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 Tue May 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060530 585.50 587.50 582.50 583.50 +1.00 37,480 210,633 -3,757
Aug06 060530 591.50 593.50 589.00 590.25 +1.25 2,433 16,856 +222
Sep06 060530 598.50 600.50 595.00 596.75 +0.75 1,626 13,667 +286
Nov06 060530 609.00 612.00 607.25 608.75 +0.75 11,833 104,329 +1,600
Jan07 060530 619.50 621.50 617.00 618.00 +1.50 158 8,485 +175
Mar07 060530 626.50 627.00 623.00 624.50 +1.00 169 4,125 +56
May07 060530 628.50 629.00 628.00 629.00 +1.00 240 3,855 -39
Total Volume and Open Interest 54,455 378,076 -1,411
Soybean Meal(CBOT)
Jul06 060530 174.00 174.00 171.50 171.90 -1.40 15,350 101,716 +311
Aug06 060530 175.20 175.20 172.50 172.80 -1.50 4,216 20,876 +401
Sep06 060530 176.00 176.00 173.60 173.70 -1.60 2,114 17,447 +206
Oct06 060530 176.80 176.80 174.40 174.40 -1.90 1,106 9,393 -180
Dec06 060530 179.30 179.30 176.30 176.60 -1.90 2,513 36,895 -59
Jan07 060530 180.00 180.00 177.70 177.70 -1.80 112 2,960 +44
Mar07 060530 181.40 181.70 179.60 179.70 -1.70 301 2,981 +49
May07 060530 181.50 181.50 179.50 179.50 -1.50 455 3,512 +74
Total Volume and Open Interest 26,494 198,368 +834
Soybean Oil(CBOT)
Jul06 060530 25.23 25.77 25.22 25.40 +0.29 13,269 144,825 -1,362
Aug06 060530 25.47 25.90 25.45 25.59 +0.28 3,815 14,172 +449
Sep06 060530 25.68 26.04 25.68 25.79 +0.30 2,841 10,539 +281
Oct06 060530 26.00 26.34 25.92 26.02 +0.27 2,451 7,907 +772
Dec06 060530 26.35 26.80 26.33 26.47 +0.26 6,075 48,479 +2,765
Jan07 060530 26.62 26.83 26.62 26.65 +0.25 210 4,060 +16
Mar07 060530 26.75 27.15 26.75 26.86 +0.20 237 1,883 +119
May07 060530 27.00 27.12 27.00 27.12 +0.30 293 4,219 +201
Total Volume and Open Interest 29,406 246,564 +3,336
Canola(WCE)
Jul06 060530 283.8 286.7 283.5 285.7 +1.9      
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060530 305.0 305.0 302.3 304.1 +1.4      
Jan07 060530 311.5 311.5 311.5 311.5 +2.3      
Mar07 060530 317.6 317.6 317.6 317.6 +1.9      
Total Volume and Open Interest      
Corn(CBOT)
Jul06 060530 257.25 257.75 253.25 254.50 +0.50 58,941 517,602 -16,628
Sep06 060530 268.00 268.75 264.25 265.75 +0.75 12,125 180,833 +8,090
Dec06 060530 281.75 282.75 278.50 279.75 +0.75 26,354 391,473 +593
Mar07 060530 292.25 293.00 289.50 290.50 +1.00 1,307 69,958 +417
May07 060530 299.00 299.50 297.00 297.25 unch 611 9,614 +225
Jul07 060530 305.75 306.25 303.50 304.25 +1.00 4,250 30,870 +1,787
Total Volume and Open Interest 111,414 1,343,397 -3,010
Wheat(CBOT)
Jul06 060530 421.00 425.50 409.50 412.00 -3.50 26,514 265,138 -2,073
Sep06 060530 434.00 439.00 423.50 426.00 -3.00 5,407 61,272 +1,671
Dec06 060530 453.00 456.00 440.50 443.25 -3.00 5,738 106,884 +997
Mar07 060530 465.00 469.50 455.00 457.50 -3.00 861 29,026 +186
May07 060530 474.00 474.00 462.00 462.50 -4.00 12 715 +6
Total Volume and Open Interest 42,510 534,504 +1,085
Wheat(KCBT)
Jul06 060530 511.00 517.00 500.50 502.00 -4.00 6,397 74,655 -691
Sep06 060530 520.00 524.00 507.50 508.75 -5.25 1,887 22,722 +570
Dec06 060530 525.00 530.50 514.00 517.00 -2.00 1,664 30,531 +415
Mar07 060530 532.00 532.00 516.00 518.00 -2.50 120 3,104 +5
May07 060530 516.50 516.50 516.50 516.50 +1.50 0 6 +0
Total Volume and Open Interest 10,818 144,205 +532
Wheat(MGE)
Jul06 060530 474.00 482.00 465.00 470.75 +0.75 3,106 19,009 -132
Sep06 060530 483.00 488.50 475.00 478.00 -1.00 1,219 13,466 -169
Dec06 060530 491.50 499.00 486.00 489.00 +0.50 2,070 20,573 +146
Mar07 060530 503.50 505.00 494.00 496.00 -0.25 92 1,036 +35
May07 060530 500.00 500.00 500.00 500.00 unch 21 63 +19
Total Volume and Open Interest 6,732 57,826 +56
Oats(CBOT)
Jul06 060530 181.00 183.50 180.00 180.25 unch 1,274 8,759 -235
Sep06 060530 183.50 185.00 182.00 182.00 -0.75 97 397 +29
Dec06 060530 184.00 185.00 180.50 180.50 -1.50 418 4,931 +90
Mar07 060530 187.00 187.00 187.00 187.00 -1.50 0 109 +0
Total Volume and Open Interest 1,789 14,201 -116
Rough Rice(CBOT)
Jul06 060530 9.25 9.30 9.17 9.27 +0.08 428 7,805 +101
Sep06 060530 9.50 9.51 9.40 9.51 +0.07 137 1,466 -70
Nov06 060530 9.58 9.61 9.50 9.60 +0.07 372 3,339 +160
Jan07 060530 9.69 9.76 9.68 9.76 +0.10 48 838 -8
Total Volume and Open Interest 1,157 14,539 +98
Live Cattle(CME)
Jun06 060530 79.400 80.150 79.350 80.050 +0.650 13,449 43,483 -5,080
Aug06 060530 79.850 80.950 79.850 80.875 +1.025 13,247 131,874 +38
Oct06 060530 83.750 84.625 83.700 84.475 +0.850 5,488 49,385 -25
Dec06 060530 85.750 86.550 85.700 86.450 +0.900 2,553 24,092 +131
Feb07 060530 88.700 89.300 88.600 89.250 +0.550 276 9,454 +45
Apr07 060530 86.700 87.100 86.700 87.100 +0.400 55 1,669 +13
Total Volume and Open Interest 35,109 260,301 -4,849
Feeder Cattle(CME)
Aug06 060530 108.750 109.550 108.550 109.425 +0.675 2,416 18,380 -220
Sep06 060530 108.200 108.850 107.950 108.750 +0.450 230 2,943 +27
Oct06 060530 107.250 107.900 107.000 107.800 +0.475 188 2,396 +15
Nov06 060530 106.300 106.975 106.150 106.975 +0.575 40 690 +19
Jan07 060530 103.000 103.600 102.900 103.525 +0.475 24 338 +10
Mar07 060530 101.900 101.900 101.900 101.900 +0.900 27 33 +26
Apr07 060530 101.400 101.400 101.400 101.400 +1.400 4 1 +0
Total Volume and Open Interest 2,929 24,781 -2,676
Lean Hogs(CME)
Jun06 060530 66.825 67.750 66.800 67.700 +0.925 5,347 19,497 -732
Jul06 060530 65.250 66.800 65.250 66.625 +1.400 7,452 75,901 +213
Aug06 060530 64.300 65.200 64.250 65.100 +0.950 4,209 30,143 -31
Oct06 060530 55.800 56.750 55.800 56.650 +1.050 2,157 18,918 +1,011
Dec06 060530 54.400 55.200 54.400 55.100 +0.725 553 9,863 +170
Feb07 060530 56.750 57.350 56.750 57.350 +0.700 57 2,784 +29
Apr07 060530 57.000 57.600 57.000 57.450 +0.750 39 1,049 +14
May07 060530 60.450 60.450 60.450 60.450 +0.350 1 185 +0
Total Volume and Open Interest 19,820 158,381 +677
Pork Bellies(CME)
Jul06 060530 81.000 81.950 79.250 80.775 -0.475 187 1,546 -56
Aug06 060530 78.500 79.300 77.000 77.000 -1.200 30 463 +22
Feb07 060530 84.000 84.000 83.500 83.500 -0.450 1 17 +0
Mar07 060530 84.250 84.250 84.250 84.250 +0.050 0 6 +0
Total Volume and Open Interest 218 2,032 -38
Class III Milk(CME)
May06 060530 10.87 10.87 10.82 10.82 unch 0 3,051 -2
Jun06 060530 11.46 11.60 11.43 11.45 unch 19 3,294 -1
Jul06 060530 11.99 12.25 11.99 12.15 +0.16 194 3,412 +5
Aug06 060530 12.33 12.69 12.33 12.55 +0.22 845 3,728 -120
Sep06 060530 12.50 12.80 12.50 12.66 +0.16 274 3,762 +66
Total Volume and Open Interest 1,980 31,888 +254
Cocoa(NYBOT)
Jul06 060530 1461 1475 1455 1459 -2 8,367 53,569 +1,299
Sep06 060530 1494 1504 1486 1489 unch 3,840 30,037 +801
Dec06 060530 1532 1535 1523 1525 +2 1,004 18,210 +219
Mar07 060530 1563 1567 1554 1555 +2 371 13,731 +106
May07 060530 1575 1575 1575 1575 +1 456 5,507 +370
Jul07 060530 1595 1595 1595 1595 +1 0 2,634 +0
Sep07 060530 1613 1613 1612 1612 +1 85 7,714 +84
Total Volume and Open Interest 14,123 137,373 +2,879
Coffee "C"(NYBOT)
Jul06 060530 99.00 99.00 97.10 98.75 +0.65 5,337 66,249 +33
Sep06 060530 101.70 101.80 100.10 101.65 +0.65 3,046 25,846 +1,136
Dec06 060530 105.50 105.80 104.20 105.50 +0.65 1,198 10,662 -141
Mar07 060530 109.10 109.15 108.00 109.15 +0.65 407 4,331 -93
May07 060530 111.40 111.50 110.50 111.50 +0.70 250 1,006 +140
Jul07 060530 113.00 113.75 112.50 113.75 +0.80 83 508 +5
Total Volume and Open Interest 10,453 110,139 +1,171
Orange Juice(NYBOT)
Jul06 060530 158.50 158.50 155.10 155.10 -2.10 1,294 22,798 -300
Sep06 060530 158.00 158.00 155.10 155.10 -1.85 250 4,135 +53
Nov06 060530 155.25 155.50 153.80 153.80 -2.50 117 2,881 -9
Jan07 060530 155.50 155.50 153.60 153.60 -2.40 21 1,711 +1
Mar07 060530 154.10 154.10 154.10 154.10 -2.40 13 494 +10
Total Volume and Open Interest 1,700 32,066 -247
Sugar #11(NYBOT)
Jul06 060530 15.93 15.99 15.69 15.91 +0.03 34,835 221,663 -3,835
Oct06 060530 16.08 16.20 15.95 16.15 +0.01 13,112 113,259 +1,740
Mar07 060530 16.27 16.37 16.10 16.36 +0.01 6,828 70,791 +269
May07 060530 16.10 16.27 16.05 16.26 unch 713 32,467 -21
Jul07 060530 16.05 16.17 16.00 16.17 unch 349 25,815 +12
Total Volume and Open Interest 56,022 484,788 -1,812
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060530 23.58 23.58 23.58 23.58 unch 168 1,238 -30
Sep06 060530 23.38 23.48 23.38 23.47 +0.07 332 4,619 -41
Nov06 060530 22.65 22.77 22.65 22.68 -0.03 69 1,303 +33
Jan07 060530 22.50 22.50 22.50 22.50 -0.05 75 1,182 -25
Total Volume and Open Interest 645 11,538 -63
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060530 841 847 830 835 -10 4,015 72,669 +7
Sep06 060530 856 857 842 847 -8 1,878 37,522 -272
Dec06 060530 874 876 862 866 -8 649 40,468 +21
Mar07 060530 889 889 875 879 -7 638 20,893 +128
May07 060530 897 900 890 892 -6 30 2,861 +20
Jul07 060530 903 903 898 900 -6 16 2,463 +13
Total Volume and Open Interest 7,633 181,980 +299
London Coffee(LCE)
May06 060530 1118.00 1124.00 1118.00 1124.00 +7.00 0 151 -13
Jul06 060530 1123.00 1138.00 1118.00 1132.00 +7.00 0 54,191 -650
Sep06 060530 1140.00 1153.00 1136.00 1145.00 +5.00 0 39,614 +149
Nov06 060530 1150.00 1159.00 1148.00 1150.00 unch 0 27,252 +493
Jan07 060530 1158.00 1162.00 1155.00 1155.00 -3.00 0 2,373 +0
Mar07 060530 1168.00 1172.00 1162.00 1162.00 -6.00 0 761 -2
Total Volume and Open Interest 0 125,080 -23
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060530 445.50 453.00 444.10 453.00 +8.00 0 29,648 -2,135
Oct06 060530 438.50 444.10 436.30 444.00 +5.50 0 16,964 +33
Dec06 060530 439.50 441.00 434.60 440.60 +4.30 0 7,774 +172
Mar07 060530 434.30 436.80 431.10 436.50 +4.20 0 5,982 -93
Total Volume and Open Interest 0 64,750 -1,984
Cotton(NYBOT)
Jul06 060530 51.00 51.68 51.00 51.65 +0.71 4,207 105,612 -1,281
Oct06 060530 54.60 55.30 54.60 55.30 +0.90 29 2,894 +3
Dec06 060530 56.25 56.70 56.06 56.69 +0.74 3,318 53,516 +273
Mar07 060530 58.90 59.60 58.80 59.60 +1.10 837 9,787 +331
May07 060530 59.90 60.55 59.90 60.55 +1.20 5 462 +5
Jul07 060530 60.60 61.40 60.60 61.40 +1.05 0 1,700 -1
Total Volume and Open Interest 8,419 175,014 -663
Lumber(CME)
Jul06 060530 306.5 308.3 304.5 304.6 -2.9 351 3,481 +34
Sep06 060530 319.0 322.5 318.9 321.8 -0.2 79 728 +28
Nov06 060530 313.4 313.4 310.8 313.0 +0.6 11 208 +4
Jan07 060530 325.0 325.0 325.0 325.0 -1.0 0 6 +0
Total Volume and Open Interest 441 4,429 +66
Crude Oil(NYM)
Jul06 060530 72.35 72.75 71.90 72.03 +0.66 71,611 281,424 -1,319
Aug06 060530 73.20 73.55 72.80 72.87 +0.71 32,912 98,089 +4,168
Sep06 060530 73.75 73.95 73.35 73.43 +0.67 12,820 65,481 +1,075
Oct06 060530 74.10 74.45 73.80 73.83 +0.63 4,415 33,519 +936
Nov06 060530 74.30 74.30 74.15 74.15 +0.60 645 23,848 +119
Dec06 060530 74.85 75.00 74.30 74.40 +0.57 10,422 107,515 -502
Jan07 060530 74.75 75.15 74.40 74.59 +0.54 870 31,303 +572
Feb07 060530 74.80 74.80 74.70 74.70 +0.51 29 14,024 -51
Mar07 060530 75.50 75.50 74.55 74.74 +0.48 520 14,439 -150
Apr07 060530 74.73 74.73 74.73 74.73 +0.45 150 9,468 +150
May07 060530 74.68 74.68 74.68 74.68 +0.42 0 7,098 +0
Jun07 060530 75.00 75.00 74.59 74.59 +0.39 947 37,043 +132
Jul07 060530 74.46 74.46 74.46 74.46 +0.37 210 9,324 -190
Aug07 060530 74.32 74.32 74.32 74.32 +0.35 125 5,304 +48
Sep07 060530 73.50 74.17 73.50 74.17 +0.33 100 7,016 +0
Oct07 060530 74.00 74.00 74.00 74.00 +0.31 325 3,276 -125
Total Volume and Open Interest 155,726 1,016,931 +4,466
Heating Oil(NYM)
Jun06 060530 202.00 202.70 200.00 200.39 +2.34 11,387 15,010 -2,550
Jul06 060530 204.50 204.70 202.30 202.49 +3.27 16,605 73,721 +2,181
Aug06 060530 207.00 207.00 204.70 205.29 +3.27 2,998 16,870 -31
Sep06 060530 209.50 209.50 207.94 207.94 +3.17 1,401 10,554 +195
Oct06 060530 212.65 212.65 210.84 210.84 +3.17 646 6,911 -106
Nov06 060530 216.30 216.30 214.49 214.49 +3.17 325 5,016 -19
Dec06 060530 220.00 220.00 218.34 218.34 +3.12 1,525 14,488 +114
Jan07 060530 222.50 223.00 221.09 221.09 +3.02 1,196 11,606 +422
Feb07 060530 223.80 223.80 221.59 221.59 +2.87 278 3,438 +137
Mar07 060530 221.00 221.00 219.74 219.74 +2.72 599 3,376 +101
Apr07 060530 216.00 216.00 214.09 214.09 +2.42 566 3,897 +25
May07 060530 212.00 212.50 209.79 209.79 +2.12 50 631 +42
Total Volume and Open Interest 37,765 169,786 +572
Unleaded Gas(NYM)
Jun06 060530 216.00 219.00 214.50 214.99 +1.31 14,699 11,852 -2,870
Jul06 060530 215.00 216.50 211.50 211.89 +0.41 15,851 54,851 +1,460
Aug06 060530 213.00 213.00 209.00 209.04 +0.06 2,733 10,499 +158
Sep06 060530 209.00 209.50 205.84 205.84 -0.14 571 8,205 +99
Oct06 060530 196.00 197.00 194.24 194.24 -0.54 60 5,642 +1
Nov06 060530 189.84 189.84 189.84 189.84 -0.69 6 2,020 +0
Dec06 060530 187.54 187.54 187.54 187.54 -0.79 185 2,405 -49
Jan07 060530 190.25 190.25 187.99 187.99 -0.84 0 1,540 +0
Total Volume and Open Interest 34,105 97,014 -1,201
Natural Gas(NYM)
Jul06 060530 6.320 6.340 6.100 6.123 -0.031 20,248 117,225 +3,222
Aug06 060530 6.560 6.600 6.373 6.373 -0.046 5,975 35,261 +250
Sep06 060530 6.850 6.880 6.650 6.653 -0.046 4,758 34,769 +1,195
Oct06 060530 7.200 7.230 6.950 6.988 -0.076 6,011 48,794 +416
Nov06 060530 8.530 8.530 8.288 8.288 -0.106 1,563 43,777 -143
Dec06 060530 9.830 9.840 9.558 9.558 -0.126 2,367 27,849 -446
Jan07 060530 10.450 10.470 10.150 10.188 -0.146 5,018 47,642 -853
Feb07 060530 10.470 10.470 10.213 10.213 -0.151 2,009 28,143 +372
Mar07 060530 10.300 10.300 10.043 10.043 -0.151 4,618 45,022 +1,325
Apr07 060530 8.460 8.460 8.163 8.163 -0.191 4,015 29,181 +1,932
May07 060530 8.220 8.220 7.998 7.998 -0.191 602 24,932 -81
Jun07 060530 8.250 8.250 8.103 8.103 -0.196 81 10,884 +46
Jul07 060530 8.350 8.350 8.233 8.233 -0.196 26 7,524 -1
Aug07 060530 8.480 8.500 8.343 8.343 -0.201 70 6,888 +31
Sep07 060530 8.600 8.600 8.448 8.448 -0.206 83 8,768 +43
Oct07 060530 8.750 8.750 8.623 8.623 -0.216 539 23,234 -214
Total Volume and Open Interest 97,722 820,797 -7,541
Brent Crude Oil(ICE)
Jul06 060530 70.80 71.99 70.45 71.05 +0.46 66,010 129,377 +17,586
Aug06 060530 71.51 72.62 71.11 71.81 +0.58 30,779 113,965 +8,963
Sep06 060530 72.01 73.09 71.64 72.38 +0.61 14,351 43,136 +8,964
Oct06 060530 71.93 73.40 71.93 72.76 +0.61 8,712 34,869 +4,597
Nov06 060530 72.50 73.65 72.50 73.03 +0.60 8,491 15,835 +2,096
Dec06 060530 72.80 73.86 72.49 73.21 +0.57 11,032 58,830 +7,155
Jan07 060530 72.82 74.04 72.82 73.34 +0.52 1,240 12,224 +1,092
Feb07 060530 73.75 74.16 73.44 73.44 +0.47 0 7,250 +0
Mar07 060530 73.47 74.06 73.47 73.47 +0.42 11 6,422 +0
Apr07 060530 73.49 73.49 73.49 73.49 +0.38 11 2,290 +11
May07 060530 73.43 73.43 73.43 73.43 +0.34 0 966 +0
Jun07 060530 72.90 73.97 72.81 73.31 +0.30 45 10,947 +5
Jul07 060530 73.16 73.16 73.16 73.16 +0.26 0 50 +0
Aug07 060530 73.00 73.00 73.00 73.00 +0.25 0 235 +0
Total Volume and Open Interest 142,647 487,167 +52,398
Gas Oil(ICE)
Jun06 060530 630.00 639.50 626.00 637.00 +5.75 19,032 49,070 +4,329
Jul06 060530 634.75 643.25 630.25 640.50 +4.75 14,300 64,146 +6,077
Aug06 060530 642.25 649.25 637.00 646.75 +4.50 3,671 17,306 +1,729
Sep06 060530 647.25 655.25 644.25 653.00 +4.00 914 10,902 +395
Oct06 060530 651.25 661.75 651.00 659.75 +4.00 256 10,811 +141
Nov06 060530 656.50 665.50 656.50 665.50 +4.00 100 5,825 -100
Dec06 060530 661.25 672.25 661.25 670.25 +4.00 1,452 29,361 +666
Jan07 060530 673.25 674.50 671.50 674.00 +4.00 1,007 7,516 +960
Feb07 060530 673.75 673.75 671.00 673.00 +4.25 0 478 +0
Mar07 060530 670.75 670.75 670.75 670.75 +3.75 50 3,534 +50
Total Volume and Open Interest 41,414 228,714 +14,554
US Dollar Index(NYBOT)
Jun06 060530 84.95 85.00 84.00 84.18 -1.01 2,041 35,559 -804
Sep06 060530 84.62 84.62 83.65 83.84 -1.01 74 2,836 +11
Dec06 060530 83.57 83.57 83.53 83.53 -1.01 21 100 +14
Total Volume and Open Interest 2,136 38,500 -779
Australian Dollar(CME)
Jun06 060530 76.20 76.35 76.10 76.25 +0.46 4,438 74,584 -3,721
Sep06 060530 76.28 76.28 76.13 76.13 +0.46 0 1,172 -3
Dec06 060530 76.02 76.02 76.02 76.02 +0.46 0 223 -6
Total Volume and Open Interest 4,438 75,997 -3,730
British Pound(CME)
Jun06 060530 187.48 188.73 187.20 188.43 +2.82 4,784 108,665 -2,233
Sep06 060530 188.30 188.84 188.30 188.72 +2.82 3 1,066 -2
Dec06 060530 189.02 189.02 189.02 189.02 +2.82 0 150 +0
Total Volume and Open Interest 4,787 109,882 -2,235
Canadian Dollar(CME)
Jun06 060530 90.83 91.17 90.66 91.10 +0.77 2,117 99,411 -1,714
Sep06 060530 91.03 91.35 90.98 91.33 +0.77 6 4,893 +50
Dec06 060530 91.50 91.60 91.50 91.57 +0.77 0 1,105 +2
Mar07 060530 91.80 91.81 91.80 91.81 +0.77 1 178 -4
Total Volume and Open Interest 2,124 105,634 -1,666
Japanese Yen(CME)
Jun06 060530 89.31 89.79 89.03 89.43 +0.46 5,533 171,049 -4,732
Sep06 060530 90.75 90.98 90.54 90.54 +0.46 2,903 32,911 +2,750
Dec06 060530 91.62 91.62 91.62 91.62 +0.46 0 274 +11
Total Volume and Open Interest 8,436 204,256 -1,968
Swiss Franc(CME)
Jun06 060530 82.52 83.05 82.28 82.75 +1.15 4,816 97,814 -2,826
Sep06 060530 83.09 83.60 83.09 83.54 +1.15 8 731 +100
Dec06 060530 84.25 84.25 84.25 84.25 +1.15 0 51 +0
Total Volume and Open Interest 4,824 98,602 -2,726
EuroFX(CME)
Jun06 060530 128.50 129.25 128.25 128.91 +1.54 5,285 185,760 -7,780
Sep06 060530 129.05 129.91 129.05 129.64 +1.55 316 5,615 +310
Dec06 060530 130.27 130.27 130.27 130.27 +1.55 20 492 +19
Total Volume and Open Interest 5,621 192,004 -7,451
Mexican Peso(CME)
Jun06 060530 8902.0 8922.0 8825.0 8847.0 -118.0 2,612 62,470 +80
Sep06 060530 8797.0 8797.0 8790.0 8797.0 -118.0 153 1,121 -67
Total Volume and Open Interest 2,785 88,333 -8
30-Year T-Bonds(CBOT)
Jun06 060530 107~00 107~05 106~20 106~23 -0~10 368,912 463,998 -102,297
Sep06 060530 106~27 107~00 106~14 106~17 -0~11 119,297 346,473 +53,342
Dec06 060530 106~29 106~29 106~17 106~17 -0~10 14 1,779 +4
Total Volume and Open Interest 488,223 812,251 -48,951
10-Year T-Notes(CBOT)
Jun06 060530 105~180 105~205 105~110 105~125 -0~070 1,122,410 1,191,861 -293,841
Sep06 060530 105~135 105~150 105~055 105~070 -0~070 452,685 933,187 +253,517
Total Volume and Open Interest 1,575,097 2,134,626 -40,324
5-Year T-Notes(CBOT)
Jun06 060530 104~005 104~010 103~280 103~290 -0~045 448,351 0 +0
Sep06 060530 103~305 103~310 103~260 103~270 -0~045 165,644 0 +0
Dec06 060530 103~270 103~270 103~270 103~270 -0~045 0 1 +0
Total Volume and Open Interest 613,995 1 +0
2 Year T-Notes(CBOT)
Jun06 060530 101~092 101~093 101~086 101~086 -0~008 29,581 341,935 -89,703
Sep06 060530 101~100 101~100 101~092 101~092 -0~008 26,733 251,175 +74,808
Total Volume and Open Interest 56,314 593,110 -14,895
Eurodollars(CME)
Jun06 060530 94.720 94.720 94.713 94.713 -0.015 13,081 1,317,003 +3,677
Sep06 060530 94.660 94.660 94.630 94.635 -0.020 233,422 1,418,155 -12,290
Dec06 060530 94.650 94.655 94.630 94.630 -0.030 18,138 1,529,538 +1,795
Mar07 060530 94.700 94.705 94.665 94.675 -0.040 10,003 1,258,569 -10,426
Jun07 060530 94.730 94.730 94.700 94.705 -0.045 15,178 1,053,449 -10,108
Sep07 060530 94.740 94.740 94.705 94.710 -0.045 8,904 890,933 -4,933
Dec07 060530 94.730 94.730 94.695 94.700 -0.045 9,230 617,856 +4,006
Mar08 060530 94.720 94.725 94.690 94.695 -0.040 8,388 446,585 +474
Jun08 060530 94.695 94.700 94.665 94.670 -0.040 5,830 293,567 -3,704
Sep08 060530 94.670 94.675 94.645 94.645 -0.040 3,924 244,405 -180
Dec08 060530 94.630 94.630 94.605 94.605 -0.040 4,338 211,647 -1,254
Mar09 060530 94.610 94.610 94.585 94.585 -0.040 5,122 158,938 +3,165
Jun09 060530 94.585 94.585 94.560 94.560 -0.040 3,552 126,228 +2,124
Sep09 060530 94.550 94.550 94.525 94.525 -0.040 1,427 116,510 -272
Dec09 060530 94.505 94.505 94.480 94.480 -0.040 2,067 108,787 +182
Mar10 060530 94.485 94.485 94.460 94.460 -0.040 1,341 90,959 +43
Jun10 060530 94.430 94.445 94.430 94.430 -0.040 1,032 73,781 -285
Sep10 060530 94.415 94.415 94.390 94.390 -0.040 1,122 60,129 +252
Total Volume and Open Interest 126,980 10,216,015 -30,842
3-Mth Euro-Yen(CME)
Jun06 060530 99.68 99.69 99.68 99.68 +0.01 430 12,016 -1,043
Sep06 060530 99.47 99.49 99.47 99.49 +0.04 255 11,413 +1,072
Dec06 060530 99.29 99.30 99.28 99.29 +0.03 385 7,629 -359
Mar07 060530 99.10 99.11 99.09 99.09 +0.03 5 7,070 -20
Jun07 060530 98.91 98.91 98.91 98.91 +0.04 1 5,927 +215
Sep07 060530 98.73 98.74 98.73 98.74 +0.03 12 1,914 +92
Dec07 060530 98.60 98.60 98.58 98.58 +0.03 1 1,348 +1
Mar08 060530 98.43 98.43 98.43 98.43 unch 0 201 +0
Jun08 060530 98.34 98.34 98.34 98.34 +0.05 0 251 +0
Sep08 060530 98.26 98.26 98.26 98.26 +0.07      
Total Volume and Open Interest 1,089 47,773 -42
3-Mth Euro-Yen(SIMEX)
Jun06 060530 99.69 99.69 99.68 99.69 +0.03 4,565 64,210 +2,593
Sep06 060530 99.47 99.48 99.47 99.48 +0.03 1,088 54,892 +30
Dec06 060530 99.29 99.30 99.28 99.29 +0.03 1,292 106,576 +448
Mar07 060530 99.10 99.11 99.10 99.11 +0.05 1,288 49,785 -354
Jun07 060530 98.93 98.93 98.92 98.92 +0.05 366 23,915 +242
Sep07 060530 98.76 98.76 98.75 98.76 +0.06 60 14,046 -91
Dec07 060530 98.60 98.61 98.60 98.61 +0.07 41 22,254 +0
Mar08 060530 98.47 98.47 98.47 98.47 +0.07 0 17,188 -148
Total Volume and Open Interest 8,700 354,446 +2,720
German Euro-Bund(EUREX)
Jun06 060530 116.71 116.89 116.21 116.29 -0.44 1,065,591 1,621,173 -62,478
Sep06 060530 116.82 117.02 116.37 116.44 -0.45 26,995 160,779 +11,704
Dec06 060530 116.00 116.00 115.74 115.74 -0.39 0 4 +0
Total Volume and Open Interest 1,092,586 1,781,956 -50,774
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060530 110.16 110.27 109.88 109.93 -0.27 66,734 99,080 +32,355
Dec06 060530 109.57 109.57 109.57 109.57 -0.27      
Total Volume and Open Interest 639,187 1,363,454 -4,683
Long Gilt(LIFFE)
Jun06 060530 110~18 110~19 110~00 110~07 -0~06 228,389 174,842 -39,467
Sep06 060530 110~09 110~10 109~22 109~30 -0~06 189,358 225,531 +104,282
Total Volume and Open Interest 417,747 400,373 +64,815
3-Mth Short Sterling(LIFFE)
Jun06 060530 95.28 95.28 95.28 95.28 unch 28,993 444,584 -95
Sep06 060530 95.18 95.18 95.18 95.18 unch 60,970 505,987 -13,452
Dec06 060530 95.08 95.08 95.08 95.08 unch 65,071 351,909 -7,161
Total Volume and Open Interest 316,858 2,464,163 -50,935
3-Mth Euribor(LIFFE)
Jun06 060530 97.005 97.005 96.985 96.990 -0.015 67,691 571,277 -1,493
Sep06 060530 96.775 96.790 96.735 96.745 -0.045 63,676 609,100 -1,933
Dec06 060530 96.595 96.615 96.540 96.555 -0.065 106,908 638,312 -6,384
Total Volume and Open Interest 488,067 3,667,531 -12,582
3-Mth Aus T-Bills(SFE)
Jun06 060530 94.10 94.10 94.09 94.10 unch 145 100,889 -5,620
Sep06 060530 93.96 93.97 93.93 93.95 -0.02 10,542 279,834 -4,429
Dec06 060530 93.92 93.93 93.89 93.91 -0.02 4,056 122,088 -5,478
Mar07 060530 93.92 93.92 93.89 93.91 -0.02 1,794 61,913 +1,622
Jun07 060530 93.91 93.91 93.88 93.89 -0.02 564 32,449 +255
Sep07 060530 93.90 93.90 93.86 93.88 -0.01 312 22,351 -475
Dec07 060530 93.86 93.86 93.84 93.85 -0.02 312 14,926 -842
Mar08 060530 93.83 93.83 93.83 93.83 -0.02 0 8,705 -480
Jun08 060530 93.81 93.81 93.81 93.81 -0.02 0 1,092 -250
Sep08 060530 93.81 93.81 93.81 93.81 -0.02 0 913 +0
Total Volume and Open Interest 17,725 647,558 -15,697
10-Year Aus T-Bonds(SFE)
Jun06 060530 94.26 94.27 94.23 94.25 -0.03 16,336 329,139 -14,170
Sep06 060530 94.23 94.23 94.22 94.22 -0.03      
Total Volume and Open Interest 16,336 329,139 -14,170
3-Year Aus T-Bonds(SFE)
Jun06 060530 94.30 94.30 94.26 94.28 -0.03 50,080 490,992 -20,929
Sep06 060530 94.26 94.26 94.26 94.26 -0.03      
Total Volume and Open Interest 50,080 490,992 -20,929
Gold(CMX)
Jun06 060530 652.0 664.5 650.0 653.9 +2.9 80,564 64,162 -24,970
Aug06 060530 659.0 671.5 657.0 660.5 +3.1 49,520 164,462 +34,257
Oct06 060530 668.0 671.5 667.2 667.2 +3.4 414 9,973 -169
Dec06 060530 672.0 684.0 670.0 673.8 +3.7 1,215 28,718 -206
Feb07 060530 688.0 688.0 680.3 680.3 +3.8 29 13,314 -7
Apr07 060530 695.0 695.0 686.7 686.7 +3.9 2 1,834 -2
Jun07 060530 691.0 701.0 691.0 693.2 +4.0 4 12,010 +0
Aug07 060530 707.0 708.0 699.6 699.6 +4.1 2 385 +0
Oct07 060530 707.0 707.0 706.1 706.1 +4.2 0 2,010 +0
Dec07 060530 715.0 719.0 712.7 712.7 +4.4 0 14,151 -1
Feb08 060530 719.3 719.3 719.3 719.3 +4.6 0 945 +0
Total Volume and Open Interest 131,757 321,459 +8,903
Silver(CMX)
Jul06 060530 1285.0 1336.0 1283.0 1307.0 +34.0 11,182 56,694 +152
Sep06 060530 1290.0 1345.0 1290.0 1317.8 +34.1 3,146 10,636 +1,251
Dec06 060530 1304.0 1350.0 1298.0 1324.2 +34.5 359 18,793 -43
Mar07 060530 1340.0 1350.0 1327.5 1327.5 +34.2 4 7,724 +4
May07 060530 1328.1 1328.1 1328.1 1328.1 +33.9 4 2,549 +4
Jul07 060530 1328.5 1328.5 1328.5 1328.5 +33.6 6 5,056 +4
Sep07 060530 1320.2 1320.2 1320.2 1320.2 +33.6 6 334 +4
Total Volume and Open Interest 14,815 110,594 +1,314
Platinum(NYM)
Jul06 060530 1298.1 1303.5 1288.0 1291.4 -6.7 621 9,021 +31
Oct06 060530 1305.0 1310.4 1298.9 1298.9 -5.2 103 349 +56
Jan07 060530 1308.9 1308.9 1308.9 1308.9 -5.2 0 2 +0
Total Volume and Open Interest 724 9,372 +87
Palladium(NYME)
Jun06 060530 353.10 358.00 351.20 355.45 +0.35 3,178 6,487 -1,671
Sep06 060530 361.00 365.00 358.00 362.65 +2.10 3,217 10,740 +2,324
Dec06 060530 370.00 370.00 365.65 365.65 +2.10 1 502 -1
Total Volume and Open Interest 6,396 17,765 +652
Copper(CMX)
Jul06 060530 380.00 382.00 361.50 367.40 -14.10 6,055 50,409 -721
Sep06 060530 375.80 376.00 357.50 363.20 -13.55 1,856 11,427 +961
Dec06 060530 361.50 363.90 349.00 352.70 -12.30 267 4,842 +69
Mar07 060530 350.00 350.00 342.20 342.20 -11.05 8 929 -8
May07 060530 333.30 333.30 333.30 333.30 -11.05 0 452 +0
Total Volume and Open Interest 8,880 79,708 -648
Aluminum(CMX)
Jun06 060530 128.50 128.50 123.30 123.30 -5.00 5 266 +0
Jul06 060530 124.00 124.00 124.00 124.00 -5.00 4 56 +4
Aug06 060530 124.70 124.70 124.70 124.70 -5.00      
Sep06 060530 125.15 125.15 125.15 125.15 -5.00 0 1 +0
Oct06 060530 125.30 125.30 125.30 125.30 -5.00 0 40 +0
Nov06 060530 125.50 125.50 125.50 125.50 -5.00 0 40 +0
Total Volume and Open Interest 13 974 +5
DJIA Index(CBOT)
Jun06 060530 11257 11258 11100 11104 -198 4,172 42,558 -147
Sep06 060530 11330 11330 11184 11184 -199 145 592 +87
Dec06 060530 11390 11390 11247 11247 -198 1 1,699 +0
Mar07 060530 11369 11369 11369 11369 -198      
Total Volume and Open Interest 4,318 44,849 -60
S & P 500(CME)
Jun06 060530 1278.40 1278.70 1259.30 1260.00 -22.70 26,732 553,942 -5,365
Sep06 060530 1288.50 1288.80 1270.00 1270.60 -22.90 5,210 105,013 +4,373
Dec06 060530 1293.30 1293.30 1281.20 1281.20 -23.10 86 3,989 +12
Mar07 060530 1291.70 1291.70 1291.70 1291.70 -23.00 0 106 +0
Total Volume and Open Interest 32,028 663,401 -980
S & P 500 E-Mini(Globex)
Jun06 060530 1282.25 1283.25 1259.25 1260.00 -22.75 785,007 1,384,721 -7,167
Sep06 060530 1293.50 1294.75 1270.00 1270.50 -23.00 5,939 56,714 +5,208
Total Volume and Open Interest 790,946 1,441,435 -1,959
NASDAQ 100(CME)
Jun06 060530 1602.00 1602.00 1569.50 1570.00 -39.80 4,531 68,505 +209
Sep06 060530 1620.50 1620.50 1589.00 1589.00 -39.80 0 94 +0
Dec06 060530 1607.80 1607.80 1607.80 1607.80 -39.70 0 10 +0
Total Volume and Open Interest 4,531 68,609 +209
NASDAQ 100 E-Mini(Globex)
Jun06 060530 1609.00 1611.30 1569.80 1570.00 -39.80 218,302 392,223 +2,331
Sep06 060530 1624.00 1625.30 1589.00 1589.00 -39.80 720 1,369 +211
Total Volume and Open Interest 219,022 393,592 +2,542
S & P Midcap 400(CME)
Jun06 060530 765.50 765.50 753.75 754.10 -14.10 123 10,616 +42
Sep06 060530 106.24 106.24 106.24 106.24 -13.95      
Dec06 060530 113.24 113.24 113.24 113.24 -13.95      
Total Volume and Open Interest 123 10,616 +42
Russell 2000(CME)
Jun06 060530 729.00 729.00 710.50 711.40 -20.50 1,633 40,514 -277
Sep06 060530 724.00 724.00 717.20 717.20 -20.60 365 1,956 +377
Dec06 060530 723.20 723.20 723.20 723.20 -20.60 0 7 +0
Total Volume and Open Interest 1,998 42,477 +100
Russell 2000 E-Mini(Globex)
Jun06 060530 731.30 732.60 710.80 711.40 -20.50 120,032 405,655 -3,178
Sep06 060530 732.30 734.50 716.70 717.20 -20.60 397 3,044 +210
Total Volume and Open Interest 120,429 408,699 -2,968
Value Line(KCBT)
Jun06 060530 2016.00 2017.00 2016.00 2016.00 -31.00 4 82 -3
Total Volume and Open Interest 4 83 -3
Nikkei 225(CME)
Jun06 060530 15955 15955 15815 15825 -155 48,591 231,124 +2,915
Sep06 060530 15960 15960 15830 15860 -110 53 656 -22
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060530 15955 15955 15815 15825 -155 48,591 231,124 +2,915
Sep06 060530 15960 15960 15830 15860 -110 53 656 -22
Dec06 060530 15820 15820 15820 15820 -110      
Total Volume and Open Interest 48,644 231,838 +2,905
CAC 40(MATIF)
May06 060519 4879.5 4956.0 4879.5 4948.0 +41.5 319,202 469,644 -54,799
Jun06 060530 4970.5 4992.0 4848.5 4857.0 -143.0 116,964 503,821 +20,855
Jul06 060530 4985.5 4986.0 4865.0 4865.0 -143.0 1,262 9,311 -255
Total Volume and Open Interest 118,268 522,329 +20,594
Hang Seng Index(HKFE)
May06 060526 15850 15885 15769 15840 +240 71,349 99,525 -19,791
Jun06 060530 15950 15971 15820 15831 -57 47,057 70,056 +37,369
Jul06 060530 15988 16020 15877 15880        
DAX Index(EUREX)
Jun06 060530 5756.0 5767.0 5601.0 5614.0 -178.0 183,899 256,083 -3,713
Sep06 060530 5806.5 5806.5 5634.0 5655.5 -179.5 624 13,604 -25
Dec06 060530 5831.5 5831.5 5695.0 5701.5 -180.5 891 7,429 +279
Total Volume and Open Interest 185,414 277,116 -3,459
FT-SE 100(LIFFE)
Jun06 060530 5777.50 5788.50 5638.00 5644.00 -144.50 106,640 488,382 -2,848
Sep06 060530 5781.00 5781.00 5658.00 5658.00 -145.50 207 4,215 +170
Dec06 060530 5771.50 5771.50 5689.50 5689.50 -146.50 24 35,149 +7
Total Volume and Open Interest 106,871 528,746 -2,671
SPI 200(SFE)
Jun06 060530 5104.0 5104.0 5077.0 5092.0 +47.0 12,882 240,937 -5,282
Sep06 060530 5092.0 5092.0 5074.0 5086.0 +47.0 436 6,644 +96
Dec06 060530 5107.0 5107.0 5107.0 5107.0 +47.0 228 3,746 -164
Total Volume and Open Interest 13,579 254,342 -5,363
GSCI(CME)
Jun06 060530 482.50 484.00 479.10 479.60 +2.60 788 21,232 -213
Jul06 060530 487.20 487.20 484.70 484.90 +1.90 0 82 +0
Aug06 060530 489.30 489.30 487.50 487.50 +1.50 0 8 +0
Total Volume and Open Interest 788 21,322 -213
Reuters CRB Index(NYBOT)
Jun06 060530 389.25 389.50 387.00 387.00 +1.25 12 357 -1
Aug06 060530 397.50 398.00 395.50 395.50 +1.25 7 431 +0
Nov06 060530 403.00 403.00 403.00 403.00 +1.25 0 201 +0
Total Volume and Open Interest 19 989 -1
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

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!