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 Mon May 12, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May08 080512 1358.25 1364.00 1335.00 1335.00 -14.50 529 970 -1,900
Jul08 080512 1361.00 1375.50 1338.25 1342.50 -15.50 7,867 212,042 -1,930
Aug08 080512 1356.00 1367.00 1334.00 1337.50 -15.75 1,088 14,608 +1,373
Sep08 080512 1323.25 1335.00 1308.00 1312.50 -12.25 965 10,961 +243
Nov08 080512 1304.00 1318.25 1286.25 1289.25 -14.50 4,438 152,389 -2,539
Jan09 080512 1309.75 1328.00 1293.50 1301.75 -14.00 556 15,659 +747
Mar09 080512 1330.00 1331.00 1308.00 1309.75 -15.50 87 4,864 +214
Total Volume and Open Interest 85,711 449,357 -6,611
Soybean Meal(CBOT)
May08 080512 339.80 339.80 329.70 333.20 +0.10 194 947 -1,329
Jul08 080512 338.60 346.00 334.70 338.50 unch 4,551 71,325 -1,708
Aug08 080512 338.50 344.50 334.10 337.70 +0.20 953 20,192 -654
Sep08 080512 333.30 333.30 325.90 329.20 +0.20 1,125 13,147 +495
Oct08 080512 318.60 318.60 311.30 315.20 +0.70 490 16,000 +328
Dec08 080512 311.20 317.50 308.50 312.70 +0.70 2,227 57,864 +1,454
Jan09 080512 312.50 316.00 309.00 312.70 +0.70 25 5,749 +29
Mar09 080512 319.00 319.00 312.00 315.70 +0.20 113 3,285 +71
Total Volume and Open Interest 36,427 195,598 -2,828
Soybean Oil(CBOT)
May08 080512 61.74 61.83 60.79 60.79 -0.74 29 604 -1,013
Jul08 080512 62.37 62.61 61.09 61.28 -0.72 7,100 133,602 +1,302
Aug08 080512 62.83 62.83 61.41 61.61 -0.72 1,244 17,813 +328
Sep08 080512 63.08 63.08 61.72 61.91 -0.70 965 11,415 +58
Oct08 080512 63.00 63.43 62.07 62.16 -0.68 342 10,396 +105
Dec08 080512 63.90 64.00 62.45 62.67 -0.67 3,223 65,641 +313
Jan09 080512 63.17 63.59 62.92 62.92 -0.67 147 4,179 -11
Mar09 080512 63.42 63.89 63.22 63.22 -0.67 269 5,199 +110
Total Volume and Open Interest 46,530 259,414 +246
Canola(WCE)
May08 080512 616.8 616.8 616.8 616.8 -8.9      
Jul08 080512 632.1 638.1 623.0 625.3 -8.9 8,157 51,465 -2,048
Total Volume and Open Interest 9,042 117,016 -1,017
Corn(CBOT)
May08 080512 616.00 618.75 603.00 603.50 -15.00 3,101 5,296 -3,963
Jul08 080512 627.25 631.50 613.75 614.75 -14.50 14,420 571,843 -3,113
Sep08 080512 640.00 642.25 626.25 626.75 -14.25 3,918 145,069 +9,231
Dec08 080512 648.00 652.50 635.50 637.75 -12.25 8,311 486,939 +16,757
Mar09 080512 660.00 663.25 648.25 649.25 -11.75 655 67,305 +2,977
May09 080512 667.25 670.00 657.75 658.00 -11.00 50 8,251 +616
Total Volume and Open Interest 305,416 1,432,666 +24,780
Wheat(CBOT)
May08 080512 789.75 796.00 787.75 793.50 +2.00 17 329 -152
Jul08 080512 800.00 811.75 795.00 805.50 +1.00 5,411 216,280 -459
Sep08 080512 814.00 825.50 809.50 819.75 +1.25 1,461 46,177 +284
Dec08 080512 840.00 845.50 830.00 840.25 +0.75 2,028 63,281 +223
Mar09 080512 858.00 862.50 849.75 858.25 +0.25 5 4,258 +53
Total Volume and Open Interest 62,730 363,648 +963
Wheat(KCBT)
May08 080512 890.00 890.00 885.00 885.00 +4.00 121 551 -227
Jul08 080512 847.50 848.00 832.00 843.00 -2.50 6,359 57,441 -966
Sep08 080512 853.50 857.50 844.75 854.00 unch 1,365 13,171 -53
Dec08 080512 870.75 875.25 862.00 873.25 -0.75 1,584 17,869 +62
Mar09 080512 887.00 890.25 878.00 884.00 -1.00 113 1,165 +181
Total Volume and Open Interest 10,243 99,763 -985
Wheat(MGE)
May08 080512 1250.00 1250.00 1238.00 1250.00 +55.00 1 46 -1
Jul08 080512 1000.00 1048.50 996.00 1048.00 +45.00 1,168 7,437 -224
Sep08 080512 894.75 896.75 878.50 891.75 -4.00 1,490 17,145 +139
Dec08 080512 897.50 903.25 889.50 890.00 -10.00 638 15,556 -2
Mar09 080512 907.00 907.50 898.00 904.00 unch 38 1,189 +12
Total Volume and Open Interest 3,137 43,010 +204
Oats(CBOT)
May08 080512 405.00 405.00 405.00 405.00 unch 3 4 -7
Jul08 080512 411.00 415.00 405.00 410.00 -3.00 242 10,582 +164
Sep08 080512 420.00 420.50 420.00 420.25 -5.25 3 443 +8
Dec08 080512 434.50 437.25 430.50 436.00 -2.50 67 5,011 +354
Total Volume and Open Interest 1,943 16,036 +375
Rough Rice(CBOT)
May08 080512 22.79 23.06 22.15 22.44 -0.25 0 20 -10
Jul08 080512 22.95 23.39 22.28 22.74 -0.24 71 8,679 +170
Sep08 080512 20.00 20.35 19.59 20.09 +0.09 17 5,240 +127
Nov08 080512 20.07 20.34 19.50 19.90 -0.10 8 4,894 +76
Total Volume and Open Interest 694 19,201 +109
Live Cattle(CME)
Jun08 080512 94.600 94.650 94.035 94.300 -0.235 37,568 93,510 -21,322
Aug08 080512 100.150 100.250 99.750 100.100 -0.100 27,522 106,330 +12,007
Oct08 080512 107.000 107.080 106.500 106.850 -0.200 10,069 52,707 +6,000
Dec08 080512 107.600 107.600 106.850 107.285 -0.295 3,680 26,361 +2,042
Feb09 080512 108.700 108.700 108.000 108.635 unch 1,411 13,728 +985
Apr09 080512 109.700 109.900 109.150 109.600 -0.450 731 5,377 +607
Total Volume and Open Interest 76,147 299,967 +835
Feeder Cattle(CME)
May08 080512 107.330 108.000 107.250 107.930 +0.580 1,004 4,014 -1,115
Aug08 080512 109.900 111.300 109.500 110.785 +0.855 2,525 19,646 +225
Sep08 080512 111.450 112.930 111.300 112.850 +1.300 692 2,826 +502
Oct08 080512 112.250 113.650 112.100 113.635 +1.155 280 3,068 +295
Nov08 080512 112.450 113.900 112.200 113.900 +1.200 49 830 +39
Jan09 080512 111.200 111.750 110.430 111.535 +1.335 13 751 +3
Mar09 080512 110.000 110.000 110.000 110.000 +0.600 0 6 +0
Total Volume and Open Interest 4,516 30,965 -228
Lean Hogs(CME)
May08 080512 80.200 81.600 79.900 80.480 +0.255 289 2,300 -518
Jun08 080512 76.900 78.080 76.300 77.035 +0.150 19,899 52,601 -14,881
Jul08 080512 76.980 77.250 75.900 76.350 -0.600 18,881 47,363 +6,822
Aug08 080512 79.300 79.300 77.400 78.150 -0.950 8,154 53,227 +4,048
Oct08 080512 75.950 75.950 74.300 75.150 -0.800 4,499 35,087 +4,937
Dec08 080512 77.980 78.000 76.400 76.980 -0.920 2,833 34,966 +2,626
Feb09 080512 82.300 82.950 81.300 81.950 -1.000 418 15,994 +616
Apr09 080512 85.000 85.750 84.600 84.900 -1.000 375 8,307 +410
Total Volume and Open Interest 56,735 249,333 +777
Pork Bellies(CME)
May08 080512 79.000 80.900 78.000 79.700 -0.750 7 81 -5
Jul08 080512 80.250 81.000 79.200 79.550 -0.530 146 1,429 +18
Aug08 080512 81.250 82.000 80.300 80.300 -1.000 29 418 +5
Feb09 080512 100.500 102.000 100.500 100.500 -0.050 2 29 +3
Mar09 080512 101.000 101.000 101.000 101.000 -0.500 2 7 +0
Total Volume and Open Interest 224 1,972 +29
Class III Milk(CME)
May08 080512 18.00 18.05 17.97 18.02 +0.05 225 3,828 -102
Jun08 080512 19.48 19.70 19.35 19.51 +0.03 90 3,704 +37
Jul08 080512 20.05 20.33 20.05 20.19 +0.07 316 3,071 +263
Aug08 080512 20.31 20.50 20.30 20.38 +0.03 87 2,726 +89
Sep08 080512 20.40 20.50 20.38 20.47 +0.02 57 2,697 +63
Total Volume and Open Interest 863 29,010 +190
Cocoa(ICE)
May08 080512 2900 2900 2880 2880 +5 1 77 -4
Jul08 080512 2740 2759 2714 2751 +10 6,293 75,256 +2,370
Sep08 080512 2717 2739 2698 2734 +15 1,180 26,716 +786
Dec08 080512 2701 2721 2676 2719 +23 691 25,171 +331
Mar09 080512 2666 2691 2663 2691 +25 713 11,677 +513
May09 080512 2694 2694 2694 2694 +25 136 2,773 +231
Jul09 080512 2694 2694 2694 2694 +26 42 1,998 +0
Total Volume and Open Interest 9,504 143,913 +2,065
Coffee "C"(ICE)
May08 080512 137.15 138.20 135.50 138.20 +2.20 247 1,027 -1,123
Jul08 080512 136.55 139.35 135.45 138.55 +2.00 19,238 85,467 -817
Sep08 080512 138.75 141.75 137.80 140.90 +2.00 3,278 29,249 +1,244
Dec08 080512 143.40 145.20 143.35 144.30 +2.00 1,052 15,327 +166
Mar09 080512 145.80 148.10 145.80 147.65 +2.00 236 9,195 +148
May09 080512 147.95 150.20 147.95 149.80 +2.00 9 3,923 +9
Total Volume and Open Interest 18,249 147,856 -328
Orange Juice(ICE)
May08 080512 121.95 121.95 121.95 121.95 unch 0 1 -4
Jul08 080512 121.55 123.80 115.20 115.80 -5.70 563 22,447 -416
Sep08 080512 124.30 126.90 118.45 119.00 -5.30 180 4,049 +481
Nov08 080512 127.70 127.70 121.65 122.20 -5.25 7 2,298 +7
Jan09 080512 130.70 130.70 124.80 125.15 -5.45 8 1,546 +10
Mar09 080512 131.00 131.00 127.65 128.55 -5.55 1 195 +1
Total Volume and Open Interest 1,310 30,516 +11
Sugar #11(ICE)
Jul08 080512 11.61 11.73 11.48 11.65 +0.04 36,575 442,065 -12,891
Oct08 080512 12.61 12.84 12.57 12.79 +0.11 16,151 194,091 +2,799
Mar09 080512 13.71 13.99 13.69 13.95 +0.13 8,151 97,602 +1,743
May09 080512 14.08 14.34 14.06 14.30 +0.12 2,387 66,665 +749
Jul09 080512 14.24 14.49 14.23 14.45 +0.10 1,275 38,058 +243
Total Volume and Open Interest 118,642 920,345 -2,985
Sugar #14(ICE)
Jul08 080512 20.80 20.85 20.63 20.63 -0.17 220 3,100 -38
Sep08 080512 20.80 20.85 20.80 20.83 +0.03 27 1,452 -3
Nov08 080512 21.16 21.16 21.16 21.16 +0.07 0 1,096 +0
Jan09 080512 21.05 21.13 21.05 21.13 -0.05 104 751 -2
Mar09 080512 21.10 21.10 21.10 21.10 unch 0 382 +0
Total Volume and Open Interest 354 7,225 -46
London Cocoa(LCE)
May08 080512 1474 1492 1460 1491 +13 5,204 31,291 -2,519
Jul08 080512 1500 1517 1490 1514 +15 9,643 68,356 +4,847
Sep08 080512 1445 1464 1441 1463 +17 2,351 50,764 +122
Dec08 080512 1432 1445 1425 1442 +16 2,366 42,940 +843
Mar09 080512 1406 1416 1400 1413 +14 2,395 24,665 +1,601
May09 080512 1406 1421 1406 1418 +14 261 4,341 -146
Jul09 080512 1430 1430 1428 1428 +14 53 2,803 +346
Total Volume and Open Interest 15,786 224,616 +1,991
London Coffee(LCE)
May08 080512 2218.00 2260.00 2208.00 2246.00 +36.00 97 3,523 -1,383
Jul08 080512 2252.00 2298.00 2192.00 2281.00 +50.00 11,414 79,755 -479
Sep08 080512 2175.00 2260.00 2175.00 2250.00 +44.00 3,167 34,908 +512
Nov08 080512 2207.00 2220.00 2197.00 2218.00 +28.00 517 8,979 +527
Jan09 080512 2166.00 2190.00 2166.00 2190.00 +28.00 11 5,596 +1
Total Volume and Open Interest 6,514 131,523 -2,060
London Sugar(LCE)
Aug08 080512 332.50 339.20 331.40 336.60 +3.40 2,011 21,402 -12
Oct08 080512 342.90 349.00 342.20 347.50 +3.50 126 14,389 +95
Dec08 080512 352.50 358.00 352.50 357.50 +3.30 206 4,166 -2
Mar09 080512 365.80 371.40 365.80 370.20 +3.90 146 6,353 -21
May09 080512 374.50 377.50 374.30 376.60 +3.10 10 2,493 +30
Total Volume and Open Interest 3,545 54,913 +59
Cotton(ICE)
Jul08 080512 71.70 71.96 70.20 71.81 +0.26 14,117 125,337 +585
Oct08 080512 76.06 77.42 76.06 77.41 +0.26 239 2,953 +101
Dec08 080512 80.00 80.61 78.95 80.52 +0.29 5,158 103,354 +1,150
Mar09 080512 84.15 84.82 84.15 84.82 +0.25 451 10,672 +818
May09 080512 85.54 86.17 85.54 86.17 +0.21 227 1,399 -25
Jul09 080512 86.65 87.30 86.65 87.30 +0.14 259 1,688 -42
Total Volume and Open Interest 11,795 248,532 +606
Lumber(CME)
May08 080512 231.6 233.4 230.1 233.1 +1.1 297 540 -405
Jul08 080512 253.0 253.1 249.8 250.8 -1.1 650 9,922 +327
Sep08 080512 266.6 267.8 266.0 267.5 +1.0 161 2,939 +72
Nov08 080512 259.0 259.7 257.1 259.7 +0.2 25 829 +16
Total Volume and Open Interest 1,704 14,535 -108
Crude Oil(NYM)
Jun08 080512 125.84 126.40 123.70 124.23 -1.73 338,771 262,650 -40,023
Jul08 080512 125.77 126.33 123.56 124.10 -1.90 163,731 267,913 +55,552
Aug08 080512 125.67 125.99 123.31 123.86 -1.90 51,336 74,718 +4,756
Sep08 080512 124.96 125.55 123.10 123.61 -1.84 25,513 76,225 +1,059
Oct08 080512 124.85 125.48 123.00 123.35 -1.79 11,591 50,059 +344
Nov08 080512 124.22 124.90 122.92 123.08 -1.75 7,148 26,297 +546
Dec08 080512 124.50 125.04 122.25 122.80 -1.71 41,103 215,712 +500
Jan09 080512 122.87 124.80 122.12 122.48 -1.64 2,078 29,898 +357
Feb09 080512 123.07 123.08 121.78 122.15 -1.60 849 13,470 +197
Mar09 080512 122.72 122.72 121.71 121.82 -1.59 585 13,435 +259
Apr09 080512 121.70 121.70 121.52 121.52 -1.57 385 7,853 -219
May09 080512 121.23 121.23 121.23 121.23 -1.55 284 16,599 -278
Jun09 080512 122.00 122.60 120.70 120.96 -1.54 2,924 27,840 +565
Jul09 080512 122.22 122.22 120.69 120.69 -1.53 481 13,690 +200
Aug09 080512 120.45 120.45 120.45 120.45 -1.52 41 5,556 +41
Sep09 080512 120.24 120.24 120.24 120.24 -1.51 90 9,636 +68
Total Volume and Open Interest 684,195 1,444,721 +15,658
Heating Oil(NYM)
Jun08 080512 363.65 364.19 354.25 355.98 -7.62 40,862 68,957 -8,439
Jul08 080512 364.85 365.15 355.74 357.28 -7.47 18,440 47,820 +7,365
Aug08 080512 366.75 366.75 357.41 358.73 -7.37 9,086 18,880 +1,101
Sep08 080512 366.25 367.69 359.50 360.18 -7.27 4,741 12,309 +224
Oct08 080512 365.30 368.66 360.81 361.53 -7.17 1,819 8,914 +554
Nov08 080512 365.43 368.90 361.76 362.38 -7.02 1,359 7,502 +745
Dec08 080512 368.00 370.10 362.45 363.13 -6.87 7,248 24,240 +1,326
Jan09 080512 368.93 370.43 362.55 363.63 -6.72 1,323 14,196 +1,080
Feb09 080512 367.81 367.81 362.63 362.63 -6.52 161 2,238 +23
Mar09 080512 363.40 365.66 359.13 359.13 -6.27 87 1,701 +35
Apr09 080512 359.41 359.41 353.03 353.03 -5.97 48 1,160 -6
May09 080512 352.50 352.50 346.93 347.13 -5.72 41 666 +6
Total Volume and Open Interest 92,706 234,279 +5,385
Gasoline(NYMEX)
Jun08 080512 320.00 321.80 315.25 316.42 -3.70 29,030 77,041 -5,431
Jul08 080512 319.11 320.97 314.53 315.72 -3.65 20,243 60,838 +2,218
Aug08 080512 318.00 319.55 314.22 314.32 -3.70 12,790 17,017 -343
Sep08 080512 313.80 316.50 310.87 311.62 -3.90 8,080 26,432 -963
Oct08 080512 300.76 304.01 297.97 298.67 -4.15 5,274 25,136 -242
Nov08 080512 300.55 300.73 295.43 295.97 -4.15 3,137 7,003 +69
Dec08 080512 300.00 300.15 295.17 295.17 -4.15 2,800 17,745 +185
Jan09 080512 296.27 296.27 296.27 296.27 -4.15 377 5,400 -110
Feb09 080512 298.22 298.22 298.22 298.22 -4.15 198 1,689 -4
Mar09 080512 300.97 300.97 300.97 300.97 -4.15 50 1,883 -120
Total Volume and Open Interest 82,119 256,837 -4,616
e-MiNY RBOB Gasoline(NYMEX)
Jun08 080512 318.00 318.00 316.42 316.42 -3.70 1 7 -1
Jul08 080512 318.70 318.70 315.72 315.72 -3.65 1 1 +0
Aug08 080512 314.32 314.32 314.32 314.32 -3.70 0 1 +0
Sep08 080512 311.62 311.62 311.62 311.62 -3.90      
Total Volume and Open Interest 2 9 -1
Natural Gas(NYM)
Jun08 080512 11.644 11.675 11.249 11.301 -0.236 73,367 113,895 -4,376
Jul08 080512 11.763 11.763 11.387 11.431 -0.226 25,126 98,917 +7,600
Aug08 080512 11.771 11.801 11.481 11.513 -0.218 8,174 39,012 +2,128
Sep08 080512 11.800 11.806 11.495 11.535 -0.212 4,585 32,201 +2,401
Oct08 080512 11.835 11.843 11.564 11.599 -0.205 6,412 65,334 -1,527
Nov08 080512 12.054 12.074 11.827 11.854 -0.200 1,888 34,404 +254
Dec08 080512 12.365 12.464 12.195 12.224 -0.193 1,896 37,741 +302
Jan09 080512 12.580 12.677 12.390 12.442 -0.185 3,162 56,315 +299
Feb09 080512 12.495 12.612 12.351 12.382 -0.185 349 15,098 +62
Mar09 080512 12.211 12.320 12.070 12.102 -0.185 2,061 44,189 +94
Apr09 080512 10.400 10.500 10.290 10.332 -0.125 2,421 38,322 +150
May09 080512 10.200 10.285 10.130 10.139 -0.121 498 30,988 +231
Jun09 080512 10.315 10.320 10.197 10.197 -0.121 95 13,883 +86
Jul09 080512 10.381 10.381 10.280 10.280 -0.121 62 12,065 +18
Aug09 080512 10.420 10.420 10.332 10.332 -0.121 114 11,800 -87
Sep09 080512 10.440 10.440 10.352 10.352 -0.121 102 9,228 +132
Total Volume and Open Interest 134,696 869,545 +2,014
Brent Crude Oil(ICE)
Jun08 080512 125.63 125.63 122.47 122.91 -2.49 128,918 81,860 -26,520
Jul08 080512 125.75 125.75 122.92 123.32 -2.17 127,847 140,662 +9,949
Aug08 080512 125.81 125.81 123.21 123.59 -2.00 68,842 90,280 +20,902
Sep08 080512 125.61 125.74 123.22 123.63 -1.85 27,111 40,989 +8,110
Oct08 080512 124.88 125.51 123.18 123.58 -1.74 10,611 17,068 +2,768
Nov08 080512 124.67 125.44 123.10 123.49 -1.62 8,874 16,742 -303
Dec08 080512 124.64 125.50 122.93 123.32 -1.53 24,553 56,119 +1,810
Jan09 080512 124.28 124.54 123.18 123.18 -1.44 2,330 15,744 +1,128
Feb09 080512 124.35 124.35 122.97 122.97 -1.37 460 8,567 +349
Mar09 080512 123.80 123.80 122.72 122.72 -1.33 0 6,184 +170
Apr09 080512 122.47 122.47 122.47 122.47 -1.29 0 10,854 -24
May09 080512 123.30 123.30 122.23 122.23 -1.27 0 2,486 +0
Jun09 080512 122.35 123.36 122.01 122.01 -1.26 1,158 10,492 -561
Jul09 080512 121.79 121.79 121.79 121.79 -1.27 0 2,977 +0
Total Volume and Open Interest 275,971 582,444 +9,269
Gas Oil(ICE)
May08 080512 1207.25 1207.25 1183.75 1192.50 unch 19,325 21,316 -6,846
Jun08 080512 1186.00 1186.75 1159.75 1177.50 +7.50 54,740 75,204 +1,517
Jul08 080512 1179.00 1179.75 1154.00 1172.25 +9.00 25,911 36,840 +902
Aug08 080512 1166.50 1176.00 1155.25 1171.00 +9.50 5,941 21,645 +68
Sep08 080512 1163.50 1176.00 1154.50 1170.25 +10.00 2,898 18,399 -93
Oct08 080512 1160.00 1174.75 1152.75 1168.75 +10.25 2,197 12,239 +119
Nov08 080512 1157.00 1171.00 1150.00 1165.75 +10.50 1,760 10,606 +476
Dec08 080512 1157.00 1169.50 1144.75 1162.75 +10.75 7,097 35,626 -267
Jan09 080512 1156.00 1164.75 1156.00 1159.75 +10.50 1,363 20,966 +1,054
Feb09 080512 1151.00 1153.75 1151.00 1153.75 +10.50 251 2,436 +198
Total Volume and Open Interest 125,599 292,290 -1,939
Ethanol(CBOT)
May08 080505 2.525 2.525 2.500 2.525 +0.045 7 173 -7
Jun08 080512 2.590 2.590 2.570 2.577 -0.027 7 273 +1
Jul08 080512 2.560 2.560 2.540 2.540 -0.031 15 261 -9
Aug08 080512 2.550 2.570 2.550 2.550 -0.034 6 101 +4
Sep08 080512 2.600 2.600 2.558 2.558 -0.012 6 91 +1
Oct08 080512 2.556 2.556 2.550 2.556 -0.014 1 116 +0
Nov08 080512 2.510 2.520 2.510 2.520 unch 1 112 +1
Dec08 080512 2.510 2.510 2.505 2.510 -0.010 1 154 +2
Total Volume and Open Interest 38 1,796 +0
US Dollar Index(ICE)
Jun08 080512 73.210 73.710 72.945 73.120 -0.105 5,848 29,982 -2,473
Sep08 080512 73.920 74.065 73.430 73.535 -0.115 14 2,182 +5
Dec08 080512 73.905 73.905 73.905 73.905 -0.115 0 428 +0
Total Volume and Open Interest 4,842 35,166 +105
Australian Dollar(CME)
Jun08 080512 93.71 94.36 93.12 94.15 +0.28 5 97,350 -3,225
Sep08 080512 92.30 93.17 91.98 92.99 +0.28 0 1,104 -24
Dec08 080512 91.58 91.86 91.07 91.86 +0.28 0 1,034 +6
Total Volume and Open Interest 49,438 100,185 -2,617
British Pound(CME)
Jun08 080512 194.70 195.85 193.90 195.14 +0.47 46 158,401 +388
Sep08 080512 193.32 194.45 192.67 193.82 +0.45 0 2,242 +5
Dec08 080512 193.05 193.05 191.56 192.44 +0.39 0 230 +0
Total Volume and Open Interest 85,641 157,500 -3,160
Canadian Dollar(CME)
Jun08 080512 99.58 99.69 98.89 99.47 +0.15 18 89,988 -18,648
Sep08 080512 99.30 99.61 98.86 99.41 +0.14 0 6,374 +1
Dec08 080512 99.24 99.57 99.05 99.42 +0.18 0 3,120 +12
Mar09 080512 99.44 99.53 99.06 99.44 +0.21 0 563 +35
Total Volume and Open Interest 60,293 106,640 -13,182
Japanese Yen(CME)
Jun08 080512 97.34 97.70 96.31 96.45 -0.88 28 162,602 -1,233
Sep08 080512 97.89 98.08 96.77 96.90 -0.87 80 4,127 -14
Dec08 080512 97.73 98.28 97.33 97.33 -0.87 0 560 +7
Total Volume and Open Interest 158,028 170,440 +1,859
Swiss Franc(CME)
Jun08 080512 96.17 96.17 95.14 95.78 -0.31 21 57,308 -4,474
Sep08 080512 95.44 96.11 95.20 95.81 -0.30 0 1,232 +10
Dec08 080512 95.80 96.10 95.23 95.80 -0.30 0 63 -1
Total Volume and Open Interest 76,605 61,097 -2,016
EuroFX(CME)
Jun08 080512 154.40 155.47 153.40 155.12 +0.60 114 205,575 +3,382
Sep08 080512 153.68 154.70 152.68 154.37 +0.60 1 3,667 -47
Dec08 080512 153.68 153.80 152.20 153.68 +0.60 0 867 +0
Total Volume and Open Interest 290,678 209,075 +2,148
Mexican Peso(CME)
May08 080512 954.2 954.2 943.8 954.2 +10.5 0 3 +0
Jun08 080512 940.8 951.2 940.8 950.0 +9.5 246 109,312 -1,942
Total Volume and Open Interest 35,685 112,136 -1,023
30-Year T-Bonds(CBOT)
Jun08 080512 117~085 117~275 116~280 117~080 unch 237,358 921,373 +12,931
Sep08 080512 116~120 116~255 115~275 116~070 unch 2,021 10,670 +1,360
Dec08 080512 115~025 115~090 115~000 115~000 unch 0 49 +0
Total Volume and Open Interest 340,800 931,361 +13,545
10-Year T-Notes(CBOT)
Jun08 080512 116~035 116~110 115~250 116~010 -0~010 862,224 2,000,274 -62,517
Sep08 080512 114~275 115~010 114~165 114~235 -0~010 14,726 67,610 +14,243
Dec08 080512 113~225 113~245 113~225 113~225 -0~020      
Total Volume and Open Interest 1,116,796 2,114,427 -1,731
5-Year T-Notes(CBOT)
Jun08 080512 112~056 112~074 112~023 112~042 -0~010 453,096 0 -1,805,090
Sep08 080512 111~067 111~107 111~061 111~078 -0~007 15,061 0 -64,316
Dec08 080512 111~078 111~086 111~078 111~078 -0~007      
Total Volume and Open Interest 696,778 1,862,312 -7,094
2 Year T-Notes(CBOT)
Jun08 080512 106~052 106~057 106~030 106~037 -0~015 591 1,182,143 +16,319
Sep08 080512 105~120 106~010 105~113 105~119 -0~017 342 11,301 +652
Dec08 080512 105~119 106~008 105~119 105~119 -0~017      
Total Volume and Open Interest 279,013 1,187,780 +11,307
Eurodollars(CME)
Jun08 080512 97.370 97.395 97.325 97.345 -0.035 22,905 1,361,226 -1,509
Sep08 080512 97.350 97.380 97.300 97.335 -0.035 14,367 1,403,819 +2,015
Dec08 080512 97.195 97.220 97.125 97.155 -0.055 7,241 1,341,790 -26,398
Mar09 080512 97.075 97.105 97.005 97.040 -0.055 6,172 1,123,385 +10,167
Jun09 080512 96.920 96.950 96.845 96.885 -0.055 7,305 852,513 -28,265
Sep09 080512 96.755 96.780 96.675 96.715 -0.060 6,707 754,134 -8,709
Dec09 080512 96.575 96.580 96.480 96.520 -0.055 6,205 546,538 -3,115
Mar10 080512 96.400 96.435 96.340 96.380 -0.050 4,724 425,437 +3,001
Jun10 080512 96.250 96.280 96.185 96.225 -0.040 4,602 258,404 -6,428
Sep10 080512 96.115 96.135 96.040 96.085 -0.030 4,348 197,231 -655
Dec10 080512 95.965 95.990 95.900 95.945 -0.020 6,064 160,876 -8,496
Mar11 080512 95.855 95.890 95.795 95.845 -0.010 3,075 111,061 +1,911
Jun11 080512 95.715 95.780 95.700 95.740 -0.005 5,915 110,186 +1,049
Sep11 080512 95.635 95.690 95.605 95.655 unch 4,453 72,445 +4,008
Dec11 080512 95.495 95.595 95.495 95.560 +0.005 6,084 66,589 +56
Mar12 080512 95.445 95.540 95.445 95.505 +0.005 6,578 91,354 +1,291
Jun12 080512 95.370 95.480 95.370 95.435 +0.005 1,713 45,157 -1,266
Sep12 080512 95.365 95.415 95.325 95.370 +0.005 1,516 43,691 -2,149
Total Volume and Open Interest 2,590,053 9,276,936 +5,283
30 Day Federal Funds(CBOT)
May08 080512 6.265 6.265 6.260 6.260 unch 1 140,260 -5,085
Jun08 080512 6.260 6.265 6.255 6.260 -0.005 0 80,785 +4,574
Jul08 080512 6.295 6.295 6.280 6.285 -0.010 0 104,468 +3,047
Aug08 080512 6.300 6.305 6.285 6.290 -0.015 100 102,057 +427
Sep08 080512 6.285 6.295 6.275 6.280 -0.020 0 49,296 +1,712
Oct08 080512 98.005 98.025 97.995 98.005 -0.020 0 58,884 +3,763
Total Volume and Open Interest 82,432 644,681 +11,635
30 Day Fed Funds(e-CBOT)
May08 080512 98.015 98.015 98.010 98.010 unch 2,768 140,260 -700
Jun08 080512 98.010 98.015 98.005 98.010 -0.005 6,211 80,785 +2,370
Jul08 080512 98.045 98.045 98.030 98.035 -0.010 12,555 104,468 +1,195
Aug08 080512 98.050 98.055 98.035 98.040 -0.015 12,200 102,057 -1,161
Sep08 080512 98.035 98.045 98.025 98.030 -0.020 5,293 49,296 +783
Oct08 080512 98.005 98.020 97.995 98.005 -0.020 5,815 58,884 +1,688
Total Volume and Open Interest 55,069 647,172 +4,168
3-Mth Euro-Yen(CME)
Jun08 080512 99.15 99.15 99.15 99.15 unch 0 15,126 +0
Sep08 080512 99.12 99.12 99.12 99.12 unch 0 7,631 -54
Dec08 080512 99.08 99.08 99.08 99.08 unch 2 2,116 +1
Mar09 080512 99.02 99.02 99.02 99.02 -0.01 0 1,510 +0
Jun09 080512 98.98 98.98 98.98 98.98 -0.01 0 246 +0
Sep09 080512 98.94 98.94 98.94 98.94 -0.02 0 350 +0
Dec09 080512 98.89 98.89 98.89 98.89 -0.02 0 1 +0
Mar10 080512 98.84 98.84 98.84 98.84 -0.02      
Jun10 080512 98.80 98.80 98.80 98.80 unch      
Sep10 080512 98.75 98.75 98.75 98.75 unch      
Total Volume and Open Interest 2 26,980 -53
3-Mth Euro-Yen(SGX)
Jun08 080512 99.15 99.15 99.15 99.15 +0.00 211 30,212 +206
Sep08 080512 99.11 99.12 99.11 99.11 +0.00 80 15,907 -71
Dec08 080512 99.07 99.08 99.06 99.07 +0.00 87 12,715 +130
Mar09 080512 99.01 99.03 99.00 99.01 +0.00 0 9,353 -179
Jun09 080512 98.98 98.98 98.95 98.98 +0.01 0 3,045 +50
Sep09 080512 98.94 98.94 98.90 98.94 unch 0 1,038 +0
Dec09 080512 98.89 98.89 98.86 98.89 unch 0 464 +0
Mar10 080512 98.85 98.85 98.85 98.85 unch 0 450 +0
Total Volume and Open Interest 378 78,443 +784
Japanese Gov't Bonds(SGX)
Jun08 080512 136.80 136.80 136.10 136.19 -1.65 2,875 20,282 -1,943
Sep08 080512 136.19 136.19 136.19 136.19 -0.52      
Dec08 080512 136.19 136.19 136.19 136.19 -0.52      
Total Volume and Open Interest 4,830 17,675 +285
Euro-Bund(EUREX)
Jun08 080512 115.09 115.20 114.78 115.02 -0.12 1,148,220 1,298,051 -26,789
Sep08 080512 115.33 115.33 115.13 115.26 -0.12 2,785 8,826 +1,734
Dec08 080512 114.79 114.79 114.79 114.79 -0.12      
Total Volume and Open Interest 1,151,005 1,306,877 -25,055
Euro-Bobl(EUREX)
Jun08 080512 43.82 43.84 43.53 43.63 -0.23 558,231 1,069,386 -4,895
Sep08 080512 44.01 44.06 44.01 44.06 -0.23 976 14,676 +462
Dec08 080512 43.32 43.32 43.32 43.32 -0.22      
Total Volume and Open Interest 559,207 1,084,062 -4,433
3-Mth Euribor(EUREX)
Jun08 080512 95.215 95.215 95.215 95.215 -0.035 3,766 22,372 +1,971
Sep08 080512 95.360 95.360 95.340 95.350 -0.070 467 7,024 +6
Dec08 080512 95.510 95.510 95.495 95.495 -0.085 1,085 3,281 -457
Total Volume and Open Interest 5,900 38,272 +1,485
Long Gilt(LIFFE)
Jun08 080512 109~05 109~06 108~17 108~31 -0~04 56,577 328,343 -2,387
Sep08 080512 108~24 108~24 108~24 108~24 -0~31      
Total Volume and Open Interest 89,571 330,730 +2,662
3-Mth Short Sterling(LIFFE)
Jun08 080512 94.45 94.45 94.35 94.37 -0.07 49,778 458,416 -1,224
Sep08 080512 94.70 94.70 94.57 94.57 -0.12 46,226 507,016 +8,952
Dec08 080512 94.90 94.90 94.73 94.76 -0.13 61,991 567,248 +715
Mar09 080512 95.09 95.09 94.91 94.95 -0.13 52,604 394,088 +1,700
Jun09 080512 95.14 95.15 95.00 95.04 -0.10 39,112 311,458 -1,884
Sep09 080512 95.12 95.13 95.01 95.04 -0.07 38,417 202,854 +14,030
Total Volume and Open Interest 542,913 2,736,089 +18,848
3-Mth Euribor(LIFFE)
Jun08 080512 95.255 95.255 95.205 95.215 -0.035 133,975 692,829 -19,853
Sep08 080512 95.420 95.420 95.335 95.350 -0.070 140,822 525,234 +12,297
Dec08 080512 95.590 95.590 95.475 95.500 -0.090 171,356 521,224 -2,491
Total Volume and Open Interest 900,726 3,376,875 +7,576
3-Mth Aus T-Bills(SFE)
Jun08 080512 92.21 92.23 92.18 92.20 -0.01 17,588 428,748 +9,070
Sep08 080512 92.33 92.37 92.28 92.29 -0.04 36,291 289,583 +21,928
Dec08 080512 92.45 92.50 92.39 92.42 -0.03 17,936 127,286 +3,584
Mar09 080512 92.58 92.64 92.54 92.56 -0.02 7,951 75,572 +2,472
Jun09 080512 92.67 92.75 92.66 92.68 unch 3,705 59,084 +1,610
Sep09 080512 92.76 92.85 92.75 92.77 unch 2,702 46,006 -224
Dec09 080512 92.86 92.94 92.83 92.84 unch 857 25,387 +186
Mar10 080512 92.98 92.98 92.91 92.92 +0.01 464 9,943 -432
Jun10 080512 92.96 92.96 92.95 92.96 +0.01 2 1,472 +2
Sep10 080512 93.03 93.07 92.98 92.98 +0.01 8 812 +2
Total Volume and Open Interest 98,932 1,064,475 +38,205
10-Year Aus T-Bonds(SFE)
Jun08 080512 93.81 93.84 93.78 93.80 +0.02 37,505 455,303 +9,536
Sep08 080512 93.80 93.80 93.80 93.80 +0.02      
Total Volume and Open Interest 47,290 455,303 +9,536
3-Year Aus T-Bonds(SFE)
Jun08 080512 93.75 93.81 93.73 93.75 +0.00 105,562 565,943 +36,054
Sep08 080512 93.75 93.75 93.75 93.75 +0.00      
Total Volume and Open Interest 121,141 565,943 +36,054
Gold(CMX)
Jun08 080512 884.3 890.8 878.5 884.9 -0.9 116,621 229,043 -8,033
Aug08 080512 889.9 893.7 882.7 889.1 -0.9 10,786 64,608 +11,083
Oct08 080512 897.6 897.6 890.4 892.9 -0.9 275 16,247 -122
Dec08 080512 896.9 901.6 890.8 896.7 -0.8 2,760 38,551 +2,479
Feb09 080512 899.0 900.6 899.0 900.6 -0.7 3,214 22,042 -2,827
Apr09 080512 905.4 905.4 904.3 904.3 -0.7 167 12,276 -191
Jun09 080512 908.3 908.3 908.3 908.3 -0.7 860 14,565 +272
Aug09 080512 912.6 912.6 912.6 912.6 -0.7 3 454 +1
Oct09 080512 917.1 917.1 917.1 917.1 -0.7 555 678 +0
Dec09 080512 921.2 922.0 921.2 921.7 -0.7 4,286 12,659 -4,191
Feb10 080512 926.4 926.4 926.4 926.4 -0.7 30 60 +16
Total Volume and Open Interest 122,760 441,120 +5,483
Silver(CMX)
May08 080512 1675.5 1730.0 1675.5 1715.8 +31.5 360 403 -34
Jul08 080512 1690.0 1737.0 1671.5 1722.5 +31.5 24,935 66,036 +1,678
Sep08 080512 1698.5 1742.0 1698.5 1731.5 +31.6 725 12,543 +323
Dec08 080512 1712.0 1755.5 1700.0 1743.9 +32.1 609 21,590 +412
Mar09 080512 1752.0 1762.0 1752.0 1755.8 +32.5 524 5,277 +399
May09 080512 1764.0 1764.0 1764.0 1764.0 +32.7 27 2,397 +0
Jul09 080512 1775.0 1775.0 1772.5 1772.5 +33.1 15 4,148 +5
Total Volume and Open Interest 18,944 121,808 +833
Platinum(NYMEX)
Jul08 080512 2084.9 2123.3 2041.1 2123.3 +21.5 3,029 14,966 +970
Oct08 080512 2060.5 2121.9 2053.5 2121.9 +22.1 62 510 +81
Jan09 071008 1377.0 1377.0 1377.0 1377.0 unch      
Total Volume and Open Interest      
Palladium(NYMEX)
Jun08 080512 445.00 448.80 438.10 446.80 +2.95 1,121 16,069 -370
Sep08 080512 447.20 450.40 442.00 450.40 +3.15 169 0 -2,213
Dec08 080512 451.50 454.10 448.15 454.10 +3.05 18 0 -980
Total Volume and Open Interest 1,296 19,467 -172
Copper(CMX)
May08 080512 375.00 379.30 372.00 378.40 +3.05 689 3,700 -537
Jul08 080512 371.20 377.50 368.55 374.95 +3.30 12,474 62,355 -2,736
Sep08 080512 369.75 376.05 367.80 373.90 +3.25 2,185 13,539 +1,346
Dec08 080512 367.00 370.20 364.50 370.20 +3.20 259 8,646 +292
Mar09 080512 366.10 366.10 366.10 366.10 +2.90 50 1,546 +74
Total Volume and Open Interest 11,668 98,360 -783
Aluminum(CMX)
May08 080512 1.33 1.33 1.33 1.33 -129.22      
Jun08 080512 1.33 1.33 1.33 1.33 -129.22      
Jul08 080512 1.33 1.33 1.33 1.33 -129.22      
Aug08 080512 1.33 1.33 1.33 1.33 -129.22      
Sep08 080512 1.33 1.33 1.33 1.33 -129.22      
Oct08 080512 1.33 1.33 1.33 1.33 -129.22      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080512 12741 12897 12737 12864 +120 1,414 29,052 +653
Sep08 080512 12810 12885 12754 12864 +120 0 1,597 +0
Dec08 080512 12874 12874 12753 12874 +121 0 836 +0
Mar09 080512 12878 12878 12757 12878 +121      
Total Volume and Open Interest 1,981 31,371 +539
S & P 500(CME)
Jun08 080512 1387.60 1405.00 1386.30 1404.70 +15.70 21,711 523,263 -6,111
Sep08 080512 1397.50 1406.50 1389.00 1406.30 +15.80 2,862 19,099 +3,300
Dec08 080512 1407.90 1408.00 1390.50 1407.90 +15.90 0 10,121 +98
Mar09 080512 1410.90 1411.00 1393.50 1410.90 +15.90 0 8 +0
Total Volume and Open Interest 29,758 553,989 -1,227
S & P 500 E-Mini(Globex)
Jun08 080512 1387.50 1405.00 1386.25 1404.75 +15.75 1,625,250 2,031,292 -28,333
Sep08 080512 1391.75 1406.25 1388.00 1406.25 +15.75 3,133 70,600 +2,969
Total Volume and Open Interest 1,706,788 2,084,628 -42,836
NASDAQ 100(CME)
Jun08 080512 1963.30 2004.00 1962.00 1998.50 +35.20 1,889 36,003 +294
Sep08 080512 1981.00 2010.00 1981.00 2006.50 +35.20 0 135 -3
Dec08 080512 2012.00 2015.80 2012.00 2015.80 +36.50 0 1 +0
Total Volume and Open Interest 4,437 34,790 -1,058
NASDAQ 100 E-Mini(Globex)
Jun08 080512 1963.30 2003.50 1961.50 1998.50 +35.20 260,386 366,370 +3,268
Sep08 080512 1974.00 2011.00 1971.30 2006.50 +35.20 648 7,845 -357
Total Volume and Open Interest 304,293 371,302 +15,952
S & P Midcap 400(CME)
Jun08 080512 856.25 864.00 850.00 863.20 +9.60 118 4,972 +35
Sep08 080512 864.20 864.50 864.20 864.20 +9.60 0 55 +0
Dec08 080512 869.20 869.50 869.20 869.20 +9.60 0 2 +0
Total Volume and Open Interest 121 5,076 +82
Russell 2000(CME)
Jun08 080512 720.95 734.00 719.50 732.60 +13.50 1,613 39,351 +759
Sep08 080512 732.40 732.40 732.30 732.40 +13.50 0 27 +0
Total Volume and Open Interest 1,093 38,975 +356
Russell 2000 E-Mini(Globex)
Jun08 080512 718.40 734.20 718.10 732.60 +13.50 179,263 685,446 +6,324
Sep08 080512 721.90 733.70 719.00 732.40 +13.50 212 6,592 +57
Total Volume and Open Interest 197,791 691,152 +5,495
Nikkei 225(CME)
Jun08 080512 13575 13810 13525 13750 +75 60,305 194,089 +3,036
Sep08 080512 13600 13820 13575 13770 +90 35 1,169 +31
Total Volume and Open Interest 60,340 195,274 +1,997
Nikkei 225(SGX)
Jun08 080512 13575 13810 13525 13750 +75 60,305 194,089 +3,036
Sep08 080512 13600 13820 13575 13770 +90 35 1,169 +31
Dec08 080512 13715 13715 13715 13715 +85 0 10 +0
Total Volume and Open Interest 60,340 195,274 +1,997
CAC 40(EURONEXT)
May08 080512 4958.0 4999.5 4939.0 4961.5 +15.5 116,253 504,282 +38,444
Jun08 080512 4899.0 4940.5 4885.5 4903.0 +15.5 2,402 51,035 +1,504
Jul08 080512 4927.0 4945.5 4915.5 4915.5 +16.5 33 43 +18
Total Volume and Open Interest 85,481 525,230 +7,608
Hang Seng Index(HKFE)
May08 080509 25247 25415 24791 24860 -448 7,647 3,996 -982
Jun08 080509 25168 25340 24750 24787 -454 65 228 -400
Total Volume and Open Interest 7,720 4,246 -1,421
DAX(EUREX)
Jun08 080512 7060.0 7107.5 7042.0 7072.5 +30.5 129,828 235,365 +3,572
Sep08 080512 7139.0 7181.5 7118.5 7148.0 +31.5 387 7,765 +65
Dec08 080512 7248.0 7259.0 7201.5 7225.5 +32.5 47 2,877 +11
Total Volume and Open Interest 123,812 242,715 +356
FT-SE 100(EURONEXT)
Jun08 080512 6215.00 6255.50 6182.50 6221.50 +6.50 89,154 486,849 -5,594
Sep08 080512 6253.50 6279.50 6211.00 6246.50 +8.00 236 12,087 +99
Dec08 080512 6291.00 6291.00 6291.00 6291.00 +9.00 0 4,260 +0
Total Volume and Open Interest 80,555 510,715 +2,024
SPI 200(SFE)
Jun08 080512 5762.0 5880.0 5715.0 5817.0 +51.0 24,594 299,136 +5,250
Sep08 080512 5827.0 5886.0 5807.0 5825.0 +52.0 133 2,023 +64
Dec08 080512 5884.0 5884.0 5884.0 5884.0 +52.0 42 1,232 +0
Total Volume and Open Interest 26,516 302,604 +5,350
GSCI(CME)
May08 080512 778.00 783.00 772.30 772.50 -10.50 2,931 10,441 -4,686
Jun08 080512 779.00 784.00 773.75 773.75 -10.75 3,050 7,973 +5,223
Jul08 080512 775.00 785.25 775.00 775.00 -10.20      
Total Volume and Open Interest 5,941 18,296 +419
RJ/CRB Index(ICE)
Jun08 080512 402.80 402.80 402.80 402.80 -155.70 13 274 +274
Aug08 080512 565.00 566.40 564.00 564.00 -2.50 2 693 +0
Nov08 080512 572.00 572.00 572.00 572.00 -2.50 0 195 +0
Total Volume and Open Interest      
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

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!!!