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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 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060911 534.00 534.50 530.50 532.00 -5.00 3,416 1,957 -799
Nov06 060911 544.00 547.00 542.25 544.50 -3.50 27,576 250,174 -2,130
Jan07 060911 556.50 560.25 555.50 557.75 -4.00 3,048 40,572 +244
Mar07 060911 569.00 572.00 567.50 569.75 -3.50 943 13,533 -117
May07 060911 579.50 581.00 578.00 579.75 -4.25 309 14,786 -83
Jul07 060911 588.50 592.00 588.00 590.00 -3.25 553 12,811 -62
Aug07 060911 594.00 594.00 594.00 594.00 -2.00 0 30 +0
Total Volume and Open Interest 36,739 356,357 -2,345
Soybean Meal(CBOT)
Sep06 060911 157.50 158.00 156.30 157.80 unch 584 1,903 -332
Oct06 060911 158.30 159.40 157.70 158.70 unch 3,441 37,286 +164
Dec06 060911 159.90 161.60 159.80 160.80 unch 11,636 123,027 +1,630
Jan07 060911 162.00 163.00 161.30 162.00 -0.60 1,236 17,753 +19
Mar07 060911 164.80 165.60 164.00 164.60 -0.50 407 15,812 +102
May07 060911 167.00 167.60 166.00 166.60 -0.50 2,317 17,194 +219
Jul07 060911 170.00 170.30 169.00 169.70 -0.50 863 17,126 +26
Aug07 060911 171.50 171.70 170.50 171.10 -0.60 119 3,523 +189
Total Volume and Open Interest 21,300 243,363 +2,025
Soybean Oil(CBOT)
Sep06 060911 24.25 24.35 24.20 24.35 -0.15 984 2,024 +652
Oct06 060911 24.45 24.53 24.32 24.50 -0.22 4,623 23,377 -40
Dec06 060911 24.80 24.94 24.71 24.92 -0.19 17,766 140,348 -2,750
Jan07 060911 25.18 25.31 25.07 25.31 -0.14 1,496 16,267 +375
Mar07 060911 25.58 25.68 25.49 25.68 -0.15 1,507 13,177 +558
May07 060911 25.98 26.05 25.85 26.05 -0.15 565 21,368 +334
Jul07 060911 26.30 26.43 26.25 26.43 -0.15 456 15,428 +37
Aug07 060911 26.50 26.57 26.50 26.57 -0.18 1 2,528 +30
Total Volume and Open Interest 28,340 257,580 -1,188
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060911 291.8 291.8 288.5 290.3 +0.1 6,099 51,790 -1,779
Jan07 060911 301.0 301.0 297.6 299.9 -0.2 1,407 19,426 +353
Mar07 060911 309.6 309.6 306.8 307.0 +1.2 14 2,052 +10
May07 060911 320.0 320.0 320.0 320.0 +4.7 4 1,398 +3
Total Volume and Open Interest 7,738 83,498 -1,305
Corn(CBOT)
Sep06 060911 229.50 229.50 225.00 228.75 -3.00 7,062 6,132 +119
Dec06 060911 243.75 244.50 239.75 243.50 -2.50 54,995 686,282 -3,212
Mar07 060911 257.75 258.50 254.00 257.25 -2.75 21,087 177,164 +2,737
May07 060911 265.00 266.00 262.25 265.25 -3.00 1,807 38,820 +555
Jul07 060911 273.75 274.25 270.25 273.50 -3.00 5,670 117,813 -605
Sep07 060911 278.50 279.00 276.50 278.50 -3.50 145 16,920 +82
Total Volume and Open Interest 99,435 1,304,026 +2,191
Wheat(CBOT)
Sep06 060911 399.00 399.50 394.00 398.00 -2.00 755 544 -750
Dec06 060911 413.00 414.50 407.75 413.00 -2.50 22,473 272,747 -2,816
Mar07 060911 431.00 432.50 426.00 430.50 -3.50 1,989 48,757 +382
May07 060911 438.00 440.00 435.50 440.00 -1.00 85 3,311 +12
Jul07 060911 444.00 446.00 439.50 445.50 -1.75 4,683 77,219 +1,213
Total Volume and Open Interest 32,020 448,548 -1,162
Wheat(KCBT)
Sep06 060911 466.00 466.00 457.00 465.50 -0.50 299 404 +250
Dec06 060911 476.50 479.00 470.00 478.00 -2.25 8,237 92,211 -98
Mar07 060911 485.50 486.75 477.00 485.50 -1.75 2,125 19,647 +231
May07 060911 474.00 474.50 474.00 474.50 -2.50 59 816 +12
Jul07 060911 458.00 461.50 455.50 459.75 -2.75 2,105 35,443 -68
Total Volume and Open Interest 13,667 159,069 +360
Wheat(MGE)
Sep06 060911 445.00 446.00 443.00 444.00 -2.00 9 40 -388
Dec06 060911 460.00 460.00 454.50 459.25 -2.50 2,668 29,729 -853
Mar07 060911 470.00 471.00 466.25 470.25 -3.25 684 6,995 +103
May07 060911 475.00 475.00 471.00 475.00 -3.00 3 912 +2
Jul07 060911 472.00 477.00 471.00 477.00 -2.50 12 869 +9
Total Volume and Open Interest 3,759 46,414 -1,198
Oats(CBOT)
Sep06 060911 188.00 188.00 188.00 188.00 unch 63 35 -52
Dec06 060911 193.75 193.75 191.00 193.75 unch 351 9,790 -168
Mar07 060911 200.50 201.00 199.00 201.00 +1.00 78 523 +16
May07 060911 202.00 202.00 202.00 202.00 unch 0 10 +0
Total Volume and Open Interest 510 10,450 -200
Rough Rice(CBOT)
Sep06 060911 8.85 8.85 8.85 8.85 +0.16 28 231 +140
Nov06 060911 8.89 9.12 8.89 9.09 +0.15 122 8,263 +0
Jan07 060911 9.22 9.38 9.22 9.37 +0.14 65 2,562 +6
Mar07 060911 9.50 9.61 9.50 9.61 +0.11 1 2,119 -1
Total Volume and Open Interest 217 14,456 +145
Live Cattle(CME)
Oct06 060911 92.350 92.400 91.575 91.850 -0.450 26,535 95,015 -12,125
Dec06 060911 92.100 92.125 91.300 91.750 -0.425 22,584 68,387 +8,265
Feb07 060911 91.850 92.000 91.300 91.950 -0.050 3,179 26,675 +295
Apr07 060911 91.150 91.550 90.950 91.475 -0.075 1,831 13,858 +240
Jun07 060911 87.300 87.550 86.950 87.525 -0.200 450 7,250 +269
Aug07 060911 86.700 86.900 86.250 86.900 -0.100 231 1,514 +98
Total Volume and Open Interest 54,834 212,778 -2,952
Feeder Cattle(CME)
Sep06 060911 118.550 118.700 118.000 118.650 +0.075 984 4,954 -77
Oct06 060911 118.100 118.250 117.500 117.850 -0.375 2,818 13,352 -865
Nov06 060911 118.050 118.275 117.550 118.000 -0.250 2,402 6,991 +1,185
Jan07 060911 114.550 114.850 114.000 114.750 +0.200 440 4,106 +185
Mar07 060911 110.050 110.900 110.050 110.875 +0.575 187 1,534 +68
Apr07 060911 109.550 109.900 109.500 109.900 +0.250 8 191 -1
May07 060911 109.100 109.400 109.100 109.400 -0.100 12 213 +7
Total Volume and Open Interest 6,853 31,352 +504
Lean Hogs(CME)
Oct06 060911 66.450 67.200 66.250 67.000 +0.450 19,320 81,503 -9,609
Dec06 060911 64.400 64.975 64.000 64.900 +0.125 15,152 61,014 +4,982
Feb07 060911 64.250 64.800 63.950 64.750 +0.450 2,090 21,172 +1,111
Apr07 060911 63.150 63.900 62.900 63.850 +0.575 834 12,737 +197
May07 060911 65.800 66.550 65.800 66.550 -0.075 149 1,351 +48
Jun07 060911 67.325 67.600 67.050 67.600 +0.200 374 3,925 +118
Jul07 060911 64.900 65.475 64.900 65.475 +0.225 61 1,081 +32
Aug07 060911 62.100 62.400 62.100 62.400 -0.150 54 607 +3
Total Volume and Open Interest 38,044 183,762 -3,110
Pork Bellies(CME)
Feb07 060911 90.000 90.000 88.625 88.650 -2.875 272 756 +14
Mar07 060911 89.000 89.000 89.000 89.000 -1.450 0 17 +0
May07 060911 91.000 91.000 91.000 91.000 -2.400 0 3 +0
Jul07 060911 93.250 93.250 93.250 93.250 unch      
Total Volume and Open Interest 297 906 -36
Class III Milk(CME)
Sep06 060911 12.18 12.25 12.18 12.20 +0.02 152 4,474 -62
Oct06 060911 12.29 12.30 12.18 12.29 unch 528 4,324 -80
Nov06 060911 12.20 12.27 12.20 12.25 -0.03 242 3,769 +9
Dec06 060911 12.28 12.34 12.25 12.33 -0.01 176 3,510 +62
Jan07 060911 12.29 12.40 12.29 12.40 +0.09 116 1,632 +37
Total Volume and Open Interest 1,310 26,444 +39
Cocoa(NYBOT)
Sep06 060911 1420 1420 1413 1413 -2 6 93 -6
Dec06 060911 1485 1497 1475 1478 -2 2,402 72,208 +457
Mar07 060911 1528 1534 1515 1518 -2 458 24,670 +241
May07 060911 1552 1553 1542 1542 -3 169 13,194 +22
Jul07 060911 1590 1592 1569 1569 -3 280 5,604 +0
Sep07 060911 1592 1592 1592 1592 -2 451 11,118 +211
Dec07 060911 1616 1616 1616 1616 -2 6 7,909 +6
Total Volume and Open Interest 4,279 136,488 +932
Coffee "C"(NYBOT)
Sep06 060911 101.75 101.75 100.25 100.25 -2.20 128 172 -23
Dec06 060911 105.65 105.90 103.50 103.75 -2.40 15,322 78,195 +214
Mar07 060911 109.00 109.25 107.50 107.65 -2.40 1,855 12,976 +174
May07 060911 111.30 111.30 110.00 110.00 -2.40 148 3,813 +38
Jul07 060911 113.60 113.60 112.20 112.20 -2.45 124 2,453 +93
Sep07 060911 114.30 114.30 114.30 114.30 -2.50 54 2,204 +0
Total Volume and Open Interest 17,739 102,901 +449
Orange Juice(NYBOT)
Sep06 060911 184.80 184.80 181.20 181.20 -3.60 83 116 -58
Nov06 060911 180.00 180.00 177.80 178.70 -1.65 994 21,782 +108
Jan07 060911 179.80 179.80 178.00 179.00 -1.30 280 4,799 +203
Mar07 060911 178.50 178.80 178.50 178.55 -1.45 59 2,154 +53
May07 060911 178.00 178.00 178.00 178.00 -1.00 50 488 +24
Total Volume and Open Interest 1,466 29,608 +330
Sugar #11(NYBOT)
Oct06 060911 11.70 11.78 11.40 11.41 -0.48 57,587 181,421 -9,798
Mar07 060911 12.60 12.68 12.38 12.38 -0.40 39,868 175,115 +14,765
May07 060911 12.78 12.85 12.60 12.60 -0.35 3,209 53,517 +1,057
Jul07 060911 12.85 12.90 12.70 12.70 -0.33 1,352 42,021 +76
Oct07 060911 13.02 13.02 12.83 12.84 -0.29 927 29,130 -330
Total Volume and Open Interest 103,392 513,590 +5,845
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060911 21.35 21.44 21.35 21.43 +0.03 140 2,510 +83
Jan07 060911 21.30 21.35 21.30 21.30 unch 54 2,226 +51
Mar07 060911 21.40 21.50 21.40 21.50 +0.15 48 2,867 +26
May07 060911 21.40 21.50 21.40 21.43 +0.08 107 1,845 -7
Total Volume and Open Interest 463 11,762 +199
London Cocoa(LCE)
Sep06 060911 814 818 811 812 -2 1,265 30,705 -1,144
Dec06 060911 849 855 847 848 -2 2,908 63,923 +1,337
Mar07 060911 868 872 864 865 -3 1,003 47,489 +341
May07 060911 884 884 878 878 -3 106 16,333 +72
Jul07 060911 898 898 892 892 -3 41 9,651 +19
Sep07 060911 909 909 906 906 -3 5 9,572 +0
Dec07 060911 917 917 916 916 -4 15 12,368 +8
Total Volume and Open Interest 5,348 193,600 +628
London Coffee(LCE)
Sep06 060911 1800.00 1800.00 1740.00 1759.00 -85.00 347 7,329 -335
Nov06 060911 1558.00 1584.00 1530.00 1550.00 -4.00 4,692 66,634 +649
Jan07 060911 1473.00 1495.00 1443.00 1464.00 -6.00 2,417 34,784 -255
Mar07 060911 1442.00 1454.00 1417.00 1433.00 -5.00 1,379 17,639 +565
May07 060911 1442.00 1442.00 1412.00 1427.00 -4.00 463 4,521 +175
Jul07 060911 1428.00 1428.00 1415.00 1415.00 -4.00 150 869 +0
Total Volume and Open Interest 9,475 132,805 +807
London Sugar(LCE)
Oct06 060911 414.00 415.00 403.10 403.10 -10.90 3,833 17,174 -1,350
Dec06 060911 391.50 391.50 377.70 377.80 -12.20 4,241 18,067 +574
Mar07 060911 364.00 365.00 353.00 353.10 -9.90 2,493 18,975 +601
May07 060911 359.80 361.60 352.00 352.50 -8.50 566 5,422 -39
Aug07 060911 358.40 360.30 352.00 352.00 -8.50 197 2,201 -1
Total Volume and Open Interest 11,339 63,958 -217
Cotton(NYBOT)
Oct06 060911 50.60 50.60 50.00 50.00 -0.63 452 3,172 +9
Dec06 060911 52.60 52.70 52.00 52.09 -0.56 8,174 122,961 -255
Mar07 060911 56.20 56.20 55.70 55.82 -0.42 2,212 34,781 +299
May07 060911 57.50 57.50 57.10 57.10 -0.55 98 3,050 +34
Jul07 060911 58.50 58.50 58.05 58.05 -0.45 188 2,976 +43
Oct07 060911 60.00 60.00 59.10 59.10 -0.45 0 46 +0
Total Volume and Open Interest 11,450 175,935 +311
Lumber(CME)
Sep06 060911 277.1 279.5 275.7 275.7 -4.0 218 363 -360
Nov06 060911 269.5 272.9 269.5 270.0 -4.3 502 4,087 +41
Jan07 060911 288.0 288.1 285.0 285.9 -4.9 127 730 +9
Mar07 060911 300.2 300.6 297.6 300.2 -3.7 12 102 -5
Total Volume and Open Interest 859 5,317 -315
Crude Oil(NYM)
Oct06 060911 65.30 66.50 64.85 65.61 -0.64 120,861 191,119 -9,835
Nov06 060911 66.45 67.35 65.85 66.59 -0.79 85,338 174,470 +12,145
Dec06 060911 67.45 68.20 66.80 67.51 -0.82 43,188 135,846 -3,676
Jan07 060911 68.20 69.05 67.70 68.30 -0.83 15,957 60,025 +5,291
Feb07 060911 69.15 69.30 68.40 68.97 -0.83 4,905 25,530 +1,580
Mar07 060911 69.30 69.53 69.15 69.53 -0.83 4,093 30,081 +834
Apr07 060911 70.35 70.35 69.99 69.99 -0.84 2,521 43,577 +144
May07 060911 70.15 70.80 70.15 70.36 -0.86 1,838 24,719 -401
Jun07 060911 70.70 70.82 70.10 70.66 -0.88 8,460 64,018 +677
Jul07 060911 70.90 70.90 70.90 70.90 -0.89 714 18,685 +440
Aug07 060911 71.10 71.10 71.10 71.10 -0.90 23 13,110 -17
Sep07 060911 71.26 71.26 71.26 71.26 -0.90 708 22,772 +420
Oct07 060911 71.38 71.38 71.38 71.38 -0.90 303 6,310 -110
Nov07 060911 71.46 71.46 71.46 71.46 -0.91 803 12,604 +753
Dec07 060911 71.90 71.90 71.15 71.51 -0.92 15,335 129,036 +2,480
Jan08 060911 71.54 71.54 71.54 71.54 -0.91 253 17,464 +203
Total Volume and Open Interest 324,358 1,217,765 +17,161
Heating Oil(NYM)
Oct06 060911 182.00 183.70 180.40 180.54 -3.78 33,518 61,048 -3,671
Nov06 060911 189.00 190.00 186.80 187.14 -3.64 15,782 37,960 +4,257
Dec06 060911 195.00 195.15 192.25 192.49 -3.69 4,050 22,489 -516
Jan07 060911 199.00 199.00 196.79 196.79 -3.54 2,575 16,420 +93
Feb07 060911 200.50 201.60 199.34 199.34 -3.49 2,179 13,928 +685
Mar07 060911 200.00 201.50 199.09 199.09 -3.44 288 8,616 -85
Apr07 060911 198.25 199.75 197.09 197.09 -3.44 379 7,402 -3
May07 060911 196.25 196.50 195.04 195.04 -3.44 138 3,410 -9
Jun07 060911 196.00 197.25 194.74 194.74 -3.44 1,452 14,648 +385
Jul07 060911 197.50 197.50 195.94 195.94 -3.44 92 839 -3
Aug07 060911 198.50 198.50 197.84 197.84 -3.44 210 1,417 +107
Sep07 060911 202.00 202.00 200.29 200.29 -3.44 30 1,876 +29
Total Volume and Open Interest 61,432 197,612 +1,540
Unleaded Gas(NYM)
Oct06 060911 159.20 166.70 158.40 159.46 -1.45 17,510 33,158 -1,522
Nov06 060911 164.00 168.00 162.00 162.96 -2.18 5,830 9,969 +1,008
Dec06 060911 166.50 169.50 164.96 164.96 -2.58 997 7,656 -432
Jan07 060911 167.50 167.50 166.31 166.31 -2.53 234 4,271 +101
Total Volume and Open Interest 24,571 55,054 -845
RBOB Gasoline(NYMEX)
Oct06 060911 165.25 166.25 162.15 162.15 -2.08 6,785 26,692 -309
Nov06 060911 169.50 169.50 166.85 167.09 -2.90 4,112 20,617 +885
Dec06 060911 170.85 170.85 170.09 170.09 -3.05 3,227 8,491 -584
Jan07 060911 175.00 175.94 172.74 172.74 -3.20 1,101 6,772 +234
Feb07 060911 178.74 178.74 175.59 175.59 -3.15 139 1,742 +52
Mar07 060911 181.89 181.89 178.74 178.74 -3.15 198 2,235 +185
Apr07 060911 197.50 197.50 197.24 197.24 -3.25 127 2,313 -43
May07 060911 199.69 199.69 199.69 199.69 -3.25 155 2,980 +124
Jun07 060911 202.50 202.50 201.44 201.44 -3.25 2 1,004 +0
Jul07 060911 203.50 203.50 202.24 202.24 -3.25 2 479 +2
Total Volume and Open Interest 16,007 74,372 +581
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060911 167.09 167.09 167.09 167.09 -2.90      
Dec06 060911 170.09 170.09 170.09 170.09 -3.05      
Jan07 060911 172.74 172.74 172.74 172.74 -3.20      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Oct06 060911 5.580 5.695 5.440 5.670 -0.005 35,408 104,273 -9,730
Nov06 060911 7.370 7.370 7.150 7.255 -0.350 21,374 80,136 +4,990
Dec06 060911 9.300 9.320 9.070 9.110 -0.410 5,742 51,535 +1,146
Jan07 060911 9.950 10.010 9.800 9.825 -0.360 4,961 49,007 -118
Feb07 060911 10.050 10.070 9.840 9.875 -0.355 418 30,847 +46
Mar07 060911 9.870 9.900 9.650 9.705 -0.335 3,043 80,729 +546
Apr07 060911 8.050 8.070 7.880 7.905 -0.235 4,971 64,037 -2,531
May07 060911 7.920 7.920 7.790 7.805 -0.205 5,476 26,669 +3,858
Jun07 060911 7.990 7.990 7.900 7.900 -0.205 375 14,704 -147
Jul07 060911 8.020 8.050 8.010 8.010 -0.200 58 11,743 -16
Aug07 060911 8.120 8.140 8.100 8.105 -0.200 75 12,914 +38
Sep07 060911 8.320 8.320 8.200 8.200 -0.195 324 11,143 +171
Oct07 060911 8.480 8.480 8.365 8.365 -0.195 959 32,133 -29
Nov07 060911 9.370 9.370 9.295 9.295 -0.195 1,483 14,854 -1
Dec07 060911 10.250 10.250 10.190 10.190 -0.195 989 35,353 +273
Jan08 060911 10.770 10.770 10.705 10.705 -0.190 1,411 27,319 +723
Total Volume and Open Interest 95,647 922,807 +3,332
Brent Crude Oil(ICE)
Oct06 060911 65.20 65.31 63.97 64.55 -0.78 71,001 53,604 -8,557
Nov06 060911 66.56 66.61 65.21 65.87 -0.78 74,425 134,756 -3,160
Dec06 060911 67.53 67.53 66.22 66.85 -0.77 52,229 84,215 +7,723
Jan07 060911 68.20 68.30 67.04 67.66 -0.76 17,626 42,510 +4,902
Feb07 060911 68.88 69.00 67.88 68.36 -0.72 4,220 30,194 +377
Mar07 060911 69.43 69.53 68.33 68.90 -0.73 2,384 14,085 -406
Apr07 060911 69.53 69.91 68.81 69.36 -0.73 1,056 16,905 +41
May07 060911 70.06 70.31 69.40 69.76 -0.71 882 12,024 -227
Jun07 060911 70.47 70.76 69.61 70.10 -0.75 3,745 25,079 +1,021
Jul07 060911 70.35 70.36 70.23 70.36 -0.81 18 1,420 +15
Aug07 060911 70.57 70.60 70.50 70.60 -0.77 15 1,617 +0
Sep07 060911 70.78 70.78 70.78 70.78 -0.73 0 1,508 +0
Oct07 060911 70.91 70.91 70.91 70.91 -0.74 0 477 +0
Nov07 060911 70.99 70.99 70.99 70.99 -0.75 1 8,401 +0
Total Volume and Open Interest 235,594 505,142 +1,962
Gas Oil(ICE)
Sep06 060911 586.50 588.75 575.25 576.75 -19.00 20,262 17,687 -6,085
Oct06 060911 593.50 593.50 579.75 581.25 -18.75 38,907 73,536 +3,761
Nov06 060911 596.25 601.50 588.25 590.00 -18.00 15,053 31,273 +1,237
Dec06 060911 608.00 610.00 597.00 598.25 -17.75 6,219 39,351 +664
Jan07 060911 615.50 619.50 605.00 606.50 -17.25 3,248 24,354 -130
Feb07 060911 622.50 624.75 612.50 614.00 -16.25 1,411 12,957 +703
Mar07 060911 625.00 625.00 617.25 618.50 -15.25 10 8,279 +0
Apr07 060911 623.50 623.50 618.50 618.50 -15.50 0 2,675 +0
May07 060911 623.50 623.50 618.50 618.50 -14.75 40 3,550 +0
Jun07 060911 627.50 627.50 618.25 619.50 -14.00 2,386 18,954 +62
Total Volume and Open Interest 88,028 265,796 +288
US Dollar Index(NYBOT)
Sep06 060911 85.97 86.05 85.63 85.85 -0.11 8,216 11,333 -3,249
Dec06 060911 85.62 85.67 85.29 85.48 -0.11 6,828 8,666 +4,981
Mar07 060911 85.40 85.40 85.30 85.30 +0.06 0 21 +0
Total Volume and Open Interest 15,044 20,035 +1,732
Australian Dollar(CME)
Sep06 060911 75.30 75.35 75.00 75.06 -0.29 9,050 50,102 -11,128
Dec06 060911 75.16 75.20 74.90 74.92 -0.29 5,580 22,511 +7,940
Mar07 060911 74.79 74.79 74.79 74.79 -0.29 0 115 +3
Total Volume and Open Interest 14,630 72,736 -3,184
British Pound(CME)
Sep06 060911 186.51 186.60 186.13 186.53 -0.03 4,817 76,686 -8,588
Dec06 060911 186.75 186.75 186.30 186.75 -0.03 3,330 48,384 +7,645
Mar07 060911 186.86 186.86 186.86 186.86 -0.03 0 130 +0
Total Volume and Open Interest 8,147 125,202 -943
Canadian Dollar(CME)
Sep06 060911 89.22 89.33 89.12 89.17 -0.11 11,753 85,370 -7,971
Dec06 060911 89.47 89.52 89.34 89.42 -0.11 7,234 35,586 +9,420
Mar07 060911 89.69 89.69 89.69 89.69 -0.11 74 950 +41
Jun07 060911 89.96 89.96 89.96 89.96 -0.11 0 273 +0
Total Volume and Open Interest 19,061 122,349 +1,490
Japanese Yen(CME)
Sep06 060911 85.34 85.37 84.99 85.14 -0.52 13,379 146,435 -14,575
Dec06 060911 86.35 86.39 86.05 86.20 -0.53 10,957 73,843 +10,954
Mar07 060911 87.15 87.28 87.15 87.28 -0.53 0 214 -1
Total Volume and Open Interest 24,336 220,510 -3,622
Swiss Franc(CME)
Sep06 060911 80.59 80.59 80.36 80.39 +0.15 4,985 61,152 -6,396
Dec06 060911 81.29 81.30 81.03 81.12 +0.15 3,077 22,136 +6,919
Mar07 060911 81.86 81.86 81.86 81.86 +0.15 0 83 +0
Total Volume and Open Interest 8,062 83,444 +564
EuroFX(CME)
Sep06 060911 127.20 127.24 126.88 127.07 +0.27 13,272 137,883 -15,336
Dec06 060911 127.84 127.87 127.50 127.72 +0.27 7,534 27,119 +9,122
Mar07 060911 128.26 128.26 128.26 128.26 +0.27 47 223 +29
Total Volume and Open Interest 20,853 165,314 -6,183
Mexican Peso(CME)
Sep06 060911 9060.0 9060.0 9015.0 9050.0 -32.0 2,354 46,759 -2,904
Dec06 060911 4.2 4.2 4.7 5.4 +2.8 2,697 35,491 +2,906
Total Volume and Open Interest 5,051 84,201 +2
30-Year T-Bonds(CBOT)
Sep06 060911 110~04 110~09 109~24 109~30 -0~09 8,134 60,535 -3,684
Dec06 060911 110~16 110~21 110~02 110~10 -0~09 203,210 705,569 -6,242
Mar07 060911 110~15 110~15 110~02 110~06 -0~09 241 734 +218
Total Volume and Open Interest 211,585 766,853 -9,708
10-Year T-Notes(CBOT)
Sep06 060911 107~070 107~090 106~305 107~025 -0~060 44,686 90,927 -28,740
Dec06 060911 107~040 107~070 106~270 106~315 -0~065 686,978 2,177,008 -8,981
Total Volume and Open Interest 733,422 2,271,968 -36,785
5-Year T-Notes(CBOT)
Sep06 060911 104~300 104~300 104~270 104~270 -0~035 33,002 0 +0
Dec06 060911 104~315 104~315 104~255 104~285 -0~040 306,976 0 +0
Mar07 060911 104~285 104~285 104~285 104~285 -0~040      
Total Volume and Open Interest 339,978    
2 Year T-Notes(CBOT)
Sep06 060911 101~116 101~116 101~116 101~116 -0~008 189 14,684 -1,970
Dec06 060911 102~010 102~010 102~000 102~004 -0~009 2,962 643,989 -379
Total Volume and Open Interest 3,151 658,673 -2,349
Eurodollars(CME)
Sep06 060911 94.603 94.605 94.598 94.603 -0.003 15,024 1,272,936 -111,861
Dec06 060911 94.620 94.625 94.600 94.610 -0.020 28,839 1,623,966 +5,681
Mar07 060911 94.745 94.745 94.700 94.720 -0.040 31,938 1,361,046 +14,326
Jun07 060911 94.880 94.880 94.825 94.850 -0.050 12,240 1,093,085 +9,100
Sep07 060911 94.990 94.995 94.940 94.960 -0.055 27,664 1,114,723 +3,162
Dec07 060911 95.055 95.055 95.015 95.030 -0.050 23,365 971,977 +5,648
Mar08 060911 95.090 95.090 95.050 95.065 -0.045 15,032 647,683 -2,590
Jun08 060911 95.080 95.080 95.050 95.065 -0.035 14,895 434,584 -6,280
Sep08 060911 95.055 95.055 95.030 95.040 -0.035 9,172 326,257 +1,592
Dec08 060911 95.020 95.020 94.990 95.005 -0.035 8,185 318,384 +4,545
Mar09 060911 94.980 94.980 94.960 94.975 -0.030 6,879 294,368 +3,145
Jun09 060911 94.950 94.950 94.920 94.935 -0.030 6,998 210,322 -1,167
Sep09 060911 94.910 94.910 94.880 94.895 -0.030 3,175 142,035 -703
Dec09 060911 94.865 94.865 94.835 94.850 -0.030 2,530 120,630 -177
Mar10 060911 94.835 94.835 94.810 94.820 -0.030 1,127 102,084 -712
Jun10 060911 94.800 94.800 94.770 94.785 -0.030 1,876 105,145 +118
Sep10 060911 94.750 94.750 94.735 94.750 -0.030 1,313 96,162 +164
Dec10 060911 94.710 94.710 94.695 94.710 -0.030 897 83,437 +22
Total Volume and Open Interest 214,221 10,570,073 -75,167
3-Mth Euro-Yen(CME)
Sep06 060911 99.57 99.57 99.56 99.56 -0.01 43 12,062 -930
Dec06 060911 99.48 99.48 99.47 99.47 +0.02 403 15,956 +669
Mar07 060911 99.35 99.35 99.34 99.34 +0.03 31 10,122 -239
Jun07 060911 99.23 99.23 99.22 99.22 +0.03 30 8,149 -996
Sep07 060911 99.13 99.13 99.13 99.13 +0.05 0 1,970 -34
Dec07 060911 99.04 99.04 99.03 99.04 +0.05 0 5,252 -120
Mar08 060911 98.92 98.92 98.92 98.92 +0.03 0 3,103 +0
Jun08 060911 98.82 98.82 98.82 98.82 unch 0 255 +0
Sep08 060911 98.77 98.77 98.77 98.77 +0.06 0 7 +0
Dec08 060911 98.65 98.65 98.65 98.65 +0.06 0 4 +0
Total Volume and Open Interest 507 56,880 -1,650
3-Mth Euro-Yen(SIMEX)
Sep06 060911 99.57 99.57 99.57 99.57 +0.01 24 57,839 +140
Dec06 060911 99.47 99.48 99.47 99.48 +0.03 0 89,734 +1,722
Mar07 060911 99.34 99.34 99.34 99.34 +0.03 0 69,023 +233
Jun07 060911 99.23 99.23 99.23 99.23 +0.04 0 35,211 -348
Sep07 060911 99.08 99.13 99.08 99.13 +0.04 0 22,059 +102
Dec07 060911 99.04 99.04 99.04 99.04 +0.04 0 41,818 +54
Mar08 060911 98.95 98.95 98.95 98.95 +0.05 0 24,003 -166
Jun08 060911 98.87 98.87 98.87 98.87 +0.05 0 3,835 +0
Total Volume and Open Interest 24 345,005 +1,737
German Euro-Bund(EUREX)
Sep06 060907 117.77 117.77 117.62 117.67 +0.02 1,816,055 888,852 -315,456
Dec06 060911 117.31 117.42 117.11 117.22 -0.15 1,384,313 1,379,969 +52,375
Mar07 060911 117.38 117.39 117.30 117.34 -0.15 273 812 +121
Total Volume and Open Interest 1,558,832 1,380,781 +41,281
German Euro-Bobl(EUREX)
Sep06 060904 110.46 110.46 110.39 110.45 +1.36 337,854 1,061,696 +352,351
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060911 109.32 109.32 109.32 109.32 -0.13 2 0 +0
Total Volume and Open Interest 784,604 892,425 +43,471
Long Gilt(LIFFE)
Sep06 060911 110~04 110~06 109~29 109~31 -0~08 1,341 45,007 -934
Dec06 060911 109~29 110~01 109~21 109~24 -0~08 63,790 242,760 +250
Total Volume and Open Interest 65,131 287,767 -684
3-Mth Short Sterling(LIFFE)
Sep06 060911 94.98 94.98 94.98 94.98 -0.01 34,894 406,946 +6,673
Dec06 060911 94.81 94.81 94.81 94.81 -0.02 56,827 411,118 -5,845
Mar07 060911 94.76 94.76 94.76 94.76 -0.03 57,616 411,786 -9,331
Total Volume and Open Interest 316,960 2,271,870 -13,226
3-Mth Euribor(LIFFE)
Sep06 060911 96.650 96.655 96.645 96.645 -0.005 71,448 565,753 +4,583
Dec06 060911 96.300 96.300 96.285 96.290 -0.015 218,515 832,653 +1,320
Mar07 060911 96.185 96.185 96.155 96.165 -0.030 175,232 678,278 +9,139
Total Volume and Open Interest 1,035,027 4,014,629 +44,220
3-Mth Aus T-Bills(SFE)
Sep06 060907 93.77 93.78 93.75 93.76 -0.03 28,592 54,674 -25,871
Dec06 060911 93.70 93.71 93.68 93.69 -0.02 14,573 225,791 -7,506
Mar07 060911 93.66 93.67 93.64 93.66 -0.01 15,994 172,797 +1,816
Jun07 060911 93.70 93.70 93.67 93.69 -0.01 2,315 61,902 -1,342
Sep07 060911 93.72 93.72 93.71 93.72 -0.01 755 34,970 -624
Dec07 060911 93.74 93.74 93.74 93.74 -0.01 1,143 31,983 +425
Mar08 060911 93.75 93.75 93.75 93.75 -0.01 868 15,460 +179
Jun08 060911 93.75 93.75 93.75 93.75 -0.01 214 10,713 +42
Sep08 060911 93.74 93.75 93.74 93.75 unch 107 3,127 +100
Dec08 060911 93.74 93.75 93.74 93.75 +0.01 5 1,120 +3
Total Volume and Open Interest 35,976 560,044 -8,405
10-Year Aus T-Bonds(SFE)
Sep06 060911 94.36 94.37 94.34 94.36 unch 29,501 382,150 -1,187
Dec06 060911 94.37 94.38 94.36 94.36 unch 1,406 9,311 +1,464
Total Volume and Open Interest 30,907 391,461 +277
3-Year Aus T-Bonds(SFE)
Sep06 060911 94.17 94.17 94.13 94.15 -0.01 71,006 483,631 -16,710
Dec06 060911 94.20 94.20 94.18 94.19 -0.01 19,217 35,754 +16,087
Total Volume and Open Interest 90,223 519,385 -623
Gold(CMX)
Oct06 060911 595.0 598.5 584.0 591.6 -19.8 1,765 21,096 +22
Dec06 060911 602.0 605.0 589.6 597.3 -20.0 44,170 203,608 -3,652
Feb07 060911 610.0 610.0 597.0 603.2 -20.2 392 22,502 -157
Apr07 060911 610.5 610.5 603.0 608.9 -20.4 263 3,544 +12
Jun07 060911 616.6 621.5 609.0 614.6 -20.6 433 19,992 -388
Aug07 060911 615.5 620.2 615.5 620.2 -20.8 0 1,697 +0
Oct07 060911 625.7 625.7 625.7 625.7 -21.0 0 3,641 +0
Dec07 060911 635.0 636.0 625.5 631.3 -21.1 278 23,005 +261
Feb08 060911 636.8 636.8 636.8 636.8 -21.2 0 1,398 +0
Apr08 060911 642.3 642.3 642.3 642.3 +634.1 0 85 +0
Jun08 060911 647.8 647.8 647.8 647.8 -21.5 0 1,570 +0
Total Volume and Open Interest 47,567 317,329 -3,763
Silver(CMX)
Sep06 060911 1170.0 1175.0 1110.8 1110.8 -105.5 262 1,192 -443
Dec06 060911 1192.0 1198.0 1120.0 1124.0 -105.5 14,084 68,521 -890
Mar07 060911 1191.0 1195.0 1137.1 1137.1 -105.7 404 12,180 +147
May07 060911 1144.1 1144.1 1144.1 1144.1 -105.7 2 3,477 +2
Jul07 060911 1216.0 1230.0 1140.0 1150.4 -105.7 10 8,430 +0
Sep07 060911 1154.6 1154.6 1154.6 1154.6 -105.7 0 1,399 +0
Dec07 060911 1235.0 1235.0 1160.0 1160.0 -105.7 101 4,343 +14
Total Volume and Open Interest 14,914 105,034 -1,172
Platinum(NYM)
Oct06 060911 1215.0 1216.0 1190.0 1200.6 -28.9 2,305 7,924 -494
Jan07 060911 1215.0 1218.8 1192.0 1207.6 -30.9 153 2,358 +47
Apr07 060911 1212.6 1212.6 1212.6 1212.6 -30.9      
Jul07 060911 562.2 562.2 562.2 562.2 -30.9 0 6 +0
Total Volume and Open Interest 2,459 10,289 -446
Palladium(NYME)
Sep06 060911 308.00 311.55 308.00 311.55 -17.05 85 205 +28
Dec06 060911 318.25 322.00 314.00 316.05 -17.55 2,660 11,739 +7
Mar07 060911 321.55 321.55 321.55 321.55 -17.55 0 20 +0
Total Volume and Open Interest 2,745 11,999 +35
Copper(CMX)
Sep06 060911 348.00 348.00 341.50 343.40 -14.40 459 4,586 -126
Dec06 060911 346.00 346.50 338.50 341.75 -15.05 5,378 48,463 -431
Mar07 060911 338.25 338.25 335.00 336.50 -14.45 944 4,297 +123
May07 060911 334.50 334.50 331.00 331.00 -13.95 12 963 +7
Jul07 060911 325.20 325.20 325.20 325.20 -13.25 2 891 -1
Total Volume and Open Interest 7,002 71,297 -416
Aluminum(CMX)
Sep06 060911 113.10 113.10 113.10 113.10 -6.90 2 11 +2
Oct06 060911 113.85 113.85 113.85 113.85 -6.90 4 318 -1
Nov06 060911 114.15 114.15 114.15 114.15 -6.90 0 45 +0
Dec06 060911 114.45 114.45 114.45 114.45 -6.90 0 573 +0
Jan07 060911 114.45 114.45 114.45 114.45 -6.90 0 5 +0
Feb07 060911 114.00 114.00 114.00 114.00 -6.75      
Total Volume and Open Interest 7 984 +2
DJIA Index(CBOT)
Sep06 060911 11350 11420 11340 11395 +12 6,245 44,364 -6,725
Dec06 060911 11440 11510 11425 11483 +12 8,493 20,726 +4,733
Mar07 060911 11568 11568 11568 11568 +12 0 5 +0
Jun07 060911 11617 11617 11617 11617 +12      
Total Volume and Open Interest 14,738 65,095 -1,992
S & P 500(CME)
Sep06 060911 1294.70 1303.00 1291.60 1300.40 +1.10 76,063 287,697 -48,114
Dec06 060911 1306.10 1314.60 1302.70 1311.60 +1.10 86,870 379,392 +54,841
Mar07 060911 1322.60 1322.60 1322.60 1322.60 +1.10 217 1,649 +187
Jun07 060911 1333.90 1333.90 1333.90 1333.90 +1.10 218 3,977 +214
Total Volume and Open Interest 163,368 674,315 +7,128
S & P 500 E-Mini(Globex)
Sep06 060911 1300.00 1303.50 1291.50 1300.50 +1.25 227,859 1,080,560 -121,030
Dec06 060911 1311.00 1314.75 1302.50 1311.50 +1.00 742,833 733,086 +134,769
Total Volume and Open Interest 970,692 1,813,646 +13,739
NASDAQ 100(CME)
Sep06 060911 1562.50 1593.00 1560.50 1583.50 +12.50 8,234 46,035 -3,808
Dec06 060911 1581.00 1612.50 1578.00 1602.00 +12.50 10,387 11,889 +5,393
Mar07 060911 1621.00 1621.00 1621.00 1621.00 +12.50      
Total Volume and Open Interest 18,621 57,924 +1,585
NASDAQ 100 E-Mini(Globex)
Sep06 060911 1571.30 1593.30 1559.00 1583.50 +12.50 73,250 312,392 -22,140
Dec06 060911 1591.00 1612.00 1577.30 1602.00 +12.50 249,189 123,538 +34,134
Total Volume and Open Interest 322,439 435,930 +11,994
S & P Midcap 400(CME)
Sep06 060911 737.00 739.00 731.50 738.95 -0.95 2,566 5,658 -1,126
Dec06 060911 744.50 748.50 739.50 746.40 -1.00 2,508 5,431 +2,279
Mar07 060911 753.80 753.80 753.80 753.80 -1.00      
Total Volume and Open Interest 5,074 11,089 +1,153
Russell 2000(CME)
Sep06 060911 705.25 710.00 700.00 708.30 -0.95 5,809 32,235 -2,345
Dec06 060911 711.00 717.50 705.75 714.30 -0.70 6,020 16,678 +5,359
Mar07 060911 720.00 720.15 720.00 720.15 -0.70 7 29 +5
Total Volume and Open Interest 11,836 48,942 +3,019
Russell 2000 E-Mini(Globex)
Sep06 060911 709.10 712.00 700.20 708.30 -1.00 70,306 320,787 -32,961
Dec06 060911 715.00 717.90 705.80 714.30 -0.70 152,472 168,288 +48,015
Mar07 060907 724.50 724.50 724.50 724.50 unch      
Total Volume and Open Interest 220,220 462,337  
Value Line(KCBT)
Sep06 060911 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Dec06 060911 15805 15925 15715 15815 -210      
Mar07 060911 15840 15840 15840 15840 -210      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060907 16075 16140 15935 16000 -295 131,800 232,201 -22,920
Dec06 060911 16040 16040 15725 15760 -210 69,954 199,037 +26,671
Mar07 060911 15760 15760 15760 15760 -285 0 8 +0
Total Volume and Open Interest 69,958 199,178 +26,741
CAC 40(EURONEXT)
Sep06 060911 5059.5 5085.5 5019.5 5060.5 -15.0 66,856 506,405 -45,693
Oct06 060911 5099.0 5099.0 5035.0 5075.5 -15.0 5,450 26,930 +5,159
Nov06 060911 5071.5 5087.5 5049.5 5087.5 -15.0 102 1,016 +100
Total Volume and Open Interest 75,084 558,582 -38,225
Hang Seng Index(HKFE)
Sep06 060911 17085 17143 16879 16905 -219 44,855 121,704 -162
Oct06 060911 17127 17175 16928 16953 -220 694 1,932 +107
Total Volume and Open Interest 45,611 125,051 -41
DAX(EUREX)
Sep06 060911 5778.5 5839.0 5737.0 5800.5 +0.5 105,877 207,351 -2,277
Dec06 060911 5828.0 5885.5 5787.0 5849.0 +0.5 7,389 25,468 +3,882
Mar07 060911 5846.0 5940.5 5842.0 5903.5 +0.5 1,151 1,739 +49
Total Volume and Open Interest 114,417 234,558 +1,654
FT-SE 100(EURONEXT)
Sep06 060911 5855.50 5875.50 5820.50 5853.50 -28.50 78,664 398,399 -24,487
Dec06 060911 5892.50 5913.50 5858.50 5891.00 -29.00 34,323 124,732 +20,933
Mar07 060911 5904.00 5907.00 5885.00 5907.00 -28.50 0 1,041 +0
Total Volume and Open Interest 112,987 525,922 -3,554
SPI 200(SFE)
Sep06 060911 5101.0 5108.0 5020.0 5036.0 -60.0 15,900 244,016 +528
Dec06 060911 5104.0 5115.0 5035.0 5047.0 -60.0 1,690 10,530 +1,831
Mar07 060911 5054.0 5054.0 5054.0 5054.0 -60.0 10 2,756 +0
Total Volume and Open Interest 17,600 260,553 +2,359
GSCI(CME)
Sep06 060911 436.40 439.70 432.80 436.10 -6.70 4,249 16,412 -3,291
Oct06 060911 451.40 452.40 449.90 449.90 -8.80 3,762 3,420 +3,347
Nov06 060911 466.00 466.00 466.00 466.00 -7.50      
Total Volume and Open Interest 8,011 19,832 +56
Reuters CRB Index(NYBOT)
Nov06 060911 384.00 384.00 380.00 382.00 -8.50 22 514 +2
Jan07 060911 384.00 384.00 384.00 384.00 -8.50 0 407 +0
Feb07 060911 382.50 382.50 382.50 382.50 -8.50 0 14 +0
Total Volume and Open Interest 23 936 +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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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