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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 Mon July 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060731 581.50 582.00 573.00 579.50 +3.00 27,560 14,575 -8,959
Sep06 060731 589.00 589.00 579.50 585.50 +1.50 13,449 45,635 +6,856
Nov06 060731 603.00 604.00 593.50 599.75 +1.75 42,782 212,694 +11,088
Jan07 060731 615.00 615.00 606.00 612.00 +1.50 8,527 19,048 +2,058
Mar07 060731 625.00 625.00 615.50 621.25 +1.50 931 10,368 +14
May07 060731 633.00 633.00 625.00 631.75 +2.75 303 11,397 +453
Jul07 060731 643.00 644.00 635.00 641.75 +2.50 1,081 11,996 -133
Total Volume and Open Interest 95,447 343,044 +11,471
Soybean Meal(CBOT)
Aug06 060731 166.20 166.20 161.90 162.60 -1.20 12,620 8,042 -9,723
Sep06 060731 167.50 167.50 163.30 164.50 -1.40 12,691 43,645 +4,754
Oct06 060731 168.30 168.30 164.80 166.50 -0.60 4,468 15,468 +423
Dec06 060731 171.50 171.50 167.40 169.00 -0.40 14,513 97,966 +4,123
Jan07 060731 172.50 172.50 168.90 170.00 -1.00 2,994 9,390 +465
Mar07 060731 175.00 175.00 171.50 173.00 -0.50 1,747 7,452 +397
May07 060731 175.00 176.00 172.70 175.00 +0.30 709 9,448 +10
Jul07 060731 177.50 177.70 175.00 175.80 -1.40 557 7,818 +43
Total Volume and Open Interest 50,938 204,587 +738
Soybean Oil(CBOT)
Aug06 060731 26.65 26.75 26.43 26.72 +0.33 6,748 8,394 -5,127
Sep06 060731 26.93 26.95 26.66 26.92 +0.31 7,367 30,771 +3,474
Oct06 060731 27.18 27.20 26.88 27.12 +0.27 1,676 15,964 +469
Dec06 060731 27.60 27.65 27.30 27.54 +0.23 20,648 157,613 -6,283
Jan07 060731 27.68 27.80 27.60 27.80 +0.20 1,944 9,010 +613
Mar07 060731 28.30 28.30 28.00 28.12 +0.22 576 7,176 +115
May07 060731 28.60 28.60 28.40 28.57 +0.22 129 14,638 +208
Jul07 060731 29.05 29.05 28.75 28.95 +0.25 574 12,330 +207
Total Volume and Open Interest 40,751 274,090 -5,853
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060731 306.9 307.5 304.4 306.2 +1.0 3,960 61,163 -1,626
Jan07 060731 315.7 316.0 313.3 314.5 +0.2 87 7,218 +264
Mar07 060731 323.5 323.6 319.1 319.9 -2.4 64 820 +15
May07 060731 325.8 329.8 325.8 328.6 -0.7 11 1,162 +13
Total Volume and Open Interest 4,136 78,326 -1,319
Corn(CBOT)
Sep06 060731 240.50 240.50 237.00 239.00 +1.75 22,780 403,642 -8,999
Dec06 060731 257.00 257.00 253.75 256.00 +2.50 45,530 546,629 +7,612
Mar07 060731 270.00 270.50 267.50 269.75 +2.50 3,643 118,973 +1,793
May07 060731 279.50 279.50 277.50 279.25 +2.25 535 24,978 +300
Jul07 060731 289.00 289.00 286.00 288.00 +2.25 6,225 83,961 +3,059
Sep07 060731 295.00 296.00 293.00 295.50 +2.50 60 8,750 +8
Total Volume and Open Interest 88,365 1,404,119 +9,530
Wheat(CBOT)
Sep06 060731 393.50 399.00 391.00 397.50 +9.00 12,634 213,095 -4,984
Dec06 060731 412.50 419.25 411.00 416.50 +8.50 13,741 124,124 +1,024
Mar07 060731 430.00 437.50 427.50 436.25 +11.75 3,817 34,074 +375
May07 060731 436.50 445.00 436.50 445.00 +12.50 191 1,116 +110
Jul07 060731 443.00 451.00 441.50 450.00 +11.25 4,382 68,653 +525
Total Volume and Open Interest 36,281 477,293 -1,824
Wheat(KCBT)
Sep06 060731 488.50 494.00 486.00 492.75 +8.75 4,927 60,869 -3,648
Dec06 060731 504.00 508.50 501.00 505.50 +5.50 5,088 63,446 +453
Mar07 060731 509.00 514.00 506.00 510.50 +6.75 227 9,843 +15
May07 060731 502.00 508.00 502.00 505.50 +8.50 0 299 +0
Jul07 060731 475.00 479.00 472.00 477.00 +8.75 470 24,419 +121
Total Volume and Open Interest 10,747 163,834 -2,874
Wheat(MGE)
Sep06 060731 482.00 487.00 480.00 486.00 +8.00 2,700 18,644 -913
Dec06 060731 490.00 495.50 487.50 494.75 +7.75 1,695 27,258 -784
Mar07 060731 498.00 501.50 495.50 501.00 +6.00 211 3,069 +105
May07 060731 500.50 500.50 500.50 500.50 +4.50 95 239 +79
Jul07 060731 497.00 506.00 497.00 506.00 +7.00 51 509 +25
Total Volume and Open Interest 4,822 56,431 -1,430
Oats(CBOT)
Sep06 060731 196.25 196.25 186.50 189.50 -6.00 387 5,429 +11
Dec06 060731 200.75 202.00 193.00 198.50 -1.50 528 8,122 +41
Mar07 060731 207.00 207.00 202.00 205.00 unch 3 186 +0
May07 060731 210.00 210.00 210.00 210.00 -0.25 0 4 +0
Total Volume and Open Interest 919 13,783 +58
Rough Rice(CBOT)
Sep06 060731 9.20 9.23 9.17 9.21 +0.03 185 5,010 -129
Nov06 060731 9.50 9.52 9.47 9.51 +0.04 380 4,954 -279
Jan07 060731 9.72 9.72 9.72 9.72 +0.03 193 1,160 +78
Mar07 060731 9.90 9.91 9.90 9.91 +0.03 45 1,463 +47
Total Volume and Open Interest 813 12,837 -282
Live Cattle(CME)
Aug06 060731 82.900 83.850 82.800 83.725 +0.375 9,173 41,401 +41,401
Oct06 060731 87.750 88.850 87.650 88.700 +0.550 12,748 122,795 +122,795
Dec06 060731 88.100 89.100 87.900 88.975 +0.525 6,488 39,949 +39,949
Feb07 060731 90.000 90.650 89.850 90.300 -0.085 1,735 21,310 +21,310
Apr07 060731 87.900 88.700 87.850 88.700 +0.315 574 6,393 +6,393
Jun07 060731 83.700 84.600 83.600 84.150 unch 261 3,342 +3,342
Total Volume and Open Interest 30,980 235,326 -403
Feeder Cattle(CME)
Aug06 060731 113.700 114.450 113.400 114.325 +0.175 1,408 10,877 +10,877
Sep06 060731 113.850 114.800 113.550 114.775 +0.595 487 9,568 +9,568
Oct06 060731 113.825 114.800 113.400 114.775 +0.695 732 6,530 +6,530
Nov06 060731 112.100 113.700 112.100 113.700 +0.815 91 1,443 +1,443
Jan07 060731 108.400 109.000 108.100 109.000 +0.400 195 1,894 +1,894
Mar07 060731 104.850 105.200 104.850 105.200 +0.400 28 361 +361
Apr07 060731 104.750 104.800 104.750 104.800 +0.100 1 114 +114
Total Volume and Open Interest 2,944 30,927 -92
Lean Hogs(CME)
Aug06 060731 69.150 69.150 68.250 68.550 -0.100 8,431 28,886 +28,886
Oct06 060731 62.200 62.550 61.550 61.750 +0.300 12,666 92,166 +92,166
Dec06 060731 59.800 60.225 59.500 59.875 +0.390 4,583 23,046 +23,046
Feb07 060731 60.950 61.300 60.600 60.950 +0.050 1,105 8,053 +8,053
Apr07 060731 61.900 62.100 61.400 61.500 -0.200 362 5,174 +5,174
May07 060731 64.400 64.725 64.400 64.675 +0.225 77 622 +622
Jun07 060731 67.250 67.550 67.100 67.550 +0.370 216 1,572 +1,572
Jul07 060731 64.750 64.900 64.750 64.900 +0.050 39 491 +491
Total Volume and Open Interest 27,495 160,034 +3,938
Pork Bellies(CME)
Aug06 060731 90.100 90.100 87.500 88.050 -2.085 286 1,369 +1,369
Feb07 060731 94.250 94.400 92.200 92.650 -1.385 234 334 +334
Mar07 060731 92.250 92.250 92.250 92.250 -1.650 0 6 +6
May07 060731 95.000 95.000 93.750 93.750        
Class III Milk(CME)
Jul06 060731 10.94 10.96 10.94 10.96 +0.01 32 3,414 +3,414
Aug06 060731 11.05 11.09 10.95 11.02 unch 217 4,527 +4,527
Sep06 060731 12.19 12.35 12.00 12.30 +0.13 270 5,052 +5,052
Oct06 060731 12.75 12.84 12.68 12.80 +0.05 122 4,292 +4,292
Nov06 060731 12.73 12.85 12.65 12.80 unch 149 3,469 +3,469
Total Volume and Open Interest 1,192 32,192 +322
Cocoa(NYBOT)
Sep06 060731 1490 1498 1483 1486 -6 4,512 59,151 -2,702
Dec06 060731 1530 1537 1525 1528 -5 2,606 39,390 +2,750
Mar07 060731 1567 1568 1560 1562 -5 968 21,303 +315
May07 060731 1584 1584 1582 1582 -5 61 8,657 +2
Jul07 060731 1603 1603 1603 1603 -4 83 3,713 +71
Sep07 060731 1622 1622 1622 1622 -5 0 9,244 +0
Dec07 060731 1644 1644 1644 1644 -5 0 7,091 +0
Total Volume and Open Interest 8,230 148,569 +436
Coffee "C"(NYBOT)
Sep06 060731 100.25 100.40 98.80 99.35 -0.05 13,803 74,970 -3,321
Dec06 060731 104.25 104.25 102.90 103.45 -0.05 4,125 31,818 +1,794
Mar07 060731 107.70 107.80 107.00 107.20 -0.10 567 7,836 -90
May07 060731 110.00 110.00 109.30 109.35 -0.20 440 3,301 -39
Jul07 060731 111.70 112.30 111.50 111.50 -0.30 249 1,538 +228
Sep07 060731 114.25 114.75 113.65 113.65 -0.40 46 1,675 -25
Total Volume and Open Interest 19,527 122,787 -1,331
Orange Juice(NYBOT)
Sep06 060731 169.60 169.70 167.75 169.25 -0.10 1,730 17,649 -1,275
Nov06 060731 170.00 170.70 169.40 170.50 unch 658 5,083 +1,306
Jan07 060731 169.35 169.35 168.75 169.15 -0.20 220 3,507 +654
Mar07 060731 169.25 169.25 169.15 169.15 -0.20 192 672 +67
May07 060731 169.15 169.15 169.15 169.15 -0.20 0 130 +0
Total Volume and Open Interest 2,800 27,074 +752
Sugar #11(NYBOT)
Oct06 060731 14.80 14.95 14.74 14.91 +0.15 19,700 256,006 -998
Mar07 060731 15.22 15.38 15.20 15.36 +0.14 10,394 96,884 +2,266
May07 060731 15.18 15.35 15.16 15.35 +0.18 2,005 44,780 +151
Jul07 060731 15.08 15.26 15.08 15.26 +0.20 2,009 28,303 +1,097
Oct07 060731 15.20 15.40 15.20 15.35 +0.19 1,531 24,596 +536
Total Volume and Open Interest 36,458 467,478 +3,500
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060731 20.70 20.70 20.50 20.70 -0.05 199 1,451 -131
Nov06 060731 20.90 21.15 20.90 21.15 +0.15 332 2,813 -88
Jan07 060731 21.45 21.45 21.45 21.45 +0.10 115 1,463 +102
Mar07 060731 21.33 21.35 21.33 21.35 +0.02 146 1,835 +202
Total Volume and Open Interest 1,294 10,386 +674
London Cocoa(LCE)
Jul06 060714 1098 1100 1058 1076 -21 1,919 15,115 -1,529
Sep06 060731 854 860 846 850 -5 11,987 53,106 +53,106
Dec06 060731 870 873 865 868 -2 3,678 48,631 +48,631
Mar07 060731 886 888 879 882 -2 4,001 34,979 +34,979
May07 060731 895 899 893 894 -2 312 10,882 +10,882
Jul07 060731 904 904 904 904 -3 107 5,220 +5,220
Sep07 060731 915 915 914 914 -2 3,083 7,806 +7,806
Total Volume and Open Interest 23,646 174,490 +6,662
London Coffee(LCE)
Jul06 060731 1287.00 1313.00 1265.00 1265.00 unch 16 15 +15
Sep06 060731 1310.00 1352.00 1295.00 1317.00 +21.00 11,551 55,689 +55,689
Nov06 060731 1288.00 1320.00 1275.00 1291.00 +16.00 5,931 46,776 +46,776
Jan07 060731 1270.00 1300.00 1251.00 1270.00 +11.00 4,538 17,905 +17,905
Mar07 060731 1265.00 1287.00 1258.00 1261.00 +9.00 307 3,897 +3,897
May07 060731 1272.00 1275.00 1263.00 1266.00 +6.00 2 1,400 +1,400
Total Volume and Open Interest 22,345 126,280 +297
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060731 434.20 439.90 434.20 439.50 +3.50 4,132 33,409 +33,409
Dec06 060731 433.00 437.20 433.00 437.20 +3.90 545 10,876 +10,876
Mar07 060731 420.00 422.60 418.80 422.60 +4.30 285 10,735 +10,735
May07 060731 423.10 423.10 423.10 423.10 +3.30 172 4,279 +4,279
Total Volume and Open Interest 5,346 63,248 +93
Cotton(NYBOT)
Oct06 060731 53.60 53.60 52.35 53.45 -0.25 462 4,301 -222
Dec06 060731 55.50 55.54 54.28 55.28 -0.26 4,380 122,708 -167
Mar07 060731 58.05 58.30 57.30 58.24 -0.16 882 27,073 +483
May07 060731 58.60 59.20 58.40 59.20 +0.02 17 1,349 +21
Jul07 060731 59.90 59.90 58.80 59.75 -0.20 7 2,401 +3
Oct07 060731 60.10 60.10 60.10 60.10 -0.30 0 44 +0
Total Volume and Open Interest 5,897 162,391 +214
Lumber(CME)
Sep06 060731 274.0 274.0 268.5 273.0 +0.7 382 4,479 +4,479
Nov06 060731 288.0 288.3 286.0 287.5 -0.5 256 1,080 +1,080
Jan07 060731 295.2 297.0 295.2 297.0 -0.5 7 130 +130
Mar07 060731 304.4 304.4 304.0 304.0 -0.5 0 28 +28
Total Volume and Open Interest 645 5,726 +187
Crude Oil(NYM)
Sep06 060731 73.60 74.50 72.95 74.40 +1.16 88,585 257,095 +9
Oct06 060731 74.75 75.75 74.25 75.68 +1.29 38,359 105,108 +8,710
Nov06 060731 75.50 76.50 74.85 76.47 +1.29 11,068 46,178 +3,541
Dec06 060731 76.05 77.15 75.85 77.04 +1.28 18,545 123,910 +4,265
Jan07 060731 76.35 77.51 76.35 77.51 +1.29 8,533 41,719 +902
Feb07 060731 76.90 77.85 76.90 77.85 +1.30 4,951 20,733 +899
Mar07 060731 77.00 78.10 77.00 78.10 +1.31 2,855 20,661 +1,568
Apr07 060731 77.10 78.28 77.10 78.28 +1.33 3,644 30,553 +4,490
May07 060731 77.15 78.38 77.15 78.38 +1.34 6,550 26,684 +7,439
Jun07 060731 77.15 78.42 77.15 78.42 +1.36 5,955 48,030 +1,478
Jul07 060731 77.15 78.40 77.15 78.40 +1.36 500 11,121 +984
Aug07 060731 77.15 78.36 77.15 78.36 +1.36 0 8,442 +0
Sep07 060731 77.15 78.31 77.15 78.31 +1.36 483 11,398 +1,318
Oct07 060731 78.22 78.22 78.22 78.22 +1.36 20 6,935 +20
Nov07 060731 78.11 78.11 78.11 78.11 +1.36 100 7,952 +565
Dec07 060731 77.75 77.99 77.75 77.99 +1.36 5,275 109,513 +961
Total Volume and Open Interest 203,046 1,105,858 +41,377
Heating Oil(NYM)
Aug06 060731 194.50 199.00 193.90 196.79 +2.67 14,227 5,427 -7,854
Sep06 060731 202.25 204.80 200.50 203.76 +2.03 24,379 71,209 +2,321
Oct06 060731 209.00 211.50 208.20 210.71 +2.38 5,713 22,035 +2,576
Nov06 060731 214.80 217.00 214.20 216.26 +2.43 1,235 9,689 +258
Dec06 060731 218.60 222.00 218.25 220.86 +2.43 1,627 18,180 -13
Jan07 060731 223.70 225.20 223.25 224.71 +2.38 1,429 16,487 +301
Feb07 060731 225.00 227.50 225.00 226.66 +2.38 377 8,485 +76
Mar07 060731 225.00 227.00 225.00 225.96 +2.38 69 5,288 +46
Apr07 060731 220.75 222.40 220.55 221.81 +2.38 927 5,771 +91
May07 060731 216.00 218.20 216.00 217.51 +2.38 216 1,862 +149
Jun07 060731 215.71 215.71 215.71 215.71 +2.38 1,287 9,297 -177
Jul07 060731 216.51 216.51 216.51 216.51 +2.38 100 689 +62
Total Volume and Open Interest 52,847 179,641 -1,646
Unleaded Gas(NYM)
Aug06 060731 222.00 228.00 219.00 222.89 -0.46 11,367 2,806 -6,400
Sep06 060731 221.00 223.40 218.25 221.18 +0.03 26,439 60,702 -1,613
Oct06 060731 208.50 211.00 207.50 209.83 +0.93 4,235 10,918 +109
Nov06 060731 199.80 204.00 199.00 201.83 +0.98 750 3,789 +323
Dec06 060731 195.50 196.10 194.00 195.73 +1.03 945 6,149 +623
Jan07 060731 193.98 193.98 193.98 193.98 +0.78 164 1,942 +66
Total Volume and Open Interest 43,900 86,306 -6,892
Natural Gas(NYM)
Sep06 060731 7.790 8.260 7.670 8.211 +1.027 23,060 120,457 +733
Oct06 060731 8.000 8.500 7.910 8.451 +1.027 9,024 80,396 +7,193
Nov06 060731 9.400 9.811 9.260 9.811 +1.007 4,837 41,494 -3,291
Dec06 060731 10.749 11.111 10.600 11.111 +0.952 5,326 38,340 +2,334
Jan07 060731 11.250 11.700 11.230 11.691 +0.927 9,127 51,531 -3,086
Feb07 060731 11.260 11.701 11.240 11.701 +0.927 857 29,526 -18
Mar07 060731 11.150 11.461 11.000 11.461 +0.927 2,973 64,009 +3,192
Apr07 060731 8.750 8.851 8.720 8.851 +0.207 2,516 36,845 +492
May07 060731 8.550 8.666 8.520 8.666 +0.202 593 23,939 +205
Jun07 060731 8.750 8.750 8.620 8.746 +0.200 146 12,963 -92
Jul07 060731 8.730 8.846 8.730 8.846 +0.197 48 9,785 +24
Aug07 060731 8.860 8.926 8.860 8.926 +0.197 26 9,256 +44
Sep07 060731 8.950 9.021 8.900 9.021 +0.192 356 10,039 +148
Oct07 060731 9.050 9.181 9.040 9.181 +0.192 1,123 27,728 -27
Nov07 060731 9.900 9.956 9.830 9.956 +0.187 32 15,260 +8
Dec07 060731 10.720 10.741 10.644 10.741 +0.167 774 28,046 +33
Total Volume and Open Interest 68,769 884,182 -3,985
Brent Crude Oil(ICE)
Sep06 060731 73.22 75.23 72.70 75.15 +1.76 77,908 100,414 +100,414
Oct06 060731 73.43 75.30 72.94 75.23 +1.64 48,744 125,754 +125,754
Nov06 060731 74.10 75.72 73.46 75.68 +1.59 16,650 47,422 +47,422
Dec06 060731 74.43 76.13 74.04 76.09 +1.54 19,592 61,531 +61,531
Jan07 060731 75.00 76.50 74.44 76.47 +1.53 9,292 18,450 +18,450
Feb07 060731 75.30 76.85 74.89 76.82 +1.55 7,717 11,771 +11,771
Mar07 060731 75.14 77.06 75.14 77.06 +1.57 2,904 12,061 +12,061
Apr07 060731 75.73 77.22 75.73 77.22 +1.59 4,527 16,493 +16,493
May07 060731 75.42 77.32 75.42 77.32 +1.62 275 3,210 +3,210
Jun07 060731 75.55 77.39 75.37 77.39 +1.67 1,323 15,303 +15,303
Jul07 060731 77.35 77.35 77.35 77.35 +1.65 0 1,001 +1,001
Aug07 060731 75.60 77.29 75.60 77.29 +1.62 0 1,298 +1,298
Sep07 060731 75.37 77.20 75.37 77.20 +1.61 0 1,535 +1,535
Oct07 060731 77.11 77.11 77.11 77.11 +1.60 0 290 +290
Total Volume and Open Interest 199,442 482,032 +14,652
Gas Oil(ICE)
Aug06 060731 626.75 637.75 623.25 632.25 +3.25 26,909 49,536 +49,536
Sep06 060731 638.50 647.75 633.25 643.00 +3.50 23,636 66,944 +66,944
Oct06 060731 650.50 659.25 644.00 654.25 +4.00 7,680 26,562 +26,562
Nov06 060731 657.50 670.00 654.50 664.50 +3.75 6,200 18,954 +18,954
Dec06 060731 664.75 676.50 663.50 672.75 +3.50 3,923 33,823 +33,823
Jan07 060731 672.00 681.25 670.75 679.75 +3.25 913 16,363 +16,363
Feb07 060731 689.25 689.25 683.50 685.00 +3.25 3 2,876 +2,876
Mar07 060731 684.25 684.25 684.25 684.25 +2.75 0 5,660 +5,660
Apr07 060731 682.50 682.50 682.50 682.50 +2.50 0 1,975 +1,975
May07 060731 680.75 680.75 680.75 680.75 +2.25 0 350 +350
Total Volume and Open Interest 70,510 272,913 +272,913
US Dollar Index(NYBOT)
Sep06 060731 85.14 85.22 84.94 85.09 -0.10 1,659 13,204 -837
Dec06 060731 84.64 84.78 84.45 84.72 -0.10 42 2,233 -8
Mar07 060731 84.37 84.37 84.37 84.37 -0.10 0 5 +0
Total Volume and Open Interest 1,701 15,447 -845
Australian Dollar(CME)
Sep06 060731 76.49 76.56 76.40 76.56 -0.10 2,846 67,494 +67,494
Dec06 060731 76.30 76.42 76.30 76.42 -0.10 0 856 +856
Mar07 060731 76.29 76.29 76.29 76.29 -0.10 0 8 +8
Total Volume and Open Interest 2,846 68,364 +3,933
British Pound(CME)
Sep06 060731 186.81 187.10 186.78 187.00 +0.40 783 103,658 +103,658
Dec06 060731 187.36 187.36 187.36 187.36 +0.39 29 500 +500
Mar07 060731 187.61 187.61 187.61 187.61 +0.37 0 11 +11
Total Volume and Open Interest 812 104,169 -1,774
Canadian Dollar(CME)
Sep06 060731 89.12 89.14 88.47 88.49 +0.01 2,125 79,654 +79,654
Dec06 060731 88.88 88.88 88.75 88.76 +0.01 72 2,968 +2,968
Mar07 060731 89.23 89.23 89.03 89.03 +0.01 1 352 +352
Jun07 060731 89.30 89.30 89.30 89.30 +0.01 0 239 +239
Total Volume and Open Interest 2,199 83,371 -9,175
Japanese Yen(CME)
Sep06 060731 88.14 88.17 87.78 87.84 +0.06 7,516 177,552 +177,552
Dec06 060731 88.95 88.95 88.95 88.95 +0.06 0 20,318 +20,318
Mar07 060731 90.05 90.05 90.05 90.05 +0.06 0 34 +34
Total Volume and Open Interest 7,516 197,931 -9,019
Swiss Franc(CME)
Sep06 060731 81.73 81.86 81.57 81.73 +0.24 1,751 73,098 +73,098
Dec06 060731 82.49 82.49 82.49 82.49 +0.24 5 810 +810
Mar07 060731 83.23 83.23 83.23 83.23 +0.24 0 66 +66
Total Volume and Open Interest 1,756 73,982 +2,025
EuroFX(CME)
Sep06 060731 128.09 128.25 127.86 128.13 +0.21 7,757 155,225 +155,225
Dec06 060731 128.86 128.86 128.82 128.82 +0.21 43 1,834 +1,834
Mar07 060731 129.43 129.43 129.43 129.43 +0.21 25 181 +181
Total Volume and Open Interest 7,825 157,309 +5,296
Mexican Peso(CME)
Sep06 060731 9192.0 9192.0 9095.0 9102.0 -93.0 15,999 64,000 +64,000
Dec06 060731 0.6 0.6 1.5 1.5 -1.2 0 23,037 +23,037
Total Volume and Open Interest 16,025 88,727 +6,444
30-Year T-Bonds(CBOT)
Sep06 060731 108~07 108~11 108~00 108~09 unch 325,660 779,828 +8,122
Dec06 060731 108~14 108~18 108~10 108~17 unch 3,342 14,709 +979
Mar07 060731 108~11 108~11 108~11 108~11 unch 2 8 +2
Total Volume and Open Interest 329,004 794,560 +9,103
10-Year T-Notes(CBOT)
Sep06 060731 105~315 106~020 105~270 106~010 +0~010 859,782 2,004,588 +14,253
Dec06 060731 105~290 106~005 105~270 106~000 +0~005 13,266 62,058 +11,706
Total Volume and Open Interest 873,048 2,066,653 +25,959
5-Year T-Notes(CBOT)
Sep06 060731 104~045 104~075 104~025 104~070 +0~015 478,358 0 -1,280,947
Dec06 060731 104~040 104~085 104~040 104~085 +0~020 646 0 -22,600
Total Volume and Open Interest 479,004    
2 Year T-Notes(CBOT)
Sep06 060731 101~090 101~094 101~086 101~093 +0~001 14,039 626,013 -11,880
Dec06 060731 101~100 101~100 101~100 101~100 +0~004 992 31,980 +10
Total Volume and Open Interest 15,031 657,993 -11,870
Eurodollars(CME)
Sep06 060731 94.520 94.530 94.505 94.520 -0.010 32,724 1,567,813 +1,567,813
Dec06 060731 94.540 94.555 94.525 94.550 unch 21,587 1,656,166 +1,656,166
Mar07 060731 94.625 94.640 94.600 94.640 +0.010 23,319 1,200,399 +1,200,399
Jun07 060731 94.725 94.755 94.700 94.750 +0.020 16,378 976,950 +976,950
Sep07 060731 94.795 94.825 94.775 94.820 +0.025 25,938 951,440 +951,440
Dec07 060731 94.800 94.845 94.800 94.840 +0.025 17,112 809,111 +809,111
Mar08 060731 94.805 94.840 94.805 94.840 +0.030 18,598 547,038 +547,038
Jun08 060731 94.795 94.820 94.785 94.820 +0.030 16,613 329,960 +329,960
Sep08 060731 94.755 94.795 94.755 94.795 +0.030 13,553 283,966 +283,966
Dec08 060731 94.720 94.760 94.720 94.755 +0.025 12,899 261,028 +261,028
Mar09 060731 94.695 94.735 94.695 94.730 +0.025 11,974 220,162 +220,162
Jun09 060731 94.670 94.700 94.660 94.690 +0.020 16,394 163,133 +163,133
Sep09 060731 94.620 94.660 94.620 94.650 +0.015 11,861 116,955 +116,955
Dec09 060731 94.580 94.615 94.580 94.610 +0.015 4,822 113,729 +113,729
Mar10 060731 94.555 94.590 94.555 94.580 +0.010 3,901 100,448 +100,448
Jun10 060731 94.520 94.555 94.520 94.545 +0.010 10,081 83,144 +83,144
Sep10 060731 94.490 94.520 94.480 94.510 +0.010 9,216 87,060 +87,060
Dec10 060731 94.455 94.485 94.445 94.475 +0.010 4,776 71,575 +71,575
Total Volume and Open Interest 286,956 9,748,078 +146,404
3-Mth Euro-Yen(CME)
Sep06 060731 99.50 99.50 99.50 99.50 -0.01 26 11,065 +11,065
Dec06 060731 99.33 99.33 99.33 99.33 -0.01 234 11,192 +11,192
Mar07 060731 99.15 99.15 99.15 99.15 -0.02 232 5,657 +5,657
Jun07 060731 99.01 99.01 99.01 99.01 -0.01 959 6,574 +6,574
Sep07 060731 98.85 98.85 98.85 98.85 -0.02 0 1,787 +1,787
Dec07 060731 98.71 98.71 98.71 98.71 -0.02 0 2,592 +2,592
Mar08 060731 98.62 98.62 98.62 98.62 unch 0 830 +830
Jun08 060731 98.53 98.53 98.53 98.53 unch 0 255 +255
Sep08 060731 98.41 98.41 98.41 98.41 unch 0 7 +7
Dec08 060731 98.29 98.29 98.29 98.29 unch 0 4 +4
Total Volume and Open Interest 1,451 39,969 +39,969
3-Mth Euro-Yen(SIMEX)
Sep06 060731 99.50 99.50 99.50 99.50 unch 597 65,912 +65,912
Dec06 060731 99.33 99.34 99.33 99.33 -0.01 751 97,206 +97,206
Mar07 060731 99.16 99.16 99.15 99.15 -0.01 506 58,219 +58,219
Jun07 060731 99.01 99.01 99.00 99.00 unch 0 29,025 +29,025
Sep07 060731 98.85 98.85 98.85 98.85 unch 45 15,961 +15,961
Dec07 060731 98.72 98.72 98.72 98.72 unch 6 42,300 +42,300
Mar08 060731 98.60 98.60 98.60 98.60 -0.01 0 21,262 +21,262
Jun08 060731 98.51 98.51 98.51 98.51 +0.01 0 1,049 +1,049
Total Volume and Open Interest 1,905 332,025 +2,720
German Euro-Bund(EUREX)
Sep06 060726 116.38 116.52 116.03 116.20 -0.24 893,587 1,383,163 +7,542
Dec06 060731 116.02 116.14 115.91 116.12 +0.61 947 12,700 +884
Mar07 060731 115.80 115.80 115.80 115.80 +0.50 0 10 +0
Total Volume and Open Interest 1,085,296 1,367,988 -27,001
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060731 109.25 109.39 109.25 109.39 +0.36 213 213 +202
Mar07 060731 109.19 109.19 109.19 109.19 +0.34      
Total Volume and Open Interest 525,478 1,006,147 +12,293
Long Gilt(LIFFE)
Sep06 060731 109~23 109~25 109~14 109~23 -0~03 56,886 251,402 +251,402
Dec06 060731 109~15 109~15 109~15 109~15 -0~03      
Total Volume and Open Interest 56,886 251,402 -2,805
3-Mth Short Sterling(LIFFE)
Sep06 060731 95.16 95.16 95.16 95.16 -0.02 44,766 426,512 +426,512
Dec06 060731 95.03 95.03 95.03 95.03 -0.03 57,609 346,772 +346,772
Mar07 060731 94.96 94.96 94.96 94.96 -0.03 46,460 366,584 +366,584
Total Volume and Open Interest 273,710 2,053,831 -15,261
3-Mth Euribor(LIFFE)
Sep06 060731 96.685 96.685 96.670 96.680 unch 59,528 649,925 -5,863
Dec06 060731 96.445 96.445 96.415 96.440 unch 174,642 714,007 -3,062
Mar07 060731 96.345 96.345 96.310 96.340 unch 151,350 562,309 +383
Total Volume and Open Interest 783,449 3,518,139 +3,061
3-Mth Aus T-Bills(SFE)
Sep06 060731 93.75 93.76 93.74 93.75 +0.01 17,223 141,009 +141,009
Dec06 060731 93.64 93.65 93.64 93.65 +0.02 16,944 275,618 +275,618
Mar07 060731 93.62 93.63 93.61 93.63 +0.03 7,053 96,864 +96,864
Jun07 060731 93.63 93.64 93.62 93.64 +0.04 6,488 50,593 +50,593
Sep07 060731 93.63 93.64 93.63 93.64 +0.04 1,400 27,982 +27,982
Dec07 060731 93.62 93.64 93.62 93.64 +0.04 520 21,772 +21,772
Mar08 060731 93.63 93.63 93.62 93.63 +0.04 525 11,729 +11,729
Jun08 060731 93.62 93.62 93.62 93.62 +0.04 120 6,626 +6,626
Sep08 060731 93.61 93.61 93.60 93.60 +0.03 0 1,545 +1,545
Dec08 060731 93.60 93.60 93.59 93.59 +0.04 0 1,456 +1,456
Total Volume and Open Interest 50,273 636,813 +636,813
10-Year Aus T-Bonds(SFE)
Sep06 060731 94.14 94.16 94.13 94.16 +0.07 36,087 352,619 +352,619
Dec06 060731 94.16 94.16 94.16 94.16 +0.07      
Total Volume and Open Interest 36,087 352,619 +352,619
3-Year Aus T-Bonds(SFE)
Sep06 060731 94.03 94.05 94.02 94.04 +0.04 63,036 504,176 +504,176
Dec06 060731 94.04 94.04 94.04 94.04 +0.04      
Total Volume and Open Interest 63,036 504,176 +504,176
Gold(CMX)
Aug06 060731 633.5 635.8 627.0 634.2 -0.6 27,652 19,683 -32,580
Oct06 060731 641.0 642.5 634.8 640.4 -1.0 3,879 23,528 +1,956
Dec06 060731 647.5 649.0 640.5 646.8 -1.0 48,918 195,456 +32,214
Feb07 060731 654.5 654.5 648.5 653.2 -1.0 92 17,087 -4
Apr07 060731 657.0 659.5 655.0 659.5 -1.0 21 2,578 +15
Jun07 060731 665.7 665.7 665.7 665.7 -1.0 624 16,530 +576
Aug07 060731 671.9 671.9 671.9 671.9 -1.0 2 1,301 +1
Oct07 060731 678.0 678.0 678.0 678.0 -1.0 621 3,000 -578
Dec07 060731 684.2 684.2 684.2 684.2 -1.0 55 20,056 +148
Feb08 060731 690.3 690.3 690.3 690.3 -1.0 0 1,539 +36
Apr08 060731 41.0 41.0 41.0 41.0 -1.0      
Jun08 060731 702.5 702.5 702.5 702.5 -1.0 0 1,173 +0
Total Volume and Open Interest 81,916 315,910 +1,839
Silver(CMX)
Sep06 060731 1146.0 1148.0 1125.0 1137.0 +0.5 5,966 47,186 +1,558
Dec06 060731 1158.0 1163.0 1143.0 1152.1 +1.4 659 24,535 +386
Mar07 060731 1144.0 1165.2 1144.0 1165.2 +1.9 2 8,604 +31
May07 060731 1171.7 1171.7 1171.7 1171.7 +2.3 0 2,729 -2
Jul07 060731 1178.2 1178.2 1178.2 1178.2 +2.7 6 6,369 +488
Sep07 060731 1182.5 1182.5 1182.5 1182.5 +2.7 0 683 -22
Dec07 060731 1195.0 1195.0 1186.2 1186.2 +2.7 117 4,088 -22
Total Volume and Open Interest 6,782 99,505 +2,523
Platinum(NYM)
Oct06 060731 1243.0 1243.0 1235.0 1241.6 +7.9 408 8,103 +12
Jan07 060731 1246.1 1246.1 1246.1 1246.1 +7.9 4 496 -3
Apr07 060717 1264.0 1264.0 1264.0 1264.0 unch      
Jul07 060731 600.7 600.7 600.7 600.7 +7.9 0 6 +0
Total Volume and Open Interest 412 8,605 -17
Palladium(NYME)
Sep06 060731 314.00 318.00 313.00 317.15 +3.00 626 12,777 -391
Dec06 060731 321.00 325.00 321.00 323.05 +3.20 3 1,195 +0
Mar07 060731 326.05 326.05 326.05 326.05 +3.20 0 1 +0
Total Volume and Open Interest 629 14,008 -391
Copper(CMX)
Sep06 060731 360.00 365.50 357.00 357.00 +2.10 6,645 44,419 -394
Dec06 060731 352.50 358.00 351.00 351.10 +2.60 1,343 14,089 +468
Mar07 060731 345.00 348.00 342.00 342.00 +3.00 131 2,877 +28
May07 060731 339.50 339.50 334.30 334.30 +2.70 8 730 +46
Jul07 060731 326.10 326.10 326.10 326.10 +2.40 0 283 +7
Total Volume and Open Interest 9,348 72,745 -736
Aluminum(CMX)
Aug06 060731 117.05 117.05 117.05 117.05 +2.80 30 252 -29
Sep06 060731 118.00 118.00 117.85 117.85 +2.80 30 120 +30
Oct06 060731 117.85 117.85 117.85 117.85 +2.80 0 40 +0
Nov06 060731 117.90 117.90 117.90 117.90 +2.80 0 40 +0
Dec06 060731 117.50 118.50 117.50 118.10 +2.80 0 566 +0
Jan07 060731 117.80 117.80 117.80 117.80 +2.65      
Total Volume and Open Interest 62 1,021 +0
DJIA Index(CBOT)
Sep06 060731 11235 11248 11208 11230 -24 4,205 55,505 +404
Dec06 060731 11300 11320 11300 11315 -22 9 2,030 +6
Mar07 060731 11381 11381 11381 11381 -24 0 5 +0
Jun07 060731 11452 11452 11452 11452 -24      
Total Volume and Open Interest 4,214 57,540 +410
S & P 500(CME)
Sep06 060731 1281.50 1284.00 1279.00 1281.80 -2.50 35,586 615,476 +615,476
Dec06 060731 1293.00 1293.00 1293.00 1293.00 -2.50 59 7,884 +7,884
Mar07 060731 1303.90 1303.90 1303.90 1303.90 -2.60 0 405 +405
Jun07 060731 1315.10 1315.10 1315.10 1315.10 -2.80 0 1,326 +1,326
Total Volume and Open Interest 35,645 625,378 +2,956
S & P 500 E-Mini(Globex)
Sep06 060731 1283.75 1284.25 1279.00 1281.75 -2.50 938,448 1,410,486 +1,410,486
Dec06 060731 1300.00 1300.00 1290.00 1293.00 -2.50 692 7,550 +7,550
Total Volume and Open Interest 939,140 1,418,036 +33,107
NASDAQ 100(CME)
Sep06 060731 1518.00 1526.50 1509.50 1518.80 -2.50 5,423 55,476 +55,476
Dec06 060731 1537.30 1537.30 1537.30 1537.30 -2.50 2 79 +79
Mar07 060731 1553.80 1553.80 1553.80 1553.80 -2.50      
Total Volume and Open Interest 5,425 55,555 -658
NASDAQ 100 E-Mini(Globex)
Sep06 060731 1520.00 1527.00 1509.80 1518.80 -2.50 267,274 415,412 +415,412
Dec06 060731 1540.80 1540.80 1535.00 1537.30 -2.50 36 438 +438
Total Volume and Open Interest 267,310 415,850 -2,820
S & P Midcap 400(CME)
Sep06 060731 87.64 91.14 86.14 91.04 +2.00 54 9,434 +9,434
Dec06 060731 753.40 753.40 753.40 753.40 +2.00 0 1 +1
Mar07 060731 760.40 760.40 760.40 760.40 +2.00      
Total Volume and Open Interest 54 9,435 +2
Russell 2000(CME)
Sep06 060731 702.00 705.50 698.00 704.60 +0.70 1,170 39,282 +39,282
Dec06 060731 710.60 710.60 710.60 710.60 +0.70 0 14 +14
Mar07 060731 716.60 716.60 716.60 716.60 +0.70      
Total Volume and Open Interest 1,170 39,296 +239
Russell 2000 E-Mini(Globex)
Sep06 060731 703.80 705.60 697.70 704.60 +0.70 174,103 451,182 +451,182
Dec06 060731 707.50 710.90 704.70 710.60 +0.70 299 557 +557
Total Volume and Open Interest 174,402 451,739 +1,269
Value Line(KCBT)
Sep06 060731 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060731 15370 15435 15370 15435 -35      
Dec06 060731 15410 15410 15410 15410 -35      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060731 15520 15555 15410 15420 +110 46,578 203,191 +1,405
Dec06 060731 15420 15420 15420 15420 +115 0 1 +0
Mar07 060731 15430 15430 15430 15430 +115 0 1 +0
Total Volume and Open Interest 46,589 203,548 +1,423
CAC 40(MATIF)
Jul06 060721 4841.0 4863.0 4814.0 4830.0 -35.0 201,909 388,803 -117,887
Aug06 060731 5043.5 5045.0 5013.0 5019.5 -24.0 76,668 419,622 +419,622
Sep06 060731 5068.5 5068.5 5024.0 5029.5 -24.0 1,529 65,465 +65,465
Total Volume and Open Interest 78,245 490,086 +25,627
Hang Seng Index(HKFE)
Jul06 060728 16912 17013 16885 16986 +44 60,327 51,868 -19,968
Aug06 060731 17050 17145 16935 16975 +40 44,991 107,081 +24,166
Sep06 060731 17053 17135 16940 16963 +33 2,208 3,203 +1,665
Total Volume and Open Interest 103,371 147,475 +10,405
DAX Index(EUREX)
Sep06 060731 5727.5 5733.5 5694.0 5704.0 -27.0 126,604 198,601 +5,744
Dec06 060731 5776.0 5778.5 5745.0 5750.5 -27.5 440 14,233 -39
Mar07 060731 5800.0 5818.5 5794.5 5802.5 -27.5 199 1,458 +81
Total Volume and Open Interest 127,243 214,292 +5,786
FT-SE 100(LIFFE)
Sep06 060731 5974.00 5975.00 5914.50 5916.00 -57.50 96,675 440,597 +7,757
Dec06 060731 5998.50 5998.50 5952.00 5952.00 -57.00 30 35,424 -30
Mar07 060731 5964.50 5964.50 5964.50 5964.50 -57.50 0 1,019 +5
Total Volume and Open Interest 96,705 478,790 +7,732
SPI 200(SFE)
Sep06 060731 4997.0 5006.0 4934.0 4971.0 +33.0 14,741 226,290 +226,290
Dec06 060731 5018.0 5018.0 4952.0 4988.0 +34.0 76 4,375 +4,375
Mar07 060731 4995.0 4995.0 4995.0 4995.0 +33.0 0 2,589 +2,589
Total Volume and Open Interest 14,817 235,807 +2,655
GSCI(CME)
Aug06 060731 491.90 498.00 489.75 498.00 +11.95 120 21,017 +21,017
Sep06 060731 504.00 504.00 504.00 504.00 +12.60 0 5 +5
Oct06 060731 510.00 510.00 510.00 510.00 +10.00      
Total Volume and Open Interest 120 21,022 +83
Reuters CRB Index(NYBOT)
Aug06 060731 391.00 392.00 389.00 392.00 +4.50 7 293 -4
Nov06 060731 400.00 402.50 400.00 402.50 +4.50 0 439 +0
Jan07 060731 406.50 406.50 406.50 406.50 +4.50 0 200 +0
Total Volume and Open Interest 8 946 +945
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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