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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 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060112 563.00 567.00 561.00 562.00 -12.50 3,532 1,984 -437
Mar06 060112 574.00 578.00 569.00 572.00 -12.50 43,547 173,688 +1,312
May06 060112 582.00 587.00 579.00 581.50 -12.25 7,061 39,479 +1,610
Jul06 060112 590.00 596.00 588.00 590.25 -12.75 4,845 43,999 -487
Aug06 060112 594.50 598.50 591.50 593.00 -12.50 233 3,591 +75
Sep06 060112 598.00 599.00 592.00 594.00 -11.00 94 1,495 -42
Nov06 060112 599.00 605.00 597.00 600.25 -9.75 3,459 34,303 -176
Total Volume and Open Interest 62,838 301,538 +1,879
Soybean Meal(CBOT)
Jan06 060112 178.50 179.90 177.00 178.80 -2.50 2,302 1,007 -1,241
Mar06 060112 178.50 180.50 178.00 179.00 -2.70 16,521 53,406 -576
May06 060112 180.50 182.60 179.90 180.50 -3.20 3,355 22,784 +127
Jul06 060112 183.00 185.00 182.30 182.80 -3.30 1,541 22,688 +313
Aug06 060112 184.50 186.20 183.70 184.20 -3.20 381 6,729 +150
Sep06 060112 185.00 187.50 184.00 185.00 -3.20 105 5,541 +53
Oct06 060112 185.00 186.70 184.70 184.80 -2.80 216 3,516 +81
Dec06 060112 186.60 188.50 186.10 186.50 -2.90 1,194 7,777 +62
Total Volume and Open Interest 25,615 123,592 -1,031
Soybean Oil(CBOT)
Jan06 060112 21.40 21.48 21.20 21.43 -0.45 1,366 1,027 -800
Mar06 060112 21.55 21.78 21.45 21.69 -0.46 15,537 91,212 -390
May06 060112 21.95 22.12 21.84 22.05 -0.42 1,439 26,845 +248
Jul06 060112 22.40 22.50 22.20 22.45 -0.44 1,743 25,698 -311
Aug06 060112 22.50 22.60 22.38 22.54 -0.45 38 3,988 -11
Sep06 060112 22.60 22.75 22.60 22.65 -0.46 75 2,957 -1
Oct06 060112 22.80 22.80 22.75 22.78 -0.44 20 1,840 +13
Dec06 060112 23.05 23.15 22.90 23.02 -0.40 1,065 12,699 -155
Total Volume and Open Interest 21,286 166,459 -1,405
Canola(WCE)
Jan06 060112 236.7 236.7 236.7 236.7 -0.3 200 17 -340
Mar06 060112 238.6 242.4 238.5 240.3 -0.3 4,109 58,017 -196
May06 060112 246.8 249.9 245.8 247.8 -0.6 1,529 12,099 +601
Jul06 060112 253.3 255.9 253.3 255.9 unch 15 3,901 -2
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 060112 209.75 213.00 209.50 212.75 -1.75 45,898 458,341 +2,788
May06 060112 219.50 222.50 219.25 222.25 -1.75 7,795 119,892 +2,264
Jul06 060112 228.00 231.00 227.50 230.50 -1.75 6,191 107,407 +258
Sep06 060112 235.50 238.75 235.00 238.00 -1.25 787 22,694 +384
Dec06 060112 245.00 248.50 245.00 248.00 -1.00 8,535 112,305 +2,116
Mar07 060112 251.50 255.25 251.50 255.25 unch 421 8,160 +133
Total Volume and Open Interest 71,156 847,958 +8,733
Wheat(CBOT)
Mar06 060112 328.50 335.00 325.75 333.25 +2.75 17,530 211,093 +574
May06 060112 338.50 344.50 337.00 344.00 +2.75 1,793 22,175 +531
Jul06 060112 348.00 354.00 345.50 353.00 +3.00 3,618 43,935 +15
Sep06 060112 357.50 363.00 354.50 362.00 +2.50 222 4,094 -69
Dec06 060112 369.00 374.50 366.00 373.75 +3.25 1,310 29,438 +199
Total Volume and Open Interest 24,591 312,637 +1,247
Wheat(KCBT)
Mar06 060112 373.50 383.75 373.00 382.75 +7.75 7,150 66,827 +140
May06 060112 373.50 382.50 373.00 381.75 +8.00 2,792 15,266 +1,072
Jul06 060112 373.00 381.00 372.00 380.50 +8.00 2,592 36,180 +609
Sep06 060112 377.00 385.50 377.00 384.50 +7.50 66 5,027 -133
Dec06 060112 387.00 395.00 386.00 393.75 +6.75 742 6,614 +226
Total Volume and Open Interest 13,488 130,197 +2,055
Wheat(MGE)
Mar06 060112 384.00 394.00 382.50 391.25 +4.75 2,221 21,173 -342
May06 060112 384.50 392.00 383.00 392.00 +6.75 336 6,550 -4
Jul06 060112 382.00 391.50 382.00 391.25 +7.25 928 9,230 +15
Sep06 060112 382.00 391.00 382.00 390.00 +8.50 205 3,854 -20
Dec06 060112 388.50 397.00 388.50 394.50 +5.75 104 1,723 +11
Total Volume and Open Interest 3,803 42,565 -335
Oats(CBOT)
Mar06 060112 187.00 190.25 186.25 188.75 unch 470 8,355 +130
May06 060112 182.00 185.25 181.75 183.25 +0.50 53 490 -8
Jul06 060112 173.00 175.00 173.00 174.50 +0.50 115 394 +30
Sep06 060112 169.00 169.00 169.00 169.00 unch 0 20 +0
Total Volume and Open Interest 669 9,914 +159
Rough Rice(CBOT)
Jan06 060112 8.18 8.29 8.12 8.25 +0.02 0 30 +0
Mar06 060112 8.42 8.46 8.23 8.42 -0.02 925 7,907 +100
May06 060112 8.58 8.66 8.52 8.65 unch 51 1,283 +30
Jul06 060112 8.75 8.89 8.73 8.87 unch 32 284 +7
Total Volume and Open Interest 1,090 10,097 +142
Live Cattle(CME)
Feb06 060112 94.750 95.400 94.550 95.125 +0.900 37,570 85,843 -11,860
Apr06 060112 93.450 94.050 93.150 93.950 +0.850 30,547 71,734 +8,108
Jun06 060112 86.550 87.150 86.400 87.125 +1.000 7,859 34,220 +6,318
Aug06 060112 85.100 85.750 85.100 85.700 +0.625 1,758 14,408 +569
Oct06 060112 88.425 88.700 88.200 88.675 +0.550 768 6,254 +213
Dec06 060112 89.050 89.750 89.050 89.700 +0.700 783 4,079 -179
Total Volume and Open Interest 79,475 216,851 +3,230
Feeder Cattle(CME)
Jan06 060112 112.600 113.000 112.100 112.875 +0.825 3,669 6,002 -1,219
Mar06 060112 111.100 112.300 110.925 112.100 +1.325 6,526 15,342 -1,041
Apr06 060112 111.450 112.650 111.450 112.600 +1.150 1,525 5,443 +449
May06 060112 111.950 113.100 111.750 113.000 +1.400 226 3,056 +90
Aug06 060112 112.950 113.950 112.900 113.925 +0.975 384 2,765 +138
Sep06 060112 112.250 113.000 112.250 113.000 +1.000 12 225 +7
Oct06 060112 111.700 112.350 111.400 112.350 +0.825 23 97 +11
Total Volume and Open Interest 12,367 33,017 -1,563
Lean Hogs(CME)
Feb06 060112 60.500 60.850 59.700 59.775 -0.900 17,241 49,121 -3,232
Apr06 060112 65.000 65.750 64.550 65.375 +0.575 14,641 44,590 +1,805
May06 060112 67.050 68.150 67.000 68.075 +0.675 574 4,138 +51
Jun06 060112 69.900 71.100 69.500 70.950 +1.000 2,451 18,517 +1,371
Jul06 060112 67.000 67.950 66.750 67.925 +0.800 426 7,163 +891
Aug06 060112 64.850 65.650 64.700 65.600 +0.650 412 2,672 +119
Oct06 060112 54.900 56.000 54.650 55.900 +1.000 416 1,736 +87
Dec06 060112 52.700 53.300 52.700 53.100 +0.475 83 878 +59
Total Volume and Open Interest 36,248 128,836 +1,149
Pork Bellies(CME)
Feb06 060112 84.000 85.100 84.000 84.800 +1.400 446 1,260 +20
Mar06 060112 84.150 85.100 84.100 84.400 +1.375 88 468 +49
May06 060112 85.900 86.450 85.700 85.700 +0.750 63 315 +39
Jul06 060112 87.700 88.200 87.700 88.200 +0.500 0 140 +0
Aug06 060112 87.500 87.500 87.500 87.500 +1.000 3 8 -3
Total Volume and Open Interest 600 2,191 +105
Class III Milk(CME)
Jan06 060112 13.36 13.37 13.35 13.37 unch 6 2,459 -1
Feb06 060112 12.95 12.95 12.87 12.88 -0.10 158 2,704 +62
Mar06 060112 12.96 12.96 12.84 12.87 -0.11 43 2,288 +9
Apr06 060112 12.89 12.89 12.75 12.81 -0.06 110 2,234 +75
May06 060112 12.82 12.82 12.78 12.78 -0.04 78 1,919 +9
Total Volume and Open Interest 685 22,904 +314
Cocoa(NYBOT)
Mar06 060112 1530 1536 1515 1527 +9 4,987 55,774 -735
May06 060112 1552 1555 1542 1549 +9 774 19,819 +284
Jul06 060112 1565 1570 1559 1570 +9 238 13,583 -101
Sep06 060112 1589 1589 1589 1589 +9 22 13,217 +2
Dec06 060112 1618 1618 1618 1618 +8 95 11,034 +53
Mar07 060112 1642 1642 1642 1642 +10 85 11,636 +45
May07 060112 1663 1663 1663 1663 +10 0 2,319 +0
Total Volume and Open Interest 6,201 131,399 -452
Coffee "C"(NYBOT)
Mar06 060112 117.00 118.50 116.20 117.55 +0.35 10,492 67,729 +1,158
May06 060112 119.00 120.80 118.55 119.95 +0.35 3,404 17,465 +1,242
Jul06 060112 120.80 122.50 120.40 121.85 +0.30 532 5,067 -104
Sep06 060112 122.80 124.40 122.80 123.75 +0.30 186 2,218 -4
Dec06 060112 125.20 127.00 125.20 126.45 +0.25 75 2,238 +35
Mar07 060112 129.00 129.25 128.50 129.25 +0.30 57 1,134 -4
Total Volume and Open Interest 14,754 96,520 +2,322
Orange Juice(NYBOT)
Mar06 060112 125.90 127.10 125.30 125.35 -0.60 2,478 22,343 +179
May06 060112 126.40 127.40 125.80 125.80 -0.45 316 5,179 +172
Jul06 060112 126.75 126.75 126.30 126.30 -0.45 10 1,209 +10
Sep06 060112 127.25 127.25 126.80 126.80 -0.45 27 899 +0
Nov06 060112 127.50 127.75 127.30 127.30 -0.45 72 628 +41
Total Volume and Open Interest 2,923 31,607 -45
Sugar #11(NYBOT)
Mar06 060112 14.77 14.84 14.69 14.72 +0.01 21,841 266,866 +191
May06 060112 14.87 14.91 14.78 14.81 +0.02 10,786 96,475 +945
Jul06 060112 14.38 14.42 14.32 14.33 +0.02 5,038 63,354 -749
Oct06 060112 14.25 14.29 14.18 14.21 +0.02 1,999 46,278 -128
Mar07 060112 14.20 14.23 14.12 14.15 unch 1,796 39,831 +686
Total Volume and Open Interest 43,431 538,403 +1,645
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060112 23.00 23.00 22.55 22.75 +0.15 350 2,810 +210
May06 060112 22.70 22.70 22.70 22.70 +0.20 162 3,575 +109
Jul06 060112 22.50 22.75 22.50 22.67 +0.07 26 3,729 +15
Sep06 060112 22.65 22.70 22.60 22.60 unch 5 1,969 +0
Total Volume and Open Interest 563 14,193 +334
London Cocoa(LCE)
Mar06 060112 906 911 902 909 +5 2,986 69,141 +1,018
May06 060112 917 922 914 920 +5 770 27,399 -490
Jul06 060112 928 932 927 931 +5 620 34,753 -160
Sep06 060112 941 943 938 943 +5 30 17,682 +16
Dec06 060112 949 954 948 953 +5 355 19,644 +78
Mar07 060112 962 963 962 963 +5 26 7,044 -15
May07 060112 973 973 973 973 +5 0 457 +0
Total Volume and Open Interest 4,787 176,189 +447
London Coffee(LCE)
Jan06 060112 1195.00 1201.00 1190.00 1201.00 +1.00 100 857 -47
Mar06 060112 1202.00 1219.00 1197.00 1216.00 +1.00 6,330 80,743 -377
May06 060112 1215.00 1236.00 1215.00 1234.00 +2.00 2,618 23,808 +1,043
Jul06 060112 1234.00 1250.00 1231.00 1247.00 +2.00 484 6,473 +17
Sep06 060112 1249.00 1262.00 1244.00 1260.00 +2.00 475 4,184 +406
Nov06 060112 1258.00 1274.00 1258.00 1273.00 +2.00 4 289 +1
Total Volume and Open Interest 10,015 116,529 +1,043
London Sugar(LCE)
Mar06 060112 359.00 360.00 357.00 357.90 -0.40 2,456 36,933 -513
May06 060112 370.20 370.20 366.60 366.90 -2.40 1,107 11,869 +261
Aug06 060112 384.50 384.50 382.40 382.40 -1.60 362 8,175 +19
Oct06 060112 385.00 385.00 383.50 383.90 -0.90 301 7,332 +193
Dec06 060112 386.00 386.00 384.10 384.10 -0.90 360 2,841 +179
Total Volume and Open Interest 4,730 71,182 +127
Cotton(NYBOT)
Mar06 060112 54.98 55.60 54.80 55.44 +0.01 9,720 82,413 -1,334
May06 060112 56.30 56.65 56.10 56.58 -0.12 3,591 20,083 +1,157
Jul06 060112 57.15 57.65 57.00 57.45 -0.10 486 5,377 +96
Oct06 060112 58.45 58.45 58.45 58.45 +0.32 7 105 +1
Dec06 060112 58.70 59.55 58.70 59.30 +0.45 253 3,823 +100
Mar07 060112 60.60 61.05 60.60 61.05 +0.47 208 175 +147
Total Volume and Open Interest 14,265 112,117 +167
Lumber(CME)
Jan06 060112 353.2 365.8 353.2 365.8 +10.2 138 196 -73
Mar06 060112 374.5 385.1 374.5 385.1 +10.0 748 4,739 -64
May06 060112 374.0 381.7 372.0 381.7 +8.2 246 1,028 +8
Jul06 060112 365.0 374.5 363.0 373.7 +7.7 99 293 +32
Total Volume and Open Interest 1,277 6,380 -77
Crude Oil(NYM)
Feb06 060112 64.45 65.05 63.86 63.94 unch 166,379 136,651 -22,864
Mar06 060112 64.95 65.45 64.40 64.49 +0.04 138,029 213,711 +17,088
Apr06 060112 65.45 65.85 64.80 64.99 +0.04 36,469 74,637 +5,554
May06 060112 65.80 66.20 65.15 65.35 +0.02 10,642 39,636 +1,196
Jun06 060112 66.10 66.50 65.55 65.65 +0.02 14,189 57,943 +2,314
Jul06 060112 66.50 66.50 65.88 65.88 +0.02 2,828 16,329 +735
Aug06 060112 66.06 66.06 66.06 66.06 +0.02 1,433 12,281 +119
Sep06 060112 66.20 66.20 66.20 66.20 +0.02 587 23,730 +251
Oct06 060112 67.00 67.00 66.32 66.32 +0.02 355 8,214 -56
Nov06 060112 66.90 66.90 66.41 66.41 +0.02 220 13,729 +1
Dec06 060112 66.90 67.30 66.47 66.47 +0.02 11,529 63,022 +1,286
Jan07 060112 67.15 67.15 66.51 66.51 +0.01 867 14,941 +415
Feb07 060112 66.54 66.54 66.54 66.54 unch 40 4,574 +0
Mar07 060112 66.55 66.55 66.55 66.55 -0.01 100 8,229 -25
Apr07 060112 66.55 66.55 66.55 66.55 -0.02 0 5,166 +0
May07 060112 66.53 66.53 66.53 66.53 -0.03 1 3,106 +1
Total Volume and Open Interest 393,253 901,522 +8,573
Heating Oil(NYM)
Feb06 060112 174.75 175.70 171.00 171.13 -1.58 34,913 52,506 -5,722
Mar06 060112 177.50 178.50 173.75 174.23 -1.59 21,830 55,950 +3,905
Apr06 060112 178.00 179.55 175.40 175.63 -1.39 5,222 17,176 +666
May06 060112 179.00 181.00 176.38 176.38 -1.24 2,701 8,996 -896
Jun06 060112 179.75 181.00 177.23 177.23 -1.09 1,010 9,985 +98
Jul06 060112 181.00 183.00 178.58 178.58 -0.84 1,320 5,646 -234
Aug06 060112 183.00 184.25 180.43 180.43 -0.74 282 3,458 -31
Sep06 060112 185.40 186.25 182.68 182.68 -0.74 16 2,383 -14
Oct06 060112 187.50 189.00 185.33 185.33 -0.74 7 1,126 +0
Nov06 060112 190.00 192.50 187.88 187.88 -0.74 4 1,318 +2
Dec06 060112 193.20 193.75 190.43 190.43 -0.74 1,832 6,397 +548
Jan07 060112 194.75 195.30 192.23 192.23 -0.74 373 2,024 +87
Total Volume and Open Interest 69,624 170,463 -1,549
Unleaded Gas(NYM)
Feb06 060112 176.50 176.70 171.60 171.85 -1.46 28,471 49,741 -4,893
Mar06 060112 180.00 180.50 176.10 176.31 -1.02 17,101 43,264 +2,864
Apr06 060112 189.40 190.50 186.30 186.81 -0.02 5,596 20,808 +168
May06 060112 192.50 192.50 188.81 188.81 +0.13 2,509 13,213 -286
Jun06 060112 193.00 193.00 189.93 189.93 +0.30 1,180 8,262 +352
Jul06 060112 192.50 192.50 190.08 190.08 +0.55 526 4,045 -65
Aug06 060112 191.00 191.00 189.60 189.60 +0.67 190 2,852 +67
Sep06 060112 188.06 188.06 188.06 188.06 +0.78 554 4,370 +391
Oct06 060112 183.00 183.00 180.06 180.06 +0.78 8 1,097 +7
Nov06 060112 177.96 177.96 177.96 177.96 +0.78 0 579 +0
Dec06 060112 177.06 177.06 177.06 177.06 +0.78 105 438 +74
Jan07 060112 177.76 177.76 177.76 177.76 +0.83 0 186 +0
Total Volume and Open Interest 56,240 148,855 -1,321
Natural Gas(NYM)
Feb06 060112 9.265 9.405 8.910 8.943 -0.295 27,777 58,582 -6,724
Mar06 060112 9.430 9.550 9.060 9.088 -0.277 16,750 78,858 -70
Apr06 060112 9.400 9.480 9.050 9.068 -0.247 9,604 32,890 -1,105
May06 060112 9.440 9.460 9.100 9.138 -0.232 4,534 30,226 -64
Jun06 060112 9.470 9.540 9.203 9.203 -0.225 1,190 17,053 +183
Jul06 060112 9.520 9.600 9.268 9.268 -0.225 1,312 19,992 -136
Aug06 060112 9.570 9.650 9.328 9.328 -0.225 1,442 19,901 -205
Sep06 060112 9.650 9.700 9.353 9.353 -0.225 819 14,993 +133
Oct06 060112 9.680 9.720 9.418 9.418 -0.222 2,469 30,449 +433
Nov06 060112 10.310 10.330 10.048 10.048 -0.212 1,677 11,296 +111
Dec06 060112 10.930 10.940 10.653 10.653 -0.207 1,153 15,576 -9
Jan07 060112 11.320 11.340 11.093 11.093 -0.197 569 14,973 +129
Feb07 060112 11.320 11.390 11.080 11.103 -0.197 415 7,937 +25
Mar07 060112 11.130 11.140 10.938 10.938 -0.192 614 15,457 +106
Apr07 060112 9.300 9.330 9.170 9.173 -0.127 249 14,080 -67
May07 060112 9.100 9.100 8.983 8.983 -0.117 43 12,507 +4
Total Volume and Open Interest 71,532 541,037 -6,917
Brent Crude Oil(ICE)
Feb06 060112 62.60 63.28 62.48 62.62 +0.45 68,565 28,508 -5,854
Mar06 060112 62.86 63.40 62.60 62.64 +0.20 71,326 123,313 +2,201
Apr06 060112 63.47 63.90 63.12 63.18 +0.10 31,175 57,675 +7,487
May06 060112 64.04 64.33 63.58 63.61 +0.03 9,079 17,886 -7
Jun06 060112 64.50 64.78 63.90 63.92 -0.04 9,183 24,424 +1,994
Jul06 060112 64.67 64.85 64.22 64.22 -0.04 1,179 12,541 +60
Aug06 060112 64.90 65.08 64.45 64.45 -0.04 421 3,955 +12
Sep06 060112 65.03 65.08 64.63 64.63 -0.03 757 18,763 -10
Oct06 060112 65.06 65.14 64.76 64.76 -0.04 200 5,419 +200
Nov06 060112 65.14 65.15 64.86 64.86 -0.03 0 4,555 +0
Dec06 060112 65.55 65.55 64.90 64.91 -0.04 5,793 27,277 +1,941
Jan07 060112 64.95 64.95 64.95 64.95 -0.07 0 3,195 +0
Feb07 060112 65.01 65.01 65.01 65.01 -0.08 50 2,105 +50
Mar07 060112 65.01 65.01 65.01 65.01 -0.10 0 3,785 +0
Total Volume and Open Interest 200,063 379,283 +9,818
Gas Oil(ICE)
Feb06 060112 535.50 539.50 527.00 536.50 +17.25 41,050 65,775 -2,021
Mar06 060112 544.00 547.25 536.00 545.75 +17.75 18,778 39,676 +562
Apr06 060112 547.75 553.75 544.00 552.75 +17.75 6,294 19,925 +705
May06 060112 555.25 560.00 551.00 559.75 +17.75 1,122 6,501 +180
Jun06 060112 565.00 566.25 559.50 566.25 +17.25 727 23,297 -296
Jul06 060112 568.25 573.00 568.25 573.00 +18.00 350 7,847 +280
Aug06 060112 578.25 578.25 578.25 578.25 +18.00 0 1,332 +0
Sep06 060112 583.25 583.25 583.25 583.25 +18.00 0 1,537 +0
Oct06 060112 583.50 588.00 583.50 588.00 +18.00 310 4,147 +310
Nov06 060112 590.25 590.25 590.25 590.25 +17.50 0 1,550 +0
Total Volume and Open Interest 94,646 215,017 -7,433
US Dollar Index(NYBOT)
Mar06 060112 88.70 89.47 88.52 89.23 +0.48 3,032 22,686 +887
Jun06 060112 88.35 89.00 88.35 88.90 +0.48 0 2,041 +0
Sep06 060112 88.63 88.63 88.63 88.63 +0.48 6 8 +5
Total Volume and Open Interest 3,038 24,737 +892
Australian Dollar(CME)
Mar06 060112 75.29 75.32 74.93 75.02 -0.37 5,828 58,553 +3,648
Jun06 060112 74.85 74.85 74.85 74.85 -0.37 0 290 +0
Sep06 060112 74.70 74.70 74.70 74.70 -0.37 0 9 +0
Total Volume and Open Interest 5,828 58,980 +3,648
British Pound(CME)
Mar06 060112 176.87 177.10 175.86 176.02 -0.38 4,413 79,473 +2,678
Jun06 060112 176.17 176.17 176.17 176.17 -0.38 0 262 -3
Sep06 060112 176.32 176.32 176.32 176.32 -0.38 0 16 +0
Total Volume and Open Interest 4,413 79,754 +2,675
Canadian Dollar(CME)
Mar06 060112 86.34 86.62 85.94 86.19 -0.27 3,383 97,513 +1,603
Jun06 060112 86.54 86.54 86.30 86.41 -0.27 43 1,956 +89
Sep06 060112 86.55 86.60 86.55 86.60 -0.27 5 348 +3
Dec06 060112 86.79 86.79 86.79 86.79 -0.27 0 122 +0
Total Volume and Open Interest 3,431 100,039 +1,695
Japanese Yen(CME)
Mar06 060112 88.63 88.80 88.00 88.22 -0.06 4,190 150,675 +1,587
Jun06 060112 89.90 89.90 89.15 89.30 -0.06 4 20,840 +108
Sep06 060112 90.30 90.30 90.30 90.30 -0.06 0 34 +0
Total Volume and Open Interest 4,195 171,581 +1,695
Swiss Franc(CME)
Mar06 060112 78.69 78.75 78.00 78.28 -0.63 4,442 81,466 +2,626
Jun06 060112 78.98 78.98 78.98 78.98 -0.63 0 127 +9
Sep06 060112 79.62 79.62 79.62 79.62 -0.63 0 25 +0
Total Volume and Open Interest 4,442 81,660 +2,631
EuroFX(CME)
Mar06 060112 121.52 121.67 120.45 120.83 -0.83 4,765 127,909 +4,825
Jun06 060112 121.50 121.50 121.42 121.50 -0.82 43 3,077 +91
Sep06 060112 122.10 122.10 122.10 122.10 -0.81 28 1,217 +28
Total Volume and Open Interest 4,837 132,329 +4,943
Mexican Peso(CME)
Mar06 060112 9387.0 9425.0 9380.0 9387.0 +7.0 603 71,372 +1,077
Jun06 060112 9302.0 9302.0 9302.0 9302.0 +7.0 0 516 +0
Total Volume and Open Interest 628 97,261 +1,107
30-Year T-Bonds(CBOT)
Mar06 060112 113~09 113~31 113~08 113~27 +0~20 282,892 574,505 -8,884
Jun06 060112 113~06 114~13 113~00 113~24 +0~21 595 3,129 -14
Sep06 060112 113~24 113~24 113~24 113~24 +0~21 2 53 +2
Total Volume and Open Interest 283,490 577,692 -8,897
10-Year T-Notes(CBOT)
Mar06 060112 109~005 109~120 109~000 109~110 +0~110 663,248 1,585,960 +9,234
Jun06 060112 108~295 109~090 108~295 109~085 +0~115 5,324 22,226 +1,100
Total Volume and Open Interest 668,594 1,608,225 +10,328
5-Year T-Notes(CBOT)
Mar06 060112 106~075 106~120 106~050 106~115 +0~070 381,796 0 +0
Jun06 060112 106~050 106~105 106~050 106~105 +0~070 5,920 0 +0
Sep06 060112 106~125 106~125 106~125 106~125 +0~070      
Total Volume and Open Interest 387,716 1 +0
2 Year T-Notes(CBOT)
Mar06 060112 102~076 102~086 102~072 102~085 +0~013 1,354 404,154 -8,980
Jun06 060112 102~076 102~076 102~076 102~076        
Eurodollars(CME)
Mar06 060112 95.240 95.245 95.230 95.240 +0.015 21,993 1,296,763 +3,950
Jun06 060112 95.165 95.185 95.150 95.185 +0.040 25,312 1,307,133 -4,685
Sep06 060112 95.150 95.215 95.150 95.205 +0.055 280,122 1,176,660 +13,584
Dec06 060112 95.220 95.265 95.205 95.260 +0.065 20,767 1,117,739 +14,082
Mar07 060112 95.275 95.315 95.255 95.315 +0.065 27,511 882,654 +109
Jun07 060112 95.295 95.335 95.275 95.335 +0.065 17,455 707,146 -3,434
Sep07 060112 95.300 95.340 95.290 95.340 +0.070 16,565 439,431 +3,933
Dec07 060112 95.285 95.325 95.270 95.325 +0.070 19,542 329,706 +2,579
Mar08 060112 95.280 95.320 95.275 95.320 +0.070 5,086 267,729 -59
Jun08 060112 95.260 95.295 95.255 95.295 +0.065 5,014 278,277 +1,262
Sep08 060112 95.230 95.270 95.230 95.270 +0.065 7,621 220,835 +1,187
Dec08 060112 95.190 95.230 95.190 95.230 +0.065 3,854 168,186 +239
Mar09 060112 95.175 95.210 95.165 95.210 +0.065 2,740 126,468 +485
Jun09 060112 95.150 95.185 95.140 95.185 +0.065 1,357 109,043 -147
Sep09 060112 95.115 95.155 95.115 95.155 +0.060 3,862 94,933 -940
Dec09 060112 95.080 95.115 95.080 95.115 +0.055 1,931 82,468 -190
Mar10 060112 95.075 95.100 95.075 95.100 +0.055 3,350 61,740 +221
Jun10 060112 95.055 95.080 95.055 95.080 +0.055 2,564 64,223 +451
Total Volume and Open Interest 211,128 8,928,453 +19,413
3-Mth Euro-Yen(CME)
Mar06 060112 99.88 99.88 99.88 99.88 unch 10 5,860 -94
Jun06 060112 99.80 99.80 99.80 99.80 unch 60 9,516 -40
Sep06 060112 99.71 99.71 99.71 99.71 +0.01 1,143 5,933 -15
Dec06 060112 99.61 99.61 99.61 99.61 +0.01 270 6,767 +183
Mar07 060112 99.50 99.50 99.50 99.50 +0.01 130 762 +128
Jun07 060112 99.40 99.40 99.40 99.40 +0.01 0 3,040 -70
Sep07 060112 99.30 99.30 99.30 99.30 +0.01 0 1,708 +0
Dec07 060112 99.19 99.19 99.19 99.19 unch 15 72 -8
Mar08 060112 99.09 99.09 99.09 99.09 +0.01 0 51 +0
Jun08 060112 98.99 98.99 98.99 98.99 +0.01 0 252 +0
Total Volume and Open Interest 1,628 33,961 +84
3-Mth Euro-Yen(SIMEX)
Mar06 060112 99.88 99.88 99.88 99.88 unch 1,067 67,251 -727
Jun06 060112 99.80 99.80 99.80 99.80 unch 475 59,503 -510
Sep06 060112 99.70 99.71 99.70 99.71 +0.01 638 37,041 +308
Dec06 060112 99.60 99.62 99.59 99.61 +0.01 2,536 61,566 +1,205
Mar07 060112 99.49 99.50 99.49 99.50 +0.01 472 31,314 +103
Jun07 060112 99.38 99.40 99.38 99.40 +0.01 736 19,339 -171
Sep07 060112 99.29 99.30 99.29 99.30 +0.01 374 3,862 +15
Dec07 060112 99.20 99.20 99.20 99.20 +0.01 207 12,684 +47
Total Volume and Open Interest 6,505 309,897 +270
German Euro-Bund(EUREX)
Mar06 060112 121.90 122.31 121.85 122.25 +0.33 1,188,039 1,338,550 -2,536
Jun06 060112 121.25 121.45 121.25 121.44 +0.33 1,099 3,378 +1,221
Sep06 060112 121.93 121.93 121.93 121.93 +0.33 1,100 2 +0
Total Volume and Open Interest 1,190,238 1,341,930 -1,315
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060112 112.14 112.36 112.14 112.34 +0.20 0 749 +66
Sep06 060112 112.64 112.64 112.64 112.64 +0.19      
Total Volume and Open Interest 593,899 956,792 +16,843
Long Gilt(LIFFE)
Mar06 060112 114~08 114~24 114~08 114~21 +0~10 73,638 241,289 +2,971
Jun06 060112 114~12 114~12 114~12 114~12 +0~10      
Total Volume and Open Interest 73,638 241,289 +2,971
3-Mth Short Sterling(LIFFE)
Mar06 060112 95.44 95.44 95.44 95.44 -0.01 40,177 353,523 -2,097
Jun06 060112 95.49 95.49 95.49 95.49 unch 61,006 361,756 -1,567
Sep06 060112 95.48 95.48 95.48 95.48 unch 45,502 279,297 -201
Total Volume and Open Interest 266,040 1,706,184 +5,280
3-Mth Euribor(LIFFE)
Mar06 060112 97.300 97.335 97.290 97.320 +0.020 97,361 643,083 -2,033
Jun06 060112 97.130 97.175 97.125 97.165 +0.035 106,652 571,754 -3,037
Sep06 060112 97.005 97.075 97.005 97.060 +0.050 162,609 441,598 -6,073
Total Volume and Open Interest 678,488 3,052,511 +5,176
3-Mth Aus T-Bills(SFE)
Mar06 060112 94.34 94.36 94.33 94.36 +0.01 15,208 157,838 +1,843
Jun06 060112 94.36 94.39 94.35 94.39 +0.01 26,796 200,227 +9,967
Sep06 060112 94.39 94.42 94.38 94.42 +0.01 6,422 65,071 +4,713
Dec06 060112 94.40 94.43 94.40 94.43 +0.01 1,989 45,525 +1,052
Mar07 060112 94.42 94.42 94.42 94.42 +0.01 1,921 24,499 +447
Jun07 060112 94.37 94.41 94.37 94.41 +0.01 3,821 32,428 -1,450
Sep07 060112 94.38 94.39 94.38 94.39 unch 496 18,653 -126
Dec07 060112 94.37 94.37 94.37 94.37 unch 50 6,882 +50
Mar08 060112 94.37 94.37 94.37 94.37 unch 246 4,126 +246
Jun08 060112 94.37 94.37 94.37 94.37 +0.01 0 1,569 +0
Total Volume and Open Interest 56,949 558,312 +16,742
10-Year Aus T-Bonds(SFE)
Mar06 060112 94.75 94.77 94.74 94.76 0.00 20,329 322,631 +1,830
Jun06 060112 94.76 94.76 94.76 94.76 0.00      
Total Volume and Open Interest 20,329 322,631 +1,830
3-Year Aus T-Bonds(SFE)
Mar06 060112 94.80 94.82 94.79 94.82 unch 51,636 428,111 +1,533
Jun06 060112 94.82 94.82 94.82 94.82 unch      
Total Volume and Open Interest 51,636 428,111 +1,533
Gold(CMX)
Feb06 060112 549.3 549.7 543.2 549.3 -0.8 66,046 232,164 -5,359
Apr06 060112 554.7 555.0 548.0 554.1 -0.8 12,663 32,381 +6,855
Jun06 060112 560.0 560.0 552.8 558.9 -0.7 1,155 24,460 +378
Aug06 060112 560.0 563.7 558.5 563.7 -0.7 126 4,835 +14
Oct06 060112 565.0 568.5 565.0 568.5 -0.7 357 6,681 +108
Dec06 060112 573.5 573.5 568.5 573.2 -0.7 762 13,071 +17
Feb07 060112 575.0 578.0 575.0 578.0 -0.7 0 6,736 +0
Apr07 060112 582.7 582.7 582.7 582.7 -0.7 0 1,332 +0
Jun07 060112 587.4 587.4 587.4 587.4 -0.7 22 7,841 -3
Aug07 060112 592.1 592.1 592.1 592.1 -0.7 5 213 -3
Oct07 060112 596.7 596.7 596.7 596.7 -0.7 0 2 +0
Dec07 060112 601.0 601.5 601.0 601.4 -0.7 105 8,651 +79
Total Volume and Open Interest 81,265 345,490 +2,071
Silver(CMX)
Mar06 060112 906.5 911.0 893.0 906.0 -0.5 21,416 95,426 +416
May06 060112 915.0 918.0 907.0 913.6 -0.3 470 4,184 +296
Jul06 060112 919.0 926.0 907.0 920.8 -0.2 85 10,166 +19
Sep06 060112 927.2 927.2 927.2 927.2 unch 35 4,570 +29
Dec06 060112 933.0 940.0 922.0 935.4 +0.1 61 11,643 -5
Mar07 060112 942.0 942.0 942.0 942.0 +0.1 0 242 +0
May07 060112 946.1 946.1 946.1 946.1 +0.1 0 4 +0
Total Volume and Open Interest 22,092 131,494 +769
Platinum(NYM)
Jan06 060112 1013.0 1023.0 1013.0 1023.0 +3.7 25 68 -17
Apr06 060112 1025.3 1030.8 1021.0 1030.0 +4.7 1,156 10,118 +313
Jul06 060112 1036.0 1036.0 1036.0 1036.0 +4.7 1 12 +1
Total Volume and Open Interest 1,182 10,198 +297
Palladium(NYME)
Mar06 060112 275.50 277.50 273.00 276.60 -0.90 450 12,986 +30
Jun06 060112 281.25 281.25 280.35 280.35 -0.90 17 335 +11
Sep06 060112 282.35 282.35 282.35 282.35 -0.90 0 29 +0
Total Volume and Open Interest 467 13,382 +41
Copper(CMX)
Mar06 060112 209.30 209.50 208.00 208.75 -0.75 5,394 71,854 -998
May06 060112 204.60 204.60 203.30 203.95 -0.80 652 11,144 +359
Jul06 060112 199.80 199.80 199.00 199.00 -0.90 152 4,873 +98
Sep06 060112 194.70 194.70 193.80 193.95 -0.95 20 2,531 +19
Dec06 060112 189.10 189.10 187.95 187.95 -0.95 31 1,894 +7
Total Volume and Open Interest 7,290 101,319 -663
Aluminum(CMX)
Jan06 060112 108.70 108.70 108.70 108.70 +0.60 10 85 -10
Feb06 060112 109.30 109.40 109.30 109.40 +0.60 35 719 -4
Mar06 060112 109.30 109.30 109.30 109.30 +0.60 0 75 +0
Apr06 060112 109.20 109.20 109.20 109.20 +1.40 0 50 +0
May06 060112 109.20 109.20 109.20 109.20 +1.40 0 50 +0
Jun06 060112 109.20 109.20 109.20 109.20 +1.40 0 50 +0
Total Volume and Open Interest 45 1,104 -14
DJIA Index(CBOT)
Mar06 060112 11055 11063 10986 11012 -63 4,982 41,093 -484
Jun06 060112 11075 11081 11070 11081 -62 6 28 +5
Sep06 060112 11148 11148 11148 11148 -63 0 1 +0
Dec06 060112 11183 11183 11183 11183 -63 0 6 +0
Total Volume and Open Interest 4,988 41,128 -479
S & P 500(CME)
Mar06 060112 1297.10 1298.90 1290.60 1293.60 -6.10 27,226 637,856 +1,067
Jun06 060112 1302.20 1303.40 1302.20 1303.40 -6.30 16 7,156 -11
Sep06 060112 1313.30 1313.30 1313.30 1313.30 -6.40 423 5,703 +265
Dec06 060112 1326.50 1326.50 1320.00 1323.20 -6.50 3 354 -3
Total Volume and Open Interest 27,668 651,146 +1,318
S & P 500 E-Mini(Globex)
Mar06 060112 1299.50 1299.75 1290.50 1293.50 -6.25 836,995 1,146,084 +7,788
Jun06 060112 1308.00 1308.00 1301.00 1303.50 -6.25 369 2,670 +220
Total Volume and Open Interest 837,364 1,148,754 +8,008
NASDAQ 100(CME)
Mar06 060112 1767.00 1772.50 1754.50 1764.00 -7.00 6,508 60,245 +493
Jun06 060112 1780.00 1782.50 1780.00 1782.50 -7.00 0 23 +0
Sep06 060112 1801.00 1801.00 1801.00 1801.00 -7.00      
Total Volume and Open Interest 6,508 60,268 +493
NASDAQ 100 E-Mini(Globex)
Mar06 060112 1770.00 1773.00 1754.50 1764.00 -7.00 326,315 343,239 -4,349
Jun06 060112 1790.50 1790.50 1775.50 1782.50 -7.00 99 208 +23
Total Volume and Open Interest 326,414 343,447 -4,326
S & P Midcap 400(CME)
Mar06 060112 774.30 776.80 771.25 772.50 -3.60 161 12,103 -13
Jun06 060112 779.00 779.00 779.00 779.00 -3.60 0 7 +0
Sep06 060112 127.64 127.64 127.64 127.64 -3.60      
Total Volume and Open Interest 161 12,110 -13
Russell 2000(CME)
Mar06 060112 712.25 715.00 708.65 711.40 -2.30 1,191 28,340 -152
Jun06 060112 716.75 716.75 716.75 716.75 -2.30 0 4 +0
Sep06 060112 721.00 721.00 721.00 721.00 -2.30 0 5 +0
Total Volume and Open Interest 1,191 28,349 -152
Russell 2000 E-Mini(Globex)
Mar06 060112 713.60 715.50 708.50 711.40 -2.30 143,210 284,045 +8,047
Jun06 060112 718.00 719.10 715.10 716.80 -2.30 26 171 +6
Total Volume and Open Interest 143,236 284,216 +8,053
Value Line(KCBT)
Mar06 060112 2017.00 2021.00 2006.00 2012.00 -9.50 48 178 +12
Total Volume and Open Interest 48 179 +12
Nikkei 225(CME)
Mar06 060112 16440 16480 16300 16415 +55 79,587 220,307 +3,314
Jun06 060112 16375 16375 16375 16375 +80 0 6 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060112 16440 16480 16300 16415 +55 79,587 220,307 +3,314
Jun06 060112 16375 16375 16375 16375 +80 0 6 +3
Sep06 060112 16375 16375 16375 16375 +85 0 3 +0
Total Volume and Open Interest 79,598 220,669 +3,318
CAC 40(MATIF)
Jan06 060112 4895.5 4905.5 4871.5 4889.0 -1.5 48,581 414,260 +8,673
Feb06 060112 4905.0 4908.0 4886.5 4897.5 -1.5 1,120 2,962 +813
Mar06 060112 4910.0 4922.0 4893.5 4906.5 -2.0 1,702 66,602 +537
Total Volume and Open Interest 51,403 483,995 +10,023
Hang Seng Index(HKFE)
Jan06 060112 15803 15857 15697 15817 +62 43,639 109,289 +1,250
Feb06 060112 15861 15901 15750 15863 +65 909 1,990 +396
Mar06 060112 15715 15825 15699 15810 +61 155 1,823 -22
Total Volume and Open Interest 44,758 113,389 +1,624
DAX Index(EUREX)
Mar06 060112 5548.0 5583.5 5535.0 5566.5 +13.5 105,274 197,248 -32
Jun06 060112 5580.0 5619.0 5577.0 5604.5 +14.0 815 9,802 -22
Sep06 060112 5629.5 5656.5 5620.0 5645.0 +14.0 86 884 -2
Total Volume and Open Interest 106,175 207,934 -56
FT-SE 100(LIFFE)
Mar06 060112 5726.00 5740.00 5720.00 5730.50 +12.00 53,981 418,961 +220
Jun06 060112 5748.50 5748.50 5738.50 5742.50 +12.50 28 14,572 -16
Sep06 060112 5756.00 5756.50 5756.00 5756.50 +12.00 0 752 +0
Total Volume and Open Interest 54,009 434,785 +204
SPI 200(SFE)
Mar06 060112 4838.0 4843.0 4809.0 4815.0 -12.0 10,690 172,553 -1,525
Jun06 060112 4867.0 4867.0 4840.0 4841.0 -13.0 14 4,851 +6
Sep06 060112 4843.0 4843.0 4843.0 4843.0 -12.0 0 2,131 +0
Total Volume and Open Interest 10,704 181,362 -1,519
GSCI(CME)
Jan06 060112 434.00 434.20 429.00 429.30 -1.25 4,236 8,112 -4,028
Feb06 060112 438.00 438.90 433.90 434.30 -0.70 4,442 11,532 +3,996
Mar06 060112 438.50 438.50 438.50 438.50 -2.50 2 1 +0
Total Volume and Open Interest 8,680 19,645 -32
Reuters CRB Index(NYBOT)
Feb06 060112 349.50 350.25 349.50 350.25 -0.25 1 75 +2
Apr06 060112 351.00 351.25 349.50 350.75 -1.50 38 509 +4
Jun06 060112 354.00 354.00 352.75 352.75 -1.50 55 407 +52
Total Volume and Open Interest 154 1,086 +1
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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