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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 Wed May 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060503 593.00 593.50 588.00 592.75 +2.25 10,950 6,742 -1,391
Jul06 060503 606.00 607.50 601.25 605.50 +2.50 59,053 219,524 -2,136
Aug06 060503 612.00 613.00 606.00 611.50 +3.75 1,906 12,350 +383
Sep06 060503 617.00 617.00 611.50 615.75 +2.25 1,344 11,379 +313
Nov06 060503 625.50 627.00 620.75 625.25 +2.75 11,466 87,180 +137
Jan07 060503 633.00 633.50 629.00 632.75 +3.25 554 6,084 +237
Mar07 060503 639.50 639.50 635.00 639.00 +2.50 265 2,332 +9
Total Volume and Open Interest 87,631 357,053 -1,911
Soybean Meal(CBOT)
May06 060503 177.50 177.50 174.50 175.30 -0.90 3,458 5,216 -398
Jul06 060503 178.80 179.00 175.80 176.90 -0.60 25,573 91,487 -826
Aug06 060503 180.20 180.20 177.20 178.10 -0.60 3,771 16,668 -125
Sep06 060503 181.60 181.60 178.50 179.40 -0.20 2,008 14,198 +235
Oct06 060503 181.00 181.50 179.00 180.00 -0.70 834 9,432 +80
Dec06 060503 183.30 183.50 180.70 181.50 -0.80 5,133 29,558 -243
Jan07 060503 183.50 183.50 181.80 182.20 -1.10 29 1,538 -20
Mar07 060503 185.50 185.50 183.00 184.40 -0.40 65 1,413 +37
Total Volume and Open Interest 40,890 171,144 -1,272
Soybean Oil(CBOT)
May06 060503 25.50 25.50 25.29 25.35 +0.03 4,256 4,543 +47
Jul06 060503 25.87 25.90 25.66 25.72 -0.01 23,421 163,184 +1,840
Aug06 060503 26.03 26.03 25.83 25.90 -0.01 1,630 10,656 +428
Sep06 060503 26.19 26.22 26.03 26.05 -0.05 820 8,546 +353
Oct06 060503 26.38 26.40 26.24 26.25 -0.04 430 6,553 -67
Dec06 060503 26.80 26.80 26.59 26.66 unch 3,783 36,419 -88
Jan07 060503 26.90 27.00 26.86 26.86 +0.01 503 2,731 +167
Mar07 060503 27.05 27.14 27.02 27.02 +0.02 76 1,389 +0
Total Volume and Open Interest 35,189 241,175 +2,727
Canola(WCE)
May06 060503 270.5 270.5 268.5 269.3 +0.2 22 321 -273
Jul06 060503 278.5 279.0 276.4 278.3 +0.3 9,979 53,702 -3,207
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060503 294.0 294.2 292.0 293.4 +0.2 1,711 25,689 +1,061
Jan07 060503 300.0 300.0 300.0 300.0 +0.5 210 1,569 +113
Total Volume and Open Interest 12,065 84,436 -2,222
Corn(CBOT)
May06 060503 234.50 234.50 230.25 232.25 -1.00 22,613 19,117 -4,241
Jul06 060503 245.50 245.50 240.50 242.50 -1.00 82,073 567,338 -5,843
Sep06 060503 255.50 255.75 251.25 253.00 -1.25 8,681 89,069 +655
Dec06 060503 268.50 268.50 263.75 266.00 -1.00 34,739 343,018 -2,849
Mar07 060503 277.50 277.50 273.50 275.75 -1.25 2,882 50,780 +332
May07 060503 282.50 282.50 279.75 281.25 -1.25 246 5,702 +58
Total Volume and Open Interest 157,081 1,190,457 -10,961
Wheat(CBOT)
May06 060503 355.00 355.00 351.00 354.00 -1.25 1,238 1,213 -475
Jul06 060503 368.50 368.75 362.25 365.00 -1.50 26,539 228,906 -446
Sep06 060503 380.25 380.75 375.50 377.50 -1.50 2,206 31,764 +392
Dec06 060503 398.00 398.75 392.50 395.50 -1.25 3,524 71,967 -575
Mar07 060503 411.00 411.50 408.50 411.25 -1.00 389 11,024 +145
Total Volume and Open Interest 35,804 382,989 -710
Wheat(KCBT)
May06 060503 435.00 435.75 432.00 434.50 -4.00 283 1,371 -137
Jul06 060503 445.00 445.50 437.00 439.00 -5.25 9,050 80,950 +821
Sep06 060503 450.00 450.75 443.00 445.00 -3.00 1,125 12,754 +98
Dec06 060503 457.00 458.00 451.00 452.50 -3.50 2,710 23,084 -820
Mar07 060503 456.00 457.00 455.00 457.00 -1.75 475 1,520 +222
Total Volume and Open Interest 14,276 126,907 +443
Wheat(MGE)
May06 060503 416.00 416.00 413.00 413.00 -3.00 143 698 -221
Jul06 060503 427.00 427.00 419.25 422.75 -2.00 1,512 20,432 -260
Sep06 060503 430.00 431.00 426.50 428.50 -1.50 794 9,800 -132
Dec06 060503 437.00 438.25 433.50 438.00 +1.00 761 15,536 +15
Mar07 060503 440.50 443.00 440.50 443.00 +1.00 13 946 +0
Total Volume and Open Interest 3,328 48,726 -538
Oats(CBOT)
May06 060503 185.00 190.50 185.00 188.00 +2.00 25 35 -18
Jul06 060503 189.00 193.75 188.00 189.75 +1.25 1,293 7,681 +145
Sep06 060503 182.00 185.00 182.00 185.00 +3.50 16 271 +1
Dec06 060503 182.00 184.50 182.00 183.00 +2.00 399 3,609 +85
Total Volume and Open Interest 1,733 11,689 +213
Rough Rice(CBOT)
May06 060503 8.24 8.24 8.21 8.23 unch 43 92 +13
Jul06 060503 8.45 8.50 8.45 8.50 -0.02 201 5,601 +32
Sep06 060503 8.77 8.80 8.77 8.80 unch 5 996 +0
Nov06 060503 8.99 9.01 8.98 9.01 unch 23 2,379 -4
Total Volume and Open Interest 289 10,523 +39
Live Cattle(CME)
Jun06 060503 75.250 75.600 74.750 75.125 +0.025 12,138 113,644 -2,863
Aug06 060503 77.075 77.450 76.650 77.025 -0.050 12,300 64,493 -1,925
Oct06 060503 80.950 81.300 80.600 80.875 -0.200 3,351 39,533 -198
Dec06 060503 82.600 83.050 82.325 82.650 +0.075 2,421 15,785 -1,198
Feb07 060503 85.300 85.675 85.100 85.475 +0.025 327 6,832 -15
Apr07 060503 83.600 83.800 83.600 83.750 +0.050 21 1,120 +7
Total Volume and Open Interest 30,558 241,411 -6,192
Feeder Cattle(CME)
May06 060503 101.950 102.300 101.550 101.700 -0.450 2,623 9,134 -677
Aug06 060503 104.150 104.775 103.800 104.375 +0.125 3,090 14,585 -332
Sep06 060503 103.600 104.000 103.250 103.900 +0.050 137 1,783 +45
Oct06 060503 103.100 103.350 102.700 103.000 -0.100 94 1,645 +10
Nov06 060503 102.400 103.000 102.400 102.850 +0.150 29 484 +12
Jan07 060503 99.400 100.100 99.400 100.000 +0.150 8 194 +1
Total Volume and Open Interest 5,981 27,825 -941
Lean Hogs(CME)
May06 060503 67.000 67.800 66.950 67.375 +0.150 1,062 4,255 -459
Jun06 060503 65.700 66.500 65.500 65.975 +0.275 12,066 76,311 -336
Jul06 060503 66.675 67.300 66.350 67.175 +0.500 5,624 29,170 -7,638
Aug06 060503 65.550 66.250 65.350 65.975 +0.325 2,652 19,333 -1,142
Oct06 060503 57.000 57.675 56.600 56.700 -0.350 1,171 12,271 -60
Dec06 060503 55.400 55.800 55.000 55.475 +0.050 463 4,643 -147
Feb07 060503 56.700 56.775 56.250 56.600 +0.025 53 1,381 -26
Apr07 060503 56.600 56.650 56.600 56.650 +0.050 2 385 +1
Total Volume and Open Interest 23,094 147,770 -9,807
Pork Bellies(CME)
May06 060503 85.300 87.300 85.300 86.900 +1.800 148 470 -53
Jul06 060503 84.550 86.750 84.550 85.250 +0.750 505 1,513 +1
Aug06 060503 80.900 83.500 80.900 82.050 +1.450 39 180 -1
Feb07 060503 84.975 84.975 84.975 84.975 unch 4 9 +0
Mar07 060503 85.250 85.250 85.250 85.250 unch 0 6 +0
Total Volume and Open Interest 696 2,178 -53
Class III Milk(CME)
May06 060503 10.87 10.87 10.83 10.83 -0.02 7 3,096 +4
Jun06 060503 10.95 10.95 10.85 10.88 -0.03 16 3,334 +9
Jul06 060503 11.34 11.34 11.28 11.29 -0.04 38 3,441 +5
Aug06 060503 11.64 11.66 11.60 11.63 -0.02 37 3,473 +5
Sep06 060503 11.92 11.93 11.88 11.88 -0.04 24 3,440 +10
Total Volume and Open Interest 333 29,718 +0
Cocoa(NYBOT)
May06 060503 1530 1530 1506 1506 -9 1 528 -10
Jul06 060503 1528 1537 1515 1524 +1 7,585 61,799 +402
Sep06 060503 1550 1559 1544 1546 unch 912 25,077 +14
Dec06 060503 1589 1589 1570 1577 +1 479 15,251 +254
Mar07 060503 1611 1617 1605 1605 unch 248 10,018 +109
May07 060503 1631 1636 1624 1624 +1 375 4,206 -180
Jul07 060503 1641 1641 1641 1641 unch 20 2,116 +0
Total Volume and Open Interest 9,963 129,342 +741
Coffee "C"(NYBOT)
May06 060503 111.25 111.50 108.10 108.85 -1.50 112 455 +38
Jul06 060503 113.50 113.60 110.50 111.35 -1.40 14,237 68,332 +1,197
Sep06 060503 116.00 116.25 113.10 114.10 -1.40 1,456 14,795 +146
Dec06 060503 119.70 119.70 117.05 117.70 -1.40 507 10,824 +35
Mar07 060503 121.80 121.80 121.25 121.25 -1.40 258 3,050 -28
May07 060503 125.00 125.00 123.50 123.50 -1.40 110 800 +108
Total Volume and Open Interest 16,743 100,244 +1,553
Orange Juice(NYBOT)
May06 060503 152.00 152.00 149.50 152.00 -1.30 298 773 -199
Jul06 060503 153.50 153.80 151.10 153.20 -1.50 5,615 25,685 +1,045
Sep06 060503 152.50 152.50 149.80 151.35 +1.70 56 4,090 +11
Nov06 060503 149.90 149.90 147.50 148.70 +2.05 63 2,445 +40
Jan07 060503 145.25 146.25 145.25 146.25 +2.10 5 1,567 +3
Total Volume and Open Interest 6,045 34,978 +898
Sugar #11(NYBOT)
Jul06 060503 17.94 18.00 17.67 17.69 -0.22 28,623 256,360 +3,373
Oct06 060503 18.19 18.25 17.98 18.01 -0.18 13,794 87,374 +3,012
Mar07 060503 18.45 18.51 18.30 18.32 -0.12 7,178 68,866 +948
May07 060503 18.32 18.38 18.21 18.21 -0.11 1,902 26,527 -75
Jul07 060503 18.05 18.10 17.85 17.95 -0.06 541 21,585 -93
Total Volume and Open Interest 52,669 477,939 +7,038
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060503 23.85 23.85 23.85 23.85 unch 366 2,972 -26
Sep06 060503 23.75 23.75 23.75 23.75 -0.05 143 4,165 +90
Nov06 060503 22.70 22.70 22.70 22.70 -0.04 50 1,053 +22
Jan07 060503 22.65 22.65 22.65 22.65 unch 26 1,192 +26
Total Volume and Open Interest 1,026 12,544 +487
London Cocoa(LCE)
May06 060503 872 883 872 874 +1 974 31,802 +31,802
Jul06 060503 868 881 868 871 unch 3,065 61,583 +61,583
Sep06 060503 884 895 884 885 unch 682 37,014 +37,014
Dec06 060503 903 914 903 905 unch 668 33,032 +33,032
Mar07 060503 919 925 914 914 unch 348 14,363 +14,363
May07 060503 930 932 922 922 unch 134 1,437 +1,437
Jul07 060503 938 938 929 930 unch 75 1,791 +1,791
Total Volume and Open Interest 5,946 184,215 +1,546
London Coffee(LCE)
May06 060503 1199.00 1202.00 1186.00 1199.00 +11.00 654 12,683 +12,683
Jul06 060503 1223.00 1227.00 1210.00 1222.00 +3.00 6,975 81,104 +81,104
Sep06 060503 1239.00 1240.00 1226.00 1236.00 +2.00 905 28,037 +28,037
Nov06 060503 1250.00 1250.00 1236.00 1245.00 +2.00 154 10,223 +10,223
Jan07 060503 1255.00 1255.00 1243.00 1253.00 +4.00 17 1,201 +1,201
Mar07 060503 1260.00 1261.00 1260.00 1261.00 +4.00 0 337 +337
Total Volume and Open Interest 8,705 133,888 +2,915
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060503 482.00 486.50 478.00 478.10 -5.40 4,892 37,562 +37,562
Oct06 060503 477.50 480.00 472.40 472.40 -5.60 1,915 13,810 +13,810
Dec06 060503 474.50 476.00 468.90 468.90 -5.10 740 5,293 +5,293
Mar07 060503 470.40 473.00 464.90 464.90 -5.60 155 4,800 +4,800
Total Volume and Open Interest 7,751 64,735 +1,755
Cotton(NYBOT)
May06 060503 49.40 49.45 49.20 49.45 +0.20 13 73 -9
Jul06 060503 50.80 51.50 50.40 51.19 +0.28 5,808 105,266 -187
Oct06 060503 53.25 53.85 53.00 53.73 +0.23 336 1,895 +111
Dec06 060503 54.75 55.50 54.46 55.20 +0.15 1,554 35,855 +161
Mar07 060503 56.75 57.35 56.75 57.23 +0.11 332 4,024 +172
May07 060503 57.90 57.90 57.90 57.90 unch 1 199 +0
Total Volume and Open Interest 8,062 149,879 +248
Lumber(CME)
May06 060503 337.0 338.4 335.3 335.7 -0.5 301 551 -333
Jul06 060503 345.7 348.3 345.3 346.3 +0.7 686 3,593 -66
Sep06 060503 353.8 354.2 351.0 354.2 +1.2 71 664 +15
Nov06 060503 336.5 339.2 336.5 338.3 +3.0 19 119 +7
Total Volume and Open Interest 1,077 4,927 -377
Crude Oil(NYM)
Jun06 060503 74.40 74.55 72.20 72.28 -2.33 112,597 293,283 +3,235
Jul06 060503 75.90 76.05 73.80 73.91 -2.15 61,584 163,520 +4,806
Aug06 060503 76.60 76.70 74.60 74.73 -1.99 18,516 58,840 +3,277
Sep06 060503 77.05 77.10 75.10 75.24 -1.90 9,532 45,180 +2,372
Oct06 060503 76.40 76.40 75.59 75.59 -1.82 2,118 34,793 +172
Nov06 060503 76.90 76.90 75.79 75.79 -1.79 1,604 26,769 +114
Dec06 060503 77.55 77.65 75.85 75.89 -1.75 20,364 101,357 +3,389
Jan07 060503 76.95 77.00 75.90 75.90 -1.71 2,202 26,253 +20
Feb07 060503 76.30 76.30 75.86 75.86 -1.67 756 10,962 +251
Mar07 060503 75.80 75.80 75.80 75.80 -1.63 914 10,571 -12
Apr07 060503 76.50 76.50 75.70 75.70 -1.59 350 8,537 -193
May07 060503 75.58 75.58 75.58 75.58 -1.56 125 5,713 -74
Jun07 060503 76.80 76.80 75.43 75.43 -1.53 2,232 34,133 -3
Jul07 060503 75.24 75.24 75.24 75.24 -1.51 365 5,306 -14
Aug07 060503 75.06 75.06 75.06 75.06 -1.49 0 4,425 +0
Sep07 060503 74.87 74.87 74.87 74.87 -1.47 0 5,505 +0
Total Volume and Open Interest 253,081 1,091,791 +23,197
Heating Oil(NYM)
Jun06 060503 207.20 207.60 200.00 200.32 -7.56 23,125 80,326 +332
Jul06 060503 210.25 210.85 202.80 203.01 -7.39 10,752 31,858 +447
Aug06 060503 212.00 212.50 205.61 205.61 -7.14 4,355 14,316 +1,778
Sep06 060503 214.70 215.25 208.11 208.11 -7.14 1,717 8,574 +371
Oct06 060503 218.10 218.10 210.91 210.91 -7.19 512 5,931 +161
Nov06 060503 219.80 219.80 214.31 214.31 -7.29 38 3,655 +17
Dec06 060503 223.30 223.30 217.71 217.71 -7.34 1,745 17,187 +28
Jan07 060503 225.60 225.60 220.01 220.01 -7.29 1,006 8,644 -31
Feb07 060503 225.80 225.80 220.21 220.21 -7.19 187 2,213 +62
Mar07 060503 223.30 223.30 217.71 217.71 -7.09 266 2,674 +30
Apr07 060503 217.70 217.70 212.06 212.06 -6.94 151 2,513 +140
May07 060503 213.45 213.45 207.91 207.91 -6.84 7 398 +2
Total Volume and Open Interest 44,727 180,969 +3,117
Unleaded Gas(NYM)
Jun06 060503 217.50 218.00 207.50 208.57 -8.94 25,754 67,777 -256
Jul06 060503 216.00 216.30 207.60 208.05 -8.27 6,077 17,423 +979
Aug06 060503 213.25 213.25 206.65 206.65 -7.72 964 7,141 +183
Sep06 060503 212.50 212.50 204.90 204.90 -7.22 487 7,417 +164
Oct06 060503 201.75 201.75 195.35 195.35 -7.02 411 4,637 -184
Nov06 060503 194.92 194.92 191.95 191.95 -6.97 80 1,644 +20
Dec06 060503 193.17 193.17 190.40 190.40 -6.77 1 2,130 -6
Jan07 060503 191.05 191.05 191.05 191.05 -6.72 36 1,356 +25
Total Volume and Open Interest 33,810 109,525 +925
Natural Gas(NYM)
Jun06 060503 6.630 6.780 6.540 6.606 -0.140 26,591 80,808 +124
Jul06 060503 6.920 7.030 6.800 6.866 -0.150 6,431 55,765 +1,654
Aug06 060503 7.190 7.280 7.080 7.128 -0.153 1,631 27,752 +11
Sep06 060503 7.490 7.550 7.370 7.408 -0.158 2,556 28,014 +356
Oct06 060503 7.890 7.930 7.750 7.788 -0.173 3,795 42,485 -724
Nov06 060503 9.310 9.395 9.240 9.268 -0.128 1,138 40,698 +233
Dec06 060503 10.700 10.750 10.680 10.693 -0.093 1,033 26,472 -36
Jan07 060503 11.460 11.520 11.420 11.458 -0.083 3,413 44,823 -520
Feb07 060503 11.470 11.530 11.420 11.478 -0.075 872 23,054 +120
Mar07 060503 11.270 11.310 11.250 11.273 -0.078 3,507 41,145 +1,291
Apr07 060503 9.320 9.350 9.280 9.303 -0.073 1,423 22,296 +19
May07 060503 9.110 9.140 9.093 9.093 -0.078 1,739 23,398 +1,277
Jun07 060503 9.150 9.210 9.150 9.190 -0.076 74 8,717 +28
Jul07 060503 9.310 9.310 9.302 9.302 -0.074 78 6,189 +30
Aug07 060503 9.350 9.387 9.350 9.387 -0.074 28 7,060 +2
Sep07 060503 9.530 9.530 9.457 9.457 -0.072 516 8,719 +181
Total Volume and Open Interest 63,884 736,995 +6,332
Brent Crude Oil(ICE)
Jun06 060503 74.90 74.97 72.46 72.65 -1.99 86,720 117,088 +117,088
Jul06 060503 75.47 75.50 73.00 73.19 -2.02 46,284 122,016 +122,016
Aug06 060503 75.70 75.94 73.52 73.69 -1.97 13,082 42,578 +42,578
Sep06 060503 75.99 76.21 73.91 74.01 -1.91 6,208 22,024 +22,024
Oct06 060503 76.20 76.41 74.15 74.25 -1.82 3,614 23,462 +23,462
Nov06 060503 76.03 76.45 74.35 74.41 -1.70 2,370 12,025 +12,025
Dec06 060503 76.18 76.43 74.41 74.48 -1.62 9,686 51,529 +51,529
Jan07 060503 74.98 74.98 74.43 74.48 -1.59 1,195 11,231 +11,231
Feb07 060503 76.19 76.19 74.39 74.45 -1.57 595 8,444 +8,444
Mar07 060503 74.37 74.37 74.37 74.37 -1.55 235 5,042 +5,042
Apr07 060503 74.89 74.89 74.23 74.23 -1.53 35 1,725 +1,725
May07 060503 74.74 74.74 74.09 74.09 -1.48 0 570 +570
Jun07 060503 73.95 73.95 73.95 73.95 -1.43 200 10,337 +10,337
Jul07 060503 73.81 73.81 73.81 73.81 -1.38 0 50 +50
Total Volume and Open Interest 173,356 477,936 +477,936
Gas Oil(ICE)
May06 060503 646.75 649.75 626.25 634.50 -10.25 27,569 38,877 +38,877
Jun06 060503 652.00 655.25 631.75 639.75 -10.50 29,724 80,602 +80,602
Jul06 060503 659.00 661.75 639.25 646.75 -10.00 9,067 25,447 +25,447
Aug06 060503 665.25 668.25 649.25 654.00 -9.25 1,850 8,209 +8,209
Sep06 060503 672.00 674.00 657.50 660.75 -9.00 831 6,125 +6,125
Oct06 060503 679.00 679.25 662.00 667.00 -8.75 1,026 8,376 +8,376
Nov06 060503 683.00 683.00 671.25 671.25 -8.50 485 5,519 +5,519
Dec06 060503 683.00 687.50 668.00 674.25 -8.25 1,266 27,888 +27,888
Jan07 060503 688.00 688.00 670.75 676.00 -7.75 500 5,705 +5,705
Feb07 060503 675.25 675.25 673.75 673.75 -7.25 0 470 +470
Total Volume and Open Interest 73,718 232,976 +232,976
US Dollar Index(NYBOT)
Jun06 060503 85.65 85.85 85.37 85.63 +0.07 5,477 36,215 +1,089
Sep06 060503 85.28 85.40 85.13 85.28 +0.07 33 2,159 +3
Dec06 060503 84.85 84.94 84.85 84.94 +0.07 2 53 +2
Total Volume and Open Interest 5,512 38,433 +1,094
Australian Dollar(CME)
Jun06 060503 76.92 77.12 76.63 77.02 +0.85 3,101 56,970 -1,679
Sep06 060503 76.72 76.90 76.72 76.90 +0.85 1 677 +35
Dec06 060503 76.60 76.79 76.60 76.79 +0.85 6 201 -8
Total Volume and Open Interest 3,108 57,861 -1,652
British Pound(CME)
Jun06 060503 184.15 184.82 183.78 184.23 +0.04 4,267 87,695 -4,915
Sep06 060503 184.83 184.83 184.50 184.50 +0.05 14 1,281 +166
Dec06 060503 184.79 184.79 184.79 184.79 +0.07 0 97 +1
Total Volume and Open Interest 4,281 89,073 -4,748
Canadian Dollar(CME)
Jun06 060503 90.43 90.69 90.22 90.39 -0.07 2,620 106,431 -2,329
Sep06 060503 90.73 90.80 90.52 90.62 -0.07 17 2,803 +41
Dec06 060503 90.92 90.92 90.85 90.85 -0.07 11 849 +15
Mar07 060503 91.08 91.08 91.08 91.08 -0.07 0 173 -1
Total Volume and Open Interest 2,648 110,279 -2,274
Japanese Yen(CME)
Jun06 060503 88.68 88.85 88.34 88.54 -0.38 11,031 186,353 -3,329
Sep06 060503 89.92 90.00 89.66 89.66 -0.38 14 19,900 +36
Dec06 060503 90.74 90.74 90.74 90.74 -0.38 1 145 +1
Total Volume and Open Interest 11,046 206,400 -3,292
Swiss Franc(CME)
Jun06 060503 81.30 81.51 81.05 81.30 +0.03 2,322 89,363 -3,632
Sep06 060503 82.20 82.20 82.04 82.04 +0.03 9 538 +11
Dec06 060503 82.67 82.67 82.67 82.67 +0.03 1 55 +1
Total Volume and Open Interest 2,332 89,956 -3,620
EuroFX(CME)
Jun06 060503 126.78 127.00 126.34 126.66 -0.03 4,596 183,161 -3,574
Sep06 060503 127.07 127.60 127.02 127.36 -0.02 22 3,357 -10
Dec06 060503 127.88 127.98 127.80 127.98 -0.01 2 425 +0
Total Volume and Open Interest 4,620 187,074 -3,586
Mexican Peso(CME)
Jun06 060503 9097.0 9115.0 9065.0 9072.0 unch 4,878 58,720 -2,424
Sep06 060503 9050.0 9050.0 9015.0 9015.0 unch 273 1,381 +244
Total Volume and Open Interest 5,328 84,728 -2,140
30-Year T-Bonds(CBOT)
Jun06 060503 106~12 106~17 105~27 106~01 -0~13 305,484 811,067 -10,491
Sep06 060503 106~08 106~08 105~21 105~27 -0~13 5,428 38,562 +3,301
Dec06 060503 105~24 105~27 105~24 105~27 -0~14 5 1,499 +0
Total Volume and Open Interest 310,917 851,129 -7,190
10-Year T-Notes(CBOT)
Jun06 060503 105~060 105~090 104~280 105~005 -0~075 735,153 2,161,552 -55,435
Sep06 060503 105~000 105~015 104~240 104~280 -0~075 13,086 131,679 -636
Total Volume and Open Interest 748,915 2,301,349 -55,857
5-Year T-Notes(CBOT)
Jun06 060503 103~275 103~285 103~230 103~255 -0~045 378,982 0 +0
Sep06 060503 103~245 103~245 103~225 103~225 -0~045 3,916 0 +0
Dec06 060503 103~235 103~235 103~235 103~235 -0~045 0 1 +0
Total Volume and Open Interest 382,898 1 +0
2 Year T-Notes(CBOT)
Jun06 060503 101~093 101~096 101~088 101~093 -0~004 1,697 535,132 +5,166
Sep06 060503 101~096 101~096 101~096 101~096 -0~004 0 750 +0
Total Volume and Open Interest 1,697 535,882 +5,166
Eurodollars(CME)
Jun06 060503 94.750 94.750 94.735 94.745 -0.030 23,017 1,299,332 -26,574
Sep06 060503 94.690 94.695 94.640 94.665 -0.030 349,874 1,456,534 +3,582
Dec06 060503 94.645 94.660 94.625 94.645 -0.035 19,526 1,405,046 +1,422
Mar07 060503 94.680 94.695 94.660 94.685 -0.030 17,880 1,119,890 -11,644
Jun07 060503 94.710 94.720 94.690 94.715 -0.025 21,095 987,324 +5,434
Sep07 060503 94.725 94.735 94.700 94.725 -0.025 22,412 843,860 +8,833
Dec07 060503 94.715 94.730 94.695 94.715 -0.025 14,844 609,283 -2,177
Mar08 060503 94.710 94.715 94.680 94.700 -0.025 20,491 421,960 -5,317
Jun08 060503 94.680 94.685 94.650 94.670 -0.030 11,689 278,454 -724
Sep08 060503 94.650 94.650 94.620 94.640 -0.030 17,230 243,023 -1,826
Dec08 060503 94.605 94.605 94.580 94.590 -0.035 11,017 197,421 -495
Mar09 060503 94.580 94.580 94.555 94.565 -0.035 9,421 146,809 -943
Jun09 060503 94.540 94.540 94.520 94.525 -0.040 6,352 114,509 +219
Sep09 060503 94.500 94.500 94.480 94.485 -0.040 6,990 110,105 +137
Dec09 060503 94.465 94.465 94.430 94.435 -0.040 5,106 111,090 -1,115
Mar10 060503 94.425 94.425 94.400 94.405 -0.045 5,318 81,486 -1,383
Jun10 060503 94.405 94.405 94.355 94.365 -0.050 3,488 62,337 +1,065
Sep10 060503 94.340 94.340 94.320 94.330 -0.050 4,499 53,022 +30
Total Volume and Open Interest 263,320 9,714,535 -58,119
3-Mth Euro-Yen(CME)
Jun06 060503 99.76 99.76 99.76 99.76 unch 0 11,312 -2,865
Sep06 060503 99.53 99.53 99.53 99.53 unch 31 7,498 -64
Dec06 060503 99.33 99.33 99.33 99.33 +0.01 203 8,642 +386
Mar07 060503 99.13 99.13 99.13 99.13 unch 342 5,821 +184
Jun07 060503 98.95 98.95 98.95 98.95 unch 140 5,277 -438
Sep07 060503 98.76 98.76 98.76 98.76 unch 0 2,413 -126
Dec07 060503 98.58 98.59 98.58 98.59 unch 9 932 -5
Mar08 060503 98.44 98.44 98.44 98.44 unch 1 202 -240
Jun08 060503 98.33 98.33 98.33 98.33 -0.01 0 251 +0
Sep08 060503 98.24 98.24 98.24 98.24 unch      
Total Volume and Open Interest 726 42,352 -3,168
3-Mth Euro-Yen(SIMEX)
Jun06 060503 99.76 99.76 99.76 99.76 unch 12 62,125 -2,063
Sep06 060503 99.54 99.54 99.54 99.54 unch 157 50,918 -120
Dec06 060503 99.33 99.33 99.33 99.33 unch 3,699 94,643 +462
Mar07 060503 99.13 99.13 99.13 99.13 unch 720 47,843 -277
Jun07 060503 98.94 98.94 98.94 98.94 unch 403 23,611 +39
Sep07 060503 98.77 98.77 98.77 98.77 unch 155 12,336 +68
Dec07 060503 98.60 98.60 98.60 98.60 unch 1,205 22,470 +141
Mar08 060503 98.45 98.45 98.45 98.45 unch 2 16,929 +0
Total Volume and Open Interest 6,353 332,455 -1,750
German Euro-Bund(EUREX)
Jun06 060503 115.35 115.45 115.16 115.23 -0.12 1,537,844 1,881,820 +91,030
Sep06 060503 115.52 115.55 115.32 115.38 -0.21 8,203 69,436 +3,873
Dec06 060503 114.70 114.73 114.70 114.73 -0.20 1,987 2 +0
Total Volume and Open Interest 1,540,692 1,825,330 -16,267
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060503 109.25 109.25 109.21 109.21 -0.07 194 17,641 -100
Dec06 060503 108.90 108.90 108.90 108.90 -0.07 173 0 +0
Total Volume and Open Interest 697,773 1,333,996 -2,578
Long Gilt(LIFFE)
Jun06 060503 109~20 109~29 109~11 109~15 -0~06 77,948 306,334 +306,334
Sep06 060503 109~13 109~13 109~04 109~06 -0~05      
Total Volume and Open Interest 77,948 306,334 +9,257
3-Mth Short Sterling(LIFFE)
Jun06 060503 95.28 95.28 95.28 95.28 -0.03 77,111 458,561 +458,561
Sep06 060503 95.16 95.16 95.16 95.16 -0.03 101,910 536,439 +536,439
Dec06 060503 95.05 95.05 95.05 95.05 -0.03 120,810 353,481 +353,481
Total Volume and Open Interest 491,570 2,431,967 +46,491
3-Mth Euribor(LIFFE)
Jun06 060503 96.960 96.990 96.960 96.975 +0.005 115,160 623,726 -10,743
Sep06 060503 96.685 96.715 96.675 96.700 +0.005 114,427 644,704 +281
Dec06 060503 96.470 96.505 96.455 96.485 +0.005 158,852 642,156 +7,435
Total Volume and Open Interest 710,244 3,653,603 +4,892
3-Mth Aus T-Bills(SFE)
Jun06 060503 94.14 94.15 94.06 94.09 -0.07 17,555 176,418 +1,736
Sep06 060503 94.00 94.02 93.93 93.97 -0.06 31,806 275,918 +4,131
Dec06 060503 93.97 93.98 93.90 93.93 -0.06 10,663 107,926 +2,366
Mar07 060503 93.96 93.96 93.89 93.92 -0.05 6,723 49,893 +2,231
Jun07 060503 93.92 93.92 93.86 93.89 -0.05 4,434 28,256 +983
Sep07 060503 93.89 93.89 93.83 93.86 -0.04 4,314 21,535 +519
Dec07 060503 93.86 93.86 93.77 93.82 -0.04 3,491 13,438 +627
Mar08 060503 93.80 93.83 93.75 93.78 -0.03 324 7,435 +45
Jun08 060503 93.74 93.74 93.74 93.74 -0.04 0 941 +0
Sep08 060503 93.72 93.72 93.69 93.71 -0.04 0 813 +0
Total Volume and Open Interest 79,310 684,125 +12,638
10-Year Aus T-Bonds(SFE)
Jun06 060503 94.25 94.25 94.18 94.22 -0.03 44,128 360,867 +7,818
Sep06 060503 94.22 94.22 94.22 94.22 -0.03      
Total Volume and Open Interest 44,128 360,867 +7,818
3-Year Aus T-Bonds(SFE)
Jun06 060503 94.28 94.28 94.20 94.25 -0.04 125,649 481,915 -17,953
Sep06 060503 94.25 94.25 94.25 94.25 -0.04      
Total Volume and Open Interest 125,649 481,915 -17,953
Gold(CMX)
Jun06 060503 674.5 679.8 660.0 668.5 +1.1 58,734 241,127 -11
Aug06 060503 682.0 687.0 665.0 675.2 +1.2 6,776 27,600 +1,353
Oct06 060503 688.0 695.5 674.5 682.0 +1.2 186 12,658 +23
Dec06 060503 695.5 701.0 680.0 688.8 +1.3 4,973 26,811 +689
Feb07 060503 703.0 703.0 695.5 695.5 +1.4 144 13,048 +80
Apr07 060503 702.2 702.2 702.2 702.2 +1.5 0 1,350 +0
Jun07 060503 717.0 717.0 707.0 708.9 +1.6 681 11,614 +276
Aug07 060503 715.7 715.7 715.7 715.7 +1.7 0 383 +0
Oct07 060503 722.4 722.4 722.4 722.4 +1.8 180 1,807 +180
Dec07 060503 737.0 739.0 729.1 729.1 +1.9 392 13,147 +345
Feb08 060503 735.8 735.8 735.8 735.8 +2.0 100 342 +100
Total Volume and Open Interest 72,878 359,539 +3,664
Silver(CMX)
May06 060503 1430.0 1430.0 1300.0 1370.4 -40.6 683 1,733 -445
Jul06 060503 1427.0 1442.0 1320.0 1379.5 -41.5 25,358 66,116 +154
Sep06 060503 1440.0 1440.0 1325.0 1387.3 -41.2 1,761 5,738 -441
Dec06 060503 1438.0 1452.0 1310.0 1389.5 -40.3 1,810 17,577 -115
Mar07 060503 1450.0 1450.0 1350.0 1389.5 -39.5 352 7,057 +295
May07 060503 1320.0 1388.0 1320.0 1388.0 -39.0 7 2,013 +0
Jul07 060503 1440.0 1440.0 1383.5 1383.5 -41.5 167 4,068 +16
Total Volume and Open Interest 30,318 112,421 -468
Platinum(NYM)
Jul06 060503 1194.0 1198.0 1178.5 1186.7 +1.3 764 9,786 +68
Oct06 060503 1192.7 1192.7 1192.7 1192.7 -0.7 10 122 +3
Total Volume and Open Interest 774 9,908 +71
Palladium(NYME)
Jun06 060503 387.90 390.00 378.00 382.35 -4.00 813 16,161 +392
Sep06 060503 396.50 396.50 386.00 387.35 -4.00 74 1,705 +15
Dec06 060503 402.50 402.50 390.35 390.35 -4.00 7 458 -3
Total Volume and Open Interest 895 18,339 +404
Copper(CMX)
May06 060503 339.50 344.00 334.00 342.50 +0.85 1,851 7,807 -986
Jul06 060503 325.20 331.00 321.50 330.50 +2.85 8,455 54,645 +66
Sep06 060503 320.70 326.20 318.00 326.20 +3.05 948 6,575 +553
Dec06 060503 313.00 316.80 308.00 316.80 +3.20 209 3,929 +42
Mar07 060503 307.30 307.30 307.30 307.30 +3.45 1 890 +0
Total Volume and Open Interest 12,244 85,352 -488
Aluminum(CMX)
May06 060503 127.00 127.00 127.00 127.00 -1.00 0 16 +0
Jun06 060503 127.50 127.50 127.50 127.50 -1.00 0 263 +0
Jul06 060503 127.20 127.20 127.20 127.20 -1.00 0 20 +0
Aug06 060503 126.95 126.95 126.95 126.95 -1.00      
Sep06 060503 126.70 126.70 126.70 126.70 -1.00 0 1 +0
Oct06 060503 126.40 126.40 126.40 126.40 -1.00 0 40 +0
Total Volume and Open Interest 0 946 +0
DJIA Index(CBOT)
Jun06 060503 11430 11440 11386 11434 -20 3,238 43,926 -207
Sep06 060503 11495 11516 11495 11516 -20 13 82 +7
Dec06 060503 11575 11585 11575 11585 -20 0 1,680 +0
Total Volume and Open Interest 3,251 45,688 -200
S & P 500(CME)
Jun06 060503 1315.90 1316.80 1308.10 1312.30 -5.80 25,890 646,528 +0
Sep06 060503 1326.00 1326.00 1322.00 1323.50 -5.80 2,910 19,052 +2,933
Dec06 060503 1334.50 1334.50 1334.50 1334.50 -5.80 7 2,258 -7
Mar07 060503 1345.50 1345.50 1345.50 1345.50 -5.80 0 63 +0
Total Volume and Open Interest 25,979 665,030 +0
S & P 500 E-Mini(Globex)
Jun06 060503 1318.00 1318.75 1308.00 1312.25 -5.75 801,915 1,303,683 +7,708
Sep06 060503 1329.00 1329.75 1319.25 1323.50 -5.75 441 3,477 -77
Total Volume and Open Interest 802,356 1,307,160 +7,631
NASDAQ 100(CME)
Jun06 060503 1700.00 1702.00 1687.00 1693.50 -4.30 3,096 62,732 -168
Sep06 060503 1713.00 1713.00 1713.00 1713.00 -4.30 3 28 +3
Dec06 060503 1732.50 1732.50 1732.50 1732.50 -4.30 0 1 +0
Total Volume and Open Interest 3,099 62,761 -165
NASDAQ 100 E-Mini(Globex)
Jun06 060503 1697.80 1702.50 1687.80 1693.50 -4.30 233,306 355,215 -4,569
Sep06 060503 1715.30 1721.80 1708.80 1713.00 -4.30 121 181 +11
Total Volume and Open Interest 233,427 355,396 -4,558
S & P Midcap 400(CME)
Jun06 060503 808.50 809.50 805.90 806.60 -2.90 137 11,319 -134
Sep06 060503 158.24 158.24 158.24 158.24 -2.90      
Dec06 060503 165.24 165.24 165.24 165.24 -2.90      
Total Volume and Open Interest 137 11,319 -134
Russell 2000(CME)
Jun06 060503 770.25 773.00 764.50 769.50 -1.70 787 37,652 +99
Sep06 060503 777.00 777.50 775.00 775.90 -1.80 0 41 +0
Dec06 060503 781.90 781.90 781.90 781.90 -1.80 0 7 +0
Total Volume and Open Interest 787 37,700 +99
Russell 2000 E-Mini(Globex)
Jun06 060503 771.00 772.90 764.50 769.50 -1.70 111,725 354,650 -1,611
Sep06 060503 777.20 778.60 772.00 775.90 -1.80 73 983 -8
Total Volume and Open Interest 111,798 355,633 -1,619
Value Line(KCBT)
Jun06 060503 2140.00 2140.00 2140.00 2140.00 unch 2 76 +0
Total Volume and Open Interest 2 77 +0
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 060503 5194.5 5206.0 5125.0 5132.5 -48.0 67,909 392,064 +392,064
Jun06 060503 5154.0 5161.5 5083.0 5088.0 -48.0 1,905 95,691 +95,691
Jul06 060503 5097.5 5097.5 5097.5 5097.5 -48.0 1 1 +1
Total Volume and Open Interest 69,821 495,419 -15,787
Hang Seng Index(HKFE)
May06 060503 16898 17008 16853 16928 +159 44,616 116,312 -892
Jun06 060503 16923 17061 16920 16988 +161 572 1,687 +26
Total Volume and Open Interest 45,219 118,396 -868
DAX Index(EUREX)
Jun06 060503 6093.5 6102.0 5981.0 5996.0 -74.5 110,659 245,028 +5,842
Sep06 060503 6141.0 6142.0 6029.0 6041.5 -74.5 195 12,945 -17
Dec06 060503 6188.0 6188.0 6079.0 6091.5 -75.5 297 3,236 -19
Total Volume and Open Interest 111,151 261,209 +5,806
FT-SE 100(LIFFE)
Jun06 060503 6089.00 6100.00 6009.00 6015.00 -69.00 68,442 476,629 +476,629
Sep06 060503 6116.50 6118.00 6028.00 6033.00 -69.50 66 2,726 +2,726
Dec06 060503 6068.50 6068.50 6068.50 6068.50 -70.00 1,250 25,277 +25,277
Total Volume and Open Interest 69,758 505,632 +16,006
SPI 200(SFE)
Jun06 060503 5281.0 5288.0 5248.0 5273.0 +2.0 18,461 227,270 +3,894
Sep06 060503 5280.0 5280.0 5258.0 5274.0 +3.0 21 3,844 +0
Dec06 060503 5294.0 5294.0 5294.0 5294.0 +3.0 0 3,097 +0
Total Volume and Open Interest 18,482 236,483 +3,881
GSCI(CME)
May06 060503 488.30 488.30 477.10 477.40 -12.00 77 21,896 +17
Jun06 060503 494.10 494.10 483.70 483.70 -11.80 77 110 +56
Jul06 060503 497.00 497.00 489.00 489.00 -10.50      
Total Volume and Open Interest 154 22,006 +73
Reuters CRB Index(NYBOT)
Jun06 060503 391.25 391.25 387.00 387.00 -3.00 62 445 -9
Aug06 060503 399.00 399.00 394.50 394.50 -3.50 4 449 +59
Nov06 060503 401.00 401.00 401.00 401.00 -4.00 0 200 +0
Total Volume and Open Interest 66 1,094 +50
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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