91 98.90 98.90 +0.01 378 0 -6,585
Jun08 070604 98.80 98.80 98.80 98.80 +0.01 20 0 -1,675
Sep08 070604 98.71 98.71 98.71 98.71 +0.01      
Dec08 070604 98.62 98.62 98.62 98.62 unch      
Mar09 070604 98.54 98.54 98.54 98.54 unch      
Jun09 070604 98.49 98.49 98.49 98.49 -0.02      
Sep09 070604 98.40 98.40 98.40 98.40 -0.02      
Total Volume and Open Interest 7,143    
3-Mth Euro-Yen(SGX)
Jun07 070604 99.30 99.31 99.30 99.31 unch 628 0 -81,337
Sep07 070604 99.12 99.12 99.11 99.11 -0.01 2,663 0 -57,783
Dec07 070604 99.01 99.01 99.01 99.01 0.00 1,628 0 -61,014
Mar08 070604 98.89 98.90 98.89 98.89 -0.01 3,095 0 -43,437
Jun08 070604 98.78 98.80 98.78 98.80 -0.01 2,897 0 -13,870
Sep08 070604 98.69 98.71 98.69 98.71 -0.01 882 0 -11,086
Dec08 070604 98.62 98.62 98.62 98.62 -0.01 253 0 -2,981
Mar09 070604 98.52 98.54 98.52 98.54 -0.02 56 0 -4,242
Total Volume and Open Interest 12,002 277,943 +0
Japanese Gov't Bonds(SGX)
Jun07 070530 133.10 133.30 133.05 133.28 +0.08 4,685 34,707 +3,531
Sep07 070604 132.48 132.64 132.38 132.64 -0.09 409 1,097 +395
Dec07 070604 132.64 132.64 132.64 132.64 -0.09 0 1 +0
Total Volume and Open Interest 7,801 36,788 +1,349
Euro-Bund(EUREX)
Jun07 070604 111.69 111.85 111.69 111.78 +0.07 1,764,837 1,542,283 -26,177
Sep07 070604 111.70 111.83 111.67 111.77 +0.07 167,978 254,965 +68,647
Dec07 070604 111.48 111.48 111.44 111.44 +0.07 965 408 +403
Total Volume and Open Interest 1,933,780 1,797,656 +115,858
Euro-Bobl(EUREX)
Jun07 070604 106.39 106.47 106.36 106.41 +0.05 733,187 1,184,812 -75,498
Sep07 070604 106.40 106.55 106.40 106.49 +0.05 98,917 249,986 +51,040
Dec07 070604 106.56 106.56 106.56 106.56 +0.05      
Total Volume and Open Interest 832,104 1,434,798 -24,458
3-Mth Euribor(EUREX)
Jun07 070604 95.840 95.840 95.835 95.835 unch 927 33,363 +99
Sep07 070604 95.620 95.635 95.620 95.625 +0.005 933 16,175 +157
Dec07 070604 95.455 95.455 95.445 95.445 +0.005 1,210 9,230 -933
Total Volume and Open Interest 3,744 73,184 -868
Long Gilt(LIFFE)
Jun07 070604 105~06 105~09 105~04 105~06 -0~01 45,312 0 -187,331
Sep07 070604 105~06 105~09 105~03 105~06 -0~01 104,040 0 -381,378
Total Volume and Open Interest 161,109 568,709 +0
3-Mth Short Sterling(LIFFE)
Jun07 070604 94.13 94.13 94.13 94.13 +0.01      
Sep07 070604 93.93 93.93 93.93 93.93 +0.01      
Dec07 070604 93.82 93.82 93.82 93.82 -0.01      
Total Volume and Open Interest 497,756 3,415,051 +0
3-Mth Euribor(LIFFE)
Jun07 070604 95.835 95.840 95.835 95.840 unch 35,059 786,626 -2,640
Sep07 070604 95.620 95.635 95.620 95.630 +0.010 123,560 1,044,176 -2,397
Dec07 070604 95.445 95.455 95.440 95.450 +0.010 145,096 1,002,568 -7,081
Total Volume and Open Interest 819,021 5,068,183 +13,018
3-Mth Aus T-Bills(SFE)
Jun07 070604 93.62 93.63 93.62 93.63 unch 4,247 0 -427,715
Sep07 070604 93.51 93.52 93.51 93.52 -0.01 14,342 0 -375,716
Dec07 070604 93.39 93.40 93.39 93.40 -0.03 7,769 0 -175,610
Mar08 070604 93.31 93.32 93.30 93.32 -0.03 6,347 0 -108,851
Jun08 070604 93.27 93.28 93.25 93.28 -0.03 3,073 0 -69,397
Sep08 070604 93.24 93.26 93.24 93.26 -0.04 977 0 -39,908
Dec08 070604 93.24 93.25 93.24 93.25 -0.04 1,970 0 -30,233
Mar09 070604 93.24 93.24 93.24 93.24 -0.05      
Jun09 070604 93.24 93.24 93.24 93.24 -0.04      
Sep09 070604 93.24 93.24 93.24 93.24 -0.04      
Total Volume and Open Interest 38,725    
10-Year Aus T-Bonds(SFE)
Jun07 070604 93.92 93.93 93.91 93.92 -0.04 28,370 0 -478,303
Sep07 070604 93.93 93.93 93.92 93.92 -0.04 1,043 0 -1,498
Total Volume and Open Interest 29,413    
3-Year Aus T-Bonds(SFE)
Jun07 070604 93.72 93.74 93.72 93.74 -0.03 71,182 0 -755,306
Sep07 070604 93.72 93.73 93.72 93.73 -0.03 850 0 -14,990
Total Volume and Open Interest 72,032    
Gold(CMX)
Jun07 070604 673.7 673.7 670.7 670.7 -0.5 8,065 20,524 +0
Aug07 070604 676.8 679.5 674.8 676.3 -0.6 68,753 198,393 +0
Oct07 070604 683.2 683.2 681.8 682.6 -0.6 924 20,376 +0
Dec07 070604 689.0 691.0 688.5 689.1 -0.5 2,204 59,492 +0
Feb08 070604 694.5 695.4 694.5 695.4 -0.5 249 7,140 +0
Apr08 070604 701.6 701.6 701.6 701.6 -0.6 0 11,059 +0
Jun08 070604 708.0 708.0 708.0 708.0 -0.6 1,584 11,627 +0
Aug08 070604 714.3 714.3 714.3 714.3 -0.6 310 855 +0
Oct08 070604 720.7 720.7 720.7 720.7 -0.6 0 980 +0
Dec08 070604 727.1 727.1 727.1 727.1 -0.5 1,137 13,492 +0
Feb09 070604 733.5 733.5 733.5 733.5 -0.5 900 4,862 +0
Apr09 070604 739.8 739.8 739.8 739.8 -0.5      
Total Volume and Open Interest 86,059 364,922 -5,634
Silver(CMX)
Jul07 070604 1381.0 1384.0 1371.0 1374.5 +0.5 22,932 62,758 +0
Sep07 070604 1390.0 1396.0 1385.0 1387.9 +0.5 2,533 12,594 +0
Dec07 070604 1418.0 1419.0 1406.8 1406.8 +0.8 950 16,906 +0
Mar08 070604 1424.3 1424.3 1424.3 1424.3 +1.3 4 3,553 +0
May08 070604 1435.1 1435.1 1435.1 1435.1 +1.3 1 2,255 +0
Jul08 070604 1446.1 1446.1 1446.1 1446.1 +1.6 5 1,577 +0
Sep08 070604 1456.7 1456.7 1456.7 1456.7 +1.9 0 476 +0
Total Volume and Open Interest 26,792 112,563 +2,559
Platinum(NYM)
Jul07 070604 1300.0 1306.3 1297.0 1303.0 +7.4 2,238 12,560 +0
Oct07 070604 1308.0 1314.0 1300.0 1312.7 +6.6 875 1,750 +0
Jan08 070604 1317.7 1317.7 1317.7 1317.7 +6.6 0 9 +0
Total Volume and Open Interest 3,113 14,319 +0
Palladium(NYME)
Jun07 070604 370.00 372.25 370.00 372.25 +0.05 1,027 399 +0
Sep07 070604 378.75 378.75 375.00 377.50 +0.05 1,180 17,559 +0
Dec07 070604 382.75 382.75 382.75 382.75 +0.05 2 327 +0
Total Volume and Open Interest 2,209 18,296 +0
Copper(CMX)
Jul07 070604 340.80 348.50 340.50 346.80 +6.30 10,089 46,293 +0
Sep07 070604 340.50 348.00 340.50 346.30 +6.50 2,306 16,606 +0
Dec07 070604 340.00 341.10 339.65 339.65 +5.85 744 6,224 +0
Mar08 070604 332.00 332.00 331.50 331.50 +5.20 17 1,220 +0
May08 070604 325.60 325.60 325.60 325.60 +4.80 1 147 +0
Total Volume and Open Interest 13,950 79,263 +463
Aluminum(CMX)
Jun07 070604 125.35 125.35 125.35 125.35 +1.10 0 54 +0
Jul07 070604 125.35 125.35 125.35 125.35 +1.50 0 40 +0
Aug07 070604 124.95 124.95 124.95 124.95 +1.50 0 40 +0
Sep07 070604 124.55 124.55 124.55 124.55 +1.50 0 40 +0
Oct07 070604 124.25 124.25 124.25 124.25 +1.50 0 40 +0
Nov07 070604 123.95 123.95 123.95 123.95 +1.50 0 40 +0
Total Volume and Open Interest 0 408 +0
DJIA Index(CBOT)
Jun07 070604 13665 13705 13635 13678 -11 5,284 50,343 +0
Sep07 070604 13785 13813 13770 13801 -10 117 1,552 +0
Dec07 070604 13906 13906 13906 13906 -11 3 21 +0
Mar08 070604 14020 14020 14020 14020 -11      
Total Volume and Open Interest 5,619 51,916 +0
S & P 500(CME)
Jun07 070604 1534.00 1542.50 1533.70 1540.30 +0.70 42,973 0 -566,814
Sep07 070604 1549.00 1557.70 1548.80 1555.40 +0.70 23,268 0 -98,471
Dec07 070604 1568.60 1568.60 1568.60 1568.60 +0.70 2 0 -4,288
Mar08 070604 1581.40 1581.40 1581.40 1581.40 +0.70      
Total Volume and Open Interest 81,891 675,353 +0
S & P 500 E-Mini(Globex)
Jun07 070604 1539.25 1542.75 1533.25 1540.25 +0.75 1,285,623 0 -2,162,058
Sep07 070604 1554.25 1557.50 1548.25 1555.50 +0.75 15,275 0 -63,176
Total Volume and Open Interest 1,223,790 2,225,234 +0
NASDAQ 100(CME)
Jun07 070604 1924.50 1940.00 1923.00 1936.80 +4.50 3,334 0 -63,372
Sep07 070604 1954.00 1964.00 1954.00 1962.00 +4.70 495 0 -206
Dec07 070604 1982.00 1982.00 1982.00 1982.00 +4.50      
Total Volume and Open Interest 5,289 63,609 +0
NASDAQ 100 E-Mini(Globex)
Jun07 070604 1932.50 1939.80 1922.00 1936.80 +4.50 298,262 0 -470,039
Sep07 070604 1966.80 1966.80 1947.50 1962.00 +4.70 1,009 0 -1,854
Total Volume and Open Interest 329,723 471,893 +0
S & P Midcap 400(CME)
Jun07 070604 920.50 927.10 920.50 926.50 +3.70 124 0 -9,511
Sep07 070604 934.00 936.40 934.00 936.40 +4.05      
Dec07 070604 946.05 946.05 946.05 946.05 +4.05      
Total Volume and Open Interest 268 9,569 +0
Russell 2000(CME)
Jun07 070604 851.50 855.75 849.50 854.80 +0.90 536 0 -47,991
Sep07 070604 862.20 862.70 860.75 862.70 +0.95 45 0 -287
Dec07 070604 870.05 870.05 870.05 870.05 +0.95      
Total Volume and Open Interest 1,292 48,278 +0
Russell 2000 E-Mini(Globex)
Jun07 070604 854.00 856.00 849.40 854.80 +0.90 198,858 0 -553,291
Sep07 070604 861.70 863.80 857.40 862.70 +0.90 1,982 0 -18,359
Dec07 070531 859.70 859.70 859.70 859.70 unch      
Total Volume and Open Interest 216,354 571,981  
Value Line(KCBT)
Jun07 070604 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070604 17915 18000 17915 17985 +25      
Sep07 070604 18000 18035 17965 18025 +25      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070604 18070 18090 17970 17995 +55 70,169 288,263 +16,051
Sep07 070604 18095 18110 17995 18020 +50 1,722 5,809 +5,007
Dec07 070604 17955 17955 17955 17955 +15 0 200 +0
Total Volume and Open Interest 71,891 294,277 +21,058
CAC 40(EURONEXT)
Jun07 070604 6114.0 6125.5 6095.5 6107.5 -42.5 112,315 0 -483,968
Jul07 070604 6135.5 6140.0 6113.5 6124.0 -42.5 705 0 -4,220
Aug07 070604 6140.0 6140.0 6140.0 6140.0 -44.0 3 0 -39
Total Volume and Open Interest 106,584 491,386 +0
Hang Seng Index(HKFE)
Jun07 070604 20721 20878 20672 20756 +16 52,991 122,798 +3,173
Jul07 070604 20786 20948 20750 20830 +22 654 386 +386
Total Volume and Open Interest 53,879 125,441 +3,719
DAX(EUREX)
Jun07 070604 7975.0 8021.0 7945.5 7991.0 -7.0 189,361 433,063 +0
Sep07 070604 8065.5 8109.0 8034.5 8079.0 -6.5 8,611 13,820 +0
Dec07 070604 8190.0 8190.0 8124.5 8168.5 -7.0 532 4,721 +0
Total Volume and Open Interest 198,504 451,604 +0
FT-SE 100(EURONEXT)
Jun07 070604 6654.00 6672.00 6640.50 6664.00 -13.50 90,715 0 -604,470
Sep07 070604 6692.00 6707.00 6683.00 6704.00 -13.50 1,039 0 -19,865
Dec07 070604 6759.50 6766.00 6759.50 6766.00 -14.00 135 0 -6,430
Total Volume and Open Interest 111,355 630,801 +0
SPI 200(SFE)
Jun07 070604 6407.0 6428.0 6389.0 6408.0 +50.0 15,181 0 -321,487
Sep07 070604 6407.0 6434.0 6399.0 6414.0 +49.0 243 0 -6,528
Dec07 070604 6476.0 6476.0 6456.0 6456.0 +50.0 1 0 -3,412
Total Volume and Open Interest 16,218 318,150 -15,356
GSCI(CME)
Jun07 070604 476.80 484.30 476.80 482.70 +7.15 636 0 -20,303
Jul07 070604 488.20 488.20 488.20 488.20 +7.00 3 0 -2
Aug07 070604 491.00 491.00 491.00 491.00 +7.00      
Total Volume and Open Interest 1,328 20,305 +0
Reuters CRB Index(NYBOT)
Jun07 070604 410.25 412.25 410.25 411.00 -1.25 113 906 +0
Aug07 070604 418.00 420.25 418.00 419.00 -1.25 2 425 +0
Nov07 070604 426.25 426.25 425.75 425.75 -0.50 61 354 +0
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

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz