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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 Fri July 21, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060721 577.00 578.75 575.50 577.00 -7.25 10,609 47,825 -1,405
Sep06 060721 584.00 586.00 582.50 584.50 -7.25 3,767 31,519 +238
Nov06 060721 598.00 600.00 595.50 598.50 -7.00 42,686 192,497 -395
Jan07 060721 609.50 611.50 607.50 610.00 -7.50 764 15,976 -2
Mar07 060721 620.00 621.00 618.00 620.50 -7.50 281 10,073 -78
May07 060721 625.00 627.00 624.50 626.25 -8.25 595 10,455 +301
Jul07 060721 634.00 637.50 634.00 636.25 -6.50 473 11,196 -60
Total Volume and Open Interest 59,693 336,214 -1,476
Soybean Meal(CBOT)
Aug06 060721 166.40 167.00 165.60 166.50 -1.20 7,463 27,871 -258
Sep06 060721 168.00 168.20 166.80 168.00 -1.00 5,881 34,638 +1,133
Oct06 060721 169.00 169.00 167.80 168.60 -1.20 895 13,961 +22
Dec06 060721 170.00 170.70 169.00 170.40 -1.00 13,376 92,968 -1,248
Jan07 060721 171.70 172.00 170.60 171.40 -1.10 639 7,997 -56
Mar07 060721 174.00 174.50 173.20 174.30 -0.70 234 6,606 +56
May07 060721 175.00 175.10 174.00 175.10 -0.90 234 8,949 -52
Jul07 060721 175.70 178.00 175.70 178.00 unch 181 7,280 -36
Total Volume and Open Interest 29,181 205,317 -236
Soybean Oil(CBOT)
Aug06 060721 26.25 26.25 26.12 26.17 -0.24 4,697 22,422 -1,363
Sep06 060721 26.43 26.46 26.32 26.38 -0.25 3,455 27,577 +715
Oct06 060721 26.67 26.67 26.55 26.60 -0.25 729 13,153 +250
Dec06 060721 27.05 27.13 26.96 27.04 -0.23 19,497 164,300 +2,679
Jan07 060721 27.32 27.35 27.25 27.31 -0.23 1,717 8,391 +327
Mar07 060721 27.75 27.82 27.70 27.70 -0.17 484 6,543 +438
May07 060721 27.90 28.15 27.90 28.08 -0.14 89 13,160 +43
Jul07 060721 28.25 28.48 28.25 28.38 -0.12 686 11,514 +307
Total Volume and Open Interest 32,124 284,172 +3,120
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 060721 303.4 309.5 303.4 308.7 +4.3 6,877 63,745 -2,295
Jan07 060721 316.0 318.0 314.2 317.0 +4.5 725 6,788 +136
Mar07 060721 323.9 323.9 323.9 323.9 +4.1 1 799 +1
Total Volume and Open Interest 7,667 80,351 -2,153
Corn(CBOT)
Sep06 060721 238.00 239.00 235.25 237.25 -5.25 28,639 417,455 -3,031
Dec06 060721 254.25 255.00 251.00 253.50 -5.75 92,065 528,141 -2,668
Mar07 060721 267.00 268.25 265.00 267.50 -4.75 7,659 110,787 +399
May07 060721 273.00 277.00 273.00 276.00 -5.50 1,629 23,612 +258
Jul07 060721 284.50 286.50 283.00 286.00 -4.75 6,359 73,375 +1,435
Sep07 060721 290.00 292.50 290.00 292.50 -4.25 537 8,638 +86
Total Volume and Open Interest 144,850 1,365,776 -3,219
Wheat(CBOT)
Sep06 060721 407.50 414.00 404.00 407.25 +0.75 35,252 233,696 +2,220
Dec06 060721 428.00 432.00 423.00 426.25 +1.75 21,597 114,392 +2,765
Mar07 060721 445.00 447.50 440.00 444.50 +0.50 3,748 33,862 +365
May07 060721 452.00 453.00 450.00 452.50 +0.50 8 932 +12
Jul07 060721 458.00 461.00 454.00 456.75 unch 6,677 67,918 +2,044
Total Volume and Open Interest 71,285 484,178 +8,952
Wheat(KCBT)
Sep06 060721 500.50 515.00 500.50 506.00 +3.50 8,449 66,803 -739
Dec06 060721 515.00 528.00 515.00 521.50 +4.00 9,990 62,078 +1,371
Mar07 060721 519.00 530.00 519.00 524.50 +4.25 1,292 9,353 +480
May07 060721 507.00 520.00 507.00 514.50 +13.50 0 300 +0
Jul07 060721 487.50 494.00 486.00 488.00 -2.00 2,574 25,098 +818
Total Volume and Open Interest 23,074 168,245 +2,412
Wheat(MGE)
Jul06 060714 520.00 520.00 520.00 520.00 +12.00      
Sep06 060721 504.50 512.00 501.00 504.00 -0.25 5,283 21,252 +0
Dec06 060721 511.00 518.00 508.00 512.25 +3.25 3,498 27,607 +395
Mar07 060721 515.00 520.50 512.00 518.00 +3.50 240 2,637 +0
May07 060721 515.50 515.50 514.50 514.50 +0.50 35 165 +0
Total Volume and Open Interest 9,293 58,216 +395
Oats(CBOT)
Sep06 060721 193.00 193.00 189.50 189.75 -3.50 272 5,511 -63
Dec06 060721 196.00 196.00 192.50 193.50 -3.50 958 8,196 -84
Mar07 060721 200.00 200.00 199.00 200.00 -1.50 0 203 +0
May07 060721 202.00 202.00 202.00 202.00 unch 0 4 +0
Total Volume and Open Interest 1,230 13,937 -147
Rough Rice(CBOT)
Sep06 060721 9.40 9.45 9.35 9.45 +0.05 183 5,422 -88
Nov06 060721 9.64 9.71 9.61 9.70 +0.03 165 5,263 -3
Jan07 060721 9.82 9.89 9.82 9.89 +0.02 0 910 +0
Mar07 060721 10.08 10.08 10.08 10.08 +0.02 0 1,325 +0
Total Volume and Open Interest 352 13,067 -116
Live Cattle(CME)
Aug06 060721 83.600 84.500 83.525 84.275 +0.425 11,158 57,751 -1,370
Oct06 060721 87.650 88.400 87.550 88.225 +0.300 11,509 112,321 +2,191
Dec06 060721 88.600 89.275 88.475 88.775 +0.075 4,267 39,243 +840
Feb07 060721 90.800 91.500 90.700 91.175 +0.125 862 19,718 +140
Apr07 060721 88.800 89.250 88.750 89.150 +0.050 421 4,885 +273
Jun07 060721 84.100 84.800 83.850 84.800 +0.675 142 2,778 +110
Total Volume and Open Interest 28,376 236,736 +2,184
Feeder Cattle(CME)
Aug06 060721 115.050 115.900 114.950 115.625 +0.350 1,524 13,260 -10
Sep06 060721 114.825 115.800 114.800 115.525 +0.425 936 8,741 +261
Oct06 060721 114.500 115.350 114.250 115.225 +0.525 338 5,350 +141
Nov06 060721 112.500 113.400 112.500 113.300 +0.525 116 1,383 +26
Jan07 060721 107.650 108.250 107.650 108.000 +0.175 63 1,685 +25
Mar07 060721 104.650 105.200 104.600 105.200 +0.450 31 299 +17
Apr07 060721 104.200 104.500 104.200 104.500 +0.200 14 97 +13
Total Volume and Open Interest 3,027 30,919 +478
Lean Hogs(CME)
Aug06 060721 67.000 67.600 67.000 67.375 -0.025 11,821 38,767 -757
Oct06 060721 59.050 59.900 59.000 59.450 +0.250 10,535 87,311 +3,245
Dec06 060721 57.000 57.875 56.900 57.800 +0.425 1,815 19,673 +387
Feb07 060721 59.200 59.800 59.200 59.625 +0.300 467 6,821 -92
Apr07 060721 60.500 60.900 60.500 60.750 +0.150 53 3,902 +26
May07 060721 63.450 63.975 63.450 63.975 +0.175 30 541 +14
Jun07 060721 65.000 65.650 65.000 65.300 +0.200 51 1,211 -23
Jul07 060721 63.000 63.200 63.000 63.150 +0.250 12 379 -1
Total Volume and Open Interest 24,787 158,608 +2,802
Pork Bellies(CME)
Jul06 060721 95.250 95.250 95.250 95.250 -0.250 10 82 -9
Aug06 060721 92.000 92.600 91.750 91.850 -0.825 400 1,589 +9
Feb07 060721 89.000 89.000 88.350 88.350 -0.100 4 83 +1
Mar07 060721 88.700 88.700 88.700 88.700 unch 1 10 +1
Total Volume and Open Interest 415 1,764 +2
Class III Milk(CME)
Jul06 060721 10.94 10.95 10.93 10.93 -0.02 86 3,426 -64
Aug06 060721 11.22 11.22 11.00 11.04 -0.18 236 4,445 +86
Sep06 060721 11.90 11.90 11.69 11.70 -0.22 45 4,907 +23
Oct06 060721 12.24 12.25 12.10 12.20 -0.08 43 4,131 +11
Nov06 060721 12.25 12.25 12.13 12.20 -0.05 8 3,505 +2
Total Volume and Open Interest 501 31,396 +103
Cocoa(NYBOT)
Sep06 060721 1505 1510 1495 1502 -12 5,931 70,255 -2,189
Dec06 060721 1546 1547 1532 1539 -11 1,544 33,174 +40
Mar07 060721 1578 1578 1564 1570 -10 306 21,337 +20
May07 060721 1595 1595 1590 1590 -11 154 8,820 +3
Jul07 060721 1611 1611 1611 1611 -11 0 3,650 +0
Sep07 060721 1630 1630 1630 1630 -8 50 8,702 -30
Dec07 060721 1652 1652 1652 1652 -11 5 6,996 -5
Total Volume and Open Interest 7,990 152,954 -2,161
Coffee "C"(NYBOT)
Sep06 060721 95.20 95.80 94.80 95.60 -0.20 8,533 79,654 -56
Dec06 060721 99.40 99.80 98.80 99.60 -0.20 3,775 26,637 +407
Mar07 060721 103.10 103.40 102.80 103.35 -0.25 383 7,642 +83
May07 060721 105.60 105.70 105.00 105.70 -0.25 39 2,782 +7
Jul07 060721 107.90 108.05 107.50 108.05 -0.25 14 1,273 +5
Sep07 060721 110.25 110.40 110.25 110.40 -0.25 0 1,413 +0
Total Volume and Open Interest 12,969 120,738 +445
Orange Juice(NYBOT)
Sep06 060721 158.15 158.15 156.25 156.90 -0.75 635 19,220 -40
Nov06 060721 158.35 158.35 156.50 157.20 -0.65 91 3,324 +34
Jan07 060721 157.75 157.75 156.35 156.35 -0.70 13 2,683 -1
Mar07 060721 156.35 156.35 156.35 156.35 -0.70 0 553 +0
May07 060721 156.35 156.35 156.35 156.35 -0.70 0 135 +0
Total Volume and Open Interest 739 25,949 -7
Sugar #11(NYBOT)
Oct06 060721 15.25 15.38 15.21 15.36 +0.05 20,762 259,324 -1,133
Mar07 060721 15.60 15.72 15.56 15.71 +0.02 9,198 92,265 +1,860
May07 060721 15.50 15.62 15.42 15.60 unch 2,476 43,031 -81
Jul07 060721 15.25 15.42 15.25 15.42 unch 3,318 28,204 -421
Oct07 060721 15.30 15.50 15.30 15.47 -0.03 772 24,052 -223
Total Volume and Open Interest 38,704 463,249 +842
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060721 22.78 22.78 22.70 22.71 -0.07 688 2,029 -267
Nov06 060721 22.55 22.55 22.55 22.55 -0.05 101 2,355 +100
Jan07 060721 22.50 22.50 22.50 22.50 unch 18 1,407 -48
Mar07 060721 22.41 22.41 22.41 22.41 -0.02 70 1,608 +20
Total Volume and Open Interest 877 9,346 -195
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 3,541 13,919 -1,196
Sep06 060721 878 878 858 862 -12 6,876 59,650 -1,120
Dec06 060721 884 884 870 874 -8 5,841 48,099 +2,015
Mar07 060721 897 898 888 890 -7 1,125 31,505 +51
May07 060721 905 905 898 900 -8 107 10,343 -50
Jul07 060721 912 912 908 909 -8 101 5,348 +95
Sep07 060721 917 918 917 918 -8 2 2,833 +0
Total Volume and Open Interest 14,124 169,239 +1,053
London Coffee(LCE)
Jul06 060721 1184.00 1184.00 1149.00 1149.00 -63.00 74 772 -533
Sep06 060721 1230.00 1230.00 1162.00 1162.00 -64.00 6,121 69,851 -263
Nov06 060721 1237.00 1240.00 1170.00 1170.00 -65.00 2,339 41,452 -33
Jan07 060721 1235.00 1235.00 1164.00 1164.00 -62.00 251 13,902 +130
Mar07 060721 1230.00 1230.00 1162.00 1162.00 -60.00 85 2,750 +54
May07 060721 1232.00 1232.00 1170.00 1170.00 -60.00 18 1,349 +17
Total Volume and Open Interest 8,895 130,613 -627
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,452 3,161 -1,199
Oct06 060721 446.10 450.50 446.00 450.30 +3.70 3,257 37,131 -659
Dec06 060721 443.50 447.50 443.30 447.50 +3.80 1,042 10,898 -291
Mar07 060721 433.00 434.00 430.40 434.00 +3.10 420 9,930 +96
May07 060721 431.50 433.00 430.70 433.00 +2.90 10 4,045 +0
Total Volume and Open Interest 4,837 65,394 -829
Cotton(NYBOT)
Oct06 060721 52.50 53.70 52.05 53.60 +1.35 289 4,785 -31
Dec06 060721 54.10 55.60 53.86 55.46 +1.27 6,238 124,986 +380
Mar07 060721 57.00 58.50 56.90 58.50 +1.27 443 24,391 +9
May07 060721 57.75 59.30 57.75 59.30 +1.20 86 1,258 +23
Jul07 060721 58.75 60.05 58.75 60.05 +1.10 34 2,275 -4
Oct07 060721 60.30 60.30 60.30 60.30 +1.05 0 44 +0
Total Volume and Open Interest 7,325 161,451 +500
Lumber(CME)
Sep06 060721 281.4 282.1 276.0 278.3 -1.7 397 4,395 +48
Nov06 060721 283.3 284.4 280.6 283.7 +0.2 91 779 +34
Jan07 060721 294.3 294.3 290.3 293.7 -1.1 27 96 -2
Mar07 060721 303.0 303.0 300.4 300.4 -0.3 1 23 +0
Total Volume and Open Interest 518 5,302 +80
Crude Oil(NYM)
Sep06 060721 74.70 75.20 73.90 74.43 +0.16 90,462 266,765 -3,015
Oct06 060721 75.70 76.00 74.90 75.35 +0.18 30,786 83,290 +4,632
Nov06 060721 76.50 76.50 75.60 75.98 +0.17 11,451 35,018 +3,486
Dec06 060721 76.70 77.00 76.05 76.44 +0.18 20,825 126,886 +7,109
Jan07 060721 76.65 76.76 76.65 76.76 +0.20 5,353 42,058 +421
Feb07 060721 76.80 76.97 76.80 76.97 +0.23 1,520 18,815 +702
Mar07 060721 77.00 77.09 77.00 77.09 +0.23 949 18,447 -58
Apr07 060721 77.14 77.14 77.14 77.14 +0.23 829 23,203 +1
May07 060721 77.13 77.13 77.13 77.13 +0.23 1,606 17,243 -14
Jun07 060721 76.75 77.06 76.75 77.06 +0.23 4,683 45,591 -1,384
Jul07 060721 76.98 76.98 76.98 76.98 +0.23 75 10,530 +0
Aug07 060721 76.89 76.89 76.89 76.89 +0.22 300 8,548 +131
Sep07 060721 76.80 76.80 76.80 76.80 +0.21 512 10,220 +368
Oct07 060721 76.69 76.69 76.69 76.69 +0.20 40 6,682 +0
Nov07 060721 76.56 76.56 76.56 76.56 +0.20 650 7,337 +271
Dec07 060721 76.70 76.70 76.10 76.43 +0.20 8,721 103,804 +204
Total Volume and Open Interest 185,593 1,048,106 -3,404
Heating Oil(NYM)
Aug06 060721 194.75 196.80 192.80 195.80 +2.40 16,389 29,074 -1,587
Sep06 060721 202.50 204.10 200.20 202.35 +0.77 17,258 65,882 -347
Oct06 060721 208.75 210.50 207.25 208.65 +0.57 2,948 15,517 +398
Nov06 060721 214.00 215.75 212.70 213.75 +0.72 664 9,071 +324
Dec06 060721 217.75 220.40 217.00 218.10 +0.82 1,876 18,318 -106
Jan07 060721 222.50 223.80 221.00 221.95 +0.92 1,001 15,883 -169
Feb07 060721 224.25 225.80 222.90 223.90 +0.92 845 7,192 +459
Mar07 060721 223.20 225.50 222.00 223.10 +0.82 204 5,074 +21
Apr07 060721 219.00 220.80 218.50 218.80 +0.92 596 5,858 -234
May07 060721 217.25 217.25 214.60 215.05 +0.92 360 1,349 +246
Jun07 060721 215.60 215.60 213.40 213.40 +0.92 799 7,988 +84
Jul07 060721 214.30 214.30 214.30 214.30 +0.92 0 624 +0
Total Volume and Open Interest 43,901 185,767 -398
Unleaded Gas(NYM)
Aug06 060721 226.90 229.50 225.00 228.94 +4.17 17,868 25,773 -960
Sep06 060721 226.00 227.50 223.25 226.79 +3.42 13,081 53,157 +1,763
Oct06 060721 211.50 211.50 208.00 210.79 +2.22 1,993 8,818 +338
Nov06 060721 202.69 202.69 202.69 202.69 +1.92 654 3,477 +255
Dec06 060721 197.50 197.50 193.00 196.79 +1.72 619 5,272 +316
Jan07 060721 195.29 195.29 195.29 195.29 +1.52 419 1,796 +46
Total Volume and Open Interest 34,634 98,293 +1,758
Natural Gas(NYM)
Aug06 060721 5.950 6.150 5.880 6.139 +0.048 41,534 41,253 -6,317
Sep06 060721 6.070 6.260 5.990 6.248 +0.040 25,735 117,606 -1,782
Oct06 060721 6.320 6.500 6.240 6.478 +0.035 19,679 59,415 +2,383
Nov06 060721 7.830 7.998 7.750 7.998 +0.075 11,372 55,711 -3,097
Dec06 060721 9.380 9.553 9.340 9.553 +0.065 4,073 36,458 +902
Jan07 060721 10.130 10.293 10.080 10.293 +0.058 3,128 52,539 -8
Feb07 060721 10.150 10.321 10.140 10.321 +0.056 488 30,072 -14
Mar07 060721 9.950 10.123 9.870 10.123 +0.055 2,953 57,826 +907
Apr07 060721 8.240 8.373 8.180 8.373 +0.075 3,683 35,583 +630
May07 060721 8.080 8.193 8.030 8.193 +0.080 217 23,085 -12
Jun07 060721 8.170 8.279 8.140 8.279 +0.083 112 12,639 -9
Jul07 060721 8.290 8.386 8.250 8.386 +0.085 110 9,669 +9
Aug07 060721 8.370 8.472 8.280 8.472 +0.088 55 8,861 +24
Sep07 060721 8.380 8.573 8.370 8.573 +0.091 76 9,843 -5
Oct07 060721 8.640 8.748 8.580 8.748 +0.093 2,251 26,738 -444
Nov07 060721 9.390 9.518 9.305 9.518 +0.108 3,461 14,515 +2,114
Total Volume and Open Interest 160,088 891,511 -4,213
Brent Crude Oil(ICE)
Sep06 060721 73.50 74.65 73.29 73.75 +0.03 89,178 122,691 -3,269
Oct06 060721 73.90 75.05 73.75 74.21 +0.07 50,059 124,204 +738
Nov06 060721 74.32 75.49 74.25 74.70 +0.09 25,114 29,984 +4,043
Dec06 060721 74.74 75.86 74.68 75.14 +0.10 19,284 54,438 +178
Jan07 060721 75.09 76.11 75.08 75.49 +0.10 3,460 19,604 +592
Feb07 060721 75.29 76.43 75.29 75.73 +0.12 525 9,812 -109
Mar07 060721 75.39 76.47 75.39 75.84 +0.11 1,024 11,951 +156
Apr07 060721 76.40 76.49 75.88 75.88 +0.13 501 11,657 +83
May07 060721 75.88 75.88 75.88 75.88 +0.12 578 3,390 +345
Jun07 060721 75.50 76.10 75.40 75.84 +0.11 770 13,499 -30
Jul07 060721 75.74 75.74 75.74 75.74 +0.12 0 991 +0
Aug07 060721 75.73 75.73 75.64 75.64 +0.13 251 1,250 +251
Sep07 060721 75.62 75.71 75.54 75.54 +0.14 30 1,430 +30
Oct07 060721 75.43 75.43 75.43 75.43 +0.14 0 240 +0
Total Volume and Open Interest 192,949 464,396 +3,564
Gas Oil(ICE)
Aug06 060721 623.25 636.50 623.25 627.00 +1.75 31,784 60,306 -2,432
Sep06 060721 635.25 647.00 635.00 638.75 +1.25 19,744 55,721 +4,243
Oct06 060721 646.50 658.25 646.25 650.00 +1.00 9,255 26,214 +442
Nov06 060721 657.50 668.25 657.50 661.00 +1.25 4,308 15,691 -181
Dec06 060721 668.75 677.75 667.00 670.00 +1.25 3,067 33,833 +299
Jan07 060721 675.75 684.25 675.75 677.00 +1.25 1,008 15,488 +509
Feb07 060721 685.50 688.50 680.25 681.50 +1.25 220 2,667 +120
Mar07 060721 687.25 687.25 681.50 681.50 +1.00 50 5,660 +0
Apr07 060721 679.75 679.75 679.75 679.75 +1.25 0 1,975 +0
May07 060721 678.00 678.00 678.00 678.00 +1.50 0 350 +0
Total Volume and Open Interest 71,188 266,068 +4,033
US Dollar Index(NYBOT)
Sep06 060721 85.98 86.04 85.55 85.67 -0.27 4,980 14,642 +65
Dec06 060721 85.17 85.37 85.17 85.30 -0.27 10 2,219 -2
Mar07 060721 84.95 84.95 84.95 84.95 -0.27 0 5 +0
Total Volume and Open Interest 4,997 16,871 +68
Australian Dollar(CME)
Sep06 060721 75.32 75.35 75.09 75.21 +0.03 2,837 55,263 +1,128
Dec06 060721 75.20 75.20 75.10 75.10 +0.03 3 593 +9
Mar07 060721 74.97 74.97 74.97 74.97 +0.03 0 9 +0
Total Volume and Open Interest 2,840 55,871 +1,137
British Pound(CME)
Sep06 060721 186.03 186.21 185.88 186.12 +0.89 2,592 89,492 +2,541
Dec06 060721 186.42 186.49 186.42 186.49 +0.83 0 562 -16
Mar07 060721 186.76 186.76 186.76 186.76 +0.73 0 6 +2
Total Volume and Open Interest 2,592 90,060 +2,527
Canadian Dollar(CME)
Sep06 060721 88.65 88.65 87.90 88.04 -0.51 5,508 83,086 +773
Dec06 060721 88.44 88.44 88.30 88.31 -0.51 17 2,556 +5
Mar07 060721 88.57 88.57 88.57 88.57 -0.51 0 333 +0
Jun07 060721 88.83 88.83 88.83 88.83 -0.51 0 237 +0
Total Volume and Open Interest 5,525 86,367 +775
Japanese Yen(CME)
Sep06 060721 87.00 87.03 86.60 86.74 +0.45 2,499 190,594 +1,748
Dec06 060721 88.00 88.00 87.78 87.85 +0.45 0 20,251 +12
Mar07 060721 88.95 88.95 88.95 88.95 +0.45 0 5 +0
Total Volume and Open Interest 2,499 210,877 +1,764
Swiss Franc(CME)
Sep06 060721 81.25 81.37 81.18 81.37 +0.47 1,859 73,893 +2,112
Dec06 060721 82.14 82.14 82.14 82.14 +0.47 0 791 +2
Mar07 060721 82.88 82.88 82.88 82.88 +0.47 0 15 +0
Total Volume and Open Interest 1,859 74,699 +2,114
EuroFX(CME)
Sep06 060721 127.33 127.43 127.13 127.37 +0.50 4,649 148,323 +3,557
Dec06 060721 128.00 128.08 128.00 128.08 +0.50 1 1,371 +41
Mar07 060721 128.70 128.70 128.70 128.70 +0.48 0 133 +0
Total Volume and Open Interest 4,650 149,895 +3,598
Mexican Peso(CME)
Sep06 060721 9180.0 9185.0 9100.0 9107.0 -63.0 1,906 57,698 -1,091
Dec06 060721 6.5 6.5 6.5 6.5 +2.5 1 23,077 +9
Total Volume and Open Interest 1,908 82,441 -1,081
30-Year T-Bonds(CBOT)
Sep06 060721 107~28 108~04 107~21 107~23 -0~06 306,732 739,929 -6,854
Dec06 060721 108~05 108~13 107~30 107~31 -0~06 2,412 13,648 +1,703
Mar07 060721 107~25 107~25 107~25 107~25 -0~06 0 6 -2
Total Volume and Open Interest 309,144 753,598 -5,153
10-Year T-Notes(CBOT)
Sep06 060721 105~190 105~260 105~160 105~180 -0~020 937,107 2,023,303 -26,004
Dec06 060721 105~225 105~250 105~170 105~175 -0~015 7,444 45,299 +4,804
Total Volume and Open Interest 944,551 2,068,609 -21,200
5-Year T-Notes(CBOT)
Sep06 060721 104~005 104~025 103~270 103~280 -0~015 519,830 0 +0
Dec06 060721 104~020 104~020 103~295 103~295 -0~015 916 0 +0
Total Volume and Open Interest 520,746    
2 Year T-Notes(CBOT)
Sep06 060721 101~080 101~082 101~068 101~070 -0~004 6,898 593,838 -3,466
Dec06 060721 101~088 101~088 101~076 101~078 -0~006 1,386 18,573 +9,666
Total Volume and Open Interest 8,284 612,411 +6,200
Eurodollars(CME)
Sep06 060721 94.510 94.515 94.465 94.475 unch 41,777 1,552,543 +6,552
Dec06 060721 94.515 94.525 94.455 94.465 -0.015 42,588 1,649,037 -11,326
Mar07 060721 94.585 94.595 94.515 94.520 -0.030 25,859 1,244,379 -28,429
Jun07 060721 94.670 94.680 94.600 94.605 -0.030 17,594 960,283 -9,155
Sep07 060721 94.730 94.750 94.670 94.680 -0.020 38,341 893,743 +5,068
Dec07 060721 94.755 94.765 94.700 94.710 -0.010 29,144 741,705 -26,520
Mar08 060721 94.750 94.765 94.700 94.715 -0.005 20,087 541,595 -1,626
Jun08 060721 94.735 94.750 94.685 94.700 -0.005 18,176 314,704 +7,427
Sep08 060721 94.710 94.725 94.660 94.675 -0.005 15,074 283,908 -4,839
Dec08 060721 94.670 94.685 94.625 94.640 -0.005 14,222 244,208 -348
Mar09 060721 94.650 94.660 94.600 94.615 -0.005 11,794 217,573 +4,719
Jun09 060721 94.610 94.630 94.570 94.585 -0.005 11,213 153,925 +2,757
Sep09 060721 94.575 94.585 94.540 94.550 -0.005 5,198 114,277 +400
Dec09 060721 94.535 94.545 94.500 94.510 -0.005 6,342 109,665 +2,839
Mar10 060721 94.515 94.525 94.485 94.490 -0.005 6,039 98,477 +1,866
Jun10 060721 94.485 94.495 94.455 94.460 -0.005 7,349 73,238 +2,487
Sep10 060721 94.460 94.465 94.430 94.435 -0.005 2,827 85,588 -186
Dec10 060721 94.425 94.430 94.395 94.400 -0.005 1,917 66,139 -281
Total Volume and Open Interest 320,952 9,542,132 -47,528
3-Mth Euro-Yen(CME)
Sep06 060721 99.52 99.52 99.52 99.52 unch 0 12,879 -981
Dec06 060721 99.36 99.37 99.36 99.36 -0.02 1,079 11,423 -676
Mar07 060721 99.18 99.19 99.18 99.19 -0.02 2 5,356 -714
Jun07 060721 99.03 99.04 99.03 99.04 -0.02 0 5,233 -200
Sep07 060721 98.89 98.89 98.89 98.89 -0.02 500 1,778 -757
Dec07 060721 98.77 98.77 98.77 98.77 -0.01 1,025 2,084 +495
Mar08 060721 98.65 98.65 98.65 98.65 -0.02 0 830 +0
Jun08 060721 98.57 98.57 98.57 98.57 unch 0 255 +0
Sep08 060721 98.44 98.44 98.44 98.44 -0.03 0 7 +0
Dec08 060721 98.32 98.32 98.32 98.32 -0.03 0 4 +0
Total Volume and Open Interest 2,606 39,855 -2,833
3-Mth Euro-Yen(SIMEX)
Sep06 060721 99.53 99.53 99.51 99.51 -0.02 441 74,111 +1,532
Dec06 060721 99.38 99.39 99.36 99.36 -0.02 1,183 103,152 -1,542
Mar07 060721 99.21 99.22 99.18 99.18 -0.03 254 59,022 +976
Jun07 060721 99.07 99.07 99.02 99.02 -0.03 400 27,729 +14
Sep07 060721 98.93 98.93 98.88 98.88 -0.03 78 14,853 -312
Dec07 060721 98.77 98.77 98.75 98.75 -0.03 1,155 37,301 -157
Mar08 060721 98.64 98.64 98.64 98.64 -0.03 22 21,120 -223
Jun08 060721 98.54 98.54 98.54 98.54 -0.02 0 1,133 +34
Total Volume and Open Interest 3,533 339,462 +322
German Euro-Bund(EUREX)
Sep06 060721 116.27 116.53 116.24 116.51 +0.37 1,169,895 1,374,980 -69,037
Dec06 060721 115.61 115.82 115.57 115.82 +0.37 1,694 11,277 +742
Mar07 060721 115.55 115.55 115.55 115.55 +0.46 921 10 +0
Total Volume and Open Interest 1,172,510 1,386,267 -68,295
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060721 109.27 109.27 109.27 109.27 +0.28 824 11 +0
Mar07 060721 109.02 109.02 109.02 109.02 +0.20      
Total Volume and Open Interest 604,951 982,851 -28,790
Long Gilt(LIFFE)
Sep06 060721 109~22 109~24 109~12 109~21 +0~04 57,216 257,602 +4,620
Dec06 060721 109~17 109~17 109~17 109~17 +0~04      
Total Volume and Open Interest 57,216 257,602 +4,620
3-Mth Short Sterling(LIFFE)
Sep06 060721 95.14 95.14 95.14 95.14 -0.02 77,659 439,118 -1,157
Dec06 060721 95.01 95.01 95.01 95.01 -0.01 119,518 352,684 -5,658
Mar07 060721 94.92 94.92 94.92 94.92 unch 66,267 365,944 +823
Total Volume and Open Interest 429,270 2,107,177 -19,390
3-Mth Euribor(LIFFE)
Sep06 060721 96.670 96.680 96.670 96.680 +0.005 97,396 676,538 -9,482
Dec06 060721 96.415 96.435 96.410 96.430 +0.020 160,649 681,154 +1,525
Mar07 060721 96.285 96.320 96.280 96.315 +0.035 174,487 548,833 -4,822
Total Volume and Open Interest 874,774 3,475,858 -6,592
3-Mth Aus T-Bills(SFE)
Sep06 060721 93.84 93.86 93.84 93.85 +0.01 14,882 145,314 -1,207
Dec06 060721 93.72 93.74 93.72 93.74 +0.02 31,464 273,137 +492
Mar07 060721 93.69 93.71 93.68 93.71 +0.02 9,401 92,722 -3,326
Jun07 060721 93.69 93.72 93.68 93.72 +0.04 5,312 62,118 -3,015
Sep07 060721 93.67 93.71 93.67 93.71 +0.05 1,925 28,280 +700
Dec07 060721 93.66 93.69 93.66 93.69 +0.05 1,189 19,989 -45
Mar08 060721 93.64 93.67 93.64 93.67 +0.05 1,513 11,987 +826
Jun08 060721 93.63 93.66 93.63 93.66 +0.05 60 6,443 -10
Sep08 060721 93.64 93.64 93.64 93.64 +0.04 0 1,565 +0
Dec08 060721 93.64 93.64 93.64 93.64 +0.04 0 1,431 +0
Total Volume and Open Interest 65,746 644,592 -5,585
10-Year Aus T-Bonds(SFE)
Sep06 060721 94.19 94.21 94.18 94.21 +0.04 36,235 328,670 +13,929
Dec06 060721 94.21 94.21 94.21 94.21 +0.04      
Total Volume and Open Interest 36,235 328,670 +13,929
3-Year Aus T-Bonds(SFE)
Sep06 060721 94.12 94.14 94.11 94.13 +0.03 82,045 463,473 +40,026
Dec06 060721 94.13 94.13 94.13 94.13 +0.03      
Total Volume and Open Interest 82,045 463,473 +40,026
Gold(CMX)
Aug06 060721 630.0 638.0 616.0 620.2 -12.3 41,701 141,378 -6,493
Oct06 060721 638.0 644.0 623.0 626.7 -12.4 1,076 18,878 +151
Dec06 060721 643.5 651.0 629.0 633.1 -12.5 11,748 94,630 +4,578
Feb07 060721 644.0 645.0 639.4 639.4 -12.6 50 15,912 +26
Apr07 060721 653.0 653.0 645.7 645.7 -12.7 151 2,564 +26
Jun07 060721 667.5 667.5 651.9 651.9 -12.7 2 14,728 +0
Aug07 060721 658.1 658.1 658.1 658.1 -12.8 0 1,269 +0
Oct07 060721 664.3 664.3 664.3 664.3 -12.9 0 3,579 +0
Dec07 060721 677.0 687.0 670.5 670.5 -13.0 480 19,856 +433
Feb08 060721 676.6 676.6 676.6 676.6 -13.1 0 1,503 +0
Apr08 060721 27.3 27.3 27.3 27.3 -13.1      
Jun08 060721 688.8 688.8 688.8 688.8 -13.2 0 1,070 +0
Total Volume and Open Interest 55,259 328,988 -1,428
Silver(CMX)
Jul06 060721 1115.0 1115.0 1078.5 1078.5 -22.0 83 526 +52
Sep06 060721 1113.0 1131.0 1076.0 1084.5 -22.0 11,739 47,866 -481
Dec06 060721 1127.0 1142.0 1090.0 1097.6 -21.7 323 24,203 -70
Mar07 060721 1148.0 1148.0 1110.0 1110.0 -22.0 116 8,345 +20
May07 060721 1116.5 1116.5 1116.5 1116.5 -23.2 0 2,727 +0
Jul07 060721 1148.5 1148.5 1121.0 1122.5 -24.4 0 5,784 +0
Sep07 060721 1124.8 1124.8 1124.8 1124.8 -24.7 10 705 +4
Total Volume and Open Interest 12,494 99,325 -544
Platinum(NYM)
Jul06 060721 1203.0 1220.5 1203.0 1220.5 -5.8 0 47 +0
Oct06 060721 1224.0 1228.7 1216.2 1220.5 -5.8 468 8,589 -21
Jan07 060721 1225.0 1225.0 1224.0 1224.0 -6.3 0 446 +0
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Total Volume and Open Interest 515 9,013  
Palladium(NYME)
Sep06 060721 312.00 313.80 305.00 311.80 -0.20 628 13,432 +69
Dec06 060721 318.00 318.00 317.50 317.50 unch 232 705 +169
Mar07 060721 320.50 320.50 320.50 320.50 unch 0 1 +0
Total Volume and Open Interest 860 14,173 +238
Copper(CMX)
Jul06 060721 352.00 353.00 334.50 341.65 -6.85 762 2,619 -322
Sep06 060721 342.50 346.00 323.50 332.30 -8.65 7,457 47,106 -318
Dec06 060721 335.00 339.00 317.50 325.15 -7.65 1,013 12,380 +274
Mar07 060721 327.50 327.50 310.00 315.65 -7.65 273 2,812 +108
May07 060721 321.00 321.00 308.00 308.35 -6.95 14 679 +2
Total Volume and Open Interest 10,630 76,282 -419
Aluminum(CMX)
Jul06 060721 110.70 110.70 110.70 110.70 -1.55 0 7 +0
Aug06 060721 111.70 111.70 111.70 111.70 -1.55 0 377 +0
Sep06 060721 112.90 112.90 112.90 112.90 -1.35 0 1 +0
Oct06 060721 113.05 113.05 113.05 113.05 -1.35 0 40 +0
Nov06 060721 113.20 113.20 113.20 113.20 -1.35 0 40 +0
Dec06 060721 113.50 113.50 113.50 113.50 -1.35 0 566 +0
Total Volume and Open Interest 0 1,031 +0
DJIA Index(CBOT)
Sep06 060721 10985 11025 10880 10906 -72 6,013 55,085 -160
Dec06 060721 11070 11090 10990 10990 -80 8 1,984 -5
Mar07 060721 11057 11057 11057 11057 -72 0 5 +0
Jun07 060721 11128 11128 11128 11128 -72      
Total Volume and Open Interest 6,021 57,074 -165
S & P 500(CME)
Sep06 060721 1257.70 1257.70 1243.50 1244.70 -9.50 31,228 617,716 -2,107
Dec06 060721 1255.10 1255.80 1255.00 1255.70 -9.60 78 7,739 -5
Mar07 060721 1266.70 1266.70 1266.70 1266.70 -9.50 43 364 -20
Jun07 060721 1278.20 1278.20 1278.20 1278.20 -10.00 0 1,276 +0
Total Volume and Open Interest 31,350 627,382 -2,131
S & P 500 E-Mini(Globex)
Sep06 060721 1256.00 1260.25 1243.50 1244.75 -9.50 1,276,737 1,364,707 -10,920
Dec06 060721 1268.00 1270.25 1255.00 1255.75 -9.50 1,002 7,139 +779
Total Volume and Open Interest 1,277,739 1,371,846 -10,141
NASDAQ 100(CME)
Sep06 060721 1470.50 1474.00 1459.00 1461.30 -16.00 6,259 55,643 -637
Dec06 060721 1481.00 1486.00 1479.80 1479.80 -16.00 2 70 -1
Mar07 060721 1496.30 1496.30 1496.30 1496.30 -16.00      
Total Volume and Open Interest 6,261 55,713 -638
NASDAQ 100 E-Mini(Globex)
Sep06 060721 1482.50 1486.00 1459.80 1461.30 -16.00 411,372 428,562 +8,968
Dec06 060721 1500.80 1501.00 1479.80 1479.80 -16.00 96 325 +13
Total Volume and Open Interest 411,468 428,887 +8,981
S & P Midcap 400(CME)
Sep06 060721 70.89 70.89 59.14 60.94 -9.20 143 9,345 +31
Dec06 060721 67.94 67.94 67.94 67.94 -9.20 0 1 +0
Mar07 060721 74.94 74.94 74.94 74.94 -9.20      
Total Volume and Open Interest 143 9,346 +31
Russell 2000(CME)
Sep06 060721 684.25 684.25 671.80 674.60 -10.10 1,541 37,320 +98
Dec06 060721 680.60 680.60 680.60 680.60 -10.10 0 14 +0
Mar07 060721 686.60 686.60 686.60 686.60 -10.10      
Total Volume and Open Interest 1,541 37,334 +98
Russell 2000 E-Mini(Globex)
Sep06 060721 686.40 689.50 671.20 674.60 -10.10 213,446 436,874 +4,624
Dec06 060721 689.20 689.50 678.50 680.60 -10.10 107 431 +29
Total Volume and Open Interest 213,553 437,305 +4,653
Value Line(KCBT)
Sep06 060721 1880.00 1880.00 1880.00 1880.00 -60.00 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060721 14830 14830 14675 14710 -90      
Dec06 060721 14800 14800 14685 14685 -90      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060721 14800 14875 14790 14830 -125 51,584 202,347 +1,137
Dec06 060721 14785 14785 14785 14785 -125      
Mar07 060721 14795 14795 14795 14795 -125 0 1 +0
Total Volume and Open Interest 51,584 202,465 +1,137
CAC 40(MATIF)
Jul06 060721 4841.0 4863.0 4814.0 4830.0 -35.0 201,909 388,803 -117,887
Aug06 060721 4845.0 4872.5 4811.5 4829.0 -46.0 119,563 325,463 +80,375
Sep06 060721 4865.0 4876.5 4822.0 4838.5 -46.5 2,429 64,939 +461
Total Volume and Open Interest 323,907 784,101 -37,061
Hang Seng Index(HKFE)
Jul06 060721 16447 16518 16415 16493 -29 35,347 107,777 -487
Aug06 060721 16413 16490 16389 16466 -29 891 3,520 +20
Sep06 060721 16411 16472 16398 16472 -21 12 1,310 -6
Total Volume and Open Interest 36,260 113,328 -468
DAX Index(EUREX)
Sep06 060721 5542.0 5564.5 5446.5 5476.0 -95.5 144,482 189,159 -2,226
Dec06 060721 5587.5 5603.5 5494.0 5521.0 -96.5 346 14,240 +11
Mar07 060721 5602.0 5653.0 5550.0 5571.0 -97.5 238 1,325 +0
Total Volume and Open Interest 145,066 204,724 -2,215
FT-SE 100(LIFFE)
Sep06 060721 5751.50 5757.00 5692.50 5712.00 -46.50 94,677 431,886 -3,431
Dec06 060721 5757.00 5782.00 5745.00 5745.00 -46.50 5,790 35,464 -2,858
Mar07 060721 5757.00 5757.00 5757.00 5757.00 -46.50 7 1,007 +0
Total Volume and Open Interest 100,474 470,107 -6,289
SPI 200(SFE)
Sep06 060721 4950.0 4955.0 4923.0 4942.0 -57.0 15,842 224,567 -296
Dec06 060721 4942.0 4957.0 4942.0 4957.0 -58.0 4 4,339 -2
Mar07 060721 4964.0 4964.0 4964.0 4964.0 -58.0 0 2,588 +0
Total Volume and Open Interest 15,849 233,761 -298
GSCI(CME)
Aug06 060721 485.75 487.50 481.00 484.10 +0.70 160 20,816 -56
Sep06 060721 487.60 487.60 487.60 487.60 +0.10      
Oct06 060721 496.00 496.00 496.00 496.00 +0.50      
Total Volume and Open Interest 160 20,816 -56
Reuters CRB Index(NYBOT)
Aug06 060721 383.25 383.75 380.00 381.50 -1.75 18 430 -1
Nov06 060721 390.00 390.00 390.00 390.00 -1.75 0 407 +0
Jan07 060721 392.00 392.00 392.00 392.00 -1.75 0 100 +0
Total Volume and Open Interest 18 944 -1
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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