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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed May 16, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070516 781.00 796.50 779.50 792.75 +14.75 22,590 232,389 -1,217
Aug07 070516 787.00 802.50 786.50 799.50 +15.25 666 14,395 +523
Sep07 070516 796.00 809.00 794.00 807.00 +15.50 348 8,225 +215
Nov07 070516 811.00 825.00 808.00 821.25 +14.25 9,027 121,499 +4,302
Jan08 070516 818.00 832.00 818.00 829.50 +14.00 357 10,818 -231
Mar08 070516 824.00 835.50 824.00 835.00 +14.00 1,096 10,103 +779
May08 070516 828.00 839.00 828.00 837.50 +12.00 1,032 9,489 +222
Total Volume and Open Interest 39,505 454,794 +5,958
Soybean Meal(CBOT)
Jul07 070516 209.30 213.70 208.80 213.20 +5.00 10,391 89,119 -754
Aug07 070516 211.70 216.00 211.30 215.80 +5.40 1,983 20,091 +146
Sep07 070516 213.50 218.00 213.50 217.70 +5.10 1,165 12,850 +681
Oct07 070516 215.00 219.50 215.00 219.20 +5.00 218 9,120 -101
Dec07 070516 218.50 223.20 218.20 222.60 +5.10 3,361 59,213 -39
Jan08 070516 221.50 223.50 221.00 223.00 +5.00 73 5,403 +18
Mar08 070516 224.50 226.00 224.00 226.00 +5.00 73 5,524 +46
May08 070516 224.50 226.50 224.00 225.50 +4.80 327 3,874 -106
Total Volume and Open Interest 17,805 215,474 -190
Soybean Oil(CBOT)
Jul07 070516 34.68 34.97 34.56 34.73 +0.13 10,288 174,524 +604
Aug07 070516 34.90 35.16 34.85 34.97 +0.13 699 12,720 +315
Sep07 070516 35.15 35.44 35.15 35.21 +0.11 396 11,293 -32
Oct07 070516 35.38 35.53 35.38 35.49 +0.14 216 8,794 -179
Dec07 070516 35.90 36.17 35.80 35.96 +0.13 2,028 67,366 +66
Jan08 070516 36.15 36.30 36.15 36.30 +0.15 26 7,644 +251
Mar08 070516 36.40 36.62 36.35 36.47 +0.10 200 3,887 -27
May08 070516 36.65 36.75 36.53 36.65 +0.10 103 4,143 +81
Total Volume and Open Interest 14,149 298,635 +1,061
Canola(WCE)
May07 070514 363.5 363.5 363.5 363.5 +3.5      
Jul07 070516 371.5 376.0 369.6 374.8 +4.0 4,340 48,282 -477
Total Volume and Open Interest 11,848 110,224 +1,013
Corn(CBOT)
Jul07 070516 370.00 377.50 368.50 376.00 +4.50 19,658 453,587 -1,324
Sep07 070516 376.00 380.50 373.00 377.50 +1.00 7,942 139,641 +7,245
Dec07 070516 378.00 382.50 374.25 377.50 -1.00 16,763 445,158 -1,053
Mar08 070516 390.00 393.50 386.00 388.75 -1.00 687 52,160 +72
May08 070516 398.00 403.00 394.00 396.00 -2.50 380 11,050 +36
Jul08 070516 402.25 406.50 399.50 401.00 -2.00 1,311 28,043 +1,055
Total Volume and Open Interest 48,213 1,268,173 +5,652
Wheat(CBOT)
Jul07 070516 501.50 503.50 495.00 496.75 -5.25 7,676 202,028 -239
Sep07 070516 512.00 515.00 507.50 509.25 -5.75 2,939 50,110 +2,762
Dec07 070516 520.50 522.00 514.50 517.25 -4.75 3,277 81,760 +1,505
Mar08 070516 526.00 526.00 522.00 523.50 -4.50 126 3,973 +162
May08 070516 522.00 524.00 520.00 521.00 -4.00 6 246 +6
Total Volume and Open Interest 14,219 367,749 +4,269
Wheat(KCBT)
Jul07 070516 488.00 491.50 485.00 485.25 -4.25 6,911 73,655 -1,202
Sep07 070516 498.00 501.50 495.50 496.25 -4.50 1,967 17,885 +513
Dec07 070516 512.00 514.50 508.00 508.00 -3.50 1,357 21,304 +200
Mar08 070516 516.50 521.50 516.00 516.00 -4.00 28 1,691 +4
May08 070516 507.00 507.00 507.00 507.00 +4.00 0 2 +0
Total Volume and Open Interest 10,339 119,872 -518
Wheat(MGE)
May07 070514 540.50 540.50 540.50 540.50 +12.00 15 322 -15
Jul07 070516 523.00 525.00 518.00 521.00 -2.75 1,195 17,849 -7
Sep07 070516 519.00 521.50 517.00 519.00 -3.00 600 12,910 +9
Dec07 070516 526.00 529.50 525.50 526.00 -2.00 1,167 18,126 -371
Mar08 070516 535.00 538.00 534.00 538.00 -0.75 30 1,202 +30
Total Volume and Open Interest 2,996 50,968 -575
Oats(CBOT)
Jul07 070516 258.00 263.00 258.00 259.50 +2.00 399 6,650 +19
Sep07 070516 253.50 255.00 253.50 254.50 +2.75 121 699 +39
Dec07 070516 252.00 256.50 252.00 254.50 +2.75 113 9,770 -20
Mar08 070516 259.00 261.00 259.00 259.50 +3.00 0 743 -20
Total Volume and Open Interest 633 17,862 +18
Rough Rice(CBOT)
May07 070514 10.32 10.32 10.32 10.32 +0.03 1 18 +4
Jul07 070516 10.53 10.57 10.47 10.48 -0.01 63 6,046 -11
Sep07 070516 10.90 10.91 10.82 10.82 -0.01 0 2,330 +0
Nov07 070516 11.17 11.17 11.10 11.10 -0.01 14 6,453 -3
Total Volume and Open Interest 77 15,062 -26
Live Cattle(CME)
Jun07 070516 93.150 93.900 92.800 92.950 -0.185 13,722 61,678 -4,960
Aug07 070516 93.100 93.500 92.535 92.730 -0.305 16,602 124,887 +5,890
Oct07 070516 96.850 97.050 96.330 96.535 -0.115 3,875 45,929 +667
Dec07 070516 96.200 96.550 95.980 96.135 -0.150 1,050 15,911 +197
Feb08 070516 96.850 97.200 96.600 96.635 -0.215 425 9,901 -144
Apr08 070516 96.350 96.350 96.000 96.230 -0.100 245 2,548 +67
Total Volume and Open Interest 36,005 261,875 +1,786
Feeder Cattle(CME)
May07 070516 109.550 109.580 109.000 109.330 -0.020 470 3,339 -143
Aug07 070516 113.100 113.750 112.550 113.100 +0.250 2,238 15,189 +332
Sep07 070516 112.650 113.035 112.200 112.885 +0.285 222 2,154 +76
Oct07 070516 111.650 112.250 111.650 111.900 +0.050 233 1,400 +4
Nov07 070516 110.850 111.200 110.850 111.100 +0.120 18 289 +7
Jan08 070516 108.600 108.900 108.600 108.900 unch 6 306 +6
Mar08 070516 107.300 107.300 107.300 107.300 unch 0 16 +0
Total Volume and Open Interest 3,187 22,694 +282
Lean Hogs(CME)
Jun07 070516 74.600 75.725 74.500 75.600 +1.050 10,373 41,380 -3,815
Jul07 070516 73.785 74.950 73.700 74.885 +1.250 10,018 66,169 +1,590
Aug07 070516 73.400 74.400 73.250 74.350 +1.150 3,754 33,961 +328
Oct07 070516 66.400 67.080 66.330 66.900 +0.720 733 17,343 -40
Dec07 070516 64.500 64.950 64.400 64.850 +0.600 718 12,679 +191
Feb08 070516 67.500 67.850 67.400 67.830 +0.650 19 3,507 -9
Apr08 070516 68.700 69.100 68.700 69.000 +0.050 10 724 +7
May08 070516 72.900 72.900 72.600 72.885 +0.085 10 60 +2
Total Volume and Open Interest 25,635 175,823 -4,717
Pork Bellies(CME)
May07 070516 105.000 105.000 104.000 104.000 -0.200 9 33 -3
Jul07 070516 104.200 104.480 103.300 103.600 -0.685 133 1,072 +10
Aug07 070516 101.600 101.650 101.400 101.400 -0.200 2 140 +0
Feb08 070516 102.300 102.300 102.300 102.300 +0.350 0 8 +0
Mar08 070319 100.250 100.250 100.250 100.250 unch      
Total Volume and Open Interest 139 1,372  
Class III Milk(CME)
May07 070516 17.35 17.35 17.35 17.35 -0.05 28 3,041 +14
Jun07 070516 18.55 18.55 18.25 18.30 -0.35 113 3,484 +10
Jul07 070516 18.60 18.60 18.17 18.23 -0.52 185 3,404 +45
Aug07 070516 18.55 18.55 18.16 18.18 -0.54 315 3,480 +65
Sep07 070516 18.55 18.55 18.16 18.21 -0.49 124 3,506 +16
Total Volume and Open Interest 1,273 37,927 +231
Cocoa(NYBOT)
May07 070515 1940 1940 1920 1931 -27 14 252 -2
Jul07 070516 1892 1920 1890 1900 -1 5,646 72,355 -250
Sep07 070516 1931 1932 1921 1921 -1 613 27,131 -217
Dec07 070516 1954 1955 1941 1941 -1 4,330 29,120 +268
Mar08 070516 1961 1961 1961 1961 -2 198 10,642 -27
May08 070516 1980 1980 1980 1980 +1 24 3,130 +24
Jul08 070516 1997 1997 1997 1997 unch 0 2,775 +0
Total Volume and Open Interest 10,879 155,642 -216
Coffee "C"(NYBOT)
May07 070516 107.25 107.25 107.25 107.25 +2.60 7 20 -2
Jul07 070516 108.90 110.20 107.90 109.70 +2.40 8,740 92,452 -645
Sep07 070516 111.70 112.80 111.00 112.50 +2.40 2,215 36,350 +471
Dec07 070516 115.30 116.50 114.70 116.15 +2.35 992 11,819 +575
Mar08 070516 118.25 119.90 118.25 119.60 +2.30 211 5,091 +156
May08 070516 121.70 121.70 121.70 121.70 +2.25 199 4,740 +1
Total Volume and Open Interest 12,465 160,710 +569
Orange Juice(NYBOT)
Jul07 070516 167.50 167.80 165.40 165.80 -3.00 1,154 16,063 +116
Sep07 070516 165.50 165.75 164.45 164.45 -2.50 370 3,750 +166
Nov07 070516 166.00 166.00 163.90 163.95 -2.05 335 6,577 +49
Jan08 070516 164.10 164.10 164.05 164.05 -1.95 75 1,498 -65
Mar08 070516 164.25 164.25 164.25 164.25 -1.75 21 1,388 +6
May08 070516 164.25 164.25 164.25 164.25 -1.75 0 5 +0
Total Volume and Open Interest 1,955 29,293 +272
Sugar #11(NYBOT)
Jul07 070516 8.72 8.77 8.63 8.68 +0.03 103,645 391,355 -14,534
Oct07 070516 9.03 9.10 8.97 9.03 +0.03 47,680 168,978 +13,532
Mar08 070516 9.58 9.63 9.55 9.58 unch 10,077 79,956 +136
May08 070516 9.68 9.72 9.65 9.68 -0.01 1,563 23,462 -153
Jul08 070516 9.79 9.80 9.71 9.77 -0.03 1,046 29,022 +344
Total Volume and Open Interest 171,151 737,950 +552
Sugar #14(NYBOT)
May07 070409 21.05 21.05 21.05 21.05 -0.03 39 1,377 +0
Jul07 070516 21.49 21.49 21.49 21.49 +0.01 1,071 2,293 -682
Sep07 070516 21.01 21.01 21.01 21.01 +0.01 313 2,180 +71
Nov07 070516 20.97 20.97 20.97 20.97 unch 0 1,725 +0
Jan08 070516 21.10 21.10 21.10 21.10 unch 121 1,336 +121
Total Volume and Open Interest 1,505 8,524 -490
London Cocoa(LCE)
May07 070515 1028 1028 1021 1027 -6 2,815 606 -2,063
Jul07 070516 1055 1067 1054 1058 +2 4,607 67,323 +265
Sep07 070516 1048 1062 1045 1053 +4 1,643 42,359 +188
Dec07 070516 1048 1056 1046 1050 +2 5,564 42,214 +1,211
Mar08 070516 1043 1055 1043 1048 +2 483 22,773 -120
May08 070516 1049 1061 1049 1055 +2 2,276 7,023 +1,027
Jul08 070516 1055 1061 1055 1061 +1 15 2,071 -5
Total Volume and Open Interest 16,075 191,965 +2,140
London Coffee(LCE)
May07 070516 1664.00 1691.00 1664.00 1687.00 +24.00 374 1,184 -376
Jul07 070516 1665.00 1695.00 1662.00 1692.00 +26.00 9,630 91,833 +3,162
Sep07 070516 1670.00 1702.00 1670.00 1700.00 +25.00 2,201 33,952 +1,043
Nov07 070516 1645.00 1680.00 1645.00 1678.00 +28.00 1,082 15,524 +15
Jan08 070516 1610.00 1640.00 1610.00 1640.00 +27.00 1,320 6,343 +331
Mar08 070516 1615.00 1635.00 1615.00 1634.00 +24.00 15 1,018 -5
Total Volume and Open Interest 14,792 151,597 +4,222
London Sugar(LCE)
May07 070413 350.00 360.00 346.50 352.20 +3.70 4,857 18,719 -3,468
Aug07 070516 329.40 334.00 328.30 332.40 +4.00 10,145 47,437 -2,610
Oct07 070516 313.30 317.80 312.70 317.00 +4.20 2,475 14,728 -148
Dec07 070516 304.40 307.20 303.60 306.50 +3.10 1,037 5,278 +262
Mar08 070516 300.00 302.20 299.70 301.00 +1.60 567 6,125 +58
Total Volume and Open Interest 15,252 80,725 -2,329
Cotton(NYBOT)
Jul07 070516 48.80 50.20 48.40 49.19 +1.44 10,285 133,312 -1,618
Oct07 070516 51.65 52.65 51.65 52.03 +1.28 219 4,297 +55
Dec07 070516 53.50 54.30 53.40 53.50 +1.20 4,461 63,494 -1
Mar08 070516 56.00 56.60 55.90 56.40 +1.25 491 17,542 +116
May08 070516 57.40 57.40 57.40 57.40 +1.25 46 901 +20
Jul08 070516 58.40 58.40 58.40 58.40 +1.25 105 2,452 +47
Total Volume and Open Interest 15,612 223,779 -1,380
Lumber(CME)
Jul07 070516 253.5 255.2 251.7 255.0 +1.5 1,410 5,871 -351
Sep07 070516 266.5 268.5 264.9 267.6 +2.4 236 687 +30
Nov07 070516 261.0 264.0 260.9 263.9 +1.9 32 462 +22
Jan08 070516 267.0 267.0 267.0 267.0 +2.3 6 63 -3
Total Volume and Open Interest 1,806 7,181 -329
Crude Oil(NYM)
Jun07 070516 62.80 62.80 61.98 62.55 -0.62 185,334 167,007 -14,792
Jul07 070516 64.20 64.20 63.20 63.95 -0.65 107,966 348,082 +5,347
Aug07 070516 65.50 65.50 64.45 65.20 -0.56 33,319 90,433 +4,114
Sep07 070516 66.25 66.25 65.35 66.14 -0.48 14,195 59,556 +280
Oct07 070516 66.83 66.83 66.83 66.83 -0.44 4,713 43,623 -389
Nov07 070516 67.39 67.39 67.39 67.39 -0.42 2,696 35,035 +355
Dec07 070516 67.80 67.88 67.30 67.88 -0.41 12,966 140,713 +3,424
Jan08 070516 68.31 68.31 68.31 68.31 -0.41 5,116 51,774 +1,649
Feb08 070516 68.68 68.68 68.68 68.68 -0.41 3,270 17,649 +989
Mar08 070516 68.99 68.99 68.99 68.99 -0.41 1,672 15,908 +283
Apr08 070516 69.25 69.25 69.25 69.25 -0.41 3,472 24,951 +2,637
May08 070516 69.47 69.47 69.47 69.47 -0.41 943 21,987 +514
Jun08 070516 69.66 69.66 69.66 69.66 -0.41 1,691 46,087 +55
Jul08 070516 69.82 69.82 69.82 69.82 -0.41 604 11,082 +253
Aug08 070516 69.94 69.94 69.94 69.94 -0.41 0 7,353 +0
Sep08 070516 70.04 70.04 70.04 70.04 -0.41 4,325 18,356 +175
Total Volume and Open Interest 391,180 1,448,897 +6,046
Heating Oil(NYM)
Jun07 070516 187.80 188.00 184.05 186.70 -2.32 27,862 39,117 +243
Jul07 070516 188.50 188.55 184.50 187.35 -2.02 12,535 62,869 +1,779
Aug07 070516 189.70 189.70 187.50 189.25 -1.67 5,602 19,727 +620
Sep07 070516 190.35 192.60 190.35 192.15 -1.37 2,028 14,290 +129
Oct07 070516 195.05 195.05 195.05 195.05 -1.27 1,255 8,167 +295
Nov07 070516 198.15 198.15 198.15 198.15 -1.17 586 4,167 +92
Dec07 070516 199.50 201.15 199.50 201.15 -1.02 1,860 23,022 +120
Jan08 070516 202.00 203.25 202.00 203.25 -0.97 261 13,952 +12
Feb08 070516 204.30 204.30 204.30 204.30 -0.92 15 4,041 +7
Mar08 070516 203.00 203.00 203.00 203.00 -0.87 471 4,888 +89
Apr08 070516 198.95 198.95 198.95 198.95 -0.72 348 3,471 +84
May08 070516 193.00 194.80 193.00 194.80 -0.62 51 1,715 +4
Total Volume and Open Interest 53,151 208,651 +3,480
Gasoline(NYMEX)
Jun07 070516 230.45 235.47 226.52 233.70 +3.54 46,755 52,604 -3,856
Jul07 070516 224.15 227.50 220.92 226.35 +2.24 25,184 45,886 +3,196
Aug07 070516 219.00 221.80 216.74 221.15 +1.14 7,910 18,999 +1,215
Sep07 070516 213.15 215.50 210.72 214.55 +0.49 4,995 19,298 +763
Oct07 070516 196.07 198.25 195.10 198.05 +0.24 1,723 7,654 +30
Nov07 070516 188.90 190.25 188.12 190.20 +0.14 682 5,019 +24
Dec07 070516 186.36 186.36 184.25 186.35 -0.01 721 6,193 +116
Jan08 070516 185.76 186.70 185.76 186.70 -0.01 95 3,996 +22
Feb08 070516 187.50 188.45 187.50 188.45 -0.06 113 974 +5
Mar08 070516 191.10 191.10 191.10 191.10 -0.01 48 1,492 +22
Total Volume and Open Interest 88,682 171,694 +1,608
e-MiNY RBOB Gasoline(NYMEX)
Jun07 070516 227.20 233.70 227.20 233.70 +3.54 3 8 -1
Jul07 070516 226.35 226.35 226.35 226.35 +2.24 0 2 +0
Aug07 070516 221.15 221.15 221.15 221.15 +1.14 0 1 +0
Sep07 070516 214.55 214.55 214.55 214.55 +0.49 0 1 +0
Total Volume and Open Interest 3 12 -1
Natural Gas(NYM)
Jun07 070516 7.820 7.890 7.760 7.890 +0.026 41,601 45,291 -3,484
Jul07 070516 7.985 8.060 7.930 8.051 +0.029 18,659 113,492 +520
Aug07 070516 8.055 8.169 8.055 8.169 +0.034 7,588 37,425 +555
Sep07 070516 8.140 8.245 8.140 8.233 +0.037 5,118 33,797 +1,438
Oct07 070516 8.230 8.345 8.230 8.345 +0.040 5,175 44,494 +1,063
Nov07 070516 8.970 9.010 8.940 9.010 +0.040 1,950 22,480 +210
Dec07 070516 9.650 9.662 9.600 9.662 +0.037 720 40,661 +331
Jan08 070516 9.910 9.995 9.910 9.995 +0.040 3,430 38,689 +1,465
Feb08 070516 9.970 9.980 9.920 9.980 +0.040 1,753 20,817 +274
Mar08 070516 9.730 9.754 9.690 9.754 +0.040 2,191 50,498 -509
Apr08 070516 8.430 8.450 8.420 8.429 +0.020 1,173 36,846 +495
May08 070516 8.310 8.310 8.306 8.306 +0.020 627 18,562 +307
Jun08 070516 8.380 8.380 8.380 8.380 +0.020 376 10,447 -28
Jul08 070516 8.465 8.465 8.465 8.465 +0.020 89 5,912 -16
Aug08 070516 8.500 8.525 8.500 8.525 +0.015 57 8,280 +8
Sep08 070516 8.580 8.580 8.560 8.560 +0.010 5 6,193 +4
Total Volume and Open Interest 93,784 762,147 +3,258
Brent Crude Oil(ICE)
Jun07 070516 67.95 68.54 67.46 68.01 -0.10 66,258 38,965 -32,567
Jul07 070516 68.40 68.87 67.11 67.97 -0.45 155,132 182,709 +29,586
Aug07 070516 68.68 69.11 67.38 68.24 -0.46 55,310 124,545 +5,209
Sep07 070516 68.78 69.32 67.78 68.54 -0.45 17,357 50,939 -871
Oct07 070516 69.09 69.58 68.12 68.89 -0.43 5,397 23,380 -531
Nov07 070516 69.42 69.94 68.49 69.27 -0.41 4,445 22,575 +179
Dec07 070516 70.03 70.31 68.83 69.63 -0.40 17,972 76,848 +2,731
Jan08 070516 69.89 69.89 69.89 69.89 -0.41 0 15,048 +2,013
Feb08 070516 70.05 70.05 70.05 70.05 -0.42 0 5,741 +676
Mar08 070516 70.18 70.18 70.18 70.18 -0.45 0 8,377 -1
Apr08 070516 70.31 70.31 70.31 70.31 -0.45 0 6,554 +50
May08 070516 70.43 70.43 70.43 70.43 -0.45 0 1,609 +50
Jun08 070516 70.45 70.55 69.94 70.55 -0.45 1,135 19,814 +987
Jul08 070516 70.58 70.58 70.58 70.58 -0.43 0 1,544 +0
Total Volume and Open Interest 330,306 706,320 +8,040
Gas Oil(ICE)
Jun07 070516 595.00 598.00 582.00 588.50 -4.75 50,034 81,586 -2,652
Jul07 070516 598.00 601.00 585.25 592.00 -4.50 33,382 68,928 +2,135
Aug07 070516 602.00 605.00 590.00 596.25 -4.25 14,357 28,282 +1,666
Sep07 070516 603.25 604.00 597.00 601.00 -4.00 3,799 18,692 -426
Oct07 070516 608.00 609.00 601.75 605.75 -3.75 1,470 9,304 +87
Nov07 070516 617.75 618.00 610.25 610.25 -3.75 1,030 10,080 +439
Dec07 070516 623.00 623.00 611.50 615.25 -3.50 3,523 50,932 +187
Jan08 070516 625.75 625.75 624.00 624.00 -3.50 0 19,290 +520
Feb08 070516 623.75 623.75 623.50 623.50 -3.50 0 5,674 +139
Mar08 070516 622.25 622.25 622.00 622.00 -3.25 0 5,644 +250
Total Volume and Open Interest 107,595 334,290 +3,880
US Dollar Index(NYBOT)
Jun07 070516 81.965 82.050 81.820 82.050 +0.390 3,911 32,439 +713
Sep07 070516 81.400 81.810 81.400 81.810 +0.390 53 2,378 +17
Dec07 070516 81.570 81.570 81.570 81.570 +0.390 20 11 -15
Total Volume and Open Interest 3,984 34,833 +715
Australian Dollar(CME)
Jun07 070516 82.90 82.90 82.29 82.29 -0.88 5,166 113,145 -2,923
Sep07 070516 82.08 82.08 82.08 82.08 -0.88 0 1,210 +31
Dec07 070516 81.79 81.79 81.79 81.79 -0.88 0 420 +0
Total Volume and Open Interest 5,166 114,784 -2,892
British Pound(CME)
Jun07 070516 198.12 198.21 197.56 197.77 -0.74 5,237 125,170 +1,944
Sep07 070516 197.58 197.58 197.58 197.58 -0.74 5 738 +1
Dec07 070516 197.28 197.28 197.28 197.28 -0.74 0 164 +1
Total Volume and Open Interest 5,242 126,092 +1,946
Canadian Dollar(CME)
Jun07 070516 91.03 91.03 90.50 90.69 -0.47 4,654 163,779 +5,784
Sep07 070516 91.25 91.25 90.70 90.92 -0.46 23 2,802 +99
Dec07 070516 91.00 91.14 90.93 91.14 -0.46 2 1,721 -4
Mar08 070516 91.55 91.55 91.32 91.32 -0.46 8 348 +6
Total Volume and Open Interest 4,687 168,888 +5,885
Japanese Yen(CME)
Jun07 070516 83.29 83.31 83.15 83.17 -0.35 3,189 270,378 -489
Sep07 070516 84.14 84.14 84.14 84.14 -0.36 1 9,608 +324
Dec07 070516 85.06 85.06 85.06 85.06 -0.36 0 5,261 +19
Total Volume and Open Interest 3,190 297,263 -146
Swiss Franc(CME)
Jun07 070516 82.29 82.30 81.84 81.99 -0.53 3,560 80,957 -1,586
Sep07 070516 82.58 82.58 82.58 82.58 -0.53 0 318 -13
Dec07 070516 83.11 83.11 83.11 83.11 -0.53 0 49 +0
Total Volume and Open Interest 3,560 81,328 -1,599
EuroFX(CME)
Jun07 070516 135.94 135.94 135.21 135.39 -0.70 2,631 233,473 +12,973
Sep07 070516 135.73 135.79 135.73 135.79 -0.70 50 2,565 +113
Dec07 070516 136.08 136.08 136.08 136.08 -0.70 0 629 +5
Total Volume and Open Interest 2,681 236,773 +13,091
Mexican Peso(CME)
Jun07 070516 9265.0 9275.0 9235.0 9250.0 +10.0 1,233 118,418 +600
Jul07 070516 9235.0 9235.0 9235.0 9235.0 +10.0 0 53 +0
Total Volume and Open Interest 1,885 142,943 -42
30-Year T-Bonds(CBOT)
Jun07 070516 110~29 111~06 110~25 110~30 +0~02 473,552 847,631 +622
Sep07 070516 111~02 111~06 110~26 110~31 +0~02 34,151 84,219 +19,133
Dec07 070516 110~31 111~00 110~31 111~00 +0~03 8 275 +2
Total Volume and Open Interest 507,711 932,160 +19,759
10-Year T-Notes(CBOT)
Jun07 070516 107~230 107~280 107~200 107~220 unch 1,674,595 2,675,431 +58,667
Sep07 070516 107~260 108~040 107~220 107~240 +0~005 50,791 254,824 +22,252
Total Volume and Open Interest 1,725,389 2,931,676 +80,918
5-Year T-Notes(CBOT)
Jun07 070516 105~115 105~130 105~080 105~095 unch 573,743 0 +0
Sep07 070516 105~165 105~165 105~140 105~140 unch 12,566 0 +0
Total Volume and Open Interest 586,309    
2 Year T-Notes(CBOT)
Jun07 070516 102~016 102~017 102~010 102~012 unch 5,240 1,054,356 +10,705
Sep07 070516 102~036 102~036 102~036 102~036 unch 1,420 84,175 +15,557
Total Volume and Open Interest 6,660 1,138,531 +26,262
Eurodollars(CME)
Jun07 070516 94.655 94.658 94.652 94.652 unch 10,875 1,529,452 +1,937
Sep07 070516 94.745 94.755 94.740 94.740 +0.005 22,002 1,762,917 +53,259
Dec07 070516 94.880 94.890 94.860 94.875 +0.020 24,316 1,893,403 +3,881
Mar08 070516 95.025 95.035 94.990 95.015 +0.020 18,687 1,558,763 +16,034
Jun08 070516 95.130 95.135 95.100 95.110 +0.010 15,472 1,462,567 +58,871
Sep08 070516 95.185 95.185 95.160 95.160 unch 17,466 930,296 -2,210
Dec08 070516 95.210 95.210 95.175 95.180 unch 29,775 701,205 -441
Mar09 070516 95.215 95.215 95.180 95.185 unch 12,139 494,030 +3,340
Jun09 070516 95.175 95.180 95.165 95.165 unch 14,237 341,674 +1,174
Sep09 070516 95.145 95.150 95.135 95.135 unch 14,891 274,130 +2,197
Dec09 070516 95.100 95.100 95.085 95.090 unch 10,099 174,428 +1,784
Mar10 070516 95.070 95.070 95.055 95.060 unch 5,568 151,587 -404
Jun10 070516 95.035 95.035 95.020 95.025 unch 10,072 87,279 +3,018
Sep10 070516 95.000 95.000 94.985 94.990 unch 3,013 87,858 +904
Dec10 070516 94.950 94.950 94.940 94.945 +0.005 2,676 96,971 +142
Mar11 070516 94.925 94.925 94.915 94.920 +0.005 2,103 98,459 +1,421
Jun11 070516 94.895 94.895 94.885 94.890 +0.005 2,555 87,155 -237
Sep11 070516 94.860 94.860 94.850 94.855 +0.005 2,698 50,675 -87
Total Volume and Open Interest 226,171 11,978,719 +106,042
3-Mth Euro-Yen(CME)
Jun07 070516 99.32 99.32 99.31 99.31 unch 1,102 24,994 -1,953
Sep07 070516 99.18 99.18 99.18 99.18 +0.02 785 12,883 +250
Dec07 070516 99.09 99.09 99.09 99.09 +0.02 40 12,558 +89
Mar08 070516 98.99 98.99 98.99 98.99 +0.03 23 6,220 +322
Jun08 070516 98.90 98.90 98.90 98.90 +0.02 0 1,735 +166
Sep08 070516 98.81 98.82 98.81 98.82 +0.01 0 3,158 -501
Dec08 070516 98.74 98.74 98.74 98.74 unch 0 828 +0
Mar09 070516 98.65 98.66 98.65 98.66 +0.01 0 10 +0
Jun09 070516 98.62 98.62 98.62 98.62 +0.02 0 5 +0
Sep09 070516 98.53 98.53 98.53 98.53 +0.01 0 10 +0
Total Volume and Open Interest 1,950 62,401 -1,627
3-Mth Euro-Yen(SIMEX)
Jun07 070516 99.31 99.32 99.31 99.32 +0.01 1,790 78,855 -1,810
Sep07 070516 99.17 99.18 99.17 99.18 +0.02 200 53,866 -407
Dec07 070516 99.08 99.09 99.07 99.09 +0.02 197 61,998 -336
Mar08 070516 98.98 98.99 98.98 98.99 +0.02 349 39,132 +342
Jun08 070516 98.89 98.91 98.89 98.90 +0.01 535 12,715 +423
Sep08 070516 98.81 98.82 98.81 98.82 +0.01 615 10,276 +26
Dec08 070516 98.74 98.74 98.74 98.74 +0.01 66 2,329 +0
Mar09 070516 98.66 98.67 98.66 98.67 +0.02 0 637 +0
Total Volume and Open Interest 3,752 261,551 -1,762
German Euro-Bund(EUREX)
Jun07 070516 113.03 113.08 112.84 112.97 +0.03 1,252,871 1,768,610 +42,015
Sep07 070516 112.97 113.04 112.84 112.96 +0.03 4,666 40,485 +1,971
Dec07 070516 112.61 112.61 112.61 112.61 +0.04 110 0 +0
Total Volume and Open Interest 1,257,647 1,809,095 +43,986
German Euro-Bobl(EUREX)
Jun07 070516 107.18 107.20 107.05 107.11 -0.02 615,875 1,376,689 +49,146
Sep07 070516 107.26 107.28 107.20 107.23 -0.02 2,703 20,023 +1,962
Dec07 070516 107.25 107.25 107.25 107.25 -0.02      
Total Volume and Open Interest 618,578 1,396,712 +51,108
Long Gilt(LIFFE)
Jun07 070516 106~16 106~20 106~12 106~16 +0~02 83,946 408,796 +694
Sep07 070516 106~17 106~17 106~17 106~17 +0~02 0 5 +0
Total Volume and Open Interest 83,946 408,801 +694
3-Mth Short Sterling(LIFFE)
Jun07 070516 94.19 94.19 94.19 94.19 +0.01 53,804 553,578 -2,672
Sep07 070516 94.06 94.06 94.06 94.06 -0.01 92,166 631,639 +4,725
Dec07 070516 94.03 94.03 94.03 94.03 -0.01 87,661 548,818 +7,350
Total Volume and Open Interest 437,028 3,191,933 +33,626
3-Mth Euribor(LIFFE)
Jun07 070516 95.850 95.850 95.840 95.845 unch 34,699 814,214 +7,709
Sep07 070516 95.690 95.695 95.655 95.665 -0.025 188,153 1,090,152 +7,664
Dec07 070516 95.585 95.590 95.540 95.550 -0.030 180,755 961,914 +4,029
Total Volume and Open Interest 918,547 4,931,572 +53,287
3-Mth Aus T-Bills(SFE)
Jun07 070516 93.58 93.61 93.57 93.61 +0.02 6,722 461,276 -3,191
Sep07 070516 93.47 93.53 93.45 93.53 +0.05 21,362 307,312 +5,863
Dec07 070516 93.38 93.45 93.37 93.44 +0.05 6,469 160,937 -2,274
Mar08 070516 93.35 93.41 93.35 93.41 +0.05 8,388 94,334 +2,651
Jun08 070516 93.36 93.41 93.34 93.41 +0.04 5,647 65,441 +3,452
Sep08 070516 93.38 93.43 93.37 93.43 +0.04 8,219 43,744 +2,570
Dec08 070516 93.40 93.44 93.39 93.44 +0.03 856 28,516 +486
Mar09 070516 93.45 93.46 93.45 93.46 +0.04 203 11,424 +202
Jun09 070516 93.46 93.46 93.46 93.46 +0.04 1 4,001 +0
Sep09 070516 93.46 93.46 93.46 93.46 +0.03 0 1,418 +0
Total Volume and Open Interest 57,867 1,178,803 +9,759
10-Year Aus T-Bonds(SFE)
Jun07 070516 94.08 94.11 94.07 94.11 +0.01 25,458 442,757 +6,567
Sep07 070516 94.11 94.11 94.11 94.11 +0.01      
Total Volume and Open Interest 25,458 442,757 +6,567
3-Year Aus T-Bonds(SFE)
Jun07 070516 93.82 93.87 93.82 93.87 +0.04 65,099 714,317 -36
Sep07 070516 93.88 93.88 93.88 93.88 +0.04      
Total Volume and Open Interest 65,099 714,317 -36
Gold(CMX)
Jun07 070516 670.5 671.5 660.7 661.5 -13.0 69,825 188,987 -299
Aug07 070516 677.0 677.0 666.5 667.7 -13.1 6,923 60,767 +276
Oct07 070516 675.0 675.0 673.0 673.9 -13.2 908 37,920 +452
Dec07 070516 689.0 689.0 679.2 680.1 -13.3 1,199 65,719 +794
Feb08 070516 686.1 686.1 686.1 686.1 -13.4 466 6,038 +73
Apr08 070516 691.9 691.9 691.9 691.9 -13.5 4 12,982 +0
Jun08 070516 697.8 697.8 697.8 697.8 -13.6 0 8,016 +0
Aug08 070516 709.5 709.5 703.6 703.6 -13.7 0 787 +0
Oct08 070516 709.4 709.4 709.4 709.4 -13.8 0 980 +0
Dec08 070516 715.2 715.2 715.2 715.2 -13.9 227 7,642 +205
Feb09 070516 721.1 721.1 721.1 721.1 -14.0 200 2,800 +200
Total Volume and Open Interest 79,762 408,936 +1,702
Silver(CMX)
May07 070516 1284.3 1284.3 1284.3 1284.3 -38.3 26 98 -24
Jul07 070516 1321.0 1324.0 1292.0 1293.0 -38.5 15,097 65,590 -535
Sep07 070516 1305.5 1305.5 1305.5 1305.5 -38.6 259 11,228 -36
Dec07 070516 1346.0 1351.0 1322.0 1322.9 -38.7 205 16,368 +4
Mar08 070516 1338.9 1338.9 1338.9 1338.9 -38.9 30 2,578 +10
May08 070516 1348.0 1348.0 1348.0 1348.0 -39.2 0 1,947 +0
Jul08 070516 1357.2 1357.2 1357.2 1357.2 -39.4 6 1,469 +3
Total Volume and Open Interest 15,810 108,698 -593
Platinum(NYM)
Jul07 070516 1339.0 1339.0 1325.0 1325.8 -13.8 1,309 15,732 +41
Oct07 070516 1332.8 1332.8 1332.8 1332.8 -13.8 23 347 +19
Jan08 070516 1337.8 1337.8 1337.8 1337.8 -13.8 0 2 +0
Apr08 070430 1295.0 1295.0 1295.0 1295.0 unch      
Total Volume and Open Interest 910 14,399  
Palladium(NYME)
Jun07 070516 358.00 360.00 357.00 357.50 -0.95 2,167 14,393 -457
Sep07 070516 362.00 362.80 362.00 362.80 -0.90 733 5,261 +272
Dec07 070516 368.30 368.30 368.30 368.30 -0.90 20 317 +2
Total Volume and Open Interest 2,920 19,977 -183
Copper(CMX)
May07 070516 345.00 345.00 342.40 342.40 -10.95 683 1,600 -435
Jul07 070516 349.50 349.80 341.85 342.25 -11.50 9,546 55,027 +964
Sep07 070516 347.75 347.75 340.00 341.15 -11.15 955 10,743 +394
Dec07 070516 340.00 340.00 335.25 335.25 -10.55 179 5,458 +51
Mar08 070516 327.85 327.85 327.85 327.85 -9.95 17 1,049 +0
Total Volume and Open Interest 11,910 81,845 +1,007
Aluminum(CMX)
May07 070516 126.00 126.00 126.00 126.00 -0.80 0 1 +0
Jun07 070516 126.00 126.00 126.00 126.00 -0.80 0 53 +0
Jul07 070516 125.60 125.60 125.60 125.60 -0.80 0 40 +0
Aug07 070516 125.20 125.20 125.20 125.20 -0.80 0 40 +0
Sep07 070516 124.80 124.80 124.80 124.80 -0.80 0 40 +0
Oct07 070516 124.50 124.50 124.50 124.50 -0.80 0 40 +0
Total Volume and Open Interest 0 408 +0
DJIA Index(CBOT)
Jun07 070516 13462 13532 13402 13530 +92 8,087 47,984 +1,662
Sep07 070516 13565 13650 13550 13647 +92 58 170 +29
Dec07 070516 13620 13758 13620 13758 +92 0 20 +0
Mar08 070516 13872 13872 13872 13872 +92      
Total Volume and Open Interest 8,145 48,174 +1,691
S & P 500(CME)
Jun07 070516 1510.40 1518.30 1506.20 1518.00 +9.60 37,527 610,338 -1,879
Sep07 070516 1525.70 1532.60 1522.20 1532.60 +9.70 3,144 41,259 +3,028
Dec07 070516 1545.30 1545.30 1545.30 1545.30 +9.50 2 3,323 -2
Mar08 070516 1557.50 1557.50 1557.50 1557.50 +9.70 2 5,468 +0
Total Volume and Open Interest 40,675 660,594 +1,147
S & P 500 E-Mini(Globex)
Jun07 070516 1508.00 1518.50 1506.00 1518.00 +9.50 1,717,996 1,987,104 +5,328
Sep07 070516 1522.50 1533.00 1520.50 1532.50 +9.50 4,147 22,902 +3,580
Total Volume and Open Interest 1,722,143 2,010,006 +8,908
NASDAQ 100(CME)
Jun07 070516 1886.00 1902.00 1873.50 1901.30 +17.80 4,518 58,165 -3,149
Sep07 070516 1926.00 1926.00 1926.00 1926.00 +17.70 0 61 +0
Dec07 070516 1946.30 1946.30 1946.30 1946.30 +17.80 8 29 +8
Total Volume and Open Interest 4,526 58,255 -3,141
NASDAQ 100 E-Mini(Globex)
Jun07 070516 1883.30 1901.50 1873.80 1901.30 +17.80 458,374 457,794 +7,634
Sep07 070516 1902.00 1926.00 1899.00 1926.00 +17.70 115 516 +1
Total Volume and Open Interest 458,489 458,310 +7,635
S & P Midcap 400(CME)
Jun07 070516 892.00 895.50 887.50 894.10 +2.60 206 9,294 +186
Sep07 070516 901.70 901.70 901.70 901.70 +2.60      
Dec07 070516 909.30 909.30 909.30 909.30 +2.60      
Total Volume and Open Interest 206 9,294 +186
Russell 2000(CME)
Jun07 070516 817.75 822.50 812.30 821.50 +4.30 1,312 45,707 +540
Sep07 070516 829.10 829.10 829.10 829.10 +4.30 0 48 +0
Dec07 070516 836.70 836.70 836.70 836.70 +4.30      
Total Volume and Open Interest 1,312 45,755 +540
Russell 2000 E-Mini(Globex)
Jun07 070516 816.90 822.40 811.80 821.50 +4.30 281,377 521,239 +12,225
Sep07 070516 824.00 829.80 819.50 829.10 +4.30 4,795 16,284 +4,282
Total Volume and Open Interest 286,172 537,523 +16,507
Value Line(KCBT)
Jun07 070516 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070516 17605 17675 17530 17675 +140      
Sep07 070516 17710 17710 17710 17710 +140      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070516 17520 17570 17440 17565 +20 60,466 269,096 +638
Sep07 070516 17525 17585 17475 17555 +15 23 172 -3
Dec07 070516 17515 17515 17515 17515 +15 0 200 +0
Total Volume and Open Interest 60,489 269,470 +635
CAC 40(EURONEXT)
May07 070516 6023.0 6043.5 5998.0 6005.0 -33.0 296,641 570,269 +60,963
Jun07 070516 5959.5 5978.5 5937.0 5942.0 -33.5 163,399 246,438 +142,910
Jul07 070516 5971.5 5973.0 5951.5 5956.0 -33.0 11 120 -9
Total Volume and Open Interest 460,104 819,269 +203,818
Hang Seng Index(HKFE)
May07 070516 20875 20977 20775 20920 +100 56,661 118,045 +1,892
Jun07 070516 20877 21032 20842 20985 +111 3,275 9,650 +1,055
Total Volume and Open Interest 60,167 128,543 +2,959
DAX(EUREX)
Jun07 070516 7498.5 7547.5 7483.5 7502.5 -20.0 235,551 431,761 +10,651
Sep07 070516 7582.0 7630.0 7570.0 7585.0 -20.0 355 6,124 -17
Dec07 070516 7676.0 7706.0 7664.0 7667.5 -19.5 452 3,562 +445
Total Volume and Open Interest 236,358 441,447 +11,079
FT-SE 100(EURONEXT)
Jun07 070516 6561.00 6592.00 6550.50 6568.00 +3.00 108,622 580,932 +7,706
Sep07 070516 6592.00 6607.00 6590.50 6607.00 +3.00 5,519 14,398 +4,507
Dec07 070516 6674.00 6674.00 6665.00 6665.00 +3.50 0 5,622 +0
Total Volume and Open Interest 114,141 600,981 +12,213
SPI 200(SFE)
Jun07 070516 6325.0 6334.0 6275.0 6307.0 -7.0 17,158 313,212 +210
Sep07 070516 6339.0 6339.0 6294.0 6313.0 -7.0 47 5,904 +41
Dec07 070516 6355.0 6355.0 6355.0 6355.0 -7.0 0 3,350 +0
Total Volume and Open Interest 17,213 323,580 +256
GSCI(CME)
Jun07 070516 472.40 472.50 467.00 470.90 -2.60 520 19,049 -46
Jul07 070516 475.00 476.40 474.80 476.40 -2.60      
Aug07 070516 479.50 479.50 479.50 479.50 -2.50      
Total Volume and Open Interest 824 21,441  
Reuters CRB Index(NYBOT)
Jun07 070516 402.00 405.50 402.00 404.75 -0.75 17 906 -1
Aug07 070516 413.00 413.00 412.25 412.25 -0.75 0 411 +0
Nov07 070516 418.50 418.50 417.75 417.75 -0.75 0 200 +0
Total Volume and Open Interest 17 1,519 -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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