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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 26, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061226 665.00 675.50 665.00 671.50 +12.00 6,930 45,123 -5,215
Mar07 061226 679.00 690.50 679.00 686.50 +12.25 17,708 197,395 +1,593
May07 061226 693.00 704.00 693.00 699.75 +12.25 1,062 45,139 +552
Jul07 061226 703.00 715.00 703.00 711.00 +12.25 1,834 30,962 -710
Aug07 061226 716.50 717.00 714.00 715.50 +12.00 64 1,642 +9
Sep07 061226 719.00 719.00 719.00 719.00 +13.00 3 433 +3
Nov07 061226 719.00 733.50 719.00 730.00 +12.50 1,962 64,596 +1,138
Total Volume and Open Interest 29,831 398,625 -2,458
Soybean Meal(CBOT)
Jan07 061226 187.70 190.30 187.10 188.40 +1.50 5,451 18,733 -3,216
Mar07 061226 191.70 195.00 191.40 194.10 +3.20 6,405 70,841 -82
May07 061226 195.00 198.00 194.70 196.60 +2.10 812 36,348 +1
Jul07 061226 198.00 201.00 198.00 199.40 +1.60 547 39,653 +34
Aug07 061226 199.50 202.00 199.50 200.80 +2.00 82 11,079 +0
Sep07 061226 201.00 203.50 201.00 201.90 +1.40 170 7,295 +30
Oct07 061226 203.50 204.00 202.50 202.50 +2.00 17 2,803 -14
Dec07 061226 206.50 206.80 205.00 205.30 +1.70 591 12,498 +312
Total Volume and Open Interest 14,075 200,156 -2,935
Soybean Oil(CBOT)
Jan07 061226 29.07 29.40 28.80 28.86 +0.44 5,342 21,442 -2,432
Mar07 061226 29.10 29.90 29.05 29.32 +0.48 9,161 140,185 +1,067
May07 061226 29.75 30.30 29.75 29.85 +0.50 1,371 42,418 +84
Jul07 061226 30.15 30.68 30.15 30.34 +0.56 1,175 27,801 +794
Aug07 061226 30.45 30.45 30.30 30.45 +0.53 14 5,659 +8
Sep07 061226 30.60 30.60 30.60 30.60 +0.55 120 2,828 +68
Oct07 061226 31.00 31.00 30.70 30.70 +0.43 386 3,499 +306
Dec07 061226 30.95 31.30 30.80 30.92 +0.52 1,083 22,800 +304
Total Volume and Open Interest 18,652 266,744 +199
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 061226 385.00 389.00 384.75 388.00 +4.00 21,234 591,582 +2,983
May07 061226 393.25 396.25 392.50 395.25 +3.75 2,900 113,962 +702
Jul07 061226 398.00 401.00 397.25 399.25 +2.50 6,920 209,890 +1,931
Sep07 061226 384.00 385.00 381.50 383.25 +2.00 850 43,989 +380
Dec07 061226 374.00 374.00 370.50 371.50 +0.50 8,392 302,964 +3,522
Mar08 061226 377.00 378.00 375.50 376.75 +0.25 299 19,542 +234
Total Volume and Open Interest 41,174 1,388,492 +10,090
Wheat(CBOT)
Mar07 061226 516.00 521.50 514.00 516.75 +2.75 13,312 240,513 +3,445
May07 061226 520.00 523.50 518.00 522.00 +4.50 2,158 30,900 +610
Jul07 061226 504.00 506.75 502.50 504.50 +0.75 3,253 79,047 +965
Sep07 061226 506.00 509.00 505.00 506.00 +2.00 144 4,767 +76
Dec07 061226 513.00 514.00 510.50 513.00 +1.00 764 62,734 +338
Total Volume and Open Interest 19,760 438,353 +5,558
Wheat(KCBT)
Mar07 061226 518.00 525.00 518.00 520.00 +2.00 5,535 66,778 -772
May07 061226 525.00 530.00 524.00 527.75 +5.75 872 6,756 +207
Jul07 061226 512.00 516.50 510.50 512.75 +2.25 1,748 30,366 +496
Sep07 061226 515.00 518.00 513.00 515.50 +2.50 56 3,742 +14
Dec07 061226 524.50 524.50 521.00 521.75 +2.75 58 6,206 -39
Total Volume and Open Interest 8,299 116,848 -2,746
Wheat(MGE)
Mar07 061226 522.00 524.00 517.00 521.25 +3.25 3,902 28,099 -165
May07 061226 530.00 530.00 526.00 528.25 +1.75 188 3,902 +8
Jul07 061226 528.00 529.00 528.00 529.00 +1.00 60 1,782 +6
Sep07 061226 523.00 525.00 520.00 523.00 +3.50 183 5,038 +59
Dec07 061226 527.00 528.00 525.00 528.00 +6.00 271 8,058 +19
Total Volume and Open Interest 4,610 47,500 -67
Oats(CBOT)
Mar07 061226 280.00 280.00 271.50 276.75 +2.75 341 9,047 +99
May07 061226 279.75 279.75 278.00 279.75 +0.25 8 1,315 +1
Jul07 061226 281.50 281.50 278.00 278.00 -2.50 4 533 -5
Sep07 061226 254.50 255.50 254.50 254.50 -1.50 7 53 +5
Total Volume and Open Interest 466 14,244 +201
Rough Rice(CBOT)
Jan07 061226 10.02 10.11 10.02 10.11 +0.10 218 1,824 -369
Mar07 061226 10.33 10.44 10.31 10.44 +0.13 253 8,392 +85
May07 061226 10.60 10.68 10.60 10.68 +0.10 17 1,494 +15
Jul07 061226 10.73 10.75 10.73 10.75 +0.03 1 750 -1
Total Volume and Open Interest 506 13,907 -246
Live Cattle(CME)
Dec06 061226 87.100 87.400 86.800 87.225 +0.200 1,377 5,243 -1,006
Feb07 061226 89.700 90.300 89.700 90.100 +0.275 8,412 129,692 -842
Apr07 061226 91.475 91.850 91.250 91.725 +0.250 4,372 46,250 +1,073
Jun07 061226 87.900 88.250 87.750 88.225 +0.450 1,234 21,656 +321
Aug07 061226 86.800 87.100 86.700 87.075 +0.300 820 12,216 +399
Oct07 061226 89.400 89.900 89.350 89.850 +0.325 77 6,747 +20
Total Volume and Open Interest 16,298 226,398 -34
Feeder Cattle(CME)
Jan07 061226 97.250 97.250 95.500 96.925 -0.400 914 0 -6,041
Mar07 061226 95.100 95.200 94.350 94.975 -0.225 1,087 12,632 +109
Apr07 061226 96.650 96.650 96.000 96.650 -0.350 36 2,338 -2
May07 061226 97.750 97.800 97.100 97.600 -0.350 399 3,552 -92
Aug07 061226 100.050 100.750 100.000 100.650 -0.075 71 1,965 +46
Sep07 061226 100.600 100.600 100.200 100.200 -0.800 12 937 +5
Oct07 061226 100.400 100.400 99.800 100.000 -0.700 3 71 +3
Total Volume and Open Interest 2,522 21,495 -5,972
Lean Hogs(CME)
Feb07 061226 63.200 63.275 61.550 62.350 -0.700 4,648 91,257 -1,017
Apr07 061226 66.700 66.750 65.000 65.675 -0.925 2,767 38,045 +48
May07 061226 71.300 71.300 70.100 70.825 -0.450 139 3,000 +27
Jun07 061226 73.500 73.675 72.100 73.000 -0.550 820 22,196 +33
Jul07 061226 71.900 71.900 70.850 71.225 -0.550 357 6,713 +63
Aug07 061226 70.500 70.550 69.550 69.550 -0.750 436 3,976 +9
Oct07 061226 64.300 64.300 63.475 64.100 -0.175 103 5,535 +15
Dec07 061226 63.275 63.300 62.500 62.775 -0.550 101 3,184 +61
Total Volume and Open Interest 9,376 173,956 -757
Pork Bellies(CME)
Feb07 061226 91.875 92.550 91.250 91.625 -0.250 191 801 -46
Mar07 061226 91.500 92.100 91.500 92.100 -0.400 0 72 +0
May07 061226 92.800 92.800 92.200 92.200 -0.400 0 80 +0
Jul07 061226 93.100 93.100 93.100 93.100 -0.300 0 90 +0
Aug07 061226 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 191 1,051 -46
Class III Milk(CME)
Dec06 061226 13.49 13.49 13.49 13.49 +0.02 54 4,371 -3
Jan07 061226 13.10 13.15 13.10 13.15 +0.05 64 2,735 +0
Feb07 061226 13.20 13.20 13.20 13.20 +0.03 40 2,502 -6
Mar07 061226 13.32 13.32 13.32 13.32 +0.02 22 2,436 +7
Apr07 061226 13.60 13.62 13.60 13.62 +0.02 13 2,148 -2
Total Volume and Open Interest 476 28,122 +88
Cocoa(NYBOT)
Mar07 061226 1628 1630 1615 1621 -6 3,787 74,196 -1,248
May07 061226 1648 1648 1637 1642 -6 423 21,701 +69
Jul07 061226 1669 1669 1658 1661 -6 236 11,482 +134
Sep07 061226 1683 1683 1683 1683 -6 245 14,839 -55
Dec07 061226 1704 1704 1704 1704 -7 109 13,015 -1
Mar08 061226 1727 1727 1727 1727 -6 279 4,106 +93
May08 061226 1747 1747 1747 1747 -5 15 2,132 -2
Total Volume and Open Interest 5,117 144,036 -992
Coffee "C"(NYBOT)
Mar07 061226 126.00 128.10 125.25 127.70 +2.30 3,828 85,773 -378
May07 061226 128.90 131.00 128.10 130.70 +2.30 580 17,350 +110
Jul07 061226 132.00 134.00 132.00 133.45 +2.30 506 6,132 +77
Sep07 061226 136.10 136.10 135.90 136.00 +2.20 317 3,151 -69
Dec07 061226 137.25 139.00 137.25 139.00 +2.10 112 3,047 +4
Mar08 061226 140.15 142.00 140.15 141.80 +2.00 129 2,467 -68
Total Volume and Open Interest 6,348 124,536 -147
Orange Juice(NYBOT)
Jan07 061226 197.50 198.75 196.25 198.70 +0.70 533 3,976 -257
Mar07 061226 195.10 196.00 194.40 195.75 +0.30 921 18,470 +266
May07 061226 193.00 193.00 192.70 193.00 unch 6 2,025 +6
Jul07 061226 191.00 191.05 191.00 191.05 -0.45 0 566 +0
Sep07 061226 189.75 189.75 189.75 189.75 +0.70 0 241 +0
Total Volume and Open Interest 1,622 26,761 +158
Sugar #11(NYBOT)
Mar07 061226 11.87 12.00 11.83 11.86 -0.06 13,306 258,162 -1,268
May07 061226 11.85 11.92 11.75 11.79 -0.05 7,500 90,024 +456
Jul07 061226 11.38 11.48 11.32 11.38 -0.02 4,237 79,099 +766
Oct07 061226 11.52 11.61 11.50 11.51 -0.06 945 57,655 +262
Mar08 061226 12.00 12.03 11.90 11.91 -0.09 999 47,315 +354
Total Volume and Open Interest 27,440 569,921 +875
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061226 19.65 19.76 19.65 19.75 +0.10 118 3,735 -3
May07 061226 19.68 19.80 19.68 19.74 +0.09 105 2,585 +96
Jul07 061226 19.75 19.75 19.75 19.75 +0.05 1 2,332 +1
Sep07 061226 19.75 19.75 19.75 19.75 +0.05 14 1,805 +4
Total Volume and Open Interest 277 12,115 +99
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 061226 56.00 56.64 55.70 56.61 +0.83 10,769 113,426 +485
May07 061226 56.45 57.05 56.30 57.00 +0.81 1,733 22,168 +84
Jul07 061226 56.70 57.60 56.65 57.50 +0.80 1,132 12,402 +444
Oct07 061226 59.20 59.30 59.20 59.25 +0.80 0 167 +0
Dec07 061226 59.50 60.40 59.50 60.38 +0.83 987 18,905 -25
Mar08 061226 62.30 62.30 62.30 62.30 +0.80 2 1,472 +1
Total Volume and Open Interest 14,623 169,129 +989
Lumber(CME)
Jan07 061226 267.9 271.3 265.0 270.2 +2.7 342 1,940 -191
Mar07 061226 284.5 287.0 284.3 287.0 +3.3 555 4,081 +60
May07 061226 300.7 303.0 300.7 303.0 +3.1 79 447 +32
Jul07 061226 307.6 313.8 307.6 311.9 +5.9 0 93 +0
Total Volume and Open Interest 976 6,609 -99
Crude Oil(NYM)
Feb07 061226 62.60 62.60 60.50 61.10 -1.31 80,124 300,554 +173
Mar07 061226 63.65 63.70 61.75 62.23 -1.30 28,302 133,618 +9
Apr07 061226 63.92 63.92 62.80 63.13 -1.27 8,388 55,421 +959
May07 061226 63.85 63.86 63.50 63.86 -1.25 2,585 41,746 +519
Jun07 061226 64.25 64.46 64.25 64.46 -1.21 3,052 76,145 -294
Jul07 061226 64.97 64.97 64.97 64.97 -1.18 1,708 22,130 +492
Aug07 061226 65.43 65.43 65.43 65.43 -1.15 449 17,128 +88
Sep07 061226 65.86 65.86 65.86 65.86 -1.12 1,599 26,024 -110
Oct07 061226 66.23 66.23 66.23 66.23 -1.09 393 15,753 -188
Nov07 061226 66.56 66.56 66.56 66.56 -1.06 69 12,684 +9
Dec07 061226 66.60 66.85 66.40 66.84 -1.04 4,205 134,286 -157
Jan08 061226 67.10 67.10 67.10 67.10 -1.01 415 23,515 -4
Feb08 061226 67.29 67.29 67.29 67.29 -0.98 0 10,030 +0
Mar08 061226 67.44 67.44 67.44 67.44 -0.95 216 16,243 -62
Apr08 061226 67.58 67.58 67.58 67.58 -0.92 731 14,043 +500
May08 061226 67.70 67.70 67.70 67.70 -0.90 15 6,352 +0
Total Volume and Open Interest 142,878 1,175,840 +6,353
Heating Oil(NYM)
Jan07 061226 168.20 168.50 162.00 162.33 -5.87 19,674 22,003 -3,948
Feb07 061226 172.00 172.30 166.20 166.58 -5.55 21,550 82,646 +3,422
Mar07 061226 174.80 175.05 170.00 170.33 -5.15 7,886 40,842 +2,052
Apr07 061226 176.20 176.30 172.18 172.18 -4.65 2,757 15,477 +322
May07 061226 175.55 175.55 173.33 173.33 -4.05 1,389 8,020 +490
Jun07 061226 175.00 176.00 174.25 174.43 -3.65 1,490 18,577 -148
Jul07 061226 179.60 179.60 176.08 176.08 -3.55 578 5,128 +155
Aug07 061226 180.25 180.50 178.38 178.38 -3.45 95 2,252 +47
Sep07 061226 183.50 183.50 181.03 181.03 -3.35 146 5,552 -35
Oct07 061226 184.75 185.75 183.73 183.73 -3.30 7 1,763 +6
Nov07 061226 188.50 188.50 186.68 186.68 -3.25 256 1,117 -158
Dec07 061226 190.00 191.50 189.73 189.73 -3.20 194 9,654 +117
Total Volume and Open Interest 56,047 220,296 +2,308
Unleaded Gas(NYM)
Jan07 061226 162.00 162.50 157.00 157.22 -5.08 322 1,242 -204
Total Volume and Open Interest 322 1,242 -204
RBOB Gasoline(NYMEX)
Jan07 061222 165.27 167.00 162.75 163.09 -1.80 22,635 21,435 -2,305
Feb07 061226 165.90 165.90 158.45 158.90 -5.94 21,033 44,770 -466
Mar07 061226 169.71 169.71 162.75 163.21 -5.53 8,744 26,200 +1,475
Apr07 061226 181.95 181.95 177.55 177.92 -4.47 4,042 13,444 +386
May07 061226 185.00 185.00 180.75 181.50 -3.79 739 12,040 +199
Jun07 061226 187.20 187.20 183.98 185.00 -2.64 553 6,425 +125
Jul07 061226 188.25 188.25 185.50 185.50 -3.44 705 5,309 +188
Aug07 061226 187.25 187.25 186.00 186.50 -2.54 34 2,770 +9
Sep07 061226 186.50 186.50 184.00 184.00 -3.84 182 7,702 -137
Oct07 061226 176.00 176.00 175.90 175.90 -0.94 80 1,150 -55
Total Volume and Open Interest 59,869 140,063 -813
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061226 157.16 157.16 157.16 157.16 -5.93 2 0 +0
Feb07 061226 158.97 158.97 158.97 158.97 -5.87 2 1 +0
Mar07 061226 163.37 163.37 163.37 163.37 -5.37      
Apr07 061226 177.87 177.87 177.87 177.87 -4.52      
Total Volume and Open Interest 4 1 +0
Natural Gas(NYM)
Jan07 061226 6.270 6.290 6.060 6.113 -0.522 17,053 30,859 -5,222
Feb07 061226 6.500 6.510 6.290 6.333 -0.477 9,223 76,338 +1,986
Mar07 061226 6.590 6.610 6.390 6.418 -0.462 3,980 128,620 +341
Apr07 061226 6.680 6.680 6.480 6.508 -0.417 2,203 97,351 -137
May07 061226 6.690 6.690 6.580 6.593 -0.400 1,641 46,525 -12
Jun07 061226 6.800 6.800 6.708 6.708 -0.388 576 14,022 -20
Jul07 061226 6.900 6.960 6.828 6.828 -0.383 563 13,176 +112
Aug07 061226 7.050 7.070 6.933 6.933 -0.370 473 15,263 +4
Sep07 061226 7.100 7.140 6.950 7.003 -0.365 229 15,181 +65
Oct07 061226 7.250 7.250 7.138 7.138 -0.352 700 39,054 +358
Nov07 061226 7.900 7.940 7.813 7.813 -0.307 136 22,238 -20
Dec07 061226 8.500 8.550 8.428 8.428 -0.277 269 33,896 +50
Jan08 061226 8.885 8.885 8.748 8.748 -0.267 134 30,087 +81
Feb08 061226 8.830 8.830 8.763 8.763 -0.262 160 16,175 +64
Mar08 061226 8.620 8.620 8.553 8.553 -0.257 98 38,106 +0
Apr08 061226 7.490 7.520 7.453 7.453 -0.182 96 27,204 +42
Total Volume and Open Interest 38,039 887,048 -2,015
Brent Crude Oil(ICE)
Feb07 061226 62.54 63.30 60.66 61.10 -1.32 33,373 0 -138,261
Mar07 061226 63.60 64.18 61.57 61.99 -1.32 19,221 0 -130,647
Apr07 061226 64.77 64.78 62.41 62.79 -1.31 7,007 0 -34,937
May07 061226 65.44 65.44 63.16 63.43 -1.32 2,977 0 -21,057
Jun07 061226 66.00 66.00 63.65 64.00 -1.32 3,077 0 -44,285
Jul07 061226 66.50 66.50 64.51 64.51 -1.30 520 0 -13,690
Aug07 061226 64.92 64.92 64.92 64.92 -1.32      
Sep07 061226 65.29 65.29 65.29 65.29 -1.31      
Oct07 061226 65.66 65.66 65.66 65.66 -1.29      
Nov07 061226 65.98 65.98 65.98 65.98 -1.26      
Dec07 061226 66.00 66.25 66.00 66.25 -1.24      
Jan08 061226 66.46 66.46 66.46 66.46 -1.24      
Feb08 061226 66.64 66.64 66.64 66.64 -1.23      
Mar08 061226 66.81 66.81 66.81 66.81 -1.22      
Total Volume and Open Interest 66,175    
Gas Oil(ICE)
Jan07 061226 542.50 547.00 517.50 519.25 -18.50 18,909 0 -72,394
Feb07 061226 546.50 552.25 524.00 526.00 -18.50 10,787 0 -76,538
Mar07 061226 557.50 558.50 532.00 533.25 -18.50 4,686 0 -34,739
Apr07 061226 563.00 563.00 539.50 539.50 -18.25 795 0 -14,996
May07 061226 545.25 545.50 545.25 545.25 -18.00 1,005 0 -13,462
Jun07 061226 550.75 551.00 550.75 551.00 -18.00 1,535 0 -36,732
Jul07 061226 558.50 558.75 558.00 558.00 -18.00      
Aug07 061226 581.50 581.50 564.75 564.75 -18.00      
Sep07 061226 570.50 570.50 570.50 570.50 -18.00      
Oct07 061226 574.75 574.75 574.75 574.75 -18.00      
Total Volume and Open Interest 37,717    
US Dollar Index(NYBOT)
Mar07 061226 83.57 83.87 83.57 83.82 +0.15 793 28,236 -206
Jun07 061226 83.57 83.57 83.57 83.57 +0.12 0 2,022 +0
Sep07 061226 83.32 83.32 83.32 83.32 +0.12 0 37 +0
Total Volume and Open Interest 793 30,295 -206
Australian Dollar(CME)
Mar07 061226 78.36 78.36 78.05 78.05 -0.10 842 128,750 -982
Jun07 061226 77.83 77.83 77.83 77.83 -0.10 0 225 +0
Sep07 061226 77.57 77.57 77.57 77.57 -0.10 0 61 +1
Total Volume and Open Interest 842 129,303 -981
British Pound(CME)
Mar07 061226 195.95 195.95 195.22 195.45 -0.25 602 142,604 -3,677
Jun07 061226 195.40 195.40 195.40 195.40 -0.25 0 157 +110
Sep07 061226 195.35 195.35 195.35 195.35 -0.25 0 15 +1
Total Volume and Open Interest 602 142,779 -3,566
Canadian Dollar(CME)
Mar07 061226 86.52 86.52 86.20 86.32 -0.24 1,457 133,191 +2,442
Jun07 061226 86.68 86.68 86.56 86.56 -0.24 9 1,556 +13
Sep07 061226 86.80 86.80 86.80 86.80 -0.24 8 631 +9
Dec07 061226 87.04 87.04 87.04 87.04 -0.24 0 155 +0
Total Volume and Open Interest 1,474 135,537 +2,464
Japanese Yen(CME)
Mar07 061226 85.03 85.07 84.81 84.86 -0.18 7,768 256,954 +8,738
Jun07 061226 85.86 85.86 85.86 85.86 -0.18 28 3,984 +2,815
Sep07 061226 86.79 86.79 86.79 86.79 -0.18 0 5 +0
Total Volume and Open Interest 7,796 261,069 +11,512
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061226 82.59 82.59 82.38 82.38 -0.06 509 53,437 -452
Jun07 061226 83.01 83.01 83.01 83.01 -0.06 0 185 +56
Total Volume and Open Interest 510 53,714 -395
EuroFX(CME)
Mar07 061226 131.84 131.87 131.45 131.49 -0.19 4,922 187,784 -7,477
Jun07 061226 131.95 131.95 131.95 131.95 -0.19 2 1,270 -24
Sep07 061226 132.33 132.33 132.33 132.33 -0.19 0 301 +100
Total Volume and Open Interest 4,924 189,552 -7,400
Mexican Peso(CME)
Jan07 061226 9165.0 9165.0 9165.0 9165.0 -30.0      
Feb07 061226 9150.0 9150.0 9150.0 9150.0 -30.0      
Total Volume and Open Interest 272 95,412 -725
30-Year T-Bonds(CBOT)
Mar07 061226 112~07 112~19 112~05 112~15 +0~09 217,192 757,854 +115
Jun07 061226 112~13 112~13 112~13 112~13 +0~09 61 5,189 -9
Sep07 061226 112~13 112~13 112~13 112~13 +0~09 2 2 +0
Total Volume and Open Interest 217,256 763,073 +106
10-Year T-Notes(CBOT)
Mar07 061226 108~055 108~120 108~035 108~085 +0~035 697,583 2,155,773 -19,773
Jun07 061226 108~110 108~110 108~100 108~100 +0~035 328 20,727 +222
Total Volume and Open Interest 697,911 2,176,500 -19,551
5-Year T-Notes(CBOT)
Mar07 061226 105~170 105~210 105~160 105~185 +0~015 272,710 0 +0
Jun07 061226 105~240 105~240 105~240 105~240 +0~015 57 603 +6
Total Volume and Open Interest 273,073 603 +6
2 Year T-Notes(CBOT)
Mar07 061226 102~028 102~034 102~026 102~028 unch 3,082 702,826 +11,212
Total Volume and Open Interest 3,168 709,626 +11,187
Eurodollars(CME)
Mar07 061226 94.695 94.705 94.690 94.700 unch 13,544 1,340,397 +2,362
Jun07 061226 94.840 94.865 94.835 94.850 +0.005 13,376 1,350,647 -7,722
Sep07 061226 95.020 95.060 95.020 95.040 +0.005 9,338 1,271,245 +4,037
Dec07 061226 95.170 95.205 95.165 95.185 +0.005 12,013 1,264,252 -14,476
Mar08 061226 95.245 95.265 95.230 95.255 +0.010 11,641 860,668 -4,288
Jun08 061226 95.265 95.290 95.265 95.275 +0.010 10,360 695,678 -8,838
Sep08 061226 95.270 95.295 95.270 95.280 +0.010 8,160 491,813 -7,113
Dec08 061226 95.255 95.290 95.255 95.265 +0.010 10,533 354,826 -1,745
Mar09 061226 95.270 95.270 95.245 95.250 +0.010 7,407 342,271 -2,265
Jun09 061226 95.235 95.235 95.205 95.215 +0.010 3,985 266,811 +1,036
Sep09 061226 95.190 95.200 95.170 95.185 +0.015 2,999 183,248 -756
Dec09 061226 95.145 95.155 95.125 95.140 +0.015 4,472 138,191 -65
Mar10 061226 95.125 95.125 95.115 95.115 +0.015 4,262 114,316 -1,069
Jun10 061226 95.090 95.090 95.080 95.080 +0.015 3,695 92,850 +1,614
Sep10 061226 95.045 95.055 95.045 95.045 +0.015 3,671 79,368 +2,240
Dec10 061226 95.015 95.015 95.005 95.010 +0.020 5,759 90,620 +730
Mar11 061226 94.995 95.000 94.980 94.990 +0.020 2,334 70,841 +217
Jun11 061226 94.965 94.965 94.960 94.960 +0.020 2,186 62,011 +551
Total Volume and Open Interest 137,249 9,293,195 -33,882
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061226 99.38 99.38 99.38 99.38 +0.02 574 15,469 +793
Jun07 061226 99.28 99.28 99.27 99.28 +0.03 6 8,772 -39
Sep07 061226 99.16 99.16 99.16 99.16 +0.02 5 4,062 -3
Dec07 061226 99.07 99.07 99.07 99.07 +0.02 0 7,552 -23
Mar08 061226 98.98 98.98 98.98 98.98 +0.03 0 3,709 +50
Jun08 061226 98.89 98.89 98.89 98.89 +0.03 0 623 +0
Sep08 061226 98.80 98.80 98.80 98.80 +0.03 0 226 +0
Dec08 061226 98.70 98.70 98.70 98.70 +0.02 0 6 +0
Mar09 061226 98.65 98.65 98.65 98.65 +0.05      
Total Volume and Open Interest 585 40,439 +778
3-Mth Euro-Yen(SIMEX)
Mar07 061226 99.38 99.38 99.37 99.38 +0.03 891 83,196 -669
Jun07 061226 99.28 99.28 99.26 99.28 +0.04 53 47,185 -1,856
Sep07 061226 99.18 99.18 99.15 99.17 +0.04 386 35,627 -490
Dec07 061226 99.09 99.09 99.07 99.08 +0.04 300 44,327 -178
Mar08 061226 98.99 98.99 98.99 98.99 +0.04 2 31,683 -603
Jun08 061226 98.92 98.92 98.92 98.92 +0.05 0 7,645 -1,108
Sep08 061226 98.83 98.83 98.83 98.83 +0.01      
Dec08 061226 98.75 98.75 98.75 98.75 +0.04 0 263 +0
Total Volume and Open Interest 1,632 253,546 -4,904
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 061226 623.5 628.0 623.0 623.7 +4.6 122 200 +74
Feb07 061226 627.0 632.3 626.5 626.9 +4.6 12,829 195,022 -1,246
Apr07 061226 637.0 638.0 632.8 633.1 +4.6 830 30,127 +338
Jun07 061226 641.0 645.0 639.2 639.2 +4.7 151 25,367 +25
Aug07 061226 647.0 647.0 645.1 645.1 +4.8 18 3,795 +2
Oct07 061226 650.9 650.9 650.9 650.9 +4.9 606 17,509 +600
Dec07 061226 660.0 662.3 656.7 656.7 +4.9 838 38,922 +808
Feb08 061226 662.3 662.3 662.3 662.3 +4.9 0 2,186 +0
Apr08 061226 667.9 667.9 667.9 667.9 +5.0 100 1,883 +94
Jun08 061226 673.6 673.6 673.6 673.6 +5.1 0 3,861 +0
Aug08 061226 679.3 679.3 679.3 679.3 +5.2 0 251 +0
Oct08 061226 684.8 684.8 684.8 684.8 +5.2 100 600 +100
Total Volume and Open Interest 15,597 341,890 +795
Silver(CMX)
Dec06 061226 1275.0 1275.0 1260.0 1260.3 +9.5 79 75 -163
Mar07 061226 1277.0 1287.0 1271.0 1272.5 +9.0 5,687 62,872 -896
May07 061226 1294.0 1294.0 1283.8 1283.8 +9.1 79 5,773 -5
Jul07 061226 1313.0 1313.0 1294.4 1294.4 +9.1 26 10,562 +4
Sep07 061226 1305.0 1305.0 1305.0 1305.0 +9.1 79 3,857 +0
Dec07 061226 1329.0 1336.0 1318.6 1318.6 +9.5 168 12,366 +40
Mar08 061226 1329.9 1329.9 1329.9 1329.9 +9.5 0 212 +0
Total Volume and Open Interest 6,315 101,747 -889
Platinum(NYM)
Jan07 061226 1127.0 1135.0 1123.0 1123.0 +1.5 804 2,867 -515
Apr07 061226 1140.5 1140.5 1132.0 1132.0 unch 675 5,661 +301
Jul07 061226 1137.0 1137.0 1137.0 1137.0 unch 0 23 +0
Oct07 061226 1142.0 1142.0 1142.0 1142.0 unch      
Total Volume and Open Interest 1,479 8,551 -214
Palladium(NYME)
Dec06 061226 327.00 327.00 325.00 326.70 +4.00 0 5 +0
Mar07 061226 325.00 330.50 325.00 329.20 +3.00 228 11,178 +0
Jun07 061226 334.20 334.20 334.20 334.20 +3.00 0 47 +0
Total Volume and Open Interest 228 11,324 +0
Copper(CMX)
Dec06 061226 284.50 286.10 283.00 285.05 +2.05 543 545 -582
Mar07 061226 286.50 288.05 286.00 287.80 +2.40 5,401 47,910 -393
May07 061226 289.60 289.60 289.35 289.35 +2.40 235 5,022 +106
Jul07 061226 288.50 289.65 288.50 289.65 +2.40 83 1,862 -27
Sep07 061226 289.40 289.40 289.40 289.40 +2.40 42 1,184 +4
Total Volume and Open Interest 6,922 67,840 -743
Aluminum(CMX)
Dec06 061226 125.20 125.20 125.20 125.20 unch 1 21 -146
Jan07 061226 126.00 126.00 126.00 126.00 unch 1 156 +1
Feb07 061226 125.00 125.00 125.00 125.00 unch 0 40 +0
Mar07 061226 124.10 124.10 124.10 124.10 unch 0 40 +0
Apr07 061226 123.20 123.20 123.20 123.20 unch 0 40 +0
May07 061226 122.30 122.30 122.30 122.30 unch 0 40 +0
Total Volume and Open Interest 3 702 -144
DJIA Index(CBOT)
Dec06 061214 12327 12440 12320 12420 +86 17,277 43,476 +55
Mar07 061226 12433 12501 12415 12494 +76 2,282 65,148 -245
Jun07 061226 12525 12591 12525 12591 +76 0 47 +0
Sep07 061226 12661 12661 12661 12661 +76 0 6 +0
Total Volume and Open Interest 2,282 65,201 -245
S & P 500(CME)
Mar07 061226 1421.00 1429.50 1420.80 1428.80 +8.50 19,300 600,797 -1,183
Jun07 061226 1436.50 1441.50 1436.50 1441.50 +8.70 154 13,429 +0
Sep07 061226 1454.50 1454.50 1454.50 1454.50 +8.50 16 10,821 -20
Dec07 061226 1466.00 1466.00 1466.00 1466.00 +8.50 14 1,751 +11
Total Volume and Open Interest 19,484 627,113 -1,192
S & P 500 E-Mini(Globex)
Mar07 061226 1421.00 1429.50 1420.50 1428.75 +8.50 599,004 1,481,561 -8,229
Jun07 061226 1437.25 1441.50 1437.25 1441.50 +8.75 393 12,459 +68
Total Volume and Open Interest 599,397 1,494,020 -8,161
NASDAQ 100(CME)
Mar07 061226 1766.00 1775.30 1764.00 1773.50 +9.50 4,669 44,828 +27
Jun07 061226 1795.00 1795.00 1795.00 1795.00 +9.50 0 20 +0
Sep07 061226 1816.50 1816.50 1816.50 1816.50 +9.50      
Total Volume and Open Interest 4,669 44,848 +27
NASDAQ 100 E-Mini(Globex)
Mar07 061226 1764.80 1775.30 1763.80 1773.50 +9.50 192,988 320,484 +14,050
Jun07 061226 1787.80 1795.00 1787.80 1795.00 +9.50 17 45 +8
Total Volume and Open Interest 193,005 320,529 +14,058
S & P Midcap 400(CME)
Mar07 061226 807.50 814.30 807.50 814.00 +7.60 79 7,436 -9
Jun07 061226 822.20 822.20 822.20 822.20 +7.60      
Sep07 061226 830.40 830.40 830.40 830.40 +7.60 0 4 +0
Total Volume and Open Interest 79 7,440 -9
Russell 2000(CME)
Mar07 061226 786.50 795.50 786.50 795.30 +11.30 439 24,081 +248
Jun07 061226 802.30 802.30 802.30 802.30 +11.30 0 1 +0
Sep07 061226 809.30 809.30 809.30 809.30 +11.30 0 8 +0
Total Volume and Open Interest 439 24,090 +248
Russell 2000 E-Mini(Globex)
Dec06 061215 794.20 798.20 793.40 796.10 +2.20 48,646 115,008 -38,634
Mar07 061226 785.00 795.60 784.50 795.30 +11.30 89,045 348,824 +2,320
Jun07 061226 797.20 802.30 797.20 802.30 +11.30 16 104 +1
Total Volume and Open Interest 89,061 348,928 +2,321
Value Line(KCBT)
Mar07 061226 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061226 17130 17260 17130 17260 +115      
Jun07 061226 17260 17260 17260 17260 +115      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 061226 17115 17210 17085 17185 +80 28,395 234,137 +1,387
Jun07 061226 17120 17120 17120 17120 +70 0 61 -10
Sep07 061226 17145 17145 17145 17145 +70      
Total Volume and Open Interest 28,395 234,625 +1,377
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 061226 441.30 441.30 432.00 433.90 -8.10 335 21,579 +108
Feb07 061226 439.00 439.00 439.00 439.00 -8.50      
Mar07 061226 447.00 447.00 447.00 447.00 -6.00      
Total Volume and Open Interest 335 21,579 +108
Reuters CRB Index(NYBOT)
Jan07 061226 396.00 396.00 394.25 394.25 -2.00 4 430 +0
Feb07 061226 395.25 395.25 395.25 395.25 -2.00 0 6 +0
Apr07 061226 399.00 399.00 396.25 396.25 -2.00 0 416 +0
Total Volume and Open Interest 4 952 +0
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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