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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 10, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061110 659.00 659.00 649.50 651.25 -6.25 7,464 5,252 -1,339
Jan07 061110 671.50 671.50 660.00 662.50 -7.00 45,664 217,048 -6,297
Mar07 061110 681.50 682.00 672.50 674.50 -6.75 10,389 53,724 +2,144
May07 061110 690.00 690.00 679.50 681.75 -7.25 4,530 30,769 +373
Jul07 061110 696.00 697.00 687.00 690.50 -6.00 5,258 28,290 +741
Aug07 061110 699.00 699.00 693.00 694.50 -5.00 510 1,083 +121
Sep07 061110 695.00 695.00 695.00 695.00 -5.00 132 397 +64
Total Volume and Open Interest 80,388 387,656 -3,232
Soybean Meal(CBOT)
Dec06 061110 197.00 197.70 194.30 195.50 -2.80 16,509 73,509 -1,013
Jan07 061110 198.80 198.80 195.30 196.70 -2.70 10,697 29,174 +2,832
Mar07 061110 201.00 201.00 198.00 198.80 -3.10 7,305 31,975 +1,028
May07 061110 202.00 202.30 199.40 200.10 -3.00 5,852 29,379 -809
Jul07 061110 204.00 204.40 201.50 201.90 -3.30 2,679 31,370 +140
Aug07 061110 205.50 205.70 202.70 203.10 -2.90 387 7,501 +17
Sep07 061110 206.00 206.50 203.80 204.00 -2.80 196 4,860 +40
Oct07 061110 206.50 207.00 203.50 203.80 -2.20 14 3,001 +7
Total Volume and Open Interest 45,002 220,019 +2,328
Soybean Oil(CBOT)
Dec06 061110 27.85 27.92 27.48 27.69 -0.02 10,306 56,535 -2,790
Jan07 061110 28.20 28.32 27.87 28.07 -0.02 14,373 91,771 +3,637
Mar07 061110 28.57 28.63 28.20 28.46 +0.02 6,648 32,728 +977
May07 061110 28.65 28.80 28.43 28.71 +0.08 3,097 34,949 +410
Jul07 061110 29.05 29.12 28.72 29.00 +0.12 2,061 22,040 -180
Aug07 061110 28.95 29.10 28.95 29.05 +0.13 197 4,351 -60
Sep07 061110 29.10 29.10 29.10 29.10 +0.15 123 2,217 -40
Oct07 061110 29.20 29.20 29.17 29.17 +0.13 27 3,148 +0
Total Volume and Open Interest 38,216 269,994 +2,406
Canola(WCE)
Nov06 061110 338.9 338.9 338.9 338.9 -1.1 2 77 -27
Jan07 061110 347.3 348.4 345.3 347.1 -1.1 4,751 59,154 +62
Mar07 061110 355.0 355.2 353.1 355.0 -1.5 425 7,750 -1
May07 061110 359.5 361.1 358.6 361.0 +0.4 15 3,521 -4
Jul07 061110 365.0 366.1 362.6 366.1 -1.5 20 8,595 +12
Total Volume and Open Interest 5,476 87,329 +99
Corn(CBOT)
Dec06 061110 348.50 348.50 342.25 343.25 -6.75 105,216 342,283 -33,032
Mar07 061110 363.50 364.00 358.25 359.50 -6.50 81,482 428,901 +27,217
May07 061110 370.00 370.00 365.00 365.25 -7.00 7,844 71,712 +2,034
Jul07 061110 375.00 375.25 369.25 370.00 -7.25 15,595 181,310 +2,180
Sep07 061110 358.00 359.00 355.00 356.00 -5.50 2,118 35,129 +477
Dec07 061110 347.00 348.50 343.00 344.75 -3.50 22,139 239,075 -1,122
Total Volume and Open Interest 238,564 1,402,626 -2,722
Wheat(CBOT)
Dec06 061110 489.00 489.50 478.00 480.50 -7.50 42,124 127,285 -19,914
Mar07 061110 508.00 508.50 498.50 501.00 -7.50 37,299 159,951 +14,517
May07 061110 500.00 502.00 494.00 497.00 -4.50 1,745 11,037 +711
Jul07 061110 470.00 473.00 465.00 467.00 -6.50 7,181 69,704 -434
Sep07 061110 468.00 468.00 467.00 467.00 -6.50 415 2,811 +224
Total Volume and Open Interest 92,505 444,777 -3,893
Wheat(KCBT)
Dec06 061110 514.00 514.00 506.00 508.75 -6.00 13,476 44,766 -3,925
Mar07 061110 528.00 529.50 520.00 524.25 -5.75 10,921 45,674 +1,244
May07 061110 524.00 525.00 516.00 517.00 -6.25 351 2,376 +54
Jul07 061110 485.00 487.50 483.00 486.75 +1.75 3,177 26,967 -182
Sep07 061110 485.50 487.50 484.00 486.00 +0.50 254 2,944 +59
Total Volume and Open Interest 28,239 131,849 -3,087
Wheat(MGE)
Dec06 061110 500.00 500.50 493.00 497.25 -3.75 3,537 15,287 -682
Mar07 061110 515.25 515.25 508.00 511.00 -6.00 3,520 21,256 +587
May07 061110 520.00 520.00 514.00 514.00 -5.00 523 1,830 -137
Jul07 061110 500.00 500.00 495.00 497.00 -7.00 188 1,139 -98
Sep07 061110 480.00 484.00 480.00 481.75 -6.25 409 3,285 -2
Total Volume and Open Interest 8,252 50,285 -316
Oats(CBOT)
Dec06 061110 264.50 265.00 258.00 260.25 -6.75 509 7,877 -24
Mar07 061110 275.25 275.25 268.25 270.50 -7.00 534 6,024 +62
May07 061110 273.00 273.00 270.00 272.00 -5.00 58 275 +10
Jul07 061110 275.00 275.00 269.00 272.00 -5.00 34 319 +4
Total Volume and Open Interest 1,281 15,387 +93
Rough Rice(CBOT)
Nov06 061110 9.72 9.75 9.72 9.75 unch 40 60 -42
Jan07 061110 9.81 9.95 9.80 9.95 +0.14 729 8,665 -43
Mar07 061110 10.07 10.20 10.07 10.20 +0.13 189 3,204 +46
May07 061110 10.43 10.43 10.43 10.43 +0.13 44 1,128 +0
Total Volume and Open Interest 1,079 14,449 +16
Live Cattle(CME)
Dec06 061110 85.950 86.475 85.600 85.700 -0.175 26,631 65,306 -10,073
Feb07 061110 89.150 89.500 88.650 88.750 -0.350 25,957 85,613 +12,496
Apr07 061110 89.700 90.100 89.350 89.475 -0.275 3,073 26,223 +482
Jun07 061110 86.175 86.550 85.950 85.975 -0.200 1,792 14,533 +534
Aug07 061110 85.000 85.200 84.750 84.750 -0.300 891 6,420 +212
Oct07 061110 87.600 87.600 87.000 87.025 -0.275 319 3,226 +156
Total Volume and Open Interest 58,826 203,454 +3,886
Feeder Cattle(CME)
Nov06 061110 100.500 100.650 98.500 98.800 -1.675 1,211 2,711 -318
Jan07 061110 96.500 97.475 95.425 95.700 -0.675 3,654 14,450 +99
Mar07 061110 95.500 95.925 94.300 94.775 -0.425 1,540 3,719 +261
Apr07 061110 95.500 96.300 94.800 95.100 +0.100 184 1,100 +55
May07 061110 95.950 96.450 95.250 95.300 +0.050 301 2,707 +46
Aug07 061110 99.650 100.000 99.000 99.000 -0.450 181 753 +49
Sep07 061110 99.400 99.650 99.400 99.400 +0.400 32 803 +4
Total Volume and Open Interest 7,109 26,253 +202
Lean Hogs(CME)
Dec06 061110 64.000 64.200 62.900 62.975 -1.725 23,249 58,855 -10,016
Feb07 061110 67.200 67.200 66.175 66.750 -1.150 20,076 71,147 +7,799
Apr07 061110 68.950 69.000 68.100 68.750 -0.775 3,424 30,346 +237
May07 061110 72.000 72.000 71.150 71.975 -0.775 131 2,606 +50
Jun07 061110 74.100 74.100 73.200 74.000 -0.650 966 15,822 -65
Jul07 061110 72.000 72.000 71.200 71.500 -1.025 538 3,786 +418
Aug07 061110 70.125 70.125 68.800 69.400 -1.100 747 3,401 +266
Oct07 061110 63.850 63.850 62.250 62.900 -1.350 287 2,713 +141
Total Volume and Open Interest 49,536 189,500 -1,137
Pork Bellies(CME)
Feb07 061110 90.800 90.800 88.750 88.825 -1.850 121 832 -32
Mar07 061110 89.900 89.950 88.750 88.750 -1.900 0 61 +0
May07 061110 91.250 91.250 90.750 90.750 -0.550 0 13 +0
Jul07 061110 92.525 92.525 91.750 91.750 -0.775 0 2 +0
Aug07 061110 92.000 92.000 92.000 92.000 -1.000 0 1 +0
Total Volume and Open Interest 121 909 -32
Class III Milk(CME)
Nov06 061110 12.70 12.75 12.70 12.75 unch 151 3,533 -108
Dec06 061110 13.52 13.90 13.52 13.87 +0.39 225 3,884 -1
Jan07 061110 13.65 14.15 13.60 14.02 +0.42 163 2,486 -18
Feb07 061110 13.65 14.10 13.60 14.02 +0.27 76 2,232 +25
Mar07 061110 13.70 14.10 13.70 14.02 +0.22 64 2,089 +31
Total Volume and Open Interest 1,080 27,380 +75
Cocoa(NYBOT)
Dec06 061110 1518 1539 1505 1509 -21 8,523 29,058 -5,324
Mar07 061110 1552 1575 1545 1548 -19 9,632 58,314 +1,746
May07 061110 1575 1597 1569 1569 -19 1,081 14,632 -84
Jul07 061110 1597 1608 1589 1589 -19 104 7,195 +0
Sep07 061110 1622 1622 1609 1609 -19 30 12,175 +2
Dec07 061110 1640 1649 1634 1634 -19 10 10,735 +10
Mar08 061110 1662 1662 1662 1662 -18 5 2,951 -5
Total Volume and Open Interest 19,385 138,649 -3,655
Coffee "C"(NYBOT)
Dec06 061110 118.50 118.85 115.60 115.85 -3.35 21,530 45,690 -4,668
Mar07 061110 123.00 123.25 119.80 120.05 -3.25 15,321 53,787 +4,198
May07 061110 125.20 125.40 122.70 122.70 -3.20 1,725 7,584 +194
Jul07 061110 127.60 127.80 125.15 125.15 -3.15 609 3,448 +183
Sep07 061110 130.00 130.10 127.55 127.55 -3.15 139 2,582 -9
Dec07 061110 132.50 133.00 130.30 130.30 -3.15 169 1,968 +57
Total Volume and Open Interest 40,436 122,680 -111
Orange Juice(NYBOT)
Nov06 061108 196.50 197.00 196.50 196.55 +0.35 258 756 -784
Jan07 061110 196.50 196.50 193.50 194.65 -1.05 2,173 20,962 -915
Mar07 061110 196.00 196.00 194.20 195.35 -1.25 393 5,365 +140
May07 061110 193.00 194.15 193.00 194.15 -0.95 45 1,443 +45
Jul07 061110 193.15 193.15 193.15 193.15 -1.20 2 208 -2
Total Volume and Open Interest 2,668 29,038 -1,321
Sugar #11(NYBOT)
Mar07 061110 12.12 12.33 11.80 11.85 -0.33 41,468 261,640 +7
May07 061110 12.40 12.47 11.90 11.94 -0.32 8,102 70,339 +399
Jul07 061110 12.35 12.35 11.83 11.91 -0.31 7,800 65,784 +910
Oct07 061110 12.42 12.43 11.98 12.06 -0.32 3,257 44,962 +1,524
Mar08 061110 12.72 12.76 12.40 12.41 -0.31 2,302 34,382 +1,174
Total Volume and Open Interest 64,701 501,829 +4,511
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061110 19.50 19.60 19.50 19.59 +0.05 44 2,193 +19
Mar07 061110 19.60 19.60 19.55 19.60 -0.06 29 2,733 +1
May07 061110 19.65 19.65 19.65 19.65 -0.03 9 2,474 +9
Jul07 061110 19.95 19.95 19.91 19.91 -0.09 7 1,979 -5
Total Volume and Open Interest 106 12,299 +29
London Cocoa(LCE)
Dec06 061110 856 857 841 844 -13 6,125 77,152 -136
Mar07 061110 874 875 859 862 -12 4,640 54,253 +533
May07 061110 874 884 869 871 -12 3,869 22,640 +649
Jul07 061110 888 892 880 880 -13 43 15,623 -13
Sep07 061110 898 899 889 889 -14 291 12,993 +160
Dec07 061110 901 907 899 899 -14 558 13,579 +160
Mar08 061110 909 909 909 909 -16 0 4,247 +0
Total Volume and Open Interest 15,537 202,124 +1,363
London Coffee(LCE)
Nov06 061110 1623.00 1623.00 1579.00 1579.00 -37.00 441 4,750 -378
Jan07 061110 1645.00 1649.00 1595.00 1601.00 -37.00 7,990 69,580 +78
Mar07 061110 1646.00 1647.00 1595.00 1600.00 -38.00 3,565 34,452 -15
May07 061110 1648.00 1648.00 1596.00 1602.00 -37.00 3,047 9,322 +793
Jul07 061110 1640.00 1641.00 1596.00 1601.00 -35.00 303 3,546 +105
Sep07 061110 1635.00 1635.00 1595.00 1595.00 -34.00 251 5,262 +139
Total Volume and Open Interest 15,791 129,942 +837
London Sugar(LCE)
Dec06 061110 402.00 413.20 402.00 412.60 +10.60 4,182 12,729 +266
Mar07 061110 376.50 379.50 366.00 369.70 -6.50 3,828 27,922 +81
May07 061110 375.60 376.50 364.00 367.70 -4.70 469 9,307 +36
Aug07 061110 367.00 369.00 360.80 362.50 -3.50 144 3,960 +11
Oct07 061110 361.30 361.30 354.30 357.50 -2.70 103 2,104 +30
Total Volume and Open Interest 8,769 58,385 +454
Cotton(NYBOT)
Dec06 061110 50.00 50.10 49.00 49.09 -0.74 20,711 67,616 -8,270
Mar07 061110 53.85 53.89 53.00 53.13 -0.76 19,077 78,706 +6,004
May07 061110 55.10 55.15 54.35 54.50 -0.70 1,254 10,820 +520
Jul07 061110 56.25 56.25 55.50 55.65 -0.60 121 8,037 +17
Oct07 061110 57.30 57.30 57.30 57.30 -0.70 0 104 +0
Dec07 061110 59.20 59.20 58.40 58.45 -0.75 323 12,194 +10
Total Volume and Open Interest 41,497 178,939 -1,714
Lumber(CME)
Nov06 061110 234.5 235.6 233.7 233.9 +0.4 225 621 -118
Jan07 061110 262.8 264.7 260.8 263.1 +0.3 385 4,716 +61
Mar07 061110 281.9 284.0 280.2 283.5 +2.5 98 658 +37
May07 061110 288.5 292.0 288.5 292.0 +1.5 50 77 +34
Total Volume and Open Interest 758 6,086 +14
Crude Oil(NYM)
Dec06 061110 60.55 60.70 59.45 59.59 -1.57 230,433 200,643 -23,556
Jan07 061110 62.50 62.60 61.40 61.54 -1.52 119,962 236,705 +22,433
Feb07 061110 63.75 63.85 62.85 62.88 -1.45 30,885 68,467 +4,675
Mar07 061110 64.65 64.75 63.83 63.83 -1.42 12,364 52,799 +2,023
Apr07 061110 65.45 65.45 64.55 64.55 -1.39 6,446 39,851 +1,230
May07 061110 65.14 65.14 65.14 65.14 -1.38 3,708 35,908 +838
Jun07 061110 66.50 66.50 65.62 65.62 -1.37 16,154 72,884 +774
Jul07 061110 66.03 66.03 66.03 66.03 -1.37 10,187 19,369 +3,647
Aug07 061110 66.37 66.37 66.37 66.37 -1.37 1,345 16,184 +271
Sep07 061110 66.66 66.66 66.66 66.66 -1.36 1,792 21,594 -1,143
Oct07 061110 66.91 66.91 66.91 66.91 -1.36 1,744 13,025 +297
Nov07 061110 67.12 67.12 67.12 67.12 -1.36 1,333 13,577 +317
Dec07 061110 68.20 68.20 67.30 67.30 -1.35 24,580 119,693 +5,438
Jan08 061110 67.44 67.44 67.44 67.44 -1.34 1,910 14,046 +1,044
Feb08 061110 67.55 67.55 67.55 67.55 -1.33 5,635 9,491 -3,777
Mar08 061110 67.63 67.63 67.63 67.63 -1.32 5,250 17,416 +4,097
Total Volume and Open Interest 497,904 1,206,156 +27,219
Heating Oil(NYM)
Dec06 061110 173.40 173.50 169.50 169.66 -4.90 29,922 60,774 -5,760
Jan07 061110 178.70 178.70 175.00 175.33 -4.63 19,078 58,100 +2,200
Feb07 061110 181.00 181.00 178.00 178.18 -4.53 2,624 25,115 +464
Mar07 061110 182.00 182.25 179.13 179.13 -4.23 1,304 15,004 +192
Apr07 061110 182.10 182.10 179.03 179.03 -4.13 737 11,380 +327
May07 061110 182.50 182.50 178.93 178.93 -3.98 889 5,547 +151
Jun07 061110 181.00 181.00 179.23 179.23 -3.78 1,288 20,201 +207
Jul07 061110 183.50 183.50 180.33 180.33 -3.68 153 2,854 +4
Aug07 061110 184.25 184.50 182.08 182.08 -3.63 0 2,972 +2
Sep07 061110 187.00 187.00 184.33 184.33 -3.58 0 4,968 +0
Oct07 061110 186.83 186.83 186.83 186.83 -3.53 0 1,513 +0
Nov07 061110 192.00 192.00 189.68 189.68 -3.43 1 765 +1
Total Volume and Open Interest 56,094 221,434 -2,175
Unleaded Gas(NYM)
Dec06 061110 158.00 158.00 155.00 156.27 -3.83 1,564 8,116 -212
Jan07 061110 159.50 160.00 158.27 158.27 -1.98 413 4,656 +30
Total Volume and Open Interest 1,977 12,772 -182
RBOB Gasoline(NYMEX)
Dec06 061110 160.00 160.13 155.48 156.56 -3.54 23,637 37,923 -2,914
Jan07 061110 163.58 163.58 159.25 160.31 -3.30 13,706 34,077 +1,723
Feb07 061110 165.70 166.50 162.50 163.91 -2.19 2,181 5,532 +343
Mar07 061110 168.40 168.50 166.20 167.51 -2.30 827 6,817 +37
Apr07 061110 182.56 182.56 182.56 182.56 -2.44 1,185 6,862 +350
May07 061110 185.36 185.36 185.36 185.36 -3.06 301 7,728 +47
Jun07 061110 187.61 187.61 187.61 187.61 -3.24 132 4,039 +78
Jul07 061110 189.01 189.01 189.01 189.01 -2.99 87 2,118 +77
Aug07 061110 189.36 189.36 189.36 189.36 -3.11 16 1,376 +1
Sep07 061110 188.71 188.71 188.71 188.71 -3.11 43 5,243 +36
Total Volume and Open Interest 42,123 112,657 -219
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061110 160.31 160.31 160.31 160.31 -3.56      
Feb07 061110 163.91 163.91 163.91 163.91 -3.26      
Mar07 061110 167.51 167.51 167.51 167.51 -3.06      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061110 7.790 7.840 7.700 7.794 -0.161 51,738 63,743 -4,124
Jan07 061110 8.250 8.350 8.220 8.314 -0.121 25,738 82,245 +3,171
Feb07 061110 8.280 8.380 8.280 8.374 -0.114 7,944 39,834 +1,262
Mar07 061110 8.160 8.230 8.140 8.229 -0.109 8,473 103,862 +267
Apr07 061110 7.690 7.749 7.690 7.749 -0.109 4,180 92,938 +1,253
May07 061110 7.700 7.714 7.630 7.714 -0.112 1,873 30,809 +261
Jun07 061110 7.710 7.799 7.710 7.799 -0.112 168 13,240 -57
Jul07 061110 7.880 7.894 7.780 7.894 -0.107 205 12,285 -15
Aug07 061110 7.960 7.960 7.920 7.954 -0.107 333 13,627 +61
Sep07 061110 8.010 8.010 7.980 8.004 -0.107 74 13,634 +3
Oct07 061110 8.099 8.099 8.099 8.099 -0.107 273 38,302 -66
Nov07 061110 8.530 8.574 8.510 8.574 -0.102 181 22,845 -101
Dec07 061110 9.000 9.044 8.980 9.044 -0.097 41 34,291 +70
Jan08 061110 9.225 9.319 9.225 9.319 -0.092 313 27,339 -55
Feb08 061110 9.310 9.326 9.310 9.326 -0.092 518 15,717 +21
Mar08 061110 9.129 9.129 9.129 9.129 -0.092 1,121 37,207 -121
Total Volume and Open Interest 107,638 905,335 +3,085
Brent Crude Oil(ICE)
Dec06 061110 61.35 61.35 59.60 59.71 -1.61 76,059 63,483 -4,715
Jan07 061110 62.72 62.82 61.08 61.18 -1.61 76,098 158,099 -3,632
Feb07 061110 63.99 63.99 62.39 62.48 -1.51 46,300 93,390 +8,486
Mar07 061110 64.85 64.94 63.44 63.44 -1.42 14,365 38,430 +3,388
Apr07 061110 65.57 65.57 64.15 64.15 -1.37 6,917 28,381 +2,946
May07 061110 66.00 66.00 64.74 64.74 -1.36 0 19,307 +2,045
Jun07 061110 66.00 66.00 65.20 65.20 -1.36 4,225 40,680 +125
Jul07 061110 65.62 65.62 65.62 65.62 -1.35 122 11,034 +50
Aug07 061110 65.95 65.95 65.95 65.95 -1.37 0 3,503 -15
Sep07 061110 66.22 66.22 66.22 66.22 -1.34 0 11,385 +1,111
Oct07 061110 66.44 66.44 66.44 66.44 -1.30 0 8,705 +0
Nov07 061110 66.65 66.65 66.65 66.65 -1.26 0 11,970 +150
Dec07 061110 67.53 67.80 66.85 66.85 -1.24 9,906 44,816 -19
Jan08 061110 67.03 67.03 67.03 67.03 -1.22 0 6,519 +0
Total Volume and Open Interest 233,992 593,931 +12,373
Gas Oil(ICE)
Nov06 061110 543.50 543.50 535.25 542.75 unch 20,544 9,506 -11,424
Dec06 061110 546.00 546.50 532.50 539.50 -6.00 50,546 86,887 -1,906
Jan07 061110 553.00 553.50 539.50 546.75 -5.75 27,228 54,425 -30
Feb07 061110 559.00 559.00 554.00 554.25 -5.25 9,375 28,921 +773
Mar07 061110 565.75 565.75 560.25 560.50 -5.00 1,688 17,077 +219
Apr07 061110 565.75 565.75 565.75 565.75 -4.25 1,011 9,865 -126
May07 061110 570.75 570.75 570.75 570.75 -4.25 510 7,316 +360
Jun07 061110 577.75 577.75 575.75 575.75 -4.00 676 24,898 -16
Jul07 061110 581.00 581.00 581.00 581.00 -4.00 0 3,090 +0
Aug07 061110 585.75 585.75 585.75 585.75 -4.00 0 721 +0
Total Volume and Open Interest 112,405 288,954 -12,187
US Dollar Index(NYBOT)
Dec06 061110 84.95 84.95 84.55 84.88 -0.15 2,712 32,044 -144
Mar07 061110 84.50 84.57 84.40 84.57 -0.15 17 2,088 +9
Jun07 061110 84.28 84.28 84.28 84.28 -0.15 0 13 +0
Total Volume and Open Interest 2,732 34,161 -132
Australian Dollar(CME)
Dec06 061110 76.69 76.77 76.58 76.63 -0.06 2,577 110,818 -7,979
Mar07 061110 76.44 76.44 76.44 76.44 -0.06 0 973 -50
Jun07 061110 76.30 76.30 76.30 76.30 -0.06 0 103 +0
Total Volume and Open Interest 2,577 111,906 -8,029
British Pound(CME)
Dec06 061110 191.48 191.55 191.14 191.17 +0.58 3,084 149,932 +4,114
Mar07 061110 191.64 191.64 191.25 191.25 +0.58 13 698 +29
Jun07 061110 191.76 191.76 191.19 191.19 +0.58 2 22 +2
Total Volume and Open Interest 3,099 150,653 +4,145
Canadian Dollar(CME)
Dec06 061110 88.67 88.70 88.38 88.48 -0.21 10,642 102,646 +2,735
Mar07 061110 88.76 88.94 88.73 88.73 -0.21 30 2,298 +53
Jun07 061110 89.25 89.25 89.00 89.00 -0.21 0 396 +0
Sep07 061110 89.28 89.28 89.27 89.27 -0.21 0 227 +0
Total Volume and Open Interest 10,672 105,612 +2,788
Japanese Yen(CME)
Dec06 061110 85.54 85.70 85.42 85.44 +0.25 3,712 215,557 +6,650
Mar07 061110 86.65 86.65 86.49 86.49 +0.25 4 18,999 +192
Jun07 061110 87.49 87.49 87.49 87.49 +0.25 0 19 +8
Total Volume and Open Interest 3,716 234,724 +6,851
Swiss Franc(CME)
Dec06 061110 81.06 81.19 80.87 80.89 +0.14 4,016 97,594 -1,253
Mar07 061110 81.58 81.58 81.58 81.58 +0.14 2 345 -14
Jun07 061110 82.21 82.21 82.21 82.21 +0.14 0 37 +1
Total Volume and Open Interest 4,018 98,066 -1,266
EuroFX(CME)
Dec06 061110 128.92 129.00 128.67 128.70 +0.22 4,413 176,508 +2,898
Mar07 061110 129.39 129.42 129.22 129.22 +0.22 9 4,844 +384
Jun07 061110 129.65 129.65 129.65 129.65 +0.21 1 100 +0
Total Volume and Open Interest 4,423 181,594 +3,292
Mexican Peso(CME)
Nov06 061110 9210.0 9210.0 9150.0 9150.0 unch 0 20 +0
Dec06 061110 9145.0 9170.0 9125.0 9140.0 unch 2,645 78,908 -5,855
Total Volume and Open Interest 2,655 80,963 -5,848
30-Year T-Bonds(CBOT)
Dec06 061110 112~18 113~05 112~16 112~31 +0~13 336,518 756,080 +3,406
Mar07 061110 112~17 113~04 111~23 112~30 +0~13 1,186 15,996 +236
Jun07 061110 113~00 113~00 112~29 112~29 +0~13 0 21 +0
Total Volume and Open Interest 337,704 772,103 +3,642
10-Year T-Notes(CBOT)
Dec06 061110 108~030 108~120 108~015 108~090 +0~070 1,019,147 2,255,050 -26,120
Mar07 061110 108~070 108~150 108~060 108~120 +0~070 22,573 103,935 +10,405
Total Volume and Open Interest 1,041,720 2,361,410 -15,715
5-Year T-Notes(CBOT)
Dec06 061110 105~155 105~205 105~155 105~185 +0~045 389,667 0 +0
Mar07 061110 105~190 105~230 105~190 105~230 +0~050 22,793 0 +0
Total Volume and Open Interest 412,460    
2 Year T-Notes(CBOT)
Dec06 061110 102~014 102~020 102~013 102~016 +0~004 2,819 653,135 -386
Mar07 061110 102~040 102~040 102~040 102~040 +0~004 2,106 6,190 +2,739
Total Volume and Open Interest 4,925 659,325 +2,353
Eurodollars(CME)
Dec06 061110 94.620 94.625 94.615 94.620 +0.005 12,355 1,323,361 +3,470
Mar07 061110 94.740 94.755 94.735 94.750 +0.015 18,710 1,421,725 -15,243
Jun07 061110 94.905 94.930 94.905 94.920 +0.025 16,939 1,213,286 +5,639
Sep07 061110 95.090 95.115 95.075 95.100 +0.030 13,295 1,187,036 +6,638
Dec07 061110 95.200 95.245 95.195 95.225 +0.035 17,963 1,265,523 +44,482
Mar08 061110 95.245 95.280 95.240 95.270 +0.040 15,791 830,331 -6,870
Jun08 061110 95.240 95.275 95.235 95.265 +0.040 15,933 586,082 -4,453
Sep08 061110 95.225 95.265 95.220 95.250 +0.040 11,204 490,164 +281
Dec08 061110 95.200 95.235 95.190 95.225 +0.045 8,398 370,395 +2,477
Mar09 061110 95.170 95.210 95.165 95.200 +0.045 8,468 360,149 +772
Jun09 061110 95.140 95.175 95.140 95.165 +0.045 7,225 228,487 -2,850
Sep09 061110 95.110 95.145 95.105 95.135 +0.045 7,751 159,103 +429
Dec09 061110 95.080 95.105 95.075 95.095 +0.045 6,305 128,651 -2,095
Mar10 061110 95.055 95.080 95.050 95.070 +0.045 2,369 123,944 -569
Jun10 061110 95.020 95.050 95.020 95.040 +0.045 1,816 104,576 -651
Sep10 061110 94.990 95.020 94.990 95.010 +0.045 3,282 97,290 -1,427
Dec10 061110 94.950 94.980 94.950 94.970 +0.045 5,271 108,507 -2,681
Mar11 061110 94.935 94.960 94.935 94.955 +0.045 792 57,062 +46
Total Volume and Open Interest 179,410 10,284,222 +26,587
3-Mth Euro-Yen(CME)
Dec06 061110 99.45 99.45 99.45 99.45 -0.01 1,696 19,751 +946
Mar07 061110 99.30 99.31 99.30 99.31 unch 1,176 15,015 +769
Jun07 061110 99.20 99.21 99.20 99.21 +0.01 150 9,129 -432
Sep07 061110 99.10 99.10 99.10 99.10 +0.01 273 2,914 +134
Dec07 061110 98.99 99.01 98.99 99.01 +0.02 0 6,973 -350
Mar08 061110 98.90 98.90 98.90 98.90 +0.01 0 3,544 -250
Jun08 061110 98.81 98.81 98.81 98.81 +0.02 0 269 +0
Sep08 061110 98.73 98.73 98.73 98.73 +0.02 0 1 -4
Dec08 061110 98.66 98.66 98.66 98.66 +0.03 0 6 +0
Mar09 061110 98.53 98.53 98.53 98.53 +0.03      
Total Volume and Open Interest 3,295 57,602 +813
3-Mth Euro-Yen(SIMEX)
Dec06 061110 99.45 99.45 99.43 99.44 -0.02 4,407 81,607 -573
Mar07 061110 99.31 99.32 99.29 99.30 -0.01 4,394 77,595 -1,650
Jun07 061110 99.17 99.21 99.17 99.19 -0.01 1,494 39,010 -441
Sep07 061110 99.07 99.10 99.06 99.09 unch 1,421 30,578 +779
Dec07 061110 98.97 99.01 98.97 99.00 +0.01 2,159 49,358 +937
Mar08 061110 98.91 98.91 98.90 98.90 +0.01 350 28,704 +97
Jun08 061110 98.83 98.83 98.82 98.82 +0.02 51 8,197 +0
Sep08 061110 98.74 98.74 98.74 98.74 +0.03 204 1,646 +203
Total Volume and Open Interest 14,480 318,237 -648
German Euro-Bund(EUREX)
Dec06 061110 117.91 118.16 117.89 118.09 +0.27 1,342,498 1,554,877 -38,523
Mar07 061110 118.14 118.35 118.12 118.30 +0.28 5,002 29,174 -223
Jun07 061110 117.79 117.79 117.79 117.79 +0.27 373 3 +0
Total Volume and Open Interest 1,347,873 1,584,054 -38,746
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061110 109.86 110.04 109.86 110.04 +0.22 1,537 20,911 +382
Jun07 061110 109.38 109.38 109.38 109.38 +0.21      
Total Volume and Open Interest 670,464 985,507 +16,342
Long Gilt(LIFFE)
Dec06 061110 110~01 110~03 109~27 109~31 +0~05 80,026 290,281 +5,705
Mar07 061110 109~28 109~28 109~28 109~28 +0~05 8 1 +1
Total Volume and Open Interest 80,034 290,310 +5,706
3-Mth Short Sterling(LIFFE)
Dec06 061110 94.72 94.72 94.72 94.72 unch 114,658 402,974 +11,958
Mar07 061110 94.62 94.62 94.62 94.62 +0.01 109,235 461,155 +1,485
Jun07 061110 94.63 94.63 94.63 94.63 +0.02 78,871 444,508 +6,847
Total Volume and Open Interest 445,956 2,296,325 +35,260
3-Mth Euribor(LIFFE)
Dec06 061110 96.270 96.280 96.265 96.270 +0.005 71,729 743,740 +5,998
Mar07 061110 96.095 96.135 96.095 96.125 +0.035 121,434 784,412 +6,745
Jun07 061110 96.050 96.105 96.050 96.095 +0.050 129,987 667,254 +11,359
Total Volume and Open Interest 685,024 3,887,546 +35,531
3-Mth Aus T-Bills(SFE)
Dec06 061110 93.59 93.60 93.59 93.60 unch 5,997 142,652 -3,567
Mar07 061110 93.53 93.55 93.53 93.54 unch 60,573 345,149 +25,162
Jun07 061110 93.56 93.57 93.55 93.56 unch 18,260 144,687 +8,760
Sep07 061110 93.62 93.62 93.60 93.62 unch 2,684 60,706 -71
Dec07 061110 93.67 93.67 93.64 93.67 unch 2,212 36,088 +1,338
Mar08 061110 93.70 93.70 93.68 93.70 unch 1,005 20,270 -42
Jun08 061110 93.73 93.73 93.72 93.73 unch 1,048 15,651 -135
Sep08 061110 93.76 93.76 93.74 93.75 unch 1,001 10,114 +265
Dec08 061110 93.79 93.80 93.76 93.77 unch 1,662 5,698 +1,521
Mar09 061110 93.77 93.78 93.77 93.78 unch 200 1,280 +200
Total Volume and Open Interest 94,649 784,086 +33,437
10-Year Aus T-Bonds(SFE)
Dec06 061110 94.39 94.42 94.38 94.38 -0.01 53,933 484,842 +9,917
Mar07 061110 94.38 94.38 94.38 94.38 -0.01      
Total Volume and Open Interest 53,933 484,842 +9,917
3-Year Aus T-Bonds(SFE)
Dec06 061110 94.14 94.15 94.12 94.13 -0.01 177,667 791,215 +158,582
Mar07 061110 94.13 94.13 94.13 94.13 -0.01      
Total Volume and Open Interest 177,667 791,215 +158,582
Gold(CMX)
Dec06 061110 633.5 635.8 626.5 630.1 -6.7 48,625 173,585 -436
Feb07 061110 639.5 642.5 632.8 636.4 -6.7 9,480 59,900 +3,535
Apr07 061110 646.0 646.0 638.0 642.6 -6.7 1,303 14,991 +426
Jun07 061110 652.3 653.5 648.0 648.8 -6.7 202 19,749 +54
Aug07 061110 654.8 654.8 654.8 654.8 -6.8 119 1,911 -82
Oct07 061110 660.6 660.6 660.6 660.6 -6.9 2 12,976 -2
Dec07 061110 671.0 671.0 664.0 666.4 -7.0 411 31,441 +144
Feb08 061110 672.1 672.1 672.1 672.1 -7.1 0 2,375 +0
Apr08 061110 22.3 22.3 22.3 22.3 -7.3 10 1,489 -10
Jun08 061110 683.4 683.4 683.4 683.4 -7.4 15 3,470 +0
Aug08 061110 689.1 689.1 689.1 689.1 -7.5 0 220 +0
Total Volume and Open Interest 60,275 343,256 +3,633
Silver(CMX)
Dec06 061110 1302.0 1314.0 1288.0 1311.5 +6.5 13,692 62,349 -406
Mar07 061110 1322.0 1333.0 1305.0 1329.5 +6.6 1,802 26,957 +410
May07 061110 1340.5 1340.5 1340.5 1340.5 +6.6 94 3,800 +64
Jul07 061110 1347.0 1351.1 1332.0 1351.1 +6.7 45 8,553 +0
Sep07 061110 1360.5 1360.5 1360.5 1360.5 +6.7 0 2,254 +0
Dec07 061110 1365.0 1369.5 1355.0 1369.5 +6.6 52 6,238 +32
Mar08 061110 65.1 65.1 65.1 65.1 +6.5 0 105 +0
Total Volume and Open Interest 15,873 115,288 +80
Platinum(NYM)
Jan07 061110 1209.0 1219.8 1198.5 1209.6 +8.6 2,159 8,659 -257
Apr07 061110 1205.6 1205.6 1205.6 1205.6 +7.6 12 45 +5
Jul07 061110 555.2 555.2 555.2 555.2 +7.6 0 7 +0
Oct07 061110 1215.6 1215.6 1215.6 1215.6 +7.6      
Total Volume and Open Interest 2,171 8,711 -252
Palladium(NYME)
Dec06 061110 339.00 339.00 328.00 330.70 -8.20 1,416 10,536 -806
Mar07 061110 342.00 342.00 333.00 335.90 -8.00 527 2,213 +293
Jun07 061110 341.40 341.40 341.40 341.40 -8.00 0 34 +0
Total Volume and Open Interest 1,944 12,785 -513
Copper(CMX)
Dec06 061110 319.00 320.50 308.00 308.85 -22.05 11,570 31,706 -3,732
Mar07 061110 321.50 323.50 312.00 312.15 -21.65 7,717 25,236 +2,716
May07 061110 320.00 320.50 311.15 311.15 -20.85 653 3,719 +533
Jul07 061110 316.00 316.00 309.65 309.65 -19.50 113 1,571 +77
Sep07 061110 314.00 314.00 307.55 307.55 -18.10 115 924 +77
Total Volume and Open Interest 21,034 71,486 -209
Aluminum(CMX)
Nov06 061110 120.00 120.00 120.00 120.00 -7.50 1 12 +0
Dec06 061110 121.00 121.00 121.00 121.00 -7.50 1 642 +0
Jan07 061110 120.15 120.15 120.15 120.15 -7.30 0 10 +0
Feb07 061110 119.50 119.50 119.50 119.50 -7.00      
Mar07 061110 118.85 118.85 118.85 118.85 -6.70      
Apr07 061110 118.20 118.20 118.20 118.20 -6.40      
Total Volume and Open Interest 3 740 +1
DJIA Index(CBOT)
Dec06 061110 12142 12150 12100 12133 -8 4,666 63,112 -195
Mar07 061110 12219 12219 12219 12219 -8 3 105 +2
Jun07 061110 12303 12303 12303 12303 -8      
Sep07 061110 12388 12388 12388 12388 -8 0 2 +0
Total Volume and Open Interest 4,669 63,219 -193
S & P 500(CME)
Dec06 061110 1383.50 1385.50 1379.50 1384.80 +0.80 26,932 592,602 -1,824
Mar07 061110 1395.50 1396.60 1395.50 1396.60 +0.80 3,990 28,279 +3,360
Jun07 061110 1408.50 1408.50 1408.50 1408.50 +0.70 30 4,911 +50
Sep07 061110 1421.50 1421.50 1421.50 1421.50 +0.70 0 2,499 +0
Total Volume and Open Interest 30,952 628,600 +1,586
S & P 500 E-Mini(Globex)
Dec06 061110 1384.00 1386.25 1379.25 1384.75 +0.75 1,241,691 1,684,646 -4,695
Mar07 061110 1396.00 1397.75 1391.50 1396.50 +0.75 2,239 14,354 +1,364
Total Volume and Open Interest 1,243,930 1,699,000 -3,331
NASDAQ 100(CME)
Dec06 061110 1750.00 1760.00 1743.00 1758.30 +7.80 5,841 65,940 +1,457
Mar07 061110 1779.30 1779.30 1779.30 1779.30 +7.80 4 9 +3
Jun07 061110 1797.30 1797.30 1797.30 1797.30 +7.80 0 6 +1
Total Volume and Open Interest 5,845 65,955 +1,461
NASDAQ 100 E-Mini(Globex)
Dec06 061110 1750.30 1759.50 1743.30 1758.30 +7.80 320,001 474,406 +4,414
Mar07 061110 1771.00 1780.50 1765.00 1779.30 +7.80 154 656 +36
Total Volume and Open Interest 320,155 475,062 +4,450
S & P Midcap 400(CME)
Dec06 061110 790.50 795.75 790.50 795.30 +3.50 88 9,258 -119
Mar07 061110 802.30 802.30 802.30 802.30 +3.50      
Jun07 061110 809.30 809.30 809.30 809.30 +3.50      
Total Volume and Open Interest 88 9,258 -119
Russell 2000(CME)
Dec06 061110 765.00 772.90 763.50 772.60 +6.90 967 38,270 +407
Mar07 061110 779.10 779.10 779.10 779.10 +6.90 0 34 +0
Jun07 061110 785.60 785.60 785.60 785.60 +6.90      
Total Volume and Open Interest 967 38,312 +407
Russell 2000 E-Mini(Globex)
Dec06 061110 765.60 773.10 763.10 772.60 +6.90 198,208 402,410 -6,615
Mar07 061110 772.10 779.30 770.80 779.10 +6.90 279 372 -8
Total Volume and Open Interest 198,487 402,782 -6,623
Value Line(KCBT)
Dec06 061110 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061110 16100 16110 16030 16090 -60      
Mar07 061110 16150 16150 16115 16115 -60      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061110 16170 16295 16075 16080 -165 55,083 254,096 +1,868
Mar07 061110 16155 16290 16110 16120 -90 8 62 +1
Jun07 061110 16065 16065 16065 16065 -85 0 1 +0
Total Volume and Open Interest 55,091 254,359 +1,813
CAC 40(EURONEXT)
Nov06 061110 5420.0 5447.5 5410.5 5437.5 -1.0 75,551 474,186 +6,714
Dec06 061110 5433.0 5457.5 5425.5 5450.0 -1.0 8,603 139,991 +5,567
Jan07 061110 5470.5 5471.0 5464.5 5467.0 -0.5 45 225 +25
Total Volume and Open Interest 84,233 614,911 +12,340
Hang Seng Index(HKFE)
Nov06 061110 18939 18966 18815 18817 -148 54,501 124,163 -4,051
Dec06 061110 18956 19005 18860 18860 -150 1,984 6,321 +899
Total Volume and Open Interest 56,598 131,353 -3,120
DAX(EUREX)
Dec06 061110 6368.5 6387.5 6330.0 6375.0 -1.5 122,284 261,386 +4,758
Mar07 061110 6420.0 6446.0 6390.0 6435.0 -1.0 389 8,915 -75
Jun07 061110 6479.0 6504.5 6452.5 6497.5 -2.0 631 2,722 +136
Total Volume and Open Interest 123,304 273,023 +4,819
FT-SE 100(EURONEXT)
Dec06 061110 6236.00 6248.00 6212.50 6222.00 -26.50 63,503 521,120 -1,420
Mar07 061110 6258.50 6267.50 6234.00 6242.50 -26.50 10 7,828 -5
Jun07 061110 6279.50 6279.50 6262.50 6265.00 -27.00 0 2,582 +0
Total Volume and Open Interest 63,513 532,045 -1,425
SPI 200(SFE)
Dec06 061110 5426.0 5442.0 5409.0 5432.0 +6.0 14,962 284,677 -1,211
Mar07 061110 5441.0 5445.0 5441.0 5444.0 +6.0 32 3,614 +10
Jun07 061110 5478.0 5478.0 5478.0 5478.0 +6.0 0 3,689 +0
Total Volume and Open Interest 15,375 296,158 -863
GSCI(CME)
Nov06 061110 440.00 440.10 433.40 433.50 -12.00 5,580 11,001 -4,738
Dec06 061110 452.80 452.80 446.15 446.15 -11.50 5,861 12,212 +5,409
Jan07 061110 452.00 452.00 452.00 452.00 -9.50      
Total Volume and Open Interest 11,441 23,213 +671
Reuters CRB Index(NYBOT)
Jan07 061110 403.00 403.00 399.25 399.25 -5.50 23 511 +7
Feb07 061110 401.25 401.25 401.25 401.25 -5.50 0 6 +0
Apr07 061110 400.50 401.25 400.50 401.25 -5.50 0 407 +0
Total Volume and Open Interest 29 962 -21
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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