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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 Tue June 12, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070612 828.50 832.00 822.75 826.50 -3.50 33,204 185,446 -16,458
Aug07 070612 836.00 839.50 830.50 834.25 -3.75 3,070 28,823 +556
Sep07 070612 846.00 847.00 840.00 843.00 -2.00 1,044 12,896 +389
Nov07 070612 860.50 865.00 855.50 860.25 -3.25 24,619 210,207 +15,858
Jan08 070612 869.50 874.50 867.00 870.75 -2.50 459 16,370 +218
Mar08 070612 874.00 879.00 873.00 876.50 -1.25 1,013 14,392 +239
May08 070612 878.00 883.00 877.00 880.50 -1.50 939 16,000 +406
Total Volume and Open Interest 66,999 553,626 +2,373
Soybean Meal(CBOT)
Jul07 070612 229.30 231.10 227.50 229.20 -1.00 9,710 80,361 +549
Aug07 070612 229.70 231.70 228.70 230.50 -0.20 3,819 28,804 +163
Sep07 070612 231.50 233.00 230.50 232.00 -0.30 1,147 15,414 -246
Oct07 070612 233.50 234.00 231.80 233.00 -0.20 604 9,635 +16
Dec07 070612 236.00 237.00 234.30 236.20 unch 9,449 54,561 -2,896
Jan08 070612 235.00 237.20 234.70 236.50 +0.50 422 6,234 +31
Mar08 070612 237.50 238.70 236.00 238.00 +0.50 581 7,343 +177
May08 070612 237.50 237.50 236.00 237.50 +0.50 796 7,350 +335
Total Volume and Open Interest 27,525 222,594 -1,332
Soybean Oil(CBOT)
Jul07 070612 35.49 35.65 35.25 35.27 -0.15 17,293 139,050 -8,980
Aug07 070612 35.74 35.91 35.48 35.49 -0.20 3,187 33,580 +1,237
Sep07 070612 35.99 36.13 35.75 35.75 -0.20 544 15,054 +436
Oct07 070612 36.15 36.40 36.00 36.00 -0.18 317 10,838 +193
Dec07 070612 36.75 36.91 36.54 36.57 -0.14 12,483 84,849 -133
Jan08 070612 36.84 36.84 36.84 36.84 -0.17 47 8,665 -4
Mar08 070612 37.35 37.35 37.05 37.05 -0.15 525 5,102 +44
May08 070612 37.50 37.55 37.23 37.23 -0.17 433 5,674 +360
Total Volume and Open Interest 35,168 314,528 -6,729
Canola(WCE)
Jul07 070612 380.1 381.2 377.6 380.7 +0.6 4,591 28,659 -5,708
Total Volume and Open Interest 15,130 131,780 -7,987
Corn(CBOT)
Jul07 070612 395.00 397.00 387.50 393.50 -2.50 40,716 283,818 -12,860
Sep07 070612 403.00 405.00 396.00 402.50 -2.50 31,927 250,071 +8,950
Dec07 070612 404.50 408.50 399.25 405.50 -0.50 30,009 469,341 +6,191
Mar08 070612 414.00 418.00 410.25 415.00 -0.50 2,092 57,742 +210
May08 070612 421.75 424.00 417.25 422.25 -0.50 1,045 15,127 -11
Jul08 070612 424.25 427.50 421.50 424.75 -0.50 1,197 36,565 -210
Total Volume and Open Interest 108,910 1,259,216 +3,974
Wheat(CBOT)
Jul07 070612 559.00 576.00 554.50 565.00 +9.00 21,445 117,897 -11,963
Sep07 070612 572.00 590.50 569.50 580.25 +8.50 15,823 127,150 +6,291
Dec07 070612 587.00 601.00 581.50 593.50 +9.75 8,890 93,126 -718
Mar08 070612 587.00 607.00 587.00 601.00 +11.00 657 6,089 +635
May08 070612 590.00 600.00 590.00 600.00 +14.00 2 342 -1
Total Volume and Open Interest 48,356 384,063 -5,444
Wheat(KCBT)
Jul07 070612 556.00 571.00 550.00 559.00 +10.50 12,816 52,648 -3,080
Sep07 070612 569.00 582.00 562.00 573.00 +10.75 6,296 37,143 +2,833
Dec07 070612 585.00 596.00 577.00 586.25 +8.25 2,955 29,087 -40
Mar08 070612 582.00 601.00 582.00 595.00 +11.50 119 2,418 +73
May08 070612 580.00 580.00 580.00 580.00 +14.00 0 11 +0
Total Volume and Open Interest 22,665 128,377 +81
Wheat(MGE)
Jul07 070612 559.00 572.00 554.00 562.00 +6.00 2,954 11,555 -142
Sep07 070612 565.00 581.00 564.00 573.00 +8.25 2,486 13,883 +544
Dec07 070612 580.00 596.50 580.00 588.50 +8.50 1,610 20,340 +402
Mar08 070612 593.00 603.00 590.00 603.00 +7.25 177 1,511 +79
May08 070612 600.00 602.00 600.00 602.00 +4.00 3 18 +3
Total Volume and Open Interest 7,385 48,612 +941
Oats(CBOT)
Jul07 070612 293.50 294.50 290.00 291.00 -3.50 308 5,394 -60
Sep07 070612 292.00 293.00 290.00 292.00 -1.00 44 2,963 +12
Dec07 070612 288.00 290.00 287.50 289.50 unch 301 9,945 +108
Mar08 070612 293.00 293.00 293.00 293.00 unch 9 610 +3
Total Volume and Open Interest 662 18,918 +63
Rough Rice(CBOT)
Jul07 070612 10.50 10.75 10.50 10.75 +0.33 305 4,999 -111
Sep07 070612 10.99 11.11 10.98 11.11 +0.28 142 3,957 +42
Nov07 070612 11.17 11.38 11.13 11.38 +0.26 202 7,099 +20
Jan08 070612 11.62 11.64 11.52 11.64 +0.25 0 469 +0
Total Volume and Open Interest 649 16,642 -49
Live Cattle(CME)
Jun07 070612 90.550 90.730 90.250 90.450 -0.200 2,648 18,974 -1,345
Aug07 070612 90.150 90.450 89.900 90.300 +0.300 12,058 138,555 +1,009
Oct07 070612 93.450 93.800 93.135 93.750 +0.250 4,166 51,629 +893
Dec07 070612 94.650 94.950 94.350 94.950 +0.415 1,853 18,871 +50
Feb08 070612 96.100 96.450 95.750 96.350 +0.500 163 11,123 +52
Apr08 070612 96.450 97.000 96.430 96.980 +0.580 128 4,482 +47
Total Volume and Open Interest 21,044 245,304 +721
Feeder Cattle(CME)
Aug07 070612 107.300 108.250 107.300 108.135 +0.585 2,464 15,883 -28
Sep07 070612 107.500 108.300 107.500 108.250 +0.700 562 2,821 +10
Oct07 070612 107.500 108.300 107.500 108.250 +0.550 313 1,910 +103
Nov07 070612 107.480 108.200 107.400 108.200 +0.700 50 506 +31
Jan08 070612 105.700 106.400 105.500 106.400 +0.700 27 354 +13
Mar08 070612 105.350 105.350 105.350 105.350 +0.650 9 33 +1
Apr08 070612 104.250 104.700 104.250 104.700 +0.450 1 4 +1
Total Volume and Open Interest 3,426 21,511 +131
Lean Hogs(CME)
Jun07 070612 73.100 73.180 72.930 73.035 +0.355 2,738 10,921 +62
Jul07 070612 74.850 76.100 74.750 75.680 +1.280 15,670 58,722 -3,209
Aug07 070612 74.000 75.250 74.000 75.135 +1.500 13,415 56,861 +2,321
Oct07 070612 67.450 68.400 67.400 68.350 +1.000 4,299 30,377 +2,233
Dec07 070612 65.400 66.000 65.400 65.850 +0.400 1,737 17,500 +691
Feb08 070612 68.000 68.900 67.850 68.850 +0.715 195 4,873 +109
Apr08 070612 69.350 70.500 69.350 70.400 +1.250 33 1,400 -5
May08 070612 73.900 74.900 73.900 74.900 +1.200 6 117 +4
Total Volume and Open Interest 38,093 180,955 +2,206
Pork Bellies(CME)
Jul07 070612 95.500 97.400 95.500 97.250 +1.200 89 988 +4
Aug07 070612 96.150 97.650 96.150 97.300 +1.150 20 286 +2
Feb08 070612 99.400 100.150 99.400 100.150 +0.865 0 36 +0
Mar08 070612 100.400 100.400 100.400 100.400 -0.700 0 3 +0
Total Volume and Open Interest 109 1,313 +6
Class III Milk(CME)
Jun07 070612 20.08 20.10 20.08 20.10 unch 276 3,924 -54
Jul07 070612 21.25 21.38 21.25 21.32 +0.12 260 4,347 +7
Aug07 070612 20.30 20.60 20.30 20.54 +0.27 236 4,017 +62
Sep07 070612 20.00 20.25 20.00 20.25 +0.35 190 3,738 +43
Oct07 070612 18.95 19.20 18.95 19.15 +0.30 146 3,262 +33
Total Volume and Open Interest 1,794 38,441 +418
Cocoa(NYBOT)
Jul07 070612 1848 1849 1827 1836 -3 17,734 30,738 -12,072
Sep07 070612 1879 1879 1851 1866 -1 16,288 54,176 +12,046
Dec07 070612 1903 1903 1885 1894 -1 768 32,121 +361
Mar08 070612 1918 1918 1918 1918 -1 90 12,735 +265
May08 070612 1934 1934 1934 1934 unch 0 3,281 +0
Jul08 070612 1951 1951 1951 1951 unch 37 2,912 +0
Sep08 070612 1968 1968 1968 1968 unch 0 2,639 +0
Total Volume and Open Interest 34,918 147,551 +600
Coffee "C"(NYBOT)
Jul07 070612 115.40 115.40 112.40 113.45 -1.95 19,343 45,480 -6,198
Sep07 070612 118.20 118.20 115.40 116.35 -1.90 14,211 68,560 +6,027
Dec07 070612 121.80 121.80 119.60 120.25 -1.85 2,756 21,711 +567
Mar08 070612 124.00 124.00 123.85 123.85 -1.85 1,709 6,909 -59
May08 070612 127.40 127.40 125.50 125.85 -2.00 1,582 4,692 -113
Jul08 070612 127.75 127.75 127.75 127.75 -2.10 1,656 3,127 -1
Total Volume and Open Interest 42,668 160,882 +607
Orange Juice(NYBOT)
Jul07 070612 146.10 146.60 136.90 141.50 -5.40 1,993 12,147 -160
Sep07 070612 148.10 148.10 137.60 142.45 -5.15 1,097 8,883 +585
Nov07 070612 148.60 148.60 139.00 143.15 -5.15 88 6,935 -17
Jan08 070612 149.00 149.00 139.50 144.15 -5.35 9 2,018 -4
Mar08 070612 145.15 145.15 145.15 145.15 -5.85 2 1,541 +0
May08 070612 146.15 146.15 146.15 146.15 -6.35 0 25 +0
Total Volume and Open Interest 3,189 31,561 +404
Sugar #11(NYBOT)
Jul07 070612 8.63 8.66 8.52 8.56 -0.20 96,269 193,186 -37,532
Oct07 070612 8.92 8.95 8.83 8.92 -0.13 79,059 295,690 +25,639
Mar08 070612 9.35 9.43 9.34 9.43 -0.12 4,616 91,794 -1,189
May08 070612 9.62 9.65 9.62 9.65 -0.14 1,107 26,095 +158
Jul08 070612 9.88 9.88 9.78 9.83 -0.13 1,035 34,433 +149
Total Volume and Open Interest 183,445 703,174 -12,912
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070612 21.25 21.25 21.25 21.25 +0.01 3 2,309 +2
Nov07 070612 21.06 21.06 21.06 21.06 unch 0 1,895 +0
Jan08 070612 21.08 21.08 21.08 21.08 unch 0 1,762 +0
Mar08 070612 21.18 21.18 21.18 21.18 -0.05 50 1,138 +50
Total Volume and Open Interest 53 7,453 -492
London Cocoa(LCE)
Jul07 070612 1014 1022 1003 1007 -8 3,176 57,188 -962
Sep07 070612 1030 1041 1023 1026 -6 3,714 50,801 +1,447
Dec07 070612 1041 1041 1025 1029 -6 1,304 38,071 +126
Mar08 070612 1044 1044 1031 1034 -5 342 28,761 +202
May08 070612 1040 1041 1040 1041 -5 75 9,633 +64
Jul08 070612 1050 1050 1049 1049 -5 5 2,242 +1
Sep08 070612 1056 1056 1056 1056 -5 0 6,386 +0
Total Volume and Open Interest 8,620 195,090 +878
London Coffee(LCE)
Jul07 070612 1909.00 1909.00 1860.00 1860.00 -40.00 12,602 61,105 -4,895
Sep07 070612 1928.00 1928.00 1880.00 1880.00 -38.00 14,442 71,195 +7,018
Nov07 070612 1918.00 1921.00 1877.00 1877.00 -33.00 2,974 25,640 +1,719
Jan08 070612 1868.00 1868.00 1829.00 1829.00 -31.00 701 8,503 +579
Mar08 070612 1820.00 1820.00 1811.00 1811.00 -24.00 292 1,758 +177
May08 070612 1803.00 1803.00 1803.00 1803.00 -22.00 292 2,537 +49
Total Volume and Open Interest 31,367 172,422 +4,650
London Sugar(LCE)
Aug07 070612 310.50 310.90 307.20 309.10 -2.40 3,701 40,882 -944
Oct07 070612 305.00 305.00 302.00 303.00 -2.60 983 17,169 +235
Dec07 070612 297.20 297.50 296.50 296.70 -2.50 159 4,956 -49
Mar08 070612 295.00 295.00 293.50 294.60 -2.20 264 6,962 -55
May08 070612 294.00 294.60 293.80 294.60 -2.10 34 4,277 +26
Total Volume and Open Interest 5,201 79,602 -733
Cotton(NYBOT)
Jul07 070612 51.70 51.80 51.60 51.60 -0.32 21,333 71,611 -6,262
Oct07 070612 55.50 55.50 55.25 55.30 -0.40 204 5,438 -157
Dec07 070612 57.30 57.48 57.20 57.29 -0.45 19,115 111,007 +8,122
Mar08 070612 60.00 60.05 59.80 59.80 -0.55 938 24,093 +1,232
May08 070612 61.05 61.05 60.80 60.80 -0.60 154 1,096 +90
Jul08 070612 62.10 62.10 61.80 61.80 -0.65 0 2,657 +0
Total Volume and Open Interest 41,777 218,569 +3,047
Lumber(CME)
Jul07 070612 281.7 284.3 276.6 282.4 -1.1 262 4,042 -76
Sep07 070612 293.2 295.0 287.6 289.3 -4.5 377 3,300 +142
Nov07 070612 284.0 284.3 278.1 279.3 -4.0 31 898 +16
Jan08 070612 286.6 287.8 284.5 286.4 +1.3 0 102 +0
Total Volume and Open Interest 672 8,389 +84
Crude Oil(NYM)
Jul07 070612 65.58 65.65 64.90 65.35 -0.62 234,653 195,030 -36,249
Aug07 070612 66.32 66.32 65.75 66.06 -0.58 135,856 225,409 +11,922
Sep07 070612 66.95 67.00 66.55 66.98 -0.53 41,127 109,268 +5,671
Oct07 070612 67.67 67.67 67.67 67.67 -0.50 11,336 56,529 -395
Nov07 070612 68.20 68.25 68.20 68.25 -0.46 3,285 39,977 -211
Dec07 070612 68.65 68.75 68.55 68.75 -0.43 15,468 158,514 -992
Jan08 070612 69.18 69.18 69.18 69.18 -0.39 1,576 55,186 +292
Feb08 070612 69.55 69.55 69.55 69.55 -0.35 666 22,157 +49
Mar08 070612 69.87 69.87 69.87 69.87 -0.31 1,102 18,920 +387
Apr08 070612 70.13 70.13 70.13 70.13 -0.28 527 26,451 -17
May08 070612 70.35 70.35 70.35 70.35 -0.25 592 23,678 +444
Jun08 070612 70.50 70.55 70.20 70.55 -0.23 537 48,197 +17
Jul08 070612 70.72 70.72 70.72 70.72 -0.21 5 15,212 +3
Aug08 070612 70.86 70.86 70.86 70.86 -0.19 160 8,912 +138
Sep08 070612 70.98 70.98 70.98 70.98 -0.18 300 18,795 +260
Oct08 070612 71.08 71.08 71.08 71.08 -0.17 0 20,362 +0
Total Volume and Open Interest 459,039 1,418,813 -17,107
Heating Oil(NYM)
Jul07 070612 191.80 191.85 190.50 191.39 -1.52 44,466 55,197 -3,491
Aug07 070612 192.80 193.00 192.60 192.69 -1.57 24,234 38,953 +2,924
Sep07 070612 195.45 195.45 195.39 195.39 -1.42 10,089 25,768 +1,893
Oct07 070612 197.99 197.99 197.99 197.99 -1.52 2,601 10,078 +266
Nov07 070612 200.69 200.69 200.69 200.69 -1.62 1,763 7,434 +583
Dec07 070612 203.39 203.39 203.39 203.39 -1.67 5,405 28,115 +68
Jan08 070612 204.00 205.59 204.00 205.59 -1.67 1,734 13,973 -368
Feb08 070612 206.64 206.64 206.64 206.64 -1.57 908 7,459 +354
Mar08 070612 204.60 205.04 203.95 205.04 -1.57 238 5,297 +69
Apr08 070612 201.19 201.19 201.19 201.19 -1.52 123 3,528 -12
May08 070612 197.44 197.44 197.44 197.44 -1.47 275 1,955 +97
Jun08 070612 195.69 195.69 195.69 195.69 -1.42 376 8,218 -98
Total Volume and Open Interest 92,712 208,910 +2,515
Gasoline(NYMEX)
Jul07 070612 214.85 216.05 211.30 213.50 +0.79 45,893 70,027 -94
Aug07 070612 212.35 213.48 208.91 210.97 +0.91 26,410 30,804 +1,967
Sep07 070612 208.91 209.80 206.00 208.12 +0.81 15,418 25,328 +2,832
Oct07 070612 193.09 193.77 192.47 193.77 +0.71 5,362 12,453 +246
Nov07 070612 188.50 189.07 188.50 189.07 +0.86 4,346 7,086 +349
Dec07 070612 186.99 187.62 185.31 187.62 +0.76 7,119 11,953 +865
Jan08 070612 188.87 188.87 188.87 188.87 +0.81 2,238 5,406 +187
Feb08 070612 190.97 190.97 190.97 190.97 +0.71 518 1,396 +232
Mar08 070612 193.72 193.72 193.72 193.72 +0.66 247 1,958 +18
Apr08 070612 207.87 207.87 207.87 207.87 +0.56 215 2,974 +95
Total Volume and Open Interest 108,702 178,163 +6,929
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070612 213.00 213.50 213.00 213.50 +0.79 0 5 +0
Aug07 070612 210.97 210.97 210.97 210.97 +0.91 0 4 +0
Sep07 070612 208.12 208.12 208.12 208.12 +0.81 0 1 +0
Oct07 070612 193.77 193.77 193.77 193.77 +0.71      
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Jul07 070612 7.620 7.700 7.595 7.682 +0.074 69,633 73,985 -10,112
Aug07 070612 7.745 7.835 7.740 7.823 +0.077 38,868 55,093 +2,907
Sep07 070612 7.840 7.925 7.840 7.915 +0.079 21,507 66,304 +4,331
Oct07 070612 8.059 8.059 8.059 8.059 +0.082 9,153 60,501 +858
Nov07 070612 8.790 8.804 8.790 8.804 +0.077 2,479 25,891 +381
Dec07 070612 9.485 9.534 9.485 9.534 +0.067 1,239 41,763 +168
Jan08 070612 9.840 9.890 9.840 9.889 +0.062 2,557 40,098 -214
Feb08 070612 9.840 9.887 9.840 9.887 +0.062 133 28,577 +23
Mar08 070612 9.662 9.662 9.662 9.662 +0.062 1,061 54,457 +128
Apr08 070612 8.407 8.407 8.407 8.407 +0.067 949 33,528 +106
May08 070612 8.270 8.317 8.270 8.317 +0.067 136 18,825 -19
Jun08 070612 8.404 8.404 8.404 8.404 +0.067 82 10,052 +7
Jul08 070612 8.507 8.507 8.507 8.507 +0.067 43 5,683 +2
Aug08 070612 8.582 8.582 8.582 8.582 +0.067 231 8,599 -16
Sep08 070612 8.622 8.622 8.622 8.622 +0.067 22 6,344 -8
Oct08 070612 8.737 8.737 8.737 8.737 +0.067 198 21,561 -85
Total Volume and Open Interest 148,742 764,482 -1,506
Brent Crude Oil(ICE)
Jul07 070612 69.40 69.62 68.30 68.61 -0.95 52,360 41,941 -6,662
Aug07 070612 69.45 69.65 68.40 68.80 -0.73 86,676 173,372 -7,408
Sep07 070612 69.98 70.16 69.08 69.51 -0.58 38,405 101,699 +6,851
Oct07 070612 70.27 70.57 69.64 70.15 -0.40 8,397 29,263 +190
Nov07 070612 70.70 70.99 70.21 70.60 -0.46 3,330 0 -25,824
Dec07 070612 71.12 71.37 70.45 70.95 -0.50 14,091 0 -65,499
Jan08 070612 71.45 71.70 71.45 71.70 +1.10 3,080 21,146 -1,022
Feb08 070612 71.73 71.95 71.73 71.95 +0.98 0 8,727 -156
Mar08 070612 71.92 72.11 71.92 72.11 +0.98 0 7,534 +245
Apr08 070612 72.07 72.25 72.07 72.25 -0.09 127 6,671 -780
May08 070612 72.22 72.36 72.22 72.36 -0.06 183 0 -6,334
Jun08 070612 72.37 72.37 71.93 71.93 -0.49 2,493 0 -20,367
Jul08 070612 72.39 72.49 72.39 72.49 +1.04      
Aug08 070612 72.44 72.53 72.44 72.53 +1.05 0 1,429 +0
Total Volume and Open Interest 213,186 515,249 -151,951
Gas Oil(ICE)
Jun07 070612 602.75 606.00 601.75 602.00 -2.50 20,960 0 -18,721
Jul07 070612 606.50 608.75 598.00 600.50 -6.75 54,621 82,974 -2,091
Aug07 070612 610.25 612.25 602.50 606.75 -4.00 24,980 49,084 +2,800
Sep07 070612 617.25 617.25 609.25 611.75 -4.50 6,655 30,351 +5,042
Oct07 070612 619.00 622.00 612.75 617.00 -0.25 1,934 12,651 +285
Nov07 070612 620.75 622.00 617.50 622.00 -2.00 1,435 13,758 +150
Dec07 070612 629.50 629.75 622.75 626.75 -4.00 3,276 43,222 -815
Jan08 070612 633.75 634.25 633.75 634.25 +4.00 1,214 26,193 +511
Feb08 070612 632.75 632.75 632.75 632.75 +5.25 333 6,674 +0
Mar08 070612 632.25 632.25 630.50 630.50 +5.00 400 6,317 -75
Total Volume and Open Interest 118,459 303,870 -19,879
US Dollar Index(NYBOT)
Jun07 070612 82.715 82.890 82.680 82.890 +0.180 6,720 15,258 -2,867
Sep07 070612 82.465 82.630 82.430 82.630 +0.180 9,022 10,332 +1,427
Dec07 070612 82.220 82.410 82.220 82.410 +0.180 2,003 2,036 +2,003
Total Volume and Open Interest 17,745 27,638 +563
Australian Dollar(CME)
Jun07 070612 84.22 84.28 84.10 84.28 -0.03 3,486 85,452 -8,951
Sep07 070612 84.04 84.12 83.92 84.06 -0.03 3,962 61,635 +24,088
Dec07 070612 83.79 83.79 83.79 83.79 -0.08 0 429 -104
Total Volume and Open Interest 7,448 147,525 +15,033
British Pound(CME)
Jun07 070612 197.41 197.63 197.41 197.63 +0.72 10,602 74,296 -20,786
Sep07 070612 197.20 197.66 197.14 197.43 +0.72 2,785 54,396 +5,567
Dec07 070612 197.12 197.12 197.12 197.12 +0.71 0 243 +8
Total Volume and Open Interest 13,387 128,954 -15,211
Canadian Dollar(CME)
Jun07 070612 94.05 94.10 93.92 93.95 -0.34 8,586 141,663 -12,860
Sep07 070612 94.40 94.40 94.14 94.16 -0.34 10,338 66,649 +27,965
Dec07 070612 94.56 94.56 94.18 94.30 -0.35 25 2,702 +10
Mar08 070612 94.42 94.42 94.42 94.42 -0.36 6 471 +12
Total Volume and Open Interest 18,959 211,825 +15,131
Japanese Yen(CME)
Jun07 070612 82.19 82.22 82.16 82.18 +0.01 14,276 224,690 -10,672
Sep07 070612 83.12 83.21 83.12 83.13 +0.01 9,327 117,874 +36,633
Dec07 070612 84.06 84.06 84.06 84.06 +0.01 3,260 9,071 +3,264
Total Volume and Open Interest 26,863 363,658 +29,225
Swiss Franc(CME)
Jun07 070612 80.56 80.56 80.47 80.51 -0.29 3,586 92,861 -3,075
Sep07 070612 81.21 81.23 81.05 81.09 -0.29 3,758 54,339 +26,396
Dec07 070612 81.62 81.62 81.62 81.62 -0.29 0 50 +0
Total Volume and Open Interest 7,344 147,256 +23,321
EuroFX(CME)
Jun07 070612 133.50 133.50 133.18 133.20 -0.41 3,121 142,445 -15,312
Sep07 070612 133.89 133.90 133.55 133.60 -0.41 8,580 73,523 +23,751
Dec07 070612 133.92 133.92 133.92 133.92 -0.41 0 1,200 +1
Total Volume and Open Interest 11,701 217,290 +8,440
Mexican Peso(CME)
Jun07 070612 9152.0 9185.0 9135.0 9145.0 -32.0 3,731 63,097 -21,939
Jul07 070612 9127.0 9127.0 9127.0 9127.0 -33.0 0 56 +0
Total Volume and Open Interest 9,676 140,384 +5,997
30-Year T-Bonds(CBOT)
Jun07 070612 106~16 106~17 105~01 105~18 -1~05 15,721 40,774 -5,933
Sep07 070612 106~10 106~13 104~24 105~11 -1~07 407,927 935,239 +1,649
Dec07 070612 105~22 105~27 105~00 105~04 -1~08 397 837 +386
Total Volume and Open Interest 424,045 976,946 -3,898
10-Year T-Notes(CBOT)
Jun07 070612 105~000 105~020 104~085 104~165 -0~205 72,207 90,931 -47,495
Sep07 070612 104~230 104~250 103~260 104~055 -0~220 1,093,866 2,792,373 +71,185
Total Volume and Open Interest 1,169,655 2,906,665 +24,743
5-Year T-Notes(CBOT)
Jun07 070612 103~090 103~090 103~090 103~090 -0~120 19,760 0 +0
Sep07 070612 103~125 103~130 103~055 103~055 -0~130 379,758 0 +0
Dec07 070612 103~055 103~055 103~055 103~055 -0~130 874 17,514 +874
Total Volume and Open Interest 400,392 17,514 +874
2 Year T-Notes(CBOT)
Jun07 070612 101~066 101~066 101~066 101~066 -0~014 264 25,236 -1,776
Sep07 070612 101~077 101~078 101~070 101~070 -0~018 555 966,383 +37,623
Total Volume and Open Interest 819 991,619 +35,847
Eurodollars(CME)
Jun07 070612 94.640 94.640 94.635 94.637 unch 29,236 1,250,772 -10,935
Sep07 070612 94.635 94.640 94.630 94.635 -0.010 28,378 1,554,183 -21,248
Dec07 070612 94.620 94.620 94.600 94.610 -0.035 32,666 1,868,097 -25,299
Mar08 070612 94.650 94.655 94.620 94.625 -0.055 19,470 1,558,357 -8,739
Jun08 070612 94.665 94.670 94.625 94.630 -0.075 18,343 1,524,847 +12,570
Sep08 070612 94.650 94.655 94.600 94.605 -0.090 15,329 981,468 -2,978
Dec08 070612 94.620 94.620 94.560 94.560 -0.110 14,536 768,477 -14,275
Mar09 070612 94.570 94.575 94.515 94.515 -0.120 15,996 563,229 +2,488
Jun09 070612 94.515 94.515 94.460 94.460 -0.125 10,990 349,553 +10,736
Sep09 070612 94.470 94.470 94.415 94.415 -0.125 9,548 273,869 -2,102
Dec09 070612 94.420 94.420 94.365 94.365 -0.130 6,990 186,011 +2,380
Mar10 070612 94.400 94.400 94.335 94.335 -0.135 6,475 148,848 +1,357
Jun10 070612 94.355 94.355 94.295 94.295 -0.140 6,261 95,551 +386
Sep10 070612 94.325 94.325 94.260 94.260 -0.145 5,909 91,090 +683
Dec10 070612 94.280 94.280 94.215 94.215 -0.145 4,151 113,907 -978
Mar11 070612 94.255 94.255 94.190 94.190 -0.145 6,412 96,837 +1,156
Jun11 070612 94.240 94.240 94.165 94.165 -0.145 2,492 93,039 +422
Sep11 070612 94.210 94.210 94.130 94.130 -0.150 3,472 59,681 +1,070
Total Volume and Open Interest 242,513 11,792,670 -51,281
3-Mth Euro-Yen(CME)
Jun07 070612 99.29 99.29 99.29 99.29 unch 1,127 23,416 +303
Sep07 070612 99.08 99.08 99.08 99.08 -0.01 3,626 12,881 +796
Dec07 070612 98.94 98.94 98.94 98.94 -0.02 451 12,628 +1,393
Mar08 070612 98.82 98.82 98.81 98.81 -0.02 132 7,486 +237
Jun08 070612 98.68 98.69 98.68 98.69 -0.02 1,130 2,861 +695
Sep08 070612 98.58 98.58 98.58 98.58 -0.03 260 3,274 +241
Dec08 070612 98.47 98.48 98.46 98.48 -0.03 0 749 +0
Mar09 070612 98.39 98.39 98.39 98.39 -0.03 0 9 +0
Jun09 070612 98.34 98.34 98.34 98.34 -0.01 0 5 +0
Sep09 070612 98.25 98.25 98.25 98.25 -0.02 0 10 +10
Total Volume and Open Interest 6,726 63,319 +3,675
3-Mth Euro-Yen(SGX)
Sep07 070612 99.08 99.09 99.08 99.08 -0.01 3,281 59,865 +2,340
Dec07 070612 98.96 98.96 98.94 98.94 -0.01 4,825 61,688 -236
Mar08 070612 98.83 98.83 98.82 98.82 -0.01 3,189 43,728 +1,856
Jun08 070612 98.70 98.71 98.69 98.69 -0.01 3,876 22,822 +2,792
Sep08 070612 98.61 98.61 98.59 98.59 -0.02 712 13,579 -480
Dec08 070612 98.49 98.49 98.49 98.49 -0.01 0 2,551 +0
Mar09 070612 98.39 98.39 98.39 98.39 -0.01 0 4,233 +0
Jun09 070612 98.33 98.33 98.33 98.33 -0.01 5 368 -5
Total Volume and Open Interest 17,552 292,234 +6,944
Japanese Gov't Bonds(SGX)
Sep07 070612 131.43 131.57 131.30 131.35 unch 9,938 39,560 +22,104
Dec07 070612 131.35 131.35 131.35 131.35 unch 0 1 +0
Mar08 070612 131.35 131.35 131.35 131.35 unch      
Total Volume and Open Interest 9,938 39,561 -12,641
Euro-Bund(EUREX)
Sep07 070612 110.75 110.80 110.26 110.44 -0.30 1,998,480 1,756,356 +178,024
Dec07 070612 110.36 110.36 109.93 110.06 -0.31 1,934 2,961 +1,107
Mar08 070612 109.89 109.89 109.89 109.89 -0.62      
Total Volume and Open Interest 2,086,880 1,759,317  
Euro-Bobl(EUREX)
Sep07 070612 106.09 106.12 105.83 105.93 -0.16 936,899 1,374,666 +186,235
Dec07 070612 105.66 105.66 105.66 105.66 -0.18 420 0 +0
Mar08 070612 105.63 105.63 105.63 105.63 -296.86      
Total Volume and Open Interest 997,255 1,374,666  
3-Mth Euribor(EUREX)
Jun07 070612 95.845 95.850 95.845 95.850 unch 368 31,282 -223
Sep07 070612 95.645 95.645 95.635 95.635 -0.010 1,924 19,047 +494
Dec07 070612 95.455 95.455 95.445 95.445 -0.015 342 9,447 -89
Total Volume and Open Interest 2,812 74,645 +255
Long Gilt(LIFFE)
Jun07 070612 104~10 104~12 103~31 104~02 -0~14 8,351 116,965 -5,839
Sep07 070612 104~12 104~12 103~27 104~00 -0~14 93,480 383,761 +1,787
Total Volume and Open Interest 101,831 500,726 -4,052
3-Mth Short Sterling(LIFFE)
Jun07 070612 94.13 94.13 94.13 94.13 -0.02 36,635 551,512 -2,842
Sep07 070612 93.91 93.91 93.91 93.91 -0.03 45,681 558,783 +3,206
Dec07 070612 93.77 93.77 93.77 93.77 -0.06 40,297 600,310 -258
Total Volume and Open Interest 226,558 3,360,568 +4,383
3-Mth Euribor(LIFFE)
Jun07 070612 95.845 95.850 95.845 95.845 unch 49,432 711,740 -16,235
Sep07 070612 95.645 95.650 95.630 95.635 -0.010 185,008 945,121 -13,022
Dec07 070612 95.465 95.465 95.425 95.440 -0.020 274,433 953,539 +7,366
Total Volume and Open Interest 1,218,762 4,831,266 -2,526
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 070612 93.36 93.36 93.34 93.36 +0.04 68,542 0 +0
Dec07 070612 93.20 93.21 93.18 93.20 +0.02 47,314 0 +0
Mar08 070612 93.12 93.12 93.08 93.11 +0.01 16,923 0 +0
Jun08 070612 93.08 93.09 93.05 93.07 unch 9,814 0 +0
Sep08 070612 93.07 93.07 93.04 93.06 unch 6,480 0 +0
Dec08 070612 93.03 93.05 93.03 93.05 -0.01 1,950 0 +0
Mar09 070612 93.02 93.04 93.02 93.04 unch 2,278 0 +0
Jun09 070612 93.03 93.03 93.02 93.02 -0.01 1,186 0 +0
Sep09 070612 93.03 93.03 93.03 93.03 -0.01 2 0 +0
Total Volume and Open Interest 154,503    
10-Year Aus T-Bonds(SFE)
Jun07 070612 93.76 93.79 93.75 93.76 +0.03 189,367 0 +0
Sep07 070612 93.76 93.79 93.75 93.76 +0.03 119,028 0 +0
Total Volume and Open Interest 308,395    
3-Year Aus T-Bonds(SFE)
Jun07 070612 93.57 93.58 93.54 93.55 unch 160,406 0 +0
Sep07 070612 93.55 93.55 93.53 93.53 unch 19,094 0 +0
Total Volume and Open Interest 179,500    
Gold(CMX)
Jun07 070612 651.0 651.0 648.0 648.5 -5.8 91 558 -35
Aug07 070612 655.5 656.0 650.0 653.1 -5.9 53,929 199,135 -186
Oct07 070612 660.0 660.0 659.2 659.2 -6.0 507 24,270 +21
Dec07 070612 667.8 667.8 662.0 665.4 -6.0 2,953 75,148 +1,390
Feb08 070612 671.2 671.5 671.2 671.5 -6.0 77 12,450 -50
Apr08 070612 677.6 677.6 677.6 677.6 -6.0 885 17,343 +555
Jun08 070612 683.9 683.9 683.9 683.9 -6.0 308 16,795 +153
Aug08 070612 690.1 690.1 690.1 690.1 -6.0 15 1,305 +2
Oct08 070612 696.5 696.5 696.5 696.5 -5.9 100 1,037 +0
Dec08 070612 702.8 702.8 702.8 702.8 -5.9 451 21,335 +270
Feb09 070612 709.4 709.4 709.4 709.4 -5.8 250 10,872 +250
Apr09 070612 715.8 715.8 715.8 715.8 -5.7 50 1,150 +50
Total Volume and Open Interest 59,901 409,471 +2,568
Silver(CMX)
Jul07 070612 1312.0 1317.5 1302.0 1309.0 -18.5 13,840 59,202 -2,663
Sep07 070612 1333.0 1333.0 1318.0 1322.0 -18.6 2,239 21,311 +394
Dec07 070612 1348.0 1348.0 1340.5 1340.5 -18.8 223 19,243 +93
Mar08 070612 1357.9 1357.9 1357.9 1357.9 -18.8 81 4,387 +7
May08 070612 1368.9 1368.9 1368.9 1368.9 -18.8 230 2,853 +210
Jul08 070612 1380.5 1380.5 1380.5 1380.5 -18.8 4 1,628 +2
Sep08 070612 1391.7 1391.7 1391.7 1391.7 -18.8 62 476 +0
Total Volume and Open Interest 16,927 119,106 -1,903
Platinum(NYM)
Jul07 070612 1297.0 1297.0 1290.0 1296.4 -1.6 1,321 12,296 -53
Oct07 070612 1300.0 1304.4 1299.0 1304.4 -3.6 396 2,793 +52
Jan08 070612 1309.4 1309.4 1309.4 1309.4 -3.6 5 9 +0
Total Volume and Open Interest 1,722 15,098 -1
Palladium(NYME)
Jun07 070612 368.10 368.10 368.10 368.10 +0.10 1 33 -1
Sep07 070612 372.50 373.00 372.50 372.85 -0.15 276 17,766 +214
Dec07 070612 378.10 378.10 378.10 378.10 -0.15 8 376 +1
Total Volume and Open Interest 285 18,189 +214
Copper(CMX)
Jul07 070612 328.00 329.75 325.80 328.70 -6.90 7 32,732 -3,677
Sep07 070612 328.00 329.00 327.00 329.00 -6.50 5,767 27,456 +2,300
Dec07 070612 323.00 323.75 323.00 323.75 -6.05 748 8,262 +433
Mar08 070612 316.60 316.60 316.60 316.60 -5.60 48 1,204 -6
May08 070612 311.40 311.40 311.40 311.40 -5.40 1 155 +1
Total Volume and Open Interest 7,002 77,833 -976
Aluminum(CMX)
Jun07 070612 120.35 120.35 120.35 120.35 -1.00 0 2 +0
Jul07 070612 120.35 120.35 120.35 120.35 -1.00 1 54 +0
Aug07 070612 119.95 119.95 119.95 119.95 -1.00 40 40 +0
Sep07 070612 119.55 119.55 119.55 119.55 -1.00 40 40 +0
Oct07 070612 119.25 119.25 119.25 119.25 -1.00 40 40 +0
Nov07 070612 118.95 118.95 118.95 118.95 -1.00 1 40 +0
Total Volume and Open Interest 123 370 +0
DJIA Index(CBOT)
Jun07 070612 13408 13450 13298 13302 -133 7,799 37,401 -2,607
Sep07 070612 13525 13570 13410 13421 -135 10,487 23,127 +4,992
Dec07 070612 13700 13700 13527 13527 -135 0 21 +0
Mar08 070612 13641 13641 13641 13641 -135      
Total Volume and Open Interest 18,286 60,549 +2,385
S & P 500(CME)
Jun07 070612 1503.80 1511.50 1492.50 1493.10 -17.40 100,851 266,155 -46,914
Sep07 070612 1518.00 1526.70 1506.60 1507.50 -17.70 118,920 466,099 +58,550
Dec07 070612 1520.40 1520.40 1520.40 1520.40 -17.80 150 4,362 +33
Mar08 070612 1533.40 1533.40 1533.40 1533.40 -17.80 0 5,634 +0
Total Volume and Open Interest 219,921 742,467 +11,669
S & P 500 E-Mini(Globex)
Jun07 070612 1510.50 1512.25 1492.25 1493.00 -17.50 470,015 1,566,182 -150,616
Sep07 070612 1525.00 1527.00 1506.50 1507.50 -17.75 1,524,589 1,078,952 +197,387
Total Volume and Open Interest 1,994,604 2,645,134 +46,771
NASDAQ 100(CME)
Jun07 070612 1894.00 1914.00 1891.50 1893.30 -12.20 9,918 40,885 -3,882
Sep07 070612 1919.50 1938.00 1913.00 1918.00 -12.50 12,208 31,194 +5,986
Dec07 070612 1938.30 1938.30 1938.30 1938.30 -12.50 0 31 +0
Total Volume and Open Interest 22,126 72,110 +2,104
NASDAQ 100 E-Mini(Globex)
Jun07 070612 1906.80 1913.00 1889.00 1893.30 -12.20 100,448 379,066 -30,234
Sep07 070612 1931.00 1938.30 1913.80 1918.00 -12.50 334,449 210,196 +53,747
Total Volume and Open Interest 434,897 589,262 +23,513
S & P Midcap 400(CME)
Jun07 070612 890.20 890.20 888.20 888.20 -12.75 1,719 6,942 -339
Sep07 070612 906.50 907.25 898.50 898.50 -12.80 1,814 4,657 +1,514
Dec07 070612 908.00 908.00 908.00 908.00 -12.80      
Total Volume and Open Interest 3,533 11,599 +1,175
Russell 2000(CME)
Jun07 070612 827.50 828.75 819.50 820.10 -14.35 8,782 42,350 -4,964
Sep07 070612 835.50 839.50 827.50 827.50 -14.50 8,614 16,703 +6,505
Dec07 070612 835.30 835.30 835.30 835.30 -14.50 0 5 +0
Total Volume and Open Interest 17,396 59,058 +1,541
Russell 2000 E-Mini(Globex)
Jun07 070612 834.00 834.50 819.40 820.10 -14.30 114,431 346,015 -48,919
Sep07 070612 841.70 842.30 826.80 827.50 -14.50 277,431 350,617 +80,874
Dec07 070531 859.70 859.70 859.70 859.70 unch      
Total Volume and Open Interest 216,354 571,981  
Value Line(KCBT)
Jun07 070612 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070612 17810 17840 17665 17680 -250      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070606 17965 18070 17965 18030 -45 128,132 288,238 -6,931
Sep07 070612 17905 17905 17755 17805 +20 91,064 218,919 +54,549
Dec07 070612 17850 17855 17740 17740 -20 0 200 +0
Total Volume and Open Interest 91,064 220,124 +55,549
CAC 40(EURONEXT)
Jun07 070612 5927.5 5948.5 5885.0 5900.0 -46.0 151,011 569,940 -23,536
Jul07 070612 5944.0 5963.5 5903.0 5916.0 -46.0 42,423 58,293 +38,665
Aug07 070612 5935.0 5935.0 5935.0 5935.0 -46.0 0 63 -3
Total Volume and Open Interest 203,331 642,316 +24,852
Hang Seng Index(HKFE)
Jun07 070612 20613 20649 20479 20595 +128 48,715 122,839 +1,089
Jul07 070612 20708 20725 20563 20675 +124 1,609 2,044 +487
Total Volume and Open Interest 50,511 127,278 +1,635
DAX(EUREX)
Jun07 070612 7690.0 7745.0 7629.0 7690.0 -5.5 227,820 411,583 -38,575
Sep07 070612 7776.5 7830.0 7714.5 7775.0 -5.5 46,958 68,474 +32,812
Dec07 070612 7862.5 7914.0 7804.0 7860.0 -5.0 1,427 7,568 +158
Total Volume and Open Interest 276,205 487,625 -5,605
FT-SE 100(EURONEXT)
Jun07 070612 6558.00 6591.00 6516.50 6529.50 -35.00 216,164 476,042 -78,658
Sep07 070612 6602.00 6631.50 6556.00 6569.00 -35.50 140,811 204,112 +111,223
Dec07 070612 6671.50 6671.50 6627.50 6629.50 -35.00 106 6,630 +50
Total Volume and Open Interest 357,081 686,828 +32,607
SPI 200(SFE)
Jun07 070612 6247.0 6307.0 6238.0 6251.0 +27.0 27,778 0 +0
Sep07 070612 6251.0 6314.0 6246.0 6258.0 +27.0 739 0 +0
Dec07 070612 6322.0 6322.0 6294.0 6301.0 +29.0 6 0 +0
Total Volume and Open Interest 33,178 339,859 +8,109
GSCI(CME)
Jun07 070612 474.00 474.00 470.80 472.80 -4.10 3,748 9,507 -3,991
Jul07 070612 478.00 478.00 476.20 477.95 -3.85 5,068 12,535 +4,016
Aug07 070612 482.20 482.20 482.20 482.20 -3.20 0 200 +0
Total Volume and Open Interest 8,816 22,242 +25
Reuters CRB Index(NYBOT)
Aug07 070612 411.50 416.50 411.50 414.00 -2.50 6 507 -2
Nov07 070612 422.00 422.50 420.00 420.00 -2.50 1 823 +0
Jan08 070612 425.50 425.50 423.00 423.00 -2.50 0 7 +0
Total Volume and Open Interest 7 1,337 -2
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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