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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 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061228 675.00 679.00 670.75 675.75 +6.25 13,435 27,503 -10,416
Mar07 061228 691.00 694.50 685.50 690.50 +5.25 25,477 207,902 +5,652
May07 061228 704.50 707.50 699.50 703.75 +5.50 2,089 46,500 +465
Jul07 061228 717.00 719.00 710.75 715.00 +4.50 2,109 31,257 +477
Aug07 061228 722.00 722.00 716.50 720.00 +4.50 11 1,665 -4
Sep07 061228 723.00 723.00 723.00 723.00 +5.00 7 438 +5
Nov07 061228 735.00 737.50 729.50 734.50 +6.25 1,503 65,753 +503
Total Volume and Open Interest 45,081 394,838 -3,212
Soybean Meal(CBOT)
Jan07 061228 191.50 191.50 187.80 188.70 +0.20 7,500 10,519 -2,856
Mar07 061228 195.80 196.30 193.20 194.40 +0.60 10,341 74,133 +818
May07 061228 198.00 199.20 196.50 197.90 +1.10 1,098 36,353 +17
Jul07 061228 201.70 202.30 199.50 200.80 +0.80 1,384 40,107 -11
Aug07 061228 203.00 203.50 200.90 202.00 +0.50 290 11,072 -41
Sep07 061228 204.00 205.20 202.30 203.30 +0.80 245 7,396 +67
Oct07 061228 205.30 205.50 203.00 204.00 +1.40 18 2,777 -13
Dec07 061228 207.50 208.30 205.60 206.50 +0.90 273 12,427 +18
Total Volume and Open Interest 21,149 195,690 -2,001
Soybean Oil(CBOT)
Jan07 061228 29.25 29.31 29.09 29.18 +0.32 8,913 11,764 -6,937
Mar07 061228 29.82 29.82 29.54 29.71 +0.33 13,866 143,193 +2,606
May07 061228 30.15 30.25 30.01 30.18 +0.30 3,229 42,619 +557
Jul07 061228 30.60 30.85 30.44 30.80 +0.49 1,869 28,723 +782
Aug07 061228 30.80 30.95 30.67 30.95 +0.48 618 5,764 +102
Sep07 061228 30.98 31.00 30.87 30.99 +0.34 424 3,046 +218
Oct07 061228 31.05 31.15 31.05 31.15 +0.40 1 3,500 +1
Dec07 061228 31.30 31.48 31.30 31.44 +0.44 562 22,883 +43
Total Volume and Open Interest 29,482 261,604 -2,628
Canola(WCE)
Jan07 061228 371.0 374.0 370.5 370.7 -0.3 3,239 3,696 -3,196
Mar07 061228 381.1 384.0 380.2 381.1 +0.1 8,501 58,602 +4,068
May07 061228 388.7 390.9 387.8 388.9 +0.2 444 7,068 +246
Jul07 061228 393.0 394.9 391.9 394.7 +1.9 1,618 11,030 +780
Total Volume and Open Interest 14,969 98,370 +1,777
Corn(CBOT)
Mar07 061228 390.50 392.00 386.75 388.50 +1.75 20,436 589,590 -2,539
May07 061228 398.00 400.00 395.00 396.25 +1.50 4,709 115,976 +2,059
Jul07 061228 402.00 404.50 399.25 401.00 +1.75 8,345 205,884 -1,981
Sep07 061228 385.00 386.00 382.50 385.50 +3.25 371 44,508 +342
Dec07 061228 374.00 375.00 371.75 373.75 +2.50 6,617 306,970 +1,621
Mar08 061228 378.00 379.50 377.00 379.00 +2.00 272 19,792 +85
Total Volume and Open Interest 41,604 1,390,260 -165
Wheat(CBOT)
Mar07 061228 512.00 512.00 502.50 504.25 -2.75 7,719 239,735 -433
May07 061228 516.00 517.00 509.50 510.00 -5.00 1,865 30,911 -443
Jul07 061228 499.50 501.50 495.00 497.00 -1.25 3,821 80,938 +1,086
Sep07 061228 503.00 503.00 498.00 498.00 -2.25 25 4,775 +4
Dec07 061228 509.00 510.00 506.00 509.50 -0.25 624 63,226 +397
Total Volume and Open Interest 14,168 440,018 +662
Wheat(KCBT)
Mar07 061228 515.00 518.00 508.50 512.25 +0.25 5,018 65,295 -142
May07 061228 519.50 522.50 515.00 515.75 -1.00 541 6,906 +94
Jul07 061228 506.50 509.00 501.50 506.50 +1.00 1,657 31,254 +501
Sep07 061228 509.00 511.00 506.00 509.75 -0.25 23 3,774 +2
Dec07 061228 518.00 518.00 514.00 518.00 +4.50 35 6,138 +22
Total Volume and Open Interest 7,275 116,377 +478
Wheat(MGE)
Mar07 061228 515.00 520.00 511.50 512.25 -0.75 2,663 27,281 -290
May07 061228 522.50 524.00 519.50 520.00 unch 122 3,899 -27
Jul07 061228 523.00 523.00 522.50 522.50 -1.75 23 1,782 -1
Sep07 061228 519.00 522.00 518.00 519.00 -3.00 122 5,115 +37
Dec07 061228 526.00 527.00 521.00 522.50 -1.25 90 8,289 -40
Total Volume and Open Interest 3,020 46,995 -321
Oats(CBOT)
Mar07 061228 278.75 279.00 276.50 277.75 +1.50 428 9,262 +179
May07 061228 281.50 283.00 281.50 282.25 +1.75 177 1,211 -27
Jul07 061228 279.00 283.00 279.00 282.50 +4.00 9 547 +9
Sep07 061228 253.00 253.00 253.00 253.00 -0.50 2 58 +0
Total Volume and Open Interest 776 14,497 +233
Rough Rice(CBOT)
Jan07 061228 10.20 10.22 10.15 10.15 -0.03 547 1,053 -357
Mar07 061228 10.48 10.52 10.43 10.45 -0.02 835 9,882 +857
May07 061228 10.73 10.73 10.71 10.71 -0.02 69 1,564 +38
Jul07 061228 10.85 10.85 10.81 10.81 -0.01 38 757 +14
Total Volume and Open Interest 1,713 14,862 +674
Live Cattle(CME)
Dec06 061228 89.400 89.700 88.875 89.675 +0.800 2,139 2,813 -1,338
Feb07 061228 92.600 92.875 92.000 92.550 +0.475 19,525 128,504 -1,289
Apr07 061228 93.900 94.200 93.550 93.875 +0.250 10,020 52,222 +3,649
Jun07 061228 89.800 89.975 89.500 89.750 +0.025 4,794 24,610 +1,924
Aug07 061228 88.500 88.900 88.300 88.700 +0.225 1,248 12,474 +153
Oct07 061228 90.600 91.050 90.600 90.800 unch 652 7,122 +257
Total Volume and Open Interest 39,263 233,236 +4,032
Feeder Cattle(CME)
Jan07 061228 98.750 99.450 98.700 99.300 +0.550 1,425 5,397 -195
Mar07 061228 96.500 98.200 96.400 97.850 +1.125 1,447 12,637 -5
Apr07 061228 98.050 98.700 97.700 98.650 +0.500 130 2,382 +15
May07 061228 98.550 99.600 98.550 99.375 +0.725 220 3,672 +44
Aug07 061228 102.050 102.750 102.000 102.750 +0.650 118 2,022 +27
Sep07 061228 101.400 102.600 101.400 102.000 +0.600 42 960 +15
Oct07 061228 101.800 101.800 101.800 101.800 +0.700 5 80 +4
Total Volume and Open Interest 3,387 27,150 -95
Lean Hogs(CME)
Feb07 061228 62.500 63.000 61.900 62.050 -0.425 6,926 89,300 -1,503
Apr07 061228 65.800 66.300 65.300 65.775 -0.250 3,847 39,131 +354
May07 061228 70.600 71.250 70.600 71.250 +0.125 56 3,033 +40
Jun07 061228 73.350 73.950 72.900 73.875 +0.350 1,751 22,271 +77
Jul07 061228 71.600 72.100 71.600 72.050 +0.450 424 7,110 +242
Aug07 061228 70.100 70.750 70.100 70.625 +0.325 237 4,031 +29
Oct07 061228 64.500 64.750 64.150 64.750 +0.025 225 5,400 +79
Dec07 061228 62.900 63.400 62.800 63.400 +0.150 283 3,445 +72
Total Volume and Open Interest 13,776 173,802 -589
Pork Bellies(CME)
Feb07 061228 92.700 93.000 92.500 92.950 +0.425 220 838 +26
Mar07 061228 93.300 93.300 93.300 93.300 -0.050 8 80 +2
May07 061228 93.250 93.250 93.100 93.100 +0.100 0 82 +0
Jul07 061228 93.100 93.100 93.100 93.100 unch 0 90 +0
Aug07 061228 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 228 1,098 +28
Class III Milk(CME)
Dec06 061228 13.46 13.49 13.46 13.48 -0.05 30 4,369 -1
Jan07 061228 13.17 13.20 13.15 13.16 +0.01 133 2,723 -13
Feb07 061228 13.30 13.32 13.25 13.32 +0.02 73 2,522 +8
Mar07 061228 13.45 13.45 13.40 13.42 +0.02 59 2,456 +20
Apr07 061228 13.71 13.71 13.71 13.71 +0.01 28 2,159 +11
Total Volume and Open Interest 547 28,249 +104
Cocoa(NYBOT)
Mar07 061228 1634 1648 1630 1634 -3 4,237 74,575 +76
May07 061228 1657 1668 1653 1656 -2 799 22,072 +250
Jul07 061228 1680 1685 1674 1674 -2 156 11,583 +53
Sep07 061228 1693 1693 1693 1693 -1 352 14,849 +10
Dec07 061228 1710 1723 1710 1712 -1 435 13,310 +295
Mar08 061228 1732 1738 1730 1730 -4 299 4,300 +194
May08 061228 1759 1759 1748 1753 -2 193 2,214 +82
Total Volume and Open Interest 6,521 145,518 +1,010
Coffee "C"(NYBOT)
Mar07 061228 128.70 129.75 124.50 125.00 -3.90 8,251 87,033 +722
May07 061228 132.00 132.70 127.50 127.95 -3.90 1,185 17,692 +302
Jul07 061228 134.60 135.50 130.70 130.70 -3.90 634 6,511 +277
Sep07 061228 137.10 137.60 133.30 133.30 -3.90 737 3,452 +170
Dec07 061228 140.25 140.60 136.35 136.35 -3.90 644 3,163 +34
Mar08 061228 143.00 143.50 139.20 139.20 -3.90 450 2,720 +247
Total Volume and Open Interest 12,288 127,303 +1,860
Orange Juice(NYBOT)
Jan07 061228 200.50 200.50 199.00 199.25 -1.40 872 2,294 -1,418
Mar07 061228 197.70 197.90 195.80 196.15 -1.25 1,659 19,196 +545
May07 061228 194.25 194.25 192.75 192.75 -1.55 247 1,944 -144
Jul07 061228 190.00 190.00 190.00 190.00 -1.70 42 595 +27
Sep07 061228 187.75 187.75 187.75 187.75 -1.00 3 241 +0
Total Volume and Open Interest 3,050 25,934 -812
Sugar #11(NYBOT)
Mar07 061228 11.81 11.97 11.80 11.86 +0.07 17,229 257,972 -91
May07 061228 11.72 11.87 11.72 11.78 +0.07 7,262 91,826 +135
Jul07 061228 11.38 11.50 11.38 11.43 +0.07 4,926 80,761 +1,640
Oct07 061228 11.51 11.61 11.51 11.55 +0.06 491 57,371 +131
Mar08 061228 11.93 11.99 11.92 11.97 +0.07 1,669 47,707 +297
Total Volume and Open Interest 32,424 573,746 +2,546
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061228 19.72 19.75 19.72 19.73 -0.02 42 3,747 +5
May07 061228 19.74 19.74 19.74 19.74 -0.01 15 2,598 +3
Jul07 061228 19.90 19.90 19.89 19.90 -0.05 9 2,333 +0
Sep07 061228 19.85 19.85 19.85 19.85 -0.10 5 1,808 +3
Total Volume and Open Interest 76 12,150 +12
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061228 890 896 882 884 -5 4,967 69,990 +69,990
May07 061228 900 902 894 894 -5 1,625 28,983 +28,983
Jul07 061228 910 913 903 903 -5 875 24,791 +24,791
Sep07 061228 917 918 912 912 -6 175 25,595 +25,595
Dec07 061228 920 926 918 918 -6 536 20,951 +20,951
Mar08 061228 935 936 930 930 -6 436 6,953 +6,953
Total Volume and Open Interest 8,814 179,476 -167
London Coffee(LCE)
Jan07 061228 1597.00 1606.00 1587.00 1604.00 +13.00 5,972 15,609 +15,609
Mar07 061228 1605.00 1615.00 1590.00 1611.00 +6.00 9,825 74,812 +74,812
May07 061228 1590.00 1594.00 1577.00 1586.00 +1.00 2,752 20,490 +20,490
Jul07 061228 1573.00 1574.00 1564.00 1571.00 +1.00 89 6,678 +6,678
Sep07 061228 1556.00 1559.00 1546.00 1552.00 unch 112 4,305 +4,305
Nov07 061228 1535.00 1535.00 1527.00 1527.00 -3.00 0 2,255 +2,255
Total Volume and Open Interest 18,780 127,094 +2,395
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061228 343.90 347.00 343.20 344.90 +0.70 2,016 23,546 +23,546
May07 061228 339.50 341.60 338.60 340.40 +0.90 188 16,098 +16,098
Aug07 061228 332.70 333.40 331.70 332.40 +0.70 77 6,038 +6,038
Oct07 061228 326.00 327.50 325.00 326.90 +1.70 33 3,698 +3,698
Total Volume and Open Interest 2,324 53,505 -1,281
Cotton(NYBOT)
Mar07 061228 56.55 56.98 56.45 56.96 +0.58 8,006 111,839 -322
May07 061228 57.05 57.50 57.00 57.48 +0.49 3,035 23,806 +1,245
Jul07 061228 57.80 58.00 57.70 57.98 +0.48 349 12,570 +80
Oct07 061228 59.45 59.45 59.45 59.45 +0.12 14 172 -1
Dec07 061228 60.60 60.70 60.50 60.55 +0.19 413 19,425 +139
Mar08 061228 62.45 62.45 62.45 62.45 +0.15 0 1,559 +0
Total Volume and Open Interest 11,817 169,960 +1,141
Lumber(CME)
Jan07 061228 269.2 270.0 266.3 268.3 -1.9 189 1,727 -100
Mar07 061228 288.9 289.0 283.7 285.0 -2.8 604 4,156 +44
May07 061228 302.2 303.3 300.1 301.6 -2.0 70 459 +16
Jul07 061228 312.0 312.0 311.3 311.6 -0.5 6 108 +3
Total Volume and Open Interest 874 6,502 -32
Crude Oil(NYM)
Feb07 061228 60.58 60.85 60.05 60.53 +0.19 108,794 298,925 -1,142
Mar07 061228 61.85 62.03 61.35 61.78 +0.22 39,458 138,223 +1,714
Apr07 061228 62.50 62.95 62.35 62.63 +0.19 13,109 56,139 +163
May07 061228 63.40 63.40 63.23 63.30 +0.17 5,476 42,295 -50
Jun07 061228 64.10 64.10 63.85 63.88 +0.16 7,343 75,454 -628
Jul07 061228 64.45 64.45 64.38 64.38 +0.15 1,261 22,434 +301
Aug07 061228 64.95 64.95 64.83 64.83 +0.14 972 16,836 -96
Sep07 061228 65.40 65.40 65.25 65.25 +0.13 1,880 26,582 +925
Oct07 061228 65.60 65.60 65.60 65.60 +0.12 1,908 15,877 +198
Nov07 061228 65.90 65.91 65.90 65.91 +0.11 231 12,604 -85
Dec07 061228 66.00 66.22 65.85 66.17 +0.10 4,561 134,970 +482
Jan08 061228 66.40 66.40 66.40 66.40 +0.08 1,665 24,540 +711
Feb08 061228 66.57 66.57 66.57 66.57 +0.06 315 10,170 +140
Mar08 061228 66.70 66.70 66.70 66.70 +0.04 50 16,293 +50
Apr08 061228 66.82 66.82 66.82 66.82 +0.02 610 14,518 +200
May08 061228 66.92 66.92 66.92 66.92 +0.01 0 6,352 +0
Total Volume and Open Interest 196,804 1,184,793 +4,900
Heating Oil(NYM)
Jan07 061228 161.90 162.80 160.80 162.31 +1.43 18,956 12,104 -5,808
Feb07 061228 166.30 166.50 164.00 165.61 +0.33 24,029 87,925 +3,202
Mar07 061228 170.00 170.00 168.00 169.26 +0.28 7,873 43,200 +1,433
Apr07 061228 171.50 172.75 171.00 171.41 +0.43 3,275 16,315 +598
May07 061228 173.50 173.75 172.76 172.76 +0.43 1,444 8,043 +29
Jun07 061228 174.00 175.25 174.00 174.11 +0.48 2,242 18,270 -13
Jul07 061228 175.75 177.00 175.75 175.81 +0.53 327 5,451 +190
Aug07 061228 177.75 179.35 177.75 178.16 +0.53 185 2,307 +32
Sep07 061228 181.00 181.50 180.81 180.81 +0.53 1,118 5,771 +216
Oct07 061228 184.50 184.50 183.51 183.51 +0.53 23 1,806 +23
Nov07 061228 187.50 187.50 186.46 186.46 +0.53 23 1,151 +19
Dec07 061228 189.51 189.51 189.51 189.51 +0.53 777 9,792 -81
Total Volume and Open Interest 60,560 219,527 -104
Unleaded Gas(NYM)
Jan07 061228 158.00 159.00 157.00 158.21 -0.54 372 466 -210
Total Volume and Open Interest 372 466 -210
RBOB Gasoline(NYMEX)
Jan07 061228 159.35 160.75 157.25 159.80 +0.91 13,544 14,161 -4,562
Feb07 061228 160.00 161.25 157.75 159.83 +0.42 18,471 51,332 +5,381
Mar07 061228 163.40 165.10 161.75 163.83 +0.47 4,983 26,788 -85
Apr07 061228 178.16 179.56 176.57 178.14 +0.29 1,573 13,761 +350
May07 061228 182.20 182.20 181.50 181.50 +0.40 385 12,196 +32
Jun07 061228 183.70 185.25 182.80 184.13 +0.67 474 6,359 -73
Jul07 061228 186.50 186.50 185.53 185.53 +0.67 257 5,453 +121
Aug07 061228 186.20 186.20 186.20 186.20 +0.30 18 2,772 +2
Sep07 061228 185.90 185.90 185.90 185.90 +0.40 288 8,072 +252
Oct07 061228 173.93 173.93 173.93 173.93 -0.17 4 1,152 +2
Total Volume and Open Interest 40,002 143,582 +3,572
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061227 158.89 158.89 158.89 158.89 +1.73      
Feb07 061228 159.83 159.83 159.83 159.83 +0.42 0 1 +0
Mar07 061228 163.83 163.83 163.83 163.83 +0.47      
Apr07 061228 178.63 178.63 178.63 178.63 +0.77      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb07 061228 6.320 6.365 6.200 6.248 +0.106 24,556 80,865 +3,053
Mar07 061228 6.430 6.455 6.325 6.392 +0.135 11,926 129,720 +2,211
Apr07 061228 6.530 6.530 6.430 6.482 +0.125 11,309 96,562 -1,253
May07 061228 6.625 6.635 6.530 6.582 +0.125 5,738 48,252 +1,012
Jun07 061228 6.715 6.730 6.625 6.697 +0.120 2,716 15,155 +343
Jul07 061228 6.870 6.870 6.800 6.817 +0.115 1,397 13,848 +666
Aug07 061228 6.910 6.940 6.880 6.930 +0.115 1,397 15,708 +473
Sep07 061228 6.960 7.020 6.940 7.005 +0.120 1,884 15,781 +698
Oct07 061228 7.100 7.190 7.080 7.150 +0.125 1,766 39,576 +308
Nov07 061228 7.800 7.825 7.800 7.825 +0.125 177 22,297 +19
Dec07 061228 8.490 8.490 8.400 8.440 +0.125 321 34,154 +269
Jan08 061228 8.780 8.780 8.730 8.750 +0.115 869 30,469 +334
Feb08 061228 8.760 8.765 8.760 8.765 +0.115 167 16,215 +11
Mar08 061228 8.610 8.610 8.560 8.560 +0.115 658 38,596 +15
Apr08 061228 7.490 7.490 7.430 7.460 +0.085 383 27,115 -84
May08 061228 7.330 7.355 7.330 7.355 +0.075 583 13,295 -308
Total Volume and Open Interest 106,971 869,562 -7,260
Brent Crude Oil(ICE)
Feb07 061228 60.50 60.96 60.21 60.67 +0.15 42,674 129,102 -9,257
Mar07 061228 61.34 61.90 61.16 61.63 +0.16 26,166 136,621 -563
Apr07 061228 62.46 62.72 61.99 62.44 +0.13 9,250 39,970 +3,900
May07 061228 63.09 63.29 62.60 63.01 +0.08 1,280 21,073 +105
Jun07 061228 63.66 63.67 63.14 63.52 +0.03 1,528 43,914 -205
Jul07 061228 64.00 64.15 63.97 63.97 +0.01 283 13,995 +142
Aug07 061228 64.35 64.35 64.35 64.35 -0.03 24 6,632 +25
Sep07 061228 64.71 64.71 64.71 64.71 -0.07 0 14,167 +0
Oct07 061228 65.04 65.04 65.04 65.04 -0.12 0 9,161 +0
Nov07 061228 65.33 65.33 65.33 65.33 -0.15 0 15,165 +0
Dec07 061228 65.79 65.87 65.30 65.60 -0.16 2,596 44,285 +941
Jan08 061228 66.05 66.05 65.82 65.82 -0.16 0 7,145 -45
Feb08 061228 66.25 66.25 66.01 66.01 -0.16 0 1,023 +0
Mar08 061228 66.40 66.40 66.16 66.16 -0.17 0 2,279 +0
Total Volume and Open Interest 89,155 555,009 -4,552
Gas Oil(ICE)
Jan07 061228 521.00 524.00 516.50 520.50 -4.25 19,717 60,566 -4,854
Feb07 061228 526.25 529.75 522.50 526.50 -3.75 15,686 78,331 -593
Mar07 061228 535.25 536.00 530.00 532.75 -4.25 5,466 36,185 +487
Apr07 061228 541.25 542.00 537.25 539.00 -4.25 2,386 16,453 +426
May07 061228 547.50 547.75 543.50 545.50 -4.00 1,023 14,871 -146
Jun07 061228 554.25 554.50 550.75 552.00 -4.00 1,743 37,035 +177
Jul07 061228 559.50 559.50 559.50 559.50 -4.00 0 9,774 +100
Aug07 061228 567.25 567.25 566.75 566.75 -4.00 0 2,591 +25
Sep07 061228 572.25 572.25 572.25 572.25 -3.75 0 8,114 +0
Oct07 061228 577.50 577.50 577.50 577.50 -4.00 393 2,453 +393
Total Volume and Open Interest 47,510 314,026 -3,280
US Dollar Index(NYBOT)
Mar07 061228 83.70 83.79 83.27 83.56 -0.13 2,900 25,725 -2,040
Jun07 061228 83.25 83.31 83.25 83.31 -0.13 1 2,022 +0
Sep07 061228 83.06 83.06 83.06 83.06 -0.13 0 37 +0
Total Volume and Open Interest 2,901 27,784 -2,040
Australian Dollar(CME)
Mar07 061228 78.72 78.99 78.61 78.75 +0.49 2,773 127,740 -439
Jun07 061228 78.53 78.53 78.53 78.53 +0.49 0 225 +0
Sep07 061228 78.27 78.27 78.27 78.27 +0.49 0 61 +0
Total Volume and Open Interest 2,773 128,293 -439
British Pound(CME)
Mar07 061228 196.42 196.85 195.92 196.33 +0.64 1,372 135,371 -4,744
Jun07 061228 196.28 196.28 196.28 196.28 +0.64 0 218 +61
Sep07 061228 196.23 196.23 196.23 196.23 +0.64 0 13 -1
Total Volume and Open Interest 1,372 135,605 -4,684
Canadian Dollar(CME)
Mar07 061228 86.46 86.53 86.33 86.36 +0.01 6,784 134,017 -589
Jun07 061228 86.72 86.72 86.60 86.60 +0.01 1,123 2,691 +1,127
Sep07 061228 87.00 87.00 86.84 86.84 +0.01 0 632 +1
Dec07 061228 87.24 87.24 87.08 87.08 +0.01 8 166 +8
Total Volume and Open Interest 7,915 137,510 +547
Japanese Yen(CME)
Mar07 061228 84.94 85.15 84.87 84.95 -0.20 2,375 247,930 -10,729
Jun07 061228 85.80 85.95 85.80 85.95 -0.20 1,122 5,096 +1,112
Sep07 061228 86.88 86.88 86.88 86.88 -0.20 0 5 +0
Total Volume and Open Interest 3,497 253,147 -9,617
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061228 82.62 82.71 82.36 82.40 +0.22 1,949 65,411 +8,638
Jun07 061228 83.03 83.03 83.03 83.03 +0.22 0 180 -5
Total Volume and Open Interest 1,949 65,683 +8,633
EuroFX(CME)
Mar07 061228 132.20 132.47 131.83 131.93 +0.22 4,983 187,048 +2,061
Jun07 061228 132.39 132.39 132.39 132.39 +0.22 5 1,272 +5
Sep07 061228 132.77 132.77 132.77 132.77 +0.22 0 304 +0
Total Volume and Open Interest 4,988 188,822 +2,067
Mexican Peso(CME)
Jan07 061228 9205.0 9205.0 9205.0 9205.0 +43.0      
Feb07 061228 9190.0 9190.0 9190.0 9190.0 +43.0      
Total Volume and Open Interest 2,769 95,292 -229
30-Year T-Bonds(CBOT)
Mar07 061228 111~29 112~05 111~04 111~17 -0~12 126,761 743,748 -334
Jun07 061228 111~28 111~30 111~05 111~14 -0~13 14 5,192 +3
Sep07 061228 111~14 111~14 111~14 111~14 -0~13 0 2 +0
Total Volume and Open Interest 126,776 748,971 -331
10-Year T-Notes(CBOT)
Mar07 061228 107~275 108~010 107~125 107~190 -0~085 405,971 2,154,639 +25,730
Jun07 061228 107~300 107~300 107~145 107~195 -0~090 520 21,232 +315
Total Volume and Open Interest 406,491 2,175,871 +26,045
5-Year T-Notes(CBOT)
Mar07 061228 105~100 105~125 104~315 105~040 -0~060 175,254 0 +0
Jun07 061228 105~085 105~085 105~085 105~085 -0~065 0 603 +0
Total Volume and Open Interest 175,546 603 -2,356
2 Year T-Notes(CBOT)
Mar07 061228 102~016 102~020 101~125 102~006 -0~007 4,965 697,822 -1,523
Total Volume and Open Interest 5,063 704,180 -1,965
Eurodollars(CME)
Mar07 061228 94.690 94.700 94.675 94.680 -0.005 19,435 1,335,854 -5,212
Jun07 061228 94.815 94.835 94.755 94.780 -0.025 14,181 1,351,302 +2,630
Sep07 061228 94.985 95.005 94.895 94.935 -0.035 21,722 1,289,767 +20,615
Dec07 061228 95.125 95.145 95.030 95.070 -0.040 11,267 1,271,069 +6,997
Mar08 061228 95.190 95.205 95.090 95.135 -0.040 17,212 872,931 +15,202
Jun08 061228 95.210 95.230 95.135 95.160 -0.040 8,568 698,140 +1,762
Sep08 061228 95.220 95.240 95.145 95.170 -0.040 24,588 509,923 +16,173
Dec08 061228 95.210 95.230 95.130 95.160 -0.040 5,330 355,682 +1,040
Mar09 061228 95.200 95.210 95.125 95.155 -0.035 8,106 343,920 +1,479
Jun09 061228 95.170 95.180 95.100 95.125 -0.035 4,909 265,267 -1,053
Sep09 061228 95.140 95.155 95.070 95.095 -0.035 4,152 183,879 +286
Dec09 061228 95.100 95.120 95.030 95.055 -0.035 5,950 139,431 -601
Mar10 061228 95.075 95.095 95.005 95.030 -0.035 5,371 119,271 -1,557
Jun10 061228 95.065 95.065 94.975 95.000 -0.035 3,949 93,319 +649
Sep10 061228 95.015 95.035 94.945 94.970 -0.035 6,758 90,758 +4,106
Dec10 061228 94.980 95.000 94.910 94.935 -0.035 4,084 93,850 +2,655
Mar11 061228 94.980 94.980 94.890 94.915 -0.035 3,669 68,788 +88
Jun11 061228 94.955 94.955 94.865 94.890 -0.035 1,913 62,893 +749
Total Volume and Open Interest 176,480 9,372,207 +69,249
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061228 99.32 99.32 99.32 99.32 -0.02 0 15,406 -5
Jun07 061228 99.21 99.21 99.21 99.21 -0.01 0 8,492 -105
Sep07 061228 99.10 99.10 99.10 99.10 -0.01 2 3,814 -188
Dec07 061228 99.01 99.01 99.01 99.01 unch 2 7,553 +2
Mar08 061228 98.93 98.93 98.93 98.93 unch 0 3,659 +0
Jun08 061228 98.83 98.83 98.83 98.83 -0.02 0 623 +0
Sep08 061228 98.75 98.75 98.75 98.75 -0.01 0 226 +0
Dec08 061228 98.67 98.67 98.67 98.67 -0.01 0 6 +0
Mar09 061228 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 4 39,799 -296
3-Mth Euro-Yen(SIMEX)
Mar07 061228 99.32 99.33 99.32 99.33 unch 3,812 84,618 +3,079
Jun07 061228 99.21 99.23 99.21 99.22 unch 1,634 48,486 +519
Sep07 061228 99.10 99.11 99.09 99.11 +0.01 1,601 36,088 +530
Dec07 061228 99.00 99.02 99.00 99.02 +0.01 1,665 43,514 -795
Mar08 061228 98.91 98.93 98.90 98.93 +0.01 191 31,766 +0
Jun08 061228 98.85 98.85 98.85 98.85 unch 121 7,613 -32
Sep08 061228 98.77 98.77 98.77 98.77 +0.01 373 2,024 -19
Dec08 061228 98.69 98.69 98.69 98.69 +0.01 8 269 +6
Total Volume and Open Interest 9,405 255,955 +3,288
German Euro-Bund(EUREX)
Mar07 061227 116.47 116.73 116.21 116.33 -0.29 558,656 1,351,201 -55,447
Jun07 061228 115.76 115.83 115.47 115.60 -0.24 1,586 11,708 +1,498
Sep07 061228 115.81 115.81 115.81 115.81 -0.25 200 0 +0
Total Volume and Open Interest 389,341 1,364,825 +3,414
German Euro-Bobl(EUREX)
Mar07 061228 108.84 108.97 108.77 108.81 -0.11 191,800 931,350 +14,495
Jun07 061228 108.53 108.53 108.44 108.44 -0.15 0 304 +0
Sep07 061228 109.70 109.70 109.70 109.70 -0.11 56 0 +0
Total Volume and Open Interest 191,856 931,654 +14,495
Long Gilt(LIFFE)
Mar07 061228 107~19 107~31 107~19 107~26 -0~01 26,129 282,879 +282,879
Jun07 061228 109~21 109~21 109~21 109~21 -0~01 0 28 +28
Total Volume and Open Interest 26,794 282,907 -12,680
3-Mth Short Sterling(LIFFE)
Mar07 061228 94.53 94.53 94.53 94.53 +0.01 24,259 479,263 +479,263
Jun07 061228 94.48 94.48 94.48 94.48 +0.04 30,469 437,046 +437,046
Sep07 061228 94.47 94.47 94.47 94.47 +0.05 27,323 397,874 +397,874
Total Volume and Open Interest 134,355 2,231,284 +8,101
3-Mth Euribor(LIFFE)
Mar07 061228 96.095 96.100 96.080 96.085 -0.010 81,573 774,704 -5,080
Jun07 061228 95.955 95.975 95.940 95.945 -0.010 47,103 635,029 -3,457
Sep07 061228 95.895 95.930 95.895 95.900 -0.010 38,900 581,516 -1,798
Total Volume and Open Interest 287,836 3,387,409 -4,195
3-Mth Aus T-Bills(SFE)
Mar07 061228 93.48 93.49 93.47 93.48 -0.02 5,585 201,366 +201,366
Jun07 061228 93.45 93.45 93.43 93.44 -0.04 10,232 201,577 +201,577
Sep07 061228 93.48 93.48 93.45 93.46 -0.05 4,689 63,531 +63,531
Dec07 061228 93.50 93.50 93.47 93.47 -0.06 1,290 48,989 +48,989
Mar08 061228 93.52 93.52 93.47 93.48 -0.06 106 28,562 +28,562
Jun08 061228 93.52 93.52 93.49 93.50 -0.05 37 24,671 +24,671
Sep08 061228 93.53 93.53 93.50 93.50 -0.06 138 17,170 +17,170
Dec08 061228 93.53 93.53 93.51 93.51 -0.06 101 6,300 +6,300
Mar09 061228 93.51 93.51 93.51 93.51 -0.07 0 1,721 +1,721
Jun09 061228 93.51 93.51 93.51 93.51 -0.07 0 2,090 +2,090
Total Volume and Open Interest 22,178 596,405 +596,405
10-Year Aus T-Bonds(SFE)
Mar07 061228 94.15 94.15 94.11 94.12 -0.06 7,563 403,609 +403,609
Jun07 061228 94.12 94.12 94.12 94.12 -0.06      
Total Volume and Open Interest 7,563 403,609 +403,609
3-Year Aus T-Bonds(SFE)
Mar07 061228 93.94 93.95 93.92 93.93 -0.05 23,073 421,412 +421,412
Jun07 061228 93.93 93.93 93.93 93.93 -0.05      
Total Volume and Open Interest 23,073 421,412 +421,412
Gold(CMX)
Feb07 061228 633.5 638.0 633.5 636.9 +6.6 22,880 192,007 -1,172
Apr07 061228 640.0 644.5 640.0 643.2 +6.6 2,061 31,037 +418
Jun07 061228 647.5 651.0 647.2 649.3 +6.6 681 25,159 -144
Aug07 061228 653.0 655.4 653.0 655.4 +6.7 46 3,800 +4
Oct07 061228 661.4 661.4 661.4 661.4 +6.8 200 17,817 +200
Dec07 061228 665.5 667.4 665.5 667.4 +6.9 410 39,155 +262
Feb08 061228 673.2 673.2 673.2 673.2 +7.0 0 2,186 +0
Apr08 061228 679.0 679.0 679.0 679.0 +7.1 0 1,883 +0
Jun08 061228 684.8 684.8 684.8 684.8 +7.2 0 3,861 +0
Aug08 061228 690.6 690.6 690.6 690.6 +7.3 0 251 +0
Oct08 061228 696.4 696.4 696.4 696.4 +7.4 0 600 +0
Dec08 061228 702.1 702.1 702.1 702.1 +7.4 0 9,053 +0
Total Volume and Open Interest 26,281 339,944 -529
Silver(CMX)
Mar07 061228 1295.0 1299.0 1287.0 1294.0 +1.5 7,499 61,169 -900
May07 061228 1310.0 1310.0 1305.8 1305.8 +1.8 397 6,087 +297
Jul07 061228 1322.0 1327.0 1315.0 1317.3 +2.3 287 10,793 +213
Sep07 061228 1328.0 1328.0 1328.0 1328.0 +2.7 236 4,181 +200
Dec07 061228 1350.0 1350.0 1339.5 1341.5 +3.0 971 12,622 +188
Mar08 061228 1354.2 1354.2 1354.2 1354.2 +4.4 3 211 -1
May08 061228 1361.9 1361.9 1361.9 1361.9 +5.1      
Total Volume and Open Interest 9,417 101,102 -39
Platinum(NYM)
Jan07 061228 1119.5 1121.5 1110.0 1116.2 +0.5 2,097 1,400 -1,001
Apr07 061228 1135.0 1135.0 1120.5 1124.7 unch 2,273 7,108 +983
Jul07 061228 1129.7 1129.7 1129.7 1129.7 unch 2 25 +2
Oct07 061228 1134.7 1134.7 1134.7 1134.7 unch      
Total Volume and Open Interest 4,372 8,533 -16
Palladium(NYME)
Mar07 061228 326.25 329.00 326.25 327.95 -0.95 467 11,322 +135
Jun07 061228 334.50 334.50 332.95 332.95 -0.95 0 47 +0
Sep07 061228 337.95 337.95 337.95 337.95 -0.95 0 54 +0
Total Volume and Open Interest 467 11,463 +131
Copper(CMX)
Mar07 061228 289.50 290.20 288.25 289.50 -1.90 5,787 47,663 +109
May07 061228 290.00 291.00 290.00 291.00 -1.90 455 5,134 +105
Jul07 061228 290.50 291.50 290.50 291.25 -1.90 124 1,838 -22
Sep07 061228 291.00 291.00 291.00 291.00 -1.90 114 1,151 -33
Dec07 061228 288.00 288.50 288.00 288.50 -1.90 22 1,497 +12
Total Volume and Open Interest 8,227 67,278 -72
Aluminum(CMX)
Jan07 061228 127.00 127.00 126.10 126.10 -0.90 1 158 +1
Feb07 061228 127.00 127.00 127.00 127.00 unch 0 40 +0
Mar07 061228 129.00 129.00 126.00 126.00 unch 0 40 +0
Apr07 061228 125.00 125.00 125.00 125.00 unch 0 40 +0
May07 061228 124.00 124.00 124.00 124.00 unch 0 40 +0
Jun07 061228 123.00 123.00 123.00 123.00 unch 0 40 +0
Total Volume and Open Interest 3 688 +3
DJIA Index(CBOT)
Dec06 061214 12327 12440 12320 12420 +86 17,277 43,476 +55
Mar07 061228 12580 12608 12550 12574 -13 2,181 65,188 -56
Jun07 061228 12675 12680 12671 12671 -13 0 47 +0
Sep07 061228 12741 12741 12741 12741 -13 0 6 +0
Total Volume and Open Interest 2,181 65,241 -56
S & P 500(CME)
Mar07 061228 1436.20 1438.00 1432.00 1433.80 -3.30 19,205 604,897 +4,281
Jun07 061228 1448.20 1448.20 1446.50 1446.50 -3.40 1,457 13,537 +50
Sep07 061228 1459.90 1459.90 1459.90 1459.90 -3.30 1,189 11,080 +262
Dec07 061228 1471.70 1471.70 1471.70 1471.70 -3.20 0 1,742 +0
Total Volume and Open Interest 21,851 631,571 +4,593
S & P 500 E-Mini(Globex)
Mar07 061228 1437.00 1438.00 1432.00 1433.75 -3.25 429,427 1,499,672 +22,585
Jun07 061228 1449.25 1450.50 1445.25 1446.50 -3.50 67 12,520 +1
Total Volume and Open Interest 429,494 1,512,192 +22,586
NASDAQ 100(CME)
Mar07 061228 1775.50 1783.50 1769.50 1774.50 -4.80 3,358 46,122 +1,258
Jun07 061228 1796.00 1796.00 1796.00 1796.00 -4.80 0 20 +0
Sep07 061228 1817.50 1817.50 1817.50 1817.50 -4.80      
Total Volume and Open Interest 3,358 46,142 +1,258
NASDAQ 100 E-Mini(Globex)
Mar07 061228 1779.50 1783.50 1770.00 1774.50 -4.80 131,270 319,139 -1,713
Jun07 061228 1794.80 1802.50 1794.80 1796.00 -4.80 0 47 +0
Total Volume and Open Interest 131,270 319,186 -1,713
S & P Midcap 400(CME)
Mar07 061228 819.40 819.75 816.00 816.80 -2.60 237 7,502 -3
Jun07 061228 825.00 825.00 825.00 825.00 -2.60      
Sep07 061228 833.20 833.20 833.20 833.20 -2.60      
Total Volume and Open Interest 237 7,502 -3
Russell 2000(CME)
Mar07 061228 803.00 804.50 799.70 801.00 -3.20 238 24,082 +11
Jun07 061228 808.00 808.00 808.00 808.00 -3.20 0 1 +0
Sep07 061228 815.00 815.00 815.00 815.00 -3.20 0 8 +0
Total Volume and Open Interest 238 24,091 +11
Russell 2000 E-Mini(Globex)
Dec06 061215 794.20 798.20 793.40 796.10 +2.20 48,646 115,008 -38,634
Mar07 061228 804.30 805.90 799.40 801.00 -3.20 86,547 354,504 +5,725
Jun07 061228 810.00 811.00 807.50 808.00 -3.20 50 108 +0
Total Volume and Open Interest 86,597 354,612 +5,725
Value Line(KCBT)
Mar07 061228 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 061228 17295 17315 17180 17240 -20 300 232,861 +716
Jun07 061228 17170 17175 17170 17175 unch 10 42 +0
Sep07 061228 17200 17200 17200 17200 unch      
Total Volume and Open Interest 310 233,329 +716
CAC 40(EURONEXT)
Dec06 061215 5525.5 5542.0 5513.5 5541.0 +32.0 133,480 393,195 -63,302
Jan07 061228 5562.5 5565.0 5533.0 5547.0 -5.0 46,611 400,239 +400,239
Feb07 061228 5572.0 5575.0 5551.5 5562.0 -5.0 485 15,176 +15,176
Total Volume and Open Interest 47,238 466,297 +19,373
Hang Seng Index(HKFE)
Dec06 061227 19537 19730 19512 19724 +386 60,851 101,762 -19,540
Jan07 061228 19928 20140 19825 20111 +301 55,016 47,632 +0
Total Volume and Open Interest 126,049 153,027 +0
DAX(EUREX)
Mar07 061228 6676.5 6679.0 6651.5 6665.5 +1.5 69,928 217,536 -1,613
Jun07 061228 6733.5 6740.5 6718.0 6729.5 +1.5 1,343 9,384 -290
Sep07 061228 6806.5 6813.0 6790.5 6802.0 +2.0 721 2,568 +96
Total Volume and Open Interest 71,992 229,488 -1,807
FT-SE 100(EURONEXT)
Mar07 061228 6275.00 6276.00 6242.50 6251.00 -7.50 35,480 480,288 +480,288
Jun07 061228 6283.00 6283.00 6273.50 6274.50 -7.50 7 9,370 +9,370
Sep07 061228 6307.00 6307.00 6307.00 6307.00 -7.50 0 519 +519
Total Volume and Open Interest 35,487 490,177 +3,726
SPI 200(SFE)
Dec06 061221 5585.0 5623.0 5576.0 5615.0 +27.0 72,219 139,086 -90,687
Mar07 061228 5674.0 5677.0 5651.0 5654.0 +6.0 4,938 250,139 +250,139
Jun07 061228 5690.0 5690.0 5690.0 5690.0 +6.0 11 4,780 +4,780
Total Volume and Open Interest 4,953 259,972 -2,940
GSCI(CME)
Jan07 061228 432.40 433.30 430.70 432.20 +1.60 215 22,019 +61
Feb07 061228 438.00 438.00 438.00 438.00 +1.50      
Mar07 061228 443.60 443.60 443.60 443.60 +0.10      
Total Volume and Open Interest 215 22,019 +61
Reuters CRB Index(NYBOT)
Jan07 061228 395.00 395.50 395.00 395.50 +1.35 12 424 -6
Feb07 061228 396.60 396.60 396.60 396.60 +1.35 0 6 +0
Apr07 061228 399.50 400.00 397.50 397.50 +0.70 5 419 +2
Total Volume and Open Interest 17 949 -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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