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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 September 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060901 544.00 544.00 538.25 538.50 -3.75 12,286 7,382 -4,533
Nov06 060901 557.00 557.00 551.25 551.50 -4.25 35,929 253,017 +2,812
Jan07 060901 569.00 569.50 564.50 564.75 -4.50 3,434 37,734 +1,346
Mar07 060901 581.00 581.00 576.00 576.25 -3.75 4,023 13,175 +81
May07 060901 591.00 591.50 586.50 587.25 -3.75 555 15,035 +266
Jul07 060901 602.00 602.00 597.00 597.25 -4.25 642 13,305 +80
Aug07 060901 600.00 600.00 600.00 600.00 -4.00 1 30 +1
Total Volume and Open Interest 57,629 359,568 -896
Soybean Meal(CBOT)
Sep06 060901 157.50 158.00 157.10 157.60 +0.40 6,720 6,715 -2,177
Oct06 060901 159.30 159.50 158.60 159.10 +0.40 6,320 35,819 +2,567
Dec06 060901 161.50 162.00 161.10 161.40 unch 14,250 122,966 +2,366
Jan07 060901 163.00 163.40 162.80 163.10 +0.40 3,031 17,794 +223
Mar07 060901 166.20 166.50 165.60 166.00 +0.10 1,625 14,505 -75
May07 060901 168.70 168.80 167.80 168.20 +0.20 1,968 17,018 +207
Jul07 060901 171.50 171.70 170.80 171.40 +0.50 2,343 12,734 +634
Aug07 060901 173.00 173.00 172.30 172.30 +0.20 130 3,319 +102
Total Volume and Open Interest 37,019 239,678 +6,408
Soybean Oil(CBOT)
Sep06 060901 25.15 25.17 24.76 24.78 -0.43 7,632 4,592 -3,553
Oct06 060901 25.28 25.34 24.90 24.91 -0.41 8,547 25,211 +97
Dec06 060901 25.68 25.76 25.31 25.32 -0.42 16,565 141,986 +415
Jan07 060901 25.97 25.97 25.67 25.67 -0.41 2,486 14,350 -182
Mar07 060901 26.40 26.40 26.06 26.06 -0.37 2,480 11,632 +230
May07 060901 26.80 26.80 26.43 26.43 -0.39 673 19,824 +338
Jul07 060901 27.20 27.20 26.83 26.84 -0.41 161 14,218 +54
Aug07 060901 27.03 27.03 27.03 27.03 -0.38 16 2,478 +11
Total Volume and Open Interest 38,927 257,433 -5,190
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060901 292.0 295.0 292.0 292.6 -1.2 4,201 53,745 -540
Jan07 060901 303.5 304.1 302.0 302.2 -0.9 263 13,448 -28
Mar07 060901 312.5 312.5 308.4 308.5 -2.1 288 1,801 +67
May07 060901 318.1 318.1 316.8 316.8 -0.7 2 1,386 +2
Total Volume and Open Interest 5,081 78,818 -515
Corn(CBOT)
Sep06 060901 231.00 231.75 229.50 230.00 -2.00 32,385 26,345 -5,567
Dec06 060901 247.25 247.75 245.25 245.75 -2.25 77,227 705,560 +1,315
Mar07 060901 261.75 262.50 260.25 260.50 -2.25 14,373 160,316 +617
May07 060901 270.50 272.00 269.50 270.25 -1.75 2,369 37,164 +733
Jul07 060901 279.75 280.75 278.75 279.25 -2.25 8,591 114,573 +3,637
Sep07 060901 285.00 287.25 285.00 286.25 -1.25 265 15,814 +248
Total Volume and Open Interest 149,345 1,316,964 -931
Wheat(CBOT)
Sep06 060901 401.50 402.50 397.50 401.25 -2.75 7,466 5,396 -4,417
Dec06 060901 421.50 422.00 416.50 419.50 -2.75 45,884 277,812 -3,271
Mar07 060901 437.50 440.00 434.50 439.00 unch 3,048 46,051 +1,860
May07 060901 447.00 448.00 443.50 446.00 -3.25 211 2,719 +22
Jul07 060901 453.00 453.50 448.00 451.00 -4.00 7,248 74,790 +602
Total Volume and Open Interest 67,394 446,462 -3,259
Wheat(KCBT)
Sep06 060901 473.75 473.75 468.50 470.00 -5.75 1,605 1,731 -1,266
Dec06 060901 487.50 489.75 484.00 485.00 -7.25 14,479 94,543 +1,095
Mar07 060901 494.50 495.00 490.00 492.00 -3.25 1,879 18,612 +625
May07 060901 488.00 488.50 483.00 483.00 -6.00 30 768 +25
Jul07 060901 464.50 467.50 463.25 464.25 -3.25 4,127 33,937 -59
Total Volume and Open Interest 22,326 159,818 +51
Wheat(MGE)
Sep06 060901 453.00 454.00 452.50 453.75 -1.25 738 471 -817
Dec06 060901 472.50 472.50 467.50 470.50 -2.75 5,013 30,587 +469
Mar07 060901 482.00 482.00 478.00 481.50 -2.50 346 6,296 +90
May07 060901 485.00 485.00 484.00 485.00 -3.00 20 756 -9
Jul07 060901 485.00 487.00 484.00 486.00 -8.00 8 686 -4
Total Volume and Open Interest 6,714 46,745 +505
Oats(CBOT)
Sep06 060901 182.00 185.00 182.00 183.75 +1.75 280 148 -240
Dec06 060901 191.75 194.00 191.25 193.00 +2.25 1,645 9,729 +378
Mar07 060901 198.50 199.50 198.50 199.50 +1.50 65 419 +2
May07 060901 202.00 202.00 202.00 202.00 +1.00 0 9 +0
Total Volume and Open Interest 1,990 10,391 -53
Rough Rice(CBOT)
Sep06 060901 8.58 8.80 8.58 8.73 +0.24 234 324 -421
Nov06 060901 8.84 9.10 8.83 8.98 +0.21 851 8,406 -274
Jan07 060901 9.16 9.35 9.15 9.25 +0.20 148 2,550 +66
Mar07 060901 9.52 9.52 9.52 9.52 +0.17 101 2,205 +7
Total Volume and Open Interest 1,475 14,764 -77
Live Cattle(CME)
Oct06 060901 94.000 94.000 93.150 93.350 +0.225 14,727 113,143 -3,195
Dec06 060901 93.250 93.300 92.500 93.150 +0.400 12,634 44,984 +2,779
Feb07 060901 92.750 92.750 92.000 92.450 unch 1,697 24,655 +204
Apr07 060901 91.200 91.250 90.650 90.975 +0.100 1,046 12,278 -67
Jun07 060901 86.800 86.900 86.350 86.700 +0.050 136 5,911 +63
Aug07 060901 85.825 86.300 85.650 86.300 +0.300 62 1,027 +38
Total Volume and Open Interest 31,947 201,998 -1,048
Feeder Cattle(CME)
Sep06 060901 116.900 117.000 116.100 116.550 +0.175 1,038 5,400 -143
Oct06 060901 116.850 116.850 116.000 116.325 -0.175 2,777 14,370 -137
Nov06 060901 116.500 116.750 116.000 116.675 +0.350 896 4,360 +255
Jan07 060901 113.800 113.800 113.200 113.375 -0.050 269 3,396 +32
Mar07 060901 109.750 110.050 109.425 109.850 +0.250 190 1,260 +154
Apr07 060901 108.900 109.100 108.900 109.100 +0.100 5 181 +3
May07 060901 108.750 108.750 108.600 108.700 -0.050 12 191 -3
Total Volume and Open Interest 5,836 29,158 -3,149
Lean Hogs(CME)
Oct06 060901 67.100 67.300 66.500 66.550 -0.350 12,988 96,612 -1,290
Dec06 060901 64.100 64.500 63.825 64.350 +0.650 9,473 49,300 +2,235
Feb07 060901 63.675 64.100 63.600 63.975 +0.300 1,679 15,364 +186
Apr07 060901 63.450 63.800 63.350 63.750 +0.200 439 11,880 +11
May07 060901 66.100 66.750 66.000 66.700 +0.225 28 1,213 +14
Jun07 060901 68.050 68.350 67.800 67.975 -0.275 205 3,330 +15
Jul07 060901 65.400 65.775 65.400 65.775 -0.025 16 984 +14
Aug07 060901 62.800 63.000 62.800 62.950 -0.050 33 515 -3
Total Volume and Open Interest 24,919 179,562 +4,288
Pork Bellies(CME)
Feb07 060901 91.000 93.100 91.000 91.950 +0.450 226 676 +17
Mar07 060901 91.500 91.500 91.500 91.500 +0.250 3 17 +1
May07 060901 93.500 93.500 93.500 93.500 +0.300 0 3 +0
Jul07 060821 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 467 942  
Class III Milk(CME)
Sep06 060901 12.57 12.57 12.30 12.35 -0.20 356 4,467 -274
Oct06 060901 12.94 12.95 12.53 12.75 -0.19 552 4,423 -184
Nov06 060901 12.70 12.70 12.50 12.60 -0.19 173 3,814 +31
Dec06 060901 12.60 12.60 12.35 12.54 -0.11 53 3,439 +10
Jan07 060901 12.48 12.48 12.46 12.46 -0.16 26 1,605 -6
Total Volume and Open Interest 1,224 26,245 -4,847
Cocoa(NYBOT)
Sep06 060901 1430 1441 1430 1441 +21 4 300 -88
Dec06 060901 1490 1508 1488 1506 +21 7,727 70,357 +1,114
Mar07 060901 1533 1547 1530 1546 +21 1,257 24,202 -77
May07 060901 1559 1573 1555 1573 +21 437 11,655 +4
Jul07 060901 1589 1600 1589 1600 +21 527 5,280 -39
Sep07 060901 1617 1620 1617 1620 +20 93 10,677 +87
Dec07 060901 1638 1644 1638 1644 +20 5 7,852 +5
Total Volume and Open Interest 10,055 131,503 +2,700
Coffee "C"(NYBOT)
Sep06 060901 103.50 103.80 102.90 103.40 -0.60 39 252 +3
Dec06 060901 107.50 108.45 106.60 107.60 -0.40 7,456 76,302 +67
Mar07 060901 111.05 112.00 110.60 111.40 -0.45 492 12,798 +8
May07 060901 113.70 113.70 113.70 113.70 -0.45 520 3,782 +360
Jul07 060901 115.35 115.90 115.35 115.90 -0.45 164 2,123 +107
Sep07 060901 118.25 118.25 118.05 118.05 -0.45 121 2,123 -97
Total Volume and Open Interest 10,146 100,373 +540
Orange Juice(NYBOT)
Sep06 060901 180.75 181.00 177.50 178.50 -2.50 1,071 1,285 -1,174
Nov06 060901 180.25 181.00 177.50 178.35 -3.35 1,551 21,506 -31
Jan07 060901 180.25 180.50 177.80 178.30 -3.30 377 4,025 -51
Mar07 060901 180.00 180.00 178.00 178.00 -2.80 130 1,650 +119
May07 060901 179.00 179.00 176.50 176.50 -3.50 35 453 +34
Total Volume and Open Interest 3,168 29,125 -1,710
Sugar #11(NYBOT)
Oct06 060901 11.75 11.84 11.26 11.39 -0.41 42,594 200,618 -8,015
Mar07 060901 12.75 12.75 12.15 12.30 -0.40 29,615 144,948 +4,940
May07 060901 12.88 12.92 12.47 12.49 -0.43 4,222 50,926 -955
Jul07 060901 13.02 13.05 12.60 12.64 -0.43 5,526 41,436 +1,738
Oct07 060901 13.20 13.20 12.80 12.82 -0.45 505 29,522 +321
Total Volume and Open Interest 83,749 497,243 +3,185
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060901 21.40 21.40 21.30 21.30 -0.15 175 2,350 -19
Jan07 060901 21.40 21.40 21.40 21.40 -0.10 14 2,164 +14
Mar07 060901 21.45 21.45 21.45 21.45 -0.05 111 2,814 +63
May07 060901 21.45 21.45 21.45 21.45 -0.05 51 1,854 +50
Total Volume and Open Interest 481 11,442 +187
London Cocoa(LCE)
Sep06 060901 806 818 805 817 +11 2,495 35,227 +179
Dec06 060904 849 850 839 841 -8 6,131 58,961 -1,371
Mar07 060904 865 868 856 858 -9 1,358 45,888 +265
May07 060904 878 879 870 872 -8 2,579 15,138 +1,527
Jul07 060904 890 895 884 885 -7 300 8,850 +9
Sep07 060904 907 907 898 899 -7 63 9,438 +41
Dec07 060904 916 916 911 911 -6 22 12,318 +0
Total Volume and Open Interest 11,807 188,981 +78
London Coffee(LCE)
Sep06 060904 1829.00 1925.00 1827.00 1900.00 +90.00 633 10,389 -377
Nov06 060904 1542.00 1585.00 1540.00 1557.00 +20.00 8,535 67,457 +329
Jan07 060904 1429.00 1470.00 1429.00 1444.00 +23.00 3,617 32,963 +936
Mar07 060904 1394.00 1425.00 1390.00 1402.00 +26.00 1,332 13,976 +746
May07 060904 1380.00 1405.00 1380.00 1388.00 +25.00 167 4,091 +165
Jul07 060904 1386.00 1387.00 1379.00 1379.00 +26.00 7 940 +5
Total Volume and Open Interest 14,314 130,569 +1,822
London Sugar(LCE)
Oct06 060904 369.10 376.20 368.50 372.00 +3.00 4,891 22,589 -464
Dec06 060904 359.00 361.00 357.00 359.20 -0.30 2,603 16,422 +995
Mar07 060904 346.00 346.00 342.00 343.20 -2.30 825 17,088 +346
May07 060904 350.00 351.00 348.70 349.20 -2.30 72 5,310 +5
Aug07 060904 353.00 353.00 353.00 353.00 -2.50 17 2,129 +2
Total Volume and Open Interest 8,433 65,607 +903
Cotton(NYBOT)
Oct06 060901 53.05 53.05 52.05 52.06 -0.99 552 3,148 -85
Dec06 060901 54.83 54.83 53.81 53.90 -1.18 8,620 120,492 +462
Mar07 060901 58.20 58.30 57.50 57.52 -1.21 1,474 34,478 +88
May07 060901 58.90 58.90 58.50 58.50 -1.15 115 2,627 +9
Jul07 060901 59.75 59.80 59.55 59.55 -1.03 759 2,700 -98
Oct07 060901 60.20 60.20 60.20 60.20 -1.00 0 46 +0
Total Volume and Open Interest 12,002 172,081 +1,898
Lumber(CME)
Sep06 060901 288.5 288.5 283.0 283.5 -5.0 334 1,401 -235
Nov06 060901 286.9 286.9 282.5 283.4 -0.6 768 3,892 +3
Jan07 060901 298.5 298.5 295.0 296.0 -2.3 269 427 +102
Mar07 060901 309.0 314.0 307.0 314.0 +3.0 15 99 +12
Total Volume and Open Interest 1,395 5,850 -262
Crude Oil(NYM)
Oct06 060901 70.35 70.40 69.05 69.19 -1.07 89,594 216,218 -8,366
Nov06 060901 71.50 71.55 70.25 70.37 -1.10 55,715 131,185 +14,256
Dec06 060901 72.40 72.45 71.15 71.21 -1.09 19,769 134,814 +6,227
Jan07 060901 72.85 73.05 71.90 71.94 -1.08 5,819 50,408 -2,125
Feb07 060901 73.35 73.35 72.54 72.54 -1.07 2,530 21,258 -1,346
Mar07 060901 73.50 73.50 73.03 73.03 -1.05 1,316 29,541 +323
Apr07 060901 73.42 73.42 73.42 73.42 -1.04 2,083 40,708 +690
May07 060901 73.74 73.74 73.74 73.74 -1.03 839 25,118 -32
Jun07 060901 73.97 73.97 73.97 73.97 -1.02 4,180 59,331 +215
Jul07 060901 74.15 74.15 74.15 74.15 -1.01 150 16,915 -50
Aug07 060901 74.28 74.28 74.28 74.28 -1.01 1,700 11,169 +180
Sep07 060901 74.36 74.36 74.36 74.36 -1.01 368 20,471 +6
Oct07 060901 75.10 75.10 74.41 74.41 -1.01 4,351 6,037 -1,314
Nov07 060901 74.44 74.44 74.44 74.44 -1.00 210 7,808 -125
Dec07 060901 74.90 75.20 74.44 74.44 -0.99 11,071 125,716 +1,745
Jan08 060901 74.40 74.40 74.40 74.40 -0.99 120 23,205 +0
Total Volume and Open Interest 221,443 1,166,144 +16,474
Heating Oil(NYM)
Oct06 060901 200.00 200.50 196.40 196.74 -4.37 27,603 67,008 +667
Nov06 060901 206.00 206.00 202.00 202.39 -4.37 7,751 27,724 +812
Dec06 060901 210.50 210.50 206.94 206.94 -4.12 2,909 23,422 +136
Jan07 060901 214.25 214.25 210.64 210.64 -4.02 2,909 15,573 -186
Feb07 060901 216.50 216.50 212.84 212.84 -3.92 1,388 12,709 +115
Mar07 060901 214.75 214.75 211.89 211.89 -3.87 309 8,698 -104
Apr07 060901 211.30 211.30 208.89 208.89 -3.87 562 6,770 +430
May07 060901 205.64 205.64 205.64 205.64 -3.87 6 3,620 +2
Jun07 060901 207.50 207.50 204.94 204.94 -3.87 717 13,085 -192
Jul07 060901 206.24 206.24 206.24 206.24 -3.92 1 827 +1
Aug07 060901 208.24 208.24 208.24 208.24 -3.97 1 845 +0
Sep07 060901 210.54 210.54 210.54 210.54 -4.02 0 1,631 +0
Total Volume and Open Interest 54,838 189,530 -3,586
Unleaded Gas(NYM)
Oct06 060901 177.75 177.80 172.65 173.44 -4.87 19,768 40,512 +1,736
Nov06 060901 179.50 179.50 175.00 175.61 -4.15 3,568 6,876 +861
Dec06 060901 179.00 179.50 176.36 176.36 -3.20 1,011 8,165 +309
Jan07 060901 178.50 178.50 176.46 176.46 -2.60 309 3,548 +49
Total Volume and Open Interest 31,307 59,404 -2,087
RBOB Gasoline(NYMEX)
Oct06 060901 180.50 180.50 177.00 178.42 -1.90 7,247 27,438 +1,880
Nov06 060901 183.00 183.00 180.75 181.87 -1.91 3,006 15,593 +1,010
Dec06 060901 183.00 183.32 183.00 183.32 -1.26 1,776 7,942 -50
Jan07 060901 185.12 185.12 185.12 185.12 -1.26 1,183 6,110 +262
Feb07 060901 188.02 188.02 188.02 188.02 -1.26 230 1,702 -63
Mar07 060901 191.32 191.32 191.32 191.32 -1.26 205 2,038 +36
Apr07 060901 210.37 210.37 210.37 210.37 -1.26 430 1,898 -63
May07 060901 212.72 212.72 212.72 212.72 -1.26 310 2,145 +131
Jun07 060901 212.75 214.22 212.75 214.22 -1.26 130 882 +35
Jul07 060901 214.72 214.72 214.72 214.72 -1.26 0 408 +0
Total Volume and Open Interest 19,794 70,087 +1,802
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060901 181.87 181.87 181.87 181.87 -1.91      
Dec06 060901 183.32 183.32 183.32 183.32 -1.26      
Jan07 060901 185.12 185.12 185.12 185.12 -1.26      
Total Volume and Open Interest 11 13 -17
Natural Gas(NYM)
Oct06 060901 5.870 5.990 5.820 5.877 -0.171 46,282 116,898 -8,724
Nov06 060901 8.020 8.170 8.000 8.057 -0.171 14,143 70,483 +3,087
Dec06 060901 9.780 10.000 9.730 9.897 -0.081 5,147 51,147 +822
Jan07 060901 10.450 10.660 10.450 10.562 -0.066 3,603 49,265 -577
Feb07 060901 10.500 10.700 10.480 10.602 -0.061 1,440 30,918 +192
Mar07 060901 10.370 10.530 10.350 10.432 -0.051 2,863 79,735 -319
Apr07 060901 8.320 8.470 8.300 8.382 +0.039 1,743 62,572 +40
May07 060901 8.170 8.320 8.150 8.232 +0.039 802 24,329 +414
Jun07 060901 8.270 8.400 8.270 8.322 +0.039 721 15,125 +609
Jul07 060901 8.370 8.510 8.370 8.427 +0.039 152 11,562 +69
Aug07 060901 8.470 8.600 8.440 8.517 +0.039 150 13,098 +83
Sep07 060901 8.500 8.690 8.500 8.612 +0.044 207 11,760 +64
Oct07 060901 8.710 8.780 8.710 8.772 +0.044 512 32,203 +292
Nov07 060901 9.700 9.732 9.700 9.732 +0.029 25 14,564 +0
Dec07 060901 10.580 10.650 10.580 10.617 +0.029 50 32,946 +16
Jan08 060901 11.142 11.142 11.142 11.142 +0.034 968 25,388 +159
Total Volume and Open Interest 91,870 927,572 +5,939
Brent Crude Oil(ICE)
Oct06 060904 69.15 69.49 67.59 67.71 -1.44 60,497 85,374 +6,887
Nov06 060904 70.54 70.54 68.70 68.85 -1.37 43,973 132,649 +3,091
Dec06 060904 71.12 71.23 69.59 69.74 -1.30 21,443 71,685 +2,842
Jan07 060904 71.85 71.85 70.33 70.48 -1.23 6,308 34,616 +1,303
Feb07 060904 72.44 72.44 70.91 71.12 -1.18 2,581 23,106 +776
Mar07 060904 72.74 72.74 71.39 71.60 -1.14 2,293 15,398 -169
Apr07 060904 72.28 72.58 71.89 72.00 -1.10 1,824 16,750 -216
May07 060904 72.89 72.96 72.20 72.36 -1.04 5,930 9,979 -393
Jun07 060904 72.99 73.27 72.41 72.69 -1.00 6,593 24,782 +5,186
Jul07 060904 73.24 73.24 72.92 72.92 -0.95 1 1,296 +0
Aug07 060904 73.07 73.07 73.07 73.07 -0.92 0 1,617 +0
Sep07 060904 73.18 73.18 73.18 73.18 -0.87 0 1,499 +0
Oct07 060904 73.26 73.26 73.26 73.26 -0.83 0 477 +0
Nov07 060904 73.32 73.32 73.32 73.32 -0.80 0 8,401 +0
Total Volume and Open Interest 156,218 504,218 +18,791
Gas Oil(ICE)
Sep06 060901 640.00 640.75 626.75 630.00 -4.75 36,014 40,548 -1,909
Oct06 060901 642.25 644.00 630.50 634.00 -3.75 35,435 63,224 +1,361
Nov06 060901 647.00 649.00 637.00 640.25 -2.25 13,830 27,288 +1,860
Dec06 060901 652.75 654.00 642.75 645.75 -1.25 12,233 38,654 -62
Jan07 060901 658.25 659.25 650.50 651.50 -0.75 5,529 21,743 +1,650
Feb07 060901 662.00 664.00 655.75 656.00 -0.50 1,240 9,649 +352
Mar07 060901 664.00 664.00 656.75 656.75 -0.25 423 7,966 +285
Apr07 060901 655.50 655.50 655.50 655.50 unch 200 2,555 +200
May07 060901 661.25 661.50 653.00 653.00 unch 325 1,825 +225
Jun07 060901 660.75 660.75 651.50 652.25 unch 885 20,973 +260
Total Volume and Open Interest 107,729 266,190 +4,167
US Dollar Index(NYBOT)
Sep06 060901 84.99 85.32 84.81 84.89 -0.13 2,925 17,663 +690
Dec06 060901 84.60 84.96 84.48 84.53 -0.13 28 2,561 +10
Mar07 060901 84.18 84.18 84.18 84.18 -0.13 0 6 +0
Total Volume and Open Interest 2,953 20,245 +560
Australian Dollar(CME)
Sep06 060901 76.53 76.68 76.44 76.65 +0.32 442 63,826 +793
Dec06 060901 76.52 76.52 76.51 76.51 +0.32 41 1,128 +131
Mar07 060901 76.38 76.38 76.38 76.38 +0.32 0 111 +0
Total Volume and Open Interest 483 65,071 +1,723
British Pound(CME)
Sep06 060901 190.51 190.75 189.65 190.57 +0.05 704 134,115 -1,401
Dec06 060901 190.70 190.79 189.97 190.79 +0.05 91 1,329 +133
Mar07 060901 190.90 190.90 190.90 190.90 +0.05 0 128 +1
Total Volume and Open Interest 795 135,574 +5,035
Canadian Dollar(CME)
Sep06 060901 90.57 90.70 90.40 90.45 -0.13 2,879 104,546 +2,618
Dec06 060901 90.77 90.80 90.69 90.71 -0.13 79 6,418 +445
Mar07 060901 90.98 90.98 90.98 90.98 -0.13 99 498 +82
Jun07 060901 91.25 91.25 91.25 91.25 -0.13 0 264 +0
Total Volume and Open Interest 3,057 111,896 +5,754
Japanese Yen(CME)
Sep06 060901 85.48 85.58 85.30 85.57 +0.18 3,032 223,708 -812
Dec06 060901 86.58 86.65 86.53 86.65 +0.18 48 25,115 +864
Mar07 060901 87.73 87.73 87.73 87.73 +0.18 0 203 +10
Total Volume and Open Interest 3,080 249,050 +4,609
Swiss Franc(CME)
Sep06 060901 81.33 81.45 80.83 81.43 +0.03 9,760 74,434 +8,689
Dec06 060901 81.75 82.18 81.72 82.18 +0.03 37 1,498 +95
Mar07 060901 82.92 82.92 82.92 82.92 +0.03 0 81 +0
Total Volume and Open Interest 9,797 76,045 +7,258
EuroFX(CME)
Sep06 060901 128.31 128.57 127.67 128.49 +0.26 4,381 171,295 +9,750
Dec06 060901 129.04 129.15 128.69 129.15 +0.26 136 5,131 +513
Mar07 060901 129.19 129.71 129.19 129.71 +0.25 1 189 +6
Total Volume and Open Interest 4,524 176,712 +6,544
Mexican Peso(CME)
Sep06 060901 9160.0 9200.0 9155.0 9190.0 +38.0 1,935 54,097 -565
Dec06 060901 5.9 6.2 5.9 2.7 -1.3 10 23,210 +26
Total Volume and Open Interest 1,986 79,135 -5,184
30-Year T-Bonds(CBOT)
Sep06 060901 110~20 110~27 110~10 110~24 +0~02 162,879 226,385 -74,629
Dec06 060901 111~02 111~08 110~22 111~04 +0~02 338,283 583,745 +31,523
Mar07 060901 110~20 110~31 110~20 110~31 +0~02 35 140 -23
Total Volume and Open Interest 501,197 810,285 -18,558
10-Year T-Notes(CBOT)
Sep06 060901 107~135 107~170 107~050 107~155 +0~020 556,652 438,144 -200,228
Dec06 060901 107~125 107~145 107~025 107~135 +0~015 1,124,897 1,829,236 +177,297
Total Volume and Open Interest 1,681,629 2,270,281 -52,228
5-Year T-Notes(CBOT)
Sep06 060901 105~015 105~030 104~300 105~030 +0~025 208,903 0 +0
Dec06 060901 105~045 105~060 104~300 105~055 +0~020 421,804 0 +0
Mar07 060901 105~055 105~055 105~055 105~055 +0~020      
Total Volume and Open Interest 630,707    
2 Year T-Notes(CBOT)
Sep06 060901 102~005 102~005 101~124 102~005 +0~004 5,966 97,202 -80,001
Dec06 060901 102~025 102~025 102~012 102~025 +0~004 11,621 610,293 +46,272
Total Volume and Open Interest 17,587 707,495 -37,631
Eurodollars(CME)
Sep06 060901 94.600 94.607 94.598 94.605 unch 42,057 1,368,355 -1,448
Dec06 060901 94.655 94.690 94.630 94.655 unch 23,316 1,596,114 +15,965
Mar07 060901 94.790 94.810 94.750 94.800 +0.015 24,060 1,317,170 +5,905
Jun07 060901 94.935 94.955 94.880 94.945 +0.020 16,118 1,079,828 +2,894
Sep07 060901 95.055 95.070 94.995 95.060 +0.015 72,028 1,141,196 +38,206
Dec07 060901 95.120 95.135 95.055 95.125 +0.015 22,614 967,005 +14,186
Mar08 060901 95.125 95.155 95.080 95.145 +0.020 24,291 635,890 +7,584
Jun08 060901 95.120 95.140 95.070 95.130 +0.020 19,241 433,863 +4,448
Sep08 060901 95.090 95.105 95.035 95.100 +0.020 8,436 305,843 +3,668
Dec08 060901 95.035 95.065 95.000 95.055 +0.015 18,451 313,199 +4,893
Mar09 060901 94.980 95.025 94.970 95.020 +0.015 8,605 286,688 +4,430
Jun09 060901 94.940 94.980 94.925 94.980 +0.015 5,136 211,156 -1,353
Sep09 060901 94.910 94.940 94.895 94.940 +0.015 7,170 143,008 -2,621
Dec09 060901 94.865 94.895 94.850 94.890 +0.010 5,947 123,549 +2,024
Mar10 060901 94.825 94.865 94.820 94.860 +0.010 5,476 104,176 -772
Jun10 060901 94.790 94.830 94.785 94.825 +0.010 5,170 104,456 -818
Sep10 060901 94.745 94.795 94.745 94.790 +0.010 4,949 95,637 +494
Dec10 060901 94.705 94.755 94.705 94.750 +0.010 5,322 79,667 +1,394
Total Volume and Open Interest 341,640 10,544,864 +100,248
3-Mth Euro-Yen(CME)
Sep06 060901 99.57 99.57 99.57 99.57 -0.01 2,174 11,723 +765
Dec06 060901 99.48 99.48 99.48 99.48 -0.02 3,400 13,858 +1,678
Mar07 060901 99.36 99.36 99.35 99.35 -0.02 2,219 6,306 +491
Jun07 060901 99.24 99.24 99.23 99.23 -0.02 584 7,603 +174
Sep07 060901 99.14 99.14 99.13 99.13 -0.01 0 2,037 -106
Dec07 060901 99.04 99.04 99.04 99.04 -0.01 1,906 4,721 +1,199
Mar08 060901 98.96 98.96 98.94 98.94 -0.01 0 1,119 +0
Jun08 060901 98.84 98.84 98.84 98.84 unch 0 255 +0
Sep08 060901 98.77 98.77 98.77 98.77 unch 0 7 +0
Dec08 060901 98.65 98.65 98.65 98.65 unch 0 4 +0
Total Volume and Open Interest 10,283 47,633 +4,201
3-Mth Euro-Yen(SIMEX)
Sep06 060904 99.56 99.56 99.56 99.56 -0.02 22 60,640 -2,861
Dec06 060904 99.44 99.44 99.44 99.44 -0.05 1,771 91,089 +1,099
Mar07 060904 99.34 99.34 99.31 99.31 -0.05 3,374 63,185 +1,256
Jun07 060904 99.19 99.19 99.19 99.19 -0.04 1,439 37,193 +848
Sep07 060904 99.09 99.09 99.09 99.09 -0.05 213 18,279 +453
Dec07 060904 99.01 99.01 99.00 99.00 -0.06 0 43,585 -776
Mar08 060904 98.91 98.91 98.91 98.91 -0.05 0 22,206 +208
Jun08 060904 98.82 98.82 98.82 98.82 -0.05 0 3,550 +50
Total Volume and Open Interest 6,819 341,110 +277
German Euro-Bund(EUREX)
Sep06 060904 118.36 118.40 118.29 118.37 -0.10 1,316,848 1,442,783 -30,442
Dec06 060904 117.72 117.73 117.62 117.70 -0.10 90,542 200,843 +56,871
Mar07 060904 117.71 117.77 117.71 117.77 -0.08 64 136 +31
Total Volume and Open Interest 1,407,454 1,643,762 +22,269
German Euro-Bobl(EUREX)
Sep06 060904 110.46 110.46 110.39 110.45 +1.36 337,854 1,061,696 +352,351
Dec06 060904 110.01 110.01 109.94 109.99 -0.06 46,251 113,624 +20,134
Mar07 060904 109.76 109.76 109.76 109.76 -0.04 80 0 +0
Total Volume and Open Interest 802,010 981,845 +35,633
Long Gilt(LIFFE)
Sep06 060904 110~15 110~15 110~09 110~09 -0~06 31,984 69,763 -8,608
Dec06 060904 110~08 110~09 110~02 110~03 -0~06 63,042 227,291 +3,826
Total Volume and Open Interest 95,026 297,054 -4,782
3-Mth Short Sterling(LIFFE)
Sep06 060904 94.98 94.99 94.98 94.99 unch 16,368 393,543 -5,404
Dec06 060904 94.83 94.84 94.82 94.83 -0.01 58,418 409,002 -1,867
Mar07 060904 94.80 94.81 94.78 94.80 -0.01 48,239 415,822 -960
Total Volume and Open Interest 263,082 2,246,989 -16,859
3-Mth Euribor(LIFFE)
Sep06 060904 96.660 96.665 96.660 96.665 unch 126,814 554,034 +1,179
Dec06 060904 96.345 96.350 96.340 96.345 -0.010 273,626 802,933 +24,159
Mar07 060904 96.265 96.270 96.250 96.265 -0.010 273,815 671,038 +12,414
Total Volume and Open Interest 1,238,685 3,868,102 +55,687
3-Mth Aus T-Bills(SFE)
Sep06 060901 93.81 93.81 93.80 93.81 unch 5,733 89,135 -1,444
Dec06 060901 93.73 93.74 93.73 93.74 +0.02 51,137 240,563 +8,381
Mar07 060901 93.71 93.73 93.71 93.72 +0.02 29,582 150,346 +4,711
Jun07 060901 93.75 93.77 93.75 93.75 +0.02 5,890 56,498 +2,050
Sep07 060901 93.79 93.79 93.78 93.78 +0.02 973 31,776 +305
Dec07 060901 93.82 93.82 93.80 93.81 +0.02 811 28,920 +312
Mar08 060901 93.82 93.82 93.81 93.82 +0.02 625 14,602 +250
Jun08 060901 93.82 93.82 93.81 93.82 +0.03 556 9,810 -25
Sep08 060901 93.81 93.81 93.81 93.81 +0.02 84 1,735 +0
Dec08 060901 93.81 93.81 93.81 93.81 +0.03 0 1,134 +0
Total Volume and Open Interest 95,425 626,632 +14,561
10-Year Aus T-Bonds(SFE)
Sep06 060901 94.37 94.38 94.36 94.38 +0.04 37,527 382,268 +18,141
Dec06 060901 94.38 94.39 94.38 94.39 +0.05 224 3,454 +184
Total Volume and Open Interest 37,751 385,722 +18,325
3-Year Aus T-Bonds(SFE)
Sep06 060901 94.23 94.24 94.21 94.23 +0.02 100,737 500,546 +15,473
Dec06 060901 94.26 94.27 94.26 94.26 +0.01 750 1,614 +550
Total Volume and Open Interest 101,487 502,160 +16,023
Gold(CMX)
Oct06 060901 626.3 628.0 622.0 626.6 -1.6 4,096 22,168 -977
Dec06 060901 632.5 633.8 628.0 632.6 -1.6 30,178 202,248 +2,539
Feb07 060901 639.0 639.9 634.0 638.8 -1.6 143 20,477 +38
Apr07 060901 643.0 644.9 643.0 644.9 -1.6 78 2,891 +4
Jun07 060901 648.0 650.9 648.0 650.9 -1.6 57 18,856 +16
Aug07 060901 656.7 656.7 656.7 656.7 -1.7 0 1,553 +0
Oct07 060901 662.6 662.6 662.6 662.6 -1.7 0 3,641 +0
Dec07 060901 667.0 668.5 667.0 668.5 -1.7 194 21,429 +179
Feb08 060901 674.3 674.3 674.3 674.3 -1.7 0 1,348 +0
Apr08 060901 24.6 24.6 24.6 24.6 -1.8 0 85 +0
Jun08 060901 685.8 685.8 685.8 685.8 -1.8 0 1,372 +0
Total Volume and Open Interest 34,856 310,762 +3,586
Silver(CMX)
Sep06 060901 1280.0 1300.0 1280.0 1295.5 +5.5 2,459 4,540 -2,884
Dec06 060901 1299.0 1310.0 1282.5 1307.0 +4.0 16,094 69,886 +1,241
Mar07 060901 1305.0 1324.0 1301.0 1320.5 +4.0 146 11,604 +31
May07 060901 1325.0 1328.0 1325.0 1328.0 +4.0 126 3,464 +64
Jul07 060901 1334.3 1334.3 1334.3 1334.3 +4.0 3 8,454 +0
Sep07 060901 1344.0 1346.0 1337.6 1337.6 +4.0 107 1,165 +107
Dec07 060901 1328.0 1343.0 1328.0 1343.0 +4.0 197 4,286 +86
Total Volume and Open Interest 19,159 108,854 -3,492
Platinum(NYM)
Oct06 060901 1254.0 1256.0 1249.0 1254.8 +3.6 2,922 7,852 -878
Jan07 060901 1261.0 1269.0 1261.0 1265.8 +3.6 1,732 1,882 +843
Apr07 060901 1270.8 1270.8 1270.8 1270.8 +3.6      
Jul07 060901 620.4 620.4 620.4 620.4 +3.6 0 6 +0
Total Volume and Open Interest 4,654 9,740 +75
Palladium(NYME)
Sep06 060901 341.00 344.10 341.00 344.10 +0.90 259 499 -3,173
Dec06 060901 352.80 352.80 348.50 349.60 +0.90 558 10,920 +361
Mar07 060901 355.10 355.10 355.10 355.10 +0.90 1 14 -1
Total Volume and Open Interest 818 11,468 -2,605
Copper(CMX)
Sep06 060901 345.00 348.00 343.50 347.50 +0.60 1,461 6,091 -470
Dec06 060901 345.10 346.50 341.75 346.10 +0.50 10,975 45,406 -32
Mar07 060901 338.50 341.00 337.00 341.00 +0.65 41 3,631 +19
May07 060901 335.75 335.75 335.75 335.75 +0.65 66 964 +24
Jul07 060901 330.25 330.25 330.25 330.25 +0.65 4 808 +3
Total Volume and Open Interest 12,742 68,768 -349
Aluminum(CMX)
Sep06 060901 113.00 113.00 113.00 113.00 -0.25 202 92 -347
Oct06 060901 113.75 113.75 113.75 113.75 -0.25 201 317 +200
Nov06 060901 114.05 114.05 114.05 114.05 -0.25 0 45 +0
Dec06 060901 114.35 114.35 114.35 114.35 -0.25 0 573 +0
Jan07 060901 113.85 113.85 113.85 113.85 -0.20      
Feb07 060901 113.35 113.35 113.35 113.35 -0.20      
Total Volume and Open Interest 404 1,054 -146
DJIA Index(CBOT)
Sep06 060901 11395 11490 11390 11472 +81 2,889 58,012 -313
Dec06 060901 11480 11575 11480 11557 +80 118 2,416 +62
Mar07 060901 11620 11620 11620 11620 +78 0 6 +0
Jun07 060901 11694 11694 11694 11694 +81      
Total Volume and Open Interest 3,007 60,434 +120
S & P 500(CME)
Sep06 060901 1309.70 1313.90 1306.50 1312.60 +7.00 43,092 532,904 -16,026
Dec06 060901 1321.10 1325.00 1318.00 1324.00 +7.10 17,884 103,908 +13,490
Mar07 060901 1334.90 1334.90 1334.90 1334.90 +7.00 300 1,416 +300
Jun07 060901 1344.00 1346.40 1344.00 1346.40 +7.00 0 3,118 +0
Total Volume and Open Interest 61,281 641,638 -1,241
S & P 500 E-Mini(Globex)
Sep06 060901 1305.00 1314.00 1304.75 1312.50 +7.00 551,526 1,492,123 -5,801
Dec06 060901 1316.25 1325.00 1316.25 1324.00 +7.00 14,495 99,647 +13,165
Total Volume and Open Interest 566,021 1,591,770 +9,884
NASDAQ 100(CME)
Sep06 060901 1591.50 1597.50 1583.50 1590.50 +7.50 3,522 56,039 -263
Dec06 060901 1603.80 1616.00 1603.80 1609.30 +7.50 80 227 +78
Mar07 060901 1628.30 1628.30 1628.30 1628.30 +7.50      
Total Volume and Open Interest 3,602 56,266 -515
NASDAQ 100 E-Mini(Globex)
Sep06 060901 1583.50 1597.30 1582.80 1590.50 +7.50 161,442 403,327 -66
Dec06 060901 1605.80 1615.80 1603.80 1609.30 +7.50 1,436 3,039 +910
Total Volume and Open Interest 162,878 406,366 +4,397
S & P Midcap 400(CME)
Sep06 060901 754.00 755.20 750.00 754.00 +3.00 258 9,745 -14
Dec06 060901 761.40 761.40 761.40 761.40 +3.00 0 13 +0
Mar07 060901 768.80 768.80 768.80 768.80 +3.00      
Total Volume and Open Interest 258 9,758 -75
Russell 2000(CME)
Sep06 060901 725.00 725.50 719.50 722.30 +0.60 2,491 40,239 -871
Dec06 060901 728.00 730.00 728.00 728.25 +0.60 1,139 1,696 +1,022
Mar07 060901 734.20 734.20 734.20 734.20 +0.60 0 12 +0
Total Volume and Open Interest 3,630 41,947 -256
Russell 2000 E-Mini(Globex)
Sep06 060901 721.50 726.30 718.80 722.30 +0.60 121,480 445,865 -8,971
Dec06 060901 727.80 732.30 724.70 728.30 +0.60 7,176 9,212 +5,760
Total Volume and Open Interest 128,656 455,077 -7,744
Value Line(KCBT)
Sep06 060901 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060901 16140 16215 16130 16195 +110      
Dec06 060901 16170 16170 16170 16170 +110      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060904 16220 16425 16205 16335 +235 43,172 239,934 +10,833
Dec06 060904 16200 16385 16190 16305 +210 996 6,174 +2,328
Mar07 060904 16325 16325 16325 16325 +220 0 1 +0
Total Volume and Open Interest 44,175 246,189 +13,199
CAC 40(EURONEXT)
Sep06 060904 5207.5 5215.0 5195.0 5208.5 +21.5 76,629 505,321 +12,842
Oct06 060904 5217.0 5230.0 5213.5 5223.0 +21.5 419 4,788 +259
Nov06 060904 5241.5 5241.5 5235.5 5235.5 +22.0 0 1 +0
Total Volume and Open Interest 77,952 520,289 +13,591
Hang Seng Index(HKFE)
Sep06 060904 17542 17570 17485 17533 +126 32,327 124,578 +3,226
Oct06 060904 17575 17610 17532 17572 +122 1,114 876 +876
Total Volume and Open Interest 33,539 126,746 +4,129
DAX(EUREX)
Sep06 060904 5906.5 5923.5 5898.5 5917.5 +35.0 105,298 221,608 +939
Dec06 060904 5952.5 5972.0 5949.5 5967.0 +35.5 2,243 17,304 +197
Mar07 060904 6010.0 6027.0 6006.5 6022.0 +36.0 473 1,714 +0
Total Volume and Open Interest 108,014 240,626 +1,136
FT-SE 100(EURONEXT)
Sep06 060904 5953.00 5998.00 5950.00 5988.50 +42.50 64,789 461,141 +9,604
Dec06 060904 5994.50 6035.00 5994.50 6027.50 +43.00 385 35,382 +230
Mar07 060904 6043.50 6043.50 6043.50 6043.50 +43.50 0 1,041 +0
Total Volume and Open Interest 65,174 499,314 +9,834
SPI 200(SFE)
Sep06 060904 5075.0 5144.0 5071.0 5144.0 +71.0 14,856 239,337 +773
Dec06 060904 5117.0 5154.0 5117.0 5154.0 +70.0 67 6,143 -118
Mar07 060904 5148.0 5161.0 5148.0 5161.0 +71.0 1 2,756 -102
Total Volume and Open Interest 14,977 251,418 +603
GSCI(CME)
Sep06 060901 464.90 465.10 458.20 458.40 -7.60 337 19,729 +121
Oct06 060901 475.00 475.00 475.00 475.00 -6.60 1 2 +0
Nov06 060901 489.00 489.00 489.00 489.00 -4.60      
Total Volume and Open Interest 338 19,731 +110
Reuters CRB Index(NYBOT)
Nov06 060901 396.25 396.75 395.00 395.40 -0.60 2 495 +0
Jan07 060901 397.40 397.40 397.40 397.40 -0.60 0 407 +0
Feb07 060901 395.40 395.40 395.40 395.40 -0.60 0 14 +0
Total Volume and Open Interest 2 916 +914
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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