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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri June 29, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070629 870.00 876.00 844.00 850.00 +40.25 32,304 24,875 -8,567
Aug07 070629 866.25 866.25 849.50 855.75 +39.50 23,254 53,357 +3,838
Sep07 070629 876.00 876.00 860.00 865.50 +39.50 5,903 22,891 +2,410
Nov07 070629 892.25 892.25 875.00 881.75 +39.50 21,595 299,829 +2,116
Jan08 070629 904.25 904.25 886.00 892.00 +37.75 180 22,470 -9
Mar08 070629 909.50 909.50 894.00 896.75 +37.25 424 16,096 +55
May08 070629 908.00 914.00 893.00 899.00 +35.00 748 18,180 -206
Total Volume and Open Interest 86,466 532,497 +593
Soybean Meal(CBOT)
Jul07 070629 235.00 239.00 229.00 229.20 +11.00 7,111 8,672 -4,530
Aug07 070629 232.00 240.60 231.20 231.20 +10.60 8,553 41,376 +310
Sep07 070629 241.50 242.80 233.50 233.70 +10.90 3,023 20,369 -343
Oct07 070629 242.00 245.00 236.00 236.70 +11.70 1,071 11,485 +259
Dec07 070629 237.00 248.00 237.00 240.50 +12.50 6,140 87,571 -828
Jan08 070629 248.00 249.30 241.00 242.00 +12.70 705 9,088 +308
Mar08 070629 251.00 252.00 243.00 245.00 +13.00 640 7,606 +55
May08 070629 251.00 252.50 244.00 245.50 +13.00 741 7,153 -9
Total Volume and Open Interest 28,662 207,216 -4,829
Soybean Oil(CBOT)
Jul07 070629 37.50 37.57 36.50 36.63 +1.06 11,136 13,083 -5,005
Aug07 070629 37.70 37.85 36.73 36.91 +1.05 15,052 60,522 +3,158
Sep07 070629 38.08 38.08 37.10 37.16 +1.08 2,910 18,709 +689
Oct07 070629 38.00 38.30 37.35 37.42 +1.12 267 11,213 -29
Dec07 070629 38.75 38.88 37.79 37.91 +1.03 12,155 151,000 +2,418
Jan08 070629 39.00 39.10 38.15 38.17 +1.07 1,310 10,879 +1,165
Mar08 070629 38.38 38.45 38.30 38.30 +1.00 344 6,288 +26
May08 070629 39.20 39.40 38.46 38.46 +0.99 717 8,060 +109
Total Volume and Open Interest 44,451 293,544 +2,803
Canola(WCE)
Jul07 070629 390.0 403.0 380.1 381.7 +6.4 1,467 1,345 -1,195
Total Volume and Open Interest 8,515 110,185 +351
Corn(CBOT)
Jul07 070629 336.00 344.00 323.00 329.50 -10.00 24,784 29,601 -17,410
Sep07 070629 347.00 353.50 334.00 340.00 -10.00 29,266 369,352 +11,807
Dec07 070629 353.00 363.00 344.00 350.75 -7.50 30,818 495,649 +7,775
Mar08 070629 369.00 376.00 358.00 363.75 -7.50 2,382 64,380 +1,085
May08 070629 384.00 384.50 368.00 375.00 -5.00 961 17,619 +354
Jul08 070629 392.00 393.00 376.00 382.75 -5.25 3,356 42,908 +2
Total Volume and Open Interest 96,095 1,173,489 +2,108
Wheat(CBOT)
Jul07 070629 630.00 632.00 582.00 582.00 -27.00 7,271 8,648 -7,093
Sep07 070629 638.00 650.00 593.75 597.00 -26.75 12,506 218,197 +2,848
Dec07 070629 650.00 658.00 606.00 610.50 -22.50 5,181 118,952 -470
Mar08 070629 656.00 656.00 615.25 615.25 -19.75 332 7,954 -22
May08 070629 629.00 629.00 597.00 599.50 -25.50 101 1,003 +23
Total Volume and Open Interest 26,691 401,080 -4,296
Wheat(KCBT)
Jul07 070629 623.00 630.25 595.00 596.50 -3.75 7,274 5,905 -2,680
Sep07 070629 625.00 636.00 595.00 595.00 -12.25 16,099 74,176 +1,346
Dec07 070629 645.00 649.00 608.00 618.25 -4.50 2,874 33,443 -179
Mar08 070629 647.00 650.00 615.00 617.75 -10.25 106 2,916 +17
May08 070629 610.00 610.00 610.00 610.00 unch 0 11 +0
Total Volume and Open Interest 26,505 125,886 -1,413
Wheat(MGE)
Jul07 070629 649.00 649.00 623.00 623.00 +4.00 2,673 804 -976
Sep07 070629 652.00 652.00 613.00 624.25 +2.25 4,327 22,522 +361
Dec07 070629 658.50 658.50 619.00 632.00 +1.50 2,065 24,924 -22
Mar08 070629 645.00 655.00 630.00 643.00 +2.00 80 1,961 +44
May08 070629 639.50 639.50 636.00 639.50 +9.50 0 54 -5
Total Volume and Open Interest 9,161 51,959 -588
Oats(CBOT)
Jul07 070629 279.00 279.00 278.50 278.50 +5.50 290 215 -270
Sep07 070629 268.50 269.00 261.00 262.00 -5.00 413 3,888 -86
Dec07 070629 269.75 271.25 265.00 265.25 -3.75 213 10,802 -142
Mar08 070629 279.50 279.50 273.00 273.00 -2.00 17 670 +9
Total Volume and Open Interest 933 15,602 -489
Rough Rice(CBOT)
Jul07 070629 10.50 10.50 10.39 10.39 -0.21 424 1,293 -901
Sep07 070629 10.84 10.84 10.67 10.68 -0.26 190 6,229 +158
Nov07 070629 11.10 11.13 10.98 11.00 -0.23 265 7,457 +160
Jan08 070629 11.27 11.27 11.27 11.27 -0.23 0 551 +0
Total Volume and Open Interest 879 15,670 -583
Live Cattle(CME)
Jun07 070629 87.000 87.600 85.200 85.500 -1.430 1,496 726 -1,096
Aug07 070629 90.300 90.680 89.930 90.285 +0.135 16,205 121,663 -1,476
Oct07 070629 94.550 94.830 94.150 94.730 +0.280 7,109 59,401 -18
Dec07 070629 95.850 96.250 95.600 96.180 +0.295 2,175 21,578 +110
Feb08 070629 97.000 97.400 96.800 97.385 +0.185 705 12,588 +241
Apr08 070629 98.000 98.500 97.830 98.350 unch 931 5,655 +470
Total Volume and Open Interest 28,763 224,136 -1,694
Feeder Cattle(CME)
Aug07 070629 109.785 111.900 109.250 111.550 +1.765 2,723 15,718 -452
Sep07 070629 110.200 112.100 109.800 111.850 +1.420 835 3,472 -49
Oct07 070629 110.300 112.000 109.600 111.900 +1.500 312 2,167 +34
Nov07 070629 110.500 112.200 110.000 112.150 +1.450 94 648 +22
Jan08 070629 108.550 110.250 108.100 110.250 +1.500 36 524 +21
Mar08 070629 106.750 108.700 106.750 108.700 +1.700 3 68 +2
Apr08 070629 107.800 108.300 107.800 108.300 +1.900 0 18 +0
Total Volume and Open Interest 4,003 22,615 -422
Lean Hogs(CME)
Jul07 070629 71.700 71.800 70.850 71.225 -0.675 5,540 16,119 -1,472
Aug07 070629 71.350 71.785 70.550 70.680 -0.870 11,524 73,352 -549
Oct07 070629 64.650 65.200 64.050 64.135 -0.765 5,086 39,010 +833
Dec07 070629 61.950 62.800 61.200 61.430 -0.500 2,317 25,318 +225
Feb08 070629 65.135 65.930 64.700 65.200 +0.065 2,408 8,825 +466
Apr08 070629 67.430 68.000 66.800 67.050 -0.380 1,297 4,062 +960
May08 070629 73.000 73.150 72.500 72.500 -0.535 55 388 +53
Jun08 070629 73.800 74.200 73.200 73.200 -0.450 187 981 +118
Total Volume and Open Interest 28,434 168,138 +653
Pork Bellies(CME)
Jul07 070629 93.250 93.400 92.050 92.400 -0.430 211 624 -43
Aug07 070629 92.600 93.500 91.800 92.150 -0.400 107 663 +45
Feb08 070629 94.000 94.300 93.000 93.000 unch 2 38 -1
Mar08 070629 94.500 94.500 94.500 94.500 unch 0 7 +0
May08 070629 95.500 95.500 95.500 95.500 unch 0 5 +0
Total Volume and Open Interest 320 1,337 +1
Class III Milk(CME)
Jun07 070629 20.11 20.11 20.11 20.11 -0.04 27 3,881 +5
Jul07 070629 20.10 20.50 20.10 20.10 -0.75 333 4,775 +122
Aug07 070629 18.88 19.00 18.88 18.88 -0.75 366 4,527 +1
Sep07 070629 18.71 18.90 18.71 18.71 -0.75 384 4,740 +24
Oct07 070629 17.60 17.70 17.60 17.60 -0.75 168 3,586 +25
Total Volume and Open Interest 2,196 41,981 +237
Cocoa(NYBOT)
Jul07 070629 2054 2054 2054 2054 +52 39 352 -11
Sep07 070629 2055 2069 2044 2062 +52 7,811 85,522 +1,863
Dec07 070629 2080 2093 2070 2086 +52 1,155 37,850 +55
Mar08 070629 2110 2110 2110 2110 +54 221 15,612 +71
May08 070629 2124 2124 2124 2124 +53 33 3,675 +13
Jul08 070629 2140 2140 2140 2140 +53 10 2,945 +3
Sep08 070629 2156 2156 2156 2156 +53 0 2,837 +0
Total Volume and Open Interest 9,269 158,114 +1,994
Coffee "C"(NYBOT)
Jul07 070629 111.15 111.15 111.00 111.00 +0.20 43 372 -41
Sep07 070629 111.15 113.20 111.15 112.80 +0.20 11,938 97,200 +55
Dec07 070629 116.70 117.00 115.95 116.70 +0.20 2,231 26,566 +199
Mar08 070629 120.30 120.30 120.30 120.30 +0.20 382 9,172 +200
May08 070629 122.20 122.35 122.20 122.35 +0.15 208 4,928 -43
Jul08 070629 124.30 124.30 124.30 124.30 +0.15 118 3,540 +11
Total Volume and Open Interest 15,807 154,712 +739
Orange Juice(NYBOT)
Jul07 070629 125.65 133.00 125.65 133.00 +7.35 588 4,840 -643
Sep07 070629 127.05 135.50 127.05 134.55 +7.55 2,134 13,955 +51
Nov07 070629 130.80 136.50 130.80 135.70 +7.45 339 7,088 -128
Jan08 070629 132.00 136.70 132.00 136.70 +7.30 69 3,126 -11
Mar08 070629 131.50 137.85 131.50 137.85 +7.30 75 1,780 +18
May08 070629 139.00 139.00 139.00 139.00 +7.30 0 259 +0
Total Volume and Open Interest 3,215 31,568 -703
Sugar #11(NYBOT)
Jul07 070629 9.08 9.20 9.07 9.07 +0.01 24,610 21,128 -14,372
Oct07 070629 9.65 9.71 9.45 9.52 -0.09 44,457 396,040 +5,677
Mar08 070629 10.11 10.13 10.00 10.00 -0.07 7,446 100,771 -516
May08 070629 10.17 10.17 10.17 10.17 -0.04 1,496 27,532 -388
Jul08 070629 10.40 10.40 10.35 10.35 -0.01 972 37,312 +143
Total Volume and Open Interest 84,992 655,912 -8,314
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070629 21.49 21.49 21.49 21.49 +0.01 424 2,713 -39
Nov07 070629 21.11 21.11 21.11 21.11 unch 29 1,912 +3
Jan08 070629 20.99 20.99 20.99 20.99 unch 0 1,961 +0
Mar08 070629 21.10 21.10 21.10 21.10 +0.02 0 1,517 +0
Total Volume and Open Interest 453 8,511 -36
London Cocoa(LCE)
Jul07 070629 1064 1103 1064 1091 +28 827 49,283 -398
Sep07 070629 1086 1118 936 1113 +25 4,576 60,931 +258
Dec07 070629 1088 1114 1086 1109 +21 2,248 39,102 +164
Mar08 070629 1086 1113 1086 1109 +20 659 32,539 +227
May08 070629 1096 1120 1096 1116 +20 42 9,597 +30
Jul08 070629 1118 1127 1118 1124 +21 34 5,796 +2
Sep08 070629 1130 1136 1129 1132 +22 1 6,871 +0
Total Volume and Open Interest 8,388 206,316 +284
London Coffee(LCE)
Jul07 070629 1842.00 1857.00 1839.00 1855.00 +10.00 5,544 18,511 -1,205
Sep07 070629 1868.00 1879.00 1863.00 1875.00 +6.00 9,317 108,210 +2,928
Nov07 070629 1862.00 1870.00 1855.00 1869.00 +6.00 2,067 41,233 +769
Jan08 070629 1831.00 1838.00 1831.00 1837.00 +6.00 416 14,363 -43
Mar08 070629 1801.00 1811.00 1801.00 1811.00 +7.00 81 2,542 +0
May08 070629 1805.00 1805.00 1805.00 1805.00 +4.00 81 3,307 +81
Total Volume and Open Interest 17,506 189,865 +2,530
London Sugar(LCE)
Aug07 070629 321.90 321.90 319.50 320.50 -0.90 7,207 34,428 -3,134
Oct07 070629 309.80 310.70 308.50 308.80 -0.90 3,336 16,724 -396
Dec07 070629 305.60 306.50 304.70 304.70 -0.40 639 6,242 -256
Mar08 070629 301.10 302.30 299.90 301.00 -0.50 529 8,186 +225
May08 070629 301.40 302.00 300.00 302.00 +0.50 19 4,693 +2
Total Volume and Open Interest 11,880 78,109 -3,413
Cotton(NYBOT)
Jul07 070629 61.00 61.00 58.50 58.50 +1.50 38 114 -15
Oct07 070629 62.00 62.80 61.30 61.50 +1.60 918 6,782 -410
Dec07 070629 63.90 64.40 62.80 63.33 +1.70 8,231 154,011 -722
Mar08 070629 66.10 67.05 65.90 66.39 +1.89 1,095 30,782 -213
May08 070629 66.90 67.30 66.50 67.30 +1.90 54 1,767 +7
Jul08 070629 67.50 68.00 67.50 67.70 +1.50 15 2,994 +2
Total Volume and Open Interest 10,357 200,100 -1,351
Lumber(CME)
Jul07 070629 280.5 282.0 279.6 279.8 -0.7 337 1,831 -108
Sep07 070629 297.0 298.0 294.8 295.2 -0.5 429 4,607 +133
Nov07 070629 287.4 287.8 285.8 287.5 +1.2 21 1,322 -2
Jan08 070629 298.3 298.5 297.7 297.7 -0.2 1 125 +0
Total Volume and Open Interest 794 7,938 +28
Crude Oil(NYM)
Aug07 070629 70.10 71.00 70.05 70.68 +1.11 261,461 289,312 -9,796
Sep07 070629 70.45 71.25 70.40 70.98 +1.12 167,332 173,776 +10,115
Oct07 070629 71.25 71.40 70.84 71.06 +1.07 69,267 73,398 +293
Nov07 070629 71.24 71.24 71.24 71.24 +1.11 28,013 47,824 +2,976
Dec07 070629 71.12 71.44 71.00 71.44 +1.17 85,155 177,468 +3,539
Jan08 070629 71.45 71.63 71.30 71.63 +1.23 23,869 58,567 +3,893
Feb08 070629 71.63 71.80 71.63 71.80 +1.27 6,931 27,930 +1,417
Mar08 070629 71.96 71.96 71.96 71.96 +1.30 5,805 28,329 -875
Apr08 070629 72.10 72.10 72.10 72.10 +1.31 9,250 33,572 +6,562
May08 070629 72.22 72.22 72.22 72.22 +1.32 1,088 29,818 -231
Jun08 070629 72.33 72.33 72.33 72.33 +1.33 4,880 48,246 -417
Jul08 070629 72.40 72.40 72.40 72.40 +1.33 121 16,629 +100
Aug08 070629 72.62 72.62 72.45 72.45 +1.33 603 9,538 +374
Sep08 070629 72.50 72.50 72.50 72.50 +1.33 4,040 24,222 +3,291
Oct08 070629 72.71 72.71 72.54 72.54 +1.33 0 20,403 +0
Nov08 070629 72.57 72.57 72.57 72.57 +1.33 11 13,561 +1
Total Volume and Open Interest 710,576 1,470,159 +30,368
Heating Oil(NYM)
Jul07 070629 204.40 204.50 202.30 203.19 +1.36 15,725 6,144 -4,744
Aug07 070629 204.20 206.10 203.00 204.24 +1.58 33,425 79,181 +1,639
Sep07 070629 206.00 206.10 205.79 205.79 +1.68 9,582 40,789 +1,002
Oct07 070629 207.64 207.64 207.64 207.64 +1.93 3,032 14,865 +184
Nov07 070629 209.25 210.20 209.25 209.54 +1.88 1,040 9,474 +72
Dec07 070629 211.20 212.00 211.20 211.44 +1.83 5,436 30,364 -476
Jan08 070629 212.80 213.10 212.74 212.74 +1.68 3,353 15,889 +632
Feb08 070629 213.50 213.90 213.49 213.49 +1.68 709 10,057 +170
Mar08 070629 211.50 211.70 211.24 211.24 +1.63 642 4,949 +68
Apr08 070629 208.00 208.00 206.44 206.44 +1.63 370 4,400 +132
May08 070629 201.44 201.44 201.44 201.44 +1.43 188 1,786 +32
Jun08 070629 200.50 200.50 198.54 198.54 +1.23 1,344 11,837 +96
Total Volume and Open Interest 74,888 233,879 -1,167
Gasoline(NYMEX)
Jul07 070629 226.67 232.00 226.19 229.42 +2.75 23,815 16,303 -6,947
Aug07 070629 220.80 224.75 220.80 224.28 +3.42 42,091 67,096 +4,486
Sep07 070629 216.49 219.75 216.47 219.33 +3.37 12,366 41,933 -246
Oct07 070629 201.95 203.43 200.93 203.43 +3.37 4,763 14,361 +516
Nov07 070629 196.52 198.25 195.90 197.78 +3.42 1,719 8,847 -38
Dec07 070629 193.50 195.18 193.03 195.18 +3.37 1,364 14,727 +111
Jan08 070629 194.70 196.28 194.30 196.28 +3.37 300 6,634 +3
Feb08 070629 196.10 198.03 196.10 198.03 +3.37 100 2,455 +55
Mar08 070629 198.02 200.18 198.00 200.18 +3.37 151 3,239 -4
Apr08 070629 211.79 213.98 211.76 213.98 +3.37 162 3,510 +97
Total Volume and Open Interest 87,059 188,731 -1,939
e-MiNY RBOB Gasoline(NYMEX)
Aug07 070628 222.20 222.20 220.86 220.86 +0.67 2 4 +0
Sep07 070629 219.33 219.33 219.33 219.33 +3.37      
Oct07 070629 203.43 203.43 203.43 203.43 +3.37      
Nov07 070629 197.78 197.78 197.78 197.78 +3.42      
Total Volume and Open Interest 4 8 +0
Natural Gas(NYM)
Aug07 070629 6.660 6.800 6.660 6.773 +0.118 78,880 101,839 +621
Sep07 070629 6.770 6.880 6.755 6.868 +0.116 23,615 94,493 +2,737
Oct07 070629 6.907 7.030 6.907 7.023 +0.116 13,985 67,912 +1,876
Nov07 070629 7.740 7.810 7.740 7.803 +0.096 3,366 31,345 +518
Dec07 070629 8.525 8.573 8.525 8.573 +0.091 8,662 44,789 +651
Jan08 070629 8.890 8.933 8.867 8.933 +0.086 9,815 40,863 +530
Feb08 070629 8.890 8.933 8.870 8.933 +0.086 2,026 31,646 +567
Mar08 070629 8.719 8.719 8.719 8.719 +0.080 3,610 51,118 +206
Apr08 070629 7.919 7.919 7.919 7.919 +0.070 2,020 36,105 +214
May08 070629 7.750 7.850 7.750 7.848 +0.074 908 25,873 +502
Jun08 070629 7.933 7.933 7.933 7.933 +0.074 1,178 13,967 +1,038
Jul08 070629 7.959 8.033 7.959 8.033 +0.074 1,214 6,234 +545
Aug08 070629 8.108 8.108 8.108 8.108 +0.074 250 9,228 +119
Sep08 070629 8.161 8.161 8.161 8.161 +0.074 805 6,577 -79
Oct08 070629 8.278 8.278 8.278 8.278 +0.074 952 23,360 +663
Nov08 070629 8.740 8.758 8.740 8.758 +0.071 28 10,358 -31
Total Volume and Open Interest 152,285 805,795 +9,884
Brent Crude Oil(ICE)
Aug07 070629 70.41 71.60 70.41 71.35 +0.83 86,546 105,994 -8,560
Sep07 070629 71.35 72.38 71.33 72.11 +0.75 79,845 160,672 +10,503
Oct07 070629 71.74 72.60 71.64 72.42 +0.83 26,746 46,723 +2,412
Nov07 070629 71.98 72.78 71.95 72.61 +0.81 9,429 27,605 +475
Dec07 070629 72.07 72.97 71.99 72.77 +0.79 27,083 82,789 +643
Jan08 070629 72.28 73.08 72.28 73.05 +0.87 4,413 24,912 +820
Feb08 070629 73.24 73.24 73.24 73.24 +0.89      
Mar08 070629 73.33 73.33 73.33 73.33 +0.90 511 9,621 +309
Apr08 070629 73.00 73.00 73.00 73.00 +0.53 379 7,761 +208
May08 070629 73.40 73.40 73.40 73.40 +0.92 143 6,961 +10
Jun08 070629 72.89 73.50 72.89 73.50 +1.02 2,225 24,786 +1,602
Jul08 070629 73.61 73.61 72.51 72.51 unch 0 2,441 -188
Aug08 070629 73.66 73.66 72.54 72.54 unch 0 1,668 +20
Sep08 070629 73.67 73.67 72.54 72.54 unch 0 2,156 +0
Total Volume and Open Interest 242,901 650,974 -926
Gas Oil(ICE)
Jul07 070629 623.25 631.50 622.75 626.50 unch 25,488 44,906 +44,906
Aug07 070629 626.75 635.00 626.50 629.00 -1.25 24,716 0 +0
Sep07 070629 632.00 639.00 631.00 634.25 +0.25 9,434 0 +0
Oct07 070629 634.00 641.25 634.00 639.50 +2.25 4,496 0 +0
Nov07 070629 637.25 644.50 637.25 640.75 +0.50 3,273 0 +0
Dec07 070629 640.50 648.00 640.50 644.50 +0.75 5,792 0 +0
Jan08 070629 654.75 654.75 651.50 651.50 +0.75 3,580 0 +0
Feb08 070629 649.00 649.00 648.00 648.00 unch      
Mar08 070629 645.75 645.75 645.75 645.75 +1.00      
Apr08 070629 641.50 641.50 640.25 640.25 unch      
Total Volume and Open Interest 76,779 70,232 +60,059
US Dollar Index(NYBOT)
Sep07 070629 82.100 82.100 81.690 81.690 -0.455 1,714 21,260 +320
Dec07 070629 81.575 81.575 81.470 81.470 -0.410 57 2,480 -32
Mar08 070629 81.500 81.500 81.260 81.260 -0.410 0 634 -2
Total Volume and Open Interest 1,771 24,374 +286
Australian Dollar(CME)
Sep07 070629 84.88 84.88 84.60 84.60 +0.19 6,696 113,668 +10,847
Dec07 070629 84.36 84.36 84.36 84.36 +0.19 0 706 +0
Mar08 070629 84.08 84.08 84.08 84.08 +0.19 0 151 +0
Total Volume and Open Interest 6,696 114,533 +10,847
British Pound(CME)
Sep07 070629 200.30 200.57 200.28 200.55 +0.65 8,622 158,338 -717
Dec07 070629 200.19 200.19 200.19 200.19 +0.65 0 390 +3
Mar08 070629 199.77 199.77 199.77 199.77 +0.65 0 12 +0
Total Volume and Open Interest 8,622 158,758 -714
Canadian Dollar(CME)
Sep07 070629 94.90 94.97 93.98 94.26 -0.23 8,321 141,074 +3,796
Dec07 070629 95.11 95.11 94.41 94.41 -0.23 63 3,259 +12
Mar08 070629 94.51 94.51 94.51 94.51 -0.23 0 510 -1
Jun08 070629 94.80 94.80 94.61 94.61 -0.23 55 294 +9
Total Volume and Open Interest 8,440 145,248 +3,819
Japanese Yen(CME)
Sep07 070629 81.89 82.01 81.76 82.01 +0.01 4,606 310,679 +2,043
Dec07 070629 82.92 82.92 82.92 82.92 +0.01 1 19,168 +5,004
Mar08 070629 83.81 83.81 83.81 83.81 +0.01 0 23 +0
Total Volume and Open Interest 4,607 345,239 +7,047
Swiss Franc(CME)
Jun07 070618 80.61 80.62 80.61 80.62 +0.14 1,043 70,276 +70,276
Sep07 070629 82.13 82.33 82.13 82.32 +0.72 3,591 107,682 +6,862
Dec07 070629 82.82 82.82 82.82 82.82 +0.72 0 82 -1
Total Volume and Open Interest 3,591 107,771 +6,861
EuroFX(CME)
Sep07 070629 135.48 135.72 135.40 135.68 +1.00 7,529 185,905 +6,394
Dec07 070629 136.02 136.02 135.97 136.01 +1.00 0 1,482 -29
Mar08 070629 5.19 5.19 5.19 5.19 +1.00 0 78 +0
Total Volume and Open Interest 7,529 187,515 +6,365
Mexican Peso(CME)
Jul07 070629 9247.0 9247.0 9247.0 9247.0 -10.0 0 56 +0
Aug07 070629 9230.0 9230.0 9230.0 9230.0 -10.0 0 3 +0
Total Volume and Open Interest 4,264 93,339 -1,283
30-Year T-Bonds(CBOT)
Sep07 070629 106~28 107~28 106~26 107~24 +0~31 397,050 994,358 +10,017
Dec07 070629 107~02 107~18 106~26 107~18 +0~31 439 2,068 -35
Mar08 070629 107~17 107~17 107~17 107~17 +1~01 0 99 +0
Total Volume and Open Interest 397,490 996,528 +9,982
10-Year T-Notes(CBOT)
Sep07 070629 105~070 105~255 105~055 105~225 +0~160 1,173,836 2,773,695 +6,766
Dec07 070629 104~300 105~150 104~300 105~150 +0~170 7,918 37,872 +3,382
Total Volume and Open Interest 1,181,779 2,812,969 +10,148
5-Year T-Notes(CBOT)
Sep07 070629 103~265 104~030 103~265 104~025 +0~100 509,595 0 +0
Dec07 070629 104~020 104~020 104~020 104~020 +0~100 1,530 19,305 -920
Total Volume and Open Interest 511,774 19,305 -3,456
2 Year T-Notes(CBOT)
Sep07 070629 101~097 101~114 101~097 101~113 +0~019 4,808 958,036 -9,175
Total Volume and Open Interest 4,808 958,474 -10,358
Eurodollars(CME)
Sep07 070629 94.660 94.675 94.660 94.670 +0.010 10,617 1,495,004 -6,162
Dec07 070629 94.690 94.725 94.675 94.715 +0.035 18,536 1,641,836 -8,407
Mar08 070629 94.730 94.800 94.720 94.790 +0.070 11,470 1,613,379 -5,990
Jun08 070629 94.745 94.835 94.745 94.825 +0.085 9,310 1,479,062 +9,810
Sep08 070629 94.725 94.820 94.720 94.815 +0.095 15,279 1,090,993 +32,187
Dec08 070629 94.695 94.785 94.690 94.780 +0.095 16,984 830,515 -4,293
Mar09 070629 94.665 94.745 94.665 94.740 +0.085 10,460 562,797 +1,287
Jun09 070629 94.630 94.695 94.630 94.690 +0.075 14,935 384,002 -9,785
Sep09 070629 94.590 94.645 94.590 94.645 +0.075 7,474 276,188 -798
Dec09 070629 94.550 94.595 94.550 94.595 +0.070 3,346 191,612 -1,818
Mar10 070629 94.520 94.565 94.520 94.565 +0.070 2,906 147,247 -1,228
Jun10 070629 94.485 94.530 94.485 94.530 +0.070 3,299 109,155 +455
Sep10 070629 94.460 94.495 94.460 94.495 +0.070 1,774 86,216 -410
Dec10 070629 94.440 94.450 94.440 94.450 +0.070 2,060 104,428 -225
Mar11 070629 94.420 94.425 94.415 94.425 +0.070 1,872 92,636 +284
Jun11 070629 94.395 94.410 94.385 94.395 +0.070 1,996 91,562 +652
Sep11 070629 94.365 94.370 94.355 94.365 +0.070 1,155 63,168 -358
Dec11 070629 94.330 94.330 94.320 94.325 +0.065 1,441 47,490 +420
Total Volume and Open Interest 138,181 10,528,678 +12,749
3-Mth Euro-Yen(CME)
Jun07 070618 99.30 99.30 99.30 99.30 -0.01 6,752 29,401 +29,401
Sep07 070629 99.12 99.12 99.12 99.12 +0.01 1,251 13,385 +1,145
Dec07 070629 99.00 99.00 99.00 99.00 +0.02 310 12,455 +522
Mar08 070629 98.88 98.88 98.88 98.88 +0.01 0 6,901 +307
Jun08 070629 98.78 98.78 98.78 98.78 +0.01 0 3,209 -4
Sep08 070629 98.70 98.70 98.70 98.70 +0.02 0 3,479 +0
Dec08 070629 98.60 98.60 98.60 98.60 +0.02 6 1,697 +4
Mar09 070629 98.51 98.51 98.51 98.51 +0.03 2 318 +97
Jun09 070629 98.43 98.43 98.43 98.43 +0.03      
Sep09 070629 98.34 98.34 98.34 98.34 +0.02      
Total Volume and Open Interest 1,569 41,444 +2,071
3-Mth Euro-Yen(SGX)
Sep07 070629 99.11 99.11 99.11 99.11 +0.00 1,779 67,837 +1,387
Dec07 070629 98.98 99.00 98.98 99.00 +0.01 601 59,512 +159
Mar08 070629 98.86 98.88 98.86 98.88 +0.00 906 42,288 +206
Jun08 070629 98.76 98.78 98.76 98.78 +0.09 698 22,452 -85
Sep08 070629 98.68 98.68 98.68 98.68 0.00 999 12,894 -168
Dec08 070629 98.58 98.60 98.57 98.60 +0.01 218 4,773 +1,200
Mar09 070629 98.50 98.50 98.50 98.50 +0.01 0 4,533 +199
Jun09 070629 98.42 98.42 98.42 98.42 +0.01 0 368 +0
Total Volume and Open Interest 5,201 216,457 +2,898
Japanese Gov't Bonds(SGX)
Sep07 070627 131.81 132.03 131.75 132.03 +0.23 1,771 45,295 +29
Dec07 070629 132.04 132.04 132.04 132.04 +0.53 0 1 +0
Mar08 070629 132.04 132.04 132.04 132.04 +0.53      
Total Volume and Open Interest 4,951 45,812 +402
Euro-Bund(EUREX)
Sep07 070628 110.81 111.00 110.60 110.94 -0.08 1,229,364 1,637,243 -55,394
Dec07 070629 110.47 110.72 110.31 110.36 -0.19 406 12,589 +220
Mar08 070629 110.69 110.72 110.41 110.41 -0.19 976 0 +0
Total Volume and Open Interest 1,732,140 1,553,584 -96,028
Euro-Bobl(EUREX)
Sep07 070629 106.15 106.29 106.01 106.07 -0.11 889,048 1,279,559 -4,284
Dec07 070629 105.86 105.86 105.86 105.86 -0.11 0 2 +0
Mar08 070629 105.77 105.77 105.77 105.77 -0.11 251 0 +0
Total Volume and Open Interest 889,299 1,279,561 -4,284
3-Mth Euribor(EUREX)
Jun07 070615 95.850 95.850 95.845 95.850 +0.005 1,729 30,249 -1,060
Sep07 070629 95.645 95.650 95.640 95.640 -0.005 2,472 20,256 -1,079
Dec07 070629 95.445 95.465 95.445 95.445 -0.015 1,242 9,437 -1,086
Total Volume and Open Interest 4,769 45,955 -2,201
Long Gilt(LIFFE)
Sep07 070629 103~29 104~09 103~18 103~23 -0~09 86,332 406,169 -570
Dec07 070629 103~27 103~27 103~27 103~27 -0~13      
Total Volume and Open Interest 86,332 406,169 -18,527
3-Mth Short Sterling(LIFFE)
Sep07 070629 93.84 93.84 93.84 93.84 unch 47,845 568,489 -5,230
Dec07 070629 93.74 93.74 93.74 93.74 -0.01 49,170 647,456 -2,181
Mar08 070629 93.69 93.69 93.69 93.69 -0.01 59,835 517,314 -5,294
Jun08 070629 93.67 93.67 93.67 93.67 -0.02 58,396 464,286 +1,178
Sep08 070629 93.67 93.67 93.67 93.67 -0.03 34,304 317,501 +6,053
Dec08 070629 93.68 93.68 93.68 93.68 -0.03 38,287 185,820 -1,360
Total Volume and Open Interest 316,439 2,957,246 -5,404
3-Mth Euribor(LIFFE)
Sep07 070629 95.640 95.650 95.635 95.640 -0.005 165,210 943,142 -20,696
Dec07 070629 95.450 95.465 95.435 95.445 -0.015 161,313 896,567 +5,426
Mar08 070629 95.340 95.375 95.315 95.335 -0.025 161,722 643,186 -12,772
Total Volume and Open Interest 834,889 4,215,378 -24,005
3-Mth Aus T-Bills(SFE)
Sep07 070629 93.42 93.43 93.41 93.43 unch 9,878 422,548 +4,606
Dec07 070629 93.23 93.25 93.23 93.25 -0.02 7,231 240,632 +4,115
Mar08 070629 93.14 93.16 93.13 93.16 -0.02 9,178 128,322 +1,167
Jun08 070629 93.08 93.10 93.07 93.10 -0.02 6,050 82,444 +1,691
Sep08 070629 93.05 93.07 93.04 93.07 -0.02 3,552 48,436 +1,462
Dec08 070629 93.03 93.05 93.03 93.05 -0.02 1,746 40,283 +509
Mar09 070629 93.01 93.03 93.01 93.03 -0.02 401 24,263 +169
Jun09 070629 93.00 93.01 93.00 93.01 -0.03 500 10,557 +400
Sep09 070629 92.99 93.00 92.99 93.00 -0.03 1 847 -42
Dec09 070629 92.97 92.98 92.97 92.98 -0.04 0 778 +0
Total Volume and Open Interest 38,539 999,308 +14,076
10-Year Aus T-Bonds(SFE)
Sep07 070629 93.73 93.75 93.70 93.75 -0.02 30,311 537,930 +992
Dec07 070629 93.75 93.75 93.75 93.75 -0.02      
Total Volume and Open Interest 30,311 537,930 +992
3-Year Aus T-Bonds(SFE)
Sep07 070629 93.53 93.54 93.50 93.53 -0.04 74,705 570,737 -11,973
Dec07 070629 93.53 93.53 93.53 93.53 -0.04      
Total Volume and Open Interest 74,705 570,737 -11,973
Gold(CMX)
Aug07 070629 651.5 655.0 650.2 650.9 +0.5 57,913 186,723 -6,702
Oct07 070629 658.0 658.3 656.5 657.0 +0.5 5,463 20,108 -3,270
Dec07 070629 665.6 667.8 663.0 663.2 +0.5 13,208 65,103 -10,997
Feb08 070629 669.3 669.3 669.3 669.3 +0.5 4,242 7,322 -3,202
Apr08 070629 675.2 675.2 675.2 675.2 +0.5 358 19,303 +350
Jun08 070629 681.2 681.2 681.2 681.2 +0.5 802 16,304 +359
Aug08 070629 687.2 687.2 687.2 687.2 +0.5 47 635 +0
Oct08 070629 693.3 693.3 693.3 693.3 +0.6 1 1,039 +0
Dec08 070629 699.4 699.4 699.4 699.4 +0.6 3,753 20,570 -3,450
Feb09 070629 705.6 705.6 705.6 705.6 +0.7 110 12,193 +110
Apr09 070629 711.7 711.7 711.7 711.7 +0.7 10 1,500 -10
Jun09 070629 717.8 717.8 717.8 717.8 +0.7 740 10,151 +475
Total Volume and Open Interest 94,143 375,199 -32,622
Silver(CMX)
Jul07 070629 1246.0 1247.0 1235.3 1235.3 -2.6 17,558 4,609 -9,082
Sep07 070629 1260.0 1262.0 1242.0 1247.3 -3.2 28,762 67,092 +8,485
Dec07 070629 1279.0 1281.0 1265.2 1265.2 -3.0 1,636 23,110 +467
Mar08 070629 1282.3 1282.3 1282.3 1282.3 -2.8 9 4,616 +4
May08 070629 1292.7 1292.7 1292.7 1292.7 -2.9 41 3,702 +3
Jul08 070629 1303.2 1303.2 1303.2 1303.2 -2.9 32 2,084 +14
Sep08 070629 1313.8 1313.8 1313.8 1313.8 -2.9 50 551 +0
Total Volume and Open Interest 48,499 116,864 +238
Platinum(NYM)
Jul07 070629 1278.0 1279.0 1278.0 1279.0 +3.0 1,534 851 -709
Oct07 070629 1289.0 1291.0 1283.0 1286.5 +0.5 1,718 13,731 +717
Jan08 070629 1291.5 1291.5 1291.5 1291.5 +0.5 20 22 +0
Total Volume and Open Interest 3,272 14,604 +5
Palladium(NYME)
Sep07 070629 366.00 369.00 366.00 368.50 -0.20 705 17,148 -188
Dec07 070629 370.00 373.10 370.00 373.10 -0.20 11 499 -2
Mar08 070629 378.35 378.35 378.35 378.35 -0.20 0 21 +0
Total Volume and Open Interest 716 17,668 -190
Copper(CMX)
Jul07 070629 343.60 345.50 343.50 345.35 +2.40 4,074 6,762 -1,007
Sep07 070629 343.00 345.25 342.50 345.05 +2.30 11,393 50,671 +1,707
Dec07 070629 339.50 340.75 338.50 340.30 +2.15 1,262 12,295 +427
Mar08 070629 333.90 333.90 333.90 333.90 +2.00 93 1,427 +33
May08 070629 328.30 328.30 328.30 328.30 +1.80 1 164 +1
Total Volume and Open Interest 17,163 79,532 +1,216
Aluminum(CMX)
Jul07 070629 118.35 118.35 118.35 118.35 -1.00 1 54 +0
Aug07 070629 118.55 118.55 118.55 118.55 -1.00 40 40 +0
Sep07 070629 118.75 118.75 118.75 118.75 -1.00 40 40 +0
Oct07 070629 118.95 118.95 118.95 118.95 -1.00 40 40 +0
Nov07 070629 119.15 119.15 119.15 119.15 -1.00 1 40 +0
Dec07 070629 119.35 119.35 119.35 119.35 -1.00 1 154 +0
Total Volume and Open Interest 123 368 +0
DJIA Index(CBOT)
Jun07 070614 13525 13580 13485 13568 +83 4,669 30,975 -3,107
Sep07 070629 13503 13615 13400 13517 unch 3,014 32,106 -154
Dec07 070629 13614 13614 13614 13614 -3 1 30 +2
Mar08 070629 13737 13737 13737 13737 unch      
Total Volume and Open Interest 3,015 32,136 -152
S & P 500(CME)
Sep07 070629 1521.50 1530.00 1504.50 1515.40 -1.80 23,922 585,978 +272
Dec07 070629 1538.70 1538.70 1528.30 1528.30 -1.90 70 9,858 +22
Mar08 070629 1540.80 1540.80 1540.80 1540.80 -1.90 0 5,734 +0
Jun08 070629 242.58 242.58 242.58 242.58 -2.40 0 203 +0
Total Volume and Open Interest 23,992 601,787 +294
S & P 500 E-Mini(Globex)
Sep07 070629 1517.75 1530.25 1504.50 1515.50 -1.75 1,376,602 1,614,959 +7,793
Dec07 070629 1531.25 1543.00 1517.75 1528.25 -2.00 2,619 3,752 +1,737
Total Volume and Open Interest 1,379,221 1,618,711 +9,530
NASDAQ 100(CME)
Sep07 070629 1964.00 1969.00 1941.00 1956.00 +0.70 4,849 60,099 +3,090
Dec07 070629 1978.80 1978.80 1978.80 1978.80 +0.80 0 30 +0
Mar08 070629 2001.50 2001.50 2001.50 2001.50 +0.70      
Total Volume and Open Interest 4,849 60,129 +3,090
NASDAQ 100 E-Mini(Globex)
Sep07 070629 1957.00 1969.30 1941.50 1956.00 +0.70 295,135 388,322 +10,712
Dec07 070629 1984.00 1991.30 1965.80 1978.80 +0.80 5 100 +3
Total Volume and Open Interest 295,140 388,422 +10,715
S & P Midcap 400(CME)
Sep07 070629 909.50 910.25 900.00 904.20 -1.80 48 6,840 +5
Dec07 070629 913.70 913.70 913.70 913.70 -1.80      
Mar08 070629 923.40 923.40 923.40 923.40 -1.80      
Total Volume and Open Interest 48 6,840 +5
Russell 2000(CME)
Sep07 070629 848.25 852.50 838.00 842.10 -3.20 1,905 35,197 +625
Dec07 070629 849.20 849.20 849.20 849.20 -3.10 0 6 +0
Mar08 070629 856.80 856.80 856.80 856.80 -3.10      
Total Volume and Open Interest 1,905 35,203 +625
Russell 2000 E-Mini(Globex)
Jun07 070615 838.20 853.45 838.10 853.45 +14.95 39,871 0 -239,418
Sep07 070629 845.30 852.90 834.40 842.10 -3.20 215,593 528,840 +6,834
Dec07 070629 851.80 860.00 843.10 849.20 -3.10 365 159 +3
Total Volume and Open Interest 215,958 528,999 +6,837
Value Line(KCBT)
Sep07 070629 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070629 18115 18220 18080 18180 +190      
Total Volume and Open Interest      
Nikkei 225(SGX)
Sep07 070629 18005 18170 17995 18145 +175 61,655 245,907 +5,090
Dec07 070629 18125 18130 18125 18125 +210 0 310 +44
Mar08 070629 18150 18150 18150 18150 +210      
Total Volume and Open Interest 61,655 246,282 +5,135
CAC 40(EURONEXT)
Jun07 070615 6066.0 6122.5 6058.0 6100.0 +51.0 194,222 0 -612,493
Jul07 070629 6043.5 6075.0 5986.5 6071.0 +53.0 96,667 431,198 -3,000
Aug07 070629 6049.0 6089.5 6012.0 6089.5 +53.0 72 690 +59
Total Volume and Open Interest 97,040 466,750 -3,537
Hang Seng Index(HKFE)
Jun07 070628 21911 22009 21887 21963 +216 98,231 91,252 -18,312
Jul07 070629 22020 22110 21825 21875 -133 67,969 129,176 +37,779
Aug07 070629 22110 22147 21868 21900        
DAX(EUREX)
Sep07 070629 8027.0 8086.5 7954.5 8078.5 +92.5 166,479 333,003 -5,751
Dec07 070629 8112.5 8170.0 8045.0 8166.5 +93.5 289 13,994 +9
Mar08 070629 8203.5 8261.0 8155.5 8258.5 +94.0 114 385 +2
Total Volume and Open Interest 166,882 347,382 -5,740
FT-SE 100(EURONEXT)
Sep07 070629 6620.50 6648.00 6551.00 6638.00 +48.50 69,140 522,687 +6,819
Dec07 070629 6670.00 6704.50 6627.50 6701.00 +49.00 21 8,089 +0
Mar08 070629 6708.50 6724.00 6708.50 6724.00 +48.50 0 51 +0
Total Volume and Open Interest 69,161 530,827 +6,819
SPI 200(SFE)
Jun07 070621 6374.0 6400.0 6362.0 6398.0 -11.0 120,713 157,704 -109,818
Sep07 070629 6295.0 6310.0 6241.0 6277.0 +1.0 23,021 309,086 -8,541
Dec07 070629 6338.0 6345.0 6306.0 6325.0 +1.0 14 3,724 +6
Total Volume and Open Interest 23,051 315,318 -8,527
GSCI(CME)
Jul07 070629 488.50 491.20 487.20 487.50 +2.00 632 19,956 +21
Aug07 070629 488.20 489.50 488.20 489.50 +2.50 296 527 +296
Sep07 070629 492.50 492.50 492.50 492.50 +3.50 1 1 +1
Total Volume and Open Interest 929 20,484 +318
Reuters CRB Index(NYBOT)
Aug07 070629 412.50 414.00 411.00 414.00 +2.75 11 503 +2
Nov07 070629 418.00 420.00 417.25 420.00 +2.75 2 824 -1
Jan08 070629 419.75 422.50 419.75 422.50 +2.75 0 18 +0
Total Volume and Open Interest 13 1,345 +1
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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