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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 Mon June 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060612 596.00 605.00 595.00 600.00 +14.25 67,492 156,456 -11,364
Aug06 060612 602.50 611.50 602.50 607.25 +14.50 7,937 32,391 -1,307
Sep06 060612 610.00 619.00 610.00 614.50 +15.00 6,808 15,935 +891
Nov06 060612 625.50 633.50 624.75 629.00 +13.50 45,246 134,751 +7,851
Jan07 060612 635.50 642.50 635.00 638.25 +12.00 1,615 9,306 -81
Mar07 060612 642.50 649.00 642.50 645.50 +11.75 1,425 7,195 +609
May07 060612 645.00 650.00 645.00 647.50 +10.50 1,690 5,215 +507
Total Volume and Open Interest 133,891 379,044 -3,199
Soybean Meal(CBOT)
Jul06 060612 179.50 183.00 179.50 181.20 +4.60 20,688 72,541 -2,307
Aug06 060612 181.00 183.90 180.60 181.90 +4.20 4,157 25,865 +432
Sep06 060612 182.00 185.00 182.00 182.90 +4.20 871 19,544 +239
Oct06 060612 183.00 185.90 183.00 183.80 +4.20 475 9,172 +76
Dec06 060612 185.20 188.40 185.00 186.40 +4.10 7,000 42,743 +1,622
Jan07 060612 189.00 189.30 187.30 187.40 +4.20 55 3,920 -18
Mar07 060612 187.50 190.70 187.50 188.90 +3.70 206 3,693 -17
May07 060612 188.00 190.80 188.00 188.70 +3.30 388 4,447 +10
Total Volume and Open Interest 34,317 186,865 +188
Soybean Oil(CBOT)
Jul06 060612 25.22 25.72 25.11 25.30 +0.44 23,525 89,904 -10,286
Aug06 060612 25.35 25.88 25.30 25.49 +0.44 3,874 22,970 +86
Sep06 060612 25.53 26.10 25.52 25.69 +0.44 1,157 13,078 -54
Oct06 060612 25.80 26.31 25.75 25.91 +0.42 111 9,162 -44
Dec06 060612 26.28 26.77 26.17 26.38 +0.45 12,689 83,133 +6,475
Jan07 060612 26.57 26.58 26.42 26.58 +0.46 273 4,115 +20
Mar07 060612 26.75 27.10 26.75 26.87 +0.45 118 2,248 +83
May07 060612 26.95 27.30 26.95 27.07 +0.37 36 5,215 -19
Total Volume and Open Interest 42,451 246,855 -3,423
Canola(WCE)
Jul06 060612 276.7 280.5 276.7 279.0 +3.3 5,615 20,400 -2,824
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060612 294.8 298.9 294.8 297.2 +3.4 5,668 51,602 +3,083
Jan07 060612 304.9 309.9 304.5 305.3 +3.5 102 5,099 +59
Mar07 060612 309.6 310.3 309.6 310.3 +1.3 60 555 +0
Total Volume and Open Interest 11,525 84,473 +343
Corn(CBOT)
Jul06 060612 248.00 251.25 247.25 247.50 +5.50 136,114 330,935 -37,790
Sep06 060612 260.00 263.00 259.00 259.50 +5.75 61,644 317,142 +25,972
Dec06 060612 274.00 277.00 273.00 273.50 +5.75 65,726 393,483 +1,028
Mar07 060612 285.00 287.75 284.00 284.50 +5.50 6,201 78,626 +747
May07 060612 292.50 294.25 291.25 291.25 +5.75 2,153 13,087 +1,483
Jul07 060612 299.00 302.00 298.00 298.25 +5.50 6,083 37,111 +1,465
Total Volume and Open Interest 292,104 1,325,839 -1,877
Wheat(CBOT)
Jul06 060612 377.00 379.50 373.00 373.75 +1.25 74,480 136,209 -26,645
Sep06 060612 394.00 395.00 389.00 389.50 +0.50 39,356 161,158 +21,985
Dec06 060612 410.00 412.00 406.00 406.50 +1.00 12,731 104,608 -1,308
Mar07 060612 426.00 426.50 421.00 422.00 +2.00 988 30,100 -32
May07 060612 435.50 436.00 430.00 430.00 +1.50 47 809 +23
Total Volume and Open Interest 132,451 508,425 -5,524
Wheat(KCBT)
Jul06 060612 484.00 487.00 479.00 479.50 +0.50 12,658 58,564 -1,079
Sep06 060612 493.00 494.50 490.00 491.00 +4.00 7,077 34,292 +1,737
Dec06 060612 500.00 502.00 497.50 498.00 +3.25 4,676 35,615 +1,447
Mar07 060612 502.00 502.50 497.00 499.25 +4.25 580 4,126 +277
May07 060612 485.00 485.00 485.00 485.00 unch 5 205 +0
Total Volume and Open Interest 26,506 149,391 +3,291
Wheat(MGE)
Jul06 060612 450.50 454.00 448.50 449.75 +4.25 2,839 16,495 -260
Sep06 060612 460.50 463.00 457.00 459.25 +3.50 1,636 13,647 +276
Dec06 060612 470.50 473.00 468.00 470.75 +4.75 1,685 21,337 -84
Mar07 060612 477.50 479.50 477.00 479.50 +4.50 161 1,363 +203
May07 060612 479.00 484.00 479.00 484.00 +5.00 1 62 -1
Total Volume and Open Interest 6,522 56,934 +223
Oats(CBOT)
Jul06 060612 193.00 200.50 192.00 194.75 +8.25 279 4,087 +5
Sep06 060612 193.00 197.00 192.50 193.50 +6.25 132 4,336 -18
Dec06 060612 191.00 196.00 191.00 193.75 +7.00 94 5,080 -39
Mar07 060612 200.25 200.50 200.00 200.00 +6.75 0 109 +0
Total Volume and Open Interest 505 13,617 -52
Rough Rice(CBOT)
Jul06 060612 8.97 9.05 8.96 9.05 +0.06 197 5,797 -33
Sep06 060612 9.28 9.34 9.27 9.34 +0.09 142 3,073 -14
Nov06 060612 9.43 9.48 9.42 9.48 +0.06 86 3,594 +58
Jan07 060612 9.58 9.62 9.58 9.62 +0.06 3 829 -3
Total Volume and Open Interest 439 14,427 -3
Live Cattle(CME)
Jun06 060612 78.325 78.450 77.800 78.250 -0.275 4,514 22,468 -2,681
Aug06 060612 78.750 78.975 78.350 78.625 -0.225 15,420 132,558 -1,716
Oct06 060612 82.550 82.825 82.175 82.525 +0.025 7,135 49,963 -293
Dec06 060612 84.425 84.700 84.200 84.500 +0.150 2,228 28,687 +430
Feb07 060612 87.350 87.550 87.025 87.475 -0.100 264 10,392 -32
Apr07 060612 85.500 85.500 84.900 85.500 -0.050 115 2,020 +26
Total Volume and Open Interest 29,815 246,976 -4,193
Feeder Cattle(CME)
Aug06 060612 108.450 108.450 107.900 108.225 -0.375 2,113 18,942 +102
Sep06 060612 107.800 107.900 107.250 107.900 -0.350 190 3,132 -10
Oct06 060612 107.050 107.050 106.300 106.650 -0.650 151 2,644 +52
Nov06 060612 106.000 106.000 105.600 105.900 -0.850 16 774 +1
Jan07 060612 103.100 103.100 102.450 102.900 -0.500 126 698 +71
Mar07 060612 101.650 101.700 101.600 101.600 -0.300 12 49 +6
Apr07 060612 101.400 101.400 101.400 101.400 unch 31 39 +29
Total Volume and Open Interest 2,652 26,321 +261
Lean Hogs(CME)
Jun06 060612 73.150 73.700 73.000 73.525 +0.575 2,778 5,654 -260
Jul06 060612 70.950 71.300 70.250 70.875 +0.175 25,935 48,027 -8,295
Aug06 060612 69.050 69.350 68.600 69.250 -0.225 24,858 60,247 +4,846
Oct06 060612 58.500 59.100 58.175 58.900 +0.450 4,354 20,685 -1,346
Dec06 060612 55.900 56.250 55.425 56.200 +0.125 541 11,861 +364
Feb07 060612 57.900 58.150 57.350 58.150 unch 434 3,976 +156
Apr07 060612 58.800 59.500 58.000 59.250 -0.050 142 1,784 +19
May07 060612 61.000 61.200 60.500 61.200 -0.100 32 383 +29
Total Volume and Open Interest 59,077 152,855 -4,486
Pork Bellies(CME)
Jul06 060612 87.500 88.000 86.900 87.325 +0.225 462 1,281 -63
Aug06 060612 83.700 84.175 83.400 83.400 +0.200 71 557 +19
Feb07 060612 84.125 84.125 84.125 84.125 unch 0 24 +0
Mar07 060612 84.300 84.300 84.300 84.300 -0.050 0 6 +0
Total Volume and Open Interest 533 1,868 -44
Class III Milk(CME)
Jun06 060612 11.24 11.24 11.22 11.24 unch 33 3,025 -26
Jul06 060612 11.75 11.75 11.65 11.65 -0.10 114 3,622 -6
Aug06 060612 12.35 12.35 12.25 12.25 -0.07 125 3,852 +8
Sep06 060612 12.75 12.76 12.66 12.76 +0.04 136 4,013 -17
Oct06 060612 12.70 12.75 12.65 12.75 +0.05 53 3,604 +21
Total Volume and Open Interest 776 30,295 +148
Cocoa(NYBOT)
Jul06 060612 1485 1488 1467 1471 -5 10,480 27,944 -5,258
Sep06 060612 1500 1510 1486 1490 -8 10,053 56,367 +5,298
Dec06 060612 1540 1544 1525 1527 -8 543 20,249 +91
Mar07 060612 1573 1576 1559 1559 -9 324 15,366 +66
May07 060612 1585 1585 1575 1579 -9 95 6,112 +10
Jul07 060612 1611 1612 1598 1598 -9 55 2,778 +0
Sep07 060612 1617 1617 1617 1617 -8 15 8,664 +15
Total Volume and Open Interest 21,575 144,105 +232
Coffee "C"(NYBOT)
Jul06 060612 95.90 96.50 95.50 95.65 -0.25 14,441 50,724 -2,856
Sep06 060612 98.70 99.30 98.35 98.45 -0.25 11,213 53,856 +4,882
Dec06 060612 102.70 103.00 102.20 102.30 -0.25 653 12,112 +81
Mar07 060612 106.25 106.75 104.65 105.95 -0.25 152 5,161 -24
May07 060612 109.20 109.20 106.90 108.30 -0.25 92 1,323 +10
Jul07 060612 110.55 110.55 110.55 110.55 -0.25 26 574 +0
Total Volume and Open Interest 26,600 125,936 +2,096
Orange Juice(NYBOT)
Jul06 060612 156.25 160.50 155.25 157.80 +1.55 2,278 16,037 -218
Sep06 060612 156.75 159.35 155.50 157.80 +1.95 1,076 9,744 +184
Nov06 060612 155.00 156.80 154.50 156.10 +1.15 25 2,765 +5
Jan07 060612 154.00 157.00 154.00 155.50 +1.15 1 1,671 -5
Mar07 060612 155.75 155.75 155.75 155.75 +1.15 0 496 +0
Total Volume and Open Interest 3,380 30,764 -34
Sugar #11(NYBOT)
Jul06 060612 15.10 15.13 14.86 14.91 -0.14 42,743 127,454 -27,666
Oct06 060612 15.40 15.44 15.18 15.27 -0.16 32,478 171,044 +12,665
Mar07 060612 15.67 15.74 15.50 15.58 -0.16 3,242 72,509 -237
May07 060612 15.69 15.75 15.55 15.57 -0.17 665 35,441 +216
Jul07 060612 15.60 15.60 15.47 15.47 -0.18 1,582 27,012 +289
Total Volume and Open Interest 82,318 456,000 -14,421
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060612 23.55 23.60 23.52 23.60 unch 74 4,799 -5
Nov06 060612 22.60 22.60 22.60 22.60 unch 15 1,501 +10
Jan07 060612 22.55 22.55 22.55 22.55 unch 2 1,209 +0
Mar07 060612 22.48 22.48 22.48 22.48 -0.02 1 1,294 +1
Total Volume and Open Interest 95 10,742 -1,086
London Cocoa(LCE)
Jul06 060612 879 890 875 881 +6 5,548 71,379 +17
Sep06 060612 873 882 864 869 unch 4,862 45,919 +1,875
Dec06 060612 888 890 878 883 -1 459 36,002 -150
Mar07 060612 901 903 891 896 -1 728 26,008 +443
May07 060612 905 907 903 907 unch 10 4,703 -3
Jul07 060612 919 919 912 916 unch 0 2,814 +0
Sep07 060612 924 924 924 924 -1 0 1,454 +0
Total Volume and Open Interest 11,722 196,420 +2,292
London Coffee(LCE)
Jul06 060612 1130.00 1136.00 1122.00 1133.00 -5.00 2,461 41,859 -1,486
Sep06 060612 1145.00 1153.00 1141.00 1150.00 -6.00 3,440 48,937 +1,103
Nov06 060612 1156.00 1166.00 1156.00 1164.00 -5.00 617 29,958 -204
Jan07 060612 1166.00 1166.00 1165.00 1165.00 -5.00 719 4,502 +426
Mar07 060612 1173.00 1173.00 1173.00 1173.00 -5.00 1 910 +0
May07 060612 1184.00 1184.00 1184.00 1184.00 -4.00 1 800 +1
Total Volume and Open Interest 7,249 127,283 -158
London Sugar(LCE)
Aug06 060612 451.10 453.30 443.90 445.80 -4.20 2,839 26,399 +174
Oct06 060612 439.50 440.40 432.50 434.30 -4.20 1,451 17,170 -73
Dec06 060612 431.20 433.40 431.00 431.60 -4.30 280 9,741 +230
Mar07 060612 424.00 424.00 420.50 422.00 -4.90 21 6,353 +21
May07 060612 422.60 423.40 422.00 422.50 -4.60 3 3,161 +3
Total Volume and Open Interest 4,805 65,828 +466
Cotton(NYBOT)
Jul06 060612 52.95 53.60 52.61 52.70 +0.09 15,554 69,434 -5,705
Oct06 060612 56.40 57.20 56.40 56.75 +0.65 338 8,852 +100
Dec06 060612 58.45 59.20 58.44 58.78 +0.64 13,246 80,854 +5,144
Mar07 060612 61.00 61.65 61.00 61.28 +0.73 562 15,117 +323
May07 060612 61.80 61.98 61.80 61.98 +0.53 143 725 +70
Jul07 060612 62.00 62.50 62.00 62.45 +0.53 33 2,071 +20
Total Volume and Open Interest 29,876 178,411 -50
Lumber(CME)
Jul06 060612 303.0 306.8 300.0 306.8 +10.0 418 2,982 +225
Sep06 060612 312.0 318.3 311.6 317.0 +8.4 256 2,492 +34
Nov06 060612 308.2 313.3 308.2 313.3 +7.1 29 287 +1
Jan07 060612 315.9 315.9 315.9 315.9 +0.5 3 5 +0
Total Volume and Open Interest 707 5,774 +260
Crude Oil(NYM)
Jul06 060612 71.70 71.90 70.20 70.36 -1.27 112,121 184,196 -20,398
Aug06 060612 72.40 72.55 70.90 71.09 -1.22 76,858 187,668 +19,903
Sep06 060612 73.35 73.40 71.85 71.96 -1.23 26,447 83,471 +4,897
Oct06 060612 73.60 73.60 72.45 72.57 -1.26 5,972 37,125 +579
Nov06 060612 73.30 73.30 73.05 73.05 -1.27 2,032 24,139 -285
Dec06 060612 74.75 74.90 73.20 73.43 -1.28 10,899 104,643 -3,458
Jan07 060612 73.55 73.69 73.55 73.69 -1.28 1,237 34,466 +91
Feb07 060612 73.85 73.85 73.85 73.85 -1.28 232 13,614 +89
Mar07 060612 74.25 74.25 73.95 73.95 -1.28 479 14,238 -17
Apr07 060612 75.30 75.30 73.98 73.98 -1.29 75 10,123 -255
May07 060612 73.96 73.96 73.96 73.96 -1.30 10 8,995 -1
Jun07 060612 73.90 73.90 73.90 73.90 -1.31 928 36,782 -597
Jul07 060612 73.77 73.77 73.77 73.77 -1.32 0 9,377 -10
Aug07 060612 73.61 73.61 73.61 73.61 -1.33 0 5,733 -1
Sep07 060612 73.45 73.45 73.45 73.45 -1.33 455 7,795 +248
Oct07 060612 73.29 73.29 73.29 73.29 -1.33 301 4,333 +117
Total Volume and Open Interest 246,914 1,039,803 +403
Heating Oil(NYM)
Jul06 060612 204.50 205.90 198.60 199.13 -5.46 40,417 52,896 -4,368
Aug06 060612 208.40 208.60 202.40 202.74 -5.42 19,015 39,511 +6,573
Sep06 060612 212.50 212.50 206.54 206.54 -5.27 4,854 16,883 +1,909
Oct06 060612 213.80 214.10 209.75 209.89 -5.22 1,162 7,482 -151
Nov06 060612 218.25 218.25 213.19 213.19 -5.27 343 4,963 -57
Dec06 060612 222.00 222.50 216.30 216.64 -5.27 1,238 15,130 +103
Jan07 060612 223.70 223.70 219.00 219.29 -5.27 1,205 13,442 +204
Feb07 060612 225.75 225.75 219.99 219.99 -5.22 231 4,219 -2
Mar07 060612 222.70 222.70 218.34 218.34 -5.17 257 3,493 +57
Apr07 060612 215.30 215.30 212.69 212.69 -5.12 47 4,415 +33
May07 060612 211.00 211.00 208.34 208.34 -5.07 0 706 +0
Jun07 060612 206.19 206.19 206.19 206.19 -5.07 280 5,186 +36
Total Volume and Open Interest 69,103 169,635 +4,340
Unleaded Gas(NYM)
Jul06 060612 215.50 216.00 212.00 212.43 -2.85 23,999 42,893 -3,734
Aug06 060612 214.50 214.65 211.00 211.98 -2.63 11,379 26,447 +4,078
Sep06 060612 210.50 211.00 208.68 208.68 -2.73 1,405 9,224 -415
Oct06 060612 196.00 197.50 196.00 196.03 -2.88 436 5,124 +70
Nov06 060612 190.78 190.78 190.78 190.78 -3.33 40 2,027 -26
Dec06 060612 187.78 187.78 187.78 187.78 -3.53 191 3,120 -135
Jan07 060612 188.23 188.23 188.23 188.23 -3.53 33 1,508 -4
Total Volume and Open Interest 37,483 90,343 -166
Natural Gas(NYM)
Jul06 060612 6.240 6.270 6.110 6.224 +0.052 31,471 76,155 -11,280
Aug06 060612 6.510 6.510 6.390 6.501 +0.047 18,666 59,227 +927
Sep06 060612 6.845 6.860 6.730 6.821 +0.025 9,345 44,210 +2,621
Oct06 060612 7.295 7.295 7.140 7.216 -0.020 5,683 48,937 +407
Nov06 060612 8.440 8.440 8.350 8.381 -0.035 10,006 49,028 +5,603
Dec06 060612 9.680 9.680 9.580 9.646 -0.020 1,254 28,811 +307
Jan07 060612 10.260 10.260 10.180 10.231 -0.015 2,055 49,470 +174
Feb07 060612 10.200 10.251 10.200 10.251 -0.015 187 29,991 -5
Mar07 060612 10.070 10.070 10.000 10.056 -0.015 829 51,733 -1,006
Apr07 060612 8.200 8.200 8.170 8.186 -0.015 1,482 28,554 -371
May07 060612 8.000 8.030 7.960 8.016 -0.010 780 23,029 +126
Jun07 060612 8.120 8.120 8.090 8.113 -0.013 145 12,575 +60
Jul07 060612 8.220 8.228 8.200 8.228 -0.013 284 9,083 +59
Aug07 060612 8.300 8.328 8.300 8.328 -0.008 61 8,058 +29
Sep07 060612 8.460 8.460 8.446 8.446 -0.010 153 9,228 +41
Oct07 060612 8.600 8.616 8.600 8.616 -0.010 1,332 24,617 +390
Total Volume and Open Interest 97,847 844,590 -3,913
Brent Crude Oil(ICE)
Jul06 060612 70.50 71.20 68.66 68.93 -1.55 50,060 58,672 +2,982
Aug06 060612 71.59 72.39 69.95 70.22 -1.33 55,063 105,270 +4,188
Sep06 060612 72.25 73.07 70.71 71.00 -1.27 32,827 79,257 +9,342
Oct06 060612 73.01 73.55 71.31 71.58 -1.22 4,289 37,017 +1,380
Nov06 060612 73.29 73.88 71.77 72.02 -1.20 1,359 14,117 -185
Dec06 060612 73.39 74.20 72.11 72.36 -1.18 6,525 51,084 -1,881
Jan07 060612 73.99 74.23 72.64 72.64 -1.17 1,202 13,375 -998
Feb07 060612 74.35 74.35 72.79 72.79 -1.19 402 9,174 +402
Mar07 060612 73.53 73.53 72.86 72.86 -1.18 350 5,919 -325
Apr07 060612 72.91 72.91 72.91 72.91 -1.19 385 3,111 +26
May07 060612 72.94 72.94 72.94 72.94 -1.19 0 1,505 +0
Jun07 060612 72.91 72.91 72.91 72.91 -1.19 212 10,135 +200
Jul07 060612 72.76 72.76 72.76 72.76 -1.17 0 66 +0
Aug07 060612 72.61 72.61 72.61 72.61 -1.15 0 235 +0
Total Volume and Open Interest 155,710 441,777 +16,249
Gas Oil(ICE)
Jun06 060612 639.00 646.25 635.50 635.50 unch 18,473 7,931 -12,070
Jul06 060612 642.00 649.25 627.00 638.00 -1.00 38,546 79,214 +6,502
Aug06 060612 648.50 655.50 634.00 644.25 -1.75 12,011 35,926 +1,965
Sep06 060612 656.75 661.75 642.00 651.00 -2.50 4,041 17,876 +2,731
Oct06 060612 664.50 668.75 656.75 657.75 -2.50 363 11,909 +225
Nov06 060612 670.00 676.00 654.00 663.50 -3.00 241 8,699 +162
Dec06 060612 676.00 681.00 658.75 668.75 -3.25 1,571 28,883 +619
Jan07 060612 672.50 672.50 672.50 672.50 -3.50 380 8,387 +125
Feb07 060612 671.50 671.50 671.50 671.50 -3.75 0 743 +0
Mar07 060612 669.75 669.75 669.75 669.75 -3.75 0 3,584 +0
Total Volume and Open Interest 76,966 235,600 +914
US Dollar Index(NYBOT)
Jun06 060612 85.89 86.09 85.72 85.82 +0.11 8,289 28,886 -2,782
Sep06 060612 85.43 85.69 85.36 85.40 +0.09 3,576 9,121 +2,049
Dec06 060612 85.10 85.30 85.05 85.05 +0.09 14 164 +9
Total Volume and Open Interest 11,879 38,176 -724
Australian Dollar(CME)
Jun06 060612 74.54 74.83 74.54 74.68 -0.10 1,409 59,705 -1,368
Sep06 060612 74.44 74.58 74.44 74.58 -0.09 2,359 16,222 +2,822
Dec06 060612 74.50 74.50 74.47 74.47 -0.09 0 366 +0
Total Volume and Open Interest 3,768 76,311 +1,454
British Pound(CME)
Jun06 060612 184.18 184.54 184.18 184.54 +0.38 4,371 88,944 -4,197
Sep06 060612 184.51 184.90 184.51 184.87 +0.39 3,768 15,890 +4,995
Dec06 060612 185.24 185.24 185.24 185.24 +0.41 0 161 +0
Total Volume and Open Interest 8,139 104,996 +798
Canadian Dollar(CME)
Jun06 060612 90.67 91.20 90.66 91.13 +0.68 5,869 78,718 -9,824
Sep06 060612 90.92 91.49 90.86 91.37 +0.69 5,315 27,522 +8,080
Dec06 060612 91.65 91.70 91.61 91.61 +0.69 69 1,684 +10
Mar07 060612 91.85 91.85 91.85 91.85 +0.69 0 187 +0
Total Volume and Open Interest 11,253 108,163 -1,734
Japanese Yen(CME)
Jun06 060612 87.45 87.69 87.45 87.63 -0.23 9,011 155,039 -5,683
Sep06 060612 88.60 88.80 88.60 88.74 -0.23 8,261 54,286 +8,009
Dec06 060612 89.90 89.90 89.82 89.82 -0.23 1 326 +0
Total Volume and Open Interest 17,273 209,679 +2,326
Swiss Franc(CME)
Jun06 060612 80.94 81.28 80.94 81.22 -0.05 2,598 89,057 -2,481
Sep06 060612 81.76 82.09 81.74 82.01 -0.05 2,423 18,584 +5,845
Dec06 060612 82.72 82.72 82.72 82.72 -0.05 0 59 -2
Total Volume and Open Interest 5,022 107,707 +3,363
EuroFX(CME)
Jun06 060612 125.78 126.19 125.78 126.15 -0.37 13,571 157,465 -22,680
Sep06 060612 126.54 126.95 126.54 126.90 -0.37 8,486 36,833 +16,268
Dec06 060612 127.46 127.57 127.46 127.57 -0.36 1 750 +30
Total Volume and Open Interest 22,058 195,193 -6,382
Mexican Peso(CME)
Jun06 060612 8785.0 8787.0 8740.0 8745.0 -27.0 3,156 56,849 -3,703
Sep06 060612 8735.0 8740.0 8690.0 8695.0 -27.0 2,498 9,907 +2,733
Total Volume and Open Interest 5,679 91,627 -945
30-Year T-Bonds(CBOT)
Jun06 060612 108~05 108~08 107~30 108~03 -0~01 13,349 51,624 -9,965
Sep06 060612 108~05 108~07 107~27 108~02 unch 283,707 706,911 +5,727
Dec06 060612 108~06 108~08 108~00 108~07 +0~01 261 2,953 +88
Total Volume and Open Interest 297,317 761,510 -4,130
10-Year T-Notes(CBOT)
Jun06 060612 105~290 105~310 105~250 105~280 -0~005 26,195 62,493 -6,561
Sep06 060612 105~275 105~280 105~215 105~250 -0~010 662,264 1,845,554 -51,203
Total Volume and Open Interest 689,064 1,918,143 -57,611
5-Year T-Notes(CBOT)
Jun06 060612 104~015 104~015 104~015 104~015 -0~015 4,857 0 +0
Sep06 060612 104~005 104~010 103~310 104~000 -0~020 321,226 0 +0
Dec06 060612 103~300 103~300 103~300 103~300 -0~020 1 1 +0
Total Volume and Open Interest 326,084 1 +0
2 Year T-Notes(CBOT)
Jun06 060612 101~076 101~078 101~076 101~078 -0~002 352 16,782 -604
Sep06 060612 101~084 101~085 101~081 101~085 -0~003 4,625 530,145 -865
Total Volume and Open Interest 4,977 546,927 -1,469
Eurodollars(CME)
Jun06 060612 94.647 94.650 94.643 94.650 -0.007 16,528 1,229,064 -24,733
Sep06 060612 94.570 94.570 94.540 94.565 -0.005 423,085 1,405,554 -12,887
Dec06 060612 94.560 94.570 94.550 94.570 -0.005 18,616 1,568,684 -10,679
Mar07 060612 94.620 94.630 94.610 94.625 -0.010 16,408 1,221,839 -14,326
Jun07 060612 94.680 94.685 94.670 94.680 -0.015 29,787 1,027,398 -15,414
Sep07 060612 94.715 94.715 94.700 94.710 -0.020 29,014 927,757 +9,018
Dec07 060612 94.715 94.715 94.705 94.715 -0.020 18,549 643,615 -896
Mar08 060612 94.710 94.715 94.705 94.715 -0.020 16,024 476,104 +4,486
Jun08 060612 94.690 94.700 94.685 94.695 -0.020 12,774 277,498 +2,751
Sep08 060612 94.680 94.685 94.670 94.680 -0.020 7,064 254,547 -998
Dec08 060612 94.645 94.650 94.640 94.650 -0.015 5,960 229,246 +1,143
Mar09 060612 94.635 94.645 94.630 94.640 -0.015 4,998 165,671 -1,068
Jun09 060612 94.610 94.625 94.605 94.620 -0.010 3,636 138,553 -519
Sep09 060612 94.585 94.600 94.585 94.595 -0.010 2,313 114,128 +364
Dec09 060612 94.560 94.560 94.550 94.560 -0.005 2,019 107,225 +317
Mar10 060612 94.535 94.545 94.535 94.545 -0.005 2,421 98,932 -377
Jun10 060612 94.515 94.525 94.510 94.525 unch 3,345 77,685 +387
Sep10 060612 94.490 94.500 94.490 94.500 unch 3,282 61,101 +475
Total Volume and Open Interest 228,651 10,255,084 -45,241
3-Mth Euro-Yen(CME)
Jun06 060612 99.68 99.68 99.68 99.68 unch 249 12,755 +74
Sep06 060612 99.54 99.54 99.53 99.53 -0.01 965 14,608 +350
Dec06 060612 99.38 99.38 99.38 99.38 -0.01 1,879 9,835 +724
Mar07 060612 99.22 99.22 99.22 99.22 -0.01 558 9,098 -303
Jun07 060612 99.04 99.04 99.04 99.04 -0.01 404 4,836 +82
Sep07 060612 98.89 98.89 98.89 98.89 unch 0 1,918 +0
Dec07 060612 98.74 98.74 98.74 98.74 -0.01 25 1,310 +19
Mar08 060612 98.62 98.62 98.62 98.62 unch 0 201 +0
Jun08 060612 98.51 98.51 98.51 98.51 -0.01 0 256 +0
Sep08 060612 98.41 98.41 98.41 98.41 -0.01 0 7 +0
Total Volume and Open Interest 4,080 54,834 +946
3-Mth Euro-Yen(SIMEX)
Jun06 060612 99.67 99.69 99.67 99.68 +0.01 1,402 60,736 +212
Sep06 060612 99.54 99.55 99.53 99.53 unch 3,114 58,982 +1,243
Dec06 060612 99.40 99.41 99.38 99.38 -0.02 5,871 115,267 +1,685
Mar07 060612 99.24 99.26 99.21 99.21 -0.02 5,141 51,223 +180
Jun07 060612 99.07 99.07 99.04 99.04 -0.01 171 25,441 +324
Sep07 060612 98.88 98.89 98.88 98.89 -0.01 12 18,718 +0
Dec07 060612 98.74 98.75 98.74 98.74 -0.01 384 24,780 +118
Mar08 060612 98.62 98.62 98.62 98.62 -0.01 0 17,593 +0
Total Volume and Open Interest 16,095 374,320 +3,762
German Euro-Bund(EUREX)
Jun06 060607 115.83 115.86 115.53 115.72 +0.03 972,537 1,009,400 -170,511
Sep06 060609 116.38 116.68 116.31 116.50 +0.64 963,209 1,006,780 +393,656
Dec06 060609 115.95 115.95 115.81 115.81 +0.64 2,641 360 +32
Total Volume and Open Interest 2,758,546 1,590,205 -32,647
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060609 109.57 109.57 109.57 109.57 +0.43 760 0 +0
Total Volume and Open Interest 1,639,851 1,214,210 -13,473
Long Gilt(LIFFE)
Jun06 060612 110~09 110~16 110~09 110~15 +0~06 733 59,533 -779
Sep06 060612 109~29 110~08 109~29 110~05 +0~06 63,865 286,686 -1,087
Total Volume and Open Interest 64,598 346,219 -1,866
3-Mth Short Sterling(LIFFE)
Jun06 060612 95.28 95.28 95.28 95.28 unch 26,319 404,432 +385
Sep06 060612 95.20 95.20 95.20 95.20 -0.01 65,479 499,940 -30
Dec06 060612 95.09 95.09 95.09 95.09 -0.02 88,402 344,165 +2,555
Total Volume and Open Interest 375,967 2,418,456 +8,870
3-Mth Euribor(LIFFE)
Jun06 060612 97.035 97.040 97.030 97.035 unch 375,305 541,706 -11,822
Sep06 060612 96.770 96.790 96.760 96.785 +0.010 327,358 577,142 -17,252
Dec06 060612 96.580 96.600 96.565 96.590 +0.015 371,086 625,153 +7,497
Total Volume and Open Interest 1,894,772 3,609,027 +26,023
3-Mth Aus T-Bills(SFE)
Jun06 060608 94.09 94.10 94.05 94.06 -0.04 23,485 52,118 -14,845
Sep06 060609 93.89 93.91 93.88 93.90 -0.02 76,209 267,828 +10,845
Dec06 060609 93.87 93.89 93.86 93.87 -0.01 38,103 156,401 +4,826
Mar07 060609 93.89 93.90 93.87 93.89 unch 16,810 77,243 +5,782
Jun07 060609 93.90 93.92 93.89 93.90 unch 7,861 40,400 +1,590
Sep07 060609 93.90 93.91 93.89 93.90 unch 4,626 24,285 +578
Dec07 060609 93.87 93.88 93.87 93.88 unch 1,996 15,121 -75
Mar08 060609 93.85 93.86 93.85 93.86 +0.01 944 7,863 +89
Jun08 060609 93.83 93.84 93.83 93.84 unch 605 2,768 +500
Sep08 060609 93.81 93.82 93.81 93.82 unch 239 1,039 -100
Total Volume and Open Interest 156,414 597,405 -25,939
10-Year Aus T-Bonds(SFE)
Jun06 060609 94.32 94.37 94.32 94.35 +0.04 54,263 338,091 +2,476
Sep06 060609 94.30 94.36 94.30 94.33 +0.04 10,187 15,554 +8,624
Total Volume and Open Interest 64,450 353,645 +11,100
3-Year Aus T-Bonds(SFE)
Jun06 060609 94.28 94.31 94.27 94.30 +0.01 230,119 501,034 +41,197
Sep06 060609 94.27 94.30 94.27 94.29 +0.01 26,014 32,962 +25,228
Total Volume and Open Interest 256,133 533,996 +66,425
Gold(CMX)
Jun06 060612 606.0 610.0 606.0 606.8 -1.4 73 347 -118
Aug06 060612 609.0 616.4 608.0 611.3 -1.5 56,284 189,442 +5,400
Oct06 060612 614.0 622.5 614.0 617.5 -1.5 361 10,024 -151
Dec06 060612 621.0 628.5 620.0 623.5 -1.6 2,826 28,107 -159
Feb07 060612 630.0 632.0 626.5 629.5 -1.6 225 13,825 +60
Apr07 060612 635.5 635.5 635.5 635.5 -1.6 59 1,928 +25
Jun07 060612 641.4 641.4 641.4 641.4 -1.6 130 12,684 -9
Aug07 060612 647.3 647.3 647.3 647.3 -1.6 7 387 +0
Oct07 060612 653.2 653.2 653.2 653.2 -1.6 0 2,476 +0
Dec07 060612 657.0 659.2 657.0 659.2 -1.6 132 14,989 +101
Feb08 060612 665.1 665.1 665.1 665.1 -1.6 0 825 +0
Apr08 060612 15.6 15.6 15.6 15.6 -1.6      
Total Volume and Open Interest 60,298 284,705 +5,256
Silver(CMX)
Jul06 060612 1107.0 1128.0 1096.0 1106.5 -14.5 15,269 47,039 -1,854
Sep06 060612 1115.0 1138.0 1113.0 1116.5 -14.5 2,666 21,222 +1,433
Dec06 060612 1122.0 1147.0 1115.0 1126.5 -14.0 928 17,317 -135
Mar07 060612 1130.0 1135.3 1130.0 1135.3 -13.3 145 7,921 -11
May07 060612 1143.0 1143.0 1139.5 1139.5 -12.9 226 2,588 +26
Jul07 060612 1143.5 1143.5 1143.5 1143.5 -12.5 5 5,368 +5
Sep07 060612 1143.5 1143.5 1143.5 1143.5 -12.5 0 346 +0
Total Volume and Open Interest 19,275 110,784 -518
Platinum(NYM)
Jul06 060612 1179.0 1183.0 1164.0 1171.4 -18.8 1,641 6,936 -27
Oct06 060612 1177.0 1188.0 1177.0 1182.9 -17.8 63 2,007 -33
Jan07 060612 1192.9 1192.9 1192.9 1192.9 -17.8 0 2 +0
Total Volume and Open Interest 1,704 8,949 -60
Palladium(NYME)
Jun06 060612 318.50 318.50 310.00 311.75 -9.50 100 425 -314
Sep06 060612 317.00 322.00 308.00 315.75 -9.80 1,843 13,270 +25
Dec06 060612 324.00 326.00 312.00 319.00 -9.80 41 604 -1
Total Volume and Open Interest 1,984 14,338 -290
Copper(CMX)
Jul06 060612 327.50 333.50 318.10 322.85 -3.90 11,386 32,217 -2,760
Sep06 060612 323.00 328.00 313.00 318.45 -4.05 6,965 24,724 +4,183
Dec06 060612 316.00 318.50 309.00 309.95 -4.05 374 6,271 +43
Mar07 060612 308.00 308.00 300.80 300.80 -3.45 70 1,020 +28
May07 060612 301.00 301.00 293.80 293.80 -2.95 5 451 +0
Total Volume and Open Interest 19,769 75,777 +1,530
Aluminum(CMX)
Jun06 060612 113.10 113.10 113.10 113.10 +0.60 0 46 +3
Jul06 060612 114.10 114.10 114.10 114.10 +0.60 0 97 +3
Aug06 060612 114.70 114.70 114.70 114.70 +0.60      
Sep06 060612 115.05 115.05 115.05 115.05 +0.60 0 1 +0
Oct06 060612 115.00 115.00 115.00 115.00 +0.60 0 40 +0
Nov06 060612 115.05 115.05 115.05 115.05 +0.60 0 40 +0
Total Volume and Open Interest 0 791 +6
DJIA Index(CBOT)
Jun06 060612 10905 10920 10780 10794 -93 7,588 33,951 -5,788
Sep06 060612 10990 11008 10860 10876 -90 11,469 16,825 +4,856
Dec06 060612 10941 10941 10941 10941 -90 1 1,711 -1
Mar07 060612 11027 11027 11027 11027 -90 0 6 +0
Total Volume and Open Interest 19,058 52,493 -933
S & P 500(CME)
Jun06 060612 1255.50 1256.00 1235.10 1236.40 -14.50 97,656 281,994 -46,481
Sep06 060612 1266.40 1266.80 1245.50 1246.90 -14.60 112,533 430,608 +65,831
Dec06 060612 1260.00 1260.00 1257.30 1257.30 -14.70 172 4,406 +10
Mar07 060612 1267.70 1267.70 1267.70 1267.70 -14.70 0 317 +0
Total Volume and Open Interest 210,361 717,678 +19,360
S & P 500 E-Mini(Globex)
Jun06 060612 1251.00 1258.00 1235.00 1236.50 -14.50 361,028 1,078,500 -111,252
Sep06 060612 1261.50 1268.75 1245.50 1247.00 -14.50 1,205,238 712,602 +136,043
Total Volume and Open Interest 1,566,266 1,791,102 +24,791
NASDAQ 100(CME)
Jun06 060612 1555.00 1555.00 1521.00 1523.50 -26.00 7,494 56,469 -4,557
Sep06 060612 1572.00 1574.00 1538.00 1541.30 -26.20 8,966 23,809 +3,722
Dec06 060612 1559.00 1559.00 1559.00 1559.00 -27.50 0 52 +0
Total Volume and Open Interest 16,460 80,330 -835
NASDAQ 100 E-Mini(Globex)
Jun06 060612 1550.00 1560.00 1520.50 1523.50 -26.00 96,593 351,838 -24,105
Sep06 060612 1570.00 1577.80 1538.00 1541.30 -26.20 343,100 203,801 +41,147
Total Volume and Open Interest 439,693 555,639 +17,042
S & P Midcap 400(CME)
Jun06 060612 737.00 738.00 726.00 727.30 -16.15 2,503 6,475 -876
Sep06 060612 98.64 98.64 78.89 79.44 -16.20 1,775 5,421 +1,225
Dec06 060612 86.44 86.44 86.44 86.44 -16.20      
Total Volume and Open Interest 4,278 11,896 +349
Russell 2000(CME)
Jun06 060612 701.50 701.50 684.10 684.10 -14.80 2,635 37,099 -1,580
Sep06 060612 706.50 706.50 688.00 689.70 -15.00 3,475 18,682 +2,331
Dec06 060612 695.70 695.70 695.70 695.70 -15.00 0 7 +0
Total Volume and Open Interest 6,110 55,788 +751
Russell 2000 E-Mini(Globex)
Jun06 060612 699.50 703.90 682.50 684.10 -14.80 79,038 353,130 -29,310
Sep06 060612 704.50 709.30 688.20 689.70 -15.00 246,359 197,111 +56,336
Dec06 060605 727.70 727.70 727.70 727.70        
Value Line(KCBT)
Jun06 060612 1965.00 1965.00 1965.00 1965.00 -15.00 3 78 +0
Total Volume and Open Interest 3 80 +0
Nikkei 225(CME)
Sep06 060612 14665 14860 14580 14795 +40 111,131 162,871 +54,907
Dec06 060612 14795 14795 14795 14795 +85      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060607 15325 15445 15085 15120 -245 89,030 220,763 -7,290
Sep06 060612 14665 14860 14580 14795 +40 111,131 162,871 +54,907
Dec06 060612 14795 14795 14795 14795 +85      
Total Volume and Open Interest 111,131 162,951 +54,913
CAC 40(MATIF)
Jun06 060612 4721.0 4783.5 4717.5 4723.0 -45.0 112,016 525,761 -37,790
Jul06 060612 4728.5 4788.0 4728.5 4730.5 -45.0 5,694 16,944 +1,225
Aug06 060612 4755.5 4755.5 4740.0 4740.0 -46.5 116 195 +116
Total Volume and Open Interest 120,200 555,652 -34,511
Hang Seng Index(HKFE)
Jun06 060612 15545 15647 15501 15585 +10 58,458 119,066 +2,147
Jul06 060612 15578 15699 15555 15634 +34 1,938 3,320 +397
Total Volume and Open Interest 60,649 123,291 +2,586
DAX Index(EUREX)
Jun06 060612 5421.0 5472.5 5350.0 5385.0 -84.0 170,848 239,845 -12,923
Sep06 060612 5469.0 5512.5 5391.0 5425.0 -84.5 8,882 24,723 +4,515
Dec06 060612 5544.0 5556.5 5435.0 5469.5 -84.5 2,708 10,762 +613
Total Volume and Open Interest 182,438 275,330 -7,795
FT-SE 100(LIFFE)
Jun06 060612 5650.00 5673.50 5613.00 5625.00 -38.00 136,962 430,234 -34,350
Sep06 060612 5656.00 5685.50 5630.00 5638.50 -38.00 42,035 94,921 +33,666
Dec06 060612 5667.50 5670.00 5667.50 5670.00 -38.00 48 36,992 +0
Total Volume and Open Interest 179,045 563,147 -684
SPI 200(SFE)
Jun06 060609 4926.0 4978.0 4912.0 4959.0 +37.0 34,473 248,773 +2,368
Sep06 060609 4913.0 4968.0 4901.0 4948.0 +37.0 13,761 27,540 +11,152
Dec06 060609 4965.0 4965.0 4965.0 4965.0 +37.0 324 3,786 -362
Total Volume and Open Interest 48,722 283,942 +13,182
GSCI(CME)
Jun06 060612 474.00 474.00 465.05 465.05 -5.85 4,059 9,475 -4,061
Jul06 060612 479.20 479.60 471.20 471.20 -5.70 3,949 12,305 +3,942
Aug06 060612 476.00 476.00 476.00 476.00 -3.80 21 26 +17
Total Volume and Open Interest 8,029 21,806 -102
Reuters CRB Index(NYBOT)
Aug06 060612 384.50 385.50 382.00 383.00 unch 20 527 +4
Nov06 060612 392.00 392.00 391.50 391.50 unch 0 401 +0
Jan07 060612 393.50 393.50 393.50 393.50 unch      
Total Volume and Open Interest 43 928 -169
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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