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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 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060927 546.00 548.00 542.00 542.50 -4.25 24,402 234,001 -5,048
Jan07 060927 560.00 561.75 556.00 556.50 -4.50 4,365 54,729 +884
Mar07 060927 570.50 572.00 567.25 567.50 -4.00 1,551 19,702 +231
May07 060927 580.00 580.50 576.50 576.75 -3.75 693 16,086 -35
Jul07 060927 588.50 591.00 586.50 586.50 -3.50 2,247 15,884 -842
Aug07 060927 590.00 590.00 590.00 590.00 -5.00 1 232 +0
Sep07 060927 596.00 596.00 596.00 596.00 -3.00 0 22 +0
Total Volume and Open Interest 35,187 366,733 -4,735
Soybean Meal(CBOT)
Oct06 060927 162.10 163.40 160.20 160.40 -2.00 6,586 17,748 -1,689
Dec06 060927 163.00 164.50 161.40 161.50 -2.00 10,500 107,566 -1,806
Jan07 060927 164.50 165.50 162.60 162.80 -1.90 2,492 20,655 +378
Mar07 060927 166.50 167.50 165.00 165.20 -1.40 809 18,271 +214
May07 060927 169.00 169.50 167.40 167.40 -1.60 525 21,287 +79
Jul07 060927 171.20 172.00 169.60 169.70 -1.50 777 21,388 -116
Aug07 060927 172.70 173.30 171.00 171.00 -1.40 53 4,632 -4
Sep07 060927 173.20 174.50 172.30 172.30 -1.00 27 2,749 -7
Total Volume and Open Interest 21,907 221,845 -2,847
Soybean Oil(CBOT)
Oct06 060927 23.75 23.90 23.62 23.69 -0.07 4,180 15,244 -3,331
Dec06 060927 24.10 24.28 23.98 24.06 -0.07 9,632 135,661 -4,160
Jan07 060927 24.45 24.61 24.35 24.43 -0.05 905 22,626 +143
Mar07 060927 24.87 24.97 24.74 24.81 -0.06 362 16,100 +135
May07 060927 25.23 25.35 25.08 25.21 -0.02 361 22,805 +61
Jul07 060927 25.50 25.70 25.50 25.55 -0.04 103 17,247 -1
Aug07 060927 25.75 25.85 25.69 25.69 -0.04 0 3,305 +0
Sep07 060927 26.00 26.00 25.83 25.83 -0.02 0 2,015 +0
Total Volume and Open Interest 16,012 258,533 -7,213
Canola(WCE)
Nov06 060927 301.0 301.0 297.8 299.3 -0.7 7,438 42,782 -2,854
Jan07 060927 308.4 309.3 306.4 307.9 -0.9 4,695 24,516 +3,504
Mar07 060927 315.0 316.8 315.0 315.0 -1.2 31 2,455 -94
May07 060927 321.0 321.0 321.0 321.0 -0.5 0 1,394 +0
Jul07 060927 327.0 327.0 326.5 326.5 -0.5 0 3,777 +0
Total Volume and Open Interest 12,170 80,985 +561
Corn(CBOT)
Dec06 060927 259.75 260.25 253.50 253.75 -5.25 47,746 654,921 +26
Mar07 060927 274.00 274.00 267.25 267.75 -5.00 12,894 201,698 +2,154
May07 060927 281.25 281.25 275.00 275.25 -5.00 3,563 43,695 +720
Jul07 060927 288.75 289.00 283.00 283.50 -4.50 6,011 125,517 +1,713
Sep07 060927 294.00 294.00 288.50 288.50 -5.25 502 17,228 -48
Dec07 060927 302.50 303.50 296.00 296.25 -5.75 9,782 163,893 +852
Total Volume and Open Interest 82,920 1,301,892 +5,410
Wheat(CBOT)
Dec06 060927 428.00 430.00 419.00 424.25 +1.25 23,605 257,484 +884
Mar07 060927 446.00 446.50 437.50 442.50 +2.00 9,211 60,842 +1,189
May07 060927 450.00 450.00 446.00 448.50 +0.25 651 3,929 +502
Jul07 060927 455.00 456.00 448.00 451.00 -2.25 5,713 81,761 +1,508
Sep07 060927 462.00 462.00 458.00 459.00 -2.50 25 898 +6
Total Volume and Open Interest 45,380 463,404 +8,032
Wheat(KCBT)
Dec06 060927 484.75 485.00 477.00 479.00 -0.50 7,690 82,067 -890
Mar07 060927 492.50 495.00 487.00 489.50 unch 1,532 21,170 -13
May07 060927 483.00 483.00 483.00 483.00 +1.00 0 861 -5
Jul07 060927 467.00 469.50 463.00 465.00 unch 2,380 38,033 +452
Sep07 060927 470.00 472.00 469.00 470.50 +0.50 40 1,807 +39
Total Volume and Open Interest 11,745 153,791 -332
Wheat(MGE)
Dec06 060927 465.00 466.00 457.00 459.50 -2.00 1,831 26,201 +206
Mar07 060927 480.00 482.00 471.50 473.75 -2.25 214 8,684 +58
May07 060927 480.00 480.00 477.00 477.00 -4.00 34 1,371 -3
Jul07 060927 488.00 488.00 481.00 481.75 -2.25 4 1,003 +1
Sep07 060927 477.00 478.00 474.00 475.75 -2.50 71 2,569 +51
Total Volume and Open Interest 2,480 45,724 +475
Oats(CBOT)
Dec06 060927 203.25 204.00 201.50 204.00 +1.75 521 11,031 +99
Mar07 060927 209.25 210.00 208.00 210.00 +1.75 58 753 +63
May07 060927 211.00 211.00 211.00 211.00 +0.50 5 39 +2
Jul07 060927 211.00 211.00 211.00 211.00 unch 20 82 +8
Total Volume and Open Interest 614 11,956 +177
Rough Rice(CBOT)
Nov06 060927 9.67 9.80 9.66 9.77 +0.11 252 6,837 -142
Jan07 060927 9.97 10.10 9.97 10.06 +0.09 159 3,042 +20
Mar07 060927 10.25 10.33 10.25 10.30 +0.07 12 2,016 +7
May07 060927 10.53 10.60 10.53 10.59 +0.10 0 1,032 +0
Total Volume and Open Interest 436 13,451 -117
Live Cattle(CME)
Oct06 060927 91.300 91.450 90.650 91.000 -0.150 7,419 43,066 -3,165
Dec06 060927 90.325 90.525 89.650 90.025 -0.250 10,484 111,003 +862
Feb07 060927 90.875 91.000 90.250 90.575 -0.300 4,322 32,472 +1,025
Apr07 060927 89.800 89.950 89.375 89.650 -0.250 1,585 18,786 +377
Jun07 060927 86.000 86.000 85.550 85.650 -0.350 807 9,207 +218
Aug07 060927 84.600 84.700 84.550 84.625 -0.225 415 3,093 +177
Total Volume and Open Interest 25,071 217,870 -480
Feeder Cattle(CME)
Sep06 060927 115.850 115.850 115.625 115.675 -0.175 319 2,246 -175
Oct06 060927 114.400 114.400 113.500 113.850 -0.725 1,071 7,532 -15
Nov06 060927 113.000 113.250 112.250 112.500 -0.775 863 9,622 +111
Jan07 060927 110.150 110.400 109.550 109.950 -0.650 226 4,557 +63
Mar07 060927 107.400 107.400 106.900 107.225 -0.175 100 1,626 -37
Apr07 060927 106.200 106.200 106.200 106.200 -0.500 5 233 -3
May07 060927 106.000 106.000 106.000 106.000 -0.500 14 211 +6
Total Volume and Open Interest 2,602 26,065 -47
Lean Hogs(CME)
Oct06 060927 61.850 62.500 61.725 62.150 unch 4,763 21,167 -1,126
Dec06 060927 59.600 60.125 59.300 59.625 -0.350 9,108 94,416 +355
Feb07 060927 60.700 61.250 60.500 61.100 -0.125 1,710 26,276 +155
Apr07 060927 61.700 62.150 61.300 61.975 unch 993 15,613 +69
May07 060927 65.300 65.875 65.300 65.875 -0.075 60 1,489 +10
Jun07 060927 65.950 66.425 65.725 66.300 +0.100 197 6,707 +81
Jul07 060927 63.900 64.475 63.900 64.275 +0.225 100 1,308 +58
Aug07 060927 61.500 61.750 61.500 61.750 -0.200 49 799 +28
Total Volume and Open Interest 17,022 168,220 -351
Pork Bellies(CME)
Feb07 060927 87.425 89.425 86.600 89.425 +3.000 284 830 -4
Mar07 060927 87.500 89.600 87.250 89.200 +2.300 36 50 +28
May07 060927 90.300 90.300 90.300 90.300 +1.500 11 9 +6
Jul07 060927 91.000 91.000 91.000 91.000 +1.250      
Aug07 060927 89.750 89.750 89.750 89.750 unch 0 1 +0
Total Volume and Open Interest 331 890 +30
Class III Milk(CME)
Sep06 060927 12.25 12.25 12.25 12.25 -0.01 43 3,936 -27
Oct06 060927 12.50 12.54 12.45 12.54 +0.01 152 4,441 +58
Nov06 060927 12.45 12.49 12.35 12.47 unch 98 3,989 +8
Dec06 060927 12.41 12.50 12.41 12.50 +0.03 54 3,812 -9
Jan07 060927 12.41 12.42 12.37 12.41 -0.01 26 1,884 +13
Total Volume and Open Interest 622 29,329 +132
Cocoa(NYBOT)
Dec06 060927 1496 1508 1492 1502 +13 3,664 70,462 +120
Mar07 060927 1534 1540 1527 1536 +12 1,177 27,454 -104
May07 060927 1559 1559 1559 1559 +12 206 13,286 +21
Jul07 060927 1582 1586 1573 1585 +12 3 5,778 +2
Sep07 060927 1610 1610 1610 1610 +12 105 11,815 +0
Dec07 060927 1635 1635 1635 1635 +12 11 8,392 -11
Mar08 060927 1662 1662 1662 1662 +12 25 1,226 +0
Total Volume and Open Interest 5,231 140,798 +68
Coffee "C"(NYBOT)
Dec06 060927 107.25 107.50 105.80 106.90 unch 11,145 77,226 -722
Mar07 060927 110.50 111.30 109.80 110.75 unch 1,961 15,127 +71
May07 060927 112.80 113.20 112.70 113.10 unch 185 3,526 -632
Jul07 060927 114.80 115.30 114.80 115.25 -0.05 595 2,338 -146
Sep07 060927 117.00 117.40 117.00 117.25 -0.05 822 1,558 +252
Dec07 060927 119.75 120.50 119.75 119.85 -0.05 1,282 3,175 +12
Total Volume and Open Interest 16,930 105,801 -798
Orange Juice(NYBOT)
Nov06 060927 168.05 169.70 167.35 168.60 +0.60 1,924 18,347 -987
Jan07 060927 169.95 171.00 169.10 170.50 +0.50 1,253 7,306 +80
Mar07 060927 171.00 171.70 171.00 171.00 +0.20 19 2,550 +11
May07 060927 171.00 171.00 171.00 171.00 +0.20 7 530 +2
Jul07 060927 171.00 171.00 171.00 171.00 +0.20 0 163 +0
Total Volume and Open Interest 3,203 29,005 -881
Sugar #11(NYBOT)
Oct06 060927 10.45 10.81 10.10 10.15 -0.04 26,282 53,085 -12,096
Mar07 060927 11.35 11.65 11.15 11.17 +0.06 43,097 253,718 -529
May07 060927 11.47 11.83 11.28 11.30 +0.06 8,888 57,165 -1,091
Jul07 060927 11.45 11.68 11.27 11.27 +0.06 2,925 41,338 -394
Oct07 060927 11.50 11.70 11.37 11.37 +0.09 3,179 32,903 +578
Total Volume and Open Interest 90,693 473,478 -12,081
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060927 21.50 21.50 21.25 21.33 -0.17 1,797 3,270 +818
Jan07 060927 21.10 21.10 20.85 20.85 -0.35 501 2,597 +128
Mar07 060927 20.85 20.85 20.80 20.83 -0.39 28 3,024 -24
May07 060927 20.95 20.95 20.95 20.95 -0.35 2 1,893 +0
Total Volume and Open Interest 2,337 13,646 +924
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060927 839 848 838 847 +10 2,254 83,500 +270
Mar07 060927 858 866 858 866 +11 1,022 49,136 +50
May07 060927 872 879 871 879 +10 236 19,866 -4
Jul07 060927 883 892 883 892 +11 482 13,559 -4
Sep07 060927 905 905 905 905 +10 14 10,702 -4
Dec07 060927 919 919 919 919 +10 0 13,129 +0
Total Volume and Open Interest 4,450 194,965 +750
London Coffee(LCE)
Sep06 060927 1699.00 1708.00 1637.00 1659.00 -24.00 182 3,279 -553
Nov06 060927 1507.00 1550.00 1507.00 1539.00 +34.00 8,222 67,208 -252
Jan07 060927 1462.00 1500.00 1457.00 1490.00 +37.00 3,834 39,004 +657
Mar07 060927 1434.00 1466.00 1427.00 1463.00 +40.00 1,523 22,734 +536
May07 060927 1430.00 1466.00 1430.00 1461.00 +41.00 145 4,612 +117
Jul07 060927 1435.00 1460.00 1435.00 1460.00 +38.00 51 1,780 -358
Total Volume and Open Interest 14,034 141,886 +179
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060927 368.50 380.00 363.50 363.50 -3.90 1,690 21,792 -86
Mar07 060927 336.00 347.80 333.00 334.50 -1.30 749 21,560 -383
May07 060927 336.00 341.00 329.40 330.00 -0.40 226 4,714 +13
Aug07 060927 332.00 338.80 324.50 324.50 -1.00 20 2,575 -15
Total Volume and Open Interest 2,788 53,382 -346
Cotton(NYBOT)
Oct06 060927 50.00 50.50 50.00 50.50 -0.05 53 423 -171
Dec06 060927 52.10 52.75 52.05 52.21 -0.29 8,079 124,259 -1,015
Mar07 060927 55.60 56.10 55.60 55.85 -0.12 3,294 37,891 +249
May07 060927 56.90 57.20 56.90 57.20 -0.13 211 4,449 -66
Jul07 060927 58.20 58.20 58.00 58.00 -0.43 637 4,569 +8
Oct07 060927 58.60 58.60 58.60 58.60 -0.43 0 66 +0
Total Volume and Open Interest 12,652 182,367 -830
Lumber(CME)
Nov06 060927 254.0 257.0 250.0 250.1 -5.4 442 4,938 +39
Jan07 060927 273.6 274.5 269.1 269.5 -5.5 157 1,284 +61
Mar07 060927 285.6 285.6 280.1 281.8 -4.5 19 163 +1
May07 060927 291.9 291.9 291.9 291.9 -5.6 0 27 +0
Total Volume and Open Interest 618 6,420 +101
Crude Oil(NYM)
Nov06 060927 61.45 63.05 60.10 62.96 +1.95 132,651 270,258 -3,437
Dec06 060927 62.35 63.95 61.20 63.86 +1.94 59,025 165,905 +5,540
Jan07 060927 62.90 64.70 62.15 64.63 +1.94 15,428 70,267 +445
Feb07 060927 63.90 65.28 62.65 65.28 +1.94 6,554 30,113 -809
Mar07 060927 64.45 65.83 63.95 65.83 +1.92 3,840 34,713 +377
Apr07 060927 64.45 66.31 64.00 66.31 +1.90 3,190 35,458 +670
May07 060927 65.55 66.71 65.50 66.71 +1.88 2,585 19,696 -843
Jun07 060927 65.85 67.03 65.15 67.03 +1.86 5,796 65,246 -339
Jul07 060927 65.80 67.31 65.80 67.31 +1.84 1,987 14,870 -872
Aug07 060927 67.54 67.54 67.54 67.54 +1.82 175 15,011 -15
Sep07 060927 67.72 67.72 67.72 67.72 +1.81 905 21,535 -365
Oct07 060927 67.85 67.85 67.85 67.85 +1.80 1,215 7,832 -375
Nov07 060927 67.95 67.95 67.95 67.95 +1.79 16 13,056 +10
Dec07 060927 66.55 68.01 66.55 68.01 +1.79 13,167 119,203 -3,576
Jan08 060927 68.03 68.03 68.03 68.03 +1.77 2,525 16,564 -361
Feb08 060927 68.02 68.02 68.02 68.02 +1.75 0 8,988 +0
Total Volume and Open Interest 262,600 1,148,838 -3,890
Heating Oil(NYM)
Oct06 060927 167.20 171.80 164.40 171.41 +5.63 28,745 16,205 -6,932
Nov06 060927 171.40 176.00 168.00 175.70 +5.70 30,405 76,823 +4,325
Dec06 060927 176.30 181.05 173.40 180.70 +5.72 9,966 31,115 +1,918
Jan07 060927 181.20 185.15 178.20 185.15 +5.52 3,806 21,736 +1,060
Feb07 060927 184.00 188.10 181.90 188.10 +5.37 758 16,505 -51
Mar07 060927 184.75 188.15 182.00 188.15 +5.27 327 9,918 +81
Apr07 060927 182.50 186.80 180.50 186.80 +5.12 160 9,197 +39
May07 060927 179.50 185.20 179.50 185.20 +4.97 80 3,248 +5
Jun07 060927 181.50 184.90 179.50 184.90 +4.87 862 17,089 +167
Jul07 060927 182.50 185.90 182.50 185.90 +4.82 202 1,832 -129
Aug07 060927 183.75 187.50 183.75 187.50 +4.82 13 2,026 -1
Sep07 060927 189.95 189.95 189.95 189.95 +4.82 22 2,320 +20
Total Volume and Open Interest 75,541 217,580 +519
Unleaded Gas(NYM)
Oct06 060927 151.25 154.50 146.00 153.99 +4.81 11,635 7,088 -3,231
Nov06 060927 153.25 156.90 148.85 156.25 +4.55 9,083 23,014 +1,031
Dec06 060927 155.50 158.90 151.00 158.90 +4.70 1,470 6,967 -284
Jan07 060927 155.50 161.80 155.50 161.80 +4.90 689 4,005 -63
Total Volume and Open Interest 22,877 41,074 -2,547
RBOB Gasoline(NYMEX)
Oct06 060927 152.25 155.75 148.25 155.60 +3.60 9,713 12,198 -2,063
Nov06 060927 155.15 158.75 151.50 158.00 +3.20 10,856 35,867 +2,024
Dec06 060927 158.20 161.50 154.60 158.50 +0.75 1,517 9,255 +343
Jan07 060927 158.50 159.50 158.50 159.50 -1.30 1,000 8,191 -46
Feb07 060927 164.45 164.45 164.45 164.45 -0.40 215 2,310 +95
Mar07 060927 164.75 166.75 164.75 166.75 +0.65 725 3,185 +74
Apr07 060927 185.65 185.65 185.65 185.65 +3.15 121 4,425 +26
May07 060927 188.45 188.45 188.45 188.45 +3.85 135 4,466 -12
Jun07 060927 190.50 190.50 190.50 190.50 +4.55 273 2,824 +91
Jul07 060927 185.00 185.00 185.00 185.00 -4.00 0 726 +0
Total Volume and Open Interest 24,757 87,082 +612
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060927 158.59 158.59 158.59 158.59 +4.45      
Dec06 060927 161.50 161.50 161.50 161.50 +4.00      
Jan07 060927 165.15 165.15 165.15 165.15 +4.35      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Oct06 060927 4.450 4.450 4.070 4.201 -0.325 52,771 29,266 -40,414
Nov06 060927 5.740 5.750 5.430 5.669 -0.136 26,516 115,144 +1,959
Dec06 060927 7.280 7.280 7.050 7.209 -0.111 7,426 56,758 +412
Jan07 060927 7.780 7.780 7.580 7.644 -0.166 3,747 53,783 +1,810
Feb07 060927 7.840 7.850 7.650 7.714 -0.156 1,723 29,916 -40
Mar07 060927 7.670 7.680 7.520 7.579 -0.126 2,922 91,016 +630
Apr07 060927 7.130 7.130 7.000 7.089 -0.036 2,602 70,639 +379
May07 060927 7.010 7.100 7.010 7.069 -0.026 808 27,822 +21
Jun07 060927 7.210 7.210 7.120 7.163 -0.028 248 16,010 +54
Jul07 060927 7.280 7.300 7.220 7.261 -0.029 105 11,667 +43
Aug07 060927 7.340 7.370 7.280 7.331 -0.026 580 13,186 -9
Sep07 060927 7.420 7.450 7.400 7.401 -0.029 57 11,020 -6
Oct07 060927 7.520 7.560 7.440 7.506 -0.034 789 31,524 +136
Nov07 060927 8.060 8.060 7.980 8.054 -0.036 163 19,534 +38
Dec07 060927 8.575 8.620 8.520 8.589 -0.036 2,336 34,758 -154
Jan08 060927 8.940 8.951 8.890 8.951 -0.039 1,120 34,497 -160
Total Volume and Open Interest 124,262 945,956 -24,175
Brent Crude Oil(ICE)
Nov06 060927 60.21 62.41 59.45 62.21 +2.09 82,775 100,991 -5,722
Dec06 060927 61.52 63.53 60.84 63.34 +1.94 47,313 116,765 +966
Jan07 060927 62.50 64.38 61.76 64.20 +1.87 15,213 43,702 +2,218
Feb07 060927 63.28 65.01 62.26 64.86 +1.81 4,230 29,668 -364
Mar07 060927 63.94 65.57 62.80 65.38 +1.76 4,474 19,317 +891
Apr07 060927 64.27 66.03 63.30 65.84 +1.72 2,397 17,438 -554
May07 060927 64.70 66.33 64.10 66.24 +1.69 2,176 14,686 -28
Jun07 060927 65.06 66.70 64.34 66.60 +1.69 4,564 26,490 -727
Jul07 060927 66.10 66.93 66.10 66.93 +1.69 2,135 4,415 +2,107
Aug07 060927 67.15 67.15 67.15 67.15 +1.67 0 1,517 +0
Sep07 060927 65.94 67.34 65.94 67.34 +1.66 450 2,317 +450
Oct07 060927 67.48 67.48 67.48 67.48 +1.67 0 477 +0
Nov07 060927 67.57 67.57 67.57 67.57 +1.66 300 8,651 +0
Dec07 060927 65.98 67.71 65.20 67.62 +1.64 6,979 38,476 -1,932
Total Volume and Open Interest 178,190 468,851 -3,592
Gas Oil(ICE)
Oct06 060927 536.75 552.00 532.25 534.00 -5.25 36,693 51,279 -1,735
Nov06 060927 542.50 557.25 537.50 539.00 -5.75 30,410 58,449 +3,743
Dec06 060927 549.25 563.50 545.00 546.25 -5.75 14,277 47,151 +1,752
Jan07 060927 557.50 568.75 553.00 553.75 -5.75 7,327 29,092 +48
Feb07 060927 564.50 578.00 560.75 561.00 -5.75 1,551 19,736 -112
Mar07 060927 570.75 584.00 567.00 567.25 -5.75 1,750 12,299 +821
Apr07 060927 575.00 577.75 570.75 570.75 -5.75 25 3,687 +0
May07 060927 573.00 573.00 573.00 573.00 -6.00 25 3,734 +0
Jun07 060927 581.00 585.25 574.50 575.50 -6.50 1,057 18,634 -726
Jul07 060927 580.50 580.50 580.50 580.50 -6.50 0 1,849 +0
Total Volume and Open Interest 94,038 280,490 +3,713
US Dollar Index(NYBOT)
Dec06 060927 85.41 85.54 85.25 85.32 unch 3,642 17,498 -218
Mar07 060927 85.01 85.01 85.01 85.01 +0.01 6 2,030 +1
Jun07 060927 84.71 84.71 84.71 84.71 +0.02 0 15 +0
Total Volume and Open Interest 3,648 19,545 -217
Australian Dollar(CME)
Dec06 060927 74.86 74.97 74.58 74.97 -0.22 2,303 56,963 +1,289
Mar07 060927 74.81 74.81 74.81 74.81 -0.22 0 262 +1
Jun07 060927 74.67 74.67 74.67 74.67 -0.22 0 102 +0
Total Volume and Open Interest 2,303 57,337 +1,290
British Pound(CME)
Dec06 060927 189.13 189.13 188.69 189.07 -0.76 3,045 121,867 -1,267
Mar07 060927 189.15 189.15 189.15 189.15 -0.76 0 243 +0
Jun07 060927 189.11 189.11 189.11 189.11 -0.76 0 11 +0
Total Volume and Open Interest 3,045 122,122 -1,267
Canadian Dollar(CME)
Dec06 060927 90.00 90.40 89.80 90.30 +0.25 3,885 92,432 +605
Mar07 060927 90.15 90.56 90.15 90.56 +0.25 2 1,210 +5
Jun07 060927 90.83 90.83 90.83 90.83 +0.25 12 297 +8
Sep07 060927 91.10 91.10 91.10 91.10 +0.25 0 178 +0
Total Volume and Open Interest 3,899 94,128 +618
Japanese Yen(CME)
Dec06 060927 86.16 86.35 85.90 86.10 -0.28 5,619 207,674 +7,552
Mar07 060927 87.15 87.15 87.15 87.15 -0.29 0 13,471 -14
Jun07 060927 88.15 88.15 88.15 88.15 -0.29 0 6 +0
Total Volume and Open Interest 5,619 221,240 +7,538
Swiss Franc(CME)
Dec06 060927 80.95 81.05 80.81 81.03 -0.14 2,651 69,777 -467
Mar07 060927 81.71 81.71 81.71 81.71 -0.15 0 119 +0
Jun07 060927 82.40 82.40 82.40 82.40 -0.15 0 32 +0
Total Volume and Open Interest 2,651 69,977 -468
EuroFX(CME)
Dec06 060927 127.40 127.73 127.37 127.63 +0.06 9,034 136,073 -2,054
Mar07 060927 128.16 128.16 128.16 128.16 +0.06 2 742 +0
Jun07 060927 128.62 128.62 128.62 128.62 +0.06 0 66 +0
Total Volume and Open Interest 9,038 136,955 -2,057
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060927 4.9 6.4 0.4 3.8 +1.1 2,853 52,626 -3,800
Total Volume and Open Interest 2,881 54,570 -3,820
30-Year T-Bonds(CBOT)
Dec06 060927 112~26 113~09 112~19 112~24 -0~04 395,618 756,563 -1,732
Mar07 060927 112~25 113~02 112~19 112~22 -0~03 630 1,504 +336
Jun07 060927 112~20 112~20 112~20 112~20 -0~03 2 18 +0
Total Volume and Open Interest 396,250 758,085 -1,396
10-Year T-Notes(CBOT)
Dec06 060927 108~120 108~225 108~080 108~110 -0~015 1,161,447 2,174,360 -60,780
Mar07 060927 108~180 108~235 108~115 108~120 -0~015 15,557 35,107 +11,136
Total Volume and Open Interest 1,177,004 2,209,468 -49,644
5-Year T-Notes(CBOT)
Dec06 060927 105~240 105~290 105~200 105~215 unch 528,524 0 +0
Mar07 060927 105~230 105~230 105~230 105~230 +0~005      
Total Volume and Open Interest 528,843    
2 Year T-Notes(CBOT)
Dec06 060927 102~042 102~050 102~037 102~038 +0~001 1,196 677,532 -3,447
Total Volume and Open Interest 1,196 679,811 -3,542
Eurodollars(CME)
Dec06 060927 94.690 94.715 94.675 94.680 -0.005 47,424 1,627,386 +3,080
Mar07 060927 94.860 94.895 94.835 94.845 unch 32,763 1,369,223 +6,004
Jun07 060927 95.030 95.070 95.005 95.015 +0.005 32,856 1,090,078 +19,818
Sep07 060927 95.170 95.220 95.145 95.155 +0.005 25,306 924,927 -18,092
Dec07 060927 95.260 95.295 95.235 95.240 +0.005 34,409 1,019,626 +28,627
Mar08 060927 95.290 95.325 95.260 95.270 +0.005 30,904 716,823 +4,020
Jun08 060927 95.285 95.320 95.250 95.260 unch 18,665 489,662 -4,803
Sep08 060927 95.270 95.305 95.235 95.240 -0.005 17,260 351,112 +12,963
Dec08 060927 95.230 95.255 95.200 95.200 -0.010 8,215 324,140 -2,864
Mar09 060927 95.225 95.225 95.170 95.170 -0.010 7,268 320,395 +6,010
Jun09 060927 95.185 95.185 95.120 95.130 -0.010 4,844 216,531 +758
Sep09 060927 95.150 95.150 95.095 95.095 -0.010 9,803 148,467 +3,747
Dec09 060927 95.085 95.110 95.050 95.050 -0.010 5,907 125,114 +2,234
Mar10 060927 95.060 95.085 95.025 95.025 -0.010 6,167 105,517 +1,075
Jun10 060927 95.025 95.050 94.985 94.990 -0.010 5,072 104,076 -180
Sep10 060927 94.995 95.020 94.960 94.960 -0.010 4,821 98,825 -482
Dec10 060927 94.975 94.975 94.910 94.920 -0.010 3,833 88,512 +958
Mar11 060927 94.960 94.960 94.895 94.905 -0.010 3,556 57,450 +628
Total Volume and Open Interest 306,287 9,430,985 +61,795
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060927 99.49 99.49 99.49 99.49 -0.01 1,295 20,091 -255
Mar07 060927 99.38 99.38 99.37 99.37 -0.03 240 11,824 -103
Jun07 060927 99.29 99.29 99.28 99.28 -0.03 334 8,316 -105
Sep07 060927 99.19 99.19 99.18 99.18 -0.04 469 2,349 -210
Dec07 060927 99.09 99.09 99.09 99.09 -0.03 23 6,082 -1
Mar08 060927 99.00 99.00 99.00 99.00 -0.03 25 3,128 +25
Jun08 060927 98.91 98.91 98.91 98.91 -0.04 0 309 -6
Sep08 060927 98.83 98.83 98.83 98.83 -0.03 0 1 -6
Dec08 060927 98.72 98.72 98.72 98.72 -0.02 0 4 +0
Total Volume and Open Interest 2,386 52,104 -661
3-Mth Euro-Yen(SIMEX)
Dec06 060927 99.48 99.48 99.48 99.48 -0.02 3,000 92,269 -2,085
Mar07 060927 99.38 99.38 99.38 99.38 -0.02 0 71,510 -1,723
Jun07 060927 99.28 99.28 99.28 99.28 -0.03 0 38,400 -478
Sep07 060927 99.19 99.19 99.19 99.19 -0.03 0 26,608 -323
Dec07 060927 99.10 99.10 99.10 99.10 -0.03 0 40,626 -158
Mar08 060927 99.01 99.01 99.01 99.01 -0.04 0 24,803 +210
Jun08 060927 98.91 98.91 98.91 98.91 -0.04 0 4,295 +189
Sep08 060927 98.82 98.82 98.82 98.82 -0.04 0 167 +104
Total Volume and Open Interest 3,000 300,211 -4,264
German Euro-Bund(EUREX)
Dec06 060927 118.40 118.70 118.24 118.40 -0.16 1,258,792 1,587,148 +51,350
Mar07 060927 118.56 118.83 118.46 118.60 -0.16 280 2,926 +9
Jun07 060927 117.97 117.97 117.97 117.97 -0.16      
Total Volume and Open Interest 1,259,072 1,590,074 +51,359
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060927 110.39 110.39 110.39 110.39 -0.10 6 5 +5
Jun07 060927 108.66 108.66 108.66 108.66 -0.10      
Total Volume and Open Interest 624,207 995,286 +16,943
Long Gilt(LIFFE)
Sep06 060927 110~16 110~16 110~15 110~16 -0~04 5,549 13,560 -3,579
Dec06 060927 110~11 110~19 110~10 110~13 -0~02 79,682 256,361 +598
Total Volume and Open Interest 85,231 269,921 -2,981
3-Mth Short Sterling(LIFFE)
Dec06 060927 94.75 94.75 94.75 94.75 +0.01 47,651 421,443 +3,764
Mar07 060927 94.73 94.73 94.73 94.73 +0.03 72,555 449,042 -785
Jun07 060927 94.78 94.78 94.78 94.78 +0.05 58,871 374,147 -9,990
Total Volume and Open Interest 378,222 2,067,269 -34,193
3-Mth Euribor(LIFFE)
Dec06 060927 96.350 96.350 96.315 96.335 -0.020 280,574 737,350 -1,318
Mar07 060927 96.280 96.290 96.235 96.260 -0.025 381,368 630,866 -14,959
Jun07 060927 96.280 96.300 96.235 96.260 -0.030 328,590 547,135 -28,301
Total Volume and Open Interest 1,652,128 3,458,595 +10,016
3-Mth Aus T-Bills(SFE)
Dec06 060927 93.77 93.77 93.76 93.77 -0.01 11,869 178,130 -28,930
Mar07 060927 93.76 93.78 93.75 93.76 -0.03 29,400 232,819 -16,784
Jun07 060927 93.77 93.78 93.75 93.77 -0.03 5,160 75,062 -1,702
Sep07 060927 93.81 93.81 93.79 93.81 -0.04 1,303 37,220 +801
Dec07 060927 93.85 93.85 93.84 93.85 -0.03 350 30,887 -1,826
Mar08 060927 93.87 93.87 93.86 93.87 -0.04 25 15,052 -114
Jun08 060927 93.88 93.88 93.88 93.88 -0.04 150 14,534 +50
Sep08 060927 93.88 93.88 93.88 93.88 -0.04 3 5,000 -141
Dec08 060927 93.89 93.89 93.88 93.89 -0.03 251 1,658 +271
Mar09 060927 93.89 93.89 93.89 93.89 -0.03 0 1,703 +0
Total Volume and Open Interest 48,511 593,037 -48,375
10-Year Aus T-Bonds(SFE)
Dec06 060927 94.49 94.50 94.49 94.50 -0.04 24,436 386,364 -1,208
Mar07 060927 94.50 94.50 94.50 94.50 -0.04      
Total Volume and Open Interest 24,436 386,364 -1,208
3-Year Aus T-Bonds(SFE)
Dec06 060927 94.29 94.32 94.29 94.31 -0.03 68,846 461,644 -3,645
Mar07 060927 94.31 94.31 94.31 94.31 -0.03      
Total Volume and Open Interest 68,846 461,644 -3,645
Gold(CMX)
Oct06 060927 594.2 598.5 591.0 597.6 +6.0 6,352 14,130 +236
Dec06 060927 600.0 604.8 597.0 603.3 +6.2 30,986 191,794 -509
Feb07 060927 605.8 610.0 603.0 609.2 +6.3 203 26,703 +47
Apr07 060927 613.0 614.9 613.0 614.9 +6.4 69 3,517 +59
Jun07 060927 618.0 620.5 618.0 620.5 +6.5 72 22,198 +5
Aug07 060927 626.0 626.0 626.0 626.0 +6.6 10 1,676 +0
Oct07 060927 631.4 631.4 631.4 631.4 +6.7 250 9,762 +250
Dec07 060927 635.5 636.9 634.0 636.9 +6.8 579 30,914 +452
Feb08 060927 642.2 642.2 642.2 642.2 +6.9 200 2,000 +200
Apr08 060927 647.6 647.6 647.6 647.6 +7.0 50 820 +50
Jun08 060927 652.9 652.9 652.9 652.9 +7.1 300 2,524 +275
Total Volume and Open Interest 39,471 322,937 +1,265
Silver(CMX)
Sep06 060927 1161.0 1161.0 1160.0 1160.0 +20.5 54 103 +29
Dec06 060927 1173.0 1182.0 1154.0 1170.0 +20.5 12,684 62,384 -810
Mar07 060927 1193.0 1193.0 1175.0 1184.7 +20.7 1,490 13,660 +181
May07 060927 1192.9 1192.9 1192.9 1192.9 +20.9 356 3,886 +330
Jul07 060927 1225.0 1225.0 1201.0 1201.0 +21.4 4 8,490 +1
Sep07 060927 1204.0 1204.0 1204.0 1204.0 +21.4 0 1,744 +0
Dec07 060927 1208.5 1208.5 1208.5 1208.5 +21.4 51 4,620 +31
Total Volume and Open Interest 14,660 100,272 -242
Platinum(NYM)
Oct06 060927 1140.0 1142.0 1136.2 1139.0 +7.4 2,386 2,907 -1,156
Jan07 060927 1148.0 1154.0 1142.0 1147.0 +3.9 2,341 5,535 +1,068
Apr07 060927 1160.0 1160.0 1152.0 1152.0 +3.9 0 3 +0
Jul07 060927 501.6 501.6 501.6 501.6 +3.9 0 6 +0
Total Volume and Open Interest 4,727 8,451 -88
Palladium(NYME)
Dec06 060927 323.00 325.00 315.00 320.00 +1.35 844 10,820 +138
Mar07 060927 325.30 325.30 325.30 325.30 +1.35 0 29 +0
Jun07 060927 330.80 330.80 330.80 330.80 +1.35 0 33 +0
Total Volume and Open Interest 846 10,884 +138
Copper(CMX)
Sep06 060927 350.00 350.00 345.00 347.55 +1.20 383 889 -272
Dec06 060927 351.00 352.10 344.50 348.70 +2.10 7,248 48,358 -132
Mar07 060927 346.05 347.00 341.50 344.55 +2.05 683 4,502 -417
May07 060927 340.00 341.00 339.30 339.30 +2.05 141 1,146 +15
Jul07 060927 332.70 332.70 332.70 332.70 +0.95 160 1,042 +80
Total Volume and Open Interest 10,037 67,977 -295
Aluminum(CMX)
Sep06 060927 115.30 115.30 115.30 115.30 +1.00 2 4 +0
Oct06 060927 116.00 116.00 116.00 116.00 +1.00 34 450 -35
Nov06 060927 116.45 116.45 116.45 116.45 +0.75 34 64 +19
Dec06 060927 117.00 119.00 117.00 117.00 +0.50 2 587 +0
Jan07 060927 116.70 116.70 116.70 116.70 +0.45 0 10 +0
Feb07 060927 116.15 116.15 116.15 116.15 +0.45      
Total Volume and Open Interest 73 1,159 -14
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060927 11760 11790 11724 11774 +26 5,936 55,767 +418
Mar07 060927 11830 11855 11830 11855 +23 1 55 +46
Jun07 060927 11944 11944 11944 11944 +26      
Total Volume and Open Interest 5,937 55,822 +464
S & P 500(CME)
Dec06 060927 1345.30 1350.20 1343.20 1347.70 +1.00 31,902 589,963 +1,225
Mar07 060927 1361.00 1361.00 1357.50 1358.70 +1.00 40 1,895 +39
Jun07 060927 1369.70 1369.70 1369.70 1369.70 +1.00 0 4,358 +0
Sep07 060927 1381.50 1381.50 1381.50 1381.50 +1.00 0 1,323 -5
Total Volume and Open Interest 31,942 597,825 +1,259
S & P 500 E-Mini(Globex)
Dec06 060927 1346.50 1350.25 1343.00 1347.75 +1.00 1,150,143 1,427,042 +47,162
Mar07 060927 1357.00 1361.00 1354.50 1358.75 +1.00 798 1,157 +348
Total Volume and Open Interest 1,150,941 1,428,199 +47,510
NASDAQ 100(CME)
Dec06 060927 1673.50 1682.50 1664.00 1677.30 +3.80 4,578 47,310 -441
Mar07 060927 1697.30 1697.30 1697.30 1697.30 +3.80 0 1 +0
Jun07 060927 1716.30 1716.30 1716.30 1716.30 +3.80      
Total Volume and Open Interest 4,578 47,311 -441
NASDAQ 100 E-Mini(Globex)
Dec06 060927 1673.80 1683.30 1664.30 1677.30 +3.80 326,748 430,297 -1,081
Mar07 060927 1697.30 1702.80 1688.30 1697.30 +3.80 26 119 -4
Total Volume and Open Interest 326,774 430,416 -1,085
S & P Midcap 400(CME)
Dec06 060927 760.50 766.50 760.50 766.20 +4.10 187 7,710 -135
Mar07 060927 773.20 773.20 773.20 773.20 +4.10      
Jun07 060927 780.20 780.20 780.20 780.20 +4.10      
Total Volume and Open Interest 187 7,710 -135
Russell 2000(CME)
Dec06 060927 733.00 740.10 733.00 740.10 +5.20 845 33,375 -502
Mar07 060927 746.60 746.60 746.60 746.60 +5.20 0 34 +0
Jun07 060927 753.10 753.10 753.10 753.10 +5.20      
Total Volume and Open Interest 845 33,409 -502
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060927 735.00 740.80 731.60 740.10 +5.20 179,914 420,144 +2,266
Mar07 060927 739.30 746.60 739.30 746.60 +5.20 16 154 +1
Total Volume and Open Interest 179,930 420,298 +2,267
Value Line(KCBT)
Dec06 060927 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 060927 15920 16035 15875 15980 +270      
Mar07 060927 16005 16005 16005 16005 +270      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060927 15720 15955 15700 15920 +340 48,040 220,519 +1,893
Mar07 060927 15970 15970 15970 15970 +400 0 10 +0
Jun07 060927 15910 15910 15910 15910 +395 0 1 +0
Total Volume and Open Interest 48,076 220,674 +1,892
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060927 5250.5 5265.5 5219.0 5249.0 +21.0 81,806 474,398 +14,469
Nov06 060927 5272.0 5274.0 5235.5 5261.5 +21.0 479 2,447 +341
Total Volume and Open Interest 82,638 544,384 +15,045
Hang Seng Index(HKFE)
Sep06 060927 17490 17571 17387 17558 +218 64,245 121,838 -12,188
Oct06 060927 17550 17625 17407 17624 +233 31,497 37,718 +26,721
Total Volume and Open Interest 95,910 161,458 +14,653
DAX(EUREX)
Dec06 060927 6028.0 6045.0 5999.0 6032.0 +23.5 142,338 188,767 +4,186
Mar07 060927 6085.0 6099.5 6056.5 6087.0 +24.0 291 6,249 +34
Jun07 060927 6146.0 6155.5 6122.5 6144.5 +25.0 131 1,322 +63
Total Volume and Open Interest 142,760 196,338 +4,283
FT-SE 100(EURONEXT)
Dec06 060927 5921.50 5976.50 5920.00 5954.00 +52.00 73,574 481,399 -3,177
Mar07 060927 5973.00 5982.50 5951.50 5971.00 +52.50 23 2,434 -6
Jun07 060927 5981.50 5981.50 5981.50 5981.50 +46.50 0 1,750 +0
Total Volume and Open Interest 73,597 486,083 -3,183
SPI 200(SFE)
Sep06 060921 5013.0 5021.0 5005.0 5020.0 +30.0 73,432 134,890 -115,862
Dec06 060927 5060.0 5112.0 5055.0 5100.0 +104.0 12,853 259,939 +4,216
Mar07 060927 5040.0 5113.0 5040.0 5107.0 +103.0 49 2,882 +112
Total Volume and Open Interest 13,962 267,443 +4,705
GSCI(CME)
Oct06 060927 421.20 426.50 414.60 426.50 +7.90 372 19,274 -728
Nov06 060927 429.00 438.00 429.00 438.00 +6.75      
Dec06 060927 446.00 446.00 446.00 446.00 +8.00      
Total Volume and Open Interest 372 19,274 -728
Reuters CRB Index(NYBOT)
Nov06 060927 370.00 372.50 370.00 372.50 +2.25 15 370 +4
Jan07 060927 376.50 376.50 376.50 376.50 +4.25 0 406 +0
Feb07 060927 376.50 376.50 376.50 376.50 +4.25 1 12 -1
Total Volume and Open Interest 16 937 +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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