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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 24, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061124 675.00 687.00 673.00 684.25 +10.25 19,043 208,198 -509
Mar07 061124 688.00 700.50 685.50 696.75 +10.00 5,051 65,801 +1,666
May07 061124 697.00 707.50 695.50 704.75 +8.50 1,660 34,566 +1,347
Jul07 061124 705.00 715.00 703.00 712.75 +9.00 2,031 30,021 -357
Aug07 061124 713.00 715.00 713.00 713.00 +6.50 49 1,272 -10
Sep07 061124 710.00 718.00 710.00 718.00 +8.75 2 474 +1
Nov07 061124 717.00 728.50 716.00 725.50 +9.50 1,941 47,911 +255
Total Volume and Open Interest 29,949 396,494 +2,506
Soybean Meal(CBOT)
Dec06 061124 192.00 195.60 191.90 194.80 +2.70 8,597 35,300 -3,587
Jan07 061124 194.30 197.20 194.00 196.60 +2.70 7,858 47,555 +3,187
Mar07 061124 196.50 200.30 196.30 199.70 +3.20 4,019 42,330 +1,020
May07 061124 198.80 202.20 198.80 201.90 +3.10 1,145 29,746 -89
Jul07 061124 200.80 204.00 200.50 203.90 +3.10 1,195 32,221 -8
Aug07 061124 202.30 205.20 202.30 204.80 +3.20 181 8,031 +137
Sep07 061124 205.50 206.20 205.00 205.90 +3.10 76 5,131 +15
Oct07 061124 206.00 206.50 205.30 206.40 +3.50 68 2,506 +21
Total Volume and Open Interest 23,658 213,331 +686
Soybean Oil(CBOT)
Dec06 061124 28.82 29.10 28.80 28.89 +0.02 9,653 26,695 -2,469
Jan07 061124 29.25 29.53 29.18 29.30 +0.02 14,149 114,645 +1,032
Mar07 061124 29.57 29.90 29.57 29.67 -0.01 8,577 50,670 +3,252
May07 061124 29.82 30.10 29.82 29.92 +0.04 1,053 38,481 +117
Jul07 061124 30.08 30.30 30.08 30.20 +0.05 1,706 25,021 -765
Aug07 061124 30.10 30.30 30.10 30.30 +0.10 13 5,079 +0
Sep07 061124 30.15 30.32 30.15 30.32 +0.07 6 2,590 +6
Oct07 061124 30.20 30.35 30.20 30.35 +0.05 10 3,018 -2
Total Volume and Open Interest 36,030 287,620 +999
Canola(WCE)
Jan07 061124 366.2 373.4 365.2 369.8 +2.5 6,729 61,307 +0
Mar07 061124 376.0 382.2 375.7 379.1 +2.8 1,296 9,856 +0
May07 061124 382.0 388.4 381.6 386.9 +3.6 105 3,766 +0
Jul07 061124 390.7 393.2 387.6 391.0 +0.3 531 8,508 +0
Total Volume and Open Interest 9,620 93,556 +0
Corn(CBOT)
Dec06 061124 364.00 370.00 362.00 369.25 +6.50 24,944 133,756 -13,289
Mar07 061124 379.50 386.50 378.00 386.00 +7.75 30,749 573,940 +7,964
May07 061124 383.75 391.50 383.00 391.25 +8.00 3,798 88,645 +1,606
Jul07 061124 387.00 395.00 385.25 394.50 +8.75 10,366 193,799 +2,967
Sep07 061124 364.75 372.50 364.75 372.00 +7.50 279 37,793 +51
Dec07 061124 352.00 362.00 351.25 361.25 +10.00 10,610 258,657 +1,851
Total Volume and Open Interest 82,038 1,394,794 +1,617
Wheat(CBOT)
Dec06 061124 486.50 501.00 484.50 500.00 +13.75 9,695 24,790 -10,984
Mar07 061124 506.50 522.00 504.00 519.00 +12.75 16,675 223,857 +1,521
May07 061124 505.50 522.00 505.50 520.50 +13.50 724 15,105 -41
Jul07 061124 485.00 503.50 484.50 502.25 +15.25 9,130 72,333 +2,646
Sep07 061124 485.00 499.00 485.00 498.00 +10.50 1,000 3,847 +849
Total Volume and Open Interest 38,952 416,662 -5,334
Wheat(KCBT)
Dec06 061124 513.00 522.75 512.00 521.00 +8.00 6,726 13,888 -1,059
Mar07 061124 529.00 539.00 527.50 537.75 +9.25 9,604 68,558 +1,827
May07 061124 529.00 536.00 529.00 534.50 +7.75 182 2,994 -86
Jul07 061124 502.00 515.00 502.00 509.00 +6.50 4,358 28,772 +958
Sep07 061124 499.00 510.00 499.00 507.50 +7.50 524 3,311 +314
Total Volume and Open Interest 21,652 126,538 +1,925
Wheat(MGE)
Dec06 061124 500.50 510.00 498.50 509.50 +9.00 1,459 4,774 -485
Mar07 061124 515.00 525.25 513.50 523.50 +8.00 2,083 28,334 +210
May07 061124 522.50 529.50 522.50 529.50 +9.50 5 1,990 +4
Jul07 061124 509.00 518.00 509.00 518.00 +14.00 18 1,081 +7
Sep07 061124 497.00 509.75 496.00 509.50 +12.50 208 3,377 +81
Total Volume and Open Interest 3,967 47,300 -169
Oats(CBOT)
Dec06 061124 254.00 257.50 254.00 257.50 +2.75 683 3,061 +177
Mar07 061124 268.00 271.00 267.00 270.75 +2.75 723 9,034 +287
May07 061124 273.00 276.00 273.00 275.00 +4.00 0 356 +0
Jul07 061124 278.50 279.00 278.50 279.00 +2.00 13 354 +0
Total Volume and Open Interest 1,491 14,582 +490
Rough Rice(CBOT)
Jan07 061124 9.81 9.88 9.80 9.87 -0.02 85 8,561 -36
Mar07 061124 10.13 10.13 10.13 10.13 -0.05 18 3,232 +15
May07 061124 10.36 10.36 10.36 10.36 -0.04 1 1,097 +3
Jul07 061124 10.49 10.49 10.49 10.49 -0.03 0 656 +0
Total Volume and Open Interest 120 14,655 -18
Live Cattle(CME)
Dec06 061124 87.600 87.850 87.300 87.650 -0.100 5,652 34,450 -2,318
Feb07 061124 90.400 90.675 90.150 90.350 -0.100 7,977 119,358 +3,212
Apr07 061124 91.350 91.450 91.050 91.200 -0.150 2,608 34,917 -7
Jun07 061124 88.050 88.350 88.000 88.275 +0.125 1,066 17,186 +166
Aug07 061124 87.000 87.250 86.900 87.225 +0.175 723 8,327 +43
Oct07 061124 89.450 89.700 89.450 89.700 +0.250 164 3,818 -16
Total Volume and Open Interest 18,324 220,683 +1,086
Feeder Cattle(CME)
Jan07 061124 98.700 99.350 98.400 98.500 -0.700 1,716 13,789 -162
Mar07 061124 97.800 98.250 97.350 97.450 -0.750 763 4,451 +50
Apr07 061124 98.500 98.500 97.750 97.900 -0.700 166 2,118 +18
May07 061124 99.250 99.300 98.550 98.625 -0.725 121 2,997 +35
Aug07 061124 101.600 101.600 101.000 101.300 -0.300 58 930 +19
Sep07 061124 101.400 101.400 100.750 100.750 -0.750 12 852 +3
Oct07 061124 101.500 101.600 100.750 100.750 -0.750 0 30 +0
Total Volume and Open Interest 2,836 25,167 -37
Lean Hogs(CME)
Dec06 061124 62.550 63.000 62.350 62.975 +0.775 4,857 21,649 -1,162
Feb07 061124 66.600 67.000 66.500 66.925 +0.350 6,492 98,429 +689
Apr07 061124 68.900 69.400 68.850 69.350 +0.325 2,597 33,100 +649
May07 061124 73.300 73.650 73.300 73.625 +0.175 64 2,774 +43
Jun07 061124 74.500 75.200 74.500 75.175 +0.350 712 18,286 -246
Jul07 061124 72.400 73.150 72.400 73.100 +0.500 145 4,563 -3
Aug07 061124 71.200 71.875 71.200 71.775 +0.400 46 3,704 -6
Oct07 061124 64.900 65.500 64.900 65.400 +0.425 47 3,911 +19
Total Volume and Open Interest 15,019 187,772 +27
Pork Bellies(CME)
Feb07 061124 93.300 93.300 91.325 91.575 -1.575 187 982 +55
Mar07 061124 91.600 91.600 91.600 91.600 -1.400 0 63 +0
May07 061124 92.100 92.100 92.100 92.100 -1.100 2 74 +1
Jul07 061124 92.700 92.700 92.700 92.700 -0.150 0 80 +0
Aug07 061124 93.300 93.300 93.300 93.300 unch 0 1 +0
Total Volume and Open Interest 189 1,200 +56
Class III Milk(CME)
Nov06 061124 12.90 12.90 12.90 12.90 unch      
Dec06 061124 13.70 13.70 13.70 13.70 unch 150 0 -4,276
Jan07 061124 13.47 13.47 13.47 13.47 unch 186 0 -2,696
Feb07 061124 13.40 13.40 13.40 13.40 unch 31 0 -2,359
Mar07 061124 13.40 13.40 13.40 13.40 unch 30 0 -2,205
Total Volume and Open Interest 631    
Cocoa(NYBOT)
Dec06 061122 1400 1425 1400 1425 +15 16 101 +3
Mar07 061122 1490 1502 1485 1495 +15 5,859 72,653 +634
May07 061122 1518 1525 1511 1519 +14 293 15,485 -48
Jul07 061122 1535 1543 1535 1540 +14 231 8,919 +159
Sep07 061122 1555 1561 1555 1561 +13 1,132 14,165 +184
Dec07 061122 1592 1592 1586 1586 +12 185 11,269 +36
Mar08 061122 1619 1621 1617 1617 +14 125 3,062 +111
Total Volume and Open Interest 7,965 129,367 +1,203
Coffee "C"(NYBOT)
Dec06 061122 115.00 115.70 114.80 115.55 +0.15 1,008 2,082 -931
Mar07 061122 119.75 120.40 119.40 120.15 +0.05 7,992 83,919 +922
May07 061122 122.90 123.00 122.20 122.95 +0.05 712 9,294 +52
Jul07 061122 125.50 125.60 125.00 125.55 +0.05 758 4,335 +718
Sep07 061122 127.90 128.10 127.60 127.95 +0.05 64 2,531 +3
Dec07 061122 130.80 130.80 130.75 130.75 -0.05 23 2,048 -13
Total Volume and Open Interest 11,521 111,680 +457
Orange Juice(NYBOT)
Jan07 061122 196.30 198.00 195.85 196.05 -1.25 1,348 19,464 -914
Mar07 061122 197.75 199.00 197.00 197.10 -1.45 387 7,209 -104
May07 061122 196.60 196.60 196.60 196.60 -1.30 24 1,737 +5
Jul07 061122 196.00 196.00 196.00 196.00 -1.00 0 473 +0
Sep07 061122 195.50 195.50 195.50 195.50 -0.50 0 205 +0
Total Volume and Open Interest 1,759 30,031 -1,013
Sugar #11(NYBOT)
Mar07 061122 11.55 11.57 11.42 11.47 -0.01 17,317 247,836 -2,321
May07 061122 11.65 11.65 11.54 11.59 -0.01 4,169 76,720 +791
Jul07 061122 11.65 11.65 11.53 11.57 -0.04 4,902 70,532 +885
Oct07 061122 11.75 11.76 11.69 11.73 -0.04 2,223 48,296 +932
Mar08 061122 12.18 12.20 12.15 12.17 -0.03 1,522 37,140 -671
Total Volume and Open Interest 31,469 507,837 +105
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061122 19.95 20.00 19.95 20.00 -0.05 341 1,445 +48
Mar07 061122 19.95 19.95 19.95 19.95 -0.03 151 3,191 +99
May07 061122 19.90 19.90 19.85 19.87 -0.08 2 2,492 +0
Jul07 061122 20.01 20.14 20.01 20.14 +0.09 68 2,055 -5
Total Volume and Open Interest 642 12,297 +167
London Cocoa(LCE)
Dec06 061124 815 820 809 810 -7 3,129 65,438 +0
Mar07 061124 840 845 835 836 -6 4,806 58,377 +0
May07 061124 851 855 846 848 -5 1,518 25,126 +0
Jul07 061124 863 867 859 859 -5 1,786 20,216 +0
Sep07 061124 874 879 870 870 -6 778 13,513 +0
Dec07 061124 886 890 882 883 -5 547 14,015 +0
Mar08 061124 899 902 894 895 -5 335 4,794 +0
Total Volume and Open Interest 13,011 203,244 +0
London Coffee(LCE)
Nov06 061124 1405.00 1437.00 1405.00 1426.00 +20.00 94 3,270 +0
Jan07 061124 1416.00 1449.00 1409.00 1431.00 +18.00 7,428 48,457 +0
Mar07 061124 1426.00 1456.00 1419.00 1439.00 +15.00 2,752 35,613 +0
May07 061124 1440.00 1460.00 1430.00 1448.00 +13.00 487 11,492 +0
Jul07 061124 1436.00 1446.00 1432.00 1446.00 +13.00 380 4,793 +0
Sep07 061124 1430.00 1455.00 1430.00 1440.00 +13.00 343 5,573 +0
Total Volume and Open Interest 11,573 112,756 +0
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061124 344.00 347.00 342.50 345.90 +1.90 3,862 29,617 +0
May07 061124 344.00 346.20 342.50 346.20 +2.20 878 10,789 +0
Aug07 061124 341.00 343.10 340.40 343.10 +2.10 252 5,226 +0
Oct07 061124 336.40 338.80 336.40 338.80 +2.40 129 2,821 +0
Total Volume and Open Interest 5,177 51,497 +0
Cotton(NYBOT)
Dec06 061122 47.70 49.50 47.50 47.59 +0.79 12,128 3,039 -6,093
Mar07 061122 52.00 53.00 52.00 52.12 +0.49 13,028 108,011 +848
May07 061122 54.00 54.20 53.30 53.53 +0.48 1,376 16,301 +367
Jul07 061122 55.00 55.10 54.55 54.63 +0.34 297 10,047 +9
Oct07 061122 57.00 57.00 56.50 56.50 +0.40 8 137 -3
Dec07 061122 58.20 58.30 57.65 57.65 +0.60 2,126 15,774 +1,131
Total Volume and Open Interest 28,967 154,878 -3,743
Lumber(CME)
Jan07 061124 261.0 264.3 260.5 263.0 +2.8 318 4,893 +31
Mar07 061124 284.0 286.8 282.3 286.4 +2.2 92 1,051 +42
May07 061124 295.3 296.3 295.0 296.3 -0.4 4 129 +3
Jul07 061124 304.2 305.3 304.1 305.3 +2.2 1 22 -1
Total Volume and Open Interest 415 6,095 +75
Crude Oil(NYM)
Jan07 061124 59.30 60.17 58.66 59.90 +0.66 145,381 319,137 +0
Feb07 061124 60.82 61.63 60.19 61.35 +0.61 47,268 88,212 +0
Mar07 061124 61.72 62.73 61.40 62.37 +0.48 19,925 67,651 +0
Apr07 061124 63.27 63.53 62.90 63.34 +0.52 10,364 46,957 +0
May07 061124 63.44 63.44 63.44 63.44 -0.18 10,095 35,162 +0
Jun07 061124 64.76 65.10 64.63 65.10 +0.78 13,109 73,411 +0
Jul07 061124 64.94 64.94 64.94 64.94 unch 3,542 17,590 +0
Aug07 061124 65.49 65.49 65.49 65.49 unch 1,952 17,578 +0
Sep07 061124 65.98 65.98 65.98 65.98 unch 2,013 25,161 +0
Oct07 061124 66.42 66.42 66.42 66.42 unch 5,026 13,074 +0
Nov07 061124 66.79 66.79 66.79 66.79 unch 1,677 11,581 +0
Dec07 061124 66.91 66.91 66.91 66.91 -0.20 11,378 128,760 +0
Jan08 061124 67.41 67.41 67.41 67.41 unch 1,786 16,612 +0
Feb08 061124 67.65 67.65 67.65 67.65 unch 1,460 11,310 +0
Mar08 061124 67.85 67.85 67.85 67.85 unch 1,225 19,956 +0
Apr08 061124 68.03 68.03 68.03 68.03 unch 1,225 9,345 +0
Total Volume and Open Interest 294,161 1,152,676 +0
Heating Oil(NYM)
Dec06 061124 168.29 170.55 165.85 169.70 +3.05 30,602 30,059 +0
Jan07 061124 173.35 175.62 170.85 174.70 +2.83 37,086 84,876 +0
Feb07 061124 176.00 178.43 174.05 177.54 +2.47 9,969 32,883 +0
Mar07 061124 177.30 179.10 177.30 179.10 +2.88 2,023 15,804 +0
Apr07 061124 175.97 175.97 175.97 175.97 unch 1,250 11,871 +0
May07 061124 175.87 175.87 175.87 175.87 unch 363 6,869 +0
Jun07 061124 176.22 176.22 176.22 176.22 unch 1,415 20,889 +0
Jul07 061124 177.47 177.47 177.47 177.47 unch 23 3,721 +0
Aug07 061124 179.42 179.42 179.42 179.42 unch 6 2,940 +0
Sep07 061124 181.82 181.82 181.82 181.82 unch 37 4,927 +0
Oct07 061124 184.37 184.37 184.37 184.37 unch 3 1,564 +0
Nov07 061124 187.27 187.27 187.27 187.27 unch 2 886 +0
Total Volume and Open Interest 83,782 231,247 +0
Unleaded Gas(NYM)
Dec06 061124 159.00 160.38 157.90 159.90 +1.02 1,728 4,017 +0
Jan07 061124 156.90 159.45 156.90 158.77 +0.04 701 5,030 +0
Total Volume and Open Interest 2,429 9,047 +0
RBOB Gasoline(NYMEX)
Dec06 061124 159.75 161.09 157.70 160.75 +1.08 21,894 19,294 -4,215
Jan07 061124 159.65 161.85 157.70 160.95 +1.18 22,138 53,688 +1,707
Feb07 061124 161.50 163.96 161.00 163.25 +1.03 5,144 8,777 +385
Mar07 061124 166.70 166.70 165.32 165.32 unch 1,028 9,151 +85
Apr07 061124 180.37 180.37 180.37 180.37 unch 785 8,312 +103
May07 061124 183.17 183.17 183.17 183.17 unch 833 8,469 +212
Jun07 061124 185.42 185.42 185.42 185.42 unch 250 4,293 +24
Jul07 061124 186.67 186.67 186.67 186.67 unch 140 2,740 +140
Aug07 061124 186.92 186.92 186.92 186.92 unch 5 1,856 +5
Sep07 061124 186.02 186.02 186.02 186.02 unch 526 6,312 +366
Total Volume and Open Interest 52,778 124,115 -1,167
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061124 159.77 159.77 159.77 159.77 unch      
Feb07 061124 162.22 162.22 162.22 162.22 unch      
Mar07 061124 165.32 165.32 165.32 165.32 unch      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061124 7.799 7.998 7.725 7.956 +0.238 38,677 34,382 +0
Jan07 061124 8.140 8.332 8.100 8.281 +0.182 16,995 93,093 +0
Feb07 061124 8.173 8.335 8.163 8.320 +0.166 6,731 42,101 +0
Mar07 061124 8.065 8.200 8.049 8.200 +0.151 7,638 107,457 +0
Apr07 061124 7.769 7.769 7.769 7.769 unch 7,001 95,720 +0
May07 061124 7.763 7.763 7.763 7.763 unch 4,841 36,026 +0
Jun07 061124 7.833 7.833 7.833 7.833 unch 1,306 12,675 +0
Jul07 061124 7.913 7.913 7.913 7.913 unch 435 13,029 +0
Aug07 061124 7.978 7.978 7.978 7.978 unch 380 14,421 +0
Sep07 061124 8.028 8.028 8.028 8.028 unch 276 14,874 +0
Oct07 061124 8.123 8.123 8.123 8.123 unch 904 39,092 +0
Nov07 061124 8.603 8.603 8.603 8.603 unch 434 23,063 +0
Dec07 061124 9.053 9.053 9.053 9.053 unch 470 34,298 +0
Jan08 061124 9.290 9.290 9.290 9.290 unch 501 27,891 +0
Feb08 061124 9.290 9.290 9.290 9.290 unch 133 15,541 +0
Mar08 061124 9.075 9.075 9.075 9.075 unch 854 36,938 +0
Total Volume and Open Interest 88,649 906,789 +0
Brent Crude Oil(ICE)
Jan07 061124 59.39 60.40 59.12 60.03 +0.68 87,827 142,164 +0
Feb07 061124 60.56 61.47 60.29 61.15 +0.60 43,531 139,683 +0
Mar07 061124 61.69 62.44 61.45 62.18 +0.53 20,530 51,410 +0
Apr07 061124 62.48 63.07 62.26 63.04 +0.49 10,474 29,739 +0
May07 061124 63.30 63.81 63.30 63.81 +0.47 4,739 17,763 +0
Jun07 061124 64.02 64.51 64.02 64.51 +0.47 3,714 37,743 +0
Jul07 061124 65.11 65.11 65.11 65.11 +0.48 192 10,808 +0
Aug07 061124 65.64 65.64 65.64 65.64 +0.48 190 4,197 +0
Sep07 061124 66.08 66.08 66.08 66.08 +0.48 43 11,492 +0
Oct07 061124 66.49 66.49 66.49 66.49 +0.48 126 8,971 +0
Nov07 061124 66.86 66.86 66.86 66.86 +0.49 274 12,416 +0
Dec07 061124 67.20 67.35 66.70 67.19 +0.49 4,781 43,774 +0
Jan08 061124 67.45 67.45 67.45 67.45 +0.46 65 6,923 +0
Feb08 061124 67.68 67.68 67.68 67.68 +0.47 0 1,265 +0
Total Volume and Open Interest 180,140 574,994 +0
Gas Oil(ICE)
Dec06 061124 529.00 537.00 525.50 536.25 +7.00 33,182 56,367 -3,847
Jan07 061124 531.50 540.75 529.75 540.25 +7.00 27,387 68,582 +1,489
Feb07 061124 537.75 547.00 537.00 546.50 +7.00 10,444 38,760 +35
Mar07 061124 544.50 552.25 544.50 552.25 +7.25 2,773 17,509 +303
Apr07 061124 550.25 557.75 550.25 557.50 +7.00 1,472 11,487 +26
May07 061124 562.75 562.75 562.75 562.75 +6.75 816 9,304 +112
Jun07 061124 568.00 568.00 568.00 568.00 +6.50 1,757 32,057 +676
Jul07 061124 574.25 574.25 574.25 574.25 +7.00 240 4,324 +198
Aug07 061124 579.00 579.00 579.00 579.00 +6.25 0 766 +0
Sep07 061124 584.25 584.25 584.25 584.25 +6.25 85 7,470 +70
Total Volume and Open Interest 79,611 291,965 -404
US Dollar Index(NYBOT)
Dec06 061124 84.28 84.34 83.50 83.60 -0.93 468 34,060 +2,663
Mar07 061124 83.65 83.65 83.20 83.27 -0.92 6 2,168 +22
Jun07 061124 82.95 82.95 82.95 82.95 -0.91 0 13 +0
Total Volume and Open Interest 474 36,262 +2,680
Australian Dollar(CME)
Dec06 061124 77.73 77.85 77.71 77.83 +0.29 8,477 110,424 +110,424
Mar07 061124 77.56 77.64 77.47 77.64 +0.29 0 1,018 +1,018
Jun07 061124 77.50 77.50 77.50 77.50 +0.29 0 103 +103
Total Volume and Open Interest 8,477 111,564 +111,564
British Pound(CME)
Dec06 061124 193.19 193.35 193.19 193.25 +1.84 11,865 155,584 +15,898
Mar07 061124 193.39 193.40 193.33 193.33 +1.84 17 1,259 +385
Jun07 061124 193.27 193.27 193.27 193.27 +1.84 0 27 +1
Total Volume and Open Interest 11,882 156,871 +16,284
Canadian Dollar(CME)
Dec06 061124 88.32 88.44 88.19 88.21 +0.55 5,710 127,924 -5,835
Mar07 061124 88.56 88.65 88.46 88.46 +0.55 34 3,467 +54
Jun07 061124 88.73 88.73 88.73 88.73 +0.55 2 604 +12
Sep07 061124 89.12 89.12 89.00 89.00 +0.55 23 316 +15
Total Volume and Open Interest 5,769 132,359 -5,754
Japanese Yen(CME)
Dec06 061124 86.68 86.75 86.56 86.56 +0.67 18,000 216,426 -3,910
Mar07 061124 87.81 87.85 87.55 87.61 +0.67 563 39,081 +1,269
Jun07 061124 88.61 88.61 88.61 88.61 +0.67 0 22 +0
Total Volume and Open Interest 18,563 255,686 -2,641
Swiss Franc(CME)
Dec06 061124 82.84 82.98 82.79 82.85 +1.19 13,865 81,161 -2,631
Mar07 061124 83.54 83.54 83.54 83.54 +1.19 1 456 +54
Jun07 061124 84.17 84.17 84.17 84.17 +1.19 0 36 +0
Total Volume and Open Interest 13,866 81,743 -2,577
EuroFX(CME)
Dec06 061124 130.90 131.18 130.89 131.04 +1.61 8,345 192,049 +18,636
Mar07 061124 131.50 131.59 131.47 131.59 +1.63 478 5,513 +468
Jun07 061124 132.02 132.02 132.02 132.02 +1.63 0 93 -2
Total Volume and Open Interest 8,823 197,795 +19,103
Mexican Peso(CME)
Dec06 061124 9060.0 9080.0 9045.0 9067.0 -38.0 4,040 73,935 +610
Jan07 061124 9055.0 9055.0 9055.0 9055.0 -37.0      
Total Volume and Open Interest 4,040 77,170 +621
30-Year T-Bonds(CBOT)
Dec06 061124 113~06 113~27 113~06 113~14 +0~07 237,311 686,459 +14,946
Mar07 061124 113~09 113~27 113~09 113~15 +0~08 43,838 136,488 +28,391
Jun07 061124 113~15 113~21 113~10 113~12 +0~08 15 28 -5
Total Volume and Open Interest 281,164 822,981 +43,332
10-Year T-Notes(CBOT)
Dec06 061124 108~130 108~225 108~115 108~160 +0~025 608,806 1,921,853 +34,948
Mar07 061124 108~160 108~270 108~160 108~200 +0~025 127,124 482,949 +75,814
Total Volume and Open Interest 735,932 2,407,207 +110,762
5-Year T-Notes(CBOT)
Dec06 061124 105~200 105~225 105~190 105~195 +0~020 257,045 0 +0
Mar07 061124 105~265 105~270 105~245 105~245 +0~020 64,323 0 +0
Total Volume and Open Interest 321,368    
2 Year T-Notes(CBOT)
Dec06 061124 102~014 102~017 102~014 102~016 +0~006 15,447 569,714 -22,027
Mar07 061124 102~045 102~045 102~044 102~044 +0~006 20,502 184,640 +44,076
Total Volume and Open Interest 35,949 754,354 +22,049
Eurodollars(CME)
Dec06 061124 94.635 94.637 94.632 94.635 +0.005 10,370 1,296,212 -3,520
Mar07 061124 94.760 94.775 94.760 94.760 +0.010 19,778 1,381,676 +1,076
Jun07 061124 94.925 94.945 94.925 94.930 +0.015 24,793 1,285,573 +76
Sep07 061124 95.100 95.125 95.100 95.105 +0.020 11,417 1,222,932 +8,722
Dec07 061124 95.225 95.245 95.225 95.230 +0.020 19,708 1,291,293 +8,496
Mar08 061124 95.305 95.315 95.290 95.295 +0.025 31,027 815,938 +1,710
Jun08 061124 95.320 95.325 95.310 95.310 +0.030 24,534 614,259 +14,579
Sep08 061124 95.320 95.330 95.305 95.305 +0.025 21,437 483,928 +705
Dec08 061124 95.310 95.310 95.290 95.290 +0.020 8,048 370,009 +3,024
Mar09 061124 95.290 95.290 95.270 95.270 +0.020 12,575 349,054 -5,354
Jun09 061124 95.260 95.265 95.245 95.245 +0.020 4,899 234,198 -1,881
Sep09 061124 95.235 95.240 95.220 95.220 +0.020 5,744 162,344 -1,365
Dec09 061124 95.200 95.200 95.185 95.185 +0.020 1,916 135,941 +1,953
Mar10 061124 95.175 95.185 95.165 95.165 +0.020 3,423 122,503 +342
Jun10 061124 95.145 95.145 95.135 95.135 +0.020 1,636 105,348 +918
Sep10 061124 95.125 95.125 95.110 95.110 +0.020 2,888 86,021 +1,093
Dec10 061124 95.080 95.090 95.070 95.070 +0.020 1,414 106,962 +102
Mar11 061124 95.060 95.060 95.050 95.050 +0.015 1,452 63,277 -392
Total Volume and Open Interest 216,431 10,358,010 +30,687
3-Mth Euro-Yen(CME)
Dec06 061124 99.45 99.45 99.45 99.45 +0.02 1,621 20,827 +1,001
Mar07 061124 99.31 99.31 99.31 99.31 +0.02 320 11,272 +226
Jun07 061124 99.19 99.19 99.19 99.19 +0.02 300 7,745 -396
Sep07 061124 99.06 99.06 99.06 99.06 +0.01 265 3,127 -131
Dec07 061124 98.97 98.97 98.97 98.97 +0.02 0 6,693 -20
Mar08 061124 98.88 98.88 98.88 98.88 +0.01 0 3,568 +0
Jun08 061124 98.79 98.79 98.79 98.79 +0.01 0 501 -232
Sep08 061124 98.72 98.72 98.72 98.72 +0.01 0 1 +0
Dec08 061124 98.63 98.63 98.63 98.63 +0.03 0 6 +0
Mar09 061124 98.53 98.53 98.53 98.53 +0.03      
Total Volume and Open Interest 2,506 53,740 +448
3-Mth Euro-Yen(SIMEX)
Dec06 061124 99.43 99.45 99.43 99.45 +0.02 869 79,876 +0
Mar07 061124 99.29 99.31 99.29 99.30 +0.01 223 77,462 +0
Jun07 061124 99.17 99.19 99.16 99.18 +0.02 304 40,143 +0
Sep07 061124 99.04 99.07 99.04 99.06 +0.02 103 32,564 +0
Dec07 061124 98.93 98.97 98.93 98.96 +0.02 11 43,386 +0
Mar08 061124 98.84 98.87 98.84 98.87 +0.02 0 29,976 +0
Jun08 061124 98.79 98.79 98.79 98.79 +0.02 0 8,197 +0
Sep08 061124 98.71 98.71 98.71 98.71 +0.02 0 1,491 +0
Total Volume and Open Interest 1,510 314,663 +0
German Euro-Bund(EUREX)
Dec06 061124 118.09 118.49 117.98 118.46 +0.49 821,715 1,568,894 -34,172
Mar07 061124 118.23 118.65 118.16 118.64 +0.50 23,628 94,781 +17,238
Jun07 061124 118.15 118.27 118.13 118.24 +0.47 801 630 -2,549
Total Volume and Open Interest 846,144 1,664,305 -19,483
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061124 109.93 110.21 109.93 110.20 +0.29 4,589 38,791 +4,039
Jun07 061124 109.53 109.53 109.53 109.53 +0.28 330 0 +0
Total Volume and Open Interest 439,484 1,049,056 -8,417
Long Gilt(LIFFE)
Dec06 061124 109~19 110~02 109~16 109~29 +0~06 55,069 297,443 -1,075
Mar07 061124 109~18 109~29 109~13 109~26 +0~12 1,635 9,672 +0
Total Volume and Open Interest 56,704 307,143 +0
3-Mth Short Sterling(LIFFE)
Dec06 061124 94.73 94.73 94.73 94.73 unch 22,676 424,859 +0
Mar07 061124 94.67 94.67 94.67 94.67 +0.01 92,545 407,631 +0
Jun07 061124 94.67 94.67 94.67 94.67 +0.02 68,394 438,873 +0
Total Volume and Open Interest 287,875 2,304,965 +0
3-Mth Euribor(LIFFE)
Dec06 061124 96.305 96.315 96.295 96.310 +0.005 70,930 731,590 -3,763
Mar07 061124 96.155 96.180 96.145 96.175 +0.020 123,495 810,546 -11,891
Jun07 061124 96.095 96.135 96.080 96.130 +0.035 108,441 658,981 +3,180
Total Volume and Open Interest 625,725 3,871,011 +9,930
3-Mth Aus T-Bills(SFE)
Dec06 061124 93.62 93.62 93.61 93.62 unch 11,859 112,952 -6,358
Mar07 061124 93.58 93.59 93.57 93.58 unch 58,997 315,398 +12,926
Jun07 061124 93.58 93.59 93.57 93.59 unch 18,697 146,182 -216
Sep07 061124 93.62 93.63 93.62 93.63 unch 8,407 61,780 -1,728
Dec07 061124 93.66 93.67 93.65 93.67 unch 2,078 36,959 -1,320
Mar08 061124 93.70 93.70 93.70 93.70 -0.01 699 22,092 +241
Jun08 061124 93.73 93.73 93.73 93.73 unch 1,134 17,702 +459
Sep08 061124 93.76 93.76 93.76 93.76 unch 519 10,623 +158
Dec08 061124 93.77 93.78 93.77 93.78 unch 20 5,185 +10
Mar09 061124 93.79 93.79 93.79 93.79 unch 0 1,457 +0
Total Volume and Open Interest 102,410 732,125 +4,172
10-Year Aus T-Bonds(SFE)
Dec06 061124 94.42 94.44 94.42 94.43 unch 24,969 502,610 -10,963
Mar07 061124 94.43 94.43 94.43 94.43 unch      
Total Volume and Open Interest 24,969 502,610 -10,963
3-Year Aus T-Bonds(SFE)
Dec06 061124 94.15 94.17 94.14 94.17 +0.01 56,512 661,202 +9,946
Mar07 061124 94.17 94.17 94.17 94.17 +0.01      
Total Volume and Open Interest 56,512 661,202 +9,946
Gold(CMX)
Dec06 061124 629.9 640.5 629.0 638.6 +9.6 45,648 116,353 +0
Feb07 061124 636.3 646.9 635.4 645.5 +10.1 27,793 118,773 +0
Apr07 061124 643.3 652.3 641.5 651.8 +10.3 260 16,799 +0
Jun07 061124 648.4 658.5 647.6 657.9 +10.3 797 22,449 +0
Aug07 061124 662.8 662.8 653.6 653.6 unch 17 2,073 +0
Oct07 061122 659.4 659.4 659.4 659.4 +0.3 0 13,492 +0
Dec07 061124 667.6 675.9 665.3 675.6 +10.3 809 36,314 +0
Feb08 061124 671.1 671.1 671.1 671.1 unch 0 2,200 +0
Apr08 061124 676.7 676.7 676.7 676.7 unch 0 1,489 +0
Jun08 061124 682.4 682.4 682.4 682.4 unch 0 3,520 +0
Aug08 061124 688.0 688.0 688.0 688.0 unch 0 220 +0
Total Volume and Open Interest 75,324 355,430 +0
Silver(CMX)
Dec06 061124 1311.0 1349.5 1304.0 1347.0 +43.0 18,970 40,332 +0
Mar07 061124 1326.5 1368.0 1322.8 1366.5 +43.7 10,992 45,118 +0
May07 061124 1345.0 1345.0 1335.0 1335.0 unch 60 3,954 +0
Jul07 061124 1364.0 1388.5 1347.2 1347.2 unch 156 9,085 +0
Sep07 061124 1400.0 1400.0 1359.7 1359.7 unch 1 2,287 +0
Dec07 061124 1415.5 1415.5 1373.5 1373.5 unch 840 9,939 +0
Mar08 061124 1424.0 1424.0 1383.5 1383.5 unch 1 110 +0
Total Volume and Open Interest 31,433 116,375 +0
Platinum(NYM)
Jan07 061124 1174.0 1194.5 1156.0 1188.0 +34.0 3,315 7,461 +0
Apr07 061124 1182.0 1198.0 1182.0 1188.0 +30.0 45 109 +0
Jul07 061124 1163.0 1163.0 1163.0 1163.0 unch 7 10 +3
Oct07 061124 1168.0 1168.0 1168.0 1168.0 unch      
Total Volume and Open Interest 3,367 7,580 +0
Palladium(NYME)
Dec06 061124 324.50 330.95 321.10 330.95 +4.95 2,361 7,765 +0
Mar07 061124 331.50 336.50 329.05 336.50 +5.00 1,328 4,864 +0
Jun07 061124 336.50 336.50 336.50 336.50 unch 0 30 +0
Total Volume and Open Interest 3,690 12,661 +0
Copper(CMX)
Dec06 061124 311.40 322.50 310.80 322.40 +11.30 10,168 15,971 +0
Mar07 061124 313.85 324.50 313.30 324.00 +10.40 9,287 42,607 +0
May07 061124 313.10 313.10 313.10 313.10 unch 225 4,168 +0
Jul07 061124 319.50 319.50 311.70 311.70 unch 35 1,548 +0
Sep07 061124 309.80 309.80 309.80 309.80 unch 95 1,096 +0
Total Volume and Open Interest 20,781 73,218 +0
Aluminum(CMX)
Nov06 061122 119.00 119.00 119.00 119.00 -1.00 6 7 -5
Dec06 061122 122.00 122.00 120.00 120.00 -1.00 6 654 +6
Jan07 061122 123.50 123.50 120.25 120.25 -0.75 0 100 +0
Feb07 061122 125.00 125.00 119.50 119.50 -0.95 0 40 +0
Mar07 061122 118.90 118.90 118.90 118.90 -0.95 0 40 +0
Apr07 061122 118.30 118.30 118.30 118.30 -0.90 0 40 +0
Total Volume and Open Interest 13 1,265 +2
DJIA Index(CBOT)
Dec06 061124 12292 12340 12283 12301 -53 3,624 61,359 -64
Mar07 061124 12381 12430 12375 12391 -52 27 408 -8
Jun07 061124 12471 12471 12471 12471 -53 0 5 +5
Sep07 061124 12556 12556 12556 12556 -53 0 3 +0
Total Volume and Open Interest 3,651 61,775 -67
S & P 500(CME)
Dec06 061124 1401.60 1407.80 1401.30 1402.90 -5.50 20,330 583,596 -3,346
Mar07 061124 1418.50 1418.50 1414.90 1414.90 -5.60 3,988 57,233 +2,603
Jun07 061124 1427.00 1427.00 1427.00 1427.00 -5.80 380 4,879 -25
Sep07 061124 1440.20 1440.20 1440.20 1440.20 -5.80 0 3,880 +0
Total Volume and Open Interest 24,698 649,897 -768
S & P 500 E-Mini(Globex)
Dec06 061124 1408.50 1408.75 1400.00 1403.00 -5.50 590,684 1,742,254 -1,609
Mar07 061124 1420.00 1420.00 1412.25 1415.00 -5.50 12,048 52,784 +11,068
Total Volume and Open Interest 602,732 1,795,038 +9,459
NASDAQ 100(CME)
Dec06 061124 1810.00 1830.00 1810.00 1820.30 -4.00 5,189 73,194 -122
Mar07 061124 1840.00 1842.00 1840.00 1842.00 -4.00 1 88 +0
Jun07 061124 1860.00 1860.00 1860.00 1860.00 -4.00 0 10 +0
Total Volume and Open Interest 5,190 73,292 -122
NASDAQ 100 E-Mini(Globex)
Dec06 061124 1824.50 1829.30 1805.30 1820.30 -4.00 202,185 545,140 +3,968
Mar07 061124 1843.80 1850.80 1829.00 1842.00 -4.00 510 1,692 +231
Total Volume and Open Interest 202,695 546,832 +4,199
S & P Midcap 400(CME)
Dec06 061124 811.50 814.25 809.90 811.60 -2.70 123 10,470 +59
Mar07 061124 819.10 819.10 819.10 819.10 -2.20      
Jun07 061124 826.10 826.10 826.10 826.10 -2.20      
Total Volume and Open Interest 123 10,470 +59
Russell 2000(CME)
Dec06 061124 790.50 796.50 789.00 791.80 -3.80 733 40,335 +98
Mar07 061124 798.30 798.30 798.30 798.30 -3.80 0 37 +0
Jun07 061124 804.80 804.80 804.80 804.80 -3.80      
Total Volume and Open Interest 733 40,380 +98
Russell 2000 E-Mini(Globex)
Dec06 061124 796.00 796.50 788.40 791.80 -3.80 89,246 403,923 +332
Mar07 061124 802.00 803.30 795.20 798.30 -3.80 270 2,345 -49
Total Volume and Open Interest 89,516 406,268 +283
Value Line(KCBT)
Dec06 061124 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 061124 15800 15805 15635 15725 -130 57,148 265,273 +1,211
Mar07 061124 15780 15790 15655 15740 -180 100 241 -3
Jun07 061124 15680 15680 15680 15680 -185 0 41 +0
Total Volume and Open Interest 57,248 265,755 +1,208
CAC 40(EURONEXT)
Nov06 061117 5483.5 5489.5 5421.0 5434.5 -61.5 143,545 377,594 -108,395
Dec06 061124 5418.5 5427.0 5358.5 5397.5 -31.5 93,874 449,145 +0
Jan07 061124 5436.5 5438.0 5376.5 5414.5 -31.5 666 1,834 +0
Total Volume and Open Interest 94,634 452,913 +0
Hang Seng Index(HKFE)
Nov06 061124 19155 19288 19153 19220 -45 46,799 121,937 -724
Dec06 061124 19198 19338 19198 19270 -43 10,036 24,047 +8,457
Total Volume and Open Interest 56,904 147,075 +7,765
DAX(EUREX)
Dec06 061124 6480.0 6484.5 6379.5 6427.5 -61.5 123,867 273,816 +0
Mar07 061124 6542.0 6542.5 6440.0 6487.0 -62.5 2,826 12,942 +0
Jun07 061124 6600.0 6600.5 6508.0 6549.0 -64.0 1,640 4,282 +0
Total Volume and Open Interest 128,333 291,040 +0
FT-SE 100(EURONEXT)
Dec06 061124 6145.00 6153.00 6081.00 6138.50 -21.50 76,314 512,538 +0
Mar07 061124 6154.50 6158.00 6100.50 6158.00 -22.00 3,195 9,848 +0
Jun07 061124 6163.50 6178.00 6163.50 6178.00 -22.00 3,000 6,571 +0
Total Volume and Open Interest 82,509 529,473 +0
SPI 200(SFE)
Dec06 061124 5460.0 5466.0 5435.0 5446.0 -34.0 19,356 304,427 +7,145
Mar07 061124 5459.0 5466.0 5446.0 5452.0 -35.0 251 4,182 +183
Jun07 061124 5488.0 5488.0 5488.0 5488.0 -34.0 33 4,056 -198
Total Volume and Open Interest 19,646 316,420 +7,063
GSCI(CME)
Dec06 061124 443.80 446.20 443.80 444.90 +7.30 278 21,997 +25
Jan07 061124 449.00 449.00 449.00 449.00 +5.00      
Feb07 061124 452.00 452.00 452.00 452.00 +5.00      
Total Volume and Open Interest 278 21,997 +25
Reuters CRB Index(NYBOT)
Jan07 061122 399.50 399.50 397.25 397.25 -2.00 11 536 +1
Feb07 061122 398.50 398.50 397.25 397.25 -2.00 0 6 +0
Apr07 061122 399.25 399.25 399.25 399.25 -2.00 0 412 +0
Total Volume and Open Interest 11 954 +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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