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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 23, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060623 583.00 584.00 579.75 580.50 -2.50 22,525 79,094 -7,490
Aug06 060623 589.50 590.25 585.50 586.50 -3.00 5,715 41,796 +828
Sep06 060623 595.50 596.00 592.50 593.50 -1.50 3,332 18,264 +57
Nov06 060623 608.00 609.50 605.00 606.50 -2.25 41,418 185,261 +3,797
Jan07 060623 618.50 619.50 616.00 616.50 -3.00 1,116 10,071 +428
Mar07 060623 626.50 627.00 624.00 625.25 -2.50 983 8,000 -17
May07 060623 632.00 632.00 629.00 630.25 -5.25 744 6,098 +128
Total Volume and Open Interest 78,079 369,197 -1,677
Soybean Meal(CBOT)
Jul06 060623 176.50 176.80 175.20 176.50 unch 13,270 41,697 -2,262
Aug06 060623 177.70 177.80 176.20 177.70 unch 4,939 28,581 +666
Sep06 060623 178.30 178.30 176.80 178.00 -0.20 2,028 21,270 -181
Oct06 060623 178.90 178.90 177.60 178.40 -0.50 1,072 9,970 +84
Dec06 060623 180.80 181.00 179.60 180.40 -1.00 11,780 56,525 +4,360
Jan07 060623 181.30 181.50 181.00 181.20 -1.40 142 4,511 +121
Mar07 060623 184.10 184.10 182.50 183.10 -1.40 344 4,208 -16
May07 060623 184.50 184.50 182.00 183.00 -1.80 269 4,556 +271
Total Volume and Open Interest 34,212 176,737 +3,345
Soybean Oil(CBOT)
Jul06 060623 24.41 24.66 24.40 24.62 +0.13 8,694 35,821 -3,778
Aug06 060623 24.65 24.89 24.65 24.83 +0.14 3,932 24,265 +1,242
Sep06 060623 24.88 25.10 24.88 25.05 +0.14 1,081 17,086 +129
Oct06 060623 25.20 25.30 25.18 25.30 +0.15 40 9,861 +1
Dec06 060623 25.55 25.76 25.55 25.73 +0.11 9,651 118,431 +759
Jan07 060623 25.98 25.98 25.98 25.98 +0.15 12 3,929 +3
Mar07 060623 26.28 26.30 26.28 26.30 +0.17 9 2,646 +7
May07 060623 26.50 26.62 26.50 26.62 +0.17 267 6,479 +36
Total Volume and Open Interest 24,038 236,545 -1,500
Canola(WCE)
Jul06 060623 269.5 271.0 268.5 268.7 -1.1 1,795 10,147 +915
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060623 288.0 289.5 286.7 287.2 -1.2 7,505 59,087 +713
Jan07 060623 296.2 297.1 295.6 295.6 -1.5 122 5,411 +20
Mar07 060623 304.0 304.9 300.7 300.7 -4.3 80 628 +66
Total Volume and Open Interest 10,429 83,413 +2,415
Corn(CBOT)
Jul06 060623 229.75 230.25 227.75 228.25 -2.25 26,621 147,658 -14,690
Sep06 060623 241.25 241.75 239.50 239.75 -2.00 31,039 421,547 +8,049
Dec06 060623 256.50 257.25 254.75 255.25 -1.75 69,043 438,137 +6,656
Mar07 060623 268.25 269.50 266.75 267.25 -1.75 6,211 87,914 +1,501
May07 060623 276.50 278.00 276.00 276.00 -2.00 839 15,880 -15
Jul07 060623 285.00 286.50 284.25 284.50 -1.25 6,005 45,552 +436
Total Volume and Open Interest 146,326 1,325,538 +3,785
Wheat(CBOT)
Jul06 060623 363.00 369.00 362.00 363.25 -2.25 8,702 39,666 -3,667
Sep06 060623 380.00 387.50 380.00 381.50 -0.75 20,758 216,806 +270
Dec06 060623 400.00 405.00 398.00 400.25 -1.50 10,340 106,064 -721
Mar07 060623 417.50 420.00 416.00 417.00 -1.50 949 28,756 +283
May07 060623 427.00 429.00 426.00 426.00 -1.50 183 765 -155
Total Volume and Open Interest 45,819 470,494 -3,484
Wheat(KCBT)
Jul06 060623 479.50 483.50 479.00 480.00 +0.75 8,105 19,928 -3,050
Sep06 060623 487.50 491.50 486.50 488.25 +1.00 10,807 61,493 +3,283
Dec06 060623 495.00 498.75 492.00 493.25 -2.25 4,272 47,030 +1,057
Mar07 060623 495.00 498.50 491.00 491.75 -2.25 538 5,708 +11
May07 060623 491.00 491.00 491.00 491.00 +1.00 14 305 +6
Total Volume and Open Interest 24,794 153,706 +1,800
Wheat(MGE)
Jul06 060623 462.00 466.25 461.50 464.25 +2.25 5,468 4,910 -1,112
Sep06 060623 465.00 466.00 460.00 461.25 -0.75 3,957 15,809 +591
Dec06 060623 470.00 472.00 467.00 468.00 -0.25 2,884 22,650 -355
Mar07 060623 470.00 473.50 469.00 469.50 -3.75 284 1,602 +89
May07 060623 476.00 476.00 476.00 476.00 unch 0 90 +0
Total Volume and Open Interest 12,639 49,285 -820
Oats(CBOT)
Jul06 060623 197.25 204.00 197.25 202.00 +3.00 1,074 1,582 -430
Sep06 060623 199.00 199.25 196.00 196.50 -2.75 453 5,014 +117
Dec06 060623 199.50 201.00 196.50 196.50 -3.75 1,871 8,091 +708
Mar07 060623 205.00 205.00 204.50 204.50 -3.00 8 116 +2
Total Volume and Open Interest 3,406 14,808 +397
Rough Rice(CBOT)
Jul06 060623 8.96 9.04 8.90 9.01 +0.05 383 3,735 -126
Sep06 060623 9.26 9.33 9.18 9.31 +0.06 188 3,620 +71
Nov06 060623 9.42 9.51 9.35 9.50 +0.08 465 4,363 +203
Jan07 060623 9.57 9.69 9.57 9.69 +0.08 36 945 -93
Total Volume and Open Interest 1,074 13,859 -47
Live Cattle(CME)
Jun06 060623 82.700 82.900 82.275 82.875 +0.250 3,603 6,421 -1,552
Aug06 060623 84.450 84.975 84.100 84.650 +0.075 17,832 118,807 -69
Oct06 060623 87.750 88.250 87.500 88.150 +0.275 11,001 49,112 +496
Dec06 060623 88.775 89.100 88.450 88.975 +0.100 4,185 32,728 +577
Feb07 060623 90.850 91.075 90.400 91.050 -0.050 1,338 11,897 +451
Apr07 060623 88.100 88.350 87.950 88.350 +0.050 558 2,424 +255
Total Volume and Open Interest 38,702 222,735 +270
Feeder Cattle(CME)
Aug06 060623 114.750 115.425 114.500 115.150 +0.300 3,149 17,174 +54
Sep06 060623 114.300 114.950 114.075 114.925 +0.350 860 3,576 +277
Oct06 060623 113.500 114.000 113.225 113.450 -0.050 689 3,310 +92
Nov06 060623 112.400 112.750 112.000 112.750 +0.325 301 1,182 +68
Jan07 060623 108.300 108.600 108.100 108.350 -0.150 167 1,034 +86
Mar07 060623 106.600 106.950 106.600 106.950 +0.850 12 99 +6
Apr07 060623 105.550 105.550 105.550 105.550 +0.400 0 46 +0
Total Volume and Open Interest 5,180 26,470 +585
Lean Hogs(CME)
Jul06 060623 74.400 74.400 72.950 73.225 -1.650 5,049 22,759 -1,326
Aug06 060623 71.100 71.200 69.850 70.025 -1.450 11,106 86,496 +498
Oct06 060623 61.750 61.750 60.700 61.500 -0.525 5,088 26,427 +1,087
Dec06 060623 58.050 58.050 57.050 57.600 -0.625 1,240 15,072 +408
Feb07 060623 58.950 58.950 57.800 58.100 -1.000 816 5,280 +320
Apr07 060623 59.600 59.600 58.550 58.700 -1.025 199 2,536 +91
May07 060623 61.950 62.500 61.950 62.500 -0.500 12 490 -17
Jun07 060623 63.300 63.300 62.900 62.900 -0.700 268 612 +256
Total Volume and Open Interest 23,819 159,719 +1,357
Pork Bellies(CME)
Jul06 060623 98.500 98.600 96.450 96.775 -2.675 507 1,133 -34
Aug06 060623 94.000 94.200 91.700 92.250 -2.275 506 784 +57
Feb07 060623 84.600 84.600 84.600 84.600 unch 5 30 +4
Mar07 060623 84.850 84.850 84.850 84.850 -0.050 0 6 +0
Total Volume and Open Interest 1,018 1,953 +27
Class III Milk(CME)
Jun06 060623 11.30 11.30 11.29 11.29 +0.03 4 3,085 +15
Jul06 060623 11.23 11.30 11.21 11.23 +0.03 96 3,550 +1
Aug06 060623 11.70 11.79 11.67 11.74 +0.07 129 4,007 +27
Sep06 060623 12.23 12.40 12.23 12.35 +0.12 88 4,165 +13
Oct06 060623 12.28 12.38 12.27 12.34 +0.06 140 3,775 +24
Total Volume and Open Interest 843 31,750 +238
Cocoa(NYBOT)
Jul06 060623 1540 1553 1540 1551 +14 190 579 -243
Sep06 060623 1548 1550 1535 1543 +8 4,924 65,195 -969
Dec06 060623 1578 1582 1570 1578 +8 1,216 24,460 +168
Mar07 060623 1604 1613 1604 1611 +8 1,032 15,378 -414
May07 060623 1624 1631 1624 1631 +8 210 6,246 +50
Jul07 060623 1652 1652 1652 1652 +8 69 3,164 +56
Sep07 060623 1670 1670 1670 1670 +8 310 8,792 +128
Total Volume and Open Interest 7,951 130,441 -1,224
Coffee "C"(NYBOT)
Jul06 060623 95.40 95.90 95.00 95.30 -0.40 2,089 4,098 -4,531
Sep06 060623 97.00 97.20 96.25 96.60 -0.50 8,922 84,049 +849
Dec06 060623 100.80 101.10 100.00 100.30 -0.50 2,424 17,094 +65
Mar07 060623 104.40 104.40 103.75 103.80 -0.50 590 6,212 +236
May07 060623 106.40 106.40 106.00 106.05 -0.40 111 1,637 +52
Jul07 060623 108.25 108.25 108.15 108.15 -0.40 48 923 +38
Total Volume and Open Interest 14,314 116,333 -3,277
Orange Juice(NYBOT)
Jul06 060623 164.50 170.00 164.50 170.00 +5.35 1,640 3,786 -630
Sep06 060623 165.60 169.45 164.75 169.35 +4.00 3,010 19,070 +1,064
Nov06 060623 164.35 168.40 164.00 168.00 +3.35 503 2,903 +145
Jan07 060623 163.00 167.00 163.00 167.00 +3.10 25 1,764 +6
Mar07 060623 166.15 167.00 166.15 167.00 +2.85 0 496 +0
Total Volume and Open Interest 5,178 28,163 +585
Sugar #11(NYBOT)
Jul06 060623 15.60 15.71 15.42 15.45 -0.30 14,291 40,198 -8,078
Oct06 060623 16.10 16.20 15.90 15.93 -0.28 32,521 241,450 +1,196
Mar07 060623 16.40 16.43 16.23 16.23 -0.22 7,175 74,666 +1,038
May07 060623 16.32 16.40 16.14 16.14 -0.19 2,757 35,623 +674
Jul07 060623 16.20 16.20 16.05 16.05 -0.13 778 27,102 +553
Total Volume and Open Interest 59,533 445,163 -3,418
Sugar #14(NYBOT)
Jul06 060608 23.66 23.66 23.66 23.66 -0.29 1,111 1,816 +354
Sep06 060623 23.10 23.15 23.08 23.15 +0.01 1,473 3,888 -883
Nov06 060623 22.38 22.45 22.38 22.45 +0.04 37 1,776 +27
Jan07 060623 22.52 22.52 22.52 22.52 -0.01 1 1,209 +0
Mar07 060623 22.45 22.45 22.45 22.45 unch 0 1,297 +0
Total Volume and Open Interest 1,511 10,130 -856
London Cocoa(LCE)
Jul06 060623 972 980 967 968 -2 1,307 55,346 -321
Sep06 060623 914 925 914 918 +4 7,615 56,701 +1,646
Dec06 060623 916 927 916 920 +3 2,045 34,778 +52
Mar07 060623 930 936 930 931 +4 721 25,960 -159
May07 060623 942 945 940 941 +4 159 5,377 +45
Jul07 060623 953 953 949 949 +5 0 3,159 +0
Sep07 060623 959 959 959 959 +5 1 1,751 +1
Total Volume and Open Interest 11,849 193,051 +1,264
London Coffee(LCE)
Jul06 060623 1135.00 1138.00 1123.00 1125.00 -11.00 2,665 26,783 -1,828
Sep06 060623 1146.00 1151.00 1138.00 1140.00 -10.00 3,653 58,980 +62
Nov06 060623 1163.00 1164.00 1152.00 1153.00 -10.00 795 33,442 +267
Jan07 060623 1166.00 1167.00 1157.00 1158.00 -9.00 869 5,686 +609
Mar07 060623 1166.00 1166.00 1166.00 1166.00 -10.00 0 1,230 +0
May07 060623 1174.00 1174.00 1174.00 1174.00 -11.00 0 797 +0
Total Volume and Open Interest 7,982 127,237 -890
London Sugar(LCE)
Aug06 060623 471.00 471.00 461.20 463.80 -6.20 3,599 20,848 -1,154
Oct06 060623 465.00 465.20 457.50 460.00 -4.90 2,910 19,722 +913
Dec06 060623 454.20 456.00 451.50 454.40 -4.50 432 10,423 +101
Mar07 060623 444.00 444.00 438.00 440.70 -4.80 855 8,739 +191
May07 060623 440.30 441.00 437.00 439.30 -5.20 150 3,428 +11
Total Volume and Open Interest 7,978 66,311 +61
Cotton(NYBOT)
Jul06 060623 48.55 49.25 46.12 46.12 -3.00 15,985 13,339 -8,126
Oct06 060623 52.50 53.30 52.00 52.11 -0.80 952 10,289 +266
Dec06 060623 54.50 55.24 53.50 53.58 -1.40 25,274 116,236 +5,458
Mar07 060623 57.25 57.55 56.40 56.60 -0.90 3,062 19,301 +977
May07 060623 58.00 58.00 57.60 57.60 -0.67 113 947 +49
Jul07 060623 59.20 59.20 58.60 58.60 -0.60 660 2,541 +254
Total Volume and Open Interest 47,014 164,680 -561
Lumber(CME)
Jul06 060623 299.5 301.3 296.7 297.8 -4.5 353 2,150 -115
Sep06 060623 312.0 312.8 309.0 310.6 -4.3 414 2,919 +142
Nov06 060623 308.1 309.3 307.4 307.5 -3.4 59 315 +21
Jan07 060623 317.0 317.0 317.0 317.0 -0.4 0 5 +0
Total Volume and Open Interest 826 5,402 +48
Crude Oil(NYM)
Aug06 060623 70.60 71.30 70.50 70.87 +0.03 102,920 245,110 -967
Sep06 060623 71.50 72.20 71.40 71.77 +0.04 46,798 108,073 +2,194
Oct06 060623 72.10 72.75 72.10 72.38 +0.08 12,452 48,972 +2,876
Nov06 060623 73.10 73.10 72.87 72.87 +0.11 2,140 26,484 -326
Dec06 060623 72.95 73.60 72.95 73.24 +0.12 11,444 108,050 +804
Jan07 060623 73.60 73.60 73.40 73.50 +0.12 3,282 36,960 +927
Feb07 060623 73.85 73.95 73.67 73.67 +0.12 1,282 16,389 +814
Mar07 060623 73.95 74.05 73.77 73.77 +0.12 1,828 15,026 +833
Apr07 060623 73.50 73.78 73.50 73.78 +0.12 1,995 11,056 -25
May07 060623 73.75 73.75 73.75 73.75 +0.12 2,050 9,978 +950
Jun07 060623 73.60 73.75 73.60 73.65 +0.10 3,009 39,406 +1,289
Jul07 060623 73.52 73.52 73.52 73.52 +0.10 50 10,131 +0
Aug07 060623 73.38 73.38 73.38 73.38 +0.10 967 6,935 +750
Sep07 060623 73.23 73.23 73.23 73.23 +0.10 208 8,098 -2
Oct07 060623 73.08 73.08 73.08 73.08 +0.10 0 4,479 +0
Nov07 060623 72.91 72.91 72.91 72.91 +0.10 0 5,800 +0
Total Volume and Open Interest 207,150 980,149 +11,609
Heating Oil(NYM)
Jul06 060623 196.25 198.50 195.70 196.26 -0.92 18,613 26,991 -2,799
Aug06 060623 200.70 203.00 200.50 200.69 -1.09 18,197 59,535 +2,432
Sep06 060623 205.40 207.40 204.25 205.09 -1.24 3,282 22,724 +1,105
Oct06 060623 209.70 211.50 208.99 208.99 -1.29 1,224 8,314 +15
Nov06 060623 213.80 214.90 212.39 212.39 -1.39 212 5,927 +90
Dec06 060623 218.50 218.50 215.64 215.64 -1.54 1,715 15,053 +365
Jan07 060623 220.50 221.00 218.54 218.54 -1.54 524 14,517 +55
Feb07 060623 222.00 222.00 219.59 219.59 -1.49 244 4,897 +142
Mar07 060623 220.30 220.75 217.79 217.79 -1.64 78 3,966 +15
Apr07 060623 214.70 215.00 211.94 211.94 -1.79 350 4,990 +123
May07 060623 210.00 210.00 207.34 207.34 -1.89 4 866 +4
Jun07 060623 205.19 205.19 205.19 205.19 -1.89 301 5,209 -167
Total Volume and Open Interest 45,015 174,701 +1,534
Unleaded Gas(NYM)
Jul06 060623 211.00 214.50 211.00 212.76 +0.96 19,974 19,159 -1,940
Aug06 060623 211.00 213.50 211.00 212.26 +0.90 12,170 43,644 +1,993
Sep06 060623 208.50 210.25 208.50 209.11 +0.65 1,341 11,831 +31
Oct06 060623 195.25 197.50 195.25 195.41 +0.30 222 5,195 +89
Nov06 060623 190.00 190.00 189.71 189.71 +0.10 178 2,394 +100
Dec06 060623 186.01 186.01 186.01 186.01 -0.10 295 3,237 +70
Jan07 060623 186.11 186.11 186.11 186.11 -0.30 9 1,558 -8
Total Volume and Open Interest 34,189 87,018 +335
Natural Gas(NYM)
Jul06 060623 6.260 6.290 6.170 6.226 -0.213 28,374 39,562 -4,631
Aug06 060623 6.430 6.480 6.360 6.416 -0.198 21,831 73,443 -991
Sep06 060623 6.650 6.700 6.605 6.656 -0.153 17,485 60,315 +1,794
Oct06 060623 6.980 7.050 6.940 7.041 -0.108 11,419 45,969 +2,250
Nov06 060623 8.230 8.350 8.220 8.335 -0.079 3,615 53,425 -725
Dec06 060623 9.600 9.730 9.600 9.729 -0.050 2,277 29,634 +35
Jan07 060623 10.310 10.463 10.310 10.463 -0.041 4,812 47,481 -799
Feb07 060623 10.400 10.498 10.400 10.498 -0.041 654 30,437 +130
Mar07 060623 10.150 10.300 10.150 10.298 -0.041 2,083 55,227 -481
Apr07 060623 8.280 8.370 8.280 8.358 -0.041 2,277 32,743 +55
May07 060623 8.080 8.170 8.080 8.168 -0.041 1,811 21,523 -478
Jun07 060623 8.204 8.263 8.184 8.263 -0.041 282 12,488 +8
Jul07 060623 8.314 8.380 8.280 8.373 -0.041 214 8,903 -58
Aug07 060623 8.409 8.468 8.380 8.468 -0.041 216 8,227 +63
Sep07 060623 8.524 8.583 8.500 8.583 -0.041 256 9,335 -94
Oct07 060623 8.660 8.753 8.660 8.753 -0.041 668 24,828 +177
Total Volume and Open Interest 111,628 852,241 -7,792
Brent Crude Oil(ICE)
Aug06 060623 69.95 70.38 68.08 68.08 -1.87 91,721 98,728 +3,124
Sep06 060623 70.60 71.03 68.60 68.60 -1.91 40,960 123,074 +2,489
Oct06 060623 70.73 71.56 69.15 69.15 -1.88 13,925 43,470 -348
Nov06 060623 71.10 71.89 69.63 69.63 -1.83 7,698 16,123 +392
Dec06 060623 71.40 72.36 70.04 70.04 -1.76 13,259 53,091 -162
Jan07 060623 71.94 72.60 70.39 70.39 -1.74 1,274 14,202 -633
Feb07 060623 72.00 72.54 70.69 70.69 -1.69 181 9,437 +131
Mar07 060623 72.10 72.67 70.81 70.81 -1.68 0 6,131 +0
Apr07 060623 70.87 70.87 70.87 70.87 -1.67 825 3,506 +435
May07 060623 70.88 70.88 70.88 70.88 -1.64 825 2,255 +750
Jun07 060623 72.10 72.76 70.79 70.79 -1.59 1,458 11,557 +517
Jul07 060623 70.67 70.67 70.67 70.67 -1.58 0 66 +0
Aug07 060623 72.60 72.60 70.54 70.54 -1.56 0 235 +0
Sep07 060623 70.41 70.41 70.41 70.41 -1.52 0 900 +0
Total Volume and Open Interest 178,339 439,189 +7,809
Gas Oil(ICE)
Jul06 060623 625.50 630.50 623.00 627.75 +2.50 24,673 54,842 -1,996
Aug06 060623 632.75 636.25 629.00 633.75 +2.75 13,938 46,716 +307
Sep06 060623 639.25 643.00 635.75 640.75 +3.00 3,586 17,156 +55
Oct06 060623 646.50 650.50 643.25 648.00 +2.75 1,102 13,309 +395
Nov06 060623 650.00 656.50 650.00 654.25 +2.50 744 8,478 +386
Dec06 060623 656.00 663.25 656.00 660.50 +2.75 2,691 31,728 +392
Jan07 060623 660.00 667.00 660.00 664.50 +2.50 1,203 9,605 +602
Feb07 060623 665.00 665.00 665.00 665.00 +2.75 0 900 +0
Mar07 060623 664.00 664.00 664.00 664.00 +2.50 600 5,484 +20
Apr07 060623 659.75 659.75 659.75 659.75 +2.25 0 825 +0
Total Volume and Open Interest 51,134 224,371 +990
US Dollar Index(NYBOT)
Sep06 060623 86.01 86.68 85.97 86.45 +0.44 8,715 22,267 +46
Dec06 060623 85.82 86.08 85.82 86.08 +0.42 37 2,173 +5
Mar07 060623 85.35 85.73 85.35 85.73 +0.41 0 3 +0
Total Volume and Open Interest 8,752 24,443 +51
Australian Dollar(CME)
Sep06 060623 72.99 73.14 72.98 73.11 -0.27 3,223 39,163 -190
Dec06 060623 73.00 73.00 73.00 73.00 -0.27 0 339 +2
Mar07 060623 72.87 72.87 72.87 72.87 -0.27 0 9 +0
Total Volume and Open Interest 3,223 39,517 -188
British Pound(CME)
Sep06 060623 181.88 182.47 181.70 182.28 -0.89 2,660 78,599 +3,994
Dec06 060623 182.69 182.69 182.69 182.69 -0.88 0 258 +64
Mar07 060623 183.09 183.09 183.09 183.09 -0.88 0 1 +0
Total Volume and Open Interest 2,660 78,858 +4,058
Canadian Dollar(CME)
Sep06 060623 89.27 89.38 88.80 89.23 -0.41 5,793 85,873 -6,483
Dec06 060623 89.30 89.47 89.30 89.47 -0.41 2 2,007 -8
Mar07 060623 89.77 89.77 89.71 89.71 -0.41 0 169 +1
Jun07 060623 90.02 90.02 89.95 89.95 -0.41 1 112 +1
Total Volume and Open Interest 5,796 88,193 -6,489
Japanese Yen(CME)
Sep06 060623 86.90 87.29 86.80 86.87 -0.32 5,968 155,080 +8,504
Dec06 060623 88.01 88.01 88.01 88.01 -0.32 0 20,044 -88
Mar07 060623 89.09 89.09 89.09 89.09 -0.32 0 2 +0
Total Volume and Open Interest 5,977 175,160 +8,410
Swiss Franc(CME)
Sep06 060623 80.59 80.98 80.56 80.88 -0.34 1,170 60,925 +2,971
Dec06 060623 81.64 81.64 81.64 81.64 -0.34 0 167 +47
Mar07 060623 82.38 82.38 82.38 82.38 -0.34 0 7 +0
Total Volume and Open Interest 1,170 61,099 +3,018
EuroFX(CME)
Sep06 060623 125.61 126.06 125.50 125.91 -0.67 3,270 143,949 +1,977
Dec06 060623 126.27 126.64 126.27 126.64 -0.67 7 935 -14
Mar07 060623 127.31 127.31 127.31 127.31 -0.67 0 79 +0
Total Volume and Open Interest 3,277 145,028 +1,964
Mexican Peso(CME)
Jun06 060619 8740.0 8740.0 8740.0 8740.0 +3.0 630 45,102 -253
Sep06 060623 8665.0 8720.0 8645.0 8705.0 +13.0 7,345 60,632 +3,055
Total Volume and Open Interest 7,349 85,562 +3,051
30-Year T-Bonds(CBOT)
Sep06 060623 105~27 106~07 105~19 105~22 -0~09 260,626 750,889 +7,039
Dec06 060623 106~08 106~08 105~23 105~25 -0~09 178 4,859 -8
Mar07 060623 105~18 105~18 105~18 105~18 -0~09 0 2 +0
Total Volume and Open Interest 260,804 755,765 +3,613
10-Year T-Notes(CBOT)
Sep06 060623 104~075 104~155 104~025 104~040 -0~065 693,469 2,123,941 +30,008
Dec06 060623 104~060 104~110 104~000 104~005 -0~065 904 16,554 +93
Total Volume and Open Interest 694,373 2,140,497 +26,054
5-Year T-Notes(CBOT)
Sep06 060623 103~020 103~050 102~295 102~310 -0~030 315,474 0 +0
Dec06 060623 103~040 103~040 102~300 102~300 -0~030 0 151 +0
Total Volume and Open Interest 315,474 151 +0
2 Year T-Notes(CBOT)
Sep06 060623 101~036 101~040 101~026 101~028 -0~006 864 535,113 -2,094
Total Volume and Open Interest 914 536,521 -2,471
Eurodollars(CME)
Sep06 060623 94.360 94.370 94.325 94.335 -0.025 190,441 1,553,916 +35,040
Dec06 060623 94.330 94.345 94.295 94.305 -0.025 24,660 1,586,265 +17,568
Mar07 060623 94.355 94.380 94.320 94.335 -0.025 16,882 1,328,872 +4,563
Jun07 060623 94.405 94.430 94.360 94.380 -0.025 24,426 1,011,457 +3,456
Sep07 060623 94.450 94.455 94.415 94.425 -0.025 20,796 934,658 -1,133
Dec07 060623 94.475 94.480 94.430 94.440 -0.025 16,881 712,120 +5,243
Mar08 060623 94.485 94.490 94.445 94.450 -0.025 17,968 547,542 -3,117
Jun08 060623 94.465 94.475 94.430 94.435 -0.025 18,007 312,166 +8,238
Sep08 060623 94.445 94.450 94.405 94.410 -0.025 9,691 280,276 +5,690
Dec08 060623 94.420 94.420 94.370 94.375 -0.030 9,562 229,386 -817
Mar09 060623 94.405 94.405 94.355 94.360 -0.030 11,437 169,690 +1,284
Jun09 060623 94.380 94.380 94.330 94.335 -0.030 18,157 140,100 -3,465
Sep09 060623 94.355 94.355 94.310 94.310 -0.030 4,915 115,818 -155
Dec09 060623 94.325 94.325 94.280 94.280 -0.030 5,602 114,639 -5,163
Mar10 060623 94.315 94.315 94.270 94.270 -0.030 4,688 97,583 -2,119
Jun10 060623 94.290 94.290 94.245 94.245 -0.030 6,849 74,355 -1,133
Sep10 060623 94.265 94.265 94.220 94.220 -0.030 2,549 81,005 -1,082
Dec10 060623 94.230 94.235 94.190 94.190 -0.030 1,863 65,645 -1,267
Total Volume and Open Interest 258,154 9,576,850 +55,281
3-Mth Euro-Yen(CME)
Jun06 060619 99.69 99.69 99.69 99.69 unch 1,016 12,408 +156
Sep06 060623 99.52 99.52 99.51 99.51 unch 1,657 6,743 -1,838
Dec06 060623 99.36 99.36 99.35 99.35 +0.01 1,359 10,575 -61
Mar07 060623 99.17 99.17 99.16 99.16 unch 856 5,616 +692
Jun07 060623 98.99 98.99 98.98 98.98 unch 932 5,524 +878
Sep07 060623 98.83 98.83 98.83 98.83 unch 0 1,928 +0
Dec07 060623 98.69 98.69 98.69 98.69 unch 0 1,305 +0
Mar08 060623 98.59 98.59 98.59 98.59 unch 0 284 +23
Jun08 060623 98.46 98.46 98.46 98.46 unch 1 256 +1
Sep08 060623 98.39 98.39 98.39 98.39 +0.02 0 7 +0
Total Volume and Open Interest 4,805 32,248 -305
3-Mth Euro-Yen(SIMEX)
Sep06 060623 99.51 99.52 99.51 99.52 +0.01 3,120 61,370 -360
Dec06 060623 99.34 99.37 99.34 99.36 +0.02 3,864 122,708 +858
Mar07 060623 99.15 99.18 99.15 99.18 +0.02 1,711 50,191 +366
Jun07 060623 98.98 99.02 98.98 99.00 +0.02 506 24,999 -212
Sep07 060623 98.85 98.85 98.85 98.85 +0.02 330 18,173 +368
Dec07 060623 98.69 98.71 98.69 98.71 +0.01 505 28,164 +741
Mar08 060623 98.60 98.60 98.60 98.60 +0.02 650 18,166 +310
Jun08 060623 98.50 98.50 98.50 98.50 +0.02 0 548 +0
Total Volume and Open Interest 10,686 325,474 +2,071
German Euro-Bund(EUREX)
Sep06 060623 115.33 115.60 115.11 115.15 -0.23 944,696 1,459,672 +114,215
Dec06 060623 114.76 114.85 114.46 114.47 -0.23 143 2,342 -47
Mar07 060623 114.05 114.05 114.05 114.05 -0.23 0 10 +0
Total Volume and Open Interest 944,839 1,462,024 +114,168
German Euro-Bobl(EUREX)
Sep06 060607 109.58 109.58 109.41 109.49 +0.01 287,677 486,733 +80,680
Dec06 060623 108.62 108.62 108.62 108.62 -0.13 1,948 8 +0
Mar07 060623 108.40 108.40 108.40 108.40 -0.13      
Total Volume and Open Interest 505,010 998,861 +25,601
Long Gilt(LIFFE)
Jun06 060623 109~01 109~03 108~27 108~28 -0~04 21,596 36,169 -12,516
Sep06 060623 108~25 108~27 108~16 108~19 -0~04 84,910 269,893 +2,165
Total Volume and Open Interest 106,506 306,062 -10,351
3-Mth Short Sterling(LIFFE)
Sep06 060623 95.15 95.15 95.15 95.15 unch 107,281 496,577 -7,647
Dec06 060623 94.97 94.97 94.97 94.97 -0.01 119,120 407,624 -5,935
Mar07 060623 94.84 94.84 94.84 94.84 -0.02 76,456 329,522 -3,057
Total Volume and Open Interest 471,182 2,177,345 -509,198
3-Mth Euribor(LIFFE)
Sep06 060623 96.685 96.705 96.675 96.675 -0.020 135,637 610,065 -254
Dec06 060623 96.455 96.475 96.430 96.435 -0.025 142,753 561,057 -10,001
Mar07 060623 96.310 96.340 96.290 96.295 -0.030 109,651 520,534 -10,078
Total Volume and Open Interest 790,247 3,147,046 -19,249
3-Mth Aus T-Bills(SFE)
Sep06 060623 93.88 93.89 93.87 93.89 -0.01 7,623 190,805 -5,548
Dec06 060623 93.79 93.80 93.77 93.79 -0.03 8,429 204,183 -8,856
Mar07 060623 93.78 93.79 93.77 93.79 -0.03 5,031 80,339 +864
Jun07 060623 93.78 93.79 93.77 93.78 -0.04 4,140 52,190 +2,637
Sep07 060623 93.76 93.76 93.75 93.76 -0.04 307 23,367 +74
Dec07 060623 93.73 93.73 93.71 93.73 -0.04 373 16,966 -44
Mar08 060623 93.70 93.70 93.68 93.70 -0.04 792 8,958 +563
Jun08 060623 93.67 93.67 93.66 93.67 -0.05 1,019 4,831 +515
Sep08 060623 93.64 93.64 93.64 93.64 -0.06 0 1,344 +0
Dec08 060623 93.62 93.63 93.62 93.63 -0.05 1 1,272 +0
Total Volume and Open Interest 27,730 585,621 -9,794
10-Year Aus T-Bonds(SFE)
Sep06 060623 94.15 94.15 94.14 94.15 -0.04 25,472 304,429 -3,293
Dec06 060623 94.15 94.15 94.15 94.15 -0.04      
Total Volume and Open Interest 25,472 304,429 -3,293
3-Year Aus T-Bonds(SFE)
Sep06 060623 94.14 94.14 94.11 94.14 -0.04 43,291 394,468 -2,388
Dec06 060623 94.14 94.14 94.14 94.14 -0.04      
Total Volume and Open Interest 43,291 394,468 -2,388
Gold(CMX)
Jun06 060623 579.0 584.8 577.0 584.8 +2.6 14 114 -9
Aug06 060623 576.5 589.0 574.5 588.0 +2.6 42,916 187,027 -45
Oct06 060623 584.5 594.1 582.5 594.1 +2.6 432 11,143 +144
Dec06 060623 590.0 601.0 586.0 600.1 +2.5 1,882 35,115 +661
Feb07 060623 600.0 606.1 600.0 606.1 +2.5 216 14,360 +151
Apr07 060623 605.5 612.0 600.5 612.0 +2.5 5 1,934 +1
Jun07 060623 605.0 617.9 605.0 617.9 +2.5 75 12,936 +52
Aug07 060623 623.8 623.8 623.8 623.8 +2.6 1 365 +1
Oct07 060623 629.7 629.7 629.7 629.7 +2.6 100 2,446 +100
Dec07 060623 630.0 635.8 628.0 635.8 +2.7 326 15,358 +289
Feb08 060623 641.8 641.8 641.8 641.8 +2.8 0 1,225 +0
Apr08 060623 647.7 647.7 647.7 647.7 +2.8      
Total Volume and Open Interest 46,219 292,406 +1,513
Silver(CMX)
Jul06 060623 1000.0 1032.0 996.0 1028.5 +7.5 13,188 36,428 +78
Sep06 060623 1012.0 1041.0 1006.0 1038.2 +7.5 3,803 32,728 +1,460
Dec06 060623 1018.0 1055.0 1015.0 1047.7 +7.9 524 19,465 +56
Mar07 060623 1056.0 1056.0 1056.0 1056.0 +8.7 43 8,031 +39
May07 060623 1060.0 1060.0 1060.0 1060.0 +9.1 0 2,603 +0
Jul07 060623 1063.5 1063.5 1063.5 1063.5 +9.5 170 5,345 -3
Sep07 060623 1063.0 1063.0 1063.0 1063.0 +9.5 0 346 +0
Total Volume and Open Interest 17,820 113,647 +1,654
Platinum(NYM)
Jul06 060623 1162.0 1175.0 1162.0 1166.9 -9.2 1,420 4,433 -172
Oct06 060623 1180.0 1184.0 1175.0 1179.4 -9.7 597 3,256 +353
Jan07 060623 1183.4 1183.4 1183.4 1183.4 -9.7 2 2 -2
Total Volume and Open Interest 2,019 7,695 +179
Palladium(NYME)
Jun06 060623 306.30 306.30 306.30 306.30 -3.90 0 398 +0
Sep06 060623 305.00 310.00 302.00 309.80 -4.10 595 12,368 -55
Dec06 060623 313.05 313.05 313.05 313.05 -4.10 0 506 +0
Total Volume and Open Interest 595 13,309 -55
Copper(CMX)
Jul06 060623 311.00 324.05 308.50 324.05 +10.50 4,172 15,808 -1,234
Sep06 060623 303.50 315.50 300.80 315.10 +10.25 6,961 41,050 +1,124
Dec06 060623 290.00 305.05 290.00 305.05 +10.70 600 7,652 -75
Mar07 060623 294.55 294.55 294.55 294.55 +10.95 220 1,105 +53
May07 060623 287.55 287.55 287.55 287.55 +9.95 11 334 +0
Total Volume and Open Interest 12,651 76,345 -139
Aluminum(CMX)
Jun06 060623 111.00 111.00 111.00 111.00 -0.50 0 42 +0
Jul06 060623 111.50 111.50 111.50 111.50 -1.00 3 106 +3
Aug06 060623 112.50 112.50 112.50 112.50 -1.00 0 55 +0
Sep06 060623 112.90 112.90 112.90 112.90 -0.80 0 1 +0
Oct06 060623 113.10 113.10 113.10 113.10 -0.55 0 40 +0
Nov06 060623 113.30 113.30 113.30 113.30 -0.20 0 40 +0
Total Volume and Open Interest 3 850 +3
DJIA Index(CBOT)
Jun06 060615 10855 11030 10850 11025 +204 12,557 27,433 +430
Sep06 060623 11095 11152 11047 11074 -27 5,161 52,993 +416
Dec06 060623 11177 11177 11159 11159 -26 2 1,746 +0
Mar07 060623 11225 11225 11225 11225 -27 0 5 +0
Total Volume and Open Interest 5,163 54,744 +416
S & P 500(CME)
Sep06 060623 1253.80 1264.00 1251.10 1255.50 -0.40 29,028 613,899 -149
Dec06 060623 1266.90 1266.90 1266.90 1266.90 -0.10 43 5,505 -100
Mar07 060623 1277.90 1277.90 1277.90 1277.90 +0.10 0 311 +0
Jun07 060623 1289.90 1289.90 1289.90 1289.90 +0.10 153 191 +153
Total Volume and Open Interest 29,224 620,192 -96
S & P 500 E-Mini(Globex)
Sep06 060623 1255.50 1264.00 1251.00 1255.50 -0.50 974,787 1,259,144 -57,571
Dec06 060623 1270.00 1274.50 1265.00 1267.00 unch 83 1,505 +31
Total Volume and Open Interest 974,870 1,260,649 -57,540
NASDAQ 100(CME)
Sep06 060623 1571.00 1585.00 1561.00 1568.50 -5.00 5,720 51,913 +475
Dec06 060623 1584.00 1587.50 1584.00 1587.50 -5.50 0 58 +0
Mar07 060623 1604.00 1604.00 1604.00 1604.00 -5.50      
Total Volume and Open Interest 5,720 51,971 +475
NASDAQ 100 E-Mini(Globex)
Sep06 060623 1572.00 1584.80 1560.50 1568.50 -5.00 315,805 330,017 -570
Dec06 060623 1590.30 1600.00 1586.30 1587.50 -5.50 4 148 +4
Total Volume and Open Interest 315,809 330,165 -566
S & P Midcap 400(CME)
Sep06 060623 86.14 95.64 86.14 93.34 +7.80 77 9,200 -242
Dec06 060623 100.34 100.34 100.34 100.34 +7.80 0 1 +0
Mar07 060623 107.34 107.34 107.34 107.34 +7.80      
Total Volume and Open Interest 77 9,201 -242
Russell 2000(CME)
Sep06 060623 691.75 700.25 687.30 696.60 +4.50 692 33,959 +269
Dec06 060623 702.60 702.60 702.60 702.60 +4.50 0 11 +0
Mar07 060623 708.60 708.60 708.60 708.60 +4.50      
Total Volume and Open Interest 692 33,970 +269
Russell 2000 E-Mini(Globex)
Jun06 060616 701.00 703.10 699.80 699.80 -1.40 27,727 202,517 -45,820
Sep06 060623 692.30 700.30 686.70 696.60 +4.50 164,015 429,946 +7,348
Dec06 060623 698.70 706.00 696.30 702.60 +4.50 64 94 +58
Total Volume and Open Interest 164,079 430,040 +7,406
Value Line(KCBT)
Sep06 060623 1940.00 1940.00 1940.00 1940.00 unch 0 3 +0
Total Volume and Open Interest 0 3 +0
Nikkei 225(CME)
Sep06 060623 15045 15135 14860 15080 -45 69,830 181,294 -723
Dec06 060623 15085 15085 15085 15085 -10      
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep06 060623 15045 15135 14860 15080 -45 69,830 181,294 -723
Dec06 060623 15085 15085 15085 15085 -10      
Mar07 060623 15090 15090 15090 15090 -15 0 1 +0
Total Volume and Open Interest 69,833 181,457 -725
CAC 40(MATIF)
Jun06 060616 4772.0 4799.0 4694.5 4723.4 -3.1 192,181 506,628 -75,537
Jul06 060623 4814.0 4851.0 4796.5 4828.5 +15.5 94,976 419,134 +15,939
Aug06 060623 4842.0 4847.5 4817.0 4838.5 +15.5 2,085 2,451 +1,324
Total Volume and Open Interest 98,356 487,471 +16,791
Hang Seng Index(HKFE)
Jun06 060623 15699 15834 15657 15780 -52 37,404 106,658 -1,756
Jul06 060623 15724 15881 15708 15830 -53 1,915 7,113 +545
Total Volume and Open Interest 39,435 114,953 -1,230
DAX Index(EUREX)
Sep06 060623 5568.5 5598.0 5536.5 5566.5 unch 148,107 192,487 +3,931
Dec06 060623 5610.5 5641.0 5588.0 5612.0 unch 248 12,508 +20
Mar07 060623 5664.0 5675.0 5650.5 5662.5 unch 91 264 +58
Total Volume and Open Interest 148,446 205,259 +4,009
FT-SE 100(LIFFE)
Sep06 060623 5688.00 5730.00 5676.00 5698.00 +1.00 84,339 432,194 +207
Dec06 060623 5748.50 5748.50 5730.50 5730.50 +1.00 2,199 38,084 +251
Mar07 060623 5741.50 5741.50 5741.50 5741.50 +1.00 0 1,000 +0
Total Volume and Open Interest 86,538 472,778 +1,958
SPI 200(SFE)
Jun06 060615 4901.0 4910.0 4889.0 4896.0 +21.0 81,174 203,991 -87,447
Sep06 060623 4966.0 4969.0 4935.0 4950.0 -35.0 18,671 211,342 -382
Dec06 060623 4977.0 4977.0 4953.0 4966.0 -36.0 168 4,406 -56
Total Volume and Open Interest 18,860 220,027 -438
GSCI(CME)
Jul06 060623 467.70 470.50 467.70 468.20 -0.80 137 20,429 +36
Aug06 060623 471.50 471.50 471.50 471.50 -1.00 20 43 +15
Sep06 060623 476.00 476.00 476.00 476.00 unch      
Total Volume and Open Interest 157 20,472 +51
Reuters CRB Index(NYBOT)
Aug06 060623 380.00 380.00 378.50 379.00 -0.50 9 534 +0
Nov06 060623 387.50 387.50 387.50 387.50 -0.50 11 405 +3
Jan07 060623 389.50 389.50 389.50 389.50 -0.50      
Total Volume and Open Interest 20 942 +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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