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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon November 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061106 650.50 653.00 644.50 649.25 +0.25 14,822 10,819 -2,351
Jan07 061106 663.00 667.00 658.00 662.75 unch 40,789 216,140 +760
Mar07 061106 674.75 679.00 670.00 674.50 +0.75 9,792 49,602 +1,765
May07 061106 681.00 685.00 677.00 682.50 +0.50 3,430 29,078 -128
Jul07 061106 687.50 693.50 684.00 689.50 +2.00 6,290 27,540 +228
Aug07 061106 689.00 695.50 689.00 693.00 +2.00 31 717 -20
Sep07 061106 690.00 695.00 690.00 695.00 unch 6 273 -1
Total Volume and Open Interest 80,495 380,447 +1,326
Soybean Meal(CBOT)
Dec06 061106 195.80 197.00 194.10 196.50 +1.00 15,773 77,191 +594
Jan07 061106 196.00 197.00 194.60 196.40 +0.60 8,716 24,980 -274
Mar07 061106 198.50 199.20 196.30 198.40 +0.10 4,551 29,357 +1,111
May07 061106 199.00 200.00 197.30 199.50 +1.20 2,659 32,057 -193
Jul07 061106 200.50 201.80 199.10 201.40 +1.60 3,887 29,062 +655
Aug07 061106 201.50 203.00 200.30 202.50 +1.70 394 7,499 +60
Sep07 061106 202.50 203.80 201.20 203.30 +1.00 146 4,629 -4
Oct07 061106 203.00 204.00 201.50 203.20 +0.70 67 2,960 +46
Total Volume and Open Interest 36,443 216,869 +2,093
Soybean Oil(CBOT)
Dec06 061106 27.74 27.84 27.53 27.54 -0.14 11,041 65,547 -796
Jan07 061106 28.10 28.20 27.87 27.89 -0.15 6,593 84,665 +460
Mar07 061106 28.45 28.50 28.21 28.25 -0.13 3,849 29,517 +1,364
May07 061106 28.65 28.65 28.46 28.47 -0.18 1,366 34,165 -76
Jul07 061106 28.95 28.97 28.78 28.78 -0.15 1,050 21,037 +345
Aug07 061106 29.00 29.10 28.89 28.89 -0.14 21 3,992 -16
Sep07 061106 29.15 29.15 28.98 28.98 -0.17 2 2,297 +2
Oct07 061106 29.25 29.25 29.10 29.10 -0.15 21 3,144 +2
Total Volume and Open Interest 24,262 265,805 +1,282
Canola(WCE)
Nov06 061106 332.0 332.7 332.0 332.7 +1.2 7 178 -45
Jan07 061106 336.0 346.5 336.0 342.7 +2.1 3,238 58,367 -104
Mar07 061106 343.0 353.4 343.0 350.0 +1.5 429 7,492 +135
May07 061106 351.3 359.7 351.2 355.6 +2.6 159 3,506 -3
Jul07 061106 359.5 364.0 355.4 361.3 +3.3 384 8,563 +98
Total Volume and Open Interest 4,247 86,172 +102
Corn(CBOT)
Dec06 061106 345.00 345.50 339.25 343.50 +1.25 58,786 474,095 -10,807
Mar07 061106 360.00 360.00 354.00 358.50 +1.50 33,591 352,410 +10,218
May07 061106 366.75 367.00 362.00 365.75 +1.75 6,267 64,109 +1,715
Jul07 061106 373.50 373.50 366.50 371.50 +2.00 16,857 159,793 +1,912
Sep07 061106 355.50 360.00 355.00 359.75 +4.25 1,586 32,334 +271
Dec07 061106 351.50 355.50 347.50 353.75 +4.25 32,920 222,793 +8,317
Total Volume and Open Interest 153,167 1,409,646 +11,857
Wheat(CBOT)
Dec06 061106 500.00 501.00 494.50 498.00 +5.50 16,868 192,307 -5,681
Mar07 061106 520.00 520.50 514.00 518.75 +4.75 14,089 114,791 +1,968
May07 061106 504.00 504.00 499.00 503.50 +5.50 1,371 8,748 +1,024
Jul07 061106 471.00 478.00 470.00 476.50 +7.50 4,968 69,073 +46
Sep07 061106 473.00 476.50 473.00 476.50 +7.50 46 2,500 +18
Total Volume and Open Interest 41,274 457,567 -1,702
Wheat(KCBT)
Dec06 061106 528.00 533.00 523.50 526.50 +4.00 4,915 55,667 -21
Mar07 061106 543.00 545.00 538.00 541.00 +3.75 3,935 37,199 +1,106
May07 061106 531.00 531.00 528.00 529.75 +4.75 67 2,261 +9
Jul07 061106 486.00 488.00 485.00 488.00 +6.25 1,300 26,214 -603
Sep07 061106 488.00 488.00 484.00 487.00 +3.00 38 2,826 +3
Total Volume and Open Interest 10,301 133,590 +505
Wheat(MGE)
Dec06 061106 503.00 510.00 503.00 509.75 +6.75 3,005 17,126 -1,079
Mar07 061106 522.00 524.00 519.00 523.00 +5.00 2,488 19,155 +808
May07 061106 530.00 530.00 524.00 527.50 +6.50 4 1,980 -1
Jul07 061106 514.00 517.00 512.00 516.25 +4.25 12 1,223 +9
Sep07 061106 480.00 484.00 479.00 484.00 +4.00 11 3,098 +4
Total Volume and Open Interest 5,544 49,352 -403
Oats(CBOT)
Dec06 061106 260.00 261.75 259.00 261.00 +2.75 744 8,593 -170
Mar07 061106 269.00 270.50 268.50 270.00 +3.00 656 5,193 +137
May07 061106 270.00 270.50 269.00 270.00 +3.00 43 241 +9
Jul07 061106 267.50 268.00 266.00 268.00 +4.50 52 303 +7
Total Volume and Open Interest 1,600 14,892 +47
Rough Rice(CBOT)
Nov06 061106 9.89 9.89 9.89 9.89 +0.12 16 116 -64
Jan07 061106 10.04 10.08 9.98 10.05 +0.05 163 8,672 +74
Mar07 061106 10.28 10.29 10.28 10.29 +0.05 22 3,208 +16
May07 061106 10.47 10.47 10.47 10.47 +0.05 10 1,129 -10
Total Volume and Open Interest 265 14,383 +48
Live Cattle(CME)
Dec06 061106 85.650 85.975 85.275 85.550 -0.350 15,530 96,881 -1,816
Feb07 061106 88.550 89.000 88.300 88.850 -0.100 12,917 53,821 +2,212
Apr07 061106 88.950 89.100 88.650 89.050 -0.100 3,473 24,360 +30
Jun07 061106 86.125 86.125 85.600 85.850 -0.525 2,048 13,180 +378
Aug07 061106 84.750 84.750 84.300 84.600 -0.325 1,251 5,834 +377
Oct07 061106 86.800 86.800 86.500 86.650 -0.375 413 2,266 +207
Total Volume and Open Interest 35,804 198,109 +1,460
Feeder Cattle(CME)
Nov06 061106 101.000 101.000 100.250 100.350 -1.075 1,434 3,496 -553
Jan07 061106 96.400 96.750 95.850 96.325 -0.800 2,722 12,499 +201
Mar07 061106 94.850 94.850 94.150 94.350 -1.075 647 2,968 +88
Apr07 061106 95.000 95.350 94.500 94.500 -1.000 99 525 -5
May07 061106 95.000 95.400 94.600 94.850 -0.550 267 1,450 +142
Aug07 061106 99.000 99.000 98.425 98.600 -0.600 103 459 -13
Sep07 061106 98.800 98.850 98.400 98.400 -0.600 96 712 +56
Total Volume and Open Interest 5,368 22,109 -84
Lean Hogs(CME)
Dec06 061106 64.200 64.625 63.875 64.525 +0.350 9,797 90,857 -2,320
Feb07 061106 67.250 67.800 66.900 67.775 +0.525 6,864 51,790 +2,074
Apr07 061106 68.500 69.450 68.500 69.225 +0.700 2,755 27,794 +309
May07 061106 71.700 72.425 71.700 72.400 +0.600 28 2,468 +3
Jun07 061106 73.300 74.200 73.300 74.150 +0.700 750 13,919 +201
Jul07 061106 71.200 72.200 71.200 72.100 +0.750 158 2,894 +25
Aug07 061106 69.600 70.000 69.600 70.000 +0.400 269 2,812 +33
Oct07 061106 63.100 63.450 63.100 63.250 +0.250 93 2,157 -6
Total Volume and Open Interest 20,831 195,368 +322
Pork Bellies(CME)
Feb07 061106 91.000 91.800 90.150 90.525 -0.925 130 869 -18
Mar07 061106 90.850 90.850 90.500 90.500 -1.050 0 59 +0
May07 061106 92.450 92.450 92.450 92.450 -0.350 2 13 +2
Jul07 061106 93.750 93.750 93.750 93.750 -0.100 0 2 +0
Aug07 061106 93.000 93.000 93.000 93.000 unch 0 1 +0
Total Volume and Open Interest 132 944 -16
Class III Milk(CME)
Nov06 061106 12.72 12.72 12.55 12.59 -0.13 129 3,704 +8
Dec06 061106 13.32 13.32 13.03 13.04 -0.28 340 3,854 +18
Jan07 061106 13.40 13.40 13.15 13.20 -0.22 186 2,482 -34
Feb07 061106 13.37 13.37 13.15 13.15 -0.26 179 2,160 -21
Mar07 061106 13.51 13.51 13.30 13.30 -0.25 131 2,010 -11
Total Volume and Open Interest 1,708 26,889 +215
Cocoa(NYBOT)
Dec06 061106 1485 1497 1471 1493 +9 9,351 52,337 -6,356
Mar07 061106 1516 1529 1505 1525 +9 5,907 47,360 +192
May07 061106 1527 1549 1527 1547 +10 73 15,011 +16
Jul07 061106 1569 1569 1569 1569 +10 59 7,021 +53
Sep07 061106 1580 1591 1580 1591 +10 120 11,828 +70
Dec07 061106 1609 1616 1605 1616 +10 92 10,290 +82
Mar08 061106 1645 1645 1645 1645 +10 0 2,936 +0
Total Volume and Open Interest 15,602 150,372 -5,943
Coffee "C"(NYBOT)
Dec06 061106 113.50 113.90 111.80 113.20 +0.75 12,038 61,677 -182
Mar07 061106 117.00 117.45 115.90 117.25 +0.70 5,987 38,255 +1,786
May07 061106 119.50 119.90 118.40 119.80 +0.65 817 6,503 +158
Jul07 061106 122.00 122.30 121.00 122.30 +0.75 362 3,174 +11
Sep07 061106 124.25 124.70 123.75 124.70 +0.75 204 2,532 +0
Dec07 061106 127.25 128.00 127.00 127.60 +0.75 292 2,088 -121
Total Volume and Open Interest 20,022 121,317 +1,706
Orange Juice(NYBOT)
Nov06 061106 197.00 197.00 193.15 194.95 -1.85 833 1,540 -800
Jan07 061106 197.80 197.80 192.60 196.15 -1.65 2,639 21,091 -143
Mar07 061106 195.00 196.40 193.50 196.35 -1.65 502 4,907 +253
May07 061106 194.00 195.35 194.00 195.35 -1.25 112 1,316 +57
Jul07 061106 194.25 194.25 194.25 194.25 -1.00 1 211 +0
Total Volume and Open Interest 4,148 29,995 -578
Sugar #11(NYBOT)
Mar07 061106 11.37 11.77 11.35 11.75 +0.44 28,928 256,928 +2,833
May07 061106 11.54 11.91 11.52 11.90 +0.40 5,746 65,432 +288
Jul07 061106 11.55 11.93 11.55 11.92 +0.40 4,391 62,534 +370
Oct07 061106 11.75 12.12 11.75 12.12 +0.38 1,695 42,045 +524
Mar08 061106 12.28 12.52 12.25 12.52 +0.38 1,337 32,420 +591
Total Volume and Open Interest 42,520 483,213 +4,759
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061106 19.75 19.75 19.65 19.74 -0.01 82 2,175 +37
Mar07 061106 19.75 19.78 19.75 19.78 +0.03 8 2,768 -3
May07 061106 19.85 19.87 19.85 19.87 +0.02 58 2,444 +49
Jul07 061106 20.10 20.10 20.10 20.10 +0.08 2 1,981 -1
Total Volume and Open Interest 159 12,267 +81
London Cocoa(LCE)
Dec06 061106 833 841 827 839 +9 4,491 83,508 +1
Mar07 061106 848 857 847 855 +7 2,650 53,638 +806
May07 061106 861 868 859 866 +6 1,714 21,729 +1,008
Jul07 061106 870 878 870 876 +6 577 15,327 +111
Sep07 061106 882 887 882 886 +6 414 12,731 +128
Dec07 061106 897 900 895 900 +6 260 13,306 -2
Mar08 061106 911 911 911 911 +6 9 4,219 +2
Total Volume and Open Interest 10,125 206,085 +2,064
London Coffee(LCE)
Nov06 061106 1570.00 1594.00 1568.00 1594.00 +23.00 710 6,157 -508
Jan07 061106 1589.00 1608.00 1577.00 1607.00 +22.00 10,516 70,603 +891
Mar07 061106 1584.00 1607.00 1577.00 1607.00 +28.00 5,259 35,222 -311
May07 061106 1585.00 1609.00 1581.00 1609.00 +31.00 955 7,370 +320
Jul07 061106 1585.00 1602.00 1577.00 1602.00 +31.00 39 3,026 -12
Sep07 061106 1574.00 1592.00 1574.00 1592.00 +28.00 10 5,007 +1
Total Volume and Open Interest 17,544 129,730 +413
London Sugar(LCE)
Dec06 061106 400.80 408.00 397.70 407.00 +6.20 1,804 16,386 -386
Mar07 061106 361.50 373.10 360.10 371.50 +10.00 2,545 25,888 +186
May07 061106 355.80 367.00 355.60 366.50 +9.50 1,074 8,652 +205
Aug07 061106 351.00 359.00 351.00 359.00 +8.50 441 3,696 +299
Oct07 061106 344.00 354.50 343.00 353.90 +9.40 50 1,781 +50
Total Volume and Open Interest 5,933 58,718 +373
Cotton(NYBOT)
Dec06 061106 49.21 50.00 48.77 49.92 +0.71 7,489 95,549 -1,563
Mar07 061106 53.30 53.95 53.00 53.95 +0.60 6,532 60,961 +1,044
May07 061106 54.80 55.35 54.50 55.35 +0.47 455 8,181 +260
Jul07 061106 55.90 56.50 55.90 56.45 +0.55 888 7,423 +244
Oct07 061106 58.20 58.20 58.20 58.20 +0.70 0 102 +0
Dec07 061106 58.60 59.40 58.40 59.30 +0.70 724 11,552 +121
Total Volume and Open Interest 16,132 185,144 +135
Lumber(CME)
Nov06 061106 237.0 245.5 237.0 242.3 +3.4 268 1,110 -80
Jan07 061106 262.1 272.1 261.7 268.7 +6.6 452 4,470 +128
Mar07 061106 281.9 290.0 280.5 288.7 +6.9 53 466 +19
May07 061106 291.9 297.7 291.9 297.7 +6.9 3 35 +0
Total Volume and Open Interest 776 6,095 +67
Crude Oil(NYM)
Dec06 061106 59.30 60.55 59.25 60.02 +0.88 169,658 272,630 -17,092
Jan07 061106 61.05 62.10 61.05 61.75 +0.87 78,205 168,090 +15,921
Feb07 061106 62.35 63.40 62.35 62.99 +0.89 17,757 57,418 -429
Mar07 061106 63.55 64.30 63.50 63.98 +0.90 8,362 49,746 +1
Apr07 061106 64.90 64.90 64.77 64.77 +0.90 3,316 36,345 -112
May07 061106 65.42 65.42 65.42 65.42 +0.91 1,929 34,175 +110
Jun07 061106 65.75 66.00 65.75 65.96 +0.92 5,763 68,071 -1,301
Jul07 061106 66.43 66.43 66.43 66.43 +0.93 425 16,366 -290
Aug07 061106 66.82 66.82 66.82 66.82 +0.93 130 13,455 -14
Sep07 061106 67.16 67.16 67.16 67.16 +0.92 1,052 19,917 +341
Oct07 061106 67.46 67.46 67.46 67.46 +0.91 1,190 12,349 +309
Nov07 061106 67.71 67.71 67.71 67.71 +0.90 30 14,071 -27
Dec07 061106 67.30 68.30 67.30 67.92 +0.90 7,588 113,756 -514
Jan08 061106 68.11 68.11 68.11 68.11 +0.91 300 12,846 +295
Feb08 061106 68.26 68.26 68.26 68.26 +0.92 0 9,782 +0
Mar08 061106 68.39 68.39 68.39 68.39 +0.92 0 12,800 +0
Total Volume and Open Interest 300,487 1,153,517 -4,278
Heating Oil(NYM)
Dec06 061106 169.70 173.70 169.50 171.84 +4.09 24,938 84,705 -1,269
Jan07 061106 175.50 179.00 175.50 177.51 +3.72 9,321 48,184 +1,859
Feb07 061106 180.30 181.70 179.80 180.51 +3.52 1,886 23,751 +60
Mar07 061106 181.40 182.20 181.01 181.01 +3.37 1,021 14,566 +154
Apr07 061106 181.00 182.25 179.80 181.11 +3.17 681 11,200 +84
May07 061106 180.70 182.50 180.70 181.11 +3.07 542 5,069 +212
Jun07 061106 181.10 182.50 181.10 181.46 +3.02 850 19,889 +156
Jul07 061106 183.20 183.70 182.56 182.56 +2.92 383 3,034 +175
Aug07 061106 185.50 185.50 184.36 184.36 +2.87 54 2,968 -2
Sep07 061106 186.71 186.71 186.71 186.71 +2.82 52 4,671 -50
Oct07 061106 189.50 189.50 189.36 189.36 +2.77 0 1,462 +0
Nov07 061106 192.26 192.26 192.26 192.26 +2.72 187 833 +33
Total Volume and Open Interest 40,604 232,435 +1,456
Unleaded Gas(NYM)
Dec06 061106 152.00 154.00 151.50 152.90 +2.21 3,712 10,262 -516
Jan07 061106 154.25 157.90 154.25 155.90 +2.21 588 5,042 +9
Total Volume and Open Interest 4,300 15,304 -507
RBOB Gasoline(NYMEX)
Dec06 061106 152.72 156.45 151.10 154.50 +1.93 18,579 43,459 +644
Jan07 061106 155.70 160.30 155.38 159.00 +2.33 5,975 27,718 +689
Feb07 061106 158.85 163.25 158.85 162.70 +2.43 1,622 5,034 -406
Mar07 061106 163.00 166.75 163.00 166.40 +2.53 881 6,062 +54
Apr07 061106 181.25 181.25 181.25 181.25 +2.48 952 4,906 -61
May07 061106 183.50 183.50 183.50 183.50 +1.73 495 7,678 +391
Jun07 061106 186.90 186.90 186.90 186.90 +2.63 292 3,921 +141
Jul07 061106 187.98 188.55 187.25 188.55 +2.63 80 1,883 -42
Aug07 061106 189.10 189.10 189.10 189.10 +2.63 68 1,000 -20
Sep07 061106 188.75 188.75 188.75 188.75 +2.63 107 5,203 +65
Total Volume and Open Interest 29,051 107,699 +1,555
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061106 159.00 159.00 159.00 159.00 +2.33      
Feb07 061106 162.70 162.70 162.70 162.70 +2.43      
Mar07 061106 166.40 166.40 166.40 166.40 +2.53      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061106 7.570 7.630 7.430 7.490 -0.394 34,835 74,096 -1,451
Jan07 061106 8.085 8.160 7.950 8.010 -0.384 8,947 75,187 +805
Feb07 061106 8.150 8.170 8.030 8.055 -0.379 3,673 38,481 +933
Mar07 061106 8.100 8.100 7.880 7.950 -0.379 4,908 102,891 -519
Apr07 061106 7.660 7.660 7.480 7.530 -0.314 1,787 91,424 +239
May07 061106 7.650 7.650 7.500 7.505 -0.306 463 30,513 -80
Jun07 061106 7.620 7.620 7.595 7.595 -0.304 255 13,666 -175
Jul07 061106 7.770 7.770 7.695 7.695 -0.304 218 12,300 -106
Aug07 061106 7.860 7.860 7.760 7.760 -0.303 230 13,982 -83
Sep07 061106 7.880 7.900 7.809 7.809 -0.302 212 11,628 -32
Oct07 061106 8.070 8.070 7.904 7.904 -0.302 195 38,218 -11
Nov07 061106 8.430 8.460 8.369 8.369 -0.297 134 23,428 -36
Dec07 061106 8.850 8.940 8.834 8.834 -0.292 96 33,994 -26
Jan08 061106 9.180 9.190 9.100 9.114 -0.287 114 27,441 +46
Feb08 061106 9.117 9.117 9.117 9.117 -0.287 1,013 15,727 -530
Mar08 061106 8.980 9.040 8.927 8.927 -0.282 907 38,603 -479
Total Volume and Open Interest 61,431 904,729 -673
Brent Crude Oil(ICE)
Dec06 061106 58.94 60.40 58.49 59.75 +0.60 64,493 95,301 -12,397
Jan07 061106 60.32 62.03 60.09 61.43 +0.75 43,996 175,367 +2,244
Feb07 061106 61.54 63.30 61.40 62.75 +0.81 16,374 58,635 -305
Mar07 061106 62.60 64.23 62.43 63.76 +0.84 3,306 30,945 -320
Apr07 061106 63.50 64.57 63.50 64.57 +0.86 1,399 23,999 -11
May07 061106 64.20 65.24 64.20 65.24 +0.86 884 16,164 +207
Jun07 061106 64.85 66.07 64.85 65.77 +0.87 1,512 40,811 +1,036
Jul07 061106 65.28 66.25 65.28 66.25 +0.86 200 10,302 +0
Aug07 061106 65.65 66.63 65.65 66.63 +0.87 0 3,805 +0
Sep07 061106 65.95 66.93 65.95 66.93 +0.92 3,100 9,732 +1,723
Oct07 061106 67.14 67.14 67.14 67.14 +0.89 0 8,670 +0
Nov07 061106 65.98 67.33 65.98 67.33 +0.86 256 10,336 +126
Dec07 061106 66.35 67.80 66.21 67.52 +0.87 1,233 48,248 -146
Jan08 061106 67.70 67.70 67.70 67.70 +0.84 0 6,994 +0
Total Volume and Open Interest 138,131 589,790 -7,471
Gas Oil(ICE)
Nov06 061106 524.75 546.00 522.25 536.50 +13.25 29,859 42,730 -5,506
Dec06 061106 527.00 547.75 524.50 538.50 +13.00 44,314 89,288 +9,883
Jan07 061106 532.25 554.50 531.75 545.50 +12.25 17,027 54,440 +2,491
Feb07 061106 540.50 560.75 538.75 552.25 +11.25 4,733 26,987 +507
Mar07 061106 547.25 564.00 546.50 558.25 +10.50 1,727 16,094 +817
Apr07 061106 562.00 562.75 562.00 562.75 +10.00 542 8,753 +184
May07 061106 567.00 570.25 567.00 567.75 +10.00 227 6,458 +60
Jun07 061106 572.00 575.50 572.00 572.75 +10.00 2,655 24,902 +675
Jul07 061106 577.75 577.75 577.75 577.75 +10.00 62 3,040 +31
Aug07 061106 582.50 582.50 582.50 582.50 +9.50 0 619 +0
Total Volume and Open Interest 103,955 317,599 +9,793
US Dollar Index(NYBOT)
Dec06 061106 85.54 85.77 85.54 85.56 +0.02 2,021 31,385 -450
Mar07 061106 85.25 85.30 85.25 85.25 +0.02 16 2,061 +8
Jun07 061106 84.96 84.96 84.96 84.96 +0.07 0 13 +0
Total Volume and Open Interest 2,041 33,469 -439
Australian Dollar(CME)
Dec06 061106 76.92 77.11 76.90 77.09 +0.17 1,721 109,683 -2,414
Mar07 061106 76.90 76.90 76.90 76.90 +0.17 0 976 +0
Jun07 061106 76.76 76.76 76.76 76.76 +0.17 0 103 +0
Total Volume and Open Interest 1,721 110,775 -2,414
British Pound(CME)
Dec06 061106 189.66 189.78 189.66 189.72 -0.46 4,700 145,880 +5,147
Mar07 061106 189.70 189.86 189.70 189.80 -0.46 0 646 +6
Jun07 061106 189.74 189.74 189.74 189.74 -0.46 0 20 +0
Total Volume and Open Interest 4,700 146,547 +5,153
Canadian Dollar(CME)
Dec06 061106 88.19 88.70 88.19 88.67 unch 2,395 104,717 -49
Mar07 061106 88.72 88.99 88.72 88.92 -0.01 24 2,192 +29
Jun07 061106 89.19 89.19 89.19 89.19 -0.01 4 394 +8
Sep07 061106 89.28 89.46 89.28 89.46 -0.01 2 223 +1
Total Volume and Open Interest 2,425 107,570 -11
Japanese Yen(CME)
Dec06 061106 84.93 85.08 84.90 85.03 -0.22 4,800 218,893 +11,164
Mar07 061106 85.90 86.08 85.90 86.08 -0.22 1 17,943 +314
Jun07 061106 87.08 87.08 87.08 87.08 -0.22 0 11 +0
Total Volume and Open Interest 4,801 236,995 +11,478
Swiss Franc(CME)
Dec06 061106 79.92 79.96 79.87 79.96 -0.15 15,854 106,642 +14,011
Mar07 061106 80.65 80.65 80.65 80.65 -0.14 0 360 +2
Jun07 061106 81.28 81.28 81.28 81.28 -0.14 0 37 +0
Total Volume and Open Interest 15,854 107,128 +14,004
EuroFX(CME)
Dec06 061106 127.30 127.53 127.23 127.49 +0.04 5,830 158,438 -3,480
Mar07 061106 127.90 128.02 127.90 128.02 +0.04 130 4,123 -371
Jun07 061106 128.46 128.46 128.46 128.46 +0.04 0 103 +5
Total Volume and Open Interest 5,960 162,793 -3,845
Mexican Peso(CME)
Nov06 061106 9230.0 9230.0 9230.0 9230.0 -20.0 0 20 +0
Dec06 061106 9217.0 9225.0 9175.0 9220.0 -20.0 21,788 99,383 +1,021
Total Volume and Open Interest 21,798 101,429 +1,020
30-Year T-Bonds(CBOT)
Dec06 061106 111~19 111~27 111~13 111~23 +0~03 484,436 752,610 -10,472
Mar07 061106 111~15 111~24 111~13 111~22 +0~04 2,083 14,604 +360
Jun07 061106 111~21 111~21 111~21 111~21 +0~04 0 21 +0
Total Volume and Open Interest 486,519 767,241 -10,112
10-Year T-Notes(CBOT)
Dec06 061106 107~140 107~185 107~100 107~165 +0~015 1,528,501 2,340,885 +46,729
Mar07 061106 107~155 107~200 107~125 107~190 +0~020 22,156 93,970 +3,791
Total Volume and Open Interest 1,551,362 2,436,717 +50,921
5-Year T-Notes(CBOT)
Dec06 061106 105~000 105~025 104~300 105~020 +0~005 690,140 0 +0
Mar07 061106 105~030 105~050 105~020 105~050 +0~005 3,663 0 +0
Total Volume and Open Interest 693,803    
2 Year T-Notes(CBOT)
Dec06 061106 101~120 101~124 101~116 101~124 unch 3,515 674,747 +9,102
Mar07 061106 102~017 102~017 102~017 102~017 -0~003 0 50 +2
Total Volume and Open Interest 3,515 674,797 +9,104
Eurodollars(CME)
Dec06 061106 94.605 94.615 94.600 94.610 unch 37,218 1,356,274 +21,333
Mar07 061106 94.675 94.690 94.670 94.690 -0.005 42,347 1,450,010 -5,608
Jun07 061106 94.795 94.830 94.780 94.820 -0.005 31,595 1,163,977 +13,482
Sep07 061106 94.945 94.975 94.925 94.970 unch 34,142 1,166,010 -11,425
Dec07 061106 95.045 95.080 95.035 95.075 +0.005 63,369 1,237,847 -36,377
Mar08 061106 95.085 95.115 95.070 95.110 +0.010 36,134 824,252 -32,667
Jun08 061106 95.075 95.105 95.060 95.100 +0.015 28,563 591,938 -10,413
Sep08 061106 95.060 95.085 95.045 95.085 +0.015 16,297 474,680 +7,126
Dec08 061106 95.035 95.060 95.020 95.060 +0.015 12,614 360,120 -893
Mar09 061106 95.015 95.040 95.005 95.040 +0.015 11,714 357,516 -3,814
Jun09 061106 94.985 95.010 94.975 95.010 +0.015 11,172 231,441 +3,604
Sep09 061106 94.945 94.980 94.945 94.980 +0.015 12,136 162,748 +5,761
Dec09 061106 94.920 94.945 94.915 94.945 +0.015 4,149 129,944 -2,571
Mar10 061106 94.905 94.925 94.895 94.925 +0.015 7,947 124,112 +1,261
Jun10 061106 94.870 94.895 94.865 94.895 +0.015 3,449 104,853 -1,336
Sep10 061106 94.845 94.870 94.840 94.870 +0.015 6,499 100,069 -1,360
Dec10 061106 94.800 94.830 94.800 94.830 +0.015 4,229 114,822 +1,719
Mar11 061106 94.785 94.815 94.785 94.815 +0.015 3,040 56,242 +772
Total Volume and Open Interest 374,424 10,236,905 -46,777
3-Mth Euro-Yen(CME)
Dec06 061106 99.45 99.45 99.45 99.45 -0.01 648 19,231 -1,559
Mar07 061106 99.29 99.30 99.29 99.29 -0.01 452 12,794 -92
Jun07 061106 99.18 99.18 99.18 99.18 unch 1,890 10,967 +1,205
Sep07 061106 99.07 99.07 99.06 99.07 -0.01 35 2,955 -93
Dec07 061106 98.97 98.97 98.97 98.97 unch 1 6,973 +1
Mar08 061106 98.88 98.88 98.88 98.88 unch 100 3,356 +0
Jun08 061106 98.81 98.81 98.81 98.81 -0.02 0 269 +0
Sep08 061106 98.72 98.72 98.72 98.72 -0.03 0 1 +0
Dec08 061106 98.59 98.59 98.59 98.59 -0.05 0 6 +0
Mar09 061106 98.46 98.46 98.46 98.46 -0.05      
Total Volume and Open Interest 3,126 56,552 -538
3-Mth Euro-Yen(SIMEX)
Dec06 061106 99.46 99.46 99.45 99.45 -0.02 2,712 84,461 -721
Mar07 061106 99.29 99.30 99.29 99.30 -0.02 957 77,707 +950
Jun07 061106 99.18 99.18 99.17 99.18 -0.03 505 39,789 +148
Sep07 061106 99.07 99.07 99.06 99.07 -0.03 1 29,276 -399
Dec07 061106 98.96 98.97 98.96 98.97 -0.04 2 44,136 +1
Mar08 061106 98.87 98.88 98.87 98.88 -0.03 0 28,026 +0
Jun08 061106 98.79 98.79 98.79 98.79 -0.04 0 7,857 -1
Sep08 061106 98.70 98.70 98.70 98.70 -0.05 0 1,443 +0
Total Volume and Open Interest 4,177 314,232 -22
German Euro-Bund(EUREX)
Dec06 061106 117.44 117.52 117.30 117.36 -0.22 1,326,922 1,600,306 +41,669
Mar07 061106 117.65 117.71 117.50 117.56 -0.22 11,185 29,286 +4,408
Jun07 061106 117.06 117.06 117.06 117.06 -0.22 1,800 0 -3
Total Volume and Open Interest 1,339,907 1,629,592 +46,074
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061106 109.70 109.70 109.65 109.65 -0.14 1,120 11,947 +463
Jun07 061106 109.01 109.01 109.01 109.01 -0.12      
Total Volume and Open Interest 637,359 1,018,778 +31,959
Long Gilt(LIFFE)
Dec06 061106 109~13 109~15 109~07 109~10 -0~05 96,371 257,177 -2,399
Mar07 061106 109~07 109~07 109~07 109~07 -0~05      
Total Volume and Open Interest 96,371 257,205 -2,399
3-Mth Short Sterling(LIFFE)
Dec06 061106 94.71 94.71 94.71 94.71 unch 43,448 385,866 +14,304
Mar07 061106 94.59 94.59 94.59 94.59 unch 65,788 447,994 +12,476
Jun07 061106 94.57 94.57 94.57 94.57 -0.01 75,293 426,464 +6,613
Total Volume and Open Interest 350,423 2,204,807 +41,772
3-Mth Euribor(LIFFE)
Dec06 061106 96.275 96.280 96.265 96.270 -0.010 140,817 725,558 +1,765
Mar07 061106 96.110 96.120 96.100 96.105 -0.015 195,419 757,574 +19,604
Jun07 061106 96.065 96.070 96.045 96.055 -0.020 208,376 621,232 +19,468
Total Volume and Open Interest 1,030,470 3,757,518 +68,650
3-Mth Aus T-Bills(SFE)
Dec06 061106 93.57 93.58 93.57 93.58 -0.01 1,632 137,890 -8,249
Mar07 061106 93.47 93.48 93.46 93.48 -0.02 10,921 299,426 -8,748
Jun07 061106 93.48 93.48 93.46 93.48 -0.04 3,762 137,177 +3,065
Sep07 061106 93.52 93.52 93.50 93.51 -0.06 1,566 59,192 +1,304
Dec07 061106 93.55 93.55 93.53 93.54 -0.07 492 37,068 +203
Mar08 061106 93.59 93.59 93.56 93.56 -0.07 350 20,160 +343
Jun08 061106 93.59 93.59 93.57 93.58 -0.08 1,451 18,071 +1,223
Sep08 061106 93.60 93.60 93.59 93.59 -0.09 1,202 10,258 +1,169
Dec08 061106 93.62 93.62 93.60 93.60 -0.10 52 3,844 +52
Mar09 061106 93.62 93.62 93.60 93.60 -0.11 51 1,074 +0
Total Volume and Open Interest 21,530 725,957 -9,636
10-Year Aus T-Bonds(SFE)
Dec06 061106 94.26 94.28 94.25 94.26 -0.11 26,351 477,243 -5,622
Mar07 061106 94.26 94.26 94.26 94.26 -0.11      
Total Volume and Open Interest 26,351 477,243 -5,622
3-Year Aus T-Bonds(SFE)
Dec06 061106 93.99 94.00 93.98 93.99 -0.09 42,642 621,261 -65,991
Mar07 061106 93.99 93.99 93.99 93.99 -0.09      
Total Volume and Open Interest 42,642 621,261 -65,991
Gold(CMX)
Dec06 061106 626.0 629.9 624.5 627.9 -1.3 42,871 181,352 +2,886
Feb07 061106 633.0 637.0 632.0 634.3 -1.2 3,449 46,285 +1,407
Apr07 061106 639.3 642.5 639.3 640.6 -1.2 1,337 12,420 +620
Jun07 061106 647.0 650.0 645.5 646.7 -1.2 1,111 18,830 -443
Aug07 061106 652.8 652.8 652.8 652.8 -1.2 43 1,874 -20
Oct07 061106 658.7 658.7 658.7 658.7 -1.2 632 12,401 -339
Dec07 061106 664.0 667.5 664.0 664.6 -1.2 984 29,422 +187
Feb08 061106 667.5 670.4 667.5 670.4 -1.2 654 2,315 -36
Apr08 061106 20.8 20.8 20.8 20.8 -1.2 0 1,499 +0
Jun08 061106 682.0 682.0 682.0 682.0 -1.2 0 3,470 +0
Aug08 061106 687.8 687.8 687.8 687.8 -1.2 0 220 +0
Total Volume and Open Interest 51,593 331,224 +4,613
Silver(CMX)
Dec06 061106 1260.5 1280.0 1253.0 1276.0 +12.5 9,479 64,733 -520
Mar07 061106 1280.0 1300.0 1270.0 1293.7 +12.6 2,236 21,962 +1,075
May07 061106 1287.0 1304.1 1287.0 1304.1 +12.6 101 3,670 -101
Jul07 061106 1307.0 1314.4 1307.0 1314.4 +13.4 49 8,490 +4
Sep07 061106 1323.4 1323.4 1323.4 1323.4 +14.5 17 2,065 +12
Dec07 061106 1320.0 1338.0 1320.0 1330.0 +14.5 69 5,185 +0
Mar08 061106 25.7 25.7 25.7 25.7 +14.5 4 108 +0
Total Volume and Open Interest 12,023 111,191 +374
Platinum(NYM)
Jan07 061106 1186.0 1197.8 1180.0 1196.7 -12.7 3,294 8,887 +106
Apr07 061106 1196.7 1196.7 1196.7 1196.7 -12.7 16 43 +3
Jul07 061106 509.6 546.3 509.6 546.3 -12.7 0 7 +0
Oct07 061106 1206.7 1206.7 1206.7 1206.7 -12.7      
Total Volume and Open Interest 3,312 8,939 +111
Palladium(NYME)
Dec06 061106 333.00 335.80 330.00 335.70 +0.60 849 12,163 +136
Mar07 061106 341.00 341.00 339.00 340.20 +0.60 26 701 +1
Jun07 061106 345.70 345.70 345.70 345.70 +0.60 0 31 +0
Total Volume and Open Interest 875 12,896 +137
Copper(CMX)
Dec06 061106 329.50 336.30 328.50 333.70 +1.45 6,290 44,330 -1,287
Mar07 061106 330.50 337.25 330.10 334.80 +1.60 2,089 16,219 +715
May07 061106 332.30 332.30 332.30 332.30 +1.60 183 3,093 +66
Jul07 061106 328.00 330.50 328.00 328.60 +1.60 96 1,478 +25
Sep07 061106 326.50 326.50 324.55 324.55 +1.60 10 829 +2
Total Volume and Open Interest 9,216 74,422 -860
Aluminum(CMX)
Nov06 061106 123.00 123.00 123.00 123.00 -3.50 1 16 -25
Dec06 061106 124.00 124.00 124.00 124.00 -3.50 1 642 +1
Jan07 061106 123.25 123.25 123.25 123.25 -3.50 0 10 +0
Feb07 061106 122.50 122.50 122.50 122.50 -3.00      
Mar07 061106 121.75 121.75 121.75 121.75 -2.80      
Apr07 061106 121.00 121.00 121.00 121.00 -2.60      
Total Volume and Open Interest 3 740 -24
DJIA Index(CBOT)
Dec06 061106 12043 12147 12030 12133 +125 6,071 63,798 +1,101
Mar07 061106 12190 12219 12185 12219 +125 6 76 +3
Jun07 061106 12303 12303 12303 12303 +125      
Sep07 061106 12388 12388 12388 12388 +125 0 2 +0
Total Volume and Open Interest 6,077 63,876 +1,104
S & P 500(CME)
Dec06 061106 1372.80 1386.30 1372.60 1383.80 +15.30 22,504 599,776 -98
Mar07 061106 1392.50 1395.60 1392.50 1395.60 +15.50 451 19,100 +1,133
Jun07 061106 1407.60 1407.60 1407.60 1407.60 +15.70 0 4,812 +0
Sep07 061106 1420.60 1420.60 1420.60 1420.60 +16.30 0 2,359 +0
Total Volume and Open Interest 22,955 626,339 +1,035
S & P 500 E-Mini(Globex)
Dec06 061106 1369.00 1386.50 1367.25 1383.75 +15.25 1,199,070 1,664,179 -3,570
Mar07 061106 1380.50 1398.25 1379.50 1395.50 +15.50 2,077 12,104 +474
Total Volume and Open Interest 1,201,147 1,676,283 -3,096
NASDAQ 100(CME)
Dec06 061106 1720.00 1746.00 1720.00 1737.30 +23.50 9,994 64,366 +4,042
Mar07 061106 1758.30 1758.30 1758.30 1758.30 +23.50 1 6 +0
Jun07 061106 1776.30 1776.30 1776.30 1776.30 +23.50 0 5 +0
Total Volume and Open Interest 9,995 64,377 +4,042
NASDAQ 100 E-Mini(Globex)
Dec06 061106 1713.00 1745.80 1712.80 1737.30 +23.50 338,115 443,527 +5,988
Mar07 061106 1735.80 1767.00 1735.80 1758.30 +23.50 112 462 -34
Total Volume and Open Interest 338,227 443,989 +5,954
S & P Midcap 400(CME)
Dec06 061106 783.50 791.25 783.00 786.80 +6.60 84 9,209 +38
Mar07 061106 793.80 793.80 793.80 793.80 +6.60      
Jun07 061106 800.80 800.80 800.80 800.80 +6.60      
Total Volume and Open Interest 84 9,209 +38
Russell 2000(CME)
Dec06 061106 759.20 768.50 757.80 764.90 +9.60 759 37,878 +27
Mar07 061106 771.40 771.40 771.40 771.40 +9.60 0 34 +0
Jun07 061106 777.90 777.90 777.90 777.90 +9.60      
Total Volume and Open Interest 759 37,920 +27
Russell 2000 E-Mini(Globex)
Dec06 061106 755.50 768.40 755.30 764.90 +9.60 187,183 414,596 -1,293
Mar07 061106 764.30 774.40 764.30 771.40 +9.60 150 394 +26
Total Volume and Open Interest 187,333 414,990 -1,267
Value Line(KCBT)
Dec06 061106 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061106 16410 16570 16410 16555 +205      
Mar07 061106 16580 16580 16580 16580 +205      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061106 16320 16415 16210 16380 +30 52,248 251,198 +4,660
Mar07 061106 16295 16415 16235 16375 +15 7 77 +13
Jun07 061106 16320 16320 16320 16320 +15 0 1 +0
Total Volume and Open Interest 52,255 251,531 +4,673
CAC 40(EURONEXT)
Nov06 061106 5356.0 5414.5 5350.5 5412.5 +75.5 97,124 469,417 +2,964
Dec06 061106 5356.5 5416.0 5356.0 5414.0 +75.5 2,968 107,010 +1,043
Jan07 061106 5430.5 5430.5 5430.5 5430.5 +75.5 139 182 +120
Total Volume and Open Interest 100,312 577,000 +4,191
Hang Seng Index(HKFE)
Nov06 061106 18666 18929 18639 18916 +213 51,612 126,343 +5,893
Dec06 061106 18701 18971 18686 18964 +214 1,235 3,609 +702
Total Volume and Open Interest 52,925 130,790 +6,612
DAX(EUREX)
Dec06 061106 6267.0 6369.0 6266.5 6355.0 +91.0 155,231 249,674 -1,315
Mar07 061106 6336.5 6427.5 6336.5 6414.0 +91.5 500 8,811 -299
Jun07 061106 6394.5 6488.5 6394.5 6477.0 +92.5 199 2,480 +14
Total Volume and Open Interest 155,930 260,965 -1,600
FT-SE 100(EURONEXT)
Dec06 061106 6180.00 6248.00 6176.00 6234.50 +80.00 71,749 521,046 +5,785
Mar07 061106 6219.50 6263.00 6219.50 6254.50 +80.50 83 6,351 +44
Jun07 061106 6237.00 6277.50 6237.00 6277.50 +81.50 18 2,572 +0
Total Volume and Open Interest 71,853 530,478 +5,829
SPI 200(SFE)
Dec06 061106 5430.0 5436.0 5410.0 5431.0 +2.0 12,114 283,846 -7,355
Mar07 061106 5422.0 5444.0 5422.0 5442.0 +2.0 80 3,626 +10
Jun07 061106 5476.0 5476.0 5476.0 5476.0 +2.0 0 3,690 +0
Total Volume and Open Interest 12,209 294,942 -7,353
GSCI(CME)
Nov06 061106 436.25 439.10 435.10 437.00 +3.10 185 21,630 -35
Dec06 061106 449.00 449.00 449.00 449.00 +3.00 0 138 +0
Jan07 061106 454.00 454.00 454.00 454.00 +3.00      
Total Volume and Open Interest 185 21,768 -35
Reuters CRB Index(NYBOT)
Jan07 061106 399.00 400.50 399.00 399.50 +2.25 2 445 +1
Feb07 061106 401.50 401.50 401.50 401.50 +2.25 0 7 +0
Apr07 061106 401.50 401.50 401.50 401.50 +2.25 75 279 +75
Total Volume and Open Interest 158 950 +0
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!