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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 15, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060515 604.00 606.25 601.00 604.50 -8.50 61,253 232,423 +2,925
Aug06 060515 609.50 612.00 607.50 610.75 -8.75 1,842 13,986 +373
Sep06 060515 614.00 617.00 613.00 616.00 -7.25 1,667 11,713 +147
Nov06 060515 622.00 627.25 621.00 625.75 -6.25 22,646 101,449 +3,608
Jan07 060515 630.00 634.00 630.00 633.75 -6.50 648 6,868 +349
Mar07 060515 636.00 640.50 636.00 639.25 -7.75 604 3,577 +33
May07 060515 639.50 643.00 639.50 642.00 -7.00 570 3,435 +271
Total Volume and Open Interest 91,928 388,462 +8,176
Soybean Meal(CBOT)
Jul06 060515 176.00 178.00 175.50 177.40 -0.40 24,977 94,697 -535
Aug06 060515 177.00 179.30 176.80 179.10 -0.20 3,472 17,952 +348
Sep06 060515 178.30 180.50 178.00 180.20 +0.20 2,733 15,055 +200
Oct06 060515 179.80 181.80 179.50 181.20 +0.40 1,087 9,286 -3
Dec06 060515 182.00 184.00 181.50 183.60 +0.30 7,242 31,005 +420
Jan07 060515 183.50 185.00 183.50 184.50 +0.30 73 2,193 +46
Mar07 060515 186.20 187.00 185.20 186.50 +0.30 192 1,773 +53
May07 060515 186.00 187.50 186.00 187.20 unch 488 2,355 +73
Total Volume and Open Interest 41,695 175,947 +266
Soybean Oil(CBOT)
Jul06 060515 25.75 25.80 25.37 25.49 -0.70 19,703 167,679 +1,510
Aug06 060515 25.90 25.90 25.57 25.68 -0.70 1,883 12,061 +351
Sep06 060515 26.12 26.12 25.77 25.85 -0.70 1,337 9,438 +3
Oct06 060515 26.25 26.25 26.00 26.08 -0.69 143 6,614 +101
Dec06 060515 26.75 26.75 26.35 26.45 -0.69 3,734 38,249 -1,314
Jan07 060515 26.90 26.90 26.64 26.64 -0.71 251 3,211 -45
Mar07 060515 27.04 27.04 26.80 26.81 -0.72 53 1,330 -3
May07 060515 27.05 27.05 26.94 26.94 -0.71 360 3,111 +280
Total Volume and Open Interest 28,533 249,985 +1,502
Canola(WCE)
May06 060512 273.1 273.1 273.1 273.1 +2.5 39 50 -503
Jul06 060515 280.5 281.5 277.7 280.6 unch 6,661 49,709 -368
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060515 296.0 298.3 294.0 298.1 +0.3 5,442 30,973 +2,706
Jan07 060515 300.6 306.2 300.6 306.2 +1.2 1,295 2,721 +1,044
Total Volume and Open Interest 13,819 87,918 +3,704
Corn(CBOT)
Jul06 060515 259.00 260.50 255.75 260.00 +1.75 173,139 573,069 +3,731
Sep06 060515 269.00 271.00 266.75 270.50 +2.00 19,845 125,402 +6,489
Dec06 060515 279.50 284.00 279.25 283.75 +2.00 83,199 376,483 +21,900
Mar07 060515 288.50 293.50 288.50 293.25 +2.25 10,118 62,977 +5,214
May07 060515 297.00 299.50 295.50 299.25 +2.00 809 7,075 +248
Jul07 060515 301.00 304.00 301.00 303.75 +1.25 5,136 23,428 +3,669
Total Volume and Open Interest 319,914 1,294,535 +46,382
Wheat(CBOT)
Jul06 060515 402.00 404.00 395.75 399.50 -2.00 65,773 257,119 +10,015
Sep06 060515 414.00 416.00 408.50 411.75 -1.75 4,470 38,229 +1,206
Dec06 060515 430.00 432.50 424.75 429.00 -2.00 12,094 93,203 +4,433
Mar07 060515 447.00 447.00 439.50 443.25 -2.25 7,442 21,362 +4,470
May07 060515 449.00 449.00 445.00 448.50 -3.00 21 845 +207
Total Volume and Open Interest 99,819 460,087 +24,157
Wheat(KCBT)
May06 060512 477.00 477.00 470.00 475.00 +9.00 27 26 -13
Jul06 060515 478.00 481.00 473.00 480.25 -1.00 11,208 85,410 +1,470
Sep06 060515 482.50 487.00 478.00 486.75 -0.75 2,800 16,744 +981
Dec06 060515 488.00 492.50 484.50 490.75 -1.25 4,770 25,319 +1,581
Mar07 060515 492.00 494.00 489.00 494.00 unch 331 2,310 +130
Total Volume and Open Interest 22,172 139,805 +5,739
Wheat(MGE)
May06 060512 452.00 452.00 452.00 452.00 +4.00      
Jul06 060515 453.00 458.00 449.00 454.75 -4.50 4,348 22,540 +1,174
Sep06 060515 461.00 464.00 457.50 460.75 -5.00 3,154 11,029 +351
Dec06 060515 471.50 471.50 465.50 469.00 -4.50 1,518 16,764 +283
Mar07 060515 473.00 476.00 471.00 476.00 -2.00 105 979 +41
Total Volume and Open Interest 9,630 53,615 +2,176
Oats(CBOT)
Jul06 060515 197.50 199.00 193.00 197.75 +0.75 1,518 8,752 +97
Sep06 060515 191.00 192.00 190.50 192.00 +1.00 46 282 -1
Dec06 060515 185.00 187.00 183.50 184.75 -0.25 398 4,146 +123
Mar07 060515 191.00 191.00 191.00 191.00 -2.00 9 98 +5
Total Volume and Open Interest 1,989 13,283 +222
Rough Rice(CBOT)
May06 060515 8.50 8.65 8.50 8.65 +0.17 4 10 -7
Jul06 060515 8.72 8.85 8.68 8.85 +0.15 1,242 6,014 +248
Sep06 060515 8.95 9.09 8.95 9.09 +0.14 82 1,168 +37
Nov06 060515 9.12 9.26 9.11 9.26 +0.14 182 2,443 +49
Total Volume and Open Interest 1,561 11,158 +330
Live Cattle(CME)
Jun06 060515 77.475 78.375 76.950 77.850 +0.450 22,083 74,472 -4,550
Aug06 060515 78.750 79.600 78.250 79.050 +0.425 17,569 119,648 +4,211
Oct06 060515 82.350 83.400 82.000 82.775 +0.425 8,288 47,905 +1,604
Dec06 060515 84.050 84.975 83.750 84.675 +0.800 2,851 19,721 +456
Feb07 060515 87.000 87.500 86.800 87.350 +0.400 783 7,484 +168
Apr07 060515 85.200 85.700 85.200 85.600 +0.400 303 1,449 +94
Total Volume and Open Interest 51,994 270,824 +2,034
Feeder Cattle(CME)
May06 060515 102.200 103.100 101.700 103.050 +0.650 1,552 4,783 -351
Aug06 060515 106.150 106.975 105.600 106.850 +0.700 5,582 18,199 +569
Sep06 060515 105.600 106.400 105.250 106.175 +0.525 532 2,586 -63
Oct06 060515 104.400 105.475 104.400 105.275 +0.600 431 2,112 +58
Nov06 060515 104.050 104.600 104.000 104.250 +0.250 59 592 +22
Jan07 060515 101.450 101.450 101.250 101.250 +0.250 58 267 +32
Mar07 060515 99.100 99.100 99.100 99.100 +1.100      
Total Volume and Open Interest 8,214 28,539  
Lean Hogs(CME)
Jun06 060515 67.000 67.000 66.500 66.600 -0.525 10,900 34,136 -3,377
Jul06 060515 66.550 66.600 66.000 66.075 -0.500 9,332 71,627 +2,209
Aug06 060515 65.950 65.950 65.350 65.725 -0.425 2,608 24,662 -545
Oct06 060515 57.550 57.625 56.600 56.750 -0.975 2,151 16,766 +192
Dec06 060515 55.500 55.500 55.100 55.150 -0.650 744 6,837 +217
Feb07 060515 57.100 57.100 56.700 56.900 -0.400 193 2,082 +101
Apr07 060515 57.650 57.650 57.500 57.500 -0.300 45 627 +30
May07 060515 60.425 60.425 60.400 60.400 unch 4 36 +3
Total Volume and Open Interest 26,544 160,017 -1,292
Pork Bellies(CME)
May06 060515 83.450 83.450 82.000 82.000 -1.450 45 95 -30
Jul06 060515 82.500 82.800 80.500 81.825 -1.050 292 1,602 -9
Aug06 060515 79.050 79.300 77.925 77.925 -1.475 17 273 +3
Feb07 060515 84.975 84.975 84.850 84.850 -0.550 1 10 +1
Mar07 060515 85.100 85.100 85.100 85.100 -0.550 0 6 +0
Total Volume and Open Interest 355 1,986 -35
Class III Milk(CME)
May06 060515 10.80 10.82 10.77 10.77 -0.03 41 3,086 -8
Jun06 060515 10.99 11.17 10.93 11.17 +0.26 68 3,327 +13
Jul06 060515 11.33 11.60 11.25 11.50 +0.24 56 3,449 +15
Aug06 060515 11.60 11.70 11.50 11.70 +0.18 89 3,818 +13
Sep06 060515 11.97 12.13 11.92 12.13 +0.23 195 3,555 +37
Total Volume and Open Interest 1,133 30,788 +188
Cocoa(NYBOT)
May06 060515 1490 1490 1490 1490 -62 65 24 -43
Jul06 060515 1557 1563 1537 1540 -32 7,096 56,902 -1,124
Sep06 060515 1578 1583 1558 1561 -31 1,065 27,126 +496
Dec06 060515 1606 1611 1590 1591 -30 379 15,832 +149
Mar07 060515 1633 1641 1621 1621 -30 573 10,167 -3
May07 060515 1641 1641 1641 1641 -29 184 4,126 +58
Jul07 060515 1660 1660 1660 1660 -30 46 2,143 +0
Total Volume and Open Interest 9,725 127,875 -265
Coffee "C"(NYBOT)
May06 060515 100.50 100.50 99.60 99.60 -2.20 33 118 -14
Jul06 060515 102.50 103.40 101.50 101.60 -2.00 16,641 68,836 +375
Sep06 060515 106.00 106.40 104.30 104.45 -1.95 3,668 17,204 +534
Dec06 060515 109.90 109.90 108.15 108.15 -1.90 2,609 9,647 -299
Mar07 060515 113.60 113.60 111.60 111.60 -1.90 348 3,087 +42
May07 060515 115.60 115.60 113.55 113.55 -1.90 175 757 -11
Total Volume and Open Interest 23,541 101,806 +610
Orange Juice(NYBOT)
Jul06 060515 156.10 160.50 155.25 159.45 +1.90 2,375 27,282 -501
Sep06 060515 154.00 158.70 154.00 158.70 +1.80 929 3,864 -438
Nov06 060515 152.00 155.25 150.50 155.25 +0.75 129 2,758 +86
Jan07 060515 148.00 154.00 148.00 153.00 +1.00 28 1,712 -4
Mar07 060515 149.50 153.00 149.50 153.00 +1.00 32 402 +2
Total Volume and Open Interest 3,493 36,055 -855
Sugar #11(NYBOT)
Jul06 060515 17.20 17.40 17.07 17.17 -0.43 17,322 258,041 -1,509
Oct06 060515 17.65 17.69 17.44 17.48 -0.46 7,214 99,813 +1,207
Mar07 060515 18.03 18.03 17.81 17.81 -0.46 4,235 70,558 +468
May07 060515 17.87 17.87 17.71 17.71 -0.46 364 27,920 +71
Jul07 060515 17.75 17.77 17.55 17.60 -0.49 536 22,943 +73
Total Volume and Open Interest 30,270 499,154 +566
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060515 23.55 23.56 23.50 23.51 -0.05 89 2,997 +7
Sep06 060515 23.50 23.53 22.52 23.52 -0.08 38 4,230 -5
Nov06 060515 22.61 22.61 22.61 22.61 -0.02 1 1,101 +1
Jan07 060515 22.65 22.65 22.65 22.65 unch 1 1,200 +1
Total Volume and Open Interest 130 12,727 +5
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060515 870 872 861 862 -12 6,226 74,003 +1,909
Sep06 060515 885 885 875 875 -12 575 36,457 -49
Dec06 060515 905 907 896 896 -12 2,051 37,375 +1,187
Mar07 060515 912 914 905 905 -11 297 16,711 +125
May07 060515 915 915 915 915 -11 0 1,538 +0
Jul07 060515 925 925 923 923 -11 0 1,999 +0
Total Volume and Open Interest 24,488 172,458 -7,460
London Coffee(LCE)
May06 060515 1137.00 1137.00 1120.00 1127.00 -7.00 213 944 -4
Jul06 060515 1153.00 1155.00 1138.00 1149.00 -3.00 19,151 72,605 -5,080
Sep06 060515 1172.00 1172.00 1157.00 1166.00 -5.00 4,647 31,252 +1,089
Nov06 060515 1180.00 1180.00 1170.00 1177.00 -4.00 1,206 12,486 +642
Jan07 060515 1190.00 1190.00 1185.00 1187.00 -2.00 155 1,675 +17
Mar07 060515 1198.00 1198.00 1194.00 1194.00 -2.00 3 384 +3
Total Volume and Open Interest 25,375 119,649 -3,333
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060515 495.10 495.10 486.00 487.00 -10.00 5,021 40,156 +1,744
Oct06 060515 485.00 485.00 475.00 477.00 -8.00 1,708 16,302 +233
Dec06 060515 475.50 476.00 471.00 472.00 -8.00 668 5,622 +273
Mar07 060515 472.50 472.50 466.10 467.00 -9.00 1,236 5,322 +263
Total Volume and Open Interest 8,721 70,912 +2,514
Cotton(NYBOT)
Jul06 060515 51.79 52.05 51.40 51.60 -0.45 14,154 109,285 +1,713
Oct06 060515 54.80 54.80 54.60 54.70 -0.29 618 2,543 +444
Dec06 060515 56.30 56.69 56.12 56.28 -0.41 11,308 46,940 +5,609
Mar07 060515 58.60 58.60 58.40 58.40 -0.45 318 5,968 +197
May07 060515 59.20 59.20 59.20 59.20 -0.50 1 351 +1
Jul07 060515 60.35 60.35 60.25 60.25 -0.40 0 1,719 +0
Total Volume and Open Interest 26,434 167,816 +7,983
Lumber(CME)
May06 060515 320.1 320.1 313.0 315.0 -7.1 102 73 -28
Jul06 060515 326.7 328.9 324.4 324.5 -3.5 633 3,375 -15
Sep06 060515 338.7 338.7 334.6 335.8 -3.4 88 692 +7
Nov06 060515 325.7 327.5 324.6 324.7 -1.9 3 172 +1
Total Volume and Open Interest 826 4,312 -35
Crude Oil(NYM)
Jun06 060515 69.95 70.40 69.30 69.41 -2.63 101,826 148,981 -18,783
Jul06 060515 71.22 71.45 70.30 70.47 -2.81 67,068 258,079 +9,204
Aug06 060515 72.00 72.40 71.25 71.35 -2.76 20,317 77,850 +812
Sep06 060515 72.80 72.85 72.06 72.06 -2.67 7,509 58,322 +272
Oct06 060515 73.40 73.40 72.61 72.61 -2.59 6,340 35,392 +1,700
Nov06 060515 73.50 73.50 73.01 73.01 -2.54 7,532 21,836 -5,855
Dec06 060515 73.90 74.20 73.20 73.29 -2.48 10,438 104,885 -6,520
Jan07 060515 74.05 74.05 73.35 73.46 -2.43 2,134 28,395 +368
Feb07 060515 73.56 73.56 73.56 73.56 -2.38 806 15,089 +549
Mar07 060515 74.20 74.20 73.61 73.61 -2.33 276 12,169 +96
Apr07 060515 74.20 74.20 73.63 73.63 -2.28 327 8,530 +124
May07 060515 74.15 74.15 73.63 73.63 -2.23 98 6,597 -90
Jun07 060515 73.59 73.59 73.59 73.59 -2.18 1,585 33,661 +830
Jul07 060515 73.50 73.50 73.50 73.50 -2.14 170 7,114 +0
Aug07 060515 73.40 73.40 73.40 73.40 -2.10 545 4,557 +104
Sep07 060515 73.30 73.30 73.30 73.30 -2.06 35 7,488 +0
Total Volume and Open Interest 237,855 1,091,845 -16,223
Heating Oil(NYM)
Jun06 060515 198.00 199.55 194.00 194.50 -10.17 24,621 44,021 -1,281
Jul06 060515 200.25 201.25 196.40 196.75 -9.80 14,696 60,701 +943
Aug06 060515 202.50 203.00 199.50 199.50 -9.45 2,753 14,369 -455
Sep06 060515 205.50 206.00 202.25 202.25 -9.20 1,680 9,684 +726
Oct06 060515 209.00 210.00 205.10 205.10 -9.05 901 5,943 -259
Nov06 060515 212.50 213.50 208.55 208.55 -8.90 677 4,795 +416
Dec06 060515 215.70 217.50 212.20 212.20 -8.65 2,402 15,575 -94
Jan07 060515 218.25 219.50 214.90 214.90 -8.50 122 9,014 +20
Feb07 060515 219.20 220.00 214.50 215.40 -8.30 142 2,719 +27
Mar07 060515 216.75 217.25 213.30 213.30 -8.05 277 2,934 -2
Apr07 060515 212.25 212.50 208.10 208.10 -7.55 102 3,039 +60
May07 060515 208.25 208.25 204.20 204.20 -7.25 3 421 +1
Total Volume and Open Interest 49,131 175,619 +298
Unleaded Gas(NYM)
Jun06 060515 211.75 213.00 205.00 205.40 -12.45 23,885 42,187 -1,705
Jul06 060515 208.50 210.25 203.00 203.60 -11.12 10,324 37,674 +442
Aug06 060515 206.00 206.00 200.90 200.90 -10.17 2,777 7,452 +209
Sep06 060515 201.00 202.75 197.85 197.85 -9.87 1,283 6,928 +13
Oct06 060515 189.00 189.00 186.90 186.90 -9.62 289 4,645 +44
Nov06 060515 183.00 183.00 183.00 183.00 -9.52 15 1,859 +4
Dec06 060515 181.10 181.10 181.10 181.10 -9.42 282 2,367 +107
Jan07 060515 181.55 181.55 181.55 181.55 -9.42 0 1,474 +0
Total Volume and Open Interest 38,855 104,586 -886
Natural Gas(NYM)
Jun06 060515 6.130 6.220 6.080 6.123 -0.157 29,944 64,212 +3,037
Jul06 060515 6.400 6.480 6.330 6.415 -0.120 16,215 96,204 +3,499
Aug06 060515 6.680 6.800 6.670 6.770 -0.115 7,653 33,339 +3,599
Sep06 060515 7.070 7.160 7.000 7.135 -0.100 5,011 27,709 -1,177
Oct06 060515 7.500 7.640 7.500 7.605 -0.145 3,592 43,221 +1,671
Nov06 060515 8.900 8.990 8.890 8.985 -0.125 1,278 43,964 +264
Dec06 060515 10.250 10.370 10.240 10.350 -0.110 6,276 23,934 +1,953
Jan07 060515 11.030 11.100 11.000 11.095 -0.100 3,185 41,343 +1,220
Feb07 060515 11.170 11.170 11.070 11.165 -0.105 1,950 24,136 +740
Mar07 060515 10.900 10.990 10.900 10.985 -0.105 2,589 43,555 +887
Apr07 060515 9.050 9.250 9.050 9.215 -0.005 1,766 21,993 +59
May07 060515 8.800 9.040 8.800 9.025 +0.005 1,049 24,597 +733
Jun07 060515 8.950 9.150 8.950 9.133 +0.005 322 9,095 +302
Jul07 060515 9.220 9.260 9.200 9.260 +0.005 174 6,305 +192
Aug07 060515 9.310 9.360 9.310 9.360 +0.005 295 6,998 +272
Sep07 060515 9.420 9.470 9.420 9.470 +0.005 295 9,076 -26
Total Volume and Open Interest 99,960 798,976 +29,336
Brent Crude Oil(ICE)
Jun06 060515 71.50 71.50 68.65 69.67 -2.65 56,107 43,586 -8,403
Jul06 060515 72.31 72.49 69.45 70.18 -2.61 61,864 130,375 +4,339
Aug06 060515 72.54 72.56 70.03 70.77 -2.57 22,685 97,968 +4,366
Sep06 060515 72.60 72.60 71.08 71.25 -2.53 3,727 27,287 +961
Oct06 060515 73.14 73.14 71.63 71.63 -2.48 1,987 27,099 -294
Nov06 060515 73.39 73.39 71.94 71.94 -2.42 1,349 11,714 +24
Dec06 060515 73.52 73.54 71.99 72.15 -2.36 2,675 46,784 -16
Jan07 060515 72.90 72.90 72.32 72.32 -2.30 47 10,478 -79
Feb07 060515 72.77 72.77 72.40 72.40 -2.28 35 7,211 -21
Mar07 060515 73.10 73.10 72.42 72.42 -2.26 35 6,062 -10
Apr07 060515 72.39 72.39 72.39 72.39 -2.25 0 2,290 -24
May07 060515 72.37 72.37 72.37 72.37 -2.19 0 885 +0
Jun07 060515 72.94 72.94 72.35 72.35 -2.13 0 10,547 +0
Jul07 060515 72.25 72.25 72.25 72.25 -2.07 0 50 +0
Total Volume and Open Interest 151,388 470,134 +898
Gas Oil(ICE)
Jun06 060515 636.00 637.25 611.75 619.00 -27.00 28,912 70,297 -5,302
Jul06 060515 642.00 643.00 618.25 625.50 -26.50 18,887 51,442 +5,923
Aug06 060515 647.50 647.50 627.00 632.50 -26.00 2,630 12,456 +440
Sep06 060515 649.75 650.75 636.00 640.00 -24.75 966 9,292 -7
Oct06 060515 661.00 661.00 642.75 647.00 -24.50 508 8,635 +8
Nov06 060515 661.50 661.75 651.75 652.25 -24.25 500 5,461 -70
Dec06 060515 669.75 669.75 651.75 656.25 -23.75 1,246 28,482 +0
Jan07 060515 654.50 659.00 654.50 659.00 -23.50 0 6,510 +0
Feb07 060515 657.25 657.25 657.25 657.25 -23.25 0 478 +0
Mar07 060515 655.75 655.75 655.75 655.75 -22.75 0 3,222 +0
Total Volume and Open Interest 54,049 223,625 +1,042
US Dollar Index(NYBOT)
Jun06 060515 83.42 84.53 83.42 84.39 +0.56 4,273 36,703 -890
Sep06 060515 83.95 84.15 83.80 84.03 +0.56 36 2,300 +11
Dec06 060515 83.68 83.90 83.68 83.70 +0.56 10 91 +6
Total Volume and Open Interest 4,321 39,103 -871
Australian Dollar(CME)
Jun06 060515 76.36 76.45 76.01 76.03 -1.32 2,525 78,201 +285
Sep06 060515 76.33 76.33 75.91 75.91 -1.32 103 1,004 -4
Dec06 060515 76.33 76.33 75.80 75.80 -1.32 0 210 +0
Total Volume and Open Interest 2,628 79,430 +282
British Pound(CME)
Jun06 060515 188.42 188.70 187.93 188.05 -1.29 9,639 105,119 +892
Sep06 060515 188.68 188.68 188.31 188.31 -1.29 91 1,076 +19
Dec06 060515 188.58 188.58 188.58 188.58 -1.29 5 95 -5
Total Volume and Open Interest 9,735 106,290 +906
Canadian Dollar(CME)
Jun06 060515 89.78 90.06 89.56 89.87 -0.35 2,442 114,515 -1,715
Sep06 060515 90.02 90.28 89.95 90.11 -0.35 41 3,137 +131
Dec06 060515 90.10 90.37 90.10 90.35 -0.35 5 963 +25
Mar07 060515 90.59 90.59 90.59 90.59 -0.35 1 183 +5
Total Volume and Open Interest 2,492 118,827 -1,551
Japanese Yen(CME)
Jun06 060515 91.25 91.45 90.90 91.17 -0.09 12,744 191,442 -1,530
Sep06 060515 92.35 92.37 92.30 92.31 -0.09 18 20,605 -107
Dec06 060515 93.39 93.39 93.39 93.39 -0.09 1 430 -129
Total Volume and Open Interest 12,781 212,493 -1,757
Swiss Franc(CME)
Jun06 060515 82.98 83.07 82.80 82.93 -0.78 3,889 99,013 +21
Sep06 060515 83.85 83.85 83.70 83.70 -0.78 29 1,163 -12
Dec06 060515 84.33 84.33 84.33 84.33 -0.78 0 55 +0
Total Volume and Open Interest 3,918 100,237 +15
EuroFX(CME)
Jun06 060515 128.57 128.82 128.14 128.39 -0.99 8,266 189,085 -3,249
Sep06 060515 129.37 129.41 129.10 129.10 -0.99 140 4,628 +77
Dec06 060515 129.72 129.72 129.72 129.72 -0.99 2 338 +36
Total Volume and Open Interest 8,408 194,193 -3,136
Mexican Peso(CME)
Jun06 060515 8937.0 8975.0 8860.0 8932.0 -60.0 9,190 58,202 -1,326
Sep06 060515 8850.0 8877.0 8850.0 8877.0 -60.0 18 1,212 -2
Total Volume and Open Interest 9,399 84,056 -1,295
30-Year T-Bonds(CBOT)
Jun06 060515 105~11 106~06 105~11 105~28 +0~10 388,585 806,373 +5,796
Sep06 060515 105~08 105~30 105~03 105~21 +0~10 28,893 70,586 +13,655
Dec06 060515 106~00 106~08 105~09 105~18 +0~10 102 1,529 -9
Total Volume and Open Interest 417,580 878,489 +19,442
10-Year T-Notes(CBOT)
Jun06 060515 104~195 105~025 104~185 104~300 +0~075 921,027 2,304,677 +57,837
Sep06 060515 104~140 104~280 104~130 104~245 +0~075 32,720 159,687 +4,970
Total Volume and Open Interest 955,369 2,473,726 +64,094
5-Year T-Notes(CBOT)
Jun06 060515 103~210 103~250 103~195 103~230 +0~045 455,620 0 +0
Sep06 060515 103~175 103~205 103~155 103~195 +0~045 4,633 0 +0
Dec06 060515 103~210 103~210 103~210 103~210 +0~045 0 1 +0
Total Volume and Open Interest 460,253 1 +0
2 Year T-Notes(CBOT)
Jun06 060515 101~086 101~090 101~084 101~086 +0~005 8,203 632,628 +6,064
Sep06 060515 101~085 101~090 101~085 101~088 +0~006 1,025 15,132 +3,110
Total Volume and Open Interest 9,228 647,760 +9,174
Eurodollars(CME)
Jun06 060515 94.750 94.755 94.745 94.750 +0.005 43,172 1,232,893 -73,617
Sep06 060515 94.665 94.700 94.660 94.685 +0.015 369,916 1,465,464 -35,469
Dec06 060515 94.660 94.675 94.650 94.655 +0.015 29,398 1,469,859 -34,054
Mar07 060515 94.670 94.695 94.660 94.675 +0.025 24,688 1,189,711 +14,324
Jun07 060515 94.670 94.695 94.665 94.685 +0.030 28,453 1,031,901 -30,954
Sep07 060515 94.670 94.690 94.655 94.680 +0.030 27,101 904,994 +4,721
Dec07 060515 94.660 94.680 94.640 94.665 +0.025 29,849 636,151 +10,382
Mar08 060515 94.645 94.670 94.630 94.655 +0.025 29,158 445,568 +5,225
Jun08 060515 94.610 94.650 94.610 94.640 +0.035 15,751 283,190 +2,091
Sep08 060515 94.595 94.630 94.580 94.615 +0.035 11,538 229,726 -3,753
Dec08 060515 94.555 94.585 94.540 94.570 +0.035 15,592 203,197 -245
Mar09 060515 94.520 94.565 94.520 94.555 +0.040 13,612 146,467 -1,389
Jun09 060515 94.505 94.545 94.490 94.525 +0.040 2,472 114,804 +430
Sep09 060515 94.470 94.510 94.455 94.490 +0.040 2,028 110,983 -382
Dec09 060515 94.420 94.460 94.420 94.440 +0.040 2,069 112,900 -311
Mar10 060515 94.395 94.420 94.395 94.415 +0.040 2,688 88,287 +595
Jun10 060515 94.350 94.400 94.345 94.385 +0.040 2,959 65,369 +811
Sep10 060515 94.330 94.365 94.310 94.355 +0.045 2,591 54,895 -664
Total Volume and Open Interest 319,118 10,011,547 -99,315
3-Mth Euro-Yen(CME)
Jun06 060515 99.73 99.73 99.73 99.73 +0.02 677 11,376 -1,506
Sep06 060515 99.49 99.50 99.48 99.49 +0.02 2,432 10,526 +1,379
Dec06 060515 99.26 99.28 99.26 99.27 +0.02 1,404 8,717 -117
Mar07 060515 99.03 99.04 99.03 99.04 +0.02 146 6,378 -312
Jun07 060515 98.85 98.85 98.85 98.85 +0.03 30 6,584 +166
Sep07 060515 98.66 98.66 98.66 98.66 +0.03 1,000 1,814 -64
Dec07 060515 98.49 98.49 98.49 98.49 +0.02 519 1,152 +448
Mar08 060515 98.32 98.32 98.32 98.32 +0.02 19 220 -101
Jun08 060515 98.21 98.21 98.21 98.21 +0.02 0 251 +0
Sep08 060515 98.12 98.12 98.12 98.12 +0.02      
Total Volume and Open Interest 6,227 47,022 -108
3-Mth Euro-Yen(SIMEX)
Jun06 060515 99.72 99.74 99.72 99.73 +0.02 2,978 61,555 -1,149
Sep06 060515 99.47 99.49 99.46 99.49 +0.02 3,794 53,493 -170
Dec06 060515 99.25 99.27 99.24 99.27 +0.02 5,278 105,654 -890
Mar07 060515 99.02 99.04 99.02 99.04 +0.02 2,054 50,742 +345
Jun07 060515 98.82 98.84 98.82 98.84 +0.01 2,853 23,359 +1,214
Sep07 060515 98.63 98.66 98.63 98.66 +0.02 1,053 14,108 +344
Dec07 060515 98.49 98.49 98.49 98.49 +0.01 0 21,444 -1
Mar08 060515 98.33 98.33 98.33 98.33 +0.02 0 16,970 -1
Total Volume and Open Interest 18,010 348,905 -308
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 060515 108~27 109~12 108~26 109~11 +0~15 76,150 306,242 -7,324
Sep06 060515 108~18 109~02 108~18 109~02 +0~15 6 13,564 +6
Total Volume and Open Interest 76,156 319,806 -7,318
3-Mth Short Sterling(LIFFE)
Jun06 060515 95.24 95.24 95.24 95.24 +0.01 57,615 461,076 +2,219
Sep06 060515 95.08 95.08 95.08 95.08 +0.03 132,967 553,302 -3,668
Dec06 060515 94.96 94.96 94.96 94.96 +0.05 143,720 380,689 -14,401
Total Volume and Open Interest 579,557 2,538,633 -18,286
3-Mth Euribor(LIFFE)
Jun06 060515 96.960 96.990 96.955 96.985 +0.025 186,236 590,331 -11,923
Sep06 060515 96.660 96.735 96.660 96.725 +0.055 111,030 697,115 +7,872
Dec06 060515 96.465 96.550 96.455 96.540 +0.075 166,167 724,193 -19,136
Total Volume and Open Interest 790,309 3,855,335 -21,071
3-Mth Aus T-Bills(SFE)
Jun06 060515 94.09 94.10 94.08 94.10 unch 1,713 131,604 -14,667
Sep06 060515 93.94 93.96 93.93 93.96 unch 20,184 266,780 -14,768
Dec06 060515 93.88 93.90 93.86 93.90 unch 5,351 117,543 -4,098
Mar07 060515 93.87 93.87 93.84 93.87 -0.01 415 50,563 +6
Jun07 060515 93.81 93.85 93.81 93.85 -0.01 702 28,491 -355
Sep07 060515 93.79 93.81 93.79 93.81 -0.01 249 22,053 -483
Dec07 060515 93.75 93.78 93.75 93.78 -0.01 240 15,660 +856
Mar08 060515 93.72 93.74 93.72 93.74 -0.01 52 8,842 +52
Jun08 060515 93.72 93.72 93.72 93.72 -0.01 0 1,387 +0
Sep08 060515 93.70 93.70 93.70 93.70 -0.01 0 813 +0
Total Volume and Open Interest 28,911 645,262 -33,457
10-Year Aus T-Bonds(SFE)
Jun06 060515 94.14 94.17 94.12 94.17 -0.01 16,984 349,994 -3,280
Sep06 060515 94.17 94.17 94.17 94.17 -0.01      
Total Volume and Open Interest 16,984 349,994 -3,280
3-Year Aus T-Bonds(SFE)
Jun06 060515 94.20 94.22 94.17 94.22 -0.01 44,697 500,400 +1,655
Sep06 060515 94.22 94.22 94.22 94.22 -0.01      
Total Volume and Open Interest 44,697 500,400 +1,655
Gold(CMX)
Jun06 060515 692.0 700.0 679.0 685.0 -26.8 79,675 195,831 -12,592
Aug06 060515 695.0 708.0 685.0 691.9 -27.1 14,508 59,707 +5,286
Oct06 060515 707.0 710.0 695.0 698.7 -27.3 548 10,517 -23
Dec06 060515 707.0 721.0 700.0 705.4 -27.6 2,259 25,005 +329
Feb07 060515 710.0 725.0 710.0 712.3 -27.8 9 13,248 -1
Apr07 060515 727.0 727.0 719.2 719.2 -28.0 11 1,598 +0
Jun07 060515 733.5 739.5 719.5 726.1 -28.2 82 12,056 +55
Aug07 060515 732.9 732.9 732.9 732.9 -28.5 0 384 +0
Oct07 060515 739.7 739.7 739.7 739.7 -28.8 107 1,972 +105
Dec07 060515 750.0 765.0 746.6 746.6 -29.0 375 13,784 +230
Feb08 060515 753.5 753.5 753.5 753.5 -29.2 200 562 +200
Total Volume and Open Interest 97,839 344,113 -6,396
Silver(CMX)
May06 060515 1330.0 1340.0 1310.0 1324.6 -90.0 66 1,163 -131
Jul06 060515 1325.0 1366.0 1305.0 1333.5 -90.0 24,638 59,041 -520
Sep06 060515 1317.0 1374.0 1317.0 1342.3 -89.5 657 7,181 -478
Dec06 060515 1330.0 1370.0 1312.0 1346.5 -88.5 838 18,519 +213
Mar07 060515 1350.0 1370.0 1348.0 1348.0 -87.5 0 7,444 +0
May07 060515 1338.0 1348.1 1325.0 1348.1 -86.5 0 2,027 +0
Jul07 060515 1380.0 1380.0 1347.5 1347.5 -86.0 0 4,758 +0
Total Volume and Open Interest 26,322 108,760 -835
Platinum(NYM)
Jul06 060515 1276.0 1289.8 1264.2 1284.8 -33.7 1,796 9,422 -282
Oct06 060515 1293.0 1293.0 1280.0 1284.8 -33.7 93 263 -50
Total Volume and Open Interest 1,889 9,685 -332
Palladium(NYME)
Jun06 060515 361.00 379.00 359.00 374.75 -23.60 1,758 14,488 -443
Sep06 060515 378.00 385.00 363.00 379.50 -23.60 357 2,837 +209
Dec06 060515 365.00 392.00 365.00 382.50 -23.60 1 494 +1
Total Volume and Open Interest 2,116 17,839 -233
Copper(CMX)
May06 060515 379.00 391.00 377.00 386.90 -9.75 764 5,008 -403
Jul06 060515 360.00 380.80 360.00 374.65 -11.75 9,024 53,952 -42
Sep06 060515 358.00 373.00 358.00 369.15 -11.00 1,172 9,365 +46
Dec06 060515 344.00 360.00 344.00 359.15 -8.25 656 5,081 +267
Mar07 060515 349.15 349.15 349.15 349.15 -5.50 2 1,064 +2
Total Volume and Open Interest 12,818 87,430 -172
Aluminum(CMX)
May06 060515 135.75 135.75 135.75 135.75 -7.15      
Jun06 060515 135.50 135.75 135.50 135.75 -7.15 0 262 +0
Jul06 060515 135.55 135.55 135.55 135.55 -6.90 0 20 +0
Aug06 060515 135.30 135.30 135.30 135.30 -6.75      
Sep06 060515 135.05 135.05 135.05 135.05 -6.65 0 1 +0
Oct06 060515 134.85 134.85 134.85 134.85 -6.50 0 40 +0
Total Volume and Open Interest 0 930 +0
DJIA Index(CBOT)
Jun06 060515 11383 11458 11358 11449 +41 7,711 44,146 -1,016
Sep06 060515 11475 11540 11475 11535 +41 21 403 +96
Dec06 060515 11550 11600 11550 11600 +41 0 1,686 +0
Mar07 060515 11714 11714 11714 11714 +41      
Total Volume and Open Interest 7,732 46,235 -920
S & P 500(CME)
Jun06 060515 1290.00 1298.80 1288.00 1297.20 +2.90 49,054 611,818 -7,688
Sep06 060515 1301.00 1310.00 1301.00 1308.20 +2.90 12,996 50,620 +11,766
Dec06 060515 1319.30 1319.30 1319.30 1319.30 +2.90 16 3,215 +1
Mar07 060515 1330.40 1330.40 1330.40 1330.40 +2.90 0 99 +0
Total Volume and Open Interest 62,066 666,089 +4,079
S & P 500 E-Mini(Globex)
Jun06 060515 1289.00 1299.00 1285.25 1297.25 +3.00 1,344,307 1,385,109 -3,028
Sep06 060515 1302.00 1309.50 1296.25 1308.25 +3.00 6,046 9,014 +3,593
Total Volume and Open Interest 1,350,353 1,394,123 +565
NASDAQ 100(CME)
Jun06 060515 1634.50 1647.50 1625.50 1635.80 -5.70 6,726 61,945 +99
Sep06 060515 1661.00 1662.50 1655.80 1655.80 -5.70 2 29 +2
Dec06 060515 1676.80 1676.80 1676.80 1676.80 -5.70 0 5 +0
Total Volume and Open Interest 6,728 61,979 +101
NASDAQ 100 E-Mini(Globex)
Jun06 060515 1639.00 1647.80 1619.00 1635.80 -5.70 444,888 382,806 +6,193
Sep06 060515 1660.30 1665.50 1640.80 1655.80 -5.70 342 354 +20
Total Volume and Open Interest 445,230 383,160 +6,213
S & P Midcap 400(CME)
Jun06 060515 787.00 789.50 783.25 785.70 -5.50 368 10,926 +190
Sep06 060515 137.34 137.34 137.34 137.34 -5.50      
Dec06 060515 144.34 144.34 144.34 144.34 -5.50      
Total Volume and Open Interest 368 10,926 +190
Russell 2000(CME)
Jun06 060515 736.25 742.80 731.70 738.90 -2.90 2,657 39,836 -80
Sep06 060515 745.30 745.30 745.30 745.30 -2.90 3 273 +3
Dec06 060515 752.40 752.40 752.40 752.40 -2.90 0 8 +0
Total Volume and Open Interest 2,660 40,117 -77
Russell 2000 E-Mini(Globex)
Jun06 060515 741.50 743.60 731.20 738.90 -2.90 198,523 396,755 +12,065
Sep06 060515 747.40 748.50 738.20 745.30 -2.90 117 2,046 +54
Total Volume and Open Interest 198,640 398,801 +12,119
Value Line(KCBT)
Jun06 060515 2060.00 2080.00 2045.00 2080.00 -20.00 2 77 +0
Total Volume and Open Interest 2 78 +0
Nikkei 225(CME)
Jun06 060515 16320 16490 16265 16490 -105 87,647 224,562 +184
Sep06 060515 16365 16485 16280 16485 -115 76 430 +6
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060515 16320 16490 16265 16490 -105 87,647 224,562 +184
Sep06 060515 16365 16485 16280 16485 -115 76 430 +6
Dec06 060515 16445 16445 16445 16445 -115      
Total Volume and Open Interest 87,786 225,016 +190
CAC 40(MATIF)
May06 060515 5102.5 5124.0 5035.5 5044.5 -93.5 154,416 475,712 +46,270
Jun06 060515 5053.5 5079.5 4993.0 5000.0 -94.0 6,197 97,885 +424
Jul06 060515 5031.5 5050.0 5009.5 5009.5 -93.5 118 423 +116
Total Volume and Open Interest 161,114 581,971 +46,805
Hang Seng Index(HKFE)
May06 060515 16510 16578 16224 16230 -545 34,801 123,578 -1,243
Jun06 060515 16552 16639 16288 16294 -540 1,960 6,589 +1,101
Total Volume and Open Interest 36,786 130,802 -130
DAX Index(EUREX)
Jun06 060515 5884.0 5919.0 5795.0 5873.0 -61.0 258,332 268,985 -3,027
Sep06 060515 5955.0 5955.5 5856.5 5918.0 -61.0 1,581 12,949 -80
Dec06 060515 6002.5 6002.5 5905.0 5967.0 -62.0 1,073 3,744 +134
Total Volume and Open Interest 260,986 285,678 -2,973
FT-SE 100(LIFFE)
Jun06 060515 5887.00 5907.50 5756.00 5839.00 -92.50 124,247 468,477 -10,107
Sep06 060515 5919.00 5919.00 5775.50 5856.50 -93.00 516 3,024 +303
Dec06 060515 5891.00 5891.00 5891.00 5891.00 -94.00 8 35,302 +0
Total Volume and Open Interest 124,771 507,803 -9,804
SPI 200(SFE)
Jun06 060515 5230.0 5250.0 5221.0 5236.0 -88.0 11,446 235,957 +502
Sep06 060515 5235.0 5248.0 5229.0 5236.0 -88.0 29 5,269 -5
Dec06 060515 5260.0 5260.0 5260.0 5260.0 -88.0 78 3,313 +60
Total Volume and Open Interest 11,630 247,152 +557
GSCI(CME)
Jun06 060515 478.40 479.20 474.50 474.50 -17.70 914 21,567 +301
Jul06 060515 481.50 481.50 481.50 481.50 -16.50 0 22 +0
Aug06 060515 484.80 484.80 484.80 484.80        
Reuters CRB Index(NYBOT)
Jun06 060515 393.00 393.00 390.50 391.50 -7.75 107 412 -30
Aug06 060515 401.00 401.00 400.00 400.00 -7.75 5 456 +0
Nov06 060515 407.50 407.50 407.50 407.50 -7.75 3 200 +0
Total Volume and Open Interest 117 1,068 -30
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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