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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 October 02, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061002 553.00 554.50 544.75 545.25 -2.25 42,690 226,778 -3,940
Jan07 061002 566.50 568.50 559.00 560.25 -2.00 13,961 64,823 +6,021
Mar07 061002 578.50 579.50 570.75 571.00 -2.00 2,937 21,285 +945
May07 061002 589.00 589.00 580.50 581.00 -2.50 809 16,683 +167
Jul07 061002 600.50 600.50 590.00 590.00 -3.50 770 16,867 +196
Aug07 061002 596.50 596.50 594.25 594.25 -3.25 0 232 +0
Sep07 061002 602.00 602.00 600.00 600.00 -1.00 1 25 +1
Total Volume and Open Interest 64,541 373,398 +4,037
Soybean Meal(CBOT)
Oct06 061002 164.50 164.50 162.00 162.10 +0.20 5,156 8,666 -2,115
Dec06 061002 165.50 165.80 163.30 163.50 unch 21,977 106,648 -1,188
Jan07 061002 167.50 167.50 164.60 164.70 +0.30 1,240 20,821 +315
Mar07 061002 168.50 168.60 166.50 166.80 -0.20 1,522 18,979 +130
May07 061002 170.30 170.70 169.00 169.10 +0.30 2,115 23,738 +840
Jul07 061002 173.50 173.50 171.50 171.50 -0.40 2,226 21,499 -249
Aug07 061002 174.30 174.30 173.00 173.00 -0.30 160 4,860 +29
Sep07 061002 175.50 175.50 174.20 174.20 -0.30 41 2,963 +10
Total Volume and Open Interest 34,733 215,915 -2,186
Soybean Oil(CBOT)
Oct06 061002 24.00 24.10 23.58 23.58 -0.19 4,675 5,455 -1,082
Dec06 061002 24.45 24.52 23.92 23.94 -0.30 22,061 132,757 +218
Jan07 061002 24.77 24.88 24.35 24.36 -0.28 4,104 24,517 +179
Mar07 061002 25.18 25.18 24.75 24.75 -0.30 941 16,656 +156
May07 061002 25.40 25.42 25.15 25.15 -0.30 548 23,092 +205
Jul07 061002 25.95 25.95 25.55 25.55 -0.27 291 17,285 -69
Aug07 061002 25.97 25.97 25.70 25.70 -0.26 72 3,279 +69
Sep07 061002 26.14 26.14 25.83 25.83 -0.25 2 2,020 +1
Total Volume and Open Interest 33,284 248,970 -364
Canola(WCE)
Nov06 061002 300.9 302.8 299.7 299.8 -0.3 18,584 30,807 -8,869
Jan07 061002 310.5 311.0 308.0 308.0 unch 15,571 31,689 +7,299
Mar07 061002 319.0 319.0 315.9 316.2 +0.4 435 2,855 +320
May07 061002 326.5 327.0 322.8 325.0 +1.8 306 1,396 +2
Jul07 061002 333.6 336.9 328.1 333.8 +4.5 1,063 4,570 +777
Total Volume and Open Interest 36,110 77,588 -320
Corn(CBOT)
Dec06 061002 269.50 269.50 265.25 267.75 +5.25 81,641 634,161 -7,241
Mar07 061002 282.00 283.00 278.25 280.75 +5.50 21,334 204,913 -132
May07 061002 288.50 289.25 286.25 289.00 +6.25 3,097 45,347 +652
Jul07 061002 295.00 296.75 293.25 296.25 +5.50 13,912 130,497 +1,759
Sep07 061002 298.00 300.25 297.50 299.50 +4.50 1,414 17,878 +326
Dec07 061002 307.50 308.50 305.25 307.50 +5.00 13,834 165,834 -134
Total Volume and Open Interest 141,275 1,294,494 -4,619
Wheat(CBOT)
Dec06 061002 456.00 458.00 443.50 446.00 +3.00 63,940 258,113 -4,354
Mar07 061002 470.00 470.00 459.50 463.00 +5.00 35,764 68,889 -1,465
May07 061002 470.00 470.00 462.50 465.00 +5.00 823 4,599 +205
Jul07 061002 470.00 474.00 463.00 465.50 +5.50 27,094 98,202 +10,085
Sep07 061002 478.00 478.00 468.00 471.00 +6.00 54 1,614 +28
Total Volume and Open Interest 140,119 494,862 +4,878
Wheat(KCBT)
Dec06 061002 504.00 506.00 496.00 498.00 +2.00 13,324 82,865 +575
Mar07 061002 511.00 514.00 505.00 506.50 +4.25 2,221 22,076 -40
May07 061002 505.00 505.00 502.00 503.00 +3.00 2 873 +1
Jul07 061002 486.50 488.00 481.00 483.25 +4.25 4,883 39,958 +1,204
Sep07 061002 486.00 488.00 483.50 486.00 +1.00 166 2,032 +67
Total Volume and Open Interest 20,932 158,023 +1,876
Wheat(MGE)
Dec06 061002 477.00 481.00 472.00 474.50 +5.75 3,453 25,485 -560
Mar07 061002 492.00 494.00 486.00 487.00 +1.50 1,152 8,729 +208
May07 061002 491.00 491.00 491.00 491.00 +4.00 36 1,509 -12
Jul07 061002 496.00 497.00 494.50 497.00 +2.00 17 1,099 +16
Sep07 061002 485.00 490.00 480.00 487.75 +3.25 142 2,829 +123
Total Volume and Open Interest 5,646 46,190 +87
Oats(CBOT)
Dec06 061002 210.50 210.75 207.00 207.50 +1.25 1,683 10,744 +82
Mar07 061002 217.00 217.50 215.00 216.00 +3.00 259 905 +62
May07 061002 216.50 218.50 216.50 218.50 +3.50 0 34 +0
Jul07 061002 215.00 217.50 215.00 217.50 +3.50 1 86 +1
Total Volume and Open Interest 1,943 11,819 +145
Rough Rice(CBOT)
Nov06 061002 9.67 9.75 9.63 9.65 -0.02 1,902 5,983 -771
Jan07 061002 10.00 10.05 9.93 9.94 -0.01 1,856 4,181 +886
Mar07 061002 10.30 10.30 10.20 10.20 unch 87 2,053 +16
May07 061002 10.45 10.45 10.40 10.40 unch 42 1,069 +20
Total Volume and Open Interest 4,132 14,014 +276
Live Cattle(CME)
Oct06 061002 91.400 92.000 91.175 91.575 +0.925 6,907 38,676 -1,636
Dec06 061002 90.400 91.100 90.150 90.500 +0.650 11,920 115,433 +2,208
Feb07 061002 90.900 91.800 90.800 91.400 +0.750 4,147 34,447 +613
Apr07 061002 89.900 90.550 89.850 90.300 +0.450 2,108 19,572 +521
Jun07 061002 85.600 86.300 85.500 86.125 +0.550 405 9,748 +11
Aug07 061002 84.825 85.500 84.825 85.350 +0.525 244 3,908 +76
Total Volume and Open Interest 25,747 222,048 +1,796
Feeder Cattle(CME)
Oct06 061002 113.400 113.800 112.900 113.300 +0.400 1,667 6,512 -551
Nov06 061002 110.900 112.100 110.750 111.200 +0.350 2,109 10,538 +299
Jan07 061002 108.550 109.600 108.250 109.200 +0.750 1,249 5,078 +246
Mar07 061002 106.300 106.500 105.950 106.325 +0.375 171 1,646 +39
Apr07 061002 105.550 105.550 105.550 105.550 +0.150 18 246 +13
May07 061002 105.000 105.500 105.000 105.450 +0.300 22 217 +2
Aug07 061002 106.850 107.100 106.850 107.100 +0.050 4 36 +0
Total Volume and Open Interest 5,240 24,273 -1,799
Lean Hogs(CME)
Oct06 061002 63.500 64.350 63.400 64.250 +0.625 5,560 18,005 -1,546
Dec06 061002 60.850 61.250 60.225 60.450 -0.400 10,280 96,256 +1,400
Feb07 061002 61.750 62.600 61.750 62.475 +0.575 3,963 28,299 +1,599
Apr07 061002 62.500 63.400 62.500 63.350 +0.650 1,727 16,145 +29
May07 061002 66.300 66.475 66.300 66.475 +0.300 45 1,592 +24
Jun07 061002 66.900 67.650 66.900 67.575 +0.275 258 6,681 -79
Jul07 061002 65.000 65.500 65.000 65.250 +0.100 329 1,529 +189
Aug07 061002 62.250 62.900 62.250 62.900 +0.400 414 1,170 +333
Total Volume and Open Interest 22,698 170,203 +2,036
Pork Bellies(CME)
Feb07 061002 93.400 93.550 90.050 90.450 -1.575 339 887 +39
Mar07 061002 90.500 90.500 90.125 90.125 -1.250 6 56 +2
May07 061002 92.000 92.000 92.000 92.000 -1.000 0 9 +0
Jul07 061002 91.700 91.700 91.700 91.700 unch      
Aug07 061002 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 345 953 +41
Class III Milk(CME)
Oct06 061002 12.59 12.59 12.35 12.40 -0.20 42 4,381 -17
Nov06 061002 12.57 12.57 12.35 12.40 -0.15 63 3,992 -13
Dec06 061002 12.58 12.58 12.35 12.40 -0.16 72 3,832 -16
Jan07 061002 12.44 12.44 12.33 12.38 -0.06 43 1,970 +31
Feb07 061002 12.30 12.30 12.20 12.21 -0.09 39 1,554 +26
Total Volume and Open Interest 296 25,756 -3,910
Cocoa(NYBOT)
Dec06 061002 1465 1474 1455 1463 -9 8,502 71,487 +1,386
Mar07 061002 1501 1503 1490 1498 -6 2,792 29,038 +1,091
May07 061002 1523 1523 1521 1521 -6 57 13,413 +55
Jul07 061002 1550 1550 1547 1547 -6 203 6,033 +40
Sep07 061002 1571 1571 1571 1571 -6 61 11,806 +13
Dec07 061002 1593 1595 1593 1595 -5 766 8,217 -250
Mar08 061002 1624 1624 1624 1624 -5 0 1,226 +0
Total Volume and Open Interest 12,381 143,605 +2,335
Coffee "C"(NYBOT)
Dec06 061002 107.70 107.90 103.25 103.55 -4.10 10,873 77,573 +752
Mar07 061002 111.00 111.50 107.20 107.40 -4.10 2,091 15,568 +134
May07 061002 113.00 113.60 109.70 109.70 -4.10 420 4,099 -14
Jul07 061002 114.00 114.00 111.85 111.85 -4.10 118 2,383 +46
Sep07 061002 117.00 117.00 113.85 113.85 -4.10 553 2,002 +376
Dec07 061002 118.50 118.50 116.20 116.20 -4.05 1,715 2,253 -175
Total Volume and Open Interest 16,756 107,757 +1,186
Orange Juice(NYBOT)
Nov06 061002 171.70 173.40 171.60 172.50 +2.20 2,311 17,046 -793
Jan07 061002 173.80 174.80 173.70 174.00 +1.55 2,072 8,935 +992
Mar07 061002 173.20 174.50 173.20 174.00 +1.55 52 2,641 +12
May07 061002 172.75 174.00 172.75 174.00 +1.55 10 551 +10
Jul07 061002 174.00 174.00 174.00 174.00 +1.55 0 163 +0
Total Volume and Open Interest 4,445 29,432 +221
Sugar #11(NYBOT)
Mar07 061002 11.65 11.79 11.30 11.32 -0.43 55,206 254,759 +3,057
May07 061002 11.77 11.87 11.50 11.50 -0.35 3,741 57,516 +358
Jul07 061002 11.79 11.85 11.48 11.53 -0.30 2,388 42,302 +376
Oct07 061002 11.91 11.95 11.73 11.73 -0.25 1,433 33,355 +10
Mar08 061002 12.05 12.08 11.90 11.92 -0.18 1,296 21,899 +395
Total Volume and Open Interest 78,318 446,959 -2,794
Sugar #14(NYBOT)
Nov06 061002 21.10 21.10 20.89 20.89 -0.36 1,183 1,150 -764
Jan07 061002 20.85 20.90 20.75 20.90 -0.03 160 2,905 +158
Mar07 061002 20.91 20.91 20.90 20.91 +0.06 20 3,046 +0
May07 061002 20.76 20.76 20.76 20.76 -0.24 3 1,905 +3
Jul07 061002 21.05 21.05 20.91 20.91 -0.19 3 1,412 +1
Total Volume and Open Interest 1,374 11,914 -599
London Cocoa(LCE)
Dec06 061002 849 849 830 830 -19 4,790 84,663 +242
Mar07 061002 863 863 846 846 -17 1,951 48,892 -210
May07 061002 873 873 859 859 -17 573 20,642 -97
Jul07 061002 872 872 871 871 -17 39 13,668 -16
Sep07 061002 898 898 885 885 -17 16 10,717 +15
Dec07 061002 903 903 898 898 -17 114 13,241 +87
Mar08 061002 915 915 910 910 -17 14 3,818 +0
Total Volume and Open Interest 7,497 196,971 +21
London Coffee(LCE)
Nov06 061002 1545.00 1554.00 1507.00 1515.00 -23.00 9,744 67,987 -461
Jan07 061002 1501.00 1507.00 1472.00 1477.00 -11.00 5,180 41,433 +1,699
Mar07 061002 1455.00 1475.00 1443.00 1445.00 -10.00 2,213 25,095 +1,346
May07 061002 1458.00 1477.00 1442.00 1443.00 -14.00 515 4,729 +175
Jul07 061002 1465.00 1470.00 1438.00 1438.00 -15.00 175 1,948 +89
Sep07 061002 1461.00 1461.00 1433.00 1433.00 -15.00 3 3,353 +0
Total Volume and Open Interest 18,560 144,994 +870
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061002 378.20 380.90 369.50 370.70 -7.20 2,697 22,893 +673
Mar07 061002 352.30 353.00 340.60 341.90 -9.10 2,267 21,148 -625
May07 061002 343.00 343.00 337.00 337.50 -8.70 417 4,846 +205
Aug07 061002 331.00 331.00 331.00 331.00 -8.90 105 2,686 +7
Total Volume and Open Interest 5,490 54,467 +264
Cotton(NYBOT)
Oct06 061002 49.20 49.40 48.40 48.40 -0.90 77 297 -67
Dec06 061002 50.05 50.50 49.70 49.72 -0.73 18,274 124,615 +809
Mar07 061002 53.54 54.05 53.40 53.48 -0.41 4,363 37,206 -125
May07 061002 54.90 55.25 54.75 54.80 -0.40 364 4,837 +132
Jul07 061002 55.95 56.20 55.75 55.75 -0.45 98 4,755 -33
Oct07 061002 56.50 56.50 56.50 56.50 -0.50 0 66 +0
Total Volume and Open Interest 23,646 182,562 +847
Lumber(CME)
Nov06 061002 242.2 244.3 234.0 234.5 -6.1 2,866 3,805 -1,058
Jan07 061002 258.2 259.6 252.0 252.0 -10.0 2,549 2,612 +1,193
Mar07 061002 272.5 272.5 263.5 263.5 -10.0 35 194 +15
May07 061002 284.9 285.0 273.4 273.4 -10.0 16 41 +10
Total Volume and Open Interest 5,466 6,662 +160
Crude Oil(NYM)
Nov06 061002 62.65 62.70 60.90 61.03 -1.88 145,461 260,268 -10,517
Dec06 061002 63.75 63.85 62.20 62.32 -1.83 75,790 185,099 +10,485
Jan07 061002 64.65 64.70 63.30 63.36 -1.69 17,220 69,843 -428
Feb07 061002 64.75 64.75 64.23 64.23 -1.60 7,068 31,837 -1,192
Mar07 061002 66.10 66.10 64.95 64.95 -1.52 4,997 37,976 +615
Apr07 061002 66.65 66.65 65.55 65.55 -1.45 1,712 36,346 +42
May07 061002 66.07 66.07 66.07 66.07 -1.38 740 22,533 +628
Jun07 061002 66.65 66.80 66.51 66.51 -1.32 9,554 68,242 +1,235
Jul07 061002 67.50 67.50 66.88 66.88 -1.27 4,364 14,805 -705
Aug07 061002 67.85 67.85 67.18 67.18 -1.23 1,528 11,523 -322
Sep07 061002 67.42 67.42 67.42 67.42 -1.20 858 21,199 -257
Oct07 061002 67.61 67.61 67.61 67.61 -1.17 433 8,615 +27
Nov07 061002 67.77 67.77 67.77 67.77 -1.14 16 12,932 -16
Dec07 061002 68.44 68.44 67.50 67.89 -1.11 10,327 118,927 +2,920
Jan08 061002 67.97 67.97 67.97 67.97 -1.08 725 15,882 -725
Feb08 061002 68.04 68.04 68.04 68.04 -1.05 950 9,888 +900
Total Volume and Open Interest 292,210 1,167,337 +2,777
Heating Oil(NYM)
Nov06 061002 174.50 175.40 170.00 170.18 -5.17 36,406 83,353 -262
Dec06 061002 180.75 181.10 176.00 176.22 -5.00 13,031 32,979 +389
Jan07 061002 186.00 186.30 181.82 181.82 -4.25 3,446 24,893 +1,368
Feb07 061002 188.25 188.80 185.12 185.12 -3.95 1,112 17,310 +253
Mar07 061002 189.10 189.10 185.57 185.57 -3.80 843 10,437 +190
Apr07 061002 188.00 188.00 184.52 184.52 -3.75 520 9,356 +44
May07 061002 186.55 186.55 183.37 183.37 -3.45 250 3,665 +170
Jun07 061002 186.77 186.77 183.27 183.27 -3.40 536 17,521 +22
Jul07 061002 187.87 187.87 184.37 184.37 -3.40 194 1,988 +78
Aug07 061002 189.52 189.52 186.02 186.02 -3.40 125 1,923 -9
Sep07 061002 191.97 191.97 188.47 188.47 -3.40 89 2,346 +17
Oct07 061002 194.82 194.82 191.22 191.22 -3.40 7 971 +7
Total Volume and Open Interest 67,341 218,194 -1,042
Unleaded Gas(NYM)
Nov06 061002 155.50 156.00 150.50 150.87 -4.52 8,809 23,911 +102
Dec06 061002 158.75 159.00 154.00 154.07 -4.62 1,632 7,387 +3
Jan07 061002 160.00 160.00 157.27 157.27 -4.72 375 3,854 -162
Total Volume and Open Interest 14,401 35,367 -2,077
RBOB Gasoline(NYMEX)
Nov06 061002 159.70 159.70 153.50 154.30 -5.85 10,972 39,819 +935
Dec06 061002 163.25 163.25 157.55 157.55 -6.05 3,897 11,888 +1,287
Jan07 061002 166.00 166.00 162.25 162.25 -5.15 1,388 8,927 +399
Feb07 061002 166.50 166.50 166.50 166.50 -3.00 682 2,572 +381
Mar07 061002 168.86 168.86 168.86 168.86 -5.46 777 3,356 -20
Apr07 061002 185.00 185.00 185.00 185.00 unch 265 4,579 +68
May07 061002 186.41 186.41 186.41 186.41 -5.46 519 4,915 +1
Jun07 061002 188.46 188.46 188.46 188.46 -5.46 209 3,095 +30
Jul07 061002 189.56 189.56 189.56 189.56 -5.41 124 871 +95
Aug07 061002 190.50 190.50 190.50 190.50 -4.72 0 998 +0
Total Volume and Open Interest 30,269 87,875 -5,148
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 061002 158.21 158.21 158.21 158.21 -5.71      
Jan07 061002 162.21 162.21 162.21 162.21 -5.66      
Feb07 061002 165.61 165.61 165.61 165.61 -5.51      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061002 5.745 5.760 5.600 5.643 +0.023 32,081 121,197 +1,395
Dec06 061002 7.510 7.530 7.360 7.423 +0.078 11,625 62,155 +2,824
Jan07 061002 7.960 7.980 7.840 7.893 +0.093 8,356 56,057 -516
Feb07 061002 8.060 8.080 7.930 7.973 +0.095 3,355 30,419 -90
Mar07 061002 7.940 7.940 7.785 7.828 +0.095 5,884 89,864 -662
Apr07 061002 7.380 7.380 7.250 7.313 +0.090 5,442 79,786 -1,286
May07 061002 7.280 7.298 7.280 7.298 +0.095 2,535 27,454 -120
Jun07 061002 7.370 7.400 7.360 7.388 +0.095 138 15,947 -12
Jul07 061002 7.470 7.490 7.470 7.483 +0.095 130 11,778 -5
Aug07 061002 7.550 7.550 7.548 7.548 +0.095 115 13,815 +23
Sep07 061002 7.600 7.630 7.590 7.618 +0.095 112 11,272 +9
Oct07 061002 7.670 7.730 7.670 7.713 +0.095 1,149 32,930 +674
Nov07 061002 8.270 8.320 8.270 8.298 +0.100 649 18,868 -491
Dec07 061002 8.850 8.868 8.850 8.868 +0.105 1,344 34,946 +117
Jan08 061002 9.230 9.243 9.180 9.243 +0.105 108 31,200 -31
Feb08 061002 9.230 9.243 9.200 9.243 +0.105 6 17,821 +0
Total Volume and Open Interest 75,852 943,162 +3,222
Brent Crude Oil(ICE)
Nov06 061002 62.70 62.82 60.30 60.45 -2.03 97,037 87,214 -14,825
Dec06 061002 64.00 64.15 61.71 61.85 -2.01 71,339 128,487 +4,651
Jan07 061002 64.96 64.96 62.80 62.93 -1.91 21,355 49,557 +348
Feb07 061002 65.60 65.66 63.76 63.76 -1.81 6,899 30,936 +249
Mar07 061002 66.10 66.10 64.44 64.44 -1.71 2,136 22,112 +478
Apr07 061002 65.03 65.03 65.03 65.03 -1.61 946 17,220 +147
May07 061002 65.56 65.56 65.56 65.56 -1.52 195 15,894 -6
Jun07 061002 67.15 67.15 66.04 66.04 -1.42 763 25,705 -130
Jul07 061002 66.41 66.41 66.41 66.41 -1.37 0 5,111 +0
Aug07 061002 66.71 66.71 66.71 66.71 -1.33 0 1,517 +0
Sep07 061002 66.95 66.95 66.95 66.95 -1.30 0 2,367 +0
Oct07 061002 67.13 67.13 67.13 67.13 -1.27 0 477 +0
Nov07 061002 67.30 67.30 67.30 67.30 -1.21 0 8,651 +0
Dec07 061002 67.95 68.12 67.25 67.46 -1.15 2,385 38,066 -144
Total Volume and Open Interest 204,661 474,879 -12,774
Gas Oil(ICE)
Oct06 061002 555.50 558.75 540.00 545.50 -0.75 22,831 45,332 -4,866
Nov06 061002 558.50 562.50 550.00 550.00 -0.25 21,524 72,185 +264
Dec06 061002 567.50 569.75 553.50 558.00 +0.75 7,148 50,867 +1,040
Jan07 061002 574.00 577.25 561.75 565.75 +1.25 2,852 29,618 +38
Feb07 061002 582.00 582.00 573.00 573.00 +1.25 971 20,124 +515
Mar07 061002 578.50 578.75 578.50 578.75 +1.25 955 12,277 +99
Apr07 061002 581.00 582.25 581.00 582.25 +1.25 191 5,409 +87
May07 061002 585.75 585.75 585.75 585.75 +1.75 25 3,834 +0
Jun07 061002 589.25 589.25 589.25 589.25 +2.00 892 21,147 +548
Jul07 061002 594.75 594.75 594.75 594.75 +2.25 2 1,849 +0
Total Volume and Open Interest 58,745 296,480 -2,367
US Dollar Index(NYBOT)
Dec06 061002 85.72 85.81 85.19 85.28 -0.40 13,694 23,534 +5,651
Mar07 061002 84.99 84.99 84.99 84.99 -0.40 3 2,030 +0
Jun07 061002 85.03 85.03 84.71 84.71 -0.40 0 15 +0
Total Volume and Open Interest 13,697 25,581 +5,651
Australian Dollar(CME)
Dec06 061002 74.27 74.78 74.27 74.73 +0.29 3,487 55,824 +1,304
Mar07 061002 74.57 74.57 74.57 74.57 +0.29 0 297 +2
Jun07 061002 74.43 74.43 74.43 74.43 +0.29 0 102 +0
Total Volume and Open Interest 3,487 56,233 +1,306
British Pound(CME)
Dec06 061002 187.26 188.91 187.26 188.88 +1.58 3,519 95,733 -2,128
Mar07 061002 188.97 188.97 188.97 188.97 +1.58 0 243 -2
Jun07 061002 188.93 188.93 188.93 188.93 +1.58 0 11 +0
Total Volume and Open Interest 3,519 95,988 -2,130
Canadian Dollar(CME)
Dec06 061002 89.37 89.90 89.37 89.83 +0.16 4,624 95,957 +931
Mar07 061002 90.10 90.15 90.09 90.09 +0.16 1 1,259 +1
Jun07 061002 90.37 90.40 90.36 90.36 +0.16 0 297 +0
Sep07 061002 90.63 90.63 90.63 90.63 +0.16 1 176 +0
Total Volume and Open Interest 4,626 97,700 +932
Japanese Yen(CME)
Dec06 061002 85.45 85.98 85.33 85.90 +0.31 6,295 225,290 +8,755
Mar07 061002 86.95 86.95 86.95 86.95 +0.31 0 13,475 -1
Jun07 061002 87.95 87.95 87.95 87.95 +0.31 0 6 +0
Total Volume and Open Interest 6,295 238,860 +8,754
Swiss Franc(CME)
Dec06 061002 80.70 81.18 80.69 81.05 +0.45 3,326 75,571 +2,007
Mar07 061002 81.73 81.73 81.73 81.73 +0.45 0 216 +97
Jun07 061002 82.42 82.42 82.42 82.42 +0.45 0 32 +0
Total Volume and Open Interest 3,326 75,868 +2,104
EuroFX(CME)
Dec06 061002 127.41 128.12 127.37 127.92 +0.53 4,751 142,380 +242
Mar07 061002 128.45 128.45 128.45 128.45 +0.53 19 865 +90
Jun07 061002 128.90 128.90 128.90 128.90 +0.52 0 66 +0
Total Volume and Open Interest 4,770 143,385 +332
Mexican Peso(CME)
Dec06 061002 4.5 0.2 1.5 4.8 -1.6 4,022 46,710 -2,653
Mar07 061002 9032.0 9032.0 9032.0 9032.0 +5.0 0 1,711 +0
Total Volume and Open Interest 4,073 48,724 -2,653
30-Year T-Bonds(CBOT)
Dec06 061002 112~12 112~26 112~04 112~17 +0~04 387,769 775,752 +3,435
Mar07 061002 112~04 112~21 112~04 112~14 +0~03 400 2,265 +38
Jun07 061002 111~26 112~24 111~26 112~12 +0~03 0 18 +0
Total Volume and Open Interest 388,169 778,035 +3,473
10-Year T-Notes(CBOT)
Dec06 061002 108~020 108~120 107~290 108~065 +0~045 1,105,753 2,167,917 +6,100
Mar07 061002 108~065 108~125 108~005 108~080 +0~045 10,226 49,567 +7,387
Total Volume and Open Interest 1,115,979 2,217,485 +13,487
5-Year T-Notes(CBOT)
Dec06 061002 105~140 105~235 105~140 105~195 +0~030 460,735 0 +0
Mar07 061002 105~160 105~210 105~160 105~210 +0~030 2 0 +0
Total Volume and Open Interest 460,867 3,335 +3,335
2 Year T-Notes(CBOT)
Dec06 061002 102~028 102~044 102~028 102~040 +0~008 1,502 699,253 +4,036
Total Volume and Open Interest 1,502 700,540 +4,036
Eurodollars(CME)
Dec06 061002 94.660 94.680 94.660 94.675 +0.010 53,506 1,601,985 +13,189
Mar07 061002 94.815 94.865 94.810 94.860 +0.035 22,053 1,393,261 +4,285
Jun07 061002 94.965 95.045 94.965 95.040 +0.055 24,355 1,084,460 +353
Sep07 061002 95.110 95.195 95.110 95.180 +0.055 32,849 971,617 +30,247
Dec07 061002 95.200 95.275 95.200 95.255 +0.045 38,275 1,085,752 +34,518
Mar08 061002 95.225 95.295 95.220 95.270 +0.035 25,614 741,284 +6,340
Jun08 061002 95.210 95.280 95.210 95.250 +0.030 18,761 508,255 +3
Sep08 061002 95.180 95.250 95.180 95.220 +0.030 13,768 372,831 -683
Dec08 061002 95.135 95.210 95.135 95.180 +0.030 13,243 340,303 +20,905
Mar09 061002 95.115 95.175 95.115 95.145 +0.025 12,015 338,654 +4,135
Jun09 061002 95.075 95.135 95.075 95.105 +0.020 11,192 217,797 +3,782
Sep09 061002 95.040 95.095 95.040 95.065 +0.015 8,491 152,663 +913
Dec09 061002 95.000 95.045 95.000 95.020 +0.015 6,340 125,873 +1,113
Mar10 061002 94.970 95.015 94.970 94.990 +0.015 3,459 109,033 -190
Jun10 061002 94.930 94.980 94.930 94.955 +0.015 3,803 98,096 +1,302
Sep10 061002 94.905 94.950 94.905 94.920 +0.010 4,224 91,265 +1,074
Dec10 061002 94.865 94.905 94.865 94.880 +0.010 5,037 93,729 -1,053
Mar11 061002 94.840 94.885 94.840 94.860 +0.010 3,739 56,373 -246
Total Volume and Open Interest 309,476 9,638,549 +118,711
3-Mth Euro-Yen(CME)
Dec06 061002 99.47 99.47 99.47 99.47 -0.01 1,170 18,298 +337
Mar07 061002 99.34 99.34 99.34 99.34 -0.02 1,772 12,710 +1,239
Jun07 061002 99.23 99.23 99.23 99.23 -0.03 404 9,351 +332
Sep07 061002 99.14 99.14 99.13 99.14 -0.03 1,867 3,868 +846
Dec07 061002 99.03 99.04 99.03 99.04 -0.04 165 5,824 -74
Mar08 061002 98.96 98.96 98.96 98.96 -0.03 0 3,271 +40
Jun08 061002 98.89 98.89 98.89 98.89 -0.02 0 259 +0
Sep08 061002 98.78 98.78 98.78 98.78 -0.05 0 1 +0
Dec08 061002 98.63 98.63 98.63 98.63 -0.06 0 4 +0
Mar09 061002 98.50 98.50 98.50 98.50 -0.06      
Total Volume and Open Interest 5,378 53,586 +2,720
3-Mth Euro-Yen(SIMEX)
Dec06 061002 99.48 99.48 99.46 99.47 -0.01 1,787 87,007 +997
Mar07 061002 99.34 99.34 99.33 99.34 -0.03 1,607 70,503 +281
Jun07 061002 99.26 99.27 99.23 99.24 -0.03 3,186 36,778 -1,317
Sep07 061002 99.17 99.19 99.14 99.14 -0.04 778 28,269 +315
Dec07 061002 99.09 99.11 99.03 99.04 -0.05 607 40,890 +397
Mar08 061002 98.95 98.95 98.94 98.94 -0.06 103 24,856 +5
Jun08 061002 98.84 98.84 98.84 98.84 -0.06 307 4,230 -15
Sep08 061002 98.75 98.75 98.75 98.75 -0.06 0 167 +0
Total Volume and Open Interest 8,377 294,235 +665
German Euro-Bund(EUREX)
Dec06 061002 118.01 118.38 117.83 118.32 +0.06 1,492,033 1,482,787 -10,220
Mar07 061002 118.20 118.55 118.03 118.52 +0.22 363 3,369 +356
Jun07 061002 117.89 117.89 117.89 117.89 +0.22      
Total Volume and Open Interest 1,225,255 1,509,138 +23,338
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061002 110.17 110.33 110.08 110.33 +0.13 650 651 +506
Jun07 061002 108.60 108.60 108.60 108.60 +0.13      
Total Volume and Open Interest 622,145 1,021,511 +29,990
Long Gilt(LIFFE)
Dec06 061002 109~31 110~01 109~16 109~31 -0~02 88,525 253,637 -289
Mar07 061002 109~30 109~30 109~30 109~30 -0~02      
Total Volume and Open Interest 88,525 253,637 -289
3-Mth Short Sterling(LIFFE)
Dec06 061002 94.74 94.74 94.74 94.74 -0.03 60,165 406,878 -11,245
Mar07 061002 94.71 94.71 94.71 94.71 -0.04 48,263 416,639 +12
Jun07 061002 94.73 94.73 94.73 94.73 -0.05 53,935 335,806 -1,693
Total Volume and Open Interest 314,017 1,970,937 -8,197
3-Mth Euribor(LIFFE)
Dec06 061002 96.315 96.335 96.305 96.330 +0.010 143,046 724,263 -7,057
Mar07 061002 96.210 96.235 96.195 96.230 +0.015 175,362 643,319 +15,865
Jun07 061002 96.215 96.235 96.180 96.230 +0.020 135,509 556,137 -4,473
Total Volume and Open Interest 717,931 3,427,889 +11,169
3-Mth Aus T-Bills(SFE)
Dec06 061002 93.75 93.76 93.75 93.75 -0.02 14,875 181,478 +1,519
Mar07 061002 93.76 93.76 93.74 93.75 -0.02 15,555 221,732 -9,841
Jun07 061002 93.76 93.77 93.75 93.76 -0.02 4,472 81,225 +2,824
Sep07 061002 93.80 93.80 93.78 93.79 -0.03 2,932 37,360 +123
Dec07 061002 93.84 93.84 93.82 93.83 -0.02 328 31,110 +432
Mar08 061002 93.85 93.85 93.85 93.85 -0.02 183 15,439 +81
Jun08 061002 93.86 93.86 93.86 93.86 -0.01 195 14,609 +195
Sep08 061002 93.87 93.87 93.87 93.87 -0.01 152 5,041 +122
Dec08 061002 93.87 93.87 93.87 93.87 -0.01 2 1,771 +2
Mar09 061002 93.87 93.87 93.87 93.87 -0.01 0 1,718 +0
Total Volume and Open Interest 38,694 592,450 -4,543
10-Year Aus T-Bonds(SFE)
Dec06 061002 94.47 94.49 94.46 94.46 -0.04 17,961 411,884 -6,029
Mar07 061002 94.46 94.46 94.46 94.46 -0.04      
Total Volume and Open Interest 17,961 411,884 -6,029
3-Year Aus T-Bonds(SFE)
Dec06 061002 94.28 94.29 94.26 94.27 -0.03 71,620 486,827 -13,122
Mar07 061002 94.27 94.27 94.27 94.27 -0.03      
Total Volume and Open Interest 71,620 486,827 -13,122
Gold(CMX)
Oct06 061002 604.0 604.0 597.7 597.7 -0.9 662 4,905 -1,335
Dec06 061002 606.2 609.5 602.0 603.3 -0.9 34,713 195,614 +1,909
Feb07 061002 612.2 613.0 608.2 609.2 -0.9 239 27,034 -13
Apr07 061002 619.0 619.0 614.8 614.8 -1.0 118 3,724 +100
Jun07 061002 624.5 624.5 620.4 620.4 -1.0 392 22,831 +85
Aug07 061002 626.9 626.9 625.9 625.9 -1.0 0 1,667 +0
Oct07 061002 631.4 631.4 631.4 631.4 -1.0 800 11,162 +800
Dec07 061002 636.8 636.8 636.8 636.8 -1.1 835 33,215 +632
Feb08 061002 642.1 642.1 642.1 642.1 -1.2 1,000 2,226 +76
Apr08 061002 647.4 647.4 647.4 647.4 -1.2 150 910 +90
Jun08 061002 652.7 652.7 652.7 652.7 -1.3 150 3,534 +150
Aug08 061002 658.0 658.0 658.0 658.0 -1.3      
Total Volume and Open Interest 39,269 326,828  
Silver(CMX)
Dec06 061002 1172.0 1183.5 1158.0 1164.0 +10.0 9,140 60,973 -755
Mar07 061002 1190.0 1190.0 1173.0 1178.6 +10.0 711 13,632 -167
May07 061002 1185.0 1186.7 1185.0 1186.7 +9.9 4 3,838 +0
Jul07 061002 1194.5 1194.5 1194.5 1194.5 +9.6 2 8,439 -2
Sep07 061002 1198.0 1198.0 1198.0 1198.0 +9.6 0 1,934 +0
Dec07 061002 1202.5 1202.5 1202.5 1202.5 +9.6 86 4,782 -28
Mar08 061002 552.1 552.1 552.1 552.1 +9.6 0 131 +0
Total Volume and Open Interest 9,981 99,007 -923
Platinum(NYM)
Oct06 061002 1155.0 1158.0 1145.0 1153.2 +12.0 399 415 -255
Jan07 061002 1158.5 1164.0 1155.0 1159.2 +9.0 935 7,398 +295
Apr07 061002 1164.2 1164.2 1164.2 1164.2 +9.0 0 13 +0
Jul07 061002 513.8 513.8 513.8 513.8 +9.0 0 6 +0
Total Volume and Open Interest 1,334 7,832 +40
Palladium(NYME)
Dec06 061002 317.00 318.50 313.25 314.15 -2.25 402 11,064 +147
Mar07 061002 319.45 319.45 319.45 319.45 -2.25 0 29 +0
Jun07 061002 324.95 324.95 324.95 324.95 -2.25 0 33 +0
Total Volume and Open Interest 402 11,127 +147
Copper(CMX)
Dec06 061002 347.50 351.00 340.20 342.95 -3.10 8,223 50,725 +871
Mar07 061002 346.00 347.50 340.00 340.25 -3.00 608 4,701 +153
May07 061002 341.00 343.00 336.00 336.00 -2.50 208 1,172 +38
Jul07 061002 335.00 335.00 330.25 330.25 -2.00 106 1,220 +24
Sep07 061002 328.50 328.50 323.05 323.05 -2.00 33 400 +21
Total Volume and Open Interest 10,047 69,886 +834
Aluminum(CMX)
Oct06 061002 116.50 116.50 116.50 116.50 -1.50 11 262 -157
Nov06 061002 117.30 117.30 117.30 117.30 -1.50 9 99 +0
Dec06 061002 118.00 118.00 118.00 118.00 -1.35 0 587 -1
Jan07 061002 117.50 117.50 117.50 117.50 -1.30 0 10 +0
Feb07 061002 116.75 116.75 116.75 116.75 -1.25      
Mar07 061002 115.85 115.85 115.85 115.85 -1.20      
Total Volume and Open Interest 21 1,005 -157
DJIA Index(CBOT)
Dec06 061002 11740 11795 11720 11735 -14 4,028 58,861 +153
Mar07 061002 11870 11870 11815 11815 -14 2 64 +0
Jun07 061002 11905 11905 11905 11905 -14      
Sep07 061002 11900 11990 11900 11990 -14      
Total Volume and Open Interest 4,030 58,925 +153
S & P 500(CME)
Dec06 061002 1345.70 1348.10 1339.30 1340.40 -5.00 31,193 590,796 -1,915
Mar07 061002 1352.00 1352.00 1351.50 1351.50 -5.00 46 2,001 +17
Jun07 061002 1362.90 1362.90 1362.90 1362.90 -5.00 52 4,566 -11
Sep07 061002 1374.70 1374.70 1374.70 1374.70 -5.00 52 1,379 +49
Total Volume and Open Interest 31,343 599,028 -1,860
S & P 500 E-Mini(Globex)
Dec06 061002 1345.75 1348.75 1339.25 1340.50 -5.00 683,599 1,419,547 -7,447
Mar07 061002 1357.25 1357.25 1350.25 1351.50 -5.00 205 1,824 +90
Total Volume and Open Interest 683,804 1,421,371 -7,357
NASDAQ 100(CME)
Dec06 061002 1669.00 1673.00 1646.00 1647.50 -23.80 4,152 46,400 -1,403
Mar07 061002 1667.50 1667.50 1667.50 1667.50 -23.80 0 1 +0
Jun07 061002 1686.50 1686.50 1686.50 1686.50 -23.80      
Total Volume and Open Interest 4,152 46,401 -1,403
NASDAQ 100 E-Mini(Globex)
Dec06 061002 1670.50 1674.80 1646.30 1647.50 -23.80 198,020 428,680 +3,164
Mar07 061002 1670.00 1670.00 1667.50 1667.50 -23.80 15 117 -5
Total Volume and Open Interest 198,035 428,797 +3,159
S & P Midcap 400(CME)
Dec06 061002 760.50 762.75 755.40 755.40 -5.20 473 7,857 +155
Mar07 061002 762.40 762.40 762.40 762.40 -5.20      
Jun07 061002 769.40 769.40 769.40 769.40 -5.20      
Total Volume and Open Interest 473 7,857 +155
Russell 2000(CME)
Dec06 061002 729.80 732.25 721.60 723.20 -8.90 1,020 33,909 -277
Mar07 061002 729.70 729.70 729.70 729.70 -8.90 0 34 +0
Jun07 061002 736.20 736.20 736.20 736.20 -8.90      
Total Volume and Open Interest 1,020 33,943 -277
Russell 2000 E-Mini(Globex)
Dec06 061002 730.80 732.70 721.20 723.20 -8.90 147,378 424,866 -2,848
Mar07 061002 733.30 738.30 729.70 729.70 -8.90 12 158 -1
Total Volume and Open Interest 147,390 425,024 -2,849
Value Line(KCBT)
Dec06 061002 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061002 16200 16330 16200 16285 +175      
Mar07 060929 16135 16135 16135 16135 +15      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061002 16140 16350 16120 16295 +190 45,640 223,132 -3,184
Mar07 061002 16275 16275 16275 16275 +125 0 10 +0
Jun07 061002 16220 16220 16220 16220 +130 0 1 +0
Total Volume and Open Interest 45,641 223,386 -3,184
CAC 40(EURONEXT)
Oct06 061002 5286.5 5288.5 5238.0 5253.0 -9.5 69,227 512,879 +13,377
Nov06 061002 5293.0 5297.0 5255.5 5265.5 -9.5 160 3,157 +78
Dec06 061002 5299.0 5299.0 5254.0 5267.0 -9.5 2,584 78,869 +1,591
Total Volume and Open Interest 71,971 594,955 +15,046
Hang Seng Index(HKFE)
Oct06 060929 17590 17638 17370 17559 -13 47,985 123,993 +27,123
Nov06 060929 17585 17615 17375 17556        
Dec06 060929 17643 17655 17420 17599 -21 250 1,633 +50
Total Volume and Open Interest 110,797 172,869 -12,380
DAX(EUREX)
Dec06 061002 6069.5 6071.5 6005.0 6034.5 -10.5 107,202 203,020 +7,496
Mar07 061002 6122.0 6123.5 6069.0 6090.0 -11.0 335 6,413 +140
Jun07 061002 6180.0 6184.5 6127.5 6148.0 -10.0 296 1,497 +104
Total Volume and Open Interest 107,833 210,930 +7,740
FT-SE 100(EURONEXT)
Dec06 061002 6002.00 6025.00 5973.50 5983.00 -3.50 75,356 499,454 +11,414
Mar07 061002 6025.50 6033.00 5998.00 6000.50 -3.50 201 2,654 +31
Jun07 061002 6020.50 6020.50 6020.50 6020.50 +6.50 0 1,750 +0
Total Volume and Open Interest 75,557 504,358 +11,445
SPI 200(SFE)
Dec06 061002 5184.0 5205.0 5174.0 5200.0 +20.0 16,235 265,874 +3,725
Mar07 061002 5192.0 5210.0 5186.0 5207.0 +20.0 110 2,927 +25
Jun07 061002 5234.0 5234.0 5234.0 5234.0 +19.0 39 2,456 +37
Total Volume and Open Interest 16,410 273,474 +3,759
GSCI(CME)
Oct06 061002 428.50 428.60 420.30 420.50 -7.30 647 19,281 -23
Nov06 061002 437.00 437.00 435.00 435.00 -7.00 0 12 +0
Dec06 061002 445.00 445.00 445.00 445.00 -4.50      
Total Volume and Open Interest 647 19,293 -23
Reuters CRB Index(NYBOT)
Nov06 061002 375.50 376.00 373.00 373.00 -1.10 11 320 +2
Jan07 061002 381.00 381.00 377.00 377.00 -1.10 0 407 +0
Feb07 061002 377.00 377.00 377.00 377.00 -1.10 0 12 +0
Total Volume and Open Interest 11 938 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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