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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 Mon November 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061120 676.00 677.00 662.50 667.50 +7.00 24,570 215,541 -2,759
Mar07 061120 688.00 688.50 675.25 680.00 +7.25 6,620 61,421 +942
May07 061120 696.50 697.75 686.50 690.00 +8.00 1,937 32,868 +305
Jul07 061120 703.00 707.00 695.00 697.75 +7.50 1,968 29,702 -138
Aug07 061120 703.00 708.00 699.00 701.00 +8.00 2 1,325 +22
Sep07 061120 704.00 704.00 704.00 704.00 +8.50 3 472 +20
Nov07 061120 710.00 715.50 706.00 708.25 +8.75 1,903 46,224 +401
Total Volume and Open Interest 37,095 395,372 -1,174
Soybean Meal(CBOT)
Dec06 061120 193.50 194.20 190.20 191.90 +1.50 11,987 49,568 -6,066
Jan07 061120 195.50 195.90 192.00 193.80 +1.40 10,508 39,705 +2,367
Mar07 061120 197.50 198.40 194.70 196.30 +1.20 7,509 36,946 +116
May07 061120 199.00 199.50 196.50 197.80 +1.80 4,129 29,928 -1,007
Jul07 061120 201.00 201.50 198.20 199.70 +1.60 2,467 32,773 -203
Aug07 061120 202.50 202.50 199.50 200.70 +1.40 203 7,761 +93
Sep07 061120 203.50 203.50 200.50 202.00 +2.40 109 5,046 +28
Oct07 061120 203.50 203.50 201.50 202.50 +2.00 178 2,511 -141
Total Volume and Open Interest 37,812 214,277 -4,396
Soybean Oil(CBOT)
Dec06 061120 28.98 29.00 28.65 28.72 +0.44 7,864 39,982 -1,730
Jan07 061120 29.40 29.45 29.05 29.13 +0.43 10,275 108,021 +1,686
Mar07 061120 29.75 29.78 29.39 29.48 +0.42 7,240 44,231 +2,439
May07 061120 30.10 30.10 29.70 29.74 +0.37 1,347 36,733 +241
Jul07 061120 30.40 30.40 29.88 30.00 +0.40 1,069 26,073 +356
Aug07 061120 30.13 30.13 30.00 30.01 +0.38 125 4,524 +44
Sep07 061120 30.15 30.22 30.05 30.05 +0.40 11 2,266 +1
Oct07 061120 30.18 30.18 30.10 30.10 +0.42 130 2,904 -50
Total Volume and Open Interest 28,639 286,111 +3,035
Canola(WCE)
Nov06 061114 344.3 344.3 344.3 344.3 +5.4 2 77 +0
Jan07 061120 355.0 362.5 355.0 359.8 +5.2 6,140 60,600 +60,600
Mar07 061120 365.0 371.5 365.0 368.5 +6.5 301 9,020 +9,020
May07 061120 370.4 377.6 370.4 375.9 +5.8 66 3,663 +3,663
Jul07 061120 376.5 382.5 376.5 381.2 +5.3 43 8,591 +8,591
Total Volume and Open Interest 7,056 90,905 +90,905
Corn(CBOT)
Dec06 061120 366.00 372.00 358.00 360.00 +4.75 37,118 221,244 -15,597
Mar07 061120 380.50 385.25 372.50 375.00 +4.50 38,803 536,836 +12,663
May07 061120 384.00 387.50 376.50 377.50 +4.00 5,714 82,849 +2,218
Jul07 061120 384.00 387.00 378.00 379.25 +3.25 15,011 188,888 +1,406
Sep07 061120 361.00 362.00 356.50 356.75 +1.75 518 37,562 +317
Dec07 061120 345.00 345.00 341.00 341.25 +1.50 11,829 250,783 +1,340
Total Volume and Open Interest 111,765 1,425,233 +3,477
Wheat(CBOT)
Dec06 061120 478.00 486.00 472.50 475.00 +1.00 7,751 52,387 -3,865
Mar07 061120 500.00 506.00 492.00 493.75 -0.25 15,957 215,011 +2,949
May07 061120 502.00 503.00 493.00 494.00 +0.50 1,637 13,849 +199
Jul07 061120 475.00 478.00 467.50 468.25 -1.75 3,614 69,670 +376
Sep07 061120 474.00 474.00 467.00 468.00 +1.00 17 2,845 +2
Total Volume and Open Interest 30,705 429,900 +343
Wheat(KCBT)
Dec06 061120 528.00 528.00 512.00 515.00 -0.25 7,640 19,737 -2,106
Mar07 061120 542.50 543.00 526.50 527.50 -2.00 7,526 62,146 +54
May07 061120 532.00 533.00 523.00 523.75 -2.25 199 2,964 +93
Jul07 061120 497.00 497.00 483.50 485.50 -4.00 935 27,325 +87
Sep07 061120 494.00 494.00 486.00 487.00 -1.25 44 3,007 +9
Total Volume and Open Interest 16,409 124,293 -1,867
Wheat(MGE)
Dec06 061120 501.50 505.00 493.00 496.00 unch 1,997 8,575 -492
Mar07 061120 520.00 523.00 509.50 511.00 -1.00 2,355 26,788 +143
May07 061120 527.00 527.00 516.00 516.00 -1.00 75 1,920 +70
Jul07 061120 502.00 502.00 502.00 502.00 unch 160 1,074 -91
Sep07 061120 492.50 492.50 488.00 490.00 unch 21 3,230 +18
Total Volume and Open Interest 4,847 49,162 -358
Oats(CBOT)
Dec06 061120 260.50 262.00 253.00 255.25 -1.00 1,380 5,441 -496
Mar07 061120 272.50 275.00 265.00 268.00 unch 1,370 7,696 +325
May07 061120 277.00 277.00 272.00 273.00 unch 408 356 +21
Jul07 061120 278.50 279.00 276.50 276.50 unch 76 354 -7
Total Volume and Open Interest 3,591 15,514 -8
Rough Rice(CBOT)
Nov06 061120 9.82 9.82 9.82 9.82 +0.04 1 1 +0
Jan07 061120 10.05 10.15 10.04 10.10 +0.10 231 8,575 +80
Mar07 061120 10.36 10.40 10.30 10.35 +0.08 72 3,220 -2
May07 061120 10.52 10.57 10.52 10.55 +0.06 21 1,136 +12
Total Volume and Open Interest 517 14,532 +192
Live Cattle(CME)
Dec06 061120 87.200 87.500 87.000 87.425 -0.150 7,304 40,408 -3,650
Feb07 061120 89.900 90.650 89.650 90.625 +0.400 11,785 115,033 +1,048
Apr07 061120 90.800 91.325 90.700 91.175 +0.175 5,565 34,624 +1,907
Jun07 061120 87.050 87.800 86.950 87.750 +0.450 1,712 16,158 +221
Aug07 061120 86.000 86.675 85.950 86.575 +0.325 1,156 7,952 -149
Oct07 061120 88.125 88.850 88.000 88.750 +0.375 213 3,896 +14
Total Volume and Open Interest 27,902 220,547 -590
Feeder Cattle(CME)
Jan07 061120 95.575 97.950 95.575 97.675 -0.700 2,970 14,593 -15
Mar07 061120 94.400 96.850 94.400 96.750 -0.650 842 4,067 -16
Apr07 061120 95.800 97.400 95.300 97.100 -0.700 224 1,490 +45
May07 061120 96.900 98.000 96.500 97.475 -1.025 333 2,828 -2
Aug07 061120 99.000 101.200 99.000 101.050 -0.950 209 863 -45
Sep07 061120 99.700 101.100 99.700 101.000 -0.775 65 812 -3
Oct07 061120 100.500 100.500 100.500 100.500 -1.025 0 28 +0
Total Volume and Open Interest 4,643 24,681 -1,174
Lean Hogs(CME)
Dec06 061120 61.750 62.300 61.650 62.050 +0.800 6,428 26,617 -1,678
Feb07 061120 65.350 66.275 65.350 65.950 +1.025 8,889 95,218 +1,185
Apr07 061120 67.650 68.500 67.500 68.375 +1.150 2,749 32,163 +427
May07 061120 71.475 72.900 71.475 72.600 +1.800 15 2,667 +0
Jun07 061120 72.900 74.150 72.800 74.125 +1.425 1,506 18,255 +169
Jul07 061120 70.950 71.975 70.850 71.675 +1.225 147 4,481 +46
Aug07 061120 69.350 70.700 69.350 70.550 +1.250 116 3,387 +3
Oct07 061120 63.800 64.650 63.800 64.475 +1.075 274 3,620 +69
Total Volume and Open Interest 20,216 187,485 +225
Pork Bellies(CME)
Feb07 061120 92.450 93.450 92.100 93.375 +0.750 261 917 +63
Mar07 061120 92.500 93.000 92.500 93.000 +0.700 1 64 -1
May07 061120 93.350 93.350 92.800 92.800 +0.500 0 72 +0
Jul07 061120 93.100 93.100 93.100 93.100 +0.050 0 80 +0
Aug07 061120 93.300 93.300 93.300 93.300 unch 0 1 +0
Total Volume and Open Interest 262 1,134 +62
Class III Milk(CME)
Nov06 061120 12.87 12.87 12.87 12.87 unch 54 3,414 -23
Dec06 061120 13.80 13.95 13.71 13.80 -0.07 286 4,175 +46
Jan07 061120 13.76 13.76 13.59 13.67 -0.12 139 2,695 -23
Feb07 061120 13.70 13.70 13.55 13.57 -0.22 37 2,390 -2
Mar07 061120 13.75 13.75 13.65 13.68 -0.21 34 2,208 -3
Total Volume and Open Interest 852 28,583 -40
Cocoa(NYBOT)
Dec06 061120 1480 1480 1419 1437 -33 238 276 -260
Mar07 061120 1500 1505 1478 1487 -13 4,563 71,620 +43
May07 061120 1517 1520 1505 1511 -12 274 15,511 +67
Jul07 061120 1540 1540 1528 1531 -13 479 7,382 +237
Sep07 061120 1560 1562 1546 1553 -12 337 13,924 +210
Dec07 061120 1580 1580 1573 1578 -12 71 11,193 -2
Mar08 061120 1599 1606 1599 1606 -12 0 2,951 +0
Total Volume and Open Interest 5,962 126,446 +295
Coffee "C"(NYBOT)
Dec06 061120 112.50 115.50 112.30 115.15 +2.05 15,735 5,088 -5,561
Mar07 061120 117.60 120.40 117.30 119.75 +1.80 24,817 83,262 +2,748
May07 061120 120.70 123.00 120.70 122.45 +1.80 2,131 9,033 +1,050
Jul07 061120 123.50 125.10 123.50 125.05 +1.90 221 3,564 +70
Sep07 061120 127.00 127.50 127.00 127.45 +1.90 414 2,525 +103
Dec07 061120 129.40 131.00 129.40 130.35 +1.90 64 2,060 +6
Total Volume and Open Interest 43,898 113,284 -1,577
Orange Juice(NYBOT)
Jan07 061120 198.00 199.95 197.10 199.65 +0.10 2,708 20,325 -85
Mar07 061120 198.50 200.25 197.75 200.25 -0.25 570 7,333 +209
May07 061120 197.50 199.25 197.20 199.25 -0.75 53 1,723 +25
Jul07 061120 198.25 198.25 198.25 198.25 -0.75 1 473 +0
Sep07 061120 197.25 197.25 197.25 197.25 +0.25 3 205 +2
Total Volume and Open Interest 3,335 30,992 +151
Sugar #11(NYBOT)
Mar07 061120 11.52 11.68 11.46 11.49 +0.14 34,008 251,646 -2,563
May07 061120 11.75 11.77 11.58 11.62 +0.12 7,306 74,434 +1,729
Jul07 061120 11.66 11.75 11.56 11.61 +0.11 2,814 68,931 +233
Oct07 061120 11.78 11.85 11.72 11.78 +0.12 2,236 47,221 +91
Mar08 061120 12.20 12.38 12.20 12.22 +0.13 1,040 37,745 +417
Total Volume and Open Interest 48,087 506,654 +418
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061120 19.92 20.30 19.92 20.20 +0.30 460 1,777 -258
Mar07 061120 19.80 20.05 19.80 20.05 +0.25 40 2,954 +3
May07 061120 19.85 20.00 19.85 20.00 +0.17 14 2,470 +14
Jul07 061120 20.15 20.15 20.10 20.14 +0.01 7 2,047 +7
Total Volume and Open Interest 543 12,264 -218
London Cocoa(LCE)
Dec06 061120 824 828 810 811 -12 5,311 69,136 -2,432
Mar07 061120 847 850 836 838 -9 3,128 55,003 -10
May07 061120 861 862 847 849 -9 535 24,606 -3
Jul07 061120 867 867 860 861 -8 2,556 18,214 +2,341
Sep07 061120 879 879 871 872 -8 292 13,181 +92
Dec07 061120 888 888 884 885 -7 66 13,714 -17
Mar08 061120 900 900 897 897 -7 17 4,282 +17
Total Volume and Open Interest 11,906 199,803 -12
London Coffee(LCE)
Nov06 061120 1458.00 1466.00 1425.00 1443.00 -12.00 176 3,622 -156
Jan07 061120 1465.00 1478.00 1438.00 1451.00 -15.00 19,534 54,461 -7,828
Mar07 061120 1466.00 1487.00 1449.00 1460.00 -17.00 6,365 35,591 +1,278
May07 061120 1487.00 1495.00 1463.00 1468.00 -21.00 2,041 11,276 +660
Jul07 061120 1472.00 1486.00 1463.00 1467.00 -20.00 223 4,150 +138
Sep07 061120 1470.00 1487.00 1462.00 1466.00 -18.00 369 5,403 -170
Total Volume and Open Interest 28,792 118,024 -6,024
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061120 352.40 355.90 350.30 350.50 -3.00 5,466 30,597 -395
May07 061120 352.00 354.30 349.50 349.50 -2.50 1,639 9,436 +173
Aug07 061120 349.20 349.90 346.00 346.00 -3.00 452 5,163 -81
Oct07 061120 344.90 345.00 341.50 341.50 -3.00 140 2,581 +123
Total Volume and Open Interest 7,832 50,742 -115
Cotton(NYBOT)
Dec06 061120 47.50 47.70 46.50 46.90 -0.50 8,286 16,039 -5,046
Mar07 061120 51.20 51.50 50.81 51.19 +0.04 11,621 106,116 +713
May07 061120 52.70 52.75 52.22 52.63 +0.12 2,369 15,519 +1,415
Jul07 061120 54.25 54.25 53.60 53.90 +0.15 1,130 9,751 +558
Oct07 061120 55.95 55.95 55.95 55.95 +0.20 0 140 +0
Dec07 061120 57.15 57.35 56.85 56.85 -0.08 824 14,273 +362
Total Volume and Open Interest 24,233 163,313 -2,002
Lumber(CME)
Jan07 061120 259.9 264.5 257.2 261.7 +1.8 712 4,873 +38
Mar07 061120 282.4 284.8 279.6 283.3 +0.9 335 965 +86
May07 061120 293.8 295.8 293.8 295.4 +1.5 23 98 +12
Jul07 061120 301.0 302.0 301.0 301.0 +2.0 3 22 +3
Total Volume and Open Interest 1,073 5,958 +139
Crude Oil(NYM)
Dec06 061117 55.35 56.30 55.08 55.81 -0.45 177,342 38,084 -50,847
Jan07 061120 58.40 58.85 58.00 58.80 -0.17 165,139 327,483 +3,475
Feb07 061120 59.90 60.30 59.50 60.28 -0.26 41,908 83,211 +4,175
Mar07 061120 61.13 61.50 60.85 61.47 -0.23 17,508 62,431 +1,269
Apr07 061120 61.88 62.43 61.80 62.43 -0.20 7,862 45,717 +1,877
May07 061120 63.00 63.24 62.80 63.24 -0.15 7,177 35,344 +1,384
Jun07 061120 63.60 63.94 63.30 63.94 -0.10 11,272 73,052 +1,256
Jul07 061120 64.15 64.57 64.15 64.57 -0.05 1,280 22,057 +881
Aug07 061120 64.90 65.13 64.90 65.13 unch 627 17,296 -67
Sep07 061120 65.40 65.63 65.40 65.63 +0.04 1,409 23,818 +216
Oct07 061120 65.85 66.07 65.85 66.07 +0.07 2,073 14,046 +893
Nov07 061120 66.46 66.46 66.46 66.46 +0.10 2,148 12,439 -1,677
Dec07 061120 66.18 66.80 66.15 66.80 +0.13 10,458 126,472 -445
Jan08 061120 67.07 67.07 67.07 67.07 +0.15 1,097 16,487 +705
Feb08 061120 67.30 67.30 67.30 67.30 +0.17 175 10,718 +100
Mar08 061120 67.51 67.51 67.51 67.51 +0.19 100 19,637 +0
Total Volume and Open Interest 325,680 1,206,217 +35,511
Heating Oil(NYM)
Dec06 061120 165.90 167.40 164.10 167.08 +0.19 20,582 35,707 -2,212
Jan07 061120 170.70 172.20 169.20 171.85 +0.16 17,231 81,730 +1,757
Feb07 061120 173.80 175.25 173.00 175.25 +0.36 3,240 29,060 +727
Mar07 061120 174.10 176.60 174.10 176.55 +0.51 1,108 15,638 +107
Apr07 061120 175.60 176.45 175.00 176.45 +0.61 857 12,027 +322
May07 061120 175.00 176.35 175.00 176.35 +0.66 667 6,522 +115
Jun07 061120 176.00 176.65 175.75 176.65 +0.66 1,945 20,015 -58
Jul07 061120 176.00 177.90 176.00 177.90 +0.66 632 3,701 +348
Aug07 061120 178.00 179.80 178.00 179.80 +0.71 16 2,936 +0
Sep07 061120 180.00 182.20 180.00 182.20 +0.76 262 4,897 -58
Oct07 061120 183.30 184.80 183.30 184.80 +0.81 7 1,549 +6
Nov07 061120 186.50 187.75 186.50 187.75 +0.86 4 879 +0
Total Volume and Open Interest 47,484 228,799 +1,047
Unleaded Gas(NYM)
Dec06 061120 153.00 155.75 152.50 155.43 +1.32 1,033 5,455 -153
Jan07 061120 154.50 156.00 153.50 155.93 +0.82 564 5,110 +195
Total Volume and Open Interest 1,597 10,565 +42
RBOB Gasoline(NYMEX)
Dec06 061120 154.40 156.84 153.24 156.70 +1.77 20,804 27,257 -2,730
Jan07 061120 156.20 158.00 155.30 157.89 +0.81 17,031 48,236 +2,956
Feb07 061120 159.60 160.50 158.35 160.50 +0.27 4,439 7,835 +1,335
Mar07 061120 162.45 163.50 162.45 163.20 -0.33 2,151 9,030 +196
Apr07 061120 178.25 178.25 178.25 178.25 -0.38 1,230 8,053 +117
May07 061120 180.63 180.63 180.63 180.63 -0.80 954 8,281 +227
Jun07 061120 182.90 182.90 182.90 182.90 -0.83 535 4,362 +127
Jul07 061120 184.10 184.90 183.90 184.90 -0.18 212 2,374 +35
Aug07 061120 184.38 184.38 184.38 184.38 -1.05 0 1,951 +0
Sep07 061120 183.48 183.48 183.48 183.48 -1.15 25 5,616 +0
Total Volume and Open Interest 47,406 124,235 +2,263
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061120 157.08 157.08 157.08 157.08 unch      
Feb07 061120 159.73 159.73 159.73 159.73 -0.50      
Mar07 061120 162.93 162.93 162.93 162.93 -0.60      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061120 8.120 8.180 7.910 8.019 -0.160 47,930 40,882 -7,267
Jan07 061120 8.590 8.650 8.430 8.509 -0.125 16,510 88,466 -959
Feb07 061120 8.630 8.630 8.530 8.559 -0.115 3,039 40,543 +165
Mar07 061120 8.440 8.490 8.400 8.416 -0.103 3,951 106,251 +868
Apr07 061120 8.060 8.090 8.010 8.036 -0.028 3,286 94,461 +248
May07 061120 8.030 8.050 7.996 7.996 -0.025 1,730 33,515 +101
Jun07 061120 8.061 8.061 8.061 8.061 -0.025 331 12,745 -47
Jul07 061120 8.139 8.139 8.139 8.139 -0.025 264 12,702 +172
Aug07 061120 8.194 8.194 8.194 8.194 -0.020 271 13,744 -32
Sep07 061120 8.260 8.260 8.242 8.242 -0.020 242 14,411 +188
Oct07 061120 8.300 8.332 8.300 8.332 -0.020 602 38,450 +306
Nov07 061120 8.810 8.810 8.782 8.782 -0.020 89 22,825 +7
Dec07 061120 9.220 9.220 9.212 9.212 -0.020 57 34,802 +40
Jan08 061120 9.430 9.450 9.390 9.447 -0.005 503 28,126 +238
Feb08 061120 9.450 9.452 9.450 9.452 unch 71 15,750 -27
Mar08 061120 9.190 9.260 9.190 9.237 unch 146 36,524 +4
Total Volume and Open Interest 79,810 899,937 -5,637
Brent Crude Oil(ICE)
Jan07 061120 58.38 59.18 58.24 58.98 -0.01 77,035 147,591 -9,052
Feb07 061120 59.70 60.37 59.46 60.18 -0.11 35,542 135,489 +2,930
Mar07 061120 60.89 61.32 60.57 61.19 -0.16 14,338 44,760 +276
Apr07 061120 61.66 62.05 61.66 62.05 -0.20 6,373 24,895 -528
May07 061120 62.45 62.81 62.45 62.81 -0.21 3,889 18,492 -934
Jun07 061120 63.02 63.47 62.95 63.47 -0.19 6,567 41,384 -509
Jul07 061120 64.04 64.04 64.04 64.04 -0.17 1,107 13,053 -300
Aug07 061120 64.55 64.55 64.55 64.55 -0.15 258 3,713 +44
Sep07 061120 64.99 64.99 64.99 64.99 -0.11 229 11,495 +89
Oct07 061120 65.42 65.42 65.42 65.42 -0.04 73 8,841 +86
Nov07 061120 65.77 65.77 65.77 65.77 -0.01 148 12,812 +40
Dec07 061120 65.95 66.09 65.55 66.09 +0.03 4,216 46,018 +57
Jan08 061120 66.36 66.36 66.36 66.36 +0.07 240 6,373 +0
Feb08 061120 66.61 66.61 66.61 66.61 +0.11 225 925 +0
Total Volume and Open Interest 151,371 571,425 -7,667
Gas Oil(ICE)
Dec06 061120 521.50 527.75 520.00 523.50 +3.75 38,446 69,766 -1,018
Jan07 061120 526.50 531.50 524.00 527.25 +2.50 22,461 66,128 -648
Feb07 061120 533.00 537.25 531.25 533.75 +2.00 6,970 36,157 +1,223
Mar07 061120 541.00 542.00 537.00 540.00 +2.25 2,668 17,205 -724
Apr07 061120 546.50 548.00 546.00 546.00 +2.50 684 11,089 +81
May07 061120 552.00 553.75 550.50 551.75 +2.75 210 8,607 +93
Jun07 061120 558.25 559.25 555.25 557.25 +2.75 3,110 30,214 +1,762
Jul07 061120 563.50 563.50 563.50 563.50 +3.00 375 3,926 +298
Aug07 061120 569.00 569.00 569.00 569.00 +3.00 1,100 864 +0
Sep07 061120 574.75 574.75 574.50 574.50 +3.00 750 7,392 +0
Total Volume and Open Interest 79,867 294,967 +800
US Dollar Index(NYBOT)
Dec06 061120 85.27 85.35 85.10 85.28 -0.01 2,063 31,230 +419
Mar07 061120 84.90 85.03 84.81 84.94 -0.04 19 2,132 +8
Jun07 061120 84.62 84.62 84.62 84.62 -0.07 0 13 +0
Total Volume and Open Interest 2,082 33,401 +427
Australian Dollar(CME)
Dec06 061120 76.87 77.02 76.70 76.92 +0.10 440 112,715 +304
Mar07 061120 76.73 76.73 76.73 76.73 +0.10 2 969 -1
Jun07 061120 76.59 76.59 76.59 76.59 +0.10 0 103 +0
Total Volume and Open Interest 442 113,806 +302
British Pound(CME)
Dec06 061120 189.77 189.93 189.68 189.70 +0.31 2,943 131,694 +7,316
Mar07 061120 189.82 189.82 189.78 189.78 +0.31 33 908 +79
Jun07 061120 189.72 189.72 189.72 189.72 +0.31 0 26 -1
Total Volume and Open Interest 2,976 132,629 +7,394
Canadian Dollar(CME)
Dec06 061120 87.51 87.55 87.13 87.21 -0.09 7,761 132,925 +2,399
Mar07 061120 87.75 87.78 87.46 87.46 -0.09 35 3,083 +119
Jun07 061120 87.84 87.84 87.73 87.73 -0.09 11 572 +21
Sep07 061120 88.00 88.00 88.00 88.00 -0.09 29 284 +17
Total Volume and Open Interest 7,854 136,909 +2,556
Japanese Yen(CME)
Dec06 061120 85.04 85.05 84.95 85.01 -0.19 7,598 210,381 -6,505
Mar07 061120 86.16 86.16 86.06 86.06 -0.19 1,047 37,064 +15,319
Jun07 061120 87.06 87.06 87.06 87.06 -0.19 0 20 +0
Total Volume and Open Interest 8,645 247,624 +8,814
Swiss Franc(CME)
Dec06 061120 80.84 80.86 80.56 80.58 +0.07 6,211 88,670 +2,800
Mar07 061120 81.49 81.49 81.27 81.27 +0.07 4 379 +15
Jun07 061120 81.90 81.90 81.90 81.90 +0.07 0 36 +0
Total Volume and Open Interest 6,215 89,175 +2,815
EuroFX(CME)
Dec06 061120 128.61 128.61 128.23 128.32 -0.02 6,322 174,193 +10,598
Mar07 061120 129.05 129.05 128.82 128.85 -0.02 207 4,698 +206
Jun07 061120 129.28 129.28 129.28 129.28 -0.02 0 97 +0
Total Volume and Open Interest 6,529 179,129 +10,804
Mexican Peso(CME)
Dec06 061120 9087.0 9120.0 9087.0 9097.0 -33.0 11,918 65,175 -6,297
Jan07 061120 9085.0 9085.0 9085.0 9085.0 -32.0      
Total Volume and Open Interest 11,918 67,675 -6,284
30-Year T-Bonds(CBOT)
Dec06 061120 112~26 113~04 112~22 112~30 +0~04 443,008 764,626 +2,381
Mar07 061120 112~27 113~03 112~23 112~30 +0~04 26,233 50,576 +13,340
Jun07 061120 112~28 112~28 112~28 112~28 +0~04 0 31 +0
Total Volume and Open Interest 469,242 815,240 +15,722
10-Year T-Notes(CBOT)
Dec06 061120 108~060 108~105 108~030 108~070 +0~015 1,407,610 2,096,861 -76,186
Mar07 061120 108~095 108~130 108~070 108~105 +0~020 154,492 272,573 +73,106
Total Volume and Open Interest 1,562,105 2,371,839 -3,081
5-Year T-Notes(CBOT)
Dec06 061120 105~150 105~150 105~110 105~140 +0~005 560,785 0 +0
Mar07 061120 105~180 105~180 105~175 105~180 +0~010 36,282 0 +0
Total Volume and Open Interest 597,067    
2 Year T-Notes(CBOT)
Dec06 061120 102~008 102~008 102~005 102~008 unch 2,769 655,660 +8,272
Mar07 061120 102~034 102~036 102~034 102~036 +0~002 2,886 32,395 +7,291
Total Volume and Open Interest 5,655 688,055 +15,563
Eurodollars(CME)
Dec06 061120 94.632 94.632 94.628 94.628 unch 12,607 1,278,026 +11,911
Mar07 061120 94.755 94.760 94.740 94.745 unch 22,634 1,369,299 +1,419
Jun07 061120 94.915 94.915 94.895 94.905 unch 19,135 1,271,312 +4,475
Sep07 061120 95.080 95.090 95.060 95.080 unch 15,457 1,216,997 +129
Dec07 061120 95.200 95.200 95.185 95.200 unch 34,251 1,280,517 -6,360
Mar08 061120 95.240 95.255 95.240 95.255 unch 23,164 805,728 +4,688
Jun08 061120 95.250 95.260 95.245 95.260 unch 17,759 599,521 +3,747
Sep08 061120 95.245 95.255 95.240 95.255 unch 18,584 489,235 +118
Dec08 061120 95.240 95.240 95.220 95.240 +0.005 8,904 368,226 -1,034
Mar09 061120 95.215 95.215 95.200 95.215 +0.005 15,290 358,717 -1,725
Jun09 061120 95.185 95.185 95.170 95.185 +0.005 18,198 232,641 -9,215
Sep09 061120 95.160 95.160 95.145 95.160 +0.005 12,405 164,120 -4,175
Dec09 061120 95.110 95.125 95.110 95.125 +0.010 6,411 133,283 +614
Mar10 061120 95.090 95.105 95.090 95.105 +0.010 5,757 122,412 -1,109
Jun10 061120 95.070 95.080 95.065 95.075 +0.010 7,042 104,125 -1,589
Sep10 061120 95.040 95.055 95.040 95.050 +0.015 7,308 93,794 +378
Dec10 061120 95.005 95.010 94.990 95.010 +0.015 5,962 108,259 -627
Mar11 061120 94.985 94.990 94.970 94.990 +0.015 4,865 59,322 +1,398
Total Volume and Open Interest 277,692 10,278,604 +9,051
3-Mth Euro-Yen(CME)
Dec06 061120 99.45 99.45 99.45 99.45 +0.01 1,031 19,253 -38
Mar07 061120 99.31 99.31 99.30 99.30 unch 58 11,060 -1,335
Jun07 061120 99.19 99.19 99.19 99.19 +0.03 0 8,232 +32
Sep07 061120 99.08 99.08 99.08 99.08 +0.02 261 3,193 +200
Dec07 061120 98.98 98.98 98.98 98.98 +0.03 312 7,440 +243
Mar08 061120 98.88 98.88 98.88 98.88 +0.03 0 3,568 +0
Jun08 061120 98.79 98.79 98.79 98.79 +0.02 0 269 +0
Sep08 061120 98.72 98.72 98.72 98.72 +0.03 0 1 +0
Dec08 061120 98.64 98.64 98.64 98.64 +0.04 0 6 +0
Mar09 061120 98.51 98.51 98.51 98.51 +0.04      
Total Volume and Open Interest 1,662 53,022 -898
3-Mth Euro-Yen(SIMEX)
Dec06 061120 99.44 99.45 99.44 99.45 +0.01 3,693 80,383 +582
Mar07 061120 99.30 99.31 99.30 99.30 unch 1,814 78,412 -197
Jun07 061120 99.18 99.19 99.18 99.19 +0.02 1,733 40,750 +253
Sep07 061120 99.06 99.08 99.06 99.08 +0.03 890 30,861 -106
Dec07 061120 98.97 98.98 98.97 98.98 +0.04 2,802 45,049 -764
Mar08 061120 98.88 98.88 98.88 98.88 +0.03 236 29,101 +50
Jun08 061120 98.80 98.80 98.80 98.80 +0.04 0 8,197 +0
Sep08 061120 98.72 98.72 98.72 98.72 +0.04 197 1,491 +0
Total Volume and Open Interest 11,365 315,792 -182
German Euro-Bund(EUREX)
Dec06 061120 118.13 118.29 118.07 118.20 +0.18 1,497,470 1,626,303 +39,169
Mar07 061120 118.32 118.46 118.26 118.39 +0.19 26,964 57,570 +16,727
Jun07 061120 117.90 117.98 117.90 117.90 +0.18 604 626 +0
Total Volume and Open Interest 1,525,038 1,684,499 +55,896
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061120 109.95 110.09 109.95 110.08 +0.13 6,878 30,841 +3,609
Jun07 061120 109.42 109.42 109.42 109.42 +0.14 38 0 +0
Total Volume and Open Interest 614,399 1,053,381 -1,971
Long Gilt(LIFFE)
Dec06 061120 109~26 109~30 109~23 109~27 +0~06 72,288 300,354 -5,711
Mar07 061120 109~20 109~27 109~20 109~23 +0~05 153 246 +153
Total Volume and Open Interest 72,441 300,628 -5,558
3-Mth Short Sterling(LIFFE)
Dec06 061120 94.73 94.73 94.73 94.73 -0.01 37,255 415,215 -509
Mar07 061120 94.65 94.65 94.65 94.65 -0.01 54,350 409,074 -3,645
Jun07 061120 94.66 94.66 94.66 94.66 unch 47,630 430,798 -6,270
Total Volume and Open Interest 235,020 2,253,907 -14,785
3-Mth Euribor(LIFFE)
Dec06 061120 96.295 96.310 96.290 96.305 +0.010 65,552 728,807 -3,938
Mar07 061120 96.160 96.190 96.155 96.180 +0.035 129,579 797,455 -6,926
Jun07 061120 96.120 96.150 96.115 96.140 +0.045 144,621 654,772 -5,472
Total Volume and Open Interest 759,299 3,831,607 +1,514
3-Mth Aus T-Bills(SFE)
Dec06 061120 93.61 93.61 93.60 93.61 unch 1,684 120,337 -1,405
Mar07 061120 93.56 93.56 93.55 93.56 +0.01 21,404 294,904 -25,922
Jun07 061120 93.56 93.57 93.55 93.57 +0.02 14,937 143,516 -10,562
Sep07 061120 93.63 93.64 93.62 93.64 +0.03 3,216 55,276 -5,352
Dec07 061120 93.68 93.69 93.67 93.69 +0.04 576 36,293 -1,070
Mar08 061120 93.72 93.72 93.72 93.72 +0.03 0 21,135 -532
Jun08 061120 93.75 93.75 93.75 93.75 +0.04 50 17,333 -50
Sep08 061120 93.78 93.78 93.77 93.77 +0.04 266 10,315 -762
Dec08 061120 93.80 93.80 93.79 93.79 +0.04 100 5,173 -400
Mar09 061120 93.80 93.80 93.80 93.80 +0.04 0 1,457 +0
Total Volume and Open Interest 42,433 707,534 -45,959
10-Year Aus T-Bonds(SFE)
Dec06 061120 94.43 94.44 94.42 94.43 +0.06 30,086 502,806 -8,354
Mar07 061120 94.43 94.43 94.43 94.43 +0.06      
Total Volume and Open Interest 30,086 502,806 -8,354
3-Year Aus T-Bonds(SFE)
Dec06 061120 94.15 94.17 94.14 94.16 +0.04 34,166 638,475 -50,664
Mar07 061120 94.16 94.16 94.16 94.16 +0.04      
Total Volume and Open Interest 34,166 638,475 -50,664
Gold(CMX)
Dec06 061120 624.5 627.5 620.5 622.1 -0.4 31,279 142,860 -4,959
Feb07 061120 630.7 633.5 626.5 628.4 -0.3 6,663 91,947 +1,920
Apr07 061120 636.0 639.5 633.0 634.5 -0.3 358 16,308 +134
Jun07 061120 642.6 646.3 640.5 640.5 -0.3 268 21,318 +101
Aug07 061120 646.5 646.5 646.5 646.5 -0.3 11 1,946 +6
Oct07 061120 652.3 652.3 652.3 652.3 -0.4 241 13,492 +199
Dec07 061120 662.5 663.0 656.5 658.1 -0.4 661 35,091 +356
Feb08 061120 663.8 663.8 663.8 663.8 -0.4 189 2,201 -84
Apr08 061120 14.0 14.0 14.0 14.0 -0.4 0 1,489 +0
Jun08 061120 675.0 675.0 675.0 675.0 -0.5 67 3,526 +56
Aug08 061120 680.6 680.6 680.6 680.6 -0.5 0 220 +0
Total Volume and Open Interest 39,749 352,051 -2,266
Silver(CMX)
Dec06 061120 1296.0 1300.0 1273.0 1274.0 -6.0 13,402 50,390 -3,931
Mar07 061120 1315.0 1318.0 1292.0 1292.2 -5.9 3,519 37,510 +1,695
May07 061120 1320.0 1320.0 1303.9 1303.9 -6.0 60 3,828 +0
Jul07 061120 1340.0 1345.0 1315.5 1315.5 -6.2 95 8,911 +8
Sep07 061120 1327.4 1327.4 1327.4 1327.4 -6.5 20 2,304 +0
Dec07 061120 1360.0 1372.0 1340.3 1340.3 -6.2 665 9,298 +608
Mar08 061120 37.4 37.4 37.4 37.4 -4.7 0 110 +0
Total Volume and Open Interest 17,776 117,488 -1,755
Platinum(NYM)
Jan07 061120 1233.0 1250.0 1215.0 1234.3 +42.2 3,239 8,067 -304
Apr07 061120 1205.0 1231.3 1205.0 1231.3 +36.2 35 79 +30
Jul07 061120 580.9 580.9 580.9 580.9 +36.2 0 7 +0
Oct07 061120 1241.3 1241.3 1241.3 1241.3 +36.2      
Total Volume and Open Interest 3,274 8,153 -274
Palladium(NYME)
Dec06 061120 322.00 324.75 320.00 323.05 +5.10 1,155 8,815 -357
Mar07 061120 329.00 329.00 328.00 328.45 +5.35 350 3,390 +264
Jun07 061120 333.45 333.45 333.45 333.45 +5.35 8 30 -4
Total Volume and Open Interest 1,513 12,237 -97
Copper(CMX)
Dec06 061120 307.50 309.00 303.20 304.15 -1.60 8,920 20,593 -506
Mar07 061120 310.65 312.00 306.80 307.85 -1.40 6,026 38,557 +1,024
May07 061120 309.50 309.50 308.10 308.10 -1.40 241 4,167 -19
Jul07 061120 307.50 309.00 306.85 306.85 -1.40 183 1,537 -74
Sep07 061120 306.00 306.00 305.00 305.10 -1.55 34 1,068 +9
Total Volume and Open Interest 16,223 73,927 +504
Aluminum(CMX)
Nov06 061120 119.00 119.00 119.00 119.00 +1.00 1 12 +0
Dec06 061120 120.00 120.00 120.00 120.00 +1.00 2 647 +1
Jan07 061120 120.00 120.00 120.00 120.00 +1.50 0 100 +0
Feb07 061120 119.50 119.50 119.50 119.50 +1.50 0 40 +0
Mar07 061120 118.90 118.90 118.90 118.90 +1.40 0 40 +0
Apr07 061120 118.30 118.30 118.30 118.30 +1.30 0 40 +0
Total Volume and Open Interest 4 1,261 +2
DJIA Index(CBOT)
Dec06 061120 12353 12385 12332 12352 -16 6,699 64,888 +1,532
Mar07 061120 12430 12451 12430 12441 -15 45 341 -4
Jun07 061120 12522 12522 12522 12522 -16      
Sep07 061120 12607 12607 12607 12607 -16 0 2 +0
Total Volume and Open Interest 6,744 65,231 +1,528
S & P 500(CME)
Dec06 061120 1403.20 1407.90 1401.30 1405.30 +0.50 29,071 592,104 +1,552
Mar07 061120 1415.00 1419.40 1414.50 1417.30 +0.50 3,003 40,835 +1,584
Jun07 061120 1429.30 1429.30 1429.30 1429.30 +0.50 22 4,891 +0
Sep07 061120 1442.40 1442.40 1442.40 1442.40 +0.40 0 3,880 +0
Total Volume and Open Interest 32,096 642,019 +3,136
S & P 500 E-Mini(Globex)
Dec06 061120 1405.00 1408.00 1399.00 1405.25 +0.50 955,100 1,746,000 +23,333
Mar07 061120 1417.25 1419.75 1411.25 1417.25 +0.50 5,554 35,272 +3,840
Total Volume and Open Interest 960,654 1,781,272 +27,173
NASDAQ 100(CME)
Dec06 061120 1802.00 1815.00 1796.00 1811.30 +4.50 7,264 72,570 +2,285
Mar07 061120 1832.00 1832.80 1828.00 1832.80 +5.00 0 69 -1
Jun07 061120 1850.80 1850.80 1850.80 1850.80 +5.00 0 10 +0
Total Volume and Open Interest 7,264 72,649 +2,284
NASDAQ 100 E-Mini(Globex)
Dec06 061120 1807.00 1814.80 1795.00 1811.30 +4.50 235,021 528,208 -329
Mar07 061120 1818.00 1836.50 1817.30 1832.80 +5.00 409 1,394 +51
Total Volume and Open Interest 235,430 529,602 -278
S & P Midcap 400(CME)
Dec06 061120 808.00 811.60 807.60 808.60 -0.60 270 10,105 +219
Mar07 061120 815.60 815.60 815.60 815.60 -0.60      
Jun07 061120 822.60 822.60 822.60 822.60 -0.60      
Total Volume and Open Interest 270 10,105 +219
Russell 2000(CME)
Dec06 061120 790.25 794.75 788.50 793.40 +0.70 341 39,806 -774
Mar07 061120 799.90 799.90 799.90 799.90 +0.70 0 34 +0
Jun07 061120 806.40 806.40 806.40 806.40 +0.70      
Total Volume and Open Interest 341 39,848 -774
Russell 2000 E-Mini(Globex)
Dec06 061120 792.30 795.20 787.40 793.40 +0.70 126,937 405,918 -199
Mar07 061120 798.10 802.20 794.70 799.90 +0.70 238 819 +5
Total Volume and Open Interest 127,175 406,737 -194
Value Line(KCBT)
Dec06 061120 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061117 16000 16055 15980 16055 -185      
Mar07 061117 16080 16080 16050 16080 -185      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061120 16100 16100 15705 15735 -330 61,752 259,861 +1,222
Mar07 061120 16105 16105 15730 15735 -365 1 242 +77
Jun07 061120 15675 15675 15675 15675 -365 0 41 +0
Total Volume and Open Interest 61,753 260,344 +1,299
CAC 40(EURONEXT)
Nov06 061117 5483.5 5489.5 5421.0 5434.5 -61.5 143,545 377,594 -108,395
Dec06 061120 5427.5 5479.5 5406.5 5466.5 +16.5 106,722 432,807 +28,388
Jan07 061120 5435.0 5495.5 5430.0 5483.5 +16.5 665 1,691 +119
Total Volume and Open Interest 149,879 436,322 -349,137
Hang Seng Index(HKFE)
Nov06 061120 19006 19090 18856 18865 -286 45,303 126,732 +65
Dec06 061120 19062 19130 18900 18906 -282 925 10,392 +498
Total Volume and Open Interest 46,276 138,032 +579
DAX(EUREX)
Dec06 061120 6425.0 6476.5 6382.0 6469.0 +33.5 169,460 282,541 +14,685
Mar07 061120 6484.0 6534.5 6445.0 6529.0 +33.5 2,797 10,133 +121
Jun07 061120 6545.0 6597.0 6507.5 6584.5 +25.5 2,680 3,649 +422
Total Volume and Open Interest 174,937 296,323 +15,228
FT-SE 100(EURONEXT)
Dec06 061120 6171.50 6240.00 6156.50 6217.00 +12.00 75,765 517,887 -6,063
Mar07 061120 6205.50 6240.00 6183.50 6237.00 +11.50 173 8,142 +7
Jun07 061120 6206.50 6258.00 6206.50 6258.00 +11.50 0 3,572 +0
Total Volume and Open Interest 75,938 530,117 -6,056
SPI 200(SFE)
Dec06 061120 5423.0 5427.0 5285.0 5295.0 -137.0 20,796 291,210 -6,367
Mar07 061120 5427.0 5427.0 5296.0 5305.0 -138.0 162 3,730 +26
Jun07 061120 5340.0 5340.0 5340.0 5340.0 -137.0 18 3,705 -7
Total Volume and Open Interest 20,981 302,539 -7,105
GSCI(CME)
Dec06 061120 437.00 437.60 434.50 437.00 -0.10 639 22,003 +134
Jan07 061120 442.90 442.90 442.90 442.90 -0.10      
Feb07 061120 445.90 445.90 445.90 445.90 -0.10      
Total Volume and Open Interest 639 22,003 +134
Reuters CRB Index(NYBOT)
Jan07 061120 397.00 397.25 396.00 396.25 +2.00 18 532 +5
Feb07 061120 396.50 396.50 396.00 396.25 +2.00 1 6 -1
Apr07 061120 398.25 398.25 398.25 398.25 +2.00 4 412 +1
Total Volume and Open Interest 23 950 +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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