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 January 17, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080117 1292.00 1312.00 1262.50 1271.00 -6.00 14,479 258,503 -4,131
May08 080117 1314.00 1329.00 1282.00 1291.00 -5.50 6,007 82,229 +582
Jul08 080117 1333.00 1347.00 1300.00 1305.50 -8.75 8,236 72,892 +2,703
Aug08 080117 1329.00 1342.00 1300.00 1300.00 -4.00 321 3,953 -161
Sep08 080117 1301.00 1301.00 1281.00 1281.00 -7.00 10 2,876 -53
Nov08 080117 1290.00 1304.50 1266.00 1270.00 -4.00 8,433 118,420 +2,644
Jan09 080117 1300.00 1309.00 1273.00 1277.50 -6.50 318 4,861 +150
Total Volume and Open Interest 38,784 571,142 +3,367
Soybean Meal(CBOT)
Mar08 080117 351.00 356.80 340.50 344.30 -2.60 8,822 95,444 -4,869
May08 080117 358.50 363.00 347.00 351.00 -2.80 6,152 48,887 +581
Jul08 080117 365.00 368.00 352.00 355.50 -3.40 4,321 36,785 +453
Aug08 080117 363.50 366.00 351.00 353.80 -3.20 811 7,279 -643
Sep08 080117 362.00 362.00 349.00 352.00 -2.80 389 6,162 -38
Oct08 080117 352.00 352.00 339.00 341.30 -3.70 205 5,738 +274
Dec08 080117 350.00 352.00 338.50 341.50 -3.50 2,321 30,094 +1,888
Jan09 080117 350.00 352.00 341.00 342.30 -3.20 2 1,982 +2
Total Volume and Open Interest 23,023 234,506 -2,363
Soybean Oil(CBOT)
Mar08 080117 53.40 53.95 52.80 52.91 +0.18 8,048 154,135 -2,806
May08 080117 54.00 54.57 53.56 53.70 +0.32 5,019 44,070 +1,737
Jul08 080117 54.60 55.20 54.00 54.28 +0.32 3,737 40,119 +288
Aug08 080117 54.90 55.25 54.25 54.65 +0.32 527 5,821 +182
Sep08 080117 55.20 55.20 54.45 54.72 +0.19 104 5,224 -133
Oct08 080117 55.30 55.60 54.80 54.87 +0.52 525 4,980 +148
Dec08 080117 55.30 55.95 54.95 55.20 +0.27 2,344 30,087 -1,069
Jan09 080117 55.40 55.40 55.32 55.32 +0.32 23 1,683 +13
Total Volume and Open Interest 20,327 287,028 -1,640
Canola(WCE)
Jan08 080114 576.0 576.0 567.3 567.3 +7.5 0 6 -12
Mar08 080117 571.0 589.2 571.0 580.9 +9.0 11,212 92,855 +0
May08 080117 585.7 601.1 585.7 594.2 +9.1 3,309 15,388 +0
Jul08 080117 598.8 611.4 598.8 604.6 +9.4 607 17,458 +0
Total Volume and Open Interest 15,857 167,548 +0
Corn(CBOT)
Mar08 080117 509.00 513.75 500.25 502.00 -0.50 15,139 577,285 -7,561
May08 080117 521.50 525.50 512.75 514.75 unch 4,578 178,789 +4,233
Jul08 080117 531.00 535.75 522.75 525.25 unch 6,509 172,424 +1,963
Sep08 080117 530.00 532.50 520.50 521.25 -0.75 2,037 36,049 +1,697
Dec08 080117 528.50 531.75 519.00 521.00 -0.25 10,252 328,085 +2,954
Mar09 080117 533.75 537.50 525.50 527.25 unch 167 23,015 +54
Total Volume and Open Interest 39,535 1,398,990 +3,642
Wheat(CBOT)
Mar08 080117 948.00 956.50 936.00 940.50 +14.00 4,742 180,694 -5,795
May08 080117 970.00 971.00 949.00 956.50 +15.50 1,595 68,964 +478
Jul08 080117 876.00 881.50 855.00 864.00 +12.50 3,839 109,527 -1,090
Sep08 080117 887.00 887.00 866.00 872.75 +15.75 43 20,251 +264
Dec08 080117 897.00 897.00 879.50 885.50 +12.50 718 43,802 +852
Total Volume and Open Interest 11,244 442,527 -4,455
Wheat(KCBT)
Mar08 080117 985.00 989.00 976.50 981.50 +22.50 10,831 60,794 -49
May08 080117 987.00 997.00 986.50 993.00 +26.00 3,526 12,402 +379
Jul08 080117 952.00 953.00 942.00 951.00 +28.00 5,834 33,973 -75
Sep08 080117 955.00 955.00 948.00 950.00 +25.00 584 5,708 +160
Dec08 080117 965.00 965.00 956.00 960.00 +25.00 483 5,226 +75
Total Volume and Open Interest 21,419 122,163 +628
Wheat(MGE)
Mar08 080117 1164.75 1164.75 1164.75 1164.75 +30.00 6,074 30,064 -791
May08 080117 1118.00 1118.00 1110.00 1118.00 +30.00 2,924 12,509 -545
Jul08 080117 1054.00 1055.00 1053.00 1055.00 +30.00 1,082 3,972 +191
Sep08 080117 1004.00 1017.00 1004.00 1013.75 +26.75 979 7,351 +98
Dec08 080117 1000.00 1008.00 1000.00 1008.00 +30.00 407 7,193 -9
Total Volume and Open Interest 11,494 61,688 -1,068
Oats(CBOT)
Mar08 080117 327.00 329.25 318.75 322.00 +0.50 448 10,646 -302
May08 080117 337.50 337.50 326.50 329.50 +0.50 146 1,260 +74
Jul08 080117 340.00 340.00 336.00 338.00 unch 38 540 +3
Sep08 080117 344.00 344.00 344.00 344.00 +5.00 0 45 +0
Total Volume and Open Interest 704 13,947 -148
Rough Rice(CBOT)
Jan08 080114 14.28 14.28 14.28 14.28 +0.02 10 8 -9
Mar08 080117 14.15 14.35 14.13 14.14 -0.01 576 12,856 -1,035
May08 080117 14.50 14.60 14.47 14.47 unch 1 1,014 +49
Jul08 080117 14.75 14.75 14.75 14.75 unch 16 1,286 +47
Total Volume and Open Interest 606 17,441 -923
Live Cattle(CME)
Feb08 080117 89.800 91.250 89.135 90.900 +0.850 16,123 42,618 -5,608
Apr08 080117 93.350 94.250 92.300 93.830 +0.430 20,289 124,390 +1,179
Jun08 080117 93.400 93.600 92.300 93.450 -0.050 6,518 40,617 +487
Aug08 080117 95.580 95.950 94.950 95.650 +0.070 1,611 21,117 +76
Oct08 080117 100.000 100.200 99.300 100.000 -0.150 1,341 11,196 +349
Dec08 080117 101.000 101.300 100.750 101.250 +0.115 488 6,870 +89
Total Volume and Open Interest 46,920 251,393 -3,312
Feeder Cattle(CME)
Jan08 080117 96.500 97.300 96.150 97.050 +0.070 2,480 3,466 -876
Mar08 080117 100.100 101.750 99.300 101.300 +0.320 2,512 16,984 +514
Apr08 080117 103.450 105.000 102.800 104.550 +0.250 1,116 5,873 +52
May08 080117 106.000 107.250 105.200 107.150 +0.400 762 6,061 +35
Aug08 080117 108.200 109.150 107.100 109.135 +0.435 463 4,224 +121
Sep08 080117 108.250 109.250 107.250 109.100 +0.100 103 380 +56
Oct08 080117 108.000 109.400 107.500 109.100 -0.150 70 288 +2
Total Volume and Open Interest 7,517 37,493 -94
Lean Hogs(CME)
Feb08 080117 54.900 56.100 54.750 55.200 +0.750 13,475 38,457 -4,717
Apr08 080117 61.750 63.850 61.450 62.550 +1.450 15,515 92,181 +1,378
May08 080117 69.300 71.400 69.300 71.200 +1.900 35 2,781 +9
Jun08 080117 73.800 76.100 73.680 75.750 +2.400 4,926 32,401 -220
Jul08 080117 74.400 76.200 74.400 76.000 +2.050 2,348 12,935 -32
Aug08 080117 74.850 76.200 74.800 75.500 +0.900 958 7,355 +98
Oct08 080117 70.900 72.400 70.900 71.900 +1.300 1,138 10,107 +924
Dec08 080117 71.800 73.500 71.800 73.350 +1.650 553 14,789 +240
Total Volume and Open Interest 39,238 212,459 -2,278
Pork Bellies(CME)
Feb08 080117 83.600 84.700 82.600 84.200 +0.720 99 1,065 -29
Mar08 080117 83.500 84.600 82.900 83.700 +0.450 36 396 +8
May08 080117 86.135 86.750 85.550 86.400 +0.250 5 393 -1
Jul08 080117 87.500 88.450 86.650 87.050 +0.620 1 186 +1
Aug08 080117 86.800 86.800 86.800 86.800 +0.100 0 59 +0
Total Volume and Open Interest 141 2,099 -21
Class III Milk(CME)
Jan08 080117 19.32 19.32 19.25 19.30 +0.01 282 3,916 -247
Feb08 080117 17.37 17.40 17.33 17.38 +0.09 582 4,053 +195
Mar08 080117 16.87 16.92 16.86 16.89 +0.18 450 3,736 +26
Apr08 080117 16.45 16.45 16.45 16.45 +0.15 128 2,879 +9
May08 080117 16.41 16.41 16.41 16.41 +0.18 66 2,505 +21
Total Volume and Open Interest 1,921 31,066 +143
Cocoa(ICE)
Mar08 080117 2179 2212 2167 2171 +17 16,876 104,313 -566
May08 080117 2210 2210 2188 2188 +16 3,508 37,544 +696
Jul08 080117 2199 2199 2199 2199 +17 1,186 15,983 +236
Sep08 080117 2203 2203 2203 2203 +16 246 10,526 +66
Dec08 080117 2212 2212 2212 2212 +16 191 16,656 +95
Mar09 080117 2219 2219 2219 2219 +15 56 5,545 +44
May09 080117 2223 2223 2223 2223 +18 2 2,386 +0
Total Volume and Open Interest 22,065 192,963 +571
Coffee "C"(ICE)
Mar08 080117 134.05 135.50 133.30 134.40 -0.50 12,431 110,652 -1,479
May08 080117 136.60 138.60 136.00 137.05 -0.55 2,655 35,947 +1,128
Jul08 080117 140.10 140.10 139.60 139.60 -0.55 851 10,318 +140
Sep08 080117 142.00 142.00 142.00 142.00 -0.45 570 9,074 -36
Dec08 080117 145.20 146.50 145.20 145.50 -0.45 399 6,296 -158
Mar09 080117 148.80 148.80 148.80 148.80 -0.40 317 4,292 -65
Total Volume and Open Interest 17,321 179,611 -489
Orange Juice(ICE)
Mar08 080117 138.00 138.05 136.00 137.25 -0.85 1,292 17,917 -175
May08 080117 138.50 138.75 138.50 138.75 -0.85 420 4,172 -102
Jul08 080117 141.15 141.15 140.15 140.15 -1.00 38 1,152 +15
Sep08 080117 141.15 141.15 141.15 141.15 -1.35 12 604 +2
Nov08 080117 141.15 141.15 141.15 141.15 -1.35 0 442 +0
Jan09 080117 142.25 142.25 142.25 142.25 -1.35 4 862 +4
Total Volume and Open Interest 1,766 25,196 -256
Sugar #11(ICE)
Mar08 080117 12.20 12.65 12.10 12.45 +0.68 129,485 525,906 -6,801
May08 080117 12.61 12.89 12.54 12.83 +0.69 46,975 152,002 -2,615
Jul08 080117 12.77 13.16 12.73 12.99 +0.61 16,682 123,029 +1,230
Oct08 080117 13.08 13.37 13.06 13.30 +0.52 7,905 104,768 -1,154
Mar09 080117 13.65 13.85 13.64 13.85 +0.52 4,955 58,791 -11
Total Volume and Open Interest 211,716 1,072,021 -7,202
Sugar #14(ICE)
Mar08 080117 20.21 20.21 20.21 20.21 -0.01 151 2,833 +51
May08 080117 20.26 20.26 20.26 20.26 -0.04 0 4,060 +0
Jul08 080117 20.45 20.45 20.45 20.45 -0.05 2 2,015 -2
Sep08 080117 20.78 20.78 20.78 20.78 +0.04 0 1,458 +0
Nov08 080117 20.96 20.96 20.96 20.96 -0.02 0 613 +0
Total Volume and Open Interest 153 11,010 +49
London Cocoa(LCE)
Mar08 080117 1125 1142 1123 1125 unch 8,381 77,040 -1,394
May08 080117 1144 1158 1138 1140 -4 2,400 32,429 -308
Jul08 080117 1175 1185 1165 1166 -6 1,670 55,655 -473
Sep08 080117 1157 1164 1152 1152 -5 3,039 24,296 -639
Dec08 080117 1165 1170 1156 1156 -5 2,031 30,017 +927
Mar09 080117 1165 1172 1156 1156 -4 850 7,645 +646
May09 080117 1166 1166 1166 1166 -4 0 386 +0
Total Volume and Open Interest 18,371 227,483 -1,241
London Coffee(LCE)
Jan08 080117 1967.00 1988.00 1963.00 1963.00 -4.00 1,034 1,881 -995
Mar08 080117 1997.00 2021.00 1991.00 1993.00 -4.00 7,042 80,898 -716
May08 080117 2023.00 2045.00 2016.00 2019.00 -3.00 1,782 24,500 +870
Jul08 080117 2042.00 2061.00 2038.00 2038.00 -4.00 1,039 9,718 +229
Sep08 080117 2057.00 2076.00 2050.00 2050.00 -5.00 260 10,070 +123
Nov08 080117 2080.00 2092.00 2057.00 2057.00 -3.00 51 1,194 +32
Total Volume and Open Interest 11,496 131,573 -209
London Sugar(LCE)
Mar08 080117 341.10 353.40 341.10 351.00 +13.80 8,650 62,211 -1,247
May08 080117 349.20 360.00 349.20 359.50 +14.30 3,746 17,985 +1,773
Aug08 080117 350.20 361.90 350.20 360.50 +13.60 633 7,332 +59
Oct08 080117 355.00 363.90 355.00 363.00 +13.50 282 7,711 +171
Dec08 080117 362.00 368.10 362.00 368.10 +13.40 6 1,769 -5
Total Volume and Open Interest 13,337 102,841 +751
Cotton(ICE)
Mar08 080117 72.15 72.59 71.50 71.92 +0.61 25,449 148,188 -4,077
May08 080117 73.85 74.20 73.55 73.65 +0.62 2,679 35,639 -83
Jul08 080117 75.55 76.05 75.45 75.49 +0.61 3,439 31,535 +173
Oct08 080117 77.95 77.95 77.95 77.95 +0.40 1 495 +1
Dec08 080117 80.25 80.56 79.50 79.99 +0.56 5,701 53,090 +1,645
Mar09 080117 82.24 82.24 82.24 82.24 +0.49 273 1,926 +184
Total Volume and Open Interest 37,542 273,764 -2,158
Lumber(CME)
Mar08 080117 228.5 228.5 225.1 227.5 -4.1 575 7,847 -6
May08 080117 246.8 248.0 243.2 248.0 -2.6 214 1,050 +103
Jul08 080117 263.3 268.0 259.7 266.8 -2.9 60 372 +14
Sep08 080117 275.0 276.9 270.8 276.9 -3.9 6 111 +1
Total Volume and Open Interest 857 9,423 +26
Crude Oil(NYM)
Feb08 080117 92.00 92.12 89.75 90.13 -0.71 353,599 108,532 -53,007
Mar08 080117 91.50 91.55 89.10 89.57 -0.79 190,728 360,152 -5,094
Apr08 080117 89.22 89.22 89.22 89.22 -0.76 51,694 89,857 -358
May08 080117 89.10 89.10 88.89 88.89 -0.78 24,795 68,826 +1,071
Jun08 080117 89.01 89.01 88.59 88.59 -0.79 21,927 85,186 +1,301
Jul08 080117 88.30 88.30 88.30 88.30 -0.79 5,219 32,090 +483
Aug08 080117 88.01 88.01 88.01 88.01 -0.79 2,850 19,850 -116
Sep08 080117 87.73 87.73 87.73 87.73 -0.79 832 39,357 +58
Oct08 080117 87.45 87.45 87.45 87.45 -0.79 409 31,748 -3
Nov08 080117 87.19 87.19 87.19 87.19 -0.79 358 21,963 -57
Dec08 080117 88.60 88.60 86.85 86.93 -0.79 19,134 176,268 -1,201
Jan09 080117 86.67 86.67 86.67 86.67 -0.77 150 24,981 -69
Feb09 080117 86.43 86.43 86.43 86.43 -0.75 125 13,060 -110
Mar09 080117 86.20 86.20 86.20 86.20 -0.73 97 8,139 +1
Apr09 080117 85.98 85.98 85.98 85.98 -0.70 22 9,664 -6
May09 080117 85.77 85.77 85.77 85.77 -0.68 10 13,216 -10
Total Volume and Open Interest 702,882 1,411,771 -46,301
Heating Oil(NYM)
Feb08 080117 255.00 255.50 250.20 250.35 -1.49 33,929 50,515 -2,798
Mar08 080117 253.50 254.00 248.80 248.82 -1.62 19,013 68,328 -4
Apr08 080117 245.27 245.27 245.27 245.27 -1.57 7,148 22,865 +221
May08 080117 241.87 241.87 241.87 241.87 -1.57 2,884 12,109 +97
Jun08 080117 239.92 239.92 239.92 239.92 -1.42 6,861 16,911 -233
Jul08 080117 239.67 239.67 239.67 239.67 -1.32 988 6,614 -218
Aug08 080117 239.77 239.77 239.77 239.77 -1.37 341 1,647 +48
Sep08 080117 240.77 240.77 240.77 240.77 -1.37 573 5,089 +181
Oct08 080117 242.52 242.52 242.52 242.52 -1.52 228 1,521 -24
Nov08 080117 244.47 244.47 244.47 244.47 -1.52 71 1,178 +23
Dec08 080117 246.32 246.32 246.32 246.32 -1.52 2,574 8,940 -571
Jan09 080117 247.52 247.52 247.52 247.52 -1.52 593 3,067 +241
Total Volume and Open Interest 75,767 206,731 -2,928
Gasoline(NYMEX)
Feb08 080117 228.55 231.55 225.42 226.68 -1.15 36,908 40,349 -3,289
Mar08 080117 232.45 235.35 229.42 230.68 -1.10 19,632 64,544 +1,981
Apr08 080117 246.47 249.72 243.90 244.98 -1.05 12,950 31,007 -89
May08 080117 247.90 250.61 245.00 245.98 -1.20 9,185 30,215 +1,554
Jun08 080117 246.64 250.15 244.84 245.83 -1.30 6,447 20,973 +618
Jul08 080117 247.50 247.79 243.91 244.58 -1.40 2,191 6,453 +499
Aug08 080117 243.00 243.51 241.60 242.38 -1.60 643 3,825 +4
Sep08 080117 240.93 240.93 238.83 239.18 -1.75 1,490 6,826 +708
Oct08 080117 226.30 226.99 225.26 225.98 -1.85 1,109 3,686 +634
Nov08 080117 221.99 222.03 221.99 222.03 -1.90 224 2,110 -25
Total Volume and Open Interest 92,181 225,023 +2,912
e-MiNY RBOB Gasoline(NYMEX)
Feb08 071228 252.50 252.50 247.82 247.82 -4.10 0 10 +0
Mar08 080117 230.68 230.68 230.68 230.68 -1.10 0 10 +0
Apr08 080117 244.98 244.98 244.98 244.98 -1.05      
May08 080117 245.98 245.98 245.98 245.98 -1.20      
Total Volume and Open Interest 0 34 +0
Natural Gas(NYM)
Feb08 080117 8.080 8.175 7.960 8.081 -0.052 62,646 58,493 -1,518
Mar08 080117 7.980 8.075 7.905 8.018 -0.042 37,203 146,969 +3,166
Apr08 080117 7.920 8.030 7.865 7.978 -0.045 20,487 65,059 -1,530
May08 080117 8.010 8.010 7.970 8.003 -0.048 11,163 60,871 +2,944
Jun08 080117 8.040 8.077 8.040 8.077 -0.047 3,079 28,631 +184
Jul08 080117 8.115 8.151 8.115 8.151 -0.046 1,115 24,916 +67
Aug08 080117 8.180 8.219 8.180 8.219 -0.045 739 22,281 +28
Sep08 080117 8.200 8.228 8.200 8.228 -0.044 1,296 16,627 -215
Oct08 080117 8.270 8.303 8.270 8.303 -0.043 2,611 47,117 +181
Nov08 080117 8.548 8.548 8.548 8.548 -0.061 1,408 28,723 +168
Dec08 080117 8.858 8.858 8.858 8.858 -0.071 1,855 26,644 +415
Jan09 080117 9.078 9.078 9.078 9.078 -0.078 2,037 49,755 +533
Feb09 080117 9.083 9.083 9.083 9.083 -0.078 66 8,687 +11
Mar09 080117 8.830 8.863 8.830 8.863 -0.078 1,417 34,302 +0
Apr09 080117 8.038 8.038 8.038 8.038 -0.053 486 31,823 -68
May09 080117 8.025 8.025 8.025 8.025 -0.053 147 23,312 +10
Total Volume and Open Interest 148,797 884,978 +4,585
Brent Crude Oil(ICE)
Mar08 080117 89.60 90.69 88.21 88.75 -0.75 121,804 97,443 +675
Apr08 080117 89.40 90.40 88.00 88.52 -0.78 37,871 105,336 +910
May08 080117 89.25 90.06 87.81 88.32 -0.78 16,426 23,580 -1,939
Jun08 080117 89.18 89.90 87.62 88.13 -0.77 19,161 37,810 +2,137
Jul08 080117 88.98 89.52 87.65 87.96 -0.77 5,552 13,167 +558
Aug08 080117 88.79 89.30 87.36 87.78 -0.79 0 8,537 -247
Sep08 080117 88.60 88.60 87.58 87.61 -0.79 0 9,346 +129
Oct08 080117 87.44 87.44 87.44 87.44 -0.79 0 8,071 -299
Nov08 080117 87.27 87.27 87.27 87.27 -0.77 0 6,591 +254
Dec08 080117 88.25 88.70 86.74 87.10 -0.76 10,682 49,485 +1,650
Jan09 080117 86.96 86.96 86.96 86.96 -0.74 0 11,707 +25
Feb09 080117 86.82 86.82 86.82 86.82 -0.72 0 4,755 +0
Mar09 080117 86.68 86.68 86.68 86.68 -0.70 0 4,396 +0
Apr09 080117 86.54 86.54 86.54 86.54 -0.69 0 5,226 +0
Total Volume and Open Interest 228,390 480,418 -23,965
Gas Oil(ICE)
Feb08 080117 788.25 800.00 779.75 786.00 +5.50 47,688 57,529 -666
Mar08 080117 781.25 792.00 772.75 778.75 +4.75 32,292 50,574 -3,883
Apr08 080117 778.00 784.00 765.50 771.50 +4.25 13,346 21,346 +726
May08 080117 772.50 777.00 760.50 765.50 +3.75 4,197 16,140 +726
Jun08 080117 767.00 773.50 757.50 762.25 +3.75 4,554 28,382 +367
Jul08 080117 766.00 769.00 761.25 762.75 +3.75 706 7,362 -179
Aug08 080117 765.00 765.00 764.00 765.00 +3.50 241 3,924 +54
Sep08 080117 767.25 767.25 766.25 767.25 +3.50 193 2,977 -42
Oct08 080117 768.75 768.75 768.75 768.75 +3.25 105 2,295 +60
Nov08 080117 769.50 769.50 769.50 769.50 +3.75 240 1,650 +135
Total Volume and Open Interest 107,830 225,806 -1,833
US Dollar Index(ICE)
Mar08 080117 76.295 76.615 76.055 76.300 -0.060 10,977 32,230 -1,083
Jun08 080117 76.400 76.450 76.400 76.450 -0.020 0 5,640 -1
Sep08 080117 76.660 76.660 76.660 76.660 +0.020 0 502 +0
Total Volume and Open Interest 10,977 38,372 -1,084
Australian Dollar(CME)
Mar08 080117 87.70 87.70 87.65 87.68 +0.04 3,139 77,234 -3,640
Jun08 080117 86.90 86.90 86.90 86.90 +0.05 0 626 +77
Sep08 080117 86.00 86.00 86.00 86.00 +0.05 0 76 +0
Total Volume and Open Interest 3,139 78,079 -3,562
British Pound(CME)
Mar08 080117 196.49 197.15 196.49 196.63 +0.69 1,079 85,031 +1,355
Jun08 080117 195.81 195.81 195.81 195.81 +0.69 1 460 +43
Sep08 080117 194.89 194.89 194.89 194.89 +0.61 0 9 +0
Total Volume and Open Interest 1,080 85,559 +1,398
Canadian Dollar(CME)
Mar08 080117 97.79 97.85 97.03 97.07 -0.66 3,400 78,674 +3,142
Jun08 080117 97.20 97.20 96.97 96.97 -0.67 3 4,036 +72
Sep08 080117 96.84 96.84 96.84 96.84 -0.68 331 1,569 +234
Dec08 080117 96.71 96.71 96.71 96.71 -0.69 11 875 +38
Total Volume and Open Interest 3,747 85,314 +3,487
Japanese Yen(CME)
Mar08 080117 94.11 94.12 93.57 93.92 +0.50 2,149 176,706 +1,501
Jun08 080117 94.56 94.56 94.56 94.56 +0.50 6 26,742 -59
Sep08 080117 95.12 95.12 95.12 95.12 +0.45 0 485 +0
Total Volume and Open Interest 2,155 203,995 +1,447
Swiss Franc(CME)
Mar08 080117 91.21 91.21 91.07 91.10 +0.03 1,444 65,897 -1,225
Jun08 080117 91.32 91.32 91.32 91.32 +0.03 0 376 +12
Sep08 080117 91.47 91.47 91.47 91.47 +0.03 0 21 -2
Total Volume and Open Interest 1,444 66,332 -1,224
EuroFX(CME)
Mar08 080117 146.85 146.90 146.50 146.67 +0.13 6,677 166,760 -6,884
Jun08 080117 146.40 146.40 146.40 146.40 +0.13 4 2,552 -96
Sep08 080117 146.06 146.06 146.06 146.06 +0.13 300 313 -248
Total Volume and Open Interest 6,981 169,793 -7,210
Mexican Peso(CME)
Feb08 080117 910.8 910.8 910.8 910.8 -0.5 0 110 +0
Mar08 080117 910.0 910.0 908.2 908.5 -0.5 5,370 84,701 +3,853
Total Volume and Open Interest 5,370 86,061 +3,853
30-Year T-Bonds(CBOT)
Mar08 080117 118~28 120~14 118~26 120~03 +0~29 543,489 1,029,304 -7,459
Jun08 080117 118~13 119~21 118~04 119~12 +0~29 1,763 21,224 +508
Sep08 080117 118~03 118~20 118~03 118~20 +0~22 8 25 +7
Total Volume and Open Interest 545,260 1,050,559 -6,944
10-Year T-Notes(CBOT)
Mar08 080117 115~275 116~265 115~235 116~175 +0~165 1,551,271 2,354,448 -53,872
Jun08 080117 115~080 116~000 115~050 115~275 +0~165 10,368 43,137 +1,245
Sep08 071231 112~225 112~225 112~225 112~225 +112~225      
Total Volume and Open Interest 851,890 2,252,548  
5-Year T-Notes(CBOT)
Mar08 080117 112~120 112~245 112~060 112~245 +0~110 843,788 0 +0
Jun08 080117 112~060 112~185 112~060 112~185 +0~110 17,141 0 +0
Total Volume and Open Interest 860,929    
2 Year T-Notes(CBOT)
Mar08 080117 106~012 106~038 106~012 106~038 +0~014 2,678 1,054,290 -15,719
Jun08 080117 106~038 106~038 106~038 106~038 +0~014      
Total Volume and Open Interest 2,678 1,054,290 -15,719
Eurodollars(CME)
Mar08 080117 96.400 96.465 96.355 96.450 +0.030 14,303 1,810,426 -17,846
Jun08 080117 96.845 97.000 96.840 96.995 +0.090 13,388 1,719,078 +7,847
Sep08 080117 97.090 97.220 97.055 97.210 +0.105 29,693 1,581,392 -5,204
Dec08 080117 97.175 97.290 97.130 97.280 +0.100 27,537 1,566,276 +15,360
Mar09 080117 97.145 97.285 97.140 97.275 +0.085 24,817 1,174,088 +7,513
Jun09 080117 97.065 97.195 97.065 97.185 +0.075 25,037 752,541 +717
Sep09 080117 96.935 97.050 96.935 97.045 +0.065 14,878 681,669 +1,254
Dec09 080117 96.815 96.890 96.780 96.890 +0.065 8,403 491,076 +12,698
Mar10 080117 96.655 96.740 96.655 96.735 +0.065 7,940 292,080 +6,935
Jun10 080117 96.475 96.565 96.475 96.560 +0.070 8,276 262,679 +2,525
Sep10 080117 96.280 96.400 96.275 96.400 +0.075 5,460 188,743 +2,544
Dec10 080117 96.135 96.260 96.135 96.260 +0.080 8,349 146,076 +7,314
Mar11 080117 96.035 96.135 96.035 96.135 +0.080 4,794 115,942 -989
Jun11 080117 95.945 96.005 95.945 96.005 +0.080 3,465 99,144 +1,195
Sep11 080117 95.885 95.885 95.885 95.885 +0.080 3,479 72,630 -2,104
Dec11 080117 95.630 95.770 95.630 95.770 +0.085 5,202 62,776 -1,051
Mar12 080117 95.605 95.685 95.605 95.680 +0.090 1,449 58,997 +169
Jun12 080117 95.465 95.580 95.465 95.580 +0.090 2,360 46,536 +929
Total Volume and Open Interest 215,047 11,342,396 +38,724
30 Day Federal Funds(CBOT)
Jan08 080117 4.110 4.115 4.110 4.115 unch 294 121,737 -8,838
Feb08 080117 4.605 4.610 4.595 4.610 +0.010 350 137,985 -12,347
Mar08 080117 4.725 4.785 4.725 4.785 +0.035 80 47,283 +3,408
Apr08 080117 4.925 4.960 4.925 4.960 +0.040 63 25,244 +2,003
May08 080117 5.205 5.205 5.205 5.205 +0.055 13 26,310 +4,299
Jun08 080117 5.255 5.255 5.255 5.255 +0.060 0 8,727 +2,029
Total Volume and Open Interest 800 383,587 -9,343
30 Day Fed Funds(e-CBOT)
Jan08 080117 95.860 95.890 95.850 95.865 -0.005 28,714 0 +0
Feb08 080117 96.340 96.400 96.305 96.360 +0.010 52,470 0 +0
Mar08 080117 96.500 96.575 96.465 96.535 +0.035 16,483 0 +0
Apr08 080117 96.670 96.745 96.620 96.710 +0.040 12,604 0 +0
May08 080117 96.875 96.990 96.825 96.955 +0.050 14,584 0 +0
Jun08 080117 96.930 97.045 96.885 97.005 +0.060 4,901 0 +0
Total Volume and Open Interest 130,319    
3-Mth Euro-Yen(CME)
Mar08 080117 99.22 99.22 99.22 99.22 unch 8 12,292 -293
Jun08 080117 99.37 99.37 99.37 99.37 +0.01 2 6,445 +40
Sep08 080117 99.40 99.40 99.40 99.40 unch 2,000 7,204 +1,975
Dec08 080117 99.36 99.36 99.36 99.36 unch 1 2,052 -29
Mar09 080117 99.30 99.30 99.30 99.30 unch 1 661 -1
Jun09 080117 99.26 99.26 99.26 99.26 +0.01 0 156 +0
Sep09 080117 99.21 99.21 99.21 99.21 +0.01 0 350 +0
Dec09 080117 99.15 99.15 99.15 99.15 +0.01      
Mar10 080117 99.11 99.11 99.11 99.11 -0.01      
Jun10 080117 99.06 99.06 99.06 99.06 -0.01      
Total Volume and Open Interest 2,012 29,160 +1,692
3-Mth Euro-Yen(SGX)
Mar08 080117 99.22 99.22 99.21 99.21 -0.01 347 52,451 +928
Jun08 080117 99.36 99.38 99.36 99.36 0.00 1,045 19,939 +770
Sep08 080117 99.39 99.40 99.38 99.39 -0.01 460 21,488 +766
Dec08 080117 99.38 99.38 99.34 99.36 -0.01 355 15,623 -252
Mar09 080117 99.32 99.33 99.30 99.32 -0.01 85 6,038 -33
Jun09 080117 99.28 99.28 99.28 99.28 -0.01 15 1,592 +0
Sep09 080117 99.23 99.23 99.23 99.23 -0.01 0 558 +0
Dec09 080117 99.17 99.17 99.17 99.17 -0.01 0 260 +0
Total Volume and Open Interest 2,307 122,599 +2,179
Japanese Gov't Bonds(SGX)
Mar08 080116 138.25 138.30 138.10 138.15 +0.20 3,939 35,532 +1,089
Jun08 080117 137.88 137.88 137.88 137.88 -0.27      
Sep08 080117 137.88 137.88 137.88 137.88 -0.27      
Total Volume and Open Interest 2,245 35,196 -676
Euro-Bund(EUREX)
Mar08 080117 116.09 116.55 115.79 116.17 -0.06 1,236,965 1,270,014 +17,241
Jun08 080117 115.61 116.14 115.41 115.78 -0.06 849 1,211 +576
Sep08 080117 115.71 115.77 115.71 115.77 +0.04 1,000 2 +0
Total Volume and Open Interest 1,238,814 1,271,227 +17,817
Euro-Bobl(EUREX)
Mar08 080117 110.00 110.32 109.84 110.07 +0.02 612,977 1,130,093 +6,321
Jun08 080117 44.48 44.52 44.48 44.52 +0.01 9,386 12,586 +6,934
Sep08 080117 45.03 45.03 45.03 45.03 +0.01      
Total Volume and Open Interest 622,363 1,142,679 +13,255
3-Mth Euribor(EUREX)
Mar08 080117 95.660 95.705 95.660 95.690 +0.015 1,646 20,322 +57
Jun08 080117 95.895 95.950 95.895 95.935 +0.015 515 6,810 +185
Sep08 080117 96.150 96.160 96.110 96.160 +0.040 238 4,586 +62
Total Volume and Open Interest 3,771 40,172 +1,296
Long Gilt(LIFFE)
Mar08 080117 111~07 111~08 110~20 111~04 -0~08 102,891 381,381 +4,332
Jun08 080117 111~11 111~11 111~11 111~11 -0~09      
Total Volume and Open Interest 102,891 381,381 +4,332
3-Mth Short Sterling(LIFFE)
Mar08 080117 94.60 94.60 94.60 94.60 -0.08 92,435 458,838 -624
Jun08 080117 94.91 94.91 94.91 94.91 -0.10 88,735 629,066 +17,482
Sep08 080117 95.16 95.16 95.16 95.16 -0.06 133,061 449,842 +7,715
Dec08 080117 95.32 95.32 95.32 95.32 -0.04 104,524 414,736 -1,354
Mar09 080117 95.40 95.40 95.40 95.40 -0.02 76,090 310,309 -2,647
Jun09 080117 95.39 95.39 95.39 95.39 -0.02 46,600 184,595 +1,826
Total Volume and Open Interest 618,008 2,771,684 +26,363
3-Mth Euribor(LIFFE)
Mar08 080117 95.665 95.715 95.655 95.680 +0.005 197,397 654,301 -6,650
Jun08 080117 95.900 95.965 95.875 95.915 -0.005 183,913 715,585 -1,375
Sep08 080117 96.100 96.175 96.075 96.130 +0.015 191,858 555,919 -3,638
Total Volume and Open Interest 1,131,798 3,874,962 +47,840
3-Mth Aus T-Bills(SFE)
Mar08 080117 92.74 92.77 92.71 92.75 unch 23,313 362,971 +12,302
Jun08 080117 92.69 92.74 92.66 92.72 +0.01 23,342 290,108 +18,212
Sep08 080117 92.71 92.75 92.68 92.73 +0.01 22,451 207,907 +22,308
Dec08 080117 92.73 92.76 92.69 92.74 +0.01 10,124 94,823 +10,088
Mar09 080117 92.73 92.77 92.70 92.76 +0.02 2,856 58,197 +3,097
Jun09 080117 92.72 92.79 92.72 92.77 +0.01 3,105 45,530 +914
Sep09 080117 92.72 92.78 92.72 92.78 +0.02 929 30,815 +800
Dec09 080117 92.74 92.80 92.74 92.79 +0.02 68 5,779 +53
Mar10 080117 92.80 92.80 92.80 92.80 +0.02 0 851 +0
Jun10 080117 92.82 92.82 92.82 92.82 +0.02 0 490 +0
Total Volume and Open Interest 86,188 1,098,065 +67,774
10-Year Aus T-Bonds(SFE)
Mar08 080117 93.97 94.04 93.97 94.00 -0.04 42,366 504,233 +23,915
Jun08 080117 94.00 94.00 94.00 94.00 -0.04      
Total Volume and Open Interest 42,366 504,233 +23,915
3-Year Aus T-Bonds(SFE)
Mar08 080117 93.48 93.54 93.45 93.50 -0.03 103,158 699,230 +50,357
Jun08 080117 93.50 93.50 93.50 93.50 -0.03      
Total Volume and Open Interest 103,158 699,230 +50,357
Gold(CMX)
Feb08 080117 888.0 890.0 877.0 880.5 -1.5 203,124 256,695 -9,958
Apr08 080117 893.5 897.0 886.0 886.6 -1.6 26,993 140,680 +2,452
Jun08 080117 895.0 895.0 892.0 892.0 -1.6 2,967 56,021 +1,572
Aug08 080117 903.0 903.0 896.7 896.7 -1.6 2,149 32,595 +1,075
Oct08 080117 901.1 901.1 901.1 901.1 -1.6 57 3,796 +14
Dec08 080117 914.0 914.0 905.2 905.2 -1.6 650 28,800 +210
Feb09 080117 909.5 909.5 909.5 909.5 -1.7 10 23,279 +6
Apr09 080117 913.5 913.5 913.5 913.5 -1.8 6 4,480 +0
Jun09 080117 917.7 917.7 917.7 917.7 -1.9 19 9,949 -3
Aug09 080117 922.1 922.1 922.1 922.1 -2.0 8 9 +0
Oct09 080117 926.6 926.6 926.6 926.6 -2.1      
Dec09 080117 931.2 931.2 931.2 931.2 -2.3 38 16,324 +35
Total Volume and Open Interest 236,337 589,323 -4,627
Silver(CMX)
Mar08 080117 1602.0 1616.0 1588.0 1601.0 +11.5 43,860 84,632 -1,421
May08 080117 1623.5 1623.5 1602.0 1611.8 +11.5 3,439 19,590 +668
Jul08 080117 1632.5 1632.5 1609.5 1620.4 +11.4 1,452 22,844 +371
Sep08 080117 1638.0 1638.5 1615.5 1627.6 +11.5 819 21,343 +765
Dec08 080117 1649.5 1649.5 1627.5 1637.6 +11.4 1,244 17,646 +584
Mar09 080117 1649.4 1649.4 1649.4 1649.4 +11.4 1 744 +0
May09 080117 1657.3 1657.3 1657.3 1657.3 +11.1 2 4 +0
Total Volume and Open Interest 50,901 178,509 +965
Platinum(NYMEX)
Jan08 080117 1569.3 1569.3 1569.3 1569.3 -1.3 1 143 +0
Apr08 080117 1566.0 1571.0 1565.0 1565.8 -1.3 1,760 17,637 +7
Jul08 080117 1565.7 1565.7 1565.7 1565.7 -1.3 18 0 +0
Oct08 080117 1574.2 1574.2 1574.2 1574.2 -1.3      
Total Volume and Open Interest 1,779 17,780 +7
Palladium(NYMEX)
Mar08 080117 372.10 377.00 371.00 376.25 -1.60 1,454 15,501 +181
Jun08 080117 380.50 380.50 380.50 380.50 -1.60 34 1,733 +16
Sep08 080117 384.70 384.70 384.70 384.70 -1.60 22 273 +0
Total Volume and Open Interest 1,525 18,192 +200
Copper(CMX)
Mar08 080117 321.50 323.25 314.30 318.20 +0.95 11,948 55,697 -1,432
May08 080117 324.00 324.00 315.75 320.05 +0.70 1,754 13,649 +417
Jul08 080117 322.75 322.75 316.25 320.20 +0.45 629 3,375 +342
Sep08 080117 316.75 319.65 316.75 319.65 +0.20 25 1,662 +2
Dec08 080117 314.50 318.15 314.50 318.15 -0.05 113 2,220 +22
Total Volume and Open Interest 15,226 82,979 -870
Aluminum(CMX)
Jan08 080117 107.00 107.00 107.00 107.00 -1.00      
Feb08 080117 107.00 107.00 107.00 107.00 -1.00      
Mar08 080117 107.00 107.00 107.00 107.00 -1.00      
Apr08 080117 107.00 107.00 107.00 107.00 -1.00      
May08 080117 107.00 107.00 107.00 107.00 -1.00      
Jun08 080117 107.00 107.00 107.00 107.00 -1.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080117 12530 12550 12160 12216 -274 4,495 28,013 +171
Jun08 080117 12355 12355 12250 12258 -274 6 50 -3
Sep08 080117 12323 12323 12323 12323 -274 0 1 +0
Dec08 080117 12393 12393 12393 12393 -274      
Total Volume and Open Interest 4,501 28,064 +168
S & P 500(CME)
Mar08 080117 1381.50 1382.50 1334.50 1339.70 -36.40 48,484 559,000 +8,202
Jun08 080117 1387.50 1387.50 1344.70 1344.70 -36.90 487 4,674 +528
Sep08 080117 1373.00 1375.00 1348.50 1348.50 -37.60 0 339 -100
Dec08 080117 1395.00 1395.00 1351.00 1351.00 -38.30 403 4,005 +399
Total Volume and Open Interest 49,377 568,029 +9,032
S & P 500 E-Mini(Globex)
Mar08 080117 1377.25 1389.25 1334.00 1339.75 -36.25 3,222,442 2,199,932 +81,323
Jun08 080117 1381.00 1394.00 1339.50 1344.75 -36.75 1,929 22,008 +1,048
Total Volume and Open Interest 3,224,371 2,221,948 +82,369
NASDAQ 100(CME)
Mar08 080117 1892.00 1904.50 1848.00 1856.00 -25.00 6,045 42,999 +1,508
Jun08 080117 1870.50 1870.50 1870.50 1870.50 -25.00 25 50 +25
Sep08 080117 1890.50 1890.50 1890.50 1890.50 -25.00      
Total Volume and Open Interest 6,070 43,049 +1,533
NASDAQ 100 E-Mini(Globex)
Mar08 080117 1883.00 1905.00 1848.80 1856.00 -25.00 707,613 355,139 -2,949
Jun08 080117 1903.50 1918.30 1863.00 1870.50 -25.00 164 506 +20
Total Volume and Open Interest 707,777 355,645 -2,929
S & P Midcap 400(CME)
Mar08 080117 786.00 787.75 761.00 762.70 -21.70 98 6,621 -260
Jun08 080117 769.50 769.50 769.50 769.50 -21.70      
Sep08 080117 777.45 777.45 777.45 777.45 -21.70 0 55 +0
Total Volume and Open Interest 98 6,678 -260
Russell 2000(CME)
Mar08 080117 704.00 705.00 681.00 684.00 -16.80 1,237 41,281 +485
Jun08 080117 685.55 685.55 685.55 685.55 -16.85 0 7 +0
Sep08 080117 688.05 688.05 688.05 688.05 -16.85 0 25 +0
Total Volume and Open Interest 1,237 41,313 +485
Russell 2000 E-Mini(Globex)
Mar08 080117 700.70 707.50 681.10 684.00 -16.80 348,076 653,764 +6,965
Jun08 080117 709.90 709.90 682.40 685.60 -16.80 186 189 +15
Sep08 080117 709.50 709.60 686.70 688.10 -16.80 50 77 +50
Total Volume and Open Interest 348,312 654,030 +7,030
Value Line(KCBT)
Mar08 080117 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080117 13570 13825 13480 13735 +230 107,160 211,698 +2,594
Jun08 080117 13505 13755 13435 13725 +280 4 99 +0
Total Volume and Open Interest 107,164 211,918 +2,594
Nikkei 225(SGX)
Mar08 080117 13570 13825 13480 13735 +230 107,160 211,698 +2,594
Jun08 080117 13505 13755 13435 13725 +280 4 99 +0
Sep08 080117 13745 13745 13745 13745 +280 0 40 +0
Total Volume and Open Interest 107,164 211,918 +2,594
CAC 40(EURONEXT)
Jan08 080117 5254.0 5281.0 5124.0 5154.5 -70.5 379,765 648,078 +65,673
Feb08 080117 5254.0 5297.0 5141.0 5170.0 -70.5 180,081 265,516 +144,974
Mar08 080117 5307.5 5310.0 5168.0 5190.5 -70.5 2,516 56,690 +1,715
Total Volume and Open Interest 562,443 972,052 +212,394
Hang Seng Index(HKFE)
Jan08 080117 24804 25416 23972 25090 +371 7,419 51,148 -39,984
Feb08 080117 24835 25455 24050 25100 +327 127 925 +503
Mar08 080117 24750 25329 24000 25070 +320 48 855 -100
Total Volume and Open Interest 7,627 53,026 -39,501
DAX(EUREX)
Mar08 080117 7560.0 7608.0 7371.5 7470.5 -78.5 280,536 252,409 +9,967
Jun08 080117 7658.0 7685.0 7450.0 7548.5 -78.5 1,015 18,173 +392
Sep08 080117 7736.0 7757.0 7565.0 7623.0 -79.0 151 524 +23
Total Volume and Open Interest 281,702 271,106 +10,382
FT-SE 100(EURONEXT)
Mar08 080117 5982.00 6020.00 5856.50 5888.50 -62.00 199,808 478,196 +7,212
Jun08 080117 6027.00 6027.50 5908.50 5908.50 -61.50 91 9,110 +48
Sep08 080117 6040.50 6040.50 5920.00 5920.00 -61.00 27 2,025 +25
Total Volume and Open Interest 199,926 491,331 +7,285
SPI 200(SFE)
Mar08 080117 5782.0 5854.0 5778.0 5792.0 -25.0 38,688 268,195 +12,966
Jun08 080117 5882.0 5901.0 5844.0 5844.0 -26.0 409 2,474 +90
Sep08 080117 5851.0 5851.0 5851.0 5851.0 -30.0 1 1,235 +1
Total Volume and Open Interest 39,389 274,273 +13,158
GSCI(CME)
Feb08 080117 596.50 596.50 596.50 596.50 -0.50 660 21,168 +8
Mar08 080117 596.50 596.50 596.50 596.50 +5.65      
Apr08 080117 596.50 603.00 594.00 596.50 -2.00      
Total Volume and Open Interest 949 22,748  
RJ/CRB Index(ICE)
Feb08 080117 490.50 492.75 487.50 492.75 +1.25 30 269 -147
Apr08 080117 495.00 495.75 490.00 495.75 +1.25 19 847 -1
Jun08 080117 498.00 498.75 497.50 498.75 +1.25 1 203 +150
Total Volume and Open Interest 52 1,324 +2
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!!!