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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 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060712 610.00 610.00 597.00 603.00 -4.00 3,697 3,137 -686
Aug06 060712 614.00 614.00 600.75 607.00 -3.00 18,246 51,508 -501
Sep06 060712 621.50 621.50 608.00 614.75 -3.25 6,812 28,785 +142
Nov06 060712 635.50 636.00 622.00 629.50 -3.00 59,187 196,167 +2,527
Jan07 060712 645.00 645.50 634.50 639.00 -4.50 1,708 14,507 +313
Mar07 060712 649.00 649.00 641.00 647.00 -3.75 2,594 10,069 +176
May07 060712 649.00 651.00 643.00 650.50 -0.50 1,178 9,094 +112
Total Volume and Open Interest 96,011 340,347 +3,000
Soybean Meal(CBOT)
Jul06 060712 174.00 174.50 171.90 173.50 +0.10 2,076 1,867 -1,093
Aug06 060712 175.50 175.90 173.10 175.00 +0.70 11,959 36,916 -37
Sep06 060712 177.00 177.50 174.40 176.30 +0.30 3,628 28,695 +629
Oct06 060712 178.00 178.50 175.50 177.40 +0.10 1,527 11,962 -149
Dec06 060712 180.50 181.00 178.00 179.90 unch 18,632 77,140 +2,448
Jan07 060712 182.00 182.00 179.00 181.00 unch 1,226 5,307 +398
Mar07 060712 183.00 183.00 180.50 182.20 unch 1,285 4,961 +5
May07 060712 183.00 183.00 180.00 182.00 unch 1,536 8,076 +430
Total Volume and Open Interest 43,385 185,061 +3,173
Soybean Oil(CBOT)
Jul06 060712 27.55 27.55 26.98 27.05 -0.27 882 828 -519
Aug06 060712 27.57 27.57 27.06 27.13 -0.31 14,732 26,482 -957
Sep06 060712 27.78 27.78 27.27 27.39 -0.30 3,322 26,513 +537
Oct06 060712 28.12 28.12 27.55 27.68 -0.30 1,056 13,415 +543
Dec06 060712 28.50 28.53 27.96 28.12 -0.28 22,960 162,207 +5,280
Jan07 060712 28.75 28.75 28.25 28.33 -0.34 1,085 6,044 +813
Mar07 060712 29.10 29.10 28.50 28.59 -0.32 442 3,675 +208
May07 060712 29.38 29.38 28.70 28.85 -0.32 631 10,155 +533
Total Volume and Open Interest 47,302 275,787 +7,195
Canola(WCE)
Jul06 060712 293.2 293.2 293.2 293.2 -5.6 50 0 -125
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060712 315.0 315.8 310.0 310.2 -3.6 10,364 68,833 +1,344
Jan07 060712 323.0 323.0 318.1 318.6 -3.7 541 6,176 -106
Mar07 060712 328.0 328.8 325.0 325.3 -4.2 65 780 +40
Total Volume and Open Interest 11,132 84,628 +1,175
Corn(CBOT)
Jul06 060712 256.00 259.50 249.50 259.25 +5.50 7,085 5,465 -1,276
Sep06 060712 266.00 268.75 259.25 268.25 +4.25 49,305 459,435 -10,261
Dec06 060712 281.00 284.50 274.50 284.00 +4.75 136,510 493,430 +4,135
Mar07 060712 291.50 295.00 285.25 294.75 +4.75 6,997 97,342 +2,171
May07 060712 297.00 303.00 293.25 302.75 +4.75 2,106 19,852 +1,065
Jul07 060712 305.00 311.00 300.25 310.25 +4.75 8,763 60,242 +2,074
Total Volume and Open Interest 223,598 1,334,381 +3,606
Wheat(CBOT)
Jul06 060712 398.50 398.50 387.00 390.00 -8.00 628 724 -37
Sep06 060712 415.00 417.00 407.00 414.50 -2.00 25,967 234,791 +494
Dec06 060712 434.50 436.00 426.00 434.00 -1.50 9,944 110,677 +1,355
Mar07 060712 449.00 451.00 442.50 450.75 -1.00 1,041 31,867 +283
May07 060712 454.00 459.00 454.00 458.50 -1.00 22 864 +0
Total Volume and Open Interest 44,096 468,802 +5,007
Wheat(KCBT)
Jul06 060712 518.00 518.00 504.00 509.00 -8.00 169 304 -117
Sep06 060712 523.00 523.00 512.00 517.25 -7.75 11,073 74,987 +845
Dec06 060712 535.00 535.50 524.00 530.75 -6.25 7,165 60,499 +1,694
Mar07 060712 536.00 537.00 529.00 533.00 -7.00 1,224 8,387 +333
May07 060712 520.00 520.00 518.00 518.00 -3.00 3 337 +0
Total Volume and Open Interest 21,722 170,592 +3,652
Wheat(MGE)
Jul06 060712 538.00 538.00 538.00 538.00 -2.00 4 4 -5
Sep06 060712 534.00 535.00 518.00 524.00 -7.50 4,756 22,314 +644
Dec06 060712 535.00 535.00 519.50 525.00 -7.25 3,957 25,930 +72
Mar07 060712 531.75 532.00 523.00 529.00 -6.50 542 2,638 +196
May07 060712 521.00 524.00 521.00 524.00 -1.00 7 127 +2
Total Volume and Open Interest 10,148 57,057 +1,372
Oats(CBOT)
Jul06 060712 232.50 232.50 225.00 225.00 -6.50 91 88 -40
Sep06 060712 210.00 210.00 202.00 206.00 -3.75 684 5,590 +168
Dec06 060712 207.75 208.00 202.00 206.00 -1.00 1,120 8,507 +263
Mar07 060712 210.00 211.00 209.50 211.00 unch 73 144 +27
Total Volume and Open Interest 1,983 14,343 +428
Rough Rice(CBOT)
Jul06 060712 9.20 9.26 9.19 9.26 unch 101 163 -20
Sep06 060712 9.49 9.49 9.38 9.46 unch 240 5,347 -20
Nov06 060712 9.65 9.67 9.55 9.66 +0.02 195 5,221 +21
Jan07 060712 9.80 9.82 9.75 9.82 +0.01 16 980 -3
Total Volume and Open Interest 600 13,054 +4
Live Cattle(CME)
Aug06 060712 83.800 84.050 83.375 83.900 -0.150 23,431 93,002 -5,600
Oct06 060712 87.350 87.450 86.875 87.425 -0.325 24,323 78,784 +7,805
Dec06 060712 88.875 88.900 88.400 88.775 -0.375 5,831 36,396 +1,048
Feb07 060712 90.300 90.750 90.150 90.700 -0.150 581 18,533 +22
Apr07 060712 88.250 88.500 88.150 88.500 unch 218 3,779 +70
Jun07 060712 83.400 83.500 83.250 83.500 +0.050 38 2,558 -15
Total Volume and Open Interest 54,422 233,082 +3,330
Feeder Cattle(CME)
Aug06 060712 113.250 114.100 112.925 113.725 +0.075 2,957 15,309 -726
Sep06 060712 113.100 113.600 112.500 113.175 -0.275 1,604 6,769 +342
Oct06 060712 112.250 112.900 111.950 112.800 -0.100 493 4,390 +72
Nov06 060712 110.300 110.700 109.800 110.525 -0.325 258 1,317 -25
Jan07 060712 106.100 106.350 105.800 106.100 -0.400 70 1,734 -9
Mar07 060712 103.400 103.450 103.250 103.350 -0.300 10 238 +8
Apr07 060712 103.400 103.400 103.150 103.150 -0.350 11 70 +5
Total Volume and Open Interest 5,405 29,898 -331
Lean Hogs(CME)
Jul06 060712 70.900 71.000 70.400 70.575 -0.250 2,117 9,370 -851
Aug06 060712 68.000 68.250 67.200 67.525 -0.325 21,812 60,646 -7,658
Oct06 060712 60.500 60.550 59.400 60.100 -0.350 17,974 51,480 +5,689
Dec06 060712 58.300 58.500 57.300 57.750 -0.675 2,031 18,000 +438
Feb07 060712 59.750 59.800 59.000 59.350 -0.425 206 6,269 +94
Apr07 060712 60.650 60.875 60.100 60.875 -0.050 64 3,221 +50
May07 060712 62.725 62.775 62.625 62.775 -0.100 47 553 +5
Jun07 060712 64.750 64.950 64.650 64.950 -0.150 58 994 +32
Total Volume and Open Interest 44,317 150,897 -2,194
Pork Bellies(CME)
Jul06 060712 95.150 96.500 95.150 96.500 +1.350 47 344 -21
Aug06 060712 92.900 93.700 91.300 92.775 +0.675 513 1,485 -63
Feb07 060712 86.850 86.850 86.150 86.150 -0.700 2 50 +1
Mar07 060712 86.250 86.250 86.250 86.250 -0.100 1 9 -1
Total Volume and Open Interest 563 1,888 -84
Class III Milk(CME)
Jul06 060712 11.02 11.05 11.01 11.01 +0.01 17 3,494 -23
Aug06 060712 11.33 11.38 11.33 11.37 +0.04 98 4,122 +9
Sep06 060712 11.91 11.98 11.85 11.94 +0.03 223 4,499 +81
Oct06 060712 12.12 12.20 12.10 12.16 +0.03 50 3,973 +28
Nov06 060712 12.09 12.20 12.09 12.15 +0.04 39 3,480 +14
Total Volume and Open Interest 543 30,177 +175
Cocoa(NYBOT)
Jul06 060712 1682 1705 1682 1692 -13 2 193 -21
Sep06 060712 1703 1715 1696 1702 -28 9,929 85,270 +4,007
Dec06 060712 1732 1745 1731 1735 -25 3,493 30,710 +799
Mar07 060712 1758 1771 1758 1764 -24 970 18,946 +23
May07 060712 1787 1789 1780 1785 -23 170 8,119 +66
Jul07 060712 1806 1806 1806 1806 -22 156 3,592 +1
Sep07 060712 1825 1825 1825 1825 -20 184 8,792 +0
Total Volume and Open Interest 14,904 162,683 +4,875
Coffee "C"(NYBOT)
Jul06 060712 97.75 98.55 97.00 98.55 +0.20 86 295 -27
Sep06 060712 99.50 100.20 97.60 99.95 +0.15 10,010 82,182 +857
Dec06 060712 103.50 104.00 101.75 103.75 +0.15 2,186 22,681 +559
Mar07 060712 107.05 107.40 105.40 107.30 +0.20 1,357 7,218 +644
May07 060712 109.30 109.60 108.40 109.60 +0.20 603 2,592 +51
Jul07 060712 111.90 111.90 111.90 111.90 +0.20 78 1,153 -20
Total Volume and Open Interest 14,779 118,855 +2,093
Orange Juice(NYBOT)
Sep06 060712 160.00 161.00 158.30 160.75 +2.75 2,294 20,868 -878
Nov06 060712 159.80 160.60 158.50 160.50 +2.65 514 3,180 +40
Jan07 060712 159.00 160.00 157.75 160.00 +3.65 296 2,023 +4
Mar07 060712 156.35 160.00 156.35 160.00 +3.65 67 555 +53
May07 060712 160.00 160.00 160.00 160.00 +3.65 0 141 +0
Total Volume and Open Interest 3,201 26,813 -813
Sugar #11(NYBOT)
Oct06 060712 16.63 16.72 16.25 16.27 -0.30 20,647 269,161 +3,211
Mar07 060712 16.97 17.10 16.65 16.68 -0.26 9,866 82,422 +455
May07 060712 16.90 16.99 16.63 16.63 -0.20 1,502 40,394 +61
Jul07 060712 16.70 16.76 16.44 16.44 -0.18 1,056 29,968 +16
Oct07 060712 16.62 16.67 16.33 16.34 -0.18 1,119 24,542 -116
Total Volume and Open Interest 34,980 455,705 +4,306
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060712 22.60 22.81 22.50 22.56 -0.05 142 2,927 -30
Nov06 060712 22.30 22.55 22.30 22.54 +0.19 37 2,066 +40
Jan07 060712 22.44 22.44 22.44 22.44 +0.04 62 1,284 -14
Mar07 060712 22.37 22.40 22.35 22.38 +0.03 40 1,376 +29
Total Volume and Open Interest 291 9,608 +34
London Cocoa(LCE)
Jul06 060712 1065 1095 1064 1094 +15 19,105 16,644 -16,266
Sep06 060712 985 986 971 984 -7 11,401 73,857 -2,814
Dec06 060712 987 988 973 988 -4 15,742 47,376 +5,361
Mar07 060712 998 1001 985 1000 -3 1,378 29,496 +520
May07 060712 999 1008 995 1008 -2 321 9,936 -16
Jul07 060712 1003 1017 1003 1017 -2 61 5,017 -1
Sep07 060712 1026 1026 1026 1026 -2 9 2,023 +0
Total Volume and Open Interest 48,078 194,297 -13,276
London Coffee(LCE)
Jul06 060712 1287.00 1304.00 1280.00 1295.00 +10.00 520 1,541 -96
Sep06 060712 1305.00 1325.00 1288.00 1317.00 +12.00 8,938 76,885 -897
Nov06 060712 1311.00 1332.00 1299.00 1325.00 +14.00 2,865 41,970 -216
Jan07 060712 1302.00 1318.00 1290.00 1310.00 +12.00 930 11,453 -94
Mar07 060712 1292.00 1303.00 1275.00 1302.00 +16.00 504 2,333 -117
May07 060712 1304.00 1309.00 1282.00 1309.00 +16.00 85 1,106 +51
Total Volume and Open Interest 13,994 135,776 -1,262
London Sugar(LCE)
Aug06 060712 483.50 490.00 482.50 482.80 unch 3,413 5,997 -1,979
Oct06 060712 479.00 480.90 472.80 472.80 -5.20 4,125 40,104 +1,398
Dec06 060712 474.50 475.20 467.80 467.80 -5.70 298 11,162 +65
Mar07 060712 458.50 458.60 453.60 453.60 -5.70 319 9,601 +18
May07 060712 461.00 461.00 452.60 452.60 -5.20 12 3,789 -11
Total Volume and Open Interest 8,189 73,958 -502
Cotton(NYBOT)
Oct06 060712 50.80 52.15 50.80 51.89 +1.21 273 5,321 -83
Dec06 060712 52.80 54.05 52.80 53.71 +1.06 4,841 127,035 -175
Mar07 060712 55.75 56.90 55.75 56.73 +1.23 475 22,720 +173
May07 060712 57.35 57.60 57.00 57.60 +1.25 1 1,145 +0
Jul07 060712 58.30 58.55 58.30 58.55 +1.25 50 2,192 -24
Oct07 060712 58.60 58.60 58.60 58.60 +1.10 0 44 +0
Total Volume and Open Interest 5,667 161,544 -103
Lumber(CME)
Jul06 060712 298.3 300.4 297.3 298.4 -2.4 129 192 -66
Sep06 060712 297.6 297.9 291.2 293.8 -4.6 895 4,238 +79
Nov06 060712 297.0 297.0 290.1 291.7 -3.3 83 499 +20
Jan07 060712 306.3 306.3 303.3 303.7 -3.1 16 80 +13
Total Volume and Open Interest 1,129 5,032 +48
Crude Oil(NYM)
Aug06 060712 74.35 75.05 73.80 74.95 +0.79 98,074 162,237 -25,114
Sep06 060712 75.50 76.10 74.80 76.06 +0.83 73,933 192,571 +17,764
Oct06 060712 76.20 76.90 75.60 76.69 +0.79 18,067 65,784 +3,683
Nov06 060712 76.25 77.15 76.25 77.12 +0.77 3,709 27,760 -264
Dec06 060712 77.00 77.50 76.40 77.47 +0.76 12,790 118,083 -178
Jan07 060712 77.10 77.74 77.10 77.74 +0.75 1,309 38,498 +314
Feb07 060712 77.91 77.91 77.91 77.91 +0.74 1,800 16,463 -451
Mar07 060712 78.01 78.01 78.01 78.01 +0.74 1,080 18,038 +693
Apr07 060712 78.04 78.04 78.04 78.04 +0.74 2,151 18,250 +1,247
May07 060712 78.01 78.01 78.01 78.01 +0.72 815 10,578 -45
Jun07 060712 77.50 77.94 77.50 77.94 +0.70 5,459 47,424 -1,889
Jul07 060712 77.85 77.85 77.85 77.85 +0.70 31 10,352 +0
Aug07 060712 77.60 77.76 77.60 77.76 +0.70 51 7,441 +51
Sep07 060712 77.50 77.67 77.40 77.67 +0.70 150 8,170 -50
Oct07 060712 77.58 77.58 77.58 77.58 +0.70 725 4,912 +105
Nov07 060712 77.46 77.46 77.46 77.46 +0.70 1,101 6,950 +1,050
Total Volume and Open Interest 242,589 1,061,431 -6,018
Heating Oil(NYM)
Aug06 060712 201.20 202.00 198.20 201.84 +0.78 35,489 48,771 -8,649
Sep06 060712 207.80 209.00 205.30 208.91 +0.54 16,490 43,422 +7,468
Oct06 060712 213.25 214.11 211.15 214.11 +0.39 1,773 11,253 +236
Nov06 060712 217.70 218.75 216.00 218.61 +0.44 1,016 7,275 +232
Dec06 060712 220.50 222.46 219.00 222.46 +0.49 2,178 18,367 +153
Jan07 060712 224.70 225.46 222.00 225.46 +0.49 1,380 15,675 +205
Feb07 060712 225.30 227.16 224.00 227.16 +0.54 412 5,725 +128
Mar07 060712 224.00 226.06 223.00 226.06 +0.69 367 5,176 -10
Apr07 060712 219.30 221.46 218.75 221.46 +0.89 70 5,656 +2
May07 060712 215.60 217.66 214.65 217.66 +0.99 74 1,111 -29
Jun07 060712 214.00 215.96 214.00 215.96 +0.99 597 6,545 +120
Jul07 060712 215.50 216.71 215.50 216.71 +0.99 30 674 +10
Total Volume and Open Interest 60,360 172,286 +110
Unleaded Gas(NYM)
Aug06 060712 220.40 226.00 218.00 225.59 +6.34 23,803 48,432 -4,041
Sep06 060712 220.90 224.75 218.00 224.53 +4.92 12,911 27,618 +3,576
Oct06 060712 207.70 210.73 207.70 210.73 +4.12 1,098 7,112 +131
Nov06 060712 206.25 206.25 203.58 203.58 +3.77 203 2,803 +154
Dec06 060712 200.00 200.00 198.00 198.23 +3.52 318 4,285 +177
Jan07 060712 199.00 199.00 197.38 197.38 +3.42 1 1,644 -2
Total Volume and Open Interest 38,334 91,894 -5
Natural Gas(NYM)
Aug06 060712 5.750 5.830 5.640 5.782 +0.149 31,551 81,255 -2,730
Sep06 060712 5.990 6.030 5.880 5.992 +0.084 15,345 80,900 +5,667
Oct06 060712 6.330 6.410 6.240 6.379 +0.106 6,100 53,594 +1,513
Nov06 060712 7.700 7.737 7.670 7.737 +0.069 3,496 57,736 +1,231
Dec06 060712 9.300 9.310 9.210 9.307 +0.054 6,084 31,770 +379
Jan07 060712 10.080 10.090 10.020 10.077 +0.044 3,282 50,630 +424
Feb07 060712 10.130 10.140 10.070 10.122 +0.044 4,543 29,264 -1,063
Mar07 060712 9.950 9.950 9.880 9.932 +0.044 1,531 55,988 -40
Apr07 060712 8.280 8.280 8.220 8.262 +0.044 2,186 35,056 -7
May07 060712 8.040 8.082 8.030 8.082 +0.044 1,353 22,463 +683
Jun07 060712 8.150 8.172 8.110 8.172 +0.044 794 12,472 +210
Jul07 060712 8.280 8.282 8.200 8.282 +0.044 827 9,464 +48
Aug07 060712 8.350 8.372 8.350 8.372 +0.044 544 8,501 +2
Sep07 060712 8.500 8.500 8.477 8.477 +0.039 750 9,693 +50
Oct07 060712 8.680 8.680 8.650 8.657 +0.039 2,075 27,559 +264
Nov07 060712 9.460 9.460 9.432 9.432 +0.039 264 11,956 +110
Total Volume and Open Interest 87,172 872,790 +7,435
Brent Crude Oil(ICE)
Aug06 060712 73.41 74.74 73.27 74.39 +0.72 57,921 30,446 -9,537
Sep06 060712 73.95 75.27 73.87 74.96 +0.77 79,811 147,833 -4,304
Oct06 060712 74.58 75.82 74.50 75.52 +0.73 33,351 79,082 +8,723
Nov06 060712 75.30 75.96 75.02 75.96 +0.71 5,709 19,518 -378
Dec06 060712 75.64 76.36 75.31 76.30 +0.73 8,330 53,957 +733
Jan07 060712 76.00 76.59 75.76 76.59 +0.71 1,942 16,304 +649
Feb07 060712 76.05 76.79 75.96 76.79 +0.70 312 8,275 +181
Mar07 060712 76.52 76.89 76.45 76.89 +0.68 0 10,399 +0
Apr07 060712 76.52 76.90 76.47 76.90 +0.67 0 10,826 +0
May07 060712 76.87 76.87 76.87 76.87 +0.67 0 3,006 +0
Jun07 060712 76.42 77.05 76.10 76.83 +0.68 300 12,817 +0
Jul07 060712 76.22 76.72 76.22 76.72 +0.67 0 66 +0
Aug07 060712 76.61 76.61 76.61 76.61 +0.66 0 998 +0
Sep07 060712 75.80 76.50 75.80 76.50 +0.66 0 1,400 +0
Total Volume and Open Interest 189,942 452,483 -4,144
Gas Oil(ICE)
Jul06 060712 637.00 639.50 633.75 637.00 unch 24,892 5,485 -8,913
Aug06 060712 643.00 646.00 634.75 636.25 -7.00 50,813 73,803 +4,563
Sep06 060712 653.75 656.50 646.00 647.75 -6.50 17,176 37,176 +5,019
Oct06 060712 664.00 666.50 657.00 658.75 -6.00 7,478 22,531 +222
Nov06 060712 673.25 675.25 666.75 668.00 -6.00 2,728 11,745 +1,091
Dec06 060712 683.25 683.25 674.75 676.00 -5.75 3,044 32,838 +375
Jan07 060712 683.50 689.25 682.00 682.00 -5.50 804 13,958 +106
Feb07 060712 690.25 690.25 685.00 685.00 -4.75 90 2,075 +0
Mar07 060712 683.50 683.50 683.50 683.50 -4.75 0 5,610 +0
Apr07 060712 681.00 681.00 681.00 681.00 -4.50 0 1,375 +0
Total Volume and Open Interest 107,695 250,621 +2,663
US Dollar Index(NYBOT)
Sep06 060712 85.12 85.75 85.01 85.60 +0.57 1,244 18,304 +107
Dec06 060712 85.12 85.35 85.12 85.23 +0.57 4 2,220 +0
Mar07 060712 84.88 84.88 84.88 84.88 +0.57 0 6 +0
Total Volume and Open Interest 1,248 20,530 +107
Australian Dollar(CME)
Sep06 060712 75.36 75.36 75.17 75.21 +0.04 3,879 51,301 +486
Dec06 060712 75.10 75.10 75.10 75.10 +0.04 0 441 +0
Mar07 060712 74.97 74.97 74.97 74.97 +0.04 0 9 +0
Total Volume and Open Interest 3,879 51,757 +486
British Pound(CME)
Sep06 060712 184.31 184.39 183.50 183.57 -1.35 1,221 85,149 +1,531
Dec06 060712 184.02 184.02 184.02 184.02 -1.35 2 521 +113
Mar07 060712 184.39 184.39 184.39 184.39 -1.35 0 1 +0
Total Volume and Open Interest 1,223 85,671 +1,644
Canadian Dollar(CME)
Sep06 060712 88.24 88.43 87.90 88.32 -0.20 8,073 90,282 -3,639
Dec06 060712 88.52 88.60 88.29 88.59 -0.20 9 2,233 +30
Mar07 060712 88.90 88.90 88.65 88.85 -0.20 1 277 +86
Jun07 060712 89.11 89.11 89.11 89.11 -0.20 1 111 +1
Total Volume and Open Interest 8,084 92,978 -3,516
Japanese Yen(CME)
Sep06 060712 87.65 87.66 87.20 87.38 -1.08 2,149 153,061 +144
Dec06 060712 88.50 88.51 88.50 88.51 -1.09 1 20,353 +27
Mar07 060712 89.61 89.61 89.61 89.61 -1.09 0 22 +0
Total Volume and Open Interest 2,150 173,470 +171
Swiss Franc(CME)
Sep06 060712 81.88 81.89 81.42 81.65 -0.52 1,674 62,037 -2,454
Dec06 060712 82.43 82.43 82.43 82.43 -0.51 0 719 -39
Mar07 060712 83.17 83.17 83.17 83.17 -0.51 0 15 +0
Total Volume and Open Interest 1,674 62,771 -2,493
EuroFX(CME)
Sep06 060712 127.88 127.91 127.33 127.58 -0.70 2,434 166,587 +4,546
Dec06 060712 128.45 128.45 128.26 128.31 -0.70 5 1,332 +135
Mar07 060712 128.97 128.97 128.97 128.97 -0.70 0 85 +6
Total Volume and Open Interest 2,439 168,069 +4,688
Mexican Peso(CME)
Sep06 060712 9057.0 9075.0 9010.0 9012.0 -60.0 1,130 52,520 -806
Dec06 060712 3.2 3.2 3.2 3.2 -1.0 5 23,101 -8
Total Volume and Open Interest 1,135 77,319 -818
30-Year T-Bonds(CBOT)
Sep06 060712 107~04 107~10 106~22 107~08 +0~02 265,509 746,256 +8,016
Dec06 060712 107~10 107~14 106~30 107~14 +0~01 1,163 8,525 +696
Mar07 060712 107~12 107~12 107~08 107~08 +0~01 0 2 +0
Total Volume and Open Interest 266,672 754,798 +8,712
10-Year T-Notes(CBOT)
Sep06 060712 105~025 105~030 104~245 105~025 unch 769,989 2,099,164 -21,338
Dec06 060712 104~275 105~005 104~235 105~005 unch 2,601 33,117 +830
Total Volume and Open Interest 772,590 2,132,288 -20,508
5-Year T-Notes(CBOT)
Sep06 060712 103~120 103~165 103~105 103~165 unch 342,599 0 +0
Dec06 060712 103~120 103~160 103~120 103~160 -0~005 3,902 6,162 +3,899
Total Volume and Open Interest 346,501 6,162 +3,899
2 Year T-Notes(CBOT)
Sep06 060712 101~042 101~048 101~041 101~048 -0~001 2,896 564,992 +19,122
Dec06 060712 101~054 101~054 101~054 101~054 +0~001      
Total Volume and Open Interest 2,896 564,992 +19,122
Eurodollars(CME)
Sep06 060712 94.380 94.395 94.375 94.395 unch 18,358 1,511,025 +13,494
Dec06 060712 94.350 94.375 94.340 94.375 unch 18,091 1,569,102 -6,951
Mar07 060712 94.385 94.410 94.375 94.410 -0.005 20,347 1,281,875 -8,242
Jun07 060712 94.455 94.485 94.445 94.480 -0.010 13,043 1,000,874 -6,646
Sep07 060712 94.525 94.550 94.520 94.550 -0.005 17,862 935,878 -907
Dec07 060712 94.545 94.575 94.540 94.575 -0.005 12,140 722,788 +5,441
Mar08 060712 94.555 94.585 94.550 94.585 -0.005 12,082 576,767 -125
Jun08 060712 94.545 94.575 94.535 94.575 unch 8,930 314,385 -4,935
Sep08 060712 94.520 94.555 94.515 94.555 unch 3,098 302,548 +768
Dec08 060712 94.490 94.525 94.485 94.525 unch 6,789 243,106 +5,580
Mar09 060712 94.470 94.510 94.470 94.510 unch 2,935 194,499 +527
Jun09 060712 94.445 94.485 94.440 94.485 unch 2,910 142,883 +907
Sep09 060712 94.415 94.460 94.415 94.460 unch 2,635 114,453 -179
Dec09 060712 94.375 94.420 94.375 94.420 unch 2,219 103,838 -1,477
Mar10 060712 94.360 94.405 94.360 94.405 unch 2,972 93,669 +174
Jun10 060712 94.345 94.380 94.335 94.380 unch 3,698 67,918 -429
Sep10 060712 94.310 94.355 94.310 94.355 unch 1,813 83,959 +1
Dec10 060712 94.275 94.320 94.275 94.320 unch 1,541 65,015 +559
Total Volume and Open Interest 156,082 9,541,030 -2,816
3-Mth Euro-Yen(CME)
Sep06 060712 99.47 99.48 99.47 99.47 unch 785 12,912 +280
Dec06 060712 99.29 99.30 99.29 99.30 +0.01 388 11,820 -89
Mar07 060712 99.12 99.12 99.12 99.12 +0.01 848 5,331 +300
Jun07 060712 98.95 98.95 98.95 98.95 +0.01 92 5,460 +19
Sep07 060712 98.81 98.81 98.81 98.81 +0.02 0 1,817 +0
Dec07 060712 98.67 98.67 98.67 98.67 +0.01 105 1,303 +20
Mar08 060712 98.56 98.56 98.56 98.56 unch 800 1,085 +800
Jun08 060712 98.45 98.45 98.45 98.45 unch 1 256 +1
Sep08 060712 98.36 98.36 98.36 98.36 +0.01 0 7 +0
Dec08 060712 98.24 98.24 98.24 98.24 +0.01 0 4 +0
Total Volume and Open Interest 3,019 40,001 +1,331
3-Mth Euro-Yen(SIMEX)
Sep06 060712 99.47 99.48 99.46 99.47 unch 1,510 69,802 +1,752
Dec06 060712 99.29 99.30 99.29 99.29 unch 3,710 109,650 +837
Mar07 060712 99.11 99.12 99.11 99.11 +0.01 2,305 54,314 +1,448
Jun07 060712 98.94 98.95 98.94 98.95 +0.02 67 27,035 +54
Sep07 060712 98.79 98.82 98.78 98.81 +0.02 40 15,565 +82
Dec07 060712 98.68 98.68 98.66 98.67 +0.01 200 31,110 +250
Mar08 060712 98.56 98.56 98.56 98.56 +0.01 0 19,326 -50
Jun08 060712 98.46 98.46 98.46 98.46 +0.01 0 1,064 +0
Total Volume and Open Interest 7,832 328,907 +4,373
German Euro-Bund(EUREX)
Sep06 060712 115.49 115.54 115.03 115.17 +0.01 1,052,923 1,451,484 -203,142
Dec06 060712 114.82 114.82 114.39 114.50 +0.01 1,590 8,710 +1,470
Mar07 060712 114.07 114.07 114.07 114.07 +0.03 0 10 +0
Total Volume and Open Interest 1,054,513 1,460,204 -201,672
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060712 108.39 108.39 108.39 108.39 +0.07 0 12 +0
Mar07 060712 108.31 108.31 108.31 108.31 +0.07      
Total Volume and Open Interest 518,910 1,009,300 -78,200
Long Gilt(LIFFE)
Sep06 060712 109~14 109~14 109~00 109~05 -0~09 64,400 268,208 +3,892
Dec06 060712 109~01 109~01 109~01 109~01 -0~09      
Total Volume and Open Interest 64,400 268,208 +3,892
3-Mth Short Sterling(LIFFE)
Sep06 060712 95.22 95.22 95.22 95.22 -0.01 26,250 436,066 -1,831
Dec06 060712 95.07 95.07 95.07 95.07 -0.01 29,565 367,891 +162
Mar07 060712 94.96 94.96 94.96 94.96 -0.02 38,799 361,927 +4,208
Total Volume and Open Interest 169,243 2,147,866 +5,566
3-Mth Euribor(LIFFE)
Sep06 060712 96.670 96.675 96.660 96.665 -0.010 70,460 672,799 -2,609
Dec06 060712 96.360 96.370 96.340 96.345 -0.025 112,668 704,215 -5,257
Mar07 060712 96.205 96.210 96.170 96.180 -0.035 120,078 566,080 +18,231
Total Volume and Open Interest 551,228 3,606,490 +17,383
3-Mth Aus T-Bills(SFE)
Sep06 060712 93.90 93.90 93.87 93.88 -0.03 24,396 148,145 +2,455
Dec06 060712 93.79 93.79 93.75 93.77 -0.02 38,260 271,104 +4,723
Mar07 060712 93.77 93.77 93.72 93.74 -0.03 11,662 98,441 -2,198
Jun07 060712 93.77 93.77 93.72 93.74 -0.02 3,619 68,252 -5
Sep07 060712 93.75 93.75 93.71 93.71 -0.03 262 23,770 -102
Dec07 060712 93.70 93.70 93.69 93.69 -0.03 452 19,014 -10
Mar08 060712 93.66 93.66 93.66 93.66 -0.02 500 9,682 +496
Jun08 060712 93.64 93.64 93.64 93.64 -0.02 47 5,382 -35
Sep08 060712 93.62 93.62 93.62 93.62 -0.02 71 1,634 +54
Dec08 060712 93.61 93.61 93.61 93.61 -0.02 69 1,297 +22
Total Volume and Open Interest 79,382 648,295 +5,413
10-Year Aus T-Bonds(SFE)
Sep06 060712 94.20 94.21 94.15 94.18 -0.01 30,085 320,609 +797
Dec06 060712 94.18 94.18 94.18 94.18 -0.01      
Total Volume and Open Interest 30,085 320,609 +797
3-Year Aus T-Bonds(SFE)
Sep06 060712 94.16 94.16 94.11 94.13 -0.02 89,098 410,993 +3,138
Dec06 060712 94.13 94.13 94.13 94.13 -0.02      
Total Volume and Open Interest 89,098 410,993 +3,138
Gold(CMX)
Aug06 060712 647.5 657.0 643.1 651.2 +8.1 52,101 170,697 -3,378
Oct06 060712 656.0 665.0 651.5 658.1 +8.2 1,270 13,602 +511
Dec06 060712 660.0 670.5 657.0 664.7 +8.3 12,984 59,372 +5,072
Feb07 060712 668.0 677.5 668.0 671.2 +8.2 161 15,022 +148
Apr07 060712 677.8 677.8 677.8 677.8 +8.2 0 1,972 +0
Jun07 060712 684.3 684.3 684.3 684.3 +8.3 398 13,682 +237
Aug07 060712 690.9 690.9 690.9 690.9 +8.4 362 1,411 +169
Oct07 060712 697.3 697.3 697.3 697.3 +8.5 0 3,783 +0
Dec07 060712 700.0 709.0 699.5 703.8 +8.6 164 18,287 +135
Feb08 060712 710.2 710.2 710.2 710.2 +8.7 0 1,375 +0
Apr08 060712 61.2 61.2 61.2 61.2 +8.8      
Jun08 060712 723.0 723.0 723.0 723.0 +8.8 0 1,378 +0
Total Volume and Open Interest 68,331 312,684 +3,026
Silver(CMX)
Jul06 060712 1152.0 1178.0 1147.5 1147.5 +0.5 28 557 -107
Sep06 060712 1166.0 1182.0 1135.0 1155.5 +0.5 11,113 49,548 +210
Dec06 060712 1185.0 1196.0 1150.0 1168.3 +0.5 1,133 23,277 +596
Mar07 060712 1180.0 1180.0 1179.0 1179.0 +0.5 210 8,221 +150
May07 060712 1184.4 1184.4 1184.4 1184.4 +0.5 150 2,676 +65
Jul07 060712 1205.5 1205.5 1189.5 1189.5 +0.5 175 5,636 +25
Sep07 060712 1192.5 1192.5 1192.5 1192.5 +0.5 0 636 +0
Total Volume and Open Interest 12,921 99,551 +958
Platinum(NYM)
Jul06 060712 1255.6 1255.6 1255.6 1255.6 +1.6 23 111 -13
Oct06 060712 1278.0 1278.8 1261.2 1267.6 +13.6 899 8,090 +135
Jan07 060712 1272.6 1272.6 1272.6 1272.6 +13.6 0 6 +0
Total Volume and Open Interest 922 8,213 +122
Palladium(NYME)
Sep06 060712 332.80 333.00 328.00 329.95 +0.95 440 13,325 -24
Dec06 060712 338.00 338.00 334.20 334.20 +0.95 0 534 +0
Mar07 060712 337.20 337.20 337.20 337.20 +0.95 0 1 +0
Total Volume and Open Interest 440 13,895 -24
Copper(CMX)
Jul06 060712 381.50 387.00 375.00 377.50 +5.25 689 4,812 -327
Sep06 060712 373.50 377.00 362.00 366.50 +3.00 4,933 47,131 +234
Dec06 060712 363.50 365.00 352.00 356.75 +2.85 1,213 10,235 +574
Mar07 060712 350.00 350.00 343.00 345.75 +2.85 294 2,450 +206
May07 060712 335.15 335.15 335.15 335.15 +2.15 62 473 +42
Total Volume and Open Interest 7,863 74,754 +894
Aluminum(CMX)
Jul06 060712 121.50 121.50 121.50 121.50 +3.25 0 117 -80
Aug06 060712 122.50 122.50 122.50 122.50 +3.25 5 377 +0
Sep06 060712 122.75 122.75 122.75 122.75 +3.25 0 1 +0
Oct06 060712 122.80 122.80 122.80 122.80 +3.25 0 40 +0
Nov06 060712 123.00 123.00 123.00 123.00 +3.25 0 40 +0
Dec06 060712 123.15 123.15 123.15 123.15 +3.25 0 566 +0
Total Volume and Open Interest 5 1,141 -80
DJIA Index(CBOT)
Sep06 060712 11200 11208 11050 11083 -126 4,265 53,443 -51
Dec06 060712 11190 11190 11155 11173 -126 7 1,856 -3
Mar07 060712 11234 11234 11234 11234 -126 0 5 +0
Jun07 060712 11305 11305 11305 11305 -126      
Total Volume and Open Interest 4,272 55,304 -54
S & P 500(CME)
Sep06 060712 1279.60 1281.50 1264.50 1268.30 -14.00 29,280 616,113 -178
Dec06 060712 1280.00 1280.00 1279.80 1279.80 -14.00 36 6,455 +6
Mar07 060712 1291.20 1291.20 1291.20 1291.20 -14.10 0 332 +0
Jun07 060712 1303.20 1303.20 1303.20 1303.20 -14.10 0 1,295 +0
Total Volume and Open Interest 29,316 624,481 -172
S & P 500 E-Mini(Globex)
Sep06 060712 1282.00 1283.75 1264.50 1268.25 -14.00 1,083,630 1,342,198 +11,124
Dec06 060712 1291.75 1294.00 1276.50 1279.75 -14.00 91 2,387 +5
Total Volume and Open Interest 1,083,721 1,344,585 +11,129
NASDAQ 100(CME)
Sep06 060712 1541.30 1544.50 1512.00 1516.80 -28.20 4,866 51,129 +431
Dec06 060712 1556.50 1556.50 1535.80 1535.80 -28.20 0 64 +0
Mar07 060712 1552.30 1552.30 1552.30 1552.30 -28.20      
Total Volume and Open Interest 4,866 51,193 +431
NASDAQ 100 E-Mini(Globex)
Sep06 060712 1545.50 1547.50 1511.50 1516.80 -28.20 379,478 342,466 -3,593
Dec06 060712 1562.00 1562.00 1533.50 1535.80 -28.20 7 205 +1
Total Volume and Open Interest 379,485 342,671 -3,592
S & P Midcap 400(CME)
Sep06 060712 103.64 105.64 96.14 96.64 -8.90 211 9,133 -99
Dec06 060712 103.64 103.64 103.64 103.64 -8.90 0 1 +0
Mar07 060712 110.64 110.64 110.64 110.64 -8.90      
Total Volume and Open Interest 211 9,134 -99
Russell 2000(CME)
Sep06 060712 717.00 719.00 704.80 705.60 -14.90 2,593 34,644 +1,673
Dec06 060712 711.60 711.60 711.60 711.60 -14.90 0 13 +0
Mar07 060712 717.60 717.60 717.60 717.60 -14.90      
Total Volume and Open Interest 2,593 34,657 +1,673
Russell 2000 E-Mini(Globex)
Sep06 060712 720.30 721.50 704.70 705.60 -14.90 167,969 420,318 +2,331
Dec06 060712 724.50 724.50 711.40 711.60 -14.90 49 294 +16
Total Volume and Open Interest 168,018 420,612 +2,347
Value Line(KCBT)
Sep06 060712 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060712 15250 15300 15135 15200 -245 51,684 191,746 +1,095
Dec06 060712 15175 15175 15175 15175 -265      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060712 15485 15495 15165 15280 -165 51,684 191,746 +1,095
Dec06 060712 15215 15215 15215 15215 -225      
Mar07 060712 15225 15225 15225 15225 -225 0 1 +0
Total Volume and Open Interest 51,706 192,030 +1,137
CAC 40(MATIF)
Jul06 060712 4959.5 4983.5 4917.5 4940.0 +20.0 85,633 461,832 +791
Aug06 060712 4965.5 4990.5 4940.0 4951.0 +20.5 899 5,550 +339
Sep06 060712 4975.5 4996.5 4945.0 4960.5 +20.0 549 59,941 -72
Total Volume and Open Interest 87,101 531,999 +1,048
Hang Seng Index(HKFE)
Jul06 060712 16528 16600 16440 16580 +104 35,072 111,926 +1,934
Aug06 060712 16475 16575 16422 16562 +106 1,127 2,477 +315
Sep06 060712 16530 16580 16430 16567 +107 207 1,288 -81
Total Volume and Open Interest 36,687 116,317 +2,411
DAX Index(EUREX)
Sep06 060712 5694.5 5733.0 5620.0 5661.5 +9.0 171,229 195,125 +9,708
Dec06 060712 5732.0 5779.0 5667.0 5708.0 +9.0 410 13,888 +227
Mar07 060712 5791.5 5828.5 5721.0 5760.5 +9.5 279 795 +138
Total Volume and Open Interest 171,918 209,808 +10,073
FT-SE 100(LIFFE)
Sep06 060712 5885.00 5904.00 5843.00 5860.00 -3.50 80,893 446,544 +972
Dec06 060712 5922.00 5922.00 5894.00 5894.00 -3.50 237 38,246 +218
Mar07 060712 5906.00 5906.00 5906.00 5906.00 -3.50 0 1,000 +0
Total Volume and Open Interest 81,130 487,540 +1,190
SPI 200(SFE)
Sep06 060712 5136.0 5137.0 5098.0 5100.0 unch 12,400 215,040 -1,330
Dec06 060712 5150.0 5150.0 5116.0 5116.0 +1.0 17 4,380 +1
Mar07 060712 5157.0 5157.0 5121.0 5121.0 unch 25 2,527 +0
Total Volume and Open Interest 12,567 224,334 -1,209
GSCI(CME)
Jul06 060712 489.00 491.30 486.35 490.70 +4.65 4,545 13,307 -3,859
Aug06 060712 495.20 496.00 493.50 496.00 +3.90 4,488 8,677 +4,363
Sep06 060712 500.00 500.00 500.00 500.00 +3.50      
Total Volume and Open Interest 9,033 21,984 +504
Reuters CRB Index(NYBOT)
Aug06 060712 397.50 397.50 393.50 396.50 +0.75 47 521 +4
Nov06 060712 403.25 405.00 403.25 405.00 +0.75 0 406 +0
Jan07 060712 407.00 407.00 407.00 407.00 +0.75      
Total Volume and Open Interest 47 931 +4
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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