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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 Mon January 02, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051230 595.00 602.50 593.00 602.00 +4.25 22,372 13,410 -17,259
Mar06 051230 606.00 614.00 604.50 613.50 +4.75 50,413 163,513 +4,883
May06 051230 616.00 623.00 613.50 622.00 +4.25 3,959 31,520 -259
Jul06 051230 623.00 632.00 620.50 630.50 +4.25 3,477 38,306 +163
Aug06 051230 624.00 634.00 624.00 634.00 +6.50 12 3,364 +7
Sep06 051230 622.00 638.00 622.00 638.00 +16.00 45 1,251 -17
Nov06 051230 622.00 639.00 620.00 635.50 +10.00 1,943 26,373 +595
Total Volume and Open Interest 82,386 280,231 -11,816
Soybean Meal(CBOT)
Jan06 051230 197.60 198.50 195.50 197.30 -0.80 11,129 11,282 -7,990
Mar06 051230 197.70 197.80 195.00 196.30 -1.50 16,318 57,860 +4,858
May06 051230 198.50 198.80 196.50 197.30 -2.10 3,169 23,379 -533
Jul06 051230 199.50 199.90 197.50 197.80 -3.20 1,307 23,411 -252
Aug06 051230 200.00 200.30 199.00 200.20 -1.80 397 5,951 -214
Sep06 051230 199.50 200.20 198.50 199.20 -2.30 97 5,559 +32
Oct06 051230 199.50 199.50 196.80 197.50 -2.50 44 3,211 -16
Dec06 051230 199.30 199.30 196.30 196.50 -3.30 112 7,134 +155
Total Volume and Open Interest 32,573 137,872 -3,959
Soybean Oil(CBOT)
Jan06 051230 20.90 21.35 20.80 21.30 +0.40 10,210 8,725 -7,223
Mar06 051230 21.25 22.00 21.12 21.90 +0.74 20,157 95,348 +5,799
May06 051230 21.61 22.25 21.53 22.14 +0.59 2,551 23,000 +25
Jul06 051230 21.90 22.45 21.80 22.32 +0.47 1,410 27,264 -208
Aug06 051230 22.01 22.25 21.95 22.25 +0.24 73 3,831 -61
Sep06 051230 22.11 22.40 22.11 22.40 +0.29 27 3,018 +7
Oct06 051230 22.35 22.52 22.25 22.52 +0.17 1 1,742 +26
Dec06 051230 22.65 23.00 22.55 22.95 +0.35 100 13,540 +155
Total Volume and Open Interest 34,534 176,529 -1,478
Canola(WCE)
Jan06 051230 231.1 232.2 228.0 230.1 -1.4 5,131 1,160 +1,160
Mar06 051230 238.0 239.4 235.7 237.5 -1.3 8,622 62,886 +62,886
May06 051230 245.4 246.5 243.4 245.0 -1.1 853 7,632 +7,632
Jul06 051230 254.5 254.5 251.5 253.9 -1.0 148 3,984 +3,984
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Mar06 051230 210.75 217.00 209.25 215.75 +4.75 46,860 450,319 -3,006
May06 051230 219.50 227.00 218.25 225.00 +5.00 7,105 92,702 +2,763
Jul06 051230 227.75 232.75 226.50 232.00 +3.50 7,962 99,513 +182
Sep06 051230 236.00 239.25 234.50 239.25 +3.25 908 21,670 +481
Dec06 051230 245.50 249.50 244.25 248.25 +2.00 5,426 95,314 +2,063
Mar07 051230 251.00 256.00 250.50 255.50 +2.50 553 6,481 +479
Total Volume and Open Interest 69,192 781,464 +4,372
Wheat(CBOT)
Mar06 051230 336.25 340.00 334.50 339.25 +2.00 26,720 211,564 -4,397
May06 051230 345.00 349.50 344.25 348.75 +1.50 904 14,016 -59
Jul06 051230 354.50 358.50 353.00 357.25 +1.25 4,922 40,793 +1,880
Sep06 051230 363.00 366.50 361.00 365.00 +1.50 166 3,801 +268
Dec06 051230 373.50 378.50 372.50 378.00 +3.25 2,031 26,484 +2,405
Total Volume and Open Interest 35,381 297,933 +655
Wheat(KCBT)
Mar06 051230 383.50 388.00 382.00 387.00 +1.75 7,486 72,642 +2,423
May06 051230 376.50 381.00 376.50 379.00 unch 545 12,420 +690
Jul06 051230 372.50 378.00 372.50 377.00 +1.75 2,938 34,293 +876
Sep06 051230 378.00 383.00 378.00 382.00 +2.00 188 5,008 -3
Dec06 051230 388.50 395.00 387.50 393.25 +2.75 250 4,981 +276
Total Volume and Open Interest 11,407 129,366 +4,263
Wheat(MGE)
Mar06 051230 387.00 393.00 385.00 392.00 +4.00 3,451 23,244 +1,209
May06 051230 387.00 394.00 383.00 389.25 +3.25 401 5,134 +335
Jul06 051230 382.50 387.50 382.50 387.25 +2.25 283 9,786 +77
Sep06 051230 380.50 386.00 380.50 384.75 +1.75 254 3,718 +50
Dec06 051230 389.00 391.50 388.00 391.50 +1.50 153 1,464 -17
Total Volume and Open Interest 4,546 43,362 +1,659
Oats(CBOT)
Mar06 051230 195.25 197.50 193.00 195.00 -0.50 469 8,157 +101
May06 051230 188.00 190.50 187.25 187.75 -0.50 17 426 -9
Jul06 051230 180.50 184.00 180.50 182.00 unch 8 306 +7
Sep06 051230 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 494 9,455 +111
Rough Rice(CBOT)
Jan06 051230 7.94 8.00 7.93 7.93 +0.01 386 418 -954
Mar06 051230 8.14 8.28 8.14 8.19 +0.04 771 7,209 +1,007
May06 051230 8.44 8.50 8.41 8.44 +0.04 249 771 +143
Jul06 051230 8.72 8.72 8.67 8.67 +0.04 1 85 +0
Total Volume and Open Interest 1,431 8,747 +280
Live Cattle(CME)
Feb06 051230 96.275 96.400 96.075 96.375 -0.025 6,577 116,310 +116,310
Apr06 051230 94.450 95.100 94.450 95.050 +0.375 4,354 40,118 +40,118
Jun06 051230 86.750 87.400 86.750 87.325 +0.375 2,034 20,815 +20,815
Aug06 051230 85.750 86.400 85.650 86.350 +0.525 952 10,413 +10,413
Oct06 051230 88.700 89.075 88.625 89.075 +0.350 1,129 5,598 +5,598
Dec06 051230 89.500 90.500 89.400 90.300 +0.600 830 3,518 +3,518
Total Volume and Open Interest 18,356 197,947 +2,169
Feeder Cattle(CME)
Jan06 051230 114.500 115.300 114.250 115.250 +0.525 693 9,442 +9,442
Mar06 051230 113.800 114.800 113.600 114.725 +0.750 1,162 14,800 +14,800
Apr06 051230 113.350 115.000 113.350 115.000 +1.150 204 3,942 +3,942
May06 051230 112.700 114.000 112.700 114.000 +0.900 40 2,498 +2,498
Aug06 051230 113.700 114.400 113.550 114.400 +0.500 102 1,914 +1,914
Sep06 051230 112.725 112.800 112.725 112.800 +0.050 3 180 +180
Oct06 051230 111.500 111.800 111.500 111.800 unch 3 43 +43
Total Volume and Open Interest 2,210 32,874 +832
Lean Hogs(CME)
Feb06 051230 64.950 65.475 64.750 65.275 +0.250 6,965 68,997 +68,997
Apr06 051230 67.925 68.500 67.675 68.475 +0.350 4,707 29,053 +29,053
May06 051230 70.275 70.500 69.800 70.425 +0.350 185 3,976 +3,976
Jun06 051230 71.750 72.500 71.550 72.325 +0.550 1,417 13,687 +13,687
Jul06 051230 68.700 69.000 68.600 69.000 +0.425 960 4,945 +4,945
Aug06 051230 65.650 66.000 65.500 66.000 +0.450 219 2,065 +2,065
Oct06 051230 58.000 58.200 57.800 58.050 +0.125 242 1,152 +1,152
Dec06 051230 55.700 56.000 55.650 55.975 +0.325 79 530 +530
Total Volume and Open Interest 14,782 124,421 +3,253
Pork Bellies(CME)
Feb06 051230 82.400 82.950 81.800 82.150 -0.575 193 1,468 +1,468
Mar06 051230 83.000 83.200 83.000 83.200 +0.575 16 323 +323
May06 051230 85.000 85.050 84.500 85.050 +0.150 17 247 +247
Jul06 051230 87.000 87.000 86.000 86.100 -0.800 0 182 +182
Aug06 051230 84.000 84.000 84.000 84.000 unch 4 12 +12
Total Volume and Open Interest 230 2,232 +73
Class III Milk(CME)
Jan06 051230 13.20 13.25 13.20 13.25 +0.07 25 2,439 +2,439
Feb06 051230 12.85 12.92 12.85 12.91 +0.06 31 2,090 +2,090
Mar06 051230 12.75 12.80 12.75 12.80 +0.05 43 1,933 +1,933
Apr06 051230 12.63 12.65 12.63 12.65 +0.03 23 1,845 +1,845
May06 051230 12.55 12.58 12.55 12.58 +0.05 20 1,789 +1,789
Total Volume and Open Interest 449 22,445 +725
Cocoa(NYBOT)
Mar06 051230 1505 1525 1498 1504 +3 9,100 57,796 +2,108
May06 051230 1521 1541 1521 1524 +4 1,262 16,035 -133
Jul06 051230 1544 1564 1540 1545 +5 1,039 13,738 +289
Sep06 051230 1561 1579 1561 1564 +3 299 12,866 +254
Dec06 051230 1593 1593 1593 1593 +6 10 10,705 +0
Mar07 051230 1615 1615 1615 1615 +4 161 11,465 +47
May07 051230 1636 1636 1636 1636 +10 91 2,026 +77
Total Volume and Open Interest 11,962 128,543 +2,642
Coffee "C"(NYBOT)
Mar06 051230 107.50 107.50 105.10 107.10 +0.20 7,247 60,426 -286
May06 051230 109.10 109.50 107.30 109.30 +0.20 1,095 11,717 +210
Jul06 051230 111.10 111.25 109.20 111.10 +0.30 256 4,698 -130
Sep06 051230 112.75 112.90 111.75 112.90 +0.50 43 2,231 +21
Dec06 051230 114.00 115.25 114.00 115.25 +0.40 49 1,904 -55
Mar07 051230 117.00 117.50 117.00 117.50 +0.20 23 881 +9
Total Volume and Open Interest 8,718 82,473 -229
Orange Juice(NYBOT)
Jan06 051230 123.90 126.25 123.00 125.20 +1.20 2,090 4,866 -2,755
Mar06 051230 122.90 124.00 121.65 121.95 -1.05 2,983 22,466 +333
May06 051230 123.50 125.00 122.80 122.80 -1.10 64 1,951 +24
Jul06 051230 124.80 124.80 123.70 123.70 -1.10 1 1,130 -49
Sep06 051230 125.50 125.50 124.60 124.60 -1.10 1 843 +0
Total Volume and Open Interest 5,143 32,267 -2,444
Sugar #11(NYBOT)
Mar06 051230 14.88 14.89 14.60 14.68 -0.11 18,170 286,089 +97
May06 051230 14.90 14.91 14.68 14.75 -0.05 8,032 91,509 +452
Jul06 051230 14.37 14.39 14.21 14.25 -0.05 2,326 59,280 +5,166
Oct06 051230 14.21 14.22 14.07 14.08 -0.07 1,438 42,394 +1,110
Mar07 051230 14.19 14.20 14.06 14.08 -0.07 955 37,760 +144
Total Volume and Open Interest 31,701 540,168 +7,358
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051230 22.30 22.40 22.30 22.40 +0.13 35 2,755 -17
May06 051230 22.18 22.22 22.15 22.15 +0.05 27 3,311 -78
Jul06 051230 22.20 22.25 22.20 22.25 +0.06 100 3,445 -95
Sep06 051230 22.06 22.55 22.06 22.55 +0.48 53 1,682 +103
Total Volume and Open Interest 315 12,325 +7
London Cocoa(LCE)
Mar06 051230 911 914 902 911 unch 9,659 70,669 +70,669
May06 051230 920 923 911 920 +1 1,305 27,192 +27,192
Jul06 051230 930 930 920 929 unch 1,407 32,478 +32,478
Sep06 051230 940 944 934 943 +1 1,408 16,691 +16,691
Dec06 051230 952 959 946 956 +2 77 18,923 +18,923
Mar07 051230 958 965 955 965 +1 156 6,751 +6,751
May07 051230 974 975 974 975 unch 87 430 +430
Total Volume and Open Interest 14,099 173,191 +1,510
London Coffee(LCE)
Jan06 051230 1164.00 1175.00 1156.00 1171.00 +8.00 18,672 6,648 +6,648
Mar06 051230 1183.00 1187.00 1177.00 1183.00 -2.00 6,754 75,661 +75,661
May06 051230 1195.00 1204.00 1193.00 1197.00 -1.00 1,480 21,258 +21,258
Jul06 051230 1209.00 1214.00 1208.00 1209.00 -1.00 124 6,305 +6,305
Sep06 051230 1219.00 1224.00 1219.00 1222.00 -1.00 44 3,690 +3,690
Nov06 051230 1234.00 1238.00 1234.00 1235.00 unch 4 247 +247
Total Volume and Open Interest 27,078 113,944 -15,512
London Sugar(LCE)
Mar06 051230 352.00 355.20 352.00 355.20 +3.60 2,516 42,593 +42,593
May06 051230 358.80 361.70 358.00 361.70 +3.30 463 10,613 +10,613
Aug06 051230 373.50 376.70 373.50 376.70 +4.70 406 8,644 +8,644
Oct06 051230 378.50 381.90 378.50 381.70 +4.70 70 7,199 +7,199
Dec06 051230 379.30 381.50 379.30 381.50 +4.00 5 2,645 +2,645
Total Volume and Open Interest 3,465 75,580 +132
Cotton(NYBOT)
Mar06 051230 54.00 54.25 53.07 54.19 +0.54 10,167 81,958 +1,695
May06 051230 54.60 54.75 53.80 54.70 +0.36 1,605 16,622 +759
Jul06 051230 55.50 55.55 54.80 55.55 +0.35 172 4,791 +196
Oct06 051230 56.15 56.15 56.15 56.15 +0.25 26 85 -4
Dec06 051230 57.30 57.50 56.80 57.15 +0.15 100 3,423 +66
Mar07 051230 59.07 59.07 59.07 59.07 +0.17 0 28 +0
Total Volume and Open Interest 12,070 106,963 +2,712
Lumber(CME)
Jan06 051230 363.9 366.5 359.0 359.0 -3.0 385 1,795 +1,795
Mar06 051230 374.5 379.0 363.7 366.7 -5.8 721 2,932 +2,932
May06 051230 361.3 363.8 361.0 362.8 +2.9 64 642 +642
Jul06 051230 357.0 357.0 354.6 354.6 -1.9 20 140 +140
Total Volume and Open Interest 1,194 5,571 +78
Crude Oil(NYM)
Feb06 051230 59.90 61.25 59.80 61.04 +0.72 64,915 232,770 -5,650
Mar06 051230 60.45 62.00 60.40 61.90 +0.98 33,286 109,193 +5,211
Apr06 051230 61.00 62.40 60.90 62.35 +0.98 9,698 51,231 +3,086
May06 051230 61.20 62.75 61.20 62.70 +0.98 4,474 32,636 +1,450
Jun06 051230 62.70 63.00 62.70 63.00 +0.98 3,347 52,699 +1,986
Jul06 051230 61.90 63.45 61.90 63.25 +0.97 619 14,054 -651
Aug06 051230 63.47 63.47 63.47 63.47 +0.96 1,031 10,904 +337
Sep06 051230 63.66 63.66 63.66 63.66 +0.96 636 23,422 -401
Oct06 051230 63.81 63.81 63.81 63.81 +0.96 12 6,411 +124
Nov06 051230 63.93 63.93 63.93 63.93 +0.96 61 12,155 +241
Dec06 051230 62.50 64.01 62.50 64.01 +0.96 3,455 52,898 +234
Jan07 051230 64.07 64.07 64.07 64.07 +0.96 10 13,425 +35
Feb07 051230 64.13 64.13 64.13 64.13 +0.96 17 4,324 +10
Mar07 051230 64.18 64.18 64.18 64.18 +0.96 252 7,501 -133
Apr07 051230 64.22 64.22 64.22 64.22 +0.96 0 5,117 +0
May07 051230 64.25 64.25 64.25 64.25 +0.96 0 2,705 -64
Total Volume and Open Interest 124,831 824,047 +5,206
Heating Oil(NYM)
Feb06 051230 171.60 179.50 171.25 176.98 +3.67 19,979 73,075 +1,195
Mar06 051230 173.25 181.25 173.25 179.13 +3.52 7,898 35,276 +3,393
Apr06 051230 172.70 178.43 172.70 178.43 +3.22 2,895 13,030 -731
May06 051230 170.00 179.00 170.00 176.33 +3.37 1,413 8,127 +632
Jun06 051230 171.80 175.73 171.80 175.73 +3.42 869 8,496 +156
Jul06 051230 172.75 176.83 172.75 176.83 +3.47 294 5,732 +274
Aug06 051230 174.50 178.43 174.00 178.43 +3.47 101 3,197 -9
Sep06 051230 177.55 180.78 176.75 180.78 +3.42 116 2,349 +323
Oct06 051230 179.20 183.58 179.20 183.58 +3.37 17 1,006 +77
Nov06 051230 183.00 186.33 183.00 186.33 +3.32 93 1,266 +65
Dec06 051230 186.00 189.13 185.00 189.13 +3.27 181 5,596 +88
Jan07 051230 187.75 191.43 187.75 191.43 +3.22 42 2,215 +52
Total Volume and Open Interest 49,820 167,977 -3,862
Unleaded Gas(NYM)
Feb06 051230 167.00 173.20 165.70 172.74 +5.42 24,707 62,326 +2,757
Mar06 051230 169.50 175.50 168.40 174.80 +5.05 5,073 21,723 +769
Apr06 051230 177.95 182.65 177.10 182.65 +4.60 2,508 16,640 +494
May06 051230 179.00 185.25 178.75 184.45 +4.45 1,754 12,678 +844
Jun06 051230 181.50 185.65 181.50 185.65 +4.30 948 7,200 +403
Jul06 051230 181.50 186.05 181.50 186.05 +4.05 95 3,233 +68
Aug06 051230 182.50 188.00 182.50 185.85 +3.85 195 2,779 -145
Sep06 051230 181.00 186.80 181.00 184.45 +3.65 88 4,012 +13
Oct06 051230 176.45 176.45 176.45 176.45 +3.50 9 1,061 +63
Nov06 051230 171.50 174.30 171.50 174.30 +3.40 0 550 +11
Dec06 051230 173.45 173.45 173.45 173.45 +3.30 0 348 +3
Jan07 051230 174.20 174.20 174.20 174.20 +3.30 0 182 +34
Total Volume and Open Interest 53,710 137,335 -5,913
Natural Gas(NYM)
Feb06 051230 11.140 11.380 10.880 11.225 +0.002 11,867 75,828 +2,231
Mar06 051230 11.080 11.470 11.000 11.359 +0.013 7,207 72,278 -2,363
Apr06 051230 10.100 10.400 10.080 10.359 +0.053 3,676 34,983 -2,283
May06 051230 10.050 10.300 10.020 10.289 +0.078 2,687 29,540 +2,792
Jun06 051230 10.150 10.329 10.100 10.329 +0.080 971 16,262 +1,996
Jul06 051230 10.150 10.379 10.130 10.379 +0.082 324 20,270 +1,763
Aug06 051230 10.220 10.424 10.150 10.424 +0.082 335 18,562 +102
Sep06 051230 10.200 10.434 10.190 10.434 +0.082 209 14,673 +59
Oct06 051230 10.250 10.489 10.250 10.489 +0.082 932 29,301 +487
Nov06 051230 10.860 10.999 10.860 10.999 +0.097 242 11,082 +261
Dec06 051230 11.250 11.479 11.250 11.479 +0.097 134 13,755 +340
Jan07 051230 11.650 11.879 11.600 11.879 +0.112 462 14,060 +273
Feb07 051230 11.750 11.869 11.730 11.869 +0.117 273 5,828 +125
Mar07 051230 11.520 11.629 11.520 11.629 +0.117 655 13,559 +945
Apr07 051230 9.600 9.659 9.600 9.659 +0.107 521 13,504 +747
May07 051230 9.400 9.439 9.400 9.439 +0.107 835 12,496 +59
Total Volume and Open Interest 33,085 538,996 -4,986
Brent Crude Oil(ICE)
Feb06 051230 57.97 59.23 57.56 58.98 +0.91 33,882 82,091 +82,091
Mar06 051230 58.49 59.60 57.93 59.39 +0.84 18,226 109,732 +109,732
Apr06 051230 58.85 60.20 58.54 60.00 +0.82 8,306 32,056 +32,056
May06 051230 59.34 60.71 59.10 60.53 +0.82 2,739 15,434 +15,434
Jun06 051230 60.05 61.18 59.57 61.00 +0.82 2,415 24,106 +24,106
Jul06 051230 60.11 61.37 59.91 61.37 +0.79 300 10,872 +10,872
Aug06 051230 60.40 61.66 60.40 61.66 +0.79 200 3,147 +3,147
Sep06 051230 61.86 61.86 61.86 61.86 +0.79 0 20,374 +20,374
Oct06 051230 60.69 62.01 60.69 62.01 +0.79 150 4,825 +4,825
Nov06 051230 62.16 62.16 62.16 62.16 +0.79 28 3,962 +3,962
Dec06 051230 60.98 62.43 60.84 62.27 +0.79 1,990 30,513 +30,513
Jan07 051230 62.35 62.35 62.35 62.35 +0.79 150 3,248 +3,248
Feb07 051230 62.41 62.41 62.41 62.41 +0.79 0 1,935 +1,935
Mar07 051230 62.62 62.62 62.47 62.47 +0.79 0 3,785 +3,785
Total Volume and Open Interest 69,376 389,077 -2,661
Gas Oil(ICE)
Jan06 051230 511.00 520.00 504.50 510.75 +4.25 14,769 48,859 +48,859
Feb06 051230 518.50 527.50 512.25 518.50 +4.25 9,936 59,450 +59,450
Mar06 051230 521.25 532.75 519.25 524.75 +4.00 2,717 25,780 +25,780
Apr06 051230 529.25 537.75 525.00 530.25 +4.00 1,261 14,387 +14,387
May06 051230 534.25 536.50 530.50 535.25 +4.00 1,116 5,923 +5,923
Jun06 051230 536.00 542.00 535.50 540.50 +4.25 1,436 22,828 +22,828
Jul06 051230 545.00 545.00 545.00 545.00 +4.25 20 3,401 +3,401
Aug06 051230 547.25 549.50 547.25 549.50 +4.25 0 942 +942
Sep06 051230 554.00 554.00 554.00 554.00 +4.25 300 1,537 +1,537
Oct06 051230 557.50 561.00 557.50 558.00 +4.50 310 1,842 +1,842
Total Volume and Open Interest 32,450 217,797 +217,797
US Dollar Index(NYBOT)
Mar06 051230 90.87 91.26 90.72 90.96 +0.11 2,183 23,415 +981
Jun06 051230 90.80 90.88 90.63 90.63 +0.11 0 2,027 +1
Sep06 051230 90.36 90.36 90.36 90.36 +0.11 0 3 +0
Total Volume and Open Interest 2,183 25,445 +982
Australian Dollar(CME)
Mar06 051230 73.09 73.33 73.04 73.25 +0.09 5,768 60,321 +60,321
Jun06 051230 73.08 73.08 73.08 73.08 +0.09 0 277 +277
Sep06 051230 72.93 72.93 72.93 72.93 +0.09 0 8 +8
Total Volume and Open Interest 5,768 60,611 +3,540
British Pound(CME)
Mar06 051230 172.11 172.22 171.68 171.87 -0.46 3,932 72,679 +72,679
Jun06 051230 172.02 172.02 172.02 172.02 -0.46 3 220 +220
Sep06 051230 172.22 172.22 172.22 172.22 -0.46 0 15 +15
Total Volume and Open Interest 3,935 72,916 +10,180
Canadian Dollar(CME)
Mar06 051230 86.07 86.24 85.74 86.20 +0.16 2,012 101,051 +101,051
Jun06 051230 86.41 86.41 86.41 86.41 +0.16 1 1,886 +1,886
Sep06 051230 86.45 86.59 86.45 86.59 +0.13 1 322 +322
Dec06 051230 86.77 86.77 86.77 86.77 +0.10 0 93 +93
Total Volume and Open Interest 2,014 103,452 +412
Japanese Yen(CME)
Mar06 051230 85.67 85.73 85.42 85.51 -0.09 2,002 127,884 +127,884
Jun06 051230 86.58 86.58 86.58 86.58 -0.09 0 20,045 +20,045
Sep06 051230 87.58 87.58 87.58 87.58 -0.09 0 34 +34
Total Volume and Open Interest 2,002 147,983 -962
Swiss Franc(CME)
Mar06 051230 76.38 76.66 76.28 76.56 -0.07 2,285 86,083 +86,083
Jun06 051230 77.25 77.25 77.25 77.25 -0.05 0 144 +144
Sep06 051230 77.89 77.89 77.89 77.89 -0.05 0 25 +25
Total Volume and Open Interest 2,285 86,298 -253
EuroFX(CME)
Mar06 051230 118.45 118.95 118.25 118.80 -0.11 2,405 107,386 +107,386
Jun06 051230 119.07 119.46 119.07 119.46 -0.11 0 3,083 +3,083
Sep06 051230 120.04 120.04 120.04 120.04 -0.11 8 1,191 +1,191
Total Volume and Open Interest 2,413 111,758 -612
Mexican Peso(CME)
Mar06 051230 9297.0 9367.0 9295.0 9347.0 +40.0 6,864 64,180 +64,180
Jun06 051230 9240.0 9240.0 9240.0 9240.0 +38.0 0 516 +516
Total Volume and Open Interest 6,864 90,053 -1,583
30-Year T-Bonds(CBOT)
Mar06 051230 114~19 115~00 114~05 114~06 -0~08 107,244 594,218 -5,499
Jun06 051230 114~18 114~29 114~02 114~02 -0~08 428 1,888 +398
Sep06 051230 114~02 114~02 114~02 114~02 -0~08 155 67 +60
Total Volume and Open Interest 107,827 596,177 -5,041
10-Year T-Notes(CBOT)
Mar06 051230 109~200 109~280 109~125 109~130 -0~055 247,507 1,512,091 -41,885
Jun06 051230 109~185 109~250 109~080 109~095 -0~055 3,933 15,241 +1,955
Total Volume and Open Interest 251,440 1,527,367 -39,930
5-Year T-Notes(CBOT)
Mar06 051230 106~145 106~185 106~100 106~110 -0~015 126,087 0 -1,087,449
Jun06 051230 106~105 106~105 106~105 106~105 -0~015 2,006 0 -9
Total Volume and Open Interest 128,093 1 -1,087,458
2 Year T-Notes(CBOT)
Mar06 051230 102~081 102~085 102~074 102~076 -0~004 2,394 382,660 +2,247
Total Volume and Open Interest 3,263 392,451 -207
Eurodollars(CME)
Mar06 051230 95.245 95.250 95.220 95.225 -0.010 24,488 1,246,698 +1,246,698
Jun06 051230 95.175 95.185 95.150 95.155 -0.010 22,905 1,278,519 +1,278,519
Sep06 051230 95.175 95.205 95.155 95.160 -0.015 98,347 1,099,074 +3,823
Dec06 051230 95.230 95.250 95.200 95.205 -0.015 12,641 1,035,121 +1,035,121
Mar07 051230 95.270 95.300 95.245 95.250 -0.015 13,504 852,058 +852,058
Jun07 051230 95.290 95.320 95.260 95.265 -0.015 11,131 646,261 +646,261
Sep07 051230 95.295 95.325 95.260 95.265 -0.015 9,805 414,879 +414,879
Dec07 051230 95.280 95.305 95.250 95.255 -0.015 8,488 303,111 +303,111
Mar08 051230 95.290 95.315 95.255 95.255 -0.015 4,948 260,349 +260,349
Jun08 051230 95.280 95.300 95.235 95.235 -0.020 13,063 268,632 +268,632
Sep08 051230 95.255 95.280 95.210 95.210 -0.025 3,684 218,985 +218,985
Dec08 051230 95.205 95.240 95.170 95.170 -0.025 3,754 167,714 +167,714
Mar09 051230 95.190 95.225 95.150 95.150 -0.025 2,103 127,549 +127,549
Jun09 051230 95.165 95.200 95.125 95.125 -0.025 1,741 105,380 +105,380
Sep09 051230 95.140 95.140 95.105 95.105 -0.025 2,732 97,783 +97,783
Dec09 051230 95.100 95.105 95.070 95.070 -0.025 3,769 83,373 +83,373
Mar10 051230 95.085 95.090 95.055 95.055 -0.025 2,756 58,506 +58,506
Jun10 051230 95.065 95.070 95.035 95.035 -0.025 6,101 64,384 +64,384
Total Volume and Open Interest 174,665 8,501,408 -4,335
3-Mth Euro-Yen(CME)
Mar06 051230 99.86 99.86 99.86 99.86 unch 80 7,102 +7,102
Jun06 051230 99.78 99.78 99.78 99.78 +0.01 61 9,557 +9,557
Sep06 051230 99.67 99.67 99.67 99.67 unch 0 6,133 +6,133
Dec06 051230 99.56 99.56 99.56 99.56 unch 1 6,826 +6,826
Mar07 051230 99.45 99.45 99.45 99.45 +0.01 60 1,807 +1,807
Jun07 051230 99.34 99.34 99.34 99.34 +0.01 60 3,182 +3,182
Sep07 051230 99.23 99.23 99.23 99.23 unch 80 1,818 +1,818
Dec07 051230 99.13 99.13 99.13 99.13 -0.02 0 50 +50
Mar08 051230 99.03 99.03 99.03 99.03 +0.01 0 51 +51
Jun08 051230 98.93 98.93 98.93 98.93 +0.01 0 252 +252
Total Volume and Open Interest 342 36,778 +36,778
3-Mth Euro-Yen(SIMEX)
Mar06 051230 99.87 99.87 99.87 99.87 unch 1,033 66,950 +66,950
Jun06 051230 99.78 99.78 99.78 99.78 unch 1,349 62,571 +62,571
Sep06 051230 99.67 99.68 99.67 99.67 unch 2,564 38,471 +38,471
Dec06 051230 99.56 99.57 99.56 99.57 +0.01 2,239 57,300 +57,300
Mar07 051230 99.45 99.46 99.45 99.45 unch 192 31,392 +31,392
Jun07 051230 99.34 99.35 99.34 99.35 +0.01 234 17,530 +17,530
Sep07 051230 99.23 99.24 99.23 99.24 +0.01 5 3,400 +3,400
Dec07 051230 99.12 99.14 99.12 99.14 +0.01 0 11,791 +11,791
Total Volume and Open Interest 7,616 306,742 -864
German Euro-Bund(EUREX)
Mar06 051228 121.65 121.97 121.50 121.87 +0.28 103,687 1,255,746 -23,873
Jun06 051230 121.00 121.23 121.00 121.01 +0.14 96 1,066 +25
Sep06 051230 121.49 121.49 121.49 121.49 +0.15 0 1 +0
Total Volume and Open Interest 211,915 1,259,780 -3,014
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051230 112.10 112.10 112.10 112.10 +0.10 0 9 +0
Sep06 051230 112.51 112.51 112.51 112.51 +0.10      
Total Volume and Open Interest 136,040 940,717 -20,222
Long Gilt(LIFFE)
Mar06 051230 114~14 114~22 114~10 114~14 +0~06 17,596 220,109 +220,109
Jun06 051230 114~06 114~06 114~06 114~06 +0~06      
Total Volume and Open Interest 17,596 220,109 -6,057
3-Mth Short Sterling(LIFFE)
Mar06 051230 95.50 95.50 95.50 95.50 unch 15,392 370,528 +370,528
Jun06 051230 95.57 95.57 95.57 95.57 unch 31,359 356,966 +356,966
Sep06 051230 95.57 95.57 95.57 95.57 unch 30,512 289,615 +289,615
Total Volume and Open Interest 122,354 1,686,801 +13,865
3-Mth Euribor(LIFFE)
Mar06 051230 97.295 97.310 97.290 97.295 +0.005 56,252 679,324 -4,699
Jun06 051230 97.075 97.115 97.075 97.090 +0.015 52,833 616,686 -1,675
Sep06 051230 96.965 97.020 96.965 96.985 +0.020 42,416 431,551 -246
Total Volume and Open Interest 231,852 3,106,474 -15,586
3-Mth Aus T-Bills(SFE)
Mar06 051230 94.37 94.37 94.36 94.37 -0.01 4,116 155,878 +155,878
Jun06 051230 94.38 94.38 94.36 94.37 -0.02 4,822 148,588 +148,588
Sep06 051230 94.39 94.39 94.37 94.39 -0.01 770 53,062 +53,062
Dec06 051230 94.39 94.40 94.38 94.39 -0.01 702 38,458 +38,458
Mar07 051230 94.37 94.37 94.36 94.36 -0.01 197 24,267 +24,267
Jun07 051230 94.34 94.35 94.34 94.34 -0.01 60 42,181 +42,181
Sep07 051230 94.31 94.32 94.31 94.32 unch 56 10,174 +10,174
Dec07 051230 94.29 94.29 94.29 94.29 unch 6 5,610 +5,610
Mar08 051230 94.28 94.28 94.28 94.28 unch 0 2,425 +2,425
Jun08 051230 94.26 94.26 94.26 94.26 unch 0 873 +873
Total Volume and Open Interest 10,729 482,946 +482,946
10-Year Aus T-Bonds(SFE)
Mar06 051230 94.79 94.80 94.78 94.79 +0.01 10,060 290,233 +290,233
Jun06 051230 94.79 94.79 94.79 94.79 +0.01      
Total Volume and Open Interest 10,060 290,233 +290,233
3-Year Aus T-Bonds(SFE)
Mar06 051230 94.79 94.79 94.76 94.79 +0.01 16,414 310,871 +310,871
Jun06 051230 94.79 94.79 94.79 94.79 +0.01      
Total Volume and Open Interest 16,414 310,871 +310,871
Gold(CMX)
Feb06 051230 516.2 519.5 515.5 518.9 +1.4 32,726 234,000 -1,245
Apr06 051230 520.8 524.5 519.8 523.4 +1.5 1,214 14,157 +605
Jun06 051230 525.1 528.0 524.1 527.7 +1.5 638 21,483 +247
Aug06 051230 530.6 532.1 530.6 532.1 +1.5 9 2,294 +12
Oct06 051230 536.0 536.6 536.0 536.6 +1.5 144 5,756 +138
Dec06 051230 538.5 541.6 538.5 541.0 +1.5 773 12,457 +426
Feb07 051230 545.5 545.5 545.5 545.5 +1.5 645 6,498 +517
Apr07 051230 549.9 549.9 549.9 549.9 +1.5 0 1,332 +0
Jun07 051230 554.3 554.3 554.3 554.3 +1.5 47 7,747 +238
Aug07 051230 558.6 558.6 558.6 558.6 +1.5 25 106 +0
Oct07 051230 563.0 563.0 563.0 563.0 +1.5 0 2 +0
Dec07 051230 565.0 567.4 565.0 567.4 +1.5 45 8,342 +236
Total Volume and Open Interest 36,273 321,187 +1,072
Silver(CMX)
Mar06 051230 885.0 898.0 884.0 889.0 +0.8 14,387 96,761 -2,959
May06 051230 890.5 905.0 890.5 896.0 +0.8 162 3,591 -21
Jul06 051230 899.5 913.0 899.5 903.0 +1.0 119 9,848 +39
Sep06 051230 917.0 917.0 909.1 909.1 +1.0 201 4,193 -96
Dec06 051230 921.0 927.5 913.0 916.8 +1.0 64 11,627 +38
Mar07 051230 923.0 923.0 923.0 923.0 +1.0 0 239 +0
May07 051230 926.9 926.9 926.9 926.9 +1.0 2 4 +2
Total Volume and Open Interest 15,178 131,822 -3,206
Platinum(NYM)
Jan06 051230 965.0 974.0 965.0 973.0 +8.8 1,808 635 -3,713
Apr06 051230 974.0 982.5 974.0 979.0 +5.8 1,933 9,234 +3,261
Jul06 051230 985.0 985.0 985.0 985.0 +5.8 4 6 +4
Total Volume and Open Interest 3,745 9,875 -448
Palladium(NYME)
Mar06 051230 260.00 262.00 254.10 261.50 +4.70 435 13,789 +125
Jun06 051230 265.00 265.00 265.00 265.00 +4.70 26 271 +7
Sep06 051230 267.00 267.00 267.00 267.00 +4.70 0 17 +0
Total Volume and Open Interest 463 14,109 +112
Copper(CMX)
Mar06 051230 203.60 205.50 202.50 204.20 -0.35 7,104 76,701 +886
May06 051230 196.80 199.00 196.80 198.35 -0.20 300 7,715 +197
Jul06 051230 191.80 193.80 191.80 193.00 -0.20 138 4,743 +71
Sep06 051230 187.85 187.85 187.85 187.85 -0.20 91 2,041 -50
Dec06 051230 180.85 180.85 180.85 180.85 +0.10 7 1,823 -14
Total Volume and Open Interest 8,618 103,529 +410
Aluminum(CMX)
Jan06 051230 105.55 105.55 105.10 105.10 +0.30 14 938 -46
Feb06 051230 105.85 105.85 105.85 105.85 +0.30 4 709 +0
Mar06 051230 105.80 105.95 105.80 105.95 +0.30 0 75 +0
Apr06 051230 105.35 105.35 105.35 105.35 +0.30 0 50 +0
May06 051230 104.75 104.75 104.75 104.75 +0.30 0 50 +0
Jun06 051230 103.85 103.85 103.85 103.85 +0.30 0 50 +0
Total Volume and Open Interest 18 1,917 -94
DJIA Index(CBOT)
Mar06 051230 10800 10805 10730 10744 -76 2,485 38,177 +242
Jun06 051230 10850 10850 10813 10813 -75 2 23 +2
Sep06 051230 10880 10880 10880 10880 -76      
Dec06 051230 10915 10915 10915 10915 -76 0 6 +0
Total Volume and Open Interest 2,487 38,206 +244
S & P 500(CME)
Mar06 051230 1256.00 1258.50 1251.50 1254.80 -5.30 26,606 631,267 +631,267
Jun06 051230 1264.50 1266.00 1264.40 1264.40 -5.30 378 6,273 +6,273
Sep06 051230 1273.90 1273.90 1273.90 1273.90 -5.40 487 3,729 +3,729
Dec06 051230 1283.30 1283.30 1283.30 1283.30 -5.50 45 180 +180
Total Volume and Open Interest 27,516 641,466 +7,621
S & P 500 E-Mini(Globex)
Mar06 051230 1260.25 1261.50 1251.25 1254.75 -5.25 367,199 1,054,788 +1,054,788
Jun06 051230 1275.75 1275.75 1261.25 1264.50 -5.25 235 1,554 +1,554
Total Volume and Open Interest 367,434 1,056,342 +17,112
NASDAQ 100(CME)
Mar06 051230 1662.50 1664.00 1653.00 1659.00 -9.00 4,192 57,165 +57,165
Jun06 051230 1677.00 1677.00 1677.00 1677.00 -9.00 0 22 +22
Sep06 051230 1695.00 1695.00 1695.00 1695.00 -9.00      
Total Volume and Open Interest 4,192 57,187 +1,932
NASDAQ 100 E-Mini(Globex)
Mar06 051230 1668.00 1670.00 1654.00 1659.00 -9.00 108,767 287,767 +287,767
Jun06 051230 1679.50 1679.50 1675.00 1677.00 -9.00 5 50 +50
Total Volume and Open Interest 108,772 287,817 +13,039
S & P Midcap 400(CME)
Mar06 051230 743.60 744.25 739.50 743.20 -2.50 239 12,111 +12,111
Jun06 051230 749.70 749.70 749.70 749.70 -2.50 0 7 +7
Sep06 051230 98.34 98.34 98.34 98.34 -2.50      
Total Volume and Open Interest 239 12,118 -60
Russell 2000(CME)
Mar06 051230 675.50 678.30 672.60 678.30 -1.90 705 29,227 +29,227
Jun06 051230 683.30 683.30 683.30 683.30 -1.90 0 5 +5
Sep06 051230 687.55 687.55 687.55 687.55 -1.90 0 5 +5
Total Volume and Open Interest 705 29,237 +118
Russell 2000 E-Mini(Globex)
Mar06 051230 680.20 680.60 672.50 678.30 -1.90 62,302 268,335 +268,335
Jun06 051230 683.00 684.20 679.00 683.30 -1.90 9 147 +147
Total Volume and Open Interest 62,311 268,482 -241
Value Line(KCBT)
Mar06 051230 1932.50 1938.00 1927.00 1932.00 -9.50 50 184 -8
Total Volume and Open Interest 50 186 -8
Nikkei 225(CME)
Mar06 051230 16390 16435 16010 16020 -330 43,705 209,952 +1,587
Jun06 051230 16045 16045 16045 16045 -230 3 0 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 051230 16390 16435 16010 16020 -330 43,705 209,952 +1,587
Jun06 051230 16045 16045 16045 16045 -230 3 0 +0
Sep06 051230 16040 16040 16040 16040 -235 0 3 +0
Total Volume and Open Interest 43,720 210,324 +1,595
CAC 40(MATIF)
Jan06 051230 4771.5 4771.5 4709.0 4718.5 -58.5 21,267 361,354 +361,354
Feb06 051230 4766.5 4766.5 4727.0 4727.0 -58.0 232 1,282 +1,282
Mar06 051230 4786.0 4789.5 4730.5 4736.0 -58.0 1,108 62,788 +62,788
Total Volume and Open Interest 22,639 425,613 +6,866
Hang Seng Index(HKFE)
Jan06 051230 14986 15000 14825 14838 -252 29,026 92,168 +18,761
Feb06 051230 15000 15042 14880 14880        
Mar06 051230 14980 14990 14830 14830 -255 213 1,622 +39
Total Volume and Open Interest 36,578 134,931 +6,585
DAX Index(EUREX)
Mar06 051230 5467.0 5474.0 5414.0 5438.0 -50.0 36,410 197,562 +4,056
Jun06 051230 5509.5 5509.5 5453.0 5475.5 -50.0 750 9,054 +954
Sep06 051230 5520.0 5520.0 5501.0 5515.5 -50.5 23 915 +1
Total Volume and Open Interest 37,183 207,531 +5,011
FT-SE 100(LIFFE)
Mar06 051230 5635.00 5646.00 5595.50 5616.00 -22.50 22,509 403,608 +403,608
Jun06 051230 5645.00 5645.00 5619.00 5626.50 -22.50 57 14,481 +14,481
Sep06 051230 5639.00 5639.00 5639.00 5639.00 -22.50 2 750 +750
Total Volume and Open Interest 22,568 418,839 +6,523
SPI 200(SFE)
Mar06 051230 4770.0 4770.0 4722.0 4727.0 -37.0 4,750 162,395 +162,395
Jun06 051230 4769.0 4769.0 4753.0 4753.0 -38.0 90 4,755 +4,755
Sep06 051230 4754.0 4754.0 4754.0 4754.0 -38.0 6 1,833 +1,833
Total Volume and Open Interest 4,846 170,334 -597
GSCI(CME)
Jan06 051230 423.20 432.00 423.20 431.85 +4.35 174 18,612 +18,612
Feb06 051230 436.00 436.00 436.00 436.00 +5.00 1 8 +8
Mar06 051230 433.00 433.00 433.00 433.00 +3.00      
Total Volume and Open Interest 175 18,620 -7
Reuters CRB Index(NYBOT)
Jan06 051230 347.00 351.00 347.00 351.00 +2.00 9 543 -5
Feb06 051230 350.50 350.50 350.50 350.50 +3.25 4 65 +3
Apr06 051230 349.25 349.25 349.25 349.25 +2.00 4 427 +5
Total Volume and Open Interest 17 1,042 +1,040
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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