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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 19, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060719 585.50 586.00 580.00 585.75 -3.25 10,640 47,668 -951
Sep06 060719 592.50 593.50 587.50 593.25 -3.25 3,393 31,229 +668
Nov06 060719 607.50 608.00 601.00 607.25 -3.75 47,714 189,569 -3,217
Jan07 060719 618.00 620.00 613.50 619.25 -3.75 1,623 16,245 -159
Mar07 060719 629.00 629.50 625.00 629.00 -4.75 1,914 10,007 -396
May07 060719 635.00 635.00 631.00 635.00 -3.75 1,636 10,110 -16
Jul07 060719 641.00 644.00 640.50 643.50 -5.00 1,388 10,874 -429
Total Volume and Open Interest 70,262 332,049 -4,859
Soybean Meal(CBOT)
Aug06 060719 168.20 168.90 167.50 168.80 -1.10 9,674 30,622 -686
Sep06 060719 170.00 170.50 168.80 170.30 -0.80 5,261 32,976 +2,089
Oct06 060719 171.00 171.40 169.80 170.80 -1.30 1,799 13,241 +220
Dec06 060719 172.50 173.30 171.50 172.70 -1.30 16,946 93,344 +2,456
Jan07 060719 174.00 174.50 172.90 174.10 -1.00 1,387 8,034 +348
Mar07 060719 175.50 176.70 175.10 176.00 -1.50 1,234 6,420 +278
May07 060719 177.00 177.00 175.70 176.50 -1.50 1,121 8,866 -118
Jul07 060719 178.00 178.80 177.50 178.80 -1.20 923 7,053 +497
Total Volume and Open Interest 38,876 205,456 +5,318
Soybean Oil(CBOT)
Aug06 060719 26.20 26.20 25.88 26.10 -0.25 7,997 25,577 -417
Sep06 060719 26.35 26.38 26.08 26.30 -0.28 5,234 27,297 +255
Oct06 060719 26.55 26.55 26.25 26.51 -0.32 1,584 13,494 -406
Dec06 060719 26.95 27.01 26.70 26.92 -0.26 23,689 166,009 -1,634
Jan07 060719 27.03 27.18 27.03 27.17 -0.31 407 8,119 -32
Mar07 060719 27.45 27.70 27.40 27.58 -0.22 383 5,506 -148
May07 060719 27.77 27.93 27.77 27.93 -0.27 151 13,023 -44
Jul07 060719 28.20 28.25 28.20 28.24 -0.26 11 11,409 -4
Total Volume and Open Interest 39,770 287,613 -2,423
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 060719 304.8 306.0 298.0 300.0 -5.0 3,541 66,206 +1,335
Jan07 060719 312.9 313.0 305.7 308.5 -5.4 434 6,588 +104
Mar07 060719 317.3 317.3 314.1 314.2 -6.5 2 800 +2
Total Volume and Open Interest 4,380 82,600 +1,528
Corn(CBOT)
Sep06 060719 242.00 246.75 238.75 244.75 -1.75 51,432 428,458 -497
Dec06 060719 258.00 263.25 254.75 261.75 -0.75 125,149 519,259 +1,080
Mar07 060719 271.00 276.00 268.25 274.75 -0.50 9,793 109,058 +2,101
May07 060719 280.50 284.00 277.00 283.75 +0.25 1,936 22,386 +422
Jul07 060719 288.50 293.50 285.75 292.25 -0.25 6,427 67,846 +2,186
Sep07 060719 293.00 298.50 292.50 298.00 -1.00 45 8,360 +31
Total Volume and Open Interest 208,524 1,355,613 +8,711
Wheat(CBOT)
Sep06 060719 395.00 397.50 389.00 393.00 -5.00 23,701 233,964 -1,515
Dec06 060719 413.50 417.00 408.00 412.75 -4.50 21,018 112,185 -456
Mar07 060719 430.00 433.50 425.00 429.50 -4.75 4,416 32,454 +659
May07 060719 436.00 438.00 436.00 438.00 -4.50 19 881 +9
Jul07 060719 447.00 450.00 441.00 446.25 -4.75 4,460 65,505 +686
Total Volume and Open Interest 57,764 475,340 -202
Wheat(KCBT)
Jul06 060714 487.00 490.00 483.50 487.00 +2.00 143 134 -106
Sep06 060719 486.00 488.00 477.00 487.00 -3.25 11,932 70,331 -1,363
Dec06 060719 500.50 503.00 491.00 502.50 -2.00 7,579 60,384 +611
Mar07 060719 505.00 509.00 497.00 508.00 -0.50 1,233 8,465 -235
May07 060719 501.00 501.00 493.00 500.00 -2.00 51 328 +21
Total Volume and Open Interest 23,046 167,825 -326
Wheat(MGE)
Jul06 060714 520.00 520.00 520.00 520.00 +12.00      
Sep06 060719 495.00 496.00 484.00 495.50 -4.50 3,817 21,714 -24
Dec06 060719 500.00 500.50 491.00 499.50 -7.00 2,632 26,880 +121
Mar07 060719 504.00 505.50 497.00 504.00 -8.00 94 2,603 -64
May07 060719 502.00 502.00 495.00 502.00 -3.00 32 145 +15
Total Volume and Open Interest 6,874 57,795 +96
Oats(CBOT)
Sep06 060719 198.00 198.00 191.00 193.50 -6.25 373 5,598 -74
Dec06 060719 199.00 199.00 191.50 193.75 -6.50 828 8,606 +83
Mar07 060719 203.00 203.00 199.00 199.00 -5.50 83 204 +52
May07 060719 200.50 200.50 200.50 200.50 -5.50 0 4 +0
Total Volume and Open Interest 1,312 14,435 +72
Rough Rice(CBOT)
Jul06 060719 9.30 9.36 9.30 9.30 +0.04 16 29 -28
Sep06 060719 9.45 9.48 9.34 9.48 +0.05 80 5,475 +21
Nov06 060719 9.67 9.71 9.58 9.71 +0.05 74 5,376 +32
Jan07 060719 9.79 9.88 9.79 9.88 +0.06 2 945 -2
Total Volume and Open Interest 176 13,197 +24
Live Cattle(CME)
Aug06 060719 82.600 84.700 82.450 84.400 +1.700 10,529 61,503 -1,835
Oct06 060719 86.200 88.800 86.150 88.350 +1.775 7,457 105,759 +2,125
Dec06 060719 87.375 89.450 87.350 89.150 +1.575 3,838 38,442 +1,272
Feb07 060719 89.750 91.475 89.600 91.425 +1.550 1,605 19,284 +32
Apr07 060719 87.900 89.475 87.850 89.225 +1.275 723 4,504 +175
Jun07 060719 82.800 84.200 82.800 84.200 +1.250 108 2,637 +47
Total Volume and Open Interest 24,268 232,171 +1,819
Feeder Cattle(CME)
Aug06 060719 113.500 116.300 113.200 115.725 +2.175 2,026 13,701 -327
Sep06 060719 113.100 116.000 112.950 115.750 +2.425 872 8,469 +220
Oct06 060719 112.700 115.450 112.500 115.250 +2.425 1,146 5,107 +351
Nov06 060719 110.900 113.250 110.700 113.250 +2.325 151 1,310 +53
Jan07 060719 106.300 108.500 106.300 108.050 +1.900 47 1,648 +31
Mar07 060719 103.400 105.500 103.400 105.000 +1.650 1 279 +0
Apr07 060719 104.600 104.600 104.600 104.600 +1.900 2 83 +0
Total Volume and Open Interest 4,245 30,695 +328
Lean Hogs(CME)
Aug06 060719 67.800 67.950 67.025 67.800 -0.400 10,803 42,523 -1,930
Oct06 060719 59.700 60.000 58.650 59.925 +0.200 10,463 82,885 +1,641
Dec06 060719 57.300 57.600 56.450 57.400 -0.325 1,237 19,303 +369
Feb07 060719 59.400 59.450 58.800 59.200 -0.400 483 6,609 +232
Apr07 060719 60.550 60.875 60.300 60.875 -0.200 152 3,543 +94
May07 060719 63.275 63.725 63.000 63.725 -0.025 25 531 +3
Jun07 060719 65.300 65.750 65.300 65.650 -0.100 63 1,111 +35
Jul07 060719 63.200 63.650 63.000 63.400 -0.050 36 370 -3
Total Volume and Open Interest 23,262 156,875 -4,887
Pork Bellies(CME)
Jul06 060719 95.200 96.700 94.600 96.700 +1.475 14 98 -6
Aug06 060719 92.300 94.300 91.100 93.500 +1.350 341 1,600 +28
Feb07 060719 87.500 89.400 87.500 88.500 +1.000 18 75 -5
Mar07 060719 89.250 89.250 89.250 89.250 +1.750 0 9 +0
Total Volume and Open Interest 373 1,782 +17
Class III Milk(CME)
Jul06 060719 10.98 10.98 10.95 10.96 +0.01 79 3,510 -9
Aug06 060719 11.33 11.33 11.24 11.25 -0.05 46 4,278 +31
Sep06 060719 11.95 11.95 11.90 11.90 -0.02 127 4,874 +42
Oct06 060719 12.28 12.30 12.25 12.30 +0.05 100 4,116 +23
Nov06 060719 12.25 12.27 12.20 12.20 +0.02 73 3,498 +11
Total Volume and Open Interest 525 31,181 +150
Cocoa(NYBOT)
Sep06 060719 1517 1527 1497 1503 +6 21,865 77,261 -8,889
Dec06 060719 1556 1561 1533 1539 +5 8,865 33,094 -417
Mar07 060719 1585 1589 1563 1569 +6 893 20,812 +203
May07 060719 1600 1600 1587 1590 +5 723 8,702 +255
Jul07 060719 1611 1611 1611 1611 +5 2 3,650 -2
Sep07 060719 1628 1628 1628 1628 +3 0 8,732 +0
Dec07 060719 1652 1652 1652 1652 +4 668 7,134 +88
Total Volume and Open Interest 33,016 159,405 -8,762
Coffee "C"(NYBOT)
Jul06 060719 96.75 96.75 93.50 95.90 -0.20 100 30 -125
Sep06 060719 97.40 98.00 96.70 97.15 +0.05 6,102 80,006 -346
Dec06 060719 101.25 101.90 100.90 101.10 unch 1,430 26,107 +507
Mar07 060719 105.00 105.70 104.85 104.95 unch 351 7,479 +44
May07 060719 107.00 108.00 107.00 107.30 unch 53 2,728 +5
Jul07 060719 109.70 109.70 109.50 109.65 unch 96 1,264 +33
Total Volume and Open Interest 8,182 120,361 +120
Orange Juice(NYBOT)
Sep06 060719 153.30 157.25 153.30 156.85 +3.55 3,529 19,797 -747
Nov06 060719 154.25 157.40 153.50 156.75 +3.25 514 3,274 +12
Jan07 060719 152.75 156.00 152.75 156.00 +3.35 859 2,620 +500
Mar07 060719 155.50 156.00 155.50 156.00 +3.35 55 553 -18
May07 060719 156.00 156.00 156.00 156.00 +3.35 10 135 +0
Total Volume and Open Interest 4,968 26,413 -252
Sugar #11(NYBOT)
Oct06 060719 15.45 15.58 15.32 15.36 -0.31 24,258 263,489 -280
Mar07 060719 15.90 15.94 15.70 15.74 -0.33 9,655 87,939 +261
May07 060719 15.82 15.83 15.63 15.65 -0.34 1,319 42,460 +875
Jul07 060719 15.58 15.64 15.42 15.47 -0.36 1,321 29,137 -260
Oct07 060719 15.56 15.69 15.55 15.55 -0.33 627 24,437 -379
Total Volume and Open Interest 38,091 462,175 +726
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060719 22.55 22.65 22.50 22.65 +0.10 306 2,378 -8
Nov06 060719 22.50 22.53 22.50 22.53 -0.02 38 2,214 +0
Jan07 060719 22.35 22.50 22.35 22.50 unch 11 1,404 +11
Mar07 060719 22.35 22.50 22.33 22.40 +0.02 50 1,547 +50
Total Volume and Open Interest 405 9,490 +53
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 3,541 13,919 -1,196
Sep06 060719 866 892 861 868 +4 17,047 62,733 -8,662
Dec06 060719 882 903 878 880 +1 7,631 46,024 +220
Mar07 060719 895 915 891 894 +1 5,701 31,101 +1,838
May07 060719 925 925 905 905 +1 1,433 10,302 +79
Jul07 060719 912 916 912 914 +1 433 5,251 +206
Sep07 060719 920 923 920 923 +1 919 2,831 +734
Total Volume and Open Interest 34,568 169,486 -4,458
London Coffee(LCE)
Jul06 060719 1218.00 1224.00 1218.00 1224.00 +5.00 23 1,454 +8
Sep06 060719 1235.00 1242.00 1227.00 1232.00 -2.00 5,703 71,437 -378
Nov06 060719 1246.00 1251.00 1236.00 1241.00 -3.00 3,653 41,853 -1,000
Jan07 060719 1239.00 1241.00 1230.00 1233.00 -6.00 2,568 12,843 +223
Mar07 060719 1235.00 1237.00 1228.00 1228.00 -6.00 41 2,678 +8
May07 060719 1241.00 1248.00 1236.00 1236.00 -6.00 24 1,225 -24
Total Volume and Open Interest 12,023 132,022 -1,165
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,452 3,161 -1,199
Oct06 060719 457.00 457.60 449.00 450.00 -8.80 5,319 38,292 -1,594
Dec06 060719 452.00 452.20 445.90 446.00 -9.40 188 11,314 +63
Mar07 060719 438.00 438.00 433.00 433.00 -7.80 425 9,571 +183
May07 060719 434.00 435.00 432.60 432.60 -7.00 32 4,005 +28
Total Volume and Open Interest 5,976 66,516 -1,326
Cotton(NYBOT)
Oct06 060719 52.90 53.25 52.50 52.90 +0.50 504 4,884 -184
Dec06 060719 54.50 55.15 54.26 54.70 +0.53 10,965 125,004 -597
Mar07 060719 57.50 58.00 57.30 57.63 +0.52 1,225 24,256 +410
May07 060719 58.50 58.50 58.50 58.50 +0.50 1 1,235 +0
Jul07 060719 59.25 59.60 59.25 59.30 +0.37 20 2,279 +20
Oct07 060719 59.50 59.50 59.50 59.50 +0.30 0 44 +0
Total Volume and Open Interest 12,900 161,267 -255
Lumber(CME)
Sep06 060719 278.3 279.1 275.5 278.9 -2.3 467 4,340 +54
Nov06 060719 279.0 282.6 278.5 282.4 +1.7 168 694 +65
Jan07 060719 290.6 292.7 289.6 292.7 -0.1 69 101 -11
Mar07 060719 300.0 300.0 300.0 300.0 -2.0 7 23 +6
Total Volume and Open Interest 711 5,167 +114
Crude Oil(NYM)
Aug06 060719 73.15 73.60 71.65 72.66 -0.88 90,991 56,517 -21,302
Sep06 060719 75.15 75.55 73.51 74.77 -0.49 99,734 272,169 +5,552
Oct06 060719 76.07 76.55 74.50 75.74 -0.40 26,959 77,132 +2,540
Nov06 060719 76.80 77.15 75.20 76.39 -0.35 10,161 29,893 +792
Dec06 060719 77.10 77.50 75.90 76.85 -0.32 19,245 120,630 +1,039
Jan07 060719 77.60 77.60 76.50 77.16 -0.28 3,380 41,673 +554
Feb07 060719 76.60 77.35 76.60 77.35 -0.26 1,669 17,886 +906
Mar07 060719 77.47 77.47 77.47 77.47 -0.25 2,629 18,431 -338
Apr07 060719 77.20 77.52 77.20 77.52 -0.24 2,438 22,808 +822
May07 060719 77.52 77.52 77.52 77.52 -0.23 955 16,938 +791
Jun07 060719 77.80 77.80 76.80 77.48 -0.22 1,780 47,930 -12
Jul07 060719 77.41 77.41 77.41 77.41 -0.22 50 10,535 +0
Aug07 060719 77.34 77.34 77.34 77.34 -0.22 900 8,357 +122
Sep07 060719 77.27 77.27 77.27 77.27 -0.22 1,425 9,636 +293
Oct07 060719 77.18 77.18 77.18 77.18 -0.22 520 6,707 +405
Nov07 060719 77.06 77.06 77.06 77.06 -0.22 400 7,051 +0
Total Volume and Open Interest 281,637 1,086,762 -7,790
Heating Oil(NYM)
Aug06 060719 197.25 198.50 191.50 196.51 -1.83 24,986 34,313 -2,936
Sep06 060719 205.00 207.20 200.00 204.84 -2.53 21,082 66,387 +1,900
Oct06 060719 210.00 213.25 207.50 211.24 -2.13 5,083 14,580 +830
Nov06 060719 216.00 217.70 213.50 216.09 -1.58 1,104 8,169 +123
Dec06 060719 219.50 221.50 217.00 220.24 -1.23 1,917 19,002 +68
Jan07 060719 223.00 224.90 221.00 223.84 -0.78 556 16,068 +232
Feb07 060719 226.00 227.00 223.00 225.69 -0.58 865 6,470 +502
Mar07 060719 224.00 226.00 221.50 224.89 -0.38 859 5,164 -40
Apr07 060719 220.30 221.00 218.00 220.39 -0.28 923 6,027 +163
May07 060719 216.75 216.79 215.00 216.79 -0.18 103 1,088 -15
Jun07 060719 213.00 215.14 213.00 215.14 -0.13 266 7,903 +99
Jul07 060719 216.04 216.04 216.04 216.04 -0.03 14 623 -12
Total Volume and Open Interest 57,972 189,061 +867
Unleaded Gas(NYM)
Aug06 060719 226.50 227.50 219.75 222.98 -3.72 23,885 32,143 -3,156
Sep06 060719 225.00 226.60 219.50 221.84 -3.84 14,376 48,526 +3,006
Oct06 060719 211.00 211.00 205.50 207.94 -3.04 1,848 8,267 +248
Nov06 060719 201.40 201.50 200.00 200.59 -2.79 716 3,178 +115
Dec06 060719 195.09 195.09 195.09 195.09 -2.49 616 4,888 +139
Jan07 060719 194.50 194.50 193.79 193.79 -2.69 0 1,698 +0
Total Volume and Open Interest 41,441 98,700 +352
Natural Gas(NYM)
Aug06 060719 5.650 5.930 5.650 5.862 +0.307 37,614 50,400 -7,999
Sep06 060719 5.780 6.050 5.770 5.984 +0.315 29,586 118,382 +8,662
Oct06 060719 6.080 6.290 6.060 6.269 +0.295 17,322 55,029 +991
Nov06 060719 7.540 7.770 7.530 7.739 +0.280 12,237 58,632 -1,089
Dec06 060719 9.130 9.350 9.130 9.339 +0.260 5,460 34,657 +102
Jan07 060719 9.910 10.150 9.910 10.099 +0.250 2,838 51,290 -658
Feb07 060719 9.950 10.180 9.950 10.134 +0.245 2,113 30,294 +393
Mar07 060719 9.770 9.990 9.770 9.939 +0.240 2,754 57,056 +366
Apr07 060719 8.160 8.250 8.150 8.229 +0.120 5,167 34,793 +149
May07 060719 8.070 8.070 7.970 8.049 +0.117 815 22,804 -235
Jun07 060719 8.060 8.134 8.060 8.134 +0.117 148 12,729 +89
Jul07 060719 8.200 8.239 8.160 8.239 +0.112 81 9,601 -36
Aug07 060719 8.300 8.324 8.234 8.324 +0.112 108 8,828 +6
Sep07 060719 8.340 8.424 8.340 8.424 +0.112 79 9,802 -7
Oct07 060719 8.570 8.600 8.550 8.597 +0.105 2,715 27,527 -20
Nov07 060719 9.340 9.362 9.340 9.362 +0.100 1,354 12,372 +324
Total Volume and Open Interest 125,546 893,278 +2,353
Brent Crude Oil(ICE)
Sep06 060719 74.75 75.13 72.59 73.90 -0.46 95,263 134,891 -4,486
Oct06 060719 75.43 75.76 73.25 74.52 -0.53 37,567 120,359 +2,653
Nov06 060719 76.08 76.28 73.83 75.05 -0.53 9,375 22,800 +482
Dec06 060719 76.63 76.70 74.23 75.53 -0.42 9,305 51,948 -444
Jan07 060719 76.87 77.10 75.09 75.86 -0.41 3,161 18,514 +409
Feb07 060719 76.93 77.30 74.89 76.07 -0.38 2,263 9,824 +926
Mar07 060719 75.97 76.59 75.02 76.18 -0.36 1,901 11,714 +952
Apr07 060719 76.46 76.46 75.30 76.19 -0.35 482 11,530 +347
May07 060719 76.90 76.90 75.92 76.19 -0.30 19 3,148 +16
Jun07 060719 77.06 77.06 75.19 76.15 -0.28 946 13,417 +188
Jul07 060719 76.30 76.30 75.89 76.09 -0.24 25 491 +0
Aug07 060719 75.60 76.02 75.60 76.02 -0.21 0 998 +0
Sep07 060719 75.50 75.94 75.31 75.94 -0.19 0 1,400 +0
Oct07 060719 75.27 75.85 75.21 75.85 -0.18 0 240 +0
Total Volume and Open Interest 162,950 460,822 +1,060
Gas Oil(ICE)
Aug06 060719 644.00 646.25 616.75 622.00 -33.50 32,877 69,515 +69,515
Sep06 060719 656.50 659.00 630.75 636.00 -32.25 16,327 51,185 +51,185
Oct06 060719 667.25 670.50 643.25 648.25 -31.25 4,074 25,282 +25,282
Nov06 060719 677.25 681.00 656.50 659.50 -29.75 2,187 13,914 +13,914
Dec06 060719 687.00 689.25 663.75 668.50 -28.75 2,672 33,668 +33,668
Jan07 060719 691.75 693.00 673.00 675.50 -28.00 1,427 14,600 +14,600
Feb07 060719 694.25 694.25 679.75 679.75 -27.25 117 2,187 +2,187
Mar07 060719 684.50 684.50 679.25 679.25 -27.00 0 5,610 +5,610
Apr07 060719 677.25 677.25 677.25 677.25 -26.50 0 1,975 +1,975
May07 060719 675.25 675.25 675.25 675.25 -26.00 0 350 +350
Total Volume and Open Interest 60,841 265,902 +265,902
US Dollar Index(NYBOT)
Sep06 060719 86.78 87.05 86.08 86.18 -0.55 3,503 15,013 -6
Dec06 060719 86.42 86.64 85.74 85.81 -0.55 9 2,215 +0
Mar07 060719 85.46 85.46 85.46 85.46 -0.55 0 5 +0
Total Volume and Open Interest 3,512 17,233 -6
Australian Dollar(CME)
Sep06 060719 74.45 75.05 74.03 74.90 +0.35 5,000 54,042 -299
Dec06 060719 73.90 74.79 73.90 74.79 +0.35 0 592 -24
Mar07 060719 74.66 74.66 74.66 74.66 +0.35 0 9 +0
Total Volume and Open Interest 5,000 54,649 -323
British Pound(CME)
Sep06 060719 182.97 184.63 182.60 184.60 +1.68 1,000 87,531 +4,869
Dec06 060719 185.03 185.03 185.03 185.03 +1.68 0 545 +21
Mar07 060719 185.40 185.40 185.40 185.40 +1.68 0 4 +0
Total Volume and Open Interest 1,000 88,080 +4,890
Canadian Dollar(CME)
Sep06 060719 88.02 88.56 87.83 88.21 +0.01 4,663 80,306 +116
Dec06 060719 88.23 88.64 88.23 88.48 +0.01 6 2,336 -5
Mar07 060719 88.50 88.74 88.50 88.74 +0.01 1 334 +2
Jun07 060719 89.00 89.00 89.00 89.00 +0.01 3 237 -3
Total Volume and Open Interest 4,673 83,415 +110
Japanese Yen(CME)
Sep06 060719 85.74 86.48 85.55 86.31 +0.36 8,092 183,294 +9,900
Dec06 060719 86.70 87.42 86.70 87.42 +0.36 0 20,240 -165
Mar07 060719 88.52 88.52 88.52 88.52 +0.36 0 7 +0
Total Volume and Open Interest 8,092 203,567 +9,734
Swiss Franc(CME)
Sep06 060719 80.07 80.82 79.93 80.73 +0.31 6,840 68,895 +6,203
Dec06 060719 81.36 81.50 81.36 81.50 +0.31 0 702 +25
Mar07 060719 82.24 82.24 82.24 82.24 +0.31 0 15 -3
Total Volume and Open Interest 6,840 69,612 +6,225
EuroFX(CME)
Sep06 060719 125.36 126.62 125.05 126.52 +0.90 6,460 151,353 +721
Dec06 060719 127.23 127.23 127.23 127.23 +0.90 25 1,278 -24
Mar07 060719 127.87 127.87 127.87 127.87 +0.90 0 96 +1
Total Volume and Open Interest 6,485 152,795 +698
Mexican Peso(CME)
Sep06 060719 9127.0 9190.0 9100.0 9172.0 +55.0 4,205 56,927 -1,581
Dec06 060719 4.4 4.4 5.9 5.9 +2.6 3 23,089 -14
Total Volume and Open Interest 4,208 81,681 -1,595
30-Year T-Bonds(CBOT)
Sep06 060719 106~27 107~23 106~09 107~19 +0~24 352,857 742,255 +5,606
Dec06 060719 106~31 107~30 106~05 107~26 +0~25 2,553 11,226 +2,343
Mar07 060719 107~20 107~20 107~20 107~20 +0~25 0 6 +0
Total Volume and Open Interest 355,410 753,502 +7,949
10-Year T-Notes(CBOT)
Sep06 060719 104~270 105~145 104~165 105~130 +0~175 1,085,024 2,083,042 +115,291
Dec06 060719 104~245 105~120 104~160 105~115 +0~180 1,401 38,678 +1,926
Total Volume and Open Interest 1,086,425 2,121,727 +117,217
5-Year T-Notes(CBOT)
Sep06 060719 103~115 103~255 103~060 103~240 +0~115 490,984 0 +0
Dec06 060719 103~115 103~250 103~115 103~250 +0~125 681 0 +0
Total Volume and Open Interest 491,665    
2 Year T-Notes(CBOT)
Sep06 060719 101~040 101~064 101~030 101~062 +0~018 7,287 572,566 -1,614
Dec06 060719 101~044 101~070 101~044 101~070 +0~018 460 1,448 +356
Total Volume and Open Interest 7,747 574,014 -1,258
Eurodollars(CME)
Sep06 060719 94.380 94.445 94.335 94.435 +0.035 33,771 1,548,009 +24,944
Dec06 060719 94.355 94.440 94.300 94.430 +0.060 20,668 1,617,984 +33,982
Mar07 060719 94.385 94.500 94.340 94.490 +0.090 19,032 1,265,222 +5,969
Jun07 060719 94.445 94.585 94.400 94.570 +0.105 16,890 982,763 +5,646
Sep07 060719 94.505 94.645 94.465 94.635 +0.110 31,579 903,146 +45,969
Dec07 060719 94.525 94.660 94.490 94.655 +0.115 12,648 776,704 +34,425
Mar08 060719 94.530 94.660 94.495 94.655 +0.110 34,052 544,774 -8,539
Jun08 060719 94.515 94.650 94.480 94.640 +0.110 12,336 312,271 +283
Sep08 060719 94.500 94.620 94.465 94.620 +0.110 28,079 292,393 -8,050
Dec08 060719 94.465 94.590 94.425 94.585 +0.110 5,732 241,306 +1,157
Mar09 060719 94.445 94.570 94.410 94.560 +0.105 13,189 203,321 +2,265
Jun09 060719 94.420 94.540 94.385 94.530 +0.100 3,900 149,201 +1,245
Sep09 060719 94.370 94.510 94.365 94.500 +0.095 4,714 112,990 -979
Dec09 060719 94.330 94.470 94.330 94.460 +0.095 3,895 106,818 +113
Mar10 060719 94.420 94.445 94.420 94.445 +0.095 3,257 97,006 +500
Jun10 060719 94.295 94.425 94.295 94.420 +0.090 3,295 70,216 -551
Sep10 060719 94.305 94.395 94.265 94.395 +0.090 1,680 85,318 -4
Dec10 060719 94.270 94.360 94.230 94.360 +0.090 1,827 65,747 -370
Total Volume and Open Interest 255,785 9,567,100 +138,082
3-Mth Euro-Yen(CME)
Sep06 060719 99.51 99.51 99.51 99.51 unch 166 13,010 +116
Dec06 060719 99.35 99.36 99.35 99.35 -0.01 807 12,006 -471
Mar07 060719 99.19 99.19 99.18 99.19 unch 124 5,605 -1,384
Jun07 060719 99.04 99.04 99.04 99.04 unch 10 5,539 -188
Sep07 060719 98.89 98.89 98.89 98.89 -0.01 320 2,835 +1,012
Dec07 060719 98.77 98.77 98.76 98.76 -0.01 5 1,579 +5
Mar08 060719 98.66 98.66 98.65 98.65 unch 0 835 +4
Jun08 060719 98.54 98.54 98.54 98.54 unch 0 255 +0
Sep08 060719 98.44 98.44 98.44 98.44 unch 0 7 +0
Dec08 060719 98.32 98.32 98.32 98.32 unch 0 4 +0
Total Volume and Open Interest 1,432 41,681 -906
3-Mth Euro-Yen(SIMEX)
Sep06 060719 99.52 99.52 99.51 99.51 -0.01 1,759 73,982 +2,925
Dec06 060719 99.36 99.38 99.36 99.36 -0.01 21,566 136,957 +26,988
Mar07 060719 99.19 99.21 99.19 99.19 -0.01 1,583 57,594 -510
Jun07 060719 99.05 99.05 99.03 99.04 -0.01 1,061 27,478 +1,012
Sep07 060719 98.89 98.90 98.89 98.89 -0.01 792 20,943 +6,461
Dec07 060719 98.76 98.76 98.76 98.76 -0.01 1,535 37,399 +1,211
Mar08 060719 98.65 98.65 98.65 98.65 -0.01 4 21,167 +48
Jun08 060719 98.55 98.55 98.55 98.55 -0.01 0 1,099 +0
Total Volume and Open Interest 28,300 377,660 +38,135
German Euro-Bund(EUREX)
Sep06 060719 115.91 116.27 115.58 116.14 +0.23 1,008,861 1,444,017 +25,623
Dec06 060719 115.21 115.53 114.92 115.45 +0.22 1,835 10,535 +1,552
Mar07 060719 115.09 115.09 115.09 115.09 +0.18 210 10 +0
Total Volume and Open Interest 1,010,906 1,454,562 +27,175
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060719 108.80 108.99 108.80 108.99 +0.14 0 11 +0
Mar07 060719 108.82 108.82 108.82 108.82 +0.12      
Total Volume and Open Interest 585,013 1,011,641 +14,162
Long Gilt(LIFFE)
Sep06 060719 109~08 109~20 109~01 109~16 +0~06 84,709 254,963 -5,643
Dec06 060719 109~11 109~11 109~11 109~11 +0~06      
Total Volume and Open Interest 84,709 254,963 -5,643
3-Mth Short Sterling(LIFFE)
Sep06 060719 95.18 95.18 95.18 95.18 +0.04 224,252 448,514 +27,306
Dec06 060719 95.04 95.04 95.04 95.04 +0.05 214,227 366,435 +13,629
Mar07 060719 94.94 94.94 94.94 94.94 +0.05 120,893 376,264 +11,354
Total Volume and Open Interest 782,582 2,207,527 +60,298
3-Mth Euribor(LIFFE)
Sep06 060719 96.680 96.690 96.660 96.675 unch 89,666 677,871 +579
Dec06 060719 96.400 96.420 96.365 96.400 unch 134,312 672,445 -13,027
Mar07 060719 96.265 96.290 96.215 96.270 +0.015 127,341 557,554 -4,580
Total Volume and Open Interest 709,480 3,462,165 -71,030
3-Mth Aus T-Bills(SFE)
Sep06 060719 93.81 93.85 93.81 93.84 +0.01 9,101 146,248 -6,338
Dec06 060719 93.67 93.71 93.66 93.70 +0.02 25,355 268,272 -6,170
Mar07 060719 93.62 93.66 93.61 93.65 +0.02 13,660 98,188 -4,673
Jun07 060719 93.62 93.65 93.61 93.65 +0.02 7,690 67,558 +251
Sep07 060719 93.61 93.63 93.61 93.63 +0.01 1,263 27,284 +466
Dec07 060719 93.58 93.61 93.58 93.61 +0.01 881 19,955 +341
Mar08 060719 93.57 93.58 93.57 93.58 -0.01 533 11,163 +72
Jun08 060719 93.55 93.57 93.55 93.57 -0.01 190 6,450 +105
Sep08 060719 93.55 93.55 93.55 93.55 -0.01 82 1,605 -9
Dec08 060719 93.55 93.55 93.55 93.55 unch 56 1,431 +1
Total Volume and Open Interest 58,841 649,760 -15,937
10-Year Aus T-Bonds(SFE)
Sep06 060719 94.07 94.11 94.07 94.11 0.00 29,428 316,105 -2,091
Dec06 060719 94.11 94.11 94.11 94.11 0.00      
Total Volume and Open Interest 29,428 316,105 -2,091
3-Year Aus T-Bonds(SFE)
Sep06 060719 94.02 94.07 94.01 94.06 unch 70,485 417,197 -10,023
Dec06 060719 94.06 94.06 94.06 94.06 unch      
Total Volume and Open Interest 70,485 417,197 -10,023
Gold(CMX)
Aug06 060719 627.0 647.5 625.1 642.8 +13.3 64,970 148,110 -8,315
Oct06 060719 633.0 655.0 632.0 649.5 +13.3 2,703 18,680 -340
Dec06 060719 641.0 661.0 638.0 656.0 +13.3 14,903 86,009 +4,485
Feb07 060719 646.0 664.0 644.5 662.5 +13.4 135 15,785 +9
Apr07 060719 654.0 671.0 654.0 669.0 +13.5 219 2,505 +10
Jun07 060719 662.5 675.3 656.0 675.3 +13.5 116 14,505 +110
Aug07 060719 681.7 681.7 681.7 681.7 +13.6 3 1,269 -3
Oct07 060719 688.0 688.0 688.0 688.0 +13.6 0 3,684 +0
Dec07 060719 676.0 694.4 676.0 694.4 +13.6 15 18,408 +2
Feb08 060719 700.7 700.7 700.7 700.7 +13.6 0 1,503 +0
Apr08 060719 51.6 51.6 51.6 51.6 +13.6      
Jun08 060719 713.3 713.3 713.3 713.3 +13.6 0 1,070 +0
Total Volume and Open Interest 83,114 324,276 -3,992
Silver(CMX)
Jul06 060719 1087.0 1105.5 1087.0 1105.5 +60.0 16 483 -161
Sep06 060719 1071.0 1119.0 1066.0 1112.5 +60.0 15,983 48,288 -175
Dec06 060719 1085.0 1130.0 1080.0 1125.2 +60.0 1,656 24,459 +240
Mar07 060719 1097.0 1139.0 1097.0 1139.0 +60.0 212 8,325 -9
May07 060719 1096.0 1147.0 1096.0 1147.0 +60.0 0 2,728 +0
Jul07 060719 1110.0 1154.5 1110.0 1154.5 +60.0 2 5,784 +0
Sep07 060719 1157.9 1157.9 1157.9 1157.9 +60.0 0 701 +0
Total Volume and Open Interest 18,007 99,954 -24
Platinum(NYM)
Jul06 060719 1237.5 1237.5 1237.5 1237.5 +2.9 0 47 +0
Oct06 060719 1219.0 1238.0 1215.0 1237.5 +2.9 808 8,546 +9
Jan07 060719 1241.5 1241.5 1241.5 1241.5 +2.9 0 423 +0
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Total Volume and Open Interest 515 9,013  
Palladium(NYME)
Sep06 060719 301.20 318.50 301.00 318.05 +3.85 555 13,551 -16
Dec06 060719 303.00 323.55 303.00 323.55 +3.85 6 545 +1
Mar07 060719 326.55 326.55 326.55 326.55 +3.85 0 1 +0
Total Volume and Open Interest 561 14,132 -15
Copper(CMX)
Jul06 060719 359.00 368.50 356.50 367.85 -0.20 638 3,239 -346
Sep06 060719 347.80 360.50 345.00 359.35 +1.90 5,560 47,311 +46
Dec06 060719 339.00 352.80 336.50 350.60 +2.20 1,016 11,504 +266
Mar07 060719 339.75 339.75 339.75 339.75 +2.35 173 2,730 +28
May07 060719 330.75 330.75 330.75 330.75 +3.35 13 677 +11
Total Volume and Open Interest 8,181 76,332 +39
Aluminum(CMX)
Jul06 060719 115.00 115.00 115.00 115.00 +1.00 0 7 +0
Aug06 060719 116.00 116.00 116.00 116.00 +1.00 5 377 +0
Sep06 060719 117.00 117.00 117.00 117.00 +1.00 0 1 +0
Oct06 060719 117.15 117.15 117.15 117.15 +1.00 0 40 +0
Nov06 060719 117.30 117.30 117.30 117.30 +1.00 0 40 +0
Dec06 060719 117.60 117.60 117.60 117.60 +1.00 0 566 +0
Total Volume and Open Interest 5 1,031 +0
DJIA Index(CBOT)
Sep06 060719 10870 11087 10825 11048 +182 7,557 54,600 -765
Dec06 060719 11085 11170 11085 11138 +186 4 1,978 -4
Mar07 060719 11199 11199 11199 11199 +182 0 5 +0
Jun07 060719 11270 11270 11270 11270 +182      
Total Volume and Open Interest 7,561 56,583 -769
S & P 500(CME)
Sep06 060719 1247.50 1269.00 1247.30 1262.50 +16.80 36,534 618,308 +1,029
Dec06 060719 1260.70 1279.50 1260.70 1273.70 +16.90 171 7,736 +105
Mar07 060719 1284.90 1284.90 1284.90 1284.90 +17.10 0 384 +0
Jun07 060719 1296.90 1296.90 1296.90 1296.90 +17.10 0 1,276 +0
Total Volume and Open Interest 36,705 627,990 +1,134
S & P 500 E-Mini(Globex)
Sep06 060719 1246.00 1269.00 1244.00 1262.50 +16.75 1,584,211 1,397,230 +11,852
Dec06 060719 1257.00 1279.75 1256.00 1273.75 +17.00 439 6,178 +59
Total Volume and Open Interest 1,584,650 1,403,408 +11,911
NASDAQ 100(CME)
Sep06 060719 1480.00 1510.00 1480.00 1490.80 +4.00 6,260 54,830 +600
Dec06 060719 1509.30 1509.30 1509.30 1509.30 +4.00 0 71 +0
Mar07 060719 1525.80 1525.80 1525.80 1525.80 +4.00      
Total Volume and Open Interest 6,260 54,901 +600
NASDAQ 100 E-Mini(Globex)
Sep06 060719 1488.00 1510.30 1476.50 1490.80 +4.00 521,605 426,363 +19,715
Dec06 060719 1502.80 1527.00 1495.80 1509.30 +4.00 60 309 +2
Total Volume and Open Interest 521,665 426,672 +19,717
S & P Midcap 400(CME)
Sep06 060719 71.64 89.64 71.64 86.34 +14.20 101 9,313 +24
Dec06 060719 93.34 93.34 93.34 93.34 +14.20 0 1 +0
Mar07 060719 100.34 100.34 100.34 100.34 +14.20      
Total Volume and Open Interest 101 9,314 +24
Russell 2000(CME)
Sep06 060719 685.50 708.00 685.50 702.50 +15.80 1,140 36,778 +205
Dec06 060719 708.50 708.50 708.50 708.50 +15.80 0 14 +0
Mar07 060719 714.50 714.50 714.50 714.50 +15.80      
Total Volume and Open Interest 1,140 36,792 +205
Russell 2000 E-Mini(Globex)
Sep06 060719 686.50 708.40 682.40 702.50 +15.80 223,601 434,550 -262
Dec06 060719 694.00 714.00 694.00 708.50 +15.80 34 404 +6
Total Volume and Open Interest 223,635 434,954 -256
Value Line(KCBT)
Sep06 060719 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060719 14580 14955 14580 14875 +260      
Dec06 060719 14850 14850 14850 14850 +260      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060719 14550 14650 14465 14520 +75 81,000 195,195 +1,376
Dec06 060719 14465 14465 14465 14465 +65      
Mar07 060719 14475 14475 14475 14475 +65 0 1 +0
Total Volume and Open Interest 81,032 195,304 +1,376
CAC 40(MATIF)
Jul06 060719 4742.5 4867.5 4733.5 4840.0 +106.5 177,994 486,015 +33,079
Aug06 060719 4752.5 4876.0 4744.0 4850.0 +106.0 91,260 142,672 +73,050
Sep06 060719 4769.0 4883.5 4758.0 4860.0 +106.0 2,123 64,014 -166
Total Volume and Open Interest 271,384 697,590 +105,971
Hang Seng Index(HKFE)
Jul06 060719 16076 16203 16052 16115 +76 32,391 107,894 -1,679
Aug06 060719 16064 16175 16029 16085 +67 1,016 3,441 +302
Sep06 060719 16100 16160 16030 16093 +70 77 1,308 -13
Total Volume and Open Interest 33,499 113,331 -1,382
DAX Index(EUREX)
Sep06 060719 5451.0 5595.0 5427.5 5564.5 +151.5 187,607 192,496 -10,894
Dec06 060719 5486.5 5636.0 5477.5 5610.0 +152.0 504 14,220 -18
Mar07 060719 5552.0 5687.0 5527.5 5661.0 +153.5 195 1,304 -28
Total Volume and Open Interest 188,306 208,020 -10,940
FT-SE 100(LIFFE)
Sep06 060719 5702.00 5785.00 5672.50 5765.00 +86.50 92,001 440,451 -4,593
Dec06 060719 5707.50 5798.00 5707.50 5798.00 +87.50 62 38,322 +15
Mar07 060719 5808.00 5808.00 5808.00 5808.00 +83.50 7 1,007 +7
Total Volume and Open Interest 92,070 481,530 -4,571
SPI 200(SFE)
Sep06 060719 4928.0 4940.0 4871.0 4886.0 -11.0 17,435 226,364 -2,826
Dec06 060719 4930.0 4930.0 4890.0 4901.0 -12.0 26 4,327 -4
Mar07 060719 4938.0 4962.0 4908.0 4908.0 -12.0 10 2,561 +0
Total Volume and Open Interest 17,472 235,519 -2,831
GSCI(CME)
Aug06 060719 486.50 488.50 481.30 487.05 unch 1,236 20,840 +854
Sep06 060719 491.25 491.25 491.25 491.25 -1.75      
Oct06 060719 497.50 497.50 497.50 497.50 -4.50      
Total Volume and Open Interest 2,231 20,840  
Reuters CRB Index(NYBOT)
Aug06 060719 381.00 385.00 381.00 385.00 +2.50 78 479 -51
Nov06 060719 393.50 393.50 393.50 393.50 +2.50 1 407 +0
Jan07 060719 395.50 395.50 395.50 395.50 +2.50 50 50 +50
Total Volume and Open Interest 131 941 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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