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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 10, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060710 608.00 610.00 598.00 603.00 +1.00 8,470 4,320 -2,350
Aug06 060710 611.00 613.50 602.50 608.25 +2.00 17,751 53,779 +398
Sep06 060710 618.00 621.00 610.00 615.50 +1.75 3,420 28,072 +411
Nov06 060710 632.50 635.50 623.50 629.75 +2.00 44,916 189,817 -1,669
Jan07 060710 642.00 645.50 635.00 639.75 +2.25 2,122 14,073 +201
Mar07 060710 649.00 650.50 641.00 647.00 +2.75 1,920 9,393 -804
May07 060710 650.50 653.50 644.00 651.00 +2.75 2,114 8,485 +307
Total Volume and Open Interest 83,316 333,149 -3,358
Soybean Meal(CBOT)
Jul06 060710 175.00 176.00 172.00 173.40 +0.50 1,913 3,712 -726
Aug06 060710 175.50 177.50 172.80 174.30 +0.20 10,468 38,282 +495
Sep06 060710 177.50 178.50 174.00 175.60 +0.70 2,294 27,343 +453
Oct06 060710 178.50 179.00 175.00 176.70 +0.70 729 11,740 +92
Dec06 060710 180.80 181.70 177.00 178.90 +0.50 14,710 73,474 +716
Jan07 060710 181.70 182.50 178.00 179.50 +0.30 416 4,632 -48
Mar07 060710 183.00 184.00 179.50 181.20 +0.20 537 4,776 -117
May07 060710 183.00 183.20 179.00 181.00 +0.30 1,310 7,630 +217
Total Volume and Open Interest 33,272 180,976 +1,452
Soybean Oil(CBOT)
Jul06 060710 27.18 27.30 26.98 27.30 +0.20 998 2,230 -536
Aug06 060710 27.23 27.40 27.06 27.34 +0.19 9,205 26,565 -48
Sep06 060710 27.45 27.65 27.28 27.62 +0.26 4,399 25,328 -1,021
Oct06 060710 27.81 27.88 27.53 27.88 +0.28 1,760 12,495 +246
Dec06 060710 28.17 28.31 27.96 28.26 +0.15 17,765 153,521 +3,479
Jan07 060710 28.43 28.49 28.30 28.49 +0.18 597 4,832 +262
Mar07 060710 28.65 28.75 28.50 28.75 +0.18 185 3,477 +19
May07 060710 28.85 29.00 28.85 28.98 +0.16 437 9,661 -50
Total Volume and Open Interest 36,573 262,072 +2,947
Canola(WCE)
Jul06 060710 292.4 292.4 292.4 292.4 +4.4 25 125 -25
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060710 304.0 307.5 303.0 307.0 +4.4 6,722 69,077 +2,400
Jan07 060710 312.7 315.7 311.6 315.1 +4.3 119 6,433 -67
Mar07 060710 322.5 322.9 322.2 322.2 +5.2 22 769 +4
Total Volume and Open Interest 6,957 85,197 +2,360
Corn(CBOT)
Jul06 060710 246.00 251.25 245.50 247.75 +6.75 12,102 8,760 -2,207
Sep06 060710 255.50 261.25 255.25 257.25 +6.25 32,795 474,375 +2,036
Dec06 060710 270.75 277.00 270.00 272.50 +6.75 68,727 491,551 +3,911
Mar07 060710 281.50 287.75 281.50 283.75 +6.50 3,958 93,939 +1,595
May07 060710 290.50 295.25 290.00 291.50 +6.25 1,013 18,179 +162
Jul07 060710 297.75 303.50 297.75 299.50 +6.00 4,013 55,932 +707
Total Volume and Open Interest 129,359 1,332,089 +8,170
Wheat(CBOT)
Jul06 060710 383.50 386.00 381.00 382.50 +1.00 1,338 873 -212
Sep06 060710 400.50 405.25 400.50 403.00 +4.75 21,508 233,275 +1,162
Dec06 060710 420.00 424.00 419.50 422.50 +6.00 12,469 109,925 -424
Mar07 060710 435.00 439.50 435.00 439.25 +6.25 2,855 31,392 +379
May07 060710 446.00 446.00 446.00 446.00 +4.00 17 858 +5
Total Volume and Open Interest 45,000 462,836 +2,868
Wheat(KCBT)
Jul06 060710 502.00 503.00 501.00 501.00 +2.00 212 476 -241
Sep06 060710 508.00 513.00 508.00 511.25 +4.50 9,881 75,261 -1,797
Dec06 060710 523.00 525.00 520.75 524.00 +5.25 7,021 59,234 +1,722
Mar07 060710 522.00 526.50 521.50 525.75 +8.25 545 7,820 +161
May07 060710 512.00 512.00 512.00 512.00 +2.00 21 337 +2
Total Volume and Open Interest 19,744 167,799 +942
Wheat(MGE)
Jul06 060710 531.00 531.00 531.00 531.00 +5.00 66 72 -76
Sep06 060710 520.00 523.00 517.00 520.75 +10.75 4,564 21,172 +477
Dec06 060710 520.00 523.00 517.00 519.75 +6.50 3,027 25,438 -262
Mar07 060710 520.00 523.00 518.00 519.50 +6.00 592 2,263 +268
May07 060710 519.50 519.50 511.00 512.00 -2.00 0 104 +0
Total Volume and Open Interest 8,833 54,336 +723
Oats(CBOT)
Jul06 060710 217.25 229.50 217.25 229.25 +12.25 36 142 -12
Sep06 060710 197.00 206.50 197.00 206.50 +11.50 199 5,332 -32
Dec06 060710 200.00 204.50 200.00 204.50 +6.00 323 8,096 -69
Mar07 060710 209.00 209.00 209.00 209.00 +4.50 0 117 +0
Total Volume and Open Interest 558 13,690 -113
Rough Rice(CBOT)
Jul06 060710 9.22 9.25 9.22 9.25 unch 281 364 -124
Sep06 060710 9.48 9.50 9.43 9.45 -0.03 447 5,406 +63
Nov06 060710 9.65 9.68 9.60 9.62 -0.04 56 5,175 +1
Jan07 060710 9.84 9.84 9.81 9.81 -0.01 9 981 +1
Total Volume and Open Interest 827 13,244 -42
Live Cattle(CME)
Aug06 060710 84.300 84.800 83.250 84.200 -1.125 12,720 107,022 -1,469
Oct06 060710 88.550 88.600 86.800 87.050 -2.075 10,897 61,587 +3,856
Dec06 060710 89.450 89.575 88.150 89.225 -0.625 2,952 34,929 +386
Feb07 060710 90.950 91.000 90.150 90.975 -0.450 1,520 18,178 +267
Apr07 060710 88.400 88.600 87.750 88.400 -0.550 121 3,565 +68
Jun07 060710 83.100 83.500 83.100 83.500 -0.500 132 2,571 +53
Total Volume and Open Interest 28,342 227,852 +3,161
Feeder Cattle(CME)
Aug06 060710 115.250 115.250 113.500 114.125 -1.775 2,231 17,456 -41
Sep06 060710 114.700 114.950 113.400 114.025 -1.625 957 5,741 +351
Oct06 060710 113.750 114.050 112.550 113.425 -1.225 530 4,355 +60
Nov06 060710 112.000 112.000 110.500 111.500 -1.375 145 1,327 +30
Jan07 060710 107.250 107.250 105.900 107.200 -0.750 91 1,723 +36
Mar07 060710 105.000 105.000 103.800 104.000 -1.500 12 209 +9
Apr07 060710 104.000 104.000 103.700 103.700 -1.600 12 64 +9
Total Volume and Open Interest 3,992 30,943 +457
Lean Hogs(CME)
Jul06 060710 71.100 71.350 70.500 70.600 -0.650 5,524 11,100 -2,975
Aug06 060710 68.400 68.700 67.500 67.550 -1.175 16,212 77,698 -4,757
Oct06 060710 60.050 60.450 59.250 60.100 -0.450 8,054 40,335 +1,776
Dec06 060710 57.300 57.750 56.500 57.725 -0.075 1,091 17,458 -105
Feb07 060710 59.150 59.375 58.550 59.325 -0.025 395 6,156 +52
Apr07 060710 60.350 60.500 59.850 60.400 unch 37 3,148 +11
May07 060710 62.700 62.700 62.700 62.700 -0.300 5 548 -5
Jun07 060710 64.750 64.950 64.650 64.950 -0.150 59 958 +5
Total Volume and Open Interest 31,379 157,755 -5,997
Pork Bellies(CME)
Jul06 060710 92.000 92.600 90.800 92.500 -1.300 202 498 -83
Aug06 060710 90.800 91.550 89.300 90.250 -0.550 533 1,517 +123
Feb07 060710 88.000 88.000 86.000 86.025 -0.025 4 46 +3
Mar07 060710 86.300 86.300 86.300 86.300 unch 0 10 +0
Total Volume and Open Interest 739 2,071 +43
Class III Milk(CME)
Jul06 060710 11.05 11.05 11.00 11.00 -0.05 69 3,507 +12
Aug06 060710 11.45 11.45 11.38 11.39 -0.06 162 4,123 +8
Sep06 060710 12.05 12.06 11.98 11.99 -0.09 195 4,346 +38
Oct06 060710 12.20 12.20 12.14 12.16 -0.04 157 3,922 +122
Nov06 060710 12.18 12.18 12.13 12.13 -0.05 48 3,453 -13
Total Volume and Open Interest 855 29,876 +236
Cocoa(NYBOT)
Jul06 060710 1728 1731 1728 1729 +5 0 214 +0
Sep06 060710 1730 1737 1715 1734 +5 14,026 79,610 +4,614
Dec06 060710 1755 1767 1748 1765 +4 3,230 29,266 +1,749
Mar07 060710 1784 1792 1776 1792 +1 782 18,625 +630
May07 060710 1801 1812 1795 1812 +1 294 7,944 +210
Jul07 060710 1815 1831 1815 1831 unch 65 3,558 -16
Sep07 060710 1837 1850 1837 1849 unch 0 8,765 +0
Total Volume and Open Interest 18,497 155,126 +7,215
Coffee "C"(NYBOT)
Jul06 060710 99.00 99.10 98.25 99.10 +0.70 117 347 -61
Sep06 060710 100.00 100.90 99.30 100.70 +0.70 16,012 82,556 +1,352
Dec06 060710 103.65 104.60 103.25 104.45 +0.65 4,081 21,593 -293
Mar07 060710 107.00 108.10 106.90 107.95 +0.70 573 6,586 -57
May07 060710 110.00 110.25 110.00 110.20 +0.65 442 2,557 +78
Jul07 060710 111.75 112.70 111.75 112.45 +0.60 228 1,170 +55
Total Volume and Open Interest 21,704 117,515 +1,217
Orange Juice(NYBOT)
Jul06 060710 169.00 169.00 156.95 156.95 -10.00 29 148 -18
Sep06 060710 164.10 166.00 156.15 156.55 -7.75 2,309 23,957 +15
Nov06 060710 162.70 164.25 160.45 160.45 -5.00 195 3,129 +130
Jan07 060710 162.35 162.35 159.00 159.00 -5.00 86 2,005 -9
Mar07 060710 159.00 159.00 159.00 159.00 -5.00 0 502 +3
Total Volume and Open Interest 2,619 29,916 +121
Sugar #11(NYBOT)
Oct06 060710 16.75 16.78 16.43 16.46 -0.41 23,970 262,775 +5,211
Mar07 060710 17.12 17.12 16.86 16.86 -0.36 7,828 80,902 +1,465
May07 060710 17.00 17.00 16.75 16.77 -0.35 1,746 39,607 -7
Jul07 060710 16.78 16.78 16.57 16.57 -0.32 1,203 30,110 +223
Oct07 060710 16.65 16.65 16.48 16.48 -0.27 690 24,992 +188
Total Volume and Open Interest 35,532 446,657 +7,147
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060710 22.85 22.85 22.75 22.80 -0.10 1,164 2,967 -892
Nov06 060710 22.45 22.45 22.45 22.45 -0.05 2 2,019 +0
Jan07 060710 22.45 22.45 22.31 22.37 -0.08 7 1,288 +5
Mar07 060710 22.40 22.40 22.30 22.35 -0.08 0 1,342 +0
Total Volume and Open Interest 1,173 9,557 -887
London Cocoa(LCE)
Jul06 060710 1040 1066 1039 1065 +24 645 34,072 -6,246
Sep06 060710 993 1002 980 997 +9 5,099 77,253 +1,415
Dec06 060710 990 1000 980 996 +9 2,629 41,678 -153
Mar07 060710 998 1011 993 1007 +10 1,978 28,803 +494
May07 060710 1006 1018 1002 1015 +10 1,403 9,953 +1,149
Jul07 060710 1018 1025 1018 1024 +10 123 3,403 +96
Sep07 060710 1017 1033 1017 1033 +10 50 1,787 +41
Total Volume and Open Interest 11,928 206,962 -3,204
London Coffee(LCE)
Jul06 060710 1281.00 1294.00 1280.00 1294.00 +37.00 288 1,694 -253
Sep06 060710 1272.00 1311.00 1272.00 1309.00 +40.00 16,138 79,333 +1,547
Nov06 060710 1285.00 1314.00 1280.00 1312.00 +34.00 5,583 42,261 +1,368
Jan07 060710 1276.00 1300.00 1271.00 1299.00 +29.00 2,577 11,303 +1,441
Mar07 060710 1261.00 1289.00 1261.00 1289.00 +30.00 345 2,440 +296
May07 060710 1298.00 1298.00 1297.00 1297.00 +32.00 373 1,040 +64
Total Volume and Open Interest 25,322 138,452 +4,479
London Sugar(LCE)
Aug06 060710 487.00 487.10 479.50 479.50 -7.10 2,389 8,897 -1,395
Oct06 060710 483.10 483.90 475.60 476.00 -7.10 4,299 38,093 +1,195
Dec06 060710 475.10 475.10 471.10 471.50 -7.60 184 10,839 +43
Mar07 060710 462.00 462.00 457.90 457.90 -7.30 470 9,617 +338
May07 060710 458.00 458.00 456.40 456.40 -7.80 40 3,732 +1
Total Volume and Open Interest 7,392 74,476 +185
Cotton(NYBOT)
Oct06 060710 50.40 50.50 50.00 50.49 +0.44 979 5,375 -206
Dec06 060710 52.25 52.35 51.88 52.30 +0.42 17,687 127,973 -334
Mar07 060710 54.95 55.20 54.75 55.18 +0.43 1,511 22,247 +630
May07 060710 56.05 56.05 56.05 56.05 +0.40 57 1,144 +13
Jul07 060710 56.65 57.05 56.65 57.05 +0.40 20 2,202 -5
Oct07 060710 57.45 57.45 57.45 57.45 +0.45 15 44 +15
Total Volume and Open Interest 20,326 162,098 +93
Lumber(CME)
Jul06 060710 303.7 304.0 297.1 301.0 +0.8 262 356 -145
Sep06 060710 297.0 299.0 294.1 297.0 -5.4 423 4,049 -315
Nov06 060710 298.0 298.0 294.0 294.2 -4.9 174 457 +59
Jan07 060710 308.5 309.5 307.2 309.5 -1.9 17 57 +5
Total Volume and Open Interest 880 4,940 -394
Crude Oil(NYM)
Aug06 060710 73.60 73.95 72.90 73.61 -0.48 102,426 200,784 -13,973
Sep06 060710 74.80 74.95 74.05 74.71 -0.52 63,201 159,235 +12,151
Oct06 060710 75.55 75.60 74.80 75.40 -0.53 15,027 60,562 -790
Nov06 060710 76.05 76.05 75.50 75.89 -0.54 6,270 27,655 +389
Dec06 060710 76.50 76.55 75.65 76.29 -0.54 17,785 113,092 -7,220
Jan07 060710 76.55 76.57 76.40 76.57 -0.52 1,094 38,329 +117
Feb07 060710 76.75 76.75 76.75 76.75 -0.50 388 17,041 +249
Mar07 060710 76.70 76.86 76.70 76.86 -0.49 507 15,471 -124
Apr07 060710 76.50 76.90 76.50 76.90 -0.48 633 16,484 -171
May07 060710 76.90 76.90 76.90 76.90 -0.48 905 10,955 +628
Jun07 060710 76.50 76.86 76.40 76.86 -0.47 1,816 48,173 -90
Jul07 060710 76.78 76.78 76.78 76.78 -0.46 2 10,352 -2
Aug07 060710 76.70 76.70 76.70 76.70 -0.44 0 7,125 +0
Sep07 060710 76.62 76.62 76.62 76.62 -0.42 50 8,270 +0
Oct07 060710 76.53 76.53 76.53 76.53 -0.40 177 4,515 -102
Nov07 060710 76.41 76.41 76.41 76.41 -0.39 2 5,900 +0
Total Volume and Open Interest 219,564 1,050,551 -7,490
Heating Oil(NYM)
Aug06 060710 200.00 201.00 195.30 196.45 -4.59 30,050 63,899 -3,393
Sep06 060710 206.80 208.30 202.70 204.40 -3.56 10,124 31,652 +2,816
Oct06 060710 212.50 212.70 208.30 209.90 -3.31 2,416 11,068 +1,148
Nov06 060710 216.50 216.75 213.00 214.50 -2.86 497 6,723 +84
Dec06 060710 220.70 220.70 217.00 218.40 -2.61 2,025 17,375 +255
Jan07 060710 223.30 223.75 219.75 221.50 -2.51 1,446 15,031 +12
Feb07 060710 225.10 225.10 222.00 223.25 -2.36 106 5,486 +36
Mar07 060710 223.75 224.00 219.50 222.10 -2.06 544 4,694 +262
Apr07 060710 219.00 219.00 216.50 217.40 -1.61 193 5,623 +84
May07 060710 213.00 213.60 212.75 213.50 -1.36 10 1,136 +6
Jun07 060710 213.00 213.00 211.20 211.80 -1.21 618 6,543 +80
Jul07 060710 212.00 212.55 212.00 212.55 -1.16 203 664 +36
Total Volume and Open Interest 48,604 172,186 +1,593
Unleaded Gas(NYM)
Aug06 060710 222.00 222.50 216.25 217.47 -6.47 21,013 57,640 -1,349
Sep06 060710 221.00 221.25 216.00 217.51 -5.03 6,972 19,721 +1,341
Oct06 060710 206.50 206.50 202.00 204.61 -3.28 864 6,895 +175
Nov06 060710 197.20 198.01 197.20 198.01 -2.78 61 2,656 -1
Dec06 060710 193.01 193.01 193.01 193.01 -2.53 93 4,012 +81
Jan07 060710 192.31 192.31 192.31 192.31 -2.43 7 1,639 +2
Total Volume and Open Interest 29,010 92,563 +249
Natural Gas(NYM)
Aug06 060710 5.610 5.710 5.560 5.608 +0.085 18,593 84,675 -2,869
Sep06 060710 5.910 5.990 5.860 5.897 +0.087 7,883 73,476 +3,439
Oct06 060710 6.260 6.370 6.250 6.272 +0.089 5,799 50,991 +932
Nov06 060710 7.650 7.730 7.640 7.672 +0.074 4,287 56,434 +969
Dec06 060710 9.260 9.320 9.240 9.267 +0.054 4,895 31,627 +1,008
Jan07 060710 10.040 10.090 10.020 10.037 +0.054 4,877 49,590 +859
Feb07 060710 10.150 10.150 10.060 10.087 +0.057 1,515 30,386 -217
Mar07 060710 9.900 9.940 9.880 9.897 +0.057 713 55,887 -81
Apr07 060710 8.200 8.230 8.160 8.202 +0.032 412 35,365 -185
May07 060710 8.030 8.050 7.980 8.022 +0.032 1,506 22,212 +715
Jun07 060710 8.085 8.140 8.070 8.112 +0.027 172 12,564 +59
Jul07 060710 8.240 8.260 8.200 8.227 +0.027 95 9,428 -9
Aug07 060710 8.330 8.360 8.295 8.317 +0.022 44 8,484 +0
Sep07 060710 8.400 8.427 8.400 8.427 +0.022 53 9,568 -16
Oct07 060710 8.610 8.610 8.585 8.607 +0.022 558 27,327 +498
Nov07 060710 9.380 9.420 9.377 9.377 +0.017 195 11,860 +89
Total Volume and Open Interest 55,801 863,257 +6,045
Brent Crude Oil(ICE)
Aug06 060710 73.20 73.26 72.11 72.89 -0.62 75,483 51,315 -13,119
Sep06 060710 73.82 73.99 72.86 73.54 -0.68 57,877 157,310 -1,790
Oct06 060710 74.53 74.63 73.56 74.18 -0.71 20,864 62,509 +3,187
Nov06 060710 74.98 75.14 74.05 74.65 -0.72 6,942 19,481 +79
Dec06 060710 75.50 75.58 74.38 75.01 -0.71 11,554 53,452 +663
Jan07 060710 75.65 75.90 75.07 75.33 -0.72 1,104 15,028 +386
Feb07 060710 75.82 75.87 75.53 75.53 -0.72 579 8,128 +155
Mar07 060710 75.93 76.03 75.22 75.65 -0.70 494 10,371 -156
Apr07 060710 76.01 76.13 75.26 75.69 -0.68 156 10,849 +0
May07 060710 76.13 76.13 75.67 75.67 -0.68 0 3,006 +0
Jun07 060710 75.81 75.97 75.40 75.62 -0.67 933 11,882 +292
Jul07 060710 75.52 75.52 75.52 75.52 -0.67 0 66 +0
Aug07 060710 75.42 75.42 75.42 75.42 -0.67 0 998 -157
Sep07 060710 75.22 75.32 75.22 75.32 -0.66 0 1,400 +0
Total Volume and Open Interest 179,862 464,605 -9,417
Gas Oil(ICE)
Jul06 060710 631.00 634.00 619.75 628.25 -17.25 18,800 19,654 -2,850
Aug06 060710 641.00 644.00 627.00 635.75 -18.00 38,839 78,054 +6,369
Sep06 060710 648.50 651.25 639.00 647.75 -16.50 19,055 28,712 +359
Oct06 060710 663.00 663.00 650.50 658.75 -15.75 6,991 20,127 +1,190
Nov06 060710 669.75 671.00 659.75 668.25 -15.25 2,347 10,146 +332
Dec06 060710 677.75 679.50 668.25 676.50 -14.75 4,637 32,827 -239
Jan07 060710 682.75 685.75 677.00 682.75 -14.50 2,291 13,440 +1,049
Feb07 060710 684.50 685.00 678.00 685.00 -14.00 175 1,725 +0
Mar07 060710 680.75 684.00 677.75 684.00 -13.75 50 5,644 +0
Apr07 060710 681.25 681.25 681.25 681.25 -12.75 0 1,375 +0
Total Volume and Open Interest 95,728 255,440 +6,781
US Dollar Index(NYBOT)
Sep06 060710 84.67 85.27 84.66 85.16 +0.52 4,131 18,048 +1,464
Dec06 060710 84.80 84.83 84.72 84.79 +0.52 4 2,216 +0
Mar07 060710 84.44 84.44 84.44 84.44 +0.52 0 6 +0
Total Volume and Open Interest 4,135 20,270 +1,464
Australian Dollar(CME)
Sep06 060710 74.81 74.82 74.58 74.64 -0.53 3,613 47,728 +91
Dec06 060710 74.53 74.53 74.53 74.53 -0.53 0 441 +0
Mar07 060710 74.40 74.40 74.40 74.40 -0.53 0 9 +0
Total Volume and Open Interest 3,613 48,184 +91
British Pound(CME)
Sep06 060710 184.62 184.62 184.05 184.37 -1.06 4,018 86,053 +4,427
Dec06 060710 184.82 184.82 184.82 184.82 -1.06 0 393 +0
Mar07 060710 185.19 185.19 185.19 185.19 -1.06 0 1 +0
Total Volume and Open Interest 4,018 86,447 +4,427
Canadian Dollar(CME)
Sep06 060710 89.12 89.23 89.00 89.03 -0.94 3,256 91,053 +268
Dec06 060710 89.30 89.30 89.29 89.29 -0.94 1 2,184 +24
Mar07 060710 89.54 89.54 89.54 89.54 -0.94 1 189 +0
Jun07 060710 89.79 89.79 89.79 89.79 -0.94 1 110 +0
Total Volume and Open Interest 3,259 93,568 +292
Japanese Yen(CME)
Sep06 060710 88.77 88.77 88.38 88.49 -0.12 13,270 155,078 +4,586
Dec06 060710 89.94 89.94 89.63 89.63 -0.12 0 20,294 +31
Mar07 060710 90.73 90.73 90.73 90.73 -0.12 0 29 +27
Total Volume and Open Interest 13,270 175,426 +4,644
Swiss Franc(CME)
Sep06 060710 82.00 82.00 81.74 81.90 -0.53 4,465 66,715 +6,508
Dec06 060710 82.67 82.67 82.67 82.67 -0.53 0 728 -35
Mar07 060710 83.41 83.41 83.41 83.41 -0.53 0 15 +8
Total Volume and Open Interest 4,465 67,458 +6,481
EuroFX(CME)
Sep06 060710 128.17 128.19 127.80 127.92 -0.85 3,115 164,816 +5,285
Dec06 060710 128.67 128.67 128.65 128.65 -0.85 1 1,199 +35
Mar07 060710 129.31 129.31 129.31 129.31 -0.85 0 80 -1
Total Volume and Open Interest 3,116 166,159 +5,307
Mexican Peso(CME)
Sep06 060710 9087.0 9115.0 9050.0 9060.0 -2.0 1,481 55,893 -850
Dec06 060710 5.4 5.4 5.4 5.4 +4.6 30 23,121 -33
Total Volume and Open Interest 1,565 80,761 -889
30-Year T-Bonds(CBOT)
Sep06 060710 106~26 106~30 106~18 106~28 +0~02 393,543 742,512 +5,721
Dec06 060710 106~29 107~03 106~26 107~02 +0~02 989 7,784 +575
Mar07 060710 106~28 106~28 106~28 106~28 +0~02 0 2 +0
Total Volume and Open Interest 394,532 750,313 +6,296
10-Year T-Notes(CBOT)
Sep06 060710 104~275 104~295 104~220 104~280 +0~005 1,051,513 2,109,203 -10,585
Dec06 060710 104~210 104~265 104~205 104~255 +0~005 2,530 32,383 +775
Total Volume and Open Interest 1,054,044 2,141,593 -9,810
5-Year T-Notes(CBOT)
Sep06 060710 103~100 103~130 103~095 103~125 unch 490,674 0 +0
Dec06 060710 103~115 103~120 103~115 103~120 unch 102 2,012 +258
Total Volume and Open Interest 490,776 2,012 +258
2 Year T-Notes(CBOT)
Sep06 060710 101~042 101~046 101~042 101~045 unch 765 538,519 -273
Dec06 060710 101~049 101~049 101~049 101~049 +0~004      
Total Volume and Open Interest 765 538,519 -273
Eurodollars(CME)
Sep06 060710 94.365 94.385 94.365 94.385 unch 30,320 1,490,468 -23,117
Dec06 060710 94.340 94.355 94.340 94.350 -0.010 22,286 1,559,582 +51,823
Mar07 060710 94.375 94.390 94.375 94.385 -0.010 18,634 1,304,024 +3,471
Jun07 060710 94.445 94.460 94.440 94.455 -0.005 13,802 1,006,668 -4,483
Sep07 060710 94.510 94.520 94.500 94.520 unch 27,695 923,645 -46,292
Dec07 060710 94.530 94.545 94.525 94.545 unch 22,518 713,125 +645
Mar08 060710 94.540 94.555 94.540 94.555 unch 16,555 577,599 +6,077
Jun08 060710 94.530 94.540 94.520 94.540 unch 13,326 316,080 -5,368
Sep08 060710 94.505 94.515 94.500 94.515 unch 6,623 302,369 +4,508
Dec08 060710 94.470 94.480 94.465 94.480 unch 8,355 234,461 +7,087
Mar09 060710 94.455 94.465 94.450 94.465 unch 4,898 193,393 +291
Jun09 060710 94.430 94.440 94.425 94.440 unch 5,810 141,116 +3,165
Sep09 060710 94.400 94.415 94.400 94.415 unch 5,122 115,416 +470
Dec09 060710 94.360 94.375 94.355 94.375 unch 4,798 106,022 +751
Mar10 060710 94.345 94.360 94.345 94.360 unch 5,029 93,837 +219
Jun10 060710 94.320 94.335 94.320 94.335 unch 10,575 69,816 +361
Sep10 060710 94.295 94.310 94.290 94.310 unch 3,120 83,811 -140
Dec10 060710 94.260 94.275 94.255 94.275 unch 3,294 64,372 +28
Total Volume and Open Interest 241,826 9,508,650 +4,443
3-Mth Euro-Yen(CME)
Sep06 060710 99.44 99.44 99.44 99.44 -0.01 1,380 14,277 +1,501
Dec06 060710 99.26 99.26 99.25 99.25 -0.01 788 12,484 -1,337
Mar07 060710 99.07 99.07 99.06 99.06 -0.01 138 5,308 -156
Jun07 060710 98.88 98.88 98.88 98.88 -0.02 174 5,493 -8
Sep07 060710 98.75 98.75 98.75 98.75 unch 0 1,817 +0
Dec07 060710 98.62 98.62 98.62 98.62 unch 0 1,283 -40
Mar08 060710 98.51 98.51 98.51 98.51 unch 0 285 +0
Jun08 060710 98.42 98.42 98.42 98.42 unch 0 256 +0
Sep08 060710 98.29 98.29 98.29 98.29 -0.01 0 7 +0
Dec08 060710 98.17 98.17 98.17 98.17 -0.01 0 4 +0
Total Volume and Open Interest 2,480 41,220 -40
3-Mth Euro-Yen(SIMEX)
Sep06 060710 99.45 99.45 99.44 99.44 -0.01 2,809 69,132 -1,509
Dec06 060710 99.26 99.27 99.25 99.25 -0.01 1,638 114,858 +508
Mar07 060710 99.07 99.07 99.06 99.06 -0.01 361 52,262 -246
Jun07 060710 98.90 98.90 98.89 98.89 -0.01 1,134 26,782 +609
Sep07 060710 98.74 98.74 98.74 98.74 -0.01 33 15,401 -4
Dec07 060710 98.61 98.61 98.61 98.61 -0.01 19 30,651 +77
Mar08 060710 98.49 98.49 98.49 98.49 -0.01 0 19,376 +0
Jun08 060710 98.40 98.40 98.39 98.39 -0.01 0 1,013 +0
Total Volume and Open Interest 5,994 330,516 -565
German Euro-Bund(EUREX)
Sep06 060710 115.31 115.41 115.13 115.16 -0.25 1,333,502 1,654,626 +194,749
Dec06 060710 114.64 114.72 114.49 114.49 -0.25 3,026 7,240 +2,674
Mar07 060710 114.04 114.04 114.04 114.04 -0.25 700 10 +0
Total Volume and Open Interest 1,337,228 1,661,876 +197,423
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060710 108.43 108.43 108.32 108.32 -0.29 3 12 +1
Mar07 060710 108.24 108.24 108.24 108.24 -0.15      
Total Volume and Open Interest 779,111 1,087,500 +47,323
Long Gilt(LIFFE)
Sep06 060710 109~09 109~12 109~05 109~07 -0~04 59,511 266,712 -1,374
Dec06 060710 109~03 109~03 109~03 109~03 -0~04      
Total Volume and Open Interest 59,511 266,712 -1,374
3-Mth Short Sterling(LIFFE)
Sep06 060710 95.22 95.22 95.22 95.22 -0.01 50,751 448,194 -16,528
Dec06 060710 95.07 95.07 95.07 95.07 -0.02 94,728 374,396 -10,569
Mar07 060710 94.96 94.96 94.96 94.96 -0.03 64,924 348,461 +5,000
Total Volume and Open Interest 400,741 2,155,175 -10,856
3-Mth Euribor(LIFFE)
Sep06 060710 96.670 96.670 96.660 96.665 -0.005 299,568 682,702 -163
Dec06 060710 96.355 96.355 96.330 96.340 -0.015 304,723 702,212 -1,466
Mar07 060710 96.195 96.200 96.165 96.170 -0.030 253,657 542,728 -9,480
Total Volume and Open Interest 1,337,983 3,577,776 +11,866
3-Mth Aus T-Bills(SFE)
Sep06 060710 93.93 93.94 93.92 93.94 +0.03 7,126 143,817 -3,953
Dec06 060710 93.83 93.84 93.82 93.83 +0.04 12,312 268,499 -1,506
Mar07 060710 93.80 93.81 93.79 93.81 +0.05 5,001 97,178 -4,270
Jun07 060710 93.80 93.81 93.80 93.80 +0.04 2,722 69,381 -2,818
Sep07 060710 93.79 93.79 93.77 93.78 +0.05 834 23,889 +6
Dec07 060710 93.75 93.75 93.75 93.75 +0.04 57 19,109 -84
Mar08 060710 93.72 93.72 93.72 93.72 +0.05 103 9,316 -61
Jun08 060710 93.70 93.70 93.70 93.70 +0.05 30 5,417 +3
Sep08 060710 93.67 93.67 93.67 93.67 +0.05 20 1,580 +20
Dec08 060710 93.66 93.66 93.66 93.66 +0.06 2 1,275 +3
Total Volume and Open Interest 28,211 641,022 -12,662
10-Year Aus T-Bonds(SFE)
Sep06 060710 94.19 94.21 94.19 94.21 +0.06 24,575 333,414 +7,210
Dec06 060710 94.21 94.21 94.21 94.21 +0.06      
Total Volume and Open Interest 24,575 333,414 +7,210
3-Year Aus T-Bonds(SFE)
Sep06 060710 94.19 94.20 94.18 94.19 +0.05 38,194 402,112 -12,466
Dec06 060710 94.19 94.19 94.19 94.19 +0.05      
Total Volume and Open Interest 38,194 402,112 -12,466
Gold(CMX)
Aug06 060710 625.5 630.0 621.9 626.1 -8.7 37,795 175,155 +1,742
Oct06 060710 632.0 637.0 629.0 632.9 -8.7 686 13,529 -2
Dec06 060710 639.0 643.0 635.0 639.4 -8.7 5,419 51,127 +2,293
Feb07 060710 643.0 645.9 643.0 645.9 -8.8 136 14,888 +56
Apr07 060710 651.0 652.3 650.5 652.3 -8.8 217 2,022 -12
Jun07 060710 658.6 658.6 658.6 658.6 -8.9 396 13,447 +129
Aug07 060710 664.9 664.9 664.9 664.9 -9.0 592 1,227 +528
Oct07 060710 671.3 671.3 671.3 671.3 -9.0 500 3,783 +485
Dec07 060710 674.0 681.0 674.0 677.7 -9.0 1,119 18,089 +1,060
Feb08 060710 684.0 684.0 684.0 684.0 -9.0 100 1,375 +100
Apr08 060710 34.8 34.8 34.8 34.8 -9.1      
Jun08 060710 696.5 696.5 696.5 696.5 -9.2 150 1,378 +0
Total Volume and Open Interest 47,873 307,448 +7,026
Silver(CMX)
Jul06 060710 1098.0 1115.0 1098.0 1103.0 -29.5 86 716 -23
Sep06 060710 1104.0 1125.0 1096.0 1111.0 -29.5 9,602 48,775 +807
Dec06 060710 1115.0 1140.0 1110.0 1124.0 -28.0 1,090 22,807 -73
Mar07 060710 1130.0 1135.5 1130.0 1135.5 -26.0 6 8,109 +3
May07 060710 1142.0 1142.0 1142.0 1142.0 -24.0 1 2,600 +1
Jul07 060710 1149.0 1149.0 1149.0 1149.0 -21.0 133 5,256 +0
Sep07 060710 1150.0 1150.0 1148.9 1148.9 -21.0 0 635 +0
Total Volume and Open Interest 10,927 97,879 +719
Platinum(NYM)
Jul06 060710 1230.7 1230.7 1230.7 1230.7 -13.0 10 121 -98
Oct06 060710 1228.0 1236.8 1222.5 1230.7 -13.0 742 7,904 +257
Jan07 060710 1235.7 1235.7 1235.7 1235.7 -13.0 0 6 +0
Total Volume and Open Interest 752 8,037 +159
Palladium(NYME)
Sep06 060710 318.00 324.50 313.00 323.70 -5.45 451 13,215 +91
Dec06 060710 330.00 330.00 327.95 327.95 -5.45 36 527 -5
Mar07 060710 330.95 330.95 330.95 330.95 -5.45 0 1 +0
Total Volume and Open Interest 487 13,778 +86
Copper(CMX)
Jul06 060710 360.00 368.50 360.00 367.70 +3.45 561 5,569 -187
Sep06 060710 352.00 359.20 349.00 358.25 +3.50 4,815 46,321 -111
Dec06 060710 341.05 349.50 340.00 348.65 +3.65 1,363 10,028 -341
Mar07 060710 338.15 338.15 338.15 338.15 +3.15 306 2,246 +267
May07 060710 328.95 328.95 328.95 328.95 +2.15 0 431 +0
Total Volume and Open Interest 7,686 74,190 -270
Aluminum(CMX)
Jul06 060710 117.50 117.50 117.25 117.25 +0.50 130 237 +42
Aug06 060710 117.00 118.25 117.00 118.25 +0.50 130 377 +90
Sep06 060710 118.50 118.50 118.50 118.50 +0.50 0 1 +0
Oct06 060710 118.55 118.55 118.55 118.55 +0.50 0 40 +0
Nov06 060710 118.75 118.75 118.75 118.75 +0.50 0 40 +0
Dec06 060710 118.90 118.90 118.90 118.90 +0.50 0 566 +0
Total Volume and Open Interest 260 1,261 +132
DJIA Index(CBOT)
Sep06 060710 11200 11240 11150 11176 +17 4,861 53,765 +694
Dec06 060710 11315 11315 11266 11266 +17 0 1,860 +2
Mar07 060710 11327 11327 11327 11327 +17 0 5 +0
Jun07 060710 11398 11398 11398 11398 +17      
Total Volume and Open Interest 4,861 55,630 +696
S & P 500(CME)
Sep06 060710 1277.30 1282.60 1272.50 1277.00 +2.00 26,195 617,339 -349
Dec06 060710 1292.20 1292.20 1288.70 1288.70 +2.00 25 6,446 +0
Mar07 060710 1300.20 1300.20 1300.20 1300.20 +2.00 0 332 +0
Jun07 060710 1312.20 1312.20 1312.20 1312.20 +2.00 0 1,295 +0
Total Volume and Open Interest 26,220 625,698 -349
S & P 500 E-Mini(Globex)
Sep06 060710 1274.50 1282.75 1272.50 1277.00 +2.00 997,930 1,330,147 +11,568
Dec06 060710 1289.00 1294.00 1285.00 1288.75 +2.00 132 2,382 +12
Total Volume and Open Interest 998,062 1,332,529 +11,580
NASDAQ 100(CME)
Sep06 060710 1551.50 1558.00 1526.00 1537.80 -12.50 4,948 51,522 -191
Dec06 060710 1556.80 1556.80 1556.80 1556.80 -12.50 2 64 +2
Mar07 060710 1573.30 1573.30 1573.30 1573.30 -12.50      
Total Volume and Open Interest 4,950 51,586 -189
NASDAQ 100 E-Mini(Globex)
Sep06 060710 1549.50 1557.80 1526.30 1537.80 -12.50 269,512 328,375 +4,981
Dec06 060710 1571.00 1576.00 1550.00 1556.80 -12.50 59 230 +4
Total Volume and Open Interest 269,571 328,605 +4,985
S & P Midcap 400(CME)
Sep06 060710 105.64 109.39 101.39 102.44 -2.90 164 9,210 +30
Dec06 060710 109.44 109.44 109.44 109.44 -2.90 0 1 +0
Mar07 060710 116.44 116.44 116.44 116.44 -2.90      
Total Volume and Open Interest 164 9,211 +30
Russell 2000(CME)
Sep06 060710 715.25 721.70 711.25 713.80 -0.40 1,431 32,877 -869
Dec06 060710 719.80 719.80 719.80 719.80 -0.40 0 13 +0
Mar07 060710 725.80 725.80 725.80 725.80 -0.40      
Total Volume and Open Interest 1,431 32,890 -869
Russell 2000 E-Mini(Globex)
Sep06 060710 713.60 721.80 710.80 713.80 -0.40 161,487 423,076 -210
Dec06 060710 721.00 726.00 718.00 719.80 -0.40 50 270 -2,788
Total Volume and Open Interest 161,537 423,346 -2,998
Value Line(KCBT)
Sep06 060710 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060710 15175 15580 15080 15545 +210 43,961 191,700 -1,211
Dec06 060710 15515 15515 15515 15515 +245      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060710 15175 15580 15080 15545 +210 43,961 191,700 -1,211
Dec06 060710 15515 15515 15515 15515 +245      
Mar07 060710 15530 15530 15530 15530 +250 0 1 +0
Total Volume and Open Interest 43,973 191,942 -1,139
CAC 40(MATIF)
Jul06 060710 4959.0 4996.5 4912.5 4990.0 +33.5 96,325 456,022 +14,493
Aug06 060710 4962.5 5005.0 4926.5 5001.0 +33.5 1,163 5,233 +67
Sep06 060710 4966.0 5016.0 4938.0 5011.0 +33.5 1,593 58,620 -714
Total Volume and Open Interest 99,081 524,561 +13,846
Hang Seng Index(HKFE)
Jul06 060710 16364 16670 16331 16600 +153 44,591 110,215 +3,522
Aug06 060710 16333 16644 16320 16577 +150 1,401 1,922 +848
Sep06 060710 16398 16635 16324 16573 +138 129 1,396 -69
Total Volume and Open Interest 46,140 113,916 +4,307
DAX Index(EUREX)
Sep06 060710 5708.0 5744.5 5663.5 5737.5 +25.0 167,771 191,159 -5,287
Dec06 060710 5752.5 5790.0 5710.5 5785.0 +25.5 750 13,641 +63
Mar07 060710 5807.0 5843.5 5763.5 5838.0 +26.0 470 655 +145
Total Volume and Open Interest 168,991 205,455 -5,079
FT-SE 100(LIFFE)
Sep06 060710 5891.00 5909.00 5860.50 5899.00 +12.50 69,627 443,876 +1,510
Dec06 060710 5904.50 5933.00 5894.00 5933.00 +12.50 101 38,027 +0
Mar07 060710 5945.00 5945.00 5945.00 5945.00 +12.50 0 1,000 +0
Total Volume and Open Interest 69,728 484,653 +1,510
SPI 200(SFE)
Sep06 060710 5128.0 5149.0 5106.0 5147.0 -3.0 14,218 221,910 +3,055
Dec06 060710 5125.0 5163.0 5125.0 5163.0 -3.0 192 4,353 +78
Mar07 060710 5168.0 5168.0 5168.0 5168.0 -3.0 5 2,527 +0
Total Volume and Open Interest 14,716 231,057 +3,428
GSCI(CME)
Jul06 060710 481.50 483.00 479.75 481.30 -2.70 124 20,517 -20
Aug06 060710 487.50 488.20 484.95 487.50 -2.50 60 853 +51
Sep06 060710 491.00 491.00 491.00 491.00 -3.00      
Total Volume and Open Interest 184 21,370 +31
Reuters CRB Index(NYBOT)
Aug06 060710 391.25 391.25 389.75 389.75 -3.00 18 521 +5
Nov06 060710 398.25 398.25 398.25 398.25 -3.00 1 405 -1
Jan07 060710 400.25 400.25 400.25 400.25 -3.00      
Total Volume and Open Interest 21 930 +5
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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