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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 June 01, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070601 806.25 819.50 805.50 817.50 +11.25 23,925 248,118 -3,980
Aug07 070601 813.50 826.50 813.50 824.75 +11.25 3,422 20,743 +2,509
Sep07 070601 821.00 833.50 821.00 832.50 +12.50 1,278 10,998 +157
Nov07 070601 836.00 848.50 834.50 847.25 +11.00 10,125 148,109 +2,564
Jan08 070601 844.00 856.50 844.00 856.00 +12.00 363 13,830 +292
Mar08 070601 849.00 861.00 849.00 860.50 +11.75 1,004 12,832 +670
May08 070601 849.50 862.00 849.50 861.00 +9.00 753 13,879 -193
Total Volume and Open Interest 43,965 527,274 +3,685
Soybean Meal(CBOT)
Jul07 070601 217.00 221.80 217.00 221.40 +4.50 15,071 78,619 +1,771
Aug07 070601 219.00 223.00 218.80 222.40 +3.30 3,170 23,430 -587
Sep07 070601 221.70 225.00 221.30 224.80 +4.00 1,715 16,373 +128
Oct07 070601 221.80 225.60 221.80 225.50 +4.00 332 9,650 +254
Dec07 070601 224.50 229.00 224.30 228.80 +4.30 5,049 55,439 -1,387
Jan08 070601 226.50 229.00 226.00 228.60 +4.50 119 5,756 -39
Mar08 070601 227.00 231.00 227.00 230.70 +3.20 937 6,911 +376
May08 070601 227.50 230.50 227.50 230.50 +3.00 425 6,102 +80
Total Volume and Open Interest 26,993 213,836 +702
Soybean Oil(CBOT)
Jul07 070601 35.75 36.04 35.62 35.81 +0.10 13,228 166,978 -1,938
Aug07 070601 36.02 36.25 35.88 36.07 +0.09 3,758 22,042 +2,882
Sep07 070601 36.17 36.50 36.16 36.32 +0.15 634 12,976 +198
Oct07 070601 36.40 36.68 36.38 36.54 +0.06 357 10,700 +28
Dec07 070601 36.92 37.15 36.83 37.09 +0.14 5,134 78,344 +1,824
Jan08 070601 37.36 37.36 37.36 37.36 +0.13 300 6,972 +91
Mar08 070601 37.50 37.60 37.50 37.60 +0.18 1,028 4,757 +392
May08 070601 37.85 37.85 37.85 37.85 +0.20 143 4,442 +190
Total Volume and Open Interest 25,022 316,781 +3,977
Canola(WCE)
Jul07 070601 390.5 393.0 388.8 391.8 +1.9 9,347 37,484 -1,838
Total Volume and Open Interest 22,185 128,104 +3,249
Corn(CBOT)
Jul07 070601 387.50 393.50 386.00 386.75 -3.50 34,731 397,510 +3,631
Sep07 070601 387.00 393.00 386.00 389.25 -2.25 12,933 170,935 +9,324
Dec07 070601 380.00 386.50 379.50 383.00 -1.75 22,818 460,423 +1,373
Mar08 070601 392.00 397.00 391.00 393.50 -3.25 1,158 56,280 +393
May08 070601 399.25 404.50 399.00 401.25 -1.00 389 14,175 +156
Jul08 070601 404.00 409.50 403.25 406.00 -2.50 957 33,542 +142
Total Volume and Open Interest 75,302 1,274,581 +15,011
Wheat(CBOT)
Jul07 070601 518.50 530.50 516.00 520.75 +3.75 22,446 182,172 -5,783
Sep07 070601 531.00 544.00 530.00 535.50 +3.50 13,321 77,776 +8,184
Dec07 070601 541.50 554.00 540.50 547.00 +4.00 7,379 81,147 +1,773
Mar08 070601 548.00 560.00 548.00 554.00 +4.00 662 5,280 +751
May08 070601 544.00 551.00 544.00 550.00 +4.00 5 317 +4
Total Volume and Open Interest 44,993 378,103 +5,344
Wheat(KCBT)
Jul07 070601 504.00 520.00 504.00 507.50 +3.50 9,659 67,575 -444
Sep07 070601 517.00 529.50 515.50 522.00 +5.50 2,748 22,714 +327
Dec07 070601 529.50 543.00 529.00 533.50 +3.75 2,228 23,620 +519
Mar08 070601 543.00 549.00 543.00 546.00 +9.00 64 1,989 +58
May08 070601 520.00 522.00 520.00 522.00 -2.00 0 2 +0
Total Volume and Open Interest 15,053 121,751 +711
Wheat(MGE)
Jul07 070601 536.00 545.00 533.00 535.75 -1.50 4,159 14,340 -1,040
Sep07 070601 535.50 545.00 535.50 541.75 +0.75 2,774 12,764 -444
Dec07 070601 546.00 556.50 546.00 550.50 unch 2,485 19,299 +590
Mar08 070601 555.00 569.00 555.00 569.00 +9.00 60 1,321 +38
May08 070601 556.00 567.00 556.00 567.00 +11.00 0 15 +0
Total Volume and Open Interest 9,542 48,882 -812
Oats(CBOT)
Jul07 070601 283.25 287.75 281.75 286.00 +5.00 1,729 5,887 -653
Sep07 070601 282.25 290.50 282.25 290.50 +7.00 1,710 2,074 +600
Dec07 070601 273.25 278.00 273.25 278.00 +5.00 714 9,598 +4
Mar08 070601 280.50 281.50 280.50 281.50 +1.50 35 626 +8
Total Volume and Open Interest 4,193 18,191 -36
Rough Rice(CBOT)
Jul07 070601 10.24 10.28 10.19 10.19 -0.02 809 4,840 -368
Sep07 070601 10.62 10.63 10.57 10.58 -0.03 846 3,225 +215
Nov07 070601 10.91 10.92 10.88 10.90 -0.01 54 6,919 +30
Jan08 070601 11.19 11.19 11.15 11.15 -0.01 39 453 +39
Total Volume and Open Interest 1,748 15,552 -84
Live Cattle(CME)
Jun07 070601 91.350 91.830 90.580 90.800 -0.350 11,085 37,100 -1,678
Aug07 070601 91.680 92.000 90.600 90.680 -0.800 18,048 143,464 +2,860
Oct07 070601 95.400 95.550 94.200 94.330 -0.900 4,383 50,605 -227
Dec07 070601 96.050 96.200 95.135 95.480 -0.470 1,324 17,802 +58
Feb08 070601 97.100 97.200 96.250 96.430 -0.605 312 11,062 +16
Apr08 070601 96.900 97.150 96.450 96.650 -0.450 484 3,678 +259
Total Volume and Open Interest 35,795 265,132 +1,412
Feeder Cattle(CME)
Aug07 070601 111.430 111.450 109.950 110.250 -1.180 1,949 16,205 -92
Sep07 070601 111.400 111.400 109.750 110.080 -1.220 472 2,379 +125
Oct07 070601 110.800 110.800 109.350 109.900 -0.885 98 1,621 +41
Nov07 070601 110.150 110.200 109.100 109.230 -1.020 33 334 +8
Jan08 070601 106.800 106.800 106.800 106.800 -1.100 4 330 +1
Mar08 070601 106.500 106.500 106.500 106.500 -0.500 4 23 +4
Apr08 070601 106.400 106.400 106.400 106.400 unch 0 3 +0
Total Volume and Open Interest 2,560 20,895 +87
Lean Hogs(CME)
Jun07 070601 74.800 75.050 74.550 74.885 -0.195 6,403 20,957 -2,635
Jul07 070601 74.050 75.400 74.000 75.150 +0.615 8,368 76,544 +200
Aug07 070601 73.200 74.550 72.950 74.500 +0.450 3,865 43,075 +712
Oct07 070601 66.750 68.100 66.600 68.050 +0.900 2,532 22,113 +896
Dec07 070601 64.500 65.550 64.300 65.535 +0.705 1,529 15,009 +589
Feb08 070601 67.000 68.250 67.000 68.135 +1.000 234 4,027 -26
Apr08 070601 68.850 69.600 68.850 69.600 +0.800 41 763 -24
May08 070601 73.250 73.600 73.250 73.600 +0.900 8 67 -4
Total Volume and Open Interest 23,004 182,626 -276
Pork Bellies(CME)
Jul07 070601 100.400 100.400 97.650 98.700 -1.950 319 1,053 +48
Aug07 070601 99.300 99.300 96.950 97.300 -2.150 47 198 +31
Feb08 070601 100.000 100.000 100.000 100.000 -1.480 3 35 +2
Mar08 070601 102.250 102.250 102.250 102.250 -0.300 0 1 +0
Total Volume and Open Interest 369 1,287 +81
Class III Milk(CME)
Jun07 070601 20.14 20.25 20.05 20.16 unch 456 3,849 -60
Jul07 070601 20.50 20.79 20.38 20.74 +0.25 411 4,132 +21
Aug07 070601 19.55 19.90 19.48 19.78 +0.18 281 3,781 +29
Sep07 070601 19.15 19.30 19.10 19.15 unch 253 3,568 +16
Oct07 070601 18.25 18.45 18.25 18.35 unch 134 3,180 -59
Total Volume and Open Interest 2,164 36,613 -2,964
Cocoa(NYBOT)
Jul07 070601 1890 1892 1855 1883 unch 9,145 66,848 -1,426
Sep07 070601 1910 1916 1882 1909 unch 4,142 32,406 +1,877
Dec07 070601 1907 1936 1907 1932 +1 1,118 30,619 +241
Mar08 070601 1953 1953 1953 1953 unch 315 11,818 +134
May08 070601 1970 1970 1970 1970 +1 136 2,956 +25
Jul08 070601 1990 1990 1988 1988 unch 49 2,869 +7
Sep08 070601 2006 2006 2006 2006 unch 0 2,524 +0
Total Volume and Open Interest 15,009 159,001 +861
Coffee "C"(NYBOT)
Jul07 070601 113.50 117.90 113.50 117.40 +5.50 10,816 79,503 -798
Sep07 070601 116.60 120.30 116.50 120.20 +5.45 5,362 44,524 +1,975
Dec07 070601 121.00 123.90 121.00 123.90 +5.40 1,526 15,596 +195
Mar08 070601 124.40 127.35 124.40 127.35 +5.40 932 6,381 +235
May08 070601 129.50 129.50 129.50 129.50 +5.40 495 4,862 +43
Jul08 070601 114.60 131.55 114.60 131.55 +5.40 403 3,255 +20
Total Volume and Open Interest 21,589 163,121 +2,613
Orange Juice(NYBOT)
Jul07 070601 151.75 155.85 151.50 154.65 +3.25 4,611 12,861 -1,599
Sep07 070601 152.50 155.60 152.50 155.50 +3.20 2,702 6,551 +1,685
Nov07 070601 153.25 156.25 153.25 155.00 +2.90 462 6,867 -10
Jan08 070601 152.50 155.00 152.50 155.00 +3.00 228 1,873 +25
Mar08 070601 155.50 155.50 155.50 155.50 +3.00 24 1,525 -1
May08 070601 156.00 156.00 156.00 156.00 +3.25 1 5 -1
Total Volume and Open Interest 8,028 29,694 +99
Sugar #11(NYBOT)
Jul07 070601 9.10 9.31 9.10 9.24 -0.10 71,984 361,954 -1,717
Oct07 070601 9.25 9.47 9.25 9.46 +0.07 59,773 223,925 +15,569
Mar08 070601 9.81 9.97 9.80 9.97 +0.10 7,098 84,234 +2,666
May08 070601 10.06 10.06 10.06 10.06 +0.08 925 23,469 -320
Jul08 070601 10.10 10.13 10.10 10.13 +0.06 2,613 31,266 -1,083
Total Volume and Open Interest 147,572 786,997 +16,349
Sugar #14(NYBOT)
Jul07 070601 21.29 21.29 21.29 21.29 -0.01 1,688 1,021 -969
Sep07 070601 21.12 21.12 21.12 21.12 unch 165 2,027 +0
Nov07 070601 21.05 21.05 21.05 21.05 unch 226 1,874 +189
Jan08 070601 21.10 21.10 21.10 21.10 unch 44 1,585 +9
Mar08 070601 21.20 21.20 21.20 21.20 -0.05 61 997 +60
Total Volume and Open Interest 2,184 7,819 -711
London Cocoa(LCE)
Jul07 070601 1030 1041 1018 1028 -5 4,161 63,600 -77
Sep07 070601 1042 1053 1034 1043 -2 5,002 47,510 +516
Dec07 070601 1039 1053 1036 1044 -2 1,246 40,317 -58
Mar08 070601 1043 1053 1040 1048 unch 1,207 25,616 +418
May08 070601 1050 1062 1048 1055 unch 126 9,218 -3
Jul08 070601 1062 1062 1062 1062 unch 1,528 2,247 +20
Sep08 070601 1069 1070 1069 1070 +1 10 6,737 +0
Total Volume and Open Interest 13,588 197,131 +981
London Coffee(LCE)
Jul07 070601 1715.00 1785.00 1715.00 1778.00 +64.00 11,424 86,858 -4,793
Sep07 070601 1725.00 1796.00 1725.00 1790.00 +64.00 3,160 47,174 +1,377
Nov07 070601 1715.00 1780.00 1715.00 1772.00 +61.00 2,961 22,355 +2,770
Jan08 070601 1700.00 1730.00 1700.00 1723.00 +54.00 447 7,230 -126
Mar08 070601 1687.00 1710.00 1687.00 1702.00 +47.00 30 1,193 -30
May08 070601 1675.00 1696.00 1675.00 1683.00 +41.00 0 1,288 +0
Total Volume and Open Interest 18,022 166,966 -871
London Sugar(LCE)
Aug07 070601 338.00 338.00 330.00 333.20 -5.80 4,165 54,274 -179
Oct07 070601 319.50 322.90 318.00 321.50 -3.70 1,841 17,416 -222
Dec07 070601 314.40 314.40 310.20 314.00 -1.30 233 4,772 +9
Mar08 070601 307.40 308.00 304.70 308.00 -0.70 496 6,729 -105
May08 070601 305.10 305.10 305.10 305.10 -0.90 67 4,094 +0
Total Volume and Open Interest 6,927 91,830 -516
Cotton(NYBOT)
Jul07 070601 50.70 50.75 50.35 50.48 -0.57 17,715 114,338 -4,394
Oct07 070601 54.29 54.30 53.90 54.30 -0.30 992 5,792 -164
Dec07 070601 56.30 56.50 56.00 56.43 -0.23 15,709 78,000 +4,900
Mar08 070601 59.20 59.20 58.95 59.20 -0.20 666 20,373 +361
May08 070601 60.35 60.35 60.35 60.35 -0.10 29 914 +8
Jul08 070601 61.35 61.35 61.35 61.35 -0.20 3 2,491 +7
Total Volume and Open Interest 35,122 223,814 +723
Lumber(CME)
Jul07 070601 283.0 283.4 277.5 277.7 -0.1 1,955 4,891 -38
Sep07 070601 294.0 295.4 290.1 294.0 +0.1 1,418 2,487 +555
Nov07 070601 280.2 283.5 278.5 281.2 -1.8 54 725 +63
Jan08 070601 285.2 286.1 283.3 283.3 -1.7 11 89 +7
Total Volume and Open Interest 3,438 8,236 +587
Crude Oil(NYM)
Jul07 070601 64.20 65.23 64.12 65.08 +1.07 275,955 343,681 +1,100
Aug07 070601 65.20 66.15 65.10 66.12 +1.13 128,390 132,848 +7,975
Sep07 070601 65.90 67.05 65.90 66.99 +1.16 26,095 75,626 -523
Oct07 070601 67.40 67.65 67.40 67.65 +1.14 9,079 51,573 +976
Nov07 070601 68.18 68.18 68.18 68.18 +1.10 6,019 36,741 -744
Dec07 070601 67.75 68.65 67.75 68.65 +1.08 20,273 151,879 +230
Jan08 070601 69.05 69.05 69.05 69.05 +1.05 4,144 55,575 -892
Feb08 070601 69.40 69.40 69.40 69.40 +1.02 3,747 20,249 +1,690
Mar08 070601 69.68 69.68 69.68 69.68 +0.99 1,064 17,778 +144
Apr08 070601 69.91 69.91 69.91 69.91 +0.97 897 27,874 -169
May08 070601 69.16 70.11 69.16 70.11 +0.95 1,115 22,641 +148
Jun08 070601 70.30 70.30 70.30 70.30 +0.93 2,411 47,125 -80
Jul08 070601 70.45 70.45 70.45 70.45 +0.92 897 14,446 +588
Aug08 070601 70.56 70.56 70.56 70.56 +0.91 0 7,320 +0
Sep08 070601 70.66 70.66 70.66 70.66 +0.91 115 18,354 -29
Oct08 070601 70.73 70.73 70.73 70.73 +0.91 866 20,259 +745
Total Volume and Open Interest 493,688 1,396,811 +12,326
Heating Oil(NYM)
Jul07 070601 188.30 192.90 188.30 192.28 +3.97 35,159 74,406 +145
Aug07 070601 189.50 193.50 189.50 193.38 +3.57 8,539 29,166 +1,135
Sep07 070601 192.30 195.88 192.30 195.88 +3.32 4,431 18,447 +262
Oct07 070601 196.20 198.63 196.20 198.63 +3.27 1,112 9,611 +83
Nov07 070601 201.75 201.75 201.48 201.48 +3.17 572 5,282 +201
Dec07 070601 204.28 204.28 204.28 204.28 +3.07 2,912 25,749 +496
Jan08 070601 206.28 206.28 206.28 206.28 +2.97 1,028 13,996 +418
Feb08 070601 207.08 207.08 207.08 207.08 +2.82 431 5,531 +187
Mar08 070601 205.68 205.68 205.68 205.68 +2.72 580 5,523 -70
Apr08 070601 201.83 201.83 201.83 201.83 +2.72 808 3,658 -124
May08 070601 194.50 197.93 194.50 197.93 +2.72 542 1,780 +169
Jun08 070601 193.20 196.08 193.20 196.08 +2.72 384 7,623 +142
Total Volume and Open Interest 67,592 204,157 -3,652
Gasoline(NYMEX)
Jul07 070601 221.25 227.00 219.50 224.46 +4.14 40,133 64,725 -2,042
Aug07 070601 216.60 221.45 214.66 219.56 +3.99 11,203 26,205 +715
Sep07 070601 210.00 215.00 209.10 213.66 +3.84 4,683 20,942 +215
Oct07 070601 194.00 198.29 192.95 197.61 +3.64 2,249 10,529 +29
Nov07 070601 188.24 191.67 188.24 191.21 +3.54 1,168 7,187 +643
Dec07 070601 185.29 189.39 185.29 189.01 +3.44 1,576 8,569 +234
Jan08 070601 186.20 189.71 186.20 189.71 +3.34 760 4,317 -68
Feb08 070601 188.70 191.86 188.50 191.86 +3.29 403 916 -5
Mar08 070601 191.50 194.56 191.50 194.56 +3.24 136 1,870 -31
Apr08 070601 205.25 208.26 205.25 208.26 +3.19 66 2,882 +46
Total Volume and Open Interest 89,342 166,816 -9,102
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070601 225.00 225.00 224.46 224.46 +4.14 4 4 +0
Aug07 070601 219.56 219.56 219.56 219.56 +3.99 1 4 +0
Sep07 070601 213.66 213.66 213.66 213.66 +3.84 1 2 +0
Oct07 070601 197.61 197.61 197.61 197.61 +3.64      
Total Volume and Open Interest 6 10 -7
Natural Gas(NYM)
Jul07 070601 7.900 7.925 7.800 7.878 -0.057 54,366 122,573 -504
Aug07 070601 8.015 8.035 7.970 8.011 -0.046 13,936 41,249 +962
Sep07 070601 8.065 8.105 8.050 8.080 -0.038 3,948 43,363 +1,271
Oct07 070601 8.210 8.240 8.208 8.208 -0.032 12,307 53,342 +4,920
Nov07 070601 8.920 8.920 8.903 8.903 -0.022 677 23,710 -21
Dec07 070601 9.593 9.593 9.593 9.593 -0.007 1,676 41,219 +752
Jan08 070601 9.935 9.935 9.935 9.935 -0.005 3,213 39,315 -474
Feb08 070601 9.933 9.933 9.933 9.933 -0.005 544 25,132 +298
Mar08 070601 9.705 9.705 9.705 9.705 -0.005 1,924 51,531 +89
Apr08 070601 8.380 8.420 8.380 8.420 +0.015 876 35,715 -186
May08 070601 8.325 8.325 8.325 8.325 +0.016 845 19,125 -247
Jun08 070601 8.410 8.410 8.410 8.410 +0.015 761 9,962 -633
Jul08 070601 8.510 8.510 8.510 8.510 +0.015 34 5,642 +4
Aug08 070601 8.585 8.585 8.585 8.585 +0.015 57 8,523 -10
Sep08 070601 8.628 8.628 8.628 8.628 +0.013 58 6,331 +0
Oct08 070601 8.735 8.735 8.735 8.735 +0.015 488 21,479 +251
Total Volume and Open Interest 97,189 760,212 +6,439
Brent Crude Oil(ICE)
Jul07 070601 68.15 69.25 67.61 68.81 +0.61 100,535 118,987 -3,178
Aug07 070601 68.50 69.44 67.83 69.02 +0.69 61,548 135,633 +9,806
Sep07 070601 68.91 69.78 68.15 69.65 +0.97 24,560 60,246 +3,510
Oct07 070601 69.30 70.04 68.51 69.98 +0.95 5,220 25,876 +1,267
Nov07 070601 69.41 70.33 68.86 70.32 +0.92 2,063 22,983 -411
Dec07 070601 69.83 70.80 69.23 70.69 +0.92 11,010 69,346 -1,361
Jan08 070601 69.90 71.04 69.90 71.04 +0.95 385 16,712 -63
Feb08 070601 71.26 71.26 71.26 71.26 +0.94 392 7,133 +36
Mar08 070601 71.43 71.43 71.43 71.43 +0.93 89 6,905 -28
Apr08 070601 71.57 71.57 71.57 71.57 +0.92 0 6,329 +150
May08 070601 71.66 71.66 71.66 71.66 +0.87 110 6,168 +3
Jun08 070601 71.77 71.77 71.77 71.77 +0.88 310 21,509 -743
Jul08 070601 71.87 71.87 71.87 71.87 +0.89 0 1,934 +0
Aug08 070601 71.91 71.91 71.91 71.91 +0.88 0 1,454 -50
Total Volume and Open Interest 212,896 635,230 +8,222
Gas Oil(ICE)
Jun07 070601 592.00 603.25 588.50 592.25 +4.25 25,504 43,345 -7,328
Jul07 070601 595.75 606.50 591.25 595.25 unch 24,318 77,366 +1,577
Aug07 070601 599.00 610.50 595.75 599.50 +4.00 7,093 35,384 -18
Sep07 070601 604.50 614.75 601.25 604.25 +3.75 2,255 21,349 +558
Oct07 070601 606.50 614.50 606.50 609.00 +3.50 907 12,171 +127
Nov07 070601 611.25 619.25 611.25 613.75 +3.25 451 11,946 +80
Dec07 070601 616.25 629.25 615.75 618.75 +3.00 2,322 46,703 -466
Jan08 070601 626.00 626.50 626.00 626.50 +2.75 965 24,509 +575
Feb08 070601 625.50 625.50 625.50 625.50 +2.50 0 6,294 +50
Mar08 070601 623.75 623.75 623.75 623.75 +2.25 0 5,885 +0
Total Volume and Open Interest 64,377 322,488 -5,539
US Dollar Index(NYBOT)
Jun07 070601 82.410 82.410 82.120 82.290 +0.040 3,469 26,289 -2,181
Sep07 070601 82.130 82.130 81.880 82.040 +0.040 65 2,599 +41
Dec07 070601 82.000 82.000 81.790 81.790 +0.040 2 22 +1
Total Volume and Open Interest 3,536 28,922 -2,139
Australian Dollar(CME)
Jun07 070601 82.93 83.27 82.86 83.26 +0.48 14,202 102,960 +3,630
Sep07 070601 82.71 83.06 82.70 83.06 +0.48 32 2,182 +133
Dec07 070601 82.84 82.84 82.84 82.84 +0.48 140 423 +0
Total Volume and Open Interest 14,374 105,574 +3,763
British Pound(CME)
Jun07 070601 197.88 198.19 197.84 198.19 +0.25 1,603 124,779 -1,991
Sep07 070601 197.70 197.98 197.60 197.98 +0.25 3,094 3,141 +1,649
Dec07 070601 197.65 197.65 197.65 197.65 +0.25 0 178 +0
Total Volume and Open Interest 4,697 128,117 -343
Canadian Dollar(CME)
Jun07 070601 93.87 94.38 93.76 94.22 +0.66 3,711 165,892 +766
Sep07 070601 94.02 94.52 94.00 94.43 +0.66 76 6,059 +1,008
Dec07 070601 94.14 94.76 94.14 94.61 +0.66 171 2,193 +112
Mar08 070601 94.95 94.95 94.70 94.77 +0.66 24 415 +22
Total Volume and Open Interest 3,983 174,877 +1,909
Japanese Yen(CME)
Jun07 070601 82.19 82.20 82.05 82.10 -0.24 10,749 283,808 -185
Sep07 070601 83.10 83.10 83.02 83.06 -0.24 201 15,817 +1,546
Dec07 070601 83.99 83.99 83.98 83.98 -0.24 0 5,792 +1
Total Volume and Open Interest 10,950 317,437 +1,362
Swiss Franc(CME)
Jun07 070601 81.47 81.47 81.27 81.40 -0.33 3,243 105,251 +6,196
Sep07 070601 81.88 81.98 81.88 81.98 -0.33 35 1,466 +247
Dec07 070601 82.51 82.51 82.51 82.51 -0.33 1 49 +0
Total Volume and Open Interest 3,279 106,770 +6,443
EuroFX(CME)
Jun07 070601 134.14 134.66 134.00 134.52 -0.11 3,772 205,187 -2,199
Sep07 070601 134.82 134.92 134.62 134.92 -0.11 148 3,903 +317
Dec07 070601 135.21 135.23 135.20 135.23 -0.09 60 673 +25
Total Volume and Open Interest 3,980 209,882 -1,857
Mexican Peso(CME)
Jun07 070601 9310.0 9340.0 9307.0 9332.0 +32.0 16,893 117,346 +82
Jul07 070601 9315.0 9315.0 9315.0 9315.0 +33.0 0 56 +0
Total Volume and Open Interest 16,899 141,652 +91
30-Year T-Bonds(CBOT)
Jun07 070601 109~04 109~10 108~14 108~17 -0~20 219,496 228,727 -75,089
Sep07 070601 109~03 109~10 108~13 108~16 -0~20 566,310 719,212 +69,911
Dec07 070601 108~28 109~04 108~16 108~17 -0~20 34 404 +2
Total Volume and Open Interest 785,840 948,381 -5,176
10-Year T-Notes(CBOT)
Jun07 070601 106~120 106~165 105~295 105~310 -0~135 606,708 567,932 -225,846
Sep07 070601 106~115 106~155 105~275 105~295 -0~145 1,635,104 2,238,711 +151,505
Total Volume and Open Interest 2,243,947 2,813,132 -72,712
5-Year T-Notes(CBOT)
Jun07 070601 104~030 104~040 104~020 104~020 -0~095 276,141 0 +0
Sep07 070601 104~130 104~160 104~040 104~040 -0~100 706,843 0 +0
Dec07 070601 104~040 104~040 104~040 104~040 -0~010 166 0 +0
Total Volume and Open Interest 983,150    
2 Year T-Notes(CBOT)
Jun07 070601 101~085 101~085 101~081 101~081 -0~013 9,835 107,769 -131,707
Sep07 070601 101~112 101~116 101~098 101~098 -0~016 19,200 924,408 +28,334
Total Volume and Open Interest 29,035 1,032,177 -103,373
Eurodollars(CME)
Jun07 070601 94.640 94.640 94.635 94.637 -0.003 19,473 1,394,150 -12,581
Sep07 070601 94.660 94.670 94.640 94.650 -0.015 30,988 1,723,392 -24,136
Dec07 070601 94.705 94.710 94.660 94.665 -0.045 41,626 1,951,807 -20,183
Mar08 070601 94.770 94.790 94.705 94.710 -0.075 36,819 1,574,776 +1,615
Jun08 070601 94.820 94.850 94.750 94.755 -0.085 26,220 1,519,887 +1,301
Sep08 070601 94.845 94.860 94.770 94.775 -0.090 25,997 921,934 -14,741
Dec08 070601 94.850 94.865 94.775 94.775 -0.095 19,275 724,092 -2,051
Mar09 070601 94.850 94.865 94.775 94.775 -0.095 18,443 515,599 +1,490
Jun09 070601 94.840 94.850 94.765 94.765 -0.090 7,851 346,762 -1,927
Sep09 070601 94.810 94.810 94.740 94.740 -0.085 12,125 288,133 -368
Dec09 070601 94.775 94.780 94.705 94.705 -0.080 10,850 184,419 -29
Mar10 070601 94.765 94.765 94.695 94.695 -0.075 9,377 156,542 -5,149
Jun10 070601 94.740 94.740 94.670 94.670 -0.075 6,951 93,426 +1,607
Sep10 070601 94.720 94.720 94.645 94.645 -0.075 6,481 91,158 +889
Dec10 070601 94.685 94.685 94.610 94.610 -0.075 3,689 104,829 -1,163
Mar11 070601 94.670 94.670 94.595 94.595 -0.075 4,976 98,355 +374
Jun11 070601 94.645 94.645 94.570 94.570 -0.075 2,357 91,269 +892
Sep11 070601 94.600 94.600 94.545 94.545 -0.075 2,390 58,264 -303
Total Volume and Open Interest 291,458 12,048,932 -73,778
3-Mth Euro-Yen(CME)
Jun07 070601 99.31 99.31 99.31 99.31 unch 1,110 25,365 +205
Sep07 070601 99.12 99.12 99.12 99.12 unch 612 11,977 +207
Dec07 070601 99.01 99.01 99.01 99.01 -0.01 1,054 12,652 +995
Mar08 070601 98.90 98.90 98.89 98.89 -0.02 753 6,585 +5
Jun08 070601 98.79 98.79 98.79 98.79 -0.02 18 1,675 +223
Sep08 070601 98.70 98.70 98.70 98.70 -0.02 25 2,843 -394
Dec08 070601 98.62 98.62 98.62 98.62 -0.02 1 812 -3
Mar09 070601 98.54 98.54 98.54 98.54 -0.02 1 10 +0
Jun09 070601 98.51 98.51 98.51 98.51 -0.01 0 5 +0
Sep09 070601 98.42 98.42 98.42 98.42 -0.02 0 10 +0
Total Volume and Open Interest 3,574 61,934 +1,238
3-Mth Euro-Yen(SGX)
Jun07 070601 99.30 99.31 99.30 99.31 unch 903 81,337 -2,584
Sep07 070601 99.12 99.12 99.12 99.12 0.00 854 57,783 -522
Dec07 070601 99.03 99.03 99.01 99.02 -0.01 292 61,014 -267
Mar08 070601 98.90 98.90 98.89 98.90 -0.01 405 43,437 -202
Jun08 070601 98.81 98.82 98.80 98.81 -0.01 1,237 13,870 -306
Sep08 070601 98.71 98.71 98.71 98.71 -0.02 177 11,086 -275
Dec08 070601 98.62 98.63 98.62 98.63 -0.01 0 2,981 +500
Mar09 070601 98.54 98.56 98.54 98.56 -0.01 0 4,242 +0
Total Volume and Open Interest 3,868 277,943 -3,656
Japanese Gov't Bonds(SGX)
Jun07 070530 133.10 133.30 133.05 133.28 +0.08 4,685 34,707 +3,531
Sep07 070601 132.80 132.81 132.65 132.73 -0.17 676 702 +152
Dec07 070601 132.73 132.73 132.73 132.73 -0.17 0 1 +0
Total Volume and Open Interest 5,220 35,439 +193
Euro-Bund(EUREX)
Jun07 070601 112.00 112.10 111.65 111.71 -0.56 870,279 1,568,460 -31,859
Sep07 070601 112.00 112.07 111.64 111.70 -0.34 106,754 186,318 +52,409
Dec07 070601 111.37 111.52 111.32 111.37 -0.37 263 5 +0
Total Volume and Open Interest 1,387,141 1,681,798 -20,576
Euro-Bobl(EUREX)
Jun07 070601 106.51 106.57 106.33 106.36 -0.18 720,659 1,260,310 -90,624
Sep07 070601 106.58 106.64 106.40 106.44 -0.18 161,622 198,946 +94,228
Dec07 070601 106.51 106.51 106.51 106.51 -0.18      
Total Volume and Open Interest 882,281 1,459,256 +3,604
3-Mth Euribor(EUREX)
Jun07 070601 95.835 95.840 95.835 95.835 -0.005 2,579 33,264 -855
Sep07 070601 95.625 95.635 95.615 95.620 -0.010 735 16,018 +79
Dec07 070601 95.470 95.470 95.440 95.440 -0.025 109 10,163 -20
Total Volume and Open Interest 3,804 74,052 -894
Long Gilt(LIFFE)
Jun07 070601 105~14 105~17 105~06 105~07 -0~10 67,867 187,331 -7,043
Sep07 070601 105~13 105~17 105~06 105~07 -0~10 93,242 381,378 +14,566
Total Volume and Open Interest 161,109 568,709 +7,523
3-Mth Short Sterling(LIFFE)
Jun07 070601 94.12 94.12 94.12 94.12 -0.02 87,145 573,678 +6,021
Sep07 070601 93.92 93.92 93.92 93.92 -0.02 86,578 614,386 +645
Dec07 070601 93.83 93.83 93.83 93.83 -0.03 82,042 628,664 +2,015
Total Volume and Open Interest 497,756 3,415,051 +1,891
3-Mth Euribor(LIFFE)
Jun07 070601 95.840 95.845 95.835 95.840 unch 25,549 789,266 +926
Sep07 070601 95.625 95.640 95.615 95.620 -0.010 114,591 1,046,573 -4,699
Dec07 070601 95.470 95.480 95.435 95.440 -0.030 193,839 1,009,649 -21,819
Total Volume and Open Interest 761,964 5,055,165 -28,147
3-Mth Aus T-Bills(SFE)
Jun07 070601 93.63 93.63 93.62 93.63 unch 4,785 427,715 -3,852
Sep07 070601 93.53 93.54 93.52 93.53 -0.01 31,184 375,716 +7,786
Dec07 070601 93.42 93.43 93.41 93.43 -0.01 16,809 175,610 +2,671
Mar08 070601 93.33 93.35 93.33 93.35 -0.01 12,175 108,851 +4,236
Jun08 070601 93.30 93.31 93.29 93.31 -0.02 2,883 69,397 +726
Sep08 070601 93.29 93.30 93.29 93.30 -0.03 1,164 39,908 +342
Dec08 070601 93.28 93.29 93.28 93.29 -0.03 345 30,233 +33
Mar09 070601 93.29 93.29 93.29 93.29 -0.03 175 12,901 +42
Jun09 070601 93.28 93.28 93.28 93.28 -0.03 155 4,654 +53
Sep09 070601 93.28 93.28 93.28 93.28 -0.03 0 1,420 +0
Total Volume and Open Interest 69,675 1,246,809 +12,037
10-Year Aus T-Bonds(SFE)
Jun07 070601 93.96 93.98 93.95 93.96 -0.03 38,126 478,303 +14,701
Sep07 070601 93.97 93.97 93.96 93.96 -0.03 0 1,498 +692
Total Volume and Open Interest 38,126 479,801 +15,393
3-Year Aus T-Bonds(SFE)
Jun07 070601 93.76 93.77 93.75 93.77 -0.02 60,003 755,306 -8,095
Sep07 070601 93.76 93.76 93.76 93.76 -0.03 8,690 14,990 +6,960
Total Volume and Open Interest 68,693 770,296 -1,135
Gold(CMX)
Jun07 070601 668.5 672.0 664.7 671.2 +10.2 8,065 20,524 +0
Aug07 070601 668.5 677.3 668.5 676.9 +10.2 68,753 198,393 +0
Oct07 070601 672.3 683.2 672.3 683.2 +10.3 924 20,376 +0
Dec07 070601 681.5 690.0 681.5 689.6 +10.3 2,204 59,492 +0
Feb08 070601 696.6 696.6 695.9 695.9 +10.5 249 7,140 +0
Apr08 070601 702.2 702.2 702.2 702.2 +10.7 0 11,059 +0
Jun08 070601 708.6 708.6 708.6 708.6 +10.9 1,584 11,627 +0
Aug08 070601 714.9 714.9 714.9 714.9 +11.1 310 855 +0
Oct08 070601 721.3 721.3 721.3 721.3 +11.3 0 980 +0
Dec08 070601 727.6 727.6 727.6 727.6 +11.5 1,137 13,492 +0
Feb09 070601 734.0 734.0 734.0 734.0 +11.7 900 4,862 +0
Apr09 070601 740.3 740.3 740.3 740.3 +11.9      
Total Volume and Open Interest 86,059 370,556  
Silver(CMX)
Jul07 070601 1361.0 1375.0 1359.0 1374.0 +27.0 22,932 62,758 +0
Sep07 070601 1378.5 1389.0 1376.0 1387.4 +27.2 2,533 12,594 +0
Dec07 070601 1398.0 1406.0 1396.0 1406.0 +27.5 950 16,906 +0
Mar08 070601 1423.0 1423.0 1423.0 1423.0 +27.5 4 3,553 +0
May08 070601 1433.8 1433.8 1433.8 1433.8 +28.0 1 2,255 +0
Jul08 070601 1444.5 1444.5 1444.5 1444.5 +28.4 5 1,577 +0
Sep08 070601 1454.8 1454.8 1454.8 1454.8 +28.5 0 476 +0
Total Volume and Open Interest 26,792 110,004 +0
Platinum(NYM)
Jul07 070601 1285.0 1297.0 1285.0 1295.6 +9.8 2,238 12,560 -468
Oct07 070601 1304.0 1309.0 1302.0 1306.1 +10.6 875 1,750 +542
Jan08 070601 1311.1 1311.1 1311.1 1311.1 +10.6 0 9 +0
Total Volume and Open Interest 3,113 14,319 +74
Palladium(NYME)
Jun07 070601 372.20 372.20 372.20 372.20 +4.20 1,027 399 -1,575
Sep07 070601 374.00 378.80 373.40 377.45 +4.20 1,180 17,559 +312
Dec07 070601 382.70 382.70 382.70 382.70 +3.95 2 327 +1
Total Volume and Open Interest 2,209 18,296 -1,262
Copper(CMX)
Jul07 070601 339.50 342.50 337.50 340.50 +0.95 10,089 46,293 +0
Sep07 070601 339.00 340.00 338.50 339.80 +0.90 2,306 16,606 +0
Dec07 070601 334.50 334.50 333.80 333.80 +0.60 744 6,224 +0
Mar08 070601 326.30 326.30 326.30 326.30 +0.50 17 1,220 +0
May08 070601 320.80 320.80 320.80 320.80 +0.30 1 147 +0
Total Volume and Open Interest 13,950 78,800 +0
Aluminum(CMX)
Jun07 070601 124.25 124.25 124.25 124.25 +0.50 0 54 +0
Jul07 070601 123.85 123.85 123.85 123.85 +0.50 0 40 +0
Aug07 070601 123.45 123.45 123.45 123.45 +0.50 0 40 +0
Sep07 070601 123.05 123.05 123.05 123.05 +0.50 0 40 +0
Oct07 070601 122.75 122.75 122.75 122.75 +0.50 0 40 +0
Nov07 070601 122.45 122.45 122.45 122.45 +0.50 0 40 +0
Total Volume and Open Interest 0 408 +0
DJIA Index(CBOT)
Jun07 070601 13676 13705 13638 13689 +39 5,284 50,343 -239
Sep07 070601 13802 13825 13771 13811 +40 117 1,552 +11
Dec07 070601 13888 13917 13888 13917 +39 3 21 +0
Mar08 070601 14031 14031 14031 14031 +39      
Total Volume and Open Interest 5,404 51,916 -228
S & P 500(CME)
Jun07 070601 1537.80 1542.80 1534.00 1539.60 +6.70 56,552 566,814 -13,714
Sep07 070601 1552.30 1557.00 1550.10 1554.70 +6.80 19,861 98,471 +12,613
Dec07 070601 1570.00 1570.00 1567.90 1567.90 +6.80 0 4,288 +0
Mar08 070601 1580.70 1580.70 1580.70 1580.70 +6.80 0 5,564 +0
Total Volume and Open Interest 76,413 675,353 -1,101
S & P 500 E-Mini(Globex)
Jun07 070601 1533.00 1543.00 1532.75 1539.50 +6.50 1,200,642 2,162,058 -160,583
Sep07 070601 1548.00 1557.75 1548.00 1554.75 +6.75 23,148 63,176 +11,221
Total Volume and Open Interest 1,223,790 2,225,234 -149,362
NASDAQ 100(CME)
Jun07 070601 1938.00 1945.00 1928.00 1932.30 unch 4,704 63,372 +734
Sep07 070601 1964.00 1969.00 1957.30 1957.30 unch 96 206 +76
Dec07 070601 1977.50 1977.50 1977.50 1977.50 unch 3 31 +0
Total Volume and Open Interest 4,803 63,609 +810
NASDAQ 100 E-Mini(Globex)
Jun07 070601 1934.50 1945.00 1928.80 1932.30 unch 329,361 470,039 -14,321
Sep07 070601 1962.30 1970.30 1954.30 1957.30 unch 362 1,854 +77
Total Volume and Open Interest 329,723 471,893 -14,244
S & P Midcap 400(CME)
Jun07 070601 920.50 923.50 920.00 922.80 +5.10 268 9,511 +173
Sep07 070601 932.35 932.35 932.35 932.35 +5.15 0 58 +0
Dec07 070601 942.00 942.00 942.00 942.00 +5.10      
Total Volume and Open Interest 268 9,569 +173
Russell 2000(CME)
Jun07 070601 851.50 857.40 850.75 853.90 +5.40 1,111 47,991 -68
Sep07 070601 864.00 864.25 859.75 861.75 +5.50 167 287 +125
Dec07 070601 869.10 869.10 869.10 869.10 +5.40      
Total Volume and Open Interest 1,278 48,278 +57
Russell 2000 E-Mini(Globex)
Jun07 070601 848.30 858.10 848.00 853.90 +5.40 198,200 553,291 -438
Sep07 070601 854.80 865.80 854.80 861.80 +5.50 1,007 18,359 +107
Dec07 070531 859.70 859.70 859.70 859.70 unch      
Total Volume and Open Interest 216,354 571,981  
Value Line(KCBT)
Jun07 070601 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070531 17900 17980 17900 17960 +245      
Sep07 070531 17950 18000 17950 18000 +245      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070601 17935 18025 17920 17940 +95 112,650 272,212 -2,865
Sep07 070601 17965 18045 17950 17970 +70 5,319 802 +145
Dec07 070601 17940 17940 17940 17940 +80 0 200 +0
Total Volume and Open Interest 117,969 273,219 -2,720
CAC 40(EURONEXT)
Jun07 070601 6095.0 6154.0 6089.0 6150.0 +60.0 105,594 483,968 +2,111
Jul07 070601 6112.5 6170.0 6112.5 6166.5 +60.0 698 4,220 +642
Aug07 070601 6154.5 6184.0 6154.5 6184.0 +60.0 3 39 +3
Total Volume and Open Interest 106,584 491,386 +2,823
Hang Seng Index(HKFE)
Jun07 070601 20800 20842 20658 20740 +47 64,067 119,625 +10,582
Jul07 070601 20881 20914 20744 20808 +38      
Total Volume and Open Interest 81,801 121,722  
DAX(EUREX)
Jun07 070601 7905.5 8015.0 7899.0 7998.0 +108.0 189,361 433,063 -6,068
Sep07 070601 7999.0 8100.5 7989.5 8085.5 +109.0 8,611 13,820 +6,534
Dec07 070601 8110.0 8176.0 8106.0 8175.5 +111.5 532 4,721 +422
Total Volume and Open Interest 198,504 451,604 +888
FT-SE 100(EURONEXT)
Jun07 070601 6620.00 6680.00 6620.00 6677.50 +68.50 105,943 604,470 -6,184
Sep07 070601 6660.00 6719.00 6660.00 6717.50 +69.00 5,346 19,865 +1,058
Dec07 070601 6739.00 6780.00 6728.00 6780.00 +70.00 66 6,430 +0
Total Volume and Open Interest 111,355 630,801 -5,126
SPI 200(SFE)
Jun07 070601 6365.0 6369.0 6338.0 6358.0 +26.0 27,279 321,487 +7,683
Sep07 070601 6365.0 6370.0 6353.0 6365.0 +27.0 321 6,528 +61
Dec07 070601 6406.0 6406.0 6406.0 6406.0 +27.0 3 3,412 -21
Total Volume and Open Interest 27,777 333,506 +7,625
GSCI(CME)
Jun07 070601 471.10 477.20 471.10 475.55 +3.70 1,328 20,303 +706
Jul07 070601 476.00 481.20 476.00 481.20 +5.20 0 2 +0
Aug07 070601 484.00 484.00 484.00 484.00 +5.00      
Total Volume and Open Interest 1,328 20,305 +706
Reuters CRB Index(NYBOT)
Jun07 070601 410.25 412.25 410.25 412.25 +3.25 113 906 +13
Aug07 070601 418.00 420.25 418.00 420.25 +3.25 2 425 +1
Nov07 070601 426.25 426.25 426.25 426.25 +3.25 61 354 +54
Total Volume and Open Interest 176 1,692 +68
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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