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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 Wed August 23, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060823 549.50 555.00 548.75 552.25 +3.00 4,795 31,764 -1,634
Nov06 060823 562.50 569.00 562.00 566.50 +4.25 22,032 233,322 +1,888
Jan07 060823 575.00 581.50 574.75 579.25 +3.75 2,316 30,397 +1,116
Mar07 060823 587.50 592.00 586.50 589.25 +2.00 1,889 12,466 +619
May07 060823 594.50 601.75 594.50 599.50 +4.00 1,478 13,547 +0
Jul07 060823 605.00 611.50 605.00 609.75 +4.75 1,605 13,013 +529
Aug07 060823 614.00 614.00 614.00 614.00 +9.00 2 23 +0
Total Volume and Open Interest 34,612 354,386 +2,540
Soybean Meal(CBOT)
Sep06 060823 158.70 160.50 158.50 159.70 +1.40 7,148 31,446 -776
Oct06 060823 159.10 161.20 159.10 160.30 +1.50 2,952 23,623 +349
Dec06 060823 161.10 163.50 161.10 162.60 +1.50 12,464 118,143 +2,318
Jan07 060823 162.70 164.80 162.70 163.80 +1.60 2,933 16,838 -545
Mar07 060823 165.30 167.50 165.30 166.70 +1.80 1,849 13,117 +560
May07 060823 168.00 169.50 167.80 169.10 +1.90 1,526 15,021 +305
Jul07 060823 170.50 172.50 170.50 171.70 +1.60 1,861 11,091 +461
Aug07 060823 172.70 174.00 172.70 172.80 +1.50 108 2,522 +86
Total Volume and Open Interest 31,515 239,623 +2,876
Soybean Oil(CBOT)
Sep06 060823 25.48 25.60 25.34 25.52 +0.04 4,541 15,139 -2,517
Oct06 060823 25.68 25.74 25.54 25.68 unch 2,879 19,560 +763
Dec06 060823 26.07 26.17 25.93 26.09 +0.03 12,557 146,596 -32
Jan07 060823 26.38 26.45 26.29 26.41 +0.03 676 13,187 +17
Mar07 060823 26.75 26.87 26.65 26.80 +0.03 2,153 10,922 +1,625
May07 060823 27.13 27.21 27.05 27.21 +0.08 585 19,019 +149
Jul07 060823 27.55 27.63 27.45 27.59 +0.09 1,331 12,972 -29
Aug07 060823 27.65 27.88 27.65 27.73 +0.08 10 2,386 +0
Total Volume and Open Interest 24,983 262,233 +65
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060823 294.5 296.9 294.1 296.6 +2.6 5,530 55,468 -1,043
Jan07 060823 303.5 305.9 303.5 305.7 +2.6 2,140 12,034 -728
Mar07 060823 313.4 315.8 312.1 313.9 +3.7 893 1,976 +824
May07 060823 319.6 319.6 319.6 319.6 +2.1 64 1,283 +48
Total Volume and Open Interest 8,648 78,839 -933
Corn(CBOT)
Sep06 060823 219.25 225.00 219.25 223.50 +4.00 16,200 121,064 -8,190
Dec06 060823 236.00 241.75 235.75 240.00 +4.00 35,925 673,240 +1,663
Mar07 060823 250.50 256.00 250.50 254.50 +4.00 4,191 146,451 +715
May07 060823 260.25 266.00 260.00 264.25 +4.50 519 33,378 +108
Jul07 060823 269.50 274.50 268.75 273.25 +4.50 1,796 100,766 +779
Sep07 060823 277.00 281.00 276.00 280.50 +4.50 115 13,271 +34
Total Volume and Open Interest 63,013 1,331,727 -3,580
Wheat(CBOT)
Sep06 060823 361.00 369.50 359.50 366.00 +6.25 6,310 39,993 -4,755
Dec06 060823 380.50 389.50 379.25 387.00 +7.00 20,116 263,576 +5,442
Mar07 060823 398.50 407.50 398.00 404.50 +6.50 877 37,914 -131
May07 060823 409.50 416.50 409.50 415.00 +7.50 137 1,489 -2
Jul07 060823 415.50 424.00 414.50 420.50 +5.25 2,511 68,771 -183
Total Volume and Open Interest 30,853 448,728 +270
Wheat(KCBT)
Sep06 060823 447.50 456.00 444.50 453.75 +7.25 3,794 20,675 -1,557
Dec06 060823 462.50 470.50 459.00 467.25 +4.75 9,101 87,486 +1,525
Mar07 060823 470.00 476.50 466.50 473.25 +4.25 1,367 17,888 +87
May07 060823 462.00 467.00 462.00 465.00 +4.00 2 472 +4
Jul07 060823 436.00 446.50 434.00 441.25 +5.00 3,375 30,690 -232
Total Volume and Open Interest 18,029 165,198 +237
Wheat(MGE)
Sep06 060823 439.50 445.00 436.50 439.75 +1.25 2,372 9,685 -798
Dec06 060823 449.00 455.00 447.00 451.00 +2.25 3,290 27,187 +41
Mar07 060823 458.50 464.00 457.00 460.50 +1.00 334 5,090 +166
May07 060823 465.00 465.00 463.50 465.00 unch 31 587 +24
Jul07 060823 468.00 468.00 468.00 468.00 +2.00 2 627 +2
Total Volume and Open Interest 6,262 50,528 -463
Oats(CBOT)
Sep06 060823 174.00 176.25 174.00 175.25 +0.75 97 1,098 -19
Dec06 060823 184.00 185.00 183.00 184.00 +0.50 356 9,753 +17
Mar07 060823 191.75 192.25 191.25 191.25 -0.75 13 342 +5
May07 060823 195.00 195.00 195.00 195.00 unch 0 11 +0
Total Volume and Open Interest 473 11,265 +6
Rough Rice(CBOT)
Sep06 060823 9.06 9.23 8.98 9.15 +0.10 549 2,506 -63
Nov06 060823 9.35 9.52 9.26 9.44 +0.09 2,542 8,737 -242
Jan07 060823 9.64 9.78 9.55 9.66 +0.07 367 1,885 +208
Mar07 060823 9.87 10.00 9.85 9.90 +0.05 254 1,959 +85
Total Volume and Open Interest 3,861 15,736 +58
Live Cattle(CME)
Aug06 060823 87.200 87.350 86.650 87.200 +0.150 2,453 9,488 -757
Oct06 060823 91.300 91.600 90.950 91.450 +0.025 8,840 117,957 -935
Dec06 060823 90.450 90.875 90.200 90.800 +0.325 4,089 36,266 +467
Feb07 060823 90.975 91.400 90.875 91.375 +0.175 2,273 22,034 +537
Apr07 060823 89.800 90.050 89.750 89.950 +0.050 651 11,655 +341
Jun07 060823 86.300 86.450 86.200 86.450 +0.050 508 4,930 +313
Total Volume and Open Interest 19,026 203,023 +87
Feeder Cattle(CME)
Aug06 060823 115.975 116.100 115.300 115.900 -0.075 706 5,749 -181
Sep06 060823 116.325 116.450 115.650 116.050 -0.225 778 5,165 -130
Oct06 060823 117.200 117.450 116.500 116.925 -0.350 1,843 14,414 +63
Nov06 060823 117.000 117.250 116.550 116.875 -0.225 472 3,176 +177
Jan07 060823 113.300 113.500 112.825 113.175 -0.325 147 2,946 -8
Mar07 060823 109.000 109.500 109.000 109.400 unch 76 620 +29
Apr07 060823 108.550 108.550 108.500 108.500 -0.100 11 162 +11
Total Volume and Open Interest 4,056 32,397 -30
Lean Hogs(CME)
Oct06 060823 66.950 67.400 66.100 66.175 -0.825 8,301 97,871 -103
Dec06 060823 63.300 63.425 62.525 62.750 -0.675 4,852 42,780 +1,326
Feb07 060823 62.850 63.000 62.100 62.375 -0.825 1,294 13,634 +334
Apr07 060823 62.700 62.750 62.000 62.050 -0.625 577 9,631 +271
May07 060823 65.700 65.800 65.400 65.775 -0.225 81 1,116 +17
Jun07 060823 67.800 67.800 67.100 67.100 -0.625 169 2,994 +66
Jul07 060823 65.450 65.450 64.700 64.950 -0.600 39 838 +17
Aug07 060823 62.700 62.700 62.050 62.500 -0.200 49 338 +11
Total Volume and Open Interest 15,438 169,300 +1,979
Pork Bellies(CME)
Aug06 060823 85.700 85.700 85.700 85.700 unch 9 4 -6
Feb07 060823 90.000 90.000 88.325 88.450 -2.250 421 778 -105
Mar07 060823 88.750 88.750 88.575 88.575 -1.475 2 6 +0
May07 060823 91.275 91.275 91.275 91.275 -1.475 0 7 +0
Jul07 060821 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 467 942  
Class III Milk(CME)
Aug06 060823 11.07 11.07 11.05 11.05 +0.07 6 4,382 +35
Sep06 060823 12.06 12.18 12.01 12.18 +0.10 195 5,304 -20
Oct06 060823 12.50 12.59 12.48 12.59 +0.06 239 4,551 +10
Nov06 060823 12.55 12.55 12.53 12.55 unch 91 3,664 +12
Dec06 060823 12.55 12.58 12.54 12.58 unch 102 3,191 +30
Total Volume and Open Interest 818 30,485 +143
Cocoa(NYBOT)
Sep06 060823 1445 1475 1445 1470 +10 57 933 -43
Dec06 060823 1515 1539 1511 1534 +13 5,229 71,708 -355
Mar07 060823 1558 1575 1558 1575 +13 1,512 22,986 +66
May07 060823 1592 1599 1592 1599 +12 889 10,778 +344
Jul07 060823 1622 1622 1622 1622 +12 75 4,675 +75
Sep07 060823 1644 1644 1644 1644 +14 134 10,326 -9
Dec07 060823 1667 1667 1667 1667 +14 100 7,549 +100
Total Volume and Open Interest 7,996 128,976 +178
Coffee "C"(NYBOT)
Sep06 060823 107.00 109.50 106.75 107.35 -0.85 16,555 4,741 -7,344
Dec06 060823 112.00 114.00 110.50 111.35 -1.25 25,215 75,892 +3,470
Mar07 060823 116.20 117.30 114.70 115.05 -1.35 1,831 12,172 +752
May07 060823 118.40 119.30 117.35 117.35 -1.35 588 3,290 +309
Jul07 060823 121.00 121.00 119.55 119.55 -1.35 85 1,916 +13
Sep07 060823 123.50 123.60 121.75 121.75 -1.35 70 2,092 +0
Total Volume and Open Interest 44,345 101,960 -2,800
Orange Juice(NYBOT)
Sep06 060823 181.00 183.50 180.75 181.50 +0.40 4,102 9,327 -2,905
Nov06 060823 182.75 185.30 182.50 183.35 +0.35 4,341 14,852 +2,514
Jan07 060823 182.40 184.25 182.40 182.75 +0.35 351 4,630 +219
Mar07 060823 182.60 182.60 182.60 182.60 +0.35 145 1,471 -91
May07 060823 182.25 182.60 182.25 182.60 +0.35 0 331 -10
Total Volume and Open Interest 8,939 30,655 -273
Sugar #11(NYBOT)
Oct06 060823 12.12 12.57 12.10 12.41 +0.35 16,711 222,864 -2,066
Mar07 060823 12.85 13.25 12.83 13.11 +0.36 12,474 117,367 -1,051
May07 060823 13.02 13.38 13.00 13.29 +0.35 2,174 45,209 -354
Jul07 060823 13.03 13.36 13.03 13.31 +0.35 1,952 35,281 +342
Oct07 060823 13.22 13.50 13.20 13.45 +0.33 1,875 28,339 +495
Total Volume and Open Interest 38,191 476,171 -2,631
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060823 21.35 21.50 21.30 21.43 +0.09 68 2,398 +33
Jan07 060823 21.35 21.50 21.30 21.50 +0.20 91 1,990 +42
Mar07 060823 21.30 21.45 21.30 21.45 +0.10 35 2,517 +20
May07 060823 21.40 21.40 21.40 21.40 unch 30 1,612 +19
Total Volume and Open Interest 254 10,507 +124
London Cocoa(LCE)
Sep06 060823 826 831 817 829 +3 1,330 44,304 +16
Dec06 060823 855 861 847 860 +5 5,912 50,024 +675
Mar07 060823 873 880 866 879 +6 2,195 41,871 +944
May07 060823 887 892 880 892 +5 692 12,158 +362
Jul07 060823 900 904 893 904 +4 86 5,734 +16
Sep07 060823 910 916 904 916 +5 100 8,552 +0
Dec07 060823 921 928 915 928 +5 452 11,604 +255
Total Volume and Open Interest 10,784 177,776 +2,280
London Coffee(LCE)
Sep06 060823 1750.00 1750.00 1665.00 1686.00 -54.00 4,714 22,362 -2,252
Nov06 060823 1580.00 1585.00 1530.00 1543.00 -27.00 12,426 69,819 -331
Jan07 060823 1444.00 1444.00 1415.00 1426.00 -18.00 3,184 28,355 +1,332
Mar07 060823 1383.00 1390.00 1360.00 1366.00 -10.00 2,520 10,107 +848
May07 060823 1359.00 1368.00 1351.00 1351.00 -9.00 454 3,689 +199
Jul07 060823 1342.00 1352.00 1339.00 1339.00 -9.00 115 777 -7
Total Volume and Open Interest 23,562 135,684 -201
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060823 376.10 387.40 373.10 387.00 +9.00 1,891 24,755 -441
Dec06 060823 375.00 386.30 375.00 385.60 +7.70 632 12,837 -20
Mar07 060823 363.50 371.50 362.00 370.50 +7.50 535 14,222 +9
May07 060823 369.90 377.50 368.70 377.00 +7.50 100 4,878 +89
Total Volume and Open Interest 3,162 60,909 -361
Cotton(NYBOT)
Oct06 060823 53.25 53.40 52.75 53.05 -0.20 150 3,431 -48
Dec06 060823 55.30 55.36 54.80 55.08 -0.28 10,706 119,161 -146
Mar07 060823 58.80 58.80 58.20 58.43 -0.38 1,964 33,841 -123
May07 060823 59.40 59.40 59.30 59.33 -0.42 12 1,950 +1
Jul07 060823 60.30 60.30 60.00 60.28 -0.47 10 2,636 +0
Oct07 060823 61.50 61.50 61.50 61.50 -0.15 0 46 +0
Total Volume and Open Interest 12,868 169,024 -316
Lumber(CME)
Sep06 060823 280.0 280.0 271.7 276.5 -4.8 436 2,247 -165
Nov06 060823 278.5 280.0 275.4 277.3 -2.8 412 3,667 +12
Jan07 060823 292.6 292.6 288.5 291.0 -3.6 50 201 +11
Mar07 060823 297.5 298.9 297.1 297.1 -2.2 4 45 -1
Total Volume and Open Interest 893 6,176 -149
Crude Oil(NYM)
Oct06 060823 72.45 72.67 71.10 71.76 -1.34 77,594 245,669 -3,445
Nov06 060823 73.40 73.60 72.30 72.86 -1.18 22,764 91,087 +3,755
Dec06 060823 74.20 74.35 73.10 73.65 -1.13 19,197 126,603 +1,953
Jan07 060823 74.90 74.90 73.70 74.31 -1.08 3,033 51,202 +304
Feb07 060823 75.15 75.15 74.50 74.83 -1.01 1,617 21,008 +458
Mar07 060823 75.30 75.30 75.23 75.23 -0.95 1,854 29,875 -1,235
Apr07 060823 75.53 75.53 75.53 75.53 -0.90 1,400 39,171 +483
May07 060823 76.00 76.00 75.76 75.76 -0.86 2,598 22,914 -1,197
Jun07 060823 75.74 75.92 75.74 75.92 -0.82 5,150 54,357 +1,130
Jul07 060823 75.80 76.03 75.80 76.03 -0.77 1,626 16,096 +197
Aug07 060823 76.11 76.11 76.11 76.11 -0.72 195 8,723 +25
Sep07 060823 76.60 76.60 75.83 76.15 -0.68 51 12,585 +0
Oct07 060823 76.15 76.15 76.15 76.15 -0.65 200 7,542 -200
Nov07 060823 76.13 76.13 76.13 76.13 -0.63 25 10,066 +15
Dec07 060823 76.35 76.35 75.80 76.08 -0.60 4,159 122,247 +1,002
Jan08 060823 75.99 75.99 75.99 75.99 -0.56 700 21,673 -200
Total Volume and Open Interest 179,778 1,122,955 -19,608
Heating Oil(NYM)
Sep06 060823 203.00 203.50 198.25 200.26 -3.40 17,700 22,738 -2,025
Oct06 060823 207.50 207.70 202.50 204.20 -4.08 16,498 56,919 +977
Nov06 060823 212.00 212.00 207.80 209.10 -3.83 2,445 22,014 +104
Dec06 060823 215.50 216.50 211.00 213.20 -3.58 3,166 20,089 +177
Jan07 060823 219.00 219.00 215.00 216.40 -3.23 1,321 17,313 +168
Feb07 060823 221.10 221.10 216.75 218.40 -2.98 164 11,157 -39
Mar07 060823 220.00 220.00 215.20 217.30 -2.73 257 6,356 -67
Apr07 060823 213.75 214.10 212.00 213.35 -2.48 198 5,893 -6
May07 060823 210.75 210.75 208.50 209.00 -1.98 150 3,583 +26
Jun07 060823 209.50 209.50 206.45 207.90 -1.58 788 11,615 +319
Jul07 060823 207.60 209.20 207.60 209.20 -1.43 1 782 +1
Aug07 060823 211.75 211.75 211.30 211.30 -1.33 1 820 +0
Total Volume and Open Interest 42,870 186,095 -250
Unleaded Gas(NYM)
Sep06 060823 193.00 193.75 183.00 185.94 -7.99 13,607 21,171 -2,003
Oct06 060823 191.00 191.40 181.75 185.23 -6.44 8,634 32,812 +389
Nov06 060823 189.00 189.00 182.75 184.73 -5.19 545 4,504 +33
Dec06 060823 185.00 185.00 181.00 183.23 -4.09 781 8,229 +110
Jan07 060823 182.50 182.50 182.23 182.23 -3.34 566 2,611 +141
Total Volume and Open Interest 24,133 69,327 -1,330
RBOB Gasoline(NYMEX)
Sep06 060823 195.65 195.65 187.00 188.55 -9.52 4,092 9,737 -384
Oct06 060823 192.40 192.40 182.50 184.62 -8.37 3,246 25,581 +256
Nov06 060823 185.00 185.52 185.00 185.52 -7.22 1,072 12,182 +377
Dec06 060823 185.00 185.27 185.00 185.27 -6.47 1,064 8,474 +523
Jan07 060823 187.17 187.17 187.17 187.17 -5.77 145 4,290 +79
Feb07 060823 190.27 190.27 190.27 190.27 -5.57 26 1,742 +0
Mar07 060823 198.50 198.50 192.50 193.87 -5.37 150 1,647 +45
Apr07 060823 213.62 213.62 213.62 213.62 -5.12 2 1,203 +0
May07 060823 217.00 217.00 215.97 215.97 -5.02 2 1,508 -2
Jun07 060823 219.60 219.60 217.22 217.22 -4.92 0 350 +0
Total Volume and Open Interest 9,799 67,678 +894
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060823 193.00 193.00 187.00 188.55 -9.52 1 21 +0
Oct06 060823 184.62 184.62 184.62 184.62 -8.37 0 10 +0
Nov06 060823 185.52 185.52 185.52 185.52 -7.22      
Dec06 060823 185.27 185.27 185.27 185.27 -6.47      
Total Volume and Open Interest 1 31 +0
Natural Gas(NYM)
Sep06 060823 6.980 7.180 6.750 6.875 -0.133 19,952 44,066 -1,835
Oct06 060823 7.130 7.340 6.890 7.006 -0.129 16,500 110,513 -247
Nov06 060823 9.070 9.200 8.950 9.006 -0.054 5,845 65,364 +1,088
Dec06 060823 10.640 10.740 10.430 10.516 -0.089 4,625 52,337 +749
Jan07 060823 11.390 11.450 11.260 11.271 -0.084 4,630 50,818 -191
Feb07 060823 11.405 11.475 11.280 11.291 -0.074 161 30,639 +23
Mar07 060823 11.190 11.280 11.020 11.091 -0.069 2,134 76,219 +394
Apr07 060823 8.790 8.830 8.680 8.711 -0.019 2,280 59,588 +529
May07 060823 8.630 8.650 8.551 8.551 -0.014 38 24,480 +21
Jun07 060823 8.710 8.710 8.590 8.631 -0.014 73 14,403 -32
Jul07 060823 8.820 8.820 8.700 8.729 -0.014 56 11,382 +18
Aug07 060823 8.880 8.880 8.780 8.811 -0.014 12 12,860 +8
Sep07 060823 8.960 8.960 8.880 8.901 -0.019 121 11,563 +1
Oct07 060823 9.100 9.120 9.051 9.051 -0.014 889 29,022 -4,686
Nov07 060823 9.890 9.976 9.890 9.976 -0.009 132 15,248 +96
Dec07 060823 10.880 10.880 10.851 10.851 -0.014 10 30,867 -3
Total Volume and Open Interest 61,326 943,615 -2,169
Brent Crude Oil(ICE)
Oct06 060823 73.10 73.17 71.61 72.02 -1.22 64,902 121,001 -890
Nov06 060823 74.00 74.00 72.44 72.84 -1.20 30,561 104,360 +1,854
Dec06 060823 74.42 74.55 73.07 73.52 -1.19 16,568 64,000 -479
Jan07 060823 74.85 74.90 73.67 74.09 -1.15 3,873 23,988 +130
Feb07 060823 75.30 75.35 74.13 74.55 -1.11 761 21,576 +11
Mar07 060823 75.38 75.50 74.65 74.87 -1.07 528 13,112 -106
Apr07 060823 75.56 75.67 75.02 75.09 -1.03 228 16,170 +228
May07 060823 75.74 75.81 75.27 75.27 -0.98 100 9,831 +78
Jun07 060823 76.21 76.21 74.99 75.39 -0.94 688 18,347 -105
Jul07 060823 75.36 75.48 75.33 75.48 -0.93 110 1,234 -19
Aug07 060823 75.36 75.51 75.36 75.51 -0.91 0 1,694 +0
Sep07 060823 75.51 75.51 75.51 75.51 -0.90 0 1,699 +0
Oct07 060823 75.46 75.46 75.46 75.46 -0.89 0 425 +0
Nov07 060823 75.41 75.41 75.41 75.41 -0.87 100 8,463 +1
Total Volume and Open Interest 121,075 487,813 +989
Gas Oil(ICE)
Sep06 060823 651.50 652.25 638.00 643.00 -8.75 27,325 53,320 -4,880
Oct06 060823 656.00 657.25 643.75 648.50 -9.25 15,895 51,487 -2,295
Nov06 060823 662.25 662.75 649.25 654.25 -9.00 7,270 20,872 +1,075
Dec06 060823 667.50 667.50 655.00 660.00 -8.75 5,497 37,142 +961
Jan07 060823 672.25 673.00 660.00 666.00 -8.75 2,893 18,279 -585
Feb07 060823 675.75 675.75 669.25 670.25 -8.50 1,581 7,434 +600
Mar07 060823 675.50 675.50 669.50 670.50 -8.00 275 7,455 +100
Apr07 060823 668.25 668.25 668.25 668.25 -8.00 0 2,350 +0
May07 060823 666.00 666.00 666.00 666.00 -7.75 0 1,100 +0
Jun07 060823 669.25 669.25 658.00 663.50 -7.75 855 19,643 +232
Total Volume and Open Interest 62,091 250,674 -4,492
US Dollar Index(NYBOT)
Sep06 060823 85.03 85.10 84.63 84.97 -0.11 1,584 16,713 -357
Dec06 060823 84.68 84.71 84.32 84.62 -0.09 46 2,450 +20
Mar07 060823 84.27 84.27 84.27 84.27 -0.09 0 6 +0
Total Volume and Open Interest 1,630 19,174 -337
Australian Dollar(CME)
Sep06 060823 76.52 76.63 76.30 76.30 +0.15 443 61,010 -135
Dec06 060823 76.40 76.40 76.16 76.16 +0.15 4 1,007 +31
Mar07 060823 76.03 76.03 76.03 76.03 +0.15 0 108 +0
Total Volume and Open Interest 447 62,131 -104
British Pound(CME)
Sep06 060823 189.20 190.07 189.12 189.42 +0.64 3,104 126,936 -2,331
Dec06 060823 189.54 189.84 189.54 189.65 +0.64 1 882 +4
Mar07 060823 189.79 189.79 189.79 189.79 +0.64 0 124 +0
Total Volume and Open Interest 3,105 127,943 -2,327
Canadian Dollar(CME)
Sep06 060823 90.04 90.60 89.94 89.96 +0.30 1,818 81,074 -3,517
Dec06 060823 90.44 90.82 90.22 90.22 +0.30 74 4,804 +601
Mar07 060823 90.88 90.88 90.49 90.49 +0.30 10 355 +6
Jun07 060823 90.76 90.76 90.76 90.76 +0.30 4 264 +1
Total Volume and Open Interest 1,912 86,667 -2,914
Japanese Yen(CME)
Sep06 060823 86.23 86.42 86.05 86.24 +0.15 7,406 206,033 +9,576
Dec06 060823 87.25 87.33 87.10 87.33 +0.15 5 21,079 +43
Mar07 060823 88.41 88.41 88.41 88.41 +0.15 0 60 +0
Total Volume and Open Interest 7,411 227,195 +9,619
Swiss Franc(CME)
Sep06 060823 81.29 81.52 81.05 81.23 +0.02 2,607 67,101 +593
Dec06 060823 82.07 82.07 81.98 81.98 +0.02 16 1,270 +118
Mar07 060823 82.72 82.72 82.72 82.72 +0.02 0 81 +0
Total Volume and Open Interest 2,623 68,484 +711
EuroFX(CME)
Sep06 060823 128.28 128.75 127.97 128.15 -0.04 6,531 172,437 -7,615
Dec06 060823 129.10 129.32 128.67 128.82 -0.04 1 3,258 +219
Mar07 060823 129.39 129.39 129.39 129.39 -0.04 0 164 +0
Total Volume and Open Interest 6,532 175,943 -7,396
Mexican Peso(CME)
Sep06 060823 9217.0 9235.0 9150.0 9155.0 -55.0 3,554 57,953 -2,307
Dec06 060823 6.2 6.2 0.5 0.5 -2.6 8 23,153 +11
Total Volume and Open Interest 3,562 82,797 -2,296
30-Year T-Bonds(CBOT)
Sep06 060823 109~28 109~30 109~16 109~28 unch 301,839 754,377 -9,872
Dec06 060823 110~05 110~08 109~26 110~06 unch 41,516 80,865 +27,956
Mar07 060823 110~01 110~01 110~01 110~01 unch 0 32 +0
Total Volume and Open Interest 343,355 835,289 +18,084
10-Year T-Notes(CBOT)
Sep06 060823 106~310 106~315 106~230 106~290 -0~020 956,392 2,062,628 -17,955
Dec06 060823 106~305 106~315 106~235 106~295 -0~020 145,817 269,785 +58,185
Total Volume and Open Interest 1,102,390 2,333,162 +40,409
5-Year T-Notes(CBOT)
Sep06 060823 104~235 104~245 104~190 104~235 -0~010 416,174 0 +0
Dec06 060823 104~255 104~260 104~215 104~255 -0~015 61,205 0 +0
Total Volume and Open Interest 477,379    
2 Year T-Notes(CBOT)
Sep06 060823 101~113 101~113 101~106 101~113 -0~001 8,914 650,532 -3,029
Dec06 060823 101~126 101~126 101~120 101~126 -0~002 2,726 79,764 +21,210
Total Volume and Open Interest 11,640 730,296 +18,181
Eurodollars(CME)
Sep06 060823 94.577 94.585 94.570 94.580 +0.003 19,029 1,354,753 -22,499
Dec06 060823 94.565 94.575 94.545 94.575 +0.015 32,108 1,559,325 -9,239
Mar07 060823 94.660 94.670 94.625 94.670 +0.005 20,256 1,287,520 +24,124
Jun07 060823 94.800 94.805 94.760 94.805 -0.010 29,450 1,072,466 -23,224
Sep07 060823 94.935 94.935 94.895 94.935 -0.015 33,668 1,128,939 +1,528
Dec07 060823 95.010 95.010 94.970 95.005 -0.020 41,987 916,453 +17,995
Mar08 060823 95.040 95.040 95.000 95.030 -0.020 21,776 616,196 +8,578
Jun08 060823 95.035 95.035 94.995 95.025 -0.020 24,132 428,926 +7,503
Sep08 060823 95.010 95.010 94.980 95.005 -0.020 13,750 296,137 -247
Dec08 060823 94.970 94.970 94.940 94.965 -0.020 10,381 299,967 +4,206
Mar09 060823 94.940 94.940 94.910 94.935 -0.020 10,302 272,449 -1,759
Jun09 060823 94.900 94.900 94.870 94.895 -0.020 3,681 204,276 +607
Sep09 060823 94.865 94.865 94.830 94.855 -0.020 2,709 131,728 +308
Dec09 060823 94.820 94.820 94.795 94.810 -0.020 1,595 120,752 +1,028
Mar10 060823 94.790 94.790 94.765 94.780 -0.020 1,297 106,387 +95
Jun10 060823 94.735 94.745 94.725 94.745 -0.015 998 104,546 +179
Sep10 060823 94.705 94.715 94.685 94.710 -0.015 710 97,480 +356
Dec10 060823 94.660 94.670 94.660 94.665 -0.015 672 78,133 +372
Total Volume and Open Interest 273,030 10,303,855 +13,726
3-Mth Euro-Yen(CME)
Sep06 060823 99.55 99.55 99.54 99.55 unch 17 10,836 +3
Dec06 060823 99.35 99.35 99.35 99.35 -0.01 2,429 14,199 +363
Mar07 060823 99.19 99.19 99.19 99.19 -0.01 0 6,187 -348
Jun07 060823 99.06 99.06 99.06 99.06 -0.01 1,633 7,129 -734
Sep07 060823 98.94 98.94 98.94 98.94 -0.02 0 1,676 +0
Dec07 060823 98.83 98.83 98.83 98.83 -0.02 2,484 3,468 +651
Mar08 060823 98.74 98.74 98.74 98.74 unch 0 1,031 +0
Jun08 060823 98.64 98.64 98.64 98.64 unch 0 255 +0
Sep08 060823 98.53 98.53 98.53 98.53 -0.01 0 7 +0
Dec08 060823 98.42 98.42 98.42 98.42 +0.01 0 4 +0
Total Volume and Open Interest 6,563 44,798 -65
3-Mth Euro-Yen(SIMEX)
Sep06 060823 99.55 99.55 99.55 99.55 unch 800 62,149 -227
Dec06 060823 99.35 99.35 99.35 99.35 unch 1,641 92,743 -5,903
Mar07 060823 99.19 99.19 99.19 99.19 unch 1,311 61,892 -1,132
Jun07 060823 99.07 99.07 99.05 99.06 unch 320 32,799 -659
Sep07 060823 98.95 98.95 98.94 98.94 unch 30 17,572 -12
Dec07 060823 98.83 98.83 98.83 98.83 -0.01 260 49,435 +1,652
Mar08 060823 98.73 98.73 98.73 98.73 -0.01 250 21,792 +232
Jun08 060823 98.64 98.64 98.64 98.64 unch 0 3,346 +0
Total Volume and Open Interest 4,612 342,819 -6,049
German Euro-Bund(EUREX)
Sep06 060823 117.78 117.83 117.55 117.71 -0.14 836,628 1,602,197 +123,274
Dec06 060823 117.13 117.15 116.90 117.03 -0.14 17,794 44,029 +11,476
Mar07 060823 116.96 117.03 116.96 117.03 -0.12 170 43 +25
Total Volume and Open Interest 854,592 1,646,269 +134,775
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060823 109.78 109.78 109.66 109.74 -0.09 11,379 18,973 +7,095
Mar07 060823 109.50 109.50 109.50 109.50 -0.08      
Total Volume and Open Interest 419,845 967,635 -12,653
Long Gilt(LIFFE)
Sep06 060823 110~00 110~05 109~29 110~03 -0~04 70,058 253,813 -1,432
Dec06 060823 109~25 109~28 109~23 109~28 -0~04 389 3,884 +304
Total Volume and Open Interest 70,447 257,697 -1,128
3-Mth Short Sterling(LIFFE)
Sep06 060823 94.99 94.99 94.99 94.99 unch 32,639 409,728 -6,900
Dec06 060823 94.85 94.85 94.85 94.85 unch 69,770 388,479 -1,421
Mar07 060823 94.81 94.81 94.81 94.81 -0.01 70,726 393,466 +1,520
Total Volume and Open Interest 411,897 2,221,846 -10,962
3-Mth Euribor(LIFFE)
Sep06 060823 96.660 96.670 96.660 96.665 unch 55,329 560,591 -18,148
Dec06 060823 96.390 96.390 96.365 96.375 -0.010 103,819 759,121 +9,252
Mar07 060823 96.310 96.310 96.285 96.295 -0.015 110,963 644,967 +1,975
Total Volume and Open Interest 602,251 3,785,043 -6,580
3-Mth Aus T-Bills(SFE)
Sep06 060823 93.80 93.80 93.79 93.80 unch 7,549 101,237 -2,110
Dec06 060823 93.69 93.69 93.67 93.69 -0.01 42,736 304,270 +1,471
Mar07 060823 93.65 93.66 93.63 93.65 -0.02 14,704 123,817 +644
Jun07 060823 93.68 93.68 93.67 93.68 -0.01 3,171 56,026 -45
Sep07 060823 93.70 93.71 93.70 93.71 -0.01 615 31,359 -103
Dec07 060823 93.72 93.73 93.71 93.73 unch 2,360 30,728 +1,041
Mar08 060823 93.71 93.72 93.71 93.72 -0.01 497 13,035 -67
Jun08 060823 93.70 93.72 93.70 93.72 unch 285 10,008 -275
Sep08 060823 93.68 93.70 93.68 93.70 unch 0 1,870 +0
Dec08 060823 93.69 93.69 93.69 93.69 unch 0 1,135 +0
Total Volume and Open Interest 71,917 675,771 +556
10-Year Aus T-Bonds(SFE)
Sep06 060823 94.26 94.29 94.25 94.28 +0.02 31,964 371,491 -6,425
Dec06 060823 94.28 94.28 94.28 94.28 +0.02      
Total Volume and Open Interest 31,964 371,491 -6,425
3-Year Aus T-Bonds(SFE)
Sep06 060823 94.14 94.15 94.12 94.14 -0.01 65,476 525,152 -6,503
Dec06 060823 94.14 94.14 94.14 94.14 -0.01      
Total Volume and Open Interest 65,476 525,152 -6,503
Gold(CMX)
Aug06 060823 626.0 628.0 623.2 623.7 -0.9 19 664 -26
Oct06 060823 629.5 633.8 625.0 627.0 -1.0 1,332 22,549 -8
Dec06 060823 634.8 639.8 631.2 633.0 -1.0 25,230 197,937 -1,389
Feb07 060823 642.0 642.0 639.2 639.2 -1.0 20 20,408 +17
Apr07 060823 645.8 646.5 645.3 645.3 -1.0 36 2,660 +10
Jun07 060823 652.5 652.5 651.4 651.4 -0.9 52 18,721 -12
Aug07 060823 657.4 657.4 657.4 657.4 -0.8 56 1,553 +0
Oct07 060823 663.3 663.3 663.3 663.3 -0.8 345 3,441 +341
Dec07 060823 675.5 675.5 669.3 669.3 -0.7 485 20,916 +418
Feb08 060823 675.2 675.2 675.2 675.2 -0.6 0 1,348 +0
Apr08 060823 25.7 25.7 25.7 25.7 -0.5 0 85 +0
Jun08 060823 687.0 687.0 687.0 687.0 -0.5 0 1,367 +0
Total Volume and Open Interest 27,684 306,171 -547
Silver(CMX)
Sep06 060823 1247.0 1268.0 1242.0 1251.5 +25.0 10,606 40,168 -973
Dec06 060823 1262.0 1285.0 1258.0 1269.4 +25.7 3,155 42,375 +513
Mar07 060823 1270.0 1282.9 1270.0 1282.9 +26.0 103 10,892 +61
May07 060823 1288.9 1288.9 1288.9 1288.9 +26.1 3 2,932 +3
Jul07 060823 1300.0 1315.0 1294.4 1294.4 +26.2 59 8,356 -34
Sep07 060823 1297.5 1297.5 1297.5 1297.5 +26.8 10 868 +10
Dec07 060823 1295.0 1330.0 1295.0 1303.2 +26.8 26 3,818 -25
Total Volume and Open Interest 13,965 114,877 -440
Platinum(NYM)
Oct06 060823 1238.0 1243.0 1233.5 1236.5 -1.3 322 8,935 -20
Jan07 060823 1254.0 1254.0 1245.1 1245.1 -1.0 53 936 +51
Apr07 060823 1250.1 1250.1 1250.1 1250.1 -1.0      
Jul07 060823 599.7 599.7 599.7 599.7 -1.0 0 6 +0
Total Volume and Open Interest 375 9,877 +31
Palladium(NYME)
Sep06 060823 344.50 347.00 341.60 346.85 +3.90 900 7,999 -355
Dec06 060823 350.50 353.00 349.00 352.75 +3.90 674 5,039 +374
Mar07 060823 355.75 355.75 355.75 355.75 +3.90 0 1 +0
Total Volume and Open Interest 1,574 13,074 +19
Copper(CMX)
Sep06 060823 347.30 353.50 342.75 346.50 -2.80 5,828 17,567 -1,360
Dec06 060823 346.00 352.70 342.50 346.75 -1.05 6,697 38,801 +821
Mar07 060823 342.00 345.75 338.00 340.55 -1.50 511 3,616 -49
May07 060823 335.05 335.05 335.05 335.05 -2.00 77 911 +0
Jul07 060823 335.00 335.00 329.50 329.50 -2.55 19 361 +0
Total Volume and Open Interest 14,402 72,057 -634
Aluminum(CMX)
Aug06 060823 112.50 112.50 112.50 112.50 unch 2 4 +0
Sep06 060823 111.50 113.00 111.50 113.00 unch 2 532 +0
Oct06 060823 113.70 113.70 113.70 113.70 unch 0 40 +0
Nov06 060823 114.50 114.50 114.00 114.00 unch 1 40 +0
Dec06 060823 114.30 114.30 114.30 114.30 unch 0 573 +0
Jan07 060823 113.85 113.85 113.85 113.85 unch      
Total Volume and Open Interest 6 1,209 +1
DJIA Index(CBOT)
Sep06 060823 11348 11390 11282 11334 -24 5,071 57,515 +980
Dec06 060823 11445 11465 11390 11420 -24 53 2,206 +39
Mar07 060823 11485 11485 11485 11485 -24 0 6 +0
Jun07 060823 11556 11556 11556 11556 -24      
Total Volume and Open Interest 5,124 59,727 +1,019
S & P 500(CME)
Sep06 060823 1301.50 1304.20 1291.70 1297.80 -4.20 35,640 598,080 -10,900
Dec06 060823 1313.00 1315.00 1303.00 1309.00 -4.30 11,114 38,211 +10,535
Mar07 060823 1320.00 1320.00 1320.00 1320.00 -4.30 0 403 +0
Jun07 060823 1331.30 1331.30 1331.30 1331.30 -4.30 0 3,116 +0
Total Volume and Open Interest 46,754 640,097 -365
S & P 500 E-Mini(Globex)
Sep06 060823 1301.75 1304.25 1291.50 1297.75 -4.25 771,246 1,517,201 -18,428
Dec06 060823 1314.00 1315.00 1303.00 1309.00 -4.25 9,116 30,565 +8,636
Total Volume and Open Interest 780,362 1,547,766 -9,792
NASDAQ 100(CME)
Sep06 060823 1569.00 1577.00 1548.00 1558.30 -8.20 4,309 58,977 +40
Dec06 060823 1574.50 1576.80 1570.00 1576.80 -8.70 2 147 +8
Mar07 060823 1595.80 1595.80 1595.80 1595.80 -8.70      
Total Volume and Open Interest 4,311 59,124 +48
NASDAQ 100 E-Mini(Globex)
Sep06 060823 1566.30 1577.30 1548.00 1558.30 -8.20 273,552 412,359 -8,240
Dec06 060823 1585.50 1595.50 1568.00 1576.80 -8.70 75 1,169 +18
Total Volume and Open Interest 273,627 413,528 -8,222
S & P Midcap 400(CME)
Sep06 060823 746.30 747.50 737.00 740.70 -6.70 229 9,723 +110
Dec06 060823 747.70 747.70 747.70 747.70 -6.70 0 13 +0
Mar07 060823 754.70 754.70 754.70 754.70 -6.70      
Total Volume and Open Interest 229 9,736 +110
Russell 2000(CME)
Sep06 060823 710.25 712.50 697.20 700.70 -9.20 570 44,187 +129
Dec06 060823 706.55 706.55 706.55 706.55 -9.20 0 31 +0
Mar07 060823 712.40 712.40 712.40 712.40 -9.20 0 3 +0
Total Volume and Open Interest 570 44,221 +129
Russell 2000 E-Mini(Globex)
Sep06 060823 709.70 713.30 696.70 700.70 -9.20 126,918 469,037 -188
Dec06 060823 713.30 718.50 702.80 706.60 -9.20 80 1,183 +4
Total Volume and Open Interest 126,998 470,220 -184
Value Line(KCBT)
Sep06 060823 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060823 16150 16180 16025 16105 -90      
Dec06 060823 16080 16080 16080 16080 -90      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060823 16140 16235 16120 16180 unch 52,498 229,829 -3,358
Dec06 060823 16120 16190 16100 16120 -20 9 386 +0
Mar07 060823 16130 16130 16130 16130 -20 0 1 +0
Total Volume and Open Interest 52,507 230,218 -3,358
CAC 40(EURONEXT)
Aug06 060818 5145.0 5159.0 5133.5 5151.5 +5.0 161,322 348,113 -94,538
Sep06 060823 5140.5 5141.0 5082.0 5092.0 -46.5 86,850 474,032 +35,737
Oct06 060823 5147.5 5147.5 5106.5 5106.5 -46.5 620 2,848 +209
Total Volume and Open Interest 87,489 486,179 +35,955
Hang Seng Index(HKFE)
Aug06 060823 17066 17122 16991 17064 -70 53,241 122,087 -2,788
Sep06 060823 17050 17088 16958 17030 -73 3,075 8,953 +614
Total Volume and Open Interest 56,580 132,215 -2,080
DAX(EUREX)
Sep06 060823 5827.5 5832.0 5771.5 5787.5 -44.0 133,740 216,248 +1,346
Dec06 060823 5871.5 5877.5 5820.5 5835.5 -44.5 609 14,812 +61
Mar07 060823 5924.0 5928.5 5875.0 5889.0 -44.5 611 1,547 -33
Total Volume and Open Interest 134,960 232,607 +1,374
FT-SE 100(EURONEXT)
Sep06 060823 5918.00 5922.50 5864.00 5875.00 -44.00 55,899 436,541 -5,214
Dec06 060823 5935.50 5944.00 5907.00 5912.00 -44.50 22 34,988 -1
Mar07 060823 5929.00 5929.00 5929.00 5929.00 -44.00 0 1,057 +0
Total Volume and Open Interest 55,921 474,336 -5,215
SPI 200(SFE)
Sep06 060823 5058.0 5093.0 5045.0 5047.0 -14.0 11,459 255,737 -563
Dec06 060823 5067.0 5100.0 5057.0 5057.0 -15.0 131 5,575 +6
Mar07 060823 5103.0 5103.0 5064.0 5064.0 -15.0 0 2,598 +0
Total Volume and Open Interest 11,590 266,857 -557
GSCI(CME)
Sep06 060823 480.10 481.00 472.40 475.20 -6.80 145 19,695 +15
Oct06 060823 490.75 490.75 489.50 489.50 -6.00 0 1 +0
Nov06 060823 500.00 500.00 500.00 500.00 -6.00      
Total Volume and Open Interest 145 19,696 +15
Reuters CRB Index(NYBOT)
Nov06 060823 397.00 397.50 396.25 396.50 +0.50 12 487 +2
Jan07 060823 398.75 398.75 398.25 398.50 +0.50 0 406 +0
Feb07 060823 396.50 396.50 396.50 396.50 +0.50 0 14 +0
Total Volume and Open Interest 12 907 +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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