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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 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061020 612.50 613.50 604.50 606.50 -1.50 41,254 119,217 -8,939
Jan07 061020 626.00 627.00 618.00 620.25 -2.25 18,217 156,370 +5,151
Mar07 061020 633.00 633.50 625.50 628.00 -0.75 7,843 35,653 +676
May07 061020 639.00 640.00 632.50 634.50 -1.00 5,162 23,413 +721
Jul07 061020 647.00 649.00 641.00 643.00 -2.25 3,005 23,819 +312
Aug07 061020 650.00 651.00 646.00 646.00 -3.00 119 465 +54
Sep07 061020 651.00 653.00 650.00 650.00 -2.50 115 177 +25
Total Volume and Open Interest 78,524 396,672 -453
Soybean Meal(CBOT)
Dec06 061020 179.00 181.50 178.40 180.40 +1.70 16,567 75,518 -1,960
Jan07 061020 180.30 182.00 179.30 181.40 +1.70 3,531 23,035 +111
Mar07 061020 182.50 184.80 181.60 182.90 +1.10 3,463 24,705 +517
May07 061020 184.80 186.00 183.60 185.20 +1.50 3,215 28,002 +834
Jul07 061020 186.50 188.00 185.60 186.40 +0.50 1,345 26,977 +385
Aug07 061020 189.30 189.30 186.70 187.00 unch 338 6,554 -35
Sep07 061020 188.50 189.50 187.60 187.80 +0.30 180 3,642 +71
Oct07 061020 188.50 190.00 187.50 187.90 +0.80 20 2,380 +11
Total Volume and Open Interest 29,646 199,134 +383
Soybean Oil(CBOT)
Dec06 061020 26.72 26.73 26.10 26.17 -0.37 25,682 81,936 -5,979
Jan07 061020 27.05 27.10 26.48 26.54 -0.35 4,505 70,446 +764
Mar07 061020 27.40 27.42 26.79 26.85 -0.31 4,038 22,470 -234
May07 061020 27.70 27.70 27.10 27.17 -0.33 2,195 30,263 +874
Jul07 061020 28.03 28.03 27.50 27.50 -0.32 2,097 20,615 +477
Aug07 061020 28.15 28.15 27.63 27.63 -0.32 293 3,767 +199
Sep07 061020 28.05 28.18 27.75 27.75 -0.30 115 2,164 -72
Oct07 061020 28.31 28.31 27.88 27.88 -0.28 0 2,433 +0
Total Volume and Open Interest 41,171 254,139 -3,923
Canola(WCE)
Nov06 061020 324.8 325.4 320.0 320.5 -4.2 5,843 12,892 -2,346
Jan07 061020 334.6 335.0 329.2 329.9 -4.5 11,729 46,733 +936
Mar07 061020 339.3 340.5 334.9 335.9 -5.0 721 3,905 +129
May07 061020 348.3 348.3 338.2 340.2 -5.4 239 2,841 +5
Jul07 061020 350.0 350.0 343.1 343.3 -7.9 14 7,458 +10
Total Volume and Open Interest 18,798 80,856 -1,042
Corn(CBOT)
Dec06 061020 317.00 317.50 311.50 312.75 -3.25 50,013 560,308 -7,166
Mar07 061020 328.50 328.50 323.75 324.75 -2.25 20,918 261,156 +4,545
May07 061020 334.00 334.00 330.00 331.50 -1.50 5,218 52,199 -388
Jul07 061020 338.50 339.00 335.25 336.50 -1.00 14,423 128,279 -4
Sep07 061020 330.00 332.00 328.50 329.50 -1.25 1,331 24,281 +765
Dec07 061020 329.75 331.50 327.00 328.75 -1.00 21,142 179,681 +1,143
Total Volume and Open Interest 115,776 1,303,808 -1,277
Wheat(CBOT)
Dec06 061020 515.00 515.50 502.50 505.00 -8.00 14,290 247,798 -299
Mar07 061020 523.00 525.00 516.00 524.50 unch 7,622 80,538 +483
May07 061020 502.00 503.00 497.00 501.50 unch 348 6,273 +51
Jul07 061020 458.50 467.00 457.00 466.00 +7.50 4,495 75,399 +120
Sep07 061020 460.00 462.00 459.00 462.00 unch 315 1,796 -202
Total Volume and Open Interest 30,115 474,012 +913
Wheat(KCBT)
Dec06 061020 533.50 534.50 528.00 531.00 +1.00 5,072 65,167 -738
Mar07 061020 547.00 547.00 539.50 543.25 +3.00 3,031 26,146 +30
May07 061020 525.00 527.00 523.50 525.00 +0.50 164 1,803 +7
Jul07 061020 480.00 485.00 478.00 484.50 +2.50 1,480 28,596 -11
Sep07 061020 482.00 484.00 479.50 484.00 +2.00 69 2,676 -7
Total Volume and Open Interest 9,938 135,222 -734
Wheat(MGE)
Dec06 061020 514.00 514.00 507.00 509.75 -0.50 3,162 21,227 -327
Mar07 061020 531.00 531.00 522.00 525.00 -1.50 1,723 14,759 +354
May07 061020 527.00 530.00 527.00 528.00 -1.00 16 1,503 +8
Jul07 061020 513.00 517.00 513.00 517.00 +2.00 44 1,098 +2
Sep07 061020 475.00 477.75 471.00 475.00 +1.50 39 2,899 +15
Total Volume and Open Interest 5,173 48,217 -12
Oats(CBOT)
Dec06 061020 227.00 227.25 224.00 224.25 -4.75 909 11,094 -56
Mar07 061020 233.00 233.00 230.50 230.75 -4.25 294 2,009 +67
May07 061020 236.00 236.00 234.50 234.50 -2.50 0 127 +0
Jul07 061020 238.00 238.00 238.00 238.00 -2.00 4 120 +14
Total Volume and Open Interest 1,207 13,438 +28
Rough Rice(CBOT)
Nov06 061020 9.55 9.63 9.52 9.63 +0.05 141 4,286 -78
Jan07 061020 9.86 9.94 9.82 9.93 +0.05 85 4,864 +5
Mar07 061020 10.13 10.20 10.13 10.20 +0.04 64 2,424 +18
May07 061020 10.38 10.40 10.38 10.40 unch 30 1,178 +10
Total Volume and Open Interest 435 13,706 +30
Live Cattle(CME)
Oct06 061020 87.675 88.050 87.300 87.675 -0.200 2,579 11,514 -1,025
Dec06 061020 86.900 87.600 86.750 87.075 -0.125 10,424 107,970 -152
Feb07 061020 89.750 90.300 89.650 90.200 +0.250 4,380 38,620 -123
Apr07 061020 89.650 90.050 89.600 90.025 +0.375 1,950 24,951 +324
Jun07 061020 85.750 86.200 85.725 86.050 +0.325 261 10,399 +153
Aug07 061020 84.400 84.650 84.350 84.600 +0.125 275 5,276 +143
Total Volume and Open Interest 19,962 200,668 -624
Feeder Cattle(CME)
Oct06 061020 106.400 106.600 106.000 106.325 -0.375 437 1,975 -109
Nov06 061020 104.500 105.075 104.100 104.750 +0.050 2,368 6,645 -62
Jan07 061020 103.250 103.550 102.800 103.525 +0.150 2,072 10,723 +70
Mar07 061020 101.600 102.000 101.275 101.950 +0.100 193 2,305 +114
Apr07 061020 101.500 101.775 101.500 101.775 +0.025 30 274 +7
May07 061020 101.300 101.750 101.275 101.750 unch 64 544 +39
Aug07 061020 104.200 104.550 104.200 104.500 -0.100 5 372 +3
Total Volume and Open Interest 5,170 23,341 +63
Lean Hogs(CME)
Dec06 061020 58.700 59.450 58.500 59.350 +0.675 11,152 98,181 -1,578
Feb07 061020 61.300 62.100 60.950 62.000 +0.825 4,245 36,089 +728
Apr07 061020 62.550 63.700 62.500 63.650 +0.900 2,204 19,749 -81
May07 061020 66.500 67.700 66.500 67.675 +0.900 37 1,829 -13
Jun07 061020 68.150 69.000 68.050 68.975 +0.675 473 9,810 -98
Jul07 061020 66.300 67.150 66.300 67.150 +1.000 144 1,808 +53
Aug07 061020 64.300 65.150 64.300 65.150 +0.775 116 1,476 +19
Oct07 061020 57.800 58.250 57.800 58.250 +0.550 118 887 +70
Total Volume and Open Interest 18,507 169,868 -889
Pork Bellies(CME)
Feb07 061020 87.150 88.000 87.100 87.525 +0.025 83 820 -35
Mar07 061020 87.650 87.650 87.500 87.650 +0.100 0 61 +0
May07 061020 89.550 89.550 89.550 89.550 -0.050 1 12 +1
Jul07 061020 91.050 91.050 91.050 91.050 -0.050 0 1 +0
Aug07 061020 91.150 91.150 91.150 91.150 unch 0 1 +0
Total Volume and Open Interest 84 895 -34
Class III Milk(CME)
Oct06 061020 12.38 12.38 12.32 12.32 -0.03 10 3,971 -8
Nov06 061020 12.41 12.98 12.41 12.89 +0.46 116 4,088 -17
Dec06 061020 12.72 13.05 12.72 13.00 +0.29 126 3,740 -4
Jan07 061020 12.85 13.58 12.85 13.15 +0.31 142 2,193 +75
Feb07 061020 12.82 13.10 12.82 13.10 +0.30 112 1,809 +20
Total Volume and Open Interest 1,162 27,877 +279
Cocoa(NYBOT)
Dec06 061020 1443 1447 1427 1434 -9 5,221 79,641 -680
Mar07 061020 1478 1480 1464 1469 -9 4,404 32,739 -216
May07 061020 1502 1502 1492 1492 -9 234 13,627 -3
Jul07 061020 1515 1515 1515 1515 -10 134 6,209 +65
Sep07 061020 1538 1539 1538 1539 -10 59 11,448 -14
Dec07 061020 1569 1569 1560 1562 -10 1,730 9,693 +1,070
Mar08 061020 1590 1590 1590 1590 -10 0 2,677 -146
Total Volume and Open Interest 11,782 159,623 +76
Coffee "C"(NYBOT)
Dec06 061020 101.90 103.00 101.25 102.05 +0.20 6,265 70,325 -73
Mar07 061020 106.25 106.85 105.25 106.00 +0.15 2,454 23,288 +95
May07 061020 108.75 109.00 108.00 108.65 +0.10 1,025 4,838 +4
Jul07 061020 110.75 111.40 110.75 111.15 +0.10 460 2,445 +69
Sep07 061020 113.75 113.90 113.40 113.60 +0.20 397 2,096 -70
Dec07 061020 116.95 116.95 116.60 116.60 +0.25 685 2,531 +19
Total Volume and Open Interest 11,613 110,808 -60
Orange Juice(NYBOT)
Nov06 061020 192.30 193.10 191.80 192.30 +0.25 761 10,482 -1,189
Jan07 061020 192.50 194.50 192.00 193.45 +1.30 1,874 17,336 +482
Mar07 061020 192.10 193.10 192.00 192.85 +1.20 55 4,058 +18
May07 061020 191.25 191.85 191.25 191.85 +0.95 15 964 -8
Jul07 061020 190.85 190.85 190.85 190.85 +0.20 0 176 +0
Total Volume and Open Interest 2,711 33,154 -693
Sugar #11(NYBOT)
Mar07 061020 11.50 11.76 11.46 11.71 +0.12 36,025 249,208 -3,146
May07 061020 11.70 11.87 11.65 11.86 +0.12 9,030 63,936 +671
Jul07 061020 11.75 11.86 11.68 11.86 +0.10 6,345 55,079 +39
Oct07 061020 11.94 12.10 11.89 12.06 +0.12 3,575 39,913 -571
Mar08 061020 12.19 12.40 12.19 12.37 +0.18 1,301 26,599 -34
Total Volume and Open Interest 56,875 457,485 -2,467
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061020 20.15 20.20 20.11 20.19 unch 54 2,333 +27
Mar07 061020 20.12 20.28 20.12 20.28 unch 15 2,774 +4
May07 061020 20.33 20.35 20.33 20.35 +0.02 5 2,200 +2
Jul07 061020 20.56 20.56 20.56 20.56 unch 38 1,944 +21
Total Volume and Open Interest 147 11,295 +84
London Cocoa(LCE)
Dec06 061020 827 829 814 816 -9 3,190 85,934 +475
Mar07 061020 845 847 831 834 -9 1,366 51,780 +417
May07 061020 853 853 845 847 -9 185 20,184 -125
Jul07 061020 867 867 860 860 -9 32 13,521 -13
Sep07 061020 875 875 870 872 -9 74 11,938 -9
Dec07 061020 885 885 885 885 -9 0 13,319 +0
Mar08 061020 897 897 897 897 -9 0 4,210 +0
Total Volume and Open Interest 4,858 202,493 +741
London Coffee(LCE)
Nov06 061020 1490.00 1495.00 1480.00 1486.00 -4.00 4,494 39,392 -3,046
Jan07 061020 1485.00 1491.00 1475.00 1483.00 -2.00 4,663 55,106 +2,098
Mar07 061020 1444.00 1456.00 1440.00 1449.00 unch 1,855 33,397 +258
May07 061020 1449.00 1460.00 1440.00 1451.00 unch 214 5,497 -52
Jul07 061020 1444.00 1456.00 1444.00 1450.00 +2.00 189 3,326 -3
Sep07 061020 1460.00 1462.00 1449.00 1449.00 +2.00 164 4,530 -42
Total Volume and Open Interest 11,626 141,767 -747
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061020 399.80 400.00 394.80 399.00 -1.00 3,623 21,968 -303
Mar07 061020 363.50 364.00 357.50 362.50 -1.50 1,358 22,718 -253
May07 061020 352.10 356.50 351.70 356.50 unch 309 5,919 +66
Aug07 061020 346.90 350.00 344.80 349.50 unch 400 3,398 +150
Total Volume and Open Interest 5,699 57,822 -331
Cotton(NYBOT)
Dec06 061020 48.90 49.25 48.45 49.21 +0.46 7,129 117,541 -565
Mar07 061020 52.00 52.60 51.85 52.45 +0.50 2,971 43,977 +85
May07 061020 53.50 54.00 53.50 54.00 +0.60 417 6,274 +252
Jul07 061020 54.60 55.05 54.50 55.00 +0.40 331 6,266 +109
Oct07 061020 56.00 56.10 56.00 56.10 +0.25 11 99 +5
Dec07 061020 56.70 57.20 56.70 57.00 +0.45 371 9,849 -250
Total Volume and Open Interest 11,230 185,310 -364
Lumber(CME)
Nov06 061020 244.7 245.8 243.2 243.4 -3.6 462 2,498 -109
Jan07 061020 264.0 264.4 262.2 263.6 -1.4 345 3,488 +11
Mar07 061020 278.0 280.6 278.0 279.8 +1.4 7 366 -1
May07 061020 288.5 289.8 288.5 289.8 -0.3 2 23 +0
Total Volume and Open Interest 820 6,389 -99
Crude Oil(NYM)
Nov06 061020 58.35 58.45 56.55 56.82 -1.68 104,797 24,210 -44,952
Dec06 061020 60.30 60.40 59.10 59.33 -1.17 193,145 330,077 +11,514
Jan07 061020 61.85 61.85 60.80 60.91 -0.97 38,063 115,009 +2,744
Feb07 061020 62.90 62.90 62.00 62.07 -0.79 12,045 39,866 +928
Mar07 061020 63.55 63.55 62.85 62.94 -0.70 6,882 37,649 +517
Apr07 061020 64.35 64.50 63.64 63.64 -0.68 2,815 39,274 -464
May07 061020 65.10 65.10 64.24 64.24 -0.66 3,051 32,003 -919
Jun07 061020 65.00 65.15 64.75 64.75 -0.65 7,053 69,142 +63
Jul07 061020 65.21 65.21 65.21 65.21 -0.64 2,875 15,349 -1,643
Aug07 061020 65.63 65.63 65.63 65.63 -0.63 1,014 17,970 +404
Sep07 061020 65.99 65.99 65.99 65.99 -0.62 2,453 16,803 -394
Oct07 061020 66.65 66.65 66.31 66.31 -0.61 350 18,311 +125
Nov07 061020 67.10 67.10 66.60 66.60 -0.60 165 14,691 +140
Dec07 061020 67.45 67.45 66.84 66.84 -0.61 18,312 113,697 -887
Jan08 061020 67.04 67.04 67.04 67.04 -0.62 1,772 14,756 -1,050
Feb08 061020 67.22 67.22 67.22 67.22 -0.62 280 9,943 +0
Total Volume and Open Interest 410,855 1,149,389 -33,544
Heating Oil(NYM)
Nov06 061020 170.00 170.30 167.20 168.00 -4.01 22,890 27,819 -1,929
Dec06 061020 174.20 174.50 171.50 172.24 -3.65 19,892 72,036 +1,489
Jan07 061020 179.50 179.50 177.00 177.24 -3.40 4,753 36,627 +88
Feb07 061020 180.00 181.25 180.00 180.24 -3.15 2,883 18,950 +610
Mar07 061020 182.75 182.75 180.25 180.54 -3.05 696 11,952 +126
Apr07 061020 180.50 180.50 179.74 179.74 -2.95 455 10,446 +33
May07 061020 179.10 179.74 178.94 178.94 -2.80 240 3,752 +93
Jun07 061020 179.50 179.50 178.94 178.94 -2.70 2,187 18,742 -46
Jul07 061020 180.64 180.90 179.99 179.99 -2.65 207 2,440 -45
Aug07 061020 181.64 181.64 181.64 181.64 -2.60 406 2,553 +310
Sep07 061020 184.54 184.54 183.99 183.99 -2.55 1,492 3,127 +701
Oct07 061020 186.69 186.69 186.69 186.69 -2.50 23 1,336 +14
Total Volume and Open Interest 57,165 220,845 +1,865
Unleaded Gas(NYM)
Nov06 061020 148.00 149.50 146.00 146.72 -2.22 6,739 12,915 -192
Dec06 061020 150.00 150.50 148.00 148.37 -2.62 1,270 9,814 -53
Jan07 061020 151.77 151.77 151.77 151.77 -2.72 246 4,377 +58
Total Volume and Open Interest 8,255 27,106 -187
RBOB Gasoline(NYMEX)
Nov06 061020 153.00 153.50 149.75 150.94 -1.56 14,824 21,839 -2,760
Dec06 061020 155.63 155.63 151.75 153.24 -1.46 8,244 28,989 +2,143
Jan07 061020 160.00 160.00 156.00 157.29 -1.27 1,466 16,098 +250
Feb07 061020 160.80 162.30 160.80 161.09 +0.84 166 3,600 +80
Mar07 061020 164.50 164.64 163.50 164.64 -0.36 276 5,272 -32
Apr07 061020 179.29 179.29 179.29 179.29 -2.00 225 4,886 +48
May07 061020 182.29 182.29 182.29 182.29 -2.00 417 6,572 +232
Jun07 061020 184.74 184.74 184.74 184.74 -2.00 187 4,204 -33
Jul07 061020 186.19 186.19 186.19 186.19 -0.66 224 1,646 +159
Aug07 061020 186.79 186.79 186.79 186.79 -2.00 85 966 +0
Total Volume and Open Interest 26,214 99,564 +187
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061020 153.24 153.24 153.24 153.24 -2.39      
Jan07 061020 157.29 157.29 157.29 157.29 -1.85      
Feb07 061020 161.09 161.09 161.09 161.09 -1.95      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov06 061020 7.060 7.300 6.980 7.241 +0.109 50,703 56,329 -4,250
Dec06 061020 7.910 8.240 7.900 8.151 +0.119 17,605 86,439 +975
Jan07 061020 8.280 8.520 8.280 8.471 +0.069 7,253 69,445 +1,183
Feb07 061020 8.350 8.540 8.300 8.481 +0.054 3,746 35,885 +1,152
Mar07 061020 8.140 8.380 8.140 8.306 +0.029 3,211 95,652 +47
Apr07 061020 7.700 7.800 7.640 7.756 -0.006 2,599 87,371 +635
May07 061020 7.630 7.750 7.630 7.731 -0.011 656 25,762 +9
Jun07 061020 7.812 7.812 7.812 7.812 -0.011 40 13,944 +7
Jul07 061020 7.900 7.970 7.880 7.906 -0.011 24 11,321 -283
Aug07 061020 8.030 8.030 7.971 7.971 -0.006 120 13,728 -123
Sep07 061020 7.980 8.021 7.980 8.021 -0.001 325 11,502 +86
Oct07 061020 8.170 8.170 8.106 8.106 +0.006 483 34,554 +27
Nov07 061020 8.670 8.670 8.626 8.626 -0.014 256 20,499 +61
Dec07 061020 9.176 9.176 9.176 9.176 -0.034 592 34,280 +19
Jan08 061020 9.400 9.456 9.400 9.456 -0.059 130 30,293 +2
Feb08 061020 9.450 9.540 9.450 9.451 -0.054 25 17,821 -25
Total Volume and Open Interest 88,778 939,698 -61
Brent Crude Oil(ICE)
Dec06 061020 61.55 61.55 59.55 59.68 -1.19 94,368 129,600 +1,082
Jan07 061020 62.50 62.57 60.90 60.99 -1.01 33,340 133,518 -106
Feb07 061020 63.30 63.39 61.95 62.00 -0.91 11,114 34,908 +329
Mar07 061020 63.86 64.15 62.80 62.83 -0.83 8,636 28,473 -1,099
Apr07 061020 64.45 64.60 63.51 63.51 -0.82 4,763 23,993 +1,797
May07 061020 64.11 64.11 64.11 64.11 -0.80 0 13,897 +447
Jun07 061020 65.70 65.70 64.62 64.62 -0.75 5,296 40,497 +339
Jul07 061020 65.06 65.06 65.06 65.06 -0.72 0 6,783 +492
Aug07 061020 65.43 65.43 65.43 65.43 -0.70 0 3,663 +50
Sep07 061020 65.78 65.78 65.78 65.78 -0.68 0 3,225 +249
Oct07 061020 66.13 66.13 66.13 66.13 -0.66 0 2,552 +0
Nov07 061020 66.41 66.41 66.41 66.41 -0.63 0 7,897 +0
Dec07 061020 67.18 67.18 66.60 66.60 -0.59 6,648 41,992 -467
Jan08 061020 66.79 66.79 66.79 66.79 -0.61 0 6,594 +290
Total Volume and Open Interest 166,792 522,633 +4,648
Gas Oil(ICE)
Nov06 061020 544.00 556.50 531.50 533.75 -1.00 36,919 68,597 +2,553
Dec06 061020 548.25 561.50 537.00 539.25 -0.75 24,490 69,644 +1,051
Jan07 061020 555.00 568.75 545.25 546.75 -0.25 10,382 37,878 +837
Feb07 061020 566.00 566.00 553.25 553.25 unch 1,906 19,723 +286
Mar07 061020 560.25 560.50 559.25 559.25 +0.25 0 14,051 +410
Apr07 061020 563.25 563.25 563.25 563.25 unch 0 7,886 +360
May07 061020 567.75 567.75 567.75 567.75 unch 0 5,453 +7
Jun07 061020 573.25 573.50 572.25 572.25 unch 1,736 21,917 -82
Jul07 061020 577.50 577.50 577.50 577.50 +0.25 0 2,537 +4
Aug07 061020 582.75 582.75 582.75 582.75 +0.25 0 206 +0
Total Volume and Open Interest 75,433 286,589 +5,668
US Dollar Index(NYBOT)
Dec06 061020 86.09 86.17 85.90 86.06 +0.04 6,996 31,968 -3,282
Mar07 061020 85.65 85.80 85.65 85.77 +0.04 19 2,042 +6
Jun07 061020 85.49 85.49 85.49 85.49 +0.04 0 13 +0
Total Volume and Open Interest 7,015 34,028 -3,276
Australian Dollar(CME)
Dec06 061020 75.92 75.92 75.67 75.79 -0.08 7,518 80,750 +4,731
Mar07 061020 75.61 75.61 75.61 75.61 -0.08 3 615 +31
Jun07 061020 75.47 75.47 75.47 75.47 -0.08 0 102 +0
Total Volume and Open Interest 7,521 81,475 +4,762
British Pound(CME)
Dec06 061020 188.55 188.55 188.22 188.53 +0.62 4,413 105,818 -1,167
Mar07 061020 188.64 188.64 188.64 188.64 +0.62 0 735 +1
Jun07 061020 188.64 188.64 188.64 188.64 +0.62 0 12 +0
Total Volume and Open Interest 4,413 106,567 -1,166
Canadian Dollar(CME)
Dec06 061020 89.31 89.42 89.00 89.07 +0.20 9,135 104,757 -36
Mar07 061020 89.38 89.41 89.32 89.32 +0.20 7 1,655 +16
Jun07 061020 89.70 89.70 89.59 89.59 +0.20 7 364 +3
Sep07 061020 89.86 89.86 89.86 89.86 +0.20 2 205 +2
Total Volume and Open Interest 9,151 107,015 -14
Japanese Yen(CME)
Dec06 061020 85.16 85.20 84.82 84.95 -0.37 13,303 241,012 -15,596
Mar07 061020 85.99 85.99 85.99 85.99 -0.37 0 15,136 +105
Jun07 061020 86.99 86.99 86.99 86.99 -0.37 0 3 +0
Total Volume and Open Interest 13,303 256,246 -15,491
Swiss Franc(CME)
Dec06 061020 79.94 80.00 79.82 79.91 -0.09 12,627 103,469 -9,935
Mar07 061020 80.74 80.74 80.59 80.59 -0.09 0 303 +10
Jun07 061020 81.28 81.28 81.28 81.28 -0.09 0 32 +0
Total Volume and Open Interest 12,627 103,893 -9,925
EuroFX(CME)
Dec06 061020 126.52 126.72 126.35 126.58 -0.09 7,131 152,203 -1,749
Mar07 061020 127.11 127.11 127.11 127.11 -0.09 43 2,035 +28
Jun07 061020 127.55 127.55 127.55 127.55 -0.09 0 74 +0
Total Volume and Open Interest 7,174 154,388 -1,721
Mexican Peso(CME)
Nov06 061020 9222.0 9222.0 9222.0 9222.0 -10.0 0 20 +0
Dec06 061020 9212.0 9250.0 9190.0 9212.0 -10.0 1,954 85,261 +1,312
Total Volume and Open Interest 1,954 87,260 +1,312
30-Year T-Bonds(CBOT)
Dec06 061020 110~19 110~25 110~16 110~20 +0~01 311,409 708,747 -3,966
Mar07 061020 110~16 110~21 110~16 110~17 +0~01 2,214 10,177 +693
Jun07 061020 110~16 110~16 110~16 110~16 +0~01 0 21 +0
Total Volume and Open Interest 313,623 718,946 -3,273
10-Year T-Notes(CBOT)
Dec06 061020 107~005 107~045 106~300 107~005 -0~005 926,381 2,401,767 +20,937
Mar07 061020 107~015 107~030 107~005 107~010 -0~005 1,103 76,228 +509
Total Volume and Open Interest 927,484 2,477,997 +21,446
5-Year T-Notes(CBOT)
Dec06 061020 104~275 104~280 104~245 104~260 -0~010 388,259 0 +0
Mar07 061020 104~295 104~295 104~275 104~275 -0~010 2 94 +0
Total Volume and Open Interest 388,261 94 +0
2 Year T-Notes(CBOT)
Dec06 061020 101~118 101~118 101~114 101~116 unch 3,595 681,779 -8,645
Mar07 061020 102~008 102~008 102~008 102~008 unch 0 10 +0
Total Volume and Open Interest 3,595 681,789 -8,645
Eurodollars(CME)
Dec06 061020 94.605 94.610 94.605 94.610 +0.005 15,953 1,339,709 -29,177
Mar07 061020 94.680 94.685 94.665 94.675 unch 16,125 1,363,078 -11,454
Jun07 061020 94.815 94.815 94.785 94.795 -0.010 13,556 1,179,902 -6,606
Sep07 061020 94.950 94.950 94.920 94.930 -0.010 13,564 1,102,589 +31,567
Dec07 061020 95.025 95.025 94.995 95.005 -0.010 19,116 1,128,291 +1,585
Mar08 061020 95.040 95.040 95.015 95.020 -0.010 20,599 779,350 +6,836
Jun08 061020 95.025 95.025 95.000 95.005 -0.010 14,981 537,900 +6,669
Sep08 061020 95.005 95.005 94.980 94.990 -0.005 9,013 413,245 +1,906
Dec08 061020 94.980 94.980 94.955 94.965 -0.005 4,840 345,638 +395
Mar09 061020 94.960 94.960 94.935 94.945 -0.005 6,635 334,994 -960
Jun09 061020 94.935 94.935 94.915 94.920 -0.005 4,400 221,091 -309
Sep09 061020 94.905 94.905 94.890 94.895 -0.005 11,853 147,549 +864
Dec09 061020 94.855 94.860 94.855 94.855 -0.005 1,920 136,141 +475
Mar10 061020 94.845 94.845 94.835 94.835 -0.005 5,609 120,445 -1,162
Jun10 061020 94.815 94.815 94.800 94.805 -0.005 2,794 102,277 -366
Sep10 061020 94.790 94.795 94.775 94.775 -0.005 3,613 92,696 +625
Dec10 061020 94.745 94.745 94.735 94.735 -0.005 2,796 100,097 +838
Mar11 061020 94.730 94.730 94.720 94.720 -0.005 2,540 53,987 +559
Total Volume and Open Interest 178,764 9,717,050 +4,989
3-Mth Euro-Yen(CME)
Dec06 061020 99.42 99.42 99.41 99.41 unch 469 21,422 +353
Mar07 061020 99.27 99.27 99.27 99.27 +0.01 320 12,016 +196
Jun07 061020 99.14 99.14 99.14 99.14 unch 102 8,356 +71
Sep07 061020 99.02 99.02 99.02 99.02 unch 311 2,740 +146
Dec07 061020 98.92 98.92 98.92 98.92 unch 194 7,179 +16
Mar08 061020 98.82 98.82 98.82 98.82 unch 0 3,288 +95
Jun08 061020 98.73 98.73 98.73 98.73 +0.01 0 327 +30
Sep08 061020 98.64 98.64 98.64 98.64 unch 0 1 +0
Dec08 061020 98.54 98.54 98.54 98.54 +0.01 0 8 +0
Mar09 061020 98.41 98.41 98.41 98.41 +0.01      
Total Volume and Open Interest 1,396 55,337 +907
3-Mth Euro-Yen(SIMEX)
Dec06 061020 99.41 99.42 99.40 99.42 +0.01 3,279 86,219 -463
Mar07 061020 99.26 99.28 99.25 99.27 +0.01 2,291 73,781 -261
Jun07 061020 99.13 99.15 99.13 99.15 +0.01 1,932 37,082 -1,311
Sep07 061020 99.02 99.04 99.00 99.03 +0.01 1,721 29,351 -112
Dec07 061020 98.92 98.93 98.90 98.93 +0.01 1,411 46,743 -764
Mar08 061020 98.81 98.83 98.81 98.83 +0.01 407 27,057 +65
Jun08 061020 98.74 98.74 98.74 98.74 +0.01 453 7,289 -328
Sep08 061020 98.64 98.65 98.64 98.65 +0.01 119 1,429 +119
Total Volume and Open Interest 11,613 310,488 -3,055
German Euro-Bund(EUREX)
Dec06 061020 116.96 117.23 116.91 116.99 +0.07 1,360,806 1,454,500 -26,177
Mar07 061020 117.11 117.33 117.06 117.13 +0.07 3,001 10,480 +2,940
Jun07 061020 116.59 116.59 116.59 116.59 +0.07 0 3 +0
Total Volume and Open Interest 1,363,807 1,464,983 -23,237
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061020 109.68 109.68 109.63 109.63 -0.01 876 6,563 +875
Jun07 061020 108.90 108.90 108.90 108.90 +0.97      
Total Volume and Open Interest 584,416 924,485 -2,021
Long Gilt(LIFFE)
Dec06 061020 108~32 109~03 108~22 108~23 -0~06 74,726 245,747 +3,703
Mar07 061020 108~20 108~20 108~20 108~20 -0~06      
Total Volume and Open Interest 74,726 245,775 +3,703
3-Mth Short Sterling(LIFFE)
Dec06 061020 94.73 94.73 94.73 94.73 -0.01 75,991 385,797 -10,338
Mar07 061020 94.62 94.62 94.62 94.62 -0.03 86,569 437,539 -8,700
Jun07 061020 94.59 94.59 94.59 94.59 -0.04 81,209 393,013 +14,859
Total Volume and Open Interest 394,820 2,126,270 +7,902
3-Mth Euribor(LIFFE)
Dec06 061020 96.305 96.310 96.295 96.300 unch 118,985 705,287 +7,281
Mar07 061020 96.185 96.190 96.155 96.165 -0.015 216,402 673,353 +13,168
Jun07 061020 96.150 96.160 96.115 96.125 -0.020 204,248 556,527 +1,911
Total Volume and Open Interest 905,089 3,441,704 +12,536
3-Mth Aus T-Bills(SFE)
Dec06 061020 93.60 93.61 93.60 93.61 unch 2,249 162,130 +2,793
Mar07 061020 93.54 93.54 93.52 93.53 -0.02 13,525 314,077 +15,781
Jun07 061020 93.55 93.55 93.53 93.54 -0.02 4,820 102,534 +2,683
Sep07 061020 93.57 93.57 93.55 93.56 -0.03 171 51,978 +315
Dec07 061020 93.59 93.59 93.58 93.58 -0.03 2,348 34,566 +2,291
Mar08 061020 93.60 93.60 93.60 93.60 -0.03 501 17,780 +501
Jun08 061020 93.60 93.60 93.60 93.60 -0.03 93 15,734 -107
Sep08 061020 93.61 93.61 93.61 93.61 -0.02 135 7,751 +504
Dec08 061020 93.61 93.61 93.61 93.61 -0.02 0 2,971 +0
Mar09 061020 93.61 93.61 93.61 93.61 -0.02 0 1,875 +0
Total Volume and Open Interest 23,842 712,551 +24,761
10-Year Aus T-Bonds(SFE)
Dec06 061020 94.25 94.27 94.24 94.25 -0.04 27,126 456,507 +15,798
Mar07 061020 94.25 94.25 94.25 94.25 -0.04      
Total Volume and Open Interest 27,126 456,507 +15,798
3-Year Aus T-Bonds(SFE)
Dec06 061020 94.02 94.05 94.02 94.04 -0.02 50,683 616,424 +32,332
Mar07 061020 94.04 94.04 94.04 94.04 -0.02      
Total Volume and Open Interest 50,683 616,424 +32,332
Gold(CMX)
Oct06 061020 597.5 597.5 593.0 593.0 -6.0 103 128 +99
Dec06 061020 602.3 602.8 594.5 596.4 -6.1 43,637 188,336 -3,641
Feb07 061020 609.0 609.0 602.3 602.4 -6.1 7,492 34,261 +1,892
Apr07 061020 612.3 612.3 608.0 608.2 -6.2 4,670 10,084 +3,046
Jun07 061020 620.0 620.1 613.9 613.9 -6.2 278 22,279 -4
Aug07 061020 619.6 619.6 619.6 619.6 -6.2 16 1,822 +8
Oct07 061020 625.3 625.3 625.3 625.3 -6.2 206 12,305 +107
Dec07 061020 635.0 637.0 630.9 630.9 -6.3 376 31,339 +23
Feb08 061020 636.4 636.4 636.4 636.4 -6.4 0 2,301 +0
Apr08 061020 642.0 642.0 642.0 642.0 -6.4 0 1,190 +0
Jun08 061020 647.6 647.6 647.6 647.6 -6.4 0 6,210 +0
Aug08 061020 653.2 653.2 653.2 653.2 -6.4      
Total Volume and Open Interest 56,778 333,635 +1,530
Silver(CMX)
Dec06 061020 1210.0 1215.0 1189.0 1196.5 -19.5 13,420 66,464 +649
Mar07 061020 1221.0 1225.0 1208.0 1213.0 -19.6 2,157 18,180 +526
May07 061020 1221.7 1221.7 1221.7 1221.7 -19.6 115 4,120 +80
Jul07 061020 1230.1 1230.1 1230.1 1230.1 -19.6 85 8,409 +50
Sep07 061020 1242.0 1242.0 1236.5 1236.5 -19.6 0 1,932 +0
Dec07 061020 1255.0 1255.0 1242.2 1242.2 -19.6 18 4,763 +15
Mar08 061020 592.2 592.2 592.2 592.2 -19.6 0 131 +0
Total Volume and Open Interest 15,940 109,155 +1,455
Platinum(NYM)
Oct06 061020 1078.6 1078.6 1078.6 1078.6 -12.7 0 27 -3
Jan07 061020 1088.0 1091.0 1078.5 1082.1 -12.7 583 7,280 +19
Apr07 061020 1087.1 1087.1 1087.1 1087.1 -12.7 0 17 +0
Jul07 061020 436.7 436.7 436.7 436.7 -12.7 0 6 +0
Total Volume and Open Interest 583 7,330 +16
Palladium(NYME)
Dec06 061020 332.80 332.80 327.00 330.50 -6.90 859 11,787 +133
Mar07 061020 335.50 335.50 335.50 335.50 -6.90 2 165 +1
Jun07 061020 341.00 341.00 341.00 341.00 -6.90 0 32 +0
Total Volume and Open Interest 861 11,985 +134
Copper(CMX)
Dec06 061020 350.00 352.00 343.50 346.20 -4.75 4,778 52,321 +61
Mar07 061020 347.50 349.10 342.00 343.80 -4.45 994 7,562 +285
May07 061020 339.30 339.30 339.30 339.30 -4.45 258 2,441 +144
Jul07 061020 338.50 338.50 333.55 333.55 -3.95 1 1,455 +0
Sep07 061020 326.45 326.45 326.45 326.45 -4.05 0 572 +0
Total Volume and Open Interest 6,781 74,076 +433
Aluminum(CMX)
Oct06 061020 124.00 124.00 124.00 124.00 -0.30 4 8 +0
Nov06 061020 125.00 125.00 125.00 125.00 -0.25 4 149 +4
Dec06 061020 125.25 125.25 125.25 125.25 -0.50 0 592 -1
Jan07 061020 124.10 124.10 124.10 124.10 -0.50 0 10 +0
Feb07 061020 123.10 123.10 123.10 123.10 -0.50      
Mar07 061020 122.10 122.10 122.10 122.10 -0.50      
Total Volume and Open Interest 9 820 +4
DJIA Index(CBOT)
Dec06 061020 12027 12060 12000 12048 -11 5,394 62,551 +241
Mar07 061020 12105 12132 12105 12132 -10 12 79 -4
Jun07 061020 12218 12218 12218 12218 -11 0 1 +0
Sep07 061020 12303 12303 12303 12303 -11 0 2 +0
Total Volume and Open Interest 5,406 62,633 +237
S & P 500(CME)
Dec06 061020 1374.50 1375.50 1369.80 1374.90 +0.60 22,012 596,896 +1,172
Mar07 061020 1384.00 1386.60 1384.00 1386.60 +0.70 59 7,046 -11
Jun07 061020 1398.60 1398.60 1398.60 1398.60 +0.90 0 4,686 +0
Sep07 061020 1411.10 1411.10 1411.10 1411.10 +0.90 0 1,493 +0
Total Volume and Open Interest 22,071 610,412 +1,161
S & P 500 E-Mini(Globex)
Dec06 061020 1374.50 1376.75 1369.75 1375.00 +0.75 994,319 1,555,427 -7,397
Mar07 061020 1385.50 1388.00 1381.50 1386.50 +0.50 388 8,403 +38
Total Volume and Open Interest 994,707 1,563,830 -7,359
NASDAQ 100(CME)
Dec06 061020 1723.00 1723.50 1706.50 1718.80 -4.00 4,892 53,912 -326
Mar07 061020 1739.80 1739.80 1739.80 1739.80 -4.00 0 5 +0
Jun07 061020 1757.80 1757.80 1757.80 1757.80 -4.00 0 5 +0
Total Volume and Open Interest 4,892 53,922 -326
NASDAQ 100 E-Mini(Globex)
Dec06 061020 1723.00 1726.30 1706.30 1718.80 -4.00 370,667 467,452 -14,552
Mar07 061020 1742.00 1742.00 1730.30 1739.80 -4.00 107 424 -2
Total Volume and Open Interest 370,774 467,876 -14,554
S & P Midcap 400(CME)
Dec06 061020 791.00 791.00 783.25 783.50 -8.40 65 8,407 +9
Mar07 061020 790.50 790.50 790.50 790.50 -8.40      
Jun07 061020 797.50 797.50 797.50 797.50 -8.40      
Total Volume and Open Interest 65 8,407 +9
Russell 2000(CME)
Dec06 061020 773.25 773.30 764.40 765.10 -8.10 1,789 36,640 +481
Mar07 061020 771.60 771.60 771.60 771.60 -8.10 0 34 +0
Jun07 061020 778.10 778.10 778.10 778.10 -8.10      
Total Volume and Open Interest 1,790 36,682 +482
Russell 2000 E-Mini(Globex)
Dec06 061020 773.00 774.90 764.10 765.10 -8.10 166,760 413,848 +3,611
Mar07 061020 780.00 780.20 771.60 771.60 -8.10 96 303 -20
Total Volume and Open Interest 166,856 414,151 +3,591
Value Line(KCBT)
Dec06 061020 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061020 16650 16650 16570 16610 +35      
Mar07 061020 16635 16635 16635 16635 +35      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061020 16565 16675 16560 16630 +95 43,902 250,645 +3,014
Mar07 061020 16670 16675 16670 16670 +100 0 64 +0
Jun07 061020 16615 16615 16615 16615 +100 0 1 +0
Total Volume and Open Interest 43,902 250,964 +3,014
CAC 40(EURONEXT)
Oct06 061020 5367.5 5399.5 5359.0 5367.0 +9.0 172,637 438,812 -106,530
Nov06 061020 5380.5 5412.5 5372.0 5388.5 +17.5 120,286 363,360 +90,124
Dec06 061020 5380.5 5411.5 5374.0 5390.0 +17.5 1,131 83,435 +296
Total Volume and Open Interest 294,066 885,913 -16,098
Hang Seng Index(HKFE)
Oct06 061020 18044 18185 18002 18167 +203 35,923 118,024 -2,472
Nov06 061020 18040 18186 18006 18173 +200 1,794 6,508 +673
Dec06 061020 18070 18218 18066 18212 +205 144 1,650 +22
Total Volume and Open Interest 37,889 126,541 -1,783
DAX(EUREX)
Dec06 061020 6226.0 6252.0 6209.0 6235.5 +20.5 141,519 228,064 +1,523
Mar07 061020 6282.0 6308.0 6268.5 6293.5 +20.5 354 7,624 +159
Jun07 061020 6342.5 6366.5 6332.5 6354.0 +20.5 121 2,066 +20
Total Volume and Open Interest 141,994 237,754 +1,702
FT-SE 100(EURONEXT)
Dec06 061020 6191.00 6225.00 6150.50 6168.50 -4.50 69,084 516,155 -117
Mar07 061020 6221.50 6232.50 6182.00 6188.00 -4.50 46 2,905 +23
Jun07 061020 6209.50 6209.50 6209.50 6209.50 -4.50 500 2,251 +500
Total Volume and Open Interest 69,630 521,814 +406
SPI 200(SFE)
Dec06 061020 5328.0 5346.0 5313.0 5339.0 +38.0 14,860 274,299 +6,314
Mar07 061020 5352.0 5352.0 5350.0 5350.0 +38.0 367 3,332 +269
Jun07 061020 5382.0 5382.0 5382.0 5382.0 +40.0 120 2,608 +90
Total Volume and Open Interest 15,867 283,748 +7,129
GSCI(CME)
Nov06 061020 440.40 440.40 434.80 435.90 -3.60 65 20,031 -288
Dec06 061020 450.00 450.00 447.00 447.00 -2.00 0 1 +0
Jan07 061020 453.50 453.50 453.50 453.50 +1.00      
Total Volume and Open Interest 65 20,032 -288
Reuters CRB Index(NYBOT)
Nov06 061020 383.00 383.00 381.00 381.25 -1.25 27 307 +5
Jan07 061020 385.50 385.50 384.25 384.25 -1.25 3 424 +0
Feb07 061020 384.25 384.25 384.25 384.25 -1.25 0 7 +0
Total Volume and Open Interest 30 941 +5
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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