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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 August 07, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060807 567.00 567.00 562.00 563.25 -14.25 8,757 4,602 -1,354
Sep06 060807 571.00 572.50 566.50 567.25 -14.75 10,720 40,961 -441
Nov06 060807 585.00 586.50 580.50 582.00 -15.00 34,810 221,903 -1,390
Jan07 060807 596.00 598.50 593.00 594.75 -14.75 1,439 20,826 -32
Mar07 060807 608.00 609.50 603.50 604.00 -15.00 617 10,378 +105
May07 060807 618.00 618.00 610.00 611.00 -16.00 1,451 11,206 -21
Jul07 060807 629.00 629.00 620.00 621.25 -15.50 947 11,785 +558
Total Volume and Open Interest 59,689 339,712 -2,404
Soybean Meal(CBOT)
Aug06 060807 160.50 160.70 158.10 158.90 -4.30 2,679 2,359 -371
Sep06 060807 161.80 162.00 159.70 160.60 -4.00 5,931 43,787 -1,216
Oct06 060807 163.50 164.00 161.30 161.90 -4.10 1,931 18,275 +296
Dec06 060807 166.00 166.20 163.80 164.60 -4.60 7,798 104,399 +567
Jan07 060807 167.50 167.50 165.60 166.40 -4.30 373 12,448 +150
Mar07 060807 170.50 170.50 168.50 169.20 -3.80 325 9,009 +61
May07 060807 172.10 172.70 170.30 171.20 -3.70 689 11,726 +181
Jul07 060807 175.00 175.00 172.80 173.80 -3.50 147 9,309 +71
Total Volume and Open Interest 20,254 217,872 -97
Soybean Oil(CBOT)
Aug06 060807 26.25 26.25 26.03 26.16 -0.25 2,064 2,222 -388
Sep06 060807 26.33 26.43 26.23 26.31 -0.24 5,999 27,514 -893
Oct06 060807 26.58 26.62 26.45 26.53 -0.27 1,251 17,468 -727
Dec06 060807 27.01 27.08 26.86 26.94 -0.27 13,333 165,770 -1,758
Jan07 060807 27.25 27.29 27.17 27.22 -0.26 1,713 10,465 -89
Mar07 060807 27.65 27.65 27.52 27.56 -0.28 194 8,277 +72
May07 060807 27.98 27.98 27.85 27.93 -0.30 192 16,256 +107
Jul07 060807 28.30 28.40 28.25 28.25 -0.33 218 12,989 +54
Total Volume and Open Interest 25,283 280,282 -3,610
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060804 305.5 307.0 304.0 305.7 +0.2 1,607 58,867 +187
Jan07 060804 315.8 316.2 313.6 314.9 +1.0 70 8,357 -44
Mar07 060804 322.1 322.1 320.0 320.0 -1.8 5 1,026 -3
May07 060804 325.3 325.3 325.3 325.3 -2.1 1 1,204 +0
Total Volume and Open Interest 1,687 77,456 +142
Corn(CBOT)
Sep06 060807 242.00 242.00 238.75 239.75 -5.25 26,784 324,247 -11,128
Dec06 060807 259.00 259.25 256.00 257.00 -5.25 64,210 572,154 +208
Mar07 060807 273.00 273.00 270.00 271.25 -5.00 6,096 130,791 +2,447
May07 060807 282.00 282.50 279.75 280.25 -5.00 1,240 27,585 +543
Jul07 060807 291.00 291.00 288.50 289.50 -4.75 3,319 93,353 +626
Sep07 060807 296.00 297.50 296.00 297.00 -4.50 317 9,952 +188
Total Volume and Open Interest 114,354 1,383,996 -6,018
Wheat(CBOT)
Sep06 060807 394.00 395.50 390.50 393.00 -3.00 19,890 171,137 -6,423
Dec06 060807 415.00 415.50 410.75 413.75 -3.50 21,241 159,366 +2,762
Mar07 060807 431.50 433.00 428.50 432.25 -2.75 3,215 35,556 +717
May07 060807 439.50 441.50 438.00 441.50 -2.50 7 1,094 +5
Jul07 060807 445.50 448.00 444.00 446.50 -3.00 2,136 73,058 -179
Total Volume and Open Interest 47,439 477,292 -3,430
Wheat(KCBT)
Sep06 060807 482.50 486.50 481.50 484.50 -1.50 5,218 49,558 -943
Dec06 060807 498.00 502.00 497.00 499.50 -1.50 5,981 70,265 -397
Mar07 060807 507.00 509.00 505.00 506.50 -0.50 611 13,423 -466
May07 060807 496.00 496.00 496.00 496.00 -4.00 70 418 +53
Jul07 060807 480.00 480.00 475.00 476.00 -4.50 1,046 25,878 -122
Total Volume and Open Interest 13,109 165,628 -1,837
Wheat(MGE)
Sep06 060807 480.00 481.75 477.50 480.75 -1.50 2,658 15,393 +0
Dec06 060807 493.50 494.00 489.00 491.75 -2.25 3,591 28,219 +0
Mar07 060807 501.00 501.50 498.00 501.00 -1.25 351 4,156 +0
May07 060807 504.00 504.00 504.00 504.00 +1.00 5 362 +0
Jul07 060807 503.50 506.00 503.50 506.00 -1.00 41 581 +0
Total Volume and Open Interest 6,791 55,744 +0
Oats(CBOT)
Sep06 060807 183.00 183.00 180.00 181.00 -3.50 255 2,014 +3
Dec06 060807 192.75 192.75 187.50 189.25 -4.25 533 10,254 -146
Mar07 060807 196.00 198.00 196.00 197.00 -3.00 4 209 +1
May07 060807 204.00 204.00 204.00 204.00 -1.00 0 4 +0
Total Volume and Open Interest 792 12,525 -142
Rough Rice(CBOT)
Sep06 060807 9.15 9.16 9.07 9.11 -0.06 330 3,264 -234
Nov06 060807 9.44 9.44 9.37 9.39 -0.05 305 6,777 +73
Jan07 060807 9.67 9.67 9.62 9.65 -0.02 21 1,310 -20
Mar07 060807 9.88 9.88 9.85 9.87 -0.01 39 1,536 +22
Total Volume and Open Interest 695 13,147 -159
Live Cattle(CME)
Aug06 060807 85.100 85.600 85.000 85.425 +0.600 19,629 29,823 -7,494
Oct06 060807 89.650 90.275 89.650 89.900 +0.400 16,994 127,509 +1,844
Dec06 060807 90.000 90.200 89.750 90.000 +0.300 5,699 40,996 +671
Feb07 060807 91.600 91.700 91.250 91.550 +0.150 2,460 23,263 +274
Apr07 060807 89.650 89.900 89.550 89.700 +0.125 1,668 7,738 +649
Jun07 060807 84.700 84.950 84.500 84.600 +0.050 69 3,491 +34
Total Volume and Open Interest 46,564 233,043 -4,000
Feeder Cattle(CME)
Aug06 060807 115.700 116.025 115.500 116.000 +0.875 1,757 9,277 -295
Sep06 060807 115.900 116.300 115.650 115.875 +0.625 1,878 10,164 -135
Oct06 060807 115.750 116.450 115.700 116.375 +0.925 1,642 8,199 +223
Nov06 060807 114.350 114.950 114.350 114.950 +0.700 429 1,646 +106
Jan07 060807 109.200 109.900 109.200 109.850 +0.675 160 2,183 +67
Mar07 060807 106.000 106.700 105.800 106.600 +1.000 42 457 +31
Apr07 060807 106.300 106.300 106.300 106.300 +0.900 3 114 +1
Total Volume and Open Interest 5,916 32,194 -2
Lean Hogs(CME)
Aug06 060807 70.100 71.650 69.950 71.425 +1.450 7,302 20,543 -2,052
Oct06 060807 61.800 63.600 61.700 63.300 +1.650 9,090 94,660 -311
Dec06 060807 59.650 61.000 59.600 60.925 +1.125 3,131 26,589 +920
Feb07 060807 60.950 62.000 60.950 61.975 +0.850 583 9,626 -35
Apr07 060807 61.400 62.300 61.400 62.300 +0.900 802 5,708 +44
May07 060807 64.900 65.475 64.900 65.475 +0.500 52 667 +0
Jun07 060807 67.050 68.200 67.050 68.200 +0.875 121 2,050 +73
Jul07 060807 64.900 65.975 64.900 65.975 +0.825 80 561 +52
Total Volume and Open Interest 21,182 160,625 -1,309
Pork Bellies(CME)
Aug06 060807 79.150 80.575 78.700 79.975 +0.825 592 277 -266
Feb07 060807 92.500 93.450 91.950 91.950 +0.100 404 1,047 +225
Mar07 060807 91.800 91.800 91.800 91.800 +0.050 0 6 +0
May07 060807 93.250 93.250 93.250 93.250 +0.100 0 5 +0
Total Volume and Open Interest 996 1,335 -41
Class III Milk(CME)
Aug06 060807 10.96 10.99 10.96 10.97 +0.01 58 4,445 -19
Sep06 060807 11.88 11.90 11.86 11.86 -0.06 143 5,208 +18
Oct06 060807 12.53 12.60 12.53 12.55 unch 68 4,333 +21
Nov06 060807 12.65 12.70 12.63 12.70 +0.06 35 3,531 +11
Dec06 060807 12.64 12.70 12.64 12.68 +0.03 32 3,084 +3
Total Volume and Open Interest 633 29,251 +84
Cocoa(NYBOT)
Sep06 060807 1510 1524 1502 1522 +18 6,821 36,861 -2,056
Dec06 060807 1553 1568 1545 1566 +19 5,035 54,605 +1,961
Mar07 060807 1584 1601 1583 1600 +20 494 21,677 +251
May07 060807 1612 1620 1612 1620 +20 17 8,665 +6
Jul07 060807 1638 1641 1638 1641 +20 31 3,956 +20
Sep07 060807 1662 1662 1659 1661 +21 140 9,511 +27
Dec07 060807 1688 1688 1684 1684 +21 0 7,120 +0
Total Volume and Open Interest 12,538 142,416 +209
Coffee "C"(NYBOT)
Sep06 060807 106.70 107.90 106.40 107.15 +1.70 11,119 61,054 -2,522
Dec06 060807 111.45 111.70 110.40 111.10 +1.65 5,985 39,328 +320
Mar07 060807 114.90 115.65 114.40 114.80 +1.65 721 8,509 +16
May07 060807 116.50 117.80 116.50 117.00 +1.65 424 3,191 +87
Jul07 060807 119.25 119.25 119.20 119.20 +1.65 33 1,697 +22
Sep07 060807 121.30 121.40 121.30 121.40 +1.65 60 1,752 +55
Total Volume and Open Interest 18,394 117,372 -2,012
Orange Juice(NYBOT)
Sep06 060807 170.00 171.90 167.50 171.55 +1.50 1,117 15,974 -5
Nov06 060807 170.25 172.90 168.50 172.65 +1.25 415 7,935 +129
Jan07 060807 168.25 171.00 167.50 171.00 +1.00 27 3,918 +0
Mar07 060807 168.00 171.00 168.00 171.00 +1.00 40 730 +35
May07 060807 170.50 170.50 170.50 170.50 +0.50 0 131 +0
Total Volume and Open Interest 1,599 28,721 +159
Sugar #11(NYBOT)
Oct06 060807 14.51 14.52 14.20 14.27 -0.14 25,828 242,411 -5,559
Mar07 060807 15.00 15.03 14.76 14.82 -0.11 16,607 107,117 +3,158
May07 060807 14.98 15.00 14.76 14.85 -0.08 5,958 47,261 +1,193
Jul07 060807 14.95 14.97 14.77 14.83 -0.05 1,753 28,651 +164
Oct07 060807 14.97 15.02 14.85 14.88 -0.05 456 24,880 +0
Total Volume and Open Interest 52,158 469,328 -599
Sugar #14(NYBOT)
Sep06 060807 21.30 21.30 21.22 21.25 +0.02 155 1,252 -13
Nov06 060807 21.50 21.55 21.50 21.55 -0.01 126 2,756 -27
Jan07 060807 21.61 21.61 21.61 21.61 -0.05 110 1,551 +9
Mar07 060807 21.61 21.61 21.61 21.61 -0.01 5 2,012 +5
May07 060807 21.61 21.61 21.61 21.61 -0.09 16 1,398 +1
Total Volume and Open Interest 507 10,613 -25
London Cocoa(LCE)
Sep06 060807 836 846 836 845 +4 2,992 52,412 -187
Dec06 060807 865 873 865 871 +3 1,946 47,927 -232
Mar07 060807 880 886 880 885 +3 725 36,062 -17
May07 060807 895 897 894 897 +3 268 11,289 +10
Jul07 060807 904 908 904 908 +3 0 5,201 +0
Sep07 060807 915 919 915 919 +3 15 8,406 +0
Dec07 060807 928 931 928 931 +3 1 11,035 +1
Total Volume and Open Interest 5,947 175,605 -425
London Coffee(LCE)
Sep06 060807 1348.00 1407.00 1339.00 1398.00 +40.00 4,824 49,401 -1,385
Nov06 060807 1333.00 1384.00 1321.00 1375.00 +40.00 3,711 52,814 +1,477
Jan07 060807 1287.00 1325.00 1283.00 1316.00 +29.00 1,422 21,077 +524
Mar07 060807 1267.00 1298.00 1264.00 1293.00 +26.00 710 5,153 +348
May07 060807 1289.00 1302.00 1289.00 1296.00 +26.00 36 2,253 +0
Jul07 060807 1299.00 1303.00 1299.00 1303.00 +28.00 4 863 +4
Total Volume and Open Interest 10,711 131,799 +971
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060807 432.50 436.60 429.50 431.00 -0.80 2,296 30,511 +82
Dec06 060807 430.00 432.60 426.40 427.00 -0.90 503 11,728 -99
Mar07 060807 409.70 411.60 406.00 406.00 -2.90 470 11,562 +57
May07 060807 410.00 412.20 406.30 406.30 -3.60 42 4,183 +6
Total Volume and Open Interest 3,330 62,127 +47
Cotton(NYBOT)
Oct06 060807 54.65 55.90 54.65 54.80 +0.32 403 3,813 -40
Dec06 060807 56.65 57.75 56.60 56.88 +0.60 7,817 121,566 -347
Mar07 060807 59.60 60.35 59.55 59.68 +0.55 314 28,618 +32
May07 060807 60.30 60.40 60.30 60.40 +0.50 18 1,512 +6
Jul07 060807 61.30 61.50 61.15 61.15 +0.60 0 2,384 +0
Oct07 060807 62.40 62.40 62.40 62.40 +1.45 0 44 +0
Total Volume and Open Interest 8,578 163,290 -340
Lumber(CME)
Sep06 060807 279.0 284.0 276.5 278.0 +1.1 527 3,527 -85
Nov06 060807 283.2 285.1 279.0 279.0 +0.3 335 3,089 +26
Jan07 060807 292.0 293.9 290.0 291.0 -1.1 33 145 -6
Mar07 060807 298.0 299.2 298.0 298.0 +0.8 6 30 +1
Total Volume and Open Interest 880 6,804 -56
Crude Oil(NYM)
Sep06 060807 76.05 77.30 76.05 76.98 +2.22 76,388 225,814 -5,004
Oct06 060807 77.40 78.65 77.35 78.42 +2.26 50,502 146,619 +9,620
Nov06 060807 78.10 79.20 78.00 79.15 +2.18 13,572 49,677 +895
Dec06 060807 78.65 79.75 78.60 79.67 +2.10 19,834 115,332 -7,915
Jan07 060807 79.10 80.08 79.10 80.08 +2.02 6,291 46,278 +1,512
Feb07 060807 79.75 80.39 79.75 80.39 +1.97 3,457 20,398 -135
Mar07 060807 80.62 80.62 80.62 80.62 +1.93 5,989 26,110 +1,894
Apr07 060807 80.77 80.77 80.77 80.77 +1.90 1,269 35,117 +199
May07 060807 80.87 80.87 80.87 80.87 +1.88 1,583 29,502 +180
Jun07 060807 80.25 80.90 80.00 80.90 +1.86 3,465 54,586 +322
Jul07 060807 80.86 80.86 80.86 80.86 +1.82 600 14,221 -421
Aug07 060807 80.76 80.76 80.76 80.76 +1.77 850 8,717 -100
Sep07 060807 79.65 80.64 79.65 80.64 +1.72 1,625 10,936 -707
Oct07 060807 79.85 80.51 79.85 80.51 +1.69 1,100 7,486 +542
Nov07 060807 80.38 80.38 80.38 80.38 +1.67 500 8,867 +500
Dec07 060807 79.45 80.25 79.25 80.25 +1.65 4,309 116,527 +89
Total Volume and Open Interest 196,865 1,155,227 +100
Heating Oil(NYM)
Sep06 060807 212.75 217.00 212.00 214.35 +5.39 24,242 65,485 -3,820
Oct06 060807 218.50 221.30 217.30 219.83 +5.20 12,314 29,631 +2,385
Nov06 060807 222.50 225.65 222.50 224.58 +4.85 3,100 12,246 +854
Dec06 060807 227.50 230.00 227.00 228.58 +4.50 2,104 18,478 +96
Jan07 060807 231.50 233.00 230.10 231.68 +4.20 531 17,382 +198
Feb07 060807 232.75 235.00 232.60 233.38 +4.10 280 8,797 +153
Mar07 060807 232.00 233.90 231.50 232.23 +3.95 213 5,553 +147
Apr07 060807 227.75 228.00 227.30 227.73 +3.70 208 6,176 +9
May07 060807 223.25 224.50 222.83 222.83 +3.20 210 2,093 +188
Jun07 060807 221.75 222.60 221.03 221.03 +3.20 311 10,026 +256
Jul07 060807 222.75 222.75 221.83 221.83 +3.15 0 691 +0
Aug07 060807 223.63 223.63 223.63 223.63 +3.10 0 618 +0
Total Volume and Open Interest 44,354 182,524 +636
Unleaded Gas(NYM)
Sep06 060807 227.50 228.50 223.25 225.16 +2.01 27,197 56,171 -4,044
Oct06 060807 217.00 217.50 215.50 217.12 +4.20 6,840 14,165 +367
Nov06 060807 209.00 210.22 209.00 210.22 +5.30 1,276 4,398 +210
Dec06 060807 203.00 204.02 202.50 204.02 +5.70 533 7,168 +285
Jan07 060807 199.50 201.42 199.50 201.42 +5.95 6 1,968 +3
Total Volume and Open Interest 35,852 83,870 -3,179
RBOB Gasoline(NYMEX)
Sep06 060807 232.00 235.00 231.50 232.00 -0.05 5,032 19,245 +331
Oct06 060807 221.75 224.25 221.75 224.15 +2.85 4,415 16,255 +1,175
Nov06 060807 218.00 219.80 218.00 219.80 +4.50 1,478 5,712 +158
Dec06 060807 211.50 214.55 211.50 214.55 +5.35 944 5,192 -202
Jan07 060807 211.25 213.55 211.25 213.55 +5.60 274 1,799 -44
Feb07 060807 215.80 215.80 215.80 215.80 +5.60 1 1,372 +0
Mar07 060807 218.50 218.50 218.50 218.50 +5.60 0 954 +0
Apr07 060807 237.00 237.00 237.00 237.00 +5.60 1 1,342 +0
May07 060807 238.80 238.80 238.80 238.80 +5.60 0 1,226 +0
Jun07 060807 239.60 239.60 239.60 239.60 +5.60 1 319 +0
Total Volume and Open Interest 12,146 53,722 +1,418
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060807 231.90 232.00 231.90 232.00 -0.05 3 10 +1
Oct06 060807 224.15 224.15 224.15 224.15 +2.85      
Nov06 060807 219.80 219.80 219.80 219.80 +4.50      
Dec06 060807 214.55 214.55 214.55 214.55        
Natural Gas(NYM)
Sep06 060807 6.830 7.020 6.810 6.907 -0.339 22,491 110,377 -2,461
Oct06 060807 7.050 7.230 7.030 7.123 -0.348 15,443 87,266 +700
Nov06 060807 8.680 8.800 8.650 8.723 -0.268 6,159 44,634 -107
Dec06 060807 10.150 10.280 10.150 10.208 -0.193 2,738 44,261 +768
Jan07 060807 10.860 11.000 10.860 10.928 -0.163 3,539 55,604 +853
Feb07 060807 10.930 10.980 10.925 10.948 -0.158 460 29,648 -30
Mar07 060807 10.730 10.800 10.700 10.723 -0.153 1,839 73,092 +343
Apr07 060807 8.490 8.570 8.490 8.536 -0.070 1,247 48,083 +355
May07 060807 8.350 8.410 8.350 8.364 -0.074 1,525 24,366 -886
Jun07 060807 8.475 8.480 8.443 8.443 -0.072 435 13,912 -26
Jul07 060807 8.555 8.555 8.541 8.541 -0.068 159 10,776 -66
Aug07 060807 8.650 8.650 8.619 8.619 -0.064 1,201 11,354 +905
Sep07 060807 8.720 8.720 8.714 8.714 -0.058 60 11,549 +37
Oct07 060807 8.880 8.880 8.859 8.859 -0.064 672 28,258 -206
Nov07 060807 9.660 9.669 9.660 9.669 -0.054 105 14,483 +82
Dec07 060807 10.475 10.475 10.474 10.474 -0.044 3 28,259 +0
Total Volume and Open Interest 63,589 930,808 +1,746
Brent Crude Oil(ICE)
Sep06 060807 76.15 78.64 76.15 78.30 +2.13 46,676 60,910 -5,047
Oct06 060807 76.08 78.45 76.05 78.16 +2.13 48,551 157,230 +4,534
Nov06 060807 76.42 78.54 76.42 78.32 +1.98 23,423 58,787 +2,311
Dec06 060807 76.75 78.80 76.75 78.63 +1.96 11,967 68,711 +2,400
Jan07 060807 77.74 79.09 77.45 78.95 +1.92 3,333 20,165 +1,774
Feb07 060807 78.50 79.39 77.92 79.26 +1.89 1,780 15,054 +533
Mar07 060807 78.39 79.58 78.39 79.47 +1.86 1,142 11,172 -497
Apr07 060807 78.63 80.00 78.18 79.59 +1.81 703 20,317 -47
May07 060807 78.79 79.65 78.79 79.65 +1.79 983 5,278 +735
Jun07 060807 78.25 79.66 78.25 79.66 +1.77 2,050 17,836 +1,466
Jul07 060807 79.62 79.62 79.62 79.62 +1.73 75 1,001 +0
Aug07 060807 79.53 79.53 79.53 79.53 +1.66 75 1,299 +0
Sep07 060807 79.40 79.40 79.40 79.40 +1.64 0 1,585 +0
Oct07 060807 79.27 79.27 79.27 79.27 +1.62 0 305 +0
Total Volume and Open Interest 142,843 514,209 +8,656
Gas Oil(ICE)
Aug06 060807 653.75 671.00 653.75 667.00 +14.50 18,744 23,882 -2,433
Sep06 060807 662.00 679.25 662.00 674.75 +13.75 34,374 80,705 +2,001
Oct06 060807 671.25 686.25 670.75 682.75 +12.50 13,445 35,485 +2,835
Nov06 060807 679.00 693.75 679.00 690.50 +12.00 5,428 19,700 +66
Dec06 060807 693.25 701.50 687.50 697.50 +11.50 4,156 35,499 +379
Jan07 060807 700.25 707.50 695.00 704.00 +11.25 2,013 16,976 +629
Feb07 060807 703.50 708.75 700.00 708.75 +11.00 535 4,628 +365
Mar07 060807 703.25 708.25 702.75 708.25 +10.50 120 6,055 +120
Apr07 060807 705.75 705.75 705.75 705.75 +10.50 0 2,300 +0
May07 060807 703.25 703.25 703.25 703.25 +10.25 0 350 +0
Total Volume and Open Interest 80,204 276,829 +4,565
US Dollar Index(NYBOT)
Sep06 060807 84.34 84.64 84.30 84.53 +0.15 4,397 15,307 +888
Dec06 060807 83.95 84.16 83.95 84.16 +0.15 137 2,282 +30
Mar07 060807 83.81 83.81 83.81 83.81 +0.15 0 5 +0
Total Volume and Open Interest 4,534 17,599 +918
Australian Dollar(CME)
Sep06 060807 76.17 76.39 76.17 76.26 -0.19 1,707 63,508 +624
Dec06 060807 76.20 76.22 76.12 76.12 -0.19 0 954 -17
Mar07 060807 75.99 75.99 75.99 75.99 -0.19 0 109 +2
Total Volume and Open Interest 1,707 64,577 +609
British Pound(CME)
Sep06 060807 190.95 191.30 190.69 190.72 -0.28 4,645 124,957 +4,242
Dec06 060807 191.07 191.07 191.07 191.07 -0.28 2 510 +30
Mar07 060807 191.32 191.32 191.32 191.32 -0.28 0 17 +0
Total Volume and Open Interest 4,647 125,484 +4,272
Canadian Dollar(CME)
Sep06 060807 88.94 89.59 88.94 89.47 +0.73 9,038 82,826 +2,448
Dec06 060807 89.65 89.74 89.65 89.74 +0.72 8 3,277 +62
Mar07 060807 89.66 90.01 89.66 90.01 +0.72 0 363 +0
Jun07 060807 90.20 90.28 90.20 90.28 +0.72 3 265 +0
Total Volume and Open Interest 9,049 86,889 +2,510
Japanese Yen(CME)
Sep06 060807 87.43 87.55 87.38 87.40 -0.56 5,567 183,023 +4,064
Dec06 060807 88.65 88.65 88.51 88.51 -0.56 1 20,459 -3
Mar07 060807 89.61 89.61 89.61 89.61 -0.56 0 47 +1
Total Volume and Open Interest 5,568 203,549 +4,055
Swiss Franc(CME)
Sep06 060807 82.17 82.22 81.93 81.97 -0.24 7,546 70,759 +2,837
Dec06 060807 82.73 82.73 82.73 82.73 -0.24 2 791 -15
Mar07 060807 83.67 83.67 83.47 83.47 -0.24 0 66 +0
Total Volume and Open Interest 7,548 71,624 +2,822
EuroFX(CME)
Sep06 060807 128.87 129.13 128.65 128.76 -0.38 9,163 174,805 +8,996
Dec06 060807 129.44 129.44 129.44 129.44 -0.38 13 1,858 +25
Mar07 060807 130.02 130.02 130.02 130.02 -0.38 0 178 +0
Total Volume and Open Interest 9,176 176,918 +9,021
Mexican Peso(CME)
Sep06 060807 9140.0 9185.0 9137.0 9167.0 +15.0 18,488 60,282 +2,906
Dec06 060807 0.9 0.9 0.9 0.9 -4.7 0 23,044 +0
Total Volume and Open Interest 18,546 85,088 +2,946
30-Year T-Bonds(CBOT)
Sep06 060807 109~08 109~09 108~31 109~03 -0~05 357,688 778,854 -116
Dec06 060807 109~13 109~14 109~10 109~12 -0~05 7,135 25,354 +3,226
Mar07 060807 109~09 109~09 109~09 109~09 -0~02 0 8 +0
Total Volume and Open Interest 364,823 804,231 +3,110
10-Year T-Notes(CBOT)
Sep06 060807 106~180 106~190 106~105 106~120 -0~055 995,618 2,108,939 +15,882
Dec06 060807 106~170 106~175 106~105 106~115 -0~060 21,313 100,113 +9,183
Total Volume and Open Interest 1,016,931 2,209,059 +25,065
5-Year T-Notes(CBOT)
Sep06 060807 104~140 104~145 104~110 104~125 -0~045 453,815 0 +0
Dec06 060807 104~150 104~150 104~145 104~145 -0~045 1,575 0 +0
Total Volume and Open Interest 455,390    
2 Year T-Notes(CBOT)
Sep06 060807 101~101 101~102 101~096 101~097 -0~009 28,857 637,414 +4,411
Dec06 060807 101~108 101~108 101~105 101~105 -0~011 1,011 34,526 -531
Total Volume and Open Interest 29,868 671,940 +3,880
Eurodollars(CME)
Sep06 060807 94.535 94.540 94.530 94.535 -0.015 61,502 1,547,799 +3,591
Dec06 060807 94.560 94.565 94.545 94.550 -0.030 44,534 1,542,525 -27,675
Mar07 060807 94.665 94.665 94.640 94.645 -0.035 27,345 1,177,070 -12,023
Jun07 060807 94.780 94.785 94.750 94.760 -0.040 26,117 989,843 +3,563
Sep07 060807 94.860 94.865 94.840 94.845 -0.040 38,728 1,029,765 -8,751
Dec07 060807 94.890 94.895 94.870 94.880 -0.035 34,038 878,146 +23,661
Mar08 060807 94.900 94.900 94.880 94.885 -0.035 32,123 565,600 +647
Jun08 060807 94.890 94.890 94.870 94.875 -0.035 46,382 372,143 +6,317
Sep08 060807 94.865 94.865 94.845 94.855 -0.030 16,096 288,668 +768
Dec08 060807 94.825 94.825 94.805 94.815 -0.030 15,169 267,297 +5,492
Mar09 060807 94.800 94.800 94.785 94.790 -0.030 14,245 239,665 +6,360
Jun09 060807 94.760 94.760 94.745 94.750 -0.030 18,952 179,441 +3,129
Sep09 060807 94.720 94.725 94.705 94.710 -0.030 9,400 126,294 +3,349
Dec09 060807 94.675 94.680 94.660 94.665 -0.030 8,511 118,434 +637
Mar10 060807 94.650 94.655 94.635 94.640 -0.030 9,296 102,929 +897
Jun10 060807 94.615 94.620 94.600 94.605 -0.030 9,138 87,765 +1,183
Sep10 060807 94.580 94.585 94.565 94.570 -0.030 7,706 93,203 +2,413
Dec10 060807 94.540 94.540 94.525 94.530 -0.030 7,635 73,720 +1,657
Total Volume and Open Interest 443,862 9,919,899 +21,148
3-Mth Euro-Yen(CME)
Sep06 060807 99.53 99.53 99.52 99.52 +0.01 1,085 11,913 +74
Dec06 060807 99.35 99.35 99.35 99.35 +0.01 126 14,355 -199
Mar07 060807 99.19 99.19 99.18 99.18 +0.01 18 5,323 -138
Jun07 060807 99.04 99.04 99.04 99.04 +0.02 69 6,848 +607
Sep07 060807 98.90 98.90 98.90 98.90 +0.02 0 1,704 +14
Dec07 060807 98.77 98.77 98.77 98.77 +0.02 0 2,637 -80
Mar08 060807 98.66 98.66 98.66 98.66 +0.03 0 902 +0
Jun08 060807 98.58 98.58 98.58 98.58 +0.04 0 255 +0
Sep08 060807 98.48 98.48 98.48 98.48 +0.05 0 7 +0
Dec08 060807 98.36 98.36 98.36 98.36 +0.05 0 4 +0
Total Volume and Open Interest 1,298 43,954 +278
3-Mth Euro-Yen(SIMEX)
Sep06 060807 99.51 99.52 99.51 99.52 +0.02 226 63,109 -2,104
Dec06 060807 99.35 99.35 99.35 99.35 +0.02 419 101,116 -765
Mar07 060807 99.18 99.18 99.18 99.18 +0.02 54 58,231 -548
Jun07 060807 99.03 99.04 99.03 99.04 +0.03 89 28,350 +145
Sep07 060807 98.90 98.91 98.90 98.91 +0.04 249 16,251 +153
Dec07 060807 98.78 98.78 98.78 98.78 +0.04 174 42,559 +0
Mar08 060807 98.67 98.67 98.67 98.67 +0.04 0 21,212 -52
Jun08 060807 98.58 98.58 98.58 98.58 +0.04 0 906 +33
Total Volume and Open Interest 1,211 332,825 -3,138
German Euro-Bund(EUREX)
Sep06 060807 116.87 117.02 116.83 116.92 -0.01 1,335,767 1,456,300 +66,588
Dec06 060807 116.22 116.26 116.16 116.23 -0.02 847 15,158 +123
Mar07 060807 116.02 116.02 116.02 116.02 -0.01 127 10 +0
Total Volume and Open Interest 1,336,741 1,471,468 +66,711
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060807 109.32 109.39 109.32 109.39 +0.05 93 502 +91
Mar07 060807 109.18 109.18 109.18 109.18 +0.05      
Total Volume and Open Interest 770,744 1,032,003 +47,292
Long Gilt(LIFFE)
Sep06 060807 108~31 109~09 108~30 109~07 +0~06 94,137 264,694 +2,031
Dec06 060807 108~31 108~31 108~31 108~31 +0~07 0 1 +0
Total Volume and Open Interest 94,137 264,695 +2,031
3-Mth Short Sterling(LIFFE)
Sep06 060807 94.98 94.98 94.98 94.98 -0.01 107,122 400,907 -4,039
Dec06 060807 94.82 94.82 94.82 94.82 unch 203,051 390,953 +28,447
Mar07 060807 94.74 94.74 94.74 94.74 -0.01 99,053 387,127 +3,134
Total Volume and Open Interest 624,644 2,108,189 +47,246
3-Mth Euribor(LIFFE)
Sep06 060807 96.665 96.665 96.655 96.660 -0.005 183,669 648,173 +12,745
Dec06 060807 96.390 96.395 96.385 96.390 -0.005 282,403 785,366 +13,196
Mar07 060807 96.285 96.300 96.275 96.290 +0.005 313,063 608,914 +31,842
Total Volume and Open Interest 1,408,087 3,703,737 +84,110
3-Mth Aus T-Bills(SFE)
Sep06 060807 93.76 93.79 93.76 93.78 +0.02 12,517 126,415 -7,478
Dec06 060807 93.68 93.70 93.67 93.69 +0.05 29,362 284,418 -4,249
Mar07 060807 93.67 93.69 93.66 93.68 +0.05 15,702 102,698 +1,479
Jun07 060807 93.69 93.70 93.67 93.70 +0.06 5,871 53,391 +2,018
Sep07 060807 93.71 93.73 93.71 93.73 +0.07 611 28,981 -268
Dec07 060807 93.72 93.74 93.72 93.74 +0.07 660 27,007 +255
Mar08 060807 93.73 93.73 93.73 93.73 +0.06 125 12,684 +33
Jun08 060807 93.72 93.72 93.72 93.72 +0.07 7 7,924 +0
Sep08 060807 93.70 93.70 93.70 93.70 +0.06 0 1,657 +0
Dec08 060807 93.69 93.69 93.69 93.69 +0.06 5 1,215 +0
Total Volume and Open Interest 64,881 648,507 -8,199
10-Year Aus T-Bonds(SFE)
Sep06 060807 94.22 94.25 94.22 94.25 +0.08 35,454 369,935 +467
Dec06 060807 94.25 94.25 94.25 94.25 +0.08      
Total Volume and Open Interest 35,454 369,935 +467
3-Year Aus T-Bonds(SFE)
Sep06 060807 94.13 94.17 94.12 94.15 +0.08 109,268 507,161 +13,600
Dec06 060807 94.15 94.15 94.15 94.15 +0.08      
Total Volume and Open Interest 109,268 507,161 +13,600
Gold(CMX)
Aug06 060807 649.0 652.0 646.5 647.8 +3.8 97 1,868 -152
Oct06 060807 653.0 657.2 652.0 653.1 +3.5 1,003 23,223 -319
Dec06 060807 658.0 663.5 657.0 659.5 +3.5 32,178 204,655 +1,668
Feb07 060807 668.5 668.5 665.5 666.0 +3.5 693 17,313 +191
Apr07 060807 675.0 675.0 672.4 672.4 +3.5 6 2,555 +0
Jun07 060807 682.0 682.0 678.5 678.7 +3.5 30 17,411 -30
Aug07 060807 684.8 684.8 684.8 684.8 +3.5 0 1,318 +0
Oct07 060807 691.0 691.0 691.0 691.0 +3.6 0 3,000 +0
Dec07 060807 697.5 699.0 697.2 697.2 +3.6 35 20,120 +42
Feb08 060807 703.3 703.3 703.3 703.3 +3.6 1 1,539 +0
Apr08 060807 54.0 54.0 54.0 54.0 +3.6      
Jun08 060807 715.6 715.6 715.6 715.6 +3.7 0 1,173 +0
Total Volume and Open Interest 34,047 308,224 +1,401
Silver(CMX)
Sep06 060807 1243.0 1249.0 1218.0 1226.5 -22.0 13,561 48,549 +764
Dec06 060807 1260.0 1265.0 1230.0 1242.6 -21.3 3,470 25,546 +337
Mar07 060807 1277.0 1277.0 1253.4 1253.4 -20.7 1,899 10,534 +1,633
May07 060807 1270.0 1270.0 1258.0 1258.0 -20.4 0 2,784 +0
Jul07 060807 1262.5 1262.5 1262.5 1262.5 -20.0 611 7,991 +405
Sep07 060807 1264.0 1264.0 1264.0 1264.0 -19.5 100 784 +100
Dec07 060807 1285.5 1290.0 1269.0 1269.0 -19.5 49 4,064 +20
Total Volume and Open Interest 19,714 105,551 +3,162
Platinum(NYM)
Oct06 060807 1260.0 1268.0 1252.0 1266.9 +10.9 786 9,349 +156
Jan07 060807 1272.9 1272.9 1272.9 1272.9 +10.9 154 602 +100
Apr07 060807 1277.9 1277.9 1277.9 1277.9 +10.9      
Jul07 060807 627.5 627.5 627.5 627.5 +10.9 0 6 +0
Total Volume and Open Interest 940 9,957 +256
Palladium(NYME)
Sep06 060807 323.10 327.90 323.00 327.55 +0.05 1,012 11,123 -356
Dec06 060807 333.00 333.30 331.00 333.30 +0.30 5 1,633 +0
Mar07 060807 336.30 336.30 336.30 336.30 +0.30 0 1 +0
Total Volume and Open Interest 1,017 12,792 -356
Copper(CMX)
Sep06 060807 357.30 366.90 357.00 361.05 -2.20 7,353 41,031 -150
Dec06 060807 354.00 362.00 353.10 356.45 -1.50 2,742 17,371 +1,051
Mar07 060807 350.35 354.00 349.35 349.35 -1.00 104 2,977 +16
May07 060807 343.25 343.25 343.25 343.25 -0.70 15 789 -4
Jul07 060807 336.90 336.90 336.90 336.90 -0.50 0 297 +0
Total Volume and Open Interest 11,119 72,794 +924
Aluminum(CMX)
Aug06 060807 116.10 116.10 116.10 116.10 unch 2 98 +0
Sep06 060807 117.00 117.00 117.00 117.00 unch 2 190 +2
Oct06 060807 117.05 117.05 117.05 117.05 unch 0 40 +0
Nov06 060807 117.15 117.15 117.15 117.15 unch 0 40 +0
Dec06 060807 117.40 117.40 117.40 117.40 unch 0 573 +0
Jan07 060807 116.95 116.95 116.95 116.95 -0.15      
Total Volume and Open Interest 5 949 +3
DJIA Index(CBOT)
Sep06 060807 11245 11275 11215 11267 -11 6,263 55,813 -228
Dec06 060807 11325 11353 11325 11353 -11 7 2,045 +0
Mar07 060807 11418 11418 11418 11418 -11 1 5 +0
Jun07 060807 11489 11489 11489 11489 -11      
Total Volume and Open Interest 6,271 57,863 -228
S & P 500(CME)
Sep06 060807 1282.20 1283.50 1277.00 1282.20 -3.80 29,232 608,499 -181
Dec06 060807 1292.50 1293.40 1289.50 1293.40 -3.80 213 8,589 +71
Mar07 060807 1304.50 1304.50 1304.50 1304.50 -3.80 0 315 +0
Jun07 060807 1316.10 1316.10 1316.10 1316.10 -3.80 1 3,131 +0
Total Volume and Open Interest 29,446 620,821 -110
S & P 500 E-Mini(Globex)
Sep06 060807 1285.75 1285.75 1277.00 1282.25 -3.75 1,152,493 1,436,048 +24,482
Dec06 060807 1295.00 1296.25 1288.25 1293.50 -3.75 506 8,878 +63
Total Volume and Open Interest 1,152,999 1,444,926 +24,545
NASDAQ 100(CME)
Sep06 060807 1510.00 1510.00 1494.00 1502.50 -13.00 6,878 56,496 +540
Dec06 060807 1521.00 1521.00 1521.00 1521.00 -13.00 3 80 -2
Mar07 060807 1537.50 1537.50 1537.50 1537.50 -13.00      
Total Volume and Open Interest 6,881 56,576 +538
NASDAQ 100 E-Mini(Globex)
Sep06 060807 1515.00 1515.30 1493.80 1502.50 -13.00 351,038 423,904 +12,282
Dec06 060807 1526.80 1526.80 1514.00 1521.00 -13.00 77 484 +6
Total Volume and Open Interest 351,115 424,388 +12,288
S & P Midcap 400(CME)
Sep06 060807 745.25 745.25 739.70 742.40 -4.80 73 9,435 -18
Dec06 060807 749.40 749.40 749.40 749.40 -4.80 0 1 +0
Mar07 060807 756.40 756.40 756.40 756.40 -4.80      
Total Volume and Open Interest 73 9,436 -23
Russell 2000(CME)
Sep06 060807 700.50 701.10 694.50 699.30 -4.10 1,507 41,367 +638
Dec06 060807 705.30 705.30 705.30 705.30 -4.10 0 14 +0
Mar07 060807 711.30 711.30 711.30 711.30 -4.10      
Total Volume and Open Interest 1,507 41,381 +638
Russell 2000 E-Mini(Globex)
Sep06 060807 703.50 703.50 693.80 699.30 -4.10 216,962 455,508 -2,446
Dec06 060807 704.50 707.00 700.00 705.30 -4.10 411 862 -12
Total Volume and Open Interest 217,373 456,370 -2,458
Value Line(KCBT)
Sep06 060807 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060807 15180 15275 15180 15215 -290 29,320 210,040 +1,385
Dec06 060807 15190 15190 15190 15190 -270 1 2 +0
Total Volume and Open Interest 29,423 210,398 +1,385
Nikkei 225(SGX)
Sep06 060807 15480 15530 15160 15205 -300 29,320 210,040 +1,385
Dec06 060807 15115 15115 15115 15115 -345 1 2 +0
Mar07 060807 15125 15125 15125 15125 -345 0 1 +0
Total Volume and Open Interest 29,423 210,398 +1,385
CAC 40(EURONEXT)
Aug06 060807 4970.0 4999.5 4934.5 4964.0 -82.0 80,520 448,334 -469
Sep06 060807 5001.0 5006.0 4966.0 4974.0 -82.0 1,932 66,412 -1,195
Oct06 060807 4988.5 4988.5 4988.5 4988.5 -82.0 0 20 +0
Total Volume and Open Interest 82,639 519,880 -1,557
Hang Seng Index(HKFE)
Aug06 060807 16890 16970 16765 16957 +107 31,927 118,078 -748
Sep06 060807 16832 16950 16750 16937 +107 840 4,999 +139
Total Volume and Open Interest 32,786 123,961 -605
DAX(EUREX)
Sep06 060807 5645.5 5684.5 5632.0 5647.0 -92.0 142,980 201,717 +3,276
Dec06 060807 5694.5 5726.0 5681.5 5694.0 -92.0 684 14,618 +383
Mar07 060807 5765.0 5773.0 5735.0 5746.0 -93.0 373 1,649 +166
Total Volume and Open Interest 144,037 217,984 +3,825
FT-SE 100(EURONEXT)
Sep06 060807 5826.00 5851.50 5813.00 5829.00 -56.50 66,462 430,934 +2,929
Dec06 060807 5860.00 5888.00 5853.00 5865.00 -56.50 52 35,456 +0
Mar07 060807 5880.00 5880.00 5880.00 5880.00 -56.50 15 1,057 +15
Total Volume and Open Interest 66,529 469,197 +2,944
SPI 200(SFE)
Sep06 060807 4931.0 4938.0 4910.0 4934.0 +18.0 17,265 239,267 +2,755
Dec06 060807 4944.0 4952.0 4938.0 4950.0 +18.0 81 4,441 -135
Mar07 060807 4957.0 4957.0 4957.0 4957.0 +17.0 5 2,589 +0
Total Volume and Open Interest 17,351 248,985 +2,620
GSCI(CME)
Aug06 060807 500.00 504.00 499.90 503.40 +6.90 161 20,047 -42
Sep06 060807 509.10 509.60 509.00 509.00 +6.75 47 429 +46
Oct06 060807 519.50 519.50 519.50 519.50 +10.00      
Total Volume and Open Interest 208 20,476 +4
Reuters CRB Index(NYBOT)
Nov06 060807 405.75 407.25 405.75 407.20 +2.70 27 455 +5
Jan07 060807 409.20 409.20 409.20 409.20 +2.05 50 350 +50
Feb07 060807 407.00 407.00 407.00 407.00 +3.85 0 14 +0
Total Volume and Open Interest 167 945 +3
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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