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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 August 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060803 577.00 578.00 575.00 576.00 -5.75 10,824 7,459 -1,469
Sep06 060803 581.00 583.75 580.00 581.50 -5.75 13,085 40,902 -56
Nov06 060803 596.00 598.00 594.00 595.50 -5.75 55,548 223,478 +1,106
Jan07 060803 608.00 610.00 606.25 607.25 -6.00 2,201 20,691 +664
Mar07 060803 618.00 619.50 616.50 617.25 -5.00 1,179 10,479 +334
May07 060803 626.50 627.50 625.50 626.50 -5.00 1,382 11,162 -144
Jul07 060803 636.00 638.00 635.00 635.75 -5.00 964 11,205 -82
Total Volume and Open Interest 87,167 343,636 +1,132
Soybean Meal(CBOT)
Aug06 060803 161.80 162.80 161.50 162.40 -0.10 3,520 3,819 -1,048
Sep06 060803 163.50 164.60 163.30 163.90 -0.40 8,588 44,924 +491
Oct06 060803 165.30 166.00 164.70 165.30 -0.50 5,594 18,268 +196
Dec06 060803 167.50 168.80 167.10 168.10 -0.50 10,645 104,205 -346
Jan07 060803 169.50 170.20 168.80 169.40 -0.70 1,795 12,213 +792
Mar07 060803 172.30 172.90 171.60 172.10 -0.70 747 8,927 +317
May07 060803 174.00 174.70 173.50 173.50 -1.10 1,359 11,479 +317
Jul07 060803 176.00 177.00 175.70 176.20 -0.50 784 9,221 +112
Total Volume and Open Interest 33,853 218,990 +894
Soybean Oil(CBOT)
Aug06 060803 26.65 26.65 26.52 26.55 -0.27 4,767 3,101 -1,987
Sep06 060803 26.85 26.85 26.68 26.72 -0.28 6,749 28,920 +327
Oct06 060803 27.00 27.00 26.87 26.95 -0.19 1,514 18,405 +16
Dec06 060803 27.50 27.50 27.32 27.34 -0.29 17,421 170,073 +3,159
Jan07 060803 27.57 27.67 27.57 27.61 -0.30 514 10,715 +166
Mar07 060803 27.95 28.05 27.95 27.96 -0.24 374 7,988 +51
May07 060803 28.35 28.40 28.32 28.33 -0.27 901 16,115 +312
Jul07 060803 28.76 28.76 28.67 28.67 -0.28 689 12,743 +165
Total Volume and Open Interest 33,589 286,837 +2,174
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060803 305.2 306.9 304.3 305.5 -0.8 6,194 58,680 +706
Jan07 060803 314.5 315.0 313.9 313.9 -1.7 1,305 8,401 +872
Mar07 060803 321.7 321.8 321.7 321.8 -1.7 137 1,029 +65
May07 060803 327.4 327.4 327.4 327.4 -1.8 1 1,204 +0
Total Volume and Open Interest 7,680 77,314 +1,671
Corn(CBOT)
Sep06 060803 245.75 247.25 244.25 245.00 -2.25 44,230 345,596 -19,050
Dec06 060803 263.25 264.25 261.00 262.00 -2.25 107,839 579,205 +14,229
Mar07 060803 275.75 278.00 274.75 276.00 -1.50 7,615 128,389 +2,153
May07 060803 285.00 287.00 284.00 285.25 -2.00 3,473 26,203 +559
Jul07 060803 294.50 296.00 293.25 294.25 -2.00 8,261 90,896 +3,315
Sep07 060803 302.00 302.75 301.00 301.50 -1.50 1,288 9,276 +330
Total Volume and Open Interest 186,942 1,403,568 +4,197
Wheat(CBOT)
Sep06 060803 403.50 405.50 394.25 395.25 -6.25 28,251 182,146 -4,507
Dec06 060803 423.00 425.00 413.00 414.50 -7.00 24,052 152,955 +878
Mar07 060803 440.00 442.00 435.00 435.00 -4.00 2,558 34,184 +633
May07 060803 451.00 451.00 444.00 444.00 -4.00 123 1,090 -22
Jul07 060803 455.00 457.00 446.00 447.00 -6.50 2,023 72,269 +124
Total Volume and Open Interest 58,341 479,300 -2,700
Wheat(KCBT)
Sep06 060803 485.00 491.50 482.75 484.50 -0.75 15,097 56,348 -3,806
Dec06 060803 503.25 507.00 499.00 500.75 -1.00 17,882 69,931 +2,169
Mar07 060803 509.00 514.50 506.00 506.00 -0.50 3,697 13,000 +1,386
May07 060803 502.00 505.00 499.00 499.00 -2.00 70 357 +8
Jul07 060803 477.00 485.00 476.00 476.00 unch 2,372 24,405 -873
Total Volume and Open Interest 39,711 169,989 -733
Wheat(MGE)
Sep06 060803 474.00 481.00 472.00 476.00 +3.00 4,947 16,573 -1,632
Dec06 060803 485.50 492.50 483.50 487.75 +2.50 4,165 28,367 +703
Mar07 060803 493.50 501.00 493.00 496.00 +1.25 950 4,061 +598
May07 060803 499.00 505.50 496.00 496.00 +2.00 10 363 +3
Jul07 060803 502.00 505.50 501.00 505.50 +4.50 28 540 +18
Total Volume and Open Interest 10,340 56,841 -202
Oats(CBOT)
Sep06 060803 189.00 189.00 186.00 188.00 -2.50 433 2,189 -154
Dec06 060803 195.25 195.50 192.75 193.75 -2.25 720 10,419 -248
Mar07 060803 201.00 201.50 201.00 201.00 -2.00 14 208 +5
May07 060803 205.00 205.00 205.00 205.00 -1.50 0 4 +0
Total Volume and Open Interest 1,175 12,864 -395
Rough Rice(CBOT)
Sep06 060803 9.18 9.19 9.12 9.18 -0.02 393 3,496 -480
Nov06 060803 9.48 9.48 9.41 9.46 -0.05 534 6,731 +41
Jan07 060803 9.67 9.70 9.62 9.70 -0.04 108 1,353 +85
Mar07 060803 9.90 9.91 9.90 9.91 -0.04 55 1,493 +14
Total Volume and Open Interest 1,090 13,323 -340
Live Cattle(CME)
Aug06 060803 82.850 83.900 82.700 82.875 -0.050 8,630 36,282 -338
Oct06 060803 87.550 88.800 87.550 87.950 +0.375 11,145 123,114 -558
Dec06 060803 88.100 89.150 88.000 88.250 +0.200 5,132 40,024 -269
Feb07 060803 89.850 90.700 89.700 90.150 +0.300 1,686 22,287 +199
Apr07 060803 88.450 88.950 88.350 88.425 +0.075 440 6,909 +105
Jun07 060803 83.750 84.250 83.550 83.600 unch 55 3,418 +20
Total Volume and Open Interest 27,136 232,226 -800
Feeder Cattle(CME)
Aug06 060803 113.100 114.200 112.750 113.825 +0.650 2,084 9,732 -581
Sep06 060803 113.250 114.500 112.700 114.000 +0.825 961 10,122 +112
Oct06 060803 113.400 114.350 112.700 114.075 +0.675 1,880 7,959 +707
Nov06 060803 112.400 113.000 111.800 112.650 +0.250 208 1,508 +27
Jan07 060803 107.800 108.300 107.100 108.000 +0.300 130 2,068 +82
Mar07 060803 104.050 104.400 104.050 104.400 +0.400 51 401 +21
Apr07 060803 104.000 104.250 104.000 104.250 +0.250 1 113 +1
Total Volume and Open Interest 5,318 32,045 +372
Lean Hogs(CME)
Aug06 060803 69.375 69.750 68.900 69.000 -0.375 5,511 23,967 -893
Oct06 060803 61.725 62.150 60.700 60.800 -0.925 7,537 94,680 +581
Dec06 060803 59.850 59.900 58.750 59.350 -0.350 1,941 25,253 +272
Feb07 060803 61.300 61.350 60.100 60.750 -0.525 944 9,488 +461
Apr07 060803 61.100 61.500 60.500 60.650 -0.175 531 5,509 +86
May07 060803 64.525 64.800 64.525 64.800 -0.025 82 667 +13
Jun07 060803 67.350 67.350 66.750 66.900 -0.350 110 1,921 -38
Jul07 060803 64.875 64.950 64.450 64.950 +0.050 11 517 +2
Total Volume and Open Interest 16,788 162,146 +603
Pork Bellies(CME)
Aug06 060803 84.250 84.800 81.800 82.150 -1.750 405 810 -205
Feb07 060803 93.000 94.100 92.700 92.950 +0.400 322 580 +59
Mar07 060803 91.700 91.700 91.700 91.700 +0.050 0 6 +0
May07 060803 93.100 93.100 93.100 93.100 +0.050 0 5 +0
Total Volume and Open Interest 727 1,401 -146
Class III Milk(CME)
Aug06 060803 11.05 11.05 11.00 11.00 -0.05 173 4,519 +1
Sep06 060803 12.13 12.13 11.90 12.00 -0.13 306 5,126 +63
Oct06 060803 12.70 12.70 12.58 12.58 -0.12 80 4,301 +7
Nov06 060803 12.70 12.70 12.63 12.65 -0.10 70 3,541 +38
Dec06 060803 12.73 12.73 12.65 12.65 -0.09 77 3,100 +23
Total Volume and Open Interest 1,163 29,190 +325
Cocoa(NYBOT)
Sep06 060803 1495 1525 1493 1523 +36 11,328 40,995 -6,132
Dec06 060803 1540 1568 1537 1565 +35 9,431 51,347 +5,229
Mar07 060803 1575 1602 1573 1598 +35 1,591 20,527 -481
May07 060803 1618 1618 1618 1618 +34 214 8,659 +120
Jul07 060803 1639 1639 1639 1639 +35 204 3,936 +134
Sep07 060803 1659 1659 1659 1659 +35 100 9,484 +74
Dec07 060803 1681 1681 1681 1681 +35 0 7,120 +0
Total Volume and Open Interest 22,869 142,089 -1,055
Coffee "C"(NYBOT)
Sep06 060803 104.00 108.90 102.75 105.85 +2.15 19,517 65,549 -3,693
Dec06 060803 107.50 112.50 106.75 109.95 +2.20 8,590 37,131 +2,333
Mar07 060803 111.00 115.00 111.00 113.65 +2.15 723 8,572 +152
May07 060803 113.50 117.00 113.50 115.85 +2.10 474 3,079 -100
Jul07 060803 117.00 118.05 117.00 118.05 +2.05 249 1,681 +159
Sep07 060803 120.25 120.50 120.25 120.25 +2.00 53 1,697 +21
Total Volume and Open Interest 29,635 119,617 -1,109
Orange Juice(NYBOT)
Sep06 060803 170.50 171.25 168.40 168.55 -4.30 2,720 15,714 -395
Nov06 060803 170.50 172.00 169.10 169.60 -4.00 1,623 7,855 +677
Jan07 060803 169.00 170.00 168.00 169.00 -2.60 160 3,762 -7
Mar07 060803 169.00 169.00 167.50 169.00 -2.60 44 684 +10
May07 060803 169.00 169.00 169.00 169.00 -2.60 0 131 +0
Total Volume and Open Interest 4,547 28,179 +285
Sugar #11(NYBOT)
Oct06 060803 14.40 14.42 14.10 14.28 -0.25 40,916 251,455 -4,257
Mar07 060803 14.85 14.85 14.65 14.79 -0.24 16,654 101,789 +4,475
May07 060803 14.77 14.82 14.65 14.78 -0.25 2,007 46,245 +512
Jul07 060803 14.71 14.78 14.62 14.73 -0.25 1,359 28,279 +119
Oct07 060803 14.80 14.87 14.72 14.83 -0.24 250 24,749 +140
Total Volume and Open Interest 61,815 470,473 +1,348
Sugar #14(NYBOT)
Sep06 060803 21.25 21.35 21.20 21.20 unch 480 1,411 -101
Nov06 060803 21.65 21.70 21.65 21.66 +0.06 231 2,861 +71
Jan07 060803 21.75 21.75 21.68 21.68 -0.02 112 1,546 +50
Mar07 060803 21.75 21.76 21.75 21.76 +0.01 136 2,016 +126
May07 060803 21.80 21.83 21.80 21.83 +0.10 70 1,385 +42
Total Volume and Open Interest 1,155 10,847 +241
London Cocoa(LCE)
Sep06 060803 841 858 841 852 +10 3,086 52,376 -277
Dec06 060803 869 883 868 877 +10 2,745 48,362 -721
Mar07 060803 884 897 884 891 +10 1,443 36,153 +266
May07 060803 902 908 900 903 +10 410 11,330 +260
Jul07 060803 916 918 914 914 +10 3 5,185 -2
Sep07 060803 929 929 925 925 +10 113 8,406 +100
Dec07 060803 937 937 937 937 +10 119 11,034 +50
Total Volume and Open Interest 7,919 176,119 -324
London Coffee(LCE)
Sep06 060803 1400.00 1405.00 1353.00 1370.00 unch 12,040 50,788 +1,115
Nov06 060803 1350.00 1355.00 1312.00 1328.00 -6.00 6,548 50,159 +2,526
Jan07 060803 1310.00 1315.00 1272.00 1293.00 -6.00 2,389 19,696 +1,002
Mar07 060803 1300.00 1300.00 1266.00 1280.00 -1.00 1,210 4,730 +712
May07 060803 1276.00 1289.00 1258.00 1277.00 unch 528 2,192 +489
Jul07 060803 1281.00 1285.00 1279.00 1279.00 +5.00 126 467 -82
Total Volume and Open Interest 22,966 128,261 +5,849
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060803 432.00 432.60 426.10 432.60 +0.10 3,562 31,866 -70
Dec06 060803 426.00 429.30 422.00 429.20 +1.10 1,672 11,691 +842
Mar07 060803 408.10 409.00 403.10 408.60 +0.50 1,260 11,742 +579
May07 060803 406.50 409.60 405.50 409.60 +0.30 130 4,229 -5
Total Volume and Open Interest 6,703 63,650 +1,424
Cotton(NYBOT)
Oct06 060803 54.50 55.35 54.50 55.23 +0.40 322 4,044 -63
Dec06 060803 56.50 57.25 56.30 57.15 +0.46 8,098 122,700 -902
Mar07 060803 59.25 59.90 59.25 59.90 +0.45 479 27,984 +112
May07 060803 60.65 60.65 60.65 60.65 +0.50 19 1,519 +0
Jul07 060803 60.90 61.20 60.90 61.15 +0.35 160 2,404 -22
Oct07 060803 61.40 61.40 61.40 61.40 +0.50 0 44 +0
Total Volume and Open Interest 9,548 163,720 -851
Lumber(CME)
Sep06 060803 272.7 278.9 270.6 274.8 +4.3 651 3,669 -104
Nov06 060803 277.6 280.9 276.5 277.7 +2.3 600 3,022 +242
Jan07 060803 283.0 289.3 283.0 289.0 +2.1 50 142 +7
Mar07 060803 296.7 298.8 295.5 298.8 +3.5 4 29 +4
Total Volume and Open Interest 1,273 6,881 +148
Crude Oil(NYM)
Sep06 060803 75.10 75.60 74.65 75.46 -0.35 92,494 240,063 +4,175
Oct06 060803 76.30 76.90 76.00 76.74 -0.16 59,345 125,190 +2,624
Nov06 060803 77.05 77.55 76.70 77.47 -0.10 18,239 48,228 +2,620
Dec06 060803 77.55 78.05 77.30 78.02 -0.06 22,951 119,216 +2,418
Jan07 060803 78.02 78.46 78.02 78.46 -0.03 4,670 43,181 +316
Feb07 060803 78.78 78.78 78.78 78.78 -0.03 2,634 20,647 -1,366
Mar07 060803 79.05 79.05 79.02 79.02 -0.03 2,825 23,956 -722
Apr07 060803 79.18 79.18 79.18 79.18 -0.03 5,681 34,954 +3,252
May07 060803 79.28 79.28 79.28 79.28 -0.03 2,661 29,207 +2,181
Jun07 060803 78.70 79.31 78.70 79.31 -0.03 7,907 52,615 +4,503
Jul07 060803 79.31 79.31 79.31 79.31 -0.01 4,901 13,410 +2,330
Aug07 060803 79.25 79.25 79.25 79.25 -0.01 225 8,917 +200
Sep07 060803 79.17 79.17 79.17 79.17 -0.01 2,306 11,743 +634
Oct07 060803 79.06 79.06 79.06 79.06 -0.01 0 6,944 +0
Nov07 060803 78.95 78.95 78.95 78.95 unch 0 8,167 +0
Dec07 060803 78.20 78.84 78.20 78.84 +0.01 11,309 112,641 +528
Total Volume and Open Interest 254,826 1,137,204 +27,366
Heating Oil(NYM)
Sep06 060803 209.25 211.80 208.20 211.35 -1.59 30,180 70,484 +214
Oct06 060803 216.00 217.45 214.40 217.10 -1.23 12,101 26,530 +808
Nov06 060803 221.25 222.10 219.40 222.10 -1.23 3,025 10,983 +574
Dec06 060803 225.50 226.50 224.00 226.40 -1.23 1,879 18,173 +211
Jan07 060803 228.75 229.80 227.75 229.80 -1.28 1,191 17,082 +286
Feb07 060803 231.80 231.80 230.50 231.55 -1.28 214 8,637 +119
Mar07 060803 229.75 231.00 229.75 230.55 -1.28 535 5,284 -11
Apr07 060803 225.60 226.75 225.60 226.15 -1.18 385 6,146 +47
May07 060803 221.65 221.65 221.65 221.65 -0.98 4 1,905 +1
Jun07 060803 219.75 219.75 219.75 219.75 -0.93 412 9,631 +101
Jul07 060803 220.55 220.55 220.55 220.55 -0.88 0 690 +0
Aug07 060803 222.35 222.35 222.35 222.35 -0.88 0 618 +0
Total Volume and Open Interest 50,582 181,341 +2,928
Unleaded Gas(NYM)
Sep06 060803 229.25 230.25 225.50 229.34 -4.43 26,485 61,793 +1,546
Oct06 060803 215.40 217.25 213.00 217.07 -3.05 5,392 13,396 +575
Nov06 060803 205.50 208.07 205.50 208.07 -2.55 406 3,893 +49
Dec06 060803 198.00 200.77 198.00 200.77 -2.35 622 6,859 +257
Jan07 060803 197.77 197.77 197.77 197.77 -2.35 64 1,948 +29
Total Volume and Open Interest 32,969 87,889 +2,456
RBOB Gasoline(NYMEX)
Sep06 060803 242.05 242.75 233.00 236.54 -4.70 4,603 19,133 -33
Oct06 060803 228.45 228.75 223.00 225.13 -3.48 3,357 14,150 +538
Nov06 060803 218.28 218.28 218.28 218.28 -2.58 874 5,265 +247
Dec06 060803 211.53 211.53 211.53 211.53 -2.33 1,293 5,189 +358
Jan07 060803 206.50 210.03 206.50 210.03 -2.33 300 1,781 +35
Feb07 060803 211.50 212.03 211.50 212.03 -2.33 200 1,337 +50
Mar07 060803 214.63 214.63 214.63 214.63 -2.33 41 954 +0
Apr07 060803 232.50 232.78 232.50 232.78 -2.33 450 1,342 +209
May07 060803 234.58 234.58 234.58 234.58 -2.33 0 1,226 +0
Jun07 060803 234.50 235.38 234.50 235.38 -2.33 0 319 +0
Total Volume and Open Interest 11,118 51,002 +1,404
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060803 235.00 236.54 234.40 236.54 -4.70 7 9 +0
Oct06 060803 225.13 225.13 225.13 225.13 -3.48      
Nov06 060803 218.28 218.28 218.28 218.28 -2.58      
Total Volume and Open Interest 7 9 +0
Natural Gas(NYM)
Sep06 060803 7.390 7.540 7.230 7.292 -0.507 43,548 116,225 -1,184
Oct06 060803 7.620 7.730 7.520 7.542 -0.494 26,441 85,167 -2,496
Nov06 060803 9.230 9.260 9.080 9.102 -0.424 8,161 45,735 -997
Dec06 060803 10.550 10.650 10.530 10.552 -0.304 6,875 43,129 +1,987
Jan07 060803 11.250 11.350 11.242 11.242 -0.279 7,254 55,126 +1,102
Feb07 060803 11.330 11.330 11.262 11.262 -0.279 2,390 29,698 +379
Mar07 060803 11.050 11.100 11.000 11.037 -0.279 3,053 72,856 -215
Apr07 060803 8.790 8.790 8.690 8.727 -0.129 2,881 46,753 +54
May07 060803 8.650 8.650 8.550 8.557 -0.124 565 24,687 +173
Jun07 060803 8.700 8.700 8.635 8.635 -0.125 817 13,039 -62
Jul07 060803 8.750 8.750 8.729 8.729 -0.125 89 9,841 +15
Aug07 060803 8.820 8.870 8.803 8.803 -0.125 68 9,448 +11
Sep07 060803 8.900 8.920 8.850 8.892 -0.125 107 10,342 +58
Oct07 060803 9.100 9.100 9.042 9.042 -0.130 772 27,646 -134
Nov07 060803 9.900 9.900 9.852 9.852 -0.120 594 14,421 -220
Dec07 060803 10.650 10.750 10.650 10.652 -0.115 378 28,202 -3
Total Volume and Open Interest 109,975 921,196 +59
Brent Crude Oil(ICE)
Sep06 060803 77.18 77.18 76.02 76.56 -0.33 77,630 74,253 -2,608
Oct06 060803 76.98 76.98 75.86 76.49 -0.14 67,192 152,963 +3,277
Nov06 060803 76.88 77.02 76.15 76.76 -0.09 28,010 57,554 -332
Dec06 060803 77.00 77.30 76.49 77.10 -0.04 15,956 68,856 +1,115
Jan07 060803 77.19 77.64 76.84 77.45 -0.01 3,031 18,534 -156
Feb07 060803 77.50 77.94 77.17 77.77 unch 1,635 13,916 +658
Mar07 060803 77.57 77.98 77.54 77.98 +0.01 536 11,532 +205
Apr07 060803 77.80 78.12 77.78 78.12 +0.01 1,456 20,364 +1,179
May07 060803 78.19 78.19 78.19 78.19 -0.01 80 4,543 +80
Jun07 060803 78.15 78.37 77.58 78.21 -0.03 140 16,729 -30
Jul07 060803 78.17 78.17 78.17 78.17 -0.01 0 1,001 +0
Aug07 060803 78.12 78.12 78.12 78.12 +0.01 0 1,299 +0
Sep07 060803 78.03 78.03 78.03 78.03 unch 50 1,585 +0
Oct07 060803 77.92 77.92 77.92 77.92 +0.01 0 305 +0
Total Volume and Open Interest 198,433 512,386 +4,453
Gas Oil(ICE)
Aug06 060803 657.50 657.50 647.50 648.25 -7.50 26,653 30,380 -3,420
Sep06 060803 667.50 667.50 656.75 657.75 -8.25 38,772 78,039 +4,554
Oct06 060803 673.50 673.50 666.75 668.25 -8.00 17,030 34,987 +3,345
Nov06 060803 683.00 683.25 676.75 677.50 -8.50 8,474 21,366 +401
Dec06 060803 690.00 691.00 684.50 685.75 -8.50 7,718 37,421 +2,525
Jan07 060803 696.00 697.00 691.50 692.75 -8.25 1,614 16,077 +42
Feb07 060803 701.00 701.00 697.25 697.25 -8.75 509 4,263 +209
Mar07 060803 702.00 702.00 697.00 697.00 -8.75 0 5,710 +0
Apr07 060803 699.50 699.50 695.25 695.25 -8.50 0 1,975 +0
May07 060803 693.25 693.25 693.25 693.25 -8.75 0 350 +0
Total Volume and Open Interest 101,393 280,559 +7,972
US Dollar Index(NYBOT)
Sep06 060803 84.89 85.17 84.65 84.80 -0.03 2,890 13,943 +526
Dec06 060803 84.42 84.51 84.42 84.43 -0.03 34 2,250 +1
Mar07 060803 84.08 84.08 84.08 84.08 -0.03 0 5 +0
Total Volume and Open Interest 2,924 16,203 +527
Australian Dollar(CME)
Sep06 060803 76.13 76.21 76.02 76.04 -0.31 2,741 65,705 -1,356
Dec06 060803 75.90 75.90 75.90 75.90 -0.31 0 869 +13
Mar07 060803 75.77 75.77 75.77 75.77 -0.31 0 8 +0
Total Volume and Open Interest 2,741 66,588 -1,343
British Pound(CME)
Sep06 060803 188.69 189.14 188.60 189.03 +1.00 2,411 111,297 -2,267
Dec06 060803 189.38 189.38 189.38 189.38 +1.00 0 513 +13
Mar07 060803 189.63 189.63 189.63 189.63 +1.00 0 11 +0
Total Volume and Open Interest 2,411 111,821 -2,254
Canadian Dollar(CME)
Sep06 060803 89.12 89.17 88.81 89.00 +0.08 2,179 79,768 -2,518
Dec06 060803 89.23 89.28 89.20 89.28 +0.08 27 2,999 +21
Mar07 060803 89.35 89.55 89.35 89.55 +0.08 0 362 +1
Jun07 060803 89.82 89.82 89.82 89.82 +0.08 0 265 +0
Total Volume and Open Interest 2,206 83,552 -2,496
Japanese Yen(CME)
Sep06 060803 87.57 87.72 87.25 87.54 -0.36 2,707 176,249 +1,094
Dec06 060803 88.53 88.65 88.53 88.65 -0.36 0 20,464 +46
Mar07 060803 89.75 89.75 89.75 89.75 -0.36 0 46 +20
Total Volume and Open Interest 2,707 196,786 +1,160
Swiss Franc(CME)
Sep06 060803 81.56 81.89 81.37 81.66 -0.10 1,187 67,382 +1,451
Dec06 060803 82.42 82.42 82.42 82.42 -0.10 0 796 +9
Mar07 060803 83.16 83.16 83.16 83.16 -0.10 0 66 +0
Total Volume and Open Interest 1,187 68,252 +1,445
EuroFX(CME)
Sep06 060803 128.18 128.70 127.99 128.46 +0.03 2,851 161,080 +5,247
Dec06 060803 129.16 129.16 129.16 129.16 +0.03 26 1,745 -23
Mar07 060803 129.77 129.77 129.77 129.77 +0.03 0 179 +0
Total Volume and Open Interest 2,878 163,081 +5,225
Mexican Peso(CME)
Sep06 060803 9092.0 9120.0 9067.0 9112.0 +15.0 7,344 58,394 -3,366
Dec06 060803 4.9 4.9 4.9 4.9 +1.9 0 23,044 -4
Total Volume and Open Interest 7,354 83,160 -3,372
30-Year T-Bonds(CBOT)
Sep06 060803 108~15 108~27 108~09 108~22 +0~05 441,160 768,309 +10,776
Dec06 060803 108~26 109~04 108~19 108~31 +0~05 3,979 18,721 +2,098
Mar07 060803 108~25 108~25 108~25 108~25 +0~05 0 8 +0
Total Volume and Open Interest 445,139 787,053 +12,874
10-Year T-Notes(CBOT)
Sep06 060803 106~050 106~085 105~305 106~055 +0~005 1,020,129 2,095,859 +30,737
Dec06 060803 106~075 106~075 105~305 106~050 +0~005 8,742 76,911 +3,836
Total Volume and Open Interest 1,028,871 2,172,777 +34,573
5-Year T-Notes(CBOT)
Sep06 060803 104~075 104~105 104~040 104~085 -0~010 475,760 0 +0
Dec06 060803 104~100 104~100 104~100 104~100 -0~010 1,627 0 +0
Total Volume and Open Interest 477,387    
2 Year T-Notes(CBOT)
Sep06 060803 101~093 101~093 101~086 101~090 -0~006 2,075 644,925 +1,207
Dec06 060803 101~100 101~100 101~100 101~100 -0~004 1,255 34,186 +1,123
Total Volume and Open Interest 3,330 679,111 +2,330
Eurodollars(CME)
Sep06 060803 94.490 94.490 94.470 94.475 -0.025 46,552 1,568,893 +20,418
Dec06 060803 94.520 94.520 94.495 94.505 -0.030 32,826 1,630,065 +5,984
Mar07 060803 94.610 94.615 94.570 94.600 -0.030 32,527 1,187,776 -5,407
Jun07 060803 94.730 94.735 94.685 94.720 -0.030 24,976 989,710 +4,365
Sep07 060803 94.820 94.820 94.775 94.810 -0.025 26,310 1,060,044 +15,547
Dec07 060803 94.840 94.860 94.815 94.845 -0.020 39,864 879,179 +24,101
Mar08 060803 94.825 94.870 94.820 94.855 -0.015 31,249 565,598 +1,253
Jun08 060803 94.840 94.855 94.815 94.845 -0.010 25,705 362,375 +16,304
Sep08 060803 94.810 94.835 94.790 94.820 -0.010 20,457 286,056 +1,138
Dec08 060803 94.775 94.795 94.755 94.780 -0.010 26,595 257,595 +1,992
Mar09 060803 94.745 94.770 94.730 94.755 -0.005 31,077 232,335 -2,517
Jun09 060803 94.695 94.730 94.690 94.715 -0.005 21,519 170,424 +4,713
Sep09 060803 94.660 94.690 94.650 94.675 -0.005 25,046 122,279 +3,489
Dec09 060803 94.620 94.645 94.615 94.630 -0.005 9,472 116,031 +2,625
Mar10 060803 94.585 94.615 94.585 94.605 unch 6,797 101,198 +2,704
Jun10 060803 94.550 94.580 94.550 94.570 unch 8,732 85,181 +2,949
Sep10 060803 94.515 94.550 94.515 94.535 unch 4,623 89,550 +1,546
Dec10 060803 94.475 94.510 94.475 94.495 unch 3,253 71,268 +226
Total Volume and Open Interest 427,063 10,005,326 +106,142
3-Mth Euro-Yen(CME)
Sep06 060803 99.50 99.50 99.50 99.50 unch 7 11,431 +258
Dec06 060803 99.33 99.33 99.33 99.33 unch 22 14,590 +2,252
Mar07 060803 99.16 99.16 99.16 99.16 +0.01 30 5,673 +248
Jun07 060803 99.02 99.02 99.01 99.01 +0.01 9 6,542 -956
Sep07 060803 98.87 98.87 98.87 98.87 +0.01 7 1,690 -54
Dec07 060803 98.74 98.74 98.74 98.74 +0.02 0 2,637 +100
Mar08 060803 98.62 98.62 98.62 98.62 +0.02 0 902 +0
Jun08 060803 98.53 98.53 98.53 98.53 +0.03 0 255 +0
Sep08 060803 98.46 98.46 98.46 98.46 +0.05 0 7 +0
Dec08 060803 98.34 98.34 98.34 98.34 +0.05 0 4 +0
Total Volume and Open Interest 75 43,737 +1,848
3-Mth Euro-Yen(SIMEX)
Sep06 060803 99.50 99.50 99.50 99.50 unch 782 65,916 -304
Dec06 060803 99.32 99.33 99.32 99.33 unch 1,491 101,237 +719
Mar07 060803 99.16 99.16 99.16 99.16 +0.01 21 58,364 +198
Jun07 060803 99.02 99.02 99.02 99.02 +0.02 0 28,770 -632
Sep07 060803 98.87 98.87 98.87 98.87 +0.01 350 15,923 +117
Dec07 060803 98.75 98.76 98.75 98.75 +0.02 190 42,540 +268
Mar08 060803 98.64 98.64 98.64 98.64 +0.03 2 21,233 +52
Jun08 060803 98.54 98.54 98.54 98.54 +0.03 0 872 +0
Total Volume and Open Interest 2,836 335,946 +418
German Euro-Bund(EUREX)
Sep06 060802 116.79 116.94 116.55 116.67 -0.02 769,912 1,475,413 +120,135
Dec06 060802 116.25 116.25 115.89 115.99 -0.01 174 15,186 -52
Mar07 060802 115.67 115.67 115.67 115.67 -0.02 582 10 +0
Total Volume and Open Interest 770,668 1,490,609 +46,171
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060802 109.41 109.41 109.29 109.29 -0.06 200 410 +196
Mar07 060802 109.10 109.10 109.10 109.10 -0.06      
Total Volume and Open Interest 465,509 1,019,954 +23,567
Long Gilt(LIFFE)
Sep06 060803 109~14 109~15 108~22 108~25 -0~21 67,029 252,502 +3,963
Dec06 060803 108~17 108~17 108~17 108~17 -0~21 0 1 +0
Total Volume and Open Interest 67,029 252,503 +3,963
3-Mth Short Sterling(LIFFE)
Sep06 060803 95.00 95.00 95.00 95.00 -0.15 53,887 423,478 +592
Dec06 060803 94.83 94.83 94.83 94.83 -0.17 43,633 352,626 +5,408
Mar07 060803 94.76 94.76 94.76 94.76 -0.16 33,420 372,233 +3,671
Total Volume and Open Interest 212,285 2,059,193 +2,876
3-Mth Euribor(LIFFE)
Sep06 060803 96.675 96.685 96.655 96.660 -0.015 63,473 647,133 -3,856
Dec06 060803 96.445 96.450 96.375 96.380 -0.050 172,712 768,088 +5,581
Mar07 060803 96.345 96.355 96.255 96.265 -0.065 177,818 574,900 +8,546
Total Volume and Open Interest 764,480 3,617,552 +13,448
3-Mth Aus T-Bills(SFE)
Sep06 060803 93.76 93.77 93.75 93.77 +0.02 11,941 136,962 +3,370
Dec06 060803 93.66 93.69 93.65 93.68 +0.02 28,592 286,564 +3,337
Mar07 060803 93.64 93.67 93.64 93.67 +0.03 15,218 99,654 -739
Jun07 060803 93.66 93.69 93.66 93.69 +0.03 5,473 51,137 -1,081
Sep07 060803 93.68 93.70 93.67 93.70 +0.03 467 28,230 -1,626
Dec07 060803 93.70 93.72 93.70 93.71 +0.03 6,761 27,740 +3,800
Mar08 060803 93.68 93.71 93.68 93.71 +0.04 1,315 12,579 -94
Jun08 060803 93.68 93.69 93.68 93.69 +0.04 73 6,417 -187
Sep08 060803 93.66 93.67 93.66 93.67 +0.04 0 1,705 +0
Dec08 060803 93.65 93.65 93.65 93.65 +0.03 0 1,356 +0
Total Volume and Open Interest 69,845 653,727 +6,661
10-Year Aus T-Bonds(SFE)
Sep06 060803 94.17 94.21 94.17 94.21 +0.06 37,709 360,602 +670
Dec06 060803 94.21 94.21 94.21 94.21 +0.06      
Total Volume and Open Interest 37,709 360,602 +670
3-Year Aus T-Bonds(SFE)
Sep06 060803 94.08 94.11 94.07 94.11 +0.05 109,379 492,969 -15,485
Dec06 060803 94.11 94.11 94.11 94.11 +0.05      
Total Volume and Open Interest 109,379 492,969 -15,485
Gold(CMX)
Aug06 060803 646.0 649.0 638.0 644.9 -6.7 414 2,351 -788
Oct06 060803 650.0 655.0 644.0 650.5 -7.1 2,894 23,850 -117
Dec06 060803 658.0 660.5 650.5 657.0 -7.1 36,869 202,873 +2,701
Feb07 060803 663.0 663.5 660.0 663.5 -7.1 294 17,198 +27
Apr07 060803 669.0 669.9 669.0 669.9 -7.2 43 2,557 +2
Jun07 060803 676.2 676.2 676.2 676.2 -7.2 566 17,243 +405
Aug07 060803 683.3 683.3 682.4 682.4 -7.3 29 1,301 -12
Oct07 060803 688.6 688.6 688.6 688.6 -7.3 0 3,000 +0
Dec07 060803 695.0 695.0 690.0 694.8 -7.4 16 20,068 +12
Feb08 060803 700.9 700.9 700.9 700.9 -7.5 0 1,539 +0
Apr08 060803 51.6 51.6 51.6 51.6 -7.6      
Jun08 060803 713.2 713.2 713.2 713.2 -7.6 0 1,173 +0
Total Volume and Open Interest 41,373 307,101 +2,194
Silver(CMX)
Sep06 060803 1212.0 1227.0 1201.0 1209.0 -15.5 21,213 48,032 +2,562
Dec06 060803 1223.0 1240.0 1217.0 1224.2 -14.8 2,522 24,851 +364
Mar07 060803 1235.5 1235.5 1235.5 1235.5 -14.8 335 8,845 -99
May07 060803 1240.8 1240.8 1240.8 1240.8 -14.1 4 2,782 +1
Jul07 060803 1260.0 1260.0 1246.0 1246.0 -13.6 585 7,284 +418
Sep07 060803 1247.0 1247.0 1247.0 1247.0 -12.6 5 685 +2
Dec07 060803 1259.0 1259.0 1252.0 1252.0 -10.6 61 4,042 -27
Total Volume and Open Interest 24,784 101,907 +3,222
Platinum(NYM)
Oct06 060803 1255.5 1256.8 1243.6 1246.5 -14.1 662 9,033 +263
Jan07 060803 1251.0 1251.0 1251.0 1251.0 -14.1 14 502 +6
Apr07 060717 1264.0 1264.0 1264.0 1264.0        
Jul07 060803 605.6 605.6 605.6 605.6 -14.1 0 6 +0
Total Volume and Open Interest 676 9,541 +269
Palladium(NYME)
Sep06 060803 325.00 326.75 322.50 324.65 -4.30 715 12,016 +21
Dec06 060803 330.00 333.00 330.00 330.15 -4.30 101 1,614 +58
Mar07 060803 333.15 333.15 333.15 333.15 -4.30 0 1 +0
Total Volume and Open Interest 816 13,666 +79
Copper(CMX)
Sep06 060803 358.20 358.50 343.25 348.95 -10.15 4,191 41,830 +191
Dec06 060803 353.00 353.00 338.00 343.45 -9.90 1,108 15,784 +393
Mar07 060803 336.20 336.20 336.20 336.20 -9.65 86 2,961 +22
May07 060803 329.70 329.70 329.70 329.70 -9.65 38 793 +13
Jul07 060803 323.15 323.15 323.15 323.15 -9.65 21 297 +14
Total Volume and Open Interest 6,019 72,096 +559
Aluminum(CMX)
Aug06 060803 114.60 114.60 114.60 114.60 -1.25 2 98 +0
Sep06 060803 115.50 115.50 115.50 115.50 -1.25 2 186 +2
Oct06 060803 115.55 115.55 115.55 115.55 -1.25 0 40 +0
Nov06 060803 115.65 115.65 115.65 115.65 -1.25 0 40 +0
Dec06 060803 115.90 115.90 115.90 115.90 -1.25 1 573 +0
Jan07 060803 115.60 115.60 115.60 115.60 -1.35      
Total Volume and Open Interest 5 942 +2
DJIA Index(CBOT)
Sep06 060803 11200 11300 11161 11292 +57 3,744 55,438 -120
Dec06 060803 11255 11385 11255 11378 +57 3 2,042 +3
Mar07 060803 11370 11443 11370 11443 +57 0 5 +0
Jun07 060803 11514 11514 11514 11514 +57      
Total Volume and Open Interest 3,747 57,485 -117
S & P 500(CME)
Sep06 060803 1276.70 1289.00 1274.80 1287.20 +3.00 27,660 608,578 +198
Dec06 060803 1291.00 1300.00 1291.00 1298.60 +3.10 38 7,902 +9
Mar07 060803 1309.70 1309.70 1309.70 1309.70 +3.10 2 315 +0
Jun07 060803 1321.30 1321.30 1321.30 1321.30 +3.10 301 3,135 +895
Total Volume and Open Interest 28,001 620,217 +1,102
S & P 500 E-Mini(Globex)
Sep06 060803 1284.00 1289.00 1274.75 1287.25 +3.00 857,703 1,392,454 +13,386
Dec06 060803 1295.00 1300.00 1286.75 1298.50 +3.00 554 7,800 +154
Total Volume and Open Interest 858,257 1,400,254 +13,540
NASDAQ 100(CME)
Sep06 060803 1495.00 1527.50 1492.50 1521.30 +11.50 5,155 55,074 -345
Dec06 060803 1527.00 1541.00 1527.00 1539.80 +11.50 0 81 +0
Mar07 060803 1556.30 1556.30 1556.30 1556.30 +11.50      
Total Volume and Open Interest 5,155 55,155 -345
NASDAQ 100 E-Mini(Globex)
Sep06 060803 1510.30 1527.50 1492.50 1521.30 +11.50 265,775 413,521 -6,084
Dec06 060803 1522.00 1542.50 1513.50 1539.80 +11.50 18 446 +6
Total Volume and Open Interest 265,793 413,967 -6,078
S & P Midcap 400(CME)
Sep06 060803 740.00 751.50 738.00 750.60 +4.00 84 9,493 +7
Dec06 060803 757.60 757.60 757.60 757.60 +4.00 0 1 +0
Mar07 060803 764.60 764.60 764.60 764.60 +4.00      
Total Volume and Open Interest 177 9,454 -40
Russell 2000(CME)
Sep06 060803 694.50 709.40 692.25 709.40 +8.20 1,285 40,724 +288
Dec06 060803 715.40 715.40 715.40 715.40 +8.20 0 14 +0
Mar07 060803 721.40 721.40 721.40 721.40 +8.20      
Total Volume and Open Interest 1,285 40,738 +288
Russell 2000 E-Mini(Globex)
Sep06 060803 701.30 710.00 691.70 709.40 +8.20 147,607 456,860 +2,326
Dec06 060803 705.00 715.40 698.60 715.40 +8.20 209 798 +78
Total Volume and Open Interest 147,816 457,658 +2,404
Value Line(KCBT)
Sep06 060803 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060803 15590 15605 15445 15505 +30 40,978 205,118 +1,331
Dec06 060803 15435 15545 15435 15435 +10 1 1 +0
Total Volume and Open Interest 40,979 205,475 +1,331
Nikkei 225(SGX)
Sep06 060803 15590 15605 15445 15505 +30 40,978 205,118 +1,331
Dec06 060803 15435 15545 15435 15435 +10 1 1 +0
Mar07 060803 15445 15445 15445 15445 +5 0 1 +0
Total Volume and Open Interest 40,979 205,475 +1,331
CAC 40(EURONEXT)
Aug06 060803 5043.0 5050.0 4963.0 4989.5 -43.0 66,529 422,197 +4,956
Sep06 060803 5057.0 5057.0 4981.5 4999.5 -43.0 2,126 66,905 -848
Oct06 060803 5014.0 5014.0 5014.0 5014.0 -44.5 0 20 +0
Total Volume and Open Interest 68,708 494,141 +4,148
Hang Seng Index(HKFE)
Aug06 060803 17095 17110 17000 17055 -18 30,880 114,545 +968
Sep06 060803 17116 17116 16977 17042 -21 1,150 4,345 +533
Total Volume and Open Interest 32,065 119,750 +1,524
DAX(EUREX)
Sep06 060803 5709.0 5716.5 5611.0 5668.5 -30.5 117,366 196,990 +366
Dec06 060803 5751.5 5762.0 5658.5 5715.5 -30.5 355 14,195 +24
Mar07 060803 5780.0 5806.5 5710.0 5767.0 -30.5 173 1,483 -20
Total Volume and Open Interest 117,894 212,668 +370
FT-SE 100(EURONEXT)
Sep06 060803 5936.00 5938.00 5822.00 5831.50 -90.00 61,449 440,297 -4,446
Dec06 060803 5906.50 5906.50 5859.00 5867.50 -89.50 29 35,442 +0
Mar07 060803 5922.00 5922.00 5882.50 5882.50 -88.00 0 1,019 +0
Total Volume and Open Interest 61,478 478,508 -4,446
SPI 200(SFE)
Sep06 060803 4965.0 4985.0 4942.0 4983.0 +80.0 28,355 235,756 +9,352
Dec06 060803 4982.0 4998.0 4961.0 4998.0 +79.0 317 4,572 +138
Mar07 060803 4980.0 5005.0 4980.0 5005.0 +78.0 1 2,589 +0
Total Volume and Open Interest 28,810 245,605 +9,625
GSCI(CME)
Aug06 060803 499.00 499.60 496.50 499.20 -6.30 1,256 20,073 -570
Sep06 060803 504.50 504.75 503.50 504.75 -4.75 342 373 +331
Oct06 060803 511.00 511.00 511.00 511.00 -4.50      
Total Volume and Open Interest 1,598 20,446 -239
Reuters CRB Index(NYBOT)
Nov06 060803 404.50 404.50 404.00 404.50 -3.50 2 450 +0
Jan07 060803 407.15 407.15 407.15 407.15 -4.35 50 250 +50
Feb07 060803 403.15 403.15 403.15 403.15 -4.35 0 14 +0
Total Volume and Open Interest 124 933 -5
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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