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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 Tue October 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061031 633.50 636.00 629.50 630.25 -9.50 28,789 28,712 -11,034
Jan07 061031 646.00 650.00 643.50 644.25 -9.00 52,659 210,644 +9,223
Mar07 061031 655.50 660.00 654.00 654.50 -8.25 6,393 42,401 +1,906
May07 061031 662.00 665.00 660.00 661.75 -6.75 1,866 26,651 +785
Jul07 061031 668.50 672.00 667.00 667.50 -7.75 3,740 27,990 +1,426
Aug07 061031 673.00 674.00 672.50 673.00 -6.00 52 723 +59
Sep07 061031 676.00 676.00 676.00 676.00 -2.00 52 248 +36
Total Volume and Open Interest 96,050 379,545 +2,889
Soybean Meal(CBOT)
Dec06 061031 189.70 191.10 189.20 189.60 -2.00 20,397 80,670 +1,854
Jan07 061031 190.00 191.70 189.70 190.60 -1.30 6,393 22,096 +1,928
Mar07 061031 192.50 193.70 192.00 192.50 -1.40 4,080 26,123 +356
May07 061031 193.00 194.50 192.80 193.40 -1.40 1,621 30,397 +26
Jul07 061031 195.50 196.50 194.70 195.50 -1.60 2,959 28,130 +212
Aug07 061031 196.00 197.50 196.00 196.30 -1.70 240 7,178 -22
Sep07 061031 197.00 198.50 197.00 197.50 -1.50 265 4,362 -61
Oct07 061031 198.50 199.50 197.20 197.50 -1.00 103 2,735 +74
Total Volume and Open Interest 36,550 210,691 +4,307
Soybean Oil(CBOT)
Dec06 061031 27.15 27.18 26.69 26.83 -0.44 16,642 71,197 -1,219
Jan07 061031 27.45 27.47 27.07 27.15 -0.46 6,457 77,148 +1,282
Mar07 061031 27.80 27.84 27.40 27.50 -0.47 4,008 26,425 +439
May07 061031 28.05 28.05 27.68 27.80 -0.47 1,084 33,107 +436
Jul07 061031 28.32 28.32 28.05 28.14 -0.49 1,207 21,346 -236
Aug07 061031 28.32 28.35 28.22 28.25 -0.47 86 4,039 -6
Sep07 061031 28.48 28.48 28.34 28.34 -0.48 6 2,290 +4
Oct07 061031 28.50 28.50 28.45 28.45 -0.40 305 2,735 +300
Total Volume and Open Interest 30,804 258,865 +1,340
Canola(WCE)
Nov06 061031 326.0 326.5 324.2 324.5 -4.5 1,639 1,455 -1,017
Jan07 061031 339.8 339.8 333.5 334.0 -4.7 9,482 56,782 +1,440
Mar07 061031 343.0 344.0 341.2 342.7 -3.8 239 6,912 +117
May07 061031 350.2 351.0 346.5 348.8 -5.6 133 3,170 -56
Jul07 061031 353.9 354.5 352.5 352.8 -5.7 113 8,310 +10
Total Volume and Open Interest 11,937 84,219 +662
Corn(CBOT)
Dec06 061031 325.00 326.75 320.00 320.75 -8.75 48,583 534,373 -5,808
Mar07 061031 338.00 340.50 334.50 334.75 -8.25 30,102 314,018 +11,526
May07 061031 345.00 346.75 341.00 341.50 -8.00 4,267 58,360 +1,163
Jul07 061031 349.50 352.75 347.25 348.75 -7.00 14,983 147,854 +2,601
Sep07 061031 339.00 340.50 336.50 337.00 -6.00 1,252 30,179 +786
Dec07 061031 327.00 331.50 326.50 327.75 -6.25 12,548 196,007 +2,209
Total Volume and Open Interest 112,473 1,383,460 +12,979
Wheat(CBOT)
Dec06 061031 492.00 494.50 482.00 483.00 -18.00 17,836 227,629 -1,503
Mar07 061031 511.00 512.00 501.00 503.00 -17.50 10,611 91,836 +2,965
May07 061031 493.00 495.00 482.00 484.00 -16.00 466 6,844 +78
Jul07 061031 458.00 461.00 456.50 458.50 -7.50 3,078 69,192 -626
Sep07 061031 458.00 461.00 458.00 460.00 -6.00 38 2,436 +6
Total Volume and Open Interest 34,515 464,625 +1,683
Wheat(KCBT)
Dec06 061031 514.00 519.50 511.00 516.00 -8.50 5,703 60,149 -58
Mar07 061031 531.00 533.00 526.00 530.00 -9.50 3,156 33,276 +778
May07 061031 520.50 521.00 516.00 517.00 -10.50 203 2,046 +113
Jul07 061031 475.00 476.50 470.50 474.75 -7.00 1,115 27,109 +96
Sep07 061031 473.00 477.00 472.00 477.00 -7.00 11 2,747 +4
Total Volume and Open Interest 10,448 134,717 +889
Wheat(MGE)
Dec06 061031 499.00 501.50 492.00 495.25 -10.25 1,826 19,914 -266
Mar07 061031 516.00 516.50 508.00 508.75 -13.00 675 17,404 +30
May07 061031 520.00 520.00 510.00 512.50 -14.25 33 1,801 +19
Jul07 061031 500.00 515.00 500.00 505.00 -10.00 74 1,222 +23
Sep07 061031 473.00 477.00 472.00 476.75 -5.25 5 3,076 +2
Total Volume and Open Interest 2,627 50,110 -219
Oats(CBOT)
Dec06 061031 241.50 241.50 233.75 234.00 -8.75 826 11,588 -3
Mar07 061031 251.50 251.75 244.75 245.00 -7.00 1,209 3,098 +484
May07 061031 251.50 253.00 248.50 248.50 -5.00 97 176 +41
Jul07 061031 252.00 252.00 247.00 247.00 -3.00 18 205 +21
Total Volume and Open Interest 2,174 15,401 +556
Rough Rice(CBOT)
Nov06 061031 9.29 9.49 9.20 9.49 +0.18 1,969 656 -1,157
Jan07 061031 9.63 9.82 9.50 9.81 +0.20 1,721 8,423 +969
Mar07 061031 9.85 10.08 9.83 10.08 +0.18 503 3,166 +283
May07 061031 10.17 10.30 10.17 10.30 +0.15 1 1,171 +0
Total Volume and Open Interest 4,195 14,475 +91
Live Cattle(CME)
Oct06 061031 90.150 90.700 89.600 90.400 +0.350 2,475 1,015 -1,808
Dec06 061031 88.750 88.750 87.750 87.825 -0.850 12,886 104,962 -1,850
Feb07 061031 91.600 91.600 90.700 90.825 -0.675 6,503 45,160 +1,024
Apr07 061031 90.725 90.725 89.875 90.175 -0.400 1,175 24,020 +34
Jun07 061031 86.625 86.625 85.900 86.125 -0.500 502 12,075 +260
Aug07 061031 85.200 85.200 84.650 84.875 -0.425 419 5,353 +104
Total Volume and Open Interest 24,220 195,572 -2,087
Feeder Cattle(CME)
Nov06 061031 104.400 104.400 103.500 103.975 +0.350 1,348 5,293 -526
Jan07 061031 101.650 101.650 100.750 101.500 +0.550 1,658 11,415 -146
Mar07 061031 100.150 100.250 99.450 99.950 +0.150 456 2,346 +47
Apr07 061031 99.800 100.150 99.675 99.900 +0.250 81 423 +44
May07 061031 100.000 100.150 99.550 100.050 +0.350 251 1,010 +167
Aug07 061031 102.400 102.850 102.400 102.850 +0.350 54 410 +11
Sep07 061031 102.700 103.100 102.500 102.700 +0.100 9 546 +9
Total Volume and Open Interest 3,857 21,443 -394
Lean Hogs(CME)
Dec06 061031 65.000 65.375 64.150 64.950 -0.300 10,488 93,972 -1,319
Feb07 061031 67.600 68.150 66.600 68.050 +0.150 6,920 44,476 +1,044
Apr07 061031 67.950 68.500 66.900 68.375 +0.275 3,108 24,363 +387
May07 061031 70.200 71.350 69.950 71.325 +0.350 101 2,259 +64
Jun07 061031 72.625 73.200 71.700 73.100 +0.250 751 12,087 +343
Jul07 061031 70.550 71.100 69.900 71.100 +0.500 118 2,480 +27
Aug07 061031 68.000 69.500 67.600 69.100 +0.300 59 2,262 +47
Oct07 061031 60.700 62.000 60.700 61.900 +0.550 79 1,625 +38
Total Volume and Open Interest 21,661 183,928 +621
Pork Bellies(CME)
Feb07 061031 93.900 94.100 92.700 93.725 +0.150 391 874 +68
Mar07 061031 93.800 93.800 92.650 93.650 +1.325 0 65 +0
May07 061031 94.750 94.750 94.600 94.600 +1.625 0 11 +0
Jul07 061031 93.300 93.300 93.300 93.300 +1.050 0 1 +0
Aug07 061031 91.400 91.400 91.400 91.400 unch 0 1 +0
Total Volume and Open Interest 391 952 +68
Class III Milk(CME)
Oct06 061031 12.34 12.38 12.34 12.38 +0.03 3 3,902 -1
Nov06 061031 12.68 12.68 12.60 12.65 -0.03 104 3,831 +45
Dec06 061031 13.05 13.10 13.00 13.00 -0.05 128 3,675 +22
Jan07 061031 13.09 13.10 13.03 13.09 unch 135 2,418 -36
Feb07 061031 13.10 13.14 13.09 13.11 +0.02 27 2,076 +11
Total Volume and Open Interest 957 30,042 +133
Cocoa(NYBOT)
Dec06 061031 1486 1495 1476 1484 -2 7,816 63,985 -3,075
Mar07 061031 1520 1524 1510 1518 unch 8,982 38,947 -1,351
May07 061031 1545 1545 1532 1542 +2 501 14,997 +110
Jul07 061031 1561 1567 1561 1564 +2 136 6,475 +41
Sep07 061031 1587 1590 1583 1586 unch 185 11,687 +115
Dec07 061031 1614 1614 1613 1614 +3 232 10,192 +106
Mar08 061031 1642 1643 1640 1640 +2 0 2,901 +0
Total Volume and Open Interest 17,852 152,773 -4,054
Coffee "C"(NYBOT)
Dec06 061031 107.00 109.40 106.90 108.25 +0.25 18,110 68,124 -102
Mar07 061031 111.50 113.35 111.40 112.35 +0.30 6,073 27,960 +1,725
May07 061031 114.25 115.65 114.20 115.00 +0.30 413 6,076 +278
Jul07 061031 117.00 117.50 116.75 117.50 +0.20 154 3,036 +64
Sep07 061031 119.60 120.00 119.20 119.90 +0.15 123 2,428 +50
Dec07 061031 122.60 123.00 122.50 122.80 +0.15 311 2,380 +57
Total Volume and Open Interest 26,180 116,826 +2,163
Orange Juice(NYBOT)
Nov06 061031 197.90 199.50 197.25 199.40 +1.40 1,964 4,044 -1,295
Jan07 061031 199.00 199.90 197.40 198.00 -1.00 2,449 20,562 +754
Mar07 061031 199.30 199.30 197.00 198.00 -0.75 191 4,531 +0
May07 061031 197.50 197.75 197.00 197.00 -0.50 73 1,189 -13
Jul07 061031 197.00 197.00 196.00 196.00 -0.50 5 185 +5
Total Volume and Open Interest 4,683 30,684 -548
Sugar #11(NYBOT)
Mar07 061031 11.47 11.60 11.30 11.55 +0.10 29,313 251,628 -327
May07 061031 11.50 11.75 11.46 11.69 +0.08 5,816 63,209 +541
Jul07 061031 11.47 11.70 11.45 11.70 +0.09 3,586 61,867 +6
Oct07 061031 11.65 11.89 11.65 11.89 +0.09 692 40,346 -32
Mar08 061031 12.07 12.25 12.07 12.25 +0.09 400 30,150 +157
Total Volume and Open Interest 39,961 470,681 +414
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061031 19.85 19.85 19.75 19.75 -0.15 110 2,484 -60
Mar07 061031 19.85 19.95 19.85 19.95 -0.10 20 2,775 +2
May07 061031 19.90 19.95 19.90 19.92 -0.09 64 2,357 +59
Jul07 061031 20.20 20.35 20.20 20.26 -0.14 9 1,966 +2
Total Volume and Open Interest 223 12,059 +14
London Cocoa(LCE)
Dec06 061031 832 836 825 828 -2 4,026 84,627 +717
Mar07 061031 851 853 843 846 -1 2,877 53,211 +704
May07 061031 862 866 858 858 -2 643 20,772 +268
Jul07 061031 876 876 868 868 -3 1,418 14,164 +640
Sep07 061031 886 889 879 879 -3 1,313 12,467 +464
Dec07 061031 895 898 891 891 -3 322 13,285 +70
Mar08 061031 911 911 903 903 -3 0 4,210 +0
Total Volume and Open Interest 10,599 204,353 +2,863
London Coffee(LCE)
Nov06 061031 1487.00 1516.00 1476.00 1510.00 +20.00 6,705 17,498 -5,170
Jan07 061031 1501.00 1524.00 1490.00 1520.00 +15.00 11,306 72,930 +969
Mar07 061031 1496.00 1516.00 1480.00 1512.00 +16.00 3,997 36,927 +569
May07 061031 1485.00 1516.00 1481.00 1514.00 +16.00 279 6,124 +225
Jul07 061031 1491.00 1510.00 1491.00 1510.00 +16.00 35 3,036 +25
Sep07 061031 1481.00 1509.00 1481.00 1509.00 +17.00 251 5,001 +230
Total Volume and Open Interest 22,573 142,674 -3,152
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 061031 397.00 400.60 393.00 400.00 +3.30 3,738 19,940 -843
Mar07 061031 359.00 364.20 357.00 364.00 +2.90 2,827 23,874 +573
May07 061031 356.00 360.60 353.50 360.10 +3.10 948 7,456 +313
Aug07 061031 351.10 354.70 348.70 354.70 +2.90 296 3,380 -17
Total Volume and Open Interest 7,818 58,538 +29
Cotton(NYBOT)
Dec06 061031 49.17 49.36 48.81 49.28 -0.08 12,735 108,083 -564
Mar07 061031 52.65 53.13 52.40 53.09 +0.19 6,811 50,558 +1,866
May07 061031 53.90 54.50 53.80 54.43 +0.13 443 7,118 +142
Jul07 061031 54.90 55.40 54.80 55.40 unch 288 7,025 +87
Oct07 061031 56.85 56.85 56.85 56.85 +0.10 6 102 +3
Dec07 061031 58.00 58.10 57.80 58.00 -0.15 851 10,773 +341
Total Volume and Open Interest 21,134 185,005 +1,875
Lumber(CME)
Nov06 061031 252.2 252.2 242.5 243.9 -8.3 652 1,673 -71
Jan07 061031 268.5 270.3 263.5 266.0 -5.5 536 4,049 +49
Mar07 061031 281.3 284.8 280.7 282.2 -3.8 44 431 +15
May07 061031 292.0 293.0 289.5 290.9 -1.3 21 33 +7
Total Volume and Open Interest 1,253 6,200 +0
Crude Oil(NYM)
Dec06 061031 57.86 58.80 57.05 58.73 +0.37 168,398 315,300 -3,747
Jan07 061031 59.90 60.70 59.00 60.61 +0.37 66,153 131,425 -378
Feb07 061031 61.20 62.00 60.35 61.90 +0.38 23,021 52,859 +3,001
Mar07 061031 62.05 62.90 61.65 62.90 +0.41 11,314 45,636 +492
Apr07 061031 63.10 63.69 63.05 63.69 +0.43 9,081 35,894 -1,891
May07 061031 63.70 64.55 63.70 64.32 +0.42 10,098 33,531 +2,690
Jun07 061031 64.20 64.90 63.60 64.85 +0.41 12,357 70,020 +1,405
Jul07 061031 65.32 65.32 65.32 65.32 +0.40 176 17,510 +16
Aug07 061031 65.71 65.71 65.71 65.71 +0.39 761 13,492 +600
Sep07 061031 64.80 66.05 64.75 66.05 +0.38 1,598 19,739 +230
Oct07 061031 66.35 66.35 66.35 66.35 +0.37 828 14,114 +73
Nov07 061031 66.60 66.60 66.60 66.60 +0.37 551 13,674 +49
Dec07 061031 66.30 66.80 65.50 66.80 +0.37 9,256 114,929 +566
Jan08 061031 66.99 66.99 66.99 66.99 +0.37 150 14,135 -160
Feb08 061031 67.14 67.14 67.14 67.14 +0.37 10 9,790 +0
Mar08 061031 67.27 67.27 67.27 67.27 +0.38 0 12,819 +0
Total Volume and Open Interest 325,786 1,150,381 +3,521
Heating Oil(NYM)
Nov06 061031 159.00 159.75 157.00 158.69 -1.46 18,543 5,269 -6,336
Dec06 061031 165.70 167.10 163.40 166.70 +0.70 34,387 83,148 +3,072
Jan07 061031 171.00 173.00 169.50 172.55 +0.90 13,490 45,382 +3,143
Feb07 061031 175.50 176.30 172.50 176.05 +1.05 2,658 22,766 +653
Mar07 061031 176.50 176.70 173.50 176.70 +1.20 1,606 13,087 +776
Apr07 061031 175.75 177.00 173.60 176.90 +1.50 1,362 10,746 -296
May07 061031 176.30 177.00 173.60 177.00 +1.75 394 4,606 +225
Jun07 061031 176.00 177.85 174.25 177.40 +1.85 697 19,150 +52
Jul07 061031 176.60 178.60 175.70 178.60 +1.90 160 2,647 +70
Aug07 061031 179.85 180.45 177.65 180.45 +1.95 57 2,716 -1
Sep07 061031 181.75 182.90 180.80 182.90 +1.95 102 4,540 +101
Oct07 061031 185.00 185.65 184.50 185.65 +1.95 103 1,412 -10
Total Volume and Open Interest 74,173 227,789 +1,512
Unleaded Gas(NYM)
Nov06 061031 132.00 170.00 129.00 146.46 +0.91 2,836 1,094 -1,045
Dec06 061031 145.00 145.50 141.50 142.73 -3.46 4,367 11,141 +577
Jan07 061031 150.00 150.00 146.73 146.73 -2.71 598 4,937 +98
Total Volume and Open Interest 7,801 17,172 -370
RBOB Gasoline(NYMEX)
Nov06 061031 146.35 148.00 141.00 148.00 -1.50 10,801 7,052 -1,648
Dec06 061031 148.71 149.35 143.25 148.98 +0.08 11,837 39,722 -41
Jan07 061031 153.05 154.22 149.73 153.50 -1.84 3,389 21,251 +1,501
Feb07 061031 156.70 156.70 153.90 156.00 -1.10 466 4,837 +8
Mar07 061031 161.00 161.35 158.60 159.50 -1.00 644 5,623 +66
Apr07 061031 177.28 177.28 177.28 177.28 -3.22 486 4,950 +75
May07 061031 177.90 179.00 177.90 179.00 -2.00 429 7,074 +116
Jun07 061031 180.00 180.00 178.90 178.90 -1.50 58 3,815 -9
Jul07 061031 182.25 182.50 181.95 182.50 -1.50 151 1,695 +60
Aug07 061031 185.28 185.28 185.28 185.28 +2.73 25 1,075 +0
Total Volume and Open Interest 28,558 102,768 +1
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061031 153.93 153.93 153.93 153.93 +1.43      
Feb07 061031 158.18 158.18 158.18 158.18 +1.78      
Mar07 061031 162.23 162.23 162.23 162.23 +2.13      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061031 7.190 7.600 7.180 7.534 +0.118 31,192 85,627 -334
Jan07 061031 7.660 8.010 7.650 7.998 +0.151 13,098 70,742 +2,456
Feb07 061031 7.740 8.070 7.710 8.058 +0.143 2,527 36,126 -331
Mar07 061031 7.630 7.940 7.610 7.938 +0.153 3,175 99,239 +279
Apr07 061031 7.180 7.470 7.180 7.458 +0.143 2,168 91,456 +576
May07 061031 7.200 7.431 7.200 7.431 +0.141 983 30,106 +3
Jun07 061031 7.270 7.519 7.270 7.519 +0.144 273 13,648 +9
Jul07 061031 7.380 7.619 7.380 7.619 +0.149 87 11,245 +59
Aug07 061031 7.450 7.685 7.450 7.685 +0.150 125 14,053 -22
Sep07 061031 7.500 7.733 7.500 7.733 +0.153 44 11,651 +4
Oct07 061031 7.670 7.828 7.670 7.828 +0.158 572 38,295 -18
Nov07 061031 8.120 8.288 8.100 8.288 +0.158 397 22,903 +150
Dec07 061031 8.540 8.753 8.540 8.753 +0.158 1,560 33,565 +55
Jan08 061031 8.820 9.028 8.820 9.028 +0.158 444 27,882 -280
Feb08 061031 8.825 9.038 8.825 9.038 +0.163 184 16,876 -144
Mar08 061031 8.620 8.838 8.620 8.838 +0.168 163 38,776 -76
Total Volume and Open Interest 59,875 903,705 +1,282
Brent Crude Oil(ICE)
Dec06 061031 58.77 59.14 57.39 59.03 +0.35 112,317 125,632 +4,817
Jan07 061031 60.22 60.59 58.90 60.51 +0.38 69,732 157,230 +8,028
Feb07 061031 61.48 61.84 60.16 61.76 +0.38 21,365 50,523 -1,447
Mar07 061031 62.44 62.71 61.42 62.71 +0.39 8,993 25,451 -1,368
Apr07 061031 62.98 63.48 62.61 63.48 +0.40 4,242 25,107 +1,731
May07 061031 63.40 64.10 63.40 64.10 +0.40 1,917 15,361 +91
Jun07 061031 63.80 64.64 63.60 64.64 +0.39 5,368 43,765 +707
Jul07 061031 64.35 65.11 64.35 65.11 +0.38 0 7,722 +400
Aug07 061031 64.65 65.48 64.65 65.48 +0.37 0 3,843 +0
Sep07 061031 65.73 65.73 65.73 65.73 +0.33 0 6,559 +3,000
Oct07 061031 65.98 65.98 65.98 65.98 +0.32 0 3,680 +0
Nov07 061031 66.22 66.22 66.22 66.22 +0.33 0 7,587 +0
Dec07 061031 65.75 66.45 65.75 66.45 +0.35 7,714 49,133 +4,110
Jan08 061031 66.62 66.62 66.62 66.62 +0.35 0 6,994 +0
Total Volume and Open Interest 234,473 577,446 +20,215
Gas Oil(ICE)
Nov06 061031 520.25 524.00 513.25 516.25 -7.50 31,232 56,707 -1,511
Dec06 061031 525.00 527.50 517.50 520.50 -7.00 31,990 76,870 +1,830
Jan07 061031 533.00 535.25 526.00 528.75 -6.50 15,414 47,343 +3,790
Feb07 061031 540.00 543.25 537.00 537.00 -6.25 5,436 23,627 +1,272
Mar07 061031 548.00 550.25 544.25 544.25 -6.25 2,667 14,672 +424
Apr07 061031 555.75 555.75 549.75 549.75 -5.50 1,684 8,346 -111
May07 061031 560.50 560.50 554.50 554.50 -5.25 684 5,458 -136
Jun07 061031 561.00 565.25 558.00 559.25 -5.25 794 23,920 +325
Jul07 061031 565.25 565.25 565.25 565.25 -5.00 100 2,819 +66
Aug07 061031 571.25 571.25 571.25 571.25 -5.00 0 504 +0
Total Volume and Open Interest 91,601 301,665 +6,215
US Dollar Index(NYBOT)
Dec06 061031 85.48 85.67 84.98 85.11 -0.27 729 29,914 -225
Mar07 061031 84.88 84.88 84.70 84.80 -0.27 11 2,049 +3
Jun07 061031 84.51 84.51 84.51 84.51 -0.27 0 13 +0
Total Volume and Open Interest 742 31,983 -220
Australian Dollar(CME)
Dec06 061031 76.85 77.46 76.80 77.37 +0.50 2,877 95,111 +2,768
Mar07 061031 77.19 77.19 77.19 77.19 +0.50 0 796 +24
Jun07 061031 77.05 77.05 77.05 77.05 +0.50 0 103 +0
Total Volume and Open Interest 2,877 96,022 +2,792
British Pound(CME)
Dec06 061031 190.08 191.10 189.99 190.82 +0.57 5,651 121,432 +7,796
Mar07 061031 190.95 190.95 190.90 190.90 +0.55 0 604 +14
Jun07 061031 190.84 190.84 190.84 190.84 +0.49 0 13 +0
Total Volume and Open Interest 5,651 122,051 +7,810
Canadian Dollar(CME)
Dec06 061031 88.74 89.37 88.72 89.27 +0.37 5,014 97,968 +401
Mar07 061031 89.40 89.67 89.40 89.52 +0.37 89 1,886 +76
Jun07 061031 89.79 89.79 89.79 89.79 +0.37 8 384 +10
Sep07 061031 90.06 90.06 90.06 90.06 +0.37 4 224 +4
Total Volume and Open Interest 5,115 100,506 +491
Japanese Yen(CME)
Dec06 061031 85.47 86.32 85.41 86.08 +0.34 5,823 217,552 -11,875
Mar07 061031 86.86 87.13 86.86 87.13 +0.34 0 17,573 +128
Jun07 061031 88.13 88.13 88.13 88.13 +0.34 0 3 +0
Total Volume and Open Interest 5,823 235,253 -11,747
Swiss Franc(CME)
Dec06 061031 80.33 80.95 80.31 80.81 +0.30 500 96,227 -2,468
Mar07 061031 81.49 81.49 81.49 81.49 +0.30 0 362 -4
Jun07 061031 82.18 82.18 82.18 82.18 +0.30 0 32 +0
Total Volume and Open Interest 500 96,710 -2,472
EuroFX(CME)
Dec06 061031 127.31 128.16 127.30 127.96 +0.34 3,605 151,574 -881
Mar07 061031 127.86 128.60 127.86 128.48 +0.34 3 2,973 +29
Jun07 061031 128.92 128.92 128.92 128.92 +0.34 0 77 +0
Total Volume and Open Interest 3,608 154,703 -852
Mexican Peso(CME)
Nov06 061031 9275.0 9275.0 9275.0 9275.0 +10.0 0 20 +0
Dec06 061031 9275.0 9275.0 9245.0 9265.0 +10.0 3,327 109,637 +7,719
Total Volume and Open Interest 3,328 111,646 +7,719
30-Year T-Bonds(CBOT)
Dec06 061031 111~30 112~24 111~26 112~21 +0~24 228,020 732,025 +9,327
Mar07 061031 111~27 112~21 111~27 112~20 +0~25 1,981 13,296 +24
Jun07 061031 112~19 112~19 112~19 112~19 +0~25 0 21 +0
Total Volume and Open Interest 230,001 745,348 +9,351
10-Year T-Notes(CBOT)
Dec06 061031 107~250 108~080 107~225 108~070 +0~150 679,220 2,339,060 -12,485
Mar07 061031 107~240 108~100 107~240 108~100 +0~165 2,480 88,304 +70
Total Volume and Open Interest 681,700 2,427,370 -12,415
5-Year T-Notes(CBOT)
Dec06 061031 105~105 105~185 105~080 105~180 +0~095 289,810 0 +0
Mar07 061031 105~120 105~215 105~120 105~215 +0~100 1,426 0 +0
Total Volume and Open Interest 291,236    
2 Year T-Notes(CBOT)
Dec06 061031 102~012 102~026 102~008 102~025 +0~015 1,576 669,686 -1,870
Mar07 061031 102~049 102~049 102~049 102~049 +0~017 0 7 +0
Total Volume and Open Interest 1,576 669,693 -1,870
Eurodollars(CME)
Dec06 061031 94.630 94.640 94.625 94.635 +0.010 40,574 1,358,706 -4,713
Mar07 061031 94.750 94.785 94.725 94.780 +0.040 15,898 1,399,488 +7,097
Jun07 061031 94.890 94.955 94.875 94.950 +0.065 14,396 1,179,780 +13,803
Sep07 061031 95.060 95.135 95.035 95.125 +0.075 10,822 1,184,092 +26,095
Dec07 061031 95.170 95.250 95.155 95.245 +0.080 13,980 1,203,407 +33,235
Mar08 061031 95.210 95.285 95.190 95.285 +0.085 9,227 793,539 +15,689
Jun08 061031 95.195 95.265 95.170 95.265 +0.085 8,265 559,663 +8,246
Sep08 061031 95.170 95.245 95.160 95.240 +0.080 14,276 447,540 +2,541
Dec08 061031 95.145 95.210 95.130 95.210 +0.080 13,878 352,528 +4,142
Mar09 061031 95.115 95.175 95.100 95.175 +0.075 12,979 333,349 -5,509
Jun09 061031 95.080 95.140 95.075 95.140 +0.075 11,509 228,175 -1,382
Sep09 061031 95.045 95.105 95.025 95.105 +0.075 4,354 153,233 -262
Dec09 061031 95.005 95.060 95.005 95.060 +0.070 1,820 140,073 +1,091
Mar10 061031 94.980 95.035 94.975 95.035 +0.070 2,134 118,871 -770
Jun10 061031 94.945 95.005 94.945 95.000 +0.070 1,182 103,527 +855
Sep10 061031 94.915 94.970 94.915 94.970 +0.070 481 94,593 +266
Dec10 061031 94.875 94.930 94.865 94.930 +0.070 994 103,500 -445
Mar11 061031 94.860 94.915 94.850 94.915 +0.070 597 55,906 +23
Total Volume and Open Interest 181,749 10,035,861 +101,005
3-Mth Euro-Yen(CME)
Dec06 061031 99.47 99.47 99.47 99.47 -0.02 242 20,109 -761
Mar07 061031 99.31 99.32 99.31 99.31 -0.02 0 11,585 -722
Jun07 061031 99.20 99.20 99.20 99.20 -0.02 69 8,098 +18
Sep07 061031 99.09 99.09 99.09 99.09 -0.02 187 2,782 -39
Dec07 061031 98.99 99.00 98.99 99.00 -0.01 219 7,148 +219
Mar08 061031 98.90 98.90 98.90 98.90 unch 0 3,351 +0
Jun08 061031 98.81 98.81 98.81 98.81 +0.02 0 269 +0
Sep08 061031 98.73 98.73 98.73 98.73 +0.03 0 1 +0
Dec08 061031 98.62 98.62 98.62 98.62 unch 0 6 +0
Mar09 061031 98.49 98.49 98.49 98.49 unch      
Total Volume and Open Interest 717 53,349 -1,285
3-Mth Euro-Yen(SIMEX)
Dec06 061031 99.49 99.49 99.46 99.46 -0.02 2,082 83,714 +143
Mar07 061031 99.33 99.34 99.30 99.31 -0.02 667 76,530 -813
Jun07 061031 99.22 99.22 99.19 99.19 -0.02 1,437 37,990 -194
Sep07 061031 99.11 99.12 99.08 99.09 -0.01 1,781 31,176 +1,123
Dec07 061031 99.02 99.03 98.99 98.99 -0.01 3,637 44,860 +56
Mar08 061031 98.93 98.93 98.90 98.90 unch 0 27,336 +0
Jun08 061031 98.82 98.84 98.81 98.81 unch 0 7,400 +0
Sep08 061031 98.73 98.74 98.73 98.73 unch 0 1,443 +0
Total Volume and Open Interest 9,604 311,986 +315
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 061031 117.59 118.04 117.54 118.02 +0.53 2,173 22,853 +1,574
Jun07 061031 117.47 117.47 117.47 117.47 +0.50 218 3 +0
Total Volume and Open Interest 1,493,591 1,505,664 -41,396
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061031 109.72 109.95 109.71 109.95 +0.28 1,882 8,773 +1,873
Jun07 061031 109.31 109.31 109.31 109.31 +0.27      
Total Volume and Open Interest 586,595 975,861 -31,403
Long Gilt(LIFFE)
Dec06 061031 109~20 110~02 109~19 110~00 +0~12 77,531 248,813 -420
Mar07 061031 109~29 109~29 109~29 109~29 +0~12      
Total Volume and Open Interest 77,531 248,841 -420
3-Mth Short Sterling(LIFFE)
Dec06 061031 94.72 94.72 94.72 94.72 +0.02 22,025 384,650 +6,086
Mar07 061031 94.62 94.62 94.62 94.62 +0.03 49,039 448,011 +2,033
Jun07 061031 94.62 94.62 94.62 94.62 +0.05 49,061 425,905 +8,971
Total Volume and Open Interest 253,846 2,233,011 +15,554
3-Mth Euribor(LIFFE)
Dec06 061031 96.285 96.290 96.280 96.285 unch 62,857 715,149 +5,439
Mar07 061031 96.120 96.155 96.115 96.150 +0.030 112,451 735,245 +6,994
Jun07 061031 96.075 96.135 96.060 96.120 +0.045 134,438 585,509 +16,303
Total Volume and Open Interest 617,783 3,657,268 +38,465
3-Mth Aus T-Bills(SFE)
Dec06 061031 93.58 93.58 93.57 93.58 unch 7,254 162,165 -9,325
Mar07 061031 93.48 93.48 93.46 93.48 unch 16,397 280,397 -18,772
Jun07 061031 93.50 93.50 93.47 93.49 -0.01 3,577 114,238 -13,541
Sep07 061031 93.53 93.53 93.51 93.53 -0.01 1,217 55,580 -5,341
Dec07 061031 93.57 93.58 93.56 93.57 -0.01 1,155 35,343 -2,476
Mar08 061031 93.61 93.61 93.60 93.60 -0.01 2,392 19,353 +1,415
Jun08 061031 93.62 93.62 93.62 93.62 -0.01 246 15,330 -775
Sep08 061031 93.64 93.64 93.64 93.64 -0.01 68 7,800 -1,303
Dec08 061031 93.65 93.66 93.65 93.66 +0.01 51 3,337 +50
Mar09 061031 93.66 93.66 93.66 93.66 unch 17 1,118 +17
Total Volume and Open Interest 32,586 696,402 -49,814
10-Year Aus T-Bonds(SFE)
Dec06 061031 94.35 94.36 94.33 94.34 -0.01 36,065 465,414 -22,744
Mar07 061031 94.34 94.34 94.34 94.34 -0.01      
Total Volume and Open Interest 36,065 465,414 -22,744
3-Year Aus T-Bonds(SFE)
Dec06 061031 94.04 94.05 94.02 94.04 unch 51,356 674,704 -29,730
Mar07 061031 94.04 94.04 94.04 94.04 unch      
Total Volume and Open Interest 51,356 674,704 -29,730
Gold(CMX)
Dec06 061031 602.3 609.2 600.5 606.8 -0.6 46,185 182,595 -897
Feb07 061031 609.0 616.0 607.8 612.9 -0.6 4,450 39,444 +1,943
Apr07 061031 615.0 620.0 613.5 618.7 -0.7 438 10,372 +85
Jun07 061031 626.0 626.6 622.5 624.5 -0.7 549 18,928 +65
Aug07 061031 630.5 631.2 629.6 630.2 -0.8 46 1,851 +21
Oct07 061031 635.8 635.8 635.8 635.8 -0.9 0 12,662 +0
Dec07 061031 638.5 643.0 638.5 641.3 -1.0 166 28,417 +154
Feb08 061031 645.1 646.7 645.1 646.7 -1.1 0 2,301 +0
Apr08 061031 652.2 652.2 652.2 652.2 -1.2 0 1,214 +0
Jun08 061031 657.7 657.7 657.7 657.7 -1.3 5 3,285 +0
Aug08 061031 663.1 663.1 663.1 663.1 -1.4      
Total Volume and Open Interest 51,852 321,728 +1,068
Silver(CMX)
Dec06 061031 1211.0 1231.0 1198.0 1227.0 +2.0 8,334 66,468 -15
Mar07 061031 1226.0 1248.0 1218.0 1243.9 +2.0 733 19,878 +305
May07 061031 1237.0 1253.1 1237.0 1253.1 +2.0 4 4,039 +4
Jul07 061031 1252.0 1262.2 1246.0 1262.2 +2.0 7 8,415 +2
Sep07 061031 1269.7 1269.7 1269.7 1269.7 +2.5 0 2,052 +0
Dec07 061031 1260.0 1276.0 1260.0 1276.0 +2.5 4 5,088 -201
Mar08 061031 626.6 626.6 626.6 626.6 +2.5 0 131 +0
Total Volume and Open Interest 9,086 111,068 -12
Platinum(NYM)
Jan07 061031 1081.0 1087.5 1075.0 1086.5 -6.7 1,163 7,583 +281
Apr07 061031 1096.0 1096.0 1091.5 1091.5 -6.7 2 24 -1
Jul07 061031 441.1 441.1 441.1 441.1 -6.7 0 7 +0
Oct07 061031 1101.5 1101.5 1101.5 1101.5 -6.7      
Total Volume and Open Interest 1,165 7,614 +280
Palladium(NYME)
Dec06 061031 324.00 324.00 318.00 322.70 -6.05 683 12,004 +23
Mar07 061031 328.20 330.00 327.00 327.95 -5.80 46 389 +65
Jun07 061031 333.45 333.45 333.45 333.45 -5.80 0 31 -1
Total Volume and Open Interest 729 12,425 +87
Copper(CMX)
Dec06 061031 335.85 337.40 333.00 334.55 -1.30 11,147 47,786 -520
Mar07 061031 336.00 337.00 333.25 334.70 -1.15 1,774 12,885 +853
May07 061031 333.50 333.50 331.00 331.80 -1.05 352 3,026 -35
Jul07 061031 327.50 327.50 327.50 327.50 -0.85 28 1,475 -6
Sep07 061031 322.50 322.50 322.50 322.50 -0.85 26 828 +0
Total Volume and Open Interest 14,573 75,261 +147
Aluminum(CMX)
Nov06 061031 129.10 129.10 129.10 129.10 +0.10 1 174 +1
Dec06 061031 130.00 130.00 130.00 130.00 +0.50 0 592 +0
Jan07 061031 128.50 128.50 128.50 128.50 +0.40 0 10 +0
Feb07 061031 127.25 127.25 127.25 127.25 +0.25      
Mar07 061031 126.00 126.00 126.00 126.00 +0.10      
Apr07 061031 124.75 124.75 124.75 124.75 -0.05      
Total Volume and Open Interest 2 844 +0
DJIA Index(CBOT)
Dec06 061031 12130 12145 12054 12119 -3 3,884 62,365 -37
Mar07 061031 12160 12206 12160 12206 -3 10 76 -2
Jun07 061031 12289 12289 12289 12289 -3      
Sep07 061031 12374 12374 12374 12374 -3 0 2 +0
Total Volume and Open Interest 3,894 62,443 -39
S & P 500(CME)
Dec06 061031 1385.30 1387.10 1377.10 1383.20 unch 26,633 603,357 +2,141
Mar07 061031 1394.00 1394.90 1390.00 1394.90 -0.10 1,112 11,547 +795
Jun07 061031 1402.00 1406.90 1402.00 1406.90 -0.10 13 4,687 +0
Sep07 061031 1419.50 1419.50 1419.50 1419.50 -0.10 0 2,178 +0
Total Volume and Open Interest 27,758 622,061 +2,936
S & P 500 E-Mini(Globex)
Dec06 061031 1383.25 1387.25 1377.00 1383.25 unch 890,262 1,637,375 +9,191
Mar07 061031 1394.50 1398.75 1389.00 1395.00 unch 512 9,201 +124
Total Volume and Open Interest 890,774 1,646,576 +9,315
NASDAQ 100(CME)
Dec06 061031 1741.00 1749.50 1731.00 1742.80 +6.00 3,677 59,011 -117
Mar07 061031 1754.00 1763.80 1754.00 1763.80 +6.00 0 5 +0
Jun07 061031 1781.80 1781.80 1781.80 1781.80 +6.00 0 5 +0
Total Volume and Open Interest 3,677 59,021 -117
NASDAQ 100 E-Mini(Globex)
Dec06 061031 1736.50 1749.80 1731.30 1742.80 +6.00 278,010 433,388 +2,811
Mar07 061031 1766.80 1770.00 1756.30 1763.80 +6.00 40 403 +6
Total Volume and Open Interest 278,050 433,791 +2,817
S & P Midcap 400(CME)
Dec06 061031 792.00 793.00 785.00 788.70 -3.70 131 9,131 +75
Mar07 061031 795.70 795.70 795.70 795.70 -3.70      
Jun07 061031 802.70 802.70 802.70 802.70 -3.70      
Total Volume and Open Interest 131 9,131 +75
Russell 2000(CME)
Dec06 061031 774.50 774.50 765.50 771.00 -2.60 2,582 37,713 +56
Mar07 061031 777.50 777.50 777.50 777.50 -2.60 0 34 +0
Jun07 061031 784.00 784.00 784.00 784.00 -2.60      
Total Volume and Open Interest 2,582 37,755 +56
Russell 2000 E-Mini(Globex)
Dec06 061031 773.50 776.60 765.30 771.00 -2.60 164,587 418,086 +3,619
Mar07 061031 781.50 782.50 773.10 777.50 -2.60 31 353 -2
Total Volume and Open Interest 164,618 418,439 +3,617
Value Line(KCBT)
Dec06 061031 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061031 16455 16455 16300 16365 -75      
Mar07 061031 16390 16390 16390 16390 -75      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061031 16435 16495 16320 16365 -20 56,895 245,620 +602
Mar07 061031 16410 16440 16345 16410 +45 8 78 +13
Jun07 061031 16355 16355 16355 16355 +50 0 1 +0
Total Volume and Open Interest 56,903 245,953 +615
CAC 40(EURONEXT)
Oct06 061020 5367.5 5399.5 5359.0 5367.0 +9.0 172,637 438,812 -106,530
Nov06 061031 5359.5 5381.5 5345.5 5358.0 -14.5 72,887 432,831 +1,980
Dec06 061031 5360.5 5382.5 5347.5 5359.5 -14.5 2,029 81,624 -170
Total Volume and Open Interest 74,945 514,787 +1,805
Hang Seng Index(HKFE)
Oct06 061027 18380 18445 18378 18392 -26 72,387 70,972 -21,295
Nov06 061031 18230 18348 18085 18340 +41 42,400 113,117 +23,234
Dec06 061031 18257 18386 18120 18378 +42 322 2,042 +72
Total Volume and Open Interest 95,866 160,087 -3,316
DAX(EUREX)
Dec06 061031 6290.0 6315.5 6265.5 6293.5 +4.0 139,206 244,198 +5,108
Mar07 061031 6346.0 6372.0 6327.5 6352.5 +4.5 596 8,198 +266
Jun07 061031 6408.5 6434.5 6387.5 6414.0 +4.0 265 2,270 +72
Total Volume and Open Interest 140,067 254,666 +5,446
FT-SE 100(EURONEXT)
Dec06 061031 6128.50 6163.00 6119.00 6140.50 -1.50 66,756 509,238 -2,560
Mar07 061031 6169.00 6180.50 6160.00 6160.00 -2.00 41 5,113 +25
Jun07 061031 6182.50 6186.50 6177.00 6181.00 -3.00 6 2,321 -3
Total Volume and Open Interest 66,803 517,184 -2,538
SPI 200(SFE)
Dec06 061031 5376.0 5393.0 5356.0 5361.0 -15.0 14,403 275,286 -2,900
Mar07 061031 5370.0 5374.0 5370.0 5374.0 -14.0 208 3,501 +130
Jun07 061031 5408.0 5408.0 5408.0 5408.0 -13.0 0 3,686 +0
Total Volume and Open Interest 14,611 286,120 -2,903
GSCI(CME)
Nov06 061031 425.60 429.60 421.50 429.20 +0.40 148 21,707 +44
Dec06 061031 440.50 440.50 440.50 440.50 +0.50 0 3 +0
Jan07 061031 446.00 446.00 446.00 446.00 +0.50      
Total Volume and Open Interest 148 21,710 +44
Reuters CRB Index(NYBOT)
Nov06 061031 383.00 384.00 382.50 384.00 -2.00 8 305 +1
Jan07 061031 387.00 387.00 387.00 387.00 -2.00 2 431 +1
Feb07 061031 387.00 387.00 387.00 387.00 -2.00 0 7 +0
Total Volume and Open Interest 10 946 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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