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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 22, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061222 653.50 660.00 651.00 659.50 +9.25 11,388 50,338 -22,760
Mar07 061222 668.00 675.00 665.50 674.25 +8.50 21,561 195,802 +3,965
May07 061222 680.00 688.00 678.75 687.50 +8.75 1,246 44,587 +441
Jul07 061222 692.75 699.50 690.50 698.75 +8.50 1,331 31,672 -351
Aug07 061222 697.00 703.50 697.00 703.50 +8.50 23 1,633 +10
Sep07 061222 706.00 706.00 706.00 706.00 +8.00 25 430 +1
Nov07 061222 711.50 718.00 709.50 717.50 +7.75 1,303 63,458 +466
Total Volume and Open Interest 37,071 401,083 -18,183
Soybean Meal(CBOT)
Jan07 061222 185.00 187.50 185.00 186.90 +1.70 6,797 21,949 -5,362
Mar07 061222 189.30 191.70 188.50 190.90 +1.50 11,968 70,923 +2,037
May07 061222 192.50 194.50 192.40 194.50 +2.20 1,434 36,347 +809
Jul07 061222 195.50 197.80 195.40 197.80 +2.50 777 39,619 +294
Aug07 061222 197.00 198.80 197.00 198.80 +2.00 86 11,079 -21
Sep07 061222 198.00 200.50 198.00 200.50 +2.50 14 7,265 -29
Oct07 061222 198.50 200.50 198.50 200.50 +2.40 24 2,817 +19
Dec07 061222 201.60 203.80 201.00 203.60 +3.00 734 12,186 -111
Total Volume and Open Interest 21,834 203,091 -2,364
Soybean Oil(CBOT)
Jan07 061222 28.17 28.44 28.07 28.42 +0.32 6,649 23,874 -5,743
Mar07 061222 28.64 28.92 28.55 28.84 +0.26 11,308 139,118 +2,058
May07 061222 29.12 29.35 29.01 29.35 +0.33 886 42,334 -17
Jul07 061222 29.53 29.78 29.37 29.78 +0.32 1,315 27,007 +135
Aug07 061222 29.57 29.92 29.57 29.92 +0.32 233 5,651 -37
Sep07 061222 29.74 30.05 29.74 30.05 +0.32 193 2,760 -2
Oct07 061222 29.90 30.30 29.90 30.27 +0.42 22 3,193 -11
Dec07 061222 30.05 30.40 30.05 30.40 +0.33 727 22,496 -293
Total Volume and Open Interest 21,333 266,545 -3,910
Canola(WCE)
Jan07 061222 361.0 369.0 360.0 368.8 +9.9 1,745 6,892 -3,475
Mar07 061222 369.5 378.9 368.8 378.2 +10.1 4,828 54,534 -363
May07 061222 378.4 385.9 377.0 385.8 +9.1 502 6,822 +302
Jul07 061222 384.7 391.0 382.0 389.7 +6.7 34 10,250 +16
Total Volume and Open Interest 7,603 96,593 -3,146
Corn(CBOT)
Mar07 061222 379.50 384.25 378.00 384.00 +6.25 22,669 588,599 -1,537
May07 061222 386.75 391.75 385.75 391.50 +6.00 5,183 113,260 -358
Jul07 061222 393.00 397.50 391.75 396.75 +5.50 6,312 207,959 +193
Sep07 061222 378.75 382.00 377.75 381.25 +3.75 1,224 43,609 +387
Dec07 061222 369.00 371.50 368.00 371.00 +3.00 8,258 299,442 +3,131
Mar08 061222 374.00 377.00 373.50 376.50 +2.50 422 19,308 +229
Total Volume and Open Interest 44,855 1,378,402 +2,650
Wheat(CBOT)
Mar07 061222 505.00 515.00 502.25 514.00 +10.75 15,189 237,068 +3,142
May07 061222 510.00 518.00 508.00 517.50 +9.75 2,368 30,290 +1,499
Jul07 061222 491.50 505.50 491.00 503.75 +11.75 5,328 78,082 +414
Sep07 061222 496.50 504.00 496.50 504.00 +9.00 81 4,691 +58
Dec07 061222 502.00 513.00 502.00 512.00 +8.00 1,587 62,396 +147
Total Volume and Open Interest 24,657 432,795 +5,298
Wheat(KCBT)
Mar07 061222 509.50 518.75 507.50 518.00 +9.75 6,815 67,550 +1,208
May07 061222 515.00 524.00 514.50 522.00 +5.00 903 6,549 +89
Jul07 061222 507.00 511.00 504.50 510.50 +5.50 2,007 29,870 +410
Sep07 061222 507.50 513.00 507.00 513.00 +6.00 166 3,728 +98
Dec07 061222 514.00 520.00 514.00 519.00 +4.00 216 6,245 +74
Total Volume and Open Interest 10,172 119,594 +4,530
Wheat(MGE)
Mar07 061222 510.00 518.00 508.00 518.00 +9.50 3,950 28,264 +423
May07 061222 517.00 527.00 517.00 526.50 +10.50 559 3,894 -272
Jul07 061222 520.00 528.00 520.00 528.00 +9.00 41 1,776 +33
Sep07 061222 514.00 520.00 513.50 519.50 +4.00 182 4,979 +98
Dec07 061222 520.00 525.00 520.00 522.00 +2.00 322 8,039 +152
Total Volume and Open Interest 5,080 47,567 +445
Oats(CBOT)
Mar07 061222 273.75 275.00 272.50 274.00 +1.25 223 8,948 +96
May07 061222 278.75 279.50 278.75 279.50 +2.00 124 1,314 +20
Jul07 061222 283.00 283.00 280.00 280.50 +0.75 11 538 +10
Sep07 061222 256.00 256.00 256.00 256.00 +1.00 5 48 +0
Total Volume and Open Interest 480 14,043 +196
Rough Rice(CBOT)
Jan07 061222 10.05 10.08 10.00 10.01 +0.02 935 2,193 -1,097
Mar07 061222 10.35 10.36 10.28 10.31 +0.02 1,062 8,307 +575
May07 061222 10.60 10.60 10.58 10.58 +0.02 34 1,479 +26
Jul07 061222 10.72 10.72 10.72 10.72 unch 4 751 +2
Total Volume and Open Interest 2,108 14,153 -461
Live Cattle(CME)
Dec06 061222 87.150 87.375 86.925 87.025 -0.275 1,432 6,249 -587
Feb07 061222 89.750 90.150 89.550 89.825 -0.050 9,393 130,534 +1,469
Apr07 061222 91.700 92.100 91.350 91.475 -0.425 4,431 45,177 +858
Jun07 061222 88.000 88.200 87.750 87.775 -0.325 2,281 21,335 +931
Aug07 061222 86.900 87.050 86.550 86.775 -0.025 849 11,817 +205
Oct07 061222 89.600 89.600 89.450 89.525 -0.125 180 6,727 +51
Total Volume and Open Interest 18,625 226,432 +2,946
Feeder Cattle(CME)
Jan07 061222 98.300 98.800 97.250 97.325 -0.925 1,269 6,041 -425
Mar07 061222 96.300 96.700 95.150 95.200 -1.200 1,407 12,523 +259
Apr07 061222 97.650 97.800 97.000 97.000 -0.700 92 2,340 -14
May07 061222 98.950 99.100 97.900 97.950 -0.750 131 3,644 -22
Aug07 061222 101.750 102.000 100.700 100.725 -0.975 56 1,919 +8
Sep07 061222 101.900 101.900 101.000 101.000 -0.500 3 932 +0
Oct07 061222 101.400 101.400 100.700 100.700 -0.600 8 68 +0
Total Volume and Open Interest 2,966 27,467 -194
Lean Hogs(CME)
Feb07 061222 62.750 63.200 62.550 63.050 +0.350 4,334 92,274 -477
Apr07 061222 66.050 66.650 65.750 66.600 +0.550 2,589 37,997 +524
May07 061222 70.900 71.300 70.900 71.275 +0.025 34 2,973 +0
Jun07 061222 73.000 73.600 72.950 73.550 +0.325 1,071 22,163 +68
Jul07 061222 71.550 71.800 71.400 71.775 +0.300 296 6,650 +89
Aug07 061222 70.200 70.500 70.200 70.300 +0.100 105 3,967 -16
Oct07 061222 64.100 64.350 64.100 64.275 unch 208 5,520 +64
Dec07 061222 63.100 63.400 63.100 63.325 +0.125 360 3,123 +187
Total Volume and Open Interest 9,005 174,713 +442
Pork Bellies(CME)
Feb07 061222 91.900 92.400 91.550 91.875 -0.675 143 847 +30
Mar07 061222 92.500 92.500 92.500 92.500 -0.500 19 72 +8
May07 061222 92.600 92.600 92.600 92.600 -1.000 1 80 -1
Jul07 061222 93.400 93.400 93.400 93.400 unch 0 90 +0
Aug07 061222 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 163 1,097 +37
Class III Milk(CME)
Dec06 061222 13.48 13.48 13.47 13.47 -0.06 4 4,374 -3
Jan07 061222 13.11 13.11 13.05 13.10 -0.05 14 2,735 +3
Feb07 061222 13.20 13.22 13.17 13.17 -0.08 32 2,508 +12
Mar07 061222 13.36 13.36 13.30 13.30 -0.06 39 2,429 +15
Apr07 061222 13.60 13.60 13.60 13.60 -0.03 11 2,150 +7
Total Volume and Open Interest 281 28,034 +85
Cocoa(NYBOT)
Mar07 061222 1630 1635 1621 1627 -18 5,085 75,444 -62
May07 061222 1645 1655 1644 1648 -19 1,371 21,632 +623
Jul07 061222 1665 1674 1665 1667 -20 303 11,348 -9
Sep07 061222 1689 1689 1689 1689 -17 500 14,894 +341
Dec07 061222 1705 1711 1705 1711 -15 0 13,016 +0
Mar08 061222 1731 1740 1730 1733 -15 87 4,013 +7
May08 061222 1750 1752 1750 1752 -15 30 2,134 +0
Total Volume and Open Interest 7,481 145,028 +1,005
Coffee "C"(NYBOT)
Mar07 061222 125.90 125.90 124.60 125.40 -0.95 8,831 86,151 -1,008
May07 061222 128.30 128.50 127.70 128.40 -0.95 1,547 17,240 +161
Jul07 061222 131.25 131.60 131.00 131.15 -0.95 277 6,055 +122
Sep07 061222 134.00 134.00 133.25 133.80 -0.95 166 3,220 +20
Dec07 061222 137.00 137.00 136.60 136.90 -1.00 264 3,043 -41
Mar08 061222 140.00 140.15 139.80 139.80 -1.00 304 2,535 -177
Total Volume and Open Interest 12,202 124,683 -793
Orange Juice(NYBOT)
Jan07 061222 199.00 199.00 197.50 198.00 unch 587 4,233 -451
Mar07 061222 195.25 196.25 195.20 195.45 -0.25 1,218 18,204 +423
May07 061222 193.00 193.00 193.00 193.00 -0.50 84 2,019 +73
Jul07 061222 191.50 191.50 191.50 191.50 -0.30 0 566 +0
Sep07 061222 189.05 189.05 189.05 189.05 +0.05 0 241 +0
Total Volume and Open Interest 1,969 26,603 +125
Sugar #11(NYBOT)
Mar07 061222 11.95 11.99 11.88 11.92 +0.02 26,194 259,430 -965
May07 061222 11.80 11.85 11.80 11.84 +0.05 9,745 89,568 +2,326
Jul07 061222 11.38 11.42 11.38 11.40 +0.01 3,302 78,333 +589
Oct07 061222 11.55 11.58 11.53 11.57 +0.01 1,203 57,393 +569
Mar08 061222 11.99 12.00 11.97 12.00 +0.02 1,272 46,961 +520
Total Volume and Open Interest 42,254 569,046 +3,256
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061222 19.60 19.65 19.60 19.65 +0.05 1,199 3,738 +768
May07 061222 19.65 19.67 19.65 19.65 +0.02 44 2,489 -20
Jul07 061222 19.70 19.70 19.70 19.70 +0.05 2 2,331 -18
Sep07 061222 19.65 19.70 19.65 19.70 +0.05 3 1,801 +0
Total Volume and Open Interest 1,356 12,016 +772
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061222 896 899 881 883 -13 3,321 71,634 +259
May07 061222 906 906 890 892 -13 1,316 28,442 -215
Jul07 061222 916 916 900 902 -12 429 24,453 -79
Sep07 061222 915 915 911 911 -12 127 25,450 -23
Dec07 061222 923 923 917 917 -11 96 20,735 +13
Mar08 061222 929 929 927 927 -12 25 6,807 -25
Total Volume and Open Interest 5,347 179,643 -52
London Coffee(LCE)
Jan07 061222 1577.00 1580.00 1568.00 1570.00 +5.00 3,320 19,195 -1,845
Mar07 061222 1583.00 1595.00 1583.00 1583.00 +2.00 9,515 69,829 +2,847
May07 061222 1566.00 1580.00 1562.00 1565.00 unch 2,995 19,359 +1,016
Jul07 061222 1560.00 1561.00 1549.00 1552.00 unch 727 6,795 +107
Sep07 061222 1537.00 1540.00 1533.00 1533.00 -2.00 199 4,333 +0
Nov07 061222 1511.00 1511.00 1511.00 1511.00 +1.00 63 2,255 +13
Total Volume and Open Interest 17,223 124,699 +2,161
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061222 345.50 347.30 345.50 346.60 unch 3,050 24,899 -700
May07 061222 341.40 342.00 341.40 341.60 -0.80 573 16,072 +275
Aug07 061222 335.50 335.50 335.50 335.50 -0.70 75 6,008 +65
Oct07 061222 329.20 330.50 329.20 330.50 -0.70 122 3,692 +60
Total Volume and Open Interest 3,901 54,786 -264
Cotton(NYBOT)
Mar07 061222 55.75 56.05 55.35 55.78 +0.41 10,379 112,941 +290
May07 061222 56.20 56.35 55.95 56.19 +0.39 2,940 22,084 +477
Jul07 061222 56.95 57.20 56.70 56.70 +0.20 969 11,958 +203
Oct07 061222 58.45 58.45 58.45 58.45 +0.15 1 167 +0
Dec07 061222 59.85 59.85 59.50 59.55 +0.17 726 18,930 +184
Mar08 061222 62.00 62.00 61.50 61.50 +0.15 150 1,471 +150
Total Volume and Open Interest 15,166 168,140 +1,304
Lumber(CME)
Jan07 061222 267.8 269.2 266.0 267.5 -1.2 783 2,131 -140
Mar07 061222 285.4 286.0 282.1 283.7 -1.2 985 4,021 +140
May07 061222 299.5 302.1 298.8 299.9 -1.3 204 415 +40
Jul07 061222 306.0 306.0 306.0 306.0 -5.1 20 93 +14
Total Volume and Open Interest 1,994 6,708 +55
Crude Oil(NYM)
Feb07 061222 62.80 62.95 62.10 62.41 -0.25 142,107 300,381 -1,158
Mar07 061222 63.90 63.91 63.25 63.53 -0.25 50,183 133,609 +2,092
Apr07 061222 64.40 64.65 64.20 64.40 -0.25 20,917 54,462 +3,139
May07 061222 65.40 65.40 64.95 65.11 -0.25 6,353 41,227 +963
Jun07 061222 65.67 65.67 65.67 65.67 -0.24 11,343 76,439 +887
Jul07 061222 66.15 66.15 66.15 66.15 -0.23 1,953 21,638 +834
Aug07 061222 66.75 66.75 66.58 66.58 -0.22 571 17,040 -139
Sep07 061222 67.15 67.15 66.98 66.98 -0.21 1,092 26,134 +107
Oct07 061222 67.40 67.40 67.32 67.32 -0.20 177 15,941 +125
Nov07 061222 67.70 67.70 67.62 67.62 -0.19 174 12,675 +6
Dec07 061222 67.95 68.00 67.88 67.88 -0.18 6,124 134,443 +733
Jan08 061222 68.11 68.11 68.11 68.11 -0.17 255 23,519 -46
Feb08 061222 68.27 68.27 68.27 68.27 -0.16 74 10,030 -50
Mar08 061222 68.39 68.39 68.39 68.39 -0.16 185 16,305 -152
Apr08 061222 68.50 68.50 68.50 68.50 -0.16 185 13,543 +0
May08 061222 68.60 68.60 68.60 68.60 -0.15 0 6,352 +0
Total Volume and Open Interest 252,591 1,169,487 +9,323
Heating Oil(NYM)
Jan07 061222 170.70 170.90 167.50 168.20 -1.97 22,623 25,951 -3,862
Feb07 061222 174.70 174.70 171.70 172.13 -1.87 24,555 79,224 +3,027
Mar07 061222 178.25 178.25 175.00 175.48 -1.87 10,432 38,790 +1,471
Apr07 061222 178.45 178.75 176.83 176.83 -1.62 5,069 15,155 +271
May07 061222 179.25 179.75 177.38 177.38 -1.37 1,486 7,530 +491
Jun07 061222 179.75 180.75 178.08 178.08 -1.17 1,313 18,725 -87
Jul07 061222 181.20 182.20 179.63 179.63 -1.07 499 4,973 +138
Aug07 061222 184.35 184.35 181.83 181.83 -1.02 133 2,205 +5
Sep07 061222 185.85 185.85 184.38 184.38 -0.97 272 5,587 -24
Oct07 061222 189.00 189.00 187.03 187.03 -0.92 26 1,757 +12
Nov07 061222 192.50 192.50 189.93 189.93 -0.92 24 1,275 +0
Dec07 061222 192.93 192.93 192.93 192.93 -0.92 285 9,537 +40
Total Volume and Open Interest 67,274 217,988 +1,706
Unleaded Gas(NYM)
Jan07 061222 166.00 166.00 162.30 162.30 -1.91 915 1,446 -19
Total Volume and Open Interest 915 1,446 -19
RBOB Gasoline(NYMEX)
Jan07 061222 165.27 167.00 162.75 163.09 -1.80 22,635 21,435 -2,305
Feb07 061222 166.80 167.52 164.50 164.84 -0.95 20,562 45,236 +3,185
Mar07 061222 170.30 170.80 168.50 168.74 -0.95 8,959 24,725 +1,405
Apr07 061222 183.11 183.50 182.39 182.39 -0.70 3,727 13,058 +651
May07 061222 185.29 185.29 185.29 185.29 -0.65 1,466 11,841 +624
Jun07 061222 189.50 189.60 187.64 187.64 -0.60 437 6,300 +220
Jul07 061222 191.20 191.20 188.94 188.94 -0.55 647 5,121 +237
Aug07 061222 190.25 191.00 189.04 189.04 -0.45 438 2,761 +161
Sep07 061222 187.84 187.84 187.84 187.84 -0.40 609 7,839 +349
Oct07 061222 176.84 176.84 176.84 176.84 -0.35 0 1,205 +0
Total Volume and Open Interest 59,553 140,876 +4,600
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061222 163.09 163.09 163.09 163.09 -1.80      
Feb07 061222 164.84 164.84 164.84 164.84 -0.95 0 1 +0
Mar07 061222 168.74 168.74 168.74 168.74 -0.95      
Apr07 061222 182.39 182.39 182.39 182.39 -0.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061222 6.660 6.715 6.625 6.635 -0.165 36,941 36,081 -5,107
Feb07 061222 6.840 6.875 6.800 6.810 -0.170 18,091 74,352 -3,468
Mar07 061222 6.920 6.940 6.880 6.880 -0.183 6,816 128,279 +975
Apr07 061222 6.960 6.970 6.925 6.925 -0.171 5,269 97,488 +451
May07 061222 7.035 7.040 6.993 6.993 -0.168 3,193 46,537 +50
Jun07 061222 7.150 7.150 7.096 7.096 -0.165 1,577 14,042 +318
Jul07 061222 7.240 7.270 7.210 7.211 -0.163 466 13,064 +33
Aug07 061222 7.350 7.360 7.303 7.303 -0.161 247 15,259 +18
Sep07 061222 7.430 7.440 7.368 7.368 -0.161 122 15,116 -3
Oct07 061222 7.550 7.560 7.490 7.490 -0.161 2,672 38,696 +1,242
Nov07 061222 8.180 8.180 8.120 8.120 -0.161 188 22,258 +22
Dec07 061222 8.790 8.790 8.690 8.705 -0.161 293 33,846 +19
Jan08 061222 9.110 9.110 9.015 9.015 -0.166 409 30,006 +16
Feb08 061222 9.060 9.070 9.025 9.025 -0.166 63 16,111 -28
Mar08 061222 8.870 8.870 8.810 8.810 -0.166 2,264 38,106 -1,838
Apr08 061222 7.670 7.750 7.635 7.635 -0.121 204 27,162 +26
Total Volume and Open Interest 79,993 889,063 -7,267
Brent Crude Oil(ICE)
Feb07 061222 62.36 63.03 62.06 62.42 -0.04 59,918 138,261 -6,349
Mar07 061222 63.40 63.96 63.00 63.31 -0.18 37,250 130,647 +3,489
Apr07 061222 64.27 64.74 63.86 64.10 -0.24 12,769 34,937 +13
May07 061222 65.10 65.30 64.52 64.75 -0.25 5,639 21,057 -169
Jun07 061222 65.65 65.77 65.09 65.32 -0.27 5,896 44,285 -573
Jul07 061222 66.00 66.00 65.81 65.81 -0.26 499 13,690 +89
Aug07 061222 66.24 66.24 66.24 66.24 -0.24 0 6,507 -4
Sep07 061222 66.60 66.60 66.60 66.60 -0.23 0 14,142 +201
Oct07 061222 66.95 66.95 66.95 66.95 -0.20 0 9,161 +135
Nov07 061222 67.24 67.24 67.24 67.24 -0.19 0 15,165 -61
Dec07 061222 67.49 67.49 67.49 67.49 -0.18 3,992 43,639 -10
Jan08 061222 67.70 67.70 67.70 67.70 -0.18 0 7,190 -25
Feb08 061222 67.87 67.87 67.87 67.87 -0.18 0 1,023 +0
Mar08 061222 68.03 68.03 68.03 68.03 -0.18 0 2,279 +0
Total Volume and Open Interest 125,963 552,342 -3,526
Gas Oil(ICE)
Jan07 061222 537.50 548.50 534.25 537.75 -0.75 29,525 72,394 -1,858
Feb07 061222 544.00 554.00 540.50 544.50 -0.25 24,636 76,538 -253
Mar07 061222 553.50 560.25 548.50 551.75 +0.25 9,074 34,739 +1,843
Apr07 061222 560.50 565.00 555.00 557.75 +0.25 2,397 14,996 +692
May07 061222 570.25 570.50 560.50 563.25 unch 2,123 13,462 +883
Jun07 061222 575.25 576.50 568.25 569.00 unch 3,675 36,732 +813
Jul07 061222 576.00 576.00 576.00 576.00 unch 1,116 9,639 +1,084
Aug07 061222 582.75 582.75 582.75 582.75 unch 604 2,431 +212
Sep07 061222 588.50 588.50 588.50 588.50 -0.25 0 8,089 +220
Oct07 061222 592.75 592.75 592.75 592.75 -0.25 0 2,060 +185
Total Volume and Open Interest 74,978 317,728 +3,855
US Dollar Index(NYBOT)
Mar07 061222 83.28 83.72 83.15 83.67 +0.41 965 28,442 +128
Jun07 061222 83.45 83.45 83.45 83.45 +0.44 0 2,022 +0
Sep07 061222 83.20 83.20 83.20 83.20 +0.44 0 37 +0
Total Volume and Open Interest 965 30,501 +128
Australian Dollar(CME)
Mar07 061222 78.40 78.41 78.15 78.15 -0.18 568 129,732 -1,959
Jun07 061222 77.93 77.93 77.93 77.93 -0.18 0 225 +0
Sep07 061222 77.67 77.67 77.67 77.67 -0.18 0 60 +0
Total Volume and Open Interest 568 130,284 -1,959
British Pound(CME)
Mar07 061222 196.61 196.65 195.64 195.70 -0.56 256 146,281 -1,336
Jun07 061222 195.65 195.65 195.65 195.65 -0.56 1 47 +9
Sep07 061222 195.60 195.60 195.60 195.60 -0.56 1 14 +2
Total Volume and Open Interest 258 146,345 -1,325
Canadian Dollar(CME)
Mar07 061222 86.86 86.87 86.55 86.56 -0.27 3,426 130,749 +12,424
Jun07 061222 86.89 86.89 86.80 86.80 -0.27 45 1,543 +62
Sep07 061222 87.14 87.14 87.04 87.04 -0.27 9 622 +7
Dec07 061222 87.28 87.28 87.28 87.28 -0.27 2 155 +2
Total Volume and Open Interest 3,482 133,073 +12,496
Japanese Yen(CME)
Mar07 061222 85.39 85.48 85.00 85.04 -0.42 2,404 248,216 +1,580
Jun07 061222 86.20 86.20 86.04 86.04 -0.42 0 1,169 +180
Sep07 061222 86.97 86.97 86.97 86.97 -0.42 0 5 +0
Total Volume and Open Interest 2,404 249,557 +1,751
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061222 82.91 82.99 82.44 82.44 -0.41 727 53,889 -2,936
Jun07 061222 83.07 83.07 83.07 83.07 -0.41 0 129 +0
Total Volume and Open Interest 727 54,109 -2,936
EuroFX(CME)
Mar07 061222 132.44 132.55 131.62 131.68 -0.60 2,906 195,261 -2,722
Jun07 061222 132.14 132.14 132.14 132.14 -0.60 0 1,294 +1
Sep07 061222 132.52 132.52 132.52 132.52 -0.60 2 201 -2
Total Volume and Open Interest 2,921 196,952 -2,736
Mexican Peso(CME)
Jan07 061222 9195.0 9195.0 9195.0 9195.0 -5.0      
Feb07 061222 9180.0 9180.0 9180.0 9180.0 -5.0      
Total Volume and Open Interest 1,677 96,137 -2,367
30-Year T-Bonds(CBOT)
Mar07 061222 113~00 113~03 112~05 112~06 -0~27 217,664 757,739 -8,482
Jun07 061222 112~21 112~21 112~04 112~04 -0~27 76 5,198 +42
Sep07 061222 112~11 113~00 112~04 112~04 -0~27 30 2 +0
Total Volume and Open Interest 218,071 762,967 -8,440
10-Year T-Notes(CBOT)
Mar07 061222 108~205 108~220 108~025 108~050 -0~165 686,668 2,175,546 -33,344
Jun07 061222 108~065 108~065 108~065 108~065 -0~170 1,086 20,505 +159
Total Volume and Open Interest 687,754 2,196,051 -33,185
5-Year T-Notes(CBOT)
Mar07 061222 105~235 105~270 105~155 105~170 -0~110 275,334 0 +0
Jun07 061222 105~225 105~225 105~225 105~225 -0~110 112 597 +109
Total Volume and Open Interest 275,978 597 +109
2 Year T-Notes(CBOT)
Mar07 061222 102~040 102~044 102~028 102~028 -0~016 635 691,614 +5,992
Total Volume and Open Interest 635 698,439 +4,792
Eurodollars(CME)
Mar07 061222 94.700 94.710 94.695 94.700 -0.010 23,979 1,338,035 +16,271
Jun07 061222 94.875 94.890 94.830 94.845 -0.055 19,071 1,358,369 +7,922
Sep07 061222 95.075 95.075 95.020 95.035 -0.065 22,562 1,267,208 +15,947
Dec07 061222 95.225 95.245 95.170 95.180 -0.070 15,948 1,278,728 +2,696
Mar08 061222 95.300 95.300 95.235 95.245 -0.080 15,077 864,956 -5,623
Jun08 061222 95.320 95.320 95.255 95.265 -0.085 17,737 704,516 -12,669
Sep08 061222 95.325 95.330 95.265 95.270 -0.085 17,142 498,926 +882
Dec08 061222 95.310 95.330 95.250 95.255 -0.085 15,532 356,571 -1,110
Mar09 061222 95.295 95.295 95.235 95.240 -0.085 3,286 344,536 +1,027
Jun09 061222 95.260 95.260 95.200 95.205 -0.085 5,345 265,775 -4,085
Sep09 061222 95.230 95.230 95.165 95.170 -0.090 5,376 184,004 -3,659
Dec09 061222 95.185 95.185 95.120 95.125 -0.090 4,286 138,256 +1,594
Mar10 061222 95.160 95.175 95.100 95.100 -0.090 3,072 115,385 -1,790
Jun10 061222 95.125 95.125 95.065 95.065 -0.090 2,957 91,236 -888
Sep10 061222 95.090 95.090 95.030 95.030 -0.090 2,637 77,128 -110
Dec10 061222 95.050 95.050 94.990 94.990 -0.090 6,312 89,890 -560
Mar11 061222 95.030 95.030 94.970 94.970 -0.090 4,104 70,624 +1,400
Jun11 061222 95.000 95.000 94.940 94.940 -0.090 1,553 61,460 +113
Total Volume and Open Interest 197,389 9,327,077 +22,203
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061222 99.35 99.36 99.35 99.36 +0.01 148 14,676 -116
Jun07 061222 99.25 99.25 99.25 99.25 +0.01 815 8,811 +345
Sep07 061222 99.14 99.14 99.14 99.14 +0.01 52 4,065 -177
Dec07 061222 99.05 99.05 99.05 99.05 unch 10 7,575 -75
Mar08 061222 98.95 98.95 98.95 98.95 unch 25 3,659 +0
Jun08 061222 98.86 98.86 98.86 98.86 unch 0 623 +0
Sep08 061222 98.77 98.77 98.77 98.77 unch 0 226 +0
Dec08 061222 98.68 98.68 98.68 98.68 unch 0 6 +0
Mar09 061222 98.60 98.60 98.60 98.60 -0.01      
Total Volume and Open Interest 1,050 39,661 -23
3-Mth Euro-Yen(SIMEX)
Mar07 061222 99.35 99.36 99.35 99.35 -0.01 6,851 83,865 -1,108
Jun07 061222 99.24 99.25 99.24 99.24 unch 1,017 49,041 -61
Sep07 061222 99.14 99.14 99.13 99.13 unch 1,594 36,117 -420
Dec07 061222 99.05 99.05 99.04 99.04 unch 1,507 44,505 -808
Mar08 061222 98.95 98.95 98.95 98.95 unch 1,142 32,286 -418
Jun08 061222 98.87 98.87 98.87 98.87 -0.01 206 8,753 +0
Sep08 061222 98.79 98.79 98.79 98.79 unch 0 2,043 -25
Dec08 061222 98.71 98.71 98.71 98.71 unch 0 263 +0
Total Volume and Open Interest 12,317 258,450 -2,840
German Euro-Bund(EUREX)
Mar07 061222 116.87 116.98 116.49 116.62 -0.13 630,029 1,406,648 -7,088
Jun07 061222 116.40 116.40 116.11 116.14 -0.13 1,022 9,062 +954
Sep07 061222 116.35 116.35 116.35 116.35 -0.15 301 0 +0
Total Volume and Open Interest 631,352 1,415,710 -6,134
German Euro-Bobl(EUREX)
Mar07 061222 109.18 109.25 109.01 109.05 -0.10 316,385 912,301 -5,244
Jun07 061222 108.72 108.72 108.72 108.72 -0.10 1 304 +0
Sep07 061222 109.94 109.94 109.94 109.94 -0.10      
Total Volume and Open Interest 316,386 912,605 -6,507
Long Gilt(LIFFE)
Dec06 061222 108~14 108~14 108~11 108~11 -0~02 872 21,523 -829
Mar07 061222 108~10 108~11 108~06 108~07 -0~02 36,366 274,036 -1,722
Total Volume and Open Interest 37,238 295,587 -2,551
3-Mth Short Sterling(LIFFE)
Mar07 061222 94.53 94.53 94.53 94.53 -0.01 35,994 477,916 +4,341
Jun07 061222 94.48 94.48 94.48 94.48 unch 30,260 442,114 -2,431
Sep07 061222 94.47 94.47 94.47 94.47 unch 32,889 392,772 +5,998
Total Volume and Open Interest 174,638 2,223,183 -521,383
3-Mth Euribor(LIFFE)
Mar07 061222 96.115 96.120 96.090 96.095 -0.010 113,828 765,815 -12,063
Jun07 061222 96.000 96.000 95.965 95.970 -0.015 90,343 644,142 +555
Sep07 061222 95.970 95.970 95.925 95.930 -0.020 95,563 583,957 -7,088
Total Volume and Open Interest 514,376 3,386,893 -11,529
3-Mth Aus T-Bills(SFE)
Mar07 061222 93.51 93.51 93.50 93.51 unch 7,778 202,500 +53
Jun07 061222 93.48 93.50 93.47 93.49 +0.01 9,961 193,005 -24,784
Sep07 061222 93.51 93.52 93.51 93.51 unch 3,729 59,912 -13,530
Dec07 061222 93.54 93.54 93.53 93.54 +0.01 939 47,465 -3,696
Mar08 061222 93.56 93.56 93.56 93.56 +0.01 422 28,468 +401
Jun08 061222 93.58 93.58 93.58 93.58 +0.01 1,072 24,894 +922
Sep08 061222 93.59 93.60 93.59 93.60 unch 690 17,699 +485
Dec08 061222 93.60 93.61 93.60 93.61 unch 100 6,624 -98
Mar09 061222 93.62 93.62 93.62 93.62 +0.01 0 1,771 +50
Jun09 061222 93.63 93.63 93.63 93.63 +0.01 0 2,090 +0
Total Volume and Open Interest 24,691 584,856 -40,197
10-Year Aus T-Bonds(SFE)
Mar07 061222 94.21 94.22 94.20 94.21 +0.01 15,981 409,202 -4,019
Jun07 061222 94.21 94.21 94.21 94.21 +0.01      
Total Volume and Open Interest 15,981 409,202 -4,019
3-Year Aus T-Bonds(SFE)
Mar07 061222 94.01 94.02 94.00 94.01 +0.02 52,546 456,302 +20,581
Jun07 061222 94.01 94.01 94.01 94.01 +0.02      
Total Volume and Open Interest 52,546 456,302 +20,581
Gold(CMX)
Dec06 061222 619.0 619.1 619.0 619.1 +0.9 22 126 -89
Feb07 061222 622.0 623.6 621.0 622.3 +0.7 26,421 196,268 +1,867
Apr07 061222 628.2 629.0 626.5 628.5 +0.7 1,593 29,789 +580
Jun07 061222 633.6 634.5 633.2 634.5 +0.7 645 25,342 +69
Aug07 061222 640.3 640.3 640.3 640.3 +0.7 85 3,793 -17
Oct07 061222 646.0 646.0 646.0 646.0 +0.7 201 16,909 +190
Dec07 061222 652.0 652.0 651.8 651.8 +0.7 174 38,114 +90
Feb08 061222 657.4 657.4 657.4 657.4 +0.7 0 2,186 +0
Apr08 061222 662.9 662.9 662.9 662.9 +0.7 0 1,789 +0
Jun08 061222 668.5 668.5 668.5 668.5 +0.8 0 3,861 +0
Aug08 061222 674.1 674.1 674.1 674.1 +0.9 0 251 +0
Oct08 061222 679.6 679.6 679.6 679.6 +0.9 0 500 +0
Total Volume and Open Interest 32,447 341,095 +5,086
Silver(CMX)
Dec06 061222 1237.0 1250.8 1237.0 1250.8 +15.0 173 238 +97
Mar07 061222 1255.0 1269.0 1253.0 1263.5 +14.5 9,648 63,768 +67
May07 061222 1274.7 1274.7 1274.7 1274.7 +14.0 261 5,778 +152
Jul07 061222 1289.0 1289.0 1285.3 1285.3 +13.5 42 10,558 -2
Sep07 061222 1295.9 1295.9 1295.9 1295.9 +13.0 13 3,857 -1
Dec07 061222 1316.0 1316.0 1309.1 1309.1 +13.0 211 12,326 +151
Mar08 061222 1320.4 1320.4 1320.4 1320.4 +12.6 77 212 -48
Total Volume and Open Interest 10,947 102,636 +600
Platinum(NYM)
Jan07 061222 1120.5 1124.5 1115.3 1121.5 -2.8 1,789 3,382 -445
Apr07 061222 1129.0 1134.8 1126.0 1132.0 -2.3 1,509 5,360 +786
Jul07 061222 1137.0 1137.0 1137.0 1137.0 -2.3 1 23 +0
Oct07 061222 1142.0 1142.0 1142.0 1142.0 -2.3      
Total Volume and Open Interest 3,299 8,765 +341
Palladium(NYME)
Dec06 061222 322.70 322.70 322.70 322.70 -1.10 2 5 +2
Mar07 061222 326.00 328.00 326.00 326.20 -1.10 424 11,178 +128
Jun07 061222 331.20 331.20 331.20 331.20 -1.10 1 47 -1
Total Volume and Open Interest 427 11,324 +129
Copper(CMX)
Dec06 061222 285.00 285.00 283.00 283.00 -3.05 679 1,127 -225
Mar07 061222 287.80 288.20 284.75 285.40 -2.65 9,072 48,303 -889
May07 061222 289.00 289.00 286.95 286.95 -2.70 328 4,916 -37
Jul07 061222 289.10 289.10 287.25 287.25 -2.70 443 1,889 -127
Sep07 061222 289.50 289.50 287.00 287.00 -2.60 114 1,180 +36
Total Volume and Open Interest 11,350 68,583 -991
Aluminum(CMX)
Dec06 061222 125.20 125.20 125.20 125.20 +0.70 101 167 -34
Jan07 061222 126.00 126.00 126.00 126.00 +1.00 101 155 +36
Feb07 061222 125.00 125.00 125.00 125.00 +1.00 0 40 +0
Mar07 061222 124.10 124.10 124.10 124.10 +1.00 0 40 +0
Apr07 061222 123.20 123.20 123.20 123.20 +1.00 0 40 +0
May07 061222 122.30 122.30 122.30 122.30 +1.00 0 40 +0
Total Volume and Open Interest 203 846 +3
DJIA Index(CBOT)
Dec06 061214 12327 12440 12320 12420 +86 17,277 43,476 +55
Mar07 061222 12518 12518 12418 12418 -83 2,399 65,393 -206
Jun07 061222 12515 12515 12515 12515 -82 1 47 -1
Sep07 061222 12585 12585 12585 12585 -83 0 6 +0
Total Volume and Open Interest 2,400 65,446 -207
S & P 500(CME)
Mar07 061222 1429.80 1429.80 1420.00 1420.30 -9.50 21,859 601,980 -1,559
Jun07 061222 1435.50 1435.50 1432.80 1432.80 -9.60 77 13,429 +72
Sep07 061222 1446.00 1446.00 1446.00 1446.00 -9.20 54 10,841 -9
Dec07 061222 1457.50 1457.50 1457.50 1457.50 -9.20 4 1,740 +9
Total Volume and Open Interest 21,994 628,305 -1,487
S & P 500 E-Mini(Globex)
Mar07 061222 1430.00 1431.75 1419.75 1420.25 -9.50 627,266 1,489,790 -14,438
Jun07 061222 1443.50 1444.25 1432.75 1432.75 -9.75 724 12,391 +589
Total Volume and Open Interest 627,990 1,502,181 -13,849
NASDAQ 100(CME)
Mar07 061222 1785.50 1786.50 1763.00 1764.00 -21.30 3,563 44,801 -801
Jun07 061222 1785.50 1785.50 1785.50 1785.50 -21.30 0 20 +0
Sep07 061222 1807.00 1807.00 1807.00 1807.00 -21.30      
Total Volume and Open Interest 3,563 44,821 -801
NASDAQ 100 E-Mini(Globex)
Mar07 061222 1786.50 1790.30 1763.30 1764.00 -21.30 216,445 306,434 -2,757
Jun07 061222 1806.50 1806.80 1785.50 1785.50 -21.30 14 37 +0
Total Volume and Open Interest 216,459 306,471 -2,757
S & P Midcap 400(CME)
Mar07 061222 812.00 812.50 806.00 806.40 -7.30 119 7,445 +27
Jun07 061222 814.60 814.60 814.60 814.60 -7.30      
Sep07 061222 822.80 822.80 822.80 822.80 -7.30 0 4 +0
Total Volume and Open Interest 119 7,449 +27
Russell 2000(CME)
Mar07 061222 788.25 789.25 783.75 784.00 -5.30 636 23,833 +55
Jun07 061222 791.00 791.00 791.00 791.00 -5.30 0 1 +0
Sep07 061222 798.00 798.00 798.00 798.00 -5.30 0 8 +0
Total Volume and Open Interest 636 23,842 +55
Russell 2000 E-Mini(Globex)
Dec06 061215 794.20 798.20 793.40 796.10 +2.20 48,646 115,008 -38,634
Mar07 061222 789.50 790.30 783.30 784.00 -5.30 140,144 346,504 +1,693
Jun07 061222 797.00 797.00 791.00 791.00 -5.30 17 103 +5
Total Volume and Open Interest 140,161 346,607 +1,698
Value Line(KCBT)
Mar07 061222 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061222 17150 17150 17030 17145 +150      
Jun07 061222 17145 17145 17145 17145 +150      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 061222 17030 17115 17010 17105 +60 37,820 232,750 +5,594
Jun07 061222 17050 17050 16965 17050 +55 16 71 +0
Sep07 061222 17075 17075 17010 17075 +55      
Total Volume and Open Interest 37,836 233,248 +5,591
CAC 40(EURONEXT)
Dec06 061215 5525.5 5542.0 5513.5 5541.0 +32.0 133,480 393,195 -63,302
Jan07 061222 5516.0 5517.5 5455.0 5469.5 -56.5 50,638 383,035 +10,182
Feb07 061222 5525.5 5525.5 5476.5 5484.5 -56.5 78 14,923 +21
Total Volume and Open Interest 51,359 446,924 +10,227
Hang Seng Index(HKFE)
Dec06 061222 19205 19352 19187 19338 +113 47,298 121,302 -2,543
Jan07 061222 19270 19440 19255 19423 +113 10,265 18,254 +7,541
Total Volume and Open Interest 58,053 143,123 +5,279
DAX(EUREX)
Mar07 061222 6624.5 6631.5 6543.0 6551.0 -81.0 85,593 219,149 +1,348
Jun07 061222 6689.5 6693.0 6609.0 6613.5 -82.0 1,900 9,674 +77
Sep07 061222 6761.5 6765.5 6680.0 6685.5 -82.0 1,517 2,472 +248
Total Volume and Open Interest 89,010 231,295 +1,673
FT-SE 100(EURONEXT)
Mar07 061222 6182.00 6203.00 6180.00 6193.50 -2.50 39,683 476,561 +167
Jun07 061222 6215.50 6216.50 6215.50 6216.50 -2.50 23 9,371 +1
Sep07 061222 6248.50 6248.50 6248.50 6248.50 -2.50 0 519 +0
Total Volume and Open Interest 39,706 486,451 +168
SPI 200(SFE)
Dec06 061221 5585.0 5623.0 5576.0 5615.0 +27.0 72,219 139,086 -90,687
Mar07 061222 5570.0 5617.0 5555.0 5610.0 +13.0 10,367 251,147 -8,519
Jun07 061222 5602.0 5648.0 5602.0 5644.0 +12.0 63 4,756 +1
Total Volume and Open Interest 13,360 343,855 -64,632
GSCI(CME)
Jan07 061222 443.30 443.50 442.00 442.00 -0.90 288 21,471 +7
Feb07 061222 447.50 447.50 447.50 447.50 -1.00      
Mar07 061222 453.00 453.00 453.00 453.00 -2.50      
Total Volume and Open Interest 288 21,471 +7
Reuters CRB Index(NYBOT)
Jan07 061222 393.50 396.25 393.50 396.25 +1.25 54 430 -47
Feb07 061222 397.25 397.25 397.25 397.25 +1.25 0 6 +0
Apr07 061222 398.25 398.25 398.25 398.25 +1.25 0 416 +0
Total Volume and Open Interest 104 952 +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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