Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon May 29, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060526 585.00 588.00 582.00 582.50 -1.75 33,738 214,390 -2,449
Aug06 060526 591.00 594.50 588.50 589.00 -1.50 2,534 16,634 +584
Sep06 060526 597.50 600.50 595.50 596.00 -0.25 1,737 13,381 +427
Nov06 060526 609.50 612.75 606.75 608.00 -0.75 10,493 102,729 +912
Jan07 060526 617.50 622.00 616.00 616.50 +0.25 1,100 8,310 +421
Mar07 060526 624.50 628.50 622.00 623.50 unch 1,488 4,069 +304
May07 060526 628.50 631.50 626.50 628.00 unch 609 3,894 -4
Total Volume and Open Interest 52,292 379,487 +287
Soybean Meal(CBOT)
Jul06 060526 174.00 174.50 173.10 173.30 -0.20 18,148 101,405 -259
Aug06 060526 175.00 175.50 174.20 174.30 -0.20 3,960 20,475 -458
Sep06 060526 176.00 176.40 175.20 175.30 unch 1,585 17,241 +551
Oct06 060526 177.20 177.20 176.30 176.30 unch 369 9,573 +92
Dec06 060526 178.90 179.30 178.30 178.50 +0.10 5,178 36,954 +677
Jan07 060526 180.20 180.50 179.50 179.50 +0.10 625 2,916 +233
Mar07 060526 182.00 182.50 181.30 181.40 -0.10 976 2,932 +477
May07 060526 181.50 182.00 181.00 181.00 unch 639 3,438 +193
Total Volume and Open Interest 31,834 197,534 +1,517
Soybean Oil(CBOT)
Jul06 060526 25.17 25.40 25.05 25.11 +0.02 14,517 146,187 -674
Aug06 060526 25.37 25.53 25.23 25.31 +0.04 2,967 13,723 +544
Sep06 060526 25.54 25.70 25.44 25.49 +0.03 880 10,258 +436
Oct06 060526 25.71 25.94 25.71 25.75 +0.04 192 7,135 +6
Dec06 060526 26.20 26.44 26.08 26.21 +0.05 5,078 45,714 +1,177
Jan07 060526 26.34 26.55 26.31 26.40 +0.06 107 4,044 -11
Mar07 060526 26.59 26.72 26.56 26.66 +0.10 297 1,764 +23
May07 060526 26.75 26.90 26.75 26.82 +0.05 230 4,018 +156
Total Volume and Open Interest 24,419 243,228 +1,752
Canola(WCE)
Jul06 060526 285.1 285.1 282.6 283.8 -0.8 3,798 37,509 -988
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060526 303.4 303.4 301.5 302.7 -0.7 2,706 34,313 +432
Jan07 060526 309.6 309.6 309.1 309.2 -0.8 4 3,802 +1
Mar07 060526 315.7 315.7 315.7 315.7 -0.8 0 483 +0
Total Volume and Open Interest 6,511 80,586 -553
Corn(CBOT)
Jul06 060526 254.50 257.50 253.75 254.00 +0.75 55,356 534,230 -7,927
Sep06 060526 266.50 268.50 264.75 265.00 +0.75 13,058 172,743 +3,597
Dec06 060526 280.00 282.50 278.75 279.00 +1.00 30,480 390,880 +1,504
Mar07 060526 290.25 292.50 289.00 289.50 +1.25 7,664 69,541 +294
May07 060526 297.50 299.50 296.50 297.25 +2.25 99 9,389 +440
Jul07 060526 303.00 306.25 302.75 303.25 +2.50 2,729 29,083 +1,965
Total Volume and Open Interest 116,274 1,346,407 +1,603
Wheat(CBOT)
Jul06 060526 413.00 421.00 413.00 415.50 +6.00 37,692 267,211 -2,531
Sep06 060526 426.00 434.00 426.00 429.00 +5.75 14,550 59,601 +5,363
Dec06 060526 444.00 451.00 443.50 446.25 +5.25 11,187 105,887 +99
Mar07 060526 458.00 464.50 457.50 460.50 +5.75 2,287 28,840 +261
May07 060526 466.00 470.50 466.00 466.50 +6.50 2 709 +1
Total Volume and Open Interest 71,285 533,419 +5,146
Wheat(KCBT)
Jul06 060526 499.50 509.75 499.00 506.00 +7.25 9,716 75,346 -549
Sep06 060526 506.00 516.75 505.00 514.00 +8.25 4,346 22,152 +1,185
Dec06 060526 512.00 523.00 512.00 519.00 +6.75 2,999 30,116 -74
Mar07 060526 516.00 524.50 516.00 520.50 +6.50 123 3,099 +50
May07 060526 515.00 515.00 515.00 515.00 +5.00 0 6 +0
Total Volume and Open Interest 18,104 143,673 +1,030
Wheat(MGE)
Jul06 060526 467.00 474.00 467.00 470.00 +6.75 2,773 19,141 -757
Sep06 060526 477.00 482.50 477.00 479.00 +5.00 1,222 13,635 -193
Dec06 060526 486.00 492.25 486.00 488.50 +4.50 1,475 20,427 +138
Mar07 060526 494.00 500.00 493.00 496.25 +4.25 39 1,001 +0
May07 060526 500.00 501.00 500.00 500.00 +5.75 2 44 +0
Total Volume and Open Interest 5,742 57,770 -651
Oats(CBOT)
Jul06 060526 181.75 183.75 180.00 180.25 -2.25 2,380 8,994 -419
Sep06 060526 186.50 187.75 182.50 182.75 -2.00 105 368 +20
Dec06 060526 182.75 185.00 181.75 182.00 -0.25 651 4,841 -33
Mar07 060526 188.50 188.50 188.50 188.50 -2.50 8 109 +6
Total Volume and Open Interest 3,144 14,317 -426
Rough Rice(CBOT)
Jul06 060526 9.27 9.28 9.18 9.19 -0.03 693 7,704 +187
Sep06 060526 9.47 9.48 9.43 9.43 unch 299 1,536 +199
Nov06 060526 9.52 9.57 9.50 9.53 +0.03 289 3,179 +55
Jan07 060526 9.65 9.70 9.65 9.66 +0.04 32 846 +15
Total Volume and Open Interest 1,452 14,441 +491
Live Cattle(CME)
Jun06 060526 78.950 79.475 78.500 79.400 +0.975 11,686 48,563 -5,384
Aug06 060526 79.750 79.925 79.100 79.850 +0.650 11,806 131,836 +671
Oct06 060526 82.950 83.750 82.850 83.625 +0.900 3,849 49,410 +268
Dec06 060526 85.450 85.800 85.300 85.550 +0.325 1,330 23,961 +414
Feb07 060526 88.300 88.750 88.125 88.700 +0.550 445 9,409 +88
Apr07 060526 86.300 86.700 86.300 86.700 +0.400 36 1,656 +17
Total Volume and Open Interest 29,179 265,150 -3,924
Feeder Cattle(CME)
Aug06 060526 108.400 108.900 108.050 108.750 +0.575 2,280 18,600 +157
Sep06 060526 107.750 108.350 107.550 108.300 +0.550 197 2,916 +4
Oct06 060526 106.900 107.375 106.550 107.325 +0.525 177 2,381 +51
Nov06 060526 105.900 106.400 105.700 106.400 +0.500 39 671 +15
Jan07 060526 102.800 103.050 102.700 103.050 +0.350 9 328 -3
Mar07 060526 101.000 101.000 101.000 101.000 +0.400 0 7 +0
Apr07 060526 100.000 100.000 100.000 100.000 +0.475 0 1 +0
Total Volume and Open Interest 3,062 27,457 +27
Lean Hogs(CME)
Jun06 060526 66.300 67.050 66.100 66.775 +0.825 4,488 20,229 -1,034
Jul06 060526 65.000 65.300 64.900 65.225 +0.550 7,540 75,688 -3
Aug06 060526 63.950 64.200 63.700 64.150 +0.500 3,997 30,174 +1,342
Oct06 060526 55.650 56.100 55.400 55.600 +0.125 1,407 17,907 +112
Dec06 060526 54.500 54.750 54.200 54.375 -0.175 371 9,693 +71
Feb07 060526 56.600 56.950 56.600 56.650 +0.150 210 2,755 -1
Apr07 060526 56.700 57.000 56.625 56.700 +0.175 64 1,035 +22
May07 060526 60.100 60.100 60.100 60.100 +0.100 16 185 +5
Total Volume and Open Interest 18,110 157,704 +525
Pork Bellies(CME)
Jul06 060526 81.750 82.000 80.800 81.250 -0.575 564 1,602 +161
Aug06 060526 78.750 79.000 78.200 78.200 -0.200 89 441 +47
Feb07 060526 83.950 83.950 83.950 83.950 +0.200 2 17 +0
Mar07 060526 84.200 84.200 84.200 84.200 +0.250 0 6 +0
Total Volume and Open Interest 659 2,070 +208
Class III Milk(CME)
May06 060526 10.82 10.82 10.82 10.82 unch 2 3,053 -17
Jun06 060526 11.40 11.46 11.36 11.45 +0.10 11 3,295 -11
Jul06 060526 11.90 12.00 11.80 11.99 +0.19 53 3,407 -17
Aug06 060526 12.15 12.40 12.06 12.33 +0.28 73 3,848 -36
Sep06 060526 12.45 12.55 12.31 12.50 +0.15 90 3,696 -8
Total Volume and Open Interest 401 31,634 -65
Cocoa(NYBOT)
Jul06 060526 1475 1475 1457 1461 -11 6,453 52,270 +855
Sep06 060526 1500 1501 1485 1489 -10 2,287 29,236 +393
Dec06 060526 1532 1533 1521 1523 -9 828 17,991 +56
Mar07 060526 1564 1564 1551 1553 -9 483 13,625 +128
May07 060526 1582 1582 1570 1574 -8 722 5,137 +539
Jul07 060526 1594 1594 1594 1594 -8 50 2,634 +48
Sep07 060526 1617 1617 1611 1611 -9 518 7,630 +264
Total Volume and Open Interest 11,341 134,494 +2,283
Coffee "C"(NYBOT)
Jul06 060526 98.70 99.20 98.05 98.10 -0.55 7,120 66,216 +565
Sep06 060526 102.00 102.25 101.00 101.00 -0.55 3,350 24,710 +754
Dec06 060526 105.80 106.00 104.75 104.85 -0.60 1,038 10,803 +6
Mar07 060526 109.55 109.55 108.50 108.50 -0.60 490 4,424 +108
May07 060526 110.80 110.80 110.80 110.80 -0.55 175 866 -11
Jul07 060526 112.95 112.95 112.95 112.95 -0.40 315 503 -266
Total Volume and Open Interest 12,848 108,968 +956
Orange Juice(NYBOT)
Jul06 060526 157.50 159.40 157.00 157.20 -2.55 2,674 23,098 +256
Sep06 060526 156.95 158.75 156.95 156.95 -2.55 809 4,082 -20
Nov06 060526 154.50 157.75 154.50 156.30 +0.30 613 2,890 +108
Jan07 060526 156.00 156.00 156.00 156.00 +0.75 35 1,710 +35
Mar07 060526 157.00 157.00 156.25 156.50 +0.75 35 484 +30
Total Volume and Open Interest 4,168 32,313 -44
Sugar #11(NYBOT)
Jul06 060526 16.10 16.17 15.84 15.88 -0.36 20,489 225,498 -4,140
Oct06 060526 16.26 16.35 16.10 16.14 -0.31 14,849 111,519 +679
Mar07 060526 16.50 16.59 16.32 16.35 -0.32 5,665 70,522 +235
May07 060526 16.36 16.41 16.25 16.26 -0.30 1,251 32,488 +433
Jul07 060526 16.23 16.40 16.10 16.17 -0.29 87 25,803 +1
Total Volume and Open Interest 42,424 486,600 -2,793
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060526 23.40 23.60 23.40 23.58 +0.18 222 1,268 +76
Sep06 060526 23.18 23.50 23.18 23.40 +0.20 226 4,660 -35
Nov06 060526 22.44 22.72 22.44 22.71 +0.25 8 1,270 +4
Jan07 060526 22.35 22.55 22.35 22.55 +0.15 1 1,207 +1
Total Volume and Open Interest 457 11,601 +46
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060526 842 847 838 845 +5 3,738 72,662 +1,063
Sep06 060526 852 857 849 855 +5 1,098 37,794 +38
Dec06 060526 869 876 868 874 +5 672 40,447 +163
Mar07 060526 884 889 881 886 +5 424 20,765 +250
May07 060526 898 900 898 898 +4 446 2,841 +275
Jul07 060526 902 906 902 906 +4 71 2,450 +69
Total Volume and Open Interest 6,449 181,681 +1,858
London Coffee(LCE)
May06 060526 1110.00 1122.00 1110.00 1117.00 +2.00 72 164 -61
Jul06 060526 1122.00 1129.00 1122.00 1125.00 unch 4,500 54,841 -21
Sep06 060526 1138.00 1144.00 1138.00 1140.00 unch 2,123 39,465 +760
Nov06 060526 1154.00 1155.00 1149.00 1150.00 -1.00 615 26,759 +562
Jan07 060526 1158.00 1158.00 1158.00 1158.00 unch 94 2,373 +3
Mar07 060526 1169.00 1169.00 1168.00 1168.00 unch 21 763 +0
Total Volume and Open Interest 7,455 125,103 +1,242
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060526 462.10 463.60 443.00 445.00 -17.00 3,032 31,783 -1,485
Oct06 060526 453.00 453.00 437.00 438.50 -14.40 1,308 16,931 +296
Dec06 060526 449.60 449.60 436.30 436.30 -13.60 882 7,602 +668
Mar07 060526 444.60 444.80 432.30 432.30 -12.10 490 6,075 +117
Total Volume and Open Interest 5,987 66,734 -217
Cotton(NYBOT)
Jul06 060526 50.35 51.00 50.04 50.94 +0.88 7,215 106,893 -311
Oct06 060526 53.40 54.40 53.40 54.40 +0.97 70 2,891 -19
Dec06 060526 55.15 55.95 55.05 55.95 +0.88 3,994 53,243 +448
Mar07 060526 57.50 58.50 57.50 58.50 +0.97 918 9,456 +401
May07 060526 59.35 59.35 59.35 59.35 +0.90 56 457 +3
Jul07 060526 60.35 60.35 60.35 60.35 +0.80 35 1,701 -24
Total Volume and Open Interest 12,356 175,677 +502
Lumber(CME)
Jul06 060526 310.5 311.0 307.1 307.5 -4.0 312 3,447 -93
Sep06 060526 322.2 322.7 320.4 322.0 -3.5 70 700 +11
Nov06 060526 312.2 312.4 311.6 312.4 -1.4 71 204 +44
Jan07 060526 326.0 326.0 326.0 326.0 unch 5 6 +2
Total Volume and Open Interest 458 4,363 -36
Crude Oil(NYM)
Jul06 060526 71.00 71.90 70.90 71.37 +0.05 87,142 282,743 -2,616
Aug06 060526 71.85 72.70 71.75 72.16 +0.07 32,744 93,921 +5,256
Sep06 060526 72.60 73.15 72.60 72.76 +0.10 8,401 64,406 +453
Oct06 060526 73.60 73.60 73.10 73.20 +0.09 4,861 32,583 +1,227
Nov06 060526 73.60 73.60 73.45 73.55 +0.07 1,819 23,729 +147
Dec06 060526 73.50 74.25 73.35 73.83 +0.06 16,579 108,017 +689
Jan07 060526 73.90 74.05 73.90 74.05 +0.06 2,571 30,731 +587
Feb07 060526 74.19 74.19 74.19 74.19 +0.06 470 14,075 -68
Mar07 060526 74.26 74.26 74.26 74.26 +0.06 20 14,589 +0
Apr07 060526 74.28 74.28 74.28 74.28 +0.06 51 9,318 -22
May07 060526 74.26 74.26 74.26 74.26 +0.06 0 7,098 +0
Jun07 060526 74.20 74.20 74.20 74.20 +0.06 1,054 36,911 +636
Jul07 060526 74.09 74.09 74.09 74.09 +0.06 1 9,514 +0
Aug07 060526 73.97 73.97 73.97 73.97 +0.06 100 5,256 +50
Sep07 060526 73.84 73.84 73.84 73.84 +0.06 850 7,016 -550
Oct07 060526 73.69 73.69 73.69 73.69 +0.05 750 3,401 +46
Total Volume and Open Interest 167,951 1,012,465 +7,221
Heating Oil(NYM)
Jun06 060526 198.25 201.25 197.00 198.05 -1.37 16,632 17,560 -3,693
Jul06 060526 200.25 203.50 198.00 199.22 -2.15 18,768 71,540 +3,564
Aug06 060526 203.10 206.50 201.00 202.02 -2.05 4,071 16,901 +726
Sep06 060526 206.50 207.75 204.77 204.77 -2.05 1,082 10,359 -44
Oct06 060526 209.85 211.60 207.67 207.67 -2.05 731 7,017 +153
Nov06 060526 213.40 215.40 211.32 211.32 -2.10 503 5,035 +112
Dec06 060526 217.40 219.50 215.22 215.22 -2.15 1,904 14,374 -302
Jan07 060526 220.29 222.40 218.07 218.07 -2.25 780 11,184 +0
Feb07 060526 221.00 223.00 218.72 218.72 -2.25 221 3,301 +57
Mar07 060526 219.40 221.50 217.02 217.02 -2.30 413 3,275 -14
Apr07 060526 216.25 216.25 211.67 211.67 -2.35 192 3,872 +71
May07 060526 207.67 207.67 207.67 207.67 -2.35 11 589 +8
Total Volume and Open Interest 45,497 169,214 +716
Unleaded Gas(NYM)
Jun06 060526 208.60 216.50 208.00 213.68 +3.24 21,455 14,722 -5,473
Jul06 060526 206.50 212.50 206.00 211.48 +4.05 19,237 53,391 +2,241
Aug06 060526 205.25 210.00 205.00 208.98 +3.35 1,750 10,341 +115
Sep06 060526 203.75 206.50 203.70 205.98 +2.80 1,277 8,106 +446
Oct06 060526 195.00 195.00 194.78 194.78 +2.50 309 5,641 +85
Nov06 060526 192.50 192.50 190.53 190.53 +2.25 4 2,020 -2
Dec06 060526 187.15 188.33 187.15 188.33 +2.00 8 2,454 -1
Jan07 060526 188.83 188.83 188.83 188.83 +1.95 1 1,540 +0
Total Volume and Open Interest 44,041 98,215 -2,589
Natural Gas(NYM)
Jun06 060526 5.920 6.100 5.750 5.925 -0.050 38,862 16,157 -11,621
Jul06 060526 6.100 6.230 6.050 6.154 +0.040 24,218 114,003 +2,163
Aug06 060526 6.340 6.435 6.300 6.419 +0.054 7,374 35,011 -79
Sep06 060526 6.580 6.720 6.580 6.699 +0.074 6,812 33,574 +697
Oct06 060526 6.920 7.100 6.890 7.064 +0.084 9,950 48,378 +1,555
Nov06 060526 8.230 8.420 8.100 8.394 +0.104 4,105 43,920 -1,984
Dec06 060526 9.400 9.700 9.330 9.684 +0.134 1,591 28,295 +551
Jan07 060526 10.040 10.400 10.000 10.334 +0.094 1,989 48,495 +34
Feb07 060526 10.120 10.364 10.000 10.364 +0.094 454 27,771 +62
Mar07 060526 9.950 10.250 9.890 10.194 +0.094 2,607 43,697 +336
Apr07 060526 8.350 8.400 8.100 8.354 -0.156 1,464 27,249 -156
May07 060526 8.200 8.250 7.950 8.189 -0.156 548 25,013 +166
Jun07 060526 8.500 8.500 8.100 8.299 -0.171 219 10,838 +69
Jul07 060526 8.450 8.500 8.250 8.429 -0.176 684 7,525 +144
Aug07 060526 8.480 8.544 8.400 8.544 -0.186 91 6,857 +31
Sep07 060526 8.600 8.654 8.450 8.654 -0.196 74 8,725 +18
Total Volume and Open Interest 117,356 828,338 -6,470
Brent Crude Oil(ICE)
Jul06 060526 70.78 71.21 70.19 70.59 -0.12 58,342 111,791 -1,819
Aug06 060526 71.39 71.79 70.84 71.23 -0.04 17,590 105,002 +171
Sep06 060526 71.86 72.32 71.42 71.77 +0.03 8,048 34,172 -492
Oct06 060526 72.31 72.68 71.76 72.15 +0.06 6,111 30,272 +1,726
Nov06 060526 72.67 72.95 72.03 72.43 +0.09 1,068 13,739 -165
Dec06 060526 72.90 73.10 72.23 72.64 +0.11 6,033 51,675 +1,985
Jan07 060526 73.16 73.24 72.42 72.82 +0.12 0 11,132 +0
Feb07 060526 72.97 72.97 72.97 72.97 +0.12 0 7,250 +0
Mar07 060526 73.33 73.33 73.05 73.05 +0.11 25 6,422 -38
Apr07 060526 73.37 73.37 73.11 73.11 +0.10 50 2,279 -14
May07 060526 73.09 73.09 73.09 73.09 +0.10 25 966 +25
Jun07 060526 73.20 73.27 73.01 73.01 +0.09 45 10,942 -40
Jul07 060526 72.90 72.90 72.90 72.90 +0.07 0 50 +0
Aug07 060526 72.75 72.75 72.75 72.75 +0.08 0 235 +0
Total Volume and Open Interest 98,173 434,769 +812
Gas Oil(ICE)
Jun06 060526 630.00 634.50 625.50 631.25 +12.25 17,856 44,741 -3,045
Jul06 060526 634.00 638.75 629.75 635.75 +12.50 8,744 58,069 +439
Aug06 060526 640.50 645.00 636.00 642.25 +12.50 2,243 15,577 +813
Sep06 060526 646.75 650.50 644.25 649.00 +12.25 518 10,507 -58
Oct06 060526 657.50 657.50 654.00 655.75 +12.25 490 10,670 -33
Nov06 060526 662.50 662.50 661.50 661.50 +12.25 100 5,925 +100
Dec06 060526 664.25 669.50 662.00 666.25 +12.00 1,882 28,695 +18
Jan07 060526 668.00 671.75 665.25 670.00 +12.00 297 6,556 +50
Feb07 060526 668.75 668.75 668.75 668.75 +12.25 0 478 +0
Mar07 060526 664.25 667.00 664.25 667.00 +11.75 0 3,484 +0
Total Volume and Open Interest 32,580 214,160 -1,366
US Dollar Index(NYBOT)
Jun06 060526 84.54 85.30 84.50 85.19 +0.60 2,982 36,363 +1,427
Sep06 060526 84.36 84.90 84.20 84.85 +0.60 58 2,825 +7
Dec06 060526 84.18 84.60 84.18 84.54 +0.60 0 86 +0
Total Volume and Open Interest 3,040 39,279 +1,434
Australian Dollar(CME)
Jun06 060526 75.80 75.80 75.74 75.79 -0.27 1,184 78,305 -1,301
Sep06 060526 75.67 75.67 75.67 75.67 -0.27 52 1,175 +58
Dec06 060526 75.56 75.56 75.56 75.56 -0.27 0 229 +0
Total Volume and Open Interest 1,236 79,727 -1,243
British Pound(CME)
Jun06 060526 186.76 187.10 185.38 185.61 -1.79 529 110,898 -568
Sep06 060526 186.83 186.83 185.90 185.90 -1.79 10 1,068 +88
Dec06 060526 186.20 186.20 186.20 186.20 -1.79 0 150 +0
Total Volume and Open Interest 539 112,117 -480
Canadian Dollar(CME)
Jun06 060526 90.28 90.60 90.00 90.33 -0.12 6,325 101,125 -4,598
Sep06 060526 90.57 90.57 90.56 90.56 -0.12 209 4,843 +289
Dec06 060526 90.80 90.80 90.80 90.80 -0.12 1 1,103 +11
Mar07 060526 91.10 91.10 91.04 91.04 -0.12 0 182 +0
Total Volume and Open Interest 6,536 107,300 -4,298
Japanese Yen(CME)
Jun06 060526 89.44 89.62 88.94 88.97 -0.76 3,264 175,781 -1,045
Sep06 060526 90.79 90.79 90.08 90.08 -0.77 563 30,161 +577
Dec06 060526 91.16 91.16 91.16 91.16 -0.77 0 263 -4
Total Volume and Open Interest 3,827 206,224 -468
Swiss Franc(CME)
Jun06 060526 82.29 82.29 81.47 81.60 -0.85 1,368 100,640 -1,365
Sep06 060526 83.09 83.09 82.32 82.39 -0.85 13 631 +30
Dec06 060526 83.10 83.10 83.10 83.10 -0.85 0 51 +0
Total Volume and Open Interest 1,381 101,328 -1,335
EuroFX(CME)
Jun06 060526 128.11 128.38 127.17 127.37 -0.90 1,769 193,540 -2,060
Sep06 060526 128.31 128.31 128.08 128.09 -0.90 8 5,305 -97
Dec06 060526 129.02 129.02 128.72 128.72 -0.90 6 473 +5
Total Volume and Open Interest 1,784 199,455 -2,151
Mexican Peso(CME)
Jun06 060526 8955.0 9000.0 8935.0 8965.0 +10.0 8,622 62,390 -3,592
Sep06 060526 8935.0 8935.0 8915.0 8915.0 +15.0 54 1,188 -56
Total Volume and Open Interest 8,697 88,341 -3,672
30-Year T-Bonds(CBOT)
Jun06 060526 106~28 107~06 106~18 107~01 +0~05 486,499 566,295 -88,275
Sep06 060526 106~23 107~00 106~13 106~28 +0~05 154,552 293,131 +69,573
Dec06 060526 106~15 106~27 106~15 106~27 +0~05 43 1,775 +12
Total Volume and Open Interest 641,100 861,202 -18,690
10-Year T-Notes(CBOT)
Jun06 060526 105~160 105~220 105~100 105~195 +0~045 1,109,227 1,485,702 -215,065
Sep06 060526 105~100 105~165 105~040 105~140 +0~040 359,854 679,670 +196,984
Total Volume and Open Interest 1,469,212 2,174,950 -18,111
5-Year T-Notes(CBOT)
Jun06 060526 103~315 104~030 103~280 104~015 +0~020 483,281 0 +0
Sep06 060526 103~295 104~000 103~285 103~315 +0~015 135,731 0 +0
Dec06 060526 103~315 103~315 103~315 103~315 +0~020 0 1 +0
Total Volume and Open Interest 619,012 1 +0
2 Year T-Notes(CBOT)
Jun06 060526 101~090 101~098 101~090 101~094 +0~002 21,702 431,638 -50,647
Sep06 060526 101~094 101~104 101~094 101~100 +0~004 17,518 176,367 +32,700
Total Volume and Open Interest 39,220 608,005 -17,947
Eurodollars(CME)
Jun06 060526 94.715 94.732 94.715 94.728 +0.007 23,849 1,313,326 -6,205
Sep06 060526 94.645 94.670 94.635 94.655 +0.010 533,761 1,430,445 +6,731
Dec06 060526 94.645 94.675 94.630 94.660 +0.020 23,401 1,527,743 -5,746
Mar07 060526 94.700 94.735 94.675 94.715 +0.020 21,440 1,268,995 -4,793
Jun07 060526 94.730 94.765 94.720 94.750 +0.020 16,793 1,063,557 +1,503
Sep07 060526 94.730 94.765 94.720 94.755 +0.015 14,660 895,866 +185
Dec07 060526 94.720 94.755 94.715 94.745 +0.020 13,937 613,850 +7,289
Mar08 060526 94.705 94.745 94.700 94.735 +0.020 10,164 446,111 +5,550
Jun08 060526 94.685 94.720 94.665 94.710 +0.025 6,321 297,271 +861
Sep08 060526 94.660 94.695 94.660 94.685 +0.025 4,924 244,585 -1,228
Dec08 060526 94.620 94.650 94.620 94.645 +0.025 4,180 212,901 -1,994
Mar09 060526 94.600 94.630 94.600 94.625 +0.025 7,424 155,773 +80
Jun09 060526 94.575 94.605 94.575 94.600 +0.025 2,360 124,104 -48
Sep09 060526 94.540 94.575 94.540 94.565 +0.025 2,052 116,782 +269
Dec09 060526 94.495 94.530 94.495 94.520 +0.025 2,094 108,605 +260
Mar10 060526 94.470 94.500 94.470 94.500 +0.030 2,995 90,916 +726
Jun10 060526 94.440 94.470 94.440 94.470 +0.030 2,379 74,066 -298
Sep10 060526 94.400 94.430 94.400 94.430 +0.030 2,216 59,877 +252
Total Volume and Open Interest 186,960 10,246,857 -14,673
3-Mth Euro-Yen(CME)
Jun06 060526 99.66 99.68 99.66 99.67 -0.01 1,122 13,059 +143
Sep06 060526 99.45 99.46 99.45 99.45 -0.01 2,244 10,341 -73
Dec06 060526 99.26 99.26 99.26 99.26 -0.01 1,412 7,988 +394
Mar07 060526 99.05 99.06 99.05 99.06 unch 2,914 7,090 +1,054
Jun07 060526 98.87 98.87 98.87 98.87 unch 458 5,712 +424
Sep07 060526 98.71 98.71 98.71 98.71 unch 544 1,822 +37
Dec07 060526 98.55 98.55 98.55 98.55 unch 10 1,347 +0
Mar08 060526 98.43 98.43 98.43 98.43 unch 0 201 +0
Jun08 060526 98.29 98.29 98.29 98.29 -0.01 0 251 +0
Sep08 060526 98.19 98.19 98.19 98.19 -0.01      
Total Volume and Open Interest 8,704 47,815 +1,979
3-Mth Euro-Yen(SIMEX)
Jun06 060526 99.68 99.68 99.66 99.66 -0.03 2,485 61,617 +1,653
Sep06 060526 99.45 99.46 99.44 99.45 -0.02 3,122 54,862 +603
Dec06 060526 99.27 99.27 99.24 99.26 -0.01 3,822 106,128 -3,781
Mar07 060526 99.04 99.07 99.03 99.06 -0.01 2,105 50,139 +136
Jun07 060526 98.85 98.88 98.85 98.87 -0.02 774 23,673 +80
Sep07 060526 98.68 98.70 98.68 98.70 -0.02 322 14,137 -473
Dec07 060526 98.55 98.55 98.54 98.54 -0.02 153 22,254 -72
Mar08 060526 98.40 98.40 98.40 98.40 -0.01 103 17,336 +83
Total Volume and Open Interest 12,886 351,726 -1,771
German Euro-Bund(EUREX)
Jun06 060526 116.65 116.82 116.46 116.73 -0.09 2,351,887 1,683,651 +36,773
Sep06 060526 116.83 116.96 116.62 116.89 -0.09 44,345 149,075 +13,996
Dec06 060526 115.88 116.13 115.88 116.13 -0.02 1,978 4 +0
Total Volume and Open Interest 2,398,210 1,832,730 +50,769
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060526 110.19 110.25 110.11 110.20 -0.06 22,348 66,725 +5,998
Dec06 060526 109.84 109.84 109.84 109.84 -0.04 92 0 +0
Total Volume and Open Interest 1,181,057 1,368,137 +5,154
Long Gilt(LIFFE)
Jun06 060526 110~09 110~20 110~07 110~14 -0~01 221,781 214,309 -84,115
Sep06 060526 109~28 110~11 109~28 110~05 -0~01 140,395 121,249 +70,262
Total Volume and Open Interest 362,176 335,558 -13,853
3-Mth Short Sterling(LIFFE)
Jun06 060526 95.28 95.28 95.28 95.28 unch 59,504 444,679 +8,387
Sep06 060526 95.18 95.18 95.18 95.18 -0.01 82,071 519,439 -2,165
Dec06 060526 95.08 95.08 95.08 95.08 -0.02 93,262 359,070 +208
Total Volume and Open Interest 461,194 2,515,098 +10,091
3-Mth Euribor(LIFFE)
Jun06 060526 97.005 97.005 96.995 97.005 +0.005 129,430 572,770 -1,587
Sep06 060526 96.785 96.790 96.770 96.790 unch 165,366 611,033 -6,403
Dec06 060526 96.625 96.625 96.595 96.620 -0.005 249,282 644,696 +889
Total Volume and Open Interest 1,151,048 3,680,113 +40,073
3-Mth Aus T-Bills(SFE)
Jun06 060526 94.10 94.10 94.09 94.10 unch 3,779 106,509 -694
Sep06 060526 93.96 93.97 93.95 93.97 -0.01 19,283 284,263 -1,451
Dec06 060526 93.92 93.94 93.92 93.93 -0.01 10,966 127,566 -959
Mar07 060526 93.92 93.93 93.92 93.93 -0.01 3,847 60,291 +1,583
Jun07 060526 93.91 93.92 93.91 93.91 -0.02 562 32,194 -271
Sep07 060526 93.89 93.89 93.89 93.89 -0.02 527 22,826 -705
Dec07 060526 93.87 93.87 93.87 93.87 -0.02 722 15,768 -739
Mar08 060526 93.85 93.85 93.85 93.85 -0.03 1,425 9,185 -771
Jun08 060526 93.83 93.83 93.83 93.83 -0.03 250 1,342 +0
Sep08 060526 93.83 93.83 93.83 93.83 -0.02 50 913 +0
Total Volume and Open Interest 41,485 663,255 -4,025
10-Year Aus T-Bonds(SFE)
Jun06 060526 94.28 94.29 94.26 94.28 -0.02 15,194 343,309 -15,438
Sep06 060526 94.25 94.25 94.25 94.25 -0.02      
Total Volume and Open Interest 15,194 343,309 -15,438
3-Year Aus T-Bonds(SFE)
Jun06 060526 94.32 94.32 94.30 94.31 -0.03 39,386 511,921 -43,242
Sep06 060526 94.29 94.29 94.29 94.29 -0.03      
Total Volume and Open Interest 39,386 511,921 -43,242
Gold(CMX)
Jun06 060526 651.0 654.5 640.5 651.0 +2.5 79,299 89,132 -25,228
Aug06 060526 657.5 661.0 647.0 657.4 +2.5 43,321 130,205 +26,182
Oct06 060526 667.5 667.5 655.0 663.8 +2.4 482 10,142 -64
Dec06 060526 671.5 674.0 659.0 670.1 +2.3 2,092 28,924 -117
Feb07 060526 679.0 679.5 670.5 676.5 +2.3 320 13,321 +111
Apr07 060526 681.5 682.8 681.5 682.8 +2.3 15 1,836 +1
Jun07 060526 687.0 689.2 686.0 689.2 +2.3 83 12,010 +29
Aug07 060526 696.0 696.0 695.5 695.5 +2.3 3 385 -1
Oct07 060526 701.9 701.9 701.9 701.9 +2.4 0 2,010 +0
Dec07 060526 708.3 708.3 708.3 708.3 +2.5 316 14,152 +85
Feb08 060526 714.7 714.7 714.7 714.7 +2.6 100 945 +75
Total Volume and Open Interest 126,269 312,556 +1,065
Silver(CMX)
May06 060526 1248.0 1267.5 1246.0 1267.5 +13.5 36 110 -290
Jul06 060526 1262.0 1274.0 1242.0 1273.0 +13.0 14,620 56,542 -1,119
Sep06 060526 1278.0 1286.0 1256.0 1283.7 +13.0 1,111 9,385 +488
Dec06 060526 1282.0 1293.0 1258.0 1289.7 +13.3 437 18,836 -133
Mar07 060526 1293.3 1293.3 1293.3 1293.3 +13.3 58 7,720 +33
May07 060526 1294.2 1294.2 1294.2 1294.2 +13.3 8 2,545 +8
Jul07 060526 1300.0 1300.0 1294.9 1294.9 +13.3 9 5,052 +8
Total Volume and Open Interest 16,359 109,280 -1,066
Platinum(NYM)
Jul06 060526 1297.0 1301.9 1288.0 1298.1 +3.1 593 8,990 +36
Oct06 060526 1305.0 1305.0 1304.1 1304.1 +4.1 2 293 +2
Jan07 060526 1314.1 1314.1 1314.1 1314.1 +4.1 2 2  
Total Volume and Open Interest 597 9,285  
Palladium(NYME)
Jun06 060526 350.00 357.70 346.25 355.10 +3.10 2,326 8,158 -1,503
Sep06 060526 353.00 361.50 352.00 360.55 +3.30 2,049 8,416 +1,344
Dec06 060526 359.00 363.55 359.00 363.55 +3.30 5 503 -3
Total Volume and Open Interest 4,380 17,113 -162
Copper(CMX)
May06 060526 394.00 404.00 388.00 401.50 +11.35 739 717 -565
Jul06 060526 371.00 382.00 366.00 381.50 +10.75 6,418 51,130 +350
Sep06 060526 368.00 377.00 363.00 376.75 +11.45 959 10,466 +70
Dec06 060526 353.00 365.00 351.00 365.00 +11.95 86 4,773 -102
Mar07 060526 353.25 353.25 353.25 353.25 +12.45 20 937 +15
Total Volume and Open Interest 9,241 80,356 -575
Aluminum(CMX)
May06 060526 128.55 128.55 128.55 128.55 +3.55      
Jun06 060526 127.80 128.30 127.80 128.30 +3.55 9 266 +0
Jul06 060526 128.50 129.00 128.50 129.00 +3.55 1 52 +1
Aug06 060526 129.70 129.70 129.70 129.70 +4.40      
Sep06 060526 130.15 130.15 130.15 130.15 +5.00 0 1 +0
Oct06 060526 130.30 130.30 130.30 130.30 +5.25 0 40 +0
Total Volume and Open Interest 10 969 +1
DJIA Index(CBOT)
Jun06 060526 11235 11305 11230 11302 +71 6,008 42,705 +194
Sep06 060526 11320 11383 11320 11383 +70 31 505 -26
Dec06 060526 11435 11445 11435 11445 +71 2 1,699 +2
Mar07 060526 11567 11567 11567 11567 +71      
Total Volume and Open Interest 6,041 44,909 +170
S & P 500(CME)
Jun06 060526 1279.00 1283.00 1274.40 1282.70 +6.60 33,447 559,307 -5,354
Sep06 060526 1288.50 1294.00 1287.50 1293.50 +6.70 7,463 100,640 +4,618
Dec06 060526 1299.20 1304.30 1299.20 1304.30 +6.90 203 3,977 +159
Mar07 060526 1314.70 1314.70 1314.70 1314.70 +6.70 0 106 +0
Total Volume and Open Interest 41,113 664,381 -577
S & P 500 E-Mini(Globex)
Jun06 060526 1276.00 1283.25 1274.00 1282.75 +6.75 1,103,898 1,391,888 -27,406
Sep06 060526 1288.00 1294.00 1285.00 1293.50 +6.75 3,032 51,506 -72
Total Volume and Open Interest 1,106,930 1,443,394 -27,478
NASDAQ 100(CME)
Jun06 060526 1608.00 1611.00 1599.00 1609.80 +4.50 5,909 68,296 -207
Sep06 060526 1628.80 1628.80 1628.80 1628.80 +4.30 3 94 +1
Dec06 060526 1647.50 1647.50 1647.50 1647.50 +4.20 0 10 +0
Total Volume and Open Interest 5,912 68,400 -206
NASDAQ 100 E-Mini(Globex)
Jun06 060526 1603.80 1612.30 1598.50 1609.80 +4.50 287,408 389,892 -8,697
Sep06 060526 1626.00 1630.50 1618.30 1628.80 +4.30 590 1,158 +272
Total Volume and Open Interest 287,998 391,050 -8,425
S & P Midcap 400(CME)
Jun06 060526 765.00 769.00 765.00 768.20 +5.50 101 10,574 -48
Sep06 060526 120.19 120.19 120.19 120.19 +5.50      
Dec06 060526 127.19 127.19 127.19 127.19 +5.50      
Total Volume and Open Interest 101 10,574 -48
Russell 2000(CME)
Jun06 060526 731.75 732.50 726.20 731.90 +4.50 1,823 40,791 -350
Sep06 060526 736.00 737.80 735.50 737.80 +4.60 360 1,579 +314
Dec06 060526 743.80 743.80 743.80 743.80 +3.30 0 7 +0
Total Volume and Open Interest 2,183 42,377 -36
Russell 2000 E-Mini(Globex)
Jun06 060526 727.30 733.00 725.60 731.90 +4.50 172,722 408,833 -7,183
Sep06 060526 733.60 738.50 732.70 737.80 +4.60 1,107 2,834 +202
Total Volume and Open Interest 173,829 411,667 -6,981
Value Line(KCBT)
Jun06 060526 2036.00 2047.00 2035.50 2047.00 +11.00 5 85 +0
Total Volume and Open Interest 5 86 +0
Nikkei 225(CME)
Jun06 060526 15885 15995 15815 15980 +285 61,268 228,209 -2,707
Sep06 060526 15945 15985 15835 15970 +275 140 678 +112
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060526 15885 15995 15815 15980 +285 61,268 228,209 -2,707
Sep06 060526 15945 15985 15835 15970 +275 140 678 +112
Dec06 060526 15930 15930 15930 15930 +280      
Total Volume and Open Interest 61,420 228,933 -2,595
CAC 40(MATIF)
May06 060519 4879.5 4956.0 4879.5 4948.0 +41.5 319,202 469,644 -54,799
Jun06 060526 4937.0 5004.5 4926.0 5000.0 +93.5 121,822 482,966 -16,355
Jul06 060526 4951.0 5009.5 4941.0 5008.0 +93.5 1,547 9,566 +833
Total Volume and Open Interest 123,442 501,735 -15,566
Hang Seng Index(HKFE)
May06 060526 15850 15885 15769 15840 +240 71,349 99,525 -19,791
Jun06 060526 15947 15947 15820 15888 +262 28,198 32,687 +19,409
Total Volume and Open Interest 99,766 132,923 -382
DAX Index(EUREX)
Jun06 060526 5752.0 5798.0 5728.0 5792.0 +81.0 195,228 259,796 -7,878
Sep06 060526 5805.0 5840.5 5772.0 5835.0 +82.0 4,051 13,629 +203
Dec06 060526 5865.0 5885.5 5820.5 5882.0 +82.5 3,069 7,150 +1,923
Total Volume and Open Interest 202,348 280,575 -5,752
FT-SE 100(LIFFE)
Jun06 060526 5725.00 5800.50 5703.50 5788.50 +114.50 111,101 491,230 -5,279
Sep06 060526 5761.00 5807.00 5725.00 5803.50 +115.50 129 4,045 +32
Dec06 060526 5768.50 5836.00 5768.00 5836.00 +116.50 0 35,142 +0
Total Volume and Open Interest 111,230 531,417 -5,247
SPI 200(SFE)
Jun06 060526 5024.0 5054.0 5013.0 5045.0 +89.0 15,868 246,219 +122
Sep06 060526 5019.0 5042.0 5014.0 5039.0 +90.0 129 6,548 +39
Dec06 060526 5045.0 5062.0 5035.0 5060.0 +90.0 239 3,910 +162
Total Volume and Open Interest 16,307 259,705 +347
GSCI(CME)
Jun06 060526 474.40 479.50 474.40 477.00 +1.90 293 21,445 +30
Jul06 060526 483.00 483.00 483.00 483.00 +2.40 0 82 +0
Aug06 060526 486.00 486.00 486.00 486.00 +4.00 0 8 +0
Total Volume and Open Interest 293 21,535 +30
Reuters CRB Index(NYBOT)
Jun06 060526 382.25 385.75 382.25 385.75 +2.25 10 358 -7
Aug06 060526 391.50 394.25 391.50 394.25 +2.25 0 431 +0
Nov06 060526 401.75 401.75 401.75 401.75 +2.25 1 201 +1
Total Volume and Open Interest 11 990 -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

Banner

Login

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz