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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 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060531 578.50 583.00 577.50 579.50 -4.00 33,134 214,607 +3,974
Aug06 060531 585.50 589.00 584.50 587.00 -3.25 3,066 17,610 +754
Sep06 060531 591.00 595.50 590.00 593.00 -3.75 2,373 13,879 +212
Nov06 060531 602.00 608.00 601.50 604.25 -4.50 11,916 105,667 +1,338
Jan07 060531 613.00 617.00 612.50 614.75 -3.25 919 8,392 -93
Mar07 060531 620.00 625.00 620.00 623.75 -0.75 400 4,127 +2
May07 060531 623.50 630.00 623.50 629.25 +0.25 195 3,853 -2
Total Volume and Open Interest 52,773 384,515 +6,439
Soybean Meal(CBOT)
Jul06 060531 171.20 172.70 171.00 172.40 +0.50 18,969 104,700 +2,984
Aug06 060531 172.20 173.80 172.10 173.50 +0.70 3,090 21,687 +811
Sep06 060531 173.00 174.40 173.00 174.10 +0.40 1,039 17,575 +128
Oct06 060531 174.30 175.50 174.00 175.10 +0.70 493 9,658 +265
Dec06 060531 176.20 177.50 176.10 177.20 +0.60 6,053 37,655 +760
Jan07 060531 177.50 178.50 177.40 177.90 +0.20 459 3,084 +124
Mar07 060531 179.50 180.30 179.50 179.90 +0.20 447 3,030 +49
May07 060531 179.50 180.00 179.30 179.70 +0.20 1,432 3,778 +266
Total Volume and Open Interest 32,273 203,717 +5,349
Soybean Oil(CBOT)
Jul06 060531 25.22 25.33 25.12 25.16 -0.24 18,034 145,377 +552
Aug06 060531 25.37 25.50 25.32 25.43 -0.16 2,880 14,533 +361
Sep06 060531 25.57 25.68 25.53 25.65 -0.14 623 10,836 +297
Oct06 060531 25.73 25.90 25.72 25.89 -0.13 740 7,971 +64
Dec06 060531 26.20 26.37 26.17 26.27 -0.20 5,741 50,823 +2,344
Jan07 060531 26.48 26.48 26.39 26.46 -0.19 238 4,048 -12
Mar07 060531 26.69 26.69 26.69 26.69 -0.17 208 2,033 +150
May07 060531 26.95 27.00 26.95 26.98 -0.14 167 4,226 +7
Total Volume and Open Interest 28,714 250,333 +3,769
Canola(WCE)
Jul06 060531 284.0 287.0 283.7 285.5 -0.2 6,048 38,519 +38,519
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060531 303.3 306.3 302.6 305.4 +1.3 5,116 36,081 +36,081
Jan07 060531 310.3 312.5 310.3 311.6 +0.1 1 3,802 +3,802
Mar07 060531 315.1 316.9 315.1 316.9 -0.7 0 483 +483
Total Volume and Open Interest 11,187 83,406 +83,406
Corn(CBOT)
Jul06 060531 250.50 254.00 250.25 251.25 -3.25 51,621 515,111 -2,491
Sep06 060531 262.00 264.75 261.50 262.50 -3.25 8,342 182,298 +1,465
Dec06 060531 275.50 279.00 275.50 277.00 -2.75 27,522 389,024 -2,449
Mar07 060531 285.50 289.00 285.50 287.75 -2.75 2,524 71,256 +1,298
May07 060531 293.00 296.00 293.00 295.25 -2.00 746 9,817 +203
Jul07 060531 300.25 302.75 300.25 301.25 -3.00 4,283 33,180 +2,310
Total Volume and Open Interest 103,028 1,344,996 +1,599
Wheat(CBOT)
Jul06 060531 407.00 411.00 391.00 393.50 -18.50 39,200 264,423 -715
Sep06 060531 420.00 425.00 405.00 408.00 -18.00 5,688 63,080 +1,808
Dec06 060531 438.00 441.50 423.00 425.00 -18.25 7,564 107,618 +734
Mar07 060531 450.50 455.50 437.00 438.50 -19.00 1,138 29,231 +205
May07 060531 457.00 457.00 448.00 448.00 -14.50 3 715 +0
Total Volume and Open Interest 58,990 538,053 +3,549
Wheat(KCBT)
Jul06 060531 497.00 499.75 487.25 487.75 -14.25 9,478 75,146 +491
Sep06 060531 504.00 506.00 493.50 494.50 -14.25 2,327 23,590 +868
Dec06 060531 511.00 514.50 501.00 501.50 -15.50 1,464 30,695 +164
Mar07 060531 513.00 515.00 501.00 506.50 -11.50 276 3,115 +11
May07 060531 510.00 510.00 510.00 510.00 -6.50 0 6 +0
Total Volume and Open Interest 14,912 146,080 +1,875
Wheat(MGE)
Jul06 060531 466.00 470.00 459.00 461.50 -9.25 1,756 18,244 -765
Sep06 060531 475.00 479.00 468.50 469.50 -8.50 623 13,194 -272
Dec06 060531 485.00 490.00 478.00 483.00 -6.00 1,429 20,858 +285
Mar07 060531 491.00 495.00 490.00 493.50 -2.50 36 1,040 +4
May07 060531 491.00 494.00 491.00 494.00 -6.00 0 63 +0
Total Volume and Open Interest 3,986 57,035 -791
Oats(CBOT)
Jul06 060531 180.00 183.00 179.00 182.00 +1.75 883 8,545 -214
Sep06 060531 182.50 190.00 182.50 190.00 +8.00 26 399 +2
Dec06 060531 180.75 187.00 180.75 186.50 +6.00 211 4,947 +16
Mar07 060531 193.00 193.00 193.00 193.00 +6.00 0 109 +0
Total Volume and Open Interest 1,120 14,005 -196
Rough Rice(CBOT)
Jul06 060531 9.22 9.22 9.08 9.12 -0.15 593 7,902 +97
Sep06 060531 9.48 9.48 9.35 9.45 -0.05 332 1,600 +134
Nov06 060531 9.56 9.61 9.51 9.56 -0.05 104 3,360 +21
Jan07 060531 9.72 9.75 9.70 9.72 -0.04 83 826 -12
Total Volume and Open Interest 1,164 14,808 +269
Live Cattle(CME)
Jun06 060531 80.050 80.050 79.150 79.700 -0.350 9,612 41,779 -1,704
Aug06 060531 80.800 80.850 79.675 80.075 -0.800 19,658 131,973 +99
Oct06 060531 84.475 84.500 83.550 84.175 -0.300 6,725 49,424 +39
Dec06 060531 86.350 86.500 85.800 86.000 -0.450 3,265 24,911 +819
Feb07 060531 89.050 89.050 88.350 88.825 -0.425 592 9,515 +61
Apr07 060531 86.800 86.850 86.350 86.850 -0.250 196 1,776 +107
Total Volume and Open Interest 40,084 259,745 -556
Feeder Cattle(CME)
Aug06 060531 109.350 109.400 108.800 109.125 -0.300 2,508 18,294 -86
Sep06 060531 108.750 108.750 108.150 108.475 -0.275 229 2,912 -31
Oct06 060531 107.850 107.850 107.150 107.475 -0.325 206 2,400 +4
Nov06 060531 106.700 106.900 106.400 106.900 -0.075 91 707 +17
Jan07 060531 103.750 103.750 103.250 103.400 -0.125 41 359 +21
Mar07 060531 101.850 102.500 101.850 102.500 +0.600 0 33 +0
Apr07 060531 101.600 101.600 101.600 101.600 +0.200 0 1 +0
Total Volume and Open Interest 3,076 24,707 -74
Lean Hogs(CME)
Jun06 060531 67.350 68.100 67.200 68.075 +0.375 5,692 16,982 -2,515
Jul06 060531 66.250 66.750 66.200 66.425 -0.200 11,509 76,497 +596
Aug06 060531 64.800 65.250 64.650 65.150 +0.050 6,973 33,611 +3,468
Oct06 060531 56.650 56.700 56.400 56.600 -0.050 1,986 19,513 +595
Dec06 060531 55.100 55.100 54.750 54.800 -0.300 520 9,989 +126
Feb07 060531 57.250 57.300 57.100 57.275 -0.075 176 2,882 +98
Apr07 060531 57.750 57.850 57.700 57.775 +0.325 105 1,112 +63
May07 060531 60.400 60.500 60.350 60.350 -0.100 10 188 +3
Total Volume and Open Interest 26,997 160,830 +2,449
Pork Bellies(CME)
Jul06 060531 81.600 81.700 80.000 80.600 -0.175 356 1,587 +41
Aug06 060531 78.600 78.650 77.000 77.000 unch 40 478 +15
Feb07 060531 83.000 83.000 83.000 83.000 -0.500 3 20 +3
Mar07 060531 83.250 83.250 83.250 83.250 -1.000 0 6 +0
Total Volume and Open Interest 399 2,091 +59
Class III Milk(CME)
May06 060531 10.86 10.86 10.82 10.82 unch 11 3,051 +0
Jun06 060531 11.45 11.53 11.35 11.35 -0.10 220 3,201 -93
Jul06 060531 12.15 12.20 11.84 11.84 -0.31 279 3,456 +44
Aug06 060531 12.58 12.60 12.17 12.22 -0.33 323 3,743 +15
Sep06 060531 12.70 12.75 12.30 12.40 -0.26 151 3,778 +16
Total Volume and Open Interest 1,704 32,040 +152
Cocoa(NYBOT)
Jul06 060531 1462 1475 1458 1473 +14 7,066 54,385 +816
Sep06 060531 1491 1505 1490 1505 +16 2,883 30,958 +921
Dec06 060531 1528 1542 1526 1542 +17 452 18,495 +285
Mar07 060531 1560 1573 1556 1572 +17 514 13,570 -161
May07 060531 1592 1592 1592 1592 +17 265 5,616 +109
Jul07 060531 1612 1612 1612 1612 +17 0 2,634 +0
Sep07 060531 1627 1627 1627 1627 +15 190 7,714 +0
Total Volume and Open Interest 11,370 139,343 +1,970
Coffee "C"(NYBOT)
Jul06 060531 98.50 99.05 97.35 98.95 +0.20 11,365 66,477 +228
Sep06 060531 101.40 102.00 100.30 101.90 +0.25 4,703 27,220 +1,374
Dec06 060531 104.95 106.00 104.50 105.75 +0.25 1,803 11,157 +495
Mar07 060531 108.80 109.40 108.10 109.40 +0.25 621 4,392 +61
May07 060531 111.00 111.70 110.25 111.70 +0.20 178 1,076 +70
Jul07 060531 113.85 113.85 113.85 113.85 +0.10 10 516 +8
Total Volume and Open Interest 18,824 112,292 +2,153
Orange Juice(NYBOT)
Jul06 060531 154.60 154.60 150.50 150.75 -4.35 2,248 21,925 -873
Sep06 060531 154.60 154.60 150.90 151.00 -4.10 1,522 4,469 +334
Nov06 060531 153.00 153.00 149.00 150.00 -3.80 89 2,845 -36
Jan07 060531 151.90 152.05 149.45 149.45 -4.15 107 1,686 -25
Mar07 060531 150.75 150.75 150.55 150.55 -3.55 0 494 +0
Total Volume and Open Interest 3,966 31,476 -590
Sugar #11(NYBOT)
Jul06 060531 15.90 15.95 15.42 15.46 -0.45 24,821 219,819 -1,844
Oct06 060531 16.13 16.19 15.72 15.75 -0.40 12,083 114,626 +1,367
Mar07 060531 16.30 16.38 15.90 15.95 -0.41 6,855 71,096 +305
May07 060531 16.20 16.28 15.85 15.87 -0.39 1,114 32,606 +139
Jul07 060531 16.15 16.15 15.79 15.79 -0.38 197 25,820 +5
Total Volume and Open Interest 46,606 485,191 +403
Sugar #14(NYBOT)
May06 060410 23.55 23.55 23.38 23.38 -0.22 1,042 1,317 -441
Jul06 060531 23.60 23.88 23.60 23.88 +0.30 52 1,198 -40
Sep06 060531 23.45 23.72 23.45 23.72 +0.25 48 4,601 -18
Nov06 060531 22.66 22.85 22.66 22.85 +0.17 30 1,312 +9
Jan07 060531 22.55 22.60 22.55 22.60 +0.10 11 1,182 +0
Total Volume and Open Interest 156 11,500 -38
London Cocoa(LCE)
May06 060515 852 852 843 847 -4 15,339 340 -10,632
Jul06 060531 837 847 834 846 +11 5,550 73,981 +1,312
Sep06 060531 849 857 845 856 +9 3,266 37,594 +72
Dec06 060531 867 876 865 875 +9 1,032 40,359 -109
Mar07 060531 884 889 878 887 +8 1,391 21,578 +685
May07 060531 897 903 896 901 +9 644 3,361 +500
Jul07 060531 900 911 900 909 +9 370 2,698 +235
Total Volume and Open Interest 12,421 184,807 +2,827
London Coffee(LCE)
May06 060531 1123.00 1126.00 1123.00 1124.00 unch 95 195 +44
Jul06 060531 1135.00 1135.00 1125.00 1130.00 -2.00 7,251 52,506 -1,685
Sep06 060531 1145.00 1147.00 1140.00 1145.00 unch 3,741 40,797 +1,183
Nov06 060531 1152.00 1154.00 1148.00 1152.00 +2.00 1,383 27,844 +592
Jan07 060531 1154.00 1157.00 1152.00 1153.00 -2.00 188 2,476 +103
Mar07 060531 1162.00 1169.00 1161.00 1163.00 +1.00 68 758 -3
Total Volume and Open Interest 12,812 125,332 +252
London Sugar(LCE)
May06 060413 456.60 464.50 455.50 464.50 +2.50 3,681 0 -6,177
Aug06 060531 452.00 456.00 442.00 447.00 -6.00 4,429 29,657 +9
Oct06 060531 443.00 445.90 431.30 435.00 -9.00 1,165 17,323 +359
Dec06 060531 442.00 442.00 430.00 433.00 -7.60 374 7,964 +190
Mar07 060531 434.50 438.00 425.00 428.50 -8.00 55 5,979 -3
Total Volume and Open Interest 6,150 65,312 +562
Cotton(NYBOT)
Jul06 060531 51.27 51.75 50.45 50.94 -0.71 6,977 105,227 -385
Oct06 060531 55.00 55.30 54.25 55.28 -0.02 191 2,883 -11
Dec06 060531 56.30 56.69 55.66 56.58 -0.11 5,542 54,709 +1,193
Mar07 060531 59.20 59.40 58.50 59.39 -0.21 1,082 10,288 +501
May07 060531 60.39 60.39 60.39 60.39 -0.16 66 516 +54
Jul07 060531 61.25 61.25 61.25 61.25 -0.15 18 1,711 +11
Total Volume and Open Interest 13,884 176,377 +1,363
Lumber(CME)
Jul06 060531 304.6 305.0 299.4 301.3 -3.3 657 3,787 +306
Sep06 060531 320.5 328.0 315.5 324.0 +2.2 344 944 +216
Nov06 060531 313.0 313.9 310.3 312.8 -0.2 23 222 +14
Jan07 060531 324.8 324.8 324.8 324.8 -0.2 0 6 +0
Total Volume and Open Interest 1,024 4,965 +536
Crude Oil(NYM)
Jul06 060531 71.30 71.50 70.05 71.29 -0.74 81,012 277,870 -3,554
Aug06 060531 72.10 72.45 71.00 72.29 -0.58 31,436 102,429 +4,340
Sep06 060531 72.70 72.90 71.65 72.89 -0.54 15,328 63,529 -1,952
Oct06 060531 73.00 73.37 72.15 73.37 -0.46 6,361 34,272 +753
Nov06 060531 72.70 73.74 72.45 73.74 -0.41 1,769 24,086 +238
Dec06 060531 73.85 74.02 72.80 74.02 -0.38 15,342 110,629 +3,114
Jan07 060531 73.13 74.22 73.10 74.22 -0.37 1,664 30,379 -924
Feb07 060531 73.90 74.34 73.75 74.34 -0.36 930 14,134 +110
Mar07 060531 73.95 74.39 73.45 74.39 -0.35 728 14,356 -83
Apr07 060531 74.39 74.39 74.39 74.39 -0.34 0 9,468 +0
May07 060531 74.35 74.35 74.35 74.35 -0.33 900 6,379 -719
Jun07 060531 73.45 74.27 73.45 74.27 -0.32 1,051 37,104 +61
Jul07 060531 73.70 74.15 73.05 74.15 -0.31 0 9,324 +0
Aug07 060531 74.02 74.02 74.02 74.02 -0.30 0 5,304 +0
Sep07 060531 73.88 73.88 73.88 73.88 -0.29 53 7,019 +3
Oct07 060531 73.73 73.73 73.73 73.73 -0.27 0 3,276 +0
Total Volume and Open Interest 183,160 1,018,291 +1,360
Heating Oil(NYM)
Jun06 060531 199.00 199.25 193.50 196.05 -4.34 19,200 8,087 -6,923
Jul06 060531 201.00 201.00 196.25 199.53 -2.96 21,949 76,142 +2,421
Aug06 060531 203.50 203.50 199.00 202.63 -2.66 2,919 17,470 +600
Sep06 060531 204.90 206.00 202.00 205.53 -2.41 1,533 10,774 +220
Oct06 060531 210.50 210.50 206.00 208.63 -2.21 72 6,923 +12
Nov06 060531 211.50 213.25 210.00 212.43 -2.06 141 5,045 +29
Dec06 060531 216.25 217.00 213.75 216.38 -1.96 355 14,453 -35
Jan07 060531 218.50 220.50 216.50 219.13 -1.96 152 11,562 -44
Feb07 060531 220.00 221.00 217.00 219.78 -1.81 345 3,669 +231
Mar07 060531 219.00 219.25 214.50 218.08 -1.66 649 3,426 +50
Apr07 060531 212.75 213.50 210.75 212.63 -1.46 471 4,066 +169
May07 060531 208.75 209.00 206.50 208.48 -1.31 54 637 +6
Total Volume and Open Interest 47,907 166,532 -3,254
Unleaded Gas(NYM)
Jun06 060531 212.00 219.50 207.25 214.11 -0.88 19,445 7,287 -4,565
Jul06 060531 211.00 211.00 203.25 209.57 -2.32 22,706 56,907 +2,056
Aug06 060531 207.25 208.25 201.50 207.67 -1.37 2,575 11,576 +1,077
Sep06 060531 201.50 205.00 200.50 204.97 -0.87 662 8,435 +230
Oct06 060531 192.00 193.67 191.00 193.67 -0.57 39 5,625 -17
Nov06 060531 189.37 189.37 189.37 189.37 -0.47 54 2,019 -1
Dec06 060531 185.00 187.17 185.00 187.17 -0.37 30 2,404 -1
Jan07 060531 187.67 187.67 187.67 187.67 -0.32 27 1,545 +5
Total Volume and Open Interest 45,538 95,798 -1,216
Natural Gas(NYM)
Jul06 060531 6.100 6.450 6.065 6.384 +0.261 21,358 117,435 +210
Aug06 060531 6.330 6.680 6.300 6.621 +0.248 6,052 34,801 -460
Sep06 060531 6.580 6.900 6.520 6.866 +0.213 3,636 35,276 +507
Oct06 060531 6.860 7.230 6.830 7.186 +0.198 7,031 48,964 +170
Nov06 060531 8.180 8.380 8.080 8.356 +0.068 2,194 43,828 +51
Dec06 060531 9.390 9.556 9.290 9.556 -0.002 1,639 28,000 +151
Jan07 060531 9.910 10.100 9.900 10.086 -0.102 2,491 47,639 -3
Feb07 060531 10.000 10.100 9.900 10.096 -0.117 725 28,227 +84
Mar07 060531 9.830 9.950 9.750 9.916 -0.127 2,879 45,587 +565
Apr07 060531 8.100 8.166 8.000 8.166 +0.003 4,616 31,082 +1,901
May07 060531 7.900 8.001 7.850 8.001 +0.003 2,530 24,795 -137
Jun07 060531 8.070 8.096 7.950 8.096 -0.007 185 10,871 -13
Jul07 060531 8.150 8.226 8.100 8.226 -0.007 239 7,529 +5
Aug07 060531 8.300 8.326 8.250 8.326 -0.017 150 6,879 -9
Sep07 060531 8.340 8.426 8.320 8.426 -0.022 84 8,816 +48
Oct07 060531 8.500 8.586 8.450 8.586 -0.037 3,444 22,556 -678
Total Volume and Open Interest 72,043 822,756 +1,959
Brent Crude Oil(ICE)
Jul06 060531 71.00 71.15 69.07 70.41 -0.64 71,759 112,821 -16,556
Aug06 060531 71.75 71.91 69.93 71.20 -0.61 34,074 98,288 -15,677
Sep06 060531 72.29 72.45 70.53 71.79 -0.59 12,613 42,628 -508
Oct06 060531 72.75 72.75 70.99 72.23 -0.53 5,525 32,665 -2,204
Nov06 060531 73.05 73.05 71.42 72.58 -0.45 2,334 12,674 -3,161
Dec06 060531 73.25 73.25 71.66 72.82 -0.39 5,954 56,774 -2,056
Jan07 060531 73.08 73.08 72.62 73.02 -0.32 1,803 11,827 -397
Feb07 060531 73.12 73.12 73.12 73.12 -0.32 1,251 8,228 +978
Mar07 060531 72.89 73.16 72.11 73.16 -0.31 200 6,622 +200
Apr07 060531 73.18 73.18 73.18 73.18 -0.31 0 2,290 +0
May07 060531 73.13 73.13 73.13 73.13 -0.30 0 966 +0
Jun07 060531 72.65 73.02 72.28 73.02 -0.29 900 11,402 +455
Jul07 060531 72.87 72.87 72.87 72.87 -0.29 0 50 +0
Aug07 060531 72.72 72.72 72.72 72.72 -0.28 0 235 +0
Total Volume and Open Interest 138,925 447,941 -39,226
Gas Oil(ICE)
Jun06 060531 634.00 635.50 616.00 619.25 -17.75 27,566 42,066 -7,004
Jul06 060531 636.50 639.25 620.25 623.50 -17.00 18,128 63,346 -800
Aug06 060531 642.50 644.25 626.50 629.75 -17.00 5,259 18,002 +696
Sep06 060531 650.25 650.25 633.25 636.50 -16.50 1,922 11,152 +250
Oct06 060531 654.25 654.25 642.00 643.25 -16.50 1,133 11,102 +291
Nov06 060531 659.25 659.75 648.00 649.25 -16.25 25 5,828 +3
Dec06 060531 662.50 665.00 651.75 654.50 -15.75 1,204 28,709 -652
Jan07 060531 658.25 658.25 658.25 658.25 -15.75 248 7,655 +139
Feb07 060531 657.75 657.75 657.75 657.75 -15.25 73 501 +23
Mar07 060531 654.75 656.00 654.75 656.00 -14.75 0 3,484 -50
Total Volume and Open Interest 56,133 221,453 -7,261
US Dollar Index(NYBOT)
Jun06 060531 84.25 84.65 84.02 84.65 +0.47 3,082 36,755 +1,196
Sep06 060531 83.84 84.31 83.76 84.31 +0.47 382 3,031 +195
Dec06 060531 83.58 84.00 83.58 84.00 +0.47 22 90 -10
Total Volume and Open Interest 3,486 39,881 +1,381
Australian Dollar(CME)
Jun06 060531 76.00 76.00 75.08 75.18 -1.07 2,795 74,964 +380
Sep06 060531 75.35 75.38 75.06 75.06 -1.07 4 1,191 +19
Dec06 060531 74.95 74.95 74.95 74.95 -1.07 0 223 +0
Total Volume and Open Interest 2,799 76,396 +399
British Pound(CME)
Jun06 060531 187.68 187.72 186.90 186.97 -1.46 4,235 110,858 +2,193
Sep06 060531 187.92 187.92 187.27 187.27 -1.45 58 1,088 +22
Dec06 060531 187.58 187.58 187.58 187.58 -1.44 0 152 +2
Total Volume and Open Interest 4,293 112,099 +2,217
Canadian Dollar(CME)
Jun06 060531 91.31 91.40 90.70 90.82 -0.28 3,371 102,846 +3,435
Sep06 060531 91.56 91.61 90.92 91.05 -0.28 66 5,090 +197
Dec06 060531 91.30 91.30 91.29 91.29 -0.28 3 1,081 -24
Mar07 060531 91.53 91.53 91.53 91.53 -0.28 7 187 +9
Total Volume and Open Interest 3,447 109,252 +3,618
Japanese Yen(CME)
Jun06 060531 89.42 89.51 88.96 88.98 -0.45 3,261 174,166 +3,117
Sep06 060531 90.60 90.60 90.11 90.11 -0.43 519 34,028 +1,117
Dec06 060531 91.19 91.19 91.19 91.19 -0.43 5 294 +20
Total Volume and Open Interest 3,787 208,512 +4,256
Swiss Franc(CME)
Jun06 060531 82.71 82.71 82.21 82.21 -0.54 2,873 99,859 +2,045
Sep06 060531 83.38 83.38 83.00 83.00 -0.54 12 936 +205
Dec06 060531 83.71 83.71 83.71 83.71 -0.54 0 51 +0
Total Volume and Open Interest 2,885 100,852 +2,250
EuroFX(CME)
Jun06 060531 128.89 128.95 128.23 128.24 -0.67 8,505 188,054 +2,294
Sep06 060531 129.40 129.40 128.97 128.97 -0.67 17 6,828 +1,213
Dec06 060531 130.15 130.15 129.60 129.60 -0.67 0 483 -9
Total Volume and Open Interest 8,522 195,502 +3,498
Mexican Peso(CME)
Jun06 060531 8862.0 8870.0 8800.0 8807.0 -40.0 8,416 64,742 +2,272
Sep06 060531 8790.0 8790.0 8757.0 8757.0 -40.0 74 1,087 -34
Total Volume and Open Interest 8,566 90,621 +2,288
30-Year T-Bonds(CBOT)
Jun06 060531 106~23 107~00 106~04 106~13 -0~10 502,187 338,476 -125,522
Sep06 060531 106~17 106~27 105~30 106~07 -0~10 277,806 453,300 +106,827
Dec06 060531 106~03 106~25 106~00 106~07 -0~10 29 1,797 +18
Total Volume and Open Interest 780,022 793,574 -18,677
10-Year T-Notes(CBOT)
Jun06 060531 105~125 105~180 104~300 105~025 -0~100 1,401,317 688,361 -503,500
Sep06 060531 105~070 105~130 104~255 104~295 -0~095 894,556 1,398,380 +465,193
Total Volume and Open Interest 2,296,275 2,096,357 -38,269
5-Year T-Notes(CBOT)
Jun06 060531 103~305 104~000 103~200 103~220 -0~070 598,570 0 +0
Sep06 060531 103~280 103~295 103~170 103~195 -0~075 357,466 0 +0
Dec06 060531 103~200 103~200 103~200 103~200 -0~070 0 1 +0
Total Volume and Open Interest 956,036 1 +0
2 Year T-Notes(CBOT)
Jun06 060531 101~088 101~088 101~072 101~072 -0~014 51,150 182,653 -159,282
Sep06 060531 101~094 101~094 101~076 101~077 -0~015 44,947 408,964 +157,789
Total Volume and Open Interest 96,097 591,617 -1,493
Eurodollars(CME)
Jun06 060531 94.715 94.717 94.675 94.683 -0.030 31,133 1,280,838 -36,165
Sep06 060531 94.635 94.655 94.560 94.575 -0.060 167,883 1,402,344 -15,811
Dec06 060531 94.635 94.640 94.550 94.565 -0.065 11,700 1,533,199 +3,661
Mar07 060531 94.680 94.685 94.590 94.610 -0.065 10,254 1,242,571 -15,998
Jun07 060531 94.710 94.710 94.620 94.635 -0.070 16,530 1,068,577 +15,128
Sep07 060531 94.715 94.720 94.635 94.645 -0.065 13,597 896,791 +5,858
Dec07 060531 94.710 94.715 94.630 94.640 -0.060 9,044 616,032 -1,824
Mar08 060531 94.705 94.710 94.625 94.635 -0.060 8,515 445,073 -1,512
Jun08 060531 94.685 94.685 94.605 94.610 -0.060 6,429 291,051 -2,516
Sep08 060531 94.660 94.665 94.585 94.590 -0.055 8,446 245,446 +1,041
Dec08 060531 94.620 94.620 94.550 94.550 -0.055 4,396 210,859 -788
Mar09 060531 94.600 94.600 94.530 94.535 -0.050 5,100 158,545 -393
Jun09 060531 94.580 94.580 94.510 94.510 -0.050 3,864 125,173 -1,055
Sep09 060531 94.545 94.545 94.480 94.480 -0.045 2,020 116,163 -347
Dec09 060531 94.500 94.500 94.435 94.435 -0.045 2,145 108,430 -357
Mar10 060531 94.475 94.480 94.420 94.420 -0.040 2,060 90,452 -507
Jun10 060531 94.450 94.450 94.390 94.390 -0.040 2,809 73,061 -720
Sep10 060531 94.410 94.410 94.350 94.355 -0.035 2,303 59,693 -436
Total Volume and Open Interest 166,280 10,155,363 -60,652
3-Mth Euro-Yen(CME)
Jun06 060531 99.68 99.68 99.67 99.67 -0.01 907 12,254 +238
Sep06 060531 99.47 99.48 99.47 99.48 -0.01 419 11,776 +363
Dec06 060531 99.29 99.29 99.28 99.28 -0.01 222 7,764 +135
Mar07 060531 99.10 99.10 99.08 99.09 unch 169 6,173 -897
Jun07 060531 98.91 98.91 98.91 98.91 unch 21 5,142 -785
Sep07 060531 98.76 98.76 98.76 98.76 +0.02 2 1,928 +14
Dec07 060531 98.59 98.59 98.59 98.59 +0.01 0 1,348 +0
Mar08 060531 98.45 98.45 98.45 98.45 +0.02 0 201 +0
Jun08 060531 98.34 98.34 98.34 98.34 unch 0 251 +0
Sep08 060531 98.25 98.25 98.25 98.25 -0.01      
Total Volume and Open Interest 1,740 46,841 -932
3-Mth Euro-Yen(SIMEX)
Jun06 060531 99.69 99.69 99.68 99.68 -0.01 183 60,227 -3,983
Sep06 060531 99.49 99.49 99.47 99.47 -0.01 3,005 56,355 +1,463
Dec06 060531 99.31 99.31 99.29 99.29 unch 840 106,730 +154
Mar07 060531 99.11 99.12 99.10 99.10 -0.01 400 50,000 +215
Jun07 060531 98.94 98.94 98.92 98.92 unch 779 25,487 +1,572
Sep07 060531 98.76 98.78 98.76 98.76 unch 39 16,437 +2,391
Dec07 060531 98.62 98.63 98.60 98.60 -0.01 20 22,220 -34
Mar08 060531 98.46 98.46 98.46 98.46 -0.01 0 17,432 +244
Total Volume and Open Interest 5,266 356,468 +2,022
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 060531 116.55 116.60 115.92 116.18 -0.26 8,516 180,587 +19,808
Dec06 060531 115.55 115.55 115.35 115.52 -0.22 1 10 +6
Total Volume and Open Interest 177,843 1,753,039 -28,917
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060531 110.00 110.03 109.57 109.73 -0.20 6,880 116,389 +17,309
Dec06 060531 109.40 109.40 109.40 109.40 -0.17      
Total Volume and Open Interest 103,272 1,302,238 -61,216
Long Gilt(LIFFE)
Jun06 060531 110~12 110~16 109~30 110~03 -0~04 114,035 118,653 -56,189
Sep06 060531 110~03 110~06 109~20 109~26 -0~04 95,420 242,293 +16,762
Total Volume and Open Interest 209,455 360,946 -39,427
3-Mth Short Sterling(LIFFE)
Jun06 060531 95.27 95.27 95.27 95.27 -0.01 42,221 429,869 -14,715
Sep06 060531 95.15 95.15 95.15 95.15 -0.03 60,030 503,061 -2,926
Dec06 060531 95.04 95.04 95.04 95.04 -0.04 58,712 340,366 -11,543
Total Volume and Open Interest 266,574 2,425,622 -38,541
3-Mth Euribor(LIFFE)
Jun06 060531 96.995 96.995 96.965 96.970 -0.020 10,174 563,808 -7,469
Sep06 060531 96.750 96.760 96.705 96.725 -0.020 23,193 596,486 -12,614
Dec06 060531 96.565 96.580 96.505 96.530 -0.025 26,577 627,469 -10,843
Total Volume and Open Interest 126,614 3,639,968 -27,563
3-Mth Aus T-Bills(SFE)
Jun06 060531 94.10 94.10 94.09 94.10 unch 2,390 94,686 -6,203
Sep06 060531 93.93 93.97 93.93 93.97 +0.02 30,177 285,222 +5,388
Dec06 060531 93.89 93.93 93.88 93.93 +0.02 15,329 123,002 +914
Mar07 060531 93.89 93.93 93.89 93.93 +0.02 4,907 63,729 +1,816
Jun07 060531 93.89 93.93 93.89 93.92 +0.03 2,572 32,925 +476
Sep07 060531 93.86 93.90 93.86 93.90 +0.02 170 21,594 -757
Dec07 060531 93.86 93.88 93.86 93.88 +0.03 165 14,919 -7
Mar08 060531 93.84 93.86 93.84 93.86 +0.03 40 7,705 -1,000
Jun08 060531 93.83 93.84 93.83 93.84 +0.03 0 1,092 +0
Sep08 060531 93.83 93.83 93.83 93.83 +0.02 0 913 +0
Total Volume and Open Interest 55,760 648,177 +619
10-Year Aus T-Bonds(SFE)
Jun06 060531 94.22 94.29 94.22 94.28 +0.03 32,002 315,341 -13,798
Sep06 060531 94.26 94.26 94.26 94.26 +0.04 14 14 +14
Total Volume and Open Interest 32,016 315,355 -13,784
3-Year Aus T-Bonds(SFE)
Jun06 060531 94.27 94.31 94.26 94.31 +0.03 85,131 495,255 +4,263
Sep06 060531 94.29 94.29 94.29 94.29 +0.03      
Total Volume and Open Interest 85,131 495,255 +4,263
Gold(CMX)
Jun06 060531 653.0 658.5 638.0 642.5 -11.4 51,461 36,558 -27,604
Aug06 060531 660.5 665.8 644.0 649.0 -11.5 80,290 183,806 +19,344
Oct06 060531 673.0 673.0 654.0 655.6 -11.6 226 9,896 -77
Dec06 060531 673.0 678.4 658.0 662.1 -11.7 1,823 29,968 +1,250
Feb07 060531 685.0 685.0 668.5 668.5 -11.8 247 13,320 +6
Apr07 060531 674.8 674.8 674.8 674.8 -11.9 1 1,834 +0
Jun07 060531 698.0 698.0 681.2 681.2 -12.0 43 12,042 +32
Aug07 060531 687.5 687.5 687.5 687.5 -12.1 2 385 +0
Oct07 060531 693.9 693.9 693.9 693.9 -12.2 2 2,011 +1
Dec07 060531 710.0 710.0 700.0 700.4 -12.3 63 14,156 +5
Feb08 060531 706.9 706.9 706.9 706.9 -12.4 0 945 +0
Apr08 060531 57.9 57.9 57.9 57.9        
Silver(CMX)
Jul06 060531 1307.0 1309.0 1228.0 1245.5 -61.5 17,201 55,331 -1,363
Sep06 060531 1315.0 1315.0 1247.0 1256.8 -61.0 1,254 11,482 +846
Dec06 060531 1320.0 1326.0 1252.0 1265.5 -58.7 1,437 17,993 -800
Mar07 060531 1315.0 1315.0 1270.8 1270.8 -56.7 126 7,747 +23
May07 060531 1272.4 1272.4 1272.4 1272.4 -55.7 5 2,550 +1
Jul07 060531 1273.8 1273.8 1273.8 1273.8 -54.7 55 5,152 +96
Sep07 060531 1267.6 1267.6 1267.6 1267.6 -52.6 6 335 +1
Total Volume and Open Interest 20,147 109,388 -1,206
Platinum(NYM)
Jul06 060531 1271.0 1286.0 1235.2 1246.8 -44.6 782 9,250 +229
Oct06 060531 1269.0 1269.0 1260.0 1261.8 -37.1 18 364 +15
Jan07 060531 1271.8 1271.8 1271.8 1271.8 -37.1 0 2 +0
Total Volume and Open Interest 800 9,616 +244
Palladium(NYME)
Jun06 060531 353.00 356.00 332.00 347.25 -8.20 6,114 4,582 -1,905
Sep06 060531 362.00 363.00 342.10 353.15 -9.50 6,616 14,207 +3,467
Dec06 060531 347.00 356.15 347.00 356.15 -9.50 1 501 -1
Total Volume and Open Interest 12,731 19,326 +1,561
Copper(CMX)
Jul06 060531 368.50 376.00 359.40 362.40 -5.00 6,534 49,728 -681
Sep06 060531 364.50 370.50 356.50 358.70 -4.50 1,881 12,366 +939
Dec06 060531 358.00 359.00 347.00 347.90 -4.80 77 4,879 +37
Mar07 060531 347.00 347.00 337.10 337.10 -5.10 1 928 -1
May07 060531 333.50 333.50 328.20 328.20 -5.10 4 439 -13
Total Volume and Open Interest 9,789 79,532 -176
Aluminum(CMX)
Jun06 060531 120.35 120.35 120.35 120.35 -2.95 10 270 +4
Jul06 060531 121.25 121.25 121.25 121.25 -2.75 9 60 +4
Aug06 060531 121.85 121.85 121.85 121.85 -2.85      
Sep06 060531 122.20 122.20 122.20 122.20 -2.95 0 1 +0
Oct06 060531 122.15 122.15 122.15 122.15 -3.15 0 40 +0
Nov06 060531 122.20 122.20 122.20 122.20 -3.30 0 40 +0
Total Volume and Open Interest 19 982 +8
DJIA Index(CBOT)
Jun06 060531 11143 11198 11100 11188 +84 8,613 42,477 -81
Sep06 060531 11230 11269 11200 11269 +85 48 610 +18
Dec06 060531 11280 11331 11280 11331 +84 1 1,700 +1
Mar07 060531 11453 11453 11453 11453 +84      
Total Volume and Open Interest 8,662 44,787 -62
S & P 500(CME)
Jun06 060531 1264.20 1273.20 1261.50 1272.10 +12.10 48,441 544,857 -9,085
Sep06 060531 1275.20 1284.00 1272.50 1282.90 +12.30 11,410 114,614 +9,601
Dec06 060531 1286.50 1293.80 1286.50 1293.80 +12.60 1 3,990 +1
Mar07 060531 1304.30 1304.30 1304.30 1304.30 +12.60 0 106 +0
Total Volume and Open Interest 59,852 663,918 +517
S & P 500 E-Mini(Globex)
Jun06 060531 1260.50 1273.25 1256.00 1272.00 +12.00 1,047,920 1,431,542 +46,821
Sep06 060531 1271.00 1283.75 1267.50 1283.00 +12.50 6,554 62,058 +5,344
Total Volume and Open Interest 1,054,474 1,493,600 +52,165
NASDAQ 100(CME)
Jun06 060531 1578.00 1592.00 1571.00 1583.00 +13.00 5,776 69,452 +947
Sep06 060531 1605.00 1605.00 1602.00 1602.00 +13.00 20 108 +14
Dec06 060531 1620.80 1620.80 1620.80 1620.80 +13.00 0 10 +0
Total Volume and Open Interest 5,796 69,570 +961
NASDAQ 100 E-Mini(Globex)
Jun06 060531 1571.30 1591.50 1565.30 1583.00 +13.00 261,339 426,524 +34,301
Sep06 060531 1590.00 1609.50 1584.80 1602.00 +13.00 252 1,385 +16
Total Volume and Open Interest 261,591 427,909 +34,317
S & P Midcap 400(CME)
Jun06 060531 756.00 769.50 756.00 766.70 +12.60 78 10,600 -16
Sep06 060531 118.84 118.84 118.84 118.84 +12.60 1 1 +1
Dec06 060531 125.84 125.84 125.84 125.84 +12.60      
Total Volume and Open Interest 79 10,601 -15
Russell 2000(CME)
Jun06 060531 713.50 723.00 712.50 722.20 +10.80 945 41,096 +582
Sep06 060531 724.00 728.05 724.00 728.05 +10.85 37 1,982 +26
Dec06 060531 734.05 734.05 734.05 734.05 +10.85 0 7 +0
Total Volume and Open Interest 982 43,085 +608
Russell 2000 E-Mini(Globex)
Jun06 060531 711.40 723.50 706.30 722.20 +10.80 167,063 422,146 +16,491
Sep06 060531 716.70 729.40 712.60 728.10 +10.90 555 3,350 +306
Total Volume and Open Interest 167,618 425,496 +16,797
Value Line(KCBT)
Jun06 060531 2016.00 2016.00 2016.00 2016.00 unch 11 82 +0
Total Volume and Open Interest 11 83 +0
Nikkei 225(CME)
Jun06 060531 15580 15610 15430 15490 -335 47,538 224,191 -6,933
Sep06 060531 15590 15600 15435 15505 -355 248 787 +131
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060531 15580 15610 15430 15490 -335 47,538 224,191 -6,933
Sep06 060531 15590 15600 15435 15505 -355 248 787 +131
Dec06 060531 15430 15430 15430 15430 -390      
Total Volume and Open Interest 47,786 225,037 -6,801
CAC 40(MATIF)
May06 060519 4879.5 4956.0 4879.5 4948.0 +41.5 319,202 469,644 -54,799
Jun06 060531 4848.5 4920.5 4800.0 4918.5 +61.5 148,186 551,017 +47,196
Jul06 060531 4847.5 4926.5 4820.0 4926.5 +61.5 1,170 9,346 +35
Total Volume and Open Interest 149,521 569,577 +47,248
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 060531 5559.5 5714.0 5541.0 5699.0 +85.0 236,326 260,160 +4,077
Sep06 060531 5598.0 5750.0 5587.0 5741.5 +86.0 945 13,680 +76
Dec06 060531 5634.0 5801.0 5632.5 5788.5 +87.0 439 7,360 -69
Total Volume and Open Interest 237,710 281,200 +4,084
FT-SE 100(LIFFE)
Jun06 060531 5618.00 5741.00 5590.50 5726.00 +82.00 126,103 483,819 -4,563
Sep06 060531 5626.50 5751.50 5610.50 5740.50 +82.50 1,162 4,430 +215
Dec06 060531 5662.00 5772.50 5662.00 5772.50 +83.00 11 36,644 +1,495
Total Volume and Open Interest 127,276 525,893 -2,853
SPI 200(SFE)
Jun06 060531 5014.0 5028.0 4982.0 5007.0 -85.0 10,097 235,168 -5,769
Sep06 060531 5009.0 5020.0 4983.0 4999.0 -87.0 186 6,764 +120
Dec06 060531 5035.0 5035.0 5013.0 5020.0 -87.0 372 4,021 +275
Total Volume and Open Interest 10,655 249,012 -5,330
GSCI(CME)
Jun06 060531 477.30 477.30 468.00 474.80 -4.80 321 21,213 -19
Jul06 060531 477.40 480.90 477.40 480.80 -4.10 89 153 +71
Aug06 060531 483.00 483.00 483.00 483.00 -4.50 1 9 +1
Total Volume and Open Interest 411 21,375 +53
Reuters CRB Index(NYBOT)
Jun06 060531 386.00 386.00 379.75 379.75 -7.25 11 356 -1
Aug06 060531 393.00 393.00 389.25 389.25 -6.25 10 432 +1
Nov06 060531 398.75 398.75 398.75 398.75 -4.25 0 201 +0
Total Volume and Open Interest 21 989 +0
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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