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 Thu November 15, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071115 1079.50 1083.25 1070.50 1078.75 -0.75 14,980 287,859 +0
Mar08 071115 1094.00 1097.50 1085.50 1094.25 +0.25 3,966 100,199 +0
May08 071115 1096.50 1100.00 1089.00 1098.25 +0.75 2,164 42,695 +0
Jul08 071115 1099.00 1102.00 1091.00 1100.00 +1.00 1,233 51,705 +0
Aug08 071115 1077.75 1083.00 1071.00 1083.00 +2.00 105 1,935 +0
Sep08 071115 1042.00 1042.00 1036.00 1040.00 unch 30 1,066 +0
Nov08 071115 1009.00 1014.25 1001.00 1011.00 +1.25 2,113 87,827 +0
Total Volume and Open Interest 118,272 587,683 +0
Soybean Meal(CBOT)
Dec07 071115 292.80 293.70 289.00 293.50 +1.10 8,127 70,230 +0
Jan08 071115 294.10 295.60 291.80 295.40 +1.10 3,629 38,151 +0
Mar08 071115 297.70 299.90 294.50 299.60 +1.50 4,545 50,242 +0
May08 071115 298.00 300.00 296.00 300.00 +2.00 1,543 33,273 +0
Jul08 071115 298.00 300.00 295.40 300.00 +2.30 1,445 27,121 +0
Aug08 071115 290.50 292.50 288.00 290.70 +0.20 143 5,010 +0
Sep08 071115 281.50 283.00 279.00 281.00 +1.30 160 4,571 +0
Oct08 071115 266.00 268.50 265.00 268.00 +1.00 47 3,459 +0
Total Volume and Open Interest 55,882 246,475 +0
Soybean Oil(CBOT)
Dec07 071115 45.10 45.12 44.46 44.66 -0.39 8,736 83,163 +0
Jan08 071115 45.52 45.55 44.92 45.07 -0.45 5,289 94,692 +0
Mar08 071115 46.05 46.05 45.38 45.55 -0.47 4,468 45,285 +0
May08 071115 46.22 46.22 45.70 45.88 -0.37 788 22,005 +0
Jul08 071115 46.53 46.53 45.91 46.14 -0.36 1,213 20,739 +0
Aug08 071115 45.90 46.05 45.80 46.03 -0.32 99 3,506 +0
Sep08 071115 46.18 46.18 45.78 45.85 -0.35 105 3,233 +0
Oct08 071115 45.49 45.50 45.30 45.35 -0.15 34 3,695 +0
Total Volume and Open Interest 61,767 295,639 +0
Canola(WCE)
Nov07 071114 443.7 443.7 443.7 443.7 -1.0 8 43 -27
Jan08 071115 446.7 455.1 445.5 452.3 +5.6 9,532 99,526 +0
Mar08 071115 455.4 464.7 455.2 463.7 +6.7 418 11,604 +0
May08 071115 457.4 472.7 457.4 472.0 +7.7 38 4,969 +0
Jul08 071115 471.5 480.4 471.5 480.0 +7.1 445 8,205 +0
Total Volume and Open Interest 15,258 141,616 +0
Corn(CBOT)
Dec07 071115 382.50 383.50 374.25 374.75 -8.25 25,975 321,209 +0
Mar08 071115 399.25 400.50 391.25 391.75 -8.25 20,240 404,234 +0
May08 071115 409.00 410.00 401.50 401.75 -7.75 860 70,623 +0
Jul08 071115 418.00 418.75 409.75 410.00 -8.00 1,503 131,291 +0
Sep08 071115 422.00 422.00 414.50 414.50 -8.00 87 21,703 +0
Dec08 071115 427.50 429.00 420.00 420.75 -7.75 2,128 223,495 +0
Total Volume and Open Interest 198,804 1,233,536 +0
Wheat(CBOT)
Dec07 071115 754.00 773.25 753.75 765.50 +13.00 14,029 96,206 +0
Mar08 071115 774.50 793.00 773.00 786.50 +13.00 14,043 157,394 +0
May08 071115 758.25 775.50 757.25 768.00 +12.00 286 20,677 +0
Jul08 071115 670.25 686.00 670.25 678.00 +5.50 1,445 80,436 +0
Sep08 071115 683.00 693.00 679.50 685.00 +2.50 869 17,118 +0
Total Volume and Open Interest 116,080 417,066 +0
Wheat(KCBT)
Dec07 071115 772.75 790.00 772.75 787.00 +14.75 7,889 33,964 +0
Mar08 071115 784.00 801.50 784.00 799.75 +15.75 6,529 60,375 +0
May08 071115 769.00 785.00 769.00 785.00 +20.00 276 3,399 +0
Jul08 071115 692.00 704.00 692.00 699.75 +7.75 1,614 22,684 +0
Sep08 071115 695.00 704.00 694.00 702.50 +12.00 6 3,991 +0
Total Volume and Open Interest 23,424 129,101 +0
Wheat(MGE)
Dec07 071115 827.50 839.50 818.00 834.00 +16.00 3,117 15,021 +0
Mar08 071115 814.00 830.00 814.00 825.00 +10.75 3,502 35,753 +0
May08 071115 798.00 804.00 795.00 803.50 +16.25 590 3,867 +0
Jul08 071115 750.50 754.75 747.00 750.50 +8.50 556 2,017 +0
Sep08 071115 705.00 715.50 705.00 714.00 +7.50 17 3,923 +0
Total Volume and Open Interest 10,418 64,946 -140
Oats(CBOT)
Dec07 071115 286.00 296.50 282.25 284.50 -2.00 220 5,304 +0
Mar08 071115 301.00 305.50 296.50 298.00 -2.50 238 7,968 +0
May08 071115 310.00 310.00 305.50 306.00 -1.00 20 314 +0
Jul08 071115 312.50 312.50 312.50 312.50 -0.50 0 104 +0
Total Volume and Open Interest 1,169 13,809 +0
Rough Rice(CBOT)
Nov07 071114 12.50 12.50 12.50 12.50 unch      
Jan08 071115 12.85 12.91 12.80 12.89 +0.06 107 12,509 +0
Mar08 071115 13.19 13.23 13.14 13.21 +0.07 2 3,475 +0
May08 071115 13.35 13.49 13.35 13.49 +0.11 3 476 +0
Total Volume and Open Interest 481 18,677 +0
Live Cattle(CME)
Dec07 071115 95.750 95.800 95.050 95.325 -0.255 16,323 0 -63,617
Feb08 071115 98.100 98.150 97.700 97.950 -0.100 16,323 0 -103,869
Apr08 071115 98.300 98.375 97.900 98.100 -0.035 6,262 0 -46,296
Jun08 071115 93.800 94.125 93.800 94.075 -0.060 809 0 -18,145
Aug08 071115 94.000 94.200 93.900 94.000 -0.035 640 0 -9,625
Oct08 071115 97.750 97.800 97.650 97.750 unch 45 0 -2,073
Total Volume and Open Interest 57,704 247,131 +0
Feeder Cattle(CME)
Nov07 071115 109.050 109.050 108.650 108.850 +0.170 658 0 -2,210
Jan08 071115 109.000 109.400 108.875 109.325 +0.345 1,907 0 -14,291
Mar08 071115 109.400 109.900 109.350 109.900 +0.515 729 0 -4,020
Apr08 071115 111.050 111.325 111.050 111.225 +0.175 125 0 -1,926
May08 071115 112.125 112.425 112.100 112.400 +0.265 109 0 -2,749
Aug08 071115 112.800 112.900 112.500 112.900 +0.100 30 0 -1,229
Sep08 071115 112.500 112.500 112.500 112.500 unch      
Total Volume and Open Interest 3,271 26,495 +0
Lean Hogs(CME)
Dec07 071115 53.075 53.500 52.600 52.800 -0.150 14,167 0 -56,211
Feb08 071115 60.850 61.750 60.650 60.900 +0.250 15,168 0 -74,736
Apr08 071115 66.450 67.375 66.050 66.400 +0.200 4,350 0 -30,608
May08 071115 73.400 73.800 72.950 73.800 +0.700 37 0 -2,420
Jun08 071115 75.925 76.900 75.850 76.750 +0.820 1,636 0 -20,980
Jul08 071115 75.775 76.525 75.000 75.825 +0.625 322 0 -7,232
Aug08 071115 73.275 74.400 73.000 73.900 +0.850 536 0 -4,485
Oct08 071115 67.650 68.400 67.650 68.400 +0.450 272 0 -4,737
Total Volume and Open Interest 62,457 206,392 +0
Pork Bellies(CME)
Feb08 071115 90.500 91.425 88.300 91.250 +2.820 177 0 -1,445
Mar08 071115 90.700 91.100 90.000 90.800 +2.700 7 0 -264
May08 071115 90.100 91.600 90.100 91.000 +2.400      
Jul08 071115 90.850 91.850 90.850 90.850 +2.000      
Aug08 071115 87.800 88.800 87.800 87.800 +2.000      
Total Volume and Open Interest 347 2,055 +0
Class III Milk(CME)
Nov07 071115 19.18 19.20 19.15 19.20 +0.02 8 0 -4,212
Dec07 071115 18.68 19.20 18.68 19.16 +0.28 74 0 -4,376
Jan08 071115 17.69 18.10 17.50 17.98 +0.27 224 0 -2,877
Feb08 071115 16.60 17.05 16.60 16.99 +0.18 99 0 -2,512
Mar08 071115 16.42 16.70 16.42 16.61 +0.08 41 0 -2,221
Total Volume and Open Interest 1,850 31,015 +0
Cocoa(ICE)
Dec07 071115 1869 1894 1868 1885 +3 7,317 8,075 +0
Mar08 071115 1930 1930 1898 1915 -14 8,260 78,826 +0
May08 071115 1925 1936 1912 1926 -15 719 16,902 +0
Jul08 071115 1926 1948 1922 1937 -13 422 5,386 +0
Sep08 071115 1945 1959 1937 1948 -10 5 3,461 +0
Dec08 071115 1958 1971 1948 1960 -11 18 14,285 +0
Mar09 071115 1969 1977 1967 1976 -11 10 4,133 +0
Total Volume and Open Interest 23,511 133,079 +0
Coffee "C"(ICE)
Dec07 071115 124.80 125.80 123.25 124.80 +0.60 16,203 29,767 +0
Mar08 071115 128.35 130.00 127.25 128.90 +0.60 14,684 87,111 +0
May08 071115 131.35 132.50 129.85 131.45 +0.55 987 15,694 +0
Jul08 071115 132.50 135.00 132.50 133.95 +0.60 420 4,961 +0
Sep08 071115 134.95 137.25 134.95 136.30 +0.50 367 8,865 +0
Dec08 071115 138.00 140.30 138.00 139.30 +0.50 325 7,025 +0
Total Volume and Open Interest 41,462 159,930 +0
Orange Juice(ICE)
Jan08 071115 134.20 134.20 132.25 132.80 -0.80 1,200 16,162 +0
Mar08 071115 133.25 133.50 132.30 132.60 -1.40 639 6,933 +0
May08 071115 133.30 133.30 132.50 132.95 -1.25 20 1,065 +0
Jul08 071115 133.50 133.50 133.00 133.35 -1.45 81 598 +0
Sep08 071115 133.75 133.95 133.00 133.95 -1.45 73 260 +0
Nov08 071115 134.75 134.75 133.55 133.55 -1.95 10 379 +0
Total Volume and Open Interest 2,773 26,151 +0
Sugar #11(ICE)
Mar08 071115 9.96 9.96 9.87 9.90 -0.04 55,875 418,532 +0
May08 071115 10.19 10.19 10.11 10.14 -0.03 18,168 94,441 +0
Jul08 071115 10.32 10.32 10.25 10.30 unch 8,379 78,497 +0
Oct08 071115 10.62 10.62 10.56 10.60 -0.01 2,502 61,111 +0
Mar09 071115 11.19 11.27 11.18 11.22 +0.02 989 41,571 +0
Total Volume and Open Interest 123,011 760,732 +0
Sugar #14(ICE)
Jan08 071114 20.23 20.23 20.23 20.23 +0.14 79 3,426 +0
Mar08 071114 20.02 20.02 20.02 20.02 unch 77 3,529 -159
May08 071114 20.10 20.10 20.10 20.10 +0.08 10 3,151 +10
Jul08 071114 20.48 20.48 20.48 20.48 unch 0 1,498 -125
Sep08 071114 20.62 20.62 20.62 20.62 +0.05 10 1,241 +0
Total Volume and Open Interest 178 12,998 -274
London Cocoa(LCE)
Dec07 071114 913 932 911 919 +3 6,944 64,917 +407
Mar08 071115 952 957 945 955 +3 8,611 0 -63,796
May08 071115 966 971 961 970 +3 1,455 0 -21,902
Jul08 071115 982 988 978 986 +2 1,985 0 -28,819
Sep08 071115 989 996 989 995 +3 329 0 -20,870
Dec08 071115 998 1003 993 1002 +4 315 0 -15,308
Mar09 071115 1005 1013 1005 1013 +5 98 0 -3,011
Total Volume and Open Interest 21,572 218,751 +0
London Coffee(LCE)
Nov07 071115 2403.00 2404.00 2380.00 2389.00 -12.00 819 0 -16,384
Jan08 071115 1902.00 1904.00 1880.00 1891.00 -11.00 5,829 0 -86,800
Mar08 071115 1865.00 1867.00 1845.00 1854.00 -11.00 1,423 0 -41,769
May08 071115 1870.00 1870.00 1857.00 1858.00 -12.00 181 0 -8,422
Jul08 071115 1875.00 1875.00 1861.00 1863.00 -13.00 283 0 -1,706
Sep08 071115 1883.00 1883.00 1869.00 1869.00 -14.00 178 0 -961
Total Volume and Open Interest 9,081 156,416 +0
London Sugar(LCE)
Mar08 071115 285.50 292.00 284.60 288.80 +3.10 3,651 0 -56,157
May08 071115 289.50 292.70 289.40 292.00 +2.30 422 0 -7,865
Aug08 071115 294.90 295.60 294.90 295.40 +2.10 37 0 -6,600
Oct08 071115 300.90 302.50 300.90 302.50 +2.00 81 0 -5,323
Dec08 071115 307.00 308.00 307.00 308.00 +2.00 90 0 -1,226
Total Volume and Open Interest 12,522 95,272 +0
Cotton(ICE)
Dec07 071115 63.14 63.19 61.63 61.70 -1.45 31,623 55,297 +0
Mar08 071115 67.50 67.80 66.42 66.48 -1.28 28,848 121,734 +0
May08 071115 68.98 68.98 67.85 67.98 -1.15 744 10,454 +0
Jul08 071115 69.99 70.12 69.00 69.10 -1.13 1,106 16,838 +0
Oct08 071115 71.25 71.25 70.90 70.90 -1.05 2 376 +0
Dec08 071115 73.60 73.60 72.45 72.75 -1.02 1,204 30,370 +0
Total Volume and Open Interest 71,638 236,528 +0
Lumber(CME)
Nov07 071115 230.0 231.0 228.0 229.1 +0.5 292 0 -382
Jan08 071115 261.0 264.0 258.0 262.1 +3.0 856 0 -6,700
Mar08 071115 279.9 282.0 276.2 280.6 +2.3 117 0 -1,138
May08 071115 291.3 293.5 291.2 292.7 +1.4 23 0 -389
Total Volume and Open Interest 1,121 8,650 +0
Crude Oil(NYM)
Dec07 071115 93.95 94.64 91.86 93.43 -0.66 502,947 134,956 -122,896
Jan08 071115 92.70 93.30 90.50 92.07 -0.76 212,202 362,534 +28,082
Feb08 071115 91.68 92.19 89.46 91.01 -0.75 50,936 94,002 +310
Mar08 071115 90.68 91.29 88.65 90.12 -0.76 37,803 89,476 +396
Apr08 071115 89.90 90.01 88.06 89.32 -0.77 14,869 51,110 -979
May08 071115 89.18 89.18 87.49 88.62 -0.78 12,208 52,061 -645
Jun08 071115 88.25 88.50 86.86 87.97 -0.79 12,549 66,929 +1,014
Jul08 071115 87.49 88.15 86.33 87.35 -0.80 1,117 18,768 +180
Aug08 071115 86.75 86.75 86.75 86.75 -0.81 664 16,672 +119
Sep08 071115 86.45 86.45 86.19 86.19 -0.81 439 31,396 +19
Oct08 071115 85.65 85.65 85.65 85.65 -0.81 116 30,181 -15
Nov08 071115 84.69 85.13 84.60 85.13 -0.81 180 19,761 -3
Dec08 071115 84.95 85.75 83.51 84.63 -0.81 13,508 168,100 -608
Jan09 071115 83.35 84.18 83.35 84.18 -0.79 179 23,932 +6
Feb09 071115 83.78 83.78 83.78 83.78 -0.76 73 13,801 +0
Mar09 071115 83.39 83.39 83.39 83.39 -0.73 161 7,759 +100
Total Volume and Open Interest 880,873 1,445,162 -92,346
Heating Oil(NYM)
Dec07 071115 257.53 259.47 253.35 255.87 -1.47      
Jan08 071115 258.35 260.42 254.36 256.97 -1.44 23,267 67,757 +3,458
Feb08 071115 255.74 258.35 252.88 255.67 -1.39 6,698 26,907 +713
Mar08 071115 252.72 253.60 249.30 252.02 -1.54 2,769 11,866 +227
Apr08 071115 246.24 246.36 242.75 245.87 -1.74 2,234 9,348 +471
May08 071115 240.55 240.80 237.50 240.37 -1.94 1,248 5,509 +188
Jun08 071115 236.77 237.62 234.15 236.72 -2.09 3,707 17,288 -5
Jul08 071115 236.02 236.02 232.10 235.17 -2.14 584 3,390 -101
Aug08 071115 236.00 236.00 231.90 234.87 -2.19 158 928 -18
Sep08 071115 235.76 235.76 232.70 235.62 -2.19 118 2,545 -60
Oct08 071115 234.20 237.07 234.20 237.07 -2.24 53 715 +0
Nov08 071115 238.57 238.57 238.57 238.57 -2.24 38 586 +9
Total Volume and Open Interest 86,150 222,614 -556
Gasoline(NYMEX)
Dec07 071115 236.00 237.60 231.04 233.62 -3.42 42,071 58,212 -6,353
Jan08 071115 235.75 237.45 230.80 233.37 -3.74 25,174 57,075 +4,630
Feb08 071115 236.10 238.20 232.35 234.92 -3.64 6,318 17,480 +344
Mar08 071115 240.00 240.00 234.98 236.87 -3.59 6,316 18,567 -312
Apr08 071115 249.50 250.50 246.38 248.92 -3.34 4,496 18,109 +1,022
May08 071115 248.18 249.88 246.65 249.12 -3.24 3,648 8,917 -38
Jun08 071115 246.53 248.50 246.50 248.17 -3.09 3,341 13,005 -441
Jul08 071115 244.53 245.57 244.20 245.57 -3.04 763 2,891 +112
Aug08 071115 241.35 242.00 241.35 241.72 -2.89 309 1,750 +5
Sep08 071115 234.05 237.00 233.75 236.82 -2.89 230 4,009 -12
Total Volume and Open Interest 94,593 211,586 -756
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071115 233.62 233.62 233.62 233.62 -3.42 3 33 +1
Jan08 071115 233.37 233.37 233.37 233.37 -3.74 0 2 +0
Feb08 071115 234.92 234.92 234.92 234.92 -3.64      
Mar08 071115 236.87 236.87 236.87 236.87 -3.59 0 2 +0
Total Volume and Open Interest 3 37 +1
Natural Gas(NYM)
Dec07 071115 7.771 7.885 7.650 7.700 -0.135 62,660 65,654 -6,441
Jan08 071115 8.219 8.275 8.025 8.082 -0.148 24,605 118,953 +6,252
Feb08 071115 8.270 8.299 8.085 8.138 -0.147 5,713 45,218 +771
Mar08 071115 8.080 8.154 7.946 7.988 -0.147 6,433 66,786 +821
Apr08 071115 7.766 7.820 7.674 7.713 -0.112 5,043 46,716 +1,291
May08 071115 7.834 7.865 7.730 7.760 -0.105 2,351 34,190 -331
Jun08 071115 7.914 7.930 7.813 7.837 -0.098 804 20,132 -128
Jul08 071115 7.996 8.015 7.888 7.922 -0.095 447 16,146 +30
Aug08 071115 8.061 8.090 7.953 7.990 -0.092 337 16,172 -24
Sep08 071115 8.112 8.112 7.980 8.010 -0.092 396 11,398 -77
Oct08 071115 8.175 8.175 7.920 8.078 -0.092 3,177 36,091 -400
Nov08 071115 8.550 8.550 8.405 8.453 -0.097 1,126 22,409 +419
Dec08 071115 8.910 8.960 8.845 8.868 -0.097 1,235 16,591 +436
Jan09 071115 9.200 9.200 9.110 9.133 -0.097 4,120 35,753 +810
Feb09 071115 9.120 9.180 9.110 9.136 -0.097 1,077 5,256 -192
Mar09 071115 8.875 8.900 8.875 8.891 -0.097 1,778 28,048 -298
Total Volume and Open Interest 123,784 791,930 +3,755
Brent Crude Oil(ICE)
Jan08 071115 90.65 91.50 88.70 90.23 -0.53 110,878 0 -151,654
Feb08 071115 90.47 90.90 88.22 89.74 -0.56 42,238 0 -112,099
Mar08 071115 89.47 90.24 87.75 89.22 -0.59 14,110 0 -32,288
Apr08 071115 88.92 89.47 87.29 88.67 -0.63 7,255 0 -18,075
May08 071115 88.46 88.95 86.88 88.15 -0.66 3,077 0 -11,926
Jun08 071115 87.97 88.64 86.41 87.64 -0.67 5,376 0 -34,550
Jul08 071115 87.66 87.66 87.20 87.20 -0.67      
Aug08 071115 86.77 86.77 86.77 86.77 -0.69      
Sep08 071115 86.70 86.70 86.33 86.33 -0.73 115 0 -6,752
Oct08 071115 85.91 85.91 85.91 85.91 -0.74      
Nov08 071115 85.52 85.52 85.52 85.52 -0.71      
Dec08 071115 85.36 86.24 84.07 85.12 -0.70 7,819 0 -48,280
Jan09 071115 84.72 84.72 84.72 84.72 -0.71      
Feb09 071115 84.35 84.35 84.35 84.35 -0.70      
Total Volume and Open Interest 355,937 611,873 +400,946
Gas Oil(ICE)
Dec07 071115 812.00 822.50 800.50 807.50 unch 61,391 88,509 -890
Jan08 071115 806.50 815.00 794.00 800.75 -2.00 43,990 81,511 +3,737
Feb08 071115 792.25 800.00 780.00 786.75 -3.25 14,111 34,443 +5,615
Mar08 071115 776.00 785.00 772.75 773.25 -4.25 4,327 18,684 +794
Apr08 071115 766.75 768.25 760.00 760.25 -4.75 3,252 11,991 +822
May08 071115 757.75 759.00 751.00 751.25 -4.75 1,562 12,623 -14
Jun08 071115 752.00 753.00 740.00 745.00 -5.00 2,459 29,374 -229
Jul08 071115 750.25 750.25 743.25 743.25 -5.00 261 5,682 +18
Aug08 071115 742.25 742.25 742.25 742.25 -5.50 90 2,318 +90
Sep08 071115 741.25 741.25 741.25 741.25 -5.50 0 1,043 +0
Total Volume and Open Interest 132,820 316,611 +9,533
US Dollar Index(ICE)
Dec07 071115 75.635 76.120 75.635 76.070 +0.260 6,190 34,265 +0
Mar08 071115 75.920 76.060 75.920 76.060 +0.260 85 2,912 +0
Jun08 071115 76.090 76.090 76.090 76.090 +0.260 3 434 +0
Total Volume and Open Interest 6,378 37,711 +0
Australian Dollar(CME)
Dec07 071115 89.40 90.02 88.39 88.42 -1.46 56,865 0 -76,159
Mar08 071115 88.71 89.47 87.90 87.92 -1.44 218 0 -1,335
Jun08 071115 87.26 87.98 87.26 87.26 -1.44      
Total Volume and Open Interest 61,083 78,011 +0
British Pound(CME)
Dec07 071115 204.85 205.98 204.00 204.14 -1.26 111,262 0 -122,272
Mar08 071115 204.50 205.32 203.40 203.50 -1.26 649 0 -1,270
Jun08 071115 202.86 204.47 202.82 202.86 -1.26      
Total Volume and Open Interest 81,369 123,575 +0
Canadian Dollar(CME)
Dec07 071115 103.44 104.11 101.37 101.48 -2.29 2,117 0 -115,119
Mar08 071115 103.60 104.05 101.37 101.46 -2.29 652 0 -3,368
Jun08 071115 103.00 103.86 101.35 101.40 -2.29 1,030 0 -1,457
Sep08 071115 102.26 102.31 101.33 101.33 -2.29      
Total Volume and Open Interest 59,900 121,478 +0
Japanese Yen(CME)
Dec07 071115 90.23 91.07 89.84 90.85 +0.90 138,759 0 -163,996
Mar08 071115 91.17 91.98 90.76 91.76 +0.92 139 0 -10,195
Jun08 071115 92.53 92.53 91.95 92.53 +0.92      
Total Volume and Open Interest 146,645 190,955 +0
Swiss Franc(CME)
Dec07 071115 89.20 89.47 88.98 89.23 +0.15 42,028 0 -76,477
Mar08 071115 89.93 89.93 89.49 89.74 +0.19 136 0 -604
Jun08 071115 90.21 90.21 89.87 90.08 +0.19      
Total Volume and Open Interest 41,383 77,136 +0
EuroFX(CME)
Dec07 071115 146.56 147.12 146.12 146.21 -0.43 197,757 0 -214,707
Mar08 071115 146.65 147.21 146.25 146.35 -0.40 1,327 0 -3,917
Jun08 071115 146.34 147.03 146.29 146.34 -0.42      
Total Volume and Open Interest 149,791 219,866 +0
Mexican Peso(CME)
Nov07 071115 914.2 914.2 914.2 914.2 -3.8 3 0 -3
Dec07 071115 915.5 915.5 911.2 912.5 -3.8 2,296 0 -83,511
Total Volume and Open Interest 27,823 102,849 +0
30-Year T-Bonds(CBOT)
Dec07 071115 114~17 115~18 114~08 115~13 +1~00 298,745 1,001,287 -39
Mar08 071115 114~16 115~17 114~16 115~13 +1~00 2,147 19,127 +1,145
Jun08 071115 114~15 114~24 114~15 114~24 +0~30 34 1,108 -29
Total Volume and Open Interest 306,054 1,021,541 -2,735
10-Year T-Notes(CBOT)
Dec07 071115 111~230 112~170 111~180 112~120 +0~250 1,152,512 2,508,813 -44,603
Mar08 071115 111~085 111~300 111~040 111~275 +0~235 29,228 223,657 +12,227
Jun08 071115 111~105 111~105 111~105 111~105 +0~215 0 65 +0
Total Volume and Open Interest 1,225,121 2,732,535 -54,847
5-Year T-Notes(CBOT)
Dec07 071115 108~235 109~115 108~195 109~075 +0~200 10,860 1,833,817 +1,833,817
Mar08 071115 108~260 109~040 108~210 109~005 +0~195 6,116 59,453 +59,453
Jun08 071115 109~005 109~005 109~005 109~005 +0~195      
Total Volume and Open Interest 615,520 1,893,270 +1,893,270
2 Year T-Notes(CBOT)
Dec07 071115 104~034 104~074 104~025 104~068 +0~043 3,242 1,037,647 +0
Mar08 071115 104~057 104~080 104~057 104~080 +0~046 300 600 +0
Total Volume and Open Interest 239,241 1,038,247 +0
Eurodollars(CME)
Dec07 071115 95.195 95.200 95.100 95.115 -0.075 228,500 0 -1,446,660
Mar08 071115 95.700 95.770 95.670 95.765 +0.085 237,000 0 -1,489,888
Jun08 071115 95.955 96.100 95.925 96.075 +0.155 309,000 0 -1,470,523
Sep08 071115 96.070 96.240 96.030 96.210 +0.185 314,000 0 -1,246,145
Dec08 071115 96.070 96.255 96.035 96.225 +0.200 385,000 0 -1,408,083
Mar09 071115 95.995 96.180 95.955 96.145 +0.200 167,000 0 -928,748
Jun09 071115 95.865 96.045 95.830 96.015 +0.195 130,000 0 -580,355
Sep09 071115 95.745 95.915 95.710 95.885 +0.185 80,000 0 -469,144
Dec09 071115 95.615 95.780 95.590 95.755 +0.175 1,495 0 -268,874
Mar10 071115 95.525 95.675 95.505 95.650 +0.165 1,130 0 -195,480
Jun10 071115 95.425 95.560 95.405 95.545 +0.150 1,702 0 -157,874
Sep10 071115 95.325 95.470 95.320 95.450 +0.140 2,399 0 -136,492
Dec10 071115 95.265 95.365 95.260 95.350 +0.130 1,932 0 -104,358
Mar11 071115 95.210 95.285 95.200 95.270 +0.120 1,067 0 -89,847
Jun11 071115 95.135 95.205 95.125 95.190 +0.115 962 0 -91,012
Sep11 071115 95.065 95.140 95.035 95.115 +0.110 1,003 0 -79,024
Dec11 071115 94.990 95.045 94.975 95.045 +0.105 864 0 -55,230
Mar12 071115 94.935 94.990 94.920 94.990 +0.105 809 0 -48,832
Total Volume and Open Interest 1,884,458    
30 Day Federal Funds(CBOT)
Nov07 071115 3.805 3.815 3.805 3.810 +0.010 157 147,527 +0
Dec07 071115 3.920 3.935 3.920 3.935 +0.050 190 82,344 +0
Jan08 071115 3.975 3.985 3.975 3.985 +0.055 120 74,295 +0
Feb08 071115 4.130 4.165 4.130 4.165 +0.080 170 57,157 +0
Mar08 071115 4.205 4.235 4.190 4.235 +0.095 170 14,195 +0
Apr08 071115 4.320 4.320 4.320 4.320 +0.105 0 7,955 +0
Total Volume and Open Interest 807 393,594 +0
30 Day Fed Funds(e-CBOT)
Nov07 071114 95.550 95.550 95.540 95.545 -0.025 11,171 0 +0
Dec07 071114 95.640 95.645 95.615 95.640 -0.050 28,038 0 +0
Jan08 071114 95.680 95.695 95.660 95.685 -0.060 26,812 0 +0
Feb08 071114 95.855 95.860 95.815 95.840 -0.100 7,526 0 +0
Mar08 071114 95.910 95.915 95.880 95.900 -0.090 4,860 0 +0
Apr08 071114 95.955 95.980 95.950 95.980 -0.095 6,549 0 +0
Total Volume and Open Interest 85,577    
3-Mth Euro-Yen(CME)
Dec07 071115 99.16 99.16 99.16 99.16 -0.01 103 0 -15,951
Mar08 071115 99.17 99.17 99.17 99.17 +0.01      
Jun08 071115 99.17 99.17 99.17 99.17 +0.03      
Sep08 071115 99.11 99.12 99.11 99.12 +0.02 1 0 -4,405
Dec08 071115 99.07 99.07 99.07 99.07 +0.02      
Mar09 071115 99.01 99.01 99.01 99.01 +0.02      
Jun09 071115 98.95 98.95 98.95 98.95 +0.02      
Sep09 071115 98.89 98.89 98.89 98.89 +0.02      
Dec09 071115 98.80 98.80 98.80 98.80 +0.02      
Mar10 071115 98.74 98.74 98.74 98.74 +0.02      
Total Volume and Open Interest 104    
3-Mth Euro-Yen(SGX)
Dec07 071115 99.17 99.17 99.16 99.16 0.00 2,207 0 -62,634
Mar08 071115 99.16 99.16 99.16 99.16 unch 1,404 0 -44,940
Jun08 071115 99.14 99.15 99.14 99.15 +0.01 1,210 0 -18,068
Sep08 071115 99.11 99.12 99.10 99.11 +0.02 9,528 0 -16,974
Dec08 071115 99.05 99.06 99.04 99.06 +0.02 633 0 -10,245
Mar09 071115 98.99 99.00 98.99 99.00 +0.02 50 0 -5,288
Jun09 071115 98.95 98.95 98.94 98.94 +0.02      
Sep09 071115 98.88 98.88 98.88 98.88 +0.02      
Total Volume and Open Interest 15,032 162,127 +0
Japanese Gov't Bonds(SGX)
Dec07 071112 137.17 137.17 136.56 136.58 +0.58 4,151 37,808 +7,503
Mar08 071115 136.87 136.87 136.87 136.87 +0.31      
Jun08 071115 136.87 136.87 136.87 136.87 +0.31      
Total Volume and Open Interest 2,098 40,885 +1,148
Euro-Bund(EUREX)
Dec07 071115 114.21 114.61 114.01 114.33 +0.18 1,120,781 1,544,336 -50,112
Mar08 071115 114.66 115.05 114.53 114.79 +0.18 4,285 23,788 +2,345
Jun08 071115 114.52 114.52 114.52 114.52 +0.20      
Total Volume and Open Interest 1,125,066 1,568,124 -47,767
Euro-Bobl(EUREX)
Dec07 071115 108.42 108.72 108.32 108.58 +0.19 550,583 1,177,787 -18,467
Mar08 071115 108.71 108.85 108.71 108.83 +0.20 3,854 17,414 +715
Jun08 071115 43.50 43.50 43.50 43.50 +0.19      
Total Volume and Open Interest 554,437 1,195,201 -17,752
3-Mth Euribor(EUREX)
Dec07 071115 95.470 95.470 95.430 95.430 -0.045 730 22,798 +165
Mar08 071115 95.670 95.680 95.660 95.680 +0.005 87 11,692 -3
Jun08 071115 95.765 95.800 95.760 95.800 +0.025 228 5,659 +40
Total Volume and Open Interest 1,193 48,616 +147
Long Gilt(LIFFE)
Dec07 071114 108~17 108~32 108~16 108~30 +0~04 86,143 357,251 +1,394
Mar08 071115 109~15 109~15 109~15 109~15 +0~14      
Total Volume and Open Interest 86,143 357,251 +0
3-Mth Short Sterling(LIFFE)
Dec07 071115 93.85 93.85 93.74 93.76 -0.07      
Mar08 071115 94.35 94.39 94.32 94.36 +0.02      
Jun08 071115 94.63 94.71 94.60 94.69 +0.08      
Sep08 071115 94.73 94.84 94.71 94.81 +0.09      
Dec08 071115 94.76 94.87 94.74 94.83 +0.08      
Mar09 071115 94.75 94.84 94.72 94.81 +0.07      
Total Volume and Open Interest 481,651 3,005,691 +0
3-Mth Euribor(LIFFE)
Dec07 071115 95.465 95.475 95.415 95.425 -0.050 82,217 712,111 +1,225
Mar08 071115 95.680 95.685 95.645 95.675 +0.005 86,978 647,164 +4,132
Jun08 071115 95.775 95.825 95.750 95.795 +0.025 100,443 489,306 +7,054
Total Volume and Open Interest 537,228 3,609,530 +16,281
3-Mth Aus T-Bills(SFE)
Dec07 071115 92.80 92.82 92.78 92.80 -0.01 23,449 0 -433,523
Mar08 071115 92.63 92.64 92.60 92.61 -0.02 24,719 0 -313,112
Jun08 071115 92.53 92.56 92.50 92.52 -0.03 12,263 0 -161,960
Sep08 071115 92.49 92.51 92.48 92.50 unch 8,553 0 -128,356
Dec08 071115 92.47 92.49 92.45 92.49 +0.01 2,781 0 -62,808
Mar09 071115 92.46 92.49 92.46 92.49 +0.01 1,835 0 -48,126
Jun09 071115 92.45 92.49 92.45 92.49 +0.02 1,205 0 -38,460
Sep09 071115 92.46 92.49 92.44 92.49 +0.02 227 0 -12,660
Dec09 071115 92.45 92.48 92.45 92.48 +0.02 13 0 -2,711
Mar10 071115 92.48 92.49 92.48 92.49 +0.02      
Total Volume and Open Interest 94,006 1,316,447 +114,284
10-Year Aus T-Bonds(SFE)
Dec07 071114 93.90 93.92 93.84 93.85 -0.13 53,905 639,231 +0
Mar08 071115 93.89 93.89 93.89 93.89 +0.04      
Total Volume and Open Interest 69,913 702,415 +63,184
3-Year Aus T-Bonds(SFE)
Dec07 071115 93.29 93.32 93.28 93.32 +0.01 88,157 0 -868,837
Mar08 071115 93.32 93.32 93.32 93.32 +0.01      
Total Volume and Open Interest 155,262 922,179 +53,342
Gold(CMX)
Dec07 071115 813.2 819.4 783.0 787.3 -27.4 156,362 266,573 -13,838
Feb08 071115 820.0 826.2 789.7 794.1 -27.7 30,209 111,258 +8,490
Apr08 071115 826.2 832.6 796.3 800.1 -28.0 10,008 34,836 +2,003
Jun08 071115 832.6 838.1 802.7 805.9 -28.3 10,401 30,407 -1,300
Aug08 071115 842.9 842.9 811.5 811.5 -28.6 5,293 19,318 -4,865
Oct08 071115 848.5 848.5 816.9 816.9 -29.0 6 3,228 +0
Dec08 071115 850.4 851.8 819.5 822.1 -29.4 4,453 30,901 +2,453
Feb09 071115 839.0 839.0 827.8 827.8 -29.7 3,827 17,681 -1,246
Apr09 071115 833.2 833.2 833.2 833.2 -30.0 25 5,329 +0
Jun09 071115 842.0 842.0 838.8 838.8 -30.3 2,506 9,258 -597
Aug09 071115 844.4 844.4 844.4 844.4 -30.6 8 9 +0
Total Volume and Open Interest 224,962 552,546 -7,082
Silver(CMX)
Dec07 071115 1503.5 1515.5 1434.0 1448.2 -58.3 30,548 65,197 -3,087
Mar08 071115 1528.5 1534.5 1454.0 1467.2 -59.0 4,834 31,245 +1,194
May08 071115 1500.0 1500.0 1474.0 1478.4 -59.7 158 10,622 +1
Jul08 071115 1500.0 1513.5 1479.5 1489.2 -60.7 108 10,869 -18
Sep08 071115 1565.0 1565.0 1491.5 1499.2 -61.7 120 6,326 +56
Dec08 071115 1584.5 1584.5 1504.5 1514.7 -61.5 387 12,108 +192
Mar09 071115 1530.9 1530.9 1530.9 1530.9 -62.2 9 245 +0
Total Volume and Open Interest 36,203 146,205 -1,644
Platinum(NYMEX)
Jan08 071115 1442.5 1446.0 1420.2 1425.4 -20.7 1,734 13,592 -118
Apr08 071115 1434.0 1434.0 1426.4 1426.4 -25.7 9 217 +1
Jul08 071115 1450.0 1450.0 1431.4 1431.4 -27.2 0 56 +0
Oct08 071109 0.0 0.0 0.0 0.0 -1442.8      
Total Volume and Open Interest 1,310 15,661 -34
Palladium(NYMEX)
Dec07 071115 373.00 373.70 364.15 370.95 -2.85 1,525 11,716 -193
Mar08 071115 378.50 378.50 371.00 375.75 -2.85 677 4,154 +426
Jun08 071115 377.65 380.25 377.65 380.25 -2.85 1 1,298 +1
Total Volume and Open Interest 2,203 17,966 +234
Copper(CMX)
Dec07 071115 323.50 328.40 306.40 308.10 -21.55 16,054 28,451 -3,846
Mar08 071115 326.85 331.85 310.90 312.35 -21.30 8,493 33,501 +2,327
May08 071115 320.00 320.00 311.55 312.80 -20.90 721 4,724 +33
Jul08 071115 316.00 316.70 311.85 312.90 -20.40 95 2,564 -18
Sep08 071115 316.00 316.00 312.75 312.90 -19.80 30 910 -8
Total Volume and Open Interest 26,155 78,465 -1,286
Aluminum(CMX)
Nov07 071115 1.14 1.14 1.14 1.14 -114.61 0 20 +0
Dec07 071115 1.14 1.14 1.14 1.14 -115.36 0 154 +0
Jan08 071115 1.14 1.14 1.14 1.14 -115.36      
Feb08 071115 1.14 1.14 1.14 1.14 -115.36      
Mar08 071115 1.14 1.14 1.14 1.14 -115.36      
Apr08 071115 1.14 1.14 1.14 1.14 -115.36      
Total Volume and Open Interest 0 154 -20
DJIA Index(CBOT)
Dec07 071115 13274 13310 13085 13160 -115 2,071 35,858 +0
Mar08 071115 13300 13335 13225 13237 -115 22 494 +0
Jun08 071115 13320 13320 13320 13320 -115 0 3 +0
Sep08 071115 13400 13400 13400 13400 -115 0 1 +0
Total Volume and Open Interest 3,137 36,356 +0
S & P 500(CME)
Dec07 071115 1477.90 1482.00 1447.00 1457.90 -20.20      
Mar08 071115 1479.00 1485.10 1457.50 1467.10 -20.50      
Jun08 071115 1476.10 1494.30 1467.80 1476.10 -20.70      
Sep08 071115 1485.30 1503.70 1477.20 1485.30 -20.90      
Total Volume and Open Interest 43,135 618,758 +0
S & P 500 E-Mini(Globex)
Dec07 071115 1478.00 1482.00 1446.75 1458.00 -20.00      
Mar08 071115 1485.50 1491.25 1456.25 1467.00 -20.50      
Total Volume and Open Interest 2,070,267 2,055,383 +0
NASDAQ 100(CME)
Dec07 071115 2053.80 2064.00 2015.50 2033.50 -24.00      
Mar08 071115 2054.00 2054.00 2053.50 2054.00 -24.50      
Jun08 071115 2081.50 2081.50 2081.00 2081.50 -24.50      
Total Volume and Open Interest 9,016 51,424 +2
NASDAQ 100 E-Mini(Globex)
Dec07 071115 2035.30 2035.30 2033.30 2034.00 -23.50      
Mar08 071115 2075.00 2083.50 2036.50 2054.00 -24.50      
Total Volume and Open Interest 602,626 438,287 +0
S & P Midcap 400(CME)
Dec07 071115 865.50 870.30 852.00 855.70 -13.90      
Mar08 071115 862.60 862.60 861.90 862.60 -13.90      
Jun08 071115 872.30 872.30 871.60 872.30 -13.90      
Total Volume and Open Interest 93 7,171 +55
Russell 2000(CME)
Dec07 071115 782.40 786.90 766.50 773.20 -12.30      
Mar08 071115 777.20 777.75 777.20 777.20 -12.55      
Jun08 071115 784.15 784.70 784.15 784.15 -12.55      
Total Volume and Open Interest 1,887 36,551 +0
Russell 2000 E-Mini(Globex)
Dec07 071115 773.10 773.10 772.30 773.00 -12.50      
Mar08 071115 785.00 787.50 770.70 777.20 -12.60      
Jun08 071115 784.20 792.00 779.40 784.20 -12.50      
Total Volume and Open Interest 252,224 633,285 +380,490
Value Line(KCBT)
Dec07 071115 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071115 15490 15600 15360 15390 -125 82,662 262,888 +966
Mar08 071115 15560 15615 15395 15420 -105 89 1,732 -21
Total Volume and Open Interest 82,814 264,691 +945
Nikkei 225(SGX)
Dec07 071115 15490 15600 15360 15390 -125 82,662 262,888 +966
Mar08 071115 15560 15615 15395 15420 -105 89 1,732 -21
Jun08 071115 15360 15360 15360 15360 -105 0 1 +0
Total Volume and Open Interest 82,814 264,691 +945
CAC 40(EURONEXT)
Nov07 071115 5580.5 5598.5 5511.5 5548.5 -50.5 275,875 0 -556,360
Dec07 071115 5595.0 5616.0 5531.0 5567.5 -50.0 138,678 0 -242,251
Jan08 071115 5619.0 5633.5 5578.5 5586.5 -50.0 105 0 -572
Total Volume and Open Interest 448,021 801,418 +0
Hang Seng Index(HKFE)
Nov07 071115 29126 29150 28552 28626 -594 81,836 120,678 +897
Dec07 071115 29200 29200 28617 28681 -585 1,594 16,199 +220
Total Volume and Open Interest 83,494 138,285 +1,151
DAX(EUREX)
Dec07 071115 7806.0 7837.5 7600.0 7700.0 -118.5 156,960 301,092 +0
Mar08 071115 7885.5 7916.5 7685.0 7780.0 -119.0 733 6,825 +0
Jun08 071115 7997.0 7997.5 7840.0 7860.5 -120.0 833 6,924 +0
Total Volume and Open Interest 158,526 314,841 +0
FT-SE 100(EURONEXT)
Dec07 071115 6458.50 6488.50 6350.00 6383.50 -71.00 109,403 0 -451,371
Mar08 071115 6490.00 6490.00 6380.50 6403.50 -71.00 87 0 -6,812
Jun08 071115 6446.00 6449.50 6419.50 6434.00 -72.00 20 0 -2,061
Total Volume and Open Interest 119,821 460,744 +0
SPI 200(SFE)
Dec07 071115 63.4 131.4 6545.0 26.4 -32.0 22,667 0 -309,058
Mar08 071115 45.4 50.4 45.4 50.4 -31.0 276 0 -2,087
Jun08 071115 113.4 113.4 113.4 113.4 -31.0 216 0 -1,388
Total Volume and Open Interest 26,044 346,152 +32,096
GSCI(CME)
Dec07 071115 594.90 595.25 587.30 591.90 -5.60      
Jan08 071115 588.50 594.10 584.00 588.50 -5.50      
Feb08 071115 585.00 585.00 585.00 585.00        
RJ/CRB Index(ICE)
Jan08 071114 454.50 458.25 452.75 458.25 +5.50 32 1,207 -14
Feb08 071114 452.75 458.25 452.75 458.25 +5.50 0 419 +0
Apr08 071114 452.75 458.25 452.75 458.25 +5.50 0 237 +0
Total Volume and Open Interest 32 1,864 -14
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!!!