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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 Tue January 17, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060117 571.50 577.00 569.50 571.25 -5.25 39,850 178,793 +2,592
May06 060117 580.00 586.25 579.50 580.75 -4.75 9,102 44,718 +2,186
Jul06 060117 589.00 595.50 588.50 589.75 -5.25 5,404 46,438 +384
Aug06 060117 594.50 595.00 591.00 591.50 -6.00 204 3,707 +89
Sep06 060117 595.00 595.00 594.00 594.00 -5.00 137 1,549 -7
Nov06 060117 600.00 605.00 598.50 600.50 -4.75 3,747 35,988 +167
Jan07 060117 607.00 610.00 606.00 606.50 -4.50 47 850 +27
Total Volume and Open Interest 59,180 314,589 +4,738
Soybean Meal(CBOT)
Mar06 060117 180.50 181.30 179.60 180.30 -1.40 13,418 54,302 -100
May06 060117 181.50 182.90 181.30 182.60 -1.00 3,016 23,377 +501
Jul06 060117 183.50 185.50 183.30 185.20 -0.40 2,162 23,130 +289
Aug06 060117 185.50 186.80 185.00 186.10 -0.90 370 7,074 +141
Sep06 060117 186.50 187.50 186.30 187.10 -0.70 245 5,762 +97
Oct06 060117 186.00 186.00 185.50 186.00 -0.70 116 3,633 +63
Dec06 060117 187.00 188.00 186.80 187.80 -0.80 1,114 8,176 +45
Jan07 060117 189.00 189.00 189.00 189.00 -1.20 0 93 +0
Total Volume and Open Interest 21,033 125,655 +662
Soybean Oil(CBOT)
Mar06 060117 21.50 21.50 21.16 21.22 -0.45 11,753 91,620 -220
May06 060117 21.83 21.84 21.53 21.63 -0.46 2,869 26,341 +309
Jul06 060117 22.15 22.18 21.88 21.99 -0.46 1,255 25,888 +301
Aug06 060117 22.22 22.35 22.14 22.14 -0.39 112 4,060 +66
Sep06 060117 22.40 22.48 22.27 22.27 -0.36 33 2,981 +12
Oct06 060117 22.55 22.65 22.35 22.43 -0.32 1 1,842 +0
Dec06 060117 22.78 22.90 22.62 22.67 -0.38 519 12,849 +104
Jan07 060117 22.90 22.90 22.90 22.90 -0.25 0 89 +0
Total Volume and Open Interest 16,718 165,850 +350
Canola(WCE)
Jan06 060113 236.3 236.3 236.3 236.3 -0.4      
Mar06 060117 239.0 244.0 238.5 242.0 +2.1 2,709 58,994 +134
May06 060117 245.7 248.4 245.7 247.3 +0.5 300 12,591 +2
Jul06 060117 252.0 254.0 252.0 254.0 +0.9 29 3,956 +23
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 060117 212.75 212.75 208.25 208.75 -4.75 36,416 465,482 +3,828
May06 060117 222.00 222.00 217.75 218.25 -4.75 9,849 124,824 +3,039
Jul06 060117 230.25 230.50 226.50 227.25 -4.25 2,906 109,733 +629
Sep06 060117 237.75 238.00 235.00 235.50 -3.50 628 23,084 +33
Dec06 060117 247.75 248.00 244.50 245.25 -3.50 4,426 115,790 +1,439
Mar07 060117 254.00 254.25 251.50 252.50 -3.50 401 8,716 +160
Total Volume and Open Interest 55,604 867,720 +9,567
Wheat(CBOT)
Mar06 060117 333.25 335.50 326.00 328.75 -6.00 12,864 213,487 +534
May06 060117 344.50 346.00 337.50 338.75 -6.50 2,483 24,176 +858
Jul06 060117 353.50 354.50 346.50 348.00 -5.75 4,141 45,030 +11
Sep06 060117 361.50 363.25 356.00 357.50 -5.75 380 4,262 +97
Dec06 060117 374.00 376.50 368.00 369.25 -5.50 553 30,027 +196
Total Volume and Open Interest 20,626 319,078 +1,769
Wheat(KCBT)
Mar06 060117 384.50 384.50 375.00 375.25 -8.00 4,837 66,477 -264
May06 060117 382.00 384.00 376.00 377.00 -7.50 1,328 15,293 +70
Jul06 060117 382.00 383.00 375.50 376.50 -6.50 3,832 36,831 -425
Sep06 060117 386.50 387.00 381.00 381.00 -6.00 72 5,158 -3
Dec06 060117 396.50 397.00 390.00 390.75 -5.75 795 7,580 +66
Total Volume and Open Interest 10,919 131,687 -549
Wheat(MGE)
Mar06 060117 392.00 394.00 385.50 386.00 -6.00 2,744 20,733 -330
May06 060117 392.00 392.50 386.00 386.50 -6.50 1,086 6,888 -89
Jul06 060117 393.50 393.50 387.00 387.00 -6.00 1,135 9,245 +193
Sep06 060117 391.50 391.50 385.50 386.00 -6.00 481 3,848 -97
Dec06 060117 397.00 398.00 392.50 393.00 -5.25 471 1,628 -57
Total Volume and Open Interest 5,920 42,381 -377
Oats(CBOT)
Mar06 060117 191.75 192.75 185.50 185.75 -4.50 335 8,446 +60
May06 060117 186.25 186.75 181.50 182.00 -3.00 16 502 +3
Jul06 060117 175.50 175.50 171.00 172.00 -3.50 42 392 +13
Sep06 060117 165.00 165.00 165.00 165.00 -4.00 0 20 +0
Total Volume and Open Interest 458 10,043 +91
Rough Rice(CBOT)
Jan06 060117 8.25 8.25 8.25 8.25 unch 1 11 -15
Mar06 060117 8.39 8.40 8.29 8.31 -0.08 346 7,789 -71
May06 060117 8.61 8.61 8.54 8.54 -0.09 57 1,358 +15
Jul06 060117 8.80 8.80 8.76 8.76 -0.09 90 467 +49
Total Volume and Open Interest 645 10,435 +82
Live Cattle(CME)
Feb06 060117 95.950 96.950 95.900 96.550 +0.975 24,425 71,825 -7,564
Apr06 060117 94.650 95.250 94.600 94.950 +0.550 22,554 92,885 +12,005
Jun06 060117 87.250 87.800 87.250 87.750 +0.675 3,744 35,395 +396
Aug06 060117 85.800 86.300 85.800 86.175 +0.400 1,051 14,942 +435
Oct06 060117 88.750 89.275 88.550 88.575 -0.175 342 6,439 +72
Dec06 060117 89.600 89.925 89.600 89.700 +0.150 463 3,769 -307
Total Volume and Open Interest 52,596 225,580 +5,042
Feeder Cattle(CME)
Jan06 060117 112.350 112.650 112.250 112.275 -0.200 768 5,076 -313
Mar06 060117 111.700 112.800 111.700 112.450 +0.475 1,973 15,043 -143
Apr06 060117 112.550 113.200 112.500 113.075 +0.400 806 5,725 +168
May06 060117 112.900 113.350 112.900 113.175 +0.200 360 3,401 +201
Aug06 060117 113.850 114.150 113.700 113.875 +0.025 287 2,959 +3
Sep06 060117 113.000 113.250 113.000 113.150 +0.150 4 247 +3
Oct06 060117 112.500 112.700 112.450 112.700 +0.500 7 109 +4
Total Volume and Open Interest 4,208 32,657 -78
Lean Hogs(CME)
Feb06 060117 59.100 59.700 59.000 59.475 +0.475 19,402 33,535 -7,908
Apr06 060117 64.800 65.275 64.550 64.625 -0.250 21,811 68,449 +6,488
May06 060117 67.200 67.500 67.050 67.425 +0.225 791 4,100 -83
Jun06 060117 70.500 71.250 70.500 70.900 +0.125 3,235 18,361 -232
Jul06 060117 67.600 68.200 67.600 68.075 +0.425 785 7,511 +23
Aug06 060117 64.850 65.500 64.850 65.325 +0.075 193 2,660 -67
Oct06 060117 55.450 55.550 55.350 55.475 -0.075 146 1,903 +71
Dec06 060117 52.650 52.850 52.650 52.825 +0.025 27 912 +13
Total Volume and Open Interest 46,391 137,449 -1,695
Pork Bellies(CME)
Feb06 060117 82.500 83.650 81.800 83.650 -0.300 169 1,216 -53
Mar06 060117 83.350 83.800 82.700 83.150 -0.400 21 457 +5
May06 060117 84.400 85.250 84.400 84.650 -0.050 12 318 -1
Jul06 060117 86.025 87.000 86.000 87.000 -0.200 1 140 -1
Aug06 060117 87.500 87.500 87.500 87.500 unch 0 8 +0
Total Volume and Open Interest 203 2,139 -50
Class III Milk(CME)
Jan06 060117 13.35 13.35 13.35 13.35 unch 5 2,433 +2
Feb06 060117 12.80 12.80 12.76 12.78 unch 715 2,583 -128
Mar06 060117 12.75 12.76 12.65 12.68 -0.07 199 2,451 +135
Apr06 060117 12.77 12.78 12.72 12.75 -0.02 87 2,385 +46
May06 060117 12.75 12.77 12.75 12.75 unch 57 1,989 +44
Total Volume and Open Interest 1,300 23,486 +234
Cocoa(NYBOT)
Mar06 060117 1548 1580 1544 1571 +53 6,313 53,336 -1,422
May06 060117 1568 1601 1568 1594 +54 776 20,503 +415
Jul06 060117 1600 1614 1595 1614 +53 42 13,594 +19
Sep06 060117 1611 1635 1611 1633 +52 447 13,642 +425
Dec06 060117 1655 1661 1655 1661 +53 26 11,032 +5
Mar07 060117 1678 1687 1678 1685 +52 38 11,683 +18
May07 060117 1708 1708 1708 1708 +54 0 2,319 +0
Total Volume and Open Interest 7,642 130,126 -540
Coffee "C"(NYBOT)
Mar06 060117 121.00 124.10 120.50 123.80 +3.85 10,386 69,145 +931
May06 060117 123.00 126.30 122.80 126.10 +3.80 3,714 19,340 +1,297
Jul06 060117 125.00 128.30 125.00 127.85 +3.65 440 5,094 +8
Sep06 060117 126.75 129.50 126.70 129.45 +3.50 573 2,970 +559
Dec06 060117 129.00 131.75 128.80 131.75 +3.20 499 2,651 +383
Mar07 060117 131.50 134.25 131.25 134.25 +3.10 314 1,445 +287
Total Volume and Open Interest 15,927 101,333 +3,465
Orange Juice(NYBOT)
Mar06 060117 123.75 123.75 120.55 120.80 -3.45 920 21,170 -1,322
May06 060117 124.10 124.10 121.35 121.65 -3.35 207 5,388 +52
Jul06 060117 124.50 124.50 122.35 122.35 -3.15 59 1,256 +45
Sep06 060117 123.05 123.05 123.05 123.05 -2.95 6 840 +2
Nov06 060117 123.50 123.50 123.50 123.50 -3.00 6 583 +5
Total Volume and Open Interest 1,198 30,586 -1,218
Sugar #11(NYBOT)
Mar06 060117 15.60 15.60 15.35 15.57 +0.30 42,839 261,191 -2,235
May06 060117 15.52 15.65 15.43 15.63 +0.32 17,861 98,911 +1,539
Jul06 060117 15.00 15.12 14.93 15.09 +0.29 10,274 65,847 +1,977
Oct06 060117 14.75 14.87 14.74 14.87 +0.29 5,386 46,324 +153
Mar07 060117 14.66 14.75 14.63 14.75 +0.25 2,112 40,376 +395
Total Volume and Open Interest 79,821 538,597 +2,186
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060117 23.30 23.30 23.30 23.30 -0.15 378 3,020 +189
May06 060117 22.85 22.85 22.85 22.85 -0.15 25 3,583 +20
Jul06 060117 23.00 23.00 23.00 23.00 +0.15 26 3,744 +10
Sep06 060117 22.98 22.98 22.98 22.98 +0.18 50 2,019 +40
Total Volume and Open Interest 668 14,656 +438
London Cocoa(LCE)
Mar06 060117 926 938 918 931 +31 4,966 68,728 -762
May06 060117 939 949 931 943 +32 1,335 27,549 -154
Jul06 060117 953 960 943 954 +32 552 34,764 +36
Sep06 060117 961 967 961 967 +33 216 17,754 +53
Dec06 060117 970 980 966 977 +33 694 20,146 +320
Mar07 060117 980 990 980 988 +34 12 7,064 +10
May07 060117 998 998 998 998 +34 0 457 +0
Total Volume and Open Interest 7,775 176,531 -497
London Coffee(LCE)
Jan06 060117 1271.00 1273.00 1266.00 1266.00 +34.00 150 790 -15
Mar06 060117 1290.00 1298.00 1276.00 1278.00 +31.00 6,828 80,415 -660
May06 060117 1305.00 1315.00 1292.00 1295.00 +31.00 1,096 26,922 +510
Jul06 060117 1307.00 1321.00 1306.00 1309.00 +31.00 603 7,159 +46
Sep06 060117 1326.00 1326.00 1322.00 1322.00 +30.00 0 4,154 +0
Nov06 060117 1334.00 1334.00 1331.00 1334.00 +30.00 4 383 +4
Total Volume and Open Interest 8,681 119,998 -115
London Sugar(LCE)
Mar06 060117 375.50 380.00 373.30 378.10 +4.10 4,772 35,619 -1,226
May06 060117 383.10 386.90 382.10 385.60 +2.60 1,797 13,370 +743
Aug06 060117 397.40 400.50 396.00 400.10 +3.10 460 8,530 +195
Oct06 060117 396.90 400.00 395.60 399.60 +1.60 368 7,444 +76
Dec06 060117 400.70 401.00 395.00 400.40 +1.10 141 3,110 +106
Total Volume and Open Interest 7,608 72,109 -102
Cotton(NYBOT)
Mar06 060117 55.90 56.01 55.70 55.99 +0.06 9,325 84,504 +1,297
May06 060117 56.90 57.20 56.90 57.15 +0.08 3,986 21,637 +1,332
Jul06 060117 58.00 58.10 57.85 57.90 unch 537 5,433 -23
Oct06 060117 58.95 58.95 58.95 58.95 +0.10 6 105 +0
Dec06 060117 59.90 59.90 59.70 59.81 +0.01 457 4,253 +45
Mar07 060117 61.60 61.60 61.60 61.60 +0.05 156 358 +65
Total Volume and Open Interest 14,513 116,517 +2,724
Lumber(CME)
Mar06 060117 372.0 375.0 369.3 369.3 -10.0 443 4,802 +53
May06 060117 371.2 372.9 367.9 367.9 -10.0 152 1,094 +1
Jul06 060117 364.8 364.8 359.5 359.5 -9.3 17 350 +3
Sep06 060117 360.1 360.9 360.1 360.9 -3.7 5 141 +4
Total Volume and Open Interest 678 6,509 +17
Crude Oil(NYM)
Feb06 060117 65.12 66.45 64.95 66.31 +2.39 115,938 101,619 -14,390
Mar06 060117 65.95 67.00 65.75 66.94 +2.36 100,312 253,900 +24,677
Apr06 060117 66.40 67.43 66.35 67.43 +2.29 26,300 80,811 +1,200
May06 060117 66.90 67.77 66.65 67.77 +2.24 9,688 42,415 +2,022
Jun06 060117 67.20 68.10 67.05 68.04 +2.19 9,694 60,927 +2,028
Jul06 060117 67.25 68.25 67.25 68.25 +2.15 1,585 16,370 +937
Aug06 060117 67.70 68.41 67.70 68.41 +2.11 945 12,677 +507
Sep06 060117 67.65 68.54 67.60 68.54 +2.08 1,482 23,175 -70
Oct06 060117 68.05 68.65 67.95 68.65 +2.05 363 8,528 +124
Nov06 060117 68.73 68.73 68.73 68.73 +2.02 168 13,860 -40
Dec06 060117 67.90 68.78 67.70 68.78 +1.99 6,662 63,239 +1,480
Jan07 060117 67.95 68.82 67.95 68.82 +1.97 342 15,289 +292
Feb07 060117 68.84 68.84 68.84 68.84 +1.95 407 4,893 +319
Mar07 060117 68.84 68.84 68.84 68.84 +1.93 100 8,066 +100
Apr07 060117 68.82 68.82 68.82 68.82 +1.91 0 5,841 +0
May07 060117 68.78 68.78 68.78 68.78 +1.89 0 3,056 +0
Total Volume and Open Interest 277,218 925,409 +20,395
Heating Oil(NYM)
Feb06 060117 176.00 179.70 175.00 179.15 +7.65 24,986 47,901 -768
Mar06 060117 179.50 183.00 178.00 182.20 +7.54 20,358 64,068 +5,125
Apr06 060117 180.50 183.60 180.50 183.60 +7.54 4,258 17,901 +488
May06 060117 181.40 184.50 181.25 184.45 +7.54 1,629 9,242 +488
Jun06 060117 182.40 185.50 182.40 185.40 +7.49 946 10,038 +265
Jul06 060117 183.50 186.65 183.50 186.65 +7.39 315 5,728 +93
Aug06 060117 186.00 188.40 186.00 188.40 +7.29 217 3,889 +120
Sep06 060117 189.50 190.65 189.50 190.65 +7.29 305 2,533 +51
Oct06 060117 192.50 193.30 192.50 193.30 +7.29 182 1,189 +33
Nov06 060117 195.85 195.85 195.85 195.85 +7.29 3 1,407 +3
Dec06 060117 196.00 198.40 196.00 198.40 +7.29 91 6,446 +97
Jan07 060117 196.70 200.15 196.70 200.15 +7.24 123 2,308 +68
Total Volume and Open Interest 53,577 176,173 +6,068
Unleaded Gas(NYM)
Feb06 060117 176.50 182.50 175.50 182.33 +9.22 29,194 43,746 -3,877
Mar06 060117 180.50 185.80 179.50 185.61 +8.57 17,514 50,737 +3,174
Apr06 060117 190.70 195.25 190.40 194.91 +7.41 3,575 21,969 +888
May06 060117 192.50 196.26 192.00 196.26 +6.81 1,428 14,441 +541
Jun06 060117 196.00 197.16 196.00 197.16 +6.46 1,642 8,450 -99
Jul06 060117 195.50 197.06 192.00 197.06 +6.21 347 4,248 +161
Aug06 060117 196.41 196.41 196.41 196.41 +6.01 168 3,329 -10
Sep06 060117 193.00 194.71 186.56 194.71 +5.86 65 4,738 +10
Oct06 060117 186.56 186.56 186.56 186.56 +5.71 0 1,099 +0
Nov06 060117 184.36 184.36 184.36 184.36 +5.61 0 555 +0
Dec06 060117 183.36 183.36 183.36 183.36 +5.51 0 433 +0
Jan07 060117 183.96 183.96 183.96 183.96 +5.41 0 186 +0
Total Volume and Open Interest 53,933 153,931 +788
Natural Gas(NYM)
Feb06 060117 9.030 9.290 9.030 9.168 +0.377 20,551 52,244 -1,806
Mar06 060117 9.220 9.390 9.190 9.327 +0.395 15,646 86,865 +2,592
Apr06 060117 9.080 9.320 9.080 9.287 +0.395 6,452 32,449 -310
May06 060117 9.200 9.360 9.150 9.352 +0.390 5,134 31,760 -56
Jun06 060117 9.350 9.450 9.350 9.432 +0.398 2,036 19,332 +164
Jul06 060117 9.300 9.502 9.300 9.502 +0.398 1,247 20,082 +12
Aug06 060117 9.430 9.570 9.400 9.569 +0.400 778 19,400 -15
Sep06 060117 9.450 9.600 9.450 9.597 +0.398 324 15,074 -41
Oct06 060117 9.410 9.662 9.410 9.662 +0.398 3,041 30,238 +502
Nov06 060117 10.150 10.294 10.150 10.294 +0.395 386 12,976 +98
Dec06 060117 10.700 10.950 10.700 10.894 +0.390 533 16,355 +299
Jan07 060117 11.150 11.400 11.150 11.322 +0.378 825 15,491 +272
Feb07 060117 11.150 11.400 11.150 11.332 +0.378 1,153 8,094 +374
Mar07 060117 11.020 11.250 11.020 11.152 +0.363 2,986 16,174 -31
Apr07 060117 9.280 9.450 9.270 9.362 +0.303 2,191 13,483 -1,141
May07 060117 9.200 9.350 9.162 9.162 +0.283 233 12,570 +62
Total Volume and Open Interest 66,464 550,813 +2,662
Brent Crude Oil(ICE)
Mar06 060117 63.55 65.32 63.35 64.90 +2.30 92,244 126,058 +9,040
Apr06 060117 64.21 65.85 64.00 65.42 +2.17 38,879 79,520 +12,474
May06 060117 64.53 66.18 64.48 65.81 +2.07 8,527 18,098 -159
Jun06 060117 64.88 66.48 64.88 66.12 +2.01 6,054 25,408 +643
Jul06 060117 65.45 66.46 65.45 66.38 +1.93 2,245 13,925 +631
Aug06 060117 65.58 66.69 65.58 66.62 +1.94 46 3,485 -65
Sep06 060117 66.20 66.82 65.94 66.78 +1.91 250 14,893 -1,030
Oct06 060117 66.25 66.86 66.25 66.86 +1.85 0 5,447 +0
Nov06 060117 66.34 66.94 66.12 66.94 +1.82 1 4,555 +0
Dec06 060117 66.09 67.28 66.09 67.01 +1.82 2,668 27,537 +6
Jan07 060117 67.08 67.08 67.08 67.08 +1.85 0 3,195 +0
Feb07 060117 67.11 67.11 67.11 67.11 +1.81 0 2,105 +0
Mar07 060117 67.11 67.11 67.11 67.11 +1.80 0 3,785 +0
Apr07 060117 67.11 67.11 67.11 67.11 +1.80 0 200 +0
Total Volume and Open Interest 184,406 388,688 +15,664
Gas Oil(ICE)
Feb06 060117 540.00 551.00 539.00 547.25 +25.50 32,044 61,725 -6,551
Mar06 060117 552.00 559.00 548.25 556.00 +23.25 23,295 47,051 +1,872
Apr06 060117 556.75 565.50 555.00 562.25 +21.75 5,666 21,494 +155
May06 060117 564.25 571.50 563.75 568.25 +20.50 1,426 7,609 -50
Jun06 060117 571.25 574.75 570.00 574.00 +18.75 1,605 23,070 -37
Jul06 060117 578.25 580.75 576.75 580.25 +18.00 1,100 8,420 +500
Aug06 060117 584.50 586.75 582.75 586.25 +17.50 206 1,332 +0
Sep06 060117 590.00 591.50 590.00 591.50 +17.00 350 1,765 +228
Oct06 060117 594.25 596.25 594.25 596.25 +16.75 450 4,392 +250
Nov06 060117 598.50 599.00 598.50 599.00 +17.00 100 1,650 +100
Total Volume and Open Interest 67,192 214,418 -3,158
US Dollar Index(NYBOT)
Mar06 060117 88.88 89.40 88.76 89.08 +0.42 2,514 23,552 +1,165
Jun06 060117 88.65 88.97 88.65 88.75 +0.42 1 2,047 +0
Sep06 060117 88.46 88.46 88.46 88.46 +0.40 0 8 +0
Total Volume and Open Interest 2,515 25,612 +1,165
Australian Dollar(CME)
Mar06 060117 75.12 75.16 74.92 75.11 -0.21 2,303 59,918 +165
Jun06 060117 74.97 74.97 74.85 74.94 -0.21 0 303 +1
Sep06 060117 74.79 74.79 74.79 74.79 -0.21 0 9 +0
Total Volume and Open Interest 2,303 60,358 +166
British Pound(CME)
Mar06 060117 176.19 176.65 175.91 176.65 -0.98 5,689 82,760 +3,988
Jun06 060117 176.80 176.80 176.80 176.80 -0.98 0 254 +3
Sep06 060117 176.95 176.95 176.95 176.95 -0.98 0 16 +0
Total Volume and Open Interest 5,689 83,033 +3,991
Canadian Dollar(CME)
Mar06 060117 86.48 86.57 85.93 86.05 -0.29 2,860 99,974 +1,757
Jun06 060117 86.78 86.78 86.21 86.27 -0.29 4 1,921 +0
Sep06 060117 86.51 86.51 86.46 86.46 -0.29 14 366 +12
Dec06 060117 86.65 86.65 86.65 86.65 -0.29 3 123 +1
Total Volume and Open Interest 2,881 102,484 +1,770
Japanese Yen(CME)
Mar06 060117 87.28 87.36 86.84 87.15 -1.03 5,973 144,527 -2,596
Jun06 060117 88.30 88.35 87.90 88.24 -1.03 2 20,895 +46
Sep06 060117 89.25 89.25 89.25 89.25 -1.03 0 34 +0
Total Volume and Open Interest 5,975 165,488 -2,550
Swiss Franc(CME)
Mar06 060117 78.38 78.51 78.16 78.51 -0.27 1,903 81,117 +1,808
Jun06 060117 79.00 79.21 79.00 79.21 -0.27 0 217 -37
Sep06 060117 79.85 79.85 79.85 79.85 -0.27 0 25 +0
Total Volume and Open Interest 1,903 81,402 +1,771
EuroFX(CME)
Mar06 060117 121.11 121.37 120.89 121.35 -0.40 4,636 122,904 +1,115
Jun06 060117 121.72 122.02 121.71 122.02 -0.40 16 3,033 -37
Sep06 060117 122.62 122.62 122.62 122.62 -0.40 49 1,463 +10
Total Volume and Open Interest 4,701 127,526 +1,088
Mexican Peso(CME)
Mar06 060117 9432.0 9455.0 9390.0 9395.0 unch 4,227 74,429 +396
Jun06 060117 9322.0 9322.0 9312.0 9312.0 unch 0 516 +0
Total Volume and Open Interest 4,248 100,288 +392
30-Year T-Bonds(CBOT)
Mar06 060117 114~18 114~30 114~11 114~28 +0~06 359,817 603,167 +27,639
Jun06 060117 114~11 114~26 114~09 114~26 +0~07 361 3,218 +73
Sep06 060117 114~26 114~26 114~26 114~26 +0~07 0 53 +0
Total Volume and Open Interest 360,180 606,445 +27,714
10-Year T-Notes(CBOT)
Mar06 060117 109~210 109~280 109~180 109~275 +0~030 824,044 1,623,519 +24,728
Jun06 060117 109~230 109~255 109~180 109~255 +0~030 4,052 23,918 +87
Total Volume and Open Interest 828,096 1,647,476 +24,815
5-Year T-Notes(CBOT)
Mar06 060117 106~200 106~220 106~175 106~215 +0~020 408,915 0 +0
Jun06 060117 106~195 106~210 106~195 106~210 +0~020 5 13,428 +13,428
Sep06 060117 106~230 106~230 106~230 106~230 +0~020      
Total Volume and Open Interest 408,920 13,429 +13,428
2 Year T-Notes(CBOT)
Mar06 060117 102~100 102~100 102~092 102~098 unch 3,063 430,599 +13,536
Jun06 060117 102~096 102~096 102~096 102~096 unch 1 0 +0
Total Volume and Open Interest 3,064 430,599 +13,536
Eurodollars(CME)
Mar06 060117 95.265 95.270 95.250 95.260 unch 41,434 1,224,221 -56,211
Jun06 060117 95.225 95.230 95.200 95.220 unch 29,305 1,306,000 +20,507
Sep06 060117 95.245 95.270 95.225 95.255 +0.005 341,606 1,163,900 -11,218
Dec06 060117 95.325 95.330 95.295 95.325 +0.010 13,924 1,110,711 -3,365
Mar07 060117 95.385 95.395 95.360 95.395 +0.020 25,410 888,125 +15,395
Jun07 060117 95.425 95.430 95.395 95.430 +0.025 35,530 725,893 +8,294
Sep07 060117 95.435 95.445 95.410 95.445 +0.025 19,761 445,689 +5,916
Dec07 060117 95.430 95.440 95.405 95.440 +0.030 11,343 327,920 -1,673
Mar08 060117 95.405 95.445 95.400 95.440 +0.035 10,797 271,901 +1,895
Jun08 060117 95.375 95.420 95.375 95.415 +0.035 17,159 281,619 +6,002
Sep08 060117 95.370 95.390 95.350 95.385 +0.030 8,080 227,802 +2,721
Dec08 060117 95.305 95.345 95.305 95.340 +0.030 6,420 170,155 +1,667
Mar09 060117 95.280 95.320 95.280 95.320 +0.030 1,374 124,974 -679
Jun09 060117 95.250 95.290 95.250 95.285 +0.025 3,968 107,660 -1,262
Sep09 060117 95.215 95.255 95.215 95.255 +0.025 1,077 94,784 +139
Dec09 060117 95.195 95.210 95.170 95.210 +0.025 2,992 82,660 +37
Mar10 060117 95.155 95.190 95.155 95.190 +0.020 1,966 62,705 +339
Jun10 060117 95.130 95.165 95.130 95.165 +0.020 1,735 64,862 -116
Total Volume and Open Interest 268,607 8,902,724 +20,979
3-Mth Euro-Yen(CME)
Mar06 060117 99.89 99.89 99.89 99.89 +0.01 0 5,671 -189
Jun06 060117 99.82 99.82 99.82 99.82 +0.02 0 9,521 -22
Sep06 060117 99.72 99.73 99.72 99.72 +0.01 165 6,162 -766
Dec06 060117 99.63 99.63 99.63 99.63 +0.02 80 6,076 -747
Mar07 060117 99.53 99.53 99.53 99.53 +0.03 160 831 +69
Jun07 060117 99.42 99.42 99.42 99.42 +0.02 0 3,374 +325
Sep07 060117 99.32 99.32 99.32 99.32 +0.02 0 1,708 +0
Dec07 060117 99.22 99.22 99.22 99.22 +0.03 0 72 +0
Mar08 060117 99.12 99.12 99.12 99.12 +0.02 0 51 +0
Jun08 060117 99.01 99.01 99.01 99.01 +0.02 0 252 +0
Total Volume and Open Interest 405 33,718 -1,330
3-Mth Euro-Yen(SIMEX)
Mar06 060117 99.89 99.89 99.88 99.89 +0.01 560 66,672 -309
Jun06 060117 99.81 99.82 99.81 99.82 +0.02 614 59,831 +97
Sep06 060117 99.71 99.72 99.71 99.72 +0.01 478 37,967 -54
Dec06 060117 99.62 99.63 99.62 99.62 +0.01 5,229 65,830 +1,757
Mar07 060117 99.51 99.53 99.51 99.52 +0.02 942 31,618 +206
Jun07 060117 99.41 99.43 99.41 99.42 +0.02 400 19,453 +330
Sep07 060117 99.31 99.33 99.31 99.32 +0.02 50 3,937 +50
Dec07 060117 99.21 99.22 99.21 99.22 +0.02 36 12,709 +25
Total Volume and Open Interest 8,309 315,354 +2,102
German Euro-Bund(EUREX)
Mar06 060117 122.23 122.49 122.20 122.33 +0.07 1,025,108 1,353,753 +26,239
Jun06 060117 121.40 121.65 121.39 121.52 +0.08 457 4,369 +771
Sep06 060117 122.13 122.13 122.13 122.13 +0.19 153 2 +0
Total Volume and Open Interest 1,025,718 1,358,124 +27,010
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060117 112.36 112.46 112.36 112.46 +0.13 3 1,213 +464
Sep06 060117 112.77 112.77 112.77 112.77 +0.13      
Total Volume and Open Interest 509,352 929,870 -8,538
Long Gilt(LIFFE)
Mar06 060117 115~01 115~17 114~31 115~14 +0~19 52,695 243,190 -1,135
Jun06 060117 115~05 115~05 115~05 115~05 +0~19      
Total Volume and Open Interest 52,695 243,190 -1,135
3-Mth Short Sterling(LIFFE)
Mar06 060117 95.46 95.46 95.46 95.46 -0.01 20,664 336,957 -4,596
Jun06 060117 95.53 95.53 95.53 95.53 +0.01 32,754 353,629 -228
Sep06 060117 95.54 95.54 95.54 95.54 +0.02 30,361 273,210 +576
Total Volume and Open Interest 170,349 1,688,208 +6,630
3-Mth Euribor(LIFFE)
Mar06 060117 97.330 97.340 97.325 97.335 +0.005 188,118 648,349 +10,476
Jun06 060117 97.180 97.200 97.170 97.195 +0.030 193,012 568,688 -4,780
Sep06 060117 97.080 97.110 97.070 97.095 +0.040 208,245 461,089 +3,376
Total Volume and Open Interest 1,026,423 3,083,572 +20,694
3-Mth Aus T-Bills(SFE)
Mar06 060117 94.36 94.37 94.36 94.37 -0.01 8,784 142,954 -18,971
Jun06 060117 94.41 94.43 94.41 94.43 +0.01 49,238 225,101 +20,670
Sep06 060117 94.45 94.46 94.44 94.46 unch 8,299 69,668 -1,684
Dec06 060117 94.48 94.48 94.47 94.47 unch 2,095 45,585 +660
Mar07 060117 94.47 94.47 94.47 94.47 unch 378 24,603 +162
Jun07 060117 94.45 94.46 94.45 94.46 unch 2,250 32,018 +570
Sep07 060117 94.44 94.44 94.44 94.44 -0.01 56 18,471 +4
Dec07 060117 94.43 94.43 94.43 94.43 unch 0 6,882 +0
Mar08 060117 94.42 94.42 94.42 94.42 +0.01 11 4,135 +9
Jun08 060117 94.41 94.41 94.41 94.41 +0.02 5 1,571 +2
Total Volume and Open Interest 71,126 572,492 +1,432
10-Year Aus T-Bonds(SFE)
Mar06 060117 94.83 94.83 94.82 94.82 +0.00 24,959 336,984 +3,968
Jun06 060117 94.82 94.82 94.82 94.82 +0.00      
Total Volume and Open Interest 24,959 336,984 +3,968
3-Year Aus T-Bonds(SFE)
Mar06 060117 94.88 94.88 94.86 94.87 unch 49,597 425,573 -4,089
Jun06 060117 94.87 94.87 94.87 94.87 unch      
Total Volume and Open Interest 49,597 425,573 -4,089
Gold(CMX)
Feb06 060117 554.3 561.5 552.5 554.3 -2.7 58,876 235,828 +1,824
Apr06 060117 560.0 567.0 557.3 559.2 -2.7 9,476 41,267 +3,426
Jun06 060117 565.0 571.0 562.5 564.1 -2.6 619 24,481 +191
Aug06 060117 569.5 574.0 568.9 568.9 -2.6 228 4,829 -7
Oct06 060117 573.0 576.5 573.0 573.8 -2.5 3 6,683 +1
Dec06 060117 578.8 585.0 576.0 578.6 -2.4 491 13,259 +111
Feb07 060117 584.3 584.4 583.4 583.4 -2.4 2 6,738 +2
Apr07 060117 588.1 588.1 588.1 588.1 -2.4 0 1,332 +0
Jun07 060117 592.8 592.8 592.8 592.8 -2.4 1 7,842 +1
Aug07 060117 597.5 597.5 597.5 597.5 -2.4 0 213 +0
Oct07 060117 602.1 602.1 602.1 602.1 -2.4 0 2 +0
Dec07 060117 609.5 610.0 606.8 606.8 -2.4 15 8,654 +0
Total Volume and Open Interest 69,734 358,258 +5,553
Silver(CMX)
Mar06 060117 908.5 921.0 903.5 907.3 -9.2 15,661 94,457 -467
May06 060117 919.0 928.5 914.0 915.1 -9.1 599 4,576 +219
Jul06 060117 927.0 937.5 922.7 922.7 -8.9 194 10,232 +47
Sep06 060117 932.0 932.0 929.7 929.7 -8.5 70 4,595 +0
Dec06 060117 943.0 950.0 937.0 938.2 -8.5 40 11,653 -3
Mar07 060117 958.0 958.0 944.8 944.8 -8.5 0 243 +0
May07 060117 948.9 948.9 948.9 948.9 -8.5 0 4 +0
Total Volume and Open Interest 16,592 130,810 -684
Platinum(NYM)
Jan06 060117 1045.0 1045.0 1040.6 1040.6 +5.5 16 58 +4
Apr06 060117 1045.0 1049.5 1037.0 1049.1 +5.5 1,067 10,617 +260
Jul06 060117 1050.0 1054.1 1040.0 1054.1 +5.5 40 45 +33
Total Volume and Open Interest 1,123 10,720 +297
Palladium(NYME)
Mar06 060117 283.50 287.00 280.80 285.35 +1.50 1,112 13,228 +109
Jun06 060117 288.00 291.00 286.50 289.10 +1.50 120 544 +40
Sep06 060117 291.10 291.10 291.10 291.10 +1.50 0 29 +0
Total Volume and Open Interest 1,232 13,833 +149
Copper(CMX)
Mar06 060117 209.80 211.70 209.15 211.10 -0.15 7,795 70,469 -1,057
May06 060117 205.00 206.80 205.00 206.30 +0.05 681 11,744 +167
Jul06 060117 201.40 201.70 201.00 201.35 +0.05 43 4,866 +1
Sep06 060117 195.40 196.80 195.40 196.30 +0.05 23 2,560 +11
Dec06 060117 190.30 191.00 190.00 190.20 +0.05 23 1,955 +11
Total Volume and Open Interest 9,195 100,557 -1,072
Aluminum(CMX)
Jan06 060117 109.10 109.10 109.10 109.10 -1.10 0 85 +0
Feb06 060117 109.80 109.80 109.80 109.80 -1.10 0 695 +0
Mar06 060117 109.70 109.70 109.70 109.70 -1.10 0 75 +0
Apr06 060117 109.60 109.60 109.60 109.60 -1.10 0 50 +0
May06 060117 109.60 109.60 109.60 109.60 -1.10 0 50 +0
Jun06 060117 109.60 109.60 109.60 109.60 -1.10 0 50 +0
Total Volume and Open Interest 0 1,080 +0
DJIA Index(CBOT)
Mar06 060117 10940 10958 10905 10934 -61 4,282 40,790 -306
Jun06 060117 11012 11012 10985 11005 -60 3 29 +2
Sep06 060117 11070 11070 11070 11070 -61 0 1 +0
Dec06 060117 11105 11105 11105 11105 -61 0 6 +0
Total Volume and Open Interest 4,285 40,826 -304
S & P 500(CME)
Mar06 060117 1287.80 1289.80 1283.70 1289.50 -3.20 20,057 641,503 +31
Jun06 060117 1297.20 1299.30 1296.00 1299.30 -3.20 57 7,091 -51
Sep06 060117 1306.00 1308.80 1306.00 1308.80 -3.50 160 5,753 +50
Dec06 060117 1318.00 1318.00 1318.00 1318.00 -4.10 0 355 +0
Total Volume and Open Interest 20,274 654,779 +30
S & P 500 E-Mini(Globex)
Mar06 060117 1292.75 1295.25 1283.50 1289.50 -3.25 716,681 1,138,749 +372
Jun06 060117 1298.75 1299.50 1294.00 1299.25 -3.25 116 3,018 +70
Total Volume and Open Interest 716,797 1,141,767 +442
NASDAQ 100(CME)
Mar06 060117 1747.00 1753.00 1740.00 1751.50 -8.50 3,739 60,652 -99
Jun06 060117 1770.00 1770.00 1770.00 1770.00 -8.50 0 24 +0
Sep06 060117 1788.50 1788.50 1788.50 1788.50 -8.50      
Total Volume and Open Interest 3,739 60,676 -99
NASDAQ 100 E-Mini(Globex)
Mar06 060117 1760.00 1764.00 1740.00 1751.50 -8.50 231,965 344,504 +4,692
Jun06 060117 1774.00 1774.00 1760.00 1770.00 -8.50 69 178 -37
Total Volume and Open Interest 232,034 344,682 +4,655
S & P Midcap 400(CME)
Mar06 060117 768.50 768.90 764.75 768.80 -1.60 123 12,128 +14
Jun06 060117 775.30 775.30 775.30 775.30 -1.60 0 7 +0
Sep06 060117 123.94 123.94 123.94 123.94 -1.60      
Total Volume and Open Interest 123 12,135 +14
Russell 2000(CME)
Mar06 060117 708.25 708.50 703.00 708.10 -3.40 1,387 28,549 +207
Jun06 060117 713.60 713.60 713.60 713.60 -3.35 0 4 +0
Sep06 060117 717.80 717.80 717.80 717.80 -3.40 0 5 +0
Total Volume and Open Interest 1,387 28,558 +207
Russell 2000 E-Mini(Globex)
Mar06 060117 711.10 713.10 703.10 708.10 -3.40 81,075 277,859 -4,473
Jun06 060117 713.10 714.30 712.50 713.60 -3.40 18 164 -9
Total Volume and Open Interest 81,093 278,023 -4,482
Value Line(KCBT)
Mar06 060117 1999.00 2002.50 1994.50 2002.00 -9.00 33 174 -6
Total Volume and Open Interest 33 175 -6
Nikkei 225(CME)
Mar06 060117 16180 16330 15750 15760 -635 54,861 222,768 -2,400
Jun06 060117 15735 15735 15735 15735 -650 0 6 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060117 16180 16330 15750 15760 -635 54,861 222,768 -2,400
Jun06 060117 15735 15735 15735 15735 -650 0 6 +0
Sep06 060117 15735 15735 15735 15735 -650 0 3 +0
Total Volume and Open Interest 54,882 222,930 -2,400
CAC 40(MATIF)
Jan06 060117 4841.5 4843.0 4799.0 4811.0 -43.5 61,458 422,983 +1,223
Feb06 060117 4858.0 4858.0 4810.0 4819.5 -43.5 649 3,425 +341
Mar06 060117 4857.0 4857.0 4823.5 4828.5 -44.0 2,285 67,134 +485
Total Volume and Open Interest 64,392 493,713 +2,049
Hang Seng Index(HKFE)
Jan06 060117 15866 15880 15552 15603 -259 29,042 114,389 +2,010
Feb06 060117 15939 15939 15600 15649 -258 709 2,482 +166
Mar06 060117 15850 15862 15557 15593 -259 185 1,806 +35
Total Volume and Open Interest 29,993 118,986 +2,233
DAX Index(EUREX)
Mar06 060117 5489.5 5497.0 5471.5 5482.5 -24.5 144,439 196,732 -1,982
Jun06 060117 5529.0 5529.0 5510.5 5519.5 -24.5 1,216 9,921 +157
Sep06 060117 5561.5 5567.5 5550.0 5559.0 -25.0 541 1,041 +45
Total Volume and Open Interest 146,196 207,694 -1,780
FT-SE 100(LIFFE)
Mar06 060117 5711.50 5725.00 5685.50 5693.50 -14.00 50,794 416,272 -890
Jun06 060117 5717.00 5717.00 5699.00 5705.00 -14.00 13 15,738 -1
Sep06 060117 5718.00 5718.00 5718.00 5718.00 -15.00 0 753 +0
Total Volume and Open Interest 50,807 434,113 -891
SPI 200(SFE)
Mar06 060117 4832.0 4858.0 4816.0 4854.0 +23.0 7,091 171,442 +955
Jun06 060117 4871.0 4880.0 4871.0 4880.0 +22.0 71 4,926 +57
Sep06 060117 4882.0 4882.0 4882.0 4882.0 +23.0 0 2,131 +0
Total Volume and Open Interest 7,162 180,326 +1,012
GSCI(CME)
Feb06 060117 442.50 446.90 441.70 446.70 +12.50 3,923 18,572 +3,654
Mar06 060117 451.25 451.25 451.25 451.25 +12.75 0 1 +0
Total Volume and Open Interest 7,812 20,740 +871
Reuters CRB Index(NYBOT)
Feb06 060117 355.00 355.00 354.75 354.75 +3.75 0 85 +0
Apr06 060117 355.75 357.50 355.75 356.50 +4.00 24 511 +8
Jun06 060117 358.00 358.50 358.00 358.50 +4.00 0 408 +0
Total Volume and Open Interest 24 1,004 -42
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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