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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 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060912 533.00 535.00 526.50 527.25 -4.75 1,654 1,264 -693
Nov06 060912 544.00 549.00 537.50 538.50 -6.00 24,417 250,071 -103
Jan07 060912 557.00 561.00 550.50 552.00 -5.75 3,936 41,143 +571
Mar07 060912 570.00 573.50 563.00 563.25 -6.50 2,165 14,156 +623
May07 060912 578.50 582.00 572.50 573.00 -6.75 462 14,842 +56
Jul07 060912 592.00 592.00 582.50 583.50 -6.50 473 12,780 -31
Aug07 060912 594.50 594.50 587.00 587.00 -7.00 0 30 +0
Total Volume and Open Interest 33,425 356,682 +325
Soybean Meal(CBOT)
Sep06 060912 158.00 158.80 155.80 156.10 -1.70 1,252 1,000 -903
Oct06 060912 158.80 159.80 156.60 156.70 -2.00 5,806 37,904 +618
Dec06 060912 160.90 162.30 158.60 158.90 -1.90 9,516 123,694 +667
Jan07 060912 162.50 163.50 160.20 160.20 -1.80 753 17,739 -14
Mar07 060912 165.30 166.20 162.70 162.80 -1.80 932 16,267 +455
May07 060912 167.30 168.20 164.90 165.00 -1.60 1,269 17,767 +573
Jul07 060912 170.30 171.00 167.70 167.80 -1.90 1,607 16,951 -175
Aug07 060912 171.80 171.80 169.40 169.40 -1.70 1,166 3,797 +274
Total Volume and Open Interest 22,700 244,997 +1,634
Soybean Oil(CBOT)
Sep06 060912 24.25 24.28 24.21 24.21 -0.14 1,865 899 -1,125
Oct06 060912 24.40 24.60 24.18 24.31 -0.19 4,496 23,266 -111
Dec06 060912 24.76 25.02 24.58 24.75 -0.17 13,634 138,452 -1,896
Jan07 060912 25.27 25.30 24.95 25.11 -0.20 1,067 16,500 +233
Mar07 060912 25.60 25.70 25.35 25.49 -0.19 464 13,330 +153
May07 060912 25.95 26.03 25.75 25.86 -0.19 192 21,366 -2
Jul07 060912 26.40 26.50 26.12 26.24 -0.19 335 15,371 -57
Aug07 060912 26.60 26.60 26.28 26.41 -0.16 11 2,528 +0
Total Volume and Open Interest 22,226 254,734 -2,846
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060912 291.1 295.0 290.0 292.0 +1.7 3,311 51,772 -18
Jan07 060912 301.3 304.0 300.0 301.7 +1.8 628 19,690 +264
Mar07 060912 310.8 311.9 309.0 309.1 +2.1 142 2,114 +62
May07 060912 311.1 320.7 311.1 318.5 -1.5 1 1,398 +0
Total Volume and Open Interest 4,309 83,920 +422
Corn(CBOT)
Sep06 060912 225.25 226.25 223.00 223.50 -5.25 5,761 4,478 -1,654
Dec06 060912 239.75 241.00 237.25 237.75 -5.75 59,413 683,393 -2,889
Mar07 060912 253.75 255.75 252.00 252.50 -4.75 10,497 178,485 +1,321
May07 060912 263.25 263.75 260.25 261.00 -4.25 2,082 39,118 +298
Jul07 060912 270.00 271.75 268.00 268.50 -5.00 5,270 119,015 +1,202
Sep07 060912 276.00 277.50 274.50 274.75 -3.75 120 16,912 -8
Total Volume and Open Interest 94,658 1,304,131 +105
Wheat(CBOT)
Sep06 060912 395.00 400.00 388.50 388.75 -9.25 147 387 -157
Dec06 060912 412.00 415.50 401.00 402.50 -10.50 18,537 270,863 -1,884
Mar07 060912 429.00 433.50 419.50 421.00 -9.50 2,377 49,471 +714
May07 060912 438.00 438.00 430.00 430.50 -9.50 175 3,329 +18
Jul07 060912 443.50 447.50 434.00 435.75 -9.75 4,022 78,341 +1,122
Total Volume and Open Interest 26,784 448,905 +357
Wheat(KCBT)
Sep06 060912 466.00 466.00 456.00 456.00 -9.50 91 146 -258
Dec06 060912 476.00 480.50 468.50 470.00 -8.00 8,069 92,318 +107
Mar07 060912 484.00 487.25 476.00 476.50 -9.00 1,494 20,115 +468
May07 060912 475.00 475.00 466.00 466.00 -8.50 1 794 -22
Jul07 060912 458.00 461.50 452.25 453.25 -6.50 1,792 35,725 +282
Total Volume and Open Interest 11,843 159,644 +575
Wheat(MGE)
Sep06 060912 444.00 444.00 434.50 434.50 -9.50 11 35 -5
Dec06 060912 459.00 460.50 448.00 449.25 -10.00 3,506 29,135 -594
Mar07 060912 470.00 470.00 460.00 461.50 -8.75 345 7,068 +73
May07 060912 469.00 469.00 467.00 467.00 -8.00 31 913 +1
Jul07 060912 469.00 474.00 464.00 470.00 -7.00 6 872 +3
Total Volume and Open Interest 4,082 45,854 -560
Oats(CBOT)
Sep06 060912 189.00 189.00 189.00 189.00 +1.00 0 35 +0
Dec06 060912 194.25 195.50 191.00 193.75 unch 462 9,646 -144
Mar07 060912 201.50 201.50 199.50 201.00 unch 66 518 -5
May07 060912 202.00 202.00 202.00 202.00 unch 0 10 +0
Total Volume and Open Interest 548 10,301 -149
Rough Rice(CBOT)
Sep06 060912 8.92 8.92 8.90 8.90 +0.05 0 16 -215
Nov06 060912 9.06 9.16 9.05 9.12 +0.03 201 8,215 -48
Jan07 060912 9.36 9.43 9.36 9.40 +0.03 73 2,540 -22
Mar07 060912 9.68 9.68 9.65 9.65 +0.04 43 2,149 +30
Total Volume and Open Interest 333 14,216 -240
Live Cattle(CME)
Oct06 060912 92.100 92.725 91.950 92.100 +0.250 27,018 83,450 -11,565
Dec06 060912 91.850 92.275 91.650 91.875 +0.125 22,738 75,913 +7,526
Feb07 060912 92.050 92.450 91.850 92.025 +0.075 1,620 26,706 +31
Apr07 060912 91.500 91.850 91.400 91.550 +0.075 1,300 14,130 +272
Jun07 060912 87.425 87.900 87.300 87.700 +0.175 389 7,384 +134
Aug07 060912 86.700 87.100 86.700 86.875 -0.025 129 1,516 +2
Total Volume and Open Interest 53,206 209,188 -3,590
Feeder Cattle(CME)
Sep06 060912 118.950 119.250 118.800 118.875 +0.225 1,098 4,573 -381
Oct06 060912 117.950 118.750 117.950 118.050 +0.200 2,813 12,515 -837
Nov06 060912 118.050 118.675 117.850 117.950 -0.050 2,016 7,388 +397
Jan07 060912 114.950 115.300 114.650 114.800 +0.050 405 4,143 +37
Mar07 060912 111.050 111.325 110.950 110.950 +0.075 160 1,541 +7
Apr07 060912 110.550 110.550 109.750 109.750 -0.150 3 189 -2
May07 060912 109.800 109.825 109.400 109.400 unch 20 213 +0
Total Volume and Open Interest 6,519 30,575 -777
Lean Hogs(CME)
Oct06 060912 67.150 67.800 67.150 67.500 +0.500 17,731 72,109 -9,394
Dec06 060912 64.800 65.300 64.800 65.225 +0.325 16,819 66,011 +4,997
Feb07 060912 64.650 65.400 64.650 65.350 +0.600 1,643 21,719 +547
Apr07 060912 63.700 64.350 63.700 64.300 +0.450 662 12,839 +102
May07 060912 66.600 67.175 66.600 67.125 +0.575 15 1,363 +12
Jun07 060912 67.750 68.000 67.600 68.000 +0.400 240 4,006 +81
Jul07 060912 65.500 65.800 65.500 65.800 +0.325 18 1,083 +2
Aug07 060912 62.500 62.500 62.500 62.500 +0.100 10 611 +4
Total Volume and Open Interest 37,150 180,116 -3,646
Pork Bellies(CME)
Feb07 060912 88.250 90.000 88.050 89.450 +0.800 343 730 -26
Mar07 060912 89.450 89.450 89.450 89.450 +0.450 0 17 +0
May07 060912 91.000 91.000 91.000 91.000 unch 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 060912 12.22 12.22 12.10 12.15 -0.05 85 4,453 -21
Oct06 060912 12.24 12.27 12.15 12.25 -0.04 262 4,298 -26
Nov06 060912 12.25 12.25 12.17 12.25 unch 138 3,813 +44
Dec06 060912 12.28 12.36 12.28 12.36 +0.03 88 3,538 +28
Jan07 060912 12.32 12.36 12.32 12.36 -0.04 21 1,636 +4
Total Volume and Open Interest 702 26,532 +88
Cocoa(NYBOT)
Sep06 060912 1398 1412 1398 1412 -1 81 93 +0
Dec06 060912 1473 1484 1464 1477 -1 3,386 73,008 +800
Mar07 060912 1510 1522 1505 1516 -2 409 24,766 +96
May07 060912 1540 1545 1535 1540 -2 509 13,199 +5
Jul07 060912 1560 1567 1560 1567 -2 71 5,574 -30
Sep07 060912 1580 1591 1580 1591 -1 60 11,143 +25
Dec07 060912 1615 1615 1615 1615 -1 0 7,909 +0
Total Volume and Open Interest 4,516 137,384 +896
Coffee "C"(NYBOT)
Sep06 060912 100.00 100.95 100.00 100.10 -0.15 43 99 -73
Dec06 060912 103.10 104.40 103.05 103.65 -0.10 12,974 75,949 -2,246
Mar07 060912 107.10 108.10 107.00 107.55 -0.10 2,596 14,095 +1,119
May07 060912 109.75 110.80 109.50 109.95 -0.05 1,106 3,721 -92
Jul07 060912 112.00 113.00 111.80 112.25 +0.05 630 2,473 +20
Sep07 060912 114.30 114.50 113.80 114.35 +0.05 307 2,242 +38
Total Volume and Open Interest 18,381 102,135 -766
Orange Juice(NYBOT)
Nov06 060912 175.50 177.80 175.00 177.50 -1.20 752 21,891 +109
Jan07 060912 176.00 178.20 175.75 178.20 -0.80 61 4,818 +19
Mar07 060912 176.75 178.20 175.85 178.20 -0.35 8 2,153 -1
May07 060912 177.75 177.75 177.75 177.75 -0.25 0 488 +0
Jul07 060912 177.75 177.75 177.75 177.75 -0.25 0 163 +0
Total Volume and Open Interest 903 29,670 +62
Sugar #11(NYBOT)
Oct06 060912 11.47 11.67 11.47 11.55 +0.14 64,745 165,339 -16,082
Mar07 060912 12.48 12.65 12.46 12.56 +0.18 41,208 190,802 +15,687
May07 060912 12.78 12.82 12.71 12.81 +0.21 2,412 53,467 -50
Jul07 060912 12.85 12.92 12.81 12.90 +0.20 1,999 41,642 -379
Oct07 060912 13.00 13.02 12.96 13.02 +0.18 792 29,189 +59
Total Volume and Open Interest 112,063 513,415 -175
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060912 21.30 21.30 21.25 21.25 -0.18 12 2,517 +7
Jan07 060912 21.20 21.20 21.20 21.20 -0.10 19 2,214 -12
Mar07 060912 21.25 21.25 21.25 21.25 -0.25 5 2,870 +3
May07 060912 21.30 21.30 21.30 21.30 -0.13 3 1,845 +0
Total Volume and Open Interest 41 11,760 -2
London Cocoa(LCE)
Sep06 060912 812 818 803 814 +2 2,092 29,295 -1,410
Dec06 060912 847 849 838 845 -3 3,761 64,735 +812
Mar07 060912 862 862 856 862 -3 1,082 47,642 +153
May07 060912 875 876 870 876 -2 199 16,295 -38
Jul07 060912 889 889 885 889 -3 44 9,620 -31
Sep07 060912 903 903 899 903 -3 338 9,419 -153
Dec07 060912 913 914 910 914 -2 3 12,365 -3
Total Volume and Open Interest 7,519 192,930 -670
London Coffee(LCE)
Sep06 060912 1737.00 1815.00 1737.00 1790.00 +31.00 191 6,740 -589
Nov06 060912 1534.00 1550.00 1510.00 1536.00 -14.00 3,689 67,211 +577
Jan07 060912 1446.00 1466.00 1425.00 1453.00 -11.00 1,687 35,056 +272
Mar07 060912 1425.00 1438.00 1403.00 1426.00 -7.00 923 18,231 +592
May07 060912 1417.00 1424.00 1415.00 1419.00 -8.00 378 4,513 -8
Jul07 060912 1391.00 1407.00 1390.00 1407.00 -8.00 350 1,219 +350
Total Volume and Open Interest 7,236 134,012 +1,207
London Sugar(LCE)
Oct06 060912 407.00 408.50 400.50 405.00 +1.90 5,769 14,351 -2,823
Dec06 060912 376.00 387.00 376.00 384.10 +6.30 3,410 20,008 +1,941
Mar07 060912 352.50 361.00 351.10 358.10 +5.00 1,278 19,444 +469
May07 060912 352.00 360.30 352.00 358.50 +6.00 230 5,462 +40
Aug07 060912 353.70 360.80 353.70 358.00 +6.00 11 2,212 +11
Total Volume and Open Interest 10,700 63,596 -362
Cotton(NYBOT)
Oct06 060912 50.40 51.65 50.40 51.03 +1.03 633 3,235 +63
Dec06 060912 52.60 53.69 52.60 53.24 +1.15 8,474 122,455 -506
Mar07 060912 56.70 57.30 56.50 56.98 +1.16 1,776 34,933 +152
May07 060912 57.80 58.70 57.80 58.40 +1.30 299 3,106 +56
Jul07 060912 58.70 59.50 58.70 59.30 +1.25 239 3,049 +73
Oct07 060912 60.40 60.40 60.10 60.35 +1.25 1 47 +1
Total Volume and Open Interest 12,032 175,717 -218
Lumber(CME)
Sep06 060912 274.8 278.0 274.0 277.5 +1.8 316 286 -77
Nov06 060912 269.1 276.0 267.6 274.5 +4.5 754 4,257 +170
Jan07 060912 284.1 291.7 284.1 291.7 +5.8 185 820 +90
Mar07 060912 297.5 303.4 297.0 303.4 +3.2 16 103 +1
Total Volume and Open Interest 1,273 5,501 +184
Crude Oil(NYM)
Oct06 060912 65.50 65.75 63.67 63.76 -1.85 140,696 176,259 -14,860
Nov06 060912 66.45 66.72 64.70 64.90 -1.69 89,463 184,703 +10,233
Dec06 060912 67.30 67.65 65.70 65.88 -1.63 38,715 139,270 +3,424
Jan07 060912 67.85 68.30 66.60 66.69 -1.61 10,833 58,932 -1,093
Feb07 060912 68.60 68.60 67.35 67.35 -1.62 5,895 28,493 +2,963
Mar07 060912 69.45 69.50 67.90 67.90 -1.63 2,906 31,076 +995
Apr07 060912 68.36 68.36 68.36 68.36 -1.63 7,318 40,933 -2,644
May07 060912 70.20 70.20 68.74 68.74 -1.62 2,992 24,903 +184
Jun07 060912 70.50 70.60 69.05 69.05 -1.61 8,605 64,785 +767
Jul07 060912 69.30 69.30 69.30 69.30 -1.60 4,013 18,255 -430
Aug07 060912 69.51 69.51 69.51 69.51 -1.59 168 13,137 +27
Sep07 060912 70.90 70.90 69.68 69.68 -1.58 503 22,774 +2
Oct07 060912 69.80 69.80 69.80 69.80 -1.58 202 6,073 -237
Nov07 060912 69.89 69.89 69.89 69.89 -1.57 1,502 13,273 +669
Dec07 060912 71.30 71.40 69.95 69.95 -1.56 16,478 127,143 -1,893
Jan08 060912 71.30 71.30 69.98 69.98 -1.56 352 17,691 +227
Total Volume and Open Interest 345,366 1,214,779 -2,986
Heating Oil(NYM)
Oct06 060912 180.40 181.90 175.50 175.97 -4.57 30,551 58,682 -2,366
Nov06 060912 186.50 187.60 181.25 181.33 -5.81 13,740 42,857 +4,897
Dec06 060912 192.25 192.90 186.73 186.73 -5.76 3,115 22,977 +488
Jan07 060912 196.50 197.40 191.18 191.18 -5.61 2,770 16,986 +566
Feb07 060912 199.20 200.00 193.88 193.88 -5.46 712 14,160 +232
Mar07 060912 199.80 199.80 193.78 193.78 -5.31 746 8,423 -193
Apr07 060912 197.65 197.65 191.93 191.93 -5.16 989 7,451 +49
May07 060912 195.65 195.65 190.03 190.03 -5.01 134 3,382 -28
Jun07 060912 189.78 189.78 189.78 189.78 -4.96 785 14,935 +287
Jul07 060912 190.98 190.98 190.98 190.98 -4.96 30 864 +25
Aug07 060912 198.00 198.00 192.83 192.83 -5.01 77 1,437 +20
Sep07 060912 199.90 199.90 195.33 195.33 -4.96 17 1,884 +8
Total Volume and Open Interest 53,984 201,631 +4,019
Unleaded Gas(NYM)
Oct06 060912 160.00 162.25 153.55 155.21 -4.25 20,546 31,759 -1,399
Nov06 060912 162.50 165.50 158.00 158.71 -4.25 4,830 10,924 +955
Dec06 060912 165.00 165.50 160.66 160.66 -4.30 1,089 7,559 -97
Jan07 060912 162.50 162.50 162.06 162.06 -4.25 380 4,408 +137
Total Volume and Open Interest 26,845 54,650 -404
RBOB Gasoline(NYMEX)
Oct06 060912 163.40 165.16 159.50 160.83 -1.32 8,634 25,141 -1,551
Nov06 060912 169.45 169.45 163.00 165.23 -1.86 4,713 22,327 +1,710
Dec06 060912 171.00 171.00 167.50 168.18 -1.91 972 8,457 -34
Jan07 060912 173.00 173.00 169.70 170.83 -1.91 580 7,087 +315
Feb07 060912 173.43 173.43 173.43 173.43 -2.16 311 1,763 +21
Mar07 060912 176.38 176.38 176.38 176.38 -2.36 265 2,400 +165
Apr07 060912 195.50 195.50 192.50 194.48 -2.76 200 2,444 +131
May07 060912 196.00 196.93 196.00 196.93 -2.76 100 3,055 +75
Jun07 060912 202.00 202.00 198.68 198.68 -2.76 600 1,339 +335
Jul07 060912 201.50 201.50 199.48 199.48 -2.76 0 479 +0
Total Volume and Open Interest 17,757 76,525 +2,153
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060912 165.23 165.23 165.23 165.23 -1.86      
Dec06 060912 168.18 168.18 168.18 168.18 -1.91      
Jan07 060912 170.83 170.83 170.83 170.83 -1.91      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Oct06 060912 5.770 5.860 5.560 5.574 -0.096 42,868 99,767 -4,506
Nov06 060912 7.340 7.500 7.250 7.274 +0.019 23,252 86,561 +6,425
Dec06 060912 9.120 9.150 8.860 8.884 -0.226 11,799 49,206 -2,329
Jan07 060912 9.870 9.885 9.600 9.639 -0.186 18,508 49,248 +241
Feb07 060912 9.910 9.910 9.680 9.689 -0.186 1,202 31,072 +225
Mar07 060912 9.690 9.780 9.500 9.524 -0.181 10,060 86,246 +5,517
Apr07 060912 7.920 8.000 7.750 7.754 -0.151 7,950 67,455 +3,418
May07 060912 7.860 7.900 7.669 7.669 -0.136 3,442 25,158 -1,511
Jun07 060912 7.930 7.990 7.774 7.774 -0.126 123 14,704 +0
Jul07 060912 8.100 8.100 7.889 7.889 -0.121 14 11,756 +13
Aug07 060912 8.160 8.200 7.984 7.984 -0.121 22 12,927 +13
Sep07 060912 8.230 8.300 8.084 8.084 -0.116 37 11,170 +27
Oct07 060912 8.440 8.450 8.249 8.249 -0.116 824 31,936 -197
Nov07 060912 9.330 9.380 9.164 9.164 -0.131 341 14,679 -175
Dec07 060912 10.230 10.260 10.044 10.044 -0.146 385 35,559 +206
Jan08 060912 10.770 10.770 10.559 10.559 -0.146 3,244 28,565 +1,246
Total Volume and Open Interest 128,577 932,880 +10,073
Brent Crude Oil(ICE)
Oct06 060912 64.54 65.44 62.79 62.99 -1.56 72,205 44,284 -9,320
Nov06 060912 65.98 66.67 64.07 64.29 -1.58 75,279 130,380 -4,376
Dec06 060912 67.04 67.59 65.12 65.28 -1.57 41,578 92,563 +8,348
Jan07 060912 67.85 68.28 65.96 66.13 -1.53 9,079 41,345 -1,165
Feb07 060912 68.53 68.87 66.78 66.85 -1.51 3,884 31,663 +1,469
Mar07 060912 69.09 69.53 67.37 67.42 -1.48 1,747 14,569 +484
Apr07 060912 69.60 69.99 67.72 67.87 -1.49 694 16,916 +11
May07 060912 70.39 70.39 68.11 68.25 -1.51 645 12,164 +140
Jun07 060912 70.60 70.60 68.54 68.57 -1.53 4,335 24,958 -121
Jul07 060912 68.84 68.84 68.84 68.84 -1.52 705 1,703 +283
Aug07 060912 70.00 70.02 69.06 69.06 -1.54 360 1,617 +0
Sep07 060912 69.23 69.23 69.23 69.23 -1.55 0 1,508 +0
Oct07 060912 69.38 69.38 69.38 69.38 -1.53 0 477 +0
Nov07 060912 69.51 69.51 69.51 69.51 -1.48 0 8,401 +0
Total Volume and Open Interest 217,326 502,342 -2,800
Gas Oil(ICE)
Sep06 060912 580.00 586.00 575.00 576.75 unch 21,592 7,018 -10,669
Oct06 060912 584.25 591.25 566.50 576.50 -4.75 49,764 71,140 -2,396
Nov06 060912 592.25 599.25 576.75 586.00 -4.00 22,477 36,747 +5,474
Dec06 060912 600.00 607.25 586.00 594.75 -3.50 11,599 38,651 -700
Jan07 060912 608.75 615.00 594.75 603.50 -3.00 5,838 24,829 +475
Feb07 060912 616.00 622.25 603.00 611.50 -2.50 2,445 13,847 +890
Mar07 060912 621.25 624.75 616.00 616.50 -2.00 143 8,376 +97
Apr07 060912 618.00 621.75 617.00 618.00 -0.50 150 2,805 +130
May07 060912 619.75 619.75 617.75 617.75 -0.75 265 3,565 +15
Jun07 060912 624.50 627.50 612.50 619.25 -0.25 1,593 18,452 -502
Total Volume and Open Interest 116,961 259,015 -6,781
US Dollar Index(NYBOT)
Sep06 060912 85.87 86.00 85.67 85.91 +0.06 6,554 9,441 -1,892
Dec06 060912 85.52 85.63 85.27 85.56 +0.08 7,178 11,092 +2,426
Mar07 060912 85.08 85.30 85.08 85.27 -0.03 2,014 2,018 +1,997
Total Volume and Open Interest 15,746 22,566 +2,531
Australian Dollar(CME)
Sep06 060912 75.26 75.26 75.02 75.02 -0.04 4,789 43,612 -6,490
Dec06 060912 75.13 75.20 74.88 74.88 -0.04 5,939 25,685 +3,174
Mar07 060912 74.75 74.75 74.75 74.75 -0.04 0 115 +0
Total Volume and Open Interest 10,728 69,421 -3,315
British Pound(CME)
Sep06 060912 187.28 187.63 187.10 187.42 +0.89 7,713 69,526 -7,160
Dec06 060912 187.56 187.77 187.43 187.64 +0.89 4,102 55,060 +6,676
Mar07 060912 187.75 187.75 187.75 187.75 +0.89 0 130 +0
Total Volume and Open Interest 11,815 124,718 -484
Canadian Dollar(CME)
Sep06 060912 89.38 89.57 89.32 89.34 +0.17 11,925 73,948 -11,422
Dec06 060912 89.62 89.90 89.44 89.59 +0.17 11,623 53,157 +17,571
Mar07 060912 90.00 90.05 89.77 89.86 +0.17 80 895 -55
Jun07 060912 90.13 90.13 90.13 90.13 +0.17 0 273 +0
Total Volume and Open Interest 23,628 128,443 +6,094
Japanese Yen(CME)
Sep06 060912 85.10 85.10 84.73 84.83 -0.31 30,893 134,168 -12,267
Dec06 060912 86.14 86.22 85.82 85.89 -0.31 25,440 121,188 +47,345
Mar07 060912 86.90 86.95 86.90 86.95 -0.33 1 215 +1
Total Volume and Open Interest 56,336 255,587 +35,077
Swiss Franc(CME)
Sep06 060912 80.50 80.50 79.95 80.05 -0.34 4,599 60,435 -717
Dec06 060912 81.23 81.32 80.69 80.78 -0.34 4,804 31,290 +9,154
Mar07 060912 81.52 81.52 81.52 81.52 -0.34 0 83 +0
Total Volume and Open Interest 9,403 91,881 +8,437
EuroFX(CME)
Sep06 060912 127.14 127.28 126.79 126.96 -0.11 8,289 130,666 -7,217
Dec06 060912 127.77 128.00 127.42 127.61 -0.11 4,856 34,806 +7,687
Mar07 060912 128.10 128.15 128.07 128.15 -0.11 0 225 +2
Total Volume and Open Interest 13,145 165,786 +472
Mexican Peso(CME)
Sep06 060912 9042.0 9085.0 9042.0 9077.0 +27.0 7,906 47,040 +281
Dec06 060912 3.5 6.0 2.0 6.1 +0.8 5,711 37,045 +1,554
Total Volume and Open Interest 13,624 86,042 +1,841
30-Year T-Bonds(CBOT)
Sep06 060912 109~27 110~13 109~22 110~10 +0~12 17,711 49,401 -11,134
Dec06 060912 110~08 110~26 110~01 110~22 +0~12 254,954 711,270 +5,701
Mar07 060912 110~29 110~29 110~18 110~18 +0~12 15 736 +2
Total Volume and Open Interest 272,680 761,422 -5,431
10-Year T-Notes(CBOT)
Sep06 060912 107~020 107~090 106~285 107~080 +0~055 33,084 75,465 -15,462
Dec06 060912 106~305 107~065 106~255 107~050 +0~055 744,043 2,185,468 +8,460
Total Volume and Open Interest 777,936 2,265,221 -6,747
5-Year T-Notes(CBOT)
Sep06 060912 104~245 104~300 104~245 104~295 +0~025 11,551 0 +0
Dec06 060912 104~255 105~005 104~245 104~310 +0~025 313,046 0 +0
Mar07 060912 104~310 104~310 104~310 104~310 +0~025      
Total Volume and Open Interest 324,597    
2 Year T-Notes(CBOT)
Sep06 060912 101~120 101~120 101~118 101~118 +0~002 0 13,638 -1,046
Dec06 060912 102~000 102~008 101~126 102~006 +0~002 954 667,052 +23,063
Total Volume and Open Interest 954 680,690 +22,017
Eurodollars(CME)
Sep06 060912 94.603 94.605 94.600 94.603 unch 12,787 1,286,369 +13,433
Dec06 060912 94.600 94.620 94.595 94.615 +0.005 19,043 1,639,837 +15,871
Mar07 060912 94.705 94.735 94.690 94.730 +0.010 48,805 1,347,607 -13,439
Jun07 060912 94.825 94.865 94.815 94.860 +0.010 19,009 1,082,912 -10,173
Sep07 060912 94.935 94.975 94.930 94.975 +0.015 22,402 1,107,031 -7,692
Dec07 060912 95.005 95.050 94.995 95.045 +0.015 18,399 964,016 -7,961
Mar08 060912 95.055 95.090 95.035 95.085 +0.020 9,320 638,485 -9,198
Jun08 060912 95.055 95.095 95.035 95.090 +0.025 10,196 432,081 -2,503
Sep08 060912 95.030 95.070 95.015 95.070 +0.030 6,831 326,271 +14
Dec08 060912 94.995 95.040 94.980 95.035 +0.030 10,848 319,848 +1,464
Mar09 060912 94.965 95.010 94.950 95.005 +0.030 18,661 302,707 +8,339
Jun09 060912 94.925 94.970 94.910 94.970 +0.035 8,094 210,240 -82
Sep09 060912 94.885 94.940 94.875 94.930 +0.035 3,296 139,808 -2,227
Dec09 060912 94.840 94.895 94.830 94.885 +0.035 5,733 119,579 -1,051
Mar10 060912 94.810 94.865 94.800 94.855 +0.035 2,332 102,440 +356
Jun10 060912 94.775 94.830 94.765 94.820 +0.035 4,685 103,273 -1,872
Sep10 060912 94.735 94.795 94.730 94.785 +0.035 2,396 96,055 -107
Dec10 060912 94.700 94.755 94.690 94.745 +0.035 3,564 83,278 -159
Total Volume and Open Interest 231,740 10,554,449 -15,624
3-Mth Euro-Yen(CME)
Sep06 060912 99.56 99.57 99.56 99.57 +0.01 672 11,990 -72
Dec06 060912 99.46 99.46 99.46 99.46 -0.01 1,811 16,777 +821
Mar07 060912 99.33 99.33 99.32 99.33 -0.01 1,074 10,241 +119
Jun07 060912 99.21 99.22 99.21 99.22 unch 125 8,012 -137
Sep07 060912 99.11 99.11 99.11 99.11 -0.02 393 2,070 +100
Dec07 060912 99.02 99.02 99.02 99.02 -0.02 810 5,856 +604
Mar08 060912 98.92 98.92 98.92 98.92 unch 0 3,103 +0
Jun08 060912 98.83 98.83 98.83 98.83 +0.01 0 255 +0
Sep08 060912 98.74 98.74 98.74 98.74 -0.03 0 7 +0
Dec08 060912 98.62 98.62 98.62 98.62 -0.03 0 4 +0
Total Volume and Open Interest 4,885 58,315 +1,435
3-Mth Euro-Yen(SIMEX)
Dec06 060912 99.46 99.46 99.46 99.46 -0.02 1,829 90,190 +456
Mar07 060912 99.33 99.33 99.33 99.33 -0.01 1,519 67,283 -1,740
Jun07 060912 99.21 99.21 99.21 99.21 -0.02 100 35,429 +218
Sep07 060912 99.11 99.11 99.11 99.11 -0.02 308 22,656 +597
Dec07 060912 99.03 99.03 99.02 99.02 -0.02 428 42,184 +366
Mar08 060912 98.93 98.93 98.93 98.93 -0.02 0 24,158 +155
Jun08 060912 98.85 98.85 98.85 98.85 -0.02 100 3,826 -9
Sep08 060912 98.75 98.75 98.75 98.75 -0.02 0 50 +0
Total Volume and Open Interest 4,284 344,860 -145
German Euro-Bund(EUREX)
Dec06 060912 117.15 117.19 116.84 116.94 -0.28 1,019,900 1,421,849 +41,880
Mar07 060912 117.29 117.29 116.97 117.06 -0.28 1,781 1,695 +883
Jun07 060912 116.41 116.41 116.41 116.41 -0.28      
Total Volume and Open Interest 1,021,681 1,423,544 +42,763
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060912 109.23 109.23 109.23 109.23 -0.09 34 0 +0
Jun07 060912 107.99 107.99 107.99 107.99 -0.09      
Total Volume and Open Interest 473,421 875,956 -16,469
Long Gilt(LIFFE)
Sep06 060912 109~25 109~29 109~20 109~20 -0~10 993 44,410 -597
Dec06 060912 109~19 109~23 109~12 109~14 -0~10 45,720 239,655 -3,105
Total Volume and Open Interest 46,713 284,065 -3,702
3-Mth Short Sterling(LIFFE)
Sep06 060912 94.97 94.97 94.97 94.97 -0.01 23,763 408,948 +2,002
Dec06 060912 94.77 94.77 94.77 94.77 -0.04 78,476 402,413 -8,705
Mar07 060912 94.69 94.69 94.69 94.69 -0.07 80,826 418,018 +6,232
Total Volume and Open Interest 308,261 2,281,077 +9,207
3-Mth Euribor(LIFFE)
Sep06 060912 96.645 96.650 96.640 96.645 unch 53,284 565,460 -293
Dec06 060912 96.285 96.295 96.265 96.285 -0.005 157,537 848,190 +15,537
Mar07 060912 96.155 96.165 96.130 96.150 -0.015 97,187 681,429 +3,151
Total Volume and Open Interest 586,828 4,042,120 +27,491
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 060912 93.67 93.69 93.67 93.69 unch 14,713 211,684 -14,107
Mar07 060912 93.64 93.66 93.64 93.66 unch 12,258 172,427 -370
Jun07 060912 93.66 93.69 93.66 93.68 -0.01 2,772 63,743 +1,841
Sep07 060912 93.72 93.72 93.71 93.71 -0.01 955 35,645 +675
Dec07 060912 93.74 93.74 93.74 93.74 unch 25 31,933 -50
Mar08 060912 93.74 93.75 93.74 93.75 unch 105 15,374 -86
Jun08 060912 93.73 93.75 93.73 93.75 unch 100 10,713 +0
Sep08 060912 93.73 93.75 93.73 93.74 -0.01 704 3,461 +334
Dec08 060912 93.73 93.74 93.73 93.74 -0.01 13 1,107 -13
Total Volume and Open Interest 31,655 548,278 -11,766
10-Year Aus T-Bonds(SFE)
Sep06 060912 94.34 94.37 94.33 94.35 -0.01 54,972 385,699 +3,549
Dec06 060912 94.34 94.38 94.34 94.36 -0.01 40,028 46,420 +37,109
Total Volume and Open Interest 95,000 432,119 +40,658
3-Year Aus T-Bonds(SFE)
Sep06 060912 94.13 94.15 94.12 94.14 -0.01 60,792 467,984 -15,647
Dec06 060912 94.17 94.19 94.17 94.19 unch 34,423 66,164 +30,410
Total Volume and Open Interest 95,215 534,148 +14,763
Gold(CMX)
Oct06 060912 593.8 596.0 587.5 588.5 -3.1 2,561 20,903 -193
Dec06 060912 600.3 602.5 593.5 594.3 -3.0 58,998 202,851 -757
Feb07 060912 606.5 608.5 600.2 600.2 -3.0 788 22,785 +283
Apr07 060912 615.0 615.0 605.9 605.9 -3.0 188 3,404 -140
Jun07 060912 618.0 619.5 611.5 611.5 -3.1 1,608 19,353 -639
Aug07 060912 617.0 617.0 617.0 617.0 -3.2 7 1,699 +2
Oct07 060912 622.5 622.5 622.5 622.5 -3.2 0 3,641 +0
Dec07 060912 632.5 633.5 628.1 628.1 -3.2 520 23,364 +359
Feb08 060912 633.6 633.6 633.6 633.6 -3.2 0 1,398 +0
Apr08 060912 639.0 639.0 639.0 639.0 -3.3 0 85 +0
Jun08 060912 644.5 644.5 644.5 644.5 -3.3 1 1,570 +0
Total Volume and Open Interest 65,231 316,485 -844
Silver(CMX)
Sep06 060912 1131.0 1131.0 1097.0 1102.5 -8.3 159 780 -412
Dec06 060912 1137.0 1143.0 1111.0 1114.0 -10.0 24,314 66,895 -1,626
Mar07 060912 1151.0 1156.0 1127.5 1127.5 -9.6 800 12,635 +455
May07 060912 1139.0 1139.0 1135.0 1135.0 -9.1 14 3,478 +1
Jul07 060912 1163.0 1163.0 1142.4 1142.4 -8.0 12 8,430 +0
Sep07 060912 1147.4 1147.4 1147.4 1147.4 -7.2 110 1,499 +100
Dec07 060912 1178.0 1180.0 1150.0 1152.8 -7.2 110 4,333 -10
Total Volume and Open Interest 25,554 103,539 -1,495
Platinum(NYM)
Oct06 060912 1215.0 1219.8 1208.0 1208.5 +7.9 2,399 7,216 -708
Jan07 060912 1217.0 1217.0 1215.0 1215.5 +7.9 327 2,304 -54
Apr07 060912 1220.5 1220.5 1220.5 1220.5 +7.9      
Jul07 060912 570.1 570.1 570.1 570.1 +7.9 0 6 +0
Total Volume and Open Interest 2,727 9,526 -763
Palladium(NYME)
Sep06 060912 320.00 320.00 307.60 307.60 -3.95 26 173 -32
Dec06 060912 318.00 323.00 311.20 312.10 -3.95 944 11,641 -98
Mar07 060912 317.60 317.60 317.60 317.60 -3.95 0 20 +0
Total Volume and Open Interest 970 11,869 -130
Copper(CMX)
Sep06 060912 346.50 346.50 339.05 339.05 -4.35 645 4,311 -275
Dec06 060912 344.00 345.50 336.00 337.30 -4.45 8,971 47,123 -1,340
Mar07 060912 339.25 339.25 332.40 332.40 -4.10 649 4,512 +215
May07 060912 333.00 333.00 327.10 327.10 -3.90 4 964 +1
Jul07 060912 321.50 321.50 321.50 321.50 -3.70 0 891 +0
Total Volume and Open Interest 10,842 69,874 -1,423
Aluminum(CMX)
Sep06 060912 111.55 111.55 111.55 111.55 -1.55 2 13 +2
Oct06 060912 114.00 114.00 112.25 112.25 -1.60 0 318 +0
Nov06 060912 112.60 112.60 112.60 112.60 -1.55 0 45 +0
Dec06 060912 112.95 112.95 112.95 112.95 -1.50 0 573 +0
Jan07 060912 112.95 112.95 112.95 112.95 -1.50 0 5 +0
Feb07 060912 112.50 112.50 112.50 112.50 -1.50      
Total Volume and Open Interest 3 987 +3
DJIA Index(CBOT)
Sep06 060912 11385 11510 11385 11496 +101 12,179 39,743 -4,621
Dec06 060912 11475 11600 11470 11585 +102 14,913 30,113 +9,387
Mar07 060912 11590 11670 11590 11670 +102 0 5 +0
Jun07 060912 11719 11719 11719 11719 +102      
Total Volume and Open Interest 27,092 69,861 +4,766
S & P 500(CME)
Sep06 060912 1301.70 1314.50 1301.70 1313.70 +13.30 86,630 240,960 -46,737
Dec06 060912 1313.50 1326.00 1313.30 1325.10 +13.50 104,022 439,004 +59,612
Mar07 060912 1326.00 1336.10 1326.00 1336.10 +13.50 86 1,735 +86
Jun07 060912 1347.40 1347.40 1347.40 1347.40 +13.50 50 4,027 +50
Total Volume and Open Interest 190,788 687,326 +13,011
S & P 500 E-Mini(Globex)
Sep06 060912 1300.50 1314.75 1296.75 1313.75 +13.25 329,358 999,213 -81,347
Dec06 060912 1311.75 1326.25 1308.00 1325.00 +13.50 1,165,578 930,969 +197,883
Total Volume and Open Interest 1,494,936 1,930,182 +116,536
NASDAQ 100(CME)
Sep06 060912 1584.50 1618.00 1584.50 1614.80 +31.30 14,826 41,279 -4,756
Dec06 060912 1604.00 1638.50 1604.00 1633.80 +31.80 23,354 24,904 +13,015
Mar07 060912 1652.80 1652.80 1652.80 1652.80 +31.80      
Total Volume and Open Interest 38,180 66,183 +8,259
NASDAQ 100 E-Mini(Globex)
Sep06 060912 1583.30 1619.00 1576.50 1614.80 +31.30 122,975 314,429 +2,037
Dec06 060912 1602.00 1638.50 1595.30 1633.80 +31.80 427,432 194,691 +71,153
Total Volume and Open Interest 550,407 509,120 +73,190
S & P Midcap 400(CME)
Sep06 060912 740.00 751.60 740.00 751.60 +12.65 1,888 5,752 +94
Dec06 060912 747.00 759.25 747.00 758.90 +12.50 1,869 6,340 +909
Mar07 060912 766.30 766.30 766.30 766.30 +12.50      
Total Volume and Open Interest 3,757 12,092 +1,003
Russell 2000(CME)
Sep06 060912 710.00 725.60 710.00 725.55 +17.25 6,477 29,163 -3,072
Dec06 060912 716.00 732.50 715.25 731.60 +17.30 6,429 21,220 +4,542
Mar07 060912 737.45 737.45 737.45 737.45 +17.30 5 34 +5
Total Volume and Open Interest 12,911 50,417 +1,475
Russell 2000 E-Mini(Globex)
Sep06 060912 708.60 726.60 706.00 725.60 +17.30 104,989 269,541 -51,246
Dec06 060912 714.20 732.80 711.70 731.60 +17.30 235,418 238,228 +69,940
Mar07 060912 737.50 737.50 737.50 737.50 +13.00      
Total Volume and Open Interest 325,025 474,021 +11,684
Value Line(KCBT)
Sep06 060912 1880.00 1880.00 1880.00 1880.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Dec06 060912 15740 15980 15740 15955 +140      
Mar07 060912 15980 16000 15980 15980 +140      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep06 060907 16075 16140 15935 16000 -295 131,800 232,201 -22,920
Dec06 060912 15800 15855 15625 15665 -95 57,455 206,960 +7,923
Mar07 060912 15685 15765 15685 15685 -75 0 8 +0
Total Volume and Open Interest 57,459 207,103 +7,925
CAC 40(EURONEXT)
Sep06 060912 5069.0 5133.0 5038.0 5125.5 +65.0 140,784 515,816 +9,411
Oct06 060912 5077.0 5146.0 5055.5 5140.5 +65.0 57,882 79,877 +52,947
Nov06 060912 5088.5 5160.0 5077.0 5152.5 +65.0 217 983 -33
Total Volume and Open Interest 213,109 633,264 +74,682
Hang Seng Index(HKFE)
Sep06 060912 16910 17154 16905 17083 +178 37,362 120,569 -1,135
Oct06 060912 16969 17195 16966 17128 +175 596 2,080 +148
Total Volume and Open Interest 38,101 124,081 -970
DAX(EUREX)
Sep06 060912 5815.5 5907.5 5776.0 5876.0 +75.5 181,180 197,991 -9,360
Dec06 060912 5867.5 5956.0 5825.0 5924.5 +75.5 37,349 49,681 +24,213
Mar07 060912 5911.5 6010.5 5879.5 5980.0 +76.5 2,684 1,511 -228
Total Volume and Open Interest 221,213 249,183 +14,625
FT-SE 100(EURONEXT)
Sep06 060912 5853.50 5905.00 5822.00 5894.00 +40.50 199,304 321,210 -77,189
Dec06 060912 5891.00 5942.50 5859.50 5932.00 +41.00 139,608 200,307 +75,575
Mar07 060912 5940.50 5948.00 5940.50 5948.00 +41.00 1,245 2,245 +1,204
Total Volume and Open Interest 340,157 525,512 -410
SPI 200(SFE)
Sep06 060912 4992.0 4995.0 4960.0 4966.0 -70.0 25,049 247,170 +3,154
Dec06 060912 5002.0 5004.0 4972.0 4975.0 -72.0 4,393 15,117 +4,587
Mar07 060912 5001.0 5001.0 4983.0 4983.0 -71.0 10 2,756 +0
Total Volume and Open Interest 29,480 268,322 +7,769
GSCI(CME)
Sep06 060912 437.00 437.90 427.30 427.30 -8.80 6,208 11,374 -5,038
Oct06 060912 450.20 450.50 441.80 441.80 -8.10 5,685 8,593 +5,173
Nov06 060912 455.00 455.00 455.00 455.00 -11.00      
Total Volume and Open Interest 11,893 19,967 +135
Reuters CRB Index(NYBOT)
Nov06 060912 381.00 383.50 379.50 379.95 -2.05 45 517 +3
Jan07 060912 383.00 383.00 381.95 381.95 -2.05 0 407 +0
Feb07 060912 380.45 380.45 380.45 380.45 -2.05 0 14 +0
Total Volume and Open Interest 45 939 +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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