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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 18, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060518 602.75 603.50 594.50 598.00 -6.00 49,124 226,668 -1,860
Aug06 060518 609.00 609.50 601.00 604.50 -5.50 1,810 14,824 -14
Sep06 060518 614.50 615.00 607.00 610.50 -5.00 423 11,989 -40
Nov06 060518 624.00 625.00 616.00 621.00 -4.50 18,813 102,170 -871
Jan07 060518 632.00 632.00 625.00 629.50 -4.00 376 7,359 +256
Mar07 060518 638.00 638.00 631.00 635.50 -4.75 602 4,011 +302
May07 060518 640.00 641.00 635.00 639.25 -4.00 752 3,662 +220
Total Volume and Open Interest 73,406 386,515 -1,372
Soybean Meal(CBOT)
Jul06 060518 176.00 176.80 175.10 175.30 -1.10 14,913 91,234 -751
Aug06 060518 177.90 178.40 176.50 176.90 -1.10 1,978 18,594 -49
Sep06 060518 179.00 179.50 178.00 178.00 -1.20 1,142 15,303 +74
Oct06 060518 180.50 180.50 179.00 179.00 -1.30 648 9,136 -140
Dec06 060518 182.90 183.30 181.50 181.70 -1.20 5,316 33,011 +795
Jan07 060518 183.00 183.70 182.70 182.70 -1.10 157 2,500 +75
Mar07 060518 185.00 185.70 184.80 184.80 -1.00 218 1,811 +62
May07 060518 186.00 186.00 184.80 184.80 -1.10 376 2,779 +187
Total Volume and Open Interest 24,962 176,102 +322
Soybean Oil(CBOT)
Jul06 060518 25.67 25.75 25.27 25.57 -0.25 18,299 162,428 -1,523
Aug06 060518 25.85 25.88 25.55 25.77 -0.25 2,563 12,164 +10
Sep06 060518 26.02 26.08 25.60 25.94 -0.25 583 9,309 +23
Oct06 060518 26.25 26.27 26.00 26.18 -0.24 92 7,030 +35
Dec06 060518 26.60 26.72 26.27 26.56 -0.25 4,262 39,180 -160
Jan07 060518 26.78 26.83 26.73 26.73 -0.24 122 3,918 +100
Mar07 060518 27.00 27.00 26.95 26.95 -0.20 291 1,670 +109
May07 060518 27.09 27.15 27.05 27.08 -0.17 549 3,753 +234
Total Volume and Open Interest 27,445 248,533 -1,003
Canola(WCE)
May06 060512 273.1 273.1 273.1 273.1 +2.5 39 50 -503
Jul06 060518 285.7 285.9 283.1 285.5 +1.2 5,687 45,966 -1,174
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060518 301.7 303.1 300.5 302.9 +1.3 2,401 32,871 +1,210
Jan07 060518 309.6 310.6 309.5 310.6 +1.0 66 2,781 +50
Total Volume and Open Interest 8,400 86,393 +329
Corn(CBOT)
Jul06 060518 262.75 263.50 259.50 260.25 -2.75 97,471 560,638 -6,225
Sep06 060518 274.00 274.00 270.25 271.25 -2.75 11,678 135,394 +2,961
Dec06 060518 286.75 287.25 283.75 285.25 -1.50 48,722 388,263 +1,915
Mar07 060518 295.00 296.00 293.00 294.25 -1.25 3,916 66,143 +603
May07 060518 301.00 301.00 299.00 299.75 -0.75 1,046 8,211 +362
Jul07 060518 304.50 306.75 303.50 304.75 +0.50 2,878 23,572 +519
Total Volume and Open Interest 179,784 1,316,754 +2,402
Wheat(CBOT)
Jul06 060518 420.00 427.00 418.00 418.50 -4.50 61,101 270,483 +5,678
Sep06 060518 433.00 439.00 430.50 431.50 -2.25 3,807 40,360 +637
Dec06 060518 450.00 455.00 447.00 447.50 -6.00 11,845 99,394 +2,193
Mar07 060518 462.00 469.00 462.00 463.50 -5.00 4,010 24,143 +2,267
May07 060518 464.00 470.00 464.00 467.50 -3.50 30 674 -16
Total Volume and Open Interest 90,234 491,322 +14,265
Wheat(KCBT)
May06 060512 477.00 477.00 470.00 475.00 +9.00 27 26 -13
Jul06 060518 507.00 514.00 506.00 506.25 -0.25 16,835 84,340 -3,298
Sep06 060518 514.00 518.50 512.00 514.00 +2.00 3,141 17,372 +423
Dec06 060518 517.00 523.00 516.50 517.75 +1.75 5,554 29,540 +2,473
Mar07 060518 518.00 525.00 518.00 518.50 unch 1,110 2,810 +560
Total Volume and Open Interest 28,368 144,984 +764
Wheat(MGE)
May06 060512 452.00 452.00 452.00 452.00 +4.00      
Jul06 060518 477.00 483.00 473.00 473.25 -5.25 3,498 22,462 -42
Sep06 060518 485.00 490.00 473.25 478.25 -8.00 2,341 13,151 +1,302
Dec06 060518 492.00 496.00 488.50 488.75 -4.25 1,619 17,721 +618
Mar07 060518 499.00 501.00 496.00 497.00 -3.00 214 987 +80
Total Volume and Open Interest 8,039 57,051 +2,257
Oats(CBOT)
Jul06 060518 204.75 206.00 201.00 201.75 -0.50 1,070 9,447 +103
Sep06 060518 197.50 198.50 197.00 197.00 unch 8 322 +4
Dec06 060518 194.00 195.50 193.00 193.50 +0.50 499 4,465 +145
Mar07 060518 200.00 202.00 200.00 202.00 +3.50 7 99 +0
Total Volume and Open Interest 1,584 14,338 +252
Rough Rice(CBOT)
May06 060518 8.66 8.66 8.66 8.66 -0.01 4 4 +3
Jul06 060518 8.89 8.89 8.82 8.86 -0.02 477 5,920 -27
Sep06 060518 9.06 9.11 9.06 9.11 -0.01 16 1,220 +1
Nov06 060518 9.27 9.28 9.23 9.27 -0.01 129 2,646 +36
Total Volume and Open Interest 690 11,441 +28
Live Cattle(CME)
Jun06 060518 77.800 78.600 77.550 77.800 +0.075 10,028 65,892 -4,795
Aug06 060518 78.950 79.625 78.900 79.100 +0.325 9,331 124,687 +2,503
Oct06 060518 82.950 83.550 82.700 82.850 +0.025 5,466 48,075 +114
Dec06 060518 84.700 85.300 84.650 84.700 unch 1,215 20,838 +164
Feb07 060518 87.450 87.900 87.450 87.600 +0.125 562 7,995 +53
Apr07 060518 85.850 86.275 85.850 86.000 +0.150 56 1,487 +15
Total Volume and Open Interest 26,668 269,202 -1,946
Feeder Cattle(CME)
May06 060518 103.600 103.800 103.400 103.500 -0.050 524 3,941 -222
Aug06 060518 106.600 107.150 106.300 106.450 -0.025 2,140 18,604 -143
Sep06 060518 105.875 106.450 105.700 106.125 +0.250 260 2,813 +80
Oct06 060518 105.250 105.600 104.900 104.950 -0.050 189 2,168 -48
Nov06 060518 104.000 104.400 104.000 104.200 +0.150 17 619 +10
Jan07 060518 101.300 101.300 101.100 101.100 +0.050 20 277 -3
Mar07 060518 99.700 99.750 99.700 99.750 +0.450 1 2 +1
Total Volume and Open Interest 3,151 28,424 -325
Lean Hogs(CME)
Jun06 060518 67.900 68.425 67.450 67.925 +0.225 8,569 30,731 -2,463
Jul06 060518 67.350 67.900 67.100 67.425 +0.225 8,724 73,788 +1,273
Aug06 060518 66.500 66.900 66.150 66.600 +0.275 4,183 25,913 +387
Oct06 060518 57.350 58.000 57.350 57.700 +0.425 1,456 16,863 +109
Dec06 060518 55.900 56.750 55.850 56.725 +0.675 1,389 7,744 +650
Feb07 060518 57.600 58.500 57.500 58.500 +0.750 399 2,388 +241
Apr07 060518 57.900 58.975 57.900 58.925 +0.875 151 832 +52
May07 060518 60.125 60.350 60.000 60.350 unch 4 44 +4
Total Volume and Open Interest 24,875 158,303 +253
Pork Bellies(CME)
May06 060518 87.500 87.950 87.400 87.800 +1.450 22 65 -21
Jul06 060518 86.000 86.700 85.500 86.175 +0.675 467 1,499 -288
Aug06 060518 83.800 83.800 82.750 82.800 +0.750 31 316 +0
Feb07 060518 84.700 84.700 84.700 84.700 +0.025 0 14 +0
Mar07 060518 84.950 84.950 84.950 84.950 +0.025 0 6 +0
Total Volume and Open Interest 520 1,900 -309
Class III Milk(CME)
May06 060518 10.85 10.86 10.85 10.85 unch 8 3,058 -6
Jun06 060518 11.32 11.45 11.08 11.10 -0.19 146 3,273 -39
Jul06 060518 11.65 11.79 11.50 11.50 -0.09 146 3,391 -34
Aug06 060518 11.95 12.18 11.60 11.67 -0.18 131 3,904 -28
Sep06 060518 12.33 12.45 12.15 12.15 -0.07 116 3,641 -23
Total Volume and Open Interest 1,218 31,111 -202
Cocoa(NYBOT)
Jul06 060518 1550 1560 1536 1550 +10 5,098 55,985 -266
Sep06 060518 1571 1578 1560 1571 +10 586 27,662 +42
Dec06 060518 1608 1608 1593 1601 +10 530 16,165 +167
Mar07 060518 1624 1631 1624 1631 +10 305 11,196 +234
May07 060518 1642 1651 1642 1651 +10 211 4,243 +50
Jul07 060518 1670 1670 1670 1670 +11 2 2,436 +2
Sep07 060518 1691 1691 1682 1687 +10 20 6,429 +20
Total Volume and Open Interest 6,782 129,492 +279
Coffee "C"(NYBOT)
May06 060518 98.00 100.00 97.50 99.65 +1.40 10 24 -51
Jul06 060518 101.00 102.35 99.90 102.15 +0.75 8,696 68,682 -42
Sep06 060518 104.30 105.25 102.80 105.05 +0.75 2,245 18,492 +240
Dec06 060518 108.20 109.00 106.70 108.75 +0.70 1,003 9,722 +18
Mar07 060518 111.50 112.20 110.25 112.20 +0.65 579 3,400 +346
May07 060518 113.10 114.50 112.60 114.25 +0.65 58 800 +33
Total Volume and Open Interest 12,723 103,379 +537
Orange Juice(NYBOT)
Jul06 060518 154.20 154.20 149.10 149.25 -7.00 2,265 26,688 -885
Sep06 060518 152.00 153.00 148.75 148.95 -6.95 369 4,052 -20
Nov06 060518 147.75 148.50 147.75 147.75 -5.00 69 2,820 +25
Jan07 060518 146.50 146.50 145.50 145.50 -5.00 4 1,771 +0
Mar07 060518 145.50 145.50 145.50 145.50 -5.00 2 399 +0
Total Volume and Open Interest 2,709 35,771 -880
Sugar #11(NYBOT)
Jul06 060518 16.70 16.77 16.30 16.34 -0.59 27,446 250,493 -1,111
Oct06 060518 17.03 17.03 16.63 16.66 -0.57 9,371 103,582 +569
Mar07 060518 17.35 17.35 16.97 17.00 -0.57 3,087 70,590 +213
May07 060518 17.20 17.20 16.86 16.88 -0.57 1,963 29,059 +795
Jul07 060518 17.15 17.15 16.80 16.81 -0.54 776 23,420 +302
Total Volume and Open Interest 43,104 497,766 +822
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060518 23.15 23.15 23.00 23.00 -0.15 292 2,808 -121
Sep06 060518 23.10 23.10 23.05 23.08 -0.12 161 4,442 +103
Nov06 060518 22.45 22.45 22.40 22.40 -0.06 36 1,137 +36
Jan07 060518 22.55 22.55 22.55 22.55 -0.05 41 1,202 +1
Total Volume and Open Interest 532 12,785 +21
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060518 861 871 858 863 +2 3,347 72,808 +133
Sep06 060518 875 882 869 875 +2 1,210 37,259 +352
Dec06 060518 893 903 889 894 unch 1,119 38,048 +492
Mar07 060518 903 910 899 903 unch 583 17,399 +131
May07 060518 916 917 916 916 +2 101 1,483 -73
Jul07 060518 925 925 920 924 +2 28 2,035 +11
Total Volume and Open Interest 6,738 173,646 +696
London Coffee(LCE)
May06 060518 1121.00 1122.00 1100.00 1122.00 unch 1 527 -1
Jul06 060518 1137.00 1139.00 1115.00 1137.00 unch 10,657 63,935 -3,429
Sep06 060518 1156.00 1156.00 1133.00 1156.00 unch 4,490 34,267 +1,645
Nov06 060518 1162.00 1169.00 1146.00 1167.00 unch 849 23,640 +425
Jan07 060518 1175.00 1176.00 1156.00 1176.00 unch 189 1,719 +42
Mar07 060518 1180.00 1186.00 1165.00 1186.00 unch 27 405 +20
Total Volume and Open Interest 16,289 124,860 -1,234
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060518 484.00 484.00 476.00 476.00 -9.80 3,006 37,939 -335
Oct06 060518 468.10 469.70 460.00 463.00 -9.90 1,042 16,803 +257
Dec06 060518 470.00 470.00 454.60 457.00 -9.90 198 5,751 +133
Mar07 060518 465.00 465.00 450.00 451.00 -10.40 694 5,834 +440
Total Volume and Open Interest 5,387 70,144 +791
Cotton(NYBOT)
Jul06 060518 50.95 50.95 49.51 50.02 -0.79 8,507 110,164 +706
Oct06 060518 53.72 53.72 52.50 53.00 -0.90 110 2,499 -35
Dec06 060518 55.30 55.50 54.18 54.75 -0.73 2,733 50,562 +458
Mar07 060518 57.50 57.50 56.55 56.90 -0.77 317 6,853 +170
May07 060518 57.75 57.75 57.75 57.75 -0.80 0 355 +0
Jul07 060518 58.75 58.75 58.75 58.75 -0.80 6 1,719 +1
Total Volume and Open Interest 11,688 173,179 +1,312
Lumber(CME)
Jul06 060518 319.7 321.3 315.8 315.9 -7.3 311 3,578 +6
Sep06 060518 332.0 332.0 327.6 329.3 -4.4 85 723 +7
Nov06 060518 321.9 321.9 317.6 317.7 -4.3 22 183 +3
Jan07 060518 328.4 329.0 328.4 329.0 -3.0 0 2 +0
Total Volume and Open Interest 422 4,492 +16
Crude Oil(NYM)
Jun06 060518 68.70 69.60 67.85 69.45 +0.76 128,969 86,398 -25,403
Jul06 060518 69.35 70.25 68.70 70.14 +0.72 106,903 270,103 +4,990
Aug06 060518 70.20 71.15 69.65 71.04 +0.71 34,633 80,837 +747
Sep06 060518 71.05 71.83 70.60 71.83 +0.74 14,711 61,358 +2,561
Oct06 060518 71.55 72.49 71.55 72.49 +0.78 3,981 34,647 -853
Nov06 060518 72.00 73.00 71.90 73.00 +0.82 797 22,369 -154
Dec06 060518 72.60 73.40 72.00 73.38 +0.86 10,482 105,364 +231
Jan07 060518 73.36 73.65 73.10 73.65 +0.89 1,757 27,848 -197
Feb07 060518 73.51 73.83 73.30 73.83 +0.92 137 14,962 -748
Mar07 060518 73.60 73.92 73.60 73.92 +0.92 1,230 13,945 +440
Apr07 060518 73.63 73.96 73.63 73.96 +0.93 158 8,302 -67
May07 060518 73.96 73.96 73.96 73.96 +0.93 8 6,718 +8
Jun07 060518 73.92 73.92 73.92 73.92 +0.93 3,565 35,232 +1,543
Jul07 060518 73.84 73.84 73.84 73.84 +0.93 1,500 8,724 +1,451
Aug07 060518 73.75 73.75 73.75 73.75 +0.93 220 4,577 +20
Sep07 060518 73.65 73.65 73.65 73.65 +0.92 350 7,266 -50
Total Volume and Open Interest 331,824 1,053,981 -14,836
Heating Oil(NYM)
Jun06 060518 192.50 195.45 191.25 195.13 +3.01 25,552 33,479 -2,652
Jul06 060518 194.50 197.85 193.75 197.35 +2.72 21,434 64,561 +187
Aug06 060518 197.20 200.50 196.45 200.00 +2.62 2,695 15,263 +532
Sep06 060518 200.50 203.25 199.50 202.75 +2.57 1,650 9,781 +382
Oct06 060518 203.10 206.40 202.80 205.60 +2.57 1,054 6,167 +222
Nov06 060518 206.80 210.00 205.75 209.15 +2.57 553 4,535 -14
Dec06 060518 210.65 213.20 210.00 212.95 +2.57 1,931 14,724 -339
Jan07 060518 213.75 216.00 213.00 215.80 +2.57 869 9,404 +198
Feb07 060518 214.10 216.40 214.00 216.40 +2.57 384 3,049 +167
Mar07 060518 212.50 215.00 212.00 214.75 +2.67 369 3,225 +54
Apr07 060518 207.50 209.70 207.00 209.70 +2.72 314 3,167 +73
May07 060518 203.75 206.10 203.50 205.90 +2.72 68 555 +41
Total Volume and Open Interest 57,156 170,620 -1,007
Unleaded Gas(NYM)
Jun06 060518 196.50 202.00 195.00 201.51 +4.00 29,114 34,901 -2,277
Jul06 060518 196.00 201.25 194.80 200.55 +3.89 19,774 44,917 +2,266
Aug06 060518 196.00 199.55 194.50 199.55 +3.89 2,646 8,793 +271
Sep06 060518 193.00 197.75 193.00 197.75 +3.94 3,171 7,449 +569
Oct06 060518 183.00 187.85 183.00 187.85 +3.94 1,389 5,545 +652
Nov06 060518 182.75 184.35 181.25 184.35 +3.89 110 1,867 +6
Dec06 060518 178.50 182.80 178.50 182.80 +3.84 73 2,494 +2
Jan07 060518 180.00 183.55 180.00 183.55 +3.84 18 1,488 +17
Total Volume and Open Interest 56,295 107,454 +1,506
Natural Gas(NYM)
Jun06 060518 6.070 6.090 5.860 5.997 -0.132 24,538 50,987 -3,422
Jul06 060518 6.320 6.345 6.110 6.240 -0.144 10,970 105,493 +3,023
Aug06 060518 6.690 6.700 6.460 6.575 -0.174 4,639 35,217 +1,603
Sep06 060518 7.100 7.100 6.860 6.975 -0.159 3,005 32,167 +493
Oct06 060518 7.530 7.530 7.340 7.470 -0.139 4,602 43,972 -266
Nov06 060518 8.800 8.800 8.630 8.800 -0.109 5,085 44,215 +861
Dec06 060518 10.000 10.160 9.900 10.160 -0.039 4,767 25,404 +679
Jan07 060518 10.800 10.910 10.660 10.910 -0.029 8,702 43,019 +3,475
Feb07 060518 10.850 10.950 10.690 10.950 -0.029 4,348 26,758 +347
Mar07 060518 10.750 10.785 10.550 10.785 -0.024 2,932 44,820 +327
Apr07 060518 9.050 9.090 9.000 9.090 -0.079 2,612 25,197 +758
May07 060518 8.950 8.950 8.900 8.935 -0.074 2,070 24,210 +140
Jun07 060518 9.030 9.052 8.900 9.052 -0.072 293 10,736 +17
Jul07 060518 9.170 9.190 9.050 9.190 -0.069 80 7,054 +57
Aug07 060518 9.310 9.310 9.310 9.310 -0.064 271 6,731 +15
Sep07 060518 9.400 9.440 9.250 9.440 -0.059 664 8,678 -356
Total Volume and Open Interest 84,559 818,381 +9,022
Brent Crude Oil(ICE)
Jul06 060518 68.80 70.08 68.32 69.67 +0.63 83,735 136,101 -3,083
Aug06 060518 69.41 70.79 69.02 70.39 +0.69 29,124 101,834 +2,762
Sep06 060518 70.14 71.17 69.60 70.96 +0.73 11,544 31,489 +4,343
Oct06 060518 70.54 71.56 70.08 71.43 +0.78 5,053 28,067 +1,120
Nov06 060518 70.69 71.92 70.45 71.79 +0.79 630 12,626 -298
Dec06 060518 71.22 72.19 70.75 72.11 +0.83 6,630 49,538 +2,866
Jan07 060518 71.16 72.34 71.16 72.34 +0.87 187 10,626 +0
Feb07 060518 71.64 72.51 71.64 72.51 +0.92 139 7,052 -64
Mar07 060518 72.98 72.98 72.62 72.62 +0.96 297 5,957 +65
Apr07 060518 72.65 72.65 72.65 72.65 +0.97 100 2,390 +100
May07 060518 72.98 72.98 72.65 72.65 +1.00 185 1,020 +35
Jun07 060518 71.69 72.63 71.61 72.59 +0.99 60 10,643 +35
Jul07 060518 72.51 72.51 72.51 72.51 +0.98 0 50 +0
Aug07 060518 72.42 72.42 72.42 72.42 +0.96 0 235 +0
Total Volume and Open Interest 139,786 444,786 +7,298
Gas Oil(ICE)
Jun06 060518 610.00 619.00 603.75 612.00 unch 32,271 53,844 -415
Jul06 060518 615.00 624.25 608.75 617.00 unch 16,373 56,221 +3,487
Aug06 060518 620.25 631.25 616.25 623.75 +0.25 2,997 14,702 +682
Sep06 060518 626.75 638.50 623.50 631.00 +0.75 846 9,474 -93
Oct06 060518 631.00 645.25 630.50 638.00 +1.00 1,092 9,137 -297
Nov06 060518 636.50 644.00 636.50 644.00 +1.50 75 5,756 +75
Dec06 060518 646.25 654.75 640.75 648.50 +2.25 2,166 28,676 -69
Jan07 060518 653.75 656.25 652.00 652.50 +3.00 436 6,585 +375
Feb07 060518 651.75 651.75 651.75 651.75 +3.50 0 478 +0
Mar07 060518 647.00 650.75 647.00 650.75 +3.75 0 3,222 +0
Total Volume and Open Interest 56,556 215,752 +3,655
US Dollar Index(NYBOT)
Jun06 060518 84.78 84.78 84.25 84.41 -0.30 4,143 35,939 +241
Sep06 060518 84.35 84.35 83.92 84.07 -0.30 276 2,496 +141
Dec06 060518 84.10 84.10 83.75 83.76 -0.30 17 106 -2
Total Volume and Open Interest 4,436 38,551 +380
Australian Dollar(CME)
Jun06 060518 76.36 76.66 76.28 76.30 +0.39 4,725 77,494 -130
Sep06 060518 76.35 76.35 76.18 76.18 +0.39 15 1,071 +95
Dec06 060518 76.07 76.07 76.07 76.07 +0.39 0 218 +4
Total Volume and Open Interest 4,740 78,800 -31
British Pound(CME)
Jun06 060518 188.65 189.40 188.62 189.14 +0.76 3,631 111,207 +2,574
Sep06 060518 189.63 189.63 189.35 189.40 +0.76 13 1,179 -93
Dec06 060518 189.67 189.67 189.67 189.67 +0.76 0 101 +0
Total Volume and Open Interest 3,644 112,487 +2,481
Canadian Dollar(CME)
Jun06 060518 89.80 89.84 89.17 89.23 -0.72 4,608 111,672 -1,516
Sep06 060518 90.02 90.02 89.48 89.48 -0.71 83 3,606 +166
Dec06 060518 89.85 89.85 89.73 89.73 -0.70 26 1,027 +30
Mar07 060518 89.98 89.98 89.98 89.98 -0.69 1 182 +0
Total Volume and Open Interest 4,718 116,519 -1,320
Japanese Yen(CME)
Jun06 060518 90.38 91.03 90.33 90.55 +0.01 11,433 189,463 -1,537
Sep06 060518 91.50 91.81 91.50 91.69 +0.02 66 20,665 -260
Dec06 060518 92.77 92.77 92.77 92.77 +0.02 0 265 -180
Total Volume and Open Interest 11,499 210,405 -1,981
Swiss Franc(CME)
Jun06 060518 82.72 83.02 82.67 83.00 +0.35 5,601 100,730 +1,268
Sep06 060518 83.77 83.77 83.77 83.77 +0.35 1 603 -611
Dec06 060518 84.40 84.40 84.40 84.40 +0.35 0 54 +0
Total Volume and Open Interest 5,602 101,393 +657
EuroFX(CME)
Jun06 060518 128.00 128.62 127.92 128.50 +0.75 8,646 192,528 +2,599
Sep06 060518 129.12 129.22 129.10 129.22 +0.75 26 4,802 -15
Dec06 060518 129.45 129.85 129.45 129.85 +0.75 3 379 +12
Total Volume and Open Interest 8,675 197,851 +2,597
Mexican Peso(CME)
Jun06 060518 8900.0 8960.0 8877.0 8945.0 +30.0 2,541 62,488 +42
Sep06 060518 8880.0 8890.0 8870.0 8890.0 +30.0 119 1,244 +15
Total Volume and Open Interest 2,706 88,432 +108
30-Year T-Bonds(CBOT)
Jun06 060518 105~30 107~02 105~24 106~27 +0~31 426,302 794,189 +5,152
Sep06 060518 105~22 106~26 105~17 106~21 +1~00 24,084 95,299 +7,313
Dec06 060518 106~02 106~18 106~02 106~18 +1~00 2 1,721 +0
Total Volume and Open Interest 450,388 891,210 +12,465
10-Year T-Notes(CBOT)
Jun06 060518 105~020 105~210 104~305 105~165 +0~160 1,291,250 2,197,122 +22,902
Sep06 060518 104~255 105~150 104~250 105~110 +0~165 63,090 220,752 +13,535
Total Volume and Open Interest 1,354,530 2,427,426 +36,590
5-Year T-Notes(CBOT)
Jun06 060518 103~265 104~025 103~265 104~020 +0~095 506,940 0 +0
Sep06 060518 103~245 103~310 103~245 103~310 +0~100 11,862 0 +0
Dec06 060518 104~000 104~000 104~000 104~000 +0~095 0 1 +0
Total Volume and Open Interest 518,802 1 +0
2 Year T-Notes(CBOT)
Jun06 060518 101~090 101~097 101~090 101~096 +0~008 5,276 621,447 -13,022
Sep06 060518 101~090 101~098 101~090 101~098 +0~010 2,318 37,684 +6,434
Total Volume and Open Interest 7,594 659,131 -6,588
Eurodollars(CME)
Jun06 060518 94.743 94.755 94.715 94.730 -0.002 31,853 1,298,528 +33,779
Sep06 060518 94.670 94.700 94.635 94.675 +0.015 404,796 1,487,315 +18,850
Dec06 060518 94.650 94.680 94.625 94.665 +0.025 39,292 1,527,049 +28,251
Mar07 060518 94.685 94.730 94.680 94.720 +0.050 20,006 1,231,342 +31,710
Jun07 060518 94.705 94.765 94.705 94.755 +0.065 20,078 1,073,099 +4,212
Sep07 060518 94.710 94.775 94.710 94.770 +0.080 25,156 932,424 +10,979
Dec07 060518 94.700 94.770 94.700 94.765 +0.085 23,639 666,982 +17,615
Mar08 060518 94.690 94.760 94.690 94.755 +0.085 16,831 451,288 +2,338
Jun08 060518 94.675 94.735 94.675 94.730 +0.085 9,191 297,700 +2,583
Sep08 060518 94.660 94.710 94.660 94.705 +0.085 11,185 241,100 -459
Dec08 060518 94.620 94.670 94.610 94.665 +0.090 11,409 218,683 +351
Mar09 060518 94.625 94.650 94.625 94.645 +0.090 10,130 150,132 +557
Jun09 060518 94.595 94.620 94.575 94.615 +0.090 7,498 120,674 +2,033
Sep09 060518 94.530 94.585 94.530 94.580 +0.090 7,149 114,733 +1,454
Dec09 060518 94.510 94.540 94.500 94.530 +0.090 8,669 112,553 +576
Mar10 060518 94.475 94.505 94.475 94.505 +0.090 8,088 92,107 +1,647
Jun10 060518 94.405 94.485 94.405 94.475 +0.095 3,004 70,320 +744
Sep10 060518 94.370 94.445 94.370 94.440 +0.095 3,430 56,909 +643
Total Volume and Open Interest 302,014 10,272,806 +71,983
3-Mth Euro-Yen(CME)
Jun06 060518 99.74 99.74 99.74 99.74 +0.01 1,343 11,469 -427
Sep06 060518 99.50 99.52 99.50 99.52 +0.03 2,811 12,954 +1,592
Dec06 060518 99.28 99.30 99.28 99.30 +0.03 1,826 9,123 +0
Mar07 060518 99.06 99.07 99.06 99.06 +0.02 766 6,833 -181
Jun07 060518 98.87 98.87 98.87 98.87 +0.03 498 5,649 -1,219
Sep07 060518 98.68 98.68 98.68 98.68 +0.03 9 1,716 -99
Dec07 060518 98.52 98.52 98.52 98.52 +0.04 132 1,491 +194
Mar08 060518 98.36 98.36 98.36 98.36 +0.03 0 201 -19
Jun08 060518 98.25 98.25 98.25 98.25 +0.03 0 251 +0
Sep08 060518 98.15 98.15 98.15 98.15 +0.01      
Total Volume and Open Interest 7,385 49,691 -159
3-Mth Euro-Yen(SIMEX)
Jun06 060518 99.74 99.74 99.73 99.73 -0.01 1,058 59,928 -834
Sep06 060518 99.50 99.51 99.50 99.50 unch 1,589 53,718 -57
Dec06 060518 99.29 99.29 99.28 99.28 unch 1,378 104,331 -372
Mar07 060518 99.07 99.07 99.05 99.05 unch 1,649 50,235 +172
Jun07 060518 98.87 98.88 98.86 98.86 unch 246 22,563 +218
Sep07 060518 98.69 98.69 98.68 98.68 +0.01 615 14,773 +595
Dec07 060518 98.52 98.52 98.52 98.52 +0.02 113 22,302 +485
Mar08 060518 98.36 98.36 98.36 98.36 +0.01 50 16,866 -162
Total Volume and Open Interest 6,698 346,296 +45
German Euro-Bund(EUREX)
Jun06 060518 115.12 115.67 115.00 115.63 +0.70 1,647,486 1,762,041 -13,602
Sep06 060518 115.12 115.72 115.07 115.69 +0.71 7,432 116,663 +909
Dec06 060518 114.94 114.94 114.94 114.94 +0.71 719 3 +0
Total Volume and Open Interest 1,655,637 1,878,707 -12,693
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060518 109.45 109.72 109.42 109.72 +0.38 18,276 45,357 +6,206
Dec06 060518 109.41 109.41 109.41 109.41 +0.36 1,350 0 +0
Total Volume and Open Interest 1,031,509 1,351,922 -30,430
Long Gilt(LIFFE)
Jun06 060518 109~13 110~09 109~11 110~04 +0~32 87,206 299,545 -1,568
Sep06 060518 109~04 109~28 109~04 109~27 +0~32 1,254 15,701 +1,246
Total Volume and Open Interest 88,460 315,246 -322
3-Mth Short Sterling(LIFFE)
Jun06 060518 95.25 95.25 95.25 95.25 +0.01 66,217 457,769 -11,176
Sep06 060518 95.10 95.10 95.10 95.10 +0.01 102,993 542,858 +7,999
Dec06 060518 94.99 94.99 94.99 94.99 +0.03 124,513 391,599 -1,747
Total Volume and Open Interest 546,834 2,567,881 +1,876
3-Mth Euribor(LIFFE)
Jun06 060518 96.980 96.990 96.975 96.985 +0.015 125,188 584,428 +9,057
Sep06 060518 96.730 96.755 96.725 96.745 +0.030 181,254 656,510 -13,075
Dec06 060518 96.540 96.575 96.530 96.565 +0.045 228,656 658,839 +20,623
Total Volume and Open Interest 1,260,616 3,685,750 +5,090
3-Mth Aus T-Bills(SFE)
Jun06 060518 94.09 94.10 94.09 94.09 -0.01 6,489 132,036 -207
Sep06 060518 93.95 93.95 93.93 93.95 -0.02 30,387 280,085 +8,252
Dec06 060518 93.90 93.90 93.87 93.89 -0.03 14,393 130,850 +2,424
Mar07 060518 93.87 93.88 93.86 93.87 -0.03 1,934 51,382 +997
Jun07 060518 93.85 93.85 93.83 93.84 -0.04 2,126 30,778 +2,217
Sep07 060518 93.80 93.81 93.80 93.81 -0.04 814 23,531 +1,102
Dec07 060518 93.78 93.78 93.77 93.78 -0.04 684 14,602 -260
Mar08 060518 93.75 93.75 93.75 93.75 -0.05 86 8,887 +96
Jun08 060518 93.73 93.74 93.73 93.74 -0.04 50 1,437 +50
Sep08 060518 93.72 93.72 93.72 93.72 -0.04 0 813 +0
Total Volume and Open Interest 56,965 675,927 +14,671
10-Year Aus T-Bonds(SFE)
Jun06 060518 94.19 94.20 94.18 94.18 -0.05 43,354 381,425 +19,455
Sep06 060518 94.18 94.18 94.18 94.18 -0.05      
Total Volume and Open Interest 43,354 381,425 +19,455
3-Year Aus T-Bonds(SFE)
Jun06 060518 94.23 94.25 94.22 94.24 -0.04 92,071 526,103 +5,331
Sep06 060518 94.24 94.24 94.24 94.24 -0.04      
Total Volume and Open Interest 92,071 526,103 +5,331
Gold(CMX)
Jun06 060518 689.5 695.0 679.5 680.9 -10.9 90,571 175,413 -6,671
Aug06 060518 696.0 702.0 687.0 687.8 -11.0 10,889 70,345 +3,403
Oct06 060518 694.6 694.6 694.6 694.6 -11.1 563 9,925 -237
Dec06 060518 709.0 715.5 700.0 701.3 -11.2 1,997 26,094 -57
Feb07 060518 718.0 725.6 708.1 708.1 -11.3 219 13,173 -80
Apr07 060518 720.0 720.0 714.9 714.9 -11.4 33 1,573 -24
Jun07 060518 728.0 728.0 721.7 721.7 -11.5 49 12,170 +14
Aug07 060518 728.4 728.4 728.4 728.4 -11.6 0 384 +0
Oct07 060518 735.1 735.1 735.1 735.1 -11.7 40 2,010 +38
Dec07 060518 752.5 753.0 740.5 741.8 -11.9 87 13,935 +38
Feb08 060518 748.5 748.5 748.5 748.5 -12.1 25 540 +25
Total Volume and Open Interest 104,679 334,979 -3,741
Silver(CMX)
May06 060518 1303.0 1319.0 1243.7 1243.7 -72.0 136 1,134 -15
Jul06 060518 1313.0 1328.0 1250.0 1252.0 -72.0 22,881 58,602 +310
Sep06 060518 1328.0 1335.0 1261.3 1261.3 -71.6 970 7,798 -16
Dec06 060518 1325.0 1335.0 1267.0 1267.0 -70.1 431 19,150 -122
Mar07 060518 1298.0 1298.0 1268.8 1268.8 -69.5 20 7,643 -6
May07 060518 1268.8 1268.8 1268.8 1268.8 -69.2 0 2,028 +0
Jul07 060518 1287.0 1287.0 1260.0 1268.6 -68.9 31 5,005 -12
Total Volume and Open Interest 24,683 110,372 +188
Platinum(NYM)
Jul06 060518 1322.0 1334.0 1297.0 1297.8 -18.6 1,600 9,364 +260
Oct06 060518 1297.8 1297.8 1297.8 1297.8 -18.6 2 253 +0
Total Volume and Open Interest 1,602 9,617 +260
Palladium(NYME)
Jun06 060518 377.00 384.00 356.20 372.50 -10.60 1,873 13,209 -392
Sep06 060518 380.70 388.00 365.00 377.50 -10.60 656 4,004 +396
Dec06 060518 392.00 392.00 370.00 380.50 -10.60 17 518 +3
Total Volume and Open Interest 2,547 17,761 +8
Copper(CMX)
May06 060518 385.00 389.50 382.00 386.95 +3.90 934 3,918 -520
Jul06 060518 365.50 374.00 363.00 371.10 +3.95 10,299 52,618 -428
Sep06 060518 360.00 367.00 360.00 365.35 +3.70 1,264 9,277 -61
Dec06 060518 355.00 357.50 352.00 354.10 +3.45 146 4,722 +13
Mar07 060518 343.10 343.10 343.10 343.10 +3.20 23 918 +14
Total Volume and Open Interest 13,404 84,358 -1,017
Aluminum(CMX)
May06 060518 131.50 131.50 131.50 131.50 -1.50      
Jun06 060518 131.50 131.50 131.50 131.50 -1.50 5 280 +4
Jul06 060518 133.70 133.70 131.30 131.30 -1.50 0 20 +0
Aug06 060518 131.05 131.05 131.05 131.05 -1.50      
Sep06 060518 130.80 130.80 130.80 130.80 -1.50 0 1 +0
Oct06 060518 130.60 130.60 130.60 130.60 -1.50 0 40 +0
Total Volume and Open Interest 5 948 +4
DJIA Index(CBOT)
Jun06 060518 11242 11275 11135 11149 -55 12,135 43,711 -1,830
Sep06 060518 11335 11345 11234 11234 -55 89 462 +60
Dec06 060518 11420 11420 11301 11301 -54 2 1,688 +0
Mar07 060518 11414 11414 11414 11414 -55      
Total Volume and Open Interest 12,226 45,861 -1,770
S & P 500(CME)
Jun06 060518 1274.50 1277.90 1261.70 1263.10 -5.90 60,045 601,898 -3,014
Sep06 060518 1285.50 1289.00 1273.80 1273.80 -6.00 9,674 66,178 +8,441
Dec06 060518 1284.80 1284.80 1284.80 1284.80 -6.00 40 3,255 +40
Mar07 060518 1295.80 1295.80 1295.80 1295.80 -6.00 0 99 +0
Total Volume and Open Interest 69,759 671,780 +5,467
S & P 500 E-Mini(Globex)
Jun06 060518 1269.75 1278.00 1261.50 1263.00 -6.00 1,867,018 1,426,474 +70,401
Sep06 060518 1281.00 1288.50 1273.25 1273.75 -6.00 7,796 19,773 +6,841
Total Volume and Open Interest 1,874,814 1,446,247 +77,242
NASDAQ 100(CME)
Jun06 060518 1611.50 1618.00 1592.00 1594.80 -10.00 10,016 65,292 +2,111
Sep06 060518 1633.00 1633.00 1614.30 1614.30 -10.00 65 89 +61
Dec06 060518 1644.00 1644.00 1635.30 1635.30 -10.00 0 5 +0
Total Volume and Open Interest 10,081 65,386 +2,172
NASDAQ 100 E-Mini(Globex)
Jun06 060518 1606.00 1618.50 1592.00 1594.80 -10.00 547,471 380,780 +8,017
Sep06 060518 1626.80 1636.30 1612.00 1614.30 -10.00 391 396 +40
Total Volume and Open Interest 547,862 381,176 +8,057
S & P Midcap 400(CME)
Jun06 060518 772.50 774.75 763.00 763.90 -3.90 173 10,973 +56
Sep06 060518 115.64 115.64 115.64 115.64 -3.80      
Dec06 060518 122.64 122.64 122.64 122.64 -3.80      
Total Volume and Open Interest 173 10,973 +56
Russell 2000(CME)
Jun06 060518 730.00 734.20 717.40 718.30 -7.40 2,012 39,936 +137
Sep06 060518 736.50 739.50 724.30 724.30 -7.25 0 270 +0
Dec06 060518 739.00 739.00 731.40 731.40 -7.25 0 8 +0
Total Volume and Open Interest 2,012 40,214 +137
Russell 2000 E-Mini(Globex)
Jun06 060518 726.40 734.80 717.20 718.30 -7.40 228,696 408,677 +343
Sep06 060518 733.20 740.00 724.30 724.30 -7.30 269 2,284 +76
Total Volume and Open Interest 228,965 410,961 +419
Value Line(KCBT)
Jun06 060518 2039.00 2039.00 2010.00 2010.00 -29.00 2 83 +1
Total Volume and Open Interest 2 84 +1
Nikkei 225(CME)
Jun06 060518 15900 16150 15890 16065 -200 93,471 230,683 +3,298
Sep06 060518 15940 16135 15915 16085 -225 19 441 +2
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060518 15900 16150 15890 16065 -200 93,471 230,683 +3,298
Sep06 060518 15940 16135 15915 16085 -225 19 441 +2
Dec06 060518 16045 16045 16045 16045 -220      
Total Volume and Open Interest 93,492 231,184 +3,307
CAC 40(MATIF)
May06 060518 4898.0 4960.5 4840.5 4906.5 +24.5 379,867 524,443 +25,760
Jun06 060518 4849.0 4915.0 4799.0 4861.5 +24.5 205,703 326,335 +130,708
Jul06 060518 4875.0 4909.0 4862.0 4869.0 +23.0 347 5,805 +308
Total Volume and Open Interest 586,856 865,843 +157,221
Hang Seng Index(HKFE)
May06 060518 16103 16330 16103 16212 -310 52,792 119,338 -459
Jun06 060518 16194 16388 16167 16269 -321 2,012 6,939 -37
Total Volume and Open Interest 55,089 126,982 -480
DAX Index(EUREX)
Jun06 060518 5703.0 5729.5 5601.5 5677.5 +7.0 311,933 274,593 +8,848
Sep06 060518 5764.0 5769.5 5645.0 5720.0 +6.0 1,473 13,208 +158
Dec06 060518 5805.0 5805.0 5691.0 5767.0 +6.0 935 4,118 +281
Total Volume and Open Interest 314,341 291,919 +9,287
FT-SE 100(LIFFE)
Jun06 060518 5696.00 5731.50 5625.00 5682.50 -6.50 146,929 478,644 -169
Sep06 060518 5664.50 5726.50 5663.00 5696.50 -8.50 70 3,079 +20
Dec06 060518 5760.50 5760.50 5672.50 5728.50 -10.50 1 35,305 +0
Total Volume and Open Interest 147,000 518,028 -149
SPI 200(SFE)
Jun06 060518 5107.0 5141.0 5087.0 5097.0 -117.0 15,555 239,863 +882
Sep06 060518 5096.0 5129.0 5089.0 5095.0 -117.0 170 5,642 +9
Dec06 060518 5153.0 5153.0 5120.0 5120.0 -117.0 485 3,584 +255
Total Volume and Open Interest 16,215 251,975 +1,151
GSCI(CME)
Jun06 060518 469.00 471.70 467.35 471.40 +1.70 247 21,557 -14
Jul06 060518 477.00 477.00 477.00 477.00 +1.00 0 22 +0
Aug06 060518 481.50 481.50 481.50 481.50 +1.50      
Total Volume and Open Interest 247 21,579 -14
Reuters CRB Index(NYBOT)
Jun06 060518 392.00 392.50 387.50 388.00 -2.00 53 407 -7
Aug06 060518 396.50 396.50 396.50 396.50 -2.00 1 437 +1
Nov06 060518 407.75 407.75 404.00 404.00 -2.00 2 200 +0
Total Volume and Open Interest 56 1,044 -6
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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