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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 Mon June 11, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070611 827.00 837.00 822.50 830.00 +8.50 37,692 201,904 -32,571
Aug07 070611 836.00 844.50 830.00 838.00 +9.00 2,795 28,267 +2,322
Sep07 070611 844.00 850.50 839.00 845.00 +7.75 305 12,507 -8
Nov07 070611 858.00 868.50 854.50 863.50 +9.00 23,612 194,349 +25,820
Jan08 070611 867.50 877.00 867.00 873.25 +9.00 1,413 16,152 +1,265
Mar08 070611 875.00 881.00 871.50 877.75 +8.25 1,022 14,153 +87
May08 070611 878.00 884.00 873.00 882.00 +9.00 1,732 15,594 +899
Total Volume and Open Interest 71,750 551,253 -515
Soybean Meal(CBOT)
Jul07 070611 229.30 232.50 228.50 230.20 +4.00 13,073 79,812 +370
Aug07 070611 229.50 233.30 229.20 230.70 +4.00 2,347 28,641 +1,672
Sep07 070611 232.50 234.00 231.00 232.30 +4.90 1,310 15,660 +202
Oct07 070611 233.00 235.00 232.50 233.20 +4.20 634 9,619 +239
Dec07 070611 235.50 238.00 234.50 236.20 +4.20 7,241 57,457 -742
Jan08 070611 236.50 238.00 235.30 236.00 +3.70 216 6,203 -32
Mar08 070611 237.30 240.00 236.50 237.50 +3.50 478 7,166 +102
May08 070611 237.40 240.00 236.50 237.00 +3.50 422 7,015 +467
Total Volume and Open Interest 25,891 223,926 +2,271
Soybean Oil(CBOT)
Jul07 070611 35.40 35.61 35.08 35.42 +0.05 23,733 148,030 -17,347
Aug07 070611 35.65 35.89 35.37 35.69 +0.09 3,640 32,343 +2,777
Sep07 070611 35.95 36.11 35.65 35.95 +0.10 746 14,618 +269
Oct07 070611 36.25 36.38 35.85 36.18 +0.08 355 10,645 +64
Dec07 070611 36.70 36.90 36.35 36.71 +0.09 11,939 84,982 +2,141
Jan08 070611 36.90 37.08 36.90 37.01 +0.11 290 8,669 +30
Mar08 070611 37.15 37.33 37.10 37.20 +0.08 233 5,058 -52
May08 070611 37.05 37.50 37.05 37.40 +0.10 279 5,314 +306
Total Volume and Open Interest 41,340 321,257 -11,514
Canola(WCE)
Jul07 070611 382.5 382.5 375.2 380.1 +3.6 8,955 34,367 -1,916
Total Volume and Open Interest 24,965 139,767 +836
Corn(CBOT)
Jul07 070611 394.50 400.50 390.75 396.00 +14.00 33,511 296,678 -45,784
Sep07 070611 400.00 407.00 398.00 405.00 +14.75 26,188 241,121 +36,886
Dec07 070611 402.00 408.25 400.00 406.00 +13.75 18,077 463,150 +6,583
Mar08 070611 413.50 417.25 411.00 415.50 +12.50 1,038 57,532 +357
May08 070611 419.50 424.00 418.75 422.75 +12.25 346 15,138 +307
Jul08 070611 425.50 427.50 422.00 425.25 +11.25 577 36,775 +406
Total Volume and Open Interest 82,526 1,255,242 +66
Wheat(CBOT)
Jul07 070611 545.00 557.50 541.00 556.00 +28.50 26,860 129,860 -31,593
Sep07 070611 556.00 572.50 555.00 571.75 +29.25 18,410 120,859 +18,452
Dec07 070611 559.00 586.50 559.00 583.75 +27.25 5,776 93,844 +3,294
Mar08 070611 580.50 594.00 580.00 590.00 +25.00 45 5,454 +18
May08 070611 580.00 586.00 580.00 586.00 +23.00 31 343 -7
Total Volume and Open Interest 54,305 389,507 -7,636
Wheat(KCBT)
Jul07 070611 535.00 548.50 533.00 548.50 +30.00 11,580 55,728 -4,930
Sep07 070611 546.00 562.25 544.50 562.25 +30.00 7,856 34,310 +6,539
Dec07 070611 560.00 578.00 558.00 578.00 +30.00 5,576 29,127 +2,651
Mar08 070611 565.00 585.00 565.00 583.50 +28.50 353 2,345 +255
May08 070611 566.00 566.00 566.00 566.00 +16.00 0 11 +0
Total Volume and Open Interest 25,538 128,296 +4,941
Wheat(MGE)
Jul07 070611 540.00 562.00 540.00 556.00 +24.00 2,669 11,697 -1,348
Sep07 070611 541.00 571.75 541.00 564.75 +23.00 2,536 13,339 +192
Dec07 070611 566.00 586.50 564.00 580.00 +23.50 2,557 19,938 +364
Mar08 070611 575.00 597.75 575.00 595.75 +27.75 13 1,432 +18
May08 070611 580.00 598.00 580.00 598.00 +30.00 1 15 -1
Total Volume and Open Interest 7,858 47,671 -761
Oats(CBOT)
Jul07 070611 297.75 300.00 294.00 294.50 +2.50 206 5,454 -35
Sep07 070611 298.00 298.75 292.50 293.00 +4.00 48 2,951 +12
Dec07 070611 288.00 291.00 287.50 289.50 +7.50 138 9,837 -12
Mar08 070611 293.50 293.50 291.00 293.00 +7.00 1 607 -93
Total Volume and Open Interest 393 18,855 -128
Rough Rice(CBOT)
Jul07 070611 10.09 10.45 10.08 10.42 +0.34 102 5,110 -18
Sep07 070611 10.52 10.85 10.50 10.82 +0.32 70 3,915 +97
Nov07 070611 10.78 11.15 10.78 11.12 +0.31 81 7,079 +30
Jan08 070611 11.39 11.39 11.39 11.39 +0.31 0 469 +1
Total Volume and Open Interest 253 16,691 +110
Live Cattle(CME)
Jun07 070611 89.550 90.800 89.550 90.650 +0.920 3,273 20,319 +20,319
Aug07 070611 89.500 90.200 89.500 90.000 +0.400 9,106 137,546 +137,546
Oct07 070611 93.050 93.600 92.800 93.500 +0.270 4,077 50,736 +50,736
Dec07 070611 94.400 94.650 94.000 94.535 -0.065 1,704 18,821 +18,821
Feb08 070611 95.800 95.900 95.400 95.850 -0.080 244 11,071 +11,071
Apr08 070611 96.480 96.480 96.050 96.400 unch 110 4,435 +4,435
Total Volume and Open Interest 18,561 244,583 -3,534
Feeder Cattle(CME)
Aug07 070611 107.800 107.800 106.850 107.550 -0.650 2,264 15,911 +15,911
Sep07 070611 107.700 107.700 106.850 107.550 -0.630 223 2,811 +2,811
Oct07 070611 107.600 107.800 106.750 107.700 -0.500 200 1,807 +1,807
Nov07 070611 107.900 107.900 107.200 107.500 -0.800 47 475 +475
Jan08 070611 105.100 105.700 105.000 105.700 -0.450 0 341 +341
Mar08 070611 105.500 105.500 104.300 104.700 -0.600 0 32 +32
Apr08 070611 104.035 104.250 104.035 104.250 -1.750 0 3 +3
Total Volume and Open Interest 2,734 21,380 -214
Lean Hogs(CME)
Jun07 070611 72.900 72.950 72.600 72.680 -0.205 2,886 10,859 +10,859
Jul07 070611 73.750 74.500 73.700 74.400 +0.650 14,746 61,931 +61,931
Aug07 070611 73.000 73.850 73.000 73.635 +0.250 12,746 54,540 +54,540
Oct07 070611 67.200 67.785 67.200 67.350 -0.150 2,430 28,144 +28,144
Dec07 070611 65.650 65.930 65.300 65.450 -0.200 825 16,809 +16,809
Feb08 070611 67.800 68.250 67.800 68.135 +0.235 488 4,764 +4,764
Apr08 070611 69.750 69.750 69.150 69.150 -0.150 87 1,405 +1,405
May08 070611 73.500 73.700 73.400 73.700 -0.050 27 113 +113
Total Volume and Open Interest 34,275 178,749 -3,456
Pork Bellies(CME)
Jul07 070611 95.000 96.150 95.000 96.050 +0.700 180 984 +984
Aug07 070611 95.250 96.350 95.050 96.150 +1.115 7 284 +284
Feb08 070611 99.285 99.285 99.285 99.285 +0.285 1 36 +36
Mar08 070611 101.100 101.100 101.100 101.100 -0.700 0 3 +3
Total Volume and Open Interest 188 1,307 -129
Class III Milk(CME)
Jun07 070611 20.05 20.10 20.02 20.10 +0.07 421 3,978 +3,978
Jul07 070611 20.70 21.25 20.70 21.20 +0.42 536 4,340 +4,340
Aug07 070611 19.75 20.35 19.75 20.27 +0.47 257 3,955 +3,955
Sep07 070611 19.38 19.90 19.38 19.90 +0.50 455 3,695 +3,695
Oct07 070611 18.41 18.90 18.41 18.85 +0.38 121 3,229 +3,229
Total Volume and Open Interest 2,061 38,023 +229
Cocoa(NYBOT)
Jul07 070611 1826 1842 1821 1839 +17 9,470 42,810 -8,990
Sep07 070611 1853 1869 1849 1867 +18 6,029 42,130 +5,084
Dec07 070611 1878 1898 1878 1895 +19 966 31,760 +524
Mar08 070611 1919 1919 1919 1919 +19 318 12,470 -35
May08 070611 1934 1934 1934 1934 +18 148 3,281 +238
Jul08 070611 1951 1951 1951 1951 +17 62 2,912 -35
Sep08 070611 1968 1968 1968 1968 +17 0 2,639 +0
Total Volume and Open Interest 16,997 146,951 -3,216
Coffee "C"(NYBOT)
Jul07 070611 115.00 116.20 114.20 115.40 +0.55 21,320 51,678 -14,111
Sep07 070611 117.40 119.00 117.40 118.25 +0.50 12,128 62,533 +12,320
Dec07 070611 122.00 122.70 121.60 122.10 +0.50 964 21,144 +892
Mar08 070611 125.50 126.60 125.50 125.70 +0.60 1,033 6,968 -117
May08 070611 127.85 127.85 127.85 127.85 +0.65 659 4,805 -346
Jul08 070611 129.85 129.85 129.85 129.85 +0.65 706 3,128 -203
Total Volume and Open Interest 37,404 160,275 -939
Orange Juice(NYBOT)
Jul07 070611 147.50 148.50 145.50 146.90 -1.45 1,552 12,307 +94
Sep07 070611 148.50 148.50 146.50 147.60 -1.40 593 8,298 +560
Nov07 070611 148.00 149.25 147.80 148.30 -0.70 177 6,952 +16
Jan08 070611 149.00 149.50 149.00 149.50 -1.50 85 2,022 +37
Mar08 070611 151.00 151.00 151.00 151.00 -1.00 22 1,541 +3
May08 070611 152.50 152.50 152.50 152.50 -0.50 0 25 +0
Total Volume and Open Interest 2,429 31,157 +710
Sugar #11(NYBOT)
Jul07 070611 8.58 8.78 8.45 8.76 +0.15 70,466 230,718 -57,077
Oct07 070611 8.83 9.07 8.78 9.05 +0.20 50,357 270,051 +25,081
Mar08 070611 9.38 9.55 9.35 9.55 +0.13 6,453 92,983 +1,522
May08 070611 9.60 9.79 9.60 9.79 +0.12 3,467 25,937 +1,727
Jul08 070611 9.80 9.96 9.78 9.96 +0.11 2,576 34,284 +1,186
Total Volume and Open Interest 135,125 716,086 -28,051
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070611 21.24 21.24 21.24 21.24 -0.04 104 2,307 +118
Nov07 070611 21.06 21.06 21.06 21.06 -0.01 0 1,895 +0
Jan08 070611 21.08 21.08 21.08 21.08 unch 0 1,762 +166
Mar08 070611 21.23 21.23 21.23 21.23 unch 0 1,088 +50
Total Volume and Open Interest 442 7,945 -131
London Cocoa(LCE)
Jul07 070611 1000 1016 996 1015 +9 1,654 58,150 +58,150
Sep07 070611 1020 1034 1015 1032 +8 1,662 49,354 +49,354
Dec07 070611 1025 1037 1021 1035 +7 748 37,945 +37,945
Mar08 070611 1030 1042 1025 1039 +6 1,042 28,559 +28,559
May08 070611 1035 1048 1035 1046 +6 194 9,569 +9,569
Jul08 070611 1045 1054 1043 1054 +7 10 2,241 +2,241
Sep08 070611 1061 1061 1061 1061 +6 0 6,386 +6,386
Total Volume and Open Interest 5,320 194,212 +50
London Coffee(LCE)
Jul07 070611 1830.00 1902.00 1821.00 1900.00 +46.00 7,193 66,000 +66,000
Sep07 070611 1850.00 1922.00 1841.00 1918.00 +46.00 9,783 64,177 +64,177
Nov07 070611 1838.00 1911.00 1828.00 1910.00 +54.00 3,356 23,921 +23,921
Jan08 070611 1785.00 1861.00 1784.00 1860.00 +50.00 1,073 7,924 +7,924
Mar08 070611 1778.00 1835.00 1761.00 1835.00 +43.00 419 1,581 +1,581
May08 070611 1768.00 1825.00 1758.00 1825.00 +38.00 317 2,488 +2,488
Total Volume and Open Interest 22,187 167,772 -1,603
London Sugar(LCE)
Aug07 070611 307.10 312.00 307.00 311.50 +0.50 4,432 41,826 +41,826
Oct07 070611 300.10 306.40 300.10 305.60 +2.40 1,826 16,934 +16,934
Dec07 070611 297.20 300.00 296.70 299.20 +1.50 446 5,005 +5,005
Mar08 070611 292.90 296.80 292.80 296.80 +1.90 894 7,017 +7,017
May08 070611 294.90 296.70 294.00 296.70 +1.60 194 4,251 +4,251
Total Volume and Open Interest 8,073 80,335 -1,750
Cotton(NYBOT)
Jul07 070611 51.75 52.19 51.65 51.92 +0.50 22,034 77,873 -18,278
Oct07 070611 55.30 55.75 55.10 55.70 +0.70 167 5,595 -138
Dec07 070611 57.35 57.75 57.30 57.74 +0.59 17,396 102,885 +9,918
Mar08 070611 60.20 60.35 59.95 60.35 +0.55 2,180 22,861 +1,369
May08 070611 61.10 61.40 61.10 61.40 +0.55 109 1,006 -5
Jul08 070611 62.45 62.45 62.45 62.45 +0.55 188 2,657 +118
Total Volume and Open Interest 42,084 215,522 -6,880
Lumber(CME)
Jul07 070611 277.0 283.5 277.0 283.5 +1.9 438 4,118 +4,118
Sep07 070611 292.0 296.9 286.8 293.8 +5.3 172 3,158 +3,158
Nov07 070611 279.5 283.3 279.0 283.3 +2.0 130 882 +882
Jan08 070611 285.1 285.1 285.1 285.1 +3.0 1 102 +102
Total Volume and Open Interest 743 8,305 +234
Crude Oil(NYM)
Jul07 070611 65.20 66.05 64.70 65.97 +1.21 284,370 231,279 -52,227
Aug07 070611 65.85 66.66 65.45 66.64 +1.19 184,943 213,487 +31,618
Sep07 070611 66.75 67.51 66.35 67.51 +1.21 61,481 103,597 +16,297
Oct07 070611 67.45 68.17 67.12 68.17 +1.21 17,617 56,924 +4,825
Nov07 070611 68.71 68.71 68.71 68.71 +1.21 8,819 40,188 +2,117
Dec07 070611 68.88 69.20 68.88 69.18 +1.20 28,001 159,506 +6,262
Jan08 070611 69.57 69.57 69.57 69.57 +1.20 3,704 54,894 +633
Feb08 070611 69.90 69.90 69.90 69.90 +1.20 2,362 22,108 -587
Mar08 070611 70.18 70.18 70.18 70.18 +1.20 842 18,533 +296
Apr08 070611 70.41 70.41 70.41 70.41 +1.20 151 26,468 +82
May08 070611 70.60 70.60 70.60 70.60 +1.20 230 23,234 +105
Jun08 070611 69.95 70.80 69.95 70.78 +1.19 2,886 48,180 +977
Jul08 070611 70.93 70.93 70.93 70.93 +1.19 612 15,209 +993
Aug08 070611 71.05 71.05 71.05 71.05 +1.19 331 8,774 +301
Sep08 070611 70.70 71.16 70.70 71.16 +1.19 310 18,535 -271
Oct08 070611 71.25 71.25 71.25 71.25 +1.19 14 20,362 +250
Total Volume and Open Interest 608,829 1,435,920 +11,252
Heating Oil(NYM)
Jul07 070611 190.80 193.00 188.90 192.91 +3.03 51,107 58,688 -19,252
Aug07 070611 192.10 194.40 191.60 194.26 +3.18 26,787 36,029 +2,740
Sep07 070611 196.81 196.81 196.81 196.81 +3.33 9,373 23,875 +4,166
Oct07 070611 199.60 199.60 199.50 199.51 +3.38 2,489 9,812 +161
Nov07 070611 202.31 202.31 202.31 202.31 +3.43 982 6,851 +493
Dec07 070611 203.50 205.06 203.50 205.06 +3.48 4,718 28,047 +1,131
Jan08 070611 207.26 207.26 207.26 207.26 +3.53 1,811 14,341 +451
Feb08 070611 204.75 208.21 204.75 208.21 +3.68 439 7,105 +1,199
Mar08 070611 205.25 206.61 205.25 206.61 +3.58 370 5,228 -128
Apr08 070611 202.00 202.75 202.00 202.71 +3.58 126 3,540 +4
May08 070611 198.91 198.91 198.91 198.91 +3.63 18 1,858 +7
Jun08 070611 197.11 197.11 197.11 197.11 +3.63 742 8,316 +135
Total Volume and Open Interest 99,018 206,395 -8,879
Gasoline(NYMEX)
Jul07 070608 218.12 218.58 210.50 212.71 -6.56 49,744 70,121 -292
Aug07 070608 214.56 215.20 208.11 210.06 -5.81 19,876 28,837 +1,701
Sep07 070608 211.16 211.40 205.38 207.31 -4.91 8,326 22,496 -479
Oct07 070608 195.50 195.50 191.29 193.06 -4.26 3,746 12,207 +259
Nov07 070608 188.80 189.45 186.85 188.21 -3.86 2,297 6,737 +51
Dec07 070608 187.55 188.82 184.89 186.86 -3.76 2,782 11,088 +780
Jan08 070608 191.00 191.00 188.06 188.06 -3.96 1,183 5,219 +358
Feb08 070608 190.26 190.26 190.26 190.26 -4.01 143 1,164 +57
Mar08 070608 193.06 193.06 193.06 193.06 -4.01 94 1,940 +7
Apr08 070608 207.31 207.31 207.31 207.31 -4.01 104 2,879 +25
Total Volume and Open Interest 88,593 171,234 +2,482
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070608 214.50 214.50 212.71 212.71 -6.56 1 5 +0
Aug07 070608 210.06 210.06 210.06 210.06 -5.81 0 4 +0
Sep07 070608 207.31 207.31 207.31 207.31 -4.91 0 1 +0
Oct07 070608 193.06 193.06 193.06 193.06 -4.26      
Total Volume and Open Interest 1 10 +0
Natural Gas(NYM)
Jul07 070611 7.620 7.705 7.560 7.608 -0.055 61,394 84,097 -29,802
Aug07 070611 7.770 7.805 7.720 7.746 -0.056 40,453 52,186 +7,632
Sep07 070611 7.825 7.875 7.800 7.836 -0.054 20,360 61,973 +12,102
Oct07 070611 7.995 8.025 7.970 7.977 -0.050 7,202 59,643 +1,855
Nov07 070611 8.730 8.780 8.727 8.727 -0.030 1,740 25,510 +1,046
Dec07 070611 9.470 9.530 9.467 9.467 -0.015 2,137 41,595 -113
Jan08 070611 9.830 9.870 9.827 9.827 -0.010 1,867 40,312 +169
Feb08 070611 9.830 9.830 9.825 9.825 -0.010 268 28,554 +111
Mar08 070611 9.585 9.600 9.585 9.600 -0.010 617 54,329 +87
Apr08 070611 8.360 8.360 8.325 8.340 -0.010 537 33,422 +96
May08 070611 8.230 8.250 8.230 8.250 -0.010 433 18,844 -315
Jun08 070611 8.320 8.370 8.320 8.337 -0.010 195 10,045 +42
Jul08 070611 8.440 8.440 8.440 8.440 -0.010 141 5,681 +47
Aug08 070611 8.515 8.515 8.515 8.515 -0.010 636 8,615 +229
Sep08 070611 8.540 8.555 8.540 8.555 -0.010 1 6,352 +26
Oct08 070611 8.630 8.710 8.630 8.670 -0.007 493 21,646 +412
Total Volume and Open Interest 139,920 765,988 -6,143
Brent Crude Oil(ICE)
Jul07 070611 68.69 69.65 68.20 69.56 +0.84 81,539 48,603 +48,603
Aug07 070611 68.64 69.69 68.23 69.53 +0.88 109,857 180,780 +180,780
Sep07 070611 69.23 70.20 68.78 70.09 +1.12 53,366 94,848 +94,848
Oct07 070611 69.80 70.59 69.28 70.55 +0.89 10,279 29,073 +29,073
Nov07 070611 70.24 71.06 69.73 71.06 +0.95 4,939 25,824 +25,824
Dec07 070611 70.49 71.45 70.11 71.45 +0.95 11,514 65,499 +65,499
Jan08 070611 70.60 70.60 70.60 70.60 -1.00 2,544 22,168 +22,168
Feb08 070611 71.95 71.95 70.97 70.97 -0.03 1,489 8,883 +8,883
Mar08 070611 72.11 72.11 71.13 71.13 -2.28 0 7,289 +7,289
Apr08 070611 72.34 72.34 72.34 72.34 -1.18 0 7,451 +7,451
May08 070611 72.44 72.44 72.42 72.42 -1.19 0 6,334 +6,334
Jun08 070611 71.92 72.42 71.92 72.42 +0.78 1,125 20,367 +20,367
Jul08 070611 72.49 72.49 71.45 71.45 -2.20 0 2,002 +2,002
Aug08 070611 72.53 72.53 71.48 71.48 -2.17 0 1,429 +1,429
Total Volume and Open Interest 284,274 667,200 +6,484
Gas Oil(ICE)
Jun07 070611 598.00 605.25 593.00 604.50 +6.50 23,591 18,721 +18,721
Jul07 070611 600.50 608.00 595.50 607.25 +6.50 40,918 85,065 +85,065
Aug07 070611 604.75 612.00 599.75 610.75 +8.75 18,461 46,284 +46,284
Sep07 070611 609.25 616.50 605.75 616.25 +7.75 3,517 25,309 +25,309
Oct07 070611 613.75 617.25 610.75 617.25 +1.50 2,315 12,366 +12,366
Nov07 070611 618.50 624.00 615.50 624.00 +3.25 647 13,608 +13,608
Dec07 070611 623.50 630.75 620.50 630.75 +5.00 1,810 44,037 +44,037
Jan08 070611 628.50 630.25 628.50 630.25 -7.50 2,055 25,682 +25,682
Feb08 070611 627.50 627.50 627.50 627.50 -8.00 462 6,674 +6,674
Mar08 070611 625.50 625.50 625.50 625.50 -23.25 0 6,392 +6,392
Total Volume and Open Interest 94,848 323,749 +323,749
US Dollar Index(NYBOT)
Jun07 070611 82.290 82.880 82.280 82.710 +0.020 5,745 18,125 -2,482
Sep07 070611 82.000 82.570 82.000 82.450 +0.020 2,430 8,905 +835
Dec07 070611 82.260 82.260 82.230 82.230 +0.020 0 33 +10
Total Volume and Open Interest 8,175 27,075 -1,637
Australian Dollar(CME)
Jun07 070611 84.19 84.31 84.00 84.31 +0.03 5,672 94,403 +94,403
Sep07 070611 83.98 84.10 83.96 84.09 +0.03 12,226 37,547 +37,547
Dec07 070611 83.87 83.87 83.87 83.87 +0.06 4 533 +533
Total Volume and Open Interest 17,902 132,492 +12,476
British Pound(CME)
Jun07 070611 196.84 196.92 196.70 196.91 +0.25 8,701 95,082 +95,082
Sep07 070611 196.61 196.71 196.47 196.71 +0.25 7,871 48,829 +48,829
Dec07 070611 196.41 196.41 196.41 196.41 +0.25 0 235 +235
Total Volume and Open Interest 16,572 144,165 -176
Canadian Dollar(CME)
Jun07 070611 94.13 94.30 94.13 94.29 +0.01 45,073 154,523 +154,523
Sep07 070611 94.34 94.56 94.34 94.50 +0.01 30,073 38,684 +38,684
Dec07 070611 94.64 94.73 94.64 94.65 +0.01 6 2,692 +2,692
Mar08 070611 94.78 94.78 94.78 94.78 +0.01 1 459 +459
Total Volume and Open Interest 75,154 196,694 +10,166
Japanese Yen(CME)
Jun07 070611 82.28 82.28 82.12 82.17 -0.10 90,456 235,362 +235,362
Sep07 070611 83.22 83.22 83.12 83.12 -0.10 54,456 81,241 +81,241
Dec07 070611 84.05 84.05 84.05 84.05 -0.10 8 5,807 +5,807
Total Volume and Open Interest 144,921 334,433 +28,817
Swiss Franc(CME)
Jun07 070611 80.79 80.81 80.72 80.80 -0.20 56,975 95,936 +95,936
Sep07 070611 81.38 81.39 81.25 81.38 -0.20 28,975 27,943 +27,943
Dec07 070611 81.91 81.91 81.91 81.91 -0.20 0 50 +50
Total Volume and Open Interest 85,951 123,935 +21,880
EuroFX(CME)
Jun07 070611 133.55 133.62 133.40 133.61 -0.05 109,377 157,757 +157,757
Sep07 070611 133.96 134.03 133.81 134.01 -0.05 30,377 49,772 +49,772
Dec07 070611 134.33 134.33 134.33 134.33 -0.05 22 1,199 +1,199
Total Volume and Open Interest 139,781 208,850 -5,745
Mexican Peso(CME)
Jun07 070611 9142.0 9177.0 9142.0 9177.0 +17.0 30,378 85,036 +85,036
Jul07 070611 9160.0 9160.0 9160.0 9160.0 +18.0 0 56 +56
Total Volume and Open Interest 53,795 134,387 -8,845
30-Year T-Bonds(CBOT)
Jun07 070611 106~28 106~30 106~14 106~23 -0~05 32,773 46,707 -29,370
Sep07 070611 106~18 106~25 106~06 106~18 -0~03 818,169 933,590 +79,130
Dec07 070611 105~27 106~12 105~27 106~12 -0~04 543 451 +32
Total Volume and Open Interest 851,548 980,844 +49,832
10-Year T-Notes(CBOT)
Jun07 070611 105~030 105~080 105~000 105~050 -0~010 42,035 138,426 -30,959
Sep07 070611 104~300 105~000 104~225 104~275 -0~030 2,470,665 2,721,188 +155,428
Total Volume and Open Interest 2,516,561 2,881,922 +129,292
5-Year T-Notes(CBOT)
Jun07 070611 103~210 103~210 103~210 103~210 +0~010 8,983 0 -74,839
Sep07 070611 103~190 103~195 103~150 103~185 unch 679,831 0 -1,551,664
Dec07 070611 103~185 103~185 103~185 103~185 unch 0 16,640 +3,734
Total Volume and Open Interest 688,814 16,640 -1,622,769
2 Year T-Notes(CBOT)
Jun07 070611 101~081 101~084 101~080 101~080 +0~003 140 27,012 -6,558
Sep07 070611 101~086 101~089 101~084 101~088 +0~003 2,000 928,760 -2,329
Total Volume and Open Interest 2,140 955,772 -8,887
Eurodollars(CME)
Jun07 070611 94.640 94.640 94.637 94.637 unch 14,139 1,261,707 +1,261,707
Sep07 070611 94.645 94.650 94.640 94.645 -0.005 21,194 1,575,431 +1,575,431
Dec07 070611 94.645 94.645 94.635 94.645 unch 30,464 1,893,396 +1,893,396
Mar08 070611 94.675 94.690 94.665 94.680 unch 22,822 1,567,096 +1,567,096
Jun08 070611 94.700 94.715 94.685 94.705 +0.005 21,971 1,512,277 +1,512,277
Sep08 070611 94.685 94.710 94.675 94.695 +0.005 28,657 984,446 +984,446
Dec08 070611 94.665 94.685 94.645 94.670 +0.005 17,157 782,752 +782,752
Mar09 070611 94.620 94.645 94.610 94.635 unch 21,669 560,741 +560,741
Jun09 070611 94.560 94.595 94.550 94.585 -0.005 11,395 338,817 +338,817
Sep09 070611 94.515 94.550 94.510 94.540 -0.005 17,126 275,971 +275,971
Dec09 070611 94.475 94.510 94.465 94.495 -0.010 9,867 183,631 +183,631
Mar10 070611 94.485 94.485 94.450 94.470 -0.010 9,186 147,491 +147,491
Jun10 070611 94.450 94.450 94.430 94.435 -0.010 6,803 95,165 +95,165
Sep10 070611 94.385 94.415 94.370 94.405 -0.010 8,080 90,407 +90,407
Dec10 070611 94.335 94.370 94.335 94.360 -0.010 3,730 114,885 +114,885
Mar11 070611 94.315 94.345 94.315 94.335 -0.010 7,376 95,681 +95,681
Jun11 070611 94.305 94.320 94.305 94.310 -0.010 2,585 92,617 +92,617
Sep11 070611 94.290 94.290 94.280 94.280 -0.010 6,734 58,611 +58,611
Total Volume and Open Interest 267,872 11,843,951 +11,843,951
3-Mth Euro-Yen(CME)
Jun07 070611 99.29 99.29 99.29 99.29 -0.01 1,235 23,113 +23,113
Sep07 070611 99.09 99.09 99.09 99.09 -0.01 787 12,085 +12,085
Dec07 070611 98.96 98.96 98.96 98.96 -0.01 957 11,235 +11,235
Mar08 070611 98.83 98.83 98.83 98.83 -0.01 523 7,249 +7,249
Jun08 070611 98.71 98.71 98.71 98.71 unch 439 2,166 +2,166
Sep08 070611 98.60 98.61 98.60 98.61 unch 13 3,033 +3,033
Dec08 070611 98.51 98.51 98.51 98.51 -0.01 0 749 +749
Mar09 070611 98.42 98.42 98.42 98.42 -0.01 0 9 +9
Jun09 070611 98.35 98.35 98.35 98.35 +0.01 0 5 +5
Sep09 070611 98.27 98.27 98.27 98.27 +0.01      
Total Volume and Open Interest 3,954 59,644 +59,644
3-Mth Euro-Yen(SGX)
Jun07 070611 99.29 99.29 99.29 99.29 unch 901 80,873 +80,873
Sep07 070611 99.10 99.10 99.09 99.09 unch 4,939 57,525 +57,525
Dec07 070611 98.97 98.97 98.96 98.96 +0.00 4,774 61,924 +61,924
Mar08 070611 98.83 98.84 98.83 98.83 +0.01 837 41,872 +41,872
Jun08 070611 98.70 98.71 98.68 98.71 +0.01 5,931 20,030 +20,030
Sep08 070611 98.61 98.61 98.61 98.61 +0.01 4,078 14,059 +14,059
Dec08 070611 98.50 98.50 98.50 98.50 +0.01 65 2,551 +2,551
Mar09 070611 98.40 98.40 98.40 98.40 +0.01 0 4,233 +4,233
Total Volume and Open Interest 21,565 285,290 +1,899
Japanese Gov't Bonds(SGX)
Sep07 070608 131.42 131.62 131.20 131.35 -0.53 27,191 17,456 +8,067
Dec07 070608 131.35 131.35 131.35 131.35 -0.53 0 1 +0
Mar08 070608 131.35 131.35 131.35 131.35 -0.53      
Total Volume and Open Interest 49,460 52,202 +5,290
Euro-Bund(EUREX)
Jun07 070607 111.60 111.65 111.28 111.34 -0.13 1,462,533 1,049,351 -335,292
Sep07 070608 110.82 110.97 110.27 110.74 -0.27 0 1,578,332 +763,176
Dec07 070608 110.40 110.56 110.06 110.37 -0.27 0 1,854 +535
Total Volume and Open Interest 3,509,158 1,657,165 -208,661
Euro-Bobl(EUREX)
Jun07 070607 106.35 106.39 106.21 106.24 -0.05 980,985 990,137 -194,924
Sep07 070608 106.12 106.12 106.09 106.09 -0.11 0 1,188,431 +665,696
Dec07 070608 105.84 105.84 105.84 105.84 -0.11      
Total Volume and Open Interest 2,702,273 1,346,313 -166,559
3-Mth Euribor(EUREX)
Jun07 070608 95.840 95.850 95.840 95.850 +0.005 0 31,505 -794
Sep07 070608 95.635 95.650 95.635 95.645 +0.010 0 18,553 +2,511
Dec07 070608 95.450 95.465 95.450 95.460 +0.010 0 9,536 +411
Total Volume and Open Interest 10,809 74,390 +2,731
Long Gilt(LIFFE)
Jun07 070611 104~20 104~20 104~14 104~16 +0~03 11,710 122,804 +122,804
Sep07 070611 104~15 104~21 104~12 104~14 +0~02 161,653 381,974 +381,974
Total Volume and Open Interest 173,363 504,778 -21,489
3-Mth Short Sterling(LIFFE)
Jun07 070611 94.15 94.15 94.15 94.15 -0.01 35,236 554,354 +554,354
Sep07 070611 93.94 93.94 93.94 93.94 +0.01 77,254 555,577 +555,577
Dec07 070611 93.83 93.83 93.83 93.83 +0.01 125,211 600,568 +600,568
Total Volume and Open Interest 526,893 3,356,185 -80,911
3-Mth Euribor(LIFFE)
Jun07 070608 95.840 95.850 95.840 95.845 unch 132,120 727,975 -38,377
Sep07 070608 95.630 95.650 95.625 95.645 +0.010 369,141 958,143 -64,103
Dec07 070608 95.445 95.470 95.440 95.460 +0.005 500,429 946,173 -69,373
Total Volume and Open Interest 1,947,000 4,833,792 -220,365
3-Mth Aus T-Bills(SFE)
Jun07 070607 93.59 93.59 93.51 93.53 -0.07 41,828 56,737 -44,616
Sep07 070608 93.32 93.33 93.29 93.32 -0.02 130,497 0 -411,011
Dec07 070608 93.19 93.20 93.15 93.18 -0.04 56,529 0 -201,243
Mar08 070608 93.10 93.11 93.07 93.10 -0.03 14,494 0 -111,689
Jun08 070608 93.06 93.07 93.05 93.07 -0.04 6,959 0 -73,198
Sep08 070608 93.04 93.06 93.04 93.06 -0.04 5,662 0 -45,218
Dec08 070608 93.05 93.06 93.03 93.06 -0.04 4,603 0 -31,227
Mar09 070608 93.05 93.06 93.03 93.04 -0.07 2,210 0 -16,064
Jun09 070608 93.03 93.05 93.03 93.03 -0.08 1,530 0 -4,428
Sep09 070608 93.04 93.04 93.04 93.04 -0.07 30 0 -1,070
Total Volume and Open Interest 238,774    
10-Year Aus T-Bonds(SFE)
Jun07 070608 93.78 93.79 93.72 93.74 -0.12 69,574 0 -488,279
Sep07 070608 93.78 93.78 93.72 93.74 -0.12 3,690 0 -16,154
Total Volume and Open Interest 73,264    
3-Year Aus T-Bonds(SFE)
Jun07 070608 93.54 93.57 93.54 93.55 -0.06 183,889 0 -775,159
Sep07 070608 93.54 93.56 93.53 93.53 -0.06 9,452 0 -82,325
Total Volume and Open Interest 193,341    
Gold(CMX)
Jun07 070611 651.5 654.3 651.5 654.3 +8.8 261 593 -166
Aug07 070611 653.8 659.2 653.8 659.0 +8.7 125,762 199,321 -6,846
Oct07 070611 664.0 665.2 664.0 665.2 +8.8 1,249 24,249 +1,038
Dec07 070611 668.5 671.4 668.5 671.4 +8.9 7,664 73,758 +3,671
Feb08 070611 677.5 677.5 677.5 677.5 +9.0 829 12,500 +273
Apr08 070611 680.5 683.6 680.5 683.6 +9.1 1,366 16,788 +3,129
Jun08 070611 689.9 689.9 689.9 689.9 +9.2 1,586 16,642 +915
Aug08 070611 696.1 696.1 696.1 696.1 +9.3 135 1,303 +90
Oct08 070611 702.4 702.4 702.4 702.4 +9.4 7 1,037 +7
Dec08 070611 708.7 708.7 708.7 708.7 +9.4 1,154 21,065 +1,083
Feb09 070611 715.2 715.2 715.2 715.2 +9.5 950 10,622 +1,020
Apr09 070611 721.5 721.5 721.5 721.5 +9.6 300 1,100 +300
Total Volume and Open Interest 143,613 406,903 +6,264
Silver(CMX)
Jul07 070611 1315.0 1329.0 1311.0 1327.5 +23.5 34,956 61,865 -2,809
Sep07 070611 1327.0 1341.5 1327.0 1340.6 +23.5 5,712 20,917 +4,429
Dec07 070611 1346.0 1359.3 1346.0 1359.3 +23.9 1,711 19,150 -3
Mar08 070611 1376.7 1376.7 1376.7 1376.7 +24.2 327 4,380 +320
May08 070611 1398.0 1398.0 1387.7 1387.7 +24.2 200 2,643 +200
Jul08 070611 1399.3 1399.3 1399.3 1399.3 +24.8 54 1,626 +56
Sep08 070611 1410.5 1410.5 1410.5 1410.5 +26.0 62 476 +0
Total Volume and Open Interest 43,202 121,009 +2,428
Platinum(NYM)
Jul07 070611 1286.0 1300.0 1286.0 1298.0 +11.2 1,594 12,349 +278
Oct07 070611 1310.0 1310.0 1308.0 1308.0 +11.2 133 2,741 +124
Jan08 070611 1313.0 1313.0 1313.0 1313.0 +11.2 5 9 +0
Total Volume and Open Interest 1,732 15,099 +402
Palladium(NYME)
Jun07 070611 368.00 368.00 368.00 368.00 +2.40 9 34 -5
Sep07 070611 370.60 373.50 370.60 373.00 +2.40 467 17,552 +78
Dec07 070611 378.25 378.25 378.25 378.25 +2.40 8 375 +3
Total Volume and Open Interest 484 17,975 +76
Copper(CMX)
Jul07 070611 331.25 336.00 331.25 335.60 +9.85 12,074 36,409 -6,677
Sep07 070611 331.30 336.00 331.00 335.50 +9.75 5,537 25,156 +3,988
Dec07 070611 328.50 329.80 328.50 329.80 +9.80 719 7,829 +402
Mar08 070611 322.20 322.20 322.20 322.20 +9.65 9 1,210 +4
May08 070611 316.80 316.80 316.80 316.80 +9.65 2 154 +6
Total Volume and Open Interest 19,100 78,809 -2,126
Aluminum(CMX)
Jun07 070611 121.35 121.35 121.35 121.35 +1.00 0 2 +0
Jul07 070611 121.35 121.35 121.35 121.35 +1.00 1 54 +0
Aug07 070611 120.95 120.95 120.95 120.95 +1.00 40 40 +0
Sep07 070611 120.55 120.55 120.55 120.55 +1.00 40 40 +0
Oct07 070611 120.25 120.25 120.25 120.25 +1.00 40 40 +0
Nov07 070611 119.95 119.95 119.95 119.95 +1.00 1 40 +0
Total Volume and Open Interest 123 370 +0
DJIA Index(CBOT)
Jun07 070611 13422 13480 13384 13435 +11 8,066 40,008 -6,131
Sep07 070611 13545 13601 13505 13556 +11 8,495 18,135 +7,734
Dec07 070611 13662 13662 13662 13662 +11 3 21 +3
Mar08 070611 13776 13776 13776 13776 +11      
Total Volume and Open Interest 16,564 58,164 +1,606
S & P 500(CME)
Jun07 070611 1506.50 1516.20 1504.00 1510.50 +2.60 92,692 313,069 +313,069
Sep07 070611 1521.30 1531.50 1518.60 1525.20 +2.70 116,318 407,549 +407,549
Dec07 070611 1538.20 1538.20 1538.20 1538.20 +2.70 58 4,329 +4,329
Mar08 070611 1551.20 1551.20 1551.20 1551.20 +2.70 0 5,634 +5,634
Total Volume and Open Interest 209,081 730,798 +23,611
S & P 500 E-Mini(Globex)
Jun07 070611 1507.00 1516.75 1504.00 1510.50 +2.50 676,675 1,716,798 +1,716,798
Sep07 070611 1521.75 1531.25 1518.50 1525.25 +2.75 2,013,676 881,565 +881,565
Total Volume and Open Interest 2,690,351 2,598,363 +142,878
NASDAQ 100(CME)
Jun07 070611 1906.50 1919.00 1903.00 1905.50 -3.50 9,951 44,767 +44,767
Sep07 070611 1932.50 1945.00 1927.00 1930.50 -3.50 11,375 25,208 +25,208
Dec07 070611 1950.80 1950.80 1950.80 1950.80 -3.50 0 31 +31
Total Volume and Open Interest 21,326 70,006 +8,523
NASDAQ 100 E-Mini(Globex)
Jun07 070611 1909.30 1919.30 1902.30 1905.50 -3.50 146,251 409,300 +409,300
Sep07 070611 1933.80 1944.80 1927.30 1930.50 -3.50 436,251 156,449 +156,449
Total Volume and Open Interest 582,502 565,749 +83,298
S & P Midcap 400(CME)
Jun07 070611 897.50 901.50 897.50 900.95 +2.15 1,295 7,281 +7,281
Sep07 070611 907.50 913.00 906.80 911.30 +2.30 1,335 3,143 +3,143
Dec07 070611 920.80 920.80 920.80 920.80 +2.30      
Total Volume and Open Interest 2,630 10,424 +535
Russell 2000(CME)
Jun07 070611 832.50 838.00 830.00 834.45 +0.10 3,038 47,314 +47,314
Sep07 070611 840.25 845.75 836.50 842.00 unch 2,932 10,198 +10,198
Dec07 070611 849.80 849.80 849.80 849.80 unch 5 5 +5
Total Volume and Open Interest 5,975 57,517 +4,212
Russell 2000 E-Mini(Globex)
Jun07 070611 834.00 838.20 828.80 834.40 unch 122,593 394,934 +394,934
Sep07 070611 841.80 845.90 836.30 842.00 unch 307,593 269,743 +269,743
Dec07 070531 859.70 859.70 859.70 859.70 unch      
Total Volume and Open Interest 216,354 571,981  
Value Line(KCBT)
Jun07 070608 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070611 17950 17980 17880 17930 -20      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070606 17965 18070 17965 18030 -45 128,132 288,238 -6,931
Sep07 070608 17765 17885 17725 17785 -260 101,144 164,370 +94,521
Dec07 070608 17760 17760 17715 17760 -275 0 200 +0
Total Volume and Open Interest 104,144 164,575 -170,400
CAC 40(EURONEXT)
Jun07 070611 5936.5 5975.5 5918.0 5946.0 +57.0 228,165 593,476 +593,476
Jul07 070611 5955.0 5988.0 5936.5 5962.0 +57.0 3,145 19,628 +19,628
Aug07 070611 5981.0 5981.0 5981.0 5981.0 +57.0 13 66 +66
Total Volume and Open Interest 232,303 617,464 +62,195
Hang Seng Index(HKFE)
Jun07 070608 20420 20539 20377 20467 -283 37,945 121,750 -1,025
Jul07 070608 20555 20620 20460 20551 -279 1,232 1,557 +125
Total Volume and Open Interest 39,320 125,643 -857
DAX(EUREX)
Jun07 070611 7667.5 7759.5 7632.0 7695.5 +112.0 347,332 450,158 +23,277
Sep07 070611 7752.5 7845.0 7717.5 7780.5 +113.0 17,042 35,662 +4,437
Dec07 070611 7829.0 7928.0 7825.0 7865.0 +112.0 213 7,410 +115
Total Volume and Open Interest 364,587 493,230 +27,829
FT-SE 100(EURONEXT)
Jun07 070611 6521.00 6596.00 6521.00 6564.50 +64.00 170,617 554,700 +554,700
Sep07 070611 6570.00 6636.00 6563.00 6604.50 +65.00 32,050 92,889 +92,889
Dec07 070611 6650.50 6664.50 6646.50 6664.50 +66.00 5 6,580 +6,580
Total Volume and Open Interest 202,672 654,221 +4,154
SPI 200(SFE)
Jun07 070608 6198.0 6249.0 6198.0 6224.0 -92.0 23,461 0 -315,024
Sep07 070608 6217.0 6254.0 6209.0 6231.0 -92.0 478 0 -7,609
Dec07 070608 6261.0 6282.0 6261.0 6272.0 -92.0 1 0 -3,415
Total Volume and Open Interest 26,837 331,750 +3,519
GSCI(CME)
Jun07 070611 472.10 477.10 469.20 476.90 +7.20 4,199 13,498 +13,498
Jul07 070611 476.60 481.80 474.10 481.80 +7.00 2,746 8,519 +8,519
Aug07 070611 485.40 485.40 485.40 485.40 +7.40 75 200 +200
Total Volume and Open Interest 7,020 22,217 +1,700
Reuters CRB Index(NYBOT)
Aug07 070611 416.50 416.50 409.75 416.50 +5.00 132 509 +81
Nov07 070611 423.50 423.50 417.50 422.50 +5.00 14 823 +11
Jan08 070611 420.50 425.50 420.50 425.50 +5.00 0 7 +0
Total Volume and Open Interest 146 1,339 +1,339
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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