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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu December 21, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061221 653.00 655.50 650.00 650.25 +2.00 8,201 73,098 -6,891
Mar07 061221 668.50 670.50 665.00 665.75 +2.25 19,883 191,837 +1,218
May07 061221 681.50 683.00 678.50 678.75 +2.00 2,248 44,146 +760
Jul07 061221 693.00 694.00 690.00 690.25 +2.00 964 32,023 -34
Aug07 061221 697.00 698.00 695.00 695.00 +2.00 66 1,623 +36
Sep07 061221 704.00 704.00 698.00 698.00 +2.00 0 429 +0
Nov07 061221 711.00 713.50 709.00 709.75 +2.25 2,208 62,992 +197
Total Volume and Open Interest 33,858 419,266 -4,453
Soybean Meal(CBOT)
Jan07 061221 186.10 186.80 185.00 185.20 +0.50 6,188 27,311 -4,396
Mar07 061221 190.00 191.00 189.20 189.40 +0.50 8,664 68,886 +1,203
May07 061221 192.80 194.00 192.10 192.30 +0.70 1,673 35,538 -160
Jul07 061221 196.00 197.00 195.30 195.30 +0.50 965 39,325 +45
Aug07 061221 197.00 197.70 196.80 196.80 +0.80 268 11,100 -113
Sep07 061221 198.50 199.00 198.00 198.00 +0.50 24 7,294 +1
Oct07 061221 200.00 200.00 198.00 198.10 +0.10 37 2,798 +0
Dec07 061221 201.50 203.00 200.60 200.60 +0.20 507 12,297 +46
Total Volume and Open Interest 18,339 205,455 -3,364
Soybean Oil(CBOT)
Jan07 061221 28.12 28.23 28.05 28.10 +0.10 9,017 29,617 -5,071
Mar07 061221 28.65 28.70 28.50 28.58 +0.05 13,172 137,060 +2,333
May07 061221 29.07 29.10 29.00 29.02 +0.04 1,249 42,351 +180
Jul07 061221 29.50 29.52 29.40 29.46 +0.08 1,812 26,872 -653
Aug07 061221 29.59 29.63 29.55 29.60 +0.11 126 5,688 +27
Sep07 061221 29.73 29.78 29.73 29.73 +0.15 5 2,762 +4
Oct07 061221 29.85 29.95 29.85 29.85 +0.14 104 3,204 +104
Dec07 061221 30.00 30.12 30.00 30.07 +0.09 1,669 22,789 +215
Total Volume and Open Interest 27,154 270,455 -2,861
Canola(WCE)
Jan07 061221 356.0 359.7 355.2 358.9 +4.5 3,036 10,367 -2,262
Mar07 061221 364.9 369.6 364.9 368.1 +3.8 6,321 54,897 +1,074
May07 061221 374.0 377.3 373.5 376.7 +4.7 943 6,520 +92
Jul07 061221 380.9 383.9 380.9 383.0 +6.4 748 10,234 +633
Total Volume and Open Interest 11,341 99,739 -204
Corn(CBOT)
Mar07 061221 376.50 378.50 375.25 377.75 +5.00 24,055 590,136 -8,362
May07 061221 384.25 386.25 383.25 385.50 +4.25 5,565 113,618 +337
Jul07 061221 391.50 392.75 389.75 391.25 +3.75 11,553 207,766 +2,714
Sep07 061221 377.00 378.00 376.00 377.50 +3.50 1,467 43,222 +371
Dec07 061221 367.50 368.75 366.00 368.00 +3.00 12,529 296,311 +1,086
Mar08 061221 373.00 374.00 372.50 374.00 +2.50 389 19,079 +133
Total Volume and Open Interest 56,743 1,375,752 -3,650
Wheat(CBOT)
Mar07 061221 499.00 504.50 497.00 503.25 +9.50 8,741 233,926 +423
May07 061221 505.00 509.50 503.00 507.75 +7.50 1,345 28,791 +591
Jul07 061221 490.00 494.00 487.00 492.00 +5.50 3,936 77,668 +451
Sep07 061221 494.00 496.00 491.00 495.00 +5.50 87 4,633 +15
Dec07 061221 502.00 505.00 498.50 504.00 +5.00 634 62,249 +129
Total Volume and Open Interest 14,830 427,497 +1,627
Wheat(KCBT)
Mar07 061221 505.00 509.75 505.00 508.25 +4.00 5,502 66,342 +176
May07 061221 510.50 517.00 508.50 517.00 +6.00 477 6,460 -29
Jul07 061221 500.00 505.00 499.50 505.00 +6.00 1,292 29,460 +97
Sep07 061221 503.00 507.50 503.00 507.00 +7.00 328 3,630 +84
Dec07 061221 511.00 516.00 511.00 515.00 +7.00 53 6,171 +12
Total Volume and Open Interest 7,662 115,064 +407
Wheat(MGE)
Dec06 061214 510.00 510.00 510.00 510.00 +6.00 22 3 -9
Mar07 061221 506.00 511.00 505.50 508.50 +4.25 4,125 27,841 -779
May07 061221 512.00 518.00 512.00 516.00 +6.25 427 4,166 +91
Jul07 061221 516.00 520.00 515.00 519.00 +6.50 115 1,743 +15
Sep07 061221 512.00 517.00 512.00 515.50 +4.75 72 4,881 +6
Total Volume and Open Interest 4,822 47,122 -648
Oats(CBOT)
Mar07 061221 272.75 273.50 271.00 272.75 +2.50 577 8,852 +158
May07 061221 276.00 278.25 276.00 277.50 +3.25 93 1,294 -18
Jul07 061221 280.00 280.00 279.00 279.75 unch 20 528 +5
Sep07 061221 254.50 255.00 254.50 255.00 +2.00 2 48 +2
Total Volume and Open Interest 909 13,847 +288
Rough Rice(CBOT)
Jan07 061221 10.00 10.02 9.96 9.99 +0.03 861 3,290 -227
Mar07 061221 10.30 10.34 10.26 10.30 +0.05 966 7,732 +734
May07 061221 10.56 10.56 10.56 10.56 +0.04 154 1,453 +101
Jul07 061221 10.72 10.72 10.72 10.72 +0.03 47 749 +19
Total Volume and Open Interest 2,119 14,614 +691
Live Cattle(CME)
Dec06 061221 87.400 87.600 87.150 87.300 -0.075 2,003 6,836 -1,527
Feb07 061221 90.400 90.650 89.700 89.875 -0.475 8,018 129,065 +1,079
Apr07 061221 92.400 92.550 91.800 91.900 -0.275 5,378 44,319 +649
Jun07 061221 88.400 88.500 88.025 88.100 -0.325 2,487 20,404 -29
Aug07 061221 87.400 87.500 86.800 86.800 -0.650 1,259 11,612 +352
Oct07 061221 89.600 89.850 89.550 89.650 -0.150 296 6,676 -84
Total Volume and Open Interest 19,502 223,486 +460
Feeder Cattle(CME)
Jan07 061221 98.850 98.850 98.100 98.250 -0.600 1,809 6,466 -953
Mar07 061221 96.600 96.650 96.000 96.400 -0.350 1,675 12,264 +304
Apr07 061221 97.600 97.750 97.400 97.700 -0.400 43 2,354 +0
May07 061221 98.700 98.950 98.550 98.700 -0.500 117 3,666 -19
Aug07 061221 101.800 101.900 101.600 101.700 -0.400 60 1,911 +41
Sep07 061221 101.800 101.800 101.500 101.500 -0.400 2 932 +0
Oct07 061221 101.550 101.550 101.300 101.300 -0.300 1 68 +1
Total Volume and Open Interest 3,707 27,661 -626
Lean Hogs(CME)
Feb07 061221 62.700 63.000 62.400 62.700 +0.250 7,738 92,751 -500
Apr07 061221 66.000 66.100 65.500 66.050 +0.175 3,445 37,473 -598
May07 061221 70.900 71.250 70.850 71.250 +0.050 56 2,973 +3
Jun07 061221 73.050 73.300 72.600 73.225 +0.325 1,906 22,095 +36
Jul07 061221 71.350 71.550 71.250 71.475 +0.150 902 6,561 +222
Aug07 061221 70.200 70.450 70.200 70.200 -0.150 284 3,983 -68
Oct07 061221 64.000 64.300 63.800 64.275 +0.125 191 5,456 +91
Dec07 061221 63.050 63.350 63.050 63.200 +0.050 403 2,936 +189
Total Volume and Open Interest 14,946 174,271 -611
Pork Bellies(CME)
Feb07 061221 92.575 93.475 92.150 92.550 -0.025 84 817 -4
Mar07 061221 93.000 93.200 93.000 93.000 +0.300 1 64 +1
May07 061221 93.900 93.900 93.600 93.600 +1.000 0 81 +0
Jul07 061221 93.400 93.400 93.400 93.400 +0.550 0 90 +0
Aug07 061221 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 85 1,060 -3
Class III Milk(CME)
Dec06 061221 13.51 13.53 13.50 13.53 +0.03 18 4,377 +6
Jan07 061221 13.15 13.15 13.12 13.15 unch 113 2,732 +9
Feb07 061221 13.30 13.30 13.20 13.25 -0.05 42 2,496 +8
Mar07 061221 13.44 13.44 13.36 13.36 -0.08 22 2,414 +12
Apr07 061221 13.67 13.68 13.63 13.63 -0.04 27 2,143 +0
Total Volume and Open Interest 536 27,949 +135
Cocoa(NYBOT)
Mar07 061221 1630 1648 1624 1645 +17 13,880 75,506 -995
May07 061221 1659 1669 1646 1667 +16 1,713 21,009 +4
Jul07 061221 1680 1687 1668 1687 +16 315 11,357 +2
Sep07 061221 1706 1706 1706 1706 +15 344 14,553 -93
Dec07 061221 1726 1726 1726 1726 +15 536 13,016 +215
Mar08 061221 1748 1748 1748 1748 +14 0 4,006 +0
May08 061221 1759 1767 1757 1767 +16 187 2,134 +162
Total Volume and Open Interest 17,000 144,023 -730
Coffee "C"(NYBOT)
Mar07 061221 127.00 127.25 123.80 126.35 -0.40 12,756 87,159 +1,577
May07 061221 129.50 130.00 126.75 129.35 -0.35 4,111 17,079 +1,708
Jul07 061221 132.40 132.40 129.80 132.10 -0.35 319 5,933 +85
Sep07 061221 134.00 134.75 132.70 134.75 -0.30 1,037 3,200 -13
Dec07 061221 137.80 137.90 136.00 137.90 -0.30 388 3,084 +148
Mar08 061221 140.80 140.80 140.80 140.80 -0.25 131 2,712 -20
Total Volume and Open Interest 18,982 125,476 +3,483
Orange Juice(NYBOT)
Jan07 061221 200.00 200.00 197.20 198.00 -0.50 1,523 4,684 -821
Mar07 061221 197.50 198.00 195.00 195.70 -0.60 1,761 17,781 +693
May07 061221 195.00 195.00 193.50 193.50 -0.50 76 1,946 +32
Jul07 061221 191.80 191.80 191.80 191.80 -0.55 10 566 +10
Sep07 061221 189.00 189.00 189.00 189.00 -0.30 30 241 +20
Total Volume and Open Interest 3,460 26,478 -36
Sugar #11(NYBOT)
Mar07 061221 12.00 12.03 11.83 11.90 -0.09 24,486 260,395 -2,635
May07 061221 11.88 11.90 11.73 11.79 -0.05 9,550 87,242 +1,194
Jul07 061221 11.50 11.50 11.33 11.39 -0.06 5,178 77,744 -1,320
Oct07 061221 11.60 11.60 11.49 11.56 -0.05 1,296 56,824 +657
Mar08 061221 11.99 12.00 11.92 11.98 -0.04 1,503 46,441 +681
Total Volume and Open Interest 43,355 565,790 -1,237
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061221 19.49 19.62 19.49 19.60 +0.13 362 2,970 -171
May07 061221 19.47 19.63 19.47 19.63 +0.18 101 2,509 -47
Jul07 061221 19.65 19.65 19.65 19.65 +0.13 237 2,349 +67
Sep07 061221 19.54 19.65 19.54 19.65 +0.13 36 1,801 -14
Total Volume and Open Interest 772 11,244 -172
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061221 892 901 887 896 +7 7,099 71,375 +586
May07 061221 897 908 896 905 +8 2,289 28,657 +262
Jul07 061221 906 918 906 914 +8 460 24,532 +164
Sep07 061221 915 924 915 923 +9 103 25,473 +6
Dec07 061221 924 931 921 928 +8 1,106 20,722 +588
Mar08 061221 932 939 932 939 +9 1 6,832 -1
Total Volume and Open Interest 11,125 179,695 +1,672
London Coffee(LCE)
Jan07 061221 1565.00 1575.00 1553.00 1565.00 +10.00 6,361 21,040 +3,117
Mar07 061221 1582.00 1593.00 1568.00 1581.00 +9.00 11,708 66,982 +4,327
May07 061221 1564.00 1578.00 1555.00 1565.00 +7.00 2,314 18,343 +674
Jul07 061221 1555.00 1557.00 1546.00 1552.00 +10.00 760 6,688 +27
Sep07 061221 1540.00 1542.00 1525.00 1535.00 +10.00 1,151 4,333 -78
Nov07 061221 1508.00 1510.00 1502.00 1510.00 +9.00 490 2,242 -174
Total Volume and Open Interest 22,836 122,538 +7,900
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061221 347.20 348.20 346.50 346.60 +0.10 1,370 25,599 +91
May07 061221 343.80 345.00 342.00 342.40 -1.60 335 15,797 -3
Aug07 061221 338.90 338.90 336.20 336.20 -2.30 155 5,943 +29
Oct07 061221 332.70 332.70 329.20 331.20 -1.30 11 3,632 -5
Total Volume and Open Interest 1,938 55,050 +179
Cotton(NYBOT)
Mar07 061221 55.00 55.50 54.75 55.37 +0.75 9,955 112,651 -37
May07 061221 55.30 55.90 55.30 55.80 +0.66 2,320 21,607 +354
Jul07 061221 56.00 56.60 56.00 56.50 +0.67 1,289 11,755 +319
Oct07 061221 58.30 58.30 58.30 58.30 +0.35 19 167 -17
Dec07 061221 59.20 59.65 59.20 59.38 +0.35 878 18,746 +22
Mar08 061221 61.35 61.35 61.35 61.35 +0.35 167 1,321 +112
Total Volume and Open Interest 14,628 166,836 +753
Lumber(CME)
Jan07 061221 262.0 268.9 261.5 268.7 +9.1 582 2,271 -254
Mar07 061221 275.1 284.9 275.1 284.9 +10.0 738 3,881 +179
May07 061221 291.7 301.2 291.7 301.2 +10.0 128 375 +18
Jul07 061221 304.0 311.1 304.0 311.1 +10.0 4 79 +3
Total Volume and Open Interest 1,453 6,653 -54
Crude Oil(NYM)
Feb07 061221 63.30 63.35 62.30 62.66 -1.06 179,708 301,539 -2,157
Mar07 061221 64.45 64.50 63.50 63.78 -0.99 77,724 131,517 +4,814
Apr07 061221 64.70 64.70 64.45 64.65 -0.87 28,128 51,323 -1,703
May07 061221 65.45 65.45 65.36 65.36 -0.76 12,599 40,264 +78
Jun07 061221 66.50 66.50 65.70 65.91 -0.71 18,978 75,552 +878
Jul07 061221 66.38 66.38 66.38 66.38 -0.68 2,080 20,804 +281
Aug07 061221 66.80 66.80 66.80 66.80 -0.65 2,913 17,179 -1,521
Sep07 061221 67.65 67.70 67.19 67.19 -0.62 5,198 26,027 +820
Oct07 061221 67.52 67.52 67.52 67.52 -0.60 3,217 15,816 -833
Nov07 061221 67.81 67.81 67.81 67.81 -0.58 3,502 12,669 -489
Dec07 061221 68.52 68.60 68.00 68.06 -0.56 12,310 133,710 +1,081
Jan08 061221 68.28 68.28 68.28 68.28 -0.53 156 23,565 -75
Feb08 061221 68.43 68.43 68.43 68.43 -0.53 806 10,080 -179
Mar08 061221 68.55 68.55 68.55 68.55 -0.53 1,250 16,457 +945
Apr08 061221 68.66 68.66 68.66 68.66 -0.51 700 13,543 +700
May08 061221 68.75 68.75 68.75 68.75 -0.50 200 6,352 +200
Total Volume and Open Interest 360,751 1,160,164 -1,781
Heating Oil(NYM)
Jan07 061221 172.50 172.90 169.85 170.17 -2.87 25,071 29,813 -4,248
Feb07 061221 176.50 176.50 173.60 174.00 -2.93 26,621 76,197 +2,931
Mar07 061221 179.40 179.40 177.00 177.35 -2.83 7,218 37,319 +1,628
Apr07 061221 180.10 180.30 178.45 178.45 -2.63 2,521 14,884 +475
May07 061221 179.00 181.00 178.75 178.75 -2.33 1,209 7,039 +222
Jun07 061221 180.60 181.00 179.25 179.25 -2.18 2,107 18,812 -291
Jul07 061221 181.70 183.00 180.70 180.70 -2.08 186 4,835 +96
Aug07 061221 184.80 184.80 182.85 182.85 -2.03 79 2,200 -26
Sep07 061221 187.35 187.35 185.35 185.35 -1.98 377 5,611 +61
Oct07 061221 189.95 189.95 187.95 187.95 -1.98 8 1,745 +6
Nov07 061221 192.25 192.25 190.85 190.85 -1.93 3 1,275 +1
Dec07 061221 195.00 195.75 193.85 193.85 -1.88 407 9,497 -202
Total Volume and Open Interest 66,151 216,282 +937
Unleaded Gas(NYM)
Jan07 061221 166.00 168.50 163.00 164.21 -3.38 288 1,465 -68
Total Volume and Open Interest 288 1,465 -68
RBOB Gasoline(NYMEX)
Jan07 061221 169.00 169.20 164.00 164.89 -4.41 22,867 23,740 -3,076
Feb07 061221 169.80 170.00 165.00 165.79 -3.91 15,914 42,051 +3,215
Mar07 061221 173.30 173.30 169.00 169.69 -3.76 6,259 23,320 +395
Apr07 061221 184.83 184.83 183.00 183.09 -2.56 3,273 12,407 -138
May07 061221 186.35 188.50 185.94 185.94 -2.41 2,003 11,217 +253
Jun07 061221 190.20 191.00 188.24 188.24 -2.26 1,058 6,080 +169
Jul07 061221 191.00 192.00 189.49 189.49 -2.16 572 4,884 +423
Aug07 061221 192.50 192.50 189.49 189.49 -2.06 321 2,600 +219
Sep07 061221 188.25 188.25 188.24 188.24 -1.96 1,074 7,490 +278
Oct07 061221 177.35 177.35 177.19 177.19 -1.91 1 1,205 +1
Total Volume and Open Interest 53,355 136,276 +1,739
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061221 164.89 164.89 164.89 164.89 -4.41 1 0 +0
Feb07 061221 165.79 165.79 165.79 165.79 -3.91 0 1 +0
Mar07 061221 169.69 169.69 169.69 169.69 -3.76      
Apr07 061221 183.09 183.09 183.09 183.09 -2.56      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jan07 061221 6.680 6.860 6.600 6.800 +0.031 48,346 41,188 -2,657
Feb07 061221 6.880 7.035 6.825 6.980 +0.031 20,517 77,820 +436
Mar07 061221 6.940 7.110 6.910 7.063 +0.049 10,881 127,304 +6
Apr07 061221 7.020 7.125 6.960 7.096 +0.062 6,815 97,037 +251
May07 061221 7.110 7.190 7.025 7.161 +0.062 3,961 46,487 +313
Jun07 061221 7.180 7.300 7.110 7.261 +0.067 1,148 13,724 +118
Jul07 061221 7.300 7.380 7.250 7.374 +0.070 737 13,031 +359
Aug07 061221 7.410 7.464 7.340 7.464 +0.075 812 15,241 +282
Sep07 061221 7.470 7.529 7.410 7.529 +0.075 412 15,119 +67
Oct07 061221 7.550 7.710 7.540 7.651 +0.077 1,662 37,454 +352
Nov07 061221 8.240 8.320 8.170 8.281 +0.057 718 22,236 -1
Dec07 061221 8.750 8.920 8.750 8.866 +0.042 196 33,827 -16
Jan08 061221 9.120 9.250 9.050 9.181 +0.027 458 29,990 +188
Feb08 061221 9.170 9.280 9.170 9.191 +0.027 117 16,139 +40
Mar08 061221 8.930 9.060 8.900 8.976 +0.032 486 39,944 +157
Apr08 061221 7.680 7.756 7.680 7.756 +0.037 1,155 27,136 -294
Total Volume and Open Interest 101,225 896,330 +1,249
Brent Crude Oil(ICE)
Feb07 061221 62.96 63.13 61.95 62.46 -0.77 80,192 144,610 -7,893
Mar07 061221 63.93 64.10 63.06 63.49 -0.69 54,232 127,158 +6,396
Apr07 061221 64.55 64.87 63.99 64.34 -0.60 14,870 34,924 +1,991
May07 061221 65.24 65.51 64.65 65.00 -0.55 6,868 21,226 +538
Jun07 061221 65.73 66.00 65.23 65.59 -0.49 5,281 44,858 +297
Jul07 061221 66.13 66.28 66.07 66.07 -0.46 1,280 13,601 +433
Aug07 061221 66.48 66.48 66.48 66.48 -0.42 0 6,511 +122
Sep07 061221 66.83 66.83 66.83 66.83 -0.40 0 13,941 +1,252
Oct07 061221 67.15 67.15 67.15 67.15 -0.36 0 9,026 -81
Nov07 061221 67.43 67.43 67.43 67.43 -0.35 0 15,226 +38
Dec07 061221 67.86 68.00 67.35 67.67 -0.33 1,829 43,649 -144
Jan08 061221 67.88 67.88 67.88 67.88 -0.32 0 7,215 +0
Feb08 061221 68.05 68.05 68.05 68.05 -0.30 0 1,023 +0
Mar08 061221 68.21 68.21 68.21 68.21 -0.28 0 2,279 +0
Total Volume and Open Interest 164,552 555,868 +3,640
Gas Oil(ICE)
Jan07 061221 545.25 546.75 537.00 538.50 -10.25 28,984 74,252 -4,533
Feb07 061221 550.75 552.50 543.25 544.75 -9.50 19,308 76,791 -1,424
Mar07 061221 557.50 557.50 550.50 551.50 -9.00 8,036 32,896 +1,048
Apr07 061221 561.50 562.50 556.50 557.50 -8.50 2,470 14,304 -153
May07 061221 566.50 568.50 561.75 563.25 -8.00 1,441 12,579 +164
Jun07 061221 572.25 573.50 568.25 569.00 -8.00 1,898 35,919 -216
Jul07 061221 579.50 580.25 576.00 576.00 -8.00 0 8,555 +45
Aug07 061221 586.00 586.75 582.50 582.75 -7.75 0 2,219 +200
Sep07 061221 588.75 588.75 588.75 588.75 -7.25 0 7,869 -5
Oct07 061221 593.00 593.00 593.00 593.00 -7.50 0 1,875 +15
Total Volume and Open Interest 62,137 313,873 -5,673
US Dollar Index(NYBOT)
Mar07 061221 83.17 83.49 83.05 83.26 +0.01 1,087 28,314 -305
Jun07 061221 83.01 83.01 83.01 83.01 +0.01 1 2,022 +0
Sep07 061221 82.76 82.76 82.76 82.76 +0.01 0 37 +0
Total Volume and Open Interest 1,088 30,373 -305
Australian Dollar(CME)
Mar07 061221 78.20 78.33 78.20 78.33 -0.02 2,425 131,691 +2,294
Jun07 061221 78.11 78.11 78.11 78.11 -0.02 0 225 +15
Sep07 061221 77.85 77.85 77.85 77.85 -0.02 0 60 +0
Total Volume and Open Interest 2,425 132,243 +2,309
British Pound(CME)
Mar07 061221 196.21 196.45 195.76 196.26 -0.26 1,745 147,617 -2,126
Jun07 061221 196.21 196.21 196.21 196.21 -0.26 0 38 -5
Sep07 061221 196.16 196.16 196.16 196.16 -0.26 0 12 +0
Total Volume and Open Interest 1,745 147,670 -2,130
Canadian Dollar(CME)
Mar07 061221 87.17 87.17 86.75 86.83 -0.49 5,379 118,325 -6,310
Jun07 061221 87.13 87.13 87.07 87.07 -0.49 4 1,481 +3
Sep07 061221 87.38 87.40 87.31 87.31 -0.49 4 615 +40
Dec07 061221 87.60 87.65 87.55 87.55 -0.49 0 153 +0
Total Volume and Open Interest 5,387 120,577 -62,755
Japanese Yen(CME)
Mar07 061221 85.46 85.52 85.35 85.46 -0.05 3,886 246,636 +8,578
Jun07 061221 86.46 86.46 86.46 86.46 -0.05 0 989 +186
Sep07 061221 87.39 87.39 87.39 87.39 -0.05 0 5 +0
Total Volume and Open Interest 3,886 247,806 +8,764
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061221 82.74 82.85 82.65 82.85 +0.06 1,640 56,825 +2,377
Jun07 061221 83.48 83.48 83.48 83.48 +0.06 0 129 +16
Total Volume and Open Interest 1,641 57,045 +2,393
EuroFX(CME)
Mar07 061221 132.18 132.35 131.89 132.28 -0.02 6,505 197,983 +5,563
Jun07 061221 132.74 132.74 132.74 132.74 -0.02 9 1,293 +53
Sep07 061221 133.12 133.12 133.12 133.12 -0.02 4 203 -8
Total Volume and Open Interest 6,519 199,688 +5,609
Mexican Peso(CME)
Jan07 061221 9200.0 9200.0 9200.0 9200.0 -22.0      
Feb07 061221 9185.0 9185.0 9185.0 9185.0 -22.0      
Total Volume and Open Interest 8,215 98,504 +17,690
30-Year T-Bonds(CBOT)
Mar07 061221 112~18 113~06 112~16 113~01 +0~15 115,455 766,221 -5,389
Jun07 061221 112~14 112~31 112~14 112~31 +0~15 855 5,156 +384
Sep07 061221 113~27 113~27 112~07 112~31 +0~15 2 2 +0
Total Volume and Open Interest 116,313 771,407 -17,144
10-Year T-Notes(CBOT)
Mar07 061221 108~100 108~230 108~090 108~215 +0~110 374,773 2,208,890 -22,640
Jun07 061221 108~145 108~235 108~145 108~235 +0~110 11,392 20,346 +9,722
Total Volume and Open Interest 386,165 2,229,236 -27,469
5-Year T-Notes(CBOT)
Mar07 061221 105~215 105~290 105~185 105~280 +0~075 148,608 0 +0
Jun07 061221 106~015 106~015 106~015 106~015 +0~080 450 488 +450
Total Volume and Open Interest 151,202 488 +450
2 Year T-Notes(CBOT)
Mar07 061221 102~032 102~046 102~028 102~044 +0~012 1,783 685,622 -6,383
Total Volume and Open Interest 1,821 693,647 -6,992
Eurodollars(CME)
Mar07 061221 94.690 94.720 94.685 94.710 +0.015 17,485 1,321,764 +4,162
Jun07 061221 94.850 94.915 94.825 94.900 +0.050 15,412 1,350,447 -13,407
Sep07 061221 95.045 95.120 95.015 95.100 +0.055 14,859 1,251,261 +3,960
Dec07 061221 95.195 95.270 95.170 95.250 +0.060 10,287 1,276,032 -6,157
Mar08 061221 95.265 95.330 95.240 95.325 +0.065 15,277 870,579 -9,504
Jun08 061221 95.290 95.360 95.270 95.350 +0.065 8,838 717,185 -1,876
Sep08 061221 95.295 95.360 95.280 95.355 +0.065 9,004 498,044 -423
Dec08 061221 95.285 95.355 95.265 95.340 +0.065 8,311 357,681 -876
Mar09 061221 95.270 95.335 95.250 95.325 +0.065 7,362 343,509 -2,967
Jun09 061221 95.230 95.300 95.225 95.290 +0.065 5,574 269,860 -1,727
Sep09 061221 95.200 95.270 95.190 95.260 +0.065 7,554 187,663 +2,431
Dec09 061221 95.160 95.225 95.150 95.215 +0.065 3,854 136,662 +1,700
Mar10 061221 95.140 95.200 95.120 95.190 +0.065 3,199 117,175 -1,023
Jun10 061221 95.100 95.165 95.085 95.155 +0.065 1,904 92,124 +71
Sep10 061221 95.060 95.135 95.055 95.120 +0.060 3,663 77,238 +1,207
Dec10 061221 95.030 95.095 95.020 95.080 +0.060 1,823 90,450 +820
Mar11 061221 95.010 95.070 95.010 95.060 +0.060 3,346 69,224 +867
Jun11 061221 94.980 95.030 94.980 95.030 +0.060 3,140 61,347 +511
Total Volume and Open Interest 157,304 9,304,874 -18,850
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061221 99.35 99.35 99.35 99.35 -0.01 954 14,792 +705
Jun07 061221 99.24 99.24 99.23 99.24 -0.01 2 8,466 +23
Sep07 061221 99.13 99.13 99.13 99.13 -0.01 300 4,242 +244
Dec07 061221 99.05 99.05 99.05 99.05 unch 150 7,650 -395
Mar08 061221 98.95 98.95 98.95 98.95 unch 150 3,659 +66
Jun08 061221 98.86 98.86 98.86 98.86 unch 0 623 +0
Sep08 061221 98.77 98.77 98.77 98.77 unch 0 226 +0
Dec08 061221 98.68 98.68 98.68 98.68 unch 0 6 +0
Mar09 061221 98.61 98.61 98.61 98.61 unch      
Total Volume and Open Interest 1,556 39,684 +643
3-Mth Euro-Yen(SIMEX)
Mar07 061221 99.36 99.37 99.35 99.36 unch 3,458 84,973 +1,398
Jun07 061221 99.23 99.26 99.23 99.24 -0.01 2,156 49,102 +1,216
Sep07 061221 99.14 99.15 99.13 99.13 unch 1,211 36,537 -255
Dec07 061221 99.04 99.05 99.04 99.04 unch 819 45,313 -69
Mar08 061221 98.95 98.95 98.95 98.95 unch 1,349 32,704 +96
Jun08 061221 98.87 98.88 98.87 98.88 unch 325 8,753 +158
Sep08 061221 98.79 98.79 98.79 98.79 unch 27 2,068 +26
Dec08 061221 98.71 98.71 98.71 98.71 unch 0 263 +0
Total Volume and Open Interest 9,347 261,290 +2,572
German Euro-Bund(EUREX)
Mar07 061221 116.88 116.96 116.66 116.75 -0.17 1,061,601 1,413,736 -36,379
Jun07 061221 116.31 116.45 116.25 116.27 -0.15 536 8,108 +99
Sep07 061221 116.50 116.50 116.50 116.50 -0.17 25 0 +0
Total Volume and Open Interest 1,062,162 1,421,844 -36,280
German Euro-Bobl(EUREX)
Mar07 061221 109.19 109.27 109.10 109.15 -0.22 712,417 917,545 +48,378
Jun07 061221 108.88 108.88 108.82 108.82 -0.08 0 304 +0
Sep07 061221 110.04 110.04 110.04 110.04 -0.08      
Total Volume and Open Interest 566,765 919,112 +11,233
Long Gilt(LIFFE)
Dec06 061221 108~15 108~16 108~13 108~13 -0~04 942 22,352 +0
Mar07 061221 108~09 108~12 108~07 108~08 -0~04 44,628 275,758 +4,930
Total Volume and Open Interest 45,570 298,138 +4,930
3-Mth Short Sterling(LIFFE)
Mar07 061221 94.54 94.54 94.54 94.54 -0.01 88,499 473,575 -3,419
Jun07 061221 94.48 94.48 94.48 94.48 -0.02 88,720 444,545 -9,012
Sep07 061221 94.47 94.47 94.47 94.47 -0.02 72,480 386,774 +4,910
Total Volume and Open Interest 406,360 2,744,566 +177,628
3-Mth Euribor(LIFFE)
Mar07 061221 96.105 96.120 96.100 96.105 -0.010 197,140 777,878 -8,761
Jun07 061221 95.995 96.010 95.975 95.985 -0.015 182,203 643,587 -4,044
Sep07 061221 95.950 95.975 95.940 95.950 -0.015 165,817 591,045 +8,061
Total Volume and Open Interest 887,078 3,398,422 +19,438
3-Mth Aus T-Bills(SFE)
Mar07 061221 93.49 93.51 93.49 93.51 unch 6,730 202,447 -8,193
Jun07 061221 93.46 93.48 93.46 93.48 -0.01 7,107 217,789 -1,311
Sep07 061221 93.50 93.51 93.49 93.51 -0.01 4,042 73,442 -337
Dec07 061221 93.51 93.53 93.51 93.53 -0.01 497 51,161 -2,486
Mar08 061221 93.54 93.55 93.54 93.55 -0.02 408 28,067 -851
Jun08 061221 93.56 93.57 93.56 93.57 -0.02 422 23,972 -797
Sep08 061221 93.59 93.60 93.59 93.60 -0.02 310 17,214 +522
Dec08 061221 93.60 93.61 93.60 93.61 -0.02 725 6,722 +198
Mar09 061221 93.61 93.61 93.61 93.61 -0.03 0 1,721 +0
Jun09 061221 93.62 93.62 93.62 93.62 -0.02 0 2,090 +0
Total Volume and Open Interest 20,241 625,053 -13,255
10-Year Aus T-Bonds(SFE)
Mar07 061221 94.18 94.20 94.17 94.20 -0.02 19,859 413,221 -62,605
Jun07 061221 94.20 94.20 94.20 94.20 -0.02      
Total Volume and Open Interest 19,859 413,221 -62,605
3-Year Aus T-Bonds(SFE)
Mar07 061221 93.99 94.00 93.98 93.99 -0.02 28,444 435,721 -20,592
Jun07 061221 93.99 93.99 93.99 93.99 -0.02      
Total Volume and Open Interest 28,444 435,721 -20,592
Gold(CMX)
Dec06 061221 618.0 618.2 618.0 618.2 -2.4 385 215 -208
Feb07 061221 622.5 625.0 620.6 621.6 -2.7 37,334 194,401 -1,086
Apr07 061221 629.3 629.3 627.8 627.8 -2.7 1,295 29,209 -22
Jun07 061221 635.5 637.5 633.8 633.8 -2.7 1,414 25,273 +62
Aug07 061221 642.4 642.4 639.6 639.6 -2.7 27 3,810 +5
Oct07 061221 645.3 645.3 645.3 645.3 -2.7 40 16,719 +18
Dec07 061221 651.5 652.0 650.0 651.1 -2.7 434 38,024 +121
Feb08 061221 656.8 656.8 656.7 656.7 -2.7 0 2,186 -40
Apr08 061221 662.3 662.3 662.2 662.2 -2.7 0 1,789 +0
Jun08 061221 667.8 667.8 667.7 667.7 -2.7 0 3,861 +0
Aug08 061221 673.3 673.3 673.2 673.2 -2.7 0 251 +0
Oct08 061221 678.7 678.7 678.7 678.7 -2.7 0 500 +0
Total Volume and Open Interest 41,078 336,009 -1,087
Silver(CMX)
Dec06 061221 1245.0 1245.0 1235.0 1235.8 -15.2 9 141 -75
Mar07 061221 1258.0 1263.0 1246.0 1249.0 -15.5 13,461 63,701 -1,376
May07 061221 1264.0 1273.0 1260.7 1260.7 -15.3 53 5,626 -16
Jul07 061221 1270.0 1277.5 1269.0 1271.8 -15.0 296 10,560 +100
Sep07 061221 1282.9 1282.9 1282.9 1282.9 -14.7 4 3,858 +0
Dec07 061221 1300.0 1310.0 1296.0 1296.1 -14.0 105 12,175 +50
Mar08 061221 1300.0 1307.8 1300.0 1307.8 -13.2 1 260 +1
Total Volume and Open Interest 13,953 102,036 -1,322
Platinum(NYM)
Jan07 061221 1120.0 1125.8 1117.0 1124.3 -1.7 866 3,827 -185
Apr07 061221 1127.0 1137.0 1120.0 1134.3 +0.8 629 4,574 +444
Jul07 061221 1139.3 1139.3 1139.3 1139.3 +0.8 0 23 +0
Oct07 061221 1144.3 1144.3 1144.3 1144.3 +0.8      
Total Volume and Open Interest 1,495 8,424 +259
Palladium(NYME)
Dec06 061221 320.00 323.80 320.00 323.80 -0.45 0 3 -16
Mar07 061221 326.25 327.50 326.00 327.30 -0.45 518 11,050 +26
Jun07 061221 330.00 332.30 330.00 332.30 -0.45 0 48 +0
Total Volume and Open Interest 518 11,195 +10
Copper(CMX)
Dec06 061221 289.75 289.75 285.70 286.05 -7.90 952 1,352 -392
Mar07 061221 292.00 293.00 286.00 288.05 -7.40 8,475 49,192 +810
May07 061221 293.25 293.25 289.00 289.65 -7.20 247 4,953 +60
Jul07 061221 292.50 292.50 289.25 289.95 -6.90 322 2,016 +63
Sep07 061221 290.70 291.00 289.60 289.60 -6.65 82 1,144 +43
Total Volume and Open Interest 11,156 69,574 +654
Aluminum(CMX)
Dec06 061221 124.50 124.50 124.50 124.50 +0.50 1 201 -137
Jan07 061221 125.00 125.00 125.00 125.00 unch 1 119 +1
Feb07 061221 124.00 124.00 124.00 124.00 unch 0 40 +0
Mar07 061221 123.10 123.10 123.10 123.10 unch 0 40 +0
Apr07 061221 122.20 122.20 122.20 122.20 unch 0 40 +0
May07 061221 121.30 121.30 121.30 121.30 unch 0 40 +0
Total Volume and Open Interest 3 843 -135
DJIA Index(CBOT)
Dec06 061214 12327 12440 12320 12420 +86 17,277 43,476 +55
Mar07 061221 12558 12564 12475 12501 -43 1,466 65,599 -105
Jun07 061221 12650 12650 12597 12597 -41 0 48 +0
Sep07 061221 12668 12668 12668 12668 -43 0 6 -3
Total Volume and Open Interest 1,466 65,653 -108
S & P 500(CME)
Mar07 061221 1436.40 1438.00 1426.80 1429.80 -5.50 16,915 603,539 +1,742
Jun07 061221 1440.20 1442.40 1440.20 1442.40 -5.60 810 13,357 -209
Sep07 061221 1455.20 1455.20 1455.20 1455.20 -5.80 342 10,850 -223
Dec07 061221 1466.70 1466.70 1466.70 1466.70 -5.80 0 1,731 +0
Total Volume and Open Interest 18,067 629,792 +1,310
S & P 500 E-Mini(Globex)
Mar07 061221 1435.50 1439.50 1426.75 1429.75 -5.50 497,822 1,504,228 +10,741
Jun07 061221 1449.50 1451.25 1440.25 1442.50 -5.50 529 11,802 +353
Total Volume and Open Interest 498,351 1,516,030 +11,094
NASDAQ 100(CME)
Mar07 061221 1800.00 1802.00 1778.30 1785.30 -12.50 4,241 45,602 -936
Jun07 061221 1806.80 1806.80 1806.80 1806.80 -12.50 0 20 +0
Sep07 061221 1828.30 1828.30 1828.30 1828.30 -12.50      
Total Volume and Open Interest 4,241 45,622 -936
NASDAQ 100 E-Mini(Globex)
Mar07 061221 1798.50 1804.00 1778.30 1785.30 -12.50 172,506 309,191 -1,981
Jun07 061221 1822.00 1822.00 1803.30 1806.80 -12.50 2 37 +0
Total Volume and Open Interest 172,508 309,228 -1,981
S & P Midcap 400(CME)
Mar07 061221 817.50 819.75 811.50 813.70 -3.80 112 7,418 +15
Jun07 061221 821.90 821.90 821.90 821.90 -3.80      
Sep07 061221 830.10 830.10 830.10 830.10 -3.80 0 4 +0
Total Volume and Open Interest 112 7,422 +15
Russell 2000(CME)
Mar07 061221 792.50 796.75 787.00 789.30 -3.70 1,267 23,778 +463
Jun07 061221 796.30 796.30 796.30 796.30 -3.70 0 1 +0
Sep07 061221 803.30 803.30 803.30 803.30 -3.70 0 8 +0
Total Volume and Open Interest 1,267 23,787 +463
Russell 2000 E-Mini(Globex)
Dec06 061215 794.20 798.20 793.40 796.10 +2.20 48,646 115,008 -38,634
Mar07 061221 793.10 797.20 786.10 789.30 -3.70 113,309 344,811 +2,184
Jun07 061221 803.30 803.30 794.90 796.30 -3.70 54 98 +16
Total Volume and Open Interest 113,363 344,909 +2,200
Value Line(KCBT)
Mar07 061221 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061221 17040 17090 16975 16995 unch      
Jun07 061221 16995 16995 16995 16995 unch      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 061221 17030 17120 17015 17045 +50 49,710 227,156 +1,851
Jun07 061221 17060 17060 16975 16995 +40 13 71 +0
Sep07 061221 17020 17030 17020 17020 +40      
Total Volume and Open Interest 49,726 227,657 +1,852
CAC 40(EURONEXT)
Dec06 061215 5525.5 5542.0 5513.5 5541.0 +32.0 133,480 393,195 -63,302
Jan07 061221 5516.0 5543.5 5497.0 5526.0 -2.5 48,562 372,853 -3,562
Feb07 061221 5540.5 5551.0 5515.0 5541.0 -2.5 322 14,902 +32
Total Volume and Open Interest 49,601 436,697 -3,304
Hang Seng Index(HKFE)
Dec06 061221 19238 19314 19196 19225 -44 56,528 123,845 -3,970
Jan07 061221 19294 19380 19250 19310 -20 9,409 10,713 +4,167
Total Volume and Open Interest 66,963 137,844 +696
DAX(EUREX)
Mar07 061221 6622.0 6651.5 6598.0 6632.0 -14.5 76,598 217,801 -338
Jun07 061221 6690.0 6714.5 6665.0 6695.5 -15.0 1,379 9,597 +272
Sep07 061221 6763.5 6786.0 6747.0 6767.5 -15.0 881 2,224 -12
Total Volume and Open Interest 78,858 229,622 -78
FT-SE 100(EURONEXT)
Mar07 061221 6203.00 6217.00 6175.00 6196.00 -13.50 55,725 476,394 +1,332
Jun07 061221 6232.50 6235.00 6215.50 6219.00 -13.50 1 9,370 +0
Sep07 061221 6251.00 6251.00 6251.00 6251.00 -13.50 0 519 +0
Total Volume and Open Interest 55,726 486,283 +1,332
SPI 200(SFE)
Dec06 061221 5585.0 5623.0 5576.0 5615.0 +27.0 72,219 139,086 -90,687
Mar07 061221 5586.0 5607.0 5583.0 5597.0 +2.0 62,852 259,666 +36,332
Jun07 061221 5622.0 5635.0 5620.0 5632.0 unch 318 4,755 -3
Total Volume and Open Interest 135,480 408,487 -54,321
GSCI(CME)
Jan07 061221 445.90 445.90 441.50 442.90 -4.20 441 21,464 +256
Feb07 061221 448.50 448.50 448.50 448.50 -4.00      
Mar07 061221 455.50 455.50 455.50 455.50 -0.50      
Total Volume and Open Interest 441 21,464 +256
Reuters CRB Index(NYBOT)
Jan07 061221 395.50 395.50 394.50 395.00 -0.75 54 477 -54
Feb07 061221 396.00 396.00 396.00 396.00 -0.75 0 6 +0
Apr07 061221 397.00 397.00 397.00 397.00 -0.75 0 416 +0
Total Volume and Open Interest 104 949 -4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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