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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 17, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060217 596.00 603.00 595.50 601.25 +9.75 20,453 70,915 -16,759
May06 060217 609.00 617.00 608.00 614.50 +10.25 41,038 154,733 +15,062
Jul06 060217 619.00 628.00 618.50 624.00 +9.50 7,045 74,071 +2,453
Aug06 060217 624.00 625.50 622.00 625.00 +9.50 363 5,189 +151
Sep06 060217 625.00 626.00 622.00 624.50 +10.50 193 2,190 +113
Nov06 060217 626.00 631.00 626.00 629.50 +6.00 4,476 51,126 +540
Jan07 060217 632.00 635.00 630.50 634.75 +6.25 189 1,472 -13
Total Volume and Open Interest 73,998 364,237 +1,712
Soybean Meal(CBOT)
Mar06 060217 184.50 187.00 184.30 185.30 +1.90 8,850 32,109 -2,426
May06 060217 186.50 188.40 186.50 187.20 +1.70 5,826 38,161 +2,666
Jul06 060217 189.00 190.80 188.90 189.30 +1.40 2,212 28,636 +611
Aug06 060217 190.00 191.50 190.00 190.40 +1.60 266 8,924 +46
Sep06 060217 191.00 191.70 190.00 190.10 +1.10 156 6,172 +75
Oct06 060217 190.50 190.50 189.00 189.00 +1.00 13 4,822 +56
Dec06 060217 191.50 192.30 190.80 191.00 +0.70 870 13,189 +17
Jan07 060217 192.80 192.80 191.80 192.20 +1.00 0 115 +6
Total Volume and Open Interest 18,250 132,267 +1,091
Soybean Oil(CBOT)
Mar06 060217 22.75 23.39 22.75 23.33 +0.76 11,475 31,070 -9,376
May06 060217 23.22 23.80 23.22 23.71 +0.73 12,157 82,288 +6,336
Jul06 060217 23.70 24.15 23.65 24.07 +0.72 2,348 37,904 +659
Aug06 060217 23.85 24.19 23.80 24.19 +0.69 12 4,277 +51
Sep06 060217 24.10 24.32 24.00 24.32 +0.68 7 4,447 -1
Oct06 060217 24.25 24.48 24.10 24.48 +0.68 5 3,287 +3
Dec06 060217 24.40 24.90 24.33 24.69 +0.58 726 16,947 +363
Jan07 060217 24.87 24.87 24.87 24.87 +0.57 0 574 +0
Total Volume and Open Interest 26,730 182,127 -1,965
Canola(WCE)
Mar06 060217 244.7 247.4 244.1 246.5 +3.0 7,847 25,703 -7,553
May06 060217 252.3 255.0 252.0 254.5 +3.3 8,708 34,845 +4,666
Jul06 060217 260.3 262.7 260.0 262.6 +2.9 1,858 16,570 +1,156
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060217 276.0 278.2 275.6 277.8 +3.6 272 10,391 +295
Total Volume and Open Interest 18,713 88,118 -1,424
Corn(CBOT)
Mar06 060217 223.50 227.00 223.50 226.50 +3.00 60,120 183,158 -40,207
May06 060217 234.75 237.75 234.25 237.25 +3.00 39,666 405,804 +38,138
Jul06 060217 243.75 246.50 243.25 246.25 +2.75 11,670 160,688 -302
Sep06 060217 251.50 252.75 250.25 252.25 +2.50 1,701 35,513 +8
Dec06 060217 260.00 262.00 259.50 261.75 +2.00 11,640 200,580 +4,237
Mar07 060217 267.25 267.50 266.25 267.25 +1.25 1,392 20,294 +536
Total Volume and Open Interest 127,364 1,047,705 +2,680
Wheat(CBOT)
Mar06 060217 360.00 369.00 360.00 368.00 +9.00 12,995 50,918 -17,223
May06 060217 373.00 380.00 370.50 379.50 +9.50 24,993 196,340 +17,046
Jul06 060217 382.00 390.50 380.50 389.75 +10.00 9,417 66,436 -211
Sep06 060217 392.00 400.00 390.50 399.50 +9.50 592 8,168 +158
Dec06 060217 403.00 410.00 402.00 409.75 +7.75 2,321 47,119 +982
Total Volume and Open Interest 51,496 380,507 +1,388
Wheat(KCBT)
Mar06 060217 427.00 435.75 426.00 435.25 +9.75 8,503 33,284 -8,395
May06 060217 432.00 440.00 431.00 439.50 +10.00 6,143 41,448 +4,005
Jul06 060217 429.00 437.50 428.00 437.00 +11.50 6,188 43,167 +477
Sep06 060217 433.25 442.00 432.00 440.00 +11.00 811 6,995 +321
Dec06 060217 440.00 450.00 438.50 447.75 +11.50 877 15,833 +189
Total Volume and Open Interest 22,588 142,192 -3,333
Wheat(MGE)
Mar06 060217 409.00 418.00 409.00 416.00 +7.25 2,420 11,239 -1,790
May06 060217 415.00 424.50 415.00 422.00 +7.00 1,979 12,352 +1,084
Jul06 060217 420.00 430.00 420.00 428.75 +8.50 1,195 10,549 +1,309
Sep06 060217 421.00 430.00 421.00 428.75 +8.25 223 5,636 +167
Dec06 060217 427.00 436.00 427.00 434.00 +7.00 376 6,059 -11
Total Volume and Open Interest 6,203 46,084 +779
Oats(CBOT)
Mar06 060217 189.75 192.25 187.50 192.00 +2.25 880 4,114 -1,105
May06 060217 190.50 192.50 189.00 191.50 +0.50 834 5,598 +1,267
Jul06 060217 186.00 186.00 184.00 184.50 +2.50 40 682 +7
Sep06 060217 175.25 177.00 175.25 177.00 +2.00 69 104 +33
Total Volume and Open Interest 1,903 11,841 +305
Rough Rice(CBOT)
Mar06 060217 8.23 8.26 8.17 8.22 -0.04 478 4,515 -529
May06 060217 8.51 8.53 8.45 8.52 -0.03 576 4,572 +420
Jul06 060217 8.75 8.78 8.70 8.78 -0.02 50 1,575 +86
Sep06 060217 8.88 8.88 8.83 8.83 -0.02 1 421 -1
Total Volume and Open Interest 1,164 12,773 +102
Live Cattle(CME)
Feb06 060217 90.550 90.950 89.850 89.950 -0.500 3,008 13,117 +13,117
Apr06 060217 88.350 89.000 87.600 87.700 -0.900 9,997 110,818 +110,818
Jun06 060217 83.400 83.850 82.775 83.025 -0.450 4,544 47,866 +47,866
Aug06 060217 83.100 83.500 82.600 82.700 -0.625 2,831 25,220 +25,220
Oct06 060217 86.600 86.850 86.000 86.050 -0.575 1,566 12,012 +12,012
Dec06 060217 87.700 87.700 87.250 87.300 -0.250 267 5,495 +5,495
Total Volume and Open Interest 22,296 216,086 -2,802
Feeder Cattle(CME)
Mar06 060217 108.350 108.800 107.300 107.325 -1.025 1,173 9,645 +9,645
Apr06 060217 109.000 109.325 107.600 107.650 -1.325 1,238 13,249 +13,249
May06 060217 109.350 109.650 108.250 108.525 -0.975 782 7,305 +7,305
Aug06 060217 110.100 110.450 109.100 109.500 -0.850 237 4,464 +4,464
Sep06 060217 108.700 108.800 107.800 107.800 -1.450 1 437 +437
Oct06 060217 108.300 108.525 107.400 107.400 -1.125 30 439 +439
Nov06 060217 107.550 107.650 107.550 107.650 -0.350 6 191 +191
Total Volume and Open Interest 3,470 35,736 +891
Lean Hogs(CME)
Apr06 060217 61.800 63.300 61.800 63.175 +1.550 7,496 84,119 +84,119
May06 060217 66.800 68.400 66.800 68.200 +1.275 292 4,428 +4,428
Jun06 060217 69.350 70.700 69.350 70.650 +1.350 2,979 32,729 +32,729
Jul06 060217 67.800 68.600 67.800 68.475 +0.575 637 10,724 +10,724
Aug06 060217 64.650 65.675 64.650 65.625 +0.875 267 5,760 +5,760
Oct06 060217 55.800 56.750 55.800 56.600 +1.225 206 2,957 +2,957
Dec06 060217 53.900 55.075 53.900 54.300 +0.750 51 2,131 +2,131
Feb07 060217 56.200 56.800 56.200 56.800 +1.000 10 224 +224
Total Volume and Open Interest 11,939 143,073 +812
Pork Bellies(CME)
Feb06 060217 81.000 83.100 81.000 83.100 +2.700 5 28 +28
Mar06 060217 81.800 83.500 81.400 83.350 +1.700 236 1,078 +1,078
May06 060217 82.800 84.600 82.800 84.325 +1.875 123 1,089 +1,089
Jul06 060217 83.450 84.500 83.450 84.500 +1.500 1 334 +334
Aug06 060217 80.500 80.500 80.500 80.500 unch 0 40 +40
Total Volume and Open Interest 365 2,569 -45
Class III Milk(CME)
Feb06 060217 12.16 12.16 12.10 12.10 -0.07 32 2,163 +2,163
Mar06 060217 11.40 11.40 11.10 11.12 -0.35 58 2,735 +2,735
Apr06 060217 11.37 11.37 11.00 11.10 -0.30 92 2,806 +2,806
May06 060217 11.37 11.37 11.00 11.00 -0.40 41 2,576 +2,576
Jun06 060217 11.48 11.48 11.27 11.27 -0.23 76 2,526 +2,526
Total Volume and Open Interest 848 28,659 +246
Cocoa(NYBOT)
Mar06 060217 1485 1495 1485 1485 -2 203 960 -62
May06 060217 1494 1500 1489 1490 -2 5,107 52,765 -304
Jul06 060217 1515 1518 1510 1511 -4 205 16,713 +102
Sep06 060217 1535 1537 1531 1533 -2 200 15,492 +279
Dec06 060217 1564 1565 1560 1560 -2 503 10,886 +379
Mar07 060217 1584 1584 1584 1584 -3 2 12,892 +18
May07 060217 1603 1603 1603 1603 -2 10 2,672 +68
Total Volume and Open Interest 6,230 122,202 +480
Coffee "C"(NYBOT)
Mar06 060217 107.50 110.00 107.50 109.45 +3.45 13,653 6,212 -10,780
May06 060217 110.00 111.90 109.50 111.55 +2.95 29,352 67,174 +4,868
Jul06 060217 112.50 114.10 112.25 113.80 +2.90 4,978 12,072 +1,965
Sep06 060217 114.40 116.00 114.20 115.55 +2.75 910 6,102 +988
Dec06 060217 117.50 118.50 117.00 117.95 +2.55 163 4,484 +144
Mar07 060217 119.80 121.00 119.80 120.35 +2.35 45 2,111 +68
Total Volume and Open Interest 49,101 99,176 -2,608
Orange Juice(NYBOT)
Mar06 060217 130.80 131.00 129.70 129.90 -0.10 2,225 12,124 -1,016
May06 060217 130.40 130.90 129.30 129.70 -0.10 2,549 17,583 +1,838
Jul06 060217 129.50 130.00 128.85 128.85 +0.35 723 3,458 +387
Sep06 060217 128.50 128.90 128.10 128.10 +0.15 2 1,434 +3
Nov06 060217 127.60 127.60 127.60 127.60 -0.40 4 1,119 +19
Total Volume and Open Interest 5,705 37,341 +1,411
Sugar #11(NYBOT)
Mar06 060217 17.45 17.60 16.95 17.33 -0.13 22,005 59,756 -15,636
May06 060217 17.85 17.94 17.15 17.59 -0.04 44,188 219,186 +12,081
Jul06 060217 17.30 17.33 16.65 17.02 -0.02 16,505 81,498 +3,321
Oct06 060217 17.00 17.00 16.40 16.77 -0.03 8,372 57,175 +822
Mar07 060217 16.70 16.80 16.40 16.61 +0.01 3,986 42,345 +985
Total Volume and Open Interest 97,120 498,535 +2,255
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060217 23.95 23.95 23.95 23.95 +0.05 107 4,528 -15
Jul06 060217 23.95 23.95 23.95 23.95 -0.05 122 4,507 +116
Sep06 060217 24.00 24.00 24.00 24.00 +0.15 35 2,209 +36
Nov06 060217 22.80 22.80 22.80 22.80 -0.08 0 917 +0
Total Volume and Open Interest 265 14,449 +139
London Cocoa(LCE)
Mar06 060217 884 889 882 885 unch 4,392 59,427 +59,427
May06 060217 905 907 899 902 unch 2,815 34,897 +34,897
Jul06 060217 922 922 914 917 unch 2,010 36,314 +36,314
Sep06 060217 930 932 928 931 +1 237 21,384 +21,384
Dec06 060217 941 944 939 942 unch 69 23,805 +23,805
Mar07 060217 947 947 943 947 unch 77 9,650 +9,650
May07 060217 957 957 957 957 unch 0 588 +588
Total Volume and Open Interest 9,600 186,146 -817
London Coffee(LCE)
Mar06 060217 1190.00 1200.00 1185.00 1187.00 +24.00 3,228 29,120 +29,120
May06 060217 1210.00 1220.00 1203.00 1208.00 +23.00 7,164 74,061 +74,061
Jul06 060217 1227.00 1233.00 1218.00 1223.00 +22.00 972 15,251 +15,251
Sep06 060217 1236.00 1243.00 1232.00 1235.00 +22.00 345 7,805 +7,805
Nov06 060217 1252.00 1253.00 1247.00 1247.00 +22.00 15 484 +484
Jan07 060217 1260.00 1260.00 1257.00 1257.00 +21.00 0 215 +215
Total Volume and Open Interest 11,732 126,982 -2,523
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060217 438.00 442.60 430.50 438.90 +2.50 6,239 29,474 +29,474
Aug06 060217 437.50 440.50 433.30 437.00 +1.60 822 16,272 +16,272
Oct06 060217 436.50 438.50 432.10 435.80 +0.60 328 10,556 +10,556
Dec06 060217 432.00 432.00 428.00 429.80 +0.60 208 4,023 +4,023
Total Volume and Open Interest 7,870 65,303 +677
Cotton(NYBOT)
Mar06 060217 56.90 57.50 56.80 57.43 +0.97 5,895 15,758 -12,780
May06 060217 56.95 57.60 56.90 57.34 +0.72 9,974 91,416 +5,660
Jul06 060217 57.95 58.55 57.95 58.22 +0.32 979 10,111 +289
Oct06 060217 59.90 59.90 59.75 59.75 +0.53 3 263 -18
Dec06 060217 60.10 60.60 60.10 60.51 +0.54 117 7,768 +8
Mar07 060217 61.75 61.75 61.75 61.75 +0.45 0 1,724 +1
Total Volume and Open Interest 16,970 128,520 -6,839
Lumber(CME)
Mar06 060217 340.0 340.8 332.2 335.5 -4.2 593 1,997 +1,997
May06 060217 349.3 349.3 340.1 343.5 -3.5 447 2,572 +2,572
Jul06 060217 347.3 347.3 343.4 343.4 -3.6 44 444 +444
Sep06 060217 350.2 350.2 346.1 347.0 -6.7 38 125 +125
Total Volume and Open Interest 1,122 5,148 +90
Crude Oil(NYM)
Mar06 060217 59.60 60.00 59.00 59.88 +1.42 93,510 54,811 -55,565
Apr06 060217 61.15 61.45 60.70 61.29 +1.16 116,422 247,075 +24,264
May06 060217 62.15 62.50 61.70 62.35 +1.15 37,618 83,275 +3,696
Jun06 060217 62.90 63.25 62.65 63.15 +1.15 30,023 78,545 +6,749
Jul06 060217 63.50 63.77 63.30 63.77 +1.15 5,678 28,405 +963
Aug06 060217 63.95 64.24 63.95 64.24 +1.13 3,848 20,780 +978
Sep06 060217 64.40 64.61 64.20 64.61 +1.11 2,620 21,379 -206
Oct06 060217 64.90 64.92 64.90 64.92 +1.09 1,470 19,720 +1,259
Nov06 060217 65.20 65.20 65.20 65.20 +1.07 450 15,011 +423
Dec06 060217 65.25 65.43 65.10 65.43 +1.05 10,449 75,303 +1,583
Jan07 060217 65.63 65.63 65.63 65.63 +1.04 276 15,675 -703
Feb07 060217 65.20 65.79 65.20 65.79 +1.03 92 4,708 -203
Mar07 060217 65.91 65.91 65.91 65.91 +1.02 1,055 8,728 +488
Apr07 060217 66.00 66.00 66.00 66.00 +1.01 121 5,875 +0
May07 060217 65.40 66.04 65.40 66.04 +1.00 68 2,912 -4
Jun07 060217 66.06 66.06 66.06 66.06 +0.99 1,500 29,419 +91
Total Volume and Open Interest 310,427 910,781 -15,783
Heating Oil(NYM)
Mar06 060217 166.00 166.80 164.00 165.74 +3.21 25,697 35,448 -5,190
Apr06 060217 167.50 169.00 166.50 168.32 +2.97 22,970 59,828 +6,078
May06 060217 168.80 171.00 168.50 170.17 +2.82 10,199 20,542 +2,437
Jun06 060217 170.25 172.00 169.50 171.87 +2.67 4,559 13,891 +1,147
Jul06 060217 174.50 174.50 173.00 174.32 +2.72 1,170 8,826 -3
Aug06 060217 177.25 177.25 176.82 176.82 +2.72 1,413 5,136 +747
Sep06 060217 179.50 179.52 179.25 179.52 +2.67 532 3,793 +64
Oct06 060217 182.00 183.00 182.00 182.57 +2.62 67 1,973 +133
Nov06 060217 185.10 185.67 185.10 185.67 +2.57 10 1,842 +24
Dec06 060217 188.35 188.35 188.32 188.32 +2.52 1,254 8,929 +192
Jan07 060217 190.00 191.00 190.00 190.57 +2.52 702 6,470 +682
Feb07 060217 191.50 191.50 191.00 191.22 +2.52 89 1,071 +10
Total Volume and Open Interest 69,280 172,144 +6,549
Unleaded Gas(NYM)
Mar06 060217 146.00 151.00 145.00 150.26 +9.02 23,885 35,638 -6,702
Apr06 060217 159.00 162.20 158.00 161.87 +6.04 21,367 63,470 +6,643
May06 060217 161.75 166.75 161.50 165.57 +5.94 6,729 27,253 +878
Jun06 060217 165.00 169.00 164.50 168.47 +5.84 3,018 15,021 +681
Jul06 060217 170.00 172.00 169.00 171.12 +5.84 1,348 6,209 -27
Aug06 060217 169.75 172.12 169.75 172.12 +5.84 995 6,191 +320
Sep06 060217 169.50 171.62 169.50 171.62 +5.84 1,319 6,767 +555
Oct06 060217 163.60 165.12 163.60 165.12 +5.84 86 4,017 +106
Nov06 060217 163.37 163.37 163.37 163.37 +5.84 33 1,251 +7
Dec06 060217 159.50 162.72 159.50 162.72 +5.84 137 1,348 -196
Jan07 060217 163.82 163.82 163.82 163.82 +5.84 100 1,014 +88
Total Volume and Open Interest 59,017 168,179 +2,353
Natural Gas(NYM)
Mar06 060217 7.330 7.360 7.090 7.182 +0.048 21,505 63,002 -4,061
Apr06 060217 7.510 7.530 7.290 7.375 +0.067 13,549 68,059 +3,697
May06 060217 7.650 7.660 7.450 7.525 +0.067 6,989 49,066 -96
Jun06 060217 7.740 7.800 7.600 7.655 +0.070 2,163 24,693 +590
Jul06 060217 7.980 7.980 7.710 7.785 +0.075 1,611 19,318 -806
Aug06 060217 8.000 8.000 7.790 7.865 +0.075 2,778 20,423 +31
Sep06 060217 8.100 8.100 7.850 7.935 +0.080 424 16,065 +619
Oct06 060217 8.150 8.150 7.930 8.030 +0.085 4,726 33,702 -102
Nov06 060217 9.000 9.000 8.830 8.920 +0.110 3,856 24,423 +2,902
Dec06 060217 9.800 9.800 9.600 9.785 +0.145 1,749 18,541 +102
Jan07 060217 10.390 10.390 10.210 10.350 +0.170 6,828 28,739 +3,257
Feb07 060217 10.400 10.400 10.220 10.360 +0.170 325 14,141 +99
Mar07 060217 10.050 10.165 10.000 10.165 +0.165 3,036 19,308 +1,286
Apr07 060217 8.350 8.425 8.350 8.425 +0.115 1,661 12,873 +112
May07 060217 8.130 8.245 8.130 8.245 +0.115 116 13,797 -49
Jun07 060217 8.240 8.305 8.200 8.305 +0.115 119 6,288 +66
Total Volume and Open Interest 77,995 597,014 +12,586
Brent Crude Oil(ICE)
Apr06 060217 59.25 60.32 59.10 59.89 +1.10 60,512 105,818 +105,818
May06 060217 60.17 61.14 59.99 60.81 +1.13 28,926 92,024 +92,024
Jun06 060217 60.93 61.80 60.77 61.51 +1.11 19,876 35,277 +35,277
Jul06 060217 61.55 62.33 61.43 62.11 +1.11 3,323 17,624 +17,624
Aug06 060217 61.98 62.55 61.95 62.55 +1.12 967 9,236 +9,236
Sep06 060217 62.36 62.93 62.36 62.93 +1.12 1,131 8,220 +8,220
Oct06 060217 63.02 63.24 62.99 63.24 +1.10 116 11,036 +11,036
Nov06 060217 63.34 63.48 63.22 63.48 +1.05 318 7,002 +7,002
Dec06 060217 63.22 63.79 63.00 63.71 +1.03 7,117 32,849 +32,849
Jan07 060217 63.71 63.93 63.67 63.93 +1.02 100 6,799 +6,799
Feb07 060217 64.05 64.05 64.05 64.05 +1.01 0 2,801 +2,801
Mar07 060217 63.75 64.10 63.75 64.10 +0.98 0 4,225 +4,225
Apr07 060217 64.12 64.12 64.12 64.12 +0.97 0 200 +200
May07 060217 64.12 64.12 64.12 64.12 +0.96      
Total Volume and Open Interest 123,320 378,221 -4,532
Gas Oil(ICE)
Mar06 060217 518.00 529.50 518.00 527.25 +11.25 18,846 61,550 -1,155
Apr06 060217 523.00 533.25 523.00 531.75 +10.75 14,706 49,701 +677
May06 060217 530.75 538.00 530.25 536.75 +10.25 8,855 18,589 +1,042
Jun06 060217 538.00 545.00 537.75 543.25 +9.50 5,002 25,291 +623
Jul06 060217 546.25 551.75 545.50 550.00 +9.00 1,400 13,486 +910
Aug06 060217 553.00 557.50 553.00 557.25 +9.00 352 3,398 +113
Sep06 060217 563.25 564.50 563.25 564.50 +9.00 150 5,007 +50
Oct06 060217 572.00 572.00 572.00 572.00 +9.00 0 7,415 +0
Nov06 060217 577.00 577.00 576.00 576.50 +9.00 197 2,865 +65
Dec06 060217 575.25 581.25 575.25 579.75 +9.00 1,802 24,559 +1,155
Total Volume and Open Interest 52,210 229,635 +3,980
US Dollar Index(NYBOT)
Mar06 060217 90.55 90.94 90.37 90.56 -0.06 3,307 27,322 +267
Jun06 060217 90.46 90.49 90.00 90.19 -0.08 61 2,276 +0
Sep06 060217 89.84 89.84 89.84 89.84 -0.10 1 8 +1
Total Volume and Open Interest 3,369 29,618 +267
Australian Dollar(CME)
Mar06 060217 73.53 73.84 73.52 73.73 -0.10 1,229 60,994 +60,994
Jun06 060217 73.43 73.67 73.43 73.60 -0.10 34 1,733 +1,733
Sep06 060217 73.52 73.52 73.52 73.52 -0.10 0 19 +19
Total Volume and Open Interest 1,263 62,889 -44
British Pound(CME)
Mar06 060217 173.42 174.21 173.42 173.92 +0.07 6,672 95,746 +95,746
Jun06 060217 174.40 174.40 174.12 174.12 +0.07 105 1,727 +1,727
Sep06 060217 174.32 174.32 174.32 174.32 +0.07 0 48 +48
Total Volume and Open Interest 6,777 97,524 -2,163
Canadian Dollar(CME)
Mar06 060217 86.48 87.00 86.45 86.85 +0.42 4,595 107,533 +107,533
Jun06 060217 86.70 87.24 86.70 87.09 +0.43 26 3,893 +3,893
Sep06 060217 87.45 87.45 87.30 87.30 +0.44 4 454 +454
Dec06 060217 87.11 87.51 87.11 87.51 +0.45 7 202 +202
Total Volume and Open Interest 4,633 112,198 -6,159
Japanese Yen(CME)
Mar06 060217 84.45 84.85 84.43 84.77 -0.34 2,970 177,525 +177,525
Jun06 060217 85.45 85.95 85.45 85.88 -0.34 77 22,580 +22,580
Sep06 060217 86.94 86.94 86.94 86.94 -0.34 0 25 +25
Total Volume and Open Interest 3,047 200,160 +4,516
Swiss Franc(CME)
Mar06 060217 76.09 76.60 76.09 76.36 -0.08 3,251 106,442 +106,442
Jun06 060217 77.17 77.29 76.96 77.12 -0.08 4 2,908 +2,908
Sep06 060217 77.76 77.76 77.76 77.76 -0.08 0 25 +25
Total Volume and Open Interest 3,259 109,420 +1,077
EuroFX(CME)
Mar06 060217 118.79 119.60 118.76 119.25 +0.19 3,574 141,395 +141,395
Jun06 060217 119.86 120.24 119.86 119.95 +0.19 90 4,176 +4,176
Sep06 060217 120.50 120.60 120.50 120.60 +0.19 12 1,214 +1,214
Total Volume and Open Interest 3,680 146,918 +5,960
Mexican Peso(CME)
Mar06 060217 9550.0 9570.0 9545.0 9555.0 +35.0 3,711 92,573 +92,573
Jun06 060217 9477.0 9477.0 9477.0 9477.0 +35.0 0 604 +604
Total Volume and Open Interest 3,731 118,845 -1,253
30-Year T-Bonds(CBOT)
Mar06 060217 112~10 113~05 112~09 113~02 +0~24 238,735 619,556 -10,789
Jun06 060217 112~09 113~04 112~09 113~02 +0~25 4,956 47,862 +4,494
Sep06 060217 113~03 113~03 113~01 113~03 +0~25 134 320 +183
Total Volume and Open Interest 243,957 667,966 -5,937
10-Year T-Notes(CBOT)
Mar06 060217 107~255 108~065 107~255 108~035 +0~105 544,389 1,807,250 -10,281
Jun06 060217 107~245 108~035 107~245 108~005 +0~110 20,469 198,125 +20,163
Total Volume and Open Interest 565,143 2,007,435 +9,762
5-Year T-Notes(CBOT)
Mar06 060217 105~075 105~120 105~055 105~105 +0~060 337,987 0 -1,259,002
Jun06 060217 105~055 105~100 105~055 105~095 +0~065 14,736 0 -153,634
Sep06 060217 105~065 105~065 105~065 105~065 +0~090 0 1 +0
Total Volume and Open Interest 352,723 2 -1,412,636
2 Year T-Notes(CBOT)
Mar06 060217 102~022 102~026 102~018 102~024 +0~008 9,134 457,712 -10,984
Jun06 060217 102~024 102~024 102~021 102~021 +0~008 142 26,709 +8,847
Total Volume and Open Interest 9,276 484,421 -2,137
Eurodollars(CME)
Mar06 060217 95.118 95.120 95.115 95.118 +0.007 17,129 1,240,489 +1,240,489
Jun06 060217 94.925 94.940 94.915 94.925 +0.015 32,511 1,441,366 +1,441,366
Sep06 060217 94.885 94.920 94.880 94.905 +0.025 444,462 1,376,049 +43,455
Dec06 060217 94.945 94.975 94.930 94.955 +0.030 17,790 1,217,338 +5,822
Mar07 060217 95.015 95.035 94.995 95.025 +0.035 24,395 1,013,069 +1,013,069
Jun07 060217 95.045 95.075 95.040 95.065 +0.040 33,813 789,907 +789,907
Sep07 060217 95.075 95.100 95.075 95.090 +0.045 22,095 535,128 +535,128
Dec07 060217 95.070 95.095 95.065 95.090 +0.050 24,074 405,417 +405,417
Mar08 060217 95.065 95.095 95.060 95.085 +0.050 18,191 276,735 +276,735
Jun08 060217 95.040 95.080 95.040 95.070 +0.050 11,418 258,416 +258,416
Sep08 060217 95.020 95.060 95.020 95.050 +0.050 23,245 221,796 +221,796
Dec08 060217 95.000 95.025 95.000 95.020 +0.055 11,942 164,076 +164,076
Mar09 060217 94.985 95.015 94.985 95.015 +0.055 14,882 129,722 +129,722
Jun09 060217 94.980 94.995 94.980 94.995 +0.055 5,702 114,398 +114,398
Sep09 060217 94.955 94.975 94.955 94.975 +0.060 7,707 102,999 +102,999
Dec09 060217 94.920 94.950 94.920 94.950 +0.065 2,977 91,878 +91,878
Mar10 060217 94.925 94.960 94.925 94.945 +0.065 3,751 67,209 +67,209
Jun10 060217 94.910 94.945 94.910 94.930 +0.065 2,681 60,410 +60,410
Total Volume and Open Interest 302,235 9,705,846 +115,516
3-Mth Euro-Yen(CME)
Mar06 060217 99.87 99.87 99.87 99.87 +0.01 117 9,445 +9,445
Jun06 060217 99.78 99.78 99.78 99.78 unch 40 11,919 +11,919
Sep06 060217 99.63 99.63 99.63 99.63 unch 218 7,190 +7,190
Dec06 060217 99.48 99.48 99.48 99.48 unch 660 4,636 +4,636
Mar07 060217 99.33 99.33 99.33 99.33 unch 0 1,070 +1,070
Jun07 060217 99.21 99.21 99.21 99.21 unch 0 2,762 +2,762
Sep07 060217 99.08 99.08 99.08 99.08 unch 0 1,895 +1,895
Dec07 060217 98.95 98.95 98.95 98.95 unch 0 66 +66
Mar08 060217 98.85 98.85 98.85 98.85 unch 0 51 +51
Jun08 060217 98.73 98.73 98.73 98.73 unch 0 252 +252
Total Volume and Open Interest 1,035 39,286 +39,286
3-Mth Euro-Yen(SIMEX)
Mar06 060217 99.87 99.87 99.87 99.87 unch 809 65,015 +65,015
Jun06 060217 99.78 99.79 99.78 99.78 unch 3,498 71,117 +71,117
Sep06 060217 99.63 99.63 99.62 99.63 unch 3,389 43,589 +43,589
Dec06 060217 99.48 99.49 99.47 99.48 unch 2,325 60,712 +60,712
Mar07 060217 99.32 99.34 99.31 99.33 unch 1,830 34,483 +34,483
Jun07 060217 99.20 99.20 99.18 99.20 unch 3,137 21,578 +21,578
Sep07 060217 99.07 99.08 99.05 99.07 unch 436 10,974 +10,974
Dec07 060217 98.94 98.95 98.94 98.95 unch 149 14,294 +14,294
Total Volume and Open Interest 15,603 339,211 -2,305
German Euro-Bund(EUREX)
Mar06 060217 120.28 120.74 120.25 120.62 +0.43 1,113,900 1,388,333 -33,079
Jun06 060217 119.42 119.87 119.42 119.77 +0.43 1,849 42,211 +3,153
Sep06 060217 120.11 120.14 120.11 120.11 +0.40 548 48 +1
Total Volume and Open Interest 1,116,297 1,430,592 -29,925
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060217 111.44 111.67 111.40 111.64 +0.25 744 105,696 +3,631
Sep06 060217 111.97 111.97 111.97 111.97 +0.26      
Total Volume and Open Interest 596,772 1,220,718 -10,152
Long Gilt(LIFFE)
Mar06 060217 114~00 114~08 113~30 114~06 +0~11 97,647 239,733 +239,733
Jun06 060217 113~28 113~28 113~27 113~28 +0~10 90 216 +216
Total Volume and Open Interest 97,737 239,949 +27
3-Mth Short Sterling(LIFFE)
Mar06 060217 95.46 95.46 95.46 95.46 +0.01 49,738 334,675 +334,675
Jun06 060217 95.54 95.54 95.54 95.54 +0.01 84,052 391,803 +391,803
Sep06 060217 95.56 95.56 95.56 95.56 +0.01 91,286 313,529 +313,529
Total Volume and Open Interest 382,464 1,961,964 +23,981
3-Mth Euribor(LIFFE)
Mar06 060217 97.320 97.335 97.320 97.330 +0.005 15,303 697,325 -953
Jun06 060217 97.140 97.170 97.140 97.165 +0.025 103,994 658,627 -12,168
Sep06 060217 97.010 97.050 97.005 97.040 +0.035 118,337 456,833 +668
Total Volume and Open Interest 561,783 3,416,815 -4,709
3-Mth Aus T-Bills(SFE)
Mar06 060217 94.39 94.39 94.38 94.39 unch 1,754 101,536 +101,536
Jun06 060217 94.43 94.44 94.40 94.43 unch 21,676 254,911 +254,911
Sep06 060217 94.44 94.45 94.41 94.45 unch 9,794 97,298 +97,298
Dec06 060217 94.45 94.45 94.41 94.44 -0.01 1,581 47,115 +47,115
Mar07 060217 94.43 94.44 94.41 94.43 unch 1,053 24,752 +24,752
Jun07 060217 94.41 94.42 94.39 94.41 -0.01 1,091 26,942 +26,942
Sep07 060217 94.38 94.39 94.38 94.39 unch 472 21,695 +21,695
Dec07 060217 94.34 94.37 94.34 94.36 unch 415 8,190 +8,190
Mar08 060217 94.34 94.34 94.33 94.33 unch 18 4,021 +4,021
Jun08 060217 94.32 94.32 94.32 94.32 +0.01 0 1,524 +1,524
Total Volume and Open Interest 37,854 589,610 +589,610
10-Year Aus T-Bonds(SFE)
Mar06 060217 94.73 94.76 94.71 94.76 +0.04 18,711 313,170 +313,170
Jun06 060217 94.76 94.76 94.76 94.76 +0.04      
Total Volume and Open Interest 18,711 313,170 +313,170
3-Year Aus T-Bonds(SFE)
Mar06 060217 94.77 94.79 94.74 94.79 +0.02 58,077 363,812 -5,624
Jun06 060217 94.79 94.79 94.79 94.79 +0.02      
Total Volume and Open Interest 58,077 363,812 -5,624
Gold(CMX)
Feb06 060217 548.0 552.5 546.0 551.8 +5.8 96 380 -236
Apr06 060217 550.1 557.0 549.0 554.6 +5.8 52,996 228,297 -7,189
Jun06 060217 555.5 562.5 554.1 559.6 +5.9 2,455 35,626 +447
Aug06 060217 559.1 565.5 559.1 564.5 +6.0 39 6,034 -41
Oct06 060217 569.5 569.5 569.5 569.5 +6.1 6 8,989 +15
Dec06 060217 571.0 577.0 570.0 574.4 +6.1 628 15,535 +56
Feb07 060217 579.4 579.4 579.4 579.4 +6.2 0 8,661 +0
Apr07 060217 584.3 584.3 584.3 584.3 +6.3 0 1,340 +0
Jun07 060217 589.1 589.1 589.1 589.1 +6.3 1 8,767 +0
Aug07 060217 594.0 594.0 594.0 594.0 +6.3 0 180 +0
Oct07 060217 598.9 598.9 598.9 598.9 +6.3 0 4 +0
Dec07 060217 603.0 605.5 603.0 603.8 +6.3 10 9,798 +6
Total Volume and Open Interest 56,244 331,162 -3,983
Silver(CMX)
Mar06 060217 940.5 950.5 938.5 942.0 +5.0 22,752 65,258 -3,256
May06 060217 951.5 958.5 945.0 950.0 +5.1 4,129 24,022 +2,742
Jul06 060217 955.0 966.0 950.0 955.3 +4.6 964 12,094 -16
Sep06 060217 965.0 965.0 959.0 959.0 +4.0 59 4,707 -283
Dec06 060217 965.0 970.5 956.0 962.0 +3.0 614 13,538 +299
Mar07 060217 965.0 965.0 963.3 963.3 +3.3 100 2,223 +235
May07 060217 965.4 965.4 965.4 965.4 +3.1 0 2 +0
Total Volume and Open Interest 29,083 127,809 +72
Platinum(NYM)
Apr06 060217 1010.5 1019.0 1008.0 1011.0 +3.4 2,001 8,801 -495
Jul06 060217 1015.0 1027.0 1013.0 1016.5 +3.4 72 317 +13
Oct06 060217 1021.5 1021.5 1021.5 1021.5 +3.4 1 3 +1
Total Volume and Open Interest 2,074 9,121 -450
Palladium(NYME)
Mar06 060217 282.50 290.00 282.00 288.75 +11.55 1,898 11,736 -488
Jun06 060217 288.50 296.00 288.00 292.85 +11.30 904 4,513 +945
Sep06 060217 295.85 295.85 295.85 295.85 +11.30 0 46 +0
Total Volume and Open Interest 2,802 16,647 +458
Copper(CMX)
Mar06 060217 223.40 223.40 219.80 220.10 -2.15 14,862 31,513 -7,749
May06 060217 220.80 221.00 218.10 218.55 -1.35 8,313 40,987 +4,923
Jul06 060217 217.70 217.70 215.20 215.45 -1.45 857 6,639 +725
Sep06 060217 214.20 214.20 212.45 212.45 -1.45 145 3,031 -35
Dec06 060217 209.30 209.30 207.45 207.45 -1.45 104 2,255 +27
Total Volume and Open Interest 24,758 90,471 -2,246
Aluminum(CMX)
Feb06 060217 106.00 106.00 106.00 106.00 -1.05 28 220 -16
Mar06 060217 108.00 108.00 106.00 106.00 -1.05 28 200 -7
Apr06 060217 106.10 106.10 106.10 106.10 -1.05 0 50 +0
May06 060217 106.25 106.25 106.25 106.25 -1.05 0 69 +0
Jun06 060217 106.15 106.15 106.15 106.15 -1.05 2 54 +2
Jul06 060217 106.05 106.05 106.05 106.05 -1.05 0 20 +0
Total Volume and Open Interest 58 758 -21
DJIA Index(CBOT)
Mar06 060217 11125 11144 11088 11122 -7 5,610 39,097 +628
Jun06 060217 11195 11205 11160 11195 -6 313 216 +36
Sep06 060217 11246 11246 11246 11246 -7 0 3 +0
Dec06 060217 11281 11281 11281 11281 -7 0 7 +0
Total Volume and Open Interest 5,923 39,323 +664
S & P 500(CME)
Mar06 060217 1291.20 1291.80 1286.20 1288.90 -2.80 33,010 633,654 +633,654
Jun06 060217 1301.20 1301.20 1298.00 1299.10 -2.80 5,985 29,463 +29,463
Sep06 060217 1310.00 1310.00 1309.50 1309.50 -2.80 7 6,249 +6,249
Dec06 060217 1321.00 1321.00 1319.90 1319.90 -2.80 0 410 +410
Total Volume and Open Interest 39,002 669,858 +3,990
S & P 500 E-Mini(Globex)
Mar06 060217 1291.75 1292.25 1286.00 1289.00 -2.75 798,754 1,144,118 +1,144,118
Jun06 060217 1300.75 1301.75 1297.00 1299.00 -3.00 7,388 22,283 +22,283
Total Volume and Open Interest 806,142 1,166,401 +10,270
NASDAQ 100(CME)
Mar06 060217 1690.00 1691.00 1676.00 1677.50 -18.00 6,360 63,284 +63,284
Jun06 060217 1696.00 1696.00 1696.00 1696.00 -18.00 0 37 +37
Sep06 060217 1714.50 1714.50 1714.50 1714.50 -18.00 0 1 +1
Total Volume and Open Interest 6,360 63,322 +2,413
NASDAQ 100 E-Mini(Globex)
Mar06 060217 1697.50 1697.50 1676.50 1677.50 -18.00 324,297 353,818 +353,818
Jun06 060217 1712.50 1712.50 1696.00 1696.00 -18.00 204 362 +362
Total Volume and Open Interest 324,501 354,180 +7,528
S & P Midcap 400(CME)
Mar06 060217 777.25 777.25 774.50 775.20 -2.80 178 11,814 -21
Jun06 060217 781.70 781.70 781.70 781.70 -2.80 0 7 +0
Sep06 060217 130.34 130.34 130.34 130.34 -2.80      
Total Volume and Open Interest 178 11,821 -21
Russell 2000(CME)
Mar06 060217 733.50 734.00 729.50 732.00 -2.00 1,028 28,497 +28,497
Jun06 060217 737.40 737.40 737.40 737.40 -2.00 225 1,587 +1,587
Sep06 060217 742.50 742.50 742.50 742.50 -2.00 1 6 +1
Total Volume and Open Interest 1,254 30,090 -1,590
Russell 2000 E-Mini(Globex)
Mar06 060217 734.40 735.00 728.80 732.00 -2.00 112,849 269,527 +269,527
Jun06 060217 740.30 740.30 734.80 737.40 -2.00 117 2,374 +2,374
Total Volume and Open Interest 112,966 271,901 -918
Value Line(KCBT)
Mar06 060217 2047.50 2051.00 2040.50 2048.00 -1.00 109 230 -2
Total Volume and Open Interest 143 242 -6
Nikkei 225(CME)
Mar06 060217 16090 16155 15695 15745 -255 73,612 230,033 +4,750
Jun06 060217 15835 16070 15640 15645 -330 507 1,598 +36
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060217 16090 16155 15695 15745 -255 73,612 230,033 +4,750
Jun06 060217 15835 16070 15640 15645 -330 507 1,598 +36
Sep06 060217 15640 15640 15640 15640 -330 0 3 +0
Total Volume and Open Interest 74,119 231,636 +4,786
CAC 40(MATIF)
Feb06 060217 4980.0 5000.0 4964.5 4996.5 +23.5 206,174 397,409 +397,409
Mar06 060217 4980.0 5013.5 4974.0 5004.5 +22.0 163,098 388,597 +388,597
Apr06 060217 4996.0 5022.5 4996.0 5016.5 +22.0 114 1,819 +1,819
Total Volume and Open Interest 369,472 788,109 +106,278
Hang Seng Index(HKFE)
Feb06 060217 15480 15511 15425 15441 +19 27,386 106,493 -640
Mar06 060217 15407 15451 15366 15384 +21 1,527 5,778 +505
Total Volume and Open Interest 28,975 112,891 -111
DAX Index(EUREX)
Mar06 060217 5794.0 5822.0 5783.0 5807.0 +8.5 130,085 232,313 +1,425
Jun06 060217 5831.0 5860.5 5825.0 5846.0 +8.5 760 18,711 -236
Sep06 060217 5874.5 5903.0 5867.5 5888.0 +8.5 708 6,239 +118
Total Volume and Open Interest 131,553 257,263 +1,307
FT-SE 100(LIFFE)
Mar06 060217 5809.00 5843.50 5798.50 5834.00 +22.50 53,942 477,411 +477,411
Jun06 060217 5810.00 5852.50 5810.00 5844.00 +22.50 93 25,943 +25,943
Sep06 060217 5835.50 5856.50 5835.50 5856.50 +22.50 3 2,320 +2,320
Total Volume and Open Interest 54,288 514,399 +773
SPI 200(SFE)
Mar06 060217 4816.0 4819.0 4758.0 4773.0 -19.0 17,673 193,207 +193,207
Jun06 060217 4814.0 4814.0 4785.0 4790.0 -21.0 248 6,463 +6,463
Sep06 060217 4799.0 4799.0 4790.0 4793.0 -20.0 2 2,489 +2,489
Total Volume and Open Interest 17,925 205,757 +2,044
GSCI(CME)
Mar06 060217 415.90 416.25 413.40 415.30 +6.30 312 22,717 +22,717
Apr06 060217 420.60 420.60 420.60 420.60 +6.10 123 243 +243
May06 060217 424.50 424.50 424.50 424.50 +6.50      
Total Volume and Open Interest 435 22,960 -773
Reuters CRB Index(NYBOT)
Apr06 060217 354.00 354.25 353.50 354.00 +5.00 37 389 +0
Jun06 060217 357.50 357.50 356.75 357.25 +5.00 0 421 +0
Aug06 060217 360.50 360.50 360.50 360.50 +5.00 0 202 +0
Total Volume and Open Interest 37 1,012 +959
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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