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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 26, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060126 566.50 573.50 565.50 573.00 +6.00 49,325 177,069 +1,399
May06 060126 577.00 585.00 576.50 584.50 +6.50 8,623 54,779 +2,568
Jul06 060126 587.00 595.00 586.50 594.75 +6.25 6,112 54,445 +1,468
Aug06 060126 591.00 597.00 590.00 597.00 +6.00 367 3,617 -2
Sep06 060126 596.00 599.00 594.00 599.00 +7.00 14 1,698 -8
Nov06 060126 600.00 607.00 598.50 606.00 +5.50 4,872 39,194 +1,452
Jan07 060126 608.00 612.00 606.00 611.50 +1.50 23 965 +39
Total Volume and Open Interest 69,510 334,678 +6,956
Soybean Meal(CBOT)
Mar06 060126 178.30 180.50 177.80 180.30 +1.90 14,131 49,271 -1,341
May06 060126 180.00 182.30 179.80 181.90 +1.50 4,790 25,649 +707
Jul06 060126 182.20 185.20 182.20 184.50 +1.60 2,164 24,251 -118
Aug06 060126 183.50 186.30 183.50 185.90 +1.80 260 8,089 +126
Sep06 060126 186.30 187.00 185.50 186.70 +1.80 270 6,024 +173
Oct06 060126 185.00 186.50 185.00 186.20 +1.80 210 4,103 +148
Dec06 060126 186.00 188.50 186.00 188.20 +2.00 1,078 9,545 +520
Jan07 060126 188.70 188.70 188.70 188.70 +0.70 3 95 -3
Total Volume and Open Interest 22,908 127,097 +210
Soybean Oil(CBOT)
Mar06 060126 21.38 21.60 21.21 21.51 -0.01 10,340 91,349 -1,882
May06 060126 21.67 21.95 21.59 21.88 -0.01 4,388 28,978 +46
Jul06 060126 22.05 22.35 21.98 22.24 -0.03 3,397 29,953 +1,152
Aug06 060126 22.26 22.35 22.18 22.35 -0.05 111 4,193 +103
Sep06 060126 22.33 22.50 22.33 22.50 -0.05 9 3,064 +5
Oct06 060126 22.45 22.65 22.45 22.65 -0.05 5 1,868 +8
Dec06 060126 22.75 22.98 22.73 22.98 -0.02 1,065 14,631 +435
Jan07 060126 23.17 23.17 23.17 23.17 unch 0 224 +0
Total Volume and Open Interest 19,315 175,085 -132
Canola(WCE)
Mar06 060126 238.7 239.5 237.2 238.4 -0.5 8,834 49,042 -1,929
May06 060126 245.2 246.0 244.9 245.6 -0.4 3,049 16,426 +1,792
Jul06 060126 253.1 254.0 252.4 253.9 +0.5 1,383 5,705 +984
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Nov06 060126 267.0 268.7 267.0 268.7 +0.5 303 9,936 +203
Total Volume and Open Interest 13,571 81,487 +1,050
Corn(CBOT)
Mar06 060126 216.75 217.25 213.75 217.00 +0.50 114,350 444,365 -3,358
May06 060126 226.00 227.00 223.50 226.75 +0.75 24,903 157,011 +11,060
Jul06 060126 235.00 236.00 232.75 235.75 +0.75 15,738 119,687 +3,851
Sep06 060126 241.75 243.50 240.50 243.25 +1.00 1,362 27,079 +434
Dec06 060126 251.50 253.00 250.00 252.75 +0.50 27,441 129,614 +9,983
Mar07 060126 257.75 259.00 256.00 258.75 unch 2,016 11,093 +1,975
Total Volume and Open Interest 191,468 914,677 +27,873
Wheat(CBOT)
Mar06 060126 341.50 345.50 340.50 344.50 +2.50 49,106 204,214 +792
May06 060126 352.00 356.50 351.50 355.75 +3.00 5,751 36,292 +1,950
Jul06 060126 361.00 365.50 361.00 365.00 +2.50 9,915 48,545 +1,868
Sep06 060126 371.00 375.00 370.50 374.50 +2.00 322 4,611 +192
Dec06 060126 383.50 387.50 383.00 387.00 +2.25 3,540 32,970 +1,903
Total Volume and Open Interest 70,112 329,690 +7,330
Wheat(KCBT)
Mar06 060126 392.00 396.50 390.00 395.50 +4.50 9,825 63,567 +277
May06 060126 392.50 399.00 392.00 398.50 +6.00 2,045 17,553 +786
Jul06 060126 393.00 399.00 391.50 398.75 +5.25 10,506 38,317 -438
Sep06 060126 397.00 403.00 396.00 403.00 +5.50 365 5,236 +122
Dec06 060126 406.50 412.50 406.50 412.00 +4.75 3,437 11,090 +2,878
Total Volume and Open Interest 26,309 136,262 +3,746
Wheat(MGE)
Mar06 060126 396.00 401.00 396.00 399.25 +2.50 4,546 18,441 -630
May06 060126 399.00 404.00 399.00 403.25 +3.25 1,206 7,671 +445
Jul06 060126 399.50 405.00 399.50 404.25 +4.75 947 8,861 +21
Sep06 060126 398.00 404.50 398.00 403.50 +3.50 1,287 4,917 +765
Dec06 060126 407.00 411.50 406.00 410.50 +3.00 1,080 2,423 +397
Total Volume and Open Interest 9,095 42,369 +1,015
Oats(CBOT)
Mar06 060126 196.00 197.00 189.00 189.25 -6.50 1,639 8,788 +459
May06 060126 186.75 186.75 181.50 182.75 -3.00 429 814 +199
Jul06 060126 174.25 174.25 171.00 172.00 -2.25 94 441 +39
Sep06 060126 165.00 165.00 165.00 165.00 unch 0 20 +0
Total Volume and Open Interest 2,306 10,829 +774
Rough Rice(CBOT)
Mar06 060126 8.44 8.46 8.30 8.33 -0.15 297 7,763 +83
May06 060126 8.70 8.70 8.59 8.59 -0.13 39 1,578 +35
Jul06 060126 8.89 8.89 8.80 8.80 -0.14 11 769 +100
Sep06 060126 8.98 8.98 8.90 8.90 -0.08 7 242 +2
Total Volume and Open Interest 393 11,147 +327
Live Cattle(CME)
Feb06 060126 95.000 95.300 94.600 94.950 +0.050 10,996 46,833 +46,833
Apr06 060126 93.250 93.700 92.800 93.075 -0.225 11,844 118,480 +118,480
Jun06 060126 86.850 87.175 86.450 86.575 -0.275 5,716 42,682 +42,682
Aug06 060126 85.575 85.850 85.425 85.550 -0.025 1,095 17,968 +17,968
Oct06 060126 88.600 88.750 88.350 88.575 -0.025 652 8,377 +8,377
Dec06 060126 89.300 89.500 89.150 89.325 +0.075 166 4,164 +4,164
Total Volume and Open Interest 30,508 239,305 +838
Feeder Cattle(CME)
Jan06 060126 113.200 113.300 113.150 113.250 -0.075 644 2,811 +2,811
Mar06 060126 111.700 112.050 111.250 111.475 +0.075 1,124 15,402 +15,402
Apr06 060126 112.100 112.600 111.900 112.175 unch 514 6,635 +6,635
May06 060126 112.500 112.750 112.400 112.650 +0.050 187 4,004 +4,004
Aug06 060126 112.800 113.150 112.700 112.950 -0.050 142 3,490 +3,490
Sep06 060126 112.400 112.500 112.300 112.450 +0.050 8 310 +310
Oct06 060126 111.525 111.800 111.500 111.800 +0.100 8 231 +231
Total Volume and Open Interest 2,636 33,038 -417
Lean Hogs(CME)
Feb06 060126 56.950 57.350 56.900 57.175 -0.175 6,489 14,432 +14,432
Apr06 060126 61.650 62.175 61.500 61.925 +0.175 13,298 79,576 +79,576
May06 060126 65.200 66.200 65.150 66.125 +0.800 293 3,891 +3,891
Jun06 060126 68.150 68.800 68.050 68.675 +0.225 3,621 21,156 +21,156
Jul06 060126 65.750 66.450 65.700 66.400 +0.350 636 7,952 +7,952
Aug06 060126 63.300 63.800 63.300 63.800 +0.400 419 3,388 +3,388
Oct06 060126 53.700 54.400 53.700 54.300 +0.475 295 2,302 +2,302
Dec06 060126 51.900 52.375 51.700 52.150 +0.625 258 1,190 +1,190
Total Volume and Open Interest 25,309 133,931 +927
Pork Bellies(CME)
Feb06 060126 79.300 79.300 77.900 78.225 -1.225 268 958 +958
Mar06 060126 77.400 77.500 76.450 76.725 -0.625 160 748 +748
May06 060126 79.150 79.500 78.500 78.500 -0.550 152 518 +518
Jul06 060126 80.100 80.100 79.250 79.250 -0.850 23 202 +202
Aug06 060126 83.000 83.000 83.000 83.000 unch 0 7 +7
Total Volume and Open Interest 603 2,433 +88
Class III Milk(CME)
Jan06 060126 13.38 13.38 13.38 13.38 unch 23 2,409 +2,409
Feb06 060126 12.53 12.54 12.40 12.41 -0.12 154 2,546 +2,546
Mar06 060126 12.35 12.35 12.15 12.17 -0.14 161 2,686 +2,686
Apr06 060126 12.32 12.33 12.18 12.18 -0.13 117 2,485 +2,485
May06 060126 12.38 12.38 12.25 12.30 -0.07 105 2,230 +2,230
Total Volume and Open Interest 1,171 26,065 +977
Cocoa(NYBOT)
Mar06 060126 1472 1486 1456 1485 +20 7,705 43,489 -6,553
May06 060126 1493 1510 1478 1509 +19 3,893 27,133 +623
Jul06 060126 1515 1535 1507 1531 +19 1,272 14,803 +780
Sep06 060126 1552 1552 1551 1551 +19 431 14,592 +1,122
Dec06 060126 1560 1579 1560 1579 +19 73 11,192 -8
Mar07 060126 1603 1603 1603 1603 +20 76 12,047 +184
May07 060126 1622 1622 1622 1622 +19 10 2,418 +35
Total Volume and Open Interest 13,464 129,797 -3,816
Coffee "C"(NYBOT)
Mar06 060126 123.20 123.80 120.60 122.85 -0.20 11,768 68,977 +515
May06 060126 125.90 126.30 123.50 125.50 -0.20 5,480 27,083 +3,328
Jul06 060126 127.90 128.00 125.60 127.45 -0.35 914 7,049 +443
Sep06 060126 129.40 129.60 127.50 129.10 -0.35 1,066 4,345 +620
Dec06 060126 132.00 132.00 130.20 131.25 -0.70 742 3,899 +422
Mar07 060126 134.25 134.25 133.00 133.55 -0.90 288 1,937 +146
Total Volume and Open Interest 20,291 114,171 +5,492
Orange Juice(NYBOT)
Mar06 060126 119.00 120.70 119.00 119.90 +0.70 1,870 19,350 -62
May06 060126 119.35 121.00 119.35 120.50 +1.15 843 6,967 +843
Jul06 060126 119.35 121.00 119.35 121.00 +1.25 7 1,287 +42
Sep06 060126 121.50 121.50 121.50 121.50 +1.35 38 835 +16
Nov06 060126 122.00 122.00 122.00 122.00 +1.30 1 485 +1
Total Volume and Open Interest 2,759 30,283 +840
Sugar #11(NYBOT)
Mar06 060126 18.08 18.50 17.95 18.48 +0.57 28,302 198,373 -13,118
May06 060126 17.92 18.35 17.85 18.34 +0.54 17,269 121,382 +2,407
Jul06 060126 16.95 17.35 16.85 17.32 +0.44 9,949 65,544 -1,187
Oct06 060126 16.63 17.00 16.60 17.00 +0.37 4,360 48,778 +850
Mar07 060126 16.50 16.80 16.50 16.78 +0.30 2,723 42,447 +797
Total Volume and Open Interest 64,280 506,515 -7,636
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060126 24.35 25.50 22.50 25.50 +1.15 555 1,221 -861
May06 060126 24.30 25.00 24.30 24.90 +0.70 255 3,832 +172
Jul06 060126 24.50 25.00 24.50 24.98 +0.65 27 3,791 +12
Sep06 060126 24.50 25.00 24.25 24.95 +0.72 202 1,993 +50
Total Volume and Open Interest 1,060 13,885 -625
London Cocoa(LCE)
Mar06 060126 865 875 858 875 +10 6,162 63,617 +63,617
May06 060126 879 889 873 888 +10 1,510 30,322 +30,322
Jul06 060126 890 902 887 902 +10 1,295 35,238 +35,238
Sep06 060126 909 916 899 916 +11 396 19,388 +19,388
Dec06 060126 910 926 910 926 +10 251 21,649 +21,649
Mar07 060126 921 935 919 935 +9 948 8,513 +8,513
May07 060126 931 945 930 945 +9 25 536 +536
Total Volume and Open Interest 10,606 179,343 -3,534
London Coffee(LCE)
Jan06 060126 1273.00 1275.00 1261.00 1272.00 -4.00 218 324 +324
Mar06 060126 1276.00 1285.00 1271.00 1280.00 -7.00 5,555 73,865 +73,865
May06 060126 1300.00 1301.00 1288.00 1297.00 -8.00 2,554 50,787 +50,787
Jul06 060126 1309.00 1316.00 1305.00 1310.00 -8.00 119 8,485 +8,485
Sep06 060126 1324.00 1324.00 1321.00 1322.00 -9.00 191 3,978 +3,978
Nov06 060126 1334.00 1337.00 1329.00 1334.00 -8.00 57 630 +630
Total Volume and Open Interest 8,694 138,281 +1,651
London Sugar(LCE)
Mar06 060126 425.00 437.00 422.00 435.50 +7.50 4,545 28,547 +28,547
May06 060126 434.00 446.00 432.00 444.50 +8.90 2,406 21,329 +21,329
Aug06 060126 438.70 449.80 438.70 448.00 +10.00 571 11,141 +11,141
Oct06 060126 440.00 449.00 439.00 448.50 +7.50 351 8,110 +8,110
Dec06 060126 440.00 446.00 440.00 446.00 +6.00 91 3,474 +3,474
Total Volume and Open Interest 7,973 76,696 -151
Cotton(NYBOT)
Mar06 060126 56.50 56.70 56.15 56.48 -0.05 7,490 87,288 +446
May06 060126 57.85 57.85 57.40 57.74 +0.05 3,558 26,224 +1,561
Jul06 060126 58.45 58.70 58.25 58.70 +0.30 1,796 6,291 +351
Oct06 060126 59.60 59.90 59.60 59.90 +0.35 6 122 +1
Dec06 060126 60.55 60.94 60.50 60.89 +0.36 826 5,459 +544
Mar07 060126 62.00 62.33 62.00 62.33 +0.38 202 1,095 +191
Total Volume and Open Interest 13,918 127,098 +3,187
Lumber(CME)
Mar06 060126 361.5 365.5 357.7 363.6 -1.7 669 3,995 +3,995
May06 060126 359.0 363.9 355.1 363.9 +1.9 255 1,165 +1,165
Jul06 060126 351.0 354.5 347.0 354.5 +2.5 76 400 +400
Sep06 060126 348.0 354.7 348.0 354.7 +1.2 6 141 +141
Total Volume and Open Interest 1,009 5,705 +192
Crude Oil(NYM)
Mar06 060126 66.10 66.90 65.55 66.26 +0.41 138,328 301,318 -1,656
Apr06 060126 66.70 67.60 66.10 66.99 +0.51 60,164 91,832 +3,779
May06 060126 67.10 68.15 66.85 67.48 +0.55 21,109 49,645 +3,713
Jun06 060126 67.50 68.40 67.15 67.84 +0.56 18,577 68,055 +1,853
Jul06 060126 67.70 68.10 67.60 68.10 +0.56 5,368 21,759 +2,302
Aug06 060126 68.30 68.30 68.30 68.30 +0.55 2,244 15,291 +744
Sep06 060126 68.10 68.65 68.10 68.45 +0.55 4,817 19,653 -2,913
Oct06 060126 68.90 68.90 68.56 68.56 +0.54 648 9,364 +676
Nov06 060126 68.64 68.64 68.64 68.64 +0.53 26 13,680 +254
Dec06 060126 68.25 69.20 68.10 68.70 +0.52 15,945 64,613 +2,836
Jan07 060126 68.40 68.74 68.40 68.74 +0.51 2,401 14,796 -1,627
Feb07 060126 68.90 68.90 68.74 68.74 +0.50 0 5,249 +100
Mar07 060126 68.73 68.73 68.73 68.73 +0.49 500 7,987 -106
Apr07 060126 68.71 68.71 68.71 68.71 +0.48 201 5,981 +200
May07 060126 68.66 68.66 68.66 68.66 +0.47 0 3,035 -1
Jun07 060126 68.30 68.60 68.20 68.60 +0.46 1,158 24,704 +395
Total Volume and Open Interest 279,455 912,835 +11,869
Heating Oil(NYM)
Feb06 060126 179.15 179.60 176.50 177.80 -1.26 19,453 24,449 -4,085
Mar06 060126 181.25 182.70 179.45 180.51 -0.81 21,642 72,661 +748
Apr06 060126 182.75 184.25 181.15 182.21 -0.31 4,116 22,681 +1,450
May06 060126 183.25 185.50 182.25 183.61 +0.04 2,277 11,108 +849
Jun06 060126 182.00 186.50 182.00 184.86 +0.34 1,158 11,222 +502
Jul06 060126 185.91 188.00 185.00 186.26 +0.54 294 6,975 +185
Aug06 060126 187.30 190.00 187.30 188.21 +0.64 269 4,063 -12
Sep06 060126 190.50 191.00 189.80 190.51 +0.74 78 2,959 -128
Oct06 060126 192.35 193.75 192.35 193.16 +0.84 35 1,412 +41
Nov06 060126 194.70 196.50 194.70 195.71 +0.89 16 1,761 -58
Dec06 060126 197.35 198.16 197.35 198.16 +0.89 416 7,810 +689
Jan07 060126 198.70 200.20 198.30 199.91 +0.89 399 3,231 +403
Total Volume and Open Interest 50,288 173,750 +610
Unleaded Gas(NYM)
Feb06 060126 166.80 170.40 165.50 168.43 +1.97 29,253 20,333 -9,201
Mar06 060126 174.00 178.00 173.35 176.16 +2.60 32,428 66,735 +3,630
Apr06 060126 188.00 191.00 186.80 189.21 +2.15 8,057 23,572 +2,128
May06 060126 190.00 194.00 189.00 192.46 +2.40 3,640 17,185 -27
Jun06 060126 192.60 195.50 192.00 194.51 +2.45 2,923 13,310 +1,435
Jul06 060126 192.50 195.75 192.50 195.46 +2.56 1,009 5,287 +717
Aug06 060126 196.50 196.50 195.46 195.46 +2.56 735 4,522 -37
Sep06 060126 194.11 194.11 194.11 194.11 +2.51 782 5,362 +39
Oct06 060126 186.16 186.16 186.16 186.16 +2.36 539 1,493 +282
Nov06 060126 184.26 184.26 184.26 184.26 +2.26 1 574 +8
Dec06 060126 183.00 183.51 183.00 183.51 +2.21 308 690 +219
Jan07 060126 184.31 184.31 184.31 184.31 +2.16 18 199 +1
Total Volume and Open Interest 79,693 159,262 -806
Natural Gas(NYM)
Feb06 060126 8.000 8.350 7.750 8.229 -0.231 21,852 24,532 -6,784
Mar06 060126 8.150 8.600 8.020 8.421 -0.216 11,243 99,824 +3,872
Apr06 060126 8.260 8.680 8.200 8.551 -0.171 5,156 34,912 -610
May06 060126 8.350 8.762 8.200 8.651 -0.161 4,330 32,992 +1,188
Jun06 060126 8.550 8.858 8.380 8.755 -0.153 2,231 20,600 +434
Jul06 060126 8.650 8.950 8.550 8.850 -0.148 1,227 20,442 -200
Aug06 060126 8.720 9.033 8.600 8.935 -0.148 2,612 20,187 -47
Sep06 060126 8.770 9.100 8.650 8.985 -0.148 2,147 14,593 +114
Oct06 060126 8.850 9.168 8.780 9.070 -0.148 2,188 28,145 -116
Nov06 060126 9.780 10.000 9.730 9.990 -0.118 868 13,336 +897
Dec06 060126 10.580 10.880 10.500 10.800 -0.088 1,248 16,076 +162
Jan07 060126 11.130 11.360 11.050 11.360 -0.063 1,814 17,108 +59
Feb07 060126 11.130 11.400 11.130 11.375 -0.067 2,026 11,934 +1,639
Mar07 060126 11.100 11.250 11.090 11.210 -0.062 1,886 13,969 -1,169
Apr07 060126 9.160 9.370 9.160 9.340 -0.062 1,898 11,734 -1,241
May07 060126 9.100 9.150 9.100 9.150 -0.072 100 12,770 +21
Total Volume and Open Interest 67,691 547,012 +259
Brent Crude Oil(ICE)
Mar06 060126 63.98 65.51 63.96 64.92 +0.69 84,805 90,435 +90,435
Apr06 060126 64.25 65.75 64.25 65.19 +0.69 49,905 104,867 +104,867
May06 060126 65.18 66.10 64.90 65.62 +0.70 17,854 26,152 +26,152
Jun06 060126 65.52 66.37 65.25 65.97 +0.82 14,857 28,790 +28,790
Jul06 060126 65.92 66.63 65.60 66.27 +0.59 5,337 17,215 +17,215
Aug06 060126 66.35 66.87 66.09 66.54 +0.57 2,464 4,708 +4,708
Sep06 060126 66.47 67.04 66.28 66.71 +0.55 3,130 8,871 +8,871
Oct06 060126 66.56 66.84 66.35 66.84 +0.56 950 7,247 +7,247
Nov06 060126 66.67 66.94 66.46 66.94 +0.56 252 4,708 +4,708
Dec06 060126 66.75 67.48 66.44 67.01 +0.55 5,455 28,892 +28,892
Jan07 060126 67.06 67.06 67.06 67.06 +0.56 0 3,145 +3,145
Feb07 060126 67.09 67.09 67.09 67.09 +0.56 50 2,155 +2,155
Mar07 060126 67.09 67.09 67.09 67.09 +0.58 0 4,785 +4,785
Apr07 060126 67.09 67.09 67.09 67.09 +0.60 0 200 +200
Total Volume and Open Interest 185,610 377,943 -20,721
Gas Oil(ICE)
Feb06 060126 551.00 557.25 546.75 549.75 +1.00 22,228 42,065 +42,065
Mar06 060126 558.50 564.75 555.25 557.50 +3.00 17,721 54,322 +54,322
Apr06 060126 566.00 571.00 561.50 564.00 +3.50 6,838 27,228 +27,228
May06 060126 571.50 577.25 567.50 570.25 +3.75 2,484 10,708 +10,708
Jun06 060126 578.00 583.75 573.75 576.50 +3.75 2,860 22,674 +22,674
Jul06 060126 587.00 587.00 582.75 582.75 +4.00 1,350 9,946 +9,946
Aug06 060126 591.75 592.00 588.75 588.75 +4.25 625 2,611 +2,611
Sep06 060126 597.75 597.75 594.75 594.75 +4.50 125 2,914 +2,914
Oct06 060126 602.00 602.25 599.75 599.75 +4.75 50 4,212 +4,212
Nov06 060126 603.00 603.00 603.00 603.00 +4.75 0 2,450 +2,450
Total Volume and Open Interest 57,266 218,754 +218,754
US Dollar Index(NYBOT)
Mar06 060126 88.22 88.56 88.10 88.46 +0.30 4,672 26,566 +1,989
Jun06 060126 87.90 88.13 87.90 88.13 +0.30 29 2,140 +69
Sep06 060126 87.84 87.84 87.84 87.84 +0.30 0 9 +1
Total Volume and Open Interest 4,701 28,723 +2,060
Australian Dollar(CME)
Mar06 060126 75.50 75.51 75.12 75.17 -0.08 3,024 64,319 +64,319
Jun06 060126 75.00 75.00 75.00 75.00 -0.08 0 427 +427
Sep06 060126 74.85 74.85 74.85 74.85 -0.08 0 11 +11
Total Volume and Open Interest 3,024 64,886 +2,120
British Pound(CME)
Mar06 060126 178.64 178.85 177.81 178.11 -0.35 980 89,494 +89,494
Jun06 060126 179.10 179.10 178.26 178.26 -0.35 181 474 +474
Sep06 060126 178.75 178.75 178.41 178.41 -0.35 1 20 +20
Total Volume and Open Interest 1,162 89,991 +3,016
Canadian Dollar(CME)
Mar06 060126 86.68 87.19 86.59 87.06 +0.06 2,902 102,087 +102,087
Jun06 060126 86.90 87.34 86.90 87.29 +0.07 22 2,229 +2,229
Sep06 060126 87.48 87.53 87.45 87.49 +0.08 2 386 +386
Dec06 060126 87.69 87.69 87.69 87.69 +0.09 2 160 +160
Total Volume and Open Interest 2,928 104,964 +4,327
Japanese Yen(CME)
Mar06 060126 86.83 86.86 86.27 86.43 -0.59 8,562 149,228 +149,228
Jun06 060126 87.80 87.80 87.52 87.52 -0.59 0 21,190 +21,190
Sep06 060126 88.53 88.53 88.53 88.53 -0.59 0 34 +34
Total Volume and Open Interest 8,563 170,485 +1,454
Swiss Franc(CME)
Mar06 060126 79.40 79.48 78.97 79.15 -0.37 1,060 85,676 +85,676
Jun06 060126 80.06 80.06 79.88 79.89 -0.37 0 435 +435
Sep06 060126 80.53 80.53 80.53 80.53 -0.37 0 25 +25
Total Volume and Open Interest 1,060 86,179 +1,393
EuroFX(CME)
Mar06 060126 122.82 122.97 122.30 122.44 -0.47 3,910 138,257 +138,257
Jun06 060126 123.45 123.50 123.12 123.13 -0.46 8 3,068 +3,068
Sep06 060126 123.74 123.74 123.74 123.74 -0.45 0 1,466 +1,466
Total Volume and Open Interest 3,918 142,916 +2,486
Mexican Peso(CME)
Mar06 060126 9470.0 9495.0 9470.0 9487.0 +17.0 337 74,859 +74,859
Jun06 060126 9410.0 9410.0 9410.0 9410.0 +18.0 35 619 +619
Total Volume and Open Interest 376 100,936 +3,490
30-Year T-Bonds(CBOT)
Mar06 060126 113~06 113~11 112~15 112~21 -0~17 428,324 604,459 -5,903
Jun06 060126 113~05 113~07 112~13 112~18 -0~17 4,463 8,899 +4,033
Sep06 060126 112~18 112~18 112~18 112~18 -0~17 2 54 +0
Total Volume and Open Interest 432,790 613,426 -1,870
10-Year T-Notes(CBOT)
Mar06 060126 108~260 108~300 108~150 108~175 -0~090 1,179,408 1,787,241 +51,449
Jun06 060126 108~180 108~225 108~125 108~145 -0~090 20,167 61,998 +16,411
Total Volume and Open Interest 1,199,579 1,849,878 +68,261
5-Year T-Notes(CBOT)
Mar06 060126 106~010 106~010 105~260 105~280 -0~050 620,973 0 -1,046,447
Jun06 060126 105~270 105~270 105~265 105~265 -0~055 3,636 0 -34,351
Sep06 060126 105~285 105~285 105~285 105~285 -0~055      
Total Volume and Open Interest 624,609 1 -1,080,798
2 Year T-Notes(CBOT)
Mar06 060126 102~073 102~073 102~061 102~064 -0~008 3,886 458,858 -7,035
Jun06 060126 102~066 102~066 102~066 102~066 -0~006 0 27 +2
Total Volume and Open Interest 3,886 458,885 -7,033
Eurodollars(CME)
Mar06 060126 95.220 95.220 95.200 95.210 -0.010 31,986 1,206,235 +1,206,235
Jun06 060126 95.145 95.145 95.105 95.115 -0.025 41,461 1,284,735 +1,284,735
Sep06 060126 95.135 95.155 95.090 95.105 -0.035 182,134 1,065,267 -12,184
Dec06 060126 95.190 95.190 95.125 95.145 -0.040 24,005 1,169,339 +1,169,339
Mar07 060126 95.255 95.255 95.185 95.205 -0.045 31,428 898,757 +898,757
Jun07 060126 95.285 95.285 95.225 95.235 -0.050 28,033 705,834 +705,834
Sep07 060126 95.300 95.300 95.230 95.250 -0.050 19,770 444,036 +444,036
Dec07 060126 95.290 95.290 95.225 95.240 -0.050 16,653 342,893 +342,893
Mar08 060126 95.280 95.280 95.220 95.230 -0.050 15,322 267,647 +267,647
Jun08 060126 95.220 95.220 95.195 95.205 -0.050 18,030 260,232 +260,232
Sep08 060126 95.190 95.190 95.165 95.175 -0.050 9,379 203,227 +203,227
Dec08 060126 95.145 95.145 95.120 95.130 -0.050 8,245 151,316 +151,316
Mar09 060126 95.155 95.155 95.095 95.105 -0.050 2,608 130,914 +130,914
Jun09 060126 95.100 95.100 95.060 95.070 -0.050 3,412 107,452 +107,452
Sep09 060126 95.085 95.085 95.030 95.040 -0.050 2,516 96,809 +96,809
Dec09 060126 94.995 95.010 94.985 94.995 -0.050 2,628 91,002 +91,002
Mar10 060126 94.975 95.005 94.970 94.975 -0.050 3,209 66,210 +66,210
Jun10 060126 94.950 94.980 94.945 94.950 -0.050 5,558 66,895 +66,895
Total Volume and Open Interest 306,995 8,752,225 +30,998
3-Mth Euro-Yen(CME)
Mar06 060126 99.88 99.88 99.88 99.88 -0.01 200 6,488 +6,488
Jun06 060126 99.82 99.82 99.80 99.81 -0.02 405 9,204 +9,204
Sep06 060126 99.72 99.72 99.69 99.70 -0.03 864 6,625 +6,625
Dec06 060126 99.61 99.61 99.59 99.59 -0.03 786 7,659 +7,659
Mar07 060126 99.49 99.49 99.48 99.48 -0.04 74 670 +670
Jun07 060126 99.39 99.39 99.37 99.37 -0.04 129 3,236 +3,236
Sep07 060126 99.26 99.26 99.26 99.26 -0.06 300 1,708 +1,708
Dec07 060126 99.17 99.17 99.17 99.17 -0.06 0 71 +71
Mar08 060126 99.02 99.02 99.02 99.02 -0.10 0 51 +51
Jun08 060126 98.92 98.92 98.92 98.92 -0.10 0 252 +252
Total Volume and Open Interest 2,758 35,964 +35,964
3-Mth Euro-Yen(SIMEX)
Mar06 060126 99.89 99.89 99.88 99.88 -0.01 474 68,966 +68,966
Jun06 060126 99.83 99.83 99.82 99.82 -0.01 373 63,875 +63,875
Sep06 060126 99.73 99.73 99.72 99.72 -0.01 1,115 39,440 +39,440
Dec06 060126 99.62 99.62 99.61 99.61 -0.02 923 66,286 +66,286
Mar07 060126 99.51 99.51 99.50 99.50 -0.03 122 31,259 +31,259
Jun07 060126 99.41 99.41 99.40 99.40 -0.03 410 19,588 +19,588
Sep07 060126 99.29 99.29 99.29 99.29 -0.04 600 4,916 +4,916
Dec07 060126 99.19 99.19 99.19 99.19 -0.03 256 13,209 +13,209
Total Volume and Open Interest 4,273 324,876 +2,615
German Euro-Bund(EUREX)
Mar06 060126 120.68 120.78 120.15 120.26 -0.47 1,687,514 1,394,608 -69,234
Jun06 060126 119.90 119.92 119.34 119.45 -0.46 662 7,174 +14
Sep06 060126 119.88 119.88 119.88 119.88 -0.47 1,201 2 +0
Total Volume and Open Interest 1,689,377 1,401,784 -69,220
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060126 111.60 111.66 111.40 111.40 -0.18 164 2,636 +200
Sep06 060126 111.82 111.82 111.82 111.82 -0.17 362 0 +0
Total Volume and Open Interest 734,103 1,059,774 +6,950
Long Gilt(LIFFE)
Mar06 060126 114~11 114~11 113~19 113~27 -0~18 77,946 263,598 +263,598
Jun06 060126 113~19 113~19 113~19 113~19 -0~18      
Total Volume and Open Interest 77,946 263,598 -9,405
3-Mth Short Sterling(LIFFE)
Mar06 060126 95.41 95.41 95.41 95.41 -0.01 72,757 336,718 +336,718
Jun06 060126 95.42 95.42 95.42 95.42 -0.01 95,086 353,430 +353,430
Sep06 060126 95.39 95.39 95.39 95.39 -0.02 84,749 272,540 +272,540
Total Volume and Open Interest 388,435 1,723,833 -35,921
3-Mth Euribor(LIFFE)
Mar06 060126 97.310 97.330 97.310 97.315 unch 79,222 662,498 -230
Jun06 060126 97.120 97.150 97.120 97.125 -0.005 109,154 562,616 -11,808
Sep06 060126 96.990 97.020 96.980 96.990 -0.010 124,436 453,805 +5,873
Total Volume and Open Interest 644,153 3,143,582 +20,836
3-Mth Aus T-Bills(SFE)
Mar06 060125 94.40 94.40 94.37 94.38 -0.02 15,218 0 -136,219
Jun06 060125 94.43 94.46 94.40 94.41 -0.04 18,115 0 -250,023
Sep06 060125 94.46 94.47 94.41 94.42 -0.05 3,833 0 -74,578
Dec06 060125 94.46 94.47 94.42 94.43 -0.06 497 0 -47,283
Mar07 060125 94.45 94.45 94.41 94.41 -0.08 5 0 -24,910
Jun07 060125 94.44 94.45 94.40 94.40 -0.07 352 0 -33,230
Sep07 060125 94.42 94.42 94.38 94.38 -0.08 155 0 -18,853
Dec07 060125 94.42 94.42 94.36 94.36 -0.09 153 0 -7,420
Mar08 060125 94.35 94.35 94.35 94.35 -0.08 3 0 -4,251
Jun08 060125 94.34 94.34 94.34 94.34 -0.07      
Total Volume and Open Interest 38,331    
10-Year Aus T-Bonds(SFE)
Mar06 060125 94.80 94.81 94.73 94.74 -0.08 11,485 0 -337,544
Jun06 060125 94.74 94.74 94.74 94.74 -0.08      
Total Volume and Open Interest 11,485    
3-Year Aus T-Bonds(SFE)
Mar06 060125 94.83 94.85 94.76 94.78 -0.09 27,411 448,353 -23,698
Jun06 060125 94.78 94.78 94.78 94.78 -0.09      
Total Volume and Open Interest 27,411    
Gold(CMX)
Feb06 060126 557.1 561.0 554.4 559.9 -2.6 106,914 106,014 -81,670
Apr06 060126 562.6 566.0 559.0 565.0 -2.6 60,159 167,320 +80,574
Jun06 060126 567.5 571.0 564.0 569.9 -2.6 3,473 28,961 +1,189
Aug06 060126 571.3 575.0 571.3 574.8 -2.6 83 5,440 -44
Oct06 060126 578.5 580.0 578.5 579.7 -2.6 26 7,038 +4
Dec06 060126 583.0 586.0 580.0 584.6 -2.6 296 14,078 +126
Feb07 060126 589.5 589.5 589.5 589.5 -2.5 51 7,002 +3
Apr07 060126 594.3 594.3 594.3 594.3 -2.4 0 1,332 +0
Jun07 060126 596.5 599.1 596.5 599.1 -2.4 0 7,987 +9
Aug07 060126 604.0 604.0 604.0 604.0 -2.3 5 212 -5
Oct07 060126 608.8 608.8 608.8 608.8 -2.2 0 2 +0
Dec07 060126 613.0 614.5 611.0 613.7 -2.1 13 8,736 +4
Total Volume and Open Interest 171,084 361,356 +230
Silver(CMX)
Mar06 060126 950.0 966.5 943.0 960.5 +9.5 28,547 92,054 -297
May06 060126 960.0 974.5 952.5 968.0 +9.2 1,491 6,868 +1,242
Jul06 060126 966.0 979.0 960.0 974.5 +8.5 1,314 11,142 +786
Sep06 060126 970.0 979.5 968.0 979.5 +7.3 127 4,649 +5
Dec06 060126 980.0 990.0 974.0 986.5 +6.9 240 11,687 -30
Mar07 060126 985.0 991.8 985.0 991.8 +7.2 9 362 +111
May07 060126 994.3 994.3 994.3 994.3 +6.9 0 3 -1
Total Volume and Open Interest 32,032 132,106 +1,866
Platinum(NYM)
Jan06 060126 1065.0 1065.0 1058.6 1058.6 +0.3 8 20 -20
Apr06 060126 1063.0 1066.5 1055.0 1065.1 +0.3 760 11,080 -68
Jul06 060126 1065.0 1070.6 1065.0 1070.6 +0.8 3 59 +1
Total Volume and Open Interest 771 11,159 -87
Palladium(NYME)
Mar06 060126 279.00 279.00 274.50 278.50 -5.40 1,182 13,534 +97
Jun06 060126 283.00 283.50 280.00 282.00 -5.40 56 1,279 +8
Sep06 060126 284.00 284.00 284.00 284.00 -5.40 0 27 +0
Total Volume and Open Interest 1,238 14,874 +105
Copper(CMX)
Mar06 060126 219.60 220.60 219.10 220.15 -0.20 13,542 68,614 -856
May06 060126 215.80 216.50 215.30 216.35 -0.10 3,156 16,650 +2,422
Jul06 060126 211.10 211.70 211.10 211.65 +0.10 123 4,942 -78
Sep06 060126 205.75 206.75 205.75 206.75 +0.25 39 2,450 -75
Dec06 060126 199.30 200.50 199.30 200.15 +0.40 197 2,172 +138
Total Volume and Open Interest 17,912 102,661 +1,273
Aluminum(CMX)
Jan06 060126 113.00 113.00 113.00 113.00 -0.55 0 10 -5
Feb06 060126 114.25 114.25 113.50 113.50 -0.55 0 695 +0
Mar06 060126 114.00 114.00 114.00 114.00 -0.45 0 77 +2
Apr06 060126 114.10 114.10 114.10 114.10 -0.45 0 50 +0
May06 060126 114.10 114.10 114.10 114.10 -0.45 0 50 +0
Jun06 060126 114.10 114.10 114.10 114.10 -0.45 0 50 +0
Total Volume and Open Interest 0 1,097 +87
DJIA Index(CBOT)
Mar06 060126 10793 10848 10773 10832 +84 5,818 39,860 +911
Jun06 060126 10865 10901 10865 10901 +85 11 51 +6
Sep06 060126 10968 10968 10968 10968 +84 0 1 +0
Dec06 060126 11003 11003 11003 11003 +84 0 6 +0
Total Volume and Open Interest 5,829 39,918 +917
S & P 500(CME)
Mar06 060126 1276.80 1280.50 1271.60 1277.80 +6.80 32,040 648,396 +648,396
Jun06 060126 1286.50 1287.90 1284.50 1287.50 +6.90 556 6,765 +6,765
Sep06 060126 1297.10 1297.10 1297.10 1297.10 +7.10 200 5,710 +5,710
Dec06 060126 1306.50 1306.50 1306.50 1306.50 +7.40 200 405 +405
Total Volume and Open Interest 32,996 661,353 +2,324
S & P 500 E-Mini(Globex)
Mar06 060126 1270.25 1280.75 1269.75 1277.75 +6.75 1,262,226 1,170,463 +1,170,463
Jun06 060126 1282.00 1290.00 1282.00 1287.50 +7.00 599 4,341 +4,341
Total Volume and Open Interest 1,262,825 1,174,804 +29,839
NASDAQ 100(CME)
Mar06 060126 1697.50 1705.00 1685.00 1698.50 +10.00 8,093 62,457 +62,457
Jun06 060126 1717.00 1717.00 1717.00 1717.00 +10.00 0 27 +27
Sep06 060126 1735.50 1735.50 1735.50 1735.50 +10.00 0 1 +1
Total Volume and Open Interest 8,093 62,485 +166
NASDAQ 100 E-Mini(Globex)
Mar06 060126 1687.00 1704.50 1685.00 1698.50 +10.00 389,353 361,915 +361,915
Jun06 060126 1710.00 1739.00 1706.50 1717.00 +10.00 34 151 +151
Total Volume and Open Interest 389,387 362,066 +2,314
S & P Midcap 400(CME)
Mar06 060126 769.50 776.25 767.75 775.80 +8.40 423 12,396 +12,396
Jun06 060126 782.30 782.30 782.30 782.30 +8.40 0 7 +7
Sep06 060126 130.94 130.94 130.94 130.94 +8.40      
Total Volume and Open Interest 423 12,403 +12,403
Russell 2000(CME)
Mar06 060126 724.00 731.80 721.75 731.80 +10.50 425 28,722 +28,722
Jun06 060126 737.40 737.40 737.40 737.40 +10.50 0 8 +8
Sep06 060126 742.90 742.90 742.90 742.90 +10.50 0 5 +5
Total Volume and Open Interest 425 28,735 +129
Russell 2000 E-Mini(Globex)
Mar06 060126 720.90 732.00 720.60 731.80 +10.50 129,984 269,011 +269,011
Jun06 060126 729.50 737.50 728.00 737.40 +10.50 73 207 +207
Total Volume and Open Interest 130,057 269,218 +1,075
Value Line(KCBT)
Mar06 060126 2023.00 2041.00 2021.50 2041.00 +23.00 67 161 +5
Total Volume and Open Interest 69 164 +3
Nikkei 225(CME)
Mar06 060126 15760 15960 15750 15955 +265 62,704 220,073 -3,037
Jun06 060126 15820 15880 15820 15820 +240 54 1,227 +83
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060126 15760 15960 15750 15955 +265 62,704 220,073 -3,037
Jun06 060126 15820 15880 15820 15820 +240 54 1,227 +83
Sep06 060126 15820 15820 15820 15820 +240 0 3 +0
Total Volume and Open Interest 62,759 221,459 -2,953
CAC 40(MATIF)
Jan06 060120 4824.0 4841.5 4819.5 4834.5 +20.0 326,650 0 -493,010
Feb06 060126 4812.0 4896.5 4806.0 4878.0 +78.0 74,296 339,647 +339,647
Mar06 060126 4818.5 4902.5 4817.5 4887.0 +78.0 3,079 96,001 +96,001
Total Volume and Open Interest 77,375 435,832 +2,296
Hang Seng Index(HKFE)
Jan06 060126 15588 15597 15472 15504 -58 51,879 63,785 -27,816
Feb06 060126 15630 15647 15517 15599 -6 49,230 67,040 +39,959
Mar06 060126 15644 15644 15467 15537 -8 733 2,160 +16
Total Volume and Open Interest 101,905 133,454 +12,213
DAX Index(EUREX)
Mar06 060126 5470.0 5596.0 5464.0 5563.0 +117.5 197,554 201,201 +2,643
Jun06 060126 5502.5 5632.0 5502.5 5600.5 +118.5 626 10,651 +259
Sep06 060126 5545.0 5669.0 5545.0 5641.5 +119.5 90 1,026 +9
Total Volume and Open Interest 198,270 212,878 +2,911
FT-SE 100(LIFFE)
Mar06 060126 5709.50 5733.00 5694.00 5706.00 +22.50 89,268 452,644 +452,644
Jun06 060126 5722.00 5738.50 5707.00 5717.50 +23.00 1,099 21,486 +21,486
Sep06 060126 5730.50 5730.50 5730.50 5730.50 +23.00 10 2,308 +2,308
Total Volume and Open Interest 90,377 480,288 +31,546
SPI 200(SFE)
Mar06 060125 4800.0 4850.0 4795.0 4848.0 +50.0 13,553 0 -184,741
Jun06 060125 4833.0 4872.0 4833.0 4872.0 +50.0 64 0 -5,148
Sep06 060125 4874.0 4874.0 4874.0 4874.0 +51.0      
Total Volume and Open Interest 14,674 193,991 +24
GSCI(CME)
Feb06 060126 439.50 444.65 437.40 442.60 +1.30 126 19,514 +19,514
Mar06 060126 449.75 449.75 449.50 449.50 +2.00 124 109 +109
Apr06 060126 452.35 452.35 452.35 452.35 +2.00 115 100 +100
Total Volume and Open Interest 365 19,723 +260
Reuters CRB Index(NYBOT)
Feb06 060126 356.50 358.50 356.25 357.25 +0.25 5 87 -2
Apr06 060126 358.75 360.75 358.50 360.50 +1.50 7 529 +1
Jun06 060126 363.75 363.75 363.75 363.75 +2.75 0 410 +0
Total Volume and Open Interest 12 1,027 +1,026
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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