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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue January 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060131 599.00 599.00 591.00 594.25 -4.50 63,165 170,722 +0
May06 060131 610.00 610.50 602.50 606.75 -2.75 12,970 57,284 +0
Jul06 060131 620.00 620.50 613.75 616.50 -3.75 8,513 55,919 +0
Aug06 060131 619.50 622.00 618.00 619.50 -4.50 273 3,913 +0
Sep06 060131 621.50 622.50 619.00 620.00 -3.00 55 1,746 +0
Nov06 060131 629.50 630.00 623.50 629.50 -1.25 7,514 39,967 +0
Jan07 060131 631.00 634.00 629.50 634.00 +0.50 229 967 +0
Total Volume and Open Interest 101,467 333,536 +0
Soybean Meal(CBOT)
Mar06 060131 188.20 188.40 184.50 185.00 -3.20 16,774 48,304 +0
May06 060131 190.00 190.30 187.50 187.80 -2.30 4,119 26,416 +0
Jul06 060131 193.30 193.30 190.30 190.40 -2.50 2,315 24,916 +0
Aug06 060131 194.20 194.20 191.50 191.80 -2.40 580 8,417 +0
Sep06 060131 195.50 195.50 192.50 192.80 -1.80 439 5,905 +0
Oct06 060131 194.00 194.00 191.50 192.40 -1.60 195 4,241 +0
Dec06 060131 196.00 196.00 193.80 194.30 -1.50 1,287 9,808 +0
Jan07 060131 195.50 196.50 194.50 194.50 -2.00 0 95 +0
Total Volume and Open Interest 27,405 128,172 +0
Soybean Oil(CBOT)
Mar06 060131 22.23 22.40 22.09 22.35 +0.15 13,768 90,507 +0
May06 060131 22.50 22.83 22.43 22.79 +0.25 3,995 29,596 +0
Jul06 060131 22.88 23.20 22.82 23.20 +0.30 1,884 30,553 +0
Aug06 060131 23.05 23.30 23.00 23.30 +0.27 63 4,177 +0
Sep06 060131 23.24 23.45 23.24 23.45 +0.27 102 3,099 +0
Oct06 060131 23.38 23.60 23.38 23.60 +0.27 45 2,067 +0
Dec06 060131 23.63 24.20 23.58 24.19 +0.59 977 14,862 +0
Jan07 060131 23.82 24.35 23.82 24.35 +0.58 0 224 +0
Total Volume and Open Interest 22,696 176,022 +0
Canola(WCE)
Mar06 060131 241.9 242.4 240.7 241.8 -0.6 6,626 45,887 +0
May06 060131 250.0 250.3 248.5 249.9 unch 2,314 18,327 +0
Jul06 060131 257.2 258.2 256.2 257.4 unch 1,191 8,147 +0
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Nov06 060131 272.0 273.5 271.5 273.1 -0.3 58 9,973 +0
Total Volume and Open Interest 11,089 82,716 +0
Corn(CBOT)
Mar06 060131 218.00 219.25 216.25 218.75 +1.00 105,543 428,257 +0
May06 060131 227.75 229.25 226.25 229.00 +1.25 30,111 171,540 +0
Jul06 060131 236.50 238.25 235.25 238.00 +1.50 17,078 123,970 +0
Sep06 060131 243.75 245.75 243.50 245.25 +1.50 2,263 28,288 +0
Dec06 060131 253.00 256.00 253.00 255.75 +2.00 29,532 144,268 +0
Mar07 060131 258.75 261.75 258.50 261.50 +2.00 2,896 12,934 +0
Total Volume and Open Interest 206,618 939,409 +0
Wheat(CBOT)
Mar06 060131 346.50 347.75 338.50 343.25 -2.00 37,081 200,349 +0
May06 060131 356.50 358.25 349.50 354.50 -1.50 7,145 41,912 +0
Jul06 060131 366.50 368.00 359.00 364.50 -1.00 8,807 51,071 +0
Sep06 060131 376.00 377.00 370.00 373.50 -2.00 458 5,091 +0
Dec06 060131 388.00 389.75 383.00 386.50 -1.50 5,762 34,960 +0
Total Volume and Open Interest 62,420 337,896 +0
Wheat(KCBT)
Mar06 060131 399.00 399.00 392.00 397.50 -0.75 12,989 63,484 +0
May06 060131 401.00 402.00 395.50 401.00 -0.50 4,609 19,618 +0
Jul06 060131 401.00 401.50 395.00 399.50 -0.25 8,208 43,428 +0
Sep06 060131 405.00 406.00 401.00 403.50 -1.25 313 5,340 +0
Dec06 060131 414.00 415.50 409.00 412.75 -0.75 770 11,582 +0
Total Volume and Open Interest 27,075 144,139 +0
Wheat(MGE)
Mar06 060131 401.00 401.00 394.00 396.50 -5.00 2,786 18,917 +0
May06 060131 403.50 405.00 398.00 400.25 -4.25 532 7,773 +0
Jul06 060131 405.50 406.50 401.00 402.75 -3.25 749 8,593 +0
Sep06 060131 404.00 406.25 401.00 402.25 -3.00 409 5,168 +0
Dec06 060131 411.00 413.00 407.00 409.25 -3.50 935 3,248 +0
Total Volume and Open Interest 5,480 43,788 +0
Oats(CBOT)
Mar06 060131 193.00 193.50 188.25 192.00 -1.00 639 8,773 +0
May06 060131 188.00 193.00 186.50 192.00 +7.00 175 900 +0
Jul06 060131 176.50 181.00 176.50 181.00 +4.75 41 448 +0
Sep06 060131 165.00 166.00 165.00 166.00 +1.00 0 20 +0
Total Volume and Open Interest 1,003 10,930 +0
Rough Rice(CBOT)
Mar06 060131 8.56 8.60 8.48 8.49 -0.08 283 7,869 +0
May06 060131 8.78 8.86 8.75 8.77 -0.05 36 1,584 +0
Jul06 060131 9.01 9.07 9.00 9.02 -0.02 117 882 +0
Sep06 060131 9.10 9.10 9.10 9.10 +0.04 3 250 +0
Total Volume and Open Interest 461 11,414 +0
Live Cattle(CME)
Feb06 060131 93.300 93.700 92.925 93.550 +0.300 8,389 0 -42,405
Apr06 060131 91.300 91.650 90.825 91.575 +0.425 14,899 0 -119,191
Jun06 060131 85.100 85.400 84.675 85.325 +0.325 4,063 0 -43,415
Aug06 060131 84.225 84.400 83.750 84.375 +0.275 1,454 0 -19,489
Oct06 060131 87.450 87.600 86.950 87.450 +0.025 728 0 -8,856
Dec06 060131 88.100 88.200 87.800 88.150 +0.100 201 0 -4,302
Total Volume and Open Interest 41,284 238,495 +0
Feeder Cattle(CME)
Mar06 060131 109.900 110.050 109.100 109.825 +0.075 2,260 0 -15,393
Apr06 060131 110.600 110.900 109.900 110.850 +0.350 1,143 0 -6,841
May06 060131 111.000 111.300 110.400 111.200 +0.050 354 0 -4,344
Aug06 060131 111.500 111.750 110.800 111.425 -0.275 265 0 -3,560
Sep06 060131 111.000 111.000 110.350 110.700 -0.200 26 0 -330
Oct06 060131 110.500 110.700 109.900 110.400 -0.300 50 0 -237
Nov06 060131 110.000 110.000 109.100 109.900 -0.500 36 0 -167
Total Volume and Open Interest 4,515 30,872 +0
Lean Hogs(CME)
Feb06 060131 56.350 56.450 55.625 55.950 -0.125 4,801 0 -12,116
Apr06 060131 62.350 62.350 61.150 61.825 unch 8,549 0 -82,205
May06 060131 66.300 66.300 65.750 66.275 +0.175 134 0 -3,889
Jun06 060131 69.150 69.300 68.500 69.150 +0.250 1,797 0 -21,930
Jul06 060131 67.100 67.350 66.800 67.200 +0.125 335 0 -8,173
Aug06 060131 64.675 64.850 64.500 64.750 +0.200 428 0 -3,588
Oct06 060131 55.450 55.500 55.150 55.450 +0.250 79 0 -2,452
Dec06 060131 52.950 52.950 52.650 52.750 +0.150 31 0 -1,234
Total Volume and Open Interest 20,112 135,651 +0
Pork Bellies(CME)
Feb06 060131 75.300 76.600 75.300 75.975 +0.350 257 0 -894
Mar06 060131 75.600 76.400 74.750 74.850 -0.400 157 0 -824
May06 060131 77.450 78.300 76.550 76.575 -0.525 47 0 -553
Jul06 060131 79.000 79.000 78.150 78.150 +0.050 8 0 -207
Aug06 060131 79.900 79.900 79.900 79.900 -0.100 1 0 -7
Total Volume and Open Interest 557 2,485 +0
Class III Milk(CME)
Jan06 060131 13.39 13.42 13.38 13.42 +0.02 6 0 -2,408
Feb06 060131 12.29 12.45 12.29 12.41 +0.11 91 0 -2,473
Mar06 060131 12.03 12.20 11.95 12.16 +0.15 136 0 -2,777
Apr06 060131 12.07 12.30 12.00 12.24 +0.19 104 0 -2,572
May06 060131 12.20 12.40 12.14 12.32 +0.12 108 0 -2,267
Total Volume and Open Interest 1,633 26,903 +0
Cocoa(NYBOT)
Mar06 060131 1475 1497 1470 1484 +7 5,537 41,969 +0
May06 060131 1500 1525 1496 1512 +8 2,232 26,880 +0
Jul06 060131 1522 1540 1520 1534 +8 98 15,034 +0
Sep06 060131 1550 1554 1541 1554 +8 322 14,659 +0
Dec06 060131 1576 1581 1575 1581 +8 6,366 9,691 +0
Mar07 060131 1609 1609 1603 1605 +7 82 12,110 +0
May07 060131 1617 1625 1617 1625 +9 0 2,418 +0
Total Volume and Open Interest 20,615 132,817 +0
Coffee "C"(NYBOT)
Mar06 060131 121.90 121.90 116.25 118.20 -3.70 6,126 68,119 +0
May06 060131 124.25 124.50 119.00 121.00 -3.65 2,433 28,169 +0
Jul06 060131 126.20 126.50 121.40 123.30 -3.55 609 7,526 +0
Sep06 060131 127.75 127.75 123.50 125.10 -3.50 378 4,361 +0
Dec06 060131 130.20 130.20 126.00 127.70 -3.10 130 3,830 +0
Mar07 060131 131.25 131.25 128.85 130.30 -2.85 25 1,989 +0
Total Volume and Open Interest 9,744 114,867 +0
Orange Juice(NYBOT)
Mar06 060131 122.90 124.70 122.75 124.65 +1.75 2,259 18,680 +0
May06 060131 122.50 124.90 122.50 124.80 +1.80 734 7,374 +0
Jul06 060131 123.40 125.05 123.40 125.05 +1.95 69 1,293 +0
Sep06 060131 123.50 125.30 123.50 125.30 +1.85 11 842 +0
Nov06 060131 123.70 125.55 123.70 125.55 +1.85 0 485 +0
Total Volume and Open Interest 3,073 30,023 +0
Sugar #11(NYBOT)
Mar06 060131 18.15 18.58 17.96 18.02 -0.18 31,602 199,259 +0
May06 060131 18.10 18.39 17.92 17.96 -0.21 21,055 122,468 +0
Jul06 060131 17.17 17.50 17.00 17.05 -0.19 11,939 67,674 +0
Oct06 060131 16.74 17.10 16.65 16.66 -0.19 6,657 50,078 +0
Mar07 060131 16.38 16.85 16.34 16.40 -0.17 4,280 41,381 +0
Total Volume and Open Interest 77,839 512,318 +0
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060131 25.50 25.50 24.78 24.78 -0.40 2 1,215 +0
May06 060131 25.00 25.00 24.65 24.65 -0.25 140 3,834 +0
Jul06 060131 25.00 25.00 24.75 24.85 -0.05 28 3,793 +0
Sep06 060131 24.85 24.95 24.75 24.75 -0.15 43 1,983 +0
Total Volume and Open Interest 286 13,927 +0
London Cocoa(LCE)
Mar06 060131 871 883 861 877 +2 4,955 0 -62,976
May06 060131 886 897 876 891 +3 1,306 0 -30,766
Jul06 060131 896 912 890 905 +2 1,791 0 -34,876
Sep06 060131 905 924 904 918 +2 856 0 -19,926
Dec06 060131 931 931 925 928 +2 421 0 -21,845
Mar07 060131 925 942 925 936 +2 273 0 -8,817
May07 060131 945 945 945 945 +2 14 0 -554
Total Volume and Open Interest 8,936 179,840 +0
London Coffee(LCE)
Jan06 060131 1290.00 1293.00 1276.00 1293.00 unch 102 0 -191
Mar06 060131 1285.00 1291.00 1245.00 1247.00 -58.00 6,600 0 -68,947
May06 060131 1292.00 1307.00 1262.00 1265.00 -57.00 2,214 0 -54,094
Jul06 060131 1318.00 1321.00 1277.00 1279.00 -57.00 141 0 -10,092
Sep06 060131 1331.00 1331.00 1290.00 1291.00 -57.00 8 0 -3,997
Nov06 060131 1338.00 1338.00 1303.00 1303.00 -57.00 21 0 -651
Total Volume and Open Interest 6,836 138,195 +0
London Sugar(LCE)
Mar06 060131 428.00 436.90 422.00 424.00 -4.10 5,090 0 -25,302
May06 060131 436.90 445.40 430.60 433.00 -4.00 1,463 0 -23,079
Aug06 060131 441.90 450.20 436.10 438.90 -2.10 814 0 -11,562
Oct06 060131 441.90 449.50 438.70 438.70 -2.50 132 0 -9,266
Dec06 060131 440.00 446.60 436.20 436.20 -2.50 12 0 -3,691
Total Volume and Open Interest 9,633 77,008 +0
Cotton(NYBOT)
Mar06 060131 55.25 55.80 54.70 55.72 +0.55 15,230 85,220 +0
May06 060131 56.60 57.23 56.05 57.14 +0.65 4,448 27,601 +0
Jul06 060131 57.50 58.30 57.04 58.23 +0.78 1,259 6,854 +0
Oct06 060131 59.45 59.45 59.45 59.45 +0.50 0 162 +0
Dec06 060131 59.90 60.50 59.60 60.50 +0.54 718 5,904 +0
Mar07 060131 61.20 61.85 61.20 61.85 +0.50 143 1,229 +0
Total Volume and Open Interest 21,809 127,724 +0
Lumber(CME)
Mar06 060131 354.0 357.0 353.2 355.8 -2.8 557 0 -3,916
May06 060131 362.5 362.5 357.0 362.0 -2.7 158 0 -1,232
Jul06 060131 354.3 354.4 348.0 352.7 +0.3 17 0 -398
Sep06 060131 351.0 353.8 351.0 353.8 -0.2 3 0 -142
Total Volume and Open Interest 685 5,693 +0
Crude Oil(NYM)
Mar06 060131 68.00 68.20 67.35 67.92 -0.43 112,320 297,154 +0
Apr06 060131 68.85 68.99 68.10 68.74 -0.36 62,296 113,088 +0
May06 060131 69.50 69.50 68.75 69.28 -0.34 13,193 53,557 +0
Jun06 060131 69.90 69.95 69.40 69.70 -0.30 15,738 67,937 +0
Jul06 060131 70.10 70.10 69.50 70.01 -0.25 2,924 23,287 +0
Aug06 060131 70.50 70.50 69.95 70.24 -0.22 703 14,873 +0
Sep06 060131 70.20 70.41 70.10 70.41 -0.19 1,331 16,679 +0
Oct06 060131 70.60 70.60 70.00 70.53 -0.17 166 9,280 +0
Nov06 060131 70.25 70.62 70.25 70.62 -0.15 13 13,671 +0
Dec06 060131 70.85 70.85 70.15 70.69 -0.13 14,836 64,868 +0
Jan07 060131 70.74 70.74 70.74 70.74 -0.12 562 15,575 +0
Feb07 060131 70.74 70.74 70.74 70.74 -0.11 112 5,189 +0
Mar07 060131 70.40 70.72 70.40 70.72 -0.10 60 8,010 +0
Apr07 060131 70.69 70.69 70.69 70.69 -0.09 15 5,981 +0
May07 060131 70.64 70.64 70.64 70.64 -0.08 5 3,040 +0
Jun07 060131 70.45 70.58 70.15 70.58 -0.07 430 24,323 +0
Total Volume and Open Interest 238,435 935,506 +0
Heating Oil(NYM)
Feb06 060131 183.00 183.00 179.30 180.19 -3.19 17,449 16,159 +0
Mar06 060131 186.50 187.00 183.40 184.79 -1.88 27,756 72,537 +0
Apr06 060131 188.50 189.00 185.80 187.44 -1.43 7,858 24,331 +0
May06 060131 190.70 190.70 187.50 189.29 -1.23 1,796 11,297 +0
Jun06 060131 191.75 192.00 190.25 190.74 -1.13 812 11,677 +0
Jul06 060131 193.60 193.60 191.25 192.34 -0.98 554 7,343 +0
Aug06 060131 194.75 194.75 194.39 194.39 -0.88 118 4,038 +0
Sep06 060131 197.90 197.90 196.00 196.79 -0.78 54 2,732 +0
Oct06 060131 200.65 200.65 199.49 199.49 -0.73 42 1,385 +0
Nov06 060131 202.04 202.04 202.04 202.04 -0.73 2 1,778 +0
Dec06 060131 204.49 204.49 204.49 204.49 -0.73 970 7,680 +0
Jan07 060131 206.24 206.24 206.24 206.24 -0.73 759 3,839 +0
Total Volume and Open Interest 58,478 168,305 +0
Unleaded Gas(NYM)
Feb06 060131 177.00 177.00 171.00 172.58 -4.91 14,616 13,063 +0
Mar06 060131 183.80 183.80 178.55 180.51 -3.70 22,404 68,407 +0
Apr06 060131 196.00 196.20 192.50 193.98 -2.58 5,194 23,839 +0
May06 060131 198.40 198.40 197.20 197.33 -2.18 3,014 18,043 +0
Jun06 060131 200.00 200.75 198.75 199.43 -1.98 1,585 13,809 +0
Jul06 060131 202.00 202.00 200.38 200.38 -1.88 1,146 5,923 +0
Aug06 060131 200.43 200.43 200.43 200.43 -1.78 714 4,490 +0
Sep06 060131 198.98 198.98 198.98 198.98 -1.73 424 5,537 +0
Oct06 060131 191.75 191.75 190.50 190.98 -1.68 38 1,548 +0
Nov06 060131 188.93 188.93 188.93 188.93 -1.63 0 662 +0
Dec06 060131 188.50 188.50 188.08 188.08 -1.58 14 604 +0
Jan07 060131 188.83 188.83 188.83 188.83 -1.53 0 199 +0
Total Volume and Open Interest 49,149 156,124 +0
Natural Gas(NYM)
Mar06 060131 9.240 9.450 9.150 9.316 -0.073 26,352 102,466 +0
Apr06 060131 9.340 9.550 9.280 9.436 -0.038 6,781 34,336 +0
May06 060131 9.420 9.590 9.350 9.506 -0.033 4,107 33,806 +0
Jun06 060131 9.485 9.620 9.450 9.581 -0.038 1,357 20,594 +0
Jul06 060131 9.590 9.780 9.560 9.661 -0.038 1,233 20,227 +0
Aug06 060131 9.700 9.750 9.630 9.741 -0.038 1,414 19,912 +0
Sep06 060131 9.720 9.850 9.700 9.791 -0.033 1,315 14,580 +0
Oct06 060131 9.810 9.910 9.790 9.871 -0.033 1,611 27,666 +0
Nov06 060131 10.650 10.750 10.600 10.671 -0.083 1,794 12,455 +0
Dec06 060131 11.400 11.500 11.320 11.391 -0.113 1,039 15,735 +0
Jan07 060131 11.850 11.980 11.820 11.881 -0.133 1,070 18,302 +0
Feb07 060131 11.980 11.980 11.850 11.881 -0.133 1,093 12,298 +0
Mar07 060131 11.800 11.800 11.680 11.706 -0.128 1,801 14,677 +0
Apr07 060131 9.590 9.590 9.550 9.576 -0.108 258 11,985 +0
May07 060131 9.420 9.420 9.376 9.376 -0.098 184 12,785 +0
Jun07 060131 9.480 9.480 9.441 9.441 -0.098 55 6,405 +0
Total Volume and Open Interest 61,370 530,232 -1,201
Brent Crude Oil(ICE)
Mar06 060131 66.40 66.94 65.44 65.99 -0.60 59,877 0 -84,280
Apr06 060131 66.99 67.50 66.12 66.67 -0.47 43,754 0 -114,090
May06 060131 67.40 67.97 66.70 67.25 -0.40 17,811 0 -30,080
Jun06 060131 67.99 68.33 67.17 67.71 -0.34 8,725 0 -28,443
Jul06 060131 68.31 68.62 67.54 68.08 -0.29 1,691 0 -18,106
Aug06 060131 68.41 68.65 67.90 68.38 -0.27 931 0 -4,113
Sep06 060131 68.61 68.85 68.19 68.60 -0.25 152 0 -7,703
Oct06 060131 69.19 69.19 68.32 68.75 -0.19 225 0 -7,224
Nov06 060131 69.28 69.28 68.43 68.85 -0.18 400 0 -3,136
Dec06 060131 69.18 69.46 68.45 68.93 -0.16 2,742 0 -28,842
Jan07 060131 68.87 69.00 68.86 69.00 -0.12      
Feb07 060131 69.05 69.05 69.05 69.05 -0.09      
Mar07 060131 69.02 69.02 69.02 69.02 -0.11      
Apr07 060131 68.99 68.99 68.99 68.99 -0.12      
Total Volume and Open Interest 137,105 381,703 +0
Gas Oil(ICE)
Feb06 060131 564.00 567.75 554.25 560.50 +2.50 19,653 0 -40,738
Mar06 060131 575.00 578.50 565.75 571.25 +2.75 14,474 0 -59,531
Apr06 060131 584.25 587.00 574.75 580.25 +3.25 5,538 0 -28,991
May06 060131 591.25 593.75 582.50 587.75 +3.50 1,850 0 -10,938
Jun06 060131 596.25 600.00 591.00 595.00 +3.75 881 0 -22,217
Jul06 060131 603.50 606.00 600.00 602.00 +4.00 96 0 -9,796
Aug06 060131 611.00 612.50 608.75 608.75 +4.25      
Sep06 060131 614.75 614.75 614.75 614.75 +4.25      
Oct06 060131 624.50 624.50 620.00 620.00 +4.25      
Nov06 060131 627.75 627.75 622.75 622.75 +4.00      
Total Volume and Open Interest 42,957    
US Dollar Index(NYBOT)
Mar06 060131 89.28 89.28 88.55 88.81 -0.47 4,783 24,903 +0
Jun06 060131 88.87 88.87 88.24 88.48 -0.47 37 2,173 +0
Sep06 060131 88.30 88.30 88.19 88.19 -0.47 0 9 +0
Total Volume and Open Interest 4,821 27,095 +0
Australian Dollar(CME)
Mar06 060131 75.35 75.68 75.33 75.65 +0.91 1,652 0 -67,097
Jun06 060131 75.48 75.48 75.48 75.48 +0.91 5 0 -452
Sep06 060131 75.33 75.33 75.33 75.33 +0.91      
Total Volume and Open Interest 21,874 67,692 +0
British Pound(CME)
Mar06 060131 177.04 178.60 176.96 178.02 +1.35 2,628 0 -88,520
Jun06 060131 178.47 178.47 178.17 178.17 +1.35 1 0 -378
Sep06 060131 178.39 178.39 178.32 178.32 +1.35 1 0 -25
Total Volume and Open Interest 75,918 88,926 +0
Canadian Dollar(CME)
Mar06 060131 87.49 88.04 87.41 87.95 +0.60 2,866 0 -102,308
Jun06 060131 87.73 88.20 87.73 88.18 +0.60 157 0 -2,288
Sep06 060131 87.87 88.45 87.87 88.38 +0.60 4 0 -391
Dec06 060131 88.30 88.58 88.24 88.58 +0.60 6 0 -160
Total Volume and Open Interest 32,538 105,249 +0
Japanese Yen(CME)
Mar06 060131 85.64 86.17 85.48 85.63 +0.18 4,383 0 -153,715
Jun06 060131 86.84 87.20 86.72 86.72 +0.18 6 0 -21,257
Sep06 060131 87.73 87.73 87.73 87.73 +0.18      
Total Volume and Open Interest 69,970 175,039 +0
Swiss Franc(CME)
Mar06 060131 78.23 78.84 78.20 78.54 +0.52 2,662 0 -83,984
Jun06 060131 79.48 79.51 79.28 79.28 +0.52 1 0 -523
Sep06 060131 79.92 79.92 79.92 79.92 +0.52      
Total Volume and Open Interest 65,523 84,575 +0
EuroFX(CME)
Mar06 060131 121.43 122.19 121.39 121.78 +0.61 2,798 0 -135,000
Jun06 060131 122.29 122.82 122.29 122.47 +0.61 1 0 -3,042
Sep06 060131 123.08 123.08 123.08 123.08 +0.61 4 0 -1,466
Total Volume and Open Interest 206,044 139,640 +0
Mexican Peso(CME)
Mar06 060131 9547.0 9555.0 9530.0 9540.0 +13.0 2,187 0 -85,640
Jun06 060131 9462.0 9462.0 9462.0 9462.0 +12.0      
Total Volume and Open Interest 19,358 111,749 +0
30-Year T-Bonds(CBOT)
Mar06 060131 112~21 113~00 112~14 112~27 +0~06 430,035 568,193 +0
Jun06 060131 112~21 112~29 112~14 112~25 +0~06 3,510 12,734 +0
Sep06 060131 112~19 112~25 112~19 112~25 +0~06 11 58 +0
Total Volume and Open Interest 449,618 581,004 +0
10-Year T-Notes(CBOT)
Mar06 060131 108~155 108~205 108~090 108~140 -0~015 1,155,936 1,762,917 +0
Jun06 060131 108~135 108~160 108~065 108~110 -0~010 5,391 67,097 +0
Total Volume and Open Interest 1,194,342 1,830,652 +0
5-Year T-Notes(CBOT)
Mar06 060131 105~250 105~270 105~205 105~235 -0~015 16,555 1,135,997 +1,135,997
Jun06 060131 105~220 105~220 105~220 105~220 -0~015 1,312 42,045 +42,045
Sep06 060131 105~240 105~240 105~240 105~240 -0~015      
Total Volume and Open Interest 633,215 1,178,043 +1,178,042
2 Year T-Notes(CBOT)
Mar06 060131 102~057 102~060 102~050 102~053 -0~003 2,178 454,339 +0
Jun06 060131 102~056 102~056 102~053 102~053 -0~003 1 593 +0
Total Volume and Open Interest 114,595 454,932 +0
Eurodollars(CME)
Mar06 060131 95.190 95.200 95.165 95.175 -0.010 9,241 0 -1,167,984
Jun06 060131 95.085 95.105 95.065 95.075 unch 26,228 0 -1,298,809
Sep06 060131 95.080 95.110 95.060 95.075 unch 534,470 1,125,631 +22,102
Dec06 060131 95.125 95.145 95.095 95.110 -0.005 27,045 0 -1,202,938
Mar07 060131 95.185 95.200 95.155 95.160 -0.015 13,921 0 -893,295
Jun07 060131 95.210 95.220 95.175 95.185 -0.015 15,613 0 -704,331
Sep07 060131 95.210 95.230 95.190 95.195 -0.015 8,622 0 -456,226
Dec07 060131 95.205 95.220 95.175 95.185 -0.015 6,368 0 -344,098
Mar08 060131 95.195 95.215 95.180 95.180 -0.015 3,353 0 -260,338
Jun08 060131 95.175 95.195 95.160 95.160 -0.015 7,616 0 -251,104
Sep08 060131 95.150 95.170 95.135 95.135 -0.015 4,019 0 -207,295
Dec08 060131 95.105 95.125 95.095 95.095 -0.010 2,606 0 -148,606
Mar09 060131 95.095 95.110 95.075 95.075 -0.010 2,615 0 -130,226
Jun09 060131 95.060 95.080 95.045 95.045 -0.005 2,559 0 -108,098
Sep09 060131 95.030 95.050 95.015 95.015 -0.005 1,544 0 -96,194
Dec09 060131 94.975 95.010 94.955 94.975 -0.005 1,391 0 -89,768
Mar10 060131 94.955 94.995 94.955 94.960 -0.005 1,649 0 -65,640
Jun10 060131 94.945 94.970 94.935 94.935 -0.005 2,429 0 -66,920
Total Volume and Open Interest 2,462,014 8,809,054 +0
3-Mth Euro-Yen(CME)
Mar06 060131 99.88 99.88 99.88 99.88 unch      
Jun06 060131 99.81 99.81 99.81 99.81 unch 3 0 -10,526
Sep06 060131 99.70 99.70 99.70 99.70 unch 32 0 -8,560
Dec06 060131 99.59 99.59 99.58 99.58 +0.01 460 0 -7,840
Mar07 060131 99.46 99.46 99.46 99.46 +0.01 15 0 -1,052
Jun07 060131 99.35 99.35 99.35 99.35 +0.01 626 0 -3,957
Sep07 060131 99.24 99.24 99.24 99.24 unch      
Dec07 060131 99.14 99.14 99.14 99.14 unch      
Mar08 060131 99.04 99.04 99.04 99.04 +0.01      
Jun08 060131 98.93 98.93 98.93 98.93 unch      
Total Volume and Open Interest 1,136    
3-Mth Euro-Yen(SIMEX)
Mar06 060131 99.88 99.89 99.88 99.89 +0.01 668 0 -68,975
Jun06 060131 99.81 99.82 99.81 99.82 +0.01 1,235 0 -66,313
Sep06 060131 99.70 99.71 99.69 99.70 unch 425 0 -41,208
Dec06 060131 99.57 99.59 99.57 99.58 unch 1,222 0 -66,686
Mar07 060131 99.44 99.46 99.44 99.46 unch 565 0 -31,933
Jun07 060131 99.33 99.35 99.33 99.35 unch 370 0 -19,509
Sep07 060131 99.23 99.24 99.23 99.24 unch 170 0 -5,126
Dec07 060131 99.13 99.14 99.13 99.14 +0.01      
Total Volume and Open Interest 4,655 330,333 -50
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 060131 119.57 119.59 119.40 119.59 +0.06 1,563 19,191 +5,127
Sep06 060131 120.00 120.00 120.00 120.00 +0.03 159 3 +0
Total Volume and Open Interest 1,007,927 1,369,887 -527
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060131 111.38 111.39 111.33 111.39 +0.04 701 12,642 +8,122
Sep06 060131 111.82 111.82 111.82 111.82 +0.04      
Total Volume and Open Interest 477,915 1,095,453 +2,882
Long Gilt(LIFFE)
Mar06 060131 113~29 114~05 113~26 114~03 +0~06 50,273 0 -252,353
Jun06 060131 113~23 113~23 113~23 113~23 +0~06      
Total Volume and Open Interest 70,684 252,353 +0
3-Mth Short Sterling(LIFFE)
Mar06 060131 95.41 95.41 95.41 95.41 unch      
Jun06 060131 95.41 95.41 95.41 95.41 -0.01      
Sep06 060131 95.39 95.39 95.39 95.39 -0.01      
Total Volume and Open Interest 237,404 1,753,328 +0
3-Mth Euribor(LIFFE)
Mar06 060131 97.310 97.310 97.300 97.305 unch 112,196 664,901 -2,909
Jun06 060131 97.100 97.110 97.090 97.100 unch 152,863 603,632 +5,469
Sep06 060131 96.950 96.970 96.945 96.960 +0.010 147,315 455,090 -5,917
Total Volume and Open Interest 836,087 3,233,328 -1,384
3-Mth Aus T-Bills(SFE)
Mar06 060131 94.39 94.39 94.38 94.39 +0.01 3,459 0 -132,682
Jun06 060131 94.41 94.42 94.40 94.42 +0.02 12,212 0 -266,565
Sep06 060131 94.39 94.41 94.39 94.40 +0.01 6,417 0 -83,710
Dec06 060131 94.38 94.39 94.37 94.38 unch 3,017 0 -49,106
Mar07 060131 94.34 94.36 94.34 94.36 +0.01 1,243 0 -25,151
Jun07 060131 94.32 94.32 94.32 94.32 +0.01 166 0 -34,222
Sep07 060131 94.28 94.29 94.28 94.29 +0.01 560 0 -19,964
Dec07 060131 94.26 94.27 94.26 94.27 +0.02 653 0 -8,575
Mar08 060131 94.24 94.24 94.24 94.24 +0.01 62 0 -4,251
Jun08 060131 94.23 94.23 94.23 94.23 +0.01 50 0 -1,576
Total Volume and Open Interest 27,839    
10-Year Aus T-Bonds(SFE)
Mar06 060131 94.62 94.65 94.62 94.64 +0.01 23,431 0 -357,593
Jun06 060131 94.64 94.64 94.64 94.64 +0.01      
Total Volume and Open Interest 23,431    
3-Year Aus T-Bonds(SFE)
Mar06 060131 94.69 94.72 94.69 94.72 +0.02 62,416 532,605 -15,365
Jun06 060131 94.72 94.72 94.72 94.72 +0.02      
Total Volume and Open Interest 62,416    
Gold(CMX)
Feb06 060131 571.0 572.7 565.0 570.8 +5.0 79,958 38,576 +0
Apr06 060131 574.7 577.3 570.0 575.5 +4.9 68,255 222,512 +0
Jun06 060131 580.0 582.5 575.5 580.5 +5.0 1,171 29,079 +0
Aug06 060131 584.0 587.0 584.0 585.6 +5.2 192 5,401 +0
Oct06 060131 590.7 590.7 590.7 590.7 +5.3 5 7,080 +0
Dec06 060131 593.8 597.5 591.5 595.7 +5.4 252 14,137 +0
Feb07 060131 603.0 603.0 600.7 600.7 +5.5 75 7,008 +0
Apr07 060131 605.6 605.6 605.6 605.6 +5.6 0 1,332 +0
Jun07 060131 610.6 610.6 610.6 610.6 +5.7 0 7,988 +0
Aug07 060131 615.6 615.6 615.6 615.6 +5.8 5 210 +0
Oct07 060131 620.6 620.6 620.6 620.6 +5.9 0 2 +0
Dec07 060131 622.8 627.0 622.8 625.6 +5.9 2 8,743 +0
Total Volume and Open Interest 149,915 349,308 -3
Silver(CMX)
Mar06 060131 983.0 991.5 978.0 988.5 +11.0 27,200 93,605 +0
May06 060131 999.0 999.0 986.0 996.4 +12.2 2,290 7,511 +0
Jul06 060131 1000.0 1005.0 991.0 1001.5 +13.2 942 10,745 +0
Sep06 060131 998.0 1005.6 998.0 1005.6 +14.4 147 4,758 +0
Dec06 060131 1000.0 1011.0 1000.0 1011.0 +15.5 662 12,081 +0
Mar07 060131 1008.0 1015.0 1008.0 1013.6 +15.5 125 571 +0
May07 060131 1015.3 1015.3 1015.3 1015.3 +15.5 0 3 +0
Total Volume and Open Interest 31,539 134,636 -119
Platinum(NYM)
Apr06 060131 1080.0 1089.9 1080.0 1085.3 +6.2 1,643 11,238 +0
Jul06 060131 1090.8 1090.8 1090.8 1090.8 +6.2 1 159 +0
Total Volume and Open Interest 1,644 11,397 -11
Palladium(NYME)
Mar06 060131 289.50 297.80 289.00 296.95 +12.95 1,610 14,211 +0
Jun06 060131 296.00 302.00 295.00 301.20 +13.25 125 1,408 +0
Sep06 060131 303.20 303.20 303.20 303.20 +13.25 0 27 +0
Total Volume and Open Interest 1,735 15,680 +0
Copper(CMX)
Mar06 060131 222.70 223.30 220.60 222.85 -0.10 8,641 69,024 +0
May06 060131 219.50 220.40 218.30 220.40 +0.50 1,953 17,893 +0
Jul06 060131 215.40 216.40 213.70 216.40 +0.70 166 4,795 +0
Sep06 060131 211.20 212.45 210.50 212.45 +0.75 4 2,450 +0
Dec06 060131 205.00 205.50 204.80 205.45 -0.55 39 2,178 +0
Total Volume and Open Interest 12,117 103,201 -250
Aluminum(CMX)
Feb06 060131 115.50 115.50 115.50 115.50 +0.50 12 684 +0
Mar06 060131 116.00 116.15 116.00 116.15 +0.50 0 83 +0
Apr06 060131 116.25 116.25 116.25 116.25 +0.55 0 50 +0
May06 060131 117.00 117.00 116.40 116.40 +0.75 0 50 +0
Jun06 060131 116.35 116.35 116.35 116.35 +0.75 0 50 +0
Jul06 060131 116.10 116.10 116.10 116.10 +0.75 0 20 +0
Total Volume and Open Interest 12 1,082 +0
DJIA Index(CBOT)
Mar06 060131 10909 10945 10850 10860 -58 7,580 39,114 +0
Jun06 060131 11000 11000 10930 10930 -58 36 66 +0
Sep06 060131 10996 10996 10996 10996 -58 0 1 +0
Dec06 060131 11031 11031 11031 11031 -58 0 6 +0
Total Volume and Open Interest 8,782 39,187 +0
S & P 500(CME)
Mar06 060131 1286.80 1289.00 1278.50 1283.60 -4.90 20,967 0 -650,281
Jun06 060131 1296.00 1299.00 1293.00 1293.40 -4.90 47 0 -6,736
Sep06 060131 1305.70 1306.00 1303.00 1303.20 -5.00 203 0 -5,710
Dec06 060131 1312.90 1312.90 1312.90 1312.90 -4.80      
Total Volume and Open Interest 36,541 663,209 +0
S & P 500 E-Mini(Globex)
Mar06 060131 1288.25 1290.50 1278.50 1283.50 -5.00 523,825 0 -1,223,737
Jun06 060131 1295.00 1297.50 1289.00 1293.50 -4.75 255 0 -4,535
Total Volume and Open Interest 889,653 1,228,272 +0
NASDAQ 100(CME)
Mar06 060131 1722.00 1728.00 1693.00 1719.50 -4.00 4,175 0 -61,882
Jun06 060131 1738.00 1738.00 1738.00 1738.00 -4.00      
Sep06 060131 1756.50 1756.50 1756.50 1756.50 -4.00      
Total Volume and Open Interest 10,318 61,911 +0
NASDAQ 100 E-Mini(Globex)
Mar06 060131 1723.50 1728.00 1693.50 1719.50 -4.00 189,889 0 -369,322
Jun06 060131 1741.00 1744.00 1715.00 1738.00 -4.00 31 0 -147
Total Volume and Open Interest 342,769 369,469 +0
S & P Midcap 400(CME)
Mar06 060131 778.00 785.00 777.00 784.30 +5.60 88 0 -12,285
Jun06 060131 790.80 790.80 790.80 790.80 +5.60      
Sep06 060131 139.44 139.44 139.44 139.44 +5.60      
Total Volume and Open Interest 88    
Russell 2000(CME)
Mar06 060131 732.75 737.25 729.50 736.70 +3.50 1,047 0 -28,857
Jun06 060131 742.30 742.30 742.30 742.30 +3.50      
Sep06 060131 747.80 747.80 747.80 747.80 +3.50      
Total Volume and Open Interest 717 28,869 +0
Russell 2000 E-Mini(Globex)
Mar06 060131 733.20 737.20 728.80 736.70 +3.50 82,544 0 -266,211
Jun06 060131 734.80 742.50 734.60 742.30 +3.50 25 0 -241
Total Volume and Open Interest 94,740 266,452 +0
Value Line(KCBT)
Mar06 060131 2044.50 2058.00 2037.00 2040.00 -7.00 18 171 +0
Total Volume and Open Interest 18 174 +0
Nikkei 225(CME)
Mar06 060131 16615 16725 16545 16680 +100 65,266 224,224 +1,468
Jun06 060131 16580 16645 16580 16580 +100 0 1,292 +12
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060131 16615 16725 16545 16680 +100 65,266 224,224 +1,468
Jun06 060131 16580 16645 16580 16580 +100 0 1,292 +12
Sep06 060131 16580 16580 16580 16580 +100 0 3 +0
Total Volume and Open Interest 65,276 225,675 +1,480
CAC 40(MATIF)
Jan06 060120 4824.0 4841.5 4819.5 4834.5 +20.0 326,650 0 -493,010
Feb06 060131 4953.0 4977.0 4935.0 4962.0 +19.5 49,063 0 -362,736
Mar06 060131 4965.5 4985.5 4948.0 4971.0 +19.5 1,284 0 -114,698
Total Volume and Open Interest 160,100 478,418 +0
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 060131 5688.0 5715.5 5652.5 5696.5 +24.0 174,455 237,189 +0
Jun06 060131 5724.0 5753.0 5693.5 5735.0 +24.0 1,547 11,074 +0
Sep06 060131 5773.5 5794.0 5735.5 5777.5 +24.5 732 1,159 +0
Total Volume and Open Interest 122,843 249,422 +0
FT-SE 100(LIFFE)
Mar06 060131 5766.50 5779.00 5728.50 5742.50 -19.50 42,402 0 -461,753
Jun06 060131 5776.00 5779.00 5750.00 5754.00 -19.50 2 0 -21,764
Sep06 060131 5764.00 5768.00 5764.00 5768.00 -19.50 6 0 -2,308
Total Volume and Open Interest 69,170 491,175 +0
SPI 200(SFE)
Mar06 060131 4927.0 4943.0 4900.0 4924.0 -3.0 10,960 0 -181,884
Jun06 060131 4943.0 4961.0 4932.0 4945.0 -6.0 56 0 -5,168
Sep06 060131 4947.0 4947.0 4947.0 4947.0 -6.0 87 0 -2,231
Total Volume and Open Interest 12,210 190,047 -1,197
GSCI(CME)
Feb06 060131 455.70 456.40 450.90 453.90 -3.60 105 0 -19,626
Mar06 060131 461.60 461.60 458.50 461.50 -2.50      
Apr06 060131 463.85 463.85 463.85 463.85 -3.00      
Total Volume and Open Interest 95 19,834 +0
Reuters CRB Index(NYBOT)
Feb06 060131 361.00 362.00 361.00 362.00 +0.75 20 71 +0
Apr06 060131 364.75 365.25 364.55 365.25 +0.75 33 340 +0
Jun06 060131 368.50 368.50 368.50 368.50 +0.75 0 410 +0
Total Volume and Open Interest 0 1 -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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