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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed June 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060628 580.00 583.00 575.50 578.50 +0.50 20,430 40,964 -9,192
Aug06 060628 586.00 590.00 582.50 585.75 +0.75 11,012 47,634 +1,440
Sep06 060628 592.50 597.50 589.50 593.00 +1.00 3,385 19,546 +625
Nov06 060628 605.50 610.00 602.00 605.75 +2.25 58,599 197,201 +435
Jan07 060628 615.75 620.00 613.50 615.75 +2.00 1,839 10,162 -80
Mar07 060628 623.00 628.00 621.00 624.25 +1.50 726 7,850 -48
May07 060628 629.50 633.50 627.00 631.00 +2.00 319 6,213 +92
Total Volume and Open Interest 98,550 351,158 -6,488
Soybean Meal(CBOT)
Jul06 060628 173.70 174.00 172.00 172.70 -0.40 13,221 27,831 -3,182
Aug06 060628 175.10 175.20 173.30 174.30 -0.10 12,611 32,283 +573
Sep06 060628 176.30 176.30 174.40 175.20 -0.50 3,368 22,152 +914
Oct06 060628 177.00 177.00 175.00 175.80 unch 1,945 10,700 +496
Dec06 060628 177.90 179.00 176.60 177.60 +0.20 18,340 70,635 +4,210
Jan07 060628 179.00 180.00 178.40 178.80 +0.30 535 4,518 +54
Mar07 060628 181.00 182.20 180.00 180.00 -1.00 662 4,374 +16
May07 060628 181.00 182.00 179.70 180.50 -1.00 334 4,473 +76
Total Volume and Open Interest 51,372 182,423 +3,404
Soybean Oil(CBOT)
Jul06 060628 25.18 25.37 24.87 25.27 +0.13 11,827 17,308 -4,390
Aug06 060628 25.37 25.59 25.07 25.47 +0.16 8,201 26,450 +610
Sep06 060628 25.65 25.81 25.32 25.69 +0.17 2,109 19,419 +1,079
Oct06 060628 25.70 26.00 25.47 25.95 +0.20 929 11,031 +400
Dec06 060628 26.30 26.46 25.92 26.29 +0.11 18,417 122,561 +1,636
Jan07 060628 26.52 26.62 26.33 26.51 +0.11 580 4,064 +12
Mar07 060628 26.75 26.98 26.55 26.82 +0.04 949 3,068 +404
May07 060628 27.10 27.28 27.05 27.10 +0.02 20 6,372 +49
Total Volume and Open Interest 43,339 228,624 +26
Canola(WCE)
Jul06 060628 268.1 269.1 265.7 266.2 -1.7 2,584 3,676 -2,587
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060628 286.1 288.0 284.1 285.0 -0.9 10,200 63,525 -594
Jan07 060628 295.5 296.0 292.4 293.2 -1.2 125 5,372 +0
Mar07 060628 301.0 301.0 296.0 296.0 -0.1 1 695 +0
Total Volume and Open Interest 12,914 81,248 -3,180
Corn(CBOT)
Jul06 060628 227.00 228.50 225.50 226.00 +0.75 36,533 80,329 -19,623
Sep06 060628 238.25 240.25 236.75 237.00 +0.50 46,046 453,399 +14,088
Dec06 060628 254.75 255.00 251.75 252.00 +0.75 67,509 465,382 +9,826
Mar07 060628 265.50 266.50 263.50 263.75 +0.75 4,138 89,212 +1,310
May07 060628 273.50 274.25 272.00 272.00 +0.75 703 16,370 +251
Jul07 060628 281.50 282.75 280.00 280.25 +1.00 2,982 48,808 +684
Total Volume and Open Interest 166,452 1,329,376 +9,894
Wheat(CBOT)
Jul06 060628 377.50 378.00 370.00 372.00 -6.25 8,403 13,726 -6,380
Sep06 060628 395.50 396.50 387.00 388.00 -6.50 29,585 226,046 +3,348
Dec06 060628 416.00 416.00 407.00 407.75 -6.50 13,067 110,374 +3,247
Mar07 060628 429.50 430.00 423.50 424.50 -6.50 1,296 29,620 +317
May07 060628 433.00 433.50 433.00 433.00 -6.50 0 741 -19
Total Volume and Open Interest 56,957 461,743 +1,621
Wheat(KCBT)
Jul06 060628 492.00 493.50 488.00 490.75 -2.75 6,795 9,950 -3,911
Sep06 060628 503.50 504.00 497.50 499.75 -3.75 11,947 70,138 +3,488
Dec06 060628 513.50 513.50 506.50 508.00 -3.50 5,211 50,603 +1,189
Mar07 060628 509.00 511.50 506.00 509.50 -2.00 325 6,005 +128
May07 060628 500.00 500.00 500.00 500.00 -3.00 0 310 +0
Total Volume and Open Interest 25,385 158,177 +1,393
Wheat(MGE)
Jul06 060628 482.50 487.00 477.00 482.00 +0.25 2,590 1,850 -746
Sep06 060628 485.00 486.50 476.00 482.00 -2.50 3,994 18,934 +561
Dec06 060628 490.00 492.00 482.00 488.75 -0.75 1,989 22,686 +103
Mar07 060628 490.50 491.00 487.00 490.50 -2.00 249 1,625 +23
May07 060628 491.00 492.00 490.00 492.00 -3.00 0 89 +0
Total Volume and Open Interest 9,007 49,622 +41
Oats(CBOT)
Jul06 060628 209.00 210.50 206.50 206.75 -3.25 632 894 -287
Sep06 060628 197.75 197.75 190.00 190.25 -7.00 674 5,344 +262
Dec06 060628 199.00 199.00 193.25 193.25 -3.50 726 8,013 +50
Mar07 060628 200.00 200.00 200.00 200.00 -2.00 0 113 +0
Total Volume and Open Interest 2,032 14,367 +25
Rough Rice(CBOT)
Jul06 060628 8.73 8.78 8.73 8.77 +0.04 1,203 2,299 -813
Sep06 060628 9.02 9.09 9.02 9.06 +0.03 882 4,370 +56
Nov06 060628 9.22 9.29 9.22 9.27 +0.05 925 4,597 -89
Jan07 060628 9.46 9.48 9.46 9.48 +0.03 92 906 -6
Total Volume and Open Interest 3,272 13,441 -712
Live Cattle(CME)
Jun06 060628 86.050 86.325 85.450 86.250 +0.175 2,750 3,168 -1,156
Aug06 060628 86.950 87.450 86.275 87.275 +0.300 15,378 117,401 -764
Oct06 060628 90.000 90.475 89.650 90.325 +0.075 12,048 51,936 +362
Dec06 060628 90.600 90.900 90.100 90.750 -0.200 6,575 35,601 +2,045
Feb07 060628 92.050 92.350 91.600 92.325 -0.225 2,203 14,000 +644
Apr07 060628 89.300 89.300 88.950 89.200 -0.500 475 2,817 +172
Total Volume and Open Interest 40,415 227,067 +1,853
Feeder Cattle(CME)
Aug06 060628 117.400 117.600 116.625 117.200 -0.350 1,993 17,493 +196
Sep06 060628 116.700 117.100 116.125 116.950 -0.325 881 3,917 +219
Oct06 060628 115.200 115.800 114.950 115.750 +0.025 602 3,346 -121
Nov06 060628 114.400 114.400 113.350 113.900 -0.925 189 1,183 +84
Jan07 060628 109.000 109.000 108.400 109.000 -0.700 248 1,300 +64
Mar07 060628 107.250 107.250 106.700 106.950 -1.050 35 129 +18
Apr07 060628 106.000 106.000 106.000 106.000 -1.200 3 49 +1
Total Volume and Open Interest 3,955 27,473 +463
Lean Hogs(CME)
Jul06 060628 72.900 73.000 71.550 72.025 -1.825 6,190 20,719 -273
Aug06 060628 70.100 70.250 69.100 69.625 -1.150 10,266 87,969 +1,237
Oct06 060628 61.400 61.400 60.500 60.925 -1.175 5,378 28,523 +1,412
Dec06 060628 57.450 57.550 57.150 57.450 -0.675 1,469 16,173 +194
Feb07 060628 58.200 58.700 58.100 58.600 -0.200 272 5,468 +42
Apr07 060628 58.675 59.200 58.500 59.200 unch 139 2,756 +52
May07 060628 62.650 63.000 62.500 63.000 -0.350 37 512 +21
Jun07 060628 63.600 63.800 63.400 63.800 +0.200 51 891 +32
Total Volume and Open Interest 23,804 163,074 +2,717
Pork Bellies(CME)
Jul06 060628 95.000 96.350 93.900 96.000 +0.800 500 889 -150
Aug06 060628 90.525 92.100 89.500 91.525 +1.000 536 1,023 +137
Feb07 060628 85.250 85.250 85.250 85.250 +0.500 4 28 -2
Mar07 060628 86.450 86.450 86.450 86.450 +0.450 1 7 +1
Total Volume and Open Interest 1,041 1,947 -14
Class III Milk(CME)
Jun06 060628 11.28 11.28 11.28 11.28 unch 63 3,107 -14
Jul06 060628 11.30 11.30 11.22 11.22 -0.02 45 3,544 +51
Aug06 060628 11.80 11.80 11.68 11.70 unch 33 4,022 +4
Sep06 060628 12.35 12.45 12.30 12.32 +0.01 60 4,229 -5
Oct06 060628 12.35 12.40 12.33 12.35 unch 23 3,803 -5
Total Volume and Open Interest 361 32,339 +26
Cocoa(NYBOT)
Jul06 060628 1570 1608 1570 1608 +40 46 282 -48
Sep06 060628 1560 1579 1554 1578 +15 6,325 65,468 -1,357
Dec06 060628 1592 1612 1590 1611 +13 1,189 25,160 +221
Mar07 060628 1623 1643 1623 1643 +12 169 15,315 +6
May07 060628 1653 1663 1653 1663 +12 371 6,262 -56
Jul07 060628 1668 1684 1668 1684 +12 317 3,172 +6
Sep07 060628 1692 1703 1692 1703 +12 52 8,793 +0
Total Volume and Open Interest 8,469 131,079 -1,228
Coffee "C"(NYBOT)
Jul06 060628 95.75 98.50 95.75 97.70 +2.35 952 1,241 -889
Sep06 060628 97.25 99.90 97.10 99.10 +2.40 8,135 86,808 +497
Dec06 060628 101.20 103.60 101.10 102.85 +2.35 1,504 18,383 +441
Mar07 060628 104.80 107.00 104.60 106.45 +2.35 617 5,958 -198
May07 060628 108.20 108.75 108.00 108.75 +2.35 374 2,027 +325
Jul07 060628 109.50 111.00 109.50 110.85 +2.35 0 948 +0
Total Volume and Open Interest 11,729 117,763 +218
Orange Juice(NYBOT)
Jul06 060628 166.00 166.75 165.10 165.25 -1.15 1,098 1,873 -586
Sep06 060628 167.30 167.90 166.20 166.85 -0.45 2,224 21,119 +758
Nov06 060628 165.50 166.50 165.50 165.75 -0.30 325 2,980 +4
Jan07 060628 165.00 166.00 165.00 165.00 -0.05 34 1,737 -31
Mar07 060628 165.25 165.25 165.25 165.25 +0.20 3 497 -1
Total Volume and Open Interest 3,684 28,350 +144
Sugar #11(NYBOT)
Jul06 060628 15.60 15.73 15.56 15.67 +0.03 19,192 21,536 -9,893
Oct06 060628 16.22 16.27 16.10 16.20 +0.01 23,897 243,815 +2,928
Mar07 060628 16.51 16.53 16.40 16.51 +0.05 4,283 74,107 +306
May07 060628 16.39 16.47 16.35 16.47 +0.10 2,281 37,409 +781
Jul07 060628 16.25 16.33 16.25 16.33 +0.11 212 27,713 -66
Total Volume and Open Interest 51,532 433,368 -5,778
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060628 22.98 23.00 22.95 23.00 unch 71 3,816 -3
Nov06 060628 22.43 22.45 22.43 22.45 unch 10 1,830 +8
Jan07 060628 22.45 22.45 22.45 22.45 -0.05 2 1,212 +2
Mar07 060628 22.40 22.40 22.40 22.40 -0.05 0 1,286 +0
Total Volume and Open Interest 83 10,104 +7
London Cocoa(LCE)
Jul06 060628 964 972 958 969 +10 6,151 53,995 -373
Sep06 060628 923 937 920 933 +9 5,499 57,842 +411
Dec06 060628 928 942 927 938 +9 7,225 36,836 +1,630
Mar07 060628 940 953 939 949 +9 626 26,179 +139
May07 060628 956 960 948 958 +9 223 5,585 +113
Jul07 060628 963 968 963 967 +10 0 3,184 +0
Sep07 060628 976 976 976 976 +9 2 1,748 -2
Total Volume and Open Interest 19,726 195,305 +1,918
London Coffee(LCE)
Jul06 060628 1154.00 1206.00 1152.00 1185.00 +31.00 5,408 18,611 -3,682
Sep06 060628 1168.00 1222.00 1165.00 1202.00 +35.00 8,709 63,868 +2,583
Nov06 060628 1178.00 1233.00 1176.00 1212.00 +34.00 2,091 35,258 +977
Jan07 060628 1187.00 1228.00 1187.00 1214.00 +29.00 782 6,655 +240
Mar07 060628 1195.00 1220.00 1195.00 1220.00 +26.00 42 1,291 +28
May07 060628 1229.00 1229.00 1229.00 1229.00 +25.00 27 828 +19
Total Volume and Open Interest 17,060 126,832 +166
London Sugar(LCE)
Aug06 060628 465.50 469.00 461.50 463.90 -2.10 3,149 19,359 -406
Oct06 060628 466.90 466.90 459.00 460.10 -4.90 3,519 23,225 +2,109
Dec06 060628 458.00 458.00 453.80 454.50 -3.50 162 10,180 -50
Mar07 060628 444.50 444.50 441.00 441.30 -3.70 201 8,778 +86
May07 060628 439.50 441.10 438.50 441.10 -2.90 42 3,597 +40
Total Volume and Open Interest 7,083 68,319 +1,789
Cotton(NYBOT)
Jul06 060628 48.50 49.50 48.00 48.75 +0.80 320 612 -1,759
Oct06 060628 52.00 52.65 51.90 52.30 +0.63 297 10,806 +0
Dec06 060628 54.00 54.29 53.70 54.20 +0.69 5,520 121,906 -190
Mar07 060628 56.60 57.10 56.45 56.98 +0.76 640 19,794 +159
May07 060628 57.75 57.80 57.70 57.80 +0.70 117 1,001 -1
Jul07 060628 58.40 58.65 58.40 58.65 +0.62 132 2,259 -107
Total Volume and Open Interest 7,250 159,009 -1,789
Lumber(CME)
Jul06 060628 297.4 297.4 287.5 288.6 -8.9 497 1,607 -247
Sep06 060628 308.5 308.8 297.5 297.5 -9.7 651 3,304 +63
Nov06 060628 306.1 306.5 298.0 299.1 -7.4 25 328 -4
Jan07 060628 310.5 310.5 307.5 308.5 -1.1 19 13 +7
Total Volume and Open Interest 1,194 5,266 -180
Crude Oil(NYM)
Aug06 060628 72.15 72.77 71.60 72.19 +0.27 81,239 237,116 +2,839
Sep06 060628 73.00 73.60 72.55 73.14 +0.34 37,621 114,566 -45
Oct06 060628 73.50 74.05 73.25 73.75 +0.35 9,675 53,126 +2,068
Nov06 060628 74.55 74.55 74.20 74.23 +0.35 3,071 27,040 +454
Dec06 060628 74.40 75.10 74.20 74.60 +0.35 9,180 111,799 +1,185
Jan07 060628 75.10 75.10 74.80 74.87 +0.36 492 37,141 -79
Feb07 060628 75.04 75.04 75.04 75.04 +0.36 331 16,293 -184
Mar07 060628 75.00 75.14 75.00 75.14 +0.36 88 15,141 -28
Apr07 060628 75.15 75.15 75.15 75.15 +0.36 325 11,231 -275
May07 060628 74.95 75.12 74.95 75.12 +0.36 1,969 9,979 +75
Jun07 060628 75.25 75.25 75.03 75.03 +0.37 4,698 39,640 -163
Jul07 060628 74.50 74.92 74.50 74.92 +0.37 1,185 10,269 +175
Aug07 060628 74.78 74.78 74.78 74.78 +0.37 70 7,225 +0
Sep07 060628 74.50 74.64 74.50 74.64 +0.38 28 8,115 -28
Oct07 060628 74.49 74.49 74.49 74.49 +0.38 0 4,484 +0
Nov07 060628 74.32 74.32 74.32 74.32 +0.38 0 5,666 +0
Total Volume and Open Interest 155,775 991,500 +8,410
Heating Oil(NYM)
Jul06 060628 196.50 197.00 193.00 193.74 -2.13 17,929 17,368 -3,924
Aug06 060628 201.75 203.00 199.00 199.84 -1.17 21,000 64,541 +1,855
Sep06 060628 206.80 208.00 204.70 205.24 -0.87 3,306 24,468 +1,103
Oct06 060628 211.60 212.50 209.50 209.69 -0.62 906 8,295 +52
Nov06 060628 215.00 216.25 213.19 213.19 -0.57 464 6,109 +67
Dec06 060628 219.50 219.50 216.49 216.49 -0.52 1,441 15,270 -13
Jan07 060628 221.00 222.50 219.44 219.44 -0.52 838 14,943 +51
Feb07 060628 223.50 224.00 220.94 220.94 -0.37 394 4,979 +94
Mar07 060628 221.90 222.00 219.19 219.19 -0.32 64 4,097 +90
Apr07 060628 215.70 215.75 213.44 213.44 -0.27 59 5,192 +31
May07 060628 211.00 211.00 208.84 208.84 -0.27 88 958 +53
Jun07 060628 208.90 208.90 206.74 206.74 -0.22 142 5,297 +26
Total Volume and Open Interest 46,683 173,397 -462
Unleaded Gas(NYM)
Jul06 060628 219.75 221.00 215.50 220.59 +0.74 14,853 8,205 -4,400
Aug06 060628 217.25 219.50 214.00 217.80 -0.35 20,157 55,069 +2,927
Sep06 060628 214.50 215.80 212.00 214.65 unch 2,520 13,140 -240
Oct06 060628 199.25 201.00 199.25 200.30 +0.30 582 6,000 +1
Nov06 060628 194.25 194.25 194.25 194.25 +0.30 125 2,528 +36
Dec06 060628 189.75 190.10 189.75 190.10 +0.20 107 3,229 -19
Jan07 060628 190.05 190.05 190.05 190.05 +0.20 164 1,558 -9
Total Volume and Open Interest 38,508 89,729 -1,704
Natural Gas(NYM)
Jul06 060628 6.110 6.165 5.810 5.887 -0.220 36,092 20,735 -11,099
Aug06 060628 6.300 6.370 6.100 6.160 -0.152 16,790 84,222 +2,051
Sep06 060628 6.560 6.625 6.380 6.425 -0.137 8,091 62,265 +1,061
Oct06 060628 6.960 7.040 6.770 6.830 -0.132 5,038 49,227 +1,320
Nov06 060628 8.260 8.330 8.130 8.185 -0.082 3,265 54,435 +321
Dec06 060628 9.685 9.770 9.600 9.670 -0.017 1,082 29,971 +58
Jan07 060628 10.425 10.500 10.350 10.415 -0.012 2,679 47,603 +269
Feb07 060628 10.460 10.550 10.380 10.450 -0.012 551 30,412 +11
Mar07 060628 10.280 10.330 10.230 10.265 -0.007 2,908 55,865 +502
Apr07 060628 8.380 8.405 8.350 8.405 +0.023 2,722 34,120 +1,018
May07 060628 8.190 8.230 8.180 8.220 +0.023 533 21,358 +115
Jun07 060628 8.250 8.320 8.250 8.315 +0.023 111 12,247 +72
Jul07 060628 8.382 8.430 8.380 8.430 +0.028 48 8,908 +15
Aug07 060628 8.477 8.525 8.477 8.525 +0.028 20 8,161 +7
Sep07 060628 8.610 8.640 8.602 8.640 +0.028 82 9,364 +66
Oct07 060628 8.767 8.815 8.767 8.815 +0.028 141 24,886 +94
Total Volume and Open Interest 86,754 858,036 -1,755
Brent Crude Oil(ICE)
Aug06 060628 71.19 71.87 70.76 71.41 +0.43 74,265 85,852 -1,847
Sep06 060628 71.81 72.39 71.34 71.87 +0.25 36,771 122,521 -951
Oct06 060628 72.34 72.93 71.97 72.45 +0.24 10,874 48,062 +3,011
Nov06 060628 72.90 73.35 72.44 72.90 +0.23 4,016 18,748 -185
Dec06 060628 73.28 73.76 72.78 73.25 +0.21 11,187 53,020 +1,397
Jan07 060628 73.58 74.07 73.28 73.56 +0.18 4,430 15,605 +1,301
Feb07 060628 73.78 74.15 73.47 73.75 +0.16 903 9,752 +175
Mar07 060628 73.88 73.99 73.77 73.85 +0.15 711 6,609 +376
Apr07 060628 73.94 74.01 73.81 73.89 +0.15 229 2,921 +35
May07 060628 73.95 73.95 73.69 73.85 +0.17 139 2,336 +31
Jun07 060628 73.79 74.12 73.76 73.76 +0.18 1,395 11,775 +436
Jul07 060628 73.64 73.64 73.64 73.64 +0.20 0 66 +0
Aug07 060628 73.51 73.51 73.51 73.51 +0.22 500 755 +500
Sep07 060628 73.37 73.37 73.37 73.37 +0.23 500 1,400 +500
Total Volume and Open Interest 148,617 436,455 +4,771
Gas Oil(ICE)
Jul06 060628 632.50 636.75 626.00 634.00 -3.50 20,093 45,464 -4,017
Aug06 060628 640.75 643.50 632.75 640.75 -2.75 17,185 53,561 +3,965
Sep06 060628 648.00 649.75 640.75 648.50 -2.00 4,379 18,044 +874
Oct06 060628 655.25 658.00 650.50 656.50 -1.25 2,093 13,999 +301
Nov06 060628 660.25 664.25 657.75 663.50 -1.00 610 8,520 -204
Dec06 060628 668.25 672.00 664.25 669.75 -0.75 2,132 30,706 -682
Jan07 060628 672.00 675.25 669.75 674.00 -0.25 1,581 10,572 +921
Feb07 060628 674.75 674.75 674.75 674.75 +0.25 0 900 +0
Mar07 060628 673.25 673.25 673.25 673.25 unch 242 5,639 +150
Apr07 060628 666.00 669.00 666.00 669.00 -0.25 350 1,075 +250
Total Volume and Open Interest 52,400 226,930 +3,861
US Dollar Index(NYBOT)
Sep06 060628 86.25 86.52 86.15 86.27 +0.17 1,093 18,612 -487
Dec06 060628 86.05 86.13 85.90 85.90 +0.17 0 2,168 +0
Mar07 060628 85.55 85.55 85.55 85.55 +0.17 0 4 +0
Total Volume and Open Interest 1,093 20,784 -487
Australian Dollar(CME)
Sep06 060628 72.91 72.91 72.67 72.82 -0.46 2,545 41,640 +1,120
Dec06 060628 72.71 72.71 72.71 72.71 -0.46 0 359 +0
Mar07 060628 72.58 72.58 72.58 72.58 -0.46 0 9 +0
Total Volume and Open Interest 2,545 42,014 +1,120
British Pound(CME)
Sep06 060628 182.42 182.44 181.75 182.20 -0.43 539 78,334 -711
Dec06 060628 182.61 182.61 182.61 182.61 -0.43 0 257 -1
Mar07 060628 182.96 182.96 182.96 182.96 -0.43 0 1 +0
Total Volume and Open Interest 539 78,592 -712
Canadian Dollar(CME)
Sep06 060628 89.19 89.40 88.94 89.33 -0.04 1,340 87,365 +1,746
Dec06 060628 89.65 89.65 89.50 89.57 -0.04 1 2,120 +5
Mar07 060628 89.81 89.81 89.81 89.81 -0.04 4 163 -2
Jun07 060628 90.05 90.05 90.05 90.05 -0.04 0 111 +0
Total Volume and Open Interest 1,345 89,791 +1,749
Japanese Yen(CME)
Sep06 060628 87.02 87.05 86.82 86.92 -0.12 1,740 153,861 -535
Dec06 060628 88.06 88.06 88.06 88.06 -0.12 0 20,178 +131
Mar07 060628 89.14 89.14 89.14 89.14 -0.12 0 2 +0
Total Volume and Open Interest 1,740 174,066 -404
Swiss Franc(CME)
Sep06 060628 81.17 81.17 80.80 81.00 -0.20 758 63,369 -1,317
Dec06 060628 81.77 81.77 81.77 81.77 -0.20 0 180 +0
Mar07 060628 82.51 82.51 82.51 82.51 -0.20 0 7 +0
Total Volume and Open Interest 758 63,556 -1,317
EuroFX(CME)
Sep06 060628 126.42 126.42 125.85 126.26 -0.30 1,732 146,955 +327
Dec06 060628 126.99 126.99 126.99 126.99 -0.30 0 1,053 -8
Mar07 060628 127.66 127.66 127.66 127.66 -0.30 0 80 +0
Total Volume and Open Interest 1,733 148,166 +320
Mexican Peso(CME)
Jun06 060619 8740.0 8740.0 8740.0 8740.0 +3.0 630 45,102 -253
Sep06 060628 8742.0 8742.0 8720.0 8730.0 +30.0 11,498 63,314 +2,174
Total Volume and Open Interest 11,498 88,259 +2,173
30-Year T-Bonds(CBOT)
Sep06 060628 105~30 106~00 105~12 105~15 -0~13 251,551 756,721 -3,019
Dec06 060628 105~26 105~31 105~18 105~18 -0~14 560 5,461 -272
Mar07 060628 105~12 105~12 105~12 105~12 -0~13 0 2 +0
Total Volume and Open Interest 252,111 762,199 -3,291
10-Year T-Notes(CBOT)
Sep06 060628 104~100 104~120 104~010 104~025 -0~070 830,529 2,170,073 -7,418
Dec06 060628 104~040 104~050 103~310 103~310 -0~070 8,801 23,423 +4,925
Total Volume and Open Interest 839,335 2,193,503 -2,488
5-Year T-Notes(CBOT)
Sep06 060628 103~015 103~015 102~285 102~290 -0~045 333,286 0 +0
Dec06 060628 102~280 102~280 102~280 102~280 -0~045 250 401 +250
Total Volume and Open Interest 334,011 401 +250
2 Year T-Notes(CBOT)
Sep06 060628 101~030 101~030 101~021 101~022 -0~007 2,517 542,391 -3,628
Total Volume and Open Interest 2,612 543,260 -3,864
Eurodollars(CME)
Sep06 060628 94.350 94.350 94.325 94.330 -0.010 33,214 1,575,657 -9,782
Dec06 060628 94.330 94.330 94.290 94.295 -0.025 16,253 1,579,084 -7,519
Mar07 060628 94.355 94.355 94.310 94.315 -0.035 17,470 1,317,721 +8,222
Jun07 060628 94.400 94.400 94.350 94.355 -0.040 9,173 1,001,262 -4,984
Sep07 060628 94.440 94.440 94.395 94.395 -0.040 13,217 958,165 -950
Dec07 060628 94.455 94.455 94.410 94.410 -0.040 17,898 716,294 +8,652
Mar08 060628 94.460 94.465 94.415 94.420 -0.040 18,809 562,363 +2,132
Jun08 060628 94.450 94.450 94.405 94.405 -0.045 14,841 309,961 +1,204
Sep08 060628 94.415 94.415 94.380 94.380 -0.045 9,192 293,106 +3,173
Dec08 060628 94.380 94.380 94.345 94.350 -0.040 7,829 227,023 -1,531
Mar09 060628 94.365 94.365 94.330 94.335 -0.040 11,767 173,294 -368
Jun09 060628 94.350 94.350 94.310 94.315 -0.040 16,025 141,716 +1,859
Sep09 060628 94.320 94.320 94.290 94.290 -0.040 2,365 118,512 -54
Dec09 060628 94.290 94.290 94.260 94.260 -0.040 9,860 113,469 +414
Mar10 060628 94.275 94.275 94.250 94.250 -0.035 2,324 95,606 -728
Jun10 060628 94.250 94.250 94.225 94.225 -0.035 5,542 68,916 +748
Sep10 060628 94.225 94.225 94.200 94.200 -0.035 2,501 82,454 +1,475
Dec10 060628 94.200 94.200 94.170 94.170 -0.035 2,061 66,650 +1,213
Total Volume and Open Interest 214,623 9,602,888 +3,744
3-Mth Euro-Yen(CME)
Jun06 060619 99.69 99.69 99.69 99.69 unch 1,016 12,408 +156
Sep06 060628 99.50 99.50 99.50 99.50 unch 2,849 10,327 +2,253
Dec06 060628 99.34 99.34 99.34 99.34 unch 216 9,998 -40
Mar07 060628 99.16 99.16 99.15 99.15 unch 892 5,999 +286
Jun07 060628 98.98 98.98 98.98 98.98 unch 1,110 5,987 +894
Sep07 060628 98.83 98.83 98.83 98.83 unch 17 1,836 +13
Dec07 060628 98.69 98.69 98.69 98.69 unch 0 1,302 +0
Mar08 060628 98.58 98.58 98.58 98.58 unch 0 284 +0
Jun08 060628 98.47 98.47 98.47 98.47 unch 0 256 +0
Sep08 060628 98.37 98.37 98.37 98.37 +0.01 0 7 +0
Total Volume and Open Interest 5,084 36,006 +3,406
3-Mth Euro-Yen(SIMEX)
Sep06 060628 99.50 99.50 99.50 99.50 unch 4,356 72,513 +3,699
Dec06 060628 99.34 99.34 99.34 99.34 +0.01 5,276 122,021 +885
Mar07 060628 99.16 99.16 99.15 99.15 unch 791 52,125 +91
Jun07 060628 98.98 98.98 98.98 98.98 +0.01 906 25,317 -477
Sep07 060628 98.85 98.85 98.83 98.83 +0.01 856 18,404 -25
Dec07 060628 98.68 98.70 98.68 98.70 +0.01 1,141 29,444 +862
Mar08 060628 98.58 98.58 98.58 98.58 +0.01 380 18,730 +314
Jun08 060628 98.48 98.48 98.48 98.48 +0.01 0 548 +0
Total Volume and Open Interest 13,706 340,257 +5,349
German Euro-Bund(EUREX)
Sep06 060628 115.06 115.16 114.92 115.05 -0.06 816,691 1,464,769 +14,483
Dec06 060628 114.42 114.47 114.28 114.39 -0.05 357 2,490 +133
Mar07 060628 113.95 113.95 113.95 113.95 -0.06 1,227 10 +0
Total Volume and Open Interest 818,275 1,467,269 +14,616
German Euro-Bobl(EUREX)
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060628 108.50 108.50 108.50 108.50 -0.03 36 8 +0
Mar07 060628 108.28 108.28 108.28 108.28 -0.03      
Total Volume and Open Interest 451,622 991,403 -7,443
Long Gilt(LIFFE)
Jun06 060628 108~28 108~30 108~27 108~28 -0~02 7,116 23,127 -3,820
Sep06 060628 108~19 108~23 108~17 108~19 -0~02 73,032 267,148 -3,540
Total Volume and Open Interest 80,148 290,275 -7,360
3-Mth Short Sterling(LIFFE)
Sep06 060628 95.15 95.15 95.15 95.15 unch 45,508 500,378 -7,494
Dec06 060628 94.97 94.97 94.97 94.97 +0.01 57,641 419,526 -4,978
Mar07 060628 94.83 94.83 94.83 94.83 unch 49,502 342,038 +265
Total Volume and Open Interest 267,739 2,247,132 -1,692
3-Mth Euribor(LIFFE)
Sep06 060628 96.640 96.675 96.640 96.660 +0.015 182,680 695,570 +51,003
Dec06 060628 96.370 96.395 96.360 96.380 unch 154,016 598,860 +8,051
Mar07 060628 96.230 96.245 96.210 96.230 -0.005 119,694 511,873 -1,481
Total Volume and Open Interest 903,630 3,289,833 +70,366
3-Mth Aus T-Bills(SFE)
Sep06 060628 93.90 93.91 93.90 93.91 +0.01 17,550 191,154 +1,901
Dec06 060628 93.80 93.81 93.78 93.80 +0.01 23,200 235,922 +15,462
Mar07 060628 93.80 93.81 93.79 93.80 +0.02 5,664 86,670 +2,652
Jun07 060628 93.80 93.82 93.79 93.80 +0.02 4,450 59,972 +3,632
Sep07 060628 93.79 93.79 93.77 93.77 +0.01 1,272 24,149 +403
Dec07 060628 93.74 93.74 93.74 93.74 +0.02 1,565 18,786 +920
Mar08 060628 93.72 93.72 93.71 93.71 +0.03 190 10,188 +83
Jun08 060628 93.69 93.69 93.68 93.68 +0.02 200 5,526 +150
Sep08 060628 93.65 93.66 93.65 93.66 +0.03 0 1,344 +0
Dec08 060628 93.64 93.64 93.64 93.64 +0.02 2 1,272 +0
Total Volume and Open Interest 54,093 636,347 +25,203
10-Year Aus T-Bonds(SFE)
Sep06 060628 94.18 94.18 94.15 94.16 +0.03 16,187 301,170 -3,772
Dec06 060628 94.16 94.16 94.16 94.16 +0.03      
Total Volume and Open Interest 16,187 301,170 -3,772
3-Year Aus T-Bonds(SFE)
Sep06 060628 94.15 94.17 94.14 94.15 +0.02 38,655 414,643 -4,575
Dec06 060628 94.15 94.15 94.15 94.15 +0.02      
Total Volume and Open Interest 38,655 414,643 -4,575
Gold(CMX)
Jun06 060628 585.5 586.0 578.3 578.3 -3.3 39 85 -84
Aug06 060628 587.5 589.4 579.1 581.0 -3.4 47,778 182,310 +850
Oct06 060628 594.0 594.5 587.2 587.2 -3.4 316 10,863 -112
Dec06 060628 600.0 601.5 592.0 593.4 -3.3 4,830 38,642 +3,350
Feb07 060628 599.4 599.4 599.4 599.4 -3.4 153 14,540 +142
Apr07 060628 605.3 605.3 605.3 605.3 -3.5 4 1,964 -2
Jun07 060628 611.3 611.3 611.3 611.3 -3.5 65 12,967 +52
Aug07 060628 621.5 621.5 617.3 617.3 -3.5 0 369 +0
Oct07 060628 623.3 623.3 623.3 623.3 -3.5 135 2,927 +135
Dec07 060628 638.5 638.5 629.3 629.3 -3.6 213 16,221 +193
Feb08 060628 635.2 635.2 635.2 635.2 -3.7 0 1,275 +0
Apr08 060628 641.1 641.1 641.1 641.1 -3.8      
Total Volume and Open Interest 53,619 292,789 +4,572
Silver(CMX)
Jul06 060628 1029.0 1032.0 1007.0 1015.5 -4.0 24,442 21,044 -9,827
Sep06 060628 1040.0 1042.0 1017.0 1024.2 -5.7 12,235 41,229 +4,270
Dec06 060628 1052.0 1052.0 1027.0 1034.3 -5.7 1,010 21,586 +182
Mar07 060628 1042.6 1042.6 1042.6 1042.6 -6.1 4 8,023 +0
May07 060628 1066.0 1066.0 1046.6 1046.6 -6.3 0 2,598 +0
Jul07 060628 1080.0 1080.0 1050.0 1050.0 -6.5 85 5,279 -74
Sep07 060628 1049.2 1049.2 1049.2 1049.2 -6.5 0 346 +0
Total Volume and Open Interest 37,794 109,024 -5,487
Platinum(NYM)
Jul06 060628 1183.0 1190.0 1178.2 1178.2 -10.1 1,822 3,275 -722
Oct06 060628 1191.0 1205.0 1191.0 1193.2 -10.8 1,401 4,810 +672
Jan07 060628 1215.0 1215.0 1197.2 1197.2 -10.8 2 4 +2
Total Volume and Open Interest 3,225 8,093 -48
Palladium(NYME)
Sep06 060628 312.00 314.00 308.00 312.80 -1.40 460 12,568 -221
Dec06 060628 316.05 316.05 316.05 316.05 -1.40 0 501 +0
Mar07 060628 319.05 319.05 319.05 319.05 -1.40 0 1 +0
Total Volume and Open Interest 460 13,149 -222
Copper(CMX)
Jul06 060628 326.00 329.30 318.50 329.30 +10.60 6,459 10,583 -2,405
Sep06 060628 316.50 319.10 308.00 318.70 +10.10 8,919 42,772 +357
Dec06 060628 307.00 309.50 301.00 309.10 +10.00 608 7,992 +336
Mar07 060628 299.35 299.35 299.35 299.35 +10.25 283 1,251 +84
May07 060628 292.70 292.70 292.70 292.70 +10.55 12 340 +6
Total Volume and Open Interest 18,188 73,323 -1,273
Aluminum(CMX)
Jun06 060628 112.25 112.25 112.25 112.25 +0.15      
Jul06 060628 112.25 112.25 112.25 112.25 -0.35 46 119 +3
Aug06 060628 113.25 113.25 113.25 113.25 -0.35 41 96 +41
Sep06 060628 113.50 113.50 113.50 113.50 -0.35 0 1 +0
Oct06 060628 113.55 113.55 113.55 113.55 -0.35 0 40 +0
Nov06 060628 113.75 113.75 113.75 113.75 -0.35 0 40 +0
Total Volume and Open Interest 87 862 +44
DJIA Index(CBOT)
Jun06 060615 10855 11030 10850 11025 +204 12,557 27,433 +430
Sep06 060628 11023 11059 10970 11058 +50 5,070 51,818 -446
Dec06 060628 11143 11143 11143 11143 +48 3 1,832 +1
Mar07 060628 11209 11209 11209 11209 +50 0 5 +0
Total Volume and Open Interest 5,073 53,655 -445
S & P 500(CME)
Sep06 060628 1251.70 1258.00 1246.50 1257.70 +8.00 27,208 617,042 +279
Dec06 060628 1267.00 1269.00 1267.00 1269.00 +8.00 23 5,758 +2
Mar07 060628 1280.00 1280.00 1280.00 1280.00 +8.00 12 311 +0
Jun07 060628 1292.00 1292.00 1292.00 1292.00 +8.00 12 233 +0
Total Volume and Open Interest 27,255 623,630 +281
S & P 500 E-Mini(Globex)
Sep06 060628 1249.75 1258.00 1246.50 1257.75 +8.00 1,054,911 1,297,335 +27,418
Dec06 060628 1266.00 1269.00 1258.00 1269.00 +8.00 111 1,610 +31
Total Volume and Open Interest 1,055,022 1,298,945 +27,449
NASDAQ 100(CME)
Sep06 060628 1547.50 1558.50 1537.00 1558.00 +12.70 6,412 51,633 -287
Dec06 060628 1577.00 1577.00 1577.00 1577.00 +12.70 0 58 +0
Mar07 060628 1593.50 1593.50 1593.50 1593.50 +12.70      
Total Volume and Open Interest 6,412 51,691 -287
NASDAQ 100 E-Mini(Globex)
Sep06 060628 1545.00 1558.30 1536.80 1558.00 +12.70 347,926 0 -330,811
Dec06 060628 1563.00 1577.00 1563.00 1577.00 +12.70 11 227 +10
Total Volume and Open Interest 347,937 352,844 +21,816
S & P Midcap 400(CME)
Sep06 060628 88.64 92.64 83.89 92.04 +2.60 179 9,183 +18
Dec06 060628 99.04 99.04 99.04 99.04 +2.60 0 1 +0
Mar07 060628 106.04 106.04 106.04 106.04 +2.60      
Total Volume and Open Interest 179 9,184 +18
Russell 2000(CME)
Sep06 060628 692.50 695.40 684.50 695.40 +3.20 996 33,997 +23
Dec06 060628 701.40 701.40 701.40 701.40 +3.20 0 12 +0
Mar07 060628 707.40 707.40 707.40 707.40 +3.20      
Total Volume and Open Interest 996 34,009 +23
Russell 2000 E-Mini(Globex)
Jun06 060616 701.00 703.10 699.80 699.80 -1.40 27,727 202,517 -45,820
Sep06 060628 692.50 695.70 684.30 695.40 +3.20 180,152 423,282 +534
Dec06 060628 699.50 701.40 698.00 701.40 +3.20 26 210 +21
Total Volume and Open Interest 180,178 423,492 +555
Value Line(KCBT)
Sep06 060628 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060628 14875 14980 14830 14925 -210 40,871 175,100 -4,990
Dec06 060628 14850 14850 14850 14850 -285      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060628 14875 14980 14830 14925 -210 40,871 175,100 -4,990
Dec06 060628 14850 14850 14850 14850 -285      
Mar07 060628 14860 14860 14860 14860 -285 0 1 +0
Total Volume and Open Interest 40,873 175,282 -4,989
CAC 40(MATIF)
Jun06 060616 4772.0 4799.0 4694.5 4723.4 -3.1 192,181 506,628 -75,537
Jul06 060628 4744.5 4811.5 4737.5 4782.5 +1.0 94,930 423,010 +26,312
Aug06 060628 4780.0 4821.0 4776.5 4792.5 +1.0 1,007 2,565 +117
Total Volume and Open Interest 96,638 489,228 +26,129
Hang Seng Index(HKFE)
Jun06 060628 15628 15786 15561 15755 -32 52,259 85,199 -17,745
Jul06 060628 15680 15833 15608 15789 -47 27,835 31,732 +20,618
Total Volume and Open Interest 80,199 118,316 +2,953
DAX Index(EUREX)
Sep06 060628 5443.5 5527.5 5438.5 5492.5 -2.5 151,210 187,740 -4,466
Dec06 060628 5498.5 5571.5 5498.5 5538.0 -3.0 144 12,753 +2
Mar07 060628 5562.0 5622.0 5562.0 5588.5 -2.5 14 273 +0
Total Volume and Open Interest 151,368 200,766 -4,464
FT-SE 100(LIFFE)
Sep06 060628 5649.50 5725.00 5640.00 5693.00 +26.50 76,154 441,434 +8,519
Dec06 060628 5725.00 5725.00 5725.00 5725.00 +26.50 2,001 38,060 +1
Mar07 060628 5736.50 5736.50 5736.50 5736.50 +26.50 0 1,000 +0
Total Volume and Open Interest 78,155 482,244 +8,520
SPI 200(SFE)
Jun06 060615 4901.0 4910.0 4889.0 4896.0 +21.0 81,174 203,991 -87,447
Sep06 060628 4928.0 4946.0 4914.0 4937.0 -43.0 10,672 207,880 -1,359
Dec06 060628 4942.0 4960.0 4942.0 4955.0 -42.0 23 4,400 +0
Total Volume and Open Interest 10,724 216,559 -1,359
GSCI(CME)
Jul06 060628 475.10 476.10 473.30 473.50 +0.20 100 20,474 +13
Aug06 060628 475.40 477.50 475.40 477.50 +1.00 0 43 +0
Sep06 060628 481.00 481.00 481.00 481.00 +0.50      
Total Volume and Open Interest 100 20,517 +13
Reuters CRB Index(NYBOT)
Aug06 060628 382.25 382.25 380.25 380.50 +0.25 21 521 -3
Nov06 060628 389.00 389.00 389.00 389.00 +0.25 0 405 +0
Jan07 060628 391.00 391.00 391.00 391.00 +0.25      
Total Volume and Open Interest 21 929 -3
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

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