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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 December 01, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061201 683.00 685.00 675.75 677.00 -8.50 30,840 207,183 -2,596
Mar07 061201 696.00 698.25 689.50 692.00 -8.25 10,296 78,844 +6,121
May07 061201 705.00 707.50 699.00 700.00 -7.75 1,903 36,377 -100
Jul07 061201 714.00 715.25 708.00 709.75 -6.25 3,818 31,608 -320
Aug07 061201 717.00 718.00 714.00 714.00 -6.00 132 1,210 -1
Sep07 061201 719.00 719.00 719.00 719.00 -1.00 0 474 +0
Nov07 061201 727.50 730.00 723.00 726.75 -4.25 6,595 53,283 +1,286
Total Volume and Open Interest 54,905 419,316 +4,978
Soybean Meal(CBOT)
Dec06 061201 192.90 193.20 188.20 188.40 -5.00 16,163 9,919 -4,488
Jan07 061201 195.40 196.00 190.00 190.40 -5.60 23,303 61,147 +73
Mar07 061201 199.00 199.30 194.00 194.30 -5.10 9,618 52,317 +3,250
May07 061201 201.00 201.30 197.30 197.40 -4.30 1,553 31,322 +332
Jul07 061201 203.00 203.20 199.80 199.90 -3.70 2,923 33,947 +273
Aug07 061201 204.30 204.30 201.20 201.20 -3.50 467 9,384 +164
Sep07 061201 205.00 205.50 202.20 202.40 -3.50 296 6,271 +68
Oct07 061201 205.50 205.50 202.90 203.10 -3.30 94 2,561 +13
Total Volume and Open Interest 55,656 218,179 -46
Soybean Oil(CBOT)
Dec06 061201 29.00 29.25 28.91 29.23 +0.05 11,774 7,573 -6,002
Jan07 061201 29.45 29.72 29.35 29.67 +0.05 27,806 119,676 -6,142
Mar07 061201 29.95 30.16 29.80 30.15 +0.08 11,894 62,833 +6,372
May07 061201 30.26 30.49 30.13 30.49 +0.10 2,519 38,533 -451
Jul07 061201 30.60 30.80 30.40 30.78 +0.06 2,403 25,448 +256
Aug07 061201 30.55 30.83 30.55 30.83 +0.03 595 5,433 +98
Sep07 061201 30.75 30.90 30.62 30.89 +0.06 192 2,561 -10
Oct07 061201 30.75 31.02 30.75 31.02 +0.15 112 3,149 +10
Total Volume and Open Interest 58,946 286,888 -5,678
Canola(WCE)
Jan07 061201 373.9 375.5 371.5 372.7 +0.6 11,041 52,082 -5,208
Mar07 061201 383.2 384.5 380.6 381.7 +0.4 11,747 19,547 +7,949
May07 061201 388.9 389.9 387.5 388.6 +1.9 617 4,725 +452
Jul07 061201 391.0 392.0 390.5 392.0 +1.2 424 8,562 -10
Total Volume and Open Interest 25,513 97,549 +3,476
Corn(CBOT)
Dec06 061201 376.00 376.00 371.50 374.00 -3.00 30,045 35,094 -15,938
Mar07 061201 389.00 389.50 384.75 387.00 -3.50 71,301 620,722 +1,568
May07 061201 392.50 393.00 389.00 391.25 -2.50 5,797 94,771 +1,288
Jul07 061201 395.00 396.50 392.00 394.75 -3.25 15,970 203,564 -648
Sep07 061201 369.00 374.00 369.00 372.75 -2.75 1,333 40,232 +925
Dec07 061201 358.75 362.25 357.50 360.25 -1.75 17,857 281,325 +4,926
Total Volume and Open Interest 147,243 1,390,522 -5,178
Wheat(CBOT)
Dec06 061201 498.50 504.00 496.00 500.00 -2.00 5,286 6,427 -2,849
Mar07 061201 519.50 525.00 516.00 520.75 -0.75 23,115 241,342 +4,886
May07 061201 523.00 528.00 521.00 525.00 -1.00 1,177 16,941 +210
Jul07 061201 502.00 508.00 500.00 503.00 -2.00 5,008 72,414 -421
Sep07 061201 500.00 506.50 500.00 502.00 -2.00 464 3,965 +135
Total Volume and Open Interest 39,211 420,656 +4,106
Wheat(KCBT)
Dec06 061201 530.00 531.50 527.00 529.50 -4.50 1,435 1,939 -406
Mar07 061201 547.00 548.00 542.50 545.50 -4.75 11,438 76,131 +2,344
May07 061201 548.00 550.00 543.50 545.50 -1.00 533 3,472 +209
Jul07 061201 513.00 520.00 512.75 516.25 -0.50 2,412 28,520 +166
Sep07 061201 510.00 516.00 510.00 515.00 +1.00 608 3,686 +136
Total Volume and Open Interest 16,673 122,730 +2,323
Wheat(MGE)
Dec06 061201 513.00 515.00 511.50 512.50 +3.25 520 483 -641
Mar07 061201 527.50 530.50 525.00 528.50 -1.50 4,657 32,289 +841
May07 061201 532.75 537.00 532.50 535.50 -0.50 208 2,064 +22
Jul07 061201 528.00 532.00 527.00 531.00 -1.00 82 1,111 +13
Sep07 061201 512.00 518.00 512.00 517.00 -0.75 487 3,785 +93
Total Volume and Open Interest 6,404 47,927 +445
Oats(CBOT)
Dec06 061201 254.00 257.00 254.00 256.00 -0.75 248 392 -282
Mar07 061201 267.50 268.25 265.50 268.25 -0.75 1,138 9,912 -45
May07 061201 270.50 273.00 270.50 273.00 unch 59 490 +20
Jul07 061201 274.00 274.00 274.00 274.00 unch 31 421 +33
Total Volume and Open Interest 1,598 13,410 -201
Rough Rice(CBOT)
Jan07 061201 9.99 10.15 9.96 10.07 +0.10 1,474 6,244 -1,707
Mar07 061201 10.26 10.44 10.26 10.39 +0.10 1,346 5,680 +1,363
May07 061201 10.56 10.63 10.56 10.62 +0.12 79 1,122 -2
Jul07 061201 10.69 10.69 10.67 10.69 +0.11 84 717 +41
Total Volume and Open Interest 3,018 14,923 -278
Live Cattle(CME)
Dec06 061201 85.450 86.000 85.250 85.500 -0.200 5,188 25,601 -1,304
Feb07 061201 88.700 89.425 88.700 89.100 unch 13,036 124,516 +1,506
Apr07 061201 90.000 90.600 90.000 90.275 -0.025 5,171 37,924 +214
Jun07 061201 87.150 87.550 87.050 87.325 +0.075 1,925 17,127 -313
Aug07 061201 86.200 86.600 86.200 86.525 +0.200 1,292 9,657 +572
Oct07 061201 88.900 89.150 88.800 89.025 +0.025 234 4,691 +87
Total Volume and Open Interest 27,074 222,564 +849
Feeder Cattle(CME)
Jan07 061201 97.700 98.350 96.850 96.975 -0.900 2,073 13,295 -133
Mar07 061201 96.550 97.250 96.150 96.350 -0.550 1,083 5,533 +130
Apr07 061201 96.850 97.750 96.750 96.800 -0.450 252 2,146 -96
May07 061201 98.000 98.900 97.200 97.350 -0.450 117 3,308 +28
Aug07 061201 100.500 101.000 100.400 100.750 -0.100 115 1,041 +46
Sep07 061201 100.375 100.525 100.300 100.300 -0.250 16 874 +0
Oct07 061201 100.500 100.500 100.225 100.325 +0.025 1 48 +0
Total Volume and Open Interest 3,657 26,245 -25
Lean Hogs(CME)
Dec06 061201 61.100 61.600 60.775 61.125 -0.550 5,525 14,704 -142
Feb07 061201 64.900 65.375 64.375 64.425 -0.750 12,158 100,374 +2,378
Apr07 061201 68.000 68.300 67.450 67.625 -0.675 3,671 35,428 +147
May07 061201 72.800 72.950 72.600 72.950 -0.250 68 2,827 +17
Jun07 061201 74.500 74.950 74.075 74.475 -0.375 838 19,157 +6
Jul07 061201 73.050 73.100 72.300 72.425 -0.675 131 5,232 +47
Aug07 061201 71.750 71.900 71.300 71.300 -0.500 211 4,416 +111
Oct07 061201 65.950 65.950 65.500 65.700 -0.250 254 4,297 +164
Total Volume and Open Interest 23,365 188,456 +3,136
Pork Bellies(CME)
Feb07 061201 91.600 92.300 91.600 91.975 +0.450 103 854 +7
Mar07 061201 92.000 92.200 91.850 91.850 +0.550 9 65 -4
May07 061201 91.200 91.200 91.200 91.200 +0.500 0 79 +0
Jul07 061201 92.650 92.650 92.650 92.650 +0.050 0 88 +0
Aug07 061201 93.250 93.250 93.250 93.250 unch 0 5 +0
Total Volume and Open Interest 112 1,091 +3
Class III Milk(CME)
Dec06 061201 13.48 13.48 13.31 13.35 -0.18 90 4,165 -32
Jan07 061201 13.17 13.17 12.99 13.03 -0.20 195 2,663 -16
Feb07 061201 13.13 13.18 12.99 13.10 -0.13 195 2,391 -13
Mar07 061201 13.20 13.25 13.10 13.13 -0.17 161 2,231 -2
Apr07 061201 13.51 13.52 13.37 13.38 -0.22 108 1,991 +30
Total Volume and Open Interest 1,069 25,597 -3,336
Cocoa(NYBOT)
Dec06 061201 1495 1495 1480 1480 -3 0 34 +0
Mar07 061201 1552 1580 1551 1563 +6 10,925 72,804 -1,834
May07 061201 1578 1600 1575 1586 +6 1,091 16,068 +393
Jul07 061201 1600 1620 1600 1607 +7 1,098 10,277 +788
Sep07 061201 1618 1643 1617 1627 +5 335 13,974 -249
Dec07 061201 1656 1656 1656 1656 +9 100 11,408 +0
Mar08 061201 1681 1681 1681 1681 +5 65 3,550 +31
Total Volume and Open Interest 13,614 131,837 -871
Coffee "C"(NYBOT)
Dec06 061201 120.50 123.40 118.50 123.20 +3.50 93 875 -38
Mar07 061201 124.70 127.90 122.75 127.60 +3.30 10,281 87,993 +145
May07 061201 127.35 130.60 125.90 130.45 +3.30 1,249 12,206 +545
Jul07 061201 129.80 133.50 128.50 133.20 +3.30 671 4,703 +238
Sep07 061201 132.30 135.75 131.70 135.75 +3.20 168 2,510 -61
Dec07 061201 135.30 138.80 135.30 138.80 +3.15 237 2,075 +41
Total Volume and Open Interest 13,031 117,787 +913
Orange Juice(NYBOT)
Jan07 061201 203.80 204.00 201.40 203.50 +0.65 3,543 18,010 -1,239
Mar07 061201 204.00 204.40 201.80 203.30 +0.10 3,153 8,346 +602
May07 061201 202.70 202.70 200.90 201.30 -0.70 36 1,748 +1
Jul07 061201 201.00 201.00 200.30 200.30 -1.10 0 473 +0
Sep07 061201 199.30 199.30 199.30 199.30 -1.50 10 215 +10
Total Volume and Open Interest 6,752 29,755 -616
Sugar #11(NYBOT)
Mar07 061201 12.42 12.45 12.15 12.26 -0.11 54,779 262,499 +2,009
May07 061201 12.33 12.33 12.10 12.20 -0.06 17,495 78,978 -576
Jul07 061201 11.99 12.02 11.90 11.94 -0.04 7,919 74,349 +530
Oct07 061201 12.08 12.08 11.98 12.04 -0.04 3,161 51,135 +116
Mar08 061201 12.49 12.50 12.40 12.48 unch 2,344 39,126 +1,112
Total Volume and Open Interest 90,649 535,861 +5,016
Sugar #14(NYBOT)
Jan07 061201 19.90 20.09 19.80 19.95 +0.10 64 744 -1
Mar07 061201 19.75 19.80 19.70 19.80 +0.05 51 3,263 +37
May07 061201 19.80 19.83 19.80 19.83 +0.05 17 2,506 +13
Jul07 061201 19.98 19.98 19.98 19.98 +0.03 2 2,161 +0
Sep07 061201 20.00 20.00 19.90 19.97 +0.02 5 1,752 +3
Total Volume and Open Interest 143 11,860 +52
London Cocoa(LCE)
Dec06 061201 823 826 815 816 -8 5,363 60,043 -981
Mar07 061201 849 852 839 843 -6 6,073 62,461 +416
May07 061201 859 863 851 854 -5 649 26,044 +326
Jul07 061201 871 874 865 866 -5 858 22,220 +496
Sep07 061201 876 880 874 876 -5 987 14,585 +176
Dec07 061201 888 892 883 884 -7 841 15,149 +546
Mar08 061201 897 897 897 897 -6 121 6,347 +102
Total Volume and Open Interest 14,895 208,613 +1,080
London Coffee(LCE)
Jan07 061201 1435.00 1438.00 1416.00 1435.00 -2.00 7,431 39,306 -3,404
Mar07 061201 1452.00 1452.00 1429.00 1446.00 -3.00 5,143 37,995 +468
May07 061201 1460.00 1460.00 1440.00 1456.00 -4.00 1,280 13,006 +533
Jul07 061201 1456.00 1460.00 1440.00 1451.00 -3.00 9 4,950 -9
Sep07 061201 1454.00 1455.00 1436.00 1445.00 -3.00 45 5,814 +40
Nov07 061201 1450.00 1450.00 1431.00 1441.00 -4.00 60 1,467 +60
Total Volume and Open Interest 14,017 104,937 -2,536
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061201 369.90 374.00 368.20 374.00 +4.60 7,180 27,394 -1,089
May07 061201 369.20 371.20 366.10 371.20 +4.60 1,291 11,407 +325
Aug07 061201 361.20 362.70 359.00 362.70 +2.80 494 5,502 +7
Oct07 061201 357.10 358.60 355.30 358.60 +3.60 20 2,844 +20
Total Volume and Open Interest 9,089 50,378 -671
Cotton(NYBOT)
Dec06 061201 48.50 50.00 48.50 49.33 +0.43 33 927 -13
Mar07 061201 53.30 54.10 53.20 53.68 +0.18 21,559 111,496 -459
May07 061201 54.70 55.20 54.45 54.90 +0.15 2,500 18,289 +386
Jul07 061201 55.75 56.30 55.65 56.00 +0.20 1,443 10,252 -26
Oct07 061201 57.90 57.90 57.90 57.90 -0.10 0 165 +0
Dec07 061201 59.00 59.80 58.90 59.10 -0.08 947 17,200 +181
Total Volume and Open Interest 26,524 159,914 +106
Lumber(CME)
Jan07 061201 265.9 265.9 261.7 263.6 -3.0 2,801 4,253 -633
Mar07 061201 287.0 287.0 282.6 283.3 -5.4 2,744 2,838 +1,611
May07 061201 294.2 297.0 294.0 297.0 -1.7 22 144 +12
Jul07 061201 304.9 304.9 304.9 304.9 -2.0 43 61 +23
Total Volume and Open Interest 5,612 7,299 +1,015
Crude Oil(NYM)
Jan07 061201 62.85 63.50 62.30 63.43 +0.30 220,010 311,097 -4,293
Feb07 061201 64.47 65.05 64.00 65.01 +0.39 97,874 118,810 +10,533
Mar07 061201 65.45 66.07 65.25 66.07 +0.51 26,087 79,429 -114
Apr07 061201 66.00 66.90 65.90 66.83 +0.56 10,635 51,137 -39
May07 061201 66.85 67.46 66.85 67.46 +0.58 6,324 38,041 +443
Jun07 061201 67.40 67.99 67.15 67.99 +0.58 11,014 72,847 +419
Jul07 061201 67.30 68.43 67.30 68.43 +0.58 1,698 17,596 +329
Aug07 061201 68.83 68.83 68.83 68.83 +0.58 1,777 16,813 +706
Sep07 061201 69.16 69.16 69.16 69.16 +0.58 1,254 24,176 +100
Oct07 061201 69.44 69.44 69.44 69.44 +0.57 1,576 19,469 +202
Nov07 061201 69.35 69.68 69.35 69.68 +0.56 1,747 11,895 -21
Dec07 061201 69.20 69.90 69.15 69.89 +0.55 10,622 133,215 +298
Jan08 061201 70.08 70.08 70.08 70.08 +0.54 295 19,942 +242
Feb08 061201 70.23 70.23 70.23 70.23 +0.53 450 11,505 +50
Mar08 061201 70.34 70.34 70.34 70.34 +0.53 1,699 19,097 -1,378
Apr08 061201 70.42 70.42 70.42 70.42 +0.53 1,744 10,224 +953
Total Volume and Open Interest 407,286 1,214,068 +12,243
Heating Oil(NYM)
Jan07 061201 184.00 185.10 182.00 184.77 -0.23 38,979 96,969 +412
Feb07 061201 186.50 188.10 185.40 188.04 +0.34 9,390 37,451 +458
Mar07 061201 188.20 189.54 187.25 189.54 +0.79 3,077 17,728 +511
Apr07 061201 186.75 188.74 186.75 188.74 +0.89 1,605 14,015 +67
May07 061201 188.20 188.20 188.04 188.04 +0.84 439 6,813 -175
Jun07 061201 187.00 188.14 187.00 188.14 +0.84 2,538 21,817 +287
Jul07 061201 188.40 188.94 187.50 188.94 +0.79 93 3,823 +6
Aug07 061201 189.40 190.59 189.40 190.59 +0.79 295 2,595 -236
Sep07 061201 192.54 192.54 192.54 192.54 +0.84 102 4,857 -73
Oct07 061201 193.25 194.74 193.25 194.74 +0.89 1 1,571 +1
Nov07 061201 197.34 197.34 197.34 197.34 +0.94 3 1,029 +2
Dec07 061201 200.04 200.04 200.04 200.04 +0.99 1,147 9,737 +446
Total Volume and Open Interest 70,404 225,676 -4,293
Unleaded Gas(NYM)
Jan07 061201 166.50 169.00 166.00 168.55 +1.70 483 5,643 +112
Total Volume and Open Interest 1,101 5,725 -430
RBOB Gasoline(NYMEX)
Jan07 061201 169.50 171.00 167.75 170.21 +0.61 25,999 59,607 +1,203
Feb07 061201 171.61 173.30 170.25 172.61 +1.31 7,936 12,313 +1,495
Mar07 061201 173.85 175.56 173.25 175.56 +0.31 4,461 12,394 +2,616
Apr07 061201 190.16 190.16 190.16 190.16 +0.66 973 8,608 +192
May07 061201 190.50 192.76 190.50 192.76 +2.16 605 8,369 -17
Jun07 061201 192.60 194.86 192.60 194.86 +1.36 505 4,338 +140
Jul07 061201 194.30 195.96 194.30 195.96 +0.49 144 2,846 +90
Aug07 061201 196.06 196.06 196.06 196.06 +0.49 39 1,887 -21
Sep07 061201 194.00 194.81 194.00 194.81 +0.49 396 6,019 -84
Oct07 061201 182.25 183.41 182.25 183.41 +0.49 27 826 -2
Total Volume and Open Interest 58,084 122,866 +1,545
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061129 163.70 167.90 163.70 167.50 +3.77 0 1 +0
Feb07 061201 172.61 172.61 172.61 172.61 +0.44      
Mar07 061201 175.56 175.56 175.56 175.56 +0.49      
Apr07 061201 190.16 190.16 190.16 190.16 +0.49      
Total Volume and Open Interest 3    
Natural Gas(NYM)
Jan07 061201 8.680 8.690 8.350 8.422 -0.422 50,152 100,768 -2,513
Feb07 061201 8.750 8.750 8.450 8.480 -0.414 13,975 45,176 +849
Mar07 061201 8.620 8.620 8.370 8.380 -0.364 7,214 107,630 +58
Apr07 061201 8.220 8.220 8.075 8.080 -0.229 5,151 98,570 -127
May07 061201 8.220 8.220 8.062 8.062 -0.222 2,853 37,519 +558
Jun07 061201 8.125 8.125 8.125 8.125 -0.219 366 13,037 -26
Jul07 061201 8.207 8.207 8.207 8.207 -0.219 383 13,046 +76
Aug07 061201 8.330 8.330 8.278 8.278 -0.213 475 14,604 +165
Sep07 061201 8.340 8.360 8.333 8.333 -0.213 196 14,596 +40
Oct07 061201 8.475 8.480 8.410 8.433 -0.208 748 39,522 +225
Nov07 061201 8.950 8.950 8.908 8.908 -0.198 280 23,161 +112
Dec07 061201 9.400 9.400 9.330 9.338 -0.188 460 34,134 +87
Jan08 061201 9.630 9.640 9.560 9.573 -0.187 648 29,046 -14
Feb08 061201 9.620 9.620 9.560 9.578 -0.182 206 15,538 +16
Mar08 061201 9.340 9.348 9.340 9.348 -0.182 2,347 37,000 -124
Apr08 061201 8.028 8.028 8.028 8.028 -0.177 2,855 27,772 +565
Total Volume and Open Interest 97,368 889,654 -1,830
Brent Crude Oil(ICE)
Jan07 061201 63.80 64.92 63.35 64.62 +0.36 113,789 111,005 -15,387
Feb07 061201 64.50 65.60 64.05 65.30 +0.38 81,661 163,689 +12,559
Mar07 061201 65.60 66.35 64.87 66.13 +0.47 27,845 48,742 -787
Apr07 061201 65.99 66.96 65.50 66.90 +0.63 12,700 29,226 +1,258
May07 061201 66.60 67.54 66.60 67.54 +0.76 7,591 28,370 +179
Jun07 061201 67.04 68.07 66.64 68.07 +0.86 8,513 42,962 +2,284
Jul07 061201 68.48 68.48 68.48 68.48 +0.88 253 11,055 -40
Aug07 061201 68.84 68.84 68.84 68.84 +0.86 139 4,921 +24
Sep07 061201 69.16 69.16 69.16 69.16 +0.85 0 11,808 +54
Oct07 061201 69.42 69.42 69.42 69.42 +0.83 0 9,084 +25
Nov07 061201 69.59 69.59 69.59 69.59 +0.75 0 14,291 +1,700
Dec07 061201 68.45 69.77 68.45 69.77 +0.69 10,990 45,993 -242
Jan08 061201 69.95 69.95 69.95 69.95 +0.68 0 6,281 +8
Feb08 061201 70.12 70.12 70.12 70.12 +0.68 0 1,282 +42
Total Volume and Open Interest 267,936 593,010 +4,767
Gas Oil(ICE)
Dec06 061201 565.25 566.50 556.25 562.50 -4.25 27,936 45,740 -837
Jan07 061201 568.75 570.25 560.00 565.50 -3.75 34,497 75,785 +4,973
Feb07 061201 572.75 575.00 565.75 571.25 -2.00 19,784 46,747 -274
Mar07 061201 575.50 578.00 572.25 577.00 -0.75 5,490 20,192 +1,298
Apr07 061201 580.75 582.00 580.75 582.00 +0.50 2,214 14,068 -28
May07 061201 585.00 586.25 585.00 586.25 +0.50 1,268 9,846 -43
Jun07 061201 589.75 591.00 589.75 591.00 +0.50 1,397 34,467 -311
Jul07 061201 596.75 596.75 596.75 596.75 +0.50 0 5,441 -5
Aug07 061201 601.50 601.50 601.50 601.50 +0.50 0 806 +0
Sep07 061201 606.50 606.50 606.50 606.50 +1.00 0 7,058 -195
Total Volume and Open Interest 94,001 306,859 +4,638
US Dollar Index(NYBOT)
Dec06 061201 82.81 83.01 82.28 82.42 -0.43 2,544 37,638 +343
Mar07 061201 82.45 82.69 82.00 82.11 -0.43 202 2,463 +74
Jun07 061201 81.81 81.81 81.81 81.81 -0.43 1 25 +0
Total Volume and Open Interest 2,747 40,151 +417
Australian Dollar(CME)
Dec06 061201 78.97 79.20 78.83 78.85 -0.05 2,814 124,639 +484
Mar07 061201 78.81 79.04 78.65 78.65 -0.06 37 2,098 +288
Jun07 061201 78.42 78.42 78.42 78.42 -0.15 0 103 +0
Total Volume and Open Interest 2,851 126,860 +772
British Pound(CME)
Dec06 061201 196.93 198.53 196.75 198.06 +1.44 6,440 147,886 +3,219
Mar07 061201 197.00 198.32 197.00 198.13 +1.43 421 3,396 +849
Jun07 061201 198.05 198.05 198.05 198.05 +1.41 0 28 +0
Total Volume and Open Interest 6,861 151,315 +4,071
Canadian Dollar(CME)
Dec06 061201 87.52 87.65 87.22 87.38 -0.27 6,267 115,281 -8,480
Mar07 061201 87.85 87.85 87.50 87.62 -0.28 1,928 10,042 +4,319
Jun07 061201 87.90 87.90 87.89 87.89 -0.28 4 648 +11
Sep07 061201 88.18 88.18 88.16 88.16 -0.28 4 339 +0
Total Volume and Open Interest 8,207 126,364 -4,147
Japanese Yen(CME)
Dec06 061201 86.29 87.19 86.27 86.87 +0.31 2,556 214,184 +7,927
Mar07 061201 87.42 88.10 87.42 87.92 +0.31 152 53,007 +4,455
Jun07 061201 88.92 88.92 88.92 88.92 +0.31 1 25 +1
Total Volume and Open Interest 2,709 267,380 +12,383
Swiss Franc(CME)
Dec06 061201 83.56 84.10 83.55 83.94 +0.34 1,332 76,386 -1,291
Mar07 061201 84.24 84.64 84.24 84.64 +0.34 51 1,833 +1,006
Jun07 061201 85.27 85.27 85.27 85.27 +0.34 0 36 +1
Total Volume and Open Interest 1,383 78,345 -284
EuroFX(CME)
Dec06 061201 132.57 133.54 132.52 133.43 +0.83 6,708 208,792 +5,246
Mar07 061201 133.15 134.11 133.15 133.98 +0.83 626 10,029 +1,790
Jun07 061201 134.41 134.41 134.41 134.41 +0.81 0 365 +191
Total Volume and Open Interest 7,335 219,382 +7,227
Mexican Peso(CME)
Dec06 061201 9112.0 9130.0 9040.0 9060.0 -42.0 7,911 58,731 -2,479
Jan07 061201 9047.0 9047.0 9047.0 9047.0 -43.0      
Total Volume and Open Interest 8,033 64,192 -2,373
30-Year T-Bonds(CBOT)
Dec06 061201 114~11 114~29 114~02 114~20 +0~08 144,965 197,597 -57,906
Mar07 061201 114~12 114~30 114~02 114~20 +0~08 488,647 685,649 +66,738
Jun07 061201 114~16 114~21 114~16 114~17 +0~08 301 332 +246
Total Volume and Open Interest 633,913 883,585 +9,078
10-Year T-Notes(CBOT)
Dec06 061201 109~040 109~180 108~305 109~130 +0~095 475,653 345,522 -249,085
Mar07 061201 109~065 109~210 109~005 109~155 +0~095 1,258,254 1,949,094 +203,444
Total Volume and Open Interest 1,733,911 2,297,207 -45,641
5-Year T-Notes(CBOT)
Dec06 061201 105~300 106~130 105~300 106~100 +0~100 232,319 0 +0
Mar07 061201 106~030 106~185 106~025 106~150 +0~100 591,300 0 +0
Jun07 061201 106~250 106~250 106~220 106~230 +0~145      
Total Volume and Open Interest 823,619    
2 Year T-Notes(CBOT)
Dec06 061201 102~032 102~061 102~032 102~057 +0~021 24,525 117,640 -77,118
Mar07 061201 102~060 102~094 102~060 102~088 +0~024 33,182 605,811 +31,584
Total Volume and Open Interest 57,707 723,451 -45,534
Eurodollars(CME)
Dec06 061201 94.643 94.670 94.643 94.660 +0.015 24,536 1,295,696 +928
Mar07 061201 94.805 94.920 94.795 94.885 +0.075 38,819 1,403,042 -11,152
Jun07 061201 95.010 95.200 95.000 95.175 +0.150 22,356 1,329,483 +31,665
Sep07 061201 95.200 95.385 95.185 95.365 +0.150 18,903 1,285,750 +20,277
Dec07 061201 95.320 95.480 95.315 95.475 +0.130 35,941 1,367,175 +3,808
Mar08 061201 95.395 95.535 95.390 95.535 +0.115 36,810 841,650 +15,515
Jun08 061201 95.415 95.550 95.410 95.550 +0.110 17,899 632,737 -5,370
Sep08 061201 95.420 95.545 95.410 95.545 +0.105 19,992 488,202 +2,101
Dec08 061201 95.400 95.515 95.400 95.515 +0.090 10,880 352,621 -2,944
Mar09 061201 95.380 95.485 95.380 95.485 +0.085 10,530 356,578 +4,140
Jun09 061201 95.345 95.445 95.345 95.445 +0.075 9,270 265,107 +5,542
Sep09 061201 95.325 95.410 95.325 95.410 +0.065 5,084 168,266 +2,385
Dec09 061201 95.280 95.365 95.280 95.355 +0.050 5,813 131,386 -3,134
Mar10 061201 95.265 95.340 95.265 95.330 +0.045 3,734 125,145 -8
Jun10 061201 95.230 95.310 95.230 95.290 +0.035 5,458 106,131 -63
Sep10 061201 95.205 95.280 95.205 95.250 +0.025 4,748 81,232 -1,373
Dec10 061201 95.165 95.225 95.165 95.205 +0.020 3,791 101,504 -2,256
Mar11 061201 95.140 95.200 95.140 95.170 +0.010 6,614 66,506 -147
Total Volume and Open Interest 292,299 10,628,609 +57,715
3-Mth Euro-Yen(CME)
Dec06 061201 99.44 99.46 99.44 99.45 +0.02 2,236 20,033 +452
Mar07 061201 99.32 99.35 99.32 99.34 +0.03 788 11,779 +269
Jun07 061201 99.21 99.22 99.21 99.22 +0.04 0 8,092 +106
Sep07 061201 99.08 99.09 99.08 99.09 +0.03 125 3,221 +181
Dec07 061201 98.97 99.00 98.97 99.00 +0.04 730 7,230 +291
Mar08 061201 98.90 98.90 98.90 98.90 +0.05 0 3,568 +0
Jun08 061201 98.80 98.80 98.80 98.80 +0.02 0 401 +132
Sep08 061201 98.72 98.72 98.72 98.72 +0.01 0 11 -10
Dec08 061201 98.64 98.64 98.64 98.64 +0.02 0 6 +0
Mar09 061201 98.53 98.53 98.53 98.53 +0.02      
Total Volume and Open Interest 3,899 54,361 +1,441
3-Mth Euro-Yen(SIMEX)
Dec06 061201 99.43 99.45 99.43 99.44 +0.01 3,019 78,613 -1,267
Mar07 061201 99.33 99.33 99.31 99.32 +0.01 4,748 77,672 -20
Jun07 061201 99.19 99.21 99.19 99.19 +0.01 3,077 42,058 +1,292
Sep07 061201 99.09 99.09 99.07 99.07 +0.02 1,319 32,154 -177
Dec07 061201 98.95 98.98 98.95 98.97 +0.02 1,155 42,611 -47
Mar08 061201 98.87 98.87 98.87 98.87 +0.02 72 31,493 +58
Jun08 061201 98.80 98.80 98.80 98.80 +0.02 250 8,339 +122
Sep08 061201 98.73 98.73 98.72 98.72 +0.02 335 1,586 +85
Total Volume and Open Interest 13,975 316,342 +46
German Euro-Bund(EUREX)
Dec06 061201 118.52 118.88 118.34 118.73 +0.52 1,296,969 1,475,223 +19,349
Mar07 061201 118.72 119.06 118.52 118.91 +0.25 90,878 176,004 +31,955
Jun07 061201 118.30 118.64 118.15 118.49 +0.22 2,044 251 -2
Total Volume and Open Interest 1,305,331 1,554,818 -64,707
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061201 110.26 110.48 110.15 110.41 +0.18 40,580 89,596 +15,649
Jun07 061201 109.81 110.04 109.80 110.03 +0.47      
Total Volume and Open Interest 635,530 1,042,788 -8,091
Long Gilt(LIFFE)
Dec06 061201 110~01 110~15 109~29 110~11 +0~11 126,714 80,982 -41,174
Mar07 061201 109~31 110~12 109~26 110~08 +0~11 68,100 237,315 +14,249
Total Volume and Open Interest 194,814 318,325 -26,925
3-Mth Short Sterling(LIFFE)
Dec06 061201 94.73 94.73 94.73 94.73 -0.01 42,691 399,389 -7,677
Mar07 061201 94.68 94.68 94.68 94.68 +0.03 81,148 457,691 +14,474
Jun07 061201 94.71 94.71 94.71 94.71 +0.05 58,214 449,745 +4,502
Total Volume and Open Interest 356,503 2,391,116 +19,756
3-Mth Euribor(LIFFE)
Dec06 061201 96.320 96.330 96.315 96.330 +0.005 82,882 618,047 -18,507
Mar07 061201 96.190 96.230 96.180 96.225 +0.030 167,608 772,843 -33,580
Jun07 061201 96.140 96.205 96.125 96.195 +0.045 134,786 629,675 +3,741
Total Volume and Open Interest 692,027 3,738,171 -36,360
3-Mth Aus T-Bills(SFE)
Dec06 061201 93.61 93.62 93.60 93.62 +0.01 14,019 110,202 +4,012
Mar07 061201 93.56 93.57 93.55 93.56 +0.02 37,743 308,952 +13,248
Jun07 061201 93.57 93.58 93.56 93.58 +0.03 19,080 154,699 +4,479
Sep07 061201 93.60 93.62 93.60 93.61 +0.03 4,646 52,780 -52
Dec07 061201 93.64 93.66 93.64 93.65 +0.03 5,679 44,010 +3,069
Mar08 061201 93.68 93.70 93.68 93.69 +0.04 3,419 25,248 +2,617
Jun08 061201 93.71 93.72 93.71 93.72 +0.04 256 18,089 +24
Sep08 061201 93.73 93.75 93.73 93.75 +0.05 11 10,821 -252
Dec08 061201 93.77 93.78 93.76 93.78 +0.05 181 4,965 -439
Mar09 061201 93.79 93.79 93.79 93.79 +0.05 57 1,539 +57
Total Volume and Open Interest 85,192 733,276 +26,864
10-Year Aus T-Bonds(SFE)
Dec06 061201 94.44 94.47 94.44 94.46 +0.05 40,666 506,469 +9,393
Mar07 061201 94.46 94.48 94.46 94.47 +0.05 501 516 +516
Total Volume and Open Interest 41,167 506,985 +9,909
3-Year Aus T-Bonds(SFE)
Dec06 061201 94.14 94.16 94.14 94.16 +0.04 118,509 748,163 +60,516
Mar07 061201 94.18 94.18 94.18 94.18 +0.04      
Total Volume and Open Interest 118,509 748,163 +60,516
Gold(CMX)
Dec06 061201 644.5 649.5 644.0 644.7 -2.2 2,327 6,241 -5,780
Feb07 061201 650.6 655.5 649.5 650.6 -2.3 32,096 205,008 +17,037
Apr07 061201 658.0 660.0 656.5 656.9 -2.3 1,163 22,593 +831
Jun07 061201 664.0 668.9 661.5 663.1 -2.4 1,322 26,716 +953
Aug07 061201 670.0 670.0 669.1 669.1 -2.4 108 3,759 +94
Oct07 061201 675.0 675.0 675.0 675.0 -2.5 218 14,738 +200
Dec07 061201 683.0 685.5 680.9 680.9 -2.6 533 41,340 +360
Feb08 061201 686.6 686.6 686.6 686.6 -2.7 35 2,195 -5
Apr08 061201 692.2 692.2 692.2 692.2 -2.7 0 1,489 +0
Jun08 061201 697.9 697.9 697.9 697.9 -2.8 5 3,521 +0
Aug08 061201 703.5 703.5 703.5 703.5 -2.8 0 220 +0
Oct08 061201 709.2 709.2 709.2 709.2 -2.8 2 0  
Total Volume and Open Interest 37,949 349,490  
Silver(CMX)
Dec06 061201 1380.0 1402.0 1380.0 1400.6 +8.1 2,097 3,239 -1,198
Mar07 061201 1407.0 1425.0 1403.0 1419.0 +7.5 12,348 70,051 +2,466
May07 061201 1430.0 1431.1 1430.0 1431.1 +7.3 435 4,509 +25
Jul07 061201 1439.0 1450.0 1437.0 1443.2 +6.9 814 9,751 +276
Sep07 061201 1455.6 1455.6 1455.6 1455.6 +6.5 13 2,377 +7
Dec07 061201 1467.0 1472.0 1465.0 1468.5 +6.2 76 11,478 +15
Mar08 061201 1481.0 1481.0 1481.0 1481.0 +6.2 0 109 +0
Total Volume and Open Interest 15,943 106,667 +1,554
Platinum(NYM)
Jan07 061201 1164.0 1167.0 1152.0 1154.5 -22.2 3,166 6,440 -1,149
Apr07 061201 1176.0 1176.0 1159.0 1162.5 -24.2 2,148 1,938 +1,282
Jul07 061201 1167.5 1167.5 1167.5 1167.5 -24.2 0 16 +0
Oct07 061201 1172.5 1172.5 1172.5 1172.5 -24.2      
Total Volume and Open Interest 5,314 8,394 +133
Palladium(NYME)
Dec06 061201 325.00 329.00 325.00 327.75 -1.60 295 818 -823
Mar07 061201 332.50 334.00 329.00 332.75 -1.60 1,076 10,801 +425
Jun07 061201 339.05 339.05 339.05 339.05 -1.60 1 39 +1
Total Volume and Open Interest 1,372 11,717 -397
Copper(CMX)
Dec06 061201 313.50 315.00 312.00 314.70 -2.45 2,502 6,022 -1,302
Mar07 061201 316.00 318.00 314.10 317.20 -2.35 7,275 47,533 +51
May07 061201 317.00 317.70 315.50 317.70 -2.35 277 4,237 +12
Jul07 061201 316.50 317.35 316.50 317.35 -2.70 69 1,462 -54
Sep07 061201 316.55 316.55 316.55 316.55 -3.00 27 1,094 -5
Total Volume and Open Interest 11,480 68,644 -855
Aluminum(CMX)
Dec06 061201 126.00 126.00 126.00 126.00 +4.00 1 597 -21
Jan07 061201 127.00 127.00 127.00 127.00 +4.00 2 105 +1
Feb07 061201 126.50 126.50 126.50 126.50 +4.00 0 42 +0
Mar07 061201 125.95 125.95 125.95 125.95 +4.00 0 40 +0
Apr07 061201 125.40 125.40 125.40 125.40 +4.00 0 40 +0
May07 061201 124.85 124.85 124.85 124.85 +4.00 0 40 +0
Total Volume and Open Interest 4 1,213 -19
DJIA Index(CBOT)
Dec06 061201 12260 12265 12106 12224 -23 7,431 62,266 +29
Mar07 061201 12340 12340 12230 12309 -23 376 1,321 +169
Jun07 061201 12394 12394 12394 12394 -23 0 53 +50
Sep07 061201 12479 12479 12479 12479 -23 0 3 +0
Total Volume and Open Interest 7,807 63,643 +248
S & P 500(CME)
Dec06 061201 1403.00 1404.30 1387.70 1400.40 -2.50 61,972 541,207 -7,432
Mar07 061201 1415.50 1415.50 1400.00 1412.20 -2.60 28,661 118,326 +15,792
Jun07 061201 1424.00 1424.00 1424.00 1424.00 -2.80 735 8,746 +1,300
Sep07 061201 1436.20 1436.20 1436.20 1436.20 -3.20 0 3,917 +0
Total Volume and Open Interest 91,380 672,542 +9,672
S & P 500 E-Mini(Globex)
Dec06 061201 1403.00 1406.50 1387.50 1400.50 -2.50 1,570,543 1,738,620 -5,472
Mar07 061201 1414.75 1418.50 1399.25 1412.25 -2.50 57,544 138,614 +45,571
Total Volume and Open Interest 1,628,087 1,877,234 +40,099
NASDAQ 100(CME)
Dec06 061201 1792.50 1796.00 1762.50 1782.00 -12.80 6,382 71,246 +1,679
Mar07 061201 1815.00 1815.00 1788.00 1803.30 -13.00 40 229 +25
Jun07 061201 1821.30 1821.30 1821.30 1821.30 -13.00 0 10 +0
Total Volume and Open Interest 6,422 71,485 +1,704
NASDAQ 100 E-Mini(Globex)
Dec06 061201 1794.80 1798.50 1762.50 1782.00 -12.80 333,111 510,078 +2,498
Mar07 061201 1815.80 1820.30 1784.80 1803.30 -13.00 3,493 6,067 +3,189
Total Volume and Open Interest 336,604 516,145 +5,687
S & P Midcap 400(CME)
Dec06 061201 811.00 812.00 802.00 810.90 +0.50 191 10,355 +71
Mar07 061201 818.00 818.50 818.00 818.50 +0.50 0 8 +0
Jun07 061201 826.10 826.10 826.10 826.10 +0.50      
Total Volume and Open Interest 191 10,363 +71
Russell 2000(CME)
Dec06 061201 786.75 789.00 773.75 783.60 -3.90 2,723 42,384 -159
Mar07 061201 785.00 790.35 781.00 790.35 -3.90 651 686 +575
Jun07 061201 797.10 797.10 797.10 797.10 -3.90 0 1 +0
Total Volume and Open Interest 3,374 43,079 +416
Russell 2000 E-Mini(Globex)
Dec06 061201 785.70 788.90 773.50 783.60 -3.90 210,362 403,320 +6,356
Mar07 061201 792.30 795.50 780.70 790.40 -3.90 13,233 15,449 +11,802
Total Volume and Open Interest 223,595 418,769 +18,158
Value Line(KCBT)
Dec06 061201 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061201 16300 16300 16070 16240 +185      
Mar07 061201 16265 16265 16265 16265 +185      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061201 16225 16380 16225 16330 +20 50,229 249,057 -3,369
Mar07 061201 16245 16380 16240 16330 +50 1,626 548 +34
Jun07 061201 16270 16270 16270 16270 +50 0 41 +0
Total Volume and Open Interest 51,855 250,047 -3,335
CAC 40(EURONEXT)
Dec06 061201 5349.0 5373.5 5245.0 5264.5 -68.0 104,537 485,835 +467
Jan07 061201 5383.0 5388.0 5272.0 5281.5 -68.0 1,156 1,947 -133
Feb07 061201 5296.0 5296.0 5296.0 5296.0 -66.5      
Total Volume and Open Interest 105,800 489,783 +362
Hang Seng Index(HKFE)
Dec06 061201 18968 19020 18715 18776 -222 48,571 123,757 -804
Jan07 061201 19008 19080 18782 18830 -227      
Total Volume and Open Interest 62,573 125,295  
DAX(EUREX)
Dec06 061201 6341.0 6370.0 6205.0 6257.0 -63.0 197,323 269,174 +6,923
Mar07 061201 6400.5 6428.0 6266.0 6314.0 -64.0 1,154 15,541 -75
Jun07 061201 6466.0 6489.5 6331.0 6374.5 -64.0 477 6,035 +53
Total Volume and Open Interest 198,954 290,750 +6,901
FT-SE 100(EURONEXT)
Dec06 061201 6079.00 6099.50 5991.50 6044.00 -17.00 108,319 514,816 -6,965
Mar07 061201 6100.00 6118.00 6020.00 6062.50 -17.00 4,052 14,523 +3,086
Jun07 061201 6081.00 6081.00 6081.00 6081.00 -18.00 7 7,250 +2
Total Volume and Open Interest 112,378 537,112 -3,877
SPI 200(SFE)
Dec06 061201 5494.0 5503.0 5418.0 5429.0 -36.0 19,384 296,383 -3,962
Mar07 061201 5502.0 5508.0 5425.0 5435.0 -36.0 406 6,096 +102
Jun07 061201 5471.0 5471.0 5471.0 5471.0 -36.0 0 4,354 +0
Total Volume and Open Interest 19,798 310,768 -3,852
GSCI(CME)
Dec06 061201 460.20 463.00 457.50 462.90 -0.10 768 21,714 +15
Jan07 061201 465.70 469.40 465.70 469.40 +0.90 0 1 +0
Feb07 061201 470.50 470.50 470.50 470.50 unch      
Total Volume and Open Interest 768 21,715 +15
Reuters CRB Index(NYBOT)
Jan07 061201 412.75 413.00 409.40 410.75 -1.50 41 541 -4
Feb07 061201 410.75 410.75 410.75 410.75 -1.50 0 6 +0
Apr07 061201 412.75 412.75 412.75 412.75 -1.50 0 412 +0
Total Volume and Open Interest 41 959 -4
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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