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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 Thu November 02, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061102 656.50 668.00 647.00 648.25 +3.25 19,962 16,779 -5,016
Jan07 061102 669.50 682.00 660.00 661.25 +3.00 60,145 216,899 +3,876
Mar07 061102 681.00 692.00 671.00 672.25 +4.25 8,704 45,171 +2,397
May07 061102 684.00 695.00 678.00 678.50 +5.00 3,945 27,473 +385
Jul07 061102 689.00 700.00 684.00 684.75 +5.25 6,661 27,130 -1,034
Aug07 061102 697.00 700.00 689.00 689.00 +7.50 120 742 +21
Sep07 061102 700.00 700.00 690.00 690.00 +5.00 0 248 +0
Total Volume and Open Interest 105,468 378,705 +2,183
Soybean Meal(CBOT)
Dec06 061102 199.50 200.50 194.80 195.30 +2.20 17,250 76,729 +305
Jan07 061102 198.30 201.00 195.50 195.90 +2.80 6,798 24,619 +593
Mar07 061102 200.00 202.50 197.50 198.00 +2.70 7,201 28,016 +1,362
May07 061102 198.00 203.00 198.00 198.60 +2.70 3,912 31,731 +1,308
Jul07 061102 200.50 204.50 200.00 200.10 +2.00 2,734 28,922 +290
Aug07 061102 202.00 206.00 201.40 201.40 +2.20 207 7,254 +68
Sep07 061102 203.00 206.00 202.50 202.50 +2.30 84 4,451 +46
Oct07 061102 205.50 205.50 202.50 202.50 +2.10 217 2,874 +152
Total Volume and Open Interest 39,975 213,562 +4,301
Soybean Oil(CBOT)
Dec06 061102 27.78 28.10 27.47 27.50 +0.03 14,620 68,611 +785
Jan07 061102 28.20 28.47 27.80 27.83 +0.03 9,101 84,917 +879
Mar07 061102 28.55 28.80 28.12 28.18 +0.01 6,729 28,422 +1,604
May07 061102 28.75 29.05 28.30 28.45 +0.03 1,842 33,241 +198
Jul07 061102 29.10 29.37 28.70 28.77 +0.04 2,457 20,101 -11
Aug07 061102 29.20 29.47 28.85 28.85 +0.04 107 3,909 +69
Sep07 061102 29.35 29.60 28.95 28.95 +0.03 49 2,290 +4
Oct07 061102 29.50 29.75 29.10 29.10 +0.08 42 3,133 +387
Total Volume and Open Interest 36,562 265,779 +4,365
Canola(WCE)
Nov06 061102 336.8 336.8 331.0 331.0 +1.2 485 358 -257
Jan07 061102 340.0 348.4 338.5 339.1 -1.2 8,202 57,729 +1,329
Mar07 061102 349.9 356.0 346.8 346.8 -0.1 1,135 7,276 +440
May07 061102 356.5 362.1 353.5 353.5 unch 261 3,180 +9
Jul07 061102 361.7 364.9 357.5 357.5 -1.5 249 8,353 +38
Total Volume and Open Interest 11,264 84,902 +2,059
Corn(CBOT)
Dec06 061102 348.00 353.50 343.50 344.75 +11.25 65,069 500,144 -7,127
Mar07 061102 362.00 367.00 357.00 359.25 +12.25 29,335 339,450 +7,185
May07 061102 362.00 374.00 362.00 367.00 +13.00 4,823 60,104 +977
Jul07 061102 379.00 380.00 369.00 370.50 +10.50 19,096 152,420 +4,008
Sep07 061102 355.00 366.00 355.00 356.50 +10.00 1,850 31,476 +1,335
Dec07 061102 346.00 353.00 342.00 350.00 +13.75 15,501 197,688 +1,842
Total Volume and Open Interest 141,358 1,384,178 +9,179
Wheat(CBOT)
Dec06 061102 500.00 510.00 488.00 491.50 +4.00 18,362 201,504 -2,022
Mar07 061102 520.00 526.50 507.00 510.50 +2.00 13,797 112,032 +4,781
May07 061102 500.00 510.00 492.50 493.25 +0.25 1,272 7,120 +215
Jul07 061102 471.00 477.00 459.00 464.25 -0.75 2,951 68,885 -87
Sep07 061102 464.50 464.50 464.50 464.50 -0.50 173 2,480 +7
Total Volume and Open Interest 38,972 460,239 +3,952
Wheat(KCBT)
Dec06 061102 530.00 537.25 521.00 524.00 +5.00 8,078 57,156 -576
Mar07 061102 548.00 551.00 534.00 536.50 +1.25 6,493 36,059 +1,837
May07 061102 537.00 538.00 523.00 525.00 +0.50 55 2,064 -20
Jul07 061102 480.00 489.00 477.00 479.50 +3.25 1,801 26,896 -557
Sep07 061102 483.00 487.00 477.00 479.00 +1.00 107 2,774 +23
Total Volume and Open Interest 16,750 134,426 +784
Wheat(MGE)
Dec06 061102 510.00 516.00 502.50 503.50 +4.00 2,965 18,755 -295
Mar07 061102 524.00 530.00 515.00 515.75 -1.50 1,966 17,766 +266
May07 061102 530.00 534.00 520.00 520.50 +0.50 31 1,865 -16
Jul07 061102 520.00 520.00 510.00 510.00 +0.50 28 1,217 -20
Sep07 061102 480.75 485.00 478.00 480.00 +0.50 45 3,117 +13
Total Volume and Open Interest 5,080 49,403 -50
Oats(CBOT)
Dec06 061102 251.00 262.75 250.00 255.50 +11.75 863 9,162 -28
Mar07 061102 259.50 271.50 259.00 264.00 +11.25 791 5,017 +96
May07 061102 260.00 266.50 260.00 265.00 +11.75 55 230 +30
Jul07 061102 255.00 263.00 255.00 262.50 +12.50 17 226 +6
Total Volume and Open Interest 1,826 15,039 +161
Rough Rice(CBOT)
Nov06 061102 9.97 10.00 9.83 9.83 -0.11 548 486 +228
Jan07 061102 10.30 10.30 10.10 10.10 -0.13 2,230 8,524 -139
Mar07 061102 10.54 10.54 10.36 10.36 -0.12 506 3,230 +19
May07 061102 10.52 10.52 10.52 10.52 -0.11 99 1,141 -25
Total Volume and Open Interest 3,471 14,541 +119
Live Cattle(CME)
Dec06 061102 86.700 87.750 86.600 86.750 -0.800 16,199 101,384 -1,038
Feb07 061102 89.850 90.700 89.650 90.100 -0.575 10,601 49,534 +1,197
Apr07 061102 89.500 90.250 89.500 89.750 -0.200 2,535 24,212 +69
Jun07 061102 86.200 86.850 86.100 86.575 +0.225 968 12,263 +123
Aug07 061102 85.000 85.450 84.850 85.450 +0.400 765 5,336 +101
Oct07 061102 87.650 87.950 87.400 87.600 +0.100 154 1,848 +40
Total Volume and Open Interest 31,369 195,932 +543
Feeder Cattle(CME)
Nov06 061102 103.050 103.100 101.400 101.975 -2.425 1,706 4,780 +150
Jan07 061102 98.425 99.425 98.425 98.425 -3.000 2,725 12,388 +556
Mar07 061102 98.600 98.600 97.175 97.175 -3.000 709 2,713 +238
Apr07 061102 99.050 99.050 97.100 97.175 -2.925 105 507 +25
May07 061102 99.000 99.000 97.025 97.275 -2.750 94 1,124 +14
Aug07 061102 101.000 101.100 99.750 100.400 -2.350 46 455 +25
Sep07 061102 101.250 101.250 100.650 100.700 -2.200 25 587 +23
Total Volume and Open Interest 5,410 22,554 +1,031
Lean Hogs(CME)
Dec06 061102 63.800 65.850 63.750 64.600 +0.200 11,417 92,545 -437
Feb07 061102 66.800 68.450 66.575 67.800 +0.525 10,746 48,807 +1,585
Apr07 061102 67.500 69.750 67.500 68.925 +0.675 3,009 26,163 +605
May07 061102 71.000 72.425 71.000 72.425 +1.150 110 2,367 +71
Jun07 061102 72.900 74.900 72.700 73.700 +0.500 1,123 12,710 +352
Jul07 061102 71.200 72.800 71.200 72.050 +0.750 272 2,665 +142
Aug07 061102 69.100 70.750 69.000 70.425 +1.275 206 2,460 +138
Oct07 061102 62.200 64.250 62.150 63.500 +1.500 193 1,829 +77
Total Volume and Open Interest 27,108 190,001 +2,550
Pork Bellies(CME)
Feb07 061102 92.000 92.950 91.500 92.400 +0.600 139 869 -40
Mar07 061102 92.200 92.200 92.200 92.200 unch 0 59 +0
May07 061102 93.300 93.300 93.300 93.300 +0.050 1 11 +0
Jul07 061102 93.300 93.850 93.300 93.850 +0.550 0 1 +0
Aug07 061102 93.000 93.000 93.000 93.000 unch 0 1 +0
Total Volume and Open Interest 140 941 -40
Class III Milk(CME)
Nov06 061102 12.78 12.90 12.75 12.77 +0.07 26 3,729 -5
Dec06 061102 13.25 13.47 13.25 13.38 +0.23 202 3,842 +69
Jan07 061102 13.30 13.95 13.30 13.50 +0.27 161 2,498 +71
Feb07 061102 13.35 13.55 13.34 13.45 +0.21 111 2,152 +58
Mar07 061102 13.40 13.75 13.40 13.60 +0.20 78 1,997 +22
Total Volume and Open Interest 1,120 26,674 +436
Cocoa(NYBOT)
Dec06 061102 1466 1492 1457 1490 +27 10,438 60,833 -439
Mar07 061102 1500 1525 1492 1525 +28 8,094 46,514 +2,969
May07 061102 1522 1547 1522 1547 +27 421 15,036 +179
Jul07 061102 1545 1568 1545 1568 +26 30 6,860 -13
Sep07 061102 1583 1590 1581 1590 +24 57 11,591 +25
Dec07 061102 1617 1617 1617 1617 +25 0 10,204 -232
Mar08 061102 1645 1645 1645 1645 +25 7 2,936 -7
Total Volume and Open Interest 19,047 157,563 +2,482
Coffee "C"(NYBOT)
Dec06 061102 109.50 110.85 109.10 110.55 +1.90 15,692 62,547 -1,589
Mar07 061102 113.25 114.90 113.25 114.65 +1.85 7,383 34,786 +2,928
May07 061102 116.10 117.50 116.10 117.25 +1.80 368 6,302 +77
Jul07 061102 119.20 119.80 119.00 119.80 +1.85 123 3,128 +28
Sep07 061102 121.00 122.20 121.00 122.20 +1.85 114 2,474 +36
Dec07 061102 125.00 125.00 125.00 125.00 +1.85 470 2,214 -261
Total Volume and Open Interest 25,385 118,352 +1,548
Orange Juice(NYBOT)
Nov06 061102 197.00 200.75 196.00 200.50 +2.75 299 2,506 -225
Jan07 061102 196.00 199.90 195.30 199.50 +3.50 1,693 21,088 +260
Mar07 061102 195.50 199.50 195.30 199.25 +3.25 645 4,542 -123
May07 061102 194.50 198.25 194.25 198.25 +3.25 10 1,254 +10
Jul07 061102 193.50 197.25 193.50 197.25 +3.25 0 210 +0
Total Volume and Open Interest 3,041 30,183 +272
Sugar #11(NYBOT)
Mar07 061102 11.58 11.61 11.42 11.53 +0.03 20,924 251,836 -272
May07 061102 11.61 11.75 11.58 11.70 +0.03 3,960 64,570 +241
Jul07 061102 11.60 11.76 11.60 11.71 +0.02 3,186 62,346 +411
Oct07 061102 11.79 11.95 11.79 11.91 +0.01 2,170 41,250 +490
Mar08 061102 12.30 12.32 12.21 12.29 +0.01 2,282 31,569 +1,261
Total Volume and Open Interest 33,028 475,251 +2,317
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061102 19.40 19.65 19.39 19.65 +0.25 136 2,164 +20
Mar07 061102 19.45 19.75 19.45 19.75 +0.25 150 2,753 -8
May07 061102 19.50 19.85 19.50 19.77 +0.24 31 2,386 +31
Jul07 061102 20.05 20.05 20.01 20.01 +0.23 11 1,974 +10
Total Volume and Open Interest 503 12,170 +216
London Cocoa(LCE)
Dec06 061102 820 835 817 832 +12 5,655 85,215 +1,199
Mar07 061102 841 853 835 850 +13 2,108 53,187 -253
May07 061102 851 863 850 861 +12 337 20,682 +24
Jul07 061102 860 873 860 873 +12 1,744 15,194 +1,041
Sep07 061102 871 885 871 884 +12 325 12,617 +201
Dec07 061102 884 897 884 897 +12 248 13,374 -17
Mar08 061102 909 909 909 909 +12 0 4,217 +0
Total Volume and Open Interest 10,417 206,103 +2,195
London Coffee(LCE)
Nov06 061102 1525.00 1547.00 1522.00 1540.00 +12.00 2,043 7,412 -3,469
Jan07 061102 1525.00 1549.00 1522.00 1548.00 +21.00 14,217 71,183 -4,320
Mar07 061102 1514.00 1536.00 1510.00 1536.00 +20.00 7,477 35,837 -724
May07 061102 1510.00 1533.00 1510.00 1533.00 +22.00 597 6,668 +299
Jul07 061102 1514.00 1527.00 1514.00 1527.00 +21.00 26 3,037 +12
Sep07 061102 1513.00 1521.00 1513.00 1521.00 +19.00 23 5,007 +4
Total Volume and Open Interest 24,624 130,696 -8,007
London Sugar(LCE)
Dec06 061102 400.00 405.00 399.30 405.00 +5.10 3,243 18,251 -1,567
Mar07 061102 363.50 367.80 361.30 365.10 +2.20 2,807 24,790 +668
May07 061102 359.00 363.50 358.20 360.60 +1.80 701 7,960 +534
Aug07 061102 353.20 355.00 351.20 355.00 +1.80 80 3,403 -5
Oct07 061102 346.10 349.00 346.10 349.00 +0.80 0 1,708 +0
Total Volume and Open Interest 6,836 58,408 -370
Cotton(NYBOT)
Dec06 061102 48.50 49.35 48.40 49.18 +0.40 14,281 99,057 -2,837
Mar07 061102 52.70 53.32 52.60 53.27 +0.45 10,215 57,974 +1,356
May07 061102 54.00 54.67 54.00 54.65 +0.48 677 7,649 +320
Jul07 061102 55.00 55.75 55.00 55.65 +0.50 385 7,033 -21
Oct07 061102 57.15 57.15 57.15 57.15 +0.60 1 102 +0
Dec07 061102 57.90 58.60 57.90 58.40 +0.50 506 11,081 +71
Total Volume and Open Interest 26,065 184,242 -1,111
Lumber(CME)
Nov06 061102 238.0 240.0 237.3 237.6 -1.6 441 1,355 -119
Jan07 061102 262.0 263.3 260.0 261.9 -0.2 494 4,233 +63
Mar07 061102 278.3 280.3 277.2 279.4 unch 45 441 +4
May07 061102 286.3 287.9 286.2 287.9 -1.8 5 35 +1
Total Volume and Open Interest 985 6,078 -51
Crude Oil(NYM)
Dec06 061102 58.15 58.95 57.60 57.88 -0.83 181,844 289,936 -18,439
Jan07 061102 59.85 60.70 59.50 59.62 -0.93 56,331 148,979 +5,428
Feb07 061102 61.30 61.90 60.80 60.89 -0.95 15,747 54,482 +1,226
Mar07 061102 62.10 62.40 61.89 61.89 -0.95 6,233 47,599 -131
Apr07 061102 62.85 62.85 62.70 62.70 -0.94 4,143 36,554 +618
May07 061102 63.60 63.60 63.35 63.35 -0.93 2,352 34,279 +199
Jun07 061102 63.95 64.80 63.90 63.90 -0.92 7,868 69,312 +37
Jul07 061102 64.80 64.80 64.38 64.38 -0.91 2,997 16,107 -1,434
Aug07 061102 64.95 65.50 64.79 64.79 -0.90 1,427 13,152 -249
Sep07 061102 65.85 65.85 65.15 65.15 -0.89 1,231 19,517 -321
Oct07 061102 66.05 66.05 65.47 65.47 -0.88 606 12,047 -79
Nov07 061102 66.30 66.30 65.74 65.74 -0.87 954 14,048 -76
Dec07 061102 66.25 66.80 65.96 65.96 -0.86 15,309 113,069 -1,241
Jan08 061102 66.15 66.15 66.15 66.15 -0.86 2,671 12,498 -1,453
Feb08 061102 66.30 66.30 66.30 66.30 -0.86 40 9,783 -7
Mar08 061102 67.00 67.00 66.44 66.44 -0.85 34 12,799 -16
Total Volume and Open Interest 317,879 1,145,863 -12,749
Heating Oil(NYM)
Dec06 061102 163.50 166.25 162.40 163.97 -1.18 29,686 85,490 +666
Jan07 061102 169.70 171.90 168.80 169.87 -1.35 10,262 45,755 +97
Feb07 061102 172.80 175.90 172.45 173.37 -1.40 3,724 23,330 +22
Mar07 061102 174.00 176.80 173.30 174.22 -1.35 2,136 14,002 +341
Apr07 061102 174.25 177.20 173.50 174.62 -1.35 942 11,148 +299
May07 061102 173.75 177.00 173.75 174.87 -1.35 544 4,619 -168
Jun07 061102 176.20 176.75 175.37 175.37 -1.35 1,350 19,589 +98
Jul07 061102 177.50 177.50 176.67 176.67 -1.30 55 2,797 +40
Aug07 061102 178.57 178.57 178.57 178.57 -1.25 241 2,970 +203
Sep07 061102 180.25 181.07 180.25 181.07 -1.25 4 4,724 +4
Oct07 061102 183.20 183.82 183.20 183.82 -1.30 5 1,461 +6
Nov07 061102 186.82 186.82 186.82 186.82 -1.35 5 800 +14
Total Volume and Open Interest 49,111 228,457 -380
Unleaded Gas(NYM)
Dec06 061102 145.50 148.00 144.00 145.31 -0.99 3,246 11,486 +16
Jan07 061102 150.00 151.00 149.06 149.06 -1.24 524 5,103 -211
Total Volume and Open Interest 3,770 16,589 -320
RBOB Gasoline(NYMEX)
Dec06 061102 149.20 149.89 145.78 147.50 -1.60 24,398 43,302 +1,574
Jan07 061102 154.25 154.70 151.15 152.60 -1.41 14,131 25,662 +2,153
Feb07 061102 156.99 156.99 156.40 156.40 -2.95 1,645 5,070 +133
Mar07 061102 162.00 162.00 161.80 161.80 +1.70 597 6,093 +87
Apr07 061102 176.75 176.75 176.75 176.75 -0.98 464 5,002 +45
May07 061102 180.50 180.50 180.50 180.50 -0.33 454 7,253 +129
Jun07 061102 183.38 183.38 183.00 183.00 -0.38 549 3,815 +25
Jul07 061102 183.20 183.20 183.20 183.20 -1.83 58 1,868 +30
Aug07 061102 183.80 183.80 183.80 183.80 -1.83 54 977 -48
Sep07 061102 183.45 183.45 183.45 183.45 -1.55 166 5,191 +6
Total Volume and Open Interest 42,521 104,882 +860
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061102 152.55 152.55 152.55 152.55 -1.93      
Feb07 061102 156.70 156.70 156.70 156.70 -1.93      
Mar07 061102 160.75 160.75 160.75 160.75 -1.93      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061102 7.550 8.020 7.400 7.814 +0.102 46,671 78,584 -7,527
Jan07 061102 8.090 8.500 7.950 8.309 +0.102 14,456 74,040 +2,014
Feb07 061102 8.170 8.470 8.050 8.364 +0.102 3,622 36,894 -37
Mar07 061102 8.030 8.350 7.920 8.234 +0.102 8,217 103,973 +4,930
Apr07 061102 7.580 7.830 7.450 7.729 +0.087 1,547 91,580 -77
May07 061102 7.590 7.750 7.590 7.696 +0.081 2,111 30,588 -120
Jun07 061102 7.620 7.784 7.550 7.784 +0.081 917 13,801 -19
Jul07 061102 7.740 7.950 7.740 7.884 +0.081 3,085 12,134 +883
Aug07 061102 7.780 7.970 7.780 7.950 +0.081 239 14,075 +165
Sep07 061102 7.850 8.020 7.830 7.998 +0.081 112 11,604 -56
Oct07 061102 7.960 8.110 7.840 8.093 +0.081 1,272 38,603 -286
Nov07 061102 8.500 8.553 8.500 8.553 +0.076 34 23,465 +13
Dec07 061102 9.050 9.050 9.013 9.013 +0.071 61 33,940 -3
Jan08 061102 9.090 9.288 9.080 9.288 +0.066 582 27,320 +270
Feb08 061102 9.296 9.296 9.296 9.296 +0.059 54 16,897 +22
Mar08 061102 9.101 9.101 9.101 9.101 +0.064 454 39,115 +124
Total Volume and Open Interest 86,774 908,685 +809
Brent Crude Oil(ICE)
Dec06 061102 58.77 59.08 57.75 57.87 -1.11 92,765 115,487 -2,064
Jan07 061102 60.63 60.63 59.35 59.45 -1.04 59,855 168,060 +3,263
Feb07 061102 61.69 61.69 60.63 60.68 -1.04 27,970 57,243 +6,323
Mar07 061102 62.50 62.55 61.51 61.66 -0.98 7,923 29,831 +2,228
Apr07 061102 63.27 63.27 62.45 62.45 -0.92 3,515 24,120 +48
May07 061102 63.95 63.95 63.13 63.13 -0.87 3,571 16,374 +599
Jun07 061102 63.90 64.26 63.69 63.69 -0.85 8,586 40,603 -2,390
Jul07 061102 64.21 64.21 64.21 64.21 -0.78 0 10,064 +2,425
Aug07 061102 64.62 64.62 64.62 64.62 -0.78 0 3,805 +0
Sep07 061102 64.91 64.91 64.91 64.91 -0.78 0 8,009 +0
Oct07 061102 65.30 65.30 65.17 65.17 -0.76 0 8,670 +4,990
Nov07 061102 65.41 65.41 65.41 65.41 -0.76 0 10,210 +623
Dec07 061102 65.61 66.20 65.60 65.60 -0.78 6,157 47,055 -3,085
Jan08 061102 65.80 65.80 65.80 65.80 -0.75 0 6,994 +0
Total Volume and Open Interest 210,790 595,772 +13,072
Gas Oil(ICE)
Nov06 061102 520.00 520.75 511.75 515.75 +2.00 23,876 52,648 -3,748
Dec06 061102 523.25 524.25 515.00 519.25 +2.00 27,106 78,294 -3,079
Jan07 061102 531.25 532.00 523.50 527.75 +1.75 9,964 51,037 -134
Feb07 061102 538.00 540.50 534.50 536.25 +1.75 3,738 24,981 +377
Mar07 061102 545.25 546.75 542.50 543.75 +1.75 1,660 15,113 -275
Apr07 061102 550.50 552.00 549.00 549.25 +1.75 1,457 8,454 -16
May07 061102 557.25 557.25 554.75 554.75 +2.50 1,267 6,298 +740
Jun07 061102 561.00 562.50 560.00 560.00 +2.50 1,317 24,277 -30
Jul07 061102 568.00 568.00 565.75 565.75 +2.25 0 3,059 +240
Aug07 061102 571.00 571.00 571.00 571.00 +2.00 0 504 +0
Total Volume and Open Interest 72,581 307,459 -5,560
US Dollar Index(NYBOT)
Dec06 061102 85.25 85.37 85.12 85.18 +0.08 4,729 32,182 +1,292
Mar07 061102 84.85 84.87 84.83 84.87 +0.08 16 2,054 +3
Jun07 061102 84.58 84.58 84.58 84.58 +0.08 0 13 +0
Total Volume and Open Interest 4,745 34,256 +1,295
Australian Dollar(CME)
Dec06 061102 77.24 77.39 77.20 77.36 -0.21 6,157 109,924 +3,205
Mar07 061102 77.17 77.17 77.17 77.17 -0.21 37 923 +100
Jun07 061102 77.03 77.03 77.03 77.03 -0.21 0 103 +0
Total Volume and Open Interest 6,194 110,962 +3,305
British Pound(CME)
Dec06 061102 190.98 191.05 190.72 190.96 -0.29 8,607 133,366 +7,329
Mar07 061102 191.04 191.04 191.04 191.04 -0.29 0 623 +1
Jun07 061102 190.98 190.98 190.98 190.98 -0.29 0 20 +3
Total Volume and Open Interest 8,607 134,010 +7,332
Canadian Dollar(CME)
Dec06 061102 88.30 88.30 88.04 88.24 -0.12 5,186 102,785 +959
Mar07 061102 88.46 88.49 88.36 88.49 -0.12 87 2,125 +255
Jun07 061102 88.70 88.78 88.70 88.76 -0.12 1 385 -1
Sep07 061102 89.03 89.03 89.03 89.03 -0.12 1 223 -1
Total Volume and Open Interest 5,275 105,562 +1,212
Japanese Yen(CME)
Dec06 061102 85.99 86.01 85.79 85.88 -0.20 8,401 206,378 -2,512
Mar07 061102 86.88 87.02 86.88 86.93 -0.20 1 17,589 +23
Jun07 061102 87.93 87.93 87.93 87.93 -0.20 0 3 +0
Total Volume and Open Interest 8,402 224,118 -2,489
Swiss Franc(CME)
Dec06 061102 80.72 80.72 80.63 80.70 -0.14 2,784 89,512 +12
Mar07 061102 81.38 81.38 81.38 81.38 -0.14 0 355 +8
Jun07 061102 82.01 82.01 82.01 82.01 -0.20 0 32 +0
Total Volume and Open Interest 2,784 89,988 +20
EuroFX(CME)
Dec06 061102 128.03 128.15 127.88 128.10 +0.03 8,646 157,973 -832
Mar07 061102 128.48 128.62 128.48 128.62 +0.03 15 3,315 +115
Jun07 061102 129.06 129.06 129.06 129.06 +0.03 0 98 +1
Total Volume and Open Interest 8,661 161,514 -716
Mexican Peso(CME)
Nov06 061102 9187.0 9187.0 9187.0 9187.0 -73.0 0 20 +0
Dec06 061102 9230.0 9230.0 9170.0 9177.0 -73.0 6,217 108,566 -2,747
Total Volume and Open Interest 6,217 110,610 -2,722
30-Year T-Bonds(CBOT)
Dec06 061102 113~02 113~03 112~21 112~26 -0~11 380,095 766,779 +16,900
Mar07 061102 113~01 113~01 112~22 112~25 -0~11 4,171 14,507 +772
Jun07 061102 112~24 112~24 112~24 112~24 -0~11 1 21 +0
Total Volume and Open Interest 384,267 781,313 +17,672
10-Year T-Notes(CBOT)
Dec06 061102 108~160 108~160 108~070 108~100 -0~070 1,169,285 2,358,622 +21,182
Mar07 061102 108~155 108~165 108~110 108~130 -0~070 32,432 96,872 +5,410
Total Volume and Open Interest 1,201,717 2,455,500 +26,592
5-Year T-Notes(CBOT)
Dec06 061102 105~225 105~235 105~190 105~210 -0~040 466,491 0 +0
Mar07 061102 105~245 105~245 105~245 105~245 -0~045 2,666 0 +0
Total Volume and Open Interest 469,157    
2 Year T-Notes(CBOT)
Dec06 061102 102~033 102~034 102~028 102~032 -0~005 3,748 676,686 +3,417
Mar07 061102 102~056 102~056 102~056 102~056 -0~005 0 10 +3
Total Volume and Open Interest 3,748 676,696 +3,420
Eurodollars(CME)
Dec06 061102 94.645 94.645 94.635 94.640 -0.010 31,134 1,341,040 -26,851
Mar07 061102 94.830 94.830 94.800 94.815 -0.025 39,954 1,434,107 +21,758
Jun07 061102 95.010 95.015 94.970 94.995 -0.030 21,181 1,143,122 -19,037
Sep07 061102 95.180 95.180 95.145 95.165 -0.035 30,870 1,191,789 +1,902
Dec07 061102 95.290 95.290 95.255 95.270 -0.045 28,201 1,253,346 +34,502
Mar08 061102 95.320 95.320 95.290 95.300 -0.045 24,598 850,832 +41,017
Jun08 061102 95.285 95.290 95.260 95.275 -0.045 13,223 590,507 +18,569
Sep08 061102 95.265 95.270 95.240 95.250 -0.045 13,504 459,019 +11,376
Dec08 061102 95.240 95.240 95.210 95.215 -0.045 12,026 357,471 +4,981
Mar09 061102 95.205 95.205 95.175 95.185 -0.040 13,616 358,874 +24,678
Jun09 061102 95.170 95.170 95.140 95.150 -0.040 6,245 225,388 +11
Sep09 061102 95.135 95.135 95.105 95.115 -0.040 6,929 154,495 -595
Dec09 061102 95.095 95.095 95.065 95.075 -0.035 4,525 136,522 -1,723
Mar10 061102 95.070 95.070 95.045 95.050 -0.035 4,789 122,230 +1,881
Jun10 061102 95.035 95.035 95.015 95.015 -0.035 4,287 106,434 +597
Sep10 061102 95.000 95.005 94.985 94.985 -0.035 3,191 94,641 -626
Dec10 061102 94.960 94.965 94.935 94.945 -0.035 4,829 103,339 -1,023
Mar11 061102 94.940 94.945 94.925 94.925 -0.035 4,146 55,616 -1,326
Total Volume and Open Interest 273,837 10,208,253 +112,804
3-Mth Euro-Yen(CME)
Dec06 061102 99.47 99.47 99.47 99.47 -0.02 313 19,905 +7
Mar07 061102 99.31 99.32 99.31 99.32 -0.01 450 12,534 +50
Jun07 061102 99.21 99.21 99.21 99.21 -0.01 1,032 9,611 +929
Sep07 061102 99.11 99.11 99.11 99.11 -0.01 5 3,028 +204
Dec07 061102 99.00 99.01 99.00 99.01 -0.01 0 7,095 +125
Mar08 061102 98.91 98.91 98.91 98.91 -0.01 5 3,356 +5
Jun08 061102 98.83 98.83 98.83 98.83 unch 0 269 +0
Sep08 061102 98.75 98.75 98.75 98.75 unch 0 1 +0
Dec08 061102 98.64 98.64 98.64 98.64 unch 0 6 +0
Mar09 061102 98.51 98.51 98.51 98.51 unch      
Total Volume and Open Interest 1,805 55,805 +1,320
3-Mth Euro-Yen(SIMEX)
Dec06 061102 99.48 99.49 99.47 99.47 -0.01 997 84,652 +27
Mar07 061102 99.33 99.33 99.32 99.32 unch 432 77,897 -530
Jun07 061102 99.22 99.23 99.21 99.21 unch 773 39,378 +280
Sep07 061102 99.12 99.12 99.11 99.11 unch 1,328 29,901 +25
Dec07 061102 99.03 99.03 99.01 99.01 unch 1,195 44,183 -363
Mar08 061102 98.93 98.93 98.91 98.92 unch 158 27,951 +0
Jun08 061102 98.85 98.85 98.83 98.83 unch 166 7,858 +158
Sep08 061102 98.77 98.77 98.75 98.75 unch 8 1,443 +0
Total Volume and Open Interest 5,057 314,800 -403
German Euro-Bund(EUREX)
Dec06 061102 118.07 118.13 117.77 117.82 -0.34 1,538,571 1,529,703 +46,895
Mar07 061102 118.31 118.31 117.97 118.02 -0.35 2,180 23,664 +319
Jun07 061102 117.42 117.42 117.42 117.42 -0.39 1,557 3 +0
Total Volume and Open Interest 1,542,308 1,553,370 -4,293
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061102 110.13 110.13 110.02 110.02 -0.16 653 10,523 +395
Jun07 061102 109.35 109.35 109.35 109.35 -0.16 1,000 0 +0
Total Volume and Open Interest 854,584 956,425 -19,882
Long Gilt(LIFFE)
Dec06 061102 109~31 110~02 109~19 109~23 -0~11 109,967 255,740 -1,161
Mar07 061102 109~22 109~22 109~20 109~20 -0~11      
Total Volume and Open Interest 109,967 255,768 -1,161
3-Mth Short Sterling(LIFFE)
Dec06 061102 94.72 94.72 94.72 94.72 -0.01 53,021 374,379 -9,641
Mar07 061102 94.63 94.63 94.63 94.63 -0.02 75,752 438,267 -11,502
Jun07 061102 94.63 94.63 94.63 94.63 -0.03 74,944 425,046 -3,752
Total Volume and Open Interest 413,416 2,170,320 -59,882
3-Mth Euribor(LIFFE)
Dec06 061102 96.290 96.290 96.275 96.285 -0.005 69,629 718,803 +11,631
Mar07 061102 96.175 96.175 96.135 96.150 -0.025 135,683 747,818 +5,588
Jun07 061102 96.160 96.160 96.105 96.125 -0.040 154,746 582,862 -4,774
Total Volume and Open Interest 744,479 3,641,363 -16,643
3-Mth Aus T-Bills(SFE)
Dec06 061102 93.59 93.59 93.57 93.59 +0.01 9,644 143,733 -20,067
Mar07 061102 93.49 93.51 93.48 93.50 +0.02 32,200 302,080 +14,674
Jun07 061102 93.50 93.53 93.50 93.52 +0.03 7,092 122,388 +3,400
Sep07 061102 93.56 93.58 93.53 93.56 +0.03 1,885 57,225 +1,331
Dec07 061102 93.60 93.62 93.57 93.60 +0.03 978 36,962 +1,289
Mar08 061102 93.63 93.64 93.61 93.63 +0.03 220 19,567 +118
Jun08 061102 93.65 93.65 93.65 93.65 +0.02 60 15,495 +40
Sep08 061102 93.69 93.69 93.68 93.68 +0.03 11 7,892 -16
Dec08 061102 93.70 93.72 93.69 93.69 +0.03 478 3,945 +445
Mar09 061102 93.70 93.70 93.70 93.70 +0.03 56 1,124 +6
Total Volume and Open Interest 52,979 712,335 +1,403
10-Year Aus T-Bonds(SFE)
Dec06 061102 94.42 94.42 94.38 94.39 +0.03 36,622 491,257 +13,050
Mar07 061102 94.39 94.39 94.39 94.39 +0.03      
Total Volume and Open Interest 36,622 491,257 +13,050
3-Year Aus T-Bonds(SFE)
Dec06 061102 94.07 94.09 94.05 94.08 +0.03 81,161 616,197 +13,684
Mar07 061102 94.08 94.08 94.08 94.08 +0.03      
Total Volume and Open Interest 81,161 616,197 +13,684
Gold(CMX)
Dec06 061102 618.5 628.3 617.0 627.8 +8.5 57,415 175,692 -5,637
Feb07 061102 625.5 635.0 624.0 634.1 +8.6 5,646 43,603 +2,312
Apr07 061102 632.0 641.0 632.0 640.2 +8.8 3,098 11,671 +1,254
Jun07 061102 635.0 646.8 635.0 646.1 +8.9 366 19,218 +133
Aug07 061102 651.9 651.9 651.9 651.9 +9.0 32 1,892 +9
Oct07 061102 657.6 657.6 657.6 657.6 +9.1 2 12,740 +2
Dec07 061102 659.5 664.5 658.5 663.2 +9.2 40 29,189 +53
Feb08 061102 668.7 668.7 668.7 668.7 +9.3 400 2,351 +30
Apr08 061102 18.9 18.9 18.9 18.9 +9.4 400 1,499 +285
Jun08 061102 679.9 679.9 679.9 679.9 +9.5 252 3,470 +185
Aug08 061102 685.4 685.4 685.4 685.4 +9.6 250 220 +220
Total Volume and Open Interest 67,907 322,332 -1,149
Silver(CMX)
Dec06 061102 1247.0 1267.0 1244.0 1265.0 +17.5 14,358 64,586 -719
Mar07 061102 1264.0 1285.0 1264.0 1282.4 +17.7 1,931 20,485 +200
May07 061102 1292.0 1292.0 1292.0 1292.0 +17.9 306 3,749 -294
Jul07 061102 1299.0 1308.0 1299.0 1301.5 +18.1 30 8,413 -3
Sep07 061102 1315.0 1316.0 1309.4 1309.4 +18.3 0 2,052 +0
Dec07 061102 1308.0 1316.0 1308.0 1316.0 +18.5 681 5,181 +113
Mar08 061102 11.3 11.3 11.3 11.3 -636.9 0 108 +0
Total Volume and Open Interest 17,549 109,705 -532
Platinum(NYM)
Jan07 061102 1105.8 1168.0 1102.0 1164.2 +63.5 2,065 7,702 +88
Apr07 061102 1168.2 1168.2 1168.2 1168.2 +62.5 3 30 +3
Jul07 061102 517.8 517.8 517.8 517.8 +62.5 0 7 +0
Oct07 061102 1178.2 1178.2 1178.2 1178.2 +62.5      
Total Volume and Open Interest 2,068 7,739 +91
Palladium(NYME)
Dec06 061102 324.75 327.80 323.50 326.75 +2.65 1,105 12,187 +93
Mar07 061102 331.00 333.00 330.50 331.50 +2.40 223 693 +112
Jun07 061102 337.00 337.00 337.00 337.00 +2.40 0 31 +0
Total Volume and Open Interest 1,328 12,912 +205
Copper(CMX)
Dec06 061102 327.00 330.00 325.50 329.15 +5.05 11,454 46,778 -156
Mar07 061102 327.75 330.50 326.50 330.15 +5.30 2,214 14,417 +1,167
May07 061102 327.50 327.75 327.00 327.75 +5.15 98 2,987 -41
Jul07 061102 325.00 325.00 324.55 324.55 +5.70 53 1,464 -46
Sep07 061102 320.50 320.50 320.50 320.50 +6.00 0 832 +4
Total Volume and Open Interest 14,784 75,329 +906
Aluminum(CMX)
Nov06 061102 126.00 126.00 126.00 126.00 +1.40 4 43 -47
Dec06 061102 127.75 127.75 127.00 127.00 +1.50 5 642 +2
Jan07 061102 126.30 126.30 126.30 126.30 +1.75 0 10 +0
Feb07 061102 125.50 125.50 125.50 125.50 +1.90      
Mar07 061102 124.70 124.70 124.70 124.70 +2.00      
Apr07 061102 123.90 123.90 123.90 123.90 +2.10      
Total Volume and Open Interest 10 765 -44
DJIA Index(CBOT)
Dec06 061102 12070 12072 12009 12036 -27 5,555 62,750 +48
Mar07 061102 12125 12125 12122 12122 -27 7 73 +0
Jun07 061102 12206 12206 12206 12206 -27      
Sep07 061102 12291 12291 12291 12291 -27 0 2 +0
Total Volume and Open Interest 5,562 62,825 +48
S & P 500(CME)
Dec06 061102 1368.80 1373.50 1367.30 1371.30 -1.60 39,375 598,507 -1,403
Mar07 061102 1381.00 1382.90 1381.00 1382.90 -1.50 4,827 16,552 +4,471
Jun07 061102 1394.70 1394.70 1394.70 1394.70 -1.60 125 4,812 +125
Sep07 061102 1404.00 1406.90 1404.00 1406.90 -1.20 0 2,358 +0
Total Volume and Open Interest 44,329 622,521 +3,193
S & P 500 E-Mini(Globex)
Dec06 061102 1372.75 1376.00 1367.25 1371.25 -1.75 1,445,275 1,668,603 +29,198
Mar07 061102 1385.50 1387.25 1379.00 1383.00 -1.50 1,588 10,516 +611
Total Volume and Open Interest 1,446,863 1,679,119 +29,809
NASDAQ 100(CME)
Dec06 061102 1709.50 1723.00 1707.00 1716.50 -2.80 7,731 60,214 +938
Mar07 061102 1737.50 1737.50 1737.50 1737.50 -2.80 1 7 +1
Jun07 061102 1755.50 1755.50 1755.50 1755.50 -2.80 0 5 +0
Total Volume and Open Interest 7,732 60,226 +939
NASDAQ 100 E-Mini(Globex)
Dec06 061102 1718.50 1723.50 1707.30 1716.50 -2.80 393,005 442,017 +12,200
Mar07 061102 1741.80 1743.00 1731.00 1737.50 -2.80 265 502 -26
Total Volume and Open Interest 393,270 442,519 +12,174
S & P Midcap 400(CME)
Dec06 061102 772.00 778.25 772.00 777.70 +0.80 172 9,154 +5
Mar07 061102 784.70 784.70 784.70 784.70 +0.80      
Jun07 061102 791.70 791.70 791.70 791.70 +0.80      
Total Volume and Open Interest 172 9,154 +5
Russell 2000(CME)
Dec06 061102 748.75 756.50 748.75 752.20 -1.60 1,552 37,835 +84
Mar07 061102 758.70 758.70 758.70 758.70 -1.60 0 34 +0
Jun07 061102 765.20 765.20 765.20 765.20 -1.60      
Total Volume and Open Interest 1,552 37,877 +84
Russell 2000 E-Mini(Globex)
Dec06 061102 753.70 756.70 748.70 752.20 -1.60 220,741 416,575 -241
Mar07 061102 761.80 762.90 755.50 758.70 -1.60 51 387 +20
Total Volume and Open Interest 220,792 416,962 -221
Value Line(KCBT)
Dec06 061102 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061102 16250 16340 16250 16305 +45      
Mar07 061102 16330 16330 16330 16330 +45      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061102 16290 16360 16215 16350 -30 48,991 246,538 +1,996
Mar07 061102 16340 16360 16235 16360 -25 36 64 -15
Jun07 061102 16305 16305 16305 16305 -25 0 1 +0
Total Volume and Open Interest 49,032 246,858 +1,982
CAC 40(EURONEXT)
Nov06 061102 5342.0 5363.0 5295.0 5316.5 -60.0 85,256 444,387 +5,770
Dec06 061102 5344.5 5364.5 5296.5 5318.0 -60.0 1,939 79,372 -1,842
Jan07 061102 5325.0 5341.0 5325.0 5334.5 -60.0 0 33 -2
Total Volume and Open Interest 87,229 524,149 +3,945
Hang Seng Index(HKFE)
Nov06 061102 18403 18770 18359 18770 +314 40,619 118,088 -1,691
Dec06 061102 18498 18810 18400 18810 +316 836 2,609 +338
Total Volume and Open Interest 41,608 121,493 -1,238
DAX(EUREX)
Dec06 061102 6288.0 6322.5 6226.0 6251.0 -71.5 139,559 261,687 +15,400
Mar07 061102 6347.0 6380.0 6288.0 6309.0 -73.0 397 8,359 -16
Jun07 061102 6420.0 6442.0 6350.0 6370.5 -72.5 650 2,251 +68
Total Volume and Open Interest 140,606 272,297 +15,452
FT-SE 100(EURONEXT)
Dec06 061102 6148.00 6187.50 6127.00 6164.00 -0.50 75,412 516,707 +3,377
Mar07 061102 6158.00 6187.00 6155.50 6183.50 -1.00 196 5,698 +103
Jun07 061102 6185.00 6204.50 6185.00 6204.50 -1.50 116 2,567 +100
Total Volume and Open Interest 75,724 525,484 +3,580
SPI 200(SFE)
Dec06 061102 5385.0 5406.0 5365.0 5403.0 +4.0 19,529 290,389 +3,405
Mar07 061102 5397.0 5415.0 5378.0 5415.0 +4.0 109 3,647 -51
Jun07 061102 5449.0 5449.0 5449.0 5449.0 +4.0 13 3,698 +3
Total Volume and Open Interest 19,807 301,538 +3,304
GSCI(CME)
Nov06 061102 427.70 431.80 426.10 428.50 -1.80 579 21,686 -138
Dec06 061102 440.50 440.50 440.50 440.50 -2.60 136 138 +135
Jan07 061102 445.75 445.75 445.75 445.75 -1.75      
Total Volume and Open Interest 715 21,824 -3
Reuters CRB Index(NYBOT)
Nov06 061102 388.00 393.25 388.00 391.00 +4.50 21 295 -6
Jan07 061102 393.00 397.00 393.00 396.00 +6.50 28 442 +11
Feb07 061102 398.00 398.00 398.00 398.00 +8.50 0 7 +0
Total Volume and Open Interest 49 948 +5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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