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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 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060831 541.00 542.50 537.75 542.25 +0.25 14,138 11,915 -3,896
Nov06 060831 555.00 556.25 551.00 555.75 unch 41,178 250,205 +1,889
Jan07 060831 568.50 569.50 564.00 569.25 +0.25 2,425 36,388 +700
Mar07 060831 580.00 581.00 576.00 580.00 -0.75 1,407 13,094 +293
May07 060831 589.50 591.00 586.00 591.00 +0.50 668 14,769 +117
Jul07 060831 601.00 602.00 597.00 601.50 -0.50 1,297 13,225 +59
Aug07 060831 605.00 605.00 604.00 604.00 -1.00 0 29 +0
Total Volume and Open Interest 52,808 360,464 +0
Soybean Meal(CBOT)
Sep06 060831 158.30 159.00 157.10 157.20 -0.80 12,688 8,892 -4,757
Oct06 060831 159.50 160.30 158.30 158.70 -0.60 9,018 33,252 +3,450
Dec06 060831 162.10 162.80 160.80 161.40 -0.20 14,199 120,600 +2,415
Jan07 060831 163.50 164.20 162.50 162.70 -0.60 3,792 17,571 +14
Mar07 060831 166.70 167.30 165.50 165.90 -0.30 2,498 14,580 +627
May07 060831 168.70 169.40 167.80 168.00 -0.50 1,342 16,811 +111
Jul07 060831 171.70 172.20 170.80 170.90 -0.60 1,599 12,100 +84
Aug07 060831 173.30 173.80 172.00 172.10 -0.40 157 3,217 +151
Total Volume and Open Interest 40,190 233,270 +0
Soybean Oil(CBOT)
Sep06 060831 24.82 25.25 24.61 25.21 +0.27 10,116 8,145 -1,564
Oct06 060831 25.00 25.35 24.84 25.32 +0.24 7,675 25,114 +1,258
Dec06 060831 25.45 25.78 25.23 25.74 +0.21 14,890 141,571 -3,254
Jan07 060831 25.80 26.08 25.63 26.08 +0.21 799 14,532 +342
Mar07 060831 26.18 26.43 26.00 26.43 +0.21 487 11,402 +154
May07 060831 26.60 26.83 26.40 26.82 +0.12 152 19,486 -5
Jul07 060831 26.97 27.25 26.75 27.25 +0.28 394 14,164 +182
Aug07 060831 26.95 27.41 26.95 27.41 +0.26 11 2,467 +2
Total Volume and Open Interest 38,863 262,623 +0
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060831 292.4 295.3 291.7 293.8 unch 6,710 54,285 -1,530
Jan07 060831 304.3 304.3 302.0 303.1 +0.1 1,735 13,476 +1,308
Mar07 060831 312.0 312.0 309.8 310.6 +0.4 52 1,734 -37
May07 060831 312.8 317.5 312.8 317.5 -0.5 78 1,384 -11
Total Volume and Open Interest 6,301 79,333 +0
Corn(CBOT)
Sep06 060831 228.75 232.25 227.00 232.00 +3.50 44,885 31,912 -22,346
Dec06 060831 246.00 248.25 243.00 248.00 +3.25 84,441 704,245 +9,805
Mar07 060831 260.00 263.00 257.75 262.75 +3.50 8,542 159,699 +2,477
May07 060831 269.25 272.50 267.25 272.00 +3.00 3,147 36,431 +447
Jul07 060831 279.00 282.00 276.25 281.50 +3.25 7,845 110,936 +1,488
Sep07 060831 285.50 287.50 283.00 287.50 +2.75 1,382 15,566 +912
Total Volume and Open Interest 156,681 1,317,895 +0
Wheat(CBOT)
Sep06 060831 400.50 405.00 395.75 404.00 +6.50 9,488 9,813 -5,087
Dec06 060831 419.00 424.50 414.50 422.25 +5.75 37,193 281,083 +3,125
Mar07 060831 436.50 442.50 432.50 439.00 +2.50 5,357 44,191 +1,151
May07 060831 446.00 450.00 443.00 449.25 +5.75 481 2,697 +359
Jul07 060831 450.00 456.00 446.00 455.00 +6.00 5,357 74,188 +658
Total Volume and Open Interest 68,195 449,721 +0
Wheat(KCBT)
Sep06 060831 470.00 477.00 467.00 475.75 +6.00 8,924 2,997 -4,024
Dec06 060831 488.00 493.00 483.00 492.25 +5.50 16,141 93,448 +2,104
Mar07 060831 494.00 497.00 489.50 495.25 +4.25 2,267 17,987 +83
May07 060831 484.00 490.00 484.00 489.00 +5.00 273 743 +203
Jul07 060831 463.50 469.75 461.00 467.50 +5.00 4,414 33,996 +1,170
Total Volume and Open Interest 20,745 159,767 +0
Wheat(MGE)
Sep06 060831 450.00 456.50 448.00 455.00 +5.25 4,577 1,288 -1,054
Dec06 060831 471.00 475.00 466.00 473.25 +4.50 5,848 30,118 +1,169
Mar07 060831 480.00 485.50 476.50 484.00 +5.00 575 6,206 +231
May07 060831 486.00 488.00 485.00 488.00 +5.00 50 765 +30
Jul07 060831 488.00 494.00 488.00 494.00 +6.00 20 690 +21
Total Volume and Open Interest 12,946 46,240 +0
Oats(CBOT)
Sep06 060831 178.50 184.00 178.00 182.00 +5.75 450 388 -183
Dec06 060831 188.25 193.00 187.00 190.75 +4.75 855 9,351 -37
Mar07 060831 194.00 198.50 194.00 198.00 +4.75 76 417 +20
May07 060831 201.00 201.00 201.00 201.00 +4.00 2 9 -2
Total Volume and Open Interest 734 10,444 +0
Rough Rice(CBOT)
Sep06 060831 8.53 8.55 8.49 8.49 +0.02 517 745 -318
Nov06 060831 8.78 8.87 8.72 8.77 -0.01 2,040 8,680 +129
Jan07 060831 9.05 9.12 9.01 9.05 unch 264 2,484 +187
Mar07 060831 9.35 9.42 9.30 9.35 unch 66 2,198 +55
Total Volume and Open Interest 1,847 14,841 +0
Live Cattle(CME)
Aug06 060831 89.825 90.500 89.500 90.225 +0.350 2,589 1,344 -1,551
Oct06 060831 93.100 93.150 92.600 93.125 +0.200 10,409 116,338 +17
Dec06 060831 92.900 93.025 92.600 92.750 -0.150 6,220 42,205 +1,614
Feb07 060831 92.500 92.550 92.200 92.450 -0.225 1,809 24,451 +181
Apr07 060831 90.800 91.000 90.625 90.875 -0.125 1,803 12,345 +167
Jun07 060831 86.500 86.700 86.350 86.650 -0.175 270 5,848 +34
Total Volume and Open Interest 20,682 203,046 +0
Feeder Cattle(CME)
Aug06 060831 117.000 117.025 116.900 116.950 -0.150 941 3,424 -259
Sep06 060831 116.550 116.600 116.100 116.375 -0.475 528 5,543 -94
Oct06 060831 117.050 117.050 116.250 116.500 -0.650 1,209 14,507 -25
Nov06 060831 116.900 116.900 116.000 116.325 -0.800 658 4,105 +160
Jan07 060831 113.850 113.850 113.150 113.425 -0.625 353 3,364 +190
Mar07 060831 110.000 110.100 109.600 109.600 -0.775 201 1,106 +133
Apr07 060831 109.000 109.000 109.000 109.000 -0.550 13 178 +7
Total Volume and Open Interest 5,239 32,307 +0
Lean Hogs(CME)
Oct06 060831 66.300 66.950 65.700 66.900 +0.300 10,949 97,902 +573
Dec06 060831 63.350 64.100 62.950 63.700 -0.200 6,902 47,065 +955
Feb07 060831 62.900 63.850 62.550 63.675 -0.075 1,589 15,178 +645
Apr07 060831 62.950 63.600 62.500 63.550 +0.100 1,255 11,869 +639
May07 060831 65.900 66.475 65.625 66.475 +0.025 58 1,199 +50
Jun07 060831 67.825 68.250 67.725 68.250 +0.075 126 3,315 +119
Jul07 060831 65.300 65.800 65.300 65.800 +0.050 149 970 +55
Aug07 060831 62.800 63.000 62.450 63.000 unch 73 518 +10
Total Volume and Open Interest 12,728 175,274 +0
Pork Bellies(CME)
Feb07 060831 91.700 92.000 90.500 91.500 +0.750 370 659 -53
Mar07 060831 91.500 91.600 90.600 91.250 +0.750 0 16 +0
May07 060831 93.200 93.200 93.200 93.200 +0.700 1 3 +1
Jul07 060821 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 467 942  
Class III Milk(CME)
Aug06 060831 11.06 11.06 11.04 11.05 -0.01 20 4,544 -5
Sep06 060831 12.60 12.60 12.50 12.55 -0.02 83 4,741 +3
Oct06 060831 12.99 13.08 12.93 12.94 -0.02 256 4,607 +99
Nov06 060831 12.84 12.89 12.76 12.79 -0.03 105 3,783 -30
Dec06 060831 12.72 12.72 12.65 12.65 -0.03 15 3,429 +11
Total Volume and Open Interest 975 31,092 +0
Cocoa(NYBOT)
Sep06 060831 1401 1420 1401 1420 +14 103 388 +11
Dec06 060831 1470 1486 1462 1485 +14 6,801 69,243 +1,026
Mar07 060831 1512 1525 1506 1525 +12 1,269 24,279 -34
May07 060831 1540 1552 1535 1552 +12 352 11,651 -203
Jul07 060831 1565 1579 1558 1579 +13 59 5,319 +23
Sep07 060831 1588 1600 1588 1600 +13 173 10,590 +118
Dec07 060831 1605 1624 1605 1624 +13 0 7,847 +0
Total Volume and Open Interest 14,980 128,803 +0
Coffee "C"(NYBOT)
Sep06 060831 104.25 104.25 103.10 104.00 +0.65 151 249 -38
Dec06 060831 108.00 108.80 106.85 108.00 +0.65 5,185 76,235 -399
Mar07 060831 111.60 112.50 111.00 111.85 +0.65 430 12,790 -76
May07 060831 114.00 114.50 113.30 114.15 +0.65 160 3,422 -113
Jul07 060831 117.00 117.00 115.50 116.35 +0.65 151 2,016 +51
Sep07 060831 118.50 118.50 118.50 118.50 +0.65 80 2,220 +50
Total Volume and Open Interest 11,784 99,833 +0
Orange Juice(NYBOT)
Sep06 060831 183.60 184.60 181.00 181.00 -2.50 2,024 2,459 -896
Nov06 060831 184.65 185.45 181.70 181.70 -2.85 1,673 21,537 +508
Jan07 060831 184.75 184.75 181.60 181.60 -2.80 541 4,076 -222
Mar07 060831 181.00 181.00 180.50 180.80 -3.10 0 1,531 +0
May07 060831 180.50 180.50 180.00 180.00 -3.00 1 419 +0
Total Volume and Open Interest 4,043 30,835 +0
Sugar #11(NYBOT)
Oct06 060831 11.65 11.90 11.41 11.80 +0.28 41,475 208,633 -6,369
Mar07 060831 12.47 12.75 12.30 12.70 +0.34 23,313 140,008 +7,177
May07 060831 12.72 13.00 12.54 12.92 +0.34 5,785 51,881 +1,938
Jul07 060831 12.89 13.07 12.69 13.07 +0.34 4,446 39,698 +1,722
Oct07 060831 13.11 13.27 12.92 13.27 +0.32 1,570 29,201 -534
Total Volume and Open Interest 73,725 494,058 +0
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060831 21.60 21.60 21.45 21.45 -0.15 126 2,369 +40
Jan07 060831 21.50 21.50 21.50 21.50 -0.20 55 2,150 +53
Mar07 060831 21.60 21.60 21.50 21.50 -0.10 52 2,751 +2
May07 060831 21.57 21.57 21.50 21.50 -0.12 50 1,804 +50
Total Volume and Open Interest 383 11,255 +218
London Cocoa(LCE)
Sep06 060831 797 807 796 806 +9 2,396 35,048 -1,044
Dec06 060831 833 840 830 839 +7 5,077 59,670 +673
Mar07 060831 852 858 849 858 +7 2,604 44,550 +383
May07 060831 866 871 863 871 +7 331 13,238 +135
Jul07 060831 878 884 876 884 +6 716 8,290 +560
Sep07 060831 892 898 890 898 +6 148 9,368 +10
Dec07 060831 903 908 902 908 +6 190 12,245 +184
Total Volume and Open Interest 40,419 185,062 +0
London Coffee(LCE)
Sep06 060831 1740.00 1817.00 1740.00 1777.00 +52.00 2,869 16,266 -2,151
Nov06 060831 1510.00 1542.00 1500.00 1515.00 +13.00 8,333 65,929 -2,571
Jan07 060831 1400.00 1409.00 1379.00 1397.00 +13.00 3,891 28,586 +108
Mar07 060831 1358.00 1363.00 1336.00 1352.00 +13.00 1,266 12,207 +446
May07 060831 1348.00 1348.00 1333.00 1340.00 +15.00 6 3,799 -3
Jul07 060831 1335.00 1342.00 1326.00 1330.00 +15.00 10 840 +0
Total Volume and Open Interest 11,313 132,437 +0
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060831 368.00 381.00 367.00 380.00 +11.80 4,468 22,175 -442
Dec06 060831 363.30 375.00 363.30 373.60 +10.30 1,700 14,862 +481
Mar07 060831 352.90 360.20 350.00 359.50 +9.70 1,139 16,805 +120
May07 060831 358.00 365.20 356.00 364.50 +9.20 127 5,212 +16
Total Volume and Open Interest 10,402 62,934 +0
Cotton(NYBOT)
Oct06 060831 52.50 53.10 52.30 53.05 +0.55 311 3,233 -43
Dec06 060831 54.57 55.15 54.25 55.08 +0.41 10,136 120,030 +593
Mar07 060831 58.15 58.85 57.80 58.73 +0.38 2,637 34,390 +703
May07 060831 58.95 59.78 58.95 59.65 +0.28 75 2,618 -1
Jul07 060831 60.00 60.73 59.80 60.58 +0.23 85 2,798 +30
Oct07 060831 61.20 61.20 61.20 61.20 -0.05 0 46 +0
Total Volume and Open Interest 7,007 170,183 +0
Lumber(CME)
Sep06 060831 291.0 293.5 285.6 288.5 -1.0 439 1,636 -205
Nov06 060831 288.0 294.0 282.5 284.0 -1.2 717 3,889 -4
Jan07 060831 299.9 304.9 296.0 298.3 -0.2 140 325 +47
Mar07 060831 312.0 314.0 310.0 311.0 -2.2 12 87 +5
Total Volume and Open Interest 1,230 6,112 +0
Crude Oil(NYM)
Oct06 060831 69.75 70.35 69.35 70.26 +0.23 80,215 224,584 -4,787
Nov06 060831 70.80 71.55 70.50 71.47 +0.38 40,649 116,929 +143
Dec06 060831 71.65 72.30 71.50 72.30 +0.37 24,980 128,587 +3,208
Jan07 060831 72.20 73.02 72.20 73.02 +0.37 5,327 52,533 -566
Feb07 060831 73.25 73.61 73.05 73.61 +0.37 2,650 22,604 -557
Mar07 060831 73.45 74.08 73.45 74.08 +0.37 4,997 29,218 -119
Apr07 060831 73.70 74.46 73.70 74.46 +0.37 2,875 40,018 +869
May07 060831 74.30 74.77 74.30 74.77 +0.36 3,092 25,150 +1,026
Jun07 060831 74.30 74.99 74.30 74.99 +0.35 4,494 59,116 +717
Jul07 060831 75.16 75.16 75.16 75.16 +0.34 488 16,965 +4
Aug07 060831 75.29 75.29 75.29 75.29 +0.33 821 10,989 -376
Sep07 060831 75.00 75.37 75.00 75.37 +0.32 1,530 20,465 +1,088
Oct07 060831 75.10 75.42 75.10 75.42 +0.31 1,955 7,351 -759
Nov07 060831 75.44 75.44 75.44 75.44 +0.31 1,316 7,933 -537
Dec07 060831 74.80 75.43 74.65 75.43 +0.30 15,602 123,971 +1,911
Jan08 060831 75.39 75.39 75.39 75.39 +0.31 1,550 23,205 +1,550
Total Volume and Open Interest 187,977 1,149,670 +0
Heating Oil(NYM)
Sep06 060831 194.45 196.50 193.00 195.42 +0.46 17,217 5,947 -4,879
Oct06 060831 198.65 201.40 197.80 201.11 +1.61 25,742 66,341 +1,099
Nov06 060831 204.25 206.90 204.00 206.76 +1.76 5,939 26,912 +1,340
Dec06 060831 209.00 211.06 208.00 211.06 +1.96 3,500 23,286 +241
Jan07 060831 212.25 214.66 212.00 214.66 +2.01 4,158 15,759 +621
Feb07 060831 213.50 216.76 213.50 216.76 +2.06 1,646 12,594 +127
Mar07 060831 214.00 215.76 213.25 215.76 +2.16 919 8,802 +631
Apr07 060831 211.00 213.00 209.50 212.76 +2.31 243 6,340 +61
May07 060831 207.70 209.51 207.10 209.51 +2.41 141 3,618 +5
Jun07 060831 207.40 208.81 207.40 208.81 +2.41 3,793 13,277 +238
Jul07 060831 208.75 210.16 208.75 210.16 +2.41 64 826 -63
Aug07 060831 210.85 212.21 210.85 212.21 +2.36 41 845 +11
Total Volume and Open Interest 59,208 193,116 +0
Unleaded Gas(NYM)
Sep06 060831 180.00 185.00 169.50 175.04 -5.15 9,758 3,445 -2,454
Oct06 060831 179.00 180.00 175.50 178.31 -1.59 17,173 38,776 +188
Nov06 060831 179.50 181.00 177.25 179.76 -0.59 3,100 6,015 +415
Dec06 060831 178.50 179.56 178.50 179.56 -0.34 1,130 7,856 -186
Jan07 060831 179.50 179.50 179.06 179.06 -0.14 565 3,499 +137
Total Volume and Open Interest 30,394 61,491 +0
RBOB Gasoline(NYMEX)
Sep06 060831 185.00 185.00 174.00 182.07 -1.28 3,852 4,422 -708
Oct06 060831 184.00 185.00 180.32 180.32 -2.00 6,043 25,558 +150
Nov06 060831 184.00 185.25 181.00 183.78 -0.34 2,155 14,583 +608
Dec06 060831 184.50 184.58 182.40 184.58 +0.11 1,504 7,992 +194
Jan07 060831 184.50 186.38 184.50 186.38 +0.11 1,239 5,848 +421
Feb07 060831 189.28 189.28 189.28 189.28 +0.06 10 1,765 +0
Mar07 060831 192.58 192.58 192.58 192.58 +0.01 139 2,002 +112
Apr07 060831 211.50 211.63 208.25 211.63 -0.04 590 1,961 +246
May07 060831 213.98 213.98 213.98 213.98 -0.09 590 2,014 +459
Jun07 060831 215.48 215.48 215.48 215.48 -0.09 162 847 +125
Total Volume and Open Interest 16,315 68,285 +1,611
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060831 180.32 180.32 180.32 180.32 -2.00 4 13 +3
Nov06 060831 183.78 183.78 183.78 183.78 -0.34      
Dec06 060831 184.58 184.58 184.58 184.58 +0.11      
Jan07 060831 186.38 186.38 186.38 186.38 +0.11      
Total Volume and Open Interest 5 30 +2
Natural Gas(NYM)
Oct06 060831 6.150 6.240 5.970 6.048 -0.242 34,706 125,622 +3,006
Nov06 060831 8.120 8.300 8.100 8.228 -0.032 11,574 67,396 -47
Dec06 060831 9.890 10.060 9.820 9.978 +0.053 7,907 50,325 -1,716
Jan07 060831 10.550 10.700 10.530 10.628 +0.038 4,516 49,842 -34
Feb07 060831 10.580 10.750 10.580 10.663 +0.048 602 30,726 +4
Mar07 060831 10.420 10.560 10.420 10.483 +0.053 4,521 80,054 +4,033
Apr07 060831 8.240 8.400 8.240 8.343 +0.093 6,893 62,532 +2,336
May07 060831 8.150 8.200 8.095 8.193 +0.098 983 23,915 +441
Jun07 060831 8.250 8.350 8.187 8.283 +0.096 351 14,516 +33
Jul07 060831 8.290 8.450 8.290 8.388 +0.098 14 11,493 +8
Aug07 060831 8.420 8.500 8.380 8.478 +0.107 303 13,015 +7
Sep07 060831 8.400 8.600 8.400 8.568 +0.107 253 11,696 +84
Oct07 060831 8.615 8.728 8.615 8.728 +0.113 53 31,911 +35
Nov07 060831 9.690 9.703 9.690 9.703 +0.113 233 14,564 -27
Dec07 060831 10.570 10.588 10.570 10.588 +0.118 48 32,930 -1
Jan08 060831 11.000 11.108 11.000 11.108 +0.108 330 25,229 +9
Total Volume and Open Interest 140,928 921,633 -1,364
Brent Crude Oil(ICE)
Oct06 060831 70.60 71.06 69.43 70.25 +0.07 77,984 92,668 -671
Nov06 060831 71.51 71.97 70.50 71.32 +0.21 39,890 115,340 +7,107
Dec06 060831 72.30 72.66 71.27 72.12 +0.25 28,875 64,029 +3,212
Jan07 060831 72.99 73.28 71.93 72.80 +0.28 12,107 31,681 +2,594
Feb07 060831 73.55 73.82 72.50 73.36 +0.27 4,287 22,535 +421
Mar07 060831 73.81 74.24 72.93 73.80 +0.29 2,186 15,319 +484
Apr07 060831 74.11 74.56 73.26 74.14 +0.30 2,074 16,615 +596
May07 060831 74.42 74.84 73.53 74.41 +0.28 4,449 10,521 -90
Jun07 060831 74.68 75.06 73.79 74.68 +0.28 5,727 19,010 -1,164
Jul07 060831 74.49 74.86 74.49 74.86 +0.26 25 1,296 +25
Aug07 060831 74.98 74.98 74.98 74.98 +0.29 0 1,617 +0
Sep07 060831 75.06 75.06 75.06 75.06 +0.29 317 1,499 -277
Oct07 060831 75.10 75.10 75.10 75.10 +0.29 30 477 -10
Nov07 060831 75.13 75.13 75.13 75.13 +0.30 0 8,401 +0
Total Volume and Open Interest 200,823 468,865 +0
Gas Oil(ICE)
Sep06 060831 638.50 646.00 631.75 634.75 +6.50 33,513 42,457 -4,592
Oct06 060831 641.75 648.00 634.50 637.75 +6.25 30,510 61,863 +7,816
Nov06 060831 646.00 651.50 639.00 642.50 +6.75 13,193 25,428 +866
Dec06 060831 650.75 655.25 643.50 647.00 +6.50 11,714 38,716 -33
Jan07 060831 655.75 659.25 649.00 652.25 +6.00 5,610 20,093 +691
Feb07 060831 659.25 660.75 654.25 656.50 +6.00 590 9,297 +321
Mar07 060831 659.75 659.75 657.00 657.00 +5.75 294 7,681 +196
Apr07 060831 656.25 660.00 655.50 655.50 +6.25 0 2,355 +0
May07 060831 652.75 655.50 652.75 653.00 +5.75 300 1,600 +200
Jun07 060831 654.25 656.75 650.00 652.25 +6.00 2,651 20,713 +483
Total Volume and Open Interest 101,174 262,023 +5,446
US Dollar Index(NYBOT)
Sep06 060831 84.85 85.17 84.63 85.02 +0.12 533 16,973 -165
Dec06 060831 84.48 84.73 84.28 84.66 +0.11 39 2,551 +25
Mar07 060831 84.31 84.31 84.31 84.31 +0.11 0 6 +0
Total Volume and Open Interest 2,364 19,685 +0
Australian Dollar(CME)
Sep06 060831 76.36 76.36 76.25 76.33 +0.03 817 63,033 +750
Dec06 060831 76.10 76.22 76.10 76.19 +0.03 5 997 +49
Mar07 060831 76.06 76.06 76.06 76.06 +0.03 0 111 +0
Total Volume and Open Interest 21,796 63,348 +0
British Pound(CME)
Sep06 060831 190.79 191.00 190.08 190.52 +0.03 1,839 135,516 +6,165
Dec06 060831 191.03 191.03 190.58 190.74 +0.02 7 1,196 +137
Mar07 060831 190.85 190.85 190.85 190.85 -0.01 0 127 +0
Total Volume and Open Interest 73,417 130,539 +0
Canadian Dollar(CME)
Sep06 060831 90.38 90.64 90.00 90.58 +0.42 7,212 101,928 +2,090
Dec06 060831 90.45 90.90 90.45 90.84 +0.42 103 5,973 +489
Mar07 060831 91.11 91.11 91.11 91.11 +0.42 34 416 +30
Jun07 060831 91.38 91.38 91.38 91.38 +0.42 0 264 +0
Total Volume and Open Interest 42,886 106,142 +0
Japanese Yen(CME)
Sep06 060831 85.53 85.70 85.28 85.39 -0.19 7,592 224,520 +2,511
Dec06 060831 86.70 86.70 86.40 86.47 -0.19 2,549 24,251 +2,034
Mar07 060831 87.55 87.55 87.55 87.55 -0.19 0 193 +0
Total Volume and Open Interest 54,795 244,441 +0
Swiss Franc(CME)
Sep06 060831 81.77 81.92 81.21 81.40 -0.17 502 65,745 -1,468
Dec06 060831 82.20 82.20 82.11 82.15 -0.17 2 1,403 -58
Mar07 060831 82.89 82.89 82.89 82.89 -0.17 0 81 +0
Total Volume and Open Interest 65,593 68,787 +0
EuroFX(CME)
Sep06 060831 128.68 128.93 127.96 128.23 -0.23 1,852 161,545 -3,957
Dec06 060831 129.32 129.32 128.82 128.89 -0.23 21 4,618 +221
Mar07 060831 129.46 129.46 129.46 129.46 -0.24 0 183 +3
Total Volume and Open Interest 178,166 170,168 +0
Mexican Peso(CME)
Sep06 060831 9192.0 9200.0 9145.0 9152.0 -30.0 2,448 54,662 -4,628
Dec06 060831 6.3 1.2 4.0 4.0 +2.8 25 23,184 -47
Total Volume and Open Interest 24,177 84,319 +0
30-Year T-Bonds(CBOT)
Sep06 060831 110~12 110~23 110~09 110~22 +0~12 493,922 301,014 -119,034
Dec06 060831 110~26 111~04 110~21 111~02 +0~11 326,774 552,222 +143,567
Mar07 060831 110~19 110~29 110~19 110~29 +0~12 71 163 +38
Total Volume and Open Interest 838,139 828,843 +0
10-Year T-Notes(CBOT)
Sep06 060831 107~060 107~145 107~040 107~135 +0~095 1,421,026 638,372 -472,916
Dec06 060831 107~060 107~130 107~030 107~120 +0~075 999,548 1,651,939 +443,544
Total Volume and Open Interest 2,357,003 2,322,509 +0
5-Year T-Notes(CBOT)
Sep06 060831 104~295 105~015 104~290 105~005 +0~050 731,696 0 +0
Dec06 060831 105~000 105~040 104~300 105~035 +0~050 460,248 0 -594,140
Mar07 060831 105~035 105~035 105~035 105~035 +0~050      
Total Volume and Open Interest 1,625,514 1,486,843 +1,486,843
2 Year T-Notes(CBOT)
Sep06 060831 101~122 102~002 101~118 102~001 +0~009 51,955 177,203 -110,613
Dec06 060831 102~014 102~021 102~012 102~021 +0~012 51,857 564,021 +106,711
Total Volume and Open Interest 593,257 745,126 +0
Eurodollars(CME)
Sep06 060831 94.592 94.607 94.592 94.605 +0.013 34,504 1,369,803 -7,912
Dec06 060831 94.625 94.660 94.620 94.655 +0.035 29,068 1,580,149 +21,862
Mar07 060831 94.755 94.790 94.745 94.785 +0.045 19,782 1,311,265 +27,859
Jun07 060831 94.895 94.930 94.890 94.925 +0.045 18,986 1,076,934 +23,138
Sep07 060831 95.015 95.045 95.005 95.045 +0.050 26,640 1,102,990 +17,253
Dec07 060831 95.080 95.110 95.075 95.110 +0.050 19,500 952,819 +46,802
Mar08 060831 95.100 95.125 95.090 95.125 +0.050 13,771 628,306 +6,176
Jun08 060831 95.095 95.115 95.075 95.110 +0.045 12,684 429,415 +2,407
Sep08 060831 95.045 95.080 95.045 95.080 +0.040 8,230 302,175 +3,692
Dec08 060831 95.010 95.040 95.005 95.040 +0.040 13,606 308,306 +9,959
Mar09 060831 94.975 95.005 94.975 95.005 +0.035 7,756 282,258 +3,845
Jun09 060831 94.955 94.965 94.935 94.965 +0.030 10,308 212,509 +2,020
Sep09 060831 94.900 94.925 94.900 94.925 +0.030 12,891 145,629 +6,911
Dec09 060831 94.855 94.880 94.855 94.880 +0.030 2,084 121,525 -685
Mar10 060831 94.830 94.850 94.830 94.850 +0.025 1,796 104,948 -206
Jun10 060831 94.795 94.815 94.795 94.815 +0.025 1,530 105,274 -409
Sep10 060831 94.755 94.780 94.755 94.780 +0.025 1,241 95,143 -294
Dec10 060831 94.720 94.740 94.720 94.740 +0.025 2,855 78,273 +501
Total Volume and Open Interest 243,078 10,444,616 +165,548
3-Mth Euro-Yen(CME)
Sep06 060831 99.58 99.58 99.58 99.58 unch 469 10,958 -1,361
Dec06 060831 99.50 99.50 99.49 99.50 +0.01 568 12,180 +137
Mar07 060831 99.38 99.38 99.36 99.37 unch 986 5,815 +287
Jun07 060831 99.26 99.26 99.25 99.25 +0.01 1,208 7,429 +136
Sep07 060831 99.14 99.14 99.14 99.14 +0.03 558 2,143 +157
Dec07 060831 99.05 99.05 99.05 99.05 +0.04 49 3,522 +68
Mar08 060831 98.95 98.95 98.95 98.95 +0.05 20 1,119 +20
Jun08 060831 98.84 98.84 98.84 98.84 +0.03 0 255 +0
Sep08 060831 98.77 98.77 98.77 98.77 +0.06 0 7 +0
Dec08 060831 98.65 98.65 98.65 98.65 +0.06 0 4 +0
Total Volume and Open Interest 3,858 43,432 -556
3-Mth Euro-Yen(SIMEX)
Sep06 060831 99.58 99.58 99.58 99.58 unch 553 62,223 -308
Dec06 060831 99.49 99.50 99.49 99.50 +0.02 338 90,615 -961
Mar07 060831 99.38 99.38 99.38 99.38 +0.03 0 61,308 -460
Jun07 060831 99.25 99.25 99.25 99.25 +0.03 158 35,822 -315
Sep07 060831 99.15 99.15 99.15 99.15 +0.04 6 17,862 +188
Dec07 060831 99.05 99.06 99.05 99.06 +0.06 0 48,320 -332
Mar08 060831 98.96 98.96 98.96 98.96 +0.06 0 21,885 -125
Jun08 060831 98.86 98.86 98.86 98.86 +0.06 0 3,500 +5
Total Volume and Open Interest 1,055 345,228 +0
German Euro-Bund(EUREX)
Sep06 060830 117.93 117.98 117.71 117.95 +0.31 248,061 1,562,824 -5,548
Dec06 060831 117.34 117.67 117.09 117.59 +0.30 34,431 126,358 +7,602
Mar07 060831 117.28 117.74 117.15 117.64 +0.35 1,140 101 +0
Total Volume and Open Interest 788,487 1,599,684 -81,997
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060831 109.86 110.00 109.68 109.99 +0.19 32,312 68,103 +11,440
Mar07 060831 109.75 109.75 109.75 109.75 +0.18 700 0 +0
Total Volume and Open Interest 456,501 958,831 -50,820
Long Gilt(LIFFE)
Sep06 060831 110~02 110~15 109~31 110~12 +0~09 96,480 83,478 -25,354
Dec06 060831 109~28 110~08 109~25 110~05 +0~09 66,104 211,711 +32,748
Total Volume and Open Interest 321,824 287,795 +0
3-Mth Short Sterling(LIFFE)
Sep06 060831 94.98 94.98 94.98 94.98 +0.01 27,147 399,399 -6,448
Dec06 060831 94.82 94.82 94.82 94.82 unch 67,706 416,419 +13,930
Mar07 060831 94.77 94.77 94.77 94.77 -0.01 45,464 415,099 +7,403
Total Volume and Open Interest 117,954 2,253,270 +0
3-Mth Euribor(LIFFE)
Sep06 060831 96.670 96.680 96.655 96.665 unch 76,913 559,576 +13,548
Dec06 060831 96.375 96.390 96.345 96.370 unch 114,021 776,548 +2,567
Mar07 060831 96.295 96.310 96.245 96.290 unch 122,778 665,812 +16,601
Total Volume and Open Interest 558,610 3,807,345 +37,871
3-Mth Aus T-Bills(SFE)
Sep06 060831 93.81 93.81 93.80 93.81 unch 5,090 90,579 -2,695
Dec06 060831 93.73 93.74 93.71 93.72 +0.01 25,273 232,182 -29,946
Mar07 060831 93.71 93.72 93.68 93.70 +0.02 17,812 145,635 -993
Jun07 060831 93.74 93.75 93.72 93.73 +0.02 2,897 54,448 -88
Sep07 060831 93.78 93.78 93.76 93.76 +0.02 314 31,471 -183
Dec07 060831 93.80 93.80 93.79 93.79 +0.03 301 28,608 +0
Mar08 060831 93.80 93.80 93.79 93.80 +0.03 200 14,352 +200
Jun08 060831 93.78 93.79 93.78 93.79 +0.03 500 9,835 +200
Sep08 060831 93.80 93.80 93.78 93.79 +0.03 150 1,735 +0
Dec08 060831 93.78 93.78 93.78 93.78 +0.03 0 1,134 +0
Total Volume and Open Interest 52,537 612,071 -33,507
10-Year Aus T-Bonds(SFE)
Sep06 060831 94.36 94.36 94.32 94.33 unch 25,673 364,127 -14,368
Dec06 060831 94.38 94.38 94.34 94.34 unch 2,147 3,270 +3,270
Total Volume and Open Interest 27,820 367,397 -11,098
3-Year Aus T-Bonds(SFE)
Sep06 060831 94.22 94.23 94.19 94.21 +0.03 85,202 485,073 +1,121
Dec06 060831 94.25 94.25 94.24 94.25 +0.04 200 1,064 +201
Total Volume and Open Interest 85,402 486,137 +1,322
Gold(CMX)
Oct06 060831 625.5 629.0 624.0 628.2 +8.0 1,259 23,145 -687
Dec06 060831 632.0 635.0 629.7 634.2 +8.1 29,917 199,709 +2,350
Feb07 060831 639.0 640.4 637.5 640.4 +8.1 96 20,439 -8
Apr07 060831 646.0 646.5 645.0 646.5 +8.2 10 2,887 +10
Jun07 060831 648.3 652.5 648.3 652.5 +8.2 16 18,840 -1
Aug07 060831 658.4 658.4 658.4 658.4 +8.3 0 1,553 +0
Oct07 060831 664.3 664.3 664.3 664.3 +8.3 0 3,641 +0
Dec07 060831 668.0 670.2 668.0 670.2 +8.3 2 21,250 +2
Feb08 060831 676.0 676.0 676.0 676.0 +8.3 0 1,348 +0
Apr08 060831 26.4 26.4 26.4 26.4 +8.3 0 85 +0
Jun08 060831 687.6 687.6 687.6 687.6 +8.3 0 1,372 +0
Total Volume and Open Interest 34,582 307,176 -407
Silver(CMX)
Sep06 060831 1262.0 1293.0 1262.0 1290.0 +40.2 11,907 7,424 -7,327
Dec06 060831 1281.0 1308.0 1277.0 1303.0 +36.0 22,439 68,645 +4,682
Mar07 060831 1297.0 1319.0 1296.0 1316.5 +36.3 127 11,573 +16
May07 060831 1324.0 1324.0 1324.0 1324.0 +36.6 200 3,400 +197
Jul07 060831 1323.0 1330.3 1323.0 1330.3 +36.9 107 8,454 +95
Sep07 060831 1339.0 1339.0 1333.6 1333.6 +37.1 0 1,058 +0
Dec07 060831 1324.0 1339.0 1324.0 1339.0 +37.1 202 4,200 +202
Total Volume and Open Interest 33,681 112,346 +0
Platinum(NYM)
Oct06 060831 1250.0 1256.5 1249.0 1251.2 +13.7 566 8,730 +110
Jan07 060831 1260.0 1262.2 1260.0 1262.2 +15.7 0 1,039 +0
Apr07 060831 1267.2 1267.2 1267.2 1267.2 +15.7      
Jul07 060831 616.8 616.8 616.8 616.8 +15.7 0 6 +0
Total Volume and Open Interest 601 9,665 +0
Palladium(NYME)
Sep06 060831 338.00 343.20 338.00 343.20 +3.90 1,259 3,672 -560
Dec06 060831 346.70 350.00 346.50 348.70 +3.40 1,402 10,559 +767
Mar07 060831 350.00 354.20 350.00 354.20 +3.40 1 15 +1
Total Volume and Open Interest 5,311 14,073 +0
Copper(CMX)
Sep06 060831 347.00 350.50 344.50 346.90 +10.40 2,671 6,561 -1,009
Dec06 060831 346.50 351.00 342.50 345.60 +10.35 6,041 45,438 +614
Mar07 060831 343.00 343.00 338.00 340.35 +9.85 347 3,612 +65
May07 060831 335.10 335.10 335.10 335.10 +9.35 49 940 -11
Jul07 060831 329.60 329.60 329.60 329.60 +9.30 101 805 +72
Total Volume and Open Interest 16,359 69,117 -194
Aluminum(CMX)
Sep06 060831 113.25 113.25 113.25 113.25 +0.80 2 439 -3
Oct06 060831 114.00 114.00 114.00 114.00 +0.75 3 117 +1
Nov06 060831 114.30 114.30 114.30 114.30 +0.75 0 45 +0
Dec06 060831 114.60 114.60 114.60 114.60 +0.75 0 573 +0
Jan07 060831 114.05 114.05 114.05 114.05 +0.80      
Feb07 060831 113.55 113.55 113.55 113.55 +0.85      
Total Volume and Open Interest 6 1,200 -7
DJIA Index(CBOT)
Sep06 060831 11390 11420 11380 11391 +1 2,625 58,325 +314
Dec06 060831 11470 11500 11465 11477 +1 119 2,354 +57
Mar07 060831 11542 11542 11542 11542 +1 0 6 +0
Jun07 060831 11613 11613 11613 11613 +1      
Total Volume and Open Interest 3,310 60,314 +0
S & P 500(CME)
Sep06 060831 1306.70 1308.00 1304.00 1305.60 +0.50 32,468 548,930 -5,329
Dec06 060831 1317.80 1319.50 1316.00 1316.90 +0.50 9,433 90,418 +6,319
Mar07 060831 1327.90 1327.90 1327.90 1327.90 +0.40 0 1,116 +0
Jun07 060831 1339.40 1339.40 1339.40 1339.40 +0.40 0 3,118 +0
Total Volume and Open Interest 57,948 642,879 +0
S & P 500 E-Mini(Globex)
Sep06 060831 1305.00 1308.25 1303.00 1305.50 +0.50 667,130 1,497,924 -7,650
Dec06 060831 1316.50 1319.25 1314.75 1317.00 +0.50 12,231 86,482 +10,170
Total Volume and Open Interest 940,541 1,581,886 +0
NASDAQ 100(CME)
Sep06 060831 1586.80 1590.00 1579.00 1583.00 -1.50 4,615 56,302 -328
Dec06 060831 1607.00 1607.00 1601.80 1601.80 -1.50 206 149 -2
Mar07 060831 1620.80 1620.80 1620.80 1620.80 -1.50      
Total Volume and Open Interest 5,812 56,781 +0
NASDAQ 100 E-Mini(Globex)
Sep06 060831 1585.00 1590.50 1579.00 1583.00 -1.50 202,263 403,393 +3,212
Dec06 060831 1606.30 1607.50 1598.80 1601.80 -1.50 591 2,129 +341
Total Volume and Open Interest 299,704 401,969 +0
S & P Midcap 400(CME)
Sep06 060831 749.50 752.50 749.00 751.00 +3.20 654 9,759 -61
Dec06 060831 758.40 758.40 758.40 758.40 +3.20 0 13 +0
Mar07 060831 765.80 765.80 765.80 765.80 +3.20      
Total Volume and Open Interest 120 9,833 +0
Russell 2000(CME)
Sep06 060831 724.25 726.50 720.50 721.70 -0.40 1,683 41,110 -619
Dec06 060831 730.00 730.50 727.65 727.65 -0.40 192 674 +207
Mar07 060831 733.60 733.60 733.60 733.60 -0.40 6 12 +5
Total Volume and Open Interest 1,627 42,203 +0
Russell 2000 E-Mini(Globex)
Sep06 060831 721.70 726.80 720.10 721.70 -0.40 142,349 454,836 -5,787
Dec06 060831 728.30 732.30 726.30 727.70 -0.40 1,809 3,452 +1,254
Total Volume and Open Interest 170,534 462,821 +0
Value Line(KCBT)
Sep06 060831 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060831 16170 16170 16070 16085 +175      
Dec06 060831 16165 16165 16060 16060 +175      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060831 15925 16230 15875 16145 +240 46,802 230,361 +791
Dec06 060831 15885 16180 15850 16100 +270 2,887 1,389 +638
Mar07 060831 16110 16110 16110 16110 +270 0 1 +0
Total Volume and Open Interest 49,697 231,787 +1,442
CAC 40(EURONEXT)
Aug06 060818 5145.0 5159.0 5133.5 5151.5 +5.0 161,322 348,113 -94,538
Sep06 060831 5199.5 5207.0 5162.5 5167.0 -22.5 61,665 500,730 -638
Oct06 060831 5207.0 5209.0 5181.0 5181.5 -22.5 877 4,167 +400
Total Volume and Open Interest 75,583 514,435 +0
Hang Seng Index(HKFE)
Aug06 060830 17125 17190 17098 17183 +103 71,756 75,700 -25,082
Sep06 060831 17317 17415 17312 17378 +105 52,600 109,206 +33,381
Oct06 060831 17377 17456 17367 17426        
DAX(EUREX)
Sep06 060831 5889.0 5900.0 5847.5 5861.0 -19.5 102,420 224,403 +4,468
Dec06 060831 5940.0 5947.0 5897.0 5910.0 -19.5 502 15,088 +50
Mar07 060831 5991.5 5998.0 5951.5 5964.0 -20.0 271 1,683 -22
Total Volume and Open Interest 120,492 236,678 +0
FT-SE 100(EURONEXT)
Sep06 060831 5946.00 5948.50 5900.50 5903.50 -43.50 61,076 456,123 +12,269
Dec06 060831 5977.00 5980.00 5940.00 5942.00 -43.50 437 35,069 -89
Mar07 060831 5957.50 5957.50 5957.50 5957.50 -43.50 0 1,041 +0
Total Volume and Open Interest 59,943 481,803 +0
SPI 200(SFE)
Sep06 060831 5075.0 5113.0 5070.0 5104.0 +47.0 10,015 233,688 -1,372
Dec06 060831 5083.0 5118.0 5083.0 5114.0 +47.0 169 5,736 -23
Mar07 060831 5121.0 5121.0 5121.0 5121.0 +48.0 48 2,661 +0
Total Volume and Open Interest 11,124 245,098 -1,395
GSCI(CME)
Sep06 060831 464.20 466.00 462.40 466.00 +1.80 91 19,608 -11
Oct06 060831 481.60 481.60 481.60 481.60 +3.50 0 2 +0
Nov06 060831 493.60 493.60 493.60 493.60 +3.50      
Total Volume and Open Interest 278 19,621 +0
Reuters CRB Index(NYBOT)
Nov06 060831 395.50 396.00 394.50 396.00 +3.50 3 495 +1
Jan07 060831 398.00 398.00 398.00 398.00 +3.50 0 407 +0
Feb07 060831 396.00 396.00 396.00 396.00 +3.50 0 14 +0
Total Volume and Open Interest 0 2 -913
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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