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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 Tue July 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060711 611.00 613.00 602.50 607.00 +4.00 5,866 3,823 -497
Aug06 060711 616.00 617.50 607.00 610.00 +1.75 17,279 52,009 -1,770
Sep06 060711 625.00 625.00 614.50 618.00 +2.50 4,132 28,643 +571
Nov06 060711 639.00 639.50 628.50 632.50 +2.75 50,944 193,640 +3,823
Jan07 060711 649.00 649.00 640.00 643.50 +3.75 1,259 14,194 +121
Mar07 060711 655.00 655.00 646.00 650.75 +3.75 2,357 9,893 +500
May07 060711 656.00 656.50 648.50 651.00 unch 1,223 8,982 +497
Total Volume and Open Interest 87,925 337,347 +4,198
Soybean Meal(CBOT)
Jul06 060711 176.00 176.00 173.00 173.40 unch 1,546 2,960 -752
Aug06 060711 177.50 177.50 174.10 174.30 unch 9,477 36,953 -1,329
Sep06 060711 178.00 178.50 175.50 176.00 +0.40 3,346 28,066 +723
Oct06 060711 179.00 179.50 176.80 177.30 +0.60 1,033 12,111 +371
Dec06 060711 182.00 182.00 179.10 179.90 +1.00 14,925 74,692 +1,218
Jan07 060711 182.50 182.50 180.30 181.00 +1.50 1,492 4,909 +277
Mar07 060711 184.00 184.00 181.30 182.20 +1.00 1,297 4,956 +180
May07 060711 183.00 183.00 181.00 182.00 +1.00 732 7,646 +16
Total Volume and Open Interest 34,917 181,888 +912
Soybean Oil(CBOT)
Jul06 060711 27.60 27.66 27.32 27.32 +0.02 1,413 1,347 -883
Aug06 060711 27.57 27.80 27.37 27.44 +0.10 8,517 27,439 +874
Sep06 060711 27.85 28.02 27.56 27.69 +0.07 2,045 25,976 +648
Oct06 060711 28.10 28.25 27.90 27.98 +0.10 1,233 12,872 +377
Dec06 060711 28.52 28.70 28.23 28.40 +0.14 15,985 156,927 +3,406
Jan07 060711 28.78 28.95 28.55 28.67 +0.18 1,120 5,231 +399
Mar07 060711 29.15 29.15 28.80 28.91 +0.16 519 3,467 -10
May07 060711 29.20 29.38 29.15 29.17 +0.19 504 9,622 -39
Total Volume and Open Interest 34,098 268,592 +6,520
Canola(WCE)
Jul06 060711 298.8 298.8 298.8 298.8 +6.4 0 125 +0
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060711 310.0 314.3 310.0 313.8 +6.8 6,440 67,489 -1,588
Jan07 060711 318.0 322.6 318.0 322.3 +7.2 670 6,282 -151
Mar07 060711 324.9 329.5 324.9 329.5 +7.3 56 740 -29
Total Volume and Open Interest 7,210 83,453 -1,744
Corn(CBOT)
Jul06 060711 255.00 255.00 249.50 253.75 +6.00 10,041 6,741 -2,019
Sep06 060711 263.50 265.00 260.00 264.00 +6.75 49,623 469,696 -4,679
Dec06 060711 279.50 280.00 275.50 279.25 +6.75 130,435 489,295 -2,256
Mar07 060711 288.50 290.75 286.00 290.00 +6.25 2,919 95,171 +1,232
May07 060711 297.00 298.00 294.00 298.00 +6.50 2,240 18,787 +608
Jul07 060711 305.00 306.00 301.50 305.50 +6.00 6,549 58,168 +2,236
Total Volume and Open Interest 213,433 1,330,775 -1,314
Wheat(CBOT)
Jul06 060711 388.00 398.00 380.00 398.00 +15.50 1,237 761 -112
Sep06 060711 409.00 417.00 405.50 416.50 +13.50 15,957 234,297 +1,022
Dec06 060711 429.00 436.50 424.50 435.50 +13.00 8,981 109,322 -603
Mar07 060711 444.00 452.00 441.00 451.75 +12.50 1,167 31,584 +192
May07 060711 454.00 459.50 451.00 459.50 +13.50 16 864 +6
Total Volume and Open Interest 31,585 463,795 +959
Wheat(KCBT)
Jul06 060711 512.00 518.00 507.00 517.00 +16.00 132 421 -55
Sep06 060711 519.00 527.50 515.00 525.00 +13.75 7,165 74,142 -1,119
Dec06 060711 533.00 539.00 527.00 537.00 +13.00 4,437 58,805 -429
Mar07 060711 533.00 542.00 529.00 540.00 +14.25 606 8,054 +234
May07 060711 521.50 522.00 517.00 521.00 +9.00 10 337 +0
Total Volume and Open Interest 14,736 166,940 -859
Wheat(MGE)
Jul06 060711 545.00 545.00 540.00 540.00 +9.00 65 9 -63
Sep06 060711 529.00 532.00 528.00 531.50 +10.75 3,415 21,670 +498
Dec06 060711 530.00 542.00 527.00 532.25 +12.50 3,695 25,858 +420
Mar07 060711 532.00 536.00 525.00 535.50 +16.00 425 2,442 +179
May07 060711 515.00 525.00 515.00 525.00 +13.00 29 125 +21
Total Volume and Open Interest 8,283 55,685 +1,349
Oats(CBOT)
Jul06 060711 231.00 231.50 229.00 231.50 +2.25 48 128 -14
Sep06 060711 208.75 209.75 206.00 209.75 +3.25 597 5,422 +90
Dec06 060711 207.50 207.50 205.00 207.00 +2.50 975 8,244 +148
Mar07 060711 209.00 211.00 209.00 211.00 +2.00 7 117 +0
Total Volume and Open Interest 1,628 13,915 +225
Rough Rice(CBOT)
Jul06 060711 9.20 9.26 9.18 9.26 +0.01 21 183 -181
Sep06 060711 9.48 9.52 9.36 9.46 +0.01 119 5,367 -39
Nov06 060711 9.64 9.69 9.53 9.64 +0.02 70 5,200 +25
Jan07 060711 9.85 9.85 9.79 9.81 unch 11 983 +2
Total Volume and Open Interest 223 13,050 -194
Live Cattle(CME)
Aug06 060711 84.050 84.375 83.675 84.050 -0.150 30,225 98,602 -8,420
Oct06 060711 87.200 87.800 87.000 87.750 +0.700 24,404 70,979 +9,392
Dec06 060711 88.900 89.200 88.575 89.150 -0.075 4,361 35,348 +419
Feb07 060711 90.400 90.900 90.350 90.850 -0.125 2,004 18,511 +333
Apr07 060711 88.250 88.500 88.250 88.500 +0.100 303 3,709 +144
Jun07 060711 83.400 83.750 83.400 83.450 -0.050 11 2,573 +2
Total Volume and Open Interest 61,338 229,752 +1,900
Feeder Cattle(CME)
Aug06 060711 113.800 114.300 113.250 113.650 -0.475 4,547 16,035 -1,421
Sep06 060711 113.600 113.950 113.100 113.450 -0.575 2,447 6,427 +686
Oct06 060711 112.900 113.250 112.400 112.900 -0.525 758 4,318 -37
Nov06 060711 111.000 111.250 110.250 110.850 -0.650 154 1,342 +15
Jan07 060711 106.700 106.700 106.100 106.500 -0.700 124 1,743 +20
Mar07 060711 103.400 103.650 103.400 103.650 -0.350 42 230 +21
Apr07 060711 103.250 103.500 103.250 103.500 -0.200 1 65 +1
Total Volume and Open Interest 8,075 30,229 -714
Lean Hogs(CME)
Jul06 060711 70.500 70.950 70.400 70.825 +0.225 2,310 10,221 -879
Aug06 060711 67.650 68.300 67.525 67.850 +0.300 22,261 68,304 -9,394
Oct06 060711 60.050 60.600 59.850 60.450 +0.350 14,044 45,791 +5,456
Dec06 060711 57.550 58.500 57.500 58.425 +0.700 1,512 17,562 +104
Feb07 060711 59.000 59.800 59.000 59.775 +0.450 283 6,175 +19
Apr07 060711 60.550 60.950 60.500 60.925 +0.525 49 3,171 +23
May07 060711 62.600 62.925 62.600 62.875 +0.175 0 548 +0
Jun07 060711 64.700 65.100 64.700 65.100 +0.150 19 962 +4
Total Volume and Open Interest 40,497 153,091 -4,664
Pork Bellies(CME)
Jul06 060711 91.200 95.150 90.550 95.150 +2.650 191 365 -133
Aug06 060711 89.000 93.100 88.000 92.100 +1.850 438 1,548 +31
Feb07 060711 86.000 86.850 86.000 86.850 +0.825 8 49 +3
Mar07 060711 86.250 86.350 86.250 86.350 +0.050 0 10 +0
Total Volume and Open Interest 637 1,972 -99
Class III Milk(CME)
Jul06 060711 11.02 11.02 11.00 11.00 unch 28 3,517 +10
Aug06 060711 11.43 11.43 11.32 11.33 -0.06 142 4,113 -10
Sep06 060711 11.98 11.99 11.90 11.91 -0.08 247 4,418 +72
Oct06 060711 12.14 12.15 12.12 12.13 -0.03 51 3,945 +23
Nov06 060711 12.11 12.11 12.10 12.11 -0.02 39 3,466 +13
Total Volume and Open Interest 600 30,002 +126
Cocoa(NYBOT)
Jul06 060711 1675 1705 1675 1705 -24 2 214 +0
Sep06 060711 1730 1738 1720 1730 -4 8,639 81,263 +1,653
Dec06 060711 1753 1767 1751 1760 -5 1,934 29,911 +645
Mar07 060711 1782 1792 1782 1788 -4 591 18,923 +298
May07 060711 1795 1812 1795 1808 -4 326 8,053 +109
Jul07 060711 1830 1830 1827 1828 -3 288 3,591 +33
Sep07 060711 1849 1849 1840 1845 -4 214 8,792 +27
Total Volume and Open Interest 12,329 157,808 +2,682
Coffee "C"(NYBOT)
Jul06 060711 100.50 100.50 98.00 98.35 -0.75 41 322 -25
Sep06 060711 101.25 101.50 98.60 99.80 -0.90 7,411 81,325 -1,231
Dec06 060711 105.00 105.20 102.50 103.60 -0.85 2,460 22,122 +529
Mar07 060711 108.60 108.60 106.80 107.10 -0.85 308 6,574 -12
May07 060711 111.00 111.00 109.00 109.40 -0.80 97 2,541 -16
Jul07 060711 112.25 112.25 111.70 111.70 -0.75 130 1,173 +3
Total Volume and Open Interest 10,477 116,762 -753
Orange Juice(NYBOT)
Jul06 060711 159.50 160.50 157.50 158.00 +1.05 140 44 -104
Sep06 060711 157.55 160.25 157.50 158.00 +1.45 7,253 21,746 -2,211
Nov06 060711 158.50 159.00 157.00 157.85 -2.60 370 3,140 +11
Jan07 060711 156.50 158.00 156.00 156.35 -2.65 86 2,019 +14
Mar07 060711 158.00 158.00 156.00 156.35 -2.65 0 502 +0
Total Volume and Open Interest 7,850 27,626 -2,290
Sugar #11(NYBOT)
Oct06 060711 16.40 16.70 16.38 16.57 +0.11 28,189 265,950 +3,175
Mar07 060711 16.87 17.06 16.87 16.94 +0.08 12,054 81,967 +1,065
May07 060711 16.81 16.94 16.81 16.83 +0.06 1,808 40,333 +726
Jul07 060711 16.60 16.74 16.60 16.62 +0.05 1,000 29,952 -158
Oct07 060711 16.61 16.61 16.52 16.52 +0.04 1,258 24,658 -334
Total Volume and Open Interest 44,731 451,399 +4,742
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060711 22.77 22.77 22.60 22.61 -0.19 65 2,957 -10
Nov06 060711 22.40 22.40 22.35 22.35 -0.10 12 2,026 +7
Jan07 060711 22.35 22.40 22.35 22.40 +0.03 12 1,298 +10
Mar07 060711 22.40 22.40 22.30 22.35 unch 10 1,347 +5
Total Volume and Open Interest 104 9,574 +17
London Cocoa(LCE)
Jul06 060711 1063 1100 1063 1079 +14 1,508 32,910 -1,162
Sep06 060711 996 1003 989 991 -6 5,959 76,671 -582
Dec06 060711 993 1000 988 992 -4 2,787 42,015 +337
Mar07 060711 1005 1011 999 1003 -4 1,355 28,976 +173
May07 060711 1018 1018 1006 1010 -5 284 9,952 -1
Jul07 060711 1014 1024 1014 1019 -5 1,703 5,018 +1,615
Sep07 060711 1027 1028 1027 1028 -5 436 2,023 +236
Total Volume and Open Interest 14,280 207,573 +611
London Coffee(LCE)
Jul06 060711 1318.00 1320.00 1275.00 1285.00 -9.00 57 1,637 -57
Sep06 060711 1321.00 1339.00 1290.00 1305.00 -4.00 8,534 77,782 -1,551
Nov06 060711 1320.00 1342.00 1296.00 1311.00 -1.00 2,516 42,186 -75
Jan07 060711 1308.00 1325.00 1285.00 1298.00 -1.00 682 11,547 +244
Mar07 060711 1292.00 1310.00 1275.00 1286.00 -3.00 104 2,450 +10
May07 060711 1298.00 1301.00 1293.00 1293.00 -4.00 15 1,055 +15
Total Volume and Open Interest 11,908 137,038 -1,414
London Sugar(LCE)
Aug06 060711 479.20 487.00 477.00 482.80 +3.30 1,575 7,976 -921
Oct06 060711 476.00 482.00 473.50 478.00 +2.00 2,342 38,706 +613
Dec06 060711 473.50 477.50 472.40 473.50 +2.00 378 11,097 +258
Mar07 060711 458.90 461.60 458.90 459.30 +1.40 350 9,583 -34
May07 060711 458.70 459.50 457.80 457.80 +1.40 90 3,800 +68
Total Volume and Open Interest 4,740 74,460 -16
Cotton(NYBOT)
Oct06 060711 50.55 51.00 50.49 50.68 +0.19 340 5,404 +29
Dec06 060711 52.50 52.85 52.35 52.65 +0.35 4,244 127,210 -763
Mar07 060711 55.30 55.70 55.25 55.50 +0.32 605 22,547 +300
May07 060711 56.35 56.35 56.35 56.35 +0.30 3 1,145 +1
Jul07 060711 57.05 57.30 57.05 57.30 +0.25 14 2,216 +14
Oct07 060711 57.50 57.50 57.50 57.50 +0.05 0 44 +0
Total Volume and Open Interest 5,206 161,647 -451
Lumber(CME)
Jul06 060711 302.3 302.9 299.6 300.8 -0.2 182 258 -98
Sep06 060711 297.5 299.6 296.0 298.4 +1.4 696 4,159 +110
Nov06 060711 296.0 297.5 295.0 295.0 +0.8 84 479 +22
Jan07 060711 307.0 308.1 306.1 306.8 -2.7 31 67 +10
Total Volume and Open Interest 994 4,984 +44
Crude Oil(NYM)
Aug06 060711 74.10 74.60 73.95 74.16 +0.55 104,857 187,351 -13,433
Sep06 060711 75.25 75.75 75.05 75.23 +0.52 71,564 174,807 +15,572
Oct06 060711 76.00 76.30 75.80 75.90 +0.50 14,350 62,101 +1,539
Nov06 060711 76.60 76.65 76.35 76.35 +0.46 6,865 28,024 +369
Dec06 060711 76.85 77.20 76.65 76.71 +0.42 17,185 118,261 +5,169
Jan07 060711 77.20 77.20 76.90 76.99 +0.42 739 38,184 -145
Feb07 060711 77.50 77.50 77.17 77.17 +0.42 745 16,914 -127
Mar07 060711 77.27 77.27 77.27 77.27 +0.41 3,243 17,345 +1,874
Apr07 060711 77.30 77.30 77.30 77.30 +0.40 1,227 17,003 +519
May07 060711 77.45 77.45 77.29 77.29 +0.39 778 10,623 -332
Jun07 060711 77.40 77.40 77.15 77.24 +0.38 4,506 49,313 +1,140
Jul07 060711 77.15 77.15 77.15 77.15 +0.37 50 10,352 +0
Aug07 060711 77.06 77.06 77.06 77.06 +0.36 265 7,390 +265
Sep07 060711 76.97 76.97 76.97 76.97 +0.35 150 8,220 -50
Oct07 060711 76.88 76.88 76.88 76.88 +0.35 570 4,807 +292
Nov07 060711 76.55 76.76 76.55 76.76 +0.35 0 5,900 +0
Total Volume and Open Interest 241,878 1,067,449 +16,898
Heating Oil(NYM)
Aug06 060711 200.00 202.10 199.50 201.06 +4.61 44,185 57,420 -6,479
Sep06 060711 207.70 209.00 207.10 208.37 +3.97 18,057 35,954 +4,302
Oct06 060711 213.50 214.40 212.50 213.72 +3.82 2,150 11,017 -51
Nov06 060711 218.00 218.50 217.00 218.17 +3.67 1,308 7,043 +320
Dec06 060711 221.00 222.60 220.75 221.97 +3.57 2,210 18,214 +839
Jan07 060711 226.00 226.00 224.80 224.97 +3.47 1,874 15,470 +439
Feb07 060711 226.50 227.50 226.10 226.62 +3.37 435 5,597 +111
Mar07 060711 226.00 226.25 225.00 225.37 +3.27 1,511 5,186 +492
Apr07 060711 221.00 221.50 220.50 220.57 +3.17 479 5,654 +31
May07 060711 217.00 217.60 216.67 216.67 +3.17 8 1,140 +4
Jun07 060711 214.97 214.97 214.97 214.97 +3.17 693 6,425 -118
Jul07 060711 215.72 215.72 215.72 215.72 +3.17 1 664 +0
Total Volume and Open Interest 73,011 172,176 -10
Unleaded Gas(NYM)
Aug06 060711 219.50 221.75 218.50 219.25 +1.78 29,176 52,473 -5,167
Sep06 060711 219.50 221.40 219.00 219.61 +2.10 12,797 24,042 +4,321
Oct06 060711 206.50 207.50 206.50 206.61 +2.00 632 6,981 +86
Nov06 060711 200.50 200.50 199.75 199.81 +1.80 228 2,649 -7
Dec06 060711 194.80 194.80 194.71 194.71 +1.70 113 4,108 +96
Jan07 060711 195.00 195.00 193.96 193.96 +1.65 10 1,646 +7
Total Volume and Open Interest 42,956 91,899 -664
Natural Gas(NYM)
Aug06 060711 5.750 5.850 5.550 5.633 +0.025 19,805 83,985 -690
Sep06 060711 6.060 6.140 5.840 5.908 +0.011 10,398 75,233 +1,757
Oct06 060711 6.420 6.470 6.210 6.273 +0.001 4,826 52,081 +1,090
Nov06 060711 7.830 7.870 7.620 7.668 -0.004 1,028 56,505 +71
Dec06 060711 9.410 9.420 9.170 9.253 -0.014 4,617 31,391 -236
Jan07 060711 10.180 10.180 10.000 10.033 -0.004 3,178 50,206 +616
Feb07 060711 10.250 10.250 10.040 10.078 -0.009 4,104 30,327 -59
Mar07 060711 10.070 10.070 9.880 9.888 -0.009 1,211 56,028 +141
Apr07 060711 8.330 8.330 8.170 8.218 +0.016 1,210 35,063 -302
May07 060711 8.130 8.130 8.020 8.038 +0.016 1,450 21,780 -432
Jun07 060711 8.210 8.210 8.128 8.128 +0.016 744 12,262 -302
Jul07 060711 8.295 8.300 8.220 8.238 +0.011 276 9,416 -12
Aug07 060711 8.400 8.400 8.328 8.328 +0.011 284 8,499 +15
Sep07 060711 8.510 8.510 8.420 8.438 +0.011 181 9,643 +75
Oct07 060711 8.690 8.690 8.600 8.618 +0.011 409 27,295 -32
Nov07 060711 9.400 9.450 9.370 9.393 +0.016 101 11,846 -14
Total Volume and Open Interest 54,936 865,355 +2,098
Brent Crude Oil(ICE)
Aug06 060711 72.75 74.05 72.55 73.67 +0.78 72,094 39,983 -11,332
Sep06 060711 73.40 74.58 73.28 74.19 +0.65 80,097 152,137 -5,173
Oct06 060711 74.04 75.14 73.92 74.79 +0.61 36,785 70,359 +7,850
Nov06 060711 74.51 75.57 74.27 75.25 +0.60 5,229 19,896 +415
Dec06 060711 74.63 75.94 74.63 75.57 +0.56 6,909 53,224 -228
Jan07 060711 75.08 76.16 75.08 75.88 +0.55 1,156 15,655 +627
Feb07 060711 75.29 76.34 75.29 76.09 +0.56 206 8,094 -34
Mar07 060711 76.21 76.21 76.21 76.21 +0.56 128 10,399 +28
Apr07 060711 76.23 76.23 76.23 76.23 +0.54 29 10,826 -23
May07 060711 76.20 76.20 76.20 76.20 +0.53 1 3,006 +0
Jun07 060711 76.36 76.36 76.15 76.15 +0.53 1,643 12,817 +935
Jul07 060711 76.05 76.05 76.05 76.05 +0.53 0 66 +0
Aug07 060711 75.95 75.95 75.95 75.95 +0.53 0 998 +0
Sep07 060711 75.84 75.84 75.84 75.84 +0.52 100 1,400 +0
Total Volume and Open Interest 207,504 456,627 -7,978
Gas Oil(ICE)
Jul06 060711 624.75 640.00 622.00 637.00 +8.75 19,636 14,398 -5,256
Aug06 060711 629.50 646.50 628.25 643.25 +7.50 49,123 69,240 -8,814
Sep06 060711 644.00 657.00 640.50 654.25 +6.50 23,122 32,157 +3,445
Oct06 060711 655.25 666.75 651.75 664.75 +6.00 8,194 22,309 +2,182
Nov06 060711 663.25 676.50 663.00 674.00 +5.75 1,564 10,654 +508
Dec06 060711 674.75 684.25 673.00 681.75 +5.25 5,406 32,463 -364
Jan07 060711 681.25 688.75 680.00 687.50 +4.75 825 13,852 +412
Feb07 060711 688.00 689.75 688.00 689.75 +4.75 650 2,075 +350
Mar07 060711 688.25 688.25 688.25 688.25 +4.25 50 5,610 -34
Apr07 060711 685.50 685.50 685.50 685.50 +4.25 0 1,375 +0
Total Volume and Open Interest 110,498 247,958 -7,482
US Dollar Index(NYBOT)
Sep06 060711 85.15 85.40 85.01 85.03 -0.13 3,047 18,197 +149
Dec06 060711 84.83 84.83 84.66 84.66 -0.13 17 2,220 +4
Mar07 060711 84.31 84.31 84.31 84.31 -0.13 0 6 +0
Total Volume and Open Interest 3,064 20,423 +153
Australian Dollar(CME)
Sep06 060711 75.14 75.21 75.08 75.17 +0.53 1,709 50,815 +3,087
Dec06 060711 75.06 75.06 75.06 75.06 +0.53 0 441 +0
Mar07 060711 74.93 74.93 74.93 74.93 +0.53 0 9 +0
Total Volume and Open Interest 1,709 51,271 +3,087
British Pound(CME)
Sep06 060711 184.42 185.00 184.39 184.92 +0.55 2,475 83,618 -2,435
Dec06 060711 184.55 185.37 184.55 185.37 +0.55 0 408 +15
Mar07 060711 185.74 185.74 185.74 185.74 +0.55 0 1 +0
Total Volume and Open Interest 2,475 84,027 -2,420
Canadian Dollar(CME)
Sep06 060711 88.95 89.14 88.30 88.52 -0.51 4,570 93,921 +2,868
Dec06 060711 89.15 89.15 88.65 88.79 -0.50 5 2,203 +19
Mar07 060711 89.07 89.07 89.05 89.05 -0.49 0 191 +2
Jun07 060711 89.39 89.39 89.31 89.31 -0.48 0 110 +0
Total Volume and Open Interest 4,612 96,494 +2,926
Japanese Yen(CME)
Sep06 060711 88.33 88.55 88.00 88.46 -0.03 11,902 152,917 -2,161
Dec06 060711 89.35 89.60 89.35 89.60 -0.03 1 20,326 +32
Mar07 060711 90.70 90.70 90.70 90.70 -0.03 0 22 -7
Total Volume and Open Interest 11,903 173,299 -2,127
Swiss Franc(CME)
Sep06 060711 81.96 82.22 81.84 82.17 +0.27 6,115 64,491 -2,224
Dec06 060711 82.94 82.94 82.94 82.94 +0.27 0 758 +30
Mar07 060711 83.68 83.68 83.68 83.68 +0.27 0 15 +0
Total Volume and Open Interest 6,115 65,264 -2,194
EuroFX(CME)
Sep06 060711 128.01 128.30 127.71 128.28 +0.36 3,778 162,041 -2,775
Dec06 060711 128.81 129.01 128.81 129.01 +0.36 1 1,197 -2
Mar07 060711 129.67 129.67 129.67 129.67 +0.36 0 79 -1
Total Volume and Open Interest 3,780 163,381 -2,778
Mexican Peso(CME)
Sep06 060711 9070.0 9080.0 9030.0 9072.0 +12.0 4,046 53,326 -2,567
Dec06 060711 2.7 2.7 4.2 4.2 -1.1 0 23,109 -12
Total Volume and Open Interest 4,091 78,137 -2,624
30-Year T-Bonds(CBOT)
Sep06 060711 106~28 107~15 106~25 107~06 +0~10 139,221 738,240 -4,272
Dec06 060711 107~04 107~20 107~04 107~13 +0~11 246 7,829 +45
Mar07 060711 107~07 107~07 107~07 107~07 +0~11 0 2 +0
Total Volume and Open Interest 139,467 746,086 -4,227
10-Year T-Notes(CBOT)
Sep06 060711 104~285 105~070 104~270 105~025 +0~065 448,902 2,120,502 +11,299
Dec06 060711 104~265 105~030 104~250 105~005 +0~070 949 32,287 -96
Total Volume and Open Interest 449,851 2,152,796 +11,203
5-Year T-Notes(CBOT)
Sep06 060711 103~140 103~185 103~135 103~165 +0~040 172,303 0 +0
Dec06 060711 103~125 103~165 103~125 103~165 +0~045 251 2,263 +251
Total Volume and Open Interest 172,554 2,263 +251
2 Year T-Notes(CBOT)
Sep06 060711 101~048 101~052 101~045 101~049 +0~004 76 545,870 +7,351
Dec06 060711 101~053 101~053 101~053 101~053 +0~004      
Total Volume and Open Interest 76 545,870 +7,351
Eurodollars(CME)
Sep06 060711 94.390 94.410 94.390 94.395 +0.010 12,204 1,497,531 +7,063
Dec06 060711 94.360 94.390 94.360 94.375 +0.025 12,253 1,576,053 +16,471
Mar07 060711 94.395 94.425 94.395 94.415 +0.030 7,440 1,290,117 -13,907
Jun07 060711 94.465 94.500 94.460 94.490 +0.035 7,852 1,007,520 +852
Sep07 060711 94.535 94.560 94.530 94.555 +0.035 7,691 936,785 +13,140
Dec07 060711 94.555 94.590 94.555 94.580 +0.035 10,431 717,347 +4,222
Mar08 060711 94.570 94.605 94.570 94.590 +0.035 4,645 576,892 -707
Jun08 060711 94.555 94.590 94.555 94.575 +0.035 5,428 319,320 +3,240
Sep08 060711 94.535 94.570 94.535 94.555 +0.040 2,330 301,780 -589
Dec08 060711 94.500 94.525 94.500 94.525 +0.045 5,211 237,526 +3,065
Mar09 060711 94.485 94.510 94.485 94.510 +0.045 2,346 193,972 +579
Jun09 060711 94.460 94.490 94.460 94.485 +0.045 3,452 141,976 +860
Sep09 060711 94.445 94.470 94.445 94.460 +0.045 1,644 114,632 -784
Dec09 060711 94.405 94.420 94.405 94.420 +0.045 1,486 105,315 -707
Mar10 060711 94.390 94.410 94.390 94.405 +0.045 1,208 93,495 -342
Jun10 060711 94.350 94.385 94.350 94.380 +0.045 2,389 68,347 -1,469
Sep10 060711 94.335 94.360 94.335 94.355 +0.045 1,249 83,958 +147
Dec10 060711 94.305 94.325 94.305 94.320 +0.045 1,174 64,456 +84
Total Volume and Open Interest 97,062 9,543,846 +35,196
3-Mth Euro-Yen(CME)
Sep06 060711 99.46 99.47 99.46 99.47 +0.03 6 12,632 -1,645
Dec06 060711 99.29 99.29 99.29 99.29 +0.04 7 11,909 -575
Mar07 060711 99.09 99.11 99.09 99.11 +0.05 3 5,031 -277
Jun07 060711 98.92 98.94 98.92 98.94 +0.06 22 5,441 -52
Sep07 060711 98.79 98.79 98.79 98.79 +0.04 0 1,817 +0
Dec07 060711 98.65 98.66 98.65 98.66 +0.04 0 1,283 +0
Mar08 060711 98.55 98.56 98.55 98.56 +0.05 0 285 +0
Jun08 060711 98.46 98.46 98.45 98.45 +0.03 1 255 -1
Sep08 060711 98.35 98.35 98.35 98.35 +0.06 0 7 +0
Dec08 060711 98.23 98.23 98.23 98.23 +0.06 0 4 +0
Total Volume and Open Interest 39 38,670 -2,550
3-Mth Euro-Yen(SIMEX)
Sep06 060711 99.44 99.47 99.44 99.47 +0.03 2,717 68,050 -1,082
Dec06 060711 99.25 99.29 99.25 99.29 +0.04 2,196 108,813 -6,045
Mar07 060711 99.07 99.10 99.07 99.10 +0.04 654 52,866 +604
Jun07 060711 98.89 98.93 98.89 98.93 +0.04 163 26,981 +199
Sep07 060711 98.79 98.79 98.79 98.79 +0.05 50 15,483 +82
Dec07 060711 98.66 98.66 98.66 98.66 +0.05 0 30,860 +209
Mar08 060711 98.55 98.55 98.55 98.55 +0.06 0 19,376 +0
Jun08 060711 98.45 98.45 98.45 98.45 +0.06 1 1,064 +51
Total Volume and Open Interest 5,781 324,534 -5,982
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 060711 109~11 109~17 109~08 109~14 +0~07 36,236 264,316 -2,396
Dec06 060711 109~10 109~10 109~10 109~10 +0~07      
Total Volume and Open Interest 36,236 264,316 -2,396
3-Mth Short Sterling(LIFFE)
Sep06 060711 95.23 95.23 95.23 95.23 +0.01 36,112 437,897 -10,297
Dec06 060711 95.08 95.08 95.08 95.08 +0.01 44,739 367,729 -6,667
Mar07 060711 94.98 94.98 94.98 94.98 +0.02 40,176 357,719 +9,258
Total Volume and Open Interest 217,819 2,142,300 -12,875
3-Mth Euribor(LIFFE)
Sep06 060711 96.665 96.680 96.660 96.675 +0.010 120,293 675,408 -7,294
Dec06 060711 96.345 96.375 96.340 96.370 +0.030 139,422 709,472 +7,260
Mar07 060711 96.180 96.225 96.170 96.215 +0.045 129,383 547,849 +5,121
Total Volume and Open Interest 741,153 3,589,107 +11,331
3-Mth Aus T-Bills(SFE)
Sep06 060711 93.93 93.94 93.88 93.91 -0.03 5,792 145,690 +1,873
Dec06 060711 93.82 93.83 93.77 93.79 -0.04 12,002 266,381 -2,118
Mar07 060711 93.80 93.81 93.74 93.77 -0.04 5,288 100,639 +3,461
Jun07 060711 93.80 93.81 93.74 93.76 -0.04 2,054 68,257 -1,124
Sep07 060711 93.78 93.78 93.74 93.74 -0.04 851 23,872 -17
Dec07 060711 93.75 93.75 93.71 93.72 -0.03 50 19,024 -85
Mar08 060711 93.68 93.68 93.68 93.68 -0.04 340 9,186 -130
Jun08 060711 93.68 93.68 93.65 93.66 -0.04 330 5,417 +0
Sep08 060711 93.66 93.66 93.63 93.64 -0.03 0 1,580 +0
Dec08 060711 93.66 93.66 93.61 93.63 -0.03 0 1,275 +0
Total Volume and Open Interest 26,707 642,882 +1,860
10-Year Aus T-Bonds(SFE)
Sep06 060711 94.21 94.22 94.18 94.19 -0.02 20,979 319,812 -13,602
Dec06 060711 94.19 94.19 94.19 94.19 -0.02      
Total Volume and Open Interest 20,979 319,812 -13,602
3-Year Aus T-Bonds(SFE)
Sep06 060711 94.18 94.20 94.13 94.15 -0.04 32,612 407,855 +5,743
Dec06 060711 94.15 94.15 94.15 94.15 -0.04      
Total Volume and Open Interest 32,612 407,855 +5,743
Gold(CMX)
Aug06 060711 633.5 643.9 631.8 643.1 +17.0 37,439 174,075 -1,080
Oct06 060711 640.5 650.5 639.0 649.9 +17.0 843 13,091 -438
Dec06 060711 646.3 657.0 645.8 656.4 +17.0 5,993 54,300 +3,173
Feb07 060711 658.0 663.0 658.0 663.0 +17.1 88 14,874 -14
Apr07 060711 669.6 669.6 669.6 669.6 +17.3 112 1,972 -50
Jun07 060711 669.5 676.0 669.0 676.0 +17.4 10 13,445 -2
Aug07 060711 682.7 683.0 682.5 682.5 +17.6 200 1,242 +15
Oct07 060711 688.8 688.8 688.8 688.8 +17.5 0 3,783 +0
Dec07 060711 686.0 695.2 686.0 695.2 +17.5 68 18,152 +63
Feb08 060711 701.5 701.5 701.5 701.5 +17.5 0 1,375 +0
Apr08 060711 52.4 52.4 52.4 52.4 +17.6      
Jun08 060711 714.2 714.2 714.2 714.2 +17.7 0 1,378 +0
Total Volume and Open Interest 45,304 309,658 +2,210
Silver(CMX)
Jul06 060711 1128.0 1147.0 1128.0 1147.0 +44.0 34 664 -52
Sep06 060711 1136.0 1160.0 1126.0 1155.0 +44.0 10,566 49,338 +563
Dec06 060711 1148.0 1172.0 1142.0 1167.8 +43.8 1,358 22,681 -126
Mar07 060711 1178.5 1178.5 1178.5 1178.5 +43.0 66 8,071 -38
May07 060711 1183.9 1183.9 1183.9 1183.9 +41.9 12 2,611 +11
Jul07 060711 1189.0 1189.0 1189.0 1189.0 +40.0 692 5,611 +355
Sep07 060711 1192.0 1192.0 1192.0 1192.0 +43.1 1 636 +1
Total Volume and Open Interest 12,733 98,593 +714
Platinum(NYM)
Jul06 060711 1249.0 1254.0 1238.0 1254.0 +23.3 1 124 +3
Oct06 060711 1238.0 1257.8 1238.0 1254.0 +23.3 495 7,955 +51
Jan07 060711 1259.0 1259.0 1259.0 1259.0 +23.3 0 6 +0
Total Volume and Open Interest 496 8,091 +54
Palladium(NYME)
Sep06 060711 328.00 329.00 324.80 329.00 +5.30 329 13,349 +134
Dec06 060711 333.25 333.25 333.25 333.25 +5.30 20 534 +7
Mar07 060711 336.25 336.25 336.25 336.25 +5.30 0 1 +0
Total Volume and Open Interest 349 13,919 +141
Copper(CMX)
Jul06 060711 374.00 374.00 370.00 372.25 +4.55 612 5,139 -430
Sep06 060711 364.00 365.50 360.80 363.50 +5.25 4,674 46,897 +576
Dec06 060711 353.50 356.00 352.00 353.90 +5.25 776 9,661 -367
Mar07 060711 342.50 345.00 341.50 342.90 +4.75 2 2,244 -2
May07 060711 335.00 335.00 333.00 333.00 +4.05 0 431 +0
Total Volume and Open Interest 6,544 73,860 -330
Aluminum(CMX)
Jul06 060711 118.25 118.25 118.25 118.25 +1.00 1 197 -40
Aug06 060711 120.00 120.00 119.25 119.25 +1.00 15 377 +0
Sep06 060711 119.50 119.50 119.50 119.50 +1.00 0 1 +0
Oct06 060711 119.55 119.55 119.55 119.55 +1.00 0 40 +0
Nov06 060711 119.75 119.75 119.75 119.75 +1.00 0 40 +0
Dec06 060711 119.90 119.90 119.90 119.90 +1.00 0 566 +0
Total Volume and Open Interest 16 1,221 -40
DJIA Index(CBOT)
Sep06 060711 11160 11215 11087 11209 +33 3,456 53,494 -271
Dec06 060711 11240 11299 11200 11299 +33 3 1,859 -1
Mar07 060711 11360 11360 11360 11360 +33 0 5 +0
Jun07 060711 11431 11431 11431 11431 +33      
Total Volume and Open Interest 3,459 55,358 -272
S & P 500(CME)
Sep06 060711 1274.00 1282.50 1267.50 1282.30 +5.30 20,416 616,291 -1,048
Dec06 060711 1281.00 1293.80 1281.00 1293.80 +5.10 7 6,449 +3
Mar07 060711 1305.30 1305.30 1305.30 1305.30 +5.10 0 332 +0
Jun07 060711 1317.30 1317.30 1317.30 1317.30 +5.10 0 1,295 +0
Total Volume and Open Interest 20,423 624,653 -1,045
S & P 500 E-Mini(Globex)
Sep06 060711 1276.50 1282.50 1267.50 1282.25 +5.25 810,573 1,331,074 +927
Dec06 060711 1288.00 1293.75 1279.75 1293.75 +5.00 100 2,382 +0
Total Volume and Open Interest 810,673 1,333,456 +927
NASDAQ 100(CME)
Sep06 060711 1531.00 1549.00 1522.00 1545.00 +7.20 4,309 50,698 -824
Dec06 060711 1564.00 1564.00 1564.00 1564.00 +7.20 0 64 +0
Mar07 060711 1580.50 1580.50 1580.50 1580.50 +7.20      
Total Volume and Open Interest 4,309 50,762 -824
NASDAQ 100 E-Mini(Globex)
Sep06 060711 1537.80 1549.00 1522.00 1545.00 +7.20 448,047 346,059 +17,684
Dec06 060711 1541.50 1568.00 1541.50 1564.00 +7.20 57 204 -26
Total Volume and Open Interest 448,104 346,263 +17,658
S & P Midcap 400(CME)
Sep06 060711 100.64 105.54 96.64 105.54 +3.10 162 9,232 +22
Dec06 060711 112.54 112.54 112.54 112.54 +3.10 0 1 +0
Mar07 060711 119.54 119.54 119.54 119.54 +3.10      
Total Volume and Open Interest 162 9,233 +22
Russell 2000(CME)
Sep06 060711 709.50 720.75 705.00 720.50 +6.70 610 32,971 +94
Dec06 060711 726.50 726.50 726.50 726.50 +6.70 0 13 +0
Mar07 060711 732.50 732.50 732.50 732.50 +6.70      
Total Volume and Open Interest 610 32,984 +94
Russell 2000 E-Mini(Globex)
Sep06 060711 713.50 720.70 704.90 720.50 +6.70 141,944 417,987 -5,089
Dec06 060711 716.70 726.50 711.80 726.50 +6.70 19 278 +8
Total Volume and Open Interest 141,963 418,265 -5,081
Value Line(KCBT)
Sep06 060711 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060711 15490 15510 15330 15445 -100 66,658 190,651 -1,049
Dec06 060711 15440 15440 15440 15440 -75      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060711 15490 15510 15330 15445 -100 66,658 190,651 -1,049
Dec06 060711 15440 15440 15440 15440 -75      
Mar07 060711 15450 15450 15450 15450 -80 0 1 +0
Total Volume and Open Interest 66,731 190,893 -1,049
CAC 40(MATIF)
Jul06 060711 4973.0 4982.5 4905.0 4920.0 -70.0 74,710 461,041 +5,019
Aug06 060711 4977.5 4991.5 4916.5 4930.5 -70.5 692 5,211 -22
Sep06 060711 4991.5 4994.5 4928.0 4940.5 -70.5 2,592 60,013 +1,393
Total Volume and Open Interest 77,994 530,951 +6,390
Hang Seng Index(HKFE)
Jul06 060711 16486 16590 16468 16476 -124 28,510 109,992 -223
Aug06 060711 16472 16564 16450 16456 -121 504 2,162 +240
Sep06 060711 16490 16570 16460 16460 -113 71 1,369 -27
Total Volume and Open Interest 29,087 113,906 -10
DAX Index(EUREX)
Sep06 060711 5713.5 5716.0 5623.0 5652.5 -85.0 132,273 185,417 -5,742
Dec06 060711 5754.0 5760.0 5670.5 5699.0 -86.0 244 13,661 +20
Mar07 060711 5807.0 5814.0 5722.5 5751.0 -87.0 201 657 +2
Total Volume and Open Interest 132,718 199,735 -5,720
FT-SE 100(LIFFE)
Sep06 060711 5885.50 5896.00 5846.00 5863.50 -35.50 51,864 445,572 +1,696
Dec06 060711 5921.00 5922.00 5886.00 5897.50 -35.50 3 38,028 +1
Mar07 060711 5909.50 5909.50 5909.50 5909.50 -35.50 0 1,000 +0
Total Volume and Open Interest 51,867 486,350 +1,697
SPI 200(SFE)
Sep06 060711 5130.0 5136.0 5083.0 5100.0 -47.0 13,451 216,370 -5,540
Dec06 060711 5120.0 5120.0 5112.0 5115.0 -48.0 141 4,379 +26
Mar07 060711 5138.0 5138.0 5119.0 5121.0 -47.0 1 2,527 +0
Total Volume and Open Interest 13,594 225,543 -5,514
GSCI(CME)
Jul06 060711 485.80 487.85 485.00 486.05 +4.75 3,861 17,166 -3,351
Aug06 060711 491.90 494.20 491.90 492.10 +4.60 3,816 4,314 +3,461
Sep06 060711 496.50 496.50 496.50 496.50 +5.50      
Total Volume and Open Interest 7,677 21,480 +110
Reuters CRB Index(NYBOT)
Aug06 060711 397.50 397.50 392.50 395.75 +6.00 9 517 -4
Nov06 060711 404.25 404.25 404.25 404.25 +6.00 0 406 +1
Jan07 060711 406.25 406.25 406.25 406.25 +6.00      
Total Volume and Open Interest 9 927 -3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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