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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 Mon January 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060130 600.50 603.50 593.50 598.75 +9.50 63,165 170,722 -5,512
May06 060130 612.00 614.00 605.00 609.50 +9.75 12,970 57,284 +402
Jul06 060130 618.00 625.00 615.00 620.25 +10.75 8,513 55,919 +1,314
Aug06 060130 625.00 625.00 619.00 624.00 +11.50 273 3,913 +129
Sep06 060130 623.00 625.00 621.00 623.00 +9.00 55 1,746 +17
Nov06 060130 629.00 635.00 625.00 630.75 +9.75 7,514 39,967 +478
Jan07 060130 634.50 638.00 630.00 633.50 +9.00 229 967 +10
Total Volume and Open Interest 93,010 333,536 -1,142
Soybean Meal(CBOT)
Mar06 060130 189.50 190.50 186.80 188.20 +1.80 16,774 48,304 -606
May06 060130 191.50 192.10 188.60 190.10 +2.70 4,119 26,416 +569
Jul06 060130 193.50 194.80 191.60 192.90 +2.60 2,315 24,916 +268
Aug06 060130 194.80 195.90 193.00 194.20 +3.00 580 8,417 +132
Sep06 060130 195.80 196.90 194.00 194.60 +2.40 439 5,905 -145
Oct06 060130 195.00 195.90 193.50 194.00 +2.00 195 4,241 +87
Dec06 060130 196.00 197.50 195.00 195.80 +1.80 1,287 9,808 +192
Jan07 060130 196.50 196.50 196.50 196.50 +1.80 0 95 +0
Total Volume and Open Interest 25,709 128,172 +1,075
Soybean Oil(CBOT)
Mar06 060130 22.40 22.45 22.15 22.20 +0.15 13,768 90,507 -1,992
May06 060130 22.68 22.78 22.52 22.54 +0.15 3,995 29,596 +696
Jul06 060130 23.05 23.12 22.88 22.90 +0.11 1,884 30,553 -57
Aug06 060130 23.25 23.25 23.03 23.03 +0.12 63 4,177 -1
Sep06 060130 23.45 23.45 23.18 23.18 +0.15 102 3,099 +45
Oct06 060130 23.50 23.50 23.33 23.33 +0.16 45 2,067 -24
Dec06 060130 23.70 23.85 23.60 23.60 +0.11 977 14,862 +152
Jan07 060130 23.77 23.77 23.77 23.77 +0.10 0 224 +0
Total Volume and Open Interest 20,845 176,022 +937
Canola(WCE)
Mar06 060130 243.5 245.1 242.1 242.4 +1.3 6,626 45,887 -2,450
May06 060130 250.2 251.9 249.5 249.9 +1.4 2,314 18,327 +958
Jul06 060130 259.5 259.5 257.0 257.4 +0.2 1,191 8,147 +1,013
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Nov06 060130 274.5 275.4 273.0 273.4 +1.5 58 9,973 +20
Total Volume and Open Interest 10,196 82,716 +1,229
Corn(CBOT)
Mar06 060130 222.00 222.00 216.75 217.75 -1.00 105,543 428,257 -1,855
May06 060130 231.25 231.50 226.50 227.75 -0.75 30,111 171,540 +10,156
Jul06 060130 239.75 240.00 235.50 236.50 -1.00 17,078 123,970 +3,580
Sep06 060130 246.75 247.00 243.00 243.75 -0.75 2,263 28,288 +702
Dec06 060130 256.00 256.00 252.25 253.75 -0.50 29,532 144,268 +11,116
Mar07 060130 260.50 261.00 257.50 259.50 -0.25 2,896 12,934 +1,496
Total Volume and Open Interest 193,608 939,409 +24,732
Wheat(CBOT)
Mar06 060130 347.00 349.00 343.50 345.25 +1.75 37,081 200,349 -3,149
May06 060130 357.50 359.50 354.50 356.00 +1.25 7,145 41,912 +4,163
Jul06 060130 367.00 369.00 363.50 365.50 +1.50 8,807 51,071 +439
Sep06 060130 376.50 377.50 373.00 375.50 +1.50 458 5,091 +319
Dec06 060130 388.50 390.75 386.50 388.00 +1.75 5,762 34,960 +1,149
Total Volume and Open Interest 61,226 337,896 +8,206
Wheat(KCBT)
Mar06 060130 398.00 400.50 394.50 398.25 +4.50 12,989 63,484 -175
May06 060130 401.00 403.50 398.00 401.50 +3.00 4,609 19,618 +1,588
Jul06 060130 400.00 403.00 397.50 399.75 +1.75 8,208 43,428 +1,721
Sep06 060130 405.00 408.00 402.50 404.75 +2.75 313 5,340 +32
Dec06 060130 415.00 417.00 412.50 413.50 +1.00 770 11,582 +152
Total Volume and Open Interest 27,075 144,139 +7,877
Wheat(MGE)
Mar06 060130 403.00 404.00 398.50 401.50 +1.75 2,786 18,917 +160
May06 060130 405.00 407.00 402.25 404.50 +0.50 532 7,773 +6
Jul06 060130 407.00 407.75 403.00 406.00 +1.00 749 8,593 +12
Sep06 060130 408.00 408.00 403.50 405.25 +1.25 409 5,168 +159
Dec06 060130 414.00 414.00 410.50 412.75 unch 935 3,248 +482
Total Volume and Open Interest 5,480 43,788 +1,419
Oats(CBOT)
Mar06 060130 196.00 196.75 192.00 193.00 +2.25 639 8,773 +21
May06 060130 187.75 188.00 184.50 185.00 +1.00 175 900 +36
Jul06 060130 178.50 178.75 174.50 176.25 +0.75 41 448 +5
Sep06 060130 165.00 165.00 165.00 165.00 unch 0 20 +0
Total Volume and Open Interest 886 10,930 +101
Rough Rice(CBOT)
Mar06 060130 8.44 8.67 8.44 8.57 +0.20 283 7,869 -28
May06 060130 8.69 8.90 8.69 8.82 +0.19 36 1,584 +9
Jul06 060130 8.93 9.07 8.93 9.04 +0.20 117 882 +10
Sep06 060130 9.00 9.06 9.00 9.06 +0.16 3 250 +3
Total Volume and Open Interest 449 11,414 +267
Live Cattle(CME)
Feb06 060130 93.800 93.950 93.025 93.250 -0.650 10,854 42,405 -2,947
Apr06 060130 91.650 92.000 91.025 91.150 -0.625 20,575 119,191 -1,371
Jun06 060130 85.275 85.500 84.800 85.000 -0.475 5,329 43,415 +705
Aug06 060130 84.350 84.500 84.050 84.100 -0.375 2,745 19,489 +1,044
Oct06 060130 87.750 87.775 87.250 87.425 -0.300 1,517 8,856 +373
Dec06 060130 88.850 88.900 88.000 88.050 -0.750 238 4,302 +101
Total Volume and Open Interest 41,284 238,495 -810
Feeder Cattle(CME)
Mar06 060130 110.500 110.700 109.650 109.750 -0.875 2,615 15,393 -125
Apr06 060130 111.250 111.400 110.375 110.500 -0.975 677 6,841 +186
May06 060130 111.750 111.900 110.800 111.150 -0.825 798 4,344 +227
Aug06 060130 112.000 112.200 111.400 111.700 -0.675 352 3,560 +28
Sep06 060130 111.800 111.800 110.600 110.900 -1.100 15 330 +10
Oct06 060130 111.000 111.250 110.500 110.700 -0.700 25 237 +4
Nov06 060130 110.600 110.600 109.700 110.400 -0.300 33 167 +11
Total Volume and Open Interest 4,515 30,872 -2,166
Lean Hogs(CME)
Feb06 060130 56.000 56.350 55.900 56.075 -0.175 5,329 12,116 -1,778
Apr06 060130 61.025 61.900 61.000 61.825 +0.500 8,980 82,205 +1,006
May06 060130 65.200 66.175 65.200 66.100 +0.375 283 3,889 -43
Jun06 060130 68.150 69.000 68.050 68.900 +0.250 3,580 21,930 +429
Jul06 060130 66.450 67.075 66.450 67.075 +0.375 1,042 8,173 +265
Aug06 060130 63.900 64.600 63.900 64.550 +0.250 451 3,588 +138
Oct06 060130 54.500 55.200 54.400 55.200 +0.400 304 2,452 +153
Dec06 060130 52.350 52.800 52.100 52.600 +0.200 138 1,234 -25
Total Volume and Open Interest 20,112 135,651 +1,720
Pork Bellies(CME)
Feb06 060130 76.100 76.500 74.350 75.625 -0.375 336 894 +21
Mar06 060130 75.300 76.100 74.700 75.250 -0.375 169 824 +55
May06 060130 77.300 77.800 76.500 77.100 -0.250 47 553 +18
Jul06 060130 78.500 78.500 78.100 78.100 -0.650 3 207 +0
Aug06 060130 80.000 80.000 80.000 80.000 unch 2 7 +0
Total Volume and Open Interest 557 2,485 +52
Class III Milk(CME)
Jan06 060130 13.38 13.40 13.38 13.40 -0.02 4 2,408 -1
Feb06 060130 12.35 12.36 12.30 12.30 -0.09 119 2,473 -47
Mar06 060130 12.10 12.13 12.00 12.01 -0.15 153 2,777 +16
Apr06 060130 12.16 12.16 12.05 12.05 -0.11 245 2,572 +25
May06 060130 12.32 12.32 12.00 12.20 -0.15 128 2,267 +15
Total Volume and Open Interest 1,633 26,903 +838
Cocoa(NYBOT)
Mar06 060130 1445 1480 1443 1477 +22 5,537 41,969 -933
May06 060130 1472 1506 1471 1504 +24 2,232 26,880 -164
Jul06 060130 1497 1526 1494 1526 +24 98 15,034 -20
Sep06 060130 1522 1546 1522 1546 +24 322 14,659 +61
Dec06 060130 1545 1573 1545 1573 +24 6,366 9,691 -1,491
Mar07 060130 1598 1598 1598 1598 +24 82 12,110 +33
May07 060130 1616 1616 1616 1616 +23 0 2,418 +0
Total Volume and Open Interest 20,615 132,817 +3,020
Coffee "C"(NYBOT)
Mar06 060130 125.00 125.90 121.20 121.90 -2.40 6,126 68,119 -24
May06 060130 127.50 128.50 124.00 124.65 -2.30 2,433 28,169 +436
Jul06 060130 129.60 130.30 126.00 126.85 -2.05 609 7,526 +237
Sep06 060130 131.00 131.75 128.00 128.60 -1.95 378 4,361 +128
Dec06 060130 133.25 134.00 130.50 130.80 -1.85 130 3,830 -3
Mar07 060130 135.50 136.00 132.75 133.15 -1.75 25 1,989 +17
Total Volume and Open Interest 9,744 114,867 +696
Orange Juice(NYBOT)
Mar06 060130 121.90 123.00 121.00 122.90 +0.95 2,259 18,680 -543
May06 060130 122.35 123.50 121.50 123.00 +0.65 734 7,374 +277
Jul06 060130 122.35 123.30 122.35 123.10 +0.65 69 1,293 -3
Sep06 060130 122.80 123.45 122.80 123.45 +0.65 11 842 +7
Nov06 060130 123.25 123.70 123.25 123.70 +0.55 0 485 +0
Total Volume and Open Interest 3,073 30,023 -260
Sugar #11(NYBOT)
Mar06 060130 18.60 18.60 18.11 18.20 -0.41 31,602 199,259 -2,208
May06 060130 18.46 18.48 18.08 18.17 -0.32 21,055 122,468 -1,086
Jul06 060130 17.40 17.45 17.14 17.24 -0.24 11,939 67,674 -172
Oct06 060130 17.00 17.10 16.74 16.85 -0.22 6,657 50,078 +804
Mar07 060130 16.68 16.70 16.45 16.57 -0.21 4,280 41,381 -997
Total Volume and Open Interest 77,839 512,318 +5,803
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060130 25.18 25.18 25.18 25.18 -0.32 2 1,215 +0
May06 060130 25.00 25.00 24.90 24.90 -0.30 140 3,834 +72
Jul06 060130 25.00 25.00 24.90 24.90 -0.27 28 3,793 -1
Sep06 060130 24.90 24.90 24.90 24.90 -0.18 43 1,983 -30
Total Volume and Open Interest 286 13,927 +50
London Cocoa(LCE)
Mar06 060130 856 876 850 875 +11 5,220 62,976 -75
May06 060130 873 890 863 888 +11 593 30,766 +271
Jul06 060130 885 905 878 903 +12 1,566 34,876 -64
Sep06 060130 894 917 894 916 +11 770 19,926 +85
Dec06 060130 906 927 903 926 +10 424 21,845 +181
Mar07 060130 915 934 915 934 +10 343 8,817 +301
May07 060130 927 943 927 943 +10 20 554 +14
Total Volume and Open Interest 8,936 179,840 +497
London Coffee(LCE)
Jan06 060130 1308.00 1308.00 1293.00 1293.00 +7.00 22 191 +12
Mar06 060130 1317.00 1320.00 1301.00 1305.00 +7.00 3,944 68,947 -1,028
May06 060130 1327.00 1338.00 1319.00 1322.00 +7.00 1,773 54,094 +652
Jul06 060130 1345.00 1346.00 1333.00 1336.00 +6.00 797 10,092 +419
Sep06 060130 1353.00 1353.00 1348.00 1348.00 +5.00 253 3,997 +12
Nov06 060130 1366.00 1366.00 1360.00 1360.00 +5.00 25 651 +20
Total Volume and Open Interest 6,836 138,195 -86
London Sugar(LCE)
Mar06 060130 436.00 437.50 427.30 428.10 -9.40 4,204 25,302 -1,480
May06 060130 446.90 446.90 436.10 437.00 -9.40 2,073 23,079 +72
Aug06 060130 449.50 449.50 440.50 441.00 -8.50 1,391 11,562 +482
Oct06 060130 450.00 450.40 441.20 441.20 -9.40 1,496 9,266 +723
Dec06 060130 442.00 442.00 438.70 438.70 -9.30 454 3,691 +127
Total Volume and Open Interest 9,633 77,008 +312
Cotton(NYBOT)
Mar06 060130 55.63 55.80 54.92 55.17 -0.36 15,230 85,220 -3,233
May06 060130 56.90 57.10 56.22 56.49 -0.34 4,448 27,601 +596
Jul06 060130 57.95 57.95 57.21 57.45 -0.42 1,259 6,854 +252
Oct06 060130 58.95 58.95 58.95 58.95 -0.10 0 162 +0
Dec06 060130 60.15 60.15 59.50 59.96 -0.13 718 5,904 +266
Mar07 060130 61.35 61.35 61.35 61.35 -0.15 143 1,229 +67
Total Volume and Open Interest 21,809 127,724 +626
Lumber(CME)
Mar06 060130 357.0 362.9 357.0 358.6 -6.9 451 3,916 -6
May06 060130 360.2 364.9 359.5 364.7 -0.6 177 1,232 +22
Jul06 060130 351.2 352.4 350.2 352.4 -3.0 45 398 +18
Sep06 060130 354.0 354.0 354.0 354.0 -1.8 12 142 +0
Total Volume and Open Interest 685 5,693 -12
Crude Oil(NYM)
Mar06 060130 67.55 68.45 67.25 68.35 +0.59 112,320 297,154 -2,096
Apr06 060130 68.35 69.20 68.05 69.10 +0.58 62,296 113,088 +8,767
May06 060130 68.80 69.80 68.70 69.62 +0.60 13,193 53,557 -966
Jun06 060130 69.25 70.10 69.00 70.00 +0.62 15,738 67,937 +1,673
Jul06 060130 69.45 70.35 69.40 70.26 +0.63 2,924 23,287 +241
Aug06 060130 69.40 70.46 69.40 70.46 +0.64 703 14,873 -3
Sep06 060130 69.90 70.60 69.75 70.60 +0.64 1,331 16,679 +265
Oct06 060130 69.80 70.70 69.80 70.70 +0.64 166 9,280 +81
Nov06 060130 69.90 70.77 69.90 70.77 +0.64 13 13,671 -4
Dec06 060130 70.05 70.82 69.90 70.82 +0.65 14,836 64,868 +3,509
Jan07 060130 70.00 70.86 70.00 70.86 +0.67 562 15,575 +83
Feb07 060130 70.55 70.85 70.55 70.85 +0.67 112 5,189 -60
Mar07 060130 70.25 70.82 70.16 70.82 +0.66 60 8,010 +33
Apr07 060130 70.13 70.78 70.13 70.78 +0.65 15 5,981 +0
May07 060130 70.08 70.72 70.08 70.72 +0.64 5 3,040 +5
Jun07 060130 70.15 70.65 70.15 70.65 +0.64 430 24,323 +175
Total Volume and Open Interest 238,435 935,506 +22,671
Heating Oil(NYM)
Feb06 060130 181.00 185.10 180.25 183.38 +2.69 17,449 16,159 -5,268
Mar06 060130 184.25 188.50 183.00 186.67 +2.92 27,756 72,537 +568
Apr06 060130 185.75 190.50 185.40 188.87 +3.12 7,858 24,331 +1,273
May06 060130 188.25 191.75 188.25 190.52 +3.12 1,796 11,297 -122
Jun06 060130 189.00 191.87 189.00 191.87 +3.12 812 11,677 +73
Jul06 060130 191.40 194.00 190.60 193.32 +3.12 554 7,343 +368
Aug06 060130 193.40 195.27 193.25 195.27 +3.12 118 4,038 -36
Sep06 060130 195.70 197.57 195.70 197.57 +3.12 54 2,732 -42
Oct06 060130 198.10 200.22 198.10 200.22 +3.12 42 1,385 -46
Nov06 060130 200.65 202.77 200.65 202.77 +3.12 2 1,778 +1
Dec06 060130 203.40 206.50 203.40 205.22 +3.12 970 7,680 -5
Jan07 060130 205.00 206.97 205.00 206.97 +3.12 759 3,839 +237
Total Volume and Open Interest 58,478 168,305 -5,445
Unleaded Gas(NYM)
Feb06 060130 173.50 178.75 173.10 177.49 +3.85 14,616 13,063 -2,156
Mar06 060130 181.00 185.50 180.80 184.21 +3.21 22,404 68,407 +134
Apr06 060130 193.75 197.60 193.75 196.56 +2.96 5,194 23,839 +794
May06 060130 196.90 199.60 196.90 199.51 +2.86 3,014 18,043 +269
Jun06 060130 200.00 201.50 199.40 201.41 +2.71 1,585 13,809 +11
Jul06 060130 201.00 202.26 201.00 202.26 +2.61 1,146 5,923 +306
Aug06 060130 202.00 202.21 202.00 202.21 +2.56 714 4,490 -131
Sep06 060130 200.20 200.71 200.20 200.71 +2.51 424 5,537 +89
Oct06 060130 192.66 192.66 192.66 192.66 +2.51 38 1,548 +0
Nov06 060130 190.56 190.56 190.56 190.56 +2.41 0 662 +0
Dec06 060130 187.30 189.66 187.30 189.66 +2.36 14 604 +17
Jan07 060130 190.36 190.36 190.36 190.36 +2.31 0 199 +0
Total Volume and Open Interest 49,149 156,124 -3,138
Natural Gas(NYM)
Mar06 060130 8.800 9.400 8.660 9.389 +0.882 26,352 102,466 -1,086
Apr06 060130 8.860 9.490 8.830 9.474 +0.822 6,781 34,336 -151
May06 060130 8.960 9.539 8.920 9.539 +0.787 4,107 33,806 +525
Jun06 060130 9.050 9.619 9.000 9.619 +0.764 1,357 20,594 +377
Jul06 060130 9.170 9.699 9.100 9.699 +0.749 1,233 20,227 -92
Aug06 060130 9.300 9.779 9.270 9.779 +0.744 1,414 19,912 +92
Sep06 060130 9.280 9.824 9.280 9.824 +0.739 1,315 14,580 -10
Oct06 060130 9.380 9.904 9.380 9.904 +0.734 1,611 27,666 -192
Nov06 060130 10.340 10.754 10.340 10.754 +0.664 1,794 12,455 -397
Dec06 060130 11.050 11.504 11.050 11.504 +0.604 1,039 15,735 -61
Jan07 060130 11.550 12.014 11.550 12.014 +0.559 1,070 18,302 +332
Feb07 060130 11.650 12.014 11.650 12.014 +0.549 1,093 12,298 +87
Mar07 060130 11.400 11.834 11.400 11.834 +0.534 1,801 14,677 +350
Apr07 060130 9.400 9.684 9.400 9.684 +0.344 258 11,985 -16
May07 060130 9.350 9.474 9.300 9.474 +0.319 184 12,785 -16
Jun07 060130 9.300 9.539 9.300 9.539 +0.319 55 6,405 +22
Total Volume and Open Interest 93,808 531,433 -15,579
Brent Crude Oil(ICE)
Mar06 060130 66.68 66.80 65.60 66.59 +0.35 58,574 84,280 +2,000
Apr06 060130 67.14 67.34 66.15 67.14 +0.54 40,431 114,090 +113
May06 060130 67.62 67.85 66.66 67.65 +0.60 13,993 30,080 -106
Jun06 060130 68.00 68.26 67.07 68.05 +0.64 7,554 28,443 +116
Jul06 060130 68.00 68.48 67.55 68.37 +0.66 2,430 18,106 +1,086
Aug06 060130 68.20 68.76 67.79 68.65 +0.66 983 4,113 -847
Sep06 060130 68.00 68.96 68.00 68.85 +0.69 577 7,703 -1,519
Oct06 060130 68.16 68.95 68.15 68.94 +0.66 101 7,224 -1
Nov06 060130 68.57 69.03 68.24 69.03 +0.67 31 3,136 -1,572
Dec06 060130 68.50 69.16 68.22 69.09 +0.67 2,314 28,842 +124
Jan07 060130 69.12 69.12 69.12 69.12 +0.66 0 3,209 +0
Feb07 060130 69.14 69.14 69.14 69.14 +0.66 0 2,155 +0
Mar07 060130 69.13 69.13 69.13 69.13 +0.66 0 4,785 +0
Apr07 060130 69.11 69.11 69.11 69.11 +0.66 0 200 +0
Total Volume and Open Interest 127,813 381,703 +3,760
Gas Oil(ICE)
Feb06 060130 562.75 566.50 553.00 558.00 +3.50 21,264 40,738 +651
Mar06 060130 572.50 577.25 564.00 568.50 +4.00 18,840 59,531 +2,357
Apr06 060130 580.00 585.00 572.50 577.00 +5.00 6,028 28,991 +553
May06 060130 573.25 591.25 573.25 584.25 +5.50 1,953 10,938 +17
Jun06 060130 591.00 598.00 586.50 591.25 +5.75 1,004 22,217 -10
Jul06 060130 599.50 604.75 598.00 598.00 +6.00 414 9,796 -123
Aug06 060130 604.50 604.50 604.50 604.50 +6.25 34 2,663 -5
Sep06 060130 610.50 610.50 610.50 610.50 +6.25 30 3,214 -5
Oct06 060130 615.75 615.75 615.75 615.75 +6.25 80 4,432 +65
Nov06 060130 618.75 618.75 618.75 618.75 +6.25 0 2,450 +0
Total Volume and Open Interest 51,505 222,902 +3,140
US Dollar Index(NYBOT)
Mar06 060130 89.06 89.37 89.06 89.28 +0.09 4,783 24,903 -1,407
Jun06 060130 88.95 89.00 88.90 88.95 +0.09 37 2,173 +24
Sep06 060130 88.66 88.66 88.66 88.66 +0.09 0 9 +0
Total Volume and Open Interest 4,821 27,095 -1,628
Australian Dollar(CME)
Mar06 060130 74.83 74.97 74.74 74.74 -0.35 3,086 67,097 +2,105
Jun06 060130 74.75 74.75 74.57 74.57 -0.35 0 452 +5
Sep06 060130 74.42 74.42 74.42 74.42 -0.35 0 11 +0
Total Volume and Open Interest 3,088 67,692 +2,806
British Pound(CME)
Mar06 060130 176.63 177.06 176.46 176.67 -0.10 3,383 88,520 -60
Jun06 060130 176.82 176.82 176.82 176.82 -0.10 0 378 +22
Sep06 060130 177.35 177.35 176.97 176.97 -0.10 1 25 +1
Total Volume and Open Interest 3,384 88,926 -1,065
Canadian Dollar(CME)
Mar06 060130 87.50 87.64 87.25 87.35 +0.27 3,880 102,308 -259
Jun06 060130 87.82 87.82 87.51 87.58 +0.27 15 2,288 +8
Sep06 060130 88.00 88.00 87.78 87.78 +0.27 1 391 +1
Dec06 060130 88.00 88.00 87.90 87.98 +0.27 0 160 +0
Total Volume and Open Interest 3,897 105,249 +285
Japanese Yen(CME)
Mar06 060130 85.48 85.62 85.33 85.45 -0.27 6,406 153,715 +4,825
Jun06 060130 86.45 86.65 86.45 86.54 -0.27 6 21,257 +61
Sep06 060130 87.55 87.55 87.55 87.55 -0.27 0 34 +0
Total Volume and Open Interest 6,412 175,039 +4,554
Swiss Franc(CME)
Mar06 060130 77.92 78.13 77.87 78.02 -0.25 7,032 83,984 -1,828
Jun06 060130 78.76 78.76 78.76 78.76 -0.25 0 523 -17
Sep06 060130 79.40 79.40 79.40 79.40 -0.25 0 25 +0
Total Volume and Open Interest 7,032 84,575 -1,604
EuroFX(CME)
Mar06 060130 121.02 121.31 120.95 121.17 -0.18 10,895 135,000 -2,272
Jun06 060130 121.64 121.86 121.64 121.86 -0.18 26 3,042 +11
Sep06 060130 122.50 122.50 122.47 122.47 -0.18 5 1,466 -3
Total Volume and Open Interest 10,927 139,640 -3,276
Mexican Peso(CME)
Mar06 060130 9555.0 9555.0 9525.0 9527.0 -18.0 9,253 85,640 +8,542
Jun06 060130 9450.0 9450.0 9450.0 9450.0 -17.0 3 621 +2
Total Volume and Open Interest 9,486 111,749 +10,813
30-Year T-Bonds(CBOT)
Mar06 060130 112~24 112~25 112~10 112~21 -0~08 430,035 568,193 -24,503
Jun06 060130 112~15 112~20 112~12 112~19 -0~08 3,510 12,734 +1,531
Sep06 060130 112~08 112~19 112~08 112~19 -0~08 11 58 +4
Total Volume and Open Interest 433,565 581,004 -32,422
10-Year T-Notes(CBOT)
Mar06 060130 108~190 108~195 108~100 108~155 -0~055 1,155,936 1,762,917 -58,875
Jun06 060130 108~115 108~140 108~070 108~120 -0~060 5,391 67,097 +163
Total Volume and Open Interest 1,161,327 1,830,652 -19,226
5-Year T-Notes(CBOT)
Mar06 060130 105~230 105~265 105~220 105~250 -0~030 600,110 0 +0
Jun06 060130 105~205 105~235 105~205 105~235 -0~030 5,583 0 +0
Sep06 060130 105~255 105~255 105~255 105~255 -0~030      
Total Volume and Open Interest 605,693 1 -1,139,483
2 Year T-Notes(CBOT)
Mar06 060130 102~056 102~060 102~053 102~056 -0~008 2,178 454,339 +2,003
Jun06 060130 102~056 102~056 102~056 102~056 -0~009 1 593 +1
Total Volume and Open Interest 2,179 454,932 -3,953
Eurodollars(CME)
Mar06 060130 95.185 95.195 95.185 95.185 -0.015 33,749 1,167,984 -29,978
Jun06 060130 95.075 95.095 95.070 95.075 -0.025 47,077 1,298,809 +7,420
Sep06 060130 95.100 95.100 95.060 95.075 -0.025 463,672 1,103,529 +29,399
Dec06 060130 95.110 95.140 95.100 95.115 -0.030 34,578 1,202,938 +10,359
Mar07 060130 95.165 95.195 95.160 95.175 -0.030 39,171 893,295 -4,994
Jun07 060130 95.195 95.210 95.190 95.200 -0.035 30,782 704,331 +9,932
Sep07 060130 95.200 95.215 95.200 95.210 -0.035 26,097 456,226 +15,048
Dec07 060130 95.195 95.210 95.190 95.200 -0.035 19,916 344,098 +1,425
Mar08 060130 95.195 95.210 95.185 95.195 -0.030 10,315 260,338 -29
Jun08 060130 95.160 95.185 95.160 95.175 -0.030 8,100 251,104 -1,859
Sep08 060130 95.135 95.150 95.135 95.150 -0.030 7,820 207,295 +976
Dec08 060130 95.110 95.110 95.095 95.105 -0.030 9,785 148,606 -1,132
Mar09 060130 95.070 95.085 95.070 95.085 -0.030 4,273 130,226 +209
Jun09 060130 95.035 95.055 95.035 95.050 -0.030 5,902 108,098 +1,984
Sep09 060130 95.020 95.020 95.015 95.020 -0.030 3,024 96,194 -185
Dec09 060130 94.980 94.980 94.980 94.980 -0.030 4,376 89,768 -1,342
Mar10 060130 94.965 94.965 94.960 94.965 -0.030 1,348 65,640 -468
Jun10 060130 94.940 94.940 94.930 94.940 -0.030 1,156 66,920 -266
Total Volume and Open Interest 336,256 8,809,054 +56,829
3-Mth Euro-Yen(CME)
Mar06 060130 99.88 99.88 99.88 99.88 unch 4 8,708 -2
Jun06 060130 99.81 99.81 99.81 99.81 unch 1,105 10,526 -296
Sep06 060130 99.70 99.70 99.70 99.70 unch 1,269 8,560 +500
Dec06 060130 99.57 99.57 99.57 99.57 -0.01 1,373 7,840 +227
Mar07 060130 99.45 99.45 99.45 99.45 -0.02 864 1,052 +349
Jun07 060130 99.34 99.34 99.34 99.34 -0.02 458 3,957 +367
Sep07 060130 99.24 99.24 99.24 99.24 -0.02 0 1,708 +0
Dec07 060130 99.14 99.14 99.14 99.14 -0.01 60 131 +60
Mar08 060130 99.03 99.03 99.03 99.03 -0.02 0 51 +0
Jun08 060130 98.93 98.93 98.93 98.93 -0.02 0 252 +0
Total Volume and Open Interest 5,133 42,785 +1,205
3-Mth Euro-Yen(SIMEX)
Mar06 060130 99.88 99.88 99.88 99.88 unch 1,592 68,975 +640
Jun06 060130 99.81 99.81 99.81 99.81 unch 5,693 66,313 +1,590
Sep06 060130 99.70 99.70 99.69 99.70 unch 3,370 41,208 +1,364
Dec06 060130 99.58 99.58 99.57 99.58 -0.01 8,916 66,686 -5,454
Mar07 060130 99.45 99.46 99.45 99.46 -0.01 716 31,933 +305
Jun07 060130 99.34 99.35 99.34 99.35 -0.01 2,326 19,509 -88
Sep07 060130 99.23 99.24 99.23 99.24 -0.02 192 5,126 +154
Dec07 060130 99.13 99.13 99.13 99.13 -0.02 107 13,296 +107
Total Volume and Open Interest 22,912 330,383 +5,557
German Euro-Bund(EUREX)
Mar06 060130 120.20 120.40 120.06 120.37 +0.15 1,558,227 1,356,347 +4,942
Jun06 060130 119.40 119.53 119.25 119.53 +0.13 5,600 14,064 +6,319
Sep06 060130 119.97 119.97 119.97 119.97 +0.15 1,830 3 +0
Total Volume and Open Interest 1,565,657 1,370,414 +11,261
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060130 111.33 111.35 111.33 111.35 +0.01 9,303 4,520 +1,722
Sep06 060130 111.78 111.78 111.78 111.78 +0.01 4,000 0 +0
Total Volume and Open Interest 791,558 1,092,571 +12,129
Long Gilt(LIFFE)
Mar06 060130 113~20 113~30 113~15 113~28 +0~06 70,684 252,353 -8,801
Jun06 060130 113~16 113~16 113~16 113~16 +0~06      
Total Volume and Open Interest 70,684 252,353 -11,245
3-Mth Short Sterling(LIFFE)
Mar06 060130 95.41 95.41 95.41 95.41 unch 28,528 340,707 -5,379
Jun06 060130 95.42 95.42 95.42 95.42 unch 43,072 368,133 +3,725
Sep06 060130 95.40 95.40 95.40 95.40 +0.01 45,459 278,861 -7,194
Total Volume and Open Interest 237,404 1,753,328 +29,495
3-Mth Euribor(LIFFE)
Mar06 060130 97.310 97.320 97.295 97.305 -0.010 98,101 667,810 -1,110
Jun06 060130 97.115 97.120 97.090 97.100 -0.015 126,484 598,163 +27,421
Sep06 060130 96.970 96.980 96.935 96.950 -0.020 112,117 461,007 +7,886
Total Volume and Open Interest 717,068 3,234,712 +46,266
3-Mth Aus T-Bills(SFE)
Mar06 060130 94.38 94.38 94.37 94.38 unch 12,738 132,682 +132,682
Jun06 060130 94.41 94.41 94.39 94.40 +0.01 44,222 266,565 +266,565
Sep06 060130 94.40 94.40 94.38 94.39 unch 12,777 83,710 +83,710
Dec06 060130 94.37 94.39 94.36 94.38 +0.01 7,202 49,106 +49,106
Mar07 060130 94.33 94.35 94.33 94.35 +0.01 3,031 25,151 +25,151
Jun07 060130 94.30 94.31 94.30 94.31 unch 1,523 34,222 +34,222
Sep07 060130 94.29 94.29 94.27 94.28 unch 1,199 19,964 +19,964
Dec07 060130 94.27 94.27 94.25 94.25 -0.01 1,423 8,575 +8,575
Mar08 060130 94.23 94.23 94.23 94.23 -0.01 207 4,251 +4,251
Jun08 060130 94.22 94.22 94.22 94.22 -0.01 2 1,576 +1,576
Total Volume and Open Interest 84,334 627,325 +627,325
10-Year Aus T-Bonds(SFE)
Mar06 060130 94.65 94.66 94.61 94.62 0.00 50,207 357,593 +357,593
Jun06 060130 94.62 94.62 94.62 94.62 0.00      
Total Volume and Open Interest 50,207 357,593 +357,593
3-Year Aus T-Bonds(SFE)
Mar06 060130 94.72 94.72 94.68 94.70 unch 152,458 547,970 +547,970
Jun06 060130 94.70 94.70 94.70 94.70 unch      
Total Volume and Open Interest 152,458 547,970 +547,970
Gold(CMX)
Feb06 060130 561.0 567.0 560.9 565.8 +7.0 79,958 38,576 -33,198
Apr06 060130 566.5 571.2 565.8 570.6 +6.9 68,255 222,512 +31,035
Jun06 060130 571.5 575.8 570.8 575.5 +6.9 1,171 29,079 +46
Aug06 060130 578.0 580.4 578.0 580.4 +6.9 192 5,401 -27
Oct06 060130 583.0 585.4 583.0 585.4 +7.0 5 7,080 +6
Dec06 060130 586.5 590.3 585.5 590.3 +7.0 252 14,137 +76
Feb07 060130 595.2 595.2 595.2 595.2 +7.0 75 7,008 +6
Apr07 060130 600.0 600.0 600.0 600.0 +7.0 0 1,332 +0
Jun07 060130 604.9 604.9 604.9 604.9 +7.1 0 7,988 +0
Aug07 060130 609.8 609.8 609.8 609.8 +7.1 5 210 -2
Oct07 060130 614.7 614.7 614.7 614.7 +7.2 0 2 +0
Dec07 060130 618.0 619.7 618.0 619.7 +7.3 2 8,743 +0
Total Volume and Open Interest 149,915 349,311 -2,058
Silver(CMX)
Mar06 060130 969.0 981.0 965.0 977.5 +17.0 27,200 93,605 +384
May06 060130 971.5 987.0 971.5 984.2 +16.9 2,290 7,511 +630
Jul06 060130 982.0 993.0 980.0 988.3 +15.3 942 10,745 +207
Sep06 060130 990.0 991.2 990.0 991.2 +14.2 147 4,758 +99
Dec06 060130 990.0 1000.0 985.0 995.5 +13.5 662 12,081 +310
Mar07 060130 1011.0 1011.0 998.1 998.1 +11.8 125 571 +90
May07 060130 999.8 999.8 999.8 999.8 +11.8 0 3 +0
Total Volume and Open Interest 31,602 134,755 +2,649
Platinum(NYM)
Apr06 060130 1076.0 1082.0 1073.0 1079.1 +6.4 1,643 11,238 +130
Jul06 060130 1079.0 1084.6 1079.0 1084.6 +6.4 1 159 +1
Total Volume and Open Interest 1,651 11,408 +249
Palladium(NYME)
Mar06 060130 279.00 284.00 278.00 284.00 +6.00 1,610 14,211 -52
Jun06 060130 283.00 289.00 283.00 287.95 +6.05 125 1,408 +49
Sep06 060130 289.95 289.95 289.95 289.95 +6.05 0 27 +0
Total Volume and Open Interest 1,735 15,680 +806
Copper(CMX)
Mar06 060130 223.00 223.40 222.30 222.95 -0.35 8,641 69,024 -242
May06 060130 219.50 220.10 219.00 219.90 +0.15 1,953 17,893 +329
Jul06 060130 214.70 216.00 214.70 215.70 +0.60 166 4,795 -14
Sep06 060130 212.20 212.20 211.50 211.70 +0.90 4 2,450 +0
Dec06 060130 206.50 206.50 206.00 206.00 +1.20 39 2,178 -13
Total Volume and Open Interest 12,886 103,451 +790
Aluminum(CMX)
Feb06 060130 115.00 115.00 115.00 115.00 +0.50 12 684 -21
Mar06 060130 115.65 115.65 115.65 115.65 +0.65 0 83 +0
Apr06 060130 115.70 115.70 115.70 115.70 +0.60 0 50 +0
May06 060130 115.65 115.65 115.65 115.65 +0.55 0 50 +0
Jun06 060130 115.60 115.60 115.60 115.60 +0.50 0 50 +0
Jul06 060130 115.35 115.35 115.35 115.35 +0.45 0 20 +0
Total Volume and Open Interest 12 1,082 -21
DJIA Index(CBOT)
Mar06 060130 10945 10948 10903 10918 -25 7,580 39,114 -668
Jun06 060130 10988 10988 10988 10988 -24 36 66 +15
Sep06 060130 11054 11054 11054 11054 -25 0 1 +0
Dec06 060130 11089 11089 11089 11089 -25 0 6 +0
Total Volume and Open Interest 7,616 39,187 -731
S & P 500(CME)
Mar06 060130 1288.30 1291.80 1287.50 1288.50 -0.70 29,687 650,281 +836
Jun06 060130 1300.00 1300.00 1298.30 1298.30 -0.70 215 6,736 -62
Sep06 060130 1308.00 1308.20 1308.00 1308.20 -0.50 0 5,710 +0
Dec06 060130 1317.70 1317.70 1317.70 1317.70 -0.60 0 405 +0
Total Volume and Open Interest 29,902 663,209 +1,856
S & P 500 E-Mini(Globex)
Mar06 060130 1289.00 1291.75 1286.75 1288.50 -0.75 889,309 1,223,737 +20,793
Jun06 060130 1298.50 1301.75 1298.00 1298.25 -0.75 344 4,535 +78
Total Volume and Open Interest 889,653 1,228,272 +53,468
NASDAQ 100(CME)
Mar06 060130 1722.50 1731.00 1719.00 1723.50 +1.00 8,089 61,882 -709
Jun06 060130 1742.00 1742.00 1742.00 1742.00 +1.00 1 28 +1
Sep06 060130 1760.50 1760.50 1760.50 1760.50 +1.00 0 1 +0
Total Volume and Open Interest 8,090 61,911 -574
NASDAQ 100 E-Mini(Globex)
Mar06 060130 1722.00 1730.00 1719.50 1723.50 +1.00 342,641 369,322 +13,243
Jun06 060130 1744.50 1747.00 1741.00 1742.00 +1.00 128 147 +0
Total Volume and Open Interest 342,769 369,469 +7,403
S & P Midcap 400(CME)
Mar06 060130 779.00 781.20 778.50 778.70 -0.20 199 12,285 -28
Jun06 060130 785.20 785.20 785.20 785.20 -0.20 0 7 +0
Sep06 060130 133.84 133.84 133.84 133.84 -0.20      
Total Volume and Open Interest 199 12,292 -28
Russell 2000(CME)
Mar06 060130 734.25 737.50 732.25 733.20 -2.00 710 28,857 +76
Jun06 060130 738.80 738.80 738.80 738.80 -2.00 0 7 +0
Sep06 060130 744.30 744.30 744.30 744.30 -2.00 0 5 +0
Total Volume and Open Interest 710 28,869 +134
Russell 2000 E-Mini(Globex)
Mar06 060130 734.70 737.50 732.30 733.20 -2.00 94,598 266,211 -3,062
Jun06 060130 740.70 740.80 738.80 738.80 -2.00 142 241 +31
Total Volume and Open Interest 94,740 266,452 -2,766
Value Line(KCBT)
Mar06 060130 2047.00 2054.00 2043.50 2047.00 -4.00 18 171 +1
Total Volume and Open Interest 18 174 +10
Nikkei 225(CME)
Mar06 060130 16700 16760 16530 16580 +100 81,992 222,756 -30
Jun06 060130 16480 16680 16480 16480 +90 12 1,280 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060130 16700 16760 16530 16580 +100 81,992 222,756 -30
Jun06 060130 16480 16680 16480 16480 +90 12 1,280 +0
Sep06 060130 16480 16480 16480 16480 +90 0 3 +0
Total Volume and Open Interest 82,011 224,195 -29
CAC 40(MATIF)
Jan06 060120 4824.0 4841.5 4819.5 4834.5 +20.0 326,650 0 -493,010
Feb06 060130 4946.0 4961.5 4940.0 4942.5 -20.0 135,562 362,736 +2,448
Mar06 060130 4960.0 4970.5 4951.0 4951.5 -20.0 23,737 114,698 +15,669
Total Volume and Open Interest 160,100 478,418 +42,586
Hang Seng Index(HKFE)
Jan06 060126 15588 15597 15472 15504 -58 51,879 63,785 -27,816
Feb06 060127 15727 15879 15725 15863 +264 28,704 102,773 +35,733
Mar06 060127 15693 15811 15667 15810 +273 258 2,210 +50
Total Volume and Open Interest 38,119 142,293 +8,839
DAX Index(EUREX)
Mar06 060130 5657.0 5702.0 5635.5 5672.5 +5.0 174,455 237,189 +2,296
Jun06 060130 5693.5 5737.0 5675.0 5711.0 +5.5 1,547 11,074 +467
Sep06 060130 5733.0 5777.0 5727.0 5753.0 +5.5 732 1,159 -105
Total Volume and Open Interest 176,734 249,422 +36,544
FT-SE 100(LIFFE)
Mar06 060130 5776.00 5782.50 5757.00 5762.00 -8.00 67,057 461,753 +4,744
Jun06 060130 5775.00 5777.00 5773.50 5773.50 -8.00 112 21,764 +108
Sep06 060130 5805.50 5805.50 5787.50 5787.50 -8.00 1 2,308 +0
Total Volume and Open Interest 69,170 491,175 +10,887
SPI 200(SFE)
Mar06 060130 4910.0 4929.0 4901.0 4927.0 +24.0 13,450 181,884 +181,884
Jun06 060130 4935.0 4951.0 4934.0 4951.0 +24.0 35 5,168 +5,168
Sep06 060130 4946.0 4953.0 4945.0 4953.0 +22.0 9 2,231 +2,231
Total Volume and Open Interest 13,586 191,244 -2,563
GSCI(CME)
Feb06 060130 450.40 457.50 450.40 457.50 +8.00 94 19,626 +12
Mar06 060130 464.00 464.00 464.00 464.00 +8.50 1 108 -1
Apr06 060130 466.85 466.85 466.85 466.85 +8.50 0 100 +0
Total Volume and Open Interest 95 19,834 +111
Reuters CRB Index(NYBOT)
Feb06 060130 362.50 362.50 361.25 361.25 +2.40 20 71 -17
Apr06 060130 365.00 365.75 364.00 364.50 +2.40 33 340 +12
Jun06 060130 367.75 367.75 367.75 367.75 +2.40 0 410 +0
Total Volume and Open Interest 53 1,022 +1,021
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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