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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 Thu January 04, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 070104 667.00 675.00 660.50 662.75 -6.50 28,981 13,022 -6,233
Mar07 070104 680.00 687.50 672.50 675.50 -6.50 48,829 219,545 +3,679
May07 070104 693.00 701.00 686.50 689.50 -6.25 9,003 49,035 +1,749
Jul07 070104 703.00 713.50 699.00 700.75 -6.75 2,435 32,142 +366
Aug07 070104 706.00 714.00 705.50 705.50 -6.50 37 1,698 +19
Sep07 070104 717.00 717.00 709.00 709.00 -6.00 0 440 +2
Nov07 070104 721.50 732.00 719.00 721.50 -4.75 3,397 67,280 +671
Total Volume and Open Interest 93,319 397,746 +580
Soybean Meal(CBOT)
Jan07 070104 187.50 190.10 187.00 188.60 +0.80 5,328 5,450 -709
Mar07 070104 192.20 195.50 191.70 193.30 +0.90 14,101 78,332 +2,432
May07 070104 195.50 199.00 195.30 196.60 -0.20 1,744 36,194 -472
Jul07 070104 199.20 202.10 198.70 199.50 -0.40 1,903 39,283 -374
Aug07 070104 200.50 203.50 200.00 201.00 -0.30 570 11,111 -32
Sep07 070104 202.00 205.00 202.00 202.20 -0.80 263 7,526 +164
Oct07 070104 203.50 205.50 203.00 203.30 -0.50 72 2,860 +38
Dec07 070104 205.00 208.50 204.50 205.80 -0.60 1,071 12,737 +331
Total Volume and Open Interest 25,087 194,386 +1,365
Soybean Oil(CBOT)
Jan07 070104 28.45 28.75 28.19 28.30 -0.35 7,140 5,004 -1,624
Mar07 070104 28.85 29.16 28.55 28.65 -0.43 13,923 146,389 +1,562
May07 070104 29.25 29.65 29.02 29.17 -0.34 4,300 43,398 +444
Jul07 070104 29.75 30.12 29.54 29.62 -0.40 1,156 30,368 +864
Aug07 070104 29.98 30.23 29.70 29.83 -0.39 11 5,811 +0
Sep07 070104 30.15 30.40 29.90 30.00 -0.35 6 2,931 +0
Oct07 070104 30.60 30.60 30.05 30.13 -0.37 60 3,527 +41
Dec07 070104 30.65 31.00 30.45 30.50 -0.40 305 22,764 +167
Total Volume and Open Interest 26,992 260,307 +1,454
Canola(WCE)
Jan07 070104 361.1 363.6 357.0 358.4 -6.5 174 897 -186
Mar07 070104 374.3 374.3 366.0 368.4 -5.9 2,422 61,516 +527
May07 070104 382.0 382.0 375.0 376.8 -5.9 122 7,175 +60
Jul07 070104 388.0 388.2 381.0 383.7 -5.4 301 11,621 +60
Total Volume and Open Interest 3,167 99,653 +550
Corn(CBOT)
Mar07 070104 365.00 372.50 360.50 362.25 -8.25 56,589 597,473 +4,235
May07 070104 374.00 382.00 370.50 371.75 -8.25 9,253 118,556 +1,865
Jul07 070104 380.50 388.00 376.50 377.25 -8.00 15,643 201,322 -2,272
Sep07 070104 369.00 376.00 366.00 366.00 -5.50 1,036 44,860 +250
Dec07 070104 357.50 366.00 357.00 359.00 -3.00 11,050 309,759 +1,590
Mar08 070104 365.75 371.50 364.00 364.75 -2.25 376 20,225 +228
Total Volume and Open Interest 96,659 1,402,433 +7,110
Wheat(CBOT)
Mar07 070104 474.50 480.00 465.00 467.50 -9.00 23,922 241,711 +49
May07 070104 483.00 488.50 475.00 477.00 -9.75 4,590 33,310 +1,711
Jul07 070104 476.00 483.00 471.50 473.00 -6.50 7,430 82,177 +899
Sep07 070104 484.00 486.00 476.00 477.50 -6.50 104 4,783 +10
Dec07 070104 491.00 496.00 486.00 487.50 -5.50 2,291 63,965 +679
Total Volume and Open Interest 38,766 446,611 +3,547
Wheat(KCBT)
Mar07 070104 486.75 493.00 476.00 477.25 -9.50 6,656 65,450 -193
May07 070104 494.50 500.50 487.00 487.00 -10.75 1,038 7,241 +172
Jul07 070104 489.50 492.50 482.00 482.50 -7.75 1,535 31,670 +168
Sep07 070104 492.00 494.50 485.00 487.25 -7.75 61 3,835 +42
Dec07 070104 500.00 505.00 497.00 497.00 -5.00 33 6,190 +0
Total Volume and Open Interest 9,395 117,421 +212
Wheat(MGE)
Mar07 070104 494.00 498.00 486.00 486.25 -9.25 3,672 24,851 -1,362
May07 070104 502.00 506.00 495.00 495.00 -7.50 884 4,263 +258
Jul07 070104 504.00 507.00 500.00 500.00 -6.50 10 1,784 +2
Sep07 070104 502.00 507.00 499.00 503.00 -2.50 162 5,190 +40
Dec07 070104 508.00 512.00 503.00 503.25 -4.75 124 8,328 +38
Total Volume and Open Interest 4,873 45,057 -1,012
Oats(CBOT)
Mar07 070104 259.00 265.00 259.00 261.25 -0.75 602 9,216 -73
May07 070104 269.25 272.00 268.50 268.50 -0.50 125 1,244 -17
Jul07 070104 272.25 273.50 272.25 273.00 -0.75 67 613 +14
Sep07 070104 250.00 251.50 250.00 251.50 -0.50 2 60 +2
Total Volume and Open Interest 1,484 14,964 +221
Rough Rice(CBOT)
Jan07 070104 10.14 10.20 10.14 10.18 +0.02 13 364 -318
Mar07 070104 10.44 10.51 10.40 10.47 +0.02 399 10,377 +43
May07 070104 10.65 10.77 10.65 10.72 +0.04 4 1,583 -3
Jul07 070104 10.80 10.90 10.80 10.85 +0.05 1 734 +0
Total Volume and Open Interest 454 14,672 -269
Live Cattle(CME)
Feb07 070104 92.800 92.900 91.500 92.225 -0.875 158 128,810 +128,810
Apr07 070104 94.100 94.175 92.800 93.600 -0.675 132 62,052 +62,052
Jun07 070104 89.350 89.450 88.250 88.850 -0.750 99 26,397 +26,397
Aug07 070104 88.125 88.150 87.300 87.900 -0.375 39 12,644 +12,644
Oct07 070104 90.150 90.150 89.600 90.075 -0.225 0 7,341 +7,341
Dec07 070104 91.100 91.100 90.800 90.950 -0.250 1 3,216 +3,216
Total Volume and Open Interest 42,296 243,045 +10,363
Feeder Cattle(CME)
Jan07 070104 100.050 100.050 98.400 99.475 -0.375 3 5,136 +5,136
Mar07 070104 99.100 99.100 97.400 98.600 -0.400 4 13,397 +13,397
Apr07 070104 99.600 99.600 98.200 99.325 -0.100 14 2,416 +2,416
May07 070104 100.400 100.500 99.125 100.125 -0.025 2 3,683 +3,683
Aug07 070104 102.950 103.300 101.900 103.300 +0.450 0 2,068 +2,068
Sep07 070104 103.000 103.000 101.975 102.200 -0.250 0 960 +960
Oct07 070104 101.800 102.000 101.800 102.000 -0.300 0 80 +80
Total Volume and Open Interest 3,139 27,791 +443
Lean Hogs(CME)
Feb07 070104 59.600 60.400 59.550 60.300 +0.800 138 87,260 +87,260
Apr07 070104 63.550 64.100 63.350 63.775 +0.225 142 41,957 +41,957
May07 070104 69.900 70.250 69.900 70.225 +0.425 0 3,004 +3,004
Jun07 070104 72.200 72.500 71.950 72.325 +0.075 33 22,977 +22,977
Jul07 070104 70.550 71.100 70.550 70.925 +0.425 1 7,374 +7,374
Aug07 070104 69.400 70.100 69.350 69.750 +0.200 0 4,082 +4,082
Oct07 070104 63.325 63.800 63.300 63.675 +0.225 0 5,586 +5,586
Dec07 070104 61.800 62.300 61.800 62.300 +0.550 0 3,777 +3,777
Total Volume and Open Interest 22,003 176,094 +1,539
Pork Bellies(CME)
Feb07 070104 89.500 90.750 88.550 90.200 +0.625 0 841 +841
Mar07 070104 90.375 91.150 90.000 91.150 +0.450 0 76 +76
May07 070104 91.300 91.300 91.300 91.300 -0.300 0 82 +82
Jul07 070104 92.700 92.700 92.575 92.575 -0.125 0 91 +91
Aug07 070104 93.150 93.150 92.750 92.800 -0.400 0 9 +9
Total Volume and Open Interest 190 1,096 -5
Class III Milk(CME)
Jan07 070104 13.08 13.34 13.05 13.34 +0.19 0 2,745 +2,745
Feb07 070104 13.18 13.50 13.15 13.43 +0.23 0 2,557 +2,557
Mar07 070104 13.31 13.58 13.31 13.57 +0.24 0 2,491 +2,491
Apr07 070104 13.53 13.79 13.53 13.79 +0.23 0 2,179 +2,179
May07 070104 13.85 14.10 13.85 14.07 +0.22 0 2,146 +2,146
Total Volume and Open Interest 241 24,298 -4,317
Cocoa(ICE)
Mar07 070104 1670 1677 1650 1659 -25 3,381 74,571 +747
May07 070104 1699 1702 1676 1684 -23 926 22,874 +599
Jul07 070104 1703 1703 1698 1702 -23 210 11,696 +65
Sep07 070104 1723 1723 1721 1721 -23 45 14,807 -42
Dec07 070104 1741 1743 1741 1741 -23 51 13,744 +30
Mar08 070104 1772 1772 1756 1759 -25 73 4,342 -3
May08 070104 1776 1784 1776 1784 -23 52 2,234 +0
Total Volume and Open Interest 4,738 146,883 +1,396
Coffee "C"(ICE)
Mar07 070104 123.80 125.25 122.60 125.00 +1.40 9,270 86,337 -977
May07 070104 126.80 128.25 125.60 128.05 +1.40 1,465 17,978 +517
Jul07 070104 129.60 130.90 128.80 130.90 +1.45 1,244 6,904 +228
Sep07 070104 132.40 133.55 132.40 133.55 +1.45 639 3,421 -212
Dec07 070104 135.25 136.70 135.00 136.70 +1.45 444 3,225 +56
Mar08 070104 139.50 139.80 139.50 139.80 +1.50 255 2,956 +250
Total Volume and Open Interest 14,399 127,204 -406
Orange Juice(ICE)
Jan07 070104 203.00 203.25 202.25 203.25 -0.55 717 865 -725
Mar07 070104 199.20 200.50 199.10 199.70 -1.10 1,604 20,173 +618
May07 070104 197.00 197.00 197.00 197.00 -0.75 164 1,942 -2
Jul07 070104 194.00 194.00 193.50 194.00 -0.50 64 645 +50
Sep07 070104 189.25 189.25 189.00 189.25 -0.25 0 241 +0
Nov07 070104 184.00 184.00 183.00 183.25 -0.50 325 1,723 +177
Total Volume and Open Interest 2,874 25,718 +118
Sugar #11(ICE)
Mar07 070104 11.47 11.49 11.26 11.27 -0.24 29,034 262,153 +3,080
May07 070104 11.38 11.43 11.29 11.30 -0.21 7,629 92,394 +201
Jul07 070104 11.10 11.24 11.08 11.14 -0.11 4,082 82,325 +544
Oct07 070104 11.27 11.42 11.25 11.32 -0.10 1,024 57,799 +290
Mar08 070104 11.73 11.78 11.68 11.72 -0.10 1,846 48,703 +595
Total Volume and Open Interest 45,351 582,127 +5,113
Sugar #14(ICE)
Mar07 070104 19.90 20.02 19.90 20.01 +0.28 29 3,733 +0
May07 070104 19.85 19.97 19.85 19.97 +0.24 4 2,598 +0
Jul07 070104 20.05 20.07 20.05 20.06 +0.17 37 2,336 +0
Sep07 070104 20.00 20.07 20.00 20.06 +0.17 4 1,808 +0
Nov07 070104 19.73 19.75 19.73 19.75 +0.09 5 1,489 +0
Total Volume and Open Interest 81 12,144 +0
London Cocoa(LCE)
Mar07 070104 918 918 902 907 +17 1,143 68,466 +68,466
May07 070104 930 930 915 920 -7 1,446 29,193 -90
Jul07 070104 937 938 926 929 -7 181 24,763 +82
Sep07 070104 948 948 938 942 -5 71 25,569 -1
Dec07 070104 950 952 942 945 -5 269 21,423 +187
Mar08 070104 959 959 951 953 -6 0 7,008 +0
May08 070104 962 962 961 961 -7 0 1,126 +0
Total Volume and Open Interest 3,310 178,733 +212
London Coffee(LCE)
Jan07 070104 1628.00 1676.00 1624.00 1676.00 +59.00 3,892 9,905 -3,703
Mar07 070104 1591.00 1635.00 1586.00 1631.00 +34.00 9,480 83,198 +3,465
May07 070104 1569.00 1613.00 1568.00 1604.00 +24.00 4,206 24,030 +2,151
Jul07 070104 1556.00 1589.00 1554.00 1589.00 +23.00 486 6,961 +235
Sep07 070104 1554.00 1583.00 1546.00 1574.00 +22.00 28 4,567 +0
Nov07 070104 1525.00 1546.00 1503.00 1541.00 +20.00 45 2,216 -39
Total Volume and Open Interest 18,257 133,885 +2,169
London Sugar(LCE)
Mar07 070104 336.00 336.00 330.80 332.00 -5.00 776 23,473 +71
May07 070104 332.50 332.50 329.00 330.10 -3.80 137 15,951 -65
Aug07 070104 325.00 325.00 322.20 323.00 -3.00 68 6,215 +12
Oct07 070104 318.00 318.50 316.00 316.10 -3.70 1 3,824 +0
Dec07 070104 318.80 318.80 318.80 318.80 -3.00 0 1,029 +0
Total Volume and Open Interest 982 53,639 +18
Cotton(ICE)
Mar07 070104 54.45 55.40 54.40 54.56 -0.33 11,008 111,433 -251
May07 070104 55.50 56.30 55.50 55.58 -0.31 1,713 24,160 +128
Jul07 070104 56.74 57.10 56.47 56.53 -0.21 1,005 12,848 +164
Oct07 070104 58.35 58.35 58.35 58.35 -0.05 0 154 +0
Dec07 070104 59.20 59.90 59.20 59.45 -0.05 791 19,768 +49
Mar08 070104 61.25 61.45 61.25 61.45 -0.05 0 1,559 +0
Total Volume and Open Interest 14,520 170,511 +90
Lumber(CME)
Jan07 070104 268.0 268.0 264.9 267.0 -1.8 2 886 +886
Mar07 070104 284.7 285.6 281.6 285.3 +0.1 1 4,366 +4,366
May07 070104 301.9 302.2 299.6 302.2 -0.3 0 522 +522
Jul07 070104 310.0 311.0 310.0 311.0 unch 0 92 +92
Total Volume and Open Interest 1,513 6,101 -293
Crude Oil(NYM)
Feb07 070104 57.25 57.50 55.55 55.59 -2.73 105,641 290,538 -5,812
Mar07 070104 58.20 58.40 56.55 56.64 -2.72 14,596 148,477 +4,988
Apr07 070104 59.20 59.25 57.50 57.60 -2.67 4,155 57,440 +1,391
May07 070104 59.45 59.65 58.38 58.38 -2.55 1,277 41,847 -30
Jun07 070104 60.35 60.65 59.04 59.04 -2.56 640 75,269 -265
Jul07 070104 61.00 61.00 59.62 59.62 -2.36 27 23,069 +176
Aug07 070104 61.40 61.40 60.12 60.12 -2.52 0 15,873 -356
Sep07 070104 61.75 61.75 60.58 60.58 -2.28 3 26,741 +104
Oct07 070104 61.50 61.50 60.98 60.98 -2.22 2 16,013 -27
Nov07 070104 62.18 62.18 61.32 61.32 -2.12 1 12,889 -52
Dec07 070104 62.80 63.15 61.61 61.61 -2.24 375 135,319 -24
Jan08 070104 63.15 63.15 61.85 61.85 -2.60 0 24,146 -342
Feb08 070104 62.04 62.04 62.04 62.04 -2.34 0 10,341 +140
Mar08 070104 62.19 62.19 62.19 62.19 -2.32 1 16,727 +283
Apr08 070104 62.33 62.33 62.33 62.33 -2.31 0 14,518 +0
May08 070104 62.45 62.45 62.45 62.45 -2.29 0 6,419 +67
Total Volume and Open Interest 192,573 1,190,543 -449
Heating Oil(NYM)
Feb07 070104 157.40 158.50 154.10 154.31 -4.59 4,004 91,167 -405
Mar07 070104 161.20 161.40 158.10 158.11 -4.59 1,287 47,187 +3,014
Apr07 070104 164.30 164.30 160.86 160.86 -4.41 441 17,061 +306
May07 070104 166.40 166.40 162.61 162.61 -4.89 68 8,156 +80
Jun07 070104 167.50 168.00 164.36 164.36 -4.54 45 17,830 -302
Jul07 070104 169.70 170.40 166.36 166.36 -3.84 0 5,598 +126
Aug07 070104 172.00 172.75 168.81 168.81 -4.65 0 2,396 +60
Sep07 070104 175.50 175.50 171.46 171.46 -4.49 0 5,924 +47
Oct07 070104 178.00 178.50 174.31 174.31 -4.65 55 1,833 +21
Nov07 070104 181.00 181.50 177.36 177.36 -4.65 5 1,179 +18
Dec07 070104 184.60 184.60 180.51 180.51 -4.99 55 9,780 +27
Jan08 070104 182.66 182.66 182.66 182.66 -4.65 0 3,473 +25
Total Volume and Open Interest 41,374 215,412 -3,235
Gasoline(NYMEX)
Feb07 070103 161.65 161.65 154.02 154.99 -6.64 16,626 55,780 +1,929
Mar07 070104 159.25 160.00 152.50 152.55 -6.70 1,173 31,136 +3,214
Apr07 070104 172.81 172.81 167.30 167.58 -5.32 222 15,301 +86
May07 070104 173.50 174.05 170.30 170.30 -7.04 122 12,564 +105
Jun07 070104 175.45 176.50 173.00 173.00 -7.00 5 6,948 +144
Jul07 070104 176.75 177.00 176.00 176.00 -5.50 3 5,774 +44
Aug07 070104 177.00 178.00 177.00 177.00 -4.15 0 2,896 +36
Sep07 070104 174.64 174.64 173.85 173.85 -8.60 0 8,480 +77
Oct07 070104 167.00 167.00 167.00 167.00 -4.50 0 1,212 +39
Nov07 070104 159.90 159.90 159.90 159.90 -5.54 0 877 +0
Total Volume and Open Interest 25,211 140,631 -2,526
e-MiNY RBOB Gasoline(NYMEX)
Feb07 061228 159.83 159.83 159.83 159.83 +0.42 0 1 +0
Mar07 070104 152.95 152.95 152.95 152.95 -6.29      
Apr07 070104 167.75 167.75 167.75 167.75 -6.09      
May07 070104 170.75 170.75 170.75 170.75 -6.09      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb07 070104 6.220 6.450 6.130 6.162 -0.017 4,729 77,575 -1,679
Mar07 070104 6.390 6.540 6.315 6.330 -0.015 1,136 134,764 +1,173
Apr07 070104 6.500 6.540 6.430 6.430 -0.015 537 99,897 +389
May07 070104 6.600 6.700 6.540 6.540 -0.006 232 48,783 +252
Jun07 070104 6.720 6.740 6.645 6.645 -0.007 146 14,815 -145
Jul07 070104 6.810 6.860 6.755 6.755 -0.021 128 14,411 -5
Aug07 070104 6.960 6.970 6.860 6.860 -0.020 88 15,593 -5
Sep07 070104 6.990 7.030 6.935 6.935 -0.015 121 15,548 -119
Oct07 070104 7.165 7.200 7.080 7.080 -0.036 98 38,784 -273
Nov07 070104 7.870 7.870 7.780 7.780 -0.020 3 22,340 +47
Dec07 070104 8.450 8.530 8.425 8.425 -0.015 9 34,247 +68
Jan08 070104 8.810 8.810 8.755 8.755 -0.032 38 31,257 -28
Feb08 070104 8.810 8.850 8.770 8.770 -0.030 4 16,237 +95
Mar08 070104 8.630 8.650 8.570 8.570 -0.030 87 39,314 +683
Apr08 070104 7.540 7.540 7.450 7.450 -0.080 136 27,163 +158
May08 070104 7.435 7.435 7.345 7.345 -0.065 86 12,732 -497
Total Volume and Open Interest 52,601 874,752 +1,164
Brent Crude Oil(ICE)
Feb07 070104 57.90 58.41 54.76 55.11 -2.85 52,555 110,911 -5,093
Mar07 070104 58.93 59.47 55.75 56.24 -2.80 32,956 150,108 +5,338
Apr07 070104 59.82 60.35 57.01 57.20 -2.75 10,000 44,499 +1,299
May07 070104 60.87 60.99 57.77 57.97 -2.69 4,692 20,652 +201
Jun07 070104 61.50 61.56 58.43 58.63 -2.62 3,193 43,376 +972
Jul07 070104 59.22 59.22 59.22 59.22 -2.54 486 13,291 +45
Aug07 070104 59.74 59.74 59.74 59.74 -2.49 250 6,682 +75
Sep07 070104 62.71 62.71 60.17 60.17 -2.45 150 14,193 +25
Oct07 070104 60.54 60.54 60.54 60.54 -2.38 0 9,160 +0
Nov07 070104 60.85 60.85 60.85 60.85 -2.37 0 11,065 +0
Dec07 070104 63.59 63.76 60.99 61.15 -2.34 1,166 45,974 +222
Jan08 070104 61.38 61.38 61.38 61.38 -2.32 0 7,145 +0
Feb08 070104 61.55 61.55 61.55 61.55 -2.34 0 1,493 +0
Mar08 070104 61.68 61.68 61.68 61.68 -2.33 0 2,279 +0
Total Volume and Open Interest 106,779 550,731 +3,489
Gas Oil(ICE)
Jan07 070104 502.25 509.00 487.50 494.50 -7.25 22,062 52,936 -3,424
Feb07 070104 505.25 513.00 491.50 498.75 -7.50 22,838 82,675 +1,116
Mar07 070104 514.25 517.75 498.00 504.50 -7.75 8,100 37,461 +1,561
Apr07 070104 521.25 524.00 505.25 511.00 -7.75 2,887 17,381 +338
May07 070104 528.00 530.50 512.25 518.00 -7.75 1,314 15,943 +154
Jun07 070104 534.50 537.50 523.75 525.00 -8.00 1,593 40,110 +520
Jul07 070104 543.75 543.75 532.00 533.00 -8.00 187 10,302 +125
Aug07 070104 551.00 551.00 540.00 540.75 -8.00 0 3,113 +0
Sep07 070104 559.00 559.25 546.50 547.75 -7.50 0 8,114 +0
Oct07 070104 553.50 553.50 552.50 552.50 -7.75 100 2,737 +75
Total Volume and Open Interest 59,658 321,568 +751
US Dollar Index(ICE)
Mar07 070104 83.680 84.140 83.630 84.090 +0.410 3,915 27,734 +2,059
Jun07 070104 83.700 83.840 83.700 83.840 +0.410 5 2,025 +4
Sep07 070104 83.590 83.590 83.590 83.590 +0.410 0 37 +0
Total Volume and Open Interest 3,920 29,796 +2,063
Australian Dollar(CME)
Mar07 070104 78.43 78.47 78.23 78.30 -0.77 14,601 131,876 +131,876
Jun07 070104 78.09 78.09 78.09 78.09 -0.76 6 231 +231
Sep07 070104 77.83 77.83 77.83 77.83 -0.76 0 61 +61
Total Volume and Open Interest 14,607 132,437 +132,437
British Pound(CME)
Mar07 070104 194.53 194.72 194.28 194.48 -0.63 54,993 145,208 +145,208
Jun07 070104 194.43 194.43 194.43 194.43 -0.63 8 208 +208
Sep07 070104 194.38 194.38 194.38 194.38 -0.63 0 13 +13
Total Volume and Open Interest 55,001 145,432 +145,432
Canadian Dollar(CME)
Mar07 070104 85.37 85.37 85.10 85.11 -0.41 20,489 139,376 +139,376
Jun07 070104 85.50 85.50 85.35 85.35 -0.41 122 2,697 +2,697
Sep07 070104 85.75 85.75 85.59 85.59 -0.41 15 648 +648
Dec07 070104 85.88 85.88 85.83 85.83 -0.41 0 176 +176
Total Volume and Open Interest 20,626 142,901 +142,901
Japanese Yen(CME)
Mar07 070104 84.74 84.79 84.55 84.79 +0.16 31,142 262,529 +262,529
Jun07 070104 85.77 85.77 85.77 85.77 +0.16 55 5,145 +5,145
Sep07 070104 86.70 86.70 86.70 86.70 +0.16 0 5 +5
Total Volume and Open Interest 31,197 267,804 +267,804
Swiss Franc(CME)
Mar07 070104 81.77 81.84 81.63 81.64 -0.50 24,796 68,873 +68,873
Jun07 070104 82.26 82.26 82.26 82.26 -0.52 1 133 +133
Sep07 070104 82.83 82.83 82.83 82.83 -0.53 0 48 +48
Total Volume and Open Interest 24,797 69,099 +69,099
EuroFX(CME)
Mar07 070104 131.48 131.60 131.21 131.31 -0.80 65,707 189,213 +189,213
Jun07 070104 131.96 131.96 131.76 131.76 -0.81 103 1,483 +1,483
Sep07 070104 132.13 132.13 132.13 132.13 -0.82 3 304 +304
Total Volume and Open Interest 65,814 191,200 +191,200
Mexican Peso(CME)
Jan07 070104 917.2 917.2 917.2 917.2 -5.2      
Feb07 070104 915.8 915.8 915.8 915.8 -5.2      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 070104 111~31 112~21 111~27 112~13 +0~15 128,111 754,805 +7,200
Jun07 070104 111~30 112~16 111~30 112~11 +0~15 537 7,110 +1,642
Sep07 070104 112~14 112~14 112~11 112~11 +0~15 0 2 +0
Total Volume and Open Interest 128,651 761,949 +8,845
10-Year T-Notes(CBOT)
Mar07 070104 107~240 108~055 107~225 108~020 +0~100 396,055 2,194,565 +9,677
Jun07 070104 108~020 108~045 107~310 108~035 +0~110 222 23,062 +536
Total Volume and Open Interest 396,277 2,217,627 +10,213
5-Year T-Notes(CBOT)
Mar07 070104 105~095 105~165 105~090 105~145 +0~065      
Jun07 070104 105~185 105~185 105~185 105~185 +0~070 0 603 +0
Total Volume and Open Interest 158,956 1,333,060 -29,109
2 Year T-Notes(CBOT)
Mar07 070104 102~018 102~028 102~017 102~025 +0~010 55,495 714,704 -1,670
Total Volume and Open Interest 55,495 714,704 -7,928
Eurodollars(CME)
Mar07 070104 94.690 94.700 94.690 94.695 +0.005 81,382 1,320,839 +1,320,839
Jun07 070104 94.855 94.895 94.855 94.885 +0.040 128,193 1,364,585 +1,364,585
Sep07 070104 95.020 95.070 95.015 95.055 +0.060 138,115 1,322,122 +1,322,122
Dec07 070104 95.145 95.200 95.145 95.185 +0.065 144,356 1,274,000 +1,274,000
Mar08 070104 95.205 95.270 95.205 95.250 +0.070 114,613 913,720 +913,720
Jun08 070104 95.235 95.295 95.235 95.280 +0.075 67,831 707,066 +707,066
Sep08 070104 95.250 95.305 95.245 95.290 +0.075 42,754 525,425 +525,425
Dec08 070104 95.235 95.295 95.230 95.275 +0.070 33,092 365,080 +365,080
Mar09 070104 95.225 95.280 95.225 95.265 +0.070 15,307 351,693 +351,693
Jun09 070104 95.205 95.245 95.205 95.230 +0.065 16,762 263,779 +263,779
Sep09 070104 95.175 95.210 95.175 95.195 +0.060 10,853 194,788 +194,788
Dec09 070104 95.110 95.165 95.110 95.145 +0.055 6,476 142,525 +142,525
Mar10 070104 95.100 95.140 95.100 95.120 +0.055 4,125 117,731 +117,731
Jun10 070104 95.070 95.100 95.070 95.090 +0.055 3,293 91,822 +91,822
Sep10 070104 95.040 95.065 95.040 95.055 +0.050 3,185 88,589 +88,589
Dec10 070104 94.990 95.030 94.990 95.020 +0.050 2,960 94,931 +94,931
Mar11 070104 94.985 95.015 94.985 95.000 +0.050 747 69,020 +69,020
Jun11 070104 94.960 94.990 94.960 94.975 +0.050 627 63,262 +63,262
Total Volume and Open Interest 818,159 9,499,705 +9,499,705
30 Day Federal Funds(CBOT)
Jan07 070104 3.000 3.005 3.000 3.005 unch 60 86,564 +13
Feb07 070104 3.010 3.010 3.005 3.010 unch 192 117,587 -4,428
Mar07 070104 3.015 3.015 3.010 3.015 unch 209 46,447 +206
Apr07 070104 94.790 94.790 94.790 94.790 +0.010 674 44,324 +1,527
May07 070104 94.840 94.840 94.840 94.840 +0.010 69 13,726 +599
Jun07 070104 94.870 94.880 94.870 94.870 +0.010 105 2,179 +49
Total Volume and Open Interest 1,309 315,176 -102,810
30 Day Fed Funds(e-CBOT)
Jan07 070104 94.750 94.755 94.750 94.755 +0.005 729 0 +0
Feb07 070104 94.760 94.760 94.755 94.760 unch 3,322 0 +0
Mar07 070104 94.765 94.765 94.760 94.765 -0.005 5,859 0 +0
Apr07 070104 94.785 94.795 94.780 94.790 +0.005 15,427 0 +0
May07 070104 94.830 94.840 94.825 94.840 +0.010 10,968 0 +0
Jun07 070104 94.850 94.870 94.850 94.870 +0.015 427 0 +0
Total Volume and Open Interest 36,885    
3-Mth Euro-Yen(CME)
Mar07 070104 99.31 99.31 99.31 99.31 -0.01      
Jun07 070104 99.19 99.19 99.19 99.19 -0.02      
Sep07 070104 99.08 99.08 99.08 99.08 -0.02      
Dec07 070104 98.98 98.98 98.98 98.98 -0.03      
Mar08 070104 98.91 98.91 98.91 98.91 -0.01      
Jun08 070104 98.84 98.84 98.84 98.84 unch      
Sep08 070104 98.75 98.75 98.75 98.75 unch      
Dec08 070104 98.67 98.67 98.67 98.67 unch      
Mar09 070104 98.55 98.55 98.55 98.55 -0.02      
Jun09 070104 98.47 98.47 98.47 98.47 -0.03      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar07 070104 99.32 99.32 99.30 99.31 -0.01 215 84,812 -22
Jun07 070104 99.21 99.21 99.18 99.18 -0.03 153 47,529 -61
Sep07 070104 99.11 99.11 99.05 99.07 -0.03 137 36,144 -36
Dec07 070104 99.00 99.00 98.96 98.98 -0.02 26 43,516 +0
Mar08 070104 98.90 98.90 98.88 98.89 -0.02 0 31,601 +0
Jun08 070104 98.82 98.82 98.81 98.82 -0.02 0 7,714 +20
Sep08 070104 98.73 98.73 98.73 98.73 -0.02 0 2,024 +2,024
Dec08 070104 98.65 98.65 98.65 98.65 -0.02 0 269 +0
Total Volume and Open Interest 531 255,186 +1,925
Japanese Gov't Bonds(SGX)
Mar07 070104 133.93 134.00 133.60 133.61 -0.32 3,799 40,668 -3,974
Jun07 070104 133.61 133.61 133.61 133.61 -0.32      
Sep07 070104 133.61 133.61 133.61 133.61 -0.32      
Total Volume and Open Interest 3,799 40,668 -3,974
Euro-Bund(EUREX)
Mar07 070104 116.25 116.42 116.15 116.35 +0.16 520,440 1,397,645 +10,504
Jun07 070104 115.76 115.90 115.75 115.87 +0.16 39 11,598 -2
Sep07 070104 116.01 116.01 116.01 116.01 +0.16 39 0 +0
Total Volume and Open Interest 520,518 1,409,243 +10,502
Euro-Bobl(EUREX)
Mar07 070104 108.99 109.05 108.92 109.01 +0.07 321,652 955,250 +13,331
Jun07 070104 108.71 108.71 108.71 108.71 +0.08 980 304 +0
Sep07 070104 109.90 109.90 109.90 109.90 +0.07      
Total Volume and Open Interest 322,632 955,554 +13,331
3-Mth Euribor(EUREX)
Mar07 070104 96.085 96.095 96.080 96.090 +0.005 948 20,675 +408
Jun07 070104 95.960 95.970 95.955 95.960 +0.005 354 9,349 -230
Sep07 070104 95.920 95.920 95.910 95.920 +0.005 20 6,598 +0
Total Volume and Open Interest 1,428 48,539 +232
Long Gilt(LIFFE)
Mar07 070104 107~27 107~29 107~23 107~28 -0~04 27,038 290,125 +290,125
Jun07 070104 109~23 109~23 109~23 109~23 +0~03 0 28 +0
Total Volume and Open Interest 58,284 304,439 +14,286
3-Mth Short Sterling(LIFFE)
Mar07 070104 94.55 94.56 94.52 94.53 -0.02 31,304 477,129 +3,826
Jun07 070104 94.47 94.49 94.44 94.46 -0.02 38,852 441,594 +2,444
Sep07 070104 94.47 94.49 94.44 94.46 -0.02 43,071 413,675 +8,257
Dec07 070104 94.47 94.51 94.45 94.48 -0.01 29,922 345,116 +4,203
Mar08 070104 94.49 94.52 94.46 94.49 -0.01 20,304 219,737 +2,089
Jun08 070104 94.50 94.53 94.47 94.50 unch 15,981 149,383 +3,788
Total Volume and Open Interest 189,332 2,261,974 +23,467
3-Mth Euribor(LIFFE)
Mar07 070104 96.080 96.095 96.080 96.090 +0.005 111,375 820,857 +21,771
Jun07 070104 95.955 95.970 95.950 95.960 +0.005 80,250 655,477 +12,430
Sep07 070104 95.915 95.930 95.910 95.920 +0.005 92,597 590,315 +3,000
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070104 93.48 93.51 93.48 93.50 +0.01 5,114 197,779 -7,593
Jun07 070104 93.43 93.46 93.42 93.46 +0.01 8,778 234,459 -7,106
Sep07 070104 93.45 93.49 93.44 93.48 +0.02 1,963 61,474 -7,152
Dec07 070104 93.47 93.49 93.46 93.49 +0.02 509 51,578 +349
Mar08 070104 93.47 93.51 93.47 93.50 +0.02 229 25,775 -3,409
Jun08 070104 93.48 93.52 93.48 93.51 +0.02 32 24,816 -53
Sep08 070104 93.51 93.53 93.50 93.53 +0.02 100 19,183 -280
Dec08 070104 93.51 93.54 93.51 93.54 +0.03 2 7,167 -248
Mar09 070104 93.54 93.54 93.54 93.54 +0.03 0 1,271 -350
Jun09 070104 93.55 93.55 93.55 93.55 +0.03 0 2,090 -150
Total Volume and Open Interest 16,727 626,020 -25,992
10-Year Aus T-Bonds(SFE)
Mar07 070104 94.14 94.18 94.11 94.17 +0.04 20,318 407,376 +2,903
Jun07 070104 94.17 94.17 94.17 94.17 +0.04      
Total Volume and Open Interest 20,318 407,376 +2,903
3-Year Aus T-Bonds(SFE)
Mar07 070104 93.93 93.97 93.91 93.96 +0.03 37,787 453,487 +17,594
Jun07 070104 93.96 93.96 93.96 93.96 +0.03      
Total Volume and Open Interest 37,787 453,487 +17,594
Gold(CMX)
Feb07 070104 629.6 631.8 626.0 626.2 -3.6 19,380 188,226 +579
Apr07 070104 633.0 638.5 632.3 632.3 -3.7 2,971 33,537 +2,677
Jun07 070104 639.5 641.0 638.0 638.3 -3.7 245 29,374 +731
Aug07 070104 645.0 647.5 644.2 644.2 -3.8 9 3,796 -16
Oct07 070104 650.0 650.0 650.0 650.0 -4.0 4 18,767 -12
Dec07 070104 658.5 660.0 655.7 655.7 -4.2 42 40,339 +39
Feb08 070104 661.2 661.2 661.2 661.2 -4.4 0 2,186 +0
Apr08 070104 666.8 666.8 666.8 666.8 -4.5 0 1,883 +0
Jun08 070104 672.4 672.4 672.4 672.4 -4.6 0 3,919 +0
Aug08 070104 678.0 678.0 678.0 678.0 -4.7 0 251 +0
Oct08 070104 683.5 683.5 683.5 683.5 -4.9 0 600 +0
Dec08 070104 689.1 689.1 689.1 689.1 -5.1 16 9,361 +10
Total Volume and Open Interest 22,668 345,328 +3,982
Silver(CMX)
Mar07 070104 1266.0 1293.0 1263.0 1283.5 +16.5 5,401 60,975 -243
May07 070104 1280.0 1299.0 1280.0 1295.3 +16.5 185 6,164 +23
Jul07 070104 1304.0 1307.0 1304.0 1307.0 +16.2 76 10,811 -3
Sep07 070104 1318.4 1318.4 1318.4 1318.4 +16.2 106 4,252 +67
Dec07 070104 1332.5 1332.5 1332.5 1332.5 +16.0 280 12,877 +182
Mar08 070104 1345.5 1345.5 1345.5 1345.5 +17.1 2 210 +1
May08 070104 1352.8 1352.8 1352.8 1352.8 +17.1      
Total Volume and Open Interest 6,052 101,412 +22
Platinum(NYMEX)
Jan07 070104 1125.0 1137.0 1125.0 1132.5 -1.0 46 162 -406
Apr07 070104 1132.0 1142.0 1131.0 1135.5 +2.5 151 7,705 +225
Jul07 070104 1140.5 1140.5 1140.5 1140.5 -12.3 0 26 +0
Oct07 070104 1145.5 1145.5 1145.5 1145.5 +0.1      
Total Volume and Open Interest 982 7,978 -96
Palladium(NYMEX)
Mar07 070104 340.50 346.50 338.25 345.55 +5.85 298 11,788 +401
Jun07 070104 354.00 354.00 350.55 350.55 +2.35 4 48 +0
Sep07 070104 355.55 355.55 355.55 355.55 +3.50 0 54 +0
Total Volume and Open Interest 1,303 11,867 +338
Copper(CMX)
Mar07 070104 258.50 263.00 256.00 260.20 -4.70 5,884 48,414 +117
May07 070104 258.00 263.10 258.00 261.20 -5.00 309 5,360 +191
Jul07 070104 259.50 262.50 259.50 261.45 -5.35 232 1,770 -8
Sep07 070104 261.00 262.80 260.50 261.20 -5.35 122 1,105 -46
Dec07 070104 258.50 262.00 258.00 258.70 -6.20 37 1,527 -8
Total Volume and Open Interest 7,170 67,341 -96
Aluminum(CMX)
Jan07 070104 120.50 120.50 120.50 120.50 -4.50 2 157 +0
Feb07 070104 121.50 121.50 121.50 121.50 -4.50 1 41 +0
Mar07 070104 120.50 120.50 120.50 120.50 -4.50 1 41 +0
Apr07 070104 119.50 119.50 119.50 119.50 -4.50 0 40 +0
May07 070104 118.50 118.50 118.50 118.50 -4.50 0 40 +0
Jun07 070104 117.50 117.50 117.50 117.50 -4.50 0 40 +0
Total Volume and Open Interest 5 687 +0
DJIA Index(CBOT)
Mar07 070104 12520 12575 12470 12549 +19 147 64,173 -246
Jun07 070104 12601 12647 12601 12647 +18 0 44 -11
Sep07 070104 12716 12716 12716 12716 +19 0 6 +0
Dec07 070104 12798 12798 12798 12798 +19      
Total Volume and Open Interest 2,464 64,295 -185
S & P 500(CME)
Mar07 070104 1423.50 1431.50 1417.00 1427.50 +2.70 1,998 599,012 +599,012
Jun07 070104 1432.00 1440.10 1431.00 1440.10 +2.60 0 13,349 +13,349
Sep07 070104 1453.20 1453.20 1453.20 1453.20 +2.40 15 11,386 +11,386
Dec07 070104 1466.30 1466.30 1464.60 1464.60 +2.30 15 1,812 +1,812
Total Volume and Open Interest 23,737 625,895 -6,202
S & P 500 E-Mini(Globex)
Mar07 070104 1425.25 1431.50 1416.75 1427.50 +2.75 25,473 1,483,427 +1,483,427
Jun07 070104 1435.50 1443.50 1430.00 1440.00 +2.50 51 12,838 +12,838
Total Volume and Open Interest 528,100 1,494,531 -29,364
NASDAQ 100(CME)
Mar07 070104 1778.00 1816.00 1773.00 1812.30 +33.30 129 44,400 +44,400
Jun07 070104 1833.80 1833.80 1833.80 1833.80 +33.30 0 20 +20
Sep07 070104 1855.30 1855.30 1855.30 1855.30 +33.30      
Total Volume and Open Interest 1,813 44,353 -147
NASDAQ 100 E-Mini(Globex)
Mar07 070104 1779.80 1816.50 1770.50 1812.30 +33.50      
Jun07 070104 1795.00 1837.00 1795.00 1833.80 +33.30 2 50 +50
Total Volume and Open Interest 134,379 318,836 -2,163
S & P Midcap 400(CME)
Mar07 070104 812.00 815.20 807.50 814.70 +0.50 13 7,439 +7,439
Jun07 070104 822.90 822.90 822.90 822.90 +0.50      
Sep07 070104 831.10 831.10 831.10 831.10 +0.50      
Total Volume and Open Interest 147 7,442 -13
Russell 2000(CME)
Mar07 070104 791.00 798.30 784.75 795.90 +2.30 7 24,097 +24,097
Jun07 070104 802.90 802.90 802.90 802.90 +2.30 0 1 +1
Sep07 070104 809.90 809.90 809.90 809.90 +2.30 0 8 +8
Total Volume and Open Interest 653 24,121 -6
Russell 2000 E-Mini(Globex)
Mar07 070104 793.60 798.30 784.60 795.90 +2.30 1,350 349,237 +349,237
Jun07 070104 799.70 804.10 791.90 802.90 +2.30 1 113 +113
Total Volume and Open Interest 87,136 350,194 -5,571
Value Line(KCBT)
Mar07 070104 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070104 17420 17420 17330 17355 +90 13,962 233,551 +94
Jun07 070104 17305 17330 17305 17305 +125 0 43 +1
Total Volume and Open Interest 13,963 234,020 +95
Nikkei 225(SGX)
Mar07 070104 17420 17420 17330 17355 +90 13,962 233,551 +94
Jun07 070104 17305 17330 17305 17305 +125 0 43 +1
Sep07 070104 17330 17330 17330 17330 +125      
Total Volume and Open Interest 13,963 234,020 +95
CAC 40(EURONEXT)
Jan07 070104 5584.0 5595.0 5554.0 5583.0 -36.0 49,046 382,886 +6,992
Feb07 070104 5601.5 5609.0 5580.0 5598.0 -36.0 162 15,312 +31
Mar07 070104 5612.5 5619.5 5585.5 5612.5 -36.0 1,414 49,723 +565
Total Volume and Open Interest 50,722 450,001 +7,688
Hang Seng Index(HKFE)
Jan07 070104 20465 20498 19991 20052 -453 34,696 117,438 +1,817
Feb07 070104 20507 20550 20050 20113 -447 545 555 +237
Mar07 070104 20522 20522 20021 20070 -448 307 3,054 +193
Total Volume and Open Interest 35,615 122,083 +2,247
DAX(EUREX)
Mar07 070104 6703.0 6736.0 6680.5 6722.5 -18.5 58,764 217,713 +775
Jun07 070104 6766.0 6800.5 6747.5 6786.5 -18.5 1,609 8,248 -1,010
Sep07 070104 6834.5 6872.5 6820.5 6860.0 -19.0 1,842 1,873 -743
Total Volume and Open Interest 62,215 227,834 -978
FT-SE 100(EURONEXT)
Mar07 070104 6295.00 6309.00 6266.00 6287.50 -38.50 51,371 490,165 +5,133
Jun07 070104 6314.00 6320.50 6296.50 6311.00 -39.00 6 9,379 +5
Sep07 070104 6345.00 6345.00 6345.00 6345.00 -39.00 26 535 +16
Total Volume and Open Interest 51,403 500,079 +5,154
SPI 200(SFE)
Mar07 070104 5624.0 5633.0 5568.0 5576.0 -75.0 14,659 250,415 -1,028
Jun07 070104 5636.0 5646.0 5605.0 5611.0 -75.0 13 4,860 -2
Sep07 070104 5647.0 5647.0 5612.0 5612.0 -76.0 0 3,011 +0
Total Volume and Open Interest 14,672 260,283 -1,030
GSCI(CME)
Jan07 070104 412.10 413.50 404.00 405.90 -11.10 0 22,125 +22,125
Feb07 070104 420.25 420.25 411.70 411.70 -10.80      
Mar07 070104 424.00 424.00 424.00 424.00 -12.00      
Total Volume and Open Interest 268 22,125 +111
RJ/CRB Index(ICE)
Feb07 070104 385.50 385.50 385.50 385.50 -13.10 0 6 +0
Apr07 070104 386.50 388.00 386.50 388.00 -11.50 4 417 +0
Jun07 070104 392.00 392.00 392.00 392.00 +92.25      
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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