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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 19, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061219 648.50 654.00 648.50 653.50 +5.50 13,821 94,947 -5,340
Mar07 061219 664.00 669.50 663.00 668.75 +5.75 23,902 183,385 +2,032
May07 061219 676.00 682.00 676.00 681.50 +5.75 3,149 43,254 +1,215
Jul07 061219 688.00 693.50 687.50 693.00 +5.50 2,714 32,303 +314
Aug07 061219 697.50 697.50 697.50 697.50 +4.50 72 1,586 -38
Sep07 061219 701.00 701.00 701.00 701.00 +5.50 50 429 -41
Nov07 061219 708.00 713.00 707.00 712.25 +5.50 4,500 62,148 +2,107
Total Volume and Open Interest 48,416 430,883 +355
Soybean Meal(CBOT)
Jan07 061219 185.50 186.00 184.30 185.50 +0.60 8,969 35,933 -3,628
Mar07 061219 189.20 190.50 188.60 189.80 +0.80 9,178 64,015 +912
May07 061219 192.00 193.20 191.50 192.60 +0.90 1,793 35,777 +358
Jul07 061219 194.80 196.00 194.30 195.50 +0.70 1,668 39,511 +229
Aug07 061219 196.50 197.20 195.70 197.00 +1.20 574 10,825 +219
Sep07 061219 197.50 198.50 197.00 198.20 +1.00 455 7,091 +84
Oct07 061219 199.50 199.50 198.20 198.60 +0.80 49 2,830 +1
Dec07 061219 201.00 202.20 200.50 201.20 +0.40 1,009 12,190 +295
Total Volume and Open Interest 23,723 209,064 -1,525
Soybean Oil(CBOT)
Jan07 061219 27.70 28.06 27.68 28.00 +0.29 11,885 40,721 -6,921
Mar07 061219 28.17 28.52 28.10 28.50 +0.35 16,622 126,526 +2,780
May07 061219 28.57 28.94 28.56 28.94 +0.37 1,752 42,668 -175
Jul07 061219 29.00 29.40 29.00 29.37 +0.42 2,501 27,670 +598
Aug07 061219 29.15 29.52 29.15 29.52 +0.46 55 5,621 +0
Sep07 061219 29.30 29.60 29.30 29.60 +0.42 9 2,785 +9
Oct07 061219 29.60 29.65 29.55 29.65 +0.30 525 3,198 +84
Dec07 061219 29.63 29.95 29.63 29.95 +0.37 451 22,554 +120
Total Volume and Open Interest 33,800 271,855 -3,505
Canola(WCE)
Jan07 061219 352.1 356.2 352.0 356.2 +3.1 5,174 15,088 -5,184
Mar07 061219 361.9 366.0 361.9 365.9 +2.8 9,608 53,315 +2,488
May07 061219 371.7 373.4 371.4 373.2 +2.4 203 6,443 +5
Jul07 061219 378.8 379.0 375.3 377.4 +0.4 411 9,593 -207
Total Volume and Open Interest 16,327 101,439 -2,638
Corn(CBOT)
Mar07 061219 365.75 373.25 365.50 373.00 +7.25 31,597 592,698 -4,886
May07 061219 373.75 381.00 373.75 380.75 +7.00 6,477 112,270 +2,263
Jul07 061219 380.00 386.25 379.75 386.00 +6.25 10,463 206,459 -2,500
Sep07 061219 367.25 373.00 367.00 372.00 +5.00 502 42,266 +397
Dec07 061219 361.50 366.00 361.00 365.50 +3.75 12,602 295,709 -645
Mar08 061219 366.50 371.50 366.50 371.00 +4.00 156 18,714 +118
Total Volume and Open Interest 62,529 1,373,575 -5,046
Wheat(CBOT)
Mar07 061219 485.50 494.50 483.00 492.00 +4.50 11,896 233,119 -12
May07 061219 491.00 501.00 491.00 498.25 +3.50 1,262 27,576 +1,455
Jul07 061219 483.00 488.00 480.00 485.75 +1.75 3,303 77,421 +580
Sep07 061219 488.00 490.50 486.00 488.50 +1.50 71 4,584 +20
Dec07 061219 492.50 499.00 491.00 497.25 +2.75 979 62,315 -256
Total Volume and Open Interest 17,689 425,224 +1,844
Wheat(KCBT)
Mar07 061219 500.00 506.00 498.00 502.00 -1.00 5,924 66,868 -65
May07 061219 505.50 510.25 504.50 506.00 -1.00 766 6,442 +118
Jul07 061219 492.50 498.75 490.50 496.00 +1.50 1,504 29,328 +370
Sep07 061219 495.00 503.00 494.50 503.00 +6.00 70 3,503 -47
Dec07 061219 503.50 513.00 503.00 508.00 +4.00 25 6,164 +6
Total Volume and Open Interest 8,294 115,231 +374
Wheat(MGE)
Dec06 061214 510.00 510.00 510.00 510.00 +6.00 22 3 -9
Mar07 061219 500.00 505.00 497.50 502.25 +0.25 1,924 28,542 -446
May07 061219 508.00 512.25 508.00 511.50 +0.50 229 4,043 +6
Jul07 061219 510.00 513.00 507.00 512.00 +2.00 84 1,719 +29
Sep07 061219 509.00 515.00 506.00 513.00 +3.00 292 4,798 +36
Total Volume and Open Interest 2,781 47,681 -465
Oats(CBOT)
Mar07 061219 257.50 272.00 257.25 269.75 +9.75 1,451 8,383 -533
May07 061219 269.00 277.00 269.00 272.00 +5.00 558 1,314 +211
Jul07 061219 270.50 279.50 270.50 277.50 +6.50 30 502 -14
Sep07 061219 253.00 253.00 253.00 253.00 +2.00 0 45 +0
Total Volume and Open Interest 2,140 13,181 -293
Rough Rice(CBOT)
Jan07 061219 9.89 9.91 9.85 9.90 unch 321 4,009 -273
Mar07 061219 10.15 10.20 10.15 10.19 +0.01 288 6,669 +105
May07 061219 10.47 10.47 10.46 10.46 unch 4 1,350 -2
Jul07 061219 10.54 10.56 10.54 10.56 unch 0 728 +0
Total Volume and Open Interest 627 14,091 -168
Live Cattle(CME)
Dec06 061219 86.750 87.200 86.750 86.800 -0.025 2,570 8,743 -953
Feb07 061219 90.475 90.850 89.900 90.075 -0.400 14,217 127,312 -1,317
Apr07 061219 92.150 92.500 91.750 91.800 -0.500 5,492 41,880 +1,420
Jun07 061219 88.200 88.350 87.650 87.725 -0.650 2,016 19,512 +654
Aug07 061219 86.900 87.100 86.525 86.700 -0.450 1,362 11,209 +213
Oct07 061219 89.550 89.725 89.250 89.475 -0.375 435 6,711 +231
Total Volume and Open Interest 26,296 219,884 +381
Feeder Cattle(CME)
Jan07 061219 99.800 100.050 98.700 99.000 -1.000 3,142 8,151 -1,535
Mar07 061219 97.750 98.050 96.500 96.650 -0.950 2,619 11,632 +263
Apr07 061219 98.950 98.950 97.750 98.150 -0.900 176 2,409 -9
May07 061219 100.000 100.100 98.800 99.000 -1.150 342 3,526 -49
Aug07 061219 103.000 103.000 101.800 102.000 -1.000 152 1,818 +13
Sep07 061219 102.300 102.300 101.750 101.750 -1.000 8 932 +3
Oct07 061219 101.650 101.650 101.650 101.650 -0.850 1 67 +0
Total Volume and Open Interest 6,440 28,535 -1,314
Lean Hogs(CME)
Feb07 061219 62.450 63.150 62.400 62.725 +0.850 6,596 93,544 -1,501
Apr07 061219 65.650 66.200 65.650 65.875 +0.575 3,008 38,846 +227
May07 061219 71.100 71.275 70.900 71.000 +0.050 41 2,871 +19
Jun07 061219 73.000 73.350 72.900 73.275 +0.650 1,544 21,859 +171
Jul07 061219 71.100 71.800 71.100 71.375 +0.575 266 6,069 +120
Aug07 061219 70.000 70.450 70.000 70.375 +0.375 264 4,237 +12
Oct07 061219 63.975 64.400 63.975 64.375 +0.425 366 5,299 -172
Dec07 061219 63.000 63.300 63.000 63.200 +0.400 314 2,577 +234
Total Volume and Open Interest 12,408 175,312 -885
Pork Bellies(CME)
Feb07 061219 92.300 92.975 92.000 92.675 +0.900 85 806 +19
Mar07 061219 92.500 92.500 92.400 92.400 +0.850 1 63 +0
May07 061219 92.600 92.600 92.600 92.600 +0.700 0 81 +0
Jul07 061219 92.850 92.850 92.850 92.850 unch 0 90 +0
Aug07 061219 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 86 1,048 +19
Class III Milk(CME)
Dec06 061219 13.47 13.51 13.47 13.50 -0.01 47 4,371 +5
Jan07 061219 13.07 13.16 13.07 13.16 unch 89 2,752 -8
Feb07 061219 13.22 13.30 13.22 13.27 -0.05 75 2,473 -2
Mar07 061219 13.35 13.48 13.35 13.44 -0.04 84 2,428 +25
Apr07 061219 13.71 13.73 13.65 13.65 -0.11 62 2,155 +3
Total Volume and Open Interest 559 27,835 +34
Cocoa(NYBOT)
Mar07 061219 1680 1694 1667 1691 +34 7,047 75,801 +1,873
May07 061219 1702 1713 1688 1710 +32 709 20,656 +232
Jul07 061219 1713 1729 1712 1729 +32 196 11,360 +149
Sep07 061219 1750 1750 1750 1750 +33 54 14,791 -9
Dec07 061219 1759 1770 1753 1770 +33 148 12,215 +99
Mar08 061219 1793 1793 1793 1793 +32 16 4,006 +10
May08 061219 1800 1810 1788 1810 +28 162 1,708 +162
Total Volume and Open Interest 8,337 143,005 +2,521
Coffee "C"(NYBOT)
Dec06 061218 122.25 122.25 120.70 120.70 -0.85 154 57 -63
Mar07 061219 124.40 124.40 121.90 123.00 -1.45 7,658 87,977 -884
May07 061219 127.00 127.00 124.80 126.00 -1.45 1,397 14,990 +600
Jul07 061219 129.70 129.70 127.50 128.80 -1.45 399 5,855 +148
Sep07 061219 132.00 132.00 131.25 131.45 -1.45 504 3,191 +135
Dec07 061219 135.00 135.00 134.00 134.60 -1.45 601 2,932 +40
Total Volume and Open Interest 11,236 124,022 +147
Orange Juice(NYBOT)
Jan07 061219 200.50 200.50 196.00 197.00 -4.40 3,736 6,980 -2,484
Mar07 061219 199.00 199.00 195.50 196.55 -4.00 3,894 16,771 +2,149
May07 061219 196.00 196.00 195.00 195.25 -2.95 135 1,888 -131
Jul07 061219 194.50 194.50 194.50 194.50 -1.95 0 556 +0
Sep07 061219 189.75 189.75 189.75 189.75 -4.70 0 221 +0
Total Volume and Open Interest 7,845 27,608 -386
Sugar #11(NYBOT)
Mar07 061219 11.93 12.05 11.88 12.04 +0.01 45,343 268,944 -5,532
May07 061219 11.73 11.85 11.68 11.85 +0.05 11,260 84,966 -131
Jul07 061219 11.33 11.46 11.32 11.46 +0.02 8,733 80,180 +397
Oct07 061219 11.55 11.64 11.55 11.63 -0.04 2,120 55,723 +859
Mar08 061219 11.95 12.00 11.93 12.00 -0.05 1,892 45,157 +687
Total Volume and Open Interest 70,104 571,391 -3,345
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061219 19.20 19.34 19.20 19.32 +0.12 32 3,214 -17
May07 061219 19.25 19.30 19.25 19.30 +0.10 7 2,527 +4
Jul07 061219 19.40 19.45 19.40 19.45 +0.05 59 2,273 +43
Sep07 061219 19.42 19.45 19.42 19.45 +0.06 47 1,802 +20
Total Volume and Open Interest 249 11,436 +154
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061219 909 919 905 917 +8 6,070 71,011 +69
May07 061219 913 925 911 924 +9 1,996 28,710 -41
Jul07 061219 920 933 920 933 +9 307 24,257 +154
Sep07 061219 942 942 941 942 +9 97 25,483 +63
Dec07 061219 944 948 942 948 +8 456 19,944 +17
Mar08 061219 956 960 951 958 +6 17 6,814 +11
Total Volume and Open Interest 9,107 178,002 +277
London Coffee(LCE)
Jan07 061219 1488.00 1493.00 1471.00 1489.00 -4.00 4,367 22,723 -3,275
Mar07 061219 1508.00 1515.00 1496.00 1514.00 -1.00 7,518 57,881 +4,201
May07 061219 1513.00 1513.00 1492.00 1506.00 -7.00 1,328 16,907 -99
Jul07 061219 1503.00 1503.00 1486.00 1489.00 -14.00 1,052 6,841 -25
Sep07 061219 1485.00 1485.00 1468.00 1468.00 -18.00 555 4,850 -539
Nov07 061219 1468.00 1468.00 1443.00 1443.00 -27.00 87 2,411 +60
Total Volume and Open Interest 14,927 114,463 +326
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061219 353.90 353.90 347.50 348.50 -3.60 4,667 25,739 +487
May07 061219 348.90 348.90 343.10 345.00 -2.30 1,405 15,739 +438
Aug07 061219 340.70 340.80 339.20 339.20 -3.60 213 6,027 -85
Oct07 061219 333.10 333.20 333.10 333.20 -4.10 104 3,637 +15
Total Volume and Open Interest 6,587 55,109 +1,020
Cotton(NYBOT)
Mar07 061219 55.15 55.30 54.85 55.03 +0.22 7,592 113,067 -440
May07 061219 56.10 56.15 55.75 56.00 +0.25 1,094 21,226 +4
Jul07 061219 57.00 57.00 56.65 56.71 -0.04 572 11,448 +135
Oct07 061219 58.65 58.65 58.65 58.65 -0.05 0 184 -3
Dec07 061219 60.10 60.10 59.55 59.79 -0.11 516 18,873 -4
Mar08 061219 61.75 61.75 61.75 61.75 -0.10 78 1,198 +30
Total Volume and Open Interest 9,852 166,585 -278
Lumber(CME)
Jan07 061219 258.0 259.6 257.0 259.4 -1.6 792 2,894 -379
Mar07 061219 277.4 277.4 275.2 276.2 -1.8 705 3,493 +245
May07 061219 294.6 294.7 292.5 293.9 -1.3 72 331 +14
Jul07 061219 305.0 305.0 304.5 304.8 -1.7 3 73 +1
Total Volume and Open Interest 1,574 6,838 -117
Crude Oil(NYM)
Jan07 061219 62.00 63.45 61.80 63.15 +0.94 139,755 33,786 -44,109
Feb07 061219 62.50 64.00 62.40 63.46 +0.67 165,839 300,149 -3,480
Mar07 061219 63.25 64.75 63.25 64.29 +0.68 38,673 122,258 +3,290
Apr07 061219 64.00 65.20 63.95 64.89 +0.68 14,936 51,615 -313
May07 061219 64.45 65.39 64.45 65.39 +0.68 4,631 40,020 +1,019
Jun07 061219 65.00 66.10 65.00 65.83 +0.68 10,415 72,245 -1,500
Jul07 061219 66.23 66.23 66.23 66.23 +0.68 1,515 19,919 +380
Aug07 061219 66.42 66.80 66.42 66.61 +0.69 3,783 17,891 +2,452
Sep07 061219 66.73 66.93 66.73 66.93 +0.70 1,358 25,190 +367
Oct07 061219 67.02 67.23 67.02 67.23 +0.71 425 16,679 +235
Nov07 061219 67.49 67.49 67.49 67.49 +0.73 500 12,932 -500
Dec07 061219 66.80 68.05 66.80 67.72 +0.75 7,273 132,288 -594
Jan08 061219 67.91 67.91 67.91 67.91 +0.75 700 23,942 +296
Feb08 061219 68.05 68.05 68.05 68.05 +0.74 550 10,254 +52
Mar08 061219 68.16 68.16 68.16 68.16 +0.73 0 15,512 +0
Apr08 061219 68.25 68.25 68.25 68.25 +0.72 380 12,843 -275
Total Volume and Open Interest 396,969 1,171,000 -43,022
Heating Oil(NYM)
Jan07 061219 171.50 174.00 170.15 171.87 -0.20 33,508 38,030 -3,498
Feb07 061219 174.80 177.90 173.90 175.92 +0.40 21,044 72,113 +4,872
Mar07 061219 177.50 180.60 177.20 179.12 +0.80 6,865 35,131 +1,296
Apr07 061219 178.60 181.40 177.95 179.92 +1.30 3,399 13,861 -229
May07 061219 177.90 182.00 177.75 179.72 +1.75 1,106 6,705 +174
Jun07 061219 177.90 181.70 177.50 179.82 +1.85 2,595 18,533 -513
Jul07 061219 179.00 181.70 178.75 181.07 +1.95 394 4,301 +228
Aug07 061219 181.25 185.50 180.75 183.12 +2.00 830 2,202 -520
Sep07 061219 183.90 186.00 183.60 185.52 +2.00 466 5,500 -77
Oct07 061219 186.25 190.00 186.20 188.07 +2.00 112 1,641 +53
Nov07 061219 189.75 191.50 189.75 190.92 +2.00 58 1,263 +4
Dec07 061219 194.25 194.25 193.87 193.87 +2.00 1,184 9,736 -285
Total Volume and Open Interest 72,042 214,600 +1,475
Unleaded Gas(NYM)
Jan07 061219 166.00 171.00 165.00 170.05 +3.83 384 1,596 -81
Total Volume and Open Interest 384 1,596 -81
RBOB Gasoline(NYMEX)
Jan07 061219 167.26 173.00 165.45 171.06 +3.81 26,862 29,883 -7,992
Feb07 061219 167.75 172.58 165.59 170.71 +2.71 15,440 35,859 +2,714
Mar07 061219 171.00 175.05 169.00 173.41 +2.48 5,987 22,200 -151
Apr07 061219 183.00 185.26 182.50 185.26 +2.26 3,139 11,527 +530
May07 061219 185.05 189.00 184.50 187.76 +0.76 1,441 10,825 +345
Jun07 061219 188.70 191.00 187.15 189.76 +0.76 732 5,710 +142
Jul07 061219 188.25 190.81 188.25 190.81 +0.81 276 4,282 -18
Aug07 061219 190.00 190.61 190.00 190.61 +2.64 161 2,341 +8
Sep07 061219 190.00 190.00 189.21 189.21 +0.71 110 6,617 +81
Oct07 061219 177.91 177.91 177.91 177.91 +2.64 0 1,204 +0
Total Volume and Open Interest 54,148 131,728 +1,861
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061219 171.06 171.06 171.06 171.06 +3.57      
Feb07 061219 170.71 170.71 170.71 170.71 +2.74 0 1 +0
Mar07 061219 173.41 173.41 173.41 173.41 +2.69      
Apr07 061219 185.26 185.26 185.26 185.26 +2.54      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061219 6.960 7.110 6.950 7.083 +0.008 41,500 49,388 -5,943
Feb07 061219 7.090 7.220 7.080 7.198 +0.033 15,072 77,374 +3,281
Mar07 061219 7.100 7.228 7.100 7.228 +0.033 7,435 127,116 +251
Apr07 061219 7.110 7.240 7.100 7.228 +0.043 6,929 97,341 -187
May07 061219 7.180 7.288 7.180 7.288 +0.043 2,385 46,182 +312
Jun07 061219 7.300 7.380 7.300 7.378 +0.043 649 13,695 +65
Jul07 061219 7.410 7.483 7.380 7.483 +0.043 371 12,789 +36
Aug07 061219 7.480 7.563 7.480 7.563 +0.043 133 14,858 +12
Sep07 061219 7.570 7.623 7.550 7.623 +0.043 191 15,085 +37
Oct07 061219 7.710 7.750 7.650 7.738 +0.043 1,024 36,960 +227
Nov07 061219 8.260 8.380 8.260 8.368 +0.028 130 22,328 -4
Dec07 061219 8.850 9.000 8.850 8.953 +0.023 147 33,680 +92
Jan08 061219 9.260 9.300 9.220 9.278 +0.013 1,316 29,750 +480
Feb08 061219 9.270 9.310 9.200 9.288 +0.018 19 16,098 +10
Mar08 061219 9.020 9.080 9.000 9.068 +0.018 1,530 39,448 +624
Apr08 061219 7.810 7.823 7.740 7.823 +0.033 515 27,456 +78
Total Volume and Open Interest 80,121 900,743 -661
Brent Crude Oil(ICE)
Feb07 061219 62.20 63.27 61.47 62.86 +0.73 62,417 151,790 -8,189
Mar07 061219 62.94 64.08 62.29 63.61 +0.67 23,453 121,199 -852
Apr07 061219 63.62 64.72 62.99 64.28 +0.65 6,717 32,319 +707
May07 061219 64.22 65.10 63.56 64.83 +0.64 3,294 19,859 +28
Jun07 061219 64.70 65.60 64.05 65.31 +0.64 6,453 46,152 +1,005
Jul07 061219 65.10 66.00 65.10 65.71 +0.64 445 13,130 +259
Aug07 061219 65.61 66.04 65.61 66.04 +0.62 0 6,262 +0
Sep07 061219 66.38 66.38 66.38 66.38 +0.64 0 12,684 -80
Oct07 061219 66.66 66.66 66.66 66.66 +0.66 0 9,099 +0
Nov07 061219 66.93 66.93 66.93 66.93 +0.66 0 15,263 +100
Dec07 061219 66.08 67.15 66.08 67.15 +0.64 3,786 43,284 +414
Jan08 061219 67.35 67.35 67.35 67.35 +0.65 0 7,115 +0
Feb08 061219 67.50 67.50 67.50 67.50 +0.65 0 1,023 +0
Mar08 061219 67.64 67.64 67.64 67.64 +0.65 0 2,279 +0
Total Volume and Open Interest 107,932 551,394 -6,182
Gas Oil(ICE)
Jan07 061219 539.00 544.00 534.00 536.75 -7.00 27,770 80,363 -628
Feb07 061219 544.75 550.00 539.50 543.00 -6.25 18,536 76,935 +987
Mar07 061219 550.00 556.50 546.00 549.50 -5.75 7,560 31,548 +1,254
Apr07 061219 555.50 555.50 553.00 555.25 -5.25 1,916 14,277 +53
May07 061219 558.50 560.50 558.25 560.50 -5.00 907 12,053 +647
Jun07 061219 564.25 573.00 563.75 566.25 -4.50 572 36,854 +68
Jul07 061219 573.25 573.25 573.25 573.25 -4.50 0 8,152 +100
Aug07 061219 579.75 579.75 579.75 579.75 -5.00 0 2,019 +0
Sep07 061219 583.75 590.50 583.75 586.00 -3.75 0 7,386 +0
Oct07 061219 590.50 590.50 590.50 590.50 -3.50 0 1,860 +100
Total Volume and Open Interest 58,788 318,617 +1,870
US Dollar Index(NYBOT)
Mar07 061219 83.69 83.69 83.03 83.16 -0.55 1,912 29,554 -149
Jun07 061219 82.90 82.91 82.90 82.91 -0.55 0 2,022 +0
Sep07 061219 82.66 82.66 82.66 82.66 -0.55 0 37 +0
Total Volume and Open Interest 1,956 43,879 -228
Australian Dollar(CME)
Dec06 061218 77.87 77.87 77.87 77.87 -0.32 1,037 70,243 -2,562
Mar07 061219 78.06 78.26 77.92 78.24 +0.36 1,280 128,821 -1,105
Jun07 061219 78.02 78.02 78.02 78.02 +0.36 0 114 +2
Total Volume and Open Interest 2,067 198,843 -1,765
British Pound(CME)
Dec06 061218 194.44 194.44 194.42 194.42 -0.60 810 48,507 -4
Mar07 061219 196.17 197.07 195.85 196.87 +1.89 2,883 145,305 -6,776
Jun07 061219 196.82 196.82 196.82 196.82 +1.89 0 41 +0
Total Volume and Open Interest 3,794 193,752 -6,890
Canadian Dollar(CME)
Dec06 061219 86.43 86.53 86.43 86.53 +0.14 570 56,860 -1,124
Mar07 061219 86.66 87.11 86.63 86.93 +0.32 2,440 120,434 -5,870
Jun07 061219 87.00 87.17 87.00 87.17 +0.29 24 1,468 +10
Sep07 061219 87.30 87.41 87.23 87.41 +0.26 0 569 +5
Total Volume and Open Interest 3,048 179,482 -6,979
Japanese Yen(CME)
Dec06 061218 84.73 84.73 84.56 84.56 -0.10 5,736 92,740 -5,666
Mar07 061219 85.63 85.91 85.50 85.73 +0.07 5,214 217,733 +3,836
Jun07 061219 86.73 86.73 86.73 86.73 +0.07 3 371 +178
Total Volume and Open Interest 5,943 309,709 +2,697
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061219 82.75 83.07 82.66 83.01 +0.48 1,614 57,286 -1,938
Jun07 061219 83.64 83.64 83.64 83.64 +0.48 3 87 +2
Total Volume and Open Interest 1,968 95,343 -2,348
EuroFX(CME)
Dec06 061218 131.09 131.09 130.60 130.60 -0.22 3,515 67,076 -8,862
Mar07 061219 132.10 132.69 131.85 132.46 +0.94 3,940 190,170 +5,289
Jun07 061219 132.92 132.92 132.92 132.92 +0.94 2 942 +44
Total Volume and Open Interest 5,286 257,504 +4,232
Mexican Peso(CME)
Dec06 061218 9272.0 9272.0 9272.0 9272.0 -5.0 5,129 33,848 -1,242
Jan07 061219 9217.0 9217.0 9217.0 9217.0 -13.0      
Total Volume and Open Interest 10,466 139,348 +2,823
30-Year T-Bonds(CBOT)
Dec06 061219 112~25 113~00 112~09 112~22 -0~01 4,225 15,237 -1,250
Mar07 061219 112~25 113~01 112~07 112~18 -0~05 198,482 768,574 -6,798
Jun07 061219 112~09 112~28 112~09 112~16 -0~05 517 4,303 +243
Total Volume and Open Interest 203,230 788,142 -7,801
10-Year T-Notes(CBOT)
Dec06 061219 108~125 108~170 108~050 108~105 -0~005 10,818 12,706 -7,308
Mar07 061219 108~125 108~190 108~020 108~105 -0~015 615,912 2,227,867 -35,571
Total Volume and Open Interest 626,827 2,248,490 -42,859
5-Year T-Notes(CBOT)
Dec06 061219 105~170 105~170 105~170 105~170 -0~005 1,542 0 +0
Mar07 061219 105~230 105~240 105~150 105~205 -0~005 270,463 0 +0
Jun07 061219 105~255 105~255 105~255 105~255 -0~005 0 38 +0
Total Volume and Open Interest 272,005 38 +0
2 Year T-Notes(CBOT)
Dec06 061219 102~012 102~016 102~012 102~012 -0~001 81 10,402 -2,642
Mar07 061219 102~033 102~036 102~020 102~032 unch 452 686,862 -10,668
Total Volume and Open Interest 533 697,264 -13,310
Eurodollars(CME)
Mar07 061219 94.700 94.700 94.675 94.695 unch 36,938 1,330,554 -14,508
Jun07 061219 94.860 94.880 94.805 94.860 unch 22,701 1,356,730 -17,765
Sep07 061219 95.055 95.080 94.980 95.055 +0.005 18,780 1,253,648 +3,168
Dec07 061219 95.200 95.230 95.130 95.200 unch 20,316 1,260,431 +36,123
Mar08 061219 95.275 95.290 95.230 95.265 -0.005 15,179 863,791 -4,901
Jun08 061219 95.300 95.320 95.280 95.290 -0.005 11,539 714,127 -4,947
Sep08 061219 95.265 95.325 95.265 95.295 -0.010 18,927 493,151 +1,664
Dec08 061219 95.305 95.310 95.270 95.280 -0.015 7,238 341,222 +456
Mar09 061219 95.290 95.295 95.255 95.265 -0.015 10,743 345,151 -1,702
Jun09 061219 95.255 95.260 95.230 95.230 -0.015 4,852 272,617 +2,266
Sep09 061219 95.225 95.245 95.200 95.200 -0.015 10,299 183,371 -829
Dec09 061219 95.180 95.190 95.155 95.155 -0.015 4,973 132,393 +1,217
Mar10 061219 95.120 95.160 95.120 95.130 -0.015 3,436 118,903 -1,678
Jun10 061219 95.105 95.125 95.090 95.095 -0.015 6,751 94,906 -2,820
Sep10 061219 95.090 95.090 95.055 95.060 -0.015 10,140 76,951 -3,856
Dec10 061219 95.055 95.060 95.020 95.020 -0.015 8,345 92,090 -931
Mar11 061219 95.030 95.040 94.995 95.000 -0.015 2,326 68,721 -1,182
Jun11 061219 95.005 95.015 94.970 94.970 -0.020 2,457 60,974 -1,113
Total Volume and Open Interest 223,190 9,267,947 -1,230,991
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061219 99.36 99.36 99.35 99.35 +0.04 2,002 14,212 -370
Jun07 061219 99.24 99.24 99.24 99.24 +0.06 275 8,779 +95
Sep07 061219 99.13 99.14 99.13 99.13 +0.07 126 3,888 +48
Dec07 061219 99.04 99.04 99.03 99.03 +0.06 493 8,258 +643
Mar08 061219 98.95 98.95 98.94 98.94 +0.06 112 3,609 +60
Jun08 061219 98.85 98.85 98.85 98.85 +0.04 0 623 +0
Sep08 061219 98.77 98.77 98.77 98.77 +0.07 0 217 +0
Dec08 061219 98.66 98.66 98.66 98.66 +0.05 0 6 +0
Mar09 061219 98.61 98.61 98.61 98.61 +0.08      
Total Volume and Open Interest 3,008 39,612 +476
3-Mth Euro-Yen(SIMEX)
Mar07 061219 99.31 99.38 99.30 99.38 +0.07 1,375 83,180 +611
Jun07 061219 99.18 99.26 99.18 99.26 +0.08 597 46,942 -147
Sep07 061219 99.06 99.18 99.06 99.14 +0.08 3,343 38,096 +1,410
Dec07 061219 98.98 99.09 98.96 99.04 +0.07 1,682 45,430 -893
Mar08 061219 98.95 98.96 98.95 98.95 +0.08 250 32,338 +81
Jun08 061219 98.82 98.88 98.82 98.88 +0.08 0 8,122 +0
Sep08 061219 98.78 98.79 98.78 98.79 +0.08 0 2,041 +0
Dec08 061219 98.71 98.71 98.71 98.71 +0.08 0 263 +0
Total Volume and Open Interest 7,124 256,925 -75,257
German Euro-Bund(EUREX)
Mar07 061219 117.21 117.36 116.81 116.89 -0.33 1,250,490 1,499,505 +92,364
Jun07 061219 116.73 116.81 116.33 116.40 -0.33 5,441 7,520 +4,826
Sep07 061219 116.61 116.61 116.61 116.61 -0.36      
Total Volume and Open Interest 1,255,931 1,507,025 +97,190
German Euro-Bobl(EUREX)
Mar07 061218 109.38 109.49 109.27 109.37 -0.09 525,582 869,167 +28,217
Jun07 061219 108.89 108.89 108.89 108.89 -0.15 2,195 1,304 +0
Sep07 061219 110.11 110.11 110.11 110.11 -0.15      
Total Volume and Open Interest 714,612 918,849 +48,378
Long Gilt(LIFFE)
Dec06 061219 108~19 108~20 108~10 108~12 -0~08 5,420 23,837 -4,347
Mar07 061219 108~15 108~17 108~05 108~07 -0~08 54,740 267,605 -5,329
Total Volume and Open Interest 60,160 291,470 -9,676
3-Mth Short Sterling(LIFFE)
Dec06 061219 94.69 94.69 94.69 94.69 -0.01 14,139 377,992 -2,896
Mar07 061219 94.55 94.55 94.55 94.55 unch 44,609 475,096 +6,345
Jun07 061219 94.51 94.51 94.51 94.51 unch 50,855 457,091 +3,160
Total Volume and Open Interest 238,300 2,539,712 +24,797
3-Mth Euribor(LIFFE)
Mar07 061219 96.130 96.150 96.115 96.120 -0.015 245,680 758,364 -14,768
Jun07 061219 96.020 96.050 95.995 96.000 -0.030 230,603 640,598 +8,068
Sep07 061219 95.990 96.020 95.960 95.965 -0.035 207,051 567,745 +38,185
Total Volume and Open Interest 1,092,363 3,907,254 +34,390
3-Mth Aus T-Bills(SFE)
Mar07 061219 93.49 93.52 93.48 93.51 +0.01 8,646 210,985 -8,280
Jun07 061219 93.47 93.50 93.46 93.50 +0.03 14,874 213,965 -5,323
Sep07 061219 93.49 93.54 93.48 93.53 +0.04 5,460 73,746 +949
Dec07 061219 93.51 93.56 93.50 93.56 +0.05 1,931 52,435 -1,145
Mar08 061219 93.53 93.58 93.53 93.58 +0.05 1,977 29,080 +403
Jun08 061219 93.56 93.61 93.56 93.61 +0.04 2,831 24,056 +1,312
Sep08 061219 93.59 93.63 93.59 93.63 +0.04 1,586 15,066 +852
Dec08 061219 93.63 93.65 93.63 93.65 +0.05 2,030 7,781 +1,995
Mar09 061219 93.65 93.65 93.65 93.65 +0.04 0 1,721 +0
Jun09 061219 93.66 93.66 93.66 93.66 +0.05 0 2,090 +0
Total Volume and Open Interest 39,335 631,353 -9,237
10-Year Aus T-Bonds(SFE)
Mar07 061219 94.20 94.25 94.20 94.25 +0.03 34,378 492,334 +10,567
Jun07 061219 94.25 94.25 94.25 94.25        
3-Year Aus T-Bonds(SFE)
Mar07 061219 93.99 94.02 93.98 94.02 +0.03 73,135 463,381 +46,512
Jun07 061219 94.02 94.02 94.02 94.02        
Gold(CMX)
Dec06 061219 616.5 621.6 616.5 621.6 +7.6 57 458 -5
Feb07 061219 619.3 625.8 618.3 625.4 +7.5 46,685 195,416 +610
Apr07 061219 625.0 632.0 625.0 631.6 +7.6 2,296 28,863 +1,443
Jun07 061219 632.5 638.0 632.5 637.6 +7.7 824 24,931 -441
Aug07 061219 641.0 643.4 641.0 643.4 +7.7 43 3,830 -13
Oct07 061219 649.1 649.1 649.1 649.1 +7.7 552 16,434 +330
Dec07 061219 652.0 655.0 650.0 654.9 +7.8 1,076 37,487 +497
Feb08 061219 660.5 660.5 660.5 660.5 +7.9 0 2,186 +0
Apr08 061219 666.0 666.0 666.0 666.0 +8.0 0 1,789 +0
Jun08 061219 671.5 671.5 671.5 671.5 +8.0 1 3,861 -1
Aug08 061219 677.0 677.0 677.0 677.0 +8.1 0 251 +0
Oct08 061219 682.5 682.5 682.5 682.5 +8.1 0 500 +0
Total Volume and Open Interest 52,725 335,620 +3,350
Silver(CMX)
Dec06 061219 1258.0 1258.0 1257.0 1257.0 +18.8 128 356 +17
Mar07 061219 1253.0 1285.0 1245.0 1271.0 +18.5 27,700 67,057 -3,845
May07 061219 1265.0 1299.0 1263.0 1282.5 +18.5 778 5,594 +383
Jul07 061219 1282.0 1305.0 1282.0 1293.0 +17.5 499 10,578 -30
Sep07 061219 1303.8 1303.8 1303.8 1303.8 +16.9 27 3,874 -5
Dec07 061219 1313.0 1330.0 1313.0 1316.3 +17.0 217 11,845 -99
Mar08 061219 1327.2 1327.2 1327.2 1327.2 +17.0 30 256 +20
Total Volume and Open Interest 29,513 105,268 -3,483
Platinum(NYM)
Jan07 061219 1108.8 1125.0 1108.8 1118.5 +16.4 522 4,310 -216
Apr07 061219 1110.1 1133.0 1110.1 1125.4 +16.3 196 3,736 +151
Jul07 061219 1130.4 1130.4 1130.4 1130.4 +16.3 0 23 +0
Oct07 061219 1135.4 1135.4 1135.4 1135.4 +16.3      
Total Volume and Open Interest 718 8,069 -65
Palladium(NYME)
Dec06 061219 325.75 325.75 325.75 325.75 +4.05 0 18 -1
Mar07 061219 321.25 329.80 321.25 329.25 +4.30 549 10,922 +47
Jun07 061219 334.25 334.25 334.25 334.25 +4.30 0 48 +0
Total Volume and Open Interest 551 11,082 +44
Copper(CMX)
Dec06 061219 300.25 301.00 300.00 300.25 -1.45 470 2,130 -112
Mar07 061219 301.85 303.50 300.00 301.75 -1.20 6,556 48,593 -106
May07 061219 303.50 303.80 302.30 303.05 -1.20 237 4,817 +30
Jul07 061219 303.00 303.05 302.70 303.05 -0.90 52 1,960 -17
Sep07 061219 301.40 302.35 301.40 302.35 -0.50 37 1,100 -10
Total Volume and Open Interest 7,864 69,508 -80
Aluminum(CMX)
Dec06 061219 125.00 125.00 125.00 125.00 +1.00 4 337 -57
Jan07 061219 126.00 126.00 126.00 126.00 +1.00 4 117 +1
Feb07 061219 125.00 125.00 125.00 125.00 +1.00 0 40 +0
Mar07 061219 124.10 124.10 124.10 124.10 +1.00 0 40 +0
Apr07 061219 123.20 123.20 123.20 123.20 +1.00 0 40 +0
May07 061219 122.30 122.30 122.30 122.30 +1.00 0 40 +0
Total Volume and Open Interest 9 975 -55
DJIA Index(CBOT)
Dec06 061214 12327 12440 12320 12420 +86 17,277 43,476 +55
Mar07 061219 12512 12578 12482 12551 +15 2,092 65,857 -32
Jun07 061219 12585 12641 12585 12641 +15 0 48 +0
Sep07 061219 12718 12718 12718 12718 +15 0 9 +3
Total Volume and Open Interest 2,092 65,914 -29
S & P 500(CME)
Mar07 061219 1430.20 1440.50 1426.60 1436.20 +1.40 25,195 601,270 +3,487
Jun07 061219 1444.20 1448.90 1444.20 1448.90 +1.50 4,227 13,545 -2,441
Sep07 061219 1461.90 1461.90 1461.90 1461.90 +1.50 1,730 9,180 +1,060
Dec07 061219 1473.40 1473.40 1473.40 1473.40 +1.50 0 1,731 -15
Total Volume and Open Interest 31,152 626,041 +2,091
S & P 500 E-Mini(Globex)
Mar07 061219 1434.75 1440.50 1426.50 1436.25 +1.50 690,259 1,436,710 +23,914
Jun07 061219 1447.50 1452.25 1439.50 1449.00 +1.50 9,288 10,678 +10,578
Total Volume and Open Interest 699,547 1,447,388 -858,135
NASDAQ 100(CME)
Mar07 061219 1798.00 1814.50 1787.00 1803.30 -7.70 3,541 42,778 +763
Jun07 061219 1824.80 1824.80 1824.80 1824.80 -7.70 0 20 +0
Sep07 061219 1846.30 1846.30 1846.30 1846.30 -7.70      
Total Volume and Open Interest 3,541 42,798 +763
NASDAQ 100 E-Mini(Globex)
Mar07 061219 1811.50 1814.50 1786.50 1803.30 -7.70 256,367 284,423 +11,745
Jun07 061219 1827.00 1833.00 1808.50 1824.80 -7.70 14 13 +13
Total Volume and Open Interest 256,381 284,436 -253,693
S & P Midcap 400(CME)
Mar07 061219 813.00 817.00 809.60 816.10 -1.20 51 7,460 -67
Jun07 061219 824.30 824.30 824.30 824.30 -1.20      
Sep07 061219 832.50 832.50 832.50 832.50 -1.20      
Total Volume and Open Interest 51 7,460 -67
Russell 2000(CME)
Mar07 061219 785.25 789.50 781.70 789.10 -0.40 1,186 23,667 -75
Jun07 061219 796.10 796.10 796.10 796.10 -0.40 0 1 +0
Sep07 061219 803.10 803.10 803.10 803.10 -0.40 0 8 +0
Total Volume and Open Interest 1,186 23,676 -75
Russell 2000 E-Mini(Globex)
Dec06 061215 794.20 798.20 793.40 796.10 +2.20 48,646 115,008 -38,634
Mar07 061219 789.40 791.50 781.10 789.10 -0.40 162,155 341,122 +2,720
Jun07 061219 787.00 797.00 787.00 796.10 -0.40 50 21 +21
Total Volume and Open Interest 162,205 341,143 -110,886
Value Line(KCBT)
Mar07 061219 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061219 16820 16875 16730 16790 -90      
Jun07 061219 16790 16790 16790 16790 -90      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 061219 16885 16970 16760 16805 -155 26,685 224,749 +6,232
Jun07 061219 16720 16720 16720 16720 -190 10 61 +0
Sep07 061219 16750 16750 16750 16750 -185      
Total Volume and Open Interest 26,695 225,239 +6,232
CAC 40(EURONEXT)
Dec06 061215 5525.5 5542.0 5513.5 5541.0 +32.0 133,480 393,195 -63,302
Jan07 061219 5513.0 5526.0 5481.0 5501.5 -44.5 46,397 350,935 -3,495
Feb07 061219 5522.0 5534.0 5499.0 5516.5 -44.5 351 14,589 +215
Total Volume and Open Interest 47,835 415,368 -3,102
Hang Seng Index(HKFE)
Dec06 061219 19163 19216 18905 18981 -241 38,588 129,835 +3,143
Jan07 061219 19227 19281 18950 19050 -240 2,019 5,328 +537
Total Volume and Open Interest 40,711 137,880 +3,743
DAX(EUREX)
Mar07 061219 6630.0 6639.0 6582.5 6615.5 -36.5 81,995 215,055 -997
Jun07 061219 6693.5 6702.0 6650.5 6679.0 -37.0 4,815 9,447 +1,002
Sep07 061219 6763.0 6774.0 6726.0 6749.5 -36.5 4,947 2,976  
Total Volume and Open Interest 91,757 227,478  
FT-SE 100(EURONEXT)
Mar07 061219 6240.50 6248.50 6207.00 6219.50 -45.00 44,519 472,804 +7,602
Jun07 061219 6241.50 6242.00 6241.50 6242.00 -45.50 7 9,370 +5
Sep07 061219 6274.50 6274.50 6274.50 6274.50 -45.50 2 519 +0
Total Volume and Open Interest 44,528 482,693 +7,607
SPI 200(SFE)
Dec06 061219 5579.0 5592.0 5543.0 5544.0 -53.0 72,164 256,655 +9,505
Mar07 061219 5588.0 5596.0 5546.0 5547.0 -54.0 62,651 114,846 +53,614
Jun07 061219 5616.0 5616.0 5583.0 5583.0 -54.0 7 4,762 +5
Total Volume and Open Interest 134,936 381,188 +63,106
GSCI(CME)
Jan07 061219 442.40 449.80 442.40 447.70 +3.70 321 21,147 +46
Feb07 061219 452.00 452.00 452.00 452.00 +3.00      
Mar07 061219 456.00 456.00 456.00 456.00 +0.50      
Total Volume and Open Interest 321 21,147 -432
Reuters CRB Index(NYBOT)
Jan07 061219 394.50 397.00 394.50 397.00 +2.00 24 533 -2
Feb07 061219 398.00 398.00 398.00 398.00 +2.50 0 6 +0
Apr07 061219 399.00 399.00 399.00 399.00 +2.00 0 416 +0
Total Volume and Open Interest 24 955 -2
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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