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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue October 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061003 542.00 544.25 540.50 542.50 -2.75 27,580 222,525 -4,253
Jan07 061003 556.00 558.25 554.75 557.25 -3.00 7,272 70,512 +5,689
Mar07 061003 567.00 570.25 567.00 568.75 -2.25 827 21,511 +226
May07 061003 577.00 580.00 576.00 578.50 -2.50 272 16,650 -33
Jul07 061003 587.50 590.00 587.00 588.25 -1.75 762 17,036 +169
Aug07 061003 591.00 591.00 591.00 591.00 -3.25 9 233 +1
Sep07 061003 597.00 597.00 597.00 597.00 -3.00 1 26 +1
Total Volume and Open Interest 37,291 375,182 +1,784
Soybean Meal(CBOT)
Oct06 061003 161.50 161.50 160.20 160.40 -1.70 2,343 7,468 -1,198
Dec06 061003 163.00 163.10 161.90 162.70 -0.80 9,869 105,454 -1,194
Jan07 061003 164.00 164.20 163.20 163.60 -1.10 743 21,144 +323
Mar07 061003 166.20 166.60 165.80 166.00 -0.80 940 19,419 +440
May07 061003 168.00 169.00 168.00 168.30 -0.80 549 24,169 +431
Jul07 061003 170.80 171.20 170.30 170.40 -1.10 529 21,646 +147
Aug07 061003 172.50 172.70 171.80 171.80 -1.20 144 4,918 +58
Sep07 061003 173.30 173.70 173.00 173.00 -1.20 103 3,019 +56
Total Volume and Open Interest 15,357 215,013 -902
Soybean Oil(CBOT)
Oct06 061003 23.52 23.52 23.28 23.28 -0.30 1,427 4,902 -553
Dec06 061003 23.93 23.97 23.66 23.67 -0.27 12,179 133,274 +517
Jan07 061003 24.27 24.30 24.06 24.08 -0.28 3,102 25,622 +1,105
Mar07 061003 24.69 24.69 24.45 24.49 -0.26 246 16,563 -93
May07 061003 25.05 25.06 24.85 24.88 -0.27 555 23,282 +190
Jul07 061003 25.39 25.46 25.27 25.27 -0.28 379 17,404 +119
Aug07 061003 25.53 25.60 25.42 25.42 -0.28 3 3,282 +3
Sep07 061003 25.72 25.72 25.55 25.55 -0.28 3 2,023 +3
Total Volume and Open Interest 18,214 250,214 +1,244
Canola(WCE)
Nov06 061003 301.5 301.5 298.5 298.9 -0.9 6,161 28,024 -2,783
Jan07 061003 307.9 308.7 307.0 307.4 -0.6 3,108 32,957 +1,268
Mar07 061003 316.5 317.0 314.5 315.2 -1.0 937 3,122 +267
May07 061003 326.4 326.4 321.0 323.1 -1.9 1,041 1,398 +2
Jul07 061003 335.0 335.4 331.0 334.8 +1.0 1,346 5,353 +783
Total Volume and Open Interest 12,700 77,125 -463
Corn(CBOT)
Dec06 061003 265.00 265.00 261.75 264.00 -3.75 61,925 628,389 -5,772
Mar07 061003 278.00 278.25 275.50 278.00 -2.75 16,149 207,627 +2,714
May07 061003 285.25 286.00 283.50 285.50 -3.50 1,438 45,901 +554
Jul07 061003 293.00 293.75 291.00 293.50 -2.75 10,207 129,794 -703
Sep07 061003 298.00 298.75 296.00 298.25 -1.25 330 17,939 +61
Dec07 061003 303.50 306.00 303.25 305.75 -1.75 7,287 166,424 +590
Total Volume and Open Interest 100,952 1,292,214 -2,280
Wheat(CBOT)
Dec06 061003 447.00 447.00 436.00 439.50 -6.50 32,172 258,481 +368
Mar07 061003 460.50 460.50 453.00 456.50 -6.50 11,578 69,099 +210
May07 061003 458.00 460.50 457.00 460.00 -5.00 694 4,933 +334
Jul07 061003 464.50 465.00 458.50 463.50 -2.00 13,212 96,847 -1,355
Sep07 061003 467.00 469.00 465.00 469.00 -2.00 125 1,673 +59
Total Volume and Open Interest 62,801 496,076 +1,214
Wheat(KCBT)
Dec06 061003 494.00 495.50 486.50 491.75 -6.25 11,086 82,319 -546
Mar07 061003 504.00 504.00 497.00 502.75 -3.75 3,455 22,228 +152
May07 061003 498.50 498.50 498.50 498.50 -4.50 111 973 +100
Jul07 061003 478.00 481.50 476.00 480.25 -3.00 2,241 39,849 -109
Sep07 061003 479.00 482.00 479.00 482.00 -4.00 91 2,096 +64
Total Volume and Open Interest 17,521 157,944 -79
Wheat(MGE)
Dec06 061003 470.00 472.00 465.00 470.00 -4.50 3,957 24,064 -1,421
Mar07 061003 482.00 484.00 478.00 483.00 -4.00 347 8,715 -14
May07 061003 485.00 486.00 485.00 485.00 -6.00 0 1,508 -1
Jul07 061003 488.00 492.00 486.00 492.00 -5.00 14 1,107 +8
Sep07 061003 482.00 484.00 478.00 484.00 -3.75 98 2,909 +80
Total Volume and Open Interest 4,717 45,054 -1,136
Oats(CBOT)
Dec06 061003 206.50 207.00 204.50 206.75 -0.75 619 10,763 +19
Mar07 061003 214.50 214.50 213.00 214.25 -1.75 143 941 +36
May07 061003 218.50 218.50 218.50 218.50 unch 4 40 +6
Jul07 061003 217.50 217.50 217.50 217.50 unch 3 88 +2
Total Volume and Open Interest 769 11,882 +63
Rough Rice(CBOT)
Nov06 061003 9.65 9.72 9.65 9.70 +0.05 153 5,845 -138
Jan07 061003 9.96 9.98 9.95 9.98 +0.04 178 4,000 -181
Mar07 061003 10.20 10.23 10.20 10.23 +0.03 67 2,065 +12
May07 061003 10.44 10.44 10.43 10.43 +0.03 5 1,067 -2
Total Volume and Open Interest 448 13,727 -287
Live Cattle(CME)
Oct06 061003 91.300 91.750 90.500 90.650 -0.925 8,805 36,589 -2,087
Dec06 061003 90.350 90.800 89.300 89.450 -1.050 14,431 116,179 +746
Feb07 061003 91.250 91.575 90.350 90.525 -0.875 4,999 35,822 +1,375
Apr07 061003 90.200 90.500 89.800 89.900 -0.400 2,210 19,919 +347
Jun07 061003 86.025 86.300 85.800 85.825 -0.300 820 9,907 +159
Aug07 061003 85.050 85.325 85.000 85.100 -0.250 375 3,965 +57
Total Volume and Open Interest 31,647 222,651 +603
Feeder Cattle(CME)
Oct06 061003 113.050 113.800 113.000 113.350 +0.050 1,380 6,281 -231
Nov06 061003 111.125 112.100 111.050 111.275 +0.075 2,147 10,902 +364
Jan07 061003 108.600 109.900 108.600 109.350 +0.150 737 5,212 +134
Mar07 061003 106.250 106.950 106.125 106.450 +0.125 110 1,665 +19
Apr07 061003 105.750 106.000 105.650 105.650 +0.100 3 247 +1
May07 061003 105.600 105.700 105.300 105.300 -0.150 36 229 +12
Aug07 061003 107.000 107.050 107.000 107.050 -0.050 4 39 +3
Total Volume and Open Interest 4,417 24,575 +302
Lean Hogs(CME)
Oct06 061003 64.600 65.100 64.350 64.500 +0.250 6,693 17,839 -166
Dec06 061003 61.000 61.575 60.700 60.750 +0.300 10,655 97,258 +1,002
Feb07 061003 62.700 63.300 62.400 62.800 +0.325 3,222 28,825 +526
Apr07 061003 63.500 64.000 63.300 63.650 +0.300 1,894 16,323 +178
May07 061003 66.500 66.950 66.500 66.950 +0.475 8 1,598 +6
Jun07 061003 67.500 68.100 67.500 67.750 +0.175 347 6,924 +243
Jul07 061003 65.500 66.200 65.500 65.650 +0.400 17 1,538 +9
Aug07 061003 63.000 63.275 63.000 63.275 +0.375 35 1,177 +7
Total Volume and Open Interest 22,881 172,009 +1,806
Pork Bellies(CME)
Feb07 061003 91.000 91.550 89.700 89.825 -0.625 264 878 -9
Mar07 061003 89.500 89.600 89.500 89.600 -0.525 1 56 +0
May07 061003 91.550 91.550 91.550 91.550 -0.450 3 10 +1
Jul07 061003 91.700 91.700 91.700 91.700 unch      
Aug07 061003 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 268 945 -8
Class III Milk(CME)
Oct06 061003 12.45 12.45 12.36 12.37 -0.03 103 4,362 -19
Nov06 061003 12.39 12.40 12.38 12.40 unch 130 3,995 +3
Dec06 061003 12.45 12.45 12.40 12.43 +0.03 112 3,829 -3
Jan07 061003 12.42 12.42 12.36 12.38 unch 27 1,983 +13
Feb07 061003 12.21 12.22 12.21 12.22 +0.01 26 1,559 +5
Total Volume and Open Interest 502 25,822 +66
Cocoa(NYBOT)
Dec06 061003 1465 1468 1447 1449 -14 4,831 73,564 +2,077
Mar07 061003 1496 1500 1484 1484 -14 724 30,008 +970
May07 061003 1522 1522 1508 1508 -13 97 13,447 +34
Jul07 061003 1546 1546 1534 1534 -13 131 6,013 -20
Sep07 061003 1570 1570 1559 1559 -12 711 11,293 -513
Dec07 061003 1582 1582 1582 1582 -13 78 8,235 +18
Mar08 061003 1611 1611 1611 1611 -13 200 1,226 +0
Total Volume and Open Interest 7,272 146,671 +3,066
Coffee "C"(NYBOT)
Dec06 061003 102.50 104.50 102.50 104.25 +0.70 13,574 79,350 +1,777
Mar07 061003 106.95 108.20 106.60 108.10 +0.70 2,935 16,648 +1,080
May07 061003 109.50 110.70 109.00 110.45 +0.75 116 4,117 +18
Jul07 061003 111.30 112.70 111.30 112.70 +0.85 42 2,356 -27
Sep07 061003 114.50 114.95 114.25 114.95 +1.10 110 2,023 +21
Dec07 061003 115.60 117.70 115.50 117.70 +1.50 603 1,882 -371
Total Volume and Open Interest 17,927 110,717 +2,960
Orange Juice(NYBOT)
Nov06 061003 172.50 173.25 169.00 171.40 -1.10 1,675 17,457 +411
Jan07 061003 174.00 174.10 171.00 173.15 -0.85 1,663 9,513 +578
Mar07 061003 174.00 174.20 171.60 173.40 -0.60 20 2,642 +1
May07 061003 173.40 173.40 173.40 173.40 -0.60 20 564 +13
Jul07 061003 173.40 173.40 173.40 173.40 -0.60 0 163 +0
Total Volume and Open Interest 3,378 30,435 +1,003
Sugar #11(NYBOT)
Mar07 061003 11.15 11.15 10.88 10.89 -0.43 33,359 261,471 +6,712
May07 061003 11.35 11.35 11.10 11.12 -0.38 7,097 57,331 -185
Jul07 061003 11.33 11.34 11.20 11.21 -0.32 5,241 42,573 +271
Oct07 061003 11.56 11.57 11.43 11.43 -0.30 3,818 34,071 +716
Mar08 061003 11.78 11.78 11.65 11.65 -0.27 1,361 22,476 +577
Total Volume and Open Interest 52,559 433,252 -13,707
Sugar #14(NYBOT)
Nov06 061003 20.89 20.89 20.70 20.75 -0.14 111 1,149 -1
Jan07 061003 20.50 20.76 20.50 20.76 -0.14 123 2,835 -70
Mar07 061003 20.76 20.76 20.75 20.76 -0.15 4 3,063 +17
May07 061003 20.80 20.80 20.60 20.60 -0.16 2 1,905 +0
Jul07 061003 20.70 20.70 20.70 20.70 -0.21 127 1,513 +101
Total Volume and Open Interest 371 11,963 +49
London Cocoa(LCE)
Dec06 061003 831 837 822 824 -6 2,781 84,864 +201
Mar07 061003 849 850 840 841 -5 1,067 48,630 -262
May07 061003 861 863 854 854 -5 270 20,609 -33
Jul07 061003 871 877 867 867 -4 78 13,590 -78
Sep07 061003 885 889 880 880 -5 259 10,696 -21
Dec07 061003 899 899 894 894 -4 13 13,249 +8
Mar08 061003 911 911 906 906 -4 1 3,818 +0
Total Volume and Open Interest 4,469 196,786 -185
London Coffee(LCE)
Nov06 061003 1499.00 1525.00 1480.00 1511.00 -4.00 6,352 66,754 -1,233
Jan07 061003 1459.00 1488.00 1450.00 1473.00 -4.00 3,597 42,561 +1,128
Mar07 061003 1425.00 1454.00 1418.00 1441.00 -4.00 1,172 25,513 +418
May07 061003 1443.00 1443.00 1443.00 1443.00 unch 427 4,879 +150
Jul07 061003 1450.00 1450.00 1439.00 1443.00 +5.00 144 2,005 +57
Sep07 061003 1434.00 1451.00 1434.00 1443.00 +10.00 2 3,353 +0
Total Volume and Open Interest 11,694 145,514 +520
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061003 370.70 370.70 364.10 367.50 -3.20 2,033 22,653 -240
Mar07 061003 342.70 342.70 330.00 330.50 -11.40 796 20,975 -173
May07 061003 334.70 335.00 326.50 327.00 -10.50 88 4,844 -2
Aug07 061003 327.20 327.80 324.00 324.50 -6.50 0 2,686 +0
Total Volume and Open Interest 2,918 54,053 -414
Cotton(NYBOT)
Oct06 061003 48.25 48.40 48.25 48.40 unch 55 129 -168
Dec06 061003 49.90 49.95 49.31 49.37 -0.35 9,149 125,890 +1,275
Mar07 061003 53.60 53.60 53.00 53.00 -0.48 3,135 37,791 +585
May07 061003 54.90 54.90 54.33 54.33 -0.47 354 5,055 +218
Jul07 061003 55.90 55.90 55.33 55.33 -0.42 297 4,928 +173
Oct07 061003 56.52 56.52 56.52 56.52 +0.02 0 66 +0
Total Volume and Open Interest 13,609 184,810 +2,248
Lumber(CME)
Nov06 061003 236.0 236.7 233.3 236.3 +1.8 1,414 3,654 -151
Jan07 061003 252.0 252.4 246.0 249.0 -3.0 1,011 2,582 -30
Mar07 061003 263.6 263.6 258.8 260.0 -3.5 69 197 +3
May07 061003 269.1 269.1 269.1 269.1 -4.3 37 38 -3
Total Volume and Open Interest 2,531 6,481 -181
Crude Oil(NYM)
Nov06 061003 59.80 60.10 58.60 58.68 -2.35 108,503 251,124 -9,144
Dec06 061003 61.00 61.30 60.00 60.05 -2.27 47,570 191,647 +6,548
Jan07 061003 62.10 62.20 61.00 61.16 -2.20 13,696 71,294 +1,451
Feb07 061003 63.05 63.20 62.10 62.10 -2.13 3,526 31,726 -111
Mar07 061003 63.85 63.85 62.88 62.88 -2.07 2,373 38,623 +647
Apr07 061003 63.54 63.54 63.54 63.54 -2.01 2,973 35,603 -743
May07 061003 64.60 64.60 64.13 64.13 -1.94 2,501 24,393 +1,860
Jun07 061003 65.50 65.50 64.63 64.63 -1.88 3,345 68,662 +420
Jul07 061003 65.30 65.60 65.06 65.06 -1.82 456 15,408 +603
Aug07 061003 65.80 65.80 65.42 65.42 -1.76 1 11,523 +0
Sep07 061003 66.20 66.20 65.72 65.72 -1.70 380 21,315 +116
Oct07 061003 65.96 65.96 65.96 65.96 -1.65 300 8,815 +200
Nov07 061003 66.17 66.17 66.17 66.17 -1.60 0 12,932 +0
Dec07 061003 67.20 67.20 66.25 66.33 -1.56 3,999 119,605 +678
Jan08 061003 67.00 67.00 66.44 66.44 -1.53 0 15,882 +0
Feb08 061003 66.54 66.54 66.54 66.54 -1.50 1,000 9,456 -432
Total Volume and Open Interest 194,243 1,170,047 +2,710
Heating Oil(NYM)
Nov06 061003 167.00 167.75 164.50 165.39 -4.79 26,186 82,583 -770
Dec06 061003 172.75 173.90 170.80 171.29 -4.93 11,619 34,244 +1,265
Jan07 061003 178.75 179.50 176.30 177.04 -4.78 4,217 25,977 +1,084
Feb07 061003 182.50 182.50 180.00 180.59 -4.53 903 17,542 +232
Mar07 061003 183.25 183.25 180.50 181.34 -4.23 438 10,387 -50
Apr07 061003 182.00 182.25 180.54 180.54 -3.98 305 9,516 +160
May07 061003 180.75 181.50 179.64 179.64 -3.73 358 3,790 +125
Jun07 061003 181.60 181.60 179.00 179.64 -3.63 351 17,656 +135
Jul07 061003 181.00 182.85 180.79 180.79 -3.58 68 2,041 +53
Aug07 061003 184.60 184.60 182.49 182.49 -3.53 122 1,978 +55
Sep07 061003 185.25 185.50 184.94 184.94 -3.53 222 2,461 +115
Oct07 061003 187.69 187.69 187.69 187.69 -3.53 125 1,079 +108
Total Volume and Open Interest 45,262 218,734 +540
Unleaded Gas(NYM)
Nov06 061003 148.10 149.00 145.50 145.67 -5.20 8,460 24,153 +242
Dec06 061003 151.00 152.00 149.00 149.27 -4.80 1,010 7,298 -89
Jan07 061003 155.00 155.00 152.47 152.47 -4.80 162 3,825 -29
Total Volume and Open Interest 9,632 35,276 -91
RBOB Gasoline(NYMEX)
Nov06 061003 154.50 154.60 148.50 149.80 -4.50 12,475 39,066 -753
Dec06 061003 158.35 158.35 153.00 153.25 -4.30 5,074 13,539 +1,651
Jan07 061003 159.30 159.63 157.30 157.50 -4.75 1,156 9,349 +422
Feb07 061003 160.89 160.89 160.89 160.89 -5.61 309 2,725 +153
Mar07 061003 164.29 164.29 164.29 164.29 -4.57 56 3,339 -17
Apr07 061003 179.50 179.50 178.50 178.75 -6.25 286 4,739 +160
May07 061003 182.25 182.25 182.25 182.25 -4.16 200 4,955 +40
Jun07 061003 184.39 184.39 184.39 184.39 -4.07 0 3,095 +0
Jul07 061003 185.59 185.59 185.59 185.59 -3.97 305 1,072 +201
Aug07 061003 185.35 185.35 185.35 185.35 -5.15 0 998 +0
Total Volume and Open Interest 20,113 86,389 -1,486
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 061003 153.09 153.09 153.09 153.09 -5.12      
Jan07 061003 157.34 157.34 157.34 157.34 -4.87      
Feb07 061003 160.89 160.89 160.89 160.89 -4.72      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061003 5.460 5.830 5.460 5.759 +0.116 23,148 119,474 -1,723
Dec06 061003 7.210 7.360 7.200 7.359 -0.064 9,405 62,616 +461
Jan07 061003 7.690 7.910 7.690 7.899 +0.006 3,677 56,474 +417
Feb07 061003 7.770 8.000 7.770 7.974 +0.001 618 30,411 -8
Mar07 061003 7.620 7.860 7.620 7.834 +0.006 1,670 90,051 +187
Apr07 061003 7.180 7.300 7.180 7.284 -0.029 1,457 80,113 +327
May07 061003 7.230 7.274 7.200 7.274 -0.024 2,027 26,680 -774
Jun07 061003 7.320 7.370 7.320 7.364 -0.024 272 15,928 -19
Jul07 061003 7.380 7.460 7.360 7.459 -0.024 238 11,665 -113
Aug07 061003 7.425 7.530 7.420 7.524 -0.024 194 13,674 -141
Sep07 061003 7.480 7.600 7.480 7.594 -0.024 547 10,901 -371
Oct07 061003 7.620 7.720 7.620 7.689 -0.024 2,280 33,084 +154
Nov07 061003 8.200 8.310 8.150 8.274 -0.024 13 18,875 +7
Dec07 061003 8.770 8.880 8.760 8.844 -0.024 85 34,167 -779
Jan08 061003 9.145 9.260 9.145 9.219 -0.024 358 31,158 -42
Feb08 061003 9.200 9.260 9.150 9.219 -0.024 44 17,849 +28
Total Volume and Open Interest 47,303 941,245 -1,917
Brent Crude Oil(ICE)
Nov06 061003 60.55 60.58 58.25 58.43 -2.02 65,973 82,077 -5,137
Dec06 061003 61.80 61.92 59.59 59.73 -2.12 46,642 130,444 +1,957
Jan07 061003 62.94 62.94 60.70 60.78 -2.15 18,785 53,280 +3,723
Feb07 061003 63.73 63.73 61.44 61.63 -2.13 8,686 32,085 +1,149
Mar07 061003 64.43 64.43 62.17 62.36 -2.08 4,771 21,652 -460
Apr07 061003 64.40 64.47 62.98 63.04 -1.99 0 17,753 +533
May07 061003 65.18 65.18 63.56 63.65 -1.91 0 15,940 +46
Jun07 061003 65.99 65.99 64.10 64.19 -1.85 2,453 26,768 +1,063
Jul07 061003 64.65 64.65 64.65 64.65 -1.76 0 5,211 +100
Aug07 061003 65.03 65.03 65.03 65.03 -1.68 0 1,517 +0
Sep07 061003 65.31 66.50 65.31 65.31 -1.64 0 2,367 +0
Oct07 061003 65.53 66.50 65.53 65.53 -1.60 0 477 +0
Nov07 061003 65.75 65.75 65.75 65.75 -1.55 0 8,701 +50
Dec07 061003 67.39 67.39 65.82 65.96 -1.50 4,854 37,438 -628
Total Volume and Open Interest 153,775 480,699 +5,820
Gas Oil(ICE)
Oct06 061003 539.75 541.00 522.50 525.00 -20.50 24,532 41,418 -3,914
Nov06 061003 543.50 544.75 529.00 530.75 -19.25 23,563 72,483 +298
Dec06 061003 551.50 552.50 538.25 539.75 -18.25 10,568 50,400 -467
Jan07 061003 560.25 560.50 547.00 548.25 -17.50 4,458 30,301 +683
Feb07 061003 567.75 568.00 555.00 556.00 -17.00 1,454 19,755 -369
Mar07 061003 571.75 571.75 561.25 562.50 -16.25 1,911 12,722 +445
Apr07 061003 575.50 575.50 566.75 566.75 -15.50 610 5,814 +405
May07 061003 575.50 575.50 570.50 570.50 -15.25 0 3,759 -75
Jun07 061003 582.50 583.75 574.50 574.50 -14.75 0 21,470 +323
Jul07 061003 580.25 580.25 580.25 580.25 -14.50 0 1,849 +0
Total Volume and Open Interest 67,096 294,445 -2,035
US Dollar Index(NYBOT)
Dec06 061003 85.29 85.45 85.22 85.43 +0.15 2,465 22,464 -1,070
Mar07 061003 85.14 85.14 85.14 85.14 +0.15 0 2,030 +0
Jun07 061003 84.89 84.89 84.86 84.86 +0.15 1 16 +1
Total Volume and Open Interest 2,466 24,512 -1,069
Australian Dollar(CME)
Dec06 061003 74.58 74.58 74.17 74.20 -0.53 1,699 55,733 -91
Mar07 061003 74.04 74.04 74.04 74.04 -0.53 0 298 +1
Jun07 061003 73.90 73.90 73.90 73.90 -0.53 0 102 +0
Total Volume and Open Interest 1,699 56,143 -90
British Pound(CME)
Dec06 061003 189.02 189.05 188.83 188.88 unch 4,792 104,570 +8,837
Mar07 061003 188.96 188.96 188.96 188.96 -0.01 0 244 +1
Jun07 061003 188.92 188.92 188.92 188.92 -0.01 0 11 +0
Total Volume and Open Interest 4,792 104,826 +8,838
Canadian Dollar(CME)
Dec06 061003 89.64 89.64 89.35 89.37 -0.46 5,112 95,164 -793
Mar07 061003 89.63 89.63 89.63 89.63 -0.46 2 1,266 +7
Jun07 061003 90.00 90.00 89.90 89.90 -0.46 13 302 +5
Sep07 061003 90.25 90.25 90.17 90.17 -0.46 0 176 +0
Total Volume and Open Interest 5,127 96,919 -781
Japanese Yen(CME)
Dec06 061003 85.77 85.82 85.67 85.70 -0.20 6,560 226,557 +1,267
Mar07 061003 86.75 86.75 86.75 86.75 -0.20 0 13,480 +5
Jun07 061003 87.75 87.75 87.75 87.75 -0.20 0 3 -3
Total Volume and Open Interest 6,560 240,129 +1,269
Swiss Franc(CME)
Dec06 061003 80.98 80.98 80.88 80.90 -0.15 3,268 74,618 -953
Mar07 061003 81.58 81.58 81.58 81.58 -0.15 0 215 -1
Jun07 061003 82.27 82.27 82.27 82.27 -0.15 0 32 +0
Total Volume and Open Interest 3,268 74,914 -954
EuroFX(CME)
Dec06 061003 127.88 127.97 127.73 127.81 -0.11 7,034 142,189 -191
Mar07 061003 128.34 128.34 128.34 128.34 -0.11 2 893 +28
Jun07 061003 128.78 128.78 128.78 128.78 -0.12 0 66 +0
Total Volume and Open Interest 7,036 143,223 -162
Mexican Peso(CME)
Dec06 061003 1.4 6.4 0.4 2.2 -2.6 1,673 46,100 -610
Mar07 061003 8977.0 8977.0 8977.0 8977.0 -55.0 0 1,711 +0
Total Volume and Open Interest 1,730 48,114 -610
30-Year T-Bonds(CBOT)
Dec06 061003 112~21 112~26 112~12 112~18 +0~01 264,828 774,104 -1,648
Mar07 061003 112~22 112~22 112~14 112~15 +0~01 215 2,267 +2
Jun07 061003 112~13 112~13 112~13 112~13 +0~01 8 18 +0
Total Volume and Open Interest 265,051 776,389 -1,646
10-Year T-Notes(CBOT)
Dec06 061003 108~085 108~120 108~030 108~065 unch 784,070 2,209,591 +41,674
Mar07 061003 108~130 108~130 108~060 108~075 -0~005 2,685 50,271 +704
Total Volume and Open Interest 786,756 2,259,864 +42,379
5-Year T-Notes(CBOT)
Dec06 061003 105~195 105~215 105~170 105~195 unch 395,269 0 +0
Mar07 061003 105~220 105~220 105~220 105~220 +0~010 2 0 +0
Total Volume and Open Interest 395,271    
2 Year T-Notes(CBOT)
Dec06 061003 102~040 102~040 102~034 102~037 -0~003 1,430 693,421 -5,832
Total Volume and Open Interest 1,430 693,421 -7,119
Eurodollars(CME)
Dec06 061003 94.670 94.680 94.665 94.670 -0.005 44,216 1,603,011 +1,026
Mar07 061003 94.855 94.865 94.840 94.855 -0.005 19,382 1,412,296 +19,035
Jun07 061003 95.030 95.050 95.015 95.040 unch 20,440 1,109,086 +24,626
Sep07 061003 95.175 95.190 95.160 95.180 unch 18,164 963,189 -8,428
Dec07 061003 95.245 95.260 95.235 95.255 unch 29,120 1,122,229 +36,477
Mar08 061003 95.260 95.275 95.250 95.270 unch 28,295 754,078 +12,794
Jun08 061003 95.240 95.260 95.230 95.250 unch 19,851 510,706 +2,451
Sep08 061003 95.215 95.230 95.205 95.220 unch 20,672 379,993 +7,162
Dec08 061003 95.175 95.195 95.165 95.180 unch 15,127 343,445 +3,142
Mar09 061003 95.140 95.160 95.135 95.145 unch 14,972 342,083 +3,429
Jun09 061003 95.100 95.110 95.100 95.105 unch 12,632 221,727 +3,930
Sep09 061003 95.060 95.070 95.060 95.070 +0.005 13,717 152,148 -515
Dec09 061003 95.020 95.040 95.020 95.025 +0.005 9,698 129,862 +3,989
Mar10 061003 95.010 95.010 94.990 94.995 +0.005 9,552 110,643 +1,610
Jun10 061003 94.975 94.975 94.955 94.960 +0.005 10,497 99,782 +1,686
Sep10 061003 94.940 94.940 94.920 94.925 +0.005 12,202 91,509 +244
Dec10 061003 94.875 94.910 94.875 94.885 +0.005 4,607 95,345 +1,616
Mar11 061003 94.855 94.890 94.855 94.865 +0.005 3,841 57,371 +998
Total Volume and Open Interest 314,889 9,756,236 +117,687
3-Mth Euro-Yen(CME)
Dec06 061003 99.47 99.47 99.47 99.47 unch 3,693 18,556 +258
Mar07 061003 99.34 99.35 99.34 99.35 +0.01 1,748 11,277 -1,433
Jun07 061003 99.25 99.25 99.25 99.25 +0.02 334 9,141 -210
Sep07 061003 99.15 99.15 99.15 99.15 +0.01 743 2,984 -884
Dec07 061003 99.05 99.05 99.05 99.05 +0.01 1,073 6,213 +389
Mar08 061003 98.96 98.96 98.96 98.96 unch 0 3,271 +0
Jun08 061003 98.89 98.89 98.89 98.89 unch 0 259 +0
Sep08 061003 98.78 98.78 98.78 98.78 unch 0 1 +0
Dec08 061003 98.68 98.68 98.68 98.68 +0.05 0 4 +0
Mar09 061003 98.55 98.55 98.55 98.55 +0.05      
Total Volume and Open Interest 7,591 51,706 -1,880
3-Mth Euro-Yen(SIMEX)
Dec06 061003 99.47 99.47 99.47 99.47 unch 4,280 86,323 -684
Mar07 061003 99.35 99.36 99.35 99.35 +0.01 5,625 70,960 +457
Jun07 061003 99.24 99.26 99.24 99.26 +0.02 4,578 36,927 +149
Sep07 061003 99.16 99.17 99.16 99.16 +0.02 1,614 29,124 +855
Dec07 061003 99.06 99.08 99.06 99.07 +0.03 2,009 41,022 +132
Mar08 061003 98.96 98.98 98.96 98.97 +0.03 50 24,806 -50
Jun08 061003 98.89 98.89 98.88 98.88 +0.04 0 4,230 +0
Sep08 061003 98.79 98.79 98.79 98.79 +0.04 0 167 +0
Total Volume and Open Interest 18,158 295,094 +859
German Euro-Bund(EUREX)
Dec06 061003 118.23 118.35 117.82 117.92 -0.40 1,429,140 1,473,514 -9,273
Mar07 061003 118.29 118.29 118.02 118.10 -0.42 3,089 5,449 +2,080
Jun07 061003 117.49 117.49 117.49 117.49 -0.40      
Total Volume and Open Interest 1,432,229 1,478,963 -30,175
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061003 110.32 110.32 110.14 110.14 -0.19 750 1,301 +650
Jun07 061003 108.41 108.41 108.41 108.41 -0.19      
Total Volume and Open Interest 676,993 994,113 -27,398
Long Gilt(LIFFE)
Dec06 061003 109~31 110~02 109~20 109~25 -0~06 81,688 257,914 +4,277
Mar07 061003 109~24 109~24 109~24 109~24 -0~06      
Total Volume and Open Interest 81,716 257,942 +4,305
3-Mth Short Sterling(LIFFE)
Dec06 061003 94.72 94.72 94.72 94.72 -0.02 58,743 410,330 +3,452
Mar07 061003 94.67 94.67 94.67 94.67 -0.04 71,882 412,435 -4,204
Jun07 061003 94.69 94.69 94.69 94.69 -0.04 67,034 349,829 +14,023
Total Volume and Open Interest 352,797 1,980,271 +9,334
3-Mth Euribor(LIFFE)
Dec06 061003 96.320 96.330 96.310 96.315 -0.015 116,661 729,535 +5,272
Mar07 061003 96.225 96.235 96.190 96.205 -0.025 198,751 646,628 +3,309
Jun07 061003 96.220 96.235 96.185 96.195 -0.035 160,068 551,362 -4,775
Total Volume and Open Interest 822,079 3,434,491 +6,602
3-Mth Aus T-Bills(SFE)
Dec06 061003 93.77 93.78 93.76 93.77 +0.02 4,131 174,827 -6,651
Mar07 061003 93.78 93.79 93.77 93.78 +0.03 4,581 207,854 -13,878
Jun07 061003 93.79 93.80 93.78 93.80 +0.04 1,652 70,539 -10,686
Sep07 061003 93.82 93.83 93.82 93.83 +0.04 763 36,133 -1,227
Dec07 061003 93.86 93.87 93.86 93.87 +0.04 81 29,975 -1,135
Mar08 061003 93.87 93.89 93.87 93.89 +0.04 120 15,169 -270
Jun08 061003 93.90 93.90 93.90 93.90 +0.04 0 14,609 +0
Sep08 061003 93.91 93.91 93.91 93.91 +0.04 0 4,941 -100
Dec08 061003 93.90 93.92 93.90 93.92 +0.05 0 1,767 -4
Mar09 061003 93.91 93.92 93.91 93.92 +0.05 0 1,715 -3
Total Volume and Open Interest 11,328 558,496 -33,954
10-Year Aus T-Bonds(SFE)
Dec06 061003 94.49 94.51 94.48 94.51 +0.06 10,255 418,807 +6,923
Mar07 061003 94.51 94.51 94.51 94.51 +0.06      
Total Volume and Open Interest 10,255 418,807 +6,923
3-Year Aus T-Bonds(SFE)
Dec06 061003 94.31 94.33 94.30 94.33 +0.06 8,541 440,066 -46,761
Mar07 061003 94.33 94.33 94.33 94.33 +0.06      
Total Volume and Open Interest 8,541 440,066 -46,761
Gold(CMX)
Oct06 061003 591.9 591.9 576.3 576.3 -21.4 109 4,801 -104
Dec06 061003 595.0 595.0 580.5 581.5 -21.8 20,537 194,767 -847
Feb07 061003 600.0 603.0 586.0 587.2 -22.0 649 26,673 -361
Apr07 061003 592.6 592.6 592.6 592.6 -22.2 48 3,731 +7
Jun07 061003 603.0 603.5 598.0 598.0 -22.4 10 22,834 +3
Aug07 061003 603.8 603.8 603.3 603.3 -22.6 4 1,667 +0
Oct07 061003 608.6 608.6 608.6 608.6 -22.8 50 11,212 +50
Dec07 061003 617.0 620.0 613.8 613.8 -23.0 58 33,273 +58
Feb08 061003 618.9 618.9 618.9 618.9 -23.2 0 2,226 +0
Apr08 061003 624.0 624.0 624.0 624.0 -23.4 0 910 +0
Jun08 061003 629.2 629.2 629.2 629.2 -23.5 0 3,534 +0
Aug08 061003 634.3 634.3 634.3 634.3 -23.7      
Total Volume and Open Interest 21,465 325,634 -1,194
Silver(CMX)
Dec06 061003 1134.0 1139.0 1101.0 1104.5 -59.5 8,369 61,347 +374
Mar07 061003 1145.0 1146.0 1118.0 1119.1 -59.5 387 13,547 -85
May07 061003 1127.2 1127.2 1127.2 1127.2 -59.5 3 3,837 -1
Jul07 061003 1148.0 1148.0 1135.0 1135.0 -59.5 9 8,439 +0
Sep07 061003 1145.0 1145.0 1135.0 1138.5 -59.5 0 1,934 +0
Dec07 061003 1165.0 1165.0 1136.0 1143.0 -59.5 190 4,818 +36
Mar08 061003 492.6 492.6 492.6 492.6 -59.5 0 131 +0
Total Volume and Open Interest 9,164 99,211 +204
Platinum(NYM)
Oct06 061003 1124.9 1124.9 1124.9 1124.9 -28.3 27 183 -232
Jan07 061003 1134.0 1141.0 1128.0 1129.9 -29.3 475 7,441 +43
Apr07 061003 1134.9 1134.9 1134.9 1134.9 -29.3 0 13 +0
Jul07 061003 484.5 484.5 484.5 484.5 -29.3 0 6 +0
Total Volume and Open Interest 502 7,643 -189
Palladium(NYME)
Dec06 061003 309.00 309.00 299.10 306.45 -7.70 266 11,148 +84
Mar07 061003 311.75 311.75 311.75 311.75 -7.70 0 29 +0
Jun07 061003 318.00 318.00 315.00 317.25 -7.70 0 33 +0
Total Volume and Open Interest 266 11,211 +84
Copper(CMX)
Dec06 061003 335.00 335.50 327.60 328.25 -14.70 7,232 50,394 -331
Mar07 061003 331.90 331.90 326.05 326.05 -14.20 601 4,702 +1
May07 061003 326.00 327.25 322.55 322.55 -13.45 71 1,227 +55
Jul07 061003 317.30 317.30 317.30 317.30 -12.95 63 1,278 +58
Sep07 061003 315.00 315.00 311.10 311.10 -11.95 161 536 +136
Total Volume and Open Interest 9,090 69,598 -288
Aluminum(CMX)
Oct06 061003 115.50 115.50 115.50 115.50 -1.00 1 234 -28
Nov06 061003 116.00 116.00 116.00 116.00 -1.30 0 106 +7
Dec06 061003 116.70 116.70 116.70 116.70 -1.30 0 587 +0
Jan07 061003 116.15 116.15 116.15 116.15 -1.35 0 10 +0
Feb07 061003 115.40 115.40 115.40 115.40 -1.35      
Mar07 061003 114.45 114.45 114.45 114.45 -1.40      
Total Volume and Open Interest 2 985 -20
DJIA Index(CBOT)
Dec06 061003 11727 11823 11712 11790 +55 5,384 59,370 +509
Mar07 061003 11871 11871 11871 11871 +56 5 69 +5
Jun07 061003 11960 11960 11960 11960 +55      
Sep07 061003 12045 12045 12045 12045 +55 2 2 +2
Total Volume and Open Interest 5,391 59,441 +516
S & P 500(CME)
Dec06 061003 1338.60 1347.80 1336.00 1343.20 +2.80 20,806 587,953 -2,843
Mar07 061003 1349.00 1357.50 1349.00 1354.30 +2.80 10 1,994 -7
Jun07 061003 1365.70 1365.70 1365.70 1365.70 +2.80 0 4,566 +0
Sep07 061003 1377.50 1377.50 1377.50 1377.50 +2.80 0 1,379 +0
Total Volume and Open Interest 20,816 596,178 -2,850
S & P 500 E-Mini(Globex)
Dec06 061003 1340.50 1347.75 1336.00 1343.25 +2.75 735,497 1,403,767 -15,780
Mar07 061003 1353.00 1358.50 1347.50 1354.25 +2.75 146 1,845 +21
Total Volume and Open Interest 735,643 1,405,612 -15,759
NASDAQ 100(CME)
Dec06 061003 1645.00 1663.00 1638.00 1653.80 +6.30 6,391 47,042 +642
Mar07 061003 1673.80 1673.80 1673.80 1673.80 +6.30 26 1 +0
Jun07 061003 1692.80 1692.80 1692.80 1692.80 +6.30      
Total Volume and Open Interest 6,417 47,043 +642
NASDAQ 100 E-Mini(Globex)
Dec06 061003 1647.00 1663.00 1638.00 1653.80 +6.30 292,555 424,075 -4,605
Mar07 061003 1661.30 1681.00 1660.00 1673.80 +6.30 1 117 +0
Total Volume and Open Interest 292,556 424,192 -4,605
S & P Midcap 400(CME)
Dec06 061003 755.00 758.25 750.75 752.60 -2.80 134 7,873 +16
Mar07 061003 759.60 759.60 759.60 759.60 -2.80      
Jun07 061003 766.60 766.60 766.60 766.60 -2.80      
Total Volume and Open Interest 134 7,873 +16
Russell 2000(CME)
Dec06 061003 722.50 728.00 716.80 722.30 -0.90 1,709 34,963 +1,054
Mar07 061003 728.80 728.80 728.80 728.80 -0.90 0 34 +0
Jun07 061003 735.30 735.30 735.30 735.30 -0.90      
Total Volume and Open Interest 1,709 34,997 +1,054
Russell 2000 E-Mini(Globex)
Dec06 061003 723.30 728.40 716.60 722.30 -0.90 155,134 426,799 +1,933
Mar07 061003 725.00 734.10 723.50 728.80 -0.90 41 172 +14
Total Volume and Open Interest 155,175 426,971 +1,947
Value Line(KCBT)
Dec06 061003 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061003 16150 16290 16150 16250 -35      
Mar07 061003 16275 16275 16275 16275 +140      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061003 16235 16280 16165 16245 -50 64,635 222,707 -425
Mar07 061003 16260 16260 16220 16260 -15 0 10 +0
Jun07 061003 16205 16205 16205 16205 -15 0 1 +0
Total Volume and Open Interest 64,675 222,962 -424
CAC 40(EURONEXT)
Oct06 061003 5238.0 5259.0 5203.5 5227.5 -25.5 58,867 458,174 -54,705
Nov06 061003 5250.5 5250.5 5222.0 5240.0 -25.5 122 2,996 -161
Dec06 061003 5251.5 5251.5 5220.0 5241.5 -25.5 454 78,808 -61
Total Volume and Open Interest 59,443 540,028 -54,927
Hang Seng Index(HKFE)
Oct06 061003 17497 17710 17452 17644 +85 40,431 125,122 +1,129
Nov06 061003 17491 17700 17460 17634 +78      
Dec06 061003 17530 17724 17506 17684 +85 127 1,666 +33
Total Volume and Open Interest 53,473 127,162 -45,707
DAX(EUREX)
Dec06 061003 6020.5 6068.0 5985.0 6030.0 -4.5 104,088 201,314 -1,706
Mar07 061003 6078.0 6122.0 6043.5 6085.5 -4.5 179 6,443 +30
Jun07 061003 6122.0 6181.5 6107.5 6144.0 -4.0 124 1,507 +10
Total Volume and Open Interest 104,391 209,264 -1,666
FT-SE 100(EURONEXT)
Dec06 061003 5970.00 5992.50 5924.00 5964.50 -18.50 49,084 502,930 +3,476
Mar07 061003 5978.50 5981.50 5943.50 5981.50 -19.00 30 2,659 +5
Jun07 061003 5996.50 5996.50 5996.50 5996.50 -24.00 0 1,750 +0
Total Volume and Open Interest 49,114 507,839 +3,481
SPI 200(SFE)
Dec06 061003 5185.0 5208.0 5158.0 5193.0 -7.0 8,922 260,316 -5,558
Mar07 061003 5193.0 5200.0 5177.0 5200.0 -7.0 29 2,940 +13
Jun07 061003 5228.0 5228.0 5228.0 5228.0 -6.0 0 2,456 +0
Total Volume and Open Interest 8,954 267,932 -5,542
GSCI(CME)
Oct06 061003 412.80 412.90 408.50 409.20 -11.30 326 19,072 -209
Nov06 061003 423.00 423.00 423.00 423.00 -12.00 9 18 +6
Dec06 061003 433.00 433.00 433.00 433.00 -12.00      
Total Volume and Open Interest 335 19,090 -203
Reuters CRB Index(NYBOT)
Nov06 061003 368.00 369.00 365.00 365.00 -8.00 14 333 +13
Jan07 061003 373.00 373.00 369.00 369.00 -8.00 12 416 +9
Feb07 061003 369.00 369.00 369.00 369.00 -8.00 0 12 +0
Total Volume and Open Interest 26 960 +22
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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