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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 01, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061101 634.50 646.00 628.50 645.00 +14.75 21,597 21,795 -6,917
Jan07 061101 648.00 659.50 641.50 658.25 +14.00 46,276 213,023 +2,379
Mar07 061101 657.00 669.50 652.00 668.00 +13.50 7,691 42,774 +373
May07 061101 663.00 675.00 658.00 673.50 +11.75 1,817 27,088 +437
Jul07 061101 668.00 681.00 665.00 679.50 +12.00 3,603 28,164 +174
Aug07 061101 673.00 682.00 672.00 681.50 +8.50 76 721 -2
Sep07 061101 685.00 685.00 685.00 685.00 +9.00 0 248 +0
Total Volume and Open Interest 82,303 376,522 -3,023
Soybean Meal(CBOT)
Dec06 061101 190.50 193.50 187.60 193.10 +3.50 18,391 76,424 -4,246
Jan07 061101 191.30 193.70 188.50 193.10 +2.50 10,957 24,026 +1,930
Mar07 061101 193.20 196.00 190.70 195.30 +2.80 5,820 26,654 +531
May07 061101 194.70 196.00 191.70 195.90 +2.50 2,352 30,423 +26
Jul07 061101 196.00 198.20 193.60 198.10 +2.60 4,051 28,632 +502
Aug07 061101 197.30 199.20 194.80 199.20 +2.90 151 7,186 +8
Sep07 061101 198.00 200.50 196.20 200.20 +2.70 93 4,405 +43
Oct07 061101 198.50 200.50 196.50 200.40 +2.90 22 2,722 -13
Total Volume and Open Interest 42,611 209,261 -1,430
Soybean Oil(CBOT)
Dec06 061101 26.92 27.59 26.88 27.47 +0.64 20,337 67,826 -3,371
Jan07 061101 27.28 27.95 27.25 27.80 +0.65 12,916 84,038 +6,890
Mar07 061101 27.67 28.27 27.55 28.17 +0.67 4,313 26,818 +393
May07 061101 27.95 28.47 27.85 28.42 +0.62 1,587 33,043 -64
Jul07 061101 28.32 28.85 28.20 28.73 +0.59 3,351 20,112 -1,234
Aug07 061101 28.40 28.81 28.30 28.81 +0.56 165 3,840 -199
Sep07 061101 28.40 28.95 28.40 28.92 +0.58 16 2,286 -4
Oct07 061101 28.45 29.05 28.45 29.02 +0.57 10 2,746 +11
Total Volume and Open Interest 43,870 261,414 +2,549
Canola(WCE)
Nov06 061101 326.9 329.8 326.9 329.8 +5.3 1,271 615 -840
Jan07 061101 332.5 341.9 332.5 340.3 +6.3 6,173 56,400 -382
Mar07 061101 344.0 349.4 342.7 346.9 +4.2 270 6,836 -76
May07 061101 350.5 355.2 350.5 353.5 +4.7 82 3,171 +1
Jul07 061101 355.0 360.4 353.9 359.0 +6.2 113 8,315 +5
Total Volume and Open Interest 7,970 82,843 -1,376
Corn(CBOT)
Dec06 061101 322.75 334.00 320.75 333.50 +12.75 85,148 507,271 -27,102
Mar07 061101 336.00 347.50 334.75 347.00 +12.25 52,015 332,265 +18,247
May07 061101 342.50 355.00 341.50 354.00 +12.50 4,696 59,127 +767
Jul07 061101 350.00 361.00 347.50 360.00 +11.25 17,936 148,412 +558
Sep07 061101 338.00 347.50 337.50 346.50 +9.50 1,470 30,141 -38
Dec07 061101 329.50 337.50 328.25 336.25 +8.50 14,143 195,846 -161
Total Volume and Open Interest 179,135 1,374,999 -8,461
Wheat(CBOT)
Dec06 061101 482.00 494.00 478.00 487.50 +4.50 43,633 203,526 -24,103
Mar07 061101 501.00 513.00 498.00 508.50 +5.50 35,232 107,251 +15,415
May07 061101 482.00 494.00 481.00 493.00 +9.00 770 6,905 +61
Jul07 061101 457.00 466.00 455.00 465.00 +6.50 4,724 68,972 -220
Sep07 061101 462.00 465.00 461.00 465.00 +5.00 81 2,473 +37
Total Volume and Open Interest 87,131 456,287 -8,338
Wheat(KCBT)
Dec06 061101 516.00 523.00 512.50 519.00 +3.00 8,551 57,732 -2,417
Mar07 061101 530.50 537.00 526.00 535.25 +5.25 4,221 34,222 +946
May07 061101 517.00 526.00 517.00 524.50 +7.50 105 2,084 +38
Jul07 061101 473.00 478.00 471.00 476.25 +1.50 1,407 27,453 +344
Sep07 061101 475.50 478.00 475.50 478.00 +1.00 11 2,751 +4
Total Volume and Open Interest 14,428 133,642 -1,075
Wheat(MGE)
Dec06 061101 495.00 503.00 492.00 499.50 +4.25 3,407 19,050 -864
Mar07 061101 509.00 518.50 507.00 517.25 +8.50 1,169 17,500 +96
May07 061101 518.00 522.00 517.00 520.00 +7.50 105 1,881 +80
Jul07 061101 504.00 510.00 504.00 509.50 +4.50 28 1,237 +15
Sep07 061101 472.00 479.50 472.00 479.50 +2.75 64 3,104 +28
Total Volume and Open Interest 4,976 49,453 -657
Oats(CBOT)
Dec06 061101 236.75 243.75 235.25 243.75 +9.75 5,000 9,190 -2,398
Mar07 061101 246.25 253.00 244.75 252.75 +7.75 4,545 4,921 +1,823
May07 061101 249.50 253.25 249.50 253.25 +4.75 38 200 +24
Jul07 061101 247.50 250.00 247.50 250.00 +3.00 26 220 +15
Total Volume and Open Interest 9,639 14,878 -523
Rough Rice(CBOT)
Nov06 061101 9.58 9.95 9.58 9.94 +0.45 244 258 -398
Jan07 061101 9.76 10.31 9.76 10.23 +0.42 1,256 8,663 +240
Mar07 061101 10.15 10.58 10.15 10.48 +0.40 47 3,211 +45
May07 061101 10.37 10.72 10.37 10.63 +0.33 19 1,166 -5
Total Volume and Open Interest 1,655 14,422 -53
Live Cattle(CME)
Dec06 061101 88.050 88.350 87.425 87.550 -0.275 18,351 102,422 -2,540
Feb07 061101 90.900 91.250 90.550 90.675 -0.150 10,364 48,337 +3,177
Apr07 061101 90.250 90.425 89.800 89.950 -0.225 1,324 24,143 +123
Jun07 061101 86.150 86.600 86.000 86.350 +0.225 751 12,140 +65
Aug07 061101 84.800 85.150 84.750 85.050 +0.175 575 5,235 -118
Oct07 061101 87.475 87.650 87.375 87.500 +0.150 250 1,808 +79
Total Volume and Open Interest 32,602 195,389 -183
Feeder Cattle(CME)
Nov06 061101 104.200 104.900 103.600 104.400 +0.425 1,837 4,630 -663
Jan07 061101 101.800 102.475 100.900 101.425 -0.075 2,421 11,832 +417
Mar07 061101 100.350 100.900 99.750 100.175 +0.225 430 2,475 +129
Apr07 061101 100.100 100.900 99.800 100.100 +0.200 120 482 +59
May07 061101 100.250 100.650 99.900 100.025 -0.025 205 1,110 +100
Aug07 061101 102.950 103.450 102.600 102.750 -0.100 46 430 +20
Sep07 061101 103.000 103.300 102.900 102.900 +0.200 20 564 +18
Total Volume and Open Interest 5,079 21,523 +80
Lean Hogs(CME)
Dec06 061101 65.300 65.300 64.250 64.400 -0.550 14,866 92,982 -990
Feb07 061101 68.200 68.200 67.100 67.275 -0.775 10,493 47,222 +2,746
Apr07 061101 68.500 68.600 68.000 68.250 -0.125 4,049 25,558 +1,195
May07 061101 70.700 71.300 70.600 71.275 -0.050 100 2,296 +37
Jun07 061101 73.100 73.575 72.900 73.200 +0.100 768 12,358 +271
Jul07 061101 71.000 71.300 70.750 71.300 +0.200 91 2,523 +43
Aug07 061101 69.000 69.200 68.600 69.150 +0.050 248 2,322 +60
Oct07 061101 61.900 62.000 61.600 62.000 +0.100 176 1,752 +127
Total Volume and Open Interest 30,883 187,451 +3,523
Pork Bellies(CME)
Feb07 061101 93.000 93.000 91.700 91.800 -1.925 322 909 +35
Mar07 061101 92.200 92.200 92.200 92.200 -1.450 16 59 -6
May07 061101 93.250 93.250 93.250 93.250 -1.350 1 11 +0
Jul07 061101 93.300 93.300 93.300 93.300 unch 0 1 +0
Aug07 061101 93.000 93.000 93.000 93.000 +1.600 0 1 +0
Total Volume and Open Interest 339 981 +29
Class III Milk(CME)
Nov06 061101 12.60 12.75 12.60 12.70 +0.05 188 3,734 -97
Dec06 061101 13.05 13.20 13.05 13.15 +0.15 179 3,773 +98
Jan07 061101 13.10 13.24 13.09 13.23 +0.14 99 2,427 +9
Feb07 061101 13.10 13.24 13.07 13.24 +0.13 82 2,094 +18
Mar07 061101 13.25 13.40 13.24 13.40 +0.16 51 1,975 +8
Total Volume and Open Interest 1,110 26,238 -3,804
Cocoa(NYBOT)
Dec06 061101 1475 1475 1459 1463 -21 10,899 61,272 -2,713
Mar07 061101 1506 1507 1492 1497 -21 9,744 43,545 +4,598
May07 061101 1528 1528 1518 1520 -22 1,446 14,857 -140
Jul07 061101 1551 1551 1542 1542 -22 900 6,873 +398
Sep07 061101 1566 1566 1566 1566 -20 951 11,566 -121
Dec07 061101 1592 1592 1592 1592 -22 433 10,436 +244
Mar08 061101 1615 1620 1615 1620 -20 51 2,943 +42
Total Volume and Open Interest 24,424 155,081 +2,308
Coffee "C"(NYBOT)
Dec06 061101 108.00 111.20 107.40 108.65 +0.40 13,689 64,136 -3,988
Mar07 061101 112.00 114.90 111.60 112.80 +0.45 7,648 31,858 +3,898
May07 061101 114.90 117.50 114.40 115.45 +0.45 606 6,225 +149
Jul07 061101 117.50 120.00 117.25 117.95 +0.45 284 3,100 +64
Sep07 061101 120.00 121.50 119.75 120.35 +0.45 266 2,438 +10
Dec07 061101 122.75 123.15 122.75 123.15 +0.35 752 2,475 +95
Total Volume and Open Interest 25,019 116,804 -22
Orange Juice(NYBOT)
Nov06 061101 199.00 199.00 197.60 197.75 -1.65 1,735 2,731 -1,313
Jan07 061101 198.00 198.75 195.90 196.00 -2.00 2,782 20,828 +266
Mar07 061101 198.00 198.25 196.00 196.00 -2.00 329 4,665 +134
May07 061101 195.00 195.00 195.00 195.00 -2.00 55 1,244 +55
Jul07 061101 194.00 194.00 194.00 194.00 -2.00 25 210 +25
Total Volume and Open Interest 5,037 29,911 -773
Sugar #11(NYBOT)
Mar07 061101 11.45 11.70 11.43 11.50 -0.05 28,498 252,108 +480
May07 061101 11.62 11.83 11.62 11.67 -0.02 6,022 64,329 +1,120
Jul07 061101 11.65 11.85 11.65 11.69 -0.01 5,096 61,935 +68
Oct07 061101 11.85 11.99 11.85 11.90 +0.01 2,050 40,760 +414
Mar08 061101 12.23 12.37 12.22 12.28 +0.03 723 30,308 +158
Total Volume and Open Interest 42,521 472,934 +2,253
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061101 19.75 19.75 19.40 19.40 -0.35 541 2,144 -340
Mar07 061101 19.75 19.75 19.45 19.50 -0.45 307 2,761 -14
May07 061101 19.75 19.75 19.53 19.53 -0.39 110 2,355 -2
Jul07 061101 20.00 20.00 19.78 19.78 -0.48 7 1,964 -2
Total Volume and Open Interest 1,226 11,954 -105
London Cocoa(LCE)
Dec06 061101 832 832 818 820 -8 2,561 84,016 -611
Mar07 061101 849 849 836 837 -9 1,982 53,440 +229
May07 061101 859 859 849 849 -9 389 20,658 -114
Jul07 061101 869 869 860 861 -7 428 14,153 -11
Sep07 061101 880 880 871 872 -7 355 12,416 -51
Dec07 061101 890 890 884 885 -6 635 13,391 +106
Mar08 061101 897 897 897 897 -6 50 4,217 +7
Total Volume and Open Interest 6,400 203,908 -445
London Coffee(LCE)
Nov06 061101 1507.00 1541.00 1507.00 1528.00 +18.00 13,916 10,881 -6,617
Jan07 061101 1511.00 1548.00 1510.00 1527.00 +7.00 10,552 75,503 +2,573
Mar07 061101 1508.00 1534.00 1504.00 1516.00 +4.00 2,036 36,561 -366
May07 061101 1513.00 1529.00 1511.00 1511.00 -3.00 650 6,369 +245
Jul07 061101 1517.00 1525.00 1505.00 1506.00 -4.00 85 3,025 -11
Sep07 061101 1516.00 1518.00 1502.00 1502.00 -7.00 3 5,003 +2
Total Volume and Open Interest 27,466 138,703 -3,971
London Sugar(LCE)
Dec06 061101 400.50 400.50 395.00 399.90 -0.10 1,462 19,818 -122
Mar07 061101 363.50 365.40 359.60 362.90 -1.10 1,533 24,122 +248
May07 061101 360.10 361.00 356.40 358.80 -1.30 762 7,426 -30
Aug07 061101 350.20 353.30 350.20 353.20 -1.50 59 3,408 +28
Oct07 061101 348.20 348.20 348.20 348.20 -1.50 106 1,708 +101
Total Volume and Open Interest 3,937 58,778 +240
Cotton(NYBOT)
Dec06 061101 48.88 49.20 48.65 48.78 -0.50 23,251 101,894 -6,189
Mar07 061101 52.85 53.05 52.60 52.82 -0.27 18,768 56,618 +6,060
May07 061101 54.20 54.40 54.00 54.17 -0.26 601 7,329 +211
Jul07 061101 55.30 55.40 55.15 55.15 -0.25 258 7,054 +29
Oct07 061101 56.55 56.55 56.55 56.55 -0.30 0 102 +0
Dec07 061101 57.95 58.30 57.80 57.90 -0.10 680 11,010 +237
Total Volume and Open Interest 43,558 185,353 +348
Lumber(CME)
Nov06 061101 243.0 244.9 239.0 239.2 -4.7 695 1,474 -199
Jan07 061101 264.9 265.5 261.2 262.1 -3.9 775 4,170 +121
Mar07 061101 282.7 282.7 279.4 279.4 -2.8 26 437 +6
May07 061101 290.8 290.8 287.9 289.7 -1.2 5 34 +1
Total Volume and Open Interest 1,501 6,129 -71
Crude Oil(NYM)
Dec06 061101 58.60 59.45 57.80 58.71 -0.02 211,035 308,375 -6,925
Jan07 061101 60.50 61.15 59.75 60.55 -0.06 82,828 143,551 +12,126
Feb07 061101 61.82 62.25 61.15 61.84 -0.06 24,053 53,256 +397
Mar07 061101 62.50 63.25 62.35 62.84 -0.06 13,249 47,730 +2,094
Apr07 061101 63.00 63.64 63.00 63.64 -0.05 9,051 35,936 +42
May07 061101 64.28 64.28 64.28 64.28 -0.04 6,043 34,080 +549
Jun07 061101 64.45 64.82 64.25 64.82 -0.03 7,743 69,275 -745
Jul07 061101 65.29 65.29 65.29 65.29 -0.03 366 17,541 +31
Aug07 061101 65.69 65.69 65.69 65.69 -0.02 291 13,401 -91
Sep07 061101 65.80 66.04 65.80 66.04 -0.01 1,935 19,838 +99
Oct07 061101 66.20 66.35 66.20 66.35 unch 2,610 12,126 -1,988
Nov07 061101 66.40 66.61 66.40 66.61 +0.01 1,650 14,124 +450
Dec07 061101 66.55 67.40 66.30 66.82 +0.02 11,713 114,310 -619
Jan08 061101 67.01 67.01 67.01 67.01 +0.02 950 13,951 -184
Feb08 061101 67.16 67.16 67.16 67.16 +0.02 0 9,790 +0
Mar08 061101 67.29 67.29 67.29 67.29 +0.02 254 12,815 -4
Total Volume and Open Interest 386,968 1,158,612 +8,231
Heating Oil(NYM)
Dec06 061101 165.90 167.15 163.00 165.15 -1.55 34,474 84,824 +1,676
Jan07 061101 171.00 173.00 169.00 171.22 -1.33 14,393 45,658 +276
Feb07 061101 174.50 176.40 173.25 174.77 -1.28 4,070 23,308 +542
Mar07 061101 175.50 176.30 174.00 175.57 -1.13 2,187 13,661 +574
Apr07 061101 176.50 176.50 174.50 175.97 -0.93 1,611 10,849 +103
May07 061101 176.60 177.00 174.75 176.22 -0.78 882 4,787 +181
Jun07 061101 177.10 177.50 174.90 176.72 -0.68 2,531 19,491 +341
Jul07 061101 178.40 178.60 176.90 177.97 -0.63 191 2,757 +110
Aug07 061101 178.75 179.82 178.70 179.82 -0.63 97 2,767 +51
Sep07 061101 181.25 182.32 181.00 182.32 -0.58 207 4,720 +180
Oct07 061101 184.25 186.25 184.25 185.12 -0.53 48 1,455 +43
Nov07 061101 187.40 188.17 186.50 188.17 -0.48 46 786 +33
Total Volume and Open Interest 71,132 228,837 +1,048
Unleaded Gas(NYM)
Dec06 061101 145.50 147.75 143.00 146.30 +3.57 4,384 11,470 +329
Jan07 061101 150.00 151.50 147.00 150.30 +3.57 501 5,314 +377
Total Volume and Open Interest 6,612 16,909 -263
RBOB Gasoline(NYMEX)
Dec06 061101 148.88 151.00 146.00 149.10 +0.12 19,586 41,728 +2,006
Jan07 061101 154.50 156.00 150.50 154.01 +0.51 7,605 23,509 +2,258
Feb07 061101 157.30 159.35 156.35 159.35 +3.35 481 4,937 +100
Mar07 061101 161.40 161.40 160.10 160.10 +0.60 406 6,006 +383
Apr07 061101 177.73 177.73 177.73 177.73 +0.45 51 4,957 +7
May07 061101 180.83 180.83 180.83 180.83 +1.83 181 7,124 +50
Jun07 061101 183.38 183.38 183.38 183.38 +4.48 25 3,790 -25
Jul07 061101 185.03 185.03 185.03 185.03 +2.53 221 1,838 +143
Aug07 061101 185.63 185.63 185.63 185.63 +0.35 50 1,025 -50
Sep07 061101 185.00 185.00 185.00 185.00 +2.50 296 5,185 +158
Total Volume and Open Interest 37,537 104,022 +1,254
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061101 154.48 154.48 154.48 154.48 +0.55      
Feb07 061101 158.63 158.63 158.63 158.63 +0.45      
Mar07 061101 162.68 162.68 162.68 162.68 +0.45      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061101 7.540 7.730 7.400 7.712 +0.178 42,167 86,111 +484
Jan07 061101 8.010 8.220 7.890 8.207 +0.209 14,997 72,026 +1,284
Feb07 061101 8.070 8.262 7.960 8.262 +0.204 4,600 36,931 +805
Mar07 061101 7.950 8.132 7.870 8.132 +0.194 4,587 99,043 -196
Apr07 061101 7.500 7.642 7.450 7.642 +0.184 2,529 91,657 +201
May07 061101 7.390 7.615 7.390 7.615 +0.184 1,451 30,708 +602
Jun07 061101 7.530 7.703 7.470 7.703 +0.184 756 13,820 +172
Jul07 061101 7.650 7.803 7.650 7.803 +0.184 59 11,251 +6
Aug07 061101 7.790 7.869 7.790 7.869 +0.184 232 13,910 -143
Sep07 061101 7.730 7.917 7.730 7.917 +0.184 153 11,660 +9
Oct07 061101 7.880 8.012 7.800 8.012 +0.184 3,093 38,889 +594
Nov07 061101 8.350 8.477 8.350 8.477 +0.189 2,714 23,452 +549
Dec07 061101 8.760 8.942 8.760 8.942 +0.189 2,521 33,943 +378
Jan08 061101 9.060 9.222 9.060 9.222 +0.194 2,348 27,050 -832
Feb08 061101 9.100 9.237 9.100 9.237 +0.199 26 16,875 -1
Mar08 061101 8.830 9.037 8.830 9.037 +0.199 823 38,991 +215
Total Volume and Open Interest 88,896 907,876 +4,171
Brent Crude Oil(ICE)
Dec06 061101 58.85 59.67 58.01 58.98 -0.05 111,549 117,551 -8,081
Jan07 061101 60.32 61.16 59.60 60.49 -0.02 66,412 164,797 +7,567
Feb07 061101 61.59 62.37 60.88 61.72 -0.04 19,486 50,920 +397
Mar07 061101 62.67 63.17 62.03 62.64 -0.07 9,198 27,603 +2,152
Apr07 061101 63.38 63.38 62.80 63.37 -0.11 5,322 24,072 -1,035
May07 061101 64.00 64.00 64.00 64.00 -0.10 5,970 15,775 +414
Jun07 061101 64.63 64.63 64.54 64.54 -0.10 5,546 42,993 -772
Jul07 061101 64.99 64.99 64.99 64.99 -0.12 470 7,639 -83
Aug07 061101 65.40 65.40 65.40 65.40 -0.08 62 3,805 -38
Sep07 061101 65.69 65.69 65.69 65.69 -0.04 3,000 8,009 +1,450
Oct07 061101 65.93 65.93 65.93 65.93 -0.05 0 3,680 +0
Nov07 061101 66.17 66.17 66.17 66.17 -0.05 0 9,587 +2,000
Dec07 061101 66.20 66.70 66.20 66.38 -0.07 6,874 50,140 +1,007
Jan08 061101 66.55 66.55 66.55 66.55 -0.07 0 6,994 +0
Total Volume and Open Interest 235,190 582,700 +5,254
Gas Oil(ICE)
Nov06 061101 519.25 524.75 513.00 513.75 -2.50 27,605 56,396 -311
Dec06 061101 524.25 528.00 516.50 517.25 -3.25 38,060 81,373 +4,503
Jan07 061101 534.00 536.50 525.50 526.00 -2.75 17,580 51,171 +3,828
Feb07 061101 542.00 544.00 534.50 534.50 -2.50 4,390 24,604 +977
Mar07 061101 551.00 551.50 542.00 542.00 -2.25 2,004 15,388 +716
Apr07 061101 550.75 550.75 547.50 547.50 -2.25 410 8,470 +124
May07 061101 560.00 560.00 552.25 552.25 -2.25 239 5,558 +100
Jun07 061101 560.50 560.50 557.50 557.50 -1.75 1,276 24,307 +387
Jul07 061101 563.50 563.50 563.50 563.50 -1.75 100 2,819 +0
Aug07 061101 569.00 569.00 569.00 569.00 -2.25 0 504 +0
Total Volume and Open Interest 95,039 313,019 +11,354
US Dollar Index(NYBOT)
Dec06 061101 85.07 85.30 84.95 85.10 -0.01 10,042 30,890 +976
Mar07 061101 85.00 85.00 84.75 84.79 -0.01 11 2,051 +2
Jun07 061101 84.50 84.50 84.50 84.50 -0.01 0 13 +0
Total Volume and Open Interest 10,053 32,961 +978
Australian Dollar(CME)
Dec06 061101 77.36 77.57 77.35 77.57 +0.20 4,789 106,719 +11,608
Mar07 061101 77.38 77.38 77.38 77.38 +0.19 0 823 +27
Jun07 061101 77.24 77.24 77.24 77.24 +0.19 0 103 +0
Total Volume and Open Interest 4,789 107,657 +11,635
British Pound(CME)
Dec06 061101 190.84 191.45 190.73 191.25 +0.43 6,655 126,037 +4,605
Mar07 061101 191.33 191.33 191.33 191.33 +0.43 13 622 +18
Jun07 061101 191.27 191.27 191.27 191.27 +0.43 4 17 +4
Total Volume and Open Interest 6,672 126,678 +4,627
Canadian Dollar(CME)
Dec06 061101 88.27 88.80 88.21 88.36 -0.91 10,248 101,826 +3,858
Mar07 061101 88.69 88.81 88.60 88.61 -0.91 30 1,870 -16
Jun07 061101 88.93 88.93 88.88 88.88 -0.91 0 386 +2
Sep07 061101 89.15 89.15 89.15 89.15 -0.91 0 224 +0
Total Volume and Open Interest 10,278 104,350 +3,844
Japanese Yen(CME)
Dec06 061101 85.96 86.31 85.87 86.08 unch 18,712 208,890 -8,662
Mar07 061101 87.13 87.13 87.13 87.13 unch 2 17,566 -7
Jun07 061101 88.13 88.13 88.13 88.13 unch 0 3 +0
Total Volume and Open Interest 18,714 226,607 -8,646
Swiss Franc(CME)
Dec06 061101 80.66 80.99 80.66 80.84 +0.03 9,842 89,500 -6,727
Mar07 061101 81.52 81.52 81.52 81.52 +0.03 0 347 -15
Jun07 061101 82.21 82.21 82.21 82.21 +0.03 0 32 +0
Total Volume and Open Interest 9,842 89,968 -6,742
EuroFX(CME)
Dec06 061101 127.82 128.31 127.80 128.07 +0.11 12,464 158,805 +7,231
Mar07 061101 128.44 128.59 128.44 128.59 +0.11 20 3,200 +227
Jun07 061101 129.03 129.03 129.03 129.03 +0.11 0 97 +20
Total Volume and Open Interest 12,540 162,230 +7,527
Mexican Peso(CME)
Nov06 061101 9260.0 9260.0 9260.0 9260.0 -15.0 0 20 +0
Dec06 061101 9290.0 9310.0 9245.0 9250.0 -15.0 358 111,313 +1,676
Total Volume and Open Interest 358 113,332 +1,686
30-Year T-Bonds(CBOT)
Dec06 061101 112~22 113~10 112~16 113~05 +0~16 406,363 749,879 +17,854
Mar07 061101 112~22 113~08 112~15 113~04 +0~16 2,353 13,735 +439
Jun07 061101 113~12 113~12 113~03 113~03 +0~16 0 21 +0
Total Volume and Open Interest 408,716 763,641 +18,293
10-Year T-Notes(CBOT)
Dec06 061101 108~070 108~195 108~030 108~170 +0~100 1,202,756 2,337,440 -1,620
Mar07 061101 108~100 108~220 108~060 108~200 +0~100 18,425 91,462 +3,158
Total Volume and Open Interest 1,221,181 2,428,908 +1,538
5-Year T-Notes(CBOT)
Dec06 061101 105~175 105~265 105~150 105~250 +0~070 417,709 0 +0
Mar07 061101 105~290 105~290 105~290 105~290 +0~075 3,839 0 +0
Total Volume and Open Interest 421,548    
2 Year T-Notes(CBOT)
Dec06 061101 102~024 102~040 102~021 102~037 +0~012 3,458 673,269 +3,583
Mar07 061101 102~061 102~061 102~061 102~061 +0~012 0 7 +0
Total Volume and Open Interest 3,458 673,276 +3,583
Eurodollars(CME)
Dec06 061101 94.635 94.655 94.630 94.650 +0.015 22,441 1,367,891 +9,185
Mar07 061101 94.775 94.850 94.765 94.840 +0.060 22,931 1,412,349 +12,861
Jun07 061101 94.940 95.040 94.925 95.025 +0.075 19,495 1,162,159 -17,621
Sep07 061101 95.120 95.215 95.095 95.200 +0.075 13,672 1,189,887 +5,795
Dec07 061101 95.235 95.325 95.220 95.315 +0.070 43,349 1,218,844 +15,437
Mar08 061101 95.270 95.355 95.255 95.345 +0.060 24,686 809,815 +16,276
Jun08 061101 95.245 95.335 95.235 95.320 +0.055 16,772 571,938 +12,275
Sep08 061101 95.235 95.305 95.220 95.295 +0.055 19,671 447,643 +103
Dec08 061101 95.200 95.270 95.185 95.260 +0.050 14,465 352,490 -38
Mar09 061101 95.165 95.250 95.155 95.225 +0.050 18,086 334,196 +847
Jun09 061101 95.130 95.205 95.120 95.190 +0.050 15,633 225,377 -2,798
Sep09 061101 95.095 95.170 95.085 95.155 +0.050 5,510 155,090 +1,857
Dec09 061101 95.055 95.120 95.050 95.110 +0.050 5,224 138,245 -1,828
Mar10 061101 95.030 95.090 95.030 95.085 +0.050 5,741 120,349 +1,478
Jun10 061101 94.990 95.055 94.990 95.050 +0.050 5,031 105,837 +2,310
Sep10 061101 94.960 95.025 94.960 95.020 +0.050 4,120 95,267 +674
Dec10 061101 94.915 94.985 94.915 94.980 +0.050 7,640 104,362 +862
Mar11 061101 94.925 94.970 94.925 94.960 +0.045 5,168 56,942 +1,036
Total Volume and Open Interest 280,052 10,095,449 +59,588
3-Mth Euro-Yen(CME)
Dec06 061101 99.48 99.49 99.48 99.49 +0.02 131 19,898 -211
Mar07 061101 99.32 99.33 99.32 99.33 +0.02 333 12,484 +899
Jun07 061101 99.21 99.22 99.21 99.22 +0.02 3 8,682 +584
Sep07 061101 99.12 99.12 99.12 99.12 +0.03 3 2,824 +42
Dec07 061101 99.02 99.02 99.02 99.02 +0.02 49 6,970 -178
Mar08 061101 98.92 98.92 98.92 98.92 +0.02 0 3,351 +0
Jun08 061101 98.83 98.83 98.83 98.83 +0.02 0 269 +0
Sep08 061101 98.75 98.75 98.75 98.75 +0.02 0 1 +0
Dec08 061101 98.64 98.64 98.64 98.64 +0.02 0 6 +0
Mar09 061101 98.51 98.51 98.51 98.51 +0.02      
Total Volume and Open Interest 519 54,485 +1,136
3-Mth Euro-Yen(SIMEX)
Dec06 061101 99.47 99.48 99.46 99.48 +0.02 4,549 84,625 +911
Mar07 061101 99.30 99.32 99.30 99.32 +0.01 5,776 78,427 +1,897
Jun07 061101 99.19 99.22 99.19 99.21 +0.02 6,324 39,098 +1,108
Sep07 061101 99.11 99.11 99.09 99.11 +0.02 3,024 29,876 -1,300
Dec07 061101 99.02 99.02 99.00 99.01 +0.02 1,772 44,546 -314
Mar08 061101 98.92 98.93 98.92 98.92 +0.02 715 27,951 +615
Jun08 061101 98.83 98.85 98.83 98.83 +0.02 500 7,700 +300
Sep08 061101 98.78 98.78 98.75 98.75 +0.02 299 1,443 +0
Total Volume and Open Interest 22,959 315,203 +3,217
German Euro-Bund(EUREX)
Dec06 061101 117.82 118.20 117.72 118.16 +0.84 1,491,200 1,482,808 -42,970
Mar07 061101 117.99 118.38 117.92 118.37 +0.35 630 23,345 +492
Jun07 061101 117.81 117.81 117.81 117.81 +0.34 53 3 +0
Total Volume and Open Interest 990,796 1,557,663 +51,999
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061101 109.97 110.18 109.97 110.18 +0.23 1,499 10,128 +1,355
Jun07 061101 109.51 109.51 109.51 109.51 +0.20 600 0 +0
Total Volume and Open Interest 408,195 976,307 +446
Long Gilt(LIFFE)
Dec06 061101 110~00 110~05 109~25 110~02 +0~01 94,982 256,901 +8,088
Mar07 061101 109~30 109~30 109~30 109~30 +0~01      
Total Volume and Open Interest 94,982 256,929 +8,088
3-Mth Short Sterling(LIFFE)
Dec06 061101 94.73 94.73 94.73 94.73 +0.01 79,618 384,020 -630
Mar07 061101 94.65 94.65 94.65 94.65 +0.03 98,003 449,769 +1,758
Jun07 061101 94.66 94.66 94.66 94.66 +0.04 130,020 428,798 +2,893
Total Volume and Open Interest 465,224 2,230,202 -2,809
3-Mth Euribor(LIFFE)
Dec06 061101 96.285 96.295 96.280 96.290 +0.005 58,409 707,172 -7,977
Mar07 061101 96.150 96.185 96.145 96.175 +0.025 65,110 742,230 +6,985
Jun07 061101 96.120 96.170 96.115 96.165 +0.045 93,328 587,636 +2,127
Total Volume and Open Interest 449,538 3,658,006 +738
3-Mth Aus T-Bills(SFE)
Dec06 061101 93.58 93.59 93.57 93.58 unch 6,517 163,800 +1,635
Mar07 061101 93.48 93.50 93.47 93.48 unch 18,675 287,406 +7,009
Jun07 061101 93.49 93.51 93.48 93.49 unch 7,070 118,988 +4,750
Sep07 061101 93.54 93.56 93.52 93.53 unch 825 55,894 +314
Dec07 061101 93.60 93.60 93.57 93.57 unch 1,150 35,673 +330
Mar08 061101 93.62 93.62 93.60 93.60 unch 40 19,449 +96
Jun08 061101 93.66 93.66 93.63 93.63 +0.01 125 15,455 +125
Sep08 061101 93.67 93.67 93.65 93.65 +0.01 150 7,908 +108
Dec08 061101 93.70 93.70 93.66 93.66 unch 163 3,500 +163
Mar09 061101 93.67 93.67 93.67 93.67 +0.01 0 1,118 +0
Total Volume and Open Interest 34,719 710,932 +14,530
10-Year Aus T-Bonds(SFE)
Dec06 061101 94.37 94.39 94.36 94.36 +0.03 30,904 478,207 +12,793
Mar07 061101 94.36 94.36 94.36 94.36 +0.03      
Total Volume and Open Interest 30,904 478,207 +12,793
3-Year Aus T-Bonds(SFE)
Dec06 061101 94.07 94.08 94.04 94.05 +0.01 60,951 602,513 -72,191
Mar07 061101 94.05 94.05 94.05 94.05 +0.01      
Total Volume and Open Interest 60,951 602,513 -72,191
Gold(CMX)
Dec06 061101 612.0 619.7 611.0 619.3 +12.5 44,443 181,329 -1,266
Feb07 061101 617.8 627.0 617.7 625.5 +12.6 6,648 41,291 +1,847
Apr07 061101 625.0 632.0 625.0 631.4 +12.7 509 10,417 +45
Jun07 061101 630.5 638.0 628.5 637.2 +12.7 223 19,085 +157
Aug07 061101 642.9 642.9 642.9 642.9 +12.7 49 1,883 +32
Oct07 061101 648.5 648.5 648.5 648.5 +12.7 113 12,738 +76
Dec07 061101 655.0 655.5 651.0 654.0 +12.7 854 29,136 +719
Feb08 061101 659.4 659.4 659.4 659.4 +12.7 20 2,321 +20
Apr08 061101 9.5 9.5 9.5 9.5 -642.7 0 1,214 +0
Jun08 061101 663.0 670.4 663.0 670.4 +12.7 0 3,285 +0
Aug08 061101 675.8 675.8 675.8 675.8 +12.7      
Total Volume and Open Interest 53,035 323,481 +1,753
Silver(CMX)
Dec06 061101 1237.0 1259.0 1235.0 1247.5 +20.5 14,637 65,305 -1,163
Mar07 061101 1251.0 1275.0 1251.0 1264.7 +20.8 3,436 20,285 +407
May07 061101 1274.1 1274.1 1274.1 1274.1 +21.0 5 4,043 +4
Jul07 061101 1288.0 1293.0 1283.4 1283.4 +21.2 5 8,416 +1
Sep07 061101 1291.1 1291.1 1291.1 1291.1 +21.4 0 2,052 +0
Dec07 061101 1300.0 1305.0 1297.5 1297.5 +21.5 51 5,068 -20
Mar08 061101 648.1 648.1 648.1 648.1 +21.5 23 108 -23
Total Volume and Open Interest 18,195 110,237 -831
Platinum(NYM)
Jan07 061101 1097.0 1108.8 1093.0 1100.7 +14.2 1,209 7,614 +31
Apr07 061101 1105.7 1105.7 1105.7 1105.7 +14.2 7 27 +3
Jul07 061101 455.3 455.3 455.3 455.3 +14.2 0 7 +0
Oct07 061101 1115.7 1115.7 1115.7 1115.7 +14.2      
Total Volume and Open Interest 1,216 7,648 +34
Palladium(NYME)
Dec06 061101 323.00 329.00 323.00 324.10 +1.40 993 12,094 +90
Mar07 061101 332.00 335.00 329.10 329.10 +1.15 412 581 +192
Jun07 061101 334.60 334.60 334.60 334.60 +1.15 0 31 +0
Total Volume and Open Interest 1,405 12,707 +282
Copper(CMX)
Dec06 061101 332.50 334.50 321.50 324.10 -10.45 6,129 46,934 -852
Mar07 061101 332.50 334.50 322.50 324.85 -9.85 1,215 13,250 +365
May07 061101 330.00 330.00 322.60 322.60 -9.20 17 3,028 +2
Jul07 061101 318.85 318.85 318.85 318.85 -8.65 106 1,510 +35
Sep07 061101 321.20 321.20 314.50 314.50 -8.00 0 828 +0
Total Volume and Open Interest 8,072 74,423 -838
Aluminum(CMX)
Nov06 061101 124.60 124.60 124.60 124.60 -4.50 66 90 -84
Dec06 061101 126.00 126.00 125.00 125.50 -4.50 66 640 +48
Jan07 061101 124.55 124.55 124.55 124.55 -3.95 0 10 +0
Feb07 061101 123.60 123.60 123.60 123.60 -3.65      
Mar07 061101 122.70 122.70 122.70 122.70 -3.30      
Apr07 061101 121.80 121.80 121.80 121.80 -2.95      
Total Volume and Open Interest 133 809 -35
DJIA Index(CBOT)
Dec06 061101 12130 12158 12035 12063 -56 7,091 62,702 +337
Mar07 061101 12200 12200 12149 12149 -57 2 73 -3
Jun07 061101 12233 12233 12233 12233 -56      
Sep07 061101 12318 12318 12318 12318 -56 0 2 +0
Total Volume and Open Interest 7,093 62,777 +334
S & P 500(CME)
Dec06 061101 1386.10 1386.90 1370.90 1372.90 -10.30 41,213 599,910 -3,447
Mar07 061101 1395.80 1397.50 1384.40 1384.40 -10.50 697 12,081 +534
Jun07 061101 1396.30 1396.30 1396.30 1396.30 -10.60 1 4,687 +0
Sep07 061101 1408.10 1408.10 1408.10 1408.10 -11.40 180 2,358 +180
Total Volume and Open Interest 42,091 619,328 -2,733
S & P 500 E-Mini(Globex)
Dec06 061101 1382.75 1387.50 1370.75 1373.00 -10.25 1,295,619 1,639,405 +2,030
Mar07 061101 1394.25 1398.50 1382.75 1384.50 -10.50 2,008 9,905 +704
Total Volume and Open Interest 1,297,627 1,649,310 +2,734
NASDAQ 100(CME)
Dec06 061101 1747.50 1750.00 1710.00 1719.30 -23.50 4,468 59,276 +265
Mar07 061101 1771.00 1771.00 1740.30 1740.30 -23.50 1 6 +1
Jun07 061101 1758.30 1758.30 1758.30 1758.30 -23.50 0 5 +0
Total Volume and Open Interest 4,469 59,287 +266
NASDAQ 100 E-Mini(Globex)
Dec06 061101 1743.00 1750.50 1710.00 1719.30 -23.50 329,123 429,817 -3,571
Mar07 061101 1768.50 1768.50 1735.50 1740.30 -23.50 335 528 +125
Total Volume and Open Interest 329,458 430,345 -3,446
S & P Midcap 400(CME)
Dec06 061101 791.50 791.75 776.50 776.90 -11.80 224 9,149 +18
Mar07 061101 783.90 783.90 783.90 783.90 -11.80      
Jun07 061101 790.90 790.90 790.90 790.90 -11.80      
Total Volume and Open Interest 224 9,149 +18
Russell 2000(CME)
Dec06 061101 772.75 773.50 753.50 753.80 -17.20 574 37,751 +38
Mar07 061101 760.30 760.30 760.30 760.30 -17.20 0 34 +0
Jun07 061101 766.80 766.80 766.80 766.80 -17.20      
Total Volume and Open Interest 574 37,793 +38
Russell 2000 E-Mini(Globex)
Dec06 061101 770.20 774.00 753.50 753.80 -17.20 176,898 416,816 -1,270
Mar07 061101 779.30 779.30 760.30 760.30 -17.20 143 367 +14
Total Volume and Open Interest 177,041 417,183 -1,256
Value Line(KCBT)
Dec06 061101 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061101 16475 16475 16240 16260 -105      
Mar07 061101 16285 16285 16285 16285 -105      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061101 16345 16460 16250 16380 +15 50,186 244,542 -1,078
Mar07 061101 16335 16460 16275 16385 -25 10 79 +1
Jun07 061101 16330 16330 16330 16330 -25 0 1 +0
Total Volume and Open Interest 50,197 244,876 -1,077
CAC 40(EURONEXT)
Nov06 061101 5354.0 5396.0 5346.0 5376.5 +18.5 90,383 438,617 +5,786
Dec06 061101 5356.0 5394.0 5348.0 5378.0 +18.5 2,245 81,214 -410
Jan07 061101 5394.5 5394.5 5394.5 5394.5 +18.5 30 35 +28
Total Volume and Open Interest 92,710 520,204 +5,417
Hang Seng Index(HKFE)
Nov06 061101 18332 18480 18313 18456 +116 53,763 119,779 +6,662
Dec06 061101 18398 18518 18355 18494 +116 547 2,271 +229
Total Volume and Open Interest 68,786 122,731 -37,356
DAX(EUREX)
Dec06 061101 6301.5 6341.0 6280.0 6322.5 +29.0 149,984 246,287 +2,089
Mar07 061101 6360.0 6398.0 6340.5 6382.0 +29.5 569 8,375 +177
Jun07 061101 6421.0 6459.0 6401.0 6443.0 +29.0 420 2,183 -87
Total Volume and Open Interest 150,973 256,845 +2,179
FT-SE 100(EURONEXT)
Dec06 061101 6140.50 6198.50 6140.50 6164.50 +24.00 77,888 513,330 +4,092
Mar07 061101 6181.00 6217.50 6170.50 6184.50 +24.50 680 5,595 +482
Jun07 061101 6206.00 6232.50 6206.00 6206.00 +25.00 166 2,467 +146
Total Volume and Open Interest 78,734 521,904 +4,720
SPI 200(SFE)
Dec06 061101 5385.0 5417.0 5381.0 5399.0 +38.0 16,596 286,984 +11,698
Mar07 061101 5418.0 5418.0 5408.0 5411.0 +37.0 242 3,698 +197
Jun07 061101 5445.0 5445.0 5445.0 5445.0 +37.0 10 3,695 +9
Total Volume and Open Interest 17,058 298,234 +12,114
GSCI(CME)
Nov06 061101 429.50 432.50 424.40 430.30 +1.10 712 21,824 +117
Dec06 061101 443.00 443.10 443.00 443.10 +2.60 0 3 +0
Jan07 061101 447.50 447.50 447.50 447.50 +1.50      
Total Volume and Open Interest 712 21,827 +117
Reuters CRB Index(NYBOT)
Nov06 061101 386.50 387.25 386.00 386.50 +2.50 29 301 -4
Jan07 061101 391.50 392.20 389.50 389.50 +2.50 0 431 +0
Feb07 061101 389.50 389.50 389.50 389.50 +2.50 0 7 +0
Total Volume and Open Interest 32 943 -3
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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