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 June 20, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070620 835.00 851.50 834.50 839.00 +10.00 21,603 115,650 -10,165
Aug07 070620 841.00 859.00 841.00 847.75 +10.25 6,788 40,965 +2,934
Sep07 070620 853.00 867.00 852.00 857.00 +10.25 1,153 17,304 +84
Nov07 070620 868.00 886.00 867.50 874.50 +10.50 31,630 266,125 +7,806
Jan08 070620 880.00 895.00 880.00 886.00 +11.25 2,125 18,889 +1,266
Mar08 070620 884.00 898.50 884.00 891.00 +13.00 553 15,235 +265
May08 070620 886.50 899.50 883.00 892.50 +13.00 759 18,011 -285
Total Volume and Open Interest 67,379 564,145 +2,259
Soybean Meal(CBOT)
Jul07 070620 230.30 236.00 230.30 233.20 +3.50 15,194 51,195 -11,784
Aug07 070620 234.00 237.80 233.50 235.10 +3.20 6,238 34,236 +1,519
Sep07 070620 234.80 240.30 234.80 237.70 +3.90 1,973 17,076 +238
Oct07 070620 240.50 241.70 239.00 239.60 +3.80 567 9,076 -52
Dec07 070620 242.00 245.70 241.30 242.90 +3.60 14,184 73,100 +7,010
Jan08 070620 243.00 246.00 243.00 243.50 +4.40 490 6,722 -80
Mar08 070620 244.00 247.00 243.70 245.50 +4.50 252 7,792 -98
May08 070620 243.00 247.00 243.00 244.70 +3.70 1,034 7,414 +573
Total Volume and Open Interest 40,738 220,720 -2,641
Soybean Oil(CBOT)
Jul07 070620 35.32 35.77 35.10 35.31 -0.01 21,037 83,179 -12,087
Aug07 070620 35.65 36.03 35.38 35.61 +0.01 5,320 45,594 +3,453
Sep07 070620 35.90 36.28 35.65 35.90 +0.02 1,061 15,740 +257
Oct07 070620 36.35 36.35 36.00 36.15 unch 671 11,133 +106
Dec07 070620 36.79 37.14 36.45 36.72 -0.02 15,776 116,016 +7,664
Jan08 070620 37.35 37.35 36.87 37.02 unch 472 9,074 +267
Mar08 070620 37.45 37.55 37.08 37.23 unch 210 5,399 +199
May08 070620 37.35 37.57 37.20 37.35 -0.08 501 6,891 -73
Total Volume and Open Interest 45,408 306,278 -184
Canola(WCE)
Jul07 070620 377.5 378.8 373.5 377.9 +4.6 3,424 17,030 -2,252
Total Volume and Open Interest 19,018 117,529 -5,991
Corn(CBOT)
Jul07 070620 390.25 400.75 390.00 394.25 -1.75 21,209 170,740 -16,708
Sep07 070620 400.00 410.00 399.50 404.25 +0.25 17,181 328,490 +4,406
Dec07 070620 399.50 412.25 399.00 406.25 +2.75 30,873 494,582 +6,245
Mar08 070620 409.00 421.25 408.00 415.25 +3.50 2,342 61,629 +495
May08 070620 418.50 427.50 418.50 421.75 +3.25 161 16,151 -233
Jul08 070620 422.50 431.50 422.50 425.00 +2.75 340 39,624 +345
Total Volume and Open Interest 74,978 1,264,701 -4,650
Wheat(CBOT)
Jul07 070620 586.50 611.00 586.50 605.00 +24.00 8,660 60,654 -9,965
Sep07 070620 602.00 627.00 601.50 616.00 +19.00 13,452 188,798 +7,097
Dec07 070620 606.00 631.50 606.00 623.50 +22.00 11,189 109,269 +2,110
Mar08 070620 614.00 630.00 612.50 623.00 +18.50 661 7,395 +111
May08 070620 611.00 619.00 611.00 617.00 +19.00 161 583 +73
Total Volume and Open Interest 35,123 409,022 -465
Wheat(KCBT)
Jul07 070620 573.00 598.00 571.50 586.50 +17.25 8,991 30,470 -1,722
Sep07 070620 582.00 608.50 582.00 597.75 +19.25 8,222 53,690 +2,493
Dec07 070620 596.00 622.00 595.00 609.00 +17.00 3,271 30,184 -36
Mar08 070620 610.00 622.00 608.00 617.00 +21.00 293 2,716 +106
May08 070620 595.00 595.00 595.00 595.00 unch 0 11 +0
Total Volume and Open Interest 21,020 125,846 +985
Wheat(MGE)
Jul07 070620 572.00 597.00 571.50 590.50 +20.25 2,561 9,377 -521
Sep07 070620 582.00 607.00 582.00 596.50 +14.50 3,457 16,418 +321
Dec07 070620 594.00 618.50 594.00 608.25 +16.75 2,213 23,456 +231
Mar08 070620 610.00 625.00 610.00 624.00 +18.50 204 1,903 +169
May08 070620 607.00 607.00 607.00 607.00 unch 0 48 +0
Total Volume and Open Interest 8,465 52,778 +212
Oats(CBOT)
Jul07 070620 265.00 280.00 265.00 275.00 +2.75 723 3,252 -459
Sep07 070620 280.50 283.00 278.25 280.00 +3.75 170 3,317 +48
Dec07 070620 273.00 283.75 272.00 283.00 +5.25 1,166 10,699 -168
Mar08 070620 279.00 288.00 279.00 286.25 +1.75 10 627 +2
Total Volume and Open Interest 2,069 17,902 -577
Rough Rice(CBOT)
Jul07 070620 10.65 10.76 10.65 10.76 +0.14 90 3,055 -79
Sep07 070620 10.99 11.15 10.98 11.12 +0.10 27 5,177 +11
Nov07 070620 11.28 11.41 11.28 11.39 +0.11 99 7,137 +30
Jan08 070620 11.60 11.60 11.60 11.60 +0.11 0 513 +25
Total Volume and Open Interest 216 16,022 -13
Live Cattle(CME)
Jun07 070620 89.730 89.800 88.600 88.750 -1.350 3,176 11,549 -1,601
Aug07 070620 90.900 91.250 90.350 90.500 -0.800 15,355 133,319 -2,917
Oct07 070620 94.700 94.950 94.100 94.385 -0.500 5,049 57,216 +1,228
Dec07 070620 95.800 96.000 95.430 95.730 -0.305 1,199 20,440 +480
Feb08 070620 96.900 97.000 96.400 96.800 -0.250 276 11,863 +71
Apr08 070620 97.500 97.600 97.100 97.535 -0.145 246 4,717 +87
Total Volume and Open Interest 25,536 241,428 -2,544
Feeder Cattle(CME)
Aug07 070620 107.850 108.350 107.200 108.100 -0.350 2,029 15,882 +0
Sep07 070620 108.000 108.400 107.400 108.400 -0.180 472 3,001 +35
Oct07 070620 108.300 108.500 107.350 108.500 -0.035 289 2,138 +28
Nov07 070620 108.500 108.700 107.600 108.700 -0.030 80 566 +11
Jan08 070620 106.500 106.600 105.500 106.600 -0.100 21 375 -9
Mar08 070620 105.300 105.300 105.300 105.300 -0.500 9 44 +7
Apr08 070620 105.800 106.250 105.800 105.800 unch 0 5 +0
Total Volume and Open Interest 2,900 22,011 +72
Lean Hogs(CME)
Jul07 070620 74.950 75.200 74.700 74.725 -0.455 16,145 34,920 -3,649
Aug07 070620 74.350 74.450 73.700 73.850 -0.500 14,331 75,942 +2,600
Oct07 070620 67.350 67.450 66.500 66.650 -0.825 5,737 35,396 +770
Dec07 070620 65.250 65.250 64.100 64.300 -0.900 1,498 21,506 +443
Feb08 070620 68.350 68.350 67.350 67.650 -0.900 342 6,447 +43
Apr08 070620 69.300 69.750 69.300 69.550 -0.450 310 1,787 +13
May08 070620 74.350 74.650 74.350 74.650 -0.100 1 237 +1
Jun08 070620 75.600 75.600 75.250 75.600 -0.150 51 475 +26
Total Volume and Open Interest 38,417 176,728 +249
Pork Bellies(CME)
Jul07 070620 98.000 98.385 94.930 95.230 -1.820 145 936 -36
Aug07 070620 97.600 97.900 95.350 95.350 -1.650 151 387 +18
Feb08 070620 98.830 99.000 98.250 98.250 -0.500 1 41 +1
Mar08 070620 99.500 99.500 99.500 99.500 unch 0 7 +0
May08 070620 100.500 100.500 100.500 100.500 unch 0 5 +0
Total Volume and Open Interest 297 1,376 -17
Class III Milk(CME)
Jun07 070620 20.00 20.02 20.00 20.02 -0.03 105 3,922 +82
Jul07 070620 21.63 21.65 21.50 21.60 -0.15 283 4,681 +39
Aug07 070620 20.50 20.50 20.20 20.20 -0.42 277 4,199 +15
Sep07 070620 20.52 20.52 20.00 20.05 -0.47 289 4,190 +38
Oct07 070620 19.38 19.38 19.00 19.00 -0.38 134 3,390 +30
Total Volume and Open Interest 1,491 40,161 +219
Cocoa(NYBOT)
Jul07 070620 1940 1940 1921 1925 -23 530 1,740 -1,040
Sep07 070620 1938 1950 1911 1918 -32 8,026 75,401 -124
Dec07 070620 1964 1968 1937 1943 -33 2,036 33,526 +1,130
Mar08 070620 1989 1989 1967 1967 -33 1,012 14,256 +1,000
May08 070620 1982 1982 1982 1982 -33 0 3,345 +0
Jul08 070620 2000 2000 2000 2000 -33 0 2,932 +0
Sep08 070620 2018 2018 2018 2018 -33 0 2,592 +0
Total Volume and Open Interest 11,604 142,795 +966
Coffee "C"(NYBOT)
Jul07 070620 113.60 115.20 113.50 115.00 +1.65 10,592 11,033 -5,651
Sep07 070620 116.30 117.45 116.00 117.40 +1.60 17,820 91,158 +2,666
Dec07 070620 120.05 121.35 120.05 121.25 +1.60 1,955 23,493 +659
Mar08 070620 124.55 124.80 124.55 124.80 +1.55 352 8,504 +6
May08 070620 126.90 126.90 126.90 126.90 +1.60 509 4,768 -48
Jul08 070620 128.90 128.90 128.90 128.90 +1.60 774 3,114 -167
Total Volume and Open Interest 33,257 153,798 -2,486
Orange Juice(NYBOT)
Jul07 070620 136.50 136.75 131.50 131.50 -4.15 1,948 9,082 -717
Sep07 070620 137.00 137.75 132.00 132.25 -4.40 2,005 12,109 +421
Nov07 070620 138.00 138.00 133.50 133.50 -4.50 224 7,065 +16
Jan08 070620 138.50 138.75 134.50 134.50 -4.50 223 2,513 +197
Mar08 070620 139.50 139.50 135.75 135.75 -4.50 14 1,681 -11
May08 070620 136.75 136.75 136.75 136.75 -4.75 27 104 +19
Total Volume and Open Interest 4,596 32,721 +80
Sugar #11(NYBOT)
Jul07 070620 9.00 9.20 8.86 8.93 -0.07 39,063 84,941 -9,532
Oct07 070620 9.44 9.76 9.32 9.47 +0.03 71,198 374,217 -2,001
Mar08 070620 9.91 10.20 9.88 9.97 -0.01 12,174 92,844 +559
May08 070620 10.15 10.29 10.10 10.12 -0.01 1,865 26,137 -53
Jul08 070620 10.43 10.43 10.20 10.26 -0.02 2,671 35,074 -303
Total Volume and Open Interest 133,752 678,521 -10,752
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070620 21.40 21.50 21.40 21.50 +0.17 66 2,328 +4
Nov07 070620 21.06 21.06 21.06 21.06 -0.05 30 1,890 +10
Jan08 070620 21.07 21.07 21.07 21.07 -0.01 29 1,919 +19
Mar08 070620 21.16 21.16 21.16 21.16 -0.03 20 1,209 +20
Total Volume and Open Interest 145 7,715 +53
London Cocoa(LCE)
Jul07 070620 1042 1043 1014 1024 -21 2,932 50,614 -1,609
Sep07 070620 1068 1069 1043 1050 -21 6,840 56,936 +812
Dec07 070620 1065 1068 1043 1050 -20 1,528 38,639 +9
Mar08 070620 1067 1067 1044 1051 -20 506 31,510 +179
May08 070620 1061 1061 1052 1058 -20 9 9,661 +9
Jul08 070620 1073 1073 1058 1065 -20 1 2,320 +0
Sep08 070620 1075 1075 1072 1072 -20 4 6,391 +3
Total Volume and Open Interest 11,820 198,069 -597
London Coffee(LCE)
Jul07 070620 1858.00 1903.00 1858.00 1900.00 +41.00 5,665 34,599 -2,631
Sep07 070620 1871.00 1920.00 1870.00 1918.00 +45.00 9,001 97,254 +427
Nov07 070620 1868.00 1911.00 1867.00 1905.00 +40.00 2,173 37,733 +994
Jan08 070620 1825.00 1874.00 1825.00 1870.00 +40.00 717 11,934 +28
Mar08 070620 1823.00 1851.00 1823.00 1851.00 +38.00 469 2,524 +294
May08 070620 1811.00 1847.00 1811.00 1847.00 +40.00 450 3,059 +450
Total Volume and Open Interest 18,475 188,785 -438
London Sugar(LCE)
Aug07 070620 318.00 325.20 315.90 320.00 +0.60 8,354 41,098 +1,163
Oct07 070620 309.80 316.40 308.00 310.40 +0.90 2,587 16,865 -2
Dec07 070620 302.50 310.20 302.50 304.00 -0.10 874 5,705 +275
Mar08 070620 299.00 303.80 297.60 299.00 -0.50 230 7,077 -15
May08 070620 298.00 305.30 298.00 300.40 -1.10 55 4,342 -14
Total Volume and Open Interest 12,746 81,931 +1,383
Cotton(NYBOT)
Jul07 070620 53.89 56.50 53.75 55.75 +1.45 9,183 15,280 -4,549
Oct07 070620 57.05 60.10 57.00 59.70 +2.50 935 5,402 -104
Dec07 070620 59.10 62.10 59.00 61.42 +2.32 14,927 147,472 +1,013
Mar08 070620 61.65 64.50 61.65 63.90 +2.15 1,410 28,477 +541
May08 070620 63.60 64.70 63.60 64.70 +2.00 156 1,398 +98
Jul08 070620 63.95 65.65 63.95 65.65 +2.00 61 2,872 +9
Total Volume and Open Interest 26,786 204,269 -2,907
Lumber(CME)
Jul07 070620 288.2 288.3 281.1 281.1 -9.0 1,429 2,688 -496
Sep07 070620 303.0 303.0 296.7 297.3 -4.9 1,123 4,038 +173
Nov07 070620 290.6 290.6 286.1 288.6 -3.4 39 1,342 +1
Jan08 070620 300.6 300.6 296.1 296.3 -3.2 8 123 +6
Total Volume and Open Interest 2,599 8,239 -316
Crude Oil(NYM)
Jul07 070620 68.90 69.00 67.35 68.19 -0.91 127,212 25,208 -32,704
Aug07 070620 69.35 69.55 67.70 68.86 -0.68 201,006 325,666 +9,978
Sep07 070620 70.00 70.10 68.45 69.51 -0.72 48,200 144,118 +4,387
Oct07 070620 70.67 70.67 69.90 70.00 -0.74 15,396 64,552 +2,186
Nov07 070620 71.05 71.05 70.43 70.43 -0.71 8,217 41,270 -1,129
Dec07 070620 71.35 71.35 70.10 70.80 -0.69 28,787 165,198 +574
Jan08 070620 71.13 71.13 71.13 71.13 -0.67 9,023 56,958 -112
Feb08 070620 71.40 71.40 71.40 71.40 -0.66 6,220 24,184 +1,886
Mar08 070620 71.63 71.63 71.63 71.63 -0.66 2,301 21,413 +240
Apr08 070620 71.81 71.81 71.81 71.81 -0.65 1,132 26,849 -433
May08 070620 71.96 71.96 71.96 71.96 -0.64 57 23,799 +5
Jun08 070620 72.10 72.10 72.10 72.10 -0.64 2,328 48,397 +291
Jul08 070620 72.20 72.20 72.20 72.20 -0.64 242 15,773 +91
Aug08 070620 72.93 72.93 72.28 72.28 -0.63 25 9,071 +25
Sep08 070620 72.35 72.35 72.35 72.35 -0.62 2,763 20,961 +1,860
Oct08 070620 72.41 72.41 72.41 72.41 -0.61 10 20,199 +10
Total Volume and Open Interest 472,532 1,422,817 -11,473
Heating Oil(NYM)
Jul07 070620 201.50 203.50 199.60 203.39 +0.71 22,999 35,658 -3,216
Aug07 070620 202.50 204.40 200.70 204.23 +0.41 16,678 62,987 +2,875
Sep07 070620 206.00 206.00 205.93 205.93 +0.21 7,161 36,060 +926
Oct07 070620 207.58 207.58 207.58 207.58 +0.06 1,578 12,228 +265
Nov07 070620 209.63 209.63 209.63 209.63 -0.04 647 8,397 +44
Dec07 070620 208.50 211.68 208.50 211.68 -0.19 4,278 29,216 -513
Jan08 070620 210.40 213.38 210.40 213.38 -0.29 3,084 16,446 +659
Feb08 070620 214.18 214.18 214.18 214.18 -0.34 1,240 8,924 +64
Mar08 070620 211.93 211.93 211.93 211.93 -0.44 1,336 5,089 +25
Apr08 070620 206.50 207.63 206.50 207.63 -0.54 391 4,101 +63
May08 070620 203.28 203.28 203.28 203.28 -0.79 504 1,773 -68
Jun08 070620 200.98 200.98 200.98 200.98 -0.89 987 9,489 +516
Total Volume and Open Interest 60,888 234,101 +1,645
Gasoline(NYMEX)
Jul07 070620 223.59 223.59 217.43 222.81 -0.65 31,888 47,945 -3,845
Aug07 070620 220.75 220.75 215.00 219.76 -0.66 17,895 48,408 +3,363
Sep07 070620 216.50 216.50 211.71 215.91 -0.71 7,938 36,098 +1,085
Oct07 070620 200.05 201.16 197.31 201.16 -0.66 4,543 13,739 +57
Nov07 070620 194.66 195.66 192.80 195.66 -0.46 2,423 6,763 -243
Dec07 070620 192.70 193.51 189.84 193.51 -0.31 1,818 13,460 +21
Jan08 070620 191.50 194.41 191.50 194.41 -0.26 326 6,006 -14
Feb08 070620 196.41 196.41 196.41 196.41 -0.21 170 2,239 -105
Mar08 070620 198.81 198.81 198.81 198.81 -0.21 293 2,919 -64
Apr08 070620 212.91 212.91 212.91 212.91 -0.11 182 3,286 +67
Total Volume and Open Interest 67,640 190,129 +395
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070620 222.81 222.81 222.81 222.81 -0.65 0 5 +0
Aug07 070620 219.76 219.76 219.76 219.76 -0.66 0 4 +0
Sep07 070620 215.91 215.91 215.91 215.91 -0.71      
Oct07 070620 201.16 201.16 201.16 201.16 -0.66      
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jul07 070620 7.560 7.570 7.350 7.391 -0.128 58,771 49,755 -3,620
Aug07 070620 7.710 7.710 7.460 7.519 -0.133 18,969 80,963 +5,720
Sep07 070620 7.775 7.775 7.560 7.598 -0.136 11,200 85,031 +1,348
Oct07 070620 7.875 7.900 7.700 7.736 -0.140 10,321 63,030 +788
Nov07 070620 8.680 8.680 8.480 8.506 -0.175 3,484 28,494 +486
Dec07 070620 9.450 9.450 9.270 9.286 -0.170 1,996 41,914 +98
Jan08 070620 9.810 9.830 9.640 9.653 -0.168 3,319 41,359 -297
Feb08 070620 9.815 9.815 9.640 9.653 -0.165 1,164 29,504 -303
Mar08 070620 9.590 9.590 9.420 9.433 -0.161 2,556 51,242 -240
Apr08 070620 8.400 8.400 8.285 8.288 -0.106 2,458 34,652 -189
May08 070620 8.330 8.330 8.190 8.202 -0.104 436 19,444 +161
Jun08 070620 8.400 8.400 8.290 8.290 -0.105 176 10,191 +40
Jul08 070620 8.510 8.510 8.395 8.395 -0.104 116 5,685 -1
Aug08 070620 8.570 8.570 8.460 8.470 -0.104 94 8,679 +9
Sep08 070620 8.620 8.620 8.515 8.515 -0.104 59 6,752 -12
Oct08 070620 8.730 8.730 8.630 8.630 -0.104 750 22,162 +224
Total Volume and Open Interest 117,508 794,880 +4,277
Brent Crude Oil(ICE)
Aug07 070620 71.70 71.96 69.56 70.42 -1.42      
Sep07 070620 72.46 72.50 70.47 71.31 -1.15      
Oct07 070620 72.35 72.75 70.95 71.74 -1.03      
Nov07 070620 73.03 73.03 71.35 72.09 -0.98      
Dec07 070620 72.96 73.34 71.72 72.43 -0.93      
Jan08 070620 73.58 73.58 72.19 72.74 -0.87      
Feb08 070620 72.94 72.94 72.94 72.94 -0.84      
Mar08 070620 73.69 73.69 73.09 73.09 -0.79      
Apr08 070620 73.15 73.15 73.15 73.15 -0.81      
May08 070620 73.23 73.23 73.23 73.23 -0.78      
Jun08 070620 73.83 73.83 73.02 73.31 -0.73      
Jul08 070620 73.51 73.51 73.32 73.32 -0.73      
Aug08 070620 73.33 73.33 73.33 73.33 -0.72      
Sep08 070620 73.34 73.34 73.34 73.34 -0.69      
Total Volume and Open Interest 3    
Gas Oil(ICE)
Jul07 070620 626.25 627.50 615.75 617.00 -9.50      
Aug07 070620 630.50 631.00 619.50 620.75 -9.50      
Sep07 070620 634.00 634.75 623.75 625.25 -9.00      
Oct07 070620 638.50 638.50 629.50 629.75 -8.75      
Nov07 070620 642.75 642.75 634.00 634.25 -8.50      
Dec07 070620 648.00 648.25 638.25 638.75 -8.50      
Jan08 070620 655.50 655.50 647.25 647.25 -8.50      
Feb08 070620 645.25 645.25 645.25 645.25 -8.75      
Mar08 070620 642.50 642.50 642.50 642.50 -8.50      
Apr08 070620 639.50 639.50 639.50 639.50 -8.50      
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Sep07 070620 82.405 82.585 82.285 82.285 -0.025 3,141 15,801 -702
Dec07 070620 81.980 82.050 81.980 82.050 -0.040 1 2,462 +0
Mar08 070620 82.000 82.000 81.840 81.840 -0.040 1 412 +1
Total Volume and Open Interest 3,143 18,675 -8,230
Australian Dollar(CME)
Sep07 070620 84.43 84.43 84.39 84.39 -0.09 11,640 114,267 +7,812
Dec07 070620 84.27 84.27 84.15 84.15 -0.09 0 692 +10
Mar08 070620 83.87 83.87 83.87 83.87 -0.09 0 151 +0
Total Volume and Open Interest 11,640 115,118 -38,608
British Pound(CME)
Sep07 070620 199.13 199.27 199.09 199.26 +0.57 6,331 132,634 +18,419
Dec07 070620 198.91 198.91 198.91 198.91 +0.51 0 382 +128
Mar08 070620 198.51 198.51 198.51 198.51 +0.48 0 1 +0
Total Volume and Open Interest 6,331 133,035 -16,804
Canadian Dollar(CME)
Sep07 070620 93.98 94.23 93.78 94.01 -0.28 1,448 140,962 +7,486
Dec07 070620 94.00 94.36 94.00 94.16 -0.28 5 3,080 +192
Mar08 070620 94.26 94.26 94.26 94.26 -0.28 0 509 +0
Jun08 070620 94.50 94.50 94.36 94.36 -0.28 2 258 +2
Total Volume and Open Interest 1,646 243,351 +7,453
Japanese Yen(CME)
Sep07 070620 81.84 81.90 81.78 81.85 -0.13 3,658 288,907 -7,986
Dec07 070620 82.78 82.78 82.78 82.78 -0.13 10 9,148 +7
Mar08 070620 83.70 83.70 83.70 83.70 -0.13 0 13 +0
Total Volume and Open Interest 4,668 310,083 -127,446
Swiss Franc(CME)
Jun07 070618 80.61 80.62 80.61 80.62 +0.14 1,043 70,276 +70,276
Sep07 070620 81.47 81.51 81.39 81.41 +0.20 1,887 110,497 -136
Dec07 070620 81.94 81.94 81.94 81.94 +0.20 0 52 +0
Total Volume and Open Interest 1,887 110,556 -70,124
EuroFX(CME)
Sep07 070620 134.69 134.75 134.55 134.58 -0.06 2,723 182,390 +2,023
Dec07 070620 135.04 135.04 134.91 134.91 -0.06 0 1,269 +19
Mar08 070620 4.12 4.12 4.12 4.12 -0.06 0 72 +3
Total Volume and Open Interest 2,723 183,775 -60,997
Mexican Peso(CME)
Jul07 070620 9230.0 9230.0 9230.0 9230.0 -60.0 0 56 +0
Aug07 070620 9212.0 9212.0 9212.0 9212.0 -60.0 0 3 +0
Total Volume and Open Interest 17,689 104,674 -35,229
30-Year T-Bonds(CBOT)
Jun07 070620 107~10 107~13 106~21 106~25 -0~13 1,594 15,638 -8,640
Sep07 070620 107~00 107~11 106~10 106~19 -0~14 359,836 987,366 +12,963
Dec07 070620 106~31 107~01 106~06 106~12 -0~14 574 1,169 +279
Total Volume and Open Interest 362,004 1,004,273 +4,602
10-Year T-Notes(CBOT)
Jun07 070620 105~145 105~200 105~070 105~080 -0~085 6,636 4,039 -5,453
Sep07 070620 105~085 105~135 104~260 104~305 -0~090 1,326,316 2,868,648 +25,575
Total Volume and Open Interest 1,339,823 2,900,515 +22,458
5-Year T-Notes(CBOT)
Jun07 070620 103~220 103~220 103~220 103~220 -0~055 5,595 0 +0
Sep07 070620 103~240 103~245 103~170 103~200 -0~060 497,587 0 +0
Dec07 070620 103~200 103~200 103~200 103~200 -0~060 0 15,616 +15,616
Total Volume and Open Interest 503,182 15,616 +15,616
2 Year T-Notes(CBOT)
Jun07 070620 101~084 101~084 101~084 101~084 -0~006 38 3,753 -1,218
Sep07 070620 101~092 101~092 101~084 101~086 -0~008 6,316 943,152 +16,488
Total Volume and Open Interest 6,354 946,905 +15,270
Eurodollars(CME)
Sep07 070620 94.650 94.650 94.645 94.650 unch 21,062 1,549,863 -18,977
Dec07 070620 94.670 94.670 94.635 94.655 -0.020 20,280 1,783,287 -22,891
Mar08 070620 94.705 94.710 94.660 94.690 -0.035 18,442 1,566,695 +23,475
Jun08 070620 94.740 94.745 94.690 94.715 -0.045 14,883 1,437,107 +14,262
Sep08 070620 94.745 94.745 94.690 94.715 -0.045 26,501 1,025,604 +169
Dec08 070620 94.725 94.725 94.665 94.690 -0.050 16,501 776,755 +8,928
Mar09 070620 94.705 94.705 94.640 94.665 -0.055 24,258 550,207 -6,610
Jun09 070620 94.665 94.665 94.600 94.625 -0.060 25,311 363,487 +24,276
Sep09 070620 94.630 94.630 94.565 94.580 -0.065 24,760 286,044 -1,937
Dec09 070620 94.570 94.570 94.520 94.535 -0.065 9,695 182,282 +2,813
Mar10 070620 94.550 94.550 94.495 94.510 -0.070 9,402 154,809 +3,102
Jun10 070620 94.530 94.530 94.460 94.475 -0.075 7,583 99,587 +176
Sep10 070620 94.435 94.440 94.430 94.440 -0.075 14,950 86,260 -2,782
Dec10 070620 94.390 94.395 94.385 94.395 -0.075 4,007 105,998 -481
Mar11 070620 94.390 94.410 94.365 94.375 -0.075 6,884 93,491 +52
Jun11 070620 94.365 94.365 94.335 94.345 -0.075 5,082 89,872 -368
Sep11 070620 94.360 94.360 94.305 94.315 -0.075 2,461 63,196 +279
Dec11 070620 94.315 94.315 94.270 94.280 -0.075 3,435 45,400 +826
Total Volume and Open Interest 260,631 10,466,816 +41,621
3-Mth Euro-Yen(CME)
Jun07 070618 99.30 99.30 99.30 99.30 -0.01 6,752 29,401 +29,401
Sep07 070620 99.10 99.10 99.10 99.10 unch 1,091 10,805 -368
Dec07 070620 98.96 98.97 98.96 98.97 -0.01 1 11,611 +394
Mar08 070620 98.85 98.85 98.85 98.85 -0.01 24 6,267 -106
Jun08 070620 98.75 98.75 98.75 98.75 -0.01 3 2,961 +3
Sep08 070620 98.67 98.67 98.66 98.66 -0.01 0 3,629 +200
Dec08 070620 98.56 98.56 98.56 98.56 -0.01 0 859 -36
Mar09 070620 98.46 98.46 98.46 98.46 -0.01 0 9 +0
Jun09 070620 98.39 98.39 98.39 98.39 -0.01      
Sep09 070620 98.32 98.32 98.32 98.32 +0.02      
Total Volume and Open Interest 1,119 36,141 +72
3-Mth Euro-Yen(SGX)
Sep07 070620 99.10 99.10 99.10 99.10 unch 788 64,766 +955
Dec07 070620 98.97 98.99 98.97 98.98 +0.01 1,136 60,494 +352
Mar08 070620 98.86 98.87 98.86 98.86 +0.01 848 43,523 +87
Jun08 070620 98.75 98.77 98.75 98.76 +0.01 307 21,649 +54
Sep08 070620 98.66 98.68 98.65 98.68 +0.01 182 12,610 +101
Dec08 070620 98.57 98.58 98.57 98.57 +0.01 57 2,806 +3
Mar09 070620 98.49 98.49 98.47 98.47 +0.01 0 4,233 +0
Jun09 070620 98.40 98.40 98.40 98.40 +0.01 0 368 +0
Total Volume and Open Interest 3,318 212,249 +1,552
Japanese Gov't Bonds(SGX)
Sep07 070620 131.60 131.84 131.55 131.84 +0.41 3,175 45,258 +2,729
Dec07 070620 131.84 131.84 131.84 131.84 +0.41 0 1 +0
Mar08 070620 131.84 131.84 131.84 131.84 +0.41      
Total Volume and Open Interest 3,175 45,259 +1,325
Euro-Bund(EUREX)
Sep07 070620 110.53 110.82 110.09 110.24 -0.14 1,099,972 1,706,564 -12,415
Dec07 070620 110.21 110.36 109.72 109.85 -0.14 151 12,170 +72
Mar08 070620 109.69 109.69 109.69 109.69 -0.09 70 0 +0
Total Volume and Open Interest 1,100,193 1,718,734 -12,343
Euro-Bobl(EUREX)
Sep07 070620 106.06 106.15 105.77 105.84 -0.17 693,128 1,296,454 +25,923
Dec07 070620 105.81 105.81 105.64 105.64 -0.17 0 1 +0
Mar08 070620 105.54 105.54 105.54 105.54 -0.17      
Total Volume and Open Interest 693,128 1,296,455 +25,923
3-Mth Euribor(EUREX)
Jun07 070615 95.850 95.850 95.845 95.850 +0.005 1,729 30,249 -1,060
Sep07 070620 95.650 95.660 95.635 95.640 -0.010 8,144 25,209 +4,319
Dec07 070620 95.480 95.480 95.440 95.445 -0.035 1,536 9,964 +370
Total Volume and Open Interest 14,453 51,360 -22,483
Long Gilt(LIFFE)
Jun07 070620 104~04 104~09 103~17 103~20 -0~09 6,868 102,444 -4,527
Sep07 070620 104~01 104~06 103~13 103~17 -0~08 97,427 412,697 +7,546
Total Volume and Open Interest 104,295 515,141 +3,019
3-Mth Short Sterling(LIFFE)
Jun07 070620 94.10 94.10 94.10 94.10 -0.05 43,402 509,424 -665
Sep07 070620 93.83 93.83 93.83 93.83 -0.10 65,636 559,856 +2,298
Dec07 070620 93.74 93.74 93.74 93.74 -0.10 76,305 632,585 +16,685
Mar08 070620 93.70 93.70 93.70 93.70 -0.09 64,205 490,011 +5,374
Jun08 070620 93.69 93.69 93.69 93.69 -0.08 51,254 440,842 +7,472
Sep08 070620 93.69 93.69 93.69 93.69 -0.07 55,361 323,120 +5,535
Total Volume and Open Interest 403,220 3,409,797 +41,818
3-Mth Euribor(LIFFE)
Sep07 070620 95.650 95.655 95.635 95.640 -0.010 171,053 952,444 +28,748
Dec07 070620 95.475 95.485 95.440 95.445 -0.035 192,556 878,221 -20,776
Mar08 070620 95.370 95.395 95.315 95.330 -0.050 162,864 686,887 +10,354
Total Volume and Open Interest 1,053,621 4,216,017 -515,159
3-Mth Aus T-Bills(SFE)
Sep07 070620 93.43 93.43 93.42 93.43 +0.01 7,988 415,387 +2,834
Dec07 070620 93.27 93.28 93.26 93.28 +0.02 4,446 228,347 +527
Mar08 070620 93.18 93.19 93.16 93.19 +0.03 2,816 120,960 -1,306
Jun08 070620 93.13 93.13 93.12 93.13 +0.03 2,044 80,199 +747
Sep08 070620 93.10 93.12 93.10 93.11 +0.03 993 46,117 -565
Dec08 070620 93.08 93.10 93.08 93.09 +0.04 878 39,080 +146
Mar09 070620 93.09 93.09 93.07 93.08 +0.04 732 22,378 +547
Jun09 070620 93.08 93.08 93.06 93.07 +0.04 133 10,185 +217
Sep09 070620 93.06 93.06 93.06 93.06 +0.03 55 1,031 +5
Dec09 070620 93.05 93.05 93.05 93.05 +0.03 0 793 +0
Total Volume and Open Interest 20,085 964,658 +3,152
10-Year Aus T-Bonds(SFE)
Sep07 070620 93.80 93.80 93.78 93.80 +0.04 25,938 498,655 -9,516
Dec07 070620 93.80 93.80 93.80 93.80 +0.04      
Total Volume and Open Interest 25,938 498,655 -9,516
3-Year Aus T-Bonds(SFE)
Sep07 070620 93.60 93.60 93.57 93.60 +0.04 87,998 569,624 -3,055
Dec07 070620 93.60 93.60 93.60 93.60 +0.04      
Total Volume and Open Interest 87,998 569,624 -3,055
Gold(CMX)
Jun07 070620 658.0 658.0 656.1 656.1 -4.6 36 369 +1
Aug07 070620 663.7 665.0 659.6 660.0 -4.7 63,849 191,298 -3,477
Oct07 070620 667.0 667.0 666.2 666.2 -4.7 59 24,986 -24
Dec07 070620 677.0 677.0 672.5 672.5 -4.7 1,411 78,284 +571
Feb08 070620 678.7 678.7 678.7 678.7 -4.7 122 12,495 +38
Apr08 070620 684.8 684.8 684.8 684.8 -4.7 141 17,713 +130
Jun08 070620 692.5 692.5 691.1 691.1 -4.6 64 17,018 +31
Aug08 070620 697.4 697.4 697.4 697.4 -4.5 10 1,298 -5
Oct08 070620 703.7 703.7 703.7 703.7 -4.5 1 1,039 +1
Dec08 070620 710.0 710.0 710.0 710.0 -4.5 4 22,879 +0
Feb09 070620 716.4 716.4 716.4 716.4 -4.5 442 11,933 +0
Apr09 070620 722.7 722.7 722.7 722.7 -4.5 100 1,510 -100
Total Volume and Open Interest 66,710 410,324 -2,486
Silver(CMX)
Jul07 070620 1333.0 1341.5 1322.0 1325.0 -7.5 14,696 51,919 -1,293
Sep07 070620 1346.0 1346.0 1337.0 1338.0 -7.6 2,738 31,663 +728
Dec07 070620 1361.0 1361.0 1355.0 1356.5 -7.5 629 20,155 -24
Mar08 070620 1374.1 1374.1 1374.1 1374.1 -7.5 53 4,351 +0
May08 070620 1385.3 1385.3 1385.3 1385.3 -7.5 600 3,454 +0
Jul08 070620 1403.0 1403.0 1396.6 1396.6 -7.5 6 1,857 +0
Sep08 070620 1408.3 1408.3 1408.3 1408.3 -7.3 50 526 +0
Total Volume and Open Interest 19,081 124,252 -538
Platinum(NYM)
Jul07 070620 1305.0 1306.8 1300.0 1300.8 +2.3 1,414 10,772 -365
Oct07 070620 1300.0 1312.0 1300.0 1308.8 +1.3 1,065 4,447 +643
Jan08 070620 1313.8 1313.8 1313.8 1313.8 +1.3 1 12 +0
Total Volume and Open Interest 2,480 15,231 +278
Palladium(NYME)
Jun07 070620 375.65 375.65 375.65 375.65 +3.40 5 8 -5
Sep07 070620 377.80 381.00 377.00 379.90 +3.40 1,213 18,175 +78
Dec07 070620 384.50 384.50 384.50 384.50 +3.20 167 430 +25
Total Volume and Open Interest 1,385 18,634 +98
Copper(CMX)
Jul07 070620 343.90 344.75 338.50 344.25 +4.80 10,243 17,396 -2,976
Sep07 070620 343.35 344.65 339.00 344.10 +4.15 6,697 40,595 +3,142
Dec07 070620 338.60 338.60 338.60 338.60 +3.90 152 10,718 -93
Mar08 070620 331.20 331.20 331.20 331.20 +3.65 53 1,328 +46
May08 070620 325.50 325.50 325.50 325.50 +3.45 2 160 +0
Total Volume and Open Interest 17,649 78,339 +90
Aluminum(CMX)
Jun07 070620 119.15 119.15 119.15 119.15 unch 0 2 +0
Jul07 070620 119.35 119.35 119.35 119.35 +0.20 1 54 +0
Aug07 070620 119.55 119.55 119.55 119.55 +0.40 40 40 +0
Sep07 070620 119.75 119.75 119.75 119.75 +0.60 40 40 +0
Oct07 070620 119.95 119.95 119.95 119.95 +0.80 40 40 +0
Nov07 070620 120.15 120.15 120.15 120.15 +1.00 1 40 +0
Total Volume and Open Interest 123 370 +0
DJIA Index(CBOT)
Jun07 070614 13525 13580 13485 13568 +83 4,669 30,975 -3,107
Sep07 070620 13810 13815 13595 13608 -147 3,655 32,527 +389
Dec07 070620 13700 13713 13700 13713 -147 0 28 +0
Mar08 070620 13828 13828 13828 13828 -147      
Total Volume and Open Interest 3,655 32,560 +389
S & P 500(CME)
Sep07 070620 1550.80 1551.80 1525.50 1527.00 -21.90 28,276 581,047 +1,516
Dec07 070620 1564.00 1564.00 1540.30 1540.30 -22.00 1,578 7,245 +1,446
Mar08 070620 1553.30 1553.30 1553.30 1553.30 -22.00 0 5,634 +0
Jun08 070620 256.08 256.08 256.08 256.08 -22.00 0 202 +0
Total Volume and Open Interest 29,854 594,142 +2,962
S & P 500 E-Mini(Globex)
Sep07 070620 1548.75 1554.25 1525.25 1527.00 -22.00 1,070,708 1,576,863 -3,879
Dec07 070620 1561.25 1567.50 1539.00 1540.25 -22.00 504 722 +461
Total Volume and Open Interest 1,071,212 1,577,585 -3,418
NASDAQ 100(CME)
Sep07 070620 1970.00 1972.50 1945.00 1947.80 -19.20 4,060 51,963 -405
Dec07 070620 1969.30 1969.30 1969.30 1969.30 -19.20 0 31 +0
Mar08 070620 1990.80 1990.80 1990.80 1990.80 -19.20      
Total Volume and Open Interest 4,060 51,994 -405
NASDAQ 100 E-Mini(Globex)
Sep07 070620 1967.00 1975.00 1945.30 1947.80 -19.20 283,938 357,132 +11,268
Dec07 070620 1991.00 1994.00 1966.30 1969.30 -19.20 15 32 +14
Total Volume and Open Interest 283,953 357,164 +11,282
S & P Midcap 400(CME)
Sep07 070620 919.50 921.00 907.80 907.80 -10.40 251 6,898 -96
Dec07 070620 917.30 917.30 917.30 917.30 -10.40      
Mar08 070620 927.00 927.00 927.00 927.00 -10.40      
Total Volume and Open Interest 251 6,898 -96
Russell 2000(CME)
Sep07 070620 857.50 858.30 841.70 841.70 -14.60 1,889 30,529 +657
Dec07 070620 849.00 849.00 849.00 849.00 -15.10 0 6 +0
Mar08 070620 856.80 856.80 856.80 856.80 -15.10      
Total Volume and Open Interest 1,889 30,535 +657
Russell 2000 E-Mini(Globex)
Jun07 070615 838.20 853.45 838.10 853.45 +14.95 39,871 0 -239,418
Sep07 070620 856.20 859.60 841.40 841.70 -14.60 189,259 517,201 +686
Dec07 070620 865.30 865.50 848.10 849.00 -15.10 21 31 +13
Total Volume and Open Interest 189,280 517,232 +699
Value Line(KCBT)
Sep07 070620 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070620 18320 18320 18090 18090 -135      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep07 070620 18205 18280 18170 18220 +35 38,783 230,250 +5,033
Dec07 070620 18190 18240 18190 18190 +50 0 206 +0
Mar08 070620 18215 18215 18215 18215 +45      
Total Volume and Open Interest 38,783 230,514 +5,033
CAC 40(EURONEXT)
Jun07 070615 6066.0 6122.5 6058.0 6100.0 +51.0 194,222 0 -612,493
Jul07 070620 6113.0 6147.5 6071.0 6104.5 +18.5 77,873 328,571 +1,480
Aug07 070620 6144.0 6164.0 6123.5 6123.5 +18.5 6 186 -17
Total Volume and Open Interest 78,539 363,706 +1,051
Hang Seng Index(HKFE)
Jun07 070620 21537 21855 21537 21678 +164 39,901 125,013 +395
Jul07 070620 21628 21920 21618 21757 +163 2,238 4,911 +961
Total Volume and Open Interest 43,191 133,257 +1,879
DAX(EUREX)
Sep07 070620 8152.5 8217.0 8062.0 8180.5 +54.5 154,144 317,549 -1,253
Dec07 070620 8244.5 8300.0 8161.5 8269.5 +54.5 373 13,280 -11
Mar08 070620 8363.5 8397.0 8275.0 8363.5 +38.5 15 24 +12
Total Volume and Open Interest 154,532 330,853 -1,252
FT-SE 100(EURONEXT)
Sep07 070620 6720.00 6733.00 6674.00 6704.00 unch 88,902 540,225 -9,666
Dec07 070620 6782.50 6796.50 6738.00 6767.00 +1.00 180 6,836 +93
Mar08 070620 6790.00 6790.00 6790.00 6790.00 unch 0 43 +0
Total Volume and Open Interest 89,082 547,104 -9,573
SPI 200(SFE)
Jun07 070620 6402.0 6421.0 6346.0 6409.0 +23.0 128,364 267,522 -76,520
Sep07 070620 6408.0 6426.0 6352.0 6414.0 +22.0 115,942 198,265 +106,412
Dec07 070620 6405.0 6460.0 6405.0 6460.0 +23.0 0 3,429 +0
Total Volume and Open Interest 244,464 471,372 +29,840
GSCI(CME)
Jul07 070620 493.00 493.00 487.50 491.25 -2.45 674 20,258 -461
Aug07 070620 492.00 492.00 492.00 492.00 -4.50 0 231 +0
Sep07 070620 494.50 494.50 494.50 494.50 -4.50      
Total Volume and Open Interest 674 20,489 -461
Reuters CRB Index(NYBOT)
Aug07 070620 422.50 423.75 420.50 421.00 +0.25 15 501 +3
Nov07 070620 426.75 427.00 426.75 427.00 +0.25 0 823 +0
Jan08 070620 429.75 430.00 429.75 430.00 +0.25 0 7 +0
Total Volume and Open Interest 15 1,331 +3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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