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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 January 03, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 070103 680.75 682.50 668.25 669.25 -14.25 18,561 19,255 +0
Mar07 070103 695.00 696.50 681.25 682.00 -15.25 32,660 215,866 +0
May07 070103 708.00 709.75 695.00 695.75 -13.75 2,548 47,286 +0
Jul07 070103 720.00 720.50 707.00 707.50 -13.00 3,815 31,776 +0
Aug07 070103 720.00 720.00 711.50 712.00 -13.00 55 1,679 +0
Sep07 070103 720.00 720.00 715.00 715.00 -17.00 0 438 +0
Nov07 070103 739.00 739.00 725.25 726.25 -13.75 4,342 66,609 +0
Total Volume and Open Interest 104,375 397,166 +0
Soybean Meal(CBOT)
Jan07 070103 191.90 191.90 187.50 187.80 -4.10 8,394 6,159 +0
Mar07 070103 197.50 198.30 192.20 192.40 -4.50 14,104 75,900 +0
May07 070103 201.00 201.00 196.70 196.80 -2.90 2,615 36,666 +0
Jul07 070103 202.20 202.80 199.80 199.90 -3.60 2,203 39,657 +0
Aug07 070103 203.00 204.00 201.30 201.30 -2.40 493 11,143 +0
Sep07 070103 203.90 204.00 203.00 203.00 -2.70 181 7,362 +0
Oct07 070103 205.00 205.00 203.80 203.80 -2.20 67 2,822 +0
Dec07 070103 208.50 209.00 206.30 206.40 -2.30 656 12,406 +0
Total Volume and Open Interest 40,030 193,021 +0
Soybean Oil(CBOT)
Jan07 070103 29.24 29.24 28.56 28.65 -0.61 8,065 6,628 +0
Mar07 070103 29.66 29.84 29.01 29.08 -0.62 13,924 144,827 +0
May07 070103 30.25 30.25 29.48 29.51 -0.63 1,706 42,954 +0
Jul07 070103 30.35 30.45 29.97 30.02 -0.67 1,504 29,504 +0
Aug07 070103 30.53 30.53 30.15 30.22 -0.63 20 5,811 +0
Sep07 070103 30.80 30.80 30.30 30.35 -0.70 81 2,931 +0
Oct07 070103 31.00 31.00 30.45 30.50 -0.75 92 3,486 +0
Dec07 070103 31.25 31.25 30.84 30.90 -0.48 1,780 22,597 +0
Total Volume and Open Interest 42,131 258,853 +0
Canola(WCE)
Jan07 070103 371.0 371.0 364.9 364.9 -7.6 962 1,083 -332
Mar07 070103 381.4 382.0 374.1 374.3 -7.7 4,119 60,989 +970
May07 070103 386.0 386.7 382.3 382.7 -6.6 120 7,115 +3
Jul07 070103 394.5 394.5 389.0 389.1 -6.5 297 11,561 +216
Total Volume and Open Interest 5,996 99,103 +1,179
Corn(CBOT)
Mar07 070103 388.00 388.25 370.25 370.50 -19.75 21,702 593,238 +0
May07 070103 396.50 396.50 379.25 380.00 -18.50 5,004 116,691 +0
Jul07 070103 401.50 401.75 385.00 385.25 -17.25 9,794 203,594 +0
Sep07 070103 385.00 385.00 371.00 371.50 -15.00 1,177 44,610 +0
Dec07 070103 373.50 374.00 361.00 362.00 -12.75 5,441 308,169 +0
Mar08 070103 378.00 378.25 366.50 367.00 -12.75 340 19,997 +0
Total Volume and Open Interest 101,062 1,395,323 +0
Wheat(CBOT)
Mar07 070103 493.00 493.75 476.00 476.50 -24.50 7,719 241,662 +0
May07 070103 501.75 501.75 485.75 486.75 -21.25 1,846 31,599 +0
Jul07 070103 490.50 491.50 478.00 479.50 -18.00 4,150 81,278 +0
Sep07 070103 494.75 494.75 483.00 484.00 -13.00 34 4,773 +0
Dec07 070103 503.25 504.75 492.00 493.00 -19.00 638 63,286 +0
Total Volume and Open Interest 28,426 443,064 +0
Wheat(KCBT)
Mar07 070103 503.00 503.00 484.50 486.75 -23.00 5,422 65,643 +0
May07 070103 508.50 510.00 492.25 497.75 -19.25 569 7,069 +0
Jul07 070103 500.00 503.00 488.00 490.25 -19.50 1,270 31,502 +0
Sep07 070103 498.00 504.00 493.50 495.00 -20.00 133 3,793 +0
Dec07 070103 500.00 510.00 500.00 502.00 -16.00 107 6,190 +0
Total Volume and Open Interest 7,503 117,209 +0
Wheat(MGE)
Mar07 070103 509.00 509.00 494.00 495.50 -23.00 2,437 26,213 +0
May07 070103 513.00 515.00 502.50 502.50 -23.50 194 4,005 +0
Jul07 070103 516.00 516.00 506.00 506.50 -13.50 5 1,782 +0
Sep07 070103 515.00 515.00 504.00 505.50 -17.50 66 5,150 +0
Dec07 070103 512.00 516.00 505.00 508.00 -12.00 57 8,290 +0
Total Volume and Open Interest 2,759 46,069 +0
Oats(CBOT)
Mar07 070103 275.00 275.00 260.00 262.00 -9.00 381 9,289 +0
May07 070103 279.00 281.00 268.25 269.00 -8.00 96 1,261 +0
Jul07 070103 280.00 286.00 273.00 273.75 -7.25 101 599 +0
Sep07 070103 252.00 252.00 252.00 252.00 unch 0 58 +0
Total Volume and Open Interest 1,031 14,743 +0
Rough Rice(CBOT)
Jan07 070103 10.14 10.16 10.14 10.16 +0.03 640 682 +0
Mar07 070103 10.40 10.49 10.35 10.45 +0.02 1,102 10,334 +0
May07 070103 10.69 10.69 10.68 10.68 +0.03 65 1,586 +0
Jul07 070103 10.76 10.80 10.76 10.80 +0.01 69 734 +0
Total Volume and Open Interest 2,344 14,941 +0
Live Cattle(CME)
Feb07 070103 93.300 93.450 92.700 93.100 +0.600 15,416 0 -126,464
Apr07 070103 94.500 94.850 93.875 94.275 +0.500 10,417 0 -54,918
Jun07 070103 89.850 89.975 89.300 89.600 +0.300 1,822 0 -25,454
Aug07 070103 88.650 88.750 88.150 88.275 +0.175 556 0 -12,141
Oct07 070103 90.550 90.800 90.150 90.300 -0.025 268 0 -7,206
Dec07 070103 91.600 91.700 91.200 91.200 -0.250 80 0 -3,178
Total Volume and Open Interest 36,767 232,682 +0
Feeder Cattle(CME)
Jan07 070103 100.100 100.750 99.625 99.850 +0.250 1,057 0 -5,260
Mar07 070103 99.250 99.800 98.600 99.000 +0.625 1,652 0 -12,978
Apr07 070103 99.500 100.100 99.050 99.425 +0.525 248 0 -2,383
May07 070103 100.400 100.800 99.775 100.150 +0.450 242 0 -3,636
Aug07 070103 103.000 103.250 102.450 102.850 +0.550 36 0 -2,051
Sep07 070103 103.050 103.250 102.300 102.450 +0.200 6 0 -960
Oct07 070103 102.100 102.300 102.000 102.300 +0.500      
Total Volume and Open Interest 3,269 27,348 +0
Lean Hogs(CME)
Feb07 070103 61.250 61.350 59.100 59.500 -2.200 10,104 0 -88,376
Apr07 070103 65.200 65.250 62.800 63.550 -1.975 5,615 0 -40,370
May07 070103 70.500 70.500 68.800 69.800 -1.200 30 0 -3,010
Jun07 070103 73.450 73.450 71.350 72.250 -1.200 1,457 0 -22,468
Jul07 070103 71.650 71.650 70.150 70.500 -1.500 311 0 -7,164
Aug07 070103 70.600 70.600 69.100 69.550 -1.125 87 0 -4,088
Oct07 070103 64.700 64.700 63.000 63.450 -1.300 88 0 -5,509
Dec07 070103 63.100 63.100 61.550 61.750 -1.575 219 0 -3,482
Total Volume and Open Interest 14,168 174,555 +0
Pork Bellies(CME)
Feb07 070103 91.650 91.775 89.000 89.575 -2.200 135 0 -845
Mar07 070103 92.400 92.400 90.000 90.700 -1.700      
May07 070103 94.200 94.200 91.500 91.600 -2.900      
Jul07 070103 93.600 93.900 92.400 92.700 -0.900 2 0 -90
Aug07 070103 93.250 93.250 93.200 93.200 -0.050 1 0 -8
Total Volume and Open Interest 79 1,101 +0
Class III Milk(CME)
Jan07 070103 13.13 13.15 13.08 13.15 -0.05 28 0 -2,743
Feb07 070103 13.25 13.25 13.15 13.20 -0.12 23 0 -2,550
Mar07 070103 13.35 13.36 13.28 13.33 -0.09 19 0 -2,486
Apr07 070103 13.64 13.65 13.55 13.56 -0.15 10 0 -2,177
May07 070103 13.85 13.88 13.75 13.85 -0.08 20 0 -2,146
Total Volume and Open Interest 725 28,615 +0
Cocoa(ICE)
Mar07 070103 1675 1696 1660 1684 +49 5,135 73,824 +0
May07 070103 1701 1713 1682 1707 +49 582 22,275 +0
Jul07 070103 1721 1733 1702 1725 +47 290 11,631 +0
Sep07 070103 1746 1746 1740 1744 +48 40 14,849 +0
Dec07 070103 1755 1768 1755 1764 +48 582 13,714 +0
Mar08 070103 1783 1784 1761 1784 +48 56 4,345 +0
May08 070103 1806 1808 1795 1807 +48 46 2,234 +0
Total Volume and Open Interest 6,731 145,487 +0
Coffee "C"(ICE)
Mar07 070103 124.30 125.90 122.40 123.60 -2.60 9,204 87,314 +0
May07 070103 127.50 128.50 125.50 126.65 -2.55 1,936 17,461 +0
Jul07 070103 130.25 130.65 128.70 129.45 -2.55 757 6,676 +0
Sep07 070103 133.00 133.00 131.80 132.10 -2.55 254 3,633 +0
Dec07 070103 136.00 137.00 134.00 135.25 -2.60 212 3,169 +0
Mar08 070103 138.50 140.00 138.30 138.30 -2.65 155 2,706 +0
Total Volume and Open Interest 12,770 127,610 +0
Orange Juice(ICE)
Jan07 070103 204.70 204.70 202.00 203.80 +2.55 1,208 1,590 +0
Mar07 070103 201.00 202.00 198.90 200.80 +3.65 1,866 19,555 +0
May07 070103 196.50 197.75 196.50 197.75 +4.15 5 1,944 +0
Jul07 070103 194.00 194.50 194.00 194.50 +4.20 0 595 +0
Sep07 070103 190.00 190.00 189.50 189.50 +0.60 0 241 +0
Nov07 070103 183.75 183.75 183.75 183.75 +0.85 0 1,546 +0
Total Volume and Open Interest 3,080 25,600 +0
Sugar #11(ICE)
Mar07 070103 11.60 11.66 11.40 11.51 -0.24 22,160 259,073 +0
May07 070103 11.55 11.58 11.35 11.51 -0.20 8,486 92,193 +0
Jul07 070103 11.25 11.30 11.15 11.25 -0.17 4,975 81,781 +0
Oct07 070103 11.45 11.46 11.35 11.42 -0.15 882 57,509 +0
Mar08 070103 11.90 11.91 11.73 11.82 -0.20 1,647 48,108 +0
Total Volume and Open Interest 38,662 577,014 +0
Sugar #14(ICE)
Mar07 061229 19.75 19.75 19.72 19.73 unch 29 3,733 -14
May07 061229 19.70 19.73 19.70 19.73 -0.01 4 2,598 +0
Jul07 061229 19.89 19.89 19.89 19.89 -0.01 37 2,336 +3
Sep07 061229 19.81 19.89 19.81 19.89 +0.04 4 1,808 +0
Nov07 061229 19.65 19.66 19.65 19.66 +0.01 5 1,489 +3
Total Volume and Open Interest 81 12,144 -6
London Cocoa(LCE)
Mar07 070102 885 894 883 890 +2 1,143 0 -68,759
May07 070103 901 929 901 927 +28 412 29,283 +29,283
Jul07 070103 913 937 913 936 +28 2 24,681 +24,681
Sep07 070103 926 949 926 947 +30 3 25,570 +25,570
Dec07 070103 926 951 926 950 +26 2 21,236 +21,236
Mar08 070103 949 960 949 959 +24 0 7,008 +7,008
May08 070103 969 969 964 968 +24 60 1,126 +1,126
Total Volume and Open Interest 1,622 178,521 -5
London Coffee(LCE)
Jan07 070103 1623.00 1627.00 1600.00 1617.00 -18.00 4,872 13,608 +13,608
Mar07 070103 1622.00 1622.00 1563.00 1597.00 -29.00 9,400 79,733 +79,733
May07 070103 1600.00 1600.00 1545.00 1580.00 -22.00 1,246 21,879 +21,879
Jul07 070103 1577.00 1577.00 1548.00 1566.00 -22.00 4 6,726 +6,726
Sep07 070103 1562.00 1562.00 1535.00 1552.00 -18.00 351 4,567 +4,567
Nov07 070103 1521.00 1525.00 1508.00 1521.00 -17.00 0 2,255 +2,255
Total Volume and Open Interest 15,981 131,716 +866
London Sugar(LCE)
Mar07 070103 342.90 343.00 332.40 337.00 -6.00 555 23,402 +23,402
May07 070103 337.50 338.40 330.00 333.90 -4.50 262 16,016 +16,016
Aug07 070103 329.50 329.50 322.70 326.00 -3.50 183 6,203 +6,203
Oct07 070103 322.00 322.00 316.00 319.80 -4.50 107 3,824 +3,824
Dec07 070103 326.10 326.10 320.80 321.80 -4.30 7 1,029 +1,029
Total Volume and Open Interest 1,129 53,621 +163
Cotton(ICE)
Mar07 070103 55.55 55.90 54.10 54.89 -1.30 9,077 111,684 +0
May07 070103 55.80 56.15 55.15 55.89 -1.10 2,257 24,032 +0
Jul07 070103 56.55 56.90 56.00 56.74 -0.91 731 12,684 +0
Oct07 070103 58.20 58.40 58.20 58.40 -0.75 4 154 +0
Dec07 070103 59.30 59.55 59.00 59.50 -0.72 937 19,719 +0
Mar08 070103 61.25 61.50 61.25 61.50 -0.75 0 1,559 +0
Total Volume and Open Interest 13,006 170,421 +0
Lumber(CME)
Jan07 070103 269.5 271.0 267.3 268.8 +0.8 564 0 -1,534
Mar07 070103 285.2 287.3 284.0 285.2 +3.2 591 0 -4,220
May07 070103 299.7 303.8 299.7 302.5 +3.7 95 0 -478
Jul07 070103 312.0 314.5 311.0 311.0 +1.9 26 0 -111
Total Volume and Open Interest 1,024 6,394 +0
Crude Oil(NYM)
Feb07 070103 60.95 61.55 57.72 58.32 -2.73 111,098 296,350 +0
Mar07 070103 62.20 62.22 58.83 59.36 -3.02 42,964 143,489 +0
Apr07 070103 63.05 63.05 59.92 60.27 -2.99 13,301 56,049 +0
May07 070103 63.80 63.80 60.50 60.93 -3.02 4,281 41,877 +0
Jun07 070103 64.20 64.20 61.30 61.60 -2.94 6,727 75,534 +0
Jul07 070103 64.07 64.13 61.98 61.98 -3.06 2,046 22,893 +0
Aug07 070103 62.74 62.74 62.64 62.64 -2.85 2,814 16,229 +0
Sep07 070103 63.68 63.68 62.77 62.86 -3.03 2,431 26,637 +0
Oct07 070103 63.16 63.20 63.16 63.20 -3.03 259 16,040 +0
Nov07 070103 63.43 63.44 63.43 63.44 -3.09 434 12,941 +0
Dec07 070103 65.89 65.90 63.61 63.85 -2.94 6,770 135,343 +0
Jan08 070103 64.40 64.45 64.35 64.45 -2.56 466 24,488 +0
Feb08 070103 64.38 64.38 64.38 64.38 -2.80 1,015 10,201 +0
Mar08 070103 64.51 64.51 64.51 64.51 -2.80 851 16,444 +0
Apr08 070103 64.64 64.64 64.64 64.64 -2.79 0 14,518 +0
May08 070103 64.74 64.74 64.74 64.74 -2.77 0 6,352 +0
Total Volume and Open Interest 204,437 1,190,992 +0
Heating Oil(NYM)
Feb07 070103 164.35 164.60 157.38 158.90 -5.92 24,295 91,572 +0
Mar07 070103 168.20 168.20 161.48 162.70 -5.87 8,319 44,173 +0
Apr07 070103 169.11 169.11 164.75 165.27 -5.75 3,372 16,755 +0
May07 070103 171.08 171.08 166.63 167.50 -5.12 1,260 8,076 +0
Jun07 070103 172.80 172.80 168.45 168.90 -5.22 947 18,132 +0
Jul07 070103 174.90 174.90 170.20 170.20 -5.77 225 5,472 +0
Aug07 070103 177.00 177.00 173.46 173.46 -4.96 42 2,336 +0
Sep07 070103 179.50 179.50 175.95 175.95 -5.17 160 5,877 +0
Oct07 070103 182.95 182.95 178.96 178.96 -4.91 6 1,812 +0
Nov07 070103 182.50 182.90 182.00 182.01 -4.86 10 1,161 +0
Dec07 070103 188.00 188.00 184.50 185.50 -4.47 72 9,753 +0
Jan08 070103 190.00 190.00 187.31 187.31 -4.86 221 3,448 +0
Total Volume and Open Interest 59,203 218,647 +0
Gasoline(NYMEX)
Feb07 070103 161.65 161.65 154.02 154.99 -6.64 16,626 55,780 +1,929
Mar07 070103 164.82 165.24 158.04 159.25 -6.73 4,839 27,922 +556
Apr07 070103 178.90 178.90 172.90 172.90 -7.33 2,542 15,215 +720
May07 070103 181.80 181.80 176.90 177.34 -5.84 256 12,459 +127
Jun07 070103 181.95 182.00 180.00 180.00 -5.58 587 6,804 +81
Jul07 070103 186.50 186.50 181.50 181.50 -5.43 405 5,730 +171
Aug07 070103 186.60 186.60 181.15 181.15 -5.88 117 2,860 +86
Sep07 070103 185.10 185.10 182.45 182.45 -3.43 216 8,403 -35
Oct07 070103 172.25 172.25 171.50 171.50 -3.63 3 1,173 +2
Nov07 070103 165.44 165.44 165.44 165.44 -6.39 3 877 +2
Total Volume and Open Interest 41,671 143,157 -743
e-MiNY RBOB Gasoline(NYMEX)
Feb07 061228 159.83 159.83 159.83 159.83 +0.42 0 1 +0
Mar07 070103 159.24 159.24 159.24 159.24 -6.74      
Apr07 070103 173.84 173.84 173.84 173.84 -6.39      
May07 070103 176.84 176.84 176.84 176.84 -6.34      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb07 070103 6.300 6.398 6.130 6.179 -0.120 22,173 79,254 +0
Mar07 070103 6.463 6.571 6.290 6.345 -0.158 12,726 133,591 +0
Apr07 070103 6.595 6.643 6.419 6.445 -0.158 8,063 99,508 +0
May07 070103 6.643 6.719 6.532 6.546 -0.157 2,634 48,531 +0
Jun07 070103 6.770 6.823 6.650 6.652 -0.161 1,408 14,960 +0
Jul07 070103 6.877 6.934 6.767 6.776 -0.152 1,904 14,416 +0
Aug07 070103 7.030 7.040 6.876 6.880 -0.158 922 15,598 +0
Sep07 070103 7.081 7.104 6.950 6.950 -0.163 1,493 15,667 +0
Oct07 070103 7.200 7.249 7.083 7.116 -0.137 6,656 39,057 +0
Nov07 070103 7.830 7.830 7.800 7.800 -0.133 142 22,293 +0
Dec07 070103 8.530 8.530 8.440 8.440 -0.123 181 34,179 +0
Jan08 070103 8.880 8.880 8.755 8.787 -0.101 1,891 31,285 +0
Feb08 070103 8.830 8.850 8.800 8.800 -0.103 182 16,142 +0
Mar08 070103 8.620 8.620 8.600 8.600 -0.098 584 38,631 +0
Apr08 070103 7.500 7.530 7.500 7.530 -0.028 404 27,005 +0
May08 070103 7.410 7.410 7.410 7.410 -0.043 234 13,229 +0
Total Volume and Open Interest 65,400 873,588 +0
Brent Crude Oil(ICE)
Feb07 070103 60.68 60.68 57.42 57.96 -2.48 54,914 116,004 +116,004
Mar07 070103 61.81 61.83 58.52 59.04 -2.56 35,584 144,770 +144,770
Apr07 070103 62.72 62.72 59.66 59.95 -2.60 7,172 43,200 +43,200
May07 070103 63.20 63.20 60.56 60.66 -2.52 4,900 20,451 +20,451
Jun07 070103 63.43 63.46 61.22 61.25 -2.46 6,198 42,404 +42,404
Jul07 070103 63.81 63.82 61.76 61.76 -2.41 1,303 13,246 +13,246
Aug07 070103 62.23 62.23 62.23 62.23 -2.36 125 6,607 +6,607
Sep07 070103 62.62 62.62 62.62 62.62 -2.34 175 14,168 +14,168
Oct07 070103 62.92 62.92 62.92 62.92 -2.36 150 9,160 +9,160
Nov07 070103 63.22 63.22 63.22 63.22 -2.33 5,400 11,065 +11,065
Dec07 070103 65.45 65.46 63.49 63.49 -2.31 8,548 45,752 +45,752
Jan08 070103 63.70 63.70 63.70 63.70 -2.32 0 7,145 +7,145
Feb08 070103 63.89 63.89 63.89 63.89 -2.31 0 1,493 +1,493
Mar08 070103 64.01 64.01 64.01 64.01 -2.33 0 2,279 +2,279
Total Volume and Open Interest 125,303 547,242 -1,412
Gas Oil(ICE)
Jan07 070103 520.75 520.75 499.75 501.75 -16.50 16,607 56,360 -984
Feb07 070103 524.50 524.75 504.00 506.25 -16.00 14,576 81,559 +2,865
Mar07 070103 530.25 530.25 510.50 512.25 -16.25 6,665 35,900 -947
Apr07 070103 533.00 533.25 518.75 518.75 -15.75 3,061 17,043 +896
May07 070103 540.00 540.25 525.75 525.75 -15.25 685 15,789 +221
Jun07 070103 547.25 547.50 533.00 533.00 -14.75 3,288 39,590 +1,473
Jul07 070103 556.00 556.00 541.00 541.00 -14.50 163 10,177 +103
Aug07 070103 562.00 562.00 548.75 548.75 -14.50 273 3,113 +272
Sep07 070103 568.50 568.50 555.25 555.25 -14.50 0 8,114 +0
Oct07 070103 571.00 571.00 560.25 560.25 -14.00 259 2,662 +209
Total Volume and Open Interest 48,887 320,817 +6,609
US Dollar Index(ICE)
Mar07 070103 83.050 83.800 82.920 83.680 +0.250 976 25,675 -50
Jun07 070103 83.400 83.430 83.400 83.430 +0.250 16 2,021 -1
Sep07 070103 83.180 83.180 83.180 83.180 +0.250 0 37 +0
Total Volume and Open Interest 992 27,733 -51
Australian Dollar(CME)
Mar07 070103 79.46 79.64 78.87 79.07 +0.41 15,440 0 -129,788
Jun07 070103 79.07 79.35 78.68 78.85 +0.41 40 0 -228
Sep07 070103 78.59 79.36 78.59 78.59 +0.41      
Total Volume and Open Interest 15,485    
British Pound(CME)
Mar07 070103 197.37 197.56 194.85 195.11 -0.61 41,511 0 -141,873
Jun07 070103 195.81 197.50 194.89 195.06 -0.61      
Sep07 070103 195.88 195.88 194.84 195.01 -0.61      
Total Volume and Open Interest 41,511    
Canadian Dollar(CME)
Mar07 070103 85.99 86.11 85.23 85.52 -0.50 808 0 -132,881
Jun07 070103 86.29 86.31 85.62 85.76 -0.50 71 0 -2,706
Sep07 070103 86.14 86.20 85.77 86.00 -0.50 13 0 -634
Dec07 070103 86.42 86.45 86.18 86.24 -0.50 3 0 -172
Total Volume and Open Interest 895    
Japanese Yen(CME)
Mar07 070103 85.01 85.12 84.38 84.63 -0.21 44,104 0 -257,166
Jun07 070103 86.03 86.07 85.38 85.61 -0.21 3 0 -5,091
Sep07 070103 86.54 86.54 86.38 86.54 -0.21      
Total Volume and Open Interest 44,108    
Swiss Franc(CME)
Mar07 070103 83.02 83.04 81.87 82.14 -0.40 20,204 0 -62,604
Jun07 070103 83.16 83.64 82.50 82.78 -0.39      
Sep07 070103 83.36 83.71 83.08 83.36 -0.39      
Total Volume and Open Interest 20,205    
EuroFX(CME)
Mar07 070103 133.25 133.35 131.91 132.11 -0.25 87,734 0 -191,074
Jun07 070103 133.70 133.80 132.39 132.57 -0.25 379 0 -1,365
Sep07 070103 132.95 133.66 132.83 132.95 -0.25      
Total Volume and Open Interest 88,113    
Mexican Peso(CME)
Jan07 070103 922.5 922.5 922.5 922.5 -1.8      
Feb07 070103 921.0 921.0 921.0 921.0 -1.8      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 070103 111~25 112~09 111~18 111~30 +0~16 186,446 747,605 +0
Jun07 070103 112~02 112~06 111~17 111~28 +0~16 806 5,468 +0
Sep07 070103 111~28 111~28 111~28 111~28 +0~16 0 2 +0
Total Volume and Open Interest 187,252 753,104 +0
10-Year T-Notes(CBOT)
Mar07 070103 107~195 107~310 107~170 107~240 +0~090 531,258 2,184,888 +0
Jun07 070103 107~295 107~300 107~200 107~245 +0~090 1,450 22,526 +0
Total Volume and Open Interest 532,708 2,207,414 +0
5-Year T-Notes(CBOT)
Mar07 070103 105~095 105~120 105~035 105~080 +0~060 5,396 1,361,357 +1,361,357
Jun07 070103 105~115 105~115 105~115 105~115 +0~050 0 603 +0
Total Volume and Open Interest 5,396 1,362,169 +1,361,566
2 Year T-Notes(CBOT)
Mar07 070103 102~012 102~026 102~007 102~015 +0~014 1,047 716,374 +0
Total Volume and Open Interest 1,047 722,632 +0
Eurodollars(CME)
Mar07 070103 94.685 94.710 94.680 94.690 +0.010 1,018 0 -1,291,889
Jun07 070103 94.800 94.880 94.800 94.845 +0.075 8,735 0 -1,366,858
Sep07 070103 94.950 95.050 94.950 94.995 +0.080 9,983 0 -1,311,793
Dec07 070103 95.080 95.180 95.080 95.120 +0.070 3,804 0 -1,271,076
Mar08 070103 95.135 95.240 95.135 95.180 +0.070 8,576 0 -882,549
Jun08 070103 95.160 95.260 95.160 95.205 +0.070 7,955 0 -694,944
Sep08 070103 95.180 95.270 95.175 95.215 +0.065 16,703 0 -507,834
Dec08 070103 95.170 95.260 95.165 95.205 +0.060 5,650 0 -357,708
Mar09 070103 95.165 95.245 95.160 95.195 +0.055 8,983 0 -335,097
Jun09 070103 95.135 95.215 95.130 95.165 +0.055 10,361 0 -264,124
Sep09 070103 95.105 95.175 95.100 95.135 +0.055 15,448 0 -186,048
Dec09 070103 95.070 95.115 95.055 95.090 +0.050 6,692 0 -142,159
Mar10 070103 95.050 95.085 95.030 95.065 +0.050 4,826 0 -119,740
Jun10 070103 95.020 95.055 95.000 95.035 +0.050 4,058 0 -93,193
Sep10 070103 95.010 95.025 94.970 95.005 +0.050 8,016 0 -90,731
Dec10 070103 94.945 94.990 94.935 94.970 +0.050 1,456 0 -94,445
Mar11 070103 94.925 94.965 94.915 94.950 +0.050 2,304 0 -68,931
Jun11 070103 94.910 94.940 94.890 94.925 +0.050 334 0 -63,144
Total Volume and Open Interest 126,970    
30 Day Federal Funds(CBOT)
Jan07 070103 3.000 3.005 3.000 3.005 unch 158 86,551 +0
Feb07 070103 3.010 3.010 3.005 3.010 unch 277 122,015 +0
Mar07 070103 3.015 3.015 3.010 3.015 unch 887 46,241 +0
Apr07 070103 94.790 94.790 94.780 94.780 unch 127 42,797 +0
May07 070103 94.830 94.830 94.830 94.830 +0.010 50 13,127 +0
Jun07 070103 94.860 94.860 94.860 94.860 +0.030 1 2,130 +0
Total Volume and Open Interest 2,443 417,986 +0
30 Day Fed Funds(e-CBOT)
Jan07 070103 94.755 94.755 94.750 94.750 -0.005 528 0 +0
Feb07 070103 94.760 94.760 94.755 94.760 unch 380 0 +0
Mar07 070103 94.760 94.770 94.760 94.770 +0.010 1,577 0 +0
Apr07 070103 94.780 94.795 94.775 94.785 +0.005 2,718 0 +0
May07 070103 94.825 94.845 94.820 94.830 +0.010 1,209 0 +0
Jun07 070103 94.840 94.865 94.840 94.855 +0.015 210 0 +0
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Mar07 070103 99.32 99.32 99.32 99.32 -0.01 3 0 -15,683
Jun07 070103 99.21 99.21 99.21 99.21 unch      
Sep07 070103 99.10 99.10 99.10 99.10 unch      
Dec07 070103 99.01 99.01 99.01 99.01 unch      
Mar08 070103 98.92 98.93 98.92 98.92 -0.01      
Jun08 070103 98.84 98.84 98.84 98.84 +0.01      
Sep08 070103 98.75 98.75 98.75 98.75 unch      
Dec08 070103 98.67 98.67 98.67 98.67 unch      
Mar09 070103 98.57 98.59 98.57 98.57 unch      
Jun09 070103 98.50 98.52 98.50 98.50 unch      
Total Volume and Open Interest 3    
3-Mth Euro-Yen(SGX)
Mar07 070103 99.32 99.32 99.32 99.32 unch 0 84,834 +252
Jun07 070103 99.22 99.22 99.21 99.21 unch 4 47,590 -234
Sep07 070103 99.25 99.25 99.10 99.10 unch 4 36,180 +81
Dec07 070103 99.09 99.09 99.00 99.00 unch 2 43,516 -239
Mar08 070103 98.91 98.92 98.91 98.91 0.00 0 31,601 -500
Jun08 070103 98.83 98.83 98.83 98.83 0.00 0 7,694 +0
Sep08 070103 98.75 98.75 98.75 98.75 0.00      
Dec08 070103 98.67 98.67 98.67 98.67 -0.01 0 269 +0
Total Volume and Open Interest 10 253,261 -2,664
Japanese Gov't Bonds(SGX)
Mar07 061229 134.08 134.21 133.50 133.93 -0.34 1,023 44,642 -2,728
Jun07 061229 133.93 133.93 133.93 133.93 -0.34      
Sep07 061229 133.93 133.93 133.93 133.93 -0.34      
Total Volume and Open Interest 1,023 44,642 -2,728
Euro-Bund(EUREX)
Mar07 070103 116.24 116.46 116.13 116.19 -0.16 241,123 1,387,141 -4,185
Jun07 070103 115.73 115.93 115.67 115.71 -0.16 38 11,600 +4
Sep07 070103 115.85 115.85 115.85 115.85 -0.20      
Total Volume and Open Interest 241,161 1,398,741 -4,181
Euro-Bobl(EUREX)
Mar07 070103 108.95 109.08 108.90 108.94 -0.07 118,581 941,919 -2,753
Jun07 070103 108.63 108.63 108.63 108.63 -0.07 920 304 +0
Sep07 070103 109.83 109.83 109.83 109.83 -0.07      
Total Volume and Open Interest 119,501 942,223 -2,753
3-Mth Euribor(EUREX)
Mar07 070103 96.085 96.085 96.080 96.085 -0.005 2,192 20,267 -293
Jun07 070103 95.955 95.970 95.950 95.955 -0.005 225 9,579 +34
Sep07 070103 95.905 95.930 95.905 95.915 -0.005 186 6,598 -14
Total Volume and Open Interest 2,747 48,307 -156
Long Gilt(LIFFE)
Mar07 070102 107~28 108~05 107~28 107~32 -0~04 24,456 0 -285,969
Jun07 070103 109~20 109~20 109~20 109~20 -0~07 0 28 +28
Total Volume and Open Interest 27,038 290,153 +4,156
3-Mth Short Sterling(LIFFE)
Mar07 070103 94.54 94.56 94.53 94.55 +0.01 17,300 473,303 -2,334
Jun07 070103 94.48 94.51 94.46 94.48 unch 21,609 439,150 -2,352
Sep07 070103 94.48 94.51 94.45 94.48 unch 21,162 405,418 +1,967
Dec07 070103 94.47 94.53 94.45 94.49 unch 19,399 340,913 +555
Mar08 070103 94.48 94.53 94.46 94.50 +0.01 7,203 217,648 +616
Jun08 070103 94.48 94.54 94.47 94.50 +0.01 7,727 145,595 +2,580
Total Volume and Open Interest 105,034 2,238,507 +4,701
3-Mth Euribor(LIFFE)
Mar07 070103 96.085 96.090 96.080 96.085 unch 53,775 799,086 +2,203
Jun07 070103 95.955 95.975 95.950 95.955 unch 48,518 643,047 +2,832
Sep07 070103 95.910 95.940 95.905 95.915 unch 47,320 587,315 -3,419
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070103 93.47 93.49 93.47 93.49 +0.01 10,357 205,372 -284
Jun07 070103 93.42 93.45 93.40 93.45 +0.03 21,049 241,565 +12,136
Sep07 070103 93.44 93.46 93.43 93.46 +0.03 6,724 68,626 +3,528
Dec07 070103 93.44 93.48 93.44 93.47 +0.02 1,498 51,229 +1,151
Mar08 070103 93.45 93.48 93.44 93.48 +0.03 627 29,184 -1,994
Jun08 070103 93.51 93.51 93.48 93.49 +0.02 206 24,869 -15
Sep08 070103 93.48 93.51 93.48 93.51 +0.03 953 19,463 +546
Dec08 070103 93.54 93.54 93.51 93.51 +0.03 302 7,415 +225
Mar09 070103 93.51 93.51 93.51 93.51 +0.02 200 1,621 -430
Jun09 070103 93.52 93.52 93.52 93.52 +0.04 150 2,240 +125
Total Volume and Open Interest 42,066 652,012 +14,988
10-Year Aus T-Bonds(SFE)
Mar07 070103 94.11 94.14 94.08 94.13 +0.02 15,972 404,473 -7,384
Jun07 070103 94.13 94.13 94.13 94.13 +0.02      
Total Volume and Open Interest 15,972 404,473 -7,384
3-Year Aus T-Bonds(SFE)
Mar07 070103 93.90 93.94 93.90 93.93 +0.03 25,538 435,893 -24,779
Jun07 070103 93.93 93.93 93.93 93.93 +0.03      
Total Volume and Open Interest 25,538 435,893 -24,779
Gold(CMX)
Feb07 070103 643.0 647.3 627.0 629.8 -8.2 39,657 187,647 +0
Apr07 070103 648.5 653.5 633.0 636.0 -8.3 3,703 30,860 +0
Jun07 070103 655.0 659.3 639.5 642.0 -8.4 6,683 28,643 +0
Aug07 070103 657.0 657.4 648.0 648.0 -8.5 184 3,812 +0
Oct07 070103 660.0 660.0 654.0 654.0 -8.5 1,072 18,779 +0
Dec07 070103 673.1 678.0 659.3 659.9 -8.6 1,437 40,300 +0
Feb08 070103 665.6 665.6 665.6 665.6 -8.7 0 2,186 +0
Apr08 070103 671.3 671.3 671.3 671.3 -8.8 0 1,883 +0
Jun08 070103 692.0 692.0 677.0 677.0 -8.9 98 3,919 +0
Aug08 070103 682.7 682.7 682.7 682.7 -9.0 0 251 +0
Oct08 070103 688.4 688.4 688.4 688.4 -9.1 0 600 +0
Dec08 070103 705.0 705.0 694.2 694.2 -9.1 298 9,351 +0
Total Volume and Open Interest 53,149 341,346 +0
Silver(CMX)
Mar07 070103 1328.0 1328.0 1260.0 1267.0 -26.5 7,046 61,218 +0
May07 070103 1310.0 1335.0 1270.0 1278.8 -26.5 405 6,141 +0
Jul07 070103 1330.0 1338.0 1285.0 1290.8 -26.0 156 10,814 +0
Sep07 070103 1302.2 1302.2 1302.2 1302.2 -25.3 70 4,185 +0
Dec07 070103 1320.0 1366.0 1308.0 1316.5 -24.5 145 12,695 +0
Mar08 070103 1328.4 1328.4 1328.4 1328.4 -25.3 0 209 +0
May08 070103 1335.7 1335.7 1335.7 1335.7 -25.7      
Total Volume and Open Interest 8,191 101,390 +0
Platinum(NYMEX)
Jan07 070103 1135.0 1149.0 1133.5 1133.5 -5.8 1,050 568 +0
Apr07 070103 1149.8 1152.9 1133.0 1133.0 -11.3 1,324 7,480 +0
Jul07 070103 1147.9 1152.8 1147.9 1152.8 +3.5 1 26 +0
Oct07 070103 1145.4 1145.4 1145.4 1145.4 -8.9      
Total Volume and Open Interest 2,375 8,074 +0
Palladium(NYMEX)
Mar07 070103 339.00 350.00 334.70 339.70 +1.20 238 11,387 +0
Jun07 070103 348.25 348.25 348.20 348.20 +4.70 1 48 +0
Sep07 070103 352.05 352.05 352.05 352.05 +3.55 0 54 +0
Total Volume and Open Interest 239 11,529 +0
Copper(CMX)
Mar07 070103 279.80 279.80 264.50 264.90 -22.20 2,699 48,297 +0
May07 070103 280.50 280.65 266.20 266.20 -22.40 102 5,169 +0
Jul07 070103 272.00 272.20 266.80 266.80 -22.25 88 1,778 +0
Sep07 070103 273.00 273.00 266.55 266.55 -22.05 0 1,151 +0
Dec07 070103 266.70 269.50 264.90 264.90 -21.20 70 1,535 +0
Total Volume and Open Interest 4,230 67,437 +0
Aluminum(CMX)
Jan07 061229 125.00 125.00 125.00 125.00 -1.10 2 157 -1
Feb07 061229 126.00 126.00 126.00 126.00 -1.00 1 41 +1
Mar07 061229 125.00 125.00 125.00 125.00 -1.00 1 41 +1
Apr07 061229 124.00 124.00 124.00 124.00 -1.00 0 40 +0
May07 061229 123.00 123.00 123.00 123.00 -1.00 0 40 +0
Jun07 061229 122.00 122.00 122.00 122.00 -1.00 0 40 +0
Total Volume and Open Interest 5 687 -1
DJIA Index(CBOT)
Mar07 070103 12604 12652 12470 12530 -9 4,430 64,419 +0
Jun07 070103 12645 12645 12629 12629 -7 14 55 +0
Sep07 070103 12680 12697 12680 12697 -9 0 6 +0
Dec07 070103 12779 12779 12779 12779 -9 2 0 +0
Total Volume and Open Interest 4,971 64,480 +0
S & P 500(CME)
Mar07 070103 1437.90 1439.50 1417.00 1424.80 -3.60 15,126 0 -605,161
Jun07 070103 1441.60 1452.00 1430.30 1437.50 -3.60 85 0 -13,342
Sep07 070103 1450.80 1465.50 1445.50 1450.80 -3.70 150 0 -11,477
Dec07 070103 1473.50 1477.30 1457.30 1462.30 -4.00 75 0 -1,742
Total Volume and Open Interest 23,146 632,097 +0
S & P 500 E-Mini(Globex)
Mar07 070103 1437.75 1440.00 1416.50 1424.75 -3.75 527,676 0 -1,511,356
Jun07 070103 1450.25 1452.50 1429.75 1437.50 -3.50 424 0 -12,539
Total Volume and Open Interest 416,870 1,523,895 +0
NASDAQ 100(CME)
Mar07 070103 1790.00 1811.00 1747.50 1779.00 +4.00 2,256 0 -44,480
Jun07 070103 1800.50 1800.50 1796.50 1800.50 +4.00      
Sep07 070103 1822.00 1822.00 1818.00 1822.00 +4.00      
Total Volume and Open Interest 1,849 44,500 +0
NASDAQ 100 E-Mini(Globex)
Mar07 070103 1779.80 1779.80 1778.50 1778.80 +3.80 134,378 0 -320,950
Jun07 070103 1808.80 1831.50 1769.80 1800.50 +4.00 1 0 -49
Total Volume and Open Interest 121,848 320,999 +0
S & P Midcap 400(CME)
Mar07 070103 817.00 820.00 805.50 814.20 +2.90 68 0 -7,455
Jun07 070103 822.40 822.70 822.40 822.40 +2.90      
Sep07 070103 830.60 830.90 830.60 830.60 +2.90      
Total Volume and Open Interest 61 7,455 +0
Russell 2000(CME)
Mar07 070103 802.00 803.75 784.20 793.60 -1.30 379 0 -24,118
Jun07 070103 800.60 801.90 800.60 800.60 -1.30      
Sep07 070103 807.60 808.90 807.60 807.60 -1.30      
Total Volume and Open Interest 236 24,127 +0
Russell 2000 E-Mini(Globex)
Mar07 070103 800.20 803.90 784.10 793.60 -1.30 87,129 0 -355,654
Jun07 070103 806.00 810.60 791.30 800.60 -1.30 7 0 -111
Total Volume and Open Interest 87,894 355,765 +0
Value Line(KCBT)
Mar07 070103 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061229 17280 17300 17240 17265 +25 244 233,457 +596
Jun07 061229 17180 17235 17180 17180 +5 2 42 +0
Total Volume and Open Interest 246 233,925 +596
Nikkei 225(SGX)
Mar07 061229 17280 17300 17240 17265 +25 244 233,457 +596
Jun07 061229 17180 17235 17180 17180 +5 2 42 +0
Sep07 061229 17205 17205 17205 17205 +5      
Total Volume and Open Interest 246 233,925 +596
CAC 40(EURONEXT)
Jan07 070103 5626.5 5635.0 5605.0 5619.0 -9.5 28,566 375,894 +375,894
Feb07 070103 5630.5 5636.0 5623.0 5634.0 -9.5 129 15,281 +15,281
Mar07 070103 5657.5 5662.0 5643.0 5648.5 -9.5 1,301 49,158 +49,158
Total Volume and Open Interest 30,026 442,313 -915
Hang Seng Index(HKFE)
Jan07 070103 20390 20623 20305 20505 +113 24,610 115,621 +1,110
Feb07 070103 20435 20644 20361 20560 +114 509 318 +318
Mar07 070103 20373 20585 20340 20518 +118 330 2,861 -3
Total Volume and Open Interest 25,470 119,836 +1,420
DAX(EUREX)
Mar07 070103 6730.0 6754.0 6675.0 6741.0 +12.0 24,431 216,938 -869
Jun07 070103 6791.0 6818.0 6743.5 6805.0 +11.5 175 9,258 +3
Sep07 070103 6879.0 6889.0 6825.0 6879.0 +11.5 150 2,616 +48
Total Volume and Open Interest 24,756 228,812 -818
FT-SE 100(EURONEXT)
Mar07 070103 6319.50 6331.50 6303.00 6326.00 +0.50 27,806 485,032 +485,032
Jun07 070103 6332.00 6353.00 6332.00 6350.00 +0.50 41 9,374 +9,374
Sep07 070103 6384.00 6384.00 6384.00 6384.00 +1.00 0 519 +519
Total Volume and Open Interest 27,847 494,925 +2,993
SPI 200(SFE)
Mar07 070103 5672.0 5714.0 5638.0 5651.0 -24.0 7,678 251,443 +251,443
Jun07 070103 5720.0 5727.0 5682.0 5686.0 -23.0 70 4,862 +4,862
Sep07 070103 5688.0 5688.0 5688.0 5688.0 -23.0 0 3,011 +3,011
Total Volume and Open Interest 7,748 261,313 -2,150
GSCI(CME)
Jan07 070103 425.50 426.40 416.00 417.00 -16.15 260 0 -22,014
Feb07 070103 425.00 425.00 422.50 422.50 -18.00      
Mar07 070103 436.00 436.00 436.00 436.00 -7.80      
Total Volume and Open Interest 72 22,014 +0
RJ/CRB Index(ICE)
Feb07 061229 398.60 398.60 398.60 398.60 +2.00 0 6 +0
Apr07 061229 397.50 399.50 397.50 399.50 +2.00 4 417 -2
Jun07 070103 299.75 299.75 299.75 299.75 -103.75 100 100 +0
Total Volume and Open Interest      
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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