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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 Tue May 16, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060516 601.00 605.00 598.00 602.75 -1.75 37,281 230,704 -1,719
Aug06 060516 607.00 610.75 605.00 609.25 -1.50 1,544 14,395 +409
Sep06 060516 612.50 616.00 611.00 613.75 -2.25 499 11,917 +204
Nov06 060516 621.50 626.75 619.50 624.75 -1.00 10,535 102,490 +1,041
Jan07 060516 628.50 634.00 627.50 632.25 -1.50 235 7,060 +192
Mar07 060516 633.50 639.50 633.50 639.00 -0.25 474 3,750 +173
May07 060516 635.00 641.00 635.00 640.50 -1.50 644 3,422 -13
Total Volume and Open Interest 52,284 388,689 +227
Soybean Meal(CBOT)
Jul06 060516 177.00 177.00 175.60 176.20 -1.20 11,037 94,477 -220
Aug06 060516 178.50 178.50 177.10 177.90 -1.20 2,463 18,180 +228
Sep06 060516 179.80 179.80 178.30 178.90 -1.30 657 15,102 +47
Oct06 060516 180.80 180.80 179.70 180.20 -1.00 374 9,131 -155
Dec06 060516 182.70 183.00 181.80 182.70 -0.90 3,357 31,532 +527
Jan07 060516 183.50 184.00 183.00 183.80 -0.70 8 2,191 -2
Mar07 060516 186.00 186.00 185.00 186.00 -0.50 24 1,811 +38
May07 060516 186.50 186.50 185.50 186.50 -0.70 115 2,325 -30
Total Volume and Open Interest 18,442 176,232 +285
Soybean Oil(CBOT)
Jul06 060516 25.32 25.90 25.30 25.71 +0.22 21,244 164,409 -3,270
Aug06 060516 25.50 26.03 25.50 25.88 +0.20 2,343 11,686 -375
Sep06 060516 25.70 26.18 25.70 26.02 +0.17 657 9,256 -182
Oct06 060516 25.90 26.38 25.90 26.27 +0.19 448 6,868 +254
Dec06 060516 26.28 26.84 26.27 26.67 +0.22 5,314 37,890 -359
Jan07 060516 26.82 26.82 26.82 26.82 +0.18 831 3,756 +545
Mar07 060516 26.98 27.02 26.98 27.02 +0.21 62 1,355 +25
May07 060516 27.00 27.10 27.00 27.09 +0.15 73 3,128 +17
Total Volume and Open Interest 31,144 246,714 -3,271
Canola(WCE)
May06 060512 273.1 273.1 273.1 273.1 +2.5 39 50 -503
Jul06 060516 279.5 282.5 278.3 281.5 +0.9 5,251 49,484 -225
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060516 296.5 299.3 295.5 298.1 unch 1,317 31,518 +545
Jan07 060516 303.6 306.0 303.5 306.0 -0.2 36 2,741 +20
Total Volume and Open Interest 6,707 88,318 +400
Corn(CBOT)
Jul06 060516 259.00 260.00 257.00 259.00 -1.00 97,878 571,844 -1,225
Sep06 060516 269.00 270.75 268.00 270.00 -0.50 19,662 131,146 +5,744
Dec06 060516 282.00 284.25 281.00 283.00 -0.75 46,614 382,289 +5,806
Mar07 060516 292.25 293.25 290.25 292.50 -0.75 4,904 64,606 +1,629
May07 060516 297.50 299.50 295.25 297.75 -1.50 290 7,133 +58
Jul07 060516 302.50 304.00 300.00 302.00 -1.75 3,343 22,745 -683
Total Volume and Open Interest 183,510 1,309,429 +14,894
Wheat(CBOT)
Jul06 060516 398.00 404.00 396.50 403.50 +4.00 32,094 263,578 +6,459
Sep06 060516 409.00 416.00 409.00 415.50 +3.75 2,276 39,601 +1,372
Dec06 060516 426.00 434.00 426.00 433.00 +4.00 5,193 94,734 +1,531
Mar07 060516 440.50 448.00 440.50 447.75 +4.50 1,825 21,597 +235
May07 060516 447.50 451.00 447.50 451.00 +2.50 6 848 +3
Total Volume and Open Interest 45,691 471,982 +11,895
Wheat(KCBT)
May06 060512 477.00 477.00 470.00 475.00 +9.00 27 26 -13
Jul06 060516 476.00 486.00 476.00 485.75 +5.50 7,723 87,982 +2,572
Sep06 060516 483.75 493.00 483.50 492.75 +6.00 1,259 16,407 -337
Dec06 060516 490.00 497.00 490.00 496.25 +5.50 1,957 26,058 +739
Mar07 060516 492.00 500.00 492.00 500.00 +6.00 45 2,305 -5
Total Volume and Open Interest 11,627 142,642 +2,837
Wheat(MGE)
May06 060512 452.00 452.00 452.00 452.00 +4.00      
Jul06 060516 453.00 459.00 451.00 459.00 +4.25 2,437 22,440 -100
Sep06 060516 459.50 466.00 459.00 466.00 +5.25 1,874 11,465 +436
Dec06 060516 467.50 474.00 467.00 473.50 +4.50 951 17,064 +300
Mar07 060516 473.00 478.50 472.00 478.50 +2.50 69 963 -16
Total Volume and Open Interest 5,488 54,285 +670
Oats(CBOT)
Jul06 060516 195.75 197.50 194.00 197.50 -0.25 969 9,196 +444
Sep06 060516 190.00 192.00 190.00 192.00 unch 58 299 +17
Dec06 060516 183.75 187.75 183.50 187.25 +2.50 239 4,258 +112
Mar07 060516 193.50 193.50 193.50 193.50 +2.50 2 99 +1
Total Volume and Open Interest 1,268 13,857 +574
Rough Rice(CBOT)
May06 060516 8.61 8.61 8.61 8.61 -0.04 6 6 -4
Jul06 060516 8.86 8.90 8.75 8.81 -0.03 562 6,091 +77
Sep06 060516 9.09 9.14 9.05 9.06 -0.03 91 1,218 +50
Nov06 060516 9.25 9.30 9.18 9.22 -0.04 363 2,602 +159
Total Volume and Open Interest 1,196 11,497 +339
Live Cattle(CME)
Jun06 060516 77.750 77.925 77.200 77.650 -0.200 15,052 72,315 -2,157
Aug06 060516 78.950 79.200 78.500 78.875 -0.175 14,366 121,062 +1,414
Oct06 060516 82.550 83.100 82.450 82.775 unch 6,435 47,718 -187
Dec06 060516 84.600 85.025 84.450 84.725 +0.050 2,531 20,329 +608
Feb07 060516 87.200 87.450 86.950 87.375 +0.025 729 7,531 +47
Apr07 060516 85.650 85.700 85.300 85.700 +0.100 82 1,461 +12
Total Volume and Open Interest 39,251 270,600 -224
Feeder Cattle(CME)
May06 060516 103.200 103.900 102.825 103.850 +0.800 1,199 4,372 -411
Aug06 060516 106.775 106.850 106.150 106.825 -0.025 3,402 18,672 +473
Sep06 060516 105.900 106.300 105.500 106.250 +0.075 332 2,641 +55
Oct06 060516 105.250 105.400 104.600 105.325 +0.050 254 2,147 +35
Nov06 060516 104.050 104.250 103.900 104.250 unch 40 598 +6
Jan07 060516 101.000 101.050 100.950 101.050 -0.200 3 273 +6
Mar07 060516 99.500 99.500 99.500 99.500 +0.400 1 1 +1
Total Volume and Open Interest 5,231 28,704 +165
Lean Hogs(CME)
Jun06 060516 66.600 67.500 66.000 67.375 +0.775 6,811 34,067 -69
Jul06 060516 66.075 66.900 65.700 66.550 +0.475 8,047 72,325 +698
Aug06 060516 65.400 66.125 65.025 66.075 +0.350 2,972 24,942 +280
Oct06 060516 56.850 57.200 56.300 57.050 +0.300 2,422 16,287 -479
Dec06 060516 55.100 55.700 54.750 55.450 +0.300 488 6,857 +20
Feb07 060516 56.775 57.300 56.400 57.275 +0.375 119 2,100 +18
Apr07 060516 57.200 57.900 57.000 57.750 +0.250 30 642 +15
May07 060516 60.000 60.250 60.000 60.250 -0.150 4 38 +2
Total Volume and Open Interest 20,893 157,258 -2,759
Pork Bellies(CME)
May06 060516 82.250 84.500 81.900 84.500 +2.500 7 93 -2
Jul06 060516 81.300 84.225 81.300 84.025 +2.200 352 1,834 +232
Aug06 060516 78.000 80.900 78.000 80.000 +2.075 26 301 +28
Feb07 060516 84.500 84.500 84.500 84.500 -0.350 4 14 +4
Mar07 060516 84.750 84.750 84.750 84.750 -0.350 0 6 +0
Total Volume and Open Interest 389 2,248 +262
Class III Milk(CME)
May06 060516 10.80 10.80 10.80 10.80 +0.03 35 3,065 -21
Jun06 060516 11.19 11.29 11.10 11.22 +0.05 88 3,317 -10
Jul06 060516 11.58 11.65 11.37 11.50 unch 108 3,413 -36
Aug06 060516 11.75 11.85 11.55 11.79 +0.09 200 3,926 +108
Sep06 060516 12.15 12.20 12.00 12.17 +0.04 167 3,597 +42
Total Volume and Open Interest 1,243 31,026 +238
Cocoa(NYBOT)
May06 060515 1490 1490 1490 1490 -62 65 24 -43
Jul06 060516 1535 1555 1533 1553 +13 7,545 58,033 +1,131
Sep06 060516 1559 1575 1556 1574 +13 1,133 27,359 +233
Dec06 060516 1590 1604 1588 1604 +13 681 15,917 +85
Mar07 060516 1626 1634 1626 1634 +13 672 10,492 +325
May07 060516 1651 1653 1651 1653 +12 100 4,226 +100
Jul07 060516 1666 1673 1666 1673 +13 100 2,243 +100
Total Volume and Open Interest 10,428 129,999 +2,124
Coffee "C"(NYBOT)
May06 060516 100.50 101.00 100.50 100.85 +1.25 12 96 -22
Jul06 060516 102.25 103.25 102.00 102.60 +1.00 10,943 71,463 +2,627
Sep06 060516 105.50 106.05 104.95 105.45 +1.00 3,645 17,818 +614
Dec06 060516 109.70 109.70 108.75 109.15 +1.00 1,588 9,457 -190
Mar07 060516 113.10 113.10 112.00 112.65 +1.05 90 3,112 +25
May07 060516 114.40 114.75 114.40 114.75 +1.20 66 766 +9
Total Volume and Open Interest 16,367 104,883 +3,077
Orange Juice(NYBOT)
Jul06 060516 158.05 162.00 157.00 161.65 +2.20 1,804 27,711 +429
Sep06 060516 157.25 161.00 156.50 161.00 +2.30 374 3,986 +122
Nov06 060516 155.00 157.75 153.75 157.75 +2.50 46 2,788 +30
Jan07 060516 151.00 155.50 151.00 155.50 +2.50 226 1,770 +58
Mar07 060516 155.50 155.50 155.50 155.50 +2.50 24 399 -3
Total Volume and Open Interest 2,480 36,695 +640
Sugar #11(NYBOT)
Jul06 060516 17.05 17.10 16.86 17.03 -0.14 28,654 255,009 -3,032
Oct06 060516 17.28 17.40 17.10 17.32 -0.16 11,097 101,784 +1,971
Mar07 060516 17.55 17.70 17.50 17.66 -0.15 3,369 70,173 -385
May07 060516 17.40 17.59 17.37 17.55 -0.16 1,410 27,840 -80
Jul07 060516 17.32 17.46 17.25 17.46 -0.14 839 22,938 -5
Total Volume and Open Interest 45,983 497,802 -1,352
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060516 23.50 23.50 23.30 23.30 -0.21 81 2,983 -14
Sep06 060516 23.30 23.30 23.30 23.30 -0.22 4 4,231 +1
Nov06 060516 22.50 22.50 22.48 22.48 -0.13 0 1,101 +0
Jan07 060516 22.63 22.63 22.63 22.63 -0.02 1 1,201 +1
Total Volume and Open Interest 108 12,731 +4
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060516 864 868 858 867 +5 3,450 73,817 -186
Sep06 060516 876 881 871 880 +5 610 36,641 +184
Dec06 060516 895 901 892 901 +5 850 37,563 +188
Mar07 060516 904 911 901 910 +5 1,342 17,343 +632
May07 060516 915 920 913 920 +5 0 1,538 +0
Jul07 060516 928 928 928 928 +5 25 2,024 +25
Total Volume and Open Interest 7,616 174,485 +2,027
London Coffee(LCE)
May06 060516 1130.00 1139.00 1130.00 1136.00 +9.00 173 687 -257
Jul06 060516 1145.00 1164.00 1144.00 1151.00 +2.00 7,488 69,665 -2,940
Sep06 060516 1162.00 1180.00 1161.00 1169.00 +3.00 3,184 32,443 +1,191
Nov06 060516 1182.00 1189.00 1175.00 1181.00 +4.00 11,044 23,188 +10,702
Jan07 060516 1193.00 1193.00 1191.00 1191.00 +4.00 64 1,667 -8
Mar07 060516 1198.00 1198.00 1198.00 1198.00 +4.00 12 385 +1
Total Volume and Open Interest 21,965 128,338 +8,689
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060516 485.20 485.20 479.20 484.70 -2.30 3,745 39,379 -777
Oct06 060516 475.60 475.60 469.00 474.20 -2.80 1,763 16,685 +383
Dec06 060516 467.10 468.90 465.50 468.20 -3.80 206 5,627 +5
Mar07 060516 463.00 463.40 460.00 463.00 -4.00 459 5,271 -51
Total Volume and Open Interest 6,251 70,518 -394
Cotton(NYBOT)
Jul06 060516 51.60 51.75 51.35 51.39 -0.21 7,018 110,079 +794
Oct06 060516 54.60 54.65 54.30 54.30 -0.40 56 2,537 -6
Dec06 060516 56.20 56.28 55.82 55.87 -0.41 3,811 49,452 +2,512
Mar07 060516 58.25 58.25 58.00 58.00 -0.40 336 6,480 +512
May07 060516 59.30 59.30 58.90 58.90 -0.30 0 351 +0
Jul07 060516 60.20 60.20 59.85 59.85 -0.40 4 1,718 -1
Total Volume and Open Interest 11,230 171,633 +3,817
Lumber(CME)
Jul06 060516 325.0 327.0 320.6 326.0 +1.5 657 3,478 +103
Sep06 060516 333.5 334.8 331.1 334.1 -1.7 103 695 +3
Nov06 060516 321.3 325.6 321.2 321.6 -3.1 20 176 +4
Jan07 060516 330.0 330.0 330.0 330.0 -5.5      
Total Volume and Open Interest 1,077 4,927 +138
Crude Oil(NYM)
Jun06 060516 69.60 70.70 68.90 69.53 +0.12 118,931 131,238 -17,743
Jul06 060516 70.70 71.60 69.90 70.32 -0.15 84,940 267,499 +9,420
Aug06 060516 71.50 72.40 70.80 71.18 -0.17 24,590 78,566 +716
Sep06 060516 72.20 73.10 71.65 71.91 -0.15 11,453 57,137 -1,185
Oct06 060516 73.00 73.50 72.49 72.49 -0.12 5,981 35,670 +278
Nov06 060516 73.50 73.75 72.92 72.92 -0.09 2,687 22,657 +821
Dec06 060516 73.65 74.40 73.00 73.23 -0.06 14,804 104,528 -357
Jan07 060516 74.00 74.25 73.45 73.45 -0.01 664 28,443 +48
Feb07 060516 73.58 73.58 73.58 73.58 +0.02 498 15,595 +506
Mar07 060516 73.70 73.70 73.65 73.65 +0.04 816 12,612 +443
Apr07 060516 73.67 73.67 73.67 73.67 +0.04 140 8,570 +40
May07 060516 73.66 73.66 73.66 73.66 +0.03 10 6,597 +0
Jun07 060516 73.60 73.61 73.55 73.61 +0.02 1,193 33,529 -132
Jul07 060516 73.52 73.52 73.52 73.52 +0.02 250 7,264 +150
Aug07 060516 73.42 73.42 73.42 73.42 +0.02 0 4,557 +0
Sep07 060516 73.32 73.32 73.32 73.32 +0.02 22 7,488 +0
Total Volume and Open Interest 274,918 1,084,501 -7,344
Heating Oil(NYM)
Jun06 060516 196.20 198.25 193.70 195.15 +0.65 35,167 39,952 -4,069
Jul06 060516 198.30 200.70 196.10 197.73 +0.98 18,905 63,355 +2,654
Aug06 060516 201.25 203.40 199.50 200.48 +0.98 3,254 14,747 +378
Sep06 060516 203.50 207.00 202.00 203.23 +0.98 387 9,782 +98
Oct06 060516 206.30 209.35 205.80 206.08 +0.98 462 5,842 -101
Nov06 060516 210.40 212.50 208.25 209.53 +0.98 646 4,490 -305
Dec06 060516 214.00 216.00 212.70 213.18 +0.98 1,800 15,551 -24
Jan07 060516 217.00 219.00 215.00 215.93 +1.03 372 9,001 -13
Feb07 060516 217.50 219.50 215.65 216.48 +1.08 312 2,869 +150
Mar07 060516 215.40 217.70 214.00 214.53 +1.23 274 2,922 -12
Apr07 060516 209.50 212.60 209.10 209.33 +1.23 269 3,057 +18
May07 060516 205.35 207.00 205.35 205.48 +1.28 16 434 +13
Total Volume and Open Interest 62,302 174,438 -1,181
Unleaded Gas(NYM)
Jun06 060516 206.25 206.75 201.00 202.61 -2.79 25,867 39,434 -2,753
Jul06 060516 205.00 205.50 200.50 201.59 -2.01 12,082 40,461 +2,787
Aug06 060516 202.25 202.75 199.50 199.79 -1.11 3,247 8,178 +726
Sep06 060516 200.00 200.00 194.50 197.24 -0.61 1,077 6,908 -20
Oct06 060516 186.69 186.69 186.69 186.69 -0.21 117 4,732 +87
Nov06 060516 181.00 182.99 181.00 182.99 -0.01 20 1,859 +0
Dec06 060516 182.00 183.00 181.29 181.39 +0.29 182 2,430 +63
Jan07 060516 181.99 181.99 181.99 181.99 +0.44 27 1,449 -25
Total Volume and Open Interest 42,619 105,451 +865
Natural Gas(NYM)
Jun06 060516 6.240 6.320 6.130 6.252 +0.129 27,974 61,691 -2,521
Jul06 060516 6.540 6.580 6.430 6.516 +0.101 12,942 97,570 +1,366
Aug06 060516 6.880 6.940 6.840 6.881 +0.111 5,041 32,651 -688
Sep06 060516 7.260 7.310 7.200 7.266 +0.131 7,427 28,533 +824
Oct06 060516 7.730 7.810 7.610 7.766 +0.161 7,264 42,736 -485
Nov06 060516 9.060 9.150 9.020 9.116 +0.131 2,971 43,120 -844
Dec06 060516 10.450 10.470 10.330 10.456 +0.106 2,670 24,396 +462
Jan07 060516 11.180 11.220 11.080 11.191 +0.096 2,219 40,010 -1,333
Feb07 060516 11.250 11.260 11.180 11.251 +0.086 820 24,518 +382
Mar07 060516 11.050 11.081 11.000 11.081 +0.096 1,559 43,655 +100
Apr07 060516 9.250 9.361 9.220 9.361 +0.146 3,345 22,789 +796
May07 060516 9.050 9.191 9.040 9.191 +0.166 2,500 23,684 -913
Jun07 060516 9.160 9.360 9.150 9.306 +0.173 1,070 9,426 +331
Jul07 060516 9.250 9.441 9.250 9.441 +0.181 218 6,331 +26
Aug07 060516 9.400 9.546 9.390 9.546 +0.186 286 6,819 -179
Sep07 060516 9.500 9.666 9.500 9.666 +0.196 94 9,080 +4
Total Volume and Open Interest 84,359 797,382 -1,594
Brent Crude Oil(ICE)
Jun06 060516 69.01 70.36 68.58 70.34 +0.67 54,462 24,955 -18,631
Jul06 060516 69.31 71.38 69.13 70.08 -0.10 98,983 133,317 +2,942
Aug06 060516 69.83 71.89 69.80 70.67 -0.10 25,031 100,376 +2,408
Sep06 060516 70.93 72.38 70.79 71.14 -0.11 8,440 27,277 -10
Oct06 060516 71.32 72.34 71.20 71.53 -0.10 3,675 27,059 -40
Nov06 060516 71.70 72.65 71.57 71.84 -0.10 1,820 11,964 +250
Dec06 060516 72.00 73.11 71.70 72.04 -0.11 7,452 46,629 -155
Jan07 060516 72.28 73.13 72.11 72.18 -0.14 154 10,328 -150
Feb07 060516 72.37 72.56 72.20 72.26 -0.14 300 7,211 +0
Mar07 060516 72.29 72.64 72.29 72.31 -0.11 175 5,912 -150
Apr07 060516 72.66 72.66 72.28 72.28 -0.11 0 2,290 +0
May07 060516 72.64 72.64 72.20 72.25 -0.12 0 885 +0
Jun07 060516 72.74 72.74 71.96 72.19 -0.16 35 10,578 +31
Jul07 060516 72.09 72.09 72.09 72.09 -0.16 0 50 +0
Total Volume and Open Interest 204,519 456,856 -13,278
Gas Oil(ICE)
Jun06 060516 610.50 628.25 602.00 620.25 +1.25 30,954 60,604 -9,693
Jul06 060516 610.00 633.75 610.00 626.00 +0.50 13,351 51,278 -164
Aug06 060516 627.75 640.50 624.75 633.00 +0.50 4,401 13,427 +971
Sep06 060516 634.25 645.25 631.25 640.00 unch 2,007 9,445 +153
Oct06 060516 639.75 654.00 639.75 647.00 unch 739 8,793 +158
Nov06 060516 655.50 655.50 652.75 652.75 +0.50 256 5,656 +195
Dec06 060516 650.25 664.00 649.00 656.75 +0.50 2,240 28,261 -221
Jan07 060516 653.50 661.50 653.50 659.75 +0.75 25 6,510 +0
Feb07 060516 658.75 658.75 658.75 658.75 +1.50 0 478 +0
Mar07 060516 658.25 658.25 658.25 658.25 +2.50 0 3,222 +0
Total Volume and Open Interest 54,545 214,921 -8,704
US Dollar Index(NYBOT)
Jun06 060516 84.57 84.65 84.01 84.01 -0.38 4,324 35,401 -1,302
Sep06 060516 84.05 84.07 83.67 83.67 -0.36 63 2,331 +31
Dec06 060516 83.36 83.36 83.36 83.36 -0.34 18 108 +17
Total Volume and Open Interest 4,406 37,850 -1,253
Australian Dollar(CME)
Jun06 060516 76.19 76.83 76.18 76.83 +0.80 9,215 77,374 -827
Sep06 060516 76.67 76.71 76.67 76.71 +0.80 1 982 -22
Dec06 060516 76.60 76.60 76.60 76.60 +0.80 1 215 +5
Total Volume and Open Interest 9,217 78,587 -843
British Pound(CME)
Jun06 060516 188.32 188.99 188.27 188.97 +0.92 4,919 106,892 +1,773
Sep06 060516 188.64 189.23 188.64 189.23 +0.92 1 1,125 +49
Dec06 060516 189.50 189.50 189.50 189.50 +0.92 0 97 +2
Total Volume and Open Interest 4,920 108,114 +1,824
Canadian Dollar(CME)
Jun06 060516 89.91 90.43 89.91 90.36 +0.49 2,401 110,309 -4,206
Sep06 060516 90.39 90.62 90.27 90.60 +0.49 48 3,373 +236
Dec06 060516 90.84 90.84 90.84 90.84 +0.49 14 996 +33
Mar07 060516 91.08 91.08 91.08 91.08 +0.49 0 182 -1
Total Volume and Open Interest 2,464 114,891 -3,936
Japanese Yen(CME)
Jun06 060516 91.15 91.58 91.13 91.54 +0.37 5,331 193,872 +2,430
Sep06 060516 92.35 92.77 92.35 92.68 +0.37 6 20,778 +173
Dec06 060516 93.76 93.76 93.76 93.76 +0.37 0 426 -4
Total Volume and Open Interest 5,337 215,092 +2,599
Swiss Franc(CME)
Jun06 060516 82.89 83.20 82.78 83.16 +0.23 1,977 99,102 +89
Sep06 060516 83.54 83.93 83.54 83.93 +0.23 20 1,175 +12
Dec06 060516 84.56 84.56 84.56 84.56 +0.23 0 53 -2
Total Volume and Open Interest 1,997 100,336 +99
EuroFX(CME)
Jun06 060516 128.49 128.95 128.40 128.90 +0.51 7,446 191,329 +2,244
Sep06 060516 129.22 129.61 129.22 129.61 +0.51 19 4,632 +4
Dec06 060516 129.81 130.23 129.81 130.23 +0.51 12 350 +12
Total Volume and Open Interest 7,477 196,453 +2,260
Mexican Peso(CME)
Jun06 060516 9010.0 9055.0 9000.0 9042.0 +110.0 10,434 63,529 +5,327
Sep06 060516 8972.0 8990.0 8972.0 8987.0 +110.0 12 1,225 +13
Total Volume and Open Interest 10,508 89,404 +5,348
30-Year T-Bonds(CBOT)
Jun06 060516 105~26 106~16 105~24 106~13 +0~17 315,673 795,122 -11,251
Sep06 060516 105~19 106~09 105~17 106~06 +0~17 23,666 80,638 +10,052
Dec06 060516 105~26 106~04 105~23 106~04 +0~18 218 1,715 +186
Total Volume and Open Interest 339,557 877,476 -1,013
10-Year T-Notes(CBOT)
Jun06 060516 104~300 105~100 104~280 105~085 +0~105 829,601 2,249,821 -54,856
Sep06 060516 104~200 105~045 104~200 105~030 +0~105 58,532 177,903 +18,216
Total Volume and Open Interest 888,265 2,437,123 -36,603
5-Year T-Notes(CBOT)
Jun06 060516 103~220 103~300 103~220 103~290 +0~060 326,346 0 +0
Sep06 060516 103~180 103~265 103~180 103~260 +0~065 4,546 0 +0
Dec06 060516 103~270 103~270 103~270 103~270 +0~060 0 1 +0
Total Volume and Open Interest 330,892 1 +0
2 Year T-Notes(CBOT)
Jun06 060516 101~085 101~096 101~085 101~094 +0~008 2,402 641,840 +9,212
Sep06 060516 101~092 101~096 101~092 101~096 +0~008 1,013 20,417 +5,285
Total Volume and Open Interest 3,415 662,257 +14,497
Eurodollars(CME)
Jun06 060516 94.745 94.768 94.745 94.762 +0.012 14,295 1,247,477 +14,584
Sep06 060516 94.685 94.715 94.670 94.710 +0.025 399,920 1,471,928 +6,464
Dec06 060516 94.650 94.700 94.650 94.695 +0.040 14,577 1,500,383 +30,524
Mar07 060516 94.660 94.735 94.660 94.725 +0.050 10,862 1,183,415 -6,296
Jun07 060516 94.680 94.750 94.675 94.740 +0.055 14,220 1,064,714 +32,813
Sep07 060516 94.675 94.750 94.675 94.740 +0.060 18,216 931,963 +26,969
Dec07 060516 94.660 94.735 94.660 94.725 +0.060 15,283 652,426 +16,275
Mar08 060516 94.650 94.725 94.650 94.715 +0.060 10,270 448,207 +2,639
Jun08 060516 94.630 94.705 94.630 94.695 +0.055 13,500 287,913 +4,723
Sep08 060516 94.610 94.680 94.610 94.670 +0.055 11,481 237,060 +7,334
Dec08 060516 94.565 94.635 94.565 94.625 +0.055 12,358 213,180 +9,983
Mar09 060516 94.585 94.620 94.575 94.610 +0.055 8,080 148,540 +2,073
Jun09 060516 94.555 94.590 94.545 94.580 +0.055 7,790 116,602 +1,798
Sep09 060516 94.520 94.555 94.510 94.545 +0.055 5,311 112,226 +1,243
Dec09 060516 94.470 94.505 94.460 94.495 +0.055 5,409 111,418 -1,482
Mar10 060516 94.445 94.475 94.435 94.470 +0.055 6,017 89,245 +958
Jun10 060516 94.385 94.445 94.385 94.440 +0.055 6,383 67,857 +2,488
Sep10 060516 94.355 94.415 94.355 94.405 +0.050 3,133 55,253 +358
Total Volume and Open Interest 203,818 10,129,870 +118,323
3-Mth Euro-Yen(CME)
Jun06 060516 99.74 99.74 99.74 99.74 +0.01 64 11,686 +310
Sep06 060516 99.48 99.51 99.47 99.49 unch 454 10,914 +388
Dec06 060516 99.26 99.28 99.25 99.27 unch 304 8,821 +104
Mar07 060516 99.03 99.04 99.03 99.04 unch 256 6,302 -76
Jun07 060516 98.84 98.85 98.84 98.85 unch 100 6,130 -454
Sep07 060516 98.65 98.67 98.65 98.67 +0.01 0 1,814 +0
Dec07 060516 98.48 98.50 98.47 98.50 +0.01 0 1,247 +95
Mar08 060516 98.33 98.33 98.33 98.33 +0.01 0 220 +0
Jun08 060516 98.21 98.21 98.21 98.21 unch 0 251 +0
Sep08 060516 98.11 98.11 98.11 98.11 -0.01      
Total Volume and Open Interest 1,178 47,389 +367
3-Mth Euro-Yen(SIMEX)
Jun06 060516 99.73 99.74 99.73 99.74 +0.01 840 61,286 -269
Sep06 060516 99.49 99.49 99.48 99.48 -0.01 4,281 54,048 +555
Dec06 060516 99.28 99.28 99.26 99.26 -0.01 2,529 105,884 +230
Mar07 060516 99.05 99.05 99.03 99.04 unch 1,552 50,475 -267
Jun07 060516 98.84 98.86 98.84 98.84 unch 522 22,202 -1,157
Sep07 060516 98.66 98.66 98.65 98.66 unch 182 14,057 -51
Dec07 060516 98.49 98.49 98.49 98.49 unch 0 21,494 +50
Mar08 060516 98.34 98.34 98.32 98.32 -0.01 0 16,947 -23
Total Volume and Open Interest 9,906 347,973 -932
German Euro-Bund(EUREX)
Jun06 060516 115.26 115.69 115.23 115.64 +0.83 1,670,713 1,742,980 +34,830
Sep06 060516 115.36 115.77 115.34 115.73 +0.82 7,636 108,475 +1,211
Dec06 060516 114.99 114.99 114.99 114.99 +0.78 240 0 -3
Total Volume and Open Interest 1,678,589 1,851,455 +36,038
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060516 109.49 109.71 109.42 109.69 +0.60 7,058 36,149 +1,414
Dec06 060516 109.38 109.38 109.38 109.38 +0.58 325 0 +0
Total Volume and Open Interest 776,240 1,400,619 +44,790
Long Gilt(LIFFE)
Jun06 060516 109~15 109~28 109~10 109~26 +0~15 52,446 302,351 -3,891
Sep06 060516 109~02 109~17 109~01 109~17 +0~16 370 13,934 +370
Total Volume and Open Interest 52,816 316,285 -3,521
3-Mth Short Sterling(LIFFE)
Jun06 060516 95.25 95.25 95.25 95.25 +0.01 58,842 466,331 +5,255
Sep06 060516 95.11 95.11 95.11 95.11 +0.03 130,149 540,812 -12,490
Dec06 060516 95.00 95.00 95.00 95.00 +0.04 92,412 387,350 +6,661
Total Volume and Open Interest 429,528 2,549,448 +10,815
3-Mth Euribor(LIFFE)
Jun06 060516 96.980 96.990 96.970 96.990 +0.005 203,673 592,639 +2,308
Sep06 060516 96.730 96.750 96.715 96.745 +0.020 208,138 696,497 -618
Dec06 060516 96.545 96.570 96.525 96.565 +0.025 242,413 645,372 -78,821
Total Volume and Open Interest 1,303,359 3,775,814 -79,521
3-Mth Aus T-Bills(SFE)
Jun06 060516 94.10 94.10 94.09 94.10 unch 4,006 129,759 -1,845
Sep06 060516 93.98 93.98 93.95 93.98 +0.02 11,699 264,106 -2,674
Dec06 060516 93.92 93.93 93.89 93.93 +0.03 8,742 116,574 -969
Mar07 060516 93.90 93.90 93.88 93.90 +0.03 918 49,804 -759
Jun07 060516 93.87 93.88 93.85 93.88 +0.03 589 28,255 -236
Sep07 060516 93.82 93.85 93.82 93.85 +0.04 36 22,303 +250
Dec07 060516 93.79 93.82 93.79 93.82 +0.04 185 14,784 -876
Mar08 060516 93.79 93.79 93.79 93.79 +0.05 18 8,791 -51
Jun08 060516 93.77 93.77 93.77 93.77 +0.05 0 1,387 +0
Sep08 060516 93.75 93.75 93.75 93.75 +0.05 0 813 +0
Total Volume and Open Interest 26,202 638,102 -7,160
10-Year Aus T-Bonds(SFE)
Jun06 060516 94.19 94.23 94.18 94.22 +0.06 28,702 356,625 +6,631
Sep06 060516 94.22 94.22 94.22 94.22 +0.06      
Total Volume and Open Interest 28,702 356,625 +6,631
3-Year Aus T-Bonds(SFE)
Jun06 060516 94.25 94.27 94.23 94.27 +0.05 68,044 494,332 -6,068
Sep06 060516 94.27 94.27 94.27 94.27 +0.05      
Total Volume and Open Interest 68,044 494,332 -6,068
Gold(CMX)
Jun06 060516 683.5 693.8 683.0 692.9 +7.9 88,043 191,382 -4,449
Aug06 060516 691.5 701.5 689.6 699.8 +7.9 14,510 61,601 +1,894
Oct06 060516 700.0 707.5 700.0 706.6 +7.9 828 10,228 -289
Dec06 060516 703.5 715.0 702.0 713.4 +8.0 2,776 26,242 +1,237
Feb07 060516 710.0 721.0 710.0 720.3 +8.0 271 13,221 -27
Apr07 060516 727.1 727.1 727.1 727.1 +7.9 3 1,609 +11
Jun07 060516 725.0 734.0 725.0 734.0 +7.9 64 12,105 +49
Aug07 060516 740.8 740.8 740.8 740.8 +7.9 0 384 +0
Oct07 060516 747.6 747.6 747.6 747.6 +7.9 0 1,972 +0
Dec07 060516 747.3 755.5 743.0 754.4 +7.8 41 13,816 +32
Feb08 060516 761.2 761.2 761.2 761.2 +7.7 0 562 +0
Total Volume and Open Interest 106,561 342,608 -1,505
Silver(CMX)
May06 060516 1318.0 1345.2 1318.0 1345.2 +20.6 101 1,177 +14
Jul06 060516 1323.0 1357.0 1315.0 1354.0 +20.5 20,367 57,992 -1,049
Sep06 060516 1330.0 1362.7 1325.0 1362.7 +20.4 797 7,398 +217
Dec06 060516 1330.0 1370.0 1326.0 1366.2 +19.7 815 19,115 +596
Mar07 060516 1350.0 1366.2 1340.0 1366.2 +18.2 133 7,557 +113
May07 060516 1365.3 1365.3 1365.3 1365.3 +17.2 14 2,025 -2
Jul07 060516 1364.2 1364.2 1364.2 1364.2 +16.7 164 4,880 +122
Total Volume and Open Interest 22,734 109,090 +330
Platinum(NYM)
Jul06 060516 1277.5 1304.0 1275.0 1302.9 +18.1 2,314 9,165 -257
Oct06 060516 1302.9 1302.9 1302.9 1302.9 +18.1 25 268 +5
Total Volume and Open Interest 2,339 9,433 -252
Palladium(NYME)
Jun06 060516 368.00 381.50 368.00 377.00 +2.25 3,513 14,076 -412
Sep06 060516 375.00 386.50 375.00 382.00 +2.50 841 3,330 +493
Dec06 060516 392.00 392.00 385.00 385.00 +2.50 22 514 +20
Total Volume and Open Interest 4,386 17,942 +103
Copper(CMX)
May06 060516 389.00 398.20 385.00 398.20 +11.30 573 4,900 -108
Jul06 060516 373.00 384.50 370.00 384.20 +9.55 8,907 53,351 -601
Sep06 060516 368.00 378.30 365.50 378.30 +9.15 910 9,616 +251
Dec06 060516 357.00 366.55 354.50 366.55 +7.40 245 5,983 +902
Mar07 060516 346.00 354.30 346.00 354.30 +5.15 18 1,200 +136
Total Volume and Open Interest 11,019 88,037 +607
Aluminum(CMX)
May06 060516 137.00 137.00 137.00 137.00 +1.25      
Jun06 060516 137.00 137.00 137.00 137.00 +1.25 4 266 +4
Jul06 060516 136.80 136.80 136.80 136.80 +1.25 0 20 +0
Aug06 060516 136.55 136.55 136.55 136.55 +1.25      
Sep06 060516 136.30 136.30 136.30 136.30 +1.25 0 1 +0
Oct06 060516 136.10 136.10 136.10 136.10 +1.25 0 40 +0
Total Volume and Open Interest 4 934 +4
DJIA Index(CBOT)
Jun06 060516 11440 11488 11415 11441 -8 7,157 45,029 +883
Sep06 060516 11527 11527 11527 11527 -8 20 408 +5
Dec06 060516 11592 11592 11592 11592 -8 1 1,688 +2
Mar07 060516 11706 11706 11706 11706 -8      
Total Volume and Open Interest 7,178 47,125 +890
S & P 500(CME)
Jun06 060516 1299.30 1301.40 1291.80 1294.90 -2.30 32,600 609,276 -2,542
Sep06 060516 1311.00 1311.00 1305.50 1305.90 -2.30 1,787 52,231 +1,611
Dec06 060516 1322.00 1322.00 1316.90 1316.90 -2.40 5 3,215 +0
Mar07 060516 1327.90 1327.90 1327.90 1327.90 -2.50 0 99 +0
Total Volume and Open Interest 34,406 665,171 -918
S & P 500 E-Mini(Globex)
Jun06 060516 1297.00 1301.50 1291.75 1295.00 -2.25 1,316,371 1,382,946 -2,163
Sep06 060516 1308.00 1312.00 1303.50 1306.00 -2.25 3,464 12,118 +3,104
Total Volume and Open Interest 1,319,835 1,395,064 +941
NASDAQ 100(CME)
Jun06 060516 1640.00 1644.00 1624.50 1628.30 -7.50 5,945 60,480 -1,465
Sep06 060516 1652.00 1652.00 1647.80 1647.80 -8.00 3 28 -1
Dec06 060516 1688.00 1688.00 1668.80 1668.80 -8.00 0 5 +0
Total Volume and Open Interest 5,948 60,513 -1,466
NASDAQ 100 E-Mini(Globex)
Jun06 060516 1636.30 1644.00 1624.00 1628.30 -7.50 411,898 375,152 -7,654
Sep06 060516 1655.00 1661.80 1644.30 1647.80 -8.00 272 333 -21
Total Volume and Open Interest 412,170 375,485 -7,675
S & P Midcap 400(CME)
Jun06 060516 787.50 790.00 782.50 785.90 +0.20 216 10,968 +42
Sep06 060516 137.54 137.54 137.54 137.54 +0.20      
Dec06 060516 144.54 144.54 144.54 144.54 +0.20      
Total Volume and Open Interest 216 10,968 +42
Russell 2000(CME)
Jun06 060516 740.50 743.50 736.00 739.50 +0.60 1,561 39,820 -16
Sep06 060516 745.90 745.90 745.90 745.90 +0.60 0 273 +0
Dec06 060516 753.00 753.00 753.00 753.00 +0.60 0 8 +0
Total Volume and Open Interest 1,561 40,101 -16
Russell 2000 E-Mini(Globex)
Jun06 060516 738.70 744.90 735.80 739.50 +0.60 189,555 411,080 +14,325
Sep06 060516 747.00 750.30 742.00 745.90 +0.60 306 2,141 +95
Total Volume and Open Interest 189,861 413,221 +14,420
Value Line(KCBT)
Jun06 060516 2080.00 2080.00 2060.00 2076.00 -4.00 5 80 +3
Total Volume and Open Interest 5 81 +3
Nikkei 225(CME)
Jun06 060516 16505 16595 16110 16150 -340 67,182 227,385 +2,823
Sep06 060516 16535 16580 16125 16160 -325 24 439 +9
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060516 16505 16595 16110 16150 -340 67,182 227,385 +2,823
Sep06 060516 16535 16580 16125 16160 -325 24 439 +9
Dec06 060516 16115 16115 16115 16115 -330      
Total Volume and Open Interest 67,208 227,877 +2,861
CAC 40(MATIF)
May06 060516 5053.0 5088.0 5026.5 5065.0 +20.5 172,374 478,115 +2,403
Jun06 060516 5008.5 5043.0 4982.5 5020.0 +20.0 16,973 107,012 +9,127
Jul06 060516 5033.0 5036.5 5028.5 5029.0 +19.5 61 464 +41
Total Volume and Open Interest 190,292 594,094 +12,123
Hang Seng Index(HKFE)
May06 060516 16320 16355 16152 16338 +108 39,727 121,222 -2,356
Jun06 060516 16400 16414 16220 16400 +106 1,427 6,676 +87
Total Volume and Open Interest 41,253 128,572 -2,230
DAX Index(EUREX)
Jun06 060516 5860.5 5912.0 5822.0 5869.5 -3.5 265,914 268,200 -785
Sep06 060516 5904.0 5956.0 5871.0 5913.5 -4.5 1,438 13,061 +112
Dec06 060516 5965.5 6004.0 5919.5 5962.5 -4.5 464 3,729 -15
Total Volume and Open Interest 267,816 284,990 -688
FT-SE 100(LIFFE)
Jun06 060516 5829.50 5890.50 5810.50 5858.00 +19.00 163,331 473,565 +5,088
Sep06 060516 5856.50 5898.00 5829.50 5874.50 +18.00 77 3,040 +16
Dec06 060516 5875.00 5909.50 5869.50 5909.50 +18.50 0 35,302 +0
Total Volume and Open Interest 163,408 512,907 +5,104
SPI 200(SFE)
Jun06 060516 5197.0 5237.0 5180.0 5217.0 -19.0 19,639 240,650 +4,693
Sep06 060516 5198.0 5223.0 5190.0 5216.0 -20.0 420 5,447 +178
Dec06 060516 5226.0 5245.0 5226.0 5241.0 -19.0 150 3,285 -28
Total Volume and Open Interest 20,426 252,210 +5,058
GSCI(CME)
Jun06 060516 477.20 481.10 473.30 475.70 +1.20 129 21,545 -22
Jul06 060516 482.50 482.50 482.50 482.50 +1.00 0 22 +0
Aug06 060516 487.00 487.00 487.00 487.00 +2.20      
Total Volume and Open Interest 174 22,139  
Reuters CRB Index(NYBOT)
Jun06 060516 393.25 395.00 392.00 395.00 +3.50 94 417 +5
Aug06 060516 403.00 404.00 403.00 403.50 +3.50 3 435 -21
Nov06 060516 411.00 411.00 411.00 411.00 +3.50 0 200 +0
Total Volume and Open Interest 97 1,052 -16
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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