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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 Fri June 02, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060602 587.00 610.00 586.75 609.00 +22.25 65,804 209,347 -744
Aug06 060602 594.00 615.00 594.00 614.75 +21.00 3,755 25,160 +886
Sep06 060602 600.50 622.00 600.50 621.00 +20.75 3,680 14,286 +526
Nov06 060602 612.50 634.00 612.00 633.25 +20.75 25,769 107,082 -165
Jan07 060602 623.00 643.00 623.00 642.00 +20.50 775 8,444 -49
Mar07 060602 631.00 648.00 631.00 647.50 +18.00 109 4,176 +6
May07 060602 636.00 650.50 636.00 649.75 +15.50 321 3,923 +37
Total Volume and Open Interest 102,401 389,736 +597
Soybean Meal(CBOT)
Jul06 060602 175.50 185.90 175.50 185.40 +10.20 21,013 101,030 -3,326
Aug06 060602 177.00 186.00 176.80 185.40 +9.30 3,852 25,496 +490
Sep06 060602 178.00 186.40 178.00 186.10 +9.20 1,513 18,189 +166
Oct06 060602 178.80 187.00 178.80 186.50 +8.40 788 9,873 -22
Dec06 060602 180.80 188.90 180.80 188.80 +8.60 9,297 40,608 +977
Jan07 060602 183.00 190.30 183.00 189.70 +8.40 132 3,293 -26
Mar07 060602 185.00 191.50 185.00 191.30 +8.30 427 3,239 +241
May07 060602 185.00 191.00 185.00 190.80 +7.90 408 3,795 +57
Total Volume and Open Interest 38,005 208,448 -1,200
Soybean Oil(CBOT)
Jul06 060602 25.17 25.57 25.15 25.43 +0.28 18,941 130,242 -4,908
Aug06 060602 25.39 25.70 25.37 25.65 +0.29 4,406 21,086 +2,196
Sep06 060602 25.57 25.90 25.57 25.85 +0.30 1,146 11,488 +271
Oct06 060602 25.90 26.07 25.90 26.07 +0.30 1,018 8,757 +446
Dec06 060602 26.22 26.55 26.20 26.54 +0.35 8,406 57,431 +3,175
Jan07 060602 26.72 26.72 26.72 26.72 +0.33 448 3,997 -414
Mar07 060602 26.97 26.97 26.97 26.97 +0.33 66 2,067 -16
May07 060602 26.95 27.20 26.95 27.20 +0.35 634 4,368 +158
Total Volume and Open Interest 35,776 250,911 +1,393
Canola(WCE)
Jul06 060602 285.5 288.9 284.9 287.7 +2.4 4,529 28,380 -1,885
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060602 304.0 307.5 303.1 306.0 +2.1 4,295 43,811 -1,086
Jan07 060602 313.4 315.5 313.4 313.8 +1.3 78 3,828 +6
Mar07 060602 318.0 320.0 318.0 318.5 +0.9 1 485 +1
Total Volume and Open Interest 8,906 81,111 -2,963
Corn(CBOT)
Jul06 060602 254.25 260.00 254.25 259.50 +5.00 81,303 481,047 -5,678
Sep06 060602 267.00 271.50 266.25 271.00 +4.75 16,787 215,624 +3,938
Dec06 060602 280.75 285.75 280.75 285.00 +4.25 40,729 393,268 +4,346
Mar07 060602 290.50 295.25 290.50 295.00 +4.25 2,966 72,099 -63
May07 060602 298.50 301.50 297.50 301.00 +3.00 545 10,519 +393
Jul07 060602 304.25 308.00 303.50 307.25 +3.50 2,408 32,900 -378
Total Volume and Open Interest 152,822 1,351,188 +2,199
Wheat(CBOT)
Jul06 060602 395.50 405.00 395.00 403.75 +11.75 44,386 232,209 -9,058
Sep06 060602 410.00 418.00 410.00 417.50 +9.50 13,926 94,616 +4,050
Dec06 060602 426.00 437.00 426.00 436.25 +11.25 6,927 109,414 -442
Mar07 060602 442.00 451.00 442.00 450.50 +10.25 1,392 30,429 +99
May07 060602 457.50 457.50 457.50 457.50 +11.00 0 718 +0
Total Volume and Open Interest 69,477 542,282 -4,562
Wheat(KCBT)
Jul06 060602 486.75 497.00 486.75 494.25 +10.75 12,243 72,593 -1,807
Sep06 060602 496.00 504.50 495.00 504.50 +9.50 4,465 25,138 +920
Dec06 060602 503.00 512.50 502.50 511.00 +10.00 2,432 30,911 -251
Mar07 060602 507.50 514.00 507.50 512.00 +9.25 262 3,457 +111
May07 060602 509.00 509.00 509.00 509.00 +8.00 50 55 +49
Total Volume and Open Interest 20,161 145,985 -691
Wheat(MGE)
Jul06 060602 459.00 468.00 459.00 466.00 +7.00 2,961 17,239 -1,046
Sep06 060602 472.00 477.00 471.50 477.00 +8.00 975 13,932 +399
Dec06 060602 482.00 486.50 482.00 486.00 +7.00 1,485 20,667 +31
Mar07 060602 490.00 495.00 490.00 495.00 +8.00 147 1,206 +98
May07 060602 496.00 496.00 496.00 496.00 +6.00 0 63 +0
Total Volume and Open Interest 5,698 56,842 -466
Oats(CBOT)
Jul06 060602 187.25 193.00 187.25 191.50 +4.75 1,639 4,956 -577
Sep06 060602 191.50 193.50 191.50 193.00 +3.00 957 4,265 +280
Dec06 060602 190.00 192.25 190.00 190.75 +2.00 214 5,116 -17
Mar07 060602 197.00 198.00 197.00 198.00 +2.00 4 110 +1
Total Volume and Open Interest 2,814 14,452 -313
Rough Rice(CBOT)
Jul06 060602 8.92 9.15 8.86 9.14 +0.23 875 6,589 -516
Sep06 060602 9.22 9.44 9.18 9.44 +0.24 445 2,827 -7
Nov06 060602 9.38 9.58 9.31 9.58 +0.22 235 3,497 -3
Jan07 060602 9.53 9.72 9.53 9.72 +0.20 23 810 +0
Total Volume and Open Interest 1,608 14,864 -553
Live Cattle(CME)
Jun06 060602 80.075 80.500 79.650 80.325 +0.350 7,420 36,651 -1,757
Aug06 060602 80.650 81.350 80.250 81.300 +0.600 14,306 133,941 -718
Oct06 060602 84.500 85.075 84.100 84.950 +0.400 6,348 49,399 -165
Dec06 060602 86.700 87.150 86.300 86.975 +0.200 1,533 25,550 +516
Feb07 060602 88.900 89.500 88.600 89.425 +0.200 581 9,856 +195
Apr07 060602 87.200 87.300 86.500 87.250 -0.050 126 1,871 +85
Total Volume and Open Interest 30,512 257,848 -1,681
Feeder Cattle(CME)
Aug06 060602 109.850 110.400 109.450 110.225 +0.250 2,844 18,617 +458
Sep06 060602 108.850 109.400 108.500 109.375 +0.375 263 3,062 +91
Oct06 060602 108.025 108.450 107.600 108.400 +0.200 323 2,483 +64
Nov06 060602 107.000 107.400 107.000 107.400 +0.100 63 721 +12
Jan07 060602 103.700 104.200 103.700 104.200 +0.325 112 469 +89
Mar07 060602 103.000 103.200 103.000 103.100 +0.500 2 36 +0
Apr07 060602 102.400 102.400 102.400 102.400 +0.550 0 1 +0
Total Volume and Open Interest 3,637 25,420 +714
Lean Hogs(CME)
Jun06 060602 69.900 69.900 68.850 69.400 -0.200 8,072 11,889 -2,163
Jul06 060602 68.800 69.000 68.150 68.900 +0.300 20,154 76,180 +297
Aug06 060602 67.150 67.600 66.600 67.550 +0.350 12,533 39,016 +3,663
Oct06 060602 58.000 58.600 57.600 58.525 +0.600 3,509 19,846 +517
Dec06 060602 55.900 56.450 55.650 56.375 +0.075 951 10,144 +268
Feb07 060602 58.000 58.475 57.800 58.475 +0.125 731 3,225 +374
Apr07 060602 58.750 59.250 58.750 58.800 -0.050 304 1,205 +118
May07 060602 60.750 60.950 60.600 60.950 unch 51 286 +50
Total Volume and Open Interest 46,375 161,926 +3,176
Pork Bellies(CME)
Jul06 060602 84.350 84.900 83.400 84.450 +1.100 436 1,746 +24
Aug06 060602 80.000 81.500 80.000 80.650 +1.550 69 529 +32
Feb07 060602 83.500 83.500 83.500 83.500 -0.750 1 20 +0
Mar07 060602 83.350 83.350 83.350 83.350 +0.050 0 6 +0
Total Volume and Open Interest 506 2,301 +56
Class III Milk(CME)
Jun06 060602 11.40 11.42 11.30 11.34 -0.08 141 3,102 -73
Jul06 060602 11.88 12.05 11.85 11.93 +0.05 227 3,500 +17
Aug06 060602 12.18 12.36 12.18 12.30 +0.12 239 3,782 +31
Sep06 060602 12.42 12.59 12.40 12.50 +0.08 141 3,882 +23
Oct06 060602 12.45 12.60 12.43 12.55 +0.10 111 3,438 +67
Total Volume and Open Interest 1,203 29,305 +223
Cocoa(NYBOT)
Jul06 060602 1483 1493 1460 1461 -15 9,541 52,611 -2,590
Sep06 060602 1514 1524 1493 1494 -14 3,560 36,989 +1,333
Dec06 060602 1552 1560 1531 1531 -14 684 18,795 +157
Mar07 060602 1585 1586 1561 1561 -14 550 13,939 +125
May07 060602 1580 1580 1580 1580 -15 152 5,690 +48
Jul07 060602 1615 1615 1599 1599 -16 22 2,734 +0
Sep07 060602 1617 1617 1617 1617 -14 44 7,714 +0
Total Volume and Open Interest 14,554 144,443 -927
Coffee "C"(NYBOT)
Jul06 060602 100.25 103.00 99.85 101.25 +1.30 13,396 65,291 -1,795
Sep06 060602 103.50 105.90 102.80 104.05 +1.20 5,090 34,334 +1,621
Dec06 060602 107.40 109.60 106.70 107.80 +1.10 1,223 11,698 +291
Mar07 060602 111.00 113.40 110.90 111.50 +1.10 485 4,431 +53
May07 060602 113.25 115.50 113.20 113.75 +1.00 268 893 -239
Jul07 060602 116.00 116.00 115.60 116.00 +1.00 500 516 +0
Total Volume and Open Interest 21,588 118,783 +53
Orange Juice(NYBOT)
Jul06 060602 149.80 152.40 149.30 152.30 +3.00 4,012 18,045 -1,493
Sep06 060602 149.80 152.50 149.70 152.50 +2.85 1,540 7,302 +872
Nov06 060602 149.10 152.00 149.00 152.00 +3.25 260 2,766 -27
Jan07 060602 148.50 151.85 148.50 151.85 +3.40 26 1,681 +9
Mar07 060602 152.35 152.35 152.35 152.35 +3.40 2 454 +0
Total Volume and Open Interest 5,843 30,298 -636
Sugar #11(NYBOT)
Jul06 060602 15.20 15.36 15.19 15.21 +0.07 60,286 200,285 -13,303
Oct06 060602 15.62 15.70 15.53 15.55 +0.08 32,240 127,210 +6,328
Mar07 060602 15.78 15.96 15.78 15.83 +0.15 11,378 73,113 +2,107
May07 060602 15.71 15.88 15.71 15.79 +0.18 4,067 33,898 +962
Jul07 060602 15.61 15.80 15.61 15.72 +0.21 1,024 26,212 +136
Total Volume and Open Interest 110,010 482,622 -3,238
Sugar #14(NYBOT)
Jul06 060602 23.70 23.80 23.70 23.80 -0.03 91 1,079 -147
Sep06 060602 23.65 23.66 23.65 23.66 -0.02 50 4,771 +24
Nov06 060602 22.76 22.79 22.76 22.79 +0.01 32 1,412 -12
Jan07 060602 22.53 22.53 22.53 22.53 -0.05 0 1,209 +0
Mar07 060602 22.58 22.58 22.58 22.58 +0.07 4 1,273 -3
Total Volume and Open Interest 179 11,680 -138
London Cocoa(LCE)
Jul06 060602 856 857 840 841 -10 15,896 72,589 -676
Sep06 060602 860 866 851 851 -9 4,392 39,386 +827
Dec06 060602 882 882 870 870 -8 2,978 40,274 -125
Mar07 060602 891 897 882 883 -8 1,853 23,199 +822
May07 060602 902 902 897 897 -7 144 3,883 +71
Jul07 060602 905 905 905 905 -7 24 2,736 +8
Sep07 060602 914 914 914 914 -7 23 1,454 +0
Total Volume and Open Interest 25,320 187,303 +927
London Coffee(LCE)
Jul06 060602 1143.00 1179.00 1136.00 1178.00 +36.00 8,649 51,680 -972
Sep06 060602 1162.00 1194.00 1152.00 1194.00 +35.00 4,199 42,330 +821
Nov06 060602 1171.00 1204.00 1162.00 1204.00 +36.00 1,156 28,674 +493
Jan07 060602 1180.00 1206.00 1180.00 1205.00 +33.00 1,007 2,938 +396
Mar07 060602 1196.00 1212.00 1196.00 1212.00 +33.00 281 928 +170
May07 060602 1216.00 1223.00 1216.00 1223.00 +34.00 267 804 +155
Total Volume and Open Interest 15,559 127,466 +1,063
London Sugar(LCE)
Aug06 060602 442.70 447.00 440.60 446.40 +2.90 5,720 28,040 -799
Oct06 060602 430.00 434.50 428.00 433.40 +3.40 3,522 17,940 +614
Dec06 060602 426.50 431.90 426.50 430.90 +2.40 536 8,429 +271
Mar07 060602 424.70 425.80 422.50 424.40 +0.50 308 6,170 +175
May07 060602 426.70 428.00 424.50 425.10 -0.10 369 3,039 +20
Total Volume and Open Interest 10,762 65,762 +563
Cotton(NYBOT)
Jul06 060602 52.51 53.00 52.11 52.92 +0.57 19,621 95,404 -4,813
Oct06 060602 56.10 56.20 55.80 56.20 +0.35 1,184 8,236 -85
Dec06 060602 57.65 57.89 57.20 57.88 +0.39 12,802 59,016 +2,477
Mar07 060602 59.95 60.30 59.80 60.30 +0.35 1,715 11,676 +378
May07 060602 60.95 60.95 60.95 60.95 -0.05 126 603 +52
Jul07 060602 61.70 61.70 61.50 61.65 -0.15 240 1,847 +141
Total Volume and Open Interest 36,043 178,064 -1,612
Lumber(CME)
Jul06 060602 305.1 305.3 295.1 298.5 -6.2 1,082 2,976 -277
Sep06 060602 322.0 322.2 312.5 312.8 -8.8 586 2,394 +39
Nov06 060602 316.5 316.5 311.3 311.9 -4.5 24 225 -5
Jan07 060602 323.5 323.5 323.5 323.5 -1.0 0 6 +0
Total Volume and Open Interest 1,694 5,608 -242
Crude Oil(NYM)
Jul06 060602 71.20 72.70 71.15 72.33 +1.99 129,406 263,315 -2,626
Aug06 060602 71.85 73.40 71.85 73.03 +1.80 66,872 131,556 +9,381
Sep06 060602 72.50 73.90 72.50 73.61 +1.75 21,102 70,601 +3,895
Oct06 060602 73.05 74.11 73.05 74.11 +1.74 3,173 34,697 -419
Nov06 060602 74.53 74.53 74.53 74.53 +1.76 1,030 24,718 +291
Dec06 060602 73.70 75.10 73.70 74.85 +1.77 16,989 108,756 +1,833
Jan07 060602 74.50 75.07 74.50 75.07 +1.78 3,979 32,343 +1,565
Feb07 060602 74.80 75.20 74.80 75.20 +1.78 1,083 13,920 +32
Mar07 060602 75.28 75.28 75.28 75.28 +1.79 1,824 15,214 +534
Apr07 060602 75.29 75.29 75.29 75.29 +1.79 1,593 9,892 +424
May07 060602 75.25 75.25 75.25 75.25 +1.79 615 6,909 +105
Jun07 060602 75.17 75.17 75.17 75.17 +1.79 1,655 37,427 -118
Jul07 060602 75.04 75.04 75.04 75.04 +1.78 525 9,692 +313
Aug07 060602 74.90 74.90 74.90 74.90 +1.77 100 5,432 +100
Sep07 060602 74.25 74.75 74.25 74.75 +1.76 320 7,339 +320
Oct07 060602 74.59 74.59 74.59 74.59 +1.75 90 3,326 +50
Total Volume and Open Interest 280,936 1,050,232 +22,067
Heating Oil(NYM)
Jul06 060602 200.00 203.50 199.70 201.45 +4.38 28,208 73,684 -194
Aug06 060602 203.25 205.50 203.25 204.58 +4.34 7,877 21,318 +1,305
Sep06 060602 206.75 208.00 206.50 207.63 +4.34 2,833 10,990 +373
Oct06 060602 209.50 211.50 209.50 210.63 +4.29 1,466 6,843 -147
Nov06 060602 213.00 215.00 213.00 214.23 +4.14 402 5,092 +26
Dec06 060602 216.50 219.00 216.50 217.93 +3.99 2,723 14,690 +259
Jan07 060602 218.00 221.60 218.00 220.63 +3.99 1,077 11,812 +227
Feb07 060602 220.00 222.30 220.00 221.28 +3.94 703 4,083 +336
Mar07 060602 219.25 220.80 219.25 219.73 +3.89 303 3,379 -55
Apr07 060602 215.00 215.00 214.23 214.23 +3.74 140 4,121 +21
May07 060602 209.50 211.10 209.50 210.13 +3.69 28 666 +12
Jun07 060602 208.03 208.03 208.03 208.03 +3.64 637 3,879 +458
Total Volume and Open Interest 46,505 161,799 +831
Unleaded Gas(NYM)
Jul06 060602 215.50 221.00 215.00 219.75 +7.03 31,470 56,362 +1,161
Aug06 060602 213.00 217.70 212.50 216.41 +6.84 7,733 13,600 +154
Sep06 060602 209.00 212.80 208.50 212.21 +6.24 1,133 8,462 +47
Oct06 060602 197.00 199.21 197.00 199.21 +5.44 601 5,564 -115
Nov06 060602 194.21 194.21 194.21 194.21 +5.24 120 1,993 -26
Dec06 060602 191.31 191.31 191.31 191.31 +5.04 116 2,463 +36
Jan07 060602 191.61 191.61 191.61 191.61 +4.99 52 1,577 +24
Total Volume and Open Interest 41,225 90,021 +223
Natural Gas(NYM)
Jul06 060602 6.420 6.690 6.370 6.623 +0.175 41,612 111,904 -3,305
Aug06 060602 6.660 6.910 6.650 6.883 +0.185 12,522 41,079 +2,449
Sep06 060602 6.930 7.200 6.920 7.163 +0.200 8,648 37,106 +1,285
Oct06 060602 7.270 7.570 7.270 7.528 +0.210 10,629 48,934 -1,905
Nov06 060602 8.500 8.723 8.500 8.723 +0.200 2,491 43,493 -313
Dec06 060602 9.760 9.950 9.760 9.948 +0.190 3,109 28,248 +51
Jan07 060602 10.280 10.530 10.280 10.528 +0.210 8,909 49,314 +278
Feb07 060602 10.370 10.533 10.370 10.533 +0.210 2,053 29,292 +956
Mar07 060602 10.190 10.348 10.170 10.348 +0.210 6,472 49,551 +2,920
Apr07 060602 8.390 8.470 8.390 8.468 +0.080 4,399 29,900 -2,313
May07 060602 8.220 8.308 8.220 8.308 +0.090 2,517 23,219 -1,482
Jun07 060602 8.350 8.420 8.350 8.398 +0.083 324 10,789 +315
Jul07 060602 8.450 8.520 8.435 8.518 +0.083 442 7,778 +243
Aug07 060602 8.530 8.613 8.530 8.613 +0.083 145 7,058 +65
Sep07 060602 8.718 8.718 8.718 8.718 +0.073 184 9,014 -8
Oct07 060602 8.800 8.880 8.800 8.878 +0.078 769 22,709 -139
Total Volume and Open Interest 114,402 834,168 +493
Brent Crude Oil(ICE)
Jul06 060602 69.73 71.60 69.53 71.03 +1.64 103,999 88,456 -8,704
Aug06 060602 70.60 72.42 70.40 71.89 +1.60 52,479 108,466 +4,895
Sep06 060602 71.24 73.05 71.13 72.51 +1.57 17,694 46,629 +1,406
Oct06 060602 71.80 73.29 71.59 72.97 +1.57 4,000 34,434 +512
Nov06 060602 72.18 73.60 72.08 73.31 +1.57 2,062 12,158 -70
Dec06 060602 72.45 73.91 72.23 73.56 +1.57 9,593 57,495 +1,613
Jan07 060602 72.66 74.08 72.46 73.77 +1.58 3,386 12,957 +1,030
Feb07 060602 73.91 73.91 73.91 73.91 +1.63 52 8,227 -1
Mar07 060602 73.95 73.95 73.95 73.95 +1.64 1,650 7,521 +899
Apr07 060602 72.70 73.97 72.70 73.97 +1.63 2,240 3,666 +1,376
May07 060602 72.70 74.25 72.52 73.94 +1.62 464 1,358 +392
Jun07 060602 72.45 74.15 72.45 73.85 +1.62 1,782 10,086 -1,156
Jul07 060602 73.68 73.68 73.68 73.68 +1.58 0 50 +0
Aug07 060602 73.51 73.51 73.51 73.51 +1.54 0 235 +0
Total Volume and Open Interest 203,716 442,675 +2,366
Gas Oil(ICE)
Jun06 060602 619.00 635.25 619.00 627.75 +0.25 35,895 32,370 -4,837
Jul06 060602 622.25 640.00 622.25 632.50 +0.50 31,518 64,201 +1,150
Aug06 060602 630.00 645.00 630.00 639.25 +0.75 10,897 21,634 +1,454
Sep06 060602 636.25 651.00 636.25 646.25 +0.50 3,889 13,301 +1,373
Oct06 060602 647.75 657.75 647.75 653.00 +0.50 1,600 11,437 +69
Nov06 060602 654.00 661.75 654.00 659.00 +0.25 1,781 7,474 +1,386
Dec06 060602 659.00 668.00 659.00 664.25 +0.25 2,988 28,463 -367
Jan07 060602 663.00 671.00 663.00 668.00 unch 112 7,663 +8
Feb07 060602 667.75 668.00 667.25 667.25 -0.25 0 501 +0
Mar07 060602 665.50 665.50 665.50 665.50 -0.25 0 3,534 +0
Total Volume and Open Interest 89,230 221,491 +116
US Dollar Index(NYBOT)
Jun06 060602 84.63 84.75 83.83 84.00 -0.74 2,842 35,884 +300
Sep06 060602 84.40 84.44 83.52 83.64 -0.76 156 3,067 -6
Dec06 060602 84.00 84.00 83.32 83.32 -0.77 45 110 +19
Total Volume and Open Interest 3,043 39,066 +313
Australian Dollar(CME)
Jun06 060602 74.67 75.17 74.67 75.16 +0.44 10,694 71,334 -2,789
Sep06 060602 75.00 75.10 74.99 75.05 +0.44 5 1,432 +148
Dec06 060602 74.94 74.94 74.94 74.94 +0.44 0 207 -23
Total Volume and Open Interest 10,699 72,991 -2,664
British Pound(CME)
Jun06 060602 186.64 188.60 186.64 188.36 +1.82 3,313 103,696 -4,390
Sep06 060602 188.35 188.79 188.35 188.65 +1.81 12 1,073 -40
Dec06 060602 188.95 188.95 188.95 188.95 +1.80 0 161 +7
Total Volume and Open Interest 3,325 104,931 -4,423
Canadian Dollar(CME)
Jun06 060602 90.53 91.17 90.52 90.84 +0.08 8,202 107,470 -1,935
Sep06 060602 91.15 91.32 91.06 91.06 +0.07 510 5,752 +463
Dec06 060602 91.54 91.54 91.30 91.30 +0.07 1 1,082 -3
Mar07 060602 91.54 91.54 91.54 91.54 +0.07 0 184 +0
Total Volume and Open Interest 8,713 114,539 -1,474
Japanese Yen(CME)
Jun06 060602 88.77 89.99 88.77 89.72 +0.77 4,133 167,395 -4,277
Sep06 060602 90.60 91.15 90.60 90.83 +0.77 119 35,284 +214
Dec06 060602 91.91 91.91 91.91 91.91 +0.77 0 309 +13
Total Volume and Open Interest 4,252 203,016 -4,050
Swiss Franc(CME)
Jun06 060602 82.11 83.03 82.11 82.92 +0.95 4,510 99,748 +618
Sep06 060602 83.58 83.83 83.58 83.71 +0.95 1,483 2,584 +1,619
Dec06 060602 84.42 84.42 84.42 84.42 +0.95 6 57 +6
Total Volume and Open Interest 5,999 102,395 +2,243
EuroFX(CME)
Jun06 060602 128.29 129.52 128.29 129.32 +1.17 7,511 196,915 +3,429
Sep06 060602 129.80 130.19 129.80 130.05 +1.17 330 8,135 +972
Dec06 060602 130.60 130.84 130.60 130.69 +1.17 3 546 +27
Total Volume and Open Interest 7,844 205,735 +4,428
Mexican Peso(CME)
Jun06 060602 8892.0 8940.0 8795.0 8825.0 -57.0 5,752 61,743 -3,776
Sep06 060602 8872.0 8872.0 8750.0 8775.0 -57.0 824 1,925 +879
Total Volume and Open Interest 6,613 88,510 -2,897
30-Year T-Bonds(CBOT)
Jun06 060602 106~17 107~25 106~15 107~22 +1~07 115,779 205,998 -52,040
Sep06 060602 106~12 107~21 106~09 107~18 +1~09 434,901 586,438 +35,654
Dec06 060602 106~16 107~31 106~16 107~18 +1~10 468 2,246 +393
Total Volume and Open Interest 551,148 794,683 -15,993
10-Year T-Notes(CBOT)
Jun06 060602 105~055 106~000 105~045 105~310 +0~265 304,299 274,298 -120,056
Sep06 060602 105~010 105~285 105~000 105~270 +0~275 1,054,989 1,757,593 +154,565
Total Volume and Open Interest 1,360,791 2,041,777 +34,770
5-Year T-Notes(CBOT)
Jun06 060602 103~245 104~090 103~245 104~090 +0~175 107,784 0 +0
Sep06 060602 103~220 104~075 103~215 104~070 +0~180 456,663 0 +0
Dec06 060602 104~070 104~070 104~070 104~070 +0~175 0 1 +0
Total Volume and Open Interest 564,447 1 +0
2 Year T-Notes(CBOT)
Jun06 060602 101~076 101~100 101~076 101~100 +0~028 8,170 49,513 -60,294
Sep06 060602 101~081 101~110 101~081 101~109 +0~031 7,031 495,340 +41,702
Total Volume and Open Interest 15,201 544,853 -18,592
Eurodollars(CME)
Jun06 060602 94.688 94.745 94.688 94.732 +0.057 34,733 1,284,278 +9,174
Sep06 060602 94.575 94.700 94.570 94.690 +0.115 427,052 1,388,511 +9,391
Dec06 060602 94.575 94.705 94.575 94.695 +0.130 29,973 1,543,879 +396
Mar07 060602 94.625 94.760 94.620 94.755 +0.145 23,945 1,252,957 +2,455
Jun07 060602 94.655 94.800 94.655 94.795 +0.155 26,941 1,096,001 +10,988
Sep07 060602 94.670 94.810 94.670 94.810 +0.155 33,621 949,113 +30,325
Dec07 060602 94.665 94.800 94.665 94.800 +0.150 30,642 607,030 -3,035
Mar08 060602 94.660 94.795 94.655 94.790 +0.145 26,333 457,643 +9,583
Jun08 060602 94.630 94.765 94.630 94.765 +0.145 20,766 284,504 +3,269
Sep08 060602 94.610 94.740 94.605 94.740 +0.140 14,955 247,116 +2,604
Dec08 060602 94.570 94.700 94.570 94.700 +0.140 15,115 213,748 +2,130
Mar09 060602 94.555 94.685 94.555 94.685 +0.140 15,928 159,156 -1,755
Jun09 060602 94.530 94.660 94.530 94.660 +0.140 13,412 126,556 -795
Sep09 060602 94.500 94.625 94.500 94.625 +0.135 9,998 113,071 -2,063
Dec09 060602 94.455 94.580 94.455 94.580 +0.135 9,353 106,970 -1,001
Mar10 060602 94.440 94.565 94.440 94.560 +0.130 12,405 90,967 -780
Jun10 060602 94.410 94.535 94.405 94.530 +0.130 6,300 73,064 +236
Sep10 060602 94.375 94.500 94.370 94.495 +0.130 5,457 58,349 -979
Total Volume and Open Interest 394,230 10,276,589 +69,317
3-Mth Euro-Yen(CME)
Jun06 060602 99.67 99.67 99.67 99.67 unch 702 13,959 +1,208
Sep06 060602 99.47 99.49 99.47 99.49 +0.02 697 13,040 +1,262
Dec06 060602 99.28 99.31 99.28 99.30 +0.02 1,451 8,371 +223
Mar07 060602 99.09 99.11 99.09 99.11 +0.02 386 6,206 -24
Jun07 060602 98.91 98.93 98.91 98.92 +0.02 7 4,799 -159
Sep07 060602 98.76 98.76 98.76 98.76 +0.01 0 1,916 -1
Dec07 060602 98.60 98.61 98.60 98.61 +0.01 10 1,291 +10
Mar08 060602 98.48 98.48 98.48 98.48 +0.03 9 201 +0
Jun08 060602 98.33 98.33 98.33 98.33 +0.01 0 251 +0
Sep08 060602 98.18 98.22 98.18 98.22 unch      
Total Volume and Open Interest 3,262 50,040 +2,519
3-Mth Euro-Yen(SIMEX)
Jun06 060602 99.66 99.67 99.66 99.67 +0.01 2,735 64,231 +3,108
Sep06 060602 99.45 99.47 99.45 99.46 +0.02 1,073 56,983 +185
Dec06 060602 99.26 99.29 99.26 99.27 +0.02 4,991 108,598 -669
Mar07 060602 99.07 99.09 99.06 99.08 +0.01 1,553 50,543 -672
Jun07 060602 98.91 98.91 98.90 98.90 +0.02 375 25,258 +239
Sep07 060602 98.73 98.75 98.73 98.74 +0.02 364 18,042 +665
Dec07 060602 98.60 98.60 98.59 98.59 +0.02 525 23,916 +524
Mar08 060602 98.46 98.46 98.46 98.46 +0.03 0 17,500 +0
Total Volume and Open Interest 11,616 366,653 +3,382
German Euro-Bund(EUREX)
Jun06 060602 115.81 116.43 115.64 116.31 +0.50 1,873,044 1,469,120 -103,322
Sep06 060602 115.86 116.56 115.75 116.45 +0.55 165,540 273,964 +68,949
Dec06 060602 115.77 115.77 115.77 115.77 +0.51 606 36 +25
Total Volume and Open Interest 2,039,190 1,743,120 -40,890
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060602 109.62 109.97 109.51 109.88 +0.27 167,587 215,223 +65,599
Dec06 060602 109.54 109.54 109.54 109.54 +0.24      
Total Volume and Open Interest 1,158,460 1,292,502 -30,370
Long Gilt(LIFFE)
Jun06 060602 109~20 110~08 109~20 110~05 +0~12 23,877 85,750 -15,767
Sep06 060602 109~10 110~00 109~10 109~28 +0~12 73,154 264,203 +10,532
Total Volume and Open Interest 97,031 349,953 -5,235
3-Mth Short Sterling(LIFFE)
Jun06 060602 95.28 95.28 95.28 95.28 +0.02 46,666 420,460 -4,594
Sep06 060602 95.18 95.18 95.18 95.18 +0.03 66,466 506,102 +2,598
Dec06 060602 95.08 95.08 95.08 95.08 +0.04 73,651 353,258 +5,025
Total Volume and Open Interest 327,290 2,435,727 +5,489
3-Mth Euribor(LIFFE)
Jun06 060602 96.965 96.990 96.960 96.980 +0.015 131,353 551,651 -7,276
Sep06 060602 96.705 96.750 96.695 96.730 +0.020 112,748 593,000 +11,054
Dec06 060602 96.510 96.565 96.500 96.540 +0.025 198,701 630,092 +24,144
Total Volume and Open Interest 956,021 3,582,036 +14,339
3-Mth Aus T-Bills(SFE)
Jun06 060602 94.10 94.10 94.09 94.10 unch 2,656 91,666 +1,123
Sep06 060602 93.95 93.96 93.95 93.96 +0.01 22,706 294,261 +7,944
Dec06 060602 93.91 93.92 93.91 93.92 +0.01 9,351 125,681 +4,374
Mar07 060602 93.90 93.92 93.90 93.92 +0.02 4,285 62,780 +1,471
Jun07 060602 93.90 93.91 93.90 93.91 +0.02 1,546 34,116 +769
Sep07 060602 93.89 93.90 93.89 93.90 +0.02 1,298 22,132 +529
Dec07 060602 93.87 93.88 93.86 93.88 +0.03 200 15,177 +322
Mar08 060602 93.86 93.86 93.85 93.86 +0.02 15 7,179 -45
Jun08 060602 93.84 93.84 93.84 93.84 +0.02 402 1,494 +402
Sep08 060602 93.83 93.83 93.83 93.83 +0.02 152 1,065 +150
Total Volume and Open Interest 42,613 657,970 +17,041
10-Year Aus T-Bonds(SFE)
Jun06 060602 94.26 94.29 94.26 94.27 +0.02 38,962 347,205 +26,206
Sep06 060602 94.25 94.25 94.25 94.25 +0.02 603 620 +605
Total Volume and Open Interest 39,565 347,825 +26,811
3-Year Aus T-Bonds(SFE)
Jun06 060602 94.28 94.31 94.28 94.30 +0.02 90,251 513,354 +32,500
Sep06 060602 94.29 94.29 94.28 94.28 +0.02 0 1,294 +306
Total Volume and Open Interest 90,251 514,648 +32,806
Gold(CMX)
Jun06 060602 630.0 637.5 628.0 635.5 +7.9 1,682 2,571 -7,266
Aug06 060602 636.0 644.0 634.0 641.0 +7.5 62,875 190,284 +1,596
Oct06 060602 648.0 650.0 640.0 647.4 +7.4 655 10,218 +46
Dec06 060602 649.5 658.0 647.0 653.8 +7.4 1,415 29,513 -113
Feb07 060602 660.1 660.1 660.1 660.1 +7.4 31 13,287 -4
Apr07 060602 666.3 666.3 666.3 666.3 +7.3 32 1,858 +24
Jun07 060602 675.0 675.0 672.5 672.5 +7.2 300 12,267 +223
Aug07 060602 678.7 678.7 678.7 678.7 +7.2 0 390 +5
Oct07 060602 685.0 685.0 685.0 685.0 +7.2 22 2,016 +5
Dec07 060602 686.0 692.5 686.0 691.2 +7.0 100 14,183 +36
Feb08 060602 697.4 697.4 697.4 697.4 +6.8 0 945 +0
Apr08 060602 48.2 48.2 48.2 48.2 +6.7      
Total Volume and Open Interest 67,281 287,061 -5,420
Silver(CMX)
Jul06 060602 1208.0 1226.0 1192.0 1208.5 +18.0 22,286 53,242 -717
Sep06 060602 1216.0 1227.0 1205.0 1219.2 +17.5 2,198 14,980 +759
Dec06 060602 1226.0 1247.0 1210.0 1227.5 +15.8 1,518 17,202 -426
Mar07 060602 1231.7 1231.7 1231.7 1231.7 +13.5 33 7,703 -3
May07 060602 1232.7 1232.7 1232.7 1232.7 +12.5 0 2,560 +0
Jul07 060602 1230.0 1233.5 1230.0 1233.5 +11.5 19 5,142 -85
Sep07 060602 1219.0 1228.8 1219.0 1228.8 +11.5 0 335 +0
Total Volume and Open Interest 26,229 109,730 -508
Platinum(NYM)
Jul06 060602 1230.5 1245.0 1228.2 1244.9 +15.1 2,136 7,197 -640
Oct06 060602 1241.0 1259.0 1241.0 1256.6 +12.8 288 1,831 +170
Jan07 060602 1266.6 1266.6 1266.6 1266.6 +12.8 0 2 +0
Total Volume and Open Interest 2,424 9,030 -470
Palladium(NYME)
Jun06 060602 350.00 353.15 344.50 353.15 +15.75 123 1,417 -545
Sep06 060602 349.00 360.00 347.00 358.35 +15.45 1,416 14,837 +134
Dec06 060602 355.00 362.00 355.00 361.35 +15.45 15 504 +1
Total Volume and Open Interest 1,554 16,794 -410
Copper(CMX)
Jul06 060602 360.50 362.00 351.00 358.65 +11.55 10,175 44,565 -2,007
Sep06 060602 358.00 358.00 347.50 354.95 +11.50 2,265 14,409 +501
Dec06 060602 346.00 348.00 341.00 344.95 +11.35 616 5,044 +106
Mar07 060602 333.00 334.95 333.00 334.95 +11.60 9 929 +4
May07 060602 327.00 327.00 326.95 326.95 +12.00 5 442 +3
Total Volume and Open Interest 14,186 76,824 -1,189
Aluminum(CMX)
Jun06 060602 120.00 120.00 120.00 120.00 +2.00 5 160 -22
Jul06 060602 121.00 121.00 121.00 121.00 +2.00 4 71 +3
Aug06 060602 121.60 121.60 121.60 121.60 +2.00      
Sep06 060602 121.95 121.95 121.95 121.95 +2.00 0 1 +0
Oct06 060602 121.90 121.90 121.90 121.90 +2.00 0 40 +0
Nov06 060602 121.95 121.95 121.95 121.95 +2.00 0 40 +0
Total Volume and Open Interest 9 883 -19
DJIA Index(CBOT)
Jun06 060602 11280 11318 11200 11253 -3 5,266 42,420 -214
Sep06 060602 11385 11395 11285 11335 -3 214 655 +21
Dec06 060602 11390 11420 11385 11396 -3 6 1,699 -2
Mar07 060602 11518 11518 11518 11518 -3      
Total Volume and Open Interest 5,486 44,774 -195
S & P 500(CME)
Jun06 060602 1289.80 1292.20 1281.50 1288.20 +2.40 72,770 520,495 -13,810
Sep06 060602 1301.30 1302.70 1293.20 1299.10 +2.30 22,425 142,313 +11,344
Dec06 060602 1309.70 1309.70 1309.70 1309.70 +2.00 4 4,218 -4
Mar07 060602 1320.10 1320.10 1320.10 1320.10 +1.60 4 139 -4
Total Volume and Open Interest 95,207 667,518 -2,472
S & P 500 E-Mini(Globex)
Jun06 060602 1285.75 1294.00 1281.25 1288.25 +2.50 1,058,355 1,399,587 -10,961
Sep06 060602 1296.50 1304.25 1292.25 1299.00 +2.25 9,666 78,341 +3,456
Total Volume and Open Interest 1,068,021 1,477,928 -7,505
NASDAQ 100(CME)
Jun06 060602 1626.00 1629.00 1601.00 1614.50 -4.50 7,054 69,329 -1,506
Sep06 060602 1645.30 1646.00 1625.50 1633.50 -4.50 1,170 2,143 +1,310
Dec06 060602 1652.50 1652.50 1652.50 1652.50 -4.30 0 10 +0
Total Volume and Open Interest 8,224 71,482 -196
NASDAQ 100 E-Mini(Globex)
Jun06 060602 1618.80 1636.80 1601.00 1614.50 -4.50 284,003 412,099 -10,426
Sep06 060602 1637.00 1654.00 1620.50 1633.50 -4.50 1,345 2,272 +852
Total Volume and Open Interest 285,348 414,371 -9,574
S & P Midcap 400(CME)
Jun06 060602 782.00 784.50 777.50 781.30 +2.60 227 10,638 -40
Sep06 060602 130.14 133.84 130.14 133.84 +2.60 60 81 +80
Dec06 060602 140.84 140.84 140.84 140.84 +2.60      
Total Volume and Open Interest 287 10,719 +40
Russell 2000(CME)
Jun06 060602 742.00 743.00 732.25 737.90 unch 3,667 41,651 -491
Sep06 060602 748.50 748.50 738.50 743.90 +0.05 1,387 3,800 +1,311
Dec06 060602 750.00 750.00 749.00 749.90 +0.05 0 7 +0
Total Volume and Open Interest 5,054 45,458 +820
Russell 2000 E-Mini(Globex)
Jun06 060602 737.80 744.00 732.00 737.90 unch 159,957 411,984 -7,060
Sep06 060602 745.10 749.70 738.50 743.90 unch 6,627 16,491 +5,818
Total Volume and Open Interest 166,584 428,475 -1,242
Value Line(KCBT)
Jun06 060602 2060.00 2060.00 2060.00 2060.00 unch 2 82 +0
Total Volume and Open Interest 2 83 +0
Nikkei 225(CME)
Jun06 060602 15690 15825 15260 15810 +315 55,106 226,023 +999
Sep06 060602 15705 15820 15275 15790 +295 1,640 2,050 +1,132
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060602 15690 15825 15260 15810 +315 55,106 226,023 +999
Sep06 060602 15705 15820 15275 15790 +295 1,640 2,050 +1,132
Dec06 060602 15750 15750 15750 15750 +285      
Total Volume and Open Interest 56,746 228,131 +2,130
CAC 40(MATIF)
Jun06 060602 4960.5 5007.0 4916.5 4943.5 +16.5 118,528 510,490 +5,962
Jul06 060602 4995.5 4999.0 4929.0 4951.5 +16.5 1,813 10,861 +149
Aug06 060602 4962.5 4962.5 4962.5 4962.5 +16.5      
Total Volume and Open Interest 120,552 530,724 +6,258
Hang Seng Index(HKFE)
Jun06 060602 15680 15981 15668 15972 +324 34,365 112,731 -140
Jul06 060602 15742 16031 15730 16028 +328 922 721 +721
Total Volume and Open Interest 35,378 114,216 +598
DAX Index(EUREX)
Jun06 060602 5754.0 5784.0 5663.5 5684.5 -25.5 196,374 256,511 -4,348
Sep06 060602 5797.5 5825.0 5708.0 5727.0 -25.5 781 13,852 +128
Dec06 060602 5858.0 5872.5 5757.5 5774.0 -26.0 821 7,574 +195
Total Volume and Open Interest 197,976 277,937 -4,025
FT-SE 100(LIFFE)
Jun06 060602 5795.00 5800.00 5739.00 5754.00 +13.50 98,935 484,555 +1,163
Sep06 060602 5808.00 5808.50 5757.50 5768.50 +14.00 188 5,567 +1,108
Dec06 060602 5801.50 5801.50 5801.50 5801.50 +14.50 5 36,644 +0
Total Volume and Open Interest 99,128 527,766 +2,271
SPI 200(SFE)
Jun06 060602 5111.0 5111.0 5040.0 5084.0 +17.0 14,493 242,995 +1,798
Sep06 060602 5097.0 5097.0 5038.0 5075.0 +16.0 74 6,840 +14
Dec06 060602 5076.0 5096.0 5065.0 5096.0 +16.0 25 3,958 -8
Total Volume and Open Interest 14,592 256,912 +1,804
GSCI(CME)
Jun06 060602 476.40 482.70 475.60 482.70 +13.10 263 21,388 -66
Jul06 060602 485.40 488.00 485.40 488.00 +12.00 49 301 +46
Aug06 060602 491.00 491.00 491.00 491.00 +12.00 0 9 +0
Total Volume and Open Interest 312 21,698 -20
Reuters CRB Index(NYBOT)
Jun06 060602 379.50 384.50 379.50 384.50 +5.75 31 346 -8
Aug06 060602 389.00 394.00 389.00 394.00 +5.75 12 435 +3
Nov06 060602 402.50 402.50 402.50 402.50 +5.75 0 201 +0
Total Volume and Open Interest 43 982 -5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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