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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 17, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060817 553.50 553.50 548.00 551.50 -0.75 7,103 33,881 +0
Nov06 060817 566.50 566.50 561.00 564.50 -0.50 44,091 227,961 +0
Jan07 060817 578.50 579.00 573.25 577.25 -0.50 4,953 25,684 +0
Mar07 060817 589.00 589.00 584.00 585.50 -1.50 2,043 12,717 +0
May07 060817 596.00 596.00 591.00 594.50 -2.00 1,179 12,077 +0
Jul07 060817 607.00 607.00 601.00 603.50 -1.50 1,618 12,122 +0
Aug07 060817 607.00 607.00 607.00 607.00 -2.50 0 13 +0
Total Volume and Open Interest 62,366 343,263 +5,380
Soybean Meal(CBOT)
Sep06 060817 160.30 161.30 159.70 160.50 +1.30 6,237 37,421 +0
Oct06 060817 161.40 162.00 160.60 161.60 +1.50 1,482 20,085 +0
Dec06 060817 163.70 164.20 162.50 163.70 +1.00 11,362 113,002 +0
Jan07 060817 164.90 165.30 164.00 164.60 +0.90 720 14,931 +0
Mar07 060817 168.30 168.30 166.90 167.30 +0.60 648 12,111 +0
May07 060817 170.00 170.00 169.00 169.50 +1.00 1,088 14,070 +0
Jul07 060817 172.70 173.00 172.00 172.30 +0.60 340 10,047 +0
Aug07 060817 174.00 174.20 173.20 173.50 +0.50 162 1,980 +0
Total Volume and Open Interest 22,151 230,615 +1,002
Soybean Oil(CBOT)
Sep06 060817 24.98 25.00 24.72 24.86 -0.29 6,805 19,865 +0
Oct06 060817 25.17 25.18 24.90 25.09 -0.27 2,633 17,038 +0
Dec06 060817 25.50 25.57 25.25 25.44 -0.29 15,278 150,726 +0
Jan07 060817 25.80 25.80 25.60 25.73 -0.28 1,620 12,763 +0
Mar07 060817 26.20 26.20 25.95 26.11 -0.29 1,182 9,267 +0
May07 060817 26.50 26.55 26.32 26.44 -0.31 1,616 18,634 +0
Jul07 060817 26.95 26.95 26.75 26.82 -0.28 1,043 12,451 +0
Aug07 060817 27.10 27.10 26.96 26.96 -0.29 19 2,352 +0
Total Volume and Open Interest 30,302 263,399 -3,156
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060817 291.0 291.0 287.1 289.3 -1.1 3,771 54,066 +0
Jan07 060817 298.5 298.7 296.0 298.2 -1.2 359 9,246 +0
Mar07 060817 303.8 303.8 303.2 303.3 -3.9 26 1,156 +0
May07 060817 309.5 310.2 309.5 310.2 -3.4 6 1,207 +0
Total Volume and Open Interest 4,167 73,736 -309
Corn(CBOT)
Sep06 060817 221.75 222.75 217.75 219.00 -2.50 37,896 158,285 +0
Dec06 060817 238.25 239.25 234.00 235.50 -2.50 98,760 660,229 +0
Mar07 060817 253.00 253.50 248.25 249.75 -2.75 15,859 144,948 +0
May07 060817 263.00 263.25 258.00 259.25 -2.75 3,500 31,629 +0
Jul07 060817 271.00 271.00 266.50 268.00 -3.00 5,634 99,349 +0
Sep07 060817 277.00 278.50 274.50 275.75 -3.25 510 11,692 +0
Total Volume and Open Interest 171,757 1,342,658 -8,381
Wheat(CBOT)
Sep06 060817 373.00 374.50 362.50 363.50 -8.00 20,559 59,039 +0
Dec06 060817 393.50 394.75 382.00 383.00 -8.50 38,025 249,117 +0
Mar07 060817 410.50 412.00 400.00 400.50 -9.50 2,794 37,940 +0
May07 060817 422.00 422.00 411.00 411.00 -10.00 148 1,313 +0
Jul07 060817 428.00 428.00 416.50 417.50 -7.50 3,784 71,854 +0
Total Volume and Open Interest 67,510 456,127 -606
Wheat(KCBT)
Sep06 060817 453.00 454.00 445.25 446.75 -5.50 8,240 3,005 -24,151
Dec06 060817 468.50 469.50 459.00 461.00 -6.00 21,085 8,372 -74,963
Mar07 060817 474.00 475.00 466.50 469.00 -4.00 1,845 1,683 -14,516
May07 060817 467.00 467.00 461.00 463.00 -6.00 67 40 -376
Jul07 060817 452.00 452.00 443.00 443.50 -7.25 3,735 2,839 -24,158
Total Volume and Open Interest 36,297 165,305 +0
Wheat(MGE)
Sep06 060817 452.00 454.00 444.00 446.75 -4.00 3,298 12,190 +0
Dec06 060817 463.00 464.00 454.00 456.50 -4.50 3,060 27,488 +0
Mar07 060817 472.00 473.00 464.00 466.50 -4.50 254 4,662 +0
May07 060817 475.00 475.00 470.00 470.00 -5.00 47 530 +0
Jul07 060817 475.00 476.50 468.00 470.00 -8.00 11 599 +0
Total Volume and Open Interest 6,998 52,826 -2,448
Oats(CBOT)
Sep06 060817 178.00 178.00 174.75 176.75 -0.75 127 1,265 +0
Dec06 060817 185.50 186.50 184.00 185.00 unch 943 10,158 +0
Mar07 060817 191.75 192.50 191.75 191.75 unch 29 228 +0
May07 060817 195.00 195.00 195.00 195.00 -1.50 0 9 +0
Total Volume and Open Interest 1,099 11,704 +3
Rough Rice(CBOT)
Sep06 060817 9.82 9.82 9.65 9.72 -0.14 88 3,120 +0
Nov06 060817 10.09 10.10 9.91 10.00 -0.14 423 8,064 +0
Jan07 060817 10.22 10.22 10.16 10.22 -0.12 16 1,586 +0
Mar07 060817 10.50 10.50 10.40 10.40 -0.11 48 1,838 +0
Total Volume and Open Interest 764 15,080 +195
Live Cattle(CME)
Aug06 060817 87.900 88.700 87.000 87.100 -0.825 4,571 14,785 +0
Oct06 060817 91.900 92.900 91.500 92.050 +0.250 12,790 121,101 +0
Dec06 060817 90.900 91.550 90.350 90.900 -0.050 5,903 33,461 +0
Feb07 060817 89.950 90.575 89.800 90.375 +0.325 3,057 19,614 +0
Apr07 060817 89.000 89.600 88.600 89.050 +0.150 1,611 10,089 +0
Jun07 060817 84.900 85.350 84.700 85.025 +0.125 260 4,100 +0
Total Volume and Open Interest 28,209 203,496 -3,479
Feeder Cattle(CME)
Aug06 060817 115.650 115.850 115.450 115.575 -0.100 1,108 6,999 +0
Sep06 060817 116.300 116.625 115.800 116.275 +0.350 1,030 6,488 +0
Oct06 060817 117.100 117.600 116.575 117.225 +0.400 1,241 13,187 +0
Nov06 060817 116.600 117.100 116.175 116.700 +0.250 310 2,520 +0
Jan07 060817 112.200 112.800 111.850 112.450 +0.250 180 2,731 +0
Mar07 060817 108.975 109.400 108.500 108.650 -0.350 14 566 +0
Apr07 060817 108.250 108.250 108.250 108.250 -0.050 5 116 +0
Total Volume and Open Interest 3,891 32,759 -161
Lean Hogs(CME)
Oct06 060817 65.000 66.100 65.000 65.725 +0.950 10,199 95,903 +0
Dec06 060817 62.300 63.050 62.250 62.625 +0.450 5,734 35,575 +0
Feb07 060817 62.250 62.900 62.100 62.325 +0.150 933 12,145 +0
Apr07 060817 62.350 62.750 62.100 62.600 +0.250 374 8,395 +0
May07 060817 66.300 66.375 66.300 66.375 -0.100 80 910 +0
Jun07 060817 68.000 68.300 67.800 68.000 +0.100 157 2,595 +0
Jul07 060817 65.850 65.875 65.850 65.875 +0.050 8 773 +0
Aug07 060817 63.325 63.325 63.250 63.250 +0.025 17 306 +0
Total Volume and Open Interest 17,505 156,604 +1,663
Pork Bellies(CME)
Aug06 060817 82.500 83.350 82.250 83.350 +3.000 58 41 +0
Feb07 060817 91.800 93.800 91.800 93.800 +3.000 289 862 +0
Mar07 060817 93.500 93.500 93.500 93.500 +3.000 0 6 +0
May07 060817 95.000 95.000 95.000 95.000 +2.750 3 5 +0
Total Volume and Open Interest 350 914 -94
Class III Milk(CME)
Aug06 060817 11.01 11.05 11.01 11.03 +0.01 22 4,380 +0
Sep06 060817 11.80 12.25 11.80 12.23 +0.43 92 5,199 +0
Oct06 060817 12.45 12.79 12.45 12.79 +0.34 77 4,419 +0
Nov06 060817 12.65 12.79 12.65 12.77 +0.14 36 3,577 +0
Dec06 060817 12.65 12.80 12.65 12.78 +0.15 38 3,139 +0
Total Volume and Open Interest 347 29,719 +77
Cocoa(NYBOT)
Sep06 060817 1540 1540 1498 1500 -41 6,540 6,957 +0
Dec06 060817 1598 1600 1572 1573 -21 7,601 72,108 +0
Mar07 060817 1632 1632 1610 1611 -20 1,072 22,137 +0
May07 060817 1650 1651 1633 1633 -19 200 9,517 +0
Jul07 060817 1673 1673 1655 1655 -18 152 4,267 +0
Sep07 060817 1673 1673 1673 1673 -20 88 10,270 +0
Dec07 060817 1697 1697 1697 1697 -19 0 7,120 +0
Total Volume and Open Interest 15,653 132,397 -4,099
Coffee "C"(NYBOT)
Sep06 060817 105.90 105.90 103.25 103.55 -1.10 8,272 26,966 +0
Dec06 060817 109.50 109.70 107.20 107.50 -1.10 11,145 62,046 +0
Mar07 060817 113.25 113.25 111.25 111.25 -1.10 1,028 10,203 +0
May07 060817 115.00 115.00 113.45 113.45 -1.15 157 2,792 +0
Jul07 060817 115.65 115.65 115.65 115.65 -1.15 61 1,876 +0
Sep07 060817 117.85 117.85 117.85 117.85 -1.15 50 2,045 +0
Total Volume and Open Interest 20,716 107,829 -320
Orange Juice(NYBOT)
Sep06 060817 181.00 187.60 180.50 183.85 +6.25 1,209 14,643 +0
Nov06 060817 182.00 188.05 181.50 184.70 +4.90 977 10,091 +0
Jan07 060817 181.00 182.20 181.00 182.20 +5.00 193 4,303 +0
Mar07 060817 182.20 182.20 182.20 182.20 +5.00 7 1,020 +0
May07 060817 182.20 182.20 182.20 182.20 +5.00 0 153 +0
Total Volume and Open Interest 2,388 30,248 +530
Sugar #11(NYBOT)
Oct06 060817 12.40 12.42 11.96 12.10 -0.55 27,844 233,161 +0
Mar07 060817 13.00 13.08 12.68 12.86 -0.46 11,835 116,276 +0
May07 060817 13.10 13.20 12.90 13.01 -0.45 4,073 44,939 +0
Jul07 060817 13.10 13.18 12.90 13.01 -0.43 1,057 34,004 +0
Oct07 060817 13.30 13.30 13.12 13.16 -0.39 281 27,345 +0
Total Volume and Open Interest 45,570 479,535 -3,676
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060817 20.90 21.05 20.90 21.05 +0.10 127 2,504 -71
Jan07 060817 20.90 21.05 20.90 21.05 +0.10 44 1,768 +44
Mar07 060817 20.95 20.95 20.90 20.90 -0.05 134 2,357 +49
May07 060817 21.10 21.10 21.10 21.10 +0.07 47 1,593 +5
Total Volume and Open Interest 362 10,200 +31
London Cocoa(LCE)
Sep06 060817 856 856 848 850 -2 2,211 47,400 +0
Dec06 060817 886 887 878 880 -2 3,010 49,000 +0
Mar07 060817 900 902 895 896 -2 1,271 39,222 +0
May07 060817 913 913 906 907 -3 119 10,991 +0
Jul07 060817 922 922 918 918 -3 0 5,287 +0
Sep07 060817 929 929 929 929 -3 100 8,462 +0
Dec07 060817 941 941 941 941 -2 7 11,218 +0
Total Volume and Open Interest 6,721 174,853 -446
London Coffee(LCE)
Sep06 060817 1488.00 1577.00 1488.00 1512.00 +12.00 8,963 31,368 +0
Nov06 060817 1450.00 1477.00 1430.00 1437.00 -3.00 5,600 60,119 +0
Jan07 060817 1344.00 1382.00 1339.00 1342.00 -17.00 739 23,982 +0
Mar07 060817 1307.00 1336.00 1305.00 1305.00 -17.00 180 8,665 +0
May07 060817 1307.00 1316.00 1294.00 1295.00 -15.00 37 3,467 +0
Jul07 060817 1307.00 1312.00 1287.00 1287.00 -18.00 2 896 +0
Total Volume and Open Interest 15,521 128,761 -3,336
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060817 390.00 390.10 375.00 380.00 -10.50 2,299 25,798 -482
Dec06 060817 385.00 387.80 374.00 378.80 -10.10 502 12,282 +0
Mar07 060817 367.00 371.80 360.00 365.50 -6.50 852 13,183 +0
May07 060817 376.90 377.00 369.00 372.00 -6.00 7 4,594 +0
Total Volume and Open Interest 3,836 60,545 -231
Cotton(NYBOT)
Oct06 060817 53.29 53.40 52.80 52.80 -0.40 625 3,411 +0
Dec06 060817 55.35 55.55 54.76 54.86 -0.42 12,265 118,794 +0
Mar07 060817 58.53 58.65 58.05 58.20 -0.29 3,713 31,927 +0
May07 060817 59.20 59.20 59.00 59.00 -0.45 158 1,771 +0
Jul07 060817 59.90 59.90 59.90 59.90 -0.40 4 2,563 +0
Oct07 060817 60.90 60.90 60.90 60.90 -0.40 0 46 +0
Total Volume and Open Interest 17,090 166,261 +1,574
Lumber(CME)
Sep06 060817 268.5 277.0 268.5 277.0 +10.0 525 2,739 +0
Nov06 060817 271.9 276.0 270.5 276.0 +10.0 571 3,547 +0
Jan07 060817 282.9 289.6 281.0 288.1 +8.5 29 171 +2
Mar07 060817 292.2 298.2 290.8 293.1 +4.9 0 40 +0
Total Volume and Open Interest 1,127 6,509 -100
Crude Oil(NYM)
Sep06 060817 70.90 71.05 70.00 70.06 -1.83 76,424 108,772 +0
Oct06 060817 72.20 72.40 71.35 71.48 -1.71 66,368 242,562 +0
Nov06 060817 73.20 73.30 72.40 72.56 -1.63 15,440 82,092 +0
Dec06 060817 73.95 74.20 73.30 73.41 -1.55 14,912 122,022 +0
Jan07 060817 74.40 74.60 73.85 74.04 -1.46 2,404 50,012 +0
Feb07 060817 74.20 74.49 74.20 74.49 -1.41 951 22,378 +0
Mar07 060817 74.83 74.83 74.83 74.83 -1.37 2,078 29,523 +0
Apr07 060817 75.45 75.45 75.09 75.09 -1.34 1,233 34,262 +0
May07 060817 75.65 75.65 75.29 75.29 -1.31 267 31,426 +0
Jun07 060817 75.85 75.85 75.43 75.43 -1.28 1,852 58,691 +0
Jul07 060817 75.49 75.49 75.49 75.49 -1.26 90 13,747 +0
Aug07 060817 75.53 75.53 75.53 75.53 -1.23 45 8,048 +0
Sep07 060817 75.84 75.84 75.54 75.54 -1.20 1,005 11,597 +0
Oct07 060817 75.79 75.79 75.52 75.52 -1.17 100 7,643 +0
Nov07 060817 75.49 75.49 75.49 75.49 -1.14 0 10,054 +0
Dec07 060817 75.50 75.75 75.40 75.44 -1.12 4,083 123,436 +0
Total Volume and Open Interest 193,826 1,209,950 +2,607
Heating Oil(NYM)
Sep06 060817 199.00 200.50 196.50 196.50 -5.19 22,855 32,561 +0
Oct06 060817 205.25 206.25 202.00 202.29 -5.43 17,411 52,619 +0
Nov06 060817 210.50 211.25 207.50 207.79 -5.43 3,034 20,389 +0
Dec06 060817 215.00 216.70 212.25 212.54 -5.33 1,831 18,175 +0
Jan07 060817 219.00 219.75 215.79 215.79 -5.23 849 17,655 +0
Feb07 060817 221.00 222.00 217.69 217.69 -5.13 419 10,477 +0
Mar07 060817 220.50 220.50 216.59 216.59 -5.03 326 5,851 +0
Apr07 060817 215.10 215.90 212.49 212.49 -4.78 254 6,133 +0
May07 060817 210.25 211.30 207.84 207.84 -4.58 163 2,839 +0
Jun07 060817 207.00 207.00 206.39 206.39 -4.48 141 10,919 +0
Jul07 060817 207.59 207.59 207.59 207.59 -4.43 3 693 +0
Aug07 060817 209.64 209.64 209.64 209.64 -4.38 2 817 +0
Total Volume and Open Interest 47,772 185,373 +3,185
Unleaded Gas(NYM)
Sep06 060817 193.00 195.50 191.50 193.16 -4.65 17,263 29,096 +0
Oct06 060817 191.75 192.50 189.00 189.80 -5.17 8,778 27,609 +0
Nov06 060817 189.00 190.00 187.35 187.35 -4.87 1,475 5,059 +0
Dec06 060817 186.00 186.75 184.50 184.50 -4.67 373 7,682 +0
Jan07 060817 185.25 185.50 183.10 183.10 -4.57 447 2,258 +0
Total Volume and Open Interest 28,336 71,704 -323
RBOB Gasoline(NYMEX)
Sep06 060817 201.50 202.07 196.50 196.50 -6.08 6,873 11,370 -592
Oct06 060817 194.60 194.60 190.59 190.59 -5.09 5,243 24,438 +1,377
Nov06 060817 193.25 194.07 190.29 190.29 -4.49 2,512 11,641 +228
Dec06 060817 189.50 191.50 189.25 189.29 -3.94 1,215 6,522 -290
Jan07 060817 191.25 191.25 190.54 190.54 -3.44 428 2,739 -21
Feb07 060817 193.50 193.75 193.00 193.54 -3.34 491 1,621 +206
Mar07 060817 196.25 196.84 196.25 196.84 -3.19 1 1,507 +300
Apr07 060817 217.00 217.00 216.34 216.34 -3.04 440 1,113 +243
May07 060817 218.49 218.49 218.49 218.49 -2.99 25 1,371 -6
Jun07 060817 219.54 219.54 219.54 219.54 -2.99 25 345 -15
Total Volume and Open Interest 17,503 63,365 +1,493
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060817 200.00 200.00 196.50 196.50 -6.08 5 24 +0
Oct06 060817 190.59 190.59 190.59 190.59 -5.09 0 10 +0
Nov06 060817 190.29 190.29 190.29 190.29 -4.49      
Dec06 060817 189.29 189.29 189.29 189.29 -3.94      
Total Volume and Open Interest 5 34 +0
Natural Gas(NYM)
Sep06 060817 6.650 6.720 6.450 6.689 -0.077 14,253 63,810 +0
Oct06 060817 6.820 6.870 6.640 6.830 -0.109 14,143 104,396 +0
Nov06 060817 8.730 8.950 8.650 8.850 +0.031 9,131 67,653 +0
Dec06 060817 10.320 10.405 10.250 10.380 -0.029 5,915 48,380 +0
Jan07 060817 11.010 11.150 10.990 11.090 -0.039 5,493 58,053 +0
Feb07 060817 11.000 11.130 11.000 11.100 -0.039 497 30,088 +0
Mar07 060817 10.820 10.950 10.800 10.892 -0.037 2,591 72,103 +0
Apr07 060817 8.350 8.450 8.350 8.382 -0.107 2,079 57,391 +0
May07 060817 8.220 8.280 8.220 8.222 -0.107 1,047 25,169 +0
Jun07 060817 8.300 8.340 8.300 8.307 -0.104 785 14,593 +0
Jul07 060817 8.430 8.440 8.370 8.407 -0.104 18 11,348 +0
Aug07 060817 8.470 8.530 8.470 8.492 -0.104 972 12,483 +0
Sep07 060817 8.580 8.660 8.560 8.587 -0.101 15 11,467 +0
Oct07 060817 8.750 8.750 8.732 8.732 -0.101 356 27,859 +0
Nov07 060817 9.690 9.690 9.662 9.662 -0.081 442 14,475 +0
Dec07 060817 10.567 10.567 10.567 10.567 -0.056 376 29,762 +0
Total Volume and Open Interest 61,112 947,840 +2,995
Brent Crude Oil(ICE)
Oct06 060817 72.45 72.58 71.31 71.58 -1.25 84,459 127,696 +0
Nov06 060817 73.11 73.25 72.01 72.29 -1.30 27,735 98,726 +0
Dec06 060817 73.92 73.92 72.62 72.86 -1.35 19,342 68,521 +0
Jan07 060817 74.37 74.37 73.18 73.39 -1.33 7,338 22,253 +0
Feb07 060817 74.55 74.60 73.63 73.85 -1.30 2,254 19,535 +0
Mar07 060817 74.74 74.74 73.94 74.20 -1.22 2,210 12,579 +0
Apr07 060817 74.71 74.72 74.17 74.44 -1.18 6,655 15,758 +0
May07 060817 74.86 74.86 74.65 74.65 -1.15 5,502 9,973 +0
Jun07 060817 75.48 75.48 74.76 74.77 -1.11 1,951 19,705 +0
Jul07 060817 74.89 74.89 74.89 74.89 -1.06 16 1,224 +0
Aug07 060817 74.88 74.88 74.88 74.88 -1.05 12 1,315 +0
Sep07 060817 74.87 74.87 74.87 74.87 -1.03 12 1,665 +0
Oct07 060817 74.83 74.83 74.83 74.83 -1.02 12 315 +0
Nov07 060817 74.77 74.77 74.77 74.77 -1.01 241 8,461 +0
Total Volume and Open Interest 190,767 499,726 -7,869
Gas Oil(ICE)
Sep06 060817 644.50 646.00 631.00 635.50 -13.50 29,115 56,830 -3,226
Oct06 060817 651.50 651.50 639.00 643.00 -13.50 16,838 52,661 -2,129
Nov06 060817 660.00 660.00 646.75 650.50 -13.00 7,647 19,542 -1,243
Dec06 060817 664.75 664.75 655.50 658.00 -12.25 6,470 35,496 -619
Jan07 060817 670.00 671.25 663.00 664.75 -12.25 2,585 17,507 +657
Feb07 060817 674.50 674.75 668.25 669.50 -12.00 1,448 5,904 +146
Mar07 060817 670.75 671.00 669.50 669.50 -11.50 400 6,625 +125
Apr07 060817 667.75 667.75 667.75 667.75 -11.25 0 2,350 +0
May07 060817 666.00 666.00 666.00 666.00 -11.00 282 1,100 +225
Jun07 060817 664.50 668.00 662.75 664.00 -10.50 1,391 20,425 +295
Total Volume and Open Interest 67,856 250,097 -6,058
US Dollar Index(NYBOT)
Sep06 060817 84.79 85.02 84.46 84.93 +0.16 981 16,087 +0
Dec06 060817 84.36 84.56 84.24 84.56 +0.16 19 2,373 +0
Mar07 060817 84.21 84.21 84.21 84.21 +0.16 0 6 +0
Total Volume and Open Interest 1,000 18,471 -178
Australian Dollar(CME)
Sep06 060817 76.59 76.59 76.02 76.03 -0.76 19,876 71,753 +0
Dec06 060817 75.89 75.89 75.89 75.89 -0.76 33 1,026 +0
Mar07 060817 75.76 75.76 75.76 75.76 -0.76 0 108 +0
Total Volume and Open Interest 19,909 72,893 +227
British Pound(CME)
Sep06 060817 189.79 189.79 188.26 188.46 -1.21 59,689 135,277 +0
Dec06 060817 189.09 189.09 188.69 188.69 -1.23 122 643 +0
Mar07 060817 188.83 188.83 188.83 188.83 -1.17 5 23 +0
Total Volume and Open Interest 59,816 135,944 +4,716
Canadian Dollar(CME)
Sep06 060817 89.68 89.72 89.10 89.26 -0.32 37,815 82,442 +0
Dec06 060817 89.92 89.95 89.41 89.52 -0.32 208 3,577 +0
Mar07 060817 90.14 90.14 89.79 89.79 -0.32 4 358 +0
Jun07 060817 90.34 90.34 90.06 90.06 -0.32 0 263 +0
Total Volume and Open Interest 38,027 86,815 -5,007
Japanese Yen(CME)
Sep06 060817 87.08 87.12 86.40 86.57 -0.12 65,971 195,409 +0
Dec06 060817 87.66 87.66 87.66 87.66 -0.12 219 21,000 +0
Mar07 060817 88.74 88.74 88.74 88.74 -0.12 0 60 +0
Total Volume and Open Interest 66,190 216,492 +799
Swiss Franc(CME)
Sep06 060817 81.91 81.93 81.28 81.38 -0.21 33,133 64,952 +0
Dec06 060817 82.14 82.14 82.14 82.14 -0.21 118 955 +0
Mar07 060817 82.88 82.88 82.88 82.88 -0.21 0 82 +0
Total Volume and Open Interest 33,251 66,021 -2,212
EuroFX(CME)
Sep06 060817 129.03 129.09 128.38 128.50 -0.17 148,247 176,277 +0
Dec06 060817 129.72 129.72 129.17 129.17 -0.17 558 2,246 +0
Mar07 060817 129.74 129.74 129.74 129.74 -0.17 0 161 +0
Total Volume and Open Interest 148,805 178,761 +10,540
Mexican Peso(CME)
Sep06 060817 9287.0 9300.0 9245.0 9252.0 -21.0 8,575 67,169 +0
Dec06 060817 6.0 2.9 5.7 5.7 +5.7 68 23,147 +0
Total Volume and Open Interest 8,643 92,014 +4,562
30-Year T-Bonds(CBOT)
Sep06 060817 109~12 109~23 109~06 109~10 unch 371,608 784,162 +0
Dec06 060817 109~20 110~00 109~16 109~19 unch 10,661 33,153 +0
Mar07 060817 109~14 109~14 109~14 109~14 unch 12 21 +0
Total Volume and Open Interest 382,281 817,351 +26,309
10-Year T-Notes(CBOT)
Sep06 060817 106~240 106~305 106~190 106~210 -0~015 1,040,062 2,137,281 +0
Dec06 060817 106~235 106~300 106~190 106~210 -0~015 44,286 144,240 +0
Total Volume and Open Interest 1,084,348 2,281,648 +12,480
5-Year T-Notes(CBOT)
Sep06 060817 104~220 104~220 104~170 104~180 -0~010 510,904 0 +0
Dec06 060817 104~235 104~235 104~200 104~200 -0~005 18,139 60,453 +60,453
Total Volume and Open Interest 451,038 1,371,593 +14,011
2 Year T-Notes(CBOT)
Sep06 060817 101~116 101~116 101~106 101~108 -0~004 13,613 669,718 +18,214
Dec06 060817 101~124 101~124 101~117 101~117 -0~005 3,955 33,971 +0
Total Volume and Open Interest 99,427 685,475 +5,834
Eurodollars(CME)
Sep06 060817 94.588 94.590 94.570 94.573 -0.010 338,285 1,432,201 +0
Dec06 060817 94.575 94.585 94.530 94.545 -0.020 456,072 1,590,831 +0
Mar07 060817 94.695 94.700 94.640 94.650 -0.030 318,909 1,208,282 +0
Jun07 060817 94.835 94.840 94.780 94.790 -0.025 272,857 1,049,492 +0
Sep07 060817 94.940 94.940 94.900 94.905 -0.010 270,608 1,089,755 +0
Dec07 060817 94.985 94.985 94.950 94.960 +0.005 258,240 846,029 +0
Mar08 060817 95.000 95.000 94.970 94.980 +0.010 120,660 572,199 +0
Jun08 060817 94.995 94.995 94.965 94.980 +0.015 86,600 395,544 +0
Sep08 060817 94.975 94.980 94.950 94.965 +0.015 38,058 285,411 +0
Dec08 060817 94.940 94.945 94.920 94.930 +0.015 46,351 286,693 +0
Mar09 060817 94.925 94.925 94.895 94.905 +0.015 19,409 257,363 +0
Jun09 060817 94.885 94.885 94.855 94.865 +0.015 12,335 190,094 +0
Sep09 060817 94.835 94.845 94.815 94.825 +0.015 13,585 129,693 +0
Dec09 060817 94.790 94.800 94.770 94.780 +0.015 3,604 119,196 +0
Mar10 060817 94.760 94.770 94.740 94.750 +0.015 1,903 105,384 +0
Jun10 060817 94.720 94.730 94.700 94.710 +0.015 1,875 94,723 +0
Sep10 060817 94.690 94.700 94.675 94.675 +0.015 7,095 97,200 +0
Dec10 060817 94.645 94.655 94.630 94.630 +0.015 2,095 74,155 +0
Total Volume and Open Interest 359,285 10,126,267 +133,681
3-Mth Euro-Yen(CME)
Sep06 060817 99.53 99.53 99.52 99.52 unch 8 11,310 +0
Dec06 060817 99.33 99.33 99.33 99.33 unch 83 13,934 -212
Mar07 060817 99.16 99.16 99.16 99.16 unch 2 5,985 -2
Jun07 060817 99.03 99.03 99.03 99.03 +0.01 680 6,540 -384
Sep07 060817 98.90 98.90 98.90 98.90 +0.01 0 1,678 +0
Dec07 060817 98.78 98.78 98.78 98.78 +0.02 0 2,637 -25
Mar08 060817 98.67 98.67 98.67 98.67 +0.02 0 990 +0
Jun08 060817 98.59 98.59 98.59 98.59 +0.02 500 755 +500
Sep08 060817 98.49 98.49 98.49 98.49 +0.03 0 7 +0
Dec08 060817 98.37 98.37 98.37 98.37 +0.03 0 4 +0
Total Volume and Open Interest 1,273 43,846 -123
3-Mth Euro-Yen(SIMEX)
Sep06 060817 99.53 99.53 99.53 99.53 +0.01 97 61,445 +0
Dec06 060817 99.34 99.34 99.33 99.33 unch 1,416 98,557 +0
Mar07 060817 99.17 99.17 99.16 99.16 +0.01 175 61,353 +0
Jun07 060817 99.03 99.03 99.03 99.03 +0.01 0 28,795 +0
Sep07 060817 98.90 98.90 98.90 98.90 +0.02 48 16,928 +0
Dec07 060817 98.79 98.79 98.79 98.79 +0.03 0 46,916 +0
Mar08 060817 98.68 98.68 98.68 98.68 +0.03 0 21,424 +0
Jun08 060817 98.58 98.58 98.58 98.58 +0.02 0 1,629 +0
Total Volume and Open Interest 1,736 338,138 -2,250
German Euro-Bund(EUREX)
Sep06 060817 116.78 117.04 116.73 116.83 +0.12 832,898 1,504,554 +70,901
Dec06 060817 116.12 116.30 116.07 116.15 +0.13 4,309 22,597 +1,133
Mar07 060817 116.10 116.10 116.01 116.01 +0.13 1 11 +0
Total Volume and Open Interest 837,208 1,527,162 +72,034
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060817 109.20 109.30 109.20 109.22 +0.04 73 6,936 +72
Mar07 060817 109.00 109.00 109.00 109.00 +0.04      
Total Volume and Open Interest 423,923 993,725 +3,021
Long Gilt(LIFFE)
Sep06 060817 109~05 109~14 109~02 109~09 +0~07 51,245 274,788 +0
Dec06 060817 108~31 109~04 108~31 109~02 +0~07 45 1,023 +0
Total Volume and Open Interest 51,290 275,811 +3,367
3-Mth Short Sterling(LIFFE)
Sep06 060817 94.99 94.99 94.99 94.99 unch 51,007 399,323 +0
Dec06 060817 94.84 94.84 94.84 94.84 +0.01 77,219 386,569 +0
Mar07 060817 94.77 94.77 94.77 94.77 +0.02 82,444 383,259 +0
Total Volume and Open Interest 386,186 2,173,808 -15,326
3-Mth Euribor(LIFFE)
Sep06 060817 96.660 96.665 96.655 96.660 +0.005 70,969 597,466 -11,395
Dec06 060817 96.340 96.350 96.325 96.330 -0.010 171,264 769,552 -17,405
Mar07 060817 96.215 96.230 96.180 96.195 -0.015 157,883 616,971 -13,145
Total Volume and Open Interest 833,715 3,720,366 -21,392
3-Mth Aus T-Bills(SFE)
Sep06 060817 93.78 93.79 93.77 93.79 +0.02 5,333 112,438 -2,738
Dec06 060817 93.66 93.68 93.65 93.68 +0.05 28,301 296,346 -679
Mar07 060817 93.62 93.65 93.62 93.64 +0.06 12,749 113,663 -300
Jun07 060817 93.63 93.67 93.63 93.66 +0.07 2,030 54,936 -517
Sep07 060817 93.65 93.69 93.65 93.68 +0.07 1,363 30,601 -75
Dec07 060817 93.67 93.71 93.67 93.70 +0.08 4,617 29,656 +2,431
Mar08 060817 93.66 93.69 93.66 93.69 +0.07 1,866 13,794 +1,149
Jun08 060817 93.65 93.68 93.65 93.68 +0.07 301 8,288 +200
Sep08 060817 93.67 93.67 93.66 93.66 +0.07 0 1,861 +0
Dec08 060817 93.63 93.65 93.63 93.65 +0.07 1 1,185 +0
Total Volume and Open Interest 56,565 664,962 -530
10-Year Aus T-Bonds(SFE)
Sep06 060817 94.15 94.20 94.15 94.19 +0.10 27,840 365,017 +4,788
Dec06 060817 94.19 94.19 94.19 94.19 +0.10      
Total Volume and Open Interest 27,840 365,017 +4,788
3-Year Aus T-Bonds(SFE)
Sep06 060817 94.08 94.11 94.07 94.11 +0.08 81,232 482,995 +11,521
Dec06 060817 94.11 94.11 94.11 94.11 +0.08      
Total Volume and Open Interest 81,232 482,995 +11,521
Gold(CMX)
Aug06 060817 623.5 623.5 615.4 615.4 -13.3 124 1,205 +0
Oct06 060817 633.0 635.0 617.0 619.3 -13.6 1,683 23,693 +0
Dec06 060817 639.6 642.0 623.5 625.3 -13.7 36,103 206,428 +0
Feb07 060817 646.6 646.6 630.0 631.4 -13.9 652 19,641 +0
Apr07 060817 652.4 652.4 637.5 637.5 -13.9 9 2,574 +0
Jun07 060817 652.0 652.0 643.3 643.3 -14.1 457 18,548 +0
Aug07 060817 649.2 649.2 649.2 649.2 -14.2 25 1,327 +0
Oct07 060817 655.0 655.0 655.0 655.0 -14.3 0 3,000 +0
Dec07 060817 660.9 660.9 660.9 660.9 -14.4 178 20,346 +0
Feb08 060817 666.6 666.6 666.6 666.6 -14.6 300 1,348 +0
Apr08 060817 16.9 16.9 16.9 16.9 -14.8      
Jun08 060817 678.2 678.2 678.2 678.2 -14.8 54 1,124 +0
Total Volume and Open Interest 40,043 313,327 +1,444
Silver(CMX)
Sep06 060817 1232.0 1239.0 1198.0 1199.5 -29.0 8,236 42,232 +0
Dec06 060817 1250.0 1255.0 1215.0 1216.4 -29.2 2,067 36,845 +0
Mar07 060817 1238.0 1238.0 1225.0 1229.7 -28.8 13 10,810 +0
May07 060817 1235.7 1235.7 1235.7 1235.7 -28.6 0 2,904 +0
Jul07 060817 1258.0 1258.0 1241.1 1241.1 -28.4 22 8,392 +0
Sep07 060817 1244.4 1244.4 1244.4 1244.4 -28.3 0 897 +0
Dec07 060817 1285.0 1285.0 1250.1 1250.1 -28.3 2 3,854 +0
Total Volume and Open Interest 10,382 111,358 +423
Platinum(NYM)
Oct06 060817 1249.0 1258.9 1232.5 1233.3 -17.7 670 9,127 +0
Jan07 060817 1260.0 1260.0 1241.3 1241.3 -16.7 0 815 +0
Apr07 060817 1244.3 1244.3 1244.3 1244.3 -18.7      
Jul07 060817 594.4 594.4 594.4 594.4 -18.2 0 6 +0
Total Volume and Open Interest 670 9,948 -31
Palladium(NYME)
Sep06 060817 339.00 341.50 335.00 335.85 -0.55 909 9,275 +0
Dec06 060817 345.00 347.80 338.00 341.65 -0.45 558 3,600 +0
Mar07 060817 344.65 344.65 344.65 344.65 -0.45 0 1 +0
Total Volume and Open Interest 1,467 12,911 -147
Copper(CMX)
Sep06 060817 346.50 347.50 329.00 335.75 -11.25 6,406 24,559 +0
Dec06 060817 341.00 342.50 326.50 331.50 -11.20 4,116 33,791 +0
Mar07 060817 319.00 325.50 319.00 325.00 -10.20 178 3,500 +0
May07 060817 321.00 321.00 320.00 320.00 -9.00 24 794 +0
Jul07 060817 313.50 313.80 313.50 313.80 -9.00 0 344 +0
Total Volume and Open Interest 11,461 74,277 +256
Aluminum(CMX)
Aug06 060817 111.40 111.40 111.40 111.40 -1.50 2 54 -45
Sep06 060817 111.90 111.90 111.90 111.90 -1.60 3 483 +0
Oct06 060817 112.40 112.40 112.40 112.40 -1.60 0 40 +0
Nov06 060817 112.85 112.85 112.85 112.85 -1.60 0 40 +0
Dec06 060817 113.40 113.40 113.40 113.40 -1.60 0 573 +0
Jan07 060817 112.95 112.95 112.95 112.95 -1.60      
Total Volume and Open Interest 6 1,206 -44
DJIA Index(CBOT)
Sep06 060817 11347 11400 11331 11356 +4 3,189 55,701 +0
Dec06 060817 11425 11475 11425 11442 +4 44 2,107 +0
Mar07 060817 11507 11507 11507 11507 +4 0 6 +0
Jun07 060817 11578 11578 11578 11578 +4      
Total Volume and Open Interest 3,233 57,814 +46
S & P 500(CME)
Sep06 060817 1296.70 1304.70 1295.70 1301.00 +2.10 35,113 608,575 +0
Dec06 060817 1313.50 1315.00 1312.30 1312.30 +2.20 1,141 20,143 +0
Mar07 060817 1323.60 1323.60 1323.60 1323.60 +2.30 0 408 +0
Jun07 060817 1334.90 1334.90 1334.90 1334.90 +2.30 0 3,116 +0
Total Volume and Open Interest 36,254 632,529 +1,040
S & P 500 E-Mini(Globex)
Sep06 060817 1298.75 1304.75 1295.50 1301.00 +2.00 1,079,242 1,493,368 +0
Dec06 060817 1309.50 1315.75 1306.75 1312.25 +2.25 835 9,847 +0
Total Volume and Open Interest 1,080,077 1,503,215 +15,387
NASDAQ 100(CME)
Sep06 060817 1571.00 1591.50 1569.00 1577.80 +1.50 8,937 58,858 +0
Dec06 060817 1592.50 1596.00 1592.50 1596.00 +1.50 2 85 +0
Mar07 060817 1612.50 1612.50 1612.50 1612.50 +1.50      
Total Volume and Open Interest 8,939 58,943 +757
NASDAQ 100 E-Mini(Globex)
Sep06 060817 1575.80 1591.50 1569.00 1577.80 +1.50 387,445 435,314 +0
Dec06 060817 1593.00 1610.00 1588.50 1596.00 +1.50 175 1,010 +0
Total Volume and Open Interest 387,620 436,324 +709
S & P Midcap 400(CME)
Sep06 060817 749.75 755.05 749.75 750.70 -1.50 76 9,728 +0
Dec06 060817 757.70 757.70 757.70 757.70 -1.50 0 1 +0
Mar07 060817 764.70 764.70 764.70 764.70 -1.50      
Total Volume and Open Interest 76 9,729 +9
Russell 2000(CME)
Sep06 060817 708.25 715.60 708.25 711.90 +1.80 1,674 43,863 +0
Dec06 060817 717.75 717.75 717.75 717.75 +1.80 0 31 +0
Mar07 060817 723.60 723.60 723.60 723.60 +1.80 1 1 +0
Total Volume and Open Interest 1,675 43,895 +727
Russell 2000 E-Mini(Globex)
Sep06 060817 709.90 716.40 706.70 711.90 +1.80 157,954 466,817 +0
Dec06 060817 714.10 722.40 713.40 717.80 +1.80 141 995 +0
Total Volume and Open Interest 158,095 467,812 +1,137
Value Line(KCBT)
Sep06 060817 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060817 16040 16110 16040 16065 -95      
Dec06 060817 16040 16040 16040 16040 -95      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060817 16170 16215 16010 16055 +10 47,871 228,881 +2,088
Dec06 060817 15980 16170 15980 15980 -50 41 4 +0
Mar07 060817 15990 15990 15990 15990 -55 0 1 +0
Total Volume and Open Interest 47,923 228,887 +2,088
CAC 40(EURONEXT)
Aug06 060817 5140.0 5155.0 5122.0 5146.5 +10.5 244,416 442,651 +0
Sep06 060817 5151.5 5165.0 5132.5 5157.0 +11.0 178,655 221,623 +0
Oct06 060817 5163.0 5171.5 5152.5 5171.5 +11.5 905 1,287 +0
Total Volume and Open Interest 427,981 674,521 +121,471
Hang Seng Index(HKFE)
Aug06 060817 17520 17537 17328 17408 -54 21,034 123,850 -271
Sep06 060817 17498 17512 17305 17382 -56 629 6,325 +160
Total Volume and Open Interest 21,705 131,142 -102
DAX(EUREX)
Sep06 060817 5834.0 5859.5 5817.0 5847.0 +22.5 132,916 211,493 +0
Dec06 060817 5882.0 5906.5 5866.5 5895.5 +22.5 680 14,749 +0
Mar07 060817 5937.5 5960.5 5920.5 5949.5 +22.5 317 1,682 +0
Total Volume and Open Interest 133,913 227,924 +7,271
FT-SE 100(EURONEXT)
Sep06 060817 5924.00 5929.00 5900.50 5915.50 +3.00 65,751 444,667 +0
Dec06 060817 5956.00 5962.00 5948.00 5953.50 +3.50 19 34,997 +0
Mar07 060817 5969.00 5969.00 5969.00 5969.00 +3.00 0 1,057 +0
Total Volume and Open Interest 65,770 482,471 +1,509
SPI 200(SFE)
Sep06 060817 4978.0 5033.0 4974.0 5018.0 +79.0 19,485 251,133 +5,350
Dec06 060817 5000.0 5041.0 5000.0 5032.0 +79.0 166 5,400 +60
Mar07 060817 5037.0 5039.0 5037.0 5039.0 +79.0 1 2,614 +0
Total Volume and Open Interest 19,956 262,094 +5,645
GSCI(CME)
Sep06 060817 476.00 476.40 471.60 471.90 -10.10 972 19,249 +0
Oct06 060817 486.10 486.10 486.10 486.10 -8.90      
Nov06 060817 498.00 498.00 498.00 498.00 -9.00      
Total Volume and Open Interest 972 19,249 -1,214
Reuters CRB Index(NYBOT)
Nov06 060817 393.50 394.50 391.00 391.25 -5.25 19 486 +3
Jan07 060817 393.25 393.25 393.25 393.25 -5.25 0 406 +0
Feb07 060817 390.25 390.25 390.25 390.25 -5.25 0 14 +0
Total Volume and Open Interest      
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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