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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 Wed May 24, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060524 582.00 586.00 580.00 582.50 -4.25 43,824 213,281 +964
Aug06 060524 588.50 592.75 586.50 589.00 -3.75 2,975 15,762 +411
Sep06 060524 595.00 598.00 592.00 594.75 -5.00 1,166 12,843 +175
Nov06 060524 604.00 610.00 604.00 607.25 -3.50 14,716 99,427 -931
Jan07 060524 613.00 618.50 613.00 616.00 -3.50 326 7,843 +157
Mar07 060524 621.00 625.00 620.00 622.25 -4.25 309 3,854 -168
May07 060524 626.00 629.00 624.00 627.00 -2.00 143 3,805 +0
Total Volume and Open Interest 64,365 372,852 +806
Soybean Meal(CBOT)
Jul06 060524 171.20 173.00 170.50 172.30 +0.50 19,482 97,933 +2,058
Aug06 060524 172.20 174.40 172.00 173.50 +0.10 4,995 20,930 +1,188
Sep06 060524 174.00 175.50 173.80 174.70 +0.10 1,969 16,512 +432
Oct06 060524 175.00 176.50 174.70 175.80 +0.10 561 9,327 +84
Dec06 060524 177.00 178.80 176.70 178.10 +0.20 4,755 34,589 +1,158
Jan07 060524 179.00 179.80 178.60 179.20 +0.10 19 2,414 +19
Mar07 060524 181.50 182.00 180.70 181.60 +0.40 292 2,296 +130
May07 060524 180.00 181.50 180.00 180.80 unch 675 3,225 +327
Total Volume and Open Interest 33,710 189,648 +5,706
Soybean Oil(CBOT)
Jul06 060524 25.25 25.27 24.92 25.08 -0.35 20,352 149,637 -1,759
Aug06 060524 25.38 25.38 25.12 25.25 -0.38 2,247 12,977 +420
Sep06 060524 25.58 25.58 25.34 25.43 -0.38 1,178 9,893 +201
Oct06 060524 25.66 25.77 25.60 25.69 -0.31 271 7,108 +85
Dec06 060524 26.23 26.23 25.95 26.11 -0.35 5,255 43,331 +2,147
Jan07 060524 26.35 26.35 26.29 26.29 -0.36 459 4,039 -27
Mar07 060524 26.53 26.53 26.53 26.53 -0.35 36 1,741 +30
May07 060524 26.73 26.73 26.73 26.73 -0.42 25 3,862 +0
Total Volume and Open Interest 30,332 242,773 +1,256
Canola(WCE)
Jul06 060524 289.0 289.5 287.0 287.3 -1.5 7,169 40,394 -3,742
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060524 306.0 307.4 304.9 305.1 unch 3,059 34,034 +1,268
Jan07 060524 312.0 313.0 312.0 312.6 +0.5 1,094 3,795 +993
Mar07 060524 317.9 317.9 317.9 317.9 unch 2 483 +2
Total Volume and Open Interest 11,409 83,177 -1,413
Corn(CBOT)
Jul06 060524 251.75 252.00 248.00 249.50 -3.50 75,471 548,965 -6,389
Sep06 060524 262.50 262.50 259.00 261.00 -3.00 20,567 165,661 +6,667
Dec06 060524 275.00 275.25 272.25 274.25 -3.25 42,106 391,958 +1,877
Mar07 060524 285.25 285.25 282.50 284.75 -2.75 2,478 68,562 +160
May07 060524 291.75 291.75 289.00 291.25 -2.75 668 9,014 +322
Jul07 060524 297.25 297.25 295.25 296.75 -2.75 3,381 27,311 +752
Total Volume and Open Interest 152,585 1,350,658 +5,181
Wheat(CBOT)
Jul06 060524 419.50 419.50 408.25 411.75 -8.00 44,383 274,225 -1,025
Sep06 060524 431.00 432.00 422.00 425.00 -8.50 5,927 47,346 -236
Dec06 060524 449.00 449.00 438.00 442.00 -8.50 11,245 102,889 +328
Mar07 060524 462.50 462.50 453.50 457.00 -9.00 2,707 28,422 +1,335
May07 060524 463.00 463.00 463.00 463.00 -7.50 0 708 +0
Total Volume and Open Interest 75,192 522,290 +4,205
Wheat(KCBT)
Jul06 060524 507.00 508.00 498.00 501.50 -10.50 11,160 77,763 -2,736
Sep06 060524 513.00 513.00 504.00 509.75 -9.00 2,151 19,877 +319
Dec06 060524 518.00 518.00 510.50 512.00 -10.50 2,295 30,424 +229
Mar07 060524 520.00 520.00 513.00 515.00 -9.75 240 2,740 +0
May07 060524 510.00 510.00 510.00 510.00 -5.00 0 6 +0
Total Volume and Open Interest 17,151 143,275 -1,649
Wheat(MGE)
Jul06 060524 474.00 475.50 467.00 469.25 -8.75 3,023 20,311 -1,018
Sep06 060524 483.00 484.00 475.00 476.00 -10.50 2,428 14,100 +496
Dec06 060524 492.00 492.00 484.50 486.00 -9.50 2,321 20,273 +399
Mar07 060524 499.00 499.00 494.00 494.00 -10.00 90 991 -2
May07 060524 500.00 500.00 499.00 499.00 -7.00 0 40 +0
Total Volume and Open Interest 8,140 59,005 -48
Oats(CBOT)
Jul06 060524 196.50 196.50 192.25 192.50 -4.00 439 9,373 -36
Sep06 060524 196.50 196.50 194.00 195.00 -2.50 46 333 +4
Dec06 060524 192.50 192.50 190.25 190.50 -3.00 268 4,817 +79
Mar07 060524 196.50 196.50 196.50 196.50 -3.00 1 100 +1
Total Volume and Open Interest 754 14,628 +48
Rough Rice(CBOT)
Jul06 060524 9.35 9.41 9.02 9.15 -0.07 1,371 6,805 -112
Sep06 060524 9.48 9.48 9.27 9.36 -0.06 26 1,318 +14
Nov06 060524 9.48 9.49 9.32 9.42 -0.06 710 2,895 +171
Jan07 060524 9.62 9.62 9.55 9.55 -0.07 78 817 -19
Total Volume and Open Interest 2,372 12,921 +162
Live Cattle(CME)
Jun06 060524 78.100 78.750 77.800 77.950 +0.325 9,033 57,119 -2,284
Aug06 060524 79.100 79.600 78.600 78.800 +0.125 7,347 129,333 +1,254
Oct06 060524 82.700 83.250 82.500 82.625 +0.200 3,661 48,918 +75
Dec06 060524 85.250 85.700 84.900 84.925 +0.075 2,577 22,695 +957
Feb07 060524 87.975 88.400 87.800 87.950 +0.100 829 8,871 +192
Apr07 060524 86.375 86.500 86.100 86.450 +0.250 100 1,573 +0
Total Volume and Open Interest 23,552 268,812 +195
Feeder Cattle(CME)
May06 060524 103.425 103.450 103.325 103.350 +0.025 394 2,947 -98
Aug06 060524 107.750 108.000 107.250 107.425 +0.600 1,852 18,152 +117
Sep06 060524 106.800 107.400 106.600 106.925 +0.500 169 2,824 +72
Oct06 060524 105.750 106.500 105.750 106.225 +0.675 197 2,197 +38
Nov06 060524 104.900 105.500 104.900 105.300 +0.700 11 639 +0
Jan07 060524 101.950 102.750 101.950 102.300 +0.650 31 320 +22
Mar07 060524 100.500 100.500 100.500 100.500 +0.500 4 7 +1
Total Volume and Open Interest 2,658 27,086 +152
Lean Hogs(CME)
Jun06 060524 66.100 66.700 65.900 66.450 +0.400 9,827 23,655 -2,847
Jul06 060524 65.200 65.500 64.900 65.075 unch 14,846 75,872 -1,736
Aug06 060524 64.000 64.200 63.700 64.025 +0.225 5,878 28,752 -71
Oct06 060524 55.600 56.200 55.450 56.050 +0.600 2,525 17,631 -239
Dec06 060524 54.450 54.800 54.400 54.600 +0.375 1,363 9,334 -354
Feb07 060524 56.600 56.975 56.500 56.950 +0.450 259 2,697 +57
Apr07 060524 57.000 57.000 56.750 56.900 +0.300 187 1,006 +59
May07 060524 60.100 60.200 60.000 60.200 +0.150 126 175 +98
Total Volume and Open Interest 35,016 159,146 -5,033
Pork Bellies(CME)
May06 060524 83.500 83.500 82.000 83.000 -1.550 35 8 -45
Jul06 060524 81.450 83.250 81.200 82.750 +1.025 472 1,417 -14
Aug06 060524 79.050 80.600 79.050 79.500 +0.600 100 388 +55
Feb07 060524 83.700 83.700 83.700 83.700 unch 0 17 +0
Mar07 060524 83.950 83.950 83.950 83.950 unch 0 6 +0
Total Volume and Open Interest 607 1,836 -4
Class III Milk(CME)
May06 060524 10.85 10.87 10.77 10.81 -0.01 6 3,038 +4
Jun06 060524 11.30 11.40 11.22 11.28 +0.08 40 3,298 -20
Jul06 060524 11.80 11.89 11.65 11.70 -0.05 124 3,395 +3
Aug06 060524 12.02 12.18 11.90 11.90 -0.10 148 3,915 +58
Sep06 060524 12.37 12.49 12.24 12.24 -0.10 171 3,710 +102
Total Volume and Open Interest 967 31,611 +464
Cocoa(NYBOT)
Jul06 060524 1503 1503 1476 1479 -22 6,905 52,841 -1,003
Sep06 060524 1526 1526 1502 1505 -21 2,091 28,585 -30
Dec06 060524 1559 1559 1538 1538 -20 1,324 17,370 +707
Mar07 060524 1587 1587 1566 1568 -20 797 13,140 +694
May07 060524 1600 1600 1588 1588 -20 3 4,398 +0
Jul07 060524 1609 1609 1609 1609 -20 0 2,583 +0
Sep07 060524 1625 1625 1625 1625 -21 865 7,266 +700
Total Volume and Open Interest 12,570 132,154 +1,648
Coffee "C"(NYBOT)
Jul06 060524 100.50 100.65 99.30 99.80 -1.60 11,019 66,382 -579
Sep06 060524 103.25 103.50 102.25 102.70 -1.60 3,251 22,200 +925
Dec06 060524 107.10 107.50 106.35 106.60 -1.55 2,216 10,755 +540
Mar07 060524 110.50 110.60 110.10 110.25 -1.40 579 3,944 +318
May07 060524 112.35 112.35 112.35 112.35 -1.35 44 835 -2
Jul07 060524 114.25 114.25 114.25 114.25 -1.35 38 767 +34
Total Volume and Open Interest 17,276 106,517 +1,277
Orange Juice(NYBOT)
Jul06 060524 151.90 153.50 151.05 152.90 +0.65 1,192 22,737 -127
Sep06 060524 151.50 152.75 150.50 152.40 +0.65 453 3,988 -87
Nov06 060524 149.90 151.00 149.50 151.00 +0.85 683 2,866 +177
Jan07 060524 148.50 150.25 148.50 150.25 +1.15 15 1,792 -12
Mar07 060524 150.75 150.75 150.75 150.75 +1.15 5 454 +0
Total Volume and Open Interest 2,348 31,885 -49
Sugar #11(NYBOT)
Jul06 060524 16.22 16.30 16.07 16.21 -0.41 23,790 232,643 -1,841
Oct06 060524 16.50 16.53 16.33 16.44 -0.44 14,171 108,897 -743
Mar07 060524 16.88 16.88 16.60 16.68 -0.51 5,666 71,490 +963
May07 060524 16.70 16.72 16.52 16.59 -0.50 3,224 32,021 +582
Jul07 060524 16.50 16.59 16.45 16.49 -0.51 1,687 25,197 +793
Total Volume and Open Interest 48,902 490,923 -235
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060524 22.83 23.10 22.82 23.10 +0.24 712 1,229 -624
Sep06 060524 22.82 23.10 22.82 23.10 +0.25 105 4,573 +81
Nov06 060524 22.30 22.45 22.30 22.45 +0.12 6 1,200 +6
Jan07 060524 22.40 22.40 22.40 22.40 unch 1 1,204 +1
Total Volume and Open Interest 824 11,402 -536
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060524 846 850 841 846 unch 4,336 71,456 -57
Sep06 060524 857 860 851 856 -1 2,775 37,490 +890
Dec06 060524 876 879 871 875 -1 1,304 39,740 +218
Mar07 060524 888 891 883 887 -1 2,961 19,770 +624
May07 060524 899 903 895 899 -1 775 2,097 +340
Jul07 060524 906 908 904 908 unch 240 2,357 +155
Total Volume and Open Interest 13,203 177,632 +2,980
London Coffee(LCE)
May06 060524 1112.00 1124.00 1112.00 1121.00 +5.00 223 303 -132
Jul06 060524 1124.00 1134.00 1121.00 1126.00 +2.00 5,420 57,044 -1,217
Sep06 060524 1136.00 1148.00 1136.00 1142.00 +1.00 2,673 38,751 +68
Nov06 060524 1153.00 1159.00 1150.00 1153.00 +1.00 535 25,716 +267
Jan07 060524 1161.00 1167.00 1161.00 1163.00 +1.00 89 2,345 +47
Mar07 060524 1182.00 1184.00 1174.00 1174.00 +1.00 125 704 +43
Total Volume and Open Interest 9,079 125,582 -918
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060524 480.00 480.00 465.00 465.50 -16.00 2,104 33,560 -1,737
Oct06 060524 467.10 467.10 452.20 452.90 -15.10 1,321 16,671 -84
Dec06 060524 459.50 461.00 449.90 449.90 -12.90 452 6,481 +268
Mar07 060524 455.00 455.50 445.10 445.10 -12.70 776 5,934 +37
Total Volume and Open Interest 4,683 66,695 -1,507
Cotton(NYBOT)
Jul06 060524 50.20 50.50 49.85 49.95 -0.83 7,957 107,771 -643
Oct06 060524 53.50 53.50 53.10 53.40 -0.50 42 2,880 +6
Dec06 060524 55.25 55.25 54.75 54.84 -0.67 3,019 52,051 +511
Mar07 060524 57.50 57.50 57.15 57.20 -0.60 203 7,771 +90
May07 060524 58.10 58.10 58.10 58.10 -0.60 72 453 +60
Jul07 060524 59.15 59.15 59.15 59.15 -0.48 53 1,725 -1
Total Volume and Open Interest 11,346 173,682 +23
Lumber(CME)
Jul06 060524 314.2 316.9 310.6 311.4 -5.5 466 3,364 -79
Sep06 060524 327.5 328.0 323.0 325.0 -4.5 153 692 +10
Nov06 060524 314.0 316.0 313.9 314.8 -2.7 15 161 -9
Jan07 060524 326.0 326.0 325.9 325.9 -2.1 0 3 +0
Total Volume and Open Interest 634 4,226 -78
Crude Oil(NYM)
Jul06 060524 70.85 71.65 69.80 69.86 -1.90 113,472 281,292 -5,008
Aug06 060524 71.60 72.20 70.60 70.61 -1.88 44,193 87,966 +1,479
Sep06 060524 72.25 72.65 71.20 71.20 -1.89 16,943 65,200 +3,279
Oct06 060524 72.90 73.25 71.68 71.68 -1.91 4,938 32,314 +433
Nov06 060524 73.40 73.40 72.07 72.07 -1.93 2,664 23,194 +581
Dec06 060524 73.65 73.85 72.35 72.38 -1.95 18,149 102,478 -1,971
Jan07 060524 74.00 74.00 72.60 72.62 -1.95 3,070 29,237 +1,256
Feb07 060524 72.78 72.78 72.78 72.78 -1.95 563 14,499 +43
Mar07 060524 72.87 72.87 72.87 72.87 -1.94 362 14,789 +120
Apr07 060524 72.90 72.90 72.90 72.90 -1.93 418 8,981 +392
May07 060524 74.00 74.00 72.89 72.89 -1.92 218 7,042 +140
Jun07 060524 74.20 74.20 72.84 72.84 -1.91 1,300 35,647 -758
Jul07 060524 72.74 72.74 72.74 72.74 -1.89 1,541 9,514 -21
Aug07 060524 72.63 72.63 72.63 72.63 -1.87 770 5,206 -20
Sep07 060524 72.51 72.51 72.51 72.51 -1.85 325 7,491 +325
Oct07 060524 72.38 72.38 72.38 72.38 -1.84 500 3,355 -210
Total Volume and Open Interest 226,280 995,099 -3,746
Heating Oil(NYM)
Jun06 060524 196.50 198.70 193.60 194.02 -5.87 20,475 24,591 -2,746
Jul06 060524 199.00 201.30 196.00 196.19 -6.18 24,478 68,282 +4,122
Aug06 060524 202.00 203.90 198.70 199.04 -6.08 4,360 15,565 +844
Sep06 060524 204.50 206.10 201.79 201.79 -5.88 1,784 10,644 +392
Oct06 060524 209.00 209.00 204.74 204.74 -5.73 801 6,543 -96
Nov06 060524 212.20 212.75 208.44 208.44 -5.53 95 4,789 +6
Dec06 060524 215.25 217.00 212.44 212.44 -5.33 2,294 14,657 +121
Jan07 060524 217.60 219.70 215.44 215.44 -5.18 1,456 11,141 +759
Feb07 060524 217.90 220.50 216.09 216.09 -4.98 395 3,138 -21
Mar07 060524 216.10 218.90 214.49 214.49 -4.63 734 3,246 +213
Apr07 060524 212.60 213.70 209.34 209.34 -4.28 251 3,782 -4
May07 060524 209.00 209.00 205.44 205.44 -4.03 17 576 +5
Total Volume and Open Interest 57,743 171,057 +3,926
Unleaded Gas(NYM)
Jun06 060524 207.50 209.00 201.50 201.90 -8.90 27,700 23,972 -3,410
Jul06 060524 207.00 208.00 200.00 200.75 -8.00 19,357 49,962 +2,828
Aug06 060524 204.75 205.25 199.45 199.45 -7.13 1,867 9,507 +143
Sep06 060524 201.05 202.00 197.30 197.30 -6.68 814 7,776 -52
Oct06 060524 190.70 190.70 186.70 186.70 -6.38 621 5,500 +53
Nov06 060524 188.00 188.00 182.80 182.80 -6.23 1 2,007 +19
Dec06 060524 186.00 186.00 180.90 180.90 -6.18 205 2,474 -80
Jan07 060524 181.50 181.50 181.50 181.50 -6.13 0 1,540 +0
Total Volume and Open Interest 50,565 102,738 -499
Natural Gas(NYM)
Jun06 060524 6.090 6.150 5.940 5.964 -0.294 46,919 32,550 -7,615
Jul06 060524 6.410 6.410 6.150 6.170 -0.332 24,576 109,251 +1,594
Aug06 060524 6.570 6.590 6.390 6.405 -0.362 7,467 35,863 -27
Sep06 060524 6.820 6.850 6.645 6.645 -0.402 4,986 32,599 +1,132
Oct06 060524 7.300 7.300 6.970 6.980 -0.427 12,308 43,971 -101
Nov06 060524 8.600 8.600 8.330 8.330 -0.362 9,569 47,942 -3,896
Dec06 060524 9.830 9.830 9.600 9.635 -0.347 4,765 27,373 +399
Jan07 060524 10.530 10.580 10.300 10.350 -0.382 5,744 46,819 +836
Feb07 060524 10.550 10.580 10.350 10.380 -0.377 1,192 27,703 -158
Mar07 060524 10.430 10.450 10.150 10.210 -0.372 7,580 43,080 -899
Apr07 060524 8.840 8.880 8.650 8.745 -0.227 6,639 27,092 +1,271
May07 060524 8.700 8.720 8.590 8.590 -0.222 338 24,761 +164
Jun07 060524 8.850 8.860 8.715 8.715 -0.217 48 10,735 +7
Jul07 060524 8.990 9.000 8.850 8.850 -0.222 204 7,378 +165
Aug07 060524 9.120 9.120 8.975 8.975 -0.222 40 6,740 +19
Sep07 060524 9.200 9.240 9.095 9.095 -0.222 124 8,677 -64
Total Volume and Open Interest 152,272 831,980 -5,257
Brent Crude Oil(ICE)
Jul06 060524 70.50 70.85 68.81 69.22 -1.78 88,595 118,872 -1,151
Aug06 060524 71.19 71.43 69.42 69.82 -1.77 30,019 104,806 +1,382
Sep06 060524 71.77 71.89 70.00 70.35 -1.74 13,636 33,882 +309
Oct06 060524 72.10 72.22 70.40 70.76 -1.72 5,401 30,225 +229
Nov06 060524 72.35 72.51 70.87 71.06 -1.73 1,538 13,966 -12
Dec06 060524 72.52 72.86 71.16 71.30 -1.75 7,301 49,635 +136
Jan07 060524 73.05 73.06 71.54 71.54 -1.73 380 11,025 -15
Feb07 060524 72.67 72.67 71.66 71.66 -1.76 95 7,200 +23
Mar07 060524 72.99 73.22 71.76 71.76 -1.75 50 6,407 +50
Apr07 060524 73.29 73.29 71.83 71.83 -1.71 186 2,290 +27
May07 060524 73.10 73.10 71.81 71.81 -1.69 186 1,025 +27
Jun07 060524 73.04 73.14 71.65 71.74 -1.68 375 11,188 +20
Jul07 060524 71.68 71.68 71.68 71.68 -1.65 0 50 +0
Aug07 060524 71.58 71.58 71.58 71.58 -1.62 0 235 +0
Total Volume and Open Interest 150,697 439,947 +2,295
Gas Oil(ICE)
Jun06 060524 630.75 631.25 614.75 622.00 -9.00 32,531 49,972 +2,395
Jul06 060524 635.00 635.50 619.00 626.25 -8.75 15,774 56,910 -40
Aug06 060524 640.00 641.75 627.00 633.00 -8.75 4,012 13,855 +686
Sep06 060524 645.25 648.25 636.50 640.00 -8.25 2,242 10,697 +950
Oct06 060524 651.75 654.75 644.75 646.50 -8.25 471 10,752 +73
Nov06 060524 650.50 658.50 650.50 652.00 -8.50 534 5,876 -38
Dec06 060524 663.00 663.00 656.00 656.50 -8.25 2,906 28,617 +529
Jan07 060524 663.25 665.00 660.25 660.25 -8.00 0 6,178 +0
Feb07 060524 658.75 658.75 658.75 658.75 -8.50 0 478 +0
Mar07 060524 657.75 657.75 657.75 657.75 -8.75 12 3,484 +12
Total Volume and Open Interest 58,933 214,743 +4,918
US Dollar Index(NYBOT)
Jun06 060524 84.79 85.19 84.20 84.87 +0.64 4,099 35,263 +201
Sep06 060524 84.43 84.83 83.98 84.53 +0.64 130 2,830 +76
Dec06 060524 84.29 84.42 83.90 84.22 +0.64 4 97 -2
Total Volume and Open Interest 4,233 38,195 +275
Australian Dollar(CME)
Jun06 060524 75.48 75.48 75.10 75.26 -0.59 2,495 80,193 -986
Sep06 060524 75.20 75.20 74.92 75.14 -0.59 54 1,132 +11
Dec06 060524 75.03 75.03 75.03 75.03 -0.59 0 229 +0
Total Volume and Open Interest 2,549 81,572 -975
British Pound(CME)
Jun06 060524 188.30 188.64 186.65 187.44 -1.18 1,205 113,697 +3,809
Sep06 060524 188.83 188.83 187.10 187.73 -1.18 38 924 +8
Dec06 060524 188.03 188.03 188.03 188.03 -1.18 0 150 +0
Total Volume and Open Interest 1,243 114,772 +3,817
Canadian Dollar(CME)
Jun06 060524 89.20 89.51 88.88 89.38 -0.20 3,531 106,494 +52
Sep06 060524 89.33 89.61 89.18 89.61 -0.22 217 4,161 +129
Dec06 060524 89.70 89.85 89.70 89.85 -0.23 10 1,089 -20
Mar07 060524 90.09 90.09 90.09 90.09 -0.24 2 185 +1
Total Volume and Open Interest 3,760 111,976 +162
Japanese Yen(CME)
Jun06 060524 89.66 89.85 88.83 89.05 -1.15 2,382 184,400 +2,159
Sep06 060524 90.73 90.73 90.07 90.17 -1.17 203 27,277 +84
Dec06 060524 91.25 91.25 91.25 91.25 -1.17 0 252 +0
Total Volume and Open Interest 2,585 211,949 +2,250
Swiss Franc(CME)
Jun06 060524 83.09 83.31 82.17 82.50 -0.65 2,484 100,921 -2,061
Sep06 060524 83.15 83.29 83.15 83.29 -0.65 2 756 +49
Dec06 060524 84.00 84.00 84.00 84.00 -0.65 0 51 -2
Total Volume and Open Interest 2,486 101,734 -2,014
EuroFX(CME)
Jun06 060524 128.75 129.13 127.53 128.06 -0.86 3,405 192,064 -3,844
Sep06 060524 129.65 129.85 128.31 128.79 -0.86 175 5,198 +193
Dec06 060524 129.42 129.42 129.42 129.42 -0.86 8 409 +3
Total Volume and Open Interest 3,588 197,806 -3,655
Mexican Peso(CME)
Jun06 060524 8825.0 8870.0 8790.0 8835.0 -37.0 3,774 64,950 -413
Sep06 060524 8785.0 8792.0 8780.0 8780.0 -37.0 77 1,229 +51
Total Volume and Open Interest 3,906 90,941 -316
30-Year T-Bonds(CBOT)
Jun06 060524 107~14 107~28 107~03 107~08 +0~07 381,565 693,854 -28,329
Sep06 060524 107~08 107~23 106~30 107~03 +0~08 57,536 178,364 +17,871
Dec06 060524 107~03 107~21 107~02 107~03 +0~07 98 1,686 -3
Total Volume and Open Interest 439,199 873,905 -10,461
10-Year T-Notes(CBOT)
Jun06 060524 105~260 106~035 105~205 105~235 +0~065 1,030,951 1,848,748 -62,023
Sep06 060524 105~210 105~305 105~160 105~190 +0~070 146,716 383,782 +56,718
Total Volume and Open Interest 1,177,677 2,242,043 -5,305
5-Year T-Notes(CBOT)
Jun06 060524 104~080 104~120 104~035 104~045 +0~045 488,833 0 +0
Sep06 060524 104~060 104~090 104~025 104~030 +0~055 114,001 0 +0
Dec06 060524 104~025 104~025 104~025 104~025 +0~045 2 1 +0
Total Volume and Open Interest 602,836 1 +0
2 Year T-Notes(CBOT)
Jun06 060524 101~100 101~105 101~096 101~096 +0~007 13,855 536,359 -33,664
Sep06 060524 101~110 101~110 101~100 101~101 +0~008 13,834 98,245 +23,058
Total Volume and Open Interest 27,689 634,604 -10,606
Eurodollars(CME)
Jun06 060524 94.732 94.747 94.723 94.725 +0.015 27,765 1,313,888 -13,018
Sep06 060524 94.670 94.700 94.640 94.650 +0.015 399,128 1,429,543 -8,737
Dec06 060524 94.685 94.715 94.650 94.660 +0.025 14,201 1,545,465 +15,286
Mar07 060524 94.750 94.780 94.715 94.725 +0.030 22,015 1,267,641 +10,648
Jun07 060524 94.785 94.815 94.755 94.765 +0.040 22,047 1,091,841 +15,366
Sep07 060524 94.795 94.810 94.765 94.775 +0.045 17,043 910,704 +6,673
Dec07 060524 94.785 94.790 94.750 94.765 +0.045 11,587 619,321 -9,471
Mar08 060524 94.780 94.800 94.740 94.755 +0.040 12,948 442,199 +404
Jun08 060524 94.775 94.780 94.720 94.730 +0.040 12,005 294,481 -3,522
Sep08 060524 94.750 94.750 94.700 94.705 +0.035 10,503 245,521 -2,379
Dec08 060524 94.695 94.710 94.660 94.665 +0.035 8,569 219,695 -1,310
Mar09 060524 94.695 94.695 94.640 94.645 +0.030 8,905 154,508 -1,950
Jun09 060524 94.655 94.655 94.610 94.620 +0.030 9,126 123,509 -2,726
Sep09 060524 94.615 94.615 94.580 94.585 +0.025 13,941 115,896 +737
Dec09 060524 94.585 94.585 94.535 94.540 +0.025 9,190 108,147 -345
Mar10 060524 94.525 94.530 94.515 94.515 +0.020 8,344 89,034 -1,485
Jun10 060524 94.525 94.530 94.485 94.485 +0.020 3,923 73,853 +901
Sep10 060524 94.490 94.490 94.445 94.445 +0.020 7,003 59,547 +1,806
Total Volume and Open Interest 242,170 10,310,637 +14,365
3-Mth Euro-Yen(CME)
Jun06 060524 99.72 99.72 99.72 99.72 -0.02 522 13,555 +1,170
Sep06 060524 99.51 99.52 99.51 99.52 -0.01 432 10,251 +101
Dec06 060524 99.33 99.33 99.32 99.33 unch 1,360 8,041 +38
Mar07 060524 99.12 99.13 99.12 99.12 unch 1,123 7,594 +557
Jun07 060524 98.95 98.95 98.95 98.95 +0.02 168 5,238 +62
Sep07 060524 98.77 98.77 98.77 98.77 +0.01 110 1,785 -9
Dec07 060524 98.62 98.62 98.62 98.62 +0.01 9 1,367 +0
Mar08 060524 98.47 98.47 98.47 98.47 +0.01 0 236 +0
Jun08 060524 98.35 98.35 98.35 98.35 +0.01 0 251 +0
Sep08 060524 98.25 98.25 98.25 98.25 -0.01      
Total Volume and Open Interest 3,724 48,322 +1,919
3-Mth Euro-Yen(SIMEX)
Jun06 060524 99.74 99.74 99.72 99.72 -0.02 2,821 60,514 +1,054
Sep06 060524 99.53 99.54 99.50 99.51 -0.02 3,491 55,005 +2,581
Dec06 060524 99.34 99.35 99.31 99.32 -0.01 13,675 112,249 +5,770
Mar07 060524 99.13 99.15 99.11 99.12 -0.01 2,069 49,280 -279
Jun07 060524 98.96 98.96 98.92 98.94 -0.01 929 23,638 +510
Sep07 060524 98.78 98.78 98.76 98.77 -0.01 1,726 14,784 +114
Dec07 060524 98.60 98.61 98.60 98.61 -0.01 129 22,586 +74
Mar08 060524 98.47 98.47 98.46 98.46 -0.01 0 17,289 +0
Total Volume and Open Interest 24,840 356,925 +9,824
German Euro-Bund(EUREX)
Jun06 060524 116.50 116.95 116.28 116.66 +0.40 0 1,699,365 -125,098
Sep06 060524 116.60 117.08 116.40 116.79 +0.41 0 131,548 +14,558
Dec06 060524 116.10 116.10 115.99 115.99 +0.41 0 3 +0
Total Volume and Open Interest 1,921,656 1,830,916 -110,540
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060524 110.20 110.29 110.02 110.21 +0.21 0 63,406 +8,536
Dec06 060524 109.84 109.84 109.84 109.84 +0.18      
Total Volume and Open Interest 946,331 1,387,861 -54,946
Long Gilt(LIFFE)
Jun06 060524 109~30 110~12 109~27 110~04 +0~11 94,936 307,160 +5,616
Sep06 060524 109~18 110~02 109~18 109~28 +0~11 1,018 21,281 +471
Total Volume and Open Interest 95,954 328,441 +6,087
3-Mth Short Sterling(LIFFE)
Jun06 060524 95.28 95.28 95.28 95.28 +0.02 16,996 444,041 +973
Sep06 060524 95.16 95.16 95.16 95.16 +0.03 43,896 527,313 -6,581
Dec06 060524 95.06 95.06 95.06 95.06 +0.04 42,748 363,596 -6,154
Total Volume and Open Interest 195,061 2,520,662 -7,769
3-Mth Euribor(LIFFE)
Jun06 060524 96.990 97.005 96.985 97.000 +0.015 80,596 579,397 -1,648
Sep06 060524 96.775 96.800 96.760 96.785 +0.025 149,582 633,298 -13,501
Dec06 060524 96.605 96.640 96.580 96.615 +0.030 243,496 638,772 -6,071
Total Volume and Open Interest 1,072,916 3,651,267 -24,951
3-Mth Aus T-Bills(SFE)
Jun06 060524 94.11 94.11 94.09 94.11 unch 19,784 110,672 -6,925
Sep06 060524 94.02 94.02 93.98 93.99 -0.01 39,060 292,415 +5,359
Dec06 060524 93.98 93.99 93.94 93.95 -0.02 18,901 127,237 +4,942
Mar07 060524 93.98 93.99 93.94 93.95 -0.01 6,137 57,753 +3,794
Jun07 060524 93.97 93.97 93.93 93.93 -0.02 3,746 31,373 +1,121
Sep07 060524 93.95 93.95 93.92 93.92 -0.01 3,702 23,010 +22
Dec07 060524 93.93 93.94 93.90 93.90 -0.01 2,084 15,432 -503
Mar08 060524 93.92 93.92 93.88 93.88 -0.02 1,935 9,791 +130
Jun08 060524 93.90 93.91 93.86 93.86 -0.02 12 1,583 +1
Sep08 060524 93.86 93.86 93.86 93.86 -0.01 2 913 +0
Total Volume and Open Interest 95,979 672,597 +8,521
10-Year Aus T-Bonds(SFE)
Jun06 060524 94.34 94.36 94.31 94.32 -0.01 32,020 358,188 -16,699
Sep06 060524 94.32 94.32 94.32 94.32 -0.01      
Total Volume and Open Interest 32,020 358,188 -16,699
3-Year Aus T-Bonds(SFE)
Jun06 060524 94.37 94.39 94.34 94.35 -0.01 85,155 541,807 -28,735
Sep06 060524 94.35 94.35 94.35 94.35 -0.01      
Total Volume and Open Interest 85,155 541,807 -28,735
Gold(CMX)
Jun06 060524 660.0 660.0 636.0 637.5 -36.2 81,571 133,397 -17,612
Aug06 060524 667.0 667.0 643.0 644.1 -36.3 23,881 89,251 +6,658
Oct06 060524 674.0 674.0 650.7 650.7 -36.6 414 10,290 +268
Dec06 060524 681.5 682.0 657.0 657.2 -37.0 5,189 29,273 +2,227
Feb07 060524 670.0 671.0 663.0 663.7 -37.2 78 13,203 +119
Apr07 060524 670.1 670.1 670.1 670.1 -37.4 273 1,863 +278
Jun07 060524 700.0 700.0 676.5 676.5 -37.7 245 12,044 -83
Aug07 060524 682.8 682.8 682.8 682.8 -38.0 3 386 +2
Oct07 060524 689.1 689.1 689.1 689.1 -38.3 20 2,010 +0
Dec07 060524 705.0 705.0 695.3 695.3 -38.6 195 14,080 -110
Feb08 060524 701.5 701.5 701.5 701.5 -38.9 0 870 +0
Total Volume and Open Interest 112,083 316,143 -8,116
Silver(CMX)
May06 060524 1260.0 1260.0 1245.0 1245.0 -65.0 674 1,220 +205
Jul06 060524 1272.0 1279.0 1242.0 1251.5 -65.5 20,603 56,944 -295
Sep06 060524 1286.0 1286.0 1252.0 1262.1 -65.2 1,772 9,002 +508
Dec06 060524 1295.0 1295.0 1255.0 1267.6 -64.5 709 18,879 +237
Mar07 060524 1290.0 1290.0 1270.8 1270.8 -63.3 18 7,681 +8
May07 060524 1271.5 1271.5 1271.5 1271.5 -62.7 25 2,576 +266
Jul07 060524 1272.0 1272.0 1272.0 1272.0 -62.0 15 5,088 +42
Total Volume and Open Interest 24,039 110,443 +1,052
Platinum(NYM)
Jul06 060524 1298.0 1303.0 1281.2 1285.1 -36.4 1,828 9,175 +352
Oct06 060524 1300.0 1300.0 1285.0 1290.1 -36.4 149 320 +27
Total Volume and Open Interest 1,977 9,495 +379
Palladium(NYME)
Jun06 060524 348.20 357.00 345.00 354.75 -8.60 1,522 11,008 -617
Sep06 060524 358.00 359.65 350.00 359.65 -8.70 913 5,846 +586
Dec06 060524 372.00 372.00 362.65 362.65 -8.70 9 498 -1
Total Volume and Open Interest 2,444 17,388 -32
Copper(CMX)
May06 060524 377.00 390.00 377.00 383.05 -24.50 773 1,877 -244
Jul06 060524 362.00 374.00 354.00 363.90 -24.65 10,755 51,301 -616
Sep06 060524 354.00 363.50 348.00 358.20 -23.95 1,314 9,970 +399
Dec06 060524 345.00 354.00 343.00 346.70 -23.20 409 4,717 +117
Mar07 060524 335.20 335.20 335.20 335.20 -22.20 17 913 +0
Total Volume and Open Interest 14,240 81,363 -605
Aluminum(CMX)
May06 060524 125.00 125.00 125.00 125.00 -6.65      
Jun06 060524 124.75 124.75 124.75 124.75 -6.65 1 290 +0
Jul06 060524 125.45 125.45 125.45 125.45 -5.85 0 21 +0
Aug06 060524 125.30 125.30 125.30 125.30 -5.85      
Sep06 060524 125.15 125.15 125.15 125.15 -5.85 0 1 +0
Oct06 060524 125.05 125.05 125.05 125.05 -5.85 0 40 +0
Total Volume and Open Interest 1 962 +0
DJIA Index(CBOT)
Jun06 060524 11105 11185 11045 11139 +69 7,669 42,987 +525
Sep06 060524 11195 11245 11150 11221 +68 33 542 -8
Dec06 060524 11290 11290 11282 11282 +69 6 1,696 +1
Mar07 060524 11404 11404 11404 11404 +69      
Total Volume and Open Interest 7,708 45,225 +518
S & P 500(CME)
Jun06 060524 1256.30 1266.80 1247.00 1261.10 +8.60 47,083 580,783 -13,678
Sep06 060524 1267.00 1276.60 1259.50 1271.60 +8.60 14,231 84,150 +9,522
Dec06 060524 1270.00 1282.00 1270.00 1282.00 +8.40 170 3,618 +74
Mar07 060524 1292.50 1292.50 1292.50 1292.50 +8.20 0 106 +0
Total Volume and Open Interest 61,484 669,008 -4,082
S & P 500 E-Mini(Globex)
Jun06 060524 1253.00 1267.00 1246.75 1261.00 +8.50 1,348,393 1,433,065 -11,107
Sep06 060524 1263.25 1277.25 1258.00 1271.50 +8.50 12,558 42,732 +11,478
Total Volume and Open Interest 1,360,951 1,475,797 +371
NASDAQ 100(CME)
Jun06 060524 1571.00 1592.00 1558.50 1584.50 +19.20 9,347 68,594 +303
Sep06 060524 1594.00 1604.00 1583.00 1603.80 +19.30 19 93 -5
Dec06 060524 1617.00 1622.50 1617.00 1622.50 +17.00 0 5 +0
Total Volume and Open Interest 9,366 68,692 +298
NASDAQ 100 E-Mini(Globex)
Jun06 060524 1566.00 1591.80 1557.30 1584.50 +19.20 328,842 417,309 +12,686
Sep06 060524 1583.50 1610.30 1577.80 1603.80 +19.30 128 499 +11
Total Volume and Open Interest 328,970 417,808 +12,697
S & P Midcap 400(CME)
Jun06 060524 753.00 761.00 742.00 753.70 +2.50 479 10,695 -48
Sep06 060524 105.69 105.69 105.69 105.69 +2.35      
Dec06 060524 112.69 112.69 112.69 112.69 +2.35      
Total Volume and Open Interest 479 10,695 -48
Russell 2000(CME)
Jun06 060524 710.25 718.50 697.00 713.10 +6.10 3,205 41,915 +865
Sep06 060524 718.85 718.85 718.85 718.85 +6.05 3 105 -4
Dec06 060524 728.00 728.00 726.15 726.15 +6.05 6 7 -2
Total Volume and Open Interest 3,214 42,027 +859
Russell 2000 E-Mini(Globex)
Jun06 060524 707.50 719.20 696.20 713.10 +6.10 187,071 413,313 -1,702
Sep06 060524 712.90 724.40 702.00 718.90 +6.10 581 2,853 +149
Total Volume and Open Interest 187,652 416,166 -1,553
Value Line(KCBT)
Jun06 060524 1996.00 1996.00 1980.00 1984.50 -10.50 2 84 +0
Total Volume and Open Interest 2 85 +0
Nikkei 225(CME)
Jun06 060524 15605 15950 15505 15905 +300 97,556 223,143 -1,874
Sep06 060524 15645 15940 15520 15905 +305 89 499 -2
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060524 15605 15950 15505 15905 +300 97,556 223,143 -1,874
Sep06 060524 15645 15940 15520 15905 +305 89 499 -2
Dec06 060524 15865 15865 15865 15865 +310      
Total Volume and Open Interest 97,673 223,693 -1,876
CAC 40(MATIF)
May06 060519 4879.5 4956.0 4879.5 4948.0 +41.5 319,202 469,644 -54,799
Jun06 060524 4860.0 4867.0 4778.5 4827.0 -62.0 159,855 488,695 +12,486
Jul06 060524 4848.0 4863.0 4795.0 4835.0 -62.0 993 7,413 +54
Total Volume and Open Interest 161,229 505,707 +12,388
Hang Seng Index(HKFE)
May06 060524 15800 15894 15632 15787 -52 60,318 119,446 +2,080
Jun06 060524 15835 15950 15688 15843 -57 3,933 10,133 +2,047
Total Volume and Open Interest 64,396 130,299 +4,109
DAX Index(EUREX)
Jun06 060524 5637.0 5663.0 5555.5 5601.0 -75.0 222,138 262,025 -10,886
Sep06 060524 5680.0 5699.5 5600.0 5643.0 -75.5 595 13,406 -116
Dec06 060524 5736.0 5745.5 5646.0 5689.0 -76.0 479 4,801 +207
Total Volume and Open Interest 223,212 280,232 -10,795
FT-SE 100(LIFFE)
Jun06 060524 5621.00 5661.00 5564.00 5589.00 -80.50 149,472 473,335 -17,904
Sep06 060524 5660.00 5660.00 5585.50 5602.00 -81.50 149 3,982 -7
Dec06 060524 5633.50 5633.50 5633.50 5633.50 -82.00 10 35,142 +0
Total Volume and Open Interest 149,631 513,459 -17,911
SPI 200(SFE)
Jun06 060524 5035.0 5059.0 5011.0 5033.0 +29.0 19,877 240,193 -8,275
Sep06 060524 5033.0 5051.0 5015.0 5027.0 +29.0 154 5,793 -830
Dec06 060524 5050.0 5066.0 5030.0 5049.0 +27.0 129 3,459 -278
Total Volume and Open Interest 20,174 252,467 -9,377
GSCI(CME)
Jun06 060524 475.30 475.50 466.90 467.00 -14.80 426 21,533 +62
Jul06 060524 477.50 477.50 473.00 473.00 -14.10 40 61 +39
Aug06 060524 476.80 476.80 476.80 476.80 -14.20 0 8 +0
Total Volume and Open Interest 466 21,602 +101
Reuters CRB Index(NYBOT)
Jun06 060524 386.00 386.00 380.50 380.50 -9.50 28 373 +4
Aug06 060524 394.00 394.00 389.00 389.00 -9.50 10 434 +1
Nov06 060524 398.00 398.00 396.50 396.50 -9.50 0 201 +0
Total Volume and Open Interest 38 1,008 +5
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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