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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri January 05, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 070105 664.00 668.50 658.50 668.00 +5.25 7,578 7,570 -5,452
Mar07 070105 676.00 682.00 670.50 681.50 +6.00 29,074 221,343 +1,798
May07 070105 690.50 695.00 685.00 694.75 +5.25 6,053 49,999 +964
Jul07 070105 701.00 707.00 697.00 706.75 +6.00 4,466 33,093 +951
Aug07 070105 708.00 712.00 704.50 712.00 +6.50 31 1,801 +103
Sep07 070105 715.00 715.00 710.00 715.00 +6.00 3 438 -2
Nov07 070105 726.00 728.00 718.00 727.00 +5.50 3,907 70,251 +2,971
Total Volume and Open Interest 51,679 399,840 +2,094
Soybean Meal(CBOT)
Jan07 070105 188.50 191.00 187.00 191.00 +2.40 1,157 3,474 -1,976
Mar07 070105 193.70 196.20 191.80 195.90 +2.60 11,692 76,025 -2,307
May07 070105 196.50 199.50 195.40 199.20 +2.60 2,543 36,582 +388
Jul07 070105 199.80 202.20 198.50 202.20 +2.70 3,189 40,322 +1,039
Aug07 070105 200.80 203.50 200.00 203.50 +2.50 366 11,243 +132
Sep07 070105 202.50 205.50 201.50 205.50 +3.30 34 7,560 +34
Oct07 070105 204.00 206.00 203.20 206.00 +2.70 3 2,889 +29
Dec07 070105 205.80 208.50 205.00 208.50 +2.70 781 13,270 +533
Total Volume and Open Interest 19,765 192,260 -2,126
Soybean Oil(CBOT)
Jan07 070105 28.35 28.45 28.05 28.40 +0.10 2,705 2,590 -2,414
Mar07 070105 28.80 28.82 28.40 28.80 +0.15 20,058 146,943 +554
May07 070105 29.24 29.29 28.90 29.27 +0.10 2,551 45,422 +2,024
Jul07 070105 29.72 29.75 29.40 29.74 +0.12 3,734 30,798 +430
Aug07 070105 29.82 29.90 29.70 29.90 +0.07 50 5,816 +5
Sep07 070105 29.75 30.05 29.75 30.05 +0.05 35 2,933 +2
Oct07 070105 30.10 30.25 30.05 30.20 +0.07 216 3,680 +153
Dec07 070105 30.50 30.62 30.32 30.62 +0.12 2,489 24,676 +1,912
Total Volume and Open Interest 31,838 262,990 +2,683
Canola(WCE)
Jan07 070105 358.8 359.4 358.8 359.4 +1.0 146 208 -689
Mar07 070105 368.4 373.0 364.8 368.4 unch 7,841 61,823 +307
May07 070105 379.9 379.9 374.0 376.8 unch 301 7,116 -59
Jul07 070105 384.0 385.7 380.0 384.2 +0.5 110 11,604 -17
Total Volume and Open Interest 9,290 99,263 -390
Corn(CBOT)
Mar07 070105 363.75 368.75 359.00 368.25 +6.00 57,335 576,160 -21,313
May07 070105 373.00 378.25 369.00 377.75 +6.00 10,050 131,691 +13,135
Jul07 070105 379.00 384.25 375.00 383.75 +6.50 21,478 207,139 +5,817
Sep07 070105 367.00 372.00 365.00 371.50 +5.50 1,417 46,104 +1,244
Dec07 070105 360.50 365.50 358.75 365.25 +6.25 14,531 313,713 +3,954
Mar08 070105 365.00 372.50 364.50 372.00 +7.25 388 20,763 +538
Total Volume and Open Interest 106,702 1,406,792 +4,359
Wheat(CBOT)
Mar07 070105 466.50 471.00 462.50 470.25 +2.75 19,918 239,611 -2,100
May07 070105 477.00 481.00 472.50 480.00 +3.00 3,924 38,389 +5,079
Jul07 070105 472.00 477.50 470.50 477.00 +4.00 4,560 83,411 +1,234
Sep07 070105 476.00 482.00 476.00 481.50 +4.00 127 4,774 -9
Dec07 070105 486.00 492.00 486.00 491.00 +3.50 1,732 64,385 +420
Total Volume and Open Interest 30,762 451,537 +4,926
Wheat(KCBT)
Mar07 070105 476.00 482.50 474.00 481.25 +4.00 9,540 61,667 -3,783
May07 070105 486.00 492.00 483.00 491.50 +4.50 2,528 9,155 +1,914
Jul07 070105 480.00 487.00 478.00 486.25 +3.75 2,935 32,597 +927
Sep07 070105 484.00 492.00 482.00 492.00 +4.75 574 4,110 +275
Dec07 070105 497.00 499.50 494.00 499.50 +2.50 290 6,291 +101
Total Volume and Open Interest 15,897 116,898 -523
Wheat(MGE)
Mar07 070105 484.00 488.00 482.00 487.00 +0.75 5,905 23,787 -1,064
May07 070105 492.50 497.00 492.00 495.00 unch 1,062 4,549 +286
Jul07 070105 500.00 500.00 497.00 500.00 unch 380 1,790 +6
Sep07 070105 496.00 503.00 496.00 503.00 unch 279 5,253 +63
Dec07 070105 503.00 508.00 501.50 506.50 +3.25 312 8,498 +170
Total Volume and Open Interest 7,943 44,533 -524
Oats(CBOT)
Mar07 070105 261.50 263.00 260.00 261.75 +0.50 442 8,690 -526
May07 070105 268.50 270.50 268.25 269.50 +1.00 300 1,653 +409
Jul07 070105 272.25 272.50 272.00 272.50 -0.50 97 619 +6
Sep07 070105 250.00 250.00 250.00 250.00 -1.50 7 82 +22
Total Volume and Open Interest 1,030 15,026 +62
Rough Rice(CBOT)
Jan07 070105 10.15 10.21 10.15 10.21 +0.03 9 248 -116
Mar07 070105 10.46 10.47 10.41 10.47 -0.01 250 10,583 +206
May07 070105 10.69 10.73 10.69 10.73 +0.01 101 1,661 +78
Jul07 070105 10.83 10.86 10.83 10.86 +0.01 79 776 +42
Total Volume and Open Interest 566 14,978 +306
Live Cattle(CME)
Feb07 070105 92.250 93.150 92.225 92.575 +0.350 19,041 125,226 -3,584
Apr07 070105 93.500 94.375 93.500 94.125 +0.525 13,618 67,401 +5,349
Jun07 070105 88.850 89.150 88.450 88.925 +0.075 4,419 28,223 +1,826
Aug07 070105 87.900 88.125 87.550 87.800 -0.100 2,643 14,498 +1,854
Oct07 070105 90.000 90.300 89.925 90.025 -0.050 1,024 7,770 +429
Dec07 070105 91.000 91.175 90.825 90.825 -0.125 747 4,009 +793
Total Volume and Open Interest 41,635 249,696 +6,651
Feeder Cattle(CME)
Jan07 070105 99.475 99.850 98.500 98.650 -0.825 1,193 4,780 -356
Mar07 070105 98.550 99.200 97.600 97.650 -0.950 2,721 14,366 +969
Apr07 070105 99.400 99.950 98.600 98.750 -0.575 321 2,451 +35
May07 070105 100.250 100.700 99.450 99.475 -0.650 408 3,703 +20
Aug07 070105 103.050 103.550 102.400 102.800 -0.500 116 2,109 +41
Sep07 070105 102.300 102.300 101.600 101.600 -0.600 43 985 +25
Oct07 070105 102.000 102.000 102.000 102.000 unch 1 82 +2
Total Volume and Open Interest 4,803 28,476 +685
Lean Hogs(CME)
Feb07 070105 61.000 61.000 60.150 60.400 +0.100 14,796 83,976 -3,284
Apr07 070105 64.350 64.350 63.700 64.250 +0.475 7,671 43,911 +1,954
May07 070105 70.250 70.600 70.000 70.550 +0.325 85 3,021 +17
Jun07 070105 72.700 72.750 71.825 72.400 +0.075 2,488 24,191 +1,214
Jul07 070105 71.000 71.250 70.400 70.500 -0.425 911 7,606 +232
Aug07 070105 69.750 70.000 69.400 69.600 -0.150 547 4,448 +366
Oct07 070105 63.700 63.850 63.300 63.550 -0.125 163 5,763 +177
Dec07 070105 62.400 62.400 61.950 62.100 -0.200 95 3,875 +98
Total Volume and Open Interest 26,770 176,898 +804
Pork Bellies(CME)
Feb07 070105 89.500 90.500 89.500 89.825 -0.375 453 797 -44
Mar07 070105 90.300 90.300 90.300 90.300 -0.850 34 96 +20
May07 070105 91.300 91.300 91.300 91.300 unch 1 81 -1
Jul07 070105 92.475 92.475 92.475 92.475 -0.100 31 98 +7
Aug07 070105 92.625 92.625 92.625 92.625 -0.175 31 36 +27
Total Volume and Open Interest 550 1,108 +12
Class III Milk(CME)
Jan07 070105 13.30 13.34 13.26 13.33 -0.01 222 2,746 +1
Feb07 070105 13.42 13.42 13.33 13.41 -0.02 131 2,633 +76
Mar07 070105 13.52 13.53 13.49 13.53 -0.04 124 2,536 +45
Apr07 070105 13.75 13.75 13.70 13.74 -0.05 126 2,225 +46
May07 070105 14.00 14.09 14.00 14.05 -0.02 50 2,163 +17
Total Volume and Open Interest 937 24,647 +349
Cocoa(ICE)
Mar07 070105 1680 1680 1585 1607 -52 6,436 76,060 +1,489
May07 070105 1698 1698 1615 1634 -50 2,430 24,208 +1,334
Jul07 070105 1692 1707 1653 1653 -49 148 11,838 +142
Sep07 070105 1737 1737 1650 1673 -48 128 14,878 +71
Dec07 070105 1739 1739 1677 1690 -51 174 13,915 +171
Mar08 070105 1765 1766 1690 1709 -50 130 4,600 +258
May08 070105 1771 1775 1734 1734 -50 72 2,349 +115
Total Volume and Open Interest 9,579 150,544 +3,661
Coffee "C"(ICE)
Mar07 070105 123.50 124.00 119.60 120.45 -4.55 9,997 85,491 -846
May07 070105 126.30 126.40 122.60 123.50 -4.55 1,846 19,941 +1,963
Jul07 070105 128.75 128.90 125.70 126.35 -4.55 178 7,108 +204
Sep07 070105 131.80 131.80 129.00 129.05 -4.50 111 3,480 +59
Dec07 070105 134.50 134.50 132.00 132.15 -4.55 132 3,232 +7
Mar08 070105 137.20 137.20 134.90 135.15 -4.65 540 2,752 -204
Total Volume and Open Interest 13,416 128,600 +1,396
Orange Juice(ICE)
Jan07 070105 202.65 202.65 199.50 201.95 -1.30 195 546 -319
Mar07 070105 198.50 198.60 195.00 195.95 -3.75 1,302 21,600 +1,427
May07 070105 196.20 196.20 192.50 193.00 -4.00 251 2,096 +154
Jul07 070105 192.50 192.50 190.00 190.50 -3.50 5 653 +8
Sep07 070105 189.00 189.00 186.75 186.75 -2.50 81 274 +33
Nov07 070105 181.00 182.00 180.50 180.50 -2.75 160 1,903 +180
Total Volume and Open Interest 1,994 27,201 +1,483
Sugar #11(ICE)
Mar07 070105 11.27 11.41 11.00 11.09 -0.18 34,642 265,360 +3,207
May07 070105 11.35 11.40 11.05 11.11 -0.19 13,346 89,976 -2,418
Jul07 070105 11.18 11.25 10.94 10.97 -0.17 10,530 86,326 +4,001
Oct07 070105 11.36 11.40 11.10 11.14 -0.18 3,777 58,078 +279
Mar08 070105 11.72 11.76 11.52 11.56 -0.16 806 49,078 +375
Total Volume and Open Interest 64,562 588,265 +6,138
Sugar #14(ICE)
Mar07 070105 20.00 20.00 19.95 19.99 -0.02 696 3,509 -224
May07 070105 19.97 19.97 19.90 19.90 -0.07 54 2,603 +5
Jul07 070105 19.97 19.97 19.97 19.97 -0.09 25 2,366 +30
Sep07 070105 19.96 19.96 19.96 19.96 -0.10 33 1,807 -1
Nov07 070105 19.75 19.75 19.75 19.75 unch 7 1,504 +15
Total Volume and Open Interest 867 11,976 -168
London Cocoa(LCE)
Mar07 070105 909 920 875 894 -13 3,154 69,571 +1,105
May07 070105 921 936 892 908 -12 1,383 30,119 +926
Jul07 070105 929 945 908 920 -9 1,042 25,262 +499
Sep07 070105 942 956 918 932 -10 907 26,413 +844
Dec07 070105 945 960 921 932 -13 441 22,807 +1,384
Mar08 070105 959 962 920 936 -17 183 7,293 +285
May08 070105 968 971 937 946 -15 7 1,093 -33
Total Volume and Open Interest 7,128 183,744 +5,011
London Coffee(LCE)
Jan07 070105 1680.00 1680.00 1616.00 1635.00 -41.00 839 9,745 -160
Mar07 070105 1640.00 1640.00 1567.00 1589.00 -42.00 9,353 86,134 +2,936
May07 070105 1610.00 1614.00 1554.00 1573.00 -31.00 3,818 26,564 +2,534
Jul07 070105 1585.00 1588.00 1557.00 1557.00 -32.00 443 6,812 -149
Sep07 070105 1574.00 1574.00 1539.00 1542.00 -32.00 687 5,101 +534
Nov07 070105 1541.00 1541.00 1511.00 1511.00 -30.00 589 2,172 -44
Total Volume and Open Interest 15,849 139,618 +5,733
London Sugar(LCE)
Mar07 070105 330.10 334.00 328.50 333.30 +1.30 3,924 23,535 +62
May07 070105 329.00 332.10 327.00 331.50 +1.40 1,852 16,443 +492
Aug07 070105 324.20 324.90 320.40 324.60 +1.60 271 6,426 +211
Oct07 070105 317.00 318.40 315.90 317.60 +1.50 261 4,112 +288
Dec07 070105 318.10 320.20 318.10 319.00 +0.20 0 1,054 +25
Total Volume and Open Interest 6,953 55,362 +1,723
Cotton(ICE)
Mar07 070105 54.25 54.70 53.82 54.42 -0.14 8,629 110,499 -934
May07 070105 55.20 55.40 54.83 55.11 -0.47 2,412 24,506 +346
Jul07 070105 56.20 56.20 55.80 56.10 -0.43 735 12,907 +59
Oct07 070105 58.00 58.00 57.60 57.90 -0.45 0 157 +3
Dec07 070105 59.35 59.35 58.55 59.00 -0.45 455 20,362 +594
Mar08 070105 61.00 61.00 60.75 60.95 -0.50 0 1,556 -3
Total Volume and Open Interest 12,231 170,576 +65
Lumber(CME)
Jan07 070105 270.0 277.0 270.0 275.6 +8.6 208 616 -270
Mar07 070105 288.6 295.3 287.5 295.0 +9.7 457 4,482 +116
May07 070105 304.5 312.2 304.5 310.5 +8.3 56 538 +16
Jul07 070105 312.0 321.0 312.0 317.8 +6.8 12 92 +0
Total Volume and Open Interest 735 5,777 -324
Crude Oil(NYM)
Feb07 070105 55.82 56.40 55.10 56.31 +0.72 324,010 299,585 +9,047
Mar07 070105 56.80 57.40 56.20 57.39 +0.75 127,274 178,115 +29,638
Apr07 070105 57.80 58.40 57.45 58.35 +0.75 30,955 63,310 +5,870
May07 070105 58.65 59.18 58.57 59.18 +0.80 11,792 43,247 +1,400
Jun07 070105 59.30 59.91 59.10 59.91 +0.87 15,085 75,623 +354
Jul07 070105 60.54 60.54 60.54 60.54 +0.92 4,612 23,486 +417
Aug07 070105 61.08 61.08 61.08 61.08 +0.96 3,759 15,749 -124
Sep07 070105 61.75 61.75 61.56 61.56 +0.98 4,685 26,441 -300
Oct07 070105 61.98 61.98 61.98 61.98 +1.00 2,100 17,421 +1,408
Nov07 070105 61.65 62.35 61.65 62.35 +1.03 493 12,846 -43
Dec07 070105 61.70 62.66 61.65 62.66 +1.05 16,138 140,389 +5,070
Jan08 070105 61.95 62.93 61.95 62.93 +1.08 1,169 24,724 +578
Feb08 070105 63.14 63.14 63.14 63.14 +1.10 510 10,916 +575
Mar08 070105 63.31 63.31 63.31 63.31 +1.12 200 16,624 -103
Apr08 070105 63.47 63.47 63.47 63.47 +1.14 200 14,318 -200
May08 070105 63.61 63.61 63.61 63.61 +1.16 0 6,419 +0
Total Volume and Open Interest 562,547 1,251,577 +61,034
Heating Oil(NYM)
Feb07 070105 156.20 157.00 154.30 156.58 +2.27 43,581 88,752 -2,415
Mar07 070105 160.00 160.60 158.50 160.33 +2.22 18,407 48,351 +1,164
Apr07 070105 162.30 162.83 160.25 162.83 +1.97 7,091 20,251 +3,190
May07 070105 164.00 164.50 162.90 164.38 +1.77 2,246 8,979 +823
Jun07 070105 165.50 166.25 164.25 165.93 +1.57 3,739 17,711 -119
Jul07 070105 167.25 167.83 166.30 167.83 +1.47 1,219 6,681 +1,083
Aug07 070105 168.90 170.50 168.90 170.13 +1.32 171 2,623 +227
Sep07 070105 172.25 172.75 172.25 172.68 +1.22 391 5,499 -425
Oct07 070105 174.30 175.50 174.30 175.48 +1.17 111 1,940 +107
Nov07 070105 178.00 178.53 177.50 178.53 +1.17 100 1,359 +180
Dec07 070105 181.25 181.68 180.00 181.68 +1.17 1,435 10,050 +270
Jan08 070105 183.65 183.78 183.65 183.78 +1.12 509 4,021 +548
Total Volume and Open Interest 79,073 220,906 +5,494
Gasoline(NYMEX)
Feb07 070105 148.41 149.71 146.00 149.31 -5.68 2,509 55,314 -466
Mar07 070105 152.75 153.85 150.52 153.45 +0.90 13,087 33,329 +2,193
Apr07 070105 166.90 168.25 165.90 167.84 +0.26 4,341 16,273 +972
May07 070105 170.64 172.00 169.47 172.00 +1.70 1,740 12,730 +166
Jun07 070105 172.75 173.00 172.20 173.00 unch 1,248 7,008 +60
Jul07 070105 174.50 174.50 174.00 174.50 -1.50 813 6,301 +527
Aug07 070105 174.50 177.00 174.50 177.00 unch 584 3,202 +306
Sep07 070105 173.20 173.50 173.20 173.50 -0.35 258 8,469 -11
Oct07 070105 163.00 163.30 163.00 163.30 -3.70 224 1,389 +177
Nov07 070105 161.91 161.91 161.91 161.91 +2.01 110 963 +86
Total Volume and Open Interest 51,937 147,462 +6,831
e-MiNY RBOB Gasoline(NYMEX)
Feb07 061228 159.83 159.83 159.83 159.83 +0.42 0 1 +0
Mar07 070105 153.61 153.61 153.61 153.61 +0.66      
Apr07 070105 168.91 168.91 168.91 168.91 +1.16      
May07 070105 172.01 172.01 172.01 172.01 +1.26      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb07 070105 6.170 6.220 6.030 6.184 +0.022 48,532 77,955 +380
Mar07 070105 6.320 6.355 6.190 6.347 +0.017 23,685 137,056 +2,292
Apr07 070105 6.440 6.450 6.375 6.447 +0.017 13,486 101,244 +1,347
May07 070105 6.540 6.560 6.485 6.557 +0.017 8,784 44,492 -4,291
Jun07 070105 6.640 6.670 6.570 6.660 +0.015 1,487 15,056 +241
Jul07 070105 6.740 6.775 6.740 6.768 +0.013 861 14,601 +190
Aug07 070105 6.850 6.880 6.850 6.870 +0.010 276 15,610 +17
Sep07 070105 6.930 6.960 6.900 6.942 +0.007 320 15,634 +86
Oct07 070105 7.070 7.100 6.960 7.087 +0.007 1,531 39,181 +397
Nov07 070105 7.790 7.800 7.750 7.782 +0.002 116 22,195 -145
Dec07 070105 8.430 8.450 8.340 8.427 +0.002 241 34,203 -44
Jan08 070105 8.760 8.780 8.757 8.757 +0.002 438 31,197 -60
Feb08 070105 8.775 8.800 8.730 8.772 +0.002 794 16,594 +357
Mar08 070105 8.530 8.600 8.530 8.572 +0.002 131 39,142 -172
Apr08 070105 7.450 7.470 7.390 7.452 +0.002 133 27,049 -114
May08 070105 7.345 7.347 7.300 7.347 +0.002 329 12,582 -150
Total Volume and Open Interest 103,711 875,849 +1,097
Brent Crude Oil(ICE)
Feb07 070105 54.97 55.76 54.50 55.64 +0.53 118,022 95,723 -15,188
Mar07 070105 55.94 57.02 55.60 56.89 +0.65 82,988 162,509 +12,401
Apr07 070105 56.85 57.95 56.57 57.89 +0.69 24,144 50,211 +5,712
May07 070105 57.89 58.72 57.36 58.72 +0.75 8,774 23,716 +3,064
Jun07 070105 58.63 59.46 58.05 59.46 +0.83 8,468 45,045 +1,669
Jul07 070105 59.22 60.07 58.95 60.07 +0.85 0 14,020 +729
Aug07 070105 60.60 60.60 60.60 60.60 +0.86 0 7,073 +391
Sep07 070105 60.00 61.04 60.00 61.04 +0.87 1,479 14,869 +676
Oct07 070105 61.43 61.43 61.43 61.43 +0.89 0 9,301 +141
Nov07 070105 61.77 61.77 61.77 61.77 +0.92 0 11,153 +88
Dec07 070105 61.30 62.16 60.63 62.08 +0.93 5,440 47,630 +1,656
Jan08 070105 62.35 62.35 62.35 62.35 +0.97 0 7,145 +0
Feb08 070105 62.56 62.56 62.56 62.56 +1.01 0 1,593 +100
Mar08 070105 62.72 62.72 62.72 62.72 +1.04 0 2,279 +0
Total Volume and Open Interest 253,047 569,223 +18,492
Gas Oil(ICE)
Jan07 070105 489.00 495.00 485.25 486.75 -7.75 39,077 44,628 -8,308
Feb07 070105 493.00 499.00 489.00 490.50 -8.25 41,352 88,804 +6,129
Mar07 070105 500.50 504.50 495.25 496.25 -8.25 10,690 37,360 -101
Apr07 070105 507.00 509.25 501.75 502.25 -8.75 4,895 18,622 +1,241
May07 070105 514.50 516.25 508.25 508.50 -9.50 2,905 16,248 +305
Jun07 070105 522.00 523.50 515.50 515.50 -9.50 3,256 40,779 +669
Jul07 070105 525.50 526.50 523.00 523.00 -10.00 707 10,633 +331
Aug07 070105 533.75 533.75 530.25 530.25 -10.50 410 3,323 +210
Sep07 070105 541.00 541.00 537.50 537.50 -10.25 1,700 9,377 +1,263
Oct07 070105 546.50 546.50 542.25 542.25 -10.25 685 3,050 +313
Total Volume and Open Interest 109,115 323,237 +1,669
US Dollar Index(ICE)
Mar07 070105 84.080 84.590 83.950 84.400 +0.310 3,791 26,479 -1,255
Jun07 070105 83.790 84.280 83.790 84.150 +0.310 1 2,026 +1
Sep07 070105 83.900 83.900 83.900 83.900 +0.310 0 37 +0
Total Volume and Open Interest 3,792 28,542 -1,254
Australian Dollar(CME)
Mar07 070105 78.24 78.24 77.65 77.71 -0.59 9,267 123,897 -7,979
Jun07 070105 77.50 77.50 77.50 77.50 -0.59 0 251 +20
Sep07 070105 77.24 77.24 77.24 77.24 -0.59 0 61 +0
Total Volume and Open Interest 9,267 124,477 -7,960
British Pound(CME)
Mar07 070105 194.00 194.02 192.70 193.08 -1.40 2,739 139,161 -6,047
Jun07 070105 193.03 193.03 193.03 193.03 -1.40 0 80 -128
Sep07 070105 192.98 192.98 192.98 192.98 -1.40 0 27 +14
Total Volume and Open Interest 2,739 139,271 -6,161
Canadian Dollar(CME)
Mar07 070105 85.30 85.46 85.03 85.43 +0.32 2,341 152,818 +13,442
Jun07 070105 85.44 85.67 85.44 85.67 +0.32 5 2,789 +92
Sep07 070105 85.74 85.91 85.69 85.91 +0.32 6 672 +24
Dec07 070105 86.15 86.15 86.15 86.15 +0.32 66 244 +68
Total Volume and Open Interest 2,418 156,527 +13,626
Japanese Yen(CME)
Mar07 070105 85.50 85.51 84.84 85.11 +0.32 3,960 268,850 +6,321
Jun07 070105 86.09 86.09 86.09 86.09 +0.32 0 5,344 +199
Sep07 070105 87.02 87.02 87.02 87.02 +0.32 0 5 +0
Total Volume and Open Interest 3,960 274,344 +6,540
Swiss Franc(CME)
Mar07 070105 81.79 81.79 81.20 81.45 -0.19 4,493 63,863 -5,010
Jun07 070105 82.07 82.07 82.07 82.07 -0.19 0 138 +5
Sep07 070105 82.64 82.64 82.64 82.64 -0.19 0 48 +0
Total Volume and Open Interest 4,493 64,093 -5,006
EuroFX(CME)
Mar07 070105 131.29 131.30 130.23 130.52 -0.79 8,553 176,370 -12,843
Jun07 070105 130.97 130.97 130.97 130.97 -0.79 32 1,479 -4
Sep07 070105 131.34 131.34 131.34 131.34 -0.79 0 299 -5
Total Volume and Open Interest 8,585 178,348 -12,852
Mexican Peso(CME)
Jan07 070105 913.5 913.5 913.5 913.5 -3.8      
Feb07 070105 912.0 912.0 912.0 912.0 -3.8      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 070105 112~17 112~28 111~16 112~05 -0~08 313,335 767,586 +12,781
Jun07 070105 112~16 112~23 111~08 112~03 -0~08 274 7,323 +213
Sep07 070105 111~18 112~03 111~18 112~03 -0~08 2 2 +0
Total Volume and Open Interest 313,611 774,943 +12,994
10-Year T-Notes(CBOT)
Mar07 070105 108~045 108~105 107~150 107~280 -0~060 1,011,666 2,251,975 +57,410
Jun07 070105 108~065 108~120 107~175 107~290 -0~065 5,552 28,119 +5,057
Total Volume and Open Interest 1,017,218 2,280,094 +62,467
5-Year T-Notes(CBOT)
Mar07 070105 105~200 105~200 105~010 105~095 -0~050 421,060 0 +0
Jun07 070105 105~135 105~135 105~135 105~135 -0~050 8 623 +20
Total Volume and Open Interest 421,068 623 -1,332,437
2 Year T-Notes(CBOT)
Mar07 070105 102~032 102~033 102~000 102~016 -0~009 2,515 747,560 +32,856
Total Volume and Open Interest 2,515 747,560 +32,856
Eurodollars(CME)
Mar07 070105 94.710 94.715 94.665 94.675 -0.020 26,689 1,311,532 -9,307
Jun07 070105 94.915 94.915 94.785 94.830 -0.055 17,673 1,405,390 +40,805
Sep07 070105 95.080 95.090 94.925 95.005 -0.050 20,436 1,335,333 +13,211
Dec07 070105 95.210 95.220 95.045 95.135 -0.050 14,183 1,285,240 +11,240
Mar08 070105 95.150 95.200 95.125 95.200 -0.050 29,071 912,896 -824
Jun08 070105 95.315 95.315 95.160 95.235 -0.045 19,251 709,308 +2,242
Sep08 070105 95.180 95.255 95.175 95.250 -0.040 12,320 543,390 +17,965
Dec08 070105 95.170 95.250 95.170 95.240 -0.035 11,193 369,722 +4,642
Mar09 070105 95.180 95.240 95.165 95.235 -0.030 13,809 349,883 -1,810
Jun09 070105 95.265 95.265 95.140 95.205 -0.025 8,282 259,981 -3,798
Sep09 070105 95.235 95.235 95.105 95.170 -0.025 7,252 193,456 -1,332
Dec09 070105 95.065 95.120 95.065 95.120 -0.025 8,236 144,302 +1,777
Mar10 070105 95.045 95.095 95.045 95.095 -0.025 8,769 118,108 +377
Jun10 070105 95.125 95.125 95.010 95.065 -0.025 11,998 91,931 +109
Sep10 070105 94.975 95.035 94.975 95.030 -0.025 6,672 90,258 +1,669
Dec10 070105 94.945 94.995 94.940 94.995 -0.025 6,798 96,563 +1,632
Mar11 070105 95.035 95.035 94.925 94.975 -0.025 7,489 69,188 +168
Jun11 070105 94.910 94.950 94.910 94.950 -0.025 5,645 63,643 +381
Total Volume and Open Interest 248,029 9,581,431 +81,726
30 Day Federal Funds(CBOT)
Jan07 070105 3.000 3.005 3.000 3.005 unch 174 86,375 -189
Feb07 070105 3.010 3.010 3.005 3.010 unch 3,788 119,440 +1,853
Mar07 070105 3.005 3.010 3.005 3.010 -0.005 332 57,490 +11,043
Apr07 070105 94.770 94.770 94.770 94.770 -0.020 112 52,711 +8,387
May07 070105 94.810 94.810 94.810 94.810 -0.030 4 18,596 +4,870
Jun07 070105 94.830 94.840 94.830 94.840 -0.030 30 2,740 +561
Total Volume and Open Interest 4,440 341,739 +26,563
30 Day Fed Funds(e-CBOT)
Jan07 070105 94.750 94.755 94.750 94.755 unch 1,336 0 +0
Feb07 070105 94.760 94.765 94.755 94.755 -0.005 2,612 0 +0
Mar07 070105 94.765 94.770 94.750 94.760 -0.005 9,308 0 +0
Apr07 070105 94.790 94.800 94.765 94.770 -0.020 12,466 0 +0
May07 070105 94.840 94.850 94.800 94.805 -0.035 4,439 0 +0
Jun07 070105 94.870 94.875 94.825 94.830 -0.040 830 0 +0
Total Volume and Open Interest 31,016    
3-Mth Euro-Yen(CME)
Mar07 070105 99.32 99.32 99.30 99.31 unch 97 16,083 +16,083
Jun07 070105 99.20 99.20 99.18 99.18 -0.01 37 8,523 +8,523
Sep07 070105 99.06 99.07 99.06 99.07 -0.01 124 3,814 +3,814
Dec07 070105 98.98 98.98 98.98 98.98 unch 85 7,575 +7,575
Mar08 070105 98.90 98.90 98.90 98.90 -0.01 0 3,659 +3,659
Jun08 070105 98.80 98.81 98.80 98.81 -0.03 0 657 +657
Sep08 070105 98.73 98.73 98.73 98.73 -0.02 0 223 +223
Dec08 070105 98.66 98.66 98.66 98.66 -0.01 0 4 +4
Mar09 070105 98.56 98.56 98.56 98.56 +0.01 0 27 +27
Jun09 070105 98.49 98.49 98.49 98.49 +0.02 0 20 +20
Total Volume and Open Interest 343 40,645 +40,645
3-Mth Euro-Yen(SGX)
Mar07 070105 99.31 99.32 99.31 99.32 +0.01 3,062 84,700 -112
Jun07 070105 99.18 99.21 99.18 99.21 +0.02 1,422 47,559 +30
Sep07 070105 99.07 99.10 99.06 99.09 +0.02 3,519 36,255 +111
Dec07 070105 98.97 99.01 98.97 99.00 +0.02 1,578 43,530 +14
Mar08 070105 98.89 98.91 98.89 98.91 +0.02 699 31,601 +0
Jun08 070105 98.83 98.83 98.83 98.83 +0.02 650 7,714 +0
Sep08 070105 98.75 98.75 98.75 98.75 +0.02 210 2,024 +0
Dec08 070105 98.67 98.67 98.67 98.67 +0.02 0 269 +0
Total Volume and Open Interest 11,140 255,229 +43
Japanese Gov't Bonds(SGX)
Mar07 070105 133.76 133.93 133.70 133.82 +0.21 6,678 38,544 -2,124
Jun07 070105 133.82 133.82 133.82 133.82 +0.21      
Sep07 070105 133.82 133.82 133.82 133.82 +0.21      
Total Volume and Open Interest 6,678 38,544 -2,124
Euro-Bund(EUREX)
Mar07 070105 116.38 116.55 115.75 115.90 -0.45 1,023,902 1,432,334 +34,689
Jun07 070105 115.90 116.05 115.33 115.41 -0.46 230 11,686 +88
Sep07 070105 115.56 115.56 115.56 115.56 -0.45 239 0 +0
Total Volume and Open Interest 1,024,371 1,444,020 +34,777
Euro-Bobl(EUREX)
Mar07 070105 109.03 109.12 108.71 108.78 -0.23 414,923 984,901 +29,651
Jun07 070105 108.47 108.47 108.47 108.47 -0.24 0 304 +0
Sep07 070105 109.67 109.67 109.67 109.67 -0.23      
Total Volume and Open Interest 414,923 985,205 +29,651
3-Mth Euribor(EUREX)
Mar07 070105 96.090 96.090 96.075 96.080 -0.010 815 20,266 -409
Jun07 070105 95.965 95.965 95.930 95.935 -0.025 533 9,719 +370
Sep07 070105 95.930 95.930 95.875 95.885 -0.035 1,254 6,493 -105
Total Volume and Open Interest 3,188 48,391 -148
Long Gilt(LIFFE)
Mar07 070105 107~31 108~00 107~15 107~21 -0~07 63,601 313,309 +23,184
Jun07 070105 109~16 109~16 109~16 109~16 -0~07 0 28 +0
Total Volume and Open Interest 63,601 313,337 +8,898
3-Mth Short Sterling(LIFFE)
Mar07 070105 94.52 94.54 94.51 94.52 -0.01 34,473 472,112 -5,017
Jun07 070105 94.46 94.48 94.42 94.43 -0.03 65,009 451,963 +10,369
Sep07 070105 94.45 94.48 94.42 94.42 -0.04 64,199 422,336 +8,661
Dec07 070105 94.47 94.50 94.43 94.44 -0.04 43,788 339,717 -5,399
Mar08 070105 94.48 94.52 94.45 94.46 -0.03 29,574 221,476 +1,739
Jun08 070105 94.50 94.53 94.47 94.48 -0.02 34,217 149,707 +324
Total Volume and Open Interest 288,342 2,275,708 +13,734
3-Mth Euribor(LIFFE)
Mar07 070105 96.090 96.095 96.070 96.080 -0.010 98,393 827,829 +6,972
Jun07 070105 95.965 95.975 95.925 95.935 -0.025 113,888 663,628 +8,151
Sep07 070105 95.920 95.935 95.875 95.890 -0.030 99,591 601,283 +10,968
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070105 93.50 93.52 93.49 93.51 +0.01 14,250 203,078 +5,299
Jun07 070105 93.45 93.48 93.45 93.47 +0.01 21,963 246,309 +11,850
Sep07 070105 93.47 93.51 93.47 93.50 +0.02 6,353 64,602 +3,128
Dec07 070105 93.48 93.52 93.48 93.51 +0.02 1,696 50,942 -636
Mar08 070105 93.50 93.54 93.49 93.53 +0.03 373 26,148 +373
Jun08 070105 93.51 93.54 93.51 93.54 +0.03 920 23,889 -927
Sep08 070105 93.53 93.58 93.53 93.55 +0.02 182 18,732 -451
Dec08 070105 93.56 93.57 93.56 93.57 +0.03 103 7,117 -50
Mar09 070105 93.56 93.57 93.56 93.57 +0.03 0 1,265 -6
Jun09 070105 93.57 93.57 93.57 93.57 +0.02 0 1,915 -175
Total Volume and Open Interest 45,840 644,275 +18,255
10-Year Aus T-Bonds(SFE)
Mar07 070105 94.16 94.21 94.16 94.20 +0.03 26,703 413,473 +6,097
Jun07 070105 94.20 94.20 94.20 94.20 +0.03      
Total Volume and Open Interest 26,703 413,473 +6,097
3-Year Aus T-Bonds(SFE)
Mar07 070105 93.96 94.00 93.96 93.99 +0.02 46,017 473,808 +20,321
Jun07 070105 93.99 93.99 93.99 93.99 +0.02      
Total Volume and Open Interest 46,017 473,808 +20,321
Gold(CMX)
Feb07 070105 623.5 624.8 603.0 606.9 -19.3 58,927 185,850 -2,376
Apr07 070105 630.0 630.5 607.2 612.9 -19.4 4,201 37,036 +3,499
Jun07 070105 636.0 637.0 615.8 618.7 -19.6 1,599 31,221 +1,847
Aug07 070105 638.5 639.5 590.0 624.5 -19.7 367 4,165 +369
Oct07 070105 638.0 638.0 620.0 630.2 -19.8 146 19,436 +669
Dec07 070105 651.0 651.0 634.0 635.8 -19.9 907 42,026 +1,687
Feb08 070105 639.5 641.2 639.5 641.2 -20.0 2 2,243 +57
Apr08 070105 646.7 646.7 646.7 646.7 -20.1 0 1,883 +0
Jun08 070105 672.0 672.0 652.2 652.2 -20.2 0 3,920 +1
Aug08 070105 657.7 657.7 657.7 657.7 -20.3 0 251 +0
Oct08 070105 663.1 663.1 663.1 663.1 -20.4 0 600 +0
Dec08 070105 681.0 681.0 668.6 668.6 -20.5 168 9,495 +134
Total Volume and Open Interest 66,421 351,370 +6,042
Silver(CMX)
Mar07 070105 1280.0 1280.0 1212.0 1223.0 -60.5 16,756 61,668 +693
May07 070105 1279.5 1279.5 1232.0 1234.3 -61.0 100 6,319 +155
Jul07 070105 1300.0 1300.0 1236.0 1245.7 -61.3 152 10,779 -32
Sep07 070105 1270.0 1270.0 1257.1 1257.1 -61.3 18 4,287 +35
Dec07 070105 1323.0 1323.0 1258.0 1270.5 -62.0 177 13,411 +534
Mar08 070105 1283.2 1283.2 1283.2 1283.2 -62.3 0 210 +0
May08 070105 1290.2 1290.2 1290.2 1290.2 -62.6      
Total Volume and Open Interest 17,283 102,871 +1,459
Platinum(NYMEX)
Jan07 070105 1128.0 1128.0 1109.0 1109.0 -23.5 14 28 -134
Apr07 070105 1134.5 1137.0 1112.0 1112.0 -23.5 434 8,222 +517
Jul07 070105 1130.0 1130.0 1117.0 1117.0 -23.5 0 36 +10
Oct07 070105 1122.0 1122.0 1122.0 1122.0 -23.5      
Total Volume and Open Interest 448 8,286 +308
Palladium(NYMEX)
Mar07 070105 348.80 348.80 333.00 335.10 -10.45 1,249 12,628 +840
Jun07 070105 346.00 346.00 340.10 340.10 -10.45 35 66 +18
Sep07 070105 345.10 345.10 345.10 345.10 -10.45 0 54 +0
Total Volume and Open Interest 1,285 12,789 +922
Copper(CMX)
Mar07 070105 260.50 261.00 252.00 253.50 -6.70 11,451 51,172 +2,758
May07 070105 260.50 260.60 253.10 254.30 -6.90 675 5,944 +584
Jul07 070105 262.00 262.00 254.55 254.55 -6.90 365 2,076 +306
Sep07 070105 261.25 261.25 254.25 254.25 -6.95 39 1,117 +12
Dec07 070105 257.50 257.50 250.00 251.70 -7.00 120 1,595 +68
Total Volume and Open Interest 13,867 70,917 +3,576
Aluminum(CMX)
Jan07 070105 116.00 116.00 116.00 116.00 -4.50 11 126 -31
Feb07 070105 117.00 117.00 117.00 117.00 -4.50 11 50 +9
Mar07 070105 116.00 116.00 116.00 116.00 -4.50 0 41 +0
Apr07 070105 115.00 115.00 115.00 115.00 -4.50 0 40 +0
May07 070105 114.00 114.00 114.00 114.00 -4.50 0 40 +0
Jun07 070105 113.00 113.00 113.00 113.00 -4.50 0 40 +0
Total Volume and Open Interest 23 668 -19
DJIA Index(CBOT)
Mar07 070105 12498 12535 12430 12450 -99 4,411 64,834 +661
Jun07 070105 12555 12555 12549 12549 -98 3 46 +2
Sep07 070105 12617 12617 12617 12617 -99 0 9 +3
Dec07 070105 12699 12699 12699 12699 -99      
Total Volume and Open Interest 4,414 64,889 +594
S & P 500(CME)
Mar07 070105 1424.00 1424.20 1414.20 1416.40 -11.10 26,119 604,025 +5,013
Jun07 070105 1432.00 1432.00 1427.50 1429.10 -11.00 283 13,094 -255
Sep07 070105 1442.30 1442.30 1442.30 1442.30 -10.90 290 11,254 -132
Dec07 070105 1453.70 1453.70 1453.70 1453.70 -10.90 2 1,812 +0
Total Volume and Open Interest 26,694 630,560 +4,665
S & P 500 E-Mini(Globex)
Mar07 070105 1427.75 1428.50 1414.25 1416.50 -11.00 1,032,569 1,541,515 +58,088
Jun07 070105 1438.50 1438.50 1427.00 1429.00 -11.00 333 13,222 +384
Total Volume and Open Interest 1,032,902 1,554,737 +60,206
NASDAQ 100(CME)
Mar07 070105 1805.00 1805.30 1785.00 1797.30 -15.00 5,241 43,913 -487
Jun07 070105 1818.80 1818.80 1818.80 1818.80 -15.00 0 20 +0
Sep07 070105 1840.30 1840.30 1840.30 1840.30 -15.00      
Total Volume and Open Interest 5,241 43,933 -420
NASDAQ 100 E-Mini(Globex)
Mar07 070105 1812.80 1816.00 1785.80 1797.30 -15.00 367,214 342,879 +342,879
Jun07 070105 1820.00 1822.30 1807.00 1818.80 -15.00 49 89 +39
Total Volume and Open Interest 367,263 342,968 +24,132
S & P Midcap 400(CME)
Mar07 070105 812.00 812.00 804.00 804.20 -10.50 136 7,490 +51
Jun07 070105 812.40 812.40 812.40 812.40 -10.50      
Sep07 070105 820.60 820.60 820.60 820.60 -10.50      
Total Volume and Open Interest 136 7,490 +48
Russell 2000(CME)
Mar07 070105 792.00 792.25 778.75 779.20 -16.70 992 24,367 +270
Jun07 070105 786.20 786.20 786.20 786.20 -16.70 0 2 +1
Sep07 070105 793.20 793.20 793.20 793.20 -16.70 0 8 +0
Total Volume and Open Interest 992 24,377 +256
Russell 2000 E-Mini(Globex)
Mar07 070105 795.70 796.10 778.60 779.20 -16.70 194,558 354,233 +4,996
Jun07 070105 797.60 797.60 786.20 786.20 -16.70 492 333 +220
Total Volume and Open Interest 195,050 354,566 +4,372
Value Line(KCBT)
Mar07 070105 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070105 17405 17410 17015 17100 -255 33,066 230,862 -2,689
Jun07 070105 17260 17260 16965 17045 -260 0 43 +0
Total Volume and Open Interest 33,066 231,330 -2,690
Nikkei 225(SGX)
Mar07 070105 17405 17410 17015 17100 -255 33,066 230,862 -2,689
Jun07 070105 17260 17260 16965 17045 -260 0 43 +0
Sep07 070105 17070 17070 17045 17070 -260      
Total Volume and Open Interest 33,066 231,330 -2,690
CAC 40(EURONEXT)
Jan07 070105 5559.5 5575.0 5515.0 5523.0 -60.0 100,416 419,619 +36,733
Feb07 070105 5568.5 5589.0 5537.0 5538.0 -60.0 284 15,062 -250
Mar07 070105 5592.0 5599.5 5550.0 5552.5 -60.0 2,198 49,117 -606
Total Volume and Open Interest 102,898 485,878 +35,877
Hang Seng Index(HKFE)
Jan07 070105 20030 20275 19820 20275 +223 47,167 119,848 +2,410
Feb07 070105 20046 20330 19890 20330 +217 759 708 +153
Mar07 070105 20070 20293 19865 20293 +223 422 3,245 +191
Total Volume and Open Interest 48,444 124,848 +2,765
DAX(EUREX)
Mar07 070105 6709.0 6711.5 6631.5 6636.0 -86.5 142,197 221,954 +4,241
Jun07 070105 6768.5 6770.5 6696.0 6699.5 -87.0 409 7,788 -460
Sep07 070105 6842.0 6843.5 6772.0 6773.0 -87.0 295 1,929 +56
Total Volume and Open Interest 142,901 231,671 +3,837
FT-SE 100(EURONEXT)
Mar07 070105 6258.00 6288.50 6211.50 6222.50 -65.00 97,314 494,308 +4,143
Jun07 070105 6282.00 6304.00 6236.50 6245.50 -65.50 13,821 20,792 +11,413
Sep07 070105 6279.50 6279.50 6279.50 6279.50 -65.50 0 535 +0
Total Volume and Open Interest 111,136 515,636 +15,557
SPI 200(SFE)
Mar07 070105 5552.0 5612.0 5546.0 5560.0 -16.0 15,320 257,825 +7,410
Jun07 070105 5630.0 5639.0 5593.0 5595.0 -16.0 6 4,732 -128
Sep07 070105 5641.0 5641.0 5597.0 5597.0 -15.0 125 3,021 +10
Total Volume and Open Interest 15,458 267,571 +7,288
GSCI(CME)
Jan07 070105 405.60 406.60 400.70 406.40 +0.50 1,903 21,982 -143
Feb07 070105 412.30 412.30 412.30 412.30 +0.60 689 540 +540
Mar07 070105 417.00 417.00 417.00 417.00 -7.00      
Total Volume and Open Interest 2,592 22,522 +397
RJ/CRB Index(ICE)
Feb07 070105 381.75 381.75 381.75 381.75 -3.75 0 7 +1
Apr07 070105 382.50 384.75 382.50 384.75 -3.25 3 418 +1
Jun07 070105 388.75 388.75 388.75 388.75 -3.25 76 325 +325
Total Volume and Open Interest 170 947 +947
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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