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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed June 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070627 803.00 811.00 795.00 803.50 -3.50 11,051 43,754 -14,253
Aug07 070627 811.50 818.50 802.00 811.75 -3.50 5,515 47,956 +4,320
Sep07 070627 821.00 829.00 812.00 820.75 -3.75 1,396 20,478 +232
Nov07 070627 838.00 845.50 828.50 837.50 -4.50 20,709 295,701 +6,880
Jan08 070627 848.00 857.00 841.00 848.25 -4.75 1,781 22,669 +819
Mar08 070627 855.00 855.00 847.00 854.25 -4.75 1,285 15,736 +372
May08 070627 861.50 865.00 850.00 860.00 -3.00 777 18,422 +544
Total Volume and Open Interest 44,262 537,752 +2,067
Soybean Meal(CBOT)
Jul07 070627 218.50 221.40 216.40 217.90 -2.20 6,024 14,390 -6,409
Aug07 070627 221.70 223.70 219.00 220.90 -1.60 6,168 38,482 +707
Sep07 070627 224.00 226.20 221.50 223.90 -1.20 2,421 21,382 +922
Oct07 070627 225.80 228.20 223.20 225.90 -1.20 957 10,515 +66
Dec07 070627 229.50 232.20 227.00 228.90 -1.90 6,124 85,912 +1,689
Jan08 070627 232.00 232.50 228.00 230.50 -1.50 710 8,499 +323
Mar08 070627 233.50 235.50 230.50 232.90 -1.60 845 7,348 -125
May08 070627 234.70 236.00 231.00 233.50 -1.00 723 7,243 -137
Total Volume and Open Interest 25,032 207,864 -5,104
Soybean Oil(CBOT)
Jul07 070627 34.83 35.03 34.62 34.96 -0.02 11,022 26,277 -11,041
Aug07 070627 35.15 35.30 34.89 35.26 -0.03 6,542 54,016 +4,830
Sep07 070627 35.35 35.66 35.12 35.65 +0.12 2,473 17,789 +587
Oct07 070627 36.70 36.70 35.45 35.82 +0.02 455 11,227 -5
Dec07 070627 36.28 36.38 35.89 36.35 -0.04 10,190 145,502 +3,014
Jan08 070627 36.52 36.60 36.20 36.60 -0.10 559 9,570 +323
Mar08 070627 36.65 36.82 36.65 36.82 -0.08 1,027 5,859 +254
May08 070627 36.98 36.98 36.55 36.98 -0.12 1,779 7,746 +685
Total Volume and Open Interest 36,321 292,601 -1,801
Canola(WCE)
Jul07 070627 372.0 374.1 368.0 370.6 -2.0 1,918 4,877 -1,926
Total Volume and Open Interest 7,391 109,888 -2,935
Corn(CBOT)
Jul07 070627 356.50 357.50 341.00 343.75 -12.75 19,644 65,015 -21,791
Sep07 070627 367.75 367.75 351.00 353.75 -13.25 23,585 354,089 -389
Dec07 070627 377.00 377.00 358.00 362.00 -13.00 29,062 490,477 -9,437
Mar08 070627 387.00 387.25 370.25 374.00 -12.25 706 62,090 +3
May08 070627 395.00 395.00 380.00 382.75 -12.75 282 16,875 +297
Jul08 070627 398.50 400.00 386.00 390.50 -10.25 605 40,889 +42
Total Volume and Open Interest 78,571 1,184,578 -45,134
Wheat(CBOT)
Jul07 070627 614.00 625.00 598.00 606.00 -2.50 8,038 21,948 -13,165
Sep07 070627 628.00 640.00 612.00 621.50 -4.50 15,636 214,197 +4,893
Dec07 070627 637.00 646.00 621.00 628.50 -5.50 8,271 119,561 +1,118
Mar08 070627 637.00 647.00 623.00 629.50 -6.50 344 7,868 +158
May08 070627 628.00 630.00 612.00 620.00 -8.00 9 789 +30
Total Volume and Open Interest 33,631 409,231 +590
Wheat(KCBT)
Jul07 070627 601.00 604.00 583.50 589.00 +0.50 8,344 12,311 -4,132
Sep07 070627 610.00 614.50 594.00 602.50 +4.50 15,642 68,237 +6,023
Dec07 070627 622.00 630.00 609.00 616.25 +4.00 4,340 32,345 +776
Mar08 070627 631.00 634.00 619.00 626.00 unch 425 2,836 +27
May08 070627 610.00 610.00 610.00 610.00 unch 0 11 +0
Total Volume and Open Interest 28,934 124,936 +1,012
Wheat(MGE)
Jul07 070627 625.00 631.00 608.00 609.00 -11.00 2,179 3,213 -1,151
Sep07 070627 617.00 628.00 608.50 615.75 +3.25 5,380 21,449 +829
Dec07 070627 625.00 635.00 618.00 621.00 -0.25 2,562 24,541 +57
Mar08 070627 635.00 639.00 628.00 635.00 unch 261 1,892 +25
May08 070627 634.00 637.00 630.00 630.00 -4.00 0 59 +0
Total Volume and Open Interest 10,436 52,809 -163
Oats(CBOT)
Jul07 070627 262.50 267.00 256.00 260.50 -2.50 993 1,171 -590
Sep07 070627 267.00 272.00 260.25 263.00 -6.00 591 3,872 +184
Dec07 070627 273.00 274.00 264.00 266.00 -7.50 635 11,062 +117
Mar08 070627 276.00 276.00 274.50 275.00 -7.00 5 652 +9
Total Volume and Open Interest 2,224 16,765 -583
Rough Rice(CBOT)
Jul07 070627 10.48 10.52 10.47 10.52 -0.05 239 2,344 -41
Sep07 070627 10.90 10.93 10.85 10.88 -0.06 493 5,887 +280
Nov07 070627 11.20 11.20 11.12 11.19 -0.03 194 7,316 +51
Jan08 070627 11.41 11.45 11.41 11.45 -0.04 2 531 +0
Total Volume and Open Interest 928 16,218 +286
Live Cattle(CME)
Jun07 070627 85.500 85.730 85.050 85.300 -0.250 4,598 3,116 -3,155
Aug07 070627 88.250 89.400 88.250 89.250 +0.615 16,384 123,809 -2,097
Oct07 070627 92.400 93.250 92.285 93.135 +0.555 6,215 59,769 -634
Dec07 070627 94.200 94.850 94.100 94.635 +0.335 1,870 20,958 +12
Feb08 070627 95.500 96.135 95.450 95.885 +0.185 413 12,337 +95
Apr08 070627 96.600 97.100 96.450 97.080 +0.280 285 4,933 -65
Total Volume and Open Interest 29,834 227,375 -7,329
Feeder Cattle(CME)
Aug07 070627 107.400 108.850 107.100 108.580 +0.930 1,407 15,989 +39
Sep07 070627 108.100 109.300 107.680 109.100 +0.850 476 3,474 +171
Oct07 070627 108.000 109.250 107.650 109.100 +0.700 231 2,167 +32
Nov07 070627 108.100 109.300 107.750 109.230 +0.780 11 604 +2
Jan08 070627 106.000 107.500 105.950 107.450 +0.950 26 459 +15
Mar08 070627 105.035 106.135 104.950 106.135 +0.635 0 66 +0
Apr08 070627 105.035 105.885 105.035 105.885 +0.435 1 18 +0
Total Volume and Open Interest 2,152 22,777 +268
Lean Hogs(CME)
Jul07 070627 72.200 72.600 71.950 72.330 -0.350 12,069 20,056 -3,660
Aug07 070627 70.900 71.750 70.900 71.650 +0.320 15,306 75,545 -1,388
Oct07 070627 64.800 65.150 64.300 64.635 -0.295 7,013 38,188 +495
Dec07 070627 62.200 62.630 61.600 61.930 -0.370 1,940 23,874 +760
Feb08 070627 65.400 66.000 64.900 64.950 -0.950 623 8,119 +296
Apr08 070627 67.300 68.050 66.950 67.350 -0.600 364 2,578 -105
May08 070627 72.600 72.700 72.400 72.700 -0.500 16 299 +5
Jun08 070627 73.600 74.100 72.950 73.400 -0.600 84 795 +72
Total Volume and Open Interest 37,422 169,505 -4,744
Pork Bellies(CME)
Jul07 070627 93.650 94.500 93.400 94.150 +0.500 370 710 -172
Aug07 070627 92.000 93.400 92.000 92.750 +0.715 231 571 +73
Feb08 070627 94.000 94.000 93.950 93.950 -0.050 3 39 +0
Mar08 070627 95.000 95.000 95.000 95.000 -0.100 0 7 +0
May08 070627 96.000 96.000 96.000 96.000 -0.100 0 5 +0
Total Volume and Open Interest 604 1,332 -101
Class III Milk(CME)
Jun07 070627 20.15 20.15 20.15 20.15 unch 15 3,882 -9
Jul07 070627 21.75 21.85 21.50 21.60 -0.45 235 4,688 +16
Aug07 070627 20.70 20.72 20.31 20.38 -0.64 385 4,500 +122
Sep07 070627 20.65 20.70 20.20 20.21 -0.74 383 4,649 +162
Oct07 070627 19.50 19.50 19.10 19.10 -0.60 240 3,532 +49
Total Volume and Open Interest 1,905 41,550 +733
Cocoa(NYBOT)
Jul07 070627 2027 2030 2022 2022 unch 107 702 -57
Sep07 070627 2011 2029 2010 2022 +5 15,795 81,173 +5,389
Dec07 070627 2040 2049 2040 2046 +6 3,066 37,374 +1,937
Mar08 070627 2070 2070 2070 2070 +8 785 15,544 +557
May08 070627 2083 2083 2083 2083 +6 227 3,687 +167
Jul08 070627 2100 2100 2100 2100 +6 29 2,946 +14
Sep08 070627 2117 2117 2117 2117 +6 68 2,651 +61
Total Volume and Open Interest 20,119 153,406 +10,413
Coffee "C"(NYBOT)
Jul07 070627 109.60 110.50 109.60 110.40 +0.45 461 607 -161
Sep07 070627 111.50 112.40 111.00 112.20 +0.30 12,201 96,389 +21
Dec07 070627 115.40 116.10 115.00 116.10 +0.30 2,731 26,295 +714
Mar08 070627 119.15 119.75 119.15 119.75 +0.35 221 8,821 +89
May08 070627 121.50 121.85 121.50 121.85 +0.40 226 4,748 -60
Jul08 070627 123.75 123.75 123.75 123.75 +0.30 62 3,529 +43
Total Volume and Open Interest 16,363 152,703 +3,553
Orange Juice(NYBOT)
Jul07 070627 121.50 126.25 121.00 124.00 +3.50 705 6,131 -350
Sep07 070627 122.25 126.60 122.00 125.65 +4.80 1,772 13,852 +43
Nov07 070627 124.00 128.00 124.00 126.60 +5.10 477 7,281 +49
Jan08 070627 125.50 127.60 124.25 127.60 +5.10 296 3,145 +67
Mar08 070627 128.60 128.60 128.60 128.60 +5.10 111 1,742 +14
May08 070627 129.60 129.60 129.60 129.60 +5.10 133 259 +106
Total Volume and Open Interest 3,575 32,854 -205
Sugar #11(NYBOT)
Jul07 070627 9.15 9.15 8.99 9.13 -0.02 30,444 43,277 -7,141
Oct07 070627 9.64 9.67 9.48 9.65 -0.06 72,433 385,474 -736
Mar08 070627 9.98 10.07 9.98 10.07 -0.05 19,471 101,767 +5,712
May08 070627 10.14 10.18 10.14 10.18 -0.05 1,784 27,711 +368
Jul08 070627 10.25 10.31 10.22 10.31 -0.05 2,300 37,322 -54
Total Volume and Open Interest 131,393 667,014 -6,876
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070627 21.45 21.45 21.45 21.45 unch 81 2,729 -19
Nov07 070627 21.11 21.11 21.11 21.11 +0.03 0 1,908 +0
Jan08 070627 21.00 21.00 21.00 21.00 -0.05 0 1,966 +0
Mar08 070627 21.10 21.10 21.10 21.10 -0.03 100 1,457 +100
Total Volume and Open Interest 231 8,468 +120
London Cocoa(LCE)
Jul07 070627 1083 1083 1059 1079 -1 6,154 49,470 +45
Sep07 070627 1100 1103 1089 1097 -2 9,995 60,309 +2,350
Dec07 070627 1096 1100 1085 1094 unch 2,806 39,004 +353
Mar08 070627 1093 1096 1084 1093 +1 1,468 32,397 +256
May08 070627 1100 1102 1094 1100 unch 287 9,567 -14
Jul08 070627 1105 1108 1102 1108 +1 122 5,542 +24
Sep08 070627 1112 1119 1112 1115 unch 67 6,660 +66
Total Volume and Open Interest 20,900 205,145 +3,589
London Coffee(LCE)
Jul07 070627 1876.00 1880.00 1834.00 1848.00 -25.00 3,368 20,671 -2,468
Sep07 070627 1890.00 1894.00 1851.00 1867.00 -24.00 6,166 103,996 +1,344
Nov07 070627 1882.00 1883.00 1848.00 1857.00 -26.00 1,335 39,630 +616
Jan08 070627 1839.00 1844.00 1819.00 1819.00 -25.00 794 14,129 +568
Mar08 070627 1811.00 1811.00 1792.00 1798.00 -25.00 120 2,514 +24
May08 070627 1800.00 1800.00 1789.00 1796.00 -22.00 0 3,211 +0
Total Volume and Open Interest 11,783 185,850 +309
London Sugar(LCE)
Aug07 070627 319.00 322.00 318.00 319.00 -1.00 4,740 40,749 -1,849
Oct07 070627 311.10 314.80 308.20 310.00 -2.60 2,267 18,444 +188
Dec07 070627 308.50 308.60 305.00 306.00 -1.80 608 6,593 +83
Mar08 070627 304.50 304.50 301.00 302.00 -2.00 857 7,979 +316
May08 070627 302.00 303.20 301.30 301.30 -2.60 130 4,586 +118
Total Volume and Open Interest 8,654 85,940 -435
Cotton(NYBOT)
Jul07 070627 55.80 56.85 55.80 56.85 +0.85 141 245 -469
Oct07 070627 59.50 60.20 58.90 59.80 +0.14 337 6,972 +19
Dec07 070627 61.10 62.25 60.65 61.69 +0.24 8,263 155,849 +236
Mar08 070627 63.75 64.65 63.70 64.40 +0.45 945 30,629 -160
May08 070627 65.30 65.30 65.00 65.30 +0.55 24 1,667 +22
Jul08 070627 65.70 66.50 65.70 66.25 +0.55 41 2,977 +11
Total Volume and Open Interest 9,783 202,007 -1,744
Lumber(CME)
Jul07 070627 278.1 280.8 278.1 280.5 +1.7 354 2,053 -236
Sep07 070627 292.8 294.6 292.7 294.4 +0.6 650 4,390 +70
Nov07 070627 285.0 286.5 284.0 285.6 +0.9 69 1,310 +44
Jan08 070627 296.3 298.0 296.3 297.0 +1.1 5 133 -1
Total Volume and Open Interest 1,079 7,935 -64
Crude Oil(NYM)
Aug07 070627 67.50 69.32 67.10 68.97 +1.20 199,705 312,136 -5,222
Sep07 070627 67.95 69.55 67.65 69.28 +1.03 76,680 161,306 +922
Oct07 070627 68.10 69.65 68.10 69.54 +0.82 28,679 69,420 +1,128
Nov07 070627 69.85 69.85 69.79 69.79 +0.63 12,049 43,970 +885
Dec07 070627 69.05 70.35 68.90 70.03 +0.46 32,564 171,385 +2,793
Jan08 070627 70.55 70.55 70.27 70.27 +0.33 3,661 54,823 -143
Feb08 070627 70.49 70.49 70.49 70.49 +0.24 1,472 26,709 +259
Mar08 070627 70.70 70.70 70.70 70.70 +0.19 730 26,718 +189
Apr08 070627 70.89 70.89 70.89 70.89 +0.16 1,057 26,201 +78
May08 070627 71.04 71.04 71.04 71.04 +0.14 651 28,814 +411
Jun08 070627 71.18 71.18 71.18 71.18 +0.12 1,172 48,049 +169
Jul08 070627 71.27 71.27 71.27 71.27 +0.10 33 16,527 +18
Aug08 070627 71.35 71.35 71.35 71.35 +0.08 200 9,229 -5
Sep08 070627 71.41 71.41 71.41 71.41 +0.06 573 20,939 +210
Oct08 070627 71.46 71.46 71.46 71.46 +0.04 0 20,399 +0
Nov08 070627 71.50 71.50 71.50 71.50 +0.02 200 12,763 -155
Total Volume and Open Interest 376,371 1,436,152 +19,499
Heating Oil(NYM)
Jul07 070627 199.33 203.80 199.33 202.46 +3.13 24,163 16,176 -7,225
Aug07 070627 199.35 204.10 198.80 203.21 +3.28 30,197 73,407 +2,728
Sep07 070627 204.46 204.46 204.46 204.46 +2.93 6,078 38,715 +6
Oct07 070627 205.25 206.30 204.90 206.06 +2.78 1,205 14,308 +405
Nov07 070627 207.25 208.00 207.25 207.86 +2.63 1,062 9,181 +154
Dec07 070627 206.25 210.50 206.25 209.71 +2.53 3,300 30,525 -211
Jan08 070627 208.00 211.21 208.00 211.21 +2.43 1,546 15,031 -251
Feb08 070627 212.50 212.50 212.01 212.01 +2.38 708 9,817 +440
Mar08 070627 209.71 209.71 209.71 209.71 +2.33 206 4,841 -90
Apr08 070627 204.50 205.16 204.50 205.16 +2.13 89 4,277 +51
May08 070627 200.61 200.61 200.61 200.61 +1.93 50 1,733 -1
Jun08 070627 198.06 198.06 198.06 198.06 +1.78 1,063 10,851 +470
Total Volume and Open Interest 69,698 232,980 -6,027
Gasoline(NYMEX)
Jul07 070627 224.60 227.83 220.81 225.46 +0.77 34,899 30,037 -5,829
Aug07 070627 219.40 223.17 215.89 220.19 +0.85 38,298 60,960 +3,127
Sep07 070627 214.50 217.82 211.38 215.29 +0.70 10,518 40,695 +525
Oct07 070627 199.80 201.06 196.15 199.69 +1.10 4,199 14,024 -198
Nov07 070627 194.20 195.45 190.93 194.04 +1.05 1,671 8,570 +179
Dec07 070627 188.55 193.39 188.14 191.64 +1.05 1,933 14,513 +4
Jan08 070627 192.00 193.25 192.00 192.79 +1.00 609 6,867 +270
Feb08 070627 192.65 194.54 192.65 194.54 +0.90 74 2,289 +25
Mar08 070627 195.00 196.74 195.00 196.74 +0.75 61 3,050 +2
Apr08 070627 210.54 210.54 210.54 210.54 +0.50 59 3,408 +13
Total Volume and Open Interest 92,587 193,986 -1,852
e-MiNY RBOB Gasoline(NYMEX)
Jul07 070627 222.00 225.46 222.00 225.46 +0.77 0 5 +0
Aug07 070627 221.00 222.20 220.19 220.19 +0.85 0 4 +0
Sep07 070627 215.29 215.29 215.29 215.29 +0.70      
Oct07 070627 199.69 199.69 199.69 199.69 +1.10      
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jul07 070627 6.770 6.970 6.770 6.929 +0.052 64,625 10,684 -14,949
Aug07 070627 6.900 7.100 6.900 7.083 +0.081 42,541 99,968 +2,936
Sep07 070627 6.990 7.185 6.990 7.174 +0.081 9,577 92,903 +2,045
Oct07 070627 7.240 7.326 7.230 7.326 +0.079 12,114 65,668 +1,013
Nov07 070627 7.895 8.080 7.890 8.076 +0.092 7,785 30,886 -546
Dec07 070627 8.600 8.786 8.600 8.786 +0.099 5,591 43,979 +769
Jan08 070627 8.990 9.146 8.990 9.146 +0.099 4,503 39,532 +844
Feb08 070627 8.990 9.146 8.990 9.146 +0.094 1,441 30,844 +75
Mar08 070627 8.800 8.936 8.800 8.936 +0.089 3,890 50,885 -455
Apr08 070627 7.930 8.046 7.930 8.046 +0.079 1,884 34,781 -23
May08 070627 7.850 7.961 7.850 7.961 +0.075 78 24,459 +34
Jun08 070627 7.940 8.046 7.940 8.046 +0.073 73 12,850 +60
Jul08 070627 8.146 8.146 8.146 8.146 +0.070 9 5,726 +8
Aug08 070627 8.130 8.221 8.130 8.221 +0.070 58 8,659 +52
Sep08 070627 8.271 8.271 8.271 8.271 +0.073 24 6,837 +33
Oct08 070627 8.310 8.386 8.310 8.386 +0.073 390 22,770 +89
Total Volume and Open Interest 156,233 802,306 -11,308
Brent Crude Oil(ICE)
Aug07 070627 70.13 71.03 69.40 70.53 +0.36 82,431 119,338 +119,338
Sep07 070627 70.60 71.78 70.08 71.30 +0.53 42,291 143,433 +143,433
Oct07 070627 71.09 72.15 70.47 71.60 +0.46 13,047 44,338 +44,338
Nov07 070627 71.55 72.45 70.83 71.85 +0.34 4,091 26,609 +26,609
Dec07 070627 71.90 72.75 71.19 72.11 +0.24 11,896 79,990 +79,990
Jan08 070627 72.20 73.03 71.75 72.36 +0.17 3,038 23,954 +23,954
Feb08 070627 72.29 72.56 72.29 72.56 +0.11 1,740 10,542 +10,542
Mar08 070627 72.68 72.68 72.68 72.68 +0.07 454 8,791 +8,791
Apr08 070627 72.85 72.85 72.77 72.77 +0.06 0 7,768 +7,768
May08 070627 72.81 72.81 72.81 72.81 unch 12 7,011 +7,011
Jun08 070627 72.61 73.02 72.61 72.86 -0.03 418 22,449 +22,449
Jul08 070627 72.88 72.88 72.88 72.88 -0.05 0 2,429 +2,429
Aug08 070627 72.90 72.90 72.90 72.90 -0.04 60 1,637 +1,637
Sep08 070627 72.88 72.88 72.88 72.88 -0.04 110 2,156 +2,156
Total Volume and Open Interest 166,919 646,361 +4,682
Gas Oil(ICE)
Jul07 070627 617.50 628.50 610.75 625.75 +5.75 26,772 50,945 +50,945
Aug07 070627 621.75 632.00 614.50 629.00 +5.50 18,991 69,867 +69,867
Sep07 070627 625.75 635.75 619.50 632.75 +5.00 5,683 42,994 +42,994
Oct07 070627 626.25 638.50 624.00 636.75 +5.00 1,301 15,285 +15,285
Nov07 070627 635.75 642.25 635.75 640.50 +4.50 834 14,354 +14,354
Dec07 070627 634.50 646.50 633.75 644.75 +4.50 1,799 49,798 +49,798
Jan08 070627 649.00 654.25 649.00 652.25 +4.25 487 27,079 +27,079
Feb08 070627 650.25 650.25 650.25 650.25 +4.25 0 7,602 +7,602
Mar08 070627 647.25 647.25 647.25 647.25 +3.75 0 6,421 +6,421
Apr08 070627 643.75 643.75 643.75 643.75 +3.25 0 2,397 +2,397
Total Volume and Open Interest 56,780 334,168 +334,168
US Dollar Index(NYBOT)
Sep07 070627 82.125 82.230 81.960 82.075 +0.025 2,734 21,003 +188
Dec07 070627 81.840 81.840 81.840 81.840 +0.010 16 2,512 -5
Mar08 070627 81.630 81.630 81.630 81.630 +0.010 0 636 +2
Total Volume and Open Interest 2,750 24,151 +190
Australian Dollar(CME)
Sep07 070627 83.98 83.99 83.41 83.44 -1.00 8,705 110,634 -5,044
Dec07 070627 83.20 83.20 83.20 83.20 -1.00 0 711 -15
Mar08 070627 82.92 82.92 82.92 82.92 -1.00 0 151 +0
Total Volume and Open Interest 8,705 111,504 -4,498
British Pound(CME)
Sep07 070627 199.46 199.70 199.40 199.57 -0.11 2,582 159,376 +8,277
Dec07 070627 199.21 199.21 199.21 199.21 -0.11 0 385 +0
Mar08 070627 198.79 198.79 198.79 198.79 -0.11 0 12 +0
Total Volume and Open Interest 2,582 159,791 +13,717
Canadian Dollar(CME)
Sep07 070627 93.65 93.65 93.42 93.54 -0.17 3,080 135,786 +961
Dec07 070627 93.70 93.70 93.66 93.69 -0.17 1 3,201 +3
Mar08 070627 93.70 93.79 93.70 93.79 -0.17 0 513 +0
Jun08 070627 93.78 93.89 93.78 93.89 -0.17 0 271 -1
Total Volume and Open Interest 3,081 139,879 +116
Japanese Yen(CME)
Sep07 070627 82.50 82.69 82.47 82.54 +0.55 3,345 322,761 +3,913
Dec07 070627 83.45 83.45 83.45 83.45 +0.55 3 14,147 +4,992
Mar08 070627 84.34 84.34 84.34 84.34 +0.55 0 23 +0
Total Volume and Open Interest 3,348 352,299 +17,190
Swiss Franc(CME)
Jun07 070618 80.61 80.62 80.61 80.62 +0.14 1,043 70,276 +70,276
Sep07 070627 81.87 82.00 81.85 81.91 -0.07 2,673 101,853 -3,810
Dec07 070627 82.41 82.41 82.41 82.41 -0.07 0 85 +0
Total Volume and Open Interest 2,674 101,945 -5,147
EuroFX(CME)
Sep07 070627 134.78 134.83 134.66 134.82 -0.22 2,034 182,290 +1,603
Dec07 070627 135.15 135.15 135.15 135.15 -0.22 0 1,475 -5
Mar08 070627 4.33 4.33 4.33 4.33 -0.22 0 78 +0
Total Volume and Open Interest 2,034 183,893 -8,716
Mexican Peso(CME)
Jul07 070627 9220.0 9220.0 9220.0 9220.0 +20.0 0 56 +0
Aug07 070627 9202.0 9202.0 9202.0 9202.0 +20.0 0 3 +0
Total Volume and Open Interest 11,065 94,588 -3,738
30-Year T-Bonds(CBOT)
Sep07 070627 107~00 107~18 106~27 107~04 +0~11 412,516 987,459 -30
Dec07 070627 106~26 107~30 106~26 106~30 +0~11 496 1,476 +121
Mar08 070627 106~27 106~27 106~27 106~27 +0~11 0 99 +0
Total Volume and Open Interest 413,012 989,036 -1,243
10-Year T-Notes(CBOT)
Sep07 070627 105~130 105~255 105~100 105~155 +0~070 1,390,239 2,766,553 -16,901
Dec07 070627 105~100 105~170 105~040 105~075 +0~070 4,328 30,654 +1,889
Total Volume and Open Interest 1,394,567 2,798,607 -37,364
5-Year T-Notes(CBOT)
Sep07 070627 104~040 104~080 103~315 104~005 +0~045 470,015 0 +0
Dec07 070627 104~000 104~000 104~000 104~000 +0~045 0 20,225 +0
Total Volume and Open Interest 470,253 20,225 -1,561,741
2 Year T-Notes(CBOT)
Sep07 070627 101~120 101~126 101~112 101~113 +0~007 7,644 952,775 -24,055
Total Volume and Open Interest 7,644 954,480 -9,839
Eurodollars(CME)
Sep07 070627 94.680 94.690 94.675 94.675 +0.005 15,785 1,546,104 -22,461
Dec07 070627 94.745 94.765 94.730 94.730 +0.010 16,897 1,691,174 -31,598
Mar08 070627 94.830 94.860 94.790 94.795 +0.010 19,883 1,576,836 +34,250
Jun08 070627 94.870 94.895 94.825 94.825 +0.015 16,398 1,457,927 +5,062
Sep08 070627 94.855 94.885 94.810 94.810 +0.020 22,364 1,052,791 +2,102
Dec08 070627 94.820 94.850 94.770 94.775 +0.025 18,285 838,481 +16,898
Mar09 070627 94.775 94.805 94.730 94.735 +0.030 15,061 552,019 +15,405
Jun09 070627 94.725 94.750 94.680 94.685 +0.030 11,955 397,052 +9,084
Sep09 070627 94.670 94.690 94.630 94.635 +0.030 9,850 284,398 -3,707
Dec09 070627 94.615 94.640 94.585 94.585 +0.030 5,853 195,348 +2,414
Mar10 070627 94.605 94.605 94.550 94.550 +0.030 5,697 150,511 +1,635
Jun10 070627 94.545 94.565 94.510 94.510 +0.030 6,752 108,194 +925
Sep10 070627 94.525 94.525 94.475 94.475 +0.030 5,299 85,108 -1,517
Dec10 070627 94.445 94.475 94.425 94.425 +0.030 2,082 105,711 -160
Mar11 070627 94.450 94.450 94.400 94.400 +0.030 3,979 92,488 -508
Jun11 070627 94.420 94.420 94.370 94.370 +0.030 2,675 90,603 -643
Sep11 070627 94.355 94.385 94.340 94.340 +0.030 2,031 61,602 -407
Dec11 070627 94.315 94.345 94.295 94.300 +0.030 1,868 47,037 +36
Total Volume and Open Interest 188,970 10,547,044 +27,317
3-Mth Euro-Yen(CME)
Jun07 070618 99.30 99.30 99.30 99.30 -0.01 6,752 29,401 +29,401
Sep07 070627 99.11 99.11 99.11 99.11 unch 1,941 11,822 -930
Dec07 070627 98.99 98.99 98.99 98.99 unch 1 11,365 -445
Mar08 070627 98.88 98.88 98.88 98.88 +0.01 1 6,601 -100
Jun08 070627 98.78 98.78 98.78 98.78 +0.01 0 3,277 -25
Sep08 070627 98.69 98.69 98.69 98.69 +0.01 0 3,478 -26
Dec08 070627 98.61 98.61 98.60 98.60 +0.02 0 905 -6
Mar09 070627 98.51 98.51 98.51 98.51 +0.02 0 131 +0
Jun09 070627 98.43 98.43 98.43 98.43 +0.01      
Sep09 070627 98.34 98.34 98.34 98.34 +0.02      
Total Volume and Open Interest 1,943 37,579 -1,532
3-Mth Euro-Yen(SGX)
Sep07 070627 99.11 99.11 99.11 99.11 0.00 720 65,852 +829
Dec07 070627 99.00 99.00 98.99 98.99 unch 607 59,049 -271
Mar08 070627 98.86 98.86 98.86 98.86 -0.01 431 41,779 +68
Jun08 070627 98.77 98.79 98.77 98.78 +0.01 80 22,297 -35
Sep08 070627 98.68 98.69 98.68 98.69 +0.02 116 13,111 +30
Dec08 070627 98.60 98.60 98.60 98.60 +0.02 48 3,394 +79
Mar09 070627 98.50 98.50 98.50 98.50 +0.02 10 4,334 +101
Jun09 070627 98.43 98.43 98.43 98.43 +0.02 0 368 +0
Total Volume and Open Interest 2,012 211,984 -1,495
Japanese Gov't Bonds(SGX)
Sep07 070627 131.81 132.03 131.75 132.03 +0.23 1,771 45,295 +29
Dec07 070627 132.03 132.03 132.03 132.03 +0.23 0 1 +0
Mar08 070627 132.03 132.03 132.03 132.03 +0.23      
Total Volume and Open Interest 1,771 45,296 +29
Euro-Bund(EUREX)
Sep07 070627 110.73 111.18 110.67 111.02 +0.43 1,123,861 1,692,637 -28,141
Dec07 070627 110.30 110.68 110.28 110.63 +0.44 27 12,346 +17
Mar08 070627 110.47 110.47 110.47 110.47 +0.43 1,382 0 +0
Total Volume and Open Interest 1,125,270 1,704,983 -28,124
Euro-Bobl(EUREX)
Sep07 070627 106.14 106.39 106.13 106.30 +0.20 660,551 1,273,007 -13,259
Dec07 070627 106.05 106.05 106.05 106.05 +0.20 0 1 +0
Mar08 070627 106.00 106.00 106.00 106.00 +0.20      
Total Volume and Open Interest 660,551 1,273,008 -13,259
3-Mth Euribor(EUREX)
Jun07 070615 95.850 95.850 95.845 95.850 +0.005 1,729 30,249 -1,060
Sep07 070627 95.650 95.655 95.650 95.655 +0.010 177 21,070 +81
Dec07 070627 95.470 95.485 95.470 95.480 +0.015 102 10,493 +57
Total Volume and Open Interest 1,601 47,862 +218
Long Gilt(LIFFE)
Jun07 070627 104~00 104~07 104~00 104~06 +0~14 1,828 18,971 -1,144
Sep07 070627 103~31 104~10 103~31 104~02 +0~11 102,194 408,739 -1,335
Total Volume and Open Interest 104,022 427,710 -6,060
3-Mth Short Sterling(LIFFE)
Sep07 070627 93.85 93.85 93.85 93.85 unch 38,865 582,591 +59
Dec07 070627 93.77 93.77 93.77 93.77 +0.02 30,369 652,244 -5,057
Mar08 070627 93.74 93.74 93.74 93.74 +0.03 27,267 518,030 +1,631
Jun08 070627 93.73 93.73 93.73 93.73 +0.02 28,729 461,867 -2,678
Sep08 070627 93.75 93.75 93.75 93.75 +0.03 18,850 314,632 -3,964
Dec08 070627 93.76 93.76 93.76 93.76 +0.03 12,815 195,340 -2,531
Total Volume and Open Interest 184,581 2,978,844 -49,356
3-Mth Euribor(LIFFE)
Sep07 070627 95.650 95.660 95.645 95.655 +0.005 93,406 989,310 -14,381
Dec07 070627 95.465 95.490 95.465 95.485 +0.020 124,201 898,457 -3,151
Mar08 070627 95.370 95.410 95.370 95.395 +0.025 140,665 646,277 -6,078
Total Volume and Open Interest 804,990 4,264,526 -51,403
3-Mth Aus T-Bills(SFE)
Sep07 070627 93.43 93.45 93.43 93.45 +0.01 8,443 419,236 -1,446
Dec07 070627 93.28 93.30 93.27 93.30 +0.02 5,152 232,960 -2,265
Mar08 070627 93.20 93.22 93.19 93.22 +0.02 4,861 124,675 -1,403
Jun08 070627 93.14 93.17 93.13 93.17 +0.03 2,586 80,339 -2,751
Sep08 070627 93.11 93.14 93.11 93.14 +0.03 1,488 48,202 -146
Dec08 070627 93.09 93.12 93.09 93.12 +0.03 716 38,864 -1,205
Mar09 070627 93.08 93.11 93.08 93.10 +0.02 560 23,511 +577
Jun09 070627 93.10 93.10 93.09 93.09 +0.02 1,517 10,266 +1,018
Sep09 070627 93.08 93.08 93.08 93.08 +0.02 0 889 +0
Dec09 070627 93.07 93.07 93.07 93.07 +0.03 16 778 -15
Total Volume and Open Interest 25,354 979,919 -7,621
10-Year Aus T-Bonds(SFE)
Sep07 070627 93.77 93.81 93.76 93.80 +0.04 24,933 511,790 -15,476
Dec07 070627 93.80 93.80 93.80 93.80 +0.04      
Total Volume and Open Interest 24,933 511,790 -15,476
3-Year Aus T-Bonds(SFE)
Sep07 070627 93.58 93.62 93.58 93.62 +0.04 55,013 558,081 -30,677
Dec07 070627 93.62 93.62 93.62 93.62 +0.04      
Total Volume and Open Interest 55,013 558,081 -30,677
Gold(CMX)
Jun07 070627 642.0 643.5 641.0 641.7 -0.4 60 322 -29
Aug07 070627 644.8 647.5 642.9 644.8 -0.5 106,269 195,623 +5,979
Oct07 070627 649.0 651.8 649.0 650.8 -0.6 1,791 23,200 +592
Dec07 070627 658.2 660.5 655.5 656.9 -0.6 6,094 75,342 +1,297
Feb08 070627 662.9 662.9 662.9 662.9 -0.6 1,244 10,168 -117
Apr08 070627 668.7 668.7 668.7 668.7 -0.6 757 18,363 +539
Jun08 070627 674.7 674.7 674.7 674.7 -0.6 1,005 15,694 +315
Aug08 070627 680.6 680.6 680.6 680.6 -0.7 47 635 +30
Oct08 070627 686.5 686.5 686.5 686.5 -0.8 1 1,039 +0
Dec08 070627 692.4 692.4 692.4 692.4 -0.9 34 23,847 -8
Feb09 070627 698.4 698.4 698.4 698.4 -1.0 150 12,083 +0
Apr09 070627 704.3 704.3 704.3 704.3 -1.1 100 1,510 +0
Total Volume and Open Interest 117,956 407,640 +10,424
Silver(CMX)
Jul07 070627 1222.0 1235.0 1218.0 1221.0 -7.0 59,922 23,476 -10,832
Sep07 070627 1234.0 1248.0 1232.0 1232.9 -7.2 25,921 52,775 +7,605
Dec07 070627 1253.0 1263.0 1250.3 1250.3 -7.2 2,798 22,284 +618
Mar08 070627 1266.8 1266.8 1266.8 1266.8 -7.5 310 4,609 +217
May08 070627 1277.0 1277.0 1277.0 1277.0 -7.7 3 3,676 -3
Jul08 070627 1287.8 1287.8 1287.8 1287.8 -7.7 14 2,040 +3
Sep08 070627 1298.2 1298.2 1298.2 1298.2 -7.7 50 551 +0
Total Volume and Open Interest 89,502 120,288 -2,467
Platinum(NYM)
Jul07 070627 1264.0 1275.5 1264.0 1275.5 +7.2 5,050 5,480 -2,858
Oct07 070627 1271.0 1285.0 1271.0 1283.8 +5.8 4,878 12,076 +2,440
Jan08 070627 1288.8 1288.8 1288.8 1288.8 +5.8 20 22 +0
Total Volume and Open Interest 4,898 12,098 -3,954
Palladium(NYME)
Sep07 070627 366.00 369.00 365.00 367.85 -3.15 999 17,648 -439
Dec07 070627 372.45 372.45 372.45 372.45 -3.15 10 496 +1
Mar08 070627 377.70 377.70 377.70 377.70 -3.15 3 21 +0
Total Volume and Open Interest 1,012 18,167 -948
Copper(CMX)
Jul07 070627 331.00 336.00 329.50 335.70 +4.35 7,860 9,203 -2,195
Sep07 070627 331.00 336.00 329.20 335.30 +3.65 9,464 48,426 +678
Dec07 070627 325.00 331.25 325.00 331.05 +3.35 445 11,744 +89
Mar08 070627 325.05 325.05 325.05 325.05 +3.30 22 1,386 -12
May08 070627 319.75 319.75 319.75 319.75 +3.20 4 163 +0
Total Volume and Open Interest 18,479 79,418 -597
Aluminum(CMX)
Jun07 070627 117.65 117.65 117.65 117.65 +0.50 0 2 +0
Jul07 070627 117.85 117.85 117.85 117.85 +0.50 1 54 +0
Aug07 070627 118.05 118.05 118.05 118.05 +0.50 40 40 +0
Sep07 070627 118.25 118.25 118.25 118.25 +0.50 40 40 +0
Oct07 070627 118.45 118.45 118.45 118.45 +0.50 40 40 +0
Nov07 070627 118.65 118.65 118.65 118.65 +0.50 1 40 +0
Total Volume and Open Interest 123 370 +0
DJIA Index(CBOT)
Jun07 070614 13525 13580 13485 13568 +83 4,669 30,975 -3,107
Sep07 070627 13385 13532 13350 13520 +124 4,722 32,334 -425
Dec07 070627 13505 13621 13490 13621 +123 7 29 +0
Mar08 070627 13740 13740 13740 13740 +124      
Total Volume and Open Interest 4,729 32,363 -19
S & P 500(CME)
Sep07 070627 1496.70 1519.70 1494.80 1518.90 +21.10 33,827 588,442 -504
Dec07 070627 1518.00 1531.90 1518.00 1531.90 +21.20 155 9,774 -34
Mar08 070627 1544.40 1544.40 1544.40 1544.40 +21.20 0 5,634 +0
Jun08 070627 246.68 246.68 246.68 246.68 +21.20 0 203 +0
Total Volume and Open Interest 33,982 604,067 +4,187
S & P 500 E-Mini(Globex)
Sep07 070627 1498.50 1520.00 1492.00 1519.00 +21.25 1,922,024 1,640,966 +8,464
Dec07 070627 1509.00 1532.50 1505.50 1532.00 +21.25 1,173 1,978 +439
Total Volume and Open Interest 1,923,197 1,642,944 +63,490
NASDAQ 100(CME)
Sep07 070627 1924.00 1957.00 1921.00 1955.50 +30.00 3,468 56,013 -337
Dec07 070627 1978.30 1978.30 1978.30 1978.30 +30.00 3 30 -1
Mar08 070627 2001.00 2001.00 2001.00 2001.00 +30.00      
Total Volume and Open Interest 3,471 56,043 -71
NASDAQ 100 E-Mini(Globex)
Sep07 070627 1926.50 1956.80 1918.00 1955.50 +30.00 376,613 368,690 +1,548
Dec07 070627 1969.00 1979.00 1944.30 1978.30 +30.00 16 97 +1
Total Volume and Open Interest 376,629 368,787 +10,391
S & P Midcap 400(CME)
Sep07 070627 890.50 907.00 890.50 906.30 +14.50 349 6,870 -4
Dec07 070627 915.80 915.80 915.80 915.80 +14.50      
Mar08 070627 925.50 925.50 925.50 925.50 +14.50      
Total Volume and Open Interest 349 6,870 +4
Russell 2000(CME)
Sep07 070627 825.50 846.25 825.50 845.60 +16.50 1,447 32,614 +682
Dec07 070627 852.60 852.60 852.60 852.60 +16.30 0 6 +0
Mar08 070627 860.20 860.20 860.20 860.20 +16.30      
Total Volume and Open Interest 1,447 32,620 +1,091
Russell 2000 E-Mini(Globex)
Jun07 070615 838.20 853.45 838.10 853.45 +14.95 39,871 0 -239,418
Sep07 070627 829.10 846.20 824.20 845.60 +16.50 275,663 523,277 -144
Dec07 070627 835.90 852.90 832.30 852.80 +16.50 221 119 +8
Total Volume and Open Interest 275,884 523,396 +1,959
Value Line(KCBT)
Sep07 070627 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070627 17750 17965 17745 17965 -15      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep07 070627 17980 18010 17845 17865 -215 68,651 241,026 -429
Dec07 070627 17870 17880 17830 17835 -215 0 266 +0
Mar08 070627 17860 17860 17860 17860 -215      
Total Volume and Open Interest 68,651 241,356 -429
CAC 40(EURONEXT)
Jun07 070615 6066.0 6122.5 6058.0 6100.0 +51.0 194,222 0 -612,493
Jul07 070627 5926.5 5961.5 5906.0 5948.5 -20.5 129,475 417,692 +6,396
Aug07 070627 5953.5 5967.0 5933.5 5967.0 -20.5 293 547 +164
Total Volume and Open Interest 130,162 453,259 +14,071
Hang Seng Index(HKFE)
Jun07 070627 21782 21819 21570 21747 -82 91,660 109,564 -22,465
Jul07 070627 21879 21900 21630 21813 -90 39,056 43,548 +30,482
Total Volume and Open Interest 130,928 156,216 +8,096
DAX(EUREX)
Sep07 070627 7880.0 7945.5 7825.5 7879.0 -60.5 241,186 329,750 +874
Dec07 070627 7965.0 8023.0 7915.0 7964.5 -61.5 341 14,065 +135
Mar08 070627 8053.0 8058.0 8030.0 8054.5 -62.0 58 386 +35
Total Volume and Open Interest 241,585 344,201 +1,807
FT-SE 100(EURONEXT)
Sep07 070627 6568.00 6574.50 6530.00 6566.00 -30.00 103,075 515,464 -4,431
Dec07 070627 6626.50 6636.00 6593.50 6628.00 -31.00 463 7,702 +276
Mar08 070627 6637.00 6652.00 6637.00 6652.00 -30.00 0 49 +0
Total Volume and Open Interest 103,538 523,215 -2,865
SPI 200(SFE)
Jun07 070621 6374.0 6400.0 6362.0 6398.0 -11.0 120,713 157,704 -109,818
Sep07 070627 6285.0 6303.0 6184.0 6214.0 -122.0 19,709 304,826 -32,668
Dec07 070627 6337.0 6345.0 6245.0 6262.0 -121.0 362 3,714 +159
Total Volume and Open Interest 20,088 311,030 -32,499
GSCI(CME)
Jul07 070627 478.10 486.30 478.10 485.20 +4.00 219 19,972 -53
Aug07 070627 487.00 487.00 487.00 487.00 +3.50 0 231 +0
Sep07 070627 489.30 489.30 489.30 489.30 +2.80      
Total Volume and Open Interest 219 20,203 -119
Reuters CRB Index(NYBOT)
Aug07 070627 411.60 411.75 410.00 411.00 +1.00 16 500 -7
Nov07 070627 417.50 417.50 416.00 417.00 +1.00 2 825 +1
Jan08 070627 418.50 419.50 418.50 419.50 +1.00 0 18 +0
Total Volume and Open Interest 18 1,343 +1,343
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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