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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 Tue September 05, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060905 538.50 549.00 538.00 541.25 +2.75 11,069 6,087 -1,295
Nov06 060905 551.00 563.00 550.50 554.25 +2.75 28,093 255,027 +2,010
Jan07 060905 564.00 577.00 563.50 567.25 +2.50 3,361 38,125 +391
Mar07 060905 576.25 588.00 575.50 578.50 +2.25 1,269 13,069 -106
May07 060905 586.00 597.50 586.00 590.25 +3.00 868 14,914 -121
Jul07 060905 598.00 607.50 598.00 599.75 +2.50 346 13,400 +95
Aug07 060905 603.00 603.00 603.00 603.00 +3.00 0 30 +0
Total Volume and Open Interest 45,344 360,611 +1,043
Soybean Meal(CBOT)
Sep06 060905 157.80 162.20 157.80 160.30 +2.70 3,686 5,006 -1,709
Oct06 060905 159.30 163.50 159.10 161.40 +2.30 5,611 37,466 +1,647
Dec06 060905 161.40 166.50 161.40 164.60 +3.20 9,302 123,990 +1,024
Jan07 060905 163.50 167.80 163.30 165.70 +2.60 1,079 17,586 -208
Mar07 060905 166.50 170.60 166.50 168.50 +2.50 1,290 14,595 +90
May07 060905 168.90 173.00 168.70 170.80 +2.60 1,089 17,499 +481
Jul07 060905 171.80 176.00 171.70 173.80 +2.40 1,029 13,442 +708
Aug07 060905 173.30 177.00 173.30 174.50 +2.20 128 3,412 +93
Total Volume and Open Interest 23,400 241,878 +2,200
Soybean Oil(CBOT)
Sep06 060905 24.78 24.80 24.50 24.54 -0.24 4,550 3,214 -1,378
Oct06 060905 24.92 24.97 24.63 24.68 -0.23 5,893 24,607 -604
Dec06 060905 25.30 25.40 25.02 25.10 -0.22 9,996 142,164 +178
Jan07 060905 25.68 25.72 25.33 25.43 -0.24 171 14,459 +109
Mar07 060905 26.10 26.13 25.75 25.83 -0.23 265 11,662 +30
May07 060905 26.50 26.50 26.13 26.19 -0.24 585 19,996 +172
Jul07 060905 26.90 26.90 26.54 26.58 -0.26 216 14,260 +42
Aug07 060905 27.10 27.10 26.74 26.74 -0.29 0 2,478 +0
Total Volume and Open Interest 22,385 256,038 -1,395
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060905 294.4 294.4 290.1 290.9 -1.7 5,337 54,223 +478
Jan07 060905 303.8 303.8 300.0 300.0 -2.2 734 13,802 +354
Mar07 060905 312.2 312.2 307.7 307.7 -0.8 118 1,878 +77
May07 060905 318.3 318.4 314.5 318.4 +1.6 9 1,390 +4
Total Volume and Open Interest 6,229 79,703 +885
Corn(CBOT)
Sep06 060905 233.75 234.00 228.25 228.75 -1.25 28,772 19,755 -6,590
Dec06 060905 248.75 249.75 243.50 244.25 -1.50 67,102 700,864 -4,696
Mar07 060905 264.00 264.50 258.50 259.00 -1.50 17,303 167,304 +6,988
May07 060905 273.00 273.75 268.25 268.50 -1.75 3,880 37,607 +443
Jul07 060905 282.25 282.75 277.00 277.50 -1.75 6,046 115,187 +614
Sep07 060905 289.50 289.50 283.50 283.75 -2.50 296 16,014 +200
Total Volume and Open Interest 131,267 1,313,929 -3,035
Wheat(CBOT)
Sep06 060905 410.00 410.00 403.50 404.00 +2.75 5,919 4,549 -847
Dec06 060905 427.00 429.00 420.75 422.00 +2.50 23,564 277,739 -73
Mar07 060905 446.00 447.00 438.50 438.75 -0.25 2,923 46,239 +188
May07 060905 453.00 453.00 447.50 448.00 +2.00 733 2,981 +262
Jul07 060905 458.00 459.00 450.00 453.25 +2.25 4,158 74,420 -370
Total Volume and Open Interest 38,498 445,831 -631
Wheat(KCBT)
Sep06 060905 474.00 476.00 468.00 468.00 -2.00 1,105 1,126 -605
Dec06 060905 491.00 492.00 481.00 483.50 -1.50 6,983 95,690 +1,147
Mar07 060905 496.00 498.00 489.50 490.00 -2.00 910 18,807 +195
May07 060905 483.00 486.00 483.00 483.00 unch 29 793 +25
Jul07 060905 471.00 473.50 464.00 464.00 -0.25 1,232 33,356 -581
Total Volume and Open Interest 10,348 160,016 +198
Wheat(MGE)
Sep06 060905 460.00 460.00 454.00 454.00 +0.25 222 433 -38
Dec06 060905 477.00 477.00 468.50 469.75 -0.75 2,089 30,372 -215
Mar07 060905 485.25 487.00 479.00 479.25 -2.25 421 6,308 +12
May07 060905 488.00 488.00 484.00 484.00 -1.00 352 843 +87
Jul07 060905 488.00 488.00 486.00 486.00 unch 192 754 +68
Total Volume and Open Interest 3,380 46,672 -73
Oats(CBOT)
Sep06 060905 186.50 190.00 185.25 188.00 +4.25 37 127 -21
Dec06 060905 194.75 198.00 193.50 195.75 +2.75 842 9,845 +116
Mar07 060905 201.00 202.50 199.50 200.50 +1.00 12 418 -1
May07 060905 202.00 202.00 202.00 202.00 unch 0 9 +0
Total Volume and Open Interest 891 10,485 +94
Rough Rice(CBOT)
Sep06 060905 8.83 8.83 8.69 8.75 +0.02 61 195 -129
Nov06 060905 9.07 9.14 8.96 9.01 +0.03 637 8,298 -108
Jan07 060905 9.35 9.40 9.25 9.29 +0.04 208 2,616 +66
Mar07 060905 9.62 9.62 9.58 9.58 +0.06 0 2,245 +40
Total Volume and Open Interest 994 14,641 -123
Live Cattle(CME)
Oct06 060905 93.700 94.650 93.500 94.525 +1.175 14,599 112,552 -591
Dec06 060905 93.175 93.975 93.000 93.850 +0.700 10,041 48,901 +3,917
Feb07 060905 92.550 93.000 92.200 92.850 +0.400 1,823 24,877 +222
Apr07 060905 91.000 91.650 90.900 91.575 +0.600 649 12,557 +279
Jun07 060905 86.700 87.400 86.600 87.400 +0.700 214 6,040 +129
Aug07 060905 86.300 87.000 86.200 87.000 +0.700 29 1,052 +25
Total Volume and Open Interest 27,370 205,994 +3,996
Feeder Cattle(CME)
Sep06 060905 116.650 117.700 116.350 117.675 +1.125 486 5,243 -157
Oct06 060905 116.500 118.000 116.100 117.950 +1.625 2,418 14,236 -134
Nov06 060905 116.500 118.025 116.350 117.875 +1.200 1,110 4,695 +335
Jan07 060905 113.550 114.600 113.250 114.550 +1.175 407 3,549 +153
Mar07 060905 109.825 110.750 109.825 110.500 +0.650 111 1,289 +29
Apr07 060905 109.100 109.700 109.100 109.700 +0.600 7 183 +2
May07 060905 108.750 109.300 108.750 109.300 +0.600 6 194 +3
Total Volume and Open Interest 4,545 29,389 +231
Lean Hogs(CME)
Oct06 060905 67.400 68.400 67.300 68.075 +1.525 12,327 94,934 -1,678
Dec06 060905 64.650 65.600 64.550 65.450 +1.100 8,435 50,961 +1,661
Feb07 060905 64.150 65.700 64.150 65.600 +1.625 1,504 16,175 +811
Apr07 060905 63.850 64.975 63.800 64.775 +1.025 611 12,079 +199
May07 060905 66.750 67.425 66.750 67.425 +0.725 44 1,233 +20
Jun07 060905 68.250 68.900 68.250 68.350 +0.375 72 3,355 +25
Jul07 060905 65.800 66.175 65.800 66.175 +0.400 18 991 +7
Aug07 060905 63.200 63.400 63.200 63.200 +0.250 7 518 +3
Total Volume and Open Interest 23,032 180,598 +1,036
Pork Bellies(CME)
Feb07 060905 92.000 94.000 92.000 93.175 +1.225 162 693 +17
Mar07 060905 92.500 92.500 92.500 92.500 +1.000 0 17 +0
May07 060905 94.000 94.000 94.000 94.000 +0.500 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 060905 12.32 12.40 12.32 12.40 +0.05 55 4,466 -1
Oct06 060905 12.75 12.75 12.65 12.66 -0.09 323 4,430 +7
Nov06 060905 12.59 12.60 12.55 12.56 -0.04 121 3,796 -18
Dec06 060905 12.53 12.53 12.42 12.42 -0.12 58 3,445 +6
Jan07 060905 12.35 12.35 12.35 12.35 -0.11 15 1,608 +3
Total Volume and Open Interest 608 26,249 +4
Cocoa(NYBOT)
Sep06 060905 1440 1450 1440 1442 +1 7 281 -19
Dec06 060905 1486 1520 1486 1507 +1 5,925 71,438 +1,081
Mar07 060905 1532 1560 1532 1547 +1 1,771 24,248 +46
May07 060905 1562 1585 1562 1572 -1 621 12,040 +385
Jul07 060905 1596 1609 1596 1599 -1 97 5,284 +4
Sep07 060905 1618 1620 1618 1620 unch 294 10,815 +138
Dec07 060905 1645 1645 1641 1644 unch 19 7,856 +4
Total Volume and Open Interest 8,734 133,147 +1,644
Coffee "C"(NYBOT)
Sep06 060905 107.00 107.00 105.75 106.45 +3.05 29 229 -23
Dec06 060905 110.10 110.80 109.20 110.30 +2.70 5,186 76,688 +386
Mar07 060905 113.50 114.50 113.20 114.10 +2.70 635 12,787 -11
May07 060905 115.50 116.35 115.50 116.35 +2.65 373 3,731 -51
Jul07 060905 118.40 118.75 118.40 118.55 +2.65 422 2,304 +181
Sep07 060905 120.10 120.70 120.10 120.70 +2.65 174 2,211 +88
Total Volume and Open Interest 6,971 101,018 +645
Orange Juice(NYBOT)
Sep06 060905 178.00 184.00 178.00 184.00 +5.50 1,081 705 -580
Nov06 060905 177.80 181.50 177.80 181.20 +2.85 3,419 20,994 -512
Jan07 060905 179.00 181.50 178.50 181.25 +2.95 259 4,044 +19
Mar07 060905 179.00 181.00 179.00 180.75 +2.75 487 1,986 +336
May07 060905 179.95 179.95 179.95 179.95 +3.45 38 469 +16
Total Volume and Open Interest 5,322 28,441 -684
Sugar #11(NYBOT)
Oct06 060905 11.35 11.59 11.28 11.49 +0.10 24,479 202,250 +1,632
Mar07 060905 12.25 12.48 12.19 12.32 +0.02 15,170 149,602 +4,654
May07 060905 12.42 12.70 12.42 12.49 unch 1,189 51,134 +208
Jul07 060905 12.58 12.82 12.55 12.64 unch 1,076 41,666 +230
Oct07 060905 12.75 12.99 12.70 12.79 -0.03 608 29,611 +89
Total Volume and Open Interest 43,553 504,534 +7,291
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060905 21.30 21.40 21.00 21.40 +0.10 14 2,382 +32
Jan07 060905 21.30 21.30 21.30 21.30 -0.10 4 2,168 +4
Mar07 060905 21.10 21.30 21.10 21.30 -0.15 1 2,815 +1
May07 060905 21.40 21.40 21.40 21.40 -0.05 1 1,854 +0
Total Volume and Open Interest 23 11,478 +36
London Cocoa(LCE)
Sep06 060905 809 819 803 814 -3 1,354 34,834 -393
Dec06 060905 841 854 837 848 +7 6,131 58,961 +0
Mar07 060905 857 870 854 865 +7 1,358 45,888 +0
May07 060905 872 883 868 879 +7 2,579 15,138 +0
Jul07 060905 883 897 881 892 +7 300 8,850 +0
Sep07 060905 897 908 896 906 +7 63 9,438 +0
Dec07 060905 919 919 918 918 +7 22 12,318 +0
Total Volume and Open Interest 11,807 188,981 +0
London Coffee(LCE)
Sep06 060905 1944.00 2047.00 1933.00 2024.00 +124.00 633 10,389 +0
Nov06 060905 1565.00 1618.00 1555.00 1584.00 +27.00 8,535 67,457 +0
Jan07 060905 1450.00 1503.00 1447.00 1477.00 +33.00 3,617 32,963 +0
Mar07 060905 1416.00 1473.00 1407.00 1438.00 +36.00 1,332 13,976 +0
May07 060905 1405.00 1450.00 1405.00 1424.00 +36.00 167 4,091 +0
Jul07 060905 1395.00 1435.00 1395.00 1414.00 +35.00 7 940 +0
Total Volume and Open Interest 14,314 130,569 +0
London Sugar(LCE)
Oct06 060905 372.00 382.50 368.10 382.50 +10.50 4,891 22,589 +0
Dec06 060905 356.80 366.00 356.80 365.90 +6.70 2,603 16,422 +0
Mar07 060905 343.00 352.00 343.00 347.00 +3.80 825 17,088 +0
May07 060905 351.90 355.70 351.50 351.50 +2.30 72 5,310 +0
Aug07 060905 353.00 359.30 353.00 354.50 +1.50 17 2,129 +0
Total Volume and Open Interest 8,433 65,607 +0
Cotton(NYBOT)
Oct06 060905 52.45 52.50 51.60 51.65 -0.41 235 3,158 +10
Dec06 060905 54.35 54.40 53.50 53.51 -0.39 11,513 121,072 +580
Mar07 060905 57.70 57.80 57.05 57.17 -0.35 1,522 34,690 +212
May07 060905 58.30 58.30 58.30 58.30 -0.20 363 2,789 +162
Jul07 060905 59.85 59.85 59.23 59.23 -0.32 227 2,747 +47
Oct07 060905 59.90 59.90 59.90 59.90 -0.30 0 46 +0
Total Volume and Open Interest 13,934 173,164 +1,083
Lumber(CME)
Sep06 060905 278.0 280.7 274.4 275.7 -7.8 255 1,298 -103
Nov06 060905 277.6 279.6 273.4 273.4 -10.0 226 3,925 +33
Jan07 060905 291.0 293.0 287.7 289.8 -6.2 55 458 +31
Mar07 060905 305.1 307.0 304.0 304.0 -10.0 10 103 +4
Total Volume and Open Interest 553 5,819 -31
Crude Oil(NYM)
Oct06 060905 68.80 69.05 68.25 68.60 -0.59 53,471 215,460 -758
Nov06 060905 69.80 70.20 69.40 69.77 -0.60 25,681 134,600 +3,415
Dec06 060905 70.75 71.00 70.30 70.65 -0.56 13,127 130,048 -4,766
Jan07 060905 71.55 71.55 71.00 71.41 -0.53 2,376 50,051 -357
Feb07 060905 72.05 72.05 72.00 72.04 -0.50 937 21,378 +120
Mar07 060905 72.57 72.57 72.57 72.57 -0.46 1,134 29,542 +1
Apr07 060905 73.00 73.00 72.95 73.00 -0.42 1,173 41,230 +522
May07 060905 73.36 73.36 73.36 73.36 -0.38 1,700 26,200 +1,082
Jun07 060905 73.60 73.65 73.30 73.65 -0.32 2,518 60,447 +1,116
Jul07 060905 73.87 73.87 73.87 73.87 -0.28 840 17,150 +235
Aug07 060905 74.05 74.05 74.05 74.05 -0.23 1,220 12,319 +1,150
Sep07 060905 74.19 74.19 74.19 74.19 -0.17 1,635 19,491 -980
Oct07 060905 74.29 74.29 74.29 74.29 -0.12 316 5,858 -179
Nov07 060905 74.10 74.36 74.10 74.36 -0.08 350 7,780 -28
Dec07 060905 74.15 74.40 73.90 74.40 -0.04 5,146 125,417 -299
Jan08 060905 74.40 74.40 74.40 74.40 unch 0 23,205 +0
Total Volume and Open Interest 117,618 1,166,381 +237
Heating Oil(NYM)
Oct06 060905 196.50 197.00 193.10 193.63 -3.11 18,638 65,985 -1,023
Nov06 060905 202.00 202.50 199.40 199.62 -2.77 6,074 29,571 +1,847
Dec06 060905 206.50 206.80 204.00 204.27 -2.67 1,845 23,551 +129
Jan07 060905 210.00 211.00 207.97 207.97 -2.67 1,493 15,659 +86
Feb07 060905 212.00 213.10 210.00 210.22 -2.62 547 12,961 +252
Mar07 060905 211.70 211.70 209.37 209.37 -2.52 277 8,668 -30
Apr07 060905 208.80 208.80 206.67 206.67 -2.22 243 6,558 -212
May07 060905 205.60 205.60 203.77 203.77 -1.87 0 3,620 +0
Jun07 060905 204.40 204.40 203.17 203.17 -1.77 181 13,054 -31
Jul07 060905 205.90 205.90 204.37 204.37 -1.87 0 827 +0
Aug07 060905 207.90 207.90 206.27 206.27 -1.97 0 845 +0
Sep07 060905 209.25 209.25 208.62 208.62 -1.92 0 1,631 +0
Total Volume and Open Interest 29,298 189,487 -43
Unleaded Gas(NYM)
Oct06 060905 172.00 173.50 163.50 164.65 -8.79 13,490 40,217 -295
Nov06 060905 174.50 175.00 166.50 167.75 -7.86 2,223 6,995 +119
Dec06 060905 175.25 175.25 169.00 169.50 -6.86 1,383 8,495 +330
Jan07 060905 176.00 176.00 170.00 170.00 -6.46 632 3,556 +8
Total Volume and Open Interest 17,728 59,263 -141
RBOB Gasoline(NYMEX)
Oct06 060905 177.50 177.50 168.26 168.26 -10.16 11,488 27,598 +160
Nov06 060905 178.80 178.80 172.50 173.90 -7.97 8,162 17,562 +1,969
Dec06 060905 181.60 181.60 176.15 176.15 -7.17 2,875 7,845 -97
Jan07 060905 181.50 181.50 179.00 179.00 -6.12 496 6,076 -34
Feb07 060905 181.90 181.90 181.90 181.90 -6.12 64 1,639 -63
Mar07 060905 185.20 185.20 185.20 185.20 -6.12 75 2,043 +5
Apr07 060905 206.00 206.00 204.25 204.25 -6.12 302 1,965 +67
May07 060905 210.00 210.00 206.70 206.70 -6.02 165 2,275 +130
Jun07 060905 208.30 208.30 208.30 208.30 -5.92 100 905 +23
Jul07 060905 208.90 208.90 208.90 208.90 -5.82 50 458 +50
Total Volume and Open Interest 23,827 69,275 -812
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060905 173.90 173.90 173.90 173.90 -7.97      
Dec06 060905 176.15 176.15 176.15 176.15 -7.17      
Jan07 060905 179.00 179.00 179.00 179.00 -6.12      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Oct06 060905 5.900 6.080 5.850 6.039 +0.162 18,896 115,518 -1,380
Nov06 060905 8.020 8.150 7.980 8.079 +0.022 5,530 70,819 +336
Dec06 060905 9.920 10.140 9.920 10.049 +0.152 5,513 50,393 -754
Jan07 060905 10.600 10.750 10.550 10.684 +0.122 3,192 48,705 -560
Feb07 060905 10.680 10.760 10.670 10.729 +0.127 399 31,012 +94
Mar07 060905 10.500 10.600 10.450 10.554 +0.122 2,113 80,969 +1,234
Apr07 060905 8.470 8.510 8.430 8.464 +0.082 823 62,768 +196
May07 060905 8.320 8.320 8.300 8.314 +0.082 496 24,290 -39
Jun07 060905 8.410 8.420 8.404 8.404 +0.082 69 15,000 -125
Jul07 060905 8.530 8.530 8.509 8.509 +0.082 32 11,550 -12
Aug07 060905 8.620 8.620 8.580 8.599 +0.082 63 13,092 -6
Sep07 060905 8.600 8.750 8.600 8.694 +0.082 226 11,950 +190
Oct07 060905 8.770 8.880 8.770 8.859 +0.087 423 32,212 +9
Nov07 060905 9.830 9.840 9.819 9.819 +0.087 8 14,558 -6
Dec07 060905 10.720 10.720 10.670 10.704 +0.087 3 32,957 +11
Jan08 060905 11.250 11.250 11.234 11.234 +0.092 403 24,989 -399
Total Volume and Open Interest 39,177 926,225 -1,347
Brent Crude Oil(ICE)
Oct06 060905 68.20 68.80 67.42 68.09 +0.38 60,497 85,374 +0
Nov06 060905 69.33 69.82 68.55 69.29 +0.44 43,973 132,649 +0
Dec06 060905 70.19 70.62 69.47 70.16 +0.42 21,443 71,685 +0
Jan07 060905 70.75 71.26 70.17 70.90 +0.42 6,308 34,616 +0
Feb07 060905 71.40 71.78 70.86 71.54 +0.42 2,581 23,106 +0
Mar07 060905 71.40 72.22 71.37 72.05 +0.45 2,293 15,398 +0
Apr07 060905 71.50 72.63 71.50 72.47 +0.47 1,824 16,750 +0
May07 060905 72.34 73.06 72.34 72.85 +0.49 5,930 9,979 +0
Jun07 060905 72.88 73.40 72.47 73.16 +0.47 6,593 24,782 +0
Jul07 060905 73.39 73.39 73.39 73.39 +0.47 1 1,296 +0
Aug07 060905 73.56 73.56 73.56 73.56 +0.49 0 1,617 +0
Sep07 060905 73.65 73.65 73.65 73.65 +0.47 0 1,499 +0
Oct07 060905 73.71 73.71 73.71 73.71 +0.45 0 477 +0
Nov07 060905 73.77 73.77 73.77 73.77 +0.45 0 8,401 +0
Total Volume and Open Interest 156,218 504,218 +0
Gas Oil(ICE)
Sep06 060905 620.25 626.25 617.25 621.75 -8.25 21,045 39,760 -788
Oct06 060905 625.00 630.00 621.25 625.25 -8.75 23,856 65,343 +2,119
Nov06 060905 630.50 635.00 627.50 631.00 -9.25 8,285 28,715 +1,427
Dec06 060905 633.75 641.25 633.25 636.75 -9.00 5,922 37,533 -1,121
Jan07 060905 639.75 646.75 639.00 642.50 -9.00 1,686 21,720 -23
Feb07 060905 645.00 649.00 643.50 647.25 -8.75 171 9,727 +78
Mar07 060905 646.00 650.25 645.25 648.75 -8.00 50 7,946 -20
Apr07 060905 644.50 649.00 644.50 647.75 -7.75 0 2,555 +0
May07 060905 646.50 647.25 645.50 645.50 -7.50 650 2,250 +425
Jun07 060905 643.50 647.25 642.50 645.00 -7.25 1,016 19,993 -980
Total Volume and Open Interest 63,852 267,474 +1,284
US Dollar Index(NYBOT)
Sep06 060905 84.80 85.10 84.80 84.97 +0.08 193 17,568 -95
Dec06 060905 84.55 84.74 84.54 84.61 +0.08 2 2,582 +21
Mar07 060905 84.26 84.26 84.26 84.26 +0.08 0 6 +0
Total Volume and Open Interest 195 20,171 -74
Australian Dollar(CME)
Sep06 060905 76.99 77.15 76.94 77.13 +0.48 3,309 68,796 +4,970
Dec06 060905 76.95 76.98 76.88 76.98 +0.47 14 1,291 +163
Mar07 060905 76.83 76.85 76.83 76.85 +0.47 0 111 +0
Total Volume and Open Interest 3,323 70,204 +5,133
British Pound(CME)
Sep06 060905 189.82 189.86 189.17 189.49 -1.08 2,786 134,646 +531
Dec06 060905 190.10 190.10 189.48 189.71 -1.08 26 1,363 +34
Mar07 060905 189.82 189.82 189.82 189.82 -1.08 0 130 +2
Total Volume and Open Interest 2,812 136,141 +567
Canadian Dollar(CME)
Sep06 060905 89.96 90.10 89.80 90.03 -0.42 2,735 104,169 -377
Dec06 060905 90.25 90.30 90.10 90.28 -0.43 141 6,550 +132
Mar07 060905 90.55 90.55 90.55 90.55 -0.43 17 481 -17
Jun07 060905 90.80 90.82 90.80 90.82 -0.43 0 264 +0
Total Volume and Open Interest 2,893 111,634 -262
Japanese Yen(CME)
Sep06 060905 86.53 86.60 86.28 86.41 +0.84 5,795 221,463 -2,245
Dec06 060905 87.55 87.68 87.40 87.49 +0.84 32 25,878 +763
Mar07 060905 88.57 88.57 88.57 88.57 +0.84 0 206 +3
Total Volume and Open Interest 5,827 247,571 -1,479
Swiss Franc(CME)
Sep06 060905 81.14 81.16 81.08 81.15 -0.28 4,505 66,935 -7,499
Dec06 060905 81.90 81.90 81.88 81.90 -0.28 8 1,825 +327
Mar07 060905 82.64 82.64 82.64 82.64 -0.28 0 81 +0
Total Volume and Open Interest 4,513 68,873 -7,172
EuroFX(CME)
Sep06 060905 128.24 128.31 128.09 128.28 -0.21 4,785 165,527 -5,768
Dec06 060905 128.90 128.94 128.90 128.94 -0.21 26 5,523 +392
Mar07 060905 129.50 129.50 129.50 129.50 -0.21 1 191 +2
Total Volume and Open Interest 4,812 171,338 -5,374
Mexican Peso(CME)
Sep06 060905 9197.0 9240.0 9197.0 9207.0 +17.0 5,825 55,392 +1,295
Dec06 060905 6.2 3.4 6.2 0.1 -2.7 146 23,176 -34
Total Volume and Open Interest 5,996 80,416 +1,281
30-Year T-Bonds(CBOT)
Sep06 060905 110~20 110~21 110~03 110~04 -0~20 71,306 196,036 -30,349
Dec06 060905 111~03 111~03 110~14 110~15 -0~21 291,393 610,898 +27,153
Mar07 060905 110~18 110~18 110~10 110~10 -0~21 6 135 -5
Total Volume and Open Interest 362,705 807,084 -3,201
10-Year T-Notes(CBOT)
Sep06 060905 107~145 107~145 107~040 107~060 -0~095 232,437 336,746 -101,398
Dec06 060905 107~110 107~115 107~015 107~035 -0~100 1,042,678 1,906,622 +77,386
Total Volume and Open Interest 1,275,126 2,246,271 -24,010
5-Year T-Notes(CBOT)
Sep06 060905 104~315 104~315 104~290 104~300 -0~050 70,181 0 +0
Dec06 060905 105~015 105~020 104~300 104~315 -0~060 423,815 0 +0
Mar07 060905 104~315 104~315 104~315 104~315 -0~060      
Total Volume and Open Interest 493,996    
2 Year T-Notes(CBOT)
Sep06 060905 102~000 102~000 101~126 101~126 -0~007 2,358 85,272 -11,930
Dec06 060905 102~020 102~020 102~016 102~016 -0~009 3,849 635,704 +25,411
Total Volume and Open Interest 6,207 720,976 +13,481
Eurodollars(CME)
Sep06 060905 94.600 94.605 94.600 94.603 -0.003 16,982 1,390,236 +21,881
Dec06 060905 94.645 94.650 94.630 94.640 -0.015 20,900 1,621,123 +25,009
Mar07 060905 94.780 94.785 94.760 94.775 -0.025 14,410 1,314,587 -2,583
Jun07 060905 94.915 94.925 94.895 94.910 -0.035 15,297 1,083,434 +3,606
Sep07 060905 95.035 95.035 95.010 95.025 -0.035 26,221 1,129,166 -12,030
Dec07 060905 95.105 95.105 95.075 95.085 -0.040 25,469 961,528 -5,477
Mar08 060905 95.120 95.120 95.095 95.105 -0.040 23,511 644,838 +8,948
Jun08 060905 95.110 95.110 95.085 95.095 -0.035 16,725 436,183 +2,320
Sep08 060905 95.075 95.080 95.055 95.065 -0.035 16,581 310,989 +5,146
Dec08 060905 95.030 95.035 95.020 95.025 -0.030 7,762 312,553 -646
Mar09 060905 94.995 94.995 94.985 94.990 -0.030 9,693 289,583 +2,895
Jun09 060905 94.955 94.955 94.940 94.950 -0.030 7,699 211,312 +156
Sep09 060905 94.920 94.925 94.900 94.910 -0.030 2,324 142,872 -136
Dec09 060905 94.870 94.875 94.850 94.860 -0.030 2,910 122,943 -606
Mar10 060905 94.840 94.845 94.820 94.830 -0.030 2,415 104,181 +5
Jun10 060905 94.805 94.810 94.785 94.795 -0.030 3,075 104,744 +288
Sep10 060905 94.775 94.775 94.755 94.760 -0.030 1,531 96,419 +782
Dec10 060905 94.735 94.735 94.715 94.720 -0.030 1,548 80,456 +789
Total Volume and Open Interest 222,604 10,596,931 +52,067
3-Mth Euro-Yen(CME)
Sep06 060905 99.56 99.56 99.55 99.55 -0.02 33 11,722 -1
Dec06 060905 99.43 99.43 99.43 99.43 -0.05 476 13,437 -421
Mar07 060905 99.29 99.29 99.28 99.28 -0.07 833 8,736 +2,430
Jun07 060905 99.17 99.17 99.15 99.15 -0.08 839 9,033 +1,430
Sep07 060905 99.06 99.06 99.06 99.06 -0.07 2 2,063 +26
Dec07 060905 98.97 98.97 98.97 98.97 -0.07 1 5,222 +501
Mar08 060905 98.87 98.87 98.87 98.87 -0.07 1 1,120 +1
Jun08 060905 98.84 98.84 98.84 98.84 unch 0 255 +0
Sep08 060905 98.70 98.70 98.70 98.70 -0.07 0 7 +0
Dec08 060905 98.58 98.58 98.58 98.58 -0.07 0 4 +0
Total Volume and Open Interest 2,185 51,599 +3,966
3-Mth Euro-Yen(SIMEX)
Sep06 060905 99.56 99.56 99.56 99.56 unch 0 60,640 +0
Dec06 060905 99.43 99.43 99.43 99.43 -0.01 67 91,089 +0
Mar07 060905 99.30 99.30 99.29 99.29 -0.02 123 63,185 +0
Jun07 060905 99.16 99.16 99.16 99.16 -0.03 67 37,193 +0
Sep07 060905 99.07 99.07 99.07 99.07 -0.02 0 18,279 +0
Dec07 060905 98.97 98.97 98.97 98.97 -0.03 21 43,585 +0
Mar08 060905 98.88 98.88 98.88 98.88 -0.03 0 22,206 +0
Jun08 060905 98.79 98.79 98.79 98.79 -0.03 0 3,550 +0
Total Volume and Open Interest 278 341,110 +0
German Euro-Bund(EUREX)
Sep06 060905 118.32 118.33 117.95 118.01 -0.36 1,435,715 1,388,029 -54,754
Dec06 060905 117.67 117.67 117.27 117.34 -0.36 288,379 329,410 +128,567
Mar07 060905 117.62 117.63 117.38 117.42 -0.35 2,018 155 +19
Total Volume and Open Interest 1,726,112 1,717,594 +73,832
German Euro-Bobl(EUREX)
Sep06 060904 110.46 110.46 110.39 110.45 +1.36 337,854 1,061,696 +352,351
Dec06 060905 109.96 109.98 109.75 109.80 -0.19 118,954 174,847 +61,223
Mar07 060905 109.56 109.56 109.56 109.56 -0.20 289 0 +0
Total Volume and Open Interest 808,444 1,018,558 +36,713
Long Gilt(LIFFE)
Sep06 060905 110~06 110~06 110~00 110~04 -0~05 31,984 69,763 +0
Dec06 060905 109~32 110~00 109~25 109~29 -0~05 63,042 227,291 +0
Total Volume and Open Interest 95,026 297,054 +0
3-Mth Short Sterling(LIFFE)
Sep06 060905 94.98 94.98 94.98 94.98 -0.01 16,368 393,543 +0
Dec06 060905 94.82 94.82 94.82 94.82 -0.01 58,418 409,002 +0
Mar07 060905 94.79 94.79 94.79 94.79 -0.01 48,239 415,822 +0
Total Volume and Open Interest 263,082 2,246,989 +0
3-Mth Euribor(LIFFE)
Sep06 060905 96.665 96.665 96.655 96.655 -0.010 21,044 555,601 +1,567
Dec06 060905 96.340 96.345 96.315 96.325 -0.020 178,191 819,186 +16,253
Mar07 060905 96.255 96.265 96.220 96.230 -0.035 200,556 668,833 -2,205
Total Volume and Open Interest 886,008 3,905,434 +37,332
3-Mth Aus T-Bills(SFE)
Sep06 060905 93.78 93.78 93.77 93.78 -0.03 9,157 92,629 +3,494
Dec06 060905 93.68 93.69 93.67 93.69 -0.05 29,648 243,105 +2,542
Mar07 060905 93.65 93.66 93.63 93.65 -0.07 15,406 153,060 +2,714
Jun07 060905 93.69 93.69 93.67 93.69 -0.06 5,300 58,709 +2,211
Sep07 060905 93.72 93.73 93.70 93.72 -0.06 541 31,926 +150
Dec07 060905 93.74 93.75 93.73 93.75 -0.06 925 29,445 +525
Mar08 060905 93.75 93.75 93.74 93.75 -0.07 181 14,652 +50
Jun08 060905 93.75 93.75 93.73 93.75 -0.07 315 10,035 +225
Sep08 060905 93.73 93.74 93.72 93.74 -0.07 0 1,735 +0
Dec08 060905 93.74 93.74 93.73 93.74 -0.07 0 1,134 +0
Total Volume and Open Interest 61,473 638,543 +11,911
10-Year Aus T-Bonds(SFE)
Sep06 060905 94.36 94.36 94.33 94.36 -0.01 31,652 388,962 +6,694
Dec06 060905 94.30 94.36 94.30 94.36 -0.02 100 3,380 -74
Total Volume and Open Interest 31,752 392,342 +6,620
3-Year Aus T-Bonds(SFE)
Sep06 060905 94.18 94.18 94.15 94.16 -0.07 70,588 524,384 +23,838
Dec06 060905 94.19 94.19 94.19 94.19 -0.07 5,401 6,814 +5,200
Total Volume and Open Interest 75,989 531,198 +29,038
Gold(CMX)
Oct06 060905 633.0 642.5 633.0 640.7 +14.1 538 22,105 -63
Dec06 060905 640.0 648.5 640.0 646.9 +14.3 17,209 202,288 +40
Feb07 060905 646.0 654.0 646.0 653.2 +14.4 275 20,726 +249
Apr07 060905 658.0 659.4 657.3 659.4 +14.5 29 2,889 -2
Jun07 060905 663.0 667.0 663.0 665.5 +14.6 120 18,930 +74
Aug07 060905 671.5 671.5 671.5 671.5 +14.8 110 1,586 +33
Oct07 060905 677.6 677.6 677.6 677.6 +15.0 0 3,641 +0
Dec07 060905 682.0 685.0 682.0 683.7 +15.2 72 21,434 +5
Feb08 060905 689.7 689.7 689.7 689.7 +15.4 0 1,348 +0
Apr08 060905 40.2 40.2 40.2 40.2 +15.6 0 85 +0
Jun08 060905 701.5 701.5 701.5 701.5 +15.7 0 1,372 +0
Total Volume and Open Interest 18,403 311,098 +336
Silver(CMX)
Sep06 060905 1310.0 1326.0 1298.0 1300.5 +5.0 1,587 3,128 -1,412
Dec06 060905 1330.0 1337.0 1312.0 1314.0 +7.0 9,388 70,886 +1,000
Mar07 060905 1355.0 1355.0 1327.0 1327.3 +6.8 46 11,622 +18
May07 060905 1333.8 1333.8 1333.8 1333.8 +5.8 2 3,465 +1
Jul07 060905 1354.0 1368.0 1339.3 1339.3 +5.0 34 8,477 +23
Sep07 060905 1342.6 1342.6 1342.6 1342.6 +5.0 13 1,177 +12
Dec07 060905 1379.0 1379.0 1348.0 1348.0 +5.0 55 4,293 +7
Total Volume and Open Interest 11,137 108,507 -347
Platinum(NYM)
Oct06 060905 1279.0 1280.0 1270.0 1279.5 +24.7 500 8,056 +204
Jan07 060905 1295.0 1295.0 1286.0 1290.2 +24.4 34 1,892 +10
Apr07 060905 1295.2 1295.2 1295.2 1295.2 +24.4      
Jul07 060905 644.8 644.8 644.8 644.8 +24.4 0 6 +0
Total Volume and Open Interest 534 9,954 +214
Palladium(NYME)
Sep06 060905 344.00 351.00 344.00 349.90 +5.80 51 276 -223
Dec06 060905 354.00 356.00 352.00 355.40 +5.80 290 11,014 +94
Mar07 060905 362.00 362.00 360.90 360.90 +5.80 0 14 +0
Total Volume and Open Interest 341 11,339 -129
Copper(CMX)
Sep06 060905 360.50 367.00 360.50 365.10 +17.60 475 5,761 -330
Dec06 060905 359.50 365.70 359.50 362.45 +16.35 4,019 45,405 -1
Mar07 060905 353.00 358.00 353.00 356.45 +15.45 54 3,628 -3
May07 060905 350.70 350.70 350.70 350.70 +14.95 2 962 -2
Jul07 060905 344.70 344.70 344.70 344.70 +14.45 0 808 +0
Total Volume and Open Interest 4,844 68,463 -305
Aluminum(CMX)
Sep06 060905 116.75 116.75 116.75 116.75 +3.75 2 6 -86
Oct06 060905 117.50 117.50 117.50 117.50 +3.75 1 320 +3
Nov06 060905 117.80 117.80 117.80 117.80 +3.75 0 45 +0
Dec06 060905 118.10 118.10 118.10 118.10 +3.75 0 573 +0
Jan07 060905 117.60 117.60 117.60 117.60 +3.75      
Feb07 060905 117.10 117.10 117.10 117.10 +3.75      
Total Volume and Open Interest 4 972 -82
DJIA Index(CBOT)
Sep06 060905 11482 11500 11445 11478 +6 5,011 58,096 +84
Dec06 060905 11570 11585 11539 11565 +8 260 2,518 +102
Mar07 060905 11626 11626 11626 11626 +6 0 6 +0
Jun07 060905 11700 11700 11700 11700 +6      
Total Volume and Open Interest 5,271 60,620 +186
S & P 500(CME)
Sep06 060905 1313.00 1316.40 1310.00 1314.60 +2.00 41,733 515,859 -17,045
Dec06 060905 1324.30 1327.50 1321.70 1326.00 +2.00 17,964 120,933 +17,025
Mar07 060905 1337.00 1337.00 1337.00 1337.00 +2.10 0 1,416 +0
Jun07 060905 1348.50 1348.50 1348.50 1348.50 +2.10 1 3,118 +0
Total Volume and Open Interest 61,013 642,926 +1,288
S & P 500 E-Mini(Globex)
Sep06 060905 1311.75 1316.75 1310.00 1314.50 +2.00 626,673 1,524,769 +32,646
Dec06 060905 1322.25 1327.75 1321.50 1326.00 +2.00 17,518 114,634 +14,987
Total Volume and Open Interest 644,191 1,639,403 +47,633
NASDAQ 100(CME)
Sep06 060905 1593.00 1608.00 1582.00 1604.80 +14.30 4,890 55,736 -303
Dec06 060905 1603.50 1625.50 1603.50 1623.80 +14.50 42 238 +11
Mar07 060905 1642.80 1642.80 1642.80 1642.80 +14.50      
Total Volume and Open Interest 4,932 55,974 -292
NASDAQ 100 E-Mini(Globex)
Sep06 060905 1590.00 1608.30 1582.30 1604.80 +14.30 184,674 406,755 +3,428
Dec06 060905 1613.00 1627.00 1601.30 1623.80 +14.50 928 3,349 +310
Total Volume and Open Interest 185,602 410,104 +3,738
S & P Midcap 400(CME)
Sep06 060905 753.25 757.80 753.25 757.20 +3.20 153 9,704 -41
Dec06 060905 764.70 764.70 764.70 764.70 +3.30 0 13 +0
Mar07 060905 772.10 772.10 772.10 772.10 +3.30      
Total Volume and Open Interest 153 9,717 -41
Russell 2000(CME)
Sep06 060905 723.25 729.00 721.50 728.90 +6.60 1,440 39,976 -263
Dec06 060905 729.50 735.00 729.00 734.90 +6.65 788 2,415 +719
Mar07 060905 740.85 740.85 740.85 740.85 +6.65 0 12 +0
Total Volume and Open Interest 2,228 42,403 +456
Russell 2000 E-Mini(Globex)
Sep06 060905 722.00 729.40 720.20 728.90 +6.60 98,715 443,451 -2,414
Dec06 060905 728.80 735.20 727.20 734.90 +6.60 2,533 10,896 +1,684
Total Volume and Open Interest 101,248 454,347 -730
Value Line(KCBT)
Sep06 060905 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060905 16300 16350 16285 16335 +140      
Dec06 060905 16270 16350 16270 16315 +145      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060905 16330 16410 16280 16390 +55 181,655 235,634 -4,300
Dec06 060905 16300 16365 16245 16350 +45 133,513 6,886 +712
Mar07 060905 16270 16355 16270 16355 +30 0 1 +0
Total Volume and Open Interest 315,200 242,571 -3,618
CAC 40(EURONEXT)
Sep06 060905 5210.0 5211.5 5150.0 5177.0 -31.5 76,629 505,321 +0
Oct06 060905 5210.0 5216.5 5168.5 5192.0 -31.0 419 4,788 +0
Nov06 060905 5183.5 5204.0 5183.5 5204.0 -31.5 0 1 +0
Total Volume and Open Interest 77,952 520,289 +0
Hang Seng Index(HKFE)
Sep06 060905 17510 17530 17372 17391 -142 39,679 126,280 +1,702
Oct06 060905 17551 17551 17420 17439 -133 491 1,050 +174
Total Volume and Open Interest 40,255 128,627 +1,881
DAX(EUREX)
Sep06 060905 5915.0 5919.5 5863.0 5885.0 -32.5 105,298 221,608 +0
Dec06 060905 5965.0 5967.0 5912.5 5934.0 -33.0 2,243 17,304 +0
Mar07 060905 6023.0 6023.0 5967.5 5989.0 -33.0 473 1,714 +0
Total Volume and Open Interest 108,014 240,626 +0
FT-SE 100(EURONEXT)
Sep06 060905 5990.00 5998.50 5961.50 5986.00 -2.50 64,789 461,141 +0
Dec06 060905 6030.00 6035.00 6003.00 6025.00 -2.50 385 35,382 +0
Mar07 060905 6042.00 6042.00 6042.00 6042.00 -1.50 0 1,041 +0
Total Volume and Open Interest 65,174 499,314 +0
SPI 200(SFE)
Sep06 060905 5150.0 5162.0 5142.0 5152.0 +8.0 14,678 235,587 -3,750
Dec06 060905 5161.0 5172.0 5154.0 5163.0 +9.0 400 6,312 +169
Mar07 060905 5171.0 5171.0 5168.0 5170.0 +9.0 1 2,756 +0
Total Volume and Open Interest 15,081 247,837 -3,581
GSCI(CME)
Sep06 060905 457.70 459.30 456.90 457.20 -1.20 936 19,707 -22
Oct06 060905 473.00 473.00 473.00 473.00 -2.00 0 2 +0
Nov06 060905 486.60 486.60 486.60 486.60 -2.40      
Total Volume and Open Interest 936 19,709 -22
Reuters CRB Index(NYBOT)
Nov06 060905 397.00 398.75 397.00 398.00 +2.60 29 497 +2
Jan07 060905 400.00 400.00 400.00 400.00 +2.60 0 407 +0
Feb07 060905 398.00 398.00 398.00 398.00 +2.60 0 14 +0
Total Volume and Open Interest 29 918 +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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