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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed September 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060906 544.00 545.50 534.00 534.00 -7.25 7,217 5,105 -982
Nov06 060906 556.50 558.50 546.00 546.75 -7.50 43,235 254,204 -823
Jan07 060906 569.00 571.25 559.50 559.75 -7.50 6,067 38,972 +847
Mar07 060906 581.00 583.25 571.50 571.75 -6.75 667 13,043 -26
May07 060906 592.00 593.00 582.50 582.50 -7.75 777 14,941 +27
Jul07 060906 602.00 604.00 592.00 592.00 -7.75 671 13,333 -67
Aug07 060906 595.00 595.00 595.00 595.00 -8.00 0 30 +0
Total Volume and Open Interest 58,988 359,678 -933
Soybean Meal(CBOT)
Sep06 060906 161.80 162.50 158.30 158.60 -1.70 3,663 4,396 -610
Oct06 060906 162.30 163.60 159.00 159.20 -2.20 6,298 37,033 -433
Dec06 060906 165.40 166.50 161.50 161.60 -3.00 24,447 119,183 -4,807
Jan07 060906 166.80 168.00 162.70 162.70 -3.00 1,092 17,420 -166
Mar07 060906 169.80 170.70 165.50 165.50 -3.00 1,226 14,914 +319
May07 060906 171.90 172.80 167.50 167.50 -3.30 1,195 17,776 +277
Jul07 060906 174.80 175.50 170.50 170.50 -3.30 1,561 13,286 -156
Aug07 060906 176.00 176.00 171.70 171.70 -2.80 411 3,241 -171
Total Volume and Open Interest 41,188 236,506 -5,372
Soybean Oil(CBOT)
Sep06 060906 24.52 24.55 24.26 24.28 -0.26 3,243 2,492 -722
Oct06 060906 24.68 24.70 24.43 24.45 -0.23 6,667 24,233 -374
Dec06 060906 25.10 25.10 24.84 24.89 -0.21 12,398 140,950 -1,214
Jan07 060906 25.45 25.45 25.20 25.22 -0.21 907 14,753 +294
Mar07 060906 25.80 25.80 25.59 25.63 -0.20 599 11,778 +116
May07 060906 26.13 26.13 26.00 26.03 -0.16 993 20,387 +391
Jul07 060906 26.55 26.55 26.38 26.41 -0.17 151 14,275 +15
Aug07 060906 26.72 26.72 26.55 26.55 -0.19 10 2,482 +4
Total Volume and Open Interest 25,631 254,653 -1,385
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060906 291.8 292.8 287.8 288.0 -2.9 7,898 53,767 -456
Jan07 060906 300.0 300.0 297.7 297.7 -2.3 3,327 17,016 +3,214
Mar07 060906 307.7 307.7 305.4 305.4 -2.3 166 2,005 +127
May07 060906 312.5 315.5 311.9 314.9 -3.5 126 1,384 -6
Total Volume and Open Interest 11,527 82,587 +2,884
Corn(CBOT)
Sep06 060906 229.00 229.00 226.00 226.25 -2.50 22,218 15,860 -3,895
Dec06 060906 243.50 244.00 240.50 240.75 -3.50 79,205 697,448 -3,416
Mar07 060906 259.00 259.25 255.50 255.50 -3.50 15,089 171,029 +3,725
May07 060906 268.25 268.50 264.75 264.75 -3.75 1,706 37,756 +149
Jul07 060906 277.00 277.50 273.50 273.75 -3.75 5,419 116,097 +910
Sep07 060906 282.25 282.50 279.25 279.25 -4.50 810 16,741 +727
Total Volume and Open Interest 136,135 1,311,316 -2,613
Wheat(CBOT)
Sep06 060906 403.00 404.00 398.00 399.00 -5.00 3,632 2,728 -1,821
Dec06 060906 420.50 423.50 415.00 417.00 -5.00 34,077 276,603 -1,136
Mar07 060906 438.00 441.00 432.50 435.25 -3.50 4,616 46,839 +600
May07 060906 442.00 443.50 442.00 443.50 -4.50 236 3,115 +134
Jul07 060906 450.50 453.00 445.25 447.50 -5.75 7,639 75,356 +936
Total Volume and Open Interest 54,760 446,231 +400
Wheat(KCBT)
Sep06 060906 468.00 468.00 460.00 465.00 -3.00 275 531 -595
Dec06 060906 480.00 483.00 473.00 477.50 -6.00 9,409 95,445 -245
Mar07 060906 490.00 491.00 482.50 484.00 -6.00 2,662 19,218 +411
May07 060906 484.00 485.00 473.00 476.50 -6.50 20 811 +18
Jul07 060906 465.00 469.00 458.00 460.50 -3.50 3,264 34,691 +1,335
Total Volume and Open Interest 16,152 161,110 +1,094
Wheat(MGE)
Sep06 060906 454.00 454.00 447.00 447.00 -7.00 109 308 -125
Dec06 060906 469.75 470.75 460.50 463.00 -6.75 2,287 30,601 +229
Mar07 060906 480.50 481.00 471.50 473.75 -5.50 533 6,461 +153
May07 060906 483.50 483.50 477.00 477.00 -7.00 1 844 +1
Jul07 060906 482.00 482.00 474.00 480.00 -6.00 1 755 +1
Total Volume and Open Interest 3,120 46,914 +242
Oats(CBOT)
Sep06 060906 188.00 188.00 188.00 188.00 unch 70 110 -17
Dec06 060906 196.50 197.50 193.50 193.50 -2.25 1,192 10,049 +204
Mar07 060906 201.50 201.50 199.25 199.50 -1.00 367 494 +76
May07 060906 202.00 202.00 202.00 202.00 unch 12 10 +1
Total Volume and Open Interest 1,641 10,749 +264
Rough Rice(CBOT)
Sep06 060906 8.76 8.77 8.75 8.75 unch 394 510 +315
Nov06 060906 9.00 9.03 8.97 8.98 -0.03 767 8,339 +41
Jan07 060906 9.30 9.30 9.25 9.25 -0.04 130 2,580 -36
Mar07 060906 9.58 9.59 9.54 9.55 -0.03 10 2,252 +7
Total Volume and Open Interest 1,307 14,922 +281
Live Cattle(CME)
Oct06 060906 94.650 94.800 94.250 94.450 -0.075 14,829 111,559 -993
Dec06 060906 93.875 93.950 93.450 93.850 unch 10,686 52,721 +3,820
Feb07 060906 92.850 93.050 92.650 92.950 +0.100 2,323 25,481 +604
Apr07 060906 91.600 92.000 91.550 91.950 +0.375 859 12,710 +153
Jun07 060906 87.400 87.900 87.250 87.850 +0.450 490 6,358 +318
Aug07 060906 86.800 87.300 86.700 87.300 +0.300 186 1,103 +51
Total Volume and Open Interest 29,412 209,985 +3,991
Feeder Cattle(CME)
Sep06 060906 117.950 119.000 117.850 118.975 +1.300 1,242 5,282 +39
Oct06 060906 118.300 119.200 118.075 119.100 +1.150 3,077 13,964 -272
Nov06 060906 118.400 119.200 118.000 119.125 +1.250 1,702 5,040 +345
Jan07 060906 114.750 115.400 114.600 115.375 +0.825 369 3,722 +173
Mar07 060906 110.750 111.700 110.750 111.600 +1.100 168 1,377 +88
Apr07 060906 110.000 110.500 110.000 110.500 +0.800 5 183 +0
May07 060906 109.450 110.500 109.450 110.500 +1.200 11 192 -2
Total Volume and Open Interest 6,574 29,760 +371
Lean Hogs(CME)
Oct06 060906 68.075 68.200 67.300 67.825 -0.250 9,919 94,636 -298
Dec06 060906 65.200 65.400 64.575 65.150 -0.300 8,976 53,341 +2,380
Feb07 060906 65.300 65.350 64.800 65.050 -0.550 3,460 17,857 +1,682
Apr07 060906 64.500 64.500 63.950 64.300 -0.475 966 12,432 +353
May07 060906 67.000 67.200 66.750 67.200 -0.225 77 1,276 +43
Jun07 060906 68.250 68.250 67.825 68.150 -0.200 361 3,377 +22
Jul07 060906 65.600 65.850 65.600 65.850 -0.325 35 1,019 +28
Aug07 060906 62.800 63.000 62.700 62.700 -0.500 8 520 +2
Total Volume and Open Interest 23,828 184,821 +4,223
Pork Bellies(CME)
Feb07 060906 93.175 93.350 90.350 90.850 -2.325 214 689 -4
Mar07 060906 91.500 91.500 90.100 90.100 -2.400 0 17 +0
May07 060906 92.750 92.750 92.750 92.750 -1.250 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 060906 12.40 12.40 12.38 12.40 unch 70 4,486 +20
Oct06 060906 12.65 12.66 12.60 12.65 -0.01 71 4,436 +6
Nov06 060906 12.52 12.56 12.50 12.53 -0.03 56 3,808 +12
Dec06 060906 12.35 12.41 12.35 12.41 -0.01 10 3,445 +0
Jan07 060906 12.35 12.35 12.35 12.35 unch 6 1,607 -1
Total Volume and Open Interest 302 26,320 +71
Cocoa(NYBOT)
Sep06 060906 1438 1438 1415 1415 -27 20 131 -150
Dec06 060906 1499 1502 1475 1480 -27 5,121 71,934 +496
Mar07 060906 1537 1543 1520 1520 -27 749 24,283 +35
May07 060906 1545 1545 1545 1545 -27 1,079 12,835 +795
Jul07 060906 1592 1592 1570 1571 -28 357 5,360 +76
Sep07 060906 1592 1592 1592 1592 -28 113 10,928 +113
Dec07 060906 1616 1616 1616 1616 -28 36 7,892 +36
Total Volume and Open Interest 7,475 134,548 +1,401
Coffee "C"(NYBOT)
Sep06 060906 105.85 106.40 105.70 106.25 -0.20 45 237 +8
Dec06 060906 109.75 111.20 109.20 110.35 +0.05 12,119 77,432 +744
Mar07 060906 113.60 114.90 113.10 114.15 +0.05 1,017 12,745 -42
May07 060906 116.10 116.90 116.00 116.40 +0.05 113 3,724 -7
Jul07 060906 118.10 118.70 118.10 118.60 +0.05 76 2,342 +38
Sep07 060906 120.25 121.00 120.25 120.75 +0.05 8 2,211 +0
Total Volume and Open Interest 13,418 101,785 +767
Orange Juice(NYBOT)
Sep06 060906 184.00 184.50 182.05 184.00 unch 669 271 -434
Nov06 060906 180.80 180.90 178.60 179.65 -1.55 1,870 20,995 +1
Jan07 060906 181.25 181.25 178.75 179.45 -1.80 485 4,101 +57
Mar07 060906 180.00 180.00 179.00 179.00 -1.75 263 2,134 +148
May07 060906 179.00 179.00 179.00 179.00 -0.95 0 469 +0
Total Volume and Open Interest 3,314 28,239 -202
Sugar #11(NYBOT)
Oct06 060906 11.45 11.98 11.43 11.64 +0.15 31,070 198,874 -3,376
Mar07 060906 12.32 12.65 12.31 12.44 +0.12 17,879 152,516 +2,914
May07 060906 12.50 12.80 12.49 12.60 +0.11 3,931 51,852 +718
Jul07 060906 12.64 12.85 12.64 12.74 +0.10 3,779 41,971 +305
Oct07 060906 12.82 12.95 12.81 12.87 +0.08 1,258 29,590 -21
Total Volume and Open Interest 59,995 505,361 +827
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060906 21.35 21.35 21.16 21.28 -0.12 37 2,409 +27
Jan07 060906 21.25 21.25 21.25 21.25 -0.05 4 2,172 +4
Mar07 060906 21.30 21.30 21.16 21.25 -0.05 4 2,817 +2
May07 060906 21.30 21.30 21.30 21.30 -0.10 1 1,854 +0
Total Volume and Open Interest 56 11,520 +42
London Cocoa(LCE)
Sep06 060906 809 810 805 806 -8 2,689 32,967 -1,867
Dec06 060906 847 847 840 842 -6 3,618 60,478 +1,517
Mar07 060906 862 864 859 860 -5 1,496 46,890 +1,002
May07 060906 876 876 873 873 -6 1,308 16,279 +1,141
Jul07 060906 886 890 885 887 -5 545 9,349 +499
Sep07 060906 899 903 899 901 -5 48 9,534 +96
Dec07 060906 913 913 913 913 -5 45 12,360 +42
Total Volume and Open Interest 9,749 191,411 +2,430
London Coffee(LCE)
Sep06 060906 2031.00 2063.00 2000.00 2000.00 -24.00 1,791 8,567 -1,822
Nov06 060906 1591.00 1604.00 1565.00 1590.00 +6.00 9,785 67,314 -143
Jan07 060906 1481.00 1494.00 1467.00 1485.00 +8.00 4,182 35,070 +2,107
Mar07 060906 1440.00 1462.00 1429.00 1455.00 +17.00 1,886 15,689 +1,713
May07 060906 1442.00 1442.00 1430.00 1441.00 +17.00 162 4,216 +125
Jul07 060906 1428.00 1431.00 1425.00 1431.00 +17.00 119 846 -94
Total Volume and Open Interest 18,098 132,654 +2,085
London Sugar(LCE)
Oct06 060906 381.00 396.70 381.00 389.00 +6.50 4,405 19,658 -2,931
Dec06 060906 367.00 383.70 366.00 375.40 +9.50 1,200 16,383 -39
Mar07 060906 349.80 360.20 347.20 352.40 +5.40 971 17,095 +7
May07 060906 351.10 362.50 351.10 355.40 +3.90 53 5,250 -60
Aug07 060906 355.50 366.60 354.10 357.40 +2.90 135 2,168 +39
Total Volume and Open Interest 6,842 62,627 -2,980
Cotton(NYBOT)
Oct06 060906 51.60 51.60 51.25 51.44 -0.21 270 3,207 +49
Dec06 060906 53.40 53.50 53.10 53.41 -0.10 10,367 121,362 +290
Mar07 060906 57.05 57.10 56.80 57.06 -0.11 2,531 34,129 -561
May07 060906 58.05 58.30 58.00 58.30 unch 524 3,054 +265
Jul07 060906 59.15 59.27 59.00 59.27 +0.04 135 2,711 -36
Oct07 060906 59.85 59.85 59.85 59.85 -0.05 0 46 +0
Total Volume and Open Interest 14,039 173,161 -3
Lumber(CME)
Sep06 060906 274.6 278.6 272.6 278.4 +2.7 442 1,080 -218
Nov06 060906 274.5 276.0 270.6 274.5 +1.1 892 4,052 +127
Jan07 060906 289.0 291.1 285.6 290.5 +0.7 206 553 +95
Mar07 060906 307.9 308.0 298.0 304.4 +0.4 10 102 -1
Total Volume and Open Interest 1,550 5,822 +3
Crude Oil(NYM)
Oct06 060906 68.25 68.85 67.45 67.50 -1.10 78,920 213,065 -2,395
Nov06 060906 69.30 69.90 68.60 68.70 -1.07 35,025 136,471 +1,871
Dec06 060906 70.25 70.80 69.50 69.60 -1.05 31,091 131,479 +1,431
Jan07 060906 71.40 71.50 70.25 70.37 -1.04 8,833 51,103 +1,052
Feb07 060906 71.90 71.90 71.01 71.01 -1.03 3,123 22,474 +1,096
Mar07 060906 72.55 72.60 71.55 71.55 -1.02 3,311 29,495 -47
Apr07 060906 73.00 73.00 71.99 71.99 -1.01 1,562 42,037 +807
May07 060906 73.00 73.35 72.25 72.36 -1.00 1,726 25,359 -841
Jun07 060906 73.50 73.70 72.66 72.66 -0.99 5,390 61,800 +1,353
Jul07 060906 73.80 73.80 72.90 72.90 -0.97 285 17,084 -66
Aug07 060906 73.09 73.09 73.09 73.09 -0.96 256 12,278 -41
Sep07 060906 73.24 73.24 73.24 73.24 -0.95 4,716 22,139 +2,648
Oct07 060906 73.35 73.35 73.35 73.35 -0.94 351 5,822 -36
Nov07 060906 73.43 73.43 73.43 73.43 -0.93 701 7,355 -425
Dec07 060906 74.10 74.55 73.48 73.48 -0.92 13,999 125,821 +404
Jan08 060906 73.49 73.49 73.49 73.49 -0.91 671 23,754 +549
Total Volume and Open Interest 199,485 1,170,266 +3,885
Heating Oil(NYM)
Oct06 060906 193.50 194.40 190.80 191.10 -2.53 21,160 66,218 +233
Nov06 060906 199.00 200.20 196.90 196.98 -2.64 5,501 30,520 +949
Dec06 060906 203.50 204.60 201.20 201.54 -2.73 2,865 23,526 -25
Jan07 060906 208.00 208.00 205.29 205.29 -2.68 3,031 15,716 +57
Feb07 060906 210.50 210.75 207.50 207.59 -2.63 1,641 13,042 +81
Mar07 060906 209.00 209.60 207.04 207.04 -2.33 1,387 8,699 +31
Apr07 060906 206.80 206.80 204.64 204.64 -2.03 2,265 6,991 +433
May07 060906 203.90 203.90 202.19 202.19 -1.58 669 3,487 -133
Jun07 060906 203.00 203.00 201.74 201.74 -1.43 3,072 13,478 +424
Jul07 060906 204.00 204.00 202.99 202.99 -1.38 6 831 +4
Aug07 060906 206.50 206.50 204.94 204.94 -1.33 504 1,291 +446
Sep07 060906 208.00 208.00 207.29 207.29 -1.33 104 1,734 +103
Total Volume and Open Interest 43,207 192,578 +3,091
Unleaded Gas(NYM)
Oct06 060906 165.00 168.00 163.50 164.00 -0.65 21,018 38,090 -2,127
Nov06 060906 168.00 170.75 167.00 167.10 -0.65 1,941 7,361 +366
Dec06 060906 170.25 172.50 168.00 169.20 -0.30 829 8,561 +66
Jan07 060906 172.00 172.50 170.10 170.10 +0.10 1,137 4,189 +633
Total Volume and Open Interest 24,925 58,201 -1,062
RBOB Gasoline(NYMEX)
Oct06 060906 170.21 171.75 167.50 167.90 -0.36 7,730 27,524 -74
Nov06 060906 174.45 175.50 172.00 172.63 -1.27 3,601 18,527 +965
Dec06 060906 174.50 176.50 174.50 175.13 -1.02 1,121 7,944 +99
Jan07 060906 181.00 181.00 177.53 177.53 -1.47 403 6,218 +142
Feb07 060906 181.80 181.80 180.43 180.43 -1.47 13 1,648 +9
Mar07 060906 183.63 183.63 183.63 183.63 -1.57 38 2,043 +0
Apr07 060906 204.25 204.25 202.58 202.58 -1.67 88 1,999 +34
May07 060906 205.03 205.03 205.03 205.03 -1.67 128 2,251 -24
Jun07 060906 206.68 206.68 206.68 206.68 -1.62 170 990 +85
Jul07 060906 207.50 207.50 207.33 207.33 -1.57 3 461 +3
Total Volume and Open Interest 13,348 70,565 +1,290
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060906 172.63 172.63 172.63 172.63 -1.27      
Dec06 060906 175.13 175.13 175.13 175.13 -1.02      
Jan07 060906 177.53 177.53 177.53 177.53 -1.47      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Oct06 060906 6.050 6.130 5.955 5.994 -0.045 22,073 115,273 -245
Nov06 060906 8.040 8.120 8.019 8.019 -0.060 9,563 71,090 +271
Dec06 060906 10.030 10.050 9.900 9.939 -0.110 3,479 47,843 -2,550
Jan07 060906 10.660 10.700 10.574 10.574 -0.110 3,261 49,029 +324
Feb07 060906 10.750 10.750 10.624 10.624 -0.105 1,094 31,702 +690
Mar07 060906 10.500 10.540 10.449 10.449 -0.105 1,953 79,027 -1,942
Apr07 060906 8.470 8.470 8.429 8.429 -0.035 1,910 63,419 +651
May07 060906 8.310 8.310 8.279 8.279 -0.035 195 24,392 +102
Jun07 060906 8.369 8.369 8.369 8.369 -0.035 278 15,110 +110
Jul07 060906 8.510 8.510 8.474 8.474 -0.035 118 11,570 +20
Aug07 060906 8.600 8.600 8.566 8.566 -0.033 11 13,143 +51
Sep07 060906 8.700 8.700 8.661 8.661 -0.033 107 11,993 +43
Oct07 060906 8.819 8.819 8.819 8.819 -0.040 266 32,850 +638
Nov07 060906 9.764 9.764 9.764 9.764 -0.055 42 14,184 -374
Dec07 060906 10.690 10.690 10.649 10.649 -0.055 40 32,546 -411
Jan08 060906 11.200 11.200 11.179 11.179 -0.055 39 24,254 -735
Total Volume and Open Interest 45,481 916,352 -9,873
Brent Crude Oil(ICE)
Oct06 060906 68.25 68.25 66.86 66.93 -1.16 63,485 75,473 -9,901
Nov06 060906 69.40 69.40 68.10 68.19 -1.10 42,663 137,107 +4,458
Dec06 060906 70.10 70.25 69.05 69.13 -1.03 30,190 72,278 +593
Jan07 060906 70.50 70.97 69.88 69.89 -1.01 15,348 36,119 +1,503
Feb07 060906 71.34 71.56 70.50 70.54 -1.00 9,915 29,114 +6,008
Mar07 060906 71.95 72.08 71.02 71.06 -0.99 5,518 15,505 +107
Apr07 060906 72.09 72.49 71.48 71.48 -0.99 2,251 16,891 +141
May07 060906 72.49 72.88 71.85 71.85 -1.00 2,223 11,439 +1,460
Jun07 060906 72.84 73.25 72.19 72.19 -0.97 2,149 24,988 +206
Jul07 060906 72.45 72.45 72.45 72.45 -0.94 0 1,396 +100
Aug07 060906 72.66 72.66 72.66 72.66 -0.90 0 1,617 +0
Sep07 060906 72.82 72.82 72.82 72.82 -0.83 0 1,499 +0
Oct07 060906 72.94 72.94 72.94 72.94 -0.77 0 477 +0
Nov07 060906 73.00 73.00 73.00 73.00 -0.77 0 8,401 +0
Total Volume and Open Interest 178,578 508,396 +4,178
Gas Oil(ICE)
Sep06 060906 620.50 621.25 609.00 612.50 -9.25 22,043 33,052 -6,708
Oct06 060906 623.50 624.25 613.00 616.75 -8.50 25,609 69,597 +4,254
Nov06 060906 630.00 630.00 620.75 624.00 -7.00 9,426 29,229 +514
Dec06 060906 634.50 635.00 628.00 631.00 -5.75 3,298 37,669 +136
Jan07 060906 640.00 641.75 635.75 637.75 -4.75 4,389 22,538 +818
Feb07 060906 647.00 647.00 641.75 643.00 -4.25 848 10,441 +714
Mar07 060906 646.25 646.25 644.50 645.00 -3.75 245 8,053 +107
Apr07 060906 644.25 644.25 644.25 644.25 -3.50 238 2,755 +200
May07 060906 645.75 645.75 642.50 642.50 -3.00 1,200 3,450 +1,200
Jun07 060906 643.50 646.50 640.25 642.50 -2.50 3,695 19,493 -500
Total Volume and Open Interest 72,394 269,396 +1,922
US Dollar Index(NYBOT)
Sep06 060906 84.93 85.30 84.93 85.04 +0.07 671 17,351 -217
Dec06 060906 84.69 84.93 84.68 84.68 +0.07 257 2,742 +160
Mar07 060906 84.30 84.30 84.30 84.30 +0.04 0 6 +0
Total Volume and Open Interest 928 20,114 -57
Australian Dollar(CME)
Sep06 060906 76.74 76.74 76.50 76.66 -0.47 4,735 78,427 +9,631
Dec06 060906 76.61 76.61 76.38 76.52 -0.46 435 2,826 +1,535
Mar07 060906 76.39 76.39 76.39 76.39 -0.46 1 112 +1
Total Volume and Open Interest 5,172 81,372 +11,168
British Pound(CME)
Sep06 060906 188.36 188.51 187.92 188.51 -0.98 5,312 129,594 -5,052
Dec06 060906 188.64 188.79 188.26 188.73 -0.98 57 2,112 +749
Mar07 060906 188.84 188.84 188.84 188.84 -0.98 0 128 -2
Total Volume and Open Interest 5,369 131,836 -4,305
Canadian Dollar(CME)
Sep06 060906 89.99 90.57 89.96 90.48 +0.45 4,262 103,380 -789
Dec06 060906 90.28 90.82 90.27 90.73 +0.45 92 7,217 +667
Mar07 060906 90.99 91.01 90.99 91.00 +0.45 190 668 +187
Jun07 060906 91.30 91.30 91.27 91.27 +0.45 22 270 +6
Total Volume and Open Interest 4,566 111,705 +71
Japanese Yen(CME)
Sep06 060906 85.85 85.94 85.70 85.92 -0.49 18,464 199,946 -21,517
Dec06 060906 86.90 87.07 86.80 87.00 -0.49 2,354 28,609 +2,731
Mar07 060906 88.08 88.08 88.08 88.08 -0.49 0 215 +9
Total Volume and Open Interest 20,818 228,792 -18,779
Swiss Franc(CME)
Sep06 060906 80.81 81.12 80.71 81.12 -0.03 2,199 67,990 +1,055
Dec06 060906 81.58 81.88 81.58 81.86 -0.04 96 1,950 +125
Mar07 060906 82.60 82.60 82.60 82.60 -0.04 0 81 +0
Total Volume and Open Interest 2,295 70,053 +1,180
EuroFX(CME)
Sep06 060906 128.01 128.25 127.81 128.24 -0.04 2,275 164,055 -1,472
Dec06 060906 128.68 128.92 128.50 128.89 -0.05 370 6,690 +1,167
Mar07 060906 129.45 129.45 129.45 129.45 -0.05 30 191 +0
Total Volume and Open Interest 2,675 171,026 -312
Mexican Peso(CME)
Sep06 060906 9165.0 9170.0 9090.0 9095.0 -112.0 5,183 58,687 +3,295
Dec06 060906 2.4 2.4 6.0 1.5 +1.4 53 23,269 +93
Total Volume and Open Interest 5,264 83,830 +3,414
30-Year T-Bonds(CBOT)
Sep06 060906 110~03 110~06 109~20 109~29 -0~07 76,507 139,580 -56,456
Dec06 060906 110~15 110~17 109~30 110~08 -0~07 256,437 653,989 +43,091
Mar07 060906 110~10 110~10 109~25 110~03 -0~07 52 183 +48
Total Volume and Open Interest 332,996 793,767 -13,317
10-Year T-Notes(CBOT)
Sep06 060906 107~050 107~065 106~275 107~020 -0~040 156,991 270,867 -65,879
Dec06 060906 107~025 107~040 106~240 106~310 -0~045 696,745 2,007,578 +100,956
Total Volume and Open Interest 853,937 2,281,433 +35,162
5-Year T-Notes(CBOT)
Sep06 060906 104~250 104~270 104~250 104~270 -0~030 54,317 0 +0
Dec06 060906 104~270 104~290 104~240 104~285 -0~030 252,367 0 +0
Mar07 060906 104~285 104~285 104~285 104~285 -0~030      
Total Volume and Open Interest 306,684    
2 Year T-Notes(CBOT)
Sep06 060906 101~117 101~121 101~117 101~121 -0~005 4,029 56,600 -28,672
Dec06 060906 102~010 102~012 102~004 102~010 -0~006 5,681 643,948 +8,244
Total Volume and Open Interest 9,710 700,548 -20,428
Eurodollars(CME)
Sep06 060906 94.600 94.603 94.595 94.603 unch 19,989 1,379,329 -10,907
Dec06 060906 94.625 94.635 94.610 94.625 -0.015 14,986 1,617,109 -4,014
Mar07 060906 94.750 94.765 94.725 94.755 -0.020 22,277 1,323,788 +9,201
Jun07 060906 94.875 94.900 94.845 94.890 -0.020 14,075 1,075,157 -8,277
Sep07 060906 94.985 95.005 94.965 95.000 -0.025 13,749 1,127,028 -2,138
Dec07 060906 95.045 95.070 95.025 95.065 -0.020 19,627 965,626 +4,098
Mar08 060906 95.060 95.085 95.045 95.085 -0.020 15,024 642,873 -1,965
Jun08 060906 95.050 95.075 95.040 95.075 -0.020 18,062 436,909 +726
Sep08 060906 95.030 95.050 95.015 95.045 -0.020 13,854 318,773 +7,784
Dec08 060906 94.990 95.010 94.975 95.005 -0.020 9,108 313,097 +544
Mar09 060906 94.950 94.975 94.940 94.970 -0.020 7,878 292,556 +2,973
Jun09 060906 94.915 94.935 94.900 94.930 -0.020 8,339 208,757 -2,555
Sep09 060906 94.870 94.900 94.860 94.890 -0.020 6,327 142,587 -285
Dec09 060906 94.820 94.850 94.810 94.840 -0.020 3,430 120,944 -1,999
Mar10 060906 94.790 94.820 94.785 94.810 -0.020 3,841 102,523 -1,658
Jun10 060906 94.755 94.785 94.750 94.775 -0.020 3,796 104,070 -674
Sep10 060906 94.720 94.750 94.715 94.740 -0.020 4,738 94,511 -1,908
Dec10 060906 94.680 94.710 94.675 94.700 -0.020 1,463 80,211 -245
Total Volume and Open Interest 206,378 10,587,550 -9,381
3-Mth Euro-Yen(CME)
Sep06 060906 99.56 99.56 99.56 99.56 +0.01 2,089 12,548 +826
Dec06 060906 99.43 99.44 99.43 99.44 +0.01 248 14,785 +1,348
Mar07 060906 99.29 99.29 99.29 99.29 +0.01 436 9,981 +1,245
Jun07 060906 99.16 99.17 99.16 99.17 +0.02 222 8,762 -271
Sep07 060906 99.06 99.06 99.06 99.06 unch 76 2,043 -20
Dec07 060906 98.97 98.97 98.97 98.97 unch 0 5,222 +0
Mar08 060906 98.87 98.87 98.87 98.87 unch 6 2,179 +1,059
Jun08 060906 98.82 98.82 98.82 98.82 -0.02 0 255 +0
Sep08 060906 98.70 98.70 98.70 98.70 unch 0 7 +0
Dec08 060906 98.58 98.58 98.58 98.58 unch 0 4 +0
Total Volume and Open Interest 3,077 55,786 +4,187
3-Mth Euro-Yen(SIMEX)
Sep06 060906 99.56 99.56 99.56 99.56 unch 456 62,798 +2,158
Dec06 060906 99.43 99.44 99.43 99.44 +0.01 656 91,091 +2
Mar07 060906 99.29 99.29 99.29 99.29 unch 10 66,869 +3,684
Jun07 060906 99.17 99.17 99.17 99.17 +0.01 0 37,871 +678
Sep07 060906 99.07 99.07 99.07 99.07 unch 0 19,635 +1,356
Dec07 060906 98.97 98.97 98.97 98.97 unch 0 42,096 -1,489
Mar08 060906 98.88 98.88 98.88 98.88 unch 0 22,695 +489
Jun08 060906 98.80 98.80 98.80 98.80 +0.01 0 3,673 +123
Total Volume and Open Interest 1,122 348,211 +7,101
German Euro-Bund(EUREX)
Sep06 060906 117.97 118.05 117.59 117.65 -0.36 596,324 1,204,308 -183,721
Dec06 060906 117.32 117.37 116.90 116.94 -0.40 367,992 478,023 +148,613
Mar07 060906 117.44 117.45 117.06 117.15 -0.27 1,670 385 +230
Total Volume and Open Interest 965,986 1,682,716 -34,878
German Euro-Bobl(EUREX)
Sep06 060904 110.46 110.46 110.39 110.45 +1.36 337,854 1,061,696 +352,351
Dec06 060906 109.78 109.81 109.52 109.55 -0.25 274,392 296,662 +121,815
Mar07 060906 109.31 109.31 109.31 109.31 -0.25 2,065 0 +0
Total Volume and Open Interest 704,876 1,046,829 +28,271
Long Gilt(LIFFE)
Sep06 060906 110~06 110~06 109~27 109~31 -0~05 15,290 64,165 -5,598
Dec06 060906 109~31 110~00 109~20 109~24 -0~05 71,213 239,170 +11,879
Total Volume and Open Interest 86,503 303,335 +6,281
3-Mth Short Sterling(LIFFE)
Sep06 060906 94.98 94.98 94.98 94.98 unch 9,572 395,778 +2,235
Dec06 060906 94.83 94.83 94.83 94.83 +0.01 64,860 423,067 +14,065
Mar07 060906 94.79 94.79 94.79 94.79 unch 36,298 420,071 +4,249
Total Volume and Open Interest 214,693 2,276,413 +29,424
3-Mth Euribor(LIFFE)
Sep06 060906 96.655 96.665 96.655 96.655 unch 14,138 554,925 -676
Dec06 060906 96.320 96.330 96.295 96.305 -0.020 75,208 815,789 -3,397
Mar07 060906 96.230 96.235 96.190 96.200 -0.030 83,112 676,552 +7,719
Total Volume and Open Interest 352,046 3,920,009 +14,575
3-Mth Aus T-Bills(SFE)
Sep06 060906 93.77 93.79 93.76 93.79 +0.01 10,565 80,545 -12,084
Dec06 060906 93.67 93.71 93.66 93.70 +0.01 35,971 228,600 -14,505
Mar07 060906 93.63 93.67 93.62 93.67 +0.02 21,635 164,393 +11,333
Jun07 060906 93.66 93.71 93.65 93.70 +0.01 5,569 59,042 +333
Sep07 060906 93.68 93.73 93.68 93.73 +0.01 769 33,756 +1,830
Dec07 060906 93.70 93.75 93.70 93.74 -0.01 100 29,623 +178
Mar08 060906 93.70 93.75 93.70 93.75 unch 220 15,174 +522
Jun08 060906 93.72 93.74 93.72 93.74 -0.01 138 10,256 +221
Sep08 060906 93.71 93.73 93.70 93.73 -0.01 160 2,139 +404
Dec08 060906 93.73 93.73 93.73 93.73 -0.01 100 1,129 -5
Total Volume and Open Interest 75,227 626,835 -11,708
10-Year Aus T-Bonds(SFE)
Sep06 060906 94.31 94.34 94.30 94.33 -0.03 30,305 385,507 -3,455
Dec06 060906 94.32 94.34 94.32 94.33 -0.03 140 3,657 +277
Total Volume and Open Interest 30,445 389,164 -3,178
3-Year Aus T-Bonds(SFE)
Sep06 060906 94.12 94.16 94.11 94.16 unch 57,227 459,841 -64,543
Dec06 060906 94.16 94.20 94.16 94.20 +0.01 551 14,070 +7,256
Total Volume and Open Interest 57,778 473,911 -57,287
Gold(CMX)
Oct06 060906 636.0 640.8 634.5 635.6 -5.1 1,888 21,896 -209
Dec06 060906 643.1 647.0 641.0 641.8 -5.1 46,940 210,678 +8,390
Feb07 060906 650.1 652.3 648.2 648.2 -5.0 533 20,995 +269
Apr07 060906 655.9 655.9 654.4 654.4 -5.0 108 2,883 -6
Jun07 060906 664.0 664.5 660.6 660.6 -4.9 298 19,133 +203
Aug07 060906 666.6 666.6 666.6 666.6 -4.9 32 1,586 +0
Oct07 060906 672.6 672.6 672.6 672.6 -5.0 0 3,641 +0
Dec07 060906 682.5 682.5 678.7 678.7 -5.0 96 21,529 +95
Feb08 060906 684.7 684.7 684.7 684.7 -5.0 75 1,398 +50
Apr08 060906 35.2 35.2 35.2 35.2 -5.0 0 85 +0
Jun08 060906 696.5 696.5 696.5 696.5 -5.0 0 1,372 +0
Total Volume and Open Interest 50,134 319,998 +8,900
Silver(CMX)
Sep06 060906 1305.0 1322.0 1297.0 1306.5 +6.0 264 2,385 -743
Dec06 060906 1314.0 1335.0 1309.0 1320.0 +6.0 13,917 70,802 -84
Mar07 060906 1320.0 1348.0 1320.0 1333.4 +6.1 811 12,063 +441
May07 060906 1340.4 1340.4 1340.4 1340.4 +6.6 147 3,433 -32
Jul07 060906 1341.0 1354.0 1341.0 1346.2 +6.9 217 8,435 -42
Sep07 060906 1349.0 1349.0 1349.0 1349.0 +6.4 62 1,202 +25
Dec07 060906 1354.0 1370.0 1354.0 1354.4 +6.4 288 4,308 +15
Total Volume and Open Interest 15,778 108,132 -375
Platinum(NYM)
Oct06 060906 1277.0 1281.0 1272.0 1275.0 -4.5 1,315 8,233 +177
Jan07 060906 1289.5 1289.5 1280.0 1284.5 -5.7 302 2,030 +138
Apr07 060906 1289.5 1289.5 1289.5 1289.5 -5.7      
Jul07 060906 639.1 639.1 639.1 639.1 -5.7 0 6 +0
Total Volume and Open Interest 1,617 10,269 +315
Palladium(NYME)
Sep06 060906 348.00 354.05 348.00 354.05 +4.15 59 238 -38
Dec06 060906 355.00 363.00 354.20 359.55 +4.15 486 11,156 +142
Mar07 060906 365.05 365.05 365.05 365.05 +4.15 1 15 +1
Total Volume and Open Interest 546 11,444 +105
Copper(CMX)
Sep06 060906 364.00 371.00 364.00 370.20 +5.10 1,230 5,229 -532
Dec06 060906 362.00 368.50 360.00 367.95 +5.50 9,833 46,485 +1,080
Mar07 060906 355.50 361.20 354.25 361.20 +4.75 316 3,750 +122
May07 060906 354.85 354.85 354.85 354.85 +4.15 0 962 +0
Jul07 060906 348.15 348.15 348.15 348.15 +3.45 0 808 +0
Total Volume and Open Interest 12,104 69,247 +784
Aluminum(CMX)
Sep06 060906 122.15 122.15 122.15 122.15 +5.40 2 6 +0
Oct06 060906 119.50 122.90 119.50 122.90 +5.40 1 315 -5
Nov06 060906 123.20 123.20 123.20 123.20 +5.40 0 45 +0
Dec06 060906 123.50 123.50 123.50 123.50 +5.40 0 573 +0
Jan07 060906 123.50 123.50 123.50 123.50 +5.90      
Feb07 060906 122.65 122.65 122.65 122.65 +5.55      
Total Volume and Open Interest 4 968 -4
DJIA Index(CBOT)
Sep06 060906 11445 11450 11400 11415 -63 5,945 57,853 -243
Dec06 060906 11535 11535 11488 11503 -62 1,129 3,368 +850
Mar07 060906 11563 11563 11563 11563 -63 0 6 +0
Jun07 060906 11637 11637 11637 11637 -63      
Total Volume and Open Interest 7,074 61,227 +607
S & P 500(CME)
Sep06 060906 1308.20 1308.80 1300.50 1302.70 -11.90 68,450 486,600 -29,259
Dec06 060906 1319.70 1320.10 1312.20 1314.00 -12.00 41,368 153,788 +32,855
Mar07 060906 1324.90 1324.90 1324.90 1324.90 -12.10 0 1,416 +0
Jun07 060906 1336.40 1336.40 1336.40 1336.40 -12.10 645 3,763 +645
Total Volume and Open Interest 110,463 647,167 +4,241
S & P 500 E-Mini(Globex)
Sep06 060906 1314.25 1314.25 1300.25 1302.75 -11.75 772,895 1,529,859 +5,090
Dec06 060906 1325.75 1325.75 1312.00 1314.00 -12.00 45,591 142,889 +28,255
Total Volume and Open Interest 818,486 1,672,748 +33,345
NASDAQ 100(CME)
Sep06 060906 1590.50 1595.00 1571.50 1575.80 -29.00 5,004 56,242 +506
Dec06 060906 1611.00 1614.50 1592.50 1594.30 -29.50 139 330 +92
Mar07 060906 1613.30 1613.30 1613.30 1613.30 -29.50      
Total Volume and Open Interest 5,143 56,572 +598
NASDAQ 100 E-Mini(Globex)
Sep06 060906 1604.30 1604.50 1571.80 1575.80 -29.00 297,948 406,404 -351
Dec06 060906 1622.50 1622.50 1590.50 1594.30 -29.50 2,322 4,258 +909
Total Volume and Open Interest 300,270 410,662 +558
S & P Midcap 400(CME)
Sep06 060906 752.50 752.50 743.75 744.90 -12.30 342 9,665 -39
Dec06 060906 756.00 757.00 752.00 752.45 -12.25 210 313 +300
Mar07 060906 759.85 759.85 759.85 759.85 -12.25      
Total Volume and Open Interest 552 9,978 +261
Russell 2000(CME)
Sep06 060906 723.25 723.25 712.50 712.80 -16.10 2,670 38,691 -1,285
Dec06 060906 729.00 729.00 718.65 718.65 -16.25 1,698 3,808 +1,393
Mar07 060906 724.50 724.50 724.50 724.50 -16.35 0 12 +0
Total Volume and Open Interest 4,368 42,511 +108
Russell 2000 E-Mini(Globex)
Sep06 060906 728.90 729.00 712.30 712.80 -16.10 149,435 436,518 -6,933
Dec06 060906 734.80 734.80 718.20 718.70 -16.20 13,582 23,072 +12,176
Mar07 060906 724.50 724.50 724.50 724.50        
Value Line(KCBT)
Sep06 060906 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060906 16205 16235 16130 16130 -205      
Dec06 060906 16225 16225 16105 16105 -210      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060906 16350 16400 16240 16295 -95 134,259 255,121 +19,487
Dec06 060906 16315 16365 16185 16255 -95 91,380 87,404 +80,518
Mar07 060906 16255 16255 16255 16255 -100 40 1 +0
Total Volume and Open Interest 225,705 342,584 +100,013
CAC 40(EURONEXT)
Sep06 060906 5184.5 5186.0 5109.5 5117.5 -59.5 92,995 528,489 +23,168
Oct06 060906 5186.0 5189.5 5126.0 5132.5 -59.5 1,166 5,663 +875
Nov06 060906 5158.5 5158.5 5144.5 5144.5 -59.5 501 507 +506
Total Volume and Open Interest 94,757 544,806 +24,517
Hang Seng Index(HKFE)
Sep06 060906 17420 17435 17184 17235 -156 30,754 127,026 +746
Oct06 060906 17480 17480 17230 17283 -156 765 1,468 +418
Total Volume and Open Interest 31,642 129,883 +1,256
DAX(EUREX)
Sep06 060906 5896.0 5898.5 5801.5 5823.0 -62.0 127,722 212,559 -9,049
Dec06 060906 5945.0 5945.0 5850.0 5871.5 -62.5 2,026 18,624 +1,320
Mar07 060906 5983.0 5997.5 5907.0 5926.0 -63.0 371 1,676 -38
Total Volume and Open Interest 130,119 232,859 -7,767
FT-SE 100(EURONEXT)
Sep06 060906 5988.00 5990.00 5929.00 5935.00 -51.00 69,031 468,139 +6,998
Dec06 060906 6025.00 6027.00 5969.00 5973.50 -51.50 6,125 41,596 +6,214
Mar07 060906 5991.00 5991.00 5991.00 5991.00 -51.00 0 1,041 +0
Total Volume and Open Interest 75,156 512,526 +13,212
SPI 200(SFE)
Sep06 060906 5156.0 5170.0 5105.0 5116.0 -36.0 13,437 237,391 +1,804
Dec06 060906 5173.0 5173.0 5120.0 5127.0 -36.0 823 6,886 +574
Mar07 060906 5134.0 5134.0 5134.0 5134.0 -36.0 18 2,756 +0
Total Volume and Open Interest 14,353 250,290 +2,453
GSCI(CME)
Sep06 060906 455.15 457.80 452.50 452.50 -4.70 317 19,646 -61
Oct06 060906 471.90 471.90 468.10 468.10 -4.90 18 19 +17
Nov06 060906 482.50 482.50 482.50 482.50 -4.10      
Total Volume and Open Interest 335 19,665 -44
Reuters CRB Index(NYBOT)
Nov06 060906 395.00 396.00 394.50 395.75 -2.25 15 500 +3
Jan07 060906 397.75 397.75 397.75 397.75 -2.25 0 407 +0
Feb07 060906 395.75 395.75 395.75 395.75 -2.25 0 14 +0
Total Volume and Open Interest 15 921 +3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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