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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 18, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061018 601.00 605.75 595.00 604.50 +4.00 50,172 135,050 -6,303
Jan07 061018 613.00 619.00 608.75 618.00 +3.50 21,502 148,251 +2,889
Mar07 061018 622.00 629.00 618.25 626.00 +2.25 10,225 33,981 +2,196
May07 061018 630.00 635.00 625.50 632.50 +1.50 4,240 21,386 +241
Jul07 061018 636.00 644.00 634.50 641.75 +1.50 10,411 22,667 +2,473
Aug07 061018 645.00 647.00 645.00 647.00 +3.00 177 410 +68
Sep07 061018 648.00 649.00 647.00 649.00 +1.00 4 122 +0
Total Volume and Open Interest 106,401 396,384 +5,987
Soybean Meal(CBOT)
Dec06 061018 179.00 181.40 178.20 179.60 -0.90 19,319 82,389 -2,913
Jan07 061018 180.40 182.30 179.20 180.60 -0.80 4,724 22,684 +287
Mar07 061018 182.50 184.50 181.60 183.00 -0.60 4,259 22,856 +198
May07 061018 185.30 186.50 184.00 185.20 -0.60 4,281 26,594 -102
Jul07 061018 187.20 188.30 186.00 187.20 -0.50 3,107 26,187 +867
Aug07 061018 188.70 188.70 187.30 188.30 -0.70 498 6,398 +224
Sep07 061018 189.80 190.00 188.30 188.80 -1.20 275 3,563 +8
Oct07 061018 189.00 190.00 188.30 188.30 -0.90 74 2,341 +21
Total Volume and Open Interest 36,789 200,865 -1,532
Soybean Oil(CBOT)
Dec06 061018 25.68 25.98 25.52 25.94 +0.26 21,313 93,710 -4,979
Jan07 061018 26.00 26.33 25.87 26.29 +0.27 4,888 68,457 +1,155
Mar07 061018 26.32 26.66 26.18 26.66 +0.30 1,866 21,591 +315
May07 061018 26.65 26.98 26.65 26.98 +0.28 2,131 28,275 +381
Jul07 061018 27.00 27.30 27.00 27.26 +0.21 2,078 19,546 -117
Aug07 061018 27.36 27.36 27.36 27.36 +0.21 1 3,568 +0
Sep07 061018 27.47 27.47 27.47 27.47 +0.22 47 2,236 -17
Oct07 061018 27.60 27.60 27.60 27.60 +0.20 1 2,433 +1
Total Volume and Open Interest 33,641 259,894 -4,003
Canola(WCE)
Nov06 061018 319.2 322.3 317.6 321.3 +0.7 5,940 18,118 +31
Jan07 061018 328.7 331.8 327.0 330.9 +1.2 4,121 41,918 +440
Mar07 061018 333.0 338.6 333.0 338.3 +1.3 248 3,631 -28
May07 061018 339.5 345.0 339.5 343.2 +0.7 31 2,827 +1
Jul07 061018 349.5 351.0 349.5 350.6 +0.7 20 7,342 +15
Total Volume and Open Interest 10,519 80,629 +537
Corn(CBOT)
Dec06 061018 317.50 318.50 313.50 315.50 -5.50 64,521 573,619 -691
Mar07 061018 325.00 328.00 323.00 325.25 -4.00 32,728 250,006 +5,017
May07 061018 331.50 333.00 328.75 331.00 -4.75 7,825 51,638 -51
Jul07 061018 335.00 337.50 332.00 335.50 -3.50 23,928 125,925 -5,149
Sep07 061018 323.00 328.50 322.00 327.50 -0.50 2,176 23,529 +877
Dec07 061018 322.50 325.00 321.50 324.75 -1.25 28,300 174,320 +4,122
Total Volume and Open Interest 165,413 1,297,066 +2,673
Wheat(CBOT)
Dec06 061018 525.00 525.00 512.00 512.50 -18.50 22,084 250,331 +3,635
Mar07 061018 527.00 528.50 518.00 519.00 -18.50 14,277 78,801 +1,081
May07 061018 510.00 510.00 501.00 503.00 -15.00 692 6,101 -235
Jul07 061018 463.00 463.00 455.00 460.50 -6.50 6,705 75,796 -155
Sep07 061018 461.00 462.00 458.00 460.00 -8.00 219 2,070 -57
Total Volume and Open Interest 48,407 473,781 +4,327
Wheat(KCBT)
Dec06 061018 520.00 529.00 516.00 524.50 -6.00 11,888 67,045 -1,212
Mar07 061018 525.00 541.00 524.00 534.50 -9.00 5,441 25,153 -69
May07 061018 525.00 528.00 510.00 522.25 -8.75 75 1,760 +42
Jul07 061018 469.00 480.00 468.00 477.75 -2.25 2,576 28,597 -588
Sep07 061018 470.00 482.00 470.00 480.50 -1.50 79 2,624 +19
Total Volume and Open Interest 20,861 136,056 -1,241
Wheat(MGE)
Dec06 061018 510.00 514.00 505.00 505.00 -14.75 2,869 22,384 +35
Mar07 061018 525.00 529.00 518.00 520.25 -15.00 2,077 13,714 +509
May07 061018 527.00 530.00 520.00 520.00 -15.00 115 1,493 +24
Jul07 061018 508.00 515.00 508.00 515.00 -11.00 236 1,002 +2
Sep07 061018 463.00 472.00 463.00 472.00 -5.00 201 2,887 -13
Total Volume and Open Interest 5,689 48,158 +591
Oats(CBOT)
Dec06 061018 233.25 236.50 231.50 233.00 -5.25 397 11,134 -25
Mar07 061018 240.00 242.50 238.50 238.50 -5.50 116 1,936 +47
May07 061018 242.00 244.50 242.00 242.00 -3.00 5 118 +1
Jul07 061018 244.00 244.00 244.00 244.00 -2.00 0 105 +0
Total Volume and Open Interest 535 13,368 +32
Rough Rice(CBOT)
Nov06 061018 9.50 9.63 9.50 9.63 +0.10 329 4,511 -184
Jan07 061018 9.80 9.93 9.78 9.93 +0.11 177 4,755 -22
Mar07 061018 10.09 10.19 10.09 10.19 +0.09 242 2,401 +93
May07 061018 10.35 10.43 10.35 10.43 +0.08 34 1,173 +24
Total Volume and Open Interest 785 13,694 -91
Live Cattle(CME)
Oct06 061018 88.200 88.800 88.200 88.575 +0.650 2,924 13,595 -1,301
Dec06 061018 88.000 88.350 87.600 87.850 +0.525 10,208 108,066 +419
Feb07 061018 90.550 90.800 90.200 90.525 +0.425 4,010 37,981 -109
Apr07 061018 90.050 90.600 89.950 90.050 +0.275 2,538 23,648 +987
Jun07 061018 86.400 86.750 86.250 86.450 +0.125 1,911 10,286 +241
Aug07 061018 85.300 85.400 84.750 85.200 +0.125 425 5,158 +47
Total Volume and Open Interest 22,186 200,539 +384
Feeder Cattle(CME)
Oct06 061018 107.500 107.850 107.000 107.100 +0.350 610 2,232 -293
Nov06 061018 105.600 105.800 104.750 105.075 +0.500 3,687 6,829 -246
Jan07 061018 105.000 105.050 103.950 104.450 +0.750 3,312 10,418 +442
Mar07 061018 102.700 103.450 102.450 102.875 +0.675 364 2,165 +190
Apr07 061018 103.000 103.250 102.600 102.700 +0.550 133 264 -10
May07 061018 102.700 103.050 102.700 102.750 +0.800 100 506 +3
Aug07 061018 105.700 105.700 104.900 105.400 +0.650 27 367 -4
Total Volume and Open Interest 8,251 23,282 +88
Lean Hogs(CME)
Dec06 061018 59.600 59.800 58.900 59.250 -0.475 10,252 101,487 -386
Feb07 061018 62.000 62.250 61.300 61.700 -0.550 3,767 35,233 -87
Apr07 061018 63.400 63.550 62.900 63.325 -0.525 1,846 19,951 +310
May07 061018 67.000 67.100 66.900 66.900 -0.550 49 1,847 +6
Jun07 061018 68.800 68.900 68.150 68.575 -0.425 504 9,819 +145
Jul07 061018 67.100 67.200 66.300 66.750 -0.175 77 1,745 +37
Aug07 061018 65.150 65.300 64.400 64.600 -0.550 55 1,413 +14
Oct07 061018 58.300 58.450 58.000 58.050 -0.300 125 783 +55
Total Volume and Open Interest 16,703 172,293 +107
Pork Bellies(CME)
Feb07 061018 88.500 88.850 87.500 87.775 -0.425 145 834 -8
Mar07 061018 88.000 88.000 87.550 87.550 -0.050 0 58 +0
May07 061018 89.600 89.600 89.600 89.600 unch 0 11 +0
Jul07 061018 91.200 91.200 91.200 91.200 +0.050 0 1 +0
Aug07 061018 91.150 91.150 91.150 91.150 unch 0 1 +0
Total Volume and Open Interest 145 905 -8
Class III Milk(CME)
Oct06 061018 12.35 12.36 12.35 12.35 unch 124 3,984 -70
Nov06 061018 12.37 12.43 12.37 12.43 +0.06 305 4,145 -3
Dec06 061018 12.60 12.72 12.58 12.70 +0.10 280 3,760 -108
Jan07 061018 12.61 12.78 12.61 12.75 +0.12 135 2,138 -23
Feb07 061018 12.55 12.76 12.55 12.75 +0.20 125 1,742 +19
Total Volume and Open Interest 1,730 27,417 +113
Cocoa(NYBOT)
Dec06 061018 1456 1463 1415 1419 -25 8,804 78,496 -333
Mar07 061018 1487 1496 1451 1454 -23 2,816 32,466 +12
May07 061018 1517 1517 1477 1477 -23 544 13,718 -295
Jul07 061018 1540 1541 1501 1501 -23 50 6,142 -20
Sep07 061018 1564 1565 1525 1525 -23 141 11,477 +45
Dec07 061018 1551 1551 1551 1551 -21 161 8,682 +121
Mar08 061018 1579 1579 1579 1579 -22 100 2,216 +0
Total Volume and Open Interest 12,616 156,686 -470
Coffee "C"(NYBOT)
Dec06 061018 102.25 103.80 102.10 102.25 -0.20 7,156 70,525 -404
Mar07 061018 106.40 107.70 106.10 106.25 -0.15 2,021 22,858 +129
May07 061018 109.00 110.00 108.90 108.90 -0.15 391 4,845 +169
Jul07 061018 111.50 112.50 111.35 111.35 -0.05 240 2,356 +52
Sep07 061018 114.75 114.75 113.70 113.70 -0.05 188 2,132 -87
Dec07 061018 116.65 116.65 116.65 116.65 unch 223 2,470 -11
Total Volume and Open Interest 12,117 110,507 +431
Orange Juice(NYBOT)
Nov06 061018 193.60 194.25 192.20 193.15 -0.45 1,838 11,977 +19
Jan07 061018 193.50 194.25 192.00 193.00 -0.50 2,761 16,138 +654
Mar07 061018 193.00 193.50 192.50 192.50 +4.25 11 4,023 -7
May07 061018 192.00 192.45 191.00 191.45 +2.95 2 638 -1
Jul07 061018 191.20 191.20 191.20 191.20 +2.45 0 176 +0
Total Volume and Open Interest 4,643 33,080 +696
Sugar #11(NYBOT)
Mar07 061018 12.20 12.20 11.55 11.59 -0.99 77,904 250,685 +1,755
May07 061018 12.25 12.25 11.70 11.74 -0.90 19,314 62,112 +39
Jul07 061018 12.00 12.17 11.74 11.76 -0.80 23,498 53,935 +6,194
Oct07 061018 12.05 12.20 11.90 11.92 -0.72 10,530 40,767 +4,696
Mar08 061018 12.23 12.30 12.17 12.17 -0.65 3,779 25,624 +353
Total Volume and Open Interest 135,885 455,127 +13,477
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061018 20.30 20.30 20.20 20.20 -0.15 289 2,562 +39
Mar07 061018 20.35 20.35 20.35 20.35 -0.05 11 3,015 +6
May07 061018 20.35 20.35 20.35 20.35 -0.26 145 2,183 +139
Jul07 061018 20.62 20.62 20.60 20.61 -0.01 75 1,933 +70
Total Volume and Open Interest 546 11,671 +255
London Cocoa(LCE)
Dec06 061018 833 844 812 816 -14 6,214 86,794 -124
Mar07 061018 848 861 830 833 -13 3,172 50,766 +125
May07 061018 862 874 844 846 -13 1,128 20,424 +133
Jul07 061018 879 887 859 859 -14 63 13,542 -48
Sep07 061018 892 898 870 871 -15 308 11,586 +125
Dec07 061018 910 913 884 884 -16 280 13,349 +6
Mar08 061018 896 896 896 896 -16 8 4,210 +0
Total Volume and Open Interest 11,173 202,282 +217
London Coffee(LCE)
Nov06 061018 1494.00 1508.00 1477.00 1500.00 +5.00 4,330 44,812 -991
Jan07 061018 1490.00 1504.00 1472.00 1496.00 +7.00 3,947 49,686 +1,844
Mar07 061018 1457.00 1466.00 1442.00 1463.00 +9.00 548 32,236 +203
May07 061018 1460.00 1466.00 1445.00 1463.00 +9.00 436 5,678 -364
Jul07 061018 1460.00 1465.00 1447.00 1465.00 +9.00 714 2,837 +411
Sep07 061018 1454.00 1463.00 1446.00 1463.00 +6.00 500 4,222 +500
Total Volume and Open Interest 10,475 139,947 +1,603
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061018 423.50 427.00 401.90 403.60 -18.40 6,765 22,975 +325
Mar07 061018 386.00 386.00 363.00 365.50 -16.50 3,782 22,769 -319
May07 061018 375.50 375.50 355.90 357.00 -14.00 566 5,687 -169
Aug07 061018 361.90 361.90 346.60 349.00 -14.00 658 3,254 -68
Total Volume and Open Interest 11,834 58,455 -229
Cotton(NYBOT)
Dec06 061018 48.70 48.70 48.08 48.33 -0.87 9,503 118,397 -56
Mar07 061018 51.90 51.90 51.25 51.43 -1.02 4,852 42,589 +1,144
May07 061018 52.90 53.10 52.75 52.87 -1.03 564 5,985 -120
Jul07 061018 54.20 54.20 53.98 54.00 -1.18 1,393 6,043 +890
Oct07 061018 55.50 55.50 55.20 55.30 -0.60 0 86 +0
Dec07 061018 56.50 56.60 56.35 56.35 -0.65 340 10,103 +23
Total Volume and Open Interest 16,687 184,505 +1,901
Lumber(CME)
Nov06 061018 247.7 251.0 246.4 247.0 -5.3 581 2,733 -177
Jan07 061018 265.6 267.6 263.6 264.5 -4.5 715 3,294 +243
Mar07 061018 279.9 281.5 279.0 279.7 -4.3 58 382 +10
May07 061018 287.1 290.5 287.0 290.5 -1.6 4 21 -2
Total Volume and Open Interest 1,360 6,444 +74
Crude Oil(NYM)
Nov06 061018 58.85 59.50 57.40 57.65 -1.28 171,709 80,348 -21,637
Dec06 061018 60.60 61.25 59.05 59.30 -1.36 123,225 310,059 +7,469
Jan07 061018 61.95 62.60 60.65 60.77 -1.36 30,234 110,140 +1,145
Feb07 061018 62.35 62.35 61.80 61.88 -1.28 11,181 39,254 +535
Mar07 061018 63.70 63.70 62.70 62.75 -1.19 10,154 38,848 -204
Apr07 061018 64.45 64.55 63.50 63.50 -1.11 6,034 39,578 -1,081
May07 061018 64.35 64.35 64.16 64.16 -1.03 1,240 31,727 -316
Jun07 061018 65.55 65.55 64.75 64.75 -0.94 7,915 71,584 +1,735
Jul07 061018 65.26 65.26 65.26 65.26 -0.89 1,418 17,041 -206
Aug07 061018 65.73 65.73 65.73 65.73 -0.83 1,421 16,257 +453
Sep07 061018 66.14 66.14 66.14 66.14 -0.79 201 16,549 -199
Oct07 061018 66.50 66.50 66.50 66.50 -0.74 106 18,165 -6
Nov07 061018 66.90 66.90 66.83 66.83 -0.70 350 14,791 -5
Dec07 061018 67.90 68.50 67.10 67.12 -0.67 12,476 112,347 -471
Jan08 061018 67.37 67.37 67.37 67.37 -0.62 600 15,656 +131
Feb08 061018 67.58 67.58 67.58 67.58 -0.58 0 9,943 +0
Total Volume and Open Interest 390,832 1,186,170 -13,434
Heating Oil(NYM)
Nov06 061018 173.50 176.80 168.80 169.59 -3.79 26,661 32,426 -4,627
Dec06 061018 177.00 180.20 172.80 173.18 -3.98 18,545 67,417 +2,488
Jan07 061018 181.50 184.20 177.20 177.68 -3.73 4,146 36,354 +882
Feb07 061018 186.00 186.00 180.25 180.43 -3.58 2,420 18,073 +247
Mar07 061018 184.70 184.70 180.25 180.58 -3.48 513 11,595 +199
Apr07 061018 184.50 184.50 179.58 179.58 -3.33 383 10,258 +56
May07 061018 181.60 181.60 178.58 178.58 -3.18 702 3,669 -121
Jun07 061018 181.10 181.10 178.48 178.48 -3.08 2,333 18,529 +395
Jul07 061018 181.10 181.10 179.48 179.48 -2.98 37 2,487 +2
Aug07 061018 181.50 181.50 181.08 181.08 -2.93 189 2,242 +26
Sep07 061018 187.75 187.75 183.43 183.43 -2.88 28 2,424 -2
Oct07 061018 188.75 188.75 186.13 186.13 -2.83 52 1,320 +20
Total Volume and Open Interest 56,945 217,289 -376
Unleaded Gas(NYM)
Nov06 061018 147.25 150.50 145.25 147.03 +0.70 10,710 13,962 -695
Dec06 061018 149.50 153.00 148.00 149.33 +0.20 2,122 9,730 +531
Jan07 061018 157.00 157.00 153.00 153.03 +0.20 382 4,230 +10
Total Volume and Open Interest 13,214 27,922 -154
RBOB Gasoline(NYMEX)
Nov06 061018 153.50 154.50 148.50 149.75 -2.00 10,934 26,732 -626
Dec06 061018 154.40 156.84 151.10 152.15 -1.85 6,698 25,948 +1,645
Jan07 061018 158.50 159.50 155.00 156.25 -1.10 1,583 15,516 +96
Feb07 061018 162.85 163.25 162.85 163.25 +0.25 271 3,448 +182
Mar07 061018 163.33 163.33 163.33 163.33 -1.67 227 4,970 +135
Apr07 061018 178.08 178.08 178.08 178.08 -1.42 32 4,643 +7
May07 061018 181.10 181.10 181.05 181.05 -2.01 369 6,203 +100
Jun07 061018 182.06 184.51 182.06 184.51 -0.27 905 3,927 -290
Jul07 061018 185.91 185.91 185.91 185.91 -1.00 0 1,487 +0
Aug07 061018 185.58 185.58 185.58 185.58 -1.83 0 956 +0
Total Volume and Open Interest 21,664 99,063 +1,836
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061018 151.83 151.83 151.83 151.83 -1.88      
Jan07 061018 156.03 156.03 156.03 156.03 -2.08      
Feb07 061018 159.88 159.88 159.88 159.88 -2.08      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061018 6.420 6.850 6.410 6.807 +0.365 48,210 63,635 -5,347
Dec06 061018 7.580 7.920 7.540 7.852 +0.150 15,204 85,664 +1,250
Jan07 061018 8.070 8.300 8.050 8.267 +0.015 6,338 67,420 +478
Feb07 061018 8.130 8.305 8.120 8.305 +0.008 2,233 33,755 +797
Mar07 061018 7.980 8.170 7.980 8.170 +0.003 8,623 95,112 +1,855
Apr07 061018 7.555 7.710 7.550 7.710 +0.015 7,730 86,701 +3,470
May07 061018 7.670 7.692 7.640 7.692 +0.012 475 26,463 -92
Jun07 061018 7.720 7.774 7.720 7.774 +0.012 306 13,942 -119
Jul07 061018 7.800 7.869 7.800 7.869 +0.012 580 11,574 -199
Aug07 061018 7.929 7.929 7.929 7.929 +0.014 549 13,798 -40
Sep07 061018 7.900 7.977 7.900 7.977 +0.015 528 11,475 +137
Oct07 061018 8.000 8.052 8.000 8.052 +0.015 1,426 33,580 -227
Nov07 061018 8.580 8.607 8.520 8.607 +0.010 231 20,317 +136
Dec07 061018 9.170 9.177 9.100 9.177 -0.005 364 34,255 -36
Jan08 061018 9.480 9.502 9.430 9.502 -0.015 2,548 30,324 -545
Feb08 061018 9.480 9.492 9.480 9.492 -0.015 71 17,843 -17
Total Volume and Open Interest 99,815 940,537 +2,077
Brent Crude Oil(ICE)
Dec06 061018 61.20 61.56 59.32 59.58 -1.36 87,605 131,017 -5,720
Jan07 061018 62.54 62.76 60.57 60.82 -1.40 39,287 133,982 +4,441
Feb07 061018 63.64 63.64 61.61 61.83 -1.37 13,711 35,102 -628
Mar07 061018 64.50 64.50 62.69 62.69 -1.27 6,110 30,183 +930
Apr07 061018 64.50 64.50 63.47 63.47 -1.16 3,174 22,518 +174
May07 061018 65.00 65.00 64.13 64.13 -1.05 221 16,864 -561
Jun07 061018 65.60 65.65 64.70 64.70 -0.95 6,767 38,762 +1,737
Jul07 061018 65.18 65.18 65.18 65.18 -0.87 0 5,002 +0
Aug07 061018 65.61 65.61 65.61 65.61 -0.81 0 1,640 +0
Sep07 061018 65.95 65.95 65.95 65.95 -0.79 0 3,194 -10
Oct07 061018 66.28 66.28 66.28 66.28 -0.75 0 2,257 +0
Nov07 061018 66.61 66.61 66.61 66.61 -0.71 0 7,897 +0
Dec07 061018 67.45 68.23 66.85 66.85 -0.70 5,989 43,826 +1,664
Jan08 061018 67.11 67.11 67.11 67.11 -0.67 520 6,304 +0
Total Volume and Open Interest 166,632 518,346 +2,248
Gas Oil(ICE)
Nov06 061018 551.00 556.75 536.75 549.00 -8.50 37,558 67,603 -3,906
Dec06 061018 556.00 561.00 541.25 553.50 -8.25 25,017 67,523 +174
Jan07 061018 564.75 567.75 549.25 560.00 -7.75 6,551 36,794 -343
Feb07 061018 566.50 569.75 563.00 565.75 -7.50 1,195 19,723 -98
Mar07 061018 569.00 571.00 569.00 571.00 -7.25 189 13,587 +5
Apr07 061018 573.00 574.50 573.00 574.50 -7.25 149 6,379 -282
May07 061018 577.00 578.50 577.00 578.50 -6.75 58 4,036 +100
Jun07 061018 580.50 582.50 580.50 582.50 -6.25 727 23,717 -5
Jul07 061018 588.25 588.25 588.25 588.25 -6.00 0 2,533 +0
Aug07 061018 594.00 594.00 594.00 594.00 -5.75 0 206 +104
Total Volume and Open Interest 72,730 280,681 -5,240
US Dollar Index(NYBOT)
Dec06 061018 86.57 86.88 86.49 86.67 +0.03 2,195 34,696 -600
Mar07 061018 86.53 86.57 86.38 86.38 +0.03 3 2,031 +1
Jun07 061018 86.10 86.10 86.10 86.10 +0.03 0 13 +0
Total Volume and Open Interest 2,198 36,745 -599
Australian Dollar(CME)
Dec06 061018 75.35 75.37 75.19 75.35 +0.18 1,367 73,332 +1,532
Mar07 061018 75.18 75.18 75.18 75.18 +0.18 1 583 +5
Jun07 061018 75.04 75.04 75.04 75.04 +0.18 0 102 +0
Total Volume and Open Interest 1,368 74,025 +1,537
British Pound(CME)
Dec06 061018 187.30 187.33 186.75 186.86 -0.28 2,345 107,831 +6,029
Mar07 061018 187.10 187.10 186.96 186.96 -0.28 2 665 -58
Jun07 061018 186.96 186.96 186.96 186.96 -0.28 0 12 +0
Total Volume and Open Interest 2,347 108,510 +5,971
Canadian Dollar(CME)
Dec06 061018 87.90 88.22 87.81 88.17 +0.38 7,752 107,989 +13,226
Mar07 061018 88.48 88.48 88.42 88.42 +0.38 22 1,599 +32
Jun07 061018 88.59 88.69 88.59 88.69 +0.38 14 349 +16
Sep07 061018 88.96 88.96 88.96 88.96 +0.38 0 203 +0
Total Volume and Open Interest 7,788 110,173 +13,276
Japanese Yen(CME)
Dec06 061018 85.01 85.01 84.58 84.80 +0.02 1,701 246,622 -2,344
Mar07 061018 85.64 85.84 85.64 85.84 +0.02 3 14,855 +58
Jun07 061018 86.84 86.84 86.84 86.84 +0.02 0 3 +0
Total Volume and Open Interest 1,704 261,575 -2,286
Swiss Franc(CME)
Dec06 061018 79.39 79.39 78.96 79.19 -0.13 865 104,756 -779
Mar07 061018 79.87 79.87 79.87 79.87 -0.13 0 169 -26
Jun07 061018 80.56 80.56 80.56 80.56 -0.13 0 32 +0
Total Volume and Open Interest 865 105,046 -805
EuroFX(CME)
Dec06 061018 125.84 125.88 125.40 125.74 -0.09 3,351 152,563 -250
Mar07 061018 126.27 126.27 126.27 126.27 -0.09 6 1,897 +38
Jun07 061018 126.71 126.71 126.71 126.71 -0.09 0 74 +0
Total Volume and Open Interest 3,357 154,610 -211
Mexican Peso(CME)
Nov06 061018 9207.0 9207.0 9207.0 9207.0 +7.0 0 20 +0
Dec06 061018 9217.0 9220.0 9190.0 9197.0 +7.0 1,027 82,108 +680
Total Volume and Open Interest 1,038 84,107 +681
30-Year T-Bonds(CBOT)
Dec06 061018 110~23 110~31 110~14 110~25 +0~05 386,121 716,114 +2,890
Mar07 061018 110~18 110~29 110~18 110~22 +0~05 4,911 8,027 +2,361
Jun07 061018 110~21 110~21 110~21 110~21 +0~05 0 21 +0
Total Volume and Open Interest 391,032 724,163 +5,251
10-Year T-Notes(CBOT)
Dec06 061018 107~045 107~075 106~295 107~050 +0~015 1,223,749 2,359,277 +7,259
Mar07 061018 107~000 107~075 107~000 107~055 +0~015 7,841 74,188 +641
Total Volume and Open Interest 1,231,590 2,433,467 +7,900
5-Year T-Notes(CBOT)
Dec06 061018 104~285 104~295 104~235 104~285 +0~005 420,552 0 +0
Mar07 061018 104~310 104~310 104~310 104~310 +0~005 2 94 +0
Total Volume and Open Interest 420,554 94 +0
2 Year T-Notes(CBOT)
Dec06 061018 101~122 101~122 101~112 101~120 -0~001 1,942 684,366 +10,326
Mar07 061018 102~012 102~012 102~012 102~012 -0~001 0 10 +0
Total Volume and Open Interest 1,942 684,376 +10,326
Eurodollars(CME)
Dec06 061018 94.610 94.610 94.600 94.610 unch 20,635 1,416,615 +8,900
Mar07 061018 94.685 94.695 94.665 94.695 +0.005 19,286 1,367,968 -10,440
Jun07 061018 94.820 94.825 94.785 94.825 +0.005 12,702 1,197,007 +12,185
Sep07 061018 94.960 94.965 94.920 94.960 +0.005 12,357 1,066,306 +4,965
Dec07 061018 95.035 95.040 94.990 95.035 +0.005 22,211 1,129,724 +28,240
Mar08 061018 95.060 95.060 95.020 95.055 +0.005 15,880 754,988 -2,203
Jun08 061018 95.045 95.045 95.000 95.040 +0.005 11,860 528,541 +5,114
Sep08 061018 95.020 95.030 94.975 95.020 +0.010 11,944 409,912 +5,566
Dec08 061018 94.990 94.990 94.950 94.990 +0.010 4,203 343,968 +2,096
Mar09 061018 94.935 94.975 94.935 94.970 +0.010 3,700 333,625 -2,444
Jun09 061018 94.915 94.945 94.915 94.945 +0.015 3,647 223,427 +940
Sep09 061018 94.890 94.920 94.890 94.920 +0.015 3,003 145,609 -806
Dec09 061018 94.885 94.885 94.855 94.880 +0.015 1,311 134,220 -207
Mar10 061018 94.865 94.865 94.835 94.860 +0.015 1,459 121,860 -736
Jun10 061018 94.830 94.830 94.800 94.830 +0.020 1,350 101,199 +119
Sep10 061018 94.770 94.800 94.770 94.800 +0.020 909 89,642 -534
Dec10 061018 94.730 94.760 94.730 94.760 +0.020 1,593 98,234 +146
Mar11 061018 94.715 94.745 94.715 94.745 +0.020 2,497 53,606 +283
Total Volume and Open Interest 157,549 9,731,151 +50,678
3-Mth Euro-Yen(CME)
Dec06 061018 99.42 99.42 99.42 99.42 -0.01 533 21,186 -1,065
Mar07 061018 99.28 99.28 99.28 99.28 -0.02 987 11,491 +299
Jun07 061018 99.15 99.15 99.15 99.15 -0.03 297 9,237 +0
Sep07 061018 99.04 99.04 99.04 99.04 -0.04 10 2,733 +360
Dec07 061018 98.94 98.94 98.94 98.94 -0.04 22 7,281 +8
Mar08 061018 98.84 98.84 98.84 98.84 -0.04 0 3,197 -27
Jun08 061018 98.75 98.75 98.75 98.75 -0.03 0 269 +0
Sep08 061018 98.67 98.67 98.67 98.67 -0.04 0 1 +0
Dec08 061018 98.56 98.56 98.56 98.56 -0.02 6 6 +2
Mar09 061018 98.43 98.43 98.43 98.43 -0.02      
Total Volume and Open Interest 1,855 55,401 -423
3-Mth Euro-Yen(SIMEX)
Dec06 061018 99.43 99.44 99.41 99.42 -0.01 2,896 91,199 +953
Mar07 061018 99.30 99.30 99.26 99.28 -0.01 3,384 72,411 +200
Jun07 061018 99.18 99.19 99.15 99.15 -0.02 3,550 39,416 +1,742
Sep07 061018 99.08 99.08 99.04 99.04 -0.02 1,263 29,267 +884
Dec07 061018 98.98 98.98 98.93 98.94 -0.02 1,916 48,036 +69
Mar08 061018 98.88 98.88 98.83 98.84 -0.02 566 25,784 -66
Jun08 061018 98.78 98.78 98.74 98.75 -0.02 2,657 7,400 +2,657
Sep08 061018 98.64 98.67 98.64 98.67 -0.02 654 1,114 +654
Total Volume and Open Interest 16,886 316,162 +7,093
German Euro-Bund(EUREX)
Dec06 061018 117.22 117.37 117.04 117.18 -0.15 842,967 1,458,480 -4,428
Mar07 061018 117.34 117.37 117.19 117.33 -0.14 350 7,337 +25
Jun07 061018 116.78 116.78 116.78 116.78 -0.15 46 3 +0
Total Volume and Open Interest 843,363 1,465,820 -4,403
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061018 109.73 109.75 109.73 109.75 -0.07 1,589 5,688 +1,391
Jun07 061018 108.04 108.04 108.04 108.04 -0.07      
Total Volume and Open Interest 350,353 917,924 -24,623
Long Gilt(LIFFE)
Dec06 061018 109~04 109~10 108~30 109~02 -0~04 86,153 243,398 +2,819
Mar07 061018 108~30 108~30 108~30 108~30 -0~04      
Total Volume and Open Interest 86,153 243,426 +2,819
3-Mth Short Sterling(LIFFE)
Dec06 061018 94.73 94.73 94.73 94.73 unch 55,218 388,661 +1,557
Mar07 061018 94.63 94.63 94.63 94.63 -0.01 77,415 443,082 +8,904
Jun07 061018 94.61 94.61 94.61 94.61 -0.01 80,517 380,945 +6,995
Total Volume and Open Interest 362,550 2,105,971 +11,064
3-Mth Euribor(LIFFE)
Dec06 061018 96.295 96.310 96.295 96.305 +0.005 43,239 704,894 +1,204
Mar07 061018 96.175 96.215 96.165 96.195 +0.010 75,382 656,618 +14,312
Jun07 061018 96.145 96.195 96.130 96.170 +0.010 82,149 552,762 +2,014
Total Volume and Open Interest 445,394 3,433,921 -14,872
3-Mth Aus T-Bills(SFE)
Dec06 061018 93.62 93.62 93.60 93.61 -0.01 9,376 166,834 -3,012
Mar07 061018 93.56 93.57 93.55 93.56 -0.01 33,640 310,976 +10,793
Jun07 061018 93.58 93.59 93.56 93.57 -0.01 8,988 101,511 +5,489
Sep07 061018 93.61 93.61 93.59 93.60 -0.01 3,143 51,932 +1,755
Dec07 061018 93.63 93.63 93.62 93.62 -0.01 738 32,250 -113
Mar08 061018 93.63 93.63 93.63 93.63 -0.01 100 17,354 +161
Jun08 061018 93.64 93.64 93.64 93.64 -0.01 404 16,093 +2,434
Sep08 061018 93.64 93.64 93.64 93.64 -0.01 200 7,166 -492
Dec08 061018 93.64 93.64 93.64 93.64 -0.01 3 2,971 -124
Mar09 061018 93.63 93.63 93.63 93.63 -0.01 0 1,875 -100
Total Volume and Open Interest 56,592 710,117 +16,791
10-Year Aus T-Bonds(SFE)
Dec06 061018 94.31 94.31 94.27 94.28 -0.01 32,802 454,920 -2,699
Mar07 061018 94.28 94.28 94.28 94.28 -0.01      
Total Volume and Open Interest 32,802 454,920 -2,699
3-Year Aus T-Bonds(SFE)
Dec06 061018 94.07 94.08 94.05 94.06 -0.01 71,578 612,962 -46,919
Mar07 061018 94.06 94.06 94.06 94.06 -0.01      
Total Volume and Open Interest 71,578 612,962 -46,919
Gold(CMX)
Oct06 061018 592.5 594.0 588.9 588.9 -0.8 14 139 -4
Dec06 061018 597.0 598.0 592.0 592.6 -0.9 34,878 191,923 -527
Feb07 061018 603.0 603.5 598.0 598.5 -0.9 1,806 31,899 +424
Apr07 061018 604.2 604.2 604.2 604.2 -0.9 78 7,033 +6
Jun07 061018 612.5 613.8 609.8 609.8 -0.8 493 22,015 +214
Aug07 061018 615.4 615.4 615.4 615.4 -0.8 4 1,809 +0
Oct07 061018 621.0 621.0 621.0 621.0 -0.6 0 11,680 +0
Dec07 061018 626.6 626.6 626.6 626.6 -0.6 490 30,271 +180
Feb08 061018 632.1 632.1 632.1 632.1 -0.6 0 2,326 +0
Apr08 061018 637.5 637.5 637.5 637.5 -0.6 0 1,165 +0
Jun08 061018 643.0 643.0 643.0 643.0 -0.5 0 6,235 +0
Aug08 061018 648.5 648.5 648.5 648.5 -0.5      
Total Volume and Open Interest 38,313 329,875 +743
Silver(CMX)
Dec06 061018 1186.5 1198.0 1178.0 1182.0 +4.0 12,156 65,175 +823
Mar07 061018 1206.0 1215.0 1198.0 1198.0 +4.0 1,415 17,496 +949
May07 061018 1206.2 1206.2 1206.2 1206.2 +3.7 10 4,040 +10
Jul07 061018 1236.0 1236.0 1214.2 1214.2 +3.3 10 8,362 +5
Sep07 061018 1220.6 1220.6 1220.6 1220.6 +3.3 2 1,932 +0
Dec07 061018 1233.0 1233.0 1226.0 1226.3 +3.3 22 4,748 +5
Mar08 061018 576.3 576.3 576.3 576.3 +3.3 0 131 +0
Total Volume and Open Interest 13,631 106,890 +1,799
Platinum(NYM)
Oct06 061018 1089.6 1089.6 1089.6 1089.6 +10.1 0 31 +0
Jan07 061018 1090.0 1095.0 1087.0 1093.1 +10.1 1,002 7,234 +87
Apr07 061018 1091.0 1098.1 1091.0 1098.1 +10.1 20 17 -20
Jul07 061018 447.7 447.7 447.7 447.7 +10.1 0 6 +0
Total Volume and Open Interest 1,022 7,288 +67
Palladium(NYME)
Dec06 061018 325.00 337.40 325.00 332.50 +12.90 447 11,301 +54
Mar07 061018 337.50 337.50 337.50 337.50 +12.90 3 164 -1
Jun07 061018 343.00 343.00 343.00 343.00 +12.90 0 32 +0
Total Volume and Open Interest 450 11,498 +53
Copper(CMX)
Dec06 061018 349.00 351.80 346.50 349.60 unch 9,536 51,980 +921
Mar07 061018 346.00 348.50 346.00 346.70 +0.30 1,766 6,959 +714
May07 061018 340.50 341.95 340.50 341.95 +0.55 574 1,870 +342
Jul07 061018 335.50 335.50 335.50 335.50 +0.90 14 1,448 +11
Sep07 061018 328.50 328.50 328.50 328.50 +1.45 0 572 +0
Total Volume and Open Interest 12,496 72,713 +1,860
Aluminum(CMX)
Oct06 061018 122.75 122.75 122.75 122.75 +1.35 4 8 -2
Nov06 061018 123.50 123.50 123.50 123.50 +1.40 4 141 +4
Dec06 061018 124.00 124.00 124.00 124.00 +1.30 1 593 +1
Jan07 061018 122.85 122.85 122.85 122.85 +1.30 0 10 +0
Feb07 061018 121.90 121.90 121.90 121.90 +1.30      
Mar07 061018 120.95 120.95 120.95 120.95 +1.30      
Total Volume and Open Interest 9 810 +3
DJIA Index(CBOT)
Dec06 061018 12035 12098 11996 12040 +26 4,267 61,993 +91
Mar07 061018 12140 12150 12123 12123 +26 7 81 -2
Jun07 061018 12210 12210 12210 12210 +26 0 1 +0
Sep07 061018 12295 12295 12295 12295 +26 0 2 +0
Total Volume and Open Interest 4,274 62,077 +89
S & P 500(CME)
Dec06 061018 1377.30 1380.20 1367.80 1372.50 +0.80 31,447 593,699 -803
Mar07 061018 1385.00 1385.00 1380.50 1384.10 +0.80 625 6,666 +494
Jun07 061018 1396.10 1396.10 1396.10 1396.10 +1.10 0 4,686 +0
Sep07 061018 1408.60 1408.60 1408.60 1408.60 +1.10 0 1,493 +0
Total Volume and Open Interest 32,072 606,835 -309
S & P 500 E-Mini(Globex)
Dec06 061018 1372.25 1380.25 1367.75 1372.50 +0.75 1,312,925 1,549,527 +10,636
Mar07 061018 1384.25 1392.00 1380.00 1384.00 +0.75 2,559 7,946 +825
Total Volume and Open Interest 1,315,484 1,557,473 +11,461
NASDAQ 100(CME)
Dec06 061018 1731.00 1734.50 1707.00 1715.00 -5.30 5,355 53,717 -573
Mar07 061018 1736.00 1736.00 1736.00 1736.00 -5.30 0 5 +0
Jun07 061018 1754.00 1754.00 1754.00 1754.00 -5.30 0 5 +0
Total Volume and Open Interest 5,355 53,727 -573
NASDAQ 100 E-Mini(Globex)
Dec06 061018 1723.30 1734.30 1707.30 1715.00 -5.30 339,612 485,709 -18,544
Mar07 061018 1749.30 1754.30 1732.30 1736.00 -5.30 22 414 -4
Total Volume and Open Interest 339,634 486,123 -18,548
S & P Midcap 400(CME)
Dec06 061018 793.00 793.75 786.75 787.70 -0.40 66 8,361 +11
Mar07 061018 794.70 794.70 794.70 794.70 -0.40      
Jun07 061018 801.70 801.70 801.70 801.70 -0.40      
Total Volume and Open Interest 66 8,361 +11
Russell 2000(CME)
Dec06 061018 775.25 777.30 766.00 768.80 -1.50 885 35,697 +247
Mar07 061018 775.30 775.30 775.30 775.30 -1.50 0 34 +0
Jun07 061018 781.80 781.80 781.80 781.80 -1.50      
Total Volume and Open Interest 885 35,736 +247
Russell 2000 E-Mini(Globex)
Dec06 061018 770.80 777.80 765.50 768.80 -1.50 194,348 415,657 -6,470
Mar07 061018 779.00 784.20 772.70 775.30 -1.50 64 316 -5
Total Volume and Open Interest 194,412 415,973 -6,475
Value Line(KCBT)
Dec06 061018 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061018 16790 16790 16650 16700 +115      
Mar07 061018 16600 16725 16600 16725 +115      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061018 16570 16700 16475 16660 +35 43,109 250,719 +910
Mar07 061018 16555 16695 16500 16670 +40 0 64 +1
Jun07 061018 16615 16615 16615 16615 +40 0 1 +0
Total Volume and Open Interest 43,109 251,038 +911
CAC 40(EURONEXT)
Oct06 061018 5328.5 5385.0 5324.5 5359.5 +58.0 212,472 537,067 +20,115
Nov06 061018 5337.5 5397.5 5337.5 5372.0 +58.0 125,314 157,072 +119,058
Dec06 061018 5346.5 5395.5 5342.0 5373.5 +58.0 2,397 82,777 +314
Total Volume and Open Interest 340,183 777,214 +139,487
Hang Seng Index(HKFE)
Oct06 061018 17925 18066 17877 18035 +60 22,209 119,660 -609
Nov06 061018 17905 18065 17880 18037 +63 684 4,755 +371
Dec06 061018 17916 18100 17916 18077 +62 81 1,601 -8
Total Volume and Open Interest 22,984 126,404 -243
DAX(EUREX)
Dec06 061018 6172.5 6247.5 6172.5 6219.5 +76.0 169,823 219,877 -182
Mar07 061018 6235.5 6302.5 6235.0 6277.5 +76.5 291 7,532 -18
Jun07 061018 6296.0 6363.5 6294.0 6338.0 +77.5 208 2,021 +2
Total Volume and Open Interest 170,322 229,430 -198
FT-SE 100(EURONEXT)
Dec06 061018 6157.00 6187.00 6140.00 6170.00 +44.00 83,775 512,009 +4,234
Mar07 061018 6170.50 6202.50 6170.00 6189.00 +44.50 86 2,798 -4
Jun07 061018 6211.00 6211.00 6211.00 6211.00 +46.00 0 1,751 +0
Total Volume and Open Interest 83,861 517,061 +4,230
SPI 200(SFE)
Dec06 061018 5284.0 5329.0 5267.0 5321.0 +35.0 15,298 272,414 +2,037
Mar07 061018 5286.0 5333.0 5286.0 5333.0 +36.0 26 3,055 +19
Jun07 061018 5317.0 5362.0 5317.0 5362.0 +35.0 165 2,576 +69
Total Volume and Open Interest 15,933 281,056 +2,462
GSCI(CME)
Nov06 061018 438.40 442.20 432.75 434.00 -5.80 589 20,293 -40
Dec06 061018 443.00 443.00 443.00 443.00 -7.10 0 1 +0
Jan07 061018 448.00 448.00 448.00 448.00 -6.50      
Total Volume and Open Interest 589 20,294 -40
Reuters CRB Index(NYBOT)
Nov06 061018 382.50 383.00 379.75 379.75 -3.25 13 304 -4
Jan07 061018 385.00 385.00 382.75 382.75 -3.25 0 423 +0
Feb07 061018 382.75 382.75 382.75 382.75 -3.25 0 7 +0
Total Volume and Open Interest 13 937 -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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