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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue November 14, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 061114 648.50 656.00 647.00 656.00 +9.50 3,284 1,852 -2,192
Jan07 061114 659.50 674.00 658.50 671.25 +13.75 30,737 217,753 +958
Mar07 061114 671.50 686.00 670.50 684.50 +15.25 5,174 55,485 +1,042
May07 061114 679.50 694.00 679.50 693.00 +15.25 1,829 30,527 +86
Jul07 061114 687.50 703.00 687.50 702.50 +15.50 3,508 29,353 -412
Aug07 061114 702.00 702.00 702.00 702.00 +11.00 16 1,075 -7
Sep07 061114 703.00 703.00 703.00 703.00 +11.00 0 427 -40
Total Volume and Open Interest 47,355 388,641 -181
Soybean Meal(CBOT)
Dec06 061114 191.90 195.30 191.80 194.40 +2.60 15,500 69,213 -2,149
Jan07 061114 193.20 196.50 193.10 195.20 +2.10 10,570 32,316 +2,564
Mar07 061114 195.80 198.80 195.70 197.60 +2.10 5,310 32,339 +417
May07 061114 196.80 200.20 196.80 198.90 +2.30 1,616 29,547 +86
Jul07 061114 199.00 202.30 199.00 201.20 +2.20 766 32,143 +189
Aug07 061114 200.60 203.50 200.40 201.90 +1.90 49 7,558 -38
Sep07 061114 201.30 204.50 201.30 202.60 +1.80 49 4,865 +19
Oct07 061114 203.00 204.00 202.30 202.50 +1.70 2 2,998 -4
Total Volume and Open Interest 34,951 220,317 +1,134
Soybean Oil(CBOT)
Dec06 061114 27.93 28.70 27.90 28.66 +0.67 7,585 50,146 -2,014
Jan07 061114 28.33 29.10 28.29 29.08 +0.72 13,058 97,532 +1,495
Mar07 061114 28.70 29.46 28.68 29.43 +0.71 4,501 34,723 +1,135
May07 061114 28.99 29.67 28.90 29.66 +0.64 601 35,787 +173
Jul07 061114 29.20 30.05 29.20 30.02 +0.75 1,357 23,947 +760
Aug07 061114 29.30 30.05 29.30 30.05 +0.74 134 4,391 +72
Sep07 061114 29.40 30.10 29.40 30.10 +0.74 5 2,220 +3
Oct07 061114 29.53 30.15 29.53 30.15 +0.73 6 3,179 +30
Total Volume and Open Interest 28,604 273,590 +998
Canola(WCE)
Nov06 061114 344.3 344.3 344.3 344.3 +5.4 2 77 +0
Jan07 061114 347.9 354.5 345.6 353.1 +6.0 4,751 59,154 +0
Mar07 061114 355.0 361.9 354.5 359.0 +4.0 425 7,750 +0
May07 061114 361.0 367.9 359.8 364.9 +3.9 15 3,521 +0
Jul07 061114 369.9 373.8 369.9 373.8 +7.7 20 8,595 +0
Total Volume and Open Interest 6,031 87,329 +0
Corn(CBOT)
Dec06 061114 342.00 361.50 341.50 357.75 +15.25 71,248 283,499 -29,659
Mar07 061114 357.50 375.00 357.00 371.50 +13.00 61,266 487,210 +32,455
May07 061114 362.50 379.00 362.00 374.75 +12.00 3,334 73,266 +1,195
Jul07 061114 367.50 381.50 365.50 379.00 +11.50 12,077 187,036 +1,664
Sep07 061114 350.00 362.00 350.00 358.75 +6.75 508 35,917 +345
Dec07 061114 340.00 350.00 339.75 345.25 +3.75 7,944 242,587 +1,960
Total Volume and Open Interest 160,374 1,413,527 +7,799
Wheat(CBOT)
Dec06 061114 472.00 492.50 470.00 486.50 +9.50 32,240 86,351 -20,657
Mar07 061114 490.00 512.50 489.00 506.00 +7.25 30,121 184,789 +12,762
May07 061114 491.00 509.00 490.00 504.50 +4.00 1,097 11,549 +543
Jul07 061114 464.00 479.00 463.00 474.00 +7.00 3,027 68,158 -1,290
Sep07 061114 463.00 477.00 463.00 474.00 +6.50 66 2,824 +12
Total Volume and Open Interest 67,738 428,396 -8,323
Wheat(KCBT)
Dec06 061114 505.00 523.00 503.50 518.75 +10.25 9,423 33,997 -5,967
Mar07 061114 519.00 537.00 517.00 531.50 +7.50 6,468 50,290 +3,061
May07 061114 514.00 530.00 513.50 522.00 +2.00 134 2,459 +42
Jul07 061114 483.50 492.00 480.00 490.75 +4.00 1,166 26,730 -35
Sep07 061114 480.00 489.00 479.00 489.00 +2.00 124 2,910 -154
Total Volume and Open Interest 17,414 125,474 -3,331
Wheat(MGE)
Dec06 061114 491.00 503.50 490.00 499.00 +5.00 1,643 13,965 -563
Mar07 061114 507.00 518.00 504.00 516.00 +7.50 1,472 22,048 +265
May07 061114 512.50 521.50 510.00 521.50 +6.50 161 1,857 +12
Jul07 061114 501.00 503.00 498.00 503.00 +5.00 43 1,159 +18
Sep07 061114 498.00 503.00 480.00 491.00 +7.25 151 3,159 +19
Total Volume and Open Interest 3,595 49,708 -554
Oats(CBOT)
Dec06 061114 261.50 265.50 252.50 264.00 -0.50 274 7,005 -630
Mar07 061114 272.50 276.00 262.50 274.75 +0.25 291 6,043 +70
May07 061114 273.50 277.50 273.50 277.00 unch 12 292 +5
Jul07 061114 273.00 280.00 273.00 280.00 +2.00 17 362 +37
Total Volume and Open Interest 739 14,694 -436
Rough Rice(CBOT)
Nov06 061114 9.91 9.92 9.91 9.92 +0.10 0 49 +0
Jan07 061114 10.03 10.05 10.01 10.02 +0.01 123 8,612 +80
Mar07 061114 10.28 10.28 10.27 10.27 unch 6 3,238 +1
May07 061114 10.49 10.53 10.49 10.50 unch 2 1,127 -1
Total Volume and Open Interest 159 14,415 +80
Live Cattle(CME)
Dec06 061114 85.850 86.250 85.535 85.850 +0.100 23,221 52,183 -6,118
Feb07 061114 88.650 89.200 88.300 88.400 -0.450 25,079 105,922 +9,752
Apr07 061114 89.750 90.150 89.000 89.050 -0.875 3,246 27,611 +933
Jun07 061114 86.150 86.450 85.600 85.650 -0.525 898 14,863 -37
Aug07 061114 85.050 85.200 84.600 84.600 -0.475 656 7,181 +34
Oct07 061114 87.000 87.250 86.650 86.650 -0.450 179 3,460 -7
Total Volume and Open Interest 53,317 213,387 +4,586
Feeder Cattle(CME)
Nov06 061114 97.850 97.950 97.035 97.150 -0.650 683 1,720 -120
Jan07 061114 95.430 96.250 93.850 93.980 -1.445 2,094 14,287 +133
Mar07 061114 94.400 95.000 92.900 93.050 -1.225 682 3,772 +186
Apr07 061114 95.350 95.850 93.800 93.980 -1.270 266 1,186 -28
May07 061114 96.000 96.500 94.800 94.900 -0.850 159 2,852 +6
Aug07 061114 99.000 99.550 98.500 98.500 -0.900 71 769 +40
Sep07 061114 98.800 98.800 98.500 98.500 -0.400 24 806 +8
Total Volume and Open Interest 3,998 25,408 +230
Lean Hogs(CME)
Dec06 061114 61.000 61.900 60.750 61.680 +0.455 30,354 38,022 -11,528
Feb07 061114 64.650 65.300 64.080 64.680 -0.320 27,185 87,582 +9,779
Apr07 061114 66.600 67.200 66.000 67.000 -0.100 5,414 31,149 -298
May07 061114 69.800 71.000 69.600 71.000 +0.575 109 2,664 -14
Jun07 061114 72.600 73.200 71.850 73.180 +0.330 1,210 16,281 +243
Jul07 061114 70.300 70.900 69.800 70.680 +0.180 309 4,024 +132
Aug07 061114 68.100 68.900 67.700 68.900 +0.700 172 3,509 -29
Oct07 061114 61.900 62.750 61.550 62.580 +0.430 95 2,705 +34
Total Volume and Open Interest 64,982 186,808 -1,627
Pork Bellies(CME)
Feb07 061114 88.600 89.250 88.000 88.785 -0.065 165 809 -13
Mar07 061114 88.700 89.000 88.700 88.850 +0.150 4 64 +3
May07 061114 90.200 90.200 90.200 90.200 -0.550 86 72 +56
Jul07 061114 93.150 93.150 92.250 92.250 -0.950 45 44 +39
Aug07 061114 93.000 93.000 93.000 93.000 unch 0 1 +0
Total Volume and Open Interest 300 990 +85
Class III Milk(CME)
Nov06 061114 12.79 12.79 12.70 12.75 -0.05 18 3,446 -2
Dec06 061114 13.91 13.97 13.75 13.88 -0.03 301 3,985 +32
Jan07 061114 13.94 13.97 13.82 13.95 -0.01 168 2,574 +46
Feb07 061114 13.92 13.95 13.80 13.95 +0.02 67 2,301 +23
Mar07 061114 13.93 13.95 13.80 13.90 unch 50 2,129 +10
Total Volume and Open Interest 975 27,932 +198
Cocoa(NYBOT)
Dec06 061114 1500 1507 1469 1473 -27 11,582 15,541 -8,907
Mar07 061114 1535 1543 1512 1515 -20 13,299 64,047 +2,590
May07 061114 1552 1552 1536 1537 -19 831 14,741 +19
Jul07 061114 1582 1582 1556 1557 -19 224 7,171 -24
Sep07 061114 1600 1602 1575 1577 -19 84 12,145 -27
Dec07 061114 1628 1628 1602 1602 -19 240 11,030 +173
Mar08 061114 1630 1630 1630 1630 -19 0 2,951 +0
Total Volume and Open Interest 26,260 131,215 -6,176
Coffee "C"(NYBOT)
Dec06 061114 114.50 117.00 114.50 115.80 +0.65 18,584 26,508 -10,087
Mar07 061114 119.25 121.30 119.25 120.15 +0.70 16,791 69,469 +7,629
May07 061114 122.00 123.50 122.00 122.80 +0.70 672 7,534 +40
Jul07 061114 125.60 126.50 124.85 125.30 +0.70 93 3,483 -12
Sep07 061114 128.00 128.45 127.40 127.70 +0.70 67 2,666 +37
Dec07 061114 130.85 130.90 130.00 130.50 +0.75 99 2,010 -1
Total Volume and Open Interest 36,463 119,429 -2,380
Orange Juice(NYBOT)
Jan07 061114 194.65 196.40 194.65 195.60 +1.30 529 20,363 -165
Mar07 061114 195.00 196.50 195.00 196.25 +1.35 223 5,505 +26
May07 061114 194.00 195.10 194.00 195.10 +1.40 0 1,480 +0
Jul07 061114 194.10 194.10 194.10 194.10 +1.40 0 208 +0
Sep07 061114 191.00 191.00 191.00 191.00 +1.50 7 191 +4
Total Volume and Open Interest 799 28,670 -95
Sugar #11(NYBOT)
Mar07 061114 11.63 11.76 11.60 11.67 unch 25,961 253,490 -4,358
May07 061114 11.77 11.89 11.74 11.78 -0.03 5,881 73,029 +1,348
Jul07 061114 11.77 11.89 11.72 11.77 -0.04 3,617 66,404 +2
Oct07 061114 11.93 12.01 11.90 11.93 -0.05 1,175 45,903 +566
Mar08 061114 12.30 12.43 12.30 12.33 -0.02 1,060 35,898 +498
Total Volume and Open Interest 38,287 500,431 -1,753
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061114 19.61 19.75 19.60 19.75 +0.14 78 2,090 +8
Mar07 061114 19.66 19.75 19.66 19.75 +0.15 77 2,905 +58
May07 061114 19.75 19.81 19.75 19.81 +0.16 8 2,478 +5
Jul07 061114 20.00 20.12 20.00 20.12 +0.22 51 1,936 -50
Total Volume and Open Interest 228 12,352 +25
London Cocoa(LCE)
Dec06 061114 845 846 835 836 -7 3,283 75,267 -643
Mar07 061114 861 867 853 855 -7 2,303 53,680 +247
May07 061114 872 876 865 865 -7 776 22,780 +217
Jul07 061114 883 886 876 876 -7 44 15,621 +0
Sep07 061114 895 895 886 886 -6 386 13,083 -26
Dec07 061114 896 897 895 896 -6 150 13,754 -8
Mar08 061114 907 907 907 907 -5 2 4,249 +2
Total Volume and Open Interest 6,946 200,071 -211
London Coffee(LCE)
Nov06 061114 1564.00 1565.00 1545.00 1551.00 -12.00 31 4,442 -15
Jan07 061114 1578.00 1594.00 1566.00 1572.00 -12.00 6,807 67,886 -1,426
Mar07 061114 1585.00 1600.00 1573.00 1579.00 -9.00 1,995 34,516 +53
May07 061114 1582.00 1600.00 1580.00 1584.00 -9.00 1,178 9,949 +332
Jul07 061114 1590.00 1591.00 1580.00 1584.00 -9.00 239 3,575 -3
Sep07 061114 1580.00 1580.00 1580.00 1580.00 -8.00 14 5,361 +11
Total Volume and Open Interest 10,264 129,012 -1,048
London Sugar(LCE)
Dec06 061114 415.00 419.50 414.00 419.40 +3.40 3,791 9,636 -2,420
Mar07 061114 368.50 372.00 367.60 370.50 +1.50 4,353 28,657 +1,667
May07 061114 365.00 367.50 363.00 366.20 +0.70 1,158 9,203 -167
Aug07 061114 358.90 361.00 358.80 359.60 -0.40 701 4,540 +515
Oct07 061114 353.60 355.00 353.00 354.50 -0.50 94 2,107 -26
Total Volume and Open Interest 10,113 56,515 -430
Cotton(NYBOT)
Dec06 061114 47.80 48.73 47.79 48.56 +0.73 29,275 45,714 -8,371
Mar07 061114 51.70 52.25 51.60 51.77 -0.05 26,716 95,615 +10,772
May07 061114 53.03 53.55 53.00 53.20 +0.17 2,420 11,741 +668
Jul07 061114 54.25 54.75 54.15 54.33 +0.03 484 8,399 +151
Oct07 061114 55.80 56.25 55.80 56.25 +0.15 0 104 +0
Dec07 061114 57.10 57.60 57.10 57.41 +0.11 2,564 13,499 +1,159
Total Volume and Open Interest 61,464 176,551 +4,379
Lumber(CME)
Nov06 061114 232.5 234.4 231.3 233.5 +0.4 268 413 -98
Jan07 061114 259.6 262.1 258.9 262.1 +1.7 484 4,784 +83
Mar07 061114 280.0 282.6 279.7 282.6 +0.9 122 682 +7
May07 061114 287.2 291.3 287.2 291.3 +0.9 6 77 +0
Total Volume and Open Interest 880 5,970 -8
Crude Oil(NYM)
Dec06 061114 58.90 59.15 58.15 58.28 -0.30 220,010 167,812 -17,225
Jan07 061114 60.80 61.10 60.10 60.18 -0.41 127,449 275,738 +19,808
Feb07 061114 62.15 62.45 61.55 61.62 -0.42 30,837 72,620 +1,045
Mar07 061114 63.25 63.40 62.62 62.62 -0.42 13,705 57,465 +3,961
Apr07 061114 63.37 63.37 63.37 63.37 -0.41 4,430 41,426 +723
May07 061114 63.95 64.00 63.95 64.00 -0.40 3,308 35,611 -17
Jun07 061114 64.55 64.55 64.53 64.53 -0.38 6,103 71,523 -404
Jul07 061114 64.99 64.99 64.99 64.99 -0.36 2,886 19,569 +708
Aug07 061114 65.37 65.37 65.37 65.37 -0.34 504 16,361 +192
Sep07 061114 65.69 65.69 65.69 65.69 -0.33 1,457 22,699 +964
Oct07 061114 65.98 65.98 65.98 65.98 -0.31 323 15,149 -8
Nov07 061114 66.24 66.24 66.24 66.24 -0.29 2,810 14,083 +355
Dec07 061114 67.07 67.07 66.47 66.47 -0.27 11,342 125,386 +3,101
Jan08 061114 66.65 66.65 66.65 66.65 -0.25 70 14,271 -139
Feb08 061114 66.80 66.80 66.80 66.80 -0.23 150 9,491 +0
Mar08 061114 67.50 67.50 66.93 66.93 -0.21 1,540 18,718 +1,155
Total Volume and Open Interest 442,336 1,230,578 +11,408
Heating Oil(NYM)
Dec06 061114 167.00 168.30 165.90 166.32 +0.32 36,866 51,393 -5,538
Jan07 061114 172.70 173.70 171.40 171.72 -0.05 24,573 68,913 +6,288
Feb07 061114 175.25 175.60 174.60 174.87 -0.05 5,763 27,201 +1,579
Mar07 061114 178.00 178.00 175.80 176.17 -0.10 1,170 14,863 -16
Apr07 061114 177.75 178.00 176.22 176.22 -0.15 265 11,302 +80
May07 061114 178.00 178.20 176.32 176.32 -0.15 191 5,956 +98
Jun07 061114 177.70 178.60 176.67 176.67 -0.15 918 20,015 -168
Jul07 061114 179.00 179.90 177.87 177.87 -0.15 625 3,178 +398
Aug07 061114 180.75 180.75 179.72 179.72 -0.15 40 2,889 -14
Sep07 061114 182.07 182.07 182.07 182.07 -0.15 14 4,933 +9
Oct07 061114 184.62 184.62 184.62 184.62 -0.15 15 1,528 +11
Nov07 061114 187.47 187.47 187.47 187.47 -0.15 9 797 +8
Total Volume and Open Interest 70,826 225,404 +2,926
Unleaded Gas(NYM)
Dec06 061114 155.50 157.00 153.25 154.48 +0.78 1,754 7,140 -464
Jan07 061114 157.00 158.00 155.50 155.88 +0.18 409 4,748 +85
Total Volume and Open Interest 2,163 11,888 -379
RBOB Gasoline(NYMEX)
Dec06 061114 154.65 156.25 154.20 156.00 +1.40 17,554 34,356 -798
Jan07 061114 157.61 159.42 157.00 158.65 +0.55 7,321 37,932 +1,912
Feb07 061114 161.70 161.99 160.75 161.00 -0.10 1,634 5,853 +358
Mar07 061114 165.32 165.32 165.32 165.32 +0.72 1,617 7,662 +433
Apr07 061114 180.37 180.37 180.37 180.37 +0.37 1,070 7,551 +182
May07 061114 183.22 183.22 183.22 183.22 +1.22 562 7,598 +125
Jun07 061114 185.52 185.52 185.52 185.52 -0.39 570 4,046 -45
Jul07 061114 186.82 186.82 186.82 186.82 -0.49 95 2,198 +50
Aug07 061114 187.07 187.07 187.07 187.07 -0.59 170 1,886 +0
Sep07 061114 186.32 186.32 186.32 186.32 -0.69 50 5,313 +0
Total Volume and Open Interest 30,933 115,513 +2,348
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061114 158.62 158.62 158.62 158.62 +0.36      
Feb07 061114 161.87 161.87 161.87 161.87 +0.01      
Mar07 061114 165.32 165.32 165.32 165.32 -0.24      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061114 7.930 8.220 7.840 7.977 +0.083 49,563 60,646 +191
Jan07 061114 8.360 8.620 8.260 8.415 +0.081 22,394 91,972 +6,503
Feb07 061114 8.430 8.650 8.350 8.472 +0.078 3,953 40,518 +874
Mar07 061114 8.280 8.440 8.220 8.322 +0.073 2,830 104,683 +367
Apr07 061114 7.760 7.870 7.760 7.827 +0.058 2,278 93,650 +506
May07 061114 7.750 7.787 7.750 7.787 +0.055 818 31,188 +313
Jun07 061114 7.820 7.900 7.820 7.865 +0.048 831 12,858 -397
Jul07 061114 7.870 7.947 7.870 7.947 +0.037 161 12,181 -96
Aug07 061114 8.070 8.070 8.002 8.002 +0.034 108 13,579 -51
Sep07 061114 8.030 8.049 8.020 8.049 +0.033 118 13,798 +3
Oct07 061114 8.120 8.170 8.120 8.142 +0.033 167 38,215 -88
Nov07 061114 8.570 8.617 8.570 8.617 +0.033 547 22,465 -377
Dec07 061114 9.060 9.140 9.060 9.087 +0.033 908 34,506 +223
Jan08 061114 9.300 9.400 9.300 9.347 +0.028 87 27,343 +28
Feb08 061114 9.310 9.410 9.310 9.352 +0.028 57 15,744 +28
Mar08 061114 9.130 9.147 9.130 9.147 +0.023 64 37,236 +30
Total Volume and Open Interest 90,657 915,594 +9,668
Brent Crude Oil(ICE)
Dec06 061114 59.10 59.89 58.80 58.84 -0.21 53,118 44,540 -11,202
Jan07 061114 60.62 61.11 60.04 60.09 -0.35 82,157 154,036 +451
Feb07 061114 61.88 62.26 61.24 61.29 -0.43 39,618 120,610 +11,929
Mar07 061114 62.83 62.85 62.20 62.22 -0.46 8,032 38,369 +612
Apr07 061114 63.56 63.58 62.95 62.95 -0.46 3,830 27,889 -163
May07 061114 64.04 64.07 63.59 63.59 -0.44 2,916 18,779 -72
Jun07 061114 64.55 64.55 64.11 64.11 -0.43 1,745 40,830 +322
Jul07 061114 64.58 64.58 64.58 64.58 -0.39 0 11,672 +550
Aug07 061114 64.95 64.95 64.95 64.95 -0.37 0 3,628 +25
Sep07 061114 65.27 65.27 65.27 65.27 -0.30 0 11,402 -25
Oct07 061114 65.56 65.56 65.56 65.56 -0.27 0 8,705 +0
Nov07 061114 65.80 65.80 65.80 65.80 -0.26 0 12,190 +50
Dec07 061114 66.35 66.54 66.02 66.02 -0.25 2,249 44,825 +18
Jan08 061114 66.19 66.19 66.19 66.19 -0.26 0 6,648 +129
Total Volume and Open Interest 194,367 599,190 +2,867
Gas Oil(ICE)
Dec06 061114 524.00 530.50 522.50 528.75 +7.00 46,550 81,495 -4,022
Jan07 061114 530.50 536.75 529.50 535.25 +6.00 26,497 59,590 +2,144
Feb07 061114 540.50 544.50 538.00 543.00 +5.75 10,155 31,184 +1,099
Mar07 061114 545.00 550.50 545.00 549.75 +5.50 3,476 17,813 +1,014
Apr07 061114 551.25 556.50 551.25 556.00 +5.50 940 9,395 -258
May07 061114 561.75 561.75 560.00 561.75 +5.50 1,260 7,665 +349
Jun07 061114 567.75 567.75 566.00 567.50 +5.75 2,268 25,780 +862
Jul07 061114 573.25 573.25 573.25 573.25 +5.75 100 3,140 +50
Aug07 061114 578.75 578.75 578.75 578.75 +5.75 0 671 -50
Sep07 061114 582.50 584.00 582.50 584.00 +5.75 476 7,015 +475
Total Volume and Open Interest 94,617 285,037 +3,203
US Dollar Index(NYBOT)
Dec06 061114 85.11 85.30 84.80 85.08 -0.11 1,717 32,918 -106
Mar07 061114 84.73 84.87 84.50 84.79 -0.09 28 2,104 +1
Jun07 061114 84.50 84.50 84.50 84.50 -0.09 0 13 +0
Total Volume and Open Interest 1,748 35,056 -104
Australian Dollar(CME)
Dec06 061114 76.45 76.67 76.35 76.46 +0.27 1,745 104,462 -2,642
Mar07 061114 76.27 76.27 76.27 76.27 +0.27 3 958 +4
Jun07 061114 76.13 76.13 76.13 76.13 +0.27 0 103 +0
Total Volume and Open Interest 1,748 105,541 -2,632
British Pound(CME)
Dec06 061114 189.70 190.33 189.36 189.75 -0.40 6,442 149,553 -7,874
Mar07 061114 190.34 190.34 189.83 189.83 -0.40 1 794 +48
Jun07 061114 189.70 189.77 189.70 189.77 -0.40 0 23 +0
Total Volume and Open Interest 6,443 150,371 -7,826
Canadian Dollar(CME)
Dec06 061114 87.96 88.10 87.77 87.97 +0.04 15,726 123,772 +22,640
Mar07 061114 88.30 88.30 88.10 88.22 +0.04 78 2,471 +115
Jun07 061114 88.47 88.49 88.45 88.49 +0.04 12 415 +18
Sep07 061114 88.72 88.76 88.72 88.76 +0.04 0 229 +0
Total Volume and Open Interest 15,816 126,932 +22,773
Japanese Yen(CME)
Dec06 061114 85.42 85.65 85.27 85.48 +0.40 7,531 221,515 +10,623
Mar07 061114 86.77 86.77 86.53 86.53 +0.40 0 20,194 +1,115
Jun07 061114 87.53 87.53 87.53 87.53 +0.40 0 20 +1
Total Volume and Open Interest 7,531 241,878 +11,739
Swiss Franc(CME)
Dec06 061114 80.67 81.00 80.46 80.74 +0.12 1,193 86,942 -1,572
Mar07 061114 81.43 81.43 81.43 81.43 +0.12 0 379 -2
Jun07 061114 82.06 82.06 82.06 82.06 +0.12 0 37 +0
Total Volume and Open Interest 1,193 87,448 -1,574
EuroFX(CME)
Dec06 061114 128.50 128.94 128.14 128.45 +0.12 1,759 169,066 +2,232
Mar07 061114 129.35 129.35 128.82 128.98 +0.12 48 4,630 -63
Jun07 061114 129.41 129.41 129.41 129.41 +0.12 0 97 -7
Total Volume and Open Interest 1,807 173,935 +2,162
Mexican Peso(CME)
Nov06 061113 9145.0 9145.0 9145.0 9145.0 -5.0 24 0 -20
Dec06 061114 9185.0 9215.0 9175.0 9202.0 +32.0 4,289 72,088 -2,194
Total Volume and Open Interest 4,299 74,129 -2,193
30-Year T-Bonds(CBOT)
Dec06 061114 112~23 113~19 112~16 113~09 +0~15 246,421 765,135 +1,895
Mar07 061114 112~22 113~16 112~17 113~09 +0~16 6,540 19,775 +1,604
Jun07 061114 113~08 113~08 113~08 113~08 +0~16 6 25 +5
Total Volume and Open Interest 252,967 784,941 +3,504
10-Year T-Notes(CBOT)
Dec06 061114 108~030 108~185 107~300 108~125 +0~075 793,333 2,253,953 -1,550
Mar07 061114 108~040 108~215 108~030 108~160 +0~080 24,006 125,538 +6,754
Total Volume and Open Interest 817,339 2,381,896 +5,204
5-Year T-Notes(CBOT)
Dec06 061114 105~140 105~235 105~140 105~190 +0~040 314,372 0 +0
Mar07 061114 105~180 105~230 105~180 105~230 +0~040 14,589 0 +0
Total Volume and Open Interest 328,961    
2 Year T-Notes(CBOT)
Dec06 061114 102~005 102~021 102~005 102~013 +0~005 6,070 645,967 -6,673
Mar07 061114 102~040 102~040 102~040 102~040 +0~008 4,959 16,704 +5,713
Total Volume and Open Interest 11,029 662,671 -960
Eurodollars(CME)
Dec06 061114 94.620 94.630 94.618 94.628 +0.007 15,803 1,300,679 +4,691
Mar07 061114 94.715 94.775 94.715 94.745 +0.020 19,166 1,412,033 -7,652
Jun07 061114 94.880 94.970 94.880 94.920 +0.035 10,833 1,240,731 +13,001
Sep07 061114 95.065 95.155 95.060 95.110 +0.040 13,045 1,200,428 +1,794
Dec07 061114 95.190 95.280 95.190 95.240 +0.040 10,384 1,268,456 +25,488
Mar08 061114 95.240 95.325 95.240 95.290 +0.045 7,066 842,542 -5,327
Jun08 061114 95.240 95.320 95.230 95.290 +0.050 6,625 592,066 +2,559
Sep08 061114 95.230 95.310 95.225 95.280 +0.050 5,698 491,204 +1,450
Dec08 061114 95.205 95.280 95.205 95.255 +0.050 3,718 374,581 -469
Mar09 061114 95.230 95.250 95.230 95.230 +0.050 6,564 369,397 +2,950
Jun09 061114 95.145 95.230 95.145 95.195 +0.050 3,331 228,820 -1,380
Sep09 061114 95.180 95.180 95.165 95.165 +0.050 6,935 162,950 +3,934
Dec09 061114 95.150 95.150 95.125 95.125 +0.050 2,701 128,937 +1,028
Mar10 061114 95.110 95.120 95.100 95.100 +0.050 2,319 124,511 +711
Jun10 061114 95.030 95.080 95.030 95.070 +0.050 2,097 106,600 +281
Sep10 061114 95.000 95.055 95.000 95.040 +0.050 2,253 96,868 -21
Dec10 061114 95.015 95.015 94.990 95.000 +0.050 2,399 107,869 +29
Mar11 061114 95.000 95.000 94.975 94.985 +0.050 2,105 56,643 -288
Total Volume and Open Interest 128,809 10,312,804 +20,636
3-Mth Euro-Yen(CME)
Dec06 061114 99.42 99.43 99.42 99.42 -0.04 1,616 19,684 -2
Mar07 061114 99.28 99.28 99.28 99.28 -0.04 682 14,423 -439
Jun07 061114 99.16 99.16 99.16 99.16 -0.06 500 9,497 +339
Sep07 061114 99.04 99.06 99.04 99.05 -0.06 594 3,192 +425
Dec07 061114 98.96 98.96 98.96 98.96 -0.06 100 7,072 +81
Mar08 061114 98.86 98.86 98.86 98.86 -0.06 130 3,574 +30
Jun08 061114 98.76 98.76 98.76 98.76 -0.05 0 269 +0
Sep08 061114 98.68 98.68 98.68 98.68 -0.08 0 1 +0
Dec08 061114 98.60 98.60 98.60 98.60 -0.08 0 6 +0
Mar09 061114 98.47 98.47 98.47 98.47 -0.08      
Total Volume and Open Interest 3,622 57,718 +434
3-Mth Euro-Yen(SIMEX)
Dec06 061114 99.46 99.46 99.41 99.42 -0.04 1,908 79,136 -3,892
Mar07 061114 99.33 99.33 99.26 99.27 -0.05 2,502 77,889 -1,183
Jun07 061114 99.22 99.22 99.14 99.15 -0.07 2,272 39,390 +59
Sep07 061114 99.12 99.12 99.02 99.04 -0.08 330 30,972 +58
Dec07 061114 99.03 99.04 98.93 98.94 -0.08 575 49,526 -145
Mar08 061114 98.93 98.93 98.84 98.85 -0.08 336 29,025 +320
Jun08 061114 98.75 98.76 98.75 98.76 -0.08 0 8,197 +0
Sep08 061114 98.68 98.68 98.68 98.68 -0.08 0 1,652 +0
Total Volume and Open Interest 7,923 317,335 -4,783
German Euro-Bund(EUREX)
Dec06 061114 117.77 118.26 117.66 118.06 +0.16 1,126,886 1,575,459 -11,434
Mar07 061114 117.95 118.44 117.87 118.26 +0.15 3,966 32,919 -3,491
Jun07 061114 117.70 117.81 117.70 117.71 +0.15 945 3 +0
Total Volume and Open Interest 1,131,797 1,608,381 -14,925
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061114 109.87 110.05 109.87 110.01 +0.06 1,308 25,317 +1,005
Jun07 061114 109.34 109.34 109.34 109.34 +0.06 217 0 +0
Total Volume and Open Interest 629,707 1,017,288 +23,309
Long Gilt(LIFFE)
Dec06 061114 109~18 110~01 109~16 109~28 +0~06 59,343 295,013 +8,392
Mar07 061114 109~24 109~25 109~24 109~25 +0~06 0 1 +0
Total Volume and Open Interest 59,343 295,042 +8,392
3-Mth Short Sterling(LIFFE)
Dec06 061114 94.72 94.72 94.72 94.72 +0.01 11,336 400,600 -2,110
Mar07 061114 94.64 94.64 94.64 94.64 +0.04 48,278 446,694 -964
Jun07 061114 94.65 94.65 94.65 94.65 +0.06 56,125 444,293 +2,060
Total Volume and Open Interest 277,134 2,299,132 +15,172
3-Mth Euribor(LIFFE)
Dec06 061114 96.285 96.285 96.275 96.285 +0.005 72,891 746,571 -5,100
Mar07 061114 96.125 96.140 96.110 96.130 +0.005 206,484 798,491 +5,736
Jun07 061114 96.080 96.110 96.060 96.090 +0.005 176,570 674,391 +10,410
Total Volume and Open Interest 891,046 3,897,626 -15,753
3-Mth Aus T-Bills(SFE)
Dec06 061114 93.60 93.60 93.59 93.60 -0.01 11,876 133,939 -5,487
Mar07 061114 93.55 93.56 93.54 93.55 -0.02 39,432 313,288 +1,802
Jun07 061114 93.57 93.58 93.56 93.56 -0.03 15,139 138,638 -3,279
Sep07 061114 93.64 93.64 93.62 93.62 -0.03 1,259 57,155 -4,250
Dec07 061114 93.68 93.68 93.67 93.67 -0.03 956 37,687 +54
Mar08 061114 93.71 93.71 93.70 93.70 -0.03 242 21,230 -89
Jun08 061114 93.72 93.73 93.72 93.73 -0.03 1,104 16,233 -104
Sep08 061114 93.76 93.76 93.75 93.75 -0.04 140 10,517 +5
Dec08 061114 93.78 93.78 93.76 93.77 -0.04 223 5,760 +12
Mar09 061114 93.78 93.78 93.78 93.78 -0.04 0 1,380 +0
Total Volume and Open Interest 70,581 737,526 -11,446
10-Year Aus T-Bonds(SFE)
Dec06 061114 94.40 94.42 94.39 94.40 -0.03 26,383 475,190 -703
Mar07 061114 94.40 94.40 94.40 94.40 -0.03      
Total Volume and Open Interest 26,383 475,190 -703
3-Year Aus T-Bonds(SFE)
Dec06 061114 94.16 94.16 94.13 94.14 -0.03 56,513 631,959 -32,638
Mar07 061114 94.14 94.14 94.14 94.14 -0.03      
Total Volume and Open Interest 56,513 631,959 -32,638
Gold(CMX)
Dec06 061114 627.8 630.4 620.0 625.3 -0.5 34,043 163,779 -2,596
Feb07 061114 633.8 637.0 626.0 631.6 -0.5 13,325 78,140 +6,162
Apr07 061114 640.5 642.5 632.0 637.7 -0.6 577 15,845 +241
Jun07 061114 649.5 649.5 638.0 643.7 -0.7 729 20,091 +366
Aug07 061114 649.6 649.6 649.6 649.6 -0.7 7 1,914 +1
Oct07 061114 655.4 655.4 655.4 655.4 -0.7 61 12,981 +28
Dec07 061114 664.0 666.0 657.0 661.1 -0.8 1,461 33,046 +1,014
Feb08 061114 666.7 666.7 666.7 666.7 -0.9 0 2,375 +0
Apr08 061114 16.9 16.9 16.9 16.9 -0.9 0 1,489 +0
Jun08 061114 677.9 677.9 677.9 677.9 -1.0 20 3,470 +0
Aug08 061114 683.5 683.5 683.5 683.5 -1.1 0 220 +0
Total Volume and Open Interest 50,456 354,655 +5,372
Silver(CMX)
Dec06 061114 1288.0 1305.0 1275.0 1289.0 +0.5 12,709 60,602 -1,921
Mar07 061114 1310.0 1324.0 1295.0 1307.1 +0.6 5,253 30,225 +2,784
May07 061114 1311.5 1318.5 1311.5 1318.5 +1.0 34 3,796 +20
Jul07 061114 1336.0 1336.0 1329.8 1329.8 +1.5 48 8,866 +15
Sep07 061114 1339.6 1339.6 1339.6 1339.6 +1.5 100 2,304 +50
Dec07 061114 1362.0 1362.0 1340.0 1349.0 +1.5 564 7,185 +445
Mar08 061114 44.6 44.6 44.6 44.6 +1.5 0 105 +0
Total Volume and Open Interest 18,767 118,171 +1,427
Platinum(NYM)
Jan07 061114 1183.0 1195.8 1172.0 1173.2 -30.7 1,128 8,533 -58
Apr07 061114 1169.2 1169.2 1169.2 1169.2 -30.7 26 29 -15
Jul07 061114 518.8 518.8 518.8 518.8 -30.7 0 7 +0
Oct07 061114 1179.2 1179.2 1179.2 1179.2 -30.7      
Total Volume and Open Interest 1,154 8,569 -73
Palladium(NYME)
Dec06 061114 318.00 324.75 318.00 319.50 -7.25 1,515 9,826 -353
Mar07 061114 321.00 327.25 321.00 324.50 -7.25 491 2,930 +414
Jun07 061114 330.00 330.00 330.00 330.00 -7.25 0 34 +0
Total Volume and Open Interest 2,006 12,792 +61
Copper(CMX)
Dec06 061114 309.00 312.00 305.10 308.90 +1.40 15,398 24,434 -3,611
Mar07 061114 313.50 315.25 308.50 312.40 +1.05 8,147 34,124 +4,425
May07 061114 313.50 313.50 308.50 311.40 +1.05 485 4,049 +62
Jul07 061114 308.00 309.90 308.00 309.90 +1.05 305 1,620 +6
Sep07 061114 306.00 307.40 306.00 307.40 +1.05 77 964 +3
Total Volume and Open Interest 25,153 73,449 +873
Aluminum(CMX)
Nov06 061114 119.00 119.00 119.00 119.00 -1.00 1 12 +0
Dec06 061114 124.00 124.00 120.00 120.00 -1.00 1 643 +1
Jan07 061114 124.00 124.25 119.15 119.15 -1.00 0 10 +0
Feb07 061114 118.50 118.50 118.50 118.50 -1.00      
Mar07 061114 117.85 117.85 117.85 117.85 -1.00      
Apr07 061114 117.20 117.20 117.20 117.20 -1.00      
Total Volume and Open Interest 3 743 +2
DJIA Index(CBOT)
Dec06 061114 12167 12268 12115 12254 +95 2,877 63,010 +29
Mar07 061114 12200 12342 12200 12342 +97 17 106 +1
Jun07 061114 12424 12424 12424 12424 +95      
Sep07 061114 12509 12509 12509 12509 +95 0 2 +0
Total Volume and Open Interest 2,894 63,118 +30
S & P 500(CME)
Dec06 061114 1391.30 1399.20 1383.00 1397.70 +9.70 21,960 592,399 -803
Mar07 061114 1401.00 1409.80 1396.30 1409.60 +9.80 1,097 31,402 +848
Jun07 061114 1415.00 1421.50 1415.00 1421.50 +9.80 0 4,891 -20
Sep07 061114 1434.50 1434.50 1434.50 1434.50 +9.80 0 2,499 +0
Total Volume and Open Interest 23,057 631,500 +25
S & P 500 E-Mini(Globex)
Dec06 061114 1388.00 1399.25 1383.00 1397.75 +9.75 889,221 1,701,683 +9,360
Mar07 061114 1400.00 1411.25 1395.00 1409.50 +9.75 8,458 22,569 +7,537
Total Volume and Open Interest 897,679 1,724,252 +16,897
NASDAQ 100(CME)
Dec06 061114 1776.50 1799.00 1765.00 1796.30 +22.80 3,804 67,027 +516
Mar07 061114 1817.30 1817.30 1817.30 1817.30 +22.80 1 10 +1
Jun07 061114 1835.30 1835.30 1835.30 1835.30 +22.80 0 6 +0
Total Volume and Open Interest 3,805 67,043 +517
NASDAQ 100 E-Mini(Globex)
Dec06 061114 1772.00 1800.00 1766.00 1796.30 +22.80 268,232 484,290 +14,974
Mar07 061114 1795.00 1820.00 1788.00 1817.30 +22.80 494 971 +245
Total Volume and Open Interest 268,726 485,261 +15,219
S & P Midcap 400(CME)
Dec06 061114 797.20 805.50 794.50 805.00 +9.60 70 9,272 -11
Mar07 061114 812.00 812.00 812.00 812.00 +9.60      
Jun07 061114 819.00 819.00 819.00 819.00 +9.60      
Total Volume and Open Interest 70 9,272 -11
Russell 2000(CME)
Dec06 061114 776.50 788.50 772.00 788.30 +14.50 2,542 37,538 -9
Mar07 061114 794.80 794.80 794.80 794.80 +14.50 0 34 +0
Jun07 061114 801.30 801.30 801.30 801.30 +14.50      
Total Volume and Open Interest 2,542 37,580 -9
Russell 2000 E-Mini(Globex)
Dec06 061114 773.80 788.70 771.40 788.30 +14.50 147,103 408,345 +4,820
Mar07 061114 780.00 795.20 778.30 794.80 +14.50 85 383 -1
Total Volume and Open Interest 147,188 408,728 +4,819
Value Line(KCBT)
Dec06 061114 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061114 16325 16425 16210 16400 +360      
Mar07 061114 16425 16435 16425 16425 +360      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061114 16035 16330 16035 16295 +275 53,205 253,548 -1,941
Mar07 061114 16250 16330 16230 16300 +270 5 75 +7
Jun07 061114 16205 16280 16205 16240 +265 0 1 +0
Total Volume and Open Interest 53,210 253,824 -1,934
CAC 40(EURONEXT)
Nov06 061114 5491.0 5493.5 5449.5 5465.0 -19.5 120,454 500,368 +24,446
Dec06 061114 5503.5 5506.0 5464.0 5477.5 -19.5 33,073 174,038 +25,750
Jan07 061114 5515.5 5520.0 5487.0 5495.5 -18.5 400 803 +338
Total Volume and Open Interest 153,973 675,725 +50,536
Hang Seng Index(HKFE)
Nov06 061114 18919 18989 18734 18899 +35 40,461 124,325 -3,262
Dec06 061114 18972 19030 18778 18942 +33 1,003 8,515 +371
Total Volume and Open Interest 41,570 133,749 -2,853
DAX(EUREX)
Dec06 061114 6418.5 6441.5 6383.5 6404.5 -10.0 133,627 266,705 +2,381
Mar07 061114 6479.5 6501.5 6447.5 6464.0 -10.0 482 8,906 +9
Jun07 061114 6543.0 6565.5 6510.5 6527.0 -11.0 205 2,764 +11
Total Volume and Open Interest 134,314 278,375 +2,401
FT-SE 100(EURONEXT)
Dec06 061114 6229.00 6239.00 6175.00 6198.00 -20.00 62,352 522,215 +396
Mar07 061114 6255.00 6255.00 6205.00 6217.50 -20.50 103 7,901 +52
Jun07 061114 6239.50 6239.50 6239.50 6239.50 -21.00 0 2,572 +0
Total Volume and Open Interest 62,455 533,204 +448
SPI 200(SFE)
Dec06 061114 5433.0 5453.0 5418.0 5442.0 +7.0 10,479 281,759 -531
Mar07 061114 5436.0 5454.0 5436.0 5454.0 +7.0 53 3,650 +43
Jun07 061114 5488.0 5488.0 5488.0 5488.0 +7.0 0 3,689 +0
Total Volume and Open Interest 10,625 293,059 -574
GSCI(CME)
Nov06 061114 431.00 431.50 429.00 429.00 unch 4,205 1,791 -3,409
Dec06 061114 442.80 444.20 441.00 441.20 -0.50 4,067 21,313 +3,762
Jan07 061114 447.00 447.00 447.00 447.00 -0.50      
Total Volume and Open Interest 8,272 23,104 +353
Reuters CRB Index(NYBOT)
Jan07 061114 396.75 397.00 395.25 396.25 +1.00 41 517 -1
Feb07 061114 396.25 396.25 396.25 396.25 +1.00 0 6 +0
Apr07 061114 398.25 398.25 398.25 398.25 +1.00 2 411 +0
Total Volume and Open Interest 43 934 -1
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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