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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 Wed September 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060920 547.00 551.50 543.00 549.25 +5.00 34,769 241,895 -647
Jan07 060920 560.00 564.00 556.00 562.25 +5.00 5,306 45,578 +1,474
Mar07 060920 571.00 575.25 567.50 573.50 +4.75 2,450 16,814 +724
May07 060920 581.00 585.00 577.00 583.00 +3.75 419 15,551 -105
Jul07 060920 590.50 595.00 587.25 593.00 +4.50 1,302 14,851 +312
Aug07 060920 593.00 597.00 593.00 597.00 +4.00 6 132 +12
Sep07 060920 603.00 603.00 603.00 603.00 +4.00 2 21 +2
Total Volume and Open Interest 45,018 360,036 +2,074
Soybean Meal(CBOT)
Oct06 060920 162.70 165.90 162.30 165.80 +3.70 7,385 31,033 -2,521
Dec06 060920 163.20 166.00 162.10 165.80 +3.20 16,619 117,500 -726
Jan07 060920 164.50 166.80 163.40 166.80 +3.20 1,837 20,586 +221
Mar07 060920 167.00 168.70 165.90 168.60 +2.40 1,472 18,216 -126
May07 060920 169.00 170.50 167.70 170.50 +2.30 1,539 20,243 +125
Jul07 060920 171.90 173.80 170.50 173.80 +2.70 1,593 19,172 +767
Aug07 060920 173.50 174.50 172.00 174.50 +2.10 103 4,113 +52
Sep07 060920 174.00 175.70 173.50 175.70 +2.20 46 2,560 -186
Total Volume and Open Interest 30,645 240,600 -2,382
Soybean Oil(CBOT)
Oct06 060920 24.33 24.39 24.10 24.16 -0.07 4,598 21,958 +305
Dec06 060920 24.57 24.74 24.45 24.51 -0.04 19,289 140,790 +596
Jan07 060920 24.96 24.99 24.78 24.81 -0.07 1,359 21,243 +438
Mar07 060920 25.30 25.37 25.15 25.15 -0.08 665 15,315 +279
May07 060920 25.60 25.70 25.52 25.52 -0.11 742 22,783 +119
Jul07 060920 26.05 26.10 25.90 25.90 -0.10 1,371 15,962 +441
Aug07 060920 26.15 26.20 26.05 26.05 -0.11 385 2,955 +329
Sep07 060920 26.25 26.35 26.20 26.20 -0.15 55 775 +43
Total Volume and Open Interest 28,918 264,723 +2,890
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060920 302.0 305.0 301.0 304.4 +0.8 5,736 47,063 -1,720
Jan07 060920 311.6 313.5 311.1 312.6 +0.6 956 18,855 +519
Mar07 060920 321.5 321.6 319.0 321.0 +1.4 46 2,137 +3
May07 060920 325.1 329.9 325.1 329.9 +4.9 78 1,443 -57
Total Volume and Open Interest 7,041 78,707 -1,252
Corn(CBOT)
Dec06 060920 247.75 249.50 246.50 249.00 +2.50 49,566 667,555 -7,879
Mar07 060920 261.00 263.00 260.25 262.25 +2.00 9,948 191,487 +1,101
May07 060920 269.00 270.00 267.75 269.25 +1.50 1,043 40,879 -380
Jul07 060920 276.00 277.25 275.00 276.75 +1.50 9,902 119,406 -1,602
Sep07 060920 288.75 288.75 280.50 281.75 +1.50 729 17,018 +85
Dec07 060920 289.75 290.00 288.00 289.50 +0.50 7,617 167,248 -519
Total Volume and Open Interest 82,894 1,297,888 -9,789
Wheat(CBOT)
Dec06 060920 413.00 413.50 406.50 407.75 -1.25 23,908 265,085 +944
Mar07 060920 429.25 430.50 424.50 425.50 -0.50 4,650 54,872 +1,187
May07 060920 438.50 439.00 433.00 435.00 -1.00 118 3,240 +2
Jul07 060920 443.50 444.00 437.00 439.75 -1.25 5,509 78,890 +64
Sep07 060920 451.00 451.00 446.00 448.00 -1.00 14 670 +10
Total Volume and Open Interest 37,052 452,307 +3,541
Wheat(KCBT)
Dec06 060920 483.00 484.00 474.25 476.25 -4.50 11,377 87,860 -550
Mar07 060920 489.50 491.00 482.50 483.75 -4.50 3,104 20,769 +606
May07 060920 471.00 479.00 471.00 474.00 -3.50 12 811 +10
Jul07 060920 461.00 462.00 452.00 456.00 -3.00 1,829 36,236 -46
Sep07 060920 468.00 468.00 458.00 464.00 -4.00 22 1,685 +19
Total Volume and Open Interest 16,496 156,609 +88
Wheat(MGE)
Sep06 060914 433.50 433.50 426.50 426.50 -4.50 16 11 -16
Dec06 060920 460.00 461.00 452.00 455.75 -0.75 5,072 26,921 -1,534
Mar07 060920 473.50 475.50 466.00 470.00 -2.50 1,245 8,397 +622
May07 060920 475.50 476.50 473.00 475.50 +0.50 61 1,239 +58
Jul07 060920 476.50 479.00 476.00 479.00 +2.00 35 929 -5
Total Volume and Open Interest 6,663 45,658 -750
Oats(CBOT)
Dec06 060920 205.25 205.50 197.75 198.25 -4.75 746 10,687 +130
Mar07 060920 210.50 211.00 204.00 205.00 -4.25 73 613 +14
May07 060920 209.25 209.25 206.00 206.00 -2.50 0 17 +0
Jul07 060920 207.00 207.25 203.00 203.00 -3.25 0 62 +0
Total Volume and Open Interest 821 11,425 +145
Rough Rice(CBOT)
Sep06 060920 9.43 9.43 9.43 9.43 -0.06 6 8 +2
Nov06 060920 9.68 9.72 9.53 9.53 -0.13 520 7,817 -14
Jan07 060920 10.02 10.02 9.83 9.83 -0.13 163 2,620 +17
Mar07 060920 10.22 10.25 10.10 10.10 -0.12 187 2,075 -34
Total Volume and Open Interest 1,137 13,914 -8
Live Cattle(CME)
Oct06 060920 89.900 89.900 88.900 89.050 -1.075 9,242 52,288 -3,176
Dec06 060920 90.000 90.000 88.750 88.850 -1.425 12,329 108,208 +2,327
Feb07 060920 90.750 90.800 89.750 89.950 -1.200 3,286 28,157 -36
Apr07 060920 90.250 90.275 89.500 89.550 -0.900 2,478 16,416 +641
Jun07 060920 85.875 85.875 85.100 85.375 -0.625 329 8,248 +89
Aug07 060920 84.900 84.900 84.200 84.275 -0.825 249 2,625 +207
Total Volume and Open Interest 27,928 216,116 +65
Feeder Cattle(CME)
Sep06 060920 116.900 116.900 115.925 116.025 -1.175 325 3,356 +29
Oct06 060920 114.950 115.050 113.375 113.875 -1.475 1,906 9,835 -45
Nov06 060920 113.800 113.950 112.250 112.550 -1.800 1,292 9,153 +323
Jan07 060920 111.250 111.350 109.700 110.300 -1.500 450 4,525 +34
Mar07 060920 108.425 108.500 107.000 107.000 -1.750 96 1,701 -7
Apr07 060920 107.700 107.700 106.500 106.575 -1.425 1 221 +1
May07 060920 107.000 107.000 106.200 106.200 -1.600 6 220 +1
Total Volume and Open Interest 4,083 29,044 +338
Lean Hogs(CME)
Oct06 060920 64.400 64.400 63.725 64.175 -0.750 10,883 32,431 -2,768
Dec06 060920 61.550 61.700 61.125 61.275 -0.850 12,451 93,899 +2,419
Feb07 060920 63.000 63.000 62.350 62.925 -0.550 1,748 25,399 +361
Apr07 060920 63.450 63.650 63.100 63.625 -0.225 754 14,469 +258
May07 060920 66.400 66.750 66.300 66.750 -0.050 361 1,442 +31
Jun07 060920 67.550 67.675 67.500 67.675 -0.150 450 5,536 +276
Jul07 060920 65.250 65.400 65.200 65.200 -0.350 67 1,239 +49
Aug07 060920 62.600 62.900 62.450 62.900 unch 49 747 +21
Total Volume and Open Interest 26,777 175,534 +651
Pork Bellies(CME)
Feb07 060920 88.500 88.500 87.300 87.500 -1.700 150 710 +14
Mar07 060920 87.300 87.300 87.300 87.300 -1.775 0 19 +0
May07 060920 89.000 89.000 89.000 89.000 -1.425 0 3 +0
Jul07 060920 90.000 90.000 90.000 90.000 -0.300      
Aug07 060920 90.300 90.300 90.300 90.300 unch 1 1 +1
Total Volume and Open Interest 151 733 +15
Class III Milk(CME)
Sep06 060920 12.27 12.29 12.27 12.28 unch 235 4,199 -174
Oct06 060920 12.37 12.38 12.34 12.35 -0.04 30 4,413 -3
Nov06 060920 12.38 12.38 12.30 12.34 -0.06 19 3,937 +4
Dec06 060920 12.41 12.41 12.37 12.38 -0.01 14 3,655 +8
Jan07 060920 12.45 12.45 12.39 12.40 unch 18 1,801 +0
Total Volume and Open Interest 751 28,412 -43
Cocoa(NYBOT)
Dec06 060920 1447 1470 1445 1467 +32 6,289 77,127 +221
Mar07 060920 1487 1503 1483 1502 +29 2,528 28,156 +887
May07 060920 1510 1525 1510 1525 +28 570 13,117 -12
Jul07 060920 1538 1550 1538 1550 +26 293 5,561 -120
Sep07 060920 1573 1573 1573 1573 +26 332 11,736 -162
Dec07 060920 1600 1600 1600 1600 +30 70 8,206 -5
Mar08 060920 1623 1623 1623 1623 +26 50 1,226 +41
Total Volume and Open Interest 10,638 146,140 +1,010
Coffee "C"(NYBOT)
Sep06 060919 99.70 100.75 99.70 100.45 +1.25 47 80 +1
Dec06 060920 103.50 103.85 101.40 101.95 -1.15 4,996 79,288 -249
Mar07 060920 106.90 107.50 105.40 105.75 -1.10 748 14,893 +196
May07 060920 109.25 109.80 108.10 108.10 -1.10 210 4,001 +90
Jul07 060920 111.70 111.90 110.35 110.35 -1.10 416 2,500 -74
Sep07 060920 112.50 112.50 112.25 112.40 -1.10 444 1,289 +193
Total Volume and Open Interest 7,119 107,299 +120
Orange Juice(NYBOT)
Nov06 060920 170.00 173.75 169.90 173.20 +2.55 1,633 20,407 -191
Jan07 060920 172.00 174.90 172.00 174.65 +2.55 885 6,261 +638
Mar07 060920 174.00 175.00 174.00 175.00 +3.00 35 2,473 +11
May07 060920 175.00 175.00 175.00 175.00 +3.00 3 491 +2
Jul07 060920 175.00 175.00 175.00 175.00 +3.00 0 163 +0
Total Volume and Open Interest 2,556 29,891 +460
Sugar #11(NYBOT)
Oct06 060920 12.35 12.37 11.90 12.12 -0.18 29,701 93,482 -11,187
Mar07 060920 13.10 13.10 12.62 12.89 -0.21 32,762 242,879 +5,852
May07 060920 13.17 13.18 12.75 13.01 -0.22 4,194 56,749 +360
Jul07 060920 13.15 13.15 12.75 13.00 -0.22 2,208 42,971 +477
Oct07 060920 13.11 13.11 12.85 13.06 -0.19 1,250 30,956 +326
Total Volume and Open Interest 71,229 500,233 -4,093
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060920 21.50 21.55 21.50 21.50 +0.10 671 2,436 -171
Jan07 060920 21.30 21.40 21.30 21.38 +0.13 257 2,318 +51
Mar07 060920 21.30 21.38 21.30 21.37 +0.10 102 3,021 +37
May07 060920 21.35 21.50 21.35 21.48 +0.18 7 1,850 +5
Total Volume and Open Interest 1,041 12,020 -76
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060920 815 835 815 833 +16 5,429 87,490 +1,238
Mar07 060920 838 852 838 850 +14 3,371 49,673 +522
May07 060920 848 863 848 863 +13 678 18,686 +232
Jul07 060920 868 876 866 876 +13 414 11,396 +105
Sep07 060920 878 890 878 890 +13 545 10,724 +50
Dec07 060920 903 903 903 903 +14 706 13,081 -27
Total Volume and Open Interest 11,373 195,149 +2,329
London Coffee(LCE)
Sep06 060920 1620.00 1659.00 1611.00 1612.00 -8.00 163 6,259 -118
Nov06 060920 1440.00 1465.00 1420.00 1421.00 -7.00 13,399 66,703 -454
Jan07 060920 1409.00 1430.00 1391.00 1399.00 +1.00 6,852 37,782 +2,315
Mar07 060920 1396.00 1419.00 1390.00 1391.00 +7.00 1,988 20,568 +745
May07 060920 1415.00 1420.00 1392.00 1392.00 +7.00 249 4,393 +146
Jul07 060920 1407.00 1407.00 1395.00 1395.00 +13.00 2 2,127 +2
Total Volume and Open Interest 22,705 141,046 +2,636
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060920 395.00 401.00 390.50 400.80 +3.90 1,815 21,214 +171
Mar07 060920 370.00 374.00 364.00 371.80 -1.10 1,092 20,728 +542
May07 060920 369.00 372.00 363.00 370.00 -1.90 43 4,417 -35
Aug07 060920 370.10 370.10 363.00 367.50 -1.50 0 2,327 +0
Total Volume and Open Interest 3,105 51,102 +780
Cotton(NYBOT)
Oct06 060920 49.50 50.25 49.50 50.10 +0.74 1,070 2,166 -179
Dec06 060920 51.85 52.45 51.70 52.34 +0.71 20,226 124,916 +2,625
Mar07 060920 55.65 56.15 55.45 56.08 +0.62 4,445 36,646 -134
May07 060920 57.10 57.60 57.10 57.60 +0.55 913 4,370 +415
Jul07 060920 58.65 59.00 58.65 58.85 +0.64 432 3,938 +297
Oct07 060920 59.50 59.50 59.50 59.50 +0.65 3 66 +0
Total Volume and Open Interest 28,853 181,639 +3,006
Lumber(CME)
Nov06 060920 257.6 260.0 256.7 258.5 +0.9 411 4,615 +39
Jan07 060920 276.5 278.0 275.5 278.0 +1.5 141 1,063 +62
Mar07 060920 286.5 291.9 286.5 291.4 +1.5 23 132 +2
May07 060920 298.8 298.8 298.8 298.8 +2.3 1 28 +1
Total Volume and Open Interest 576 5,846 +104
Crude Oil(NYM)
Oct06 060920 61.00 61.55 59.80 60.46 -1.20 105,488 28,157 -34,063
Nov06 060920 61.70 62.20 60.65 60.74 -1.43 156,684 275,868 +14,511
Dec06 060920 62.70 63.05 61.60 61.72 -1.53 52,363 155,649 +7,381
Jan07 060920 63.70 64.00 62.60 62.62 -1.56 12,585 61,074 +824
Feb07 060920 64.50 64.60 63.42 63.42 -1.55 5,769 30,817 +737
Mar07 060920 65.10 65.25 64.10 64.10 -1.53 1,883 32,636 +452
Apr07 060920 65.75 65.75 64.68 64.68 -1.51 2,161 36,863 -847
May07 060920 65.92 66.40 65.16 65.16 -1.49 1,794 22,676 -357
Jun07 060920 66.55 66.65 65.49 65.56 -1.48 8,024 67,597 +98
Jul07 060920 65.87 65.87 65.87 65.87 -1.47 560 15,909 +150
Aug07 060920 66.13 66.13 66.13 66.13 -1.46 7 15,450 +1
Sep07 060920 66.33 66.33 66.33 66.33 -1.45 25 21,963 -225
Oct07 060920 66.48 66.48 66.48 66.48 -1.44 410 7,272 +0
Nov07 060920 67.50 67.50 66.60 66.60 -1.43 60 12,945 -50
Dec07 060920 67.55 67.55 66.67 66.67 -1.43 10,203 126,079 -1,968
Jan08 060920 66.72 66.72 66.72 66.72 -1.41 260 18,710 +260
Total Volume and Open Interest 366,996 1,177,409 -13,520
Heating Oil(NYM)
Oct06 060920 168.50 169.30 164.60 164.78 -4.38 25,126 37,239 -76
Nov06 060920 174.30 174.50 170.00 170.11 -4.80 20,053 64,641 +1,700
Dec06 060920 179.75 179.75 175.10 175.21 -4.80 5,956 26,639 +607
Jan07 060920 184.50 184.50 179.50 179.96 -4.75 4,691 18,109 +1,176
Feb07 060920 187.50 187.50 183.01 183.01 -4.60 2,002 16,181 +730
Mar07 060920 187.50 187.50 183.16 183.16 -4.45 1,302 9,828 +201
Apr07 060920 184.75 185.25 181.86 181.86 -4.30 1,905 8,581 -20
May07 060920 183.60 183.60 180.46 180.46 -4.15 1,066 3,366 +168
Jun07 060920 183.25 183.25 180.21 180.21 -4.05 444 17,276 -137
Jul07 060920 184.00 184.50 181.26 181.26 -4.00 101 987 +1
Aug07 060920 186.00 186.00 182.86 182.86 -4.05 101 1,867 -115
Sep07 060920 185.31 185.31 185.31 185.31 -4.05 1 2,237 +1
Total Volume and Open Interest 62,943 215,800 +4,289
Unleaded Gas(NYM)
Oct06 060920 149.50 151.00 146.10 146.71 -3.67 20,021 20,612 -2,189
Nov06 060920 153.35 155.00 151.00 151.21 -3.54 9,430 17,786 +1,090
Dec06 060920 157.00 157.50 154.51 154.51 -3.64 1,272 7,185 +191
Jan07 060920 159.50 159.50 156.81 156.81 -3.54 384 4,008 +49
Total Volume and Open Interest 31,107 49,591 -859
RBOB Gasoline(NYMEX)
Oct06 060920 154.83 154.83 149.00 149.50 -5.33 9,681 19,282 -372
Nov06 060920 157.80 158.00 153.70 154.00 -3.78 8,712 29,790 +424
Dec06 060920 161.35 161.35 156.50 157.22 -4.11 1,969 8,294 -60
Jan07 060920 161.50 162.00 160.52 160.52 -4.21 807 8,155 +245
Feb07 060920 163.22 163.22 163.22 163.22 -4.06 640 1,947 -188
Mar07 060920 165.92 165.92 165.92 165.92 -4.16 568 2,669 +106
Apr07 060920 181.92 181.92 181.92 181.92 -4.16 506 3,746 +180
May07 060920 186.65 188.15 184.77 184.77 -4.16 125 3,679 -25
Jun07 060920 189.00 189.50 186.87 186.87 -4.16 0 2,081 +0
Jul07 060920 187.92 187.92 187.92 187.92 -4.16 15 578 +0
Total Volume and Open Interest 23,538 83,688 +810
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060920 153.82 153.82 153.82 153.82 -3.96      
Dec06 060920 157.22 157.22 157.22 157.22 -4.11      
Jan07 060920 160.52 160.52 160.52 160.52 -4.21      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Oct06 060920 4.920 5.040 4.850 4.931 -0.075 22,736 77,867 -1,127
Nov06 060920 6.000 6.110 5.960 6.022 -0.181 21,448 102,744 +798
Dec06 060920 7.680 7.780 7.650 7.662 -0.221 6,242 54,501 -821
Jan07 060920 8.260 8.310 8.190 8.207 -0.236 2,921 52,599 +309
Feb07 060920 8.320 8.340 8.240 8.242 -0.231 962 31,060 +37
Mar07 060920 8.140 8.180 8.010 8.057 -0.248 2,984 91,024 +631
Apr07 060920 7.400 7.400 7.320 7.327 -0.158 2,806 69,734 +1,197
May07 060920 7.380 7.380 7.282 7.282 -0.138 743 25,617 -148
Jun07 060920 7.480 7.480 7.377 7.377 -0.143 276 14,767 +64
Jul07 060920 7.500 7.540 7.450 7.472 -0.148 59 11,801 -5
Aug07 060920 7.600 7.620 7.550 7.557 -0.148 267 12,905 -201
Sep07 060920 7.670 7.750 7.647 7.647 -0.153 136 11,262 -4
Oct07 060920 7.880 7.920 7.812 7.812 -0.153 1,435 30,694 +118
Nov07 060920 8.530 8.530 8.302 8.302 -0.233 787 13,917 -118
Dec07 060920 9.095 9.095 8.832 8.832 -0.263 815 33,486 +402
Jan08 060920 9.495 9.495 9.200 9.222 -0.273 460 32,111 -238
Total Volume and Open Interest 79,196 949,798 +1,361
Brent Crude Oil(ICE)
Nov06 060920 62.19 62.36 60.30 60.47 -1.70 96,100 112,334 -1,934
Dec06 060920 63.27 63.38 61.42 61.60 -1.59 49,202 116,657 +2,672
Jan07 060920 64.11 64.17 62.37 62.47 -1.56 17,109 41,476 +2,116
Feb07 060920 64.89 64.89 63.19 63.20 -1.55 4,761 28,447 -51
Mar07 060920 65.50 65.50 63.80 63.80 -1.56 2,237 17,160 -93
Apr07 060920 65.34 65.61 64.34 64.34 -1.54 1,280 18,634 +236
May07 060920 65.73 66.07 64.75 64.82 -1.49 1,524 12,370 +832
Jun07 060920 65.97 66.44 65.11 65.24 -1.44 2,380 25,935 -180
Jul07 060920 65.59 65.59 65.59 65.59 -1.38 900 2,167 +464
Aug07 060920 65.86 65.86 65.86 65.86 -1.38 0 1,517 +0
Sep07 060920 66.09 66.09 66.09 66.09 -1.35 0 1,508 +0
Oct07 060920 66.28 66.28 66.28 66.28 -1.32 0 477 +0
Nov07 060920 66.40 66.40 66.40 66.40 -1.29 0 8,401 +0
Dec07 060920 67.09 67.54 66.27 66.45 -1.28 5,845 40,101 +693
Total Volume and Open Interest 182,011 470,627 +4,572
Gas Oil(ICE)
Oct06 060920 546.50 548.00 533.00 537.50 -24.50 39,876 61,893 +821
Nov06 060920 555.50 556.75 541.50 546.25 -24.50 23,355 52,748 +1,124
Dec06 060920 563.25 565.00 549.75 555.00 -24.50 10,083 41,569 +841
Jan07 060920 573.25 573.50 560.00 563.25 -24.25 5,286 27,114 -82
Feb07 060920 579.75 580.25 568.00 571.00 -23.75 939 19,704 +157
Mar07 060920 585.00 585.25 574.25 577.00 -23.00 198 10,325 +30
Apr07 060920 584.50 584.50 579.75 579.75 -23.50 30 3,697 +30
May07 060920 588.25 588.25 582.00 582.00 -23.00 80 3,631 -40
Jun07 060920 591.75 592.50 584.25 584.25 -23.25 1,348 19,721 -208
Jul07 060920 590.50 590.50 589.25 589.25 -23.25 0 1,437 +0
Total Volume and Open Interest 82,745 276,689 +3,707
US Dollar Index(NYBOT)
Dec06 060920 85.65 85.65 85.25 85.44 -0.17 3,630 15,248 -1,020
Mar07 060920 85.09 85.09 85.09 85.09 -0.17 2 2,025 +1
Jun07 060920 84.75 84.75 84.75 84.75 -0.17 0 15 +0
Total Volume and Open Interest 3,632 17,288 -3,948
Australian Dollar(CME)
Dec06 060920 75.09 75.31 75.09 75.09 -0.03 2,767 61,581 +2,122
Mar07 060920 74.93 74.93 74.93 74.93 -0.03 0 259 +10
Jun07 060920 74.79 74.79 74.79 74.79 -0.03 0 102 +0
Total Volume and Open Interest 2,767 61,952 -28,203
British Pound(CME)
Dec06 060920 188.48 189.50 188.48 189.06 +0.72 337 104,041 +4,493
Mar07 060920 189.17 189.17 189.17 189.17 +0.72 0 212 +5
Jun07 060920 189.18 189.18 189.18 189.18 +0.72 0 1 +0
Total Volume and Open Interest 337 104,255 -29,561
Canadian Dollar(CME)
Dec06 060920 88.88 89.08 88.86 88.89 +0.04 15,801 97,208 +478
Mar07 060920 89.16 89.25 89.15 89.15 +0.04 19 1,149 +7
Jun07 060920 89.38 89.42 89.38 89.42 +0.04 1 294 +0
Sep07 060920 89.69 89.69 89.69 89.69 +0.04 0 178 +0
Total Volume and Open Interest 16,820 138,838 -192
Japanese Yen(CME)
Dec06 060920 86.31 86.38 86.18 86.23 +0.12 7,178 211,544 -6,007
Mar07 060920 87.29 87.29 87.29 87.29 +0.12 0 13,459 +36
Jun07 060920 88.29 88.29 88.29 88.29 +0.12 0 6 +0
Total Volume and Open Interest 7,178 225,098 -68,506
Swiss Franc(CME)
Dec06 060920 80.57 80.90 80.56 80.73 +0.12 491 76,839 -4,393
Mar07 060920 81.42 81.42 81.42 81.42 +0.12 0 82 +0
Jun07 060920 82.11 82.11 82.11 82.11 +0.12 0 24 +0
Total Volume and Open Interest 492 76,994 -44,795
EuroFX(CME)
Dec06 060920 127.39 127.93 127.38 127.59 +0.18 2,211 130,612 -1,892
Mar07 060920 128.12 128.12 128.12 128.12 +0.17 9 689 +48
Jun07 060920 128.58 128.58 128.58 128.58 +0.17 10 61 +5
Total Volume and Open Interest 2,230 131,398 -52,547
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060920 3.6 2.4 0.2 5.2 +1.9 12,644 50,744 +4,974
Total Volume and Open Interest 12,644 52,703 -30,789
30-Year T-Bonds(CBOT)
Sep06 060920 110~24 110~31 110~02 110~27 +0~04 4,945 21,155 -3,738
Dec06 060920 111~04 111~13 110~31 111~07 +0~04 458,465 725,119 +18,227
Mar07 060920 111~07 111~07 110~31 111~04 +0~05 19 727 +7
Total Volume and Open Interest 463,431 747,016 +14,496
10-Year T-Notes(CBOT)
Sep06 060920 107~155 107~220 107~110 107~195 +0~035 13,271 19,190 -4,399
Dec06 060920 107~130 107~185 107~100 107~130 +0~005 1,319,185 2,310,945 +18,065
Total Volume and Open Interest 1,336,041 2,337,271 +13,971
5-Year T-Notes(CBOT)
Sep06 060920 105~040 105~050 105~015 105~015 +0~010 5,149 0 +0
Dec06 060920 105~020 105~065 105~015 105~025 unch 517,611 0 +0
Mar07 060920 105~025 105~025 105~025 105~025 unch      
Total Volume and Open Interest 522,760    
2 Year T-Notes(CBOT)
Sep06 060920 101~124 101~124 101~120 101~120 -0~004 164 4,775 -1,295
Dec06 060920 102~008 102~014 102~005 102~006 -0~003 7,250 679,131 +12,715
Total Volume and Open Interest 7,414 683,906 +11,420
Eurodollars(CME)
Dec06 060920 94.625 94.640 94.610 94.620 unch 37,272 1,629,391 +8,055
Mar07 060920 94.715 94.750 94.700 94.710 -0.010 47,194 1,335,085 -12,686
Jun07 060920 94.840 94.880 94.825 94.840 -0.005 20,649 1,085,913 +15,779
Sep07 060920 94.965 95.015 94.960 94.975 +0.005 31,158 969,310 +33,411
Dec07 060920 95.050 95.095 95.045 95.070 +0.015 37,377 928,378 +11,964
Mar08 060920 95.085 95.140 95.085 95.115 +0.015 29,243 660,616 +11,965
Jun08 060920 95.095 95.145 95.090 95.115 +0.010 23,608 440,141 +11,105
Sep08 060920 95.075 95.125 95.075 95.095 +0.010 22,831 315,852 +1,782
Dec08 060920 95.035 95.080 95.035 95.055 +0.010 12,317 313,663 -7,027
Mar09 060920 95.010 95.055 95.010 95.025 +0.010 12,885 296,496 -497
Jun09 060920 94.965 95.010 94.965 94.985 +0.010 12,166 214,280 -1,547
Sep09 060920 94.930 94.970 94.930 94.950 +0.010 11,395 147,129 -1,100
Dec09 060920 94.885 94.925 94.885 94.905 +0.010 10,048 124,750 +1,038
Mar10 060920 94.860 94.900 94.860 94.880 +0.010 7,697 101,666 -179
Jun10 060920 94.825 94.860 94.825 94.845 +0.010 7,791 107,743 +303
Sep10 060920 94.790 94.825 94.790 94.810 +0.010 8,325 99,473 +1,164
Dec10 060920 94.750 94.790 94.750 94.770 +0.010 7,068 83,103 -140
Mar11 060920 94.735 94.770 94.735 94.755 +0.010 3,936 56,061 -724
Total Volume and Open Interest 360,662 9,146,955 +86,971
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060920 99.47 99.47 99.47 99.47 +0.01 1,673 17,544 +483
Mar07 060920 99.35 99.35 99.35 99.35 +0.01 619 11,330 +267
Jun07 060920 99.25 99.26 99.25 99.26 +0.02 650 8,725 +301
Sep07 060920 99.16 99.16 99.16 99.16 +0.02 113 2,142 -38
Dec07 060920 99.06 99.06 99.06 99.06 +0.02 300 6,301 -166
Mar08 060920 98.97 98.97 98.97 98.97 +0.03 0 3,119 +0
Jun08 060920 98.88 98.88 98.88 98.88 +0.01 0 255 +0
Sep08 060920 98.77 98.77 98.77 98.77 unch 0 7 +0
Dec08 060920 98.68 98.68 98.68 98.68 +0.03 0 4 +0
Total Volume and Open Interest 3,355 49,427 +847
3-Mth Euro-Yen(SIMEX)
Dec06 060920 99.47 99.47 99.47 99.47 +0.03 0 93,537 +1,150
Mar07 060920 99.35 99.35 99.35 99.35 +0.03 0 71,766 +1,109
Jun07 060920 99.25 99.25 99.25 99.25 +0.04 0 35,623 +600
Sep07 060920 99.15 99.15 99.15 99.15 +0.03 0 24,631 +362
Dec07 060920 99.06 99.06 99.06 99.06 +0.03 0 41,845 +17
Mar08 060920 98.98 98.98 98.98 98.98 +0.03 0 24,443 -42
Jun08 060920 98.90 98.90 98.90 98.90 +0.03 0 3,691 +27
Sep08 060920 98.80 98.80 98.80 98.80 +0.03 0 50 +0
Total Volume and Open Interest 0 297,019 +3,223
German Euro-Bund(EUREX)
Dec06 060920 117.47 117.62 117.37 117.49 +0.11 1,094,139 1,478,867 -69,899
Mar07 060920 117.58 117.65 117.58 117.65 +0.11 388 1,730 -2
Jun07 060920 116.91 116.91 116.91 116.91 +0.11      
Total Volume and Open Interest 1,094,527 1,480,597 -69,901
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060920 109.38 109.38 109.38 109.38 +0.05      
Jun07 060920 108.14 108.14 108.14 108.14 +0.05      
Total Volume and Open Interest 633,275 908,237 +2,851
Long Gilt(LIFFE)
Sep06 060920 109~12 109~19 109~12 109~19 +0~04 1,911 23,574 -911
Dec06 060920 109~10 109~15 109~06 109~13 +0~04 99,648 236,801 -1,584
Total Volume and Open Interest 101,559 260,375 -2,495
3-Mth Short Sterling(LIFFE)
Sep06 060920 94.95 94.95 94.95 94.95 -0.01 38,401 397,483 -13,665
Dec06 060920 94.74 94.74 94.74 94.74 -0.02 116,870 387,690 +13,775
Mar07 060920 94.66 94.66 94.66 94.66 -0.02 87,026 442,485 +1,059
Total Volume and Open Interest 506,376 2,442,958 +30,281
3-Mth Euribor(LIFFE)
Dec06 060920 96.310 96.310 96.290 96.300 -0.005 218,972 781,258 +6,537
Mar07 060920 96.180 96.185 96.155 96.165 -0.010 162,349 649,267 -9,394
Jun07 060920 96.150 96.155 96.120 96.135 -0.005 174,762 568,180 -2,015
Total Volume and Open Interest 1,003,067 3,521,950 -465,039
3-Mth Aus T-Bills(SFE)
Dec06 060920 93.68 93.69 93.68 93.69 +0.03 10,194 209,196 +4,807
Mar07 060920 93.64 93.65 93.63 93.64 +0.04 26,279 235,347 +19,155
Jun07 060920 93.65 93.67 93.64 93.66 +0.06 8,371 79,206 +4,525
Sep07 060920 93.69 93.71 93.69 93.70 +0.06 512 37,133 +28
Dec07 060920 93.73 93.75 93.73 93.74 +0.07 318 32,744 +2,515
Mar08 060920 93.75 93.76 93.75 93.75 +0.07 136 15,614 +26
Jun08 060920 93.76 93.76 93.75 93.76 +0.07 224 14,044 +231
Sep08 060920 93.76 93.77 93.76 93.77 +0.08 50 4,814 +50
Dec08 060920 93.76 93.76 93.76 93.76 +0.08 0 1,411 +4
Mar09 060920 93.76 93.76 93.76 93.76 +0.09 10 1,599 +9
Total Volume and Open Interest 46,094 632,081 +31,350
10-Year Aus T-Bonds(SFE)
Dec06 060920 94.37 94.40 94.36 94.39 +0.10 25,376 388,807 -1,835
Mar07 060920 94.39 94.39 94.39 94.39 +0.10      
Total Volume and Open Interest 25,376 388,807 -1,835
3-Year Aus T-Bonds(SFE)
Dec06 060920 94.18 94.20 94.16 94.19 +0.08 77,357 468,832 +25,268
Mar07 060920 94.19 94.19 94.19 94.19 +0.08      
Total Volume and Open Interest 77,357 468,832 +25,268
Gold(CMX)
Oct06 060920 575.0 587.0 574.5 580.8 +3.1 628 14,324 -145
Dec06 060920 581.5 592.5 580.8 586.2 +3.0 30,322 198,481 -1,746
Feb07 060920 588.0 599.0 588.0 592.0 +3.0 866 25,682 -70
Apr07 060920 597.5 600.5 597.5 597.6 +3.1 174 3,511 +84
Jun07 060920 603.1 603.1 603.1 603.1 +3.0 494 21,754 +56
Aug07 060920 608.6 608.6 608.6 608.6 +3.0 14 1,681 -12
Oct07 060920 614.1 614.1 614.1 614.1 +3.0 609 9,391 +585
Dec07 060920 618.5 619.6 618.5 619.6 +3.0 645 30,010 +498
Feb08 060920 624.9 624.9 624.9 624.9 +3.0 6 1,600 +0
Apr08 060920 630.3 630.3 630.3 630.3 +3.0 0 770 +0
Jun08 060920 635.7 635.7 635.7 635.7 +3.0 2 2,149 -2
Total Volume and Open Interest 34,063 325,852 -624
Silver(CMX)
Sep06 060920 1100.0 1102.7 1100.0 1102.7 +19.7 7 98 -58
Dec06 060920 1091.0 1125.5 1091.0 1114.0 +19.5 11,743 63,661 -146
Mar07 060920 1120.0 1134.0 1111.0 1127.8 +19.6 370 13,027 +0
May07 060920 1135.9 1135.9 1135.9 1135.9 +19.8 2 3,588 +2
Jul07 060920 1144.0 1144.0 1144.0 1144.0 +20.0 2 8,421 +2
Sep07 060920 1149.0 1149.0 1149.0 1149.0 +19.7 0 1,549 +0
Dec07 060920 1172.0 1172.0 1154.5 1154.5 +19.5 159 4,552 +87
Total Volume and Open Interest 12,297 100,314 -106
Platinum(NYM)
Oct06 060920 1134.0 1146.0 1132.0 1140.0 -14.9 944 5,597 -244
Jan07 060920 1137.0 1152.0 1133.0 1146.0 -14.9 341 2,923 +215
Apr07 060920 1151.0 1151.0 1151.0 1151.0 -14.9 1 2 +1
Jul07 060920 500.6 500.6 500.6 500.6 -14.9 0 6 +0
Total Volume and Open Interest 1,286 8,528 -28
Palladium(NYME)
Sep06 060920 302.55 302.55 302.55 302.55 -2.50 0 2 -18
Dec06 060920 306.00 313.00 305.00 306.35 -2.70 671 10,761 -399
Mar07 060920 311.85 311.85 311.85 311.85 -2.70 0 27 +0
Total Volume and Open Interest 671 10,823 -417
Copper(CMX)
Sep06 060920 327.50 337.50 327.50 337.00 -0.55 598 2,458 -440
Dec06 060920 326.25 338.50 326.00 337.60 +0.05 6,181 46,760 -101
Mar07 060920 329.00 335.00 327.50 334.80 +0.35 622 4,785 +470
May07 060920 321.00 330.55 321.00 330.55 +0.95 9 1,112 +3
Jul07 060920 317.00 326.05 317.00 326.05 +1.45 2 922 +1
Total Volume and Open Interest 7,761 68,168 -25
Aluminum(CMX)
Sep06 060920 111.80 111.80 111.80 111.80 +1.00 2 4 +0
Oct06 060920 112.50 112.50 112.50 112.50 +1.00 1 486 +0
Nov06 060920 112.75 112.75 112.75 112.75 +1.00 0 45 +0
Dec06 060920 112.95 112.95 112.95 112.95 +1.00 0 587 +0
Jan07 060920 112.80 112.80 112.80 112.80 +1.00 0 10 +0
Feb07 060920 112.35 112.35 112.35 112.35 +1.00      
Total Volume and Open Interest 4 1,171 +1
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060920 11665 11715 11655 11697 +72 6,255 54,755 +623
Mar07 060920 11782 11782 11782 11782 +72 0 14 +0
Jun07 060920 11867 11867 11867 11867 +72      
Total Volume and Open Interest 6,255 54,769 +623
S & P 500(CME)
Dec06 060920 1333.70 1339.50 1332.40 1336.50 +6.00 25,799 582,774 +1,726
Mar07 060920 1347.50 1349.00 1345.00 1347.60 +6.00 125 1,816 +72
Jun07 060920 1359.10 1359.10 1359.10 1359.10 +6.00 4 4,048 +0
Sep07 060920 1370.90 1370.90 1370.90 1370.90 +6.00 0 1,318 +0
Total Volume and Open Interest 25,928 590,242 +1,798
S & P 500 E-Mini(Globex)
Dec06 060920 1330.75 1339.75 1329.50 1336.50 +6.00 1,198,620 1,303,729 -9,857
Mar07 060920 1336.75 1350.00 1336.75 1347.50 +6.00 150 177 +66
Total Volume and Open Interest 1,198,770 1,303,906 -9,791
NASDAQ 100(CME)
Dec06 060920 1654.00 1668.00 1653.50 1663.80 +21.30 11,430 48,528 +3,412
Mar07 060920 1683.80 1683.80 1683.80 1683.80 +21.30 0 1 +0
Jun07 060920 1702.80 1702.80 1702.80 1702.80 +21.30      
Total Volume and Open Interest 11,430 48,529 +3,412
NASDAQ 100 E-Mini(Globex)
Dec06 060920 1645.30 1667.80 1644.30 1663.80 +21.30 426,747 383,389 +19,846
Mar07 060920 1681.80 1687.30 1681.80 1683.80 +21.30 12 4 +3
Total Volume and Open Interest 426,759 383,393 +19,849
S & P Midcap 400(CME)
Dec06 060920 760.50 764.25 760.25 762.30 +6.40 102 7,905 +19
Mar07 060920 769.30 769.30 769.30 769.30 +6.00      
Jun07 060920 776.30 776.30 776.30 776.30 +5.60      
Total Volume and Open Interest 102 7,905 +19
Russell 2000(CME)
Dec06 060920 736.75 743.75 736.00 741.90 +10.00 1,745 31,764 +277
Mar07 060920 748.40 748.40 748.40 748.40 +10.65 0 34 +0
Jun07 060920 754.90 754.90 754.90 754.90 +11.30      
Total Volume and Open Interest 1,745 31,798 +277
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060920 732.10 744.10 731.90 741.90 +10.00 228,222 402,506 -3,985
Mar07 060920 746.00 749.00 745.00 748.50 +10.70 2 93 +2
Total Volume and Open Interest 228,224 402,599 -3,983
Value Line(KCBT)
Dec06 060920 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 060920 15760 15895 15760 15850 +95      
Mar07 060920 15875 15875 15875 15875 +95      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060920 15740 15740 15575 15690 -105 57,875 212,284 -4,286
Mar07 060920 15680 15680 15615 15680 -155 2 8 +0
Jun07 060920 15625 15625 15625 15625 -155 0 1 +0
Total Volume and Open Interest 57,952 212,438 -4,273
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060920 5125.0 5214.5 5117.0 5206.0 +77.0 103,829 419,056 +32,096
Nov06 060920 5151.0 5218.5 5151.0 5218.5 +77.0 188 1,548 -2
Total Volume and Open Interest 104,460 487,456 +32,320
Hang Seng Index(HKFE)
Sep06 060920 17191 17585 17171 17578 +247 33,867 128,556 +3,573
Oct06 060920 17249 17620 17224 17615 +239 1,639 4,149 +1,113
Total Volume and Open Interest 35,559 134,269 +4,715
DAX(EUREX)
Dec06 060920 5923.5 6011.0 5919.0 6000.5 +78.5 187,920 178,420 -1,248
Mar07 060920 5980.0 6065.0 5978.5 6056.0 +79.5 1,078 5,854 +367
Jun07 060920 6048.5 6124.0 6048.0 6115.0 +80.0 381 342 +322
Total Volume and Open Interest 189,379 184,616 -559
FT-SE 100(EURONEXT)
Dec06 060920 5863.00 5918.00 5853.50 5902.50 +35.00 81,356 483,318 -118
Mar07 060920 5888.00 5932.00 5887.50 5919.00 +35.00 59 2,411 +26
Jun07 060920 5938.50 5938.50 5938.50 5938.50 +35.00 0 1,750 +0
Total Volume and Open Interest 81,415 487,479 -92
SPI 200(SFE)
Sep06 060920 5020.0 5020.0 4988.0 4990.0 -54.0 99,370 250,752 +27,981
Dec06 060920 5022.0 5028.0 4996.0 4999.0 -53.0 92,636 200,336 +84,710
Mar07 060920 5008.0 5008.0 5008.0 5008.0 -52.0 26 2,761 -15
Total Volume and Open Interest 192,220 457,468 +112,842
GSCI(CME)
Oct06 060920 421.00 424.40 417.80 418.00 -7.70 145 18,950 -4
Nov06 060920 431.00 431.00 431.00 431.00 -8.50      
Dec06 060920 440.00 440.00 440.00 440.00 -9.00      
Total Volume and Open Interest 145 18,950 -1,778
Reuters CRB Index(NYBOT)
Nov06 060920 372.00 372.00 370.00 370.50 -1.50 12 517 -2
Jan07 060920 376.25 376.25 372.50 372.50 -1.50 0 407 +0
Feb07 060920 373.50 373.50 373.50 373.50 -1.50 0 14 +0
Total Volume and Open Interest 12 939 -2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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