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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 July 05, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060705 598.50 600.50 592.00 594.50 -7.00 18,841 11,666 -2,567
Aug06 060705 605.00 607.00 597.00 600.50 -8.00 26,555 50,491 +32
Sep06 060705 613.00 614.50 605.00 607.00 -8.75 4,822 28,113 -334
Nov06 060705 626.50 628.50 617.00 621.00 -8.25 44,131 189,155 +1,807
Jan07 060705 637.50 638.00 628.50 630.50 -8.00 1,480 11,583 +133
Mar07 060705 638.00 641.50 634.50 637.50 -8.00 1,354 8,769 +205
May07 060705 646.00 646.00 637.00 640.00 -9.00 1,739 7,612 +555
Total Volume and Open Interest 100,476 331,454 +513
Soybean Meal(CBOT)
Jul06 060705 175.70 176.00 173.00 173.40 -2.30 7,600 8,416 -2,941
Aug06 060705 177.00 177.70 174.20 174.40 -3.00 12,230 38,306 +362
Sep06 060705 178.50 178.80 175.30 175.60 -3.00 3,362 26,700 +208
Oct06 060705 180.00 180.50 176.40 176.40 -4.10 1,375 11,547 +208
Dec06 060705 182.30 182.80 178.50 178.70 -4.00 14,929 73,199 -518
Jan07 060705 182.50 182.50 179.50 179.70 -4.30 444 4,664 +39
Mar07 060705 185.00 185.20 181.50 181.50 -4.50 1,328 4,594 +123
May07 060705 185.00 185.00 181.50 181.50 -4.50 1,057 7,029 +509
Total Volume and Open Interest 43,471 182,828 -1,282
Soybean Oil(CBOT)
Jul06 060705 26.13 26.35 26.02 26.32 +0.15 3,099 5,085 -2,332
Aug06 060705 26.22 26.52 26.14 26.45 +0.12 8,002 26,614 +1,003
Sep06 060705 26.49 26.73 26.40 26.71 +0.14 2,193 26,623 +3,007
Oct06 060705 26.70 26.97 26.62 26.97 +0.14 573 11,525 -43
Dec06 060705 27.25 27.43 27.07 27.38 +0.11 14,070 137,753 +1,962
Jan07 060705 27.35 27.60 27.35 27.60 +0.12 230 4,481 +64
Mar07 060705 27.70 27.85 27.70 27.85 +0.07 763 3,574 +270
May07 060705 27.95 28.18 27.85 28.18 +0.11 590 8,704 +356
Total Volume and Open Interest 31,245 245,564 +4,747
Canola(WCE)
Jul06 060705 279.8 279.8 279.8 279.8 unch 402 670 -388
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060705 295.2 296.7 293.6 294.5 -0.4 6,680 65,812 +1,478
Jan07 060705 304.0 304.0 301.7 302.0 -1.1 373 5,574 +129
Mar07 060705 309.8 312.0 309.8 311.3 -0.3 137 706 +11
Total Volume and Open Interest 8,003 81,430 +1,443
Corn(CBOT)
Jul06 060705 243.00 243.00 238.25 239.50 -3.75 33,365 22,447 -4,864
Sep06 060705 253.50 253.50 248.00 249.50 -4.00 55,338 477,489 -3,037
Dec06 060705 268.00 268.25 263.00 264.50 -4.00 95,579 482,764 -4,645
Mar07 060705 278.75 279.25 275.00 276.25 -3.50 4,494 91,550 -469
May07 060705 286.50 286.50 283.00 284.75 -3.00 727 16,858 +267
Jul07 060705 295.00 295.00 291.75 293.00 -2.75 3,741 52,815 +1,681
Total Volume and Open Interest 203,153 1,327,917 -8,052
Wheat(CBOT)
Jul06 060705 383.00 388.00 381.00 386.50 +2.25 3,355 2,272 -1,030
Sep06 060705 402.00 408.00 400.00 404.75 +2.75 21,683 230,866 +2,234
Dec06 060705 421.00 427.00 418.50 423.00 +2.00 9,996 110,450 +1,704
Mar07 060705 438.00 441.50 435.00 438.75 +0.25 744 31,405 -144
May07 060705 445.00 449.00 444.00 447.50 -0.50 32 749 +6
Total Volume and Open Interest 39,407 459,261 +4,172
Wheat(KCBT)
Jul06 060705 505.00 512.00 504.00 510.00 +7.00 924 1,345 -551
Sep06 060705 517.00 524.00 513.00 522.25 +4.50 8,128 76,229 +1,002
Dec06 060705 527.00 535.00 524.50 533.25 +4.50 4,993 54,861 +1,024
Mar07 060705 526.00 534.00 524.00 531.00 +5.25 676 7,257 +408
May07 060705 517.50 520.00 517.50 520.00 +10.00 0 340 +0
Total Volume and Open Interest 16,913 163,121 +2,872
Wheat(MGE)
Jul06 060705 513.00 522.00 510.00 520.00 +10.00 84 680 -69
Sep06 060705 508.00 522.00 506.00 512.75 +5.75 2,821 19,480 +156
Dec06 060705 513.00 524.00 511.00 514.25 +3.25 3,041 24,769 +668
Mar07 060705 517.00 524.00 516.00 518.00 +3.00 188 1,669 +16
May07 060705 513.00 518.00 513.00 517.00 +7.00 1 96 +1
Total Volume and Open Interest 6,355 51,257 +932
Oats(CBOT)
Jul06 060705 213.00 218.00 213.00 217.00 +2.50 87 255 -39
Sep06 060705 194.00 195.75 192.25 195.00 unch 334 5,554 +22
Dec06 060705 201.50 201.75 197.00 199.00 unch 1,561 7,897 +172
Mar07 060705 205.00 205.00 205.00 205.00 -1.00 1 117 -1
Total Volume and Open Interest 1,983 13,826 +154
Rough Rice(CBOT)
Jul06 060705 9.23 9.25 9.18 9.18 -0.15 98 739 +39
Sep06 060705 9.50 9.50 9.38 9.39 -0.15 598 5,383 +145
Nov06 060705 9.70 9.70 9.57 9.59 -0.15 579 5,196 +179
Jan07 060705 9.82 9.82 9.73 9.73 -0.13 10 986 +13
Total Volume and Open Interest 1,292 13,599 +376
Live Cattle(CME)
Aug06 060705 86.250 86.900 86.000 86.850 +0.500 7,266 112,149 -493
Oct06 060705 89.950 90.500 89.500 90.450 +0.325 5,047 55,031 +751
Dec06 060705 90.300 90.750 89.975 90.725 +0.325 923 34,689 -43
Feb07 060705 91.650 92.225 91.400 92.175 +0.250 681 16,179 +341
Apr07 060705 88.400 89.250 88.400 89.250 +0.475 137 3,266 +55
Jun07 060705 83.800 84.050 83.500 84.050 +0.325 20 2,391 +9
Total Volume and Open Interest 14,074 223,705 +620
Feeder Cattle(CME)
Aug06 060705 116.300 117.350 115.700 117.250 +0.875 1,676 17,415 +230
Sep06 060705 115.850 117.000 115.250 116.900 +0.825 705 4,924 +211
Oct06 060705 114.400 115.600 114.025 115.550 +0.950 383 4,002 +127
Nov06 060705 112.400 113.900 111.900 113.900 +1.250 133 1,269 -8
Jan07 060705 107.300 108.800 107.050 108.650 +1.250 63 1,660 +36
Mar07 060705 106.200 106.200 106.200 106.200 +1.100 12 187 +2
Apr07 060705 105.700 105.700 105.700 105.700 +1.100 0 49 +0
Total Volume and Open Interest 2,972 29,566 +598
Lean Hogs(CME)
Jul06 060705 73.000 73.400 72.750 73.150 +0.275 4,091 16,769 -1,591
Aug06 060705 71.000 71.900 70.750 71.675 +0.900 8,195 83,296 -334
Oct06 060705 62.500 63.000 62.400 62.850 +0.450 5,325 34,754 +1,788
Dec06 060705 59.000 59.300 58.750 59.000 +0.125 1,356 17,401 +180
Feb07 060705 59.400 59.900 59.400 59.750 +0.300 131 5,904 +57
Apr07 060705 60.500 60.675 60.400 60.675 +0.225 82 3,036 +1
May07 060705 63.200 63.375 63.150 63.375 +0.225 19 557 +3
Jun07 060705 65.000 65.125 64.950 65.125 +0.225 18 929 +6
Total Volume and Open Interest 19,249 162,959 +130
Pork Bellies(CME)
Jul06 060705 97.000 97.000 95.050 96.275 -1.775 215 594 -58
Aug06 060705 93.350 94.100 92.050 92.900 -0.750 394 1,199 +55
Feb07 060705 87.000 87.500 86.000 86.000 -0.300 7 40 +5
Mar07 060705 86.250 86.250 86.250 86.250 -1.750 0 10 +0
Total Volume and Open Interest 616 1,843 +2
Class III Milk(CME)
Jul06 060705 11.18 11.20 11.17 11.18 +0.01 31 3,509 +0
Aug06 060705 11.65 11.70 11.65 11.69 +0.06 164 4,087 -2
Sep06 060705 12.30 12.32 12.26 12.30 +0.07 96 4,276 +34
Oct06 060705 12.26 12.35 12.26 12.35 +0.13 17 3,816 +8
Nov06 060705 12.26 12.30 12.26 12.30 +0.06 15 3,465 +2
Total Volume and Open Interest 388 29,429 +81
Cocoa(NYBOT)
Jul06 060705 1732 1732 1708 1708 +34 32 246 +4
Sep06 060705 1675 1704 1665 1701 +34 10,310 65,197 +2,982
Dec06 060705 1703 1732 1696 1730 +32 3,361 26,833 -161
Mar07 060705 1733 1761 1725 1761 +31 674 15,715 +365
May07 060705 1750 1781 1750 1781 +30 150 6,412 +46
Jul07 060705 1801 1801 1801 1801 +29 150 3,609 +38
Sep07 060705 1819 1819 1819 1819 +29 60 8,765 -20
Total Volume and Open Interest 14,737 133,951 +3,254
Coffee "C"(NYBOT)
Jul06 060705 101.50 102.00 101.00 101.85 -0.15 153 456 -126
Sep06 060705 103.50 103.75 102.00 103.45 -0.05 17,788 82,190 -3,726
Dec06 060705 107.00 107.25 105.70 106.95 unch 4,244 20,774 +844
Mar07 060705 110.50 111.00 109.40 110.35 +0.10 808 6,635 +140
May07 060705 112.40 112.55 112.30 112.55 +0.10 79 2,458 -20
Jul07 060705 114.50 114.75 114.50 114.75 +0.10 115 1,102 -35
Total Volume and Open Interest 23,403 115,862 -3,000
Orange Juice(NYBOT)
Jul06 060705 167.25 173.05 166.00 173.05 +5.65 284 387 -125
Sep06 060705 168.90 173.80 166.50 173.30 +4.30 1,761 22,784 +476
Nov06 060705 167.60 172.00 165.75 171.50 +3.85 219 2,997 -46
Jan07 060705 165.00 169.50 165.00 169.50 +3.25 23 1,721 -4
Mar07 060705 169.00 169.00 169.00 169.00 +3.20 39 537 +27
Total Volume and Open Interest 2,336 28,580 +338
Sugar #11(NYBOT)
Oct06 060705 16.90 17.04 16.84 17.02 +0.40 20,441 252,873 +6,109
Mar07 060705 17.25 17.32 17.15 17.32 +0.38 5,678 76,779 +1,171
May07 060705 17.18 17.23 17.10 17.23 +0.35 2,195 39,755 +710
Jul07 060705 17.05 17.05 16.86 17.03 +0.32 655 28,309 +158
Oct07 060705 16.79 16.85 16.69 16.82 +0.28 1,121 22,356 +392
Total Volume and Open Interest 30,297 427,937 +7,361
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060705 23.15 23.15 23.10 23.13 -0.04 98 3,747 +26
Nov06 060705 22.50 22.51 22.50 22.51 +0.01 10 1,997 +0
Jan07 060705 22.30 22.45 22.30 22.45 unch 1 1,217 +0
Mar07 060705 22.43 22.43 22.43 22.43 +0.03 0 1,287 +0
Total Volume and Open Interest 109 10,210 +26
London Cocoa(LCE)
Jul06 060705 1026 1046 1023 1041 +14 1,009 52,853 +0
Sep06 060705 972 991 963 987 +18 11,719 59,167 +0
Dec06 060705 962 990 960 985 +19 4,531 38,386 +0
Mar07 060705 971 996 968 993 +19 998 26,965 +0
May07 060705 982 1001 982 1000 +18 958 5,863 +0
Jul07 060705 1004 1009 1004 1009 +18 10 3,282 +0
Sep07 060705 995 1019 995 1019 +18 113 1,746 +0
Total Volume and Open Interest 19,452 198,207 +0
London Coffee(LCE)
Jul06 060705 1293.00 1302.00 1284.00 1291.00 -3.00 794 3,560 +0
Sep06 060705 1307.00 1314.00 1289.00 1301.00 -3.00 18,391 68,366 +0
Nov06 060705 1302.00 1311.00 1288.00 1302.00 +3.00 3,149 39,570 +0
Jan07 060705 1290.00 1298.00 1272.00 1285.00 -2.00 925 8,105 +0
Mar07 060705 1275.00 1288.00 1257.00 1270.00 +2.00 405 1,656 +0
May07 060705 1282.00 1293.00 1275.00 1275.00 +3.00 133 817 +0
Total Volume and Open Interest 23,822 122,426 +0
London Sugar(LCE)
Aug06 060705 472.50 490.40 472.00 489.60 +17.60 3,564 14,988 +0
Oct06 060705 470.50 490.00 467.00 488.60 +18.60 2,414 29,329 +0
Dec06 060705 466.00 486.00 466.00 483.60 +17.50 65 10,505 +0
Mar07 060705 461.00 474.30 461.00 470.00 +14.90 245 9,271 +0
May07 060705 454.00 468.80 454.00 468.80 +14.70 71 3,662 +0
Total Volume and Open Interest 6,459 70,898 +0
Cotton(NYBOT)
Jul06 060705 49.20 49.20 49.20 49.20 +0.20 41 84 -22
Oct06 060705 51.20 51.50 51.00 51.25 +0.25 790 5,706 -7
Dec06 060705 53.51 53.75 53.05 53.46 +0.27 5,428 127,472 +345
Mar07 060705 56.10 56.40 55.80 56.28 +0.28 394 20,947 +315
May07 060705 57.20 57.20 57.20 57.20 +0.30 1 1,130 +1
Jul07 060705 58.20 58.20 58.20 58.20 +0.30 1 2,307 +1
Total Volume and Open Interest 6,656 160,702 +633
Lumber(CME)
Jul06 060705 298.0 299.4 294.6 298.4 +0.4 209 761 -46
Sep06 060705 302.0 305.0 299.0 300.5 -1.9 480 3,828 +142
Nov06 060705 299.2 303.0 298.0 298.3 -2.4 56 366 +4
Jan07 060705 309.6 309.6 309.6 309.6 -0.7 41 52 +38
Total Volume and Open Interest 792 5,026 +141
Crude Oil(NYM)
Aug06 060705 73.95 75.40 73.90 75.19 +1.26 81,818 239,833 +0
Sep06 060705 74.95 76.30 74.90 76.16 +1.35 38,575 121,843 +0
Oct06 060705 75.60 76.80 75.60 76.79 +1.39 11,827 54,215 +0
Nov06 060705 76.25 77.25 76.25 77.23 +1.42 3,471 27,288 +0
Dec06 060705 76.45 77.70 76.45 77.57 +1.45 15,607 114,690 +0
Jan07 060705 76.75 77.80 76.75 77.80 +1.46 2,004 37,408 +0
Feb07 060705 76.85 77.93 76.85 77.93 +1.47 1,209 17,012 +0
Mar07 060705 77.00 78.00 77.00 78.00 +1.48 210 15,420 +0
Apr07 060705 77.10 77.99 77.10 77.99 +1.49 190 11,646 +0
May07 060705 77.94 77.94 77.94 77.94 +1.50 137 10,026 +0
Jun07 060705 76.90 77.85 76.90 77.84 +1.52 14,336 47,815 +0
Jul07 060705 77.72 77.72 77.72 77.72 +1.53 10 10,279 +0
Aug07 060705 77.59 77.59 77.59 77.59 +1.54 370 7,360 +0
Sep07 060705 77.46 77.46 77.46 77.46 +1.55 10 8,040 +0
Oct07 060705 77.32 77.32 77.32 77.32 +1.56 30 4,592 +0
Nov07 060705 77.16 77.16 77.16 77.16 +1.57 110 5,731 +0
Total Volume and Open Interest 188,716 1,021,300 +0
Heating Oil(NYM)
Aug06 060705 204.00 207.50 203.00 206.26 +3.40 28,470 70,939 +0
Sep06 060705 210.25 213.20 209.00 212.26 +3.60 6,883 24,944 +0
Oct06 060705 214.60 217.85 214.25 217.01 +3.75 3,031 9,395 +0
Nov06 060705 217.00 220.80 217.00 220.71 +3.85 1,025 6,409 +0
Dec06 060705 221.70 225.50 220.90 224.11 +3.95 1,987 16,035 +0
Jan07 060705 224.40 228.00 224.10 227.01 +3.95 820 14,984 +0
Feb07 060705 226.00 229.25 225.90 228.51 +4.00 254 5,095 +0
Mar07 060705 224.50 226.76 224.50 226.76 +4.10 30 4,173 +0
Apr07 060705 218.00 221.06 218.00 221.06 +4.25 82 5,277 +0
May07 060705 216.56 216.56 216.56 216.56 +4.35 9 990 +0
Jun07 060705 214.56 214.56 214.56 214.56 +4.45 1,013 5,517 +0
Jul07 060705 215.26 215.26 215.26 215.26 +4.45 0 603 +0
Total Volume and Open Interest 60,887 171,692 +0
Unleaded Gas(NYM)
Aug06 060705 224.50 229.70 224.00 227.58 +5.70 22,993 59,496 +0
Sep06 060705 222.50 226.50 221.30 224.67 +5.37 4,684 14,806 +0
Oct06 060705 207.50 210.60 206.70 209.67 +4.37 381 6,049 +0
Nov06 060705 201.00 202.67 199.50 202.67 +3.87 158 2,590 +0
Dec06 060705 194.75 197.62 194.75 197.62 +3.37 183 3,350 +0
Jan07 060705 196.82 196.82 196.82 196.82 +2.82 53 1,504 +0
Total Volume and Open Interest 38,993 90,211 +0
Natural Gas(NYM)
Aug06 060705 5.970 5.980 5.750 5.765 -0.339 19,893 89,498 +0
Sep06 060705 6.220 6.240 6.030 6.038 -0.331 5,501 64,122 +0
Oct06 060705 6.590 6.600 6.408 6.408 -0.326 4,937 49,657 +0
Nov06 060705 7.990 8.000 7.820 7.838 -0.301 3,127 54,801 +0
Dec06 060705 9.560 9.570 9.418 9.418 -0.271 2,378 30,002 +0
Jan07 060705 10.300 10.320 10.168 10.168 -0.256 3,316 47,379 +0
Feb07 060705 10.380 10.380 10.208 10.208 -0.251 973 30,626 +0
Mar07 060705 10.170 10.170 10.015 10.015 -0.249 1,766 55,837 +0
Apr07 060705 8.320 8.320 8.210 8.215 -0.159 1,751 35,091 +0
May07 060705 8.140 8.140 8.030 8.030 -0.154 822 21,432 +0
Jun07 060705 8.230 8.230 8.120 8.125 -0.154 429 12,285 +0
Jul07 060705 8.250 8.340 8.240 8.240 -0.154 254 9,123 +0
Aug07 060705 8.350 8.440 8.335 8.335 -0.154 258 8,345 +0
Sep07 060705 8.500 8.550 8.450 8.450 -0.154 276 9,452 +0
Oct07 060705 8.670 8.720 8.630 8.630 -0.149 877 25,254 +0
Nov07 060705 9.510 9.510 9.405 9.405 -0.144 105 11,688 +0
Total Volume and Open Interest 48,293 845,857 +0
Brent Crude Oil(ICE)
Aug06 060705 72.90 74.22 72.51 73.98 +1.47 30,308 73,942 +0
Sep06 060705 73.40 75.09 73.29 74.87 +1.65 24,962 137,282 +0
Oct06 060705 74.28 75.74 73.97 75.55 +1.67 11,689 49,984 +0
Nov06 060705 74.46 76.16 74.46 75.99 +1.66 3,185 19,423 +0
Dec06 060705 74.91 76.50 74.85 76.30 +1.64 3,848 55,750 +0
Jan07 060705 75.19 76.65 75.08 76.56 +1.61 135 15,814 +0
Feb07 060705 75.19 76.71 75.19 76.71 +1.62 0 9,482 +0
Mar07 060705 75.61 76.79 75.56 76.79 +1.65 0 7,582 +0
Apr07 060705 75.65 76.78 75.60 76.78 +1.63 0 6,623 +0
May07 060705 75.71 76.73 75.71 76.73 +1.67 0 2,431 +0
Jun07 060705 75.40 76.76 75.40 76.61 +1.65 510 11,329 +0
Jul07 060705 76.49 76.49 76.49 76.49 +1.67 0 66 +0
Aug07 060705 76.36 76.36 76.36 76.36 +1.68 0 1,155 +0
Sep07 060705 76.22 76.22 76.22 76.22 +1.67 0 1,400 +0
Total Volume and Open Interest 75,504 450,705 +0
Gas Oil(ICE)
Jul06 060705 635.75 648.75 632.00 638.25 -8.00 20,508 30,837 -4,743
Aug06 060705 642.75 656.50 638.50 645.75 -7.00 18,072 69,913 +7,859
Sep06 060705 652.00 666.00 649.50 655.25 -6.00 5,291 23,748 +622
Oct06 060705 661.00 675.50 659.75 664.75 -4.75 751 16,287 +380
Nov06 060705 667.50 680.50 667.25 673.00 -3.50 153 8,792 -54
Dec06 060705 675.00 689.50 674.25 680.50 -2.75 617 30,433 +358
Jan07 060705 680.25 694.75 679.50 686.00 -1.75 426 11,309 -16
Feb07 060705 687.00 693.00 687.00 687.50 -0.50 450 1,425 +450
Mar07 060705 686.50 686.50 686.50 686.50 -0.50 200 5,644 +155
Apr07 060705 682.75 682.75 682.75 682.75 -0.50 0 1,375 +0
Total Volume and Open Interest 47,168 240,465 +5,036
US Dollar Index(NYBOT)
Sep06 060705 84.63 85.42 84.59 85.25 +0.40 37 16,576 +68
Dec06 060705 84.75 85.00 84.75 84.88 +0.40 0 2,211 +1
Mar07 060705 84.70 84.70 84.53 84.53 +0.40 0 6 +1
Total Volume and Open Interest 37 18,793 +70
Australian Dollar(CME)
Sep06 060705 74.37 74.37 73.95 74.10 -0.15 1,993 45,210 +3,461
Dec06 060705 73.99 73.99 73.99 73.99 -0.15 0 455 -1
Mar07 060705 73.86 73.86 73.86 73.86 -0.15 0 9 +0
Total Volume and Open Interest 1,993 45,680 +3,460
British Pound(CME)
Sep06 060705 184.52 184.52 183.63 183.84 -0.50 1,646 78,303 -689
Dec06 060705 184.30 184.30 184.30 184.30 -0.45 0 354 +112
Mar07 060705 184.67 184.67 184.67 184.67 -0.43 0 1 +0
Total Volume and Open Interest 1,646 78,658 -577
Canadian Dollar(CME)
Sep06 060705 90.61 90.61 89.96 90.16 -0.23 4,226 91,403 +1,028
Dec06 060705 90.35 90.43 90.35 90.40 -0.23 0 2,118 +0
Mar07 060705 90.64 90.64 90.64 90.64 -0.23 0 178 +3
Jun07 060705 90.88 90.88 90.88 90.88 -0.23 0 110 +0
Total Volume and Open Interest 4,226 93,841 +1,031
Japanese Yen(CME)
Sep06 060705 87.90 87.90 87.27 87.36 -0.73 2,226 148,141 +946
Dec06 060705 88.50 88.50 88.50 88.50 -0.73 0 20,520 +11
Mar07 060705 89.60 89.60 89.60 89.60 -0.73 0 2 +0
Total Volume and Open Interest 2,226 168,688 +957
Swiss Franc(CME)
Sep06 060705 82.15 82.15 81.61 81.87 -0.49 2,550 58,580 -1,980
Dec06 060705 82.64 82.64 82.64 82.64 -0.49 0 222 +14
Mar07 060705 83.38 83.38 83.38 83.38 -0.49 0 7 +0
Total Volume and Open Interest 2,550 58,809 -1,966
EuroFX(CME)
Sep06 060705 128.34 128.34 127.74 128.00 -0.62 4,954 160,903 +6,569
Dec06 060705 128.74 128.74 128.73 128.73 -0.61 40 1,057 -47
Mar07 060705 129.39 129.39 129.39 129.39 -0.61 0 80 +0
Total Volume and Open Interest 4,995 162,104 +6,521
Mexican Peso(CME)
Sep06 060705 8930.0 8950.0 8845.0 8890.0 -77.0 6,972 60,168 -5,271
Dec06 060705 0.2 0.2 5.7 5.7 +1.6 10 23,181 -33
Total Volume and Open Interest 7,032 85,075 -5,343
30-Year T-Bonds(CBOT)
Sep06 060705 106~18 106~21 105~14 105~24 -0~25 96,673 738,232 -3,924
Dec06 060705 106~03 106~08 105~20 105~28 -0~26 114 6,165 +12
Mar07 060705 105~22 105~22 105~22 105~22 -0~26 0 2 +0
Total Volume and Open Interest 96,787 744,414 -3,912
10-Year T-Notes(CBOT)
Sep06 060705 104~250 104~280 104~050 104~080 -0~170 291,329 2,124,667 -2,009
Dec06 060705 104~215 104~215 104~010 104~045 -0~170 377 29,089 +50
Total Volume and Open Interest 291,706 2,153,763 -1,959
5-Year T-Notes(CBOT)
Sep06 060705 103~060 103~070 102~315 103~015 -0~105 116,604 0 +0
Dec06 060705 103~005 103~005 103~005 103~005 -0~110 0 1,604 +1,604
Total Volume and Open Interest 116,604 1,604 -3,621
2 Year T-Notes(CBOT)
Sep06 060705 101~034 101~036 101~025 101~029 -0~017 1,618 544,799 -469
Dec06 060705 101~029 101~029 101~029 101~029 -0~011      
Total Volume and Open Interest 1,618 544,799 -636
Eurodollars(CME)
Sep06 060705 94.345 94.360 94.325 94.340 -0.060 14,638 1,526,586 +13,192
Dec06 060705 94.315 94.330 94.280 94.295 -0.080 23,931 1,533,982 +794
Mar07 060705 94.350 94.360 94.305 94.325 -0.090 8,992 1,296,124 +2,300
Jun07 060705 94.410 94.415 94.360 94.380 -0.090 5,929 1,008,393 +1,209
Sep07 060705 94.465 94.465 94.415 94.430 -0.085 7,793 960,576 +2,463
Dec07 060705 94.475 94.475 94.435 94.450 -0.085 6,771 711,482 -1,837
Mar08 060705 94.485 94.485 94.445 94.455 -0.085 7,480 565,397 -4,694
Jun08 060705 94.475 94.480 94.435 94.440 -0.085 5,820 313,966 +1,443
Sep08 060705 94.450 94.450 94.405 94.415 -0.085 3,973 296,901 +701
Dec08 060705 94.425 94.425 94.375 94.380 -0.085 3,658 226,475 -1,133
Mar09 060705 94.410 94.410 94.360 94.365 -0.085 3,828 192,722 -1,514
Jun09 060705 94.385 94.385 94.335 94.340 -0.085 2,572 139,924 +400
Sep09 060705 94.355 94.355 94.310 94.315 -0.085 1,130 117,498 -633
Dec09 060705 94.320 94.320 94.275 94.280 -0.085 5,170 108,862 -1,954
Mar10 060705 94.305 94.305 94.260 94.265 -0.085 5,872 95,217 -2,595
Jun10 060705 94.280 94.280 94.235 94.240 -0.085 995 70,715 -748
Sep10 060705 94.255 94.255 94.205 94.215 -0.085 2,194 84,190 -117
Dec10 060705 94.220 94.220 94.170 94.180 -0.085 2,197 64,876 +462
Total Volume and Open Interest 118,498 9,525,090 +8,304
3-Mth Euro-Yen(CME)
Sep06 060705 99.45 99.46 99.45 99.45 -0.02 60 11,374 -896
Dec06 060705 99.27 99.27 99.27 99.27 -0.01 352 9,752 -48
Mar07 060705 99.08 99.08 99.07 99.07 -0.02 260 5,273 +266
Jun07 060705 98.90 98.90 98.89 98.89 -0.02 211 5,272 +240
Sep07 060705 98.75 98.75 98.75 98.75 -0.01 122 1,848 +12
Dec07 060705 98.61 98.61 98.61 98.61 -0.01 110 1,383 +77
Mar08 060705 98.51 98.51 98.51 98.51 unch 0 285 +0
Jun08 060705 98.42 98.42 98.42 98.42 unch 0 256 +0
Sep08 060705 98.30 98.30 98.30 98.30 -0.01 0 7 +0
Dec08 060705 98.18 98.18 98.18 98.18 -0.01 0 4 +0
Total Volume and Open Interest 1,115 35,460 -349
3-Mth Euro-Yen(SIMEX)
Sep06 060705 99.46 99.46 99.45 99.45 -0.02 1,144 72,288 +0
Dec06 060705 99.29 99.29 99.26 99.27 -0.02 1,140 114,502 +0
Mar07 060705 99.10 99.10 99.07 99.08 -0.02 688 51,454 +0
Jun07 060705 98.92 98.93 98.90 98.90 -0.02 651 25,450 +0
Sep07 060705 98.78 98.78 98.75 98.75 -0.02 490 16,071 +0
Dec07 060705 98.63 98.64 98.62 98.62 -0.02 100 30,067 +0
Mar08 060705 98.50 98.50 98.50 98.50 -0.02 34 19,330 +0
Jun08 060705 98.40 98.40 98.40 98.40 -0.01 0 552 +0
Total Volume and Open Interest 4,247 330,751 +0
German Euro-Bund(EUREX)
Sep06 060705 115.36 115.36 114.65 114.77 -0.52 627,337 1,572,617 +97,522
Dec06 060705 114.62 114.62 114.00 114.11 -0.50 8 4,565 +516
Mar07 060705 113.67 113.67 113.67 113.67 -0.52 0 10 +0
Total Volume and Open Interest 627,345 1,577,192 +96,986
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060705 108.33 108.33 108.33 108.33 -0.28 2 11 +3
Mar07 060705 108.11 108.11 108.11 108.11 -0.28      
Total Volume and Open Interest 337,856 1,061,707 +56,386
Long Gilt(LIFFE)
Sep06 060705 108~29 109~04 108~21 108~24 -0~08 62,702 269,670 +0
Dec06 060705 108~20 108~20 108~20 108~20 -0~08      
Total Volume and Open Interest 62,702 269,670 +0
3-Mth Short Sterling(LIFFE)
Sep06 060705 95.20 95.20 95.20 95.20 -0.01 40,028 479,949 +0
Dec06 060705 95.04 95.04 95.04 95.04 -0.02 62,317 407,261 +0
Mar07 060705 94.92 94.92 94.92 94.92 -0.02 41,246 352,221 +0
Total Volume and Open Interest 224,860 2,227,543 +0
3-Mth Euribor(LIFFE)
Sep06 060705 96.690 96.695 96.660 96.665 -0.020 109,057 673,277 +10,115
Dec06 060705 96.395 96.400 96.345 96.350 -0.040 112,546 692,950 +2,248
Mar07 060705 96.245 96.245 96.180 96.190 -0.050 115,739 542,742 +6,359
Total Volume and Open Interest 638,454 3,514,630 +50,782
3-Mth Aus T-Bills(SFE)
Sep06 060705 93.94 93.95 93.92 93.93 -0.02 13,790 167,943 -26,079
Dec06 060705 93.84 93.87 93.82 93.83 -0.04 33,193 295,958 +29,316
Mar07 060705 93.84 93.86 93.81 93.82 -0.04 6,951 106,058 +7,299
Jun07 060705 93.85 93.86 93.82 93.82 -0.05 3,035 68,152 -687
Sep07 060705 93.82 93.82 93.79 93.80 -0.05 788 23,148 -1,265
Dec07 060705 93.79 93.79 93.77 93.77 -0.05 800 19,075 -186
Mar08 060705 93.75 93.75 93.74 93.74 -0.04 681 9,153 -1,347
Jun08 060705 93.74 93.74 93.72 93.72 -0.04 951 5,871 -203
Sep08 060705 93.69 93.69 93.69 93.69 -0.05 301 1,560 -30
Dec08 060705 93.67 93.67 93.67 93.67 -0.06 10 1,272 +0
Total Volume and Open Interest 60,505 699,744 +6,820
10-Year Aus T-Bonds(SFE)
Sep06 060705 94.21 94.24 94.20 94.21 -0.04 37,111 323,038 +3,940
Dec06 060705 94.21 94.21 94.21 94.21 -0.04      
Total Volume and Open Interest 37,111 323,038 +3,940
3-Year Aus T-Bonds(SFE)
Sep06 060705 94.21 94.24 94.19 94.20 -0.05 99,116 427,307 -27,421
Dec06 060705 94.20 94.20 94.20 94.20 -0.05      
Total Volume and Open Interest 99,116 427,307 -27,421
Gold(CMX)
Aug06 060705 631.0 631.9 619.5 629.7 +13.7 37,714 172,121 +0
Oct06 060705 638.5 638.5 629.0 636.5 +13.9 2,182 11,667 +0
Dec06 060705 644.0 645.5 633.0 643.0 +14.1 5,875 44,091 +0
Feb07 060705 645.5 649.5 645.5 649.5 +14.3 2 14,578 +0
Apr07 060705 654.0 655.9 654.0 655.9 +14.6 32 1,960 +0
Jun07 060705 662.5 662.5 658.0 662.4 +14.9 0 12,966 +0
Aug07 060705 668.8 668.8 668.8 668.8 +15.1 1 368 +0
Oct07 060705 675.2 675.2 675.2 675.2 +15.3 0 2,937 +0
Dec07 060705 683.1 683.1 676.0 681.7 +15.6 78 16,461 +0
Feb08 060705 688.0 688.0 688.0 688.0 +15.8 0 1,275 +0
Apr08 060705 39.0 39.0 39.0 39.0 +16.0      
Jun08 060705 700.8 700.8 700.8 700.8 +16.2 1 903 +0
Total Volume and Open Interest 46,066 289,280 +0
Silver(CMX)
Jul06 060705 1130.0 1139.0 1116.0 1133.5 +50.2 13,642 6,440 +0
Sep06 060705 1137.0 1146.0 1121.0 1141.5 +49.5 18,095 47,537 +0
Dec06 060705 1148.0 1156.0 1132.0 1151.6 +49.3 836 22,453 +0
Mar07 060705 1150.0 1159.5 1150.0 1159.5 +48.9 3 8,023 +0
May07 060705 1163.5 1163.5 1163.5 1163.5 +48.9 7 2,599 +0
Jul07 060705 1170.0 1175.0 1166.9 1166.9 +48.9 49 5,254 +0
Sep07 060705 1166.1 1166.1 1166.1 1166.1 +48.9 202 585 +0
Total Volume and Open Interest 32,951 101,841 +0
Platinum(NYM)
Jul06 060705 1245.0 1258.6 1240.0 1253.6 +6.9 1,998 789 +0
Oct06 060705 1244.0 1249.0 1240.0 1248.6 +6.9 2,155 6,628 +0
Jan07 060705 1253.6 1253.6 1253.6 1253.6 +6.9 0 6 +0
Total Volume and Open Interest 4,153 7,427 +0
Palladium(NYME)
Sep06 060705 325.50 329.00 323.00 327.70 +4.20 582 12,646 +0
Dec06 060705 336.00 336.00 331.95 331.95 +5.20 11 500 +0
Mar07 060705 334.95 334.95 334.95 334.95 +5.20 0 1 +0
Total Volume and Open Interest 593 13,182 +0
Copper(CMX)
Jul06 060705 350.00 351.00 344.50 349.45 +3.20 3,734 8,257 +0
Sep06 060705 338.50 341.00 334.50 340.40 +4.90 10,005 44,384 +0
Dec06 060705 329.50 333.00 327.00 331.40 +5.25 1,378 8,796 +0
Mar07 060705 318.00 322.30 317.90 322.30 +5.75 263 1,421 +0
May07 060705 312.50 315.50 312.50 315.50 +5.75 44 345 +0
Total Volume and Open Interest 16,002 72,793 +0
Aluminum(CMX)
Jul06 060705 112.50 112.50 112.50 112.50 -3.90 6 129 +0
Aug06 060705 113.50 113.50 113.50 113.50 -3.85 1 97 +0
Sep06 060705 113.70 113.70 113.70 113.70 -3.85 0 1 +0
Oct06 060705 113.70 113.70 113.70 113.70 -3.85 0 40 +0
Nov06 060705 113.85 113.85 113.85 113.85 -3.85 0 40 +0
Dec06 060705 113.95 113.95 113.95 113.95 -3.85 0 566 +0
Total Volume and Open Interest 7 873 +0
DJIA Index(CBOT)
Sep06 060705 11245 11252 11180 11214 -75 1,532 52,311 -35
Dec06 060705 11325 11340 11280 11305 -75 0 1,855 +0
Mar07 060705 11365 11365 11365 11365 -75 0 5 +0
Jun07 060705 11436 11436 11436 11436 -75      
Total Volume and Open Interest 1,532 54,171 -35
S & P 500(CME)
Sep06 060705 1282.20 1283.20 1274.10 1279.70 -8.50 16,870 615,387 -2,480
Dec06 060705 1287.50 1293.00 1287.50 1291.30 -8.40 10 5,921 +6
Mar07 060705 1302.80 1302.80 1302.80 1302.80 -8.40 0 331 +0
Jun07 060705 1314.80 1314.80 1314.80 1314.80 -8.40 0 1,295 +0
Total Volume and Open Interest 16,880 623,220 -2,474
S & P 500 E-Mini(Globex)
Sep06 060705 1288.00 1288.25 1274.00 1279.75 -8.50 270,102 1,330,171 +3,491
Dec06 060705 1298.00 1298.00 1285.75 1291.25 -8.50 342 2,358 +119
Total Volume and Open Interest 270,444 1,332,529 +3,610
NASDAQ 100(CME)
Sep06 060705 1587.50 1588.00 1564.00 1568.30 -33.20 2,083 51,958 +363
Dec06 060705 1587.30 1587.30 1587.30 1587.30 -33.20 0 60 +0
Mar07 060705 1603.80 1603.80 1603.80 1603.80 -33.20      
Total Volume and Open Interest 2,083 52,018 +363
NASDAQ 100 E-Mini(Globex)
Sep06 060705 1601.00 1602.50 1564.30 1568.30 -33.20 54,352 325,389 -1,955
Dec06 060705 1600.00 1600.00 1586.30 1587.30 -33.20 0 221 +0
Total Volume and Open Interest 54,352 325,610 -1,955
S & P Midcap 400(CME)
Sep06 060705 117.14 118.39 102.89 108.34 -13.90 76 9,234 -9
Dec06 060705 115.34 115.34 115.34 115.34 -13.90 0 1 +0
Mar07 060705 122.34 122.34 122.34 122.34 -13.90      
Total Volume and Open Interest 76 9,235 -9
Russell 2000(CME)
Sep06 060705 728.50 728.50 719.50 725.30 -11.00 1,361 33,570 -114
Dec06 060705 731.30 731.30 731.30 731.30 -11.00 0 13 +0
Mar07 060705 737.30 737.30 737.30 737.30 -11.00      
Total Volume and Open Interest 1,361 33,583 -114
Russell 2000 E-Mini(Globex)
Sep06 060705 736.00 736.60 719.40 725.30 -11.00 57,409 426,787 +2,050
Dec06 060705 741.00 741.00 728.70 731.30 -11.00 1 242 +0
Total Volume and Open Interest 57,410 427,029 +2,050
Value Line(KCBT)
Sep06 060705 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060705 15545 15595 15460 15565 -55 40,076 191,122 +4,988
Dec06 060705 15490 15490 15465 15490 -115      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060705 15545 15595 15460 15565 -55 40,076 191,122 +4,988
Dec06 060705 15490 15490 15465 15490 -115      
Mar07 060705 15500 15500 15500 15500 -115 0 1 +0
Total Volume and Open Interest 40,078 191,292 +4,981
CAC 40(MATIF)
Jul06 060705 4966.0 4970.0 4906.5 4929.0 -61.5 44,708 406,503 +0
Aug06 060705 4973.0 4973.0 4939.5 4940.0 -61.0 211 5,440 +0
Sep06 060705 4987.0 4987.0 4936.5 4950.0 -61.0 1,812 61,334 +0
Total Volume and Open Interest 46,740 477,963 +0
Hang Seng Index(HKFE)
Jul06 060705 16398 16430 16283 16315 -113 30,331 104,662 -2,884
Aug06 060705 16422 16422 16269 16309 -105 429 633 +139
Sep06 060705 16372 16405 16278 16303 -109 84 1,469 -66
Total Volume and Open Interest 30,855 107,141 -2,811
DAX Index(EUREX)
Sep06 060705 5723.0 5742.5 5642.0 5658.0 -102.5 63,108 193,218 +0
Dec06 060705 5765.0 5786.0 5691.0 5705.0 -103.5 315 13,123 +0
Mar07 060705 5824.5 5824.5 5744.0 5757.5 -103.0 60 308 +0
Total Volume and Open Interest 63,483 206,649 +0
FT-SE 100(LIFFE)
Sep06 060705 5863.50 5875.00 5822.00 5834.50 -60.50 55,572 445,794 +0
Dec06 060705 5882.00 5882.00 5864.50 5868.50 -60.50 15 38,024 +0
Mar07 060705 5880.50 5880.50 5880.50 5880.50 -58.50 0 1,000 +0
Total Volume and Open Interest 55,587 486,568 +0
SPI 200(SFE)
Sep06 060705 5107.0 5125.0 5073.0 5092.0 -10.0 13,711 209,483 -7,438
Dec06 060705 5110.0 5110.0 5110.0 5110.0 -11.0 98 4,257 -91
Mar07 060705 5116.0 5116.0 5116.0 5116.0 -14.0 7 2,435 -1
Total Volume and Open Interest 13,822 218,148 -7,530
GSCI(CME)
Jul06 060705 486.50 491.00 485.00 490.10 +4.10 77 20,507 +15
Aug06 060705 494.00 494.00 494.00 494.00 +2.00 2 63 +2
Sep06 060705 498.00 498.00 498.00 498.00 +4.00      
Total Volume and Open Interest 79 20,570 +17
Reuters CRB Index(NYBOT)
Aug06 060705 392.50 395.00 392.50 395.00 +6.00 12 525 +0
Nov06 060705 403.50 403.50 403.50 403.50 +6.00 0 405 +0
Jan07 060705 405.50 405.50 405.50 405.50 +6.00      
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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