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 March 06, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar08 080306 1495.00 1495.00 1440.00 1443.00 -47.50 1,543 3,989 -1,779
May08 080306 1512.50 1513.00 1458.50 1458.75 -49.75 15,401 244,819 -1,543
Jul08 080306 1523.00 1523.00 1469.50 1471.00 -48.50 5,144 107,127 +3,134
Aug08 080306 1495.00 1495.00 1448.00 1460.00 -38.00 107 9,307 +196
Sep08 080306 1440.00 1440.00 1400.00 1405.00 -35.00 942 7,530 +873
Nov08 080306 1390.00 1390.50 1341.50 1361.50 -30.00 4,080 141,478 -182
Jan09 080306 1387.00 1395.00 1350.50 1369.00 -31.50 214 10,172 +139
Total Volume and Open Interest 29,059 568,437 +953
Soybean Meal(CBOT)
Mar08 080306 368.00 376.50 363.00 367.00 -8.80 1,107 3,919 -1,589
May08 080306 381.50 382.50 368.80 370.30 -11.70 8,672 90,999 +203
Jul08 080306 377.60 385.00 372.00 373.80 -10.10 3,200 49,609 -483
Aug08 080306 376.50 378.00 367.50 368.80 -7.20 757 12,583 +288
Sep08 080306 363.00 363.50 355.00 358.80 -4.70 1,298 9,838 +647
Oct08 080306 333.00 338.50 330.00 337.00 +1.30 772 10,684 +33
Dec08 080306 329.50 334.00 326.00 332.50 +1.00 3,699 49,644 +981
Jan09 080306 335.00 335.00 328.00 331.70 +0.70 50 2,995 +70
Total Volume and Open Interest 21,122 237,333 +943
Soybean Oil(CBOT)
Mar08 080306 66.05 66.05 63.70 63.70 -2.85 1,483 3,078 -1,976
May08 080306 67.55 67.55 65.33 65.33 -2.00 10,838 145,445 -4,263
Jul08 080306 67.25 67.25 66.05 66.05 -2.00 2,545 66,037 +982
Aug08 080306 67.50 67.50 66.30 66.30 -2.00 418 9,158 +18
Sep08 080306 67.45 67.50 66.20 66.20 -2.00 859 8,097 +578
Oct08 080306 66.85 67.20 65.95 65.95 -2.00 203 6,285 +204
Dec08 080306 67.20 67.70 66.53 66.53 -2.00 3,107 48,243 -768
Jan09 080306 67.25 67.25 66.75 66.75 -2.00 55 1,795 +19
Total Volume and Open Interest 21,435 293,482 -4,098
Canola(WCE)
Mar08 080306 3.6 3.6 3.6 3.6 -30.0 30 98 -45
May08 080306 42.5 49.6 13.6 13.6 -30.0 7,629 83,359 +1,041
Jul08 080306 52.1 60.1 21.5 21.5 -30.0 3,727 30,876 +830
Total Volume and Open Interest 16,351 183,650 +3,101
Corn(CBOT)
Mar08 080306 560.00 560.00 547.00 557.00 unch 2,021 10,977 -2,254
May08 080306 570.00 571.00 557.50 567.25 +0.25 15,035 552,232 -5,142
Jul08 080306 582.50 583.00 569.75 579.00 unch 4,315 272,932 +7,139
Sep08 080306 576.00 580.25 570.50 579.00 +1.00 902 59,446 -63
Dec08 080306 578.50 581.25 570.25 579.25 +2.00 5,352 406,622 +247
Mar09 080306 581.25 589.50 576.50 586.75 +1.25 338 37,618 +481
Total Volume and Open Interest 29,999 1,450,789 +1,764
Wheat(CBOT)
Mar08 080306 1123.00 1123.00 1098.00 1114.00 +18.00 301 1,463 -489
May08 080306 1130.00 1134.00 1098.00 1125.00 +20.00 4,093 165,559 -762
Jul08 080306 1072.00 1087.00 1038.00 1075.00 +28.00 2,795 118,161 +1,064
Sep08 080306 1075.00 1090.00 1046.00 1090.00 +30.50 170 25,124 +386
Dec08 080306 1091.00 1105.00 1076.00 1090.50 +25.50 667 58,212 -100
Total Volume and Open Interest 8,208 396,812 -86
Wheat(KCBT)
Mar08 080306 1168.00 1170.00 1150.00 1170.00 +5.00 529 452 -736
May08 080306 1195.00 1198.00 1158.00 1182.50 +7.75 6,275 47,408 +66
Jul08 080306 1140.00 1155.00 1114.00 1140.00 +15.00 3,884 40,219 +216
Sep08 080306 1145.00 1160.00 1115.00 1140.00 +20.00 547 8,622 +83
Dec08 080306 1146.00 1170.00 1124.00 1165.00 +30.00 496 9,550 -79
Total Volume and Open Interest 11,950 114,005 -318
Wheat(MGE)
Mar08 080306 1600.00 1600.00 1600.00 1600.00 unch 18 44 -13
May08 080306 1420.00 1420.00 1379.75 1379.75 -60.00 2,288 14,630 +290
Jul08 080306 1250.00 1250.00 1200.00 1234.50 +4.50 1,297 9,288 +234
Sep08 080306 1160.00 1165.00 1125.00 1150.00 +6.00 1,976 13,398 +784
Dec08 080306 1150.00 1175.00 1130.00 1155.00 +7.00 792 11,910 +463
Total Volume and Open Interest 6,449 50,561 +1,820
Oats(CBOT)
Mar08 080306 410.00 410.00 410.00 410.00 -8.00 16 54 -6
May08 080306 427.00 429.00 416.00 419.25 -8.75 319 10,457 -67
Jul08 080306 426.00 433.00 426.00 429.00 -8.00 12 1,787 +45
Sep08 080306 437.00 437.00 437.00 437.00 -8.00 0 326 +0
Total Volume and Open Interest 448 15,605 +27
Rough Rice(CBOT)
Mar08 080306 17.79 17.79 17.79 17.79 -0.11 0 15 -46
May08 080306 18.35 18.37 17.98 18.01 -0.12 69 12,022 -152
Jul08 080306 18.50 18.50 18.27 18.27 -0.15 1 1,659 -32
Sep08 080306 17.25 17.25 17.15 17.15 -0.20 6 3,380 +87
Total Volume and Open Interest 98 19,807 -110
Live Cattle(CME)
Apr08 080306 90.800 91.150 89.900 89.950 -0.650 20,480 122,012 -4,888
Jun08 080306 92.500 92.800 92.000 92.100 -0.230 16,947 84,862 +3,558
Aug08 080306 96.800 96.980 96.150 96.200 -0.600 7,044 34,405 +611
Oct08 080306 102.300 102.500 101.900 102.050 -0.400 3,889 21,198 +1,081
Dec08 080306 103.600 104.350 103.600 103.850 +0.250 624 12,083 +174
Feb09 080306 104.930 105.400 104.730 105.400 +0.450 552 6,878 +207
Total Volume and Open Interest 49,637 283,217 +105
Feeder Cattle(CME)
Mar08 080306 100.500 101.000 99.750 99.800 -1.100 927 5,003 -293
Apr08 080306 103.750 104.400 103.000 103.080 -1.220 1,808 13,807 -70
May08 080306 107.650 108.250 106.800 107.100 -1.080 1,766 11,350 +218
Aug08 080306 110.900 111.600 110.500 110.785 -0.715 921 6,809 +112
Sep08 080306 110.950 111.600 110.950 111.200 -0.450 55 913 +31
Oct08 080306 111.700 111.900 111.285 111.500 -0.500 45 588 +23
Nov08 080306 111.300 111.400 111.000 111.200 -0.400 14 422 +11
Total Volume and Open Interest 5,551 39,191 +45
Lean Hogs(CME)
Apr08 080306 57.200 58.650 57.200 57.400 +0.615 14,259 91,506 -2,760
May08 080306 67.400 68.550 67.400 68.285 +0.855 152 3,117 +18
Jun08 080306 73.000 74.400 73.000 73.785 +0.985 13,354 46,810 -341
Jul08 080306 76.600 77.950 76.500 77.700 +1.000 4,967 20,198 +324
Aug08 080306 78.650 79.400 78.635 79.330 +0.680 2,146 14,378 +551
Oct08 080306 73.650 74.500 73.650 74.450 +0.900 1,685 15,294 -287
Dec08 080306 76.000 76.950 76.000 76.700 +0.700 1,906 20,388 +531
Feb09 080306 80.400 81.250 80.400 80.750 +0.450 890 8,912 +638
Total Volume and Open Interest 39,517 221,018 -1,212
Pork Bellies(CME)
Mar08 080306 85.400 86.200 84.500 84.500 -0.900 84 218 -21
May08 080306 88.250 89.700 86.900 87.050 -0.800 166 1,113 +5
Jul08 080306 88.500 90.100 88.500 88.600 -0.400 19 294 +8
Aug08 080306 88.100 88.100 88.100 88.100 -0.100 2 116 +2
Feb09 080306 98.500 98.500 98.500 98.500 unch      
Total Volume and Open Interest 271 1,741 -6
Class III Milk(CME)
Mar08 080306 18.21 18.21 18.21 18.21 +0.16 112 4,494 -30
Apr08 080306 17.03 17.10 17.03 17.10 +0.05 228 4,093 +5
May08 080306 16.92 16.92 16.92 16.92 +0.09 176 3,185 +68
Jun08 080306 17.00 17.00 17.00 17.00 +0.04 19 2,776 +1
Jul08 080306 17.18 17.18 17.18 17.18 +0.08 27 2,184 +4
Total Volume and Open Interest 978 29,166 +404
Cocoa(ICE)
Mar08 080306 2760 2824 2700 2725 -35 0 69 -7
May08 080306 2750 2845 2693 2720 -54 7,922 97,633 -4,619
Jul08 080306 2793 2859 2705 2740 -48 809 29,614 -157
Sep08 080306 2795 2849 2712 2743 -47 592 14,420 +148
Dec08 080306 2776 2820 2687 2700 -60 980 22,587 -149
Mar09 080306 2775 2791 2693 2712 -49 496 7,167 -28
May09 080306 2781 2791 2670 2712 -49 185 2,493 +107
Total Volume and Open Interest 11,065 175,973 -3,117
Coffee "C"(ICE)
Mar08 080306 161.70 163.10 151.35 152.50 -7.75 120 434 -182
May08 080306 162.20 165.95 152.90 154.30 -7.95 14,387 122,331 -4,534
Jul08 080306 164.60 168.15 155.35 156.85 -7.90 2,220 27,166 +1,555
Sep08 080306 168.00 170.00 157.65 158.85 -7.90 1,882 14,050 +921
Dec08 080306 170.95 173.00 160.50 161.75 -8.10 1,037 14,658 +638
Mar09 080306 173.85 175.60 164.45 164.60 -8.00 437 7,240 +155
Total Volume and Open Interest 20,107 190,979 -1,109
Orange Juice(ICE)
Mar08 080306 131.25 131.25 121.95 121.95 -6.30 13 8 -181
May08 080306 128.55 131.00 123.35 123.60 -4.70 1,228 22,534 +186
Jul08 080306 131.50 132.45 126.20 126.55 -4.60 545 4,412 +112
Sep08 080306 135.50 138.75 129.75 129.75 -3.95 107 1,597 +41
Nov08 080306 138.55 140.50 132.45 132.45 -4.50 127 672 +35
Jan09 080306 142.50 142.50 135.20 135.20 -3.90 10 949 +24
Total Volume and Open Interest 2,030 30,302 -101
Sugar #11(ICE)
May08 080306 14.50 14.62 13.50 13.78 -0.66 56,029 437,716 -4,658
Jul08 080306 14.69 14.86 13.77 14.05 -0.57 20,084 205,030 -906
Oct08 080306 14.99 15.11 14.08 14.36 -0.55 12,620 153,735 +3,749
Mar09 080306 15.35 15.48 14.50 14.80 -0.49 7,753 80,501 -983
May09 080306 15.25 15.37 14.49 14.80 -0.39 2,532 54,939 -1,555
Total Volume and Open Interest 101,896 1,014,768 +1,617
Sugar #14(ICE)
May08 080306 20.85 20.85 20.60 20.83 -0.02 216 3,255 +58
Jul08 080306 20.70 20.79 20.65 20.79 -0.07 30 1,965 -10
Sep08 080306 20.83 20.83 20.83 20.83 -0.02 5 1,476 +0
Nov08 080306 21.09 21.09 21.09 21.09 -0.04 0 813 +0
Jan09 080306 21.02 21.02 21.02 21.02 -0.02 0 339 +0
Total Volume and Open Interest 251 8,347 +48
London Cocoa(LCE)
Mar08 080306 1394 1416 1355 1355 -39 5,819 36,013 -2,580
May08 080306 1425 1452 1384 1390 -32 7,435 49,919 -18
Jul08 080306 1458 1486 1425 1428 -29 3,427 61,730 -316
Sep08 080306 1435 1454 1388 1393 -42 522 31,900 -149
Dec08 080306 1437 1450 1390 1396 -38 378 42,136 +42
Mar09 080306 1410 1427 1375 1375 -39 331 18,070 +174
May09 080306 1420 1423 1377 1379 -39 320 2,418 +245
Total Volume and Open Interest 18,383 243,651 -2,454
London Coffee(LCE)
Mar08 080306 2752.00 2793.00 2600.00 2618.00 -140.00 167 3,278 -144
May08 080306 2760.00 2815.00 2600.00 2628.00 -146.00 10,693 90,716 +1,271
Jul08 080306 2784.00 2827.00 2618.00 2636.00 -157.00 3,411 41,161 +508
Sep08 080306 2784.00 2827.00 2627.00 2634.00 -157.00 1,098 20,204 +119
Nov08 080306 2759.00 2802.00 2598.00 2598.00 -163.00 149 4,442 +90
Jan09 080306 2723.00 2747.00 2554.00 2554.00 -160.00 71 5,146 +47
Total Volume and Open Interest 15,589 164,947 +1,891
London Sugar(LCE)
May08 080306 385.00 387.70 360.00 363.70 -22.40 3,637 33,011 -1,304
Aug08 080306 393.50 393.90 370.50 373.20 -20.80 1,253 10,709 -368
Oct08 080306 398.00 398.50 379.20 379.20 -19.80 197 8,616 +3
Dec08 080306 402.50 402.50 382.70 382.70 -19.80 105 3,203 +57
Mar09 080306 387.70 387.70 387.70 387.70 -18.80 25 5,408 +0
Total Volume and Open Interest 5,227 66,074 -1,612
Cotton(ICE)
Mar08 080306 86.00 86.00 81.68 81.68 -5.57 12 832 -339
May08 080306 89.00 89.36 85.28 85.28 -4.22 37,155 147,190 -2,074
Jul08 080306 90.50 90.95 87.11 87.11 -4.26 23,279 50,520 +2,336
Oct08 080306 92.15 93.00 89.51 89.51 -4.00 149 1,800 -17
Dec08 080306 94.00 95.20 91.53 91.53 -3.25 21,684 85,470 -5,476
Mar09 080306 96.74 96.87 93.57 93.57 -4.00 669 7,097 +307
Total Volume and Open Interest 83,471 297,898 -1,308
Lumber(CME)
Mar08 080306 200.1 202.8 200.0 200.1 +0.1 450 1,193 -451
May08 080306 230.4 232.4 230.1 231.1 +0.7 956 8,697 -85
Jul08 080306 249.3 251.6 248.1 249.5 +0.4 138 2,046 +38
Sep08 080306 261.5 264.4 261.5 264.4 +0.5 35 915 +28
Total Volume and Open Interest 1,610 13,227 -462
Crude Oil(NYM)
Apr08 080306 104.75 105.47 103.00 105.47 +0.95 414,308 329,928 -3,447
May08 080306 103.50 104.67 102.30 104.67 +0.98 205,827 207,006 +14,612
Jun08 080306 102.64 103.78 101.60 103.78 +0.89 102,252 136,777 +2,170
Jul08 080306 102.10 103.09 101.60 103.09 +0.78 24,354 48,308 +2,693
Aug08 080306 101.78 102.57 100.13 102.54 +0.68 11,923 30,333 +859
Sep08 080306 102.12 102.12 102.12 102.12 +0.61 7,809 48,987 +128
Oct08 080306 101.77 101.77 101.77 101.77 +0.54 5,605 33,348 -969
Nov08 080306 101.46 101.46 101.46 101.46 +0.49 6,272 21,701 -747
Dec08 080306 100.10 101.18 100.00 101.18 +0.45 48,129 208,656 +1,561
Jan09 080306 100.93 100.93 100.93 100.93 +0.43 43 25,681 -3
Feb09 080306 100.71 100.71 100.71 100.71 +0.42 217 13,313 +205
Mar09 080306 100.49 100.49 100.49 100.49 +0.41 1,288 11,043 +676
Apr09 080306 100.29 100.29 100.29 100.29 +0.41 9 7,871 +6
May09 080306 100.10 100.10 100.10 100.10 +0.41 0 12,894 +0
Jun09 080306 99.85 99.95 99.85 99.95 +0.41 2,022 32,190 -553
Jul09 080306 99.84 99.84 99.84 99.84 +0.41 875 5,744 -88
Total Volume and Open Interest 852,114 1,454,274 +3,318
Heating Oil(NYM)
Apr08 080306 294.00 297.50 290.75 297.33 +3.02 55,475 79,897 -4,949
May08 080306 291.58 291.58 291.58 291.58 +2.72 31,230 50,471 +2,742
Jun08 080306 283.87 287.58 283.37 287.58 +2.52 26,127 34,372 -7
Jul08 080306 286.48 286.48 286.48 286.48 +2.62 10,108 11,060 -325
Aug08 080306 286.53 286.53 286.53 286.53 +2.72 3,732 6,053 +440
Sep08 080306 283.70 287.08 283.70 287.08 +2.72 2,985 9,409 +629
Oct08 080306 287.83 287.83 287.83 287.83 +2.72 642 2,184 +50
Nov08 080306 288.73 288.73 288.73 288.73 +2.67 1,099 2,885 +244
Dec08 080306 289.58 289.58 289.58 289.58 +2.47 6,355 21,535 -220
Jan09 080306 289.73 289.73 289.73 289.73 +2.37 695 5,324 +317
Feb09 080306 288.43 288.43 288.43 288.43 +2.22 9 1,165 +4
Mar09 080306 285.28 285.28 285.28 285.28 +2.07 105 1,240 +100
Total Volume and Open Interest 138,816 235,969 -1,047
Gasoline(NYMEX)
Apr08 080306 264.21 265.85 257.69 265.32 +1.11 72,698 73,596 -8,650
May08 080306 266.46 267.86 260.00 267.47 +0.91 30,880 47,359 +515
Jun08 080306 267.32 269.00 261.17 268.32 +0.61 21,626 35,189 -2,353
Jul08 080306 267.50 268.10 260.92 267.92 +0.51 7,827 14,435 +324
Aug08 080306 266.50 266.83 260.62 266.67 +0.51 3,109 9,164 -1,083
Sep08 080306 261.10 264.32 258.39 264.32 +0.41 4,092 13,597 +1,791
Oct08 080306 250.75 252.47 250.75 252.47 +0.31 3,187 7,226 +1,456
Nov08 080306 247.11 249.71 247.10 249.57 +0.26 1,341 3,569 +56
Dec08 080306 246.04 248.58 245.87 248.57 +0.21 3,098 10,152 +287
Jan09 080306 249.72 249.72 249.72 249.72 -1.79 9 3,488 +1
Total Volume and Open Interest 147,992 230,924 -7,637
e-MiNY RBOB Gasoline(NYMEX)
Apr08 080306 265.32 265.32 265.32 265.32 +1.11 2 24 +2
May08 080306 267.47 267.47 267.47 267.47 +0.91 0 4 +0
Jun08 080306 268.32 268.32 268.32 268.32 +0.61 0 3 +0
Jul08 080306 267.92 267.92 267.92 267.92 +0.51      
Total Volume and Open Interest 2 31 +2
Natural Gas(NYM)
Apr08 080306 9.780 9.815 9.650 9.742 +0.001 99,060 146,901 -8,382
May08 080306 9.825 9.850 9.700 9.792 +0.016 39,641 109,461 +1,372
Jun08 080306 9.790 9.860 9.730 9.851 +0.032 12,260 43,562 +1,171
Jul08 080306 9.845 9.915 9.845 9.915 +0.031 5,662 34,178 +161
Aug08 080306 9.900 10.015 9.900 9.962 +0.031 5,275 26,749 -67
Sep08 080306 9.962 9.962 9.962 9.962 +0.024 1,790 21,300 -777
Oct08 080306 10.100 10.100 10.027 10.027 +0.016 8,574 62,044 +209
Nov08 080306 10.320 10.320 10.252 10.252 -0.004 1,859 28,993 -68
Dec08 080306 10.640 10.640 10.567 10.567 -0.004 3,093 35,848 +745
Jan09 080306 10.850 10.850 10.782 10.782 -0.004 5,438 55,134 +476
Feb09 080306 10.800 10.800 10.681 10.737 -0.004 695 12,376 +122
Mar09 080306 10.540 10.540 10.467 10.467 -0.004 2,614 43,677 +514
Apr09 080306 9.100 9.100 9.017 9.017 -0.024 1,513 35,855 +360
May09 080306 8.861 8.887 8.861 8.887 -0.034 902 28,979 +334
Jun09 080306 8.893 8.929 8.893 8.929 -0.034 254 14,445 +111
Jul09 080306 9.060 9.060 8.981 8.981 -0.034 235 10,115 +15
Total Volume and Open Interest 192,525 929,850 -8,158
Brent Crude Oil(ICE)
Apr08 080306 101.67 102.95 100.28 102.61 +0.97 130,642 100,985 +0
May08 080306 101.27 102.47 99.75 102.05 +0.81 91,672 150,815 +0
Jun08 080306 101.00 102.13 99.46 101.77 +0.78 65,085 74,023 +0
Jul08 080306 100.45 101.66 99.19 101.45 +0.75 12,268 28,465 +0
Aug08 080306 100.17 101.34 98.91 101.13 +0.71 6,036 16,307 +0
Sep08 080306 99.97 101.07 98.79 100.87 +0.66 2,622 15,086 +0
Oct08 080306 99.87 100.87 98.64 100.68 +0.61 1,866 11,067 +0
Nov08 080306 99.68 100.67 98.43 100.48 +0.57 1,616 7,749 +0
Dec08 080306 99.40 100.52 98.28 100.27 +0.51 22,840 59,128 +0
Jan09 080306 99.95 100.12 99.70 100.12 +0.49 937 11,645 +0
Feb09 080306 99.96 99.96 99.96 99.96 +0.46 0 5,293 +0
Mar09 080306 99.84 99.84 99.84 99.84 +0.45 0 5,118 +0
Apr09 080306 99.72 99.72 99.72 99.72 +0.42 0 5,478 +0
May09 080306 99.62 99.62 99.62 99.62 +0.41 0 1,635 +0
Total Volume and Open Interest 340,176 597,402 +0
Gas Oil(ICE)
Mar08 080306 963.50 968.00 951.50 965.00 +7.50 33,733 45,088 -7,859
Apr08 080306 939.00 943.75 926.25 939.75 +9.75 50,625 75,859 -6,741
May08 080306 913.25 925.50 907.75 921.50 +12.00 19,972 41,802 +1,701
Jun08 080306 895.75 912.25 894.00 908.25 +13.75 10,906 28,931 -1,483
Jul08 080306 889.25 905.50 889.00 901.75 +14.75 4,062 11,356 -466
Aug08 080306 886.75 902.75 886.75 899.00 +14.00 2,085 7,562 -227
Sep08 080306 886.00 898.75 886.00 898.25 +12.75 1,407 6,333 +144
Oct08 080306 895.50 898.50 887.25 897.00 +11.00 882 4,950 +1,149
Nov08 080306 894.50 897.75 886.50 896.00 +11.50 167 5,110 +801
Dec08 080306 890.00 897.50 881.00 895.50 +12.25 3,041 23,630 -1,555
Total Volume and Open Interest 126,880 279,177 -12,827
US Dollar Index(ICE)
Mar08 080306 73.470 73.485 72.875 73.040 -0.450 6,239 42,484 +5,203
Jun08 080306 73.790 73.850 73.345 73.395 -0.455 631 7,532 +557
Sep08 080306 73.750 73.750 73.750 73.750 -0.415 31 552 +44
Total Volume and Open Interest 6,901 50,576 +3,498
Australian Dollar(CME)
Mar08 080306 93.50 93.50 92.59 92.59 -0.34 1,324 88,507 +2,087
Jun08 080306 91.79 91.79 91.36 91.43 -0.36 76 4,733 +682
Sep08 080306 90.20 90.20 90.20 90.20 -0.36 0 109 +1
Total Volume and Open Interest 1,400 93,544 +2,770
British Pound(CME)
Mar08 080306 200.25 200.78 200.10 200.78 +1.75 1,975 97,623 +1,836
Jun08 080306 198.90 199.42 198.90 199.42 +1.72 12 4,976 +834
Sep08 080306 198.02 198.02 198.02 198.02 +1.69 0 81 +16
Total Volume and Open Interest 1,987 102,756 +2,689
Canadian Dollar(CME)
Mar08 080306 101.52 101.52 101.29 101.43 +0.06 747 98,715 -866
Jun08 080306 101.33 101.37 101.21 101.26 +0.06 863 17,425 +3,043
Sep08 080306 101.11 101.11 101.11 101.11 +0.07 5 2,259 +4
Dec08 080306 100.94 100.94 100.94 100.94 +0.09 354 1,803 +511
Total Volume and Open Interest 1,969 120,678 +2,692
Japanese Yen(CME)
Mar08 080306 96.70 97.22 96.70 97.21 +0.85 1,268 222,725 +844
Jun08 080306 97.25 97.67 97.25 97.67 +0.85 1,273 35,242 +3,762
Sep08 080306 98.09 98.09 98.09 98.09 +0.88 0 1,424 +9
Total Volume and Open Interest 2,546 259,479 +4,620
Swiss Franc(CME)
Mar08 080306 96.89 97.60 96.89 97.54 +0.97 657 81,109 +3,715
Jun08 080306 97.26 97.59 97.26 97.59 +0.97 63 3,941 +253
Sep08 080306 97.57 97.57 97.57 97.57 +0.97 0 448 +0
Total Volume and Open Interest 730 85,552 +3,978
EuroFX(CME)
Mar08 080306 153.12 153.69 152.97 153.61 +1.02 2,010 216,391 +4,725
Jun08 080306 152.55 153.12 152.55 153.01 +0.99 252 16,850 +3,360
Sep08 080306 152.32 152.32 152.32 152.32 +0.93 0 828 +30
Total Volume and Open Interest 2,262 234,395 +8,115
Mexican Peso(CME)
Mar08 080306 930.0 930.0 923.0 923.0 -9.5 243 121,122 -1,254
Apr08 080306 925.5 925.5 920.5 920.5 -9.5 0 139 +0
Total Volume and Open Interest 345 169,957 -553
30-Year T-Bonds(CBOT)
Mar08 080306 117~24 118~12 117~16 117~30 +0~13 52,109 116,785 -31,542
Jun08 080306 116~09 117~01 116~05 116~18 +0~08 618,275 921,339 +12,654
Sep08 080306 115~06 115~06 115~06 115~06 +0~09 19 306 +1
Total Volume and Open Interest 670,403 1,038,501 -18,887
10-Year T-Notes(CBOT)
Mar08 080306 118~005 118~285 117~300 118~170 +0~170 198,212 295,260 -106,312
Jun08 080306 116~100 117~040 116~100 116~245 +0~120 1,531,855 2,004,198 +56,326
Sep08 080306 115~055 115~055 115~055 115~055 +0~090 7 308 +2
Total Volume and Open Interest 1,730,074 2,299,766 -49,984
5-Year T-Notes(CBOT)
Mar08 080306 114~240 115~000 114~240 114~255 +0~115 101,852 0 -327,691
Jun08 080306 114~045 114~045 113~295 113~315 +0~090 1,045,901 0 -1,690,926
Sep08 080306 113~215 113~215 113~215 113~215 +0~090      
Total Volume and Open Interest 1,147,753 4,270 -2,018,617
2 Year T-Notes(CBOT)
Mar08 080306 107~082 107~089 107~082 107~082 +0~012 58 223,626 -23,907
Jun08 080306 107~073 107~073 107~046 107~048 +0~006 187 1,073,783 +21,145
Sep08 080306 107~048 107~048 107~048 107~048 +0~006      
Total Volume and Open Interest 245 1,297,409 -2,762
Eurodollars(CME)
Mar08 080306 97.137 97.145 97.128 97.130 +0.027 14,057 1,740,897 -8,581
Jun08 080306 97.555 97.580 97.525 97.545 +0.055 8,453 1,735,823 -71,422
Sep08 080306 97.725 97.735 97.645 97.665 +0.020 10,319 1,528,247 -1,766
Dec08 080306 97.730 97.730 97.625 97.635 -0.005 9,393 1,469,128 -23,955
Mar09 080306 97.650 97.650 97.535 97.545 -0.010 9,308 992,304 +2,612
Jun09 080306 97.465 97.470 97.380 97.385 +0.005 8,601 819,347 -20,354
Sep09 080306 97.230 97.255 97.175 97.185 +0.030 373,752 798,331 +457
Dec09 080306 96.965 97.005 96.930 96.940 +0.035 8,777 584,132 +574
Mar10 080306 96.720 96.740 96.675 96.695 +0.020 105,474 306,793 +6,311
Jun10 080306 96.475 96.495 96.445 96.445 +0.010 4,902 225,200 +3,996
Sep10 080306 96.230 96.265 96.210 96.210 -0.005 47,033 191,651 +555
Dec10 080306 96.015 96.055 95.990 95.995 -0.020 31,389 157,374 +1,881
Mar11 080306 95.800 95.870 95.800 95.820 -0.030 3,730 101,008 +2,001
Jun11 080306 95.690 95.695 95.645 95.645 -0.040 13,226 104,729 +1,735
Sep11 080306 95.530 95.530 95.480 95.480 -0.045 4,740 69,890 +8
Dec11 080306 95.320 95.365 95.300 95.320 -0.050 3,644 78,708 -165
Mar12 080306 95.225 95.235 95.180 95.190 -0.055 2,302 63,045 -871
Jun12 080306 95.110 95.110 95.060 95.065 -0.060 4,243 65,328 -198
Total Volume and Open Interest 672,040 11,213,637 -107,779
30 Day Federal Funds(CBOT)
Mar08 080306 5.580 5.580 5.580 5.580 +0.025 55 63,951 -487
Apr08 080306 5.935 5.935 5.935 5.935 +0.050 640 76,031 -1,264
May08 080306 6.285 6.285 6.285 6.285 +0.075 507 61,934 +3,858
Jun08 080306 6.320 6.320 6.320 6.320 +0.080 7 32,236 +346
Jul08 080306 6.385 6.385 6.385 6.385 +0.060 0 13,793 +1,185
Aug08 080306 6.410 6.410 6.410 6.410 +0.055 0 13,750 +573
Total Volume and Open Interest 1,709 273,024 +5,380
30 Day Fed Funds(e-CBOT)
Mar08 080306 97.315 97.390 97.315 97.330 +0.025 5,581 0 +0
Apr08 080306 97.635 97.770 97.635 97.685 +0.050 15,118 0 +0
May08 080306 97.960 98.095 97.960 98.040 +0.080 19,452 0 +0
Jun08 080306 98.020 98.125 98.010 98.070 +0.080 9,670 0 +0
Jul08 080306 98.105 98.200 98.090 98.140 +0.065 14,157 0 +0
Aug08 080306 98.130 98.235 98.130 98.160 +0.055 4,564 0 +0
Total Volume and Open Interest 70,649    
3-Mth Euro-Yen(CME)
Mar08 080306 99.15 99.15 99.15 99.15 unch 2 12,780 -408
Jun08 080306 99.25 99.25 99.25 99.25 unch 2 8,643 -251
Sep08 080306 99.39 99.39 99.39 99.39 unch 2 5,459 -2,000
Dec08 080306 99.40 99.40 99.40 99.40 +0.01 0 1,903 -392
Mar09 080306 99.35 99.37 99.35 99.37 +0.02 0 1,257 -30
Jun09 080306 99.31 99.31 99.31 99.31 +0.01 0 156 +0
Sep09 080306 99.25 99.25 99.25 99.25 +0.01 0 350 +0
Dec09 080306 99.19 99.19 99.19 99.19 +0.01      
Mar10 080306 99.14 99.14 99.14 99.14 +0.01      
Jun10 080306 99.09 99.09 99.09 99.09 +0.01      
Total Volume and Open Interest 6 30,548 -3,081
3-Mth Euro-Yen(SGX)
Mar08 080306 99.14 99.14 99.14 99.14 0.00 1,547 54,038 +971
Jun08 080306 99.25 99.25 99.25 99.25 -0.01 130 20,803 -308
Sep08 080306 99.39 99.39 99.38 99.39 0.00 1,540 19,298 +178
Dec08 080306 99.39 99.40 99.39 99.40 unch 574 13,973 -19
Mar09 080306 99.38 99.39 99.37 99.37 +0.01 381 6,934 +16
Jun09 080306 99.32 99.32 99.32 99.32 +0.01 0 1,766 +0
Sep09 080306 99.26 99.26 99.26 99.26 +0.01 0 678 +0
Dec09 080306 99.20 99.20 99.20 99.20 +0.01 0 360 +0
Total Volume and Open Interest 4,172 122,506 +838
Japanese Gov't Bonds(SGX)
Mar08 080226 136.90 137.28 136.87 137.20 +0.08 3,239 30,536 -1,857
Jun08 080306 138.50 138.91 138.21 138.90 +0.23 2,716 2,708 +549
Sep08 080306 138.90 138.90 138.90 138.90 +0.23      
Total Volume and Open Interest 6,275 31,108 +415
Euro-Bund(EUREX)
Mar08 080306 117.35 117.53 117.24 117.40 +0.16 2,012,047 529,175 -381,320
Jun08 080306 116.94 117.40 116.79 117.26 +0.46 987,533 881,870 +314,302
Sep08 080306 117.00 117.26 117.00 117.26 +0.41 231 17 +1
Total Volume and Open Interest 2,999,811 1,411,062 -67,017
Euro-Bobl(EUREX)
Mar08 080227 110.28 110.55 110.16 110.23 -0.65 317,771 1,180,919 +33,069
Jun08 080306 45.99 46.18 45.80 45.93 +0.08 586,750 833,233 +334,752
Sep08 080306 46.21 46.21 46.21 46.21 +0.08      
Total Volume and Open Interest 1,714,711 1,303,291 -10,855
3-Mth Euribor(EUREX)
Mar08 080306 95.560 95.560 95.525 95.525 -0.035 1,024 22,244 -370
Jun08 080306 95.800 95.810 95.710 95.715 -0.090 1,027 9,739 -179
Sep08 080306 96.145 96.180 96.050 96.055 -0.085 280 5,633 +107
Total Volume and Open Interest 2,926 46,906 -3,265
Long Gilt(LIFFE)
Mar08 080306 110~13 111~10 110~13 111~04 +0~23 27,692 19,408 -25,169
Jun08 080306 110~09 111~07 110~09 111~00 +0~23 84,855 335,739 -3,333
Total Volume and Open Interest 112,547 355,147 -28,502
3-Mth Short Sterling(LIFFE)
Mar08 080306 94.27 94.27 94.27 94.27 unch 77,377 377,746 -13,504
Jun08 080306 94.60 94.60 94.60 94.60 unch 103,719 595,281 -3,945
Sep08 080306 94.94 94.94 94.94 94.94 -0.01 105,822 548,130 +7,292
Dec08 080306 95.26 95.26 95.26 95.26 +0.01 129,246 540,399 -8,693
Mar09 080306 95.50 95.50 95.50 95.50 +0.02 72,207 365,110 -6,802
Jun09 080306 95.59 95.59 95.59 95.59 +0.03 60,406 243,459 +413
Total Volume and Open Interest 633,745 3,149,501 -20,356
3-Mth Euribor(LIFFE)
Mar08 080306 95.570 95.570 95.510 95.525 -0.035 139,194 673,781 -8,533
Jun08 080306 95.815 95.825 95.695 95.715 -0.090 203,761 702,456 +18,881
Sep08 080306 96.140 96.190 96.040 96.055 -0.085 189,535 597,703 +6,054
Total Volume and Open Interest 1,203,642 4,015,464 +35,312
3-Mth Aus T-Bills(SFE)
Mar08 080306 92.01 92.01 91.95 91.96 -0.08 27,318 358,240 -7,992
Jun08 080306 92.08 92.09 92.02 92.04 -0.08 29,449 425,462 +13,717
Sep08 080306 92.15 92.18 92.09 92.11 -0.08 24,458 277,364 +13,179
Dec08 080306 92.26 92.31 92.22 92.24 -0.07 13,306 169,031 +7,001
Mar09 080306 92.42 92.44 92.36 92.38 -0.06 3,864 84,810 +2,602
Jun09 080306 92.48 92.55 92.48 92.50 -0.04 5,182 58,813 -1,510
Sep09 080306 92.59 92.61 92.56 92.58 -0.02 5,349 47,488 +2,920
Dec09 080306 92.59 92.64 92.59 92.61 -0.02 3,042 20,959 -1,696
Mar10 080306 92.60 92.63 92.60 92.61 -0.04 130 1,576 +0
Jun10 080306 92.61 92.62 92.61 92.62 -0.04 130 624 +0
Total Volume and Open Interest 112,488 1,446,069 +28,421
10-Year Aus T-Bonds(SFE)
Mar08 080306 93.78 93.79 93.72 93.73 -0.09 39,638 589,401 -24,795
Jun08 080306 93.80 93.80 93.75 93.75 -0.10 1,967 2,005 +1,991
Total Volume and Open Interest 41,605 591,406 -22,804
3-Year Aus T-Bonds(SFE)
Mar08 080306 93.57 93.60 93.54 93.58 -0.02 141,114 1,036,573 +34,186
Jun08 080306 93.59 93.60 93.59 93.60 -0.03 21,427 25,253 +20,866
Total Volume and Open Interest 162,541 1,061,826 +55,052
Gold(CMX)
Apr08 080306 983.8 990.0 967.0 977.1 -11.4 154,170 301,699 +1,805
Jun08 080306 991.0 991.0 980.0 982.1 -11.5 7,407 54,485 +819
Aug08 080306 986.0 986.2 986.0 986.2 -11.6 998 32,602 +120
Oct08 080306 989.8 989.8 989.8 989.8 -11.7 205 4,581 +85
Dec08 080306 993.2 993.2 993.2 993.2 -11.8 1,269 26,812 -90
Feb09 080306 996.7 996.7 996.7 996.7 -11.9 54 19,001 +25
Apr09 080306 1000.2 1000.2 1000.2 1000.2 -12.0 10 4,122 +1
Jun09 080306 1004.1 1004.1 1004.1 1004.1 -12.2 10 10,486 +0
Aug09 080306 1008.2 1008.2 1008.2 1008.2 -12.4 14 192 +10
Oct09 080306 1012.3 1012.3 1012.3 1012.3 -12.6 1 215 +0
Dec09 080306 1016.6 1016.6 1016.6 1016.6 -12.6 137 16,647 +45
Total Volume and Open Interest 164,359 489,814 +2,822
Silver(CMX)
Mar08 080306 2013.1 2013.1 2013.1 2013.1 -55.4 339 1,145 -133
May08 080306 2054.0 2094.0 1995.0 2022.5 -56.0 52,961 86,585 -198
Jul08 080306 2103.0 2103.0 2030.0 2032.2 -56.3 2,151 24,802 -317
Sep08 080306 2082.0 2082.0 2039.6 2039.6 -56.6 673 17,208 -250
Dec08 080306 2085.0 2094.0 2015.0 2049.6 -56.9 688 20,448 -35
Mar09 080306 2099.0 2103.0 2058.2 2058.2 -57.3 105 2,695 +12
May09 080306 2066.1 2066.1 2066.1 2066.1 -57.7 1 115 +0
Total Volume and Open Interest 57,390 165,744 -881
Platinum(NYMEX)
Apr08 080306 2184.0 2215.0 2163.0 2200.8 -75.3 5,070 12,793 -411
Jul08 080306 2209.2 2209.2 2209.2 2209.2 -70.7 198 1,673 -36
Oct08 080306 2216.9 2216.9 2216.9 2216.9 -70.5 8 105 +4
Jan09 071008 1377.0 1377.0 1377.0 1377.0 unch      
Total Volume and Open Interest 1,127 15,728  
Palladium(NYMEX)
Mar08 080306 525.30 525.30 525.30 525.30 -34.25 47 167 +10
Jun08 080306 541.00 541.00 506.00 529.20 -34.40 4,704 18,884 -543
Sep08 080306 531.70 532.95 531.70 532.95 -35.40 244 1,029 +110
Total Volume and Open Interest 5,127 21,043 -423
Copper(CMX)
Mar08 080306 400.00 400.00 391.45 391.45 -7.50 623 3,838 -454
May08 080306 397.50 399.00 387.00 390.35 -7.85 13,886 71,640 +957
Jul08 080306 396.60 396.60 389.10 389.10 -7.60 1,975 12,064 +618
Sep08 080306 386.15 386.15 386.15 386.15 -7.15 172 3,641 +76
Dec08 080306 380.50 380.50 380.50 380.50 -7.00 172 4,812 -47
Total Volume and Open Interest 17,916 103,274 +1,407
Aluminum(CMX)
Mar08 080306 142.75 142.75 142.75 142.75 -0.25      
Apr08 080306 142.75 142.75 142.75 142.75 -0.25      
May08 080306 142.75 142.75 142.75 142.75 -0.25      
Jun08 080306 142.75 142.75 142.75 142.75 -0.25      
Jul08 080306 142.75 142.75 142.75 142.75 -0.25      
Aug08 080306 142.75 142.75 142.75 142.75 -0.25      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar08 080306 12215 12233 12025 12070 -206 3,648 32,955 -268
Jun08 080306 12220 12220 12040 12075 -206 278 1,872 +40
Sep08 080306 12065 12065 12065 12065 -209 0 1 +0
Dec08 080306 12054 12054 12054 12054 -213 0 1 +0
Total Volume and Open Interest 3,926 34,829 -228
S & P 500(CME)
Mar08 080306 1327.00 1329.30 1302.50 1307.90 -27.70 54,294 472,212 -10,110
Jun08 080306 1329.00 1331.50 1304.50 1309.90 -27.90 15,145 118,338 +10,463
Sep08 080306 1310.70 1310.70 1310.70 1310.70 -28.40 0 514 +0
Dec08 080306 1310.70 1310.70 1310.70 1310.70 -28.90 3 5,536 -1
Total Volume and Open Interest 69,451 596,615 +354
S & P 500 E-Mini(Globex)
Mar08 080306 1335.75 1343.00 1302.25 1308.00 -27.50 2,468,567 2,179,156 -25,893
Jun08 080306 1337.50 1344.75 1304.25 1310.00 -27.75 54,529 218,486 +21,251
Total Volume and Open Interest 2,523,097 2,397,668 -4,641
NASDAQ 100(CME)
Mar08 080306 1752.00 1760.00 1710.00 1714.30 -45.20 4,218 60,226 +706
Jun08 080306 1759.00 1767.00 1722.80 1722.80 -45.20 8 534 +1
Sep08 080306 1732.80 1732.80 1732.80 1732.80 -45.20      
Total Volume and Open Interest 4,226 60,760 +701
NASDAQ 100 E-Mini(Globex)
Mar08 080306 1757.50 1773.00 1711.00 1714.30 -45.20 442,014 442,372 +731
Jun08 080306 1766.00 1781.50 1720.50 1722.80 -45.20 1,149 10,397 +334
Total Volume and Open Interest 443,163 452,769 +1,065
S & P Midcap 400(CME)
Mar08 080306 785.00 787.50 767.00 768.60 -22.40 157 8,276 +99
Jun08 080306 784.00 784.00 770.50 770.50 -22.40 0 2 -2
Sep08 080306 775.80 775.80 775.80 775.80 -22.40 0 55 +0
Total Volume and Open Interest 157 8,335 +97
Russell 2000(CME)
Mar08 080306 679.00 681.50 661.25 662.20 -23.70 2,179 47,048 +202
Jun08 080306 679.25 679.25 661.90 661.90 -23.90 93 347 +82
Sep08 080306 662.60 662.60 662.60 662.60 -23.90 0 26 +0
Total Volume and Open Interest 2,272 47,421 +284
Russell 2000 E-Mini(Globex)
Mar08 080306 685.50 690.00 660.40 662.20 -23.70 292,976 684,326 -2,958
Jun08 080306 685.30 690.00 660.20 661.90 -23.90 7,251 15,420 +6,263
Sep08 080306 662.60 662.60 662.60 662.60 -23.90 0 108 +0
Total Volume and Open Interest 300,227 699,854 +3,305
Value Line(KCBT)
Mar08 080306 2080.00 2080.00 2080.00 2080.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar08 080306 13045 13370 13040 13240 +270 62,839 260,335 +1,766
Jun08 080306 12990 13300 12985 13140 +240 2,621 1,549 +722
Total Volume and Open Interest 65,460 261,936 +2,488
Nikkei 225(SGX)
Mar08 080306 13045 13370 13040 13240 +270 62,839 260,335 +1,766
Jun08 080306 12990 13300 12985 13140 +240 2,621 1,549 +722
Sep08 080306 13160 13160 13160 13160 +245 0 40 +0
Total Volume and Open Interest 65,460 261,936 +2,488
CAC 40(EURONEXT)
Mar08 080306 4778.0 4783.0 4669.5 4683.0 -83.5 126,570 555,634 +2,816
Apr08 080306 4789.0 4792.5 4690.0 4693.0 -83.5 192 5,579 +155
May08 080306 4676.0 4714.0 4635.5 4641.5 -83.0 104 958 -33
Total Volume and Open Interest 127,003 564,898 +3,028
Hang Seng Index(HKFE)
Mar08 080306 23210 23527 23102 23170 +20 7,477 91,265 +60,018
Apr08 080306 23267 23500 23100 23149 +29 22 35 -58
Total Volume and Open Interest 7,503 91,416 +60,061
DAX(EUREX)
Mar08 080306 6700.0 6703.0 6543.0 6603.0 -85.0 176,841 211,021 -10,901
Jun08 080306 6760.5 6763.5 6620.0 6676.5 -85.0 914 29,777 -57
Sep08 080306 6789.5 6789.5 6685.5 6741.0 -85.0 98 5,227 +45
Total Volume and Open Interest 177,853 246,025 -10,913
FT-SE 100(EURONEXT)
Mar08 080306 5855.50 5855.50 5730.00 5762.00 -93.50 122,970 526,139 -12,919
Jun08 080306 5874.50 5874.50 5748.00 5779.50 -94.50 3,465 20,938 +3,011
Sep08 080306 5822.50 5830.50 5796.00 5796.00 -93.50 6 2,193 +1
Total Volume and Open Interest 126,441 551,370 -9,907
SPI 200(SFE)
Mar08 080306 5423.0 5461.0 5373.0 5444.0 +68.0 35,314 280,178 -10,376
Jun08 080306 5473.0 5520.0 5455.0 5504.0 +68.0 676 4,595 +144
Sep08 080306 5509.0 5509.0 5509.0 5509.0 +68.0 3 1,634 -1
Total Volume and Open Interest 35,994 286,648 -10,232
GSCI(CME)
Mar08 080306 41.64 41.64 34.74 41.34 +11.20 1,428 18,295 -866
Apr08 080306 37.14 40.24 37.14 40.24 +1.10 5 608 +4
May08 080306 36.14 36.14 36.14 36.14 +1.00      
Total Volume and Open Interest 1,433 18,903 -862
RJ/CRB Index(ICE)
Apr08 080306 569.00 579.95 565.50 565.50 -9.05 108 807 -21
Jun08 080306 579.25 579.25 5.79 570.50 -8.75 3 410 -1
Aug08 080306 584.25 584.25 575.50 575.50 -8.75 0 196 +0
Total Volume and Open Interest 111 1,418 -22
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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