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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu November 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061130 689.00 689.00 678.50 685.50 +3.25 24,483 209,779 +872
Mar07 061130 701.50 702.00 691.50 700.25 +4.25 7,086 72,723 +1,440
May07 061130 709.50 710.00 700.50 707.75 +3.75 1,781 36,477 +109
Jul07 061130 719.50 719.50 708.50 716.00 +3.00 1,687 31,928 +276
Aug07 061130 719.00 720.00 716.00 720.00 +3.50 115 1,211 +7
Sep07 061130 720.00 720.00 720.00 720.00 +2.00 1 474 +1
Nov07 061130 733.50 733.50 723.00 731.00 +3.50 2,558 51,997 +1,023
Total Volume and Open Interest 37,900 414,338 +3,774
Soybean Meal(CBOT)
Dec06 061130 193.80 194.20 191.30 193.40 -0.20 14,813 14,407 -2,861
Jan07 061130 196.80 196.80 194.00 196.00 -0.10 15,937 61,074 +3,068
Mar07 061130 200.00 200.00 197.30 199.40 unch 5,502 49,067 -230
May07 061130 201.50 202.00 199.80 201.70 +0.20 1,435 30,990 +198
Jul07 061130 203.70 204.50 201.90 203.60 +0.10 1,260 33,674 +44
Aug07 061130 205.00 205.50 203.20 204.70 +0.20 591 9,220 +247
Sep07 061130 206.30 206.80 204.50 205.90 +0.10 184 6,203 +187
Oct07 061130 207.50 207.50 205.10 206.40 +0.40 28 2,548 +6
Total Volume and Open Interest 40,339 218,225 +640
Soybean Oil(CBOT)
Dec06 061130 29.18 29.37 29.02 29.18 +0.20 12,080 13,575 -3,012
Jan07 061130 29.60 29.83 29.46 29.62 +0.22 16,703 125,818 +1,952
Mar07 061130 30.02 30.25 29.92 30.07 +0.25 5,941 56,461 +1,628
May07 061130 30.40 30.52 30.15 30.39 +0.26 1,701 38,984 -94
Jul07 061130 30.65 30.86 30.55 30.72 +0.28 2,480 25,192 -395
Aug07 061130 30.60 30.91 30.60 30.80 +0.30 141 5,335 +71
Sep07 061130 30.85 31.00 30.70 30.83 +0.28 84 2,571 -31
Oct07 061130 30.95 31.05 30.80 30.87 +0.27 51 3,139 -42
Total Volume and Open Interest 39,911 292,566 +102
Canola(WCE)
Jan07 061130 368.1 373.8 367.3 372.1 +2.4 5,728 57,290 -2,260
Mar07 061130 379.5 382.9 378.5 381.3 +2.1 3,477 11,598 -334
May07 061130 384.7 388.4 384.7 386.7 +2.0 358 4,273 +194
Jul07 061130 390.0 393.4 388.2 390.8 +1.0 307 8,572 +35
Total Volume and Open Interest 11,640 94,073 -1,919
Corn(CBOT)
Dec06 061130 375.50 378.00 365.50 377.00 +6.75 42,761 51,032 -23,209
Mar07 061130 391.00 393.00 378.00 390.50 +5.25 66,254 619,154 +15,241
May07 061130 396.50 397.00 381.00 393.75 +3.75 7,802 93,483 +716
Jul07 061130 398.00 400.00 386.00 398.00 +4.75 18,473 204,212 +2,767
Sep07 061130 375.50 376.50 366.00 375.50 +3.50 1,226 39,307 +295
Dec07 061130 364.00 365.00 354.00 362.00 +1.25 13,510 276,399 +1,900
Total Volume and Open Interest 152,884 1,395,700 -1,260
Wheat(CBOT)
Dec06 061130 494.00 505.00 494.00 502.00 +11.50 9,168 9,276 -4,615
Mar07 061130 515.00 525.50 514.50 521.50 +10.00 18,857 236,456 +4,398
May07 061130 520.50 529.00 520.00 526.00 +10.00 1,011 16,731 +69
Jul07 061130 494.00 506.00 494.00 505.00 +11.00 4,516 72,835 -319
Sep07 061130 500.00 506.50 497.00 504.00 +9.00 61 3,830 -46
Total Volume and Open Interest 35,732 416,550 -18
Wheat(KCBT)
Dec06 061130 529.00 536.50 528.00 534.00 +11.75 4,662 2,345 -958
Mar07 061130 548.00 552.50 542.00 550.25 +8.75 9,282 73,787 +2,127
May07 061130 549.00 552.00 543.00 546.50 +6.50 99 3,263 +46
Jul07 061130 513.00 519.50 512.00 516.75 +6.75 1,587 28,354 +215
Sep07 061130 510.00 517.00 510.00 514.00 +7.00 110 3,550 +29
Total Volume and Open Interest 16,086 120,407 +1,587
Wheat(MGE)
Dec06 061130 502.00 513.00 502.00 509.25 +10.25 3,042 1,124 -693
Mar07 061130 526.00 531.50 523.00 530.00 +9.00 4,162 31,448 +759
May07 061130 534.00 536.00 532.00 536.00 +7.00 300 2,042 -92
Jul07 061130 526.00 532.00 525.00 532.00 +10.00 75 1,098 +2
Sep07 061130 510.00 519.00 508.00 517.75 +10.75 179 3,692 +69
Total Volume and Open Interest 7,869 47,482 +63
Oats(CBOT)
Dec06 061130 250.25 257.50 250.25 256.75 +6.75 961 674 -380
Mar07 061130 263.00 270.25 263.00 269.00 +5.00 1,347 9,957 +28
May07 061130 272.50 275.00 271.00 273.00 +3.00 375 470 +108
Jul07 061130 272.00 275.50 272.00 274.00 unch 55 388 +29
Total Volume and Open Interest 2,957 13,611 -90
Rough Rice(CBOT)
Jan07 061130 9.88 10.00 9.88 9.98 +0.10 1,242 7,951 -569
Mar07 061130 10.17 10.30 10.17 10.28 +0.14 1,127 4,317 +789
May07 061130 10.50 10.53 10.50 10.50 +0.08 11 1,124 +5
Jul07 061130 10.60 10.60 10.58 10.58 +0.07 7 676 +5
Total Volume and Open Interest 2,443 15,201 +255
Live Cattle(CME)
Dec06 061130 85.500 85.900 85.200 85.700 +0.500 9,462 26,905 -2,765
Feb07 061130 88.750 89.250 88.400 89.100 +0.700 14,842 123,010 +2,304
Apr07 061130 89.625 90.450 89.550 90.300 +0.675 8,263 37,710 +2,071
Jun07 061130 87.200 87.400 87.025 87.250 +0.100 1,187 17,440 +24
Aug07 061130 86.275 86.550 86.150 86.325 +0.125 1,663 9,085 +331
Oct07 061130 88.925 89.225 88.800 89.000 +0.075 336 4,604 +174
Total Volume and Open Interest 35,826 221,715 +2,189
Feeder Cattle(CME)
Jan07 061130 97.050 97.950 96.750 97.875 -0.075 1,649 13,428 -327
Mar07 061130 96.200 97.000 95.800 96.900 -0.100 1,461 5,403 +293
Apr07 061130 96.900 97.350 96.425 97.250 -0.150 430 2,242 +24
May07 061130 97.250 98.000 97.000 97.800 -0.200 203 3,280 -17
Aug07 061130 100.250 100.850 99.900 100.850 unch 21 995 -2
Sep07 061130 100.000 100.800 100.000 100.550 +0.250 9 874 -1
Oct07 061130 99.625 100.300 99.625 100.300 -0.100 4 48 +2
Total Volume and Open Interest 3,777 26,270 -28
Lean Hogs(CME)
Dec06 061130 61.500 61.750 61.050 61.675 +0.425 5,217 14,846 -1,023
Feb07 061130 64.750 65.600 64.750 65.175 +0.475 9,653 97,996 -64
Apr07 061130 67.600 68.500 67.600 68.300 +0.725 3,628 35,281 +1,570
May07 061130 72.600 73.200 72.400 73.200 +0.675 73 2,810 +18
Jun07 061130 74.050 74.950 73.950 74.850 +0.825 857 19,151 +16
Jul07 061130 72.250 73.200 72.250 73.100 +1.025 181 5,185 +58
Aug07 061130 70.950 71.900 70.950 71.800 +0.800 136 4,305 +50
Oct07 061130 64.925 65.950 64.925 65.950 +0.850 175 4,133 +94
Total Volume and Open Interest 20,181 185,320 +868
Pork Bellies(CME)
Feb07 061130 90.950 91.950 90.600 91.525 +0.575 185 847 -17
Mar07 061130 91.500 91.950 91.300 91.300 +0.400 6 69 -5
May07 061130 90.700 90.700 90.700 90.700 unch 6 79 +5
Jul07 061130 92.600 92.600 92.600 92.600 unch 5 88 +0
Aug07 061130 93.250 93.250 93.250 93.250 unch 0 5 +0
Total Volume and Open Interest 202 1,088 -17
Class III Milk(CME)
Nov06 061130 12.85 12.85 12.85 12.85 unch 8 3,365 -6
Dec06 061130 13.55 13.55 13.50 13.53 -0.06 53 4,197 -4
Jan07 061130 13.40 13.40 13.20 13.23 -0.14 106 2,679 +26
Feb07 061130 13.35 13.37 13.20 13.23 -0.10 79 2,404 +42
Mar07 061130 13.40 13.40 13.28 13.30 -0.10 100 2,233 +3
Total Volume and Open Interest 451 28,933 +66
Cocoa(NYBOT)
Dec06 061130 1483 1483 1483 1483 +18 10 34 -30
Mar07 061130 1532 1560 1531 1557 +34 7,424 74,638 -148
May07 061130 1562 1583 1556 1580 +33 340 15,675 +114
Jul07 061130 1586 1600 1585 1600 +32 863 9,489 +710
Sep07 061130 1622 1622 1622 1622 +32 11 14,223 +10
Dec07 061130 1635 1647 1635 1647 +30 655 11,408 +62
Mar08 061130 1676 1676 1676 1676 +32 89 3,519 +0
Total Volume and Open Interest 9,392 132,708 +718
Coffee "C"(NYBOT)
Dec06 061130 119.00 120.50 118.75 119.70 +1.15 230 913 -36
Mar07 061130 123.75 125.40 123.30 124.30 +1.00 14,743 87,848 +1,475
May07 061130 126.00 128.10 126.00 127.15 +1.00 2,273 11,661 +872
Jul07 061130 129.00 130.50 128.90 129.90 +1.05 346 4,465 -21
Sep07 061130 132.30 133.00 132.30 132.55 +1.20 334 2,571 +22
Dec07 061130 134.40 136.50 134.40 135.65 +1.15 230 2,034 +32
Total Volume and Open Interest 18,421 116,874 +2,305
Orange Juice(NYBOT)
Jan07 061130 201.20 203.25 200.00 202.85 +3.15 1,192 19,249 +48
Mar07 061130 200.60 203.50 200.60 203.20 +2.90 416 7,744 +153
May07 061130 200.00 202.00 200.00 202.00 +2.60 15 1,747 +10
Jul07 061130 201.40 201.40 201.40 201.40 +2.50 0 473 +0
Sep07 061130 200.80 200.80 200.80 200.80 +2.40 0 205 +0
Total Volume and Open Interest 1,623 30,371 +211
Sugar #11(NYBOT)
Mar07 061130 12.42 12.57 12.35 12.37 +0.01 45,425 260,490 +4,689
May07 061130 12.35 12.39 12.25 12.26 -0.01 16,370 79,554 -584
Jul07 061130 12.08 12.09 11.95 11.98 -0.05 10,495 73,819 +1,462
Oct07 061130 12.10 12.10 12.04 12.08 -0.01 3,628 51,019 +509
Mar08 061130 12.40 12.55 12.39 12.48 +0.09 1,578 38,014 +439
Total Volume and Open Interest 78,125 530,845 +6,808
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061130 19.80 19.95 19.80 19.85 +0.09 910 745 -479
Mar07 061130 19.70 19.75 19.63 19.75 +0.05 133 3,226 +25
May07 061130 19.75 19.78 19.65 19.78 +0.05 12 2,493 +8
Jul07 061130 19.95 19.95 19.95 19.95 +0.05 5 2,161 +0
Total Volume and Open Interest 1,074 11,808 -437
London Cocoa(LCE)
Dec06 061130 808 825 807 824 +15 2,435 61,024 -824
Mar07 061130 834 850 831 849 +15 4,583 62,045 -277
May07 061130 845 860 843 859 +14 558 25,718 +132
Jul07 061130 857 871 855 871 +14 817 21,724 +71
Sep07 061130 867 881 867 881 +13 539 14,409 +150
Dec07 061130 878 891 878 891 +12 921 14,603 +89
Mar08 061130 898 903 897 903 +11 81 6,245 +30
Total Volume and Open Interest 9,934 207,533 -629
London Coffee(LCE)
Nov06 061130 1420.00 1442.00 1405.00 1442.00 unch 214 224 -128
Jan07 061130 1430.00 1437.00 1419.00 1437.00 -10.00 6,718 42,710 -2,544
Mar07 061130 1442.00 1450.00 1431.00 1449.00 -11.00 3,542 37,527 +605
May07 061130 1454.00 1461.00 1444.00 1460.00 -11.00 504 12,473 +281
Jul07 061130 1441.00 1454.00 1441.00 1454.00 -12.00 66 4,959 -4
Sep07 061130 1441.00 1448.00 1438.00 1448.00 -11.00 37 5,774 +19
Total Volume and Open Interest 11,146 107,473 -1,724
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061130 370.50 377.00 368.00 369.40 -0.50 5,810 28,483 -238
May07 061130 368.00 374.00 365.50 366.60 -0.60 647 11,082 +101
Aug07 061130 363.00 365.50 358.60 359.90 -0.70 577 5,495 +70
Oct07 061130 358.70 358.70 355.00 355.00 -0.60 9 2,824 +0
Total Volume and Open Interest 7,259 51,049 +40
Cotton(NYBOT)
Dec06 061130 48.75 49.25 48.50 48.90 +1.12 67 940 -309
Mar07 061130 52.60 53.70 52.56 53.50 +1.11 6,468 111,955 +767
May07 061130 54.00 54.90 53.95 54.75 +1.00 1,263 17,903 +474
Jul07 061130 55.20 56.00 55.15 55.80 +0.90 385 10,278 +168
Oct07 061130 58.00 58.00 58.00 58.00 +0.95 46 165 +25
Dec07 061130 58.45 59.20 58.29 59.18 +0.98 903 17,019 +430
Total Volume and Open Interest 9,213 159,808 +1,534
Lumber(CME)
Jan07 061130 262.5 267.5 262.5 266.6 +3.1 306 4,886 -22
Mar07 061130 287.5 288.9 285.0 288.7 +1.2 225 1,227 +50
May07 061130 294.9 298.7 294.9 298.7 +1.2 25 132 +9
Jul07 061130 306.3 307.5 304.5 306.9 +2.2 2 38 +0
Total Volume and Open Interest 558 6,284 +37
Crude Oil(NYM)
Jan07 061130 62.95 63.75 62.70 63.13 +0.67 215,398 315,390 +3,644
Feb07 061130 64.25 65.30 64.10 64.62 +0.80 67,673 108,277 +4,639
Mar07 061130 65.23 65.75 65.15 65.56 +0.83 26,399 79,543 +3,599
Apr07 061130 65.70 66.60 65.70 66.27 +0.81 12,810 51,176 +2,988
May07 061130 66.50 66.88 66.50 66.88 +0.78 7,736 37,598 -186
Jun07 061130 67.00 67.75 66.90 67.41 +0.75 10,356 72,428 +836
Jul07 061130 67.85 67.85 67.85 67.85 +0.69 1,293 17,267 +207
Aug07 061130 68.25 68.25 68.25 68.25 +0.64 1,751 16,107 +320
Sep07 061130 68.58 68.58 68.58 68.58 +0.58 1,554 24,076 -714
Oct07 061130 68.87 68.87 68.87 68.87 +0.52 3,667 19,267 +959
Nov07 061130 69.12 69.12 69.12 69.12 +0.48 654 11,916 +103
Dec07 061130 69.05 69.40 69.00 69.34 +0.46 27,495 132,917 +9,579
Jan08 061130 69.54 69.54 69.54 69.54 +0.45 1,052 19,700 +667
Feb08 061130 69.70 69.70 69.70 69.70 +0.44 1,023 11,455 +586
Mar08 061130 69.81 69.81 69.81 69.81 +0.42 408 20,475 -7
Apr08 061130 69.89 69.89 69.89 69.89 +0.41 430 9,271 +246
Total Volume and Open Interest 394,865 1,201,825 +29,370
Heating Oil(NYM)
Dec06 061130 181.90 182.60 180.25 181.33 +1.80 17,743 8,408 -5,238
Jan07 061130 185.80 187.25 184.15 185.00 +1.47 43,776 96,557 +4,149
Feb07 061130 188.80 189.60 187.05 187.70 +1.57 8,674 36,993 +808
Mar07 061130 189.50 190.20 188.25 188.75 +1.67 3,038 17,217 +422
Apr07 061130 189.00 189.00 187.75 187.85 +1.72 3,507 13,948 +757
May07 061130 187.25 188.20 186.80 187.20 +1.77 1,150 6,988 -46
Jun07 061130 187.00 188.30 187.00 187.30 +1.77 1,660 21,530 +113
Jul07 061130 188.30 189.00 188.15 188.15 +1.62 73 3,817 +25
Aug07 061130 190.50 190.50 189.75 189.80 +1.52 171 2,831 +109
Sep07 061130 192.75 192.75 191.70 191.70 +1.27 13 4,930 -1
Oct07 061130 194.70 194.70 193.85 193.85 +1.12 8 1,570 +1
Nov07 061130 197.25 197.50 196.40 196.40 +1.02 237 1,027 +138
Total Volume and Open Interest 80,893 229,969 +1,193
Unleaded Gas(NYM)
Dec06 061130 167.50 220.00 165.50 181.91 +14.85 1,472 624 -777
Jan07 061130 168.00 169.50 164.50 166.85 +0.29 1,137 5,531 +294
Total Volume and Open Interest 2,609 6,155 -483
RBOB Gasoline(NYMEX)
Dec06 061130 170.00 171.25 167.60 171.00 +0.65 17,118 9,321 -3,469
Jan07 061130 169.50 171.20 168.35 169.60 +0.15 19,674 58,404 +1,472
Feb07 061130 171.50 173.48 170.39 171.30 +0.31 5,096 10,818 +582
Mar07 061130 174.50 175.75 173.15 175.25 +1.00 1,497 9,778 +544
Apr07 061130 188.25 189.50 187.75 189.50 +1.00 1,098 8,416 +282
May07 061130 191.45 191.45 190.60 190.60 +0.35 292 8,386 +16
Jun07 061130 193.50 193.50 193.50 193.50 -0.09 265 4,198 +39
Jul07 061130 195.47 195.47 195.47 195.47 +0.78 45 2,756 +0
Aug07 061130 195.57 195.57 195.57 195.57 +0.78 7 1,908 +6
Sep07 061130 194.32 194.32 194.32 194.32 +2.82 156 6,103 -146
Total Volume and Open Interest 45,288 121,321 -664
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061129 163.70 167.90 163.70 167.50 +3.77 0 1 +0
Feb07 061130 172.17 172.17 172.17 172.17 +0.68      
Mar07 061130 175.07 175.07 175.07 175.07 +0.78      
Apr07 061130 189.67 189.67 189.67 189.67 +0.68      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061130 8.830 9.050 8.700 8.844 -0.027 59,169 103,281 +3,097
Feb07 061130 8.860 9.050 8.775 8.894 -0.006 12,015 44,327 +844
Mar07 061130 8.690 8.825 8.630 8.744 +0.014 8,736 107,572 +100
Apr07 061130 8.240 8.320 8.240 8.309 +0.033 7,084 98,697 +744
May07 061130 8.235 8.284 8.215 8.284 +0.043 2,855 36,961 +812
Jun07 061130 8.300 8.344 8.260 8.344 +0.043 838 13,063 +36
Jul07 061130 8.420 8.426 8.420 8.426 +0.045 261 12,970 +22
Aug07 061130 8.491 8.491 8.491 8.491 +0.045 235 14,439 -7
Sep07 061130 8.470 8.546 8.470 8.546 +0.052 300 14,556 +198
Oct07 061130 8.630 8.641 8.580 8.641 +0.052 1,158 39,297 +212
Nov07 061130 9.010 9.106 9.010 9.106 +0.052 308 23,049 +109
Dec07 061130 9.450 9.526 9.450 9.526 +0.052 170 34,047 -7
Jan08 061130 9.724 9.760 9.724 9.760 +0.056 1,542 29,060 +314
Feb08 061130 9.719 9.760 9.719 9.760 +0.061 77 15,522 -25
Mar08 061130 9.450 9.530 9.450 9.530 +0.056 167 37,124 +123
Apr08 061130 8.189 8.205 8.189 8.205 +0.036 845 27,207 +458
Total Volume and Open Interest 100,141 891,484 +6,166
Brent Crude Oil(ICE)
Jan07 061130 62.90 64.77 62.83 64.26 +1.19 101,749 126,392 -5,950
Feb07 061130 63.70 65.43 63.62 64.92 +1.04 57,802 151,130 +6,181
Mar07 061130 64.50 66.13 64.42 65.66 +0.97 21,571 49,529 +1,146
Apr07 061130 65.15 66.70 65.05 66.27 +0.94 10,891 27,968 +324
May07 061130 65.65 66.78 65.65 66.78 +0.91 7,205 28,191 +1,829
Jun07 061130 66.20 67.28 66.05 67.21 +0.87 4,887 40,678 +290
Jul07 061130 66.50 67.60 66.50 67.60 +0.83 0 11,095 +70
Aug07 061130 66.90 67.98 66.90 67.98 +0.81 0 4,897 +0
Sep07 061130 68.31 68.31 68.31 68.31 +0.78 0 11,754 +62
Oct07 061130 68.59 68.59 68.59 68.59 +0.73 0 9,059 +50
Nov07 061130 68.84 68.84 68.84 68.84 +0.69 0 12,591 +50
Dec07 061130 68.59 69.25 68.56 69.08 +0.66 5,411 46,235 +1,491
Jan08 061130 69.27 69.27 69.27 69.27 +0.64 0 6,273 -25
Feb08 061130 69.44 69.44 69.44 69.44 +0.64 0 1,240 +0
Total Volume and Open Interest 212,982 588,243 +7,291
Gas Oil(ICE)
Dec06 061130 559.50 571.25 555.25 566.75 +11.25 30,449 46,577 -5,871
Jan07 061130 561.00 574.00 558.25 569.25 +11.75 37,835 70,812 -600
Feb07 061130 564.00 578.00 562.75 573.25 +12.25 12,806 47,021 +2,470
Mar07 061130 567.75 579.00 567.50 577.75 +12.50 3,808 18,894 +1,015
Apr07 061130 571.75 583.00 571.50 581.50 +12.00 1,671 14,096 -289
May07 061130 582.00 587.25 582.00 585.75 +11.75 771 9,889 +104
Jun07 061130 587.00 591.75 587.00 590.50 +12.00 4,650 34,778 +679
Jul07 061130 596.25 596.25 596.25 596.25 +12.25 0 5,446 +350
Aug07 061130 601.00 601.00 601.00 601.00 +12.50 0 806 +0
Sep07 061130 605.50 605.50 605.50 605.50 +12.50 0 7,253 -37
Total Volume and Open Interest 94,382 302,221 -2,100
US Dollar Index(NYBOT)
Dec06 061130 83.41 83.42 82.70 82.85 -0.50 5,193 37,295 +2,390
Mar07 061130 82.98 82.98 82.40 82.54 -0.50 115 2,389 +54
Jun07 061130 82.51 82.51 82.24 82.24 -0.50 0 25 +0
Total Volume and Open Interest 5,308 39,734 +2,444
Australian Dollar(CME)
Dec06 061130 78.75 79.07 78.74 78.90 +0.54 2,060 124,155 +2,070
Mar07 061130 78.77 78.89 78.71 78.71 +0.54 0 1,810 +102
Jun07 061130 78.57 78.57 78.57 78.57 +0.54 0 103 +0
Total Volume and Open Interest 2,060 126,088 +2,172
British Pound(CME)
Dec06 061130 195.72 197.00 195.52 196.62 +1.95 2,969 144,667 -7,130
Mar07 061130 195.82 197.03 195.75 196.70 +1.95 7 2,547 +293
Jun07 061130 196.64 196.64 196.64 196.64 +1.95 0 28 +0
Total Volume and Open Interest 2,976 147,244 -6,837
Canadian Dollar(CME)
Dec06 061130 87.74 87.79 87.45 87.65 -0.29 6,291 123,761 +5,700
Mar07 061130 87.94 88.01 87.75 87.90 -0.29 142 5,723 +241
Jun07 061130 88.22 88.22 88.17 88.17 -0.29 1 637 +11
Sep07 061130 88.44 88.44 88.44 88.44 -0.29 9 339 +3
Total Volume and Open Interest 6,446 130,511 +5,958
Japanese Yen(CME)
Dec06 061130 86.29 86.78 86.29 86.56 +0.37 4,252 206,257 -2,754
Mar07 061130 87.64 87.80 87.56 87.61 +0.37 147 48,552 +5,642
Jun07 061130 88.67 88.67 88.61 88.61 +0.37 0 24 +2
Total Volume and Open Interest 4,399 254,997 +2,890
Swiss Franc(CME)
Dec06 061130 83.05 83.73 83.03 83.60 +0.73 1,783 77,677 -193
Mar07 061130 83.76 84.39 83.70 84.30 +0.73 32 827 +118
Jun07 061130 84.93 84.93 84.93 84.93 +0.73 0 35 -2
Total Volume and Open Interest 1,815 78,629 -77
EuroFX(CME)
Dec06 061130 132.07 132.85 131.99 132.60 +0.90 4,047 203,546 +4,079
Mar07 061130 132.61 133.38 132.59 133.15 +0.90 41 8,239 +501
Jun07 061130 133.60 133.60 133.60 133.60 +0.90 0 174 +2
Total Volume and Open Interest 4,088 212,155 +4,582
Mexican Peso(CME)
Dec06 061130 9085.0 9130.0 9075.0 9102.0 +27.0 9,184 61,210 -6,910
Jan07 061130 9090.0 9090.0 9090.0 9090.0 +28.0      
Total Volume and Open Interest 10,160 66,565 -6,951
30-Year T-Bonds(CBOT)
Dec06 061130 113~20 114~13 113~20 114~12 +0~22 550,392 255,503 -178,400
Mar07 061130 113~21 114~14 113~20 114~12 +0~22 347,834 618,911 +155,996
Jun07 061130 114~00 114~09 114~00 114~09 +0~22 53 86 -13
Total Volume and Open Interest 898,280 874,507 -22,417
10-Year T-Notes(CBOT)
Dec06 061130 108~215 109~045 108~215 109~035 +0~125 1,641,157 594,607 -643,890
Mar07 061130 108~235 109~070 108~235 109~060 +0~130 1,073,264 1,745,650 +425,010
Total Volume and Open Interest 2,714,578 2,342,848 -218,728
5-Year T-Notes(CBOT)
Dec06 061130 105~260 106~010 105~255 106~000 +0~080 708,163 0 +0
Mar07 061130 105~305 106~060 105~295 106~050 +0~085 404,859 0 +0
Jun07 061130 106~085 106~085 106~085 106~085 +0~085 2 0  
Total Volume and Open Interest 1,113,024    
2 Year T-Notes(CBOT)
Dec06 061130 102~024 102~036 102~022 102~036 +0~015 38,663 194,758 -126,535
Mar07 061130 102~052 102~064 102~050 102~064 +0~015 35,384 574,227 +102,364
Total Volume and Open Interest 74,047 768,985 -24,171
Eurodollars(CME)
Dec06 061130 94.640 94.647 94.637 94.645 +0.005 22,939 1,294,768 -823
Mar07 061130 94.790 94.815 94.780 94.810 +0.025 31,875 1,414,194 +5,750
Jun07 061130 94.980 95.035 94.970 95.025 +0.055 23,423 1,297,818 -27,795
Sep07 061130 95.160 95.225 95.150 95.215 +0.065 18,797 1,265,473 +437
Dec07 061130 95.285 95.350 95.275 95.345 +0.070 20,197 1,363,367 +9,579
Mar08 061130 95.365 95.420 95.350 95.420 +0.075 19,005 826,135 +4,783
Jun08 061130 95.380 95.445 95.375 95.440 +0.075 17,027 638,107 +541
Sep08 061130 95.380 95.445 95.375 95.440 +0.075 15,797 486,101 +4,178
Dec08 061130 95.370 95.425 95.365 95.425 +0.080 11,704 355,565 -2,996
Mar09 061130 95.350 95.405 95.345 95.400 +0.075 10,569 352,438 +2,877
Jun09 061130 95.325 95.370 95.315 95.370 +0.075 13,798 259,565 +9,529
Sep09 061130 95.300 95.345 95.290 95.345 +0.075 9,150 165,881 +4,143
Dec09 061130 95.260 95.305 95.250 95.305 +0.075 5,169 134,520 +833
Mar10 061130 95.240 95.285 95.230 95.285 +0.075 3,616 125,153 +73
Jun10 061130 95.200 95.255 95.200 95.255 +0.075 4,767 106,194 +957
Sep10 061130 95.180 95.225 95.180 95.225 +0.070 4,568 82,605 -1,210
Dec10 061130 95.135 95.185 95.135 95.185 +0.070 5,613 103,760 -1,923
Mar11 061130 95.110 95.160 95.110 95.160 +0.070 3,862 66,653 -1,132
Total Volume and Open Interest 251,189 10,570,894 +7,506
3-Mth Euro-Yen(CME)
Dec06 061130 99.43 99.43 99.43 99.43 unch 467 19,581 +24
Mar07 061130 99.31 99.31 99.31 99.31 +0.01 531 11,510 +182
Jun07 061130 99.18 99.18 99.18 99.18 unch 23 7,986 -72
Sep07 061130 99.06 99.06 99.06 99.06 +0.02 350 3,040 -297
Dec07 061130 98.95 98.96 98.95 98.96 +0.02 207 6,939 -5
Mar08 061130 98.85 98.85 98.85 98.85 unch 0 3,568 -13
Jun08 061130 98.78 98.78 98.78 98.78 unch 0 269 +0
Sep08 061130 98.71 98.71 98.71 98.71 unch 0 21 +10
Dec08 061130 98.62 98.62 98.62 98.62 +0.02 0 6 +0
Mar09 061130 98.51 98.51 98.51 98.51 +0.01      
Total Volume and Open Interest 1,578 52,920 -171
3-Mth Euro-Yen(SIMEX)
Dec06 061130 99.43 99.43 99.42 99.43 unch 2,040 79,880 -190
Mar07 061130 99.30 99.31 99.30 99.31 +0.01 2,325 77,692 -495
Jun07 061130 99.18 99.19 99.18 99.18 unch 2,271 40,766 -105
Sep07 061130 99.05 99.06 99.05 99.05 unch 1,671 32,331 +465
Dec07 061130 98.95 98.96 98.95 98.95 +0.01 406 42,658 -153
Mar08 061130 98.86 98.86 98.85 98.85 +0.01 105 31,435 +28
Jun08 061130 98.79 98.79 98.78 98.78 +0.02 0 8,217 +0
Sep08 061130 98.71 98.71 98.70 98.70 +0.02 0 1,501 +10
Total Volume and Open Interest 8,818 316,296 -440
German Euro-Bund(EUREX)
Dec06 061129 118.42 118.47 118.12 118.21 -0.23 1,030,732 1,455,874 -77,639
Mar07 061130 118.34 118.70 118.28 118.66 +0.28 53,183 144,049 +21,491
Jun07 061130 117.95 118.29 117.95 118.27 +0.21 556 253 -398
Total Volume and Open Interest 1,350,708 1,619,525 +40,442
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061130 110.07 110.27 110.04 110.23 +0.15 32,546 73,947 +21,599
Jun07 061130 109.56 109.56 109.56 109.56 +0.14      
Total Volume and Open Interest 736,774 1,050,879 +34,228
Long Gilt(LIFFE)
Dec06 061130 109~26 110~03 109~18 110~00 +0~07 131,432 122,156 -7,080
Mar07 061130 109~24 109~32 109~15 109~29 +0~08 83,895 223,066 +18,787
Total Volume and Open Interest 215,327 345,250 +11,707
3-Mth Short Sterling(LIFFE)
Dec06 061130 94.74 94.74 94.74 94.74 unch 39,452 407,066 -13,304
Mar07 061130 94.65 94.65 94.65 94.65 +0.01 60,990 443,217 +22,983
Jun07 061130 94.66 94.66 94.66 94.66 +0.03 43,715 445,243 +4,157
Total Volume and Open Interest 253,504 2,371,360 +16,551
3-Mth Euribor(LIFFE)
Dec06 061130 96.320 96.330 96.310 96.325 +0.005 132,960 636,554 -36,186
Mar07 061130 96.185 96.195 96.170 96.195 +0.015 192,213 806,423 +15,181
Jun07 061130 96.125 96.150 96.115 96.150 +0.020 151,854 625,934 -3,285
Total Volume and Open Interest 867,416 3,774,531 -16,650
3-Mth Aus T-Bills(SFE)
Dec06 061130 93.61 93.62 93.60 93.61 -0.01 1,279 106,190 -1,442
Mar07 061130 93.56 93.57 93.53 93.54 -0.04 11,238 295,704 +558
Jun07 061130 93.57 93.58 93.54 93.55 -0.04 6,419 150,220 +5,895
Sep07 061130 93.60 93.61 93.56 93.58 -0.04 4,688 52,832 +2,493
Dec07 061130 93.64 93.64 93.60 93.62 -0.05 2,837 40,941 +2,041
Mar08 061130 93.63 93.65 93.63 93.65 -0.05 395 22,631 +128
Jun08 061130 93.66 93.68 93.66 93.68 -0.05 5 18,065 +7
Sep08 061130 93.70 93.70 93.68 93.70 -0.06 185 11,073 +185
Dec08 061130 93.74 93.74 93.70 93.73 -0.04 550 5,404 +68
Mar09 061130 93.78 93.78 93.74 93.74 -0.05 50 1,482 +25
Total Volume and Open Interest 27,721 706,412 +10,033
10-Year Aus T-Bonds(SFE)
Dec06 061130 94.43 94.44 94.39 94.41 -0.03 19,938 497,076 +7,251
Mar07 061130 94.43 94.43 94.43 94.43 -0.03      
Total Volume and Open Interest 19,938 497,076 +7,251
3-Year Aus T-Bonds(SFE)
Dec06 061130 94.16 94.16 94.10 94.12 -0.05 42,926 687,647 +12,944
Mar07 061130 94.14 94.14 94.14 94.14 -0.05      
Total Volume and Open Interest 42,926 687,647 +12,944
Gold(CMX)
Dec06 061130 640.2 648.0 640.2 646.9 +11.4 29,111 12,021 -20,197
Feb07 061130 646.5 654.5 646.5 652.9 +11.1 39,764 187,971 +4,332
Apr07 061130 655.0 660.5 655.0 659.2 +11.2 1,880 21,762 +577
Jun07 061130 661.5 668.0 661.5 665.5 +11.4 737 25,763 +684
Aug07 061130 671.5 671.5 671.5 671.5 +11.4 138 3,665 +138
Oct07 061130 677.5 677.5 677.5 677.5 +11.4 0 14,538 +0
Dec07 061130 682.0 685.0 680.5 683.5 +11.5 1,259 40,980 +662
Feb08 061130 689.3 689.3 689.3 689.3 +11.5 0 2,200 -1
Apr08 061130 694.9 694.9 694.9 694.9 +11.5 0 1,489 +0
Jun08 061130 700.7 700.7 700.7 700.7 +11.5 0 3,521 +0
Aug08 061130 706.3 706.3 706.3 706.3 +11.5 0 220 -1
Oct08 061130 710.0 712.0 710.0 712.0        
Silver(CMX)
Dec06 061130 1372.0 1400.0 1372.0 1392.5 +35.9 15,023 4,437 -7,462
Mar07 061130 1395.0 1419.0 1395.0 1411.5 +35.5 19,351 67,585 +2,154
May07 061130 1414.0 1427.0 1414.0 1423.8 +35.2 1,179 4,484 +325
Jul07 061130 1435.0 1445.0 1431.0 1436.3 +35.2 141 9,475 +11
Sep07 061130 1420.0 1449.1 1420.0 1449.1 +35.2 3 2,370 +0
Dec07 061130 1460.0 1470.0 1450.0 1462.3 +35.2 247 11,463 +220
Mar08 061130 1474.8 1474.8 1474.8 1474.8 +37.7 0 109 +0
Total Volume and Open Interest 35,967 105,113 -4,751
Platinum(NYM)
Jan07 061130 1165.0 1182.0 1163.0 1176.7 +24.3 947 7,589 +6
Apr07 061130 1170.0 1190.0 1170.0 1186.7 +27.3 214 656 +174
Jul07 061130 1191.7 1191.7 1191.7 1191.7 +27.3 0 16 +0
Oct07 061130 1196.7 1196.7 1196.7 1196.7 +27.3      
Total Volume and Open Interest 1,161 8,261 +180
Palladium(NYME)
Dec06 061130 326.00 329.35 326.00 329.35 +7.05 2,662 1,641 -875
Mar07 061130 331.00 335.00 331.00 334.35 +6.85 2,997 10,376 +1,480
Jun07 061130 341.00 341.00 340.65 340.65 +6.85 2 38 +2
Total Volume and Open Interest 5,661 12,114 +608
Copper(CMX)
Dec06 061130 315.50 319.00 314.90 317.15 +4.35 3,738 7,324 -1,747
Mar07 061130 317.50 321.00 317.00 319.55 +4.05 8,658 47,482 +1,124
May07 061130 321.00 321.00 320.05 320.05 +4.55 217 4,225 +27
Jul07 061130 320.05 320.05 320.05 320.05 +5.05 58 1,516 +36
Sep07 061130 319.55 319.55 319.55 319.55 +5.55 1 1,099 +0
Total Volume and Open Interest 13,294 69,499 -809
Aluminum(CMX)
Dec06 061130 122.00 122.00 122.00 122.00 +0.50 4 618 +1
Jan07 061130 124.00 124.00 123.00 123.00 +1.00 5 104 +2
Feb07 061130 122.50 122.50 122.50 122.50 +0.70 2 42 +0
Mar07 061130 121.95 121.95 121.95 121.95 +0.75 0 40 +0
Apr07 061130 121.40 121.40 121.40 121.40 +0.85 0 40 +0
May07 061130 120.85 120.85 120.85 120.85 +0.95 0 40 +0
Total Volume and Open Interest 12 1,232 -14
DJIA Index(CBOT)
Dec06 061130 12272 12297 12180 12247 -6 6,763 62,237 +686
Mar07 061130 12360 12370 12265 12332 -6 760 1,152 +629
Jun07 061130 12417 12417 12417 12417 -6 0 3 +0
Sep07 061130 12502 12502 12502 12502 -6 0 3 +0
Total Volume and Open Interest 7,523 63,395 +1,315
S & P 500(CME)
Dec06 061130 1402.50 1408.50 1395.70 1402.90 +0.70 55,542 548,639 -11,068
Mar07 061130 1414.20 1420.00 1408.10 1414.80 +0.70 21,102 102,534 +13,301
Jun07 061130 1426.80 1426.80 1426.80 1426.80 +0.50 264 7,446 +204
Sep07 061130 1439.40 1439.40 1439.40 1439.40 +0.50 16 3,917 +30
Total Volume and Open Interest 76,944 662,870 +2,487
S & P 500 E-Mini(Globex)
Dec06 061130 1402.00 1408.75 1395.50 1403.00 +0.75 1,325,396 1,744,092 +18,006
Mar07 061130 1413.50 1420.25 1407.50 1414.75 +0.75 16,749 93,043 +10,329
Total Volume and Open Interest 1,342,145 1,837,135 +28,335
NASDAQ 100(CME)
Dec06 061130 1793.50 1804.00 1783.00 1794.80 -1.00 6,912 69,567 -1,683
Mar07 061130 1814.50 1824.00 1809.00 1816.30 -1.20 67 204 +3
Jun07 061130 1834.30 1834.30 1834.30 1834.30 -1.20 0 10 +0
Total Volume and Open Interest 6,979 69,781 -1,680
NASDAQ 100 E-Mini(Globex)
Dec06 061130 1795.50 1804.30 1783.50 1794.80 -1.00 326,902 507,580 -1,117
Mar07 061130 1819.80 1825.30 1806.80 1816.30 -1.20 1,138 2,878 +571
Total Volume and Open Interest 328,040 510,458 -546
S & P Midcap 400(CME)
Dec06 061130 809.00 811.00 805.50 810.40 +1.70 92 10,284 -47
Mar07 061130 818.00 818.00 818.00 818.00 +1.70 0 8 +0
Jun07 061130 825.60 825.60 825.60 825.60 +1.70      
Total Volume and Open Interest 92 10,292 -47
Russell 2000(CME)
Dec06 061130 784.50 791.20 780.75 787.50 +1.40 3,570 42,543 +850
Mar07 061130 791.50 796.50 790.50 794.25 +1.40 21 111 +22
Jun07 061130 801.00 801.00 801.00 801.00 +1.40 1 1 +1
Total Volume and Open Interest 3,592 42,663 +873
Russell 2000 E-Mini(Globex)
Dec06 061130 785.90 791.40 780.50 787.50 +1.40 179,798 396,964 +1,539
Mar07 061130 792.00 798.00 788.10 794.30 +1.40 2,251 3,647 +1,124
Total Volume and Open Interest 182,049 400,611 +2,663
Value Line(KCBT)
Dec06 061130 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 061130 16195 16315 16155 16310 +230 55,119 252,426 -8,041
Mar07 061130 16195 16315 16170 16280 +195 372 514 +19
Jun07 061130 16220 16220 16220 16220 +195 0 41 +0
Total Volume and Open Interest 55,491 253,382 -8,021
CAC 40(EURONEXT)
Nov06 061117 5483.5 5489.5 5421.0 5434.5 -61.5 143,545 377,594 -108,395
Dec06 061130 5395.0 5406.5 5320.5 5332.5 -57.0 96,881 485,368 +5,049
Jan07 061130 5413.0 5421.5 5348.0 5349.5 -57.0 994 2,080 +439
Total Volume and Open Interest 98,039 489,421 +5,476
Hang Seng Index(HKFE)
Nov06 061129 18728 18799 18695 18769 +122 75,666 77,139 -24,847
Dec06 061130 18899 19065 18883 18998 +232 71,309 124,561 +31,760
Jan07 061130 18973 19123 18965 19057        
DAX(EUREX)
Dec06 061130 6383.5 6412.5 6298.5 6320.0 -54.0 179,332 262,251 -1,353
Mar07 061130 6447.0 6466.5 6357.5 6378.0 -55.0 1,473 15,616 +149
Jun07 061130 6507.5 6527.5 6418.5 6438.5 -56.0 1,148 5,982 -490
Total Volume and Open Interest 181,953 283,849 -1,694
FT-SE 100(EURONEXT)
Dec06 061130 6111.00 6122.00 6051.00 6061.00 -33.50 96,074 521,781 +5,768
Mar07 061130 6125.00 6135.00 6074.00 6079.50 -33.50 1,119 11,437 +574
Jun07 061130 6105.50 6105.50 6095.50 6099.00 -33.50 372 7,248 +657
Total Volume and Open Interest 97,565 540,989 +6,999
SPI 200(SFE)
Dec06 061130 5494.0 5502.0 5457.0 5465.0 +15.0 22,336 300,345 +6,949
Mar07 061130 5506.0 5506.0 5469.0 5471.0 +15.0 245 5,994 +110
Jun07 061130 5507.0 5507.0 5507.0 5507.0 +15.0 0 4,354 +0
Total Volume and Open Interest 22,581 314,620 +6,989
GSCI(CME)
Dec06 061130 462.30 465.50 461.50 463.00 +4.20 801 21,699 -210
Jan07 061130 468.50 468.50 468.50 468.50 +5.00 1 1 +1
Feb07 061130 470.50 470.50 470.50 470.50 +5.75      
Total Volume and Open Interest 802 21,700 -209
Reuters CRB Index(NYBOT)
Jan07 061130 409.50 412.50 409.50 412.25 +6.50 21 545 +3
Feb07 061130 412.25 412.25 412.25 412.25 +6.50 0 6 +0
Apr07 061130 414.25 414.25 414.25 414.25 +6.50 0 412 +0
Total Volume and Open Interest 21 963 +3
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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