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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 June 16, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060616 597.50 601.00 593.50 600.25 +7.75 23,832 119,218 -6,649
Aug06 060616 604.00 607.00 600.00 606.50 +7.00 3,227 39,788 +619
Sep06 060616 611.00 614.00 608.00 613.50 +7.25 621 18,613 +21
Nov06 060616 625.00 627.50 620.50 627.00 +6.50 41,901 159,474 +6,036
Jan07 060616 634.00 635.75 631.00 635.25 +5.00 427 9,577 +141
Mar07 060616 640.00 644.50 637.00 643.25 +5.50 374 7,872 +59
May07 060616 642.00 644.50 638.50 644.25 +3.75 477 5,492 -125
Total Volume and Open Interest 71,640 379,250 +390
Soybean Meal(CBOT)
Jul06 060616 180.50 181.30 179.30 180.90 +1.80 13,123 57,790 -2,815
Aug06 060616 181.50 182.30 180.30 181.90 +1.70 3,331 27,370 +707
Sep06 060616 182.30 183.50 181.20 182.90 +2.10 2,898 21,413 +899
Oct06 060616 183.50 184.20 182.60 183.80 +2.10 610 9,697 -21
Dec06 060616 186.00 187.10 185.20 186.60 +2.00 6,452 44,623 +1,131
Jan07 060616 188.00 188.00 186.50 187.50 +2.10 77 4,168 -15
Mar07 060616 188.30 189.00 187.80 188.50 +1.80 221 4,144 -33
May07 060616 188.00 188.50 187.00 188.00 +1.50 138 4,374 +21
Total Volume and Open Interest 27,287 178,760 -171
Soybean Oil(CBOT)
Jul06 060616 25.00 25.00 24.66 24.86 +0.04 16,002 63,759 -6,028
Aug06 060616 25.16 25.17 24.84 25.06 +0.07 3,546 24,026 -21
Sep06 060616 25.35 25.35 25.04 25.25 +0.07 2,039 14,486 +167
Oct06 060616 25.50 25.50 25.35 25.47 +0.07 1,700 9,883 +42
Dec06 060616 25.95 25.98 25.66 25.89 +0.07 9,583 96,920 +1,381
Jan07 060616 25.98 26.07 25.98 26.07 +0.05 5 3,980 +5
Mar07 060616 26.30 26.30 26.30 26.30 unch 5 2,269 +5
May07 060616 26.55 26.60 26.50 26.60 unch 10 6,522 +9
Total Volume and Open Interest 32,907 239,365 -4,434
Canola(WCE)
Jul06 060616 278.7 279.0 276.2 277.3 -0.4 3,761 13,594 -2,744
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060616 297.6 298.0 295.0 296.7 +0.1 6,213 53,049 +457
Jan07 060616 305.3 305.6 304.5 304.7 -0.6 48 5,119 +0
Mar07 060616 312.5 312.5 312.5 312.5 -0.7 0 557 +0
Total Volume and Open Interest 10,024 79,182 -2,287
Corn(CBOT)
Jul06 060616 235.25 236.50 233.75 235.50 +2.50 94,941 220,390 -19,784
Sep06 060616 248.00 248.25 245.25 247.00 +2.50 46,837 393,594 +7,134
Dec06 060616 261.75 262.50 259.25 261.25 +2.75 74,566 409,878 +1,656
Mar07 060616 272.25 273.50 270.00 272.25 +3.00 4,047 78,899 -439
May07 060616 279.00 279.75 277.50 278.75 +2.25 383 13,788 -43
Jul07 060616 286.25 287.50 284.75 286.25 +2.75 2,573 38,103 +1,344
Total Volume and Open Interest 229,433 1,315,501 -9,523
Wheat(CBOT)
Jul06 060616 361.00 363.50 358.00 359.00 -2.50 24,588 67,707 -9,294
Sep06 060616 379.00 380.00 374.50 376.75 +0.25 33,541 208,532 +4,465
Dec06 060616 396.50 398.00 392.25 393.50 -1.50 14,901 102,732 -673
Mar07 060616 410.00 411.75 408.00 409.00 -2.00 2,378 30,364 -272
May07 060616 418.00 420.00 417.00 418.00 -2.00 8 911 +1
Total Volume and Open Interest 77,239 485,670 -5,395
Wheat(KCBT)
Jul06 060616 465.50 467.00 459.00 462.50 -1.50 7,551 37,616 -3,685
Sep06 060616 474.00 475.00 469.00 472.00 -0.75 8,361 46,472 +924
Dec06 060616 483.50 485.00 479.00 482.25 +1.00 3,262 37,462 +684
Mar07 060616 484.00 484.50 481.00 483.50 +2.50 420 4,678 +114
May07 060616 480.00 480.00 477.00 477.00 +2.00 0 205 +0
Total Volume and Open Interest 20,967 144,225 -1,307
Wheat(MGE)
Jul06 060616 436.50 440.00 432.00 433.25 -1.00 2,963 12,694 -1,079
Sep06 060616 446.00 447.50 440.00 442.75 -2.50 2,752 13,930 -38
Dec06 060616 458.00 458.00 451.00 454.00 -1.50 1,913 21,773 +309
Mar07 060616 465.00 465.00 461.25 461.25 -1.75 282 1,384 -19
May07 060616 467.00 467.00 466.00 466.00 -1.00 0 64 +0
Total Volume and Open Interest 8,026 54,103 -818
Oats(CBOT)
Jul06 060616 198.00 201.00 192.75 196.50 +2.25 702 3,363 -347
Sep06 060616 196.00 197.00 191.00 194.00 +0.75 316 4,620 +108
Dec06 060616 195.50 198.00 193.00 195.50 +1.00 594 5,677 +134
Mar07 060616 199.00 199.00 199.00 199.00 -2.00 1 110 +1
Total Volume and Open Interest 1,613 13,775 -104
Rough Rice(CBOT)
Jul06 060616 8.66 9.00 8.66 8.85 +0.19 525 4,378 -333
Sep06 060616 8.94 9.26 8.94 9.20 +0.24 314 3,166 +15
Nov06 060616 9.14 9.40 9.13 9.39 +0.24 213 3,818 +31
Jan07 060616 9.34 9.50 9.34 9.50 +0.21 4 862 +2
Total Volume and Open Interest 1,056 13,398 -285
Live Cattle(CME)
Jun06 060616 80.950 81.800 80.400 81.650 +0.700 5,345 13,229 -4,167
Aug06 060616 82.700 83.500 82.300 83.450 +0.850 27,016 124,478 -3,124
Oct06 060616 85.950 86.400 85.500 86.050 +0.100 12,321 48,751 -1,184
Dec06 060616 87.150 88.000 86.800 87.850 +0.750 7,280 30,050 +363
Feb07 060616 89.500 90.200 89.250 90.100 +0.600 3,296 10,062 -467
Apr07 060616 87.000 87.300 86.900 87.275 +0.025 355 2,161 -112
Total Volume and Open Interest 55,682 229,771 -8,680
Feeder Cattle(CME)
Aug06 060616 112.350 112.675 111.750 112.575 +0.225 5,521 18,275 -405
Sep06 060616 111.750 111.975 111.150 111.975 +0.150 786 3,339 +1
Oct06 060616 110.150 111.000 110.000 110.600 +0.125 1,125 2,908 +415
Nov06 060616 109.700 110.000 109.000 109.800 +0.225 207 1,030 +78
Jan07 060616 105.800 106.275 105.500 106.150 -0.150 84 844 +51
Mar07 060616 103.600 104.400 103.550 104.400 +0.200 13 67 +13
Apr07 060616 103.000 104.000 103.000 104.000 +0.200 1 42 +1
Total Volume and Open Interest 7,737 26,550 +154
Lean Hogs(CME)
Jul06 060616 75.900 76.100 74.800 75.475 +0.075 15,652 30,219 -2,595
Aug06 060616 72.700 73.050 71.900 72.325 -0.275 17,490 80,075 +1,889
Oct06 060616 61.600 62.100 61.350 61.925 +0.300 5,732 21,752 +216
Dec06 060616 57.475 58.500 57.300 58.375 +0.900 3,903 12,409 +296
Feb07 060616 59.400 60.000 59.400 59.975 +0.475 607 4,294 +164
Apr07 060616 60.250 60.750 60.250 60.750 +0.300 300 2,164 +58
May07 060616 62.200 63.400 62.200 63.400 +1.100 20 425 +15
Jun07 060616 63.250 63.900 63.250 63.900 +0.400 16 318 +12
Total Volume and Open Interest 43,720 151,656 -3,269
Pork Bellies(CME)
Jul06 060616 95.600 96.500 94.300 95.650 +1.550 484 1,149 -144
Aug06 060616 92.000 92.500 90.500 91.050 +1.250 206 587 +0
Feb07 060616 86.000 86.000 85.050 85.050 +0.500 0 25 +0
Mar07 060616 85.300 85.300 85.300 85.300 +0.875 0 6 +0
Total Volume and Open Interest 690 1,767 -144
Class III Milk(CME)
Jun06 060616 11.26 11.26 11.25 11.26 +0.01 48 3,112 -11
Jul06 060616 11.48 11.48 11.35 11.41 -0.09 145 3,624 -17
Aug06 060616 12.10 12.13 11.91 11.95 -0.13 127 3,886 -44
Sep06 060616 12.55 12.55 12.25 12.35 -0.20 115 4,040 +23
Oct06 060616 12.50 12.50 12.38 12.43 -0.17 25 3,642 +0
Total Volume and Open Interest 900 30,915 +164
Cocoa(NYBOT)
Jul06 060616 1543 1545 1500 1525 -2 6,414 9,595 -4,894
Sep06 060616 1555 1555 1516 1539 +2 11,115 66,694 -1,394
Dec06 060616 1580 1585 1548 1569 unch 1,419 21,236 +205
Mar07 060616 1613 1613 1583 1599 -1 734 15,569 +323
May07 060616 1619 1619 1619 1619 -1 84 6,076 +50
Jul07 060616 1639 1639 1639 1639 -1 0 2,987 +0
Sep07 060616 1658 1658 1658 1658 -1 0 8,664 +0
Total Volume and Open Interest 19,766 137,448 -5,710
Coffee "C"(NYBOT)
Jul06 060616 96.75 97.20 94.50 95.25 -1.30 9,652 25,677 -5,457
Sep06 060616 99.20 99.60 96.90 97.70 -1.25 12,157 72,546 +2,060
Dec06 060616 103.50 103.50 101.00 101.60 -1.30 2,195 14,865 +653
Mar07 060616 107.00 107.20 104.70 105.40 -1.30 579 5,469 +212
May07 060616 109.70 109.70 107.00 107.75 -1.30 56 1,468 +13
Jul07 060616 110.10 110.20 109.25 110.05 -1.20 22 702 +17
Total Volume and Open Interest 24,747 123,115 -2,510
Orange Juice(NYBOT)
Jul06 060616 155.00 158.00 155.00 156.40 +0.25 3,829 11,810 -2,220
Sep06 060616 156.00 158.00 156.00 157.50 +0.65 2,988 12,160 +1,678
Nov06 060616 155.75 157.00 155.75 156.75 +0.90 100 2,858 +38
Jan07 060616 156.50 156.75 155.75 156.75 +1.10 75 1,771 +30
Mar07 060616 157.00 157.00 157.00 157.00 +0.85 0 496 +0
Total Volume and Open Interest 6,992 29,140 -474
Sugar #11(NYBOT)
Jul06 060616 15.04 15.07 14.92 15.01 +0.01 20,768 75,739 -7,813
Oct06 060616 15.45 15.48 15.24 15.35 +0.02 21,775 216,228 +4,433
Mar07 060616 15.70 15.71 15.52 15.61 +0.02 4,798 73,671 -820
May07 060616 15.65 15.66 15.48 15.56 +0.01 1,017 36,483 +243
Jul07 060616 15.53 15.53 15.45 15.47 -0.01 544 26,932 +135
Total Volume and Open Interest 50,558 452,329 -3,271
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060616 23.05 23.16 23.05 23.16 +0.16 82 4,854 +50
Nov06 060616 22.43 22.45 22.43 22.45 unch 27 1,571 +2
Jan07 060616 22.55 22.55 22.55 22.55 unch 2 1,209 +0
Mar07 060616 22.45 22.45 22.45 22.45 unch 1 1,295 +1
Total Volume and Open Interest 115 10,889 +54
London Cocoa(LCE)
Jul06 060616 929 946 911 930 +7 9,704 61,976 -4,885
Sep06 060616 890 899 881 895 +7 11,844 54,112 +3,671
Dec06 060616 897 901 887 899 +3 2,588 35,795 -500
Mar07 060616 910 913 900 911 +3 1,382 27,713 +429
May07 060616 922 922 915 919 +2 6 4,894 +6
Jul07 060616 930 930 928 928 +2 0 3,071 +0
Sep07 060616 929 936 929 936 +2 4 1,716 +0
Total Volume and Open Interest 25,708 198,460 -1,099
London Coffee(LCE)
Jul06 060616 1165.00 1166.00 1141.00 1144.00 -23.00 6,353 32,097 -4,666
Sep06 060616 1180.00 1182.00 1158.00 1162.00 -23.00 7,685 54,799 +1,356
Nov06 060616 1192.00 1193.00 1172.00 1174.00 -23.00 1,927 32,258 +276
Jan07 060616 1193.00 1193.00 1174.00 1174.00 -25.00 529 4,888 +46
Mar07 060616 1199.00 1199.00 1182.00 1182.00 -25.00 30 1,035 +16
May07 060616 1197.00 1197.00 1191.00 1191.00 -25.00 0 799 -7
Total Volume and Open Interest 16,583 126,252 -2,920
London Sugar(LCE)
Aug06 060616 451.10 454.00 450.00 452.00 +2.50 4,209 23,387 -2,786
Oct06 060616 442.20 445.00 440.00 442.80 +1.90 2,493 18,963 -128
Dec06 060616 440.00 442.10 437.50 440.40 +1.70 283 10,530 -556
Mar07 060616 430.00 430.90 426.00 428.00 unch 676 7,763 +465
May07 060616 426.60 428.00 426.00 428.00 -0.40 30 3,225 +8
Total Volume and Open Interest 7,850 66,990 -2,954
Cotton(NYBOT)
Jul06 060616 52.15 52.50 51.47 52.07 -0.37 13,871 39,690 -6,552
Oct06 060616 55.60 55.80 54.65 55.53 -0.37 284 9,394 +67
Dec06 060616 57.40 57.75 56.60 57.70 +0.02 13,293 103,916 +3,598
Mar07 060616 60.30 60.40 59.40 60.33 -0.05 881 16,100 +407
May07 060616 61.05 61.05 61.05 61.05 -0.05 0 827 +0
Jul07 060616 61.75 61.75 61.75 61.75 -0.03 10 2,299 -4
Total Volume and Open Interest 28,339 173,670 -2,484
Lumber(CME)
Jul06 060616 298.2 302.0 297.6 298.0 unch 371 2,620 -19
Sep06 060616 313.2 314.5 311.0 311.1 +0.9 259 2,558 +6
Nov06 060616 308.5 310.3 308.0 308.2 +2.1 14 288 +1
Jan07 060616 315.6 315.6 315.6 315.6 +0.7 0 5 +0
Total Volume and Open Interest 644 5,484 -12
Crude Oil(NYM)
Jul06 060616 69.45 70.15 68.80 69.88 +0.38 135,911 97,647 -38,730
Aug06 060616 69.75 70.40 69.15 70.20 +0.27 85,783 227,967 +3,456
Sep06 060616 70.30 71.00 69.80 70.89 +0.33 29,988 92,991 -241
Oct06 060616 70.90 71.55 70.45 71.42 +0.36 10,252 41,629 +2,614
Nov06 060616 70.80 71.90 70.80 71.87 +0.38 3,314 25,077 -247
Dec06 060616 71.60 72.23 71.05 72.23 +0.40 9,155 110,485 +1,231
Jan07 060616 72.50 72.55 72.40 72.51 +0.42 781 35,475 +391
Feb07 060616 72.69 72.69 72.69 72.69 +0.43 482 14,005 +367
Mar07 060616 72.81 72.81 72.81 72.81 +0.45 519 15,096 -68
Apr07 060616 72.85 72.85 72.85 72.85 +0.46 294 9,812 +25
May07 060616 72.15 72.84 72.15 72.84 +0.47 325 8,903 +92
Jun07 060616 72.20 72.80 72.10 72.80 +0.48 2,494 34,769 +145
Jul07 060616 71.90 72.69 71.90 72.69 +0.49 25 10,231 +8
Aug07 060616 71.90 72.55 71.90 72.55 +0.50 0 5,804 +0
Sep07 060616 72.41 72.41 72.41 72.41 +0.51 400 8,130 +300
Oct07 060616 72.27 72.27 72.27 72.27 +0.52 0 4,333 +0
Total Volume and Open Interest 289,569 1,020,466 -28,530
Heating Oil(NYM)
Jul06 060616 192.75 194.25 191.25 193.24 -0.45 21,542 36,949 -3,198
Aug06 060616 197.00 198.00 195.30 197.04 -0.54 14,811 51,636 +1,953
Sep06 060616 201.25 202.00 199.30 201.23 -0.50 3,267 20,043 -95
Oct06 060616 203.00 206.00 203.00 205.03 -0.40 1,105 8,056 +22
Nov06 060616 209.00 209.50 206.90 208.53 -0.40 694 5,632 +81
Dec06 060616 211.70 212.90 210.50 212.03 -0.40 1,704 14,440 -3
Jan07 060616 215.10 216.00 213.60 214.93 -0.40 747 13,542 -105
Feb07 060616 216.30 217.50 214.70 215.88 -0.40 332 4,352 +63
Mar07 060616 214.70 216.50 213.50 214.43 -0.40 250 3,789 +33
Apr07 060616 208.35 211.00 208.00 208.98 -0.40 74 4,576 +3
May07 060616 204.00 206.50 204.00 204.73 -0.40 56 806 +56
Jun07 060616 204.50 204.50 202.63 202.63 -0.40 132 5,198 +58
Total Volume and Open Interest 44,800 170,444 -1,059
Unleaded Gas(NYM)
Jul06 060616 204.00 205.00 198.50 203.82 -0.14 22,365 29,394 -2,684
Aug06 060616 203.00 205.90 200.00 204.48 -0.26 10,810 38,348 +2,622
Sep06 060616 202.00 203.50 200.00 203.28 +0.54 1,375 11,515 +281
Oct06 060616 188.50 191.18 188.50 191.18 +0.74 874 5,128 -59
Nov06 060616 185.25 186.18 185.25 186.18 +0.74 24 2,205 +8
Dec06 060616 183.18 183.18 183.18 183.18 +0.74 66 3,122 +56
Jan07 060616 183.73 183.73 183.73 183.73 +0.79 12 1,515 +4
Total Volume and Open Interest 35,526 91,227 +228
Natural Gas(NYM)
Jul06 060616 7.190 7.250 7.030 7.185 -0.022 43,739 58,048 -3,826
Aug06 060616 7.440 7.520 7.300 7.455 -0.020 24,542 73,929 +2,475
Sep06 060616 7.680 7.800 7.550 7.750 +0.015 8,094 53,146 +17
Oct06 060616 8.030 8.150 7.900 8.130 +0.055 11,292 45,835 -1,136
Nov06 060616 9.100 9.350 9.030 9.240 +0.050 4,442 53,184 +534
Dec06 060616 10.350 10.490 10.270 10.490 +0.065 4,278 29,876 +484
Jan07 060616 11.000 11.150 10.930 11.150 +0.065 7,149 49,581 +1,223
Feb07 060616 11.000 11.170 10.950 11.170 +0.065 809 29,923 +154
Mar07 060616 10.750 10.960 10.750 10.960 +0.070 4,271 55,311 +2,608
Apr07 060616 8.600 8.750 8.600 8.750 +0.155 2,731 32,703 +1,119
May07 060616 8.360 8.560 8.360 8.560 +0.155 1,042 23,102 +98
Jun07 060616 8.500 8.655 8.500 8.655 +0.155 135 12,854 +10
Jul07 060616 8.660 8.770 8.660 8.770 +0.155 569 9,501 +314
Aug07 060616 8.865 8.865 8.865 8.865 +0.155 464 8,168 +58
Sep07 060616 8.870 8.975 8.870 8.975 +0.155 362 9,401 +172
Oct07 060616 8.970 9.140 8.970 9.140 +0.155 889 24,559 +463
Total Volume and Open Interest 122,775 869,895 +7,263
Brent Crude Oil(ICE)
Aug06 060616 68.93 69.36 67.53 68.80 +0.35 94,703 105,453 +4,510
Sep06 060616 69.62 70.03 68.16 69.43 +0.29 37,805 109,954 +3,000
Oct06 060616 70.21 70.48 68.76 70.01 +0.32 11,322 37,779 +2,344
Nov06 060616 70.68 70.84 69.22 70.49 +0.36 3,330 15,032 +358
Dec06 060616 70.95 71.24 69.59 70.89 +0.43 5,774 51,138 +57
Jan07 060616 71.10 71.42 70.07 71.23 +0.48 373 14,103 +355
Feb07 060616 71.36 71.57 70.74 71.48 +0.56 0 9,172 +0
Mar07 060616 71.57 71.57 71.57 71.57 +0.58 155 6,081 +110
Apr07 060616 71.64 71.64 71.64 71.64 +0.60 0 3,076 +0
May07 060616 71.67 71.67 71.67 71.67 +0.60 0 1,505 +0
Jun07 060616 70.65 71.65 70.65 71.63 +0.59 0 10,895 +0
Jul07 060616 71.52 71.52 71.52 71.52 +0.58 0 66 +0
Aug07 060616 71.36 71.36 71.36 71.36 +0.57 0 235 +0
Sep07 060616 71.20 71.20 71.20 71.20 +0.58 0 900 +0
Total Volume and Open Interest 171,899 420,235 -10,107
Gas Oil(ICE)
Jul06 060616 620.00 625.00 608.75 609.50 -9.25 30,558 63,834 -4,669
Aug06 060616 625.25 630.25 613.50 614.50 -9.75 18,888 40,204 +2,122
Sep06 060616 630.75 635.50 619.50 620.50 -10.25 4,198 16,510 +364
Oct06 060616 637.50 641.00 626.25 626.75 -10.50 1,565 12,975 +227
Nov06 060616 643.00 643.00 632.50 632.50 -10.25 885 8,165 -353
Dec06 060616 648.50 648.50 637.75 638.25 -10.00 2,233 28,668 +245
Jan07 060616 648.75 650.00 642.50 642.50 -10.00 100 8,393 +0
Feb07 060616 642.25 642.25 642.25 642.25 -9.75 300 820 +150
Mar07 060616 640.50 641.00 640.50 641.00 -9.50 0 3,534 +0
Apr07 060616 637.00 637.00 637.00 637.00 -9.50 0 825 +0
Total Volume and Open Interest 59,039 216,899 -1,852
US Dollar Index(NYBOT)
Jun06 060616 85.80 86.05 85.70 85.94 -0.12 805 15,653 -571
Sep06 060616 85.47 85.69 85.26 85.52 -0.12 1,634 22,045 +723
Dec06 060616 85.10 85.24 85.06 85.17 -0.12 29 2,153 -4
Total Volume and Open Interest 2,468 39,856 +148
Australian Dollar(CME)
Jun06 060616 74.15 74.17 73.80 73.83 -0.24 4,634 44,780 -6,110
Sep06 060616 74.09 74.11 73.72 73.75 -0.24 3,411 34,887 +1,261
Dec06 060616 73.64 73.64 73.64 73.64 -0.24 7 329 +9
Total Volume and Open Interest 8,052 80,011 -4,842
British Pound(CME)
Jun06 060616 185.28 185.28 184.87 185.15 +0.37 4,909 52,059 -7,135
Sep06 060616 185.68 185.82 185.13 185.51 +0.37 5,983 76,332 +5,205
Dec06 060616 185.91 185.91 185.91 185.91 +0.37 0 168 +3
Total Volume and Open Interest 10,892 128,560 -1,927
Canadian Dollar(CME)
Jun06 060616 89.62 89.62 88.90 89.05 -0.65 4,961 44,974 -3,822
Sep06 060616 89.89 89.89 89.14 89.29 -0.66 6,585 84,363 +3,810
Dec06 060616 89.45 89.53 89.40 89.53 -0.66 37 1,841 +38
Mar07 060616 89.77 89.77 89.77 89.77 -0.66 12 160 -43
Total Volume and Open Interest 11,644 131,455 +21
Japanese Yen(CME)
Jun06 060616 87.00 87.00 86.79 86.88 -0.11 5,101 82,588 -12,409
Sep06 060616 88.11 88.15 87.91 88.00 -0.12 5,448 137,368 +8,079
Dec06 060616 89.15 89.15 89.11 89.11 -0.12 0 20,035 -14
Total Volume and Open Interest 10,549 240,019 -4,344
Swiss Franc(CME)
Jun06 060616 81.32 81.32 81.10 81.31 +0.16 1,106 72,118 -931
Sep06 060616 82.11 82.15 81.79 82.12 +0.16 3,276 48,504 +1,814
Dec06 060616 82.84 82.84 82.84 82.84 +0.16 5 58 -1
Total Volume and Open Interest 4,387 120,687 +882
EuroFX(CME)
Jun06 060616 126.54 126.54 126.20 126.48 +0.34 4,750 85,338 -20,485
Sep06 060616 127.32 127.35 126.93 127.26 +0.34 6,298 118,374 +17,308
Dec06 060616 128.04 128.04 127.95 127.98 +0.35 11 777 -28
Total Volume and Open Interest 11,059 204,637 -3,203
Mexican Peso(CME)
Jun06 060616 8770.0 8770.0 8735.0 8737.0 -40.0 4,257 45,355 +989
Sep06 060616 8735.0 8737.0 8680.0 8687.0 -40.0 7,557 42,394 +5,308
Total Volume and Open Interest 11,844 112,658 +6,322
30-Year T-Bonds(CBOT)
Jun06 060616 106~31 107~10 106~19 106~22 -0~11 15,161 17,582 -10,628
Sep06 060616 106~30 107~09 106~18 106~21 -0~11 323,067 720,365 -7,544
Dec06 060616 107~03 107~03 106~22 106~24 -0~11 630 3,937 +398
Total Volume and Open Interest 338,858 741,906 -17,774
10-Year T-Notes(CBOT)
Jun06 060616 105~030 105~105 104~295 104~300 -0~065 7,604 21,425 -4,377
Sep06 060616 105~005 105~070 104~260 104~270 -0~060 1,030,954 1,946,776 +29,757
Total Volume and Open Interest 1,040,422 1,983,085 +25,845
5-Year T-Notes(CBOT)
Jun06 060616 103~155 103~155 103~150 103~150 -0~035 6,611 0 +0
Sep06 060616 103~190 103~195 103~120 103~125 -0~040 444,714 0 +0
Dec06 060616 103~105 103~105 103~105 103~105 -0~040 0 1 +0
Total Volume and Open Interest 451,325 1 +0
2 Year T-Notes(CBOT)
Jun06 060616 101~052 101~052 101~046 101~048 -0~002 1,853 6,554 -1,761
Sep06 060616 101~061 101~061 101~052 101~052 -0~004 2,722 531,975 +8,770
Total Volume and Open Interest 4,575 538,529 +7,009
Eurodollars(CME)
Jun06 060616 94.577 94.580 94.573 94.575 -0.003 35,753 1,272,788 +78,540
Sep06 060616 94.430 94.450 94.410 94.415 -0.010 584,816 1,438,281 +47,523
Dec06 060616 94.445 94.450 94.405 94.410 -0.020 41,838 1,545,920 +18,020
Mar07 060616 94.505 94.505 94.455 94.460 -0.025 18,293 1,322,794 +32,590
Jun07 060616 94.565 94.565 94.515 94.515 -0.030 34,036 1,074,781 +6,238
Sep07 060616 94.605 94.605 94.555 94.555 -0.030 44,274 954,441 -2,691
Dec07 060616 94.625 94.625 94.560 94.565 -0.030 21,951 676,280 +8,788
Mar08 060616 94.625 94.630 94.565 94.565 -0.035 25,071 524,989 +13,191
Jun08 060616 94.610 94.610 94.545 94.545 -0.035 15,813 294,845 +9,058
Sep08 060616 94.585 94.585 94.525 94.525 -0.040 20,257 260,536 -494
Dec08 060616 94.565 94.565 94.490 94.490 -0.040 8,168 224,777 -2,428
Mar09 060616 94.545 94.545 94.480 94.480 -0.040 10,307 165,212 +1,035
Jun09 060616 94.520 94.520 94.450 94.455 -0.040 4,914 136,126 -1,025
Sep09 060616 94.480 94.480 94.430 94.430 -0.040 6,078 113,573 -819
Dec09 060616 94.440 94.440 94.395 94.395 -0.040 3,986 106,851 -150
Mar10 060616 94.440 94.450 94.380 94.380 -0.040 5,194 104,317 +798
Jun10 060616 94.420 94.425 94.355 94.360 -0.040 3,351 79,025 -809
Sep10 060616 94.395 94.395 94.330 94.335 -0.040 2,941 61,716 -435
Total Volume and Open Interest 369,362 10,626,812 +196,617
3-Mth Euro-Yen(CME)
Jun06 060616 99.69 99.69 99.69 99.69 unch 437 12,252 +47
Sep06 060616 99.54 99.54 99.54 99.54 unch 101 9,841 -1,341
Dec06 060616 99.39 99.39 99.39 99.39 -0.01 69 10,650 -152
Mar07 060616 99.23 99.23 99.23 99.23 unch 405 8,765 +258
Jun07 060616 99.07 99.07 99.07 99.07 -0.01 346 5,016 -73
Sep07 060616 98.92 98.92 98.92 98.92 -0.02 0 1,932 +10
Dec07 060616 98.78 98.78 98.78 98.78 -0.02 20 1,345 -20
Mar08 060616 98.66 98.66 98.66 98.66 -0.01 0 201 +0
Jun08 060616 98.56 98.56 98.56 98.56 -0.02 0 256 +0
Sep08 060616 98.47 98.47 98.47 98.47 -0.01 0 7 +0
Total Volume and Open Interest 1,378 50,277 -1,269
3-Mth Euro-Yen(SIMEX)
Sep06 060616 99.53 99.54 99.53 99.54 -0.01 530 64,717 +858
Dec06 060616 99.40 99.40 99.39 99.40 -0.02 503 120,227 -1,876
Mar07 060616 99.22 99.23 99.22 99.23 -0.02 959 50,095 +231
Jun07 060616 99.07 99.07 99.05 99.06 -0.02 895 27,496 +1,076
Sep07 060616 98.91 98.91 98.91 98.91 -0.02 138 18,612 -136
Dec07 060616 98.77 98.78 98.77 98.78 -0.02 235 25,684 -91
Mar08 060616 98.66 98.66 98.66 98.66 -0.02 0 17,693 +0
Jun08 060616 98.56 98.56 98.56 98.56 -0.02 0 547 +0
Total Volume and Open Interest 6,955 387,764 +2,395
German Euro-Bund(EUREX)
Sep06 060616 116.32 116.65 116.23 116.50 +0.14 1,310,596 1,345,556 -51,711
Dec06 060616 115.60 115.95 115.60 115.80 +0.12 259 1,349 +4
Mar07 060616 115.30 115.40 115.30 115.40 -0.26 75 0 +0
Total Volume and Open Interest 1,310,930 1,346,905 -51,707
German Euro-Bobl(EUREX)
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060616 109.27 109.27 109.27 109.27 +0.09 101 2 +1
Mar07 060616 109.17 109.17 109.17 109.17 +0.09      
Total Volume and Open Interest 704,905 961,296 +17,865
Long Gilt(LIFFE)
Jun06 060616 109~28 109~30 109~25 109~30 +0~03 1,151 53,491 -237
Sep06 060616 109~17 109~25 109~14 109~21 +0~03 86,682 269,185 -11,125
Total Volume and Open Interest 87,833 322,676 -11,362
3-Mth Short Sterling(LIFFE)
Jun06 060616 95.26 95.26 95.26 95.26 unch 81,780 392,372 +10,575
Sep06 060616 95.13 95.13 95.13 95.13 -0.01 131,958 493,171 +12,934
Dec06 060616 95.00 95.00 95.00 95.00 -0.01 125,306 368,150 +6,683
Total Volume and Open Interest 633,076 2,436,741 +67,580
3-Mth Euribor(LIFFE)
Jun06 060616 97.030 97.035 97.025 97.030 +0.005 65,772 550,093 -3,111
Sep06 060616 96.760 96.765 96.745 96.755 unch 150,457 572,485 +2,753
Dec06 060616 96.545 96.565 96.535 96.550 +0.005 175,051 624,106 -13,325
Total Volume and Open Interest 849,958 3,657,576 -9,347
3-Mth Aus T-Bills(SFE)
Sep06 060616 93.91 93.92 93.89 93.91 -0.01 45,824 254,689 +18,459
Dec06 060616 93.84 93.85 93.83 93.85 -0.01 48,825 186,072 +13,692
Mar07 060616 93.86 93.87 93.84 93.85 -0.03 10,122 76,354 -431
Jun07 060616 93.88 93.88 93.85 93.86 -0.04 5,957 46,730 +3,243
Sep07 060616 93.87 93.87 93.84 93.85 -0.04 1,556 22,382 +1,467
Dec07 060616 93.83 93.83 93.82 93.83 -0.04 610 15,443 +400
Mar08 060616 93.82 93.82 93.80 93.80 -0.05 506 8,220 +346
Jun08 060616 93.79 93.79 93.78 93.78 -0.05 320 3,237 +220
Sep08 060616 93.77 93.77 93.76 93.76 -0.05 0 1,265 +3
Dec08 060616 93.75 93.75 93.74 93.74 -0.05 100 1,272 +100
Total Volume and Open Interest 113,829 616,891 +37,499
10-Year Aus T-Bonds(SFE)
Sep06 060616 94.28 94.29 94.24 94.25 -0.06 43,292 289,458 -16,653
Dec06 060616 94.25 94.25 94.25 94.25        
3-Year Aus T-Bonds(SFE)
Sep06 060616 94.22 94.24 94.20 94.23 -0.04 144,968 385,729 +119,892
Dec06 060616 94.23 94.23 94.23 94.23        
Gold(CMX)
Jun06 060616 574.0 578.0 568.0 578.0 +11.5 135 203 -97
Aug06 060616 582.0 583.0 570.5 581.7 +11.4 52,628 193,887 +970
Oct06 060616 590.0 590.0 577.7 587.7 +11.5 559 10,532 +42
Dec06 060616 595.0 595.0 582.3 593.5 +11.5 3,812 29,178 +1,469
Feb07 060616 596.0 599.3 589.3 599.3 +11.6 393 14,195 -51
Apr07 060616 600.5 605.0 595.0 605.0 +11.6 23 2,012 -10
Jun07 060616 610.0 615.0 600.7 610.7 +11.7 222 12,813 +108
Aug07 060616 616.4 616.4 616.4 616.4 +11.7 0 354 +0
Oct07 060616 622.2 622.2 622.2 622.2 +11.7 500 2,280 -249
Dec07 060616 626.5 627.9 617.9 627.9 +11.7 1,136 14,680 -943
Feb08 060616 633.6 633.6 633.6 633.6 +11.7 500 1,215 -100
Apr08 060616 639.3 639.3 639.3 639.3 +11.8      
Total Volume and Open Interest 59,960 291,254 +1,179
Silver(CMX)
Jul06 060616 1010.0 1018.0 977.0 1013.0 +16.0 19,036 43,563 -2,632
Sep06 060616 1020.0 1026.0 993.0 1022.1 +16.0 4,407 25,845 +2,092
Dec06 060616 1032.0 1032.0 1000.0 1031.4 +16.0 2,438 18,273 +1,017
Mar07 060616 1038.0 1039.6 1023.0 1039.6 +16.0 2 7,920 +0
May07 060616 1043.5 1043.5 1043.5 1043.5 +16.0 0 2,603 +0
Jul07 060616 1029.0 1047.0 1029.0 1047.0 +16.0 0 5,343 +0
Sep07 060616 1046.5 1046.5 1046.5 1046.5 +16.0 0 346 +0
Total Volume and Open Interest 26,387 112,511 +389
Platinum(NYM)
Jul06 060616 1162.0 1165.0 1141.0 1144.6 -16.3 1,701 5,416 -667
Oct06 060616 1179.0 1179.0 1157.6 1157.6 -15.3 312 2,308 +91
Jan07 060616 1161.6 1161.6 1161.6 1161.6 -21.3 0 2 +0
Total Volume and Open Interest 2,013 7,730 -576
Palladium(NYME)
Jun06 060616 302.05 302.05 302.05 302.05 +0.25 0 404 -1
Sep06 060616 307.00 309.00 303.00 306.05 +0.25 1,398 13,135 -74
Dec06 060616 310.00 311.00 309.30 309.30 +0.25 30 585 -21
Total Volume and Open Interest 1,429 14,171 -95
Copper(CMX)
Jul06 060616 323.50 329.80 323.00 329.15 +7.65 8,237 23,545 -2,014
Sep06 060616 315.00 322.50 315.00 322.15 +9.00 6,896 34,347 +1,204
Dec06 060616 306.00 313.50 306.00 311.40 +8.10 629 6,628 +199
Mar07 060616 300.40 300.40 300.40 300.40 +7.95 14 899 -6
May07 060616 294.15 294.15 294.15 294.15 +8.85 24 325 -7
Total Volume and Open Interest 16,630 76,984 -969
Aluminum(CMX)
Jun06 060616 114.00 114.00 114.00 114.00 -1.50 3 38 +3
Jul06 060616 114.50 115.00 114.50 115.00 -1.50 4 98 +4
Aug06 060616 116.00 116.00 116.00 116.00 -1.50 0 35 +0
Sep06 060616 116.00 116.00 116.00 116.00 -1.50 0 1 +0
Oct06 060616 115.85 115.85 115.85 115.85 -1.50 0 40 +0
Nov06 060616 115.70 115.70 115.70 115.70 -1.50 0 40 +0
Total Volume and Open Interest 7 816 +7
DJIA Index(CBOT)
Jun06 060615 10855 11030 10850 11025 +204 12,557 27,433 +430
Sep06 060616 11090 11130 11060 11088 -21 14,440 51,529 +7,309
Dec06 060616 11175 11175 11163 11163 -26 12 1,729 +3
Mar07 060616 11239 11239 11239 11239 -21 0 12 +0
Total Volume and Open Interest 22,804 77,962 +4,571
S & P 500(CME)
Sep06 060616 1263.80 1267.30 1256.90 1260.10 -7.60 77,528 603,665 +12,904
Dec06 060616 1271.20 1271.20 1271.20 1271.20 -7.60 244 5,176 -94
Mar07 060616 1281.80 1281.80 1281.80 1281.80 -7.60 0 311 -29
Jun07 060616 1293.80 1293.80 1293.80 1293.80 -7.60 0 38 -29
Total Volume and Open Interest 126,351 773,109 -1,167
S & P 500 E-Mini(Globex)
Sep06 060616 1267.75 1268.00 1256.75 1260.00 -7.75 1,684,308 1,276,845 +61,722
Dec06 060616 1271.25 1271.25 1271.25 1271.25 -19.75      
Total Volume and Open Interest 1,219,258 1,554,036  
NASDAQ 100(CME)
Sep06 060616 1586.00 1592.00 1572.50 1575.50 -19.00 23,814 50,210 +8,540
Dec06 060616 1592.00 1592.00 1592.00 1592.00 -19.00 0 55 +0
Mar07 060616 1608.50 1608.50 1608.50 1608.50        
NASDAQ 100 E-Mini(Globex)
Sep06 060616 1594.50 1613.00 1572.50 1575.50 -19.00 496,232 332,376 +6,925
Dec06 060616 1592.00 1592.00 1592.00 1592.00 -28.30      
Total Volume and Open Interest 330,601 442,803  
S & P Midcap 400(CME)
Sep06 060616 95.64 96.64 87.24 90.74 -4.50 2,115 8,111 +332
Dec06 060616 97.74 97.74 97.74 97.74 -4.50 0 1 +0
Mar07 060616 104.74 104.74 104.74 104.74 -4.50      
Total Volume and Open Interest 4,261 13,123 -235
Russell 2000(CME)
Sep06 060616 705.50 706.50 695.50 697.80 -9.50 5,952 32,936 +2,199
Dec06 060616 703.80 703.80 703.80 703.80 -9.50 0 7 +0
Mar07 060616 709.80 709.80 709.80 709.80 -9.50      
Total Volume and Open Interest 11,453 58,833 -4,159
Russell 2000 E-Mini(Globex)
Jun06 060616 701.00 703.10 699.80 699.80 -1.40 27,727 202,517 -45,820
Sep06 060616 707.50 708.20 694.90 697.80 -9.50 255,949 403,316 +10,649
Dec06 060616 703.80 703.80 703.80 703.80 -23.90      
Total Volume and Open Interest 208,992 447,123  
Value Line(KCBT)
Jun06 060616 1967.00 1967.00 1967.00 1967.00 unch 1 76 +0
Total Volume and Open Interest 2 78 +0
Nikkei 225(CME)
Sep06 060616 14870 14980 14785 14895 +435 52,372 192,721 +10,754
Dec06 060616 14840 14840 14840 14840 +410      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060616 14870 14980 14785 14895 +435 52,372 192,721 +10,754
Dec06 060616 14840 14840 14840 14840 +410      
Mar07 060616 14850 14850 14850 14850 +410 0 1 +0
Total Volume and Open Interest 52,373 192,882 +10,755
CAC 40(MATIF)
Jun06 060616 4772.0 4799.0 4694.5 4723.4 -3.1 192,181 506,628 -75,537
Jul06 060616 4764.0 4805.0 4688.0 4700.5 -32.0 130,012 326,983 +76,017
Aug06 060616 4796.0 4812.5 4709.0 4710.5 -32.5 293 1,236 +239
Total Volume and Open Interest 329,657 899,752 +4,493
Hang Seng Index(HKFE)
Jun06 060616 15844 15848 15754 15838 +411 50,042 113,205 -845
Jul06 060616 15831 15894 15808 15890 +414 1,460 4,633 +411
Total Volume and Open Interest 51,629 118,801 -474
DAX Index(EUREX)
Jun06 060616 5482.0 5501.5 5437.0 5475.1 +46.6 223,676 112,317 -74,554
Sep06 060616 5519.0 5541.0 5406.0 5411.5 -56.5 88,486 164,986 +20,581
Dec06 060616 5564.5 5585.0 5455.0 5455.5 -57.5 15,588 12,169 +209
Total Volume and Open Interest 327,750 289,472 -53,764
FT-SE 100(LIFFE)
Jun06 060616 5690.00 5704.00 5627.50 5645.00 +7.00 137,787 116,409 -42,638
Sep06 060616 5702.00 5716.50 5603.50 5609.00 -41.00 82,617 426,017 +33,946
Dec06 060616 5727.50 5727.50 5641.00 5641.00 -41.50 17 37,017 -9
Total Volume and Open Interest 220,421 580,443 -8,701
SPI 200(SFE)
Jun06 060615 4901.0 4910.0 4889.0 4896.0 +21.0 81,174 203,991 -87,447
Sep06 060616 4960.0 4967.0 4923.0 4958.0 +115.0 19,913 224,241 +8,183
Dec06 060616 4934.0 4981.0 4934.0 4976.0 +115.0 31 4,066 +12
Total Volume and Open Interest 25,115 375,715 -52,372
GSCI(CME)
Jul06 060616 468.20 470.20 465.00 468.70 -0.60 640 20,609 +421
Aug06 060616 473.00 473.00 473.00 473.00 unch 0 26 +0
Sep06 060616 476.00 476.00 476.00 476.00 +1.00      
Total Volume and Open Interest 1,148 21,792  
Reuters CRB Index(NYBOT)
Aug06 060616 380.00 380.00 378.00 379.40 +0.40 16 538 +0
Nov06 060616 383.50 387.90 383.50 387.90 +0.40 2 400 +0
Jan07 060616 389.90 389.90 389.90 389.90 +0.40      
Total Volume and Open Interest 20 939 +1
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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