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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 Mon May 08, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060508 586.50 587.50 584.50 586.00 -8.50 6,449 3,658 -1,319
Jul06 060508 598.00 601.50 596.50 599.50 -7.00 51,864 225,701 +887
Aug06 060508 605.00 606.00 603.00 605.00 -7.00 934 12,725 +242
Sep06 060508 610.00 610.00 607.00 608.50 -7.00 655 10,905 +132
Nov06 060508 617.00 619.50 615.00 617.75 -7.50 12,502 91,010 +2,848
Jan07 060508 626.00 627.00 623.50 625.50 -6.75 482 6,122 +212
Mar07 060508 628.50 632.00 628.00 631.50 -7.50 85 2,733 +18
Total Volume and Open Interest 74,871 365,261 +3,523
Soybean Meal(CBOT)
May06 060508 176.00 177.10 174.60 176.50 -0.80 1,470 3,333 -567
Jul06 060508 177.00 177.80 175.50 177.20 -1.40 16,640 94,391 -273
Aug06 060508 178.30 178.80 176.90 178.70 -1.20 1,805 16,873 +51
Sep06 060508 179.00 180.00 178.00 179.80 -1.20 687 14,364 -127
Oct06 060508 179.80 180.70 179.80 180.40 -1.10 219 9,388 +47
Dec06 060508 181.60 182.60 180.60 182.30 -1.10 5,406 30,279 +538
Jan07 060508 182.00 183.20 181.50 183.20 -1.10 130 1,695 +108
Mar07 060508 184.50 185.50 184.50 185.20 -1.30 378 1,315 -1
Total Volume and Open Interest 27,529 174,160 +139
Soybean Oil(CBOT)
May06 060508 24.99 24.99 24.45 24.53 -0.62 2,259 2,176 -851
Jul06 060508 25.35 25.37 24.80 24.92 -0.61 17,373 165,923 +1,114
Aug06 060508 25.55 25.55 25.00 25.12 -0.60 357 10,406 +95
Sep06 060508 25.60 25.60 25.18 25.28 -0.59 267 8,908 +99
Oct06 060508 25.88 25.88 25.40 25.50 -0.56 82 6,633 +38
Dec06 060508 26.28 26.30 25.73 25.87 -0.61 3,995 37,428 +596
Jan07 060508 26.30 26.30 25.98 26.08 -0.58 2 2,883 +0
Mar07 060508 26.45 26.45 26.28 26.28 -0.57 271 1,300 -2
Total Volume and Open Interest 25,180 243,756 +1,417
Canola(WCE)
May06 060508 268.2 268.2 268.2 268.2 -2.3 40 193 -15
Jul06 060508 277.8 277.8 275.4 276.1 -2.3 3,532 54,323 +565
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060508 293.1 293.8 291.5 292.5 -1.8 903 27,912 +225
Jan07 060508 298.1 299.9 298.1 299.9 -0.9 53 1,660 +53
Total Volume and Open Interest 4,600 87,621 +861
Corn(CBOT)
May06 060508 228.00 228.00 225.75 227.00 -3.75 12,547 11,487 -997
Jul06 060508 235.75 238.25 235.50 237.00 -3.50 78,169 585,472 -2,343
Sep06 060508 247.50 249.00 246.50 248.00 -3.50 10,906 103,974 +5,455
Dec06 060508 260.50 262.50 259.50 261.25 -2.75 22,270 347,689 +3,584
Mar07 060508 270.50 272.50 269.75 271.75 -2.50 4,758 54,674 +683
May07 060508 277.00 278.00 276.25 277.25 -2.50 233 6,018 +135
Total Volume and Open Interest 136,980 1,230,074 +9,101
Wheat(CBOT)
May06 060508 356.00 363.50 356.00 363.50 +2.25 273 711 +7
Jul06 060508 370.00 376.00 367.75 375.50 +3.25 40,965 236,384 +2,778
Sep06 060508 383.00 389.00 381.00 388.50 +2.50 1,844 33,685 +660
Dec06 060508 399.50 406.00 397.50 405.25 +2.75 7,871 76,212 +633
Mar07 060508 415.00 422.00 414.00 421.50 +3.00 2,044 12,704 +739
Total Volume and Open Interest 56,133 400,406 +6,817
Wheat(KCBT)
May06 060508 449.00 458.00 447.50 457.75 +8.75 164 198 -946
Jul06 060508 454.00 462.50 452.00 462.00 +6.00 14,217 81,233 +2,757
Sep06 060508 461.00 468.50 458.00 468.25 +6.75 1,849 14,454 +960
Dec06 060508 467.00 472.75 465.00 471.50 +3.50 3,221 23,469 +948
Mar07 060508 470.50 473.00 470.00 471.00 +2.50 285 1,527 -35
Total Volume and Open Interest 20,561 128,521 +3,915
Wheat(MGE)
May06 060508 423.00 434.00 423.00 430.00 +2.00 5 13 -61
Jul06 060508 430.00 438.00 428.50 437.50 +4.00 2,291 20,431 +189
Sep06 060508 437.25 443.50 435.00 443.25 +3.75 864 10,076 +287
Dec06 060508 446.00 452.00 443.00 451.25 +3.00 730 15,850 +155
Mar07 060508 450.00 458.00 450.00 458.00 +5.00 77 938 +42
Total Volume and Open Interest 4,260 48,858 +798
Oats(CBOT)
May06 060508 185.00 185.00 183.00 183.00 -6.50 2 14 -1
Jul06 060508 189.75 189.75 185.75 186.75 -3.75 548 8,325 +82
Sep06 060508 182.50 182.50 182.50 182.50 -2.00 13 281 +0
Dec06 060508 182.00 182.00 179.50 179.50 -3.50 91 3,764 +28
Total Volume and Open Interest 654 12,480 +109
Rough Rice(CBOT)
May06 060508 8.15 8.15 8.15 8.15 -0.10 15 34 -19
Jul06 060508 8.47 8.47 8.38 8.40 -0.09 166 5,627 +14
Sep06 060508 8.68 8.68 8.66 8.68 -0.10 0 979 -20
Nov06 060508 8.95 8.95 8.91 8.92 -0.07 3 2,377 -31
Total Volume and Open Interest 191 10,487 -57
Live Cattle(CME)
Jun06 060508 74.000 75.450 73.775 75.400 +1.550 19,931 103,968 -8,910
Aug06 060508 75.800 77.075 75.400 77.025 +1.275 20,857 81,117 +12,610
Oct06 060508 79.350 80.675 79.250 80.625 +1.300 4,113 42,694 +707
Dec06 060508 80.900 82.250 80.900 82.225 +1.275 1,215 17,463 +70
Feb07 060508 83.800 85.150 83.700 85.125 +1.225 168 6,853 +62
Apr07 060508 82.325 83.750 82.325 83.750 +1.250 75 1,216 +61
Total Volume and Open Interest 46,359 253,382 +4,600
Feeder Cattle(CME)
May06 060508 99.650 100.850 99.650 100.800 +1.000 3,107 7,038 -1,327
Aug06 060508 102.600 104.200 102.550 104.150 +1.325 2,056 15,715 -202
Sep06 060508 102.400 103.650 102.350 103.650 +1.150 272 1,881 +16
Oct06 060508 101.400 102.900 101.400 102.900 +1.575 154 1,727 +61
Nov06 060508 101.200 102.700 101.200 102.700 +1.200 30 531 +23
Jan07 060508 98.500 100.000 98.500 100.000 +1.600 15 222 +11
Total Volume and Open Interest 5,634 27,114 -1,418
Lean Hogs(CME)
May06 060508 67.300 67.400 66.650 66.875 -0.525 636 4,254 -4
Jun06 060508 66.750 66.950 66.250 66.650 +0.275 17,058 66,599 -9,181
Jul06 060508 67.100 67.300 66.600 67.075 +0.025 13,891 39,573 +6,284
Aug06 060508 65.900 66.500 65.550 66.250 +0.450 2,643 22,117 +1,118
Oct06 060508 56.700 57.100 56.450 56.925 +0.325 2,104 13,614 +330
Dec06 060508 55.150 55.400 54.700 55.300 +0.325 424 5,968 +178
Feb07 060508 56.500 57.000 56.500 57.000 +0.500 184 1,619 +131
Apr07 060508 56.900 57.400 56.900 57.400 +0.700 19 425 +15
Total Volume and Open Interest 36,964 154,194 -1,126
Pork Bellies(CME)
May06 060508 85.350 86.000 85.025 85.100 -0.050 24 351 -34
Jul06 060508 85.000 85.400 83.700 84.850 +0.850 278 1,596 +26
Aug06 060508 80.600 82.450 80.400 81.500 +1.100 17 194 +8
Feb07 060508 85.000 85.000 85.000 85.000 unch 0 9 +0
Mar07 060508 85.250 85.250 85.250 85.250 unch 0 6 +0
Total Volume and Open Interest 319 2,156 +0
Class III Milk(CME)
May06 060508 10.79 10.79 10.70 10.72 -0.09 234 3,173 +205
Jun06 060508 10.88 10.89 10.80 10.80 -0.09 14 3,355 -2
Jul06 060508 11.25 11.25 11.15 11.15 -0.12 22 3,455 -3
Aug06 060508 11.59 11.59 11.45 11.45 -0.15 296 3,547 +9
Sep06 060508 11.89 11.89 11.78 11.80 -0.10 69 3,447 -22
Total Volume and Open Interest 783 30,186 +335
Cocoa(NYBOT)
May06 060508 1523 1523 1517 1517 +5 3 119 -109
Jul06 060508 1525 1528 1513 1522 unch 4,356 60,385 -401
Sep06 060508 1543 1547 1535 1542 -1 571 25,427 +113
Dec06 060508 1573 1579 1566 1571 -2 344 15,484 +184
Mar07 060508 1595 1600 1595 1600 -2 0 9,946 -200
May07 060508 1618 1618 1618 1618 -2 300 4,017 -195
Jul07 060508 1638 1638 1638 1638 -1 0 2,109 +0
Total Volume and Open Interest 5,870 128,047 -487
Coffee "C"(NYBOT)
May06 060508 107.50 107.50 105.50 105.75 -0.75 63 225 -20
Jul06 060508 108.25 108.30 107.05 107.60 -0.65 8,074 67,441 +315
Sep06 060508 111.10 111.10 109.80 110.35 -0.65 1,049 15,762 +264
Dec06 060508 114.65 114.65 113.60 114.05 -0.60 385 11,298 +120
Mar07 060508 118.10 118.25 117.10 117.75 -0.50 171 3,152 +73
May07 060508 119.50 119.95 119.50 119.95 -0.40 0 802 +0
Total Volume and Open Interest 9,977 100,768 +880
Orange Juice(NYBOT)
May06 060508 155.90 157.25 155.45 157.25 +3.40 72 242 -128
Jul06 060508 156.00 158.90 156.00 158.85 +2.90 1,294 26,723 -18
Sep06 060508 154.10 157.35 154.10 157.35 +3.35 157 4,185 +80
Nov06 060508 152.25 154.50 152.00 154.45 +2.45 39 2,545 +43
Jan07 060508 150.75 152.15 150.75 152.15 +2.15 5 1,635 +1
Total Volume and Open Interest 1,643 35,762 -9
Sugar #11(NYBOT)
Jul06 060508 17.30 17.35 17.17 17.25 -0.23 21,632 261,951 +380
Oct06 060508 17.70 17.70 17.56 17.64 -0.16 7,968 92,509 +1,651
Mar07 060508 18.05 18.07 17.97 18.02 -0.13 4,160 70,697 +897
May07 060508 17.90 17.98 17.90 17.93 -0.10 2,395 27,758 +672
Jul07 060508 17.77 17.82 17.70 17.77 -0.06 787 21,319 -86
Total Volume and Open Interest 37,681 492,221 +3,737
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060508 23.70 23.70 23.70 23.70 -0.05 151 2,999 +30
Sep06 060508 23.65 23.65 23.65 23.65 unch 17 4,226 +15
Nov06 060508 22.70 22.70 22.70 22.70 -0.02 6 1,098 +1
Jan07 060508 22.65 22.65 22.65 22.65 unch 1 1,195 +1
Total Volume and Open Interest 176 12,697 +48
London Cocoa(LCE)
May06 060508 865 873 865 870 -2 1,002 30,471 -415
Jul06 060508 859 867 859 865 unch 7,512 60,629 -1,723
Sep06 060508 875 881 875 879 -1 1,258 37,239 +106
Dec06 060508 898 900 895 899 -1 2,998 33,222 -241
Mar07 060508 909 909 904 909 -1 867 15,582 +592
May07 060508 917 917 917 917 -1 183 1,574 +135
Jul07 060508 925 925 925 925 unch 157 1,999 +97
Total Volume and Open Interest 14,107 184,023 -1,322
London Coffee(LCE)
May06 060508 1183.00 1191.00 1175.00 1177.00 -5.00 194 1,079 -158
Jul06 060508 1206.00 1214.00 1196.00 1198.00 -11.00 7,182 80,222 -1,566
Sep06 060508 1222.00 1230.00 1213.00 1215.00 -11.00 1,598 28,352 +353
Nov06 060508 1237.00 1241.00 1226.00 1227.00 -12.00 503 10,392 +139
Jan07 060508 1248.00 1250.00 1233.00 1235.00 -11.00 290 1,551 +208
Mar07 060508 1255.00 1255.00 1243.00 1243.00 -11.00 1 335 +0
Total Volume and Open Interest 9,768 122,234 -1,024
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060508 479.00 480.00 473.00 474.70 -3.40 2,741 37,934 -91
Oct06 060508 474.10 474.70 467.50 469.50 -3.10 903 14,523 +261
Dec06 060508 470.10 470.10 466.50 466.50 -2.60 155 5,085 -142
Mar07 060508 465.50 465.50 463.00 463.00 -2.50 6 4,776 +6
Total Volume and Open Interest 3,805 65,679 +34
Cotton(NYBOT)
May06 060508 49.44 49.44 49.44 49.44 +0.74 32 18 -40
Jul06 060508 50.50 51.25 50.40 50.94 +0.63 4,668 105,845 +515
Oct06 060508 53.00 53.60 53.00 53.50 +0.50 175 1,998 -4
Dec06 060508 54.55 55.35 54.50 55.09 +0.61 2,959 36,965 +588
Mar07 060508 56.70 57.13 56.70 57.13 +0.60 379 4,560 +105
May07 060508 57.90 57.90 57.90 57.90 +0.65 0 298 +0
Total Volume and Open Interest 8,514 152,384 +1,265
Lumber(CME)
May06 060508 330.5 330.6 328.5 330.5 -0.1 274 324 -133
Jul06 060508 334.2 337.0 332.6 333.7 -2.6 1,015 3,490 -46
Sep06 060508 341.0 342.4 339.6 340.1 -3.0 80 664 -17
Nov06 060508 330.6 330.6 328.1 328.6 -1.8 9 173 -3
Total Volume and Open Interest 1,378 4,651 -199
Crude Oil(NYM)
Jun06 060508 69.00 69.90 68.25 69.77 -0.42 119,448 252,703 -18,071
Jul06 060508 70.75 71.40 70.00 71.31 -0.59 72,896 186,015 +9,993
Aug06 060508 71.80 72.40 71.10 72.29 -0.58 17,342 66,058 +1,448
Sep06 060508 72.55 72.98 71.90 72.98 -0.54 11,732 47,886 +1,358
Oct06 060508 72.67 73.49 72.67 73.49 -0.48 2,578 34,759 -387
Nov06 060508 73.20 73.84 73.00 73.84 -0.43 2,039 26,182 -1,286
Dec06 060508 73.50 74.06 73.10 74.06 -0.38 14,175 100,732 -3,140
Jan07 060508 73.45 74.19 73.30 74.19 -0.33 721 26,352 -3
Feb07 060508 73.65 74.24 73.65 74.24 -0.30 621 11,138 -70
Mar07 060508 74.25 74.25 74.25 74.25 -0.28 245 10,656 +91
Apr07 060508 74.23 74.23 74.23 74.23 -0.25 0 8,203 +0
May07 060508 74.19 74.19 74.19 74.19 -0.22 0 6,549 +0
Jun07 060508 74.12 74.12 74.12 74.12 -0.20 469 32,510 +6
Jul07 060508 74.01 74.01 74.01 74.01 -0.18 216 5,973 +100
Aug07 060508 73.89 73.89 73.89 73.89 -0.17 100 4,425 +0
Sep07 060508 73.77 73.77 73.77 73.77 -0.16 1,000 6,577 +950
Total Volume and Open Interest 257,735 1,082,642 -9,259
Heating Oil(NYM)
Jun06 060508 193.50 195.75 191.50 195.45 -0.16 32,220 64,099 -5,577
Jul06 060508 196.00 198.20 194.50 197.85 -0.56 19,269 40,387 +5,933
Aug06 060508 198.25 200.65 197.60 200.65 -0.61 2,625 13,445 -191
Sep06 060508 201.50 203.50 201.50 203.50 -0.56 1,432 8,487 -41
Oct06 060508 203.50 206.50 203.50 206.40 -0.51 775 6,242 +138
Nov06 060508 207.80 210.25 207.25 209.85 -0.41 191 4,179 +0
Dec06 060508 211.50 214.00 210.50 213.30 -0.36 2,008 15,363 +165
Jan07 060508 213.70 217.00 213.00 215.80 -0.31 494 8,556 -235
Feb07 060508 214.50 217.00 213.80 216.30 -0.21 291 2,519 +84
Mar07 060508 212.30 214.75 211.95 214.15 -0.11 118 2,629 +40
Apr07 060508 207.00 209.50 207.00 208.85 -0.06 63 2,621 +24
May07 060508 203.30 204.90 203.30 204.90 -0.06 25 427 +16
Total Volume and Open Interest 59,613 171,624 +382
Unleaded Gas(NYM)
Jun06 060508 201.20 201.20 196.50 200.36 -3.70 26,894 60,137 -4,291
Jul06 060508 201.00 201.00 197.00 200.34 -3.69 13,082 22,656 +3,645
Aug06 060508 197.75 199.75 197.00 199.54 -3.59 1,488 7,512 -67
Sep06 060508 195.50 198.24 195.50 198.24 -3.49 1,249 7,534 +108
Oct06 060508 186.50 188.89 186.50 188.89 -3.54 172 4,640 +56
Nov06 060508 184.25 185.59 184.25 185.59 -3.49 3 1,742 +4
Dec06 060508 184.19 184.19 184.19 184.19 -3.44 26 2,064 -21
Jan07 060508 184.94 184.94 184.94 184.94 -3.44 0 1,377 +0
Total Volume and Open Interest 42,914 107,662 -566
Natural Gas(NYM)
Jun06 060508 6.620 6.710 6.560 6.696 -0.079 27,835 77,092 -3,194
Jul06 060508 6.860 6.975 6.820 6.954 -0.078 16,779 66,977 +6,147
Aug06 060508 7.110 7.230 7.090 7.229 -0.053 3,239 28,110 -225
Sep06 060508 7.420 7.540 7.390 7.529 -0.038 2,490 27,173 +116
Oct06 060508 7.820 8.000 7.820 7.979 +0.012 12,545 44,329 +564
Nov06 060508 9.230 9.339 9.220 9.339 +0.007 11,392 44,236 +2,620
Dec06 060508 10.600 10.670 10.600 10.664 -0.018 15,773 27,442 +877
Jan07 060508 11.300 11.398 11.270 11.398 -0.022 11,148 43,217 +998
Feb07 060508 11.350 11.420 11.340 11.418 -0.022 852 22,518 -34
Mar07 060508 11.170 11.213 11.130 11.213 -0.022 2,002 42,729 +793
Apr07 060508 9.230 9.280 9.230 9.263 -0.032 1,009 22,679 +151
May07 060508 9.070 9.070 9.053 9.053 -0.032 22 24,015 +10
Jun07 060508 9.160 9.170 9.151 9.151 -0.030 97 8,720 +1
Jul07 060508 9.230 9.266 9.220 9.266 -0.026 178 6,295 +70
Aug07 060508 9.351 9.351 9.351 9.351 -0.024 4 7,067 +0
Sep07 060508 9.430 9.430 9.370 9.421 -0.022 104 8,879 +71
Total Volume and Open Interest 120,358 763,035 +15,959
Brent Crude Oil(ICE)
Jun06 060508 71.12 71.25 69.06 70.21 -0.74 61,922 83,241 -3,575
Jul06 060508 71.63 71.83 69.67 70.80 -0.70 40,118 130,871 -180
Aug06 060508 72.21 72.25 70.33 71.40 -0.68 22,875 53,234 +5,077
Sep06 060508 72.44 72.44 70.88 71.85 -0.63 5,140 18,986 -264
Oct06 060508 72.70 72.70 71.24 72.17 -0.60 2,450 23,832 +401
Nov06 060508 72.60 72.60 71.52 72.43 -0.54 1,301 12,016 +236
Dec06 060508 73.29 73.29 71.58 72.60 -0.49 6,072 46,306 -2,015
Jan07 060508 72.47 72.71 72.47 72.71 -0.44 555 10,935 -54
Feb07 060508 72.73 72.73 72.73 72.73 -0.42 15 8,467 -265
Mar07 060508 72.51 72.69 72.10 72.69 -0.41 20 5,362 +0
Apr07 060508 72.63 72.63 72.63 72.63 -0.39 0 2,138 +0
May07 060508 72.53 72.53 72.53 72.53 -0.38 0 570 +0
Jun07 060508 72.43 72.43 72.43 72.43 -0.37 100 10,387 -170
Jul07 060508 72.34 72.34 72.34 72.34 -0.34 50 50 +0
Total Volume and Open Interest 141,474 455,495 -1,434
Gas Oil(ICE)
May06 060508 617.00 619.75 602.50 603.75 -8.75 22,735 26,601 -1,584
Jun06 060508 617.50 623.50 605.50 606.75 -9.50 32,834 77,004 -1,714
Jul06 060508 621.00 630.00 612.75 613.50 -9.75 12,808 33,625 +4,241
Aug06 060508 633.75 633.75 621.25 621.25 -10.00 3,996 10,475 +1,148
Sep06 060508 636.75 637.75 629.50 629.50 -9.75 1,077 7,987 +854
Oct06 060508 644.00 644.00 637.00 637.00 -9.00 74 8,525 +63
Nov06 060508 644.50 644.50 642.25 642.25 -8.25 68 5,196 +60
Dec06 060508 653.75 653.75 646.00 646.00 -7.75 1,665 26,639 -121
Jan07 060508 649.00 649.00 649.00 649.00 -7.25 775 6,710 +575
Feb07 060508 647.50 647.50 647.50 647.50 -6.75 0 478 +0
Total Volume and Open Interest 78,807 232,352 +3,759
US Dollar Index(NYBOT)
Jun06 060508 84.92 85.15 84.50 85.06 +0.14 4,871 38,252 +597
Sep06 060508 84.45 84.80 84.45 84.70 +0.14 40 2,196 +25
Dec06 060508 84.15 84.35 84.15 84.35 +0.14 15 58 +3
Total Volume and Open Interest 4,926 40,512 +625
Australian Dollar(CME)
Jun06 060508 77.12 77.19 76.72 76.82 -0.38 3,859 70,946 +2,443
Sep06 060508 76.65 76.70 76.65 76.70 -0.38 5 858 +75
Dec06 060508 76.98 76.98 76.59 76.59 -0.38 0 206 +2
Total Volume and Open Interest 3,864 72,023 +2,520
British Pound(CME)
Jun06 060508 186.38 186.53 185.62 185.86 -0.18 6,381 100,728 -87
Sep06 060508 186.73 186.73 186.12 186.12 -0.18 4 1,168 -5
Dec06 060508 187.30 187.30 186.10 186.39 -0.20 0 78 +1
Total Volume and Open Interest 6,385 101,974 -91
Canadian Dollar(CME)
Jun06 060508 90.34 90.36 89.90 90.04 -0.39 3,005 112,609 +489
Sep06 060508 90.50 90.50 90.15 90.27 -0.39 24 2,842 +6
Dec06 060508 90.56 90.56 90.46 90.50 -0.39 2 860 +2
Mar07 060508 90.70 90.73 90.70 90.73 -0.39 24 173 +0
Total Volume and Open Interest 3,056 116,508 +499
Japanese Yen(CME)
Jun06 060508 90.40 90.47 90.00 90.06 +0.57 11,307 198,447 +1,744
Sep06 060508 91.30 91.30 91.18 91.20 +0.58 5 20,199 +181
Dec06 060508 92.28 92.28 92.28 92.28 +0.58 0 342 +197
Total Volume and Open Interest 11,312 218,990 +2,122
Swiss Franc(CME)
Jun06 060508 82.23 82.23 81.68 81.77 -0.19 5,901 93,328 -2,610
Sep06 060508 83.00 83.00 82.52 82.52 -0.19 0 579 +1
Dec06 060508 83.15 83.15 83.15 83.15 -0.19 0 55 +0
Total Volume and Open Interest 5,901 93,962 -2,609
EuroFX(CME)
Jun06 060508 127.87 127.92 127.27 127.40 -0.32 6,270 186,407 -4,721
Sep06 060508 128.14 128.20 128.07 128.10 -0.32 76 3,759 -296
Dec06 060508 129.26 129.26 128.72 128.72 -0.32 3 309 +24
Total Volume and Open Interest 6,349 190,613 -4,993
Mexican Peso(CME)
Jun06 060508 9122.0 9140.0 9100.0 9105.0 +10.0 1,693 58,547 -183
Sep06 060508 9047.0 9047.0 9047.0 9047.0 +10.0 0 1,378 +0
Total Volume and Open Interest 1,693 84,544 -183
30-Year T-Bonds(CBOT)
Jun06 060508 106~19 106~23 106~12 106~17 +0~01 464,135 796,398 -25,755
Sep06 060508 106~14 106~16 106~07 106~11 +0~01 5,295 46,654 +2,736
Dec06 060508 106~07 106~11 106~07 106~11 +0~01 2 1,459 +0
Total Volume and Open Interest 469,432 844,512 -23,019
10-Year T-Notes(CBOT)
Jun06 060508 105~085 105~100 105~030 105~060 -0~025 980,329 2,220,606 -97,330
Sep06 060508 105~015 105~040 104~310 105~015 -0~025 16,904 142,344 +5,646
Total Volume and Open Interest 997,389 2,371,005 -91,564
5-Year T-Notes(CBOT)
Jun06 060508 103~270 103~290 103~250 103~260 -0~030 404,849 0 +0
Sep06 060508 103~235 103~250 103~210 103~230 -0~030 673 0 +0
Dec06 060508 103~240 103~240 103~240 103~240 -0~030 0 1 +0
Total Volume and Open Interest 405,522 1 +0
2 Year T-Notes(CBOT)
Jun06 060508 101~090 101~092 101~088 101~088 -0~005 5,491 561,328 +6,749
Sep06 060508 101~088 101~089 101~088 101~089 -0~007 1 1,260 +461
Total Volume and Open Interest 5,492 562,588 +7,210
Eurodollars(CME)
Jun06 060508 94.760 94.770 94.750 94.755 -0.020 26,289 1,304,764 +2,680
Sep06 060508 94.685 94.690 94.650 94.655 -0.030 270,335 1,473,082 -7,015
Dec06 060508 94.640 94.655 94.620 94.625 -0.035 26,632 1,471,698 +13,291
Mar07 060508 94.670 94.685 94.650 94.660 -0.035 19,914 1,150,543 +1,942
Jun07 060508 94.695 94.710 94.675 94.685 -0.035 19,764 1,030,292 -503
Sep07 060508 94.710 94.720 94.690 94.695 -0.035 22,791 891,285 +11,813
Dec07 060508 94.705 94.715 94.680 94.690 -0.035 15,405 617,921 +1,850
Mar08 060508 94.690 94.705 94.675 94.685 -0.030 16,954 424,985 +985
Jun08 060508 94.670 94.680 94.655 94.660 -0.030 9,836 276,080 -1,783
Sep08 060508 94.640 94.650 94.625 94.635 -0.025 7,338 239,835 -272
Dec08 060508 94.600 94.600 94.580 94.595 -0.020 6,128 194,237 -2,707
Mar09 060508 94.575 94.590 94.560 94.575 -0.020 7,865 145,096 -2,157
Jun09 060508 94.550 94.555 94.535 94.545 -0.015 2,286 113,043 +34
Sep09 060508 94.515 94.515 94.495 94.510 -0.015 3,995 110,504 +170
Dec09 060508 94.465 94.465 94.450 94.465 -0.010 3,299 112,103 +459
Mar10 060508 94.440 94.440 94.425 94.440 -0.010 3,068 83,467 +559
Jun10 060508 94.410 94.410 94.395 94.410 -0.005 1,205 63,023 +303
Sep10 060508 94.375 94.375 94.360 94.375 -0.005 1,928 54,919 +24
Total Volume and Open Interest 224,932 9,980,044 +43,213
3-Mth Euro-Yen(CME)
Jun06 060508 99.75 99.75 99.74 99.75 -0.01 14 12,305 -4
Sep06 060508 99.51 99.51 99.51 99.51 -0.03 2 7,279 +0
Dec06 060508 99.31 99.31 99.30 99.31 -0.01 71 7,840 -535
Mar07 060508 99.10 99.10 99.09 99.09 -0.03 250 6,101 +243
Jun07 060508 98.91 98.91 98.91 98.91 -0.03 0 5,269 +95
Sep07 060508 98.73 98.73 98.72 98.73 -0.03 0 2,517 +0
Dec07 060508 98.58 98.58 98.55 98.57 -0.02 0 938 +0
Mar08 060508 98.42 98.42 98.42 98.42 -0.01 5 202 +0
Jun08 060508 98.28 98.28 98.28 98.28 -0.04 0 251 +0
Sep08 060508 98.22 98.22 98.22 98.22 unch      
Total Volume and Open Interest 342 42,706 -201
3-Mth Euro-Yen(SIMEX)
Jun06 060508 99.75 99.76 99.74 99.74 -0.01 675 61,573 -402
Sep06 060508 99.54 99.54 99.51 99.52 -0.01 21 50,734 +12
Dec06 060508 99.32 99.33 99.30 99.31 -0.01 27 93,177 -44
Mar07 060508 99.13 99.13 99.09 99.11 -0.01 37 47,782 -7
Jun07 060508 98.93 98.93 98.91 98.92 -0.01 0 23,745 +104
Sep07 060508 98.75 98.75 98.73 98.74 -0.01 0 12,282 +5
Dec07 060508 98.58 98.58 98.58 98.58 unch 0 21,525 +0
Mar08 060508 98.43 98.43 98.43 98.43 unch 0 16,929 +0
Total Volume and Open Interest 760 329,327 -332
German Euro-Bund(EUREX)
Jun06 060508 115.27 115.50 115.12 115.18 -0.11 1,439,499 1,776,708 +31,178
Sep06 060508 115.41 115.61 115.32 115.32 -0.11 7,008 88,450 +5,254
Dec06 060508 114.58 114.58 114.58 114.58 -0.11 200 3 +0
Total Volume and Open Interest 1,446,707 1,865,161 +36,432
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060508 109.22 109.30 109.14 109.14 -0.11 10,572 22,643 +5,759
Dec06 060508 108.84 108.84 108.84 108.84 -0.09      
Total Volume and Open Interest 664,562 1,352,186 +12,132
Long Gilt(LIFFE)
Jun06 060508 109~11 109~16 109~02 109~05 -0~05 56,957 314,973 +1,530
Sep06 060508 108~28 108~28 108~28 108~28 -0~05 0 7,100 +0
Total Volume and Open Interest 56,957 322,073 +1,530
3-Mth Short Sterling(LIFFE)
Jun06 060508 95.23 95.23 95.23 95.23 -0.02 66,879 455,862 -5,700
Sep06 060508 95.08 95.08 95.08 95.08 -0.03 109,512 567,061 +1,526
Dec06 060508 94.97 94.97 94.97 94.97 -0.03 94,592 375,115 -1,178
Total Volume and Open Interest 415,701 2,509,189 -7,860
3-Mth Euribor(LIFFE)
Jun06 060508 96.965 96.975 96.940 96.955 -0.010 272,964 622,858 +7,229
Sep06 060508 96.680 96.705 96.665 96.670 -0.020 130,853 655,755 +1,717
Dec06 060508 96.475 96.500 96.450 96.455 -0.025 181,596 704,765 +13,878
Total Volume and Open Interest 908,353 3,778,586 +48,297
3-Mth Aus T-Bills(SFE)
Jun06 060508 94.11 94.12 94.10 94.11 +0.01 27,207 154,140 -9,220
Sep06 060508 94.03 94.03 93.99 94.01 +0.01 37,710 267,021 +5,697
Dec06 060508 93.98 93.99 93.95 93.96 +0.01 19,373 119,236 +6,986
Mar07 060508 93.97 93.97 93.93 93.95 +0.01 2,902 49,581 +1,141
Jun07 060508 93.93 93.94 93.91 93.92 +0.02 2,089 27,664 +426
Sep07 060508 93.89 93.89 93.88 93.88 +0.02 1,990 22,432 +926
Dec07 060508 93.85 93.86 93.84 93.84 +0.02 1,590 14,387 +390
Mar08 060508 93.82 93.83 93.81 93.81 +0.03 550 8,016 +250
Jun08 060508 93.81 93.82 93.80 93.80 +0.04 100 1,040 +100
Sep08 060508 93.79 93.79 93.77 93.77 +0.04 0 813 +0
Total Volume and Open Interest 93,514 665,852 +6,696
10-Year Aus T-Bonds(SFE)
Jun06 060508 94.26 94.28 94.24 94.24 +0.03 25,572 347,476 +2,475
Sep06 060508 94.24 94.24 94.24 94.24 +0.03      
Total Volume and Open Interest 25,572 347,476 +2,475
3-Year Aus T-Bonds(SFE)
Jun06 060508 94.32 94.33 94.29 94.30 +0.03 93,542 491,517 +30,562
Sep06 060508 94.30 94.30 94.30 94.30 +0.03      
Total Volume and Open Interest 93,542 491,517 +30,562
Gold(CMX)
Jun06 060508 678.4 682.5 673.0 679.9 -4.4 55,097 233,100 -909
Aug06 060508 685.2 689.0 679.0 686.6 -4.4 11,156 37,113 +5,503
Oct06 060508 692.0 694.3 690.0 693.2 -4.4 850 12,167 -426
Dec06 060508 699.0 702.5 692.0 699.9 -4.4 2,024 23,945 +754
Feb07 060508 706.0 706.6 705.5 706.6 -4.4 30 13,157 +21
Apr07 060508 713.2 713.2 713.2 713.2 -4.4 8 1,567 -1
Jun07 060508 714.0 720.0 714.0 719.8 -4.4 148 11,852 +123
Aug07 060508 728.0 728.0 726.5 726.5 -4.4 0 383 +0
Oct07 060508 733.2 733.2 733.2 733.2 -4.4 0 1,807 +0
Dec07 060508 734.0 739.8 734.0 739.8 -4.4 15 13,247 +0
Feb08 060508 746.4 746.4 746.4 746.4 -4.4 0 352 +0
Total Volume and Open Interest 69,354 357,941 +4,566
Silver(CMX)
May06 060508 1334.0 1367.7 1334.0 1367.7 -11.5 135 1,516 -554
Jul06 060508 1353.0 1387.0 1344.0 1377.0 -12.0 13,242 62,765 -1,006
Sep06 060508 1360.0 1392.0 1351.0 1385.6 -11.7 853 6,977 +289
Dec06 060508 1368.0 1396.0 1360.0 1389.7 -10.8 474 17,614 +87
Mar07 060508 1400.0 1400.0 1385.0 1390.6 -10.2 50 7,008 -50
May07 060508 1390.2 1390.2 1390.2 1390.2 -10.1 5 2,033 +0
Jul07 060508 1389.2 1389.2 1389.2 1389.2 -8.8 12 4,400 +0
Total Volume and Open Interest 14,830 110,685 -1,189
Platinum(NYM)
Jul06 060508 1194.0 1202.0 1187.5 1201.9 +12.8 1,167 9,824 +21
Oct06 060508 1202.0 1204.9 1200.0 1204.9 +11.3 1 322 +1
Total Volume and Open Interest 1,168 10,146 +22
Palladium(NYME)
Jun06 060508 375.50 377.00 373.00 375.25 -3.50 676 16,679 +178
Sep06 060508 383.00 383.00 376.50 379.95 -3.55 13 1,709 +0
Dec06 060508 382.95 382.95 382.95 382.95 -3.55 0 473 +0
Total Volume and Open Interest 694 18,881 +183
Copper(CMX)
May06 060508 354.50 361.00 353.00 360.55 +0.85 832 6,310 -719
Jul06 060508 343.00 350.50 342.50 350.15 +0.80 7,403 54,049 -316
Sep06 060508 339.00 345.20 338.00 345.15 +1.00 1,093 7,322 +377
Dec06 060508 328.00 334.15 326.00 334.15 +1.75 349 3,980 +41
Mar07 060508 317.00 322.65 317.00 322.65 +1.95 8 891 +0
Total Volume and Open Interest 10,295 84,163 -433
Aluminum(CMX)
May06 060508 134.60 134.60 134.60 134.60 +0.70 0 11 -1
Jun06 060508 134.60 134.60 134.60 134.60 +0.20 0 263 +0
Jul06 060508 134.20 134.20 134.20 134.20 +0.20 0 20 +0
Aug06 060508 133.85 133.85 133.85 133.85 +0.20      
Sep06 060508 133.50 133.50 133.50 133.50 +0.20 0 1 +0
Oct06 060508 133.15 133.15 133.15 133.15 +0.20 0 40 +0
Total Volume and Open Interest 0 941 -1
DJIA Index(CBOT)
Jun06 060508 11607 11630 11593 11606 +10 6,502 44,232 -281
Sep06 060508 11695 11705 11689 11689 +11 16 84 -2
Dec06 060508 11757 11757 11757 11757 +10 3 1,681 +1
Mar07 060508 11871 11871 11871 11871 +10 2 0  
Total Volume and Open Interest 6,523 45,997  
S & P 500(CME)
Jun06 060508 1328.00 1330.80 1327.00 1327.20 -1.70 39,164 633,628 -992
Sep06 060508 1339.00 1340.50 1338.60 1338.60 -1.60 294 24,074 +18
Dec06 060508 1350.50 1350.50 1349.50 1349.90 -1.40 0 2,258 +0
Mar07 060508 1361.40 1361.40 1361.40 1361.40 -0.90 0 58 -3
Total Volume and Open Interest 39,458 660,355 -977
S & P 500 E-Mini(Globex)
Jun06 060508 1329.25 1331.00 1326.75 1327.25 -1.75 916,849 1,338,437 +48,676
Sep06 060508 1342.75 1342.75 1338.50 1338.75 -1.50 266 3,936 +40
Total Volume and Open Interest 917,115 1,342,373 +48,716
NASDAQ 100(CME)
Jun06 060508 1720.00 1728.00 1720.00 1721.30 +1.00 4,479 62,681 +866
Sep06 060508 1741.30 1741.30 1741.30 1741.30 +1.00 1 28 -2
Dec06 060508 1762.30 1762.30 1762.30 1762.30 +1.00 0 4 +0
Total Volume and Open Interest 4,480 62,713 +864
NASDAQ 100 E-Mini(Globex)
Jun06 060508 1720.50 1728.00 1719.30 1721.30 +1.00 226,901 350,288 +1,094
Sep06 060508 1739.80 1746.50 1739.80 1741.30 +1.00 84 294 +17
Total Volume and Open Interest 226,985 350,582 +1,111
S & P Midcap 400(CME)
Jun06 060508 818.50 822.00 818.50 819.50 +0.50 178 10,985 -276
Sep06 060508 171.14 171.14 171.14 171.14 +0.50      
Dec06 060508 178.14 178.14 178.14 178.14 +0.50      
Total Volume and Open Interest 178 10,985 -276
Russell 2000(CME)
Jun06 060508 782.75 785.50 780.75 783.70 +0.30 1,018 37,939 +124
Sep06 060508 790.10 790.10 790.10 790.10 +0.30 5 265 +0
Dec06 060508 796.10 796.10 796.10 796.10 +0.30 0 7 +0
Total Volume and Open Interest 1,023 38,211 +124
Russell 2000 E-Mini(Globex)
Jun06 060508 783.40 785.80 780.80 783.70 +0.30 114,604 353,980 -2,905
Sep06 060508 789.90 792.00 787.30 790.10 +0.30 43 1,748 +7
Total Volume and Open Interest 114,647 355,728 -2,898
Value Line(KCBT)
Jun06 060508 2145.00 2147.00 2145.00 2147.00 -21.50 3 75 +0
Total Volume and Open Interest 3 76 +0
Nikkei 225(CME)
Jun06 060508 17365 17420 17250 17295 +170 48,996 217,165 -8,023
Sep06 060508 17350 17380 17265 17290 +135 0 349 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060508 17365 17420 17250 17295 +170 48,996 217,165 -8,023
Sep06 060508 17350 17380 17265 17290 +135 0 349 +0
Dec06 060508 17255 17255 17255 17255 +140      
Total Volume and Open Interest      
CAC 40(MATIF)
May06 060508 5246.5 5267.5 5231.5 5238.5 +4.5 74,566 403,463 -3,987
Jun06 060508 5206.5 5221.0 5191.0 5194.0 +4.5 2,681 96,484 +1,008
Jul06 060508 5203.5 5203.5 5203.5 5203.5 +4.5 0 1 +0
Total Volume and Open Interest 77,256 507,678 -2,973
Hang Seng Index(HKFE)
May06 060508 17130 17222 17093 17215 +296 45,378 120,812 +1,644
Jun06 060508 17137 17280 17137 17271 +292 2,963 3,326 +1,329
Total Volume and Open Interest 48,452 124,629 +3,037
DAX Index(EUREX)
Jun06 060508 6153.5 6172.5 6136.0 6139.5 +10.0 145,284 273,727 +801
Sep06 060508 6201.5 6218.0 6184.0 6186.0 +10.5 751 12,905 +84
Dec06 060508 6255.5 6269.5 6236.0 6238.0 +11.0 745 3,326 +36
Total Volume and Open Interest 146,780 289,958 +921
FT-SE 100(LIFFE)
Jun06 060508 6133.50 6137.50 6057.00 6060.00 -31.50 68,530 468,688 -1,532
Sep06 060508 6149.50 6152.00 6078.50 6078.50 -31.50 72 2,732 +18
Dec06 060508 6114.50 6114.50 6114.50 6114.50 -31.50 10,500 35,787 +10,500
Total Volume and Open Interest 79,102 508,207 +8,986
SPI 200(SFE)
Jun06 060508 5310.0 5341.0 5304.0 5339.0 +79.0 11,849 230,226 -211
Sep06 060508 5320.0 5339.0 5314.0 5339.0 +79.0 29 4,036 -8
Dec06 060508 5343.0 5363.0 5343.0 5363.0 +82.0 9 3,101 +0
Total Volume and Open Interest 11,948 239,754 -171
GSCI(CME)
May06 060508 465.20 469.80 462.40 469.30 -3.00 3,909 18,849 -3,075
Jun06 060508 472.00 476.50 470.20 475.45 -3.55 3,779 3,743 +3,544
Jul06 060508 481.70 481.70 481.70 481.70 -2.80 0 21 +0
Total Volume and Open Interest 7,688 22,613 +469
Reuters CRB Index(NYBOT)
Jun06 060508 384.75 386.50 384.00 386.00 -2.50 26 434 +4
Aug06 060508 394.00 394.25 393.50 393.50 -2.50 4 468 +0
Nov06 060508 400.00 400.00 400.00 400.00 -2.50 0 200 +0
Total Volume and Open Interest 30 1,102 +4
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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