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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 29, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060929 554.00 554.50 545.50 547.50 -5.25 42,159 230,718 -1,656
Jan07 060929 568.00 568.50 559.50 562.25 -4.50 8,264 58,802 +2,152
Mar07 060929 579.50 579.50 571.00 573.00 -4.50 3,348 20,340 +746
May07 060929 588.00 588.00 580.00 583.50 -3.50 612 16,516 +187
Jul07 060929 598.00 598.00 590.00 593.50 -3.50 1,094 16,671 -53
Aug07 060929 597.50 597.50 597.50 597.50 -4.50 5 232 +0
Sep07 060929 601.00 601.00 601.00 601.00 -6.00 3 24 +2
Total Volume and Open Interest 57,458 369,361 +1,177
Soybean Meal(CBOT)
Oct06 060929 163.00 164.10 161.70 161.90 -0.20 8,072 10,781 -4,067
Dec06 060929 164.40 165.50 162.80 163.50 +0.30 20,905 107,836 -624
Jan07 060929 165.50 166.50 164.30 164.40 -0.10 1,905 20,506 -216
Mar07 060929 168.00 168.80 166.70 167.00 +0.20 1,412 18,849 +400
May07 060929 170.00 171.00 168.80 168.80 -0.40 2,374 22,898 +1,169
Jul07 060929 171.80 173.20 171.10 171.90 +0.30 1,372 21,748 +213
Aug07 060929 173.50 175.00 172.60 173.30 +1.00 347 4,831 +98
Sep07 060929 174.80 176.00 174.00 174.50 +0.80 96 2,953 +45
Total Volume and Open Interest 37,122 218,101 -2,834
Soybean Oil(CBOT)
Oct06 060929 24.18 24.20 23.58 23.77 -0.16 7,068 6,537 -3,330
Dec06 060929 24.55 24.58 23.98 24.24 -0.13 20,167 132,539 +966
Jan07 060929 24.85 24.85 24.38 24.64 -0.11 2,960 24,338 +1,287
Mar07 060929 25.25 25.25 24.70 25.05 -0.09 787 16,500 +342
May07 060929 25.65 25.65 25.13 25.45 -0.07 332 22,887 +61
Jul07 060929 26.00 26.00 25.58 25.82 -0.08 242 17,354 +149
Aug07 060929 26.15 26.15 25.75 25.96 -0.07 101 3,210 -99
Sep07 060929 26.30 26.30 26.08 26.08 -0.07 3 2,019 +0
Total Volume and Open Interest 32,266 249,334 -413
Canola(WCE)
Nov06 060929 301.8 302.7 298.2 300.1 -0.9 3,849 39,676 -2,398
Jan07 060929 308.6 310.9 306.5 308.0 -1.7 1,339 24,390 +823
Mar07 060929 319.0 319.0 315.2 315.8 -1.4 40 2,535 -6
May07 060929 322.0 325.0 322.0 323.2 -0.5 10 1,394 -5
Jul07 060929 333.1 333.1 328.0 329.3 +0.1 0 3,793 -36
Total Volume and Open Interest 5,239 77,908 -1,657
Corn(CBOT)
Dec06 060929 265.50 267.75 261.50 262.50 -1.75 83,332 641,402 -5,343
Mar07 060929 278.50 280.00 274.25 275.25 -2.25 20,477 205,045 +2,321
May07 060929 285.50 287.50 281.75 282.75 -2.50 3,242 44,695 +893
Jul07 060929 292.00 295.00 289.50 290.75 -1.25 9,093 128,738 +2,018
Sep07 060929 296.00 299.00 294.00 295.00 -1.50 562 17,552 +236
Dec07 060929 304.00 306.50 300.75 302.50 -1.25 16,322 165,968 +1,822
Total Volume and Open Interest 136,837 1,299,113 +2,322
Wheat(CBOT)
Dec06 060929 451.00 453.00 441.00 443.00 -2.50 64,087 262,467 +4,249
Mar07 060929 464.00 467.00 456.00 458.00 -1.00 28,106 70,354 +7,185
May07 060929 462.00 467.00 460.00 460.00 -2.00 600 4,394 +422
Jul07 060929 465.00 466.50 459.00 460.00 -4.50 30,266 88,117 +5,582
Sep07 060929 463.00 470.00 461.00 465.00 -7.00 1,072 1,586 +653
Total Volume and Open Interest 136,556 489,984 +21,268
Wheat(KCBT)
Dec06 060929 497.00 499.00 489.00 496.00 +0.50 15,254 82,290 +594
Mar07 060929 506.00 507.50 498.00 502.25 -2.25 2,951 22,116 +207
May07 060929 504.00 504.00 497.00 500.00 +3.00 9 872 +9
Jul07 060929 478.50 483.50 475.50 479.00 -0.25 3,764 38,754 +874
Sep07 060929 482.00 486.00 479.00 485.00 unch 154 1,965 +116
Total Volume and Open Interest 22,410 156,147 +2,030
Wheat(MGE)
Dec06 060929 475.00 476.00 467.50 468.75 -4.00 5,450 26,045 +3
Mar07 060929 489.00 489.00 481.00 485.50 +0.50 1,028 8,521 -123
May07 060929 492.00 493.50 487.00 487.00 -4.00 200 1,521 -51
Jul07 060929 494.00 496.00 491.00 495.00 -2.00 38 1,083 +19
Sep07 060929 479.00 485.00 476.00 484.50 +3.50 200 2,706 +104
Total Volume and Open Interest 7,325 46,103 +134
Oats(CBOT)
Dec06 060929 206.00 210.00 205.75 206.25 -0.25 1,107 10,662 -446
Mar07 060929 213.25 216.00 213.00 213.00 unch 165 843 +75
May07 060929 215.00 215.00 215.00 215.00 +1.50 0 34 +0
Jul07 060929 212.00 214.00 212.00 214.00 +1.50 1 85 +1
Total Volume and Open Interest 1,282 11,674 -371
Rough Rice(CBOT)
Nov06 060929 9.68 9.88 9.63 9.66 unch 169 6,754 -142
Jan07 060929 10.00 10.18 9.90 9.95 -0.02 53 3,295 +92
Mar07 060929 10.27 10.43 10.15 10.20 -0.02 17 2,037 -5
May07 060929 10.58 10.63 10.40 10.40 -0.10 3 1,049 +8
Total Volume and Open Interest 328 13,738 +12
Live Cattle(CME)
Oct06 060929 91.125 91.150 90.100 90.650 -0.025 6,300 40,312 -1,183
Dec06 060929 90.150 90.175 89.300 89.850 +0.075 9,786 113,225 +1,178
Feb07 060929 90.450 90.800 90.050 90.650 +0.200 3,572 33,834 +722
Apr07 060929 89.750 89.950 89.125 89.850 +0.275 1,655 19,051 +204
Jun07 060929 85.600 85.750 85.200 85.575 +0.025 508 9,737 +167
Aug07 060929 84.550 84.850 84.325 84.825 +0.100 927 3,832 +391
Total Volume and Open Interest 22,764 220,252 +1,490
Feeder Cattle(CME)
Oct06 060929 112.900 113.200 112.450 112.900 -0.325 1,498 7,063 -234
Nov06 060929 110.900 111.225 110.650 110.850 -0.675 1,605 10,239 +456
Jan07 060929 108.400 108.550 108.000 108.450 -0.525 529 4,832 +181
Mar07 060929 105.800 106.050 105.600 105.950 -0.425 113 1,607 -13
Apr07 060929 105.250 105.600 105.150 105.400 -0.350 0 233 +0
May07 060929 105.000 105.350 105.000 105.150 -0.350 9 215 +1
Aug07 060929 106.800 107.050 106.800 107.050 -0.200 4 36 -2
Total Volume and Open Interest 4,038 26,072 +161
Lean Hogs(CME)
Oct06 060929 62.750 63.750 62.600 63.625 +1.075 4,979 19,551 -716
Dec06 060929 60.150 60.900 60.000 60.850 +0.800 9,339 94,856 +183
Feb07 060929 61.500 62.000 61.250 61.900 +0.500 2,146 26,700 -163
Apr07 060929 62.250 62.900 61.900 62.700 +0.475 1,322 16,116 +296
May07 060929 66.300 66.300 65.900 66.175 unch 136 1,568 +67
Jun07 060929 66.500 67.300 66.400 67.300 +0.875 251 6,760 +87
Jul07 060929 64.550 65.250 64.500 65.150 +0.650 48 1,340 +23
Aug07 060929 61.650 62.500 61.650 62.500 +0.550 31 837 +23
Total Volume and Open Interest 18,268 168,167 -202
Pork Bellies(CME)
Feb07 060929 90.300 92.650 90.200 92.025 +1.625 513 848 +59
Mar07 060929 92.200 92.200 91.375 91.375 +1.475 0 54 +0
May07 060929 93.000 93.000 93.000 93.000 +2.300 0 9 +0
Jul07 060929 91.700 91.700 91.700 91.700 unch      
Aug07 060929 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 513 912 +59
Class III Milk(CME)
Sep06 060929 12.29 12.29 12.29 12.29 +0.04 17 3,934 +1
Oct06 060929 12.60 12.63 12.55 12.60 +0.05 96 4,398 -37
Nov06 060929 12.60 12.62 12.55 12.55 +0.05 34 4,005 +14
Dec06 060929 12.60 12.62 12.55 12.56 +0.03 35 3,848 +27
Jan07 060929 12.45 12.45 12.43 12.44 unch 43 1,939 +29
Total Volume and Open Interest 552 29,666 +242
Cocoa(NYBOT)
Dec06 060929 1475 1479 1449 1472 +5 6,702 70,101 -66
Mar07 060929 1508 1510 1482 1504 +3 1,414 27,947 +124
May07 060929 1529 1529 1511 1527 +3 171 13,358 +72
Jul07 060929 1555 1555 1537 1553 +3 66 5,993 -25
Sep07 060929 1577 1577 1577 1577 +3 79 11,793 -22
Dec07 060929 1600 1600 1600 1600 +1 121 8,467 +5
Mar08 060929 1629 1629 1629 1629 +3 40 1,226 +0
Total Volume and Open Interest 8,593 141,270 +88
Coffee "C"(NYBOT)
Dec06 060929 107.75 108.60 106.60 107.65 +0.15 6,281 76,821 +21
Mar07 060929 111.35 112.50 110.50 111.50 +0.15 678 15,434 +187
May07 060929 113.90 115.00 113.60 113.80 +0.10 12 4,113 -1
Jul07 060929 115.90 116.30 115.50 115.95 +0.10 169 2,337 +24
Sep07 060929 118.00 118.50 117.95 117.95 +0.10 234 1,626 +49
Dec07 060929 121.50 121.50 120.00 120.25 -0.10 350 2,428 +39
Total Volume and Open Interest 8,019 106,571 +544
Orange Juice(NYBOT)
Nov06 060929 170.00 171.20 169.25 170.30 +0.55 1,564 17,839 -116
Jan07 060929 171.50 172.50 171.15 172.45 +0.65 745 7,943 +340
Mar07 060929 172.00 172.50 172.00 172.45 +0.25 92 2,629 +64
May07 060929 172.00 172.45 172.00 172.45 +0.25 0 541 +0
Jul07 060929 172.45 172.45 172.45 172.45 +0.25 0 163 +0
Total Volume and Open Interest 2,401 29,211 +288
Sugar #11(NYBOT)
Oct06 060929 10.55 11.20 10.30 10.85 +0.30 21,667 29,496 -10,740
Mar07 060929 11.48 11.90 11.42 11.75 +0.20 39,311 251,702 +2,106
May07 060929 11.65 11.95 11.58 11.85 +0.19 6,624 57,158 -463
Jul07 060929 11.64 11.98 11.63 11.83 +0.19 2,658 41,926 +55
Oct07 060929 11.76 12.10 11.74 11.98 +0.24 1,667 33,345 +316
Total Volume and Open Interest 74,063 449,753 -8,099
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060929 20.90 21.25 20.90 21.25 +0.35 74 1,914 +1,914
Jan07 060929 21.05 21.05 20.80 20.93 +0.23 26 2,747 +2,747
Mar07 060929 20.70 20.85 20.70 20.85 +0.16 22 3,046 +3,046
May07 060929 21.00 21.00 21.00 21.00 +0.25 30 1,902 +1,902
Total Volume and Open Interest 198 12,513 +12,513
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060929 838 854 833 849 +12 4,613 84,421 +242
Mar07 060929 852 865 848 863 +12 1,727 49,102 +246
May07 060929 867 879 862 876 +12 553 20,739 +358
Jul07 060929 880 888 879 888 +11 78 13,684 -3
Sep07 060929 893 902 893 902 +12 5 10,702 +0
Dec07 060929 910 915 908 915 +11 50 13,154 +25
Total Volume and Open Interest 7,051 196,950 +868
London Coffee(LCE)
Sep06 060929 1670.00 1701.00 1558.00 1688.00 unch 836 1,978 -595
Nov06 060929 1546.00 1579.00 1534.00 1538.00 -5.00 7,571 68,448 -956
Jan07 060929 1505.00 1537.00 1475.00 1488.00 -9.00 3,115 39,734 -178
Mar07 060929 1465.00 1501.00 1451.00 1455.00 -9.00 1,104 23,749 +209
May07 060929 1467.00 1493.00 1457.00 1457.00 -9.00 291 4,554 -40
Jul07 060929 1461.00 1475.00 1453.00 1453.00 -9.00 6 1,859 +3
Total Volume and Open Interest 12,985 144,124 -1,519
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060929 372.00 379.00 369.50 377.90 +7.90 2,653 22,220 +290
Mar07 060929 344.20 352.00 343.50 351.00 +8.50 1,995 21,773 +221
May07 060929 340.10 348.00 338.60 346.20 +9.20 476 4,641 +7
Aug07 060929 337.00 339.90 334.00 339.90 +7.90 98 2,679 -60
Total Volume and Open Interest 5,370 54,203 +587
Cotton(NYBOT)
Oct06 060929 49.75 49.75 49.10 49.30 -0.70 13 364 -23
Dec06 060929 51.35 51.40 50.00 50.45 -0.96 12,377 123,806 +239
Mar07 060929 55.05 55.05 53.70 53.89 -1.17 4,347 37,331 -92
May07 060929 56.25 56.28 55.15 55.20 -1.17 891 4,705 +264
Jul07 060929 57.00 57.00 56.00 56.20 -1.10 344 4,788 +11
Oct07 060929 57.00 57.00 57.00 57.00 -1.00 0 66 +0
Total Volume and Open Interest 18,436 181,715 +457
Lumber(CME)
Nov06 060929 242.2 245.2 240.6 240.6 -0.9 1,250 4,863 +34
Jan07 060929 262.1 263.5 259.1 262.0 -2.0 427 1,419 +87
Mar07 060929 272.4 273.5 268.0 273.5 -1.3 62 179 +20
May07 060929 282.0 283.4 280.0 283.4 -1.5 11 31 +4
Total Volume and Open Interest 1,750 6,502 +145
Crude Oil(NYM)
Nov06 060929 62.10 63.10 61.45 62.91 +0.15 150,186 270,785 -228
Dec06 060929 63.20 64.25 62.65 64.15 +0.38 68,954 174,614 +6,793
Jan07 060929 64.20 65.20 63.90 65.05 +0.45 17,539 70,271 +543
Feb07 060929 65.00 66.00 64.52 65.83 +0.50 8,418 33,029 +1,632
Mar07 060929 65.15 66.47 65.15 66.47 +0.55 6,021 37,361 +1,217
Apr07 060929 67.00 67.00 67.00 67.00 +0.58 9,280 36,304 -111
May07 060929 66.35 67.45 66.30 67.45 +0.61 9,442 21,905 +1,144
Jun07 060929 66.80 67.83 66.40 67.83 +0.65 12,652 67,007 +177
Jul07 060929 68.15 68.15 68.15 68.15 +0.68 5,976 15,510 -191
Aug07 060929 68.41 68.41 68.41 68.41 +0.70 2,558 11,845 -1,144
Sep07 060929 68.62 68.62 68.62 68.62 +0.72 2,294 21,456 -514
Oct07 060929 68.78 68.78 68.78 68.78 +0.74 622 8,588 +276
Nov07 060929 68.91 68.91 68.91 68.91 +0.76 500 12,948 -69
Dec07 060929 68.10 69.20 67.75 69.00 +0.78 11,753 116,007 -460
Jan08 060929 69.05 69.05 69.05 69.05 +0.80 15 16,607 -5
Feb08 060929 69.09 69.09 69.09 69.09 +0.84 0 8,988 +0
Total Volume and Open Interest 316,185 1,164,560 +9,724
Heating Oil(NYM)
Oct06 060929 169.00 172.00 166.50 168.46 -2.92 17,570 5,622 -7,058
Nov06 060929 173.50 176.00 171.30 175.35 -0.54 32,723 83,615 +1,923
Dec06 060929 178.00 181.80 177.40 181.22 -0.07 9,694 32,590 -129
Jan07 060929 184.50 186.07 182.00 186.07 +0.18 5,697 23,525 +1,018
Feb07 060929 186.50 189.07 185.00 189.07 +0.33 2,127 17,057 +337
Mar07 060929 187.70 190.10 185.50 189.37 +0.58 574 10,247 +209
Apr07 060929 186.40 188.27 185.00 188.27 +0.88 270 9,312 -23
May07 060929 184.75 186.82 184.75 186.82 +1.08 186 3,495 +125
Jun07 060929 183.90 186.67 183.90 186.67 +1.23 701 17,499 +113
Jul07 060929 185.80 187.77 185.00 187.77 +1.33 70 1,910 +15
Aug07 060929 187.00 189.42 187.00 189.42 +1.38 15 1,932 -15
Sep07 060929 189.50 191.87 189.50 191.87 +1.38 15 2,329 +0
Total Volume and Open Interest 69,914 219,236 -3,396
Unleaded Gas(NYM)
Oct06 060929 148.00 159.00 147.00 154.92 +4.81 7,177 2,235 -2,794
Nov06 060929 152.00 156.00 151.00 155.39 +1.36 7,723 23,809 +917
Dec06 060929 156.00 160.00 155.50 158.69 +1.41 992 7,384 +29
Jan07 060929 160.00 161.99 159.00 161.99 +1.56 527 4,016 -2
Total Volume and Open Interest 16,419 37,444 -1,850
RBOB Gasoline(NYMEX)
Oct06 060929 155.50 159.00 153.25 159.00 +3.50 11,019 12,112 +3,058
Nov06 060929 157.55 160.15 155.00 160.15 +3.00 10,286 38,884 +678
Dec06 060929 159.95 163.73 159.00 163.60 +2.75 3,144 10,601 +840
Jan07 060929 164.20 167.40 162.95 167.40 +1.40 941 8,528 +154
Feb07 060929 169.00 169.50 169.00 169.50 +0.50 276 2,191 -120
Mar07 060929 174.32 174.32 174.32 174.32 +3.42 383 3,376 +232
Apr07 060929 185.00 185.00 185.00 185.00 unch 200 4,511 +79
May07 060929 191.87 191.87 191.87 191.87 +3.71 274 4,914 +252
Jun07 060929 193.92 193.92 193.92 193.92 +3.71 308 3,065 -25
Jul07 060929 194.97 194.97 194.97 194.97 +3.71 120 776 +50
Total Volume and Open Interest 27,691 93,023 +5,568
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 060929 163.92 163.92 163.92 163.92 +3.41      
Jan07 060929 167.87 167.87 167.87 167.87 +3.51      
Feb07 060929 171.12 171.12 171.12 171.12 +3.61      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Nov06 060929 5.450 5.735 5.410 5.620 +0.228 33,322 119,802 -50
Dec06 060929 7.050 7.460 7.050 7.345 +0.308 14,454 59,331 +508
Jan07 060929 7.580 7.880 7.580 7.800 +0.296 15,041 56,573 +4,168
Feb07 060929 7.570 7.910 7.570 7.878 +0.292 7,740 30,509 +436
Mar07 060929 7.520 7.800 7.510 7.733 +0.282 11,549 90,526 +2,111
Apr07 060929 7.040 7.250 7.030 7.223 +0.192 8,316 81,072 +3,017
May07 060929 7.050 7.220 7.040 7.203 +0.192 674 27,574 +403
Jun07 060929 7.150 7.300 7.150 7.293 +0.190 504 15,959 -100
Jul07 060929 7.270 7.400 7.250 7.388 +0.189 307 11,783 +76
Aug07 060929 7.310 7.550 7.310 7.453 +0.186 185 13,792 +116
Sep07 060929 7.380 7.660 7.380 7.523 +0.187 156 11,263 +8
Oct07 060929 7.490 7.750 7.490 7.618 +0.182 916 32,256 +72
Nov07 060929 8.030 8.250 8.030 8.198 +0.212 311 19,359 +19
Dec07 060929 8.570 8.763 8.570 8.763 +0.242 421 34,829 +130
Jan08 060929 8.940 9.138 8.920 9.138 +0.249 8,483 31,231 -2,601
Feb08 060929 8.940 9.138 8.940 9.138 +0.249 7,203 17,821 +4,507
Total Volume and Open Interest 113,350 939,940 +12,934
Brent Crude Oil(ICE)
Nov06 060929 62.10 62.66 61.01 62.48 -0.06 98,944 102,039 +4,569
Dec06 060929 63.15 64.04 62.23 63.86 +0.32 58,499 123,836 +6,956
Jan07 060929 64.17 65.02 63.16 64.84 +0.48 22,235 49,209 +2,900
Feb07 060929 64.82 65.74 64.03 65.57 +0.57 9,321 30,687 +431
Mar07 060929 65.37 66.18 64.70 66.15 +0.63 4,696 21,634 +1,365
Apr07 060929 65.86 66.66 65.24 66.64 +0.65 1,349 17,073 -154
May07 060929 66.19 67.12 65.52 67.08 +0.68 441 15,900 -123
Jun07 060929 66.58 67.54 65.92 67.46 +0.70 1,451 25,835 +309
Jul07 060929 67.78 67.78 67.78 67.78 +0.70 0 5,111 +0
Aug07 060929 68.04 68.04 68.04 68.04 +0.72 0 1,517 +0
Sep07 060929 68.25 68.25 68.25 68.25 +0.72 0 2,367 +0
Oct07 060929 68.40 68.40 68.40 68.40 +0.72 0 477 +0
Nov07 060929 68.51 68.51 68.51 68.51 +0.72 0 8,651 +0
Dec07 060929 67.59 68.81 67.10 68.61 +0.73 4,359 38,210 +284
Total Volume and Open Interest 208,309 487,653 +16,603
Gas Oil(ICE)
Oct06 060929 553.25 557.00 544.75 546.25 -10.25 40,608 50,198 -1,186
Nov06 060929 557.00 559.00 548.50 550.25 -10.25 32,198 71,921 +3,990
Dec06 060929 563.00 566.50 555.50 557.25 -9.75 11,160 49,827 +696
Jan07 060929 569.50 573.75 563.25 564.50 -9.25 7,618 29,580 +358
Feb07 060929 577.00 577.75 571.75 571.75 -8.75 1,822 19,609 -43
Mar07 060929 582.50 583.50 576.75 577.50 -8.75 1,593 12,178 +26
Apr07 060929 587.50 587.50 580.75 581.00 -8.75 1,610 5,322 +1,510
May07 060929 592.75 592.75 583.75 584.00 -8.50 100 3,834 +100
Jun07 060929 594.25 594.25 586.75 587.25 -8.00 3,882 20,599 +1,521
Jul07 060929 600.00 600.00 592.50 592.50 -7.75 0 1,849 +0
Total Volume and Open Interest 102,199 298,847 +6,698
US Dollar Index(NYBOT)
Dec06 060929 85.42 85.94 85.42 85.68 +0.26 1,522 17,883 +392
Mar07 060929 85.50 85.50 85.39 85.39 +0.27 0 2,030 +0
Jun07 060929 85.11 85.11 85.11 85.11 +0.28 0 15 +0
Total Volume and Open Interest 1,522 19,930 +392
Australian Dollar(CME)
Dec06 060929 74.36 74.50 74.24 74.44 -0.31 2,341 54,520 -251
Mar07 060929 74.28 74.28 74.28 74.28 -0.31 0 295 +30
Jun07 060929 74.14 74.14 74.14 74.14 -0.31 0 102 +0
Total Volume and Open Interest 2,341 54,927 -220
British Pound(CME)
Dec06 060929 186.89 187.43 186.50 187.30 -0.50 3,603 97,861 -15,883
Mar07 060929 187.39 187.39 187.39 187.39 -0.49 3 245 +0
Jun07 060929 187.35 187.35 187.35 187.35 -0.49 0 11 +0
Total Volume and Open Interest 3,606 98,118 -15,883
Canadian Dollar(CME)
Dec06 060929 89.79 90.00 89.55 89.67 -0.66 1,694 95,026 +2,116
Mar07 060929 90.12 90.12 89.93 89.93 -0.66 11 1,258 +5
Jun07 060929 90.20 90.20 90.20 90.20 -0.66 0 297 +0
Sep07 060929 90.50 90.50 90.47 90.47 -0.66 1 176 -1
Total Volume and Open Interest 1,706 96,768 +2,120
Japanese Yen(CME)
Dec06 060929 85.68 85.76 85.50 85.59 -0.21 5,094 216,535 +6,705
Mar07 060929 86.64 86.64 86.64 86.64 -0.21 1 13,476 +5
Jun07 060929 87.64 87.64 87.64 87.64 -0.21 0 6 +0
Total Volume and Open Interest 5,095 230,106 +6,710
Swiss Franc(CME)
Dec06 060929 80.29 80.71 80.21 80.60 -0.30 2,901 73,564 -868
Mar07 060929 81.28 81.28 81.28 81.28 -0.30 0 119 +0
Jun07 060929 81.97 81.97 81.97 81.97 -0.30 0 32 +0
Total Volume and Open Interest 2,901 73,764 -868
EuroFX(CME)
Dec06 060929 127.11 127.61 126.92 127.39 -0.27 1,979 142,138 +2,498
Mar07 060929 127.92 127.92 127.92 127.92 -0.27 3 775 +33
Jun07 060929 128.38 128.38 128.38 128.38 -0.27 0 66 +0
Total Volume and Open Interest 1,982 143,053 +2,531
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060929 1.5 4.8 3.0 6.4 +4.9 5,615 49,363 -2,962
Total Volume and Open Interest 5,700 51,377 -2,892
30-Year T-Bonds(CBOT)
Dec06 060929 112~17 112~24 112~01 112~13 unch 324,666 772,317 +7,322
Mar07 060929 112~16 112~19 112~00 112~11 unch 1,117 2,227 +462
Jun07 060929 112~09 112~09 112~09 112~09 unch 0 18 +0
Total Volume and Open Interest 325,783 774,562 +7,784
10-Year T-Notes(CBOT)
Dec06 060929 108~075 108~125 107~280 108~020 -0~030 861,295 2,161,817 -7,674
Mar07 060929 108~115 108~120 107~310 108~035 -0~030 5,432 42,180 +2,222
Total Volume and Open Interest 866,727 2,203,998 -5,452
5-Year T-Notes(CBOT)
Dec06 060929 105~215 105~215 105~130 105~165 -0~020 344,515 0 +0
Mar07 060929 105~210 105~210 105~180 105~180 -0~020 2 0 +0
Total Volume and Open Interest 346,120    
2 Year T-Notes(CBOT)
Dec06 060929 102~040 102~040 102~028 102~032 -0~002 3,213 695,217 +13,504
Total Volume and Open Interest 3,213 696,504 +14,186
Eurodollars(CME)
Dec06 060929 94.685 94.685 94.650 94.665 -0.005 52,461 1,588,796 -38,347
Mar07 060929 94.855 94.855 94.800 94.825 -0.005 21,121 1,388,976 +2,641
Jun07 060929 95.025 95.025 94.960 94.985 -0.010 21,890 1,084,107 +7,532
Sep07 060929 95.170 95.170 95.100 95.125 -0.015 24,882 941,370 +10,325
Dec07 060929 95.255 95.260 95.190 95.210 -0.020 37,722 1,051,234 +22,839
Mar08 060929 95.285 95.285 95.210 95.235 -0.020 30,754 734,944 +13,848
Jun08 060929 95.275 95.280 95.205 95.220 -0.025 24,120 508,252 +15,095
Sep08 060929 95.250 95.255 95.180 95.190 -0.030 17,031 373,514 +11,130
Dec08 060929 95.210 95.210 95.140 95.150 -0.030 10,124 319,398 -1,093
Mar09 060929 95.165 95.175 95.115 95.120 -0.030 16,245 334,519 +7,401
Jun09 060929 95.140 95.140 95.065 95.085 -0.025 7,610 214,015 -1,236
Sep09 060929 95.090 95.100 95.040 95.050 -0.025 6,023 151,750 -714
Dec09 060929 95.055 95.060 94.990 95.005 -0.025 4,834 124,760 +275
Mar10 060929 95.020 95.025 94.965 94.975 -0.025 6,910 109,223 +2,641
Jun10 060929 94.985 94.990 94.920 94.940 -0.025 13,504 96,794 -3,161
Sep10 060929 94.955 94.960 94.900 94.910 -0.025 16,177 90,191 -6,748
Dec10 060929 94.910 94.915 94.850 94.870 -0.025 9,325 94,782 +4,709
Mar11 060929 94.890 94.890 94.825 94.850 -0.025 3,820 56,619 -380
Total Volume and Open Interest 334,452 9,519,838 +47,845
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060929 99.48 99.48 99.47 99.48 +0.01 1,405 17,961 -1,703
Mar07 060929 99.37 99.37 99.36 99.36 unch 1,720 11,471 -257
Jun07 060929 99.27 99.27 99.26 99.26 unch 234 9,019 +114
Sep07 060929 99.18 99.18 99.17 99.17 unch 151 3,022 +732
Dec07 060929 99.09 99.09 99.08 99.08 +0.01 467 5,898 -288
Mar08 060929 98.99 98.99 98.99 98.99 unch 40 3,231 +15
Jun08 060929 98.91 98.91 98.91 98.91 unch 0 259 -50
Sep08 060929 98.83 98.83 98.83 98.83 unch 0 1 +0
Dec08 060929 98.69 98.69 98.69 98.69 unch 0 4 +0
Total Volume and Open Interest 4,017 50,866 -1,437
3-Mth Euro-Yen(SIMEX)
Dec06 060929 99.48 99.48 99.48 99.48 unch 43 86,010 -3,255
Mar07 060929 99.37 99.37 99.37 99.37 unch 43 70,222 -318
Jun07 060929 99.27 99.27 99.27 99.27 unch 0 38,095 -904
Sep07 060929 99.18 99.18 99.18 99.18 unch 0 27,954 +992
Dec07 060929 99.09 99.09 99.09 99.09 +0.01 0 40,493 +110
Mar08 060929 99.00 99.00 99.00 99.00 +0.01 0 24,851 +0
Jun08 060929 98.90 98.90 98.90 98.90 unch 0 4,245 -50
Sep08 060929 98.81 98.81 98.81 98.81 +0.01 0 167 +0
Total Volume and Open Interest 86 293,570 -3,425
German Euro-Bund(EUREX)
Dec06 060928 118.35 118.48 118.20 118.26 -0.14 1,337,159 1,493,007 -94,141
Mar07 060929 118.62 118.75 118.22 118.30 -0.16 384 3,013 +342
Jun07 060929 117.67 117.67 117.67 117.67 -0.16      
Total Volume and Open Interest 1,492,417 1,485,800 -10,428
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060929 110.20 110.20 110.20 110.20 -0.09 0 145 +0
Jun07 060929 108.47 108.47 108.47 108.47 -0.09      
Total Volume and Open Interest 790,769 991,521 +22,370
Long Gilt(LIFFE)
Dec06 060929 110~13 110~17 109~31 110~01 -0~07 70,131 253,926 -2,268
Mar07 060929 110~00 110~00 110~00 110~00 -0~07      
Total Volume and Open Interest 70,131 253,926 -14,690
3-Mth Short Sterling(LIFFE)
Dec06 060929 94.77 94.77 94.77 94.77 unch 67,028 418,123 -11,566
Mar07 060929 94.75 94.75 94.75 94.75 -0.01 118,704 416,627 -22,654
Jun07 060929 94.78 94.78 94.78 94.78 -0.02 107,867 337,499 -21,297
Total Volume and Open Interest 517,087 1,979,134 -50,814
3-Mth Euribor(LIFFE)
Dec06 060929 96.325 96.335 96.315 96.320 -0.005 255,917 731,320 -4,749
Mar07 060929 96.235 96.250 96.210 96.215 -0.020 230,936 627,454 -4,890
Jun07 060929 96.240 96.255 96.205 96.210 -0.025 177,652 560,610 +5,277
Total Volume and Open Interest 1,070,652 3,416,720 -25,317
3-Mth Aus T-Bills(SFE)
Dec06 060929 93.75 93.78 93.75 93.77 +0.01 19,694 179,959 +6,696
Mar07 060929 93.74 93.78 93.74 93.77 +0.01 23,188 231,573 +5,882
Jun07 060929 93.77 93.79 93.76 93.78 +0.01 4,904 78,401 +124
Sep07 060929 93.81 93.82 93.81 93.82 +0.02 1,042 37,237 +418
Dec07 060929 93.84 93.85 93.84 93.85 +0.01 1,143 30,678 +433
Mar08 060929 93.86 93.87 93.86 93.87 unch 515 15,358 +101
Jun08 060929 93.87 93.87 93.87 93.87 unch 115 14,414 +30
Sep08 060929 93.88 93.88 93.88 93.88 unch 65 4,919 -41
Dec08 060929 93.88 93.88 93.88 93.88 unch 0 1,769 +40
Mar09 060929 93.88 93.88 93.88 93.88 unch 10 1,718 +10
Total Volume and Open Interest 50,686 596,993 +13,693
10-Year Aus T-Bonds(SFE)
Dec06 060929 94.49 94.51 94.48 94.50 0.00 23,642 417,913 +5,553
Mar07 060929 94.50 94.50 94.50 94.50 0.00      
Total Volume and Open Interest 23,642 417,913 +5,553
3-Year Aus T-Bonds(SFE)
Dec06 060929 94.29 94.32 94.28 94.30 unch 67,804 499,949 +46,483
Mar07 060929 94.30 94.30 94.30 94.30 unch      
Total Volume and Open Interest 67,804 499,949 +46,483
Gold(CMX)
Oct06 060929 601.0 602.0 595.0 598.6 -6.4 8,709 6,240 -2,382
Dec06 060929 605.8 607.5 599.5 604.2 -6.7 47,151 193,705 +1,499
Feb07 060929 611.0 611.0 606.5 610.1 -6.8 1,223 27,047 +135
Apr07 060929 615.0 615.8 615.0 615.8 -6.8 234 3,624 +70
Jun07 060929 620.0 621.5 619.0 621.4 -6.9 492 22,746 +479
Aug07 060929 626.9 626.9 626.9 626.9 -6.9 20 1,667 -14
Oct07 060929 632.4 632.4 632.4 632.4 -6.9 416 10,362 +400
Dec07 060929 635.0 639.0 635.0 637.9 -7.0 1,321 32,583 +1,067
Feb08 060929 643.3 643.3 643.3 643.3 -7.0 150 2,150 +150
Apr08 060929 648.6 648.6 648.6 648.6 +648.2 0 820 +0
Jun08 060929 654.0 654.0 654.0 654.0 -7.2 760 3,384 +760
Aug08 060929 659.3 659.3 659.3 659.3        
Silver(CMX)
Dec06 060929 1171.0 1171.0 1132.0 1154.0 -19.5 8,517 61,728 -557
Mar07 060929 1181.0 1182.0 1149.0 1168.6 -19.6 249 13,799 -16
May07 060929 1176.8 1176.8 1176.8 1176.8 -19.6 348 3,838 -48
Jul07 060929 1184.9 1184.9 1184.9 1184.9 -19.6 494 8,441 -49
Sep07 060929 1188.4 1188.4 1188.4 1188.4 -19.6 210 1,934 +190
Dec07 060929 1201.0 1201.0 1182.0 1192.9 -19.6 292 4,810 +132
Mar08 060929 542.5 542.5 542.5 542.5 -19.6 0 131 +0
Total Volume and Open Interest 10,177 99,930 -353
Platinum(NYM)
Oct06 060929 1140.0 1144.0 1131.5 1141.2 -4.8 2,146 670 -1,275
Jan07 060929 1152.0 1155.0 1146.2 1150.2 -9.8 2,510 7,103 +762
Apr07 060929 1155.2 1155.2 1155.2 1155.2 -9.8 1 13 +1
Jul07 060929 504.8 504.8 504.8 504.8 -9.8 0 6 +0
Total Volume and Open Interest 4,657 7,792 -512
Palladium(NYME)
Dec06 060929 323.00 323.00 315.00 316.40 -7.70 493 10,917 +70
Mar07 060929 321.70 321.70 321.70 321.70 -7.70 0 29 +0
Jun07 060929 327.20 327.20 327.20 327.20 -7.70 0 33 +0
Total Volume and Open Interest 493 10,980 +70
Copper(CMX)
Dec06 060929 344.50 348.50 341.00 346.05 +3.25 7,109 49,854 +761
Mar07 060929 342.00 344.00 341.00 343.25 +3.75 254 4,548 +7
May07 060929 340.00 340.00 338.50 338.50 +4.00 203 1,134 -53
Jul07 060929 332.25 332.25 332.25 332.25 +4.00 218 1,196 +115
Sep07 060929 325.05 325.05 325.05 325.05 +4.00 86 379 +24
Total Volume and Open Interest 9,860 69,052 +1,148
Aluminum(CMX)
Oct06 060929 118.00 118.00 118.00 118.00 -1.00 35 419 -31
Nov06 060929 118.80 118.80 118.80 118.80 -0.95 35 99 +35
Dec06 060929 119.35 119.35 119.35 119.35 -0.95 0 588 +0
Jan07 060929 118.80 118.80 118.80 118.80 -0.85 0 10 +0
Feb07 060929 118.00 118.00 118.00 118.00 -0.75      
Mar07 060929 117.05 117.05 117.05 117.05 -0.65      
Total Volume and Open Interest 71 1,162 +5
DJIA Index(CBOT)
Sep06 060914 11535 11550 11500 11543 +5 10,882 25,386 -9,211
Dec06 060929 11789 11808 11742 11749 -20 4,679 58,708 +996
Mar07 060929 11880 11880 11829 11829 -20 0 64 +2
Jun07 060929 11919 11919 11919 11919 -20      
Total Volume and Open Interest 4,679 58,772 +998
S & P 500(CME)
Dec06 060929 1348.20 1349.50 1345.00 1345.40 -1.90 19,213 592,711 -1,021
Mar07 060929 1358.50 1358.50 1356.50 1356.50 -1.90 86 1,984 +45
Jun07 060929 1367.90 1367.90 1367.90 1367.90 -1.70 60 4,577 +60
Sep07 060929 1379.70 1379.70 1379.70 1379.70 -1.70 5 1,330 +5
Total Volume and Open Interest 19,364 600,888 -911
S & P 500 E-Mini(Globex)
Dec06 060929 1347.25 1350.50 1344.75 1345.50 -1.75 782,851 1,426,994 +4,220
Mar07 060929 1360.25 1361.25 1356.25 1356.50 -2.00 387 1,734 +272
Total Volume and Open Interest 783,238 1,428,728 +4,492
NASDAQ 100(CME)
Dec06 060929 1680.00 1682.00 1669.00 1671.30 -2.20 4,553 47,803 +215
Mar07 060929 1691.30 1691.30 1691.30 1691.30 -2.20 1 1 +0
Jun07 060929 1710.30 1710.30 1710.30 1710.30 -2.20      
Total Volume and Open Interest 4,554 47,804 +215
NASDAQ 100 E-Mini(Globex)
Dec06 060929 1674.00 1682.00 1669.30 1671.30 -2.20 253,901 425,516 -3,608
Mar07 060929 1700.00 1701.00 1691.30 1691.30 -2.20 10 122 +4
Total Volume and Open Interest 253,911 425,638 -3,604
S & P Midcap 400(CME)
Dec06 060929 765.00 765.50 759.50 760.60 -4.20 359 7,702 +2
Mar07 060929 767.60 767.60 767.60 767.60 -4.20      
Jun07 060929 774.60 774.60 774.60 774.60 -4.20      
Total Volume and Open Interest 359 7,702 +2
Russell 2000(CME)
Dec06 060929 738.00 739.50 729.75 732.10 -5.30 349 34,186 -11
Mar07 060929 738.60 738.60 738.60 738.60 -5.30 0 34 +0
Jun07 060929 745.10 745.10 745.10 745.10 -5.30      
Total Volume and Open Interest 349 34,220 -11
Russell 2000 E-Mini(Globex)
Sep06 060915 727.80 734.70 727.00 733.10 +4.80 27,771 110,020 -15,448
Dec06 060929 737.50 740.60 729.50 732.10 -5.30 159,971 427,714 +2,807
Mar07 060929 745.60 745.60 737.10 738.60 -5.30 21 159 +3
Total Volume and Open Interest 159,992 427,873 +2,810
Value Line(KCBT)
Dec06 060929 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 060929 16175 16175 16105 16110 +15      
Mar07 060929 16135 16135 16135 16135 +15      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 060929 16125 16140 16020 16105 +50 45,116 226,316 +9,512
Mar07 060929 16150 16150 16150 16150 +105 0 10 +0
Jun07 060929 16090 16090 16090 16090 +100 0 1 +0
Total Volume and Open Interest 45,118 226,570 +9,603
CAC 40(EURONEXT)
Sep06 060915 5130.5 5158.0 5111.0 5148.5 +23.0 159,711 374,758 -163,319
Oct06 060929 5269.5 5297.0 5256.0 5262.5 +3.0 77,965 499,502 +11,540
Nov06 060929 5280.5 5308.5 5275.0 5275.0 +3.0 367 3,079 +66
Total Volume and Open Interest 87,499 579,909 +20,265
Hang Seng Index(HKFE)
Sep06 060928 17618 17637 17511 17550 -8 116,135 86,422 -35,416
Oct06 060929 17590 17638 17370 17559 -13 47,985 123,993 +27,123
Nov06 060929 17585 17615 17375 17556        
DAX(EUREX)
Dec06 060929 6045.5 6070.0 6034.0 6045.0 +14.0 96,621 195,524 +3,653
Mar07 060929 6098.5 6124.0 6092.5 6101.0 +14.0 238 6,273 +6
Jun07 060929 6155.5 6181.5 6150.0 6158.0 +14.0 244 1,393 +19
Total Volume and Open Interest 97,103 203,190 +3,678
FT-SE 100(EURONEXT)
Dec06 060929 6009.00 6035.50 5977.50 5986.50 -7.00 63,900 488,040 +2,045
Mar07 060929 6024.00 6053.00 6001.00 6004.00 -6.50 254 2,623 +157
Jun07 060929 6014.00 6014.00 6014.00 6014.00 -7.00 0 1,750 +0
Total Volume and Open Interest 64,154 492,913 +2,202
SPI 200(SFE)
Sep06 060921 5013.0 5021.0 5005.0 5020.0 +30.0 73,432 134,890 -115,862
Dec06 060929 5122.0 5182.0 5117.0 5180.0 +72.0 10,263 262,149 -135
Mar07 060929 5152.0 5189.0 5149.0 5187.0 +72.0 74 2,902 +45
Total Volume and Open Interest 10,337 269,715 -90
GSCI(CME)
Oct06 060929 425.00 428.20 422.05 427.80 +1.40 428 19,304 +127
Nov06 060929 442.00 442.00 442.00 442.00 +2.25 0 12 +0
Dec06 060929 449.50 449.50 449.50 449.50 +1.75      
Total Volume and Open Interest 428 19,316 +127
Reuters CRB Index(NYBOT)
Nov06 060929 372.50 374.10 372.50 374.10 -0.65 31 318 +2
Jan07 060929 378.10 378.10 378.10 378.10 -0.65 1 407 +1
Feb07 060929 378.10 378.10 378.10 378.10 -0.65 0 12 +0
Total Volume and Open Interest 32 936 +3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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