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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 Tue June 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060620 584.50 586.00 582.00 585.25 +0.75 38,593 101,586 -8,848
Aug06 060620 591.00 593.00 588.50 592.25 +0.25 9,479 41,689 +1,924
Sep06 060620 597.50 600.00 595.00 599.25 +1.00 2,857 18,461 -109
Nov06 060620 610.00 613.00 607.00 612.00 +1.00 54,859 175,225 +7,012
Jan07 060620 618.00 622.00 618.00 621.50 +0.75 357 9,595 -14
Mar07 060620 625.50 631.00 625.50 630.50 +1.00 204 7,980 +25
May07 060620 629.00 637.00 629.00 636.50 +3.50 525 5,875 +21
Total Volume and Open Interest 108,225 380,113 +358
Soybean Meal(CBOT)
Jul06 060620 177.90 178.30 177.00 177.30 -0.60 10,873 52,326 -1,445
Aug06 060620 178.70 179.10 178.00 178.20 -0.70 3,304 26,998 -222
Sep06 060620 179.40 180.00 179.00 179.20 -0.40 1,523 21,423 -419
Oct06 060620 180.50 180.90 180.00 180.00 -0.50 159 9,952 +22
Dec06 060620 183.00 183.40 182.40 182.70 -0.40 4,577 47,487 +1,125
Jan07 060620 184.00 184.60 183.80 183.90 -0.20 42 4,195 +32
Mar07 060620 185.80 186.20 185.50 185.50 -0.30 63 4,107 +27
May07 060620 186.00 186.00 185.30 185.50 -0.50 51 4,317 -45
Total Volume and Open Interest 20,860 175,952 -992
Soybean Oil(CBOT)
Jul06 060620 24.08 24.34 23.98 24.28 +0.08 29,768 55,063 -4,658
Aug06 060620 24.20 24.55 24.18 24.49 +0.10 4,336 24,689 +963
Sep06 060620 24.40 24.77 24.40 24.68 +0.11 3,663 16,434 +1,755
Oct06 060620 24.65 24.98 24.65 24.93 +0.14 1,303 9,676 -102
Dec06 060620 25.03 25.45 25.02 25.41 +0.17 13,843 103,653 +3,833
Jan07 060620 25.30 25.60 25.30 25.60 +0.15 42 4,007 +27
Mar07 060620 25.70 26.00 25.65 26.00 +0.26 12 2,457 -6
May07 060620 26.05 26.30 26.05 26.30 +0.27 457 6,470 -86
Total Volume and Open Interest 54,060 239,795 +1,546
Canola(WCE)
Jul06 060620 272.0 272.0 269.2 270.2 -3.1 4,525 10,556 -2,405
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060620 290.0 290.0 287.5 288.9 -2.7 6,047 55,630 +1,459
Jan07 060620 299.8 299.8 297.1 297.5 -2.7 144 5,195 -58
Mar07 060620 305.3 305.3 305.3 305.3 -2.7 0 557 +0
Total Volume and Open Interest 10,728 78,796 -1,003
Corn(CBOT)
Jul06 060620 229.00 230.50 228.00 229.75 unch 47,069 190,044 -13,447
Sep06 060620 240.50 242.00 239.00 241.25 +0.25 41,644 405,105 +7,402
Dec06 060620 255.50 256.50 253.50 256.00 +0.25 96,342 423,200 +10,593
Mar07 060620 265.75 268.00 265.25 267.75 +1.00 5,433 81,816 +2,194
May07 060620 272.50 277.50 272.50 276.50 +2.50 1,383 15,122 +1,091
Jul07 060620 280.50 285.25 280.25 284.50 +3.00 3,454 40,786 +2,542
Total Volume and Open Interest 203,377 1,319,316 +12,763
Wheat(CBOT)
Jul06 060620 360.50 367.50 360.00 367.00 +8.50 15,868 54,567 -4,325
Sep06 060620 379.00 386.50 378.00 384.75 +8.50 31,104 218,817 +3,496
Dec06 060620 396.50 404.50 396.00 403.75 +8.50 11,792 104,961 +2,423
Mar07 060620 413.00 420.00 413.00 420.00 +9.50 546 29,705 +72
May07 060620 424.50 429.00 424.00 429.00 +9.50 0 927 +0
Total Volume and Open Interest 60,765 484,632 +1,887
Wheat(KCBT)
Jul06 060620 462.50 474.00 462.50 473.00 +12.00 7,483 29,870 -3,326
Sep06 060620 474.50 483.00 474.00 482.50 +12.50 7,429 53,607 +2,699
Dec06 060620 484.00 494.00 484.00 492.50 +11.25 5,000 39,979 +1,592
Mar07 060620 484.50 494.00 484.50 492.75 +11.25 535 4,913 +207
May07 060620 485.00 487.00 485.00 486.00 +8.50 0 210 +0
Total Volume and Open Interest 20,916 146,851 +1,414
Wheat(MGE)
Jul06 060620 436.00 448.00 436.00 446.00 +12.50 3,529 9,910 -1,940
Sep06 060620 446.00 455.00 445.50 453.50 +10.75 2,744 13,742 -284
Dec06 060620 458.00 464.00 458.00 463.50 +11.00 1,678 21,907 +399
Mar07 060620 467.00 470.00 467.00 468.50 +9.00 59 1,447 +38
May07 060620 471.00 472.00 468.00 468.00 +5.00 3 63 +1
Total Volume and Open Interest 8,042 51,220 -1,779
Oats(CBOT)
Jul06 060620 197.50 198.50 194.00 196.50 +0.75 547 3,028 -294
Sep06 060620 194.00 196.50 193.50 194.75 +1.25 166 4,882 +106
Dec06 060620 195.75 197.00 194.25 196.75 +2.25 697 6,241 +329
Mar07 060620 203.00 203.00 203.00 203.00 +1.00 0 114 +0
Total Volume and Open Interest 1,410 14,270 +141
Rough Rice(CBOT)
Jul06 060620 8.95 9.19 8.93 9.14 +0.20 298 4,183 -132
Sep06 060620 9.22 9.48 9.20 9.40 +0.17 191 3,261 +84
Nov06 060620 9.43 9.63 9.40 9.56 +0.12 162 3,870 +17
Jan07 060620 9.68 9.77 9.68 9.71 +0.13 8 864 +2
Total Volume and Open Interest 665 13,373 -23
Live Cattle(CME)
Jun06 060620 82.050 82.575 81.900 81.950 -0.575 2,218 10,658 -912
Aug06 060620 83.700 83.800 83.100 83.200 -0.700 18,584 121,193 -3,970
Oct06 060620 86.650 86.700 86.150 86.250 -0.400 8,943 48,554 -1,296
Dec06 060620 87.900 88.000 87.400 87.625 -0.375 5,152 32,430 +334
Feb07 060620 90.125 90.125 89.625 89.875 -0.425 1,096 11,148 +306
Apr07 060620 87.350 87.400 87.075 87.100 -0.400 323 2,098 -142
Total Volume and Open Interest 36,370 227,164 -5,653
Feeder Cattle(CME)
Aug06 060620 112.850 113.400 112.600 112.750 -0.450 2,806 17,624 -341
Sep06 060620 112.600 112.750 112.050 112.325 -0.675 560 3,123 -146
Oct06 060620 111.050 111.700 110.850 111.175 -0.100 351 2,963 -18
Nov06 060620 110.500 110.700 110.000 110.500 unch 225 1,033 -15
Jan07 060620 106.500 106.500 106.100 106.400 -0.100 197 903 +52
Mar07 060620 104.400 104.400 104.400 104.400 -0.100 7 72 +2
Apr07 060620 104.400 104.400 104.400 104.400 +0.150 13 44 +2
Total Volume and Open Interest 4,159 25,807 -464
Lean Hogs(CME)
Jul06 060620 76.800 76.800 75.400 75.625 -1.300 7,736 28,609 -163
Aug06 060620 73.200 73.400 71.700 71.825 -1.600 12,342 83,963 +1,966
Oct06 060620 63.400 63.500 61.800 61.825 -1.600 5,734 22,680 +227
Dec06 060620 59.500 59.500 57.850 58.425 -0.800 3,674 14,147 +587
Feb07 060620 60.500 60.500 59.450 59.700 -0.775 866 4,937 +322
Apr07 060620 61.250 61.250 60.400 60.625 -0.600 436 2,415 +152
May07 060620 62.825 63.275 62.750 63.275 -0.125 24 500 +39
Jun07 060620 64.150 64.250 63.900 64.075 -0.525 48 349 +24
Total Volume and Open Interest 30,860 157,602 +3,154
Pork Bellies(CME)
Jul06 060620 99.300 99.450 96.300 97.025 -1.625 369 1,152 +54
Aug06 060620 94.700 95.100 92.000 92.525 -1.525 210 612 +2
Feb07 060620 85.650 85.650 85.650 85.650 +0.150 0 26 +0
Mar07 060620 85.900 85.900 85.900 85.900 +0.150 0 6 +0
Total Volume and Open Interest 579 1,796 +56
Class III Milk(CME)
Jun06 060620 11.25 11.26 11.25 11.26 unch 31 3,118 +22
Jul06 060620 11.37 11.47 11.35 11.35 -0.02 85 3,573 +4
Aug06 060620 11.82 11.90 11.80 11.81 -0.05 177 3,901 +36
Sep06 060620 12.35 12.35 12.25 12.25 -0.01 126 4,093 +1
Oct06 060620 12.34 12.34 12.33 12.33 -0.01 66 3,651 +10
Total Volume and Open Interest 792 31,162 +117
Cocoa(NYBOT)
Jul06 060620 1525 1537 1520 1527 unch 2,477 3,372 -2,836
Sep06 060620 1535 1541 1526 1528 -5 6,060 65,719 +6
Dec06 060620 1562 1571 1557 1558 -5 910 23,521 +1
Mar07 060620 1592 1599 1589 1590 -4 30 15,835 +29
May07 060620 1610 1610 1610 1610 -4 25 6,131 +5
Jul07 060620 1630 1630 1630 1630 -4 192 3,108 +121
Sep07 060620 1648 1648 1648 1648 -5 0 8,664 +0
Total Volume and Open Interest 9,694 132,977 -2,674
Coffee "C"(NYBOT)
Jul06 060620 95.25 96.55 95.25 95.45 +0.50 6,764 17,538 -3,937
Sep06 060620 98.25 99.10 97.30 97.45 +0.20 11,340 77,949 +2,304
Dec06 060620 102.25 102.75 101.25 101.30 +0.15 1,269 16,019 +287
Mar07 060620 105.80 106.60 105.05 105.05 +0.15 410 5,585 +84
May07 060620 108.75 108.75 107.40 107.40 +0.15 59 1,506 +21
Jul07 060620 110.75 111.00 109.65 109.65 +0.15 83 728 -2
Total Volume and Open Interest 20,004 121,667 -1,305
Orange Juice(NYBOT)
Jul06 060620 156.50 157.20 156.00 156.95 +1.05 3,045 8,075 -1,887
Sep06 060620 156.50 157.80 156.10 157.75 +1.25 3,404 14,448 +1,962
Nov06 060620 156.50 157.25 155.90 157.25 +1.50 19 2,859 -1
Jan07 060620 156.50 156.90 155.80 156.90 +1.15 1 1,769 +0
Mar07 060620 157.15 157.15 157.15 157.15 +1.15 0 496 +0
Total Volume and Open Interest 6,469 27,791 +74
Sugar #11(NYBOT)
Jul06 060620 14.90 15.22 14.85 15.21 +0.36 14,150 61,858 -5,608
Oct06 060620 15.23 15.60 15.22 15.58 +0.39 15,958 227,736 +2,367
Mar07 060620 15.45 15.79 15.45 15.77 +0.35 5,120 73,156 -737
May07 060620 15.36 15.60 15.36 15.60 +0.28 3,294 36,271 -336
Jul07 060620 15.22 15.45 15.22 15.44 +0.22 1,105 26,868 -27
Total Volume and Open Interest 40,360 449,343 -4,214
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060620 23.22 23.27 23.22 23.27 -0.03 225 4,891 +39
Nov06 060620 22.40 22.43 22.40 22.43 +0.01 69 1,686 +40
Jan07 060620 22.54 22.54 22.54 22.54 unch 2 1,209 +0
Mar07 060620 22.48 22.48 22.48 22.48 +0.03 2 1,297 +2
Total Volume and Open Interest 298 11,043 +81
London Cocoa(LCE)
Jul06 060620 954 955 938 949 +4 3,263 56,881 -1,301
Sep06 060620 904 907 899 904 +3 6,209 55,940 +1,546
Dec06 060620 906 910 903 907 +2 1,304 33,876 -673
Mar07 060620 917 921 914 918 +2 1,352 26,942 -94
May07 060620 928 930 925 927 +3 73 4,936 +38
Jul07 060620 935 935 935 935 +2 10 3,126 +9
Sep07 060620 944 944 944 944 +3 7 1,725 +7
Total Volume and Open Interest 12,220 193,404 -468
London Coffee(LCE)
Jul06 060620 1120.00 1145.00 1120.00 1140.00 +20.00 1,806 30,076 -932
Sep06 060620 1137.00 1162.00 1137.00 1159.00 +21.00 5,233 57,281 +793
Nov06 060620 1149.00 1172.00 1149.00 1172.00 +21.00 603 32,159 +127
Jan07 060620 1153.00 1175.00 1153.00 1175.00 +23.00 108 5,004 +64
Mar07 060620 1166.00 1182.00 1166.00 1182.00 +22.00 0 1,036 +0
May07 060620 1183.00 1191.00 1183.00 1191.00 +22.00 2 798 -2
Total Volume and Open Interest 7,752 126,671 +50
London Sugar(LCE)
Aug06 060620 450.00 458.50 449.50 457.50 +8.00 1,103 22,908 -457
Oct06 060620 440.50 451.50 440.50 451.20 +10.30 1,366 19,043 +120
Dec06 060620 439.00 447.20 439.00 447.20 +9.70 114 10,542 +5
Mar07 060620 425.00 435.00 425.00 434.20 +9.20 570 8,216 +261
May07 060620 427.50 433.70 427.00 433.70 +8.70 146 3,343 +75
Total Volume and Open Interest 3,376 67,197 +4
Cotton(NYBOT)
Jul06 060620 50.60 51.60 50.50 51.10 +0.20 6,425 31,149 -2,160
Oct06 060620 54.30 55.35 54.27 54.70 +0.10 690 9,649 +245
Dec06 060620 56.55 57.50 56.50 57.02 +0.29 7,276 106,110 +694
Mar07 060620 59.40 59.90 59.35 59.76 +0.46 1,397 17,230 +629
May07 060620 60.50 60.50 60.50 60.50 +0.40 0 827 +0
Jul07 060620 61.30 61.30 61.30 61.30 +0.40 14 2,285 -14
Total Volume and Open Interest 15,802 168,694 -606
Lumber(CME)
Jul06 060620 298.0 298.0 288.6 293.0 +0.5 429 2,636 +57
Sep06 060620 309.3 309.9 303.3 306.9 unch 190 2,633 +11
Nov06 060620 307.0 308.0 303.3 303.7 -2.1 39 301 +11
Jan07 060620 315.0 315.0 315.0 315.0 -0.5 0 5 +0
Total Volume and Open Interest 658 5,588 +79
Crude Oil(NYM)
Jul06 060620 69.30 69.85 68.55 68.94 -0.04 95,557 29,866 -40,656
Aug06 060620 69.90 70.20 68.85 69.34 -0.21 102,022 248,095 +12,450
Sep06 060620 70.55 70.85 69.70 70.01 -0.26 21,838 98,644 +2,241
Oct06 060620 71.15 71.15 70.20 70.53 -0.30 2,784 42,839 +548
Nov06 060620 71.65 71.80 70.70 70.98 -0.33 1,153 25,819 +480
Dec06 060620 72.00 72.20 71.15 71.35 -0.35 12,792 107,221 -957
Jan07 060620 71.55 71.63 71.55 71.63 -0.36 1,289 36,143 +385
Feb07 060620 71.82 71.82 71.82 71.82 -0.36 362 14,315 +274
Mar07 060620 71.94 71.94 71.94 71.94 -0.38 561 15,194 +27
Apr07 060620 71.98 71.98 71.98 71.98 -0.39 0 9,763 +0
May07 060620 71.98 71.98 71.98 71.98 -0.39 140 8,871 -36
Jun07 060620 72.80 72.80 71.95 71.95 -0.39 2,252 35,736 +712
Jul07 060620 71.85 71.85 71.85 71.85 -0.39 0 10,231 +0
Aug07 060620 71.72 71.72 71.72 71.72 -0.39 0 6,106 +0
Sep07 060620 71.59 71.59 71.59 71.59 -0.39 0 8,370 +90
Oct07 060620 71.46 71.46 71.46 71.46 -0.39 50 4,383 +50
Total Volume and Open Interest 253,442 980,669 -24,585
Heating Oil(NYM)
Jul06 060620 190.75 193.00 189.80 190.74 +1.26 20,713 32,121 -1,745
Aug06 060620 195.00 197.20 194.00 195.08 +1.39 15,231 52,239 -155
Sep06 060620 199.75 201.50 198.75 199.48 +1.29 5,036 19,895 -232
Oct06 060620 203.70 206.00 202.50 203.48 +1.24 1,437 8,233 +258
Nov06 060620 207.60 209.80 206.75 207.08 +1.19 946 5,711 -52
Dec06 060620 210.70 213.50 210.60 210.63 +1.14 1,624 14,238 -266
Jan07 060620 214.50 217.00 213.00 213.58 +1.09 1,195 13,866 +238
Feb07 060620 215.65 217.50 214.00 214.58 +1.04 135 4,593 +87
Mar07 060620 213.70 215.50 212.75 213.18 +0.99 128 3,910 +21
Apr07 060620 209.00 210.75 207.78 207.78 +0.94 102 4,711 -23
May07 060620 206.50 206.50 203.53 203.53 +0.89 23 816 +3
Jun07 060620 203.50 203.50 201.48 201.48 +0.89 21 5,215 +0
Total Volume and Open Interest 46,645 167,127 -1,812
Unleaded Gas(NYM)
Jul06 060620 200.40 203.40 198.50 200.56 +1.42 21,245 23,638 -2,616
Aug06 060620 201.50 204.50 199.75 201.67 +1.49 8,987 39,132 +370
Sep06 060620 200.25 202.00 199.50 200.47 +1.34 2,451 11,846 +464
Oct06 060620 189.25 190.00 188.00 188.47 +1.34 369 5,207 +31
Nov06 060620 183.00 183.80 183.00 183.47 +1.34 137 2,303 +25
Dec06 060620 179.25 180.47 179.25 180.47 +1.34 111 3,152 +2
Jan07 060620 180.97 180.97 180.97 180.97 +1.29 11 1,568 -7
Total Volume and Open Interest 33,311 86,846 -1,731
Natural Gas(NYM)
Jul06 060620 6.750 6.820 6.470 6.502 -0.391 21,510 53,385 -4,376
Aug06 060620 7.020 7.050 6.690 6.737 -0.416 9,340 75,421 -620
Sep06 060620 7.340 7.350 6.960 6.997 -0.461 3,323 54,380 +295
Oct06 060620 7.700 7.720 7.350 7.367 -0.471 5,191 45,841 -3
Nov06 060620 8.860 8.870 8.547 8.547 -0.426 1,873 52,873 -369
Dec06 060620 10.150 10.150 9.847 9.847 -0.396 919 29,683 +11
Jan07 060620 10.830 10.840 10.557 10.557 -0.376 1,647 49,647 +307
Feb07 060620 10.860 10.860 10.587 10.587 -0.366 1,040 30,226 +97
Mar07 060620 10.650 10.650 10.387 10.387 -0.356 2,046 55,744 +497
Apr07 060620 8.550 8.560 8.407 8.407 -0.206 999 32,869 -127
May07 060620 8.350 8.350 8.222 8.222 -0.196 2,439 22,533 -444
Jun07 060620 8.450 8.470 8.310 8.317 -0.191 213 12,813 -70
Jul07 060620 8.510 8.560 8.427 8.427 -0.196 166 9,444 +0
Aug07 060620 8.660 8.660 8.500 8.522 -0.196 156 8,183 +30
Sep07 060620 8.770 8.770 8.637 8.637 -0.191 51 9,405 +2
Oct07 060620 8.920 8.940 8.807 8.807 -0.191 715 24,866 +311
Total Volume and Open Interest 56,258 867,648 -4,190
Brent Crude Oil(ICE)
Aug06 060620 68.02 69.04 67.48 68.08 -0.03 69,445 93,322 -2,145
Sep06 060620 68.60 69.60 68.02 68.60 -0.13 38,796 116,076 +2,515
Oct06 060620 69.28 70.17 68.59 69.15 -0.16 10,759 38,594 +821
Nov06 060620 69.70 70.55 69.15 69.63 -0.18 6,916 14,369 -224
Dec06 060620 70.05 71.02 69.59 70.04 -0.17 9,372 52,632 +809
Jan07 060620 71.20 71.20 70.39 70.39 -0.16 1,050 14,784 +526
Feb07 060620 70.69 70.69 70.69 70.69 -0.14 55 9,292 +20
Mar07 060620 70.81 70.81 70.81 70.81 -0.14 0 6,081 +0
Apr07 060620 70.87 70.87 70.87 70.87 -0.16 0 3,071 +0
May07 060620 70.88 70.88 70.88 70.88 -0.19 0 1,505 +0
Jun07 060620 71.76 71.76 70.65 70.79 -0.22 0 10,899 +0
Jul07 060620 70.67 70.67 70.67 70.67 -0.24 0 66 +0
Aug07 060620 70.54 70.54 70.54 70.54 -0.23 0 235 +0
Sep07 060620 70.41 70.41 70.41 70.41 -0.21 0 900 +0
Total Volume and Open Interest 139,679 416,350 +3,234
Gas Oil(ICE)
Jul06 060620 609.50 621.00 607.00 613.50 +6.00 24,144 63,900 -443
Aug06 060620 614.25 625.75 612.25 618.75 +6.50 13,358 43,092 -20
Sep06 060620 620.50 631.00 620.00 625.25 +7.25 6,555 16,185 +557
Oct06 060620 627.00 637.50 626.75 632.25 +7.50 2,932 12,113 -871
Nov06 060620 635.00 642.50 632.50 638.50 +7.75 235 8,153 +30
Dec06 060620 640.75 649.25 638.75 644.50 +7.75 4,708 29,440 +397
Jan07 060620 647.50 653.00 642.75 648.75 +7.75 637 7,770 +367
Feb07 060620 647.75 648.75 645.25 648.75 +7.50 25 820 +0
Mar07 060620 648.50 648.50 648.25 648.25 +7.50 0 3,584 +0
Apr07 060620 644.75 644.75 644.75 644.75 +8.25 0 825 +0
Total Volume and Open Interest 52,985 218,969 +183
US Dollar Index(NYBOT)
Sep06 060620 85.94 86.06 85.58 85.76 -0.16 2,427 22,460 -245
Dec06 060620 85.60 85.62 85.22 85.40 -0.17 0 2,152 -2
Mar07 060620 85.07 85.07 85.07 85.07 -0.16 0 5 +0
Total Volume and Open Interest 2,740 39,520 -410
Australian Dollar(CME)
Sep06 060620 73.66 73.73 73.63 73.68 +0.11 2,991 37,994 -3,085
Dec06 060620 73.57 73.57 73.57 73.57 +0.11 1 336 +10
Mar07 060620 73.44 73.44 73.44 73.44 +0.11 0 9 +0
Total Volume and Open Interest 4,135 79,732 -4,002
British Pound(CME)
Sep06 060620 184.21 184.83 184.10 184.60 +0.24 1,194 80,384 -2,033
Dec06 060620 185.00 185.00 185.00 185.00 +0.24 0 188 +18
Mar07 060620 185.40 185.40 185.40 185.40 +0.24 0 1 +0
Total Volume and Open Interest 3,134 128,615 -3,065
Canadian Dollar(CME)
Sep06 060620 89.74 89.91 89.62 89.69 +0.09 5,358 83,699 +603
Dec06 060620 89.93 89.93 89.93 89.93 +0.09 19 1,872 -2
Mar07 060620 90.32 90.32 90.17 90.17 +0.09 5 170 +4
Jun07 060620 90.41 90.41 90.41 90.41 +0.09 0 86 +0
Total Volume and Open Interest 6,394 124,538 -670
Japanese Yen(CME)
Sep06 060620 88.03 88.27 87.97 88.15 +0.38 3,529 146,307 -167
Dec06 060620 89.28 89.28 89.28 89.28 +0.38 5 20,054 -1
Mar07 060620 90.36 90.36 90.36 90.36 +0.38 0 2 +0
Total Volume and Open Interest 4,578 240,518 -2,006
Swiss Franc(CME)
Sep06 060620 81.22 81.61 81.20 81.53 +0.12 1,950 57,455 +3,766
Dec06 060620 82.26 82.26 82.25 82.25 +0.12 0 66 +4
Mar07 060620 82.95 82.95 82.95 82.95 +0.12 0 7 +0
Total Volume and Open Interest 2,680 128,649 +3,340
EuroFX(CME)
Sep06 060620 126.25 126.93 126.15 126.61 +0.05 3,915 132,158 +3,138
Dec06 060620 127.45 127.45 127.34 127.34 +0.05 63 848 +58
Mar07 060620 128.01 128.01 128.01 128.01 +0.05 0 79 +0
Total Volume and Open Interest 6,055 210,222 +2,417
Mexican Peso(CME)
Jun06 060619 8740.0 8740.0 8740.0 8740.0 +3.0 630 45,102 -253
Sep06 060620 8642.0 8690.0 8637.0 8665.0 +8.0 6,685 50,318 -928
Total Volume and Open Interest 6,771 120,117 -1,140
30-Year T-Bonds(CBOT)
Jun06 060620 106~20 106~20 106~10 106~14 -0~02 4,443 11,318 -2,144
Sep06 060620 106~17 106~25 106~06 106~12 -0~03 192,218 733,358 +8,678
Dec06 060620 106~18 106~20 106~12 106~16 -0~03 549 4,546 +325
Total Volume and Open Interest 197,215 749,239 +6,854
10-Year T-Notes(CBOT)
Jun06 060620 104~295 104~310 104~220 104~240 -0~030 9,623 12,991 -6,792
Sep06 060620 104~235 104~285 104~175 104~200 -0~030 623,417 2,018,058 +53,109
Total Volume and Open Interest 633,946 2,045,952 +46,334
5-Year T-Notes(CBOT)
Jun06 060620 103~110 103~110 103~110 103~110 -0~020 2,844 0 +0
Sep06 060620 103~110 103~110 103~065 103~080 -0~020 263,741 0 +0
Dec06 060620 103~060 103~060 103~060 103~060 -0~020 0 1 +0
Total Volume and Open Interest 266,585 1 +0
2 Year T-Notes(CBOT)
Jun06 060620 101~040 101~040 101~040 101~040 -0~002 72 3,745 -914
Sep06 060620 101~048 101~048 101~044 101~044 -0~004 564 542,614 +14,585
Total Volume and Open Interest 636 546,359 +13,671
Eurodollars(CME)
Sep06 060620 94.405 94.415 94.385 94.400 -0.005 318,179 1,489,952 +13,698
Dec06 060620 94.400 94.400 94.375 94.385 -0.010 22,518 1,577,686 +4,495
Mar07 060620 94.440 94.440 94.410 94.420 -0.015 21,160 1,304,144 +22,785
Jun07 060620 94.485 94.485 94.450 94.460 -0.020 32,367 998,798 +56,618
Sep07 060620 94.510 94.510 94.490 94.500 -0.020 37,379 930,003 -21,159
Dec07 060620 94.520 94.520 94.500 94.510 -0.020 21,206 681,924 -3,835
Mar08 060620 94.525 94.525 94.505 94.515 -0.020 25,173 529,085 +6,989
Jun08 060620 94.510 94.510 94.485 94.500 -0.015 20,760 286,054 +14,807
Sep08 060620 94.485 94.490 94.465 94.480 -0.015 18,043 264,407 +4,898
Dec08 060620 94.475 94.475 94.435 94.450 -0.015 14,107 233,563 +4,192
Mar09 060620 94.445 94.450 94.425 94.440 -0.015 10,744 169,700 +5,522
Jun09 060620 94.440 94.440 94.400 94.415 -0.015 10,058 145,764 +7,027
Sep09 060620 94.400 94.405 94.385 94.390 -0.015 7,962 116,607 +1,806
Dec09 060620 94.370 94.375 94.355 94.360 -0.015 14,459 117,181 +9,137
Mar10 060620 94.355 94.360 94.350 94.350 -0.010 14,207 100,428 -5,964
Jun10 060620 94.335 94.340 94.330 94.330 -0.010 24,432 79,872 -197
Sep10 060620 94.315 94.315 94.290 94.305 -0.010 23,370 78,589 +16,337
Dec10 060620 94.260 94.285 94.260 94.275 -0.010 3,180 68,291 +1,128
Total Volume and Open Interest 393,475 9,362,780 -1,109,954
3-Mth Euro-Yen(CME)
Jun06 060619 99.69 99.69 99.69 99.69 unch 1,016 12,408 +156
Sep06 060620 99.49 99.49 99.49 99.49 -0.03 489 8,053 -702
Dec06 060620 99.33 99.33 99.32 99.32 -0.06 465 10,278 +11
Mar07 060620 99.15 99.15 99.14 99.14 -0.07 473 5,448 +135
Jun07 060620 98.98 98.98 98.97 98.97 -0.07 761 5,308 +638
Sep07 060620 98.82 98.82 98.82 98.82 -0.08 0 1,832 -100
Dec07 060620 98.69 98.69 98.68 98.68 -0.08 320 1,305 -40
Mar08 060620 98.57 98.57 98.57 98.57 -0.08 0 201 -181
Jun08 060620 98.48 98.48 98.48 98.48 -0.07 0 255 -1
Sep08 060620 98.38 98.38 98.38 98.38 -0.07 0 7 +0
Total Volume and Open Interest 2,508 32,697 -12,648
3-Mth Euro-Yen(SIMEX)
Sep06 060620 99.52 99.52 99.49 99.50 -0.03 1,229 62,459 -1,888
Dec06 060620 99.38 99.38 99.33 99.33 -0.05 1,644 120,125 -225
Mar07 060620 99.21 99.21 99.15 99.15 -0.06 305 49,276 -742
Jun07 060620 99.05 99.05 98.97 98.98 -0.07 434 27,500 +381
Sep07 060620 98.88 98.88 98.82 98.82 -0.08 0 18,124 +11
Dec07 060620 98.69 98.69 98.69 98.69 -0.07 700 26,865 +581
Mar08 060620 98.57 98.57 98.57 98.57 -0.08 0 17,741 -85
Jun08 060620 98.47 98.47 98.47 98.47 -0.08 1 549 +2
Total Volume and Open Interest 4,313 323,794 -60,353
German Euro-Bund(EUREX)
Sep06 060620 116.19 116.44 115.89 115.94 -0.26 835,651 1,327,250 -16,790
Dec06 060620 115.63 115.70 115.23 115.24 -0.26 53 1,927 +11
Mar07 060620 114.84 114.84 114.84 114.84 -0.26 786 10 +7
Total Volume and Open Interest 836,490 1,329,187 -16,772
German Euro-Bobl(EUREX)
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060620 109.09 109.09 109.03 109.03 -0.02 0 2 +0
Mar07 060620 108.79 108.79 108.79 108.79 -0.16      
Total Volume and Open Interest 455,391 951,032 -11,954
Long Gilt(LIFFE)
Jun06 060620 109~19 109~19 109~04 109~04 -0~13 356 52,725 -348
Sep06 060620 109~11 109~12 108~25 108~26 -0~13 49,014 275,367 +2,779
Total Volume and Open Interest 49,370 328,092 +2,431
3-Mth Short Sterling(LIFFE)
Jun06 060620 95.24 95.24 95.24 95.24 -0.01 28,230 379,079 -6,724
Sep06 060620 95.08 95.08 95.08 95.08 -0.01 88,501 519,477 +21,005
Dec06 060620 94.93 94.93 94.93 94.93 -0.02 82,106 387,033 +11,812
Total Volume and Open Interest 400,542 2,498,479 +46,484
3-Mth Euribor(LIFFE)
Sep06 060620 96.720 96.740 96.700 96.710 -0.015 99,188 560,411 -594
Dec06 060620 96.510 96.530 96.475 96.490 -0.025 81,496 595,926 -5,801
Mar07 060620 96.395 96.415 96.345 96.360 -0.035 108,804 510,239 -2,204
Total Volume and Open Interest 597,716 3,579,516 -17,665
3-Mth Aus T-Bills(SFE)
Sep06 060620 93.90 93.91 93.89 93.91 +0.01 11,597 204,620 -11,851
Dec06 060620 93.81 93.84 93.81 93.84 +0.01 27,478 205,842 +14,940
Mar07 060620 93.82 93.84 93.81 93.84 +0.01 5,932 77,556 -2,135
Jun07 060620 93.82 93.84 93.81 93.84 +0.01 4,624 48,909 +712
Sep07 060620 93.80 93.81 93.80 93.81 unch 100 21,860 -311
Dec07 060620 93.76 93.79 93.76 93.79 unch 469 16,368 -130
Mar08 060620 93.75 93.76 93.75 93.76 unch 500 8,484 -75
Jun08 060620 93.71 93.74 93.71 93.74 -0.01 983 3,923 +406
Sep08 060620 93.70 93.72 93.70 93.72 -0.01 1 1,296 +1
Dec08 060620 93.71 93.71 93.71 93.71 +0.01 3 1,272 +0
Total Volume and Open Interest 51,687 591,460 +1,557
10-Year Aus T-Bonds(SFE)
Sep06 060620 94.19 94.22 94.18 94.22 +0.01 35,472 298,413 -5,780
Dec06 060620 94.22 94.22 94.22 94.22 +0.01      
Total Volume and Open Interest 35,472 298,413 -5,780
3-Year Aus T-Bonds(SFE)
Sep06 060620 94.16 94.20 94.16 94.20 +0.01 80,972 379,706 -31,275
Dec06 060620 94.20 94.20 94.20 94.20 +0.01      
Total Volume and Open Interest 80,972 379,706 -31,275
Gold(CMX)
Jun06 060620 568.8 576.9 568.0 576.9 +8.1 6 110 -16
Aug06 060620 572.0 581.0 567.8 580.5 +8.1 27,362 189,168 -417
Oct06 060620 579.3 588.0 574.0 586.4 +8.1 583 11,010 -14
Dec06 060620 583.5 592.5 579.0 592.3 +8.1 1,086 30,013 +358
Feb07 060620 585.0 598.1 585.0 598.1 +8.1 0 14,109 -9
Apr07 060620 595.6 603.9 595.6 603.9 +8.2 3 2,002 +1
Jun07 060620 600.0 609.6 599.0 609.6 +8.2 20 12,832 +15
Aug07 060620 615.3 615.3 615.3 615.3 +8.2 0 354 +0
Oct07 060620 621.1 621.1 621.1 621.1 +8.3 515 2,291 +11
Dec07 060620 617.5 626.9 617.5 626.9 +8.3 720 14,931 +265
Feb08 060620 632.6 632.6 632.6 632.6 +8.3 0 1,215 +0
Apr08 060620 638.3 638.3 638.3 638.3 +8.3      
Total Volume and Open Interest 30,963 288,028 +283
Silver(CMX)
Jul06 060620 998.0 1028.0 990.0 1027.0 +30.0 7,134 41,376 -1,157
Sep06 060620 1008.0 1039.0 1000.0 1036.3 +30.1 1,582 28,255 +613
Dec06 060620 1018.0 1045.4 1010.0 1045.4 +29.9 114 18,016 +117
Mar07 060620 1020.0 1053.1 1020.0 1053.1 +29.5 1 7,944 +1
May07 060620 1065.0 1065.0 1056.8 1056.8 +29.3 0 2,603 +0
Jul07 060620 1060.0 1060.0 1060.0 1060.0 +29.0 59 5,357 +15
Sep07 060620 1058.7 1058.7 1058.7 1058.7 +27.8 0 346 +0
Total Volume and Open Interest 8,911 112,559 -419
Platinum(NYM)
Jul06 060620 1158.0 1170.0 1154.0 1168.5 +30.7 850 5,375 -29
Oct06 060620 1165.0 1182.0 1165.0 1182.0 +31.2 186 2,424 +133
Jan07 060620 1186.0 1186.0 1186.0 1186.0 +31.2 0 4 +0
Total Volume and Open Interest 1,036 7,807 +104
Palladium(NYME)
Jun06 060620 300.20 300.20 300.20 300.20 +8.90 25 422 +20
Sep06 060620 299.00 304.80 295.00 304.00 +8.90 816 13,055 -103
Dec06 060620 307.00 307.25 307.00 307.25 +8.90 0 586 +0
Total Volume and Open Interest 841 14,110 -83
Copper(CMX)
Jul06 060620 311.00 318.00 305.00 317.15 +1.90 6,022 19,408 -2,660
Sep06 060620 304.00 310.25 298.00 309.20 +0.35 5,782 38,145 +1,655
Dec06 060620 293.00 299.50 293.00 299.05 -0.05 254 6,978 +173
Mar07 060620 286.00 288.80 284.00 288.80 +0.40 5 1,005 +13
May07 060620 282.00 282.55 282.00 282.55 +0.40 2 333 +0
Total Volume and Open Interest 12,492 76,716 -1,093
Aluminum(CMX)
Jun06 060620 111.50 111.50 111.50 111.50 +0.45 3 36 -5
Jul06 060620 112.50 112.50 112.50 112.50 +0.40 13 100 +3
Aug06 060620 113.50 113.50 113.50 113.50 +0.30 0 35 +0
Sep06 060620 113.70 113.70 113.70 113.70 +0.40 0 1 +0
Oct06 060620 113.65 113.65 113.65 113.65 +0.40 0 40 +0
Nov06 060620 113.50 113.50 113.50 113.50 +0.40 0 40 +0
Total Volume and Open Interest 16 818 -2
DJIA Index(CBOT)
Jun06 060615 10855 11030 10850 11025 +204 12,557 27,433 +430
Sep06 060620 11003 11115 11000 11075 +67 7,493 51,873 +575
Dec06 060620 11154 11154 11154 11154 +69 5 1,731 +3
Mar07 060620 11226 11226 11226 11226 +67 2 11 -1
Total Volume and Open Interest 7,500 53,615 +577
S & P 500(CME)
Sep06 060620 1251.70 1259.80 1248.80 1252.40 +3.90 33,589 612,449 +6,455
Dec06 060620 1264.00 1264.00 1263.50 1263.50 +4.00 28 5,332 -11
Mar07 060620 1274.20 1274.20 1274.20 1274.20 +4.20 0 311 +0
Jun07 060620 1286.20 1286.20 1286.20 1286.20 +4.20 0 38 +0
Total Volume and Open Interest 33,617 618,416 +6,444
S & P 500 E-Mini(Globex)
Sep06 060620 1248.75 1260.00 1247.50 1252.50 +4.00 1,194,888 1,291,526 +3,951
Dec06 060620 1262.00 1270.00 1259.75 1263.50 +4.00 89 39 +39
Total Volume and Open Interest 1,194,977 1,291,565 -682,571
NASDAQ 100(CME)
Sep06 060620 1568.00 1584.00 1561.00 1570.00 +5.00 5,150 50,589 -107
Dec06 060620 1589.00 1589.00 1589.00 1589.00 +7.50 0 55 +0
Mar07 060620 1605.50 1605.50 1605.50 1605.50 +7.50      
Total Volume and Open Interest 5,150 50,644 -107
NASDAQ 100 E-Mini(Globex)
Sep06 060620 1565.50 1583.80 1561.30 1570.00 +5.00 298,472 334,601 +5,811
Dec06 060620 1588.00 1601.50 1581.00 1589.00 +7.50      
Total Volume and Open Interest 298,472 334,601 +5,811
S & P Midcap 400(CME)
Sep06 060620 78.89 81.74 76.14 77.74 -0.70 645 8,799 +452
Dec06 060620 84.74 84.74 84.74 84.74 -0.70 0 1 +0
Mar07 060620 91.74 91.74 91.74 91.74 -0.70      
Total Volume and Open Interest 645 8,800 +452
Russell 2000(CME)
Sep06 060620 684.75 692.00 682.30 682.90 -1.40 844 32,896 +69
Dec06 060620 694.00 694.00 688.90 688.90 -1.40 0 7 +0
Mar07 060620 694.90 694.90 694.90 694.90 -1.40      
Total Volume and Open Interest 844 32,903 +69
Russell 2000 E-Mini(Globex)
Jun06 060616 701.00 703.10 699.80 699.80 -1.40 27,727 202,517 -45,820
Sep06 060620 684.20 692.20 680.60 682.90 -1.40 208,790 413,697 +8,029
Dec06 060620 692.00 695.90 688.90 688.90 -1.40 5 0 +0
Total Volume and Open Interest 208,795 413,697 -193,140
Value Line(KCBT)
Sep06 060620 1940.00 1940.00 1940.00 1940.00 unch 0 2 +0
Total Volume and Open Interest 0 2 +0
Nikkei 225(CME)
Sep06 060620 14800 14845 14615 14680 -220 42,068 184,249 +2,685
Dec06 060620 14605 14605 14605 14605 -215      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060620 14800 14845 14615 14680 -220 42,068 184,249 +2,685
Dec06 060620 14605 14605 14605 14605 -215      
Mar07 060620 14615 14615 14615 14615 -215 0 1 +0
Total Volume and Open Interest 42,068 184,411 +2,687
CAC 40(MATIF)
Jun06 060616 4772.0 4799.0 4694.5 4723.4 -3.1 192,181 506,628 -75,537
Jul06 060620 4685.5 4790.0 4682.5 4778.0 +45.5 97,330 376,899 -4,488
Aug06 060620 4707.5 4789.5 4707.5 4788.0 +45.5 936 1,249 -165
Total Volume and Open Interest 105,027 444,645 -3,080
Hang Seng Index(HKFE)
Jun06 060620 15690 15690 15530 15600 -147 40,647 110,247 -1,297
Jul06 060620 15730 15740 15582 15649 -152 1,080 5,394 +107
Total Volume and Open Interest 41,812 116,707 -1,160
DAX Index(EUREX)
Sep06 060620 5416.0 5548.5 5413.5 5525.5 +47.5 155,813 191,940 +4,887
Dec06 060620 5471.5 5583.0 5470.0 5570.5 +48.0 372 12,461 -91
Mar07 060620 5611.0 5620.5 5611.0 5620.5 +49.0 104 74  
Total Volume and Open Interest 156,289 204,475  
FT-SE 100(LIFFE)
Sep06 060620 5617.50 5693.00 5597.00 5667.00 +21.00 73,651 440,013 +3,883
Dec06 060620 5699.50 5699.50 5699.50 5699.50 +21.00 17 37,833 +0
Mar07 060620 5710.50 5710.50 5710.50 5710.50 +24.00 0 1,000 +0
Total Volume and Open Interest 73,668 478,846 -122,315
SPI 200(SFE)
Jun06 060615 4901.0 4910.0 4889.0 4896.0 +21.0 81,174 203,991 -87,447
Sep06 060620 4844.0 4880.0 4825.0 4862.0 -3.0 12,124 214,332 -9,014
Dec06 060620 4872.0 4898.0 4850.0 4881.0 -4.0 16 4,041 +0
Total Volume and Open Interest 12,182 222,630 -9,014
GSCI(CME)
Jul06 060620 463.30 465.30 460.60 460.70 -1.90 124 20,387 -29
Aug06 060620 464.25 464.25 464.25 464.25 -2.35 29 7 -19
Sep06 060620 468.50 468.50 468.50 468.50 -2.00      
Total Volume and Open Interest 153 20,394 -48
Reuters CRB Index(NYBOT)
Aug06 060620 376.00 377.75 375.50 376.50 +2.00 13 534 -3
Nov06 060620 384.50 385.00 384.25 385.00 +2.00 0 402 +0
Jan07 060620 387.00 387.00 387.00 387.00 +2.00      
Total Volume and Open Interest 13 938 -3
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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