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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon October 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061030 640.00 642.00 634.25 639.75 +4.25 20,968 39,746 -22,267
Jan07 061030 654.50 656.00 647.50 653.25 +4.25 43,275 201,421 +8,074
Mar07 061030 664.00 665.50 657.00 662.75 +4.75 6,182 40,495 +1,581
May07 061030 668.00 670.00 663.00 668.50 +5.25 3,393 25,866 +694
Jul07 061030 674.00 677.00 670.00 675.25 +5.25 5,321 26,564 +1,370
Aug07 061030 678.00 679.00 675.00 679.00 +6.00 32 664 +86
Sep07 061030 675.00 678.00 675.00 678.00 +5.00 2 212 +0
Total Volume and Open Interest 83,435 376,656 -9,195
Soybean Meal(CBOT)
Dec06 061030 189.20 191.80 186.60 191.60 +3.90 14,151 78,816 -209
Jan07 061030 189.80 192.00 187.50 191.90 +4.10 6,679 20,168 +496
Mar07 061030 191.80 194.00 189.60 193.90 +3.80 4,643 25,767 +852
May07 061030 192.80 195.00 190.50 194.80 +3.40 2,057 30,371 +471
Jul07 061030 194.50 197.20 192.70 197.10 +3.60 1,967 27,918 +167
Aug07 061030 196.00 198.30 194.20 198.00 +3.40 291 7,200 +118
Sep07 061030 197.00 199.00 196.00 199.00 +2.50 191 4,423 +106
Oct07 061030 197.00 198.50 196.50 198.50 +2.10 101 2,661 +95
Total Volume and Open Interest 31,509 206,384 +2,570
Soybean Oil(CBOT)
Dec06 061030 27.70 27.80 27.22 27.27 -0.23 12,123 72,416 -1,355
Jan07 061030 28.00 28.14 27.57 27.61 -0.20 5,397 75,866 +2,069
Mar07 061030 28.40 28.40 27.95 27.97 -0.21 4,089 25,986 +865
May07 061030 28.50 28.51 28.20 28.27 -0.15 2,015 32,671 -145
Jul07 061030 28.86 29.00 28.50 28.63 -0.12 1,556 21,582 -42
Aug07 061030 28.87 28.87 28.72 28.72 -0.08 80 4,045 +16
Sep07 061030 29.00 29.00 28.82 28.82 -0.08 248 2,286 -287
Oct07 061030 29.15 29.15 28.85 28.85 -0.15 115 2,435 -162
Total Volume and Open Interest 26,879 257,525 +1,122
Canola(WCE)
Nov06 061030 331.0 332.4 326.2 329.0 -1.5 2,886 2,472 -2,179
Jan07 061030 339.6 341.7 336.5 338.7 -0.3 9,436 55,342 +1,504
Mar07 061030 348.5 348.9 345.1 346.5 -0.9 727 6,795 +124
May07 061030 351.3 355.4 351.3 354.4 +1.4 278 3,226 +184
Jul07 061030 360.4 360.4 356.8 358.5 +1.1 478 8,300 +341
Total Volume and Open Interest 14,196 83,557 +77
Corn(CBOT)
Dec06 061030 330.50 332.50 327.25 329.50 -3.00 42,354 540,181 -10,052
Mar07 061030 342.00 344.75 340.50 343.00 -1.50 25,111 302,492 +3,849
May07 061030 348.50 351.75 347.25 349.50 -2.50 4,039 57,197 +1,369
Jul07 061030 355.50 357.50 353.00 355.75 -1.75 15,614 145,253 +2,942
Sep07 061030 340.00 345.00 340.00 343.00 -2.00 1,289 29,393 +599
Dec07 061030 336.00 337.25 332.75 334.00 -4.25 12,718 193,798 -237
Total Volume and Open Interest 103,921 1,370,481 -825
Wheat(CBOT)
Dec06 061030 510.00 510.00 497.50 501.00 -7.50 16,151 229,132 -13,019
Mar07 061030 525.00 527.00 515.00 520.50 -4.50 8,367 88,871 +1,899
May07 061030 507.00 508.00 497.00 500.00 -5.50 836 6,766 +94
Jul07 061030 465.50 469.00 462.00 466.00 -0.50 5,245 69,818 +151
Sep07 061030 466.00 466.00 466.00 466.00 +1.00 325 2,430 +212
Total Volume and Open Interest 32,134 462,942 -9,949
Wheat(KCBT)
Dec06 061030 529.50 530.00 521.00 524.50 -6.25 7,797 60,207 -1,407
Mar07 061030 543.00 543.50 535.50 539.50 -3.50 4,451 32,498 +1,253
May07 061030 528.50 528.50 522.00 527.50 +0.50 125 1,933 -1
Jul07 061030 483.00 483.00 476.00 481.75 -1.25 1,291 27,013 -3
Sep07 061030 478.00 484.00 478.00 484.00 -1.00 49 2,743 +20
Total Volume and Open Interest 13,771 133,828 -137
Wheat(MGE)
Dec06 061030 509.00 510.00 503.00 505.50 -2.50 2,555 20,180 -769
Mar07 061030 525.00 525.00 518.50 521.75 -1.00 1,363 17,374 +258
May07 061030 526.00 526.75 526.00 526.75 +0.75 455 1,782 +173
Jul07 061030 520.00 520.00 515.00 515.00 unch 46 1,199 +36
Sep07 061030 476.00 484.00 476.00 482.00 +2.50 39 3,074 -23
Total Volume and Open Interest 4,471 50,329 -323
Oats(CBOT)
Dec06 061030 240.50 243.75 239.00 242.75 +2.25 831 11,591 +118
Mar07 061030 248.50 252.50 248.00 252.00 +3.25 504 2,614 +211
May07 061030 252.00 254.00 251.50 253.50 +8.00 9 135 +4
Jul07 061030 248.00 252.00 248.00 250.00 +4.00 24 184 +8
Total Volume and Open Interest 1,425 14,845 +403
Rough Rice(CBOT)
Nov06 061030 9.36 9.38 9.30 9.31 -0.09 824 1,813 -608
Jan07 061030 9.67 9.70 9.61 9.61 -0.09 745 7,454 +580
Mar07 061030 9.97 9.98 9.90 9.90 -0.10 226 2,883 +280
May07 061030 10.24 10.24 10.15 10.15 -0.10 53 1,171 +38
Total Volume and Open Interest 1,930 14,384 +317
Live Cattle(CME)
Oct06 061030 90.700 90.750 89.650 90.050 +0.225 3,115 2,823 -1,519
Dec06 061030 89.750 89.850 88.650 88.675 -0.600 16,125 106,812 -1,747
Feb07 061030 92.000 92.100 91.250 91.500 -0.175 10,575 44,136 +1,379
Apr07 061030 91.000 91.150 90.500 90.575 -0.275 3,037 23,986 -522
Jun07 061030 86.950 87.175 86.550 86.625 -0.250 1,110 11,815 -43
Aug07 061030 85.500 85.650 85.250 85.300 -0.250 467 5,249 +35
Total Volume and Open Interest 34,561 197,659 -2,306
Feeder Cattle(CME)
Nov06 061030 103.750 104.100 103.250 103.625 +0.050 1,356 5,819 -36
Jan07 061030 101.500 101.750 100.675 100.950 -0.400 1,389 11,561 +75
Mar07 061030 100.200 100.500 99.550 99.800 -0.400 324 2,299 +2
Apr07 061030 100.250 100.400 99.650 99.650 -0.600 147 379 +70
May07 061030 100.200 100.550 99.700 99.700 -0.525 230 843 +94
Aug07 061030 102.600 102.800 102.350 102.500 -0.100 28 399 +10
Sep07 061030 102.750 102.750 102.600 102.600 +0.075 10 537 +8
Total Volume and Open Interest 3,484 21,837 -1,116
Lean Hogs(CME)
Dec06 061030 64.800 65.375 64.250 65.250 +0.650 15,682 95,291 -317
Feb07 061030 67.425 68.000 67.000 67.900 +0.475 8,777 43,432 +1,490
Apr07 061030 67.550 68.200 67.250 68.100 +0.450 4,060 23,976 +358
May07 061030 70.100 70.975 70.000 70.975 +0.350 141 2,195 +21
Jun07 061030 72.200 72.900 71.950 72.850 +0.650 1,388 11,744 +464
Jul07 061030 69.600 70.600 69.600 70.600 +0.700 362 2,453 +106
Aug07 061030 67.400 68.800 67.400 68.800 +1.000 163 2,215 +55
Oct07 061030 60.750 61.400 60.750 61.350 +0.650 94 1,587 +34
Total Volume and Open Interest 30,767 183,307 +2,273
Pork Bellies(CME)
Feb07 061030 93.000 93.900 91.950 93.575 +1.550 129 806 +1
Mar07 061030 92.325 92.325 92.325 92.325 +0.425 5 65 +2
May07 061030 92.975 92.975 92.975 92.975 +0.475 0 11 +0
Jul07 061030 92.250 92.250 92.250 92.250 +0.400 0 1 +0
Aug07 061030 91.400 91.400 91.400 91.400 unch 0 1 +0
Total Volume and Open Interest 134 884 +3
Class III Milk(CME)
Oct06 061030 12.38 12.38 12.32 12.35 unch 29 3,903 -17
Nov06 061030 12.50 12.70 12.50 12.68 +0.15 373 3,786 +2
Dec06 061030 12.92 13.09 12.86 13.05 +0.10 105 3,653 +11
Jan07 061030 13.00 13.10 12.98 13.09 +0.07 123 2,454 +35
Feb07 061030 13.01 13.09 13.01 13.09 +0.08 87 2,065 +30
Total Volume and Open Interest 1,578 29,909 +385
Cocoa(NYBOT)
Dec06 061030 1470 1498 1470 1486 +16 6,136 67,060 -1,195
Mar07 061030 1505 1526 1505 1518 +18 3,251 40,298 +241
May07 061030 1550 1550 1530 1540 +17 162 14,887 -112
Jul07 061030 1570 1570 1561 1562 +17 50 6,434 -28
Sep07 061030 1592 1593 1583 1586 +17 113 11,572 -5
Dec07 061030 1611 1617 1611 1611 +17 22 10,086 +0
Mar08 061030 1638 1638 1638 1638 +19 0 2,901 +0
Total Volume and Open Interest 9,734 156,827 -1,099
Coffee "C"(NYBOT)
Dec06 061030 107.85 110.00 106.70 108.00 unch 8,972 68,226 -995
Mar07 061030 111.50 113.90 110.80 112.05 +0.05 3,508 26,235 +817
May07 061030 114.25 116.40 113.90 114.70 unch 471 5,798 +75
Jul07 061030 116.75 119.50 116.75 117.30 unch 348 2,972 +194
Sep07 061030 119.00 121.00 119.00 119.75 unch 46 2,378 -1
Dec07 061030 124.00 124.00 122.65 122.65 unch 115 2,323 +80
Total Volume and Open Interest 15,316 114,663 +574
Orange Juice(NYBOT)
Nov06 061030 197.25 198.00 196.50 198.00 +0.85 932 5,339 -452
Jan07 061030 197.00 199.50 196.80 199.00 +1.70 1,870 19,808 +435
Mar07 061030 197.40 199.25 197.00 198.75 +1.55 439 4,531 +152
May07 061030 195.50 197.50 195.30 197.50 +1.80 1 1,202 +0
Jul07 061030 194.00 196.50 194.00 196.50 +2.30 1 180 +0
Total Volume and Open Interest 3,253 31,232 +135
Sugar #11(NYBOT)
Mar07 061030 11.82 11.82 11.43 11.45 -0.34 17,416 251,955 +945
May07 061030 11.84 11.84 11.60 11.61 -0.31 4,323 62,668 +64
Jul07 061030 11.80 11.82 11.61 11.61 -0.28 6,158 61,861 +2,377
Oct07 061030 11.96 11.98 11.80 11.80 -0.25 1,761 40,378 +432
Mar08 061030 12.34 12.34 12.16 12.16 -0.25 2,052 29,993 +892
Total Volume and Open Interest 32,644 470,267 +4,661
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061030 19.85 19.90 19.80 19.90 -0.05 84 2,544 +0
Mar07 061030 20.05 20.05 20.05 20.05 +0.06 10 2,773 -5
May07 061030 20.03 20.05 20.00 20.01 -0.02 5 2,298 -2
Jul07 061030 20.25 20.40 20.25 20.40 +0.06 5 1,964 -5
Total Volume and Open Interest 119 12,045 -3
London Cocoa(LCE)
Dec06 061030 832 837 827 830 +1 4,320 83,910 -1,296
Mar07 061030 849 855 845 847 +1 2,258 52,507 +625
May07 061030 865 865 857 860 +2 237 20,504 +38
Jul07 061030 872 877 868 871 +2 141 13,524 -35
Sep07 061030 885 888 882 882 +2 27 12,003 -4
Dec07 061030 898 900 894 894 +1 141 13,215 -23
Mar08 061030 906 906 906 906 unch 5 4,210 +0
Total Volume and Open Interest 7,129 201,490 -695
London Coffee(LCE)
Nov06 061030 1515.00 1524.00 1490.00 1490.00 -26.00 4,323 22,668 -2,524
Jan07 061030 1532.00 1537.00 1500.00 1505.00 -21.00 3,945 71,961 +1,979
Mar07 061030 1514.00 1530.00 1492.00 1496.00 -15.00 851 36,358 -30
May07 061030 1516.00 1530.00 1498.00 1498.00 -13.00 33 5,899 -7
Jul07 061030 1510.00 1518.00 1494.00 1494.00 -15.00 9 3,011 +8
Sep07 061030 1513.00 1513.00 1492.00 1492.00 -17.00 0 4,771 +0
Total Volume and Open Interest 9,161 145,826 -574
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061030 402.00 403.10 393.50 396.70 -4.30 1,175 20,783 -393
Mar07 061030 367.90 368.00 358.00 361.10 -5.40 1,096 23,301 +93
May07 061030 363.10 363.90 355.00 357.00 -5.00 789 7,143 +462
Aug07 061030 354.40 354.60 349.50 351.80 -3.70 263 3,397 +105
Total Volume and Open Interest 3,346 58,509 +272
Cotton(NYBOT)
Dec06 061030 50.85 50.85 49.30 49.36 -1.43 8,289 108,647 -1,221
Mar07 061030 53.80 53.80 52.75 52.90 -1.08 6,089 48,692 +637
May07 061030 55.15 55.15 54.30 54.30 -1.08 649 6,976 +190
Jul07 061030 56.00 56.00 55.30 55.40 -0.90 201 6,938 +107
Oct07 061030 56.80 57.00 56.75 56.75 -0.80 0 99 +0
Dec07 061030 58.80 58.80 58.00 58.15 -0.58 241 10,432 +172
Total Volume and Open Interest 15,469 183,130 -115
Lumber(CME)
Nov06 061030 244.0 255.2 244.0 252.2 +7.0 869 1,744 -334
Jan07 061030 263.0 272.5 262.5 271.5 +9.0 900 4,000 +87
Mar07 061030 278.2 288.7 278.1 286.0 +7.3 146 416 +40
May07 061030 293.0 293.0 292.2 292.2 +9.2 2 26 +1
Total Volume and Open Interest 1,917 6,200 -206
Crude Oil(NYM)
Dec06 061030 59.60 59.65 58.25 58.36 -2.39 149,482 319,047 +323
Jan07 061030 61.40 61.45 60.15 60.24 -2.29 54,341 131,803 +7,421
Feb07 061030 62.68 62.68 61.40 61.52 -2.20 19,521 49,858 +1,855
Mar07 061030 63.30 63.30 62.49 62.49 -2.12 13,491 45,144 +3,262
Apr07 061030 63.90 64.10 63.26 63.26 -2.05 8,353 37,785 +2,246
May07 061030 64.50 64.50 63.90 63.90 -2.01 7,323 30,841 +943
Jun07 061030 65.45 65.45 64.44 64.44 -1.97 12,626 68,615 +272
Jul07 061030 64.92 64.92 64.92 64.92 -1.93 2,307 17,494 +1,175
Aug07 061030 65.32 65.32 65.32 65.32 -1.91 2,117 12,892 -734
Sep07 061030 65.67 65.67 65.67 65.67 -1.88 2,446 19,509 +1,193
Oct07 061030 65.98 65.98 65.98 65.98 -1.85 7,641 14,041 -2,907
Nov07 061030 66.23 66.23 66.23 66.23 -1.85 5,100 13,625 +3
Dec07 061030 67.10 67.25 66.43 66.43 -1.85 17,518 114,363 -3,526
Jan08 061030 66.62 66.62 66.62 66.62 -1.83 3,601 14,295 +338
Feb08 061030 66.77 66.77 66.77 66.77 -1.81 198 9,790 -173
Mar08 061030 66.89 66.89 66.89 66.89 -1.79 910 12,819 -290
Total Volume and Open Interest 336,734 1,146,860 +15,003
Heating Oil(NYM)
Nov06 061030 165.25 165.40 160.00 160.15 -9.29 13,807 11,605 -2,251
Dec06 061030 169.50 169.75 166.00 166.00 -7.85 26,631 80,076 +698
Jan07 061030 174.50 175.00 171.65 171.65 -7.40 7,665 42,239 +1,614
Feb07 061030 177.50 178.00 175.00 175.00 -7.00 2,328 22,113 +828
Mar07 061030 178.00 178.10 175.50 175.50 -6.70 1,457 12,311 -267
Apr07 061030 178.20 178.20 175.40 175.40 -6.35 877 11,042 +193
May07 061030 178.50 178.50 175.25 175.25 -6.05 503 4,381 +202
Jun07 061030 178.00 178.00 175.55 175.55 -5.90 902 19,098 -27
Jul07 061030 179.50 179.50 176.70 176.70 -5.80 54 2,577 +18
Aug07 061030 180.25 180.25 178.50 178.50 -5.70 55 2,717 +6
Sep07 061030 183.75 183.75 180.95 180.95 -5.60 17 4,439 +14
Oct07 061030 186.50 186.50 183.70 183.70 -5.55 19 1,422 +11
Total Volume and Open Interest 54,670 226,277 +1,119
Unleaded Gas(NYM)
Nov06 061030 152.00 152.40 145.00 145.55 -10.44 3,614 2,139 -991
Dec06 061030 152.75 152.75 146.00 146.19 -9.62 3,427 10,564 +791
Jan07 061030 154.00 154.00 149.44 149.44 -8.97 875 4,839 +169
Total Volume and Open Interest 7,916 17,542 -31
RBOB Gasoline(NYMEX)
Nov06 061030 155.00 155.00 146.25 149.50 -6.13 10,720 8,700 -2,649
Dec06 061030 156.90 156.90 146.10 148.90 -8.43 13,554 39,763 +2,338
Jan07 061030 160.80 160.80 153.00 155.34 -5.99 3,676 19,750 +724
Feb07 061030 162.65 162.65 157.10 157.10 -7.83 1,799 4,829 +643
Mar07 061030 165.50 165.50 160.50 160.50 -7.88 1,027 5,557 +452
Apr07 061030 180.50 180.50 180.50 180.50 -2.43 265 4,875 +60
May07 061030 181.00 181.00 181.00 181.00 -4.93 438 6,958 +354
Jun07 061030 180.40 180.40 180.40 180.40 -7.98 100 3,824 +21
Jul07 061030 184.00 184.00 184.00 184.00 -5.88 117 1,635 +75
Aug07 061030 182.55 182.55 182.55 182.55 -7.88 5 1,075 +5
Total Volume and Open Interest 31,715 102,767 +2,029
e-MiNY RBOB Gasoline(NYMEX)
Nov06 061009 152.07 152.07 152.07 152.07 -5.36      
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061030 152.50 152.50 152.50 152.50 -8.83      
Feb07 061030 156.40 156.40 156.40 156.40 -8.53      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061030 7.600 7.605 7.400 7.416 -0.411 42,473 85,961 +1,086
Jan07 061030 8.060 8.075 7.840 7.847 -0.430 8,889 68,286 +951
Feb07 061030 8.140 8.140 7.915 7.915 -0.412 2,801 36,457 +94
Mar07 061030 7.990 8.000 7.770 7.785 -0.387 4,453 98,960 +396
Apr07 061030 7.450 7.460 7.315 7.315 -0.267 8,587 90,880 -3,948
May07 061030 7.390 7.430 7.290 7.290 -0.249 6,268 30,103 +4,764
Jun07 061030 7.480 7.520 7.375 7.375 -0.243 704 13,639 +83
Jul07 061030 7.580 7.620 7.470 7.470 -0.236 300 11,186 -103
Aug07 061030 7.570 7.660 7.535 7.535 -0.228 321 14,075 +51
Sep07 061030 7.600 7.710 7.580 7.580 -0.228 178 11,647 -32
Oct07 061030 7.740 7.760 7.650 7.670 -0.223 502 38,313 +176
Nov07 061030 8.200 8.200 8.130 8.130 -0.188 197 22,753 +94
Dec07 061030 8.650 8.650 8.595 8.595 -0.168 832 33,510 -255
Jan08 061030 8.850 8.920 8.850 8.870 -0.138 1,477 28,162 -765
Feb08 061030 8.960 8.960 8.875 8.875 -0.138 73 17,020 +32
Mar08 061030 8.690 8.730 8.670 8.670 -0.133 1,206 38,852 +792
Total Volume and Open Interest 82,507 902,423 -9,942
Brent Crude Oil(ICE)
Dec06 061030 61.20 61.20 58.53 58.68 -2.40 75,411 120,815 -2,303
Jan07 061030 62.60 62.60 59.97 60.13 -2.30 43,201 149,202 -4,582
Feb07 061030 63.60 63.64 61.28 61.38 -2.20 15,434 51,970 +2,259
Mar07 061030 64.52 64.52 62.20 62.32 -2.12 3,706 26,819 -430
Apr07 061030 63.96 64.05 63.08 63.08 -2.05 2,159 23,376 -878
May07 061030 63.70 63.70 63.70 63.70 -2.00 1,917 15,270 +288
Jun07 061030 64.55 64.55 64.25 64.25 -1.95 3,627 43,058 +1,185
Jul07 061030 64.73 64.73 64.73 64.73 -1.89 0 7,322 -9
Aug07 061030 65.11 65.11 65.11 65.11 -1.86 0 3,843 +0
Sep07 061030 65.40 65.40 65.40 65.40 -1.87 0 3,559 -250
Oct07 061030 65.66 65.66 65.66 65.66 -1.87 0 3,680 -231
Nov07 061030 65.89 65.89 65.89 65.89 -1.86 0 7,587 -310
Dec07 061030 67.05 67.05 66.10 66.10 -1.83 3,656 45,023 -636
Jan08 061030 66.27 66.27 66.27 66.27 -1.81 0 6,994 +0
Total Volume and Open Interest 154,250 557,231 -7,574
Gas Oil(ICE)
Nov06 061030 541.75 542.00 520.00 523.75 -14.00 27,630 58,218 +3,055
Dec06 061030 544.75 544.75 523.75 527.50 -13.75 20,433 75,040 +700
Jan07 061030 551.50 551.50 531.50 535.25 -13.75 7,350 43,553 +363
Feb07 061030 556.25 556.25 540.00 543.25 -13.00 2,332 22,355 +1,174
Mar07 061030 556.00 556.00 549.25 550.50 -12.00 486 14,248 +176
Apr07 061030 560.00 560.00 554.50 555.25 -11.50 0 8,457 +100
May07 061030 559.50 559.75 559.50 559.75 -11.00 0 5,594 +178
Jun07 061030 570.50 570.50 564.25 564.50 -10.75 678 23,595 -97
Jul07 061030 569.75 570.25 569.75 570.25 -10.50 0 2,753 +16
Aug07 061030 576.25 576.25 576.25 576.25 -10.00 0 504 +0
Total Volume and Open Interest 60,509 295,450 +6,350
US Dollar Index(NYBOT)
Dec06 061030 85.41 85.49 85.32 85.38 +0.04 8,024 30,139 -18
Mar07 061030 85.14 85.16 85.04 85.07 +0.02 7 2,046 +2
Jun07 061030 84.78 84.78 84.78 84.78 +0.01 0 13 +0
Total Volume and Open Interest 8,031 32,203 -16
Australian Dollar(CME)
Dec06 061030 76.78 76.90 76.78 76.87 +0.05 6,388 92,343 +7,807
Mar07 061030 76.69 76.69 76.69 76.69 +0.05 0 772 +0
Jun07 061030 76.55 76.55 76.55 76.55 +0.05 0 103 +0
Total Volume and Open Interest 6,388 93,230 +7,807
British Pound(CME)
Dec06 061030 190.37 190.52 190.21 190.25 +0.54 5,269 113,636 +6,031
Mar07 061030 190.35 190.35 190.35 190.35 +0.54 2 590 +0
Jun07 061030 190.35 190.35 190.35 190.35 +0.54 0 13 +0
Total Volume and Open Interest 5,271 114,241 +6,031
Canadian Dollar(CME)
Dec06 061030 89.33 89.33 88.90 88.90 -0.60 4,761 97,567 -2,636
Mar07 061030 89.46 89.46 89.15 89.15 -0.60 18 1,810 -2
Jun07 061030 89.70 89.70 89.42 89.42 -0.60 0 374 +0
Sep07 061030 89.95 89.95 89.69 89.69 -0.60 10 220 +5
Total Volume and Open Interest 4,790 100,015 -2,633
Japanese Yen(CME)
Dec06 061030 85.82 85.83 85.70 85.74 +0.12 18,589 229,427 -21,955
Mar07 061030 86.79 86.79 86.79 86.79 +0.12 400 17,445 +516
Jun07 061030 87.79 87.79 87.79 87.79 +0.12 0 3 +0
Total Volume and Open Interest 18,989 247,000 -21,439
Swiss Franc(CME)
Dec06 061030 80.45 80.52 80.35 80.51 +0.02 1,910 98,695 -1,282
Mar07 061030 81.19 81.19 81.19 81.19 +0.02 0 366 -53
Jun07 061030 81.88 81.88 81.88 81.88 +0.02 0 32 +0
Total Volume and Open Interest 1,910 99,182 -1,335
EuroFX(CME)
Dec06 061030 127.47 127.63 127.33 127.62 -0.06 10,142 152,455 -3,293
Mar07 061030 127.99 128.14 127.99 128.14 -0.07 2 2,944 +99
Jun07 061030 128.58 128.58 128.58 128.58 -0.07 0 77 +1
Total Volume and Open Interest 10,144 155,555 -3,193
Mexican Peso(CME)
Nov06 061030 9265.0 9265.0 9265.0 9265.0 -45.0 0 20 +0
Dec06 061030 9265.0 9272.0 9237.0 9255.0 -45.0 2,823 101,918 +1,590
Total Volume and Open Interest 2,832 103,927 +1,594
30-Year T-Bonds(CBOT)
Dec06 061030 111~27 112~02 111~22 111~29 +0~02 330,491 722,698 -2,996
Mar07 061030 111~31 111~31 111~22 111~27 +0~02 3,542 13,272 +172
Jun07 061030 111~26 111~26 111~26 111~26 +0~02 1 21 +1
Total Volume and Open Interest 334,034 735,997 -2,823
10-Year T-Notes(CBOT)
Dec06 061030 107~245 107~285 107~215 107~240 unch 1,124,230 2,351,545 -69,960
Mar07 061030 107~260 107~285 107~245 107~255 unch 13,581 88,234 +1,363
Total Volume and Open Interest 1,137,811 2,439,785 -68,597
5-Year T-Notes(CBOT)
Dec06 061030 105~105 105~110 105~070 105~085 -0~005 445,626 0 +0
Mar07 061030 105~135 105~135 105~115 105~115 -0~005 1,336 0 +0
Total Volume and Open Interest 446,962    
2 Year T-Notes(CBOT)
Dec06 061030 102~014 102~014 102~008 102~010 -0~002 7,155 671,556 -8,877
Mar07 061030 102~032 102~032 102~032 102~032 -0~001 0 7 +0
Total Volume and Open Interest 7,155 671,563 -8,877
Eurodollars(CME)
Dec06 061030 94.630 94.630 94.625 94.625 unch 17,561 1,363,419 -7,468
Mar07 061030 94.750 94.750 94.730 94.740 unch 17,201 1,392,391 +32,095
Jun07 061030 94.910 94.910 94.870 94.885 -0.010 37,905 1,165,977 -11,883
Sep07 061030 95.075 95.075 95.030 95.050 -0.015 17,968 1,157,997 +5,954
Dec07 061030 95.180 95.180 95.140 95.165 -0.010 35,446 1,170,172 +12,662
Mar08 061030 95.215 95.215 95.175 95.200 -0.005 22,751 777,850 +27,842
Jun08 061030 95.200 95.200 95.160 95.180 -0.005 34,788 551,417 +6,413
Sep08 061030 95.180 95.180 95.140 95.160 -0.005 22,042 444,999 +11,519
Dec08 061030 95.150 95.150 95.120 95.130 -0.005 11,378 348,386 +6,619
Mar09 061030 95.110 95.110 95.085 95.100 -0.005 14,465 338,858 +6,109
Jun09 061030 95.075 95.075 95.050 95.065 -0.005 8,242 229,557 +2,602
Sep09 061030 95.040 95.040 95.015 95.030 -0.005 10,629 153,495 +1,201
Dec09 061030 94.995 94.995 94.975 94.990 unch 5,860 138,982 +1,887
Mar10 061030 94.970 94.970 94.950 94.965 unch 13,197 119,641 -1,399
Jun10 061030 94.935 94.935 94.925 94.930 unch 5,624 102,672 +1,831
Sep10 061030 94.905 94.905 94.900 94.900 unch 8,047 94,327 -597
Dec10 061030 94.865 94.865 94.855 94.860 unch 2,450 103,945 -812
Mar11 061030 94.850 94.850 94.840 94.845 unch 2,725 55,883 -445
Total Volume and Open Interest 295,271 9,934,856 +94,339
3-Mth Euro-Yen(CME)
Dec06 061030 99.49 99.49 99.49 99.49 +0.01 1,465 20,870 -464
Mar07 061030 99.32 99.33 99.32 99.33 unch 396 12,307 +397
Jun07 061030 99.22 99.22 99.22 99.22 +0.01 51 8,080 -473
Sep07 061030 99.10 99.11 99.10 99.11 +0.01 107 2,821 +24
Dec07 061030 99.00 99.01 99.00 99.01 +0.02 0 6,929 -463
Mar08 061030 98.90 98.90 98.90 98.90 unch 0 3,351 +50
Jun08 061030 98.79 98.79 98.79 98.79 unch 0 269 +0
Sep08 061030 98.70 98.70 98.70 98.70 unch 0 1 +0
Dec08 061030 98.62 98.62 98.62 98.62 +0.01 0 6 -2
Mar09 061030 98.49 98.49 98.49 98.49 +0.01      
Total Volume and Open Interest 2,019 54,634 -931
3-Mth Euro-Yen(SIMEX)
Dec06 061030 99.47 99.48 99.47 99.48 +0.01 4,091 83,571 -422
Mar07 061030 99.31 99.33 99.31 99.33 +0.01 2,313 77,343 -572
Jun07 061030 99.21 99.22 99.20 99.21 +0.01 938 38,184 -662
Sep07 061030 99.10 99.11 99.10 99.10 +0.01 441 30,053 -1,127
Dec07 061030 99.01 99.02 99.00 99.00 +0.01 999 44,804 -707
Mar08 061030 98.90 98.90 98.90 98.90 +0.01 350 27,336 +350
Jun08 061030 98.81 98.81 98.81 98.81 +0.01 0 7,400 +0
Sep08 061030 98.73 98.73 98.73 98.73 +0.01 101 1,443 -100
Total Volume and Open Interest 9,233 311,671 -3,240
German Euro-Bund(EUREX)
Dec06 061030 117.24 117.45 117.18 117.32 +0.15 1,139,749 1,525,778 -7,410
Mar07 061030 117.41 117.61 117.39 117.49 +0.17 3,448 21,279 +2,732
Jun07 061030 116.97 116.97 116.97 116.97 +0.15 820 3 +0
Total Volume and Open Interest 1,144,017 1,547,060 -4,678
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061030 109.64 109.67 109.64 109.67 +0.05 303 6,900 +200
Jun07 061030 109.04 109.04 109.04 109.04 +0.04 98 98 +98
Total Volume and Open Interest 522,948 1,007,264 +10,791
Long Gilt(LIFFE)
Dec06 061030 109~15 109~23 109~13 109~20 +0~08 93,181 249,233 +2,623
Mar07 061030 109~17 109~17 109~17 109~17 +0~08      
Total Volume and Open Interest 93,181 249,261 +2,623
3-Mth Short Sterling(LIFFE)
Dec06 061030 94.70 94.70 94.70 94.70 -0.01 29,835 378,564 +3,993
Mar07 061030 94.59 94.59 94.59 94.59 -0.02 51,635 445,978 +1,733
Jun07 061030 94.57 94.57 94.57 94.57 -0.03 42,737 416,934 +5,784
Total Volume and Open Interest 244,531 2,217,457 +6,892
3-Mth Euribor(LIFFE)
Dec06 061030 96.280 96.285 96.275 96.285 +0.005 52,851 709,710 +2,375
Mar07 061030 96.125 96.130 96.115 96.120 unch 137,198 728,251 +17,447
Jun07 061030 96.080 96.095 96.070 96.075 unch 134,866 569,206 +1,249
Total Volume and Open Interest 636,600 3,618,803 +37,745
3-Mth Aus T-Bills(SFE)
Dec06 061030 93.58 93.58 93.57 93.58 -0.01 4,070 171,490 -1,414
Mar07 061030 93.49 93.49 93.47 93.48 -0.01 10,612 299,169 -19,609
Jun07 061030 93.51 93.51 93.49 93.50 -0.01 5,472 127,779 -2,688
Sep07 061030 93.55 93.55 93.53 93.54 -0.01 4,561 60,921 +1,903
Dec07 061030 93.58 93.58 93.58 93.58 unch 1,257 37,819 +531
Mar08 061030 93.60 93.61 93.60 93.61 +0.01 183 17,938 -638
Jun08 061030 93.62 93.63 93.62 93.63 +0.02 642 16,105 -308
Sep08 061030 93.64 93.65 93.64 93.65 +0.02 794 9,103 +288
Dec08 061030 93.65 93.65 93.65 93.65 +0.01 2 3,287 -55
Mar09 061030 93.65 93.66 93.65 93.66 +0.02 0 1,101 -1,125
Total Volume and Open Interest 27,893 746,216 -22,815
10-Year Aus T-Bonds(SFE)
Dec06 061030 94.32 94.36 94.32 94.35 +0.03 49,393 488,158 +19,406
Mar07 061030 94.35 94.35 94.35 94.35 +0.03      
Total Volume and Open Interest 49,393 488,158 +19,406
3-Year Aus T-Bonds(SFE)
Dec06 061030 94.04 94.05 94.03 94.04 unch 75,283 704,434 +31,678
Mar07 061030 94.04 94.04 94.04 94.04 unch      
Total Volume and Open Interest 75,283 704,434 +31,678
Gold(CMX)
Dec06 061030 606.5 613.2 604.3 607.4 +6.4 25,377 183,492 -3,165
Feb07 061030 613.0 618.5 610.7 613.5 +6.5 2,388 37,501 +1,451
Apr07 061030 618.5 623.5 617.4 619.4 +6.6 292 10,287 +72
Jun07 061030 625.0 630.0 625.0 625.2 +6.7 66 18,863 -63
Aug07 061030 635.0 635.4 631.0 631.0 +6.8 49 1,830 -4
Oct07 061030 636.7 636.7 636.7 636.7 +6.9 100 12,662 +100
Dec07 061030 642.3 642.3 642.3 642.3 +7.0 180 28,263 +102
Feb08 061030 647.8 647.8 647.8 647.8 +7.1 0 2,301 +0
Apr08 061030 653.4 653.4 653.4 653.4 +7.2 0 1,214 +0
Jun08 061030 659.0 659.0 659.0 659.0 +7.3 0 3,285 +0
Aug08 061030 664.5 664.5 664.5 664.5 +7.4      
Total Volume and Open Interest 28,994 320,660 -1,123
Silver(CMX)
Dec06 061030 1223.0 1229.5 1212.0 1225.0 +17.0 6,780 66,483 -1,134
Mar07 061030 1240.0 1247.0 1230.0 1241.9 +17.2 1,272 19,573 +204
May07 061030 1251.1 1251.1 1251.1 1251.1 +17.4 108 4,035 -93
Jul07 061030 1255.0 1260.2 1250.0 1260.2 +17.4 24 8,413 -2
Sep07 061030 1267.2 1267.2 1267.2 1267.2 +17.4 2 2,052 +0
Dec07 061030 1273.5 1273.5 1273.5 1273.5 +17.5 144 5,289 +12
Mar08 061030 624.1 624.1 624.1 624.1 +17.5 0 131 +0
Total Volume and Open Interest 8,331 111,080 -1,018
Platinum(NYM)
Jan07 061030 1090.0 1099.8 1090.0 1093.2 +13.5 316 7,302 +102
Apr07 061030 1104.0 1104.0 1098.2 1098.2 +13.5 0 25 +0
Jul07 061030 447.8 447.8 447.8 447.8 +13.5 0 7 +0
Oct07 061030 1108.2 1108.2 1108.2 1108.2 +13.5      
Total Volume and Open Interest 316 7,334 +63
Palladium(NYME)
Dec06 061030 325.40 329.00 324.00 328.75 +5.75 502 11,981 -240
Mar07 061030 333.75 333.75 333.75 333.75 +5.65 190 324 +160
Jun07 061030 339.25 339.25 339.25 339.25 +5.65 0 32 +0
Total Volume and Open Interest 692 12,338 -80
Copper(CMX)
Dec06 061030 334.00 336.00 328.50 335.85 -4.65 6,180 48,306 -567
Mar07 061030 333.10 336.00 329.00 335.85 -4.00 1,301 12,032 +496
May07 061030 328.00 332.85 328.00 332.85 -4.00 204 3,061 +133
Jul07 061030 328.35 328.35 328.35 328.35 -3.75 108 1,481 +34
Sep07 061030 323.35 323.35 323.35 323.35 -3.20 5 828 +0
Total Volume and Open Interest 8,959 75,114 -248
Aluminum(CMX)
Nov06 061030 129.00 129.00 129.00 129.00 -0.15 3 173 +2
Dec06 061030 129.50 129.50 129.50 129.50 +0.10 0 592 +0
Jan07 061030 128.10 128.10 128.10 128.10 unch 0 10 +0
Feb07 061030 127.00 127.00 127.00 127.00 unch      
Mar07 061030 125.90 125.90 125.90 125.90 unch      
Apr07 061030 124.80 124.80 124.80 124.80 unch      
Total Volume and Open Interest 5 844 +3
DJIA Index(CBOT)
Dec06 061030 12122 12154 12081 12122 -15 4,260 62,402 -877
Mar07 061030 12190 12225 12190 12209 -16 6 78 +1
Jun07 061030 12292 12292 12292 12292 -15      
Sep07 061030 12377 12377 12377 12377 -15 0 2 +0
Total Volume and Open Interest 4,266 62,482 -876
S & P 500(CME)
Dec06 061030 1381.30 1386.80 1378.90 1383.20 -1.60 34,522 601,216 -992
Mar07 061030 1392.50 1396.50 1392.50 1395.00 -1.60 538 10,752 +466
Jun07 061030 1404.00 1407.00 1404.00 1407.00 -1.60 248 4,687 +0
Sep07 061030 1419.60 1419.60 1419.60 1419.60 -1.60 679 2,178 +679
Total Volume and Open Interest 35,987 619,125 +153
S & P 500 E-Mini(Globex)
Dec06 061030 1384.25 1387.00 1378.75 1383.25 -1.50 1,184,953 1,628,184 +24,767
Mar07 061030 1394.25 1398.50 1391.25 1395.00 -1.50 1,865 9,077 +196
Total Volume and Open Interest 1,186,818 1,637,261 +24,963
NASDAQ 100(CME)
Dec06 061030 1726.50 1746.00 1721.00 1736.80 +5.30 5,186 59,128 -247
Mar07 061030 1757.80 1757.80 1757.80 1757.80 +5.30 0 5 +0
Jun07 061030 1775.80 1775.80 1775.80 1775.80 +5.30 0 5 +0
Total Volume and Open Interest 5,186 59,138 -247
NASDAQ 100 E-Mini(Globex)
Dec06 061030 1730.80 1745.80 1721.50 1736.80 +5.30 325,880 430,577 -6,576
Mar07 061030 1750.80 1764.00 1748.30 1757.80 +5.30 20 397 +8
Total Volume and Open Interest 325,900 430,974 -6,568
S & P Midcap 400(CME)
Dec06 061030 788.70 793.90 787.30 792.40 +1.10 141 9,056 +41
Mar07 061030 799.40 799.40 799.40 799.40 +1.10      
Jun07 061030 806.40 806.40 806.40 806.40 +1.10      
Total Volume and Open Interest 141 9,056 +41
Russell 2000(CME)
Dec06 061030 766.00 775.75 764.00 773.60 +3.60 1,239 37,657 -45
Mar07 061030 780.10 780.10 780.10 780.10 +3.60 0 34 +0
Jun07 061030 786.60 786.60 786.60 786.60 +3.60      
Total Volume and Open Interest 1,239 37,699 -45
Russell 2000 E-Mini(Globex)
Dec06 061030 769.80 775.70 763.70 773.60 +3.60 173,271 414,467 -2,146
Mar07 061030 772.50 782.00 772.20 780.10 +3.60 89 355 +41
Total Volume and Open Interest 173,360 414,822 -2,105
Value Line(KCBT)
Dec06 061030 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061030 16370 16490 16370 16440 -85      
Mar07 061030 16465 16465 16465 16465 -85      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061030 16540 16575 16340 16385 -315 52,667 245,018 -11,612
Mar07 061030 16535 16550 16360 16365 -320 23 65 -2
Jun07 061030 16305 16305 16305 16305 -320 0 1 +0
Total Volume and Open Interest 52,690 245,338 -11,614
CAC 40(EURONEXT)
Oct06 061020 5367.5 5399.5 5359.0 5367.0 +9.0 172,637 438,812 -106,530
Nov06 061030 5363.0 5376.0 5350.5 5372.5 -35.5 79,376 430,851 +3,291
Dec06 061030 5363.5 5376.5 5353.5 5374.0 -35.5 1,257 81,794 +111
Total Volume and Open Interest 80,666 512,982 +3,413
Hang Seng Index(HKFE)
Oct06 061027 18380 18445 18378 18392 -26 72,387 70,972 -21,295
Nov06 061027 18383 18485 18216 18299 -130 53,259 89,883 +42,906
Dec06 061027 18436 18509 18250 18336 -114 255 1,970 +68
Total Volume and Open Interest 125,953 163,403 +21,719
DAX(EUREX)
Dec06 061030 6266.5 6300.0 6237.0 6289.5 -3.5 148,920 239,090 -976
Mar07 061030 6313.5 6353.5 6298.0 6348.0 -4.0 352 7,932 +33
Jun07 061030 6376.5 6416.0 6364.5 6410.0 -4.0 379 2,198 +48
Total Volume and Open Interest 149,651 249,220 -895
FT-SE 100(EURONEXT)
Dec06 061030 6140.00 6154.00 6121.50 6142.00 -28.00 64,887 511,798 +1,531
Mar07 061030 6160.00 6173.00 6151.00 6162.00 -28.00 248 5,088 +83
Jun07 061030 6176.00 6184.00 6176.00 6184.00 -28.50 0 2,324 +0
Total Volume and Open Interest 65,135 519,722 +1,614
SPI 200(SFE)
Dec06 061030 5357.0 5409.0 5357.0 5376.0 +10.0 9,385 278,186 -579
Mar07 061030 5403.0 5403.0 5388.0 5388.0 +9.0 19 3,371 -15
Jun07 061030 5421.0 5421.0 5421.0 5421.0 +9.0 0 3,686 +0
Total Volume and Open Interest 9,613 289,023 -386
GSCI(CME)
Nov06 061030 436.00 436.00 428.00 428.80 -13.40 232 21,663 +55
Dec06 061030 440.00 440.00 440.00 440.00 -12.00 0 3 +0
Jan07 061030 445.50 445.50 445.50 445.50 -11.50      
Total Volume and Open Interest 232 21,666 +55
Reuters CRB Index(NYBOT)
Nov06 061030 389.25 389.25 385.25 386.00 -3.75 4 304 +0
Jan07 061030 390.00 390.00 389.00 389.00 -3.75 7 430 +4
Feb07 061030 389.00 389.00 389.00 389.00 -3.75 0 7 +0
Total Volume and Open Interest 11 944 +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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