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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 21, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060821 548.00 549.00 546.00 548.25 +1.25 5,530 34,247 -850
Nov06 060821 561.00 562.50 559.50 561.25 +0.75 22,242 228,634 -237
Jan07 060821 574.00 574.75 572.25 573.75 +1.00 2,236 28,614 +697
Mar07 060821 583.50 585.00 582.00 584.25 +1.50 841 11,754 -305
May07 060821 591.00 592.00 590.50 592.00 +1.50 1,016 13,284 +173
Jul07 060821 600.50 602.00 600.00 601.50 +1.75 872 12,222 -119
Aug07 060821 605.00 605.00 605.00 605.00 +2.00 0 13 +0
Total Volume and Open Interest 33,120 348,034 -495
Soybean Meal(CBOT)
Sep06 060821 159.00 160.30 159.00 159.30 unch 7,739 32,420 -3,432
Oct06 060821 160.00 160.90 159.60 159.70 -0.20 3,802 22,259 +973
Dec06 060821 161.60 163.00 161.40 161.80 -0.30 10,715 114,965 +1,354
Jan07 060821 162.80 164.20 162.80 162.90 unch 3,479 17,448 +1,530
Mar07 060821 165.50 167.00 165.50 165.70 -0.30 668 12,711 +299
May07 060821 168.00 169.00 167.50 167.70 -0.60 1,249 14,694 +35
Jul07 060821 170.80 172.00 170.50 170.50 -0.70 925 10,442 -81
Aug07 060821 172.30 173.30 171.80 171.80 -0.20 125 2,414 +85
Total Volume and Open Interest 29,104 234,836 +893
Soybean Oil(CBOT)
Sep06 060821 24.93 25.19 24.90 25.17 +0.25 4,278 17,858 -599
Oct06 060821 25.15 25.36 25.10 25.36 +0.25 2,094 17,623 +158
Dec06 060821 25.50 25.78 25.50 25.76 +0.31 10,478 146,637 +1,740
Jan07 060821 26.00 26.08 25.81 26.08 +0.33 930 13,183 +253
Mar07 060821 26.40 26.48 26.30 26.48 +0.29 397 9,352 -30
May07 060821 26.60 26.80 26.55 26.80 +0.30 529 18,934 +63
Jul07 060821 27.05 27.18 27.03 27.18 +0.30 770 12,984 +58
Aug07 060821 27.35 27.35 27.35 27.35 +0.33 64 2,391 +37
Total Volume and Open Interest 20,550 261,139 +2,178
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060821 292.3 294.8 290.5 294.2 +1.8 5,831 57,284 +1,589
Jan07 060821 301.6 303.7 301.6 303.4 +1.9 413 9,431 +173
Mar07 060821 309.8 309.8 309.8 309.8 +2.2 28 1,152 +24
May07 060821 317.1 317.1 316.7 316.7 +1.8 30 1,235 +9
Total Volume and Open Interest 6,361 77,168 +1,775
Corn(CBOT)
Sep06 060821 219.50 221.25 219.50 221.00 +1.25 14,283 133,808 -8,824
Dec06 060821 235.75 237.75 235.50 237.50 +1.75 44,924 668,615 -456
Mar07 060821 249.75 252.00 249.75 251.75 +1.75 5,134 144,840 +179
May07 060821 260.00 261.25 260.00 261.25 +2.00 823 33,605 +356
Jul07 060821 268.50 270.25 268.25 270.00 +2.00 3,790 99,886 -136
Sep07 060821 275.75 277.25 275.50 277.25 +2.00 1,280 13,208 +661
Total Volume and Open Interest 77,507 1,335,181 -8,270
Wheat(CBOT)
Sep06 060821 365.50 367.25 363.00 365.75 +1.25 7,151 47,888 -3,212
Dec06 060821 382.00 386.50 382.00 385.50 +2.25 25,220 255,730 +2,133
Mar07 060821 400.00 405.50 399.50 405.00 +3.00 2,643 37,887 -523
May07 060821 412.00 414.00 411.00 413.50 +2.50 37 1,447 +18
Jul07 060821 418.00 420.50 417.50 420.00 +2.50 5,514 69,282 -709
Total Volume and Open Interest 42,704 449,591 -1,811
Wheat(KCBT)
Sep06 060821 455.00 457.00 449.50 453.75 -0.50 5,281 23,327 -515
Dec06 060821 469.00 471.00 463.50 467.75 +1.00 14,066 84,504 +1,321
Mar07 060821 479.00 479.00 471.00 474.50 +2.50 2,001 16,321 +357
May07 060821 469.00 470.00 469.00 470.00 +2.00 147 467 +35
Jul07 060821 445.00 446.25 442.00 443.25 unch 4,106 29,917 +1,432
Total Volume and Open Interest 26,324 161,299 +2,996
Wheat(MGE)
Sep06 060821 450.00 451.25 444.00 446.50 -2.00 2,678 11,442 -20
Dec06 060821 461.00 462.00 454.00 457.00 -2.00 3,664 28,014 +866
Mar07 060821 470.00 471.50 464.00 466.00 -2.50 519 4,930 +76
May07 060821 476.00 476.00 470.00 470.00 -2.00 12 551 +3
Jul07 060821 470.00 470.00 468.00 469.00 -2.75 28 628 +4
Total Volume and Open Interest 7,025 52,843 +890
Oats(CBOT)
Sep06 060821 178.00 178.00 174.00 175.75 +0.50 202 1,149 -25
Dec06 060821 187.50 187.50 182.00 185.50 +0.50 761 10,281 +81
Mar07 060821 193.50 193.50 192.00 192.75 +0.75 10 231 -2
May07 060821 195.00 195.00 195.00 195.00 unch 0 16 +0
Total Volume and Open Interest 981 11,731 +56
Rough Rice(CBOT)
Sep06 060821 9.52 9.66 9.50 9.55 -0.28 512 2,785 -147
Nov06 060821 9.85 9.98 9.75 9.84 -0.26 711 8,868 +439
Jan07 060821 10.05 10.23 10.05 10.07 -0.23 10 1,612 +7
Mar07 060821 10.30 10.33 10.28 10.30 -0.20 16 1,824 +7
Total Volume and Open Interest 1,262 15,648 +318
Live Cattle(CME)
Aug06 060821 87.000 87.900 86.775 87.525 +0.350 2,912 10,775 -1,402
Oct06 060821 90.875 91.850 90.700 91.650 +0.775 10,445 117,556 -1,938
Dec06 060821 90.000 90.900 89.750 90.875 +0.725 5,241 34,782 -325
Feb07 060821 90.000 91.100 89.850 91.075 +0.850 2,438 20,861 +1,074
Apr07 060821 88.700 89.850 88.700 89.750 +0.775 1,539 11,211 +675
Jun07 060821 85.100 86.250 85.050 86.250 +0.900 645 4,559 +76
Total Volume and Open Interest 23,384 200,219 -1,775
Feeder Cattle(CME)
Aug06 060821 115.250 116.400 115.200 116.375 +1.050 660 6,139 -165
Sep06 060821 115.800 117.100 115.700 117.050 +1.075 731 5,388 -244
Oct06 060821 116.500 118.000 116.450 117.950 +1.350 933 13,947 +86
Nov06 060821 116.400 117.900 116.400 117.875 +1.325 256 2,891 +174
Jan07 060821 112.200 113.475 112.200 113.425 +1.075 266 2,927 +57
Mar07 060821 108.500 109.700 108.500 109.700 +1.200 80 584 +15
Apr07 060821 108.600 109.000 108.600 108.950 +0.850 56 140 +22
Total Volume and Open Interest 2,990 32,172 -54
Lean Hogs(CME)
Oct06 060821 66.800 67.250 66.450 67.050 +0.725 14,302 97,453 +1,659
Dec06 060821 63.500 64.000 63.050 63.975 +0.725 11,149 40,927 +2,188
Feb07 060821 62.900 63.475 62.700 63.450 +0.475 2,710 13,262 +266
Apr07 060821 62.950 63.400 62.700 63.350 +0.375 952 9,276 +488
May07 060821 66.150 66.200 66.100 66.200 unch 43 1,038 +8
Jun07 060821 68.175 68.300 68.000 68.200 +0.050 215 2,875 +118
Jul07 060821 65.650 65.800 65.600 65.800 +0.050 10 789 +10
Aug07 060821 63.100 63.500 63.000 63.250 unch 18 322 +2
Total Volume and Open Interest 29,422 165,965 +4,750
Pork Bellies(CME)
Aug06 060821 86.000 86.000 86.000 86.000 +0.400 5 19 -4
Feb07 060821 92.250 94.175 92.100 92.900 +0.750 461 911 +76
Mar07 060821 93.000 93.000 93.000 93.000 +0.500 1 6 +0
May07 060821 95.250 95.250 95.250 95.250 +0.750 0 6 +0
Jul07 060821 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 467 942  
Class III Milk(CME)
Aug06 060821 11.10 11.10 11.07 11.07 +0.02 80 4,346 +43
Sep06 060821 12.23 12.24 12.11 12.13 -0.09 359 5,289 +95
Oct06 060821 12.65 12.65 12.57 12.60 -0.08 208 4,527 +59
Nov06 060821 12.70 12.70 12.62 12.62 -0.08 85 3,630 +32
Dec06 060821 12.65 12.65 12.60 12.60 -0.07 95 3,162 +14
Total Volume and Open Interest 931 30,180 +298
Cocoa(NYBOT)
Sep06 060821 1501 1501 1477 1483 +2 903 1,281 -693
Dec06 060821 1549 1555 1530 1544 -1 7,464 72,263 -740
Mar07 060821 1587 1587 1570 1584 unch 2,423 22,795 +355
May07 060821 1602 1608 1598 1608 unch 548 10,498 +118
Jul07 060821 1631 1631 1631 1631 +1 72 4,600 +25
Sep07 060821 1650 1650 1650 1650 unch 65 10,310 +41
Dec07 060821 1675 1675 1675 1675 +2 330 7,319 +180
Total Volume and Open Interest 11,805 129,087 -714
Coffee "C"(NYBOT)
Sep06 060821 104.50 107.00 104.40 107.00 +3.75 4,697 18,045 -1,761
Dec06 060821 109.00 111.00 108.45 110.95 +3.80 8,632 68,694 +1,405
Mar07 060821 113.70 114.80 112.70 114.75 +3.80 1,041 11,319 +165
May07 060821 115.80 116.95 115.80 116.95 +3.80 113 2,933 -29
Jul07 060821 118.00 119.15 118.00 119.15 +3.80 10 1,886 -3
Sep07 060821 121.00 121.35 121.00 121.35 +3.80 0 2,092 +0
Total Volume and Open Interest 14,495 106,826 -222
Orange Juice(NYBOT)
Sep06 060821 180.75 185.85 178.50 185.35 +4.40 1,796 12,503 -966
Nov06 060821 182.25 186.50 180.25 186.35 +4.10 1,338 11,812 +589
Jan07 060821 180.50 186.00 179.00 186.00 +5.00 638 4,356 +290
Mar07 060821 180.00 185.70 178.75 185.70 +4.95 773 1,527 +596
May07 060821 180.00 185.70 180.00 185.70 +4.95 75 313 +75
Total Volume and Open Interest 4,620 30,558 +584
Sugar #11(NYBOT)
Oct06 060821 12.18 12.30 12.09 12.14 -0.04 15,804 225,202 -2,252
Mar07 060821 12.88 12.95 12.77 12.82 -0.02 11,980 118,079 -484
May07 060821 13.10 13.10 12.94 13.02 +0.01 3,573 45,042 -535
Jul07 060821 13.09 13.11 12.94 13.03 +0.02 1,809 34,954 -3
Oct07 060821 13.28 13.28 13.15 13.22 +0.04 1,062 27,687 +114
Total Volume and Open Interest 35,940 477,005 -2,747
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060821 21.10 21.30 21.10 21.30 +0.20 88 2,476 +14
Jan07 060821 21.30 21.30 21.30 21.30 +0.10 71 1,943 +71
Mar07 060821 21.15 21.25 21.15 21.25 +0.25 2 2,397 +0
May07 060821 21.25 21.25 21.25 21.25 +0.12 0 1,593 +0
Total Volume and Open Interest 161 10,388 +85
London Cocoa(LCE)
Sep06 060821 842 846 831 835 -13 1,085 45,025 -422
Dec06 060821 870 875 860 863 -14 1,761 49,854 -62
Mar07 060821 886 892 878 881 -12 554 40,278 +209
May07 060821 905 905 891 893 -12 445 11,662 +210
Jul07 060821 910 916 904 905 -12 77 5,612 +25
Sep07 060821 915 916 913 916 -12 470 8,462 +0
Dec07 060821 930 930 926 929 -11 0 11,226 +0
Total Volume and Open Interest 4,469 175,623 +36
London Coffee(LCE)
Sep06 060821 1570.00 1621.00 1561.00 1619.00 +77.00 3,961 26,669 -1,236
Nov06 060821 1478.00 1541.00 1478.00 1535.00 +69.00 4,778 70,613 +634
Jan07 060821 1374.00 1401.00 1370.00 1400.00 +37.00 1,978 26,514 +386
Mar07 060821 1330.00 1367.00 1330.00 1363.00 +45.00 638 8,936 +360
May07 060821 1326.00 1355.00 1324.00 1353.00 +45.00 106 3,465 +6
Jul07 060821 1322.00 1346.00 1322.00 1346.00 +46.00 36 781 -3
Total Volume and Open Interest 11,497 137,543 +147
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060821 382.10 383.90 377.00 378.00 -5.00 2,006 25,490 -165
Dec06 060821 381.10 381.70 377.00 377.00 -5.00 813 12,868 +137
Mar07 060821 368.40 368.60 363.20 363.50 -5.00 308 13,393 +133
May07 060821 374.40 374.40 369.50 370.10 -4.40 27 4,569 -6
Total Volume and Open Interest 3,172 60,537 +95
Cotton(NYBOT)
Oct06 060821 52.25 52.55 52.00 52.11 -0.29 229 3,481 +59
Dec06 060821 54.40 54.75 54.05 54.08 -0.44 4,473 118,665 -279
Mar07 060821 57.85 58.10 57.50 57.54 -0.42 1,372 33,507 +665
May07 060821 58.70 58.70 58.45 58.45 -0.50 33 1,790 +6
Jul07 060821 59.50 59.50 59.45 59.45 -0.20 5 2,536 -5
Oct07 060821 60.45 60.45 60.45 60.45 -0.15 0 46 +0
Total Volume and Open Interest 6,216 167,835 +496
Lumber(CME)
Sep06 060821 276.0 284.5 275.0 282.4 +7.4 361 2,478 -120
Nov06 060821 274.1 283.7 274.1 283.6 +9.9 475 3,574 +90
Jan07 060821 288.0 297.4 288.0 297.4 +10.0 65 188 +11
Mar07 060821 293.6 302.0 293.6 301.5 +7.9 11 46 -3
Total Volume and Open Interest 857 6,298 -30
Crude Oil(NYM)
Sep06 060821 71.75 72.50 71.45 72.45 +1.31 71,416 57,043 -15,175
Oct06 060821 72.60 73.35 72.30 73.30 +1.20 73,173 245,631 +1,815
Nov06 060821 73.55 74.30 73.35 74.22 +1.12 24,939 85,829 +1,798
Dec06 060821 74.25 75.00 74.05 74.95 +1.05 29,978 124,790 +579
Jan07 060821 75.10 75.55 75.10 75.55 +1.02 10,716 51,572 +97
Feb07 060821 75.25 75.99 75.25 75.99 +1.01 2,114 22,189 +420
Mar07 060821 75.60 76.32 75.60 76.32 +1.00 1,661 29,962 -273
Apr07 060821 76.57 76.57 76.57 76.57 +0.99 3,983 37,856 +2,820
May07 060821 76.75 76.75 76.75 76.75 +0.97 3,095 26,293 -500
Jun07 060821 76.16 76.87 76.16 76.87 +0.95 7,876 53,314 -1,346
Jul07 060821 76.92 76.92 76.92 76.92 +0.95 1,280 15,497 +440
Aug07 060821 76.94 76.94 76.94 76.94 +0.94 300 8,646 +10
Sep07 060821 76.93 76.93 76.93 76.93 +0.93 68 12,385 +28
Oct07 060821 76.89 76.89 76.89 76.89 +0.92 7 7,742 +4
Nov07 060821 76.84 76.84 76.84 76.84 +0.91 1,125 10,051 -53
Dec07 060821 76.20 76.77 76.20 76.77 +0.91 8,934 121,812 +981
Total Volume and Open Interest 258,074 1,167,524 -6,805
Heating Oil(NYM)
Sep06 060821 202.00 204.00 200.55 203.27 +4.32 17,936 25,951 -3,371
Oct06 060821 205.80 208.50 204.70 208.01 +4.17 15,134 54,109 -26
Nov06 060821 209.75 213.50 209.75 212.91 +4.17 3,617 21,298 +108
Dec06 060821 214.00 217.25 214.00 217.06 +3.87 4,067 18,972 +378
Jan07 060821 219.25 220.25 218.40 220.01 +3.72 2,492 17,464 -35
Feb07 060821 221.25 222.25 220.75 221.81 +3.67 541 11,110 +39
Mar07 060821 219.00 221.25 218.75 220.56 +3.62 484 6,248 -69
Apr07 060821 214.85 216.80 214.85 216.46 +3.62 1,772 6,041 -277
May07 060821 212.00 212.50 211.50 211.66 +3.52 115 3,528 +97
Jun07 060821 208.70 210.21 208.70 210.21 +3.52 279 11,276 +102
Jul07 060821 211.36 211.36 211.36 211.36 +3.47 4 781 +1
Aug07 060821 211.90 213.36 211.90 213.36 +3.42 2 819 +2
Total Volume and Open Interest 46,793 184,298 -2,974
Unleaded Gas(NYM)
Sep06 060821 196.50 197.00 191.55 193.66 -3.03 14,196 25,801 -302
Oct06 060821 192.50 193.30 190.25 191.67 -0.90 6,321 30,937 +1,609
Nov06 060821 188.50 190.00 188.50 189.92 +0.15 700 4,382 -298
Dec06 060821 186.25 187.50 186.25 187.42 +0.65 738 8,236 +123
Jan07 060821 186.50 186.50 185.67 185.67 +0.65 439 2,369 +93
Total Volume and Open Interest 22,394 71,725 +1,225
RBOB Gasoline(NYMEX)
Sep06 060821 199.90 201.51 197.10 197.83 -2.69 5,020 10,204 -1,053
Oct06 060821 192.75 194.30 191.75 193.08 +0.37 4,435 24,345 -161
Nov06 060821 192.00 193.50 191.50 192.53 +0.32 2,595 11,751 -115
Dec06 060821 190.00 191.50 189.00 191.33 +0.27 3,578 7,084 +787
Jan07 060821 192.53 192.53 192.53 192.53 +0.32 1,570 3,549 +722
Feb07 060821 195.43 195.43 195.43 195.43 +0.32 376 1,693 +72
Mar07 060821 198.83 198.83 198.83 198.83 +0.32 310 1,590 +83
Apr07 060821 218.33 218.33 218.33 218.33 +0.32 277 1,126 +13
May07 060821 220.48 220.48 220.48 220.48 +0.32 0 1,371 +0
Jun07 060821 221.53 221.53 221.53 221.53 +0.32 0 345 +0
Total Volume and Open Interest 18,391 63,956 +548
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060821 198.80 198.80 197.83 197.83 -2.69 2 24 +0
Oct06 060821 193.08 193.08 193.08 193.08 +0.37 0 10 +0
Nov06 060821 192.53 192.53 192.53 192.53 +0.32      
Dec06 060821 191.33 191.33 191.33 191.33 +0.27      
Total Volume and Open Interest 2 34 +0
Natural Gas(NYM)
Sep06 060821 6.660 6.780 6.460 6.624 -0.107 17,561 50,519 -1,088
Oct06 060821 6.780 6.880 6.550 6.701 -0.150 46,499 101,936 -8,189
Nov06 060821 8.870 8.900 8.610 8.721 -0.200 18,511 65,673 +58
Dec06 060821 10.380 10.430 10.150 10.251 -0.170 8,195 48,903 +851
Jan07 060821 11.080 11.130 10.850 10.966 -0.155 33,123 50,382 -6,368
Feb07 060821 11.150 11.150 10.920 10.976 -0.150 688 30,594 +360
Mar07 060821 10.850 10.950 10.750 10.766 -0.150 5,222 74,027 +515
Apr07 060821 8.440 8.450 8.340 8.366 -0.060 2,054 58,531 +247
May07 060821 8.290 8.300 8.201 8.201 -0.055 1,554 24,443 -42
Jun07 060821 8.340 8.340 8.280 8.281 -0.060 1,235 14,380 -692
Jul07 060821 8.460 8.460 8.379 8.379 -0.062 10 11,346 -1
Aug07 060821 8.520 8.520 8.455 8.461 -0.065 314 12,819 +278
Sep07 060821 8.550 8.600 8.550 8.556 -0.065 439 11,592 +22
Oct07 060821 8.701 8.701 8.701 8.701 -0.065 6,150 30,178 +1,790
Nov07 060821 9.600 9.631 9.600 9.631 -0.060 138 15,260 +12
Dec07 060821 10.526 10.526 10.526 10.526 -0.060 1,353 30,872 +967
Total Volume and Open Interest 147,190 930,743 -12,421
Brent Crude Oil(ICE)
Oct06 060821 72.59 73.74 72.53 73.38 +1.08 62,371 119,646 +4,715
Nov06 060821 73.23 74.31 73.16 74.11 +1.18 23,557 102,100 +1,776
Dec06 060821 73.69 74.75 73.69 74.66 +1.23 14,431 67,356 -298
Jan07 060821 74.31 75.17 74.31 75.13 +1.22 5,247 23,672 +547
Feb07 060821 74.73 75.54 74.73 75.54 +1.21 1,673 21,572 +363
Mar07 060821 75.47 75.81 75.25 75.81 +1.18 866 12,853 +102
Apr07 060821 75.69 75.99 75.54 75.99 +1.14 314 16,064 +57
May07 060821 75.88 76.12 75.76 76.12 +1.05 108 9,827 +104
Jun07 060821 76.01 76.20 75.70 76.20 +1.03 1,586 19,321 -433
Jul07 060821 76.04 76.26 75.82 76.26 +1.01 25 1,224 +0
Aug07 060821 76.06 76.26 75.78 76.26 +1.01 10 1,315 +0
Sep07 060821 76.24 76.24 76.24 76.24 +1.01 34 1,699 +34
Oct07 060821 76.19 76.19 76.19 76.19 +1.01 110 425 +110
Nov07 060821 76.13 76.13 76.13 76.13 +1.03 100 8,462 +0
Total Volume and Open Interest 115,148 485,489 +9,415
Gas Oil(ICE)
Sep06 060821 641.00 660.00 641.00 648.75 +11.00 26,332 58,155 +431
Oct06 060821 650.50 664.75 650.00 655.00 +9.75 13,236 53,007 +636
Nov06 060821 657.75 672.75 657.50 661.00 +8.50 9,164 20,488 +1,225
Dec06 060821 664.25 679.50 664.25 666.75 +7.00 6,517 36,904 +1,145
Jan07 060821 677.50 680.00 671.50 673.00 +6.50 2,791 18,857 +513
Feb07 060821 678.75 690.25 675.50 677.00 +6.00 1,061 6,742 +527
Mar07 060821 682.25 682.25 675.75 677.00 +6.00 675 6,910 +235
Apr07 060821 674.75 674.75 674.75 674.75 +5.50 0 2,350 +0
May07 060821 672.25 672.25 672.25 672.25 +4.75 0 1,100 +0
Jun07 060821 673.00 676.50 668.50 669.75 +4.50 451 20,240 -150
Total Volume and Open Interest 60,598 256,244 +4,466
US Dollar Index(NYBOT)
Sep06 060821 84.90 84.90 84.27 84.53 -0.45 4,962 16,332 -75
Dec06 060821 84.51 84.51 83.95 84.16 -0.45 41 2,425 +10
Mar07 060821 83.81 83.81 83.81 83.81 -0.45 0 6 +0
Total Volume and Open Interest 5,003 18,768 -65
Australian Dollar(CME)
Sep06 060821 76.34 76.37 76.26 76.29 +0.52 4,484 61,845 -8,493
Dec06 060821 76.20 76.20 76.12 76.15 +0.52 5 958 -3
Mar07 060821 76.02 76.02 76.02 76.02 +0.52 0 108 +0
Total Volume and Open Interest 4,489 62,917 -8,496
British Pound(CME)
Sep06 060821 189.83 190.04 189.50 189.52 +1.37 1,568 124,528 -4,580
Dec06 060821 189.94 189.94 189.75 189.75 +1.37 0 866 +39
Mar07 060821 189.89 189.89 189.89 189.89 +1.37 0 124 +0
Total Volume and Open Interest 1,568 125,519 -4,541
Canadian Dollar(CME)
Sep06 060821 89.56 89.63 89.34 89.61 +0.72 3,898 86,242 +3,434
Dec06 060821 89.84 89.87 89.84 89.87 +0.72 63 4,038 +151
Mar07 060821 90.20 90.20 90.14 90.14 +0.72 0 347 -3
Jun07 060821 90.41 90.41 90.41 90.41 +0.72 1 263 +0
Total Volume and Open Interest 3,962 91,065 +3,582
Japanese Yen(CME)
Sep06 060821 86.72 86.81 86.53 86.66 +0.01 3,378 191,271 -10,131
Dec06 060821 87.86 87.86 87.75 87.75 +0.01 0 20,955 -2,789
Mar07 060821 88.83 88.83 88.83 88.83 +0.01 0 60 +0
Total Volume and Open Interest 3,378 212,309 -12,920
Swiss Franc(CME)
Sep06 060821 82.05 82.35 81.96 81.99 +0.64 923 65,222 +328
Dec06 060821 82.73 82.74 82.73 82.74 +0.64 0 1,118 -37
Mar07 060821 83.48 83.48 83.48 83.48 +0.64 0 81 +0
Total Volume and Open Interest 923 66,453 +291
EuroFX(CME)
Sep06 060821 129.35 129.61 129.18 129.22 +0.73 1,777 177,449 -108
Dec06 060821 129.89 129.89 129.89 129.89 +0.73 281 2,468 +223
Mar07 060821 130.42 130.46 130.42 130.46 +0.73 0 161 +0
Total Volume and Open Interest 2,058 180,155 +115
Mexican Peso(CME)
Sep06 060821 9242.0 9260.0 9235.0 9255.0 +23.0 6,558 63,673 +388
Dec06 060821 2.2 2.2 2.2 2.2 -3.2 3 23,146 +3
Total Volume and Open Interest 6,564 88,510 +394
30-Year T-Bonds(CBOT)
Sep06 060821 109~18 109~27 109~15 109~25 +0~05 209,892 769,684 +2,844
Dec06 060821 109~30 110~04 109~25 110~03 +0~05 3,621 47,395 +1,349
Mar07 060821 109~25 109~30 109~25 109~30 +0~05 0 31 +0
Total Volume and Open Interest 213,513 817,125 +4,193
10-Year T-Notes(CBOT)
Sep06 060821 106~270 106~315 106~250 106~300 +0~025 534,381 2,107,591 -11,018
Dec06 060821 106~260 106~315 106~260 106~305 +0~030 33,578 187,766 +12,090
Total Volume and Open Interest 567,959 2,295,494 +1,072
5-Year T-Notes(CBOT)
Sep06 060821 104~225 104~245 104~215 104~240 +0~020 307,272 0 +0
Dec06 060821 104~255 104~265 104~245 104~265 +0~020 17,639 0 +0
Total Volume and Open Interest 324,911    
2 Year T-Notes(CBOT)
Sep06 060821 101~113 101~116 101~112 101~114 +0~002 20,717 664,966 -367
Dec06 060821 101~124 101~126 101~124 101~126 +0~002 11,958 50,453 +9,730
Total Volume and Open Interest 32,675 715,419 +9,363
Eurodollars(CME)
Sep06 060821 94.580 94.582 94.577 94.580 +0.003 59,245 1,382,564 -35,923
Dec06 060821 94.560 94.565 94.550 94.560 unch 64,667 1,579,070 +4,158
Mar07 060821 94.670 94.670 94.655 94.665 -0.005 66,146 1,251,633 +17,341
Jun07 060821 94.815 94.820 94.805 94.815 unch 62,422 1,084,589 -3,012
Sep07 060821 94.945 94.950 94.930 94.945 +0.010 16,752 1,103,504 -8,034
Dec07 060821 95.000 95.015 95.000 95.015 +0.020 21,643 907,589 +25,795
Mar08 060821 95.035 95.045 95.020 95.040 +0.020 35,875 598,398 +6,949
Jun08 060821 95.025 95.040 95.015 95.035 +0.015 32,659 416,372 +8,465
Sep08 060821 94.995 95.015 94.995 95.015 +0.015 9,889 295,669 -3,159
Dec08 060821 94.960 94.980 94.960 94.980 +0.015 19,842 299,128 +5,094
Mar09 060821 94.930 94.950 94.930 94.950 +0.010 19,746 270,366 +3,308
Jun09 060821 94.895 94.910 94.895 94.910 +0.010 19,140 203,732 +4,992
Sep09 060821 94.855 94.870 94.855 94.870 +0.010 7,845 130,837 +2,082
Dec09 060821 94.810 94.825 94.810 94.825 +0.010 9,777 118,563 +272
Mar10 060821 94.775 94.795 94.775 94.795 +0.010 6,946 105,384 -227
Jun10 060821 94.735 94.755 94.735 94.755 +0.010 4,899 104,779 +2,188
Sep10 060821 94.715 94.720 94.695 94.720 +0.010 5,722 96,916 -2,521
Dec10 060821 94.670 94.675 94.650 94.675 +0.010 9,494 77,307 +2,394
Total Volume and Open Interest 483,158 10,249,691 +29,162
3-Mth Euro-Yen(CME)
Sep06 060821 99.54 99.54 99.54 99.54 +0.01 667 12,117 -1,204
Dec06 060821 99.34 99.34 99.34 99.34 +0.01 50 13,999 -530
Mar07 060821 99.18 99.18 99.18 99.18 +0.02 485 6,437 +450
Jun07 060821 99.04 99.04 99.04 99.04 +0.02 82 9,440 +1,512
Sep07 060821 98.92 98.92 98.92 98.92 +0.02 0 1,676 -190
Dec07 060821 98.80 98.80 98.80 98.80 +0.03 199 2,612 +0
Mar08 060821 98.69 98.69 98.69 98.69 +0.02 0 1,031 +41
Jun08 060821 98.60 98.60 98.60 98.60 +0.01 1 1,929 +0
Sep08 060821 98.48 98.48 98.48 98.48 +0.01 0 7 +0
Dec08 060821 98.36 98.36 98.36 98.36 +0.01 0 4 +0
Total Volume and Open Interest 1,484 49,258 +79
3-Mth Euro-Yen(SIMEX)
Sep06 060821 99.54 99.54 99.54 99.54 +0.02 0 62,794 +2,218
Dec06 060821 99.33 99.34 99.33 99.34 +0.02 1,385 98,129 +317
Mar07 060821 99.16 99.17 99.16 99.17 +0.02 0 62,605 +62
Jun07 060821 99.04 99.04 99.04 99.04 +0.02 6 32,458 +1,552
Sep07 060821 98.91 98.91 98.91 98.91 +0.02 12 17,397 -83
Dec07 060821 98.79 98.79 98.79 98.79 +0.02 0 47,584 -143
Mar08 060821 98.69 98.69 98.69 98.69 +0.03 0 21,562 +43
Jun08 060821 98.59 98.59 98.59 98.59 +0.03 0 3,102 +1,418
Total Volume and Open Interest 1,403 346,722 +5,384
German Euro-Bund(EUREX)
Sep06 060821 117.04 117.44 116.99 117.30 +0.31 939,104 1,472,884 -8,148
Dec06 060821 116.35 116.75 116.35 116.61 +0.31 16,969 32,475 +6,308
Mar07 060821 116.55 116.55 116.55 116.55 +0.37 3 14 +3
Total Volume and Open Interest 956,076 1,505,373 -1,837
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060821 109.29 109.52 109.27 109.45 +0.20 1,408 7,986 +1,025
Mar07 060821 109.21 109.21 109.21 109.21 +0.18      
Total Volume and Open Interest 453,227 968,970 -8,196
Long Gilt(LIFFE)
Sep06 060821 109~27 110~03 109~20 109~31 +0~10 56,742 266,522 -1,419
Dec06 060821 109~10 109~24 109~10 109~24 +0~10 1,368 3,335 +1,317
Total Volume and Open Interest 58,110 269,857 -102
3-Mth Short Sterling(LIFFE)
Sep06 060821 95.00 95.00 95.00 95.00 +0.01 19,812 419,407 +353
Dec06 060821 94.85 94.85 94.85 94.85 +0.01 40,941 388,850 -6,646
Mar07 060821 94.80 94.80 94.80 94.80 +0.02 32,191 388,023 -2,027
Total Volume and Open Interest 201,572 2,236,203 -22,642
3-Mth Euribor(LIFFE)
Sep06 060821 96.660 96.665 96.655 96.660 unch 73,619 585,405 -3,096
Dec06 060821 96.325 96.340 96.320 96.330 +0.005 144,954 758,400 -8,938
Mar07 060821 96.185 96.220 96.180 96.205 +0.020 158,522 663,245 +35,524
Total Volume and Open Interest 743,786 3,804,693 +46,617
3-Mth Aus T-Bills(SFE)
Sep06 060821 93.79 93.80 93.79 93.80 unch 7,780 103,534 -7,722
Dec06 060821 93.69 93.70 93.67 93.70 unch 43,817 313,912 +2,771
Mar07 060821 93.66 93.68 93.64 93.68 +0.01 15,121 118,834 -5,211
Jun07 060821 93.69 93.71 93.68 93.70 unch 3,953 54,123 -892
Sep07 060821 93.72 93.74 93.70 93.74 +0.02 365 31,041 +167
Dec07 060821 93.74 93.75 93.74 93.75 +0.02 26 29,346 +0
Mar08 060821 93.71 93.75 93.71 93.75 +0.02 28 12,602 +27
Jun08 060821 93.71 93.74 93.71 93.74 +0.02 111 10,232 +100
Sep08 060821 93.72 93.72 93.72 93.72 +0.02 110 1,870 +10
Dec08 060821 93.71 93.71 93.71 93.71 +0.02 200 1,135 +0
Total Volume and Open Interest 71,611 678,915 -10,657
10-Year Aus T-Bonds(SFE)
Sep06 060821 94.24 94.28 94.24 94.28 +0.04 39,996 375,450 +1,591
Dec06 060821 94.28 94.28 94.28 94.28 +0.04      
Total Volume and Open Interest 39,996 375,450 +1,591
3-Year Aus T-Bonds(SFE)
Sep06 060821 94.14 94.17 94.12 94.16 +0.02 139,478 524,381 +15,818
Dec06 060821 94.16 94.16 94.16 94.16 +0.02      
Total Volume and Open Interest 139,478 524,381 +15,818
Gold(CMX)
Aug06 060821 621.0 626.5 621.0 625.7 +13.6 102 802 -155
Oct06 060821 626.5 630.0 625.0 629.2 +13.4 1,356 22,700 -282
Dec06 060821 632.0 636.5 631.3 635.2 +13.5 37,746 200,009 -929
Feb07 060821 641.5 641.5 639.5 641.4 +13.7 467 20,383 +272
Apr07 060821 647.5 647.5 647.5 647.5 +13.9 121 2,701 -12
Jun07 060821 654.0 654.0 652.5 653.5 +14.1 25 18,579 -13
Aug07 060821 659.4 659.4 659.4 659.4 +14.2 144 1,557 +144
Oct07 060821 665.3 665.3 665.3 665.3 +14.3 0 3,000 +0
Dec07 060821 672.5 672.5 671.3 671.3 +14.5 76 20,377 +61
Feb08 060821 677.1 677.1 677.1 677.1 +14.6 0 1,348 +0
Apr08 060821 27.6 27.6 27.6 27.6 +14.8 60 85 +35
Jun08 060821 688.9 688.9 688.9 688.9 +14.9 113 1,337 +13
Total Volume and Open Interest 40,312 307,299 -766
Silver(CMX)
Sep06 060821 1230.0 1245.0 1229.0 1234.5 +31.5 10,305 41,528 -520
Dec06 060821 1248.0 1263.0 1248.0 1252.0 +32.1 2,311 39,366 +306
Mar07 060821 1265.1 1265.1 1265.1 1265.1 +31.9 82 10,883 +69
May07 060821 1271.0 1271.0 1271.0 1271.0 +31.8 52 2,927 +23
Jul07 060821 1276.3 1276.3 1276.3 1276.3 +31.7 54 8,390 -3
Sep07 060821 1279.5 1279.5 1279.5 1279.5 +31.6 0 858 +0
Dec07 060821 1293.0 1293.0 1285.2 1285.2 +31.6 9 3,857 -3
Total Volume and Open Interest 12,856 113,382 -193
Platinum(NYM)
Oct06 060821 1235.0 1244.0 1230.0 1242.1 +18.5 1,187 9,102 -151
Jan07 060821 1250.1 1250.1 1250.1 1250.1 +18.5 18 885 +0
Apr07 060821 1255.1 1255.1 1255.1 1255.1 +18.5      
Jul07 060821 604.7 604.7 604.7 604.7 +18.5 0 6 +0
Total Volume and Open Interest 1,205 9,993 -151
Palladium(NYME)
Sep06 060821 338.50 346.00 338.50 345.20 +10.90 562 8,685 -173
Dec06 060821 345.80 351.00 345.80 351.00 +10.90 314 4,411 +197
Mar07 060821 354.00 354.00 354.00 354.00 +10.90 0 1 +0
Total Volume and Open Interest 876 13,132 +24
Copper(CMX)
Sep06 060821 348.00 354.50 347.00 351.95 +8.50 6,092 20,307 -1,584
Dec06 060821 345.00 351.00 344.00 348.95 +9.15 6,236 36,068 +666
Mar07 060821 338.75 342.05 338.50 342.05 +8.85 281 3,659 +57
May07 060821 336.35 336.35 336.35 336.35 +8.65 76 869 +31
Jul07 060821 329.95 329.95 329.95 329.95 +8.45 3 353 +0
Total Volume and Open Interest 13,228 72,160 -1,013
Aluminum(CMX)
Aug06 060821 112.50 112.50 112.50 112.50 +0.40 2 4 -50
Sep06 060821 113.00 113.00 113.00 113.00 +0.40 3 533 +0
Oct06 060821 113.70 113.70 113.70 113.70 +0.65 0 40 +0
Nov06 060821 114.00 114.00 114.00 114.00 +0.55 0 40 +0
Dec06 060821 114.30 114.30 114.30 114.30 +0.40 0 573 +0
Jan07 060821 113.85 113.85 113.85 113.85 +0.40      
Total Volume and Open Interest 6 1,208 -49
DJIA Index(CBOT)
Sep06 060821 11382 11392 11345 11386 -23 5,345 55,971 +252
Dec06 060821 11460 11475 11430 11472 -23 15 2,159 +6
Mar07 060821 11537 11537 11537 11537 -23 0 6 +0
Jun07 060821 11608 11608 11608 11608 -23      
Total Volume and Open Interest 5,360 58,136 +258
S & P 500(CME)
Sep06 060821 1302.70 1303.30 1298.50 1302.30 -4.80 25,200 606,820 -2,859
Dec06 060821 1313.00 1313.60 1310.00 1313.60 -4.80 1,155 23,445 +1,129
Mar07 060821 1324.80 1324.80 1324.80 1324.80 -4.90 0 403 +0
Jun07 060821 1336.10 1336.10 1336.10 1336.10 -4.90 0 3,116 +0
Total Volume and Open Interest 26,355 634,071 -1,730
S & P 500 E-Mini(Globex)
Sep06 060821 1306.50 1306.75 1298.50 1302.25 -4.75 782,213 1,533,945 +19,088
Dec06 060821 1316.75 1317.25 1310.00 1313.50 -5.00 12,338 21,620 +10,922
Total Volume and Open Interest 794,551 1,555,565 +30,010
NASDAQ 100(CME)
Sep06 060821 1571.00 1574.00 1561.50 1568.50 -16.50 6,978 59,349 +1,192
Dec06 060821 1587.50 1589.00 1583.00 1587.50 -15.80 1 86 +0
Mar07 060821 1604.00 1604.00 1604.00 1604.00 -15.80      
Total Volume and Open Interest 6,979 59,435 +1,192
NASDAQ 100 E-Mini(Globex)
Sep06 060821 1583.50 1583.80 1561.50 1568.50 -16.50 271,939 425,004 -15,057
Dec06 060821 1599.00 1599.00 1582.30 1587.50 -15.80 61 1,110 +3
Total Volume and Open Interest 272,000 426,114 -15,054
S & P Midcap 400(CME)
Sep06 060821 750.50 750.50 745.75 746.70 -6.40 178 9,825 +132
Dec06 060821 753.70 753.70 753.70 753.70 -6.40 0 13 +0
Mar07 060821 760.70 760.70 760.70 760.70 -6.40      
Total Volume and Open Interest 178 9,838 +132
Russell 2000(CME)
Sep06 060821 710.50 710.50 704.00 707.80 -6.50 639 44,091 -133
Dec06 060821 713.65 713.65 713.65 713.65 -6.50 0 31 +0
Mar07 060821 716.00 719.50 716.00 719.50 -6.50 0 1 +0
Total Volume and Open Interest 639 44,123 -133
Russell 2000 E-Mini(Globex)
Sep06 060821 714.30 714.60 703.70 707.80 -6.50 120,627 467,899 +1,512
Dec06 060821 713.90 716.00 710.00 713.70 -6.50 479 1,167 +188
Total Volume and Open Interest 121,106 469,066 +1,700
Value Line(KCBT)
Sep06 060821 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060821 16030 16030 15960 16015 -110      
Dec06 060821 15990 15990 15980 15990 -95      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060821 16135 16150 15930 16000 -140 36,276 234,824 +196
Dec06 060821 16010 16100 15900 15930 -135 8 382 +360
Mar07 060821 15940 15940 15940 15940 -135 0 1 +0
Total Volume and Open Interest 36,285 235,208 +556
CAC 40(EURONEXT)
Aug06 060818 5145.0 5159.0 5133.5 5151.5 +5.0 161,322 348,113 -94,538
Sep06 060821 5155.0 5155.0 5103.5 5113.0 -32.5 91,124 420,336 +29,486
Oct06 060821 5135.0 5138.0 5127.5 5127.5 -32.5 910 2,807 -548
Total Volume and Open Interest 135,570 432,430 -319,148
Hang Seng Index(HKFE)
Aug06 060821 17299 17378 16983 16991 -344 33,289 127,162 -1,173
Sep06 060821 17269 17335 16953 16953 -347 1,884 7,285 +390
Total Volume and Open Interest 35,198 135,433 -769
DAX(EUREX)
Sep06 060821 5835.0 5836.5 5784.0 5804.0 -26.5 107,380 214,958 +554
Dec06 060821 5902.0 5902.0 5833.0 5852.5 -26.5 302 14,748 -110
Mar07 060821 5930.0 5932.0 5886.5 5906.0 -27.0 518 1,585 -128
Total Volume and Open Interest 108,200 231,291 +316
FT-SE 100(EURONEXT)
Sep06 060821 5912.00 5951.50 5895.00 5929.00 +14.00 59,434 440,144 -3,381
Dec06 060821 5940.50 5976.50 5940.50 5967.00 +14.00 148 35,027 +13
Mar07 060821 5983.00 5983.00 5983.00 5983.00 +14.00 1 1,057 +0
Total Volume and Open Interest 59,583 477,978 -3,368
SPI 200(SFE)
Sep06 060821 5026.0 5075.0 5026.0 5047.0 +31.0 14,587 255,558 -2,488
Dec06 060821 5063.0 5087.0 5056.0 5059.0 +29.0 6 5,461 +1
Mar07 060821 5095.0 5095.0 5065.0 5065.0 +29.0 1 2,613 -1
Total Volume and Open Interest 14,594 266,579 -2,532
GSCI(CME)
Sep06 060821 478.80 480.90 477.00 480.25 +5.45 257 19,754 +98
Oct06 060821 492.50 494.50 488.40 494.50 +6.00      
Nov06 060821 504.30 504.30 504.30 504.30 +4.30      
Total Volume and Open Interest 257 19,754 +98
Reuters CRB Index(NYBOT)
Nov06 060821 393.50 396.50 393.50 396.00 +4.20 26 487 +2
Jan07 060821 398.00 398.00 398.00 398.00 +4.20 0 406 +0
Feb07 060821 396.00 396.00 396.00 396.00 +4.20 0 14 +0
Total Volume and Open Interest 26 907 +2
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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