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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 January 02, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061229 675.00 685.00 673.00 683.50 +7.75 18,561 19,255 -8,248
Mar07 061229 690.50 698.50 687.00 697.25 +6.75 32,660 215,866 +7,964
May07 061229 703.00 710.00 701.00 709.50 +5.75 2,548 47,286 +786
Jul07 061229 716.00 722.00 712.50 720.50 +5.50 3,815 31,776 +519
Aug07 061229 720.50 725.00 720.00 725.00 +5.00 55 1,679 +14
Sep07 061229 732.00 732.00 732.00 732.00 +9.00 0 438 +0
Nov07 061229 734.00 742.00 731.00 740.00 +5.50 4,342 66,609 +856
Total Volume and Open Interest 62,918 397,166 +2,328
Soybean Meal(CBOT)
Jan07 061229 189.50 192.00 187.70 191.90 +3.20 8,394 6,159 -4,360
Mar07 061229 194.80 197.50 193.50 196.90 +2.50 14,104 75,900 +1,767
May07 061229 198.40 200.00 197.20 199.70 +1.80 2,615 36,666 +313
Jul07 061229 201.20 203.50 200.50 203.50 +2.70 2,203 39,657 -450
Aug07 061229 202.00 204.20 202.00 203.70 +1.70 493 11,143 +71
Sep07 061229 205.00 206.00 203.50 205.70 +2.40 181 7,362 -34
Oct07 061229 206.00 206.50 205.00 206.00 +2.00 67 2,822 +45
Dec07 061229 207.50 209.50 207.00 208.70 +2.20 656 12,406 -21
Total Volume and Open Interest 28,713 193,021 -2,669
Soybean Oil(CBOT)
Jan07 061229 29.25 29.40 28.97 29.26 +0.08 8,065 6,628 -5,136
Mar07 061229 29.80 29.85 29.46 29.70 -0.01 13,924 144,827 +1,634
May07 061229 30.20 30.20 29.95 30.14 -0.04 1,706 42,954 +335
Jul07 061229 30.85 30.85 30.40 30.69 -0.11 1,504 29,504 +781
Aug07 061229 30.62 30.85 30.62 30.85 -0.10 20 5,811 +47
Sep07 061229 30.85 31.05 30.85 31.05 +0.06 81 2,931 -115
Oct07 061229 31.05 31.25 31.05 31.25 +0.10 92 3,486 -14
Dec07 061229 31.50 31.50 31.25 31.38 -0.06 1,780 22,597 -286
Total Volume and Open Interest 27,175 258,853 -2,751
Canola(WCE)
Jan07 070102 373.8 373.8 372.5 372.5 +0.5 2,456 1,415 +0
Mar07 070102 379.2 384.1 378.6 382.0 +1.6 7,512 60,019 +0
May07 070102 390.0 390.0 388.5 389.3 +1.6 468 7,112 +0
Jul07 070102 391.0 395.8 391.0 395.6 +3.0 608 11,345 +0
Total Volume and Open Interest 12,040 97,924 -446
Corn(CBOT)
Mar07 061229 390.50 391.00 387.50 390.25 +1.75 21,702 593,238 +3,648
May07 061229 398.50 399.50 395.50 398.50 +2.25 5,004 116,691 +715
Jul07 061229 403.50 404.50 400.00 402.50 +1.50 9,794 203,594 -2,290
Sep07 061229 386.00 387.00 384.00 386.50 +1.00 1,177 44,610 +102
Dec07 061229 374.50 375.00 372.50 374.75 +1.00 5,441 308,169 +1,199
Mar08 061229 378.50 380.00 377.75 379.75 +0.75 340 19,997 +205
Total Volume and Open Interest 45,925 1,395,323 +5,063
Wheat(CBOT)
Mar07 061229 506.00 506.00 494.50 501.00 -3.25 7,719 241,662 +1,927
May07 061229 510.00 512.00 503.00 508.00 -2.00 1,846 31,599 +688
Jul07 061229 496.00 500.00 489.00 497.50 +0.50 4,150 81,278 +340
Sep07 061229 498.00 508.00 493.00 497.00 -1.00 34 4,773 -2
Dec07 061229 508.00 514.00 502.00 512.00 +2.50 638 63,286 +60
Total Volume and Open Interest 14,475 443,064 +3,046
Wheat(KCBT)
Mar07 061229 510.50 512.00 502.00 509.75 -2.50 5,422 65,643 +348
May07 061229 515.50 518.00 508.00 517.00 +1.25 569 7,069 +163
Jul07 061229 505.50 510.00 498.00 509.75 +3.25 1,270 31,502 +248
Sep07 061229 506.50 515.00 502.50 515.00 +5.25 133 3,793 +19
Dec07 061229 517.00 520.00 512.00 518.00 unch 107 6,190 +52
Total Volume and Open Interest 7,503 117,209 +832
Wheat(MGE)
Mar07 061229 514.00 519.00 503.00 518.50 +6.25 2,437 26,213 -1,068
May07 061229 520.00 528.00 512.00 526.00 +6.00 194 4,005 +106
Jul07 061229 518.50 520.00 518.50 520.00 -2.50 5 1,782 +0
Sep07 061229 515.00 523.00 512.00 523.00 +4.00 66 5,150 +35
Dec07 061229 523.50 528.00 514.00 520.00 -2.50 57 8,290 +1
Total Volume and Open Interest 2,759 46,069 -926
Oats(CBOT)
Mar07 061229 278.75 278.75 271.00 271.00 -6.75 381 9,289 +27
May07 061229 282.25 283.00 277.00 277.00 -5.25 96 1,261 +50
Jul07 061229 283.00 283.25 281.00 281.00 -1.50 101 599 +52
Sep07 061229 252.00 252.00 252.00 252.00 -1.00 0 58 +0
Total Volume and Open Interest 884 14,743 +246
Rough Rice(CBOT)
Jan07 061229 10.19 10.19 10.13 10.13 -0.02 640 682 -371
Mar07 061229 10.46 10.47 10.43 10.43 -0.02 1,102 10,334 +452
May07 061229 10.71 10.71 10.65 10.65 -0.06 65 1,586 +22
Jul07 061229 10.81 10.81 10.79 10.79 -0.02 69 734 -23
Total Volume and Open Interest 1,883 14,941 +79
Live Cattle(CME)
Feb07 061229 92.750 92.850 92.300 92.500 -0.050 17,457 126,464 -2,040
Apr07 061229 94.000 94.100 93.550 93.775 -0.100 9,966 54,918 +2,696
Jun07 061229 89.700 89.750 89.150 89.300 -0.450 3,767 25,454 +844
Aug07 061229 88.550 88.700 88.100 88.100 -0.600 2,258 12,141 -333
Oct07 061229 90.775 90.775 90.300 90.325 -0.475 538 7,206 +84
Dec07 061229 91.550 91.550 91.375 91.450 -0.200 237 3,178 +13
Total Volume and Open Interest 36,767 232,682 -554
Feeder Cattle(CME)
Jan07 061229 99.600 99.800 98.700 99.600 +0.300 974 5,260 -137
Mar07 061229 98.400 98.500 97.300 98.375 +0.525 1,797 12,978 +341
Apr07 061229 98.850 98.950 98.250 98.900 +0.250 184 2,383 +1
May07 061229 99.600 99.850 99.000 99.700 +0.325 215 3,636 -36
Aug07 061229 102.750 102.750 102.300 102.300 -0.450 82 2,051 +29
Sep07 061229 102.150 102.250 102.150 102.250 +0.250 17 960 +0
Oct07 061229 101.800 101.800 101.800 101.800 unch 0 80 +0
Total Volume and Open Interest 3,269 27,348 +198
Lean Hogs(CME)
Feb07 061229 61.900 61.900 61.350 61.700 -0.350 7,466 88,376 -924
Apr07 061229 65.400 65.550 64.950 65.525 -0.250 4,102 40,370 +1,239
May07 061229 70.850 71.100 70.650 71.000 -0.250 55 3,010 -23
Jun07 061229 73.400 73.550 73.150 73.450 -0.425 1,571 22,468 +197
Jul07 061229 71.800 72.100 71.800 72.000 -0.050 436 7,164 +54
Aug07 061229 70.700 70.800 70.450 70.675 +0.050 187 4,088 +57
Oct07 061229 64.750 64.800 64.450 64.750 unch 250 5,509 +109
Dec07 061229 63.400 63.450 63.150 63.325 -0.075 93 3,482 +37
Total Volume and Open Interest 14,168 174,555 +753
Pork Bellies(CME)
Feb07 061229 93.000 93.225 91.525 91.775 -1.175 74 845 +7
Mar07 061229 92.400 92.400 92.400 92.400 -0.900 4 76 -4
May07 061229 94.500 94.500 94.500 94.500 +1.400 1 82 +0
Jul07 061229 93.350 93.600 93.350 93.600 +0.500 0 90 +0
Aug07 061229 93.250 93.250 93.250 93.250 -0.075 0 8 +0
Total Volume and Open Interest 79 1,101 +3
Class III Milk(CME)
Jan07 061229 13.20 13.20 13.17 13.20 +0.04 81 2,743 +20
Feb07 061229 13.32 13.32 13.31 13.32 unch 50 2,550 +28
Mar07 061229 13.42 13.44 13.42 13.42 unch 43 2,486 +30
Apr07 061229 13.75 13.75 13.71 13.71 unch 29 2,177 +18
May07 061229 13.99 13.99 13.90 13.93 -0.06 50 2,146 +36
Total Volume and Open Interest 725 28,615 +366
Cocoa(ICE)
Mar07 061229 1640 1644 1631 1635 +1 5,135 73,824 -751
May07 061229 1662 1666 1658 1658 +2 582 22,275 +203
Jul07 061229 1684 1684 1678 1678 +4 290 11,631 +48
Sep07 061229 1696 1696 1696 1696 +3 40 14,849 +0
Dec07 061229 1718 1718 1716 1716 +4 582 13,714 +404
Mar08 061229 1738 1738 1736 1736 +6 56 4,345 +45
May08 061229 1759 1759 1759 1759 +6 46 2,234 +20
Total Volume and Open Interest 6,731 145,487 -31
Coffee "C"(ICE)
Mar07 061229 125.75 126.50 124.30 126.20 +1.20 9,204 87,314 +281
May07 061229 128.25 129.40 127.40 129.20 +1.25 1,936 17,461 -231
Jul07 061229 130.50 133.00 130.50 132.00 +1.30 757 6,676 +165
Sep07 061229 133.00 134.70 133.00 134.65 +1.35 254 3,633 +181
Dec07 061229 137.60 137.85 135.75 137.85 +1.50 212 3,169 +6
Mar08 061229 138.90 140.95 138.90 140.95 +1.75 155 2,706 -14
Total Volume and Open Interest 12,770 127,610 +307
Orange Juice(ICE)
Jan07 061229 199.50 201.50 199.00 201.25 +2.00 1,208 1,590 -704
Mar07 061229 196.60 198.00 195.80 197.15 +1.00 1,866 19,555 +359
May07 061229 193.70 193.75 192.70 193.60 +0.85 5 1,944 +0
Jul07 061229 190.00 190.30 190.00 190.30 +0.30 0 595 +0
Sep07 061229 188.90 188.90 188.90 188.90 +1.15 0 241 +0
Nov07 061229 183.00 183.00 182.85 182.90 +1.15 0 1,546 +10
Total Volume and Open Interest 3,080 25,600 -334
Sugar #11(ICE)
Mar07 061229 11.98 11.99 11.72 11.75 -0.11 22,160 259,073 +1,101
May07 061229 11.82 11.86 11.69 11.71 -0.07 8,486 92,193 +367
Jul07 061229 11.48 11.51 11.40 11.42 -0.01 4,975 81,781 +1,020
Oct07 061229 11.63 11.63 11.52 11.57 +0.02 882 57,509 +138
Mar08 061229 12.01 12.02 11.95 12.02 +0.05 1,647 48,108 +401
Total Volume and Open Interest 38,662 577,014 +3,268
Sugar #14(ICE)
Mar07 061229 19.75 19.75 19.72 19.73 unch 29 3,733 -14
May07 061229 19.70 19.73 19.70 19.73 -0.01 4 2,598 +0
Jul07 061229 19.89 19.89 19.89 19.89 -0.01 37 2,336 +3
Sep07 061229 19.81 19.89 19.81 19.89 +0.04 4 1,808 +0
Nov07 061229 19.65 19.66 19.65 19.66 +0.01 5 1,489 +3
Total Volume and Open Interest 81 12,144 -6
London Cocoa(LCE)
Mar07 070102 885 894 883 890 +2 1,143 0 -68,759
May07 070102 893 903 893 899 +1 412 0 -29,056
Jul07 070102 907 911 907 908 unch 2 0 -24,681
Sep07 070102 922 922 917 917 -1 3 0 -25,570
Dec07 070102 929 929 924 924 unch 2 0 -21,235
Mar08 070102 935 935 935 935 -1      
May08 070102 944 944 944 944 unch 60 0 -1,066
Total Volume and Open Interest 4,327 178,526 -950
London Coffee(LCE)
Jan07 070102 1598.00 1635.00 1590.00 1635.00 +45.00 4,872 0 -14,130
Mar07 070102 1597.00 1634.00 1597.00 1626.00 +36.00 9,400 0 -78,354
May07 070102 1569.00 1609.00 1569.00 1602.00 +38.00 1,246 0 -21,923
Jul07 070102 1594.00 1594.00 1571.00 1588.00 +39.00 4 0 -6,722
Sep07 070102 1566.00 1571.00 1556.00 1570.00 +40.00 351 0 -4,521
Nov07 070102 1542.00 1549.00 1537.00 1538.00 +35.00      
Total Volume and Open Interest 14,445 130,850 +3,756
London Sugar(LCE)
Mar07 070102 344.30 344.30 341.60 343.00 +0.20 555 0 -23,387
May07 070102 339.00 339.00 337.20 338.40 unch 262 0 -16,088
Aug07 070102 330.60 330.80 329.00 329.50 -0.40 183 0 -6,090
Oct07 070102 324.30 324.30 324.30 324.30 -0.40 107 0 -3,728
Dec07 070102 326.10 326.10 326.10 326.10 -0.10 7 0 -1,029
Total Volume and Open Interest 1,759 53,458 -47
Cotton(ICE)
Mar07 061229 57.00 57.05 55.76 56.19 -0.77 9,077 111,684 -155
May07 061229 57.45 57.45 56.35 56.99 -0.49 2,257 24,032 +226
Jul07 061229 57.98 57.98 57.20 57.65 -0.33 731 12,684 +114
Oct07 061229 59.15 59.15 59.15 59.15 -0.30 4 154 -18
Dec07 061229 60.42 60.42 59.85 60.22 -0.33 937 19,719 +294
Mar08 061229 62.25 62.25 62.25 62.25 -0.20 0 1,559 +0
Total Volume and Open Interest 13,006 170,421 +461
Lumber(CME)
Jan07 061229 267.3 268.9 266.8 268.0 -0.3 407 1,534 -193
Mar07 061229 284.5 285.0 281.9 282.0 -3.0 548 4,220 +64
May07 061229 300.2 300.3 298.8 298.8 -2.8 61 478 +19
Jul07 061229 308.6 309.1 308.6 309.1 -2.5 5 111 +3
Total Volume and Open Interest 1,024 6,394 -108
Crude Oil(NYM)
Feb07 061229 60.20 61.20 59.90 61.05 +0.52 111,098 296,350 -2,575
Mar07 061229 61.55 62.55 61.40 62.38 +0.60 42,964 143,489 +5,266
Apr07 061229 62.40 63.30 62.25 63.26 +0.63 13,301 56,049 -90
May07 061229 63.15 63.95 63.10 63.95 +0.65 4,281 41,877 -418
Jun07 061229 64.10 64.60 64.10 64.54 +0.66 6,727 75,534 +80
Jul07 061229 64.65 65.35 64.50 65.04 +0.66 2,046 22,893 +459
Aug07 061229 65.49 65.49 65.49 65.49 +0.66 2,814 16,229 -607
Sep07 061229 65.55 65.89 65.55 65.89 +0.64 2,431 26,637 +55
Oct07 061229 65.90 66.23 65.90 66.23 +0.63 259 16,040 +163
Nov07 061229 66.21 66.53 66.21 66.53 +0.62 434 12,941 +337
Dec07 061229 66.00 66.90 65.80 66.79 +0.62 6,770 135,343 +373
Jan08 061229 67.01 67.01 67.01 67.01 +0.61 466 24,488 -52
Feb08 061229 67.18 67.18 67.18 67.18 +0.61 1,015 10,201 +31
Mar08 061229 67.31 67.31 67.31 67.31 +0.61 851 16,444 +151
Apr08 061229 67.43 67.43 67.43 67.43 +0.61 0 14,518 +0
May08 061229 67.51 67.51 67.51 67.51 +0.59 0 6,352 +0
Total Volume and Open Interest 204,437 1,190,992 +6,199
Heating Oil(NYM)
Feb07 061229 164.00 165.60 163.00 164.82 -0.79 24,295 91,572 +3,647
Mar07 061229 167.80 169.50 167.60 168.57 -0.69 8,319 44,173 +973
Apr07 061229 171.00 171.70 170.70 171.02 -0.39 3,372 16,755 +440
May07 061229 172.00 173.50 172.00 172.62 -0.14 1,260 8,076 +33
Jun07 061229 174.20 175.00 173.50 174.12 +0.01 947 18,132 -138
Jul07 061229 175.00 176.75 175.00 175.97 +0.16 225 5,472 +21
Aug07 061229 178.00 179.50 178.00 178.42 +0.26 42 2,336 +29
Sep07 061229 181.25 182.00 181.12 181.12 +0.31 160 5,877 +106
Oct07 061229 183.00 184.70 183.00 183.87 +0.36 6 1,812 +6
Nov07 061229 186.60 187.70 186.00 186.87 +0.41 10 1,161 +10
Dec07 061229 188.75 189.97 188.75 189.97 +0.46 72 9,753 -39
Jan08 061229 192.50 193.00 192.17 192.17 +0.46 221 3,448 +28
Total Volume and Open Interest 59,203 218,647 -880
Gasoline(NYMEX)
Feb07 061229 159.40 162.00 159.00 161.63 +1.80 21,123 53,851 +2,519
Mar07 061229 163.19 166.14 163.19 165.98 +2.15 5,692 27,366 +578
Apr07 061229 178.05 180.23 178.00 180.23 +2.09 2,309 14,495 +734
May07 061229 179.00 183.18 179.00 183.18 +1.68 1,250 12,332 +136
Jun07 061229 183.85 185.58 183.85 185.58 +1.45 1,063 6,723 +364
Jul07 061229 186.93 186.93 186.93 186.93 +1.40 359 5,559 +106
Aug07 061229 186.00 187.03 186.00 187.03 +0.83 24 2,774 +2
Sep07 061229 183.00 185.88 183.00 185.88 -0.02 757 8,438 +366
Oct07 061229 175.13 175.13 175.13 175.13 +1.20 42 1,171 +19
Nov07 061229 171.83 171.83 171.83 171.83 +1.15 20 875 +19
Total Volume and Open Interest 51,702 143,900 +318
e-MiNY RBOB Gasoline(NYMEX)
Feb07 061228 159.83 159.83 159.83 159.83 +0.42 0 1 +0
Mar07 061229 165.98 165.98 165.98 165.98 +2.15      
Apr07 061229 180.23 180.23 180.23 180.23 +1.60      
May07 061229 183.18 183.18 183.18 183.18 +1.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb07 061229 6.225 6.320 6.000 6.299 +0.051 22,173 79,254 -1,611
Mar07 061229 6.380 6.530 6.320 6.503 +0.111 12,726 133,591 +3,871
Apr07 061229 6.440 6.620 6.390 6.603 +0.121 8,063 99,508 +2,946
May07 061229 6.680 6.730 6.680 6.703 +0.121 2,634 48,531 +279
Jun07 061229 6.600 6.813 6.600 6.813 +0.116 1,408 14,960 -195
Jul07 061229 6.780 6.928 6.780 6.928 +0.111 1,904 14,416 +568
Aug07 061229 6.890 7.038 6.890 7.038 +0.108 922 15,598 -110
Sep07 061229 6.965 7.113 6.930 7.113 +0.108 1,493 15,667 -114
Oct07 061229 7.150 7.253 7.150 7.253 +0.103 6,656 39,057 -519
Nov07 061229 7.830 7.933 7.825 7.933 +0.108 142 22,293 -4
Dec07 061229 8.410 8.563 8.410 8.563 +0.123 181 34,179 +25
Jan08 061229 8.780 8.888 8.780 8.888 +0.138 1,891 31,285 +816
Feb08 061229 8.903 8.903 8.903 8.903 +0.138 182 16,142 -73
Mar08 061229 8.698 8.698 8.698 8.698 +0.138 584 38,631 +35
Apr08 061229 7.530 7.558 7.490 7.558 +0.098 404 27,005 -110
May08 061229 7.390 7.453 7.390 7.453 +0.098 234 13,229 -66
Total Volume and Open Interest 65,400 873,588 +4,026
Brent Crude Oil(ICE)
Feb07 070102 60.88 61.64 60.15 60.44 -0.42 46,270 0 -122,762
Mar07 070102 61.78 62.74 61.30 61.60 -0.47 31,817 0 -134,674
Apr07 070102 62.79 63.59 62.25 62.55 -0.46 7,172 0 -41,695
May07 070102 63.37 64.08 62.96 63.18 -0.43 4,900 0 -21,226
Jun07 070102 63.79 64.58 63.45 63.71 -0.41 6,198 0 -42,865
Jul07 070102 65.01 65.01 64.17 64.17 -0.41      
Aug07 070102 64.59 64.59 64.59 64.59 -0.40      
Sep07 070102 64.96 64.96 64.96 64.96 -0.39      
Oct07 070102 65.28 65.28 65.28 65.28 -0.38      
Nov07 070102 65.55 65.55 65.55 65.55 -0.40      
Dec07 070102 65.83 65.83 65.55 65.80 -0.40 3,547 0 -45,151
Jan08 070102 66.02 66.02 66.02 66.02 -0.39      
Feb08 070102 66.20 66.20 66.20 66.20 -0.40      
Mar08 070102 66.34 66.34 66.34 66.34 -0.41      
Total Volume and Open Interest 89,750 548,654 -6,355
Gas Oil(ICE)
Jan07 070102 517.00 528.00 516.50 518.25 +1.75 23,243 57,344 -3,222
Feb07 070102 522.50 531.75 520.50 522.25 +0.50 15,016 78,694 +363
Mar07 070102 529.75 537.25 526.50 528.50 unch 6,193 36,847 +662
Apr07 070102 535.25 539.75 533.75 534.50 -0.50 2,094 16,147 -306
May07 070102 541.75 544.50 540.25 541.00 -0.25 1,273 15,568 +697
Jun07 070102 548.25 553.00 547.00 547.75 -0.25 2,202 38,117 +1,082
Jul07 070102 557.25 557.25 555.50 555.50 +0.50 300 10,074 +300
Aug07 070102 563.25 563.25 563.25 563.25 +1.00 283 2,841 +250
Sep07 070102 569.75 569.75 569.75 569.75 +1.75 0 8,114 +0
Oct07 070102 574.25 574.25 574.25 574.25 +1.25 0 2,453 +0
Total Volume and Open Interest 51,149 314,208 +182
US Dollar Index(ICE)
Mar07 061229 83.560 83.630 83.380 83.430 -0.130 2,900 25,725 -2,040
Jun07 061229 83.180 83.180 83.180 83.180 -0.130 1 2,022 +0
Sep07 061229 82.930 82.930 82.930 82.930 -0.130 0 37 +0
Total Volume and Open Interest 2,901 27,784 -2,040
Australian Dollar(CME)
Mar07 061229 78.80 78.80 78.52 78.66 -0.09 1,520 129,788 +2,048
Jun07 061229 78.44 78.44 78.44 78.44 -0.09 0 228 +3
Sep07 061229 78.18 78.18 78.18 78.18 -0.09 0 61 +0
Total Volume and Open Interest 1,520 130,344 +2,051
British Pound(CME)
Mar07 061229 196.17 196.17 195.72 195.72 -0.61 3,982 141,873 +6,502
Jun07 061229 195.67 195.67 195.67 195.67 -0.61 0 197 -21
Sep07 061229 195.62 195.62 195.62 195.62 -0.61 0 13 +0
Total Volume and Open Interest 3,982 142,086 +6,481
Canadian Dollar(CME)
Mar07 061229 86.39 86.39 85.87 86.02 -0.34 833 132,881 -1,136
Jun07 061229 86.35 86.35 86.20 86.26 -0.34 15 2,706 +15
Sep07 061229 86.55 86.55 86.45 86.50 -0.34 6 634 +2
Dec07 061229 87.08 87.08 86.74 86.74 -0.34 6 172 +6
Total Volume and Open Interest 860 136,397 -1,113
Japanese Yen(CME)
Mar07 061229 84.79 84.88 84.79 84.84 -0.11 4,013 257,166 +9,236
Jun07 061229 85.82 85.82 85.82 85.82 -0.13 3 5,091 -5
Sep07 061229 86.75 86.75 86.75 86.75 -0.13 0 5 +0
Total Volume and Open Interest 4,016 262,380 +9,233
Swiss Franc(CME)
Mar07 061229 82.55 82.60 82.40 82.54 +0.14 2,341 62,604 -2,807
Jun07 061229 83.17 83.17 83.17 83.17 +0.14 0 133 -47
Sep07 061229 83.75 83.75 83.75 83.75 +0.14 0 48 +0
Total Volume and Open Interest 2,341 62,829 -2,854
EuroFX(CME)
Mar07 061229 132.19 132.47 132.00 132.36 +0.43 1,360 191,074 +4,026
Jun07 061229 132.82 132.82 132.82 132.82 +0.43 0 1,365 +93
Sep07 061229 133.20 133.20 133.20 133.20 +0.43 0 304 +0
Total Volume and Open Interest 1,360 192,942 +4,120
Mexican Peso(CME)
Jan07 061229 924.2 924.2 924.2 924.2 +3.8      
Feb07 061229 922.8 922.8 922.8 922.8 +3.8      
Total Volume and Open Interest      
30-Year T-Bonds(CBOT)
Mar07 061229 111~17 111~23 111~05 111~14 -0~03 186,446 747,605 +3,857
Jun07 061229 111~08 111~12 111~08 111~12 -0~02 806 5,468 +276
Sep07 061229 111~12 111~12 111~12 111~12 -0~02 0 2 +0
Total Volume and Open Interest 187,252 753,104 +4,133
10-Year T-Notes(CBOT)
Mar07 061229 107~190 107~230 107~115 107~150 -0~040 531,258 2,184,888 +30,249
Jun07 061229 107~140 107~195 107~140 107~155 -0~040 1,450 22,526 +1,294
Total Volume and Open Interest 532,708 2,207,414 +31,543
5-Year T-Notes(CBOT)
Mar07 061229 105~050 105~050 105~000 105~020 -0~020 278,044 0 +0
Jun07 061229 105~065 105~065 105~065 105~065 -0~020 0 603 +0
Total Volume and Open Interest 278,104 603 +0
2 Year T-Notes(CBOT)
Mar07 061229 102~005 102~006 102~000 102~001 -0~005 1,047 716,374 +18,552
Total Volume and Open Interest 1,047 722,632 +18,452
Eurodollars(CME)
Mar07 061229 94.680 94.685 94.675 94.680 unch 22,854 1,291,889 -43,965
Jun07 061229 94.785 94.785 94.765 94.770 -0.010 22,069 1,366,858 +15,556
Sep07 061229 94.940 94.945 94.905 94.915 -0.020 14,163 1,311,793 +22,026
Dec07 061229 95.070 95.070 95.045 95.050 -0.020 11,012 1,271,076 +7
Mar08 061229 95.145 95.145 95.100 95.110 -0.025 29,742 882,549 +9,618
Jun08 061229 95.160 95.160 95.125 95.135 -0.025 13,151 694,944 -3,196
Sep08 061229 95.170 95.170 95.135 95.150 -0.020 14,839 507,834 -2,089
Dec08 061229 95.145 95.145 95.130 95.145 -0.015 6,990 357,708 +2,026
Mar09 061229 95.150 95.150 95.125 95.140 -0.015 15,528 335,097 -8,823
Jun09 061229 95.125 95.125 95.095 95.110 -0.015 3,643 264,124 -1,143
Sep09 061229 95.100 95.100 95.065 95.080 -0.015 7,599 186,048 +2,169
Dec09 061229 95.060 95.060 95.025 95.040 -0.015 4,321 142,159 +2,728
Mar10 061229 95.035 95.035 95.005 95.015 -0.015 4,897 119,740 +469
Jun10 061229 95.005 95.005 94.975 94.985 -0.015 3,224 93,193 -126
Sep10 061229 94.975 94.975 94.945 94.955 -0.015 3,556 90,731 -27
Dec10 061229 94.940 94.940 94.910 94.920 -0.015 3,225 94,445 +595
Mar11 061229 94.920 94.920 94.885 94.900 -0.015 2,172 68,931 +143
Jun11 061229 94.895 94.895 94.860 94.875 -0.015 1,917 63,144 +251
Total Volume and Open Interest 189,215 9,370,410 -1,797
30 Day Federal Funds(CBOT)
Jan07 061229 3.005 3.010 3.005 3.005 unch 158 86,551 +2,031
Feb07 061229 3.010 3.010 3.010 3.010 unch 277 122,015 -526
Mar07 061229 3.015 3.015 3.010 3.015 unch 887 46,241 -183
Apr07 061229 94.780 94.780 94.780 94.780 unch 127 42,797 +961
May07 061229 94.810 94.820 94.810 94.820 unch 50 13,127 +482
Jun07 061229 94.830 94.830 94.830 94.830 unch 1 2,130 +25
Total Volume and Open Interest 2,443 417,986 +9,513
30 Day Fed Funds(e-CBOT)
Jan07 070102 94.755 94.755 94.750 94.755 unch 3,110 0 +0
Feb07 070102 94.755 94.760 94.755 94.760 +0.005 3,061 0 +0
Mar07 070102 94.765 94.765 94.760 94.760 -0.005 3,271 0 +0
Apr07 070102 94.780 94.785 94.775 94.780 unch 4,685 0 +0
May07 070102 94.820 94.825 94.815 94.820 +0.005 1,364 0 +0
Jun07 070102 94.840 94.840 94.840 94.840 +0.010 25 0 +0
Total Volume and Open Interest 30,093    
3-Mth Euro-Yen(CME)
Mar07 061229 99.33 99.33 99.33 99.33 +0.01 365 15,683 +277
Jun07 061229 99.21 99.21 99.21 99.21 unch 48 8,537 +45
Sep07 061229 99.10 99.10 99.10 99.10 unch 55 3,816 +2
Dec07 061229 99.01 99.01 99.01 99.01 unch 21 7,555 +2
Mar08 061229 98.93 98.93 98.93 98.93 unch 0 3,659 +0
Jun08 061229 98.83 98.83 98.83 98.83 unch 20 643 +20
Sep08 061229 98.75 98.75 98.75 98.75 unch 0 226 +0
Dec08 061229 98.67 98.67 98.67 98.67 unch 0 6 +0
Mar09 061229 98.57 98.57 98.57 98.57 -0.08      
Jun09 061229 98.50 98.50 98.50 98.50 -0.07 0 20 +0
Total Volume and Open Interest 509 40,145 +346
3-Mth Euro-Yen(SGX)
Mar07 070102 99.32 99.32 99.32 99.32 unch 346 84,582 -36
Jun07 070102 99.21 99.21 99.21 99.21 unch 353 47,824 -662
Sep07 070102 99.10 99.10 99.10 99.10 unch 425 36,099 +11
Dec07 070102 99.01 99.01 99.00 99.00 unch 111 43,755 +241
Mar08 070102 98.92 98.92 98.92 98.92 unch 50 32,101 +335
Jun08 070102 98.84 98.84 98.84 98.84 unch 0 7,694 +81
Sep08 070102 98.75 98.75 98.75 98.75 unch 0 2,024 +2,024
Dec08 070102 98.68 98.68 98.68 98.68 unch 0 269 +0
Total Volume and Open Interest 1,285 255,925 +1,994
Japanese Gov't Bonds(SGX)
Mar07 061229 134.08 134.21 133.50 133.93 -0.34 1,023 44,642 -2,728
Jun07 061229 133.93 133.93 133.93 133.93 -0.34      
Sep07 061229 133.93 133.93 133.93 133.93 -0.34      
Total Volume and Open Interest 1,023 44,642 -2,728
Euro-Bund(EUREX)
Mar07 070102 116.01 116.44 116.01 116.35 +0.32 421,887 1,391,326 +30,399
Jun07 070102 115.83 115.93 115.77 115.87 +0.32 200 11,596 -102
Sep07 070102 116.05 116.05 116.05 116.05 +0.29      
Total Volume and Open Interest 422,087 1,402,922 +30,297
Euro-Bobl(EUREX)
Mar07 070102 108.75 109.05 108.75 109.01 +0.19 187,364 944,672 +5,735
Jun07 070102 108.70 108.70 108.70 108.70 +0.23 2 304 +0
Sep07 070102 109.90 109.90 109.90 109.90 +0.19      
Total Volume and Open Interest 187,366 944,976 +5,735
3-Mth Euribor(EUREX)
Mar07 070102 96.080 96.090 96.080 96.090 +0.005 1,262 20,560 -417
Jun07 070102 95.935 95.960 95.925 95.960 +0.015 933 9,545 -724
Sep07 070102 95.910 95.925 95.910 95.920 +0.020 252 6,612 -2
Total Volume and Open Interest 2,723 48,463 -1,001
Long Gilt(LIFFE)
Mar07 070102 107~28 108~05 107~28 107~32 -0~04 24,456 0 -285,969
Jun07 070102 109~27 109~27 109~27 109~27 -0~04      
Total Volume and Open Interest 30,673 285,997 +3,090
3-Mth Short Sterling(LIFFE)
Mar07 070102 94.55 94.56 94.53 94.54 -0.01 21,924 475,637 -3,626
Jun07 070102 94.49 94.50 94.47 94.48 -0.02 36,662 441,502 +4,456
Sep07 070102 94.51 94.51 94.46 94.48 -0.03 42,776 403,451 +5,577
Dec07 070102 94.48 94.51 94.46 94.49 -0.03 26,541 340,358 -2,079
Mar08 070102 94.50 94.51 94.46 94.49 -0.03 13,435 217,032 -2,347
Jun08 070102 94.50 94.51 94.46 94.49 -0.03 9,374 143,015 -684
Total Volume and Open Interest 155,918 2,233,806 +2,522
3-Mth Euribor(LIFFE)
Mar07 070102 96.080 96.090 96.075 96.085 unch 78,388 796,883 +4,080
Jun07 070102 95.935 95.965 95.920 95.955 +0.005 62,837 640,215 -5,504
Sep07 070102 95.900 95.935 95.875 95.915 +0.010 71,538 590,734 +27
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar07 070102 93.48 93.49 93.46 93.48 -0.01 8,503 205,656 +2,603
Jun07 070102 93.43 93.46 93.41 93.42 -0.03 19,296 229,429 +14,574
Sep07 070102 93.44 93.48 93.42 93.43 -0.04 6,377 65,098 +4,387
Dec07 070102 93.48 93.48 93.43 93.45 -0.03 993 50,078 +752
Mar08 070102 93.49 93.50 93.45 93.45 -0.03 2,025 31,178 +1,690
Jun08 070102 93.52 93.52 93.47 93.47 -0.03 171 24,884 +7
Sep08 070102 93.47 93.49 93.47 93.48 -0.03 2,343 18,917 +1,594
Dec08 070102 93.49 93.49 93.48 93.48 -0.04 780 7,190 +640
Mar09 070102 93.49 93.49 93.49 93.49 -0.03 330 2,051 +330
Jun09 070102 93.48 93.48 93.48 93.48 -0.04 25 2,115 +25
Total Volume and Open Interest 40,843 637,024 +26,602
10-Year Aus T-Bonds(SFE)
Mar07 070102 94.12 94.14 94.06 94.11 -0.02 29,065 411,857 +20,102
Jun07 070102 94.11 94.11 94.11 94.11 -0.02      
Total Volume and Open Interest 29,065 411,857 +20,102
3-Year Aus T-Bonds(SFE)
Mar07 070102 93.94 93.95 93.87 93.90 -0.04 51,495 460,672 +35,969
Jun07 070102 93.90 93.90 93.90 93.90 -0.04      
Total Volume and Open Interest 51,495 460,672 +35,969
Gold(CMX)
Feb07 061229 637.5 638.3 635.7 638.0 +1.1 39,657 187,647 -4,360
Apr07 061229 644.0 644.5 642.5 644.3 +1.1 3,703 30,860 -177
Jun07 061229 649.0 651.0 649.0 650.4 +1.1 6,683 28,643 +3,484
Aug07 061229 656.5 656.5 656.5 656.5 +1.1 184 3,812 +12
Oct07 061229 662.5 662.5 662.5 662.5 +1.1 1,072 18,779 +962
Dec07 061229 667.0 669.0 667.0 668.5 +1.1 1,437 40,300 +1,145
Feb08 061229 674.3 674.3 674.3 674.3 +1.1 0 2,186 +0
Apr08 061229 680.1 680.1 680.1 680.1 +1.1 0 1,883 +0
Jun08 061229 685.9 685.9 685.9 685.9 +1.1 98 3,919 +58
Aug08 061229 691.7 691.7 691.7 691.7 +1.1 0 251 +0
Oct08 061229 697.5 697.5 697.5 697.5 +1.1 0 600 +0
Dec08 061229 703.0 703.3 703.0 703.3 +1.2 298 9,351 +298
Total Volume and Open Interest 53,149 341,346 +1,402
Silver(CMX)
Mar07 061229 1300.0 1301.0 1286.0 1293.5 -0.5 7,046 61,218 +49
May07 061229 1304.0 1310.0 1304.0 1305.3 -0.5 405 6,141 +54
Jul07 061229 1317.0 1317.0 1316.8 1316.8 -0.5 156 10,814 +21
Sep07 061229 1327.5 1327.5 1327.5 1327.5 -0.5 70 4,185 +4
Dec07 061229 1343.0 1343.0 1338.0 1341.0 -0.5 145 12,695 +73
Mar08 061229 1353.7 1353.7 1353.7 1353.7 -0.5 0 209 -2
May08 061229 1361.4 1361.4 1361.4 1361.4 -0.5      
Total Volume and Open Interest 8,191 101,390 +288
Platinum(NYMEX)
Jan07 061229 1117.0 1139.3 1112.0 1139.3 +23.1 1,050 568 -832
Apr07 061229 1132.0 1147.0 1122.0 1144.3 +19.6 1,324 7,480 +372
Jul07 061229 1149.3 1149.3 1149.3 1149.3 +19.6 1 26 +1
Oct07 061229 1154.3 1154.3 1154.3 1154.3 +19.6      
Total Volume and Open Interest 2,375 8,074 -459
Palladium(NYMEX)
Mar07 061229 331.00 338.90 326.25 338.50 +10.55 238 11,387 +65
Jun07 061229 343.50 343.50 343.50 343.50 +10.55 1 48 +1
Sep07 061229 348.50 348.50 348.50 348.50 +10.55 0 54 +0
Total Volume and Open Interest 239 11,529 +66
Copper(CMX)
Mar07 061229 287.00 287.50 283.00 287.10 -2.40 2,699 48,297 +634
May07 061229 287.25 288.60 285.00 288.60 -2.40 102 5,169 +35
Jul07 061229 286.50 289.05 285.50 289.05 -2.20 88 1,778 -60
Sep07 061229 288.60 288.60 288.60 288.60 -2.40 0 1,151 +0
Dec07 061229 281.50 286.10 281.50 286.10 -2.40 70 1,535 +38
Total Volume and Open Interest 4,230 67,437 +159
Aluminum(CMX)
Jan07 061229 125.00 125.00 125.00 125.00 -1.10 2 157 -1
Feb07 061229 126.00 126.00 126.00 126.00 -1.00 1 41 +1
Mar07 061229 125.00 125.00 125.00 125.00 -1.00 1 41 +1
Apr07 061229 124.00 124.00 124.00 124.00 -1.00 0 40 +0
May07 061229 123.00 123.00 123.00 123.00 -1.00 0 40 +0
Jun07 061229 122.00 122.00 122.00 122.00 -1.00 0 40 +0
Total Volume and Open Interest 5 687 -1
DJIA Index(CBOT)
Mar07 061229 12570 12600 12530 12539 -35 4,430 64,419 -769
Jun07 061229 12675 12675 12636 12636 -35 14 55 +8
Sep07 061229 12706 12706 12706 12706 -35 0 6 +0
Dec07 061229 12788 12788 12788 12788 -35 2 0  
Total Volume and Open Interest 4,446 64,480  
S & P 500(CME)
Mar07 061229 1432.80 1437.30 1426.20 1428.40 -5.40 19,426 605,161 +264
Jun07 061229 1446.00 1446.50 1441.10 1441.10 -5.40 985 13,342 -195
Sep07 061229 1454.50 1454.50 1454.50 1454.50 -5.40 969 11,477 +397
Dec07 061229 1466.30 1466.30 1466.30 1466.30 -5.40 0 1,742 +0
Total Volume and Open Interest 21,442 632,097 +526
S & P 500 E-Mini(Globex)
Mar07 061229 1434.25 1437.50 1425.50 1428.50 -5.25 416,781 1,511,356 +11,684
Jun07 061229 1446.25 1450.00 1439.00 1441.00 -5.50 89 12,539 +19
Total Volume and Open Interest 416,870 1,523,895 +11,703
NASDAQ 100(CME)
Mar07 061229 1775.50 1793.00 1772.00 1775.00 +0.50 1,644 44,480 -1,642
Jun07 061229 1796.50 1796.50 1796.50 1796.50 +0.50 0 20 +0
Sep07 061229 1818.00 1818.00 1818.00 1818.00 +0.50      
Total Volume and Open Interest 1,644 44,500 -1,642
NASDAQ 100 E-Mini(Globex)
Mar07 061229 1774.80 1793.30 1772.80 1775.00 +0.50 121,846 320,950 +1,811
Jun07 061229 1809.30 1809.30 1796.50 1796.50 +0.50 2 49 +2
Total Volume and Open Interest 121,848 320,999 +1,813
S & P Midcap 400(CME)
Mar07 061229 818.25 818.25 809.50 811.30 -5.50 61 7,455 -47
Jun07 061229 819.50 819.50 819.50 819.50 -5.50      
Sep07 061229 827.70 827.70 827.70 827.70 -5.50      
Total Volume and Open Interest 61 7,455 -47
Russell 2000(CME)
Mar07 061229 799.25 802.70 792.00 794.90 -6.10 236 24,118 +36
Jun07 061229 801.90 801.90 801.90 801.90 -6.10 0 1 +0
Sep07 061229 808.90 808.90 808.90 808.90 -6.10 0 8 +0
Total Volume and Open Interest 236 24,127 +36
Russell 2000 E-Mini(Globex)
Mar07 061229 801.20 802.80 792.30 794.90 -6.10 87,846 355,654 +1,150
Jun07 061229 808.00 808.00 801.00 801.90 -6.10 48 111 +3
Total Volume and Open Interest 87,894 355,765 +1,153
Value Line(KCBT)
Mar07 061229 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 061229 17280 17300 17240 17265 +25 244 233,457 +596
Jun07 061229 17180 17235 17180 17180 +5 2 42 +0
Total Volume and Open Interest 246 233,925 +596
Nikkei 225(SGX)
Mar07 061229 17280 17300 17240 17265 +25 244 233,457 +596
Jun07 061229 17180 17235 17180 17180 +5 2 42 +0
Sep07 061229 17205 17205 17205 17205 +5      
Total Volume and Open Interest 246 233,925 +596
CAC 40(EURONEXT)
Jan07 070102 5575.0 5635.0 5568.0 5628.5 +76.5 28,700 0 -377,124
Feb07 070102 5613.0 5643.5 5613.0 5643.5 +76.5 130 0 -15,188
Mar07 070102 5604.5 5660.5 5597.0 5658.0 +77.0 1,301 0 -48,953
Total Volume and Open Interest 34,906 443,228 -23,069
Hang Seng Index(HKFE)
Jan07 070102 20088 20414 20050 20392 +374 43,389 114,511 +5,905
Feb07 070102 20132 20466 20122 20446 +386      
Mar07 070102 20011 20420 20011 20400 +380 428 2,864 +12
Total Volume and Open Interest 55,448 118,416 -51,761
DAX(EUREX)
Mar07 070102 6674.5 6742.5 6670.0 6729.0 +76.5 60,591 217,807 +0
Jun07 070102 6738.0 6805.5 6738.0 6793.5 +76.5 507 9,255 +0
Sep07 070102 6810.0 6880.0 6810.0 6867.5 +78.5 528 2,568 +0
Total Volume and Open Interest 61,626 229,630 +142
FT-SE 100(EURONEXT)
Mar07 070102 6266.00 6331.50 6250.00 6325.50 +109.50 26,555 0 -482,050
Jun07 070102 6331.00 6352.00 6331.00 6349.50 +110.50 41 0 -9,363
Sep07 070102 6353.00 6383.00 6353.00 6383.00 +111.50      
Total Volume and Open Interest 25,288 491,932 +1,755
SPI 200(SFE)
Mar07 070102 5645.0 5692.0 5642.0 5675.0 +29.0 9,811 0 -250,124
Jun07 070102 5697.0 5718.0 5696.0 5709.0 +28.0 26 0 -4,781
Sep07 070102 5711.0 5711.0 5711.0 5711.0 +28.0      
Total Volume and Open Interest 10,128 263,463 +3,551
GSCI(CME)
Jan07 061229 430.60 433.20 428.30 433.15 +0.95 72 22,014 -5
Feb07 061229 440.50 440.50 440.50 440.50 +2.50      
Mar07 061229 443.80 443.80 443.80 443.80 +0.20      
Total Volume and Open Interest 72 22,014 -5
RJ/CRB Index(ICE)
Jan07 061229 393.75 397.50 393.75 397.50 +2.00 103 425 +1
Feb07 061229 398.60 398.60 398.60 398.60 +2.00 0 6 +0
Apr07 061229 397.50 399.50 397.50 399.50 +2.00 4 417 -2
Total Volume and Open Interest 207 948 -1
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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