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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 Fri January 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060106 610.00 610.00 599.50 600.50 -7.50 5,269 5,653 -1,406
Mar06 060106 620.00 621.50 610.00 611.00 -7.50 53,993 168,030 -2,657
May06 060106 629.50 631.00 620.00 621.00 -6.50 6,491 34,690 +1,762
Jul06 060106 638.00 639.50 629.00 629.50 -6.50 7,236 43,288 +1,721
Aug06 060106 637.00 640.50 631.00 633.00 -5.00 65 3,408 +30
Sep06 060106 630.00 630.00 630.00 630.00 -6.25 147 1,488 +92
Nov06 060106 641.00 643.00 633.00 633.50 -5.25 3,741 31,891 +593
Total Volume and Open Interest 77,164 291,346 +222
Soybean Meal(CBOT)
Jan06 060106 191.00 191.00 186.80 186.90 -1.90 4,775 3,693 -2,241
Mar06 060106 192.20 192.40 188.30 188.70 -2.60 23,136 60,738 -1,073
May06 060106 194.20 194.30 190.50 190.90 -2.80 4,629 22,780 -187
Jul06 060106 196.00 196.80 193.00 193.00 -2.70 2,339 22,220 +426
Aug06 060106 196.60 197.50 194.30 194.30 -2.30 550 6,249 -67
Sep06 060106 197.50 198.00 194.30 194.70 -2.20 268 5,464 +6
Oct06 060106 197.00 197.00 194.50 194.50 -1.40 105 3,361 +70
Dec06 060106 196.30 197.80 195.30 195.30 -1.00 735 7,635 -37
Total Volume and Open Interest 36,547 132,273 -3,112
Soybean Oil(CBOT)
Jan06 060106 23.00 23.15 22.75 22.75 -0.20 5,738 4,102 -703
Mar06 060106 23.38 23.55 22.95 22.99 -0.22 23,408 89,339 -2,385
May06 060106 23.68 23.80 23.30 23.32 -0.23 2,801 26,272 +52
Jul06 060106 24.00 24.12 23.64 23.65 -0.24 3,046 25,810 -115
Aug06 060106 24.10 24.10 23.75 23.75 -0.24 146 4,022 -15
Sep06 060106 24.35 24.35 23.85 23.85 -0.24 92 3,079 +89
Oct06 060106 24.40 24.40 24.00 24.00 -0.20 6 1,793 -3
Dec06 060106 24.55 24.75 24.18 24.18 -0.27 161 13,195 -17
Total Volume and Open Interest 35,434 167,763 -3,063
Canola(WCE)
Jan06 060106 236.0 236.0 234.8 234.9 -0.5 16 322 -67
Mar06 060106 242.7 243.9 241.1 242.6 unch 6,891 54,387 -3,518
May06 060106 251.0 251.2 249.0 249.6 -1.0 2,892 11,190 +1,548
Jul06 060106 259.3 259.3 256.7 257.7 -1.3 734 3,797 -274
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 060106 216.25 216.50 213.50 214.25 -1.25 63,043 458,662 -932
May06 060106 225.50 225.50 223.00 223.50 -1.25 10,791 107,488 +2,305
Jul06 060106 233.75 234.00 231.25 231.75 -1.00 11,360 103,947 -189
Sep06 060106 239.50 240.00 238.25 238.75 -0.50 1,114 22,384 +571
Dec06 060106 249.75 250.00 247.75 248.25 -0.75 9,709 107,799 -769
Mar07 060106 255.75 255.75 254.50 255.00 -0.50 1,215 7,780 +230
Total Volume and Open Interest 98,331 825,472 +1,745
Wheat(CBOT)
Mar06 060106 340.50 341.50 330.25 330.75 -9.00 21,443 213,691 +1,332
May06 060106 351.00 351.00 340.25 340.75 -8.50 4,987 18,657 +1,760
Jul06 060106 359.50 360.00 349.50 350.00 -8.75 3,259 43,611 +989
Sep06 060106 365.00 366.00 358.50 358.50 -8.75 121 4,213 -6
Dec06 060106 379.00 379.00 369.50 370.00 -8.25 1,250 28,857 +326
Total Volume and Open Interest 31,327 310,877 +4,484
Wheat(KCBT)
Mar06 060106 385.00 386.00 378.00 378.75 -6.75 7,153 71,780 -1,233
May06 060106 382.00 382.25 377.00 377.00 -7.00 1,525 13,509 +361
Jul06 060106 380.50 381.50 375.50 375.75 -6.25 3,280 35,189 -766
Sep06 060106 385.00 385.50 379.00 379.00 -6.50 128 5,086 +30
Dec06 060106 393.50 395.00 386.00 386.25 -7.50 901 5,903 +228
Total Volume and Open Interest 12,990 131,528 -1,377
Wheat(MGE)
Mar06 060106 390.00 391.00 383.00 383.50 -7.00 3,372 23,252 -244
May06 060106 390.00 391.00 384.00 384.50 -5.50 1,434 6,274 +584
Jul06 060106 390.00 390.00 383.00 384.00 -6.50 492 9,895 +78
Sep06 060106 388.00 388.00 382.50 382.50 -6.50 320 4,014 +168
Dec06 060106 395.00 396.00 389.50 390.50 -5.75 414 1,936 +110
Total Volume and Open Interest 6,037 45,392 +696
Oats(CBOT)
Mar06 060106 191.00 192.50 189.50 191.25 -2.75 646 8,388 -27
May06 060106 185.50 186.00 184.50 185.00 -2.25 40 442 +21
Jul06 060106 177.00 178.00 176.25 177.00 -2.00 101 335 +28
Sep06 060106 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 796 9,766 +26
Rough Rice(CBOT)
Jan06 060106 8.08 8.15 8.08 8.15 +0.11 36 45 -139
Mar06 060106 8.26 8.38 8.25 8.36 +0.10 526 7,580 -41
May06 060106 8.47 8.60 8.47 8.60 +0.09 38 1,018 +21
Jul06 060106 8.72 8.83 8.72 8.83 +0.09 4 167 +3
Total Volume and Open Interest 727 9,337 -130
Live Cattle(CME)
Feb06 060106 96.075 96.350 95.500 96.050 -0.225 12,986 114,900 +500
Apr06 060106 94.350 94.700 94.100 94.550 unch 8,168 46,299 +1,516
Jun06 060106 87.350 87.475 86.800 87.400 -0.125 2,892 23,135 +493
Aug06 060106 85.975 86.375 85.750 86.275 +0.200 1,240 11,511 +81
Oct06 060106 88.800 89.100 88.700 89.100 +0.225 350 5,899 +113
Dec06 060106 89.850 90.100 89.800 89.925 +0.075 281 4,073 +131
Total Volume and Open Interest 26,052 205,962 +2,916
Feeder Cattle(CME)
Jan06 060106 114.200 114.575 114.025 114.500 +0.175 1,824 8,344 -513
Mar06 060106 113.850 114.150 113.400 113.975 +0.025 2,108 15,887 +567
Apr06 060106 113.700 114.300 113.650 114.275 +0.125 408 4,764 +54
May06 060106 113.600 113.950 113.300 113.950 +0.225 247 2,708 +33
Aug06 060106 114.150 114.500 113.850 114.475 +0.175 246 2,355 +202
Sep06 060106 113.325 113.450 113.175 113.450 +0.150 19 201 +12
Oct06 060106 112.400 112.450 112.275 112.450 +0.150 7 53 +7
Total Volume and Open Interest 4,872 34,389 +375
Lean Hogs(CME)
Feb06 060106 64.700 65.175 64.350 64.475 -0.150 8,572 67,365 -522
Apr06 060106 67.725 68.450 67.650 68.050 +0.325 5,920 32,912 +1,228
May06 060106 70.000 70.400 69.850 70.375 +0.400 303 4,031 +14
Jun06 060106 72.475 72.875 72.300 72.750 +0.325 1,656 15,003 +421
Jul06 060106 69.300 69.800 69.200 69.600 +0.375 449 4,994 +14
Aug06 060106 66.225 66.750 66.200 66.550 +0.350 462 2,428 +211
Oct06 060106 57.300 57.650 57.200 57.500 +0.250 88 1,328 +34
Dec06 060106 55.000 55.250 55.000 55.000 +0.250 133 660 +70
Total Volume and Open Interest 17,587 128,739 +1,472
Pork Bellies(CME)
Feb06 060106 87.100 88.500 87.100 87.600 +0.950 259 1,342 -12
Mar06 060106 87.100 88.900 86.800 86.800 +0.300 76 354 +11
May06 060106 89.000 90.100 88.300 88.300 +0.550 9 285 +0
Jul06 060106 90.300 90.300 90.300 90.300 +2.300 1 162 +0
Aug06 060106 88.000 88.000 88.000 88.000 unch 4 11 -1
Total Volume and Open Interest 349 2,154 -2
Class III Milk(CME)
Jan06 060106 13.32 13.37 13.31 13.37 +0.05 105 2,551 -2
Feb06 060106 13.14 13.15 13.05 13.05 -0.08 141 2,639 +43
Mar06 060106 13.10 13.10 12.96 13.00 -0.10 168 2,242 +96
Apr06 060106 12.95 12.97 12.88 12.88 -0.07 235 2,078 +127
May06 060106 12.85 12.85 12.78 12.80 -0.04 89 1,867 +20
Total Volume and Open Interest 1,223 22,262 +511
Cocoa(NYBOT)
Mar06 060106 1503 1554 1499 1551 +32 7,636 57,753 -634
May06 060106 1524 1574 1520 1571 +32 1,984 18,224 +1,097
Jul06 060106 1545 1595 1542 1591 +32 426 13,652 -44
Sep06 060106 1566 1612 1563 1612 +33 211 13,127 +56
Dec06 060106 1590 1640 1590 1640 +32 135 10,859 +79
Mar07 060106 1617 1663 1617 1663 +32 54 11,513 +0
May07 060106 1646 1686 1646 1683 +32 66 2,073 +12
Total Volume and Open Interest 10,524 131,125 +578
Coffee "C"(NYBOT)
Mar06 060106 116.50 120.25 115.50 119.55 +2.10 25,706 63,277 +2,595
May06 060106 118.50 122.20 117.75 121.70 +2.15 4,209 13,771 +1,084
Jul06 060106 120.40 123.80 119.50 123.50 +2.15 934 5,065 +287
Sep06 060106 122.75 125.80 122.00 125.20 +2.20 145 2,265 +35
Dec06 060106 124.50 127.65 123.75 127.65 +2.40 448 2,070 +152
Mar07 060106 126.75 130.00 126.75 130.00 +2.60 137 957 +29
Total Volume and Open Interest 31,589 88,031 +4,190
Orange Juice(NYBOT)
Jan06 060106 127.00 128.45 127.00 128.45 +1.30 80 996 -71
Mar06 060106 124.75 125.90 123.50 125.50 +0.50 2,152 21,813 -233
May06 060106 125.10 125.90 124.00 125.80 +0.20 638 4,756 +440
Jul06 060106 125.00 126.25 125.00 126.20 -0.10 5 1,108 -5
Sep06 060106 125.00 126.95 125.00 126.60 -0.40 15 872 +15
Total Volume and Open Interest 3,091 30,997 +346
Sugar #11(NYBOT)
Mar06 060106 14.90 15.10 14.82 14.88 +0.03 29,564 276,754 -4,091
May06 060106 15.02 15.13 14.93 14.97 +0.06 10,259 93,783 -153
Jul06 060106 14.68 14.70 14.47 14.51 +0.08 6,178 61,479 +2,139
Oct06 060106 14.50 14.54 14.35 14.39 +0.09 4,506 44,126 +475
Mar07 060106 14.51 14.52 14.33 14.38 +0.08 1,903 38,436 +510
Total Volume and Open Interest 54,379 539,106 -209
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060106 23.49 23.75 23.45 23.55 +0.44 229 2,942 +133
May06 060106 22.96 23.50 22.92 23.42 +0.52 141 3,410 +90
Jul06 060106 22.95 23.55 22.55 23.55 +0.42 143 3,476 +23
Sep06 060106 23.00 23.45 23.00 23.40 +0.27 95 1,788 +70
Total Volume and Open Interest 1,448 13,448 +980
London Cocoa(LCE)
Mar06 060106 902 919 889 917 +14 5,386 69,003 -314
May06 060106 913 929 901 928 +14 1,433 27,212 +338
Jul06 060106 920 940 912 939 +14 739 33,995 +213
Sep06 060106 928 952 926 952 +14 401 17,494 +195
Dec06 060106 938 963 938 963 +14 8 19,072 -8
Mar07 060106 950 974 947 974 +14 68 6,931 +64
May07 060106 974 984 974 984 +13 17 452 +17
Total Volume and Open Interest 8,065 174,228 +517
London Coffee(LCE)
Jan06 060106 1236.00 1250.00 1230.00 1232.00 -19.00 186 1,334 -32
Mar06 060106 1273.00 1275.00 1234.00 1249.00 -16.00 10,667 80,699 +1,849
May06 060106 1286.00 1288.00 1250.00 1263.00 -17.00 1,696 20,644 -62
Jul06 060106 1276.00 1288.00 1265.00 1276.00 -17.00 242 6,363 +111
Sep06 060106 1288.00 1300.00 1280.00 1288.00 -17.00 46 3,782 +21
Nov06 060106 1292.00 1301.00 1292.00 1301.00 -16.00 4 283 +0
Total Volume and Open Interest 12,841 113,280 +1,887
London Sugar(LCE)
Mar06 060106 355.00 361.00 355.00 357.70 +3.20 4,911 39,012 -1,734
May06 060106 364.80 368.50 364.00 367.20 +4.90 1,810 10,675 +87
Aug06 060106 378.60 383.20 378.00 381.50 +4.20 907 7,918 -537
Oct06 060106 382.00 384.50 381.20 384.50 +3.20 46 7,133 -1
Dec06 060106 382.70 384.70 382.70 384.70 +3.10 22 2,646 +0
Total Volume and Open Interest 7,723 71,412 -2,169
Cotton(NYBOT)
Mar06 060106 54.69 55.09 54.50 55.05 +0.36 8,854 83,463 -584
May06 060106 55.50 56.15 55.40 56.10 +0.54 2,237 17,891 +328
Jul06 060106 56.40 57.00 56.30 56.99 +0.69 520 5,166 +22
Oct06 060106 57.05 57.05 57.05 57.05 +0.30 17 85 +0
Dec06 060106 57.90 58.25 57.90 58.00 +0.47 283 3,598 +120
Mar07 060106 59.75 59.75 59.75 59.75 +0.50 0 28 +0
Total Volume and Open Interest 11,967 110,334 -72
Lumber(CME)
Jan06 060106 365.0 369.0 365.0 367.4 -4.6 419 527 -253
Mar06 060106 384.0 388.1 381.0 385.6 -1.9 1,154 4,363 +567
May06 060106 370.3 374.9 369.6 374.0 -0.7 182 841 +57
Jul06 060106 362.0 364.5 361.0 363.2 -1.7 40 171 +16
Total Volume and Open Interest 1,807 5,980 +394
Crude Oil(NYM)
Feb06 060106 63.40 64.45 63.40 64.21 +1.42 104,035 204,050 -10,035
Mar06 060106 64.35 65.20 64.10 64.97 +1.38 70,368 153,158 +5,744
Apr06 060106 64.85 65.75 64.65 65.48 +1.39 30,602 56,860 +717
May06 060106 65.20 65.95 65.15 65.79 +1.38 9,955 33,596 -856
Jun06 060106 65.15 66.15 65.15 66.00 +1.37 12,625 55,929 +1,775
Jul06 060106 65.40 66.14 65.40 66.14 +1.33 2,009 15,619 +769
Aug06 060106 65.75 66.26 65.50 66.26 +1.29 1,538 13,294 +577
Sep06 060106 66.00 66.35 65.75 66.35 +1.25 3,761 25,958 +730
Oct06 060106 66.10 66.42 66.00 66.42 +1.22 1,281 8,181 +1,000
Nov06 060106 66.18 66.47 66.00 66.47 +1.19 230 13,351 +0
Dec06 060106 65.70 66.50 65.70 66.50 +1.16 10,902 58,316 -310
Jan07 060106 66.50 66.50 66.50 66.50 +1.12 476 14,260 +146
Feb07 060106 66.49 66.49 66.49 66.49 +1.09 0 4,452 +0
Mar07 060106 65.80 66.46 65.80 66.46 +1.05 293 7,949 +80
Apr07 060106 66.42 66.42 66.42 66.42 +1.02 725 4,988 -76
May07 060106 66.37 66.37 66.37 66.37 +0.99 0 2,905 +0
Total Volume and Open Interest 259,473 872,308 +2,605
Heating Oil(NYM)
Feb06 060106 180.50 181.50 179.00 180.06 +1.25 29,814 70,509 +502
Mar06 060106 182.50 183.70 181.70 182.67 +1.49 16,860 43,444 +2,455
Apr06 060106 183.00 184.20 182.20 183.07 +1.59 7,823 14,312 +74
May06 060106 181.75 182.30 181.50 181.92 +1.69 3,306 9,458 +493
Jun06 060106 181.00 181.50 180.50 181.47 +1.69 1,979 9,264 +399
Jul06 060106 182.50 182.50 181.50 182.32 +1.59 340 5,844 +72
Aug06 060106 184.00 184.00 183.00 183.82 +1.49 257 3,344 +41
Sep06 060106 186.00 187.00 185.97 185.97 +1.39 34 2,320 +33
Oct06 060106 188.50 188.57 188.50 188.57 +1.34 75 989 -10
Nov06 060106 192.25 192.25 190.00 191.02 +1.29 7 1,298 +4
Dec06 060106 193.00 193.50 193.00 193.47 +1.24 231 5,660 -53
Jan07 060106 195.50 195.50 195.22 195.22 +1.19 96 2,063 +25
Total Volume and Open Interest 60,830 171,018 +4,043
Unleaded Gas(NYM)
Feb06 060106 180.50 181.90 178.50 181.55 +2.85 28,581 62,254 -675
Mar06 060106 182.80 185.00 181.70 184.68 +3.12 16,187 28,227 +1,104
Apr06 060106 190.70 191.73 189.00 191.73 +3.12 7,705 19,386 +2,040
May06 060106 192.00 193.50 190.75 192.93 +2.97 1,972 12,862 +75
Jun06 060106 192.20 193.50 191.60 193.50 +2.84 2,213 7,597 +156
Jul06 060106 192.00 193.35 192.00 193.35 +2.79 658 3,622 +281
Aug06 060106 191.25 192.45 191.00 192.45 +2.74 457 2,640 +34
Sep06 060106 190.60 190.60 190.60 190.60 +2.64 821 3,731 -731
Oct06 060106 182.30 182.30 182.30 182.30 +2.59 1 1,080 +1
Nov06 060106 179.90 179.90 179.90 179.90 +2.54 1 555 +1
Dec06 060106 178.80 178.80 178.80 178.80 +2.49 159 345 -20
Jan07 060106 179.40 179.40 179.40 179.40 +2.49 1 186 +1
Total Volume and Open Interest 58,756 142,485 +2,267
Natural Gas(NYM)
Feb06 060106 9.820 9.820 9.580 9.632 +0.133 24,979 75,380 +253
Mar06 060106 9.880 9.890 9.680 9.742 +0.144 15,369 74,986 +191
Apr06 060106 9.450 9.480 9.350 9.402 +0.104 8,117 34,699 -615
May06 060106 9.440 9.440 9.350 9.392 +0.109 4,381 30,988 -149
Jun06 060106 9.500 9.500 9.380 9.442 +0.109 1,747 16,702 +441
Jul06 060106 9.570 9.600 9.500 9.502 +0.109 1,028 19,871 -46
Aug06 060106 9.600 9.600 9.520 9.552 +0.109 1,148 18,791 -50
Sep06 060106 9.600 9.630 9.530 9.572 +0.111 1,531 14,652 +34
Oct06 060106 9.660 9.700 9.600 9.632 +0.111 2,047 29,803 +294
Nov06 060106 10.250 10.350 10.230 10.247 +0.111 940 11,029 +5
Dec06 060106 10.860 10.870 10.800 10.842 +0.111 650 14,974 -18
Jan07 060106 11.275 11.300 11.220 11.282 +0.101 1,590 16,106 -282
Feb07 060106 11.290 11.350 11.290 11.302 +0.101 218 5,890 -6
Mar07 060106 11.120 11.120 11.102 11.102 +0.101 1,936 15,880 -536
Apr07 060106 9.250 9.250 9.212 9.212 +0.081 1,719 13,326 -203
May07 060106 9.100 9.100 9.002 9.002 +0.071 5 12,585 +3
Total Volume and Open Interest 71,454 552,252 +1,009
Brent Crude Oil(ICE)
Feb06 060106 61.15 63.09 61.15 62.72 +1.59 74,871 57,732 -17,246
Mar06 060106 61.40 63.16 61.36 62.91 +1.56 58,405 128,040 +2,571
Apr06 060106 61.99 63.59 61.99 63.36 +1.50 19,852 39,435 +2,322
May06 060106 62.55 63.96 62.45 63.76 +1.47 12,702 17,924 +1,103
Jun06 060106 62.69 64.26 62.69 64.09 +1.42 9,674 23,709 -1,309
Jul06 060106 63.35 64.50 63.25 64.35 +1.38 4,934 12,457 +148
Aug06 060106 63.56 64.67 63.56 64.56 +1.38 2,073 3,839 +51
Sep06 060106 63.75 64.71 63.75 64.71 +1.37 2,572 21,017 -180
Oct06 060106 63.74 64.80 63.74 64.80 +1.32 64 4,950 +0
Nov06 060106 63.80 64.88 63.79 64.88 +1.28 1,015 5,235 +1,015
Dec06 060106 63.54 64.92 63.54 64.92 +1.25 3,053 27,242 -1,145
Jan07 060106 64.99 64.99 64.99 64.99 +1.24 122 3,295 +47
Feb07 060106 64.99 64.99 64.99 64.99 +1.22 20 2,055 +20
Mar07 060106 65.00 65.00 65.00 65.00 +1.21 400 3,785 +0
Total Volume and Open Interest 191,412 393,832 -12,529
Gas Oil(ICE)
Jan06 060106 536.50 544.50 535.25 538.75 +2.25 23,628 31,736 -5,125
Feb06 060106 542.75 550.50 541.75 545.00 +1.75 26,399 68,645 +1,102
Mar06 060106 548.25 555.75 546.50 550.00 +2.25 10,059 28,586 +899
Apr06 060106 551.50 559.25 551.25 554.00 +2.00 4,317 16,233 +1,518
May06 060106 556.75 560.25 556.00 557.75 +1.50 1,273 5,992 +93
Jun06 060106 560.25 567.00 559.75 561.50 +1.25 1,931 23,561 +257
Jul06 060106 566.00 568.75 565.25 565.75 +1.00 2,127 4,982 +1,402
Aug06 060106 573.25 573.25 570.25 570.25 +1.00 352 1,304 +352
Sep06 060106 574.50 574.50 574.50 574.50 +1.25 35 1,537 +0
Oct06 060106 580.75 581.50 578.50 578.50 +1.25 0 1,842 +0
Total Volume and Open Interest 71,976 218,250 +1,469
US Dollar Index(NYBOT)
Mar06 060106 89.11 89.31 88.56 88.62 -0.46 2,450 22,993 -220
Jun06 060106 88.70 88.70 88.29 88.29 -0.46 3 2,027 +1
Sep06 060106 88.02 88.02 88.02 88.02 -0.46 0 3 +0
Total Volume and Open Interest 2,454 25,024 -218
Australian Dollar(CME)
Mar06 060106 74.63 75.38 74.50 75.35 +0.68 3,543 54,599 -1,744
Jun06 060106 75.18 75.18 75.18 75.18 +0.68 0 291 +4
Sep06 060106 75.03 75.03 75.03 75.03 +0.68 0 9 +0
Total Volume and Open Interest 3,543 54,904 -1,740
British Pound(CME)
Mar06 060106 175.63 177.20 175.59 177.07 +1.47 2,810 74,872 +65
Jun06 060106 176.74 177.22 176.74 177.22 +1.47 0 223 +0
Sep06 060106 177.42 177.42 177.42 177.42 +1.47 0 15 +0
Total Volume and Open Interest 2,810 75,113 +66
Canadian Dollar(CME)
Mar06 060106 85.63 86.12 85.47 85.88 -0.30 7,984 102,450 -4,084
Jun06 060106 86.02 86.30 86.02 86.10 -0.29 20 1,824 -46
Sep06 060106 86.44 86.44 86.29 86.29 -0.28 54 299 -50
Dec06 060106 86.48 86.48 86.48 86.48 -0.27 0 97 -1
Total Volume and Open Interest 8,058 104,770 -4,181
Japanese Yen(CME)
Mar06 060106 86.91 88.27 86.85 88.10 +1.13 7,290 138,433 +273
Jun06 060106 89.16 89.16 89.16 89.16 +1.12 0 20,345 +0
Sep06 060106 90.16 90.16 90.16 90.16 +1.12 0 34 +0
Total Volume and Open Interest 7,290 158,835 +274
Swiss Franc(CME)
Mar06 060106 78.75 79.41 78.75 79.30 +0.39 7,108 74,051 +468
Jun06 060106 80.04 80.04 79.99 79.99 +0.39 2 154 -12
Sep06 060106 80.63 80.63 80.63 80.63 +0.39 1 25 +0
Total Volume and Open Interest 7,111 74,276 +456
EuroFX(CME)
Mar06 060106 121.37 122.23 121.35 122.03 +0.50 4,024 117,834 +2,735
Jun06 060106 122.65 122.69 122.60 122.69 +0.50 14 3,070 +4
Sep06 060106 122.99 123.30 122.99 123.27 +0.50 0 1,196 +10
Total Volume and Open Interest 4,038 122,225 +2,749
Mexican Peso(CME)
Mar06 060106 9322.0 9420.0 9315.0 9392.0 +50.0 7,239 68,795 +1,461
Jun06 060106 9297.0 9297.0 9297.0 9297.0 +50.0 0 516 +0
Total Volume and Open Interest 7,239 94,663 +1,461
30-Year T-Bonds(CBOT)
Mar06 060106 114~14 114~28 114~00 114~04 -0~10 284,032 595,880 -5,547
Jun06 060106 114~16 114~16 113~30 114~00 -0~10 558 3,094 +306
Sep06 060106 114~00 114~00 114~00 114~00 -0~10 0 67 +0
Total Volume and Open Interest 284,590 599,046 -5,241
10-Year T-Notes(CBOT)
Mar06 060106 109~245 110~050 109~160 109~190 -0~060 626,864 1,534,624 +1,843
Jun06 060106 109~220 109~260 109~135 109~165 -0~055 4,946 18,282 +2,352
Total Volume and Open Interest 631,810 1,552,951 +4,195
5-Year T-Notes(CBOT)
Mar06 060106 106~190 106~265 106~130 106~155 -0~045 381,727 0 +0
Jun06 060106 106~195 106~195 106~150 106~150 -0~045 10 4,336 +4,336
Sep06 060106 106~170 106~170 106~170 106~170 -0~045      
Total Volume and Open Interest 381,737 4,337 +4,336
2 Year T-Notes(CBOT)
Mar06 060106 102~097 102~108 102~084 102~088 -0~009 2,298 409,982 +10,258
Total Volume and Open Interest 2,298 409,982 +10,258
Eurodollars(CME)
Mar06 060106 95.295 95.320 95.255 95.265 -0.015 36,811 1,277,523 +11,635
Jun06 060106 95.255 95.290 95.200 95.215 -0.025 19,259 1,334,222 +11,677
Sep06 060106 95.260 95.340 95.210 95.235 -0.030 348,244 1,157,581 +20,827
Dec06 060106 95.325 95.390 95.260 95.290 -0.030 23,147 1,115,799 +20,744
Mar07 060106 95.365 95.420 95.310 95.335 -0.025 40,724 871,455 +11,836
Jun07 060106 95.375 95.390 95.335 95.340 -0.025 21,400 703,429 +11,082
Sep07 060106 95.370 95.410 95.320 95.340 -0.020 22,174 425,083 +1,063
Dec07 060106 95.355 95.355 95.325 95.330 -0.015 23,883 318,373 +1,383
Mar08 060106 95.350 95.350 95.325 95.325 -0.015 7,476 267,775 +319
Jun08 060106 95.330 95.330 95.300 95.305 -0.015 11,634 280,293 +4,955
Sep08 060106 95.305 95.305 95.285 95.285 -0.010 6,102 222,130 +443
Dec08 060106 95.260 95.265 95.245 95.245 -0.010 8,179 167,405 +483
Mar09 060106 95.240 95.245 95.225 95.225 -0.010 3,664 125,800 +890
Jun09 060106 95.220 95.220 95.185 95.200 -0.010 5,380 107,242 +1,700
Sep09 060106 95.195 95.195 95.175 95.175 -0.010 4,551 96,326 -914
Dec09 060106 95.155 95.160 95.140 95.140 -0.010 6,657 79,815 -678
Mar10 060106 95.135 95.165 95.115 95.125 -0.010 3,674 60,597 +211
Jun10 060106 95.120 95.140 95.090 95.105 -0.005 3,346 64,181 -100
Total Volume and Open Interest 278,108 8,901,673 +111,889
3-Mth Euro-Yen(CME)
Mar06 060106 99.87 99.87 99.87 99.87 unch 0 6,337 -234
Jun06 060106 99.79 99.79 99.79 99.79 unch 0 9,456 -4
Sep06 060106 99.70 99.70 99.70 99.70 unch 19 5,886 -14
Dec06 060106 99.60 99.60 99.60 99.60 +0.01 228 6,647 +41
Mar07 060106 99.48 99.48 99.48 99.48 unch 4 854 -223
Jun07 060106 99.38 99.38 99.38 99.38 unch 0 3,156 -90
Sep07 060106 99.28 99.28 99.28 99.28 +0.01 0 1,763 +5
Dec07 060106 99.18 99.18 99.18 99.18 +0.02 30 120 +30
Mar08 060106 99.08 99.08 99.08 99.08 +0.01 0 51 +0
Jun08 060106 98.98 98.98 98.98 98.98 +0.01 0 252 +0
Total Volume and Open Interest 281 34,522 -489
3-Mth Euro-Yen(SIMEX)
Mar06 060106 99.87 99.88 99.87 99.87 unch 782 66,932 -214
Jun06 060106 99.80 99.80 99.79 99.80 unch 2,044 61,942 -21
Sep06 060106 99.70 99.70 99.69 99.70 unch 1,082 36,602 +191
Dec06 060106 99.59 99.60 99.59 99.60 +0.01 1,337 58,142 +1,158
Mar07 060106 99.48 99.49 99.47 99.49 +0.01 1,087 31,186 +289
Jun07 060106 99.38 99.39 99.37 99.39 +0.01 807 18,489 +435
Sep07 060106 99.27 99.29 99.27 99.29 +0.01 777 3,653 +173
Dec07 060106 99.17 99.19 99.17 99.19 +0.01 529 12,088 +277
Total Volume and Open Interest 8,445 306,371 +2,288
German Euro-Bund(EUREX)
Mar06 060106 122.20 122.60 122.12 122.34 +0.12 972,565 1,324,764 +89,756
Jun06 060106 121.38 121.60 121.35 121.52 +0.12 255 1,106 +2
Sep06 060106 122.00 122.12 122.00 122.04 +0.37 800 1 +0
Total Volume and Open Interest 973,620 1,325,871 +89,758
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060106 112.56 112.56 112.56 112.56 unch 0 11 +2
Sep06 060106 112.86 112.86 112.86 112.86 unch 80 0 +0
Total Volume and Open Interest 641,765 958,217 +7,154
Long Gilt(LIFFE)
Mar06 060106 114~22 115~00 114~15 114~22 -0~01 53,255 228,863 +2,443
Jun06 060106 114~13 114~13 114~13 114~13 -0~01      
Total Volume and Open Interest 53,255 228,863 +2,443
3-Mth Short Sterling(LIFFE)
Mar06 060106 95.45 95.45 95.45 95.45 -0.04 83,314 353,232 -8,934
Jun06 060106 95.48 95.48 95.48 95.48 -0.06 89,681 364,111 -6,405
Sep06 060106 95.47 95.47 95.47 95.47 -0.07 84,293 299,963 -3,971
Total Volume and Open Interest 360,183 1,698,020 -17,660
3-Mth Euribor(LIFFE)
Mar06 060106 97.340 97.365 97.335 97.350 +0.005 195,950 673,788 -14,164
Jun06 060106 97.205 97.235 97.190 97.220 +0.005 402,093 573,138 -52,811
Sep06 060106 97.120 97.160 97.095 97.125 +0.005 398,847 448,190 +2,059
Total Volume and Open Interest 1,619,765 3,039,665 -126,263
3-Mth Aus T-Bills(SFE)
Mar06 060106 94.35 94.37 94.35 94.37 unch 6,040 153,097 -7,274
Jun06 060106 94.38 94.39 94.37 94.39 unch 16,610 160,053 -1,808
Sep06 060106 94.41 94.43 94.41 94.43 unch 7,267 58,666 +1,647
Dec06 060106 94.44 94.44 94.43 94.44 unch 4,216 44,417 +2,251
Mar07 060106 94.43 94.44 94.42 94.44 +0.01 1,476 23,598 -515
Jun07 060106 94.42 94.42 94.42 94.42 +0.01 3,307 37,219 -5,976
Sep07 060106 94.40 94.40 94.40 94.40 +0.01 2,506 15,606 +1,174
Dec07 060106 94.37 94.39 94.37 94.39 +0.01 402 6,184 +110
Mar08 060106 94.36 94.38 94.36 94.38 +0.01 305 3,271 +305
Jun08 060106 94.36 94.37 94.36 94.37 +0.02 0 1,518 +0
Total Volume and Open Interest 42,135 505,067 -10,084
10-Year Aus T-Bonds(SFE)
Mar06 060106 94.80 94.82 94.79 94.81 +0.01 24,697 311,499 +8,855
Jun06 060106 94.81 94.81 94.81 94.81 +0.01      
Total Volume and Open Interest 24,697 311,499 +8,855
3-Year Aus T-Bonds(SFE)
Mar06 060106 94.83 94.85 94.82 94.85 +0.01 81,382 387,999 +25,921
Jun06 060106 94.85 94.85 94.85 94.85 +0.01      
Total Volume and Open Interest 81,382 387,999 +25,921
Gold(CMX)
Feb06 060106 531.2 541.8 531.0 541.2 +13.4 68,732 235,054 -3,856
Apr06 060106 535.1 546.5 535.1 545.9 +13.5 3,180 19,467 +969
Jun06 060106 539.0 551.5 539.0 550.4 +13.5 821 22,210 -452
Aug06 060106 551.0 555.0 551.0 555.0 +13.6 32 2,283 +0
Oct06 060106 552.3 559.7 552.3 559.7 +13.7 5 5,757 +0
Dec06 060106 555.0 565.0 555.0 564.2 +13.7 161 12,681 +54
Feb07 060106 561.5 568.9 561.5 568.9 +13.9 60 6,649 +26
Apr07 060106 573.4 573.4 573.4 573.4 +14.0 0 1,332 +0
Jun07 060106 578.0 578.0 578.0 578.0 +14.2 85 7,805 +47
Aug07 060106 582.4 582.4 582.4 582.4 +14.3 0 226 +0
Oct07 060106 586.9 586.9 586.9 586.9 +14.4 0 2 +0
Dec07 060106 582.0 594.0 582.0 591.5 +14.5 66 8,417 +29
Total Volume and Open Interest 73,183 328,916 -3,177
Silver(CMX)
Mar06 060106 894.0 919.0 889.0 917.3 +30.1 27,618 96,558 -2,133
May06 060106 906.0 924.4 902.0 924.4 +30.2 224 3,620 -20
Jul06 060106 912.0 931.4 912.0 931.4 +30.2 292 10,152 +19
Sep06 060106 937.3 937.3 937.3 937.3 +30.2 75 4,297 +21
Dec06 060106 920.0 944.6 920.0 944.6 +30.5 121 11,629 +4
Mar07 060106 938.5 951.0 938.5 951.0 +30.5 0 239 +0
May07 060106 930.0 955.0 926.0 955.0 +30.5 0 5 +0
Total Volume and Open Interest 28,349 131,542 -2,232
Platinum(NYM)
Jan06 060106 996.8 996.8 996.8 996.8 +12.3 24 124 -25
Apr06 060106 996.0 1005.0 996.0 1004.6 +13.1 921 9,447 -8
Jul06 060106 1010.6 1010.6 1010.6 1010.6 +13.1 1 7 +1
Total Volume and Open Interest 946 9,578 -32
Palladium(NYME)
Mar06 060106 267.50 274.00 266.50 273.40 +7.05 1,311 13,383 -136
Jun06 060106 272.00 276.90 270.00 276.90 +7.05 8 309 +6
Sep06 060106 278.90 278.90 278.90 278.90 +7.05 2 29 +2
Total Volume and Open Interest 1,321 13,753 -128
Copper(CMX)
Mar06 060106 204.90 209.50 204.20 208.60 +2.55 9,175 76,262 -1,378
May06 060106 199.60 203.50 199.00 203.30 +2.60 1,709 8,083 +25
Jul06 060106 195.80 198.00 195.80 198.00 +2.60 172 4,467 -19
Sep06 060106 191.00 194.00 191.00 192.90 +2.60 121 2,467 +94
Dec06 060106 184.00 187.50 184.00 186.40 +2.60 35 1,794 +2
Total Volume and Open Interest 12,100 102,731 -1,430
Aluminum(CMX)
Jan06 060106 105.35 105.35 105.35 105.35 +0.85 10 120 -15
Feb06 060106 106.10 106.10 106.10 106.10 +0.85 10 709 +0
Mar06 060106 106.20 106.20 106.20 106.20 +0.85 0 75 +0
Apr06 060106 105.60 105.60 105.60 105.60 +0.85 0 50 +0
May06 060106 105.00 105.00 105.00 105.00 +0.85 0 50 +0
Jun06 060106 104.10 104.10 104.10 104.10 +0.85 0 50 +0
Total Volume and Open Interest 20 1,099 -15
DJIA Index(CBOT)
Mar06 060106 10960 11015 10920 10998 +64 4,069 38,182 +228
Jun06 060106 11000 11070 11000 11066 +64 0 24 +0
Sep06 060106 11090 11134 11090 11134 +64      
Dec06 060106 11169 11169 11169 11169 +64 0 6 +0
Total Volume and Open Interest 4,069 38,212 +228
S & P 500(CME)
Mar06 060106 1287.70 1292.80 1281.50 1291.80 +10.50 26,399 635,675 +3,980
Jun06 060106 1293.20 1301.50 1293.20 1301.50 +10.60 468 7,042 -242
Sep06 060106 1311.20 1311.20 1311.20 1311.20 +10.90 944 5,359 +218
Dec06 060106 1320.90 1320.90 1320.90 1320.90 +11.30 0 249 +0
Total Volume and Open Interest 27,811 648,402 +3,956
S & P 500 E-Mini(Globex)
Mar06 060106 1281.25 1293.00 1280.25 1291.75 +10.50 761,183 1,082,022 -6,568
Jun06 060106 1290.00 1302.25 1290.00 1301.50 +10.50 369 1,882 +33
Total Volume and Open Interest 761,552 1,083,904 -6,535
NASDAQ 100(CME)
Mar06 060106 1732.00 1750.00 1723.00 1748.00 +25.00 6,174 59,846 +649
Jun06 060106 1766.50 1766.50 1766.50 1766.50 +26.00 1 23 +1
Sep06 060106 1785.00 1785.00 1785.00 1785.00 +26.50      
Total Volume and Open Interest 6,175 59,869 +650
NASDAQ 100 E-Mini(Globex)
Mar06 060106 1722.50 1750.00 1720.50 1748.00 +25.00 245,292 336,386 +1,559
Jun06 060106 1751.00 1767.50 1744.00 1766.50 +26.00 30 85 +5
Total Volume and Open Interest 245,322 336,471 +1,564
S & P Midcap 400(CME)
Mar06 060106 763.00 769.00 760.50 768.50 +8.20 321 12,245 +0
Jun06 060106 775.00 775.00 775.00 775.00 +8.20 0 7 +0
Sep06 060106 123.64 123.64 123.64 123.64 +8.20      
Total Volume and Open Interest 321 12,252 +0
Russell 2000(CME)
Mar06 060106 699.25 704.25 694.70 703.80 +8.20 783 28,719 -29
Jun06 060106 709.15 709.15 709.15 709.15 +8.55 0 4 -8
Sep06 060106 713.40 713.40 713.40 713.40 +8.55 0 5 +0
Total Volume and Open Interest 783 28,728 -37
Russell 2000 E-Mini(Globex)
Mar06 060106 695.70 704.60 694.60 703.80 +12.00 111,001 275,026 +1,285
Jun06 060106 705.00 709.90 702.00 709.20 +8.60 5 156 -60
Total Volume and Open Interest 111,006 275,182 +1,225
Value Line(KCBT)
Mar06 060106 1984.50 2000.50 1979.50 2000.50 +22.50 68 184 -14
Total Volume and Open Interest 68 186 -14
Nikkei 225(CME)
Mar06 060106 16355 16480 16315 16430 +60 58,805 208,359 +3,100
Jun06 060106 16360 16360 16360 16360 +5 0 3 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060106 16355 16480 16315 16430 +60 58,805 208,359 +3,100
Jun06 060106 16360 16360 16360 16360 +5 0 3 +0
Sep06 060106 16355 16355 16355 16355 unch 0 3 +0
Total Volume and Open Interest 58,824 208,723 +3,099
CAC 40(MATIF)
Jan06 060106 4843.5 4872.0 4842.0 4864.0 +25.5 51,786 392,261 +2,702
Feb06 060106 4853.5 4876.5 4853.5 4872.5 +25.5 87 1,786 -38
Mar06 060106 4859.5 4884.5 4859.0 4881.5 +25.5 1,507 64,873 +207
Total Volume and Open Interest 53,380 459,091 +2,781
Hang Seng Index(HKFE)
Jan06 060106 15425 15425 15298 15404 +61 35,776 99,611 +4,444
Feb06 060106 15460 15460 15348 15452 +62 478 808 +298
Mar06 060106 15384 15395 15310 15395 +57 152 1,801 +46
Total Volume and Open Interest 36,453 102,484 +4,801
DAX Index(EUREX)
Mar06 060106 5546.5 5578.0 5532.5 5556.5 +16.5 103,542 197,798 +1,186
Jun06 060106 5575.0 5614.0 5575.0 5593.5 +16.0 157 9,121 -73
Sep06 060106 5631.0 5646.0 5622.0 5633.0 +17.0 13 930 +3
Total Volume and Open Interest 103,712 207,849 +1,116
FT-SE 100(LIFFE)
Mar06 060106 5704.00 5741.00 5693.00 5723.50 +38.00 58,364 421,460 -1,358
Jun06 060106 5711.50 5745.00 5707.00 5734.50 +38.00 36 14,535 -5
Sep06 060106 5749.00 5749.00 5749.00 5749.00 +39.00 0 752 +0
Total Volume and Open Interest 58,900 437,247 -863
SPI 200(SFE)
Mar06 060106 4809.0 4811.0 4775.0 4788.0 -14.0 10,066 172,822 -610
Jun06 060106 4821.0 4824.0 4804.0 4816.0 -14.0 7 4,818 +0
Sep06 060106 4818.0 4818.0 4818.0 4818.0 -13.0 127 2,064 +126
Total Volume and Open Interest 10,416 181,320 -268
GSCI(CME)
Jan06 060106 435.70 439.50 435.70 438.00 +6.30 687 18,969 +126
Feb06 060106 440.00 442.45 440.00 442.45 +6.15 88 345 +74
Mar06 060106 444.00 444.00 444.00 444.00 +5.50 0 1 +0
Total Volume and Open Interest 775 19,315 +200
Reuters CRB Index(NYBOT)
Feb06 060106 353.00 354.50 353.00 353.50 +3.50 11 66 -4
Apr06 060106 352.00 355.00 352.00 354.50 +3.25 51 489 +17
Jun06 060106 357.25 357.25 357.25 357.25 +2.75 100 204 +100
Total Volume and Open Interest 329 1,082 -9
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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