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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 Mon July 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060703 600.00 603.50 595.50 601.50 +6.75 36,047 14,233 -6,695
Aug06 060703 606.00 610.50 601.75 608.50 +8.00 49,853 50,459 -5,220
Sep06 060703 613.00 617.50 609.50 615.75 +7.75 11,536 28,447 +6,512
Nov06 060703 627.00 632.00 623.00 629.25 +6.75 89,670 187,348 -10,154
Jan07 060703 638.00 642.25 634.00 638.50 +8.00 1,949 11,450 +664
Mar07 060703 644.00 647.25 639.50 645.50 +6.50 1,100 8,564 +415
May07 060703 645.00 649.00 644.00 649.00 +4.00 1,562 7,057 +595
Total Volume and Open Interest 195,033 330,941 -12,573
Soybean Meal(CBOT)
Jul06 060703 176.50 177.20 174.50 175.70 +1.10 11,881 11,357 -5,473
Aug06 060703 178.00 178.90 176.10 177.40 +0.90 18,070 37,944 +764
Sep06 060703 179.00 180.00 177.50 178.60 +0.90 5,237 26,492 +2,601
Oct06 060703 182.00 182.00 178.80 180.50 +0.80 1,643 11,339 -65
Dec06 060703 183.50 184.40 181.00 182.70 +0.70 18,139 73,717 -306
Jan07 060703 183.60 185.00 182.60 184.00 +2.30 262 4,625 -91
Mar07 060703 186.00 187.00 184.10 186.00 +2.00 365 4,471 -11
May07 060703 185.00 187.00 183.70 186.00 +1.80 1,903 6,520 +1,615
Total Volume and Open Interest 59,366 184,110 -133
Soybean Oil(CBOT)
Jul06 060703 26.35 26.37 26.05 26.17 -0.19 6,647 7,417 -2,696
Aug06 060703 26.55 26.55 26.20 26.33 -0.07 22,404 25,611 -2,623
Sep06 060703 26.72 26.80 26.44 26.57 -0.05 12,148 23,616 +2,898
Oct06 060703 27.00 27.00 26.80 26.83 -0.12 2,111 11,568 +426
Dec06 060703 27.40 27.60 27.08 27.27 unch 30,305 135,791 +8,662
Jan07 060703 27.40 27.48 27.40 27.48 +0.01 249 4,417 +120
Mar07 060703 27.90 27.90 27.65 27.78 +0.03 536 3,304 -17
May07 060703 28.16 28.16 27.85 28.07 +0.01 579 8,348 +1,476
Total Volume and Open Interest 77,068 240,817 +9,208
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 060703 238.50 244.00 237.50 243.25 +7.75 29,656 27,311 -8,532
Sep06 060703 250.00 254.50 247.75 253.50 +7.50 61,371 480,526 -278
Dec06 060703 263.50 270.00 262.00 268.50 +8.25 96,307 487,409 +8,786
Mar07 060703 275.50 280.00 273.50 279.75 +7.75 4,190 92,019 +399
May07 060703 283.50 288.00 281.00 287.75 +7.75 508 16,591 +170
Jul07 060703 290.00 296.00 288.50 295.75 +7.50 5,302 51,134 +94
Total Volume and Open Interest 207,382 1,335,969 +4,525
Wheat(CBOT)
Jul06 060703 375.00 385.00 375.00 384.25 +12.75 4,807 3,302 -3,138
Sep06 060703 403.25 409.00 400.50 402.00 +6.00 30,280 228,632 -1,444
Dec06 060703 421.00 428.00 419.00 421.00 +6.50 9,085 108,746 -322
Mar07 060703 438.50 442.00 435.50 438.50 +7.00 494 31,549 +89
May07 060703 444.00 449.00 444.00 448.00 +8.00 0 743 +0
Total Volume and Open Interest 46,855 455,089 -4,696
Wheat(KCBT)
Jul06 060703 499.50 508.00 499.50 503.00 +3.25 3,373 1,896 -2,189
Sep06 060703 512.00 521.50 511.25 517.75 +8.75 11,634 75,227 +2,014
Dec06 060703 523.00 533.00 522.50 528.75 +9.75 4,882 53,837 +908
Mar07 060703 522.00 533.00 522.00 525.75 +7.25 1,277 6,849 +533
May07 060703 510.00 510.00 510.00 510.00 +4.00 5 340 -1
Total Volume and Open Interest 21,985 160,249 +1,216
Wheat(MGE)
Jul06 060703 502.00 510.00 502.00 510.00 +14.00 442 749 -151
Sep06 060703 501.00 512.00 498.00 507.00 +14.00 4,007 19,324 -360
Dec06 060703 506.50 517.00 505.00 511.00 +12.00 2,967 24,101 +533
Mar07 060703 508.00 518.00 507.00 515.00 +12.50 152 1,653 +5
May07 060703 510.00 510.00 510.00 510.00 +10.00 1 95 +0
Total Volume and Open Interest 7,723 50,325 +79
Oats(CBOT)
Jul06 060703 214.00 214.50 214.00 214.50 +1.75 378 294 -248
Sep06 060703 196.00 198.00 193.25 195.00 +3.25 577 5,532 +70
Dec06 060703 198.00 201.00 196.25 199.00 +5.50 943 7,725 -3
Mar07 060703 206.00 206.00 206.00 206.00 +7.00 0 118 +0
Total Volume and Open Interest 1,898 13,672 -181
Rough Rice(CBOT)
Jul06 060703 9.24 9.33 9.18 9.33 +0.13 312 700 -265
Sep06 060703 9.50 9.58 9.42 9.54 +0.06 928 5,238 +248
Nov06 060703 9.69 9.74 9.60 9.74 +0.09 930 5,017 +186
Jan07 060703 9.82 9.86 9.81 9.86 +0.06 163 973 +65
Total Volume and Open Interest 2,384 13,223 +260
Live Cattle(CME)
Aug06 060703 86.000 86.500 85.750 86.350 +0.675 20,258 112,642 -2,803
Oct06 060703 89.725 90.150 89.450 90.125 +0.450 13,499 54,280 +1,542
Dec06 060703 89.900 90.475 89.750 90.400 +0.500 2,892 34,732 +82
Feb07 060703 91.250 91.975 91.250 91.925 +0.475 1,455 15,838 +794
Apr07 060703 88.450 88.850 88.300 88.775 +0.425 368 3,211 +89
Jun07 060703 83.650 83.750 83.650 83.725 +0.275 109 2,382 +107
Total Volume and Open Interest 39,068 223,085 -618
Feeder Cattle(CME)
Aug06 060703 115.150 116.450 114.900 116.375 +1.175 2,738 17,185 -138
Sep06 060703 114.700 116.250 114.350 116.075 +1.200 656 4,713 +204
Oct06 060703 113.200 114.650 113.000 114.600 +1.050 481 3,875 +152
Nov06 060703 111.000 112.700 111.000 112.650 +1.150 165 1,277 -29
Jan07 060703 106.600 107.400 106.600 107.400 +0.800 121 1,624 +1
Mar07 060703 104.900 105.100 104.900 105.100 +0.700 8 185 -1
Apr07 060703 104.600 104.600 104.600 104.600 +0.200 0 49 +0
Total Volume and Open Interest 4,169 28,968 +189
Lean Hogs(CME)
Jul06 060703 72.500 72.950 72.050 72.875 +0.325 3,622 18,360 -537
Aug06 060703 70.950 71.225 70.350 70.775 +0.400 12,536 83,630 -1,643
Oct06 060703 62.500 62.750 61.800 62.400 +0.250 7,880 32,966 +1,319
Dec06 060703 59.000 59.050 58.200 58.875 +0.200 1,779 17,221 +531
Feb07 060703 59.400 59.600 59.000 59.450 +0.375 366 5,847 +45
Apr07 060703 60.500 60.750 60.000 60.450 -0.050 238 3,035 +147
May07 060703 62.800 63.150 62.800 63.150 +0.250 50 554 +35
Jun07 060703 64.500 64.900 64.500 64.900 +0.450 151 923 +16
Total Volume and Open Interest 26,688 162,829 -50
Pork Bellies(CME)
Jul06 060703 99.775 100.350 97.575 98.050 -1.925 267 652 -120
Aug06 060703 96.250 96.950 92.900 93.650 -1.600 349 1,144 -8
Feb07 060703 87.000 87.500 86.300 86.300 unch 8 35 +7
Mar07 060703 88.000 88.000 88.000 88.000 -0.500 1 10 +1
Total Volume and Open Interest 625 1,841 -120
Class III Milk(CME)
Jul06 060703 11.17 11.20 11.15 11.17 +0.02 104 3,509 -60
Aug06 060703 11.59 11.65 11.57 11.63 +0.04 84 4,089 +14
Sep06 060703 12.17 12.23 12.16 12.23 +0.06 96 4,242 +0
Oct06 060703 12.21 12.25 12.21 12.22 +0.02 37 3,808 +9
Nov06 060703 12.18 12.24 12.18 12.24 +0.06 22 3,463 +3
Total Volume and Open Interest 398 29,348 -7
Cocoa(NYBOT)
Jul06 060703 1645 1675 1645 1674 +28 234 242 +44
Sep06 060703 1655 1678 1642 1667 +28 16,680 62,215 -3,983
Dec06 060703 1688 1702 1678 1698 +26 2,292 26,994 +1,196
Mar07 060703 1717 1730 1710 1730 +26 377 15,350 +169
May07 060703 1751 1751 1751 1751 +27 344 6,366 +158
Jul07 060703 1759 1772 1759 1772 +27 0 3,571 +1
Sep07 060703 1779 1790 1779 1790 +27 0 8,785 +0
Total Volume and Open Interest 19,927 130,697 -2,415
Coffee "C"(NYBOT)
Jul06 060703 100.00 103.00 100.00 102.00 +2.50 164 582 -375
Sep06 060703 102.50 104.75 102.50 103.50 +2.40 12,113 85,916 -1,040
Dec06 060703 106.50 108.50 106.50 106.95 +2.20 3,366 19,930 +713
Mar07 060703 111.50 111.75 110.20 110.25 +2.05 1,177 6,495 -119
May07 060703 112.45 112.45 112.45 112.45 +2.15 592 2,478 +162
Jul07 060703 114.65 114.65 114.65 114.65 +2.35 229 1,137 -33
Total Volume and Open Interest 18,558 118,862 -658
Orange Juice(NYBOT)
Jul06 060703 165.50 167.40 163.50 167.40 +2.35 647 512 -585
Sep06 060703 166.90 169.00 165.05 169.00 +2.45 1,646 22,308 +116
Nov06 060703 165.75 167.90 164.50 167.65 +1.65 107 3,043 +42
Jan07 060703 166.00 166.25 165.80 166.25 +1.25 11 1,725 -12
Mar07 060703 164.50 165.80 164.50 165.80 +0.80 25 510 +13
Total Volume and Open Interest 2,436 28,242 -426
Sugar #11(NYBOT)
Oct06 060703 16.42 16.72 16.41 16.62 +0.28 27,815 246,764 -1,972
Mar07 060703 16.85 17.05 16.85 16.94 +0.26 6,312 75,608 -493
May07 060703 16.79 16.95 16.78 16.88 +0.24 2,520 39,045 +702
Jul07 060703 16.68 16.77 16.68 16.71 +0.22 837 28,151 +360
Oct07 060703 16.56 16.65 16.48 16.54 +0.22 292 21,964 +28
Total Volume and Open Interest 48,947 420,576 -7,986
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060703 23.13 23.17 23.10 23.17 +0.02 29 3,721 +22
Nov06 060703 22.48 22.50 22.48 22.50 unch 10 1,997 +11
Jan07 060703 22.45 22.45 22.45 22.45 unch 1 1,217 +0
Mar07 060703 22.40 22.40 22.40 22.40 +0.02 0 1,287 +0
Total Volume and Open Interest 41 10,184 +34
London Cocoa(LCE)
Jul06 060703 1001 1039 1001 1029 +28 922 53,515 +1,714
Sep06 060703 959 980 953 972 +13 8,134 59,110 +536
Dec06 060703 958 975 958 969 +8 3,860 38,049 +658
Mar07 060703 971 985 968 978 +9 2,281 27,198 +856
May07 060703 981 994 978 987 +9 406 5,666 -56
Jul07 060703 989 996 989 996 +9 0 3,281 +0
Sep07 060703 999 1013 999 1006 +10 1 1,747 -1
Total Volume and Open Interest 15,604 198,502 +3,707
London Coffee(LCE)
Jul06 060703 1260.00 1288.00 1256.00 1276.00 +34.00 13,427 4,258 -10,060
Sep06 060703 1270.00 1296.00 1268.00 1288.00 +30.00 21,047 72,860 +3,197
Nov06 060703 1275.00 1295.00 1269.00 1286.00 +26.00 3,756 38,825 +1,397
Jan07 060703 1260.00 1280.00 1256.00 1269.00 +20.00 1,196 7,895 +428
Mar07 060703 1250.00 1256.00 1243.00 1250.00 +10.00 349 1,595 +131
May07 060703 1253.00 1260.00 1253.00 1256.00 +11.00 79 756 -39
Total Volume and Open Interest 39,893 126,543 -4,917
London Sugar(LCE)
Aug06 060703 463.80 469.60 463.80 469.10 +3.20 1,031 16,252 -525
Oct06 060703 462.00 467.60 462.00 467.60 +6.20 1,500 28,146 +674
Dec06 060703 458.30 463.00 458.30 462.70 +6.20 509 10,555 +319
Mar07 060703 445.50 451.00 445.50 450.50 +6.40 313 9,287 +111
May07 060703 445.50 449.60 445.50 449.50 +5.80 3 3,631 +1
Total Volume and Open Interest 3,357 71,051 +580
Cotton(NYBOT)
Jul06 060703 51.00 51.00 48.50 49.00 -0.75 39 106 -79
Oct06 060703 51.50 51.50 51.00 51.00 -0.95 9,349 5,713 -4,861
Dec06 060703 53.60 53.85 53.05 53.19 -0.97 18,218 127,127 +3,955
Mar07 060703 56.70 56.70 55.95 56.00 -0.89 1,266 20,632 +465
May07 060703 57.20 57.20 56.90 56.90 -0.88 16 1,129 +9
Jul07 060703 57.90 57.90 57.90 57.90 -0.85 3 2,306 +2
Total Volume and Open Interest 28,915 160,069 -508
Lumber(CME)
Jul06 060703 295.0 299.0 295.0 298.0 +3.5 411 807 -226
Sep06 060703 301.5 304.9 301.5 302.4 -1.6 916 3,686 +211
Nov06 060703 302.0 303.2 300.6 300.7 -0.9 189 362 +31
Jan07 060703 310.0 310.3 309.0 310.3 +1.5 3 14 +1
Total Volume and Open Interest 1,521 4,885 +18
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)
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
Jul07 060630 210.81 210.81 210.81 210.81 -1.23 0 603 -1
Total Volume and Open Interest 60,887 171,692 -217
Unleaded Gas(NYM)
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 060703 73.26 73.99 73.17 73.39 -0.12 60,095 75,033 -7,951
Sep06 060703 74.11 74.61 73.80 74.01 -0.10 53,637 137,794 +9,070
Oct06 060703 74.70 75.16 74.43 74.60 -0.09 13,278 50,072 +73
Nov06 060703 75.29 75.57 74.85 74.99 -0.10 6,465 20,294 -868
Dec06 060703 75.67 75.77 75.13 75.26 -0.13 10,629 56,178 +732
Jan07 060703 75.40 75.93 75.40 75.50 -0.15 582 15,908 -255
Feb07 060703 75.63 75.63 75.63 75.63 -0.15 406 9,532 -227
Mar07 060703 75.63 75.63 75.63 75.63 -0.19 3,078 7,582 +807
Apr07 060703 75.63 75.63 75.63 75.63 -0.21 3,585 6,866 +2,895
May07 060703 75.55 75.55 75.55 75.55 -0.24 0 2,431 +0
Jun07 060703 75.73 75.85 75.41 75.41 -0.28 175 11,808 -146
Jul07 060703 75.27 75.27 75.27 75.27 -0.26 0 66 +0
Aug07 060703 75.13 75.13 75.13 75.13 -0.24 400 1,155 +400
Sep07 060703 74.99 74.99 74.99 74.99 -0.22 0 1,400 +0
Total Volume and Open Interest 158,290 455,114 +5,931
Gas Oil(ICE)
Jul06 060703 644.50 648.25 641.75 646.25 +2.50 22,155 35,580 -3,455
Aug06 060703 652.00 654.75 649.50 652.75 +3.00 19,590 62,054 +4,058
Sep06 060703 660.25 663.00 657.25 661.25 +3.25 6,092 23,126 +1,121
Oct06 060703 668.50 671.00 665.75 669.50 +3.25 1,321 15,907 +23
Nov06 060703 677.00 677.50 674.50 676.50 +3.00 493 8,846 -18
Dec06 060703 679.00 684.50 679.00 683.25 +3.25 1,979 30,075 -226
Jan07 060703 688.75 688.75 685.75 687.75 +3.25 1,160 11,325 -166
Feb07 060703 688.00 688.00 686.75 688.00 +3.25 200 975 +75
Mar07 060703 686.75 687.00 686.75 687.00 +3.50 0 5,489 +0
Apr07 060703 683.25 683.25 683.25 683.25 +4.00 0 1,375 +0
Total Volume and Open Interest 55,020 235,429 +2,575
US Dollar Index(NYBOT)
Sep06 060703 84.83 85.04 84.66 84.85 -0.05 5,907 16,508 -1,402
Dec06 060703 84.44 84.48 84.30 84.48 -0.05 105 2,210 +56
Mar07 060703 84.10 84.13 84.10 84.13 -0.05 1 5 +1
Total Volume and Open Interest 6,013 18,723 -1,345
Australian Dollar(CME)
Sep06 060703 74.16 74.25 74.12 74.25 -0.03 3,398 41,749 -97
Dec06 060703 74.14 74.14 74.14 74.14 -0.03 1 456 +80
Mar07 060703 74.01 74.01 74.01 74.01 -0.03 0 9 +0
Total Volume and Open Interest 3,399 42,220 -17
British Pound(CME)
Sep06 060703 184.78 184.95 184.28 184.34 -0.74 4,816 78,992 -4,303
Dec06 060703 184.75 184.75 184.75 184.75 -0.74 0 242 -40
Mar07 060703 185.10 185.10 185.10 185.10 -0.74 0 1 +0
Total Volume and Open Interest 4,816 79,235 -4,343
Canadian Dollar(CME)
Sep06 060703 90.20 90.43 90.04 90.39 +0.68 2,808 90,375 +670
Dec06 060703 90.63 90.63 90.63 90.63 +0.68 0 2,118 -1
Mar07 060703 90.87 90.87 90.87 90.87 +0.68 1 175 +1
Jun07 060703 91.11 91.11 91.11 91.11 +0.68 0 110 +0
Total Volume and Open Interest 2,809 92,810 +670
Japanese Yen(CME)
Sep06 060703 88.14 88.26 87.96 88.09 -0.23 5,315 147,195 -3,058
Dec06 060703 89.23 89.23 89.23 89.23 -0.23 3 20,509 +129
Mar07 060703 90.33 90.33 90.33 90.33 -0.23 0 2 +0
Total Volume and Open Interest 5,318 167,731 -2,929
Swiss Franc(CME)
Sep06 060703 82.31 82.51 82.18 82.36 -0.05 4,233 60,560 -4,874
Dec06 060703 83.13 83.13 83.13 83.13 -0.05 0 208 -92
Mar07 060703 83.87 83.87 83.87 83.87 -0.05 0 7 +0
Total Volume and Open Interest 4,233 60,775 -4,966
EuroFX(CME)
Sep06 060703 128.57 128.89 128.39 128.62 +0.12 7,846 154,334 +2,662
Dec06 060703 129.17 129.34 129.17 129.34 +0.12 6 1,104 -28
Mar07 060703 130.00 130.00 130.00 130.00 +0.12 0 80 +0
Total Volume and Open Interest 7,852 155,583 +2,634
Mexican Peso(CME)
Sep06 060703 8862.0 8980.0 8862.0 8967.0 +177.0 7,559 65,439 +2,131
Dec06 060703 2.3 4.1 5.4 4.1 +0.1 78 23,214 -13
Total Volume and Open Interest 7,704 90,418 +2,161
30-Year T-Bonds(CBOT)
Sep06 060703 106~19 106~21 106~09 106~17 -0~04 413,253 742,156 -3,610
Dec06 060703 107~16 107~16 106~16 106~22 -0~04 481 6,153 +100
Mar07 060703 106~16 106~16 106~16 106~16 -0~04 0 2 +0
Total Volume and Open Interest 413,734 748,326 -3,510
10-Year T-Notes(CBOT)
Sep06 060703 104~270 104~275 104~200 104~250 -0~025 1,074,422 2,126,676 -16,098
Dec06 060703 104~170 104~220 104~170 104~215 -0~025 2,921 29,039 +855
Total Volume and Open Interest 1,077,343 2,155,722 -15,243
5-Year T-Notes(CBOT)
Sep06 060703 103~105 103~120 103~085 103~120 -0~010 436,837 0 +0
Dec06 060703 103~115 103~115 103~115 103~115 -0~010 6 0 -401
Total Volume and Open Interest 438,432 5,225 +4,824
2 Year T-Notes(CBOT)
Sep06 060703 101~046 101~048 101~044 101~046 -0~003 3,239 545,268 -13,757
Dec06 060703 101~040 101~040 101~040 101~040 unch 1 0  
Total Volume and Open Interest 3,240 545,435  
Eurodollars(CME)
Sep06 060703 94.400 94.405 94.395 94.400 -0.020 29,675 1,513,394 -16,075
Dec06 060703 94.380 94.385 94.370 94.375 -0.030 26,992 1,533,188 -2,190
Mar07 060703 94.420 94.425 94.405 94.415 -0.025 15,099 1,293,824 -10,805
Jun07 060703 94.470 94.480 94.445 94.470 -0.020 16,031 1,007,184 -444
Sep07 060703 94.510 94.520 94.495 94.515 -0.015 21,489 958,113 -21,887
Dec07 060703 94.525 94.535 94.510 94.535 -0.010 16,909 713,319 +1,961
Mar08 060703 94.535 94.540 94.520 94.540 -0.010 20,880 570,091 -6,320
Jun08 060703 94.515 94.530 94.505 94.525 -0.010 21,009 312,523 +5,780
Sep08 060703 94.490 94.500 94.480 94.500 -0.010 12,459 296,200 -228
Dec08 060703 94.455 94.465 94.445 94.465 -0.010 13,453 227,608 -582
Mar09 060703 94.440 94.450 94.430 94.450 -0.010 15,125 194,236 +6,097
Jun09 060703 94.415 94.430 94.410 94.425 -0.010 12,663 139,524 -999
Sep09 060703 94.390 94.400 94.380 94.400 -0.010 3,850 118,131 -1,695
Dec09 060703 94.360 94.370 94.350 94.365 -0.015 3,147 110,816 -1,101
Mar10 060703 94.345 94.355 94.335 94.350 -0.015 6,637 97,812 +390
Jun10 060703 94.320 94.325 94.310 94.325 -0.015 4,584 71,463 +284
Sep10 060703 94.290 94.300 94.285 94.300 -0.015 4,247 84,307 +937
Dec10 060703 94.260 94.270 94.255 94.265 -0.020 4,541 64,414 +769
Total Volume and Open Interest 261,204 9,516,786 -44,107
3-Mth Euro-Yen(CME)
Sep06 060703 99.47 99.47 99.47 99.47 -0.01 775 12,270 +808
Dec06 060703 99.28 99.29 99.28 99.28 -0.03 691 9,800 -60
Mar07 060703 99.09 99.10 99.09 99.09 -0.04 446 5,007 -65
Jun07 060703 98.91 98.91 98.91 98.91 -0.04 45 5,032 -85
Sep07 060703 98.76 98.76 98.76 98.76 -0.04 19 1,836 +8
Dec07 060703 98.62 98.62 98.62 98.62 -0.05 25 1,306 +24
Mar08 060703 98.51 98.51 98.51 98.51 -0.03 1 285 +1
Jun08 060703 98.42 98.42 98.42 98.42 -0.03 0 256 +0
Sep08 060703 98.31 98.31 98.31 98.31 -0.04 0 7 +0
Dec08 060703 98.19 98.19 98.19 98.19 -0.04 0 4 +0
Total Volume and Open Interest 2,002 35,809 +631
3-Mth Euro-Yen(SIMEX)
Sep06 060703 99.47 99.47 99.46 99.46 -0.02 983 74,065 +821
Dec06 060703 99.31 99.31 99.28 99.28 -0.04 5,460 117,232 -3,731
Mar07 060703 99.12 99.12 99.09 99.10 -0.03 736 51,200 +53
Jun07 060703 98.94 98.94 98.91 98.91 -0.05 222 25,307 -252
Sep07 060703 98.78 98.78 98.76 98.76 -0.05 4,268 16,576 -1,933
Dec07 060703 98.63 98.63 98.63 98.63 -0.04 2,117 30,165 +396
Mar08 060703 98.51 98.51 98.51 98.51 -0.04 0 19,330 -1
Jun08 060703 98.40 98.40 98.40 98.40 -0.05 0 548 +0
Total Volume and Open Interest 13,786 335,460 -4,647
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 060703 109~03 109~03 108~17 108~20 -0~08 89,590 263,491 +7,393
Dec06 060703 108~16 108~16 108~16 108~16 -0~08      
Total Volume and Open Interest 89,590 263,491 +7,393
3-Mth Short Sterling(LIFFE)
Sep06 060703 95.19 95.19 95.19 95.19 -0.03 69,489 479,220 -1,400
Dec06 060703 95.02 95.02 95.02 95.02 -0.05 104,062 408,463 -5,377
Mar07 060703 94.89 94.89 94.89 94.89 -0.05 80,255 349,896 +1,321
Total Volume and Open Interest 410,938 2,227,427 -10,013
3-Mth Euribor(LIFFE)
Sep06 060703 96.680 96.695 96.675 96.680 unch 244,497 666,126 -18,694
Dec06 060703 96.390 96.410 96.370 96.375 -0.015 197,769 677,257 +29,049
Mar07 060703 96.245 96.275 96.215 96.225 -0.020 160,575 533,571 +10,259
Total Volume and Open Interest 921,603 3,445,134 +32,888
3-Mth Aus T-Bills(SFE)
Sep06 060703 93.95 93.97 93.94 93.95 +0.01 26,163 194,022 +4,218
Dec06 060703 93.85 93.89 93.85 93.87 +0.03 32,165 266,642 +3,942
Mar07 060703 93.85 93.89 93.84 93.86 +0.02 12,202 98,759 +8,013
Jun07 060703 93.86 93.88 93.86 93.87 +0.03 6,089 68,839 +2,574
Sep07 060703 93.84 93.86 93.84 93.85 +0.03 352 24,413 +239
Dec07 060703 93.83 93.83 93.82 93.82 +0.03 432 19,261 +190
Mar08 060703 93.79 93.79 93.78 93.78 +0.03 150 10,500 -172
Jun08 060703 93.76 93.76 93.76 93.76 +0.04 130 6,074 +35
Sep08 060703 93.74 93.74 93.74 93.74 +0.03 5 1,590 -2
Dec08 060703 93.73 93.73 93.73 93.73 +0.03 55 1,272 +0
Total Volume and Open Interest 77,948 692,924 +19,225
10-Year Aus T-Bonds(SFE)
Sep06 060703 94.24 94.28 94.24 94.25 +0.04 34,628 319,098 +16,182
Dec06 060703 94.25 94.25 94.25 94.25 +0.04      
Total Volume and Open Interest 34,628 319,098 +16,182
3-Year Aus T-Bonds(SFE)
Sep06 060703 94.23 94.27 94.23 94.25 +0.04 102,398 454,728 +30,908
Dec06 060703 94.25 94.25 94.25 94.25 +0.04      
Total Volume and Open Interest 102,398 454,728 +30,908
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)
Sep06 060703 11258 11295 11251 11289 +42 2,979 52,346 -146
Dec06 060703 11380 11380 11380 11380 +42 25 1,855 -1
Mar07 060703 11440 11440 11440 11440 +42 0 5 +0
Jun07 060703 11511 11511 11511 11511 +42      
Total Volume and Open Interest 3,004 54,206 -147
S & P 500(CME)
Sep06 060703 1283.80 1289.50 1282.70 1288.20 +8.80 44,330 617,867 +599
Dec06 060703 1295.50 1299.70 1295.50 1299.70 +8.80 286 5,915 +152
Mar07 060703 1311.20 1311.20 1311.20 1311.20 +8.80 0 331 +0
Jun07 060703 1323.20 1323.20 1323.20 1323.20 +8.80 1,062 1,295 +1,062
Total Volume and Open Interest 45,678 625,694 +1,813
S & P 500 E-Mini(Globex)
Sep06 060703 1281.75 1289.75 1281.50 1288.25 +8.75 808,675 1,326,680 -2,765
Dec06 060703 1291.00 1300.25 1291.00 1299.75 +8.75 186 2,239 +97
Total Volume and Open Interest 808,861 1,328,919 -2,668
NASDAQ 100(CME)
Sep06 060703 1598.00 1603.50 1593.00 1601.50 +10.00 4,376 51,595 -603
Dec06 060703 1620.50 1620.50 1620.50 1620.50 +10.00 0 60 +2
Mar07 060703 1637.00 1637.00 1637.00 1637.00 +10.00      
Total Volume and Open Interest 4,376 51,655 -601
NASDAQ 100 E-Mini(Globex)
Sep06 060703 1593.50 1603.50 1592.50 1601.50 +10.00 210,817 327,344 -14,200
Dec06 060703 1620.50 1620.50 1620.50 1620.50 +10.00 5 221 -1
Total Volume and Open Interest 210,822 327,565 -14,201
S & P Midcap 400(CME)
Sep06 060703 117.64 122.24 115.39 122.24 +6.00 310 9,243 +1
Dec06 060703 129.24 129.24 129.24 129.24 +6.00 0 1 +0
Mar07 060703 136.24 136.24 136.24 136.24 +6.00      
Total Volume and Open Interest 310 9,244 +1
Russell 2000(CME)
Sep06 060703 731.00 736.30 728.25 736.30 +4.80 2,011 33,684 -159
Dec06 060703 742.30 742.30 742.30 742.30 +4.80 0 13 +1
Mar07 060703 748.30 748.30 748.30 748.30 +4.80      
Total Volume and Open Interest 2,011 33,697 -158
Russell 2000 E-Mini(Globex)
Sep06 060703 728.50 736.80 726.70 736.30 +4.80 167,436 424,737 +5,041
Dec06 060703 743.00 743.00 742.30 742.30 +4.80 34 242 +18
Total Volume and Open Interest 167,470 424,979 +5,059
Value Line(KCBT)
Sep06 060703 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060703 15600 15630 15515 15550 +55 52,189 184,188 +18
Dec06 060703 15535 15535 15535 15535 +65      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060703 15600 15630 15515 15550 +55 52,189 184,188 +18
Dec06 060703 15535 15535 15535 15535 +65      
Mar07 060703 15545 15545 15545 15545 +65 0 1 +0
Total Volume and Open Interest 52,191 184,366 +16
CAC 40(MATIF)
Jul06 060703 4980.0 5001.5 4957.0 4985.0 +11.5 108,352 420,009 -14,523
Aug06 060703 4973.0 4999.0 4973.0 4996.0 +12.5 3,116 5,290 +2,504
Sep06 060703 4999.0 5018.5 4981.5 5005.5 +12.0 5,183 60,925 +2,127
Total Volume and Open Interest 116,682 490,913 -9,874
Hang Seng Index(HKFE)
Jul06 060703 16355 16438 16270 16351 +34 33,834 106,066 +4,595
Aug06 060703 16300 16423 16278 16342 +35      
Sep06 060703 16314 16390 16284 16334 +29 336 1,441 +169
Total Volume and Open Interest 45,142 107,887 -29,856
DAX Index(EUREX)
Sep06 060703 5725.0 5765.0 5710.0 5740.0 +13.5 153,061 189,031 -4,010
Dec06 060703 5777.5 5809.0 5757.5 5787.5 +14.0 428 12,945 +65
Mar07 060703 5828.0 5861.5 5828.0 5840.5 +14.5 101 328 +50
Total Volume and Open Interest 153,590 202,304 -3,895
FT-SE 100(LIFFE)
Sep06 060703 5864.00 5897.00 5844.00 5886.50 +61.50 96,930 443,657 -1,032
Dec06 060703 5907.00 5920.50 5907.00 5920.50 +62.00 23 38,035 +0
Mar07 060703 5930.50 5930.50 5930.50 5930.50 +62.00 0 1,000 +0
Total Volume and Open Interest 96,953 484,442 -1,032
SPI 200(SFE)
Sep06 060703 5122.0 5122.0 5059.0 5097.0 +17.0 28,316 217,898 +5,880
Dec06 060703 5079.0 5114.0 5079.0 5114.0 +18.0 158 4,413 -32
Mar07 060703 5121.0 5121.0 5121.0 5121.0 +17.0 19 2,436 +0
Total Volume and Open Interest 28,661 226,720 +5,953
GSCI(CME)
Jul06 060703 487.50 487.50 485.50 486.00 +1.35 238 20,492 +62
Aug06 060703 492.50 492.50 492.00 492.00 +3.00 29 61 +9
Sep06 060703 494.00 494.00 494.00 494.00 +1.90      
Total Volume and Open Interest 267 20,553 +71
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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