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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 October 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061006 565.00 570.00 562.75 564.00 -1.50 65,979 206,501 -10,155
Jan07 061006 578.50 583.50 576.50 577.75 -2.25 19,187 81,999 +3,184
Mar07 061006 590.00 593.50 586.50 588.25 -1.50 5,098 26,239 +1,681
May07 061006 597.50 600.50 594.50 595.50 -2.50 2,277 18,297 +622
Jul07 061006 607.00 611.00 604.50 605.25 -3.25 1,929 17,391 +53
Aug07 061006 608.50 608.50 608.50 608.50 -2.50 10 248 +7
Sep07 061006 614.00 614.00 614.00 614.00 -3.00 0 26 +0
Total Volume and Open Interest 98,248 377,633 -4,390
Soybean Meal(CBOT)
Oct06 061006 167.00 168.30 165.00 166.00 -1.30 1,590 3,797 -645
Dec06 061006 169.00 171.00 166.70 167.80 -1.80 22,638 100,831 -4,305
Jan07 061006 170.50 172.00 168.00 169.10 -1.50 2,927 21,821 +243
Mar07 061006 172.80 174.20 170.50 171.40 -1.50 1,724 19,407 -505
May07 061006 175.50 176.00 172.30 173.60 -1.50 2,191 24,505 +61
Jul07 061006 177.00 178.50 174.80 175.90 -1.50 1,491 21,614 +86
Aug07 061006 178.50 180.00 176.10 176.80 -1.70 120 5,053 -20
Sep07 061006 179.80 180.80 177.10 177.90 -1.90 81 3,045 -10
Total Volume and Open Interest 33,079 208,716 -5,134
Soybean Oil(CBOT)
Oct06 061006 23.85 24.00 23.75 24.00 +0.18 1,670 2,537 -1,464
Dec06 061006 24.07 24.25 23.96 24.22 +0.16 22,731 125,243 -2,263
Jan07 061006 24.43 24.61 24.35 24.60 +0.12 4,299 32,209 +1,073
Mar07 061006 24.75 25.00 24.74 25.00 +0.10 1,708 18,198 +455
May07 061006 25.23 25.35 25.10 25.35 +0.15 1,370 24,346 +351
Jul07 061006 25.55 25.70 25.53 25.70 +0.11 630 17,564 -96
Aug07 061006 25.75 25.85 25.75 25.81 +0.09 212 3,341 -140
Sep07 061006 26.00 26.00 25.95 25.95 +0.11 62 2,160 +29
Total Volume and Open Interest 33,227 250,249 -2,177
Canola(WCE)
Nov06 061006 301.5 301.9 299.5 301.5 unch 4,602 24,603 +435
Jan07 061006 309.9 310.1 308.0 309.9 +0.2 1,496 35,277 +351
Mar07 061006 318.0 318.0 315.8 316.7 -0.7 152 3,388 +35
May07 061006 323.0 325.9 322.8 324.4 +0.1 1,584 2,606 +953
Jul07 061006 331.9 331.9 330.0 330.0 -5.3 1,567 7,244 +557
Total Volume and Open Interest 9,446 79,558 +2,343
Corn(CBOT)
Dec06 061006 272.25 275.75 270.25 271.00 -0.75 109,959 615,347 -7,277
Mar07 061006 283.50 285.75 281.25 284.00 +0.75 49,570 209,694 -1,022
May07 061006 291.50 292.25 288.50 290.50 -0.50 2,750 48,704 +487
Jul07 061006 298.50 299.50 294.00 296.00 -2.25 12,945 134,918 +673
Sep07 061006 301.00 301.50 298.00 298.25 -2.75 773 19,338 +256
Dec07 061006 307.50 308.00 302.25 305.50 -3.25 18,467 161,138 -4,386
Total Volume and Open Interest 197,481 1,284,425 -12,386
Wheat(CBOT)
Dec06 061006 475.00 477.00 458.50 464.00 unch 57,950 257,929 -1,108
Mar07 061006 485.00 487.00 471.50 477.50 unch 31,798 73,957 +2,326
May07 061006 480.00 481.00 473.00 474.50 -3.00 1,399 5,538 +580
Jul07 061006 472.00 474.00 461.00 468.50 -5.50 32,216 96,604 -2,806
Sep07 061006 472.00 472.00 463.00 466.00 -9.00 344 1,954 +129
Total Volume and Open Interest 136,469 504,497 -2,213
Wheat(KCBT)
Dec06 061006 505.00 512.00 497.50 501.75 -2.75 19,640 76,771 -1,561
Mar07 061006 516.00 519.00 508.00 514.00 +1.00 7,484 24,705 +1,227
May07 061006 512.00 512.00 505.00 509.00 -2.00 24 998 +15
Jul07 061006 487.00 490.00 477.50 481.00 -5.50 7,144 36,565 -1,398
Sep07 061006 487.50 487.50 479.00 487.00 -0.50 197 2,296 +48
Total Volume and Open Interest 35,194 152,003 -1,671
Wheat(MGE)
Dec06 061006 483.00 497.75 478.00 479.75 -5.75 7,036 23,806 +544
Mar07 061006 496.00 501.00 490.00 492.00 -6.00 2,877 9,193 +296
May07 061006 503.00 503.00 495.00 495.00 -5.00 85 1,520 -12
Jul07 061006 504.00 504.00 499.00 500.50 -6.00 135 1,109 -41
Sep07 061006 486.00 486.00 478.00 484.00 -4.00 187 2,927 -47
Total Volume and Open Interest 10,960 45,832 +978
Oats(CBOT)
Dec06 061006 213.00 216.50 213.00 216.25 +3.00 1,015 11,307 +333
Mar07 061006 219.50 222.00 219.50 222.00 +2.00 347 1,205 +106
May07 061006 226.00 226.00 226.00 226.00 +2.00 2 39 +1
Jul07 061006 227.00 227.00 227.00 227.00 +3.00 3 92 +2
Total Volume and Open Interest 1,367 12,697 +442
Rough Rice(CBOT)
Nov06 061006 9.75 9.75 9.67 9.67 -0.06 108 5,648 -8
Jan07 061006 10.05 10.05 9.97 9.98 -0.04 98 4,041 +20
Mar07 061006 10.27 10.27 10.22 10.22 -0.03 31 2,052 -14
May07 061006 10.45 10.45 10.45 10.45 -0.02 0 1,101 +2
Total Volume and Open Interest 261 13,646 -1
Live Cattle(CME)
Oct06 061006 91.350 91.400 90.650 90.875 -0.475 8,771 31,674 -997
Dec06 061006 89.950 90.200 89.300 89.350 -0.750 12,824 117,933 +1,087
Feb07 061006 91.350 91.350 90.700 90.825 -0.525 4,289 36,545 +558
Apr07 061006 90.250 90.325 89.725 89.825 -0.500 1,576 20,114 +116
Jun07 061006 86.250 86.350 85.750 85.875 -0.425 377 10,293 +163
Aug07 061006 85.500 85.500 84.900 85.200 -0.400 155 4,085 +81
Total Volume and Open Interest 28,066 220,971 +1,048
Feeder Cattle(CME)
Oct06 061006 113.500 113.650 112.850 113.025 -0.425 1,293 5,172 -458
Nov06 061006 111.700 111.900 111.050 111.250 -0.350 2,851 11,613 +144
Jan07 061006 109.900 109.900 109.000 109.275 -0.525 893 6,050 +214
Mar07 061006 106.900 106.900 106.500 106.675 -0.275 202 1,728 -3
Apr07 061006 105.800 105.850 105.800 105.850 +0.050 12 251 +2
May07 061006 105.700 105.750 105.600 105.700 unch 28 234 +1
Aug07 061006 107.500 107.675 107.500 107.675 +0.325 24 57 +16
Total Volume and Open Interest 5,313 25,123 -76
Lean Hogs(CME)
Oct06 061006 65.450 65.450 64.150 64.575 -0.775 6,453 14,586 -817
Dec06 061006 61.350 61.450 59.550 59.625 -1.725 11,434 101,943 +2,861
Feb07 061006 63.300 63.350 61.800 62.125 -1.200 3,271 30,771 +201
Apr07 061006 64.000 64.050 62.700 63.250 -0.850 1,442 17,655 +389
May07 061006 67.025 67.025 66.250 66.825 -0.350 58 1,661 +22
Jun07 061006 68.350 68.350 67.250 67.800 -0.550 675 7,858 +295
Jul07 061006 66.000 66.000 65.300 65.400 -0.700 27 1,590 -1
Aug07 061006 62.850 63.200 62.850 63.200 -0.500 35 1,250 +16
Total Volume and Open Interest 23,407 177,882 +2,976
Pork Bellies(CME)
Feb07 061006 92.000 92.200 88.325 88.575 -2.350 211 851 -29
Mar07 061006 90.300 90.300 88.300 88.300 -2.800 1 56 +0
May07 061006 90.000 90.000 90.000 90.000 -2.000 1 10 +0
Jul07 061006 90.000 90.000 90.000 90.000 -1.975      
Aug07 061006 90.700 90.700 90.700 90.700 unch 0 1 +0
Total Volume and Open Interest 213 918 -29
Class III Milk(CME)
Oct06 061006 12.39 12.39 12.25 12.37 -0.02 165 4,267 -79
Nov06 061006 12.45 12.45 12.32 12.38 -0.10 58 3,994 -17
Dec06 061006 12.45 12.45 12.35 12.40 -0.08 19 3,836 +25
Jan07 061006 12.35 12.40 12.35 12.40 -0.03 52 2,003 -5
Feb07 061006 12.20 12.23 12.20 12.23 -0.04 57 1,624 +35
Total Volume and Open Interest 626 21,692 +146
Cocoa(NYBOT)
Dec06 061006 1472 1478 1445 1451 -24 7,199 72,044 -139
Mar07 061006 1504 1510 1481 1487 -22 1,647 29,367 -37
May07 061006 1529 1529 1510 1510 -22 25 13,694 +6
Jul07 061006 1530 1535 1530 1535 -21 482 6,184 +137
Sep07 061006 1575 1577 1554 1559 -22 598 11,143 +337
Dec07 061006 1596 1596 1584 1584 -21 30 8,349 +20
Mar08 061006 1626 1626 1611 1611 -22 0 1,225 +0
Total Volume and Open Interest 10,010 145,420 +353
Coffee "C"(NYBOT)
Dec06 061006 104.00 104.60 103.50 103.90 -0.60 9,576 73,360 -1,236
Mar07 061006 107.75 108.40 107.30 107.85 -0.60 2,119 19,390 +485
May07 061006 110.00 110.60 110.00 110.30 -0.60 357 4,124 +64
Jul07 061006 112.40 112.55 112.00 112.55 -0.55 77 2,280 +25
Sep07 061006 114.40 114.95 114.40 114.95 -0.40 134 1,964 -47
Dec07 061006 117.75 117.75 117.50 117.70 -0.40 149 2,280 +9
Total Volume and Open Interest 12,523 107,976 -667
Orange Juice(NYBOT)
Nov06 061006 167.60 167.90 162.00 162.90 -5.80 2,139 15,931 -405
Jan07 061006 170.00 170.00 163.60 164.50 -6.10 1,715 10,329 +772
Mar07 061006 170.30 170.30 166.10 166.10 -5.00 10 2,594 -1
May07 061006 169.00 169.00 166.10 166.10 -5.00 0 564 +0
Jul07 061006 166.10 166.10 166.10 166.10 -5.00 0 163 +0
Total Volume and Open Interest 3,864 29,677 +366
Sugar #11(NYBOT)
Mar07 061006 11.03 11.15 10.96 11.07 -0.07 26,978 250,731 -936
May07 061006 11.29 11.36 11.20 11.32 -0.03 6,971 56,739 -1,151
Jul07 061006 11.43 11.53 11.38 11.51 +0.03 3,265 42,976 +850
Oct07 061006 11.65 11.75 11.61 11.73 +0.04 1,969 34,340 +253
Mar08 061006 11.80 11.94 11.80 11.94 +0.04 636 23,708 +389
Total Volume and Open Interest 41,402 425,312 -171
Sugar #14(NYBOT)
Nov06 061006 20.40 20.45 20.40 20.45 +0.10 110 582 -102
Jan07 061006 20.40 20.40 20.25 20.25 -0.15 176 2,712 -43
Mar07 061006 20.40 20.40 20.35 20.35 -0.15 4 3,058 -1
May07 061006 20.55 20.55 20.50 20.50 unch 7 1,921 +7
Jul07 061006 20.65 20.65 20.60 20.60 -0.05 46 1,619 +45
Total Volume and Open Interest 346 11,450 -91
London Cocoa(LCE)
Dec06 061006 842 848 825 831 -12 4,169 83,896 -173
Mar07 061006 858 862 841 846 -12 1,196 49,195 +303
May07 061006 873 873 856 860 -11 88 19,094 +5
Jul07 061006 888 888 871 873 -12 113 13,527 +3
Sep07 061006 887 887 887 887 -12 2 10,679 +1
Dec07 061006 913 913 897 899 -12 20 13,281 +7
Mar08 061006 910 910 910 910 -14 5 3,818 +0
Total Volume and Open Interest 5,634 194,851 +177
London Coffee(LCE)
Nov06 061006 1452.00 1482.00 1452.00 1468.00 -14.00 23,697 65,044 -812
Jan07 061006 1438.00 1471.00 1438.00 1458.00 unch 6,422 43,010 +460
Mar07 061006 1409.00 1437.00 1409.00 1423.00 -2.00 2,601 27,271 +1,039
May07 061006 1430.00 1440.00 1427.00 1427.00 -3.00 437 4,999 +112
Jul07 061006 1418.00 1429.00 1418.00 1429.00 +1.00 93 2,098 +93
Sep07 061006 1421.00 1438.00 1421.00 1433.00 +3.00 188 3,756 +163
Total Volume and Open Interest 33,444 146,627 +1,052
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061006 377.00 382.00 374.00 382.00 +4.50 1,801 23,070 +214
Mar07 061006 336.00 341.90 335.50 341.90 +2.90 1,722 21,907 +343
May07 061006 330.50 334.50 330.00 334.50 +1.00 118 5,011 +113
Aug07 061006 329.80 331.90 327.50 331.00 -0.40 8 2,782 +4
Total Volume and Open Interest 3,667 55,714 +682
Cotton(NYBOT)
Oct06 061006 48.10 48.10 48.10 48.10 -0.40 6 7 -25
Dec06 061006 49.69 49.69 49.00 49.09 -0.60 4,734 122,941 -216
Mar07 061006 53.25 53.25 52.30 52.51 -0.73 1,398 39,315 +201
May07 061006 54.18 54.18 53.70 53.95 -0.68 287 5,466 +204
Jul07 061006 55.50 55.50 54.85 54.95 -0.70 76 4,951 +15
Oct07 061006 56.40 56.40 55.70 55.70 -0.90 0 66 +0
Total Volume and Open Interest 6,542 183,729 +160
Lumber(CME)
Nov06 061006 234.0 244.5 234.0 243.9 +9.4 406 3,563 -62
Jan07 061006 247.5 257.1 247.5 257.1 +10.0 239 2,622 +82
Mar07 061006 261.6 271.2 261.6 271.2 +10.0 57 234 +14
May07 061006 278.0 278.0 278.0 278.0 +9.4 2 36 -1
Total Volume and Open Interest 710 6,469 +36
Crude Oil(NYM)
Nov06 061006 59.65 60.15 58.85 59.76 -0.27 152,685 225,153 -3,726
Dec06 061006 60.95 61.55 60.25 61.17 -0.17 76,416 221,242 +9,647
Jan07 061006 62.00 62.35 61.40 62.23 -0.14 21,854 77,305 +1,082
Feb07 061006 61.90 63.04 61.90 63.04 -0.13 5,990 32,895 +307
Mar07 061006 63.50 63.74 62.70 63.74 -0.13 3,589 38,524 +857
Apr07 061006 63.50 64.32 63.50 64.32 -0.14 3,350 39,639 -754
May07 061006 63.75 65.00 63.75 64.83 -0.14 3,677 27,618 +1,476
Jun07 061006 65.15 65.45 64.45 65.25 -0.14 8,068 70,060 +2,048
Jul07 061006 65.61 65.61 65.61 65.61 -0.15 3,433 15,635 -721
Aug07 061006 65.91 65.91 65.91 65.91 -0.15 1,445 10,967 -849
Sep07 061006 65.80 66.17 65.80 66.17 -0.15 1,065 20,872 -55
Oct07 061006 66.37 66.37 66.37 66.37 -0.15 581 10,017 +1
Nov07 061006 65.90 66.55 65.90 66.55 -0.14 971 14,287 -96
Dec07 061006 65.60 66.67 65.60 66.67 -0.14 14,814 114,582 -4,947
Jan08 061006 66.77 66.77 66.77 66.77 -0.14 2,537 14,876 -1,497
Feb08 061006 66.60 66.85 66.60 66.85 -0.14 710 9,323 +67
Total Volume and Open Interest 307,908 1,187,914 +3,860
Heating Oil(NYM)
Nov06 061006 168.00 170.30 166.10 169.40 +0.20 30,432 77,663 -2,590
Dec06 061006 173.75 175.50 171.90 175.29 +0.53 11,597 40,104 +1,733
Jan07 061006 179.80 180.50 177.70 180.39 +0.48 5,198 28,890 +1,177
Feb07 061006 183.20 183.74 180.70 183.74 +0.43 1,426 17,992 +73
Mar07 061006 183.50 184.29 181.90 184.29 +0.43 422 10,606 -71
Apr07 061006 182.50 183.29 181.00 183.29 +0.38 485 9,758 +105
May07 061006 181.50 182.24 180.20 182.24 +0.33 611 3,855 -55
Jun07 061006 181.50 181.94 180.00 181.94 +0.23 725 17,304 +41
Jul07 061006 181.00 182.89 181.00 182.89 +0.18 296 2,278 +53
Aug07 061006 182.50 184.49 182.50 184.49 +0.18 168 2,025 +41
Sep07 061006 185.25 186.71 185.25 186.71 unch 30 2,492 -22
Oct07 061006 189.41 189.41 189.41 189.41 unch 26 1,076 -22
Total Volume and Open Interest 51,876 224,099 +558
Unleaded Gas(NYM)
Nov06 061006 149.00 152.25 147.00 150.42 -1.23 8,990 22,525 -1,664
Dec06 061006 152.75 155.00 151.00 153.32 -1.53 636 7,828 +51
Jan07 061006 156.50 156.62 153.00 156.62 -1.43 259 3,893 +75
Total Volume and Open Interest 9,885 34,246 -1,538
RBOB Gasoline(NYMEX)
Nov06 061006 154.50 154.60 149.37 153.02 -1.33 9,225 39,664 -894
Dec06 061006 156.55 157.50 153.25 157.03 -1.07 3,543 15,497 +336
Jan07 061006 160.75 162.00 158.50 161.57 +1.57 1,166 10,800 +409
Feb07 061006 165.43 165.46 164.87 164.87 +1.37 110 2,905 +85
Mar07 061006 167.00 168.07 165.00 168.07 -1.07 487 3,708 +164
Apr07 061006 182.00 182.82 182.00 182.82 -1.07 277 4,646 +31
May07 061006 185.72 185.72 185.72 185.72 -1.07 143 5,229 +60
Jun07 061006 187.87 187.87 187.87 187.87 -1.07 50 3,644 -58
Jul07 061006 189.07 189.07 189.07 189.07 -1.07 1 1,351 +0
Aug07 061006 189.47 189.47 189.47 189.47 -1.07 0 888 +0
Total Volume and Open Interest 15,002 92,167 +133
e-MiNY RBOB Gasoline(NYMEX)
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 061006 157.03 157.03 157.03 157.03 -1.51      
Jan07 061006 161.57 161.57 161.57 161.57 -1.07      
Feb07 061006 164.87 164.87 164.87 164.87 -1.07      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061006 6.290 6.520 6.060 6.427 +0.129 38,580 114,342 -2,894
Dec06 061006 7.750 7.890 7.530 7.827 -0.006 9,866 64,367 +1,038
Jan07 061006 8.200 8.390 8.040 8.327 -0.036 4,967 59,041 +813
Feb07 061006 8.270 8.420 8.110 8.382 -0.046 1,699 30,257 +228
Mar07 061006 8.160 8.340 8.000 8.257 -0.041 4,786 88,876 -2,029
Apr07 061006 7.580 7.650 7.450 7.572 -0.116 4,591 80,583 -1,133
May07 061006 7.550 7.630 7.430 7.557 -0.116 1,198 26,377 -192
Jun07 061006 7.650 7.650 7.620 7.644 -0.116 224 14,295 -1,676
Jul07 061006 7.750 7.750 7.720 7.737 -0.116 374 11,660 -77
Aug07 061006 7.830 7.830 7.794 7.794 -0.116 287 13,947 +6
Sep07 061006 7.850 7.900 7.849 7.849 -0.116 296 11,237 +124
Oct07 061006 7.990 8.050 7.939 7.939 -0.116 1,616 31,860 -935
Nov07 061006 8.540 8.570 8.450 8.504 -0.091 1,091 18,381 -10
Dec07 061006 9.100 9.170 9.059 9.059 -0.086 45 33,851 -262
Jan08 061006 9.505 9.505 9.350 9.419 -0.086 1,379 30,682 -326
Feb08 061006 9.490 9.490 9.419 9.419 -0.086 81 17,738 -44
Total Volume and Open Interest 72,731 936,060 -8,212
Brent Crude Oil(ICE)
Nov06 061006 59.96 60.32 58.75 59.83 -0.17 96,239 64,098 -8,525
Dec06 061006 60.85 61.45 59.85 60.89 -0.25 72,340 150,654 +8,816
Jan07 061006 62.03 62.39 60.89 61.86 -0.21 27,902 62,664 +6,089
Feb07 061006 62.72 62.94 61.87 62.61 -0.18 7,263 34,692 +567
Mar07 061006 63.34 63.57 62.25 63.24 -0.15 5,357 25,247 +19
Apr07 061006 63.80 63.80 63.80 63.80 -0.13 1,932 19,157 +183
May07 061006 64.29 64.29 64.29 64.29 -0.12 0 18,509 +2,697
Jun07 061006 64.55 64.75 64.55 64.75 -0.11 5,010 34,505 -39
Jul07 061006 65.14 65.14 65.14 65.14 -0.12 0 5,420 +250
Aug07 061006 65.45 65.45 65.45 65.45 -0.16 0 1,767 +250
Sep07 061006 65.62 65.62 65.62 65.62 -0.20 0 2,436 +0
Oct07 061006 65.76 65.76 65.76 65.76 -0.20 0 552 +0
Nov07 061006 65.94 65.94 65.94 65.94 -0.22 0 7,987 -495
Dec07 061006 65.32 66.17 65.32 66.12 -0.24 5,025 37,063 -356
Total Volume and Open Interest 221,068 511,330 +9,281
Gas Oil(ICE)
Oct06 061006 536.50 540.25 527.50 529.25 -8.50 27,131 27,381 -6,188
Nov06 061006 540.00 544.50 531.50 533.50 -9.00 36,540 77,704 -390
Dec06 061006 547.75 552.00 538.00 540.00 -9.75 14,702 53,660 +1,624
Jan07 061006 554.25 558.00 547.25 547.25 -10.00 6,428 31,814 +607
Feb07 061006 560.75 563.25 554.25 554.25 -9.50 1,704 19,713 -206
Mar07 061006 566.00 566.00 559.75 559.75 -9.25 410 12,948 -45
Apr07 061006 563.75 563.75 563.75 563.75 -9.00 0 6,229 +207
May07 061006 567.50 567.50 567.50 567.50 -9.00 0 3,957 +0
Jun07 061006 571.25 571.25 571.25 571.25 -9.00 0 22,432 +621
Jul07 061006 576.50 576.50 576.50 576.50 -9.00 0 2,279 +330
Total Volume and Open Interest 86,915 295,734 -2,552
US Dollar Index(NYBOT)
Dec06 061006 85.67 86.39 85.51 86.20 +0.54 1,232 22,635 -3
Mar07 061006 85.65 86.02 85.65 85.91 +0.54 1 2,030 +0
Jun07 061006 85.50 85.63 85.50 85.63 +0.54 0 16 +0
Total Volume and Open Interest 1,233 24,683 -3
Australian Dollar(CME)
Dec06 061006 74.48 74.75 74.07 74.15 -0.33 1,272 54,749 +921
Mar07 061006 73.99 73.99 73.99 73.99 -0.33 0 344 +10
Jun07 061006 73.85 73.85 73.85 73.85 -0.33 0 102 +0
Total Volume and Open Interest 1,272 55,208 +934
British Pound(CME)
Dec06 061006 188.29 189.00 187.08 187.28 -0.74 1,433 97,405 -6,241
Mar07 061006 187.80 187.80 187.36 187.36 -0.74 0 500 +197
Jun07 061006 187.32 187.32 187.32 187.32 -0.74 0 12 +0
Total Volume and Open Interest 1,433 97,918 -6,044
Canadian Dollar(CME)
Dec06 061006 89.09 89.30 88.80 89.06 +0.03 1,730 92,188 -1,928
Mar07 061006 89.26 89.32 89.26 89.32 +0.03 47 1,384 +59
Jun07 061006 89.40 89.59 89.40 89.59 +0.03 5 306 +1
Sep07 061006 89.86 89.86 89.86 89.86 +0.03 25 201 +24
Total Volume and Open Interest 1,807 94,090 -1,844
Japanese Yen(CME)
Dec06 061006 85.53 85.54 84.77 84.93 -0.86 2,229 229,053 -5,001
Mar07 061006 86.00 86.00 85.98 85.98 -0.86 0 13,741 +239
Jun07 061006 86.98 86.98 86.98 86.98 -0.86 0 3 +0
Total Volume and Open Interest 2,229 242,886 -4,762
Swiss Franc(CME)
Dec06 061006 80.28 80.30 79.69 79.90 -0.53 2,106 78,343 -2,798
Mar07 061006 80.58 80.58 80.58 80.58 -0.53 0 116 -95
Jun07 061006 81.27 81.27 81.27 81.27 -0.53 0 32 +0
Total Volume and Open Interest 2,106 78,540 -2,893
EuroFX(CME)
Dec06 061006 127.12 127.65 126.18 126.56 -0.84 6,184 146,841 +5,693
Mar07 061006 127.09 127.09 127.09 127.09 -0.84 0 948 +64
Jun07 061006 127.53 127.53 127.53 127.53 -0.84 0 65 +0
Total Volume and Open Interest 6,184 147,929 +5,757
Mexican Peso(CME)
Oct06 061006 9035.0 9035.0 9035.0 9035.0 -22.5 0 9 +0
Nov06 061006 9020.0 9020.0 9020.0 9020.0 -22.5 0 20 +0
Total Volume and Open Interest 34,195 62,204 +521
30-Year T-Bonds(CBOT)
Dec06 061006 112~15 113~00 111~15 111~18 -0~30 364,700 749,057 -14,816
Mar07 061006 112~11 112~21 111~14 111~15 -0~31 1,789 4,061 +1,388
Jun07 061006 112~16 112~16 111~13 111~13 -0~31 2 18 +0
Total Volume and Open Interest 366,491 753,136 -13,428
10-Year T-Notes(CBOT)
Dec06 061006 108~085 108~205 107~185 107~195 -0~205 1,043,436 2,178,640 -52,528
Mar07 061006 108~165 108~200 107~205 107~205 -0~210 6,416 52,542 -846
Total Volume and Open Interest 1,049,852 2,231,184 -53,374
5-Year T-Notes(CBOT)
Dec06 061006 105~220 105~245 105~065 105~075 -0~130 428,835 0 +0
Mar07 061006 105~155 105~155 105~100 105~100 -0~130 2 31 +1
Total Volume and Open Interest 428,837 31 +1
2 Year T-Notes(CBOT)
Dec06 061006 102~044 102~052 102~017 102~017 -0~023 264 687,933 -5,047
Mar07 061006 102~046 102~046 102~046 102~046 -0~023 0 6  
Total Volume and Open Interest 264 687,939  
Eurodollars(CME)
Dec06 061006 94.670 94.675 94.635 94.640 -0.020 24,581 1,586,434 -887
Mar07 061006 94.875 94.890 94.780 94.790 -0.065 28,026 1,417,966 +6,559
Jun07 061006 95.075 95.135 94.940 94.950 -0.105 38,410 1,108,750 -6,375
Sep07 061006 95.235 95.245 95.070 95.085 -0.120 20,098 996,882 -5,240
Dec07 061006 95.300 95.370 95.145 95.150 -0.130 35,127 1,158,879 -1,037
Mar08 061006 95.315 95.340 95.155 95.165 -0.130 28,283 805,970 +17,824
Jun08 061006 95.290 95.295 95.145 95.145 -0.125 20,817 534,923 +3,869
Sep08 061006 95.260 95.260 95.110 95.115 -0.120 19,334 394,512 +10,738
Dec08 061006 95.205 95.210 95.065 95.075 -0.115 16,109 352,021 +3,901
Mar09 061006 95.175 95.175 95.030 95.045 -0.110 22,565 364,488 +18,028
Jun09 061006 95.135 95.135 94.995 95.005 -0.110 14,611 223,112 +2,078
Sep09 061006 95.100 95.100 94.960 94.970 -0.110 19,978 154,935 +2,924
Dec09 061006 94.995 94.995 94.925 94.930 -0.105 7,881 126,867 -2,683
Mar10 061006 94.965 94.965 94.895 94.900 -0.105 11,354 111,586 +970
Jun10 061006 94.985 94.985 94.860 94.865 -0.105 7,171 100,391 +12
Sep10 061006 94.895 94.895 94.825 94.830 -0.105 8,333 90,850 +1,410
Dec10 061006 94.860 94.860 94.785 94.790 -0.105 6,557 95,554 +227
Mar11 061006 94.840 94.840 94.765 94.770 -0.105 10,019 56,138 +4
Total Volume and Open Interest 359,271 9,940,581 +53,748
3-Mth Euro-Yen(CME)
Dec06 061006 99.48 99.48 99.46 99.46 -0.01 1,310 17,694 +1,193
Mar07 061006 99.35 99.35 99.33 99.34 unch 482 10,464 +255
Jun07 061006 99.27 99.27 99.24 99.24 -0.01 100 8,774 -632
Sep07 061006 99.17 99.17 99.14 99.14 -0.02 30 2,599 -400
Dec07 061006 99.07 99.07 99.04 99.04 -0.02 2 5,898 +1
Mar08 061006 98.94 98.94 98.94 98.94 -0.03 0 3,226 +0
Jun08 061006 98.89 98.89 98.89 98.89 unch 0 269 +0
Sep08 061006 98.80 98.80 98.80 98.80 unch 0 1 +0
Dec08 061006 98.69 98.69 98.69 98.69 +0.01 0 4 +0
Mar09 061006 98.56 98.56 98.56 98.56 +0.01      
Total Volume and Open Interest 1,924 48,929 +417
3-Mth Euro-Yen(SIMEX)
Dec06 061006 99.47 99.48 99.46 99.48 +0.01 2,583 87,551 -290
Mar07 061006 99.34 99.36 99.33 99.36 +0.01 2,797 70,533 -202
Jun07 061006 99.24 99.27 99.23 99.26 unch 1,014 36,649 +192
Sep07 061006 99.15 99.17 99.14 99.17 unch 705 28,822 +524
Dec07 061006 99.06 99.08 99.04 99.08 +0.01 452 42,901 +1
Mar08 061006 98.98 98.98 98.98 98.98 +0.01 251 25,073 +175
Jun08 061006 98.88 98.90 98.88 98.89 +0.01 100 4,480 +64
Sep08 061006 98.85 98.85 98.85 98.85 unch      
Total Volume and Open Interest 8,014 297,934 +576
German Euro-Bund(EUREX)
Dec06 061006 118.13 118.60 117.67 117.85 -0.27 1,348,067 1,564,564 +67,573
Mar07 061006 118.33 118.59 117.84 118.02 -0.28 448 6,561 -9
Jun07 061006 117.45 117.45 117.45 117.45 -0.27 302 1 +1
Total Volume and Open Interest 1,348,817 1,571,126 +67,565
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061006 110.32 110.32 110.16 110.16 -0.11 253 2,303 +249
Jun07 061006 108.42 108.42 108.42 108.42 -0.11      
Total Volume and Open Interest 570,575 967,846 -9,463
Long Gilt(LIFFE)
Dec06 061006 110~05 110~13 109~20 109~23 -0~10 94,634 256,834 -6,972
Mar07 061006 109~20 109~20 109~20 109~20 -0~10      
Total Volume and Open Interest 94,634 256,862 -6,972
3-Mth Short Sterling(LIFFE)
Dec06 061006 94.73 94.73 94.73 94.73 -0.02 143,282 410,771 -16,216
Mar07 061006 94.68 94.68 94.68 94.68 -0.03 81,012 421,071 -2,011
Jun07 061006 94.69 94.69 94.69 94.69 -0.04 62,987 352,708 +1,475
Total Volume and Open Interest 448,505 1,982,985 -17,174
3-Mth Euribor(LIFFE)
Dec06 061006 96.325 96.340 96.315 96.320 unch 102,467 712,506 +3,111
Mar07 061006 96.215 96.270 96.205 96.215 unch 112,736 651,048 +2,233
Jun07 061006 96.210 96.290 96.195 96.205 -0.005 132,520 549,634 -4,429
Total Volume and Open Interest 724,590 3,406,349 +15,865
3-Mth Aus T-Bills(SFE)
Dec06 061006 93.77 93.78 93.76 93.77 -0.01 15,703 178,949 +5,743
Mar07 061006 93.77 93.79 93.76 93.79 unch 24,226 236,712 +13,113
Jun07 061006 93.78 93.81 93.77 93.80 -0.01 6,611 78,400 +4,344
Sep07 061006 93.81 93.83 93.80 93.83 -0.01 1,243 40,425 -2,004
Dec07 061006 93.84 93.86 93.84 93.86 -0.02 70 30,356 -75
Mar08 061006 93.87 93.89 93.87 93.89 -0.02 78 15,296 -182
Jun08 061006 93.87 93.89 93.87 93.89 -0.02 160 14,789 +155
Sep08 061006 93.89 93.90 93.88 93.90 -0.02 125 4,941 +0
Dec08 061006 93.89 93.90 93.89 93.90 -0.02 150 2,549 +132
Mar09 061006 93.90 93.90 93.90 93.90 -0.03 56 1,773 +51
Total Volume and Open Interest 48,477 605,207 +21,327
10-Year Aus T-Bonds(SFE)
Dec06 061006 94.50 94.50 94.47 94.50 -0.02 25,061 422,098 +9,226
Mar07 061006 94.50 94.50 94.50 94.50 -0.02      
Total Volume and Open Interest 25,061 422,098 +9,226
3-Year Aus T-Bonds(SFE)
Dec06 061006 94.31 94.32 94.29 94.31 -0.02 87,594 538,416 +49,922
Mar07 061006 94.31 94.31 94.31 94.31 -0.02      
Total Volume and Open Interest 87,594 538,416 +49,922
Gold(CMX)
Oct06 061006 570.0 572.4 560.5 572.4 +1.4 22 1,309 -2,420
Dec06 061006 574.2 578.3 564.5 576.8 +1.3 39,773 196,835 +536
Feb07 061006 579.0 584.0 570.0 582.4 +1.3 1,108 29,244 +328
Apr07 061006 583.5 587.8 577.5 587.8 +1.3 1,917 7,256 +1,315
Jun07 061006 591.0 593.1 587.0 593.1 +1.4 500 22,089 +52
Aug07 061006 586.0 599.8 586.0 598.4 +1.5 10 1,692 +0
Oct07 061006 603.6 603.6 603.6 603.6 +1.6 0 11,312 +0
Dec07 061006 607.0 608.8 605.0 608.8 +1.7 779 34,189 +407
Feb08 061006 613.9 613.9 613.9 613.9 +1.8 0 2,326 +0
Apr08 061006 618.9 618.9 618.9 618.9 +1.9 150 1,165 +55
Jun08 061006 624.0 624.0 624.0 624.0 +2.0 1 3,735 +1
Aug08 061006 629.2 629.2 629.2 629.2 +2.1      
Total Volume and Open Interest 44,714 332,508 +723
Silver(CMX)
Dec06 061006 1110.0 1121.0 1087.0 1117.5 +10.5 8,046 60,864 -989
Mar07 061006 1125.0 1132.0 1122.0 1132.0 +10.4 453 13,905 +8
May07 061006 1135.0 1140.2 1135.0 1140.2 +10.4 0 3,928 +0
Jul07 061006 1139.0 1148.3 1133.0 1148.3 +10.4 3 8,414 +1
Sep07 061006 1153.8 1153.8 1153.8 1153.8 +11.1 0 1,932 +0
Dec07 061006 1151.0 1159.6 1150.0 1159.6 +11.6 19 4,637 +4
Mar08 061006 509.6 509.6 509.6 509.6 +11.6 0 131 +0
Total Volume and Open Interest 8,548 98,821 -1,251
Platinum(NYM)
Oct06 061006 1078.0 1078.8 1078.0 1078.8 -3.4 104 136 +0
Jan07 061006 1085.0 1087.5 1071.0 1080.8 -5.4 1,799 7,063 -719
Apr07 061006 1085.8 1085.8 1085.8 1085.8 -5.4 0 13 +0
Jul07 061006 435.4 435.4 435.4 435.4 -5.4 0 6 +0
Total Volume and Open Interest 1,903 7,218 -719
Palladium(NYME)
Dec06 061006 298.00 300.50 293.00 300.25 -0.90 581 11,427 +128
Mar07 061006 305.55 305.55 305.55 305.55 -0.90 15 24 -5
Jun07 061006 307.50 311.05 307.50 311.05 -0.90 3 34 -1
Total Volume and Open Interest 599 11,486 +122
Copper(CMX)
Dec06 061006 332.50 342.50 330.50 338.85 +8.85 7,156 50,689 +270
Mar07 061006 330.00 338.50 328.50 336.05 +8.55 329 5,031 +73
May07 061006 324.25 334.00 324.25 332.05 +7.95 132 1,301 +27
Jul07 061006 326.05 326.05 326.05 326.05 +7.30 34 1,241 -29
Sep07 061006 319.55 319.55 319.55 319.55 +6.70 10 559 +26
Total Volume and Open Interest 8,875 69,428 +28
Aluminum(CMX)
Oct06 061006 115.10 115.10 115.10 115.10 +1.85 4 212 +0
Nov06 061006 116.00 116.00 116.00 116.00 +1.75 3 112 +3
Dec06 061006 116.70 116.70 116.70 116.70 +1.75 1 587 +0
Jan07 061006 116.25 116.25 116.25 116.25 +1.75 0 10 +0
Feb07 061006 115.70 115.70 115.70 115.70 +1.70      
Mar07 061006 115.00 115.00 115.00 115.00 +1.65      
Total Volume and Open Interest 9 972 +4
DJIA Index(CBOT)
Dec06 061006 11917 11930 11867 11918 -8 5,050 61,234 +643
Mar07 061006 11975 12008 11975 12008 unch 15 80 +10
Jun07 061006 12088 12088 12088 12088 -8      
Sep07 061006 12173 12173 12173 12173 -8 0 2 +0
Total Volume and Open Interest 5,065 61,316 +653
S & P 500(CME)
Dec06 061006 1358.40 1360.00 1352.70 1358.80 -2.00 25,074 590,024 +1,651
Mar07 061006 1365.50 1370.00 1365.50 1370.00 -2.00 61 1,987 -1
Jun07 061006 1381.70 1381.70 1381.70 1381.70 -1.70 40 4,606 +40
Sep07 061006 1393.60 1393.60 1393.60 1393.60 -1.60 0 1,379 +0
Total Volume and Open Interest 25,175 598,282 +1,690
S & P 500 E-Mini(Globex)
Dec06 061006 1360.50 1361.50 1352.50 1358.75 -2.00 831,686 1,482,534 -6,505
Mar07 061006 1372.25 1373.00 1364.50 1370.00 -2.00 278 2,632 +37
Total Volume and Open Interest 831,964 1,485,166 -6,468
NASDAQ 100(CME)
Dec06 061006 1698.50 1706.00 1692.50 1700.00 -1.80 5,586 49,667 +1,681
Mar07 061006 1720.00 1720.00 1720.00 1720.00 -1.80 0 1 +0
Jun07 061006 1739.00 1739.00 1739.00 1739.00 -1.80      
Total Volume and Open Interest 5,586 49,668 +1,681
NASDAQ 100 E-Mini(Globex)
Dec06 061006 1701.50 1706.30 1691.80 1700.00 -1.80 283,198 453,952 +4,051
Mar07 061006 1719.30 1722.80 1714.80 1720.00 -1.80 90 131 +6
Total Volume and Open Interest 283,288 454,083 +4,057
S & P Midcap 400(CME)
Dec06 061006 774.00 774.50 767.75 768.90 -6.60 169 8,060 +5
Mar07 061006 775.90 775.90 775.90 775.90 -6.60      
Jun07 061006 782.90 782.90 782.90 782.90 -6.60      
Total Volume and Open Interest 169 8,060 +5
Russell 2000(CME)
Dec06 061006 746.25 748.70 740.00 744.40 -4.40 714 34,293 +359
Mar07 061006 750.90 750.90 750.90 750.90 -4.40 0 34 +0
Jun07 061006 757.40 757.40 757.40 757.40 -4.40      
Total Volume and Open Interest 714 34,327 +359
Russell 2000 E-Mini(Globex)
Dec06 061006 748.70 749.50 739.60 744.40 -4.40 177,424 426,019 +2,922
Mar07 061006 753.30 755.00 745.80 750.90 -4.40 183 210 -9
Total Volume and Open Interest 177,607 426,229 +2,913
Value Line(KCBT)
Dec06 061006 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061006 16490 16495 16370 16415 -40      
Mar07 061006 16400 16440 16400 16440 -40      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061006 16445 16480 16380 16470 +30 63,941 233,375 +4,584
Mar07 061006 16485 16485 16405 16455 -15 1 21 +11
Jun07 061006 16400 16400 16400 16400 -15 0 1 +0
Total Volume and Open Interest 63,950 233,760 +4,652
CAC 40(EURONEXT)
Oct06 061006 5293.5 5303.5 5264.5 5287.0 -8.5 76,762 483,500 +8,311
Nov06 061006 5309.0 5309.0 5277.5 5299.5 -8.5 118 3,514 +65
Dec06 061006 5316.0 5316.0 5281.0 5301.0 -8.5 1,427 79,066 +104
Total Volume and Open Interest 78,307 566,141 +8,480
Hang Seng Index(HKFE)
Oct06 061006 17956 17984 17889 17923 -56 44,184 120,344 -1,930
Nov06 061006 17956 17983 17890 17923 -47 955 1,048 +246
Dec06 061006 18000 18012 17952 17970 -52 249 1,590 -71
Total Volume and Open Interest 45,416 123,360 -1,750
DAX(EUREX)
Dec06 061006 6121.0 6133.0 6091.5 6124.5 +6.0 120,657 220,772 +6,786
Mar07 061006 6172.0 6189.0 6149.0 6181.0 +6.0 168 6,599 +56
Jun07 061006 6240.5 6247.0 6209.5 6239.0 +5.5 172 2,010 +93
Total Volume and Open Interest 120,997 229,381 +6,935
FT-SE 100(EURONEXT)
Dec06 061006 6030.00 6039.50 6001.50 6030.00 +5.00 79,970 502,848 -3,183
Mar07 061006 6046.00 6049.00 6038.50 6047.50 +5.00 142 2,682 -13
Jun07 061006 6067.50 6067.50 6067.50 6067.50 +5.00 0 1,750 +0
Total Volume and Open Interest 80,112 507,780 -3,196
SPI 200(SFE)
Dec06 061006 5243.0 5245.0 5223.0 5236.0 +5.0 18,812 272,210 +6,383
Mar07 061006 5243.0 5243.0 5236.0 5243.0 +5.0 52 2,930 -11
Jun07 061006 5264.0 5271.0 5264.0 5271.0 +5.0 7 2,463 +7
Total Volume and Open Interest 18,878 279,853 +6,383
GSCI(CME)
Oct06 061006 418.00 421.40 415.10 420.00 +0.40 762 19,450 +194
Nov06 061006 432.00 433.00 430.40 433.00 -0.10 0 18 +0
Dec06 061006 442.70 442.70 442.70 442.70 +0.70      
Total Volume and Open Interest 762 19,468 +194
Reuters CRB Index(NYBOT)
Nov06 061006 370.50 370.50 369.00 369.50 -1.50 19 323 +4
Jan07 061006 373.50 373.50 373.50 373.50 -1.50 1 421 +0
Feb07 061006 373.50 373.50 373.50 373.50 -1.50 0 12 +0
Total Volume and Open Interest 20 955 +4
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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