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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 12, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 070112 686.00 707.00 686.00 706.00 +42.00 718 862 -696
Mar07 070112 698.00 723.75 695.00 716.50 +42.25 29,173 212,577 -1,718
May07 070112 710.00 737.00 710.00 731.50 +42.75 3,529 50,374 +544
Jul07 070112 722.00 750.00 721.00 743.00 +41.25 5,444 35,269 +614
Aug07 070112 747.00 752.00 742.00 748.00 +41.00 20 2,128 -5
Sep07 070112 740.00 755.00 740.00 750.00 +39.50 32 559 +9
Nov07 070112 745.00 771.00 745.00 763.50 +40.25 3,584 71,852 +478
Total Volume and Open Interest 43,469 390,882 -254
Soybean Meal(CBOT)
Jan07 070112 196.60 205.00 196.60 205.00 +15.40 659 237 -542
Mar07 070112 201.50 212.50 200.00 209.60 +15.20 11,656 68,950 -1,620
May07 070112 205.00 216.00 205.00 213.60 +15.50 4,099 39,279 +1,032
Jul07 070112 209.50 220.20 209.50 217.70 +16.00 1,096 41,523 -163
Aug07 070112 212.00 221.00 212.00 219.50 +16.00 236 11,739 +53
Sep07 070112 213.50 222.50 213.50 221.00 +16.50 56 7,619 +0
Oct07 070112 215.00 224.00 215.00 221.90 +16.60 98 3,154 +15
Dec07 070112 214.50 226.00 214.50 224.40 +16.40 1,649 14,320 +7
Total Volume and Open Interest 19,554 187,728 -1,216
Soybean Oil(CBOT)
Jan07 070112 28.80 28.80 28.55 28.80 +0.68 255 239 -379
Mar07 070112 29.00 29.28 28.77 29.15 +0.79 13,576 133,617 -2,427
May07 070112 29.50 29.70 29.20 29.52 +0.66 2,050 45,314 -440
Jul07 070112 29.75 30.15 29.62 29.93 +0.67 2,228 31,935 +376
Aug07 070112 30.10 30.25 29.90 30.10 +0.70 323 5,793 +25
Sep07 070112 30.30 30.34 30.30 30.30 +0.73 161 3,123 +7
Oct07 070112 30.55 30.55 30.40 30.40 +0.70 76 3,773 +60
Dec07 070112 30.90 30.95 30.30 30.80 +0.68 1,098 25,029 +315
Total Volume and Open Interest 19,768 248,956 -2,462
Canola(WCE)
Jan07 070112 364.0 379.5 364.0 379.5 +17.2 0 59 +0
Mar07 070112 369.0 389.7 368.5 386.0 +15.3 4,478 63,842 +273
May07 070112 379.3 396.5 378.0 394.5 +15.2 417 8,130 -135
Jul07 070112 384.0 400.9 384.0 398.6 +13.6 379 11,298 +225
Total Volume and Open Interest 5,816 101,576 +600
Corn(CBOT)
Mar07 070112 396.50 396.50 396.50 396.50 +20.00 57,860 527,312 -12,366
May07 070112 407.50 407.50 407.50 407.50 +20.00 12,114 153,355 +8,299
Jul07 070112 414.50 414.50 414.50 414.50 +20.00 22,824 213,999 +787
Sep07 070112 402.50 402.50 401.00 402.50 +20.00 1,346 48,567 +457
Dec07 070112 394.50 394.50 388.00 394.50 +20.00 20,489 326,649 +525
Mar08 070112 400.25 400.25 396.00 400.25 +20.00 837 21,788 +337
Total Volume and Open Interest 119,675 1,407,879 -218
Wheat(CBOT)
Mar07 070112 474.50 486.50 471.00 479.50 +23.00 19,429 227,757 -2,714
May07 070112 484.00 499.50 483.00 492.00 +22.50 4,286 45,632 +211
Jul07 070112 485.00 500.00 482.00 493.75 +23.75 7,229 86,401 +1,739
Sep07 070112 489.00 504.50 489.00 498.00 +23.50 1,460 5,069 -71
Dec07 070112 500.00 514.00 496.00 508.50 +22.50 1,954 62,792 -1,529
Total Volume and Open Interest 34,743 448,894 -2,361
Wheat(KCBT)
Mar07 070112 493.00 511.00 493.00 505.25 +24.00 10,833 57,270 -1,106
May07 070112 502.00 517.50 502.00 511.00 +22.25 1,674 11,021 +286
Jul07 070112 493.00 511.75 493.00 506.00 +24.25 2,318 31,722 -378
Sep07 070112 500.00 516.00 500.00 510.25 +23.75 213 4,392 +143
Dec07 070112 502.00 523.00 502.00 515.00 +22.00 236 6,468 +78
Total Volume and Open Interest 15,287 114,004 -971
Wheat(MGE)
Mar07 070112 491.00 512.00 491.00 507.00 +25.00 3,011 20,259 -563
May07 070112 500.00 521.00 500.00 516.50 +25.50 724 5,508 +225
Jul07 070112 508.00 524.00 508.00 518.00 +24.00 81 2,136 +18
Sep07 070112 505.00 526.00 505.00 525.50 +28.50 181 5,408 -23
Dec07 070112 514.00 531.00 512.00 527.75 +24.00 349 9,325 +170
Total Volume and Open Interest 4,359 43,309 -164
Oats(CBOT)
Mar07 070112 269.50 276.50 269.50 272.25 +15.50 625 7,290 -189
May07 070112 280.00 282.50 276.00 278.50 +15.50 153 1,855 -15
Jul07 070112 280.00 282.75 280.00 282.00 +12.00 69 705 +22
Sep07 070112 260.50 260.50 260.50 260.50 +7.50 0 100 +0
Total Volume and Open Interest 1,129 14,394 -4
Rough Rice(CBOT)
Jan07 070112 10.52 10.52 10.52 10.52 +0.07 100 136 +31
Mar07 070112 10.67 10.75 10.65 10.73 +0.07 693 10,949 +319
May07 070112 10.89 10.95 10.89 10.95 +0.05 103 2,109 +106
Jul07 070112 11.03 11.05 11.03 11.05 +0.04 55 974 -7
Total Volume and Open Interest 1,102 16,237 +529
Live Cattle(CME)
Feb07 070112 92.950 93.000 91.500 91.800 -1.800 28,471 98,118 -6,916
Apr07 070112 93.500 93.950 93.150 93.875 -0.475 31,025 102,719 +11,141
Jun07 070112 89.250 89.950 89.125 89.800 +0.025 6,976 31,325 +1,562
Aug07 070112 87.550 88.250 87.500 88.225 +0.275 2,134 15,006 +33
Oct07 070112 90.050 91.150 89.800 91.125 +0.925 1,394 8,791 +748
Dec07 070112 90.600 91.700 90.600 91.675 +1.075 144 4,057 +8
Total Volume and Open Interest 70,194 262,773 +6,593
Feeder Cattle(CME)
Jan07 070112 96.200 96.200 94.575 94.575 -3.000 835 3,267 -391
Mar07 070112 94.600 94.650 92.950 92.950 -3.000 2,731 14,948 +195
Apr07 070112 96.200 96.200 94.700 94.700 -3.000 370 2,642 -45
May07 070112 97.400 97.400 95.625 95.625 -3.000 415 4,012 +117
Aug07 070112 100.150 100.150 98.950 98.950 -3.000 145 2,335 +48
Sep07 070112 99.500 99.500 98.000 98.000 -3.000 21 1,001 +1
Oct07 070112 100.000 100.000 98.200 98.200 -3.000 19 88 +3
Total Volume and Open Interest 4,537 28,294 -71
Lean Hogs(CME)
Feb07 070112 60.450 61.100 60.300 60.375 -0.125 25,220 49,258 -9,173
Apr07 070112 63.800 64.525 63.600 64.350 +0.250 23,274 60,288 +5,291
May07 070112 71.300 71.875 71.000 71.800 +0.875 59 3,035 -3
Jun07 070112 72.550 73.750 72.500 73.675 +1.025 3,314 29,901 +509
Jul07 070112 71.350 72.200 71.350 72.150 +1.100 810 8,545 -184
Aug07 070112 70.250 71.500 70.250 71.450 +1.700 113 5,961 +27
Oct07 070112 64.000 64.250 63.650 64.225 +1.000 163 6,032 +4
Dec07 070112 62.050 63.100 62.050 63.000 +1.200 368 4,702 +43
Total Volume and Open Interest 53,324 167,910 -3,484
Pork Bellies(CME)
Feb07 070112 91.000 91.950 90.500 90.875 unch 212 903 +47
Mar07 070112 91.400 92.500 91.150 91.300 +0.250 26 108 +6
May07 070112 91.500 91.500 91.500 91.500 +0.750 0 86 +0
Jul07 070112 93.650 93.650 93.400 93.400 +0.750 1 100 +0
Aug07 070112 91.800 91.800 91.800 91.800 +0.100 0 39 +0
Total Volume and Open Interest 239 1,236 +53
Class III Milk(CME)
Jan07 070112 13.38 13.42 13.38 13.40 +0.04 118 2,731 -29
Feb07 070112 13.45 13.63 13.45 13.63 +0.23 143 2,725 +41
Mar07 070112 13.55 13.80 13.55 13.80 +0.28 119 2,577 +34
Apr07 070112 13.77 14.02 13.77 14.02 +0.32 99 2,310 +49
May07 070112 14.15 14.40 14.15 14.40 +0.32 81 2,253 +30
Total Volume and Open Interest 1,124 25,273 +267
Cocoa(ICE)
Mar07 070112 1618 1633 1598 1631 +3 7,035 67,108 -2,015
May07 070112 1644 1662 1629 1661 +4 4,256 28,209 +994
Jul07 070112 1658 1684 1652 1684 +6 877 12,378 +168
Sep07 070112 1677 1702 1677 1702 +5 622 15,804 -44
Dec07 070112 1700 1721 1700 1721 +4 1,113 15,177 +836
Mar08 070112 1735 1739 1735 1739 +6 744 5,450 +498
May08 070112 1762 1762 1762 1762 +6 15 2,431 +0
Total Volume and Open Interest 14,753 149,485 +526
Coffee "C"(ICE)
Mar07 070112 119.50 120.50 119.50 120.30 -0.35 9,278 77,896 -1,029
May07 070112 122.70 123.60 122.60 123.45 -0.30 2,076 24,241 +760
Jul07 070112 125.80 126.55 125.50 126.35 -0.25 594 7,202 +158
Sep07 070112 128.40 129.20 128.30 129.15 -0.20 297 3,818 -49
Dec07 070112 131.70 132.70 131.70 132.70 +0.05 36 3,567 -8
Mar08 070112 135.90 135.90 135.90 135.90 unch 35 3,059 -183
Total Volume and Open Interest 12,578 126,335 -385
Orange Juice(ICE)
Mar07 070112 197.50 200.95 197.15 200.95 +4.80 647 21,533 +8
May07 070112 194.25 197.60 194.00 197.55 +4.55 95 2,325 +7
Jul07 070112 191.00 195.00 191.00 195.00 +4.80 1 686 +1
Sep07 070112 190.00 192.00 190.00 192.00 +4.80 0 275 +0
Nov07 070112 184.00 184.50 184.00 184.50 +3.30 14 2,162 +10
Jan08 070112 181.95 181.95 181.95 181.95 +1.95 0 152 +0
Total Volume and Open Interest 757 27,166 -75
Sugar #11(ICE)
Mar07 070112 10.85 10.98 10.82 10.93 -0.09 37,091 269,074 +3,348
May07 070112 11.02 11.11 11.00 11.07 -0.08 11,360 92,079 +484
Jul07 070112 10.93 11.04 10.92 11.00 -0.04 8,007 90,860 +1,283
Oct07 070112 11.11 11.22 11.08 11.18 -0.02 1,467 57,984 +110
Mar08 070112 11.45 11.54 11.41 11.53 -0.01 1,331 52,784 +194
Total Volume and Open Interest 60,519 606,504 +5,670
Sugar #14(ICE)
Mar07 070112 19.95 20.17 19.95 20.10 +0.09 167 3,660 +99
May07 070112 19.87 19.95 19.87 19.95 +0.08 85 2,653 +15
Jul07 070112 19.86 19.86 19.86 19.86 +0.04 11 2,392 +2
Sep07 070112 19.91 19.91 19.90 19.90 -0.03 10 1,819 +3
Nov07 070112 19.74 19.75 19.74 19.75 +0.05 12 1,522 +5
Total Volume and Open Interest 290 12,294 +125
London Cocoa(LCE)
Mar07 070112 902 902 884 892 -10 5,483 64,739 -1,041
May07 070112 916 916 899 907 -9 1,955 33,772 +500
Jul07 070112 923 924 911 918 -9 476 26,056 +265
Sep07 070112 930 938 925 932 -8 580 29,534 +33
Dec07 070112 931 932 920 925 -10 735 29,541 +114
Mar08 070112 935 937 933 933 -7 35 8,129 +34
May08 070112 942 942 942 942 -6 0 1,153 +0
Total Volume and Open Interest 9,351 194,236 -9
London Coffee(LCE)
Jan07 070112 1560.00 1576.00 1555.00 1561.00 -5.00 161 3,945 -2,015
Mar07 070112 1552.00 1560.00 1538.00 1546.00 -4.00 6,197 84,663 -1,214
May07 070112 1541.00 1553.00 1532.00 1539.00 -5.00 3,646 31,712 -190
Jul07 070112 1533.00 1545.00 1521.00 1528.00 -5.00 414 7,508 +74
Sep07 070112 1526.00 1530.00 1513.00 1518.00 -5.00 416 7,026 +138
Nov07 070112 1506.00 1506.00 1486.00 1492.00 -4.00 85 2,135 -7
Total Volume and Open Interest 11,007 140,096 -3,214
London Sugar(LCE)
Mar07 070112 326.10 328.00 322.50 325.00 -2.80 3,369 24,070 -1,052
May07 070112 321.60 323.00 317.50 320.00 -3.00 1,308 17,318 +88
Aug07 070112 316.90 317.70 312.50 315.20 -2.60 561 6,863 +73
Oct07 070112 310.80 313.50 307.40 310.40 -1.70 162 3,930 -96
Dec07 070112 311.40 317.10 311.40 313.40 -1.70 27 1,185 +6
Total Volume and Open Interest 5,573 58,500 -901
Cotton(ICE)
Mar07 070112 53.65 55.19 52.85 54.70 +0.66 7,875 104,522 -196
May07 070112 54.40 55.90 53.80 55.56 +0.78 4,186 26,734 +510
Jul07 070112 55.10 56.70 54.60 56.69 +1.19 1,119 14,286 +328
Oct07 070112 58.55 58.55 58.55 58.55 +1.10 0 144 +0
Dec07 070112 58.20 60.05 57.90 59.59 +1.14 1,754 22,008 +510
Mar08 070112 61.40 61.40 61.40 61.40 +1.05 50 1,742 +50
Total Volume and Open Interest 14,984 170,035 +1,202
Lumber(CME)
Jan07 070112 262.1 262.1 255.6 257.5 -5.0 62 116 -27
Mar07 070112 279.0 280.0 277.4 277.4 -1.9 674 4,652 -38
May07 070112 297.6 298.9 296.3 298.4 +0.7 98 765 +34
Jul07 070112 305.8 309.9 305.3 309.8 +1.9 7 242 +0
Total Volume and Open Interest 848 5,860 -31
Crude Oil(NYM)
Feb07 070112 52.07 53.11 51.56 52.99 +1.11 341,657 199,377 -26,625
Mar07 070112 53.20 54.00 52.45 53.87 +1.03 219,763 295,530 +33,810
Apr07 070112 54.10 54.80 53.10 54.66 +1.04 79,419 72,794 +4,002
May07 070112 54.45 55.18 54.00 55.18 +0.92 40,404 49,588 +4,223
Jun07 070112 55.20 55.68 54.75 55.68 +0.82 42,790 83,999 +2,847
Jul07 070112 56.15 56.15 56.15 56.15 +0.71 11,591 27,095 +3,121
Aug07 070112 56.59 56.59 56.59 56.59 +0.63 4,873 19,390 +775
Sep07 070112 56.75 57.01 56.75 57.01 +0.59 2,704 26,154 -164
Oct07 070112 57.39 57.39 57.39 57.39 +0.54 1,698 17,905 +374
Nov07 070112 57.75 57.75 57.75 57.75 +0.52 1,025 13,524 -17
Dec07 070112 57.00 58.07 57.00 58.07 +0.51 30,796 140,382 +174
Jan08 070112 58.36 58.36 58.36 58.36 +0.49 1,523 24,015 +770
Feb08 070112 58.59 58.59 58.59 58.59 +0.47 60 10,967 +55
Mar08 070112 58.80 58.80 58.80 58.80 +0.44 18 18,083 +0
Apr08 070112 58.98 58.98 58.98 58.98 +0.42 0 14,983 +0
May08 070112 59.16 59.16 59.16 59.16 +0.41 200 6,349 -70
Total Volume and Open Interest 800,731 1,300,113 +24,394
Heating Oil(NYM)
Feb07 070112 149.00 150.80 148.00 150.36 +2.32 47,477 69,047 -4,588
Mar07 070112 152.60 153.70 151.40 153.17 +2.13 28,022 59,786 +3,890
Apr07 070112 154.00 155.20 154.00 155.12 +2.13 10,812 22,641 +586
May07 070112 155.00 156.17 155.00 156.17 +1.88 4,471 9,129 +538
Jun07 070112 157.00 157.27 156.00 157.27 +1.73 3,742 18,552 +26
Jul07 070112 160.00 160.00 159.00 159.17 +1.63 487 7,399 +130
Aug07 070112 161.70 162.00 161.00 161.37 +1.53 225 3,026 +78
Sep07 070112 164.10 164.85 162.40 163.82 +1.48 705 5,456 +45
Oct07 070112 166.10 167.90 166.10 166.82 +1.43 223 2,647 +118
Nov07 070112 170.50 171.00 169.45 169.87 +1.38 49 1,496 +35
Dec07 070112 173.65 173.95 172.00 172.97 +1.33 2,281 11,394 +546
Jan08 070112 175.80 175.80 173.50 175.07 +1.33 682 4,854 +458
Total Volume and Open Interest 99,268 220,598 +1,861
Gasoline(NYMEX)
Feb07 070112 139.35 143.90 139.05 143.10 +3.85 31,375 49,297 -4,272
Mar07 070112 143.80 146.25 142.59 146.00 +2.65 17,207 42,479 +2,761
Apr07 070112 157.70 160.63 156.99 160.00 +2.20 7,752 20,899 +1,278
May07 070112 159.84 163.25 159.84 163.25 +2.65 2,341 14,020 +320
Jun07 070112 163.00 165.36 163.00 163.29 -0.76 1,080 8,480 +258
Jul07 070112 164.64 166.45 164.25 165.50 unch 1,051 7,678 +492
Aug07 070112 165.50 166.50 165.50 166.50 -0.50 361 3,959 +7
Sep07 070112 165.15 165.50 165.15 165.50 -2.22 806 8,828 -115
Oct07 070112 155.10 155.20 155.10 155.20 -3.05 154 1,965 +40
Nov07 070112 151.00 152.15 151.00 152.15 -4.00 24 979 +23
Total Volume and Open Interest 62,306 160,254 +740
e-MiNY RBOB Gasoline(NYMEX)
Feb07 070111 139.05 139.05 139.05 139.05 -20.78 0 1 +0
Mar07 070112 146.05 146.05 146.05 146.05 +2.05 1 1 +1
Apr07 070112 160.65 160.65 160.65 160.65 -1.85      
May07 070112 163.45 163.45 163.45 163.45 +2.70      
Total Volume and Open Interest 2 4 +2
Natural Gas(NYM)
Feb07 070112 6.375 6.640 6.360 6.601 +0.309 68,161 66,705 +749
Mar07 070112 6.460 6.740 6.460 6.698 +0.301 48,985 160,845 +5,925
Apr07 070112 6.535 6.768 6.535 6.768 +0.276 25,296 103,566 -857
May07 070112 6.685 6.846 6.670 6.846 +0.259 5,765 46,816 +569
Jun07 070112 6.765 6.926 6.750 6.926 +0.249 2,879 15,262 +349
Jul07 070112 6.850 7.012 6.830 7.012 +0.240 1,851 15,200 +492
Aug07 070112 6.945 7.092 6.940 7.092 +0.230 1,417 17,474 +276
Sep07 070112 7.020 7.157 7.020 7.157 +0.225 1,312 15,891 +272
Oct07 070112 7.110 7.292 7.110 7.292 +0.220 4,576 39,851 -187
Nov07 070112 7.820 7.957 7.820 7.957 +0.195 1,254 21,784 -844
Dec07 070112 8.500 8.612 8.470 8.612 +0.185 411 34,867 +11
Jan08 070112 8.800 8.922 8.760 8.922 +0.170 420 31,918 -52
Feb08 070112 8.820 8.937 8.800 8.937 +0.170 93 16,714 +22
Mar08 070112 8.600 8.742 8.590 8.742 +0.170 938 38,892 +149
Apr08 070112 7.450 7.582 7.450 7.582 +0.160 809 27,176 +111
May08 070112 7.380 7.477 7.380 7.477 +0.160 226 12,539 -35
Total Volume and Open Interest 170,943 899,525 +7,938
Brent Crude Oil(ICE)
Feb07 070112 52.14 53.11 51.76 52.95 +1.25 84,789 41,071 -5,513
Mar07 070112 53.05 53.72 52.22 53.44 +0.97 125,006 142,540 -744
Apr07 070112 54.00 54.60 52.96 54.19 +0.82 56,713 99,503 +12,305
May07 070112 54.91 55.29 53.65 54.81 +0.73 14,408 29,594 +448
Jun07 070112 55.43 55.79 54.30 55.39 +0.67 19,256 48,477 +724
Jul07 070112 56.03 56.37 55.93 55.93 +0.61 3,224 15,966 -475
Aug07 070112 56.58 56.58 55.77 56.40 +0.55 2,503 8,496 +978
Sep07 070112 56.20 56.79 56.20 56.79 +0.47 791 13,642 -424
Oct07 070112 57.16 57.16 57.16 57.16 +0.44 159 10,112 +0
Nov07 070112 57.50 57.50 57.50 57.50 +0.44 0 9,513 -219
Dec07 070112 58.15 58.24 56.85 57.80 +0.41 12,037 49,023 +801
Jan08 070112 58.10 58.10 58.10 58.10 +0.39 0 7,669 +452
Feb08 070112 58.37 58.37 58.37 58.37 +0.34 350 1,963 +250
Mar08 070112 58.61 58.61 58.61 58.61 +0.29 0 2,254 +0
Total Volume and Open Interest 323,910 564,454 +9,224
Gas Oil(ICE)
Feb07 070112 477.75 482.00 470.50 470.75 -15.50 52,826 97,624 +2,519
Mar07 070112 484.00 487.50 476.00 476.25 -14.75 24,261 50,765 +4,921
Apr07 070112 489.75 492.50 481.75 481.75 -14.25 8,766 20,594 +1,706
May07 070112 494.75 496.00 487.25 487.25 -14.25 2,564 17,238 +943
Jun07 070112 500.75 503.00 492.75 492.75 -15.00 3,230 41,042 +357
Jul07 070112 507.50 507.75 499.25 499.25 -15.50 793 12,751 -340
Aug07 070112 506.00 506.00 506.00 506.00 -15.25 505 6,395 +200
Sep07 070112 519.75 519.75 511.75 511.75 -16.00 785 12,276 -4
Oct07 070112 516.00 516.00 516.00 516.00 -16.25 200 3,468 +197
Nov07 070112 520.25 520.25 520.25 520.25 -15.50 0 3,619 +0
Total Volume and Open Interest 122,044 321,126 -431
US Dollar Index(ICE)
Mar07 070112 85.100 85.170 84.710 84.820 -0.270 3,110 22,305 -1,472
Jun07 070112 84.600 84.600 84.500 84.570 -0.270 0 2,042 +0
Sep07 070112 84.320 84.320 84.320 84.320 -1.270 0 37 +0
Total Volume and Open Interest 3,110 24,384 -1,472
Australian Dollar(CME)
Mar07 070112 77.74 78.23 77.72 78.21 +0.23 2,107 118,037 -165
Jun07 070112 77.43 77.99 77.43 77.99 +0.22 0 335 +14
Sep07 070112 77.73 77.73 77.73 77.73 +0.22 0 54 +0
Total Volume and Open Interest 2,107 118,694 -151
British Pound(CME)
Mar07 070112 194.90 196.06 194.75 195.68 +1.22 2,622 143,018 +10,836
Jun07 070112 195.55 195.55 195.55 195.55 +1.20 1 562 +281
Sep07 070112 195.44 195.44 195.44 195.44 +1.20 0 32 +0
Total Volume and Open Interest 2,623 143,616 +11,117
Canadian Dollar(CME)
Mar07 070112 85.25 85.73 85.25 85.68 +0.52 3,630 154,564 -1,277
Jun07 070112 85.78 85.91 85.78 85.91 +0.52 18 2,882 -29
Sep07 070112 86.09 86.15 86.09 86.15 +0.52 0 697 +0
Dec07 070112 86.32 86.39 86.31 86.39 +0.52 1 284 -1
Total Volume and Open Interest 3,649 158,430 -1,307
Japanese Yen(CME)
Mar07 070112 83.75 83.94 83.66 83.78 +0.01 7,035 294,772 +7,844
Jun07 070112 84.85 84.85 84.76 84.76 +0.01 75 5,855 +201
Sep07 070112 85.69 85.69 85.69 85.69 +0.01 0 5 +0
Total Volume and Open Interest 7,110 300,859 +8,047
Swiss Franc(CME)
Mar07 070112 80.46 80.72 80.25 80.54 +0.06 1,326 79,857 -1,471
Jun07 070112 81.16 81.16 81.16 81.16 +0.06 0 220 +50
Sep07 070112 81.73 81.73 81.73 81.73 +0.06 0 48 +0
Total Volume and Open Interest 1,326 80,169 -1,421
EuroFX(CME)
Mar07 070112 129.32 129.81 129.04 129.60 +0.32 6,724 169,651 -10,412
Jun07 070112 130.06 130.06 130.06 130.06 +0.33 153 1,364 -143
Sep07 070112 130.44 130.44 130.44 130.44 +0.34 70 211 -89
Total Volume and Open Interest 6,947 171,426 -10,644
Mexican Peso(CME)
Jan07 070112 911.0 911.8 911.0 911.8 +3.2      
Feb07 070112 908.2 908.2 907.0 908.2 +1.2      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 070112 111~07 111~09 110~23 110~26 -0~12 434,956 791,655 +9,768
Jun07 070112 111~04 111~04 110~22 110~23 -0~12 1,599 9,823 +1,036
Sep07 070112 110~23 110~23 110~23 110~23 -0~12 11 6 +5
Total Volume and Open Interest 436,576 801,514 +10,809
10-Year T-Notes(CBOT)
Mar07 070112 107~105 107~120 107~010 107~035 -0~065 1,318,331 2,282,820 +36,460
Jun07 070112 107~060 107~060 107~030 107~035 -0~065 14,300 66,633 +5,662
Total Volume and Open Interest 1,332,631 2,349,453 +42,122
5-Year T-Notes(CBOT)
Mar07 070112 104~290 104~290 104~235 104~255 -0~040 604,587 0 +0
Jun07 070112 105~000 105~000 104~285 104~285 -0~045 2 7,123 +1,152
Total Volume and Open Interest 604,589 7,123 +1,152
2 Year T-Notes(CBOT)
Mar07 070112 101~117 101~117 101~108 101~113 -0~005 6,260 763,469 -16,668
Total Volume and Open Interest 6,260 763,469 -16,668
Eurodollars(CME)
Mar07 070112 94.650 94.650 94.635 94.645 unch 42,550 1,274,924 -11,737
Jun07 070112 94.730 94.730 94.690 94.715 -0.010 63,878 1,350,250 -15,115
Sep07 070112 94.845 94.850 94.795 94.825 -0.025 37,502 1,370,558 +17,500
Dec07 070112 94.975 94.975 94.920 94.940 -0.035 36,614 1,337,131 +27,709
Mar08 070112 95.050 95.050 94.995 95.015 -0.040 50,981 932,543 +26,696
Jun08 070112 95.085 95.090 95.035 95.045 -0.045 40,685 690,695 +6,061
Sep08 070112 95.100 95.100 95.060 95.065 -0.045 35,477 588,712 +3,548
Dec08 070112 95.100 95.100 95.060 95.065 -0.040 29,121 401,349 +12,299
Mar09 070112 95.100 95.100 95.055 95.065 -0.040 19,825 330,395 +2,705
Jun09 070112 95.035 95.055 95.035 95.045 -0.035 9,418 243,514 -3,955
Sep09 070112 95.005 95.025 95.005 95.020 -0.030 12,158 194,453 -466
Dec09 070112 94.970 94.985 94.970 94.980 -0.030 9,518 137,298 -2,172
Mar10 070112 94.985 94.985 94.955 94.960 -0.025 4,358 114,553 -838
Jun10 070112 94.920 94.935 94.920 94.930 -0.025 5,258 92,391 +122
Sep10 070112 94.905 94.905 94.895 94.900 -0.025 4,774 92,680 +1,082
Dec10 070112 94.850 94.865 94.850 94.860 -0.025 6,433 97,561 -829
Mar11 070112 94.845 94.845 94.840 94.840 -0.025 5,225 72,731 -332
Jun11 070112 94.850 94.850 94.820 94.820 -0.025 4,632 63,648 +1,072
Total Volume and Open Interest 430,115 9,625,092 +67,169
30 Day Federal Funds(CBOT)
Jan07 070112 3.000 3.005 3.000 3.005 unch 264 85,187 -169
Feb07 070112 3.005 3.010 3.005 3.010 unch 302 116,041 -2,551
Mar07 070112 3.000 3.005 3.000 3.005 unch 131 62,657 +2,915
Apr07 070112 94.750 94.760 94.750 94.760 unch 1,486 66,226 +4,194
May07 070112 94.770 94.780 94.770 94.780 unch 720 25,568 +351
Jun07 070112 94.780 94.780 94.780 94.780 unch 50 5,119 +78
Total Volume and Open Interest 2,953 366,137 +4,793
30 Day Fed Funds(e-CBOT)
Jan07 070112 94.755 94.755 94.750 94.755 unch 1,937 0 +0
Feb07 070112 94.760 94.760 94.755 94.755 unch 3,301 0 +0
Mar07 070112 94.755 94.755 94.750 94.755 unch 5,900 0 +0
Apr07 070112 94.755 94.760 94.750 94.755 unch 18,778 0 +0
May07 070112 94.775 94.775 94.760 94.770 unch 9,736 0 +0
Jun07 070112 94.780 94.780 94.770 94.780 unch 2,213 0 +0
Total Volume and Open Interest 42,886    
3-Mth Euro-Yen(CME)
Mar07 070112 99.32 99.32 99.30 99.30 -0.02 2,743 21,657 +1,088
Jun07 070112 99.21 99.21 99.19 99.19 -0.02 167 8,322 +85
Sep07 070112 99.10 99.10 99.08 99.08 -0.02 364 4,207 +243
Dec07 070112 99.00 99.00 98.98 98.98 -0.03 380 8,331 +435
Mar08 070112 98.91 98.91 98.90 98.90 -0.01 145 3,844 +185
Jun08 070112 98.82 98.82 98.82 98.82 unch 0 643 +0
Sep08 070112 98.74 98.74 98.74 98.74 unch 0 697 +230
Dec08 070112 98.67 98.67 98.67 98.67 unch      
Mar09 070112 98.58 98.58 98.58 98.58 +0.01 0 20 +0
Jun09 070112 98.50 98.50 98.50 98.50 -0.02 0 20 +0
Total Volume and Open Interest 3,799 47,751 +2,266
3-Mth Euro-Yen(SGX)
Mar07 070112 99.32 99.32 99.32 99.32 -0.02 1,765 87,431 +50
Jun07 070112 99.20 99.21 99.20 99.21 -0.01 1,827 49,313 +2,221
Sep07 070112 99.08 99.10 99.08 99.09 -0.02 3,556 37,799 -156
Dec07 070112 99.00 99.00 99.00 99.00 -0.02 1,366 44,452 +743
Mar08 070112 98.91 98.92 98.90 98.90 -0.02 1,294 32,345 +183
Jun08 070112 98.83 98.83 98.82 98.83 -0.02 104 7,436 -66
Sep08 070112 98.74 98.75 98.74 98.75 -0.02 0 1,764 +0
Dec08 070112 98.66 98.67 98.66 98.67 -0.02 0 273 +0
Total Volume and Open Interest 9,912 262,467 +2,975
Japanese Gov't Bonds(SGX)
Mar07 070112 133.54 133.67 133.45 133.63 -0.10 3,586 31,004 -2,496
Jun07 070112 133.63 133.63 133.63 133.63 -0.10      
Sep07 070112 133.63 133.63 133.63 133.63 -0.10      
Total Volume and Open Interest 3,586 31,004 -2,496
Euro-Bund(EUREX)
Mar07 070112 115.56 115.65 115.15 115.16 -0.49 1,291,230 1,525,941 +69,019
Jun07 070112 115.04 115.04 114.67 114.68 -0.49 1,623 13,312 +1,606
Sep07 070112 114.76 114.76 114.76 114.76 -0.49 417 0 -1
Total Volume and Open Interest 1,293,270 1,539,253 +70,624
Euro-Bobl(EUREX)
Mar07 070112 108.70 108.78 108.52 108.53 -0.24 648,388 1,095,883 +28,140
Jun07 070112 108.44 108.44 108.21 108.21 -0.25 1 1,542 +1
Sep07 070112 109.42 109.42 109.42 109.42 -0.24 211 0 +0
Total Volume and Open Interest 648,600 1,097,425 +28,141
3-Mth Euribor(EUREX)
Mar07 070112 96.085 96.085 96.080 96.080 unch 478 20,110 +67
Jun07 070112 95.935 95.935 95.910 95.910 -0.025 271 10,070 +39
Sep07 070112 95.890 95.890 95.855 95.855 -0.035 713 6,843 +52
Total Volume and Open Interest 1,787 49,156 +280
Long Gilt(LIFFE)
Mar07 070112 107~08 107~08 106~28 106~28 -0~12 122,616 346,942 +11,971
Jun07 070112 108~23 108~23 108~23 108~23 -0~12 0 28 +0
Total Volume and Open Interest 122,616 346,970 +11,971
3-Mth Short Sterling(LIFFE)
Mar07 070112 94.29 94.31 94.26 94.28 -0.02 65,901 494,828 +4,465
Jun07 070112 94.23 94.23 94.18 94.20 -0.02 75,088 458,356 -2,058
Sep07 070112 94.23 94.26 94.19 94.21 -0.03 85,026 466,640 +6,790
Dec07 070112 94.29 94.31 94.24 94.26 -0.03 66,935 385,003 +11,493
Mar08 070112 94.33 94.37 94.30 94.31 -0.03 41,773 232,761 +7,319
Jun08 070112 94.38 94.41 94.34 94.36 -0.03 50,696 160,693 -1,996
Total Volume and Open Interest 419,356 2,426,266 +25,779
3-Mth Euribor(LIFFE)
Mar07 070112 96.085 96.090 96.080 96.080 unch 111,427 901,136 +29,663
Jun07 070112 95.930 95.940 95.905 95.910 -0.025 145,876 724,724 +20,554
Sep07 070112 95.880 95.900 95.845 95.855 -0.035 161,353 661,670 +37,832
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070112 93.45 93.46 93.42 93.45 -0.01 20,310 175,479 -1,695
Jun07 070112 93.40 93.40 93.36 93.39 -0.01 41,993 284,007 +21,344
Sep07 070112 93.40 93.41 93.37 93.39 -0.02 14,442 68,666 +5,413
Dec07 070112 93.42 93.42 93.38 93.42 -0.01 2,872 55,007 +253
Mar08 070112 93.44 93.45 93.41 93.45 -0.01 878 27,468 +441
Jun08 070112 93.46 93.48 93.45 93.48 +0.01 3,488 28,016 +3,268
Sep08 070112 93.48 93.50 93.47 93.50 +0.02 601 18,144 -556
Dec08 070112 93.50 93.51 93.48 93.51 +0.01 404 7,813 +153
Mar09 070112 93.51 93.51 93.51 93.51 unch 152 1,247 +2
Jun09 070112 93.52 93.52 93.52 93.52 +0.01 0 1,865 +0
Total Volume and Open Interest 85,142 667,940 +28,623
10-Year Aus T-Bonds(SFE)
Mar07 070112 94.12 94.13 94.07 94.11 -0.01 43,853 428,369 +10,863
Jun07 070112 94.11 94.11 94.11 94.11 -0.01      
Total Volume and Open Interest 43,853 428,369 +10,863
3-Year Aus T-Bonds(SFE)
Mar07 070112 93.89 93.89 93.84 93.88 -0.01 134,706 546,597 +62,061
Jun07 070112 93.88 93.88 93.88 93.88 -0.01      
Total Volume and Open Interest 134,706 546,597 +62,061
Gold(CMX)
Feb07 070112 613.0 628.8 612.3 626.9 +13.0 54,233 160,520 -2,812
Apr07 070112 620.0 635.0 618.5 633.0 +13.0 9,620 56,185 +5,209
Jun07 070112 625.0 641.0 625.0 639.1 +13.2 909 32,141 +344
Aug07 070112 633.3 645.2 633.3 645.1 +13.4 17 4,185 +2
Oct07 070112 643.0 651.1 642.5 651.0 +13.5 2 19,498 +2
Dec07 070112 642.0 660.0 642.0 656.9 +13.7 134 43,511 -63
Feb08 070112 665.0 665.2 662.6 662.6 +13.9 6 2,168 +4
Apr08 070112 668.3 668.3 668.3 668.3 +14.1 0 1,883 +0
Jun08 070112 674.0 674.0 674.0 674.0 +14.2 0 3,927 +0
Aug08 070112 679.7 679.7 679.7 679.7 +14.4 0 691 +0
Oct08 070112 685.4 685.4 685.4 685.4 +14.5 0 600 +0
Dec08 070112 691.2 691.2 691.2 691.2 +14.7 4 9,523 +3
Total Volume and Open Interest 65,776 349,040 +3,438
Silver(CMX)
Mar07 070112 1247.0 1294.0 1244.0 1288.0 +42.0 11,570 57,042 -827
May07 070112 1260.0 1301.0 1257.0 1299.5 +41.9 1,014 7,563 +259
Jul07 070112 1299.0 1310.6 1296.0 1310.6 +41.6 33 10,997 -22
Sep07 070112 1321.8 1321.8 1321.8 1321.8 +41.3 9 4,278 +0
Dec07 070112 1310.0 1347.0 1310.0 1333.0 +40.2 85 13,422 +37
Mar08 070112 1344.8 1344.8 1344.8 1344.8 +38.8 0 202 +0
May08 070112 1351.6 1351.6 1351.6 1351.6 +38.1      
Total Volume and Open Interest 13,181 99,663 -501
Platinum(NYMEX)
Jan07 070112 1146.1 1146.1 1146.1 1146.1 +7.3 0 9 +0
Apr07 070112 1145.0 1153.8 1141.0 1152.1 +7.3 1,057 8,488 +221
Jul07 070112 1157.1 1157.1 1157.1 1157.1 +7.3 0 22 +0
Oct07 070112 1162.1 1162.1 1162.1 1162.1 +7.3      
Total Volume and Open Interest 1,057 8,521 +221
Palladium(NYMEX)
Mar07 070112 333.00 336.00 328.25 334.95 +2.10 591 12,475 -19
Jun07 070112 339.95 339.95 339.95 339.95 +2.10 2 271 +0
Sep07 070112 344.95 344.95 344.95 344.95 +2.10 0 54 +0
Total Volume and Open Interest 593 12,841 -19
Copper(CMX)
Mar07 070112 262.50 264.25 259.50 260.30 -5.60 7,957 47,601 -1,051
May07 070112 263.00 263.80 259.90 260.30 -5.50 799 6,591 +71
Jul07 070112 261.25 261.25 258.80 258.80 -6.20 83 2,140 +8
Sep07 070112 259.25 259.25 256.50 256.80 -6.20 41 1,238 +18
Dec07 070112 255.00 255.00 252.65 252.65 -6.20 14 1,556 +7
Total Volume and Open Interest 9,492 67,488 -1,023
Aluminum(CMX)
Jan07 070112 120.50 120.50 120.50 120.50 -1.50 1 37 +0
Feb07 070112 121.50 121.50 121.50 121.50 -1.50 1 65 +1
Mar07 070112 120.50 120.50 120.50 120.50 -1.50 0 41 +0
Apr07 070112 119.50 119.50 119.50 119.50 -1.50 0 40 +0
May07 070112 118.50 118.50 118.50 118.50 -1.50 0 40 +0
Jun07 070112 117.50 117.50 117.50 117.50 -1.50 0 40 +0
Total Volume and Open Interest 2 595 +1
DJIA Index(CBOT)
Mar07 070112 12555 12630 12545 12626 +60 4,083 65,948 +480
Jun07 070112 12665 12726 12665 12726 +60 4 46 +1
Sep07 070112 12821 12821 12821 12821 +88 0 7 +0
Dec07 070112 12916 12916 12916 12916 +101 0 2 +0
Total Volume and Open Interest 4,087 66,003 +481
S & P 500(CME)
Mar07 070112 1430.30 1441.20 1430.00 1440.80 +9.90 26,479 608,842 +4,625
Jun07 070112 1449.90 1453.80 1449.90 1453.80 +9.90 133 13,208 -58
Sep07 070112 1467.60 1467.60 1467.60 1467.60 +10.00 6 11,115 +0
Dec07 070112 1479.40 1479.40 1479.40 1479.40 +10.00 4 1,810 -2
Total Volume and Open Interest 26,622 635,350 +4,565
S & P 500 E-Mini(Globex)
Mar07 070112 1431.25 1441.50 1428.25 1440.75 +9.75 1,229,581 1,569,091 +17,134
Jun07 070112 1445.50 1453.75 1441.75 1453.75 +9.75 714 14,898 +277
Total Volume and Open Interest 1,230,295 1,583,989 +17,411
NASDAQ 100(CME)
Mar07 070112 1847.50 1863.00 1845.00 1862.30 +12.50 5,565 45,282 +344
Jun07 070112 1879.50 1883.80 1879.50 1883.80 +12.50 0 20 +0
Sep07 070112 1905.30 1905.30 1905.30 1905.30 +12.50      
Total Volume and Open Interest 5,565 45,302 +344
NASDAQ 100 E-Mini(Globex)
Mar07 070112 1850.50 1863.00 1845.50 1862.30 +12.50 400,929 369,231 +16,131
Jun07 070112 1874.00 1883.80 1870.00 1883.80 +12.50 188 372 +164
Total Volume and Open Interest 401,117 369,603 +16,295
S & P Midcap 400(CME)
Mar07 070112 820.50 828.70 820.50 828.70 +9.00 124 7,661 -48
Jun07 070112 836.90 836.90 836.90 836.90 +9.00      
Sep07 070112 845.10 845.10 845.10 845.10 +9.00      
Total Volume and Open Interest 124 7,661 -48
Russell 2000(CME)
Mar07 070112 794.50 802.00 793.20 801.70 +8.80 2,711 28,976 +1,531
Jun07 070112 808.70 808.70 808.70 808.70 +8.80 0 1 +0
Sep07 070112 815.70 815.70 815.70 815.70 +8.80 0 8 +0
Total Volume and Open Interest 2,711 28,985 +1,531
Russell 2000 E-Mini(Globex)
Mar07 070112 793.10 802.00 791.60 801.70 +8.80 177,153 353,773 -1,537
Jun07 070112 802.10 808.70 800.70 808.70 +8.80 296 274 +38
Total Volume and Open Interest 177,449 354,047 -1,499
Value Line(KCBT)
Mar07 070112 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070112 17045 17180 16950 17065 +195 83,146 237,872 -4,006
Jun07 070112 16970 17110 16970 17005 +220 1,094 1,144 +55
Total Volume and Open Interest 84,250 239,319 -4,222
Nikkei 225(SGX)
Mar07 070112 17045 17180 16950 17065 +195 83,146 237,872 -4,006
Jun07 070112 16970 17110 16970 17005 +220 1,094 1,144 +55
Sep07 070112 17030 17030 17030 17030 +220 10 0 +0
Total Volume and Open Interest 84,250 239,319 -4,222
CAC 40(EURONEXT)
Jan07 070112 5608.5 5637.0 5596.5 5620.5 +3.5 118,950 445,795 +19,109
Feb07 070112 5622.5 5648.0 5611.0 5636.0 +3.5 2,540 21,363 +1,231
Mar07 070112 5638.0 5659.5 5629.5 5650.5 +4.0 1,626 49,476 +167
Total Volume and Open Interest 123,247 519,280 +20,507
Hang Seng Index(HKFE)
Jan07 070112 19679 19697 19530 19671 +251 55,102 117,466 +849
Feb07 070112 19738 19750 19600 19738 +261 1,714 3,558 +255
Mar07 070112 19699 19704 19620 19689 +254 247 3,295 -6
Total Volume and Open Interest 57,140 125,337 +1,097
DAX(EUREX)
Mar07 070112 6715.5 6762.5 6704.5 6740.0 +4.5 216,268 233,691 +5,004
Jun07 070112 6783.5 6826.0 6770.5 6804.5 +4.0 2,891 8,036 +622
Sep07 070112 6849.5 6901.5 6849.5 6879.5 +5.0 445 2,345 +60
Total Volume and Open Interest 219,604 244,072 +5,686
FT-SE 100(EURONEXT)
Mar07 070112 6222.00 6249.50 6201.00 6227.50 -6.00 116,336 505,304 +7,404
Jun07 070112 6294.00 6294.00 6237.00 6251.50 -5.50 387 21,326 +38
Sep07 070112 6305.00 6305.00 6286.50 6288.50 -5.00 31 560 +15
Total Volume and Open Interest 116,763 527,205 +7,461
SPI 200(SFE)
Mar07 070112 5600.0 5628.0 5578.0 5619.0 +73.0 15,687 272,909 +3,707
Jun07 070112 5631.0 5654.0 5631.0 5654.0 +72.0 216 4,809 +72
Sep07 070112 5651.0 5655.0 5648.0 5655.0 +72.0 3 3,021 -64
Total Volume and Open Interest 16,182 283,170 +3,958
GSCI(CME)
Jan07 070112 391.30 396.20 391.30 396.20 +5.10 4,042 8,598 -3,375
Feb07 070112 396.00 400.90 396.00 400.40 +4.60 4,256 14,138 +3,377
Mar07 070112 407.00 407.00 407.00 407.00 +0.20      
Total Volume and Open Interest 8,298 22,736 +2
RJ/CRB Index(ICE)
Feb07 070112 381.50 387.25 381.50 387.25 +7.25 1 8 +1
Apr07 070112 386.00 391.00 386.00 390.25 +7.25 49 476 +13
Jun07 070112 393.00 394.25 393.00 394.25 +7.25 0 400 +0
Total Volume and Open Interest 101 953 +3
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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