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 Tue November 06, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071106 1024.00 1031.00 1022.00 1029.50 +23.75 2,679 9,382 -1,306
Jan08 071106 1037.00 1047.50 1037.00 1044.50 +23.50 11,442 280,127 +1,588
Mar08 071106 1051.00 1061.50 1051.00 1059.00 +23.00 2,080 81,381 +717
May08 071106 1058.00 1064.00 1055.00 1061.00 +20.50 626 39,685 +158
Jul08 071106 1063.00 1067.00 1059.50 1064.50 +20.00 660 51,576 +239
Aug08 071106 1047.00 1047.00 1045.00 1046.00 +13.50 18 1,610 -3
Sep08 071106 1012.00 1012.00 1012.00 1012.00 +16.00 8 1,026 +4
Total Volume and Open Interest 18,581 557,897 +1,691
Soybean Meal(CBOT)
Dec07 071106 282.00 284.80 281.00 284.60 +7.70 6,330 85,165 +155
Jan08 071106 284.50 285.50 282.50 285.00 +6.40 2,793 34,284 -110
Mar08 071106 288.50 288.50 285.50 287.70 +5.90 1,728 42,110 +28
May08 071106 287.50 288.50 285.50 287.70 +5.20 784 30,683 +198
Jul08 071106 288.00 288.50 285.20 287.60 +4.60 568 26,612 -33
Aug08 071106 282.50 282.50 278.00 280.70 +5.20 236 4,791 +58
Sep08 071106 273.00 273.00 269.00 270.70 +3.70 228 4,401 +23
Oct08 071106 258.00 258.00 256.00 256.50 +2.00 264 3,249 +129
Total Volume and Open Interest 13,478 243,045 +567
Soybean Oil(CBOT)
Dec07 071106 43.15 43.70 43.07 43.62 +1.06 3,902 100,623 -889
Jan08 071106 43.60 44.17 43.60 44.07 +1.05 1,958 90,494 +487
Mar08 071106 44.10 44.70 44.10 44.62 +1.07 1,621 39,034 -211
May08 071106 44.45 45.05 44.45 45.01 +1.03 304 20,903 +88
Jul08 071106 44.87 45.35 44.87 45.30 +1.05 268 19,228 +147
Aug08 071106 44.90 45.15 44.90 45.15 +0.90 39 3,036 +35
Sep08 071106 44.75 45.05 44.75 45.05 +0.95 87 3,156 +40
Oct08 071106 44.65 44.80 44.60 44.80 +0.90 226 3,437 +95
Total Volume and Open Interest 8,724 297,884 -191
Canola(WCE)
Nov07 071106 431.7 432.5 431.0 432.5 +5.2 15 175 -154
Jan08 071106 438.2 443.9 435.5 443.5 +5.6 4,923 96,835 +419
Mar08 071106 446.1 454.0 446.1 452.8 +4.7 371 10,531 +253
May08 071106 457.0 463.0 457.0 462.6 +5.6 45 4,830 +5
Jul08 071106 464.5 470.3 464.5 470.3 +5.8 645 7,280 +68
Total Volume and Open Interest 6,730 135,010 +1,019
Corn(CBOT)
Dec07 071106 380.00 387.50 379.00 385.75 +10.50 17,187 474,620 -20,981
Mar08 071106 396.25 404.50 396.25 403.00 +10.50 10,071 279,647 +12,339
May08 071106 408.00 414.25 408.00 413.00 +10.25 620 61,100 +220
Jul08 071106 416.00 423.50 416.00 422.00 +9.75 1,481 122,454 +2,751
Sep08 071106 423.00 428.25 422.50 427.75 +9.75 334 20,539 +214
Dec08 071106 430.00 434.00 428.00 433.50 +8.25 3,453 196,551 +4,954
Total Volume and Open Interest 33,574 1,210,185 +158
Wheat(CBOT)
Dec07 071106 796.00 803.50 795.00 797.00 +12.00 6,072 161,013 -6,198
Mar08 071106 817.00 826.00 816.00 820.50 +12.00 5,043 111,545 +3,098
May08 071106 785.00 795.00 785.00 795.00 +20.50 357 16,217 +34
Jul08 071106 679.00 686.00 676.50 686.00 +15.50 737 76,562 +658
Sep08 071106 688.00 696.00 688.00 694.50 +15.50 374 13,478 +37
Total Volume and Open Interest 13,354 418,086 -2,254
Wheat(KCBT)
Dec07 071106 822.00 828.00 820.00 822.25 +10.00 5,677 61,726 -669
Mar08 071106 835.00 837.00 830.00 832.50 +8.25 2,582 43,247 +1,000
May08 071106 800.00 805.00 796.00 800.00 +15.00 313 2,797 -18
Jul08 071106 695.00 702.00 695.00 699.75 +13.75 538 21,580 +129
Sep08 071106 698.00 703.50 698.00 700.00 +8.00 27 3,920 +12
Total Volume and Open Interest 9,193 137,766 +424
Wheat(MGE)
Dec07 071106 840.00 849.00 839.50 848.00 +19.50 4,589 21,075 -1,081
Mar08 071106 835.00 845.00 822.75 842.75 +15.25 3,810 33,071 +1,756
May08 071106 810.00 811.00 810.00 811.00 +16.00 216 3,436 +125
Jul08 071106 744.00 752.00 744.00 752.00 +22.00 157 1,740 +24
Sep08 071106 700.00 709.00 700.00 709.00 +10.00 54 3,616 +35
Total Volume and Open Interest 8,878 66,955 +844
Oats(CBOT)
Dec07 071106 294.75 297.25 294.75 296.75 +6.00 1,035 8,043 -825
Mar08 071106 307.75 310.50 307.50 310.00 +7.00 510 5,764 +490
May08 071106 317.00 317.00 316.00 316.00 +9.00 0 298 +0
Jul08 071106 306.00 311.00 306.00 311.00 +5.00 4 89 +2
Total Volume and Open Interest 1,555 14,276 -333
Rough Rice(CBOT)
Nov07 071106 12.53 12.53 12.53 12.53 +0.18 0 89 -29
Jan08 071106 12.62 12.74 12.61 12.73 +0.19 448 12,275 +34
Mar08 071106 12.93 13.00 12.89 13.00 +0.17 58 3,354 +55
May08 071106 13.10 13.10 13.10 13.10 +0.14 0 384 -3
Total Volume and Open Interest 588 18,049 +194
Live Cattle(CME)
Dec07 071106 95.650 96.050 95.430 95.750 -0.100 13,735 108,107 -2,981
Feb08 071106 98.500 98.900 98.300 98.800 +0.050 10,624 64,003 +2,013
Apr08 071106 98.450 98.950 98.300 98.930 +0.280 4,730 35,764 +1,088
Jun08 071106 94.000 94.300 93.800 94.300 +0.265 1,513 15,979 +242
Aug08 071106 94.250 94.400 94.050 94.400 +0.015 452 9,264 +87
Oct08 071106 97.800 97.950 97.450 97.750 -0.050 249 1,763 +172
Total Volume and Open Interest 31,476 238,281 +714
Feeder Cattle(CME)
Nov07 071106 108.650 108.850 107.800 108.230 -0.905 754 4,111 -279
Jan08 071106 108.400 108.750 107.750 108.080 -1.000 1,830 13,407 +163
Mar08 071106 108.500 109.000 107.800 108.635 -0.815 336 3,447 +153
Apr08 071106 111.000 111.100 110.000 110.550 -0.900 124 1,853 +12
May08 071106 112.000 112.200 111.200 111.680 -0.920 85 2,428 +24
Aug08 071106 113.100 113.200 112.000 113.000 -0.430 100 1,018 +77
Sep08 071106 112.250 112.250 112.250 112.250 -0.550 12 63 +11
Total Volume and Open Interest 3,244 26,329 +163
Lean Hogs(CME)
Dec07 071106 52.200 52.300 51.050 51.130 -0.905 9,122 89,022 -951
Feb08 071106 59.800 60.050 58.800 59.350 -0.185 7,750 44,550 +618
Apr08 071106 65.450 65.600 64.950 65.135 -0.215 2,888 26,156 +618
May08 071106 71.900 71.950 71.600 71.900 -0.100 50 2,225 +8
Jun08 071106 75.600 75.700 75.000 75.650 +0.100 1,338 17,845 +106
Jul08 071106 75.000 75.000 74.600 75.000 +0.115 367 5,468 +136
Aug08 071106 72.700 73.050 72.700 72.930 +0.230 671 4,272 +505
Oct08 071106 67.400 67.600 67.200 67.300 -0.100 138 4,030 +73
Total Volume and Open Interest 22,875 197,597 +1,593
Pork Bellies(CME)
Feb08 071106 84.650 86.100 84.600 85.200 +0.950 510 1,463 +98
Mar08 071106 85.300 85.400 84.000 85.050 +0.900 5 281 +2
May08 071106 86.100 86.100 86.100 86.100 +0.100 2 164 +2
Jul08 071106 88.350 88.350 86.050 86.050 +0.700 10 126 +10
Aug08 071106 85.000 85.000 85.000 85.000 +1.000 1 50 +1
Total Volume and Open Interest 528 2,084 +113
Class III Milk(CME)
Nov07 071106 18.80 18.93 18.80 18.93 +0.21 71 4,411 -33
Dec07 071106 17.70 17.90 17.70 17.90 +0.32 111 4,094 +41
Jan08 071106 16.58 16.80 16.58 16.80 +0.32 194 2,703 +19
Feb08 071106 16.10 16.26 16.10 16.26 +0.21 75 2,393 +11
Mar08 071106 16.05 16.20 16.05 16.20 +0.20 30 2,210 -9
Total Volume and Open Interest 871 30,406 +164
Cocoa(ICE)
Dec07 071106 1928 1955 1927 1942 +5 10,115 36,100 -4,869
Mar08 071106 1937 1960 1936 1954 +7 8,990 60,629 +4,391
May08 071106 1956 1956 1956 1956 +9 418 15,528 +60
Jul08 071106 1964 1964 1964 1964 +9 100 4,202 +29
Sep08 071106 1978 1978 1978 1978 +8 937 3,433 -367
Dec08 071106 1999 1999 1999 1999 +8 70 14,198 +0
Mar09 071106 2022 2022 2022 2022 +7 269 3,323 +176
Total Volume and Open Interest 20,899 138,743 -580
Coffee "C"(ICE)
Dec07 071106 120.70 121.40 119.80 120.70 +0.75 9,086 66,106 -4,655
Mar08 071106 125.10 125.50 124.25 124.85 +0.75 4,243 59,848 +953
May08 071106 127.45 127.45 127.45 127.45 +0.80 1,497 11,486 +393
Jul08 071106 129.80 129.95 129.80 129.95 +0.85 839 5,030 -63
Sep08 071106 132.30 132.30 132.30 132.30 +0.95 475 8,782 +38
Dec08 071106 135.45 135.45 135.45 135.45 +1.10 81 6,534 -40
Total Volume and Open Interest 16,833 164,831 -3,590
Orange Juice(ICE)
Nov07 071106 142.50 142.50 140.30 140.30 +2.00 10 282 -4
Jan08 071106 136.40 137.25 135.80 136.90 +1.30 1,171 17,128 -230
Mar08 071106 137.80 138.50 136.40 137.50 +0.90 97 7,139 +40
May08 071106 138.50 138.75 137.25 137.25 +0.50 86 1,046 +44
Jul08 071106 138.25 138.25 138.25 138.25 +0.30 86 381 +57
Sep08 071106 138.75 138.75 138.75 138.75 -1.30 42 194 +4
Total Volume and Open Interest 1,527 27,281 -91
Sugar #11(ICE)
Mar08 071106 10.05 10.08 9.99 10.05 +0.15 37,764 439,975 +5,044
May08 071106 10.20 10.25 10.20 10.23 +0.13 16,562 87,677 +3,291
Jul08 071106 10.25 10.27 10.24 10.24 +0.11 9,384 76,507 +2,164
Oct08 071106 10.60 10.64 10.60 10.62 +0.10 4,577 58,463 -675
Mar09 071106 11.23 11.25 11.21 11.21 +0.08 2,905 36,128 +975
Total Volume and Open Interest 72,156 760,392 +11,359
Sugar #14(ICE)
Jan08 071106 20.45 20.45 20.45 20.45 -0.09 0 3,441 +0
Mar08 071106 20.13 20.14 20.13 20.14 unch 0 3,663 +0
May08 071106 20.29 20.30 20.29 20.30 +0.02 0 2,936 +0
Jul08 071106 20.58 20.58 20.58 20.58 unch 0 1,328 +0
Sep08 071106 20.65 20.65 20.65 20.65 +0.03 0 1,036 +0
Total Volume and Open Interest 0 12,501 +0
London Cocoa(LCE)
Dec07 071106 931 942 924 936 +2 5,054 68,959 +426
Mar08 071106 961 966 949 960 +1 6,594 53,096 +721
May08 071106 963 978 962 973 +2 1,176 20,819 +237
Jul08 071106 984 993 980 987 +3 1,257 25,109 +625
Sep08 071106 994 1001 994 998 +3 1,913 20,058 +209
Dec08 071106 1007 1012 1005 1007 +3 2,283 13,494 +2,101
Mar09 071106 1020 1024 1019 1019 +3 322 1,817 +219
Total Volume and Open Interest 18,599 203,395 +4,538
London Coffee(LCE)
Nov07 071106 2350.00 2438.00 2350.00 2435.00 +82.00 739 22,721 -745
Jan08 071106 1942.00 1972.00 1931.00 1970.00 +25.00 4,224 85,288 +471
Mar08 071106 1873.00 1905.00 1873.00 1902.00 +22.00 1,722 38,308 -233
May08 071106 1883.00 1908.00 1883.00 1906.00 +22.00 95 7,590 -18
Jul08 071106 1889.00 1910.00 1889.00 1910.00 +21.00 142 1,352 +92
Sep08 071106 1912.00 1912.00 1912.00 1912.00 +21.00 1 834 +0
Total Volume and Open Interest 6,923 156,457 -433
London Sugar(LCE)
Dec07 071106 277.60 279.90 275.30 276.50 -1.50 15,712 28,781 -11,882
Mar08 071106 281.00 286.00 281.00 284.00 +2.50 10,153 47,912 +3,127
May08 071106 287.10 291.20 287.10 290.00 +2.90 225 8,068 +119
Aug08 071106 288.80 294.00 288.80 293.50 +4.70 203 6,352 +38
Oct08 071106 298.40 301.20 298.40 301.00 +4.70 219 5,071 +56
Total Volume and Open Interest 26,722 99,869 -4,495
Cotton(ICE)
Dec07 071106 64.60 65.30 64.60 65.17 +1.15 14,093 110,344 -2,920
Mar08 071106 69.00 69.70 69.00 69.62 +0.95 7,790 82,504 +2,852
May08 071106 71.10 71.10 71.00 71.00 +0.96 689 9,765 -211
Jul08 071106 71.90 72.10 71.90 72.10 +0.85 1,148 13,666 +455
Oct08 071106 74.25 74.25 74.25 74.25 +0.95 0 376 +0
Dec08 071106 75.30 75.59 75.25 75.51 +0.82 939 26,898 +736
Total Volume and Open Interest 24,659 244,999 +912
Lumber(CME)
Nov07 071106 226.1 229.0 226.0 227.2 +1.2 260 1,023 -88
Jan08 071106 246.8 249.0 245.6 249.0 +2.1 848 6,668 +87
Mar08 071106 267.0 268.4 265.6 268.3 +1.8 94 1,055 +19
May08 071106 283.0 287.0 282.0 286.3 +0.2 30 325 +11
Total Volume and Open Interest 1,234 9,104 +30
Crude Oil(NYM)
Dec07 071106 96.20 97.10 95.80 96.70 +2.72 279,964 388,491 +8,623
Jan08 071106 95.25 95.93 95.10 95.80 +2.68 101,533 233,809 +15,285
Feb08 071106 95.00 95.00 94.00 94.87 +2.65 27,968 78,093 +836
Mar08 071106 93.97 93.97 93.97 93.97 +2.62 15,902 84,495 +2,818
Apr08 071106 93.09 93.09 93.09 93.09 +2.59 4,670 51,809 +157
May08 071106 91.35 92.22 91.35 92.22 +2.54 2,545 53,601 +227
Jun08 071106 90.50 91.38 90.50 91.38 +2.47 4,776 62,847 -537
Jul08 071106 88.17 90.58 88.17 90.58 +2.41 755 19,905 -165
Aug08 071106 89.81 89.81 89.81 89.81 +2.35 364 16,608 +10
Sep08 071106 89.07 89.07 89.07 89.07 +2.29 428 31,878 +7
Oct08 071106 88.36 88.36 88.36 88.36 +2.23 258 30,111 -3
Nov08 071106 87.70 87.70 87.70 87.70 +2.16 753 19,280 +391
Dec08 071106 86.55 87.09 86.55 87.09 +2.09 8,046 164,324 -89
Jan09 071106 86.53 86.53 86.53 86.53 +2.02 1,036 23,406 +2
Feb09 071106 86.02 86.02 86.02 86.02 +1.95 400 14,543 -260
Mar09 071106 85.54 85.54 85.54 85.54 +1.90 675 6,544 +504
Total Volume and Open Interest 458,386 1,529,446 +28,088
Heating Oil(NYM)
Dec07 071106 258.90 261.50 258.50 260.78 +6.39 36,889 97,788 -5,347
Jan08 071106 262.07 262.08 261.83 262.08 +6.29 10,550 47,898 +1,039
Feb08 071106 260.20 260.68 260.20 260.68 +5.84 3,951 21,354 +763
Mar08 071106 257.50 257.50 257.13 257.13 +5.49 1,691 11,279 +478
Apr08 071106 251.28 251.28 251.28 251.28 +5.24 1,336 8,258 +0
May08 071106 246.03 246.03 246.03 246.03 +4.94 497 5,175 +30
Jun08 071106 242.25 242.25 242.18 242.18 +4.64 1,238 15,370 +361
Jul08 071106 240.63 240.63 240.63 240.63 +4.39 117 3,316 +52
Aug08 071106 240.38 240.38 240.38 240.38 +4.29 120 872 +90
Sep08 071106 241.13 241.13 241.13 241.13 +4.24 138 2,249 +126
Oct08 071106 242.43 242.43 242.43 242.43 +4.24 9 655 +1
Nov08 071106 243.83 243.83 243.83 243.83 +4.24 3 350 +3
Total Volume and Open Interest 57,518 225,529 -1,999
Gasoline(NYMEX)
Dec07 071106 239.58 245.35 239.40 243.50 +5.39 39,723 73,331 -2,586
Jan08 071106 240.01 245.40 239.90 244.05 +5.34 18,121 42,095 +4,744
Feb08 071106 242.90 246.40 242.90 245.60 +5.44 12,209 13,998 +1,675
Mar08 071106 244.50 248.01 244.50 247.32 +5.51 10,893 17,373 +2,850
Apr08 071106 255.45 258.85 255.45 258.29 +5.58 4,352 14,699 +1,042
May08 071106 256.86 258.09 256.40 258.09 +5.84 2,063 8,228 +539
Jun08 071106 255.25 256.74 254.41 256.64 +5.84 1,386 10,325 +440
Jul08 071106 254.00 254.00 252.60 253.69 +5.79 75 2,531 +20
Aug08 071106 249.54 249.54 249.54 249.54 +5.74 62 1,536 +30
Sep08 071106 244.39 244.39 244.39 244.39 +5.69 263 3,778 -194
Total Volume and Open Interest 89,854 197,909 +8,932
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071106 243.50 243.50 243.50 243.50 +5.39 0 23 +0
Jan08 071106 244.05 244.05 244.05 244.05 +5.34 0 2 +0
Feb08 071106 245.60 245.60 245.60 245.60 +5.44      
Mar08 071106 247.32 247.32 247.32 247.32 +5.51 0 2 +0
Total Volume and Open Interest 0 27 +0
Natural Gas(NYM)
Dec07 071106 8.065 8.140 7.780 7.863 -0.136 43,045 98,810 -1,026
Jan08 071106 8.485 8.500 8.220 8.238 -0.163 14,571 94,618 +2,630
Feb08 071106 8.555 8.555 8.306 8.306 -0.150 6,292 39,556 +536
Mar08 071106 8.148 8.148 8.148 8.148 -0.128 10,467 57,988 -66
Apr08 071106 7.833 7.833 7.833 7.833 -0.103 9,853 43,488 -1,759
May08 071106 8.035 8.035 7.865 7.865 -0.096 2,739 34,129 -364
Jun08 071106 8.080 8.080 7.930 7.930 -0.093 487 20,167 +38
Jul08 071106 8.010 8.010 8.010 8.010 -0.088 352 15,931 -35
Aug08 071106 8.075 8.075 8.075 8.075 -0.086 390 14,678 +44
Sep08 071106 8.095 8.095 8.095 8.095 -0.085 475 11,078 +53
Oct08 071106 8.350 8.350 8.165 8.165 -0.084 2,428 35,068 -152
Nov08 071106 8.750 8.750 8.550 8.550 -0.084 1,076 21,275 +334
Dec08 071106 9.100 9.100 8.955 8.955 -0.084 767 16,089 +266
Jan09 071106 9.340 9.340 9.215 9.215 -0.088 367 34,839 +9
Feb09 071106 9.218 9.218 9.218 9.218 -0.085 14 5,336 +8
Mar09 071106 8.968 8.968 8.968 8.968 -0.083 339 28,025 -81
Total Volume and Open Interest 94,878 764,606 +101
Brent Crude Oil(ICE)
Dec07 071106 91.05 93.56 91.05 93.26 +2.77 86,362 115,923 -9,438
Jan08 071106 90.84 93.08 90.84 92.79 +2.69 63,955 159,442 +7,114
Feb08 071106 90.79 92.64 90.47 92.37 +2.61 26,883 77,092 +8,649
Mar08 071106 90.39 92.12 90.10 91.83 +2.56 8,375 27,544 -382
Apr08 071106 89.90 91.52 89.60 91.27 +2.50 3,615 15,998 -199
May08 071106 89.41 90.94 89.06 90.73 +2.47 1,800 13,390 -7
Jun08 071106 88.50 90.37 88.50 90.18 +2.43 2,945 34,975 -289
Jul08 071106 89.64 89.64 89.64 89.64 +2.39 1,104 7,604 +81
Aug08 071106 89.10 89.10 89.10 89.10 +2.34 0 5,815 -65
Sep08 071106 88.55 88.55 88.55 88.55 +2.28 0 6,575 +66
Oct08 071106 88.01 88.01 88.01 88.01 +2.25 0 9,393 +90
Nov08 071106 87.48 87.48 87.48 87.48 +2.20 0 4,398 +26
Dec08 071106 85.60 87.17 85.56 86.98 +2.15 3,863 42,746 -42
Jan09 071106 86.53 86.53 86.53 86.53 +2.10 0 11,159 +595
Total Volume and Open Interest 200,860 621,535 +395,308
Gas Oil(ICE)
Nov07 071106 804.00 830.00 804.00 827.00 +18.50 37,169 50,151 -4,788
Dec07 071106 798.75 821.25 798.75 819.00 +16.00 53,052 86,675 +3,687
Jan08 071106 798.50 817.25 798.50 816.50 +14.00 25,524 64,866 +3,620
Feb08 071106 792.00 806.50 790.00 805.75 +13.75 6,940 23,638 -1,179
Mar08 071106 781.75 795.50 781.00 795.00 +13.50 3,043 16,089 +731
Apr08 071106 770.50 783.50 770.50 783.25 +13.50 1,782 10,340 +259
May08 071106 760.50 773.00 760.50 773.00 +13.25 936 10,934 +335
Jun08 071106 754.25 767.25 754.25 766.75 +13.25 3,648 26,324 +258
Jul08 071106 755.50 764.25 755.50 764.25 +14.50 0 5,653 -100
Aug08 071106 762.25 762.25 762.25 762.25 +14.50 0 1,602 +0
Total Volume and Open Interest 133,328 326,604 +2,243
US Dollar Index(ICE)
Dec07 071106 76.350 76.425 75.965 76.030 -0.360 1,403 39,163 -286
Mar08 071106 76.100 76.100 75.930 75.990 -0.360 36 2,825 +25
Jun08 071106 76.080 76.085 75.930 75.990 -0.360 7 430 +3
Total Volume and Open Interest 1,446 42,418 -268
Australian Dollar(CME)
Dec07 071106 92.39 92.51 92.39 92.51 +0.74 1,067 92,167 +997
Mar08 071106 91.90 91.98 91.90 91.98 +0.74 17 635 +156
Jun08 071106 91.34 91.34 91.34 91.34 +0.74 19 375 -1
Total Volume and Open Interest 1,178 93,285 +1,228
British Pound(CME)
Dec07 071106 208.40 208.55 208.27 208.45 +0.67 652 145,095 +1,356
Mar08 071106 207.82 207.82 207.82 207.82 +0.70 0 1,178 -1
Jun08 071106 207.16 207.16 207.16 207.16 +0.72 0 18 +0
Total Volume and Open Interest 652 146,305 +1,355
Canadian Dollar(CME)
Dec07 071106 107.85 108.39 107.85 108.37 +1.17 1,795 133,533 -664
Mar08 071106 107.84 108.38 107.84 108.38 +1.17 41 2,706 +70
Jun08 071106 108.36 108.36 108.36 108.36 +1.17 70 1,182 +33
Sep08 071106 108.33 108.33 108.33 108.33 +1.17 1 1,158 +5
Total Volume and Open Interest 1,907 138,843 -553
Japanese Yen(CME)
Dec07 071106 87.58 87.84 87.58 87.67 -0.18 525 194,994 -2,268
Mar08 071106 88.38 88.53 88.38 88.53 -0.18 16 10,033 +141
Jun08 071106 89.31 89.31 89.31 89.31 -0.18 0 16,349 +0
Total Volume and Open Interest 541 221,787 -2,126
Swiss Franc(CME)
Dec07 071106 87.54 87.73 87.52 87.52 +0.54 701 85,308 +2,462
Mar08 071106 88.12 88.12 87.97 87.97 +0.55 0 412 +47
Jun08 071106 88.31 88.31 88.31 88.31 +0.55 0 15 -1
Total Volume and Open Interest 701 85,753 +2,509
EuroFX(CME)
Dec07 071106 145.54 145.77 145.52 145.63 +0.84 1,439 212,781 +48
Mar08 071106 145.74 145.74 145.74 145.74 +0.85 213 2,858 +369
Jun08 071106 145.74 145.74 145.74 145.74 +0.85 200 645 +195
Total Volume and Open Interest 1,852 216,661 +617
Mexican Peso(CME)
Nov07 071106 932.8 932.8 932.8 932.8 +2.5 0 86 +0
Dec07 071106 932.2 932.2 930.8 931.0 +2.5 749 117,455 +502
Total Volume and Open Interest 749 125,381 +505
30-Year T-Bonds(CBOT)
Dec07 071106 114~02 114~08 113~16 113~24 -0~14 320,371 980,253 +1,312
Mar08 071106 114~02 114~09 113~20 113~26 -0~14 1,226 12,186 +312
Jun08 071106 113~11 113~11 113~11 113~11 -0~15 26 568 -3
Total Volume and Open Interest 321,623 993,041 +1,621
10-Year T-Notes(CBOT)
Dec07 071106 111~015 111~065 110~230 110~280 -0~090 1,172,808 2,405,828 +10,638
Mar08 071106 110~135 110~245 110~110 110~150 -0~095 12,745 175,685 +5,606
Jun08 071106 110~025 110~025 110~025 110~025 -0~095 0 51 +0
Total Volume and Open Interest 1,185,553 2,581,564 +16,244
5-Year T-Notes(CBOT)
Dec07 071106 108~040 108~115 108~010 108~050 -0~045 561,392 0 +0
Mar08 071106 108~015 108~015 108~015 108~015 -0~045 7,512 0 +0
Jun08 071106 108~015 108~015 108~015 108~015 -0~045      
Total Volume and Open Interest 568,904    
2 Year T-Notes(CBOT)
Dec07 071106 103~118 104~008 103~114 103~124 -0~004 902 1,068,896 +14,396
Mar08 071106 104~005 104~005 104~005 104~005 -0~007 0 11 +0
Total Volume and Open Interest 902 1,068,907 +14,396
Eurodollars(CME)
Dec07 071106 95.135 95.160 95.130 95.140 -0.010 17,138 1,504,839 -38,941
Mar08 071106 95.575 95.620 95.575 95.585 -0.020 8,128 1,460,984 -5,877
Jun08 071106 95.765 95.835 95.745 95.775 -0.020 8,772 1,490,458 +464
Sep08 071106 95.860 95.940 95.840 95.875 -0.020 6,407 1,286,918 +4,012
Dec08 071106 95.875 95.950 95.860 95.895 -0.015 24,110 1,376,980 +12,562
Mar09 071106 95.815 95.845 95.800 95.835 -0.020 7,492 911,603 +13,442
Jun09 071106 95.695 95.735 95.695 95.725 -0.025 5,674 547,747 -2,182
Sep09 071106 95.585 95.645 95.580 95.605 -0.035 3,596 471,711 +2,908
Dec09 071106 95.485 95.500 95.470 95.485 -0.045 10,421 267,265 -8,280
Mar10 071106 95.395 95.410 95.380 95.390 -0.050 3,027 187,400 +220
Jun10 071106 95.310 95.325 95.295 95.300 -0.055 2,668 151,241 -226
Sep10 071106 95.220 95.250 95.215 95.220 -0.060 2,896 132,012 +1,932
Dec10 071106 95.150 95.155 95.130 95.135 -0.060 2,216 107,589 +910
Mar11 071106 95.090 95.100 95.070 95.070 -0.065 871 90,523 -138
Jun11 071106 95.020 95.025 94.995 95.000 -0.065 677 92,262 -120
Sep11 071106 94.935 94.945 94.935 94.935 -0.065 907 78,791 -173
Dec11 071106 94.885 94.885 94.865 94.870 -0.065 827 56,034 -77
Mar12 071106 94.825 94.835 94.820 94.820 -0.070 896 49,600 +242
Total Volume and Open Interest 109,304 10,545,394 -17,126
30 Day Federal Funds(CBOT)
Nov07 071106 3.815 3.815 3.810 3.810 +0.010 26 144,076 +2,445
Dec07 071106 3.875 3.880 3.875 3.875 +0.005 615 73,322 -5,131
Jan08 071106 3.905 3.915 3.905 3.905 unch 405 50,337 +5,685
Feb08 071106 4.060 4.060 4.050 4.050 unch 30 55,534 +2,079
Mar08 071106 4.100 4.100 4.085 4.085 unch 30 13,291 +105
Apr08 071106 4.140 4.140 4.140 4.140 +0.005 0 9,053 +184
Total Volume and Open Interest 1,106 355,473 +6,356
30 Day Fed Funds(e-CBOT)
Nov07 071106 95.565 95.580 95.555 95.560 unch 21,096 0 +0
Dec07 071106 95.620 95.640 95.615 95.625 unch 34,759 0 +0
Jan08 071106 95.650 95.665 95.640 95.655 unch 24,018 0 +0
Feb08 071106 95.790 95.815 95.790 95.795 -0.010 6,352 0 +0
Mar08 071106 95.840 95.855 95.825 95.830 -0.015 2,021 0 +0
Apr08 071106 95.890 95.905 95.875 95.890 -0.015 2,751 0 +0
Total Volume and Open Interest 92,630    
3-Mth Euro-Yen(CME)
Dec07 071106 99.17 99.17 99.17 99.17 -0.01 47 16,648 -967
Mar08 071106 99.16 99.16 99.16 99.16 -0.01 50 7,318 -396
Jun08 071106 99.14 99.14 99.14 99.14 -0.01 1 4,323 +439
Sep08 071106 99.08 99.08 99.08 99.08 -0.02 101 3,968 +98
Dec08 071106 99.03 99.03 99.03 99.03 -0.01 65 2,161 +52
Mar09 071106 98.97 98.97 98.97 98.97 -0.02 0 452 +0
Jun09 071106 98.91 98.91 98.91 98.91 -0.02 0 156 -30
Sep09 071106 98.85 98.85 98.85 98.85 -0.01      
Dec09 071106 98.77 98.77 98.77 98.77 -0.01      
Mar10 071106 98.71 98.71 98.71 98.71 -0.01      
Total Volume and Open Interest 264 35,026 -804
3-Mth Euro-Yen(SGX)
Dec07 071106 99.18 99.18 99.17 99.17 -0.01 672 62,464 -545
Mar08 071106 99.16 99.17 99.15 99.15 -0.01 2,208 47,292 -169
Jun08 071106 99.14 99.14 99.14 99.14 -0.01 384 16,737 +103
Sep08 071106 99.10 99.10 99.08 99.08 -0.01 132 17,106 -79
Dec08 071106 99.04 99.04 99.03 99.03 -0.01 135 9,688 +0
Mar09 071106 98.97 98.97 98.97 98.97 -0.01 0 4,959 +0
Jun09 071106 98.91 98.92 98.91 98.92 -0.01 1 1,328 +0
Sep09 071106 98.85 98.85 98.85 98.85 -0.01 0 200 +0
Total Volume and Open Interest 3,532 162,224 -690
Japanese Gov't Bonds(SGX)
Dec07 071025 136.25 136.27 135.98 136.00 +0.74 5,815 30,305 -153
Mar08 071106 136.06 136.06 136.06 136.06 -0.01      
Jun08 071106 136.06 136.06 136.06 136.06 -0.01      
Total Volume and Open Interest 7,506 39,104 +439
Euro-Bund(EUREX)
Dec07 071106 113.78 113.94 113.62 113.79 -0.10 1,680,847 1,484,676 -46,758
Mar08 071106 114.11 114.36 114.08 114.24 -0.11 2,184 11,636 +3,533
Jun08 071106 113.73 113.73 113.73 113.73 -0.10 250 0 +0
Total Volume and Open Interest 1,683,281 1,496,312 -43,225
Euro-Bobl(EUREX)
Dec07 071106 108.15 108.19 108.01 108.10 -0.10 821,023 1,112,618 +19,356
Mar08 071106 108.29 108.29 108.29 108.29 -0.11 387 12,981 +963
Jun08 071106 43.02 43.02 43.02 43.02 -0.10      
Total Volume and Open Interest 821,410 1,125,599 +20,319
3-Mth Euribor(EUREX)
Dec07 071106 95.435 95.440 95.435 95.440 unch 658 22,955 +1,039
Mar08 071106 95.610 95.620 95.605 95.605 -0.015 171 11,990 +297
Jun08 071106 95.675 95.685 95.675 95.685 -0.020 130 5,687 +95
Total Volume and Open Interest 1,514 48,994 +1,080
Long Gilt(LIFFE)
Dec07 071106 107~20 107~29 107~19 107~26 -0~02 74,654 338,713 -887
Mar08 071106 107~28 107~28 107~28 107~28 -0~02      
Total Volume and Open Interest 74,654 338,713 -887
3-Mth Short Sterling(LIFFE)
Dec07 071106 93.78 93.78 93.78 93.78 +0.03 82,389 486,499 -2,279
Mar08 071106 94.18 94.18 94.18 94.18 +0.03 96,987 584,155 -8,336
Jun08 071106 94.45 94.45 94.45 94.45 +0.02 107,943 545,118 +13,680
Sep08 071106 94.59 94.59 94.59 94.59 unch 91,162 398,356 +15,241
Dec08 071106 94.64 94.64 94.64 94.64 -0.01 70,197 339,192 +9,849
Mar09 071106 94.63 94.63 94.63 94.63 -0.02 35,924 220,031 +4,299
Total Volume and Open Interest 523,087 2,911,652 +34,686
3-Mth Euribor(LIFFE)
Dec07 071106 95.435 95.445 95.420 95.435 -0.005 136,900 775,937 -7,198
Mar08 071106 95.595 95.625 95.590 95.600 -0.015 167,913 605,844 +11,175
Jun08 071106 95.680 95.695 95.660 95.675 -0.020 168,152 478,927 +807
Total Volume and Open Interest 932,305 3,491,409 +12,271
3-Mth Aus T-Bills(SFE)
Dec07 071106 92.76 92.77 92.74 92.77 -0.01 18,339 422,888 +0
Mar08 071106 92.61 92.65 92.60 92.65 +0.02 16,266 323,815 +0
Jun08 071106 92.54 92.58 92.54 92.58 +0.03 7,095 162,514 +0
Sep08 071106 92.53 92.55 92.52 92.55 +0.02 6,436 131,517 +0
Dec08 071106 92.52 92.56 92.52 92.56 +0.02 2,065 62,922 +0
Mar09 071106 92.53 92.56 92.53 92.56 +0.01 544 50,574 +0
Jun09 071106 92.54 92.57 92.54 92.57 +0.01 1,385 39,505 +0
Sep09 071106 92.53 92.57 92.53 92.57 +0.01 456 11,642 +0
Dec09 071106 92.55 92.58 92.55 92.58 +0.02 600 1,216 +0
Mar10 071106 92.55 92.59 92.55 92.59 +0.02 0 219 +0
Total Volume and Open Interest 53,186 1,206,827 +0
10-Year Aus T-Bonds(SFE)
Dec07 071106 93.74 93.79 93.73 93.79 +0.05 32,049 613,186 +0
Mar08 071106 93.79 93.79 93.79 93.79 +0.05      
Total Volume and Open Interest 32,049 613,186 +0
3-Year Aus T-Bonds(SFE)
Dec07 071106 93.24 93.28 93.22 93.28 +0.04 57,756 890,041 +0
Mar08 071106 93.28 93.28 93.28 93.28 +0.04      
Total Volume and Open Interest 57,756 890,041 +0
Gold(CMX)
Dec07 071106 820.8 828.0 820.5 823.4 +12.6 90,033 316,877 +2,305
Feb08 071106 828.5 833.5 828.5 830.4 +12.8 13,864 71,653 +7,311
Apr08 071106 836.8 836.8 836.8 836.8 +12.9 977 28,284 +317
Jun08 071106 843.1 843.1 843.1 843.1 +13.0 953 26,884 +621
Aug08 071106 849.3 849.3 849.3 849.3 +13.1 330 22,133 +240
Oct08 071106 855.3 855.3 855.3 855.3 +13.3 19 3,323 +5
Dec08 071106 865.0 865.0 861.3 861.3 +13.5 1,585 26,945 +183
Feb09 071106 867.5 867.5 867.5 867.5 +13.6 290 18,790 +0
Apr09 071106 873.4 873.4 873.4 873.4 +13.7 25 5,329 +0
Jun09 071106 879.6 879.6 879.6 879.6 +13.9 109 9,668 +13
Aug09 071106 885.8 885.8 885.8 885.8 +14.1 1 1 +0
Total Volume and Open Interest 109,525 551,022 +11,543
Silver(CMX)
Dec07 071106 1505.0 1545.5 1503.0 1538.0 +59.5 26,032 78,104 +1,156
Mar08 071106 1536.0 1560.0 1535.0 1557.6 +60.2 3,745 23,352 +1,217
May08 071106 1569.6 1569.6 1569.6 1569.6 +60.6 131 9,163 +23
Jul08 071106 1575.0 1581.4 1575.0 1581.4 +61.3 1,330 9,449 +1,096
Sep08 071106 1592.7 1592.7 1592.7 1592.7 +61.7 669 5,265 +602
Dec08 071106 1617.0 1617.0 1608.3 1608.3 +61.9 302 10,543 +124
Mar09 071106 1625.9 1625.9 1625.9 1625.9 +62.6 2 246 +1
Total Volume and Open Interest 32,403 145,858 +4,227
Platinum(NYMEX)
Jan08 071106 1481.0 1484.8 1477.0 1483.7 +17.2 1,347 15,905 +264
Apr08 071106 1477.0 1484.7 1477.0 1484.7 +18.2 3 175 +2
Jul08 071106 1493.6 1493.6 1493.6 1493.6 +17.7 0 2 +0
Oct08 071031 1442.8 1442.8 1442.8 1442.8 +6.7      
Total Volume and Open Interest 1,251 15,695 +9
Palladium(NYMEX)
Dec07 071106 379.00 382.00 379.00 379.70 +4.60 932 13,147 +158
Mar08 071106 375.75 385.75 375.75 384.40 +4.60 266 1,956 +179
Jun08 071106 388.65 388.65 388.65 388.65 +4.60 11 1,278 +0
Total Volume and Open Interest 1,211 17,179 +337
Copper(CMX)
Dec07 071106 332.75 334.25 332.30 334.15 +3.95 10,342 46,791 -2,332
Mar08 071106 335.80 337.25 335.30 337.15 +3.80 4,341 22,010 +1,450
May08 071106 337.05 337.05 337.05 337.05 +3.85 195 4,218 -9
Jul08 071106 336.05 336.05 336.05 336.05 +3.90 111 2,492 +17
Sep08 071106 334.55 334.55 334.55 334.55 +3.80 77 784 +35
Total Volume and Open Interest 15,765 84,297 -772
Aluminum(CMX)
Nov07 071106 117.25 117.25 117.25 117.25 +1.00 0 20 +0
Dec07 071106 118.00 118.00 118.00 118.00 +1.00 0 154 +0
Jan08 071106 118.00 118.00 118.00 118.00 +1.00      
Feb08 071106 118.00 118.00 118.00 118.00 +1.00      
Mar08 071106 118.00 118.00 118.00 118.00 +1.00      
Apr08 071106 118.00 118.00 118.00 118.00 +1.00      
Total Volume and Open Interest 0 174 +0
DJIA Index(CBOT)
Dec07 071106 13613 13688 13530 13677 +122 2,265 35,269 -165
Mar08 071106 13725 13757 13725 13757 +122 6 124 +3
Jun08 071106 13837 13837 13837 13837 +122 0 2 +2
Sep08 071106 13917 13917 13917 13917 +122 0 1 +1
Total Volume and Open Interest 2,271 35,396 -159
S & P 500(CME)
Dec07 071106 1513.00 1526.00 1503.50 1525.00 +19.60 38,224 576,462 +2,020
Mar08 071106 1521.00 1535.10 1521.00 1535.10 +19.80 2,794 29,529 +2,220
Jun08 071106 1544.60 1544.60 1544.60 1544.60 +20.20 3,179 5,457 +2,150
Sep08 071106 1554.30 1554.30 1554.30 1554.30 +20.60 0 80 +0
Total Volume and Open Interest 44,197 615,498 +6,390
S & P 500 E-Mini(Globex)
Dec07 071106 1505.50 1526.00 1503.50 1525.00 +19.50 2,089,436 2,008,041 +1,303
Mar08 071106 1517.00 1535.50 1513.75 1535.00 +19.75 3,105 22,599 +2,080
Total Volume and Open Interest 2,092,541 2,030,641 +3,383
NASDAQ 100(CME)
Dec07 071106 2221.50 2236.00 2199.00 2233.50 +20.70 3,832 57,747 -863
Mar08 071106 2228.00 2256.30 2228.00 2256.30 +20.80 0 2 +0
Jun08 071106 2283.30 2283.30 2283.30 2283.30 +20.80      
Total Volume and Open Interest 3,832 57,750 -888
NASDAQ 100 E-Mini(Globex)
Dec07 071106 2212.30 2236.00 2199.00 2233.50 +20.70 418,352 453,427 +221
Mar08 071106 2248.50 2258.30 2223.00 2256.30 +20.80 49 307 -1
Total Volume and Open Interest 418,401 453,734 +220
S & P Midcap 400(CME)
Dec07 071106 885.50 894.40 880.00 894.40 +13.40 38 6,321 +10
Mar08 071106 901.30 901.30 901.30 901.30 +13.40      
Jun08 071106 911.00 911.00 911.00 911.00 +13.40      
Total Volume and Open Interest 38 6,376 +10
Russell 2000(CME)
Dec07 071106 795.50 806.00 786.00 805.60 +14.80 1,077 36,203 +186
Mar08 071106 810.10 810.10 810.10 810.10 +13.80 0 24 +0
Jun08 071106 816.80 816.80 816.80 816.80 +13.80 0 1 +0
Total Volume and Open Interest 1,077 36,238 +186
Russell 2000 E-Mini(Globex)
Dec07 071106 790.50 806.00 785.60 805.60 +14.80 278,648 618,778 +3,208
Mar08 071106 800.00 810.20 790.70 810.10 +13.80 208 634 +4
Jun08 071106 816.80 816.80 816.80 816.80 +13.80 0 1 +0
Total Volume and Open Interest 278,856 619,414 +3,212
Value Line(KCBT)
Dec07 071106 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071106 16220 16365 16120 16260 -60 70,295 249,339 -3,886
Mar08 071106 16280 16380 16160 16280 -65 80 1,744 +18
Total Volume and Open Interest 70,411 251,380 -3,868
Nikkei 225(SGX)
Dec07 071106 16220 16365 16120 16260 -60 70,295 249,339 -3,886
Mar08 071106 16280 16380 16160 16280 -65 80 1,744 +18
Jun08 071106 16220 16220 16220 16220 -20 0 1 +0
Total Volume and Open Interest 70,411 251,380 -3,868
CAC 40(EURONEXT)
Nov07 071106 5697.5 5734.0 5677.5 5704.5 +26.5 105,205 435,569 -7,126
Dec07 071106 5721.0 5750.0 5700.0 5725.5 +26.5 928 56,958 -1,956
Jan08 071106 5723.0 5758.5 5723.0 5744.5 +26.5 39 61 +38
Total Volume and Open Interest 106,174 494,723 -9,044
Hang Seng Index(HKFE)
Nov07 071106 28950 29489 28371 29441 +665 65,410 115,611 +3,148
Dec07 071106 29100 29565 28484 29557 +698 856 13,951 -7
Total Volume and Open Interest 66,427 130,500 +3,185
DAX(EUREX)
Dec07 071106 7889.0 7916.0 7861.0 7871.5 +27.5 154,238 300,922 -2,514
Mar08 071106 7953.0 7995.5 7949.0 7952.0 +27.5 198 6,990 +8
Jun08 071106 8048.0 8057.0 8033.5 8033.5 +29.5 120 6,776 -24
Total Volume and Open Interest 154,556 314,688 -2,530
FT-SE 100(EURONEXT)
Dec07 071106 6540.00 6550.00 6484.00 6494.00 -4.00 124,981 487,151 -785
Mar08 071106 6559.50 6561.00 6508.00 6515.00 -3.50 399 5,473 -11
Jun08 071106 6550.50 6550.50 6548.50 6548.50 -4.50 2,027 2,053 +2,009
Total Volume and Open Interest 127,407 495,177 +1,213
SPI 200(SFE)
Dec07 071106 59.4 126.4 58.4 62.4 +8.0 31,429 291,384 +0
Mar08 071106 87.4 87.4 87.4 87.4 +8.0 21 1,927 +0
Jun08 071106 143.4 143.4 143.4 143.4 +7.0 9 1,382 +0
Total Volume and Open Interest 31,459 295,701 -3
GSCI(CME)
Nov07 071106 606.50 608.40 604.70 608.00 +11.85 608 21,648 -242
Dec07 071106 612.40 612.40 610.95 610.95 +11.80 90 173 +54
Jan08 071106 607.50 607.50 607.50 607.50 +11.50      
Total Volume and Open Interest 698 21,821 -188
RJ/CRB Index(ICE)
Jan08 071106 456.00 464.00 456.00 464.00 +6.50 992 1,184 +625
Feb08 071106 458.25 464.50 458.25 464.50 +6.25 0 419 +0
Apr08 071106 459.00 465.00 459.00 465.00 +6.00 0 236 +0
Total Volume and Open Interest 2,006 1,930 +13
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!!!