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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 April 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060428 598.00 598.00 585.00 587.25 +12.00 28,963 18,416 -9,685
Jul06 060428 613.00 614.00 598.00 601.00 +10.50 66,630 222,670 +4,946
Aug06 060428 616.00 616.00 604.00 606.50 +11.00 2,306 12,306 +699
Sep06 060428 615.00 619.00 611.00 612.00 +11.50 2,194 11,912 +1,028
Nov06 060428 624.00 629.00 616.00 620.75 +11.25 10,344 78,749 +1,200
Jan07 060428 626.00 635.00 623.00 627.00 +9.00 301 5,553 +46
Mar07 060428 635.00 641.00 630.00 630.00 +6.50 281 2,198 -1
Total Volume and Open Interest 111,820 361,233 -1,353
Soybean Meal(CBOT)
May06 060428 174.00 175.80 172.20 172.90 +1.70 11,384 7,963 -5,353
Jul06 060428 175.00 177.00 173.50 173.70 +1.80 26,939 95,382 +5,905
Aug06 060428 178.50 178.50 175.00 175.10 +1.70 1,830 16,157 +419
Sep06 060428 180.00 180.00 176.00 176.40 +2.00 2,070 13,794 +572
Oct06 060428 178.80 180.00 177.00 177.00 +2.00 188 9,402 +117
Dec06 060428 179.50 181.70 178.10 178.80 +2.20 4,237 29,031 +1,264
Jan07 060428 181.30 182.50 179.50 179.60 +2.20 194 1,497 +102
Mar07 060428 180.50 184.00 180.50 180.50 +1.70 269 1,334 +141
Total Volume and Open Interest 47,922 175,792 +3,580
Soybean Oil(CBOT)
May06 060428 25.55 26.09 25.45 25.54 +0.37 9,756 9,340 -2,036
Jul06 060428 26.15 26.57 25.55 25.72 +0.07 32,409 153,616 +8,402
Aug06 060428 26.45 26.70 25.75 25.82 -0.02 1,900 9,910 +491
Sep06 060428 26.65 26.92 26.05 26.05 +0.05 1,025 7,998 +392
Oct06 060428 26.90 26.92 26.30 26.30 +0.12 242 5,945 +82
Dec06 060428 27.15 27.42 26.55 26.57 +0.03 4,689 34,594 +1,186
Jan07 060428 27.25 27.62 26.75 26.75 unch 13 2,154 +13
Mar07 060428 27.45 27.45 26.90 26.90 +0.05 24 1,327 +0
Total Volume and Open Interest 50,744 231,686 +9,066
Canola(WCE)
May06 060428 264.5 269.0 264.5 266.5 +2.4 2,858 5,236 -731
Jul06 060428 275.0 279.6 275.0 276.5 +3.4 6,524 56,185 +381
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060428 289.3 294.8 289.3 292.6 +3.8 1,480 24,220 +103
Jan07 060428 296.9 299.8 296.9 299.8 +3.1 70 1,419 +24
Total Volume and Open Interest 11,918 89,795 +359
Corn(CBOT)
May06 060428 235.00 239.25 233.50 238.25 +7.00 44,148 33,246 -14,063
Jul06 060428 246.00 250.25 244.25 249.00 +6.25 99,249 574,837 +8,091
Sep06 060428 257.00 260.75 255.00 259.75 +6.50 12,304 82,045 +7,367
Dec06 060428 269.00 273.25 267.75 271.75 +5.75 26,576 338,707 +2,355
Mar07 060428 278.50 282.25 277.25 280.75 +5.25 2,702 48,734 +753
May07 060428 283.50 287.25 283.00 285.50 +4.75 241 5,330 +186
Total Volume and Open Interest 189,442 1,189,629 +6,493
Wheat(CBOT)
May06 060428 344.00 347.00 339.50 346.25 +3.75 7,640 5,171 -4,759
Jul06 060428 357.50 360.50 351.00 358.50 +2.75 44,826 227,237 -1,412
Sep06 060428 369.50 373.00 364.00 371.50 +3.00 1,807 30,001 +103
Dec06 060428 388.50 390.50 382.00 388.50 +2.75 4,676 72,266 +410
Mar07 060428 402.50 405.75 398.50 404.50 +3.00 230 10,406 +104
Total Volume and Open Interest 60,911 380,857 -4,758
Wheat(KCBT)
May06 060428 424.00 432.00 419.50 429.75 +7.50 3,918 2,815 -2,061
Jul06 060428 431.00 439.75 426.00 431.50 -0.25 19,165 81,109 -342
Sep06 060428 435.00 444.00 431.50 441.00 +4.00 2,416 12,726 +575
Dec06 060428 445.00 452.50 439.00 447.00 +1.00 4,307 23,323 +139
Mar07 060428 444.50 454.00 444.50 449.00 +2.00 270 1,262 +18
Total Volume and Open Interest 30,595 127,800 -1,391
Wheat(MGE)
May06 060428 410.00 417.00 404.00 417.00 +10.00 4,404 1,692 -575
Jul06 060428 416.50 424.00 412.00 420.25 +3.25 5,840 21,372 +207
Sep06 060428 423.00 428.00 418.00 425.75 +1.75 1,866 9,473 +376
Dec06 060428 427.00 434.50 426.00 432.50 +2.25 1,713 15,344 +569
Mar07 060428 432.00 438.00 431.50 438.00 +6.00 17 916 +1
Total Volume and Open Interest 13,868 49,944 +611
Oats(CBOT)
May06 060428 181.50 188.50 180.00 188.25 +8.50 393 211 -294
Jul06 060428 186.50 191.00 184.75 190.50 +5.75 750 7,953 +19
Sep06 060428 178.00 182.00 178.00 182.00 +4.25 14 237 +6
Dec06 060428 177.50 181.25 177.00 180.00 +3.00 125 3,164 +42
Total Volume and Open Interest 1,286 11,657 -225
Rough Rice(CBOT)
May06 060428 8.12 8.22 8.10 8.22 +0.08 964 652 -708
Jul06 060428 8.43 8.55 8.42 8.53 +0.09 1,212 5,308 +405
Sep06 060428 8.80 8.83 8.80 8.83 +0.08 32 998 -24
Nov06 060428 8.95 9.05 8.95 9.04 +0.07 169 2,443 +13
Total Volume and Open Interest 2,491 10,706 -264
Live Cattle(CME)
Apr06 060428 78.700 79.700 78.275 79.200 +0.375 1,953 760 -1,663
Jun06 060428 73.350 74.050 73.125 73.500 +0.200 14,369 121,212 +155
Aug06 060428 75.050 75.800 74.750 75.550 +0.400 7,941 63,441 +1,040
Oct06 060428 78.950 79.800 78.800 79.650 +0.500 3,822 37,780 +859
Dec06 060428 81.050 82.100 81.000 81.925 +0.775 1,226 17,038 +622
Feb07 060428 83.600 84.500 83.550 84.400 +0.725 385 6,328 +150
Total Volume and Open Interest 29,763 247,616 +1,208
Feeder Cattle(CME)
May06 060428 100.650 101.450 100.450 100.525 -0.500 2,165 10,060 -68
Aug06 060428 101.650 102.600 101.500 102.075 -0.225 1,582 15,036 -222
Sep06 060428 100.900 101.900 100.900 101.500 -0.150 112 1,734 +27
Oct06 060428 100.650 101.450 100.650 100.800 -0.150 113 1,556 -39
Nov06 060428 100.500 101.000 100.500 100.950 +0.200 49 457 +7
Jan07 060428 98.000 98.650 98.000 98.400 +0.300 5 191 +5
Total Volume and Open Interest 4,272 30,664 -395
Lean Hogs(CME)
May06 060428 66.000 68.000 65.800 67.975 +1.750 1,032 5,006 -357
Jun06 060428 65.700 67.800 65.450 67.000 +1.175 7,828 81,814 -602
Jul06 060428 66.750 68.600 66.500 68.250 +1.325 4,139 27,304 +533
Aug06 060428 65.250 66.800 65.200 66.700 +1.275 2,109 18,782 +101
Oct06 060428 56.100 57.800 56.100 57.575 +1.325 666 11,363 +262
Dec06 060428 55.100 56.100 55.100 55.900 +0.575 370 4,701 +121
Feb07 060428 56.500 57.000 56.300 56.950 +0.400 47 1,232 +30
Apr07 060428 56.550 57.000 56.500 57.000 +0.475 27 286 +14
Total Volume and Open Interest 16,218 150,504 +102
Pork Bellies(CME)
May06 060428 87.900 89.250 87.850 88.575 +0.450 214 675 -108
Jul06 060428 86.800 88.200 86.650 87.175 -0.175 493 1,458 -21
Aug06 060428 84.000 85.900 84.000 85.200 +1.200 31 115 +9
Feb07 060428 85.000 85.000 85.000 85.000 +0.600 0 9 +0
Mar07 060428 84.650 84.650 84.650 84.650 unch 0 6 +0
Total Volume and Open Interest 738 2,263 -120
Class III Milk(CME)
Apr06 060428 10.94 10.95 10.94 10.95 unch 63 2,923 -84
May06 060428 10.89 10.89 10.85 10.86 +0.01 80 3,120 -43
Jun06 060428 10.90 11.00 10.85 10.92 -0.04 93 3,301 -29
Jul06 060428 11.35 11.40 11.35 11.35 unch 79 3,387 +20
Aug06 060428 11.70 11.70 11.65 11.65 +0.02 90 3,465 +47
Total Volume and Open Interest 578 32,563 +11
Cocoa(NYBOT)
May06 060428 1515 1515 1501 1501 +13 13 960 -5
Jul06 060428 1515 1530 1514 1521 +13 6,850 61,574 -29
Sep06 060428 1538 1550 1536 1542 +12 1,700 24,970 +78
Dec06 060428 1577 1577 1573 1573 +13 668 15,010 +95
Mar07 060428 1597 1606 1597 1602 +14 609 9,918 +2
May07 060428 1622 1622 1620 1620 +14 110 4,339 +110
Jul07 060428 1636 1636 1636 1636 +12 464 2,215 +260
Total Volume and Open Interest 10,722 129,171 +814
Coffee "C"(NYBOT)
May06 060428 105.50 107.25 105.50 107.20 +1.70 350 696 -65
Jul06 060428 108.80 109.90 108.15 109.70 +1.70 14,743 67,781 -70
Sep06 060428 111.00 112.65 110.75 112.45 +1.70 2,961 14,410 +40
Dec06 060428 114.50 116.50 114.50 115.95 +1.70 1,547 10,585 -147
Mar07 060428 118.00 119.40 118.00 119.35 +1.70 651 3,029 +150
May07 060428 121.00 121.45 121.00 121.45 +1.65 306 736 -19
Total Volume and Open Interest 20,668 99,098 -173
Orange Juice(NYBOT)
May06 060428 144.30 145.30 142.50 144.40 +2.25 3,119 2,208 -2,632
Jul06 060428 144.90 146.20 144.15 145.30 +1.25 1,726 24,135 +436
Sep06 060428 143.50 144.50 143.00 143.50 +0.80 91 4,012 -3
Nov06 060428 141.50 141.50 140.75 140.75 +0.40 13 2,401 +12
Jan07 060428 138.25 139.00 138.00 138.00 -0.15 2 1,564 +2
Total Volume and Open Interest 4,966 34,740 -2,185
Sugar #11(NYBOT)
May06 060428 16.80 17.13 16.52 17.13 +0.41 13,703 15,337 -4,254
Jul06 060428 17.18 17.48 17.01 17.43 +0.30 36,798 244,309 +4,109
Oct06 060428 17.40 17.70 17.28 17.70 +0.29 12,338 81,326 +3,096
Mar07 060428 17.70 18.00 17.59 17.97 +0.26 5,487 65,963 +480
May07 060428 17.55 17.90 17.54 17.86 +0.27 411 27,334 -28
Total Volume and Open Interest 69,733 472,143 +3,328
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060428 23.40 23.45 23.40 23.45 +0.05 240 3,373 +11
Sep06 060428 23.30 23.45 23.30 23.45 unch 61 3,699 +60
Nov06 060428 22.61 22.61 22.61 22.61 unch 0 1,043 +0
Jan07 060428 22.58 22.58 22.58 22.58 unch 1 1,132 +1
Total Volume and Open Interest 302 11,767 +72
London Cocoa(LCE)
May06 060428 885 893 884 887 +5 1,174 33,050 -237
Jul06 060428 886 894 883 886 +1 3,546 60,255 +461
Sep06 060428 900 906 898 900 +2 1,003 36,507 +176
Dec06 060428 922 926 917 919 +1 768 32,453 +506
Mar07 060428 933 933 926 928 +1 119 14,191 +50
May07 060428 938 938 935 937 +1 5 1,282 +5
Jul07 060428 947 948 944 944 +1 268 1,738 +117
Total Volume and Open Interest 6,889 182,669 +1,073
London Coffee(LCE)
May06 060428 1179.00 1195.00 1170.00 1189.00 +19.00 3,935 18,954 -2,263
Jul06 060428 1195.00 1218.00 1192.00 1217.00 +26.00 12,851 72,514 +992
Sep06 060428 1211.00 1231.00 1206.00 1229.00 +26.00 2,625 27,738 +924
Nov06 060428 1225.00 1239.00 1220.00 1238.00 +26.00 361 10,079 +70
Jan07 060428 1240.00 1245.00 1239.00 1244.00 +26.00 7 1,048 +7
Mar07 060428 1254.00 1254.00 1254.00 1254.00 +27.00 140 337 +140
Total Volume and Open Interest 19,924 130,973 -129
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060428 467.00 474.00 466.00 474.00 +4.60 4,602 36,294 +974
Oct06 060428 463.50 470.40 461.50 470.00 +4.30 1,497 13,233 -81
Dec06 060428 463.50 466.80 457.60 465.00 +1.80 132 5,397 +54
Mar07 060428 461.00 463.50 454.70 461.50 +1.30 382 4,871 +270
Total Volume and Open Interest 6,628 62,980 +1,221
Cotton(NYBOT)
May06 060428 49.90 49.90 49.90 49.90 +0.80 30 176 -22
Jul06 060428 50.70 51.75 50.50 51.72 +0.97 7,956 102,434 +259
Oct06 060428 53.30 54.60 53.30 54.60 +1.10 59 1,854 +39
Dec06 060428 54.80 55.95 54.80 55.85 +0.84 3,500 35,358 +999
Mar07 060428 57.85 57.85 57.85 57.85 +0.80 533 3,780 +208
May07 060428 58.70 58.70 58.70 58.70 +0.60 0 194 +0
Total Volume and Open Interest 12,091 146,356 +1,483
Lumber(CME)
May06 060428 343.3 345.4 340.2 344.7 +0.7 466 1,340 -117
Jul06 060428 357.0 357.5 351.2 353.2 -2.0 748 3,285 +233
Sep06 060428 357.8 358.0 353.7 357.7 -0.2 127 644 -83
Nov06 060428 336.5 339.0 336.5 337.3 -0.7 9 103 +5
Total Volume and Open Interest 1,350 5,372 +38
Crude Oil(NYM)
Jun06 060428 71.80 72.65 71.00 71.88 +0.91 108,953 279,839 -7,400
Jul06 060428 73.35 74.00 72.60 73.50 +1.03 58,903 135,092 +6,621
Aug06 060428 74.15 74.70 73.50 74.25 +0.98 19,358 48,969 -1,143
Sep06 060428 74.60 75.15 74.05 74.75 +0.94 9,426 41,160 -344
Oct06 060428 75.08 75.08 75.08 75.08 +0.92 3,708 32,942 +1,333
Nov06 060428 75.10 75.30 74.65 75.30 +0.91 1,888 25,948 -38
Dec06 060428 75.35 75.75 74.65 75.42 +0.89 17,644 106,122 +1,650
Jan07 060428 75.60 75.70 75.40 75.47 +0.87 3,761 28,400 +859
Feb07 060428 75.47 75.47 75.47 75.47 +0.85 213 10,745 +178
Mar07 060428 75.10 75.43 75.10 75.43 +0.83 579 11,251 +161
Apr07 060428 75.35 75.35 75.35 75.35 +0.80 474 8,914 -42
May07 060428 75.26 75.26 75.26 75.26 +0.77 680 5,556 -41
Jun07 060428 74.70 75.14 74.70 75.14 +0.74 1,310 34,010 +236
Jul07 060428 75.00 75.00 74.70 74.98 +0.71 37 4,948 +1
Aug07 060428 74.84 74.84 74.84 74.84 +0.68 0 4,260 +0
Sep07 060428 74.69 74.69 74.69 74.69 +0.65 0 5,305 +0
Total Volume and Open Interest 234,464 1,028,630 +4,579
Heating Oil(NYM)
May06 060428 200.25 203.00 199.00 201.29 +2.72 15,710 6,788 -5,569
Jun06 060428 201.00 204.20 200.50 201.29 +1.93 26,270 76,802 +333
Jul06 060428 203.50 206.30 203.20 203.87 +2.36 4,828 27,635 +675
Aug06 060428 206.00 207.60 205.50 206.07 +2.41 1,478 11,087 +70
Sep06 060428 208.50 210.00 207.50 208.52 +2.41 1,224 7,913 +55
Oct06 060428 210.80 214.00 209.50 211.42 +2.46 491 5,339 +42
Nov06 060428 214.30 217.40 214.30 214.97 +2.51 289 3,588 +61
Dec06 060428 217.60 220.50 217.60 218.47 +2.56 2,374 16,495 -43
Jan07 060428 220.50 223.00 219.90 220.77 +2.61 562 8,625 +304
Feb07 060428 220.50 223.00 220.25 221.02 +2.61 220 2,080 +184
Mar07 060428 218.25 220.50 218.25 218.52 +2.61 25 2,857 -21
Apr07 060428 212.50 215.00 212.50 212.92 +2.61 16 2,248 +4
Total Volume and Open Interest 53,819 174,643 -3,770
Unleaded Gas(NYM)
May06 060428 208.60 213.00 207.50 209.21 +2.02 21,425 9,188 -6,080
Jun06 060428 207.00 210.50 206.00 208.92 +3.37 24,436 68,827 +80
Jul06 060428 206.50 209.50 205.50 208.75 +4.00 6,434 15,928 +364
Aug06 060428 205.00 207.60 204.50 207.60 +4.10 1,764 6,982 -427
Sep06 060428 204.75 205.95 204.75 205.95 +4.05 850 7,003 -243
Oct06 060428 195.50 196.45 195.50 196.45 +3.90 501 4,722 -232
Nov06 060428 192.00 193.10 191.00 193.10 +3.85 30 1,582 +2
Dec06 060428 190.00 191.45 190.00 191.45 +3.80 267 2,207 -169
Jan07 060428 192.05 192.05 192.05 192.05 +3.80 100 1,331 +0
Total Volume and Open Interest 55,807 117,770 -6,705
Natural Gas(NYM)
Jun06 060428 6.800 6.900 6.490 6.555 -0.250 39,010 79,615 -1,552
Jul06 060428 7.060 7.150 6.770 6.810 -0.240 11,592 49,809 -1,064
Aug06 060428 7.340 7.400 7.010 7.055 -0.240 6,668 28,281 +54
Sep06 060428 7.580 7.630 7.250 7.298 -0.227 11,316 28,193 -143
Oct06 060428 7.810 7.940 7.610 7.663 -0.122 11,670 43,107 +1,067
Nov06 060428 9.300 9.380 9.100 9.133 -0.147 2,232 37,604 -464
Dec06 060428 10.730 10.800 10.570 10.583 -0.142 2,107 26,463 +281
Jan07 060428 11.510 11.570 11.300 11.358 -0.157 10,744 45,853 +334
Feb07 060428 11.510 11.580 11.320 11.365 -0.150 918 21,958 +210
Mar07 060428 11.340 11.370 11.168 11.168 -0.157 6,728 39,024 +3,252
Apr07 060428 9.500 9.500 9.388 9.388 -0.097 1,800 21,726 +355
May07 060428 9.270 9.270 9.183 9.183 -0.102 661 22,157 +324
Jun07 060428 9.320 9.350 9.273 9.273 -0.102 65 8,617 -84
Jul07 060428 9.430 9.470 9.378 9.378 -0.097 195 6,161 -102
Aug07 060428 9.550 9.550 9.458 9.458 -0.092 35 7,000 -42
Sep07 060428 9.600 9.600 9.523 9.523 -0.092 31 8,584 -9
Total Volume and Open Interest 111,996 714,567 +1,182
Brent Crude Oil(ICE)
Jun06 060428 70.75 72.65 70.45 72.02 +1.11 78,480 119,670 -21,221
Jul06 060428 71.32 73.20 71.12 72.60 +1.06 44,263 106,396 -7,378
Aug06 060428 71.74 73.62 71.64 73.09 +1.05 18,647 34,447 -425
Sep06 060428 72.20 73.84 72.02 73.42 +1.03 11,377 21,170 +1,254
Oct06 060428 72.45 74.10 72.38 73.65 +1.00 6,616 22,642 +2,655
Nov06 060428 72.66 74.28 72.60 73.82 +0.97 3,229 11,881 +1,143
Dec06 060428 72.80 74.39 72.65 73.93 +0.94 8,474 51,974 -132
Jan07 060428 72.81 74.19 72.81 74.00 +0.93 650 11,248 -675
Feb07 060428 74.21 74.21 74.03 74.03 +0.92 0 8,396 +0
Mar07 060428 73.54 74.17 73.54 73.98 +0.90 0 5,107 +0
Apr07 060428 73.88 73.88 73.88 73.88 +0.88 0 1,725 +0
May07 060428 73.78 73.78 73.78 73.78 +0.87 0 570 +0
Jun07 060428 73.68 73.68 73.68 73.68 +0.87 0 10,262 +0
Jul07 060428 73.55 73.55 73.55 73.55 +0.86 0 50 +0
Total Volume and Open Interest 174,117 452,719 -26,202
Gas Oil(ICE)
May06 060428 622.50 635.00 617.25 627.75 +1.00 29,790 50,919 -6,229
Jun06 060428 627.50 640.00 622.00 632.00 +0.25 22,192 66,819 +4,360
Jul06 060428 633.50 646.00 628.25 638.25 +0.25 8,117 21,782 +528
Aug06 060428 637.75 649.75 634.50 644.50 +0.25 2,326 7,497 -36
Sep06 060428 642.25 655.00 642.25 651.00 +0.50 745 5,854 -254
Oct06 060428 648.75 660.25 648.00 657.25 +0.75 763 8,021 -314
Nov06 060428 662.25 662.50 661.25 661.25 +1.00 207 5,329 -243
Dec06 060428 656.50 668.00 655.25 664.00 +0.75 3,787 26,741 -1,232
Jan07 060428 657.75 670.50 657.75 665.75 +1.00 700 5,285 -170
Feb07 060428 663.25 663.25 663.25 663.25 unch 0 470 +0
Total Volume and Open Interest 70,177 222,386 -3,104
US Dollar Index(NYBOT)
Jun06 060428 86.43 86.51 85.77 85.88 -0.52 9,276 31,040 +700
Sep06 060428 86.00 86.00 85.42 85.53 -0.52 23 2,117 +9
Dec06 060428 85.19 85.19 85.19 85.19 -0.52 1 51 +0
Total Volume and Open Interest 9,300 33,214 +709
Australian Dollar(CME)
Jun06 060428 75.54 76.02 75.53 75.90 +0.30 3,492 55,261 +560
Sep06 060428 75.42 75.80 75.42 75.80 +0.28 2 348 +79
Dec06 060428 75.40 75.70 75.40 75.70 +0.26 1 175 +1
Total Volume and Open Interest 3,495 55,811 +574
British Pound(CME)
Jun06 060428 180.71 182.52 180.70 182.28 +1.86 3,943 92,043 -390
Sep06 060428 181.28 182.65 181.28 182.54 +1.85 1 955 +280
Dec06 060428 182.60 182.80 182.60 182.80 +1.89 20 23 +20
Total Volume and Open Interest 3,964 93,021 -90
Canadian Dollar(CME)
Jun06 060428 88.96 89.56 88.96 89.47 +0.29 2,709 105,984 +756
Sep06 060428 89.25 89.71 89.25 89.71 +0.29 19 2,680 +38
Dec06 060428 89.72 89.95 89.72 89.94 +0.29 3 785 +10
Mar07 060428 90.05 90.17 90.05 90.17 +0.29 0 147 +0
Total Volume and Open Interest 2,731 109,618 +804
Japanese Yen(CME)
Jun06 060428 88.07 88.62 88.03 88.52 +0.24 5,524 190,035 +6,311
Sep06 060428 89.05 89.70 89.05 89.64 +0.24 1 19,647 +505
Dec06 060428 90.72 90.72 90.72 90.72 +0.24 0 145 +10
Total Volume and Open Interest 5,525 209,829 +6,826
Swiss Franc(CME)
Jun06 060428 80.21 81.19 80.20 80.97 +1.16 4,701 91,096 +5,291
Sep06 060428 81.37 81.73 81.37 81.71 +1.16 0 523 +95
Dec06 060428 81.65 82.47 81.65 82.34 +1.19 0 53 +0
Total Volume and Open Interest 4,701 91,672 +5,386
EuroFX(CME)
Jun06 060428 125.75 126.75 125.71 126.52 +0.74 6,165 180,850 +3,777
Sep06 060428 126.65 127.40 126.60 127.20 +0.73 75 3,133 +158
Dec06 060428 127.25 128.00 127.25 127.81 +0.73 24 418 +36
Total Volume and Open Interest 6,264 184,534 +3,971
Mexican Peso(CME)
Jun06 060428 8962.0 9015.0 8962.0 9012.0 +57.0 4,460 61,928 -945
Sep06 060428 8900.0 8955.0 8900.0 8955.0 +58.0 235 1,121 +173
Total Volume and Open Interest 4,820 87,712 -1,705
30-Year T-Bonds(CBOT)
Jun06 060428 106~25 106~31 106~12 106~27 +0~05 472,472 788,025 -833
Sep06 060428 106~21 106~23 106~08 106~22 +0~05 5,138 30,572 +1,501
Dec06 060428 106~14 106~23 106~14 106~23 +0~03 207 1,495 +1
Total Volume and Open Interest 477,817 820,093 +669
10-Year T-Notes(CBOT)
Jun06 060428 105~150 105~200 105~070 105~185 +0~055 1,143,351 2,146,137 -66,747
Sep06 060428 105~175 105~175 105~055 105~150 +0~055 14,556 122,204 +3,587
Total Volume and Open Interest 1,158,012 2,275,266 -63,160
5-Year T-Notes(CBOT)
Jun06 060428 103~315 104~055 103~305 104~050 +0~050 594,500 0 +0
Sep06 060428 103~290 104~025 103~290 104~025 +0~050 461 44,020 +498
Dec06 060428 104~030 104~030 104~030 104~030 +0~050 0 1 +0
Total Volume and Open Interest 594,961 44,021 +498
2 Year T-Notes(CBOT)
Jun06 060428 101~101 101~112 101~100 101~110 +0~010 2,673 516,317 +11,672
Sep06 060428 101~112 101~112 101~112 101~112 +0~011 0 250 +250
Total Volume and Open Interest 2,673 516,567 +11,922
Eurodollars(CME)
Jun06 060428 94.785 94.820 94.780 94.810 +0.030 51,962 1,321,753 +184
Sep06 060428 94.720 94.765 94.705 94.760 +0.045 407,037 1,491,926 -24,827
Dec06 060428 94.710 94.760 94.705 94.755 +0.045 44,302 1,428,650 -25,548
Mar07 060428 94.745 94.795 94.735 94.790 +0.040 24,975 1,137,273 -32,412
Jun07 060428 94.770 94.810 94.760 94.810 +0.040 33,575 981,492 -9,419
Sep07 060428 94.775 94.820 94.770 94.815 +0.035 44,876 829,536 -7,272
Dec07 060428 94.765 94.805 94.760 94.805 +0.035 25,647 603,527 +8,331
Mar08 060428 94.750 94.795 94.740 94.790 +0.035 24,316 431,827 +3,835
Jun08 060428 94.720 94.765 94.715 94.760 +0.035 9,611 279,299 +929
Sep08 060428 94.690 94.735 94.690 94.730 +0.035 16,452 247,704 -477
Dec08 060428 94.635 94.680 94.635 94.680 +0.030 7,438 197,034 +676
Mar09 060428 94.610 94.655 94.610 94.655 +0.030 12,024 149,705 +4,056
Jun09 060428 94.570 94.620 94.570 94.620 +0.030 6,634 115,424 +2,210
Sep09 060428 94.535 94.585 94.535 94.580 +0.025 6,447 110,883 +2,259
Dec09 060428 94.490 94.535 94.480 94.535 +0.025 6,211 111,110 +2,600
Mar10 060428 94.465 94.510 94.465 94.510 +0.025 5,353 84,073 +1,625
Jun10 060428 94.450 94.480 94.450 94.475 +0.020 2,293 60,638 -573
Sep10 060428 94.420 94.445 94.420 94.445 +0.020 2,421 51,231 -507
Total Volume and Open Interest 399,377 9,809,199 -68,607
3-Mth Euro-Yen(CME)
Jun06 060428 99.76 99.77 99.76 99.77 +0.01 3,776 14,011 +843
Sep06 060428 99.54 99.54 99.54 99.54 +0.01 844 7,592 +438
Dec06 060428 99.32 99.32 99.31 99.32 +0.02 1,922 8,635 +1,028
Mar07 060428 99.11 99.12 99.09 99.11 +0.03 1,517 6,517 +1,233
Jun07 060428 98.92 98.93 98.92 98.92 +0.03 862 5,655 +605
Sep07 060428 98.73 98.74 98.70 98.73 +0.04 114 2,754 +100
Dec07 060428 98.56 98.56 98.55 98.56 +0.05 120 1,006 -80
Mar08 060428 98.40 98.40 98.40 98.40 +0.03 0 442 +0
Jun08 060428 98.30 98.30 98.30 98.30 +0.04 0 251 +0
Sep08 060428 98.22 98.22 98.22 98.22 +0.05      
Total Volume and Open Interest 9,155 46,867 +4,167
3-Mth Euro-Yen(SIMEX)
Jun06 060428 99.76 99.77 99.76 99.77 +0.01 790 64,260 +194
Sep06 060428 99.54 99.55 99.54 99.55 +0.02 506 51,034 -137
Dec06 060428 99.32 99.33 99.32 99.32 +0.02 3,916 94,860 +1,333
Mar07 060428 99.12 99.12 99.11 99.12 +0.03 1,201 48,807 +93
Jun07 060428 98.92 98.93 98.92 98.92 +0.03 767 23,086 +68
Sep07 060428 98.73 98.75 98.73 98.74 +0.05 61 12,631 -26
Dec07 060428 98.57 98.58 98.57 98.57 +0.04 100 22,416 +100
Mar08 060428 98.43 98.43 98.43 98.43 +0.05 125 16,929 +25
Total Volume and Open Interest 7,466 335,603 +1,650
German Euro-Bund(EUREX)
Jun06 060427 115.26 115.58 114.91 115.35 +0.06 1,867,944 1,790,790 +129,570
Sep06 060428 115.69 115.87 115.42 115.75 +0.26 10,736 61,920 +9,865
Dec06 060428 115.08 115.08 115.08 115.08 +0.18 535 2 +0
Total Volume and Open Interest 1,549,115 1,943,742 +100,895
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060428 109.35 109.44 109.24 109.35 +0.09 865 17,655 +542
Dec06 060428 109.04 109.04 109.04 109.04 +0.09 173 0 +0
Total Volume and Open Interest 781,664 1,418,640 +71,836
Long Gilt(LIFFE)
Jun06 060428 109~20 109~32 109~08 109~22 +0~05 79,024 297,077 -539
Sep06 060428 109~14 109~14 109~14 109~14 +0~05      
Total Volume and Open Interest 79,024 297,077 -539
3-Mth Short Sterling(LIFFE)
Jun06 060428 95.33 95.33 95.33 95.33 unch 76,079 462,136 -2,021
Sep06 060428 95.25 95.25 95.25 95.25 unch 140,459 520,097 +15,974
Dec06 060428 95.16 95.16 95.16 95.16 +0.01 141,293 335,191 +7,617
Total Volume and Open Interest 581,470 2,385,476 +13,398
3-Mth Euribor(LIFFE)
Jun06 060428 96.975 96.980 96.945 96.975 unch 197,140 637,002 -11,049
Sep06 060428 96.700 96.710 96.660 96.700 +0.005 186,067 623,283 -7,198
Dec06 060428 96.495 96.510 96.445 96.490 +0.005 234,132 653,562 +19,448
Total Volume and Open Interest 1,075,455 3,643,812 -5,746
3-Mth Aus T-Bills(SFE)
Jun06 060428 94.16 94.18 94.15 94.16 +0.01 11,728 183,223 -21,910
Sep06 060428 94.05 94.06 94.02 94.04 +0.01 25,905 273,291 -37,544
Dec06 060428 94.01 94.03 93.99 94.00 +0.02 7,375 105,162 -4,032
Mar07 060428 93.99 94.02 93.97 93.98 +0.03 4,756 46,371 +4,313
Jun07 060428 93.97 93.99 93.95 93.95 +0.03 344 27,487 -91
Sep07 060428 93.93 93.94 93.91 93.92 +0.04 1,195 21,076 +547
Dec07 060428 93.88 93.88 93.88 93.88 +0.04 893 12,640 +197
Mar08 060428 93.85 93.86 93.84 93.84 +0.04 74 6,754 +19
Jun08 060428 93.81 93.82 93.81 93.82 +0.04 0 957 +0
Sep08 060428 93.80 93.80 93.80 93.80 +0.03 4 813 +4
Total Volume and Open Interest 52,329 679,326 -58,452
10-Year Aus T-Bonds(SFE)
Jun06 060428 94.29 94.32 94.29 94.29 +0.03 17,628 357,348 -29,897
Sep06 060428 94.29 94.29 94.29 94.29 +0.03      
Total Volume and Open Interest 17,628 357,348 -29,897
3-Year Aus T-Bonds(SFE)
Jun06 060428 94.33 94.36 94.33 94.34 +0.03 61,312 506,958 -33,411
Sep06 060428 94.34 94.34 94.34 94.34 +0.03      
Total Volume and Open Interest 61,312 506,958 -33,411
Gold(CMX)
Jun06 060428 640.0 658.2 640.0 654.5 +18.2 70,587 247,205 -318
Aug06 060428 648.0 665.2 648.0 660.9 +18.4 3,310 22,463 +770
Oct06 060428 655.5 668.5 655.0 667.3 +18.7 628 12,639 +324
Dec06 060428 659.0 677.5 659.0 673.7 +19.0 1,435 25,483 +420
Feb07 060428 674.0 680.5 674.0 680.1 +19.3 165 12,706 +91
Apr07 060428 686.4 686.4 686.4 686.4 +19.6 0 1,350 +0
Jun07 060428 681.5 694.0 681.5 692.7 +19.8 154 11,224 +125
Aug07 060428 699.1 699.1 699.1 699.1 +20.0 2 181 +0
Oct07 060428 705.4 705.4 705.4 705.4 +20.2 0 1,592 +0
Dec07 060428 702.5 715.0 702.5 711.8 +20.5 36 12,753 +30
Feb08 060428 718.2 718.2 718.2 718.2 +20.9 10 230 +10
Total Volume and Open Interest 76,382 356,725 +1,392
Silver(CMX)
May06 060428 1245.0 1376.0 1240.0 1351.0 +104.0 16,035 11,673 -8,897
Jul06 060428 1261.0 1400.0 1260.0 1363.0 +104.0 30,983 66,322 +7,040
Sep06 060428 1270.0 1400.0 1270.0 1371.2 +103.0 156 6,157 +23
Dec06 060428 1285.0 1415.0 1280.0 1374.2 +102.0 699 17,019 +314
Mar07 060428 1330.0 1420.0 1320.0 1376.5 +100.9 124 6,510 +59
May07 060428 1336.0 1374.9 1336.0 1374.9 +97.9 58 1,999 +7
Jul07 060428 1380.0 1380.0 1373.0 1373.0 +96.0 35 4,041 +34
Total Volume and Open Interest 48,494 121,459 -1,235
Platinum(NYM)
Jul06 060428 1147.0 1163.8 1147.0 1163.3 +17.2 1,729 9,762 -53
Oct06 060428 1173.0 1173.0 1170.3 1170.3 +16.2 53 70 +53
Total Volume and Open Interest 1,782 9,832 +0
Palladium(NYME)
Jun06 060428 364.00 378.00 363.00 377.05 +12.75 1,220 16,104 +379
Sep06 060428 371.00 385.00 371.00 382.05 +13.25 22 1,536 +1
Dec06 060428 383.00 389.00 383.00 385.05 +13.25 3 455 -2
Total Volume and Open Interest 1,245 18,110 +378
Copper(CMX)
May06 060428 332.00 338.40 330.00 333.55 +7.55 4,206 11,382 -2,595
Jul06 060428 323.50 328.50 319.50 322.05 +3.95 12,474 55,017 +362
Sep06 060428 323.00 323.00 316.00 317.45 +4.20 333 5,673 +18
Dec06 060428 308.00 313.00 307.00 309.45 +5.85 434 3,901 -190
Mar07 060428 301.50 301.50 300.70 300.70 +7.00 214 885 -54
Total Volume and Open Interest 18,222 88,054 -2,813
Aluminum(CMX)
May06 060428 126.00 126.00 126.00 126.00 +0.40 0 299 -36
Jun06 060428 128.75 128.75 126.50 126.50 +0.40 0 242 +0
Jul06 060428 126.20 126.20 126.20 126.20 +0.40 0 20 +0
Aug06 060428 125.95 125.95 125.95 125.95 +0.40      
Sep06 060428 125.70 125.70 125.70 125.70 +0.40 0 1 +0
Oct06 060428 125.40 125.40 125.40 125.40 +0.40 0 40 +0
Total Volume and Open Interest 0 1,208 -41
DJIA Index(CBOT)
Jun06 060428 11395 11448 11378 11427 +5 8,142 43,760 -267
Sep06 060428 11480 11510 11480 11510 +6 5 83 +2
Dec06 060428 11578 11578 11578 11578 +5 0 1,680 +0
Total Volume and Open Interest 8,147 45,523 -265
S & P 500(CME)
Jun06 060428 1312.30 1322.00 1311.70 1315.90 +0.80 36,212 643,204 -3,522
Sep06 060428 1328.50 1328.50 1327.00 1327.00 +0.80 2,640 14,284 +2,362
Dec06 060428 1341.50 1341.50 1338.20 1338.20 +0.80 20 2,133 +0
Mar07 060428 1349.20 1349.20 1349.20 1349.20 +0.60 0 63 +0
Total Volume and Open Interest 38,872 659,739 -1,160
S & P 500 E-Mini(Globex)
Jun06 060428 1314.75 1322.00 1310.75 1316.00 +1.00 1,471,056 1,263,056 -6,154
Sep06 060428 1325.00 1332.00 1322.25 1327.00 +0.75 968 3,574 +7
Total Volume and Open Interest 1,472,024 1,266,630 -6,147
NASDAQ 100(CME)
Jun06 060428 1718.00 1728.00 1709.00 1711.00 -16.50 7,194 61,141 -696
Sep06 060428 1730.50 1730.50 1730.50 1730.50 -16.50 0 25 +0
Dec06 060428 1750.00 1750.00 1750.00 1750.00 -16.50 0 1 +0
Total Volume and Open Interest 7,194 61,167 -696
NASDAQ 100 E-Mini(Globex)
Jun06 060428 1726.00 1727.30 1709.00 1711.00 -16.50 502,812 358,659 +32,137
Sep06 060428 1738.00 1740.80 1730.00 1730.50 -16.50 190 146 -28
Total Volume and Open Interest 503,002 358,805 +32,109
S & P Midcap 400(CME)
Jun06 060428 800.00 809.00 799.50 806.60 +4.90 107 11,045 -33
Sep06 060428 158.24 158.24 158.24 158.24 +4.90      
Dec06 060428 165.24 165.24 165.24 165.24 +4.90      
Total Volume and Open Interest 107 11,045 -33
Russell 2000(CME)
Jun06 060428 760.50 771.50 760.50 768.80 +6.00 1,882 37,146 +512
Sep06 060428 775.30 775.30 775.30 775.30 +6.00 0 41 +0
Dec06 060428 781.30 781.30 781.30 781.30 +6.00 0 7 +0
Total Volume and Open Interest 1,882 37,194 +512
Russell 2000 E-Mini(Globex)
Jun06 060428 762.80 771.80 759.00 768.80 +6.00 216,459 347,634 +7,943
Sep06 060428 766.50 777.20 766.50 775.30 +6.00 46 927 -1
Total Volume and Open Interest 216,505 348,561 +7,942
Value Line(KCBT)
Jun06 060428 2139.00 2139.00 2139.00 2139.00 +5.50 1 77 +1
Total Volume and Open Interest 1 78 +1
Nikkei 225(CME)
Jun06 060428 16990 17080 16745 16970 -180 38,126 222,536 +628
Sep06 060428 16990 16990 16760 16905 -210 0 346 +11
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060428 16990 17080 16745 16970 -180 38,126 222,536 +628
Sep06 060428 16990 16990 16760 16905 -210 0 346 +11
Dec06 060428 16870 16870 16870 16870 -210      
Total Volume and Open Interest 38,130 222,958 +639
CAC 40(MATIF)
Apr06 060421 5217.5 5250.5 5214.0 5245.5 +39.5 182,616 406,929 -107,360
May06 060428 5143.5 5159.0 5119.5 5129.0 -21.5 129,859 408,430 +42,464
Jun06 060428 5102.5 5113.0 5082.5 5084.5 -21.5 8,471 95,118 +2,402
Total Volume and Open Interest 138,365 511,206 +44,866
Hang Seng Index(HKFE)
Apr06 060427 16754 16824 16706 16805 +127 93,986 82,626 -33,602
May06 060428 16390 16566 16293 16529 -60 54,781 109,820 +36,271
Jun06 060428 16403 16610 16346 16600 -29 338 1,555 +45
Total Volume and Open Interest 124,659 154,617 -3,458
DAX Index(EUREX)
Jun06 060428 6073.0 6075.0 6020.0 6027.5 -61.5 223,052 239,186 -3,162
Sep06 060428 6115.5 6118.0 6067.5 6073.5 -61.5 680 12,962 +184
Dec06 060428 6155.5 6168.5 6124.0 6124.5 -61.5 709 3,255 +289
Total Volume and Open Interest 224,441 255,403 -2,689
FT-SE 100(LIFFE)
Jun06 060428 6060.50 6062.00 6019.00 6024.00 -45.00 82,680 462,387 -6,075
Sep06 060428 6067.50 6078.50 6040.00 6042.00 -45.00 46 2,717 -3
Dec06 060428 6097.50 6109.50 6078.00 6078.00 -46.50 0 23,522 +0
Total Volume and Open Interest 82,726 489,626 -6,078
SPI 200(SFE)
Jun06 060428 5271.0 5283.0 5245.0 5253.0 -55.0 16,694 221,927 -2,303
Sep06 060428 5271.0 5271.0 5252.0 5254.0 -55.0 15 3,843 -47
Dec06 060428 5274.0 5274.0 5274.0 5274.0 -56.0 15 3,097 -71
Total Volume and Open Interest 16,724 231,024 -2,421
GSCI(CME)
May06 060428 473.60 477.50 472.70 475.00 +5.60 2,260 21,888 -1,497
Jun06 060428 484.00 484.00 480.50 480.50 +4.50 0 7 +0
Jul06 060428 485.50 485.50 485.50 485.50 +4.50      
Total Volume and Open Interest 2,260 21,895 -1,497
Reuters CRB Index(NYBOT)
Jun06 060428 380.50 386.25 380.50 384.00 +7.00 41 634 +5
Aug06 060428 390.50 390.50 390.50 390.50 +7.00 0 412 +0
Nov06 060428 396.00 396.00 396.00 396.00 +7.00      
Total Volume and Open Interest 41 1,046 +5
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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