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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 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060511 600.00 604.50 596.00 602.75 +9.50 1,783 1,823 -807
Jul06 060511 611.50 617.00 607.50 613.00 +7.00 41,490 223,983 -1,911
Aug06 060511 617.00 622.00 613.00 618.50 +7.50 1,026 13,169 +349
Sep06 060511 621.00 625.50 618.00 622.00 +6.00 1,234 11,373 +209
Nov06 060511 630.75 635.00 626.50 631.25 +6.00 15,299 95,436 +1,594
Jan07 060511 639.00 642.50 634.00 638.00 +5.00 326 6,378 +211
Mar07 060511 645.00 648.00 641.00 645.25 +5.50 490 3,139 +195
Total Volume and Open Interest 67,093 371,249 +2,411
Soybean Meal(CBOT)
May06 060511 180.20 180.30 176.70 177.80 -0.80 1,191 1,350 -585
Jul06 060511 180.30 180.80 177.60 178.70 -0.10 16,836 93,605 +293
Aug06 060511 182.00 182.00 179.00 179.90 -0.20 2,640 17,638 +236
Sep06 060511 183.20 183.20 180.30 180.60 -0.40 1,099 14,470 +38
Oct06 060511 182.00 182.50 181.20 181.30 -0.70 434 9,298 +55
Dec06 060511 185.70 185.70 182.80 183.30 -0.50 4,828 29,992 -460
Jan07 060511 185.00 185.00 183.90 183.90 -0.40 273 2,118 +123
Mar07 060511 187.00 187.20 185.50 185.50 -0.80 333 1,444 +107
Total Volume and Open Interest 28,649 173,369 +259
Soybean Oil(CBOT)
May06 060511 25.25 26.00 25.25 25.97 +1.02 1,473 873 -460
Jul06 060511 25.55 26.52 25.55 26.32 +1.04 12,688 162,892 +440
Aug06 060511 25.72 26.69 25.72 26.50 +1.02 316 10,724 +91
Sep06 060511 25.95 26.80 25.95 26.67 +1.00 286 8,965 +7
Oct06 060511 26.15 26.90 26.15 26.90 +1.02 255 6,518 -189
Dec06 060511 26.60 27.50 26.55 27.30 +1.02 2,763 37,749 -38
Jan07 060511 27.45 27.50 27.45 27.50 +1.01 25 2,916 +0
Mar07 060511 26.90 27.70 26.90 27.70 +1.01 9 1,308 +9
Total Volume and Open Interest 18,826 241,230 +252
Canola(WCE)
May06 060511 270.6 270.6 270.6 270.6 +3.2 511 553 +500
Jul06 060511 275.2 278.9 274.7 278.1 +3.9 8,584 49,300 -1,858
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060511 291.5 295.5 291.5 294.2 +3.7 2,220 28,317 +513
Jan07 060511 299.7 302.3 298.2 302.3 +3.9 1 1,671 +0
Total Volume and Open Interest 12,161 83,980 -262
Corn(CBOT)
May06 060511 233.00 238.00 233.00 237.75 +7.75 7,555 4,398 -2,748
Jul06 060511 242.75 247.50 242.25 247.00 +7.00 75,874 574,064 -2,118
Sep06 060511 254.00 258.25 253.25 258.00 +6.75 6,373 116,550 +1,926
Dec06 060511 268.00 271.75 267.25 271.25 +6.00 33,408 351,888 -2,161
Mar07 060511 278.75 281.75 278.00 281.50 +5.75 3,000 56,969 +36
May07 060511 286.00 288.50 284.50 288.50 +6.25 393 6,655 +101
Total Volume and Open Interest 140,339 1,244,030 +612
Wheat(CBOT)
May06 060511 377.00 382.50 377.00 382.50 +5.00 53 481 -29
Jul06 060511 386.00 392.50 385.00 392.00 +7.50 34,673 243,946 +3,620
Sep06 060511 397.50 405.00 397.50 404.50 +7.75 3,230 35,216 +362
Dec06 060511 415.00 423.00 414.50 422.50 +8.25 10,599 85,002 +2,832
Mar07 060511 430.00 438.00 430.00 437.25 +8.25 5,655 15,942 +2,452
Total Volume and Open Interest 65,326 425,482 +9,947
Wheat(KCBT)
May06 060511 459.00 466.00 458.00 466.00 +11.00 27 39 -13
Jul06 060511 467.50 472.50 467.00 471.50 +6.25 7,985 84,824 +1,074
Sep06 060511 473.00 477.00 472.00 476.75 +6.75 1,314 15,518 +278
Dec06 060511 478.00 481.25 477.00 478.75 +3.75 2,014 23,407 +200
Mar07 060511 480.00 483.00 479.00 482.50 +7.50 26 1,977 +12
Total Volume and Open Interest 11,976 133,930 +1,653
Wheat(MGE)
May06 060511 448.00 448.00 448.00 448.00 unch      
Jul06 060511 443.50 451.00 443.50 450.25 +6.75 1,343 21,200 -105
Sep06 060511 449.50 456.00 449.50 454.25 +5.25 886 10,468 +8
Dec06 060511 456.00 463.00 456.00 461.75 +5.50 1,053 16,577 -53
Mar07 060511 465.00 467.00 463.00 467.00 +5.00 35 929 -10
Total Volume and Open Interest 3,506 50,992 -61
Oats(CBOT)
May06 060511 189.75 190.75 189.75 190.75 +2.25 8 5 -6
Jul06 060511 189.50 192.00 189.50 191.75 +2.75 342 8,547 +42
Sep06 060511 187.00 190.00 187.00 189.00 +1.50 12 283 +0
Dec06 060511 182.50 184.00 182.50 182.75 unch 83 3,910 +44
Total Volume and Open Interest 445 12,841 +80
Rough Rice(CBOT)
May06 060511 8.39 8.39 8.37 8.37 +0.04 3 14 -42
Jul06 060511 8.55 8.63 8.54 8.60 +0.06 546 5,757 +62
Sep06 060511 8.84 8.85 8.84 8.85 +0.04 7 1,081 -8
Nov06 060511 9.06 9.08 9.02 9.06 +0.02 61 2,374 -7
Total Volume and Open Interest 662 10,738 +43
Live Cattle(CME)
Jun06 060511 75.700 76.650 75.700 76.450 +1.350 25,867 83,928 -4,685
Aug06 060511 77.150 78.000 77.150 77.950 +1.175 22,680 107,775 +10,026
Oct06 060511 80.750 81.900 80.700 81.750 +1.200 5,379 44,485 +998
Dec06 060511 82.375 83.600 82.375 83.450 +1.075 1,824 18,686 +807
Feb07 060511 85.050 86.125 85.050 86.050 +0.925 260 7,160 +141
Apr07 060511 83.675 84.500 83.675 84.475 +0.925 60 1,304 +25
Total Volume and Open Interest 56,087 263,429 +7,318
Feeder Cattle(CME)
May06 060511 100.650 102.150 100.650 101.825 +1.000 1,848 5,553 -509
Aug06 060511 103.850 105.800 103.850 105.700 +1.775 2,355 16,912 +323
Sep06 060511 103.600 105.075 103.600 105.050 +1.450 314 2,273 +93
Oct06 060511 103.300 104.500 103.150 104.450 +1.450 89 1,951 -1
Nov06 060511 102.900 103.900 102.900 103.900 +1.125 8 562 -1
Jan07 060511 100.000 100.850 100.000 100.850 +1.150 1 226 +1
Total Volume and Open Interest 4,615 27,477 -94
Lean Hogs(CME)
May06 060511 67.500 67.700 67.275 67.700 +0.150 1,060 3,568 -189
Jun06 060511 67.600 67.950 66.700 67.100 -0.400 21,858 42,429 -7,175
Jul06 060511 67.300 67.750 66.550 67.275 -0.150 20,493 60,475 +8,183
Aug06 060511 66.350 66.650 65.600 66.425 +0.025 4,506 24,147 +544
Oct06 060511 57.450 58.075 57.050 57.825 +0.300 2,474 15,608 +1,431
Dec06 060511 55.575 55.850 55.200 55.775 +0.025 698 6,473 +6
Feb07 060511 57.150 57.275 56.900 57.275 +0.025 367 1,932 +12
Apr07 060511 57.350 57.775 57.300 57.775 -0.025 114 585 +79
Total Volume and Open Interest 51,588 155,250 +2,896
Pork Bellies(CME)
May06 060511 83.200 85.250 83.000 85.250 +2.550 44 137 -28
Jul06 060511 81.900 84.100 81.300 83.100 +1.400 397 1,632 +5
Aug06 060511 79.900 79.900 79.100 79.500 +0.400 59 251 +52
Feb07 060511 84.500 84.500 84.500 84.500 +0.175 2 9 +0
Mar07 060511 84.750 84.750 84.750 84.750 +0.200 0 6 +0
Total Volume and Open Interest 502 2,035 +29
Class III Milk(CME)
May06 060511 10.79 10.81 10.76 10.76 +0.01 122 3,097 -88
Jun06 060511 10.90 10.90 10.85 10.85 +0.03 57 3,290 -41
Jul06 060511 11.32 11.37 11.20 11.20 +0.02 36 3,445 -2
Aug06 060511 11.52 11.65 11.45 11.49 +0.01 111 3,716 +29
Sep06 060511 11.95 11.95 11.85 11.87 +0.03 8 3,480 +2
Total Volume and Open Interest 491 30,417 -20
Cocoa(NYBOT)
May06 060511 1566 1566 1566 1566 +10 4 100 -16
Jul06 060511 1555 1574 1552 1566 +5 12,088 57,679 -1,094
Sep06 060511 1572 1593 1572 1586 +6 1,522 26,059 +265
Dec06 060511 1606 1620 1604 1616 +6 1,092 15,645 +317
Mar07 060511 1630 1651 1630 1646 +7 547 9,919 +49
May07 060511 1665 1665 1665 1665 +7 131 4,018 -49
Jul07 060511 1684 1684 1684 1684 +7 205 2,134 +25
Total Volume and Open Interest 15,794 126,817 -303
Coffee "C"(NYBOT)
May06 060511 107.10 107.50 102.70 102.70 -4.50 65 138 -45
Jul06 060511 109.40 110.00 104.30 104.45 -4.55 6,583 68,041 +244
Sep06 060511 112.40 112.75 107.20 107.25 -4.50 1,766 16,186 +550
Dec06 060511 116.40 116.40 111.00 111.00 -4.40 1,151 9,960 -343
Mar07 060511 119.60 119.60 114.45 114.45 -4.45 973 3,314 +163
May07 060511 120.00 120.00 116.45 116.45 -4.60 19 821 -8
Total Volume and Open Interest 10,666 100,589 +613
Orange Juice(NYBOT)
May06 060510 157.55 160.00 157.55 158.95 -4.05 77 203 -14
Jul06 060511 160.25 165.00 160.25 163.40 +3.20 1,657 27,724 +248
Sep06 060511 160.00 164.00 160.00 162.75 +2.75 435 4,407 +61
Nov06 060511 157.00 160.00 157.00 159.50 +2.50 52 2,652 -13
Jan07 060511 154.50 158.50 154.50 157.00 +2.00 11 1,705 +7
Total Volume and Open Interest 2,179 37,084 +264
Sugar #11(NYBOT)
Jul06 060511 17.65 17.85 17.38 17.65 +0.27 17,210 255,872 -477
Oct06 060511 17.93 18.11 17.75 17.98 +0.27 7,369 97,122 +1,458
Mar07 060511 18.34 18.45 18.11 18.34 +0.24 4,343 70,001 -855
May07 060511 18.25 18.30 18.05 18.23 +0.22 1,216 27,123 -194
Jul07 060511 18.10 18.15 17.90 18.15 +0.26 582 22,256 -189
Total Volume and Open Interest 31,603 491,639 +76
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060511 23.60 23.60 23.50 23.55 -0.06 7 3,003 -2
Sep06 060511 23.60 23.60 23.55 23.55 -0.08 7 4,231 +6
Nov06 060511 22.65 22.65 22.65 22.65 -0.04 1 1,100 +1
Jan07 060511 22.65 22.65 22.65 22.65 unch 1 1,198 +2
Total Volume and Open Interest 17 12,704 +8
London Cocoa(LCE)
May06 060511 858 862 851 854 -3 4,148 11,746 -1,886
Jul06 060511 874 884 869 876 -3 8,962 71,267 +1,092
Sep06 060511 887 898 881 889 -3 1,754 37,045 -296
Dec06 060511 905 917 902 909 -3 678 36,064 +305
Mar07 060511 919 927 913 919 -3 527 16,274 +315
May07 060511 924 929 923 929 -2 7 1,569 -5
Jul07 060511 937 937 937 937 -2 0 1,999 +0
Total Volume and Open Interest 16,576 179,771 +25
London Coffee(LCE)
May06 060511 1192.00 1193.00 1150.00 1151.00 -34.00 124 1,009 -2
Jul06 060511 1215.00 1217.00 1167.00 1171.00 -39.00 3,172 78,845 -146
Sep06 060511 1229.00 1233.00 1185.00 1189.00 -37.00 1,041 29,287 +523
Nov06 060511 1242.00 1244.00 1200.00 1200.00 -37.00 178 11,316 +89
Jan07 060511 1251.00 1251.00 1208.00 1208.00 -37.00 0 1,658 +0
Mar07 060511 1248.00 1250.00 1215.00 1215.00 -37.00 8 387 +1
Total Volume and Open Interest 4,545 122,805 +465
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060511 480.00 490.00 480.00 487.50 +8.80 2,426 37,954 -406
Oct06 060511 476.00 481.50 474.00 480.00 +8.40 952 15,567 +213
Dec06 060511 475.00 477.00 473.30 476.70 +8.20 133 5,346 +88
Mar07 060511 469.40 473.20 469.40 473.20 +8.20 71 4,836 +60
Total Volume and Open Interest 3,628 67,100 -14
Cotton(NYBOT)
Jul06 060511 50.57 51.40 50.35 51.31 +0.87 9,052 106,758 +844
Oct06 060511 53.40 54.20 53.30 54.20 +0.93 119 2,050 +45
Dec06 060511 54.90 55.89 54.85 55.82 +0.93 3,860 39,834 +1,185
Mar07 060511 57.05 58.00 56.95 58.00 +1.00 712 5,344 +434
May07 060511 58.90 58.90 58.90 58.90 +0.90 87 350 +52
Jul07 060511 58.80 59.80 58.80 59.80 +0.90 5 1,719 +0
Total Volume and Open Interest 13,845 157,035 +2,560
Lumber(CME)
May06 060511 326.1 330.0 322.7 324.6 -1.1 57 145 -30
Jul06 060511 331.1 332.0 329.4 329.5 -2.0 696 3,379 +53
Sep06 060511 338.4 339.5 336.6 338.7 -0.9 105 670 +5
Nov06 060511 326.7 326.7 325.5 325.9 -0.7 17 168 +2
Total Volume and Open Interest 875 4,362 +30
Crude Oil(NYM)
Jun06 060511 73.60 73.85 72.45 73.32 +1.19 151,862 191,776 -22,741
Jul06 060511 74.75 75.10 73.75 74.68 +1.11 118,335 232,886 +19,517
Aug06 060511 75.69 75.85 74.80 75.53 +0.99 26,857 72,783 -1,167
Sep06 060511 76.10 76.30 75.35 76.13 +0.90 10,644 55,093 +1,254
Oct06 060511 76.40 76.60 76.25 76.58 +0.84 3,398 34,220 +152
Nov06 060511 76.75 76.92 76.50 76.92 +0.81 1,676 25,656 -753
Dec06 060511 77.30 77.35 76.50 77.13 +0.78 12,719 101,215 +1,771
Jan07 060511 77.00 77.24 77.00 77.24 +0.74 3,140 28,616 +1,209
Feb07 060511 77.27 77.27 77.27 77.27 +0.70 3,201 14,513 +2,029
Mar07 060511 77.26 77.26 77.26 77.26 +0.68 1,120 11,868 +679
Apr07 060511 77.22 77.22 77.22 77.22 +0.66 50 8,406 +14
May07 060511 77.16 77.16 77.16 77.16 +0.64 60 6,637 +60
Jun07 060511 76.60 77.06 76.60 77.06 +0.62 1,164 33,052 +235
Jul07 060511 76.92 76.92 76.92 76.92 +0.60 100 7,064 +63
Aug07 060511 76.77 76.77 76.77 76.77 +0.58 0 4,425 +0
Sep07 060511 76.62 76.62 76.62 76.62 +0.56 635 7,188 +431
Total Volume and Open Interest 343,650 1,094,058 +3,248
Heating Oil(NYM)
Jun06 060511 210.50 210.80 207.40 209.64 +3.17 37,847 50,210 -6,982
Jul06 060511 211.95 212.10 209.20 211.74 +3.25 21,303 53,589 +3,969
Aug06 060511 213.75 214.00 211.75 213.99 +3.20 3,867 14,212 +303
Sep06 060511 216.50 216.50 214.40 216.39 +2.90 1,769 8,726 +65
Oct06 060511 220.00 220.00 217.40 219.09 +2.75 515 6,434 +213
Nov06 060511 224.00 224.00 221.50 222.34 +2.60 79 4,433 +0
Dec06 060511 227.00 227.00 225.64 225.64 +2.45 1,864 15,399 +39
Jan07 060511 230.00 230.00 226.50 228.14 +2.45 1,119 8,796 +156
Feb07 060511 229.00 229.50 228.34 228.34 +2.30 201 2,628 -21
Mar07 060511 225.84 225.84 225.84 225.84 +2.10 89 2,969 +32
Apr07 060511 220.50 220.50 220.04 220.04 +1.85 75 2,635 +43
May07 060511 215.79 215.79 215.79 215.79 +1.65 5 469 +2
Total Volume and Open Interest 68,888 172,747 -2,219
Unleaded Gas(NYM)
Jun06 060511 221.50 222.50 215.50 221.96 +5.02 40,218 47,508 -1,713
Jul06 060511 218.00 219.50 213.25 218.72 +3.90 18,492 33,605 +2,375
Aug06 060511 215.50 216.00 213.00 215.82 +3.43 1,851 7,042 -612
Sep06 060511 211.50 213.02 211.50 213.02 +2.98 1,249 6,920 -38
Oct06 060511 200.50 202.32 199.00 202.32 +2.58 398 4,482 -67
Nov06 060511 197.50 198.62 197.50 198.62 +2.53 23 1,785 +4
Dec06 060511 196.00 196.82 196.00 196.82 +2.48 527 2,157 +161
Jan07 060511 197.37 197.37 197.37 197.37 +2.43 0 1,409 +0
Total Volume and Open Interest 62,758 104,908 +110
Natural Gas(NYM)
Jun06 060511 7.000 7.000 6.580 6.649 -0.251 34,444 65,024 -6,043
Jul06 060511 7.220 7.230 6.820 6.887 -0.257 23,215 82,949 +5,786
Aug06 060511 7.500 7.510 7.180 7.217 -0.237 4,915 28,622 +66
Sep06 060511 7.900 7.900 7.580 7.607 -0.227 9,921 29,845 +1,552
Oct06 060511 8.380 8.380 8.050 8.127 -0.227 13,864 42,129 -1,319
Nov06 060511 9.640 9.640 9.400 9.422 -0.172 3,355 43,258 -87
Dec06 060511 10.840 10.860 10.690 10.707 -0.117 1,319 22,327 +346
Jan07 060511 11.530 11.570 11.400 11.432 -0.092 4,947 42,024 -798
Feb07 060511 11.590 11.590 11.490 11.512 -0.077 2,147 24,653 +476
Mar07 060511 11.350 11.400 11.330 11.332 -0.067 2,841 43,579 +2
Apr07 060511 9.420 9.420 9.320 9.372 -0.067 8,217 22,080 -855
May07 060511 9.210 9.210 9.120 9.172 -0.067 639 24,377 +44
Jun07 060511 9.250 9.280 9.190 9.280 -0.064 328 9,073 +29
Jul07 060511 9.319 9.407 9.319 9.407 -0.062 32 6,315 -23
Aug07 060511 9.414 9.507 9.414 9.507 -0.057 17 6,963 -1
Sep07 060511 9.509 9.607 9.509 9.607 -0.052 19 9,305 -1
Total Volume and Open Interest 135,470 769,552 -909
Brent Crude Oil(ICE)
Jun06 060511 72.34 73.88 72.29 73.43 +0.99 68,847 61,963 -8,534
Jul06 060511 73.02 74.40 73.01 74.04 +0.93 61,121 126,841 -16
Aug06 060511 74.06 74.94 73.76 74.60 +0.89 32,373 80,744 +11,034
Sep06 060511 74.79 75.26 74.27 75.07 +0.89 5,926 25,197 +232
Oct06 060511 75.15 75.57 74.63 75.41 +0.90 2,539 26,902 -246
Nov06 060511 75.30 75.75 74.96 75.65 +0.87 2,458 11,750 -158
Dec06 060511 75.50 76.00 75.05 75.80 +0.86 7,973 46,345 -561
Jan07 060511 75.34 76.09 75.27 75.89 +0.81 2,173 10,555 -501
Feb07 060511 75.49 75.93 75.35 75.93 +0.78 2,598 7,496 -982
Mar07 060511 75.67 76.09 75.67 75.91 +0.77 500 5,477 +149
Apr07 060511 76.03 76.03 75.71 75.85 +0.73 200 2,290 +200
May07 060511 75.75 75.75 75.75 75.75 +0.70 500 1,070 +500
Jun07 060511 75.62 75.74 75.62 75.65 +0.67 10 10,497 +10
Jul07 060511 75.49 75.49 75.49 75.49 +0.66 0 50 +0
Total Volume and Open Interest 190,609 465,482 +459
Gas Oil(ICE)
Jun06 060511 647.50 659.50 644.25 655.50 +26.50 42,146 73,073 -1,926
Jul06 060511 652.75 663.75 650.25 660.25 +25.75 18,918 41,357 +5,185
Aug06 060511 659.75 670.00 657.50 666.25 +24.75 3,709 11,632 -972
Sep06 060511 666.50 676.50 664.25 672.50 +23.50 1,924 8,643 +532
Oct06 060511 674.25 681.50 671.50 679.00 +23.00 1,701 8,576 +15
Nov06 060511 679.25 683.00 679.25 683.00 +22.25 20 5,532 +0
Dec06 060511 686.00 690.75 679.75 686.00 +21.50 2,837 28,459 -16
Jan07 060511 683.50 688.50 683.50 688.50 +21.25 300 6,610 -100
Feb07 060511 686.25 686.25 686.25 686.25 +20.50 0 478 +0
Mar07 060511 684.00 684.00 684.00 684.00 +19.75 50 3,222 +0
Total Volume and Open Interest 88,061 221,667 -2,443
US Dollar Index(NYBOT)
Jun06 060511 84.57 85.10 83.98 84.07 -0.24 3,477 37,367 -1,224
Sep06 060511 84.68 84.68 83.62 83.71 -0.24 54 2,260 +20
Dec06 060511 84.26 84.26 83.36 83.36 -0.24 0 75 +0
Total Volume and Open Interest 3,531 39,708 -1,204
Australian Dollar(CME)
Jun06 060511 77.22 77.89 77.20 77.67 +0.12 4,152 75,659 +2,165
Sep06 060511 77.58 77.60 77.54 77.55 +0.12 13 1,001 +54
Dec06 060511 77.38 77.60 77.38 77.44 +0.12 1 205 +0
Total Volume and Open Interest 4,166 76,879 +2,219
British Pound(CME)
Jun06 060511 186.54 188.64 186.54 188.53 +1.79 914 101,195 -1,566
Sep06 060511 187.40 188.79 187.40 188.79 +1.79 2 1,028 -120
Dec06 060511 188.00 189.06 188.00 189.06 +1.79 0 100 +1
Total Volume and Open Interest 916 102,323 -1,685
Canadian Dollar(CME)
Jun06 060511 90.74 91.21 90.70 90.91 +0.01 4,465 115,612 -1,445
Sep06 060511 91.00 91.32 91.00 91.15 +0.02 50 2,960 +72
Dec06 060511 91.50 91.55 91.39 91.39 +0.03 4 907 +10
Mar07 060511 91.63 91.63 91.63 91.63 +0.04 0 178 -2
Total Volume and Open Interest 4,523 119,683 -1,363
Japanese Yen(CME)
Jun06 060511 90.43 91.32 90.39 91.00 -0.21 8,460 188,577 -971
Sep06 060511 91.70 92.40 91.45 92.14 -0.21 19 20,442 +50
Dec06 060511 93.22 93.22 93.22 93.22 -0.21 2 488 -115
Total Volume and Open Interest 8,481 209,512 -1,033
Swiss Franc(CME)
Jun06 060511 81.94 83.02 81.94 82.80 +0.18 2,813 96,054 +1,901
Sep06 060511 82.85 83.75 82.85 83.57 +0.19 5 779 +131
Dec06 060511 84.20 84.20 84.20 84.20 +0.19 0 55 +0
Total Volume and Open Interest 2,818 96,888 +2,032
EuroFX(CME)
Jun06 060511 127.53 129.00 127.53 128.83 +0.40 12,982 190,895 -3,229
Sep06 060511 128.32 129.55 128.32 129.53 +0.40 61 3,896 -21
Dec06 060511 129.35 130.15 129.35 130.15 +0.40 3 318 -5
Total Volume and Open Interest 13,050 195,251 -3,250
Mexican Peso(CME)
Jun06 060511 9202.0 9240.0 9155.0 9160.0 -42.0 13,012 59,683 -1,537
Sep06 060511 9167.0 9172.0 9105.0 9105.0 -42.0 32 1,191 +21
Total Volume and Open Interest 13,247 85,478 -1,483
30-Year T-Bonds(CBOT)
Jun06 060511 106~17 106~22 105~28 106~06 -0~12 340,525 799,309 -1,467
Sep06 060511 106~09 106~15 105~22 106~00 -0~12 8,698 49,639 +2,879
Dec06 060511 106~00 106~06 105~20 105~31 -0~12 94 1,539 +80
Total Volume and Open Interest 349,317 850,488 +1,492
10-Year T-Notes(CBOT)
Jun06 060511 105~040 105~070 104~265 104~315 -0~045 900,863 2,233,701 -48,155
Sep06 060511 104~305 105~010 104~215 104~265 -0~050 35,939 151,088 +2,571
Total Volume and Open Interest 936,885 2,392,867 -45,567
5-Year T-Notes(CBOT)
Jun06 060511 103~215 103~265 103~195 103~225 -0~015 468,826 0 +0
Sep06 060511 103~180 103~195 103~180 103~195 -0~015 3,919 0 +0
Dec06 060511 103~205 103~205 103~205 103~205 -0~015 0 1 +0
Total Volume and Open Interest 472,745 1 +0
2 Year T-Notes(CBOT)
Jun06 060511 101~081 101~090 101~080 101~084 unch 6,041 595,705 +16,324
Sep06 060511 101~084 101~085 101~084 101~085 unch 2,441 12,097 +3,301
Total Volume and Open Interest 8,482 607,802 +19,625
Eurodollars(CME)
Jun06 060511 94.745 94.760 94.745 94.750 unch 45,695 1,307,627 -9,031
Sep06 060511 94.655 94.675 94.635 94.665 +0.015 233,242 1,479,921 +4,775
Dec06 060511 94.605 94.640 94.600 94.630 +0.015 34,346 1,499,962 +16,436
Mar07 060511 94.625 94.665 94.625 94.645 +0.005 42,291 1,168,493 +1,153
Jun07 060511 94.645 94.680 94.640 94.660 -0.005 26,000 1,050,352 -3,504
Sep07 060511 94.655 94.685 94.655 94.670 -0.005 27,937 891,221 -4,927
Dec07 060511 94.650 94.670 94.645 94.665 -0.005 22,147 616,629 -2,181
Mar08 060511 94.650 94.660 94.635 94.655 -0.010 24,168 432,287 +1,209
Jun08 060511 94.630 94.665 94.625 94.635 -0.010 8,121 279,140 +912
Sep08 060511 94.610 94.645 94.605 94.610 -0.015 12,669 231,246 -712
Dec08 060511 94.570 94.605 94.565 94.570 -0.015 6,207 199,077 +2,629
Mar09 060511 94.555 94.585 94.545 94.550 -0.015 6,448 146,828 +1,028
Jun09 060511 94.530 94.550 94.515 94.520 -0.020 2,648 113,999 -49
Sep09 060511 94.495 94.495 94.485 94.490 -0.020 2,097 111,234 +172
Dec09 060511 94.460 94.470 94.440 94.445 -0.020 2,516 113,171 -77
Mar10 060511 94.435 94.445 94.415 94.420 -0.020 1,974 87,090 +653
Jun10 060511 94.415 94.415 94.380 94.390 -0.020 1,553 63,711 +231
Sep10 060511 94.385 94.385 94.350 94.355 -0.025 1,566 54,696 +132
Total Volume and Open Interest 321,256 10,078,260 +25,853
3-Mth Euro-Yen(CME)
Jun06 060511 99.69 99.70 99.69 99.70 +0.02 6,234 12,943 +1,793
Sep06 060511 99.44 99.45 99.44 99.45 +0.03 3,209 9,303 -1,637
Dec06 060511 99.22 99.22 99.21 99.22 +0.03 2,653 9,483 +837
Mar07 060511 98.99 98.99 98.99 98.99 +0.03 1,519 7,286 +150
Jun07 060511 98.79 98.80 98.79 98.80 +0.03 2,996 6,930 +903
Sep07 060511 98.60 98.61 98.60 98.61 +0.02 167 1,902 -17
Dec07 060511 98.43 98.44 98.43 98.44 +0.02 286 696 -143
Mar08 060511 98.26 98.27 98.26 98.27 +0.01 128 323 -30
Jun08 060511 98.16 98.16 98.16 98.16 +0.01 0 251 +0
Sep08 060511 98.09 98.09 98.09 98.09 +0.02      
Total Volume and Open Interest 17,193 49,122 +1,856
3-Mth Euro-Yen(SIMEX)
Jun06 060511 99.69 99.70 99.69 99.70 +0.04 4,681 62,410 -1,692
Sep06 060511 99.43 99.46 99.42 99.44 +0.03 5,557 53,440 -483
Dec06 060511 99.20 99.24 99.20 99.22 +0.02 7,085 108,208 -482
Mar07 060511 98.98 99.03 98.98 98.99 +0.02 5,328 50,226 +1,110
Jun07 060511 98.82 98.82 98.80 98.80 +0.02 1,185 23,073 -1,140
Sep07 060511 98.63 98.63 98.62 98.62 +0.02 1,885 13,729 +1,051
Dec07 060511 98.46 98.46 98.45 98.45 +0.02 890 21,503 -228
Mar08 060511 98.30 98.30 98.30 98.30 +0.02 0 16,971 +0
Total Volume and Open Interest 26,611 351,140 -1,864
German Euro-Bund(EUREX)
Jun06 060511 115.15 115.22 114.76 114.83 -0.52 937,512 1,688,768 -5,838
Sep06 060511 115.29 115.32 114.89 114.92 -0.57 4,998 100,202 +4,127
Dec06 060511 114.29 114.29 114.17 114.17 -0.54 100 3 +0
Total Volume and Open Interest 942,610 1,788,973 -1,711
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060511 109.20 109.20 109.00 109.02 -0.26 13,566 33,095 +6,921
Dec06 060511 108.72 108.72 108.72 108.72 -0.25      
Total Volume and Open Interest 454,361 1,383,402 -15,994
Long Gilt(LIFFE)
Jun06 060511 109~03 109~03 108~26 108~30 -0~10 76,603 315,613 +319
Sep06 060511 108~20 108~22 108~20 108~21 -0~10 1,000 13,050 +200
Total Volume and Open Interest 77,603 328,663 +519
3-Mth Short Sterling(LIFFE)
Jun06 060511 95.25 95.25 95.25 95.25 -0.02 98,052 454,495 -6,392
Sep06 060511 95.09 95.09 95.09 95.09 -0.05 152,891 550,170 +15,316
Dec06 060511 94.96 94.96 94.96 94.96 -0.07 160,081 390,655 +9,559
Total Volume and Open Interest 645,987 2,526,345 +20,988
3-Mth Euribor(LIFFE)
Jun06 060511 96.955 96.965 96.950 96.955 unch 199,610 605,187 -17,825
Sep06 060511 96.675 96.680 96.650 96.655 -0.025 146,173 682,482 +8,326
Dec06 060511 96.460 96.470 96.435 96.440 -0.035 168,523 726,624 +8,778
Total Volume and Open Interest 777,452 3,832,317 +5,127
3-Mth Aus T-Bills(SFE)
Jun06 060511 94.07 94.10 94.07 94.10 +0.01 7,730 146,413 +7,280
Sep06 060511 93.92 93.96 93.92 93.96 +0.02 18,365 273,358 +14,329
Dec06 060511 93.86 93.91 93.86 93.90 +0.01 12,637 122,392 +3,677
Mar07 060511 93.85 93.89 93.84 93.88 +0.01 4,347 50,253 +690
Jun07 060511 93.82 93.84 93.81 93.84 +0.01 1,529 28,316 +936
Sep07 060511 93.77 93.81 93.77 93.81 +0.01 975 22,536 +445
Dec07 060511 93.74 93.78 93.74 93.78 +0.02 861 15,167 +656
Mar08 060511 93.71 93.74 93.71 93.74 unch 248 8,677 +17
Jun08 060511 93.69 93.72 93.69 93.72 +0.01 5 1,390 -2
Sep08 060511 93.70 93.70 93.70 93.70 +0.01 1 813 +0
Total Volume and Open Interest 46,724 670,841 +28,032
10-Year Aus T-Bonds(SFE)
Jun06 060511 94.17 94.18 94.15 94.18 unch 32,102 347,481 +15,591
Sep06 060511 94.18 94.18 94.18 94.18 unch      
Total Volume and Open Interest 32,102 347,481 +15,591
3-Year Aus T-Bonds(SFE)
Jun06 060511 94.18 94.22 94.17 94.22 unch 105,984 487,368 +13,526
Sep06 060511 94.22 94.22 94.22 94.22 unch      
Total Volume and Open Interest 105,984 487,368 +13,526
Gold(CMX)
Jun06 060511 711.5 728.0 709.7 721.5 +15.8 64,260 217,216 -5,290
Aug06 060511 719.0 736.0 716.0 728.6 +16.0 10,775 48,102 +5,324
Oct06 060511 726.0 742.0 723.0 735.7 +16.2 210 10,290 -58
Dec06 060511 733.0 750.0 732.0 742.8 +16.4 944 24,488 +141
Feb07 060511 738.0 754.0 738.0 749.9 +16.6 77 13,226 +70
Apr07 060511 757.0 757.0 757.0 757.0 +16.9 1 1,605 +0
Jun07 060511 746.1 746.1 746.1 746.1 -0.8 61 11,892 +7
Aug07 060511 771.0 776.0 771.0 771.3 +17.6 0 383 +0
Oct07 060511 778.4 778.4 778.4 778.4 +17.9 57 1,867 -50
Dec07 060511 777.0 800.0 777.0 785.6 +18.2 135 13,442 +75
Feb08 060511 792.7 792.7 792.7 792.7 +18.5 0 362 +0
Total Volume and Open Interest 76,654 352,200 +267
Silver(CMX)
May06 060511 1465.0 1495.0 1465.0 1484.6 +65.5 33 1,233 -967
Jul06 060511 1442.0 1520.0 1442.0 1493.5 +65.5 18,988 60,854 -533
Sep06 060511 1455.0 1510.0 1455.0 1501.0 +64.5 522 7,034 +193
Dec06 060511 1450.0 1520.0 1450.0 1503.2 +63.5 433 18,090 +197
Mar07 060511 1482.0 1502.1 1482.0 1502.1 +62.9 6 7,446 +0
May07 060511 1500.4 1500.4 1500.4 1500.4 +62.6 0 2,033 +0
Jul07 060511 1505.0 1505.0 1498.5 1498.5 +62.3 100 4,757 -6
Total Volume and Open Interest 20,122 109,867 -1,101
Platinum(NYM)
Jul06 060511 1284.0 1299.5 1275.0 1295.6 +35.9 1,361 9,874 +187
Oct06 060511 1286.0 1300.0 1286.0 1293.6 +35.9 15 313 -9
Total Volume and Open Interest 1,376 10,187 +178
Palladium(NYME)
Jun06 060511 394.00 401.10 390.40 400.00 +9.80 1,118 15,269 -259
Sep06 060511 400.00 405.30 396.00 404.75 +9.80 266 2,481 +127
Dec06 060511 407.75 407.75 407.75 407.75 +9.80 15 493 +16
Total Volume and Open Interest 1,399 18,263 -116
Copper(CMX)
May06 060511 398.40 416.00 395.00 403.30 +24.90 654 5,411 -218
Jul06 060511 387.00 404.00 384.00 392.30 +23.50 8,123 54,439 -40
Sep06 060511 380.00 394.00 375.00 383.55 +21.85 921 8,183 +162
Dec06 060511 368.00 380.00 360.00 368.30 +19.60 422 4,428 +86
Mar07 060511 351.00 353.30 351.00 353.30 +17.60 22 957 +0
Total Volume and Open Interest 11,010 86,371 -63
Aluminum(CMX)
May06 060511 146.00 146.00 146.00 146.00 +3.00 0 4 +0
Jun06 060511 146.00 146.00 146.00 146.00 +3.00 0 262 +0
Jul06 060511 145.35 145.35 145.35 145.35 +2.90 0 20 +0
Aug06 060511 144.75 144.75 144.75 144.75 +2.80      
Sep06 060511 144.20 144.20 144.20 144.20 +2.70 0 1 +0
Oct06 060511 143.65 143.65 143.65 143.65 +2.60 0 40 +0
Total Volume and Open Interest 0 933 +0
DJIA Index(CBOT)
Jun06 060511 11675 11683 11505 11544 -135 3,542 44,229 +351
Sep06 060511 11750 11750 11590 11630 -132 190 294 +193
Dec06 060511 11775 11775 11695 11695 -135 6 1,685 +1
Mar07 060511 11809 11809 11809 11809 -135      
Total Volume and Open Interest 3,738 46,208 +545
S & P 500(CME)
Jun06 060511 1327.50 1327.80 1307.30 1311.70 -16.10 27,326 624,643 -7,363
Sep06 060511 1337.50 1337.50 1319.20 1322.90 -16.30 5,062 30,113 +4,346
Dec06 060511 1334.10 1334.10 1334.10 1334.10 -16.40 200 2,746 +195
Mar07 060511 1345.50 1345.50 1345.50 1345.50 -16.40 0 99 +0
Total Volume and Open Interest 32,588 657,938 -2,822
S & P 500 E-Mini(Globex)
Jun06 060511 1327.50 1330.50 1307.25 1311.75 -16.00 762,814 1,380,020 +22,750
Sep06 060511 1338.50 1341.00 1319.25 1323.00 -16.25 1,562 4,053 +59
Total Volume and Open Interest 764,376 1,384,073 +22,809
NASDAQ 100(CME)
Jun06 060511 1702.00 1702.00 1660.00 1664.80 -36.00 7,894 62,256 -1,446
Sep06 060511 1698.00 1698.00 1684.80 1684.80 -36.00 0 28 +0
Dec06 060511 1705.80 1705.80 1705.80 1705.80 -36.00 0 5 +0
Total Volume and Open Interest 7,894 62,289 -1,446
NASDAQ 100 E-Mini(Globex)
Jun06 060511 1700.50 1706.30 1660.00 1664.80 -36.00 110,222 363,480 +4,989
Sep06 060511 1727.50 1727.50 1681.30 1684.80 -36.00 168 1,883 +1,574
Total Volume and Open Interest 110,390 365,363 +6,563
S & P Midcap 400(CME)
Jun06 060511 817.80 817.80 807.00 809.20 -8.60 73 10,724 -114
Sep06 060511 160.84 160.84 160.84 160.84 -8.60      
Dec06 060511 167.84 167.84 167.84 167.84 -8.60      
Total Volume and Open Interest 73 10,724 -114
Russell 2000(CME)
Jun06 060511 778.25 778.25 759.00 760.30 -17.90 1,320 40,081 +58
Sep06 060511 766.70 766.70 766.70 766.70 -17.90 4 270 +3
Dec06 060511 773.80 773.80 773.80 773.80 -17.90 4 8 -4
Total Volume and Open Interest 1,328 40,359 +57
Russell 2000 E-Mini(Globex)
Jun06 060511 777.90 780.90 758.90 760.30 -17.90 285,626 364,872 +5,941
Sep06 060511 782.80 782.80 766.70 766.70 -17.90 162 331 -1,418
Total Volume and Open Interest 285,788 365,203 +4,523
Value Line(KCBT)
Jun06 060511 2140.00 2140.00 2130.00 2130.00 -27.00 0 77 +0
Total Volume and Open Interest 0 78 +0
Nikkei 225(CME)
Jun06 060511 16940 17085 16835 16875 -95 83,973 220,012 +652
Sep06 060511 16935 17075 16865 16940 -10 33 402 +39
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060511 16940 17085 16835 16875 -95 83,973 220,012 +652
Sep06 060511 16935 17075 16865 16940 -10 33 402 +39
Dec06 060511 16900 16900 16900 16900 -10      
Total Volume and Open Interest 84,006 220,642 +694
CAC 40(MATIF)
May06 060511 5267.0 5301.5 5220.5 5235.5 -17.5 76,575 420,843 +14,782
Jun06 060511 5219.5 5255.0 5185.0 5191.5 -17.0 2,785 95,838 -250
Jul06 060511 5242.5 5259.0 5200.5 5200.5 -17.5 2 2 +1
Total Volume and Open Interest 79,542 524,874 +14,692
Hang Seng Index(HKFE)
May06 060511 16953 17100 16888 17075 +133 36,655 124,248 +1,149
Jun06 060511 17014 17158 16961 17143 +146 783 4,776 +191
Total Volume and Open Interest 37,461 129,611 +1,343
DAX Index(EUREX)
Jun06 060511 6138.5 6180.5 6040.0 6068.0 -70.5 109,319 274,178 +430
Sep06 060511 6190.5 6226.0 6086.5 6114.0 -71.0 357 13,041 +108
Dec06 060511 6244.0 6278.0 6138.0 6165.5 -71.5 341 3,423 +70
Total Volume and Open Interest 110,017 290,642 +608
FT-SE 100(LIFFE)
Jun06 060511 6093.00 6125.00 6029.00 6054.00 -34.00 61,431 481,796 +5,246
Sep06 060511 6118.50 6141.00 6047.50 6072.50 -34.00 7 2,722 +5
Dec06 060511 6109.50 6109.50 6109.50 6109.50 -34.00 15 35,302 -485
Total Volume and Open Interest 61,453 520,820 +4,766
SPI 200(SFE)
Jun06 060511 5374.0 5377.0 5338.0 5355.0 +3.0 15,351 232,792 +2,994
Sep06 060511 5367.0 5370.0 5348.0 5355.0 +2.0 121 4,120 +29
Dec06 060511 5379.0 5379.0 5379.0 5379.0 +2.0 72 3,253 +2
Total Volume and Open Interest 15,702 242,778 +3,148
GSCI(CME)
May06 060511 498.00 498.00 491.50 494.95 +7.70 4,535 5,877 -4,548
Jun06 060511 503.00 503.00 497.00 499.70 +7.25 4,459 16,724 +4,163
Jul06 060511 505.25 505.25 505.25 505.25 +6.50 1 22 +1
Total Volume and Open Interest 8,995 22,623 -384
Reuters CRB Index(NYBOT)
Jun06 060511 402.50 403.00 401.50 401.50 +6.25 47 441 +6
Aug06 060511 412.00 412.00 407.50 408.50 +5.75 1 439 +1
Nov06 060511 414.50 414.50 414.50 414.50 +5.25 2 200 +0
Total Volume and Open Interest 50 1,080 +7
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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