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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 Wed January 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060104 618.50 622.00 615.00 621.00 +3.50 8,173 9,032 -2,049
Mar06 060104 629.50 633.00 625.50 632.25 +3.75 63,729 167,910 +3,183
May06 060104 639.50 643.00 635.00 641.75 +3.00 7,304 32,686 +1,510
Jul06 060104 647.50 650.00 643.50 649.50 +3.00 8,016 41,395 +2,689
Aug06 060104 648.00 650.00 646.00 650.00 +3.00 56 3,377 +16
Sep06 060104 643.00 645.00 642.00 645.00 +2.00 110 1,339 +90
Nov06 060104 645.00 648.50 642.50 648.00 +2.75 7,077 29,424 +2,628
Total Volume and Open Interest 55,784 279,605 +0
Soybean Meal(CBOT)
Jan06 060104 199.50 199.50 194.40 195.10 -3.10 5,414 8,266 -1,882
Mar06 060104 199.50 199.50 196.00 196.90 -0.80 22,089 61,511 +2,730
May06 060104 200.00 200.80 197.50 198.20 -0.80 4,277 23,096 -29
Jul06 060104 201.80 202.00 199.60 200.40 +0.20 2,423 22,929 -415
Aug06 060104 202.00 202.00 200.80 201.30 +0.50 567 6,304 +349
Sep06 060104 202.50 202.50 200.80 201.10 +0.60 250 5,619 +41
Oct06 060104 199.70 199.70 199.00 199.70 unch 224 3,271 +44
Dec06 060104 201.00 201.00 198.50 200.00 unch 1,186 7,559 +137
Total Volume and Open Interest 22,887 137,665 +0
Soybean Oil(CBOT)
Jan06 060104 22.96 23.22 22.71 23.22 +0.26 5,748 6,026 -268
Mar06 060104 23.30 23.64 23.05 23.60 +0.36 37,186 93,050 -1,746
May06 060104 23.55 23.99 23.41 23.97 +0.41 3,957 25,112 +1,822
Jul06 060104 23.85 24.33 23.71 24.29 +0.44 5,086 26,217 -1,265
Aug06 060104 23.93 24.42 23.85 24.42 +0.46 451 4,000 +171
Sep06 060104 24.05 24.50 23.95 24.50 +0.46 389 3,040 +16
Oct06 060104 24.15 24.60 24.10 24.60 +0.40 167 1,776 +32
Dec06 060104 24.45 24.85 24.35 24.85 +0.40 2,070 13,691 -6
Total Volume and Open Interest 19,879 174,217 +0
Canola(WCE)
Jan06 060104 240.0 242.1 239.0 241.2 -0.7 561 794 -325
Mar06 060104 248.0 250.0 246.2 247.2 -2.7 11,498 58,646 -3,356
May06 060104 257.2 257.8 254.3 254.4 -2.8 1,526 8,655 +901
Jul06 060104 265.0 265.3 261.1 261.5 -3.5 312 4,027 +3
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 060104 219.75 219.75 216.25 218.25 -1.75 119,003 455,167 +5,894
May06 060104 228.00 228.25 225.25 227.00 -1.50 22,160 103,472 +7,478
Jul06 060104 236.00 236.00 233.50 235.25 -0.75 18,124 102,955 +2,879
Sep06 060104 241.75 242.00 240.25 242.00 -0.75 1,364 21,660 +6
Dec06 060104 251.00 251.25 249.25 251.00 -0.50 19,655 105,514 +8,619
Mar07 060104 256.00 257.50 255.00 257.50 -0.25 1,435 7,273 +545
Total Volume and Open Interest 86,071 786,225 +0
Wheat(CBOT)
Mar06 060104 345.00 346.75 340.50 346.25 +0.25 24,986 212,792 +394
May06 060104 355.00 356.00 350.50 355.75 +0.25 4,531 16,637 +1,216
Jul06 060104 363.50 365.50 359.00 365.25 +0.50 3,918 42,637 +825
Sep06 060104 370.50 374.00 368.00 373.50 +1.25 474 4,175 +316
Dec06 060104 382.00 385.00 378.50 384.50 +0.75 2,308 28,040 +942
Total Volume and Open Interest 37,122 301,884 +0
Wheat(KCBT)
Mar06 060104 390.00 390.50 386.00 390.50 unch 10,336 73,833 +632
May06 060104 386.00 386.25 382.50 386.25 +0.25 1,133 13,027 +284
Jul06 060104 383.00 385.50 380.00 385.00 +1.75 4,003 35,218 +85
Sep06 060104 387.50 390.50 386.00 390.50 +2.50 275 5,068 +60
Dec06 060104 396.25 400.00 395.00 399.50 +2.00 972 5,476 +355
Total Volume and Open Interest 11,194 131,228 +0
Wheat(MGE)
Mar06 060104 395.50 396.00 391.50 395.25 -1.25 3,073 23,958 +298
May06 060104 394.25 395.00 391.00 394.50 -1.50 476 5,440 -27
Jul06 060104 393.50 394.50 390.00 394.50 unch 613 9,811 -81
Sep06 060104 388.00 392.00 388.00 391.50 +0.50 304 3,886 +185
Dec06 060104 396.00 399.00 395.50 399.00 +1.00 389 1,694 +236
Total Volume and Open Interest 4,061 44,195 +0
Oats(CBOT)
Mar06 060104 202.00 202.00 197.00 197.25 -2.50 733 8,181 +1
May06 060104 195.00 195.00 190.00 190.00 -2.00 19 420 +3
Jul06 060104 186.50 187.00 183.00 183.00 -2.50 26 303 +4
Sep06 060104 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 607 9,466 +0
Rough Rice(CBOT)
Jan06 060104 8.05 8.05 8.01 8.05 unch 39 230 -99
Mar06 060104 8.23 8.31 8.21 8.28 +0.01 599 7,445 +67
May06 060104 8.48 8.54 8.48 8.51 -0.01 146 917 +124
Jul06 060104 8.76 8.76 8.74 8.74 +0.01 24 164 +9
Total Volume and Open Interest 1,234 9,018 +0
Live Cattle(CME)
Feb06 060104 96.250 96.600 95.550 96.475 +0.100 9,591 114,502 +440
Apr06 060104 94.850 94.950 94.150 94.875 -0.150 6,529 42,968 +1,676
Jun06 060104 87.200 87.550 86.850 87.500 +0.225 2,621 22,104 +968
Aug06 060104 86.100 86.200 85.750 86.150 -0.100 756 10,711 +308
Oct06 060104 88.775 88.800 88.300 88.775 -0.100 365 5,723 +56
Dec06 060104 89.950 89.950 89.450 89.850 -0.100 318 3,842 +88
Total Volume and Open Interest 19,537 196,314 +0
Feeder Cattle(CME)
Jan06 060104 114.300 114.450 113.750 114.225 -0.050 1,790 9,269 -49
Mar06 060104 113.850 113.950 113.200 113.725 -0.275 3,051 15,356 +198
Apr06 060104 113.950 114.100 113.250 114.100 +0.050 534 4,599 +267
May06 060104 113.150 113.250 112.750 113.150 -0.100 132 2,554 +43
Aug06 060104 113.750 114.000 113.400 113.950 -0.050 169 2,111 +23
Sep06 060104 112.500 112.950 112.450 112.950 +0.050 2 183 +1
Oct06 060104 111.500 111.950 111.500 111.950 +0.050 5 45 +1
Total Volume and Open Interest 3,165 33,690 +0
Lean Hogs(CME)
Feb06 060104 64.525 64.550 63.800 64.050 -0.600 9,914 68,803 +44
Apr06 060104 67.750 67.800 66.925 67.425 -0.525 6,753 31,175 +1,050
May06 060104 69.700 69.750 69.400 69.725 -0.300 292 4,004 +3
Jun06 060104 71.900 72.050 71.650 71.975 -0.075 1,099 13,860 +99
Jul06 060104 68.950 68.975 68.600 68.900 -0.075 335 4,925 -21
Aug06 060104 65.550 65.750 65.450 65.725 -0.025 127 2,145 +48
Oct06 060104 57.475 57.475 57.150 57.400 -0.300 82 1,213 +35
Dec06 060104 55.500 55.500 55.000 55.100 -0.300 38 549 +13
Total Volume and Open Interest 11,677 125,419 +0
Pork Bellies(CME)
Feb06 060104 83.900 86.150 83.000 86.025 +2.125 441 1,462 -63
Mar06 060104 84.200 86.250 84.200 85.900 +1.875 48 341 +17
May06 060104 85.600 87.800 85.550 87.800 +2.000 17 286 +10
Jul06 060104 87.200 87.200 87.200 87.200 +0.200 26 162 -20
Aug06 060104 87.000 87.000 87.000 87.000 +3.000 0 12 +0
Total Volume and Open Interest 260 2,319 +0
Class III Milk(CME)
Jan06 060104 13.27 13.38 13.25 13.38 +0.11 129 2,427 -10
Feb06 060104 13.17 13.25 13.10 13.25 +0.08 596 2,486 +396
Mar06 060104 12.95 13.14 12.95 13.14 +0.19 102 1,991 +56
Apr06 060104 12.74 12.95 12.74 12.90 +0.18 27 1,840 -4
May06 060104 12.66 12.84 12.66 12.80 +0.15 23 1,802 +6
Total Volume and Open Interest 403 20,547 +0
Cocoa(NYBOT)
Mar06 060104 1540 1554 1532 1544 -2 7,995 58,928 +1,160
May06 060104 1554 1571 1552 1565 -1 1,179 16,452 -173
Jul06 060104 1575 1590 1573 1585 unch 464 13,729 +179
Sep06 060104 1591 1604 1591 1604 -1 405 13,056 +6
Dec06 060104 1632 1632 1632 1632 -1 20 10,780 +0
Mar07 060104 1656 1656 1656 1656 +1 61 11,550 -362
May07 060104 1677 1677 1677 1677 +1 20 2,066 +20
Total Volume and Open Interest 9,529 129,643 +0
Coffee "C"(NYBOT)
Mar06 060104 108.40 110.90 106.85 110.65 +2.05 7,845 59,942 -730
May06 060104 110.00 112.90 109.30 112.85 +2.05 1,636 12,287 +464
Jul06 060104 112.00 114.65 111.50 114.65 +2.15 412 4,740 +148
Sep06 060104 113.25 116.35 113.00 116.35 +2.25 29 2,250 +657
Dec06 060104 115.75 118.70 115.60 118.70 +2.35 98 1,928 +16
Mar07 060104 119.25 120.85 119.25 120.85 +2.35 7 907 +2
Total Volume and Open Interest 9,209 82,113 +0
Orange Juice(NYBOT)
Jan06 060104 124.25 127.50 124.20 126.25 +1.25 230 1,115 -64
Mar06 060104 123.60 124.00 122.15 123.75 +0.85 1,700 22,004 -236
May06 060104 124.85 125.00 123.90 124.85 +0.95 100 4,280 +88
Jul06 060104 125.00 125.75 125.00 125.75 +0.95 37 1,129 +5
Sep06 060104 126.65 126.65 126.65 126.65 +0.95 8 852 +8
Total Volume and Open Interest 7,761 30,590 +0
Sugar #11(NYBOT)
Mar06 060104 14.35 14.90 14.35 14.87 +0.69 40,010 279,561 -5,597
May06 060104 14.47 14.94 14.42 14.90 +0.67 11,179 90,268 -2,064
Jul06 060104 14.02 14.45 13.98 14.42 +0.64 5,993 59,255 +768
Oct06 060104 13.92 14.23 13.87 14.23 +0.54 3,045 42,326 +1,507
Mar07 060104 13.93 14.24 13.85 14.23 +0.54 1,319 37,873 +192
Total Volume and Open Interest 34,627 537,801 +0
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060104 22.41 22.65 22.41 22.65 +0.25 19 2,819 -9
May06 060104 22.25 22.44 22.25 22.44 +0.19 25 3,302 -14
Jul06 060104 22.30 22.40 22.30 22.40 +0.15 15 3,463 -129
Sep06 060104 22.40 22.65 22.40 22.55 +0.15 10 1,688 -10
Total Volume and Open Interest 69 12,414 -162
London Cocoa(LCE)
Mar06 060104 927 927 904 913 -14 6,836 69,536 -618
May06 060104 936 936 915 924 -12 732 27,515 +209
Jul06 060104 935 943 925 935 -10 290 32,945 +65
Sep06 060104 953 955 941 948 -11 291 16,707 +35
Dec06 060104 965 966 950 959 -12 168 19,003 -48
Mar07 060104 970 975 963 969 -12 38 6,807 +19
May07 060104 973 983 973 979 -12 31 442 +11
Total Volume and Open Interest 4,697 174,605 +1,266
London Coffee(LCE)
Jan06 060104 1208.00 1213.00 1198.00 1212.00 +14.00 321 2,943 -293
Mar06 060104 1229.00 1230.00 1212.00 1228.00 +13.00 6,449 77,642 +882
May06 060104 1245.00 1245.00 1226.00 1242.00 +12.00 1,333 20,920 -101
Jul06 060104 1250.00 1255.00 1241.00 1255.00 +13.00 107 6,285 +3
Sep06 060104 1254.00 1267.00 1253.00 1267.00 +13.00 7 3,688 +0
Nov06 060104 1267.00 1279.00 1266.00 1279.00 +12.00 5 247 +0
Total Volume and Open Interest 5,524 116,635 +5,266
London Sugar(LCE)
Mar06 060104 339.50 360.00 339.50 360.00 +20.50 4,765 41,057 -1,396
May06 060104 348.00 366.70 348.00 366.70 +19.20 565 10,778 +66
Aug06 060104 364.50 383.00 364.50 381.40 +19.20 293 8,566 -130
Oct06 060104 366.00 386.90 366.00 385.20 +19.20 226 7,436 +174
Dec06 060104 369.00 385.50 369.00 385.50 +19.50 89 2,645 +0
Total Volume and Open Interest 2,344 76,133 +472
Cotton(NYBOT)
Mar06 060104 55.05 55.25 54.35 54.94 -0.30 18,064 83,218 +2,940
May06 060104 55.60 55.88 55.00 55.75 -0.06 3,399 17,526 +809
Jul06 060104 56.25 56.80 55.80 56.45 -0.10 411 5,081 +249
Oct06 060104 57.01 57.05 57.01 57.05 -0.03 6 80 -5
Dec06 060104 58.00 58.40 58.00 58.10 -0.02 105 3,484 +66
Mar07 060104 60.05 60.05 60.05 60.05 unch 0 28 +0
Total Volume and Open Interest 13,082 105,414 +0
Lumber(CME)
Jan06 060104 362.5 374.8 362.5 373.9 +13.2 668 1,148 -390
Mar06 060104 377.0 385.8 377.0 385.8 +10.0 1,000 3,267 +312
May06 060104 364.0 374.4 364.0 373.5 +6.6 152 685 +42
Jul06 060104 360.0 364.5 360.0 364.4 +6.2 28 147 +8
Total Volume and Open Interest 1,607 5,339 +0
Crude Oil(NYM)
Feb06 060104 62.75 63.65 62.50 63.42 +0.28 130,635 219,881 +5,140
Mar06 060104 63.50 64.40 63.35 64.20 +0.21 66,712 132,316 +12,305
Apr06 060104 63.95 64.80 63.85 64.67 +0.19 17,135 55,141 +3,321
May06 060104 64.30 65.00 64.20 65.00 +0.16 8,452 33,897 +1,167
Jun06 060104 64.50 65.45 64.50 65.27 +0.13 7,313 52,369 +1,020
Jul06 060104 65.00 65.50 64.80 65.49 +0.11 2,013 14,704 +911
Aug06 060104 65.00 65.68 65.00 65.68 +0.09 1,980 12,319 +1,133
Sep06 060104 65.30 65.84 65.10 65.84 +0.07 2,298 25,097 +1,385
Oct06 060104 65.50 65.96 65.40 65.96 +0.05 534 7,029 +378
Nov06 060104 65.45 66.05 65.45 66.05 +0.03 2,943 13,661 +1,506
Dec06 060104 65.55 66.20 65.40 66.11 +0.01 16,910 55,234 +2,085
Jan07 060104 66.16 66.16 66.16 66.16 -0.01 2,718 14,149 +654
Feb07 060104 66.19 66.19 66.19 66.19 -0.03 513 4,293 -31
Mar07 060104 65.70 66.21 65.70 66.21 -0.05 16 7,624 +3
Apr07 060104 66.22 66.22 66.22 66.22 -0.07 455 4,994 -123
May07 060104 66.21 66.21 66.21 66.21 -0.09 730 3,005 +300
Total Volume and Open Interest 148,230 816,196 -50
Heating Oil(NYM)
Feb06 060104 178.50 182.40 178.50 181.77 +2.13 20,807 69,520 +0
Mar06 060104 181.00 184.00 180.80 183.79 +2.25 13,785 39,305 +2,237
Apr06 060104 180.50 183.75 180.50 183.19 +2.55 3,470 13,439 -52
May06 060104 177.75 181.19 177.75 181.19 +2.75 2,102 8,654 +646
Jun06 060104 176.75 180.44 176.75 180.44 +2.80 939 8,694 +183
Jul06 060104 178.60 181.39 177.80 181.39 +2.75 280 5,690 +11
Aug06 060104 181.00 182.94 181.00 182.94 +2.75 334 3,280 +91
Sep06 060104 182.00 185.19 181.00 185.19 +2.75 82 2,296 +35
Oct06 060104 187.84 187.84 187.84 187.84 +2.70 17 1,017 +19
Nov06 060104 190.00 190.34 190.00 190.34 +2.60 11 1,290 +10
Dec06 060104 193.20 193.20 192.84 192.84 +2.50 352 5,554 +135
Jan07 060104 192.25 194.64 192.25 194.64 +2.30 433 2,206 -10
Total Volume and Open Interest 34,459 160,083 -2,037
Unleaded Gas(NYM)
Feb06 060104 174.00 178.90 173.00 178.45 +3.40 28,744 61,830 -1,367
Mar06 060104 177.30 182.00 176.50 181.26 +2.99 9,151 25,510 +2,113
Apr06 060104 184.80 188.81 184.80 188.81 +2.69 1,792 16,821 +118
May06 060104 186.00 190.56 186.00 190.56 +2.59 1,560 12,886 +206
Jun06 060104 187.50 191.71 187.50 191.71 +2.49 1,745 7,591 +129
Jul06 060104 188.50 191.91 188.25 191.91 +2.39 163 3,323 +74
Aug06 060104 187.50 191.51 187.50 191.51 +2.29 189 2,735 -72
Sep06 060104 190.01 190.01 190.01 190.01 +2.24 554 3,822 -192
Oct06 060104 181.91 181.91 181.91 181.91 +2.19 24 1,078 +17
Nov06 060104 179.66 179.66 179.66 179.66 +2.14 2 553 +1
Dec06 060104 176.60 178.71 176.60 178.71 +2.09 22 365 +17
Jan07 060104 179.41 179.41 179.41 179.41 +2.04 2 184 +2
Total Volume and Open Interest 31,075 135,652 -1,304
Natural Gas(NYM)
Feb06 060104 10.285 10.320 10.030 10.197 -0.429 14,171 71,583 +0
Mar06 060104 10.300 10.400 10.110 10.282 -0.473 13,225 74,594 +1,870
Apr06 060104 10.000 10.000 9.700 9.812 -0.348 7,866 35,406 +1,137
May06 060104 9.820 9.900 9.700 9.777 -0.343 6,260 29,775 +363
Jun06 060104 9.870 9.950 9.780 9.822 -0.338 338 15,859 +0
Jul06 060104 9.900 9.970 9.830 9.877 -0.335 1,344 20,444 +345
Aug06 060104 9.960 9.965 9.880 9.922 -0.335 1,216 18,992 +488
Sep06 060104 10.020 10.020 9.900 9.937 -0.333 381 14,405 +97
Oct06 060104 9.960 10.080 9.950 9.997 -0.328 1,795 29,393 -54
Nov06 060104 10.600 10.650 10.500 10.557 -0.293 589 11,075 +12
Dec06 060104 11.200 11.230 11.020 11.097 -0.268 1,494 14,786 +385
Jan07 060104 11.620 11.620 11.500 11.522 -0.258 1,090 16,285 +174
Feb07 060104 11.620 11.620 11.532 11.532 -0.248 1,077 5,731 -157
Mar07 060104 11.320 11.400 11.250 11.322 -0.228 1,221 16,488 +808
Apr07 060104 9.435 9.450 9.382 9.382 -0.203 1,198 13,336 +15
May07 060104 9.215 9.240 9.172 9.172 -0.193 425 12,669 +189
Total Volume and Open Interest 50,374 539,226 +0
Brent Crude Oil(ICE)
Feb06 060104 61.35 61.84 60.36 61.68 +0.33 70,855 78,345 +78,345
Mar06 060104 61.00 62.16 60.72 62.02 +0.32 39,648 119,148 +119,148
Apr06 060104 62.02 62.66 61.30 62.56 +0.29 17,871 35,782 +35,782
May06 060104 62.15 63.08 61.82 63.03 +0.25 10,477 16,249 +16,249
Jun06 060104 62.72 63.54 62.25 63.45 +0.23 7,633 24,974 +24,974
Jul06 060104 62.97 63.79 62.65 63.79 +0.20 1,361 11,846 +11,846
Aug06 060104 63.13 64.04 62.87 64.04 +0.18 592 3,628 +3,628
Sep06 060104 63.52 64.22 63.52 64.22 +0.15 1,340 21,017 +21,017
Oct06 060104 64.12 64.33 64.12 64.33 +0.13 125 4,950 +4,950
Nov06 060104 63.50 64.44 63.50 64.44 +0.12 125 3,962 +3,962
Dec06 060104 63.75 64.60 63.46 64.52 +0.11 3,514 28,442 +28,442
Jan07 060104 64.60 64.60 64.60 64.60 +0.11 0 3,248 +3,248
Feb07 060104 63.77 64.65 63.77 64.65 +0.10 0 1,935 +1,935
Mar07 060104 64.69 64.69 64.69 64.69 +0.09 0 3,785 +3,785
Total Volume and Open Interest 154,171 390,615 +390,615
Gas Oil(ICE)
Jan06 060104 536.00 540.50 531.00 534.75 -8.00 32,277 40,627 +40,627
Feb06 060104 542.50 547.50 537.75 541.50 -7.75 19,909 62,652 +62,652
Mar06 060104 547.00 551.50 543.25 546.50 -7.50 6,301 27,979 +27,979
Apr06 060104 550.00 555.50 548.00 551.50 -7.25 4,685 15,295 +15,295
May06 060104 555.50 556.75 553.00 556.25 -7.00 1,536 5,798 +5,798
Jun06 060104 560.50 562.75 558.00 560.75 -7.00 2,126 23,412 +23,412
Jul06 060104 564.25 565.75 564.25 565.75 -6.50 28 3,383 +3,383
Aug06 060104 570.75 570.75 570.75 570.75 -6.25 15 952 +952
Sep06 060104 575.25 575.25 575.25 575.25 -6.00 0 1,537 +1,537
Oct06 060104 579.00 579.00 579.00 579.00 -6.00 0 1,852 +1,852
Total Volume and Open Interest 68,006 216,257 +216,257
US Dollar Index(NYBOT)
Mar06 060104 89.46 89.50 88.78 88.91 -0.66 7,255 24,601 +888
Jun06 060104 89.09 89.12 88.58 88.58 -0.67 14 2,025 -4
Sep06 060104 88.31 88.31 88.31 88.31 -0.67 0 3 +0
Total Volume and Open Interest 2,758 25,745 +0
Australian Dollar(CME)
Mar06 060104 74.26 74.70 74.23 74.63 +0.72 3,755 59,948 -1,737
Jun06 060104 74.50 74.50 74.46 74.46 +0.72 1 283 +6
Sep06 060104 74.31 74.31 74.31 74.31 +0.72 0 9 +1
Total Volume and Open Interest 16,528 61,975 +0
British Pound(CME)
Mar06 060104 175.54 176.16 175.45 175.79 +1.30 7,167 69,351 -5,042
Jun06 060104 175.94 175.94 175.94 175.94 +1.30 6 223 +3
Sep06 060104 176.14 176.14 176.14 176.14 +1.30 0 15 +0
Total Volume and Open Interest 33,380 74,630 +0
Canadian Dollar(CME)
Mar06 060104 86.93 87.49 86.74 87.36 +0.68 6,225 102,953 +494
Jun06 060104 86.98 87.58 86.98 87.57 +0.68 81 1,927 +40
Sep06 060104 87.35 87.75 87.35 87.75 +0.68 58 328 +4
Dec06 060104 87.50 87.95 87.50 87.93 +0.68 0 93 +0
Total Volume and Open Interest 24,982 104,863 +0
Japanese Yen(CME)
Mar06 060104 86.85 87.05 86.58 86.93 +0.04 11,666 135,416 +6,444
Jun06 060104 88.00 88.00 88.00 88.00 +0.04 4 20,252 +204
Sep06 060104 89.00 89.00 89.00 89.00 +0.04 0 34 +0
Total Volume and Open Interest 44,602 149,074 +0
Swiss Franc(CME)
Mar06 060104 78.42 79.07 78.41 78.92 +0.86 15,579 77,130 -8,471
Jun06 060104 79.35 79.61 79.35 79.61 +0.86 3 167 +11
Sep06 060104 80.25 80.25 80.25 80.25 +0.86 0 25 +0
Total Volume and Open Interest 28,667 85,828 +0
EuroFX(CME)
Mar06 060104 121.22 121.93 121.14 121.71 +1.04 11,665 114,886 +6,546
Jun06 060104 121.90 122.37 121.90 122.37 +1.04 5 3,040 -9
Sep06 060104 122.85 122.95 122.85 122.95 +1.04 5 1,187 -4
Total Volume and Open Interest 100,783 112,700 +0
Mexican Peso(CME)
Mar06 060104 9370.0 9400.0 9370.0 9387.0 +57.0 3,591 65,877 -1,630
Jun06 060104 9287.0 9287.0 9287.0 9287.0 +65.0 0 516 +0
Total Volume and Open Interest 8,931 93,405 +0
30-Year T-Bonds(CBOT)
Mar06 060104 114~14 114~23 113~31 114~15 +0~03 336,578 599,457 +10,457
Jun06 060104 114~17 114~17 114~03 114~11 +0~02 454 2,816 +174
Sep06 060104 114~11 114~11 114~11 114~11 +0~02 0 67 +0
Total Volume and Open Interest 115,826 591,713 +0
10-Year T-Notes(CBOT)
Mar06 060104 109~225 109~285 109~150 109~250 +0~040 701,751 1,548,292 +51,146
Jun06 060104 109~200 109~250 109~120 109~220 +0~045 198 15,351 +61
Total Volume and Open Interest 267,472 1,512,481 +0
5-Year T-Notes(CBOT)
Mar06 060104 106~200 106~230 106~150 106~205 +0~030 419,919 0 +0
Jun06 060104 106~200 106~200 106~200 106~200 +0~030 33 2,918 +2,918
Sep06 060104 106~220 106~220 106~220 106~220        
2 Year T-Notes(CBOT)
Mar06 060104 102~097 102~104 102~092 102~100 +0~008 2,971 394,236 +8,145
Total Volume and Open Interest 32,232 386,091 -9,791
Eurodollars(CME)
Mar06 060104 95.280 95.295 95.265 95.280 +0.025 47,644 1,252,628 +3,681
Jun06 060104 95.235 95.250 95.215 95.240 +0.035 35,902 1,325,932 +41,182
Sep06 060104 95.230 95.280 95.225 95.265 +0.040 59,832 1,085,556 -6,436
Dec06 060104 95.310 95.340 95.285 95.320 +0.040 32,520 1,046,288 +22,603
Mar07 060104 95.355 95.375 95.330 95.360 +0.040 33,947 860,399 +12,696
Jun07 060104 95.365 95.380 95.335 95.365 +0.035 37,372 666,596 +17,983
Sep07 060104 95.360 95.375 95.335 95.360 +0.035 22,230 419,673 +3,260
Dec07 060104 95.315 95.355 95.305 95.340 +0.035 20,996 312,036 +6,613
Mar08 060104 95.320 95.350 95.300 95.335 +0.035 9,293 263,971 +2,645
Jun08 060104 95.285 95.325 95.285 95.310 +0.035 7,936 272,912 +5,183
Sep08 060104 95.265 95.295 95.245 95.280 +0.035 9,813 219,751 +1,050
Dec08 060104 95.230 95.250 95.215 95.235 +0.035 10,191 168,314 +685
Mar09 060104 95.210 95.230 95.180 95.215 +0.035 7,379 124,195 -3,610
Jun09 060104 95.185 95.205 95.150 95.190 +0.035 8,739 106,435 -393
Sep09 060104 95.135 95.180 95.125 95.165 +0.035 7,544 98,159 -653
Dec09 060104 95.120 95.145 95.090 95.130 +0.035 7,170 81,158 -3,267
Mar10 060104 95.100 95.125 95.100 95.110 +0.030 6,231 60,929 +1,843
Jun10 060104 95.070 95.100 95.070 95.085 +0.030 3,177 64,795 -355
Total Volume and Open Interest 464,358 8,504,149 +0
3-Mth Euro-Yen(CME)
Mar06 060104 99.87 99.87 99.87 99.87 +0.01 435 7,437 +288
Jun06 060104 99.79 99.79 99.79 99.79 +0.01 251 9,368 -2
Sep06 060104 99.69 99.69 99.69 99.69 +0.02 0 5,888 +0
Dec06 060104 99.58 99.58 99.58 99.58 +0.01 11 6,778 -20
Mar07 060104 99.47 99.47 99.47 99.47 +0.02 0 1,077 +350
Jun07 060104 99.36 99.36 99.36 99.36 +0.02 0 3,127 +300
Sep07 060104 99.23 99.23 99.23 99.23 unch 0 1,758 +0
Dec07 060104 99.13 99.13 99.13 99.13 unch 0 90 +0
Mar08 060104 99.05 99.05 99.05 99.05 +0.02 0 51 +0
Jun08 060104 98.94 98.94 98.94 98.94 +0.01 0 252 +0
Total Volume and Open Interest 697 35,826 +916
3-Mth Euro-Yen(SIMEX)
Mar06 060104 99.87 99.87 99.87 99.87 unch 0 66,922 +0
Jun06 060104 99.78 99.79 99.78 99.79 +0.01 0 61,492 -215
Sep06 060104 99.68 99.69 99.68 99.69 +0.02 0 36,881 +0
Dec06 060104 99.57 99.58 99.57 99.58 +0.01 0 56,466 -124
Mar07 060104 99.46 99.47 99.46 99.47 +0.02 0 30,812 +0
Jun07 060104 99.36 99.36 99.36 99.36 +0.01 0 18,069 -39
Sep07 060104 99.25 99.25 99.25 99.25 +0.01 0 3,480 +0
Dec07 060104 99.14 99.15 99.14 99.15 +0.01 0 11,791 +0
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Mar06 060104 121.70 122.23 121.65 122.17 +0.54 881,198 1,254,610 -7,142
Jun06 060104 120.87 121.36 120.87 121.35 +0.53 48 1,087 +19
Sep06 060104 121.62 121.62 121.62 121.62 +0.49 261 1 +0
Total Volume and Open Interest 881,507 1,255,698 +12,729
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060104 112.15 112.54 112.15 112.53 +0.50 5 9 +0
Sep06 060104 112.92 112.92 112.92 112.92 +0.48      
Total Volume and Open Interest 519,400 943,592 +7,528
Long Gilt(LIFFE)
Mar06 060104 114~13 114~27 114~13 114~21 +0~10 63,117 224,422 +793
Jun06 060104 114~12 114~12 114~12 114~12 +0~10      
Total Volume and Open Interest 20,624 225,138 +1,509
3-Mth Short Sterling(LIFFE)
Mar06 060104 95.53 95.53 95.53 95.53 +0.03 26,272 363,939 -7,011
Jun06 060104 95.59 95.59 95.59 95.59 +0.03 47,521 361,514 -1,518
Sep06 060104 95.60 95.60 95.60 95.60 +0.04 43,111 296,035 +3,860
Total Volume and Open Interest 58,369 1,699,149 +1,682
3-Mth Euribor(LIFFE)
Mar06 060104 97.300 97.390 97.295 97.340 +0.045 30,989 699,652 +13,145
Jun06 060104 97.110 97.220 97.100 97.195 +0.105 18,287 622,495 +2,532
Sep06 060104 96.990 97.140 96.985 97.095 +0.125 28,616 429,407 +502
Total Volume and Open Interest 135,626 3,129,810 +17,009
3-Mth Aus T-Bills(SFE)
Mar06 060104 94.37 94.37 94.35 94.36 +0.01 6,830 159,088 +4,332
Jun06 060104 94.37 94.38 94.36 94.37 +0.02 9,924 156,605 +5,279
Sep06 060104 94.39 94.41 94.38 94.41 +0.04 873 53,428 -188
Dec06 060104 94.40 94.42 94.39 94.42 +0.05 3,057 41,001 +2,636
Mar07 060104 94.37 94.41 94.37 94.40 +0.04 619 24,034 -233
Jun07 060104 94.37 94.38 94.36 94.38 +0.06 414 42,637 +412
Sep07 060104 94.34 94.36 94.34 94.36 +0.07 300 10,214 +0
Dec07 060104 94.33 94.35 94.33 94.35 +0.08 152 5,762 +152
Mar08 060104 94.33 94.34 94.32 94.34 +0.08 0 2,425 +0
Jun08 060104 94.31 94.33 94.31 94.33 +0.09 0 873 +0
Total Volume and Open Interest 22,169 497,497 +12,390
10-Year Aus T-Bonds(SFE)
Mar06 060104 94.80 94.81 94.78 94.79 +0.03 12,477 292,193 +5,332
Jun06 060104 94.79 94.79 94.79 94.79 +0.03      
Total Volume and Open Interest 12,477 292,193 +5,332
3-Year Aus T-Bonds(SFE)
Mar06 060104 94.81 94.83 94.79 94.82 +0.06 26,638 321,277 +14,376
Jun06 060104 94.82 94.82 94.82 94.82 +0.06      
Total Volume and Open Interest 26,638 321,277 +14,376
Gold(CMX)
Feb06 060104 534.8 536.5 527.0 535.6 +3.1 64,871 234,882 +501
Apr06 060104 540.0 541.3 531.0 540.2 +3.2 2,359 16,566 +766
Jun06 060104 543.5 546.0 536.5 544.7 +3.2 2,000 22,182 +646
Aug06 060104 548.9 549.9 544.0 549.3 +3.2 164 2,297 +3
Oct06 060104 553.9 553.9 553.9 553.9 +3.2 0 5,752 -1
Dec06 060104 557.8 559.0 550.5 558.5 +3.3 573 12,623 +178
Feb07 060104 562.0 563.2 562.0 563.2 +3.4 50 6,548 +50
Apr07 060104 564.3 567.7 564.3 567.7 +3.4 0 1,332 +0
Jun07 060104 569.5 572.2 569.5 572.2 +3.4 0 7,760 +0
Aug07 060104 576.6 576.6 576.6 576.6 +3.4 150 231 +125
Oct07 060104 581.1 581.1 581.1 581.1 +3.4 0 2 +0
Dec07 060104 586.0 586.0 585.6 585.6 +3.4 45 8,342 +5
Total Volume and Open Interest 70,221 325,524 +2,277
Silver(CMX)
Mar06 060104 921.0 923.5 901.0 917.0 +1.0 19,910 96,787 +103
May06 060104 925.0 928.0 917.0 924.0 +1.0 178 3,630 -64
Jul06 060104 939.0 939.0 918.0 931.0 +1.0 115 9,929 +41
Sep06 060104 936.7 936.7 936.7 936.7 +1.2 302 4,266 +45
Dec06 060104 950.0 951.0 926.0 943.2 +0.5 165 11,711 +96
Mar07 060104 949.6 949.6 949.6 949.6 +0.5 0 239 +0
May07 060104 953.6 953.6 953.6 953.6 +0.5 1 5 +1
Total Volume and Open Interest 9,239 131,229 +0
Platinum(NYM)
Jan06 060104 985.0 995.6 985.0 995.6 +19.8 58 181 -44
Apr06 060104 1000.0 1005.0 994.0 1003.1 +21.3 1,543 9,192 -282
Jul06 060104 998.0 1009.1 998.0 1009.1 +21.3 2 8 +2
Total Volume and Open Interest 1,856 9,705 +0
Palladium(NYME)
Mar06 060104 275.00 278.00 273.00 278.00 +7.80 1,242 13,594 -145
Jun06 060104 279.50 282.00 279.00 281.50 +7.80 2 277 +2
Sep06 060104 283.50 283.50 283.50 283.50 +7.80 10 27 +10
Total Volume and Open Interest 624 14,063 +0
Copper(CMX)
Mar06 060104 210.20 211.00 207.90 209.75 +4.90 9,970 76,730 +534
May06 060104 203.50 204.00 202.50 203.70 +4.85 443 7,974 +142
Jul06 060104 197.80 198.25 197.50 198.25 +4.90 624 4,460 -274
Sep06 060104 193.10 193.10 193.00 193.00 +4.90 413 2,373 +270
Dec06 060104 185.00 186.00 185.00 186.00 +4.90 43 1,831 +12
Total Volume and Open Interest 7,660 102,963 +0
Aluminum(CMX)
Jan06 060104 105.90 105.90 105.90 105.90 +1.05 10 129 +10
Feb06 060104 106.65 106.65 106.65 106.65 +1.10 0 709 +0
Mar06 060104 106.75 106.75 106.75 106.75 +1.10 0 75 +0
Apr06 060104 106.15 106.15 106.15 106.15 +1.10 0 50 +0
May06 060104 105.55 105.55 105.55 105.55 +1.10 0 50 +0
Jun06 060104 104.65 104.65 104.65 104.65 +1.10 0 50 +0
Total Volume and Open Interest 10 1,108 +10
DJIA Index(CBOT)
Mar06 060104 10877 10932 10870 10924 +42 9,215 37,423 -527
Jun06 060104 10970 10995 10970 10995 +44 6 24 +0
Sep06 060104 11060 11060 11060 11060 +42      
Dec06 060104 11095 11095 11095 11095 +42 0 6 +0
Total Volume and Open Interest 3,726 37,980 +0
S & P 500(CME)
Mar06 060104 1275.80 1282.20 1274.20 1280.50 +5.80 44,751 631,385 +4,316
Jun06 060104 1285.80 1290.00 1285.80 1290.00 +5.70 834 6,598 +337
Sep06 060104 1299.30 1299.30 1299.30 1299.30 +5.60 1,412 4,313 +270
Dec06 060104 1308.60 1308.60 1308.60 1308.60 +5.60 82 214 +34
Total Volume and Open Interest 34,772 637,570 +0
S & P 500 E-Mini(Globex)
Mar06 060104 1274.50 1282.25 1270.75 1280.50 +5.75 1,149,131 1,064,369 +63,927
Jun06 060104 1289.00 1290.75 1283.25 1290.00 +5.75 133 1,745 +74
Total Volume and Open Interest 466,155 1,002,113 +0
NASDAQ 100(CME)
Mar06 060104 1695.50 1713.50 1694.00 1713.00 +20.00 7,833 58,579 +1,120
Jun06 060104 1727.00 1730.50 1727.00 1730.50 +19.50 0 22 +0
Sep06 060104 1745.00 1748.50 1745.00 1748.50 +19.50      
Total Volume and Open Interest 4,356 57,481 +0
NASDAQ 100 E-Mini(Globex)
Mar06 060104 1694.00 1713.50 1687.00 1713.00 +20.00 372,421 321,486 +19,176
Jun06 060104 1718.00 1730.50 1715.50 1730.50 +19.50 46 57 +3
Total Volume and Open Interest 132,363 302,364 +0
S & P Midcap 400(CME)
Mar06 060104 755.00 759.25 753.25 758.30 +4.30 389 12,256 +112
Jun06 060104 764.80 764.80 764.80 764.80 +4.30 0 7 +0
Sep06 060104 113.44 113.44 113.44 113.44 +4.30      
Total Volume and Open Interest 389 12,263 +112
Russell 2000(CME)
Mar06 060104 688.25 693.75 686.75 691.70 +3.80 2,261 28,870 +142
Jun06 060104 696.70 696.70 696.70 696.70 +3.80 0 4 -1
Sep06 060104 700.95 700.95 700.95 700.95 +3.80 0 5 +0
Total Volume and Open Interest 2,018 28,738 +0
Russell 2000 E-Mini(Globex)
Mar06 060104 687.80 693.90 686.20 691.70 +3.80 156,402 274,633 -1,172
Jun06 060104 692.90 697.50 692.90 696.70 +3.80 33 173 +23
Total Volume and Open Interest 71,597 275,955 +0
Value Line(KCBT)
Mar06 060104 1961.50 1976.00 1958.00 1972.00 +5.50 113 192 +7
Total Volume and Open Interest 72 187 +0
Nikkei 225(CME)
Mar06 060104 16350 16365 16235 16345 +325 36,085 209,086 -866
Jun06 060104 16295 16295 16295 16295 +250 0 3 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060104 16350 16365 16235 16345 +325 36,085 209,086 -866
Jun06 060104 16295 16295 16295 16295 +250 0 3 +3
Sep06 060104 16290 16290 16290 16290 +250 0 3 +0
Total Volume and Open Interest 36,088 209,461 -863
CAC 40(MATIF)
Jan06 060104 4820.5 4853.5 4811.5 4843.5 +61.5 63,798 385,947 +15,958
Feb06 060104 4831.0 4852.0 4823.0 4852.0 +61.5 416 1,794 +228
Mar06 060104 4846.0 4870.0 4828.5 4861.0 +61.5 1,944 64,482 +987
Total Volume and Open Interest 22,699 432,476 -2,702
Hang Seng Index(HKFE)
Jan06 060104 15180 15291 15142 15280 +330 28,517 95,888 +1,534
Feb06 060104 15200 15340 15192 15330 +335 346 323 +323
Mar06 060104 15125 15280 15125 15279 +324 90 1,741 +46
Total Volume and Open Interest 28,985 98,211 +1,919
DAX Index(EUREX)
Mar06 060104 5541.0 5558.5 5504.5 5546.5 +63.0 127,618 195,056 -3,925
Jun06 060104 5573.5 5596.0 5547.0 5584.5 +63.5 595 9,270 +116
Sep06 060104 5611.0 5633.5 5591.0 5624.5 +63.0 40 927 -5
Total Volume and Open Interest 128,253 204,689 -4,378
FT-SE 100(LIFFE)
Mar06 060104 5702.50 5726.00 5689.50 5716.00 +33.00 66,135 419,753 +12,691
Jun06 060104 5719.50 5734.50 5711.00 5727.00 +33.00 172 14,510 +29
Sep06 060104 5731.00 5740.00 5731.00 5740.00 +33.00 4 752 +2
Total Volume and Open Interest 22,471 423,419 +1,126
SPI 200(SFE)
Mar06 060104 4803.0 4820.0 4792.0 4808.0 +46.0 7,613 166,248 +1,889
Jun06 060104 4830.0 4836.0 4826.0 4835.0 +47.0 11 4,791 +14
Sep06 060104 4830.0 4836.0 4830.0 4836.0 +47.0 0 1,833 +0
Total Volume and Open Interest 8,230 174,223 +1,903
GSCI(CME)
Jan06 060104 434.00 438.85 434.00 438.50 +0.50 129 18,639 -31
Feb06 060104 437.50 443.25 437.50 442.50 unch 240 244 +236
Mar06 060104 443.50 443.50 443.50 443.50 +0.25 1 1 +1
Total Volume and Open Interest 93 18,678 +0
Reuters CRB Index(NYBOT)
Feb06 060104 353.50 353.50 353.50 353.50 +1.00 7 70 +5
Apr06 060104 353.00 354.00 352.50 354.00 +1.50 42 443 +16
Jun06 060104 357.25 357.25 357.25 357.25 +1.50 50 54 +47
Total Volume and Open Interest 0 1 -1,041
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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