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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 Fri May 12, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060512 609.00 610.00 600.00 600.00 -2.75 1,513 692 -1,131
Jul06 060512 620.00 620.00 608.00 613.00 unch 61,798 229,498 +5,515
Aug06 060512 625.50 625.50 614.50 619.50 +1.00 2,873 13,613 +444
Sep06 060512 628.50 629.00 619.00 623.25 +1.25 2,205 11,566 +193
Nov06 060512 638.00 639.00 628.00 632.00 +0.75 20,266 97,841 +2,405
Jan07 060512 644.00 645.00 635.50 640.25 +2.25 611 6,519 +141
Mar07 060512 649.00 651.00 643.00 647.00 +1.75 636 3,544 +405
Total Volume and Open Interest 93,087 380,286 +9,037
Soybean Meal(CBOT)
May06 060512 180.50 180.50 173.50 174.80 -3.00 1,525 623 -727
Jul06 060512 181.00 181.50 176.00 177.80 -0.90 21,831 95,232 +1,627
Aug06 060512 182.30 182.30 177.60 179.30 -0.60 5,490 17,604 -34
Sep06 060512 183.00 183.00 179.00 180.00 -0.60 2,578 14,855 +385
Oct06 060512 182.30 182.30 180.10 180.80 -0.50 196 9,289 -9
Dec06 060512 185.80 186.00 182.10 183.30 unch 6,286 30,585 +593
Jan07 060512 185.50 185.50 183.30 184.20 +0.30 77 2,147 +29
Mar07 060512 187.00 187.50 185.50 186.20 +0.70 457 1,720 +276
Total Volume and Open Interest 39,851 175,681 +2,312
Soybean Oil(CBOT)
May06 060512 26.30 26.30 26.00 26.00 +0.03 464 308 -565
Jul06 060512 26.58 26.72 26.11 26.19 -0.13 26,096 166,169 +3,277
Aug06 060512 26.80 26.91 26.32 26.38 -0.12 1,653 11,710 +986
Sep06 060512 27.00 27.05 26.48 26.55 -0.12 1,209 9,435 +470
Oct06 060512 27.20 27.20 26.64 26.77 -0.13 462 6,513 -5
Dec06 060512 27.60 27.68 27.07 27.14 -0.16 8,739 39,563 +1,814
Jan07 060512 27.80 27.85 27.35 27.35 -0.15 571 3,256 +340
Mar07 060512 27.65 27.65 27.50 27.53 -0.17 35 1,333 +25
Total Volume and Open Interest 40,843 248,483 +7,253
Canola(WCE)
May06 060512 273.1 273.1 273.1 273.1 +2.5 39 50 -503
Jul06 060512 280.2 282.8 278.0 280.6 +2.5 6,335 50,077 +777
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060512 297.0 299.0 294.4 297.8 +3.6 2,150 28,267 -50
Jan07 060512 303.7 306.2 301.6 305.0 +2.7 127 1,677 +6
Total Volume and Open Interest 8,659 84,214 +234
Corn(CBOT)
May06 060512 255.00 255.00 246.00 248.25 +10.50 4,631 2,649 -1,749
Jul06 060512 261.00 262.00 256.00 258.25 +11.25 73,976 569,338 -4,726
Sep06 060512 268.00 272.00 267.00 268.50 +10.50 7,704 118,913 +2,363
Dec06 060512 279.00 286.00 278.00 281.75 +10.50 32,494 354,583 +2,695
Mar07 060512 288.00 294.00 287.75 291.00 +9.50 2,290 57,763 +794
May07 060512 297.00 299.00 295.00 297.25 +8.75 619 6,827 +172
Total Volume and Open Interest 136,386 1,248,153 +4,123
Wheat(CBOT)
May06 060512 400.00 400.00 394.00 394.00 +11.50 584 228 -253
Jul06 060512 400.00 411.00 400.00 401.50 +9.50 33,265 247,104 +3,158
Sep06 060512 411.00 421.50 411.00 413.50 +9.00 4,367 37,023 +1,807
Dec06 060512 430.00 438.25 429.00 431.00 +8.50 9,950 88,770 +3,768
Mar07 060512 444.00 451.00 444.00 445.50 +8.25 1,829 16,892 +950
Total Volume and Open Interest 56,349 435,930 +10,448
Wheat(KCBT)
May06 060512 477.00 477.00 470.00 475.00 +9.00 27 26 -13
Jul06 060512 483.50 487.00 478.00 481.25 +9.75 6,155 83,940 -884
Sep06 060512 485.50 491.25 482.00 487.50 +10.75 1,279 15,763 +245
Dec06 060512 490.00 495.50 487.50 492.00 +13.25 2,404 23,738 +331
Mar07 060512 491.00 496.50 490.00 494.00 +11.50 269 2,180 +203
Total Volume and Open Interest 11,018 134,066 +136
Wheat(MGE)
May06 060512 452.00 452.00 452.00 452.00 +4.00      
Jul06 060512 459.00 467.00 457.00 459.25 +9.00 2,624 21,366 +166
Sep06 060512 463.00 474.00 463.00 465.75 +11.50 830 10,678 +210
Dec06 060512 472.00 480.00 471.00 473.50 +11.75 989 16,481 -96
Mar07 060512 480.00 483.00 476.50 478.00 +11.00 31 938 +9
Total Volume and Open Interest 4,688 51,439 +447
Oats(CBOT)
May06 060512 196.00 202.00 195.00 195.00 +4.25 4 4 -1
Jul06 060512 199.00 199.00 195.25 197.00 +5.25 456 8,655 +108
Sep06 060512 196.00 196.00 191.00 191.00 +2.00 27 283 +0
Dec06 060512 187.50 188.00 185.00 185.00 +2.25 232 4,023 +113
Total Volume and Open Interest 719 13,061 +220
Rough Rice(CBOT)
May06 060512 8.52 8.52 8.48 8.48 +0.11 5 17 +3
Jul06 060512 8.70 8.77 8.66 8.70 +0.10 475 5,766 +9
Sep06 060512 8.90 8.96 8.90 8.95 +0.10 51 1,131 +50
Nov06 060512 9.11 9.16 9.10 9.12 +0.06 58 2,394 +20
Total Volume and Open Interest 635 10,828 +90
Live Cattle(CME)
Jun06 060512 76.550 77.550 75.250 77.400 +0.950 26,697 79,022 -4,906
Aug06 060512 77.700 78.750 76.600 78.625 +0.675 22,542 115,437 +7,662
Oct06 060512 81.550 82.700 80.550 82.350 +0.600 8,134 46,301 +1,816
Dec06 060512 83.350 84.550 82.800 83.875 +0.425 1,964 19,265 +579
Feb07 060512 85.950 87.150 85.400 86.950 +0.900 517 7,316 +156
Apr07 060512 84.475 85.300 84.150 85.200 +0.725 129 1,355 +51
Total Volume and Open Interest 60,007 268,790 +5,361
Feeder Cattle(CME)
May06 060512 101.150 102.500 101.025 102.400 +0.575 1,924 5,134 -419
Aug06 060512 104.900 106.200 103.900 106.150 +0.450 4,739 17,630 +718
Sep06 060512 104.125 105.700 103.450 105.650 +0.600 753 2,649 +376
Oct06 060512 103.900 104.800 102.800 104.675 +0.225 271 2,054 +103
Nov06 060512 103.400 104.150 102.350 104.000 +0.100 57 570 +8
Jan07 060512 99.900 101.000 99.700 101.000 +0.150 43 235 +9
Mar07 060512 98.000 98.000 98.000 98.000        
Lean Hogs(CME)
May06 060512 67.550 67.650 67.250 67.300 -0.400 912 3,366 -202
Jun06 060512 67.000 67.200 66.450 67.125 +0.025 17,664 37,513 -4,916
Jul06 060512 67.150 67.150 66.425 66.575 -0.700 18,279 69,418 +8,943
Aug06 060512 66.150 66.300 65.625 66.150 -0.275 4,154 25,207 +1,060
Oct06 060512 57.600 57.850 57.375 57.725 -0.100 2,981 16,574 +966
Dec06 060512 55.525 55.900 55.450 55.800 +0.025 899 6,620 +147
Feb07 060512 57.025 57.350 56.900 57.300 +0.025 118 1,981 +49
Apr07 060512 57.400 57.800 57.400 57.800 +0.025 54 597 +12
Total Volume and Open Interest 45,061 161,309 +6,059
Pork Bellies(CME)
May06 060512 85.250 85.250 82.950 83.450 -1.800 16 125 -12
Jul06 060512 83.450 83.650 81.450 82.875 -0.225 471 1,611 -21
Aug06 060512 80.500 81.100 78.750 79.400 -0.100 25 270 +19
Feb07 060512 85.400 85.400 85.400 85.400 +0.900 0 9 +0
Mar07 060512 85.650 85.650 85.650 85.650 +0.900 0 6 +0
Total Volume and Open Interest 512 2,021 -14
Class III Milk(CME)
May06 060512 10.80 10.80 10.80 10.80 +0.04 70 3,094 -3
Jun06 060512 10.88 10.99 10.88 10.91 +0.06 51 3,314 +24
Jul06 060512 11.25 11.34 11.25 11.26 +0.06 68 3,434 -11
Aug06 060512 11.52 11.61 11.52 11.52 +0.03 324 3,805 +89
Sep06 060512 11.90 12.02 11.90 11.90 +0.03 117 3,518 +38
Total Volume and Open Interest 784 30,600 +183
Cocoa(NYBOT)
May06 060512 1552 1552 1552 1552 -14 65 67 -33
Jul06 060512 1570 1573 1559 1572 +6 7,112 58,026 +347
Sep06 060512 1589 1594 1580 1592 +6 1,669 26,630 +571
Dec06 060512 1620 1621 1610 1621 +5 550 15,683 +38
Mar07 060512 1645 1651 1641 1651 +5 455 10,170 +251
May07 060512 1666 1670 1666 1670 +5 50 4,068 +50
Jul07 060512 1686 1690 1686 1690 +6 0 2,143 +9
Total Volume and Open Interest 9,991 128,140 +1,323
Coffee "C"(NYBOT)
May06 060512 103.00 103.00 101.80 101.80 -0.90 86 132 -6
Jul06 060512 104.70 105.00 102.35 103.60 -0.85 18,865 68,461 +420
Sep06 060512 107.80 108.00 105.25 106.40 -0.85 3,401 16,670 +484
Dec06 060512 111.50 111.75 109.00 110.05 -0.95 1,850 9,946 -14
Mar07 060512 115.10 115.10 112.70 113.50 -0.95 423 3,045 -269
May07 060512 116.00 116.00 115.10 115.45 -1.00 580 768 -53
Total Volume and Open Interest 25,885 101,196 +607
Orange Juice(NYBOT)
Jul06 060512 161.30 161.90 157.25 157.55 -5.85 3,018 27,783 +59
Sep06 060512 160.90 161.20 156.80 156.90 -5.85 392 4,302 -105
Nov06 060512 158.00 158.00 154.50 154.50 -5.00 64 2,672 +20
Jan07 060512 157.00 157.00 152.00 152.00 -5.00 14 1,716 +11
Mar07 060512 156.00 156.00 152.00 152.00 -5.00 6 400 +5
Total Volume and Open Interest 3,498 36,910 -174
Sugar #11(NYBOT)
Jul06 060512 17.70 17.75 17.50 17.60 -0.05 37,006 259,550 +3,678
Oct06 060512 18.03 18.06 17.85 17.94 -0.04 13,520 98,606 +1,484
Mar07 060512 18.37 18.40 18.24 18.27 -0.07 6,654 70,090 +89
May07 060512 18.25 18.27 18.17 18.17 -0.06 2,291 27,849 +726
Jul07 060512 18.16 18.16 18.09 18.09 -0.06 1,404 22,870 +614
Total Volume and Open Interest 61,976 498,588 +6,949
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060512 23.55 23.60 23.50 23.56 +0.01 43 2,990 -13
Sep06 060512 23.50 23.60 23.50 23.60 +0.05 7 4,235 +4
Nov06 060512 22.63 22.63 22.63 22.63 -0.02 21 1,100 +0
Jan07 060512 22.65 22.65 22.65 22.65 unch 1 1,199 +1
Total Volume and Open Interest 104 12,722 +18
London Cocoa(LCE)
May06 060512 854 854 843 851 -3 1,075 10,972 -774
Jul06 060512 871 876 866 874 -2 5,014 72,094 +827
Sep06 060512 886 888 879 887 -2 1,579 36,506 -539
Dec06 060512 906 908 900 908 -1 658 36,188 +124
Mar07 060512 915 917 908 916 -3 732 16,586 +312
May07 060512 926 926 926 926 -3 66 1,538 -31
Jul07 060512 934 934 934 934 -3 0 1,999 +0
Total Volume and Open Interest 9,392 179,918 +147
London Coffee(LCE)
May06 060512 1150.00 1165.00 1120.00 1134.00 -17.00 326 948 -61
Jul06 060512 1166.00 1186.00 1132.00 1152.00 -19.00 8,941 77,685 -1,160
Sep06 060512 1185.00 1202.00 1151.00 1171.00 -18.00 2,009 30,163 +876
Nov06 060512 1196.00 1214.00 1161.00 1181.00 -19.00 778 11,844 +528
Jan07 060512 1219.00 1221.00 1180.00 1189.00 -19.00 5 1,658 +0
Mar07 060512 1227.00 1227.00 1196.00 1196.00 -19.00 10 381 -6
Total Volume and Open Interest 12,069 122,982 +177
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060512 488.00 497.00 487.50 497.00 +9.50 4,010 38,412 +458
Oct06 060512 480.00 485.00 478.60 485.00 +5.00 2,015 16,069 +502
Dec06 060512 475.70 480.20 474.80 480.00 +3.30 472 5,349 +3
Mar07 060512 470.50 476.60 470.50 476.00 +2.80 456 5,059 +223
Total Volume and Open Interest 7,165 68,398 +1,298
Cotton(NYBOT)
Jul06 060512 51.75 52.15 51.50 52.05 +0.74 13,015 107,572 +814
Oct06 060512 54.60 54.99 54.40 54.99 +0.79 188 2,099 +49
Dec06 060512 56.30 56.80 56.22 56.69 +0.87 8,546 41,331 +1,497
Mar07 060512 58.60 58.95 58.55 58.85 +0.85 833 5,771 +427
May07 060512 59.50 59.70 59.50 59.70 +0.80 0 350 +0
Jul07 060512 60.65 60.65 60.65 60.65 +0.85 150 1,719 +0
Total Volume and Open Interest 22,735 159,833 +2,798
Lumber(CME)
May06 060512 321.7 324.7 319.0 322.1 -2.5 113 101 -44
Jul06 060512 329.4 330.0 326.8 328.0 -1.5 409 3,390 +11
Sep06 060512 336.6 339.4 335.6 339.2 +0.5 133 685 +15
Nov06 060512 325.4 326.6 325.4 326.6 +0.7 20 171 +3
Total Volume and Open Interest 675 4,347 -15
Crude Oil(NYM)
Jun06 060512 72.85 73.05 71.65 72.04 -1.28 135,853 167,764 -24,012
Jul06 060512 74.25 74.35 72.95 73.28 -1.40 99,621 248,875 +15,989
Aug06 060512 75.15 75.15 73.85 74.11 -1.42 39,746 77,038 +4,255
Sep06 060512 75.95 75.95 74.45 74.73 -1.40 19,526 58,050 +2,957
Oct06 060512 76.30 76.30 75.20 75.20 -1.38 6,025 33,692 -528
Nov06 060512 76.65 76.65 75.55 75.55 -1.37 4,560 27,691 +2,035
Dec06 060512 76.80 76.90 75.65 75.77 -1.36 21,662 111,405 +10,190
Jan07 060512 76.00 76.00 75.89 75.89 -1.35 2,208 28,027 -589
Feb07 060512 76.70 76.70 75.94 75.94 -1.33 176 14,540 +27
Mar07 060512 75.94 75.94 75.94 75.94 -1.32 250 12,073 +205
Apr07 060512 76.10 76.10 75.91 75.91 -1.31 5 8,406 +0
May07 060512 75.86 75.86 75.86 75.86 -1.30 50 6,687 +50
Jun07 060512 76.00 76.00 75.77 75.77 -1.29 1,045 32,831 -221
Jul07 060512 75.64 75.64 75.64 75.64 -1.28 50 7,114 +50
Aug07 060512 75.80 75.80 75.50 75.50 -1.27 30 4,453 +28
Sep07 060512 75.36 75.36 75.36 75.36 -1.26 300 7,488 +300
Total Volume and Open Interest 346,676 1,108,068 +14,010
Heating Oil(NYM)
Jun06 060512 208.50 208.75 204.25 204.67 -4.97 35,147 45,302 -4,908
Jul06 060512 210.60 210.70 206.30 206.55 -5.19 23,026 59,758 +6,169
Aug06 060512 212.90 212.90 208.95 208.95 -5.04 5,186 14,824 +612
Sep06 060512 215.10 215.10 211.45 211.45 -4.94 2,085 8,958 +232
Oct06 060512 217.80 217.80 214.15 214.15 -4.94 1,260 6,202 -232
Nov06 060512 221.15 221.15 217.45 217.45 -4.89 458 4,379 -54
Dec06 060512 224.00 224.35 220.85 220.85 -4.79 3,150 15,669 +270
Jan07 060512 227.00 227.00 223.40 223.40 -4.74 869 8,994 +198
Feb07 060512 227.25 227.25 223.50 223.70 -4.64 169 2,692 +64
Mar07 060512 225.40 225.40 221.35 221.35 -4.49 487 2,936 -33
Apr07 060512 217.50 217.50 215.65 215.65 -4.39 497 2,979 +344
May07 060512 213.50 213.50 211.45 211.45 -4.34 119 420 -49
Total Volume and Open Interest 72,898 175,321 +2,574
Unleaded Gas(NYM)
Jun06 060512 219.00 221.40 216.75 217.85 -4.11 32,759 43,892 -3,616
Jul06 060512 216.00 217.75 214.00 214.72 -4.00 16,090 37,232 +3,627
Aug06 060512 214.20 214.25 211.07 211.07 -4.75 1,312 7,243 +201
Sep06 060512 211.00 211.50 207.72 207.72 -5.30 1,084 6,915 -5
Oct06 060512 200.75 200.75 196.52 196.52 -5.80 758 4,601 +119
Nov06 060512 197.50 197.50 192.52 192.52 -6.10 91 1,855 +70
Dec06 060512 193.75 194.50 190.52 190.52 -6.30 332 2,260 +103
Jan07 060512 190.97 190.97 190.97 190.97 -6.40 81 1,474 +65
Total Volume and Open Interest 52,507 105,472 +564
Natural Gas(NYM)
Jun06 060512 6.480 6.510 6.225 6.280 -0.369 41,506 61,175 -3,849
Jul06 060512 6.740 6.760 6.500 6.535 -0.352 22,936 92,705 +9,756
Aug06 060512 7.100 7.110 6.840 6.885 -0.332 5,520 29,740 +1,118
Sep06 060512 7.480 7.480 7.220 7.235 -0.372 3,413 28,886 -959
Oct06 060512 8.010 8.010 7.740 7.750 -0.377 4,010 41,550 -579
Nov06 060512 9.350 9.350 9.110 9.110 -0.312 1,435 43,700 +442
Dec06 060512 10.650 10.650 10.400 10.460 -0.247 2,317 21,981 -346
Jan07 060512 11.420 11.420 11.160 11.195 -0.237 9,933 40,123 -1,901
Feb07 060512 11.495 11.495 11.220 11.270 -0.242 6,504 23,396 -1,257
Mar07 060512 11.240 11.280 11.000 11.090 -0.242 5,536 42,668 -911
Apr07 060512 9.300 9.320 9.180 9.220 -0.152 4,208 21,934 -146
May07 060512 9.120 9.120 9.020 9.020 -0.152 1,344 23,864 -513
Jun07 060512 9.210 9.220 9.128 9.128 -0.152 287 8,793 -280
Jul07 060512 9.300 9.300 9.255 9.255 -0.152 485 6,113 -202
Aug07 060512 9.355 9.355 9.355 9.355 -0.152 294 6,726 -237
Sep07 060512 9.580 9.580 9.465 9.465 -0.142 304 9,102 -203
Total Volume and Open Interest 126,417 769,640 +88
Brent Crude Oil(ICE)
Jun06 060512 73.04 73.53 71.83 72.32 -1.11 69,704 51,989 -9,974
Jul06 060512 73.65 74.05 72.33 72.79 -1.25 73,661 126,036 -805
Aug06 060512 74.18 74.53 72.88 73.34 -1.26 34,560 93,602 +12,858
Sep06 060512 74.65 74.87 73.33 73.78 -1.29 7,794 26,326 +1,129
Oct06 060512 75.00 75.16 73.63 74.11 -1.30 3,808 27,393 +491
Nov06 060512 75.16 75.39 73.90 74.36 -1.29 1,916 11,690 -60
Dec06 060512 75.30 75.63 74.11 74.51 -1.29 6,773 46,800 +455
Jan07 060512 75.00 75.26 74.62 74.62 -1.27 70 10,557 +2
Feb07 060512 75.21 75.21 74.68 74.68 -1.25 51 7,232 -264
Mar07 060512 75.21 75.21 74.68 74.68 -1.23 745 6,072 +595
Apr07 060512 74.64 74.64 74.64 74.64 -1.21 74 2,314 +24
May07 060512 74.56 74.56 74.56 74.56 -1.19 0 885 -185
Jun07 060512 74.48 74.48 74.48 74.48 -1.17 50 10,547 +50
Jul07 060512 74.32 74.32 74.32 74.32 -1.17 0 50 +0
Total Volume and Open Interest 201,116 469,236 +3,754
Gas Oil(ICE)
Jun06 060512 652.00 655.75 636.75 646.00 -9.50 40,209 75,599 +2,526
Jul06 060512 657.25 660.00 643.00 652.00 -8.25 21,720 45,519 +4,162
Aug06 060512 663.00 666.00 650.00 658.50 -7.75 6,450 12,016 +384
Sep06 060512 669.00 672.00 662.50 664.75 -7.75 1,967 9,299 +656
Oct06 060512 674.25 677.50 669.25 671.50 -7.50 142 8,627 +51
Nov06 060512 680.75 680.75 671.00 676.50 -6.50 1 5,531 -1
Dec06 060512 686.50 686.50 674.00 680.00 -6.00 1,595 28,482 +23
Jan07 060512 682.50 682.50 682.50 682.50 -6.00 100 6,510 -100
Feb07 060512 680.50 680.50 680.50 680.50 -5.75 0 478 +0
Mar07 060512 678.50 678.50 678.50 678.50 -5.50 0 3,222 +0
Total Volume and Open Interest 78,812 222,583 +916
US Dollar Index(NYBOT)
Jun06 060512 84.08 84.12 83.41 83.83 -0.24 3,710 37,593 +226
Sep06 060512 83.60 83.72 83.30 83.47 -0.24 56 2,289 +29
Dec06 060512 83.42 83.42 83.14 83.14 -0.22 11 85 +10
Total Volume and Open Interest 3,778 39,974 +266
Australian Dollar(CME)
Jun06 060512 77.70 77.81 76.96 77.35 -0.32 3,684 77,916 +2,257
Sep06 060512 77.08 77.23 77.08 77.23 -0.32 5 1,008 +7
Dec06 060512 77.12 77.12 77.12 77.12 -0.32 2 210 +5
Total Volume and Open Interest 3,691 79,148 +2,269
British Pound(CME)
Jun06 060512 189.40 189.99 188.95 189.34 +0.81 6,026 104,227 +3,032
Sep06 060512 189.70 190.15 189.00 189.60 +0.81 62 1,057 +29
Dec06 060512 190.10 190.10 189.87 189.87 +0.81 2 100 +0
Total Volume and Open Interest 6,090 105,384 +3,061
Canadian Dollar(CME)
Jun06 060512 90.94 91.05 90.18 90.22 -0.69 3,203 116,230 +618
Sep06 060512 91.14 91.14 90.43 90.46 -0.69 41 3,006 +46
Dec06 060512 90.77 90.85 90.70 90.70 -0.69 16 938 +31
Mar07 060512 91.12 91.12 90.94 90.94 -0.69 0 178 +0
Total Volume and Open Interest 3,260 120,378 +695
Japanese Yen(CME)
Jun06 060512 91.57 91.85 90.90 91.26 +0.26 8,446 192,972 +4,395
Sep06 060512 92.50 92.50 92.10 92.40 +0.26 30 20,712 +270
Dec06 060512 93.77 93.77 93.48 93.48 +0.26 3 559 +71
Total Volume and Open Interest 8,479 214,250 +4,738
Swiss Franc(CME)
Jun06 060512 83.61 83.79 83.34 83.71 +0.91 6,173 98,992 +2,938
Sep06 060512 84.16 84.48 84.16 84.48 +0.91 13 1,175 +396
Dec06 060512 85.11 85.11 85.11 85.11 +0.91 0 55 +0
Total Volume and Open Interest 6,186 100,222 +3,334
EuroFX(CME)
Jun06 060512 129.35 129.63 128.88 129.38 +0.55 8,330 192,334 +1,439
Sep06 060512 130.09 130.27 129.70 130.09 +0.56 589 4,551 +655
Dec06 060512 130.72 130.72 130.50 130.71 +0.56 10 302 -16
Total Volume and Open Interest 8,929 197,329 +2,078
Mexican Peso(CME)
Jun06 060512 9100.0 9120.0 8975.0 8992.0 -168.0 8,414 59,528 -155
Sep06 060512 9007.0 9007.0 8937.0 8937.0 -168.0 198 1,214 +23
Total Volume and Open Interest 8,670 85,351 -127
30-Year T-Bonds(CBOT)
Jun06 060512 106~05 106~05 105~12 105~18 -0~20 403,987 800,577 +1,268
Sep06 060512 105~28 105~29 105~06 105~11 -0~21 16,804 56,931 +7,292
Dec06 060512 105~20 105~20 104~27 105~08 -0~23 11 1,538 -1
Total Volume and Open Interest 420,802 859,047 +8,559
10-Year T-Notes(CBOT)
Jun06 060512 105~000 105~015 104~195 104~225 -0~090 950,137 2,246,840 +13,139
Sep06 060512 104~260 104~275 104~150 104~170 -0~095 17,126 154,717 +3,629
Total Volume and Open Interest 967,270 2,409,632 +16,765
5-Year T-Notes(CBOT)
Jun06 060512 103~215 103~220 103~175 103~185 -0~040 398,332 0 +0
Sep06 060512 103~155 103~165 103~140 103~150 -0~045 629 0 +0
Dec06 060512 103~165 103~165 103~165 103~165 -0~040 0 1 +0
Total Volume and Open Interest 398,961 1 +0
2 Year T-Notes(CBOT)
Jun06 060512 101~085 101~086 101~080 101~081 -0~003 14,471 626,564 +30,859
Sep06 060512 101~082 101~082 101~082 101~082 -0~003 39 12,022 -75
Total Volume and Open Interest 14,510 638,586 +30,784
Eurodollars(CME)
Jun06 060512 94.750 94.755 94.740 94.745 -0.005 54,468 1,306,510 -1,117
Sep06 060512 94.665 94.695 94.655 94.670 +0.005 407,206 1,500,933 +21,012
Dec06 060512 94.640 94.660 94.630 94.640 +0.010 32,631 1,503,913 +3,951
Mar07 060512 94.655 94.675 94.635 94.650 +0.005 22,422 1,175,387 +6,894
Jun07 060512 94.670 94.675 94.650 94.655 -0.005 24,678 1,062,855 +12,503
Sep07 060512 94.680 94.680 94.645 94.650 -0.020 21,782 900,273 +9,052
Dec07 060512 94.660 94.670 94.635 94.640 -0.025 25,255 625,769 +9,140
Mar08 060512 94.660 94.665 94.625 94.630 -0.025 16,782 440,343 +8,056
Jun08 060512 94.635 94.640 94.605 94.605 -0.030 12,735 281,099 +1,959
Sep08 060512 94.610 94.615 94.575 94.580 -0.030 15,475 233,479 +2,233
Dec08 060512 94.550 94.575 94.535 94.535 -0.035 12,440 203,442 +4,365
Mar09 060512 94.530 94.555 94.515 94.515 -0.035 8,934 147,856 +1,028
Jun09 060512 94.505 94.520 94.480 94.485 -0.035 5,891 114,374 +375
Sep09 060512 94.470 94.480 94.445 94.450 -0.040 5,708 111,365 +131
Dec09 060512 94.425 94.435 94.400 94.400 -0.045 3,534 113,211 +40
Mar10 060512 94.400 94.410 94.375 94.375 -0.045 4,200 87,692 +602
Jun10 060512 94.370 94.375 94.340 94.345 -0.045 4,481 64,558 +847
Sep10 060512 94.335 94.340 94.305 94.310 -0.045 2,923 55,559 +863
Total Volume and Open Interest 324,956 10,110,862 +32,602
3-Mth Euro-Yen(CME)
Jun06 060512 99.71 99.73 99.71 99.71 +0.01 1,278 12,882 -61
Sep06 060512 99.46 99.48 99.45 99.47 +0.02 128 9,147 -156
Dec06 060512 99.24 99.25 99.23 99.25 +0.03 796 8,834 -649
Mar07 060512 99.02 99.02 99.01 99.02 +0.03 498 6,690 -596
Jun07 060512 98.82 98.82 98.82 98.82 +0.02 1,243 6,418 -512
Sep07 060512 98.63 98.63 98.63 98.63 +0.02 1 1,878 -24
Dec07 060512 98.47 98.47 98.47 98.47 +0.03 15 704 +8
Mar08 060512 98.30 98.30 98.30 98.30 +0.03 4 321 -2
Jun08 060512 98.19 98.19 98.19 98.19 +0.03 0 251 +0
Sep08 060512 98.10 98.10 98.10 98.10 +0.01      
Total Volume and Open Interest 3,963 47,130 -1,992
3-Mth Euro-Yen(SIMEX)
Jun06 060512 99.70 99.72 99.70 99.71 +0.01 3,871 62,704 +294
Sep06 060512 99.44 99.47 99.44 99.47 +0.03 2,226 53,663 +223
Dec06 060512 99.22 99.25 99.22 99.25 +0.03 3,806 106,544 -1,664
Mar07 060512 99.01 99.03 99.01 99.02 +0.03 1,735 50,397 +171
Jun07 060512 98.79 98.84 98.79 98.83 +0.03 921 22,145 -928
Sep07 060512 98.62 98.64 98.62 98.64 +0.02 2 13,764 +35
Dec07 060512 98.48 98.48 98.48 98.48 +0.03 60 21,445 -58
Mar08 060512 98.31 98.31 98.31 98.31 +0.01 0 16,971 +0
Total Volume and Open Interest 12,621 349,213 -1,927
German Euro-Bund(EUREX)
Jun06 060512 114.83 115.14 114.55 114.81 -0.02 1,516,631 1,708,150 +19,382
Sep06 060512 114.94 115.14 114.66 114.91 -0.01 11,593 107,264 +7,062
Dec06 060512 114.21 114.21 114.21 114.21 +0.04 104 3 +0
Total Volume and Open Interest 1,528,328 1,815,417 +26,444
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060512 109.05 109.17 108.89 109.09 +0.07 8,601 34,735 +1,640
Dec06 060512 108.80 108.80 108.80 108.80 +0.08 287 0 +0
Total Volume and Open Interest 645,129 1,355,829 -27,573
Long Gilt(LIFFE)
Jun06 060512 108~24 109~07 108~24 108~28 -0~03 109,760 313,566 -2,047
Sep06 060512 108~27 108~27 108~19 108~19 -0~03 508 13,558 +508
Total Volume and Open Interest 110,268 327,124 -1,539
3-Mth Short Sterling(LIFFE)
Jun06 060512 95.23 95.23 95.23 95.23 -0.02 62,976 458,857 +4,362
Sep06 060512 95.05 95.05 95.05 95.05 -0.04 118,761 556,970 +6,800
Dec06 060512 94.91 94.91 94.91 94.91 -0.05 97,751 395,090 +4,435
Total Volume and Open Interest 433,330 2,556,919 +30,574
3-Mth Euribor(LIFFE)
Jun06 060512 96.955 96.975 96.935 96.960 +0.005 188,752 602,254 -2,933
Sep06 060512 96.660 96.695 96.630 96.670 +0.015 140,815 689,243 +6,761
Dec06 060512 96.450 96.485 96.415 96.465 +0.025 178,742 743,329 +16,705
Total Volume and Open Interest 900,660 3,876,406 +44,089
3-Mth Aus T-Bills(SFE)
Jun06 060512 94.10 94.10 94.09 94.10 unch 10,705 146,271 -142
Sep06 060512 93.96 93.97 93.94 93.96 unch 32,510 281,548 +8,190
Dec06 060512 93.90 93.91 93.88 93.90 unch 9,866 121,641 -751
Mar07 060512 93.87 93.88 93.86 93.88 unch 4,354 50,557 +304
Jun07 060512 93.85 93.86 93.83 93.86 +0.02 1,666 28,846 +530
Sep07 060512 93.80 93.82 93.79 93.82 +0.01 367 22,536 +0
Dec07 060512 93.76 93.79 93.76 93.79 +0.01 247 14,804 -363
Mar08 060512 93.73 93.75 93.73 93.75 +0.01 113 8,790 +113
Jun08 060512 93.73 93.73 93.73 93.73 +0.01 13 1,387 -3
Sep08 060512 93.71 93.71 93.71 93.71 +0.01 0 813 +0
Total Volume and Open Interest 59,849 678,719 +7,878
10-Year Aus T-Bonds(SFE)
Jun06 060512 94.17 94.19 94.15 94.18 0.00 23,517 353,274 +5,793
Sep06 060512 94.18 94.18 94.18 94.18 0.00      
Total Volume and Open Interest 23,517 353,274 +5,793
3-Year Aus T-Bonds(SFE)
Jun06 060512 94.21 94.23 94.20 94.23 +0.01 113,383 498,745 +11,377
Sep06 060512 94.23 94.23 94.23 94.23 +0.01      
Total Volume and Open Interest 113,383 498,745 +11,377
Gold(CMX)
Jun06 060512 728.0 728.0 709.5 711.8 -9.7 85,404 208,423 -8,793
Aug06 060512 736.0 736.0 715.0 719.0 -9.6 12,703 54,421 +6,319
Oct06 060512 738.0 740.0 723.0 726.0 -9.7 1,477 10,540 +250
Dec06 060512 750.0 750.0 730.0 733.0 -9.8 2,203 24,676 +188
Feb07 060512 755.0 755.0 740.1 740.1 -9.8 80 13,249 +23
Apr07 060512 765.0 765.0 747.2 747.2 -9.8 17 1,598 -7
Jun07 060512 767.0 771.0 754.3 754.3 +8.2 115 12,001 +109
Aug07 060512 761.4 761.4 761.4 761.4 -9.9 3 384 +1
Oct07 060512 768.5 768.5 768.5 768.5 -9.9 0 1,867 +0
Dec07 060512 791.0 791.0 775.6 775.6 -10.0 166 13,554 +112
Feb08 060512 782.7 782.7 782.7 782.7 -10.0 0 362 +0
Total Volume and Open Interest 102,290 350,509 -1,691
Silver(CMX)
May06 060512 1445.0 1445.0 1414.6 1414.6 -70.0 173 1,294 +61
Jul06 060512 1480.0 1485.0 1410.0 1423.5 -70.0 31,413 59,561 -1,293
Sep06 060512 1490.0 1490.0 1420.0 1431.8 -69.2 983 7,659 +625
Dec06 060512 1496.0 1498.0 1420.0 1435.0 -68.2 1,120 18,306 +216
Mar07 060512 1435.5 1435.5 1435.5 1435.5 -66.6 38 7,444 -2
May07 060512 1434.6 1434.6 1434.6 1434.6 -65.8 27 2,027 -6
Jul07 060512 1433.5 1433.5 1433.5 1433.5 -65.0 14 4,758 +1
Total Volume and Open Interest 33,965 109,595 -272
Platinum(NYM)
Jul06 060512 1340.0 1340.0 1316.0 1318.5 +22.9 1,694 9,704 -170
Oct06 060512 1340.0 1340.0 1315.0 1318.5 +24.9 2 313 +0
Total Volume and Open Interest 1,696 10,017 -170
Palladium(NYME)
Jun06 060512 405.50 409.00 391.20 398.35 -1.65 1,739 14,931 -338
Sep06 060512 413.00 413.00 396.50 403.10 -1.65 271 2,628 +147
Dec06 060512 420.00 420.00 406.00 406.10 -1.65 0 493 +0
Total Volume and Open Interest 2,010 18,072 -191
Copper(CMX)
May06 060512 403.30 403.30 392.50 396.65 -6.65 777 5,411 +0
Jul06 060512 392.10 392.35 380.80 386.40 -5.90 11,072 53,994 -445
Sep06 060512 384.00 384.00 373.50 380.15 -3.40 2,371 9,319 +1,136
Dec06 060512 367.00 370.00 360.50 367.40 -0.90 792 4,814 +386
Mar07 060512 354.65 354.65 354.65 354.65 +1.35 237 1,062 +105
Total Volume and Open Interest 15,736 87,602 +1,231
Aluminum(CMX)
May06 060512 142.90 142.90 142.90 142.90 -3.10      
Jun06 060512 142.90 142.90 142.90 142.90 -3.10 0 262 +0
Jul06 060512 142.45 142.45 142.45 142.45 -2.90 0 20 +0
Aug06 060512 142.05 142.05 142.05 142.05 -2.70      
Sep06 060512 141.70 141.70 141.70 141.70 -2.50 0 1 +0
Oct06 060512 141.35 141.35 141.35 141.35 -2.30 0 40 +0
Total Volume and Open Interest 1 930 -3
DJIA Index(CBOT)
Jun06 060512 11520 11535 11400 11408 -136 6,660 45,162 +933
Sep06 060512 11615 11615 11494 11494 -136 104 307 +13
Dec06 060512 11559 11559 11559 11559 -136 1 1,686 +1
Mar07 060512 11673 11673 11673 11673 -136      
Total Volume and Open Interest 6,765 47,155 +947
S & P 500(CME)
Jun06 060512 1306.70 1309.00 1293.50 1294.30 -17.40 44,543 619,506 -5,137
Sep06 060512 1317.00 1318.80 1305.30 1305.30 -17.60 9,607 38,854 +8,741
Dec06 060512 1327.00 1327.00 1316.40 1316.40 -17.70 1,130 3,214 +468
Mar07 060512 1327.50 1327.50 1327.50 1327.50 -18.00 0 99 +0
Total Volume and Open Interest 55,280 662,010 +4,072
S & P 500 E-Mini(Globex)
Jun06 060512 1311.25 1312.75 1293.50 1294.25 -17.50 1,288,898 1,388,137 +8,117
Sep06 060512 1322.50 1323.50 1305.00 1305.25 -17.75 2,546 5,421 +1,368
Total Volume and Open Interest 1,291,444 1,393,558 +9,485
NASDAQ 100(CME)
Jun06 060512 1657.00 1660.00 1641.00 1641.50 -23.30 10,224 61,846 -410
Sep06 060512 1671.00 1671.00 1661.50 1661.50 -23.30 2 27 -1
Dec06 060512 1682.50 1682.50 1682.50 1682.50 -23.30 0 5 +0
Total Volume and Open Interest 10,226 61,878 -411
NASDAQ 100 E-Mini(Globex)
Jun06 060512 1664.50 1667.00 1641.00 1641.50 -23.30 512,410 376,613 +13,133
Sep06 060512 1686.80 1687.30 1661.30 1661.50 -23.30 176 334 -1,549
Total Volume and Open Interest 512,586 376,947 +11,584
S & P Midcap 400(CME)
Jun06 060512 805.00 805.00 791.20 791.20 -18.00 54 10,736 +12
Sep06 060512 142.84 142.84 142.84 142.84 -18.00      
Dec06 060512 149.84 149.84 149.84 149.84 -18.00      
Total Volume and Open Interest 54 10,736 +12
Russell 2000(CME)
Jun06 060512 754.75 754.75 741.50 741.80 -18.50 2,799 39,916 -165
Sep06 060512 748.20 748.20 748.20 748.20 -18.50 0 270 +0
Dec06 060512 755.30 755.30 755.30 755.30 -18.50 0 8 +0
Total Volume and Open Interest 2,799 40,194 -165
Russell 2000 E-Mini(Globex)
Jun06 060512 760.20 760.50 741.50 741.80 -18.50 167,632 384,690 +19,818
Sep06 060512 766.80 766.80 748.20 748.20 -18.50 152 1,992 +1,661
Total Volume and Open Interest 167,784 386,682 +21,479
Value Line(KCBT)
Jun06 060512 2100.00 2100.00 2100.00 2100.00 -30.00 2 77 +0
Total Volume and Open Interest 2 78 +0
Nikkei 225(CME)
Jun06 060512 16625 16645 16310 16595 -280 72,151 224,378 +4,366
Sep06 060512 16580 16620 16340 16600 -340 11 424 +22
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060512 16625 16645 16310 16595 -280 72,151 224,378 +4,366
Sep06 060512 16580 16620 16340 16600 -340 11 424 +22
Dec06 060512 16560 16560 16560 16560 -340      
Total Volume and Open Interest 72,163 224,826 +4,184
CAC 40(MATIF)
May06 060512 5220.5 5223.0 5111.5 5138.0 -97.5 86,503 429,442 +8,599
Jun06 060512 5176.0 5178.0 5070.0 5094.0 -97.5 5,137 97,461 +1,623
Jul06 060512 5173.5 5179.5 5103.0 5103.0 -97.5 414 307 +305
Total Volume and Open Interest 92,164 535,166 +10,292
Hang Seng Index(HKFE)
May06 060512 16806 16882 16743 16775 -300 46,048 124,821 +573
Jun06 060512 16756 16941 16756 16834 -309 2,344 5,488 +712
Total Volume and Open Interest 48,471 130,932 +1,321
DAX Index(EUREX)
Jun06 060512 6040.5 6060.5 5892.5 5934.0 -134.0 173,239 272,012 -2,166
Sep06 060512 6084.0 6105.5 5940.0 5979.0 -135.0 282 13,029 -12
Dec06 060512 6142.0 6153.0 5990.0 6029.0 -136.5 388 3,610 +187
Total Volume and Open Interest 173,909 288,651 -1,991
FT-SE 100(LIFFE)
Jun06 060512 6030.00 6031.50 5909.50 5931.50 -122.50 67,790 478,584 -3,212
Sep06 060512 6046.50 6046.50 5927.00 5949.50 -123.00 41 2,721 -1
Dec06 060512 6015.50 6021.00 5985.00 5985.00 -124.50 0 35,302 +0
Total Volume and Open Interest 67,831 517,607 -3,213
SPI 200(SFE)
Jun06 060512 5322.0 5337.0 5304.0 5324.0 -31.0 14,635 235,455 +2,663
Sep06 060512 5313.0 5327.0 5313.0 5324.0 -31.0 1,005 5,274 +1,154
Dec06 060512 5348.0 5348.0 5348.0 5348.0 -31.0 3 3,253 +0
Total Volume and Open Interest 15,646 246,595 +3,817
GSCI(CME)
May06 060512 493.00 493.10 487.20 487.70 -7.25 4,781 1,484 -4,393
Jun06 060512 497.00 497.40 491.50 492.20 -7.50 4,727 21,266 +4,542
Jul06 060512 498.00 498.00 498.00 498.00 -7.25 0 22 +0
Total Volume and Open Interest 9,508 22,772 +149
Reuters CRB Index(NYBOT)
Jun06 060512 400.75 402.25 398.50 399.25 -2.25 26 442 +1
Aug06 060512 406.75 408.50 406.25 407.75 -0.75 46 456 +17
Nov06 060512 418.00 419.00 415.25 415.25 +0.75 0 200 +0
Total Volume and Open Interest 72 1,098 +18
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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