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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 Fri August 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060811 560.00 560.00 549.00 551.00 -6.00 616 773 -1,101
Sep06 060811 563.00 563.50 552.00 555.25 -6.00 4,179 35,183 +390
Nov06 060811 577.00 577.00 565.25 568.25 -6.00 25,080 223,934 -1,937
Jan07 060811 591.00 591.00 578.50 582.00 -5.75 1,796 24,304 +378
Mar07 060811 600.00 601.00 589.50 591.25 -6.50 1,377 11,171 +676
May07 060811 609.00 609.00 598.50 601.00 -7.00 476 11,824 +343
Jul07 060811 619.00 619.00 608.00 610.00 -7.25 539 12,484 -124
Total Volume and Open Interest 34,493 338,172 -1,325
Soybean Meal(CBOT)
Aug06 060811 158.00 159.50 156.50 159.30 +1.40 639 906 -112
Sep06 060811 159.50 159.70 157.60 159.00 +0.40 5,661 40,243 -110
Oct06 060811 161.00 161.30 158.80 160.20 +0.20 3,042 19,677 +351
Dec06 060811 163.50 163.80 161.00 163.20 +0.50 13,783 109,604 -775
Jan07 060811 165.00 165.00 163.00 164.30 +0.40 1,722 14,582 +1,046
Mar07 060811 168.00 168.00 165.50 166.50 unch 2,349 11,388 +804
May07 060811 170.00 170.00 168.00 169.20 -0.10 1,652 13,752 +984
Jul07 060811 173.00 173.00 170.80 172.00 +0.20 993 9,774 +439
Total Volume and Open Interest 30,504 228,025 +2,604
Soybean Oil(CBOT)
Aug06 060811 26.13 26.13 25.43 25.43 -0.67 480 614 -428
Sep06 060811 26.25 26.26 25.45 25.49 -0.71 5,132 22,841 -1,205
Oct06 060811 26.42 26.43 25.65 25.71 -0.71 2,141 15,978 +5
Dec06 060811 26.88 26.88 25.98 26.02 -0.78 14,052 161,624 -2,289
Jan07 060811 27.10 27.10 26.33 26.33 -0.75 1,017 12,202 +691
Mar07 060811 27.45 27.45 26.68 26.68 -0.72 1,166 9,769 -9
May07 060811 27.60 27.63 27.00 27.00 -0.76 217 18,213 +184
Jul07 060811 27.94 27.94 27.37 27.37 -0.76 44 12,366 +12
Total Volume and Open Interest 26,958 275,640 -1,568
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060811 299.9 300.9 292.2 297.0 -2.8 3,372 58,427 +68
Jan07 060811 308.0 308.1 301.4 306.0 -1.8 128 8,348 +0
Mar07 060811 310.9 314.6 310.9 314.6 +0.7 1 1,154 +0
May07 060811 320.7 322.5 320.7 321.6 +0.7 0 1,204 +0
Total Volume and Open Interest 3,505 77,187 +69
Corn(CBOT)
Sep06 060811 233.00 233.00 224.50 224.75 -14.00 43,313 210,530 -25,727
Dec06 060811 249.50 249.50 241.25 241.75 -14.00 68,476 630,309 +15,150
Mar07 060811 264.50 264.50 256.00 256.75 -13.25 6,628 140,274 +2,564
May07 060811 272.00 272.00 265.00 265.50 -13.25 1,645 29,409 +1,282
Jul07 060811 281.25 281.50 274.00 274.50 -13.00 4,382 95,453 +43
Sep07 060811 287.50 287.50 281.25 282.25 -12.25 654 9,986 +232
Total Volume and Open Interest 131,508 1,343,867 -5,352
Wheat(CBOT)
Sep06 060811 385.50 385.50 373.00 373.75 -12.75 28,041 97,793 -18,065
Dec06 060811 403.00 403.50 393.50 395.50 -12.00 28,072 217,620 +16,732
Mar07 060811 417.50 419.00 411.50 413.75 -12.00 3,958 37,871 +822
May07 060811 428.00 428.00 422.00 424.00 -11.50 39 1,170 +23
Jul07 060811 435.00 435.50 427.00 428.50 -13.00 2,265 70,961 -825
Total Volume and Open Interest 63,506 462,611 -1,452
Wheat(KCBT)
Sep06 060811 470.00 470.50 453.50 454.25 -15.00 7,348 36,523 -4,715
Dec06 060811 484.50 484.50 470.00 472.75 -12.00 8,821 81,084 +3,016
Mar07 060811 495.00 495.00 478.50 480.00 -15.00 1,148 16,289 +444
May07 060811 478.00 478.00 478.00 478.00 -13.00 1 420 +0
Jul07 060811 466.00 466.00 454.00 456.00 -12.00 972 28,006 +118
Total Volume and Open Interest 18,455 168,666 -1,122
Wheat(MGE)
Sep06 060811 465.00 466.00 456.50 457.00 -15.25 3,335 13,874 -949
Dec06 060811 479.00 479.00 466.50 467.75 -13.75 2,363 28,126 -205
Mar07 060811 487.00 487.00 475.50 476.75 -14.25 350 4,323 -2
May07 060811 492.00 492.00 479.00 479.00 -14.00 0 368 +0
Jul07 060811 492.00 492.00 478.00 480.00 -15.00 19 611 -4
Total Volume and Open Interest 6,197 54,510 -1,065
Oats(CBOT)
Sep06 060811 179.75 179.75 176.75 177.50 -3.25 148 1,462 -65
Dec06 060811 187.25 187.25 184.25 185.50 -2.50 910 10,162 -507
Mar07 060811 193.00 193.00 192.00 192.00 -3.00 58 202 -16
May07 060811 197.50 197.50 197.50 197.50 -2.50 0 4 +0
Total Volume and Open Interest 1,116 11,874 -588
Rough Rice(CBOT)
Sep06 060811 9.67 9.71 9.60 9.61 unch 406 3,239 -66
Nov06 060811 9.95 10.02 9.89 9.90 -0.01 926 7,316 +134
Jan07 060811 10.18 10.21 10.08 10.08 -0.05 102 1,576 +21
Mar07 060811 10.35 10.35 10.27 10.27 -0.05 35 1,776 +10
Total Volume and Open Interest 1,469 14,236 +99
Live Cattle(CME)
Aug06 060811 88.600 89.000 88.050 88.800 +0.325 9,546 20,037 -4,351
Oct06 060811 92.500 93.300 91.900 92.550 +0.175 25,818 128,900 -223
Dec06 060811 90.950 91.025 90.150 90.525 -0.450 14,894 37,580 -2,730
Feb07 060811 91.700 91.775 90.450 90.800 -0.975 7,892 25,618 +935
Apr07 060811 89.800 89.800 89.300 89.350 -0.500 1,471 8,924 +502
Jun07 060811 85.150 85.250 84.650 84.650 -0.525 852 3,939 +186
Total Volume and Open Interest 60,517 225,264 -5,665
Feeder Cattle(CME)
Aug06 060811 117.250 117.400 116.950 117.350 -0.050 2,253 7,754 -811
Sep06 060811 117.375 117.750 117.100 117.500 +0.050 1,900 7,564 -404
Oct06 060811 117.750 118.000 117.300 117.675 -0.250 2,726 11,585 +771
Nov06 060811 116.150 116.800 116.150 116.625 -0.125 756 2,148 +136
Jan07 060811 111.250 111.600 110.750 111.600 +0.350 375 2,719 +223
Mar07 060811 108.100 108.400 108.050 108.350 +0.300 35 486 +18
Apr07 060811 107.800 107.800 107.800 107.800 +0.150 4 114 -1
Total Volume and Open Interest 8,057 32,520 -66
Lean Hogs(CME)
Aug06 060811 71.750 72.100 71.600 71.825 +0.300 6,469 10,108 -1,969
Oct06 060811 64.500 64.800 63.900 64.500 +0.100 19,116 95,815 -1,431
Dec06 060811 61.750 61.850 60.900 61.800 -0.025 9,722 32,662 +1,698
Feb07 060811 62.200 62.200 61.525 62.025 -0.375 2,727 11,473 +1,110
Apr07 060811 62.400 62.500 62.000 62.200 -0.700 1,774 7,860 +1,030
May07 060811 65.600 66.000 65.350 65.975 +0.025 100 829 +78
Jun07 060811 68.100 68.250 67.700 68.225 -0.275 439 2,393 +120
Jul07 060811 65.600 65.775 65.550 65.775 -0.300 195 753 +128
Total Volume and Open Interest 40,591 162,167 +806
Pork Bellies(CME)
Aug06 060811 76.000 76.000 74.000 74.050 -2.550 67 123 -25
Feb07 060811 91.050 91.200 89.300 89.425 -1.625 364 1,040 -38
Mar07 060811 90.000 90.000 90.000 90.000 -0.625 0 6 +0
May07 060811 91.900 91.900 91.900 91.900 -0.600 0 5 +0
Total Volume and Open Interest 431 1,174 -63
Class III Milk(CME)
Aug06 060811 10.96 11.03 10.96 10.99 +0.05 22 4,427 +2
Sep06 060811 11.80 12.00 11.76 11.90 +0.14 271 5,171 +36
Oct06 060811 12.48 12.60 12.48 12.58 +0.12 148 4,394 +35
Nov06 060811 12.71 12.78 12.71 12.75 +0.04 85 3,546 +10
Dec06 060811 12.72 12.80 12.72 12.80 +0.07 72 3,115 +4
Total Volume and Open Interest 670 29,539 +128
Cocoa(NYBOT)
Sep06 060811 1560 1567 1550 1559 +2 5,096 22,331 -3,713
Dec06 060811 1605 1613 1599 1602 -4 7,588 65,840 +2,403
Mar07 060811 1640 1640 1637 1637 -3 697 22,147 +318
May07 060811 1657 1657 1657 1657 -2 266 9,098 +243
Jul07 060811 1678 1678 1678 1678 -1 20 4,167 -14
Sep07 060811 1697 1697 1697 1697 -2 60 9,917 +40
Dec07 060811 1721 1721 1721 1721 -2 2 7,120 +0
Total Volume and Open Interest 13,729 140,641 -723
Coffee "C"(NYBOT)
Sep06 060811 103.50 105.10 103.00 104.30 -1.25 14,855 42,834 -4,872
Dec06 060811 108.80 109.00 107.60 108.35 -1.20 11,511 52,523 +4,785
Mar07 060811 112.50 112.60 111.30 112.10 -1.10 720 8,991 +64
May07 060811 114.50 114.50 113.75 114.30 -1.10 480 2,816 +32
Jul07 060811 116.00 116.50 116.00 116.50 -1.10 86 1,879 -7
Sep07 060811 118.60 118.70 118.60 118.70 -1.10 73 2,040 +17
Total Volume and Open Interest 27,766 112,968 +48
Orange Juice(NYBOT)
Sep06 060811 172.55 174.40 172.30 173.35 +0.15 950 15,183 +185
Nov06 060811 173.25 175.25 173.25 174.25 +0.25 575 8,929 -17
Jan07 060811 172.30 173.30 172.30 172.90 +0.25 222 4,140 +132
Mar07 060811 172.50 172.90 172.50 172.90 +0.20 13 993 -12
May07 060811 172.75 172.75 172.75 172.75 +0.50 0 138 +0
Total Volume and Open Interest 1,762 29,418 +288
Sugar #11(NYBOT)
Oct06 060811 13.66 13.68 13.32 13.36 -0.53 21,301 239,732 +24
Mar07 060811 14.34 14.34 13.96 14.00 -0.49 10,071 109,762 +1,110
May07 060811 14.25 14.25 14.07 14.10 -0.50 3,386 44,734 -771
Jul07 060811 14.25 14.25 14.10 14.11 -0.48 3,915 32,614 +997
Oct07 060811 14.33 14.55 14.15 14.22 -0.45 813 26,359 +756
Total Volume and Open Interest 42,857 475,410 +3,185
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060811 21.35 21.35 21.20 21.20 -0.15 143 2,669 -53
Jan07 060811 21.20 21.21 21.20 21.21 -0.05 17 1,628 -5
Mar07 060811 21.30 21.30 21.21 21.21 -0.12 60 2,135 +57
May07 060811 21.45 21.45 21.35 21.35 -0.10 5 1,480 +5
Total Volume and Open Interest 255 9,593 +31
London Cocoa(LCE)
Sep06 060811 873 879 866 866 -9 4,715 51,603 +129
Dec06 060811 901 906 893 894 -7 3,827 48,185 +38
Mar07 060811 914 918 909 909 -6 2,532 37,073 +363
May07 060811 929 929 922 922 -4 1,207 10,922 -363
Jul07 060811 933 933 933 933 -4 0 5,182 +0
Sep07 060811 944 944 944 944 -4 2 8,407 +0
Dec07 060811 960 960 956 956 -4 0 11,148 +0
Total Volume and Open Interest 12,283 175,793 +167
London Coffee(LCE)
Sep06 060811 1445.00 1450.00 1407.00 1408.00 -42.00 8,985 40,768 -5,298
Nov06 060811 1410.00 1418.00 1384.00 1392.00 -27.00 11,256 57,491 +411
Jan07 060811 1339.00 1339.00 1308.00 1311.00 -28.00 2,100 24,190 +856
Mar07 060811 1300.00 1303.00 1280.00 1280.00 -20.00 2,064 7,747 +1,680
May07 060811 1274.00 1278.00 1269.00 1269.00 -11.00 1,294 3,479 +793
Jul07 060811 1248.00 1269.00 1248.00 1269.00 -3.00 1 896 +0
Total Volume and Open Interest 25,700 134,835 -1,558
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060811 418.00 418.00 403.70 409.00 -10.00 5,587 26,509 -2,640
Dec06 060811 417.10 418.00 404.50 409.00 -11.00 2,202 12,872 +607
Mar07 060811 396.50 396.80 386.00 390.50 -9.00 409 12,677 +108
May07 060811 400.00 400.00 389.50 394.00 -7.80 96 4,207 +39
Total Volume and Open Interest 8,322 60,484 -1,861
Cotton(NYBOT)
Oct06 060811 53.65 54.75 53.40 53.74 -1.34 470 3,562 -166
Dec06 060811 55.80 56.60 55.35 55.74 -1.12 12,282 120,052 -398
Mar07 060811 58.70 59.40 58.25 58.83 -0.86 836 29,179 +72
May07 060811 59.25 59.70 59.25 59.70 -0.75 40 1,605 +25
Jul07 060811 60.45 60.60 60.45 60.50 -0.75 80 2,458 +35
Oct07 060811 62.10 62.10 61.50 61.50 -0.75 0 44 +0
Total Volume and Open Interest 14,891 163,779 +204
Lumber(CME)
Sep06 060811 267.4 267.4 263.5 265.0 +0.5 340 3,088 -129
Nov06 060811 266.9 267.1 264.8 264.9 unch 418 3,361 +43
Jan07 060811 279.0 280.0 276.6 277.9 -0.9 19 166 +6
Mar07 060811 287.6 289.8 286.5 287.6 +2.5 8 36 +6
Total Volume and Open Interest 784 6,665 -82
Crude Oil(NYM)
Sep06 060811 74.15 74.55 73.75 74.35 +0.35 142,299 147,370 -30,758
Oct06 060811 75.75 76.20 75.25 75.99 +0.49 101,548 214,927 +10,194
Nov06 060811 76.70 77.00 76.30 76.86 +0.50 27,161 74,128 +7,554
Dec06 060811 77.25 77.45 76.85 77.43 +0.54 21,511 121,836 +1,499
Jan07 060811 77.55 77.87 77.55 77.87 +0.56 3,425 48,212 +1,406
Feb07 060811 78.15 78.21 78.15 78.21 +0.57 2,229 21,007 +727
Mar07 060811 78.25 78.50 78.25 78.46 +0.58 4,106 29,147 +1,800
Apr07 060811 78.25 78.65 78.25 78.65 +0.59 1,432 34,631 -441
May07 060811 78.79 78.79 78.79 78.79 +0.60 938 30,529 +194
Jun07 060811 78.70 78.86 78.70 78.86 +0.61 2,198 57,312 +568
Jul07 060811 78.84 78.84 78.84 78.84 +0.62 67 13,772 +32
Aug07 060811 78.70 78.78 78.70 78.78 +0.63 150 7,801 -50
Sep07 060811 78.70 78.70 78.70 78.70 +0.64 770 11,302 +227
Oct07 060811 78.60 78.60 78.60 78.60 +0.65 325 7,748 +94
Nov07 060811 78.50 78.50 78.50 78.50 +0.66 100 10,054 +100
Dec07 060811 78.30 78.39 78.10 78.39 +0.66 6,790 126,395 -355
Total Volume and Open Interest 322,012 1,208,634 -5,231
Heating Oil(NYM)
Sep06 060811 204.50 205.00 202.00 204.06 +1.56 43,572 43,315 -8,618
Oct06 060811 210.00 212.20 209.60 210.92 +1.00 21,634 43,735 +4,986
Nov06 060811 216.50 218.20 216.00 217.32 +1.25 7,805 18,436 +2,783
Dec06 060811 222.20 223.50 220.25 222.17 +1.45 2,908 18,117 -13
Jan07 060811 226.00 226.75 223.85 225.52 +1.45 1,623 18,059 +145
Feb07 060811 228.25 228.50 225.65 227.42 +1.45 1,196 9,379 +381
Mar07 060811 227.50 227.50 225.75 226.37 +1.45 204 5,638 -8
Apr07 060811 222.70 223.25 222.00 222.17 +1.45 68 6,169 +52
May07 060811 218.25 218.25 216.75 217.67 +1.45 22 2,502 -93
Jun07 060811 216.00 216.17 216.00 216.17 +1.45 927 10,804 +474
Jul07 060811 217.17 217.17 217.17 217.17 +1.45 2 695 +2
Aug07 060811 219.00 219.07 218.50 219.07 +1.45 15 810 +7
Total Volume and Open Interest 80,494 183,536 +413
Unleaded Gas(NYM)
Sep06 060811 201.00 206.80 200.50 206.43 +7.54 47,369 39,015 -8,738
Oct06 060811 198.50 205.00 198.50 204.46 +6.54 19,007 22,712 +3,267
Nov06 060811 196.70 201.71 196.70 201.71 +6.54 2,801 4,846 +998
Dec06 060811 196.50 198.61 195.00 198.61 +6.44 1,241 7,913 +340
Jan07 060811 196.00 197.36 196.00 197.36 +6.44 492 2,078 +118
Total Volume and Open Interest 70,910 76,564 -4,015
RBOB Gasoline(NYMEX)
Sep06 060811 209.00 214.00 207.00 213.24 +6.46 10,626 14,288 -1,197
Oct06 060811 204.00 208.50 202.00 208.09 +6.48 6,211 20,091 +231
Nov06 060811 202.00 208.00 202.00 207.84 +5.37 3,460 8,584 +724
Dec06 060811 201.50 206.34 201.00 206.34 +5.87 677 6,797 +131
Jan07 060811 202.00 206.84 202.00 206.84 +6.02 597 2,436 +309
Feb07 060811 205.00 209.44 205.00 209.44 +6.12 135 1,551 -51
Mar07 060811 212.34 212.34 212.34 212.34 +6.17 47 1,151 -3
Apr07 060811 231.34 231.34 231.34 231.34 +6.37 175 1,127 -53
May07 060811 233.29 233.29 233.29 233.29 +6.37 100 1,366 +75
Jun07 060811 234.19 234.19 234.19 234.19 +6.37 25 333 +10
Total Volume and Open Interest 22,078 58,230 +201
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060811 210.00 213.24 207.00 213.24 +6.46 5 16 +2
Oct06 060811 208.09 208.09 208.09 208.09 +6.48      
Nov06 060811 207.84 207.84 207.84 207.84 +5.37      
Dec06 060811 206.34 206.34 206.34 206.34 +5.87      
Total Volume and Open Interest 5 16 +2
Natural Gas(NYM)
Sep06 060811 7.430 7.460 7.240 7.269 -0.260 31,094 72,282 -4,908
Oct06 060811 7.620 7.630 7.420 7.470 -0.257 41,207 105,854 -13,035
Nov06 060811 9.180 9.180 9.010 9.050 -0.227 26,844 63,371 +12,161
Dec06 060811 10.570 10.570 10.420 10.480 -0.177 8,205 45,618 +2,702
Jan07 060811 11.240 11.240 11.120 11.200 -0.137 7,928 60,243 +2,711
Feb07 060811 11.210 11.240 11.170 11.210 -0.137 942 29,791 +303
Mar07 060811 11.020 11.050 10.950 10.995 -0.132 2,377 76,670 +71
Apr07 060811 8.700 8.720 8.590 8.625 -0.152 3,414 55,638 +1,135
May07 060811 8.560 8.560 8.430 8.460 -0.147 100 24,670 -30
Jun07 060811 8.640 8.640 8.510 8.542 -0.146 40 14,169 +32
Jul07 060811 8.750 8.770 8.642 8.642 -0.144 82 11,218 +11
Aug07 060811 8.800 8.800 8.725 8.725 -0.143 1,679 12,068 +464
Sep07 060811 8.890 8.890 8.821 8.821 -0.142 105 11,582 +90
Oct07 060811 8.960 8.965 8.960 8.965 -0.141 2,142 27,583 -414
Nov07 060811 9.840 9.840 9.840 9.840 -0.126 228 14,376 +21
Dec07 060811 10.750 10.780 10.700 10.710 -0.116 328 29,507 -26
Total Volume and Open Interest 137,165 948,493 +300
Brent Crude Oil(ICE)
Sep06 060811 75.25 76.10 75.10 75.63 +0.35 43,069 33,842 -11,211
Oct06 060811 75.14 75.99 74.97 75.51 +0.39 107,881 136,294 -14,517
Nov06 060811 75.54 76.46 75.47 75.99 +0.45 52,319 85,302 +9,869
Dec06 060811 75.79 76.87 75.77 76.45 +0.51 27,913 71,990 -1,982
Jan07 060811 76.65 77.20 76.42 76.87 +0.57 5,861 21,923 +473
Feb07 060811 77.10 77.52 76.83 77.22 +0.60 2,644 17,739 +238
Mar07 060811 77.19 77.73 77.09 77.47 +0.63 1,071 12,600 +277
Apr07 060811 77.54 77.87 77.31 77.62 +0.64 449 18,283 -49
May07 060811 77.60 77.96 77.42 77.75 +0.68 61 5,772 +0
Jun07 060811 77.52 77.96 77.39 77.78 +0.69 676 18,441 +237
Jul07 060811 77.77 77.90 77.77 77.78 +0.69 51 1,252 +51
Aug07 060811 77.71 77.71 77.70 77.70 +0.67 0 1,309 +0
Sep07 060811 77.73 77.73 77.40 77.62 +0.66 10 1,585 +0
Oct07 060811 77.53 77.53 77.53 77.53 +0.66 10 315 +10
Total Volume and Open Interest 252,296 506,604 -18,868
Gas Oil(ICE)
Sep06 060811 654.00 663.00 648.75 651.50 -2.50 49,179 73,264 -4,439
Oct06 060811 662.75 671.25 658.50 661.25 -2.25 25,351 44,025 +1,632
Nov06 060811 672.00 680.00 667.50 670.25 -2.25 12,241 21,383 +1,365
Dec06 060811 680.25 687.50 676.00 678.50 -1.50 5,604 34,430 +708
Jan07 060811 687.50 694.00 685.00 685.75 -1.50 3,879 17,993 +1,161
Feb07 060811 697.25 700.25 690.75 690.75 -1.25 132 5,089 +101
Mar07 060811 697.25 700.25 690.75 690.75 -0.75 5 6,160 +0
Apr07 060811 688.75 688.75 688.75 688.75 -0.75 0 2,300 +0
May07 060811 687.00 688.25 686.75 686.75 -0.75 0 350 +0
Jun07 060811 686.50 686.75 684.75 684.75 -0.75 2,710 20,517 +480
Total Volume and Open Interest 107,243 258,156 -4,503
US Dollar Index(NYBOT)
Sep06 060811 84.91 85.45 84.89 85.39 +0.44 2,157 16,218 +178
Dec06 060811 84.73 85.05 84.68 85.02 +0.44 54 2,372 +9
Mar07 060811 84.67 84.67 84.67 84.67 +0.44 0 6 +0
Total Volume and Open Interest 2,211 18,601 +187
Australian Dollar(CME)
Sep06 060811 76.75 76.82 76.52 76.52 -0.19 2,733 74,863 +2,802
Dec06 060811 76.38 76.38 76.38 76.38 -0.19 0 990 -42
Mar07 060811 76.25 76.25 76.25 76.25 -0.19 0 108 +0
Total Volume and Open Interest 2,733 75,967 +2,760
British Pound(CME)
Sep06 060811 189.70 189.72 188.90 189.07 -0.41 2,198 132,019 +176
Dec06 060811 189.32 189.32 189.32 189.32 -0.41 6 506 +29
Mar07 060811 189.40 189.40 189.40 189.40 -0.41 0 18 +0
Total Volume and Open Interest 2,204 132,544 +205
Canadian Dollar(CME)
Sep06 060811 89.17 89.61 88.94 89.04 +0.10 7,038 78,220 -663
Dec06 060811 89.25 89.45 89.25 89.31 +0.10 14 3,506 +90
Mar07 060811 89.71 89.71 89.58 89.58 +0.10 0 362 +0
Jun07 060811 89.85 89.85 89.85 89.85 +0.10 0 264 +0
Total Volume and Open Interest 7,052 82,527 -573
Japanese Yen(CME)
Sep06 060811 86.57 86.74 86.28 86.37 -0.82 2,749 183,160 +3,656
Dec06 060811 87.40 87.47 87.40 87.47 -0.82 1 20,873 +230
Mar07 060811 88.55 88.55 88.55 88.55 -0.82 0 60 +2
Total Volume and Open Interest 2,750 204,113 +3,888
Swiss Franc(CME)
Sep06 060811 81.13 81.14 80.75 80.75 -0.64 9,437 71,736 +1,608
Dec06 060811 81.51 81.51 81.51 81.51 -0.64 2 957 +40
Mar07 060811 82.25 82.25 82.25 82.25 -0.64 0 82 +0
Total Volume and Open Interest 9,439 72,807 +1,648
EuroFX(CME)
Sep06 060811 128.02 128.11 127.45 127.51 -0.76 5,838 172,294 -8,674
Dec06 060811 128.27 128.49 128.19 128.19 -0.76 104 2,126 -11
Mar07 060811 128.77 128.77 128.77 128.77 -0.76 0 178 +0
Total Volume and Open Interest 5,942 174,678 -8,685
Mexican Peso(CME)
Sep06 060811 9225.0 9260.0 9220.0 9240.0 +63.0 431 57,833 +1,366
Dec06 060811 1.9 0.3 1.9 0.3 -0.5 1 23,090 +0
Total Volume and Open Interest 462 82,662 +1,366
30-Year T-Bonds(CBOT)
Sep06 060811 108~17 108~22 108~05 108~09 -0~12 341,088 780,879 -6,609
Dec06 060811 108~28 108~30 108~15 108~17 -0~12 2,745 29,131 +1,121
Mar07 060811 108~14 108~14 108~14 108~14 -0~12 0 14 +0
Total Volume and Open Interest 343,833 810,039 -5,488
10-Year T-Notes(CBOT)
Sep06 060811 106~090 106~120 106~005 106~020 -0~095 817,230 2,133,692 +8,562
Dec06 060811 106~105 106~105 106~000 106~015 -0~095 14,191 117,987 +5,095
Total Volume and Open Interest 831,421 2,251,806 +13,657
5-Year T-Notes(CBOT)
Sep06 060811 104~110 104~115 104~060 104~080 -0~060 417,100 0 +0
Dec06 060811 104~120 104~120 104~090 104~090 -0~065 524 0 +0
Total Volume and Open Interest 417,624    
2 Year T-Notes(CBOT)
Sep06 060811 101~098 101~100 101~092 101~092 -0~012 1,231 644,145 +2,127
Dec06 060811 101~100 101~100 101~100 101~100 -0~012 9 32,616 -547
Total Volume and Open Interest 1,240 676,761 +1,580
Eurodollars(CME)
Sep06 060811 94.555 94.555 94.535 94.550 -0.015 29,578 1,494,426 -60,818
Dec06 060811 94.540 94.540 94.510 94.520 -0.030 30,615 1,558,126 +14,848
Mar07 060811 94.630 94.635 94.590 94.600 -0.045 17,128 1,208,980 -11,863
Jun07 060811 94.755 94.755 94.710 94.720 -0.050 21,438 1,030,602 +10,934
Sep07 060811 94.840 94.840 94.800 94.805 -0.055 12,823 1,061,591 +24,034
Dec07 060811 94.850 94.850 94.835 94.835 -0.060 17,388 908,940 +1,368
Mar08 060811 94.860 94.860 94.840 94.845 -0.060 13,280 565,356 +548
Jun08 060811 94.850 94.855 94.835 94.840 -0.055 15,509 386,274 +2,617
Sep08 060811 94.830 94.830 94.815 94.820 -0.055 4,650 284,683 +746
Dec08 060811 94.820 94.820 94.780 94.785 -0.055 2,303 280,411 -1,404
Mar09 060811 94.765 94.765 94.755 94.760 -0.050 5,678 246,794 +309
Jun09 060811 94.725 94.725 94.715 94.725 -0.045 4,786 182,925 +759
Sep09 060811 94.700 94.700 94.680 94.685 -0.045 8,384 132,846 +991
Dec09 060811 94.650 94.650 94.630 94.640 -0.040 2,219 119,412 -796
Mar10 060811 94.620 94.620 94.605 94.610 -0.040 3,134 105,052 -989
Jun10 060811 94.585 94.585 94.570 94.575 -0.040 4,698 92,647 +1,828
Sep10 060811 94.540 94.545 94.530 94.540 -0.035 9,792 95,594 +515
Dec10 060811 94.505 94.505 94.490 94.500 -0.035 2,092 73,471 -85
Total Volume and Open Interest 214,746 10,079,420 -16,018
3-Mth Euro-Yen(CME)
Sep06 060811 99.52 99.52 99.52 99.52 +0.01 1,296 11,936 +980
Dec06 060811 99.35 99.35 99.34 99.34 +0.02 897 14,120 +354
Mar07 060811 99.17 99.17 99.17 99.17 +0.02 147 7,002 +527
Jun07 060811 99.03 99.03 99.03 99.03 +0.02 202 6,828 +274
Sep07 060811 98.90 98.90 98.90 98.90 +0.03 1 1,745 -100
Dec07 060811 98.77 98.77 98.77 98.77 +0.02 0 2,637 +24
Mar08 060811 98.65 98.65 98.65 98.65 unch 0 902 +0
Jun08 060811 98.57 98.57 98.57 98.57 unch 0 255 +0
Sep08 060811 98.47 98.47 98.47 98.47 +0.02 0 7 +0
Dec08 060811 98.35 98.35 98.35 98.35 +0.02 0 4 +0
Total Volume and Open Interest 2,543 45,442 +2,059
3-Mth Euro-Yen(SIMEX)
Sep06 060811 99.52 99.52 99.52 99.52 +0.01 1,369 61,409 -680
Dec06 060811 99.33 99.34 99.33 99.34 +0.01 1,623 100,218 +444
Mar07 060811 99.16 99.17 99.16 99.17 +0.01 1,420 60,956 +103
Jun07 060811 99.02 99.04 99.02 99.04 +0.02 35 29,120 -119
Sep07 060811 98.90 98.90 98.90 98.90 +0.02 83 17,051 +698
Dec07 060811 98.77 98.77 98.77 98.77 +0.02 0 45,510 -7
Mar08 060811 98.66 98.66 98.66 98.66 +0.02 201 21,394 +190
Jun08 060811 98.56 98.56 98.56 98.56 +0.02 0 1,252 -125
Total Volume and Open Interest 4,731 338,001 +504
German Euro-Bund(EUREX)
Sep06 060808 116.87 117.10 116.82 116.97 +0.05 1,244,310 1,465,022 +8,722
Dec06 060808 116.18 116.39 116.18 116.28 +0.05 1,423 15,424 +266
Mar07 060808 116.07 116.07 116.07 116.07 +0.05 153 10 +0
Total Volume and Open Interest 1,245,886 1,480,456 +8,988
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060808 109.34 109.40 109.34 109.40 +0.01 213 602 +100
Mar07 060808 109.19 109.19 109.19 109.19 +0.01      
Total Volume and Open Interest 697,547 1,007,083 -24,920
Long Gilt(LIFFE)
Sep06 060811 109~00 109~00 108~17 108~20 -0~12 63,024 262,627 -1,283
Dec06 060811 108~15 108~15 108~14 108~14 -0~12 0 1 +0
Total Volume and Open Interest 63,024 262,628 -1,283
3-Mth Short Sterling(LIFFE)
Sep06 060811 94.97 94.97 94.97 94.97 unch 38,419 403,999 -7,562
Dec06 060811 94.78 94.78 94.78 94.78 -0.01 73,066 393,305 -5,123
Mar07 060811 94.69 94.69 94.69 94.69 -0.02 40,256 385,494 +366
Total Volume and Open Interest 242,037 2,161,647 -12,262
3-Mth Euribor(LIFFE)
Sep06 060811 96.660 96.665 96.655 96.660 -0.005 57,253 629,311 -9,208
Dec06 060811 96.380 96.385 96.350 96.360 -0.020 104,747 805,660 -1,073
Mar07 060811 96.280 96.280 96.230 96.240 -0.040 83,270 628,275 +11,605
Total Volume and Open Interest 465,981 3,763,815 +6,185
3-Mth Aus T-Bills(SFE)
Sep06 060811 93.75 93.76 93.75 93.76 +0.01 13,324 121,327 +2,697
Dec06 060811 93.63 93.64 93.62 93.63 unch 47,077 299,245 +2,779
Mar07 060811 93.59 93.60 93.58 93.59 -0.01 27,008 114,410 +6,218
Jun07 060811 93.59 93.62 93.59 93.60 -0.01 5,900 57,891 +2,096
Sep07 060811 93.63 93.64 93.63 93.63 -0.01 2,907 30,794 +143
Dec07 060811 93.65 93.65 93.63 93.64 -0.02 4,408 26,260 +2,865
Mar08 060811 93.64 93.64 93.64 93.64 -0.01 787 12,106 -333
Jun08 060811 93.64 93.64 93.63 93.64 unch 109 7,652 -240
Sep08 060811 93.62 93.62 93.62 93.62 -0.01 304 1,761 +4
Dec08 060811 93.61 93.61 93.61 93.61 -0.02 67 1,188 -27
Total Volume and Open Interest 102,034 674,861 +16,303
10-Year Aus T-Bonds(SFE)
Sep06 060811 94.14 94.17 94.13 94.14 -0.01 46,923 346,493 -8,021
Dec06 060811 94.14 94.14 94.14 94.14 -0.01      
Total Volume and Open Interest 46,923 346,493 -8,021
3-Year Aus T-Bonds(SFE)
Sep06 060811 94.05 94.07 94.03 94.05 -0.01 149,800 497,618 +14,493
Dec06 060811 94.05 94.05 94.05 94.05 -0.01      
Total Volume and Open Interest 149,800 497,618 +14,493
Gold(CMX)
Aug06 060811 638.5 642.0 626.0 633.5 -1.4 127 1,323 -49
Oct06 060811 645.0 649.0 630.5 638.1 -1.6 1,627 24,431 -44
Dec06 060811 649.0 655.7 636.5 644.4 -1.6 46,893 209,986 +13
Feb07 060811 661.5 661.5 647.0 650.8 -1.6 1,848 18,855 +1,118
Apr07 060811 656.0 660.0 656.0 657.0 -1.6 316 2,519 +2
Jun07 060811 658.0 663.2 658.0 663.2 -1.7 519 17,766 +450
Aug07 060811 669.3 669.3 669.3 669.3 -1.7 28 1,317 -17
Oct07 060811 675.4 675.4 675.4 675.4 -1.7 0 3,000 +0
Dec07 060811 689.2 689.2 681.5 681.5 -1.7 19 20,189 +14
Feb08 060811 687.5 687.5 687.5 687.5 -1.7 8 1,531 -8
Apr08 060811 38.2 38.2 38.2 38.2 -1.7      
Jun08 060811 699.7 699.7 699.7 699.7 -1.7 0 1,173 +0
Total Volume and Open Interest 51,429 316,202 +1,509
Silver(CMX)
Sep06 060811 1226.0 1239.0 1177.0 1188.5 -22.0 15,208 45,807 +98
Dec06 060811 1245.0 1255.0 1195.0 1205.1 -22.0 3,345 33,482 +1,904
Mar07 060811 1272.0 1272.0 1217.2 1217.2 -21.6 23 10,790 +3
May07 060811 1217.5 1222.8 1217.5 1222.8 -21.5 87 2,902 +52
Jul07 060811 1245.0 1245.0 1227.8 1227.8 -21.7 120 8,457 +0
Sep07 060811 1230.5 1230.5 1230.5 1230.5 -22.2 0 897 +0
Dec07 060811 1275.0 1285.0 1236.2 1236.2 -23.5 144 3,867 -112
Total Volume and Open Interest 19,314 111,682 +1,994
Platinum(NYM)
Oct06 060811 1255.5 1262.9 1253.0 1254.4 +3.9 573 9,533 +37
Jan07 060811 1260.0 1261.4 1260.0 1261.4 +4.9 0 715 +0
Apr07 060811 1266.4 1266.4 1266.4 1266.4 +4.9      
Jul07 060811 616.0 616.0 616.0 616.0 +4.9 0 6 +0
Total Volume and Open Interest 573 10,254 +37
Palladium(NYME)
Sep06 060811 323.90 325.00 321.00 322.30 -0.45 550 10,509 +71
Dec06 060811 331.00 331.00 327.50 327.80 -0.45 23 2,056 +8
Mar07 060811 330.80 330.80 330.80 330.80 -0.45 0 1 +0
Total Volume and Open Interest 573 12,601 +79
Copper(CMX)
Sep06 060811 363.50 364.50 341.00 347.65 -14.80 9,718 30,717 -2,339
Dec06 060811 358.50 359.00 338.00 343.15 -14.65 6,171 28,426 +3,405
Mar07 060811 349.00 349.00 332.00 335.15 -13.90 123 3,063 +10
May07 060811 340.00 340.00 327.50 328.65 -13.35 13 787 +0
Jul07 060811 332.80 332.80 320.00 322.15 -12.65 64 347 +28
Total Volume and Open Interest 16,728 74,127 +1,143
Aluminum(CMX)
Aug06 060811 115.10 115.10 115.10 115.10 -0.50 2 120 -4
Sep06 060811 116.00 116.00 116.00 116.00 -0.50 2 385 +2
Oct06 060811 116.10 116.10 116.10 116.10 -0.50 0 40 +0
Nov06 060811 116.20 116.20 116.20 116.20 -0.50 0 40 +0
Dec06 060811 116.45 116.45 116.45 116.45 -0.50 0 573 +0
Jan07 060811 116.00 116.00 116.00 116.00 -0.45      
Total Volume and Open Interest 5 1,170 -1
DJIA Index(CBOT)
Sep06 060811 11147 11150 11072 11120 -30 4,751 56,245 +99
Dec06 060811 11208 11208 11207 11207 -28 64 2,086 +29
Mar07 060811 11270 11271 11270 11271 -30 0 5 +0
Jun07 060811 11342 11342 11342 11342 -30      
Total Volume and Open Interest 4,815 58,336 +128
S & P 500(CME)
Sep06 060811 1273.30 1273.70 1265.80 1272.30 -3.20 23,314 610,117 -810
Dec06 060811 1283.80 1283.80 1279.50 1283.30 -3.20 26 13,754 -2
Mar07 060811 1294.10 1294.10 1294.10 1294.10 -3.10 0 343 +0
Jun07 060811 1305.40 1305.40 1305.40 1305.40 -3.10 0 3,116 +0
Total Volume and Open Interest 23,340 627,617 -812
S & P 500 E-Mini(Globex)
Sep06 060811 1275.25 1277.00 1265.75 1272.25 -3.25 1,112,175 1,462,118 -10,555
Dec06 060811 1286.25 1286.25 1276.75 1283.25 -3.25 440 9,046 +59
Total Volume and Open Interest 1,112,615 1,471,164 -10,496
NASDAQ 100(CME)
Sep06 060811 1496.50 1498.00 1485.00 1496.00 -1.50 4,584 57,711 +22
Dec06 060811 1508.50 1514.30 1508.50 1514.30 -1.50 0 84 -4
Mar07 060811 1530.80 1530.80 1530.80 1530.80 -1.50      
Total Volume and Open Interest 4,584 57,795 +18
NASDAQ 100 E-Mini(Globex)
Sep06 060811 1499.30 1501.50 1485.50 1496.00 -1.50 295,184 428,738 +437
Dec06 060811 1513.00 1515.50 1507.00 1514.30 -1.50 594 897 +394
Total Volume and Open Interest 295,778 429,635 +831
S & P Midcap 400(CME)
Sep06 060811 733.00 733.00 724.60 728.00 -6.30 33 9,664 +14
Dec06 060811 735.00 735.00 735.00 735.00 -6.30 0 1 +0
Mar07 060811 742.00 742.00 742.00 742.00 -6.30      
Total Volume and Open Interest 33 9,665 +14
Russell 2000(CME)
Sep06 060811 686.25 686.25 677.75 681.80 -6.50 812 42,626 -431
Dec06 060811 687.80 687.80 687.80 687.80 -6.50 0 31 +0
Mar07 060811 693.80 693.80 693.80 693.80 -6.50      
Total Volume and Open Interest 812 42,657 -431
Russell 2000 E-Mini(Globex)
Sep06 060811 687.90 690.30 677.80 681.80 -6.50 180,227 464,128 +5,201
Dec06 060811 693.70 693.70 683.70 687.80 -6.50 247 929 +36
Total Volume and Open Interest 180,474 465,057 +5,237
Value Line(KCBT)
Sep06 060811 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060811 15585 15610 15510 15585 -30      
Dec06 060811 15560 15560 15560 15560 -30      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060811 15630 15680 15555 15595 +25 56,989 222,124 +5,576
Dec06 060811 15790 15790 15525 15525 -65 3 2 +0
Mar07 060811 15535 15535 15535 15535 -70 0 1 +0
Total Volume and Open Interest 56,992 222,128 +5,140
CAC 40(EURONEXT)
Aug06 060811 5002.5 5019.5 4963.5 4989.0 +8.0 109,980 470,633 +21,095
Sep06 060811 5018.0 5024.0 4975.0 4998.5 +8.0 4,887 71,548 +3,528
Oct06 060811 5036.5 5036.5 5012.0 5012.0 +8.0 442 404 +319
Total Volume and Open Interest 115,337 547,841 +24,965
Hang Seng Index(HKFE)
Aug06 060811 17250 17326 17195 17265 +79 52,063 125,728 +7,569
Sep06 060811 17207 17304 17174 17243 +76 1,011 5,399 +188
Total Volume and Open Interest 53,112 132,072 +7,753
DAX(EUREX)
Sep06 060811 5677.5 5690.0 5617.5 5642.0 -12.0 207,234 207,130 +9,086
Dec06 060811 5732.5 5732.5 5667.5 5688.5 -12.5 611 14,356 -122
Mar07 060811 5781.0 5781.0 5720.0 5740.5 -12.5 954 1,707 +19
Total Volume and Open Interest 208,799 223,193 +8,983
FT-SE 100(EURONEXT)
Sep06 060811 5833.00 5853.00 5798.50 5821.50 -3.50 93,544 438,471 -2,927
Dec06 060811 5887.00 5887.00 5841.00 5858.00 -3.50 165 35,076 -123
Mar07 060811 5872.50 5872.50 5872.50 5872.50 -3.50 0 1,057 +0
Total Volume and Open Interest 93,709 476,354 -3,050
SPI 200(SFE)
Sep06 060811 4920.0 4926.0 4899.0 4902.0 -2.0 19,195 245,290 +4,437
Dec06 060811 4926.0 4931.0 4917.0 4917.0 -3.0 298 5,366 +59
Mar07 060811 4940.0 4940.0 4923.0 4923.0 -4.0 1 2,614 +0
Total Volume and Open Interest 19,529 255,982 +4,521
GSCI(CME)
Aug06 060811 490.20 490.20 486.75 487.70 -1.90 3,650 6,132 -3,418
Sep06 060811 498.00 498.00 493.35 495.30 -1.60 3,870 14,594 +3,438
Oct06 060811 507.50 507.50 507.50 507.50 -1.50      
Total Volume and Open Interest 7,520 20,726 +20
Reuters CRB Index(NYBOT)
Nov06 060811 403.50 403.50 398.50 399.00 -4.50 15 480 +6
Jan07 060811 401.00 401.00 401.00 401.00 -4.50 0 403 +0
Feb07 060811 398.00 398.00 398.00 398.00 -4.50 0 14 +0
Total Volume and Open Interest 36 931 +1
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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