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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 Fri June 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060630 592.00 600.50 588.50 594.75 +13.00 37,592 20,928 -12,640
Aug06 060630 599.50 607.00 596.50 600.50 +11.50 26,052 55,679 +3,845
Sep06 060630 606.50 615.00 604.00 608.00 +11.75 4,571 21,935 +1,870
Nov06 060630 622.00 629.00 618.00 622.50 +13.00 43,522 197,502 -769
Jan07 060630 633.00 638.00 629.00 630.50 +11.00 905 10,786 +534
Mar07 060630 638.00 646.00 635.00 639.00 +10.50 740 8,149 +194
May07 060630 641.00 646.50 639.50 645.00 +10.00 489 6,462 +234
Total Volume and Open Interest 116,434 343,514 -6,573
Soybean Meal(CBOT)
Jul06 060630 175.30 175.50 172.50 174.60 +2.20 16,672 16,830 -5,577
Aug06 060630 177.00 178.00 174.30 176.50 +2.60 14,611 37,180 +3,403
Sep06 060630 178.00 178.60 175.80 177.70 +3.10 2,363 23,891 +656
Oct06 060630 179.00 180.00 177.10 179.70 +4.20 1,340 11,404 +444
Dec06 060630 180.50 182.50 179.50 182.00 +4.70 13,968 74,023 +2,129
Jan07 060630 181.50 184.00 181.00 181.70 +3.20 254 4,716 +67
Mar07 060630 183.00 184.30 182.70 184.00 +4.30 175 4,482 +53
May07 060630 183.50 184.50 182.50 184.20 +4.40 1,072 4,905 +400
Total Volume and Open Interest 52,143 184,243 +2,548
Soybean Oil(CBOT)
Jul06 060630 25.95 26.45 25.80 26.36 +0.72 9,621 10,113 -4,023
Aug06 060630 26.18 26.76 25.99 26.40 +0.57 11,582 28,234 +881
Sep06 060630 26.40 26.85 26.17 26.62 +0.57 2,300 20,718 +555
Oct06 060630 26.60 27.00 26.48 26.95 +0.69 365 11,142 +33
Dec06 060630 27.05 27.72 26.83 27.27 +0.56 17,571 127,129 +2,206
Jan07 060630 27.30 27.70 27.12 27.47 +0.54 305 4,297 +19
Mar07 060630 27.65 27.95 27.50 27.75 +0.50 107 3,321 -22
May07 060630 27.80 28.25 27.80 28.06 +0.49 408 6,872 +323
Total Volume and Open Interest 44,636 231,609 +1,305
Canola(WCE)
Jul06 060630 269.7 275.3 269.0 274.3 +8.9 2,340 1,058 -2,214
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060630 287.2 291.4 287.2 290.4 +5.2 6,436 64,334 +2,582
Jan07 060630 295.0 299.4 294.0 298.5 +5.5 83 5,445 +45
Mar07 060630 302.0 307.5 301.0 306.8 +9.2 1 695 +0
Total Volume and Open Interest 9,375 79,987 +774
Corn(CBOT)
Jul06 060630 232.00 236.00 232.00 235.50 +7.00 57,897 35,843 -22,134
Sep06 060630 245.50 247.00 243.00 246.00 +6.25 59,701 480,804 +14,204
Dec06 060630 260.50 261.75 257.50 260.25 +5.75 68,208 478,623 +3,041
Mar07 060630 271.50 272.75 269.50 272.00 +5.75 4,587 91,620 +1,453
May07 060630 278.00 280.25 278.00 280.00 +5.00 368 16,421 +37
Jul07 060630 287.50 288.50 285.50 288.25 +6.00 2,536 51,040 +805
Total Volume and Open Interest 205,245 1,331,444 -1,858
Wheat(CBOT)
Jul06 060630 379.00 379.00 370.00 371.50 -2.50 11,504 6,440 -3,963
Sep06 060630 399.50 399.50 391.50 396.00 +1.00 25,468 230,076 +3,163
Dec06 060630 418.50 419.00 410.50 414.50 unch 11,056 109,068 -1,020
Mar07 060630 433.00 433.50 427.50 431.50 +0.75 1,843 31,460 +1,701
May07 060630 440.00 440.00 440.00 440.00 +0.50 40 743 +1
Total Volume and Open Interest 52,782 459,785 +921
Wheat(KCBT)
Jul06 060630 499.00 501.00 493.00 499.75 +3.00 6,278 4,085 -3,367
Sep06 060630 511.00 512.50 505.00 509.00 +1.25 11,392 73,213 +1,582
Dec06 060630 521.00 521.50 515.50 519.00 +3.00 4,809 52,929 +1,187
Mar07 060630 522.00 522.00 515.50 518.50 +4.00 614 6,316 +205
May07 060630 506.00 506.00 506.00 506.00 unch 42 341 +30
Total Volume and Open Interest 24,743 159,033 -13
Wheat(MGE)
Jul06 060630 498.00 498.00 491.50 496.00 +6.00 767 900 -230
Sep06 060630 492.00 495.50 488.00 493.00 +5.50 4,142 19,684 +202
Dec06 060630 498.00 499.75 494.50 499.00 +6.00 3,900 23,568 +774
Mar07 060630 500.00 504.00 497.50 502.50 +6.50 51 1,648 +21
May07 060630 500.00 500.00 500.00 500.00 +4.00 11 95 +4
Total Volume and Open Interest 9,104 50,246 +662
Oats(CBOT)
Jul06 060630 210.50 213.00 210.50 212.75 +1.75 434 542 -124
Sep06 060630 186.00 192.00 185.25 191.75 +5.50 617 5,462 -21
Dec06 060630 188.00 193.50 186.50 193.50 +6.75 1,393 7,728 -345
Mar07 060630 199.00 199.00 199.00 199.00 +5.00 0 118 +0
Total Volume and Open Interest 2,445 13,853 -490
Rough Rice(CBOT)
Jul06 060630 8.95 9.20 8.95 9.20 +0.36 754 965 -457
Sep06 060630 9.22 9.52 9.22 9.48 +0.35 555 4,990 +206
Nov06 060630 9.45 9.69 9.45 9.65 +0.31 531 4,831 +111
Jan07 060630 9.69 9.82 9.69 9.80 +0.27 26 908 -2
Total Volume and Open Interest 1,866 12,963 -142
Live Cattle(CME)
Jun06 060630 83.850 84.700 83.300 84.550 +0.700 1,976 429 -1,355
Aug06 060630 85.650 86.225 85.200 85.675 +0.100 17,549 115,445 -1,696
Oct06 060630 89.250 89.750 88.800 89.675 +0.275 12,497 52,738 -286
Dec06 060630 89.500 90.025 89.150 89.900 +0.325 6,254 34,650 -1,212
Feb07 060630 90.950 91.500 90.450 91.450 +0.400 2,102 15,044 +639
Apr07 060630 87.650 88.350 87.600 88.350 +0.550 542 3,122 +198
Total Volume and Open Interest 41,103 223,703 -3,656
Feeder Cattle(CME)
Aug06 060630 115.000 115.550 114.450 115.200 +0.200 3,359 17,323 +7
Sep06 060630 115.000 115.300 114.100 114.875 -0.525 584 4,509 +235
Oct06 060630 114.300 114.300 113.300 113.550 -0.950 611 3,723 +136
Nov06 060630 111.200 112.300 111.200 111.500 -1.000 251 1,306 +71
Jan07 060630 107.400 107.400 106.500 106.600 -0.900 369 1,623 +276
Mar07 060630 104.800 104.800 104.400 104.400 -0.600 67 186 +31
Apr07 060630 104.400 104.400 104.400 104.400 -0.450 0 49 +0
Total Volume and Open Interest 5,246 28,779 +758
Lean Hogs(CME)
Jul06 060630 71.850 72.850 71.500 72.550 +0.450 4,869 18,897 -481
Aug06 060630 69.700 71.050 69.350 70.375 +0.900 12,274 85,273 -1,020
Oct06 060630 60.900 62.300 60.700 62.150 +1.100 5,067 31,647 +2,027
Dec06 060630 57.300 58.950 57.250 58.675 +1.025 1,055 16,690 +229
Feb07 060630 58.250 59.100 58.250 59.075 +0.625 306 5,802 +172
Apr07 060630 59.000 60.500 59.000 60.500 +1.400 38 2,888 +21
May07 060630 62.600 62.900 62.600 62.900 +0.200 1 519 -1
Jun07 060630 63.600 64.450 63.600 64.450 +0.650 37 907 +9
Total Volume and Open Interest 23,867 162,879 +1,144
Pork Bellies(CME)
Jul06 060630 96.600 99.975 96.000 99.975 +3.000 222 772 -74
Aug06 060630 92.000 95.250 91.500 95.250 +3.000 360 1,152 +12
Feb07 060630 86.250 88.000 86.250 86.300 +1.050 0 28 +0
Mar07 060630 88.500 88.500 88.500 88.500 +1.500 1 9 +1
Total Volume and Open Interest 583 1,961 -61
Class III Milk(CME)
Jun06 060630 11.29 11.29 11.29 11.29 +0.01      
Jul06 060630 11.16 11.18 11.13 11.15 -0.02 130 3,569 +24
Aug06 060630 11.60 11.61 11.58 11.59 -0.02 163 4,075 +0
Sep06 060630 12.16 12.20 12.12 12.17 -0.02 52 4,242 +8
Oct06 060630 12.22 12.25 12.20 12.20 -0.02 31 3,799 -8
Total Volume and Open Interest 464 29,355 -3,077
Cocoa(NYBOT)
Jul06 060630 1650 1650 1596 1646 unch 37 198 -53
Sep06 060630 1630 1649 1619 1639 +38 11,999 66,198 +179
Dec06 060630 1655 1680 1651 1672 +39 1,480 25,798 +309
Mar07 060630 1690 1709 1683 1704 +40 1,023 15,181 -248
May07 060630 1710 1724 1710 1724 +38 305 6,208 -55
Jul07 060630 1745 1745 1745 1745 +38 202 3,570 +198
Sep07 060630 1763 1763 1763 1763 +38 200 8,785 +17
Total Volume and Open Interest 15,246 133,112 +347
Coffee "C"(NYBOT)
Jul06 060630 98.10 99.90 97.60 99.50 +2.00 233 957 -88
Sep06 060630 98.80 101.80 98.75 101.10 +2.25 10,120 86,956 -50
Dec06 060630 102.90 105.60 102.80 104.75 +2.20 3,712 19,217 -63
Mar07 060630 106.50 108.75 106.30 108.20 +2.10 642 6,614 +206
May07 060630 108.80 110.30 108.80 110.30 +1.95 969 2,316 +191
Jul07 060630 111.30 112.30 111.30 112.30 +1.85 195 1,170 +154
Total Volume and Open Interest 16,190 119,520 +197
Orange Juice(NYBOT)
Jul06 060630 165.00 166.50 165.00 165.05 -0.65 709 1,097 -388
Sep06 060630 167.25 167.70 166.50 166.55 -0.55 1,638 22,192 +326
Nov06 060630 166.00 166.80 165.50 166.00 unch 57 3,001 +7
Jan07 060630 164.50 165.00 164.50 165.00 -0.25 0 1,737 +0
Mar07 060630 165.00 165.00 165.00 165.00 -0.75 0 497 +0
Total Volume and Open Interest 2,404 28,668 -55
Sugar #11(NYBOT)
Jul06 060630 15.55 16.20 15.42 15.79 +0.16 13,053 8,000 -6,567
Oct06 060630 16.34 16.41 16.21 16.34 +0.11 26,600 248,736 +4,204
Mar07 060630 16.65 16.70 16.57 16.68 +0.15 8,009 76,101 +2,134
May07 060630 16.59 16.66 16.53 16.64 +0.16 2,458 38,343 +595
Jul07 060630 16.40 16.49 16.40 16.49 +0.18 154 27,791 -53
Total Volume and Open Interest 51,820 428,562 +738
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060630 23.15 23.15 23.00 23.15 -0.04 615 3,699 -86
Nov06 060630 22.50 22.50 22.50 22.50 unch 162 1,986 +148
Jan07 060630 22.45 22.45 22.45 22.45 unch 7 1,217 +5
Mar07 060630 22.38 22.38 22.38 22.38 -0.02 0 1,287 +0
Total Volume and Open Interest 785 10,150 +68
London Cocoa(LCE)
Jul06 060630 983 1010 983 1001 +15 10,959 51,801 -1,720
Sep06 060630 950 963 940 959 +12 5,875 58,574 -1,122
Dec06 060630 952 964 945 961 +9 2,782 37,391 +182
Mar07 060630 961 974 958 969 +7 1,008 26,342 +26
May07 060630 965 985 965 978 +7 10 5,722 -2
Jul07 060630 987 987 987 987 +7 0 3,281 +0
Sep07 060630 996 996 996 996 +7 0 1,748 +0
Total Volume and Open Interest 20,634 194,795 -2,636
London Coffee(LCE)
Jul06 060630 1197.00 1246.00 1195.00 1242.00 +50.00 4,882 14,318 -1,898
Sep06 060630 1212.00 1263.00 1210.00 1258.00 +51.00 13,684 69,663 +2,101
Nov06 060630 1218.00 1266.00 1218.00 1260.00 +46.00 3,748 37,428 +1,297
Jan07 060630 1216.00 1256.00 1214.00 1249.00 +36.00 1,763 7,467 +598
Mar07 060630 1216.00 1246.00 1216.00 1240.00 +24.00 213 1,464 +159
May07 060630 1225.00 1245.00 1225.00 1245.00 +22.00 206 795 -33
Total Volume and Open Interest 24,500 131,460 +2,228
London Sugar(LCE)
Aug06 060630 459.60 466.00 459.60 465.90 +4.40 2,179 16,777 -641
Oct06 060630 458.50 463.50 458.50 461.40 +4.10 2,936 27,472 +1,169
Dec06 060630 455.00 459.00 455.00 456.50 +4.70 239 10,236 -131
Mar07 060630 442.50 446.30 442.50 444.10 +4.80 365 9,176 +225
May07 060630 442.90 445.00 442.90 443.70 +5.10 28 3,630 +23
Total Volume and Open Interest 5,754 70,471 +645
Cotton(NYBOT)
Jul06 060630 49.20 49.75 49.20 49.75 +0.25 39 185 -199
Oct06 060630 51.50 52.40 51.45 51.95 +0.15 486 10,574 -134
Dec06 060630 53.05 54.20 53.05 54.16 +0.50 5,995 123,172 +536
Mar07 060630 55.80 56.95 55.80 56.89 +0.44 1,349 20,167 +306
May07 060630 57.70 57.78 57.70 57.78 +0.43 242 1,120 +111
Jul07 060630 57.90 58.75 57.90 58.75 +0.40 126 2,304 +42
Total Volume and Open Interest 8,602 160,577 +941
Lumber(CME)
Jul06 060630 290.5 294.7 287.7 294.5 +7.0 775 1,033 -383
Sep06 060630 296.7 304.0 295.0 304.0 +7.2 1,257 3,475 +248
Nov06 060630 297.5 302.0 297.0 301.6 +5.4 116 331 -16
Jan07 060630 307.5 308.8 307.5 308.8 +1.8 1 13 +0
Total Volume and Open Interest 2,149 4,867 -151
Crude Oil(NYM)
Aug06 060630 73.60 74.15 73.55 73.93 +0.41 81,818 239,833 +4,778
Sep06 060630 74.65 75.10 74.60 74.81 +0.30 38,575 121,843 +1,852
Oct06 060630 75.20 75.70 75.15 75.40 +0.33 11,827 54,215 +2,049
Nov06 060630 75.70 76.00 75.70 75.81 +0.33 3,471 27,288 +364
Dec06 060630 76.00 76.50 75.85 76.12 +0.33 15,607 114,690 +6
Jan07 060630 76.30 76.45 76.10 76.34 +0.32 2,004 37,408 -315
Feb07 060630 76.46 76.46 76.46 76.46 +0.31 1,209 17,012 +665
Mar07 060630 76.52 76.52 76.52 76.52 +0.30 210 15,420 +107
Apr07 060630 76.50 76.50 76.50 76.50 +0.30 190 11,646 -100
May07 060630 76.44 76.44 76.44 76.44 +0.30 137 10,026 -3
Jun07 060630 76.20 76.40 76.20 76.32 +0.30 14,336 47,815 +7,691
Jul07 060630 76.19 76.19 76.19 76.19 +0.30 10 10,279 +10
Aug07 060630 76.05 76.05 76.05 76.05 +0.30 370 7,360 +90
Sep07 060630 75.90 75.91 75.90 75.91 +0.30 10 8,040 +0
Oct07 060630 75.76 75.76 75.76 75.76 +0.30 30 4,592 +8
Nov07 060630 75.59 75.59 75.59 75.59 +0.30 110 5,731 +65
Total Volume and Open Interest 188,716 1,021,300 +21,288
Heating Oil(NYM)
Jul06 060630 198.00 199.00 194.00 196.42 -2.34 17,283 5,953 -6,283
Aug06 060630 205.00 206.00 202.00 202.86 -2.18 28,470 70,939 +4,472
Sep06 060630 210.30 211.10 208.10 208.66 -1.68 6,883 24,944 -66
Oct06 060630 215.25 215.30 213.26 213.26 -1.53 3,031 9,395 +730
Nov06 060630 218.30 219.00 216.86 216.86 -1.38 1,025 6,409 +260
Dec06 060630 222.50 222.50 220.16 220.16 -1.28 1,987 16,035 +245
Jan07 060630 225.20 225.20 223.06 223.06 -1.23 820 14,984 +271
Feb07 060630 226.80 226.80 224.51 224.51 -1.23 254 5,095 +90
Mar07 060630 225.00 225.50 222.66 222.66 -1.23 30 4,173 -44
Apr07 060630 218.75 219.70 216.81 216.81 -1.23 82 5,277 +33
May07 060630 214.75 214.75 212.21 212.21 -1.23 9 990 +4
Jun07 060630 210.11 210.11 210.11 210.11 -1.23 1,013 5,517 +72
Total Volume and Open Interest 60,887 171,692 -217
Unleaded Gas(NYM)
Jul06 060630 228.00 228.75 216.00 220.21 -9.27 10,541 2,416 -3,585
Aug06 060630 223.00 224.00 220.50 221.88 -1.28 22,993 59,496 +2,258
Sep06 060630 219.00 220.50 218.00 219.30 +0.04 4,684 14,806 +790
Oct06 060630 204.25 205.30 204.25 205.30 +0.94 381 6,049 +33
Nov06 060630 198.00 198.80 198.00 198.80 +0.94 158 2,590 -20
Dec06 060630 194.25 194.25 194.25 194.25 +0.94 183 3,350 +2
Jan07 060630 194.00 194.00 194.00 194.00 +0.94 53 1,504 -17
Total Volume and Open Interest 38,993 90,211 -539
Natural Gas(NYM)
Aug06 060630 6.130 6.150 6.060 6.104 -0.031 19,893 89,498 -522
Sep06 060630 6.390 6.420 6.340 6.369 -0.026 5,501 64,122 +1,171
Oct06 060630 6.800 6.810 6.680 6.734 -0.071 4,937 49,657 +360
Nov06 060630 8.180 8.185 8.100 8.139 -0.026 3,127 54,801 +266
Dec06 060630 9.660 9.689 9.600 9.689 +0.044 2,378 30,002 -154
Jan07 060630 10.370 10.430 10.360 10.424 +0.044 3,316 47,379 -42
Feb07 060630 10.430 10.459 10.390 10.459 +0.044 973 30,626 -5
Mar07 060630 10.200 10.264 10.200 10.264 +0.039 1,766 55,837 +45
Apr07 060630 8.350 8.374 8.330 8.374 +0.039 1,751 35,091 +693
May07 060630 8.150 8.190 8.150 8.184 +0.034 822 21,432 -98
Jun07 060630 8.250 8.280 8.250 8.279 +0.034 429 12,285 +57
Jul07 060630 8.380 8.400 8.380 8.394 +0.034 254 9,123 +230
Aug07 060630 8.480 8.489 8.460 8.489 +0.034 258 8,345 +123
Sep07 060630 8.600 8.604 8.580 8.604 +0.034 276 9,452 +74
Oct07 060630 8.750 8.779 8.750 8.779 +0.034 877 25,254 +61
Nov07 060630 9.549 9.549 9.549 9.549 +0.034 105 11,688 +8
Total Volume and Open Interest 48,293 845,857 +2,267
Brent Crude Oil(ICE)
Aug06 060630 72.95 73.69 72.61 73.51 +0.63 64,343 82,984 +838
Sep06 060630 73.62 74.30 73.16 74.11 +0.80 43,500 128,724 +3,289
Oct06 060630 74.03 74.82 73.71 74.69 +0.86 19,490 49,999 +2,304
Nov06 060630 74.41 75.19 74.12 75.09 +0.87 8,308 21,162 +2,502
Dec06 060630 74.64 75.55 74.42 75.39 +0.86 13,188 55,446 +1,954
Jan07 060630 75.08 75.65 75.03 75.65 +0.85 1,432 16,163 -20
Feb07 060630 75.19 75.78 75.10 75.78 +0.84 2,294 9,759 -69
Mar07 060630 75.19 75.82 75.19 75.82 +0.82 2,591 6,775 +68
Apr07 060630 75.23 75.84 75.11 75.84 +0.80 1,000 3,971 +1,000
May07 060630 75.79 75.79 75.79 75.79 +0.80 200 2,431 +0
Jun07 060630 75.06 75.69 74.78 75.69 +0.80 1,347 11,954 +235
Jul07 060630 75.53 75.53 75.53 75.53 +0.77 0 66 +0
Aug07 060630 75.37 75.37 75.37 75.37 +0.75 0 755 +0
Sep07 060630 75.21 75.21 75.21 75.21 +0.75 0 1,400 +0
Total Volume and Open Interest 163,312 449,183 +12,195
Gas Oil(ICE)
Jul06 060630 642.50 646.50 640.50 643.75 +0.50 25,101 39,035 -2,955
Aug06 060630 647.75 653.00 646.75 649.75 +0.25 22,761 57,996 +3,771
Sep06 060630 658.00 660.00 655.00 658.00 +0.25 12,743 22,005 +2,300
Oct06 060630 666.25 667.75 664.00 666.25 +0.75 3,448 15,884 +875
Nov06 060630 673.00 674.50 671.75 673.50 +1.00 1,286 8,864 +71
Dec06 060630 679.50 681.25 676.50 680.00 +1.00 3,503 30,301 -975
Jan07 060630 684.75 685.50 681.25 684.50 +1.25 2,735 11,491 +745
Feb07 060630 684.00 684.75 684.00 684.75 +1.25 0 900 +0
Mar07 060630 683.50 683.50 683.50 683.50 +1.50 0 5,489 +0
Apr07 060630 679.25 679.25 679.25 679.25 +1.50 250 1,375 +250
Total Volume and Open Interest 74,734 232,854 +4,095
US Dollar Index(NYBOT)
Sep06 060630 85.57 85.60 84.77 84.90 -0.60 4,227 17,910 +54
Dec06 060630 84.90 84.90 84.41 84.53 -0.60 36 2,154 -27
Mar07 060630 84.40 84.40 84.18 84.18 -0.60 0 4 +0
Total Volume and Open Interest 4,263 20,068 +27
Australian Dollar(CME)
Sep06 060630 74.18 74.48 74.13 74.28 +0.53 2,081 41,846 -176
Dec06 060630 74.25 74.25 74.17 74.17 +0.53 0 376 +17
Mar07 060630 74.04 74.04 74.04 74.04 +0.53 0 9 +0
Total Volume and Open Interest 2,081 42,237 -159
British Pound(CME)
Sep06 060630 184.06 185.17 184.03 185.08 +1.79 3,726 83,295 +3,429
Dec06 060630 185.49 185.49 185.49 185.49 +1.79 0 282 -15
Mar07 060630 185.84 185.84 185.84 185.84 +1.79 0 1 +0
Total Volume and Open Interest 3,726 83,578 +3,414
Canadian Dollar(CME)
Sep06 060630 90.18 90.40 89.65 89.71 -0.59 3,845 89,705 +2,970
Dec06 060630 89.95 89.95 89.95 89.95 -0.59 23 2,119 -6
Mar07 060630 90.68 90.68 90.19 90.19 -0.59 0 174 +0
Jun07 060630 90.43 90.43 90.43 90.43 -0.59 0 110 -1
Total Volume and Open Interest 3,868 92,140 +2,963
Japanese Yen(CME)
Sep06 060630 88.17 88.55 88.10 88.32 +0.40 6,663 150,253 -3,438
Dec06 060630 89.62 89.62 89.46 89.46 +0.40 2 20,380 +25
Mar07 060630 90.56 90.56 90.56 90.56 +0.42 0 2 +0
Total Volume and Open Interest 6,665 170,660 -3,413
Swiss Franc(CME)
Sep06 060630 81.83 82.46 81.82 82.41 +0.81 5,854 65,434 +736
Dec06 060630 83.18 83.18 83.18 83.18 +0.81 0 300 +120
Mar07 060630 83.92 83.92 83.92 83.92 +0.81 0 7 +0
Total Volume and Open Interest 5,854 65,741 +856
EuroFX(CME)
Sep06 060630 127.83 128.54 127.80 128.50 +1.18 7,401 151,672 +3,786
Dec06 060630 129.26 129.26 129.22 129.22 +1.17 11 1,132 +49
Mar07 060630 129.88 129.88 129.88 129.88 +1.16 0 80 +0
Total Volume and Open Interest 7,412 152,949 +3,823
Mexican Peso(CME)
Jun06 060619 8740.0 8740.0 8740.0 8740.0 +3.0 630 45,102 -253
Sep06 060630 8805.0 8870.0 8780.0 8790.0 -7.0 2,653 63,308 -316
Total Volume and Open Interest 2,659 88,257 -311
30-Year T-Bonds(CBOT)
Sep06 060630 105~30 106~22 105~18 106~21 +0~25 256,022 745,766 -18,064
Dec06 060630 106~09 106~27 105~22 106~26 +0~26 313 6,053 -72
Mar07 060630 106~20 106~20 106~20 106~20 +0~26 0 2 +0
Total Volume and Open Interest 256,335 751,836 -18,136
10-Year T-Notes(CBOT)
Sep06 060630 104~155 104~285 104~080 104~275 +0~145 715,433 2,142,774 -25,667
Dec06 060630 104~110 104~250 104~095 104~240 +0~145 3,475 28,184 +1,575
Total Volume and Open Interest 718,908 2,170,965 -24,092
5-Year T-Notes(CBOT)
Sep06 060630 103~035 103~135 103~030 103~130 +0~075 367,714 0 +0
Dec06 060630 103~125 103~125 103~125 103~125 +0~080 0 401 +0
Total Volume and Open Interest 369,380 401 +0
2 Year T-Notes(CBOT)
Sep06 060630 101~038 101~050 101~038 101~049 +0~009 1,954 559,025 +8,406
Dec06 060630 101~040 101~040 101~040 101~040        
Eurodollars(CME)
Sep06 060630 94.390 94.425 94.385 94.420 +0.025 51,337 1,529,469 -39,630
Dec06 060630 94.365 94.410 94.365 94.405 +0.025 47,684 1,535,378 -36,885
Mar07 060630 94.395 94.445 94.390 94.440 +0.035 28,373 1,304,629 +5,061
Jun07 060630 94.435 94.495 94.435 94.490 +0.045 26,552 1,007,628 +5,440
Sep07 060630 94.470 94.535 94.470 94.530 +0.055 25,012 980,000 +11,494
Dec07 060630 94.480 94.545 94.475 94.545 +0.065 27,532 711,358 -7,929
Mar08 060630 94.480 94.555 94.480 94.550 +0.070 31,536 576,411 +2,491
Jun08 060630 94.460 94.540 94.460 94.535 +0.070 17,405 306,743 -1,606
Sep08 060630 94.430 94.510 94.425 94.510 +0.070 12,118 296,428 +5,552
Dec08 060630 94.435 94.475 94.425 94.475 +0.070 7,193 228,190 -1,222
Mar09 060630 94.415 94.460 94.410 94.460 +0.070 8,020 188,139 +6,395
Jun09 060630 94.390 94.435 94.385 94.435 +0.070 7,287 140,523 -2,548
Sep09 060630 94.360 94.410 94.355 94.410 +0.070 3,473 119,826 -6
Dec09 060630 94.330 94.380 94.325 94.380 +0.070 5,481 111,917 -1,509
Mar10 060630 94.315 94.370 94.315 94.365 +0.065 4,030 97,422 +318
Jun10 060630 94.285 94.345 94.285 94.340 +0.065 3,987 71,179 +36
Sep10 060630 94.255 94.315 94.255 94.315 +0.065 1,622 83,370 +929
Dec10 060630 94.225 94.285 94.225 94.285 +0.065 5,724 63,645 -2,880
Total Volume and Open Interest 330,243 9,560,893 -45,477
3-Mth Euro-Yen(CME)
Jun06 060619 99.69 99.69 99.69 99.69 unch 1,016 12,408 +156
Sep06 060630 99.48 99.49 99.48 99.48 -0.01 3,652 11,462 +357
Dec06 060630 99.31 99.31 99.31 99.31 -0.02 606 9,860 +79
Mar07 060630 99.13 99.13 99.12 99.13 -0.02 505 5,072 -272
Jun07 060630 98.95 98.95 98.95 98.95 -0.02 20 5,117 -842
Sep07 060630 98.80 98.80 98.80 98.80 -0.03 0 1,828 +0
Dec07 060630 98.67 98.67 98.67 98.67 -0.02 0 1,282 +0
Mar08 060630 98.54 98.54 98.54 98.54 -0.04 0 284 +0
Jun08 060630 98.45 98.45 98.45 98.45 -0.02 0 256 +0
Sep08 060630 98.35 98.35 98.35 98.35 -0.02 0 7 +0
Total Volume and Open Interest 4,783 35,178 -678
3-Mth Euro-Yen(SIMEX)
Sep06 060630 99.49 99.49 99.48 99.48 -0.01 503 73,244 +1,484
Dec06 060630 99.32 99.33 99.31 99.32 unch 1,453 120,963 -347
Mar07 060630 99.14 99.14 99.13 99.13 -0.01 1,130 51,147 -379
Jun07 060630 98.95 98.96 98.95 98.96 -0.01 184 25,559 +41
Sep07 060630 98.81 98.81 98.81 98.81 -0.01 0 18,509 -288
Dec07 060630 98.67 98.67 98.67 98.67 -0.01 336 29,769 -434
Mar08 060630 98.55 98.55 98.55 98.55 -0.02 0 19,331 +0
Jun08 060630 98.45 98.45 98.45 98.45 -0.02 0 548 +0
Total Volume and Open Interest 3,724 340,107 -41
German Euro-Bund(EUREX)
Sep06 060629 114.96 115.50 114.94 115.39 +0.34 1,216,391 1,462,949 -1,820
Dec06 060630 114.85 114.85 114.41 114.65 -0.06 409 3,978 +110
Mar07 060630 114.22 114.22 114.22 114.22 -0.07 510 10 +0
Total Volume and Open Interest 822,838 1,479,083 +12,256
German Euro-Bobl(EUREX)
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060630 109.00 109.00 108.81 108.81 +0.09 1 8 +0
Mar07 060630 108.41 108.41 108.41 108.41 -0.09      
Total Volume and Open Interest 512,082 1,029,811 +9,093
Long Gilt(LIFFE)
Sep06 060630 108~30 108~31 108~13 108~29 +0~03 60,619 256,098 -1,435
Dec06 060630 108~24 108~24 108~24 108~24 +0~03      
Total Volume and Open Interest 60,619 256,098 -22,586
3-Mth Short Sterling(LIFFE)
Sep06 060630 95.22 95.22 95.22 95.22 +0.03 115,584 480,620 -16,705
Dec06 060630 95.07 95.07 95.07 95.07 +0.04 114,808 413,840 -2,961
Mar07 060630 94.94 94.94 94.94 94.94 +0.05 61,618 348,575 +2,689
Total Volume and Open Interest 429,221 2,237,440 -19,295
3-Mth Euribor(LIFFE)
Sep06 060630 96.695 96.700 96.665 96.680 -0.005 176,661 684,820 -46,145
Dec06 060630 96.430 96.435 96.360 96.390 -0.020 143,315 648,208 +21,299
Mar07 060630 96.290 96.300 96.205 96.245 -0.025 93,845 523,312 +2,584
Total Volume and Open Interest 663,983 3,412,246 +34,244
3-Mth Aus T-Bills(SFE)
Sep06 060630 93.92 93.94 93.91 93.94 +0.05 9,274 189,804 -2,610
Dec06 060630 93.82 93.84 93.81 93.84 +0.07 25,601 262,700 +15,369
Mar07 060630 93.82 93.84 93.81 93.84 +0.08 4,059 90,746 +1,468
Jun07 060630 93.83 93.86 93.82 93.84 +0.07 6,118 66,265 +3,356
Sep07 060630 93.81 93.82 93.81 93.82 +0.08 1,248 24,174 +497
Dec07 060630 93.77 93.79 93.77 93.79 +0.08 392 19,071 +80
Mar08 060630 93.74 93.75 93.74 93.75 +0.08 653 10,672 +345
Jun08 060630 93.72 93.72 93.72 93.72 +0.08 295 6,039 +395
Sep08 060630 93.71 93.71 93.71 93.71 +0.10 0 1,592 +0
Dec08 060630 93.67 93.70 93.67 93.70 +0.10 0 1,272 +0
Total Volume and Open Interest 47,643 673,699 +18,900
10-Year Aus T-Bonds(SFE)
Sep06 060630 94.18 94.23 94.18 94.21 +0.09 15,083 302,916 -1,345
Dec06 060630 94.21 94.21 94.21 94.21 +0.09      
Total Volume and Open Interest 15,083 302,916 -1,345
3-Year Aus T-Bonds(SFE)
Sep06 060630 94.19 94.22 94.18 94.21 +0.09 45,264 423,820 +1,703
Dec06 060630 94.21 94.21 94.21 94.21 +0.09      
Total Volume and Open Interest 45,264 423,820 +1,703
Gold(CMX)
Aug06 060630 602.0 618.0 602.0 616.0 +27.1 37,714 172,121 -9,633
Oct06 060630 609.5 623.5 608.0 622.6 +27.4 2,182 11,667 +722
Dec06 060630 615.3 631.0 615.0 628.9 +27.6 5,875 44,091 +4,101
Feb07 060630 627.0 635.2 627.0 635.2 +27.9 2 14,578 +0
Apr07 060630 633.0 642.0 633.0 641.3 +28.1 32 1,960 +0
Jun07 060630 646.0 647.5 646.0 647.5 +28.3 0 12,966 +0
Aug07 060630 653.7 653.7 653.7 653.7 +28.5 1 368 -1
Oct07 060630 659.9 659.9 659.9 659.9 +28.7 0 2,937 +0
Dec07 060630 665.0 666.1 665.0 666.1 +28.9 78 16,461 +78
Feb08 060630 672.2 672.2 672.2 672.2 +29.1 0 1,275 +0
Apr08 060630 23.0 23.0 23.0 23.0 -626.1      
Jun08 060630 684.6 684.6 684.6 684.6 +29.5 1 903 +0
Total Volume and Open Interest 46,066 289,280 -4,727
Silver(CMX)
Jul06 060630 1055.0 1105.0 1055.0 1083.3 +50.0 13,642 6,440 -7,741
Sep06 060630 1064.0 1113.0 1064.0 1092.0 +50.0 18,095 47,537 +3,311
Dec06 060630 1075.0 1123.0 1073.0 1102.3 +50.2 836 22,453 +513
Mar07 060630 1110.6 1110.6 1110.6 1110.6 +50.2 3 8,023 +0
May07 060630 1114.6 1114.6 1114.6 1114.6 +50.2 7 2,599 +0
Jul07 060630 1139.0 1139.0 1118.0 1118.0 +50.2 49 5,254 -18
Sep07 060630 1134.0 1134.0 1117.2 1117.2 +50.2 202 585 +83
Total Volume and Open Interest 32,951 101,841 -3,871
Platinum(NYM)
Jul06 060630 1240.0 1250.0 1235.0 1246.7 +41.0 1,998 789 -1,706
Oct06 060630 1221.0 1248.0 1221.0 1241.7 +41.0 2,155 6,628 +329
Jan07 060630 1246.7 1246.7 1246.7 1246.7 +41.0 0 6 +0
Total Volume and Open Interest 4,153 7,427 -1,377
Palladium(NYME)
Sep06 060630 316.00 325.00 316.00 323.50 +10.10 582 12,646 -51
Dec06 060630 315.00 326.75 315.00 326.75 +10.10 11 500 -1
Mar07 060630 329.75 329.75 329.75 329.75 +10.10 0 1 +0
Total Volume and Open Interest 593 13,182 -52
Copper(CMX)
Jul06 060630 350.00 352.50 344.00 346.25 +3.95 3,734 8,257 -774
Sep06 060630 339.25 342.10 331.50 335.50 +3.40 10,005 44,384 +836
Dec06 060630 329.00 332.00 323.00 326.15 +3.75 1,378 8,796 +695
Mar07 060630 316.55 316.55 316.55 316.55 +3.90 263 1,421 +192
May07 060630 315.00 315.00 309.75 309.75 +3.75 44 345 +5
Total Volume and Open Interest 16,002 72,793 +483
Aluminum(CMX)
Jul06 060630 116.00 118.00 116.00 116.40 +0.65 6 129 +5
Aug06 060630 117.35 117.35 117.35 117.35 +0.65 1 97 +1
Sep06 060630 117.55 117.55 117.55 117.55 +0.65 0 1 +0
Oct06 060630 117.55 117.55 117.55 117.55 +0.65 0 40 +0
Nov06 060630 117.70 117.70 117.70 117.70 +0.65 0 40 +0
Dec06 060630 117.80 117.80 117.80 117.80 +0.65 0 566 +0
Total Volume and Open Interest 7 873 +6
DJIA Index(CBOT)
Jun06 060615 10855 11030 10850 11025 +204 12,557 27,433 +430
Sep06 060630 11260 11310 11233 11247 -13 4,913 52,492 +879
Dec06 060630 11345 11345 11338 11338 -13 7 1,856 +24
Mar07 060630 11398 11398 11398 11398 -13 0 5 +0
Total Volume and Open Interest 4,920 54,353 +903
S & P 500(CME)
Sep06 060630 1284.50 1286.00 1279.20 1279.40 -3.20 39,372 617,268 -1,157
Dec06 060630 1293.80 1295.00 1290.90 1290.90 -3.10 82 5,763 -4
Mar07 060630 1302.40 1302.40 1302.40 1302.40 -2.60 0 331 +0
Jun07 060630 1314.40 1314.40 1314.40 1314.40 -2.60 0 233 +0
Total Volume and Open Interest 39,454 623,881 -1,161
S & P 500 E-Mini(Globex)
Sep06 060630 1282.00 1287.25 1279.25 1279.50 -3.00 1,197,661 1,329,445 +40,321
Dec06 060630 1295.75 1298.00 1290.00 1291.00 -3.00 132 2,142 +24
Total Volume and Open Interest 1,197,793 1,331,587 +40,345
NASDAQ 100(CME)
Sep06 060630 1607.80 1608.00 1590.00 1591.50 -13.50 11,185 52,198 +879
Dec06 060630 1610.50 1610.50 1610.50 1610.50 -13.50 0 58 +0
Mar07 060630 1627.00 1627.00 1627.00 1627.00 -13.50      
Total Volume and Open Interest 11,185 52,256 +879
NASDAQ 100 E-Mini(Globex)
Sep06 060630 1604.30 1611.30 1590.30 1591.50 -13.50 387,038 341,544 -2,705
Dec06 060630 1639.00 1639.00 1610.50 1610.50 -13.50 14 222 +5
Total Volume and Open Interest 387,052 341,766 -2,700
S & P Midcap 400(CME)
Sep06 060630 115.64 116.24 111.39 116.24 +4.40 245 9,242 +4
Dec06 060630 123.24 123.24 123.24 123.24 +4.40 0 1 +0
Mar07 060630 130.24 130.24 130.24 130.24 +4.40      
Total Volume and Open Interest 245 9,243 +4
Russell 2000(CME)
Sep06 060630 724.00 731.50 714.75 731.50 +10.10 1,066 33,843 -182
Dec06 060630 737.50 737.50 737.50 737.50 +10.10 0 12 +0
Mar07 060630 743.50 743.50 743.50 743.50 +10.10      
Total Volume and Open Interest 1,066 33,855 -182
Russell 2000 E-Mini(Globex)
Jun06 060616 701.00 703.10 699.80 699.80 -1.40 27,727 202,517 -45,820
Sep06 060630 721.50 731.50 714.70 731.50 +10.10 206,419 419,696 -2,717
Dec06 060630 726.00 737.50 724.50 737.50 +10.10 16 224 +12
Total Volume and Open Interest 206,435 419,920 -2,705
Value Line(KCBT)
Sep06 060630 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060630 15500 15550 15400 15495 +360 40,834 184,170 +7,784
Dec06 060630 15470 15480 15470 15470 +385      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060630 15500 15550 15400 15495 +360 40,834 184,170 +7,784
Dec06 060630 15470 15480 15470 15470 +385      
Mar07 060630 15480 15480 15480 15480 +385 0 1 +0
Total Volume and Open Interest 40,845 184,350 +7,783
CAC 40(MATIF)
Jun06 060616 4772.0 4799.0 4694.5 4723.4 -3.1 192,181 506,628 -75,537
Jul06 060630 4945.5 4981.5 4918.0 4973.5 +89.5 84,120 434,532 +16,387
Aug06 060630 4956.5 4986.5 4934.5 4983.5 +89.0 522 2,786 +139
Total Volume and Open Interest 85,893 500,787 +16,607
Hang Seng Index(HKFE)
Jun06 060629 15870 15964 15850 15881 +126 65,014 62,500 -22,699
Jul06 060630 16249 16320 16190 16317 +412 54,819 101,471 +34,761
Aug06 060630 16225 16310 16178 16307        
DAX Index(EUREX)
Sep06 060630 5695.0 5739.0 5662.5 5726.5 +114.0 162,409 193,041 +2,122
Dec06 060630 5737.0 5785.0 5710.0 5773.5 +115.0 314 12,880 +107
Mar07 060630 5778.5 5835.0 5773.5 5826.0 +115.5 10 278 +0
Total Volume and Open Interest 162,733 206,199 +2,229
FT-SE 100(LIFFE)
Sep06 060630 5856.50 5877.00 5820.00 5825.00 +27.50 87,371 444,689 +998
Dec06 060630 5906.00 5906.50 5858.50 5858.50 +28.00 520 38,035 -20
Mar07 060630 5868.50 5868.50 5868.50 5868.50 +27.50 0 1,000 +0
Total Volume and Open Interest 87,891 485,474 +978
SPI 200(SFE)
Jun06 060615 4901.0 4910.0 4889.0 4896.0 +21.0 81,174 203,991 -87,447
Sep06 060630 5130.0 5132.0 5043.0 5080.0 +88.0 12,008 212,018 +2,998
Dec06 060630 5115.0 5115.0 5061.0 5096.0 +88.0 159 4,445 +43
Total Volume and Open Interest 12,217 220,767 +3,066
GSCI(CME)
Jul06 060630 483.70 485.70 483.70 484.65 +2.85 341 20,430 -54
Aug06 060630 488.50 489.25 488.50 489.00 +3.00 21 52 +9
Sep06 060630 492.10 492.10 492.10 492.10 +4.40 20 0 +0
Total Volume and Open Interest 382 20,482 -45
Reuters CRB Index(NYBOT)
Aug06 060630 389.00 390.00 387.50 389.00 +4.50 12 525 +0
Nov06 060630 397.50 397.50 397.50 397.50 +4.50 0 405 +0
Jan07 060630 399.50 399.50 399.50 399.50 +4.50      
Total Volume and Open Interest 12 933 +0
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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