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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu July 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060720 587.50 589.25 582.00 584.25 -1.50 16,507 49,230 +1,562
Sep06 060720 594.50 596.50 589.00 591.75 -1.50 6,043 31,281 +52
Nov06 060720 608.50 610.75 602.50 605.50 -1.75 54,146 192,892 +3,323
Jan07 060720 620.50 622.75 615.50 617.50 -1.75 2,359 15,978 -267
Mar07 060720 629.50 632.00 625.00 628.00 -1.00 1,278 10,151 +144
May07 060720 636.00 636.50 631.00 634.50 -0.50 1,198 10,154 +44
Jul07 060720 646.50 646.50 639.50 642.75 -0.75 874 11,256 +382
Total Volume and Open Interest 84,191 337,690 +5,641
Soybean Meal(CBOT)
Aug06 060720 169.20 169.70 167.50 167.70 -1.10 8,109 28,129 -2,493
Sep06 060720 172.00 172.00 168.80 169.00 -1.30 3,157 33,505 +529
Oct06 060720 172.00 172.00 169.70 169.80 -1.00 1,349 13,939 +698
Dec06 060720 174.00 174.00 171.30 171.40 -1.30 15,299 94,216 +872
Jan07 060720 174.80 175.00 172.50 172.50 -1.60 337 8,053 +19
Mar07 060720 177.20 177.20 175.00 175.00 -1.00 522 6,550 +130
May07 060720 177.50 177.70 175.80 176.00 -0.50 415 9,001 +135
Jul07 060720 179.50 179.50 177.50 178.00 -0.80 736 7,316 +263
Total Volume and Open Interest 30,225 205,553 +97
Soybean Oil(CBOT)
Aug06 060720 26.25 26.54 26.23 26.41 +0.31 10,466 23,785 -1,792
Sep06 060720 26.45 26.74 26.45 26.63 +0.33 5,662 26,862 -435
Oct06 060720 26.77 26.92 26.71 26.85 +0.34 1,804 12,903 -591
Dec06 060720 27.00 27.43 27.00 27.27 +0.35 31,018 161,621 -4,388
Jan07 060720 27.50 27.62 27.45 27.54 +0.37 1,334 8,064 -55
Mar07 060720 27.85 27.91 27.81 27.87 +0.29 975 6,105 +599
May07 060720 28.05 28.22 28.05 28.22 +0.29 241 13,117 +94
Jul07 060720 28.55 28.60 28.50 28.50 +0.26 1,188 11,207 -202
Total Volume and Open Interest 53,662 281,052 -6,561
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 060720 301.2 304.9 300.2 304.4 +4.4 4,703 66,040 -166
Jan07 060720 310.2 313.3 309.8 312.5 +4.0 372 6,652 +64
Mar07 060720 314.9 319.8 314.9 319.8 +5.6 6 798 -2
Total Volume and Open Interest 5,157 82,504 -96
Corn(CBOT)
Sep06 060720 244.50 248.25 241.00 242.50 -2.25 54,161 420,486 -7,972
Dec06 060720 261.50 264.50 257.25 259.25 -2.50 152,766 530,809 +11,550
Mar07 060720 274.25 277.50 270.25 272.25 -2.50 13,892 110,388 +1,330
May07 060720 283.00 285.50 279.75 281.50 -2.25 2,391 23,354 +968
Jul07 060720 292.00 294.75 288.50 290.75 -1.50 10,099 71,940 +4,094
Sep07 060720 296.50 299.00 295.50 296.75 -1.25 549 8,552 +192
Total Volume and Open Interest 245,738 1,368,995 +13,382
Wheat(CBOT)
Sep06 060720 395.50 409.00 395.50 406.50 +13.50 26,694 231,476 -2,488
Dec06 060720 414.00 426.75 414.00 424.50 +11.75 15,950 111,627 -558
Mar07 060720 432.00 445.00 432.00 444.00 +14.50 3,807 33,497 +1,043
May07 060720 448.00 452.00 446.00 452.00 +14.00 41 920 +39
Jul07 060720 447.50 458.50 447.50 456.75 +10.50 4,630 65,874 +369
Total Volume and Open Interest 54,432 475,226 -114
Wheat(KCBT)
Jul06 060714 487.00 490.00 483.50 487.00 +2.00 143 134 -106
Sep06 060720 489.00 505.00 489.00 502.50 +15.50 14,684 67,542 -2,789
Dec06 060720 506.00 519.00 505.50 517.50 +15.00 8,881 60,707 +323
Mar07 060720 512.00 523.50 512.00 520.25 +12.25 1,170 8,873 +408
May07 060720 501.00 501.00 501.00 501.00 +1.00 46 300 -28
Total Volume and Open Interest 26,910 165,833 -1,992
Wheat(MGE)
Jul06 060714 520.00 520.00 520.00 520.00 +12.00      
Sep06 060720 497.00 509.00 496.00 504.25 +8.75 5,283 21,252 -462
Dec06 060720 501.00 513.50 501.00 509.00 +9.50 3,292 27,212 +332
Mar07 060720 507.00 516.50 507.00 514.50 +10.50 240 2,637 +34
May07 060720 510.00 514.00 510.00 514.00 +12.00 35 165 +20
Total Volume and Open Interest 9,087 57,821 +26
Oats(CBOT)
Sep06 060720 192.50 196.50 192.50 193.25 -0.25 446 5,574 -24
Dec06 060720 192.25 199.50 192.00 197.00 +3.25 1,637 8,280 -326
Mar07 060720 201.50 201.50 201.50 201.50 +2.50 17 203 -1
May07 060720 202.00 202.00 202.00 202.00 +1.50 0 4 +0
Total Volume and Open Interest 2,105 14,084 -351
Rough Rice(CBOT)
Jul06 060720 9.25 9.25 9.25 9.25 -0.05 55 27 -2
Sep06 060720 9.42 9.43 9.35 9.40 -0.07 236 5,510 +35
Nov06 060720 9.67 9.67 9.61 9.67 -0.04 127 5,266 -110
Jan07 060720 9.87 9.87 9.87 9.87 -0.01 131 910 -35
Total Volume and Open Interest 733 13,183 -14
Live Cattle(CME)
Aug06 060720 84.250 84.800 83.800 83.850 -0.550 16,937 59,121 -2,382
Oct06 060720 88.250 88.950 87.900 87.925 -0.425 15,698 110,130 +4,371
Dec06 060720 89.000 89.400 88.600 88.700 -0.450 5,138 38,403 -39
Feb07 060720 91.250 91.600 91.000 91.050 -0.375 1,232 19,578 +294
Apr07 060720 89.100 89.425 88.900 89.100 -0.125 1,143 4,612 +108
Jun07 060720 84.000 84.300 83.900 84.125 -0.075 73 2,668 +31
Total Volume and Open Interest 40,224 234,552 +2,381
Feeder Cattle(CME)
Aug06 060720 115.000 116.100 114.950 115.275 -0.450 2,215 13,270 -431
Sep06 060720 114.900 115.850 114.650 115.100 -0.650 1,145 8,480 +11
Oct06 060720 114.200 115.100 114.200 114.700 -0.550 574 5,209 +102
Nov06 060720 112.500 113.225 112.400 112.775 -0.475 167 1,357 +47
Jan07 060720 107.950 108.100 107.650 107.825 -0.225 47 1,660 +12
Mar07 060720 105.450 105.450 104.500 104.750 -0.250 5 282 +3
Apr07 060720 104.500 104.500 104.250 104.300 -0.300 1 84 +1
Total Volume and Open Interest 4,155 30,441 -254
Lean Hogs(CME)
Aug06 060720 67.500 67.850 66.900 67.400 -0.400 11,565 39,524 -2,999
Oct06 060720 59.400 60.000 59.000 59.200 -0.725 10,106 84,066 +1,181
Dec06 060720 57.100 57.425 56.800 57.375 -0.025 2,863 19,286 -17
Feb07 060720 59.100 59.325 58.800 59.325 +0.125 780 6,913 +304
Apr07 060720 60.700 60.700 60.350 60.600 -0.275 544 3,876 +333
May07 060720 63.475 63.800 63.050 63.800 +0.075 64 527 -4
Jun07 060720 65.500 65.500 65.100 65.100 -0.550 334 1,234 +123
Jul07 060720 63.250 63.250 62.900 62.900 -0.500 24 380 +10
Total Volume and Open Interest 26,280 155,806 -1,069
Pork Bellies(CME)
Jul06 060720 96.000 96.400 94.900 95.500 -1.200 9 91 -7
Aug06 060720 93.250 94.150 92.500 92.675 -0.825 339 1,580 -20
Feb07 060720 88.000 88.450 88.000 88.450 -0.050 13 82 +7
Mar07 060720 89.250 89.250 88.700 88.700 -0.550 0 9 +0
Total Volume and Open Interest 361 1,762 -20
Class III Milk(CME)
Jul06 060720 10.96 10.96 10.95 10.95 -0.01 38 3,490 -20
Aug06 060720 11.25 11.26 11.22 11.22 -0.03 173 4,359 +81
Sep06 060720 11.90 11.95 11.90 11.92 +0.02 97 4,884 +10
Oct06 060720 12.30 12.30 12.25 12.28 -0.02 19 4,120 +4
Nov06 060720 12.25 12.25 12.25 12.25 +0.05 18 3,503 +5
Total Volume and Open Interest 596 31,293 +112
Cocoa(NYBOT)
Sep06 060720 1510 1519 1501 1514 +11 9,875 72,444 -4,817
Dec06 060720 1550 1554 1537 1550 +11 4,750 33,134 +40
Mar07 060720 1583 1583 1568 1580 +11 1,486 21,317 +505
May07 060720 1593 1601 1589 1601 +11 196 8,817 +115
Jul07 060720 1622 1622 1622 1622 +11 0 3,650 +0
Sep07 060720 1638 1638 1638 1638 +10 0 8,732 +0
Dec07 060720 1663 1663 1663 1663 +11 0 7,001 -133
Total Volume and Open Interest 16,307 155,115 -4,290
Coffee "C"(NYBOT)
Jul06 060719 96.75 96.75 93.50 95.90 -0.20 100 30 -125
Sep06 060720 97.30 97.50 95.60 95.80 -1.35 5,872 79,710 -296
Dec06 060720 101.30 101.30 99.75 99.80 -1.30 2,043 26,230 +123
Mar07 060720 105.00 105.05 103.60 103.60 -1.35 451 7,559 +80
May07 060720 107.30 107.30 105.95 105.95 -1.35 55 2,775 +47
Jul07 060720 108.90 108.90 108.30 108.30 -1.35 6 1,268 +4
Total Volume and Open Interest 8,457 120,293 -68
Orange Juice(NYBOT)
Sep06 060720 156.00 158.85 155.70 157.65 +0.80 1,556 19,260 -537
Nov06 060720 156.20 159.20 156.20 157.85 +1.10 181 3,290 +16
Jan07 060720 155.60 157.50 155.60 157.05 +1.05 96 2,684 +64
Mar07 060720 157.05 157.05 157.05 157.05 +1.05 5 553 +0
May07 060720 157.05 157.05 157.05 157.05 +1.05 0 135 +0
Total Volume and Open Interest 1,839 25,956 -457
Sugar #11(NYBOT)
Oct06 060720 15.48 15.51 15.27 15.31 -0.05 34,761 260,457 -3,032
Mar07 060720 15.85 15.88 15.60 15.69 -0.05 15,221 90,405 +2,466
May07 060720 15.74 15.76 15.55 15.60 -0.05 2,809 43,112 +652
Jul07 060720 15.58 15.58 15.40 15.42 -0.05 4,087 28,625 -512
Oct07 060720 15.58 15.58 15.50 15.50 -0.05 905 24,275 -162
Total Volume and Open Interest 59,434 462,407 +232
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060720 22.65 22.80 22.65 22.78 +0.13 236 2,296 -82
Nov06 060720 22.53 22.60 22.53 22.60 +0.07 41 2,255 +41
Jan07 060720 22.35 22.50 22.35 22.50 unch 102 1,455 +51
Mar07 060720 22.43 22.43 22.43 22.43 +0.03 106 1,588 +41
Total Volume and Open Interest 485 9,541 +51
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 3,541 13,919 -1,196
Sep06 060720 866 877 866 874 +6 8,794 60,770 -1,963
Dec06 060720 881 884 875 882 +2 6,453 46,084 +60
Mar07 060720 895 899 891 897 +3 1,500 31,454 +353
May07 060720 906 910 904 908 +3 184 10,393 +91
Jul07 060720 914 918 912 917 +3 5 5,253 +2
Sep07 060720 921 926 921 926 +3 4 2,833 +2
Total Volume and Open Interest 17,095 168,186 -1,300
London Coffee(LCE)
Jul06 060720 1228.00 1228.00 1212.00 1212.00 -12.00 31 1,305 -149
Sep06 060720 1237.00 1238.00 1222.00 1226.00 -6.00 3,164 70,114 -1,323
Nov06 060720 1245.00 1245.00 1229.00 1235.00 -6.00 2,569 41,485 -368
Jan07 060720 1236.00 1237.00 1222.00 1226.00 -7.00 1,099 13,772 +929
Mar07 060720 1228.00 1230.00 1220.00 1222.00 -6.00 18 2,696 +18
May07 060720 1241.00 1241.00 1230.00 1230.00 -6.00 108 1,332 +107
Total Volume and Open Interest 6,993 131,240 -782
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,452 3,161 -1,199
Oct06 060720 450.00 454.70 446.00 446.60 -3.40 6,099 37,790 -502
Dec06 060720 450.00 451.00 443.70 443.70 -2.30 566 11,189 -125
Mar07 060720 438.10 438.20 430.10 430.90 -2.10 449 9,834 +263
May07 060720 432.60 432.60 430.10 430.10 -2.50 55 4,045 +40
Total Volume and Open Interest 7,381 66,223 -293
Cotton(NYBOT)
Oct06 060720 52.70 52.70 52.00 52.25 -0.65 727 4,816 -68
Dec06 060720 54.30 54.50 53.85 54.19 -0.51 8,468 124,606 -398
Mar07 060720 57.00 57.40 56.95 57.23 -0.40 1,007 24,382 +126
May07 060720 58.00 58.10 57.80 58.10 -0.40 0 1,235 +0
Jul07 060720 58.75 59.05 58.75 58.95 -0.35 3 2,279 +0
Oct07 060720 59.25 59.25 59.25 59.25 -0.25 0 44 +0
Total Volume and Open Interest 10,247 160,951 -316
Lumber(CME)
Sep06 060720 278.9 282.0 278.1 280.0 +1.1 509 4,347 +7
Nov06 060720 282.9 284.5 282.3 283.5 +1.1 176 745 +51
Jan07 060720 293.6 294.9 292.0 294.8 +2.1 12 98 -3
Mar07 060720 301.6 301.6 300.7 300.7 +0.7 0 23 +0
Total Volume and Open Interest 697 5,222 +55
Crude Oil(NYM)
Aug06 060720 73.15 73.50 72.05 73.08 +0.42 101,694 18,943 -37,574
Sep06 060720 75.05 75.30 73.92 74.27 -0.50 151,156 269,780 -2,389
Oct06 060720 75.90 76.20 74.90 75.17 -0.57 36,290 78,658 +1,526
Nov06 060720 76.55 76.55 75.81 75.81 -0.58 9,460 31,532 +1,639
Dec06 060720 77.00 77.30 76.10 76.26 -0.59 21,992 119,777 -853
Jan07 060720 77.00 77.00 76.50 76.56 -0.60 2,474 41,637 -36
Feb07 060720 77.55 77.55 76.74 76.74 -0.61 1,382 18,113 +227
Mar07 060720 77.25 77.25 76.86 76.86 -0.61 2,178 18,505 +74
Apr07 060720 77.10 77.10 76.91 76.91 -0.61 2,257 23,202 +394
May07 060720 76.90 76.90 76.90 76.90 -0.62 2,324 17,257 +319
Jun07 060720 77.55 77.65 76.40 76.83 -0.65 3,924 46,975 -955
Jul07 060720 76.75 76.75 76.75 76.75 -0.66 5 10,530 -5
Aug07 060720 76.67 76.67 76.67 76.67 -0.67 70 8,417 +60
Sep07 060720 76.59 76.59 76.59 76.59 -0.68 1,090 9,852 +216
Oct07 060720 76.49 76.49 76.49 76.49 -0.69 200 6,682 -25
Nov07 060720 76.36 76.36 76.36 76.36 -0.70 325 7,066 +15
Total Volume and Open Interest 355,460 1,051,510 -35,252
Heating Oil(NYM)
Aug06 060720 197.00 197.50 193.00 193.40 -3.11 24,424 30,661 -3,652
Sep06 060720 203.00 205.75 200.75 201.58 -3.26 26,560 66,229 -158
Oct06 060720 210.00 211.50 208.00 208.08 -3.16 4,677 15,119 +539
Nov06 060720 215.00 216.70 213.03 213.03 -3.06 1,433 8,747 +578
Dec06 060720 219.00 219.75 217.28 217.28 -2.96 2,230 18,424 -578
Jan07 060720 223.20 224.40 221.03 221.03 -2.81 1,249 16,052 -16
Feb07 060720 224.50 225.25 222.98 222.98 -2.71 1,013 6,733 +263
Mar07 060720 223.00 224.50 222.28 222.28 -2.61 827 5,053 -111
Apr07 060720 218.50 220.10 217.88 217.88 -2.51 899 6,092 +65
May07 060720 216.00 216.00 214.13 214.13 -2.66 18 1,103 +15
Jun07 060720 215.90 215.90 212.48 212.48 -2.66 386 7,904 +1
Jul07 060720 213.38 213.38 213.38 213.38 -2.66 11 624 +1
Total Volume and Open Interest 63,905 186,165 -2,896
Unleaded Gas(NYM)
Aug06 060720 226.00 228.00 223.25 224.77 +1.79 29,137 26,733 -5,410
Sep06 060720 224.50 226.25 222.00 223.37 +1.53 17,029 51,394 +2,868
Oct06 060720 210.00 211.00 208.50 208.57 +0.63 1,212 8,480 +213
Nov06 060720 203.00 203.00 200.77 200.77 +0.18 162 3,222 +44
Dec06 060720 198.00 198.00 195.07 195.07 -0.02 187 4,956 +68
Jan07 060720 196.30 196.30 193.77 193.77 -0.02 71 1,750 +52
Total Volume and Open Interest 47,798 96,535 -2,165
Natural Gas(NYM)
Aug06 060720 6.000 6.230 5.960 6.091 +0.229 25,483 47,570 -2,830
Sep06 060720 6.115 6.350 6.080 6.208 +0.224 19,642 119,388 +1,006
Oct06 060720 6.400 6.580 6.360 6.443 +0.174 17,786 57,032 +2,003
Nov06 060720 7.805 8.050 7.805 7.923 +0.184 9,259 58,808 +176
Dec06 060720 9.450 9.580 9.450 9.488 +0.149 8,026 35,556 +899
Jan07 060720 10.210 10.320 10.170 10.235 +0.136 5,087 52,547 +1,257
Feb07 060720 10.240 10.370 10.200 10.265 +0.131 977 30,086 -208
Mar07 060720 10.050 10.170 10.000 10.068 +0.129 1,202 56,919 -137
Apr07 060720 8.280 8.370 8.280 8.298 +0.069 3,087 34,953 +160
May07 060720 8.120 8.200 8.113 8.113 +0.064 1,697 23,097 +293
Jun07 060720 8.160 8.260 8.160 8.196 +0.062 310 12,648 -81
Jul07 060720 8.310 8.370 8.301 8.301 +0.062 346 9,660 +59
Aug07 060720 8.460 8.460 8.384 8.384 +0.060 42 8,837 +9
Sep07 060720 8.482 8.482 8.482 8.482 +0.058 74 9,848 +46
Oct07 060720 8.640 8.660 8.640 8.655 +0.058 741 27,182 -345
Nov07 060720 9.450 9.450 9.410 9.410 +0.048 78 12,401 +29
Total Volume and Open Interest 106,158 895,724 +2,446
Brent Crude Oil(ICE)
Sep06 060720 74.00 74.72 73.20 73.72 -0.18 124,564 125,960 -8,931
Oct06 060720 74.55 75.18 73.66 74.14 -0.38 48,285 123,466 +3,107
Nov06 060720 75.28 75.61 74.46 74.61 -0.44 16,429 25,941 +3,141
Dec06 060720 75.74 76.10 74.69 75.04 -0.49 14,233 54,260 +2,312
Jan07 060720 76.26 76.48 75.36 75.39 -0.47 1,292 19,012 +498
Feb07 060720 76.47 76.47 75.58 75.61 -0.46 686 9,921 +97
Mar07 060720 76.58 76.58 75.73 75.73 -0.45 675 11,795 +81
Apr07 060720 76.30 76.52 75.75 75.75 -0.44 75 11,574 +44
May07 060720 76.39 76.39 75.76 75.76 -0.43 978 3,045 -103
Jun07 060720 76.31 76.51 75.40 75.73 -0.42 1,140 13,529 +112
Jul07 060720 75.62 75.62 75.62 75.62 -0.47 501 991 +500
Aug07 060720 76.16 76.16 75.51 75.51 -0.51 2 999 +1
Sep07 060720 76.15 76.15 75.40 75.40 -0.54 61 1,400 +0
Oct07 060720 75.29 75.29 75.29 75.29 -0.56 20 240 +0
Total Volume and Open Interest 211,874 460,832 +10
Gas Oil(ICE)
Aug06 060720 625.75 636.50 623.00 625.25 +3.25 51,602 62,738 -6,777
Sep06 060720 646.00 652.25 634.50 637.50 +1.50 28,561 51,478 +293
Oct06 060720 659.00 659.50 647.00 649.00 +0.75 10,783 25,772 +490
Nov06 060720 670.25 670.25 659.75 659.75 +0.25 4,321 15,872 +1,958
Dec06 060720 678.75 679.25 668.75 668.75 +0.25 4,500 33,534 -134
Jan07 060720 685.50 685.75 675.75 675.75 +0.25 2,094 14,979 +379
Feb07 060720 686.50 686.50 680.25 680.25 +0.50 764 2,547 +360
Mar07 060720 687.25 687.25 680.50 680.50 +1.25 50 5,660 +50
Apr07 060720 678.50 678.50 678.50 678.50 +1.25 0 1,975 +0
May07 060720 676.50 676.50 676.50 676.50 +1.25 0 350 +0
Total Volume and Open Interest 105,688 262,035 -3,867
US Dollar Index(NYBOT)
Sep06 060720 86.21 86.24 85.85 85.94 -0.24 7,211 14,577 -436
Dec06 060720 85.60 85.68 85.56 85.57 -0.24 33 2,221 +6
Mar07 060720 85.22 85.22 85.22 85.22 -0.24 0 5 +0
Total Volume and Open Interest 7,244 16,803 -430
Australian Dollar(CME)
Sep06 060720 75.05 75.28 75.00 75.18 +0.28 3,173 54,135 +93
Dec06 060720 74.88 75.15 74.88 75.07 +0.28 1 584 -8
Mar07 060720 74.94 74.94 74.94 74.94 +0.28 0 9 +0
Total Volume and Open Interest 3,174 54,734 +85
British Pound(CME)
Sep06 060720 185.40 185.45 185.10 185.23 +0.63 1,945 86,951 -580
Dec06 060720 185.66 185.66 185.66 185.66 +0.63 0 578 +33
Mar07 060720 186.03 186.03 186.03 186.03 +0.63 0 4 +0
Total Volume and Open Interest 1,945 87,533 -547
Canadian Dollar(CME)
Sep06 060720 88.37 88.73 88.26 88.55 +0.34 6,049 82,313 +2,007
Dec06 060720 88.60 88.82 88.59 88.82 +0.34 130 2,551 +215
Mar07 060720 89.08 89.08 89.08 89.08 +0.34 1 333 -1
Jun07 060720 89.34 89.34 89.34 89.34 +0.34 0 237 +0
Total Volume and Open Interest 6,180 85,592 +2,177
Japanese Yen(CME)
Sep06 060720 86.28 86.42 86.18 86.29 -0.02 11,398 188,846 +5,552
Dec06 060720 87.40 87.40 87.40 87.40 -0.02 2 20,239 -1
Mar07 060720 88.50 88.50 88.50 88.50 -0.02 0 5 -2
Total Volume and Open Interest 11,400 209,113 +5,546
Swiss Franc(CME)
Sep06 060720 80.99 81.06 80.83 80.90 +0.17 3,874 71,781 +2,886
Dec06 060720 81.67 81.67 81.67 81.67 +0.17 15 789 +87
Mar07 060720 82.41 82.41 82.41 82.41 +0.17 0 15 +0
Total Volume and Open Interest 3,889 72,585 +2,973
EuroFX(CME)
Sep06 060720 126.93 127.04 126.68 126.87 +0.35 5,950 144,766 -6,587
Dec06 060720 127.70 127.70 127.58 127.58 +0.35 70 1,330 +52
Mar07 060720 128.22 128.22 128.22 128.22 +0.35 0 133 +37
Total Volume and Open Interest 6,020 146,297 -6,498
Mexican Peso(CME)
Sep06 060720 9185.0 9200.0 9155.0 9170.0 -2.0 7,736 58,789 +1,862
Dec06 060720 3.9 3.9 3.9 3.9 -2.0 0 23,068 -21
Total Volume and Open Interest 7,745 83,522 +1,841
30-Year T-Bonds(CBOT)
Sep06 060720 107~20 108~02 107~11 107~29 +0~10 516,650 746,783 +4,528
Dec06 060720 107~28 108~08 107~20 108~05 +0~11 3,133 11,945 +719
Mar07 060720 107~31 107~31 107~31 107~31 +0~11 0 8 +2
Total Volume and Open Interest 519,783 758,751 +5,249
10-Year T-Notes(CBOT)
Sep06 060720 105~135 105~220 105~080 105~200 +0~070 1,536,672 2,049,307 -33,735
Dec06 060720 105~095 105~210 105~075 105~190 +0~075 8,920 40,495 +1,817
Total Volume and Open Interest 1,545,592 2,089,809 -31,918
5-Year T-Notes(CBOT)
Sep06 060720 103~215 103~300 103~210 103~295 +0~055 756,338 0 +0
Dec06 060720 103~215 103~310 103~215 103~310 +0~060 1,373 0 +0
Total Volume and Open Interest 757,711    
2 Year T-Notes(CBOT)
Sep06 060720 101~060 101~076 101~057 101~074 +0~012 7,268 597,304 +24,738
Dec06 060720 101~074 101~084 101~074 101~084 +0~014 1,750 8,907 +7,459
Total Volume and Open Interest 9,018 606,211 +32,197
Eurodollars(CME)
Sep06 060720 94.420 94.480 94.410 94.475 +0.040 64,246 1,545,991 -2,018
Dec06 060720 94.410 94.485 94.400 94.480 +0.050 58,586 1,660,363 +42,379
Mar07 060720 94.475 94.550 94.455 94.550 +0.060 35,489 1,272,808 +7,586
Jun07 060720 94.555 94.635 94.535 94.635 +0.065 45,192 969,438 -13,325
Sep07 060720 94.615 94.705 94.605 94.700 +0.065 40,944 888,675 -14,471
Dec07 060720 94.635 94.720 94.625 94.720 +0.065 39,084 768,225 -8,479
Mar08 060720 94.640 94.720 94.625 94.720 +0.065 21,057 543,221 -1,553
Jun08 060720 94.625 94.705 94.615 94.705 +0.065 15,432 307,277 -4,994
Sep08 060720 94.595 94.680 94.590 94.680 +0.060 10,730 288,747 -3,646
Dec08 060720 94.575 94.645 94.560 94.645 +0.060 12,805 244,556 +3,250
Mar09 060720 94.535 94.620 94.535 94.620 +0.060 8,594 212,854 +9,533
Jun09 060720 94.505 94.590 94.505 94.590 +0.060 5,683 151,168 +1,967
Sep09 060720 94.485 94.555 94.475 94.555 +0.055 3,971 113,877 +887
Dec09 060720 94.445 94.515 94.435 94.515 +0.055 3,755 106,826 +8
Mar10 060720 94.430 94.495 94.420 94.495 +0.050 5,105 96,611 -395
Jun10 060720 94.405 94.465 94.395 94.465 +0.045 5,040 70,751 +535
Sep10 060720 94.380 94.440 94.370 94.440 +0.045 2,491 85,774 +456
Dec10 060720 94.345 94.405 94.335 94.405 +0.045 2,151 66,420 +673
Total Volume and Open Interest 388,633 9,589,660 +22,560
3-Mth Euro-Yen(CME)
Sep06 060720 99.52 99.52 99.52 99.52 +0.01 680 13,860 +850
Dec06 060720 99.38 99.38 99.38 99.38 +0.03 220 12,099 +93
Mar07 060720 99.21 99.21 99.21 99.21 +0.02 380 6,070 +465
Jun07 060720 99.06 99.06 99.06 99.06 +0.02 16 5,433 -106
Sep07 060720 98.91 98.91 98.91 98.91 +0.02 21 2,535 -300
Dec07 060720 98.78 98.78 98.78 98.78 +0.02 55 1,589 +10
Mar08 060720 98.67 98.67 98.67 98.67 +0.02 5 830 -5
Jun08 060720 98.57 98.57 98.57 98.57 +0.03 0 255 +0
Sep08 060720 98.47 98.47 98.47 98.47 +0.03 0 7 +0
Dec08 060720 98.35 98.35 98.35 98.35 +0.03 0 4 +0
Total Volume and Open Interest 1,377 42,688 +1,007
3-Mth Euro-Yen(SIMEX)
Sep06 060720 99.52 99.53 99.52 99.53 +0.02 964 72,579 -1,403
Dec06 060720 99.36 99.38 99.36 99.38 +0.02 2,895 104,694 -32,263
Mar07 060720 99.19 99.21 99.19 99.21 +0.02 1,413 58,046 +452
Jun07 060720 99.04 99.05 99.04 99.05 +0.01 19 27,715 +237
Sep07 060720 98.90 98.91 98.90 98.91 +0.02 270 15,165 -5,778
Dec07 060720 98.77 98.78 98.77 98.78 +0.02 5 37,458 +59
Mar08 060720 98.68 98.68 98.67 98.67 +0.02 248 21,343 +176
Jun08 060720 98.56 98.56 98.56 98.56 +0.01 0 1,099 +0
Total Volume and Open Interest 5,814 339,140 -38,520
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 060720 109~16 109~19 109~10 109~17 +0~01 79,832 252,982 -1,981
Dec06 060720 109~12 109~12 109~12 109~12 +0~01      
Total Volume and Open Interest 79,832 252,982 -1,981
3-Mth Short Sterling(LIFFE)
Sep06 060720 95.16 95.16 95.16 95.16 -0.02 137,470 440,275 -8,239
Dec06 060720 95.02 95.02 95.02 95.02 -0.02 142,123 358,342 -8,093
Mar07 060720 94.92 94.92 94.92 94.92 -0.02 90,709 365,121 -11,143
Total Volume and Open Interest 582,119 2,126,567 -80,960
3-Mth Euribor(LIFFE)
Sep06 060720 96.680 96.685 96.670 96.675 unch 83,884 686,020 +8,149
Dec06 060720 96.415 96.425 96.390 96.410 +0.010 151,118 679,629 +7,184
Mar07 060720 96.290 96.295 96.255 96.280 +0.010 126,423 553,655 -3,899
Total Volume and Open Interest 686,177 3,482,450 +20,285
3-Mth Aus T-Bills(SFE)
Sep06 060720 93.87 93.87 93.83 93.84 unch 26,489 146,521 +273
Dec06 060720 93.75 93.75 93.71 93.72 +0.02 30,999 272,645 +4,373
Mar07 060720 93.72 93.72 93.67 93.69 +0.04 17,851 96,048 -2,140
Jun07 060720 93.72 93.72 93.66 93.68 +0.03 4,218 65,133 -2,425
Sep07 060720 93.67 93.67 93.64 93.66 +0.03 391 27,580 +296
Dec07 060720 93.64 93.65 93.64 93.64 +0.03 1,015 20,034 +79
Mar08 060720 93.63 93.64 93.62 93.62 +0.04 51 11,161 -2
Jun08 060720 93.62 93.62 93.61 93.61 +0.04 213 6,453 +3
Sep08 060720 93.60 93.60 93.60 93.60 +0.05 0 1,565 -40
Dec08 060720 93.60 93.60 93.60 93.60 +0.05 0 1,431 +0
Total Volume and Open Interest 81,227 650,177 +417
10-Year Aus T-Bonds(SFE)
Sep06 060720 94.18 94.18 94.16 94.17 +0.06 21,869 314,741 -1,364
Dec06 060720 94.17 94.17 94.17 94.17 +0.06      
Total Volume and Open Interest 21,869 314,741 -1,364
3-Year Aus T-Bonds(SFE)
Sep06 060720 94.12 94.13 94.09 94.10 +0.04 49,694 423,447 +6,250
Dec06 060720 94.10 94.10 94.10 94.10 +0.04      
Total Volume and Open Interest 49,694 423,447 +6,250
Gold(CMX)
Aug06 060720 643.0 644.0 629.6 632.5 -10.3 61,910 147,871 -239
Oct06 060720 650.0 650.0 636.0 639.1 -10.4 2,292 18,727 +47
Dec06 060720 657.0 657.0 642.0 645.6 -10.4 11,246 90,052 +4,043
Feb07 060720 657.5 657.5 651.0 652.0 -10.5 485 15,886 +101
Apr07 060720 659.0 659.0 658.4 658.4 -10.6 147 2,538 +33
Jun07 060720 664.6 664.6 664.6 664.6 -10.7 372 14,728 +223
Aug07 060720 670.9 670.9 670.9 670.9 -10.8 0 1,269 +0
Oct07 060720 677.2 677.2 677.2 677.2 -10.8 125 3,579 -105
Dec07 060720 683.5 683.5 683.5 683.5 -10.9 1,227 19,423 +1,015
Feb08 060720 689.7 689.7 689.7 689.7 -11.0 0 1,503 +0
Apr08 060720 40.4 40.4 40.4 40.4 -11.2      
Jun08 060720 702.0 702.0 702.0 702.0 -11.3 0 1,070 +0
Total Volume and Open Interest 79,208 330,416 +6,140
Silver(CMX)
Jul06 060720 1122.0 1122.0 1100.5 1100.5 -5.0 19 474 -9
Sep06 060720 1108.0 1135.0 1100.0 1106.5 -6.0 16,316 48,347 +59
Dec06 060720 1122.0 1144.0 1115.0 1119.3 -5.9 859 24,273 -186
Mar07 060720 1142.0 1142.0 1132.0 1132.0 -7.0 1 8,325 +0
May07 060720 1139.7 1139.7 1139.7 1139.7 -7.3 1 2,727 -1
Jul07 060720 1146.9 1146.9 1146.9 1146.9 -7.6 14 5,784 +0
Sep07 060720 1149.5 1149.5 1149.5 1149.5 -8.4 0 701 +0
Total Volume and Open Interest 17,312 99,869 -85
Platinum(NYM)
Jul06 060720 1226.3 1226.3 1226.3 1226.3 -11.2 0 47 +0
Oct06 060720 1232.0 1235.0 1225.2 1226.3 -11.2 934 8,610 +64
Jan07 060720 1230.3 1230.3 1230.3 1230.3 -11.2 27 446 +23
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Total Volume and Open Interest 515 9,013  
Palladium(NYME)
Sep06 060720 317.00 317.00 308.20 312.00 -6.05 895 13,363 -188
Dec06 060720 315.50 317.50 315.50 317.50 -6.05 221 536 -9
Mar07 060720 320.50 320.50 320.50 320.50 -6.05 0 1 +0
Total Volume and Open Interest 1,116 13,935 -197
Copper(CMX)
Jul06 060720 359.50 362.00 347.00 348.50 -19.35 622 2,941 -298
Sep06 060720 351.30 353.90 338.00 340.95 -18.40 6,828 47,424 +113
Dec06 060720 342.00 345.00 328.50 332.80 -17.80 1,483 12,106 +602
Mar07 060720 322.50 323.30 322.50 323.30 -16.45 184 2,704 -26
May07 060720 315.30 315.30 315.30 315.30 -15.45 4 677 +0
Total Volume and Open Interest 10,039 76,701 +369
Aluminum(CMX)
Jul06 060720 112.25 112.25 112.25 112.25 -2.75 0 7 +0
Aug06 060720 113.25 113.25 113.25 113.25 -2.75 0 377 +0
Sep06 060720 114.25 114.25 114.25 114.25 -2.75 0 1 +0
Oct06 060720 114.40 114.40 114.40 114.40 -2.75 0 40 +0
Nov06 060720 114.55 114.55 114.55 114.55 -2.75 0 40 +0
Dec06 060720 114.85 114.85 114.85 114.85 -2.75 0 566 +0
Total Volume and Open Interest 0 1,031 +0
DJIA Index(CBOT)
Sep06 060720 11070 11085 10965 10978 -70 7,882 55,245 +645
Dec06 060720 11170 11170 11070 11070 -68 8 1,989 +11
Mar07 060720 11129 11129 11129 11129 -70 0 5 +0
Jun07 060720 11200 11200 11200 11200 -70      
Total Volume and Open Interest 7,890 57,239 +656
S & P 500(CME)
Sep06 060720 1267.00 1268.90 1252.50 1254.20 -8.30 44,922 619,823 +1,515
Dec06 060720 1270.50 1270.50 1265.30 1265.30 -8.40 23 7,744 +8
Mar07 060720 1276.20 1276.20 1276.20 1276.20 -8.70 1 384 +0
Jun07 060720 1288.20 1288.20 1288.20 1288.20 -8.70 0 1,276 +0
Total Volume and Open Interest 44,946 629,513 +1,523
S & P 500 E-Mini(Globex)
Sep06 060720 1262.50 1269.00 1252.50 1254.25 -8.25 1,574,314 1,375,627 -21,603
Dec06 060720 1275.75 1280.00 1264.25 1265.25 -8.50 951 6,360 +182
Total Volume and Open Interest 1,575,265 1,381,987 -21,421
NASDAQ 100(CME)
Sep06 060720 1505.50 1507.50 1472.00 1477.30 -13.50 11,371 56,280 +1,450
Dec06 060720 1500.00 1500.00 1495.00 1495.80 -13.50 0 71 +0
Mar07 060720 1512.30 1512.30 1512.30 1512.30 -13.50      
Total Volume and Open Interest 11,371 56,351 +1,450
NASDAQ 100 E-Mini(Globex)
Sep06 060720 1489.50 1507.80 1470.80 1477.30 -13.50 473,899 419,594 -6,769
Dec06 060720 1513.80 1518.00 1491.80 1495.80 -13.50 50 312 +3
Total Volume and Open Interest 473,949 419,906 -6,766
S & P Midcap 400(CME)
Sep06 060720 89.64 89.64 69.64 70.14 -16.20 98 9,314 +1
Dec06 060720 77.14 77.14 77.14 77.14 -16.20 0 1 +0
Mar07 060720 84.14 84.14 84.14 84.14 -16.20      
Total Volume and Open Interest 98 9,315 +1
Russell 2000(CME)
Sep06 060720 708.50 709.50 684.00 684.70 -17.80 1,461 37,222 +444
Dec06 060720 690.70 690.70 690.70 690.70 -17.80 0 14 +0
Mar07 060720 696.70 696.70 696.70 696.70 -17.80      
Total Volume and Open Interest 1,461 37,236 +444
Russell 2000 E-Mini(Globex)
Sep06 060720 702.90 710.10 684.00 684.70 -17.80 209,929 432,250 -2,300
Dec06 060720 710.40 715.60 690.70 690.70 -17.80 61 402 -2
Total Volume and Open Interest 209,990 432,652 -2,302
Value Line(KCBT)
Sep06 060720 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060720 15040 15040 14770 14800 -75      
Dec06 060720 14775 14775 14775 14775 -75      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060720 14910 14975 14780 14955 +435 56,881 201,210 +6,015
Dec06 060720 14910 14910 14910 14910 +445      
Mar07 060720 14920 14920 14920 14920 +445 0 1 +0
Total Volume and Open Interest 56,887 201,328 +6,024
CAC 40(MATIF)
Jul06 060720 4879.5 4897.5 4853.5 4865.0 +25.0 235,174 506,690 +20,675
Aug06 060720 4880.0 4907.0 4865.0 4875.0 +25.0 127,348 245,088 +102,416
Sep06 060720 4896.5 4916.0 4876.0 4885.0 +25.0 6,545 64,478 +464
Total Volume and Open Interest 369,096 821,162 +123,572
Hang Seng Index(HKFE)
Jul06 060720 16450 16525 16420 16522 +407 36,417 108,264 +370
Aug06 060720 16382 16498 16382 16495 +410 1,231 3,500 +59
Sep06 060720 16425 16493 16410 16493 +400 69 1,316 +8
Total Volume and Open Interest 37,756 113,796 +465
DAX Index(EUREX)
Sep06 060720 5603.0 5615.0 5523.5 5571.5 +7.0 208,110 191,385 -1,111
Dec06 060720 5650.0 5660.5 5579.0 5617.5 +7.5 942 14,229 +9
Mar07 060720 5690.0 5711.5 5648.0 5668.5 +7.5 344 1,325 +21
Total Volume and Open Interest 209,396 206,939 -1,081
FT-SE 100(LIFFE)
Sep06 060720 5794.50 5825.00 5749.00 5758.50 -6.50 125,464 435,317 -5,134
Dec06 060720 5839.00 5839.00 5791.50 5791.50 -6.50 10 38,322 +0
Mar07 060720 5839.50 5839.50 5803.50 5803.50 -4.50 0 1,007 +0
Total Volume and Open Interest 125,474 476,396 -5,134
SPI 200(SFE)
Sep06 060720 4978.0 5001.0 4949.0 4999.0 +113.0 13,956 224,863 -1,501
Dec06 060720 4970.0 5015.0 4970.0 5015.0 +114.0 42 4,341 +14
Mar07 060720 5022.0 5022.0 5022.0 5022.0 +114.0 88 2,588 +27
Total Volume and Open Interest 14,126 234,059 -1,460
GSCI(CME)
Aug06 060720 489.20 489.70 483.40 483.40 -3.65 230 20,872 +32
Sep06 060720 487.50 487.50 487.50 487.50 -3.75      
Oct06 060720 495.50 495.50 495.50 495.50 -2.00      
Total Volume and Open Interest 230 20,872 +32
Reuters CRB Index(NYBOT)
Aug06 060720 386.00 386.50 383.25 383.25 -1.75 60 431 -48
Nov06 060720 391.75 391.75 391.75 391.75 -1.75 0 407 +0
Jan07 060720 393.75 393.75 393.75 393.75 -1.75 50 100 +50
Total Volume and Open Interest 113 945 +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.

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