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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 19, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060119 568.00 568.75 564.00 565.00 -0.75 34,028 177,856 -1,446
May06 060119 577.50 578.00 574.00 574.75 unch 7,836 47,598 +1,453
Jul06 060119 586.00 587.00 583.50 584.00 -0.50 5,506 47,847 +828
Aug06 060119 588.00 589.50 587.00 587.25 +1.25 300 3,693 -19
Sep06 060119 591.00 591.25 588.25 588.25 +0.75 3 1,580 +1
Nov06 060119 596.50 597.00 593.50 594.25 -0.25 2,979 36,470 -170
Jan07 060119 601.75 603.00 600.00 600.00 -0.75 36 873 +12
Total Volume and Open Interest 51,251 318,743 +1,022
Soybean Meal(CBOT)
Mar06 060119 178.10 178.80 177.50 178.40 +0.90 16,664 52,368 -1,626
May06 060119 180.20 180.80 179.60 180.50 +0.80 3,297 23,988 +552
Jul06 060119 182.80 183.40 182.50 182.90 +0.60 2,348 22,967 +158
Aug06 060119 184.00 184.80 184.00 184.00 +0.20 616 7,569 +243
Sep06 060119 185.00 185.70 184.80 184.80 +0.30 413 5,931 +85
Oct06 060119 184.50 184.80 184.20 184.20 +0.60 245 3,825 +188
Dec06 060119 185.50 186.50 185.30 185.70 +0.20 1,448 8,756 +312
Jan07 060119 187.00 187.00 187.00 187.00 +1.00 10 98 +5
Total Volume and Open Interest 25,041 125,574 -83
Soybean Oil(CBOT)
Mar06 060119 21.25 21.33 21.06 21.08 -0.08 12,412 90,488 +7
May06 060119 21.64 21.65 21.43 21.47 -0.13 2,987 26,886 +606
Jul06 060119 22.03 22.03 21.80 21.84 -0.10 1,581 26,772 +434
Aug06 060119 22.15 22.15 21.95 21.98 -0.09 52 4,100 +1
Sep06 060119 22.25 22.25 22.11 22.12 -0.07 26 2,998 +7
Oct06 060119 22.40 22.40 22.27 22.29 -0.01 9 1,789 +4
Dec06 060119 22.85 22.85 22.52 22.53 -0.07 543 13,435 +103
Jan07 060119 22.80 22.80 22.75 22.75 -0.05 0 125 +0
Total Volume and Open Interest 17,645 166,804 +1,196
Canola(WCE)
Jan06 060113 236.3 236.3 236.3 236.3 -0.4      
Mar06 060119 240.2 242.0 239.7 240.4 -0.5 4,114 54,473 -1,739
May06 060119 248.0 251.0 246.5 247.3 +0.2 565 13,415 -22
Jul06 060119 254.5 255.8 253.3 255.7 +0.6 52 4,015 +27
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 060119 205.50 207.00 204.75 205.00 -0.75 63,302 458,555 -5,982
May06 060119 215.00 216.25 214.50 214.75 -0.75 15,600 132,521 +3,949
Jul06 060119 223.75 225.25 223.25 223.75 -0.50 8,379 112,036 +1,400
Sep06 060119 233.00 234.00 232.00 232.00 -1.00 2,454 24,901 +1,076
Dec06 060119 242.50 244.00 242.00 242.25 -1.00 8,797 115,338 +17
Mar07 060119 249.75 250.50 249.25 249.50 -0.75 319 8,864 +61
Total Volume and Open Interest 99,595 872,844 +844
Wheat(CBOT)
Mar06 060119 323.50 328.00 321.50 326.50 +4.00 30,520 207,812 -5,145
May06 060119 334.00 338.50 332.50 337.00 +3.50 8,581 28,068 +3,335
Jul06 060119 343.50 348.00 341.50 346.00 +3.50 5,782 45,135 -47
Sep06 060119 351.50 357.00 351.50 356.00 +3.50 445 4,155 +171
Dec06 060119 365.00 369.50 364.00 368.50 +3.25 2,109 30,415 +303
Total Volume and Open Interest 47,546 317,850 -1,340
Wheat(KCBT)
Mar06 060119 375.00 383.50 373.25 383.00 +10.25 6,956 62,343 -2,978
May06 060119 375.50 383.50 374.50 382.50 +8.00 936 15,781 -241
Jul06 060119 376.50 382.00 374.50 382.00 +7.50 3,719 37,616 +32
Sep06 060119 380.50 387.00 380.00 385.00 +5.50 729 5,209 -3
Dec06 060119 389.50 395.25 389.00 394.00 +5.50 983 7,585 +112
Total Volume and Open Interest 13,331 128,896 -3,071
Wheat(MGE)
Mar06 060119 383.00 392.00 382.00 390.00 +7.50 2,608 19,731 -855
May06 060119 384.00 391.50 384.00 390.25 +6.00 841 6,854 -40
Jul06 060119 385.00 391.50 385.00 390.75 +6.75 431 9,143 -39
Sep06 060119 384.00 389.25 384.00 389.00 +6.00 50 3,882 -1
Dec06 060119 392.00 397.00 392.00 396.75 +6.00 115 1,609 +0
Total Volume and Open Interest 4,046 41,259 -935
Oats(CBOT)
Mar06 060119 188.00 188.00 185.00 187.75 +2.75 1,335 8,243 -80
May06 060119 184.00 184.00 182.00 183.00 +2.00 52 548 +14
Jul06 060119 174.00 174.25 172.25 173.50 +0.25 31 390 -7
Sep06 060119 165.00 165.00 165.00 165.00 unch 0 20 +0
Total Volume and Open Interest 1,422 9,899 -72
Rough Rice(CBOT)
Jan06 060119 8.13 8.15 8.13 8.15 +0.11 4 6 -4
Mar06 060119 8.17 8.37 8.17 8.36 +0.20 1,054 7,658 -131
May06 060119 8.42 8.60 8.42 8.59 +0.20 37 1,341 -20
Jul06 060119 8.62 8.83 8.62 8.83 +0.23 161 488 +10
Total Volume and Open Interest 1,321 10,296 -143
Live Cattle(CME)
Feb06 060119 96.125 96.350 95.575 96.125 +0.050 14,833 64,323 -2,742
Apr06 060119 94.550 94.800 94.250 94.650 +0.150 15,118 102,680 +4,062
Jun06 060119 87.300 87.525 87.050 87.375 +0.125 4,355 37,820 +746
Aug06 060119 85.675 86.050 85.550 85.925 +0.200 1,632 16,007 +551
Oct06 060119 88.550 88.900 88.400 88.825 +0.275 1,001 7,350 +545
Dec06 060119 89.400 89.650 89.200 89.625 +0.225 173 4,053 +95
Total Volume and Open Interest 37,482 232,880 +3,524
Feeder Cattle(CME)
Jan06 060119 112.100 112.500 112.000 112.450 +0.675 1,282 4,101 -442
Mar06 060119 111.400 111.875 111.000 111.700 +0.500 2,721 15,288 -237
Apr06 060119 112.300 112.650 111.800 112.325 -0.025 868 6,177 +161
May06 060119 112.800 113.000 112.200 112.650 unch 412 3,571 +103
Aug06 060119 113.450 113.650 113.125 113.400 -0.125 495 3,239 +103
Sep06 060119 112.850 112.900 112.650 112.900 +0.100 15 256 +9
Oct06 060119 112.500 112.500 112.250 112.300 -0.200 127 200 +74
Total Volume and Open Interest 5,942 32,961 -208
Lean Hogs(CME)
Feb06 060119 58.750 59.150 58.075 58.650 +0.500 11,878 24,758 -5,057
Apr06 060119 63.700 64.200 63.050 63.575 +0.575 15,205 72,497 +1,019
May06 060119 66.350 66.950 66.350 66.800 +0.525 311 4,109 +89
Jun06 060119 69.800 70.100 69.250 69.850 +0.550 2,862 19,100 +397
Jul06 060119 67.000 67.700 67.000 67.575 +0.725 1,048 7,987 -85
Aug06 060119 64.550 64.800 64.250 64.650 +0.400 569 3,076 +277
Oct06 060119 55.300 55.300 54.900 55.300 +0.400 169 1,948 +27
Dec06 060119 52.900 52.900 52.100 52.150 -0.250 80 970 +53
Total Volume and Open Interest 32,129 134,462 -3,280
Pork Bellies(CME)
Feb06 060119 80.000 82.650 80.000 82.550 +0.825 460 1,314 +73
Mar06 060119 80.500 81.600 80.000 81.450 +0.025 71 482 +18
May06 060119 81.200 83.100 81.200 82.600 -0.125 75 385 +20
Jul06 060119 84.025 84.950 83.600 84.950 unch 7 142 +2
Aug06 060119 86.600 86.600 86.600 86.600 -0.900 0 8 +0
Total Volume and Open Interest 613 2,331 +113
Class III Milk(CME)
Jan06 060119 13.35 13.35 13.35 13.35 unch 9 2,428 -5
Feb06 060119 12.72 12.80 12.71 12.72 -0.08 55 2,560 -100
Mar06 060119 12.67 12.69 12.57 12.57 -0.13 108 2,506 +3
Apr06 060119 12.65 12.67 12.60 12.62 -0.08 150 2,480 +89
May06 060119 12.70 12.70 12.64 12.64 -0.11 36 2,007 +12
Total Volume and Open Interest 696 23,883 +179
Cocoa(NYBOT)
Mar06 060119 1542 1562 1530 1553 -45 8,853 51,504 -642
May06 060119 1573 1585 1556 1575 -46 4,006 23,805 +1,971
Jul06 060119 1598 1605 1578 1596 -45 1,156 13,374 +273
Sep06 060119 1621 1621 1597 1616 -45 502 13,157 +144
Dec06 060119 1643 1643 1643 1643 -45 65 11,211 +20
Mar07 060119 1680 1680 1670 1670 -43 46 11,719 -15
May07 060119 1689 1689 1689 1689 -46 20 2,359 +20
Total Volume and Open Interest 14,657 131,151 +1,773
Coffee "C"(NYBOT)
Mar06 060119 119.50 121.50 117.20 119.40 -2.20 11,872 69,878 +107
May06 060119 122.25 124.00 119.75 121.95 -2.10 5,437 21,715 +2,238
Jul06 060119 124.25 125.75 122.00 124.05 -1.85 1,097 5,728 +541
Sep06 060119 126.00 127.00 124.00 125.90 -1.75 531 3,202 +165
Dec06 060119 128.25 130.00 126.60 128.55 -1.60 261 2,878 -37
Mar07 060119 130.20 131.40 129.00 131.20 -1.45 216 1,762 +158
Total Volume and Open Interest 19,497 105,972 +3,252
Orange Juice(NYBOT)
Mar06 060119 115.00 118.00 114.85 115.10 -0.65 6,436 19,747 -1,463
May06 060119 116.75 118.50 115.60 115.90 -0.95 709 5,596 -56
Jul06 060119 118.50 119.40 118.00 118.00 -1.20 339 1,334 +80
Sep06 060119 118.50 118.50 118.00 118.00 -2.50 254 819 -21
Nov06 060119 118.50 118.50 118.50 118.50 -3.00 112 484 -99
Total Volume and Open Interest 7,861 29,334 -1,558
Sugar #11(NYBOT)
Mar06 060119 15.60 16.22 15.54 16.12 +0.42 35,057 249,022 -1,755
May06 060119 15.59 16.00 15.51 15.93 +0.25 18,011 102,514 +1,175
Jul06 060119 15.02 15.31 14.98 15.28 +0.15 5,768 66,063 +428
Oct06 060119 14.82 15.10 14.76 15.07 +0.16 3,572 46,806 -462
Mar07 060119 14.73 14.95 14.68 14.93 +0.13 3,248 40,348 -352
Total Volume and Open Interest 66,678 529,772 -1,853
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060119 23.25 23.30 23.20 23.30 unch 747 2,393 -625
May06 060119 22.85 22.85 22.70 22.70 -0.15 2 3,587 +2
Jul06 060119 22.94 22.94 22.94 22.94 -0.03 0 3,748 +0
Sep06 060119 22.98 22.98 22.98 22.98 unch 0 2,019 +0
Total Volume and Open Interest 872 14,244 -528
London Cocoa(LCE)
Mar06 060119 939 939 912 920 -24 8,564 68,312 +452
May06 060119 941 941 924 932 -25 4,492 27,007 -627
Jul06 060119 951 954 937 946 -23 2,291 35,930 +1,108
Sep06 060119 953 961 950 959 -23 723 18,093 +359
Dec06 060119 970 970 961 969 -23 1,863 21,628 +1,274
Mar07 060119 975 980 975 980 -23 71 7,157 +63
May07 060119 989 990 988 990 -23 51 493 +36
Total Volume and Open Interest 18,055 178,689 +2,665
London Coffee(LCE)
Jan06 060119 1247.00 1247.00 1210.00 1227.00 -33.00 41 593 -27
Mar06 060119 1261.00 1266.00 1220.00 1239.00 -33.00 5,042 79,466 -194
May06 060119 1277.00 1281.00 1238.00 1257.00 -33.00 1,545 45,223 +702
Jul06 060119 1292.00 1295.00 1254.00 1271.00 -32.00 164 7,474 -27
Sep06 060119 1300.00 1301.00 1285.00 1285.00 -33.00 74 4,116 +0
Nov06 060119 1314.00 1314.00 1295.00 1298.00 -33.00 318 530 +157
Total Volume and Open Interest 7,235 137,614 +648
London Sugar(LCE)
Mar06 060119 379.70 386.90 372.30 383.10 +4.00 4,119 34,283 -516
May06 060119 388.00 394.00 381.40 390.30 +3.00 2,660 14,845 +334
Aug06 060119 397.10 403.20 393.70 400.30 +1.20 704 9,452 +392
Oct06 060119 398.50 406.00 398.50 402.80 +2.70 265 7,640 +10
Dec06 060119 399.40 406.00 399.40 403.30 +2.70 8 3,115 +0
Total Volume and Open Interest 7,772 73,380 +234
Cotton(NYBOT)
Mar06 060119 54.80 55.89 54.70 55.76 +1.20 13,267 80,551 -3,189
May06 060119 55.99 56.95 55.95 56.88 +1.09 2,203 22,450 +282
Jul06 060119 57.00 57.90 56.90 57.75 +0.91 504 5,609 +123
Oct06 060119 58.65 58.65 58.65 58.65 +0.78 0 104 +0
Dec06 060119 58.85 59.80 58.85 59.60 +0.81 278 4,413 +25
Mar07 060119 61.55 61.55 61.35 61.35 +0.75 81 447 +66
Total Volume and Open Interest 16,450 113,959 -2,593
Lumber(CME)
Mar06 060119 358.0 363.4 354.7 359.3 -1.1 1,584 4,160 -690
May06 060119 359.5 360.9 354.0 359.4 -2.4 264 1,159 +32
Jul06 060119 349.2 355.1 349.2 351.4 -2.4 59 353 +0
Sep06 060119 347.0 351.9 346.7 351.1 -3.7 23 141 +0
Total Volume and Open Interest 1,930 5,815 -658
Crude Oil(NYM)
Feb06 060119 65.50 66.90 65.25 66.83 +1.10 87,073 53,087 -18,991
Mar06 060119 66.18 67.30 65.80 67.19 +0.94 133,628 279,432 +9,225
Apr06 060119 66.65 67.75 66.40 67.69 +0.96 35,712 81,941 +2,456
May06 060119 67.02 68.04 66.75 68.04 +0.97 12,674 42,377 +578
Jun06 060119 67.40 68.29 67.00 68.29 +0.95 16,305 61,037 +1,443
Jul06 060119 67.60 68.51 67.50 68.51 +0.95 2,929 17,305 +52
Aug06 060119 67.85 68.67 67.85 68.67 +0.94 4,001 13,525 +793
Sep06 060119 67.95 68.80 67.90 68.80 +0.93 3,620 21,046 -911
Oct06 060119 67.90 68.91 67.55 68.91 +0.92 2,004 8,344 -188
Nov06 060119 67.65 68.99 67.65 68.99 +0.91 1,923 13,814 -302
Dec06 060119 68.35 69.05 68.10 69.05 +0.91 16,543 60,322 -931
Jan07 060119 68.25 69.08 68.25 69.08 +0.90 1,503 16,247 +657
Feb07 060119 68.20 69.09 68.20 69.09 +0.89 3 5,036 -47
Mar07 060119 68.10 69.09 68.10 69.09 +0.88 500 7,959 -193
Apr07 060119 69.07 69.07 69.07 69.07 +0.87 0 5,822 +0
May07 060119 69.03 69.03 69.03 69.03 +0.86 240 2,961 -95
Total Volume and Open Interest 328,648 904,657 -4,916
Heating Oil(NYM)
Feb06 060119 174.95 180.10 174.25 179.69 +4.14 25,996 36,814 -4,734
Mar06 060119 178.50 184.00 178.00 183.41 +4.43 20,362 66,819 +1,974
Apr06 060119 180.00 185.01 179.75 185.01 +4.43 5,097 19,602 +777
May06 060119 182.00 186.21 181.50 186.21 +4.48 1,226 8,797 -6
Jun06 060119 182.75 187.51 182.75 187.51 +4.58 1,879 10,033 +149
Jul06 060119 187.20 188.91 187.00 188.91 +4.58 1,599 5,876 +307
Aug06 060119 189.20 190.86 189.00 190.86 +4.63 888 3,966 +27
Sep06 060119 191.55 193.11 191.25 193.11 +4.58 722 2,662 +187
Oct06 060119 194.25 195.71 193.30 195.71 +4.48 520 1,371 +219
Nov06 060119 196.85 198.26 195.80 198.26 +4.43 267 1,540 +132
Dec06 060119 199.40 200.76 198.00 200.76 +4.38 1,000 6,867 +210
Jan07 060119 201.25 202.56 200.25 202.56 +4.38 113 2,279 -28
Total Volume and Open Interest 59,687 170,178 -780
Unleaded Gas(NYM)
Feb06 060119 176.50 178.00 172.55 177.60 +0.27 29,412 35,527 -5,550
Mar06 060119 180.50 183.00 178.00 182.77 +1.11 19,126 56,332 +589
Apr06 060119 190.50 193.50 190.10 193.47 +1.86 7,808 21,746 -190
May06 060119 192.80 196.00 191.00 195.37 +2.26 3,086 15,724 +551
Jun06 060119 193.20 197.20 192.00 196.72 +2.56 2,329 9,298 +600
Jul06 060119 194.00 198.00 194.00 197.02 +2.81 1,067 4,624 +213
Aug06 060119 194.50 196.62 194.50 196.62 +2.91 525 3,615 +236
Sep06 060119 193.50 195.12 193.50 195.12 +3.01 558 5,101 +132
Oct06 060119 187.12 187.12 187.12 187.12 +3.06 0 1,099 +0
Nov06 060119 185.07 185.07 185.07 185.07 +3.11 0 555 +0
Dec06 060119 184.17 184.17 184.17 184.17 +3.16 3 433 +0
Jan07 060119 184.87 184.87 184.87 184.87 +3.21 0 186 +0
Total Volume and Open Interest 63,914 154,240 -3,419
Natural Gas(NYM)
Feb06 060119 8.789 8.940 8.460 8.905 +0.211 33,829 41,356 -4,978
Mar06 060119 8.750 9.100 8.700 9.082 +0.204 24,200 91,328 +1,693
Apr06 060119 8.780 9.100 8.700 9.097 +0.179 14,466 33,929 +847
May06 060119 9.075 9.180 8.830 9.172 +0.169 7,566 32,670 +915
Jun06 060119 8.950 9.259 8.900 9.259 +0.171 3,618 19,540 -102
Jul06 060119 9.020 9.331 8.990 9.331 +0.173 1,170 20,509 +348
Aug06 060119 9.100 9.400 9.050 9.400 +0.170 1,263 19,563 +5
Sep06 060119 9.130 9.440 9.120 9.440 +0.175 1,335 14,814 -350
Oct06 060119 9.200 9.510 9.170 9.510 +0.175 4,418 29,141 -408
Nov06 060119 9.900 10.220 9.880 10.220 +0.200 863 13,072 +2
Dec06 060119 10.530 10.865 10.530 10.865 +0.205 1,293 16,331 +360
Jan07 060119 11.000 11.330 11.000 11.330 +0.215 2,176 15,905 +576
Feb07 060119 11.090 11.345 11.090 11.345 +0.215 894 8,846 +396
Mar07 060119 10.848 11.170 10.800 11.170 +0.215 2,237 15,577 +320
Apr07 060119 9.230 9.390 9.230 9.390 +0.185 1,827 13,584 +320
May07 060119 9.210 9.210 9.210 9.210 +0.190 114 12,696 +20
Total Volume and Open Interest 105,582 547,977 +995
Brent Crude Oil(ICE)
Mar06 060119 64.44 65.50 63.80 65.23 +1.04 87,523 109,412 -7,080
Apr06 060119 64.93 66.01 64.35 65.76 +1.04 39,859 89,336 +2,488
May06 060119 65.24 66.24 64.79 66.12 +1.03 11,821 20,395 +140
Jun06 060119 65.70 66.51 65.40 66.40 +1.03 7,673 26,442 +314
Jul06 060119 66.02 66.78 65.65 66.66 +1.04 2,771 14,520 +158
Aug06 060119 66.16 66.99 65.87 66.87 +1.02 1,265 3,969 +55
Sep06 060119 66.46 67.14 65.98 67.03 +1.01 1,985 16,538 +1,192
Oct06 060119 66.57 67.15 66.02 67.15 +1.00 50 5,463 +41
Nov06 060119 67.22 67.22 67.22 67.22 +0.97 0 4,420 +0
Dec06 060119 66.57 67.42 66.08 67.28 +0.95 5,114 28,995 +877
Jan07 060119 67.36 67.36 67.36 67.36 +0.95 0 3,195 +0
Feb07 060119 67.40 67.40 67.40 67.40 +0.96 0 2,105 +0
Mar07 060119 67.40 67.40 67.40 67.40 +0.96 0 3,785 +0
Apr07 060119 67.40 67.40 67.40 67.40 +0.96 0 200 +0
Total Volume and Open Interest 159,211 374,913 -2,364
Gas Oil(ICE)
Feb06 060119 545.50 554.00 539.00 546.25 -2.25 22,103 50,556 -3,658
Mar06 060119 558.00 565.25 551.50 558.00 unch 19,112 51,847 +2,371
Apr06 060119 560.75 570.50 559.50 566.25 +2.00 10,149 22,740 +1,142
May06 060119 569.00 574.00 566.25 573.00 +2.50 3,129 8,509 +112
Jun06 060119 576.00 580.50 573.50 579.25 +2.75 2,314 23,791 +903
Jul06 060119 582.50 586.75 580.00 585.50 +2.75 71 9,415 +0
Aug06 060119 586.50 591.75 586.50 591.75 +3.00 0 1,811 +0
Sep06 060119 597.75 597.75 597.75 597.75 +4.25 0 2,207 +0
Oct06 060119 602.25 602.25 602.25 602.25 +4.50 64 4,192 -50
Nov06 060119 605.25 605.25 605.25 605.25 +5.25 800 2,450 +796
Total Volume and Open Interest 60,573 215,143 +2,323
US Dollar Index(NYBOT)
Mar06 060119 89.10 89.50 88.98 89.21 +0.13 1,923 24,429 +527
Jun06 060119 89.10 89.10 88.75 88.88 +0.13 3 2,056 +3
Sep06 060119 88.59 88.59 88.59 88.59 +0.13 0 8 +0
Total Volume and Open Interest 1,926 26,498 +530
Australian Dollar(CME)
Mar06 060119 74.39 74.77 74.33 74.61 -0.12 3,065 62,199 +1,199
Jun06 060119 74.25 74.54 74.25 74.44 -0.12 3 433 +45
Sep06 060119 74.29 74.29 74.29 74.29 -0.12 0 9 +0
Total Volume and Open Interest 3,068 62,769 +1,244
British Pound(CME)
Mar06 060119 175.51 176.39 175.49 175.90 -0.40 2,273 83,686 +825
Jun06 060119 176.05 176.05 176.05 176.05 -0.40 0 252 -3
Sep06 060119 176.45 176.45 176.20 176.20 -0.40 0 16 +0
Total Volume and Open Interest 2,273 83,957 +822
Canadian Dollar(CME)
Mar06 060119 84.95 86.17 84.93 86.03 +0.49 7,189 96,292 -3,031
Jun06 060119 85.13 86.25 85.13 86.25 +0.49 75 2,157 +117
Sep06 060119 85.51 86.44 85.51 86.44 +0.49 6 378 +12
Dec06 060119 86.63 86.63 86.63 86.63 +0.49 4 127 +4
Total Volume and Open Interest 7,274 99,054 -2,898
Japanese Yen(CME)
Mar06 060119 87.40 87.55 87.08 87.16 -0.23 1,742 143,772 -2,844
Jun06 060119 88.25 88.25 88.25 88.25 -0.23 3 21,187 +188
Sep06 060119 89.26 89.26 89.26 89.26 -0.23 0 34 +0
Total Volume and Open Interest 1,745 165,025 -2,656
Swiss Franc(CME)
Mar06 060119 78.06 78.46 77.97 78.24 -0.27 3,398 79,078 -956
Jun06 060119 78.94 78.94 78.94 78.94 -0.27 0 330 -48
Sep06 060119 79.58 79.58 79.58 79.58 -0.27 0 25 +0
Total Volume and Open Interest 3,398 79,476 -1,004
EuroFX(CME)
Mar06 060119 121.06 121.62 120.88 121.26 -0.21 4,087 130,273 +5,328
Jun06 060119 121.80 121.93 121.79 121.93 -0.21 21 3,128 +97
Sep06 060119 122.53 122.53 122.53 122.53 -0.21 1 1,463 +0
Total Volume and Open Interest 4,109 134,990 +5,425
Mexican Peso(CME)
Mar06 060119 9445.0 9455.0 9415.0 9450.0 +33.0 13,600 74,112 +481
Jun06 060119 9345.0 9375.0 9345.0 9370.0 +35.0 0 522 +0
Total Volume and Open Interest 13,600 99,966 +471
30-Year T-Bonds(CBOT)
Mar06 060119 114~26 114~27 114~08 114~13 -0~11 407,930 603,412 -4,419
Jun06 060119 114~18 114~20 114~10 114~10 -0~12 1,834 4,515 +1,065
Sep06 060119 114~10 114~10 114~10 114~10 -0~12 1 54 +1
Total Volume and Open Interest 409,765 607,991 -3,353
10-Year T-Notes(CBOT)
Mar06 060119 109~255 109~255 109~135 109~160 -0~085 975,972 1,675,973 +46,011
Jun06 060119 109~190 109~205 109~120 109~140 -0~085 12,225 27,967 +2,343
Total Volume and Open Interest 988,400 1,704,078 +48,453
5-Year T-Notes(CBOT)
Mar06 060119 106~175 106~200 106~130 106~150 -0~060 571,368 0 +0
Jun06 060119 106~150 106~150 106~140 106~140 -0~060 3,990 0 +0
Sep06 060119 106~160 106~160 106~160 106~160 -0~060      
Total Volume and Open Interest 575,358 1 +0
2 Year T-Notes(CBOT)
Mar06 060119 102~092 102~096 102~086 102~088 -0~010 2,450 454,007 +7,008
Jun06 060119 102~085 102~085 102~085 102~085 -0~011 0 25 +0
Total Volume and Open Interest 2,450 454,032 +7,008
Eurodollars(CME)
Mar06 060119 95.260 95.260 95.245 95.250 -0.015 35,554 1,250,580 -9,330
Jun06 060119 95.200 95.210 95.180 95.185 -0.035 41,518 1,306,714 +4,856
Sep06 060119 95.255 95.260 95.200 95.205 -0.050 241,980 1,174,349 -9,421
Dec06 060119 95.295 95.300 95.260 95.270 -0.050 36,126 1,152,213 +21,458
Mar07 060119 95.365 95.375 95.335 95.340 -0.050 39,294 897,681 +3,282
Jun07 060119 95.405 95.405 95.370 95.375 -0.055 40,909 711,815 +5,994
Sep07 060119 95.420 95.435 95.390 95.395 -0.055 29,935 450,455 -91
Dec07 060119 95.420 95.420 95.390 95.395 -0.050 27,199 326,566 -704
Mar08 060119 95.405 95.410 95.390 95.390 -0.055 27,039 266,474 -1,712
Jun08 060119 95.385 95.385 95.365 95.370 -0.050 39,841 276,892 -1,921
Sep08 060119 95.350 95.355 95.335 95.340 -0.050 18,980 218,479 -8,825
Dec08 060119 95.300 95.310 95.290 95.295 -0.050 15,727 164,603 -3,366
Mar09 060119 95.280 95.285 95.265 95.270 -0.050 10,617 128,968 +2,724
Jun09 060119 95.240 95.250 95.230 95.235 -0.050 6,696 105,547 -2,318
Sep09 060119 95.200 95.215 95.195 95.205 -0.045 3,068 96,345 -976
Dec09 060119 95.170 95.175 95.150 95.160 -0.045 5,264 86,036 +1,246
Mar10 060119 95.145 95.145 95.130 95.135 -0.045 4,025 63,676 +207
Jun10 060119 95.120 95.130 95.110 95.110 -0.045 7,699 65,589 -530
Total Volume and Open Interest 453,932 8,878,182 -24,377
3-Mth Euro-Yen(CME)
Mar06 060119 99.88 99.88 99.88 99.88 -0.01 100 5,671 +0
Jun06 060119 99.82 99.82 99.82 99.82 -0.01 2,491 9,516 -18
Sep06 060119 99.72 99.72 99.72 99.72 -0.01 175 5,397 -556
Dec06 060119 99.62 99.62 99.62 99.62 -0.02 149 6,200 +118
Mar07 060119 99.51 99.51 99.51 99.51 -0.03 104 760 -160
Jun07 060119 99.42 99.42 99.42 99.42 -0.02 391 3,387 -308
Sep07 060119 99.32 99.32 99.32 99.32 -0.01 0 1,708 +0
Dec07 060119 99.24 99.24 99.24 99.24 unch 301 372 +300
Mar08 060119 99.12 99.12 99.12 99.12 -0.02 0 51 +0
Jun08 060119 99.01 99.01 99.01 99.01 -0.03 0 252 +0
Total Volume and Open Interest 3,711 33,314 -624
3-Mth Euro-Yen(SIMEX)
Mar06 060119 99.89 99.89 99.88 99.88 -0.01 6,135 70,371 +3,437
Jun06 060119 99.82 99.82 99.82 99.82 -0.01 5,758 64,125 +2,789
Sep06 060119 99.73 99.73 99.72 99.73 -0.01 1,618 38,798 -178
Dec06 060119 99.64 99.64 99.62 99.62 -0.02 5,945 68,344 +1,192
Mar07 060119 99.53 99.53 99.52 99.52 -0.02 2,401 33,828 +1,131
Jun07 060119 99.43 99.43 99.42 99.42 -0.02 497 19,923 +165
Sep07 060119 99.33 99.33 99.32 99.32 -0.02 40 3,899 -31
Dec07 060119 99.23 99.23 99.22 99.22 -0.02 200 13,137 +100
Total Volume and Open Interest 22,594 329,762 +8,605
German Euro-Bund(EUREX)
Mar06 060119 122.10 122.10 121.41 121.56 -0.67 1,633,504 1,400,802 +1,884
Jun06 060119 121.15 121.15 120.63 120.74 -0.68 1,241 4,309 -351
Sep06 060119 121.25 121.25 121.25 121.25 -0.67 202 2 +2
Total Volume and Open Interest 1,634,947 1,405,113 +1,535
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060119 112.26 112.26 111.98 111.98 -0.41 132 1,051 +1
Sep06 060119 112.28 112.28 112.28 112.28 -0.42 500 0 +0
Total Volume and Open Interest 905,570 946,841 +14,292
Long Gilt(LIFFE)
Mar06 060119 115~17 115~18 114~28 115~00 -0~18 95,246 253,746 -4,615
Jun06 060119 114~24 114~24 114~24 114~24 -0~18      
Total Volume and Open Interest 95,246 253,746 -4,615
3-Mth Short Sterling(LIFFE)
Mar06 060119 95.46 95.46 95.46 95.46 -0.01 37,924 345,749 +2,331
Jun06 060119 95.52 95.52 95.52 95.52 -0.03 61,643 367,118 +489
Sep06 060119 95.51 95.51 95.51 95.51 -0.04 63,833 294,666 +4,940
Total Volume and Open Interest 291,567 1,764,651 +17,161
3-Mth Euribor(LIFFE)
Mar06 060119 97.330 97.330 97.305 97.310 -0.020 97,157 650,659 +5,477
Jun06 060119 97.180 97.180 97.130 97.140 -0.045 99,636 574,909 -3,059
Sep06 060119 97.060 97.070 97.005 97.020 -0.065 129,340 454,974 -4,612
Total Volume and Open Interest 645,620 3,075,403 +9,412
3-Mth Aus T-Bills(SFE)
Mar06 060119 94.38 94.39 94.37 94.39 unch 9,667 140,098 -983
Jun06 060119 94.44 94.45 94.42 94.44 -0.02 27,496 234,988 +6,861
Sep06 060119 94.47 94.48 94.45 94.47 -0.02 7,237 73,784 -1,267
Dec06 060119 94.49 94.49 94.47 94.49 -0.02 4,028 46,459 -20
Mar07 060119 94.48 94.49 94.48 94.49 -0.02 1,524 24,871 +260
Jun07 060119 94.48 94.48 94.47 94.47 -0.03 756 32,326 -512
Sep07 060119 94.45 94.46 94.45 94.46 -0.03 518 18,935 +514
Dec07 060119 94.45 94.45 94.44 94.44 -0.03 85 7,332 +50
Mar08 060119 94.43 94.44 94.43 94.43 -0.03 95 4,228 +93
Jun08 060119 94.43 94.43 94.43 94.43 -0.02 0 1,571 +0
Total Volume and Open Interest 51,414 586,102 +5,002
10-Year Aus T-Bonds(SFE)
Mar06 060119 94.85 94.86 94.83 94.85 -0.03 22,606 336,756 +3,661
Jun06 060119 94.85 94.85 94.85 94.85 -0.03      
Total Volume and Open Interest 22,606 336,756 +3,661
3-Year Aus T-Bonds(SFE)
Mar06 060119 94.89 94.90 94.86 94.88 -0.03 67,351 448,560 +10,984
Jun06 060119 94.88 94.88 94.88 94.88 -0.03      
Total Volume and Open Interest 67,351 448,560 +10,984
Gold(CMX)
Feb06 060119 550.2 559.7 548.7 559.0 +14.5 69,497 230,090 -4,905
Apr06 060119 555.0 564.4 553.5 563.9 +14.6 9,010 46,171 +1,969
Jun06 060119 560.0 569.0 559.5 568.7 +14.7 1,849 25,725 +279
Aug06 060119 566.0 573.6 566.0 573.6 +14.8 183 5,056 +120
Oct06 060119 578.4 578.4 578.4 578.4 +14.9 142 6,815 +130
Dec06 060119 573.5 585.0 573.5 583.2 +15.1 640 13,839 +249
Feb07 060119 588.0 588.0 588.0 588.0 +15.2 75 6,794 +54
Apr07 060119 592.7 592.7 592.7 592.7 +15.4 0 1,332 +0
Jun07 060119 597.4 597.4 597.4 597.4 +15.5 58 7,735 +25
Aug07 060119 602.1 602.1 602.1 602.1 +15.6 8 207 -6
Oct07 060119 606.7 606.7 606.7 606.7 +15.7 0 2 +0
Dec07 060119 602.0 611.4 602.0 611.4 +15.8 147 8,652 -6
Total Volume and Open Interest 81,664 359,613 -2,091
Silver(CMX)
Mar06 060119 897.0 912.0 894.0 910.8 +23.5 23,723 92,015 -2,796
May06 060119 905.0 918.5 904.0 918.5 +23.6 1,185 5,672 +735
Jul06 060119 916.0 926.2 916.0 926.2 +23.7 286 10,370 +77
Sep06 060119 933.0 933.0 933.0 933.0 +23.8 15 4,604 -3
Dec06 060119 926.0 944.0 926.0 941.8 +23.9 131 11,745 +36
Mar07 060119 937.0 948.6 937.0 948.6 +24.3 4 251 +3
May07 060119 952.8 952.8 952.8 952.8 +24.5 0 4 +0
Total Volume and Open Interest 25,612 129,908 -1,793
Platinum(NYM)
Jan06 060119 1048.0 1048.0 1040.2 1040.2 +18.8 12 42 -2
Apr06 060119 1042.0 1049.8 1042.0 1048.7 +18.8 1,188 10,857 +120
Jul06 060119 1053.7 1053.7 1053.7 1053.7 +18.8 0 48 +0
Total Volume and Open Interest 1,200 10,947 +118
Palladium(NYME)
Mar06 060119 272.50 278.50 272.50 277.65 +3.75 1,076 13,417 +93
Jun06 060119 278.50 282.50 278.00 281.40 +3.75 87 653 +10
Sep06 060119 283.40 283.40 283.40 283.40 +3.75 0 27 +0
Total Volume and Open Interest 1,163 14,131 +103
Copper(CMX)
Mar06 060119 212.50 213.00 210.50 211.10 -0.90 7,283 70,788 +494
May06 060119 207.80 208.40 206.60 206.80 -0.60 994 12,563 +302
Jul06 060119 203.40 203.40 201.70 201.80 -0.60 45 4,886 +21
Sep06 060119 198.00 198.00 196.75 196.75 -0.60 13 2,569 +11
Dec06 060119 191.40 191.40 190.65 190.65 -0.60 85 1,991 +17
Total Volume and Open Interest 9,129 101,471 +769
Aluminum(CMX)
Jan06 060119 109.90 109.90 109.90 109.90 -0.60 0 75 +0
Feb06 060119 110.60 110.60 110.60 110.60 -0.60 0 695 +0
Mar06 060119 110.50 110.50 110.50 110.50 -0.60 0 75 +0
Apr06 060119 110.40 110.40 110.40 110.40 -0.60 0 50 +0
May06 060119 110.40 110.40 110.40 110.40 -0.60 0 50 +0
Jun06 060119 110.40 110.40 110.40 110.40 -0.60 0 50 +0
Total Volume and Open Interest 0 1,070 +0
DJIA Index(CBOT)
Mar06 060119 10917 10945 10880 10898 +7 5,876 40,579 +51
Jun06 060119 10992 10992 10967 10967 +5 10 30 +0
Sep06 060119 11034 11034 11034 11034 +7 0 1 +0
Dec06 060119 11069 11069 11069 11069 +7 0 6 +0
Total Volume and Open Interest 5,886 40,616 +51
S & P 500(CME)
Mar06 060119 1285.80 1292.80 1283.20 1288.30 +4.60 36,934 647,195 +3,680
Jun06 060119 1294.20 1302.00 1293.60 1298.10 +4.70 115 6,980 -34
Sep06 060119 1307.70 1307.70 1307.70 1307.70 +4.80 50 5,743 -30
Dec06 060119 1317.20 1317.20 1317.20 1317.20 +4.90 0 355 +0
Total Volume and Open Interest 37,099 660,350 +3,616
S & P 500 E-Mini(Globex)
Mar06 060119 1282.50 1293.00 1280.25 1288.25 +4.50 1,172,085 1,143,538 -4,401
Jun06 060119 1294.00 1302.00 1293.75 1298.00 +4.50 1,203 3,650 +519
Total Volume and Open Interest 1,173,288 1,147,188 -3,882
NASDAQ 100(CME)
Mar06 060119 1735.00 1753.00 1730.00 1738.50 +11.00 10,284 62,794 +2,407
Jun06 060119 1770.00 1770.00 1757.00 1757.00 +11.00 0 23 +0
Sep06 060119 1775.50 1775.50 1775.50 1775.50 +11.00      
Total Volume and Open Interest 10,284 62,817 +2,407
NASDAQ 100 E-Mini(Globex)
Mar06 060119 1724.00 1752.50 1721.50 1738.50 +11.00 440,581 368,453 +17,826
Jun06 060119 1750.00 1767.50 1750.00 1757.00 +11.00 89 127 -44
Total Volume and Open Interest 440,670 368,580 +17,782
S & P Midcap 400(CME)
Mar06 060119 768.00 775.75 767.50 774.00 +7.80 106 12,166 +17
Jun06 060119 780.50 780.50 780.50 780.50 +7.80 0 7 +0
Sep06 060119 129.14 129.14 129.14 129.14 +7.80      
Total Volume and Open Interest 106 12,173 +17
Russell 2000(CME)
Mar06 060119 708.00 719.50 707.20 717.40 +10.70 1,192 28,530 -33
Jun06 060119 723.00 723.00 723.00 723.00 +10.80 2 6 +2
Sep06 060119 727.20 727.20 727.20 727.20 +10.80 0 5 +0
Total Volume and Open Interest 1,194 28,541 -31
Russell 2000 E-Mini(Globex)
Mar06 060119 705.50 719.50 703.40 717.40 +10.70 147,491 277,514 -497
Jun06 060119 711.20 724.50 710.90 723.00 +10.80 57 216 +50
Total Volume and Open Interest 147,548 277,730 -447
Value Line(KCBT)
Mar06 060119 1999.50 2021.00 1998.00 2017.00 +19.50 34 166 -3
Total Volume and Open Interest 34 167 -3
Nikkei 225(CME)
Mar06 060119 15265 15740 15265 15695 +345 178,687 230,266 +11,146
Jun06 060119 15440 15660 15235 15625 +355 1,236 6 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060119 15265 15740 15265 15695 +345 178,687 230,266 +11,146
Jun06 060119 15440 15660 15235 15625 +355 1,236 6 +0
Sep06 060119 15625 15625 15625 15625 +355 0 3 +0
Total Volume and Open Interest 180,170 230,430 +11,148
CAC 40(MATIF)
Jan06 060119 4794.5 4832.0 4790.0 4814.5 +40.0 319,160 493,010 +32,964
Feb06 060119 4803.5 4840.5 4799.0 4823.0 +40.0 209,520 169,522 +98,515
Mar06 060119 4811.5 4848.0 4808.0 4832.0 +40.0 31,072 91,686 +16,573
Total Volume and Open Interest 559,823 754,401 +148,064
Hang Seng Index(HKFE)
Jan06 060119 15550 15745 15532 15735 +280 51,429 115,890 -1,280
Feb06 060119 15624 15790 15580 15778 +278 2,172 3,206 +56
Mar06 060119 15536 15730 15536 15726 +276 143 1,897 +32
Total Volume and Open Interest 53,784 121,364 -1,186
DAX Index(EUREX)
Mar06 060119 5441.5 5472.0 5430.0 5451.5 +24.5 187,728 196,001 +6,367
Jun06 060119 5493.0 5509.0 5471.0 5488.5 +24.5 3,098 10,160 +204
Sep06 060119 5529.0 5549.0 5513.5 5528.0 +25.0 214 966 -18
Total Volume and Open Interest 191,040 207,127 +6,553
FT-SE 100(LIFFE)
Mar06 060119 5677.00 5701.50 5673.50 5681.00 +28.00 82,993 417,938 -6,488
Jun06 060119 5695.00 5712.00 5692.50 5692.50 +28.50 923 16,360 +614
Sep06 060119 5701.50 5705.50 5701.50 5705.50 +28.50 1,183 2,058 +1,002
Total Volume and Open Interest 85,849 437,706 -4,872
SPI 200(SFE)
Mar06 060119 4780.0 4830.0 4754.0 4822.0 +59.0 22,688 180,476 +8,558
Jun06 060119 4785.0 4846.0 4781.0 4846.0 +57.0 94 4,997 +15
Sep06 060119 4847.0 4847.0 4847.0 4847.0 +57.0 0 2,231 +0
Total Volume and Open Interest 22,802 189,551 +8,593
GSCI(CME)
Feb06 060119 439.60 447.00 438.00 447.00 +7.00 748 19,221 +285
Mar06 060119 445.00 451.25 445.00 451.25 +5.75 0 1 +0
Apr06 060119 448.50 452.25 448.50 452.25 +6.00      
Total Volume and Open Interest 1,077 21,000  
Reuters CRB Index(NYBOT)
Feb06 060119 350.50 351.25 349.50 351.25 +2.00 2 90 +0
Apr06 060119 352.00 354.00 352.00 353.00 +2.00 46 526 +8
Jun06 060119 354.00 355.00 354.00 355.00 +2.00 0 408 +0
Total Volume and Open Interest 48 1,024 +8
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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