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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 Fri September 22, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060922 558.00 558.00 548.50 549.25 -8.75 40,697 241,951 +72
Jan07 060922 571.00 571.50 561.75 562.25 -9.25 6,803 46,374 +495
Mar07 060922 582.00 582.00 573.00 573.50 -8.75 1,164 17,292 +127
May07 060922 590.00 590.00 582.50 583.00 -8.50 1,214 16,106 +351
Jul07 060922 600.00 600.00 592.50 592.75 -8.00 5,522 16,493 +1,689
Aug07 060922 596.75 596.75 596.75 596.75 -8.00 76 132 +0
Sep07 060922 603.00 603.00 603.00 603.00 -7.00 0 22 +0
Total Volume and Open Interest 59,453 365,206 +4,516
Soybean Meal(CBOT)
Oct06 060922 168.30 168.40 164.70 165.20 -3.10 8,704 24,932 -4,476
Dec06 060922 168.80 168.80 164.50 165.30 -2.80 25,577 110,549 -4,425
Jan07 060922 168.80 168.80 165.70 166.00 -3.10 1,155 20,363 -499
Mar07 060922 171.50 171.50 167.80 168.30 -2.70 1,070 17,739 -180
May07 060922 173.50 173.50 169.60 170.50 -2.50 1,834 20,823 +29
Jul07 060922 175.50 175.50 171.90 172.50 -2.80 1,857 20,588 +768
Aug07 060922 177.00 177.00 173.50 173.80 -2.70 127 4,436 +66
Sep07 060922 177.00 177.00 174.50 174.80 -2.90 41 2,652 +35
Total Volume and Open Interest 40,598 229,336 -8,711
Soybean Oil(CBOT)
Oct06 060922 24.30 24.31 23.86 23.87 -0.43 4,766 21,130 -272
Dec06 060922 24.70 24.70 24.21 24.22 -0.48 14,346 142,863 +2,190
Jan07 060922 25.00 25.00 24.55 24.55 -0.45 1,595 21,992 +522
Mar07 060922 25.35 25.35 24.92 24.95 -0.40 844 15,588 +132
May07 060922 25.65 25.65 25.29 25.30 -0.43 1,558 22,573 -399
Jul07 060922 26.00 26.00 25.66 25.68 -0.42 1,923 16,588 +235
Aug07 060922 26.02 26.08 25.82 25.82 -0.43 1 3,124 +1
Sep07 060922 26.16 26.23 25.92 25.92 -0.42 1,057 1,868 +1,016
Total Volume and Open Interest 27,340 269,098 +3,645
Canola(WCE)
Nov06 060922 303.5 305.5 301.0 302.8 -2.4 7,381 47,668 -198
Jan07 060922 312.0 313.0 309.9 310.8 -3.2 2,462 20,215 +1,164
Mar07 060922 323.0 323.0 318.0 318.2 -3.1 473 2,404 +232
May07 060922 326.5 326.5 323.2 323.2 -3.8 406 1,423 +4
Jul07 060922 329.1 329.1 329.1 329.1 -3.4 421 3,747 +76
Total Volume and Open Interest 11,368 81,276 +1,397
Corn(CBOT)
Dec06 060922 255.25 257.75 254.75 255.25 -2.00 99,433 660,224 +4,896
Mar07 060922 268.00 270.75 268.00 268.50 -1.50 17,302 192,277 +1,853
May07 060922 275.75 277.50 275.50 275.75 -1.25 3,223 42,269 +1,358
Jul07 060922 282.75 285.00 282.00 283.25 -0.75 7,902 122,104 +1,415
Sep07 060922 287.50 289.25 286.50 287.50 -0.25 536 16,874 -134
Dec07 060922 293.50 297.00 293.00 295.50 +0.50 12,859 163,710 -1,645
Total Volume and Open Interest 143,903 1,290,346 +7,646
Wheat(CBOT)
Dec06 060922 422.00 422.00 417.50 419.00 -2.50 33,475 263,964 -1,001
Mar07 060922 438.00 438.50 435.00 436.25 -3.00 8,046 58,365 +3,754
May07 060922 444.00 445.00 443.00 444.00 -2.00 440 3,260 +54
Jul07 060922 450.50 450.50 445.50 448.00 -2.75 6,944 77,566 -1,660
Sep07 060922 456.00 456.00 456.00 456.00 -2.00 137 610 -62
Total Volume and Open Interest 52,610 456,337 +2,844
Wheat(KCBT)
Dec06 060922 481.50 482.00 477.50 481.50 -2.75 15,698 87,491 -288
Mar07 060922 490.00 490.00 486.50 489.50 -2.75 5,608 21,278 +467
May07 060922 483.50 483.50 482.00 482.00 -3.00 42 831 +11
Jul07 060922 460.50 464.00 460.50 461.25 -4.25 4,276 36,682 +578
Sep07 060922 467.00 469.00 466.50 468.00 -5.00 69 1,736 +32
Total Volume and Open Interest 26,552 157,360 +871
Wheat(MGE)
Dec06 060922 463.50 464.00 460.00 461.00 -4.50 3,814 26,571 -350
Mar07 060922 476.00 476.00 474.00 475.00 -5.00 823 8,668 +50
May07 060922 483.00 483.00 481.00 482.00 -2.00 48 1,299 +13
Jul07 060922 488.00 488.00 483.00 486.25 -2.75 31 979 -1
Sep07 060922 475.00 475.00 471.00 474.00 -5.00 122 2,482 +50
Total Volume and Open Interest 5,171 45,645 -301
Oats(CBOT)
Dec06 060922 201.00 202.75 200.00 202.75 +2.50 810 10,836 +100
Mar07 060922 206.75 208.75 206.50 208.75 +2.00 25 634 +12
May07 060922 207.00 209.00 207.00 209.00 +2.00 4 32 +2
Jul07 060922 205.00 208.00 205.00 208.00 +5.00 0 69 +0
Total Volume and Open Interest 839 11,618 +114
Rough Rice(CBOT)
Nov06 060922 9.60 9.60 9.48 9.53 -0.05 167 7,722 -28
Jan07 060922 9.90 9.90 9.80 9.82 -0.06 21 2,586 +14
Mar07 060922 10.09 10.10 10.09 10.09 -0.06 10 2,048 -28
May07 060922 10.34 10.34 10.34 10.34 -0.04 27 1,016 +21
Total Volume and Open Interest 345 13,896 +39
Live Cattle(CME)
Oct06 060922 89.750 90.200 88.950 90.100 +0.350 8,894 48,474 -557
Dec06 060922 89.350 89.850 88.550 89.800 +0.450 14,750 107,521 -234
Feb07 060922 90.250 91.000 89.500 90.800 +0.475 3,517 28,818 +753
Apr07 060922 89.900 90.225 89.400 90.150 +0.050 2,404 17,690 +772
Jun07 060922 85.550 85.950 85.150 85.950 +0.200 375 8,556 +8
Aug07 060922 84.750 85.000 84.150 84.900 +0.050 185 2,829 +58
Total Volume and Open Interest 30,136 214,058 +794
Feeder Cattle(CME)
Sep06 060922 116.300 116.300 115.500 116.050 -0.375 541 3,067 -321
Oct06 060922 114.350 115.100 112.800 115.050 +0.900 1,829 8,278 -255
Nov06 060922 113.200 113.750 111.700 113.650 +0.525 1,270 9,341 +1
Jan07 060922 110.250 111.100 109.200 111.050 +0.600 559 4,554 +28
Mar07 060922 107.000 107.625 106.300 107.500 +0.100 121 1,673 -9
Apr07 060922 106.475 106.750 106.450 106.750 +0.150 6 233 +6
May07 060922 106.350 106.600 105.500 106.600 +0.250 12 205 +3
Total Volume and Open Interest 4,340 27,382 -545
Lean Hogs(CME)
Oct06 060922 62.700 63.100 62.350 62.650 -1.200 6,684 29,308 -732
Dec06 060922 60.100 60.400 59.600 60.300 -0.850 8,614 94,837 +928
Feb07 060922 61.950 62.050 61.300 61.675 -1.200 2,151 25,902 +380
Apr07 060922 62.875 62.900 62.100 62.550 -0.975 1,074 15,016 +213
May07 060922 65.600 65.900 65.600 65.900 -0.900 29 1,469 +13
Jun07 060922 67.125 67.125 66.250 66.700 -0.800 431 6,324 +244
Jul07 060922 64.300 64.300 64.200 64.250 -0.750 23 1,246 +6
Aug07 060922 62.350 62.350 62.000 62.300 -0.600 2 746 +1
Total Volume and Open Interest 19,014 175,230 +1,059
Pork Bellies(CME)
Feb07 060922 86.500 87.300 85.900 86.500 -0.500 250 782 +55
Mar07 060922 86.500 86.500 86.400 86.400 -0.600 0 19 +0
May07 060922 88.500 88.500 88.500 88.500 -0.250 0 3 +0
Jul07 060922 89.500 89.500 89.500 89.500 -0.250      
Aug07 060922 89.500 89.500 89.500 89.500 -0.800 0 1 +0
Total Volume and Open Interest 250 805 +55
Class III Milk(CME)
Sep06 060922 12.25 12.26 12.25 12.25 -0.03 7 4,101 -8
Oct06 060922 12.52 12.73 12.52 12.70 +0.20 70 4,422 +5
Nov06 060922 12.52 12.65 12.52 12.60 +0.12 87 3,982 +25
Dec06 060922 12.40 12.55 12.40 12.53 +0.13 34 3,756 +22
Jan07 060922 12.50 12.50 12.45 12.50 +0.06 31 1,830 +25
Total Volume and Open Interest 560 28,946 +323
Cocoa(NYBOT)
Dec06 060922 1528 1534 1485 1499 -30 17,560 70,852 -5,200
Mar07 060922 1561 1561 1525 1534 -27 3,302 28,018 -657
May07 060922 1570 1570 1559 1559 -26 174 13,248 +109
Jul07 060922 1594 1594 1578 1584 -26 421 5,672 +132
Sep07 060922 1607 1618 1597 1607 -26 200 11,609 -126
Dec07 060922 1632 1632 1632 1632 -25 140 8,261 -1
Mar08 060922 1657 1657 1657 1657 -25 1 1,226 +0
Total Volume and Open Interest 22,884 140,983 -4,657
Coffee "C"(NYBOT)
Dec06 060922 103.60 104.90 102.85 104.45 +0.90 8,109 79,124 -285
Mar07 060922 107.80 108.80 106.80 108.30 +0.90 1,417 14,859 +144
May07 060922 110.10 110.65 109.20 110.65 +0.90 282 4,149 +76
Jul07 060922 112.20 112.85 111.75 112.85 +0.90 103 2,483 +3
Sep07 060922 114.40 114.90 114.40 114.90 +0.90 235 1,279 +40
Dec07 060922 117.25 117.65 116.40 117.65 +0.90 369 3,006 +312
Total Volume and Open Interest 10,521 107,370 +296
Orange Juice(NYBOT)
Nov06 060922 171.10 171.20 167.50 167.85 -4.50 1,210 20,423 -146
Jan07 060922 172.50 172.75 169.60 169.65 -4.40 220 6,906 +157
Mar07 060922 173.75 173.75 170.45 170.45 -4.00 45 2,476 +27
May07 060922 170.00 170.45 170.00 170.45 -4.00 21 509 +19
Jul07 060922 170.45 170.45 170.45 170.45 -4.00 0 163 +0
Total Volume and Open Interest 1,496 30,573 +57
Sugar #11(NYBOT)
Oct06 060922 11.55 11.55 10.40 10.46 -1.10 24,993 81,582 -5,162
Mar07 060922 12.20 12.24 11.30 11.38 -0.97 44,556 255,029 +5,976
May07 060922 12.36 12.40 11.35 11.51 -0.99 5,129 55,543 +93
Jul07 060922 12.40 12.45 11.50 11.55 -0.96 3,877 43,788 +509
Oct07 060922 12.50 12.50 11.60 11.70 -0.91 1,102 31,368 +218
Total Volume and Open Interest 82,304 501,736 +2,287
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060922 21.30 21.40 21.25 21.40 +0.13 78 2,314 +38
Jan07 060922 21.15 21.25 21.15 21.25 unch 22 2,403 +22
Mar07 060922 21.21 21.21 21.21 21.21 -0.09 24 3,044 +2
May07 060922 21.38 21.38 21.38 21.38 -0.01 2 1,893 -2
Total Volume and Open Interest 470 12,327 +336
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060922 858 858 833 840 -18 9,089 83,017 -2,369
Mar07 060922 874 876 851 858 -18 2,251 49,258 -469
May07 060922 884 886 866 870 -18 1,416 19,296 +598
Jul07 060922 899 899 880 883 -17 2,486 13,016 +1,612
Sep07 060922 896 897 895 897 -17 155 10,741 -4
Dec07 060922 910 911 906 911 -15 231 13,076 -5
Total Volume and Open Interest 15,628 192,503 -637
London Coffee(LCE)
Sep06 060922 1643.00 1654.00 1619.00 1650.00 +32.00 485 4,841 -763
Nov06 060922 1469.00 1481.00 1457.00 1475.00 +27.00 4,616 66,826 -524
Jan07 060922 1439.00 1446.00 1425.00 1444.00 +25.00 2,214 38,473 +38
Mar07 060922 1421.00 1427.00 1409.00 1425.00 +20.00 860 21,745 +548
May07 060922 1423.00 1425.00 1423.00 1425.00 +21.00 33 4,466 +17
Jul07 060922 1425.00 1425.00 1425.00 1425.00 +23.00 5 2,126 +0
Total Volume and Open Interest 8,224 141,714 -683
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060922 390.00 397.50 373.30 373.30 -18.20 2,571 21,825 +235
Mar07 060922 362.50 365.00 342.00 342.00 -19.40 2,059 21,523 +583
May07 060922 356.50 356.50 338.00 338.60 -19.80 490 4,518 +112
Aug07 060922 355.00 355.00 335.30 335.30 -20.20 46 2,441 +3
Total Volume and Open Interest 5,172 52,725 +933
Cotton(NYBOT)
Oct06 060922 49.55 50.20 49.20 50.07 +0.17 473 1,481 -402
Dec06 060922 51.80 52.39 51.50 52.10 +0.12 5,307 123,737 -62
Mar07 060922 55.40 55.80 55.06 55.45 -0.10 2,061 37,117 -15
May07 060922 56.75 57.00 56.68 56.95 -0.15 178 4,235 -25
Jul07 060922 58.15 58.15 58.13 58.13 -0.37 407 4,167 +229
Oct07 060922 58.85 58.85 58.85 58.85 -0.35 0 66 +0
Total Volume and Open Interest 8,875 180,780 -3
Lumber(CME)
Nov06 060922 259.0 259.0 256.2 258.5 +0.2 423 4,736 +42
Jan07 060922 277.9 277.9 275.0 276.3 -2.6 101 1,172 +38
Mar07 060922 286.3 289.0 285.6 288.5 -2.3 38 169 +26
May07 060922 296.9 296.9 296.9 296.9 -1.1 1 27 -1
Total Volume and Open Interest 563 6,112 +105
Crude Oil(NYM)
Nov06 060922 61.75 61.80 60.20 60.55 -1.04 105,730 280,812 +4,861
Dec06 060922 62.65 62.70 61.20 61.54 -0.99 57,778 162,114 +2,632
Jan07 060922 63.25 63.25 62.10 62.38 -0.94 13,774 64,849 -1,340
Feb07 060922 64.15 64.15 63.00 63.11 -0.92 5,538 30,781 +295
Mar07 060922 64.50 64.50 63.60 63.74 -0.91 4,357 31,348 -623
Apr07 060922 64.70 64.70 64.29 64.29 -0.89 2,644 34,966 -683
May07 060922 65.30 65.30 64.74 64.74 -0.87 1,056 20,738 +88
Jun07 060922 66.00 66.00 64.95 65.12 -0.84 6,377 67,013 -461
Jul07 060922 65.30 65.42 65.30 65.42 -0.83 945 15,507 -514
Aug07 060922 66.15 66.15 65.67 65.67 -0.82 0 15,251 +0
Sep07 060922 65.86 65.86 65.86 65.86 -0.81 400 22,303 +400
Oct07 060922 66.00 66.00 66.00 66.00 -0.80 925 8,131 -351
Nov07 060922 66.11 66.11 66.11 66.11 -0.79 405 12,987 +53
Dec07 060922 67.10 67.10 66.00 66.18 -0.78 13,507 127,201 -1,382
Jan08 060922 66.23 66.23 66.23 66.23 -0.76 563 19,793 +501
Feb08 060922 66.26 66.26 66.26 66.26 -0.75 1 8,536 +1
Total Volume and Open Interest 223,267 1,160,682 -2,187
Heating Oil(NYM)
Oct06 060922 167.50 167.50 163.50 164.72 -3.16 17,430 30,611 -2,083
Nov06 060922 171.50 171.50 168.05 169.29 -3.14 16,021 68,825 +1,100
Dec06 060922 176.00 176.00 173.50 174.44 -2.84 6,340 29,180 +1,921
Jan07 060922 179.70 180.30 178.50 179.39 -2.54 2,968 19,380 +593
Feb07 060922 181.90 183.90 181.90 182.59 -2.39 1,148 16,491 +248
Mar07 060922 182.40 183.90 182.25 182.79 -2.29 1,206 9,723 -40
Apr07 060922 182.00 183.00 181.40 181.69 -2.14 419 8,793 +47
May07 060922 180.50 181.70 180.24 180.24 -2.14 217 3,385 -13
Jun07 060922 181.00 181.00 180.04 180.04 -2.09 1,317 17,258 +210
Jul07 060922 181.09 181.09 181.09 181.09 -2.09 68 1,085 -6
Aug07 060922 182.69 182.69 182.69 182.69 -2.09 83 1,987 +0
Sep07 060922 185.14 185.14 185.14 185.14 -2.04 14 2,290 +3
Total Volume and Open Interest 47,851 218,203 +2,121
Unleaded Gas(NYM)
Oct06 060922 150.00 150.50 146.50 147.12 -2.82 14,270 19,617 +7
Nov06 060922 153.00 153.50 149.25 151.51 -1.84 7,350 19,116 +426
Dec06 060922 156.00 156.50 154.10 154.61 -2.09 1,647 7,078 -352
Jan07 060922 157.31 157.31 157.31 157.31 -2.19 459 4,087 -338
Total Volume and Open Interest 23,726 49,898 -257
RBOB Gasoline(NYMEX)
Oct06 060922 153.60 155.00 150.50 151.99 -1.39 8,344 16,784 -1,373
Nov06 060922 157.75 158.15 153.75 154.48 -2.05 7,779 32,772 +1,139
Dec06 060922 159.79 159.89 157.00 157.48 -2.05 1,780 8,883 +249
Jan07 060922 161.25 162.00 160.73 160.73 -2.10 1,000 7,981 +10
Feb07 060922 163.33 163.33 163.33 163.33 -2.15 100 2,006 +47
Mar07 060922 165.93 165.93 165.93 165.93 -2.20 213 2,947 +143
Apr07 060922 181.75 181.75 180.50 180.93 -2.45 150 4,146 +50
May07 060922 183.73 183.73 183.73 183.73 -2.45 618 3,955 +278
Jun07 060922 185.78 185.78 185.78 185.78 -2.45 565 2,648 +272
Jul07 060922 186.78 186.78 186.78 186.78 -2.45 0 727 +0
Total Volume and Open Interest 20,749 86,248 +783
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060922 154.48 154.48 154.48 154.48 -2.05      
Dec06 060922 157.48 157.48 157.48 157.48 -2.05      
Jan07 060922 160.73 160.73 160.73 160.73 -2.10      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Oct06 060922 4.790 4.820 4.620 4.627 -0.154 32,878 74,338 -1,401
Nov06 060922 6.060 6.090 5.860 5.881 -0.130 21,605 106,683 +2,143
Dec06 060922 7.450 7.580 7.380 7.401 +0.010 7,799 54,767 +254
Jan07 060922 7.950 8.100 7.890 7.891 +0.010 4,845 52,471 -307
Feb07 060922 8.000 8.130 7.936 7.936 +0.015 2,411 30,553 -398
Mar07 060922 7.850 7.950 7.750 7.756 +0.010 4,048 90,006 -369
Apr07 060922 7.150 7.280 7.100 7.116 -0.050 3,453 68,963 +208
May07 060922 7.220 7.220 7.070 7.076 -0.050 805 25,899 +301
Jun07 060922 7.320 7.320 7.171 7.171 -0.050 497 14,922 +215
Jul07 060922 7.410 7.410 7.250 7.266 -0.045 131 12,088 +58
Aug07 060922 7.470 7.470 7.336 7.336 -0.055 269 13,067 +164
Sep07 060922 7.520 7.580 7.411 7.411 -0.065 251 11,264 -40
Oct07 060922 7.700 7.700 7.541 7.541 -0.075 2,592 32,205 +1,610
Nov07 060922 8.000 8.110 8.000 8.011 -0.025 1,847 15,301 +829
Dec07 060922 8.520 8.570 8.420 8.491 -0.005 230 34,452 +19
Jan08 060922 8.840 8.900 8.810 8.841 +0.005 885 36,052 -280
Total Volume and Open Interest 95,151 959,409 +3,567
Brent Crude Oil(ICE)
Nov06 060922 61.57 62.03 60.11 60.41 -0.93 67,475 102,967 -5,883
Dec06 060922 62.57 63.03 61.26 61.54 -0.84 36,948 116,521 +4,242
Jan07 060922 63.31 63.78 62.15 62.40 -0.78 8,145 39,188 -1,356
Feb07 060922 63.99 64.39 62.84 63.11 -0.75 6,781 30,771 +2,330
Mar07 060922 64.68 64.99 63.41 63.68 -0.72 2,356 17,483 +454
Apr07 060922 65.06 65.40 64.04 64.20 -0.68 751 18,323 +26
May07 060922 65.83 65.83 64.50 64.66 -0.65 2,874 14,409 +650
Jun07 060922 66.00 66.21 64.85 65.06 -0.64 5,542 26,873 +393
Jul07 060922 66.45 66.47 65.38 65.38 -0.66 0 2,167 +0
Aug07 060922 65.61 65.61 65.61 65.61 -0.67 0 1,517 +0
Sep07 060922 65.81 65.81 65.81 65.81 -0.67 0 1,508 +0
Oct07 060922 65.98 65.98 65.98 65.98 -0.66 0 477 +0
Nov07 060922 66.07 66.07 66.07 66.07 -0.66 0 8,651 +0
Dec07 060922 66.91 67.20 65.93 66.15 -0.61 3,826 40,878 +289
Total Volume and Open Interest 135,378 465,447 +1,275
Gas Oil(ICE)
Oct06 060922 544.00 547.00 530.00 533.75 -5.50 26,877 59,492 -1,177
Nov06 060922 551.75 554.75 538.50 542.00 -5.50 15,757 53,253 +946
Dec06 060922 560.00 562.50 547.00 550.25 -5.75 5,519 43,312 +195
Jan07 060922 568.75 570.50 555.50 558.25 -5.75 2,257 28,385 +116
Feb07 060922 576.50 577.00 563.00 565.75 -5.50 780 19,364 +101
Mar07 060922 577.25 580.25 570.00 571.75 -5.50 617 10,890 +194
Apr07 060922 582.75 584.25 573.50 575.25 -4.50 134 3,597 +0
May07 060922 586.75 586.75 576.25 577.75 -4.50 100 3,731 +100
Jun07 060922 589.00 589.25 577.75 580.75 -4.25 631 18,862 -469
Jul07 060922 593.00 593.00 585.75 585.75 -4.50 418 1,849 +412
Total Volume and Open Interest 53,621 277,558 +90
US Dollar Index(NYBOT)
Dec06 060922 84.86 84.90 84.56 84.87 +0.04 4,663 17,050 +1,727
Mar07 060922 84.42 84.52 84.42 84.52 +0.04 1 2,024 -1
Jun07 060922 84.18 84.18 84.18 84.18 +0.04 0 15 +0
Total Volume and Open Interest 4,664 19,089 +1,726
Australian Dollar(CME)
Dec06 060922 75.24 75.24 74.80 74.84 -0.73 2,909 60,860 +1,509
Mar07 060922 74.68 74.68 74.68 74.68 -0.73 0 259 +0
Jun07 060922 74.54 74.54 74.54 74.54 -0.73 0 102 +0
Total Volume and Open Interest 2,909 61,231 +1,509
British Pound(CME)
Dec06 060922 190.50 190.54 190.10 190.20 -0.16 2,383 120,714 +10,103
Mar07 060922 190.30 190.30 190.30 190.30 -0.16 0 238 +10
Jun07 060922 190.28 190.28 190.28 190.28 -0.16 0 1 +0
Total Volume and Open Interest 2,383 120,954 +10,113
Canadian Dollar(CME)
Dec06 060922 90.10 90.15 89.65 89.72 +0.05 7,077 92,522 -1,685
Mar07 060922 89.97 89.98 89.97 89.98 +0.05 0 1,201 +44
Jun07 060922 90.25 90.25 90.25 90.25 +0.05 0 295 +0
Sep07 060922 90.52 90.52 90.52 90.52 +0.05 0 178 +0
Total Volume and Open Interest 7,077 94,205 -1,641
Japanese Yen(CME)
Dec06 060922 87.12 87.17 86.82 86.85 -0.11 11,752 202,653 -7,859
Mar07 060922 88.30 88.30 87.91 87.91 -0.11 0 13,481 +22
Jun07 060922 88.91 88.91 88.91 88.91 -0.11 0 6 +0
Total Volume and Open Interest 11,762 216,239 -7,827
Swiss Franc(CME)
Dec06 060922 81.80 81.85 81.57 81.61 +0.49 7,424 80,322 +5,644
Mar07 060922 82.30 82.30 82.30 82.30 +0.49 0 94 +12
Jun07 060922 82.99 82.99 82.99 82.99 +0.49 0 24 +0
Total Volume and Open Interest 7,424 80,490 +5,657
EuroFX(CME)
Dec06 060922 128.82 128.88 128.41 128.43 -0.04 8,737 142,415 +9,972
Mar07 060922 129.09 129.09 128.96 128.96 -0.04 3 745 +57
Jun07 060922 129.42 129.42 129.42 129.42 -0.04 0 66 +4
Total Volume and Open Interest 8,740 143,302 +10,073
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060922 0.1 0.7 3.2 0.8 -2.7 7,241 54,003 +3,048
Total Volume and Open Interest 7,278 55,967 +3,073
30-Year T-Bonds(CBOT)
Dec06 060922 112~04 112~22 112~02 112~19 +0~18 510,047 745,935 +12,830
Mar07 060922 112~06 112~18 112~06 112~17 +0~18 358 1,037 +145
Jun07 060922 112~15 112~19 111~17 112~15 +0~18 0 15 +0
Total Volume and Open Interest 510,405 746,987 +3,371
10-Year T-Notes(CBOT)
Dec06 060922 108~015 108~125 107~315 108~105 +0~115 1,335,832 2,298,372 +10,280
Mar07 060922 108~075 108~120 108~055 108~120 +0~115 7,062 13,255 +5,111
Total Volume and Open Interest 1,342,894 2,311,628 +2,931
5-Year T-Notes(CBOT)
Dec06 060922 105~230 105~240 105~185 105~230 +0~070 556,344 0 +0
Mar07 060922 105~240 105~240 105~240 105~240 +0~070      
Total Volume and Open Interest 559,008    
2 Year T-Notes(CBOT)
Dec06 060922 102~044 102~044 102~036 102~040 +0~008 5,740 688,548 +4,200
Total Volume and Open Interest 5,786 691,260 +3,074
Eurodollars(CME)
Dec06 060922 94.700 94.700 94.685 94.685 +0.015 48,567 1,621,222 -33,042
Mar07 060922 94.860 94.865 94.825 94.845 +0.035 50,306 1,335,452 -5,400
Jun07 060922 95.030 95.035 94.980 95.015 +0.040 28,658 1,094,682 +3,738
Sep07 060922 95.175 95.180 95.130 95.165 +0.040 32,621 973,072 +9,863
Dec07 060922 95.270 95.270 95.215 95.250 +0.035 46,753 968,247 +30,365
Mar08 060922 95.300 95.300 95.250 95.280 +0.030 39,327 696,768 +12,175
Jun08 060922 95.290 95.290 95.240 95.275 +0.035 28,744 455,072 +11,676
Sep08 060922 95.255 95.255 95.220 95.255 +0.040 23,226 322,991 +4,577
Dec08 060922 95.205 95.215 95.175 95.215 +0.045 15,287 312,174 -2,465
Mar09 060922 95.165 95.180 95.150 95.180 +0.050 19,775 307,569 +5,605
Jun09 060922 95.120 95.140 95.105 95.140 +0.055 10,083 211,327 -2,572
Sep09 060922 95.085 95.100 95.055 95.100 +0.055 8,588 145,418 -1,544
Dec09 060922 95.030 95.055 95.000 95.055 +0.060 9,107 124,600 +133
Mar10 060922 95.000 95.030 94.970 95.030 +0.065 9,697 102,503 +6
Jun10 060922 94.960 94.990 94.930 94.990 +0.065 7,817 105,327 +175
Sep10 060922 94.925 94.960 94.895 94.960 +0.070 8,751 100,884 +922
Dec10 060922 94.885 94.920 94.860 94.920 +0.070 4,103 83,059 +610
Mar11 060922 94.865 94.905 94.845 94.905 +0.070 4,055 54,181 -742
Total Volume and Open Interest 407,703 9,260,594 +37,641
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060922 99.50 99.50 99.50 99.50 +0.02 1,177 20,309 +3,118
Mar07 060922 99.40 99.40 99.39 99.39 +0.03 922 11,426 -41
Jun07 060922 99.30 99.30 99.30 99.30 +0.04 370 8,971 +732
Sep07 060922 99.20 99.21 99.20 99.21 +0.04 559 2,451 +109
Dec07 060922 99.12 99.13 99.12 99.13 +0.06 1,087 7,316 +945
Mar08 060922 99.03 99.03 99.03 99.03 +0.06 0 3,123 +4
Jun08 060922 98.95 98.95 98.95 98.95 +0.07 0 511 +256
Sep08 060922 98.83 98.83 98.83 98.83 +0.06 0 7 +0
Dec08 060922 98.70 98.70 98.70 98.70 +0.04 0 4 +0
Total Volume and Open Interest 4,115 54,118 +5,123
3-Mth Euro-Yen(SIMEX)
Dec06 060922 99.50 99.50 99.50 99.50 +0.04 0 93,896 -113
Mar07 060922 99.39 99.39 99.39 99.39 +0.05 0 73,350 +1,502
Jun07 060922 99.30 99.30 99.30 99.30 +0.06 0 36,965 +532
Sep07 060922 99.21 99.21 99.21 99.21 +0.07 0 24,700 -94
Dec07 060922 99.12 99.12 99.12 99.12 +0.07 0 42,145 -148
Mar08 060922 99.04 99.04 99.04 99.04 +0.07 0 24,579 -4
Jun08 060922 98.94 98.94 98.94 98.94 +0.07 0 4,027 +56
Sep08 060922 98.85 98.85 98.85 98.85 +0.08 0 50 +0
Total Volume and Open Interest 0 301,145 +1,731
German Euro-Bund(EUREX)
Dec06 060922 117.98 118.28 117.84 118.24 +0.70 886,948 1,519,956 -13,334
Mar07 060922 118.11 118.43 118.10 118.43 +0.73 1 2,701 +1
Jun07 060922 117.66 117.66 117.66 117.66 +0.70      
Total Volume and Open Interest 886,949 1,522,657 -13,333
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060922 109.89 109.89 109.89 109.89 +0.47      
Jun07 060922 108.65 108.65 108.65 108.65 +0.47      
Total Volume and Open Interest 424,654 896,257 -2,335
Long Gilt(LIFFE)
Sep06 060922 110~05 110~12 110~05 110~12 +0~20 514 17,671 -291
Dec06 060922 109~27 110~07 109~25 110~07 +0~20 84,055 239,472 +9,328
Total Volume and Open Interest 84,569 257,143 +9,037
3-Mth Short Sterling(LIFFE)
Dec06 060922 94.76 94.76 94.76 94.76 +0.02 78,468 408,618 +18,109
Mar07 060922 94.71 94.71 94.71 94.71 +0.04 63,341 445,267 +3,681
Jun07 060922 94.71 94.71 94.71 94.71 +0.05 58,843 380,777 +7,824
Total Volume and Open Interest 365,896 2,070,602 -502,767
3-Mth Euribor(LIFFE)
Dec06 060922 96.320 96.350 96.310 96.345 +0.045 100,387 764,438 -7,597
Mar07 060922 96.205 96.265 96.190 96.255 +0.085 119,497 636,276 -13,670
Jun07 060922 96.205 96.270 96.170 96.260 +0.120 128,939 582,855 +2,305
Total Volume and Open Interest 632,272 3,465,189 -29,947
3-Mth Aus T-Bills(SFE)
Dec06 060922 93.74 93.79 93.74 93.77 +0.08 11,153 177,614 -3,433
Mar07 060922 93.72 93.78 93.72 93.76 +0.12 16,352 208,611 -10,790
Jun07 060922 93.72 93.79 93.72 93.76 +0.11 8,973 69,275 -330
Sep07 060922 93.77 93.82 93.77 93.80 +0.11 1,285 35,529 -1,740
Dec07 060922 93.84 93.84 93.82 93.84 +0.11 2,107 30,302 -648
Mar08 060922 93.84 93.86 93.84 93.86 +0.11 330 14,936 +50
Jun08 060922 93.87 93.87 93.87 93.87 +0.11 227 14,112 -200
Sep08 060922 93.88 93.88 93.87 93.87 +0.10 45 4,859 +45
Dec08 060922 93.89 93.89 93.87 93.87 +0.10 25 1,437 +25
Mar09 060922 93.90 93.90 93.87 93.87 +0.10 25 1,696 +0
Total Volume and Open Interest 40,547 559,343 -17,022
10-Year Aus T-Bonds(SFE)
Dec06 060922 94.47 94.49 94.45 94.46 +0.08 28,961 391,140 +3,597
Mar07 060922 94.46 94.46 94.46 94.46 +0.08      
Total Volume and Open Interest 28,961 391,140 +3,597
3-Year Aus T-Bonds(SFE)
Dec06 060922 94.27 94.29 94.26 94.28 +0.10 38,877 434,884 -35,768
Mar07 060922 94.28 94.28 94.28 94.28 +0.10      
Total Volume and Open Interest 38,877 434,884 -35,768
Gold(CMX)
Oct06 060922 590.5 592.0 584.5 590.0 +7.1 797 14,304 -30
Dec06 060922 596.5 598.0 590.0 595.4 +7.1 33,693 196,428 -1,628
Feb07 060922 603.0 603.3 596.0 601.2 +7.1 63 26,280 +22
Apr07 060922 603.0 606.8 602.5 606.8 +7.1 51 3,396 +14
Jun07 060922 614.0 614.0 609.0 612.3 +7.1 198 21,913 +85
Aug07 060922 619.5 619.5 617.7 617.7 +7.1 0 1,661 +0
Oct07 060922 623.1 623.1 623.1 623.1 +7.1 122 9,512 +78
Dec07 060922 627.5 630.5 626.0 628.4 +7.1 310 30,450 +290
Feb08 060922 633.6 633.6 633.6 633.6 +7.1 200 1,800 +200
Apr08 060922 638.9 638.9 638.9 638.9 +7.1 0 770 +0
Jun08 060922 644.2 644.2 644.2 644.2 +7.1 100 2,249 +100
Total Volume and Open Interest 35,734 325,463 -669
Silver(CMX)
Sep06 060922 1124.0 1124.0 1120.2 1120.2 +6.5 16 82 -16
Dec06 060922 1142.5 1149.0 1116.5 1131.0 +6.5 8,656 63,144 -72
Mar07 060922 1155.0 1165.0 1138.0 1144.7 +6.5 669 13,391 +372
May07 060922 1152.0 1152.0 1152.0 1152.0 +6.1 220 3,778 +190
Jul07 060922 1182.0 1182.0 1150.0 1159.3 +5.7 34 8,306 +0
Sep07 060922 1162.2 1162.2 1162.2 1162.2 +4.7 0 1,449 +0
Dec07 060922 1192.0 1192.0 1166.7 1166.7 +4.7 44 4,553 +2
Total Volume and Open Interest 9,744 100,081 +447
Platinum(NYM)
Oct06 060922 1148.0 1154.8 1140.5 1148.1 +8.6 1,407 4,898 -369
Jan07 060922 1152.0 1163.0 1152.0 1157.6 +9.1 920 3,628 +416
Apr07 060922 1150.0 1162.6 1150.0 1162.6 +9.1 0 2 +0
Jul07 060922 512.2 512.2 512.2 512.2 +9.1 0 6 +0
Total Volume and Open Interest 2,327 8,534 +47
Palladium(NYME)
Sep06 060922 317.85 317.85 317.85 317.85 +12.65 0 2 -10
Dec06 060922 318.10 326.80 316.20 321.65 +12.65 662 10,571 -201
Mar07 060922 329.00 329.00 326.95 326.95 +12.65 5 27 +0
Total Volume and Open Interest 667 10,633 -211
Copper(CMX)
Sep06 060922 346.50 346.50 339.00 343.95 +1.75 1,463 1,928 -252
Dec06 060922 348.20 348.50 339.00 344.35 +1.20 9,843 48,195 +876
Mar07 060922 343.50 343.75 338.00 341.35 +1.00 382 4,723 +47
May07 060922 334.50 336.35 334.50 336.35 +0.70 11 1,120 +6
Jul07 060922 331.15 331.15 331.15 331.15 +0.40 11 947 +9
Total Volume and Open Interest 15,035 68,516 +424
Aluminum(CMX)
Sep06 060922 115.55 115.55 115.55 115.55 +0.75 2 4 +0
Oct06 060922 116.25 116.25 116.25 116.25 +0.75 2 485 -1
Nov06 060922 117.00 117.00 117.00 117.00 +0.75 0 45 +0
Dec06 060922 117.75 117.75 117.75 117.75 +0.75 0 587 +0
Jan07 060922 117.55 117.55 117.55 117.55 +0.75 0 10 +0
Feb07 060922 117.00 117.00 117.00 117.00 +0.75      
Total Volume and Open Interest 5 1,172 +0
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060922 11603 11615 11553 11593 -30 6,740 55,174 +168
Mar07 060922 11680 11680 11677 11677 -31 0 14 +0
Jun07 060922 11763 11763 11763 11763 -30      
Total Volume and Open Interest 6,740 55,188 +168
S & P 500(CME)
Dec06 060922 1328.30 1328.40 1321.20 1325.90 -4.40 32,975 589,199 +4,702
Mar07 060922 1336.70 1336.70 1336.70 1336.70 -4.60 41 1,858 +39
Jun07 060922 1347.70 1347.70 1347.70 1347.70 -5.00 25 4,358 +10
Sep07 060922 1359.50 1359.50 1359.50 1359.50 -5.00 5 1,328 +5
Total Volume and Open Interest 33,046 597,029 +4,756
S & P 500 E-Mini(Globex)
Dec06 060922 1330.00 1331.50 1321.00 1326.00 -4.25 1,248,340 1,352,953 +28,242
Mar07 060922 1337.25 1341.25 1332.50 1336.75 -4.50 539 554 +331
Total Volume and Open Interest 1,248,879 1,353,507 +28,573
NASDAQ 100(CME)
Dec06 060922 1651.50 1652.00 1632.50 1641.00 -13.80 4,717 47,599 -199
Mar07 060922 1661.00 1661.00 1661.00 1661.00 -13.80 0 1 +0
Jun07 060922 1680.00 1680.00 1680.00 1680.00 -13.80      
Total Volume and Open Interest 4,717 47,600 -199
NASDAQ 100 E-Mini(Globex)
Dec06 060922 1654.50 1657.30 1632.50 1641.00 -13.80 359,043 401,716 +2,222
Mar07 060922 1675.30 1675.30 1658.30 1661.00 -13.80 313 103 +48
Total Volume and Open Interest 359,356 401,819 +2,270
S & P Midcap 400(CME)
Dec06 060922 753.50 753.50 746.25 748.60 -6.90 31 7,881 -9
Mar07 060922 755.60 755.60 755.60 755.60 -6.90      
Jun07 060922 762.60 762.60 762.60 762.60 -6.90      
Total Volume and Open Interest 31 7,881 -9
Russell 2000(CME)
Dec06 060922 730.00 730.00 719.00 723.80 -9.80 1,349 32,760 +595
Mar07 060922 730.30 730.30 730.30 730.30 -9.80 0 34 +0
Jun07 060922 736.80 736.80 736.80 736.80 -9.80      
Total Volume and Open Interest 1,349 32,794 +595
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060922 733.30 734.70 718.80 723.80 -9.80 209,730 407,879 -843
Mar07 060922 740.20 740.20 725.30 730.30 -9.80 56 114 +16
Total Volume and Open Interest 209,786 407,993 -827
Value Line(KCBT)
Dec06 060922 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 060922 15620 15620 15465 15515 -195      
Mar07 060922 15540 15540 15540 15540 -195      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060922 15670 15700 15530 15565 -200 57,926 215,538 -3,762
Mar07 060922 15595 15595 15590 15595 -200 0 10 +0
Jun07 060922 15540 15540 15540 15540 -200 0 1 +0
Total Volume and Open Interest 57,927 215,691 -3,716
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060922 5186.0 5195.0 5134.0 5154.5 -69.0 71,101 429,824 +11,668
Nov06 060922 5190.5 5205.0 5152.5 5167.0 -69.0 481 1,847 +249
Total Volume and Open Interest 72,399 498,483 +12,105
Hang Seng Index(HKFE)
Sep06 060922 17590 17647 17535 17626 -8 54,096 131,574 +4,582
Oct06 060922 17615 17690 17580 17671 +1 3,729 6,079 +1,657
Total Volume and Open Interest 58,004 139,280 +6,332
DAX(EUREX)
Dec06 060922 5970.5 5977.0 5903.0 5920.0 -94.0 141,838 182,074 +3,584
Mar07 060922 6025.5 6030.0 5960.0 5974.0 -95.5 437 6,053 -6
Jun07 060922 6084.5 6084.5 6020.0 6031.0 -97.5 657 885 +336
Total Volume and Open Interest 142,932 189,012 +3,914
FT-SE 100(EURONEXT)
Dec06 060922 5890.00 5906.00 5852.00 5855.50 -71.00 73,144 482,117 -611
Mar07 060922 5920.00 5920.00 5870.00 5872.00 -71.00 92 2,434 +25
Jun07 060922 5891.50 5891.50 5891.50 5891.50 -71.00 0 1,750 +0
Total Volume and Open Interest 73,736 486,801 -86
SPI 200(SFE)
Sep06 060921 5013.0 5021.0 5005.0 5020.0 +30.0 73,432 134,890 -115,862
Dec06 060922 4981.0 4993.0 4950.0 4990.0 +1.0 17,153 252,171 +3,176
Mar07 060922 4982.0 5000.0 4982.0 4998.0 +1.0 8 2,761 +0
Total Volume and Open Interest 23,274 355,666 -34,905
GSCI(CME)
Oct06 060922 425.70 425.70 416.70 417.35 -6.10 439 19,201 +113
Nov06 060922 430.00 430.00 430.00 430.00 -5.00      
Dec06 060922 438.50 438.50 438.50 438.50 -4.50      
Total Volume and Open Interest 439 19,201 +113
Reuters CRB Index(NYBOT)
Nov06 060922 374.00 374.00 367.75 367.75 -5.00 81 461 -52
Jan07 060922 371.00 371.00 369.75 369.75 -5.00 1 408 +1
Feb07 060922 373.00 373.00 369.75 369.75 -5.00 0 14 +0
Total Volume and Open Interest 132 932 -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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