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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 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060103 615.00 621.50 613.00 617.50 +15.50 8,694 11,081 -2,329
Mar06 060103 625.75 632.50 624.00 628.50 +15.00 34,049 164,727 +1,214
May06 060103 634.50 641.50 633.00 638.75 +16.75 3,444 31,176 -344
Jul06 060103 643.00 649.00 640.00 646.50 +16.00 2,479 38,706 +400
Aug06 060103 646.00 648.00 644.50 647.00 +13.00 6 3,361 -3
Sep06 060103 638.50 645.00 638.50 643.00 +5.00 17 1,249 -2
Nov06 060103 640.00 648.00 638.50 645.25 +9.75 2,218 26,796 +423
Total Volume and Open Interest 50,933 279,605 -626
Soybean Meal(CBOT)
Jan06 060103 202.00 202.50 198.20 198.20 +0.90 5,692 10,148 -1,134
Mar06 060103 201.80 202.00 197.50 197.70 +1.40 12,092 58,781 +921
May06 060103 202.00 202.50 199.00 199.00 +1.70 1,598 23,125 -254
Jul06 060103 202.60 203.50 200.00 200.20 +2.40 1,289 23,344 -67
Aug06 060103 203.00 204.00 200.80 200.80 +0.60 179 5,955 +4
Sep06 060103 202.20 203.50 200.50 200.50 +1.30 201 5,578 +19
Oct06 060103 201.00 202.50 199.50 199.70 +2.20 66 3,227 +16
Dec06 060103 199.00 202.50 199.00 200.00 +3.50 595 7,422 +288
Total Volume and Open Interest 21,712 137,665 -207
Soybean Oil(CBOT)
Jan06 060103 21.80 23.00 21.80 22.96 +1.66 4,774 6,294 -2,431
Mar06 060103 22.20 23.37 22.15 23.24 +1.34 10,777 94,796 -552
May06 060103 22.55 23.65 22.50 23.56 +1.42 3,148 23,290 +290
Jul06 060103 22.88 23.93 22.85 23.85 +1.53 615 27,482 +218
Aug06 060103 23.00 23.96 22.95 23.96 +1.71 22 3,829 -2
Sep06 060103 23.55 24.15 23.50 24.04 +1.64 17 3,024 +6
Oct06 060103 23.35 24.20 23.35 24.20 +1.68 17 1,744 +2
Dec06 060103 23.50 24.58 23.50 24.45 +1.50 272 13,697 +157
Total Volume and Open Interest 19,642 174,217 -2,312
Canola(WCE)
Jan06 060103 234.3 241.9 234.3 241.9 +11.8 891 1,119 -41
Mar06 060103 239.7 252.0 239.7 249.9 +12.4 5,543 62,002 -884
May06 060103 247.6 258.0 247.6 257.2 +12.2 354 7,754 +122
Jul06 060103 256.0 265.4 256.0 265.0 +11.1 53 4,024 +40
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 060103 216.25 221.00 215.50 220.00 +4.25 55,082 449,273 -1,046
May06 060103 225.25 229.50 225.00 228.50 +3.50 10,403 95,994 +3,292
Jul06 060103 234.00 236.75 233.00 236.00 +4.00 5,599 100,076 +563
Sep06 060103 241.00 243.50 241.00 242.75 +3.50 532 21,654 -16
Dec06 060103 249.25 252.00 249.25 251.50 +3.25 5,257 96,895 +1,581
Mar07 060103 256.00 258.00 255.50 257.75 +2.25 500 6,728 +247
Total Volume and Open Interest 77,724 786,225 +4,761
Wheat(CBOT)
Mar06 060103 342.00 346.50 341.50 346.00 +6.75 24,892 212,398 +834
May06 060103 352.50 356.25 351.25 355.50 +6.75 3,068 15,421 +1,405
Jul06 060103 360.50 365.00 359.50 364.75 +7.50 5,429 41,812 +1,019
Sep06 060103 367.50 373.00 367.50 372.25 +7.25 195 3,859 +58
Dec06 060103 379.50 384.00 379.50 383.75 +5.75 1,802 27,098 +614
Total Volume and Open Interest 35,467 301,884 +3,951
Wheat(KCBT)
Mar06 060103 391.00 394.00 386.50 390.50 +3.50 6,256 73,201 +559
May06 060103 383.00 386.50 381.50 386.00 +7.00 717 12,743 +323
Jul06 060103 383.50 385.50 380.00 383.25 +6.25 3,445 35,133 +840
Sep06 060103 388.75 390.00 385.00 388.00 +6.00 66 5,008 +0
Dec06 060103 396.00 399.50 394.50 397.50 +4.25 710 5,121 +140
Total Volume and Open Interest 11,194 131,228 +1,862
Wheat(MGE)
Mar06 060103 394.00 399.00 392.00 396.50 +4.50 2,132 23,660 +416
May06 060103 392.00 397.00 390.50 396.00 +6.75 528 5,467 +333
Jul06 060103 390.00 395.00 389.00 394.50 +7.25 1,169 9,892 +106
Sep06 060103 388.50 393.00 388.50 391.00 +6.25 191 3,701 -17
Dec06 060103 394.50 399.50 394.50 398.00 +6.50 40 1,458 -6
Total Volume and Open Interest 4,061 44,195 +833
Oats(CBOT)
Mar06 060103 198.25 200.00 194.00 199.75 +4.75 552 8,180 +23
May06 060103 189.00 192.50 189.00 192.00 +4.25 24 417 -9
Jul06 060103 184.00 186.00 184.00 185.50 +3.50 22 299 -7
Sep06 060103 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 606 9,466 +11
Rough Rice(CBOT)
Jan06 060103 8.02 8.05 8.02 8.05 +0.12 296 329 -89
Mar06 060103 8.20 8.30 8.18 8.27 +0.08 696 7,378 +169
May06 060103 8.49 8.53 8.44 8.52 +0.08 55 793 +22
Jul06 060103 8.69 8.73 8.69 8.73 +0.06 70 155 +70
Total Volume and Open Interest 1,232 9,018 +271
Live Cattle(CME)
Feb06 060103 96.300 96.750 96.150 96.375 unch 9,434 114,062 -2,248
Apr06 060103 95.100 95.400 94.800 95.025 -0.025 7,212 41,292 +1,174
Jun06 060103 87.300 87.425 87.000 87.275 -0.050 1,581 21,136 +321
Aug06 060103 85.900 86.450 85.900 86.250 -0.100 573 10,403 -10
Oct06 060103 88.850 89.050 88.750 88.875 -0.200 206 5,667 +69
Dec06 060103 90.000 90.200 89.900 89.950 -0.350 531 3,754 +236
Total Volume and Open Interest 20,613 196,314 -1,633
Feeder Cattle(CME)
Jan06 060103 115.100 115.100 113.950 114.275 -0.975 1,107 9,318 -124
Mar06 060103 114.800 114.925 113.650 114.000 -0.725 1,043 15,158 +358
Apr06 060103 114.600 114.750 113.750 114.050 -0.950 621 4,332 +390
May06 060103 113.600 113.650 113.000 113.250 -0.750 114 2,511 +13
Aug06 060103 114.250 114.300 113.750 114.000 -0.400 273 2,088 +174
Sep06 060103 112.500 112.900 112.500 112.900 +0.100 2 182 +2
Oct06 060103 111.900 111.950 111.600 111.900 +0.100 2 44 +1
Total Volume and Open Interest 3,165 33,690 +816
Lean Hogs(CME)
Feb06 060103 65.250 65.325 64.125 64.650 -0.625 5,958 68,759 -238
Apr06 060103 68.400 68.500 67.300 67.950 -0.525 4,114 30,125 +1,072
May06 060103 70.200 70.200 69.600 70.025 -0.400 115 4,001 +25
Jun06 060103 72.250 72.300 71.500 72.050 -0.275 898 13,761 +74
Jul06 060103 69.000 69.050 68.300 68.975 -0.025 335 4,946 +1
Aug06 060103 65.950 65.950 65.550 65.750 -0.250 129 2,097 +32
Oct06 060103 58.075 58.100 57.500 57.700 -0.350 92 1,178 +26
Dec06 060103 56.000 56.000 55.400 55.400 -0.575 36 536 +6
Total Volume and Open Interest 11,677 125,419 +998
Pork Bellies(CME)
Feb06 060103 82.150 84.900 82.150 83.900 +1.750 205 1,525 +57
Mar06 060103 82.900 85.400 82.900 84.025 +0.825 2 324 +1
May06 060103 86.000 88.050 85.800 85.800 +0.750 51 276 +29
Jul06 060103 87.225 88.500 87.000 87.000 +0.900 2 182 +0
Aug06 060103 84.000 84.000 84.000 84.000 unch 0 12 +0
Total Volume and Open Interest 260 2,319 +87
Class III Milk(CME)
Jan06 060103 13.23 13.30 13.20 13.27 +0.02 35 2,437 -2
Feb06 060103 12.90 13.20 12.88 13.17 +0.26 33 2,090 +0
Mar06 060103 12.78 12.95 12.78 12.95 +0.15 29 1,935 +2
Apr06 060103 12.68 12.72 12.67 12.72 +0.07 10 1,844 -1
May06 060103 12.58 12.65 12.58 12.65 +0.07 12 1,796 +7
Total Volume and Open Interest 403 20,547 -1,898
Cocoa(NYBOT)
Mar06 060103 1515 1548 1513 1546 +42 7,332 57,768 -28
May06 060103 1536 1566 1534 1566 +42 987 16,625 +590
Jul06 060103 1560 1585 1555 1585 +40 259 13,550 -188
Sep06 060103 1579 1605 1578 1605 +41 554 13,050 +184
Dec06 060103 1617 1633 1617 1633 +40 200 10,780 +75
Mar07 060103 1655 1655 1655 1655 +40 177 11,912 +447
May07 060103 1642 1676 1642 1676 +40 20 2,046 +20
Total Volume and Open Interest 9,529 129,643 +1,100
Coffee "C"(NYBOT)
Mar06 060103 107.50 108.80 106.20 108.60 +1.50 7,077 60,672 +246
May06 060103 110.10 110.95 108.50 110.80 +1.50 1,135 11,823 +106
Jul06 060103 111.90 112.60 111.00 112.50 +1.40 334 4,592 -106
Sep06 060103 113.90 114.15 112.50 114.10 +1.20 174 1,593 -638
Dec06 060103 116.00 116.35 115.90 116.35 +1.10 308 1,912 +8
Mar07 060103 118.50 118.50 118.50 118.50 +1.00 181 905 +24
Total Volume and Open Interest 9,209 82,113 -360
Orange Juice(NYBOT)
Jan06 060103 125.00 125.80 123.50 125.00 -0.20 3,854 1,179 -3,687
Mar06 060103 121.60 123.70 121.60 122.90 +0.95 1,580 22,240 -226
May06 060103 123.00 124.50 123.00 123.90 +1.10 2,316 4,192 +2,241
Jul06 060103 124.50 125.30 124.50 124.80 +1.10 8 1,124 -6
Sep06 060103 126.00 126.00 125.70 125.70 +1.10 3 844 +1
Total Volume and Open Interest 7,761 30,590 -1,677
Sugar #11(NYBOT)
Mar06 060103 14.65 14.67 14.00 14.18 -0.50 21,488 285,158 -931
May06 060103 14.63 14.63 14.20 14.23 -0.52 7,105 92,332 +823
Jul06 060103 14.00 14.00 13.75 13.78 -0.47 2,770 58,487 -793
Oct06 060103 13.78 13.82 13.65 13.69 -0.39 1,333 40,819 -1,575
Mar07 060103 13.80 13.82 13.67 13.69 -0.39 1,347 37,681 -79
Total Volume and Open Interest 34,627 537,801 -2,367
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060103 22.40 22.40 22.40 22.40 unch 85 2,828 +73
May06 060103 22.25 22.25 22.25 22.25 +0.10 48 3,316 +5
Jul06 060103 22.25 22.25 22.25 22.25 unch 93 3,592 +147
Sep06 060103 22.40 22.40 22.40 22.40 -0.15 36 1,698 +16
Total Volume and Open Interest 272 12,576 +251
London Cocoa(LCE)
Mar06 060103 912 930 912 927 +16 2,924 70,154 -515
May06 060103 923 939 922 936 +16 631 27,306 +114
Jul06 060103 934 945 931 945 +16 639 32,880 +402
Sep06 060103 947 960 944 959 +16 149 16,672 -19
Dec06 060103 970 972 960 971 +15 215 19,051 +128
Mar07 060103 971 982 971 981 +16 138 6,788 +37
May07 060103 980 993 980 991 +16 1 431 +1
Total Volume and Open Interest 4,697 173,339 +148
London Coffee(LCE)
Jan06 060103 1172.00 1198.00 1168.00 1198.00 +27.00 2,241 3,236 -3,412
Mar06 060103 1187.00 1223.00 1187.00 1215.00 +32.00 2,844 76,760 +1,099
May06 060103 1204.00 1235.00 1204.00 1230.00 +33.00 325 21,021 -237
Jul06 060103 1214.00 1242.00 1214.00 1242.00 +33.00 56 6,282 -23
Sep06 060103 1234.00 1254.00 1234.00 1254.00 +32.00 18 3,688 -2
Nov06 060103 1243.00 1267.00 1243.00 1267.00 +32.00 40 247 +0
Total Volume and Open Interest 5,524 111,369 -2,575
London Sugar(LCE)
Mar06 060103 354.50 354.90 337.50 339.50 -15.70 1,670 42,453 -140
May06 060103 361.40 361.40 346.00 347.50 -14.20 426 10,712 +99
Aug06 060103 374.30 374.30 361.00 362.20 -14.50 120 8,696 +52
Oct06 060103 378.00 378.00 364.00 366.00 -15.70 96 7,262 +63
Dec06 060103 377.60 377.60 366.00 366.00 -15.50 16 2,645 +0
Total Volume and Open Interest 2,344 75,661 +81
Cotton(NYBOT)
Mar06 060103 54.40 55.25 54.40 55.24 +1.05 10,769 80,278 -1,680
May06 060103 55.10 55.85 55.10 55.81 +1.11 1,776 16,717 +95
Jul06 060103 56.10 56.65 56.10 56.55 +1.00 496 4,832 +41
Oct06 060103 57.08 57.08 57.08 57.08 +0.93 0 85 +0
Dec06 060103 57.80 58.15 57.80 58.12 +0.97 41 3,418 -5
Mar07 060103 60.05 60.05 60.05 60.05 +0.98 0 28 +0
Total Volume and Open Interest 13,082 105,414 -1,549
Lumber(CME)
Jan06 060103 363.9 368.8 356.5 360.7 +1.7 576 1,538 -257
Mar06 060103 374.6 376.7 368.5 375.8 +9.1 915 2,955 +23
May06 060103 362.8 370.0 359.1 366.9 +4.1 107 643 +1
Jul06 060103 357.1 361.2 357.1 358.2 +3.6 2 139 -1
Total Volume and Open Interest 1,607 5,339 -232
Crude Oil(NYM)
Feb06 060103 61.80 63.80 61.75 63.14 +2.10 72,714 214,741 -18,029
Mar06 060103 62.70 64.55 62.50 63.99 +2.09 46,646 120,011 +10,818
Apr06 060103 63.25 65.10 63.15 64.48 +2.13 8,303 51,820 +589
May06 060103 63.80 65.30 63.60 64.84 +2.14 3,263 32,730 +94
Jun06 060103 64.05 65.60 63.90 65.14 +2.14 5,491 51,349 -1,350
Jul06 060103 64.15 65.70 64.15 65.38 +2.13 1,135 13,793 -261
Aug06 060103 64.30 65.59 64.30 65.59 +2.12 577 11,186 +282
Sep06 060103 64.55 66.06 64.45 65.77 +2.11 661 23,712 +290
Oct06 060103 64.65 66.21 64.65 65.91 +2.10 450 6,651 +240
Nov06 060103 64.80 66.33 64.80 66.02 +2.09 50 12,155 +0
Dec06 060103 64.75 66.50 64.70 66.10 +2.09 4,637 53,149 +251
Jan07 060103 65.50 66.17 65.50 66.17 +2.10 370 13,495 +70
Feb07 060103 66.22 66.22 66.22 66.22 +2.09 0 4,324 +0
Mar07 060103 65.30 66.26 65.30 66.26 +2.08 142 7,621 +120
Apr07 060103 66.29 66.29 66.29 66.29 +2.07 100 5,117 +0
May07 060103 66.30 66.30 66.30 66.30 +2.05 0 2,705 +0
Total Volume and Open Interest 148,230 816,246 -7,801
Heating Oil(NYM)
Feb06 060103 178.20 185.50 175.92 179.64 +2.66 20,807 69,520 -3,555
Mar06 060103 181.75 186.75 180.50 181.54 +2.41 8,293 37,068 +1,792
Apr06 060103 181.00 185.50 180.00 180.64 +2.21 2,584 13,491 +461
May06 060103 178.80 184.00 178.00 178.44 +2.11 959 8,008 -119
Jun06 060103 178.00 181.50 177.64 177.64 +1.91 436 8,511 +15
Jul06 060103 179.00 182.25 178.64 178.64 +1.81 343 5,679 -53
Aug06 060103 183.25 184.50 180.19 180.19 +1.76 301 3,189 -8
Sep06 060103 185.50 185.75 182.44 182.44 +1.66 52 2,261 -88
Oct06 060103 188.25 190.00 185.14 185.14 +1.56 12 998 -8
Nov06 060103 191.00 192.50 187.74 187.74 +1.41 88 1,280 +14
Dec06 060103 190.00 193.00 190.00 190.34 +1.21 399 5,419 -177
Jan07 060103 194.90 196.50 192.34 192.34 +0.91 18 2,216 +1
Total Volume and Open Interest 43,841 162,120 -5,857
Unleaded Gas(NYM)
Feb06 060103 174.00 179.30 173.00 175.05 +2.31 21,374 63,197 +871
Mar06 060103 175.75 181.90 175.75 178.27 +3.47 6,074 23,397 +1,674
Apr06 060103 184.00 190.00 184.00 186.12 +3.47 1,241 16,703 +63
May06 060103 186.00 191.00 185.90 187.97 +3.52 1,278 12,680 +2
Jun06 060103 187.00 191.75 187.00 189.22 +3.57 989 7,462 +262
Jul06 060103 188.75 189.52 188.50 189.52 +3.47 27 3,249 +16
Aug06 060103 191.00 191.50 189.22 189.22 +3.37 62 2,807 +28
Sep06 060103 187.77 187.77 187.77 187.77 +3.32 28 4,014 +2
Oct06 060103 178.50 179.72 178.50 179.72 +3.27 0 1,061 +0
Nov06 060103 177.52 177.52 177.52 177.52 +3.22 2 552 +2
Dec06 060103 176.62 176.62 176.62 176.62 +3.17 0 348 +0
Jan07 060103 177.37 177.37 177.37 177.37 +3.17 0 182 +0
Total Volume and Open Interest 40,101 136,956 -379
Natural Gas(NYM)
Feb06 060103 10.700 11.000 10.596 10.626 -0.599 14,171 71,583 -4,245
Mar06 060103 10.900 11.120 10.730 10.755 -0.604 7,833 72,724 +446
Apr06 060103 10.200 10.330 10.160 10.160 -0.199 5,814 34,269 -714
May06 060103 10.150 10.230 10.120 10.120 -0.169 3,760 29,412 -128
Jun06 060103 10.270 10.270 10.160 10.160 -0.169 338 15,859 -403
Jul06 060103 10.220 10.300 10.212 10.212 -0.167 215 20,099 -171
Aug06 060103 10.260 10.380 10.257 10.257 -0.167 100 18,504 -58
Sep06 060103 10.270 10.340 10.250 10.270 -0.164 1,686 14,308 -365
Oct06 060103 10.330 10.390 10.325 10.325 -0.164 1,493 29,447 +146
Nov06 060103 10.830 10.950 10.800 10.850 -0.149 63 11,063 -19
Dec06 060103 11.310 11.450 11.300 11.365 -0.114 1,640 14,401 +646
Jan07 060103 11.700 11.850 11.700 11.780 -0.099 2,413 16,111 +2,051
Feb07 060103 11.670 11.820 11.650 11.780 -0.089 202 5,888 +60
Mar07 060103 11.450 11.590 11.450 11.550 -0.079 3,383 15,680 +2,121
Apr07 060103 9.500 9.650 9.500 9.585 -0.074 1,151 13,321 -183
May07 060103 9.280 9.440 9.280 9.365 -0.074 666 12,480 -16
Total Volume and Open Interest 50,374 539,226 +230
Brent Crude Oil(ICE)
Feb06 060103 59.35 62.05 59.08 61.35 +2.37 28,082 0 -82,091
Mar06 060103 59.65 62.39 59.49 61.70 +2.31 17,701 0 -109,732
Apr06 060103 60.20 62.92 60.11 62.27 +2.27 8,057 0 -32,056
May06 060103 60.88 63.41 60.58 62.78 +2.25 2,980 0 -15,434
Jun06 060103 61.25 63.83 61.25 63.22 +2.22 3,763 0 -24,106
Jul06 060103 61.76 64.09 61.76 63.59 +2.22 2,070 0 -10,872
Aug06 060103 62.05 64.36 62.05 63.86 +2.20 531 0 -3,147
Sep06 060103 62.27 64.52 62.27 64.07 +2.21 250 0 -20,374
Oct06 060103 64.11 64.60 64.11 64.20 +2.19 50 0 -4,825
Nov06 060103 64.25 64.72 64.25 64.32 +2.16      
Dec06 060103 62.54 64.87 62.50 64.41 +2.14 3,950 0 -30,513
Jan07 060103 64.49 64.49 64.49 64.49 +2.14      
Feb07 060103 64.55 64.55 64.55 64.55 +2.14      
Mar07 060103 64.60 64.60 64.60 64.60 +2.13 50 0 -3,785
Total Volume and Open Interest 68,338    
Gas Oil(ICE)
Jan06 060103 515.00 548.00 515.00 542.75 +32.00 10,354 0 -48,859
Feb06 060103 522.75 554.50 522.00 549.25 +30.75 7,112 0 -59,450
Mar06 060103 528.75 559.50 528.75 554.00 +29.25 2,605 0 -25,780
Apr06 060103 536.50 563.50 536.00 558.75 +28.50 1,495 0 -14,387
May06 060103 542.00 563.25 542.00 563.25 +28.00 733 0 -5,923
Jun06 060103 550.00 567.75 550.00 567.75 +27.25 901 0 -22,828
Jul06 060103 558.00 572.25 558.00 572.25 +27.25      
Aug06 060103 563.50 577.00 563.50 577.00 +27.50 5 0 -942
Sep06 060103 581.25 581.25 581.25 581.25 +27.25      
Oct06 060103 585.00 585.00 585.00 585.00 +27.00 310 0 -1,842
Total Volume and Open Interest 25,685    
US Dollar Index(NYBOT)
Mar06 060103 90.53 90.68 89.53 89.57 -1.39 2,756 23,713 +298
Jun06 060103 89.56 89.57 89.25 89.25 -1.38 2 2,029 +2
Sep06 060103 88.98 88.98 88.98 88.98 -1.38 0 3 +0
Total Volume and Open Interest 2,758 25,745 +300
Australian Dollar(CME)
Mar06 060103 73.40 74.00 73.32 73.91 +0.66 4,700 61,685 +1,364
Jun06 060103 73.55 73.74 73.55 73.74 +0.66 0 277 +0
Sep06 060103 73.59 73.59 73.59 73.59 +0.66 0 8 +0
Total Volume and Open Interest 4,700 61,975 +1,364
British Pound(CME)
Mar06 060103 172.80 174.54 172.56 174.49 +2.62 3,770 74,393 +1,714
Jun06 060103 173.70 174.65 173.70 174.64 +2.62 0 220 +0
Sep06 060103 174.84 174.84 174.84 174.84 +2.62 0 15 +0
Total Volume and Open Interest 3,770 74,630 +1,714
Canadian Dollar(CME)
Mar06 060103 86.16 86.92 85.88 86.68 +0.48 9,119 102,459 +1,408
Jun06 060103 86.23 87.04 86.23 86.89 +0.48 0 1,887 +1
Sep06 060103 86.45 87.15 86.45 87.07 +0.48 4 324 +2
Dec06 060103 87.25 87.25 87.25 87.25 +0.48 0 93 +0
Total Volume and Open Interest 9,123 104,863 +1,411
Japanese Yen(CME)
Mar06 060103 85.83 86.95 85.78 86.89 +1.38 4,266 128,972 +1,088
Jun06 060103 87.00 87.96 87.00 87.96 +1.38 0 20,048 +3
Sep06 060103 88.96 88.96 88.96 88.96 +1.38 0 34 +0
Total Volume and Open Interest 4,266 149,074 +1,091
Swiss Franc(CME)
Mar06 060103 76.92 78.11 76.89 78.06 +1.50 6,106 85,601 -482
Jun06 060103 78.30 78.75 78.30 78.75 +1.50 0 156 +12
Sep06 060103 79.39 79.39 79.39 79.39 +1.50 0 25 +0
Total Volume and Open Interest 6,108 85,828 -470
EuroFX(CME)
Mar06 060103 119.24 120.73 119.10 120.67 +1.87 7,148 108,340 +954
Jun06 060103 120.79 121.33 120.79 121.33 +1.87 2 3,049 -34
Sep06 060103 121.60 121.91 121.60 121.91 +1.87 0 1,191 +0
Total Volume and Open Interest 7,172 112,700 +942
Mexican Peso(CME)
Mar06 060103 9312.0 9350.0 9305.0 9330.0 -17.0 5,139 67,507 +3,327
Jun06 060103 9222.0 9222.0 9222.0 9222.0 -18.0 0 516 +0
Total Volume and Open Interest 5,189 93,405 +3,352
30-Year T-Bonds(CBOT)
Mar06 060103 114~07 114~25 113~25 114~12 +0~06 111,933 589,000 -5,218
Jun06 060103 114~01 114~20 113~22 114~09 +0~07 1,075 2,642 +754
Sep06 060103 114~09 114~09 114~09 114~09 +0~07 0 67 +0
Total Volume and Open Interest 113,008 591,713 -4,464
10-Year T-Notes(CBOT)
Mar06 060103 109~125 109~255 109~055 109~210 +0~080 259,215 1,497,146 -14,945
Jun06 060103 109~030 109~200 109~030 109~175 +0~080 219 15,290 +49
Total Volume and Open Interest 259,444 1,512,481 -14,886
5-Year T-Notes(CBOT)
Mar06 060103 106~070 106~195 106~065 106~175 +0~065 136,921 0 +0
Jun06 060103 106~075 106~170 106~070 106~170 +0~065 584 0 +0
Total Volume and Open Interest 137,505 1 +0
2 Year T-Notes(CBOT)
Mar06 060103 102~068 102~093 102~068 102~092 +0~016 4,029 386,091 +3,431
Total Volume and Open Interest 4,898 395,882 +3,431
Eurodollars(CME)
Mar06 060103 95.200 95.275 95.195 95.255 +0.030 12,066 1,248,947 +2,249
Jun06 060103 95.120 95.230 95.120 95.205 +0.050 8,591 1,284,750 +6,231
Sep06 060103 95.170 95.260 95.115 95.225 +0.065 152,981 1,091,992 -7,082
Dec06 060103 95.165 95.300 95.160 95.280 +0.075 8,615 1,023,685 -11,436
Mar07 060103 95.215 95.345 95.210 95.320 +0.070 7,959 847,703 -4,355
Jun07 060103 95.230 95.350 95.225 95.330 +0.065 10,970 648,613 +2,352
Sep07 060103 95.230 95.345 95.230 95.325 +0.060 7,795 416,413 +1,534
Dec07 060103 95.215 95.340 95.215 95.305 +0.050 7,268 305,423 +2,312
Mar08 060103 95.220 95.330 95.220 95.300 +0.045 3,049 261,326 +977
Jun08 060103 95.200 95.310 95.200 95.275 +0.040 2,830 267,729 -903
Sep08 060103 95.225 95.275 95.225 95.245 +0.035 3,955 218,701 -284
Dec08 060103 95.145 95.240 95.145 95.200 +0.030 3,154 167,629 -85
Mar09 060103 95.135 95.205 95.135 95.180 +0.030 4,536 127,805 +256
Jun09 060103 95.110 95.180 95.110 95.155 +0.030 2,763 106,828 +1,448
Sep09 060103 95.095 95.160 95.095 95.130 +0.025 3,133 98,812 +1,029
Dec09 060103 95.060 95.125 95.060 95.095 +0.025 4,364 84,425 +1,052
Mar10 060103 95.030 95.100 95.030 95.080 +0.025 1,470 59,086 +580
Jun10 060103 95.015 95.075 95.015 95.055 +0.020 1,192 65,150 +766
Total Volume and Open Interest 104,981 8,504,149 +2,741
3-Mth Euro-Yen(CME)
Mar06 060103 99.86 99.86 99.86 99.86 unch 0 7,149 +47
Jun06 060103 99.78 99.78 99.78 99.78 unch 0 9,370 -187
Sep06 060103 99.67 99.67 99.67 99.67 unch 0 5,888 -245
Dec06 060103 99.57 99.57 99.57 99.57 +0.01 30 6,798 -28
Mar07 060103 99.45 99.45 99.45 99.45 unch 0 727 -1,080
Jun07 060103 99.34 99.34 99.34 99.34 unch 0 2,827 -355
Sep07 060103 99.23 99.23 99.23 99.23 unch 0 1,758 -60
Dec07 060103 99.13 99.13 99.13 99.13 unch 40 90 +40
Mar08 060103 99.03 99.03 99.03 99.03 unch 0 51 +0
Jun08 060103 98.93 98.93 98.93 98.93 unch 0 252 +0
Total Volume and Open Interest 70 34,910 -1,868
3-Mth Euro-Yen(SIMEX)
Mar06 060103 99.87 99.87 99.87 99.87 unch 0 66,922 -28
Jun06 060103 99.78 99.78 99.78 99.78 unch 0 61,707 -864
Sep06 060103 99.67 99.67 99.67 99.67 unch 0 36,881 -1,590
Dec06 060103 99.57 99.57 99.57 99.57 unch 0 56,590 -710
Mar07 060103 99.45 99.45 99.45 99.45 unch 0 30,812 -580
Jun07 060103 99.35 99.35 99.35 99.35 unch 0 18,108 +578
Sep07 060103 99.24 99.24 99.24 99.24 unch 0 3,480 +80
Dec07 060103 99.14 99.14 99.14 99.14 unch 0 11,791 +0
Total Volume and Open Interest 0 303,628 -3,114
German Euro-Bund(EUREX)
Mar06 060103 121.43 121.74 121.24 121.63 -0.24 254,049 1,261,752 +6,006
Jun06 060103 120.66 120.86 120.45 120.82 -0.19 25 1,068 +2
Sep06 060103 121.13 121.13 121.13 121.13 -0.36 0 1 +0
Total Volume and Open Interest 194,162 1,242,969 -16,811
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060103 111.88 112.03 111.88 112.03 -0.07 0 9 +0
Sep06 060103 112.44 112.44 112.44 112.44 -0.07      
Total Volume and Open Interest 161,344 936,064 -4,653
Long Gilt(LIFFE)
Mar06 060103 114~11 114~15 113~30 114~12 -0~03 20,624 223,629 +3,520
Jun06 060103 114~03 114~03 114~03 114~03 -0~03      
Total Volume and Open Interest 20,624 223,629 +3,520
3-Mth Short Sterling(LIFFE)
Mar06 060103 95.50 95.50 95.50 95.50 unch 9,561 370,950 +422
Jun06 060103 95.56 95.56 95.56 95.56 -0.01 18,532 363,032 +6,066
Sep06 060103 95.56 95.56 95.56 95.56 -0.01 11,921 292,175 +2,560
Total Volume and Open Interest 58,369 1,697,467 +10,666
3-Mth Euribor(LIFFE)
Mar06 060103 97.290 97.300 97.285 97.295 unch 47,051 686,507 +7,183
Jun06 060103 97.060 97.110 97.060 97.090 unch 36,100 619,963 +3,277
Sep06 060103 96.945 96.990 96.935 96.970 -0.015 50,648 428,905 -2,646
Total Volume and Open Interest 230,491 3,112,801 +6,327
3-Mth Aus T-Bills(SFE)
Mar06 060103 94.36 94.36 94.34 94.35 -0.02 4,434 154,756 -1,122
Jun06 060103 94.36 94.36 94.34 94.35 -0.02 5,714 151,326 +2,738
Sep06 060103 94.37 94.37 94.36 94.37 -0.02 507 53,616 +554
Dec06 060103 94.38 94.38 94.36 94.37 -0.02 299 38,365 -93
Mar07 060103 94.34 94.36 94.33 94.36 unch 200 24,267 +0
Jun07 060103 94.32 94.32 94.31 94.32 -0.02 100 42,225 +44
Sep07 060103 94.29 94.29 94.29 94.29 -0.03 100 10,214 +40
Dec07 060103 94.26 94.28 94.26 94.27 -0.02 0 5,610 +0
Mar08 060103 94.26 94.26 94.26 94.26 -0.02 0 2,425 +0
Jun08 060103 94.24 94.24 94.24 94.24 -0.02 0 873 +0
Total Volume and Open Interest 11,354 485,107 +2,161
10-Year Aus T-Bonds(SFE)
Mar06 060103 94.76 94.78 94.74 94.76 -0.03 9,653 286,861 -3,372
Jun06 060103 94.76 94.76 94.76 94.76 -0.03      
Total Volume and Open Interest 9,653 286,861 -3,372
3-Year Aus T-Bonds(SFE)
Mar06 060103 94.77 94.77 94.73 94.76 -0.03 18,141 306,901 -3,970
Jun06 060103 94.76 94.76 94.76 94.76 -0.03      
Total Volume and Open Interest 18,141 306,901 -3,970
Gold(CMX)
Feb06 060103 524.0 533.2 522.8 532.5 +13.6 28,159 234,381 +381
Apr06 060103 529.0 537.1 527.0 537.0 +13.6 3,168 15,800 +1,643
Jun06 060103 532.0 541.5 532.0 541.5 +13.8 326 21,536 +53
Aug06 060103 537.0 547.0 537.0 546.1 +14.0 5 2,294 +0
Oct06 060103 550.7 550.7 550.7 550.7 +14.1 5 5,753 -3
Dec06 060103 545.0 555.2 545.0 555.2 +14.2 123 12,445 -12
Feb07 060103 559.8 559.8 559.8 559.8 +14.3 0 6,498 +0
Apr07 060103 564.3 564.3 564.3 564.3 +14.4 0 1,332 +0
Jun07 060103 568.8 568.8 568.8 568.8 +14.5 58 7,760 +13
Aug07 060103 573.2 573.2 573.2 573.2 +14.6 0 106 +0
Oct07 060103 577.7 577.7 577.7 577.7 +14.7 0 2 +0
Dec07 060103 580.5 582.2 580.5 582.2 +14.8 7 8,337 -5
Total Volume and Open Interest 31,851 323,247 +2,060
Silver(CMX)
Mar06 060103 906.0 918.0 901.5 916.0 +27.0 8,851 96,684 -77
May06 060103 919.0 925.0 915.0 923.0 +27.0 138 3,694 +103
Jul06 060103 920.5 931.5 919.5 930.0 +27.0 98 9,888 +40
Sep06 060103 935.5 935.5 935.5 935.5 +26.4 61 4,221 +28
Dec06 060103 939.0 943.0 930.0 942.7 +25.9 85 11,615 -12
Mar07 060103 949.1 949.1 949.1 949.1 +26.1 0 239 +0
May07 060103 945.0 953.1 945.0 953.1 +26.2 1 4 +0
Total Volume and Open Interest 9,239 131,229 -593
Platinum(NYM)
Jan06 060103 972.0 975.8 972.0 975.8 +2.8 614 225 -410
Apr06 060103 987.0 990.0 980.0 981.8 +2.8 1,242 9,474 +240
Jul06 060103 990.0 990.0 987.8 987.8 +2.8 0 6 +0
Total Volume and Open Interest 1,856 9,705 -170
Palladium(NYME)
Mar06 060103 267.00 271.00 265.00 270.20 +8.70 604 13,739 -50
Jun06 060103 272.00 273.70 272.00 273.70 +8.70 20 275 +4
Sep06 060103 278.00 278.00 275.70 275.70 +8.70 0 17 +0
Total Volume and Open Interest 624 14,063 -46
Copper(CMX)
Mar06 060103 202.90 205.30 201.20 204.85 +0.65 6,605 76,196 -505
May06 060103 197.00 198.85 195.80 198.85 +0.50 201 7,832 +117
Jul06 060103 190.70 193.50 190.70 193.35 +0.35 61 4,734 -9
Sep06 060103 185.00 188.10 185.00 188.10 +0.25 83 2,103 +62
Dec06 060103 179.20 181.10 178.70 181.10 +0.25 11 1,819 -4
Total Volume and Open Interest 7,660 102,963 -566
Aluminum(CMX)
Jan06 060103 104.85 104.85 104.85 104.85 -0.25 25 119 -819
Feb06 060103 105.55 105.55 105.55 105.55 -0.30 0 709 +0
Mar06 060103 105.65 105.65 105.65 105.65 -0.30 1 75 +0
Apr06 060103 105.05 105.05 105.05 105.05 -0.30 0 50 +0
May06 060103 104.45 104.45 104.45 104.45 -0.30 0 50 +0
Jun06 060103 103.55 103.55 103.55 103.55 -0.30 0 50 +0
Total Volume and Open Interest 26 1,098 -819
DJIA Index(CBOT)
Mar06 060103 10800 10908 10720 10882 +138 3,399 37,950 -227
Jun06 060103 10835 10951 10801 10951 +138 1 24 +1
Sep06 060103 11018 11018 11018 11018 +138      
Dec06 060103 11053 11053 11053 11053 +138 0 6 +0
Total Volume and Open Interest 3,400 37,980 -226
S & P 500(CME)
Mar06 060103 1258.80 1277.50 1251.70 1274.70 +19.90 31,179 627,069 -4,198
Jun06 060103 1268.20 1285.00 1262.00 1284.30 +19.90 171 6,261 -12
Sep06 060103 1293.70 1293.70 1293.70 1293.70 +19.80 14 4,043 +314
Dec06 060103 1289.50 1303.00 1289.20 1303.00 +19.70 0 180 +0
Total Volume and Open Interest 31,364 637,570 -3,896
S & P 500 E-Mini(Globex)
Mar06 060103 1255.25 1277.50 1251.50 1274.75 +20.00 465,731 1,000,442 -54,346
Jun06 060103 1265.75 1285.50 1262.00 1284.25 +19.75 424 1,671 +117
Total Volume and Open Interest 466,155 1,002,113 -54,229
NASDAQ 100(CME)
Mar06 060103 1666.00 1701.00 1646.00 1693.00 +34.00 3,494 57,459 +294
Jun06 060103 1711.00 1711.00 1711.00 1711.00 +34.00 0 22 +0
Sep06 060103 1729.00 1729.00 1729.00 1729.00 +34.00      
Total Volume and Open Interest 3,494 57,481 +294
NASDAQ 100 E-Mini(Globex)
Mar06 060103 1658.00 1701.00 1646.00 1693.00 +34.00 132,354 302,310 +14,543
Jun06 060103 1687.00 1711.00 1666.50 1711.00 +34.00 9 54 +4
Total Volume and Open Interest 132,363 302,364 +14,547
S & P Midcap 400(CME)
Mar06 060103 746.00 754.50 738.75 754.00 +10.80 410 12,144 +33
Jun06 060103 760.50 760.50 760.50 760.50 +10.80 0 7 +0
Sep06 060103 109.14 109.14 109.14 109.14 +10.80      
Total Volume and Open Interest 410 12,151 +33
Russell 2000(CME)
Mar06 060103 680.00 689.25 668.40 687.90 +9.60 2,011 28,728 -499
Jun06 060103 692.90 692.90 692.90 692.90 +9.60 0 5 +0
Sep06 060103 697.15 697.15 697.15 697.15 +9.60 0 5 +0
Total Volume and Open Interest 2,011 28,738 -499
Russell 2000 E-Mini(Globex)
Mar06 060103 676.50 689.40 668.10 687.90 +9.60 71,592 275,805 +7,470
Jun06 060103 676.50 692.90 676.50 692.90 +9.60 5 150 +3
Total Volume and Open Interest 71,597 275,955 +7,473
Value Line(KCBT)
Mar06 060103 1939.00 1966.50 1922.00 1966.50 +34.50 72 185 +1
Total Volume and Open Interest 72 187 +1
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 060103 4760.0 4809.0 4755.5 4782.0 +63.5 41,649 369,989 +8,635
Feb06 060103 4792.0 4817.0 4783.0 4790.5 +63.5 428 1,566 +284
Mar06 060103 4778.5 4825.5 4778.5 4799.5 +63.5 2,846 63,495 +707
Total Volume and Open Interest 44,923 435,178 +9,565
Hang Seng Index(HKFE)
Jan06 060103 14837 14995 14810 14950 +112 35,522 94,354 +2,186
Feb06 060103 14878 15039 14878 14995 +115 407 0  
Mar06 060103 14874 14980 14860 14955 +125 243 1,695 +73
Total Volume and Open Interest 36,193 96,292 -38,639
DAX Index(EUREX)
Mar06 060103 5484.5 5542.0 5468.0 5483.5 +45.5 40,809 198,981 +1,419
Jun06 060103 5521.5 5578.5 5509.0 5521.0 +45.5 511 9,154 +100
Sep06 060103 5572.0 5615.0 5561.0 5561.5 +46.0 23 932 +17
Total Volume and Open Interest 41,343 209,067 +1,536
FT-SE 100(LIFFE)
Mar06 060103 5647.00 5696.00 5636.50 5683.00 +67.00 22,462 407,062 +3,454
Jun06 060103 5657.00 5700.00 5656.50 5694.00 +67.50 9 14,481 +0
Sep06 060103 5677.50 5707.00 5674.00 5707.00 +68.00 0 750 +0
Total Volume and Open Interest 22,471 422,293 +3,454
SPI 200(SFE)
Mar06 060103 4749.0 4778.0 4733.0 4762.0 +35.0 7,488 164,359 +1,964
Jun06 060103 4795.0 4795.0 4786.0 4788.0 +35.0 118 4,777 +22
Sep06 060103 4789.0 4789.0 4789.0 4789.0 +35.0 0 1,833 +0
Total Volume and Open Interest 7,606 172,320 +1,986
GSCI(CME)
Jan06 060103 432.50 441.60 432.30 438.00 +6.15 93 18,670 +58
Feb06 060103 436.90 445.40 436.90 442.50 +6.50 0 8 +0
Mar06 060103 439.00 443.25 439.00 443.25 +10.25      
Total Volume and Open Interest 93 18,678 +58
Reuters CRB Index(NYBOT)
Jan06 060103 352.00 354.00 352.00 353.50 +2.50 4 543 +0
Feb06 060103 352.00 352.50 352.00 352.50 +2.00 0 65 +0
Apr06 060103 352.00 352.50 352.00 352.50 +3.25 0 427 +0
Total Volume and Open Interest 4 1,042 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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