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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 17, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060717 598.50 601.00 589.50 590.00 -13.00 11,157 51,227 +693
Sep06 060717 605.50 608.00 597.00 597.25 -13.50 1,593 30,325 -185
Nov06 060717 620.00 622.50 611.00 611.25 -13.75 39,291 196,663 +1,836
Jan07 060717 632.00 633.50 622.50 623.25 -13.50 1,431 16,819 +482
Mar07 060717 642.00 642.00 633.00 633.25 -13.00 926 10,585 -17
May07 060717 644.00 644.00 637.00 638.50 -10.00 774 10,162 +326
Jul07 060717 651.00 651.00 647.00 647.75 -8.25 414 11,071 -4
Total Volume and Open Interest 57,341 344,518 +2,481
Soybean Meal(CBOT)
Aug06 060717 171.30 172.00 168.70 168.90 -3.30 8,572 35,197 -87
Sep06 060717 172.70 173.20 170.00 170.30 -3.10 2,306 30,065 +326
Oct06 060717 173.50 174.00 171.00 171.00 -3.30 782 12,339 -210
Dec06 060717 175.30 175.90 172.60 172.80 -3.80 14,070 85,106 +2,246
Jan07 060717 176.30 177.00 174.00 174.00 -3.60 309 7,374 +65
Mar07 060717 178.50 179.00 176.00 176.30 -3.30 427 5,903 -46
May07 060717 178.50 179.00 176.30 176.70 -3.00 595 8,840 +198
Jul07 060717 180.00 180.20 178.00 178.50 -3.00 316 6,468 -60
Total Volume and Open Interest 28,174 195,884 +2,112
Soybean Oil(CBOT)
Aug06 060717 27.20 27.37 26.76 26.78 -0.61 5,976 27,251 +1,183
Sep06 060717 27.45 27.58 26.98 27.03 -0.61 1,928 26,701 -38
Oct06 060717 27.66 27.70 27.20 27.28 -0.62 1,440 14,613 +711
Dec06 060717 28.18 28.29 27.65 27.70 -0.63 11,824 170,216 +1,762
Jan07 060717 28.38 28.38 27.88 27.95 -0.65 476 8,022 +170
Mar07 060717 28.35 28.45 28.20 28.29 -0.67 943 5,412 +221
May07 060717 29.15 29.15 28.52 28.60 -0.72 759 12,970 +283
Jul07 060717 29.00 29.05 28.90 28.90 -0.70 469 11,463 -30
Total Volume and Open Interest 24,249 293,854 +4,226
Canola(WCE)
Jul06 060714 287.9 287.9 287.9 287.9 +0.5      
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060717 304.0 305.9 303.1 303.9 -1.0 5,217 65,502 -891
Jan07 060717 311.0 314.3 311.0 312.1 -1.0 183 6,357 +125
Mar07 060717 318.9 319.5 318.9 319.5 -1.1 2 796 +0
Total Volume and Open Interest 5,463 81,570 -730
Corn(CBOT)
Sep06 060717 258.00 259.25 251.50 251.75 -9.00 41,935 437,582 -9,829
Dec06 060717 274.50 275.50 267.50 268.00 -8.75 83,969 517,003 +11,979
Mar07 060717 285.25 286.75 279.50 280.00 -7.75 7,050 104,509 +1,567
May07 060717 293.75 294.50 287.00 287.75 -8.75 1,410 21,721 +262
Jul07 060717 301.00 302.75 296.50 297.00 -6.25 3,897 65,042 +947
Sep07 060717 305.00 305.50 303.00 303.00 -5.00 139 8,262 +118
Total Volume and Open Interest 149,272 1,349,418 +4,956
Wheat(CBOT)
Sep06 060717 399.50 403.00 392.50 393.00 -4.50 22,257 236,866 -1,942
Dec06 060717 419.50 422.25 412.00 412.50 -5.00 15,454 111,686 -275
Mar07 060717 435.50 438.00 429.00 429.50 -5.25 895 32,009 -156
May07 060717 443.00 443.00 438.00 438.00 -5.00 4 871 +2
Jul07 060717 451.00 454.00 446.00 446.50 -2.25 2,377 64,768 +666
Total Volume and Open Interest 42,901 476,534 -1,633
Wheat(KCBT)
Jul06 060714 487.00 490.00 483.50 487.00 +2.00 143 134 -106
Sep06 060717 501.00 503.50 490.00 490.75 -4.75 9,796 72,409 -1,555
Dec06 060717 514.00 517.00 504.00 505.00 -6.50 8,963 60,094 -1,515
Mar07 060717 518.00 521.00 508.00 508.00 -5.00 527 8,547 -369
May07 060717 506.00 507.00 503.00 503.00 unch 18 356 +17
Total Volume and Open Interest 21,022 168,899 -3,152
Wheat(MGE)
Jul06 060714 520.00 520.00 520.00 520.00 +12.00      
Sep06 060717 513.00 514.00 498.50 502.25 -5.75 4,225 21,202 -382
Dec06 060717 518.00 519.00 506.00 507.75 -5.25 2,412 26,718 -288
Mar07 060717 521.00 522.00 512.00 513.00 -6.25 424 2,669 -11
May07 060717 511.50 511.50 509.00 509.00 -10.75 4 131 +3
Total Volume and Open Interest 7,314 57,103 -554
Oats(CBOT)
Sep06 060717 195.00 197.75 194.50 197.50 -5.25 334 5,641 -30
Dec06 060717 200.50 201.50 198.50 199.50 -5.00 432 8,637 +59
Mar07 060717 204.50 204.50 204.50 204.50 -4.00 21 152 +8
May07 060717 206.00 206.00 206.00 206.00 -1.00 0 4 +0
Total Volume and Open Interest 860 14,446 -1
Rough Rice(CBOT)
Jul06 060717 9.30 9.30 9.30 9.30 -0.05 8 58 -31
Sep06 060717 9.43 9.47 9.40 9.43 -0.10 207 5,454 +77
Nov06 060717 9.67 9.68 9.61 9.62 -0.12 305 5,335 +33
Jan07 060717 9.82 9.82 9.79 9.79 -0.12 82 937 -166
Total Volume and Open Interest 732 13,123 -25
Live Cattle(CME)
Aug06 060717 83.200 83.200 82.750 82.925 -1.075 25,581 67,636 -9,549
Oct06 060717 86.800 86.850 86.325 86.575 -1.150 20,487 100,848 +10,517
Dec06 060717 88.300 88.300 87.725 87.900 -0.875 3,818 37,237 -404
Feb07 060717 90.400 90.400 89.750 90.025 -0.775 1,125 18,964 +94
Apr07 060717 88.200 88.200 87.800 88.050 -0.550 79 4,264 +9
Jun07 060717 83.050 83.150 82.850 83.050 -0.400 16 2,553 +11
Total Volume and Open Interest 51,106 231,535 +678
Feeder Cattle(CME)
Aug06 060717 113.700 113.700 112.900 113.350 -0.875 1,949 14,345 -636
Sep06 060717 113.000 113.050 112.150 112.900 -0.725 1,117 8,176 +400
Oct06 060717 112.500 112.550 111.600 112.375 -0.700 535 4,720 +284
Nov06 060717 109.500 110.500 109.500 110.475 -0.375 77 1,242 +35
Jan07 060717 105.750 105.900 105.600 105.900 -0.500 14 1,618 -2
Mar07 060717 103.000 103.050 103.000 103.050 -0.700 21 280 +9
Apr07 060717 102.750 102.750 102.500 102.500 -0.600 9 81 +8
Total Volume and Open Interest 3,730 30,556 +102
Lean Hogs(CME)
Aug06 060717 68.200 68.500 67.625 68.425 +0.475 21,802 46,092 -2,993
Oct06 060717 60.450 60.850 60.050 60.700 +0.150 18,364 79,219 +10,668
Dec06 060717 58.400 58.700 57.850 58.600 +0.150 1,005 18,974 +443
Feb07 060717 60.000 60.200 59.700 60.100 +0.025 347 6,401 -82
Apr07 060717 60.900 61.350 60.900 61.350 +0.250 174 3,435 +95
May07 060717 63.725 63.725 63.400 63.700 -0.025 5 525 +1
Jun07 060717 65.600 65.900 65.400 65.900 +0.400 33 1,071 +20
Jul07 060717 63.400 63.400 63.400 63.400 unch 16 373 +2
Total Volume and Open Interest 45,645 162,183 +6,607
Pork Bellies(CME)
Jul06 060717 97.000 97.000 94.000 94.500 -2.500 26 157 -16
Aug06 060717 94.500 94.500 92.900 92.900 -1.750 540 1,567 +21
Feb07 060717 88.000 88.000 87.025 87.025 -1.025 5 79 +2
Mar07 060717 86.300 86.300 86.300 86.300 unch 0 9 +0
Total Volume and Open Interest 571 1,812 +7
Class III Milk(CME)
Jul06 060717 10.97 11.00 10.97 10.99 +0.01 156 3,546 -10
Aug06 060717 11.33 11.35 11.26 11.28 +0.02 261 4,228 +100
Sep06 060717 11.85 11.90 11.83 11.83 unch 259 4,753 +5
Oct06 060717 12.08 12.15 12.08 12.13 +0.05 68 4,075 +39
Nov06 060717 12.12 12.12 12.10 12.10 +0.03 65 3,486 +2
Total Volume and Open Interest 1,009 30,926 +249
Cocoa(NYBOT)
Jul06 060714 1703 1703 1703 1703 +12 40 42 -146
Sep06 060717 1690 1690 1556 1558 -160 8,217 92,728 +1,402
Dec06 060717 1720 1722 1590 1592 -157 2,920 33,516 +313
Mar07 060717 1747 1747 1617 1622 -157 1,327 19,932 +648
May07 060717 1750 1750 1642 1642 -158 100 8,395 +42
Jul07 060717 1663 1663 1663 1663 -158 63 3,652 +60
Sep07 060717 1720 1720 1682 1682 -158 0 8,731 +0
Total Volume and Open Interest 12,630 174,055 +2,463
Coffee "C"(NYBOT)
Jul06 060717 98.00 98.00 95.50 95.75 -1.25 58 165 -106
Sep06 060717 98.00 98.20 96.40 97.15 -1.10 9,315 81,245 +385
Dec06 060717 101.80 102.00 100.50 101.15 -1.05 3,111 24,502 +747
Mar07 060717 105.80 105.80 104.30 105.00 -0.95 418 7,478 +222
May07 060717 107.50 107.70 107.00 107.35 -0.90 42 2,641 +24
Jul07 060717 108.90 109.70 108.90 109.70 -0.85 42 1,196 +18
Total Volume and Open Interest 12,986 119,972 +1,290
Orange Juice(NYBOT)
Sep06 060717 157.80 158.85 156.00 156.20 -2.45 1,961 20,778 +87
Nov06 060717 158.20 158.80 156.60 156.60 -2.40 263 3,231 -50
Jan07 060717 157.50 158.25 155.45 155.45 -2.65 74 2,120 +14
Mar07 060717 155.45 155.45 155.45 155.45 -2.65 61 571 +15
May07 060717 155.45 155.45 155.45 155.45 -2.65 1 135 -1
Total Volume and Open Interest 2,360 26,868 +65
Sugar #11(NYBOT)
Oct06 060717 15.94 15.95 15.66 15.70 -0.27 38,946 266,955 -103
Mar07 060717 16.25 16.35 16.12 16.15 -0.26 10,438 86,542 +364
May07 060717 16.23 16.25 16.07 16.08 -0.27 1,231 41,206 +198
Jul07 060717 16.00 16.10 15.85 15.92 -0.23 1,252 29,922 +154
Oct07 060717 15.95 15.95 15.90 15.93 -0.17 921 24,884 -611
Total Volume and Open Interest 54,317 461,707 +878
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060717 22.58 22.58 22.50 22.55 -0.05 503 2,445 -20
Nov06 060717 22.45 22.45 22.44 22.44 -0.08 174 2,204 +40
Jan07 060717 22.40 22.40 22.40 22.40 unch 54 1,393 +96
Mar07 060717 22.40 22.40 22.40 22.40 -0.03 131 1,497 +91
Total Volume and Open Interest 912 9,486 +217
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 3,541 13,919 -1,196
Sep06 060717 1002 1015 904 907 -94 11,193 75,779 +3,436
Dec06 060717 1000 1013 909 912 -90 5,021 47,011 -336
Mar07 060717 1008 1023 923 925 -87 3,986 28,177 -1,370
May07 060717 1025 1030 935 935 -85 572 10,045 +79
Jul07 060717 1018 1018 943 945 -85 90 5,029 +12
Sep07 060717 1025 1025 953 955 -85 181 2,097 +74
Total Volume and Open Interest 26,708 194,092 +3,946
London Coffee(LCE)
Jul06 060717 1240.00 1245.00 1198.00 1198.00 -47.00 168 1,434 +11
Sep06 060717 1255.00 1268.00 1214.00 1218.00 -50.00 9,762 73,090 -772
Nov06 060717 1270.00 1276.00 1225.00 1230.00 -49.00 4,075 42,754 +1,058
Jan07 060717 1262.00 1264.00 1220.00 1225.00 -44.00 1,025 11,900 +314
Mar07 060717 1252.00 1252.00 1220.00 1220.00 -43.00 328 2,615 +172
May07 060717 1260.00 1260.00 1228.00 1228.00 -43.00 25 1,247 +1
Total Volume and Open Interest 15,438 133,574 +833
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,452 3,161 -1,199
Oct06 060717 470.00 472.90 452.50 457.00 -13.10 5,473 41,384 -214
Dec06 060717 469.20 469.20 450.00 453.80 -12.80 945 11,347 +304
Mar07 060717 450.30 453.40 433.10 438.00 -13.10 696 9,354 -176
May07 060717 450.30 452.00 432.40 437.80 -12.30 32 3,908 +11
Total Volume and Open Interest 8,895 73,550 +1,007
Cotton(NYBOT)
Oct06 060717 50.50 51.50 50.45 50.95 +0.58 536 5,079 -97
Dec06 060717 52.20 53.20 52.02 52.76 +0.60 7,940 125,765 -241
Mar07 060717 55.00 56.05 55.00 55.76 +0.74 1,182 23,664 +231
May07 060717 55.90 56.60 55.90 56.60 +0.65 195 1,223 +77
Jul07 060717 57.60 57.60 57.60 57.60 +0.65 187 2,259 +76
Oct07 060717 57.65 57.65 57.65 57.65 +0.55 0 44 +0
Total Volume and Open Interest 10,463 161,503 +308
Lumber(CME)
Sep06 060717 282.0 282.5 279.6 280.4 -4.6 346 4,324 -15
Nov06 060717 281.4 282.0 279.7 280.0 -2.6 95 638 +36
Jan07 060717 293.7 293.7 292.0 293.3 -2.0 30 104 +2
Mar07 060717 303.2 303.2 302.8 302.8 -2.7 0 14 +0
Total Volume and Open Interest 527 5,120 +0
Crude Oil(NYM)
Aug06 060717 76.60 76.75 75.20 75.30 -1.73 122,621 98,525 -21,178
Sep06 060717 78.36 78.50 76.80 76.91 -1.80 100,393 257,007 +17,465
Oct06 060717 79.15 79.20 77.65 77.68 -1.64 20,234 72,715 +1,861
Nov06 060717 79.20 79.35 78.17 78.17 -1.54 3,567 28,739 +493
Dec06 060717 79.70 79.80 78.45 78.54 -1.46 19,469 118,282 -7,150
Jan07 060717 78.85 78.85 78.70 78.79 -1.41 3,599 40,472 +806
Feb07 060717 79.65 79.65 78.93 78.93 -1.38 1,242 16,704 -80
Mar07 060717 79.01 79.01 79.01 79.01 -1.35 3,023 19,096 -279
Apr07 060717 79.02 79.02 79.02 79.02 -1.32 746 18,256 -153
May07 060717 78.98 78.98 78.98 78.98 -1.29 550 13,492 +453
Jun07 060717 79.70 79.70 78.90 78.90 -1.26 5,281 46,992 -37
Jul07 060717 78.81 78.81 78.81 78.81 -1.23 178 10,473 +85
Aug07 060717 78.72 78.72 78.72 78.72 -1.20 220 7,955 +183
Sep07 060717 78.63 78.63 78.63 78.63 -1.17 1,200 9,043 +885
Oct07 060717 78.52 78.52 78.52 78.52 -1.15 160 6,256 +274
Nov07 060717 78.38 78.38 78.38 78.38 -1.13 52 7,051 -50
Total Volume and Open Interest 302,540 1,091,578 +1,110
Heating Oil(NYM)
Aug06 060717 208.30 208.70 201.50 201.94 -5.66 30,503 40,210 -2,016
Sep06 060717 215.75 216.25 210.00 210.32 -5.12 17,719 60,195 +5,203
Oct06 060717 221.50 221.50 215.50 215.92 -4.67 4,108 13,391 +962
Nov06 060717 224.75 225.50 220.07 220.07 -4.57 2,874 7,935 +376
Dec06 060717 229.50 229.50 223.82 223.82 -4.47 1,519 19,220 +37
Jan07 060717 232.50 232.50 226.77 226.77 -4.32 1,262 15,580 -220
Feb07 060717 232.50 232.50 228.32 228.32 -4.22 855 5,906 -255
Mar07 060717 231.00 231.00 227.17 227.17 -4.02 281 5,245 -85
Apr07 060717 226.10 226.25 222.52 222.52 -3.82 24 5,839 -42
May07 060717 222.75 222.75 218.72 218.72 -3.67 28 1,098 +12
Jun07 060717 216.97 216.97 216.97 216.97 -3.62 506 7,652 +234
Jul07 060717 223.00 223.00 217.77 217.77 -3.52 1 675 +0
Total Volume and Open Interest 59,919 186,235 +4,379
Unleaded Gas(NYM)
Aug06 060717 234.00 235.00 228.00 228.53 -3.96 23,634 39,150 -3,875
Sep06 060717 233.50 233.75 227.00 227.89 -4.08 13,475 40,033 +3,944
Oct06 060717 217.00 218.00 212.89 212.89 -4.48 972 7,651 +34
Nov06 060717 205.19 205.19 205.19 205.19 -4.68 450 3,012 +53
Dec06 060717 201.50 201.50 199.24 199.24 -4.88 600 4,740 +375
Jan07 060717 198.14 198.14 198.14 198.14 -4.93 59 1,698 +24
Total Volume and Open Interest 39,190 96,284 +555
Natural Gas(NYM)
Aug06 060717 6.180 6.190 5.730 5.783 -0.564 39,106 61,112 -6,963
Sep06 060717 6.360 6.360 5.900 5.960 -0.572 16,015 105,099 +3,106
Oct06 060717 6.690 6.700 6.290 6.305 -0.562 10,249 53,608 +1,168
Nov06 060717 8.090 8.090 7.680 7.705 -0.497 7,462 59,131 +1,453
Dec06 060717 9.640 9.660 9.260 9.285 -0.437 2,563 34,162 +364
Jan07 060717 10.380 10.390 10.030 10.050 -0.432 3,190 51,730 +462
Feb07 060717 10.400 10.410 10.080 10.085 -0.427 1,607 30,287 +835
Mar07 060717 10.180 10.220 9.850 9.895 -0.420 2,707 57,226 +430
Apr07 060717 8.570 8.570 8.250 8.275 -0.310 2,104 34,583 -474
May07 060717 8.140 8.140 8.070 8.090 -0.305 1,560 22,795 -133
Jun07 060717 8.180 8.200 8.170 8.175 -0.303 24 12,580 +18
Jul07 060717 8.500 8.500 8.282 8.282 -0.303 34 9,608 +20
Aug07 060717 8.600 8.600 8.367 8.367 -0.303 44 8,802 +24
Sep07 060717 8.700 8.715 8.467 8.467 -0.303 28 9,799 +0
Oct07 060717 8.880 8.880 8.645 8.645 -0.300 329 27,474 -81
Nov07 060717 9.650 9.650 9.410 9.410 -0.300 519 12,047 +12
Total Volume and Open Interest 89,748 887,334 +1,049
Brent Crude Oil(ICE)
Sep06 060717 77.98 78.18 75.67 75.92 -1.66 97,411 148,292 +4,163
Oct06 060717 78.60 78.77 76.34 76.62 -1.55 40,827 111,791 +9,930
Nov06 060717 78.97 79.19 76.86 77.13 -1.48 9,600 22,153 +1,808
Dec06 060717 79.25 79.46 77.25 77.48 -1.43 12,070 53,804 -438
Jan07 060717 79.49 79.63 77.68 77.77 -1.39 1,632 18,080 +832
Feb07 060717 78.33 78.79 77.92 77.92 -1.37 371 8,894 +3
Mar07 060717 78.31 78.83 77.98 77.98 -1.35 350 10,677 -73
Apr07 060717 78.77 78.77 77.97 77.97 -1.35 158 11,168 -83
May07 060717 78.10 78.10 77.91 77.91 -1.34 25 3,173 -8
Jun07 060717 79.10 79.57 77.84 77.84 -1.32 1,005 13,154 +188
Jul07 060717 78.42 78.42 77.72 77.72 -1.33 10 91 +10
Aug07 060717 77.60 77.60 77.60 77.60 -1.31 10 998 +0
Sep07 060717 77.47 77.47 77.47 77.47 -1.30 0 1,400 +0
Oct07 060717 77.34 77.34 77.34 77.34 -1.29 5 240 +0
Total Volume and Open Interest 183,126 464,844 +6,606
Gas Oil(ICE)
Aug06 060717 662.00 670.00 645.75 653.75 -7.75 35,855 73,299 -474
Sep06 060717 678.25 681.50 658.50 666.00 -7.00 23,613 49,838 +4,524
Oct06 060717 689.25 692.50 669.50 677.25 -6.50 9,353 25,133 +1,535
Nov06 060717 701.50 701.50 679.50 687.00 -6.00 2,206 12,768 +682
Dec06 060717 708.50 708.75 688.00 695.00 -5.50 2,395 33,611 +407
Jan07 060717 714.75 715.25 700.25 701.00 -5.25 457 14,461 -36
Feb07 060717 717.75 717.75 704.50 704.50 -4.75 279 2,118 +14
Mar07 060717 703.75 703.75 703.75 703.75 -4.50 0 5,610 +0
Apr07 060717 701.50 701.50 701.50 701.50 -4.25 0 1,975 +0
May07 060717 699.25 699.25 699.25 699.25 -4.00 0 350 +0
Total Volume and Open Interest 75,404 266,397 +6,930
US Dollar Index(NYBOT)
Sep06 060717 85.84 86.72 85.84 86.68 +0.90 5,414 16,196 +0
Dec06 060717 85.86 86.35 85.86 86.31 +0.90 23 2,213 -8
Mar07 060717 85.33 85.96 85.33 85.96 +0.90 0 6 +0
Total Volume and Open Interest 5,437 18,415 -8
Australian Dollar(CME)
Sep06 060717 74.90 74.90 74.65 74.70 -0.55 2,940 55,611 +1,036
Dec06 060717 74.59 74.59 74.59 74.59 -0.55 0 607 +45
Mar07 060717 74.46 74.46 74.46 74.46 -0.55 0 9 +0
Total Volume and Open Interest 2,940 56,233 +1,081
British Pound(CME)
Sep06 060717 182.40 182.42 182.02 182.19 -1.93 1,410 84,504 -76
Dec06 060717 182.58 182.58 182.58 182.58 -1.97 0 517 +29
Mar07 060717 182.95 182.95 182.95 182.95 -1.97 0 4 +0
Total Volume and Open Interest 1,410 85,025 -47
Canadian Dollar(CME)
Sep06 060717 88.53 88.72 88.15 88.26 -0.64 1,341 81,473 -3,983
Dec06 060717 89.00 89.00 88.53 88.53 -0.64 5 2,317 +20
Mar07 060717 89.22 89.22 88.79 88.79 -0.64 2 331 +2
Jun07 060717 89.05 89.05 89.05 89.05 -0.64 0 240 +0
Total Volume and Open Interest 1,348 84,562 -3,961
Japanese Yen(CME)
Sep06 060717 86.21 86.21 85.98 86.08 -0.82 7,026 167,674 +7,687
Dec06 060717 87.19 87.19 87.19 87.19 -0.82 0 20,431 +7
Mar07 060717 88.29 88.29 88.29 88.29 -0.82 0 7 +0
Total Volume and Open Interest 7,026 188,139 +7,694
Swiss Franc(CME)
Sep06 060717 80.76 80.78 80.60 80.71 -0.92 2,660 61,858 +4,495
Dec06 060717 81.52 81.52 81.48 81.48 -0.93 0 703 +33
Mar07 060717 82.22 82.22 82.22 82.22 -0.93 0 18 +0
Total Volume and Open Interest 2,660 62,579 +4,528
EuroFX(CME)
Sep06 060717 125.88 125.95 125.63 125.76 -1.30 5,566 154,235 -567
Dec06 060717 126.58 126.58 126.47 126.47 -1.31 37 1,290 -66
Mar07 060717 127.11 127.11 127.11 127.11 -1.33 0 94 +0
Total Volume and Open Interest 5,603 155,687 -633
Mexican Peso(CME)
Sep06 060717 9067.0 9085.0 9050.0 9077.0 +17.0 15,233 62,427 +4,984
Dec06 060717 0.7 2.7 0.7 2.7 -2.7 0 23,104 +0
Total Volume and Open Interest 15,245 87,221 +4,984
30-Year T-Bonds(CBOT)
Sep06 060717 107~14 107~19 107~06 107~16 +0~01 307,173 746,067 +205
Dec06 060717 107~23 107~23 107~15 107~23 +0~01 387 8,606 -59
Mar07 060717 107~30 107~30 107~00 107~15 -0~01 0 2 +0
Total Volume and Open Interest 307,560 754,690 +146
10-Year T-Notes(CBOT)
Sep06 060717 105~115 105~145 105~040 105~100 -0~020 894,357 1,985,206 -73,354
Dec06 060717 105~065 105~085 105~030 105~075 -0~020 6,656 36,198 +2,548
Total Volume and Open Interest 901,013 2,021,411 -70,806
5-Year T-Notes(CBOT)
Sep06 060717 103~225 103~230 103~180 103~220 -0~025 400,563 0 +0
Dec06 060717 103~220 103~220 103~220 103~220 -0~025 735 19,640 +19,640
Total Volume and Open Interest 401,298 19,640 +19,640
2 Year T-Notes(CBOT)
Sep06 060717 101~061 101~062 101~054 101~060 -0~006 5,264 565,535 -6,268
Dec06 060717 101~069 101~069 101~069 101~069 -0~007 80 892 +1
Total Volume and Open Interest 5,344 566,427 -6,267
Eurodollars(CME)
Sep06 060717 94.440 94.450 94.420 94.450 -0.005 42,032 1,460,795 -42,050
Dec06 060717 94.430 94.440 94.395 94.440 -0.010 23,739 1,568,260 -22,027
Mar07 060717 94.475 94.480 94.440 94.480 -0.015 16,904 1,250,480 -23,743
Jun07 060717 94.550 94.550 94.510 94.545 -0.020 17,037 972,601 -24,513
Sep07 060717 94.610 94.610 94.570 94.605 -0.020 38,438 838,121 -85,645
Dec07 060717 94.625 94.625 94.585 94.620 -0.020 22,486 738,232 -10,217
Mar08 060717 94.630 94.635 94.595 94.625 -0.020 20,451 552,052 -14,678
Jun08 060717 94.620 94.620 94.580 94.610 -0.020 21,957 312,218 -5,731
Sep08 060717 94.570 94.590 94.560 94.590 -0.020 15,779 302,614 -4,220
Dec08 060717 94.540 94.555 94.525 94.555 -0.020 15,035 243,341 -7,486
Mar09 060717 94.500 94.535 94.500 94.530 -0.020 6,111 201,088 +3,658
Jun09 060717 94.490 94.500 94.475 94.500 -0.020 7,953 147,895 +1,329
Sep09 060717 94.465 94.480 94.450 94.475 -0.015 5,496 113,587 +755
Dec09 060717 94.425 94.440 94.410 94.435 -0.015 3,072 106,560 +550
Mar10 060717 94.420 94.420 94.390 94.415 -0.015 2,850 96,072 +39
Jun10 060717 94.395 94.395 94.365 94.390 -0.015 4,057 70,724 -116
Sep10 060717 94.365 94.365 94.340 94.365 -0.010 2,384 85,354 -118
Dec10 060717 94.330 94.330 94.305 94.330 -0.010 4,233 65,725 -551
Total Volume and Open Interest 279,537 9,352,919 -229,983
3-Mth Euro-Yen(CME)
Sep06 060717 99.51 99.52 99.51 99.52 +0.01 2,554 14,624 +629
Dec06 060717 99.36 99.36 99.35 99.36 unch 2,879 13,103 +210
Mar07 060717 99.17 99.18 99.17 99.18 unch 1,942 6,669 +1,255
Jun07 060717 99.03 99.03 99.03 99.03 unch 477 6,062 +602
Sep07 060717 98.88 98.88 98.88 98.88 unch 29 1,823 +26
Dec07 060717 98.75 98.75 98.75 98.75 unch 297 1,885 +265
Mar08 060717 98.65 98.65 98.65 98.65 +0.01 2 830 -1
Jun08 060717 98.54 98.54 98.54 98.54 +0.02 0 255 +0
Sep08 060717 98.44 98.44 98.44 98.44 +0.01 0 7 +0
Dec08 060717 98.32 98.32 98.32 98.32 -0.05 4 4 +0
Total Volume and Open Interest 8,184 45,268 +2,986
3-Mth Euro-Yen(SIMEX)
Sep06 060717 99.51 99.51 99.51 99.51 +0.01 91 72,700 -364
Dec06 060717 99.36 99.36 99.36 99.36 +0.01 3,686 111,143 +1,498
Mar07 060717 99.18 99.19 99.18 99.19 +0.01 215 57,652 +286
Jun07 060717 99.03 99.03 99.03 99.03 +0.01 1,645 26,577 +60
Sep07 060717 98.89 98.89 98.89 98.89 +0.01 1,000 14,710 -317
Dec07 060717 98.75 98.75 98.75 98.75 +0.01 100 35,898 +136
Mar08 060717 98.64 98.64 98.64 98.64 +0.01 36 21,117 -36
Jun08 060717 98.54 98.54 98.54 98.54 +0.01 0 1,099 +0
Total Volume and Open Interest 6,773 341,937 +1,263
German Euro-Bund(EUREX)
Sep06 060717 116.20 116.30 115.95 116.05 -0.10 1,493,939 1,563,252 +137,291
Dec06 060717 115.47 115.58 115.34 115.37 -0.10 1,170 8,873 +149
Mar07 060717 114.95 114.95 114.95 114.95 -0.10 25 10 +0
Total Volume and Open Interest 1,495,134 1,572,135 +137,440
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060717 108.98 108.98 108.98 108.98 -0.06 228 11 -1
Mar07 060717 108.83 108.83 108.83 108.83 -0.06      
Total Volume and Open Interest 732,502 1,054,564 +26,472
Long Gilt(LIFFE)
Sep06 060717 109~28 109~31 109~17 109~19 -0~09 60,690 262,623 +459
Dec06 060717 109~14 109~14 109~14 109~14 -0~09      
Total Volume and Open Interest 60,690 262,623 +459
3-Mth Short Sterling(LIFFE)
Sep06 060717 95.26 95.26 95.26 95.26 unch 67,594 411,096 -13,286
Dec06 060717 95.12 95.12 95.12 95.12 -0.01 99,466 355,085 -14,624
Mar07 060717 95.02 95.02 95.02 95.02 -0.01 68,574 360,973 -541
Total Volume and Open Interest 380,580 2,119,049 -22,197
3-Mth Euribor(LIFFE)
Sep06 060717 96.690 96.695 96.680 96.685 -0.005 104,356 681,244 -8,995
Dec06 060717 96.435 96.440 96.410 96.425 unch 155,763 701,900 -11,696
Mar07 060717 96.305 96.320 96.280 96.295 unch 157,905 556,629 -3,174
Total Volume and Open Interest 870,062 3,591,703 -77,967
3-Mth Aus T-Bills(SFE)
Sep06 060717 93.83 93.85 93.82 93.83 -0.01 16,021 148,282 -3,352
Dec06 060717 93.70 93.73 93.67 93.69 -0.01 23,027 271,530 -9,436
Mar07 060717 93.68 93.70 93.65 93.66 -0.02 7,283 101,061 +1,315
Jun07 060717 93.70 93.70 93.66 93.66 -0.02 2,297 68,329 +142
Sep07 060717 93.65 93.66 93.64 93.64 -0.03 3,675 26,828 +1,514
Dec07 060717 93.64 93.64 93.63 93.63 -0.02 477 19,968 -240
Mar08 060717 93.61 93.61 93.61 93.61 -0.02 648 10,863 +81
Jun08 060717 93.60 93.60 93.60 93.60 -0.02 48 6,035 +11
Sep08 060717 93.59 93.59 93.59 93.59 -0.01 4 1,639 +0
Dec08 060717 93.57 93.59 93.57 93.59 unch 1 1,289 +0
Total Volume and Open Interest 53,499 657,413 -9,965
10-Year Aus T-Bonds(SFE)
Sep06 060717 94.17 94.18 94.14 94.15 -0.01 18,652 316,540 -6,968
Dec06 060717 94.15 94.15 94.15 94.15 -0.01      
Total Volume and Open Interest 18,652 316,540 -6,968
3-Year Aus T-Bonds(SFE)
Sep06 060717 94.09 94.12 94.07 94.09 unch 56,194 432,854 -16,548
Dec06 060717 94.09 94.09 94.09 94.09 unch      
Total Volume and Open Interest 56,194 432,854 -16,548
Gold(CMX)
Aug06 060717 663.0 664.8 646.0 651.9 -16.1 59,324 159,586 -4,791
Oct06 060717 670.5 671.9 653.0 658.8 -16.2 1,840 18,610 +888
Dec06 060717 677.3 678.5 659.0 665.4 -16.3 15,956 79,446 +8,546
Feb07 060717 671.0 672.0 671.0 672.0 -16.4 264 15,679 +49
Apr07 060717 691.0 691.0 676.5 678.5 -16.5 500 2,539 +390
Jun07 060717 692.0 692.0 680.0 684.9 -16.7 92 14,394 +90
Aug07 060717 691.3 691.3 691.3 691.3 -16.8 2 1,269 -100
Oct07 060717 710.0 710.0 697.7 697.7 -16.9 0 3,683 +0
Dec07 060717 708.0 708.0 704.2 704.2 -17.0 90 18,352 +68
Feb08 060717 710.6 710.6 710.6 710.6 -17.1 0 1,503 +0
Apr08 060717 61.5 61.5 61.5 61.5 -17.2      
Jun08 060717 723.3 723.3 723.3 723.3 -17.3 79 1,070 -52
Total Volume and Open Interest 78,528 328,779 +5,104
Silver(CMX)
Jul06 060717 1101.0 1101.0 1101.0 1101.0 -44.0 40 528 -18
Sep06 060717 1143.0 1148.0 1105.0 1109.0 -44.0 10,740 48,608 -483
Dec06 060717 1156.0 1160.0 1117.0 1122.7 -43.8 436 23,717 -4
Mar07 060717 1175.0 1175.0 1136.0 1136.0 -44.2 9 8,184 -1
May07 060717 1143.8 1143.8 1143.8 1143.8 -43.6 0 2,728 +0
Jul07 060717 1151.0 1151.0 1151.0 1151.0 -43.0 172 5,786 +0
Sep07 060717 1154.4 1154.4 1154.4 1154.4 -44.1 53 701 -31
Total Volume and Open Interest 11,459 99,262 -537
Platinum(NYM)
Jul06 060717 1250.0 1250.0 1250.0 1250.0 -17.5 2 51 -20
Oct06 060717 1268.0 1268.0 1248.0 1250.0 -17.5 503 8,452 +130
Jan07 060717 1254.0 1254.0 1254.0 1254.0 -17.5 21 423 +21
Apr07 060717 1264.0 1264.0 1264.0 1264.0        
Palladium(NYME)
Sep06 060717 328.00 330.00 317.20 322.20 -12.30 403 13,581 +122
Dec06 060717 328.00 329.00 320.00 327.70 -12.30 7 547 +0
Mar07 060717 330.70 330.70 330.70 330.70 -12.30 0 1 +0
Total Volume and Open Interest 410 14,164 +122
Copper(CMX)
Jul06 060717 376.00 376.00 364.50 371.45 -11.50 566 3,869 -255
Sep06 060717 364.00 364.90 351.00 359.95 -11.30 4,293 47,273 +36
Dec06 060717 354.00 355.00 342.00 350.85 -10.40 801 10,855 +457
Mar07 060717 336.00 340.10 335.50 340.10 -9.65 8 2,695 -3
May07 060717 331.10 331.10 331.10 331.10 -8.65 0 666 +0
Total Volume and Open Interest 6,015 76,381 +171
Aluminum(CMX)
Jul06 060717 116.50 116.50 116.50 116.50 -2.50 0 7 -110
Aug06 060717 117.50 117.50 117.50 117.50 -2.50 0 377 +0
Sep06 060717 117.85 117.85 117.85 117.85 -2.50 0 1 +0
Oct06 060717 118.00 118.00 118.00 118.00 -2.50 0 40 +0
Nov06 060717 118.15 118.15 118.15 118.15 -2.50 0 40 +0
Dec06 060717 118.45 118.45 118.45 118.45 -2.50 0 566 +0
Total Volume and Open Interest 0 1,031 -110
DJIA Index(CBOT)
Sep06 060717 10760 10850 10757 10797 +14 7,140 55,104 -239
Dec06 060717 10935 10935 10883 10883 +14 1 1,980 +2
Mar07 060717 10948 10948 10948 10948 +14 0 5 +0
Jun07 060717 11019 11019 11019 11019 +14      
Total Volume and Open Interest 7,141 57,089 -237
S & P 500(CME)
Sep06 060717 1241.30 1247.20 1238.20 1240.50 -1.70 36,023 619,089 -1,391
Dec06 060717 1253.00 1255.60 1251.40 1251.40 -1.70 408 7,591 +395
Mar07 060717 1262.20 1262.20 1262.20 1262.20 -1.80 47 377 +35
Jun07 060717 1274.20 1274.20 1274.20 1274.20 -1.80 1 1,276 +1
Total Volume and Open Interest 36,479 628,619 -960
S & P 500 E-Mini(Globex)
Sep06 060717 1243.00 1247.50 1234.75 1240.50 -1.75 1,449,117 1,392,203 +20,992
Dec06 060717 1253.75 1257.50 1245.25 1251.50 -1.50 2,190 6,274 +1,363
Total Volume and Open Interest 1,451,307 1,398,477 +22,355
NASDAQ 100(CME)
Sep06 060717 1474.00 1487.00 1471.00 1480.30 +5.30 6,943 54,276 +397
Dec06 060717 1495.00 1500.00 1495.00 1498.80 +4.80 10 73 +4
Mar07 060717 1515.30 1515.30 1515.30 1515.30 +4.80      
Total Volume and Open Interest 6,953 54,349 +401
NASDAQ 100 E-Mini(Globex)
Sep06 060717 1476.30 1486.80 1464.80 1480.30 +5.30 461,141 389,056 +11,071
Dec06 060717 1489.80 1498.80 1489.80 1498.80 +4.80 293 310 +69
Total Volume and Open Interest 461,434 389,366 +11,140
S & P Midcap 400(CME)
Sep06 060717 75.64 79.44 70.64 72.74 -3.10 62 9,227 +6
Dec06 060717 79.74 79.74 79.74 79.74 -3.10 0 1 +0
Mar07 060717 86.74 86.74 86.74 86.74 -3.10      
Total Volume and Open Interest 62 9,228 +6
Russell 2000(CME)
Sep06 060717 683.75 689.00 678.50 682.70 -0.50 1,881 36,236 +1,367
Dec06 060717 688.70 688.70 688.70 688.70 -0.50 1 15 +0
Mar07 060717 694.70 694.70 694.70 694.70 -0.50      
Total Volume and Open Interest 1,882 36,251 +1,367
Russell 2000 E-Mini(Globex)
Sep06 060717 683.00 689.70 676.50 682.70 -0.50 209,140 432,057 +2,031
Dec06 060717 692.00 695.00 685.00 688.70 -0.50 94 399 +52
Total Volume and Open Interest 209,234 432,456 +2,083
Value Line(KCBT)
Sep06 060717 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060717 14700 14760 14650 14720 +30      
Dec06 060717 14695 14695 14695 14695 -145      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060714 14850 15005 14785 14805 -275 79,872 193,348 +5,352
Dec06 060714 14810 14810 14810 14810 -250      
Mar07 060714 14820 14820 14820 14820 -255 0 1 +0
Total Volume and Open Interest 79,889 193,446 +5,147
CAC 40(MATIF)
Jul06 060717 4798.5 4805.5 4712.5 4754.0 -28.5 93,634 429,382 -12,174
Aug06 060717 4807.0 4815.0 4727.5 4764.5 -28.5 1,330 53,435 -274
Sep06 060717 4815.5 4824.5 4733.5 4774.5 -28.5 4,349 62,992 +978
Total Volume and Open Interest 99,313 550,690 -11,473
Hang Seng Index(HKFE)
Jul06 060717 15998 16116 15937 16011 -125 46,404 108,896 +583
Aug06 060717 15960 16090 15912 15981 -133 969 3,254 -22
Sep06 060717 16018 16090 15917 16000 -115 85 1,322 +33
Total Volume and Open Interest 47,576 114,147 +593
DAX Index(EUREX)
Sep06 060717 5483.0 5487.5 5391.5 5441.0 -12.5 180,895 199,327 -10,027
Dec06 060717 5519.0 5519.0 5442.0 5485.5 -13.0 517 14,097 -122
Mar07 060717 5522.0 5559.0 5498.0 5535.0 -13.0 222 1,237 +94
Total Volume and Open Interest 181,634 214,661 -10,055
FT-SE 100(LIFFE)
Sep06 060717 5713.00 5718.00 5650.50 5689.50 -14.50 94,736 452,323 +8,108
Dec06 060717 5747.00 5747.00 5687.00 5721.00 -15.00 63 38,300 +25
Mar07 060717 5735.50 5735.50 5735.50 5735.50 -14.50 0 1,000 +0
Total Volume and Open Interest 94,799 493,373 +8,133
SPI 200(SFE)
Sep06 060717 4915.0 4961.0 4884.0 4959.0 +32.0 19,892 221,197 +6,219
Dec06 060717 4920.0 4974.0 4912.0 4973.0 +30.0 59 4,319 -26
Mar07 060717 4941.0 4981.0 4928.0 4981.0 +32.0 27 2,561 +26
Total Volume and Open Interest 19,983 230,345 +6,097
GSCI(CME)
Aug06 060717 506.70 506.90 495.80 495.80 -13.20 4,522 19,580 +3,123
Sep06 060717 501.00 501.00 501.00 501.00 -12.80      
Total Volume and Open Interest 9,190 22,645 -1,283
Reuters CRB Index(NYBOT)
Aug06 060717 392.00 392.00 387.50 387.50 -10.45 14 527 +4
Nov06 060717 404.00 404.00 396.00 396.00 -10.45 0 407 +0
Jan07 060717 398.00 398.00 398.00 398.00 -10.45      
Total Volume and Open Interest 14 938 +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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