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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 Thu July 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060727 579.00 584.00 571.00 574.00 -7.75 12,891 23,534 -4,704
Sep06 060727 587.00 590.50 579.00 580.75 -9.00 9,174 38,779 +2,325
Nov06 060727 601.00 605.00 592.00 595.00 -7.75 46,651 201,606 +3,644
Jan07 060727 612.00 617.00 604.00 607.50 -6.75 2,510 16,990 +446
Mar07 060727 621.50 626.00 614.50 616.25 -7.75 1,496 10,354 +398
May07 060727 632.00 633.00 623.00 627.00 -6.00 630 10,944 +196
Jul07 060727 642.00 642.00 634.00 634.50 -7.50 652 12,129 +362
Total Volume and Open Interest 75,505 331,573 +2,550
Soybean Meal(CBOT)
Aug06 060727 168.00 168.50 164.50 165.20 -2.60 11,615 17,765 -4,058
Sep06 060727 169.00 170.20 166.00 166.90 -2.20 10,055 38,891 +1,334
Oct06 060727 170.00 171.20 167.50 168.10 -2.10 4,653 15,045 -38
Dec06 060727 173.00 174.20 169.80 170.70 -2.40 18,881 93,843 +612
Jan07 060727 174.30 175.30 171.40 171.80 -2.20 1,066 8,925 +19
Mar07 060727 176.80 177.50 173.40 173.90 -2.60 1,099 7,055 +180
May07 060727 177.50 178.00 174.30 175.20 -1.80 1,139 9,438 -115
Jul07 060727 179.50 179.50 176.70 177.00 -2.50 132 7,775 +56
Total Volume and Open Interest 48,980 203,849 -1,993
Soybean Oil(CBOT)
Aug06 060727 25.95 26.12 25.76 25.87 -0.21 9,979 13,521 -2,847
Sep06 060727 26.16 26.34 25.96 26.09 -0.20 6,692 27,297 +329
Oct06 060727 26.35 26.55 26.15 26.32 -0.17 1,943 15,495 +231
Dec06 060727 26.80 27.00 26.58 26.77 -0.05 17,547 163,896 -1,864
Jan07 060727 27.15 27.15 26.88 27.04 -0.04 237 8,397 +22
Mar07 060727 27.45 27.45 27.25 27.40 -0.05 449 7,061 -92
May07 060727 27.65 27.78 27.65 27.78 -0.05 653 14,430 +41
Jul07 060727 28.10 28.14 28.03 28.14 -0.06 1,785 12,123 +822
Total Volume and Open Interest 39,778 279,943 -3,070
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060727 309.0 309.0 301.0 302.9 -6.3 5,098 62,789 +306
Jan07 060727 316.5 317.0 311.5 311.5 -6.1 236 6,954 +190
Mar07 060727 322.7 322.7 319.5 319.5 -4.1 0 805 +0
May07 060727 326.7 328.1 325.0 328.1 -2.9 5 1,149 +2
Total Volume and Open Interest 5,343 79,645 +498
Corn(CBOT)
Sep06 060727 236.50 238.50 235.75 237.75 +1.75 34,372 412,641 -4,354
Dec06 060727 253.25 255.25 252.00 254.25 +1.50 66,091 539,017 +1,748
Mar07 060727 267.00 269.00 266.00 268.25 +1.50 7,946 117,180 +2,752
May07 060727 276.25 278.75 275.75 277.75 +1.25 1,814 24,678 -309
Jul07 060727 285.50 287.50 284.00 286.50 +1.00 5,755 80,902 +1,398
Sep07 060727 292.00 294.00 291.00 294.00 +2.00 436 8,742 +42
Total Volume and Open Interest 124,688 1,394,589 +1,271
Wheat(CBOT)
Sep06 060727 386.00 391.00 384.25 387.75 +5.75 30,956 218,079 -4,148
Dec06 060727 405.00 410.50 404.50 407.50 +3.25 20,611 123,100 +2,437
Mar07 060727 423.00 426.50 422.00 424.50 +3.50 1,628 33,699 -313
May07 060727 432.00 433.50 431.00 433.50 +3.50 67 1,006 +27
Jul07 060727 439.00 442.50 437.00 440.00 +2.75 3,664 68,128 -316
Total Volume and Open Interest 58,924 479,117 -1,293
Wheat(KCBT)
Sep06 060727 482.00 488.00 481.00 485.50 +3.50 9,757 64,517 -1,195
Dec06 060727 495.00 502.00 495.00 500.25 +5.75 5,457 62,993 +286
Mar07 060727 499.00 505.00 499.00 504.50 +5.50 405 9,828 -18
May07 060727 496.00 496.00 496.00 496.00 unch 0 299 +0
Jul07 060727 469.50 472.50 469.00 471.50 +2.00 1,013 24,298 -35
Total Volume and Open Interest 16,726 166,708 -932
Wheat(MGE)
Sep06 060727 476.00 481.00 472.00 478.00 +2.25 5,572 19,557 -137
Dec06 060727 483.00 489.00 481.50 488.25 +5.50 4,741 28,042 -130
Mar07 060727 490.00 495.00 490.00 494.00 +4.50 92 2,964 -4
May07 060727 493.00 493.00 493.00 493.00 +1.00 2 160 -34
Jul07 060727 492.00 495.00 489.00 495.00 +2.50 11 484 -10
Total Volume and Open Interest 10,526 57,861 -282
Oats(CBOT)
Sep06 060727 196.00 197.75 195.75 197.75 +2.25 257 5,418 +6
Dec06 060727 199.25 202.00 199.00 201.75 +2.00 516 8,081 +41
Mar07 060727 207.00 207.00 206.50 206.50 +1.00 1 186 -1
May07 060727 209.00 209.00 209.00 209.00 +1.00 0 4 +0
Total Volume and Open Interest 774 13,725 +46
Rough Rice(CBOT)
Sep06 060727 9.16 9.24 9.12 9.19 +0.03 1,076 5,139 -415
Nov06 060727 9.45 9.52 9.40 9.48 +0.02 1,211 5,233 -104
Jan07 060727 9.64 9.70 9.62 9.68 +0.02 212 1,082 +161
Mar07 060727 9.82 9.89 9.82 9.88 +0.03 223 1,416 +37
Total Volume and Open Interest 2,926 13,119 -217
Live Cattle(CME)
Aug06 060727 83.900 84.150 83.375 83.475 -0.800 8,663 45,016 -788
Oct06 060727 87.900 88.250 87.600 87.850 -0.175 15,715 122,653 +2,693
Dec06 060727 88.200 88.750 88.050 88.300 -0.100 6,008 38,844 -873
Feb07 060727 90.800 91.100 90.500 90.625 -0.475 2,234 20,085 -53
Apr07 060727 89.000 89.050 88.450 88.750 -0.500 375 5,727 +140
Jun07 060727 83.900 84.325 83.900 84.100 unch 62 3,298 +12
Total Volume and Open Interest 33,097 235,729 +1,152
Feeder Cattle(CME)
Aug06 060727 114.500 114.650 114.150 114.200 -0.325 2,043 11,091 -369
Sep06 060727 114.250 114.600 114.000 114.125 -0.275 813 9,575 +5
Oct06 060727 114.250 114.350 113.800 113.925 -0.425 914 6,586 +420
Nov06 060727 112.800 113.050 112.300 112.600 -0.200 118 1,413 -26
Jan07 060727 108.000 108.500 107.800 108.400 +0.400 63 1,767 +31
Mar07 060727 104.500 105.100 104.400 104.800 +0.300 10 335 +9
Apr07 060727 104.650 104.650 104.650 104.650 +0.350 0 114 +0
Total Volume and Open Interest 3,967 31,019 +75
Lean Hogs(CME)
Aug06 060727 67.200 68.000 67.200 67.775 +0.675 7,861 30,531 -1,981
Oct06 060727 59.450 60.900 59.450 60.800 +1.525 8,955 89,139 -349
Dec06 060727 57.700 58.800 57.700 58.625 +1.025 1,573 21,727 +277
Feb07 060727 59.150 60.150 59.150 60.125 +0.950 606 7,471 +238
Apr07 060727 60.000 61.000 60.000 60.650 +1.300 613 4,840 +441
May07 060727 63.475 63.950 63.475 63.950 +0.475 10 585 +5
Jun07 060727 65.750 66.000 65.650 66.000 +0.500 170 1,357 +14
Jul07 060727 63.500 63.975 63.500 63.975 +0.575 31 432 +11
Total Volume and Open Interest 19,819 156,096 -1,344
Pork Bellies(CME)
Aug06 060727 91.200 92.000 90.550 90.650 -0.775 312 1,558 +52
Feb07 060727 92.950 94.100 92.800 93.775 +1.025 60 172 +51
Mar07 060727 93.500 94.250 93.500 93.800 +0.800 1 10 +0
Total Volume and Open Interest 380 1,762 +89
Class III Milk(CME)
Jul06 060727 10.95 10.95 10.94 10.95 unch 2 3,395 +0
Aug06 060727 11.18 11.29 11.05 11.05 -0.05 129 4,555 +48
Sep06 060727 12.25 12.40 12.11 12.17 +0.02 242 5,070 -24
Oct06 060727 12.70 12.95 12.65 12.75 +0.12 244 4,283 -22
Nov06 060727 12.68 12.85 12.65 12.75 +0.15 153 3,435 -76
Total Volume and Open Interest 1,175 31,870 -57
Cocoa(NYBOT)
Sep06 060727 1487 1508 1486 1489 +10 7,493 61,853 -1,329
Dec06 060727 1529 1548 1527 1531 +11 5,275 36,640 +2,459
Mar07 060727 1565 1573 1563 1564 +12 1,261 20,988 -37
May07 060727 1584 1584 1584 1584 +10 379 8,655 +138
Jul07 060727 1604 1604 1604 1604 +11 32 3,642 +13
Sep07 060727 1624 1624 1624 1624 +11 206 9,244 +150
Dec07 060727 1646 1646 1646 1646 +12 100 7,091 +100
Total Volume and Open Interest 14,746 148,133 +1,494
Coffee "C"(NYBOT)
Sep06 060727 95.20 97.00 95.00 96.80 +1.30 8,477 78,291 -529
Dec06 060727 99.35 101.00 99.10 100.90 +1.35 3,645 30,024 +1,486
Mar07 060727 103.10 104.90 103.00 104.65 +1.35 469 7,926 +88
May07 060727 105.40 106.90 105.25 106.90 +1.40 104 3,340 -6
Jul07 060727 107.60 109.15 107.60 109.15 +1.45 64 1,310 -8
Sep07 060727 109.70 111.40 109.70 111.40 +1.55 68 1,700 -5
Total Volume and Open Interest 13,072 124,118 +1,112
Orange Juice(NYBOT)
Sep06 060727 169.35 170.40 167.50 167.75 -1.00 2,116 18,924 -51
Nov06 060727 169.90 170.25 168.40 169.00 -0.25 593 3,777 +226
Jan07 060727 168.25 168.25 167.75 168.00 -0.25 265 2,853 +49
Mar07 060727 168.00 168.00 168.00 168.00 -0.25 45 605 +20
May07 060727 168.00 168.00 168.00 168.00 -0.25 5 130 -5
Total Volume and Open Interest 3,025 26,322 +238
Sugar #11(NYBOT)
Oct06 060727 14.95 15.10 14.72 14.77 -0.28 29,007 257,004 -1,484
Mar07 060727 15.32 15.45 15.17 15.21 -0.22 9,086 94,618 +878
May07 060727 15.30 15.38 15.10 15.16 -0.21 2,909 44,629 +321
Jul07 060727 15.18 15.25 15.04 15.04 -0.18 2,775 27,206 -257
Oct07 060727 15.26 15.28 15.05 15.11 -0.21 415 24,060 +0
Total Volume and Open Interest 45,125 463,978 -56
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060727 22.15 22.15 21.50 21.70 -0.50 223 1,582 -184
Nov06 060727 22.20 22.20 21.70 21.85 -0.39 249 2,901 +164
Jan07 060727 22.20 22.20 21.95 21.95 -0.29 24 1,361 +19
Mar07 060727 22.20 22.20 21.75 21.93 -0.29 135 1,633 +26
Total Volume and Open Interest 970 9,712 +313
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 1,919 15,115 -1,529
Sep06 060727 855 868 852 856 unch 3,665 55,383 -1,584
Dec06 060727 869 880 866 870 +1 3,094 49,382 -166
Mar07 060727 885 893 883 885 unch 651 32,374 +226
May07 060727 897 899 895 897 +1 169 10,730 +57
Jul07 060727 904 909 904 906 +1 1 5,423 +0
Sep07 060727 915 919 913 916 +2 21 3,056 +0
Total Volume and Open Interest 7,651 167,828 -1,457
London Coffee(LCE)
Jul06 060727 1195.00 1212.00 1174.00 1212.00 +27.00 166 100 -147
Sep06 060727 1206.00 1247.00 1190.00 1234.00 +34.00 6,738 60,690 -2,555
Nov06 060727 1205.00 1246.00 1194.00 1231.00 +27.00 2,663 43,694 +725
Jan07 060727 1197.00 1230.00 1185.00 1218.00 +22.00 1,515 16,089 +225
Mar07 060727 1194.00 1220.00 1190.00 1217.00 +20.00 685 3,519 +598
May07 060727 1202.00 1230.00 1200.00 1225.00 +17.00 516 1,336 -67
Total Volume and Open Interest 12,290 125,983 -1,214
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060727 441.70 445.00 437.00 438.50 -3.30 4,513 34,004 -1,311
Dec06 060727 439.90 440.00 434.50 435.60 -3.40 684 10,710 +61
Mar07 060727 426.80 426.80 419.10 420.70 -4.00 785 10,532 +215
May07 060727 425.00 425.00 420.00 422.00 -3.20 66 4,211 -2
Total Volume and Open Interest 6,097 63,155 -1,026
Cotton(NYBOT)
Oct06 060727 53.25 53.60 53.00 53.60 +0.35 193 4,523 -29
Dec06 060727 54.80 55.40 54.80 55.40 +0.28 5,274 122,875 +19
Mar07 060727 57.75 58.25 57.70 58.25 +0.25 903 26,590 +402
May07 060727 58.80 59.05 58.80 59.05 +0.20 64 1,328 -9
Jul07 060727 59.50 59.80 59.50 59.80 +0.25 40 2,398 +10
Oct07 060727 60.40 60.40 60.40 60.40 +0.30 0 44 +0
Total Volume and Open Interest 6,658 162,177 +481
Lumber(CME)
Sep06 060727 274.9 282.0 274.0 275.1 +1.0 376 4,409 -24
Nov06 060727 286.7 289.0 285.6 287.7 +1.6 186 963 +117
Jan07 060727 297.7 298.4 297.6 297.6 +0.8 10 128 +0
Mar07 060727 304.0 304.2 303.8 304.0 +1.9 0 30 +0
Total Volume and Open Interest 572 5,539 +93
Crude Oil(NYM)
Sep06 060727 74.60 74.85 74.05 74.54 +0.60 82,009 257,086 -166
Oct06 060727 75.65 76.00 75.20 75.70 +0.71 43,596 96,398 +6,497
Nov06 060727 76.40 76.70 76.10 76.49 +0.76 13,307 42,637 +4,017
Dec06 060727 77.00 77.25 76.65 77.06 +0.79 22,273 119,645 -2,078
Jan07 060727 77.50 77.50 77.30 77.49 +0.83 2,989 40,817 -1,096
Feb07 060727 77.70 77.80 77.70 77.79 +0.86 1,425 19,834 +84
Mar07 060727 78.00 78.00 77.80 77.99 +0.86 2,465 19,093 +300
Apr07 060727 78.11 78.11 78.11 78.11 +0.87 3,754 26,063 +2,015
May07 060727 78.17 78.17 78.17 78.17 +0.88 2,831 19,245 +1,252
Jun07 060727 78.17 78.17 78.17 78.17 +0.88 3,763 46,552 +104
Jul07 060727 78.12 78.12 78.12 78.12 +0.88 377 10,137 -192
Aug07 060727 78.06 78.06 78.06 78.06 +0.89 0 8,442 +0
Sep07 060727 77.99 77.99 77.99 77.99 +0.90 477 10,080 -100
Oct07 060727 77.90 77.90 77.90 77.90 +0.89 1,175 6,915 +640
Nov07 060727 77.79 77.79 77.79 77.79 +0.88 1,245 7,387 -103
Dec07 060727 77.50 77.67 77.50 77.67 +0.87 8,488 108,552 -190
Total Volume and Open Interest 196,267 1,064,481 +13,130
Heating Oil(NYM)
Aug06 060727 197.25 201.50 197.00 197.96 +1.98 15,610 13,281 -4,604
Sep06 060727 204.00 208.50 204.00 205.23 +2.48 22,993 68,888 -1,105
Oct06 060727 210.00 214.00 210.00 211.48 +2.38 6,366 19,459 +1,838
Nov06 060727 217.00 217.80 216.63 216.63 +2.18 852 9,431 +225
Dec06 060727 221.00 222.90 220.50 220.98 +2.03 2,958 18,193 -139
Jan07 060727 224.50 227.05 224.50 224.78 +1.88 3,725 16,186 -34
Feb07 060727 228.00 229.60 226.73 226.73 +1.83 1,245 8,409 +446
Mar07 060727 227.50 227.75 226.03 226.03 +1.78 301 5,242 +80
Apr07 060727 223.50 223.50 221.88 221.88 +1.73 1,450 5,680 +19
May07 060727 219.30 219.30 217.63 217.63 +1.63 386 1,713 +294
Jun07 060727 217.00 217.00 215.78 215.78 +1.58 2,305 9,474 +818
Jul07 060727 216.58 216.58 216.58 216.58 +1.58 0 627 +0
Total Volume and Open Interest 58,531 181,287 -1,941
Unleaded Gas(NYM)
Aug06 060727 230.50 231.50 227.25 229.60 -0.02 21,990 9,206 -5,618
Sep06 060727 228.00 229.50 225.40 227.47 +0.31 21,289 62,315 +2,429
Oct06 060727 213.50 215.00 212.25 213.47 +1.41 3,725 10,809 +766
Nov06 060727 204.00 205.07 204.00 205.07 +1.51 400 3,466 -66
Dec06 060727 198.50 198.67 196.75 198.67 +1.51 150 5,526 +23
Jan07 060727 196.00 197.07 196.00 197.07 +1.51 25 1,876 +9
Total Volume and Open Interest 47,579 93,198 -2,457
Natural Gas(NYM)
Aug06 060727 6.980 7.250 6.900 7.042 +0.155 40,990 15,554 -11,235
Sep06 060727 7.060 7.350 7.020 7.123 +0.149 22,484 119,724 +2,103
Oct06 060727 7.300 7.600 7.260 7.363 +0.139 12,537 73,203 +2,335
Nov06 060727 8.740 8.970 8.730 8.858 +0.179 6,862 44,785 -2,065
Dec06 060727 10.190 10.350 10.160 10.253 +0.129 2,232 36,006 -33
Jan07 060727 10.880 10.960 10.830 10.868 +0.064 6,233 54,617 +894
Feb07 060727 10.880 10.950 10.870 10.878 +0.059 260 29,544 -84
Mar07 060727 10.660 10.730 10.620 10.638 +0.054 3,519 60,817 +1,634
Apr07 060727 8.620 8.700 8.600 8.668 +0.084 1,295 36,353 -98
May07 060727 8.470 8.500 8.430 8.468 +0.074 309 23,734 +58
Jun07 060727 8.550 8.650 8.530 8.550 +0.074 175 13,055 -76
Jul07 060727 8.650 8.750 8.630 8.652 +0.074 129 9,761 +26
Aug07 060727 8.730 8.760 8.680 8.732 +0.072 30 9,212 +23
Sep07 060727 8.830 8.880 8.800 8.828 +0.071 12 9,891 +4
Oct07 060727 9.000 9.020 8.950 8.993 +0.064 942 27,755 +42
Nov07 060727 9.750 9.770 9.730 9.758 +0.064 209 15,252 +52
Total Volume and Open Interest 104,618 888,167 -4,655
Brent Crude Oil(ICE)
Sep06 060727 73.80 75.36 73.79 75.01 +1.01 103,444 112,051 -3,111
Oct06 060727 74.00 75.35 74.00 75.04 +0.88 60,124 122,553 +3,310
Nov06 060727 74.51 75.80 74.51 75.49 +0.80 20,262 40,631 +2,528
Dec06 060727 74.94 76.21 74.91 75.89 +0.75 16,386 55,960 -1,902
Jan07 060727 75.37 76.46 75.36 76.26 +0.73 2,486 19,097 +728
Feb07 060727 75.59 76.61 75.59 76.56 +0.74 6,940 10,902 +760
Mar07 060727 75.79 76.90 75.79 76.74 +0.75 7,684 10,928 -1,267
Apr07 060727 76.30 77.08 76.18 76.84 +0.73 1,230 12,326 +484
May07 060727 76.34 77.12 76.23 76.89 +0.70 554 3,589 +146
Jun07 060727 76.23 77.09 76.23 76.89 +0.70 1,317 13,817 +177
Jul07 060727 76.89 76.89 76.85 76.85 +0.72 20 1,015 +0
Aug07 060727 76.79 76.79 76.79 76.79 +0.70 0 1,298 +0
Sep07 060727 76.71 76.71 76.71 76.71 +0.71 75 1,535 -75
Oct07 060727 76.63 76.63 76.63 76.63 +0.72 50 290 -50
Total Volume and Open Interest 225,637 467,380 +2,496
Gas Oil(ICE)
Aug06 060727 627.50 643.25 627.00 638.25 +7.00 26,808 54,606 -341
Sep06 060727 639.00 654.25 639.00 649.50 +6.25 19,683 63,538 +2,277
Oct06 060727 650.25 665.00 650.25 660.25 +5.50 5,839 27,910 +212
Nov06 060727 664.25 675.75 664.25 671.00 +4.75 2,686 17,890 +364
Dec06 060727 675.00 685.00 674.00 680.25 +4.50 2,792 33,550 -835
Jan07 060727 683.50 692.00 683.25 687.75 +4.75 410 16,172 +23
Feb07 060727 690.25 697.50 690.25 693.00 +4.50 300 2,975 +50
Mar07 060727 692.50 692.50 692.50 692.50 +4.00 50 5,660 +0
Apr07 060727 690.75 690.75 690.75 690.75 +3.75 0 1,975 +0
May07 060727 689.00 689.00 689.00 689.00 +3.75 0 350 +0
Total Volume and Open Interest 59,366 274,036 +1,738
US Dollar Index(NYBOT)
Sep06 060727 85.67 85.73 85.12 85.63 -0.03 4,322 14,041 -587
Dec06 060727 85.16 85.26 84.81 85.26 -0.03 7 2,241 +1
Mar07 060727 84.91 84.91 84.91 84.91 -0.03 0 5 +0
Total Volume and Open Interest 4,329 16,292 -586
Australian Dollar(CME)
Sep06 060727 76.33 76.53 76.09 76.16 +0.07 1,386 63,653 +1,978
Dec06 060727 76.05 76.05 76.05 76.05 +0.07 0 764 +114
Mar07 060727 75.92 75.92 75.92 75.92 +0.07 0 8 +0
Total Volume and Open Interest 1,386 64,431 +2,092
British Pound(CME)
Sep06 060727 186.38 186.95 185.80 185.91 +0.34 2,749 105,388 +3,849
Dec06 060727 187.30 187.30 186.28 186.28 +0.34 36 544 -10
Mar07 060727 186.55 186.55 186.55 186.55 +0.34 0 11 +0
Total Volume and Open Interest 2,785 105,943 +3,839
Canadian Dollar(CME)
Sep06 060727 88.47 88.75 87.95 88.13 -0.01 1,320 89,093 +561
Dec06 060727 88.92 88.92 88.37 88.40 -0.02 10 2,713 +20
Mar07 060727 88.95 88.95 88.50 88.67 -0.02 0 345 +1
Jun07 060727 88.94 88.94 88.94 88.94 -0.02 0 239 +0
Total Volume and Open Interest 1,330 92,546 +583
Japanese Yen(CME)
Sep06 060727 87.09 87.35 86.85 86.95 +0.30 1,121 186,581 -1,505
Dec06 060727 88.35 88.35 88.06 88.06 +0.30 0 20,308 -68
Mar07 060727 89.16 89.16 89.16 89.16 +0.30 0 34 +15
Total Volume and Open Interest 1,121 206,950 -1,558
Swiss Franc(CME)
Sep06 060727 81.34 81.70 81.16 81.17 +0.20 4,699 71,169 -1,559
Dec06 060727 81.92 81.93 81.92 81.93 +0.20 0 770 -52
Mar07 060727 82.67 82.67 82.67 82.67 +0.20 0 18 +8
Total Volume and Open Interest 4,699 71,957 -1,603
EuroFX(CME)
Sep06 060727 127.80 128.12 127.28 127.35 -0.07 3,382 150,258 +5,411
Dec06 060727 128.52 128.52 128.05 128.05 -0.07 85 1,521 +152
Mar07 060727 128.67 128.67 128.67 128.67 -0.07 0 166 -4
Total Volume and Open Interest 3,467 152,013 +5,559
Mexican Peso(CME)
Sep06 060727 9150.0 9170.0 9142.0 9150.0 +15.0 1,486 57,571 +166
Dec06 060727 3.6 3.6 3.6 3.6 +1.9 1 23,045 +0
Total Volume and Open Interest 1,487 82,283 +166
30-Year T-Bonds(CBOT)
Sep06 060727 107~26 108~01 107~16 107~23 -0~02 303,379 771,706 +19,302
Dec06 060727 108~04 108~08 107~27 107~31 -0~02 644 13,730 +19
Mar07 060727 107~25 107~25 107~25 107~25 -0~02 0 6 +0
Total Volume and Open Interest 304,023 785,457 +19,321
10-Year T-Notes(CBOT)
Sep06 060727 105~215 105~265 105~170 105~205 unch 794,072 1,990,335 +2,561
Dec06 060727 105~210 105~260 105~180 105~200 unch 12,876 50,352 +2,399
Total Volume and Open Interest 806,948 2,040,694 +4,960
5-Year T-Notes(CBOT)
Sep06 060727 103~305 104~010 103~270 103~290 unch 442,746 0 +0
Dec06 060727 103~310 103~310 103~300 103~300 +0~005 1,395 0 +0
Total Volume and Open Interest 444,141    
2 Year T-Notes(CBOT)
Sep06 060727 101~074 101~080 101~069 101~073 +0~001 14,400 637,893 +35,325
Dec06 060727 101~078 101~078 101~078 101~078 +0~002 3,710 31,970 +1,894
Total Volume and Open Interest 18,110 669,863 +37,219
Eurodollars(CME)
Sep06 060727 94.485 94.510 94.475 94.485 +0.005 23,005 1,576,592 +9,074
Dec06 060727 94.490 94.520 94.470 94.485 unch 21,659 1,634,579 +3,284
Mar07 060727 94.560 94.585 94.535 94.550 +0.005 17,194 1,213,870 -3,183
Jun07 060727 94.645 94.675 94.620 94.635 +0.005 18,329 954,076 -6,285
Sep07 060727 94.720 94.740 94.695 94.705 unch 16,316 926,930 +813
Dec07 060727 94.745 94.765 94.720 94.730 unch 13,851 767,618 +13,876
Mar08 060727 94.750 94.765 94.725 94.730 unch 12,987 530,631 -3,199
Jun08 060727 94.735 94.755 94.715 94.715 unch 13,117 319,864 -1,420
Sep08 060727 94.725 94.730 94.690 94.690 unch 11,624 280,765 -182
Dec08 060727 94.695 94.695 94.655 94.655 unch 10,090 254,753 +3,897
Mar09 060727 94.675 94.675 94.630 94.635 unch 11,514 220,981 +2,293
Jun09 060727 94.615 94.630 94.600 94.605 unch 9,198 162,379 +845
Sep09 060727 94.580 94.580 94.560 94.570 unch 3,846 114,834 -109
Dec09 060727 94.540 94.540 94.520 94.530 unch 3,070 112,146 +306
Mar10 060727 94.520 94.520 94.505 94.505 -0.005 3,159 100,382 -227
Jun10 060727 94.490 94.490 94.475 94.475 -0.005 4,654 75,965 +1,191
Sep10 060727 94.430 94.460 94.430 94.445 -0.005 1,669 85,955 +391
Dec10 060727 94.395 94.425 94.395 94.410 -0.005 2,248 67,473 +378
Total Volume and Open Interest 201,224 9,601,674 +24,983
3-Mth Euro-Yen(CME)
Sep06 060727 99.50 99.50 99.50 99.50 unch 614 11,237 -532
Dec06 060727 99.34 99.34 99.33 99.33 -0.01 1,196 11,626 +688
Mar07 060727 99.16 99.16 99.16 99.16 +0.01 315 5,499 +72
Jun07 060727 99.01 99.01 99.01 99.01 +0.02 0 6,024 +131
Sep07 060727 98.86 98.86 98.86 98.86 +0.01 0 2,188 +0
Dec07 060727 98.73 98.73 98.73 98.73 unch 0 2,592 +127
Mar08 060727 98.62 98.62 98.62 98.62 unch 0 830 +0
Jun08 060727 98.54 98.54 98.54 98.54 -0.03 0 255 +0
Sep08 060727 98.42 98.42 98.42 98.42 unch 0 7 +0
Dec08 060727 98.30 98.30 98.30 98.30 unch 0 4 +0
Total Volume and Open Interest 2,125 40,268 +486
3-Mth Euro-Yen(SIMEX)
Sep06 060727 99.51 99.51 99.51 99.51 +0.01 574 65,855 -993
Dec06 060727 99.34 99.35 99.34 99.35 +0.01 1,959 98,532 -1,958
Mar07 060727 99.17 99.17 99.17 99.17 +0.01 1,260 58,323 -262
Jun07 060727 99.01 99.02 99.01 99.01 unch 1,280 28,445 +888
Sep07 060727 98.87 98.88 98.86 98.86 unch 1,323 15,949 +604
Dec07 060727 98.74 98.74 98.74 98.74 +0.01 134 38,606 +313
Mar08 060727 98.62 98.62 98.62 98.62 unch 0 21,189 +185
Jun08 060727 98.52 98.52 98.52 98.52 +0.01 0 1,315 +0
Total Volume and Open Interest 6,530 329,305 -1,223
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 060727 109~18 109~23 109~13 109~21 +0~10 64,431 254,207 +3,236
Dec06 060727 109~13 109~13 109~13 109~13 +0~11      
Total Volume and Open Interest 64,431 254,207 +3,236
3-Mth Short Sterling(LIFFE)
Sep06 060727 95.16 95.16 95.16 95.16 +0.02 32,824 425,471 +5,216
Dec06 060727 95.04 95.04 95.04 95.04 +0.03 61,234 348,132 +4,865
Mar07 060727 94.97 94.97 94.97 94.97 +0.04 39,992 365,626 -2,367
Total Volume and Open Interest 217,642 2,069,092 +3,593
3-Mth Euribor(LIFFE)
Sep06 060727 96.680 96.685 96.675 96.680 +0.005 75,724 653,562 -2,178
Dec06 060727 96.420 96.440 96.415 96.430 +0.025 175,556 709,918 +6,950
Mar07 060727 96.295 96.335 96.290 96.315 +0.035 149,931 561,536 +1,019
Total Volume and Open Interest 737,644 3,499,203 +5,437
3-Mth Aus T-Bills(SFE)
Sep06 060727 93.75 93.76 93.75 93.75 -0.01 53,623 138,819 +1,704
Dec06 060727 93.63 93.65 93.63 93.65 +0.01 70,757 283,342 +11,756
Mar07 060727 93.59 93.61 93.59 93.61 +0.02 39,982 103,427 +7,303
Jun07 060727 93.60 93.62 93.60 93.61 +0.02 7,264 52,789 -8,363
Sep07 060727 93.61 93.62 93.61 93.62 +0.03 1,330 26,889 -54
Dec07 060727 93.61 93.62 93.59 93.62 +0.04 2,256 21,014 +1,122
Mar08 060727 93.60 93.60 93.60 93.60 +0.03 440 12,065 +2
Jun08 060727 93.59 93.60 93.59 93.60 +0.04 157 6,539 +52
Sep08 060727 93.57 93.58 93.57 93.58 +0.04 350 1,870 +220
Dec08 060727 93.57 93.57 93.57 93.57 +0.04 31 1,456 +25
Total Volume and Open Interest 176,206 649,829 +13,767
10-Year Aus T-Bonds(SFE)
Sep06 060727 94.12 94.14 94.11 94.12 +0.04 45,593 320,191 +7,622
Dec06 060727 94.12 94.12 94.12 94.12 +0.04      
Total Volume and Open Interest 45,593 320,191 +7,622
3-Year Aus T-Bonds(SFE)
Sep06 060727 94.02 94.03 94.00 94.02 +0.03 223,339 484,654 +45,109
Dec06 060727 94.02 94.02 94.02 94.02 +0.03      
Total Volume and Open Interest 223,339 484,654 +45,109
Gold(CMX)
Aug06 060727 632.5 641.0 630.0 632.5 +10.6 79,194 52,263 -30,580
Oct06 060727 640.5 647.0 636.5 639.1 +10.7 3,602 21,572 +699
Dec06 060727 646.0 653.8 643.0 645.5 +10.8 52,827 163,242 +28,262
Feb07 060727 652.0 655.5 651.9 651.9 +10.9 29 17,091 +4
Apr07 060727 658.2 658.2 658.2 658.2 +11.0 68 2,563 -22
Jun07 060727 669.0 669.0 664.5 664.5 +11.1 7 15,954 +1
Aug07 060727 670.8 670.8 670.8 670.8 +11.1 50 1,300 +31
Oct07 060727 677.1 677.1 677.1 677.1 +11.2 0 3,578 +0
Dec07 060727 683.0 683.3 683.0 683.3 +11.3 108 19,908 +42
Feb08 060727 689.4 689.4 689.4 689.4 +11.4 0 1,503 +0
Apr08 060727 40.2 40.2 40.2 40.2 +11.5      
Jun08 060727 701.8 701.8 701.8 701.8 +11.5 0 1,173 +0
Total Volume and Open Interest 135,886 314,071 -1,564
Silver(CMX)
Jul06 060727 1115.0 1145.0 1115.0 1134.0 +31.0 25 78 -8
Sep06 060727 1127.0 1152.0 1123.0 1139.0 +31.0 8,683 45,628 -571
Dec06 060727 1141.0 1167.0 1140.0 1153.1 +31.0 1,076 24,149 -13
Mar07 060727 1171.0 1171.0 1165.7 1165.7 +29.9 202 8,573 +2
May07 060727 1171.8 1171.8 1171.8 1171.8 +28.7 3 2,731 +2
Jul07 060727 1177.0 1177.0 1177.0 1177.0 +27.5 151 5,881 -1
Sep07 060727 1180.3 1180.3 1180.3 1180.3 +27.5 0 705 +0
Total Volume and Open Interest 10,145 96,982 -557
Platinum(NYM)
Oct06 060727 1243.0 1248.8 1235.0 1242.0 +7.6 541 8,091 +54
Jan07 060727 1246.0 1246.0 1246.0 1246.0 +7.6 2 499 +1
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Jul07 060727 600.6 600.6 600.6 600.6 +7.6 0 6 +0
Total Volume and Open Interest 543 8,622 +55
Palladium(NYME)
Sep06 060727 318.50 322.75 315.00 320.45 +3.55 443 13,168 -192
Dec06 060727 326.00 326.15 324.00 326.15 +3.50 57 1,195 +56
Mar07 060727 329.15 329.15 329.15 329.15 +3.50 0 1 +0
Total Volume and Open Interest 500 14,399 -136
Copper(CMX)
Jul06 060727 354.00 356.00 348.00 351.85 +3.40 970 556 -491
Sep06 060727 349.50 351.00 344.00 347.85 +2.90 5,264 44,813 -213
Dec06 060727 342.50 342.50 338.00 341.75 +3.95 1,066 13,621 +655
Mar07 060727 332.50 332.50 332.25 332.25 +3.80 1 2,849 +7
May07 060727 325.00 325.00 324.95 324.95 +3.60 0 684 +0
Total Volume and Open Interest 8,235 73,481 +133
Aluminum(CMX)
Jul06 060727 113.75 113.75 113.75 113.75 +1.75 2 3 -4
Aug06 060727 114.25 114.30 114.25 114.25 +1.75 7 281 -3
Sep06 060727 115.05 115.05 115.05 115.05 +1.75 0 90 +0
Oct06 060727 115.05 115.05 115.05 115.05 +1.75 0 40 +0
Nov06 060727 115.10 115.10 115.10 115.10 +1.75 0 40 +0
Dec06 060727 115.30 115.30 115.30 115.30 +1.75 0 566 +0
Total Volume and Open Interest 10 1,021 -6
DJIA Index(CBOT)
Sep06 060727 11185 11225 11124 11169 +31 4,516 55,101 -168
Dec06 060727 11260 11295 11230 11255 +30 11 2,024 +4
Mar07 060727 11320 11320 11320 11320 +31 0 5 +0
Jun07 060727 11391 11391 11391 11391 +31      
Total Volume and Open Interest 4,527 57,130 -164
S & P 500(CME)
Sep06 060727 1278.00 1281.70 1266.80 1272.30 -0.90 24,793 612,552 -1,366
Dec06 060727 1291.00 1291.00 1280.00 1283.50 -0.90 22 7,852 -25
Mar07 060727 1294.50 1294.50 1294.50 1294.50 -0.90 20 405 +1
Jun07 060727 1305.90 1305.90 1305.90 1305.90 -1.10 0 1,326 +0
Total Volume and Open Interest 24,835 622,422 -1,390
S & P 500 E-Mini(Globex)
Sep06 060727 1273.50 1281.75 1266.75 1272.25 -1.00 985,631 1,377,247 +6,177
Dec06 060727 1284.00 1292.50 1279.00 1283.50 -1.00 458 7,682 +54
Total Volume and Open Interest 986,089 1,384,929 +6,231
NASDAQ 100(CME)
Sep06 060727 1503.50 1516.50 1484.00 1494.50 -1.30 4,382 56,134 -462
Dec06 060727 1513.00 1513.00 1513.00 1513.00 -1.30 0 79 +0
Mar07 060727 1529.50 1529.50 1529.50 1529.50 -1.30      
Total Volume and Open Interest 4,382 56,213 -462
NASDAQ 100 E-Mini(Globex)
Sep06 060727 1495.80 1516.30 1484.00 1494.50 -1.30 293,320 418,241 -310
Dec06 060727 1519.00 1527.80 1504.50 1513.00 -1.30 18 429 +4
Total Volume and Open Interest 293,338 418,670 -306
S & P Midcap 400(CME)
Sep06 060727 87.14 87.14 76.64 78.54 -4.90 42 9,432 -2
Dec06 060727 740.90 740.90 740.90 740.90 -4.90 0 1 +0
Mar07 060727 747.90 747.90 747.90 747.90 -4.90      
Total Volume and Open Interest 42 9,433 -2
Russell 2000(CME)
Sep06 060727 701.75 705.00 687.25 689.60 -6.70 1,010 39,043 +334
Dec06 060727 695.60 695.60 695.60 695.60 -6.70 0 14 +0
Mar07 060727 701.60 701.60 701.60 701.60 -6.70      
Total Volume and Open Interest 1,010 39,057 +334
Russell 2000 E-Mini(Globex)
Sep06 060727 696.60 706.20 686.70 689.60 -6.70 187,113 449,966 +1,580
Dec06 060727 704.50 711.40 694.50 695.60 -6.70 509 504 +45
Total Volume and Open Interest 187,622 450,470 +1,625
Value Line(KCBT)
Sep06 060727 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060727 15250 15285 15160 15190 +240      
Dec06 060727 15165 15165 15165 15165 +240      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060727 14940 15240 14840 15190 +290 47,459 201,826 -1,227
Dec06 060727 15145 15145 15145 15145 +300 1 0 +0
Mar07 060727 15155 15155 15155 15155 +295 0 1 +0
Total Volume and Open Interest 47,503 202,156 -1,229
CAC 40(MATIF)
Jul06 060721 4841.0 4863.0 4814.0 4830.0 -35.0 201,909 388,803 -117,887
Aug06 060727 4983.0 5012.0 4969.0 5011.0 +58.5 60,192 394,103 -4,310
Sep06 060727 4998.0 5021.0 4985.5 5021.0 +58.5 1,130 65,463 -17
Total Volume and Open Interest 61,331 464,459 -4,336
Hang Seng Index(HKFE)
Jul06 060727 16655 16945 16655 16942 +317 70,826 71,836 -23,710
Aug06 060727 16667 16947 16644 16940 +326 42,407 50,616 +37,360
Sep06 060727 16655 16930 16655 16925 +320 292 1,442 +106
Total Volume and Open Interest 113,557 124,649 +13,774
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 060727 5904.50 5929.50 5891.00 5925.00 +58.00 78,794 431,739 +2,248
Dec06 060727 5936.00 5959.50 5934.50 5959.50 +58.50 32 35,480 +21
Mar07 060727 5948.50 5973.50 5948.50 5973.50 +60.50 7 1,014 +7
Total Volume and Open Interest 60,397 471,058 +1,075
SPI 200(SFE)
Sep06 060727 4902.0 4997.0 4884.0 4996.0 +82.0 20,427 221,540 +6,419
Dec06 060727 4921.0 5012.0 4907.0 5012.0 +83.0 51 4,365 +15
Mar07 060727 4929.0 5019.0 4929.0 5019.0 +82.0 31 2,589 +0
Total Volume and Open Interest 20,573 230,963 +6,498
GSCI(CME)
Aug06 060727 492.30 493.40 490.15 491.50 +4.50 174 20,934 +17
Sep06 060727 496.00 496.00 496.00 496.00 +4.50 5 5 +5
Oct06 060727 502.50 502.50 502.50 502.50 +4.00      
Total Volume and Open Interest 179 20,939 +22
Reuters CRB Index(NYBOT)
Aug06 060727 386.50 387.50 386.50 386.50 +2.25 5 297 -10
Nov06 060727 397.00 397.00 397.00 397.00 +2.25 0 439 +0
Jan07 060727 401.00 401.00 401.00 401.00 +2.25 0 200 +0
Total Volume and Open Interest 5 949 -10
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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