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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 Thu April 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060406 563.00 567.75 561.50 564.00 +2.50 53,778 175,521 +0
Jul06 060406 578.00 581.50 575.50 578.00 +2.00 25,934 107,504 +0
Aug06 060406 581.50 586.00 581.00 583.75 +4.25 784 7,238 +0
Sep06 060406 585.50 588.50 584.50 587.00 +4.00 790 8,667 +0
Nov06 060406 594.00 597.00 591.50 593.25 +1.50 9,431 66,213 +0
Jan07 060406 602.00 604.50 599.50 601.00 +1.75 173 3,988 +0
Mar07 060406 610.00 610.00 607.00 608.50 +2.00 209 1,361 +0
Total Volume and Open Interest 93,342 377,390 +2,595
Soybean Meal(CBOT)
May06 060406 174.00 175.10 172.50 172.70 +0.40 20,097 65,838 +0
Jul06 060406 175.70 177.20 174.80 174.90 +0.30 9,263 47,971 +0
Aug06 060406 177.00 178.50 176.30 176.30 +0.20 1,448 11,791 +0
Sep06 060406 178.50 179.30 177.20 177.20 +0.20 1,519 9,041 +0
Oct06 060406 179.00 179.50 177.50 177.60 +0.10 725 7,683 +0
Dec06 060406 180.00 181.20 178.80 179.00 -0.40 3,511 21,584 +0
Jan07 060406 181.50 181.50 180.20 180.20 -0.30 121 751 +0
Mar07 060406 183.00 183.00 183.00 183.00 +0.50 226 611 +0
Total Volume and Open Interest 36,927 165,363 +5,194
Soybean Oil(CBOT)
May06 060406 22.55 22.70 22.34 22.67 +0.30 20,693 85,489 +0
Jul06 060406 22.94 23.10 22.76 23.09 +0.29 8,305 62,339 +0
Aug06 060406 23.12 23.25 22.97 23.25 +0.29 686 5,274 +0
Sep06 060406 23.33 23.42 23.15 23.42 +0.27 261 5,449 +0
Oct06 060406 23.55 23.65 23.37 23.65 +0.31 157 3,945 +0
Dec06 060406 23.85 24.02 23.64 24.00 +0.31 1,525 21,596 +0
Jan07 060406 24.02 24.18 24.02 24.18 +0.28 81 1,613 +0
Mar07 060406 24.25 24.50 24.25 24.44 +0.26 29 608 +0
Total Volume and Open Interest 32,265 189,691 +1,255
Canola(WCE)
May06 060406 258.0 258.4 255.7 257.3 +0.4 9,093 28,599 +0
Jul06 060406 266.1 266.4 264.0 265.4 +0.3 4,228 40,239 +0
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060406 279.1 280.0 278.2 279.2 +0.7 736 16,716 +0
Jan07 060406 283.0 284.5 283.0 284.3 +0.7 27 999 +0
Total Volume and Open Interest 14,112 88,191 +933
Corn(CBOT)
May06 060406 237.75 241.75 237.50 241.50 +5.25 62,038 369,401 +0
Jul06 060406 249.00 253.00 248.75 252.75 +5.25 33,689 307,822 +0
Sep06 060406 257.75 261.75 257.50 261.50 +4.75 3,824 46,560 +0
Dec06 060406 269.50 273.25 269.00 272.75 +4.75 18,611 278,174 +0
Mar07 060406 277.00 280.75 277.00 280.50 +4.75 2,065 37,876 +0
May07 060406 280.75 284.50 280.75 284.25 +4.00 215 2,967 +0
Total Volume and Open Interest 129,821 1,120,883 -575
Wheat(CBOT)
May06 060406 349.75 356.50 349.50 352.50 +5.50 20,079 161,471 +0
Jul06 060406 364.00 368.50 362.50 366.00 +6.00 12,492 120,283 +0
Sep06 060406 375.50 379.50 374.00 377.25 +6.00 977 15,381 +0
Dec06 060406 389.00 394.50 388.50 393.00 +6.75 2,346 60,673 +0
Mar07 060406 403.00 408.50 403.00 407.00 +6.50 659 6,787 +0
Total Volume and Open Interest 37,165 386,710 -4,250
Wheat(KCBT)
May06 060406 428.00 433.00 427.50 431.00 +9.00 3,193 36,722 +0
Jul06 060406 433.50 437.50 432.00 436.00 +8.25 5,727 42,581 +0
Sep06 060406 433.00 440.75 433.00 438.00 +8.00 346 9,518 +0
Dec06 060406 446.00 448.00 443.00 446.00 +8.25 788 20,737 +0
Mar07 060406 445.00 452.00 445.00 449.00 +7.00 1 905 +0
Total Volume and Open Interest 10,101 114,156 -1,164
Wheat(MGE)
May06 060406 414.00 421.00 414.00 416.75 +5.25 2,337 11,527 +0
Jul06 060406 419.00 428.00 419.00 422.50 +5.50 1,410 13,576 +0
Sep06 060406 427.00 431.00 425.50 426.00 +5.00 629 8,374 +0
Dec06 060406 430.00 437.00 430.00 433.00 +4.50 917 11,389 +0
Mar07 060406 436.00 443.50 436.00 439.50 +4.00 99 376 +0
Total Volume and Open Interest 5,398 45,397 +88
Oats(CBOT)
May06 060406 175.75 176.50 173.25 174.00 -0.50 408 3,570 +0
Jul06 060406 180.75 181.50 178.50 179.50 -0.50 303 4,107 +0
Sep06 060406 173.25 173.25 173.25 173.25 +0.25 2 203 +0
Dec06 060406 167.75 168.50 167.75 168.50 +0.75 204 2,379 +0
Total Volume and Open Interest 918 10,335 -1,084
Rough Rice(CBOT)
May06 060406 8.49 8.50 8.41 8.49 +0.02 233 3,391 +0
Jul06 060406 8.78 8.80 8.70 8.78 +0.01 175 3,689 +0
Sep06 060406 8.91 8.94 8.85 8.94 unch 1 752 +0
Nov06 060406 9.13 9.13 9.08 9.13 -0.01 34 2,188 +0
Total Volume and Open Interest 476 11,010 +107
Live Cattle(CME)
Apr06 060406 79.050 79.800 78.700 79.700 +0.800 8,839 26,500 +0
Jun06 060406 74.200 74.750 73.900 74.600 +0.550 14,404 118,953 +0
Aug06 060406 75.750 76.250 75.475 76.175 +0.550 6,939 49,203 +0
Oct06 060406 79.550 80.050 79.250 79.975 +0.625 2,888 26,392 +0
Dec06 060406 81.350 82.200 81.250 81.975 +0.775 933 10,099 +0
Feb07 060406 83.925 84.575 83.625 84.525 +0.900 498 5,434 +0
Total Volume and Open Interest 34,563 237,458 +364
Feeder Cattle(CME)
Apr06 060406 100.500 101.000 99.650 100.550 +0.525 2,495 6,602 +0
May06 060406 100.600 101.250 99.800 100.950 +0.550 3,482 15,052 +0
Aug06 060406 102.875 103.500 102.000 103.125 +0.325 2,873 8,838 +0
Sep06 060406 102.700 102.900 101.700 102.500 +0.725 428 1,210 +0
Oct06 060406 102.250 102.250 101.000 101.700 +0.450 254 1,236 +0
Nov06 060406 102.400 102.600 101.350 101.900 +0.900 85 441 +0
Jan07 060406 99.500 99.500 99.500 99.500 +0.500 11 120 +0
Total Volume and Open Interest 9,628 33,499 -70
Lean Hogs(CME)
Apr06 060406 55.300 55.300 54.400 54.825 -0.825 4,778 9,131 +0
May06 060406 63.250 63.250 62.450 62.975 -0.450 548 5,012 +0
Jun06 060406 63.900 64.480 63.700 64.075 -0.425 14,893 84,015 +0
Jul06 060406 63.900 64.375 63.750 64.125 -0.325 2,641 21,729 +0
Aug06 060406 63.050 63.550 63.000 63.475 -0.250 1,297 13,617 +0
Oct06 060406 54.300 54.400 53.950 54.150 -0.600 618 6,479 +0
Dec06 060406 51.800 52.250 51.600 51.975 +0.200 173 3,087 +0
Feb07 060406 54.500 54.500 54.500 54.500 -0.075 92 559 +0
Total Volume and Open Interest 25,046 143,750 -1,913
Pork Bellies(CME)
May06 060406 79.100 82.200 77.700 81.975 +2.375 612 1,044 +0
Jul06 060406 80.250 83.200 78.550 83.200 +2.600 220 548 +0
Aug06 060406 78.000 78.950 76.350 78.950 +1.400 61 99 +0
Feb07 060406 83.000 83.000 83.000 83.000 -0.300 1 7 +0
Mar07 060406 83.250 83.250 83.250 83.250 -0.300 0 6 +0
Total Volume and Open Interest 894 1,704 +49
Class III Milk(CME)
Apr06 060406 11.00 11.02 10.95 10.95 unch 137 2,962 +0
May06 060406 10.90 10.92 10.86 10.86 -0.04 106 3,288 +0
Jun06 060406 10.94 10.94 10.89 10.90 -0.04 83 3,321 +0
Jul06 060406 11.28 11.32 11.23 11.25 -0.03 19 3,137 +0
Aug06 060406 11.74 11.77 11.64 11.67 -0.03 71 3,211 +0
Total Volume and Open Interest 618 31,153 +68
Cocoa(NYBOT)
May06 060406 1500 1509 1488 1496 -7 8,555 40,574 +0
Jul06 060406 1529 1532 1515 1524 -6 3,595 29,064 +0
Sep06 060406 1554 1554 1542 1549 -6 803 20,128 +0
Dec06 060406 1583 1583 1570 1577 -6 110 12,330 +0
Mar07 060406 1603 1603 1603 1603 -5 198 10,756 +0
May07 060406 1617 1621 1617 1621 -6 70 3,204 +0
Jul07 060406 1633 1638 1633 1638 -5 30 1,432 +0
Total Volume and Open Interest 13,361 127,059 -2,222
Coffee "C"(NYBOT)
May06 060406 110.00 110.65 107.70 108.85 +0.80 12,568 49,829 +0
Jul06 060406 112.50 113.50 110.80 111.75 +0.80 5,615 32,925 +0
Sep06 060406 115.20 115.65 113.60 114.30 +0.80 813 10,967 +0
Dec06 060406 118.30 118.50 116.50 117.45 +0.75 187 7,449 +0
Mar07 060406 121.50 121.50 120.60 120.60 +0.70 44 3,044 +0
May07 060406 124.50 124.50 122.60 122.60 +0.70 32 646 +0
Total Volume and Open Interest 19,260 106,170 -513
Orange Juice(NYBOT)
May06 060406 150.70 152.50 149.35 150.95 -0.25 1,264 21,233 +0
Jul06 060406 148.80 149.90 147.50 149.20 +0.20 697 9,109 +0
Sep06 060406 145.00 145.70 144.70 145.00 +0.30 42 3,583 +0
Nov06 060406 141.00 142.00 139.25 141.80 +0.90 22 1,424 +0
Jan07 060406 138.40 138.50 138.40 138.50 +0.50 24 1,515 +0
Total Volume and Open Interest 2,049 37,265 +88
Sugar #11(NYBOT)
May06 060406 18.10 18.12 17.65 17.77 -0.07 34,972 195,521 +0
Jul06 060406 18.08 18.18 17.70 17.83 -0.06 24,939 128,491 +0
Oct06 060406 18.15 18.20 17.75 17.92 -0.01 6,595 62,521 +0
Mar07 060406 18.22 18.23 17.87 18.04 +0.04 3,009 48,874 +0
May07 060406 18.02 18.03 17.72 17.80 +0.01 893 23,286 +0
Total Volume and Open Interest 71,200 487,062 +1,290
Sugar #14(NYBOT)
May06 060406 23.85 23.85 23.75 23.75 -0.17 11 1,731 -59
Jul06 060406 23.90 23.90 23.63 23.79 -0.11 6 4,001 +50
Sep06 060406 23.89 23.89 23.84 23.84 unch 107 3,222 -4
Nov06 060406 22.31 22.31 22.31 22.31 unch 5 1,000 +5
Jan07 060406 22.41 22.41 22.41 22.41 unch 5 1,002 +5
Total Volume and Open Interest 184 12,785 +27
London Cocoa(LCE)
May06 060406 918 918 908 910 -7 2,487 43,803 -562
Jul06 060406 921 921 912 915 -6 2,252 51,240 +0
Sep06 060406 931 931 922 925 -6 857 34,748 +0
Dec06 060406 939 943 937 938 -6 1,327 31,432 +0
Mar07 060406 950 952 946 946 -6 210 13,460 +0
May07 060406 958 960 956 956 -6 0 1,074 +0
Jul07 060406 968 968 965 965 -6 0 113 +0
Total Volume and Open Interest 8,643 179,453 -760
London Coffee(LCE)
May06 060406 1113.00 1142.00 1112.00 1125.00 +9.00 3,254 52,181 +0
Jul06 060406 1129.00 1158.00 1129.00 1141.00 +8.00 2,830 38,503 +0
Sep06 060406 1145.00 1170.00 1143.00 1153.00 +6.00 1,853 19,310 +0
Nov06 060406 1158.00 1178.00 1158.00 1162.00 +5.00 1,350 5,638 +0
Jan07 060406 1174.00 1184.00 1171.00 1171.00 +5.00 0 579 +0
Mar07 060406 1182.00 1182.00 1177.00 1177.00 +5.00 0 112 +0
Total Volume and Open Interest 9,287 116,354 +237
London Sugar(LCE)
May06 060406 467.00 473.50 462.00 463.20 -3.60 4,526 15,824 +0
Aug06 060406 470.10 475.50 463.00 464.20 -5.00 4,503 25,334 +0
Oct06 060406 469.00 473.00 460.60 463.00 -3.70 765 11,505 +0
Dec06 060406 465.80 469.10 458.80 461.30 -0.30 166 4,543 +0
Mar07 060406 462.70 466.30 457.00 460.00 +0.40 438 3,603 +0
Total Volume and Open Interest 10,462 63,389 -1,933
Cotton(NYBOT)
May06 060406 53.90 53.96 53.50 53.64 -0.32 7,981 75,386 +0
Jul06 060406 55.50 55.64 55.15 55.45 -0.19 5,507 38,495 +0
Oct06 060406 57.68 57.70 57.50 57.52 -0.16 135 1,502 +0
Dec06 060406 59.10 59.25 58.80 59.00 -0.15 982 18,379 +0
Mar07 060406 60.60 60.60 60.47 60.47 -0.13 56 2,164 +0
May07 060406 61.12 61.12 61.12 61.12 -0.13 8 112 +0
Total Volume and Open Interest 14,681 137,879 +246
Lumber(CME)
May06 060406 331.4 331.5 325.6 325.6 -5.9 818 2,929 +0
Jul06 060406 339.8 340.8 334.7 335.2 -3.2 339 1,836 +0
Sep06 060406 344.0 344.0 340.5 342.3 -1.8 78 270 +0
Nov06 060406 326.0 326.9 326.0 326.9 -0.3 6 44 +4
Total Volume and Open Interest 1,245 5,075 +182
Crude Oil(NYM)
May06 060406 67.65 68.20 67.25 67.94 +0.87 108,407 225,639 +0
Jun06 060406 69.00 69.20 68.50 69.06 +0.70 72,012 154,768 +0
Jul06 060406 69.60 69.80 69.15 69.66 +0.52 25,555 64,809 +0
Aug06 060406 69.90 70.05 69.70 70.05 +0.46 10,106 35,316 +0
Sep06 060406 70.10 70.28 70.10 70.28 +0.44 6,296 37,680 +0
Oct06 060406 70.30 70.42 70.00 70.42 +0.44 2,414 25,391 +0
Nov06 060406 70.35 70.51 70.30 70.51 +0.43 3,706 18,289 +0
Dec06 060406 70.50 70.60 70.20 70.58 +0.42 12,097 94,548 +0
Jan07 060406 70.50 70.61 70.50 70.61 +0.39 696 24,600 +0
Feb07 060406 70.62 70.62 70.62 70.62 +0.36 0 8,261 +0
Mar07 060406 70.40 70.61 70.40 70.61 +0.33 45 8,933 +0
Apr07 060406 70.60 70.60 70.60 70.60 +0.31 45 8,177 +0
May07 060406 70.40 70.56 70.40 70.56 +0.29 10 4,382 +0
Jun07 060406 70.40 70.49 70.35 70.49 +0.26 1,526 30,586 +0
Jul07 060406 70.41 70.41 70.41 70.41 +0.25 51 4,700 +0
Aug07 060406 70.33 70.33 70.33 70.33 +0.24 500 4,164 +0
Total Volume and Open Interest 250,373 967,908 +8,249
Heating Oil(NYM)
May06 060406 188.60 189.50 187.10 189.07 +2.19 23,196 68,336 +0
Jun06 060406 190.00 190.50 188.50 190.35 +2.30 9,403 28,086 +0
Jul06 060406 192.00 192.10 190.50 192.05 +2.00 1,747 18,019 +0
Aug06 060406 194.25 194.40 192.80 194.10 +1.80 774 8,071 +0
Sep06 060406 195.50 196.35 195.10 196.35 +1.75 1,234 5,546 +0
Oct06 060406 199.00 199.00 198.90 198.90 +1.65 1,080 3,341 +0
Nov06 060406 201.90 201.90 201.80 201.80 +1.60 58 2,216 +0
Dec06 060406 204.40 204.75 203.75 204.60 +1.55 755 13,153 +0
Jan07 060406 207.30 207.30 206.80 206.80 +1.50 353 7,308 +0
Feb07 060406 207.60 207.60 207.10 207.10 +1.50 21 1,587 +0
Mar07 060406 205.00 205.00 205.00 205.00 +1.50 53 2,530 +0
Apr07 060406 199.30 200.30 199.30 200.30 +1.50 6 2,248 +0
Total Volume and Open Interest 38,757 163,365 +2,058
Unleaded Gas(NYM)
May06 060406 199.80 200.40 196.50 199.99 +5.28 31,559 66,838 +0
Jun06 060406 198.00 198.00 194.50 196.53 +3.20 10,430 24,070 +0
Jul06 060406 197.00 197.00 194.00 195.10 +2.27 1,629 8,938 +0
Aug06 060406 196.30 196.30 194.00 194.65 +1.60 642 7,440 +0
Sep06 060406 194.50 194.50 193.25 193.25 +0.95 809 6,906 +0
Oct06 060406 185.05 185.05 185.05 185.05 +0.55 324 4,569 +0
Nov06 060406 182.25 182.25 182.25 182.25 +0.30 40 1,409 +0
Dec06 060406 181.50 181.50 180.75 180.75 +0.15 80 2,372 +0
Jan07 060406 181.00 181.45 180.00 181.45 unch 50 1,133 +0
Total Volume and Open Interest 45,563 123,675 +2,357
Natural Gas(NYM)
May06 060406 7.200 7.250 6.930 6.972 -0.097 34,711 105,856 +0
Jun06 060406 7.400 7.440 7.177 7.177 -0.100 14,477 34,762 +0
Jul06 060406 7.620 7.640 7.380 7.387 -0.103 5,914 28,463 +0
Aug06 060406 7.780 7.820 7.562 7.562 -0.094 2,614 24,399 +0
Sep06 060406 7.920 7.960 7.709 7.709 -0.085 1,114 21,616 +0
Oct06 060406 8.120 8.130 7.890 7.904 -0.080 6,486 37,256 +0
Nov06 060406 9.270 9.270 9.069 9.069 -0.070 3,216 33,412 +0
Dec06 060406 10.250 10.280 10.129 10.129 -0.030 4,323 22,378 +0
Jan07 060406 11.020 11.020 10.889 10.889 -0.005 6,068 45,781 +0
Feb07 060406 11.020 11.020 10.889 10.889 -0.005 649 19,628 +0
Mar07 060406 10.840 10.840 10.719 10.719 unch 1,511 28,073 +0
Apr07 060406 9.150 9.150 9.064 9.064 -0.025 1,660 19,377 +0
May07 060406 8.900 8.900 8.884 8.884 -0.025 424 18,634 +0
Jun07 060406 9.000 9.000 8.939 8.939 -0.025 114 7,599 +0
Jul07 060406 9.050 9.050 9.004 9.004 -0.025 135 5,509 +0
Aug07 060406 9.090 9.090 9.054 9.054 -0.025 245 5,850 +0
Total Volume and Open Interest 94,146 663,514 +3,091
Brent Crude Oil(ICE)
May06 060406 67.50 68.24 67.38 67.84 +0.74 67,210 77,276 +0
Jun06 060406 67.73 68.36 67.57 68.01 +0.70 48,113 140,640 +0
Jul06 060406 68.15 68.68 67.94 68.38 +0.66 13,685 49,054 +0
Aug06 060406 68.39 68.90 68.27 68.64 +0.60 5,053 20,351 +0
Sep06 060406 68.65 68.99 68.00 68.80 +0.55 2,043 16,408 +0
Oct06 060406 68.76 69.08 68.60 68.92 +0.53 377 14,392 +0
Nov06 060406 68.88 69.15 68.70 69.01 +0.52 2,905 7,145 +0
Dec06 060406 68.87 69.38 68.64 69.05 +0.49 6,620 42,768 +0
Jan07 060406 69.00 69.06 68.94 69.06 +0.44 125 9,445 +0
Feb07 060406 69.13 69.13 69.13 69.13 +0.45 75 7,107 +0
Mar07 060406 69.40 69.40 69.20 69.20 +0.48 0 4,559 +0
Apr07 060406 69.16 69.16 69.16 69.16 +0.47 0 875 +0
May07 060406 69.13 69.13 69.13 69.13 +0.46 0 286 +0
Jun07 060406 69.01 69.09 69.01 69.09 +0.45 150 10,352 +0
Total Volume and Open Interest 149,561 445,630 +9,756
Gas Oil(ICE)
Apr06 060406 586.00 590.50 583.75 586.50 +2.25 19,016 23,448 -9,426
May06 060406 588.50 593.50 586.00 589.00 +2.50 21,559 75,958 +1,341
Jun06 060406 595.75 599.00 592.50 594.75 +2.50 11,000 35,083 +1,268
Jul06 060406 602.25 604.00 599.25 600.75 +2.25 2,567 14,736 +204
Aug06 060406 608.50 610.25 605.75 607.00 +2.25 1,304 5,282 -209
Sep06 060406 614.50 616.25 612.25 613.25 +2.25 700 5,266 -406
Oct06 060406 620.00 622.00 618.75 618.75 +2.25 707 8,941 +76
Nov06 060406 624.00 626.00 622.75 622.75 +2.25 501 5,305 -200
Dec06 060406 626.75 629.25 624.00 625.50 +2.50 1,330 26,165 -666
Jan07 060406 628.25 628.25 626.75 627.25 +2.50 400 4,585 +0
Total Volume and Open Interest 59,434 224,823 -7,868
US Dollar Index(NYBOT)
Jun06 060406 88.41 88.85 88.13 88.63 +0.33 7,225 25,587 +0
Sep06 060406 88.36 88.36 88.28 88.28 +0.33 2 2,045 +0
Dec06 060406 87.98 87.98 87.94 87.94 +0.33 0 39 +0
Total Volume and Open Interest 7,227 27,672 +373
Australian Dollar(CME)
Jun06 060406 73.18 73.18 72.65 72.99 +0.17 31,096 64,835 +0
Sep06 060406 72.91 72.91 72.91 72.91 +0.17 40 119 +0
Dec06 060406 72.83 72.83 72.83 72.83 +0.17 0 165 +0
Total Volume and Open Interest 31,136 65,124 -5,132
British Pound(CME)
Jun06 060406 175.89 175.94 175.08 175.41 -0.26 79,872 79,074 +0
Sep06 060406 175.50 175.69 175.50 175.69 -0.26 383 294 +0
Dec06 060406 175.91 175.91 175.91 175.91 -0.26 0 3 +0
Total Volume and Open Interest 80,255 79,371 -1,784
Canadian Dollar(CME)
Jun06 060406 86.73 87.00 86.48 86.87 +0.61 39,751 80,972 +0
Sep06 060406 86.95 87.20 86.95 87.10 +0.61 285 2,438 +0
Dec06 060406 87.05 87.35 87.05 87.34 +0.61 25 716 +0
Mar07 060406 87.58 87.58 87.58 87.58 +0.61 0 156 +0
Total Volume and Open Interest 40,061 84,301 -507
Japanese Yen(CME)
Jun06 060406 85.86 85.86 85.55 85.80 -0.30 55,234 170,781 +0
Sep06 060406 86.88 86.88 86.88 86.88 -0.30 81 18,813 +0
Dec06 060406 87.91 87.91 87.91 87.91 -0.30 0 136 +0
Total Volume and Open Interest 55,315 189,732 -7,669
Swiss Franc(CME)
Jun06 060406 78.55 78.55 77.94 78.12 -0.48 56,803 78,668 +0
Sep06 060406 78.73 78.84 78.73 78.84 -0.48 340 300 +0
Dec06 060406 79.42 79.42 79.42 79.42 -0.48 8 52 +0
Total Volume and Open Interest 57,151 79,020 -6,390
EuroFX(CME)
Jun06 060406 123.63 123.64 122.55 122.83 -0.74 161,930 159,215 +0
Sep06 060406 123.23 123.50 123.23 123.50 -0.72 589 2,329 +0
Dec06 060406 124.20 124.20 124.09 124.09 -0.72 45 273 +0
Total Volume and Open Interest 162,569 161,921 +2,910
Mexican Peso(CME)
Jun06 060406 9020.0 9060.0 8955.0 8977.0 -71.0 12,609 55,337 +0
Sep06 060406 8917.0 8917.0 8917.0 8917.0 -71.0 180 763 +0
Total Volume and Open Interest 12,790 79,909 +6,755
30-Year T-Bonds(CBOT)
Jun06 060406 109~05 109~06 108~12 108~20 -0~20 293,589 650,635 +0
Sep06 060406 109~00 109~00 108~14 108~20 -0~21 1,154 5,998 +0
Dec06 060406 108~30 108~31 108~27 108~27 -0~21 25 981 +0
Total Volume and Open Interest 294,768 657,615 +5,273
10-Year T-Notes(CBOT)
Jun06 060406 106~150 106~155 106~035 106~075 -0~090 790,599 2,072,725 +0
Sep06 060406 106~150 106~150 106~050 106~085 -0~095 15,433 76,101 +0
Total Volume and Open Interest 806,099 2,149,034 +48,842
5-Year T-Notes(CBOT)
Jun06 060406 104~150 104~170 104~105 104~130 -0~050 320,059 0 +0
Sep06 060406 104~150 104~150 104~120 104~125 -0~055 8,923 16,790 +0
Dec06 060406 104~110 104~110 104~110 104~110 -0~050 0 1 +0
Total Volume and Open Interest 372,390 1,207,002 +20,407
2 Year T-Notes(CBOT)
Jun06 060406 101~118 101~120 101~113 101~117 -0~007 5,005 481,928 +7,190
Sep06 060406 101~116 101~116 101~116 101~116 -0~007      
Total Volume and Open Interest 90,296 474,738 +4,110
Eurodollars(CME)
Jun06 060406 94.795 94.810 94.780 94.790 -0.015 261,022 1,408,341 +0
Sep06 060406 94.755 94.765 94.725 94.740 -0.025 297,985 1,418,786 +23,875
Dec06 060406 94.770 94.780 94.740 94.760 -0.030 44,560 1,406,869 +17,311
Mar07 060406 94.820 94.835 94.795 94.815 -0.030 209,339 1,113,830 +0
Jun07 060406 94.865 94.875 94.845 94.855 -0.035 190,871 939,394 +0
Sep07 060406 94.890 94.900 94.870 94.880 -0.035 129,913 823,547 +0
Dec07 060406 94.885 94.890 94.870 94.880 -0.035 82,960 560,320 +0
Mar08 060406 94.885 94.885 94.855 94.870 -0.035 56,086 360,621 +0
Jun08 060406 94.860 94.865 94.835 94.845 -0.040 16,663 257,601 +0
Sep08 060406 94.835 94.840 94.810 94.820 -0.040 13,521 217,249 +0
Dec08 060406 94.795 94.800 94.765 94.780 -0.040 9,198 186,028 +0
Mar09 060406 94.780 94.780 94.755 94.760 -0.045 12,125 132,600 +0
Jun09 060406 94.750 94.750 94.720 94.725 -0.050 6,367 112,674 +0
Sep09 060406 94.715 94.725 94.690 94.695 -0.050 4,054 107,329 +0
Dec09 060406 94.675 94.685 94.645 94.650 -0.055 3,896 100,187 +0
Mar10 060406 94.655 94.665 94.620 94.630 -0.055 5,346 78,249 +0
Jun10 060406 94.610 94.620 94.585 94.595 -0.060 2,752 59,682 +0
Sep10 060406 94.580 94.580 94.565 94.565 -0.060 3,129 49,611 +0
Total Volume and Open Interest 1,587,746 9,531,734 +2,763
3-Mth Euro-Yen(CME)
Jun06 060406 99.76 99.76 99.76 99.76 -0.02 1,169 12,920 +434
Sep06 060406 99.52 99.52 99.51 99.51 -0.05 172 7,408 +139
Dec06 060406 99.27 99.28 99.27 99.27 -0.06 479 7,976 +81
Mar07 060406 99.06 99.07 99.05 99.06 -0.06 174 3,489 +46
Jun07 060406 98.87 98.87 98.84 98.85 -0.09 423 5,434 +272
Sep07 060406 98.66 98.67 98.65 98.65 -0.10 65 2,114 +184
Dec07 060406 98.49 98.51 98.49 98.50 -0.08 326 864 +368
Mar08 060406 98.35 98.35 98.35 98.35 -0.08 173 344 +144
Jun08 060406 98.24 98.24 98.24 98.24 -0.05 1 251 -1
Sep08 060406 98.14 98.14 98.14 98.14 -0.05      
Total Volume and Open Interest 2,982 40,804 +1,667
3-Mth Euro-Yen(SIMEX)
Jun06 060406 99.77 99.77 99.76 99.76 -0.01 548 64,925 +0
Sep06 060406 99.56 99.56 99.52 99.52 -0.03 671 50,634 +0
Dec06 060406 99.33 99.33 99.27 99.27 -0.05 1,622 85,823 +0
Mar07 060406 99.12 99.13 99.06 99.06 -0.06 756 43,156 +0
Jun07 060406 98.93 98.93 98.85 98.86 -0.07 352 20,988 +0
Sep07 060406 98.72 98.72 98.66 98.66 -0.09 532 14,289 +0
Dec07 060406 98.52 98.52 98.48 98.48 -0.10 535 21,223 +0
Mar08 060406 98.35 98.35 98.35 98.35 -0.10 22 16,108 +0
Total Volume and Open Interest 5,038 318,722 -4,175
German Euro-Bund(EUREX)
Jun06 060406 116.38 116.81 116.07 116.20 -0.23 1,419,399 1,642,248 -16,515
Sep06 060406 116.68 117.03 116.31 116.41 -0.32 970 34,373 -76
Dec06 060406 115.75 115.75 115.75 115.75 -0.23 581 2 +0
Total Volume and Open Interest 1,420,950 1,676,623 -16,591
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060406 109.77 109.79 109.71 109.75 -0.04 7 13,598 -1
Dec06 060406 109.39 109.39 109.39 109.39 +0.01 2,315 0 +0
Total Volume and Open Interest 728,549 1,265,993 +9,669
Long Gilt(LIFFE)
Jun06 060406 111~18 111~25 111~11 111~13 -0~10 69,988 287,444 -1,242
Sep06 060406 111~09 111~09 111~09 111~09 -0~10      
Total Volume and Open Interest 72,522 288,686 -2,775
3-Mth Short Sterling(LIFFE)
Jun06 060406 95.39 95.39 95.39 95.39 +0.01 36,332 446,870 +0
Sep06 060406 95.35 95.35 95.35 95.35 unch 40,752 460,718 +0
Dec06 060406 95.28 95.28 95.28 95.28 -0.01 54,555 338,146 +0
Total Volume and Open Interest 219,184 2,217,117 +33,067
3-Mth Euribor(LIFFE)
Jun06 060406 96.925 97.025 96.915 97.020 +0.110 104,735 735,610 -1,004
Sep06 060406 96.690 96.785 96.670 96.770 +0.095 150,840 608,353 +7,792
Dec06 060406 96.515 96.610 96.490 96.570 +0.060 170,612 686,372 +4,919
Total Volume and Open Interest 762,237 3,665,561 +12,740
3-Mth Aus T-Bills(SFE)
Jun06 060406 94.28 94.30 94.21 94.24 -0.09 39,470 172,610 +24,108
Sep06 060406 94.22 94.24 94.16 94.18 -0.09 81,016 269,806 +13,847
Dec06 060406 94.18 94.21 94.11 94.14 -0.10 13,896 75,883 +3,828
Mar07 060406 94.18 94.19 94.08 94.12 -0.11 6,357 31,643 +1,047
Jun07 060406 94.14 94.16 94.07 94.10 -0.10 2,381 29,645 +1,018
Sep07 060406 94.13 94.13 94.06 94.08 -0.10 1,643 19,626 -839
Dec07 060406 94.09 94.09 94.05 94.06 -0.09 954 12,162 +698
Mar08 060406 94.08 94.08 94.02 94.03 -0.09 273 6,144 +195
Jun08 060406 94.01 94.01 94.01 94.01 -0.09 3 944 -3
Sep08 060406 94.00 94.00 94.00 94.00 -0.09 0 769 +149
Total Volume and Open Interest 146,016 620,653 +44,068
10-Year Aus T-Bonds(SFE)
Jun06 060406 94.50 94.51 94.46 94.49 -0.06 36,487 357,512 -1,996
Sep06 060406 94.49 94.49 94.49 94.49 -0.06      
Total Volume and Open Interest 36,487 357,512 -1,996
3-Year Aus T-Bonds(SFE)
Jun06 060406 94.53 94.55 94.47 94.50 -0.08 112,958 440,934 +30,636
Sep06 060406 94.50 94.50 94.50 94.50 -0.08      
Total Volume and Open Interest 112,958 440,934 +30,636
Gold(CMX)
Apr06 060406 592.0 595.5 592.0 595.2 +7.3 1,293 2,754 +0
Jun06 060406 598.5 600.0 596.1 599.7 +7.2 48,696 256,458 +0
Aug06 060406 605.5 605.8 602.0 605.2 +7.2 3,654 12,565 +0
Oct06 060406 609.0 610.7 608.5 610.7 +7.3 202 10,883 +0
Dec06 060406 614.0 617.0 612.5 616.1 +7.3 1,729 21,068 +0
Feb07 060406 619.8 621.6 619.8 621.6 +7.3 7 9,631 +0
Apr07 060406 626.5 627.1 626.5 627.1 +7.4 394 1,305 +0
Jun07 060406 632.5 632.6 632.5 632.6 +7.4 59 9,396 +0
Aug07 060406 638.1 638.1 638.1 638.1 +7.5 5 165 +0
Oct07 060406 643.6 643.6 643.6 643.6 +7.6 0 6 +0
Dec07 060406 649.0 649.1 648.0 649.1 +7.6 115 10,413 +0
Feb08 060406 654.6 654.6 654.6 654.6 +7.7      
Total Volume and Open Interest 56,512 342,721 +318
Silver(CMX)
May06 060406 1194.5 1205.5 1186.5 1204.5 +34.0 15,781 81,849 +0
Jul06 060406 1201.5 1215.0 1198.0 1214.7 +34.2 2,885 20,061 +0
Sep06 060406 1200.0 1219.0 1200.0 1218.5 +33.8 89 6,195 +0
Dec06 060406 1213.0 1224.0 1205.0 1220.8 +32.6 282 17,224 +0
Mar07 060406 1215.0 1222.0 1215.0 1222.0 +30.3 7 4,533 +0
May07 060406 1213.0 1222.8 1210.0 1222.8 +29.3 16 1,883 +0
Jul07 060406 1225.0 1233.0 1213.0 1223.5 +28.0 414 2,638 +0
Total Volume and Open Interest 19,515 140,419 -323
Platinum(NYM)
Apr06 060406 1085.8 1085.8 1085.8 1085.8 +18.2 93 118 +0
Jul06 060406 1096.9 1098.0 1092.5 1096.8 +16.2 594 8,975 +0
Oct06 060406 1101.8 1101.8 1101.8 1101.8 +16.2 1 10 +0
Total Volume and Open Interest 688 9,103 +17
Palladium(NYME)
Jun06 060406 356.00 361.75 351.20 358.05 +15.40 664 15,509 +0
Sep06 060406 364.00 364.00 361.75 361.75 +15.30 8 1,207 +0
Dec06 060406 363.00 364.75 363.00 364.75 +15.30 5 409 +0
Total Volume and Open Interest 677 17,125 +202
Copper(CMX)
May06 060406 261.70 264.90 261.00 264.65 +5.05 10,158 56,751 +0
Jul06 060406 261.00 264.00 260.20 263.60 +5.10 3,321 25,583 +0
Sep06 060406 259.00 261.60 258.50 261.30 +5.35 179 4,468 +0
Dec06 060406 254.00 257.30 253.90 257.00 +6.00 18 3,421 +0
Mar07 060406 253.00 253.00 252.55 252.55 +6.05 53 510 +0
Total Volume and Open Interest 14,371 100,249 -86
Aluminum(CMX)
Apr06 060406 118.60 118.60 118.60 118.60 +4.65 0 155 -35
May06 060406 119.00 119.30 119.00 119.30 +4.65 0 342 +0
Jun06 060406 119.80 119.80 119.80 119.80 +4.65 0 172 +0
Jul06 060406 120.15 120.15 120.15 120.15 +4.65 0 20 +0
Aug06 060406 120.15 120.15 120.15 120.15 +4.60      
Sep06 060406 120.10 120.10 120.10 120.10 +4.50 0 1 +0
Total Volume and Open Interest 0 1,060 -35
DJIA Index(CBOT)
Jun06 060406 11293 11308 11224 11279 -14 4,770 37,916 +0
Sep06 060406 11357 11357 11357 11357 -14 3 60 +0
Dec06 060406 11430 11430 11430 11430 -14 0 1,675 +0
Total Volume and Open Interest 4,773 39,651 +394
S & P 500(CME)
Jun06 060406 1317.00 1320.20 1310.00 1317.50 -1.50 34,297 638,394 +0
Sep06 060406 1323.00 1328.50 1323.00 1328.50 -1.50 246 6,528 +0
Dec06 060406 1338.00 1339.50 1338.00 1339.50 -1.50 36 1,160 +0
Mar07 060406 1350.40 1350.40 1350.40 1350.40 -1.50 10 57 +0
Total Volume and Open Interest 34,589 646,184 +2,362
S & P 500 E-Mini(Globex)
Jun06 060406 1319.00 1320.50 1310.00 1317.50 -1.50 1,044,428 1,150,211 +0
Sep06 060406 1325.50 1331.75 1322.75 1328.50 -1.50 210 1,468 +0
Total Volume and Open Interest 1,044,638 1,151,679 +20,005
NASDAQ 100(CME)
Jun06 060406 1747.00 1762.00 1742.00 1754.80 +7.50 6,865 59,709 +0
Sep06 060406 1774.30 1774.30 1774.30 1774.30 +7.50 0 23 +0
Dec06 060406 1793.80 1793.80 1793.80 1793.80 +7.50      
Total Volume and Open Interest 6,865 59,732 +545
NASDAQ 100 E-Mini(Globex)
Jun06 060406 1746.80 1761.30 1742.00 1754.80 +7.50 286,680 286,186 +0
Sep06 060406 1768.00 1780.00 1763.50 1774.30 +7.50 79 100 +26
Total Volume and Open Interest 286,692 286,260 +12,428
S & P Midcap 400(CME)
Jun06 060406 804.50 808.00 802.50 807.50 +1.90 83 11,010 -81
Sep06 060406 159.14 159.14 159.14 159.14 +1.90      
Dec06 060406 166.14 166.14 166.14 166.14 +1.90      
Total Volume and Open Interest 83 11,010 -81
Russell 2000(CME)
Jun06 060406 769.00 772.75 766.00 772.50 +1.70 604 30,560 +0
Sep06 060406 778.50 778.50 778.50 778.50 +1.70 0 38 +0
Dec06 060406 784.50 784.50 784.50 784.50 +1.70 1 7 +1
Total Volume and Open Interest 606 30,604 +33
Russell 2000 E-Mini(Globex)
Jun06 060406 770.50 772.90 765.50 772.50 +1.70 134,111 301,201 +0
Sep06 060406 776.00 778.50 772.00 778.50 +1.70 68 521 -5
Total Volume and Open Interest 134,137 301,727 +2,128
Value Line(KCBT)
Jun06 060406 2125.50 2134.50 2119.00 2134.50 +5.00 327 114 +5
Total Volume and Open Interest 301 110 -65
Nikkei 225(CME)
Jun06 060406 17375 17535 17360 17515 +240 67,698 214,411 +1,544
Sep06 060406 17390 17520 17370 17495 +250 48 173 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060406 17375 17535 17360 17515 +240 67,698 214,411 +1,544
Sep06 060406 17390 17520 17370 17495 +250 48 173 +0
Dec06 060406 17455 17455 17455 17455 +245      
Total Volume and Open Interest 67,766 214,646 +1,547
CAC 40(MATIF)
Apr06 060406 5238.5 5249.5 5204.0 5229.5 +5.5 86,926 437,173 +0
May06 060406 5180.0 5190.0 5161.0 5172.0 +5.0 600 5,576 +0
Jun06 060406 5144.5 5146.5 5108.5 5127.0 +5.5 11,637 92,603 +0
Total Volume and Open Interest 99,163 536,612 -6,194
Hang Seng Index(HKFE)
Apr06 060406 16220 16467 16220 16457 +304 41,982 119,421 +5,278
May06 060406 16100 16333 16095 16325 +314 1,079 697 +260
Jun06 060406 16155 16391 16155 16381 +310 91 1,722 -5
Total Volume and Open Interest 43,172 122,131 +5,525
DAX Index(EUREX)
Jun06 060406 6077.0 6082.0 6040.5 6063.0 unch 127,734 225,906 +0
Sep06 060406 6124.0 6127.0 6087.5 6108.5 -1.5 390 12,712 +0
Dec06 060406 6177.5 6177.5 6138.5 6159.0 -2.5 473 1,467 +0
Total Volume and Open Interest 128,597 240,085 +5,167
FT-SE 100(LIFFE)
Jun06 060406 6068.00 6086.00 6045.50 6055.00 +1.00 57,457 459,860 +0
Sep06 060406 6094.50 6102.50 6072.00 6072.00 +1.00 30 2,652 +0
Dec06 060406 6116.50 6116.50 6106.00 6107.00 +2.00 5 10,675 +0
Total Volume and Open Interest 57,492 474,187 +1,042
SPI 200(SFE)
Jun06 060406 5240.0 5264.0 5230.0 5260.0 +29.0 19,084 223,635 +1,726
Sep06 060406 5248.0 5256.0 5242.0 5256.0 +28.0 187 3,326 +111
Dec06 060406 5271.0 5273.0 5271.0 5273.0 +28.0 102 3,089 +17
Total Volume and Open Interest 19,439 232,092 +1,888
GSCI(CME)
Apr06 060406 446.10 452.90 446.10 451.30 +4.95 259 22,124 +0
May06 060406 456.80 457.00 456.80 457.00 +4.30 287 1,256 +0
Jun06 060406 459.70 459.70 459.70 459.70 +3.50      
Total Volume and Open Interest 546 23,380 +129
Reuters CRB Index(NYBOT)
Jun06 060406 373.00 373.25 373.00 373.00 +36.00 0 5 -492
Aug06 060406 379.00 379.50 379.00 379.50 +2.00 52 303 +51
Nov06 060406 386.00 386.00 386.00 386.00 +2.00      
Total Volume and Open Interest 0 5 +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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