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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 May 02, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060502 593.50 599.00 588.00 590.50 -2.75 13,620 8,133 -2,833
Jul06 060502 606.00 612.50 600.50 603.00 -3.75 70,730 221,660 +6,482
Aug06 060502 611.50 617.00 606.50 607.75 -4.50 1,292 11,967 +90
Sep06 060502 616.50 621.50 612.00 613.50 -3.00 1,319 11,066 -550
Nov06 060502 625.00 632.00 620.50 622.50 -3.50 16,257 87,043 +4,378
Jan07 060502 633.00 639.00 628.50 629.50 -4.00 818 5,847 +314
Mar07 060502 637.00 643.00 635.50 636.50 -1.25 279 2,323 +37
Total Volume and Open Interest 105,244 358,964 +8,243
Soybean Meal(CBOT)
May06 060502 178.50 179.90 175.40 176.20 -1.90 3,196 5,614 -964
Jul06 060502 179.30 181.00 176.30 177.50 -1.50 26,216 92,313 -507
Aug06 060502 180.80 182.00 177.80 178.70 -1.30 1,311 16,793 +116
Sep06 060502 182.70 183.20 179.00 179.60 -1.70 580 13,963 +15
Oct06 060502 182.00 183.60 179.70 180.70 -1.10 462 9,352 +20
Dec06 060502 184.00 185.20 181.50 182.30 -1.00 3,742 29,801 +615
Jan07 060502 185.50 186.00 182.70 183.30 -0.80 30 1,558 +10
Mar07 060502 186.00 186.80 184.50 184.80 -0.50 20 1,376 +19
Total Volume and Open Interest 35,676 172,416 -575
Soybean Oil(CBOT)
May06 060502 25.45 25.60 25.25 25.32 -0.15 5,760 4,496 -3,830
Jul06 060502 25.88 26.04 25.62 25.73 -0.15 25,539 161,344 +2,807
Aug06 060502 26.02 26.17 25.80 25.91 -0.18 807 10,228 +292
Sep06 060502 26.15 26.30 26.00 26.10 -0.17 648 8,193 +36
Oct06 060502 26.35 26.47 26.20 26.29 -0.13 339 6,620 +56
Dec06 060502 26.71 26.94 26.53 26.66 -0.15 3,734 36,507 +471
Jan07 060502 26.80 26.85 26.80 26.85 -0.13 115 2,564 +73
Mar07 060502 26.90 27.00 26.90 27.00 unch 0 1,389 +0
Total Volume and Open Interest 37,167 238,448 +74
Canola(WCE)
May06 060502 269.1 269.1 269.1 269.1 -0.6 578 594 -989
Jul06 060502 278.7 280.6 276.4 278.0 -0.6 7,086 56,909 -5
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060502 293.7 296.3 292.0 293.2 -0.5 1,920 24,628 +746
Jan07 060502 300.0 301.5 297.7 299.5 -1.1 43 1,456 +29
Total Volume and Open Interest 9,708 86,658 -157
Corn(CBOT)
May06 060502 237.00 237.00 233.00 233.25 -4.75 13,880 23,358 -3,778
Jul06 060502 246.75 247.50 243.25 243.50 -4.50 66,824 573,181 +8,824
Sep06 060502 257.25 258.00 254.00 254.25 -4.50 5,661 88,414 +1,256
Dec06 060502 269.50 270.75 266.75 267.00 -4.50 32,102 345,867 +7,460
Mar07 060502 278.75 279.50 276.25 277.00 -3.50 2,467 50,448 +1,289
May07 060502 285.00 285.00 282.50 282.50 -3.50 708 5,644 +250
Total Volume and Open Interest 128,659 1,201,418 +18,704
Wheat(CBOT)
May06 060502 357.50 358.75 353.00 355.25 +2.00 1,205 1,688 -1,506
Jul06 060502 368.00 370.50 363.25 366.50 +1.50 36,009 229,352 +1,015
Sep06 060502 380.50 382.75 377.00 379.00 +1.50 2,977 31,372 +1,577
Dec06 060502 398.50 400.50 393.50 396.75 +1.75 4,188 72,542 +745
Mar07 060502 413.50 415.50 409.50 412.25 +0.75 675 10,879 +477
Total Volume and Open Interest 47,806 383,699 +3,640
Wheat(KCBT)
May06 060502 438.00 440.00 432.00 438.50 +3.50 1,343 1,508 -764
Jul06 060502 441.00 447.75 439.50 444.25 +6.25 9,984 80,129 -512
Sep06 060502 449.25 452.00 445.25 448.00 +4.75 601 12,656 -3
Dec06 060502 455.50 461.00 453.00 456.00 +3.00 3,271 23,904 +319
Mar07 060502 463.00 463.00 457.00 458.75 +1.75 31 1,298 +18
Total Volume and Open Interest 15,495 126,464 -903
Wheat(MGE)
May06 060502 421.00 421.00 416.00 416.00 unch 279 919 -256
Jul06 060502 425.00 429.00 422.00 424.75 +2.00 2,305 20,692 -972
Sep06 060502 430.00 434.00 427.00 430.00 +2.00 1,396 9,932 +364
Dec06 060502 437.00 440.75 435.50 437.00 +1.50 1,508 15,521 +46
Mar07 060502 443.50 445.00 442.00 442.00 +3.50 3 946 -3
Total Volume and Open Interest 5,688 49,264 -703
Oats(CBOT)
May06 060502 189.75 189.75 186.00 186.00 -4.25 68 53 -25
Jul06 060502 194.50 194.75 187.25 188.50 -5.25 1,920 7,536 +6
Sep06 060502 185.00 185.00 181.00 181.50 -3.00 32 270 +20
Dec06 060502 183.75 185.00 180.00 181.00 -1.75 600 3,524 +262
Total Volume and Open Interest 2,624 11,476 +263
Rough Rice(CBOT)
May06 060502 8.27 8.30 8.23 8.23 -0.06 27 79 -37
Jul06 060502 8.57 8.59 8.51 8.52 -0.06 368 5,569 +137
Sep06 060502 8.81 8.81 8.80 8.80 -0.06 4 996 -4
Nov06 060502 9.05 9.05 8.99 9.01 -0.05 77 2,383 -26
Total Volume and Open Interest 557 10,484 +110
Live Cattle(CME)
Jun06 060502 74.850 75.300 74.725 75.100 +0.075 11,599 116,507 +1,206
Aug06 060502 76.800 77.200 76.550 77.075 +0.125 10,428 66,418 +3,014
Oct06 060502 80.750 81.100 80.600 81.075 +0.100 3,713 39,731 +1,558
Dec06 060502 82.950 83.050 82.400 82.575 -0.175 1,673 16,983 +45
Feb07 060502 85.500 85.500 85.075 85.450 -0.050 443 6,847 +209
Apr07 060502 83.400 83.700 83.375 83.700 unch 103 1,113 +41
Total Volume and Open Interest 27,964 247,603 +6,077
Feeder Cattle(CME)
May06 060502 101.900 102.400 101.800 102.150 -0.025 2,316 9,811 +9
Aug06 060502 103.900 104.400 103.550 104.250 -0.050 2,919 14,917 +31
Sep06 060502 103.600 103.900 103.050 103.850 +0.025 237 1,738 +9
Oct06 060502 103.200 103.400 102.700 103.100 -0.200 146 1,635 +15
Nov06 060502 102.850 102.950 102.300 102.700 -0.100 27 472 +17
Jan07 060502 99.750 99.850 99.750 99.850 +0.350 20 193 +1
Total Volume and Open Interest 5,665 28,766 +82
Lean Hogs(CME)
May06 060502 67.500 67.600 66.550 67.225 -1.000 1,163 4,714 -320
Jun06 060502 66.650 66.700 65.000 65.700 -1.175 9,238 76,647 -846
Jul06 060502 67.750 67.800 66.100 66.675 -1.425 5,337 36,808 +9,179
Aug06 060502 66.475 66.475 65.000 65.650 -1.025 3,057 20,475 +1,042
Oct06 060502 57.500 57.550 56.325 57.050 -0.700 1,983 12,331 +1,222
Dec06 060502 55.650 55.650 54.600 55.425 -0.525 641 4,790 +378
Feb07 060502 56.625 56.625 55.825 56.575 -0.275 181 1,407 +136
Apr07 060502 56.400 56.600 56.400 56.600 -0.300 67 384 +59
Total Volume and Open Interest 21,671 157,577 +10,853
Pork Bellies(CME)
May06 060502 86.400 86.400 84.500 85.100 -1.450 129 523 -87
Jul06 060502 85.000 85.000 83.200 84.500 -1.200 433 1,512 +85
Aug06 060502 81.400 82.500 80.600 80.600 -1.925 91 181 +69
Feb07 060502 84.800 84.975 84.800 84.975 unch 0 9 +0
Mar07 060502 85.250 85.250 85.250 85.250 unch 0 6 +0
Total Volume and Open Interest 653 2,231 +67
Class III Milk(CME)
May06 060502 10.88 10.88 10.85 10.85 -0.02 94 3,092 -14
Jun06 060502 10.90 10.95 10.90 10.91 unch 60 3,325 +15
Jul06 060502 11.31 11.36 11.31 11.33 +0.02 53 3,436 +19
Aug06 060502 11.65 11.67 11.64 11.65 +0.01 41 3,468 +8
Sep06 060502 11.90 11.95 11.90 11.92 +0.02 29 3,430 +5
Total Volume and Open Interest 333 29,718 +58
Cocoa(NYBOT)
May06 060502 1480 1515 1480 1515 -8 19 538 -19
Jul06 060502 1527 1528 1506 1523 -8 8,619 61,397 -390
Sep06 060502 1545 1548 1529 1546 -6 626 25,063 +46
Dec06 060502 1578 1578 1565 1576 -8 88 14,997 +36
Mar07 060502 1603 1605 1590 1605 -7 3 9,909 -13
May07 060502 1617 1623 1612 1623 -7 47 4,386 +37
Jul07 060502 1641 1641 1641 1641 -5 55 2,116 -27
Total Volume and Open Interest 9,457 128,601 -330
Coffee "C"(NYBOT)
May06 060502 107.50 110.60 107.50 110.35 +3.25 44 417 -63
Jul06 060502 109.70 113.50 109.70 112.75 +3.15 4,660 67,135 +220
Sep06 060502 112.80 116.10 112.80 115.50 +3.10 771 14,649 +240
Dec06 060502 116.70 119.60 116.70 119.10 +3.15 279 10,789 +55
Mar07 060502 120.25 123.00 120.25 122.65 +3.20 111 3,078 +107
May07 060502 123.60 124.90 123.60 124.90 +3.20 1 692 +1
Total Volume and Open Interest 5,866 98,691 +560
Orange Juice(NYBOT)
May06 060502 146.40 153.30 146.40 153.30 +7.45 185 972 -181
Jul06 060502 148.00 154.90 147.50 154.70 +8.05 1,865 24,640 +26
Sep06 060502 146.75 149.65 146.50 149.65 +5.00 77 4,079 +32
Nov06 060502 144.00 146.65 143.00 146.65 +5.00 20 2,405 +4
Jan07 060502 142.00 144.15 142.00 144.15 +5.00 1 1,564 +1
Total Volume and Open Interest 2,148 34,080 -118
Sugar #11(NYBOT)
Jul06 060502 17.80 17.93 17.61 17.91 +0.18 18,295 252,987 +1,565
Oct06 060502 18.03 18.20 17.90 18.19 +0.20 9,683 84,362 +280
Mar07 060502 18.26 18.45 18.23 18.44 +0.21 5,873 67,918 +960
May07 060502 18.16 18.32 18.13 18.32 +0.21 3,327 26,602 -659
Jul07 060502 17.89 18.01 17.88 18.01 +0.19 397 21,678 -96
Total Volume and Open Interest 38,320 470,901 -6,268
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060502 23.90 24.00 23.85 23.85 -0.07 700 2,998 -285
Sep06 060502 23.70 23.80 23.70 23.80 unch 494 4,075 +255
Nov06 060502 22.70 22.74 22.70 22.74 +0.08 53 1,031 -12
Jan07 060502 22.60 22.65 22.60 22.65 +0.05 33 1,166 +33
Total Volume and Open Interest 1,517 12,057 +198
London Cocoa(LCE)
May06 060502 887 887 872 873 -14 1,098 0 -33,050
Jul06 060502 887 890 868 871 -15 2,737 0 -60,255
Sep06 060502 900 900 884 885 -15 1,108 0 -36,507
Dec06 060502 919 919 903 905 -14 906 0 -32,453
Mar07 060502 932 932 913 914 -14 96 0 -14,191
May07 060502 925 925 922 922 -15 28 0 -1,282
Jul07 060502 934 934 929 930 -14 15 0 -1,738
Total Volume and Open Interest 6,889 182,669 +0
London Coffee(LCE)
May06 060502 1196.00 1203.00 1182.00 1188.00 -1.00 14,561 0 -18,954
Jul06 060502 1220.00 1235.00 1204.00 1219.00 +2.00 17,110 0 -72,514
Sep06 060502 1235.00 1248.00 1217.00 1234.00 +5.00 1,883 0 -27,738
Nov06 060502 1246.00 1257.00 1229.00 1243.00 +5.00 266 0 -10,079
Jan07 060502 1244.00 1259.00 1240.00 1249.00 +5.00 355 0 -1,048
Mar07 060502 1257.00 1257.00 1257.00 1257.00 +3.00      
Total Volume and Open Interest 19,924 130,973 +0
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060502 480.10 483.90 476.50 483.50 +9.50 5,326 0 -36,294
Oct06 060502 476.00 478.00 472.50 478.00 +8.00 2,172 0 -13,233
Dec06 060502 471.80 474.80 470.00 474.00 +9.00 426 0 -5,397
Mar07 060502 468.80 470.50 466.00 470.50 +9.00 728 0 -4,871
Total Volume and Open Interest 6,628 62,980 +0
Cotton(NYBOT)
May06 060502 49.25 49.25 49.25 49.25 -0.90 7 82 -5
Jul06 060502 51.57 51.60 50.90 50.91 -0.66 7,331 105,453 +1,478
Oct06 060502 53.80 53.90 53.45 53.50 -0.60 40 1,784 +7
Dec06 060502 55.50 55.55 55.05 55.05 -0.70 2,635 35,694 +249
Mar07 060502 57.20 57.45 57.12 57.12 -0.65 78 3,852 +15
May07 060502 57.90 57.90 57.90 57.90 -0.72 0 199 +0
Total Volume and Open Interest 10,093 149,631 +1,745
Lumber(CME)
May06 060502 345.4 345.4 336.0 336.2 -9.2 192 884 -138
Jul06 060502 354.3 355.5 345.0 345.6 -8.8 407 3,659 +87
Sep06 060502 359.9 360.0 351.1 353.0 -6.1 41 649 +1
Nov06 060502 339.9 340.0 335.3 335.3 -3.5 11 112 -4
Total Volume and Open Interest 651 5,304 -54
Crude Oil(NYM)
Jun06 060502 74.00 74.90 73.50 74.61 +0.91 83,652 290,048 +7,776
Jul06 060502 75.40 76.30 75.00 76.06 +0.84 37,946 158,714 +4,872
Aug06 060502 76.00 76.85 75.70 76.72 +0.78 9,988 55,563 +1,657
Sep06 060502 76.50 77.35 76.25 77.14 +0.74 4,641 42,808 +335
Oct06 060502 76.80 77.60 76.80 77.41 +0.71 2,542 34,621 +799
Nov06 060502 76.90 77.85 76.90 77.58 +0.68 1,250 26,655 +460
Dec06 060502 77.00 77.90 76.75 77.64 +0.64 10,808 97,968 -6,265
Jan07 060502 77.00 77.85 77.00 77.61 +0.60 321 26,233 -577
Feb07 060502 77.10 77.53 77.10 77.53 +0.56 153 10,711 -3
Mar07 060502 77.43 77.43 77.43 77.43 +0.52 993 10,583 -555
Apr07 060502 77.29 77.29 77.29 77.29 +0.48 39 8,730 -15
May07 060502 77.14 77.14 77.14 77.14 +0.45 150 5,787 +100
Jun07 060502 76.75 76.96 76.75 76.96 +0.42 2,397 34,136 -468
Jul07 060502 76.75 76.75 76.75 76.75 +0.39 252 5,320 +150
Aug07 060502 76.55 76.55 76.55 76.55 +0.35 0 4,425 +0
Sep07 060502 76.34 76.34 76.34 76.34 +0.32 300 5,505 +200
Total Volume and Open Interest 170,110 1,068,594 +10,790
Heating Oil(NYM)
Jun06 060502 206.25 208.75 205.30 207.88 +2.00 23,621 79,994 +1,493
Jul06 060502 208.60 211.20 208.00 210.40 +1.97 7,475 31,411 +1,237
Aug06 060502 210.80 213.10 210.60 212.75 +2.17 2,256 12,538 +640
Sep06 060502 213.50 215.40 213.10 215.25 +2.17 1,105 8,203 +120
Oct06 060502 216.10 218.35 216.10 218.10 +2.12 914 5,770 +215
Nov06 060502 220.50 221.70 220.25 221.60 +2.02 325 3,638 +62
Dec06 060502 223.50 225.05 223.17 225.05 +1.92 1,239 17,159 +390
Jan07 060502 226.75 227.50 225.30 227.30 +1.87 648 8,675 -33
Feb07 060502 226.50 227.80 226.00 227.40 +1.77 110 2,151 +29
Mar07 060502 224.00 224.80 224.00 224.80 +1.77 347 2,644 -199
Apr07 060502 218.30 219.00 217.55 219.00 +1.67 1 2,373 +1
May07 060502 214.20 214.75 214.00 214.75 +1.57 0 396 +0
Total Volume and Open Interest 38,121 177,852 +3,166
Unleaded Gas(NYM)
Jun06 060502 215.60 218.50 212.50 217.51 +2.85 19,679 68,033 -896
Jul06 060502 214.30 217.00 212.50 216.32 +2.47 4,581 16,444 +257
Aug06 060502 213.50 214.50 211.25 214.37 +2.12 900 6,958 +139
Sep06 060502 210.00 212.50 210.00 212.12 +1.97 485 7,253 +87
Oct06 060502 201.00 202.37 201.00 202.37 +1.82 202 4,821 +86
Nov06 060502 197.15 198.92 197.15 198.92 +1.77 72 1,624 +28
Dec06 060502 198.00 198.00 197.17 197.17 +1.72 175 2,136 -46
Jan07 060502 196.00 197.77 196.00 197.77 +1.72 0 1,331 +0
Total Volume and Open Interest 26,094 108,600 -1,287
Natural Gas(NYM)
Jun06 060502 6.770 6.870 6.600 6.746 +0.051 19,912 80,684 +15
Jul06 060502 7.010 7.120 6.870 7.016 +0.046 8,318 54,111 +1,085
Aug06 060502 7.300 7.380 7.160 7.281 +0.051 5,735 27,741 -1,228
Sep06 060502 7.590 7.620 7.460 7.566 +0.051 5,855 27,658 -408
Oct06 060502 7.970 8.070 7.830 7.961 +0.051 6,796 43,209 -757
Nov06 060502 9.400 9.430 9.320 9.396 +0.041 3,158 40,465 +723
Dec06 060502 10.800 10.850 10.700 10.786 +0.016 2,015 26,508 +263
Jan07 060502 11.570 11.620 11.480 11.541 +0.011 4,040 45,343 +345
Feb07 060502 11.570 11.590 11.490 11.553 +0.016 386 22,934 -259
Mar07 060502 11.380 11.400 11.280 11.351 +0.011 2,024 39,854 +968
Apr07 060502 9.530 9.530 9.376 9.376 -0.099 1,492 22,277 +1,080
May07 060502 9.270 9.270 9.170 9.171 -0.099 808 22,121 -141
Jun07 060502 9.360 9.360 9.266 9.266 -0.097 11 8,689 +5
Jul07 060502 9.470 9.480 9.376 9.376 -0.095 50 6,159 -18
Aug07 060502 9.560 9.560 9.461 9.461 -0.091 20 7,058 +3
Sep07 060502 9.570 9.570 9.529 9.529 -0.091 135 8,538 -70
Total Volume and Open Interest 72,335 730,663 +2,106
Brent Crude Oil(ICE)
Jun06 060502 74.00 74.97 73.53 74.64 +0.75 33,061 0 -123,336
Jul06 060502 74.33 75.49 74.11 75.21 +0.78 7,396 0 -114,731
Aug06 060502 74.85 75.90 74.57 75.66 +0.77 2,044 0 -38,375
Sep06 060502 75.27 76.14 74.90 75.92 +0.74 281 0 -21,654
Oct06 060502 75.39 76.33 75.15 76.07 +0.68 146 0 -23,428
Nov06 060502 75.81 76.41 75.22 76.11 +0.57 9 0 -11,887
Dec06 060502 75.41 76.40 75.27 76.10 +0.49 1,522 0 -52,676
Jan07 060502 75.90 76.27 75.38 76.07 +0.43      
Feb07 060502 75.84 76.04 75.68 76.02 +0.40      
Mar07 060502 75.76 75.92 75.76 75.92 +0.38      
Apr07 060502 75.68 75.76 75.68 75.76 +0.36      
May07 060502 75.57 75.57 75.57 75.57 +0.32      
Jun07 060502 75.20 75.38 75.15 75.38 +0.29 100 0 -10,262
Jul07 060502 75.19 75.19 75.19 75.19 +0.26      
Total Volume and Open Interest 45,318    
Gas Oil(ICE)
May06 060502 642.00 648.50 640.75 644.75 +11.25      
Jun06 060502 647.00 653.75 646.00 650.25 +11.50      
Jul06 060502 655.00 660.00 653.00 656.75 +11.25 1,184 0 -23,025
Aug06 060502 663.50 666.00 660.50 663.25 +11.50 85 0 -8,294
Sep06 060502 669.25 672.25 667.25 669.75 +11.50      
Oct06 060502 674.50 678.00 673.25 675.75 +11.25      
Nov06 060502 681.25 682.00 677.25 679.75 +11.25      
Dec06 060502 681.50 685.00 679.50 682.50 +11.25 105 0 -27,594
Jan07 060502 684.00 686.00 682.50 683.75 +10.75      
Feb07 060502 681.00 681.00 681.00 681.00 +10.50      
Total Volume and Open Interest 1,374    
US Dollar Index(NYBOT)
Jun06 060502 85.95 86.10 85.48 85.56 -0.22 7,868 35,126 +3,395
Sep06 060502 85.57 85.57 85.13 85.21 -0.22 62 2,156 +23
Dec06 060502 84.95 85.04 84.87 84.87 -0.22 1 51 +0
Total Volume and Open Interest 7,931 37,339 +3,418
Australian Dollar(CME)
Jun06 060502 76.11 76.30 76.04 76.17 +0.08 2,735 58,649 +3,267
Sep06 060502 76.05 76.05 76.05 76.05 +0.08 216 642 +187
Dec06 060502 75.94 75.94 75.94 75.94 +0.08 115 209 +34
Total Volume and Open Interest 3,066 59,513 +3,488
British Pound(CME)
Jun06 060502 183.87 184.30 183.65 184.19 +1.34 3,121 92,610 +5,128
Sep06 060502 183.98 184.50 183.98 184.45 +1.34 9 1,115 +88
Dec06 060502 184.72 184.72 184.72 184.72 +1.34 80 96 +69
Total Volume and Open Interest 3,210 93,821 +5,285
Canadian Dollar(CME)
Jun06 060502 90.39 90.53 90.21 90.46 +0.47 1,931 108,760 +4,738
Sep06 060502 90.60 90.69 90.50 90.69 +0.46 52 2,762 +46
Dec06 060502 90.90 90.94 90.85 90.92 +0.46 19 834 +23
Mar07 060502 91.15 91.15 91.15 91.15 +0.46 6 174 +0
Total Volume and Open Interest 2,008 112,553 +4,807
Japanese Yen(CME)
Jun06 060502 88.81 88.95 88.52 88.92 +0.09 8,997 189,682 +4,287
Sep06 060502 89.80 90.04 89.70 90.04 +0.09 15 19,864 +47
Dec06 060502 91.05 91.12 91.05 91.12 +0.09 11 144 -10
Total Volume and Open Interest 9,023 209,692 +4,324
Swiss Franc(CME)
Jun06 060502 81.42 81.42 81.20 81.27 +0.13 5,839 92,995 +1,706
Sep06 060502 82.05 82.07 82.01 82.01 +0.13 22 527 +2
Dec06 060502 82.78 82.78 82.64 82.64 +0.13 1 54 +0
Total Volume and Open Interest 5,862 93,576 +1,708
EuroFX(CME)
Jun06 060502 126.91 126.94 126.46 126.69 +0.17 7,005 186,735 +10,164
Sep06 060502 127.34 127.60 127.34 127.38 +0.17 104 3,367 +270
Dec06 060502 127.95 127.99 127.95 127.99 +0.17 44 425 +16
Total Volume and Open Interest 7,154 190,660 +10,450
Mexican Peso(CME)
Jun06 060502 9010.0 9075.0 9000.0 9072.0 +72.0 1,601 61,144 +1,422
Sep06 060502 8990.0 9015.0 8990.0 9015.0 +73.0 0 1,137 +0
Total Volume and Open Interest 1,602 86,868 +1,419
30-Year T-Bonds(CBOT)
Jun06 060502 106~06 106~18 105~31 106~14 +0~07 313,906 821,558 +30,201
Sep06 060502 105~25 106~11 105~25 106~08 +0~07 2,845 35,261 +2,423
Dec06 060502 106~05 106~09 106~05 106~09 +0~07 2 1,499 +0
Total Volume and Open Interest 316,753 858,319 +32,624
10-Year T-Notes(CBOT)
Jun06 060502 105~020 105~100 104~295 105~080 +0~035 738,069 2,216,987 +151,711
Sep06 060502 104~260 105~040 104~260 105~035 +0~030 10,818 132,315 +3,688
Total Volume and Open Interest 748,897 2,357,206 +155,401
5-Year T-Notes(CBOT)
Jun06 060502 103~265 103~315 103~255 103~300 +0~015 341,654 0 +0
Sep06 060502 103~270 103~270 103~270 103~270 +0~015 979 0 -43,777
Dec06 060502 103~280 103~280 103~280 103~280 +0~015 0 1 +0
Total Volume and Open Interest 342,633 1 -43,777
2 Year T-Notes(CBOT)
Jun06 060502 101~089 101~098 101~088 101~097 +0~001 2,484 529,966 +3,816
Sep06 060502 101~100 101~100 101~100 101~100 +0~002 0 750 +0
Total Volume and Open Interest 2,484 530,716 +3,816
Eurodollars(CME)
Jun06 060502 94.750 94.780 94.750 94.775 -0.010 34,187 1,325,906 -26,724
Sep06 060502 94.675 94.705 94.650 94.695 -0.010 456,593 1,452,952 -20,725
Dec06 060502 94.650 94.685 94.640 94.680 -0.005 25,158 1,403,624 +18,880
Mar07 060502 94.685 94.720 94.670 94.715 unch 18,128 1,131,534 -1,826
Jun07 060502 94.715 94.745 94.700 94.740 unch 29,732 981,890 +14,775
Sep07 060502 94.725 94.755 94.710 94.750 +0.005 20,114 835,027 +3,404
Dec07 060502 94.715 94.745 94.700 94.740 +0.005 18,182 611,460 +6,929
Mar08 060502 94.710 94.735 94.690 94.725 +0.005 14,062 427,277 -2,647
Jun08 060502 94.665 94.715 94.665 94.700 +0.010 8,381 279,178 -6,233
Sep08 060502 94.650 94.685 94.635 94.670 +0.010 9,224 244,849 -930
Dec08 060502 94.605 94.640 94.595 94.625 +0.015 8,668 197,916 -318
Mar09 060502 94.575 94.620 94.575 94.600 +0.015 7,257 147,752 +489
Jun09 060502 94.550 94.580 94.550 94.565 +0.015 9,520 114,290 -1,048
Sep09 060502 94.510 94.540 94.510 94.525 +0.015 5,100 109,968 -350
Dec09 060502 94.465 94.500 94.465 94.475 +0.010 3,115 112,205 -27
Mar10 060502 94.440 94.470 94.440 94.450 +0.010 2,852 82,869 -874
Jun10 060502 94.415 94.415 94.400 94.415 +0.010 3,090 61,272 +662
Sep10 060502 94.365 94.395 94.365 94.380 +0.010 2,925 52,992 +703
Total Volume and Open Interest 258,267 9,772,654 +9,520
3-Mth Euro-Yen(CME)
Jun06 060502 99.76 99.76 99.76 99.76 -0.01 0 14,177 -290
Sep06 060502 99.53 99.53 99.53 99.53 -0.01 1 7,562 -10
Dec06 060502 99.32 99.32 99.32 99.32 -0.02 0 8,256 -316
Mar07 060502 99.13 99.13 99.12 99.13 unch 460 5,637 -367
Jun07 060502 98.93 98.95 98.93 98.95 +0.01 10 5,715 -268
Sep07 060502 98.75 98.76 98.75 98.76 +0.01 0 2,539 -286
Dec07 060502 98.57 98.59 98.57 98.59 +0.01 0 937 -224
Mar08 060502 98.44 98.44 98.44 98.44 +0.02 0 442 +0
Jun08 060502 98.34 98.34 98.34 98.34 unch 0 251 +0
Sep08 060502 98.24 98.24 98.24 98.24 unch      
Total Volume and Open Interest 471 45,520 -1,761
3-Mth Euro-Yen(SIMEX)
Jun06 060502 99.76 99.76 99.76 99.76 unch 536 64,188 +98
Sep06 060502 99.54 99.54 99.53 99.54 unch 418 51,038 -161
Dec06 060502 99.34 99.34 99.32 99.33 -0.01 1,391 94,181 -1,188
Mar07 060502 99.12 99.14 99.11 99.13 -0.01 991 48,120 -1,048
Jun07 060502 98.92 98.94 98.92 98.94 -0.01 1,736 23,572 +422
Sep07 060502 98.74 98.77 98.74 98.77 unch 48 12,268 -405
Dec07 060502 98.58 98.60 98.58 98.60 unch 10 22,329 -219
Mar08 060502 98.45 98.45 98.45 98.45 unch 0 16,929 +0
Total Volume and Open Interest 5,130 334,205 -2,501
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 060502 115.42 115.68 115.35 115.59 -0.16 5,630 65,563 +3,643
Dec06 060502 114.93 114.93 114.93 114.93 -0.15 1,483 2 +0
Total Volume and Open Interest 1,966,111 1,841,597 -102,145
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060502 109.19 109.33 109.18 109.28 -0.07 3,041 17,741 +86
Dec06 060502 108.97 108.97 108.97 108.97 -0.07      
Total Volume and Open Interest 1,030,449 1,336,574 -82,066
Long Gilt(LIFFE)
Jun06 060502 109~20 109~23 109~09 109~20 -0~02 83,358 0 -297,077
Sep06 060502 109~11 109~11 109~11 109~11 -0~03      
Total Volume and Open Interest 79,024 297,077 +0
3-Mth Short Sterling(LIFFE)
Jun06 060502 95.31 95.31 95.31 95.31 -0.02      
Sep06 060502 95.19 95.19 95.19 95.19 -0.06      
Dec06 060502 95.08 95.08 95.08 95.08 -0.08      
Total Volume and Open Interest 581,470 2,385,476 +0
3-Mth Euribor(LIFFE)
Jun06 060502 96.950 96.975 96.950 96.970 -0.005 386,588 634,469 -2,533
Sep06 060502 96.680 96.700 96.670 96.695 -0.005 302,416 644,423 +21,140
Dec06 060502 96.460 96.490 96.450 96.480 -0.010 337,725 634,721 -18,841
Total Volume and Open Interest 1,538,685 3,648,711 +4,899
3-Mth Aus T-Bills(SFE)
Jun06 060502 94.15 94.17 94.14 94.16 -0.01 6,816 174,682 -547
Sep06 060502 94.01 94.04 94.00 94.03 -0.02 15,101 271,787 -562
Dec06 060502 93.96 94.00 93.96 93.99 -0.02 5,228 105,560 -2,523
Mar07 060502 93.95 93.98 93.94 93.97 -0.03 3,020 47,662 +646
Jun07 060502 93.93 93.94 93.91 93.94 -0.02 532 27,273 -3
Sep07 060502 93.88 93.90 93.88 93.90 -0.03 755 21,016 -122
Dec07 060502 93.85 93.86 93.83 93.86 -0.03 551 12,811 +42
Mar08 060502 93.81 93.81 93.80 93.81 -0.04 725 7,390 -120
Jun08 060502 93.78 93.78 93.78 93.78 -0.04 35 941 -16
Sep08 060502 93.75 93.75 93.75 93.75 -0.06 4 813 +0
Total Volume and Open Interest 32,774 671,487 -3,205
10-Year Aus T-Bonds(SFE)
Jun06 060502 94.22 94.25 94.21 94.25 -0.05 12,940 353,049 -12,129
Sep06 060502 94.25 94.25 94.25 94.25 -0.05      
Total Volume and Open Interest 12,940 353,049 -12,129
3-Year Aus T-Bonds(SFE)
Jun06 060502 94.27 94.30 94.26 94.29 -0.04 49,353 499,868 -6,582
Sep06 060502 94.29 94.29 94.29 94.29 -0.04      
Total Volume and Open Interest 49,353 499,868 -6,582
Gold(CMX)
Jun06 060502 663.0 669.3 660.0 667.4 +7.2 42,587 241,138 -822
Aug06 060502 670.0 676.0 667.0 674.0 +7.3 1,488 26,247 +732
Oct06 060502 675.9 682.0 675.3 680.8 +7.5 139 12,635 +18
Dec06 060502 683.0 689.0 680.0 687.5 +7.7 1,047 26,122 -228
Feb07 060502 695.0 695.0 694.0 694.1 +7.8 293 12,968 +76
Apr07 060502 700.7 700.7 700.7 700.7 +7.9 0 1,350 +0
Jun07 060502 703.0 707.3 702.0 707.3 +8.1 308 11,338 +113
Aug07 060502 714.0 714.0 714.0 714.0 +8.3 210 383 +202
Oct07 060502 720.6 720.6 720.6 720.6 +8.4 25 1,627 +25
Dec07 060502 721.0 728.0 721.0 727.2 +8.5 67 12,802 +27
Feb08 060502 733.8 733.8 733.8 733.8 +8.7 13 242 +2
Total Volume and Open Interest 46,241 355,875 +175
Silver(CMX)
May06 060502 1390.0 1412.0 1387.0 1411.0 +25.8 726 2,178 -1,885
Jul06 060502 1400.0 1426.0 1400.0 1421.0 +24.5 18,704 65,962 -2,375
Sep06 060502 1420.0 1433.0 1420.0 1428.5 +24.8 826 6,179 +159
Dec06 060502 1419.0 1436.0 1416.0 1429.8 +23.3 963 17,692 +420
Mar07 060502 1435.0 1439.0 1429.0 1429.0 +22.3 300 6,762 +300
May07 060502 1427.0 1427.0 1427.0 1427.0 +21.9 7 2,013 +7
Jul07 060502 1427.0 1427.0 1420.0 1425.0 +21.8 27 4,052 +11
Total Volume and Open Interest 21,718 112,889 -3,365
Platinum(NYM)
Jul06 060502 1177.0 1186.0 1173.5 1185.4 +7.6 1,003 9,718 -11
Oct06 060502 1193.4 1193.4 1193.4 1193.4 +8.6 19 119 -1
Total Volume and Open Interest 1,022 9,837 -12
Palladium(NYME)
Jun06 060502 382.50 386.50 381.00 386.35 +0.10 979 15,769 -203
Sep06 060502 389.00 391.35 385.00 391.35 +0.10 79 1,690 -2
Dec06 060502 390.00 394.35 390.00 394.35 +0.10 13 461 +4
Total Volume and Open Interest 1,076 17,935 -201
Copper(CMX)
May06 060502 344.00 344.00 337.00 341.65 -3.65 1,188 8,793 -816
Jul06 060502 329.50 330.00 323.00 327.65 -4.40 4,970 54,579 -578
Sep06 060502 324.00 324.00 319.00 323.15 -3.65 280 6,022 +198
Dec06 060502 313.00 313.60 309.50 313.60 -3.85 157 3,887 +112
Mar07 060502 303.00 303.85 303.00 303.85 -4.10 17 890 +5
Total Volume and Open Interest 7,344 85,840 -709
Aluminum(CMX)
May06 060502 128.00 128.00 128.00 128.00 unch 2 16 -184
Jun06 060502 128.50 128.50 128.50 128.50 unch 1 263 +1
Jul06 060502 128.20 128.20 128.20 128.20 unch 0 20 +0
Aug06 060502 127.95 127.95 127.95 127.95 unch      
Sep06 060502 127.70 127.70 127.70 127.70 unch 0 1 +0
Oct06 060502 127.40 127.40 127.40 127.40 unch 0 40 +0
Total Volume and Open Interest 3 946 -183
DJIA Index(CBOT)
Jun06 060502 11400 11455 11390 11454 +87 5,255 44,133 +1,240
Sep06 060502 11495 11536 11495 11536 +87 13 75 -4
Dec06 060502 11605 11605 11605 11605 +87 0 1,680 +0
Total Volume and Open Interest 5,268 45,888 +1,236
S & P 500(CME)
Jun06 060502 1308.40 1318.80 1308.10 1318.10 +9.90 24,055 646,528 +1,118
Sep06 060502 1329.00 1329.30 1329.00 1329.30 +9.90 32 16,119 +51
Dec06 060502 1340.30 1340.30 1340.30 1340.30 +9.90 57 2,265 +32
Mar07 060502 1351.30 1351.30 1351.30 1351.30 +9.90 0 63 +0
Total Volume and Open Interest 24,144 665,030 +1,201
S & P 500 E-Mini(Globex)
Jun06 060502 1308.25 1319.00 1308.25 1318.00 +9.75 941,775 1,295,975 +23,968
Sep06 060502 1321.25 1329.25 1321.25 1329.25 +9.75 1,411 3,554 -19
Total Volume and Open Interest 943,186 1,299,529 +23,949
NASDAQ 100(CME)
Jun06 060502 1702.00 1706.50 1695.50 1697.80 +4.80 5,178 62,900 +1,265
Sep06 060502 1721.00 1721.00 1717.30 1717.30 +4.80 0 25 +0
Dec06 060502 1736.80 1736.80 1736.80 1736.80 +4.80 0 1 +0
Total Volume and Open Interest 5,178 62,926 +1,265
NASDAQ 100 E-Mini(Globex)
Jun06 060502 1693.50 1706.80 1693.30 1697.80 +4.80 270,539 359,784 +20,213
Sep06 060502 1715.00 1726.00 1715.00 1717.30 +4.80 53 170 +24
Total Volume and Open Interest 270,592 359,954 +20,237
S & P Midcap 400(CME)
Jun06 060502 806.00 809.80 804.50 809.50 +7.50 632 11,453 +508
Sep06 060502 161.14 161.14 161.14 161.14 +7.50      
Dec06 060502 168.14 168.14 168.14 168.14 +7.50      
Total Volume and Open Interest 632 11,453 +508
Russell 2000(CME)
Jun06 060502 765.00 771.30 762.70 771.20 +10.40 1,143 37,553 +463
Sep06 060502 777.70 777.70 777.70 777.70 +10.40 0 41 +0
Dec06 060502 783.70 783.70 783.70 783.70 +10.40 0 7 +0
Total Volume and Open Interest 1,143 37,601 +463
Russell 2000 E-Mini(Globex)
Jun06 060502 760.80 771.30 760.40 771.20 +10.40 146,025 356,261 +6,289
Sep06 060502 770.40 777.70 769.60 777.70 +10.40 128 991 +62
Total Volume and Open Interest 146,153 357,252 +6,351
Value Line(KCBT)
Jun06 060502 2126.00 2140.00 2126.00 2140.00 +14.00 10 76 -1
Total Volume and Open Interest 10 77 -1
Nikkei 225(CME)
Jun06 060502 16930 17200 16895 17125 +170 23,393 225,188 +3,626
Sep06 060502 17155 17185 17155 17155 +230 0 349 +3
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060502 16930 17200 16895 17125 +170 23,393 225,188 +3,626
Sep06 060502 17155 17185 17155 17155 +230 0 349 +3
Dec06 060502 17115 17115 17115 17115 +225      
Total Volume and Open Interest 23,483 225,673 +3,685
CAC 40(MATIF)
May06 060502 5111.0 5191.5 5107.5 5180.5 +51.5 83,811 0 -408,430
Jun06 060502 5066.0 5145.0 5066.0 5136.0 +51.5 5,823 0 -95,118
Jul06 060502 5140.0 5145.5 5140.0 5145.5 +51.5      
Total Volume and Open Interest 138,365 511,206 +0
Hang Seng Index(HKFE)
May06 060502 16662 16830 16618 16769 +240 39,855 117,204 +7,384
Jun06 060502 16658 16856 16658 16827 +227 535 1,661 +106
Total Volume and Open Interest 56,928 119,264 -35,353
DAX Index(EUREX)
Jun06 060502 6024.5 6088.0 6024.5 6070.5 +43.0 223,052 239,186 +0
Sep06 060502 6076.0 6122.0 6076.0 6116.0 +42.5 680 12,962 +0
Dec06 060502 6136.5 6176.5 6126.5 6167.0 +42.5 709 3,255 +0
Total Volume and Open Interest 224,441 255,403 +0
FT-SE 100(LIFFE)
Jun06 060502 6022.50 6094.00 6022.00 6084.00 +60.00 80,152 0 -462,387
Sep06 060502 6042.50 6108.00 6042.50 6102.50 +60.50 37 0 -2,717
Dec06 060502 6138.50 6138.50 6138.50 6138.50 +60.50 506 0 -23,522
Total Volume and Open Interest 82,726 489,626 +0
SPI 200(SFE)
Jun06 060502 5302.0 5319.0 5260.0 5271.0 -46.0 12,437 223,376 -288
Sep06 060502 5309.0 5309.0 5270.0 5271.0 -46.0 10 3,844 -3
Dec06 060502 5291.0 5291.0 5291.0 5291.0 -46.0 3 3,097 +0
Total Volume and Open Interest 12,599 232,602 -163
GSCI(CME)
May06 060502 487.20 489.60 486.30 489.40 +4.40 577 21,879 -35
Jun06 060502 492.50 495.50 490.75 495.50 +5.00 47 54 +46
Jul06 060502 499.50 499.50 499.50 499.50 +4.00      
Total Volume and Open Interest 624 21,933 +11
Reuters CRB Index(NYBOT)
Jun06 060502 390.00 391.00 388.25 390.00 -0.50 198 454 -137
Aug06 060502 399.50 399.50 398.00 398.00 -1.50 94 390 -22
Nov06 060502 405.00 405.00 405.00 405.00 -2.50 151 200 +150
Total Volume and Open Interest 443 1,044 -9
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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