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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 Thu May 04, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060504 591.00 596.00 590.00 590.75 -2.00 9,143 5,004 -1,738
Jul06 060504 604.50 609.00 602.50 603.75 -1.75 45,170 224,509 +4,985
Aug06 060504 610.50 614.00 608.00 609.00 -2.50 737 12,124 -226
Sep06 060504 614.00 617.50 612.00 613.25 -2.50 1,215 11,515 +136
Nov06 060504 624.00 626.75 620.50 622.25 -3.00 10,404 87,343 +163
Jan07 060504 631.50 633.50 628.00 629.25 -3.50 315 5,923 -161
Mar07 060504 636.50 639.50 635.00 635.00 -4.00 258 2,507 +175
Total Volume and Open Interest 93,800 357,053 +0
Soybean Meal(CBOT)
May06 060504 175.00 177.00 174.50 176.60 +1.30 2,300 4,281 -935
Jul06 060504 176.30 178.50 175.80 177.30 +0.40 15,041 94,736 +3,249
Aug06 060504 177.70 179.60 177.40 178.80 +0.70 921 16,872 +204
Sep06 060504 178.70 180.70 178.70 179.40 unch 570 14,446 +248
Oct06 060504 180.60 181.70 180.00 180.20 +0.20 124 9,367 -65
Dec06 060504 181.30 183.30 181.00 182.20 +0.70 4,509 29,460 -98
Jan07 060504 182.20 183.50 182.00 183.00 +0.80 31 1,552 +14
Mar07 060504 184.60 186.50 184.30 184.50 +0.10 107 1,433 +20
Total Volume and Open Interest 45,385 171,080 -64
Soybean Oil(CBOT)
May06 060504 25.30 25.33 24.90 24.94 -0.41 3,977 3,838 -705
Jul06 060504 25.68 25.72 25.25 25.31 -0.41 17,433 165,774 +2,590
Aug06 060504 25.85 25.85 25.42 25.50 -0.40 873 10,506 -150
Sep06 060504 26.00 26.08 25.61 25.70 -0.35 548 8,767 +221
Oct06 060504 26.20 26.24 25.80 25.89 -0.36 263 6,605 +52
Dec06 060504 26.58 26.64 26.18 26.27 -0.39 4,977 36,409 -10
Jan07 060504 26.70 26.78 26.47 26.47 -0.39 339 2,826 +95
Mar07 060504 26.85 27.00 26.55 26.61 -0.41 389 1,485 +96
Total Volume and Open Interest 36,157 241,175 +0
Canola(WCE)
May06 060504 268.8 268.9 268.5 268.5 -0.8 172 373 +52
Jul06 060504 277.9 278.4 275.0 276.1 -2.2 3,356 53,787 +85
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060504 291.0 294.0 291.0 291.7 -1.7 939 25,626 -63
Jan07 060504 300.0 300.0 298.1 299.5 -0.5 1 1,568 -1
Total Volume and Open Interest 12,115 84,436 +0
Corn(CBOT)
May06 060504 231.25 233.50 229.25 229.75 -2.50 23,353 14,881 -4,236
Jul06 060504 242.00 243.75 238.75 239.25 -3.25 89,049 578,841 +11,503
Sep06 060504 252.25 254.00 249.75 250.00 -3.00 17,505 97,020 +7,951
Dec06 060504 265.00 266.75 262.25 262.50 -3.50 28,975 343,712 +694
Mar07 060504 274.75 276.75 272.50 273.00 -2.75 3,824 52,509 +1,729
May07 060504 281.75 281.75 278.50 278.50 -2.75 206 5,750 +48
Total Volume and Open Interest 171,098 1,190,457 +0
Wheat(CBOT)
May06 060504 353.75 354.50 351.50 352.25 -1.75 984 993 -220
Jul06 060504 363.50 366.50 361.25 362.50 -2.50 17,131 232,128 +3,222
Sep06 060504 377.00 378.50 374.50 375.00 -2.50 2,890 32,143 +379
Dec06 060504 394.00 396.50 391.75 392.25 -3.25 5,018 74,148 +2,181
Mar07 060504 409.00 411.50 407.00 408.50 -2.75 3,587 11,632 +608
Total Volume and Open Interest 38,109 382,989 +0
Wheat(KCBT)
May06 060504 434.00 435.00 429.50 435.00 +0.50 202 1,202 -169
Jul06 060504 437.00 441.00 436.00 438.50 -0.50 7,233 79,645 -1,305
Sep06 060504 444.00 445.50 442.50 444.75 -0.25 774 13,067 +313
Dec06 060504 451.00 454.00 450.50 452.00 -0.50 1,947 22,729 -355
Mar07 060504 454.50 455.50 454.50 455.50 -1.50 138 1,553 +33
Total Volume and Open Interest 14,276 126,907 +0
Wheat(MGE)
May06 060504 413.00 418.00 413.00 418.00 +5.00 41 649 -49
Jul06 060504 421.00 424.00 420.50 422.00 -0.75 1,497 20,248 -184
Sep06 060504 426.00 429.00 426.00 429.00 +0.50 591 9,619 -181
Dec06 060504 435.00 437.00 434.00 437.00 -1.00 447 15,606 +70
Mar07 060504 442.00 443.00 441.00 442.00 -1.00 3 946 +0
Total Volume and Open Interest 3,328 48,726 +0
Oats(CBOT)
May06 060504 185.00 188.00 185.00 188.00 unch 25 24 -11
Jul06 060504 189.75 189.75 185.50 189.50 -0.25 1,362 8,157 +476
Sep06 060504 183.50 183.50 180.75 183.00 -2.00 30 275 +4
Dec06 060504 183.00 183.00 179.50 182.75 -0.25 269 3,722 +113
Total Volume and Open Interest 1,760 11,689 +0
Rough Rice(CBOT)
May06 060504 8.19 8.23 8.19 8.23 unch 24 46 -46
Jul06 060504 8.46 8.50 8.41 8.49 -0.01 174 5,594 -7
Sep06 060504 8.72 8.78 8.72 8.78 -0.02 23 996 +0
Nov06 060504 8.96 8.99 8.96 8.99 -0.02 36 2,407 +28
Total Volume and Open Interest 360 10,523 +0
Live Cattle(CME)
Jun06 060504 75.300 75.475 73.750 74.200 -0.925 10,125 113,333 -311
Aug06 060504 77.100 77.300 75.600 75.950 -1.075 9,530 67,036 +2,543
Oct06 060504 80.950 81.100 79.625 79.750 -1.125 5,349 41,059 +1,526
Dec06 060504 82.700 83.000 81.600 81.675 -0.975 1,738 16,294 +509
Feb07 060504 85.350 85.500 84.400 84.600 -0.875 347 6,789 -43
Apr07 060504 83.550 83.800 82.750 83.100 -0.650 24 1,129 +9
Total Volume and Open Interest 30,558 241,411 +0
Feeder Cattle(CME)
May06 060504 101.600 101.700 100.300 100.825 -0.875 1,275 8,985 -149
Aug06 060504 104.250 104.900 102.800 103.300 -1.075 2,011 15,373 +788
Sep06 060504 103.700 104.100 102.350 103.000 -0.900 206 1,811 +28
Oct06 060504 103.000 103.350 101.750 102.000 -1.000 117 1,645 +0
Nov06 060504 102.700 103.000 101.500 101.800 -1.050 40 496 +12
Jan07 060504 100.100 100.100 99.000 99.000 -1.000 20 203 +9
Total Volume and Open Interest 5,981 27,825 +0
Lean Hogs(CME)
May06 060504 67.050 67.425 65.975 66.350 -1.025 796 4,303 +48
Jun06 060504 65.900 66.350 64.550 65.425 -0.550 10,250 76,661 +350
Jul06 060504 67.050 67.300 65.500 66.250 -0.925 6,499 32,857 +3,687
Aug06 060504 65.900 66.200 64.550 65.025 -0.950 2,274 20,676 +1,343
Oct06 060504 56.900 57.050 55.750 55.850 -0.850 1,799 13,368 +1,097
Dec06 060504 55.025 55.400 54.700 54.825 -0.650 853 5,162 +519
Feb07 060504 56.150 56.600 56.025 56.225 -0.375 50 1,413 +32
Apr07 060504 56.150 56.600 56.100 56.600 -0.050 11 394 +9
Total Volume and Open Interest 23,094 147,770 +0
Pork Bellies(CME)
May06 060504 86.200 86.200 84.150 84.350 -2.550 258 382 -88
Jul06 060504 84.800 84.800 82.250 82.800 -2.450 600 1,648 +135
Aug06 060504 82.000 82.000 79.200 79.600 -2.450 13 176 -4
Feb07 060504 84.875 84.875 84.875 84.875 -0.100 0 9 +0
Mar07 060504 85.125 85.125 85.125 85.125 -0.125 0 6 +0
Total Volume and Open Interest 696 2,178 +0
Class III Milk(CME)
May06 060504 10.85 10.86 10.82 10.83 unch 91 2,980 -116
Jun06 060504 10.87 10.91 10.87 10.90 +0.02 26 3,346 +12
Jul06 060504 11.29 11.29 11.27 11.29 unch 101 3,461 +20
Aug06 060504 11.63 11.63 11.61 11.63 unch 126 3,502 +29
Sep06 060504 11.88 11.90 11.88 11.90 +0.02 103 3,463 +23
Total Volume and Open Interest 277 29,818 +100
Cocoa(NYBOT)
May06 060504 1498 1498 1498 1498 -8 9 228 -300
Jul06 060504 1524 1535 1510 1516 -8 6,963 60,646 -1,153
Sep06 060504 1538 1555 1535 1537 -9 462 25,185 +108
Dec06 060504 1573 1580 1567 1567 -10 227 15,230 -21
Mar07 060504 1605 1605 1596 1596 -9 217 10,154 +136
May07 060504 1614 1614 1614 1614 -10 235 4,164 -42
Jul07 060504 1645 1645 1632 1632 -9 150 2,109 -7
Total Volume and Open Interest 9,963 129,342 +0
Coffee "C"(NYBOT)
May06 060504 108.50 109.25 107.15 107.15 -1.70 121 326 -129
Jul06 060504 111.00 111.70 109.40 109.55 -1.80 7,651 67,704 -628
Sep06 060504 113.90 114.30 112.30 112.30 -1.80 1,686 14,970 +175
Dec06 060504 117.70 118.00 115.95 115.95 -1.75 685 11,176 +352
Mar07 060504 120.90 121.40 119.55 119.55 -1.70 135 3,082 +32
May07 060504 121.70 121.70 121.70 121.70 -1.80 11 803 +3
Total Volume and Open Interest 16,743 100,244 +0
Orange Juice(NYBOT)
May06 060504 151.00 153.90 151.00 153.40 +1.40 150 617 -156
Jul06 060504 152.90 155.90 151.25 154.80 +1.60 3,024 26,386 +701
Sep06 060504 151.30 154.00 150.25 153.80 +2.45 189 4,156 +66
Nov06 060504 148.25 151.00 148.25 151.00 +2.30 115 2,444 -1
Jan07 060504 146.25 148.50 146.25 148.35 +2.10 43 1,608 +41
Total Volume and Open Interest 6,045 34,978 +0
Sugar #11(NYBOT)
Jul06 060504 17.51 17.51 17.02 17.05 -0.64 27,563 259,378 +3,018
Oct06 060504 17.82 17.82 17.35 17.41 -0.60 11,373 90,284 +2,910
Mar07 060504 18.10 18.10 17.70 17.76 -0.56 7,205 68,881 +15
May07 060504 18.00 18.00 17.65 17.68 -0.53 1,124 26,681 +154
Jul07 060504 17.70 17.70 17.48 17.50 -0.45 796 21,421 -164
Total Volume and Open Interest 52,669 477,939 +0
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060504 23.80 23.85 23.80 23.85 unch 67 2,984 +12
Sep06 060504 23.69 23.69 23.69 23.69 -0.06 72 4,213 +48
Nov06 060504 22.70 22.71 22.70 22.71 +0.01 51 1,092 +39
Jan07 060504 22.65 22.65 22.65 22.65 unch 1 1,193 +1
Total Volume and Open Interest 195 12,657 +113
London Cocoa(LCE)
May06 060504 870 879 867 867 -7 934 31,307 -495
Jul06 060504 867 877 863 864 -7 3,146 61,228 -355
Sep06 060504 883 892 878 879 -6 706 37,044 +30
Dec06 060504 903 910 898 898 -7 840 33,197 +165
Mar07 060504 913 918 908 908 -6 371 14,648 +285
May07 060504 916 916 916 916 -6 46 1,439 +2
Jul07 060504 925 933 924 924 -6 111 1,802 +11
Total Volume and Open Interest 5,946 184,215 +0
London Coffee(LCE)
May06 060504 1196.00 1196.00 1184.00 1188.00 -11.00 10,994 1,361 -11,322
Jul06 060504 1220.00 1222.00 1205.00 1213.00 -9.00 5,354 80,691 -413
Sep06 060504 1231.00 1234.00 1220.00 1228.00 -8.00 572 28,065 +28
Nov06 060504 1245.00 1245.00 1232.00 1237.00 -8.00 209 10,228 +5
Jan07 060504 1253.00 1253.00 1244.00 1244.00 -9.00 154 1,290 +89
Mar07 060504 1254.00 1254.00 1252.00 1252.00 -9.00 5 337 +0
Total Volume and Open Interest 8,705 133,888 +0
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060504 476.00 478.00 467.60 469.80 -8.30 2,972 37,666 +104
Oct06 060504 471.00 471.20 462.40 464.50 -7.90 1,629 14,427 +617
Dec06 060504 463.00 463.00 461.00 461.00 -7.90 313 5,272 -21
Mar07 060504 460.30 460.30 457.00 457.00 -7.90 707 4,766 -34
Total Volume and Open Interest 7,751 64,735 +0
Cotton(NYBOT)
May06 060504 48.80 48.85 48.80 48.85 -0.60 9 61 -12
Jul06 060504 51.00 51.00 50.08 50.28 -0.91 7,437 105,013 -253
Oct06 060504 53.40 53.40 52.80 52.90 -0.83 184 1,977 +82
Dec06 060504 55.00 55.00 54.12 54.45 -0.75 2,717 36,006 +151
Mar07 060504 56.50 56.50 56.25 56.46 -0.77 535 4,299 +275
May07 060504 57.00 57.10 57.00 57.05 -0.85 0 199 +0
Total Volume and Open Interest 8,062 149,879 +0
Lumber(CME)
May06 060504 336.7 336.7 333.7 334.0 -1.7 118 472 -79
Jul06 060504 345.5 345.7 342.2 343.7 -2.6 488 3,560 -33
Sep06 060504 351.6 351.6 348.6 350.4 -3.8 70 662 -2
Nov06 060504 337.3 338.1 334.7 334.7 -3.6 19 122 +3
Total Volume and Open Interest 1,077 4,927 +0
Crude Oil(NYM)
Jun06 060504 71.35 71.82 69.30 69.94 -2.34 119,109 290,255 -3,028
Jul06 060504 73.00 73.45 71.00 71.60 -2.31 73,654 170,766 +7,246
Aug06 060504 73.85 74.25 72.00 72.55 -2.18 25,970 63,161 +4,321
Sep06 060504 74.35 74.70 72.65 73.16 -2.08 13,323 45,700 +520
Oct06 060504 74.70 74.95 73.20 73.57 -2.02 6,738 34,714 -79
Nov06 060504 74.90 74.90 73.75 73.84 -1.95 2,524 26,403 -366
Dec06 060504 75.00 75.60 73.50 73.99 -1.90 26,437 96,200 -5,157
Jan07 060504 75.60 75.60 73.75 74.06 -1.84 1,780 26,535 +282
Feb07 060504 74.07 74.07 74.07 74.07 -1.79 25 10,985 +23
Mar07 060504 75.00 75.00 74.05 74.05 -1.75 1,086 10,313 -258
Apr07 060504 73.99 73.99 73.99 73.99 -1.71 150 8,478 -59
May07 060504 73.91 73.91 73.91 73.91 -1.67 50 5,679 -34
Jun07 060504 73.81 73.81 73.81 73.81 -1.62 1,864 33,427 -706
Jul07 060504 73.67 73.67 73.67 73.67 -1.57 300 5,473 +167
Aug07 060504 73.54 73.54 73.54 73.54 -1.52 0 4,425 +0
Sep07 060504 73.40 73.40 73.40 73.40 -1.47 0 5,505 +0
Total Volume and Open Interest 253,081 1,091,791 +0
Heating Oil(NYM)
Jun06 060504 198.60 199.25 191.70 193.77 -6.55 33,922 76,568 -3,758
Jul06 060504 201.00 201.70 195.10 196.31 -6.70 10,752 31,858 +0
Aug06 060504 203.75 204.80 198.00 199.06 -6.55 2,451 14,274 -42
Sep06 060504 207.35 207.35 201.00 201.76 -6.35 2,036 8,351 -223
Oct06 060504 208.75 210.15 203.50 204.61 -6.30 692 6,011 +80
Nov06 060504 213.10 213.55 207.65 208.01 -6.30 229 3,711 +56
Dec06 060504 216.00 216.75 210.75 211.41 -6.30 2,999 16,294 -893
Jan07 060504 218.50 219.50 213.30 213.81 -6.20 646 8,909 +265
Feb07 060504 219.40 219.40 213.50 214.16 -6.05 339 2,277 +64
Mar07 060504 215.00 217.00 211.50 211.91 -5.80 163 2,596 -78
Apr07 060504 211.50 211.50 206.56 206.56 -5.50 12 2,524 +11
May07 060504 206.30 207.30 202.50 202.61 -5.30 7 405 +7
Total Volume and Open Interest 44,727 180,969 +0
Unleaded Gas(NYM)
Jun06 060504 205.25 207.50 197.60 199.46 -9.11 33,407 66,105 -1,672
Jul06 060504 205.00 206.50 197.75 199.47 -8.58 8,147 17,729 +306
Aug06 060504 203.75 205.00 197.50 198.92 -7.73 1,667 7,597 +456
Sep06 060504 203.00 203.00 196.75 197.72 -7.18 2,229 7,356 -61
Oct06 060504 194.00 194.00 188.00 188.72 -6.63 853 4,735 +98
Nov06 060504 187.50 187.50 185.42 185.42 -6.53 263 1,656 +12
Dec06 060504 183.00 184.25 183.00 184.02 -6.38 46 2,106 -24
Jan07 060504 184.77 184.77 184.77 184.77 -6.28 0 1,356 +0
Total Volume and Open Interest 33,810 109,525 +0
Natural Gas(NYM)
Jun06 060504 6.560 6.990 6.510 6.906 +0.300 27,534 80,793 -15
Jul06 060504 6.810 7.230 6.780 7.146 +0.280 8,600 57,209 +1,444
Aug06 060504 7.070 7.400 7.020 7.386 +0.258 2,247 28,611 +859
Sep06 060504 7.350 7.670 7.300 7.666 +0.258 2,763 27,276 -738
Oct06 060504 7.740 8.070 7.700 8.051 +0.263 6,923 43,062 +577
Nov06 060504 9.240 9.450 9.240 9.391 +0.123 3,215 41,278 +580
Dec06 060504 10.680 10.930 10.640 10.691 -0.002 1,172 26,563 +91
Jan07 060504 11.450 11.650 11.390 11.391 -0.067 3,354 44,426 -397
Feb07 060504 11.470 11.650 11.406 11.406 -0.072 1,673 22,981 -73
Mar07 060504 11.270 11.440 11.180 11.201 -0.072 1,874 40,892 -253
Apr07 060504 9.280 9.380 9.250 9.311 +0.008 2,070 22,426 +130
May07 060504 9.000 9.150 9.000 9.101 +0.008 700 23,533 +135
Jun07 060504 9.270 9.270 9.190 9.197 +0.007 101 8,716 -1
Jul07 060504 9.308 9.308 9.308 9.308 +0.006 32 6,200 +11
Aug07 060504 9.392 9.392 9.392 9.392 +0.005 12 7,067 +7
Sep07 060504 9.530 9.530 9.461 9.461 +0.004 140 8,807 +88
Total Volume and Open Interest 63,884 736,995 +0
Brent Crude Oil(ICE)
Jun06 060504 72.55 72.61 69.79 70.29 -2.36 84,490 104,152 -12,936
Jul06 060504 73.03 73.12 70.37 70.87 -2.32 52,453 127,376 +5,360
Aug06 060504 73.53 73.53 70.95 71.42 -2.27 19,909 44,943 +2,365
Sep06 060504 73.56 73.85 71.37 71.80 -2.21 5,461 20,640 -1,384
Oct06 060504 73.81 74.09 71.82 72.09 -2.16 2,937 23,180 -282
Nov06 060504 74.14 74.19 72.03 72.30 -2.11 1,754 12,194 +169
Dec06 060504 74.26 74.34 71.92 72.42 -2.06 6,912 50,703 -826
Jan07 060504 74.27 74.27 72.49 72.49 -1.99 31 11,011 -220
Feb07 060504 73.60 73.60 72.49 72.49 -1.96 36 8,480 +36
Mar07 060504 73.68 73.68 72.45 72.45 -1.92 0 5,042 +0
Apr07 060504 73.64 73.64 72.20 72.38 -1.85 13 1,738 +13
May07 060504 72.27 72.27 72.27 72.27 -1.82 13 570 +0
Jun07 060504 73.90 73.90 72.16 72.16 -1.79 0 10,337 +0
Jul07 060504 72.05 72.05 72.05 72.05 -1.76 0 50 +0
Total Volume and Open Interest 173,359 477,936 +0
Gas Oil(ICE)
May06 060504 626.00 628.75 604.00 614.75 -19.75 22,524 35,201 -3,676
Jun06 060504 631.75 634.50 609.00 620.00 -19.75 22,694 82,467 +1,865
Jul06 060504 639.75 639.75 616.50 627.50 -19.25 10,115 25,056 -391
Aug06 060504 645.00 646.50 624.50 635.50 -18.50 5,475 8,615 +406
Sep06 060504 652.25 653.00 632.25 642.75 -18.00 2,552 6,983 +858
Oct06 060504 659.25 659.50 639.00 649.50 -17.50 1,184 8,917 +541
Nov06 060504 654.25 654.25 654.25 654.25 -17.00 403 5,356 -163
Dec06 060504 666.75 667.00 647.25 657.75 -16.50 3,213 27,603 -285
Jan07 060504 667.25 667.25 655.00 659.75 -16.25 909 5,676 -29
Feb07 060504 657.75 657.75 657.75 657.75 -16.00 33 478 +8
Total Volume and Open Interest 72,294 234,368 +1,392
US Dollar Index(NYBOT)
Jun06 060504 85.68 86.00 85.11 85.15 -0.48 1,017 36,203 -12
Sep06 060504 85.50 85.50 84.78 84.80 -0.48 27 2,165 +6
Dec06 060504 85.25 85.25 84.46 84.46 -0.48 1 54 +1
Total Volume and Open Interest 5,512 38,433 +0
Australian Dollar(CME)
Jun06 060504 76.83 77.28 76.71 77.14 +0.12 4,792 68,101 +11,131
Sep06 060504 76.98 77.04 76.98 77.02 +0.12 1 775 +98
Dec06 060504 76.60 76.91 76.60 76.91 +0.12 3 204 +3
Total Volume and Open Interest 23,120 57,861 +0
British Pound(CME)
Jun06 060504 184.39 185.60 184.27 185.49 +1.26 6,768 97,385 +9,690
Sep06 060504 184.60 185.76 184.60 185.76 +1.26 15 1,183 -98
Dec06 060504 186.05 186.05 186.05 186.05 +1.26 0 97 +0
Total Volume and Open Interest 69,128 89,073 +0
Canadian Dollar(CME)
Jun06 060504 90.17 90.60 90.08 90.46 +0.07 1,490 109,594 +3,163
Sep06 060504 90.34 90.73 90.34 90.69 +0.07 128 2,838 +35
Dec06 060504 90.62 90.93 90.62 90.92 +0.07 3 863 +14
Mar07 060504 90.88 91.15 90.88 91.15 +0.07 0 173 +0
Total Volume and Open Interest 29,643 110,279 +0
Japanese Yen(CME)
Jun06 060504 88.35 88.82 88.28 88.64 +0.10 1,523 191,304 +4,951
Sep06 060504 89.54 89.95 89.54 89.77 +0.11 2 19,902 +2
Dec06 060504 90.70 90.85 90.70 90.85 +0.11 0 144 -1
Total Volume and Open Interest 75,573 206,400 +0
Swiss Franc(CME)
Jun06 060504 81.07 82.02 80.98 81.93 +0.63 2,111 91,419 +2,056
Sep06 060504 81.84 82.75 81.84 82.68 +0.64 7 518 -20
Dec06 060504 83.31 83.31 83.31 83.31 +0.64 0 55 +0
Total Volume and Open Interest 35,714 89,956 +0
EuroFX(CME)
Jun06 060504 126.39 127.62 126.32 127.51 +0.85 4,530 181,150 -2,011
Sep06 060504 127.34 128.25 127.34 128.21 +0.85 52 3,722 +365
Dec06 060504 127.90 128.83 127.85 128.83 +0.85 14 416 -9
Total Volume and Open Interest 166,155 187,074 +0
Mexican Peso(CME)
Jun06 060504 9075.0 9095.0 9065.0 9080.0 +8.0 3,545 58,781 +61
Sep06 060504 9022.0 9022.0 9022.0 9022.0 +7.0 4 1,378 -3
Total Volume and Open Interest 11,819 84,728 +0
30-Year T-Bonds(CBOT)
Jun06 060504 106~03 106~11 105~25 106~02 +0~01 339,328 830,714 +19,647
Sep06 060504 105~26 106~05 105~20 105~27 unch 5,518 40,380 +1,818
Dec06 060504 105~21 105~27 105~21 105~27 unch 302 1,459 -40
Total Volume and Open Interest 331,690 851,129 +0
10-Year T-Notes(CBOT)
Jun06 060504 105~010 105~030 104~260 104~310 -0~015 800,920 2,264,296 +102,744
Sep06 060504 104~270 104~300 104~220 104~265 -0~015 10,964 134,419 +2,740
Total Volume and Open Interest 785,501 2,301,349 +0
5-Year T-Notes(CBOT)
Jun06 060504 103~230 103~260 103~210 103~240 -0~015 404,891 0 +0
Sep06 060504 103~205 103~210 103~205 103~210 -0~015 1,819 0 +0
Dec06 060504 103~220 103~220 103~220 103~220 -0~015 0 1 +0
Total Volume and Open Interest 462,304 1,321,829 +1,321,828
2 Year T-Notes(CBOT)
Jun06 060504 101~089 101~092 101~085 101~088 -0~005 2,741 553,703 +18,571
Sep06 060504 101~089 101~089 101~089 101~089 -0~007 0 777 +27
Total Volume and Open Interest 141,846 535,882 +0
Eurodollars(CME)
Jun06 060504 94.730 94.745 94.725 94.745 unch 27,597 1,291,575 -7,757
Sep06 060504 94.660 94.670 94.630 94.650 -0.015 272,240 1,433,757 -22,777
Dec06 060504 94.625 94.640 94.610 94.625 -0.020 15,103 1,447,021 +41,975
Mar07 060504 94.660 94.675 94.640 94.660 -0.025 17,883 1,140,394 +20,504
Jun07 060504 94.690 94.700 94.675 94.685 -0.030 25,447 1,007,906 +20,582
Sep07 060504 94.705 94.705 94.685 94.695 -0.030 37,802 858,375 +14,515
Dec07 060504 94.695 94.700 94.680 94.685 -0.030 19,436 618,140 +8,857
Mar08 060504 94.680 94.685 94.665 94.670 -0.030 15,784 424,098 +2,138
Jun08 060504 94.640 94.660 94.635 94.645 -0.025 12,263 277,678 -776
Sep08 060504 94.615 94.630 94.615 94.615 -0.025 12,295 241,647 -1,376
Dec08 060504 94.560 94.585 94.560 94.570 -0.020 14,771 197,410 -11
Mar09 060504 94.545 94.550 94.545 94.545 -0.020 12,024 147,729 +920
Jun09 060504 94.500 94.515 94.500 94.510 -0.015 7,558 113,577 -932
Sep09 060504 94.480 94.480 94.470 94.475 -0.010 7,083 111,169 +1,064
Dec09 060504 94.435 94.435 94.425 94.425 -0.010 3,421 111,941 +851
Mar10 060504 94.400 94.400 94.395 94.395 -0.010 4,928 83,043 +1,557
Jun10 060504 94.340 94.365 94.340 94.360 -0.005 5,122 62,945 +608
Sep10 060504 94.330 94.330 94.325 94.325 -0.005 8,761 54,825 +1,803
Total Volume and Open Interest 1,585,241 9,714,535 +0
3-Mth Euro-Yen(CME)
Jun06 060504 99.76 99.76 99.76 99.76 unch 0 11,312 +0
Sep06 060504 99.53 99.53 99.53 99.53 unch 82 7,580 +82
Dec06 060504 99.33 99.33 99.32 99.32 -0.01 305 8,635 -7
Mar07 060504 99.12 99.12 99.11 99.12 -0.01 70 5,788 -33
Jun07 060504 98.95 98.95 98.93 98.93 -0.02 105 5,256 -21
Sep07 060504 98.76 98.76 98.75 98.75 -0.01 1 2,412 -1
Dec07 060504 98.59 98.59 98.59 98.59 unch 156 938 +6
Mar08 060504 98.44 98.44 98.43 98.43 -0.01 0 202 +0
Jun08 060504 98.34 98.34 98.34 98.34 +0.01 0 251 +0
Sep08 060504 98.24 98.24 98.24 98.24 unch      
Total Volume and Open Interest 719 42,378 +26
3-Mth Euro-Yen(SIMEX)
Jun06 060504 99.76 99.76 99.76 99.76 unch 0 62,125 +0
Sep06 060504 99.54 99.54 99.54 99.54 unch 0 50,874 -44
Dec06 060504 99.33 99.34 99.33 99.33 unch 58 93,726 -917
Mar07 060504 99.14 99.14 99.13 99.13 unch 0 47,808 -35
Jun07 060504 98.95 98.95 98.95 98.95 +0.01 0 23,655 +44
Sep07 060504 98.77 98.77 98.77 98.77 unch 0 12,278 -58
Dec07 060504 98.60 98.60 98.60 98.60 unch 0 21,520 -950
Mar08 060504 98.45 98.45 98.45 98.45 unch 0 16,929 +0
Total Volume and Open Interest 58 332,455 +0
German Euro-Bund(EUREX)
Jun06 060504 115.28 115.29 114.82 114.98 -0.25 1,254,802 1,726,624 -155,196
Sep06 060504 115.41 115.42 114.98 115.12 -0.26 5,749 72,590 +3,154
Dec06 060504 114.48 114.48 114.48 114.48 -0.25 1,199 2 +0
Total Volume and Open Interest 1,261,750 1,799,216 -26,114
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060504 109.21 109.21 109.03 109.07 -0.14 1,509 16,887 -754
Dec06 060504 108.76 108.76 108.76 108.76 -0.14 70 0 +0
Total Volume and Open Interest 535,956 1,333,633 -363
Long Gilt(LIFFE)
Jun06 060504 109~15 109~16 109~00 109~06 -0~08 90,679 308,268 +1,934
Sep06 060504 108~29 108~29 108~29 108~29 -0~08 8,204 7,100 +7,100
Total Volume and Open Interest 77,948 306,334 +0
3-Mth Short Sterling(LIFFE)
Jun06 060504 95.24 95.24 95.24 95.24 -0.04 75,473 453,343 -5,218
Sep06 060504 95.10 95.10 95.10 95.10 -0.06 95,075 545,815 +9,376
Dec06 060504 94.99 94.99 94.99 94.99 -0.06 89,281 354,124 +643
Total Volume and Open Interest 491,570 2,431,967 +0
3-Mth Euribor(LIFFE)
Jun06 060504 96.985 96.995 96.955 96.970 -0.005 100,971 634,843 +11,117
Sep06 060504 96.695 96.710 96.665 96.685 -0.015 115,100 651,398 +6,694
Dec06 060504 96.485 96.495 96.440 96.465 -0.020 160,427 669,476 +27,320
Total Volume and Open Interest 644,580 3,718,211 +64,608
3-Mth Aus T-Bills(SFE)
Jun06 060504 94.07 94.09 94.07 94.08 -0.01 39,557 187,708 +11,290
Sep06 060504 93.95 93.97 93.95 93.96 -0.01 68,636 289,435 +13,517
Dec06 060504 93.91 93.92 93.90 93.92 -0.01 25,717 117,752 +9,826
Mar07 060504 93.89 93.91 93.88 93.90 -0.02 5,626 49,629 -264
Jun07 060504 93.85 93.87 93.85 93.86 -0.03 2,872 29,659 +1,403
Sep07 060504 93.83 93.83 93.83 93.83 -0.03 1,118 22,431 +896
Dec07 060504 93.79 93.80 93.79 93.79 -0.03 1,499 14,176 +738
Mar08 060504 93.76 93.76 93.75 93.75 -0.03 352 7,790 +355
Jun08 060504 93.73 93.73 93.73 93.73 -0.01 0 941 +0
Sep08 060504 93.70 93.70 93.70 93.70 -0.01 21 833 +20
Total Volume and Open Interest 145,463 721,936 +37,811
10-Year Aus T-Bonds(SFE)
Jun06 060504 94.19 94.21 94.18 94.20 -0.03 32,580 353,392 -7,475
Sep06 060504 94.20 94.20 94.20 94.20 -0.03      
Total Volume and Open Interest 32,580 353,392 -7,475
3-Year Aus T-Bonds(SFE)
Jun06 060504 94.22 94.24 94.21 94.23 -0.02 129,048 481,917 +2
Sep06 060504 94.23 94.23 94.23 94.23 -0.02      
Total Volume and Open Interest 129,048 481,917 +2
Gold(CMX)
Jun06 060504 665.8 679.8 665.0 676.5 +8.0 85,192 237,889 -3,238
Aug06 060504 672.1 687.0 672.0 683.1 +7.9 13,801 33,263 +5,663
Oct06 060504 679.5 692.5 679.5 689.7 +7.7 592 12,626 -32
Dec06 060504 685.0 700.0 684.0 696.3 +7.5 5,314 26,753 -58
Feb07 060504 693.0 708.0 693.0 703.0 +7.5 190 13,038 -10
Apr07 060504 709.6 709.6 709.6 709.6 +7.4 0 1,350 +0
Jun07 060504 716.2 716.2 716.2 716.2 +7.3 14 11,653 +39
Aug07 060504 722.9 722.9 722.9 722.9 +7.2 0 383 +0
Oct07 060504 729.6 729.6 729.6 729.6 +7.2 0 1,807 +0
Dec07 060504 736.2 736.2 736.2 736.2 +7.1 47 13,127 -20
Feb08 060504 742.8 742.8 742.8 742.8 +7.0 0 342 +0
Total Volume and Open Interest 72,878 359,539 +0
Silver(CMX)
May06 060504 1365.0 1407.0 1360.0 1373.5 +3.1 797 1,908 +175
Jul06 060504 1372.0 1423.0 1356.0 1382.5 +3.0 28,980 67,262 +1,146
Sep06 060504 1372.0 1429.0 1372.0 1390.8 +3.5 1,431 6,596 +858
Dec06 060504 1383.0 1434.5 1370.0 1393.5 +4.0 1,049 17,448 -129
Mar07 060504 1432.0 1432.0 1393.0 1393.0 +3.5 5 7,059 +2
May07 060504 1392.0 1392.0 1392.0 1392.0 +4.0 57 2,000 -13
Jul07 060504 1388.3 1388.3 1388.3 1388.3 +4.8 59 4,097 +29
Total Volume and Open Interest 30,318 112,421 +0
Platinum(NYM)
Jul06 060504 1175.0 1189.8 1174.0 1176.4 -10.3 925 9,770 -16
Oct06 060504 1192.7 1192.7 1180.9 1180.9 -11.8 133 222 +100
Total Volume and Open Interest 774 9,908 +0
Palladium(NYME)
Jun06 060504 377.00 385.80 373.00 380.25 -2.10 1,511 16,575 +414
Sep06 060504 392.00 392.00 385.00 385.00 -2.35 35 1,717 +12
Dec06 060504 388.00 395.00 384.00 388.00 -2.35 19 470 +12
Total Volume and Open Interest 895 18,339 +0
Copper(CMX)
May06 060504 350.00 362.00 349.50 359.30 +16.80 1,076 7,360 -447
Jul06 060504 338.00 350.50 338.00 347.95 +17.45 6,663 54,812 +167
Sep06 060504 334.00 345.50 334.00 342.75 +16.55 469 6,727 +152
Dec06 060504 325.00 334.00 325.00 331.00 +14.20 141 3,929 +0
Mar07 060504 326.00 326.00 319.30 319.30 +12.00 12 890 +0
Total Volume and Open Interest 12,244 85,352 +0
Aluminum(CMX)
May06 060504 131.55 131.55 131.55 131.55 +4.55 5 12 -4
Jun06 060504 132.05 132.05 132.05 132.05 +4.55 5 263 +0
Jul06 060504 131.75 131.75 131.75 131.75 +4.55 0 20 +0
Aug06 060504 131.50 131.50 131.50 131.50 +4.55      
Sep06 060504 131.25 131.25 131.25 131.25 +4.55 0 1 +0
Oct06 060504 130.95 130.95 130.95 130.95 +4.55 0 40 +0
Total Volume and Open Interest 10 942 -4
DJIA Index(CBOT)
Jun06 060504 11447 11491 11430 11466 +32 2,897 43,874 -52
Sep06 060504 11555 11555 11548 11548 +32 4 84 +2
Dec06 060504 11617 11617 11617 11617 +32 1 1,680 +0
Total Volume and Open Interest 3,691 45,688 +0
S & P 500(CME)
Jun06 060504 1314.00 1320.00 1313.30 1317.00 +4.70 26,583 639,434 -7,094
Sep06 060504 1328.00 1328.20 1326.00 1328.20 +4.70 3,811 22,772 +3,720
Dec06 060504 1339.30 1339.30 1339.30 1339.30 +4.80 1 2,258 +0
Mar07 060504 1350.30 1350.30 1350.30 1350.30 +4.80 0 63 +0
Total Volume and Open Interest 39,149 660,812 -4,218
S & P 500 E-Mini(Globex)
Jun06 060504 1312.00 1320.00 1311.25 1317.00 +4.75 775,548 1,300,686 -2,997
Sep06 060504 1321.50 1330.75 1321.50 1328.25 +4.75 707 3,722 +245
Total Volume and Open Interest 802,356 1,307,160 +0
NASDAQ 100(CME)
Jun06 060504 1697.00 1716.50 1697.00 1709.80 +16.30 4,503 63,032 +300
Sep06 060504 1732.50 1732.50 1729.30 1729.30 +16.30 0 28 +0
Dec06 060504 1753.00 1753.00 1748.80 1748.80 +16.30 0 1 +0
Total Volume and Open Interest 3,653 62,761 +0
NASDAQ 100 E-Mini(Globex)
Jun06 060504 1693.50 1716.80 1692.50 1709.80 +16.30 246,448 348,180 -7,035
Sep06 060504 1723.30 1734.80 1723.30 1729.30 +16.30 40 158 -23
Total Volume and Open Interest 233,427 355,396 +0
S & P Midcap 400(CME)
Jun06 060504 807.00 812.75 806.75 812.20 +5.60 247 11,399 +80
Sep06 060504 163.84 163.84 163.84 163.84 +5.60      
Dec06 060504 170.84 170.84 170.84 170.84 +5.60      
Total Volume and Open Interest 247 11,399 +80
Russell 2000(CME)
Jun06 060504 770.75 778.70 770.50 778.70 +9.20 976 37,495 -157
Sep06 060504 782.25 785.10 782.00 785.10 +9.20 224 240 +199
Dec06 060504 791.10 791.10 791.10 791.10 +9.20 0 7 +0
Total Volume and Open Interest 805 37,700 +0
Russell 2000 E-Mini(Globex)
Jun06 060504 769.50 778.90 768.10 778.70 +9.20 133,265 356,740 +2,090
Sep06 060504 775.70 785.10 775.60 785.10 +9.20 1,005 1,665 +682
Total Volume and Open Interest 111,798 355,633 +0
Value Line(KCBT)
Jun06 060504 2144.00 2153.00 2140.00 2153.00 +13.00 1 75 -1
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 060504 5138.5 5187.5 5129.0 5179.5 +47.0 91,797 400,790 +8,726
Jun06 060504 5102.5 5141.0 5085.0 5135.0 +47.0 8,058 96,914 +1,223
Jul06 060504 5144.5 5144.5 5144.5 5144.5 +47.0 0 1 +0
Total Volume and Open Interest 69,821 495,419 +0
Hang Seng Index(HKFE)
May06 060504 16853 16954 16837 16919 -9 40,602 119,168 +2,856
Jun06 060504 16935 17011 16900 16979 -9 747 1,997 +310
Total Volume and Open Interest 41,452 121,592 +3,196
DAX Index(EUREX)
Jun06 060504 6003.5 6070.0 5985.0 6056.5 +60.5 193,122 266,084 +21,056
Sep06 060504 6050.0 6113.5 6039.0 6102.0 +60.5 365 12,815 -130
Dec06 060504 6120.0 6165.5 6092.0 6152.5 +61.0 328 3,239 +3
Total Volume and Open Interest 111,151 261,209 +0
FT-SE 100(LIFFE)
Jun06 060504 6015.00 6047.00 5997.00 6041.00 +26.00 80,297 465,897 -10,732
Sep06 060504 6041.00 6062.00 6015.00 6059.00 +26.00 34 2,712 -14
Dec06 060504 6096.50 6096.50 6086.50 6095.50 +27.00 0 25,277 +0
Total Volume and Open Interest 69,758 505,632 +0
SPI 200(SFE)
Jun06 060504 5215.0 5235.0 5181.0 5193.0 -80.0 13,162 230,595 +3,325
Sep06 060504 5200.0 5215.0 5193.0 5193.0 -81.0 205 4,042 +198
Dec06 060504 5214.0 5214.0 5214.0 5214.0 -80.0 16 3,099 +2
Total Volume and Open Interest 14,077 240,087 +3,604
GSCI(CME)
May06 060504 474.40 478.30 466.10 469.30 -8.10 190 21,873 -23
Jun06 060504 481.25 481.25 473.65 476.00 -7.70 126 193 +83
Jul06 060504 481.00 481.00 481.00 481.00 -8.00 21 21 +21
Total Volume and Open Interest 154 22,006 +0
Reuters CRB Index(NYBOT)
Jun06 060504 387.50 389.50 384.00 385.00 -2.00 11 438 -7
Aug06 060504 396.50 397.00 392.50 392.50 -2.00 54 464 +15
Nov06 060504 399.00 399.00 399.00 399.00 -2.00 0 200 +0
Total Volume and Open Interest 0 6 -1,088
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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