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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 Fri February 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060203 585.00 598.50 581.00 594.75 +10.75 37,515 160,032 -4,071
May06 060203 597.50 610.50 593.50 607.50 +10.75 14,253 67,477 +1,687
Jul06 060203 609.00 621.00 604.50 617.50 +10.50 5,201 59,687 +1,040
Aug06 060203 612.00 622.00 609.00 620.50 +10.00 164 4,176 +15
Sep06 060203 614.00 623.75 612.00 623.25 +9.75 154 1,881 +18
Nov06 060203 622.00 634.00 618.50 630.50 +9.50 2,875 46,127 +256
Jan07 060203 626.00 637.50 625.00 633.50 +8.00 48 1,411 +26
Total Volume and Open Interest 60,665 344,525 -848
Soybean Meal(CBOT)
Mar06 060203 181.90 186.00 180.90 184.00 +2.10 8,535 44,850 -294
May06 060203 184.80 188.70 183.80 186.70 +2.00 4,489 29,450 +653
Jul06 060203 187.80 191.30 186.80 189.80 +2.00 2,792 25,551 +275
Aug06 060203 189.00 192.50 188.30 191.20 +2.10 116 8,241 -32
Sep06 060203 189.50 194.00 189.50 191.70 +1.80 82 5,914 +0
Oct06 060203 189.50 194.00 189.50 192.00 +2.00 206 4,301 -25
Dec06 060203 192.60 196.00 191.20 194.20 +1.70 842 10,820 +135
Jan07 060203 195.70 195.70 194.50 195.20 +2.50 0 99 +0
Total Volume and Open Interest 17,062 129,296 +712
Soybean Oil(CBOT)
Mar06 060203 21.97 22.68 21.93 22.66 +0.71 10,605 83,068 -2,415
May06 060203 22.40 23.08 22.34 23.07 +0.68 4,800 39,054 +1,360
Jul06 060203 22.80 23.45 22.70 23.42 +0.68 2,094 33,971 +992
Aug06 060203 22.85 23.54 22.85 23.54 +0.66 221 4,072 +20
Sep06 060203 23.00 23.68 23.00 23.68 +0.69 117 3,138 +15
Oct06 060203 23.25 23.80 23.25 23.80 +0.68 13 2,092 +2
Dec06 060203 23.60 24.15 23.55 24.15 +0.67 283 15,895 -23
Jan07 060203 24.35 24.35 24.35 24.35 +0.65 50 574 +50
Total Volume and Open Interest 18,183 183,160 +1
Canola(WCE)
Mar06 060203 240.7 245.6 239.6 243.0 +2.7 3,578 42,287 -281
May06 060203 248.5 251.0 247.0 250.4 +2.5 1,747 25,676 +735
Jul06 060203 256.1 260.0 255.0 257.9 +3.1 631 11,006 +281
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060203 271.4 275.0 271.3 273.7 +3.1 245 10,187 +143
Total Volume and Open Interest 6,201 89,543 +878
Corn(CBOT)
Mar06 060203 222.50 225.75 220.75 225.25 +4.75 78,000 399,809 -5,212
May06 060203 232.50 235.50 231.00 235.00 +4.75 31,292 218,676 +6,678
Jul06 060203 241.00 244.75 240.25 244.00 +4.75 16,674 134,800 +2,628
Sep06 060203 248.00 250.75 247.75 250.00 +3.25 2,356 30,064 +529
Dec06 060203 257.75 260.50 257.25 260.00 +3.25 21,188 163,220 +6,805
Mar07 060203 263.75 266.00 263.50 265.75 +3.00 2,003 15,362 +681
Total Volume and Open Interest 155,488 997,522 +14,015
Wheat(CBOT)
Mar06 060203 350.00 361.50 350.00 356.50 +9.25 35,070 166,882 -4,247
May06 060203 361.50 371.50 361.50 367.75 +9.25 14,440 80,861 +6,653
Jul06 060203 371.00 381.00 370.50 378.00 +9.25 8,045 54,315 +1,056
Sep06 060203 381.00 389.50 380.00 388.00 +9.50 370 6,178 +352
Dec06 060203 393.00 403.00 393.00 398.50 +7.75 4,805 39,081 +1,913
Total Volume and Open Interest 63,740 353,825 +6,303
Wheat(KCBT)
Mar06 060203 409.50 416.00 406.00 411.50 +8.75 7,647 55,527 -557
May06 060203 412.50 419.00 409.50 416.00 +8.00 3,691 22,037 +936
Jul06 060203 414.00 418.00 408.00 417.00 +9.75 6,791 43,351 -603
Sep06 060203 417.00 421.00 414.50 419.00 +7.50 354 5,520 +119
Dec06 060203 423.00 430.00 421.50 428.75 +8.50 2,435 13,291 +941
Total Volume and Open Interest 20,973 140,490 +864
Wheat(MGE)
Mar06 060203 401.00 408.00 401.00 404.50 +4.50 2,587 17,627 -644
May06 060203 408.00 413.00 405.50 411.00 +6.00 2,122 8,670 +433
Jul06 060203 411.00 419.00 409.00 415.75 +6.75 1,824 9,322 +277
Sep06 060203 409.00 418.50 409.00 414.75 +6.00 800 5,440 +255
Dec06 060203 417.00 425.00 416.50 422.75 +5.75 966 4,275 +216
Total Volume and Open Interest 8,349 45,459 +564
Oats(CBOT)
Mar06 060203 201.75 202.00 199.00 202.00 +6.00 678 7,005 -76
May06 060203 199.75 200.00 195.50 197.75 +4.00 378 3,089 +32
Jul06 060203 183.00 187.00 183.00 187.00 +5.00 63 609 -2
Sep06 060203 171.00 171.00 171.00 171.00 +2.00 0 20 +0
Total Volume and Open Interest 1,167 11,618 -32
Rough Rice(CBOT)
Mar06 060203 8.59 8.67 8.53 8.65 +0.06 205 6,201 -190
May06 060203 8.85 8.93 8.80 8.91 +0.06 152 3,252 +97
Jul06 060203 9.06 9.13 9.00 9.13 +0.07 1 1,228 +0
Sep06 060203 9.12 9.15 9.12 9.15 +0.03 63 357 +46
Total Volume and Open Interest 625 12,318 +8
Live Cattle(CME)
Feb06 060203 92.450 92.900 92.200 92.275 -0.325 9,993 32,599 -2,170
Apr06 060203 90.200 90.675 89.750 89.850 -0.550 19,478 119,681 -807
Jun06 060203 84.400 84.750 83.900 83.925 -0.525 4,532 45,717 +314
Aug06 060203 83.600 83.950 83.275 83.350 -0.200 1,982 22,003 +288
Oct06 060203 86.800 87.150 86.400 86.425 -0.250 1,317 9,779 +393
Dec06 060203 87.675 87.950 87.400 87.450 -0.100 361 4,359 +110
Total Volume and Open Interest 37,747 235,110 -1,839
Feeder Cattle(CME)
Mar06 060203 108.550 109.100 107.800 107.825 -0.875 2,593 14,873 -315
Apr06 060203 109.300 109.800 108.700 108.800 -0.875 2,057 7,781 +25
May06 060203 109.600 109.700 108.750 108.875 -0.750 1,503 4,774 -6
Aug06 060203 109.800 110.200 109.350 109.600 -0.350 561 3,851 +101
Sep06 060203 109.300 109.300 109.050 109.100 -0.450 14 369 +0
Oct06 060203 108.500 108.500 108.250 108.250 -0.650 78 319 +32
Nov06 060203 107.750 107.750 107.750 107.750 -0.600 3 188 +1
Total Volume and Open Interest 6,809 32,157 -162
Lean Hogs(CME)
Feb06 060203 54.400 55.300 54.350 55.025 +0.475 3,433 8,868 -989
Apr06 060203 59.600 60.850 59.600 60.725 +0.650 11,214 84,455 -530
May06 060203 65.300 66.475 65.300 66.400 +0.900 676 3,994 +12
Jun06 060203 67.100 68.500 67.100 68.175 +0.500 3,748 25,579 +524
Jul06 060203 65.100 66.500 65.100 66.375 +0.725 640 8,501 -81
Aug06 060203 62.500 63.950 62.500 63.875 +0.675 200 4,533 +31
Oct06 060203 53.875 54.700 53.600 54.600 +0.525 440 2,687 +294
Dec06 060203 52.400 53.100 52.150 52.725 +0.425 188 1,406 +89
Total Volume and Open Interest 20,545 140,118 -647
Pork Bellies(CME)
Feb06 060203 74.350 77.000 73.550 76.925 +2.500 312 454 -134
Mar06 060203 73.250 76.100 73.000 76.100 +3.000 509 1,347 +204
May06 060203 74.600 77.350 74.250 76.800 +2.400 122 709 +70
Jul06 060203 75.300 78.000 75.300 78.000 +2.700 48 267 +32
Aug06 060203 76.950 77.125 76.500 76.500 +0.725 19 32 +19
Total Volume and Open Interest 1,010 2,809 +191
Class III Milk(CME)
Feb06 060203 12.30 12.38 12.30 12.32 unch 112 2,363 -91
Mar06 060203 11.97 12.15 11.97 12.07 +0.06 206 2,894 +4
Apr06 060203 12.02 12.20 12.00 12.12 +0.06 204 2,598 -30
May06 060203 12.05 12.25 12.01 12.20 +0.04 104 2,413 +18
Jun06 060203 12.10 12.40 12.10 12.20 +0.04 106 2,335 -6
Total Volume and Open Interest 1,294 25,724 +141
Cocoa(NYBOT)
Mar06 060203 1460 1495 1458 1474 +21 6,366 36,105 -1,310
May06 060203 1493 1521 1493 1500 +19 3,123 33,428 +1,426
Jul06 060203 1532 1550 1520 1523 +20 395 15,460 -8
Sep06 060203 1550 1557 1542 1542 +19 295 14,805 -190
Dec06 060203 1570 1570 1570 1570 +19 20 9,853 +9
Mar07 060203 1588 1610 1585 1594 +18 219 12,250 -10
May07 060203 1620 1620 1613 1613 +19 0 2,428 +0
Total Volume and Open Interest 10,418 134,709 -83
Coffee "C"(NYBOT)
Mar06 060203 118.50 119.70 117.25 117.60 -0.40 12,692 57,275 -2,464
May06 060203 121.25 122.60 120.10 120.50 -0.35 6,196 36,667 +2,192
Jul06 060203 123.50 124.50 122.50 122.85 -0.30 797 8,465 +327
Sep06 060203 125.75 126.00 124.70 124.70 -0.25 1,374 4,445 +288
Dec06 060203 128.00 129.00 127.25 127.30 -0.15 305 3,952 +25
Mar07 060203 130.25 131.00 129.90 129.90 -0.05 11 1,994 +9
Total Volume and Open Interest 21,396 113,673 +373
Orange Juice(NYBOT)
Mar06 060203 124.90 126.75 124.00 126.30 +2.10 1,485 17,311 -80
May06 060203 124.50 125.75 124.15 125.60 +1.60 985 10,477 +284
Jul06 060203 124.70 125.20 124.50 125.20 +1.20 151 1,478 +90
Sep06 060203 124.00 125.20 124.00 125.20 +1.20 0 873 +0
Nov06 060203 125.00 125.00 124.50 125.00 +1.00 105 874 +61
Total Volume and Open Interest 2,727 32,376 +355
Sugar #11(NYBOT)
Mar06 060203 19.35 19.73 19.25 19.30 +0.15 36,882 183,203 -1,084
May06 060203 19.40 19.65 19.22 19.26 +0.24 26,216 142,941 +2,182
Jul06 060203 18.50 18.67 18.30 18.38 +0.36 18,695 74,264 +1,544
Oct06 060203 18.15 18.26 18.00 18.01 +0.39 7,362 54,383 +1,660
Mar07 060203 17.90 17.90 17.67 17.69 +0.37 4,943 40,431 +350
Total Volume and Open Interest 96,534 527,337 +4,969
Sugar #14(NYBOT)
Mar06 060203 25.10 25.20 24.80 24.80 -0.60 2 1,064 +0
May06 060203 24.60 24.80 24.50 24.75 +0.35 202 4,215 +167
Jul06 060203 24.80 24.95 24.80 24.90 +0.30 29 3,863 +0
Sep06 060203 24.90 24.90 24.90 24.90 +0.10 215 2,048 +38
Nov06 060203 23.10 23.18 23.10 23.18 +0.08 35 883 +25
Total Volume and Open Interest 515 14,350 +258
London Cocoa(LCE)
Mar06 060203 858 886 855 882 +23 3,320 63,031 +1,023
May06 060203 872 900 870 896 +23 829 33,644 -117
Jul06 060203 887 914 885 910 +23 1,306 35,176 +287
Sep06 060203 900 926 900 923 +23 224 21,062 +102
Dec06 060203 910 938 910 934 +23 145 21,972 +60
Mar07 060203 916 940 915 939 +22 164 9,219 -128
May07 060203 944 949 944 949 +22 0 554 +0
Total Volume and Open Interest 5,988 184,738 +1,227
London Coffee(LCE)
Mar06 060203 1292.00 1299.00 1275.00 1285.00 unch 3,958 62,937 -2,169
May06 060203 1312.00 1318.00 1292.00 1304.00 +1.00 3,550 58,375 +1,468
Jul06 060203 1325.00 1329.00 1308.00 1319.00 +2.00 699 10,400 -23
Sep06 060203 1335.00 1338.00 1326.00 1332.00 +3.00 54 4,017 -4
Nov06 060203 1352.00 1352.00 1338.00 1343.00 +2.00 7 441 -7
Jan07 060203 1344.00 1352.00 1344.00 1352.00 +1.00 0 183 +0
Total Volume and Open Interest 8,268 136,399 -735
London Sugar(LCE)
Mar06 060203 450.30 457.50 447.60 451.30 +4.20 5,522 16,245 -2,199
May06 060203 460.00 466.20 457.50 460.90 +3.90 4,261 26,762 +1,004
Aug06 060203 461.00 470.00 460.00 464.30 +4.30 3,075 13,518 +926
Oct06 060203 459.00 469.00 459.00 464.70 +5.70 1,714 9,894 +568
Dec06 060203 457.00 463.00 456.90 460.00 +4.50 125 3,778 +91
Total Volume and Open Interest 14,702 74,306 +394
Cotton(NYBOT)
Mar06 060203 57.45 57.45 56.79 56.95 -0.28 20,832 77,390 +1,993
May06 060203 58.40 58.50 58.10 58.42 +0.02 11,671 36,737 +2,118
Jul06 060203 59.25 59.40 58.95 59.27 -0.03 2,271 8,179 +367
Oct06 060203 60.40 60.50 60.25 60.50 +0.10 90 243 +81
Dec06 060203 61.45 61.50 61.25 61.44 -0.06 1,794 6,757 +556
Mar07 060203 62.50 62.70 62.50 62.55 unch 312 1,470 +201
Total Volume and Open Interest 37,365 131,979 +5,663
Lumber(CME)
Mar06 060203 362.0 362.9 356.7 361.8 -3.7 834 3,023 -172
May06 060203 366.9 366.9 360.8 364.3 -3.2 399 2,003 -2
Jul06 060203 355.5 355.8 353.5 355.8 -1.7 47 413 +9
Sep06 060203 356.0 357.9 356.0 357.9 -1.0 24 142 +1
Total Volume and Open Interest 1,304 5,587 -164
Crude Oil(NYM)
Mar06 060203 64.80 65.40 63.95 65.37 +0.69 150,155 267,310 -10,612
Apr06 060203 65.50 66.30 64.80 66.22 +0.73 77,191 142,209 +4,550
May06 060203 66.30 66.95 65.60 66.91 +0.74 28,103 57,794 +1,258
Jun06 060203 66.80 67.60 66.20 67.48 +0.78 17,578 67,788 -257
Jul06 060203 67.25 67.91 67.00 67.91 +0.80 5,674 23,770 -1,610
Aug06 060203 67.50 68.24 67.35 68.24 +0.82 3,947 15,837 +317
Sep06 060203 68.05 68.48 67.15 68.48 +0.84 2,090 16,731 +241
Oct06 060203 67.35 68.67 67.35 68.67 +0.86 583 10,128 -161
Nov06 060203 68.82 68.82 68.82 68.82 +0.87 247 14,105 +27
Dec06 060203 68.15 68.93 68.00 68.93 +0.88 12,801 73,425 +5,130
Jan07 060203 68.30 69.01 68.30 69.01 +0.88 340 15,058 -127
Feb07 060203 69.05 69.05 69.05 69.05 +0.89 115 5,138 +32
Mar07 060203 69.08 69.08 69.08 69.08 +0.91 9 8,193 +0
Apr07 060203 69.09 69.09 69.09 69.09 +0.92 118 5,933 -15
May07 060203 69.07 69.07 69.07 69.07 +0.92 0 3,048 +0
Jun07 060203 68.40 69.03 68.40 69.03 +0.91 1,491 28,287 +120
Total Volume and Open Interest 315,173 954,067 +2,849
Heating Oil(NYM)
Mar06 060203 178.00 178.80 172.50 178.16 +1.08 29,556 72,651 -409
Apr06 060203 181.10 181.90 176.25 181.45 +1.16 15,929 31,021 +2,693
May06 060203 182.80 183.75 177.80 183.45 +1.16 6,310 13,481 +272
Jun06 060203 184.50 186.00 181.00 185.15 +1.36 3,638 12,906 +167
Jul06 060203 186.50 187.00 184.00 187.00 +1.46 1,118 7,563 +24
Aug06 060203 188.00 189.40 186.00 189.20 +1.51 258 4,082 +0
Sep06 060203 191.00 192.00 188.50 191.65 +1.51 223 3,059 +63
Oct06 060203 194.75 194.75 192.50 194.40 +1.51 66 1,375 -18
Nov06 060203 196.50 197.50 194.50 197.00 +1.56 564 1,825 +70
Dec06 060203 199.00 199.45 198.70 199.45 +1.56 1,359 8,047 -184
Jan07 060203 200.75 201.20 199.00 201.20 +1.56 868 4,291 +210
Feb07 060203 201.25 201.60 200.80 201.60 +1.56 45 949 +15
Total Volume and Open Interest 60,209 164,063 +3,058
Unleaded Gas(NYM)
Mar06 060203 166.65 168.85 163.20 168.17 +1.61 37,536 67,960 -1,611
Apr06 060203 180.50 184.70 179.00 184.28 +1.70 18,268 28,655 +530
May06 060203 185.00 189.08 183.50 189.08 +1.70 4,111 18,941 -238
Jun06 060203 188.50 192.13 188.50 192.13 +1.95 2,958 13,181 -81
Jul06 060203 190.75 193.93 190.00 193.93 +2.25 1,946 6,250 +58
Aug06 060203 190.00 194.38 190.00 194.38 +2.35 1,611 5,334 +523
Sep06 060203 193.08 193.08 193.08 193.08 +2.35 1,267 6,435 +371
Oct06 060203 185.23 185.23 185.23 185.23 +2.40 469 2,255 +431
Nov06 060203 183.23 183.23 183.23 183.23 +2.40 0 792 +0
Dec06 060203 182.53 182.53 182.53 182.53 +2.45 10 945 +10
Jan07 060203 183.43 183.43 183.43 183.43 +2.50 0 457 +0
Total Volume and Open Interest 68,176 151,205 -7
Natural Gas(NYM)
Mar06 060203 8.300 8.650 8.260 8.613 +0.266 33,990 101,241 -416
Apr06 060203 8.440 8.740 8.400 8.723 +0.236 14,921 39,153 +1,531
May06 060203 8.530 8.818 8.510 8.818 +0.216 8,343 34,530 +274
Jun06 060203 8.620 8.920 8.600 8.911 +0.209 3,483 20,608 +533
Jul06 060203 8.720 9.003 8.680 9.003 +0.201 1,351 19,909 +215
Aug06 060203 8.820 9.081 8.780 9.081 +0.194 3,315 19,444 -954
Sep06 060203 8.850 9.150 8.810 9.131 +0.189 541 14,726 +105
Oct06 060203 8.930 9.211 8.930 9.211 +0.184 7,453 31,678 +1,550
Nov06 060203 9.780 10.041 9.775 10.041 +0.164 4,796 16,392 +3,229
Dec06 060203 10.600 10.781 10.530 10.781 +0.144 5,460 18,138 +1,656
Jan07 060203 11.080 11.281 11.030 11.281 +0.124 3,557 20,974 +1,238
Feb07 060203 11.100 11.296 11.060 11.296 +0.124 1,515 12,904 +470
Mar07 060203 11.000 11.136 10.930 11.136 +0.124 3,434 14,752 +142
Apr07 060203 9.070 9.276 9.060 9.276 +0.144 1,775 10,924 -248
May07 060203 9.000 9.086 8.930 9.086 +0.129 149 13,000 -10
Jun07 060203 9.000 9.149 8.990 9.149 +0.127 88 6,432 -18
Total Volume and Open Interest 99,101 550,184 +10,709
Brent Crude Oil(ICE)
Mar06 060203 62.75 63.51 62.15 63.39 +0.54 79,006 66,263 -7,954
Apr06 060203 63.46 64.36 63.00 64.25 +0.62 46,549 124,370 +3,021
May06 060203 64.21 65.04 63.76 64.98 +0.67 21,302 35,605 +3,446
Jun06 060203 64.95 65.56 64.31 65.54 +0.71 13,653 29,702 -739
Jul06 060203 65.28 65.99 64.83 65.98 +0.71 3,927 16,334 -62
Aug06 060203 65.85 66.32 65.53 66.32 +0.69 1,441 6,576 +1,222
Sep06 060203 66.01 66.59 65.80 66.59 +0.71 212 7,331 -39
Oct06 060203 66.10 66.79 65.99 66.79 +0.71 851 8,867 +182
Nov06 060203 66.57 66.94 66.44 66.94 +0.70 451 3,700 +260
Dec06 060203 66.69 67.10 65.87 67.08 +0.71 6,504 29,542 +273
Jan07 060203 66.61 67.19 66.55 67.19 +0.73 225 3,789 +0
Feb07 060203 66.72 67.23 66.72 67.23 +0.72 50 2,265 +50
Mar07 060203 67.24 67.24 67.24 67.24 +0.71 0 5,285 +0
Apr07 060203 67.21 67.21 67.21 67.21 +0.72 0 200 +0
Total Volume and Open Interest 177,682 386,282 -763
Gas Oil(ICE)
Feb06 060203 533.00 542.50 526.00 538.25 -5.50 23,670 38,166 +2,092
Mar06 060203 543.00 552.00 535.75 548.50 -6.00 24,478 64,784 +4,461
Apr06 060203 557.75 561.50 546.25 558.75 -6.25 10,143 37,090 +3,292
May06 060203 567.50 570.50 555.75 567.75 -6.25 2,881 12,463 +860
Jun06 060203 575.75 579.75 564.75 576.00 -6.50 2,259 22,880 +45
Jul06 060203 584.25 584.25 584.25 584.25 -6.75 510 10,827 +265
Aug06 060203 591.50 591.50 591.50 591.50 -6.75 135 3,194 +42
Sep06 060203 598.75 598.75 598.75 598.75 -6.75 100 3,508 +100
Oct06 060203 604.75 604.75 604.75 604.75 -6.75 0 4,582 +0
Nov06 060203 607.75 607.75 607.75 607.75 -6.75 0 2,750 +0
Total Volume and Open Interest 67,110 238,409 +10,552
US Dollar Index(NYBOT)
Mar06 060203 89.31 90.14 89.20 89.74 +0.49 4,512 23,541 -977
Jun06 060203 89.76 89.76 89.38 89.38 +0.49 74 2,203 +17
Sep06 060203 89.05 89.05 89.05 89.05 +0.42 0 9 +0
Total Volume and Open Interest 4,587 25,767 -961
Australian Dollar(CME)
Mar06 060203 75.06 75.30 74.68 74.79 -0.56 3,290 73,105 -80
Jun06 060203 74.97 74.97 74.62 74.62 -0.56 0 476 +1
Sep06 060203 74.47 74.47 74.47 74.47 -0.56 0 11 +0
Total Volume and Open Interest 3,290 73,728 -79
British Pound(CME)
Mar06 060203 177.63 177.67 175.93 176.24 -1.74 2,393 95,542 +1,079
Jun06 060203 177.00 177.00 176.39 176.39 -1.74 0 411 +0
Sep06 060203 176.90 176.90 176.54 176.54 -1.74 1 30 +2
Total Volume and Open Interest 2,394 95,986 +1,081
Canadian Dollar(CME)
Mar06 060203 87.46 87.54 87.03 87.45 -0.06 3,834 117,755 +437
Jun06 060203 87.43 87.75 87.29 87.68 -0.06 46 2,422 +62
Sep06 060203 87.72 87.88 87.65 87.88 -0.06 11 400 +1
Dec06 060203 87.80 88.12 87.80 88.08 -0.06 5 177 +3
Total Volume and Open Interest 3,897 120,869 +505
Japanese Yen(CME)
Mar06 060203 84.70 84.73 84.14 84.43 -0.38 4,195 172,107 -198
Jun06 060203 85.65 85.65 85.37 85.52 -0.38 3 21,214 +11
Sep06 060203 86.53 86.53 86.53 86.53 -0.38 0 34 +0
Total Volume and Open Interest 4,198 193,389 -186
Swiss Franc(CME)
Mar06 060203 77.85 77.90 77.23 77.52 -0.61 4,298 85,373 +115
Jun06 060203 78.26 78.26 78.26 78.26 -0.61 0 1,347 +52
Sep06 060203 78.90 78.90 78.90 78.90 -0.61 0 25 +0
Total Volume and Open Interest 4,298 86,789 +167
EuroFX(CME)
Mar06 060203 120.87 121.25 119.95 120.50 -0.76 4,005 140,394 +495
Jun06 060203 121.64 121.64 120.66 121.19 -0.76 557 2,926 -5
Sep06 060203 121.80 121.80 121.80 121.80 -0.76 15 1,232 -238
Total Volume and Open Interest 4,579 144,681 +251
Mexican Peso(CME)
Mar06 060203 9502.0 9520.0 9460.0 9510.0 +10.0 2,549 92,365 +866
Jun06 060203 9432.0 9432.0 9432.0 9432.0 +10.0 19 610 -15
Total Volume and Open Interest 2,621 118,620 +980
30-Year T-Bonds(CBOT)
Mar06 060203 112~22 113~14 112~04 113~09 +0~19 302,957 595,002 +2,964
Jun06 060203 112~25 113~11 112~04 113~08 +0~20 6,098 16,501 +3,310
Sep06 060203 113~05 113~09 112~22 113~08 +0~20 1 59 +1
Total Volume and Open Interest 309,058 611,591 +6,277
10-Year T-Notes(CBOT)
Mar06 060203 108~055 108~140 107~250 108~100 +0~040 784,634 1,885,244 -10,239
Jun06 060203 108~080 108~105 107~230 108~070 +0~040 46,995 118,726 +25,480
Total Volume and Open Interest 831,629 2,004,615 +15,241
5-Year T-Notes(CBOT)
Mar06 060203 105~165 105~205 105~075 105~180 +0~020 504,191 0 +0
Jun06 060203 105~155 105~165 105~080 105~165 +0~020 8,286 0 +0
Sep06 060203 105~185 105~185 105~185 105~185 +0~020      
Total Volume and Open Interest 512,477 1 +0
2 Year T-Notes(CBOT)
Mar06 060203 102~040 102~045 102~028 102~040 unch 8,659 486,643 -7,752
Jun06 060203 102~041 102~041 102~040 102~040 +0~002 1,758 4,522 +2,076
Total Volume and Open Interest 10,417 491,165 -5,676
Eurodollars(CME)
Mar06 060203 95.160 95.170 95.120 95.145 -0.010 29,750 1,238,851 +13,731
Jun06 060203 95.020 95.025 94.955 94.995 -0.020 64,708 1,361,764 +9,110
Sep06 060203 95.010 95.050 94.940 94.995 -0.015 458,148 1,173,868 +27,341
Dec06 060203 95.055 95.060 94.975 95.045 unch 27,005 1,166,308 +6,192
Mar07 060203 95.100 95.110 95.020 95.100 +0.005 32,971 956,175 +5,562
Jun07 060203 95.115 95.130 95.045 95.125 +0.010 22,202 743,589 +10,248
Sep07 060203 95.125 95.145 95.060 95.140 +0.015 19,805 463,348 -1,272
Dec07 060203 95.120 95.145 95.050 95.135 +0.015 15,327 355,349 +4,254
Mar08 060203 95.080 95.140 95.065 95.135 +0.015 24,228 259,305 -3,109
Jun08 060203 95.060 95.120 95.035 95.120 +0.015 13,447 253,483 -1,836
Sep08 060203 95.040 95.100 95.020 95.100 +0.015 10,906 199,198 -8,225
Dec08 060203 95.050 95.065 94.980 95.065 +0.020 12,912 147,933 -1,279
Mar09 060203 95.030 95.050 94.960 95.050 +0.020 14,163 131,824 +413
Jun09 060203 95.005 95.025 94.935 95.025 +0.020 4,488 106,159 -292
Sep09 060203 94.935 95.000 94.935 95.000 +0.020 4,456 99,129 +584
Dec09 060203 94.940 94.975 94.895 94.965 +0.025 4,912 91,111 +1,180
Mar10 060203 94.930 94.955 94.885 94.955 +0.025 2,564 60,578 -691
Jun10 060203 94.905 94.935 94.905 94.935 +0.030 4,677 64,448 -821
Total Volume and Open Interest 360,787 9,062,927 +27,307
3-Mth Euro-Yen(CME)
Mar06 060203 99.87 99.87 99.87 99.87 unch 2,720 9,137 +529
Jun06 060203 99.81 99.81 99.81 99.81 unch 0 11,304 +1,014
Sep06 060203 99.70 99.70 99.70 99.70 unch 70 6,943 -267
Dec06 060203 99.58 99.58 99.57 99.58 unch 185 7,084 -244
Mar07 060203 99.45 99.46 99.45 99.46 unch 0 974 +115
Jun07 060203 99.35 99.35 99.35 99.35 unch 5 3,747 -258
Sep07 060203 99.24 99.24 99.24 99.24 unch 279 2,087 +379
Dec07 060203 99.12 99.12 99.12 99.12 -0.01 0 1,021 +368
Mar08 060203 99.03 99.03 99.03 99.03 unch 0 51 +0
Jun08 060203 98.92 98.92 98.92 98.92 unch 0 252 +0
Total Volume and Open Interest 3,259 42,600 +1,636
3-Mth Euro-Yen(SIMEX)
Mar06 060203 99.88 99.88 99.88 99.88 unch 1,521 66,407 -719
Jun06 060203 99.81 99.81 99.81 99.81 unch 5,204 67,130 +2,973
Sep06 060203 99.70 99.71 99.70 99.70 unch 1,070 39,879 +261
Dec06 060203 99.58 99.58 99.58 99.58 unch 2,633 61,063 -1,864
Mar07 060203 99.46 99.46 99.46 99.46 unch 78 31,543 +111
Jun07 060203 99.34 99.35 99.34 99.35 unch 1,621 17,481 -757
Sep07 060203 99.24 99.24 99.23 99.24 unch 1,772 6,562 +1,454
Dec07 060203 99.13 99.13 99.11 99.13 unch 222 14,222 +544
Total Volume and Open Interest 14,121 321,624 +2,001
German Euro-Bund(EUREX)
Mar06 060203 119.90 120.37 119.81 120.28 +0.36 1,384,725 1,440,632 +30,931
Jun06 060203 119.08 119.47 119.08 119.45 +0.36 4,113 19,335 -986
Sep06 060203 119.55 119.74 119.55 119.72 +0.30 486 2 -10
Total Volume and Open Interest 1,389,324 1,459,969 +29,935
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060203 111.13 111.33 111.11 111.33 +0.18 11,833 34,982 +17,620
Sep06 060203 111.66 111.66 111.66 111.66 +0.09 300 0 +0
Total Volume and Open Interest 705,505 1,172,509 +39,885
Long Gilt(LIFFE)
Mar06 060203 113~20 113~28 113~10 113~25 +0~08 52,397 249,359 -1,298
Jun06 060203 113~13 113~13 113~13 113~13 +0~08      
Total Volume and Open Interest 52,397 249,359 -1,298
3-Mth Short Sterling(LIFFE)
Mar06 060203 95.43 95.43 95.43 95.43 +0.03 24,261 338,039 -2,210
Jun06 060203 95.44 95.44 95.44 95.44 +0.05 39,050 404,509 -3,228
Sep06 060203 95.41 95.41 95.41 95.41 +0.06 39,565 282,662 -2,879
Total Volume and Open Interest 185,991 1,847,687 -6,462
3-Mth Euribor(LIFFE)
Mar06 060203 97.310 97.320 97.305 97.315 +0.005 117,908 657,988 -6,126
Jun06 060203 97.105 97.120 97.090 97.115 +0.015 186,526 646,946 +28,355
Sep06 060203 96.940 96.970 96.925 96.965 +0.020 177,150 479,503 +10,101
Total Volume and Open Interest 912,458 3,355,245 +63,416
3-Mth Aus T-Bills(SFE)
Mar06 060203 94.38 94.39 94.38 94.39 +0.01 8,141 125,813 -2,777
Jun06 060203 94.39 94.41 94.39 94.41 +0.01 36,931 262,915 +12,169
Sep06 060203 94.38 94.40 94.37 94.40 +0.02 7,151 72,201 -3,252
Dec06 060203 94.35 94.37 94.35 94.37 +0.02 3,961 54,239 +1,768
Mar07 060203 94.31 94.35 94.31 94.35 +0.04 2,297 26,350 +597
Jun07 060203 94.29 94.31 94.29 94.31 +0.03 1,990 29,726 -1,354
Sep07 060203 94.26 94.28 94.26 94.28 +0.03 104 20,122 -338
Dec07 060203 94.23 94.26 94.23 94.26 +0.04 100 8,602 +77
Mar08 060203 94.22 94.23 94.22 94.23 +0.04 0 4,235 +0
Jun08 060203 94.20 94.22 94.20 94.22 +0.05 0 1,526 +0
Total Volume and Open Interest 60,675 607,254 +6,890
10-Year Aus T-Bonds(SFE)
Mar06 060203 94.59 94.62 94.58 94.62 +0.04 38,043 335,587 -968
Jun06 060203 94.62 94.62 94.62 94.62 +0.04      
Total Volume and Open Interest 38,043 335,587 -968
3-Year Aus T-Bonds(SFE)
Mar06 060203 94.65 94.69 94.65 94.69 +0.03 74,388 410,734 -1,854
Jun06 060203 94.69 94.69 94.69 94.69 +0.03      
Total Volume and Open Interest 74,388 410,734 -1,854
Gold(CMX)
Feb06 060203 571.0 574.2 565.0 567.4 -5.1 887 2,452 -1,278
Apr06 060203 575.8 578.0 569.0 571.6 -5.2 52,100 251,773 +3,473
Jun06 060203 581.0 583.5 575.0 576.7 -5.2 1,506 31,425 +184
Aug06 060203 587.0 587.0 580.5 581.8 -5.2 344 5,483 +217
Oct06 060203 587.1 587.1 587.1 587.1 -5.2 377 7,519 +298
Dec06 060203 595.0 595.0 592.0 592.4 -5.1 699 14,252 -124
Feb07 060203 603.3 603.3 597.7 597.7 -5.0 32 7,178 +0
Apr07 060203 602.8 602.8 602.8 602.8 -5.0 2 1,334 +2
Jun07 060203 608.0 608.0 608.0 608.0 -4.9 0 7,990 +0
Aug07 060203 613.2 613.2 613.2 613.2 -4.8 31 180 -15
Oct07 060203 618.3 618.3 618.3 618.3 -4.8 0 2 +0
Dec07 060203 628.0 628.0 622.0 623.5 -4.7 27 8,769 +0
Total Volume and Open Interest 56,089 345,623 +2,779
Silver(CMX)
Mar06 060203 986.0 988.5 969.5 976.0 -11.7 20,656 82,697 -1,851
May06 060203 992.5 997.0 976.0 984.1 -11.7 1,392 10,797 +657
Jul06 060203 995.0 1003.0 985.5 990.5 -11.0 451 11,089 +74
Sep06 060203 990.0 1004.0 990.0 994.7 -10.5 8 4,763 +2
Dec06 060203 1007.0 1012.0 994.0 999.9 -10.3 272 13,257 +61
Mar07 060203 1002.1 1002.1 1002.1 1002.1 -9.9 75 953 +0
May07 060203 1003.8 1003.8 1003.8 1003.8 -9.9 1 2 -1
Total Volume and Open Interest 23,005 129,036 -1,170
Platinum(NYM)
Apr06 060203 1085.0 1090.0 1075.0 1082.7 -6.6 968 11,668 +5
Jul06 060203 1090.0 1090.0 1087.7 1087.7 -6.6 0 257 +0
Oct06 060203 1092.7 1092.7 1092.7 1092.7        
Palladium(NYME)
Mar06 060203 322.50 322.50 314.40 318.20 +9.35 2,540 13,961 +4
Jun06 060203 328.00 328.00 318.50 322.10 +9.45 311 2,487 +102
Sep06 060203 324.10 324.10 324.10 324.10 +9.45 8 33 +6
Total Volume and Open Interest 2,861 16,517 +113
Copper(CMX)
Mar06 060203 230.00 231.60 229.20 230.80 -0.10 13,708 62,560 -2,743
May06 060203 227.50 228.95 226.70 228.55 +0.40 4,159 21,014 +807
Jul06 060203 223.30 225.20 223.30 224.90 +0.75 521 5,054 +171
Sep06 060203 220.20 221.20 220.20 220.75 +0.60 20 2,732 +5
Dec06 060203 213.50 215.00 212.50 214.55 +0.65 17 2,198 +2
Total Volume and Open Interest 19,118 100,320 -1,753
Aluminum(CMX)
Feb06 060203 120.15 120.15 120.15 120.15 +0.30 0 256 +0
Mar06 060203 120.80 120.80 120.80 120.80 +0.30 4 200 +0
Apr06 060203 120.90 120.90 120.90 120.90 +0.30 0 50 +0
May06 060203 121.05 121.05 121.05 121.05 +0.30 4 69 +0
Jun06 060203 121.00 121.00 121.00 121.00 +0.30 0 50 +0
Jul06 060203 120.75 120.75 120.75 120.75 +0.30 0 20 +0
Total Volume and Open Interest 8 790 +0
DJIA Index(CBOT)
Mar06 060203 10880 10895 10790 10801 -58 4,626 38,722 -307
Jun06 060203 10910 10917 10870 10871 -58 11 95 +9
Sep06 060203 10925 10925 10925 10925 -70 0 1 +0
Dec06 060203 10975 10975 10960 10960 -70 0 6 +0
Total Volume and Open Interest 4,637 38,824 -298
S & P 500(CME)
Mar06 060203 1268.50 1274.00 1263.80 1265.50 -6.40 34,833 647,469 -233
Jun06 060203 1277.00 1279.00 1275.00 1275.40 -6.40 2,261 11,088 +882
Sep06 060203 1287.00 1291.50 1285.30 1285.30 -6.40 485 6,406 +500
Dec06 060203 1295.20 1295.20 1295.20 1295.20 -6.40 4 409 +4
Total Volume and Open Interest 37,583 665,449 +1,153
S & P 500 E-Mini(Globex)
Mar06 060203 1271.75 1276.50 1263.50 1265.50 -6.50 1,107,724 1,222,807 +3,090
Jun06 060203 1283.25 1284.25 1274.75 1275.50 -6.25 136 4,656 +18
Total Volume and Open Interest 1,107,860 1,227,463 +3,108
NASDAQ 100(CME)
Mar06 060203 1679.00 1684.50 1665.00 1667.50 -21.50 7,077 61,326 -932
Jun06 060203 1696.50 1696.50 1686.00 1686.00 -21.50 0 26 -1
Sep06 060203 1704.50 1704.50 1704.50 1704.50 -21.50 0 1 +0
Total Volume and Open Interest 7,077 61,353 -933
NASDAQ 100 E-Mini(Globex)
Mar06 060203 1690.50 1699.00 1665.50 1667.50 -21.50 341,250 366,918 +1,648
Jun06 060203 1708.00 1713.00 1684.50 1686.00 -21.50 100 133 +17
Total Volume and Open Interest 341,350 367,051 +1,665
S & P Midcap 400(CME)
Mar06 060203 774.50 779.00 773.25 774.70 -1.20 250 12,067 +108
Jun06 060203 781.20 781.20 781.20 781.20 -1.20 0 7 +0
Sep06 060203 129.84 129.84 129.84 129.84 -1.20      
Total Volume and Open Interest 250 12,074 +108
Russell 2000(CME)
Mar06 060203 725.25 731.75 722.00 725.50 -2.10 933 28,587 +25
Jun06 060203 731.10 731.10 731.10 731.10 -2.10 0 7 +0
Sep06 060203 736.60 736.60 736.60 736.60 -2.10 0 5 +0
Total Volume and Open Interest 933 28,599 +25
Russell 2000 E-Mini(Globex)
Mar06 060203 727.40 732.00 722.00 725.50 -2.10 154,368 269,149 +2,772
Jun06 060203 733.60 735.70 730.20 731.10 -2.10 82 235 -5
Total Volume and Open Interest 154,450 269,384 +2,767
Value Line(KCBT)
Mar06 060203 2024.50 2040.00 2016.00 2020.50 -10.50 7 190 -3
Total Volume and Open Interest 7 192 -3
Nikkei 225(CME)
Mar06 060203 16515 16700 16510 16675 -30 57,904 217,229 +4,164
Jun06 060203 16520 16620 16470 16590 -50 13 1,315 +21
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060203 16515 16700 16510 16675 -30 57,904 217,229 +4,164
Jun06 060203 16520 16620 16470 16590 -50 13 1,315 +21
Sep06 060203 16585 16585 16585 16585 -55 0 3 +0
Total Volume and Open Interest 57,917 218,704 +4,186
CAC 40(MATIF)
Feb06 060203 4945.0 4961.0 4909.0 4942.5 +6.5 77,826 375,780 +3,575
Mar06 060203 4953.5 4969.0 4920.0 4952.0 +6.5 2,792 115,556 +744
Apr06 060203 4981.0 4981.5 4957.0 4964.0 +6.5 259 1,377 +483
Total Volume and Open Interest 80,878 492,898 +4,803
Hang Seng Index(HKFE)
Feb06 060203 15381 15494 15381 15438 -263 29,772 112,603 +103
Mar06 060203 15376 15433 15337 15378 -270 517 2,505 +87
Total Volume and Open Interest 30,417 115,668 +193
DAX Index(EUREX)
Mar06 060203 5685.0 5706.5 5628.5 5667.5 +4.0 190,381 235,499 -2,274
Jun06 060203 5731.0 5745.0 5668.0 5706.0 +4.0 3,198 18,012 +776
Sep06 060203 5775.0 5782.0 5715.0 5748.0 +3.5 1,160 2,010 +586
Total Volume and Open Interest 194,739 255,521 -912
FT-SE 100(LIFFE)
Mar06 060203 5742.50 5753.50 5705.00 5737.00 +16.00 72,914 472,102 +1,151
Jun06 060203 5754.50 5764.50 5717.00 5748.00 +15.50 192 21,691 -6
Sep06 060203 5754.50 5760.00 5754.50 5760.00 +14.50 4 2,315 +0
Total Volume and Open Interest 76,360 504,583 +4,390
SPI 200(SFE)
Mar06 060203 4860.0 4878.0 4809.0 4852.0 -23.0 16,780 188,498 +198
Jun06 060203 4895.0 4895.0 4851.0 4871.0 -24.0 136 5,284 +71
Sep06 060203 4864.0 4875.0 4864.0 4874.0 -24.0 16 2,269 +0
Total Volume and Open Interest 16,986 198,855 +281
GSCI(CME)
Feb06 060203 436.40 441.00 434.70 441.00 +4.30 225 20,798 +116
Mar06 060203 445.75 449.70 441.80 449.70 +5.10 85 369 +45
Apr06 060203 453.70 453.70 453.70 453.70 +5.10 1 161 +0
Total Volume and Open Interest 311 21,328 +161
Reuters CRB Index(NYBOT)
Apr06 060203 364.50 366.00 363.90 366.00 +3.40 12 345 +0
Jun06 060203 369.25 369.25 369.25 369.25 +3.40 0 412 +0
Aug06 060203 372.50 372.50 372.50 372.50 +3.40 0 203 +0
Total Volume and Open Interest 14 1,029 +0
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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