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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 11, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 070111 660.00 666.50 657.00 664.00 +10.25 3,075 1,558 -933
Mar07 070111 670.00 678.00 668.00 674.25 +9.50 29,640 214,295 -2,039
May07 070111 683.50 691.00 682.00 688.75 +9.50 4,297 49,830 +290
Jul07 070111 699.00 704.50 695.00 701.75 +9.25 4,578 34,655 +363
Aug07 070111 703.00 708.00 703.00 707.00 +8.50 38 2,133 +38
Sep07 070111 707.50 712.00 707.50 710.50 +10.00 44 550 +25
Nov07 070111 720.00 725.00 716.00 723.25 +10.50 2,949 71,374 +890
Total Volume and Open Interest 45,324 391,136 -1,053
Soybean Meal(CBOT)
Jan07 070111 188.80 190.20 188.30 189.60 +2.00 740 779 -641
Mar07 070111 193.50 194.80 192.40 194.40 +2.70 11,675 70,570 -576
May07 070111 197.00 198.50 196.40 198.10 +2.40 4,491 38,247 +235
Jul07 070111 200.50 202.30 200.00 201.70 +2.50 3,015 41,686 -414
Aug07 070111 202.00 203.60 201.80 203.50 +2.70 206 11,686 +151
Sep07 070111 203.50 205.30 203.20 204.50 +2.40 151 7,619 -4
Oct07 070111 204.50 206.20 204.20 205.30 +2.10 119 3,139 +82
Dec07 070111 207.00 209.30 206.50 208.00 +2.50 1,488 14,313 +171
Total Volume and Open Interest 21,900 188,944 -986
Soybean Oil(CBOT)
Jan07 070111 27.98 28.20 27.98 28.12 +0.42 408 618 -1,086
Mar07 070111 28.28 28.60 28.22 28.36 +0.32 12,158 136,044 -3,547
May07 070111 28.72 29.07 28.69 28.86 +0.35 2,674 45,754 +347
Jul07 070111 29.10 29.50 29.10 29.26 +0.33 2,452 31,559 +113
Aug07 070111 29.30 29.63 29.30 29.40 +0.30 90 5,768 -29
Sep07 070111 29.50 29.78 29.50 29.57 +0.27 125 3,116 +99
Oct07 070111 29.85 29.98 29.70 29.70 +0.25 5 3,713 +2
Dec07 070111 30.15 30.30 30.10 30.12 +0.25 379 24,714 +10
Total Volume and Open Interest 18,291 251,418 -4,091
Canola(WCE)
Jan07 070111 362.3 362.3 362.3 362.3 +5.8 38 59 -31
Mar07 070111 367.5 373.0 366.3 370.7 +5.6 4,602 63,569 +1,168
May07 070111 376.7 379.7 376.7 379.3 +5.4 382 8,265 +956
Jul07 070111 382.0 387.0 382.0 385.0 +3.6 54 11,073 +9
Total Volume and Open Interest 5,615 100,976 +2,023
Corn(CBOT)
Mar07 070111 368.00 380.25 367.50 376.50 +16.25 51,086 539,678 -10,300
May07 070111 377.50 390.25 377.50 387.50 +17.25 9,911 145,056 +3,955
Jul07 070111 385.00 396.00 384.00 394.50 +17.50 20,886 213,212 +2,902
Sep07 070111 373.50 383.00 373.00 382.50 +16.50 1,567 48,110 +700
Dec07 070111 367.00 375.00 365.00 374.50 +14.50 23,644 326,124 +3,963
Mar08 070111 372.00 380.50 372.00 380.25 +12.25 997 21,451 +289
Total Volume and Open Interest 110,029 1,408,097 +3,323
Wheat(CBOT)
Mar07 070111 455.50 463.25 453.50 456.50 +7.00 21,409 230,471 -5,964
May07 070111 465.00 473.00 464.00 469.50 +10.25 5,735 45,421 +189
Jul07 070111 468.00 474.00 466.00 470.00 +7.00 8,028 84,662 +230
Sep07 070111 476.00 478.00 474.00 474.50 +6.75 238 5,140 +114
Dec07 070111 483.00 488.50 481.00 486.00 +7.00 2,891 64,321 +74
Total Volume and Open Interest 38,935 451,255 -5,239
Wheat(KCBT)
Mar07 070111 478.00 484.50 476.50 481.25 +9.00 9,093 58,376 -1,692
May07 070111 486.00 490.25 483.50 488.75 +9.50 3,573 10,735 +397
Jul07 070111 481.00 485.75 479.50 481.75 +5.50 2,056 32,100 -124
Sep07 070111 486.00 491.00 484.25 486.50 +4.50 294 4,249 +61
Dec07 070111 496.50 498.50 493.00 493.00 +3.00 570 6,390 -74
Total Volume and Open Interest 15,618 114,975 -1,423
Wheat(MGE)
Mar07 070111 475.50 485.00 474.75 482.00 +11.75 3,741 20,822 +164
May07 070111 487.00 491.50 483.50 491.00 +10.75 1,558 5,283 +223
Jul07 070111 491.00 496.00 491.00 494.00 +9.00 126 2,118 +86
Sep07 070111 493.00 498.00 492.00 497.00 +8.00 244 5,431 +23
Dec07 070111 499.00 505.00 498.00 503.75 +8.00 1,107 9,155 +354
Total Volume and Open Interest 6,777 43,473 +850
Oats(CBOT)
Mar07 070111 253.00 258.00 253.00 256.75 +6.75 1,275 7,479 -401
May07 070111 261.50 265.75 261.50 263.00 +6.00 46 1,870 -3
Jul07 070111 268.25 271.75 268.25 270.00 +5.00 119 683 +8
Sep07 070111 252.00 253.00 252.00 253.00 +1.50 3 100 +0
Total Volume and Open Interest 1,616 14,398 -320
Rough Rice(CBOT)
Jan07 070111 10.41 10.45 10.41 10.45 +0.08 37 105 +14
Mar07 070111 10.64 10.70 10.64 10.66 +0.06 599 10,630 +32
May07 070111 10.86 10.90 10.85 10.90 +0.08 269 2,003 +162
Jul07 070111 11.00 11.01 11.00 11.01 +0.07 52 981 -15
Total Volume and Open Interest 1,046 15,708 +262
Live Cattle(CME)
Feb07 070111 94.050 94.100 92.750 93.600 -0.350 29,621 105,034 -8,039
Apr07 070111 94.750 94.800 93.750 94.350 -0.425 30,858 91,578 +7,338
Jun07 070111 89.800 89.850 89.050 89.775 -0.025 5,451 29,763 +1,070
Aug07 070111 87.650 87.975 87.050 87.950 +0.225 1,760 14,973 +159
Oct07 070111 89.900 90.250 89.400 90.200 +0.225 758 8,043 +339
Dec07 070111 90.550 90.750 90.250 90.600 +0.025 73 4,049 +3
Total Volume and Open Interest 68,556 256,180 +896
Feeder Cattle(CME)
Jan07 070111 97.750 98.050 97.250 97.575 -0.600 981 3,658 -221
Mar07 070111 96.300 96.475 95.550 95.950 -0.900 2,393 14,753 +129
Apr07 070111 98.100 98.100 97.100 97.700 -1.000 417 2,687 +262
May07 070111 99.000 99.100 98.000 98.625 -0.750 228 3,895 +85
Aug07 070111 102.000 102.000 100.975 101.950 -0.600 97 2,287 +15
Sep07 070111 101.000 101.000 100.400 101.000 -0.450 2 1,000 +0
Oct07 070111 101.300 101.300 100.900 101.200 -0.900 2 85 +2
Total Volume and Open Interest 4,120 28,365 +272
Lean Hogs(CME)
Feb07 070111 60.650 60.825 60.300 60.500 -0.050 25,671 58,431 -8,498
Apr07 070111 63.950 64.350 63.375 64.100 +0.050 24,090 54,997 +5,775
May07 070111 70.475 71.000 70.050 70.925 +0.425 118 3,038 +5
Jun07 070111 72.250 72.800 71.550 72.650 +0.300 5,512 29,392 +2,528
Jul07 070111 70.750 71.250 70.250 71.050 +0.225 1,734 8,729 +414
Aug07 070111 69.000 69.750 68.900 69.750 +0.500 1,389 5,934 +385
Oct07 070111 62.700 63.475 62.250 63.225 +0.550 452 6,028 +27
Dec07 070111 61.750 61.800 61.100 61.800 +0.050 284 4,659 +111
Total Volume and Open Interest 59,251 171,394 +748
Pork Bellies(CME)
Feb07 070111 89.900 90.900 89.000 90.875 +0.975 173 856 +21
Mar07 070111 90.300 91.250 89.800 91.050 +0.650 8 102 +2
May07 070111 90.750 90.750 90.750 90.750 unch 2 86 +0
Jul07 070111 92.650 92.650 92.650 92.650 unch 1 100 +0
Aug07 070111 91.700 91.700 91.700 91.700 unch 0 39 +0
Total Volume and Open Interest 184 1,183 +23
Class III Milk(CME)
Jan07 070111 13.34 13.38 13.34 13.36 -0.01 119 2,760 +22
Feb07 070111 13.40 13.51 13.40 13.40 -0.03 117 2,684 +18
Mar07 070111 13.48 13.56 13.47 13.52 +0.02 92 2,543 +5
Apr07 070111 13.75 13.75 13.70 13.70 -0.05 104 2,261 +1
May07 070111 14.06 14.12 14.06 14.08 +0.02 83 2,223 +9
Total Volume and Open Interest 833 25,006 +112
Cocoa(ICE)
Mar07 070111 1634 1644 1619 1628 +11 6,815 69,123 -2,449
May07 070111 1661 1673 1648 1657 +12 3,351 27,215 +1,170
Jul07 070111 1680 1692 1673 1678 +12 153 12,210 +24
Sep07 070111 1701 1711 1696 1697 +12 570 15,848 +149
Dec07 070111 1726 1729 1715 1717 +13 95 14,341 +32
Mar08 070111 1744 1744 1733 1733 +13 150 4,952 -128
May08 070111 1756 1756 1756 1756 +13 0 2,431 +0
Total Volume and Open Interest 11,134 148,959 -1,202
Coffee "C"(ICE)
Mar07 070111 120.50 121.80 119.80 120.65 -0.10 10,643 78,925 -486
May07 070111 123.75 124.80 122.95 123.75 -0.10 1,758 23,481 +559
Jul07 070111 126.70 127.40 126.00 126.60 -0.10 614 7,044 -69
Sep07 070111 129.45 129.80 129.00 129.35 -0.10 391 3,867 +215
Dec07 070111 132.75 132.75 132.65 132.65 -0.10 718 3,575 +331
Mar08 070111 135.90 135.90 135.90 135.90 -0.10 930 3,242 +533
Total Volume and Open Interest 15,186 126,720 +1,080
Orange Juice(ICE)
Jan07 070110 204.95 204.95 197.90 197.90 -4.70 106 223 -46
Mar07 070111 196.50 197.25 196.00 196.15 -0.35 1,221 21,525 -109
May07 070111 194.30 194.40 193.00 193.00 -1.15 293 2,318 +167
Jul07 070111 190.20 190.20 190.20 190.20 -1.70 3 685 +2
Sep07 070111 187.20 187.20 187.20 187.20 -1.70 0 275 +0
Nov07 070111 182.50 182.50 181.20 181.20 -1.70 44 2,152 +11
Total Volume and Open Interest 1,732 27,241 -51
Sugar #11(ICE)
Mar07 070111 11.00 11.18 10.95 11.02 -0.10 33,693 265,726 +182
May07 070111 11.15 11.28 11.05 11.15 -0.08 12,831 91,595 +1,206
Jul07 070111 11.03 11.15 10.99 11.04 -0.08 7,435 89,577 +88
Oct07 070111 11.22 11.30 11.14 11.20 -0.09 3,472 57,874 -32
Mar08 070111 11.54 11.60 11.52 11.54 -0.09 3,812 52,590 +126
Total Volume and Open Interest 63,526 600,834 +2,854
Sugar #14(ICE)
Mar07 070111 19.95 20.02 19.95 20.01 +0.01 304 3,561 +230
May07 070111 19.87 19.90 19.87 19.87 unch 55 2,638 +45
Jul07 070111 19.85 19.85 19.80 19.82 -0.08 30 2,390 +24
Sep07 070111 19.95 19.95 19.93 19.93 -0.02 4 1,816 +2
Nov07 070111 19.75 19.75 19.70 19.70 -0.01 6 1,517 +3
Total Volume and Open Interest 437 12,169 +342
London Cocoa(LCE)
Mar07 070111 906 912 900 902 -2 7,105 65,780 -1,650
May07 070111 922 926 915 916 -3 3,039 33,272 +1,297
Jul07 070111 935 937 926 927 -4 209 25,791 -33
Sep07 070111 947 950 940 940 -4 316 29,501 +135
Dec07 070111 941 943 935 935 -4 1,033 29,427 +375
Mar08 070111 940 946 940 940 -4 55 8,095 +6
May08 070111 948 948 948 948 -4 0 1,153 +0
Total Volume and Open Interest 11,757 194,245 +130
London Coffee(LCE)
Jan07 070111 1560.00 1569.00 1550.00 1566.00 +17.00 539 5,960 -143
Mar07 070111 1530.00 1559.00 1530.00 1550.00 +29.00 15,201 85,877 -2,253
May07 070111 1521.00 1548.00 1521.00 1544.00 +31.00 4,206 31,902 +221
Jul07 070111 1518.00 1535.00 1512.00 1533.00 +30.00 1,598 7,434 -125
Sep07 070111 1505.00 1524.00 1504.00 1523.00 +32.00 2,017 6,888 +1,025
Nov07 070111 1474.00 1496.00 1471.00 1496.00 +33.00 456 2,142 -56
Total Volume and Open Interest 24,205 143,310 -1,362
London Sugar(LCE)
Mar07 070111 331.50 333.60 327.00 327.80 -3.70 3,689 25,122 +1,279
May07 070111 325.70 328.00 322.20 323.00 -2.70 1,438 17,230 +710
Aug07 070111 319.00 322.00 316.90 317.80 -1.20 245 6,790 +90
Oct07 070111 315.00 316.00 312.10 312.10 -1.10 23 4,026 -1
Dec07 070111 317.00 317.60 315.10 315.10 -0.10 120 1,179 +95
Total Volume and Open Interest 6,539 59,401 +2,810
Cotton(ICE)
Mar07 070111 53.95 54.25 53.80 54.04 +0.11 16,383 104,718 -3,960
May07 070111 54.70 54.80 54.50 54.78 +0.03 4,116 26,224 +960
Jul07 070111 55.30 55.50 55.25 55.50 +0.10 2,328 13,958 +702
Oct07 070111 57.45 57.45 57.45 57.45 -0.10 0 144 +0
Dec07 070111 58.50 58.65 58.35 58.45 -0.10 1,981 21,498 +530
Mar08 070111 60.35 60.35 60.35 60.35 -0.20 186 1,692 +128
Total Volume and Open Interest 24,994 168,833 -1,640
Lumber(CME)
Jan07 070111 262.1 265.5 261.5 262.5 -6.1 184 143 -79
Mar07 070111 281.0 281.9 279.1 279.3 -3.6 1,467 4,690 -92
May07 070111 300.5 300.6 297.7 297.7 -3.9 139 731 +60
Jul07 070111 309.0 309.0 307.0 307.9 -1.8 37 242 +30
Total Volume and Open Interest 1,830 5,891 -81
Crude Oil(NYM)
Feb07 070111 54.00 54.70 51.85 51.88 -2.14 282,508 226,002 -25,463
Mar07 070111 54.80 55.35 52.75 52.84 -2.12 168,408 261,720 +23,036
Apr07 070111 55.75 56.05 53.50 53.62 -2.26 41,320 68,792 +2,039
May07 070111 56.40 56.65 54.20 54.26 -2.46 15,004 45,365 +1,055
Jun07 070111 57.00 57.20 54.86 54.86 -2.62 18,257 81,152 -11
Jul07 070111 56.85 56.85 55.44 55.44 -2.73 3,309 23,974 -215
Aug07 070111 57.65 57.65 55.96 55.96 -2.82 2,050 18,615 -458
Sep07 070111 57.25 57.25 56.42 56.42 -2.90 2,203 26,318 -258
Oct07 070111 59.00 59.00 56.85 56.85 -2.93 1,253 17,531 -49
Nov07 070111 58.20 58.20 57.23 57.23 -2.96 2,376 13,541 +931
Dec07 070111 59.65 59.75 57.50 57.56 -2.98 15,370 140,208 -3,004
Jan08 070111 59.50 59.50 57.87 57.87 -2.98 995 23,245 +38
Feb08 070111 58.12 58.12 58.12 58.12 -2.96 1,280 10,912 -286
Mar08 070111 58.36 58.36 58.36 58.36 -2.94 706 18,083 -600
Apr08 070111 58.56 58.56 58.56 58.56 -2.93 0 14,983 +0
May08 070111 58.75 58.75 58.75 58.75 -2.92 0 6,419 +0
Total Volume and Open Interest 575,189 1,275,719 -4,573
Heating Oil(NYM)
Feb07 070111 152.90 155.20 147.80 148.04 -4.51 48,013 73,635 -4,729
Mar07 070111 155.80 157.80 151.00 151.04 -4.71 24,340 55,896 +1,401
Apr07 070111 157.25 159.25 152.80 152.99 -4.96 7,151 22,055 -169
May07 070111 159.50 160.65 154.29 154.29 -5.11 3,844 8,591 -22
Jun07 070111 161.00 162.00 155.54 155.54 -5.36 3,015 18,526 -282
Jul07 070111 163.25 164.50 157.54 157.54 -5.46 951 7,269 +51
Aug07 070111 165.00 166.80 159.84 159.84 -5.51 1,086 2,948 +83
Sep07 070111 169.00 169.50 162.34 162.34 -5.61 816 5,411 +122
Oct07 070111 171.25 172.50 165.39 165.39 -5.61 1,033 2,529 +533
Nov07 070111 175.60 175.60 168.49 168.49 -5.66 74 1,461 +7
Dec07 070111 176.50 176.50 171.64 171.64 -5.71 1,438 10,848 +400
Jan08 070111 179.60 179.60 173.74 173.74 -5.76 254 4,396 +89
Total Volume and Open Interest 92,559 218,737 -2,296
Gasoline(NYMEX)
Feb07 070111 142.41 145.85 138.73 139.25 -3.15 36,619 53,569 -4,002
Mar07 070111 146.25 149.06 142.25 143.35 -2.90 19,020 39,718 +2,439
Apr07 070111 161.11 163.25 157.14 157.80 -4.49 7,489 19,621 +1,327
May07 070111 164.50 166.30 160.57 160.60 -5.65 3,129 13,700 +191
Jun07 070111 167.05 169.00 164.05 164.05 -3.95 1,877 8,222 +547
Jul07 070111 168.25 168.40 164.90 165.50 -4.50 1,136 7,186 +282
Aug07 070111 170.20 170.20 165.30 167.00 -4.00 492 3,952 +398
Sep07 070111 168.00 168.00 167.00 167.72 -1.50 1,031 8,943 +59
Oct07 070111 158.25 158.25 158.25 158.25 -1.22 384 1,925 +277
Nov07 070111 156.15 156.15 156.15 156.15 -0.17 56 956 +6
Total Volume and Open Interest 71,362 159,514 +1,627
e-MiNY RBOB Gasoline(NYMEX)
Feb07 070111 139.05 139.05 139.05 139.05 -20.78 0 1 +0
Mar07 070111 144.00 144.00 144.00 144.00 -2.87      
Apr07 070111 162.50 162.50 162.50 162.50 +0.18      
May07 070111 160.75 160.75 160.75 160.75 -4.92      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb07 070111 6.575 6.665 6.250 6.292 -0.463 58,416 65,956 -4,948
Mar07 070111 6.650 6.730 6.343 6.397 -0.434 34,936 154,920 +5,924
Apr07 070111 6.730 6.800 6.490 6.492 -0.394 10,911 104,423 +407
May07 070111 6.780 6.880 6.587 6.587 -0.379 7,316 46,247 +1,045
Jun07 070111 6.860 6.970 6.677 6.677 -0.374 2,296 14,913 -32
Jul07 070111 6.945 7.040 6.772 6.772 -0.364 1,648 14,708 -124
Aug07 070111 7.020 7.130 6.862 6.862 -0.359 1,725 17,198 +1,073
Sep07 070111 7.095 7.180 6.932 6.932 -0.354 151 15,619 +17
Oct07 070111 7.240 7.310 7.072 7.072 -0.349 5,358 40,038 +225
Nov07 070111 7.980 7.980 7.762 7.762 -0.324 982 22,628 +382
Dec07 070111 8.640 8.640 8.427 8.427 -0.299 547 34,856 -25
Jan08 070111 8.880 8.940 8.752 8.752 -0.289 752 31,970 +81
Feb08 070111 8.960 8.960 8.767 8.767 -0.289 78 16,692 +13
Mar08 070111 8.700 8.700 8.572 8.572 -0.279 606 38,743 -125
Apr08 070111 7.530 7.600 7.422 7.422 -0.239 488 27,065 +114
May08 070111 7.430 7.490 7.317 7.317 -0.229 124 12,574 -95
Total Volume and Open Interest 129,062 891,587 +4,077
Brent Crude Oil(ICE)
Feb07 070111 53.03 54.42 51.65 51.70 -1.99 85,094 46,584 -14,923
Mar07 070111 53.90 55.15 52.43 52.47 -2.16 101,833 143,284 -1,135
Apr07 070111 54.82 55.91 53.31 53.37 -2.19 36,667 87,198 +11,489
May07 070111 55.71 56.43 54.08 54.08 -2.29 9,932 29,146 +2,222
Jun07 070111 56.45 57.12 54.72 54.72 -2.38 8,167 47,753 +1,505
Jul07 070111 57.05 57.20 55.32 55.32 -2.42 879 16,441 +285
Aug07 070111 58.02 58.02 55.85 55.85 -2.49 174 7,518 +0
Sep07 070111 57.51 57.51 56.32 56.32 -2.54 300 14,066 -114
Oct07 070111 58.67 58.67 56.72 56.72 -2.60 34 10,112 +10
Nov07 070111 57.06 57.06 57.06 57.06 -2.66 1,142 9,732 -1,212
Dec07 070111 59.41 59.53 57.39 57.39 -2.66 6,098 48,222 +429
Jan08 070111 57.71 57.71 57.71 57.71 -2.67 375 7,217 +37
Feb08 070111 59.92 59.92 58.03 58.03 -2.62 145 1,713 +95
Mar08 070111 58.32 58.32 58.32 58.32 -2.56 50 2,254 -25
Total Volume and Open Interest 254,493 555,230 +4,153
Gas Oil(ICE)
Feb07 070111 484.75 493.50 473.00 486.25 -1.25 52,571 95,105 +2,673
Mar07 070111 488.00 498.25 478.75 491.00 -2.00 23,918 45,844 +1,542
Apr07 070111 493.50 501.00 483.75 496.00 -2.50 9,267 18,888 -18
May07 070111 503.75 506.50 494.00 501.50 -3.00 5,155 16,295 -141
Jun07 070111 510.25 512.25 500.75 507.75 -3.50 8,205 40,685 -725
Jul07 070111 514.75 514.75 514.75 514.75 -3.50 3,124 13,091 -64
Aug07 070111 521.25 521.25 521.25 521.25 -3.75 1,755 6,195 +1,294
Sep07 070111 527.75 527.75 527.75 527.75 -4.00 682 12,280 +291
Oct07 070111 532.25 532.25 532.25 532.25 -4.75 400 3,271 +160
Nov07 070111 535.75 535.75 535.75 535.75 -5.25 20 3,619 +20
Total Volume and Open Interest 146,867 321,557 -7,727
US Dollar Index(ICE)
Mar07 070111 84.860 85.160 84.500 85.090 +0.240 1,791 23,777 -87
Jun07 070111 84.740 84.840 84.740 84.840 +0.240 6 2,042 +6
Sep07 070111 85.590 85.590 85.590 85.590 +1.240 0 37 +0
Total Volume and Open Interest 1,797 25,856 -81
Australian Dollar(CME)
Mar07 070111 78.20 78.20 77.95 77.98 +0.44 4,578 118,202 +2,528
Jun07 070111 77.77 77.77 77.77 77.77 +0.44 0 321 +56
Sep07 070111 77.51 77.51 77.51 77.51 +0.44 0 54 -7
Total Volume and Open Interest 4,578 118,845 +2,577
British Pound(CME)
Mar07 070111 195.11 195.17 194.03 194.46 +1.10 475 132,182 -214
Jun07 070111 195.05 195.05 194.35 194.35 +1.04 7 281 -17
Sep07 070111 194.24 194.24 194.24 194.24 +0.98 0 32 +0
Total Volume and Open Interest 484 132,499 -232
Canadian Dollar(CME)
Mar07 070111 85.06 85.21 84.87 85.16 -0.05 577 155,841 +3,775
Jun07 070111 85.40 85.45 85.39 85.39 -0.05 3 2,911 +42
Sep07 070111 85.63 85.63 85.63 85.63 -0.05 4 697 +2
Dec07 070111 85.92 85.92 85.87 85.87 -0.05 1 285 -4
Total Volume and Open Interest 585 159,737 +3,815
Japanese Yen(CME)
Mar07 070111 83.86 83.87 83.60 83.77 -0.60 2,710 286,928 +4,814
Jun07 070111 84.75 84.75 84.75 84.75 -0.60 0 5,654 -1
Sep07 070111 85.68 85.68 85.68 85.68 -0.60 0 5 +0
Total Volume and Open Interest 2,710 292,812 +4,813
Swiss Franc(CME)
Mar07 070111 80.95 80.97 80.41 80.48 -0.25 1,478 81,328 +670
Jun07 070111 81.10 81.10 81.10 81.10 -0.25 0 170 -5
Sep07 070111 81.67 81.67 81.67 81.67 -0.25 0 48 +0
Total Volume and Open Interest 1,478 81,590 +665
EuroFX(CME)
Mar07 070111 130.23 130.30 129.20 129.28 -0.50 3,624 180,063 -1,270
Jun07 070111 129.75 129.75 129.73 129.73 -0.50 31 1,507 +45
Sep07 070111 130.10 130.10 130.10 130.10 -0.50 0 300 +0
Total Volume and Open Interest 3,655 182,070 -1,223
Mexican Peso(CME)
Jan07 070111 908.5 908.5 908.5 908.5 -1.0      
Feb07 070111 907.0 907.0 907.0 907.0 -1.0      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 070111 111~24 111~26 110~30 111~06 -0~20 375,147 781,887 +6,817
Jun07 070111 111~13 111~13 110~30 111~03 -0~21 840 8,787 +310
Sep07 070111 111~00 111~03 111~00 111~03 -0~21 0 1 +0
Total Volume and Open Interest 375,992 790,705 +7,127
10-Year T-Notes(CBOT)
Mar07 070111 107~210 107~215 107~060 107~100 -0~120 1,223,575 2,246,360 -11,676
Jun07 070111 107~135 107~155 107~085 107~100 -0~130 14,791 60,971 +14,731
Total Volume and Open Interest 1,238,366 2,307,331 +3,055
5-Year T-Notes(CBOT)
Mar07 070111 104~310 105~005 104~265 104~295 -0~080 478,324 0 +0
Jun07 070111 105~035 105~035 105~010 105~010 -0~085 1,140 5,971 +5,330
Total Volume and Open Interest 479,464 5,971 +5,330
2 Year T-Notes(CBOT)
Mar07 070111 101~120 101~122 101~113 101~118 -0~012 2,540 780,137 +1,199
Total Volume and Open Interest 2,540 780,137 +1,199
Eurodollars(CME)
Mar07 070111 94.650 94.655 94.640 94.645 -0.020 29,666 1,286,661 -7,006
Jun07 070111 94.725 94.740 94.710 94.725 -0.040 41,914 1,365,365 +1,695
Sep07 070111 94.855 94.870 94.825 94.850 -0.060 24,027 1,353,058 +9,142
Dec07 070111 94.975 95.000 94.950 94.975 -0.065 20,758 1,309,422 +8,941
Mar08 070111 95.055 95.075 95.040 95.055 -0.065 42,476 905,847 +1,336
Jun08 070111 95.095 95.110 95.070 95.090 -0.065 33,485 684,634 -17,649
Sep08 070111 95.110 95.130 95.095 95.110 -0.065 22,028 585,164 -1,612
Dec08 070111 95.105 95.125 95.090 95.105 -0.065 18,949 389,050 +9,199
Mar09 070111 95.100 95.135 95.100 95.105 -0.065 17,837 327,690 +2,527
Jun09 070111 95.105 95.110 95.075 95.080 -0.065 11,201 247,469 -11,178
Sep09 070111 95.065 95.080 95.040 95.050 -0.065 15,636 194,919 -9,129
Dec09 070111 95.040 95.040 94.990 95.010 -0.065 10,163 139,470 -2,230
Mar10 070111 95.020 95.020 94.970 94.985 -0.065 4,862 115,391 -426
Jun10 070111 94.985 94.990 94.940 94.955 -0.065 3,070 92,269 +361
Sep10 070111 94.940 94.960 94.910 94.925 -0.065 3,060 91,598 -872
Dec10 070111 94.920 94.920 94.870 94.885 -0.065 2,992 98,390 -457
Mar11 070111 94.900 94.900 94.850 94.865 -0.065 2,504 73,063 +1,655
Jun11 070111 94.880 94.880 94.830 94.845 -0.065 2,992 62,576 -304
Total Volume and Open Interest 316,189 9,557,923 -18,008
30 Day Federal Funds(CBOT)
Jan07 070111 3.005 3.005 3.000 3.005 unch 0 85,356 +1,632
Feb07 070111 3.005 3.010 3.005 3.010 unch 0 118,592 -908
Mar07 070111 3.005 3.005 3.000 3.005 -0.005 2 59,742 -178
Apr07 070111 94.760 94.760 94.750 94.760 -0.010 3,759 62,032 +4,827
May07 070111 94.780 94.780 94.770 94.780 -0.010 3,718 25,217 +2,998
Jun07 070111 94.780 94.780 94.780 94.780 -0.030 26 5,041 +992
Total Volume and Open Interest 7,517 361,344 +9,575
30 Day Fed Funds(e-CBOT)
Jan07 070111 94.755 94.755 94.750 94.755 -0.005 4,183 0 +0
Feb07 070111 94.755 94.760 94.755 94.755 unch 1,791 0 +0
Mar07 070111 94.755 94.760 94.750 94.755 unch 1,912 0 +0
Apr07 070111 94.765 94.765 94.750 94.755 -0.005 5,987 0 +0
May07 070111 94.790 94.790 94.765 94.770 -0.020 5,433 0 +0
Jun07 070111 94.795 94.795 94.770 94.780 -0.020 1,782 0 +0
Total Volume and Open Interest 21,648    
3-Mth Euro-Yen(CME)
Mar07 070111 99.32 99.33 99.32 99.32 unch 3,462 20,569 +2,425
Jun07 070111 99.21 99.21 99.21 99.21 +0.01 113 8,237 +32
Sep07 070111 99.09 99.10 99.09 99.10 +0.01 206 3,964 +205
Dec07 070111 99.02 99.02 99.01 99.01 +0.02 728 7,896 +446
Mar08 070111 98.90 98.91 98.90 98.91 +0.01 30 3,659 +0
Jun08 070111 98.82 98.82 98.82 98.82 unch 0 643 -152
Sep08 070111 98.74 98.74 98.74 98.74 unch 250 467 +244
Dec08 070111 98.67 98.67 98.67 98.67 unch      
Mar09 070111 98.57 98.57 98.57 98.57 +0.01 0 20 +0
Jun09 070111 98.52 98.52 98.52 98.52 +0.03 0 20 +0
Total Volume and Open Interest 4,789 45,485 +3,198
3-Mth Euro-Yen(SGX)
Mar07 070111 99.32 99.34 99.32 99.34 +0.01 4,234 87,381 +155
Jun07 070111 99.19 99.22 99.19 99.22 +0.02 4,559 47,092 -111
Sep07 070111 99.08 99.11 99.08 99.11 +0.02 831 37,955 +1,154
Dec07 070111 98.99 99.03 98.99 99.02 +0.02 2,527 43,709 -168
Mar08 070111 98.92 98.93 98.92 98.93 +0.02 514 32,162 +213
Jun08 070111 98.85 98.85 98.85 98.85 +0.02 15 7,502 +29
Sep08 070111 98.76 98.76 98.76 98.76 +0.02 0 1,764 +0
Dec08 070111 98.68 98.68 98.68 98.68 +0.02 0 273 +4
Total Volume and Open Interest 12,680 259,492 +1,286
Japanese Gov't Bonds(SGX)
Mar07 070111 133.50 133.85 133.48 133.73 +0.11 3,523 33,500 -2,593
Jun07 070111 133.73 133.73 133.73 133.73 +0.11      
Sep07 070111 133.73 133.73 133.73 133.73 +0.11      
Total Volume and Open Interest 3,523 33,500 -2,593
Euro-Bund(EUREX)
Mar07 070111 115.58 115.77 115.34 115.65 +0.03 1,311,637 1,456,922 +10,188
Jun07 070111 115.16 115.30 114.88 115.17 +0.03 125 11,706 -73
Sep07 070111 115.25 115.25 115.25 115.25 -0.02 654 1 -3
Total Volume and Open Interest 1,312,416 1,468,629 +10,112
Euro-Bobl(EUREX)
Mar07 070111 108.67 108.83 108.51 108.77 +0.10 621,732 1,067,743 +18,887
Jun07 070111 108.46 108.46 108.46 108.46 +0.10 2 1,541 +1
Sep07 070111 109.66 109.66 109.66 109.66 +0.10      
Total Volume and Open Interest 621,734 1,069,284 +18,888
3-Mth Euribor(EUREX)
Mar07 070111 96.055 96.085 96.040 96.080 +0.020 1,032 20,043 -216
Jun07 070111 95.905 95.950 95.870 95.935 +0.030 247 10,031 +76
Sep07 070111 95.850 95.910 95.820 95.890 +0.040 168 6,791 -52
Total Volume and Open Interest 1,753 48,876 -288
Long Gilt(LIFFE)
Mar07 070111 107~17 107~19 107~02 107~08 -0~11 58,651 334,971 +5,293
Jun07 070111 109~03 109~03 109~03 109~03 -0~11 0 28 +0
Total Volume and Open Interest 58,651 334,999 +5,293
3-Mth Short Sterling(LIFFE)
Mar07 070111 94.49 94.49 94.28 94.30 -0.19 87,544 490,363 +5,937
Jun07 070111 94.40 94.42 94.20 94.22 -0.19 88,559 460,414 -4,137
Sep07 070111 94.39 94.41 94.20 94.24 -0.16 90,038 459,850 +11,346
Dec07 070111 94.41 94.43 94.24 94.29 -0.13 120,027 373,510 +27,190
Mar08 070111 94.45 94.46 94.28 94.34 -0.11 62,902 225,442 +2,253
Jun08 070111 94.47 94.49 94.31 94.39 -0.09 48,801 162,689 +16,072
Total Volume and Open Interest 523,868 2,400,487 +58,379
3-Mth Euribor(LIFFE)
Mar07 070111 96.060 96.090 96.035 96.080 +0.020 151,732 871,473 +8,350
Jun07 070111 95.910 95.960 95.865 95.935 +0.035 148,498 704,170 -2,303
Sep07 070111 95.860 95.915 95.815 95.890 +0.040 119,723 623,838 -6,267
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070111 93.49 93.49 93.44 93.46 -0.03 14,836 177,174 -1,976
Jun07 070111 93.44 93.44 93.38 93.40 -0.04 18,954 262,663 +5,133
Sep07 070111 93.45 93.46 93.39 93.41 -0.04 4,074 63,253 -425
Dec07 070111 93.46 93.47 93.41 93.43 -0.03 2,166 54,754 +1,318
Mar08 070111 93.47 93.47 93.44 93.46 -0.02 459 27,027 -9
Jun08 070111 93.48 93.49 93.45 93.47 -0.02 2,062 24,748 +823
Sep08 070111 93.49 93.49 93.47 93.48 -0.03 815 18,700 -444
Dec08 070111 93.51 93.51 93.49 93.50 -0.02 862 7,660 -109
Mar09 070111 93.52 93.52 93.51 93.51 -0.02 0 1,245 -50
Jun09 070111 93.51 93.51 93.51 93.51 -0.02 0 1,865 -50
Total Volume and Open Interest 44,228 639,317 +4,161
10-Year Aus T-Bonds(SFE)
Mar07 070111 94.14 94.16 94.10 94.12 -0.03 25,041 417,506 +4,560
Jun07 070111 94.12 94.12 94.12 94.12 -0.03      
Total Volume and Open Interest 25,041 417,506 +4,560
3-Year Aus T-Bonds(SFE)
Mar07 070111 93.92 93.93 93.86 93.89 -0.03 51,809 484,536 +2,265
Jun07 070111 93.89 93.89 93.89 93.89 -0.03      
Total Volume and Open Interest 51,809 484,536 +2,265
Gold(CMX)
Feb07 070111 615.8 617.0 611.5 613.9 +0.5 58,880 163,332 -8,772
Apr07 070111 622.0 623.0 618.0 620.0 +0.6 14,259 50,976 +6,618
Jun07 070111 626.3 629.3 624.0 625.9 +0.6 1,692 31,797 +242
Aug07 070111 632.0 632.0 631.7 631.7 +0.6 72 4,183 +17
Oct07 070111 637.5 637.5 637.5 637.5 +0.7 80 19,496 -12
Dec07 070111 643.2 643.2 643.2 643.2 +0.8 681 43,574 +13
Feb08 070111 651.0 651.0 648.7 648.7 +0.9 0 2,164 +0
Apr08 070111 654.2 654.2 654.2 654.2 +0.9 0 1,883 +0
Jun08 070111 659.8 659.8 659.8 659.8 +1.0 32 3,927 +7
Aug08 070111 665.3 665.3 665.3 665.3 +1.0 0 691 +0
Oct08 070111 670.9 670.9 670.9 670.9 +1.1 0 600 +0
Dec08 070111 676.5 676.5 676.5 676.5 +1.2 4 9,520 +3
Total Volume and Open Interest 75,700 345,602 -1,889
Silver(CMX)
Mar07 070111 1257.0 1262.0 1244.0 1246.0 +1.5 14,642 57,869 -1,758
May07 070111 1271.0 1272.0 1257.0 1257.6 +1.6 854 7,304 +526
Jul07 070111 1273.0 1273.0 1269.0 1269.0 +1.7 112 11,019 +22
Sep07 070111 1280.5 1280.5 1280.5 1280.5 +1.8 21 4,278 -2
Dec07 070111 1309.0 1309.0 1292.8 1292.8 +1.8 114 13,385 -20
Mar08 070111 1306.0 1306.0 1306.0 1306.0 +1.8 50 202 -25
May08 070111 1313.5 1313.5 1313.5 1313.5 +2.3      
Total Volume and Open Interest 15,795 100,164 -1,256
Platinum(NYMEX)
Jan07 070111 1138.8 1138.8 1138.8 1138.8 -12.0 14 9 +0
Apr07 070111 1153.8 1158.0 1141.5 1144.8 -12.0 2,314 8,267 +242
Jul07 070111 1149.8 1149.8 1149.8 1149.8 -12.0 1 22 +0
Oct07 070111 1154.8 1154.8 1154.8 1154.8 -12.0      
Total Volume and Open Interest 2,329 8,300 +242
Palladium(NYMEX)
Mar07 070111 334.00 335.80 325.20 332.85 +1.95 542 12,494 -5
Jun07 070111 341.00 341.00 337.85 337.85 +1.95 29 271 -8
Sep07 070111 342.85 342.85 342.85 342.85 +1.95 0 54 +0
Total Volume and Open Interest 571 12,860 -13
Copper(CMX)
Mar07 070111 264.70 269.20 263.00 265.90 -0.50 14,115 48,652 -1,359
May07 070111 265.20 268.50 263.60 265.80 -0.70 1,340 6,520 +154
Jul07 070111 265.90 266.00 264.00 265.00 -0.90 113 2,132 +8
Sep07 070111 263.50 263.50 263.00 263.00 -1.90 111 1,220 +18
Dec07 070111 260.00 260.00 258.85 258.85 -2.55 93 1,549 -35
Total Volume and Open Interest 16,599 68,511 -1,368
Aluminum(CMX)
Jan07 070111 122.00 122.00 122.00 122.00 +1.00 1 37 +0
Feb07 070111 123.00 123.00 123.00 123.00 +1.00 1 64 +1
Mar07 070111 122.00 122.00 122.00 122.00 +1.00 0 41 +0
Apr07 070111 121.00 121.00 121.00 121.00 +1.00 0 40 +0
May07 070111 120.00 120.00 120.00 120.00 +1.00 0 40 +0
Jun07 070111 119.00 119.00 119.00 119.00 +1.00 0 40 +0
Total Volume and Open Interest 2 594 +1
DJIA Index(CBOT)
Mar07 070111 12490 12604 12485 12566 +58 3,825 65,468 +172
Jun07 070111 12675 12700 12666 12666 +60 0 45 +0
Sep07 070111 12733 12733 12733 12733 +58 0 7 +0
Dec07 070111 12815 12815 12815 12815 +58 0 2 +0
Total Volume and Open Interest 3,825 65,522 +172
S & P 500(CME)
Mar07 070111 1424.80 1435.50 1424.00 1430.90 +6.50 28,400 604,217 -4,782
Jun07 070111 1443.90 1447.00 1443.50 1443.90 +6.70 663 13,266 -63
Sep07 070111 1456.20 1457.60 1456.20 1457.60 +7.00 177 11,115 -108
Dec07 070111 1469.40 1469.40 1469.40 1469.40 +7.40 0 1,812 +0
Total Volume and Open Interest 29,240 630,785 -4,953
S & P 500 E-Mini(Globex)
Mar07 070111 1424.50 1435.75 1420.75 1431.00 +6.50 1,145,364 1,551,957 -18,330
Jun07 070111 1438.25 1448.00 1434.25 1444.00 +6.75 871 14,621 +341
Total Volume and Open Interest 1,146,235 1,566,578 -17,989
NASDAQ 100(CME)
Mar07 070111 1835.50 1857.00 1832.50 1849.80 +15.30 7,964 44,938 -143
Jun07 070111 1871.30 1871.30 1871.30 1871.30 +15.30 0 20 +0
Sep07 070111 1892.80 1892.80 1892.80 1892.80 +15.30      
Total Volume and Open Interest 7,964 44,958 -143
NASDAQ 100 E-Mini(Globex)
Mar07 070111 1835.00 1856.50 1830.30 1849.80 +15.30 362,452 353,100 +15,085
Jun07 070111 1851.00 1878.30 1851.00 1871.30 +15.30 87 208 +68
Total Volume and Open Interest 362,539 353,308 +15,153
S & P Midcap 400(CME)
Mar07 070111 814.00 822.25 814.00 819.70 +5.10 192 7,709 +16
Jun07 070111 827.90 827.90 827.90 827.90 +5.10      
Sep07 070111 836.10 836.10 836.10 836.10 +5.10      
Total Volume and Open Interest 192 7,709 +16
Russell 2000(CME)
Mar07 070111 785.50 796.70 785.50 792.90 +7.60 1,680 27,445 +495
Jun07 070111 799.90 799.90 799.90 799.90 +7.60 0 1 +0
Sep07 070111 806.90 806.90 806.90 806.90 +7.60 0 8 +0
Total Volume and Open Interest 1,680 27,454 +495
Russell 2000 E-Mini(Globex)
Mar07 070111 785.30 796.70 783.40 792.90 +7.60 174,416 355,310 +2,110
Jun07 070111 792.30 803.40 791.00 799.90 +7.60 149 236 +42
Total Volume and Open Interest 174,565 355,546 +2,152
Value Line(KCBT)
Mar07 070111 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070111 16990 17080 16770 16870 -80 86,814 241,878 +5,752
Jun07 070111 16965 17020 16730 16785 -105 65 1,089 +4
Total Volume and Open Interest 87,059 243,541 +5,905
Nikkei 225(SGX)
Mar07 070111 16990 17080 16770 16870 -80 86,814 241,878 +5,752
Jun07 070111 16965 17020 16730 16785 -105 65 1,089 +4
Sep07 070111 16980 17035 16810 16810 -105      
Total Volume and Open Interest 87,059 243,541 +5,905
CAC 40(EURONEXT)
Jan07 070111 5528.0 5627.5 5519.0 5617.0 +110.0 119,875 426,686 +9,413
Feb07 070111 5551.0 5640.0 5538.0 5632.5 +110.0 5,719 20,132 +4,651
Mar07 070111 5558.5 5647.0 5550.0 5646.5 +110.0 1,376 49,309 +230
Total Volume and Open Interest 127,461 498,773 +14,764
Hang Seng Index(HKFE)
Jan07 070111 19698 19731 19365 19420 -157 45,901 116,617 -441
Feb07 070111 19692 19786 19428 19477 -154 1,512 3,303 +703
Mar07 070111 19756 19756 19395 19435 -155 140 3,301 +1
Total Volume and Open Interest 47,597 124,240 +248
DAX(EUREX)
Mar07 070111 6643.0 6743.5 6614.0 6735.5 +123.0 210,818 228,687 +1,581
Jun07 070111 6710.5 6808.0 6683.0 6800.5 +124.0 760 7,414 +54
Sep07 070111 6786.5 6881.5 6766.0 6874.5 +124.5 209 2,285 -19
Total Volume and Open Interest 211,787 238,386 +1,616
FT-SE 100(EURONEXT)
Mar07 070111 6170.50 6250.00 6127.50 6233.50 +75.00 84,353 497,900 +5,119
Jun07 070111 6199.50 6257.00 6153.50 6257.00 +77.00 151 21,288 +12
Sep07 070111 6218.00 6293.50 6201.00 6293.50 +79.50 0 545 +0
Total Volume and Open Interest 84,504 519,744 +5,131
SPI 200(SFE)
Mar07 070111 5550.0 5561.0 5514.0 5546.0 +29.0 16,186 269,202 +4,499
Jun07 070111 5590.0 5595.0 5580.0 5582.0 +29.0 245 4,737 -17
Sep07 070111 5583.0 5583.0 5583.0 5583.0 +29.0 64 3,085 +64
Total Volume and Open Interest 16,613 279,212 +4,657
GSCI(CME)
Jan07 070111 400.00 401.80 391.10 391.10 -9.90 4,950 11,973 -3,405
Feb07 070111 405.50 408.00 395.80 395.80 -10.00 4,018 10,761 +3,632
Mar07 070111 406.80 406.80 406.80 406.80 -8.70      
Total Volume and Open Interest 8,968 22,734 +227
RJ/CRB Index(ICE)
Feb07 070111 382.50 382.50 380.00 380.00 -2.50 0 7 +0
Apr07 070111 386.25 387.00 383.00 383.00 -3.00 4 463 +1
Jun07 070111 387.00 387.00 387.00 387.00 -3.00 0 400 +0
Total Volume and Open Interest 9 950 +1
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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