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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon December 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061204 666.00 667.00 658.50 659.25 -17.75 21,089 203,094 -4,089
Mar07 061204 678.00 681.00 673.00 673.50 -18.50 10,362 81,234 +2,390
May07 061204 691.00 691.00 683.00 683.25 -16.75 2,055 36,818 +441
Jul07 061204 704.50 704.50 693.00 693.50 -16.25 4,245 31,545 -63
Aug07 061204 704.00 704.00 697.50 697.50 -16.50 9 1,316 +106
Sep07 061204 701.00 701.00 701.00 701.00 -18.00 0 474 +0
Nov07 061204 713.00 717.00 708.00 708.50 -18.25 3,181 53,032 -251
Total Volume and Open Interest 41,440 418,059 -1,257
Soybean Meal(CBOT)
Dec06 061204 185.50 186.00 183.10 183.30 -5.10 8,900 6,176 -3,743
Jan07 061204 188.00 188.20 185.50 185.70 -4.70 20,395 59,321 -1,826
Mar07 061204 192.00 192.00 189.20 189.40 -4.90 6,720 54,246 +1,929
May07 061204 195.00 195.50 192.30 192.30 -5.10 1,717 31,732 +410
Jul07 061204 198.50 199.00 195.10 195.30 -4.60 2,754 34,969 +1,022
Aug07 061204 201.00 201.50 196.40 196.40 -4.80 250 9,553 +169
Sep07 061204 201.00 201.00 198.00 198.00 -4.40 270 6,424 +153
Oct07 061204 201.50 201.50 198.00 199.00 -4.10 34 2,573 +12
Total Volume and Open Interest 42,656 216,840 -1,339
Soybean Oil(CBOT)
Dec06 061204 28.90 28.92 28.75 28.90 -0.33 4,940 5,850 -1,723
Jan07 061204 29.40 29.40 29.19 29.34 -0.33 13,088 118,696 -980
Mar07 061204 29.80 29.82 29.62 29.78 -0.37 6,965 65,729 +2,896
May07 061204 30.10 30.12 29.93 30.08 -0.41 1,576 38,829 +296
Jul07 061204 30.45 30.45 30.25 30.36 -0.42 1,852 26,022 +574
Aug07 061204 30.50 30.50 30.35 30.41 -0.42 56 5,420 -13
Sep07 061204 30.60 30.60 30.49 30.49 -0.40 54 2,579 +18
Oct07 061204 30.70 30.70 30.58 30.58 -0.44 65 3,162 +13
Total Volume and Open Interest 29,464 288,086 +1,198
Canola(WCE)
Jan07 061204 370.1 371.8 368.4 368.8 -3.9 4,409 51,961 -121
Mar07 061204 379.3 381.0 377.4 378.2 -3.5 3,382 21,435 +1,888
May07 061204 384.0 387.2 384.0 384.5 -4.1 28 4,749 +24
Jul07 061204 387.5 390.1 387.5 388.1 -3.9 93 8,512 -50
Total Volume and Open Interest 8,407 99,488 +1,939
Corn(CBOT)
Dec06 061204 369.00 369.50 359.50 362.75 -11.25 14,332 29,129 -5,965
Mar07 061204 382.00 382.00 372.25 375.50 -11.50 35,678 622,271 +1,549
May07 061204 383.00 385.25 378.00 381.00 -10.25 2,200 94,464 -307
Jul07 061204 388.00 389.00 382.00 384.75 -10.00 5,332 203,648 +84
Sep07 061204 364.50 366.00 362.00 365.50 -7.25 454 40,484 +252
Dec07 061204 354.50 355.25 351.00 354.75 -5.50 8,287 281,714 +389
Total Volume and Open Interest 68,783 1,387,233 -3,289
Wheat(CBOT)
Dec06 061204 499.00 499.50 491.00 499.50 -0.50 4,604 4,271 -2,156
Mar07 061204 516.00 519.50 511.00 518.00 -2.75 15,319 242,958 +1,616
May07 061204 519.00 522.00 516.00 522.00 -3.00 1,165 17,261 +320
Jul07 061204 498.00 502.00 494.00 500.50 -2.50 3,977 73,765 +1,351
Sep07 061204 499.00 501.00 496.00 501.00 -1.00 41 3,964 -1
Total Volume and Open Interest 26,081 421,894 +1,238
Wheat(KCBT)
Dec06 061204 526.00 526.00 518.00 520.50 -9.00 494 2,024 +85
Mar07 061204 536.00 541.00 534.00 537.50 -8.00 5,570 75,723 -408
May07 061204 542.00 542.00 537.00 537.00 -8.50 356 3,645 +173
Jul07 061204 510.00 516.00 509.00 514.50 -1.75 1,181 28,469 -51
Sep07 061204 509.00 512.50 509.00 512.50 -2.50 101 3,501 -185
Total Volume and Open Interest 8,282 122,421 -309
Wheat(MGE)
Dec06 061204 508.50 508.50 504.00 508.50 -4.00 159 318 -165
Mar07 061204 523.50 525.50 519.00 525.25 -3.25 3,565 32,385 +96
May07 061204 528.25 531.00 526.00 531.00 -4.50 611 1,957 -107
Jul07 061204 522.00 527.00 519.00 527.00 -4.00 41 1,075 -36
Sep07 061204 510.00 515.00 508.00 514.50 -2.50 168 3,827 +42
Total Volume and Open Interest 4,972 48,019 +92
Oats(CBOT)
Dec06 061204 251.75 252.00 251.50 252.00 -4.00 84 246 -146
Mar07 061204 264.00 265.75 261.50 264.25 -4.00 279 9,957 +45
May07 061204 269.00 270.50 269.00 270.50 -2.50 48 491 +1
Jul07 061204 271.00 271.00 270.00 271.00 -3.00 0 421 +0
Total Volume and Open Interest 419 13,312 -98
Rough Rice(CBOT)
Jan07 061204 10.12 10.12 10.03 10.04 -0.03 941 5,934 -310
Mar07 061204 10.35 10.37 10.33 10.34 -0.05 620 5,516 -164
May07 061204 10.60 10.60 10.57 10.57 -0.05 46 1,142 +20
Jul07 061204 10.64 10.64 10.64 10.64 -0.05 57 706 -11
Total Volume and Open Interest 1,712 14,468 -455
Live Cattle(CME)
Dec06 061204 85.400 85.950 85.100 85.200 -0.300 7,783 17,565 -8,036
Feb07 061204 89.000 89.750 88.000 88.125 -0.975 10,714 126,307 +1,791
Apr07 061204 90.100 91.000 89.800 89.850 -0.425 4,079 38,591 +667
Jun07 061204 87.250 87.650 86.800 86.825 -0.500 897 17,287 +160
Aug07 061204 86.375 86.900 86.050 86.100 -0.425 1,215 9,854 +197
Oct07 061204 88.925 89.125 88.750 88.875 -0.150 327 4,722 +31
Total Volume and Open Interest 25,156 217,411 -5,153
Feeder Cattle(CME)
Jan07 061204 97.500 98.350 97.150 97.275 +0.300 1,946 13,431 +136
Mar07 061204 96.900 97.600 96.450 96.875 +0.525 1,724 5,664 +131
Apr07 061204 97.400 98.100 97.150 97.350 +0.550 106 2,162 +16
May07 061204 97.725 98.850 97.725 97.825 +0.475 124 3,347 +39
Aug07 061204 101.250 101.750 101.000 101.000 +0.250 89 1,059 +18
Sep07 061204 100.900 101.050 100.725 100.725 +0.425 7 876 +2
Oct07 061204 100.900 101.100 100.900 101.100 +0.775 10 56 +8
Total Volume and Open Interest 4,006 26,595 +350
Lean Hogs(CME)
Dec06 061204 61.000 61.100 60.150 60.750 -0.375 4,313 13,029 -1,675
Feb07 061204 64.400 64.550 62.800 62.850 -1.575 8,795 100,231 -143
Apr07 061204 67.500 67.600 66.000 66.100 -1.525 3,123 35,627 +199
May07 061204 72.000 72.000 71.500 71.575 -1.375 57 2,826 -1
Jun07 061204 74.250 74.300 72.825 72.925 -1.550 1,407 19,390 +233
Jul07 061204 72.425 72.425 71.225 71.300 -1.125 141 5,318 +86
Aug07 061204 71.000 71.000 70.350 70.550 -0.750 76 4,451 +35
Oct07 061204 65.500 65.500 64.400 64.825 -0.875 157 4,354 +57
Total Volume and Open Interest 18,199 187,287 -1,169
Pork Bellies(CME)
Feb07 061204 92.000 92.000 90.400 91.300 -0.675 126 882 +28
Mar07 061204 91.800 91.800 91.150 91.150 -0.700 7 64 -1
May07 061204 90.800 90.800 90.800 90.800 -0.400 1 80 +1
Jul07 061204 92.650 92.650 92.650 92.650 unch 0 88 +0
Aug07 061204 93.250 93.250 93.250 93.250 unch 0 5 +0
Total Volume and Open Interest 134 1,119 +28
Class III Milk(CME)
Dec06 061204 13.30 13.35 13.30 13.35 unch 284 4,135 -30
Jan07 061204 12.97 13.00 12.90 12.96 -0.07 300 2,651 -12
Feb07 061204 12.99 13.05 12.95 13.00 -0.10 218 2,423 +32
Mar07 061204 13.05 13.13 13.00 13.10 -0.03 245 2,278 +47
Apr07 061204 13.33 13.40 13.31 13.38 unch 124 2,040 +49
Total Volume and Open Interest 1,623 25,959 +362
Cocoa(NYBOT)
Dec06 061204 1468 1468 1468 1468 -12 2 31 -3
Mar07 061204 1565 1567 1543 1556 -7 10,908 73,676 +872
May07 061204 1586 1587 1565 1578 -8 1,633 16,690 +622
Jul07 061204 1607 1607 1599 1599 -8 523 10,570 +293
Sep07 061204 1619 1620 1619 1620 -7 359 14,484 +510
Dec07 061204 1658 1658 1648 1648 -8 100 11,508 +100
Mar08 061204 1675 1675 1675 1675 -6 50 3,600 +50
Total Volume and Open Interest 13,580 134,286 +2,449
Coffee "C"(NYBOT)
Dec06 061204 123.40 123.40 120.20 120.20 -3.00 90 840 -35
Mar07 061204 127.60 128.35 123.60 124.20 -3.40 13,182 89,465 +1,472
May07 061204 130.75 131.25 126.50 127.05 -3.40 1,338 12,487 +281
Jul07 061204 133.50 134.00 129.80 129.80 -3.40 309 4,844 +141
Sep07 061204 136.65 137.00 132.45 132.45 -3.30 132 2,531 +21
Dec07 061204 139.50 139.75 135.50 135.50 -3.30 161 2,128 +53
Total Volume and Open Interest 16,160 119,896 +2,109
Orange Juice(NYBOT)
Jan07 061204 204.00 204.50 202.50 204.10 +0.60 2,080 17,216 -794
Mar07 061204 203.50 204.10 202.50 203.80 +0.50 1,132 8,932 +586
May07 061204 201.00 201.80 201.00 201.80 +0.50 22 1,749 +1
Jul07 061204 200.30 200.80 200.30 200.80 +0.50 17 474 +1
Sep07 061204 199.80 199.80 199.80 199.80 +0.50 0 215 +0
Total Volume and Open Interest 3,251 29,549 -206
Sugar #11(NYBOT)
Mar07 061204 12.25 12.25 11.73 11.76 -0.50 28,982 269,297 +6,798
May07 061204 12.05 12.11 11.73 11.76 -0.44 7,045 80,682 +1,704
Jul07 061204 11.78 11.90 11.60 11.62 -0.32 5,320 75,048 +699
Oct07 061204 11.88 12.00 11.80 11.80 -0.24 2,578 50,984 -151
Mar08 061204 12.32 12.47 12.30 12.32 -0.16 1,497 39,585 +459
Total Volume and Open Interest 47,113 545,602 +9,741
Sugar #14(NYBOT)
Jan07 061204 19.95 20.25 19.95 20.18 +0.23 113 827 +83
Mar07 061204 19.80 19.95 19.80 19.93 +0.13 66 3,257 -6
May07 061204 19.85 19.93 19.85 19.93 +0.10 4 2,506 +0
Jul07 061204 20.00 20.10 19.90 20.10 +0.12 0 2,161 +0
Sep07 061204 20.00 20.10 20.00 20.10 +0.13 3 1,753 +1
Total Volume and Open Interest 186 11,938 +78
London Cocoa(LCE)
Dec06 061204 816 818 808 812 -4 1,994 59,350 -693
Mar07 061204 844 846 836 840 -3 6,850 62,118 -343
May07 061204 855 857 848 851 -3 775 26,151 +107
Jul07 061204 868 869 859 862 -4 924 22,733 +513
Sep07 061204 876 876 870 873 -3 792 14,880 +295
Dec07 061204 886 886 878 882 -2 646 15,524 +375
Mar08 061204 894 896 893 895 -2 28 6,347 +0
Total Volume and Open Interest 12,009 208,867 +254
London Coffee(LCE)
Jan07 061204 1457.00 1471.00 1420.00 1422.00 -13.00 5,505 37,463 -1,843
Mar07 061204 1466.00 1483.00 1436.00 1437.00 -9.00 2,299 37,967 -28
May07 061204 1483.00 1495.00 1446.00 1446.00 -10.00 289 13,142 +136
Jul07 061204 1478.00 1482.00 1441.00 1441.00 -10.00 81 4,918 -32
Sep07 061204 1488.00 1488.00 1435.00 1435.00 -10.00 46 5,850 +36
Nov07 061204 1474.00 1483.00 1431.00 1431.00 -10.00 62 1,525 +58
Total Volume and Open Interest 8,282 103,264 -1,673
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061204 375.00 376.40 358.00 363.00 -11.00 3,077 26,954 -440
May07 061204 372.00 372.00 359.90 360.90 -10.30 610 11,485 +78
Aug07 061204 359.40 359.40 353.10 353.70 -9.00 41 5,471 -31
Oct07 061204 355.00 355.00 347.90 349.30 -9.30 121 2,804 -40
Total Volume and Open Interest 3,880 49,918 -460
Cotton(NYBOT)
Dec06 061204 49.33 49.95 48.85 49.35 +0.02 46 763 -164
Mar07 061204 53.50 53.65 53.10 53.46 -0.22 12,781 111,808 +312
May07 061204 54.75 54.85 54.40 54.81 -0.09 1,237 18,543 +254
Jul07 061204 55.90 56.00 55.65 55.80 -0.20 583 10,376 +124
Oct07 061204 57.65 57.75 57.65 57.75 -0.15 0 165 +0
Dec07 061204 59.10 59.10 58.70 58.95 -0.15 1,109 17,052 -148
Total Volume and Open Interest 15,756 160,290 +376
Lumber(CME)
Jan07 061204 263.2 267.3 262.8 264.3 +0.7 820 4,220 -33
Mar07 061204 285.4 289.0 284.5 285.3 +2.0 656 3,046 +208
May07 061204 297.9 300.0 297.9 299.7 +2.7 18 146 +2
Jul07 061204 307.1 307.1 307.1 307.1 +2.2 2 61 +0
Total Volume and Open Interest 1,496 7,476 +177
Crude Oil(NYM)
Jan07 061204 62.70 62.80 61.90 62.44 -0.99 176,603 305,081 -6,016
Feb07 061204 64.35 64.35 63.70 64.03 -0.98 82,815 128,512 +9,702
Mar07 061204 65.30 65.45 64.75 65.15 -0.92 24,965 79,676 +247
Apr07 061204 65.70 65.99 65.70 65.99 -0.84 10,247 51,226 +89
May07 061204 66.65 66.65 66.65 66.65 -0.81 6,782 36,847 -1,194
Jun07 061204 67.35 67.50 67.21 67.21 -0.78 14,232 73,476 +629
Jul07 061204 67.95 67.95 67.40 67.69 -0.74 2,394 17,830 +234
Aug07 061204 68.11 68.11 68.11 68.11 -0.72 2,758 16,386 -427
Sep07 061204 68.47 68.47 68.47 68.47 -0.69 2,343 25,585 +1,409
Oct07 061204 68.70 68.78 68.70 68.78 -0.66 3,145 19,017 -452
Nov07 061204 69.05 69.05 69.05 69.05 -0.63 1,322 12,373 +478
Dec07 061204 69.45 69.45 69.15 69.28 -0.61 11,405 134,692 +1,477
Jan08 061204 69.48 69.48 69.48 69.48 -0.60 2,604 20,784 +842
Feb08 061204 69.64 69.64 69.64 69.64 -0.59 85 11,510 +5
Mar08 061204 69.76 69.76 69.76 69.76 -0.58 205 19,147 +50
Apr08 061204 69.85 69.85 69.85 69.85 -0.57 150 10,308 +84
Total Volume and Open Interest 353,827 1,222,992 +8,924
Heating Oil(NYM)
Jan07 061204 182.50 182.80 180.30 180.89 -3.88 32,052 97,655 +686
Feb07 061204 185.70 186.10 184.00 184.29 -3.75 12,385 37,425 -26
Mar07 061204 186.50 186.75 186.00 186.14 -3.40 8,361 17,950 +222
Apr07 061204 185.25 186.00 185.25 185.54 -3.20 4,374 14,364 +349
May07 061204 185.50 186.35 184.89 184.89 -3.15 1,358 6,842 +29
Jun07 061204 185.50 185.50 184.99 184.99 -3.15 5,845 20,673 -1,144
Jul07 061204 186.20 186.20 185.84 185.84 -3.10 808 3,554 -269
Aug07 061204 189.10 189.10 187.59 187.59 -3.00 176 2,596 +1
Sep07 061204 189.64 189.64 189.64 189.64 -2.90 5 4,860 +3
Oct07 061204 191.94 191.94 191.94 191.94 -2.80 12 1,571 +0
Nov07 061204 194.59 194.59 194.59 194.59 -2.75 0 1,029 +0
Dec07 061204 197.39 197.39 197.39 197.39 -2.65 290 9,859 +122
Total Volume and Open Interest 65,760 223,363 -2,313
Unleaded Gas(NYM)
Jan07 061204 167.50 167.50 165.50 166.74 -1.81 1,448 5,545 -98
Total Volume and Open Interest 1,448 5,545 -180
RBOB Gasoline(NYMEX)
Jan07 061204 171.79 171.79 165.10 166.74 -3.47 25,518 58,940 -667
Feb07 061204 172.89 172.99 168.00 169.30 -3.31 11,334 13,409 +1,096
Mar07 061204 173.35 173.35 171.55 172.84 -2.72 2,831 12,605 +211
Apr07 061204 188.43 188.44 188.41 188.41 -1.75 1,120 8,889 +281
May07 061204 189.15 190.50 189.15 189.15 -3.61 728 8,384 +15
Jun07 061204 192.60 192.60 192.60 192.60 -2.26 164 4,347 +9
Jul07 061204 193.39 193.39 193.39 193.39 -2.57 233 2,874 +28
Aug07 061204 194.00 194.00 194.00 194.00 -2.06 325 1,787 -100
Sep07 061204 192.34 192.34 192.34 192.34 -2.47 725 5,609 -410
Oct07 061204 180.99 180.99 180.99 180.99 -2.42 0 826 +0
Total Volume and Open Interest 43,074 118,065 -4,801
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061129 163.70 167.90 163.70 167.50 +3.77 0 1 +0
Feb07 061204 169.34 169.34 169.34 169.34 -3.27      
Mar07 061204 172.59 172.59 172.59 172.59 -2.97      
Apr07 061204 187.29 187.29 187.29 187.29 -2.87      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan07 061204 8.130 8.130 7.780 7.806 -0.616 45,276 97,112 -3,656
Feb07 061204 8.170 8.185 7.860 7.876 -0.604 16,070 43,201 -1,975
Mar07 061204 8.100 8.120 7.810 7.819 -0.561 17,904 108,971 +1,341
Apr07 061204 7.850 7.850 7.644 7.644 -0.436 8,739 99,213 +643
May07 061204 7.800 7.800 7.649 7.649 -0.413 4,140 39,612 +2,093
Jun07 061204 7.750 7.750 7.719 7.719 -0.406 765 13,117 +80
Jul07 061204 7.970 8.000 7.810 7.810 -0.397 595 12,972 -74
Aug07 061204 8.030 8.030 7.885 7.885 -0.393 322 14,469 -135
Sep07 061204 8.200 8.200 7.930 7.942 -0.391 224 14,694 +98
Oct07 061204 8.170 8.180 8.044 8.044 -0.389 933 40,068 +546
Nov07 061204 8.660 8.670 8.544 8.544 -0.364 36 23,148 -13
Dec07 061204 9.100 9.100 8.999 8.999 -0.339 86 34,105 -29
Jan08 061204 9.410 9.410 9.264 9.264 -0.309 246 29,055 +9
Feb08 061204 9.269 9.269 9.269 9.269 -0.309 33 15,532 -6
Mar08 061204 9.130 9.130 9.049 9.049 -0.299 650 36,997 -3
Apr08 061204 7.900 7.900 7.789 7.789 -0.239 653 27,700 -72
Total Volume and Open Interest 98,197 888,782 -872
Brent Crude Oil(ICE)
Jan07 061204 64.59 64.75 63.13 63.45 -1.17 64,734 89,383 -21,622
Feb07 061204 65.31 65.35 63.89 64.24 -1.06 42,590 177,989 +14,300
Mar07 061204 66.10 66.13 64.80 65.19 -0.94 21,746 50,423 +1,681
Apr07 061204 66.90 66.96 65.77 66.02 -0.88 12,989 31,192 +1,966
May07 061204 67.54 67.54 66.50 66.69 -0.85 7,986 25,843 -2,527
Jun07 061204 67.70 67.70 67.10 67.26 -0.81 5,890 43,789 +827
Jul07 061204 68.20 68.20 67.70 67.72 -0.76 0 11,364 +309
Aug07 061204 68.10 68.10 68.10 68.10 -0.74 0 4,822 -99
Sep07 061204 68.42 68.42 68.42 68.42 -0.74 0 12,017 +209
Oct07 061204 68.90 68.90 68.70 68.70 -0.72 0 9,084 +0
Nov07 061204 68.96 68.96 68.96 68.96 -0.63 0 14,578 +287
Dec07 061204 69.25 69.40 68.92 69.21 -0.56 3,584 44,436 -1,557
Jan08 061204 69.41 69.41 69.41 69.41 -0.54 0 6,276 -5
Feb08 061204 69.59 69.59 69.59 69.59 -0.53 0 974 -308
Total Volume and Open Interest 161,032 587,829 -5,181
Gas Oil(ICE)
Dec06 061204 563.50 566.25 550.75 553.25 -9.25 29,020 39,137 -6,603
Jan07 061204 567.00 569.25 554.50 556.75 -8.75 32,482 77,124 +1,339
Feb07 061204 573.00 574.75 561.25 563.50 -7.75 15,166 47,578 +831
Mar07 061204 576.75 576.75 570.00 570.00 -7.00 5,219 21,217 +1,025
Apr07 061204 577.00 577.00 575.50 575.50 -6.50 2,928 14,044 -24
May07 061204 580.25 580.25 580.25 580.25 -6.00 1,245 9,764 -82
Jun07 061204 585.25 585.25 585.25 585.25 -5.75 2,441 34,449 -18
Jul07 061204 591.25 591.25 591.25 591.25 -5.50 0 5,446 +5
Aug07 061204 596.25 596.25 596.25 596.25 -5.25 0 806 +0
Sep07 061204 602.00 602.00 602.00 602.00 -4.50 0 7,058 +0
Total Volume and Open Interest 89,151 303,396 -3,463
US Dollar Index(NYBOT)
Dec06 061204 82.27 82.67 82.27 82.42 unch 5,504 36,611 -1,027
Mar07 061204 82.05 82.38 82.05 82.11 unch 326 2,642 +179
Jun07 061204 82.00 82.00 81.81 81.81 unch 0 25 +0
Total Volume and Open Interest 5,831 39,304 -847
Australian Dollar(CME)
Dec06 061204 78.65 78.97 78.64 78.97 +0.12 1,943 128,926 +4,287
Mar07 061204 78.47 78.79 78.47 78.78 +0.13 24 2,621 +523
Jun07 061204 78.55 78.55 78.55 78.55 +0.13 0 103 +0
Total Volume and Open Interest 1,967 131,678 +4,818
British Pound(CME)
Dec06 061204 197.58 198.00 197.42 198.00 -0.06 3,924 149,321 +1,435
Mar07 061204 197.52 198.10 197.52 198.07 -0.06 77 4,412 +1,016
Jun07 061204 197.99 197.99 197.99 197.99 -0.06 0 32 +4
Total Volume and Open Interest 4,001 153,770 +2,455
Canadian Dollar(CME)
Dec06 061204 87.59 87.67 87.17 87.66 +0.28 7,696 116,247 +966
Mar07 061204 87.78 87.92 87.39 87.90 +0.28 394 10,530 +488
Jun07 061204 88.17 88.17 88.17 88.17 +0.28 7 667 +19
Sep07 061204 88.13 88.44 88.13 88.44 +0.28 1 339 +0
Total Volume and Open Interest 8,099 127,838 +1,474
Japanese Yen(CME)
Dec06 061204 86.61 86.87 86.58 86.86 -0.01 18,492 214,358 +174
Mar07 061204 87.72 87.95 87.72 87.91 -0.01 1,536 58,309 +5,302
Jun07 061204 88.91 88.91 88.91 88.91 -0.01 0 68 +43
Total Volume and Open Interest 20,028 272,895 +5,515
Swiss Franc(CME)
Dec06 061204 83.65 83.86 83.62 83.85 -0.09 2,443 74,597 -1,789
Mar07 061204 84.50 84.56 84.50 84.55 -0.09 5 2,693 +860
Jun07 061204 85.18 85.18 85.18 85.18 -0.09 0 59 +23
Total Volume and Open Interest 2,448 77,439 -906
EuroFX(CME)
Dec06 061204 133.14 133.44 133.01 133.37 -0.06 2,812 205,684 -3,108
Mar07 061204 133.61 133.99 133.57 133.92 -0.06 2,773 12,691 +2,662
Jun07 061204 134.20 134.35 134.20 134.35 -0.06 300 723 +358
Total Volume and Open Interest 5,886 219,294 -88
Mexican Peso(CME)
Dec06 061204 9080.0 9150.0 9080.0 9135.0 +75.0 13,816 67,008 +8,277
Jan07 061204 9122.0 9122.0 9122.0 9122.0 +75.0      
Total Volume and Open Interest 13,842 72,486 +8,294
30-Year T-Bonds(CBOT)
Dec06 061204 114~16 114~23 114~08 114~19 -0~01 102,421 147,442 -50,155
Mar07 061204 114~16 114~24 114~08 114~20 unch 567,408 732,423 +46,774
Jun07 061204 114~16 114~19 114~07 114~18 +0~01 24 395 +63
Total Volume and Open Interest 669,854 880,268 -3,317
10-Year T-Notes(CBOT)
Dec06 061204 109~105 109~135 109~060 109~120 -0~010 221,266 242,013 -103,509
Mar07 061204 109~135 109~160 109~080 109~145 -0~010 1,485,809 2,049,095 +100,001
Total Volume and Open Interest 1,707,128 2,293,701 -3,506
5-Year T-Notes(CBOT)
Dec06 061204 106~085 106~100 106~085 106~100 unch 118,683 0 +0
Mar07 061204 106~130 106~150 106~110 106~145 -0~005 723,085 0 +0
Jun07 061204 106~225 106~225 106~225 106~225 -0~005 15 10 +10
Total Volume and Open Interest 841,783 10 +10
2 Year T-Notes(CBOT)
Dec06 061204 102~056 102~057 102~056 102~057 unch 4,759 89,379 -28,261
Mar07 061204 102~086 102~088 102~084 102~088 unch 8,942 657,607 +51,796
Total Volume and Open Interest 13,701 746,986 +23,535
Eurodollars(CME)
Dec06 061204 94.652 94.660 94.652 94.660 unch 48,886 1,385,767 +90,071
Mar07 061204 94.865 94.870 94.860 94.870 -0.015 59,912 1,421,621 +18,579
Jun07 061204 95.160 95.175 95.140 95.170 -0.005 54,775 1,376,893 +47,410
Sep07 061204 95.345 95.365 95.325 95.365 unch 44,517 1,304,929 +19,179
Dec07 061204 95.455 95.475 95.440 95.475 unch 38,600 1,366,649 -526
Mar08 061204 95.505 95.535 95.500 95.535 unch 46,149 888,378 +46,728
Jun08 061204 95.520 95.550 95.515 95.550 unch 51,503 665,709 +32,972
Sep08 061204 95.515 95.540 95.510 95.540 -0.005 39,521 477,609 -10,593
Dec08 061204 95.485 95.515 95.480 95.510 -0.005 25,849 345,937 -6,684
Mar09 061204 95.455 95.485 95.450 95.480 -0.005 25,261 358,841 +2,263
Jun09 061204 95.425 95.440 95.410 95.440 -0.005 30,485 283,377 +18,270
Sep09 061204 95.390 95.405 95.375 95.405 -0.005 16,131 170,812 +2,546
Dec09 061204 95.335 95.360 95.320 95.355 unch 12,427 132,235 +849
Mar10 061204 95.310 95.335 95.300 95.330 unch 9,860 123,836 -1,309
Jun10 061204 95.270 95.295 95.260 95.290 unch 13,328 108,088 +1,957
Sep10 061204 95.235 95.255 95.225 95.250 unch 6,230 80,329 -903
Dec10 061204 95.185 95.210 95.175 95.205 unch 11,151 103,450 +1,946
Mar11 061204 95.150 95.180 95.145 95.175 +0.005 4,963 65,572 -934
Total Volume and Open Interest 556,116 10,891,835 +263,226
3-Mth Euro-Yen(CME)
Dec06 061204 99.44 99.44 99.44 99.44 -0.01 631 20,058 +25
Mar07 061204 99.33 99.33 99.31 99.31 -0.03 216 11,291 -488
Jun07 061204 99.20 99.20 99.19 99.19 -0.03 359 8,290 +198
Sep07 061204 99.08 99.08 99.08 99.08 -0.01 40 3,221 +0
Dec07 061204 98.98 98.98 98.98 98.98 -0.02 26 7,473 +243
Mar08 061204 98.89 98.89 98.89 98.89 -0.01 0 3,568 +0
Jun08 061204 98.80 98.80 98.80 98.80 unch 0 401 +0
Sep08 061204 98.72 98.72 98.72 98.72 unch 0 11 +0
Dec08 061204 98.65 98.65 98.65 98.65 +0.01 0 6 +0
Mar09 061204 98.55 98.55 98.55 98.55 +0.02      
Total Volume and Open Interest 1,272 54,359 -2
3-Mth Euro-Yen(SIMEX)
Dec06 061204 99.45 99.45 99.43 99.44 unch 1,356 79,665 +1,052
Mar07 061204 99.33 99.34 99.32 99.32 unch 5,220 77,465 -207
Jun07 061204 99.21 99.22 99.19 99.20 +0.01 4,515 43,905 +1,847
Sep07 061204 99.09 99.09 99.08 99.08 +0.01 765 32,069 -85
Dec07 061204 98.99 98.99 98.98 98.98 +0.01 424 43,134 +523
Mar08 061204 98.90 98.91 98.88 98.88 +0.01 15 31,478 -15
Jun08 061204 98.80 98.81 98.80 98.81 +0.01 0 8,339 +0
Sep08 061204 98.72 98.73 98.72 98.73 +0.01 203 1,681 +95
Total Volume and Open Interest 12,498 319,572 +3,230
German Euro-Bund(EUREX)
Dec06 061204 118.68 118.73 118.59 118.69 -0.04 1,576,695 1,374,307 -100,916
Mar07 061204 118.87 118.93 118.79 118.90 -0.01 273,495 275,182 +99,178
Jun07 061204 118.49 118.49 118.36 118.45 -0.04 494 368 +117
Total Volume and Open Interest 1,850,684 1,649,857 +95,039
German Euro-Bobl(EUREX)
Dec06 061204 110.11 110.16 110.07 110.11 +0.46 434,565 1,010,265 +198,366
Mar07 061204 110.41 110.44 110.35 110.40 -0.01 66,318 118,869 +29,273
Jun07 061204 110.03 110.04 109.99 110.02 -0.01 0 98 +98
Total Volume and Open Interest 737,808 1,044,087 +1,299
Long Gilt(LIFFE)
Dec06 061204 110~11 110~13 110~07 110~11 unch 33,495 73,928 -7,054
Mar07 061204 110~09 110~11 110~04 110~08 unch 78,139 242,737 +5,422
Total Volume and Open Interest 111,634 316,693 -1,632
3-Mth Short Sterling(LIFFE)
Dec06 061204 94.73 94.73 94.73 94.73 unch 81,626 402,452 +3,063
Mar07 061204 94.70 94.70 94.70 94.70 +0.02 108,491 458,290 +599
Jun07 061204 94.74 94.74 94.74 94.74 +0.03 98,024 454,062 +4,317
Total Volume and Open Interest 474,360 2,401,686 +10,570
3-Mth Euribor(LIFFE)
Dec06 061204 96.325 96.335 96.325 96.330 unch 93,653 611,821 -6,226
Mar07 061204 96.220 96.265 96.220 96.255 +0.030 155,795 765,729 -7,114
Jun07 061204 96.225 96.240 96.195 96.230 +0.035 133,188 623,226 -6,449
Total Volume and Open Interest 743,467 3,729,595 -8,576
3-Mth Aus T-Bills(SFE)
Dec06 061204 93.62 93.63 93.61 93.63 +0.01 7,808 110,319 +117
Mar07 061204 93.59 93.62 93.58 93.62 +0.06 19,305 297,318 -11,634
Jun07 061204 93.61 93.67 93.61 93.67 +0.09 7,277 148,822 -5,877
Sep07 061204 93.64 93.72 93.64 93.72 +0.11 5,128 53,048 +268
Dec07 061204 93.69 93.77 93.69 93.77 +0.12 1,742 41,289 -2,721
Mar08 061204 93.73 93.80 93.73 93.80 +0.11 1,073 24,265 -983
Jun08 061204 93.77 93.83 93.77 93.83 +0.11 983 18,066 -23
Sep08 061204 93.79 93.86 93.79 93.86 +0.11 724 10,427 -394
Dec08 061204 93.81 93.87 93.81 93.87 +0.09 4 4,967 +2
Mar09 061204 93.89 93.89 93.89 93.89 +0.10 0 1,539 +0
Total Volume and Open Interest 44,044 711,931 -21,345
10-Year Aus T-Bonds(SFE)
Dec06 061204 94.47 94.50 94.47 94.50 +0.04 36,918 498,964 -7,505
Mar07 061204 94.51 94.51 94.51 94.51 +0.04 402 918 +402
Total Volume and Open Interest 37,320 499,882 -7,103
3-Year Aus T-Bonds(SFE)
Dec06 061204 94.21 94.25 94.20 94.25 +0.09 46,757 696,262 -51,901
Mar07 061204 94.28 94.28 94.28 94.28 +0.10      
Total Volume and Open Interest 46,757 696,262 -51,901
Gold(CMX)
Dec06 061204 644.0 646.5 640.5 645.2 +0.5 728 4,792 -1,449
Feb07 061204 650.5 651.7 645.7 650.9 +0.3 26,296 207,827 +2,819
Apr07 061204 656.0 658.3 652.0 657.2 +0.3 3,405 23,957 +1,364
Jun07 061204 664.5 664.5 659.5 663.3 +0.2 5,674 22,489 -4,227
Aug07 061204 667.5 669.2 666.0 669.2 +0.1 849 3,929 +170
Oct07 061204 674.3 675.0 674.3 675.0 unch 107 14,843 +105
Dec07 061204 680.0 683.5 679.3 680.8 -0.1 8,128 34,175 -7,165
Feb08 061204 686.4 686.4 686.4 686.4 -0.2 0 2,195 +0
Apr08 061204 691.9 691.9 691.9 691.9 -0.3 200 1,689 +200
Jun08 061204 697.5 697.5 697.5 697.5 -0.4 200 3,721 +200
Aug08 061204 703.1 703.1 703.1 703.1 -0.4 0 220 +0
Oct08 061204 708.7 708.7 708.7 708.7 -0.5 500 500 +500
Total Volume and Open Interest 49,590 338,756 -10,734
Silver(CMX)
Dec06 061204 1405.0 1410.0 1395.0 1406.1 +5.5 602 2,455 -784
Mar07 061204 1421.0 1429.0 1413.0 1424.5 +5.5 8,356 70,763 +712
May07 061204 1431.0 1437.0 1431.0 1436.2 +5.1 245 4,511 +2
Jul07 061204 1447.5 1450.0 1442.0 1447.8 +4.6 45 9,789 +38
Sep07 061204 1459.5 1459.5 1459.5 1459.5 +3.9 34 2,378 +1
Dec07 061204 1470.0 1478.0 1465.0 1471.9 +3.4 125 11,465 -13
Mar08 061204 1484.4 1484.4 1484.4 1484.4 +3.4 0 109 +0
Total Volume and Open Interest 9,735 106,854 +187
Platinum(NYM)
Jan07 061204 1164.0 1170.0 1158.0 1160.0 +5.5 1,521 6,263 -177
Apr07 061204 1171.0 1173.0 1164.0 1168.0 +5.5 587 1,994 +56
Jul07 061204 1173.0 1173.0 1173.0 1173.0 +5.5 1 17 +1
Oct07 061204 1178.0 1178.0 1178.0 1178.0 +5.5      
Total Volume and Open Interest 2,109 8,274 -120
Palladium(NYME)
Dec06 061204 328.00 331.45 328.00 331.45 +3.70 18 83 -735
Mar07 061204 332.00 338.00 331.00 336.45 +3.70 833 10,842 +41
Jun07 061204 342.75 342.75 342.75 342.75 +3.70 0 39 +0
Total Volume and Open Interest 851 11,023 -694
Copper(CMX)
Dec06 061204 313.50 315.75 313.50 315.70 +1.00 813 5,635 -387
Mar07 061204 316.00 317.80 315.25 317.60 +0.40 4,828 48,177 +644
May07 061204 317.20 318.10 316.80 317.90 +0.20 243 4,248 +11
Jul07 061204 316.50 317.55 316.25 317.55 +0.20 325 1,571 +109
Sep07 061204 316.75 316.75 316.75 316.75 +0.20 289 1,110 +16
Total Volume and Open Interest 7,021 69,240 +596
Aluminum(CMX)
Dec06 061204 125.50 125.50 125.50 125.50 -0.50 1 497 -100
Jan07 061204 126.50 126.50 126.50 126.50 -0.50 2 103 -2
Feb07 061204 125.50 125.50 125.50 125.50 -1.00 0 40 -2
Mar07 061204 124.95 124.95 124.95 124.95 -1.00 0 40 +0
Apr07 061204 124.40 124.40 124.40 124.40 -1.00 0 40 +0
May07 061204 123.85 123.85 123.85 123.85 -1.00 0 40 +0
Total Volume and Open Interest 4 1,110 -103
DJIA Index(CBOT)
Dec06 061204 12210 12330 12210 12297 +73 7,558 61,515 -751
Mar07 061204 12295 12410 12295 12383 +74 1,960 2,281 +960
Jun07 061204 12467 12467 12467 12467 +73 0 53 +0
Sep07 061204 12552 12552 12552 12552 +73 0 3 +0
Total Volume and Open Interest 9,518 63,852 +209
S & P 500(CME)
Dec06 061204 1400.00 1413.30 1400.00 1410.70 +10.30 90,983 510,693 -30,514
Mar07 061204 1412.00 1425.20 1412.00 1422.70 +10.50 54,951 163,893 +45,567
Jun07 061204 1434.70 1434.70 1434.70 1434.70 +10.70 263 8,753 +7
Sep07 061204 1446.90 1446.90 1446.90 1446.90 +10.70 0 3,917 +0
Total Volume and Open Interest 147,013 689,238 +16,696
S & P 500 E-Mini(Globex)
Dec06 061204 1399.25 1413.50 1397.75 1410.75 +10.25 1,731,779 1,739,740 +1,120
Mar07 061204 1410.25 1425.25 1409.50 1422.75 +10.50 54,780 163,963 +25,349
Total Volume and Open Interest 1,786,559 1,903,703 +26,469
NASDAQ 100(CME)
Dec06 061204 1784.00 1812.00 1784.00 1803.50 +21.50 9,202 70,577 -669
Mar07 061204 1806.00 1832.00 1806.00 1825.30 +22.00 202 486 +257
Jun07 061204 1843.30 1843.30 1843.30 1843.30 +22.00 0 10 +0
Total Volume and Open Interest 9,404 71,073 -412
NASDAQ 100 E-Mini(Globex)
Dec06 061204 1781.30 1811.80 1778.30 1803.50 +21.50 377,166 509,224 -854
Mar07 061204 1801.00 1832.80 1800.00 1825.30 +22.00 1,193 6,247 +180
Total Volume and Open Interest 378,359 515,471 -674
S & P Midcap 400(CME)
Dec06 061204 811.00 829.60 811.00 829.60 +18.70 323 10,617 +262
Mar07 061204 837.80 837.80 837.80 837.80 +19.30 1 13 +5
Jun07 061204 846.00 846.00 846.00 846.00 +19.90      
Total Volume and Open Interest 324 10,630 +267
Russell 2000(CME)
Dec06 061204 784.50 798.25 784.50 797.90 +14.30 933 42,480 +96
Mar07 061204 802.00 804.90 801.00 804.90 +14.55 189 758 +72
Jun07 061204 811.90 811.90 811.90 811.90 +14.80 0 1 +0
Total Volume and Open Interest 1,122 43,247 +168
Russell 2000 E-Mini(Globex)
Dec06 061204 783.00 798.30 782.30 797.90 +14.30 241,579 400,965 -2,355
Mar07 061204 790.10 805.30 789.30 804.90 +14.50 2,228 16,136 +687
Total Volume and Open Interest 243,807 417,101 -1,668
Value Line(KCBT)
Dec06 061204 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec06 061204 16280 16400 16280 16350 +110      
Mar07 061204 16430 16430 16375 16375 +110      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061204 16230 16360 16180 16255 -75 48,806 249,780 +723
Mar07 061204 16245 16360 16190 16260 -70 2,751 2,065 +1,517
Jun07 061204 16250 16250 16250 16250 -20 0 41 +0
Total Volume and Open Interest 51,557 252,287 +2,240
CAC 40(EURONEXT)
Dec06 061204 5277.0 5308.0 5252.5 5302.5 +38.0 118,298 498,150 +12,315
Jan07 061204 5292.0 5324.0 5270.0 5319.5 +38.0 1,474 1,976 +29
Feb07 061204 5334.0 5334.0 5334.0 5334.0 +38.0 30 30 +30
Total Volume and Open Interest 119,832 500,171 +10,388
Hang Seng Index(HKFE)
Dec06 061204 18624 18836 18624 18746 -30 47,323 122,373 -1,384
Jan07 061204 18650 18885 18650 18809 -21 1,603 983 +983
Total Volume and Open Interest 49,160 124,930 -365
DAX(EUREX)
Dec06 061204 6250.0 6317.0 6238.0 6305.0 +48.0 214,333 263,448 -5,726
Mar07 061204 6304.0 6373.0 6297.0 6362.5 +48.5 899 15,496 -45
Jun07 061204 6399.0 6432.5 6356.5 6423.0 +48.5 551 6,034 -1
Total Volume and Open Interest 215,783 284,978 -5,772
FT-SE 100(EURONEXT)
Dec06 061204 6040.00 6068.50 6027.00 6057.00 +13.00 102,011 523,810 +8,994
Mar07 061204 6053.00 6085.00 6051.00 6075.50 +13.00 1,536 15,245 +722
Jun07 061204 6092.50 6098.00 6084.50 6094.00 +13.00 0 7,250 +0
Total Volume and Open Interest 103,547 546,828 +9,716
SPI 200(SFE)
Dec06 061204 5388.0 5443.0 5387.0 5441.0 +12.0 19,438 297,549 +1,166
Mar07 061204 5397.0 5447.0 5397.0 5447.0 +12.0 175 6,012 -84
Jun07 061204 5483.0 5483.0 5483.0 5483.0 +12.0 0 4,354 +0
Total Volume and Open Interest 19,619 311,844 +1,076
GSCI(CME)
Dec06 061204 457.20 457.60 452.90 453.30 -9.60 712 21,743 +29
Jan07 061204 459.00 459.00 459.00 459.00 -10.40 326 292 +291
Feb07 061204 462.50 462.50 462.50 462.50 -8.00      
Total Volume and Open Interest 1,038 22,035 +320
Reuters CRB Index(NYBOT)
Jan07 061204 407.00 407.00 404.50 405.00 -5.75 60 559 +18
Feb07 061204 405.00 405.00 405.00 405.00 -5.75 0 6 +0
Apr07 061204 407.00 407.00 407.00 407.00 -5.75 0 412 +0
Total Volume and Open Interest 60 977 +18
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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