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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 22, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060522 584.00 589.00 581.00 582.50 -4.50 57,969 217,911 -5,440
Aug06 060522 589.50 595.50 587.50 588.75 -5.00 1,356 15,079 -13
Sep06 060522 596.00 600.50 593.25 594.25 -4.75 934 12,502 +239
Nov06 060522 605.00 613.00 604.00 606.00 -4.75 14,121 99,672 -1,100
Jan07 060522 615.00 620.00 612.75 614.25 -4.25 178 7,554 -3
Mar07 060522 619.00 627.00 618.00 620.25 -5.25 263 4,091 +158
May07 060522 625.00 631.00 624.50 624.50 -6.50 221 3,764 +69
Total Volume and Open Interest 76,078 376,477 -6,112
Soybean Meal(CBOT)
Jul06 060522 172.50 174.30 172.00 172.20 -1.20 20,361 93,629 +1,226
Aug06 060522 174.00 175.50 173.60 173.90 -1.10 3,091 19,717 +862
Sep06 060522 175.50 176.50 175.00 175.10 -1.00 784 15,583 +60
Oct06 060522 176.50 177.80 176.00 176.20 -1.20 722 9,232 +113
Dec06 060522 179.00 180.30 178.30 178.60 -1.10 3,684 32,949 +118
Jan07 060522 180.40 181.30 179.50 179.70 -0.80 90 2,391 +35
Mar07 060522 181.50 184.00 181.50 181.80 -0.80 280 2,080 +152
May07 060522 181.50 184.00 181.50 181.60 -1.00 93 2,889 +39
Total Volume and Open Interest 29,500 180,579 +2,785
Soybean Oil(CBOT)
Jul06 060522 24.68 25.04 24.60 24.92 -0.11 22,595 155,471 -4,813
Aug06 060522 24.88 25.11 24.83 25.10 -0.11 1,012 12,567 +193
Sep06 060522 25.10 25.40 25.02 25.28 -0.13 491 9,587 +277
Oct06 060522 25.32 25.51 25.30 25.51 -0.13 346 6,980 -128
Dec06 060522 25.65 26.03 25.60 25.94 -0.12 4,483 40,146 +1,115
Jan07 060522 25.85 26.14 25.85 26.14 -0.10 3 3,989 +2
Mar07 060522 26.10 26.39 26.10 26.39 -0.10 34 1,633 +2
May07 060522 26.25 26.55 26.25 26.55 -0.13 6 3,848 +0
Total Volume and Open Interest 30,185 244,210 -4,323
Canola(WCE)
May06 060512 273.1 273.1 273.1 273.1 +2.5 39 50 -503
Jul06 060519 285.0 285.8 283.0 284.4 -1.1 6,541 44,136 -1,830
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060519 302.0 302.9 300.4 301.5 -1.4 1,924 32,766 -105
Jan07 060519 308.5 310.8 308.0 310.4 -0.2 21 2,802 +21
Total Volume and Open Interest 8,818 84,590 -1,803
Corn(CBOT)
Jul06 060522 249.00 255.00 248.50 254.50 +1.75 101,411 561,107 +1,656
Sep06 060522 260.00 265.75 259.75 265.50 +1.50 13,165 140,598 +3,374
Dec06 060522 272.50 279.25 272.25 278.75 +1.50 74,581 387,295 -4,609
Mar07 060522 283.00 288.75 283.00 288.25 +1.25 4,733 68,134 +824
May07 060522 288.50 295.00 288.50 295.00 +2.25 531 8,589 +233
Jul07 060522 294.50 301.75 294.50 301.00 +2.50 2,568 25,589 +1,076
Total Volume and Open Interest 202,664 1,328,353 +11,599
Wheat(CBOT)
Jul06 060522 413.00 428.00 410.00 426.25 +10.00 48,390 268,880 +859
Sep06 060522 425.00 441.00 423.00 440.00 +10.50 5,102 43,752 +2,017
Dec06 060522 442.00 458.00 440.00 456.50 +10.25 8,600 102,255 +1,370
Mar07 060522 457.00 472.00 456.00 471.75 +10.75 2,475 25,788 +1,260
May07 060522 458.00 476.50 458.00 476.00 +12.50 2 690 -2
Total Volume and Open Interest 70,729 503,066 +7,253
Wheat(KCBT)
May06 060512 477.00 477.00 470.00 475.00 +9.00 27 26 -13
Jul06 060522 496.00 518.00 495.00 517.50 +13.25 14,314 81,119 -3,179
Sep06 060522 504.50 524.50 502.00 523.50 +12.00 2,949 19,011 +398
Dec06 060522 509.00 528.00 508.00 527.50 +14.25 3,538 30,115 +432
Mar07 060522 513.00 530.00 513.00 528.00 +14.00 57 2,665 -107
Total Volume and Open Interest 21,773 144,666 -2,214
Wheat(MGE)
May06 060512 452.00 452.00 452.00 452.00 +4.00      
Jul06 060522 464.50 482.00 464.50 480.75 +11.75 2,497 21,399 -748
Sep06 060522 472.00 488.50 472.00 487.00 +9.25 1,518 13,488 -132
Dec06 060522 480.00 498.00 480.00 494.75 +9.00 2,319 19,517 +846
Mar07 060522 489.00 502.00 489.00 502.00 +10.00 157 1,007 +86
Total Volume and Open Interest 6,738 58,436 +187
Oats(CBOT)
Jul06 060522 194.00 196.50 191.50 196.00 -2.25 1,221 9,569 -131
Sep06 060522 193.00 195.75 193.00 195.00 +0.50 8 335 +6
Dec06 060522 190.00 191.50 188.00 191.00 -1.75 632 4,623 +55
Mar07 060522 196.00 197.75 196.00 197.75 -1.25 7 99 +0
Total Volume and Open Interest 1,868 14,631 -70
Rough Rice(CBOT)
May06 060519 8.61 8.61 8.61 8.61 -0.05 3 4 +0
Jul06 060522 8.91 9.00 8.75 9.00 +0.17 437 6,589 +591
Sep06 060522 9.05 9.27 9.05 9.26 +0.17 15 1,244 +14
Nov06 060522 9.22 9.37 9.20 9.37 +0.12 56 2,682 +33
Total Volume and Open Interest 544 12,193 +649
Live Cattle(CME)
Jun06 060522 77.375 77.675 77.000 77.325 +0.100 13,095 61,622 -2,195
Aug06 060522 78.800 79.100 78.300 78.675 +0.100 12,671 128,219 +1,304
Oct06 060522 82.300 82.875 82.150 82.350 +0.100 4,586 48,769 +357
Dec06 060522 84.150 84.750 83.950 84.575 +0.400 1,763 21,334 +612
Feb07 060522 87.100 87.700 86.950 87.625 +0.400 301 8,554 +30
Apr07 060522 85.500 86.000 85.500 86.000 +0.300 89 1,563 +38
Total Volume and Open Interest 32,573 270,352 +187
Feeder Cattle(CME)
May06 060522 103.100 103.375 102.900 103.375 +0.325 950 3,283 -325
Aug06 060522 106.450 106.850 106.200 106.700 +0.475 2,774 18,373 -249
Sep06 060522 106.100 106.300 105.800 106.300 +0.350 298 2,822 -84
Oct06 060522 105.000 105.500 104.800 105.475 +0.600 151 2,144 -28
Nov06 060522 103.900 104.400 103.900 104.400 +0.400 17 624 +1
Jan07 060522 101.250 101.500 101.250 101.500 +0.600 21 290 +10
Mar07 060522 99.800 99.800 99.800 99.800 unch 2 6 +2
Total Volume and Open Interest 4,213 27,542 -673
Lean Hogs(CME)
Jun06 060522 68.500 68.550 67.300 67.525 -0.625 10,337 27,355 -2,203
Jul06 060522 68.100 68.100 66.900 66.975 -0.650 13,752 78,222 +2,616
Aug06 060522 66.450 66.500 65.200 65.400 -0.850 6,888 28,170 +1,634
Oct06 060522 57.550 57.700 56.550 56.700 -0.800 2,672 17,885 +83
Dec06 060522 56.650 56.650 55.700 55.775 -0.775 1,663 9,437 +560
Feb07 060522 58.300 58.300 57.500 57.600 -0.625 128 2,594 -54
Apr07 060522 57.800 57.900 57.600 57.750 -0.650 102 950 +67
May07 060522 60.100 60.100 59.900 60.025 -0.075 27 70 +10
Total Volume and Open Interest 35,582 164,703 +2,725
Pork Bellies(CME)
May06 060522 87.100 88.250 87.000 87.000 +0.200 17 57 -4
Jul06 060522 85.900 86.250 83.700 83.925 -0.975 266 1,422 +7
Aug06 060522 83.200 84.000 81.450 81.450 -0.650 29 319 +2
Feb07 060522 84.500 84.500 83.700 83.700 -1.000 0 14 +0
Mar07 060522 83.950 83.950 83.950 83.950 -1.000 0 6 +0
Total Volume and Open Interest 312 1,818 +5
Class III Milk(CME)
May06 060522 10.82 10.82 10.82 10.82 unch 1 3,034 -21
Jun06 060522 11.16 11.25 11.14 11.14 +0.02 89 3,287 -6
Jul06 060522 11.55 11.55 11.50 11.50 +0.05 151 3,403 +7
Aug06 060522 11.75 11.78 11.72 11.72 +0.05 124 3,871 -1
Sep06 060522 12.15 12.15 12.12 12.14 +0.05 105 3,581 -20
Total Volume and Open Interest 713 31,103 +16
Cocoa(NYBOT)
Jul06 060522 1514 1520 1506 1515 -14 9,727 55,215 -1,744
Sep06 060522 1537 1542 1528 1538 -13 2,293 28,145 +290
Dec06 060522 1566 1571 1560 1570 -13 1,280 16,771 +560
Mar07 060522 1600 1601 1595 1600 -13 864 12,058 +377
May07 060522 1621 1621 1615 1620 -12 167 4,348 +41
Jul07 060522 1640 1640 1640 1640 -12 12 2,483 +0
Sep07 060522 1657 1657 1657 1657 -12 182 6,523 +90
Total Volume and Open Interest 14,715 130,934 +1,442
Coffee "C"(NYBOT)
May06 060518 98.00 100.00 97.50 99.65 +1.40 10 24 -51
Jul06 060522 100.30 101.45 99.00 99.60 -1.05 8,883 67,302 -1,321
Sep06 060522 103.65 104.30 101.90 102.50 -1.05 3,399 20,999 +1,278
Dec06 060522 107.30 108.00 105.70 106.35 -0.95 804 9,642 +82
Mar07 060522 111.00 111.50 109.25 109.75 -1.00 311 3,615 -13
May07 060522 113.60 113.60 111.80 111.80 -1.00 93 820 +0
Total Volume and Open Interest 13,830 104,649 +9
Orange Juice(NYBOT)
Jul06 060522 148.00 151.00 147.60 149.60 +0.35 1,992 23,795 -806
Sep06 060522 148.00 150.40 147.75 149.50 +0.35 390 3,982 -74
Nov06 060522 144.50 147.90 144.50 147.35 +0.45 195 2,740 -15
Jan07 060522 144.00 146.25 143.50 146.10 +0.40 51 1,810 +50
Mar07 060522 146.60 146.60 146.60 146.60 +0.40 0 454 +0
Total Volume and Open Interest 2,628 32,829 -845
Sugar #11(NYBOT)
Jul06 060522 16.25 16.40 16.02 16.39 -0.03 48,808 240,022 -5,457
Oct06 060522 16.50 16.60 16.29 16.60 -0.08 24,866 109,027 +1,647
Mar07 060522 16.90 16.95 16.66 16.94 -0.08 8,628 70,142 -1,235
May07 060522 16.70 16.83 16.55 16.83 -0.07 4,438 30,993 +926
Jul07 060522 16.55 16.74 16.55 16.74 -0.07 422 23,915 -54
Total Volume and Open Interest 87,875 494,745 -4,202
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060522 23.00 23.00 23.00 23.00 -0.04 42 2,789 -24
Sep06 060522 22.95 23.00 22.95 22.95 -0.05 13 4,520 +1
Nov06 060522 22.32 22.36 22.32 22.36 +0.01 89 1,194 +15
Jan07 060522 22.40 22.40 22.40 22.40 -0.05 1 1,202 +0
Total Volume and Open Interest 146 12,901 -8
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060522 860 863 850 854 -11 5,173 71,633 -213
Sep06 060522 874 874 862 865 -10 1,960 36,650 +110
Dec06 060522 894 894 880 883 -11 1,780 37,877 -222
Mar07 060522 900 904 892 895 -9 1,040 18,298 +360
May07 060522 912 912 904 907 -9 214 1,505 +22
Jul07 060522 915 915 915 915 -9 73 2,182 +60
Total Volume and Open Interest 10,540 172,057 +417
London Coffee(LCE)
May06 060522 1114.00 1118.00 1100.00 1100.00 -18.00 0 473 -4
Jul06 060522 1133.00 1134.00 1112.00 1112.00 -19.00 8,380 59,660 -2,878
Sep06 060522 1152.00 1152.00 1130.00 1130.00 -19.00 2,754 38,445 +435
Nov06 060522 1159.00 1161.00 1141.00 1141.00 -18.00 2,006 25,171 +1,080
Jan07 060522 1168.00 1168.00 1150.00 1152.00 -16.00 222 2,245 +215
Mar07 060522 1173.00 1173.00 1161.00 1161.00 -16.00 2 666 -2
Total Volume and Open Interest 13,392 127,165 -1,134
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060522 479.90 482.20 471.00 479.80 -1.20 6,419 35,205 -767
Oct06 060522 465.50 468.00 457.50 464.30 -2.70 2,062 16,608 -258
Dec06 060522 461.00 462.00 453.20 459.30 -2.70 515 5,960 -255
Mar07 060522 455.00 457.50 447.10 454.30 -2.70 607 5,843 +146
Total Volume and Open Interest 9,936 67,707 -875
Cotton(NYBOT)
Jul06 060522 49.69 49.75 48.75 49.17 -0.19 11,687 109,194 +52
Oct06 060522 52.75 52.75 51.80 52.25 -0.15 492 2,787 +131
Dec06 060522 54.40 54.40 53.55 53.91 -0.20 6,857 51,611 +415
Mar07 060522 56.25 56.25 55.75 56.10 -0.22 818 7,401 +317
May07 060522 57.10 57.10 56.90 57.00 -0.20 46 399 +44
Jul07 060522 57.95 57.95 57.95 57.95 -0.20 167 1,756 +37
Total Volume and Open Interest 20,083 174,180 +1,001
Lumber(CME)
Jul06 060522 312.7 315.7 312.7 314.0 +1.3 640 3,401 -95
Sep06 060522 325.5 328.3 325.5 328.1 +1.1 132 682 -21
Nov06 060522 314.4 315.5 314.4 314.5 +1.5 89 173 -11
Jan07 060522 328.0 328.0 328.0 328.0 -1.0 0 3 +0
Total Volume and Open Interest 861 4,265 -127
Crude Oil(NYM)
Jun06 060522 67.60 69.90 67.55 69.23 +0.70 82,472 31,345 -25,384
Jul06 060522 68.53 70.25 68.40 69.96 +0.67 117,457 282,358 +8,612
Aug06 060522 69.45 70.90 69.35 70.76 +0.62 29,854 83,175 +2,371
Sep06 060522 70.10 71.60 70.00 71.43 +0.56 11,977 61,677 -11
Oct06 060522 70.85 72.10 70.70 72.00 +0.51 3,719 32,098 -589
Nov06 060522 71.50 72.47 71.50 72.47 +0.49 764 22,374 -23
Dec06 060522 71.60 72.85 71.55 72.85 +0.48 16,150 107,133 -6,189
Jan07 060522 73.05 73.14 73.05 73.14 +0.47 1,875 27,964 -53
Feb07 060522 72.50 73.33 72.50 73.33 +0.46 1,322 14,730 +1
Mar07 060522 72.45 73.44 72.45 73.44 +0.46 207 14,466 -72
Apr07 060522 73.49 73.49 73.49 73.49 +0.46 360 8,609 +48
May07 060522 73.50 73.50 73.50 73.50 +0.46 534 6,902 +77
Jun07 060522 72.45 73.47 72.45 73.47 +0.46 1,489 35,485 +44
Jul07 060522 73.39 73.39 73.39 73.39 +0.46 85 8,770 +85
Aug07 060522 73.30 73.30 73.30 73.30 +0.46 0 5,136 +0
Sep07 060522 73.20 73.20 73.20 73.20 +0.46 200 7,166 +200
Total Volume and Open Interest 283,473 1,016,667 -37,304
Heating Oil(NYM)
Jun06 060522 191.00 193.70 190.20 193.26 +1.25 15,169 29,427 -2,259
Jul06 060522 193.75 196.50 192.50 195.87 +1.10 13,410 64,634 -1,122
Aug06 060522 196.60 198.72 195.20 198.72 +1.25 2,243 14,355 -626
Sep06 060522 198.80 201.57 198.80 201.57 +1.30 748 10,130 -4
Oct06 060522 202.40 204.57 201.70 204.57 +1.35 807 6,449 +226
Nov06 060522 207.00 208.22 205.75 208.22 +1.40 210 4,761 +20
Dec06 060522 209.50 212.12 209.00 212.12 +1.45 907 14,787 +8
Jan07 060522 212.80 215.12 212.00 215.12 +1.55 1,108 10,403 +661
Feb07 060522 213.90 215.77 213.30 215.77 +1.60 178 3,047 -20
Mar07 060522 212.40 214.37 211.50 214.37 +1.70 650 3,058 +5
Apr07 060522 207.10 209.42 207.00 209.42 +1.75 303 3,695 +47
May07 060522 204.70 205.77 204.70 205.77 +1.80 12 568 +5
Total Volume and Open Interest 36,446 169,055 -2,577
Unleaded Gas(NYM)
Jun06 060522 201.00 206.50 200.00 205.74 +1.90 19,261 32,425 -542
Jul06 060522 198.50 204.00 198.00 203.03 +1.76 12,195 45,939 -7
Aug06 060522 195.00 201.25 195.00 201.08 +1.66 1,719 8,851 +297
Sep06 060522 195.80 199.00 195.80 198.73 +1.66 1,029 7,831 +12
Oct06 060522 188.23 188.23 188.23 188.23 +1.46 767 5,405 +139
Nov06 060522 182.00 184.38 182.00 184.38 +1.31 219 1,986 +66
Dec06 060522 182.63 182.63 182.63 182.63 +1.26 208 2,464 -30
Jan07 060522 183.28 183.28 183.28 183.28 +1.21 4 1,491 +0
Total Volume and Open Interest 35,402 106,392 -65
Natural Gas(NYM)
Jun06 060522 6.100 6.350 6.040 6.276 +0.314 20,936 45,241 -2,347
Jul06 060522 6.335 6.630 6.320 6.546 +0.319 15,158 110,651 +79
Aug06 060522 6.590 6.820 6.590 6.801 +0.294 7,432 34,265 -548
Sep06 060522 6.920 7.101 6.900 7.101 +0.244 3,453 32,437 +232
Oct06 060522 7.370 7.520 7.330 7.476 +0.169 5,905 43,419 -323
Nov06 060522 8.620 8.706 8.550 8.706 +0.109 8,034 51,222 +1,366
Dec06 060522 9.980 10.041 9.900 10.041 +0.054 11,344 27,554 +440
Jan07 060522 10.750 10.801 10.650 10.801 +0.054 4,169 46,117 +1,033
Feb07 060522 10.780 10.826 10.700 10.826 +0.044 2,008 27,625 +456
Mar07 060522 10.620 10.651 10.520 10.651 +0.034 1,358 45,146 -397
Apr07 060522 8.900 8.946 8.830 8.946 +0.004 1,056 25,410 +156
May07 060522 8.700 8.791 8.700 8.791 +0.004 587 24,608 +155
Jun07 060522 8.870 8.911 8.850 8.911 +0.004 28 10,563 -119
Jul07 060522 9.000 9.051 8.960 9.051 +0.004 36 7,167 -42
Aug07 060522 9.200 9.200 9.100 9.176 +0.004 29 6,744 +12
Sep07 060522 9.306 9.306 9.306 9.306 +0.004 51 8,753 +20
Total Volume and Open Interest 93,261 840,041 +5,570
Brent Crude Oil(ICE)
Jul06 060522 68.95 69.58 67.63 69.35 +0.67 77,181 117,015 -12,770
Aug06 060522 69.57 70.17 68.36 69.98 +0.62 25,456 102,315 -2,946
Sep06 060522 69.80 70.60 68.98 70.53 +0.59 8,241 32,042 -805
Oct06 060522 69.68 71.00 69.40 70.98 +0.58 5,746 27,843 -482
Nov06 060522 69.85 71.38 69.85 71.35 +0.57 2,784 14,541 +367
Dec06 060522 70.15 71.90 70.15 71.66 +0.54 8,660 50,790 +52
Jan07 060522 70.79 71.92 70.58 71.92 +0.55 528 10,925 +104
Feb07 060522 71.45 72.12 71.45 72.12 +0.55 0 7,152 +0
Mar07 060522 71.04 72.28 70.84 72.28 +0.55 67 6,257 +0
Apr07 060522 71.12 72.35 71.12 72.35 +0.57 900 2,140 -250
May07 060522 72.32 72.32 72.32 72.32 +0.57 67 998 -22
Jun07 060522 71.18 72.25 71.10 72.25 +0.53 210 11,403 +90
Jul07 060522 72.18 72.18 72.18 72.18 +0.53 0 50 +0
Aug07 060522 72.13 72.13 72.13 72.13 +0.55 0 235 +0
Total Volume and Open Interest 132,499 431,481 -16,480
Gas Oil(ICE)
Jun06 060522 609.00 613.25 601.25 604.75 -2.50 26,536 52,732 +944
Jul06 060522 614.00 618.25 607.25 609.75 -2.50 11,773 58,620 +251
Aug06 060522 621.25 624.00 614.25 617.00 -2.00 3,710 13,674 -1,206
Sep06 060522 628.50 629.25 621.25 624.25 -1.75 1,743 9,772 -118
Oct06 060522 634.75 638.25 628.25 631.25 -1.75 1,139 10,533 +863
Nov06 060522 635.25 637.50 635.25 637.50 -1.75 0 5,884 -25
Dec06 060522 640.00 649.75 639.25 642.00 -1.75 1,861 28,520 -553
Jan07 060522 644.75 650.00 643.25 646.00 -1.75 510 6,215 -370
Feb07 060522 645.00 645.00 645.00 645.00 -2.00 0 478 +0
Mar07 060522 645.00 645.25 644.00 644.00 -1.75 50 3,222 +0
Total Volume and Open Interest 48,407 217,457 -1,264
US Dollar Index(NYBOT)
Jun06 060522 84.75 85.35 84.14 84.23 -0.50 5,856 35,092 -506
Sep06 060522 84.50 84.86 83.80 83.89 -0.50 203 2,541 +47
Dec06 060522 83.80 83.80 83.58 83.58 -0.50 24 107 +6
Total Volume and Open Interest 6,083 37,745 -453
Australian Dollar(CME)
Jun06 060522 74.94 75.28 74.80 75.28 -0.40 2,987 79,661 +111
Sep06 060522 74.78 75.16 74.78 75.16 -0.40 13 1,110 +1
Dec06 060522 75.05 75.05 75.05 75.05 -0.40 0 229 +12
Total Volume and Open Interest 3,000 81,018 +2,218
British Pound(CME)
Jun06 060522 187.46 188.84 187.46 188.77 +0.94 1,679 111,949 +1,577
Sep06 060522 188.65 189.04 188.65 189.04 +0.95 10 897 -164
Dec06 060522 189.32 189.32 189.32 189.32 +0.96 0 150 +0
Total Volume and Open Interest 1,689 112,996 +509
Canadian Dollar(CME)
Jun06 060522 88.95 89.95 88.83 89.75 +0.48 6,639 111,389 +1,126
Sep06 060522 89.11 90.00 89.11 90.00 +0.48 66 3,840 -12
Dec06 060522 89.44 90.25 89.44 90.25 +0.48 191 1,098 -96
Mar07 060522 90.50 90.50 90.50 90.50 +0.48 0 184 +0
Total Volume and Open Interest 6,898 116,558 +39
Japanese Yen(CME)
Jun06 060522 89.17 90.13 89.13 90.10 +0.24 9,448 183,501 -9,303
Sep06 060522 90.36 91.27 90.36 91.24 +0.25 4,760 24,854 +4,162
Dec06 060522 92.10 92.32 92.10 92.32 +0.25 0 269 +5
Total Volume and Open Interest 14,208 208,636 -5,136
Swiss Franc(CME)
Jun06 060522 82.53 83.36 82.52 83.28 +0.79 2,376 100,711 +1,708
Sep06 060522 83.77 84.11 83.77 84.06 +0.80 15 577 -27
Dec06 060522 84.14 84.77 84.14 84.77 +0.88 0 54 +0
Total Volume and Open Interest 2,391 101,348 +1,681
EuroFX(CME)
Jun06 060522 127.77 129.10 127.77 128.89 +0.89 2,776 197,427 +1,280
Sep06 060522 128.56 129.62 128.56 129.62 +0.90 66 4,717 -61
Dec06 060522 130.25 130.25 130.25 130.25 +0.90 15 404 -4
Total Volume and Open Interest 2,857 202,690 +1,215
Mexican Peso(CME)
Jun06 060522 8865.0 8880.0 8820.0 8860.0 -60.0 2,333 64,113 +936
Sep06 060522 8795.0 8805.0 8795.0 8805.0 -60.0 67 1,168 -2
Total Volume and Open Interest 2,401 89,998 +935
30-Year T-Bonds(CBOT)
Jun06 060522 107~04 107~26 107~04 107~07 +0~02 505,819 746,456 -32,059
Sep06 060522 106~30 107~21 106~30 107~02 +0~03 53,260 119,921 +18,324
Dec06 060522 106~26 107~22 106~26 107~03 +0~07 16 1,718 -4
Total Volume and Open Interest 559,095 868,096 -13,739
10-Year T-Notes(CBOT)
Jun06 060522 105~175 106~005 105~175 105~230 +0~045 1,104,647 2,004,754 -92,857
Sep06 060522 105~130 105~280 105~130 105~180 +0~050 109,959 278,561 +19,780
Total Volume and Open Interest 1,214,708 2,292,835 -73,110
5-Year T-Notes(CBOT)
Jun06 060522 104~065 104~095 104~040 104~040 +0~025 454,470 0 +0
Sep06 060522 104~035 104~035 104~015 104~015 +0~030 35,102 0 +0
Dec06 060522 104~020 104~020 104~020 104~020 +0~025 0 1 +0
Total Volume and Open Interest 489,572 1 +0
2 Year T-Notes(CBOT)
Jun06 060522 101~096 101~100 101~093 101~094 +0~004 10,473 601,216 -18,822
Sep06 060522 101~100 101~104 101~097 101~098 +0~006 4,383 53,828 +8,064
Total Volume and Open Interest 14,856 655,044 -10,758
Eurodollars(CME)
Jun06 060522 94.717 94.723 94.707 94.710 +0.005 27,594 1,312,440 -7,814
Sep06 060522 94.630 94.690 94.630 94.640 unch 576,310 1,465,143 +46,289
Dec06 060522 94.665 94.685 94.645 94.650 +0.015 25,703 1,551,358 -64,195
Mar07 060522 94.730 94.755 94.710 94.710 +0.020 20,226 1,264,542 +1,897
Jun07 060522 94.770 94.790 94.750 94.750 +0.025 38,578 1,084,061 -8,177
Sep07 060522 94.785 94.800 94.760 94.760 +0.025 23,688 918,654 -84,370
Dec07 060522 94.775 94.785 94.750 94.750 +0.025 32,478 644,968 -33,151
Mar08 060522 94.770 94.785 94.740 94.740 +0.020 13,463 441,219 -24,405
Jun08 060522 94.730 94.750 94.715 94.715 +0.015 14,987 296,971 -11,942
Sep08 060522 94.705 94.730 94.695 94.695 +0.015 11,992 243,862 -4,669
Dec08 060522 94.675 94.695 94.655 94.655 +0.015 11,435 219,160 -1,032
Mar09 060522 94.660 94.680 94.640 94.640 +0.015 7,116 152,935 -3,117
Jun09 060522 94.625 94.640 94.615 94.615 +0.015 9,181 126,197 +748
Sep09 060522 94.605 94.620 94.585 94.585 +0.015 7,723 115,497 -1,864
Dec09 060522 94.560 94.580 94.540 94.540 +0.015 7,747 110,371 -3,135
Mar10 060522 94.530 94.545 94.520 94.520 +0.015 4,463 91,186 -2,869
Jun10 060522 94.510 94.525 94.490 94.490 +0.015 3,600 73,011 -2,009
Sep10 060522 94.465 94.485 94.450 94.450 +0.010 4,154 57,038 -2,726
Total Volume and Open Interest 300,141 10,348,507 -278,439
3-Mth Euro-Yen(CME)
Jun06 060522 99.74 99.75 99.74 99.75 +0.01 1,804 11,760 -352
Sep06 060522 99.52 99.56 99.52 99.54 +0.03 314 9,935 -2,031
Dec06 060522 99.33 99.34 99.32 99.33 +0.05 23 8,227 -419
Mar07 060522 99.12 99.14 99.11 99.13 +0.08 183 6,578 -228
Jun07 060522 98.94 98.95 98.94 98.95 +0.08 65 4,717 +14
Sep07 060522 98.77 98.77 98.77 98.77 +0.08 40 1,726 +10
Dec07 060522 98.62 98.62 98.62 98.62 +0.10 0 1,368 -49
Mar08 060522 98.45 98.45 98.45 98.45 +0.08 50 236 +35
Jun08 060522 98.35 98.35 98.35 98.35 +0.10 0 251 +0
Sep08 060522 98.25 98.25 98.25 98.25 +0.10      
Total Volume and Open Interest 2,479 44,802 -3,020
3-Mth Euro-Yen(SIMEX)
Jun06 060522 99.74 99.75 99.72 99.74 +0.01 1,699 59,652 -353
Sep06 060522 99.50 99.53 99.49 99.52 +0.02 2,421 52,813 +580
Dec06 060522 99.28 99.34 99.27 99.32 +0.05 674 105,717 -533
Mar07 060522 99.06 99.13 99.05 99.12 +0.07 1,135 49,729 -204
Jun07 060522 98.87 98.96 98.87 98.94 +0.08 2,112 23,106 +685
Sep07 060522 98.76 98.76 98.76 98.76 +0.09 0 14,700 +0
Dec07 060522 98.61 98.61 98.61 98.61 +0.10 1 22,484 +182
Mar08 060522 98.37 98.46 98.37 98.46 +0.10 150 17,139 -67
Total Volume and Open Interest 8,192 346,920 +290
German Euro-Bund(EUREX)
Jun06 060519 115.74 115.89 115.42 115.87 +0.24 2,108,502 1,833,649 +71,608
Sep06 060519 115.77 115.97 115.54 115.97 +0.28 14,838 117,340 +677
Dec06 060519 115.18 115.18 115.18 115.18 +0.24 536 3 +0
Total Volume and Open Interest 2,123,876 1,950,992 +72,285
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060519 109.75 109.82 109.74 109.82 +0.10 10,069 42,509 -2,848
Dec06 060519 109.50 109.50 109.50 109.50 +0.09 1,404 0 +0
Total Volume and Open Interest 960,429 1,372,097 +20,175
Long Gilt(LIFFE)
Jun06 060522 110~02 110~13 109~31 110~08 +0~10 93,838 310,280 -4,598
Sep06 060522 109~25 110~01 109~25 109~31 +0~10 187 19,558 +93
Total Volume and Open Interest 94,025 329,838 +14,592
3-Mth Short Sterling(LIFFE)
Jun06 060522 95.27 95.27 95.27 95.27 +0.03 23,570 454,078 +3,174
Sep06 060522 95.15 95.15 95.15 95.15 +0.04 56,521 539,828 +2,604
Dec06 060522 95.04 95.04 95.04 95.04 +0.04 60,197 373,696 -5,361
Total Volume and Open Interest 329,957 2,548,710 +13,147
3-Mth Euribor(LIFFE)
Jun06 060522 96.980 96.990 96.975 96.990 +0.010 93,733 577,581 +4,414
Sep06 060522 96.725 96.780 96.725 96.775 +0.030 157,548 648,827 -3,308
Dec06 060522 96.550 96.610 96.455 96.605 +0.035 215,916 655,641 -6,737
Total Volume and Open Interest 932,683 3,675,615 -11,656
3-Mth Aus T-Bills(SFE)
Jun06 060522 94.09 94.10 94.09 94.10 unch 8,221 128,195 -2,782
Sep06 060522 93.96 93.99 93.95 93.99 +0.02 16,112 291,519 +1,981
Dec06 060522 93.92 93.95 93.90 93.95 +0.02 7,643 131,767 +87
Mar07 060522 93.90 93.94 93.89 93.94 +0.02 4,034 54,535 +2,877
Jun07 060522 93.89 93.92 93.88 93.92 +0.02 1,408 31,778 +780
Sep07 060522 93.86 93.91 93.86 93.91 +0.03 1,599 24,836 +1,131
Dec07 060522 93.83 93.89 93.83 93.89 +0.04 667 14,762 +150
Mar08 060522 93.81 93.87 93.81 93.87 +0.04 678 9,018 +26
Jun08 060522 93.81 93.85 93.81 93.85 +0.03 255 1,537 +80
Sep08 060522 93.84 93.84 93.84 93.84 +0.04 50 813 +0
Total Volume and Open Interest 41,058 690,589 +4,633
10-Year Aus T-Bonds(SFE)
Jun06 060522 94.24 94.30 94.24 94.30 +0.03 34,916 385,021 +13,342
Sep06 060522 94.30 94.30 94.30 94.30 +0.03      
Total Volume and Open Interest 34,916 385,021 +13,342
3-Year Aus T-Bonds(SFE)
Jun06 060522 94.29 94.34 94.28 94.34 +0.03 76,799 521,732 +6,369
Sep06 060522 94.34 94.34 94.34 94.34 +0.03      
Total Volume and Open Interest 76,799 521,732 +6,369
Gold(CMX)
Jun06 060522 646.0 658.0 643.5 657.7 +0.2 101,586 154,270 -13,823
Aug06 060522 651.2 664.8 650.0 664.3 +0.1 12,575 77,841 +3,757
Oct06 060522 660.0 673.0 658.0 670.9 +0.1 921 9,945 +41
Dec06 060522 666.0 677.4 663.0 677.4 +0.3 2,647 26,637 +358
Feb07 060522 670.0 683.9 670.0 683.9 +0.2 212 13,189 -25
Apr07 060522 690.0 690.3 690.0 690.3 +0.1 22 1,585 -15
Jun07 060522 694.0 696.8 694.0 696.8 unch 86 12,177 +28
Aug07 060522 703.1 703.1 703.1 703.1 -0.1 2 384 +0
Oct07 060522 709.4 709.4 709.4 709.4 -0.2 0 2,010 +0
Dec07 060522 707.0 715.6 702.0 715.6 -0.4 182 14,178 +22
Feb08 060522 721.8 721.8 721.8 721.8 -0.6 0 870 +0
Total Volume and Open Interest 118,262 322,437 -9,645
Silver(CMX)
May06 060522 1228.0 1240.0 1220.0 1235.5 +7.8 184 1,078 +43
Jul06 060522 1222.0 1249.0 1221.0 1243.0 +7.0 23,134 57,672 -1,063
Sep06 060522 1245.0 1257.0 1235.0 1252.9 +7.0 1,529 8,234 +428
Dec06 060522 1236.0 1269.0 1235.0 1258.5 +6.0 1,391 18,653 -341
Mar07 060522 1256.0 1261.1 1256.0 1261.1 +5.0 29 7,634 -5
May07 060522 1261.5 1261.5 1261.5 1261.5 +4.5 584 2,306 +268
Jul07 060522 1239.0 1261.7 1239.0 1261.7 +4.0 10 5,039 +1
Total Volume and Open Interest 26,992 109,591 -666
Platinum(NYM)
Jul06 060522 1276.0 1288.0 1273.0 1284.6 -28.8 1,952 8,823 -394
Oct06 060522 1269.0 1286.6 1269.0 1286.6 -26.8 35 252 +1
Total Volume and Open Interest 1,987 9,075 -393
Palladium(NYME)
Jun06 060522 340.00 345.00 335.00 341.75 -10.05 3,342 12,371 -799
Sep06 060522 345.00 347.00 340.00 346.65 -10.05 895 4,616 +265
Dec06 060522 345.00 349.65 340.00 349.65 -10.05 31 505 -5
Total Volume and Open Interest 4,273 17,527 -534
Copper(CMX)
May06 060522 356.50 367.00 356.00 364.00 -0.30 1,329 2,709 -683
Jul06 060522 337.50 350.50 336.50 346.15 -0.75 9,586 51,816 -846
Sep06 060522 334.00 345.00 332.00 340.85 -0.65 1,026 9,497 +141
Dec06 060522 320.00 333.50 320.00 329.85 -1.65 319 4,621 -19
Mar07 060522 316.00 323.00 316.00 318.85 -2.65 18 926 +7
Total Volume and Open Interest 13,171 82,484 -1,348
Aluminum(CMX)
May06 060522 125.75 125.75 125.75 125.75 +1.25      
Jun06 060522 125.75 125.75 125.75 125.75 +1.25 0 290 +0
Jul06 060522 125.65 125.65 125.65 125.65 +1.25 0 21 +0
Aug06 060522 125.50 125.50 125.50 125.50 +1.25      
Sep06 060522 125.35 125.35 125.35 125.35 +1.25 0 1 +0
Oct06 060522 125.25 125.25 125.25 125.25 +1.25 0 40 +0
Total Volume and Open Interest 0 959 +0
DJIA Index(CBOT)
Jun06 060522 11118 11197 11064 11124 -56 7,729 42,805 -261
Sep06 060522 11233 11270 11190 11204 -57 130 515 +51
Dec06 060522 11267 11267 11267 11267 -56 4 1,695 +2
Mar07 060522 11389 11389 11389 11389 -56      
Total Volume and Open Interest 7,863 45,015 -208
S & P 500(CME)
Jun06 060522 1263.00 1272.00 1255.30 1262.00 -8.80 44,822 591,794 -5,340
Sep06 060522 1274.00 1277.50 1266.50 1272.60 -8.90 2,460 69,056 +1,265
Dec06 060522 1283.00 1283.20 1283.00 1283.20 -9.20 56 3,284 +29
Mar07 060522 1293.90 1293.90 1293.90 1293.90 -9.40 0 106 +7
Total Volume and Open Interest 47,339 664,591 -4,038
S & P 500 E-Mini(Globex)
Jun06 060522 1270.75 1274.00 1255.25 1262.00 -8.75 1,594,958 1,427,317 -27,458
Sep06 060522 1276.00 1285.00 1266.00 1272.50 -9.00 2,009 22,112 +276
Total Volume and Open Interest 1,596,967 1,449,429 -27,182
NASDAQ 100(CME)
Jun06 060522 1591.50 1600.50 1576.00 1586.30 -19.00 8,155 67,017 -111
Sep06 060522 1601.00 1605.50 1596.00 1605.50 -19.30 1 87 +0
Dec06 060522 1626.50 1626.50 1626.50 1626.50 -19.30 0 5 +0
Total Volume and Open Interest 8,156 67,109 -111
NASDAQ 100 E-Mini(Globex)
Jun06 060522 1606.50 1610.50 1576.00 1586.30 -19.00 481,187 397,013 +1,326
Sep06 060522 1626.30 1626.30 1597.30 1605.50 -19.30 417 492 +104
Total Volume and Open Interest 481,604 397,505 +1,430
S & P Midcap 400(CME)
Jun06 060522 757.00 758.00 749.00 757.70 -7.60 114 10,837 -49
Sep06 060522 109.84 109.84 109.84 109.84 -7.60      
Dec06 060522 116.84 116.84 116.84 116.84 -7.60      
Total Volume and Open Interest 114 10,837 -49
Russell 2000(CME)
Jun06 060522 718.50 722.00 707.00 716.00 -9.50 2,068 40,836 +712
Sep06 060522 721.80 721.80 721.80 721.80 -9.50 1 124 -42
Dec06 060522 729.10 729.10 729.10 729.10 -9.50 0 9 +0
Total Volume and Open Interest 2,069 40,969 +670
Russell 2000 E-Mini(Globex)
Jun06 060522 725.30 727.40 706.50 716.00 -9.50 229,269 412,452 +5,586
Sep06 060522 732.20 732.40 713.00 721.80 -9.50 1,710 2,732 +433
Total Volume and Open Interest 230,979 415,184 +6,019
Value Line(KCBT)
Jun06 060522 2013.00 2017.00 2004.00 2017.00 -15.50 6 84 +0
Total Volume and Open Interest 3 85 +0
Nikkei 225(CME)
Jun06 060522 16200 16275 15790 15805 -300 63,920 227,215 +59
Sep06 060522 16210 16260 15790 15860 -295 42 470 +26
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060522 16200 16275 15790 15805 -300 63,920 227,215 +59
Sep06 060522 16210 16260 15790 15860 -295 42 470 +26
Dec06 060522 15815 15815 15815 15815 -300      
Total Volume and Open Interest 63,962 227,736 +74
CAC 40(MATIF)
May06 060519 4879.5 4956.0 4879.5 4948.0 +41.5 319,202 469,644 -54,799
Jun06 060522 4909.5 4912.5 4752.5 4772.5 -129.0 160,498 423,953 +51,863
Jul06 060522 4865.0 4870.5 4766.5 4780.5 -128.5 389 7,391 +36
Total Volume and Open Interest 249,716 440,938 -424,905
Hang Seng Index(HKFE)
May06 060522 16250 16268 15680 15688 -561 53,924 118,493 +814
Jun06 060522 16328 16328 15740 15740 -565 2,640 8,013 +758
Total Volume and Open Interest 56,702 127,204 +1,558
DAX Index(EUREX)
Jun06 060522 5655.0 5655.0 5525.0 5542.0 -143.0 202,500 276,238 -6,345
Sep06 060522 5704.0 5704.0 5569.5 5583.5 -144.0 628 13,506 +220
Dec06 060522 5731.5 5733.5 5627.5 5629.0 -145.5 181 4,270 +21
Total Volume and Open Interest 326,545 300,118 +0
FT-SE 100(LIFFE)
Jun06 060522 5620.50 5640.00 5506.00 5542.00 -134.00 106,930 488,123 +7,041
Sep06 060522 5635.50 5637.00 5529.00 5554.50 -135.50 66 3,095 -14
Dec06 060522 5586.50 5586.50 5586.50 5586.50 -136.00 0 35,305 +0
Total Volume and Open Interest 106,996 527,523 +9,495
SPI 200(SFE)
Jun06 060522 5082.0 5108.0 5013.0 5017.0 -69.0 15,966 250,381 +943
Sep06 060522 5090.0 5106.0 5012.0 5012.0 -71.0 590 6,485 +869
Dec06 060522 5085.0 5085.0 5037.0 5037.0 -71.0 137 3,737 +48
Total Volume and Open Interest 16,798 263,615 +1,705
GSCI(CME)
Jun06 060522 461.30 469.50 461.30 469.20 +4.70 177 21,481 +2
Jul06 060522 474.00 474.00 474.00 474.00 +3.00 0 22 +0
Aug06 060522 470.75 476.50 470.75 476.50 +1.50 6 6 +6
Total Volume and Open Interest 183 21,509 +8
Reuters CRB Index(NYBOT)
Jun06 060522 380.25 383.00 379.00 383.00 +0.25 67 388 -12
Aug06 060522 388.00 391.50 388.00 391.50 +0.25 5 434 +1
Nov06 060522 399.50 399.50 399.00 399.00 +0.25 5 200 -1
Total Volume and Open Interest 79 1,022 -12
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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