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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 26, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060726 583.00 587.00 580.50 581.75 -3.50 13,712 28,238 -4,091
Sep06 060726 590.50 594.50 588.00 589.75 -3.50 9,463 36,454 +2,432
Nov06 060726 605.00 608.50 601.50 602.75 -4.25 50,508 197,962 +2,770
Jan07 060726 616.00 619.50 613.75 614.25 -3.50 1,760 16,544 +139
Mar07 060726 625.00 629.50 623.50 624.00 -4.00 376 9,956 +106
May07 060726 632.00 635.50 630.50 633.00 -1.00 1,041 10,748 +131
Jul07 060726 640.50 646.00 640.50 642.00 -0.75 1,139 11,767 +751
Total Volume and Open Interest 80,153 329,023 +2,471
Soybean Meal(CBOT)
Aug06 060726 168.20 170.00 167.70 167.80 -1.10 8,705 21,823 -1,545
Sep06 060726 170.00 171.50 168.80 169.10 -1.20 5,831 37,557 +1,588
Oct06 060726 171.00 172.90 170.10 170.20 -1.30 2,168 15,083 -133
Dec06 060726 173.80 175.80 172.60 173.10 -0.70 14,474 93,231 -2,424
Jan07 060726 174.00 177.00 174.00 174.00 -0.80 1,265 8,906 +217
Mar07 060726 176.30 179.00 176.20 176.50 -0.60 468 6,875 +37
May07 060726 176.50 179.70 176.50 177.00 -0.80 871 9,553 +341
Jul07 060726 179.30 181.70 179.20 179.50 -0.30 365 7,719 +235
Total Volume and Open Interest 34,575 205,842 -1,870
Soybean Oil(CBOT)
Aug06 060726 26.18 26.27 25.91 26.08 -0.20 5,940 16,368 -3,283
Sep06 060726 26.40 26.46 26.13 26.29 -0.15 4,544 26,968 -115
Oct06 060726 26.53 26.64 26.34 26.49 -0.16 946 15,264 +155
Dec06 060726 27.10 27.11 26.76 26.82 -0.28 16,651 165,760 -861
Jan07 060726 27.25 27.32 27.08 27.08 -0.32 67 8,375 +12
Mar07 060726 27.70 27.70 27.45 27.45 -0.30 57 7,153 -5
May07 060726 28.13 28.13 27.80 27.83 -0.32 2,192 14,389 +1,172
Jul07 060726 28.50 28.50 28.20 28.20 -0.35 238 11,301 +8
Total Volume and Open Interest 31,406 283,013 -2,660
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060726 314.9 314.9 308.8 309.2 -5.8 7,167 62,483 -535
Jan07 060726 322.5 322.8 317.6 317.6 -5.4 411 6,764 +67
Mar07 060726 323.6 323.6 323.6 323.6 -5.4 208 805 -27
May07 060726 330.2 334.6 330.0 331.0 -6.4 2 1,147 +1
Total Volume and Open Interest 7,830 79,147 -499
Corn(CBOT)
Sep06 060726 239.50 239.50 235.75 236.00 -3.50 31,951 416,995 -4,649
Dec06 060726 255.75 256.00 252.50 252.75 -3.25 84,696 537,269 +1,300
Mar07 060726 269.00 269.50 266.50 266.75 -3.00 8,521 114,428 +426
May07 060726 278.00 278.75 276.25 276.50 -3.00 3,539 24,987 +738
Jul07 060726 288.25 288.25 285.00 285.50 -2.50 8,786 79,504 +1,130
Sep07 060726 291.50 292.00 291.50 292.00 -3.50 111 8,700 +17
Total Volume and Open Interest 147,800 1,393,318 +462
Wheat(CBOT)
Sep06 060726 393.00 393.25 380.00 382.00 -11.25 24,557 222,227 -4,909
Dec06 060726 413.00 413.00 403.50 404.25 -9.25 14,308 120,663 +3,018
Mar07 060726 428.50 429.00 421.00 421.00 -9.50 687 34,012 -59
May07 060726 435.50 435.50 430.00 430.00 -9.00 106 979 +44
Jul07 060726 443.00 444.00 436.50 437.25 -7.75 2,553 68,444 -745
Total Volume and Open Interest 43,816 480,410 -2,603
Wheat(KCBT)
Sep06 060726 489.00 489.50 481.00 482.00 -7.50 8,355 65,712 -890
Dec06 060726 505.00 505.00 494.00 494.50 -10.50 7,048 62,707 +291
Mar07 060726 504.50 504.50 499.00 499.00 -9.00 593 9,846 +196
May07 060726 496.00 496.00 496.00 496.00 -6.00 4 299 +2
Jul07 060726 475.00 475.00 469.00 469.50 -6.75 758 24,333 -398
Total Volume and Open Interest 16,840 167,640 -774
Wheat(MGE)
Sep06 060726 486.00 486.50 471.00 475.75 -10.75 5,158 19,694 -603
Dec06 060726 495.00 495.00 478.00 482.75 -12.25 3,829 28,172 -234
Mar07 060726 498.00 498.00 489.00 489.50 -11.50 208 2,968 +9
May07 060726 495.00 495.00 492.00 492.00 -9.00 36 194 +36
Jul07 060726 490.00 498.00 487.00 492.50 -3.75 41 494 +20
Total Volume and Open Interest 9,640 58,143 -617
Oats(CBOT)
Sep06 060726 194.50 198.50 193.75 195.50 +0.50 264 5,412 +82
Dec06 060726 198.75 201.75 197.50 199.75 +0.50 743 8,040 -42
Mar07 060726 206.00 206.00 205.50 205.50 +1.00 30 187 -19
May07 060726 208.00 208.00 208.00 208.00 unch 2 4 +0
Total Volume and Open Interest 1,039 13,679 +21
Rough Rice(CBOT)
Sep06 060726 9.41 9.41 9.10 9.16 -0.22 57 5,554 +5
Nov06 060726 9.65 9.68 9.39 9.46 -0.19 97 5,337 -4
Jan07 060726 9.70 9.70 9.62 9.66 -0.19 16 921 +6
Mar07 060726 10.03 10.03 9.82 9.85 -0.18 9 1,379 +8
Total Volume and Open Interest 179 13,336 +15
Live Cattle(CME)
Aug06 060726 82.550 84.300 82.550 84.275 +1.775 7,027 45,804 -1,924
Oct06 060726 86.300 88.125 86.300 88.025 +1.825 10,688 119,960 +1,325
Dec06 060726 86.950 88.425 86.950 88.400 +1.575 4,308 39,717 +365
Feb07 060726 89.675 91.150 89.600 91.100 +1.425 2,951 20,138 +491
Apr07 060726 88.250 89.250 88.250 89.250 +1.025 392 5,587 +203
Jun07 060726 83.700 84.250 83.650 84.100 +0.800 840 3,286 +360
Total Volume and Open Interest 26,229 234,577 +842
Feeder Cattle(CME)
Aug06 060726 113.200 114.700 113.200 114.525 +1.150 2,541 11,460 -724
Sep06 060726 112.975 114.600 112.950 114.400 +1.200 1,758 9,570 +402
Oct06 060726 112.950 114.400 112.900 114.350 +1.250 731 6,166 +355
Nov06 060726 112.150 112.950 112.000 112.800 +1.275 79 1,439 +25
Jan07 060726 106.900 108.200 106.900 108.000 +1.100 109 1,736 +13
Mar07 060726 103.700 104.600 103.700 104.500 +0.850 24 326 +13
Apr07 060726 104.300 104.300 104.300 104.300 +0.925 0 114 +0
Total Volume and Open Interest 5,257 30,944 +97
Lean Hogs(CME)
Aug06 060726 66.500 67.200 66.450 67.100 +0.175 10,656 32,512 -2,744
Oct06 060726 58.500 59.450 58.400 59.275 +0.475 11,693 89,488 +26
Dec06 060726 56.600 57.700 56.575 57.600 +0.475 2,146 21,450 +539
Feb07 060726 58.600 59.200 58.450 59.175 +0.450 610 7,233 +29
Apr07 060726 59.750 60.000 59.150 59.350 -0.150 263 4,399 +110
May07 060726 63.000 63.475 63.000 63.475 +0.225 60 580 +3
Jun07 060726 64.650 65.500 64.650 65.500 +0.675 101 1,343 +68
Jul07 060726 63.100 63.400 62.800 63.400 +0.650 56 421 +22
Total Volume and Open Interest 25,589 157,440 -1,943
Pork Bellies(CME)
Aug06 060726 91.000 92.250 90.800 91.425 +1.275 345 1,506 -43
Feb07 060726 91.500 92.750 91.500 92.750 +1.500 78 121 +40
Mar07 060726 92.750 93.000 92.750 93.000 +1.500 1 10 +0
Total Volume and Open Interest 453 1,673 -22
Class III Milk(CME)
Jul06 060726 10.95 10.95 10.95 10.95 +0.01 1 3,395 -2
Aug06 060726 11.09 11.20 11.09 11.10 +0.02 121 4,507 +64
Sep06 060726 11.92 12.25 11.92 12.15 +0.25 132 5,094 +30
Oct06 060726 12.44 12.70 12.44 12.63 +0.19 66 4,305 +12
Nov06 060726 12.40 12.65 12.40 12.60 +0.25 46 3,511 +4
Total Volume and Open Interest 533 31,927 +180
Cocoa(NYBOT)
Sep06 060726 1495 1502 1477 1479 -5 4,760 63,182 -887
Dec06 060726 1534 1540 1518 1520 -3 1,872 34,181 +207
Mar07 060726 1565 1565 1552 1552 -3 588 21,025 -231
May07 060726 1580 1580 1574 1574 -1 285 8,517 -168
Jul07 060726 1593 1593 1593 1593 -3 0 3,629 +0
Sep07 060726 1613 1613 1613 1613 -2 196 9,094 +164
Dec07 060726 1634 1634 1634 1634 -2 0 6,991 +0
Total Volume and Open Interest 7,701 146,639 -915
Coffee "C"(NYBOT)
Sep06 060726 95.40 95.80 94.55 95.50 +0.40 7,306 78,820 -521
Dec06 060726 99.20 99.80 98.55 99.55 +0.40 2,329 28,538 +237
Mar07 060726 103.00 103.50 102.50 103.30 +0.40 905 7,838 +112
May07 060726 105.00 105.55 105.00 105.50 +0.35 1,022 3,346 +501
Jul07 060726 107.50 108.00 107.50 107.70 +0.35 70 1,318 +28
Sep07 060726 110.00 110.00 109.85 109.85 +0.30 256 1,705 +145
Total Volume and Open Interest 12,157 123,006 +516
Orange Juice(NYBOT)
Sep06 060726 169.00 170.50 168.05 168.75 -0.45 2,319 18,975 -146
Nov06 060726 169.60 170.90 168.55 169.25 -0.55 711 3,551 +196
Jan07 060726 169.00 169.50 168.25 168.25 +1.90 33 2,804 +3
Mar07 060726 169.00 169.00 168.25 168.25 +1.90 1 585 +0
May07 060726 169.00 169.00 168.25 168.25 +1.90 0 135 +0
Total Volume and Open Interest 3,064 26,084 +53
Sugar #11(NYBOT)
Oct06 060726 15.29 15.41 15.01 15.05 -0.26 18,591 258,488 -360
Mar07 060726 15.72 15.80 15.40 15.43 -0.27 5,624 93,740 +129
May07 060726 15.64 15.67 15.33 15.37 -0.22 1,427 44,308 +601
Jul07 060726 15.47 15.53 15.20 15.22 -0.19 811 27,463 -249
Oct07 060726 15.47 15.47 15.32 15.32 -0.11 257 24,060 +43
Total Volume and Open Interest 26,754 464,034 +189
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060726 22.26 22.30 22.00 22.20 -0.10 558 1,766 -318
Nov06 060726 22.34 22.34 22.20 22.24 -0.10 545 2,737 +370
Jan07 060726 22.30 22.30 22.23 22.24 -0.21 0 1,342 +0
Mar07 060726 22.33 22.33 22.22 22.22 -0.11 26 1,607 +19
Total Volume and Open Interest 1,130 9,399 +71
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 1,919 15,115 -1,529
Sep06 060726 863 874 855 856 -6 2,756 56,967 -1,202
Dec06 060726 878 887 869 869 -6 1,880 49,548 +835
Mar07 060726 895 899 885 885 -6 470 32,148 +243
May07 060726 906 906 896 896 -6 21 10,673 +117
Jul07 060726 905 905 905 905 -6 1 5,423 +53
Sep07 060726 915 915 914 914 -6 25 3,056 +223
Total Volume and Open Interest 5,193 169,285 +278
London Coffee(LCE)
Jul06 060726 1179.00 1185.00 1160.00 1185.00 +24.00 23 247 -410
Sep06 060726 1196.00 1205.00 1180.00 1200.00 +25.00 5,272 63,245 -5,244
Nov06 060726 1195.00 1210.00 1186.00 1204.00 +23.00 2,181 42,969 +738
Jan07 060726 1187.00 1202.00 1181.00 1196.00 +23.00 1,163 15,864 +1,080
Mar07 060726 1189.00 1200.00 1184.00 1197.00 +26.00 102 2,921 +26
May07 060726 1197.00 1208.00 1195.00 1208.00 +28.00 55 1,403 -43
Total Volume and Open Interest 8,807 127,197 -3,852
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060726 448.50 450.60 440.30 441.80 -6.70 2,394 35,315 -1,389
Dec06 060726 445.70 447.90 439.00 439.00 -6.70 589 10,649 -72
Mar07 060726 433.60 433.60 424.20 424.70 -7.20 298 10,317 +425
May07 060726 433.00 433.00 425.00 425.20 -6.70 9 4,213 +137
Total Volume and Open Interest 3,290 64,181 -603
Cotton(NYBOT)
Oct06 060726 53.90 53.90 53.15 53.25 -0.15 320 4,552 +61
Dec06 060726 55.38 55.75 54.99 55.12 -0.06 9,277 122,856 -468
Mar07 060726 58.30 58.55 57.90 58.00 -0.25 1,448 26,188 +458
May07 060726 58.80 58.85 58.80 58.85 -0.17 7 1,337 +1
Jul07 060726 59.70 59.70 59.55 59.55 -0.30 92 2,388 +0
Oct07 060726 60.10 60.10 60.10 60.10 -0.20 0 44 +0
Total Volume and Open Interest 11,462 161,696 +147
Lumber(CME)
Sep06 060726 271.7 274.6 271.7 274.1 +1.4 464 4,433 -74
Nov06 060726 283.1 286.2 282.5 286.1 +3.0 163 846 +3
Jan07 060726 293.4 296.8 293.1 296.8 +3.5 8 128 +2
Mar07 060726 302.1 302.1 302.1 302.1 +5.1 0 30 +0
Total Volume and Open Interest 635 5,446 -69
Crude Oil(NYM)
Sep06 060726 73.60 74.80 73.60 73.94 +0.19 84,882 257,252 -2,870
Oct06 060726 74.58 75.75 74.55 74.99 +0.28 36,264 89,901 +1,414
Nov06 060726 75.45 76.30 75.45 75.73 +0.33 10,795 38,620 +1,099
Dec06 060726 75.80 76.95 75.80 76.27 +0.37 17,004 121,723 +2,025
Jan07 060726 76.45 77.25 76.45 76.66 +0.41 3,144 41,913 +96
Feb07 060726 77.20 77.40 76.93 76.93 +0.45 532 19,750 +330
Mar07 060726 77.60 77.60 77.13 77.13 +0.50 622 18,793 -193
Apr07 060726 77.24 77.24 77.24 77.24 +0.55 1,286 24,048 +953
May07 060726 77.29 77.29 77.29 77.29 +0.60 1,285 17,993 +20
Jun07 060726 77.35 77.45 77.29 77.29 +0.65 1,953 46,448 +218
Jul07 060726 77.24 77.24 77.24 77.24 +0.67 405 10,329 +267
Aug07 060726 77.17 77.17 77.17 77.17 +0.69 200 8,442 -146
Sep07 060726 77.09 77.09 77.09 77.09 +0.71 70 10,180 -40
Oct07 060726 77.01 77.01 77.01 77.01 +0.73 158 6,275 +93
Nov07 060726 76.91 76.91 76.91 76.91 +0.75 100 7,490 +100
Dec07 060726 76.25 77.30 76.25 76.80 +0.77 7,860 108,742 +139
Total Volume and Open Interest 174,669 1,051,351 +4,393
Heating Oil(NYM)
Aug06 060726 194.50 198.20 193.90 195.98 +1.59 14,876 17,885 -3,717
Sep06 060726 200.50 205.00 200.30 202.75 +2.13 18,170 69,993 +1,607
Oct06 060726 207.10 211.10 206.90 209.10 +2.08 4,771 17,621 +1,538
Nov06 060726 213.00 216.70 213.00 214.45 +2.08 1,130 9,206 -115
Dec06 060726 217.50 221.00 217.50 218.95 +2.08 2,277 18,332 +80
Jan07 060726 221.40 225.20 221.40 222.90 +2.03 2,804 16,220 +128
Feb07 060726 223.70 227.30 223.70 224.90 +1.98 1,099 7,963 -325
Mar07 060726 222.90 226.50 222.90 224.25 +2.08 241 5,162 +75
Apr07 060726 218.80 220.85 218.80 220.15 +2.18 49 5,661 +34
May07 060726 215.00 216.00 215.00 216.00 +2.03 27 1,419 +6
Jun07 060726 214.20 214.20 214.20 214.20 +2.03 626 8,656 +211
Jul07 060726 215.00 215.00 215.00 215.00 +2.03 1 627 +1
Total Volume and Open Interest 46,162 183,228 -409
Unleaded Gas(NYM)
Aug06 060726 227.25 231.75 226.00 229.62 +1.13 28,031 14,824 -6,103
Sep06 060726 224.50 230.00 224.00 227.16 +0.80 19,904 59,886 +2,825
Oct06 060726 209.75 214.50 209.75 212.06 +1.50 3,608 10,043 +1,013
Nov06 060726 202.00 203.56 202.00 203.56 +1.40 449 3,532 +128
Dec06 060726 198.00 198.00 197.16 197.16 +1.15 388 5,503 +37
Jan07 060726 195.56 195.56 195.56 195.56 +1.05 37 1,867 +18
Total Volume and Open Interest 52,417 95,655 -2,082
Natural Gas(NYM)
Aug06 060726 6.600 6.900 6.580 6.887 +0.478 33,243 26,789 -6,176
Sep06 060726 6.710 7.000 6.680 6.974 +0.461 25,770 117,621 -1,206
Oct06 060726 6.980 7.250 6.940 7.224 +0.441 13,825 70,868 +3,943
Nov06 060726 8.480 8.820 8.450 8.679 +0.396 9,520 46,850 -2,984
Dec06 060726 9.960 10.200 9.930 10.124 +0.336 2,215 36,039 +271
Jan07 060726 10.630 10.804 10.610 10.804 +0.301 4,927 53,723 +1,135
Feb07 060726 10.650 10.870 10.650 10.819 +0.296 1,125 29,628 -597
Mar07 060726 10.450 10.584 10.450 10.584 +0.276 2,341 59,183 +537
Apr07 060726 8.510 8.584 8.500 8.584 +0.156 3,168 36,451 -466
May07 060726 8.350 8.450 8.350 8.394 +0.146 578 23,676 -67
Jun07 060726 8.470 8.476 8.430 8.476 +0.145 536 13,131 +423
Jul07 060726 8.550 8.590 8.530 8.578 +0.144 273 9,735 +42
Aug07 060726 8.600 8.700 8.600 8.660 +0.143 248 9,189 +63
Sep07 060726 8.700 8.757 8.690 8.757 +0.142 42 9,887 +30
Oct07 060726 8.940 8.940 8.929 8.929 +0.141 1,990 27,713 +316
Nov07 060726 9.700 9.700 9.650 9.694 +0.131 498 15,200 +45
Total Volume and Open Interest 105,607 892,822 -2,192
Brent Crude Oil(ICE)
Sep06 060726 73.28 74.73 73.00 74.00 +0.72 91,502 115,162 -583
Oct06 060726 73.66 74.83 73.32 74.16 +0.55 41,917 119,243 +249
Nov06 060726 74.23 75.30 73.91 74.69 +0.51 15,556 38,103 +2,898
Dec06 060726 74.66 75.72 74.38 75.14 +0.48 16,534 57,862 +2,977
Jan07 060726 75.00 76.01 74.85 75.53 +0.47 1,203 18,369 -540
Feb07 060726 75.30 76.18 75.11 75.82 +0.48 1,024 10,142 +110
Mar07 060726 75.50 76.51 75.30 75.99 +0.49 844 12,195 -24
Apr07 060726 75.52 76.60 75.47 76.11 +0.55 442 11,842 +146
May07 060726 75.75 76.64 75.75 76.19 +0.62 210 3,443 +25
Jun07 060726 75.35 76.56 75.35 76.19 +0.68 1,153 13,640 +197
Jul07 060726 76.20 76.45 76.13 76.13 +0.69 0 1,015 +0
Aug07 060726 76.09 76.09 76.09 76.09 +0.72 0 1,298 +0
Sep07 060726 75.50 76.00 75.50 76.00 +0.72 100 1,610 +100
Oct07 060726 75.39 75.91 75.39 75.91 +0.74 150 340 +50
Total Volume and Open Interest 174,884 464,884 +5,410
Gas Oil(ICE)
Aug06 060726 620.75 634.50 620.75 631.25 +9.00 28,133 54,947 -3,356
Sep06 060726 633.00 646.25 633.00 643.25 +8.75 15,132 61,261 +1,662
Oct06 060726 646.00 657.50 645.00 654.75 +8.75 5,286 27,698 +333
Nov06 060726 657.00 668.25 656.25 666.25 +8.75 2,323 17,526 +502
Dec06 060726 667.00 678.50 665.25 675.75 +8.75 880 34,385 +36
Jan07 060726 674.50 685.75 673.00 683.00 +8.50 311 16,149 +161
Feb07 060726 681.50 689.00 681.00 688.50 +8.50 250 2,925 -100
Mar07 060726 681.25 688.50 681.25 688.50 +8.50 200 5,660 +0
Apr07 060726 687.00 687.00 687.00 687.00 +8.50 400 1,975 +0
May07 060726 685.25 685.25 685.25 685.25 +8.50 0 350 +0
Total Volume and Open Interest 54,815 272,298 -337
US Dollar Index(NYBOT)
Sep06 060726 86.41 86.42 85.62 85.66 -0.75 4,806 14,628 -795
Dec06 060726 85.90 85.91 85.29 85.29 -0.75 34 2,240 +11
Mar07 060726 84.94 84.94 84.94 84.94 -0.75 0 5 +0
Total Volume and Open Interest 4,840 16,878 -784
Australian Dollar(CME)
Sep06 060726 75.74 76.09 75.74 76.09 +0.85 2,013 61,675 +2,247
Dec06 060726 75.98 75.98 75.98 75.98 +0.85 0 650 -24
Mar07 060726 75.85 75.85 75.85 75.85 +0.85 0 8 +0
Total Volume and Open Interest 2,013 62,339 +2,223
British Pound(CME)
Sep06 060726 184.20 185.58 184.20 185.57 +1.33 1,601 101,539 -1,318
Dec06 060726 185.94 185.94 185.94 185.94 +1.32 0 554 +5
Mar07 060726 186.21 186.21 186.21 186.21 +1.32 0 11 +5
Total Volume and Open Interest 1,601 102,104 -1,308
Canadian Dollar(CME)
Sep06 060726 88.00 88.22 87.85 88.14 +0.43 2,035 88,532 +595
Dec06 060726 88.33 88.42 88.16 88.42 +0.43 7 2,693 +37
Mar07 060726 88.69 88.69 88.69 88.69 +0.43 9 344 +2
Jun07 060726 88.96 88.96 88.96 88.96 +0.43 0 239 +0
Total Volume and Open Interest 2,051 91,963 +634
Japanese Yen(CME)
Sep06 060726 86.21 86.75 86.08 86.65 +0.63 5,513 188,086 +3,407
Dec06 060726 87.76 87.76 87.76 87.76 +0.63 0 20,376 +38
Mar07 060726 88.86 88.86 88.86 88.86 +0.63 0 19 +3
Total Volume and Open Interest 5,513 208,508 +3,448
Swiss Franc(CME)
Sep06 060726 80.36 81.00 80.36 80.97 +0.62 3,847 72,728 +1,684
Dec06 060726 81.73 81.73 81.73 81.73 +0.61 0 822 +8
Mar07 060726 82.47 82.47 82.47 82.47 +0.61 0 10 +0
Total Volume and Open Interest 3,847 73,560 +1,692
EuroFX(CME)
Sep06 060726 126.31 127.48 126.29 127.42 +1.14 4,819 144,847 +4,387
Dec06 060726 127.10 128.12 127.10 128.12 +1.13 1 1,369 -10
Mar07 060726 128.74 128.74 128.74 128.74 +1.13 0 170 +0
Total Volume and Open Interest 4,820 146,454 +4,377
Mexican Peso(CME)
Sep06 060726 9147.0 9147.0 9112.0 9135.0 -22.0 2,882 57,405 -84
Dec06 060726 3.3 1.7 3.3 1.7 -2.3 0 23,045 +0
Total Volume and Open Interest 2,882 82,117 -84
30-Year T-Bonds(CBOT)
Sep06 060726 107~16 107~30 107~07 107~25 +0~09 308,488 752,404 -2,688
Dec06 060726 107~16 108~04 107~16 108~01 +0~09 270 13,711 +89
Mar07 060726 107~27 107~27 107~27 107~27 +0~09 2 6 +0
Total Volume and Open Interest 308,760 766,136 -2,599
10-Year T-Notes(CBOT)
Sep06 060726 105~140 105~240 105~090 105~205 +0~065 785,374 1,987,774 +9,282
Dec06 060726 105~115 105~230 105~105 105~200 +0~065 20,209 47,953 +5,334
Total Volume and Open Interest 805,583 2,035,734 +14,616
5-Year T-Notes(CBOT)
Sep06 060726 103~240 104~005 103~235 103~290 +0~040 387,547 0 +0
Dec06 060726 103~255 103~295 103~255 103~295 +0~035 1,250 0 +0
Total Volume and Open Interest 388,797    
2 Year T-Notes(CBOT)
Sep06 060726 101~060 101~076 101~060 101~072 +0~008 11,061 602,568 +853
Dec06 060726 101~065 101~076 101~065 101~076 +0~008 7,456 30,076 +3,335
Total Volume and Open Interest 18,517 632,644 +4,188
Eurodollars(CME)
Sep06 060726 94.440 94.495 94.440 94.480 +0.030 22,656 1,567,518 +7,540
Dec06 060726 94.435 94.500 94.435 94.485 +0.040 21,585 1,631,295 -6,631
Mar07 060726 94.485 94.565 94.485 94.545 +0.045 23,292 1,217,053 -12,145
Jun07 060726 94.570 94.650 94.565 94.630 +0.045 10,416 960,361 -542
Sep07 060726 94.650 94.715 94.640 94.705 +0.045 18,515 926,117 +3,637
Dec07 060726 94.675 94.740 94.670 94.730 +0.045 16,654 753,742 +2,359
Mar08 060726 94.670 94.745 94.670 94.730 +0.045 10,376 533,830 -4,025
Jun08 060726 94.655 94.735 94.655 94.715 +0.045 9,673 321,284 +1,029
Sep08 060726 94.640 94.710 94.640 94.690 +0.040 7,227 280,947 -1,931
Dec08 060726 94.605 94.680 94.605 94.655 +0.040 5,082 250,856 +2,180
Mar09 060726 94.585 94.650 94.585 94.635 +0.040 7,569 218,688 -1,718
Jun09 060726 94.560 94.615 94.555 94.605 +0.040 3,343 161,534 +349
Sep09 060726 94.520 94.580 94.520 94.570 +0.040 3,284 114,943 +524
Dec09 060726 94.480 94.540 94.480 94.530 +0.040 2,366 111,840 +402
Mar10 060726 94.460 94.515 94.460 94.510 +0.040 3,205 100,609 +810
Jun10 060726 94.430 94.485 94.430 94.480 +0.040 3,314 74,774 -702
Sep10 060726 94.405 94.455 94.405 94.450 +0.035 2,502 85,564 +150
Dec10 060726 94.370 94.420 94.370 94.415 +0.035 1,647 67,095 +117
Total Volume and Open Interest 177,999 9,576,691 -10,409
3-Mth Euro-Yen(CME)
Sep06 060726 99.50 99.50 99.50 99.50 +0.01 1,112 11,769 +995
Dec06 060726 99.33 99.34 99.33 99.34 +0.01 88 10,938 +35
Mar07 060726 99.15 99.15 99.15 99.15 unch 212 5,427 +148
Jun07 060726 98.99 98.99 98.99 98.99 unch 1,000 5,893 +33
Sep07 060726 98.85 98.85 98.85 98.85 unch 86 2,188 -46
Dec07 060726 98.73 98.73 98.73 98.73 unch 0 2,465 -2
Mar08 060726 98.62 98.62 98.62 98.62 -0.01 0 830 +0
Jun08 060726 98.57 98.57 98.57 98.57 unch 0 255 +0
Sep08 060726 98.42 98.42 98.42 98.42 unch 0 7 +0
Dec08 060726 98.30 98.30 98.30 98.30 unch 0 4 +0
Total Volume and Open Interest 2,498 39,782 +1,163
3-Mth Euro-Yen(SIMEX)
Sep06 060726 99.50 99.50 99.50 99.50 unch 606 66,848 +4
Dec06 060726 99.33 99.35 99.33 99.34 unch 1,086 100,490 -592
Mar07 060726 99.15 99.16 99.15 99.16 unch 584 58,585 -646
Jun07 060726 98.99 99.01 98.99 99.01 +0.01 339 27,557 -30
Sep07 060726 98.85 98.86 98.85 98.86 unch 105 15,345 +11
Dec07 060726 98.72 98.73 98.72 98.73 -0.01 102 38,293 +67
Mar08 060726 98.62 98.62 98.62 98.62 unch 0 21,004 -134
Jun08 060726 98.51 98.51 98.51 98.51 -0.01 0 1,315 +171
Total Volume and Open Interest 2,822 330,528 -1,149
German Euro-Bund(EUREX)
Sep06 060726 116.38 116.52 116.03 116.20 -0.24 893,587 1,383,163 +7,542
Dec06 060726 115.67 115.67 115.36 115.51 -0.24 1,942 11,816 +236
Mar07 060726 115.67 115.67 115.05 115.30 -0.24 711 10 +0
Total Volume and Open Interest 896,240 1,394,989 +7,778
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060726 109.01 109.03 109.01 109.03 -0.14 1 11 -1
Mar07 060726 108.85 108.85 108.85 108.85 -0.13      
Total Volume and Open Interest 529,115 993,854 +10,672
Long Gilt(LIFFE)
Sep06 060726 109~18 109~20 109~03 109~11 -0~06 83,591 250,971 -3,492
Dec06 060726 109~02 109~02 109~02 109~02 -0~06      
Total Volume and Open Interest 83,591 250,971 -3,492
3-Mth Short Sterling(LIFFE)
Sep06 060726 95.14 95.14 95.14 95.14 -0.01 23,973 420,255 -3,849
Dec06 060726 95.01 95.01 95.01 95.01 -0.02 55,149 343,267 -11,128
Mar07 060726 94.93 94.93 94.93 94.93 -0.02 45,145 367,993 +923
Total Volume and Open Interest 224,163 2,065,499 -9,281
3-Mth Euribor(LIFFE)
Sep06 060726 96.670 96.685 96.670 96.675 unch 49,531 655,740 -6,359
Dec06 060726 96.430 96.445 96.390 96.405 -0.020 88,535 702,968 +10,646
Mar07 060726 96.320 96.340 96.265 96.280 -0.035 94,110 560,517 +12,335
Total Volume and Open Interest 433,783 3,493,766 +23,205
3-Mth Aus T-Bills(SFE)
Sep06 060726 93.82 93.83 93.73 93.76 -0.06 6,549 137,115 +1,733
Dec06 060726 93.68 93.69 93.60 93.64 -0.05 19,376 271,586 +4,403
Mar07 060726 93.63 93.65 93.55 93.59 -0.05 13,793 96,124 +1,543
Jun07 060726 93.64 93.65 93.55 93.59 -0.05 3,614 61,152 -1,216
Sep07 060726 93.63 93.64 93.54 93.59 -0.05 700 26,943 -2,262
Dec07 060726 93.62 93.63 93.55 93.58 -0.05 372 19,892 +61
Mar08 060726 93.61 93.61 93.54 93.57 -0.05 303 12,063 -547
Jun08 060726 93.60 93.60 93.55 93.56 -0.05 100 6,487 -10
Sep08 060726 93.60 93.60 93.54 93.54 -0.05 0 1,650 +0
Dec08 060726 93.59 93.59 93.53 93.53 -0.05 0 1,431 +0
Total Volume and Open Interest 44,807 636,062 +3,705
10-Year Aus T-Bonds(SFE)
Sep06 060726 94.14 94.16 94.06 94.09 -0.06 21,071 312,569 -11,854
Dec06 060726 94.09 94.09 94.09 94.09 -0.06      
Total Volume and Open Interest 21,071 312,569 -11,854
3-Year Aus T-Bonds(SFE)
Sep06 060726 94.05 94.07 93.95 93.99 -0.06 38,886 439,545 -14,006
Dec06 060726 93.99 93.99 93.99 93.99 -0.06      
Total Volume and Open Interest 38,886 439,545 -14,006
Gold(CMX)
Aug06 060726 617.0 622.5 613.0 621.9 +3.9 74,528 82,843 -28,275
Oct06 060726 623.0 629.5 620.0 628.4 +4.0 3,284 20,873 +812
Dec06 060726 630.0 636.0 626.0 634.7 +4.0 36,090 134,980 +13,023
Feb07 060726 637.0 641.0 637.0 641.0 +4.0 1,326 17,087 +1,182
Apr07 060726 642.5 647.2 642.5 647.2 +4.0 7 2,585 -6
Jun07 060726 652.0 653.4 650.0 653.4 +4.1 1,365 15,953 +1,124
Aug07 060726 659.7 659.7 659.7 659.7 +4.2 0 1,269 +0
Oct07 060726 665.9 665.9 665.9 665.9 +4.3 0 3,578 -5
Dec07 060726 672.0 672.0 672.0 672.0 +4.3 131 19,866 +5
Feb08 060726 678.0 678.0 678.0 678.0 +4.3 0 1,503 +0
Apr08 060726 28.7 28.7 28.7 28.7 +4.3      
Jun08 060726 690.3 690.3 690.3 690.3 +4.3 325 1,173 +103
Total Volume and Open Interest 117,399 315,635 -11,734
Silver(CMX)
Jul06 060726 1100.0 1103.0 1095.0 1103.0 +13.5 22 86 -179
Sep06 060726 1091.0 1111.0 1089.0 1108.0 +13.5 8,851 46,199 +59
Dec06 060726 1108.0 1125.0 1102.0 1122.1 +13.9 699 24,162 +312
Mar07 060726 1135.8 1135.8 1135.8 1135.8 +14.3 333 8,571 +205
May07 060726 1156.0 1156.0 1143.1 1143.1 +14.4 20 2,729 +0
Jul07 060726 1149.5 1149.5 1149.5 1149.5 +14.5 22 5,882 -2
Sep07 060726 1152.8 1152.8 1152.8 1152.8 +14.5 0 705 +0
Total Volume and Open Interest 10,035 97,539 +402
Platinum(NYM)
Jul06 060726 1234.4 1234.4 1234.4 1234.4 +4.9 0 26 +0
Oct06 060726 1233.0 1235.5 1224.0 1234.4 +4.9 1,028 8,037 -189
Jan07 060726 1235.0 1238.4 1235.0 1238.4 +4.9 10 498 +0
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Total Volume and Open Interest 515 9,013  
Palladium(NYME)
Sep06 060726 316.00 317.00 312.00 316.90 -0.10 699 13,360 -94
Dec06 060726 325.00 325.00 322.65 322.65 -0.10 168 1,139 +131
Mar07 060726 325.65 325.65 325.65 325.65 -0.10 0 1 +0
Total Volume and Open Interest 867 14,535 +37
Copper(CMX)
Jul06 060726 344.00 350.00 344.00 348.45 -5.40 746 1,047 -695
Sep06 060726 339.00 345.50 338.00 344.95 -1.15 5,998 45,026 -165
Dec06 060726 330.50 338.50 330.50 337.80 -0.95 1,196 12,966 +541
Mar07 060726 326.00 328.45 326.00 328.45 -0.80 109 2,842 -22
May07 060726 321.35 321.35 321.35 321.35 -0.80 2 684 +0
Total Volume and Open Interest 9,261 73,348 -397
Aluminum(CMX)
Jul06 060726 112.00 112.00 112.00 112.00 -2.50 5 7 +0
Aug06 060726 113.00 113.00 112.50 112.50 -2.00 110 284 -93
Sep06 060726 113.30 113.30 113.30 113.30 -2.15 100 90 +89
Oct06 060726 113.30 113.30 113.30 113.30 -2.30 0 40 +0
Nov06 060726 113.35 113.35 113.35 113.35 -2.40 0 40 +0
Dec06 060726 113.55 113.55 113.55 113.55 -2.50 0 566 +0
Total Volume and Open Interest 215 1,027 -4
DJIA Index(CBOT)
Sep06 060726 11125 11195 11085 11138 +11 4,818 55,269 +110
Dec06 060726 11225 11245 11220 11225 +11 15 2,020 -8
Mar07 060726 11289 11289 11289 11289 +11 0 5 +0
Jun07 060726 11360 11360 11360 11360 +11      
Total Volume and Open Interest 4,833 57,294 +102
S & P 500(CME)
Sep06 060726 1270.80 1279.70 1266.80 1273.20 +1.70 33,619 613,918 -1,746
Dec06 060726 1288.00 1288.00 1284.40 1284.40 +1.70 177 7,877 +104
Mar07 060726 1295.40 1295.40 1295.40 1295.40 +1.60 4 404 -29
Jun07 060726 1307.00 1307.00 1307.00 1307.00 +1.50 0 1,326 +0
Total Volume and Open Interest 33,800 623,812 -1,671
S & P 500 E-Mini(Globex)
Sep06 060726 1271.25 1279.75 1266.75 1273.25 +1.75 1,266,910 1,371,070 -10,721
Dec06 060726 1283.50 1290.25 1278.50 1284.50 +1.75 1,198 7,628 -37
Total Volume and Open Interest 1,268,108 1,378,698 -10,758
NASDAQ 100(CME)
Sep06 060726 1494.50 1510.00 1483.00 1495.80 +3.50 5,348 56,596 -146
Dec06 060726 1514.30 1514.30 1514.30 1514.30 +3.50 0 79 +0
Mar07 060726 1530.80 1530.80 1530.80 1530.80 +3.50      
Total Volume and Open Interest 5,348 56,675 -146
NASDAQ 100 E-Mini(Globex)
Sep06 060726 1490.80 1509.50 1483.00 1495.80 +3.50 309,653 418,551 +159
Dec06 060726 1513.50 1526.00 1505.80 1514.30 +3.50 61 425 +21
Total Volume and Open Interest 309,714 418,976 +180
S & P Midcap 400(CME)
Sep06 060726 82.64 84.89 80.39 83.44 unch 371 9,434 +2
Dec06 060726 745.80 745.80 745.80 745.80 unch 0 1 +0
Mar07 060726 752.80 752.80 752.80 752.80 unch      
Total Volume and Open Interest 371 9,435 +2
Russell 2000(CME)
Sep06 060726 696.75 702.25 688.70 696.30 -1.40 1,686 38,709 +754
Dec06 060726 702.30 702.30 702.30 702.30 -1.40 0 14 +0
Mar07 060726 708.30 708.30 708.30 708.30 -1.40      
Total Volume and Open Interest 1,686 38,723 +754
Russell 2000 E-Mini(Globex)
Sep06 060726 697.90 703.60 688.30 696.30 -1.40 192,059 448,386 +2,063
Dec06 060726 704.60 709.40 695.00 702.30 -1.40 73 459 -15
Total Volume and Open Interest 192,132 448,845 +2,048
Value Line(KCBT)
Sep06 060726 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060726 14925 15000 14920 14950 -195      
Dec06 060726 14925 14925 14925 14925 -195      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060726 15115 15145 14860 14900 -145 42,672 203,053 -5,653
Dec06 060726 14845 15055 14845 14845 -125      
Mar07 060726 14860 14860 14860 14860 -120 0 1 +0
Total Volume and Open Interest 42,672 203,385 -5,639
CAC 40(MATIF)
Jul06 060721 4841.0 4863.0 4814.0 4830.0 -35.0 201,909 388,803 -117,887
Aug06 060726 4962.5 4976.0 4933.5 4952.5 +8.5 88,935 398,413 +10,458
Sep06 060726 4962.5 4983.5 4947.0 4962.5 +8.5 905 65,480 -71
Total Volume and Open Interest 89,851 468,795 +10,392
Hang Seng Index(HKFE)
Jul06 060726 16595 16645 16556 16625 +55 41,068 95,546 -11,085
Aug06 060726 16580 16625 16542 16614 +56 11,019 13,256 +8,424
Sep06 060726 16605 16620 16543 16605 +40 52 1,336 -3
Total Volume and Open Interest 52,151 110,875 -2,660
DAX Index(EUREX)
Sep06 060726 5610.0 5632.5 5578.5 5611.0 +16.0 176,420 195,826 +6,667
Dec06 060726 5654.0 5675.5 5631.0 5657.0 +16.0 303 14,232 -8
Mar07 060726 5687.0 5719.0 5687.0 5708.5 +16.5 97 1,327 +2
Total Volume and Open Interest 176,820 211,385 +6,661
FT-SE 100(LIFFE)
Sep06 060726 5852.50 5890.50 5846.50 5867.00 +24.00 81,549 429,491 -27
Dec06 060726 5894.00 5901.00 5882.00 5901.00 +24.50 48 35,459 -5
Mar07 060726 5913.00 5913.00 5913.00 5913.00 +25.00 0 1,007 +0
Total Volume and Open Interest 78,833 469,983 +2,276
SPI 200(SFE)
Sep06 060726 4981.0 4995.0 4892.0 4914.0 -46.0 13,242 215,121 +377
Dec06 060726 4953.0 4953.0 4915.0 4929.0 -46.0 11 4,350 +0
Mar07 060726 4961.0 4961.0 4927.0 4937.0 -45.0 6 2,589 +1
Total Volume and Open Interest 13,349 224,465 +384
GSCI(CME)
Aug06 060726 484.00 490.10 483.90 487.00 +3.35 229 20,917 +84
Sep06 060726 493.90 493.90 491.50 491.50 +3.50      
Oct06 060726 498.50 498.50 498.50 498.50 +2.50      
Total Volume and Open Interest 229 20,917 +84
Reuters CRB Index(NYBOT)
Aug06 060726 383.25 385.00 383.25 384.25 +0.75 98 307 -23
Nov06 060726 394.75 394.75 394.75 394.75 +0.75 82 439 +31
Jan07 060726 398.75 398.75 398.75 398.75 +0.75 0 200 +0
Total Volume and Open Interest 180 959 +8
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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