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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 Tue December 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061212 668.00 669.50 661.25 663.00 -3.75 43,896 137,767 -12,981
Mar07 061212 682.50 684.50 676.50 678.50 -4.25 27,849 132,877 +18,946
May07 061212 693.00 696.00 688.00 690.00 -2.75 2,118 38,074 +852
Jul07 061212 703.50 705.00 698.50 700.25 -2.25 3,904 33,038 +92
Aug07 061212 709.00 709.00 704.00 705.00 -2.50 0 1,521 +0
Sep07 061212 707.00 707.00 707.00 707.00 -1.50 0 470 +0
Nov07 061212 720.50 723.00 716.00 718.00 -2.00 4,473 57,786 +659
Total Volume and Open Interest 82,486 413,765 +7,699
Soybean Meal(CBOT)
Dec06 061212 187.50 188.50 186.50 187.20 -0.50 2,357 2,037 -498
Jan07 061212 190.70 191.80 189.30 189.90 -0.40 14,134 52,189 -1,592
Mar07 061212 194.50 195.50 193.50 193.90 -0.20 5,808 55,288 +1,226
May07 061212 197.00 198.00 196.10 196.50 +0.20 3,997 32,900 -367
Jul07 061212 199.50 201.00 199.00 199.70 +0.20 1,568 37,157 -260
Aug07 061212 200.90 202.30 200.30 200.90 +0.50 316 10,431 +312
Sep07 061212 202.00 203.50 201.50 201.70 +0.50 112 6,852 +20
Oct07 061212 203.50 204.00 202.50 202.70 +0.50 75 2,675 -60
Total Volume and Open Interest 29,405 211,338 -891
Soybean Oil(CBOT)
Dec06 061212 28.85 28.85 28.31 28.37 -0.36 1,453 1,108 -331
Jan07 061212 29.19 29.19 28.62 28.69 -0.34 17,044 82,409 -10,452
Mar07 061212 29.58 29.60 29.05 29.14 -0.37 12,442 94,841 +11,480
May07 061212 29.93 29.93 29.45 29.50 -0.37 1,429 40,327 +608
Jul07 061212 30.28 30.28 29.81 29.83 -0.40 734 26,503 +88
Aug07 061212 30.35 30.35 29.90 29.93 -0.39 50 5,447 +39
Sep07 061212 30.15 30.45 30.03 30.03 -0.39 16 2,708 +3
Oct07 061212 30.55 30.55 30.12 30.12 -0.40 0 3,147 +0
Total Volume and Open Interest 34,192 278,377 +1,465
Canola(WCE)
Jan07 061212 367.9 368.5 363.2 365.9 -2.1 7,852 36,560 -4,650
Mar07 061212 377.9 378.5 373.5 375.5 -2.1 9,580 38,215 +2,357
May07 061212 383.1 383.8 381.0 382.8 -0.9 754 5,841 +214
Jul07 061212 387.1 388.0 386.0 387.7 +0.1 657 9,360 -32
Total Volume and Open Interest 19,950 107,400 -1,348
Corn(CBOT)
Dec06 061212 359.50 361.50 356.50 359.00 +3.50 7,736 7,560 -1,689
Mar07 061212 373.00 376.00 371.00 372.75 +2.00 33,706 608,793 -189
May07 061212 378.50 382.00 377.75 379.75 +3.25 4,500 100,280 +780
Jul07 061212 383.00 386.75 382.50 384.75 +3.75 6,290 203,914 -1,036
Sep07 061212 362.00 365.50 362.00 364.75 +4.25 468 40,993 +132
Dec07 061212 353.25 355.50 352.00 354.75 +3.50 6,895 294,645 +1,281
Total Volume and Open Interest 60,443 1,376,402 -272
Wheat(CBOT)
Dec06 061212 477.00 477.00 465.00 465.00 -10.00 164 439 +0
Mar07 061212 490.00 492.50 481.00 482.00 -8.00 13,393 234,425 -357
May07 061212 497.50 500.50 490.00 491.00 -7.00 1,640 20,950 +759
Jul07 061212 483.50 486.00 477.50 478.75 -4.75 3,234 75,164 -56
Sep07 061212 488.50 488.50 479.00 479.00 -5.50 74 4,286 +41
Total Volume and Open Interest 19,358 416,766 +622
Wheat(KCBT)
Dec06 061212 501.00 501.00 495.75 495.75 -5.25 28 105 +0
Mar07 061212 513.00 513.00 505.00 505.25 -5.75 7,223 69,278 -252
May07 061212 517.00 517.50 510.50 511.50 -4.50 548 5,349 +52
Jul07 061212 500.25 500.25 492.50 494.00 -4.50 1,750 28,823 +357
Sep07 061212 500.00 500.50 495.00 496.50 -4.00 111 3,509 -7
Total Volume and Open Interest 9,757 116,180 +195
Wheat(MGE)
Dec06 061212 497.00 497.00 488.00 488.00 -3.50 0 26 +0
Mar07 061212 502.50 505.00 498.00 499.00 -3.25 0 32,002 +0
May07 061212 510.50 510.50 506.00 507.00 -2.00 0 2,817 +0
Jul07 061212 507.50 507.50 506.00 507.00 -1.50 0 1,356 +0
Sep07 061212 504.00 507.00 504.00 505.00 -2.75 0 3,833 +0
Total Volume and Open Interest 0 48,773 +0
Oats(CBOT)
Dec06 061212 256.00 256.00 256.00 256.00 +3.50 36 28 -23
Mar07 061212 263.25 265.75 263.00 265.50 +3.25 301 9,446 -43
May07 061212 269.50 272.50 269.25 272.25 +3.75 181 851 +47
Jul07 061212 272.00 274.00 272.00 274.00 +3.00 11 467 +2
Total Volume and Open Interest 544 13,563 -18
Rough Rice(CBOT)
Jan07 061212 9.89 9.90 9.82 9.82 -0.09 170 5,525 -37
Mar07 061212 10.16 10.20 10.13 10.14 -0.06 106 5,692 +23
May07 061212 10.45 10.46 10.37 10.37 -0.08 8 1,125 +8
Jul07 061212 10.51 10.51 10.48 10.48 -0.07 0 706 +1
Total Volume and Open Interest 338 14,321 +48
Live Cattle(CME)
Dec06 061212 86.100 86.100 85.250 85.725 -0.575 2,877 13,270 -984
Feb07 061212 88.900 89.100 88.200 88.450 -0.650 12,349 129,208 -3,623
Apr07 061212 91.000 91.000 90.000 90.300 -0.625 3,609 41,200 -192
Jun07 061212 87.300 87.350 86.650 86.825 -0.500 812 18,028 +7
Aug07 061212 86.600 86.600 86.000 86.250 -0.400 305 10,998 -75
Oct07 061212 89.900 89.900 89.500 89.800 -0.275 293 5,451 +101
Total Volume and Open Interest 20,700 221,813 -4,850
Feeder Cattle(CME)
Jan07 061212 98.800 99.175 98.200 98.425 -1.200 2,125 10,866 -493
Mar07 061212 98.000 98.150 97.100 97.275 -1.350 1,798 9,035 +370
Apr07 061212 98.700 98.800 97.900 98.250 -1.250 192 2,277 +40
May07 061212 99.750 99.750 98.800 99.200 -0.925 296 3,299 -133
Aug07 061212 102.600 102.700 101.750 102.150 -1.000 131 1,510 +50
Sep07 061212 102.400 102.400 101.800 101.800 -0.800 18 898 +9
Oct07 061212 101.800 101.800 101.700 101.800 -0.400 8 73 +8
Total Volume and Open Interest 4,568 27,958 -149
Lean Hogs(CME)
Dec06 061212 61.550 61.600 61.200 61.450 -0.325 2,544 8,744 -1,009
Feb07 061212 63.000 63.600 62.850 63.375 -0.125 8,520 97,832 -180
Apr07 061212 66.200 66.950 66.150 66.900 +0.050 2,408 37,096 +177
May07 061212 71.300 72.100 71.300 72.100 +0.125 47 2,865 +12
Jun07 061212 73.100 73.675 73.000 73.650 +0.100 1,252 21,066 +125
Jul07 061212 71.500 72.100 71.400 71.975 +0.175 327 5,576 +107
Aug07 061212 70.050 70.750 69.900 70.725 +0.275 118 4,536 +36
Oct07 061212 64.175 64.800 64.000 64.800 +0.300 55 4,690 +34
Total Volume and Open Interest 15,326 184,652 -672
Pork Bellies(CME)
Feb07 061212 90.550 91.475 90.000 91.250 +0.700 71 808 +12
Mar07 061212 91.000 91.000 91.000 91.000 +0.600 1 62 +0
May07 061212 91.000 91.000 91.000 91.000 +0.200 0 81 +0
Jul07 061212 92.825 92.825 92.825 92.825 +0.025 0 88 +0
Aug07 061212 93.300 93.300 93.300 93.300 unch 0 6 +0
Total Volume and Open Interest 72 1,045 +12
Class III Milk(CME)
Dec06 061212 13.40 13.42 13.40 13.42 +0.02 65 4,174 +45
Jan07 061212 13.15 13.17 13.05 13.16 +0.08 198 2,711 +72
Feb07 061212 13.20 13.39 13.20 13.34 +0.14 15 2,413 -9
Mar07 061212 13.38 13.38 13.38 13.38 +0.03 23 2,250 -4
Apr07 061212 13.62 13.70 13.60 13.70 +0.08 10 2,045 +6
Total Volume and Open Interest 459 26,469 +175
Cocoa(NYBOT)
Dec06 061212 1638 1638 1597 1597 -8 2 11 -1
Mar07 061212 1675 1686 1637 1644 -8 10,071 71,708 +281
May07 061212 1696 1703 1653 1664 -7 1,027 19,250 +320
Jul07 061212 1712 1725 1685 1685 -8 434 11,090 +246
Sep07 061212 1736 1738 1700 1705 -8 110 14,399 -25
Dec07 061212 1751 1763 1720 1727 -7 300 11,496 +62
Mar08 061212 1785 1791 1753 1753 -10 0 3,859 +0
Total Volume and Open Interest 11,944 135,763 +883
Coffee "C"(NYBOT)
Dec06 061212 125.50 125.75 123.85 123.85 -0.85 232 305 -92
Mar07 061212 128.50 129.90 127.30 127.75 -0.90 11,396 89,253 +813
May07 061212 131.85 132.85 130.30 130.75 -0.85 1,761 13,872 +491
Jul07 061212 134.60 135.25 133.50 133.50 -0.80 806 5,390 +265
Sep07 061212 137.25 137.60 136.05 136.05 -0.85 318 2,937 -46
Dec07 061212 140.00 141.00 138.95 138.95 -0.85 168 2,390 +58
Total Volume and Open Interest 15,004 122,559 +1,585
Orange Juice(NYBOT)
Jan07 061212 198.40 201.80 197.70 198.30 -0.10 4,205 15,282 -2,015
Mar07 061212 198.25 201.30 197.70 198.00 -0.25 1,488 11,116 +353
May07 061212 199.30 200.00 196.75 196.75 -2.55 35 1,857 -12
Jul07 061212 196.25 196.25 196.25 196.25 -2.05 0 498 +0
Sep07 061212 195.75 195.75 195.75 195.75 -2.55 0 215 +0
Total Volume and Open Interest 5,820 30,012 -1,599
Sugar #11(NYBOT)
Mar07 061212 11.45 11.62 11.35 11.37 -0.05 27,411 275,421 -522
May07 061212 11.50 11.52 11.27 11.30 -0.14 8,678 78,325 +75
Jul07 061212 11.34 11.35 11.03 11.07 -0.22 5,525 75,302 +883
Oct07 061212 11.51 11.51 11.25 11.27 -0.20 1,570 53,833 +344
Mar08 061212 11.98 11.99 11.74 11.74 -0.22 1,194 43,281 +428
Total Volume and Open Interest 46,153 559,709 +1,873
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061212 19.50 19.60 19.45 19.57 +0.01 192 3,000 -163
May07 061212 19.55 19.62 19.55 19.62 +0.03 104 2,550 +33
Jul07 061212 19.80 19.80 19.80 19.80 +0.04 99 2,260 +68
Sep07 061212 19.70 19.80 19.70 19.80 +0.08 4 1,779 +0
Total Volume and Open Interest 409 11,041 -519
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061212 900 911 883 890 -6 12,956 77,125 +364
May07 061212 909 920 893 898 -8 2,532 29,019 -595
Jul07 061212 920 927 906 907 -9 301 23,426 +81
Sep07 061212 930 937 911 917 -9 210 25,045 -23
Dec07 061212 938 946 921 927 -8 441 19,556 +78
Mar08 061212 953 957 937 937 -8 2 6,538 +2
Total Volume and Open Interest 27,481 188,853 -8,199
London Coffee(LCE)
Jan07 061212 1466.00 1471.00 1445.00 1469.00 +4.00 5,415 32,728 -892
Mar07 061212 1481.00 1490.00 1462.00 1486.00 +5.00 6,792 45,871 +2,266
May07 061212 1489.00 1495.00 1471.00 1493.00 +4.00 973 13,439 +567
Jul07 061212 1485.00 1486.00 1470.00 1486.00 +3.00 238 4,911 +96
Sep07 061212 1469.00 1476.00 1458.00 1469.00 -4.00 36 5,719 +14
Nov07 061212 1464.00 1466.00 1455.00 1460.00 -3.00 0 1,737 +0
Total Volume and Open Interest 13,469 106,809 +2,055
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061212 349.00 352.00 346.50 346.70 -3.10 2,268 25,496 +25
May07 061212 346.50 347.00 343.10 343.40 -1.90 479 13,468 +90
Aug07 061212 338.50 340.50 337.50 337.50 -1.80 247 5,785 +98
Oct07 061212 333.70 334.50 332.00 332.70 -2.00 281 3,451 +220
Total Volume and Open Interest 3,449 51,461 +461
Cotton(NYBOT)
Mar07 061212 54.40 54.70 54.05 54.48 +0.19 16,820 112,580 +555
May07 061212 55.50 55.72 55.20 55.62 +0.12 1,592 19,234 +272
Jul07 061212 56.50 56.95 56.45 56.85 +0.21 540 10,741 +53
Oct07 061212 58.80 58.80 58.80 58.80 +0.35 0 185 +0
Dec07 061212 59.40 59.90 59.30 59.90 +0.35 855 17,702 +195
Mar08 061212 61.50 61.85 61.50 61.85 +0.35 1 1,119 +1
Total Volume and Open Interest 19,808 162,151 +1,096
Lumber(CME)
Jan07 061212 263.6 265.7 262.7 264.9 +3.1 412 4,189 +20
Mar07 061212 288.0 289.0 284.7 284.7 +3.6 119 3,041 +10
May07 061212 299.4 301.5 299.2 301.0 +3.6 10 221 +1
Jul07 061212 307.3 309.7 307.3 309.7 +3.1 3 67 +0
Total Volume and Open Interest 545 7,562 +31
Crude Oil(NYM)
Jan07 061212 61.55 62.00 60.65 61.02 -0.20 197,111 188,951 -24,060
Feb07 061212 62.50 62.90 61.50 61.99 -0.37 125,311 234,389 +24,031
Mar07 061212 63.35 63.80 62.40 62.92 -0.37 36,495 90,477 +3,875
Apr07 061212 64.45 64.45 63.63 63.63 -0.37 9,298 49,869 -11
May07 061212 64.60 64.60 64.23 64.23 -0.37 3,624 37,046 -443
Jun07 061212 65.05 65.20 64.75 64.75 -0.37 6,925 72,178 -174
Jul07 061212 65.50 65.50 65.10 65.23 -0.36 1,063 20,631 -122
Aug07 061212 66.60 66.60 65.66 65.66 -0.35 1,391 14,595 -283
Sep07 061212 66.50 66.50 65.90 66.03 -0.34 2,010 24,503 +1,176
Oct07 061212 67.10 67.10 66.37 66.37 -0.33 2,808 15,074 +670
Nov07 061212 67.35 67.35 66.66 66.66 -0.32 1,026 13,128 -318
Dec07 061212 67.30 67.60 66.40 66.92 -0.31 7,725 132,495 -747
Jan08 061212 67.14 67.14 67.14 67.14 -0.31 417 23,385 +17
Feb08 061212 67.33 67.33 67.33 67.33 -0.31 0 10,261 +0
Mar08 061212 67.48 67.48 67.48 67.48 -0.30 1,035 16,615 -147
Apr08 061212 67.61 67.61 67.61 67.61 -0.30 1,000 12,802 +0
Total Volume and Open Interest 403,073 1,216,806 +3,449
Heating Oil(NYM)
Jan07 061212 173.40 174.40 171.00 172.24 -0.19 41,460 68,992 -4,975
Feb07 061212 178.00 179.00 175.20 176.55 -0.45 27,131 46,749 +5,745
Mar07 061212 180.30 181.60 178.30 179.50 -0.05 7,505 25,888 +2,463
Apr07 061212 181.00 182.00 179.95 179.95 +0.15 1,216 13,114 +71
May07 061212 181.35 181.85 179.55 179.55 +0.10 730 6,497 -42
Jun07 061212 181.50 182.00 179.65 179.65 +0.05 1,498 19,445 -209
Jul07 061212 182.65 183.20 180.85 180.85 +0.10 764 3,943 +384
Aug07 061212 183.75 185.50 182.90 182.90 +0.15 115 2,650 +52
Sep07 061212 186.05 187.05 184.55 185.25 +0.20 1,887 5,000 +73
Oct07 061212 189.10 190.50 187.80 187.80 +0.20 11 1,603 +9
Nov07 061212 191.25 193.25 190.65 190.65 +0.20 4 1,125 +5
Dec07 061212 196.25 196.25 193.00 193.55 +0.20 184 10,047 -96
Total Volume and Open Interest 82,560 210,453 +3,534
Unleaded Gas(NYM)
Jan07 061212 161.50 162.25 158.80 159.50 -0.38 1,781 2,864 -878
Total Volume and Open Interest 1,781 2,864 -878
RBOB Gasoline(NYMEX)
Jan07 061212 159.90 161.95 158.25 159.70 +0.12 24,097 51,083 -2,400
Feb07 061212 162.95 164.96 161.50 162.90 +0.25 12,660 21,590 +1,407
Mar07 061212 167.70 168.67 165.54 166.85 +0.27 4,612 15,983 +1,219
Apr07 061212 182.25 184.00 181.40 181.40 +0.17 1,556 10,138 +156
May07 061212 185.25 186.75 184.25 184.25 +0.17 906 9,502 +53
Jun07 061212 185.75 186.50 185.70 186.50 +0.12 347 4,940 +59
Jul07 061212 187.30 190.50 187.30 187.70 +0.07 538 3,665 +218
Aug07 061212 188.49 190.50 187.70 187.70 +0.02 105 2,089 +0
Sep07 061212 186.75 189.25 186.45 186.45 +0.07 300 5,812 +85
Oct07 061212 176.04 176.04 175.20 175.20 +0.07 10 1,083 +10
Total Volume and Open Interest 45,232 126,501 +908
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061212 159.70 159.70 159.70 159.70 +0.12 1 0 -1
Feb07 061212 163.00 163.00 162.90 162.90 +0.25      
Mar07 061212 166.85 166.85 166.85 166.85 +0.27      
Apr07 061212 181.40 181.40 181.40 181.40 +0.17      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Jan07 061212 7.450 7.565 7.330 7.430 +0.003 52,214 75,963 -6,882
Feb07 061212 7.560 7.670 7.460 7.570 +0.003 31,143 53,956 +2,451
Mar07 061212 7.610 7.700 7.515 7.607 +0.023 16,779 116,893 +2,463
Apr07 061212 7.490 7.555 7.430 7.520 +0.026 8,250 97,996 -1,721
May07 061212 7.550 7.568 7.490 7.568 +0.026 3,103 41,858 +889
Jun07 061212 7.650 7.650 7.570 7.648 +0.018 617 13,480 -102
Jul07 061212 7.690 7.748 7.680 7.748 +0.013 353 12,791 +53
Aug07 061212 7.790 7.828 7.770 7.828 +0.008 571 14,770 -218
Sep07 061212 7.950 7.950 7.810 7.890 +0.002 430 15,127 +92
Oct07 061212 8.010 8.030 7.940 7.998 -0.002 776 37,010 -676
Nov07 061212 8.640 8.640 8.540 8.583 -0.032 146 22,642 -4
Dec07 061212 9.080 9.150 9.080 9.128 -0.047 156 34,137 +61
Jan08 061212 9.460 9.530 9.448 9.448 -0.072 281 29,533 +23
Feb08 061212 9.480 9.480 9.453 9.453 -0.072 70 15,589 +15
Mar08 061212 9.300 9.300 9.228 9.228 -0.072 133 38,670 -3
Apr08 061212 7.900 7.948 7.880 7.948 -0.002 149 27,746 -62
Total Volume and Open Interest 117,275 887,926 -3,651
Brent Crude Oil(ICE)
Jan07 061212 62.15 62.48 61.07 61.52 -0.32 43,029 42,158 -14,911
Feb07 061212 62.08 62.66 61.25 61.69 -0.41 76,075 168,664 -2,876
Mar07 061212 63.17 63.36 62.00 62.43 -0.42 40,138 85,626 +13,279
Apr07 061212 63.80 63.93 63.06 63.18 -0.44 8,792 29,211 +226
May07 061212 64.50 64.50 63.84 63.84 -0.45 5,921 21,199 -704
Jun07 061212 65.20 65.20 64.15 64.43 -0.44 8,861 43,533 +1,482
Jul07 061212 64.93 64.93 64.93 64.93 -0.42 820 14,399 +369
Aug07 061212 65.35 65.35 65.35 65.35 -0.40 351 5,941 +59
Sep07 061212 65.71 65.71 65.71 65.71 -0.38 0 12,661 +38
Oct07 061212 66.02 66.02 66.02 66.02 -0.37 0 9,038 -26
Nov07 061212 66.29 66.29 66.29 66.29 -0.36 0 15,110 +0
Dec07 061212 66.84 66.86 66.31 66.53 -0.34 5,572 44,590 -3,533
Jan08 061212 66.74 66.74 66.74 66.74 -0.34 0 6,858 +0
Feb08 061212 66.92 66.92 66.92 66.92 -0.35 0 973 -3
Total Volume and Open Interest 190,801 571,961 -6,436
Gas Oil(ICE)
Dec06 061212 536.50 540.50 533.75 540.00 unch 16,729 0 -17,185
Jan07 061212 539.00 546.75 536.75 545.00 +2.00 47,994 87,324 -2,072
Feb07 061212 546.00 551.50 542.00 550.00 +1.00 22,117 61,569 +2,437
Mar07 061212 549.25 556.50 549.00 555.50 +0.50 5,780 25,376 +1,438
Apr07 061212 558.50 560.75 558.25 560.75 +0.25 1,793 14,545 +486
May07 061212 564.00 566.00 564.00 566.00 unch 1,528 10,782 +340
Jun07 061212 569.50 571.50 569.50 571.50 unch 2,403 35,002 +38
Jul07 061212 578.25 578.25 578.25 578.25 unch 562 6,591 +250
Aug07 061212 584.75 584.75 584.75 584.75 unch 0 1,537 +227
Sep07 061212 590.25 590.25 590.25 590.25 -0.25 0 7,378 -126
Total Volume and Open Interest 100,237 298,796 -13,281
US Dollar Index(NYBOT)
Dec06 061212 83.06 83.06 82.96 82.96 -0.13 8,865 20,424 -6,268
Mar07 061212 82.73 82.79 82.64 82.64 -0.14 10,411 22,903 +7,415
Jun07 061212 82.56 82.56 82.40 82.40 -0.14 2,003 2,021 +1,950
Total Volume and Open Interest 21,279 45,374 +3,097
Australian Dollar(CME)
Dec06 061212 78.60 78.60 78.60 78.60 +0.10 7,113 94,662 -18,762
Mar07 061212 78.41 78.43 78.17 78.41 +0.10 6,556 59,358 +30,663
Jun07 061212 78.18 78.18 78.18 78.18 +0.10 0 103 +0
Total Volume and Open Interest 13,669 154,394 +11,901
British Pound(CME)
Dec06 061212 196.32 196.96 196.32 196.96 +1.11 9,602 85,132 -22,726
Mar07 061212 196.43 197.05 196.10 197.03 +1.11 8,474 89,314 +34,668
Jun07 061212 196.95 196.95 196.95 196.95 +1.11 0 42 +0
Total Volume and Open Interest 18,077 174,494 +11,944
Canadian Dollar(CME)
Dec06 061212 86.80 86.90 86.60 86.81 -0.31 6,540 96,752 -20,528
Mar07 061212 87.06 87.06 86.77 87.04 -0.31 4,343 55,408 +25,305
Jun07 061212 87.20 87.31 87.11 87.31 -0.31 2 774 +26
Sep07 061212 87.43 87.58 87.34 87.58 -0.31 68 388 +20
Total Volume and Open Interest 10,953 153,409 +4,823
Japanese Yen(CME)
Dec06 061212 85.53 85.62 85.42 85.61 -0.03 10,943 143,992 -23,050
Mar07 061212 86.59 86.75 86.44 86.65 -0.03 9,121 126,028 +24,366
Jun07 061212 87.65 87.65 87.65 87.65 -0.03 0 168 +1
Total Volume and Open Interest 20,094 270,378 +1,348
Swiss Franc(CME)
Dec06 061212 83.21 83.36 83.21 83.36 +0.06 7,932 61,199 -8,871
Mar07 061212 83.88 84.12 83.79 84.06 +0.06 5,789 33,246 +15,444
Jun07 061212 84.69 84.69 84.69 84.69 +0.06 0 85 +0
Total Volume and Open Interest 13,721 94,621 +6,574
EuroFX(CME)
Dec06 061212 132.47 132.87 132.34 132.78 +0.23 11,824 147,382 -34,330
Mar07 061212 133.04 133.46 132.75 133.33 +0.23 8,719 81,528 +37,754
Jun07 061212 133.40 133.77 133.40 133.77 +0.23 1 892 -3
Total Volume and Open Interest 20,544 230,215 +3,423
Mexican Peso(CME)
Dec06 061212 9217.0 9222.0 9215.0 9222.0 -3.0 5,457 44,286 -16,564
Jan07 061212 9210.0 9210.0 9210.0 9210.0 -2.0      
Total Volume and Open Interest 18,908 104,764 +6,353
30-Year T-Bonds(CBOT)
Dec06 061212 113~25 114~00 113~15 113~31 +0~08 4,451 42,668 -1,382
Mar07 061212 113~20 114~03 113~14 113~31 +0~08 253,213 784,767 +280
Jun07 061212 113~22 113~29 113~22 113~29 +0~08 12 794 +4
Total Volume and Open Interest 257,676 828,250 -1,098
10-Year T-Notes(CBOT)
Dec06 061212 108~240 109~015 108~230 109~005 +0~075 31,887 64,321 -21,075
Mar07 061212 108~250 109~045 108~240 109~025 +0~080 705,331 2,153,043 +19,347
Total Volume and Open Interest 737,219 2,221,314 -1,727
5-Year T-Notes(CBOT)
Dec06 061212 106~005 106~005 106~005 106~005 +0~065 5,026 0 +0
Mar07 061212 105~310 106~060 105~290 106~050 +0~065 332,295 0 +0
Jun07 061212 106~105 106~105 106~105 106~105 +0~065 0 35 +0
Total Volume and Open Interest 337,321 35 +0
2 Year T-Notes(CBOT)
Dec06 061212 102~030 102~037 102~029 102~036 +0~011 36 20,683 -2,255
Mar07 061212 102~050 102~062 102~046 102~060 +0~012 793 691,093 -10,313
Total Volume and Open Interest 829 711,776 -12,568
Eurodollars(CME)
Dec06 061212 94.635 94.643 94.635 94.637 +0.002 11,417 1,315,217 -17,464
Mar07 061212 94.720 94.745 94.715 94.730 +0.015 15,436 1,373,683 -23,804
Jun07 061212 94.940 94.990 94.925 94.970 +0.040 26,384 1,354,980 +839
Sep07 061212 95.150 95.215 95.135 95.195 +0.055 17,749 1,269,873 -2,528
Dec07 061212 95.280 95.360 95.280 95.345 +0.065 19,581 1,377,739 +16,567
Mar08 061212 95.355 95.435 95.350 95.415 +0.065 20,267 885,659 +7,485
Jun08 061212 95.380 95.465 95.375 95.445 +0.070 15,002 698,794 +7,406
Sep08 061212 95.385 95.465 95.380 95.450 +0.070 16,734 480,223 +4,178
Dec08 061212 95.365 95.440 95.365 95.430 +0.065 9,951 352,871 +12,631
Mar09 061212 95.340 95.405 95.340 95.400 +0.060 12,623 358,723 -1,611
Jun09 061212 95.305 95.365 95.305 95.360 +0.055 6,865 277,297 -2,631
Sep09 061212 95.285 95.335 95.285 95.330 +0.050 8,743 184,166 -1,492
Dec09 061212 95.245 95.285 95.245 95.280 +0.045 3,197 133,021 -194
Mar10 061212 95.215 95.255 95.215 95.255 +0.045 4,191 125,696 -757
Jun10 061212 95.185 95.220 95.185 95.220 +0.045 4,332 105,382 -1,403
Sep10 061212 95.150 95.185 95.150 95.185 +0.040 5,259 78,307 -748
Dec10 061212 95.125 95.140 95.110 95.140 +0.035 3,258 102,924 +147
Mar11 061212 95.100 95.115 95.085 95.115 +0.035 1,438 70,048 -331
Total Volume and Open Interest 206,797 10,790,107 -4,120
3-Mth Euro-Yen(CME)
Dec06 061212 99.44 99.44 99.44 99.44 unch 1,159 21,174 +2,388
Mar07 061212 99.33 99.33 99.33 99.33 +0.01 709 14,114 +539
Jun07 061212 99.21 99.21 99.21 99.21 +0.01 422 8,588 +186
Sep07 061212 99.10 99.11 99.10 99.11 +0.03 185 3,570 +44
Dec07 061212 99.00 99.00 99.00 99.00 +0.02 0 7,457 +0
Mar08 061212 98.90 98.90 98.90 98.90 +0.01 11 3,545 -191
Jun08 061212 98.81 98.81 98.81 98.81 unch 0 423 +0
Sep08 061212 98.73 98.73 98.73 98.73 +0.03 0 11 +0
Dec08 061212 98.67 98.67 98.67 98.67 +0.02 0 6 +0
Mar09 061212 98.57 98.57 98.57 98.57 +0.03      
Total Volume and Open Interest 2,486 58,908 +2,966
3-Mth Euro-Yen(SIMEX)
Mar07 061212 99.31 99.33 99.31 99.33 +0.02 3,235 80,930 +946
Jun07 061212 99.20 99.22 99.20 99.21 +0.02 3,034 47,561 -487
Sep07 061212 99.08 99.11 99.08 99.10 +0.02 1,477 35,551 +925
Dec07 061212 98.99 99.02 98.99 99.01 +0.03 1,018 45,362 -358
Mar08 061212 98.92 98.93 98.91 98.91 +0.02 0 31,642 -100
Jun08 061212 98.82 98.84 98.82 98.84 +0.03 0 7,918 +0
Sep08 061212 98.75 98.75 98.75 98.75 +0.02 207 2,092 +207
Dec08 061212 98.67 98.67 98.67 98.67 +0.02 0 263 +0
Total Volume and Open Interest 13,021 330,161 +2,982
German Euro-Bund(EUREX)
Mar07 061211 118.11 118.24 117.99 118.10 -0.22 1,164,233 1,409,244 +15,101
Jun07 061211 117.64 117.64 117.55 117.64 -0.22 5 2,736 +2
Sep07 061211 118.81 118.81 118.81 118.81 -0.22      
Total Volume and Open Interest 1,284,083 1,411,980  
German Euro-Bobl(EUREX)
Mar07 061211 109.86 109.89 109.76 109.81 -0.14 724,144 827,613 +14,721
Jun07 061211 109.46 109.46 109.46 109.46 -0.14 0 1,304 +0
Sep07 061211 110.70 110.70 110.70 110.70 -0.14      
Total Volume and Open Interest 810,897 828,917  
Long Gilt(LIFFE)
Dec06 061212 109~13 109~14 109~06 109~08 -0~05 910 27,943 -331
Mar07 061212 109~08 109~12 109~02 109~04 -0~05 68,286 251,372 -393
Total Volume and Open Interest 69,196 279,343 -724
3-Mth Short Sterling(LIFFE)
Dec06 061212 94.71 94.71 94.71 94.71 -0.01 4,199 391,505 -885
Mar07 061212 94.60 94.60 94.60 94.60 -0.03 71,086 457,540 +19,053
Jun07 061212 94.58 94.58 94.58 94.58 -0.05 58,197 427,252 -927
Total Volume and Open Interest 294,027 2,403,619 +17,532
3-Mth Euribor(LIFFE)
Dec06 061212 96.315 96.315 96.310 96.310 unch 93,469 582,327 +9,466
Mar07 061212 96.160 96.170 96.155 96.155 -0.010 195,162 752,025 +4,649
Jun07 061212 96.090 96.105 96.080 96.085 -0.010 199,703 649,425 +18,202
Total Volume and Open Interest 936,616 3,739,399 +19,859
3-Mth Aus T-Bills(SFE)
Dec06 061207 93.61 93.62 93.59 93.60 -0.03 24,428 77,441 -8,006
Mar07 061212 93.54 93.54 93.53 93.54 -0.01 28,793 299,110 +1,368
Jun07 061212 93.54 93.54 93.52 93.54 -0.01 26,037 179,626 +12,198
Sep07 061212 93.58 93.58 93.55 93.57 -0.02 8,912 63,009 +2,628
Dec07 061212 93.61 93.61 93.60 93.61 -0.01 2,621 47,609 -145
Mar08 061212 93.64 93.64 93.64 93.64 -0.01 2,245 28,419 +438
Jun08 061212 93.67 93.68 93.67 93.68 unch 2,189 22,237 +1,176
Sep08 061212 93.70 93.70 93.70 93.70 -0.01 484 12,826 -112
Dec08 061212 93.72 93.72 93.72 93.72 -0.01 232 5,253 -655
Mar09 061212 93.73 93.73 93.73 93.73 -0.01 0 1,721 -22
Total Volume and Open Interest 71,513 662,328 +16,874
10-Year Aus T-Bonds(SFE)
Dec06 061212 94.35 94.35 94.33 94.35 unch 101,379 534,975 +37,369
Mar07 061212 94.36 94.36 94.36 94.36 0.00 64,095 74,513 +56,703
Total Volume and Open Interest 165,474 609,488 +94,072
3-Year Aus T-Bonds(SFE)
Dec06 061212 94.10 94.10 94.09 94.10 unch 123,978 654,078 +12,476
Mar07 061212 94.12 94.12 94.11 94.12 unch 42,769 84,438 +53,477
Total Volume and Open Interest 166,747 738,516 +65,953
Gold(CMX)
Dec06 061212 630.0 630.5 627.0 627.0 -3.0 467 1,000 +348
Feb07 061212 634.7 634.8 631.0 631.7 -3.1 38,946 196,980 +403
Apr07 061212 639.0 640.8 637.9 637.9 -3.1 2,471 27,035 +1,316
Jun07 061212 646.0 647.0 643.0 643.9 -3.1 945 24,870 +285
Aug07 061212 650.0 650.0 649.7 649.7 -3.1 45 3,882 -12
Oct07 061212 655.4 655.4 655.4 655.4 -3.1 22 16,167 +0
Dec07 061212 661.0 661.5 661.0 661.1 -3.1 216 36,664 -8
Feb08 061212 666.6 666.6 666.6 666.6 -3.1 0 2,186 +0
Apr08 061212 672.1 672.1 672.1 672.1 -3.1 0 1,689 +0
Jun08 061212 677.6 677.6 677.6 677.6 -3.2 0 3,771 +0
Aug08 061212 683.1 683.1 683.1 683.1 -3.2 0 220 +0
Oct08 061212 688.6 688.6 688.6 688.6 -3.3 0 500 +0
Total Volume and Open Interest 43,115 333,505 +2,317
Silver(CMX)
Dec06 061212 1383.0 1384.0 1377.0 1381.3 -3.7 211 758 -253
Mar07 061212 1403.0 1406.0 1394.0 1398.0 -4.5 9,573 72,772 +138
May07 061212 1411.0 1411.0 1409.4 1409.4 -4.3 115 4,563 -32
Jul07 061212 1424.0 1426.5 1416.0 1419.2 -4.0 60 10,192 -6
Sep07 061212 1429.0 1429.0 1429.0 1429.0 -3.5 4 3,233 -4
Dec07 061212 1447.0 1449.0 1441.0 1441.0 -3.5 733 11,964 +147
Mar08 061212 1452.5 1452.5 1452.5 1452.5 -3.5 4 112 -3
Total Volume and Open Interest 10,734 109,200 -21
Platinum(NYM)
Jan07 061212 1110.2 1118.0 1110.2 1115.0 +5.8 532 5,213 -128
Apr07 061212 1123.0 1130.0 1120.0 1123.5 +5.3 52 2,611 +27
Jul07 061212 1128.5 1128.5 1128.5 1128.5 +5.3 0 21 +0
Oct07 061212 1133.5 1133.5 1133.5 1133.5 +5.3      
Total Volume and Open Interest 584 7,845 -101
Palladium(NYME)
Dec06 061212 326.60 326.60 326.60 326.60 -2.85 10 41 -12
Mar07 061212 333.00 335.80 330.50 330.90 -2.85 208 10,903 +14
Jun07 061212 340.00 340.00 335.90 335.90 -2.85 1 48 +1
Total Volume and Open Interest 219 11,086 +3
Copper(CMX)
Dec06 061212 310.00 311.50 308.00 308.45 -3.55 695 3,103 -256
Mar07 061212 310.75 312.25 309.00 309.45 -3.90 4,223 48,100 -112
May07 061212 312.50 312.50 310.50 310.70 -3.65 254 4,289 -4
Jul07 061212 311.50 311.50 310.55 310.55 -3.80 109 1,500 -59
Sep07 061212 310.00 310.00 309.65 309.65 -3.85 15 1,103 +4
Total Volume and Open Interest 5,471 67,691 -355
Aluminum(CMX)
Dec06 061212 126.00 126.00 126.00 126.00 unch 1 455 +1
Jan07 061212 127.00 127.00 127.00 127.00 unch 1 112 +1
Feb07 061212 126.00 126.00 126.00 126.00 unch 0 40 +0
Mar07 061212 125.10 125.10 125.10 125.10 unch 0 40 +0
Apr07 061212 124.20 124.20 124.20 124.20 unch 0 40 +0
May07 061212 123.30 123.30 123.30 123.30 unch 0 40 +0
Total Volume and Open Interest 3 1,083 +3
DJIA Index(CBOT)
Dec06 061212 12325 12333 12257 12319 -21 13,955 45,518 -676
Mar07 061212 12420 12425 12345 12412 -18 15,540 33,866 +11,306
Jun07 061212 12494 12494 12494 12494 -18 3 53 +0
Sep07 061212 12579 12579 12579 12579 -18 1 4 +1
Total Volume and Open Interest 29,499 79,441 +10,631
S & P 500(CME)
Dec06 061212 1413.00 1414.60 1405.00 1412.80 -1.80 88,140 246,934 -45,212
Mar07 061212 1425.20 1426.90 1417.30 1425.00 -1.80 97,354 477,939 +64,297
Jun07 061212 1437.20 1437.20 1437.20 1437.20 -2.00 28 10,997 +7
Sep07 061212 1449.70 1449.70 1449.70 1449.70 -2.00 9 4,963 +0
Total Volume and Open Interest 185,587 742,876 +19,153
S & P 500 E-Mini(Globex)
Dec06 061212 1414.75 1414.75 1405.00 1412.75 -1.75 290,338 1,222,469 -112,765
Mar07 061212 1426.75 1427.00 1417.00 1425.00 -1.75 838,870 967,727 +199,753
Total Volume and Open Interest 1,129,208 2,190,196 +86,988
NASDAQ 100(CME)
Dec06 061212 1792.00 1794.50 1772.00 1781.30 -14.00 9,773 54,427 -3,039
Mar07 061212 1814.00 1817.00 1793.00 1803.00 -14.30 11,117 27,378 +5,268
Jun07 061212 1821.00 1821.00 1821.00 1821.00 -14.30 0 10 +0
Total Volume and Open Interest 20,890 81,815 +2,229
NASDAQ 100 E-Mini(Globex)
Dec06 061212 1794.00 1795.80 1771.50 1781.30 -14.00 96,663 403,347 -17,135
Mar07 061212 1816.80 1817.50 1793.30 1803.00 -14.30 283,229 212,201 +53,553
Total Volume and Open Interest 379,892 615,548 +36,418
S & P Midcap 400(CME)
Dec06 061212 813.50 813.50 811.25 811.30 -4.95 1,731 6,183 -1,695
Mar07 061212 824.00 824.00 815.50 819.60 -5.00 1,657 5,804 +430
Jun07 061212 827.80 827.80 827.80 827.80 -5.00      
Total Volume and Open Interest 3,388 11,987 -1,265
Russell 2000(CME)
Dec06 061212 793.25 794.00 785.30 789.30 -5.05 7,645 32,765 -2,320
Mar07 061212 801.00 801.00 791.60 796.30 -5.10 5,745 12,567 +3,705
Jun07 061212 803.30 803.30 803.30 803.30 -5.10 0 1 +0
Total Volume and Open Interest 13,390 45,341 +1,385
Russell 2000 E-Mini(Globex)
Dec06 061212 794.40 795.00 783.20 789.30 -5.10 69,392 267,476 -25,987
Mar07 061212 801.30 802.20 790.20 796.30 -5.10 184,738 200,305 +51,270
Jun07 061206 809.80 809.80 809.80 809.80 -2.60      
Total Volume and Open Interest 198,950 424,809  
Value Line(KCBT)
Dec06 061212 1914.50 1914.50 1914.50 1914.50 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061212 16635 16700 16590 16685 +35      
Jun07 061212 16685 16685 16685 16685 +35      
Total Volume and Open Interest      
Nikkei 225(SGX)
Dec06 061207 16375 16550 16345 16475 +95 150,043 247,799 -4,103
Mar07 061212 16620 16695 16595 16655 +100 41,994 204,216 +6,105
Jun07 061212 16575 16635 16560 16585 +110 22 41 +0
Total Volume and Open Interest 42,054 204,688 +6,122
CAC 40(EURONEXT)
Dec06 061212 5432.5 5437.0 5403.0 5429.0 -3.5 200,984 554,202 +40,730
Jan07 061212 5450.5 5454.0 5422.5 5447.0 -3.5 125,616 113,312 +109,617
Feb07 061212 5459.5 5466.5 5448.5 5461.5 -3.5 309 539 +199
Total Volume and Open Interest 338,124 686,198 +161,616
Hang Seng Index(HKFE)
Dec06 061212 19000 19033 18816 18933 unch 45,488 123,288 -892
Jan07 061212 19050 19090 18880 18990 -5 1,785 3,056 +972
Total Volume and Open Interest 47,360 128,507 +131
DAX(EUREX)
Dec06 061212 6466.5 6488.0 6451.0 6480.5 +7.0 154,003 230,160 -16,461
Mar07 061212 6528.0 6547.5 6511.5 6541.0 +8.0 49,459 72,483 +41,073
Jun07 061212 6589.0 6610.0 6574.5 6603.5 +7.5 1,972 6,371 +161
Total Volume and Open Interest 205,434 309,014 +24,773
FT-SE 100(EURONEXT)
Dec06 061212 6160.00 6168.00 6133.00 6159.00 -6.00 231,814 415,239 -57,029
Mar07 061212 6180.50 6187.00 6153.00 6178.00 -6.50 185,707 199,755 +125,160
Jun07 061212 6199.00 6199.00 6199.00 6199.00 -6.00 0 9,360 +0
Total Volume and Open Interest 417,527 624,877 +68,131
SPI 200(SFE)
Dec06 061212 5474.0 5499.0 5461.0 5474.0 +8.0 16,341 288,893 +6,713
Mar07 061212 5480.0 5501.0 5466.0 5479.0 +8.0 2,313 9,822 +2,199
Jun07 061212 5515.0 5515.0 5515.0 5515.0 +7.0 2 4,413 -209
Total Volume and Open Interest 18,954 307,686 +8,784
GSCI(CME)
Dec06 061212 443.00 444.70 440.10 440.20 -2.10 5,285 7,802 -6,571
Jan07 061212 448.20 450.30 444.00 445.20 -2.30 5,100 14,136 +4,718
Feb07 061212 448.00 448.00 448.00 448.00 -5.60      
Total Volume and Open Interest 10,385 21,938 -1,853
Reuters CRB Index(NYBOT)
Jan07 061212 401.75 401.75 398.50 398.50 -2.00 20 542 -3
Feb07 061212 399.00 399.00 399.00 399.00 -2.00 0 6 +0
Apr07 061212 400.50 400.50 400.50 400.50 -2.00 0 414 +0
Total Volume and Open Interest 20 962 -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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