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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu January 05, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060105 619.50 620.00 604.00 608.00 -13.00 10,239 7,059 -1,973
Mar06 060105 632.00 632.00 614.50 618.50 -13.75 48,118 170,687 +2,777
May06 060105 641.00 641.00 624.25 627.50 -14.25 6,686 32,928 +242
Jul06 060105 648.50 648.50 632.50 636.00 -13.50 5,948 41,567 +172
Aug06 060105 644.50 644.50 634.00 638.00 -12.00 39 3,378 +1
Sep06 060105 638.00 638.00 632.00 636.25 -8.75 58 1,396 +57
Nov06 060105 646.00 646.00 635.00 638.75 -9.25 5,235 31,298 +1,874
Total Volume and Open Interest 76,845 291,124 +11,519
Soybean Meal(CBOT)
Jan06 060105 194.90 194.90 188.10 188.80 -6.30 6,036 5,934 -2,332
Mar06 060105 196.80 196.80 190.60 191.30 -5.60 15,390 61,811 +300
May06 060105 198.00 198.00 192.00 193.70 -4.50 3,281 22,967 -129
Jul06 060105 200.00 200.00 194.70 195.70 -4.70 3,570 21,794 -1,135
Aug06 060105 200.80 200.80 195.50 196.60 -4.70 363 6,316 +12
Sep06 060105 200.00 200.20 196.50 196.90 -4.20 360 5,458 -161
Oct06 060105 198.00 198.00 195.50 195.90 -3.80 65 3,291 +20
Dec06 060105 199.80 199.80 196.00 196.30 -3.70 1,286 7,672 +113
Total Volume and Open Interest 30,397 135,385 -2,280
Soybean Oil(CBOT)
Jan06 060105 23.20 23.20 22.65 22.95 -0.27 7,949 4,805 -1,221
Mar06 060105 23.60 23.63 22.99 23.21 -0.39 30,336 91,724 -1,326
May06 060105 23.95 23.97 23.31 23.55 -0.42 4,808 26,220 +1,108
Jul06 060105 24.22 24.22 23.64 23.89 -0.40 4,220 25,925 -292
Aug06 060105 24.30 24.30 23.85 23.99 -0.43 108 4,037 +37
Sep06 060105 24.15 24.15 24.00 24.09 -0.41 129 2,990 -50
Oct06 060105 24.10 24.20 24.10 24.20 -0.40 24 1,796 +20
Dec06 060105 24.30 24.50 24.30 24.45 -0.40 2,123 13,212 -479
Total Volume and Open Interest 49,761 170,826 -3,391
Canola(WCE)
Jan06 060105 241.0 241.0 235.4 235.4 -5.8 439 389 -405
Mar06 060105 246.1 246.7 240.0 242.6 -4.6 7,859 57,905 -741
May06 060105 254.6 254.6 248.4 250.6 -3.8 1,362 9,642 +987
Jul06 060105 260.5 260.5 257.0 259.0 -2.5 221 4,071 +44
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 060105 216.75 216.75 213.00 215.50 -2.75 68,166 459,594 +4,427
May06 060105 225.75 226.00 222.25 224.75 -2.25 14,114 105,183 +1,711
Jul06 060105 234.25 234.25 230.25 232.75 -2.50 11,517 104,136 +1,181
Sep06 060105 240.50 240.75 238.00 239.25 -2.75 910 21,813 +153
Dec06 060105 249.50 249.75 246.75 249.00 -2.00 11,848 108,568 +3,054
Mar07 060105 255.00 255.50 253.25 255.50 -2.00 440 7,550 +277
Total Volume and Open Interest 108,863 823,727 +37,502
Wheat(CBOT)
Mar06 060105 343.00 343.50 338.75 339.75 -6.50 24,748 212,359 -433
May06 060105 352.50 353.00 349.00 349.25 -6.50 2,937 16,897 +260
Jul06 060105 362.00 362.00 357.50 358.75 -6.50 5,889 42,622 -15
Sep06 060105 369.50 370.00 366.50 367.25 -6.25 318 4,219 +44
Dec06 060105 381.50 381.50 378.00 378.25 -6.25 2,220 28,531 +491
Total Volume and Open Interest 36,445 306,393 +4,509
Wheat(KCBT)
Mar06 060105 390.50 390.50 384.50 385.50 -5.00 10,541 73,013 -820
May06 060105 386.00 386.50 381.50 384.00 -2.25 1,172 13,148 +121
Jul06 060105 383.50 384.00 379.00 382.00 -3.00 5,682 35,955 +737
Sep06 060105 387.00 387.00 384.00 385.50 -5.00 116 5,056 -12
Dec06 060105 395.50 397.00 393.50 393.75 -5.75 750 5,675 +199
Total Volume and Open Interest 18,262 132,905 +1,677
Wheat(MGE)
Mar06 060105 395.25 395.25 389.50 390.50 -4.75 3,391 23,496 -462
May06 060105 394.00 394.00 389.00 390.00 -4.50 526 5,690 +250
Jul06 060105 393.50 393.50 388.50 390.50 -4.00 504 9,817 +6
Sep06 060105 390.50 390.50 387.00 389.00 -2.50 311 3,846 -40
Dec06 060105 397.00 397.00 393.50 396.25 -2.75 250 1,826 +132
Total Volume and Open Interest 4,984 44,696 +501
Oats(CBOT)
Mar06 060105 196.25 196.50 192.00 194.00 -3.25 829 8,415 +234
May06 060105 189.50 189.50 186.00 187.25 -2.75 8 421 +1
Jul06 060105 182.00 182.00 178.50 179.00 -4.00 18 307 +4
Sep06 060105 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 867 9,740 +274
Rough Rice(CBOT)
Jan06 060105 8.04 8.04 8.04 8.04 -0.01 166 184 -46
Mar06 060105 8.29 8.30 8.20 8.26 -0.02 652 7,621 +176
May06 060105 8.51 8.53 8.43 8.51 unch 99 997 +80
Jul06 060105 8.75 8.75 8.69 8.74 unch 3 164 +0
Total Volume and Open Interest 1,072 9,467 +449
Live Cattle(CME)
Feb06 060105 96.400 97.050 96.050 96.275 -0.200 12,812 114,400 -102
Apr06 060105 94.800 95.300 94.325 94.550 -0.325 7,467 44,783 +1,815
Jun06 060105 87.500 87.850 87.150 87.525 +0.025 4,653 22,642 +538
Aug06 060105 86.100 86.550 86.025 86.075 -0.075 1,432 11,430 +719
Oct06 060105 88.800 89.200 88.800 88.875 +0.100 262 5,786 +63
Dec06 060105 89.900 90.300 89.850 89.850 unch 259 3,942 +100
Total Volume and Open Interest 26,957 203,046 +6,732
Feeder Cattle(CME)
Jan06 060105 114.200 114.650 114.000 114.325 +0.100 1,947 8,857 -412
Mar06 060105 113.800 114.500 113.650 113.950 +0.225 1,927 15,320 -36
Apr06 060105 113.950 114.550 113.900 114.150 +0.050 884 4,710 +111
May06 060105 113.100 113.750 113.100 113.725 +0.575 325 2,675 +121
Aug06 060105 113.900 114.450 113.800 114.300 +0.350 121 2,153 +42
Sep06 060105 113.000 113.325 113.000 113.300 +0.350 18 189 +6
Oct06 060105 112.000 112.300 112.000 112.300 +0.350 3 46 +1
Total Volume and Open Interest 5,233 34,014 +324
Lean Hogs(CME)
Feb06 060105 64.200 64.700 63.800 64.625 +0.575 8,252 67,887 -916
Apr06 060105 67.400 67.800 66.800 67.725 +0.300 4,860 31,684 +509
May06 060105 69.600 70.000 69.400 69.975 +0.250 250 4,017 +13
Jun06 060105 72.000 72.500 71.700 72.425 +0.450 2,218 14,582 +722
Jul06 060105 68.900 69.350 68.650 69.225 +0.325 301 4,980 +55
Aug06 060105 65.500 66.250 65.450 66.200 +0.475 111 2,217 +72
Oct06 060105 57.350 57.350 57.100 57.250 -0.150 136 1,294 +81
Dec06 060105 55.000 55.000 54.750 54.750 -0.350 113 590 +41
Total Volume and Open Interest 16,241 127,267 +1,848
Pork Bellies(CME)
Feb06 060105 86.300 86.700 85.200 86.650 +0.625 536 1,354 -108
Mar06 060105 86.500 86.750 85.300 86.500 +0.600 16 343 +2
May06 060105 87.850 87.900 87.750 87.750 -0.050 11 285 -1
Jul06 060105 89.000 89.000 88.000 88.000 +0.800 0 162 +0
Aug06 060105 89.000 89.000 88.000 88.000 +1.000 0 12 +0
Total Volume and Open Interest 563 2,156 -163
Class III Milk(CME)
Jan06 060105 13.32 13.33 13.28 13.32 -0.06 298 2,553 +126
Feb06 060105 13.22 13.29 13.10 13.13 -0.12 476 2,596 +110
Mar06 060105 13.14 13.21 13.05 13.10 -0.04 478 2,146 +155
Apr06 060105 12.95 13.05 12.92 12.95 +0.05 227 1,951 +111
May06 060105 12.85 12.90 12.82 12.84 +0.04 138 1,847 +45
Total Volume and Open Interest 2,023 21,751 +1,204
Cocoa(NYBOT)
Mar06 060105 1525 1530 1515 1519 -25 7,528 58,387 -541
May06 060105 1542 1550 1535 1539 -26 1,096 17,127 +675
Jul06 060105 1564 1570 1557 1559 -26 266 13,696 -33
Sep06 060105 1585 1590 1579 1579 -25 118 13,071 +15
Dec06 060105 1612 1614 1605 1608 -24 0 10,780 +0
Mar07 060105 1638 1638 1630 1631 -25 52 11,513 -37
May07 060105 1654 1654 1647 1651 -26 5 2,061 -5
Total Volume and Open Interest 9,065 130,547 +904
Coffee "C"(NYBOT)
Mar06 060105 110.50 118.20 110.10 117.45 +6.80 12,076 60,682 +740
May06 060105 112.50 120.00 112.30 119.55 +6.70 1,565 12,687 +400
Jul06 060105 114.40 121.75 114.25 121.35 +6.70 186 4,778 +38
Sep06 060105 116.20 123.00 116.00 123.00 +6.65 99 2,230 -20
Dec06 060105 118.25 125.25 118.25 125.25 +6.55 42 1,918 -10
Mar07 060105 120.90 127.40 120.50 127.40 +6.55 30 928 +21
Total Volume and Open Interest 13,999 83,841 +1,728
Orange Juice(NYBOT)
Jan06 060105 129.00 129.00 126.90 127.15 +0.90 106 1,067 -48
Mar06 060105 125.50 125.50 123.85 125.00 +1.25 1,349 22,046 +42
May06 060105 126.00 126.00 124.50 125.60 +0.75 131 4,316 +36
Jul06 060105 126.10 126.30 126.10 126.30 +0.55 50 1,113 -16
Sep06 060105 127.50 127.50 127.00 127.00 +0.35 5 857 +5
Total Volume and Open Interest 1,641 30,651 +61
Sugar #11(NYBOT)
Mar06 060105 14.95 15.17 14.70 14.85 -0.02 35,040 280,845 +1,284
May06 060105 15.05 15.20 14.76 14.91 +0.01 11,989 93,936 +3,668
Jul06 060105 14.70 14.70 14.35 14.43 +0.01 7,234 59,340 +85
Oct06 060105 14.45 14.50 14.25 14.30 +0.07 3,761 43,651 +1,325
Mar07 060105 14.45 14.50 14.30 14.30 +0.07 1,677 37,926 +53
Total Volume and Open Interest 60,467 539,315 +1,514
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060105 22.70 23.11 22.70 23.11 +0.46 108 2,809 -10
May06 060105 22.47 22.90 22.47 22.90 +0.46 49 3,320 +18
Jul06 060105 22.40 23.13 22.40 23.13 +0.73 150 3,453 -10
Sep06 060105 22.54 23.13 22.54 23.13 +0.58 55 1,718 +30
Total Volume and Open Interest 408 12,468 +54
London Cocoa(LCE)
Mar06 060105 911 912 893 903 -10 10,759 69,317 -219
May06 060105 921 923 905 914 -10 2,772 26,874 -641
Jul06 060105 932 934 921 925 -10 4,087 33,782 +837
Sep06 060105 945 945 936 938 -10 1,907 17,299 +592
Dec06 060105 955 955 949 949 -10 370 19,080 +77
Mar07 060105 960 965 960 960 -9 127 6,867 +60
May07 060105 969 973 969 971 -8 13 435 -7
Total Volume and Open Interest 20,035 173,711 -894
London Coffee(LCE)
Jan06 060105 1228.00 1253.00 1220.00 1251.00 +39.00 483 1,366 -1,577
Mar06 060105 1242.00 1274.00 1231.00 1265.00 +37.00 6,571 78,850 +1,208
May06 060105 1255.00 1285.00 1246.00 1280.00 +38.00 1,139 20,706 -214
Jul06 060105 1270.00 1297.00 1260.00 1293.00 +38.00 147 6,252 -33
Sep06 060105 1277.00 1308.00 1277.00 1305.00 +38.00 97 3,761 +73
Nov06 060105 1290.00 1317.00 1290.00 1317.00 +38.00 49 283 +36
Total Volume and Open Interest 8,486 111,393 -5,242
London Sugar(LCE)
Mar06 060105 359.00 361.70 353.40 354.50 -5.50 4,848 40,746 -311
May06 060105 366.00 369.00 360.90 362.30 -4.40 877 10,588 -190
Aug06 060105 381.30 384.00 375.60 377.30 -4.10 355 8,455 -111
Oct06 060105 385.00 386.10 379.60 381.30 -3.90 408 7,134 -302
Dec06 060105 384.70 384.70 380.80 381.60 -3.90 35 2,646 +1
Total Volume and Open Interest 6,643 73,581 -2,552
Cotton(NYBOT)
Mar06 060105 54.75 55.20 54.51 54.69 -0.25 10,095 84,047 +829
May06 060105 55.40 56.05 55.30 55.56 -0.19 2,262 17,563 +37
Jul06 060105 56.25 56.85 56.25 56.30 -0.15 219 5,144 +63
Oct06 060105 56.75 56.75 56.75 56.75 -0.30 5 85 +5
Dec06 060105 58.00 58.10 57.50 57.53 -0.57 131 3,478 -6
Mar07 060105 59.25 59.25 59.25 59.25 -0.80 0 28 +0
Total Volume and Open Interest 12,717 110,406 +4,992
Lumber(CME)
Jan06 060105 374.8 374.8 368.8 372.0 -1.9 628 780 -368
Mar06 060105 387.8 391.5 382.2 387.5 +1.7 994 3,796 +529
May06 060105 374.9 376.3 368.7 374.7 +1.2 253 784 +99
Jul06 060105 365.0 365.5 362.0 364.9 +0.5 22 155 +8
Total Volume and Open Interest 1,899 5,586 +247
Crude Oil(NYM)
Feb06 060105 63.30 63.70 62.60 62.79 -0.63 105,194 214,085 -5,796
Mar06 060105 64.00 64.45 63.30 63.59 -0.61 67,856 147,414 +15,098
Apr06 060105 64.50 64.95 63.70 64.09 -0.58 29,242 56,143 +1,002
May06 060105 64.80 65.10 64.40 64.41 -0.59 7,076 34,452 +555
Jun06 060105 65.00 65.30 64.40 64.63 -0.64 9,815 54,154 +1,785
Jul06 060105 65.25 65.25 64.81 64.81 -0.68 2,614 14,850 +146
Aug06 060105 65.35 65.35 64.97 64.97 -0.71 1,506 12,717 +398
Sep06 060105 65.45 65.74 65.10 65.10 -0.74 1,338 25,228 +131
Oct06 060105 66.00 66.00 65.20 65.20 -0.76 521 7,181 +152
Nov06 060105 65.55 65.55 65.25 65.28 -0.77 848 13,351 -310
Dec06 060105 65.85 65.90 65.30 65.34 -0.77 11,673 58,626 +3,392
Jan07 060105 65.20 65.38 65.20 65.38 -0.78 171 14,114 -35
Feb07 060105 65.40 65.40 65.40 65.40 -0.79 228 4,452 +159
Mar07 060105 65.41 65.41 65.41 65.41 -0.80 370 7,869 +245
Apr07 060105 65.40 65.40 65.40 65.40 -0.82 206 5,064 +70
May07 060105 65.38 65.38 65.38 65.38 -0.83 100 2,905 -100
Total Volume and Open Interest 247,661 869,703 +53,507
Heating Oil(NYM)
Feb06 060105 181.00 181.75 177.10 178.81 -2.96 28,509 70,007 +487
Mar06 060105 182.75 183.70 179.50 181.18 -2.61 10,590 40,989 +1,684
Apr06 060105 182.75 183.20 179.50 181.48 -1.71 3,427 14,238 +799
May06 060105 181.00 181.75 178.95 180.23 -0.96 2,056 8,965 +311
Jun06 060105 180.50 181.10 179.78 179.78 -0.66 881 8,865 +171
Jul06 060105 181.30 182.40 180.73 180.73 -0.66 210 5,772 +82
Aug06 060105 184.00 184.00 182.33 182.33 -0.61 80 3,303 +23
Sep06 060105 185.90 185.90 184.58 184.58 -0.61 102 2,287 -9
Oct06 060105 187.80 188.75 187.23 187.23 -0.61 76 999 -18
Nov06 060105 191.75 191.75 189.73 189.73 -0.61 8 1,294 +4
Dec06 060105 193.50 193.50 192.23 192.23 -0.61 1,048 5,713 +159
Jan07 060105 195.15 195.15 194.03 194.03 -0.61 1,234 2,038 -168
Total Volume and Open Interest 48,529 166,975 +6,892
Unleaded Gas(NYM)
Feb06 060105 178.00 181.50 175.50 178.70 +0.25 27,945 62,929 +1,099
Mar06 060105 181.00 184.30 179.00 181.56 +0.30 9,812 27,123 +1,613
Apr06 060105 188.50 191.50 186.85 188.61 -0.20 2,262 17,346 +525
May06 060105 190.00 192.75 189.05 189.96 -0.60 2,648 12,787 -99
Jun06 060105 191.50 192.35 190.25 190.66 -1.05 458 7,441 -150
Jul06 060105 192.00 192.20 190.56 190.56 -1.35 210 3,341 +18
Aug06 060105 192.50 192.50 189.71 189.71 -1.80 306 2,606 -129
Sep06 060105 191.00 191.00 187.96 187.96 -2.05 1,525 4,462 +640
Oct06 060105 179.71 179.71 179.71 179.71 -2.20 1 1,079 +1
Nov06 060105 177.36 177.36 177.36 177.36 -2.30 1 554 +1
Dec06 060105 176.31 176.31 176.31 176.31 -2.40 2 365 +0
Jan07 060105 176.91 176.91 176.91 176.91 -2.50 1 185 +1
Total Volume and Open Interest 45,171 140,218 +4,566
Natural Gas(NYM)
Feb06 060105 9.900 9.900 9.390 9.499 -0.698 23,458 75,127 +3,544
Mar06 060105 9.940 9.980 9.500 9.598 -0.684 21,758 74,795 +201
Apr06 060105 9.560 9.580 9.250 9.298 -0.514 10,378 35,314 -92
May06 060105 9.450 9.540 9.250 9.283 -0.494 11,369 31,137 +1,362
Jun06 060105 9.570 9.590 9.250 9.333 -0.489 1,340 16,261 +402
Jul06 060105 9.620 9.650 9.370 9.393 -0.484 2,869 19,917 -527
Aug06 060105 9.650 9.670 9.400 9.443 -0.479 1,296 18,841 -151
Sep06 060105 9.680 9.720 9.430 9.461 -0.476 629 14,618 +213
Oct06 060105 9.850 9.850 9.500 9.521 -0.476 5,014 29,509 +116
Nov06 060105 10.360 10.360 10.130 10.136 -0.421 251 11,024 -51
Dec06 060105 10.950 10.950 10.650 10.731 -0.366 603 14,992 +206
Jan07 060105 11.350 11.350 11.120 11.181 -0.341 1,631 16,388 +103
Feb07 060105 11.390 11.390 11.200 11.201 -0.331 299 5,896 +165
Mar07 060105 11.050 11.080 10.980 11.001 -0.321 1,400 16,416 -72
Apr07 060105 9.270 9.270 9.131 9.131 -0.251 1,545 13,529 +193
May07 060105 9.030 9.030 8.931 8.931 -0.241 658 12,582 -87
Total Volume and Open Interest 87,138 551,243 +12,017
Brent Crude Oil(ICE)
Feb06 060105 61.68 62.09 61.05 61.13 -0.55 66,429 74,978 -3,367
Mar06 060105 62.03 62.33 61.27 61.35 -0.67 40,959 125,469 +6,321
Apr06 060105 62.42 62.79 61.80 61.86 -0.70 16,335 37,113 +1,331
May06 060105 62.69 63.19 62.23 62.29 -0.74 7,752 16,821 +572
Jun06 060105 63.19 63.50 62.61 62.67 -0.78 8,973 25,018 +44
Jul06 060105 63.61 63.74 62.91 62.97 -0.82 2,250 12,309 +463
Aug06 060105 63.85 63.97 63.14 63.18 -0.86 1,383 3,788 +160
Sep06 060105 63.69 64.08 63.34 63.34 -0.88 800 21,197 +180
Oct06 060105 63.95 63.95 63.48 63.48 -0.85 10 4,950 +0
Nov06 060105 64.17 64.17 63.60 63.60 -0.84 880 4,220 +258
Dec06 060105 64.33 64.49 63.65 63.67 -0.85 2,981 28,387 -55
Jan07 060105 64.18 64.18 63.75 63.75 -0.85 0 3,248 +0
Feb07 060105 64.29 64.29 63.77 63.77 -0.88 100 2,035 +100
Mar07 060105 64.32 64.32 63.79 63.79 -0.90 0 3,785 +0
Total Volume and Open Interest 149,382 406,361 +15,746
Gas Oil(ICE)
Jan06 060105 538.00 544.50 533.00 536.50 +1.75 23,287 36,861 -3,766
Feb06 060105 549.00 550.50 539.50 543.25 +1.75 20,894 67,543 +4,891
Mar06 060105 550.75 554.00 544.00 547.75 +1.25 5,401 27,687 -292
Apr06 060105 558.50 558.50 548.50 552.00 +0.50 2,030 14,715 -580
May06 060105 562.25 562.25 552.75 556.25 unch 471 5,899 +101
Jun06 060105 565.00 566.50 556.75 560.25 -0.50 697 23,304 -108
Jul06 060105 569.00 571.25 561.75 564.75 -1.00 200 3,580 +197
Aug06 060105 574.75 574.75 566.25 569.25 -1.50 0 952 +0
Sep06 060105 578.50 578.50 573.25 573.25 -2.00 0 1,537 +0
Oct06 060105 577.25 577.25 577.25 577.25 -1.75 0 1,842 -10
Total Volume and Open Interest 53,901 216,781 +524
US Dollar Index(NYBOT)
Mar06 060105 89.01 89.32 89.01 89.08 +0.17 8,698 23,213 -1,388
Jun06 060105 88.90 88.90 88.75 88.75 +0.17 4 2,026 +1
Sep06 060105 88.48 88.48 88.48 88.48 +0.17 0 3 +0
Total Volume and Open Interest 8,702 25,242 -503
Australian Dollar(CME)
Mar06 060105 74.56 74.72 74.40 74.67 +0.04 8,415 56,343 -3,605
Jun06 060105 74.50 74.50 74.50 74.50 +0.04 1 287 +4
Sep06 060105 74.35 74.35 74.35 74.35 +0.04 0 9 +0
Total Volume and Open Interest 8,416 56,644 -5,331
British Pound(CME)
Mar06 060105 175.48 175.76 175.19 175.60 -0.19 14,358 74,807 +5,456
Jun06 060105 175.75 175.75 175.75 175.75 -0.19 0 223 +0
Sep06 060105 175.95 175.95 175.95 175.95 -0.19 0 15 +0
Total Volume and Open Interest 14,358 75,047 +417
Canadian Dollar(CME)
Mar06 060105 86.92 86.98 85.97 86.18 -1.18 8,047 106,534 +3,581
Jun06 060105 87.17 87.17 86.34 86.39 -1.18 189 1,870 -57
Sep06 060105 86.78 86.78 86.57 86.57 -1.18 13 349 +21
Dec06 060105 86.75 86.75 86.75 86.75 -1.18 8 98 +5
Total Volume and Open Interest 8,261 108,951 +4,088
Japanese Yen(CME)
Mar06 060105 86.85 87.05 86.68 86.97 +0.04 7,238 138,160 +2,744
Jun06 060105 88.04 88.04 88.04 88.04 +0.04 0 20,345 +93
Sep06 060105 89.04 89.04 89.04 89.04 +0.04 0 34 +0
Total Volume and Open Interest 7,238 158,561 +9,487
Swiss Franc(CME)
Mar06 060105 78.74 78.91 78.64 78.91 -0.01 9,899 73,583 -3,547
Jun06 060105 79.60 79.60 79.60 79.60 -0.01 0 166 -1
Sep06 060105 80.07 80.24 80.07 80.24 -0.01 0 25 +0
Total Volume and Open Interest 9,900 73,820 -12,008
EuroFX(CME)
Mar06 060105 121.40 121.61 121.18 121.53 -0.18 12,432 115,099 +213
Jun06 060105 122.02 122.19 121.95 122.19 -0.18 3 3,066 +26
Sep06 060105 122.77 122.77 122.77 122.77 -0.18 2 1,186 -1
Total Volume and Open Interest 12,437 119,476 +6,776
Mexican Peso(CME)
Mar06 060105 9397.0 9400.0 9320.0 9342.0 -45.0 1,935 67,334 +1,457
Jun06 060105 9247.0 9247.0 9247.0 9247.0 -40.0 0 516 +0
Total Volume and Open Interest 1,935 93,202 -203
30-Year T-Bonds(CBOT)
Mar06 060105 114~19 114~23 114~06 114~14 -0~01 320,918 601,427 +1,970
Jun06 060105 114~08 114~17 114~04 114~10 -0~01 306 2,788 -28
Sep06 060105 114~10 114~10 114~10 114~10 -0~01 0 67 +0
Total Volume and Open Interest 321,224 604,287 +12,574
10-Year T-Notes(CBOT)
Mar06 060105 109~260 109~290 109~190 109~250 unch 722,110 1,532,781 -15,511
Jun06 060105 109~235 109~245 109~195 109~220 unch 2,847 15,930 +579
Total Volume and Open Interest 724,957 1,548,756 +36,275
5-Year T-Notes(CBOT)
Mar06 060105 106~195 106~215 106~175 106~200 -0~005 431,014 0 +0
Jun06 060105 106~185 106~195 106~185 106~195 -0~005 552 0 -2,918
Sep06 060105 106~215 106~215 106~215 106~215 -0~005 2 0  
Total Volume and Open Interest 431,568 1  
2 Year T-Notes(CBOT)
Mar06 060105 102~100 102~102 102~096 102~097 -0~003 3,640 399,724 +5,488
Total Volume and Open Interest 3,640 399,724 +13,633
Eurodollars(CME)
Mar06 060105 95.280 95.290 95.270 95.280 unch 66,352 1,265,888 +13,260
Jun06 060105 95.240 95.250 95.230 95.240 unch 42,355 1,322,545 -3,387
Sep06 060105 95.270 95.280 95.250 95.265 unch 522,781 1,136,754 +51,198
Dec06 060105 95.320 95.330 95.300 95.320 unch 18,605 1,095,055 +48,767
Mar07 060105 95.355 95.375 95.350 95.360 unch 29,219 859,619 -780
Jun07 060105 95.370 95.380 95.360 95.365 unch 19,974 692,347 +25,751
Sep07 060105 95.365 95.375 95.355 95.360 unch 16,765 424,020 +4,347
Dec07 060105 95.345 95.360 95.340 95.345 +0.005 15,566 316,990 +4,954
Mar08 060105 95.325 95.355 95.325 95.340 +0.005 9,476 267,456 +3,485
Jun08 060105 95.325 95.330 95.310 95.320 +0.010 10,648 275,338 +2,426
Sep08 060105 95.295 95.300 95.285 95.295 +0.015 7,620 221,687 +1,936
Dec08 060105 95.245 95.265 95.235 95.255 +0.020 9,887 166,922 -1,392
Mar09 060105 95.215 95.240 95.200 95.235 +0.020 1,766 124,910 +715
Jun09 060105 95.190 95.215 95.175 95.210 +0.020 2,032 105,542 -893
Sep09 060105 95.150 95.190 95.150 95.185 +0.020 1,758 97,240 -919
Dec09 060105 95.115 95.155 95.115 95.150 +0.020 3,944 80,493 -665
Mar10 060105 95.110 95.135 95.110 95.135 +0.025 2,683 60,386 -543
Jun10 060105 95.085 95.110 95.085 95.110 +0.025 2,728 64,281 -514
Total Volume and Open Interest 301,760 8,789,784 +285,635
3-Mth Euro-Yen(CME)
Mar06 060105 99.87 99.87 99.87 99.87 unch 1,700 6,571 -866
Jun06 060105 99.79 99.79 99.79 99.79 unch 79 9,460 +92
Sep06 060105 99.70 99.70 99.70 99.70 +0.01 2 5,900 +12
Dec06 060105 99.59 99.59 99.59 99.59 +0.01 31 6,606 -172
Mar07 060105 99.48 99.48 99.48 99.48 +0.01 0 1,077 +0
Jun07 060105 99.38 99.38 99.38 99.38 +0.02 220 3,246 +119
Sep07 060105 99.27 99.27 99.27 99.27 +0.04 0 1,758 +0
Dec07 060105 99.16 99.16 99.16 99.16 +0.03 0 90 +0
Mar08 060105 99.07 99.07 99.07 99.07 +0.02 0 51 +0
Jun08 060105 98.97 98.97 98.97 98.97 +0.03 0 252 +0
Total Volume and Open Interest 2,032 35,011 -815
3-Mth Euro-Yen(SIMEX)
Mar06 060105 99.87 99.88 99.87 99.87 unch 1,168 67,146 +224
Jun06 060105 99.79 99.80 99.79 99.80 +0.01 1,739 61,963 +471
Sep06 060105 99.69 99.70 99.69 99.70 +0.01 2,132 36,411 -470
Dec06 060105 99.58 99.59 99.58 99.59 +0.01 926 56,984 +518
Mar07 060105 99.47 99.48 99.47 99.48 +0.01 492 30,897 +85
Jun07 060105 99.36 99.38 99.36 99.38 +0.02 270 18,054 -15
Sep07 060105 99.28 99.28 99.27 99.28 +0.03 0 3,480 +0
Dec07 060105 99.18 99.18 99.18 99.18 +0.03 20 11,811 +20
Total Volume and Open Interest 6,747 304,083 +304,083
German Euro-Bund(EUREX)
Mar06 060105 122.16 122.26 121.91 122.22 +0.05 1,191,613 1,235,008 -19,602
Jun06 060105 121.35 121.41 121.16 121.40 +0.05 481 1,104 +17
Sep06 060105 121.67 121.67 121.67 121.67 +0.05 310 1 +0
Total Volume and Open Interest 1,192,404 1,236,113 -19,585
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060105 112.56 112.56 112.56 112.56 +0.03 3 9 +0
Sep06 060105 112.86 112.86 112.86 112.86 -0.06 923 0 +0
Total Volume and Open Interest 798,699 951,063 +7,471
Long Gilt(LIFFE)
Mar06 060105 114~21 114~25 114~15 114~23 +0~02 53,577 226,420 +1,998
Jun06 060105 114~14 114~14 114~14 114~14 +0~02      
Total Volume and Open Interest 53,577 226,420 +1,282
3-Mth Short Sterling(LIFFE)
Mar06 060105 95.49 95.49 95.49 95.49 -0.04 54,913 362,166 -1,773
Jun06 060105 95.54 95.54 95.54 95.54 -0.05 49,526 370,516 +9,002
Sep06 060105 95.54 95.54 95.54 95.54 -0.06 63,961 303,934 +7,899
Total Volume and Open Interest 273,139 1,715,680 +16,531
3-Mth Euribor(LIFFE)
Mar06 060105 97.345 97.355 97.315 97.345 +0.005 94,308 687,952 -11,700
Jun06 060105 97.205 97.220 97.165 97.215 +0.020 103,793 625,949 +3,454
Sep06 060105 97.105 97.130 97.060 97.120 +0.025 98,337 446,131 +16,724
Total Volume and Open Interest 507,222 3,165,928 +36,118
3-Mth Aus T-Bills(SFE)
Mar06 060105 94.36 94.37 94.35 94.37 +0.01 6,715 160,371 +1,283
Jun06 060105 94.38 94.39 94.37 94.39 +0.02 13,050 161,861 +5,256
Sep06 060105 94.41 94.43 94.40 94.43 +0.02 3,714 57,019 +3,591
Dec06 060105 94.43 94.44 94.43 94.44 +0.02 3,716 42,166 +1,165
Mar07 060105 94.43 94.43 94.42 94.43 +0.03 1,460 24,113 +79
Jun07 060105 94.40 94.42 94.40 94.41 +0.03 5,661 43,195 +558
Sep07 060105 94.38 94.39 94.38 94.39 +0.03 4,572 14,432 +4,218
Dec07 060105 94.39 94.39 94.38 94.38 +0.03 724 6,074 +312
Mar08 060105 94.38 94.38 94.37 94.37 +0.03 746 2,966 +541
Jun08 060105 94.35 94.35 94.35 94.35 +0.02 700 1,518 +645
Total Volume and Open Interest 41,120 515,151 +17,654
10-Year Aus T-Bonds(SFE)
Mar06 060105 94.81 94.82 94.79 94.80 +0.01 24,346 302,644 +10,451
Jun06 060105 94.80 94.80 94.80 94.80 +0.01      
Total Volume and Open Interest 24,346 302,644 +10,451
3-Year Aus T-Bonds(SFE)
Mar06 060105 94.82 94.86 94.82 94.84 +0.02 94,217 362,078 +40,801
Jun06 060105 94.84 94.84 94.84 94.84 +0.02      
Total Volume and Open Interest 94,217 362,078 +40,801
Gold(CMX)
Feb06 060105 530.4 532.4 524.0 527.8 -7.8 69,329 238,910 +4,028
Apr06 060105 534.8 537.0 529.0 532.4 -7.8 4,818 18,498 +1,932
Jun06 060105 540.0 542.0 533.0 536.9 -7.8 1,111 22,662 +480
Aug06 060105 543.5 543.5 541.4 541.4 -7.9 75 2,283 -14
Oct06 060105 550.5 550.5 546.0 546.0 -7.9 5 5,757 +5
Dec06 060105 553.6 553.6 547.0 550.5 -8.0 591 12,627 +4
Feb07 060105 555.0 555.0 555.0 555.0 -8.2 77 6,623 +75
Apr07 060105 559.4 559.4 559.4 559.4 -8.3 4 1,332 +0
Jun07 060105 563.8 563.8 563.8 563.8 -8.4 6 7,758 -2
Aug07 060105 568.1 568.1 568.1 568.1 -8.5 5 226 -5
Oct07 060105 572.5 572.5 572.5 572.5 -8.6 0 2 +0
Dec07 060105 583.5 583.5 577.0 577.0 -8.6 67 8,388 +46
Total Volume and Open Interest 76,131 332,093 +6,569
Silver(CMX)
Mar06 060105 903.0 909.0 876.0 887.2 -29.8 24,137 98,691 +1,904
May06 060105 901.0 902.0 882.0 894.2 -29.8 272 3,640 +10
Jul06 060105 920.0 920.0 890.0 901.2 -29.8 758 10,133 +204
Sep06 060105 907.1 907.1 907.1 907.1 -29.6 90 4,276 +10
Dec06 060105 925.0 925.0 905.0 914.1 -29.1 407 11,625 -86
Mar07 060105 920.5 920.5 920.5 920.5 -29.1 0 239 +0
May07 060105 924.5 924.5 924.5 924.5 -29.1 1 5 +0
Total Volume and Open Interest 25,970 133,774 +2,545
Platinum(NYM)
Jan06 060105 984.5 984.5 984.5 984.5 -11.1 38 149 -32
Apr06 060105 996.0 997.0 991.0 991.5 -11.6 1,313 9,455 +263
Jul06 060105 997.5 997.5 997.5 997.5 -11.6 2 6 -2
Total Volume and Open Interest 1,353 9,610 -95
Palladium(NYME)
Mar06 060105 270.00 270.00 262.00 266.35 -11.65 765 13,519 -75
Jun06 060105 270.00 270.00 265.00 269.85 -11.65 70 303 +26
Sep06 060105 276.00 276.00 271.85 271.85 -11.65 0 27 +0
Total Volume and Open Interest 835 13,881 -182
Copper(CMX)
Mar06 060105 208.50 209.10 205.80 206.05 -3.70 11,038 77,640 +910
May06 060105 202.90 202.90 200.00 200.70 -3.00 402 8,058 +84
Jul06 060105 197.40 197.40 195.40 195.40 -2.85 48 4,486 +26
Sep06 060105 190.60 191.20 190.30 190.30 -2.70 39 2,373 +0
Dec06 060105 183.50 185.80 183.50 183.80 -2.20 73 1,792 -39
Total Volume and Open Interest 12,486 104,161 +1,198
Aluminum(CMX)
Jan06 060105 104.50 104.50 104.50 104.50 -1.40 10 135 +6
Feb06 060105 105.25 105.25 105.25 105.25 -1.40 8 709 +0
Mar06 060105 105.35 105.35 105.35 105.35 -1.40 0 75 +0
Apr06 060105 104.75 104.75 104.75 104.75 -1.40 0 50 +0
May06 060105 104.15 104.15 104.15 104.15 -1.40 0 50 +0
Jun06 060105 103.25 103.25 103.25 103.25 -1.40 0 50 +0
Total Volume and Open Interest 18 1,114 +6
DJIA Index(CBOT)
Mar06 060105 10893 10948 10881 10934 +10 4,548 37,954 +531
Jun06 060105 11002 11002 11002 11002 +7 2 24 +0
Sep06 060105 11070 11070 11070 11070 +10      
Dec06 060105 11105 11105 11105 11105 +10 0 6 +0
Total Volume and Open Interest 4,550 37,984 +4
S & P 500(CME)
Mar06 060105 1278.80 1283.30 1276.00 1281.30 +0.80 31,632 631,695 +310
Jun06 060105 1289.50 1290.90 1289.50 1290.90 +0.90 861 7,284 +686
Sep06 060105 1300.30 1300.30 1300.30 1300.30 +1.00 1,721 5,141 +828
Dec06 060105 1309.60 1309.60 1309.60 1309.60 +1.00 61 249 +35
Total Volume and Open Interest 34,276 644,446 +6,876
S & P 500 E-Mini(Globex)
Mar06 060105 1280.50 1283.25 1275.75 1281.25 +0.75 902,220 1,088,590 +24,221
Jun06 060105 1288.00 1291.75 1287.00 1291.00 +1.00 412 1,849 +104
Total Volume and Open Interest 902,632 1,090,439 +88,326
NASDAQ 100(CME)
Mar06 060105 1710.50 1724.00 1710.00 1723.00 +10.00 9,562 59,197 +618
Jun06 060105 1735.00 1740.50 1735.00 1740.50 +10.00 0 22 +0
Sep06 060105 1758.50 1758.50 1758.50 1758.50 +10.00      
Total Volume and Open Interest 9,562 59,219 +1,738
NASDAQ 100 E-Mini(Globex)
Mar06 060105 1713.00 1725.50 1708.00 1723.00 +10.00 302,316 334,827 +13,341
Jun06 060105 1730.00 1740.50 1730.00 1740.50 +10.00 60 80 +23
Total Volume and Open Interest 302,376 334,907 +32,543
S & P Midcap 400(CME)
Mar06 060105 759.00 760.30 756.75 760.30 +2.00 291 12,245 -11
Jun06 060105 766.80 766.80 766.80 766.80 +2.00 0 7 +0
Sep06 060105 115.44 115.44 115.44 115.44 +2.00      
Total Volume and Open Interest 291 12,252 -11
Russell 2000(CME)
Mar06 060105 692.00 695.80 690.50 695.60 +3.90 1,168 28,748 -122
Jun06 060105 700.60 700.60 700.60 700.60 +3.90 0 12 +8
Sep06 060105 704.85 704.85 704.85 704.85 +3.90 0 5 +0
Total Volume and Open Interest 1,168 28,765 +27
Russell 2000 E-Mini(Globex)
Mar06 060105 691.80 691.80 691.80 691.80 +0.10 137,002 273,741 -892
Jun06 060105 700.50 700.60 699.00 700.60 +3.90 7 216 +43
Total Volume and Open Interest 137,009 273,957 -1,998
Value Line(KCBT)
Mar06 060105 1972.50 1978.50 1968.50 1978.00 +6.00 82 198 +6
Total Volume and Open Interest 82 200 +13
Nikkei 225(CME)
Mar06 060105 16595 16595 16360 16370 +25 32,526 205,259 -3,827
Jun06 060105 16355 16355 16355 16355 +60 0 3 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060105 16595 16595 16360 16370 +25 32,526 205,259 -3,827
Jun06 060105 16355 16355 16355 16355 +60 0 3 +0
Sep06 060105 16355 16355 16355 16355 +65 0 3 +0
Total Volume and Open Interest 32,527 205,624 -3,837
CAC 40(MATIF)
Jan06 060105 4850.5 4855.0 4831.0 4838.5 -5.0 60,629 389,559 +3,612
Feb06 060105 4855.0 4856.0 4845.5 4847.0 -5.0 137 1,824 +30
Mar06 060105 4860.5 4870.0 4851.0 4856.0 -5.0 5,504 64,666 +184
Total Volume and Open Interest 66,270 456,310 +23,834
Hang Seng Index(HKFE)
Jan06 060105 15363 15460 15310 15343 +63 37,848 95,167 -721
Feb06 060105 15371 15505 15361 15390 +60 723 510 +187
Mar06 060105 15330 15415 15310 15338 +59 240 1,755 +14
Total Volume and Open Interest 38,853 97,683 -528
DAX Index(EUREX)
Mar06 060105 5545.5 5555.5 5529.0 5540.0 -6.5 120,062 196,612 +1,556
Jun06 060105 5583.0 5590.5 5570.0 5577.5 -7.0 533 9,194 -76
Sep06 060105 5623.5 5630.0 5616.0 5616.0 -8.5 14 927 +0
Total Volume and Open Interest 120,609 206,733 +2,044
FT-SE 100(LIFFE)
Mar06 060105 5720.00 5725.00 5684.50 5685.50 -30.50 62,833 422,818 +3,065
Jun06 060105 5716.00 5726.50 5696.50 5696.50 -30.50 54 14,540 +30
Sep06 060105 5710.00 5710.00 5710.00 5710.00 -30.00 125 752 +0
Total Volume and Open Interest 63,012 438,110 +14,691
SPI 200(SFE)
Mar06 060105 4819.0 4830.0 4800.0 4802.0 -6.0 13,421 173,432 +7,184
Jun06 060105 4839.0 4854.0 4830.0 4830.0 -5.0 42 4,818 +27
Sep06 060105 4856.0 4856.0 4831.0 4831.0 -5.0 113 1,938 +105
Total Volume and Open Interest 13,625 181,588 +7,365
GSCI(CME)
Jan06 060105 436.50 436.70 431.50 431.70 -6.80 304 18,843 +204
Feb06 060105 440.10 440.10 435.80 436.30 -6.20 40 271 +27
Mar06 060105 438.50 438.50 438.50 438.50 -5.00 0 1 +0
Total Volume and Open Interest 344 19,115 +437
Reuters CRB Index(NYBOT)
Feb06 060105 350.50 350.50 349.50 350.00 -3.50 0 70 +0
Apr06 060105 352.25 352.25 351.00 351.25 -2.75 67 472 +29
Jun06 060105 354.50 354.50 354.50 354.50 -2.75 50 104 +50
Total Volume and Open Interest 239 1,091 +1,090
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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