Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed February 01, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060201 586.50 589.25 579.00 579.50 -14.75 49,234 166,222 -4,500
May06 060201 599.00 601.00 591.50 592.25 -14.50 16,453 63,126 +5,842
Jul06 060201 609.00 611.50 602.50 603.00 -13.50 9,088 57,737 +1,818
Aug06 060201 613.50 613.50 606.00 606.00 -13.50 146 4,035 +122
Sep06 060201 615.00 615.00 610.00 610.00 -10.00 65 1,835 +89
Nov06 060201 620.00 623.50 616.00 616.75 -12.75 6,467 44,643 +4,676
Jan07 060201 626.50 627.00 623.00 623.50 -10.50 267 1,235 +268
Total Volume and Open Interest 82,048 341,975 +8,439
Soybean Meal(CBOT)
Mar06 060201 182.50 183.30 180.60 181.20 -3.80 14,133 45,180 -3,124
May06 060201 184.80 186.20 183.20 183.70 -4.10 4,341 27,604 +1,188
Jul06 060201 186.80 188.40 186.30 186.80 -3.60 1,514 24,950 +34
Aug06 060201 188.50 189.80 187.90 188.20 -3.60 239 8,450 +33
Sep06 060201 189.50 191.00 189.00 189.30 -3.50 35 5,946 +41
Oct06 060201 189.00 190.20 188.50 188.80 -3.60 44 4,208 -33
Dec06 060201 191.50 192.20 190.50 191.20 -3.10 822 10,358 +550
Jan07 060201 191.80 191.80 191.80 191.80 -2.70 7 99 +4
Total Volume and Open Interest 21,135 126,865 -1,307
Soybean Oil(CBOT)
Mar06 060201 22.10 22.42 21.80 21.82 -0.53 16,415 86,228 -4,279
May06 060201 22.50 22.77 22.23 22.25 -0.54 11,052 36,161 +6,565
Jul06 060201 22.95 23.20 22.60 22.65 -0.55 1,406 32,329 +1,776
Aug06 060201 23.05 23.05 22.78 22.78 -0.52 72 4,223 +46
Sep06 060201 23.03 23.03 22.92 22.92 -0.53 29 3,158 +59
Oct06 060201 23.45 23.50 23.12 23.12 -0.48 12 2,089 +22
Dec06 060201 23.80 23.90 23.43 23.43 -0.76 1,776 15,587 +725
Jan07 060201 23.63 23.63 23.63 23.63 -0.72 1 224 +0
Total Volume and Open Interest 31,151 181,295 +5,273
Canola(WCE)
Mar06 060201 239.5 240.5 238.1 238.4 -3.4 10,845 42,835 -3,052
May06 060201 246.0 248.0 245.8 246.3 -3.6 8,335 24,463 +6,136
Jul06 060201 254.0 255.5 253.6 253.6 -3.8 913 9,960 +1,813
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060201 270.0 271.0 269.0 269.3 -3.8 484 9,915 -58
Total Volume and Open Interest 20,594 87,555 +4,839
Corn(CBOT)
Mar06 060201 216.25 217.75 215.25 216.50 -2.25 99,155 411,187 -17,070
May06 060201 226.00 228.00 225.50 226.50 -2.50 55,865 204,609 +33,069
Jul06 060201 235.00 237.00 234.50 236.00 -2.00 14,871 129,240 +5,270
Sep06 060201 243.50 244.50 242.75 243.75 -1.50 1,064 29,263 +975
Dec06 060201 253.00 254.75 252.50 254.00 -1.75 18,657 153,201 +8,933
Mar07 060201 259.00 260.75 258.50 260.25 -1.25 1,235 14,137 +1,203
Total Volume and Open Interest 195,624 974,780 +35,371
Wheat(CBOT)
Mar06 060201 340.50 341.50 337.50 339.25 -4.00 58,309 177,707 -22,642
May06 060201 351.00 352.00 348.50 350.25 -4.25 39,378 71,244 +29,332
Jul06 060201 360.50 361.75 358.25 360.25 -4.25 9,587 52,502 +1,431
Sep06 060201 370.00 371.00 368.25 370.50 -3.00 236 5,326 +235
Dec06 060201 383.50 384.00 381.00 382.75 -3.75 2,238 36,733 +1,773
Total Volume and Open Interest 110,977 349,250 +11,354
Wheat(KCBT)
Mar06 060201 393.50 395.00 391.00 393.00 -4.50 9,983 58,247 -5,237
May06 060201 396.50 398.50 394.00 397.50 -3.50 2,985 20,251 +633
Jul06 060201 395.00 396.75 393.50 396.25 -3.25 4,982 43,838 +410
Sep06 060201 401.00 401.00 398.00 400.75 -2.75 162 5,264 -76
Dec06 060201 410.00 411.00 407.50 410.75 -2.00 654 11,997 +415
Total Volume and Open Interest 18,804 140,333 -3,806
Wheat(MGE)
Mar06 060201 395.00 395.00 390.00 392.25 -4.25 2,725 18,507 -410
May06 060201 398.00 398.00 394.25 397.00 -3.25 1,170 8,075 +302
Jul06 060201 398.00 400.50 397.50 400.25 -2.50 996 8,958 +365
Sep06 060201 399.00 400.50 397.75 399.00 -3.25 288 5,211 +43
Dec06 060201 406.25 407.50 404.00 407.00 -2.25 316 3,539 +291
Total Volume and Open Interest 5,502 44,387 +599
Oats(CBOT)
Mar06 060201 191.00 193.00 189.25 192.00 unch 2,414 7,862 -911
May06 060201 190.00 190.50 187.00 189.50 -2.50 2,254 3,030 +2,130
Jul06 060201 179.75 180.25 178.75 179.50 -1.50 235 557 +109
Sep06 060201 169.00 169.00 169.00 169.00 +3.00 6 20 +0
Total Volume and Open Interest 5,038 12,329 +1,399
Rough Rice(CBOT)
Mar06 060201 8.47 8.49 8.40 8.40 -0.10 2,425 6,518 -1,351
May06 060201 8.73 8.75 8.66 8.68 -0.09 2,168 3,065 +1,481
Jul06 060201 8.94 8.95 8.86 8.88 -0.14 257 1,274 +392
Sep06 060201 9.02 9.02 8.99 8.99 -0.11 3 301 +51
Total Volume and Open Interest 5,107 12,327 +913
Live Cattle(CME)
Feb06 060201 93.500 93.550 92.650 93.050 -0.500 8,500 37,628 +37,628
Apr06 060201 91.575 91.650 90.500 90.925 -0.650 16,436 119,340 +119,340
Jun06 060201 85.250 85.400 84.550 84.725 -0.600 6,561 45,244 +45,244
Aug06 060201 84.300 84.300 83.650 83.975 -0.400 2,272 20,703 +20,703
Oct06 060201 87.500 87.500 86.900 87.025 -0.425 584 9,141 +9,141
Dec06 060201 88.150 88.250 87.700 87.750 -0.400 406 4,225 +4,225
Total Volume and Open Interest 34,881 237,194 -1,301
Feeder Cattle(CME)
Mar06 060201 110.300 110.300 109.250 109.275 -0.550 2,946 15,018 +15,018
Apr06 060201 111.100 111.100 109.900 110.350 -0.500 1,120 7,308 +7,308
May06 060201 111.400 111.550 110.350 110.625 -0.575 659 4,645 +4,645
Aug06 060201 111.700 111.750 110.750 110.750 -0.675 382 3,744 +3,744
Sep06 060201 110.500 110.550 110.300 110.300 -0.400 44 362 +362
Oct06 060201 110.100 110.100 110.025 110.025 -0.375 36 287 +287
Nov06 060201 109.550 109.550 109.500 109.500 -0.400 13 182 +182
Total Volume and Open Interest 5,220 31,548 +676
Lean Hogs(CME)
Feb06 060201 56.150 56.500 55.850 56.225 +0.275 4,363 10,727 +10,727
Apr06 060201 61.900 62.300 61.600 62.025 +0.200 13,167 84,843 +84,843
May06 060201 66.300 66.600 66.050 66.350 +0.075 339 3,962 +3,962
Jun06 060201 69.150 69.500 68.825 69.100 -0.050 3,021 22,666 +22,666
Jul06 060201 67.100 67.450 66.800 66.850 -0.350 463 8,506 +8,506
Aug06 060201 64.700 65.000 64.450 64.550 -0.200 509 4,435 +4,435
Oct06 060201 55.375 55.650 55.300 55.500 +0.050 162 2,414 +2,414
Dec06 060201 52.750 53.150 52.700 52.900 +0.150 77 1,290 +1,290
Total Volume and Open Interest 22,103 138,926 +3,275
Pork Bellies(CME)
Feb06 060201 76.100 76.700 74.000 74.625 -1.350 339 714 +714
Mar06 060201 75.500 76.200 73.700 73.825 -1.025 382 992 +992
May06 060201 77.700 77.800 75.400 75.400 -1.175 82 593 +593
Jul06 060201 79.500 79.500 76.500 76.500 -1.650 28 220 +220
Aug06 060201 79.900 79.900 77.000 77.000 -2.900 2 6 +6
Total Volume and Open Interest 833 2,525 +40
Class III Milk(CME)
Feb06 060201 12.38 12.40 12.37 12.38 -0.03 243 2,493 +2,493
Mar06 060201 12.15 12.20 12.15 12.15 -0.01 252 2,887 +2,887
Apr06 060201 12.21 12.25 12.18 12.22 -0.02 347 2,623 +2,623
May06 060201 12.30 12.37 12.29 12.37 +0.05 212 2,383 +2,383
Jun06 060201 12.42 12.48 12.37 12.43 unch 209 2,350 +2,350
Total Volume and Open Interest 2,061 25,522 -1,381
Cocoa(NYBOT)
Mar06 060201 1480 1496 1460 1467 -17 8,938 37,678 -4,291
May06 060201 1516 1525 1495 1495 -17 5,452 30,836 +3,956
Jul06 060201 1540 1546 1513 1517 -17 286 15,281 +247
Sep06 060201 1565 1566 1536 1537 -17 327 14,903 +244
Dec06 060201 1593 1593 1565 1565 -16 596 9,842 +151
Mar07 060201 1608 1610 1590 1590 -15 115 12,199 +89
May07 060201 1608 1608 1608 1608 -17 20 2,428 +10
Total Volume and Open Interest 15,894 133,388 +571
Coffee "C"(NYBOT)
Mar06 060201 118.50 120.20 116.60 117.25 -0.95 21,196 62,182 -5,937
May06 060201 121.40 122.80 119.50 120.10 -0.90 8,830 33,009 +4,840
Jul06 060201 123.50 124.20 122.00 122.35 -0.95 695 7,926 +400
Sep06 060201 125.25 125.80 124.00 124.15 -0.95 501 4,150 -211
Dec06 060201 128.00 128.60 126.25 126.75 -0.95 365 3,886 +56
Mar07 060201 129.75 129.80 129.35 129.35 -0.95 21 1,985 -4
Total Volume and Open Interest 31,611 114,017 -850
Orange Juice(NYBOT)
Mar06 060201 125.65 126.00 124.00 125.50 +0.85 4,184 17,217 -1,463
May06 060201 125.50 126.00 124.00 125.50 +0.70 2,831 9,388 +2,014
Jul06 060201 126.25 126.25 124.80 125.50 +0.45 18 1,298 +5
Sep06 060201 125.50 125.50 125.50 125.50 +0.20 36 873 +31
Nov06 060201 125.50 125.50 125.50 125.50 -0.05 322 813 +328
Total Volume and Open Interest 7,391 30,952 +929
Sugar #11(NYBOT)
Mar06 060201 17.85 18.36 17.65 18.29 +0.27 40,168 187,217 -12,042
May06 060201 17.80 18.20 17.62 18.20 +0.24 26,987 135,330 +12,862
Jul06 060201 16.87 17.37 16.82 17.37 +0.32 10,076 71,424 +3,750
Oct06 060201 16.45 17.02 16.42 17.02 +0.36 4,519 52,322 +2,244
Mar07 060201 16.30 16.80 16.25 16.80 +0.40 3,317 40,718 -663
Total Volume and Open Interest 86,320 518,793 +6,475
Sugar #14(NYBOT)
Mar06 060201 24.80 24.80 24.66 24.66 -0.12 72 1,285 +70
May06 060201 24.60 24.60 24.30 24.30 -0.35 157 3,920 +86
Jul06 060201 24.70 24.70 24.60 24.60 -0.25 78 3,853 +60
Sep06 060201 24.45 24.60 24.35 24.40 -0.35 38 1,998 +15
Nov06 060201 22.90 22.90 22.90 22.90 unch 0 858 +2
Total Volume and Open Interest 348 14,161 +234
London Cocoa(LCE)
Mar06 060201 882 885 869 869 -8 4,099 62,226 +62,226
May06 060201 893 899 883 883 -8 637 31,133 +31,133
Jul06 060201 908 911 897 897 -8 2,870 35,100 +35,100
Sep06 060201 919 923 910 910 -8 982 20,945 +20,945
Dec06 060201 930 934 920 920 -8 52 22,062 +22,062
Mar07 060201 930 942 927 927 -9 457 9,237 +9,237
May07 060201 937 937 937 937 -8 0 554 +554
Total Volume and Open Interest 9,097 181,337 +1,497
London Coffee(LCE)
Mar06 060201 1258.00 1281.00 1245.00 1274.00 +27.00 8,443 66,768 +66,768
May06 060201 1274.00 1298.00 1264.00 1292.00 +27.00 3,533 55,647 +55,647
Jul06 060201 1285.00 1309.00 1280.00 1306.00 +27.00 662 10,291 +10,291
Sep06 060201 1318.00 1318.00 1318.00 1318.00 +27.00 56 4,021 +4,021
Nov06 060201 1304.00 1330.00 1304.00 1330.00 +27.00 200 448 +448
Jan07 060201 1327.00 1340.00 1327.00 1340.00 +27.00 0 177 +177
Total Volume and Open Interest 13,099 137,398 -797
London Sugar(LCE)
Mar06 060201 423.30 430.00 418.10 429.00 +5.00 3,846 22,443 +22,443
May06 060201 434.50 439.80 428.50 439.00 +6.00 3,747 24,637 +24,637
Aug06 060201 440.50 445.10 437.00 445.10 +6.20 1,527 12,243 +12,243
Oct06 060201 439.90 445.40 437.00 445.10 +6.40 496 9,331 +9,331
Dec06 060201 436.80 442.20 436.00 442.20 +6.00 65 3,681 +3,681
Total Volume and Open Interest 9,690 76,438 -570
Cotton(NYBOT)
Mar06 060201 55.75 55.95 55.40 55.87 +0.15 20,870 79,810 -5,410
May06 060201 57.05 57.30 56.90 57.29 +0.15 13,590 32,980 +5,379
Jul06 060201 58.00 58.17 57.80 58.17 -0.06 1,120 7,507 +653
Oct06 060201 59.45 59.52 59.45 59.52 +0.07 13 155 -7
Dec06 060201 60.45 60.60 60.25 60.50 unch 522 6,116 +212
Mar07 060201 61.99 61.99 61.85 61.85 unch 71 1,266 +37
Total Volume and Open Interest 36,279 128,666 +942
Lumber(CME)
Mar06 060201 356.6 365.0 356.6 364.4 +8.6 2,075 3,262 +3,262
May06 060201 362.4 368.3 362.4 364.5 +2.5 1,531 1,914 +1,914
Jul06 060201 354.3 357.9 354.3 357.5 +4.8 42 400 +400
Sep06 060201 353.0 359.0 353.0 357.9 +4.1 8 138 +138
Total Volume and Open Interest 3,658 5,719 +26
Crude Oil(NYM)
Mar06 060201 67.90 69.00 66.20 66.56 -1.36 118,865 285,315 -11,839
Apr06 060201 68.80 69.78 67.10 67.42 -1.32 79,450 134,980 +21,892
May06 060201 69.35 70.10 67.80 68.02 -1.26 13,880 56,412 +2,855
Jun06 060201 69.75 70.80 68.45 68.47 -1.23 10,913 66,499 -1,438
Jul06 060201 70.05 71.10 68.81 68.81 -1.20 4,491 23,926 +639
Aug06 060201 69.06 69.06 69.06 69.06 -1.18 1,064 15,178 +305
Sep06 060201 70.45 70.75 69.24 69.24 -1.17 1,208 16,382 -297
Oct06 060201 70.90 71.20 69.37 69.37 -1.16 842 10,042 +762
Nov06 060201 69.47 69.47 69.47 69.47 -1.15 441 14,063 +392
Dec06 060201 70.85 71.70 69.55 69.55 -1.14 9,770 66,861 +1,993
Jan07 060201 69.61 69.61 69.61 69.61 -1.13 473 16,356 +781
Feb07 060201 70.80 70.80 69.62 69.62 -1.12 91 5,148 -41
Mar07 060201 69.61 69.61 69.61 69.61 -1.11 156 7,898 -112
Apr07 060201 69.59 69.59 69.59 69.59 -1.10 60 5,981 +0
May07 060201 69.55 69.55 69.55 69.55 -1.09 0 3,013 -27
Jun07 060201 70.70 71.25 69.50 69.50 -1.08 777 24,648 +325
Total Volume and Open Interest 252,501 951,012 +15,506
Heating Oil(NYM)
Mar06 060201 185.10 189.00 181.90 182.40 -2.39 29,983 75,174 +2,637
Apr06 060201 187.65 191.60 184.50 185.07 -2.37 9,587 26,715 +2,384
May06 060201 189.80 192.75 186.70 186.77 -2.52 2,471 12,416 +1,119
Jun06 060201 191.50 193.90 188.17 188.17 -2.57 1,570 12,338 +661
Jul06 060201 192.50 195.85 189.77 189.77 -2.57 407 7,500 +157
Aug06 060201 198.00 198.00 191.00 191.87 -2.52 95 4,058 +20
Sep06 060201 196.60 200.50 194.27 194.27 -2.52 127 2,804 +72
Oct06 060201 202.25 202.80 196.97 196.97 -2.52 55 1,388 +3
Nov06 060201 202.80 205.50 199.52 199.52 -2.52 35 1,789 +11
Dec06 060201 205.00 207.50 201.97 201.97 -2.52 931 8,268 +588
Jan07 060201 207.00 207.00 203.72 203.72 -2.52 145 4,056 +217
Feb07 060201 209.15 209.15 204.12 204.12 -2.52 0 932 +14
Total Volume and Open Interest 59,634 164,511 -3,794
Unleaded Gas(NYM)
Mar06 060201 179.50 180.70 172.50 172.88 -7.63 27,651 71,075 +2,668
Apr06 060201 194.25 195.40 187.75 188.35 -5.63 9,926 26,439 +2,600
May06 060201 197.70 198.75 192.00 192.50 -4.83 2,954 19,020 +977
Jun06 060201 199.60 200.50 194.90 194.90 -4.53 1,323 13,506 -303
Jul06 060201 202.00 202.25 196.05 196.05 -4.33 500 6,025 +102
Aug06 060201 201.00 201.50 196.20 196.20 -4.23 451 4,745 +255
Sep06 060201 199.10 199.10 194.80 194.80 -4.18 555 5,878 +341
Oct06 060201 186.85 186.85 186.85 186.85 -4.13 60 1,548 +0
Nov06 060201 188.00 188.00 184.85 184.85 -4.08 0 659 -3
Dec06 060201 184.05 184.05 184.05 184.05 -4.03 6 662 +58
Jan07 060201 184.85 184.85 184.85 184.85 -3.98 0 249 +50
Total Volume and Open Interest 55,405 151,546 -4,578
Natural Gas(NYM)
Mar06 060201 9.580 9.820 8.700 8.723 -0.593 29,574 102,734 +268
Apr06 060201 9.720 9.910 8.800 8.873 -0.563 13,029 35,542 +1,206
May06 060201 9.830 10.000 8.950 8.968 -0.538 7,063 33,035 -771
Jun06 060201 9.860 10.050 9.058 9.058 -0.523 3,752 20,131 -463
Jul06 060201 9.930 10.150 9.148 9.148 -0.513 2,468 20,076 -151
Aug06 060201 9.900 10.130 9.233 9.233 -0.508 1,984 20,310 +398
Sep06 060201 10.000 10.170 9.288 9.288 -0.503 882 14,478 -102
Oct06 060201 10.100 10.280 9.320 9.373 -0.498 5,211 29,456 +1,790
Nov06 060201 10.860 10.950 10.200 10.203 -0.468 2,509 13,408 +953
Dec06 060201 11.550 11.600 10.943 10.943 -0.448 2,271 15,010 -725
Jan07 060201 12.150 12.150 11.443 11.443 -0.438 3,250 20,166 +1,864
Feb07 060201 12.100 12.150 11.448 11.448 -0.433 1,012 12,429 +131
Mar07 060201 11.980 11.980 11.278 11.278 -0.428 3,550 13,982 -695
Apr07 060201 9.630 9.720 9.238 9.238 -0.338 2,455 10,765 -1,220
May07 060201 9.550 9.550 9.048 9.048 -0.328 66 12,979 +194
Jun07 060201 9.450 9.600 9.113 9.113 -0.328 138 6,432 +27
Total Volume and Open Interest 83,304 533,212 +2,980
Brent Crude Oil(ICE)
Mar06 060201 65.76 67.27 64.19 65.03 -0.96 72,358 75,757 +75,757
Apr06 060201 66.49 67.85 64.86 65.70 -0.97 55,082 120,263 +120,263
May06 060201 67.03 68.39 65.47 66.29 -0.96 22,473 31,016 +31,016
Jun06 060201 67.46 68.85 66.63 66.76 -0.95 10,697 29,703 +29,703
Jul06 060201 67.99 69.07 67.06 67.14 -0.94 2,019 16,542 +16,542
Aug06 060201 68.08 69.19 67.38 67.45 -0.93 1,477 4,776 +4,776
Sep06 060201 68.31 68.72 67.67 67.67 -0.93 541 7,705 +7,705
Oct06 060201 69.01 69.15 67.86 67.86 -0.89 1,927 8,604 +8,604
Nov06 060201 68.91 69.65 68.01 68.01 -0.84 720 3,165 +3,165
Dec06 060201 68.93 70.00 67.71 68.11 -0.82 6,157 30,660 +30,660
Jan07 060201 69.42 69.42 68.16 68.16 -0.84 400 3,609 +3,609
Feb07 060201 69.24 69.84 68.21 68.21 -0.84 0 2,155 +2,155
Mar07 060201 68.72 68.72 68.23 68.23 -0.79 0 4,785 +4,785
Apr07 060201 68.20 68.20 68.20 68.20 -0.79 0 200 +200
Total Volume and Open Interest 176,056 384,829 +3,126
Gas Oil(ICE)
Feb06 060201 561.50 569.00 545.00 558.00 -2.50 19,172 36,361 +36,361
Mar06 060201 571.25 581.00 556.50 569.50 -1.75 15,007 60,932 +60,932
Apr06 060201 576.25 590.75 570.00 579.75 -0.50 4,631 30,863 +30,863
May06 060201 586.25 599.75 579.75 588.75 +1.00 1,921 11,278 +11,278
Jun06 060201 589.00 605.50 589.00 596.75 +1.75 1,720 22,474 +22,474
Jul06 060201 604.25 606.75 603.25 604.50 +2.50 767 10,066 +10,066
Aug06 060201 611.75 614.25 610.75 612.25 +3.50 308 2,967 +2,967
Sep06 060201 612.25 618.50 612.25 618.50 +3.75 0 3,214 +3,214
Oct06 060201 624.50 624.50 624.50 624.50 +4.50 275 4,582 +4,582
Nov06 060201 617.50 628.00 617.50 627.25 +4.50 100 2,450 +2,450
Total Volume and Open Interest 46,133 224,337 +224,337
US Dollar Index(NYBOT)
Mar06 060201 88.83 89.44 88.75 89.37 +0.56 4,758 25,186 +283
Jun06 060201 88.99 89.05 88.77 89.04 +0.56 11 2,175 +2
Sep06 060201 88.50 88.75 88.50 88.75 +0.56 1 8 -1
Total Volume and Open Interest 4,774 27,383 +288
Australian Dollar(CME)
Mar06 060201 75.28 75.52 75.16 75.23 -0.42 11,005 73,192 +73,192
Jun06 060201 75.20 75.20 75.06 75.06 -0.42 0 475 +475
Sep06 060201 74.91 74.91 74.91 74.91 -0.42 0 11 +11
Total Volume and Open Interest 11,005 73,813 +6,121
British Pound(CME)
Mar06 060201 177.64 178.06 177.34 177.34 -0.68 2,818 93,651 +93,651
Jun06 060201 177.70 177.70 177.49 177.49 -0.68 18 410 +410
Sep06 060201 178.55 178.55 177.64 177.64 -0.68 1 27 +27
Total Volume and Open Interest 2,837 94,091 +5,165
Canadian Dollar(CME)
Mar06 060201 87.83 87.95 87.60 87.79 -0.16 5,403 114,311 +114,311
Jun06 060201 87.94 88.20 87.90 88.02 -0.16 45 2,316 +2,316
Sep06 060201 88.25 88.26 88.22 88.22 -0.16 16 396 +396
Dec06 060201 88.30 88.42 88.30 88.42 -0.16 33 179 +179
Total Volume and Open Interest 5,509 117,314 +12,065
Japanese Yen(CME)
Mar06 060201 85.43 85.54 85.07 85.21 -0.42 7,817 167,383 +167,383
Jun06 060201 86.30 86.30 86.30 86.30 -0.42 5 21,274 +21,274
Sep06 060201 87.31 87.31 87.31 87.31 -0.42 0 34 +34
Total Volume and Open Interest 7,822 188,724 +13,685
Swiss Franc(CME)
Mar06 060201 78.05 78.27 77.78 77.86 -0.68 3,353 82,832 +82,832
Jun06 060201 78.89 78.89 78.60 78.60 -0.68 7 1,222 +1,222
Sep06 060201 79.24 79.24 79.24 79.24 -0.68 0 25 +25
Total Volume and Open Interest 3,360 84,122 -453
EuroFX(CME)
Mar06 060201 121.14 121.43 120.78 120.87 -0.91 6,469 143,296 +143,296
Jun06 060201 121.83 121.92 121.56 121.56 -0.91 76 3,054 +3,054
Sep06 060201 122.17 122.17 122.17 122.17 -0.91 0 1,470 +1,470
Total Volume and Open Interest 6,545 147,953 +8,313
Mexican Peso(CME)
Mar06 060201 9545.0 9578.0 9515.0 9525.0 -15.0 2,033 91,499 +91,499
Jun06 060201 9460.0 9460.0 9447.0 9447.0 -15.0 0 621 +621
Total Volume and Open Interest 2,066 117,640 +5,891
30-Year T-Bonds(CBOT)
Mar06 060201 112~31 113~02 112~12 112~19 -0~08 355,778 593,504 +25,311
Jun06 060201 112~26 112~29 112~10 112~17 -0~08 2,126 13,533 +799
Sep06 060201 112~20 112~20 112~12 112~17 -0~08 4 55 -3
Total Volume and Open Interest 357,911 607,111 +26,107
10-Year T-Notes(CBOT)
Mar06 060201 108~160 108~190 108~030 108~060 -0~080 900,465 1,869,895 +106,978
Jun06 060201 108~110 108~120 107~315 108~025 -0~085 20,040 76,255 +9,158
Total Volume and Open Interest 920,505 1,946,794 +116,142
5-Year T-Notes(CBOT)
Mar06 060201 105~230 105~230 105~150 105~165 -0~070 510,972 0 -1,135,997
Jun06 060201 105~210 105~210 105~150 105~150 -0~070 6,281 0 -42,045
Sep06 060201 105~170 105~170 105~170 105~170 -0~070      
Total Volume and Open Interest 517,253 1 -1,178,042
2 Year T-Notes(CBOT)
Mar06 060201 102~049 102~049 102~037 102~040 -0~013 3,496 477,780 +23,441
Jun06 060201 102~038 102~038 102~038 102~038 -0~015 1 597 +4
Total Volume and Open Interest 3,497 478,377 +23,445
Eurodollars(CME)
Mar06 060201 95.165 95.170 95.145 95.155 -0.020 39,542 1,225,086 +1,225,086
Jun06 060201 95.060 95.060 95.010 95.015 -0.060 44,909 1,339,906 +1,339,906
Sep06 060201 95.080 95.090 95.000 95.010 -0.065 254,928 1,130,174 +4,543
Dec06 060201 95.085 95.095 95.040 95.050 -0.060 17,027 1,210,009 +1,210,009
Mar07 060201 95.145 95.145 95.095 95.105 -0.055 34,973 935,164 +935,164
Jun07 060201 95.170 95.170 95.115 95.125 -0.060 17,046 714,428 +714,428
Sep07 060201 95.180 95.180 95.135 95.135 -0.060 15,163 460,997 +460,997
Dec07 060201 95.170 95.170 95.125 95.125 -0.060 10,362 352,529 +352,529
Mar08 060201 95.160 95.165 95.125 95.125 -0.055 3,051 259,979 +259,979
Jun08 060201 95.150 95.150 95.100 95.105 -0.055 9,136 250,895 +250,895
Sep08 060201 95.120 95.120 95.080 95.085 -0.050 4,110 208,180 +208,180
Dec08 060201 95.080 95.080 95.045 95.045 -0.050 4,333 148,025 +148,025
Mar09 060201 95.060 95.080 95.025 95.030 -0.045 2,901 130,929 +130,929
Jun09 060201 95.045 95.045 94.995 95.000 -0.045 3,397 107,994 +107,994
Sep09 060201 95.005 95.005 94.965 94.975 -0.040 2,596 95,921 +95,921
Dec09 060201 94.975 94.975 94.925 94.935 -0.040 2,837 89,550 +89,550
Mar10 060201 94.945 94.945 94.915 94.925 -0.035 6,877 61,996 +61,996
Jun10 060201 94.920 94.920 94.890 94.900 -0.035 3,713 67,151 +67,151
Total Volume and Open Interest 250,896 9,001,015 +191,961
3-Mth Euro-Yen(CME)
Mar06 060201 99.88 99.88 99.88 99.88 unch 2 8,608 +8,608
Jun06 060201 99.81 99.81 99.81 99.81 unch 26 9,979 +9,979
Sep06 060201 99.70 99.70 99.70 99.70 unch 40 7,245 +7,245
Dec06 060201 99.59 99.59 99.58 99.59 +0.01 127 7,591 +7,591
Mar07 060201 99.46 99.46 99.46 99.46 unch 116 947 +947
Jun07 060201 99.36 99.36 99.36 99.36 +0.01 0 3,727 +3,727
Sep07 060201 99.25 99.25 99.25 99.25 +0.01 0 1,708 +1,708
Dec07 060201 99.14 99.14 99.14 99.14 unch 0 71 +71
Mar08 060201 99.05 99.05 99.05 99.05 +0.01 0 51 +51
Jun08 060201 98.94 98.94 98.94 98.94 +0.01 0 252 +252
Total Volume and Open Interest 311 40,179 +40,179
3-Mth Euro-Yen(SIMEX)
Mar06 060201 99.88 99.88 99.88 99.88 -0.01 1,230 69,684 +69,684
Jun06 060201 99.81 99.82 99.81 99.81 -0.01 840 63,433 +63,433
Sep06 060201 99.71 99.71 99.70 99.71 +0.01 460 40,109 +40,109
Dec06 060201 99.58 99.60 99.58 99.59 +0.01 1,229 62,103 +62,103
Mar07 060201 99.47 99.47 99.46 99.47 +0.01 202 31,409 +31,409
Jun07 060201 99.36 99.36 99.35 99.36 +0.01 518 19,150 +19,150
Sep07 060201 99.25 99.25 99.25 99.25 +0.01 160 5,208 +5,208
Dec07 060201 99.14 99.15 99.14 99.15 +0.01 167 13,511 +13,511
Total Volume and Open Interest 4,808 321,946 -8,387
German Euro-Bund(EUREX)
Mar06 060201 120.38 120.63 119.85 119.95 -0.42 1,006,205 1,350,693 -5,654
Jun06 060201 119.55 119.78 119.04 119.12 -0.47 1,240 19,762 +571
Sep06 060201 119.52 119.52 119.52 119.52 -0.48 210 2 -1
Total Volume and Open Interest 1,187,340 1,392,209 +22,322
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060201 111.35 111.48 111.14 111.14 -0.25 5,797 13,343 +701
Sep06 060201 111.57 111.57 111.57 111.57 -0.25      
Total Volume and Open Interest 520,589 1,111,460 +16,007
Long Gilt(LIFFE)
Mar06 060201 114~02 114~08 113~20 113~24 -0~11 62,038 249,113 +249,113
Jun06 060201 113~12 113~12 113~12 113~12 -0~11      
Total Volume and Open Interest 62,038 249,113 -3,240
3-Mth Short Sterling(LIFFE)
Mar06 060201 95.40 95.40 95.40 95.40 -0.01 32,291 340,134 +340,134
Jun06 060201 95.40 95.40 95.40 95.40 -0.01 46,691 378,001 +378,001
Sep06 060201 95.36 95.36 95.36 95.36 -0.03 61,591 283,899 +283,899
Total Volume and Open Interest 224,917 1,775,842 +22,514
3-Mth Euribor(LIFFE)
Mar06 060201 97.305 97.315 97.300 97.305 unch 81,861 664,115 -786
Jun06 060201 97.095 97.120 97.080 97.085 -0.015 123,026 608,403 +4,771
Sep06 060201 96.960 96.985 96.925 96.930 -0.030 117,576 461,505 +6,415
Total Volume and Open Interest 680,501 3,259,433 +26,105
3-Mth Aus T-Bills(SFE)
Mar06 060201 94.38 94.39 94.38 94.39 unch 1,724 129,072 +129,072
Jun06 060201 94.41 94.44 94.41 94.43 +0.01 8,932 241,584 +241,584
Sep06 060201 94.39 94.43 94.39 94.42 +0.02 4,681 75,822 +75,822
Dec06 060201 94.37 94.42 94.37 94.41 +0.03 5,374 49,046 +49,046
Mar07 060201 94.37 94.38 94.36 94.38 +0.02 1,508 24,145 +24,145
Jun07 060201 94.33 94.35 94.33 94.35 +0.03 126 33,522 +33,522
Sep07 060201 94.30 94.32 94.30 94.32 +0.03 143 19,944 +19,944
Dec07 060201 94.27 94.29 94.27 94.29 +0.02 5 8,280 +8,280
Mar08 060201 94.26 94.26 94.26 94.26 +0.02 0 4,235 +4,235
Jun08 060201 94.24 94.24 94.24 94.24 +0.01 224 1,526 +1,526
Total Volume and Open Interest 22,720 588,701 +588,701
10-Year Aus T-Bonds(SFE)
Mar06 060201 94.62 94.65 94.62 94.63 -0.01 31,159 333,139 +333,139
Jun06 060201 94.63 94.63 94.63 94.63 -0.01      
Total Volume and Open Interest 31,159 333,139 +333,139
3-Year Aus T-Bonds(SFE)
Mar06 060201 94.71 94.74 94.70 94.72 unch 69,223 411,000 -121,605
Jun06 060201 94.72 94.72 94.72 94.72 unch      
Total Volume and Open Interest 69,223 411,000 +411,000
Gold(CMX)
Feb06 060201 568.0 571.5 563.0 569.4 -1.4 6,749 6,088 -32,488
Apr06 060201 573.5 576.4 565.5 574.0 -1.5 62,884 243,190 +20,678
Jun06 060201 578.0 581.5 572.5 579.0 -1.5 2,170 31,098 +2,019
Aug06 060201 586.0 586.0 578.5 584.1 -1.5 538 5,061 -340
Oct06 060201 589.0 589.3 589.0 589.3 -1.4 54 7,091 +11
Dec06 060201 594.5 595.5 588.5 594.3 -1.4 1,078 14,411 +274
Feb07 060201 599.4 599.4 599.4 599.4 -1.3 235 7,168 +160
Apr07 060201 604.4 604.4 604.4 604.4 -1.2 0 1,332 +0
Jun07 060201 609.4 609.4 609.4 609.4 -1.2 0 7,990 +2
Aug07 060201 614.4 614.4 614.4 614.4 -1.2 5 200 -10
Oct07 060201 619.4 619.4 619.4 619.4 -1.2 0 2 +0
Dec07 060201 619.0 624.4 619.0 624.4 -1.2 66 8,769 +26
Total Volume and Open Interest 73,791 339,645 -9,663
Silver(CMX)
Mar06 060201 983.0 987.0 968.0 979.5 -9.0 22,272 89,426 -4,179
May06 060201 992.0 995.0 975.0 987.6 -8.8 3,115 8,976 +1,465
Jul06 060201 1000.0 1002.0 982.5 993.1 -8.4 443 10,827 +82
Sep06 060201 989.0 997.7 989.0 997.7 -7.9 55 4,761 +3
Dec06 060201 1012.0 1012.0 989.0 1003.3 -7.7 287 12,873 +792
Mar07 060201 1005.5 1005.5 1005.5 1005.5 -8.1 21 884 +313
May07 060201 1007.4 1007.4 1007.4 1007.4 -7.9 0 3 +0
Total Volume and Open Interest 26,359 133,259 -1,377
Platinum(NYM)
Apr06 060201 1078.0 1084.0 1072.5 1080.1 -5.2 1,028 11,529 +291
Jul06 060201 1085.1 1085.1 1085.1 1085.1 -5.7 2 157 -2
Total Volume and Open Interest 1,030 11,686 +289
Palladium(NYME)
Mar06 060201 295.00 298.00 292.00 296.60 -0.35 2,407 13,626 -585
Jun06 060201 301.50 301.50 297.10 300.50 -0.70 747 2,251 +843
Sep06 060201 302.50 302.50 302.50 302.50 -0.70 0 27 +0
Total Volume and Open Interest 3,155 15,939 +259
Copper(CMX)
Mar06 060201 223.70 225.00 222.40 224.90 +2.05 13,278 66,030 -2,994
May06 060201 221.70 222.65 220.50 222.65 +2.25 5,019 18,937 +1,044
Jul06 060201 217.00 218.45 216.90 218.45 +2.05 298 4,759 -36
Sep06 060201 214.35 214.35 214.35 214.35 +1.90 83 2,505 +55
Dec06 060201 206.80 208.50 206.00 208.45 +3.00 96 2,219 +41
Total Volume and Open Interest 19,235 101,294 -1,907
Aluminum(CMX)
Feb06 060201 119.00 119.35 119.00 119.35 +3.85 0 266 -418
Mar06 060201 118.50 120.00 118.50 120.00 +3.85 8 180 +97
Apr06 060201 120.10 120.10 120.10 120.10 +3.85 0 50 +0
May06 060201 120.25 120.25 120.25 120.25 +3.85 25 69 +19
Jun06 060201 120.20 120.20 120.20 120.20 +3.85 0 50 +0
Jul06 060201 119.95 119.95 119.95 119.95 +3.85 0 20 +0
Total Volume and Open Interest 33 780 -302
DJIA Index(CBOT)
Mar06 060201 10875 10988 10870 10985 +125 4,411 39,107 -7
Jun06 060201 10985 11056 10985 11056 +126 8 83 +17
Sep06 060201 11121 11121 11121 11121 +125 0 1 +0
Dec06 060201 11156 11156 11156 11156 +125 0 6 +0
Total Volume and Open Interest 4,419 39,197 +10
S & P 500(CME)
Mar06 060201 1281.30 1287.50 1280.30 1287.30 +3.70 39,415 647,691 +647,691
Jun06 060201 1293.00 1297.30 1292.20 1297.30 +3.90 29 6,777 +6,777
Sep06 060201 1303.00 1307.10 1303.00 1307.10 +3.90 18 5,910 +5,910
Dec06 060201 1316.80 1316.80 1316.80 1316.80 +3.90 0 405 +405
Total Volume and Open Interest 39,462 660,860 -2,349
S & P 500 E-Mini(Globex)
Mar06 060201 1279.50 1287.50 1276.25 1287.25 +3.75 1,034,519 1,212,104 +1,212,104
Jun06 060201 1288.00 1297.25 1284.50 1297.25 +3.75 114 4,615 +4,615
Total Volume and Open Interest 1,034,633 1,216,719 -11,553
NASDAQ 100(CME)
Mar06 060201 1705.50 1725.00 1704.00 1723.50 +4.00 7,172 62,734 +62,734
Jun06 060201 1742.00 1742.00 1742.00 1742.00 +4.00 0 27 +27
Sep06 060201 1760.50 1760.50 1760.50 1760.50 +4.00 0 1 +1
Total Volume and Open Interest 7,172 62,762 +851
NASDAQ 100 E-Mini(Globex)
Mar06 060201 1701.00 1725.50 1695.50 1723.50 +4.00 335,044 358,728 +358,728
Jun06 060201 1720.50 1743.50 1716.50 1742.00 +4.00 91 126 +126
Total Volume and Open Interest 335,135 358,854 -10,615
S & P Midcap 400(CME)
Mar06 060201 783.00 786.90 782.25 785.80 +1.50 639 11,777 +11,777
Jun06 060201 792.30 792.30 792.30 792.30 +1.50 0 7 +7
Sep06 060201 140.94 140.94 140.94 140.94 +1.50      
Total Volume and Open Interest 639 11,784 +11,784
Russell 2000(CME)
Mar06 060201 733.50 739.25 732.00 738.40 +1.70 1,287 28,546 +28,546
Jun06 060201 744.00 744.00 744.00 744.00 +1.70 0 7 +7
Sep06 060201 749.50 749.50 749.50 749.50 +1.70 0 5 +5
Total Volume and Open Interest 1,287 28,558 -311
Russell 2000 E-Mini(Globex)
Mar06 060201 730.70 739.60 728.40 738.40 +1.70 109,276 266,759 +266,759
Jun06 060201 734.50 745.00 734.50 744.00 +1.70 57 239 +239
Total Volume and Open Interest 109,333 266,998 +546
Value Line(KCBT)
Mar06 060201 2047.00 2060.00 2047.00 2058.00 +18.00 79 187 +16
Total Volume and Open Interest 80 189 +15
Nikkei 225(CME)
Mar06 060201 16505 16670 16470 16490 -190 46,206 218,569 -5,655
Jun06 060201 16495 16595 16410 16410 -170 2 1,292 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060201 16505 16670 16470 16490 -190 46,206 218,569 -5,655
Jun06 060201 16495 16595 16410 16410 -170 2 1,292 +0
Sep06 060201 16410 16410 16410 16410 -170 0 3 +0
Total Volume and Open Interest 46,208 220,020 -5,655
CAC 40(MATIF)
Feb06 060201 4951.5 5013.0 4939.5 4998.5 +36.5 70,399 354,254 +354,254
Mar06 060201 4964.5 5017.5 4949.5 5008.0 +37.0 5,639 114,694 +114,694
Apr06 060201 4970.5 5021.5 4970.5 5020.0 +37.0 42 828 +828
Total Volume and Open Interest 76,080 469,960 -8,458
Hang Seng Index(HKFE)
Feb06 060201 15845 15920 15666 15781 -82 29,507 106,363 +3,590
Mar06 060201 15800 15845 15610 15721 -89 570 2,244 +34
Total Volume and Open Interest 30,177 109,127 -33,166
DAX Index(EUREX)
Mar06 060201 5672.0 5764.5 5663.0 5740.0 +43.5 164,754 237,559 +370
Jun06 060201 5711.0 5802.5 5706.5 5779.0 +44.0 660 14,765 +3,691
Sep06 060201 5756.5 5845.0 5749.0 5822.0 +44.5 681 1,407 +248
Total Volume and Open Interest 166,095 253,731 +4,309
FT-SE 100(LIFFE)
Mar06 060201 5729.50 5798.00 5724.50 5778.50 +36.00 70,289 472,798 +472,798
Jun06 060201 5750.00 5800.00 5750.00 5790.00 +36.00 233 21,688 +21,688
Sep06 060201 5773.00 5804.50 5773.00 5804.50 +36.50 1 2,315 +2,315
Total Volume and Open Interest 70,528 502,156 +10,981
SPI 200(SFE)
Mar06 060201 4922.0 4942.0 4912.0 4937.0 +13.0 17,444 185,436 +185,436
Jun06 060201 4936.0 4958.0 4936.0 4958.0 +13.0 198 5,202 +5,202
Sep06 060201 4951.0 4960.0 4951.0 4960.0 +13.0 26 2,256 +2,256
Total Volume and Open Interest 18,468 195,701 +5,654
GSCI(CME)
Feb06 060201 455.10 461.20 445.50 445.80 -8.10 371 19,742 +19,742
Mar06 060201 462.50 462.50 453.60 453.60 -7.90 113 217 +217
Apr06 060201 457.30 457.30 457.30 457.30 -6.55 0 100 +100
Total Volume and Open Interest 484 20,059 +225
Reuters CRB Index(NYBOT)
Feb06 060201 361.00 363.50 360.25 360.25 -1.75 4 70 -1
Apr06 060201 364.00 364.50 363.50 363.50 -1.75 11 343 +3
Jun06 060201 366.50 366.75 366.50 366.75 -1.75 0 412 +2
Total Volume and Open Interest 16 1,028 +1,027
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

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!