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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 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060111 575.00 578.50 573.00 574.50 -3.75 3,949 2,421 -952
Mar06 060111 586.00 589.50 583.00 584.50 -4.50 48,827 172,376 -1,072
May06 060111 595.00 599.50 593.00 593.75 -5.25 8,145 37,869 +1,578
Jul06 060111 605.00 608.50 602.00 603.00 -5.25 4,848 44,486 +479
Aug06 060111 609.00 612.00 605.00 605.50 -5.25 222 3,516 +30
Sep06 060111 611.00 611.00 604.50 605.00 -5.50 90 1,537 +2
Nov06 060111 615.50 617.00 608.00 610.00 -7.00 3,433 34,479 +339
Total Volume and Open Interest 69,578 299,659 +420
Soybean Meal(CBOT)
Jan06 060111 181.10 182.70 180.80 181.30 +0.20 2,163 2,248 -1,078
Mar06 060111 182.00 183.80 181.30 181.70 -0.70 17,801 53,982 -2,049
May06 060111 184.30 185.70 183.50 183.70 -1.00 3,680 22,657 -545
Jul06 060111 186.50 188.00 185.80 186.10 -0.80 1,686 22,375 -79
Aug06 060111 188.00 189.00 187.30 187.40 -0.90 339 6,579 +132
Sep06 060111 189.00 190.00 188.10 188.20 -0.90 224 5,488 +107
Oct06 060111 188.50 190.00 187.60 187.60 -1.20 209 3,435 +54
Dec06 060111 190.50 191.00 189.20 189.40 -1.30 2,149 7,715 +5
Total Volume and Open Interest 28,256 124,623 -3,458
Soybean Oil(CBOT)
Jan06 060111 22.10 22.10 21.77 21.88 -0.20 2,719 1,827 -853
Mar06 060111 22.33 22.33 22.07 22.15 -0.28 16,821 91,602 -397
May06 060111 22.69 22.69 22.43 22.47 -0.31 2,256 26,597 -149
Jul06 060111 22.98 23.00 22.79 22.89 -0.24 1,821 26,009 +107
Aug06 060111 23.05 23.10 22.95 22.99 -0.24 46 3,999 +3
Sep06 060111 23.25 23.30 23.11 23.11 -0.23 180 2,958 -124
Oct06 060111 23.35 23.45 23.22 23.22 -0.28 103 1,827 -53
Dec06 060111 23.60 23.63 23.38 23.42 -0.33 1,290 12,854 -165
Total Volume and Open Interest 25,236 167,864 -1,631
Canola(WCE)
Jan06 060111 237.1 237.4 237.0 237.0 +2.7 133 357 +70
Mar06 060111 239.1 242.8 239.1 240.6 +0.8 6,034 58,213 -574
May06 060111 247.1 250.5 247.0 248.4 +0.3 652 11,498 +190
Jul06 060111 254.8 257.5 254.8 255.9 +0.1 162 3,903 +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 060111 213.25 214.75 212.50 214.50 +1.25 52,595 455,553 -1,479
May06 060111 222.75 224.25 222.00 224.00 +1.50 10,402 117,628 +1,788
Jul06 060111 230.50 232.50 230.00 232.25 +1.75 7,674 107,149 +1,903
Sep06 060111 238.00 239.50 237.75 239.25 +1.75 637 22,310 +19
Dec06 060111 247.75 249.25 247.25 249.00 +1.25 9,167 110,189 +1,996
Mar07 060111 254.00 255.50 253.75 255.25 +1.25 401 8,027 +102
Total Volume and Open Interest 81,534 839,225 +4,610
Wheat(CBOT)
Mar06 060111 327.00 331.00 326.00 330.50 +1.25 21,782 210,519 -541
May06 060111 336.50 341.50 336.50 341.25 +1.75 5,433 21,644 +2,011
Jul06 060111 347.00 350.50 345.50 350.00 +1.75 6,895 43,920 +380
Sep06 060111 355.50 360.00 355.50 359.50 +2.25 212 4,163 -103
Dec06 060111 368.00 371.00 367.00 370.50 +1.50 3,684 29,239 +238
Total Volume and Open Interest 38,145 311,390 +2,035
Wheat(KCBT)
Mar06 060111 371.00 376.50 370.50 375.00 +3.00 5,567 66,687 -884
May06 060111 371.00 376.00 369.50 373.75 +1.25 1,834 14,194 -26
Jul06 060111 370.00 374.00 367.50 372.50 +2.50 2,261 35,571 +473
Sep06 060111 375.50 379.00 375.50 377.00 +2.75 117 5,160 +27
Dec06 060111 383.50 388.00 383.50 387.00 +2.50 440 6,388 +223
Total Volume and Open Interest 10,280 128,142 -148
Wheat(MGE)
Mar06 060111 382.75 388.00 381.00 386.50 +3.75 2,757 21,515 -414
May06 060111 381.50 386.25 381.00 385.25 +2.75 460 6,554 +163
Jul06 060111 380.00 385.00 380.00 384.00 +1.75 485 9,215 -138
Sep06 060111 381.00 383.50 379.00 381.50 +0.50 323 3,874 -103
Dec06 060111 386.50 399.00 386.50 388.75 +1.25 160 1,712 +27
Total Volume and Open Interest 4,185 42,900 -465
Oats(CBOT)
Mar06 060111 185.75 189.00 185.50 188.75 +2.75 317 8,225 -20
May06 060111 180.75 184.50 179.50 182.75 +1.00 21 498 -3
Jul06 060111 172.00 175.50 172.00 174.00 -1.00 15 364 -3
Sep06 060111 169.00 169.00 169.00 169.00 unch 0 20 +0
Total Volume and Open Interest 416 9,755 +6
Rough Rice(CBOT)
Jan06 060111 8.23 8.23 8.23 8.23 -0.03 0 30 +0
Mar06 060111 8.48 8.48 8.43 8.44 -0.03 1,351 7,807 +231
May06 060111 8.68 8.68 8.63 8.65 -0.02 469 1,253 +92
Jul06 060111 8.88 8.88 8.87 8.87 -0.02 97 277 +26
Total Volume and Open Interest 2,096 9,955 +395
Live Cattle(CME)
Feb06 060111 96.600 96.650 93.850 94.225 -2.325 23,857 97,703 -9,631
Apr06 060111 95.400 95.400 92.650 93.100 -2.375 25,559 63,626 +11,196
Jun06 060111 87.950 87.950 85.850 86.125 -1.825 5,692 27,902 +2,774
Aug06 060111 86.425 86.450 84.700 85.075 -1.350 2,100 13,839 +1,155
Oct06 060111 89.100 89.150 87.750 88.125 -1.025 144 6,041 +37
Dec06 060111 89.975 89.975 88.450 89.000 -0.975 84 4,258 +36
Total Volume and Open Interest 57,461 213,621 +5,585
Feeder Cattle(CME)
Jan06 060111 113.800 113.800 111.900 112.050 -1.850 1,295 7,221 -446
Mar06 060111 113.450 113.450 110.700 110.775 -2.850 1,499 16,383 +86
Apr06 060111 113.550 113.550 111.300 111.450 -2.550 462 4,994 +22
May06 060111 113.125 113.150 111.500 111.600 -2.250 295 2,966 +90
Aug06 060111 114.200 114.200 112.250 112.950 -1.575 231 2,627 +141
Sep06 060111 113.100 113.100 112.000 112.000 -1.750 6 218 +3
Oct06 060111 112.300 112.300 111.525 111.525 -1.325 13 86 +8
Total Volume and Open Interest 3,803 34,580 -94
Lean Hogs(CME)
Feb06 060111 62.250 62.300 60.675 60.675 -2.000 21,204 52,353 -8,635
Apr06 060111 66.400 66.400 64.800 64.800 -2.000 16,843 42,785 +4,011
May06 060111 68.550 68.550 67.300 67.400 -1.475 203 4,087 -7
Jun06 060111 71.150 71.200 69.700 69.950 -1.750 2,943 17,146 +405
Jul06 060111 68.350 68.400 67.000 67.125 -1.600 1,379 6,272 +399
Aug06 060111 65.500 65.500 64.500 64.950 -0.950 229 2,553 -19
Oct06 060111 55.600 55.600 54.500 54.900 -0.775 302 1,649 +132
Dec06 060111 53.700 53.700 52.625 52.625 -1.025 118 819 +52
Total Volume and Open Interest 43,225 127,687 -3,662
Pork Bellies(CME)
Feb06 060111 84.000 84.750 82.800 83.400 -2.075 317 1,240 +8
Mar06 060111 85.000 85.000 83.025 83.025 -2.025 69 419 +29
May06 060111 86.600 86.750 84.950 84.950 -1.700 44 276 +2
Jul06 060111 87.700 87.700 87.700 87.700 -1.800 11 140 +0
Aug06 060111 86.000 86.500 86.000 86.500 -0.500 0 11 +0
Total Volume and Open Interest 441 2,086 +39
Class III Milk(CME)
Jan06 060111 13.37 13.37 13.37 13.37 unch 81 2,460 -48
Feb06 060111 13.05 13.06 12.98 12.98 -0.07 50 2,642 -13
Mar06 060111 13.10 13.10 12.93 12.98 -0.12 57 2,279 +10
Apr06 060111 12.91 12.91 12.86 12.87 -0.03 46 2,159 +13
May06 060111 12.87 12.90 12.82 12.82 -0.05 35 1,910 +12
Total Volume and Open Interest 544 22,590 +84
Cocoa(NYBOT)
Mar06 060111 1523 1528 1506 1518 -1 4,600 56,509 -803
May06 060111 1545 1547 1527 1540 unch 1,491 19,535 +720
Jul06 060111 1564 1568 1554 1561 +1 232 13,684 +201
Sep06 060111 1579 1580 1578 1580 -1 40 13,215 +13
Dec06 060111 1610 1610 1610 1610 unch 155 10,981 -10
Mar07 060111 1632 1632 1632 1632 -1 100 11,591 +50
May07 060111 1653 1653 1653 1653 unch 98 2,319 -43
Total Volume and Open Interest 6,716 131,851 +128
Coffee "C"(NYBOT)
Mar06 060111 117.50 118.80 116.25 117.20 -1.90 13,718 66,571 +743
May06 060111 119.70 121.00 118.60 119.60 -1.80 2,963 16,223 +780
Jul06 060111 121.25 122.50 121.00 121.55 -1.80 655 5,171 +14
Sep06 060111 123.00 124.30 122.95 123.45 -1.75 334 2,222 +1
Dec06 060111 125.50 127.00 125.00 126.20 -1.60 292 2,203 +95
Mar07 060111 128.00 129.00 127.25 128.95 -1.45 144 1,138 +41
Total Volume and Open Interest 18,118 94,198 +1,674
Orange Juice(NYBOT)
Jan06 060110 129.00 132.50 128.20 130.15 -3.25 425 482 -337
Mar06 060111 126.25 126.40 123.40 125.95 -0.70 1,515 22,164 -116
May06 060111 126.50 126.60 124.00 126.25 -0.75 181 5,007 +92
Jul06 060111 126.75 126.75 126.75 126.75 -0.75 5 1,199 +0
Sep06 060111 127.50 127.50 126.50 127.25 -0.50 0 899 +0
Total Volume and Open Interest 1,783 31,652 +12
Sugar #11(NYBOT)
Mar06 060111 14.85 14.91 14.70 14.71 +0.05 22,371 266,675 -2,927
May06 060111 14.98 14.98 14.79 14.79 +0.05 8,890 95,530 +2,508
Jul06 060111 14.45 14.45 14.31 14.31 +0.05 6,311 64,103 +575
Oct06 060111 14.33 14.34 14.19 14.19 +0.04 3,661 46,406 +690
Mar07 060111 14.28 14.28 14.15 14.15 +0.05 1,593 39,145 -61
Total Volume and Open Interest 43,485 536,758 +682
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060111 22.85 22.85 22.60 22.60 -0.35 31 2,600 +14
May06 060111 22.80 22.80 22.50 22.50 -0.50 50 3,466 +31
Jul06 060111 22.70 22.70 22.50 22.60 -0.40 20 3,714 +10
Sep06 060111 22.60 22.60 22.60 22.60 -0.40 0 1,969 +0
Total Volume and Open Interest 104 13,859 +58
London Cocoa(LCE)
Mar06 060111 904 914 897 904 +5 4,469 68,123 -651
May06 060111 916 925 909 915 +4 434 27,889 -54
Jul06 060111 947 947 922 926 +4 98 34,913 -19
Sep06 060111 940 944 938 938 +4 164 17,666 +56
Dec06 060111 945 957 945 948 +4 382 19,566 +250
Mar07 060111 965 965 958 958 +3 53 7,059 -35
May07 060111 968 968 968 968 +3 0 457 +0
Total Volume and Open Interest 5,600 175,742 -453
London Coffee(LCE)
Jan06 060111 1205.00 1205.00 1191.00 1200.00 -24.00 189 904 -288
Mar06 060111 1221.00 1223.00 1196.00 1215.00 -24.00 5,846 81,120 -43
May06 060111 1235.00 1236.00 1215.00 1232.00 -23.00 1,963 22,765 +855
Jul06 060111 1242.00 1248.00 1235.00 1245.00 -22.00 57 6,456 +37
Sep06 060111 1256.00 1259.00 1255.00 1258.00 -23.00 4 3,778 +0
Nov06 060111 1266.00 1271.00 1266.00 1271.00 -23.00 50 288 +6
Total Volume and Open Interest 8,113 115,486 +567
London Sugar(LCE)
Mar06 060111 355.10 360.10 355.10 358.30 +2.10 2,136 37,446 -885
May06 060111 368.50 371.00 368.10 369.30 +2.30 1,203 11,608 +249
Aug06 060111 383.60 386.00 383.10 384.00 +0.50 936 8,156 -9
Oct06 060111 385.00 387.00 383.00 384.80 +0.30 453 7,139 -21
Dec06 060111 386.00 387.90 381.70 385.00 unch 213 2,662 +14
Total Volume and Open Interest 5,101 71,055 -632
Cotton(NYBOT)
Mar06 060111 55.45 55.55 54.77 55.43 -0.16 8,071 83,747 +104
May06 060111 56.60 56.77 55.90 56.70 -0.05 2,619 18,926 +276
Jul06 060111 57.70 57.80 57.00 57.55 -0.18 489 5,281 -27
Oct06 060111 58.00 58.13 58.00 58.13 +0.03 10 104 +5
Dec06 060111 58.74 58.90 58.50 58.85 +0.11 182 3,723 +77
Mar07 060111 60.50 60.58 60.25 60.58 +0.08 0 28 +0
Total Volume and Open Interest 11,401 111,950 +461
Lumber(CME)
Jan06 060111 362.0 362.0 355.5 355.6 -8.6 180 269 -105
Mar06 060111 379.0 380.9 373.5 375.1 -6.9 849 4,803 +223
May06 060111 374.6 375.0 370.3 373.5 -3.5 397 1,020 +109
Jul06 060111 367.0 369.4 365.7 366.0 -7.3 78 261 +56
Total Volume and Open Interest 1,516 6,457 +290
Crude Oil(NYM)
Feb06 060111 63.30 64.80 62.60 63.94 +0.57 111,890 159,515 -27,153
Mar06 060111 64.00 65.15 63.25 64.45 +0.35 107,748 196,623 +16,597
Apr06 060111 64.60 65.50 63.80 64.95 +0.25 36,114 69,083 +7,654
May06 060111 65.05 65.85 64.50 65.33 +0.22 16,137 38,440 +2,992
Jun06 060111 65.25 66.30 64.65 65.63 +0.20 13,847 55,629 -765
Jul06 060111 65.40 66.25 64.90 65.86 +0.19 4,751 15,594 +503
Aug06 060111 66.25 66.25 66.04 66.04 +0.18 2,052 12,162 -525
Sep06 060111 66.18 66.18 66.18 66.18 +0.17 1,880 23,479 -1,126
Oct06 060111 66.30 66.30 66.30 66.30 +0.16 99 8,270 +19
Nov06 060111 66.00 66.39 66.00 66.39 +0.15 210 13,728 -129
Dec06 060111 66.15 66.90 65.50 66.45 +0.14 8,124 61,736 +1,329
Jan07 060111 66.50 66.50 66.50 66.50 +0.15 105 14,526 +16
Feb07 060111 66.54 66.54 66.54 66.54 +0.15 0 4,574 +0
Mar07 060111 66.10 66.56 66.10 66.56 +0.15 375 8,254 +280
Apr07 060111 66.57 66.57 66.57 66.57 +0.15 120 5,166 +75
May07 060111 66.20 66.56 66.20 66.56 +0.15 400 3,105 +200
Total Volume and Open Interest 312,303 892,949 +605
Heating Oil(NYM)
Feb06 060111 173.00 174.90 169.10 172.71 -1.08 26,946 58,228 -5,310
Mar06 060111 176.70 177.50 172.50 175.82 -1.26 18,850 52,045 +2,779
Apr06 060111 177.00 178.25 174.00 177.02 -1.06 5,562 16,510 +1,092
May06 060111 177.75 181.00 175.25 177.62 -0.71 3,650 9,892 +565
Jun06 060111 177.25 179.50 177.25 178.32 -0.31 836 9,887 +172
Jul06 060111 180.75 182.40 179.42 179.42 -0.21 261 5,880 -2
Aug06 060111 180.00 183.25 177.00 181.17 -0.11 326 3,489 +153
Sep06 060111 183.42 183.42 183.42 183.42 -0.06 252 2,397 +30
Oct06 060111 186.07 186.07 186.07 186.07 -0.06 79 1,126 +49
Nov06 060111 188.75 188.75 188.62 188.62 -0.01 34 1,316 +8
Dec06 060111 190.00 191.17 189.75 191.17 +0.04 500 5,849 +24
Jan07 060111 190.75 193.00 190.75 192.97 +0.09 349 1,937 -47
Total Volume and Open Interest 57,967 172,012 -407
Unleaded Gas(NYM)
Feb06 060111 173.00 176.20 169.10 173.31 -0.40 26,092 54,634 -4,254
Mar06 060111 177.25 180.10 173.50 177.33 -0.55 19,250 40,400 +3,823
Apr06 060111 186.50 189.50 183.50 186.83 -0.20 5,626 20,640 +1,005
May06 060111 188.50 191.20 185.50 188.68 -0.05 3,497 13,499 +348
Jun06 060111 187.25 192.50 187.25 189.63 -0.02 1,966 7,910 -79
Jul06 060111 192.60 192.60 189.53 189.53 -0.17 897 4,110 +302
Aug06 060111 188.50 192.20 187.60 188.93 -0.12 283 2,785 +88
Sep06 060111 186.00 191.00 186.00 187.28 -0.07 826 3,979 +391
Oct06 060111 179.28 179.28 179.28 179.28 -0.02 2 1,090 +2
Nov06 060111 177.18 177.18 177.18 177.18 +0.03 1 579 +0
Dec06 060111 176.28 176.28 176.28 176.28 +0.08 1 364 +0
Jan07 060111 176.93 176.93 176.93 176.93 +0.03 0 186 +0
Total Volume and Open Interest 58,441 150,176 +1,626
Natural Gas(NYM)
Feb06 060111 9.180 9.540 9.130 9.238 -0.098 24,085 65,306 -5,265
Mar06 060111 9.360 9.670 9.260 9.365 -0.111 18,093 78,928 +2,889
Apr06 060111 9.210 9.510 9.210 9.315 -0.021 8,356 33,995 +1,097
May06 060111 9.270 9.550 9.260 9.370 -0.001 5,728 30,290 +287
Jun06 060111 9.340 9.570 9.320 9.428 +0.002 1,151 16,870 +55
Jul06 060111 9.410 9.600 9.400 9.493 +0.002 511 20,128 +116
Aug06 060111 9.520 9.670 9.520 9.553 +0.007 1,790 20,106 -135
Sep06 060111 9.550 9.680 9.550 9.578 +0.012 460 14,860 -114
Oct06 060111 9.520 9.750 9.520 9.640 +0.014 3,164 30,016 +497
Nov06 060111 10.230 10.360 10.190 10.260 +0.004 814 11,185 +38
Dec06 060111 10.800 10.950 10.800 10.860 +0.004 1,287 15,585 +37
Jan07 060111 11.250 11.460 11.220 11.290 +0.004 973 14,844 +152
Feb07 060111 11.270 11.350 11.270 11.300 +0.004 2,177 7,912 +1,577
Mar07 060111 11.030 11.180 11.000 11.130 +0.004 3,263 15,351 -1,156
Apr07 060111 9.360 9.360 9.300 9.300 +0.019 1,046 14,147 +331
May07 060111 9.150 9.280 9.100 9.100 +0.019 80 12,503 -41
Total Volume and Open Interest 75,973 547,954 +527
Brent Crude Oil(ICE)
Feb06 060111 61.95 62.94 61.04 62.17 +0.25 56,719 34,362 -6,238
Mar06 060111 62.30 63.26 61.27 62.44 +0.14 65,327 121,112 -1,305
Apr06 060111 63.05 63.86 61.95 63.08 +0.22 34,905 50,188 +5,266
May06 060111 63.50 64.16 62.51 63.58 +0.26 10,170 17,893 -326
Jun06 060111 63.90 64.54 62.80 63.96 +0.27 6,954 22,430 +773
Jul06 060111 63.40 64.84 63.40 64.26 +0.27 1,718 12,481 +187
Aug06 060111 63.66 64.64 63.66 64.49 +0.28 643 3,943 -132
Sep06 060111 63.88 65.22 63.88 64.66 +0.29 250 18,773 +0
Oct06 060111 64.91 64.91 64.80 64.80 +0.31 0 5,219 +0
Nov06 060111 64.89 64.89 64.89 64.89 +0.32 375 4,555 +275
Dec06 060111 64.89 65.52 63.85 64.95 +0.32 3,916 25,336 -804
Jan07 060111 65.02 65.02 65.02 65.02 +0.34 0 3,195 +0
Feb07 060111 64.32 65.09 64.32 65.09 +0.39 0 2,055 +0
Mar07 060111 65.11 65.11 65.11 65.11 +0.40 0 3,785 +0
Total Volume and Open Interest 183,158 369,465 -2,006
Gas Oil(ICE)
Jan06 060111 523.00 525.00 506.50 510.50 -11.75 22,564 16,420 -5,111
Feb06 060111 531.25 534.25 515.75 519.25 -12.00 32,921 67,796 -2,285
Mar06 060111 539.50 542.75 525.00 528.00 -11.25 16,744 39,114 +5,567
Apr06 060111 549.25 549.25 532.50 535.00 -11.00 5,019 19,220 +2,031
May06 060111 554.00 554.00 541.00 542.00 -10.25 1,375 6,321 +362
Jun06 060111 558.25 558.25 545.75 549.00 -9.25 1,427 23,593 -320
Jul06 060111 560.25 561.00 555.00 555.00 -9.25 1,030 7,567 +864
Aug06 060111 560.25 560.25 560.25 560.25 -9.25 52 1,332 +20
Sep06 060111 565.25 565.25 565.25 565.25 -9.00 0 1,537 +0
Oct06 060111 575.25 577.25 570.00 570.00 -8.75 1,750 3,837 +1,750
Total Volume and Open Interest 86,514 222,450 +3,943
US Dollar Index(NYBOT)
Mar06 060111 89.12 89.35 88.63 88.75 -0.32 4,353 21,799 -1,132
Jun06 060111 88.42 88.42 88.42 88.42 -0.32 1 2,041 +0
Sep06 060111 88.30 88.30 88.15 88.15 -0.32 0 3 +0
Total Volume and Open Interest 4,354 23,845 -1,132
Australian Dollar(CME)
Mar06 060111 75.08 75.53 75.07 75.39 +0.56 2,342 54,905 +1,475
Jun06 060111 75.22 75.22 75.22 75.22 +0.56 0 290 -2
Sep06 060111 75.07 75.07 75.07 75.07 +0.56 0 9 +0
Total Volume and Open Interest 2,342 55,332 +1,473
British Pound(CME)
Mar06 060111 175.60 176.71 175.58 176.40 -0.16 2,162 76,795 -1,292
Jun06 060111 176.55 176.55 176.55 176.55 -0.16 0 265 -7
Sep06 060111 176.70 176.70 176.70 176.70 -0.21 1 16 +1
Total Volume and Open Interest 2,163 77,079 -1,298
Canadian Dollar(CME)
Mar06 060111 86.10 86.59 86.10 86.46 +0.35 3,332 95,910 -1,169
Jun06 060111 86.44 86.75 86.44 86.68 +0.35 7 1,867 -27
Sep06 060111 86.67 86.87 86.67 86.87 +0.35 41 345 -16
Dec06 060111 87.06 87.06 87.06 87.06 +0.35 4 122 +2
Total Volume and Open Interest 3,384 98,344 -1,210
Japanese Yen(CME)
Mar06 060111 88.09 88.47 88.03 88.28 +0.24 7,597 149,088 +4,363
Jun06 060111 89.36 89.36 89.36 89.36 +0.24 1 20,732 +5
Sep06 060111 90.36 90.36 90.36 90.36 +0.24 0 34 +0
Total Volume and Open Interest 7,598 169,886 +4,376
Swiss Franc(CME)
Mar06 060111 78.60 79.10 78.55 78.91 +0.27 1,957 78,840 +2,129
Jun06 060111 79.61 79.61 79.61 79.61 +0.27 0 118 -5
Sep06 060111 80.25 80.25 80.25 80.25 +0.27 0 25 +0
Total Volume and Open Interest 1,957 79,029 +2,124
EuroFX(CME)
Mar06 060111 121.29 121.88 121.20 121.66 +0.50 2,679 123,084 +886
Jun06 060111 122.44 122.44 122.32 122.32 +0.50 0 2,986 -7
Sep06 060111 122.91 122.91 122.91 122.91 +0.50 0 1,189 +0
Total Volume and Open Interest 2,679 127,386 +879
Mexican Peso(CME)
Mar06 060111 9357.0 9380.0 9350.0 9380.0 +20.0 1,364 70,295 +584
Jun06 060111 9295.0 9295.0 9295.0 9295.0 +20.0 0 516 +0
Total Volume and Open Interest 1,409 96,154 +584
30-Year T-Bonds(CBOT)
Mar06 060111 113~15 113~22 113~03 113~07 -0~10 369,511 583,389 -7,893
Jun06 060111 113~11 113~14 113~01 113~03 -0~10 698 3,143 -22
Sep06 060111 113~03 113~03 113~03 113~03 -0~10 20 51 -17
Total Volume and Open Interest 370,229 586,589 -7,932
10-Year T-Notes(CBOT)
Mar06 060111 109~070 109~110 108~305 109~000 -0~075 887,231 1,576,726 +38,561
Jun06 060111 109~030 109~070 108~280 108~290 -0~075 6,800 21,126 +2,874
Total Volume and Open Interest 894,033 1,597,897 +41,435
5-Year T-Notes(CBOT)
Mar06 060111 106~095 106~120 106~035 106~045 -0~050 479,462 0 +0
Jun06 060111 106~095 106~100 106~035 106~035 -0~055 102 0 +0
Sep06 060111 106~055 106~055 106~055 106~055 -0~055      
Total Volume and Open Interest 479,564 1 +0
2 Year T-Notes(CBOT)
Mar06 060111 102~080 102~084 102~070 102~072 -0~008 2,413 413,134 -6,616
Total Volume and Open Interest 2,413 413,134 -6,616
Eurodollars(CME)
Mar06 060111 95.235 95.250 95.220 95.225 -0.015 20,785 1,292,813 -12,691
Jun06 060111 95.170 95.190 95.140 95.145 -0.030 37,378 1,311,818 -19,528
Sep06 060111 95.180 95.205 95.145 95.150 -0.035 187,529 1,163,076 -1,860
Dec06 060111 95.240 95.260 95.190 95.195 -0.045 18,095 1,103,657 -18,426
Mar07 060111 95.290 95.310 95.250 95.250 -0.040 25,461 882,545 +10,324
Jun07 060111 95.305 95.325 95.270 95.270 -0.035 31,311 710,580 +4,468
Sep07 060111 95.310 95.325 95.270 95.270 -0.035 14,715 435,498 +8,934
Dec07 060111 95.295 95.310 95.255 95.255 -0.035 12,468 327,127 +956
Mar08 060111 95.310 95.310 95.250 95.250 -0.035 8,814 267,788 -377
Jun08 060111 95.280 95.280 95.230 95.230 -0.035 7,583 277,015 -2,171
Sep08 060111 95.250 95.250 95.205 95.205 -0.035 6,396 219,648 -1,867
Dec08 060111 95.215 95.215 95.165 95.165 -0.035 4,377 167,947 -756
Mar09 060111 95.175 95.190 95.145 95.145 -0.035 3,731 125,983 +1,431
Jun09 060111 95.150 95.170 95.120 95.120 -0.035 4,490 109,190 +1,889
Sep09 060111 95.145 95.145 95.095 95.095 -0.035 2,725 95,873 -176
Dec09 060111 95.110 95.110 95.060 95.060 -0.035 3,131 82,658 +1,315
Mar10 060111 95.105 95.105 95.045 95.045 -0.035 2,122 61,519 +83
Jun10 060111 95.085 95.085 95.025 95.025 -0.035 1,889 63,772 +2
Total Volume and Open Interest 240,200 8,909,040 -10,127
3-Mth Euro-Yen(CME)
Mar06 060111 99.88 99.88 99.88 99.88 +0.01 261 5,954 -58
Jun06 060111 99.80 99.80 99.80 99.80 +0.01 261 9,556 +250
Sep06 060111 99.69 99.70 99.69 99.70 unch 141 5,948 +140
Dec06 060111 99.59 99.60 99.59 99.60 unch 29 6,584 +140
Mar07 060111 99.49 99.49 99.49 99.49 unch 40 634 +100
Jun07 060111 99.39 99.39 99.39 99.39 unch 65 3,110 -261
Sep07 060111 99.29 99.29 99.29 99.29 unch 0 1,708 +0
Dec07 060111 99.17 99.19 99.17 99.19 unch 0 80 +0
Mar08 060111 99.08 99.08 99.08 99.08 -0.01 0 51 +0
Jun08 060111 98.98 98.98 98.98 98.98 -0.01 0 252 +0
Total Volume and Open Interest 797 33,877 +311
3-Mth Euro-Yen(SIMEX)
Mar06 060111 99.88 99.88 99.88 99.88 +0.01 1,709 67,978 +909
Jun06 060111 99.79 99.80 99.79 99.80 unch 2,324 60,013 -728
Sep06 060111 99.70 99.70 99.70 99.70 -0.01 1,351 36,733 -284
Dec06 060111 99.60 99.60 99.60 99.60 -0.01 3,047 60,361 +3,417
Mar07 060111 99.49 99.50 99.49 99.49 -0.01 415 31,211 -116
Jun07 060111 99.40 99.40 99.39 99.39 -0.01 3,051 19,510 +945
Sep07 060111 99.29 99.29 99.29 99.29 -0.01 330 3,847 +141
Dec07 060111 99.19 99.19 99.18 99.19 -0.01 0 12,637 +0
Total Volume and Open Interest 12,227 309,627 +4,284
German Euro-Bund(EUREX)
Mar06 060111 122.01 122.09 121.79 121.92 -0.16 1,290,901 1,341,086 -38,489
Jun06 060111 121.19 121.19 121.00 121.11 -0.15 1,638 2,157 +526
Sep06 060111 121.60 121.60 121.60 121.60 -0.16 1,189 2 +0
Total Volume and Open Interest 1,293,728 1,343,245 -37,963
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060111 112.14 112.14 112.14 112.14 -0.10 70 683 +344
Sep06 060111 112.45 112.45 112.45 112.45 -0.10      
Total Volume and Open Interest 712,151 939,949 -29,387
Long Gilt(LIFFE)
Mar06 060111 114~05 114~18 114~05 114~11 +0~06 58,516 238,318 +2,495
Jun06 060111 114~02 114~02 114~02 114~02 +0~06      
Total Volume and Open Interest 58,516 238,318 +2,495
3-Mth Short Sterling(LIFFE)
Mar06 060111 95.45 95.45 95.45 95.45 +0.02 35,393 355,620 -2,265
Jun06 060111 95.49 95.49 95.49 95.49 +0.03 61,664 363,323 +30
Sep06 060111 95.48 95.48 95.48 95.48 +0.04 45,658 279,498 -11,590
Total Volume and Open Interest 216,509 1,700,904 -16,985
3-Mth Euribor(LIFFE)
Mar06 060111 97.315 97.320 97.295 97.300 -0.020 86,360 645,116 +1,948
Jun06 060111 97.155 97.160 97.125 97.130 -0.030 117,436 574,791 +15,006
Sep06 060111 97.030 97.050 97.000 97.010 -0.035 129,152 447,671 -3,632
Total Volume and Open Interest 589,170 3,047,335 +31,746
3-Mth Aus T-Bills(SFE)
Mar06 060111 94.35 94.36 94.33 94.35 -0.01 13,483 155,995 -176
Jun06 060111 94.38 94.39 94.36 94.38 -0.02 30,366 190,260 +11,731
Sep06 060111 94.41 94.42 94.40 94.41 -0.03 5,391 60,358 +125
Dec06 060111 94.42 94.43 94.41 94.42 -0.03 3,040 44,473 +1,587
Mar07 060111 94.41 94.43 94.41 94.41 -0.04 501 24,052 +176
Jun07 060111 94.41 94.42 94.40 94.40 -0.04 4,943 33,878 -1,092
Sep07 060111 94.38 94.39 94.38 94.39 -0.03 3,425 18,779 +2,987
Dec07 060111 94.37 94.37 94.37 94.37 -0.04 575 6,832 +525
Mar08 060111 94.37 94.37 94.37 94.37 -0.02 50 3,880 +0
Jun08 060111 94.36 94.36 94.36 94.36 -0.02 0 1,569 +0
Total Volume and Open Interest 61,774 541,570 +15,863
10-Year Aus T-Bonds(SFE)
Mar06 060111 94.77 94.78 94.76 94.77 -0.03 21,911 320,801 +7,132
Jun06 060111 94.77 94.77 94.77 94.77 -0.03      
Total Volume and Open Interest 21,911 320,801 +7,132
3-Year Aus T-Bonds(SFE)
Mar06 060111 94.82 94.82 94.80 94.82 -0.03 49,173 426,578 -5,226
Jun06 060111 94.82 94.82 94.82 94.82 -0.03      
Total Volume and Open Interest 49,173 426,578 -5,226
Gold(CMX)
Feb06 060111 546.0 550.8 543.7 550.1 +4.4 76,658 237,523 -2,581
Apr06 060111 550.0 555.8 549.0 554.9 +4.5 6,353 25,526 +2,431
Jun06 060111 556.0 560.5 554.0 559.6 +4.5 3,522 24,082 +1,201
Aug06 060111 559.8 564.4 559.8 564.4 +4.6 398 4,821 +53
Oct06 060111 568.0 569.2 568.0 569.2 +4.7 6 6,573 +2
Dec06 060111 573.0 574.0 569.0 573.9 +4.7 499 13,054 +123
Feb07 060111 578.7 578.7 578.7 578.7 +4.7 30 6,736 +0
Apr07 060111 583.4 583.4 583.4 583.4 +4.8 0 1,332 +0
Jun07 060111 588.1 588.1 588.1 588.1 +4.8 2 7,844 +2
Aug07 060111 592.8 592.8 592.8 592.8 +4.9 0 216 +0
Oct07 060111 597.4 597.4 597.4 597.4 +4.9 0 2 +0
Dec07 060111 602.1 602.1 602.1 602.1 +4.9 11 8,572 -3
Total Volume and Open Interest 87,487 343,419 +1,229
Silver(CMX)
Mar06 060111 900.0 911.5 888.0 906.5 +5.0 23,025 95,010 -1,548
May06 060111 902.0 918.0 896.5 913.9 +5.1 598 3,888 +213
Jul06 060111 918.0 927.5 902.0 921.0 +5.2 104 10,147 +12
Sep06 060111 927.2 927.2 927.2 927.2 +5.5 100 4,541 +94
Dec06 060111 930.0 940.0 921.0 935.3 +5.5 121 11,648 -3
Mar07 060111 941.9 941.9 941.9 941.9 +5.7 0 242 +0
May07 060111 946.0 946.0 946.0 946.0 +5.8 0 4 +0
Total Volume and Open Interest 24,151 130,725 -1,066
Platinum(NYM)
Jan06 060111 1010.0 1019.3 1010.0 1019.3 +7.1 15 85 -1
Apr06 060111 1017.0 1025.9 1011.5 1025.3 +6.8 1,385 9,805 -64
Jul06 060111 1035.0 1035.0 1031.3 1031.3 +6.8 5 11 +4
Total Volume and Open Interest 1,405 9,901 -61
Palladium(NYME)
Mar06 060111 274.00 278.00 271.50 277.50 +1.50 746 12,956 +140
Jun06 060111 280.00 281.25 277.00 281.25 +1.50 10 324 +0
Sep06 060111 283.25 283.25 283.25 283.25 +1.50 0 29 +0
Total Volume and Open Interest 759 13,341 +140
Copper(CMX)
Mar06 060111 210.30 211.20 209.40 209.50 -1.20 8,077 72,852 -2,683
May06 060111 205.70 206.00 204.40 204.75 -1.05 1,089 10,785 +1,525
Jul06 060111 201.00 201.00 199.80 199.90 -0.90 20 4,775 +2
Sep06 060111 196.40 196.40 194.50 194.90 -0.90 121 2,512 +39
Dec06 060111 189.50 190.00 188.90 188.90 -0.40 122 1,887 +77
Total Volume and Open Interest 10,035 101,982 -1,162
Aluminum(CMX)
Jan06 060111 108.10 108.10 108.10 108.10 +0.70 0 95 -10
Feb06 060111 109.50 109.50 108.80 108.80 +0.80 0 723 +0
Mar06 060111 108.70 108.70 108.70 108.70 +0.80 0 75 +0
Apr06 060111 107.80 107.80 107.80 107.80 +0.80 0 50 +0
May06 060111 107.80 107.80 107.80 107.80 +0.80 0 50 +0
Jun06 060111 107.80 107.80 107.80 107.80 +0.80 0 50 +0
Total Volume and Open Interest 0 1,118 -10
DJIA Index(CBOT)
Mar06 060111 11055 11085 11025 11075 +23 4,848 41,577 +1,831
Jun06 060111 11122 11148 11120 11143 +21 5 23 +3
Sep06 060111 11211 11211 11211 11211 +23 0 1 +0
Dec06 060111 11246 11246 11246 11246 +23 0 6 +0
Total Volume and Open Interest 4,853 41,607 +1,834
S & P 500(CME)
Mar06 060111 1296.80 1301.00 1293.60 1299.70 +3.60 27,231 636,789 +875
Jun06 060111 1306.00 1309.70 1306.00 1309.70 +3.70 87 7,167 +27
Sep06 060111 1319.70 1319.70 1319.70 1319.70 +4.00 419 5,438 +53
Dec06 060111 1329.70 1329.70 1329.70 1329.70 +4.30 0 357 +0
Total Volume and Open Interest 27,737 649,828 +955
S & P 500 E-Mini(Globex)
Mar06 060111 1295.75 1301.00 1293.50 1299.75 +3.75 895,506 1,138,296 +4,084
Jun06 060111 1307.00 1310.50 1304.00 1309.75 +3.75 256 2,450 +154
Total Volume and Open Interest 895,762 1,140,746 +4,238
NASDAQ 100(CME)
Mar06 060111 1762.50 1774.00 1756.00 1771.00 +11.00 9,348 59,752 -258
Jun06 060111 1789.50 1789.50 1789.50 1789.50 +11.00 0 23 +0
Sep06 060111 1808.00 1808.00 1808.00 1808.00 +11.00      
Total Volume and Open Interest 9,348 59,775 -258
NASDAQ 100 E-Mini(Globex)
Mar06 060111 1759.00 1774.00 1755.50 1771.00 +11.00 308,575 347,588 -2,750
Jun06 060111 1778.50 1793.00 1778.00 1789.50 +11.00 95 185 +22
Total Volume and Open Interest 308,670 347,773 -2,728
S & P Midcap 400(CME)
Mar06 060111 775.50 777.25 773.10 776.10 -0.10 601 12,116 -1
Jun06 060111 782.60 782.60 782.60 782.60 -0.10 0 7 +0
Sep06 060111 131.24 131.24 131.24 131.24 -0.10      
Total Volume and Open Interest 601 12,123 -1
Russell 2000(CME)
Mar06 060111 715.25 715.25 708.75 713.70 -0.70 881 28,492 -99
Jun06 060111 719.05 719.05 719.05 719.05 -0.70 0 4 +0
Sep06 060111 723.30 723.30 723.30 723.30 -0.70 0 5 +0
Total Volume and Open Interest 881 28,501 -99
Russell 2000 E-Mini(Globex)
Mar06 060111 714.00 715.60 708.00 713.70 -0.70 140,102 275,998 -4,128
Jun06 060111 718.00 719.10 715.10 719.10 -0.70 4 165 +0
Total Volume and Open Interest 140,106 276,163 -4,128
Value Line(KCBT)
Mar06 060111 2018.50 2022.00 2009.00 2021.50 +1.50 76 166 -10
Total Volume and Open Interest 76 167 -10
Nikkei 225(CME)
Mar06 060111 16145 16375 15995 16360 +210 88,615 216,993 +3,896
Jun06 060111 16295 16295 16295 16295 +240 3 3 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060111 16145 16375 15995 16360 +210 88,615 216,993 +3,896
Jun06 060111 16295 16295 16295 16295 +240 3 3 +0
Sep06 060111 16290 16290 16290 16290 +235 0 3 +0
Total Volume and Open Interest 88,619 217,351 +3,893
CAC 40(MATIF)
Jan06 060111 4885.0 4901.5 4870.0 4890.5 +25.0 66,634 405,587 +9,824
Feb06 060111 4896.5 4910.5 4884.0 4899.0 +24.5 838 2,149 +482
Mar06 060111 4865.5 4919.5 4865.5 4908.5 +25.0 1,840 66,065 +267
Total Volume and Open Interest 69,326 473,972 +10,573
Hang Seng Index(HKFE)
Jan06 060111 15570 15813 15567 15755 +169 46,639 108,039 +7,865
Feb06 060111 15620 15862 15618 15798 +163 1,185 1,594 +395
Mar06 060111 15587 15800 15584 15749 +169 274 1,845 -28
Total Volume and Open Interest 48,147 111,765 +8,245
DAX Index(EUREX)
Mar06 060111 5555.0 5566.0 5540.5 5553.0 +31.0 126,967 197,280 -858
Jun06 060111 5587.5 5602.5 5580.5 5590.5 +31.0 394 9,824 -94
Sep06 060111 5632.0 5643.0 5621.5 5631.0 +31.5 231 886 -21
Total Volume and Open Interest 127,592 207,990 -973
FT-SE 100(LIFFE)
Mar06 060111 5713.00 5735.00 5703.50 5718.50 +33.00 62,875 418,741 -1,920
Jun06 060111 5726.50 5742.50 5722.00 5730.00 +33.00 48 14,588 +33
Sep06 060111 5744.50 5744.50 5744.50 5744.50 +33.50 0 752 +0
Total Volume and Open Interest 62,923 434,581 -1,887
SPI 200(SFE)
Mar06 060111 4801.0 4838.0 4799.0 4827.0 +21.0 9,994 174,078 +2,660
Jun06 060111 4860.0 4860.0 4850.0 4854.0 +21.0 26 4,845 +18
Sep06 060111 4855.0 4855.0 4855.0 4855.0 +21.0 88 2,131 +66
Total Volume and Open Interest 10,255 182,881 +2,849
GSCI(CME)
Jan06 060111 428.40 434.10 425.00 430.55 -0.30 3,652 12,140 -3,361
Feb06 060111 433.50 438.10 430.00 435.00 -1.00 3,716 7,536 +3,565
Mar06 060111 434.00 441.00 434.00 441.00 +1.50 0 1 +0
Total Volume and Open Interest 7,368 19,677 +204
Reuters CRB Index(NYBOT)
Feb06 060111 350.50 350.50 350.50 350.50 unch 9 73 +3
Apr06 060111 350.40 352.25 350.00 352.25 -0.25 19 505 +8
Jun06 060111 354.00 354.25 354.00 354.25 -0.50 50 355 +50
Total Volume and Open Interest 144 1,085 +7
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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