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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 Mon June 05, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul06 060605 609.00 611.00 600.50 603.25 -5.75 94,637 204,446 -4,901
Aug06 060605 616.00 617.25 607.50 610.00 -4.75 9,245 27,089 +1,929
Sep06 060605 621.00 622.50 613.50 616.00 -5.00 2,412 14,104 -182
Nov06 060605 633.00 635.00 625.75 629.00 -4.25 28,975 109,890 +2,808
Jan07 060605 644.00 644.00 636.00 637.25 -4.75 815 8,680 +236
Mar07 060605 648.50 648.50 642.00 644.50 -3.00 1,212 4,893 +717
May07 060605 646.00 649.00 644.00 648.50 -1.25 1,396 4,481 +558
Total Volume and Open Interest 143,503 390,927 +1,191
Soybean Meal(CBOT)
Jul06 060605 185.80 187.50 183.10 183.90 -1.50 61,957 86,862 -14,168
Aug06 060605 187.00 187.90 183.60 184.00 -1.40 7,598 25,144 -352
Sep06 060605 187.50 188.00 184.30 184.70 -1.40 1,938 18,511 +322
Oct06 060605 187.50 188.50 185.20 185.70 -0.80 757 9,825 -48
Dec06 060605 189.50 191.00 187.00 187.80 -1.00 12,032 39,874 -734
Jan07 060605 190.00 192.00 188.00 188.60 -1.10 522 3,479 +186
Mar07 060605 191.00 192.30 189.00 190.00 -1.30 489 3,267 +28
May07 060605 190.50 191.50 189.00 189.60 -1.20 561 4,100 +305
Total Volume and Open Interest 87,501 194,422 -14,026
Soybean Oil(CBOT)
Jul06 060605 25.52 25.65 25.18 25.30 -0.13 18,594 129,146 -1,096
Aug06 060605 25.82 25.82 25.38 25.51 -0.14 3,547 21,434 +348
Sep06 060605 25.95 25.95 25.60 25.71 -0.14 1,034 11,879 +391
Oct06 060605 25.98 25.98 25.81 25.94 -0.13 401 8,875 +118
Dec06 060605 26.57 26.65 26.22 26.36 -0.18 8,410 57,933 +502
Jan07 060605 26.56 26.56 26.56 26.56 -0.16 50 4,047 +50
Mar07 060605 26.75 26.83 26.75 26.83 -0.14 110 2,067 +0
May07 060605 26.95 27.07 26.95 27.07 -0.13 1,635 4,856 +488
Total Volume and Open Interest 39,111 254,711 +3,800
Canola(WCE)
Jul06 060605 287.5 288.6 286.5 286.8 -0.9 7,825 26,076 -2,304
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060605 306.9 307.5 305.0 305.3 -0.7 7,934 46,638 +2,827
Jan07 060605 314.0 314.0 314.0 314.0 +0.2 68 3,864 +36
Mar07 060605 320.6 321.7 320.6 321.7 +3.2 18 501 +16
Total Volume and Open Interest 16,591 82,063 +952
Corn(CBOT)
Jul06 060605 257.00 257.75 252.00 253.00 -6.50 75,754 468,457 -12,590
Sep06 060605 268.50 269.00 263.50 264.75 -6.25 15,958 220,527 +4,903
Dec06 060605 283.25 283.50 278.00 278.75 -6.25 51,610 395,920 +2,652
Mar07 060605 292.50 293.00 289.00 290.00 -5.00 4,216 73,555 +1,456
May07 060605 297.00 299.75 296.00 296.50 -4.50 1,535 10,890 +371
Jul07 060605 304.50 305.75 302.25 302.25 -5.00 2,656 33,403 +503
Total Volume and Open Interest 163,398 1,349,266 -1,922
Wheat(CBOT)
Jul06 060605 403.50 407.00 398.00 398.50 -5.25 27,202 226,741 -5,468
Sep06 060605 417.00 422.00 413.50 414.25 -3.25 9,329 97,937 +3,321
Dec06 060605 434.00 438.50 431.50 431.75 -4.50 5,267 110,249 +835
Mar07 060605 449.00 452.50 446.00 446.75 -3.75 1,143 30,651 +222
May07 060605 454.50 459.00 454.00 454.50 -3.00 0 718 +0
Total Volume and Open Interest 45,957 541,862 -420
Wheat(KCBT)
Jul06 060605 493.00 499.50 491.00 495.50 +1.25 7,479 70,470 -2,123
Sep06 060605 502.00 507.00 499.00 503.75 -0.75 2,738 25,403 +265
Dec06 060605 509.50 515.50 507.50 511.50 +0.50 2,481 31,132 +221
Mar07 060605 511.00 517.50 511.00 512.00 unch 278 3,610 +153
May07 060605 509.00 509.00 509.00 509.00 unch 0 55 +0
Total Volume and Open Interest 13,914 145,065 -920
Wheat(MGE)
Jul06 060605 465.00 470.00 463.00 465.00 -1.00 2,181 17,027 -212
Sep06 060605 475.00 478.00 472.00 473.75 -3.25 1,107 13,434 -498
Dec06 060605 484.50 488.00 482.00 482.75 -3.25 964 20,429 -238
Mar07 060605 492.00 494.00 489.00 491.50 -3.50 51 1,133 -73
May07 060605 496.00 496.00 496.00 496.00 unch 0 63 +0
Total Volume and Open Interest 4,459 55,838 -1,004
Oats(CBOT)
Jul06 060605 190.00 195.00 190.00 190.50 -1.00 887 4,867 -89
Sep06 060605 192.00 195.50 192.00 192.50 -0.50 136 4,262 -3
Dec06 060605 190.00 194.00 189.75 191.50 +0.75 254 5,079 -37
Mar07 060605 196.00 199.00 196.00 199.00 +1.00 7 111 +1
Total Volume and Open Interest 1,284 14,324 -128
Rough Rice(CBOT)
Jul06 060605 9.14 9.22 9.04 9.07 -0.07 474 6,279 -310
Sep06 060605 9.42 9.49 9.32 9.35 -0.09 240 2,932 +105
Nov06 060605 9.56 9.63 9.46 9.50 -0.08 341 3,463 -34
Jan07 060605 9.74 9.74 9.62 9.62 -0.10 36 820 +10
Total Volume and Open Interest 1,132 14,637 -227
Live Cattle(CME)
Jun06 060605 80.250 80.725 79.725 80.175 -0.150 9,661 27,996 -8,655
Aug06 060605 80.900 81.675 80.425 80.675 -0.625 15,105 134,589 +648
Oct06 060605 84.000 85.200 84.000 84.075 -0.875 4,613 49,417 +18
Dec06 060605 86.200 87.250 86.175 86.275 -0.700 2,999 26,378 +828
Feb07 060605 89.100 89.350 88.500 88.700 -0.725 475 10,040 +184
Apr07 060605 87.200 87.200 86.250 86.500 -0.750 102 1,892 +21
Total Volume and Open Interest 32,973 250,892 -6,956
Feeder Cattle(CME)
Aug06 060605 110.150 110.900 109.350 109.575 -0.650 1,999 18,568 -49
Sep06 060605 109.250 109.750 108.600 108.850 -0.525 248 3,162 +100
Oct06 060605 108.250 108.600 107.600 107.900 -0.500 155 2,523 +40
Nov06 060605 107.275 107.650 106.700 106.850 -0.550 42 737 +16
Jan07 060605 104.200 104.350 103.750 103.750 -0.450 45 487 +18
Mar07 060605 103.250 103.250 102.900 102.900 -0.200 6 39 +3
Apr07 060605 102.800 102.900 102.300 102.300 -0.100 0 1 +0
Total Volume and Open Interest 2,495 25,548 +128
Lean Hogs(CME)
Jun06 060605 69.500 70.200 69.500 70.125 +0.725 4,596 11,069 -820
Jul06 060605 68.950 70.450 68.950 70.175 +1.275 11,946 74,746 -1,434
Aug06 060605 67.600 69.000 67.600 68.825 +1.275 9,278 39,117 +101
Oct06 060605 58.650 59.975 58.600 59.650 +1.125 3,674 21,560 +1,714
Dec06 060605 56.100 57.250 56.100 57.225 +0.850 1,136 10,798 +654
Feb07 060605 58.200 59.300 58.100 59.150 +0.675 486 3,400 +175
Apr07 060605 58.800 59.850 58.800 59.825 +1.025 417 1,426 +221
May07 060605 61.000 61.900 61.000 61.900 +0.950 35 306 +20
Total Volume and Open Interest 31,620 162,591 +665
Pork Bellies(CME)
Jul06 060605 84.450 86.600 84.450 86.200 +1.750 447 1,657 -89
Aug06 060605 81.600 83.500 81.600 82.150 +1.500 58 529 +0
Feb07 060605 83.750 83.750 83.750 83.750 +0.250 2 22 +2
Mar07 060605 83.400 83.400 83.400 83.400 +0.050 0 6 +0
Total Volume and Open Interest 507 2,214 -87
Class III Milk(CME)
Jun06 060605 11.28 11.34 11.26 11.34 unch 72 3,066 -36
Jul06 060605 11.93 11.98 11.83 11.91 -0.02 149 3,532 +32
Aug06 060605 12.35 12.50 12.28 12.30 unch 134 3,770 -12
Sep06 060605 12.50 12.60 12.50 12.53 +0.03 70 3,883 +1
Oct06 060605 12.55 12.65 12.54 12.58 +0.03 66 3,441 +3
Total Volume and Open Interest 676 29,350 +45
Cocoa(NYBOT)
Jul06 060605 1473 1484 1467 1474 +13 5,292 51,459 -1,152
Sep06 060605 1503 1515 1499 1506 +12 3,114 37,475 +486
Dec06 060605 1540 1551 1538 1542 +11 769 18,992 +197
Mar07 060605 1580 1583 1574 1574 +13 734 14,394 +455
May07 060605 1593 1593 1593 1593 +13 65 5,740 +50
Jul07 060605 1612 1612 1612 1612 +13 220 2,733 -1
Sep07 060605 1630 1630 1630 1630 +13 346 7,837 +123
Total Volume and Open Interest 10,540 144,601 +158
Coffee "C"(NYBOT)
Jul06 060605 100.95 101.20 98.00 98.45 -2.80 15,586 62,138 -3,153
Sep06 060605 103.75 104.00 101.00 101.25 -2.80 5,781 35,591 +1,257
Dec06 060605 107.25 108.00 104.80 105.05 -2.75 1,075 11,894 +196
Mar07 060605 110.90 111.30 108.70 108.70 -2.80 821 4,753 +322
May07 060605 113.50 113.50 110.95 110.95 -2.80 208 1,033 +140
Jul07 060605 113.20 113.20 113.20 113.20 -2.80 32 517 +1
Total Volume and Open Interest 23,836 117,670 -1,113
Orange Juice(NYBOT)
Jul06 060605 152.50 153.50 150.50 151.15 -1.15 1,129 17,968 -77
Sep06 060605 152.90 153.50 151.40 151.80 -0.70 535 7,536 +234
Nov06 060605 152.25 152.50 151.00 151.10 -0.90 74 2,744 -22
Jan07 060605 153.00 153.30 150.00 151.00 -0.85 11 1,675 -6
Mar07 060605 154.30 154.30 151.50 151.50 -0.85 0 454 +0
Total Volume and Open Interest 1,749 30,427 +129
Sugar #11(NYBOT)
Jul06 060605 15.40 15.56 15.38 15.39 +0.18 28,036 191,575 -8,710
Oct06 060605 15.78 15.88 15.72 15.73 +0.18 16,818 129,327 +2,117
Mar07 060605 16.04 16.13 16.00 16.00 +0.17 5,705 73,197 +84
May07 060605 16.00 16.12 15.99 16.00 +0.21 2,971 34,435 +537
Jul07 060605 15.94 16.04 15.92 15.92 +0.20 129 26,212 +0
Total Volume and Open Interest 53,909 476,735 -5,887
Sugar #14(NYBOT)
Jul06 060605 23.74 23.74 23.74 23.74 -0.06 25 1,074 -5
Sep06 060605 23.64 23.69 23.64 23.69 +0.03 64 4,776 +5
Nov06 060605 22.76 22.76 22.76 22.76 -0.03 9 1,420 +8
Jan07 060605 22.55 22.55 22.55 22.55 +0.02 0 1,209 +0
Mar07 060605 22.58 22.58 22.58 22.58 unch 0 1,273 +0
Total Volume and Open Interest 98 11,688 +8
London Cocoa(LCE)
Jul06 060605 842 860 842 849 +8 8,318 72,899 +310
Sep06 060605 853 865 852 854 +3 6,577 39,186 -200
Dec06 060605 872 882 870 872 +2 950 40,308 +34
Mar07 060605 883 897 883 885 +2 747 23,496 +297
May07 060605 897 906 897 898 +1 61 3,944 +61
Jul07 060605 908 908 906 906 +1 0 2,736 +0
Sep07 060605 915 915 915 915 +1 0 1,454 +0
Total Volume and Open Interest 16,653 187,805 +502
London Coffee(LCE)
Jul06 060605 1165.00 1174.00 1161.00 1165.00 -13.00 10,062 49,083 -2,597
Sep06 060605 1189.00 1190.00 1178.00 1181.00 -13.00 6,976 43,455 +1,125
Nov06 060605 1198.00 1200.00 1189.00 1192.00 -12.00 889 28,761 +87
Jan07 060605 1197.00 1198.00 1191.00 1194.00 -11.00 259 3,070 +132
Mar07 060605 1204.00 1209.00 1202.00 1202.00 -10.00 16 944 +16
May07 060605 1217.00 1217.00 1212.00 1212.00 -11.00 10 794 -10
Total Volume and Open Interest 18,222 126,219 -1,247
London Sugar(LCE)
Aug06 060605 447.50 453.00 447.00 451.50 +5.10 1,974 27,280 -760
Oct06 060605 433.50 439.30 433.50 438.50 +5.10 1,461 18,009 +69
Dec06 060605 435.00 435.50 435.00 435.00 +4.10 659 8,686 +257
Mar07 060605 428.30 428.30 428.30 428.30 +3.90 345 6,156 -14
May07 060605 429.70 429.70 428.60 428.80 +3.70 318 3,096 +57
Total Volume and Open Interest 5,217 65,659 -103
Cotton(NYBOT)
Jul06 060605 52.90 53.45 52.60 52.64 -0.28 15,953 90,909 -4,495
Oct06 060605 56.15 56.90 56.15 56.40 +0.20 511 8,317 +81
Dec06 060605 57.88 58.40 57.80 58.00 +0.12 10,819 61,961 +2,945
Mar07 060605 60.10 60.75 60.10 60.58 +0.28 2,004 12,526 +850
May07 060605 61.25 61.25 61.25 61.25 +0.30 0 603 +0
Jul07 060605 61.65 62.10 61.65 62.03 +0.38 109 1,855 +8
Total Volume and Open Interest 29,396 177,453 -611
Lumber(CME)
Jul06 060605 293.5 300.0 293.5 295.8 -2.7 712 3,113 +137
Sep06 060605 310.7 314.6 309.9 310.2 -2.6 381 2,389 -5
Nov06 060605 310.0 313.0 310.0 311.6 -0.3 19 229 +4
Jan07 060605 321.0 325.0 321.0 325.0 +1.5 0 6 +0
Total Volume and Open Interest 1,112 5,744 +136
Crude Oil(NYM)
Jul06 060605 73.30 73.40 72.10 72.60 +0.27 113,070 249,828 -13,487
Aug06 060605 74.00 74.20 72.80 73.34 +0.31 59,499 133,192 +1,636
Sep06 060605 74.65 74.75 73.60 74.00 +0.39 12,511 70,663 +62
Oct06 060605 75.25 75.25 74.20 74.54 +0.43 4,060 34,786 +89
Nov06 060605 75.35 75.40 74.99 74.99 +0.46 1,938 24,833 +115
Dec06 060605 75.85 76.00 74.85 75.34 +0.49 10,082 107,583 -1,173
Jan07 060605 76.15 76.15 75.57 75.57 +0.50 2,235 32,791 +448
Feb07 060605 75.70 75.70 75.70 75.70 +0.50 84 13,968 +48
Mar07 060605 75.75 75.78 75.75 75.78 +0.50 589 15,207 -7
Apr07 060605 75.79 75.79 75.79 75.79 +0.50 1,053 10,142 +250
May07 060605 75.75 75.75 75.75 75.75 +0.50 530 7,195 +286
Jun07 060605 76.05 76.05 75.55 75.67 +0.50 1,128 37,386 -41
Jul07 060605 75.53 75.53 75.53 75.53 +0.49 50 9,729 +37
Aug07 060605 75.38 75.38 75.38 75.38 +0.48 50 5,432 +0
Sep07 060605 75.22 75.22 75.22 75.22 +0.47 52 7,339 +0
Oct07 060605 75.05 75.05 75.05 75.05 +0.46 0 3,326 +0
Total Volume and Open Interest 221,242 1,036,095 -14,137
Heating Oil(NYM)
Jul06 060605 204.95 206.25 203.25 204.27 +2.82 23,507 72,840 -844
Aug06 060605 207.60 209.00 206.60 207.31 +2.73 7,721 22,198 +880
Sep06 060605 210.80 212.00 210.46 210.46 +2.83 2,477 11,107 +117
Oct06 060605 214.00 214.00 213.00 213.51 +2.88 820 6,927 +84
Nov06 060605 217.50 217.50 217.11 217.11 +2.88 717 4,778 -314
Dec06 060605 221.50 222.50 220.81 220.81 +2.88 1,643 15,187 +497
Jan07 060605 224.60 224.60 223.50 223.56 +2.93 509 12,094 +282
Feb07 060605 224.50 224.50 224.26 224.26 +2.98 136 4,117 +34
Mar07 060605 223.50 223.50 222.71 222.71 +2.98 21 3,390 +11
Apr07 060605 217.21 217.21 217.21 217.21 +2.98 30 4,145 +24
May07 060605 213.11 213.11 213.11 213.11 +2.98 3 669 +3
Jun07 060605 211.01 211.01 211.01 211.01 +2.98 478 4,083 +204
Total Volume and Open Interest 38,162 162,807 +1,008
Unleaded Gas(NYM)
Jul06 060605 222.00 223.00 216.00 216.42 -3.33 23,064 56,168 -194
Aug06 060605 218.50 220.00 213.50 213.64 -2.77 5,201 14,121 +521
Sep06 060605 214.50 215.00 209.59 209.59 -2.62 1,801 8,387 -75
Oct06 060605 200.00 200.00 196.64 196.64 -2.57 271 5,250 -314
Nov06 060605 191.69 191.69 191.69 191.69 -2.52 66 1,986 -7
Dec06 060605 188.79 188.79 188.79 188.79 -2.52 258 2,582 +119
Jan07 060605 192.50 192.50 189.04 189.04 -2.57 41 1,572 -5
Total Volume and Open Interest 30,702 90,066 +45
Natural Gas(NYM)
Jul06 060605 6.590 6.600 6.410 6.463 -0.160 20,160 108,898 -3,006
Aug06 060605 6.850 6.860 6.700 6.718 -0.165 8,602 43,324 +2,245
Sep06 060605 7.140 7.150 7.000 7.038 -0.125 4,448 37,088 -18
Oct06 060605 7.500 7.540 7.370 7.433 -0.095 3,970 48,958 +24
Nov06 060605 8.710 8.810 8.690 8.723 unch 1,782 43,852 +359
Dec06 060605 9.980 10.050 9.890 9.993 +0.045 2,159 28,557 +309
Jan07 060605 10.560 10.700 10.520 10.613 +0.085 4,020 49,050 -264
Feb07 060605 10.590 10.680 10.530 10.623 +0.090 1,154 29,264 -28
Mar07 060605 10.370 10.460 10.360 10.438 +0.090 2,428 50,551 +1,000
Apr07 060605 8.450 8.520 8.450 8.458 -0.010 5,343 27,113 -2,787
May07 060605 8.300 8.360 8.298 8.298 -0.010 651 23,159 -60
Jun07 060605 8.420 8.440 8.390 8.390 -0.008 828 10,766 -23
Jul07 060605 8.490 8.550 8.490 8.510 -0.008 716 8,325 +547
Aug07 060605 8.650 8.650 8.600 8.605 -0.008 114 7,089 +31
Sep07 060605 8.700 8.740 8.700 8.715 -0.003 50 8,992 -22
Oct07 060605 8.880 8.887 8.850 8.887 +0.009 4,547 23,661 +952
Total Volume and Open Interest 70,815 837,400 +3,232
Brent Crude Oil(ICE)
Jul06 060605 71.98 72.67 70.90 71.07 +0.04 78,889 80,699 -7,757
Aug06 060605 72.84 73.43 71.87 72.33 +0.44 43,302 109,952 +1,486
Sep06 060605 73.62 74.02 72.58 73.04 +0.53 15,450 49,063 +2,434
Oct06 060605 74.11 74.49 73.05 73.55 +0.58 5,231 35,065 +631
Nov06 060605 74.61 74.75 73.43 73.94 +0.63 1,444 12,029 -129
Dec06 060605 74.88 75.00 73.68 74.18 +0.62 7,095 58,285 +790
Jan07 060605 74.96 75.05 74.34 74.38 +0.61 1,328 14,068 +1,111
Feb07 060605 74.78 74.78 74.46 74.51 +0.60 0 8,227 +0
Mar07 060605 74.78 75.27 74.42 74.54 +0.59 0 5,921 -1,600
Apr07 060605 74.78 75.01 74.44 74.55 +0.58 212 2,722 -944
May07 060605 74.51 74.51 74.51 74.51 +0.57 376 1,505 +147
Jun07 060605 74.88 74.88 74.41 74.41 +0.56 312 9,936 -150
Jul07 060605 74.67 74.67 74.27 74.27 +0.59 0 50 +0
Aug07 060605 74.10 74.10 74.10 74.10 +0.59 0 235 +0
Total Volume and Open Interest 156,360 437,646 -5,029
Gas Oil(ICE)
Jun06 060605 629.00 645.25 629.00 634.50 +6.75 23,924 30,240 -2,130
Jul06 060605 640.25 650.25 638.50 639.50 +7.00 22,032 68,646 +4,445
Aug06 060605 650.00 656.50 646.00 646.50 +7.25 6,290 22,908 +1,274
Sep06 060605 659.00 663.50 653.00 653.75 +7.50 520 13,305 +4
Oct06 060605 667.25 670.25 660.00 660.50 +7.50 622 11,383 -54
Nov06 060605 673.00 674.75 666.50 666.50 +7.50 675 7,694 +220
Dec06 060605 678.00 680.25 671.50 671.50 +7.25 1,664 28,274 -189
Jan07 060605 681.50 683.25 675.00 675.00 +7.00 444 7,782 +119
Feb07 060605 674.50 674.50 674.50 674.50 +7.25 150 643 +142
Mar07 060605 672.50 672.50 672.50 672.50 +7.00 0 3,534 +0
Total Volume and Open Interest 58,055 225,889 +4,398
US Dollar Index(NYBOT)
Jun06 060605 83.95 84.13 83.08 84.08 +0.08 4,171 36,160 +276
Sep06 060605 83.64 83.75 83.35 83.72 +0.08 325 3,091 +24
Dec06 060605 83.10 83.40 83.10 83.40 +0.08 13 109 -1
Total Volume and Open Interest 4,509 39,365 +299
Australian Dollar(CME)
Jun06 060605 75.00 75.27 74.75 75.03 -0.13 5,720 71,946 +612
Sep06 060605 74.63 75.14 74.63 74.92 -0.13 33 1,482 +50
Dec06 060605 74.98 74.98 74.81 74.81 -0.13 120 315 +108
Total Volume and Open Interest 5,873 73,761 +770
British Pound(CME)
Jun06 060605 188.30 188.30 187.44 187.44 -0.92 4,348 111,923 +8,227
Sep06 060605 188.55 188.55 187.73 187.73 -0.92 200 1,437 +364
Dec06 060605 188.03 188.03 188.03 188.03 -0.92 0 161 +0
Total Volume and Open Interest 4,548 113,522 +8,591
Canadian Dollar(CME)
Jun06 060605 91.01 91.01 90.61 90.63 -0.21 3,781 107,692 +222
Sep06 060605 90.95 91.12 90.86 90.86 -0.20 144 6,244 +492
Dec06 060605 91.35 91.35 91.10 91.10 -0.20 9 1,119 +37
Mar07 060605 91.34 91.34 91.34 91.34 -0.20 0 184 +0
Total Volume and Open Interest 3,936 115,291 +752
Japanese Yen(CME)
Jun06 060605 89.74 89.81 89.33 89.43 -0.29 5,182 168,316 +921
Sep06 060605 90.90 90.90 90.54 90.54 -0.29 191 36,565 +1,281
Dec06 060605 91.62 91.62 91.62 91.62 -0.29 0 720 +411
Total Volume and Open Interest 5,373 205,629 +2,613
Swiss Franc(CME)
Jun06 060605 83.25 83.26 82.95 82.99 +0.07 7,443 102,790 +3,042
Sep06 060605 83.95 84.08 83.77 83.78 +0.07 2,027 4,231 +1,647
Dec06 060605 84.95 84.95 84.49 84.49 +0.07 0 57 +0
Total Volume and Open Interest 9,470 107,084 +4,689
EuroFX(CME)
Jun06 060605 129.73 129.75 129.25 129.34 +0.02 8,647 197,627 +712
Sep06 060605 130.49 130.49 130.05 130.08 +0.03 211 8,879 +744
Dec06 060605 130.98 131.07 130.72 130.72 +0.03 55 657 +111
Total Volume and Open Interest 8,913 207,302 +1,567
Mexican Peso(CME)
Jun06 060605 8862.0 8867.0 8820.0 8840.0 +15.0 13,795 67,136 +5,393
Sep06 060605 8792.0 8792.0 8760.0 8790.0 +15.0 26 1,983 +58
Total Volume and Open Interest 13,826 93,964 +5,454
30-Year T-Bonds(CBOT)
Jun06 060605 107~20 107~25 107~11 107~16 -0~06 97,541 153,353 -52,645
Sep06 060605 107~15 107~21 107~08 107~12 -0~06 592,912 636,136 +49,698
Dec06 060605 107~18 107~23 107~11 107~12 -0~06 456 2,431 +185
Total Volume and Open Interest 690,909 791,921 -2,762
10-Year T-Notes(CBOT)
Jun06 060605 105~305 106~010 105~235 105~240 -0~070 209,307 185,196 -89,102
Sep06 060605 105~265 105~290 105~190 105~200 -0~070 1,359,010 1,843,312 +85,719
Total Volume and Open Interest 1,569,239 2,037,850 -3,927
5-Year T-Notes(CBOT)
Jun06 060605 104~070 104~075 104~015 104~015 -0~075 102,233 0 +0
Sep06 060605 104~060 104~075 103~315 103~315 -0~075 712,179 0 +0
Dec06 060605 103~315 103~315 103~315 103~315 -0~075 0 1 +0
Total Volume and Open Interest 814,412 1 +0
2 Year T-Notes(CBOT)
Jun06 060605 101~096 101~096 101~084 101~084 -0~016 1,108 36,990 -12,523
Sep06 060605 101~108 101~108 101~093 101~093 -0~016 12,254 501,037 +5,697
Total Volume and Open Interest 13,362 538,027 -6,826
Eurodollars(CME)
Jun06 060605 94.735 94.735 94.680 94.683 -0.050 56,656 1,298,264 +13,986
Sep06 060605 94.690 94.700 94.605 94.610 -0.080 351,649 1,394,714 +6,203
Dec06 060605 94.695 94.700 94.615 94.615 -0.080 45,206 1,562,000 +18,121
Mar07 060605 94.755 94.760 94.680 94.680 -0.075 31,193 1,244,457 -8,500
Jun07 060605 94.790 94.795 94.730 94.730 -0.065 42,342 1,014,248 -81,753
Sep07 060605 94.805 94.810 94.755 94.755 -0.055 61,831 872,006 -77,107
Dec07 060605 94.795 94.800 94.750 94.750 -0.050 52,591 621,718 +14,688
Mar08 060605 94.785 94.795 94.740 94.740 -0.050 41,445 474,226 +16,583
Jun08 060605 94.760 94.760 94.715 94.715 -0.050 22,932 283,815 -689
Sep08 060605 94.735 94.735 94.695 94.695 -0.045 18,287 248,279 +1,163
Dec08 060605 94.705 94.705 94.655 94.655 -0.045 9,366 216,486 +2,738
Mar09 060605 94.680 94.680 94.640 94.640 -0.045 10,005 162,364 +3,208
Jun09 060605 94.660 94.660 94.615 94.615 -0.045 6,507 129,414 +2,858
Sep09 060605 94.625 94.625 94.585 94.585 -0.040 5,961 113,819 +748
Dec09 060605 94.580 94.580 94.540 94.540 -0.040 5,117 107,169 +199
Mar10 060605 94.560 94.560 94.520 94.520 -0.040 4,341 91,744 +777
Jun10 060605 94.530 94.530 94.490 94.490 -0.040 2,431 72,879 -185
Sep10 060605 94.480 94.490 94.460 94.460 -0.035 3,571 58,941 +592
Total Volume and Open Interest 473,238 10,180,113 -96,476
3-Mth Euro-Yen(CME)
Jun06 060605 99.67 99.67 99.67 99.67 unch 695 15,004 +1,045
Sep06 060605 99.47 99.47 99.46 99.46 -0.03 332 11,210 -1,830
Dec06 060605 99.29 99.29 99.27 99.28 -0.02 277 8,344 -27
Mar07 060605 99.10 99.11 99.07 99.08 -0.03 157 6,310 +104
Jun07 060605 98.92 98.92 98.90 98.90 -0.02 72 4,849 +50
Sep07 060605 98.77 98.77 98.74 98.74 -0.02 1 1,916 +0
Dec07 060605 98.63 98.63 98.58 98.59 -0.02 8 1,284 -7
Mar08 060605 98.47 98.47 98.47 98.47 -0.01 0 201 +0
Jun08 060605 98.40 98.40 98.40 98.40 +0.07 5 256 +5
Sep08 060605 98.29 98.29 98.29 98.29 +0.07 11 10 +10
Total Volume and Open Interest 1,560 49,392 -648
3-Mth Euro-Yen(SIMEX)
Jun06 060605 99.68 99.68 99.67 99.67 unch 504 64,236 +5
Sep06 060605 99.49 99.49 99.48 99.48 +0.02 2,103 54,854 -2,129
Dec06 060605 99.30 99.30 99.29 99.30 +0.03 1,484 107,665 -933
Mar07 060605 99.11 99.12 99.11 99.11 +0.03 861 51,303 +760
Jun07 060605 98.93 98.94 98.93 98.93 +0.03 537 24,224 -1,034
Sep07 060605 98.77 98.77 98.77 98.77 +0.03 196 17,479 -563
Dec07 060605 98.63 98.63 98.63 98.63 +0.04 887 24,516 +600
Mar08 060605 98.51 98.51 98.51 98.51 +0.05 0 17,491 -9
Total Volume and Open Interest 6,572 363,350 -3,303
German Euro-Bund(EUREX)
Jun06 060605 116.36 116.44 115.94 116.06 -0.25 1,635,559 1,362,479 -106,641
Sep06 060605 116.50 116.58 116.10 116.21 -0.24 246,064 357,778 +83,814
Dec06 060605 115.65 115.65 115.56 115.56 -0.21 530 36 +0
Total Volume and Open Interest 1,882,153 1,720,293 -22,827
German Euro-Bobl(EUREX)
Jun06 060502 109.28 109.43 109.21 109.37 -1.22 964,655 1,137,567 +270,883
Sep06 060605 109.91 109.92 109.60 109.68 -0.20 199,085 309,397 +94,174
Dec06 060605 109.33 109.33 109.33 109.33 -0.21 30 0 +0
Total Volume and Open Interest 1,052,885 1,328,710 +36,208
Long Gilt(LIFFE)
Jun06 060605 110~08 110~10 109~31 110~01 -0~04 21,609 82,956 -2,794
Sep06 060605 109~29 110~03 109~21 109~23 -0~04 81,725 265,830 +1,627
Total Volume and Open Interest 103,334 348,786 -1,167
3-Mth Short Sterling(LIFFE)
Jun06 060605 95.28 95.28 95.28 95.28 unch 36,206 420,051 -409
Sep06 060605 95.18 95.18 95.18 95.18 unch 64,041 506,935 +833
Dec06 060605 95.08 95.08 95.08 95.08 unch 57,757 351,652 -1,606
Total Volume and Open Interest 276,278 2,427,041 -8,686
3-Mth Euribor(LIFFE)
Jun06 060605 96.980 96.980 96.965 96.970 -0.010 111,536 552,149 +498
Sep06 060605 96.735 96.735 96.685 96.700 -0.030 117,186 565,310 -27,690
Dec06 060605 96.540 96.550 96.485 96.500 -0.040 138,731 596,272 -33,820
Total Volume and Open Interest 758,549 3,544,063 -37,973
3-Mth Aus T-Bills(SFE)
Jun06 060605 94.10 94.11 94.10 94.11 +0.01 4,040 85,732 -5,934
Sep06 060605 94.00 94.04 93.99 94.02 +0.06 6,531 289,351 -4,910
Dec06 060605 93.96 94.02 93.96 94.00 +0.08 4,175 124,307 -1,374
Mar07 060605 93.97 94.03 93.97 94.01 +0.09 3,153 64,063 +1,283
Jun07 060605 93.97 94.03 93.97 94.01 +0.10 1,493 35,117 +1,001
Sep07 060605 93.95 94.01 93.95 94.00 +0.10 941 22,080 -52
Dec07 060605 93.96 94.00 93.96 93.99 +0.11 1,151 15,317 +140
Mar08 060605 93.93 93.98 93.93 93.97 +0.11 201 7,314 +135
Jun08 060605 93.95 93.96 93.95 93.96 +0.12 3 1,497 +3
Sep08 060605 93.91 93.95 93.91 93.95 +0.12 92 979 -86
Total Volume and Open Interest 22,045 648,101 -9,869
10-Year Aus T-Bonds(SFE)
Jun06 060605 94.35 94.42 94.34 94.39 +0.12 25,854 332,887 -14,318
Sep06 060605 94.33 94.38 94.33 94.37 +0.12 1,196 1,829 +1,209
Total Volume and Open Interest 27,050 334,716 -13,109
3-Year Aus T-Bonds(SFE)
Jun06 060605 94.38 94.43 94.36 94.41 +0.11 46,712 475,974 -37,380
Sep06 060605 94.40 94.40 94.40 94.40 +0.12 80 1,403 +109
Total Volume and Open Interest 46,792 477,377 -37,271
Gold(CMX)
Jun06 060605 641.0 644.0 635.6 643.2 +7.7 1,151 2,671 +100
Aug06 060605 649.0 650.0 644.3 648.7 +7.7 42,021 190,361 +77
Oct06 060605 654.5 656.5 650.0 655.2 +7.8 76 9,981 -237
Dec06 060605 661.0 664.0 657.0 661.7 +7.9 1,087 29,366 -147
Feb07 060605 667.0 668.1 667.0 668.1 +8.0 213 13,488 +201
Apr07 060605 674.4 674.4 674.4 674.4 +8.1 53 1,891 +33
Jun07 060605 680.7 680.7 680.7 680.7 +8.2 218 12,466 +199
Aug07 060605 686.9 686.9 686.9 686.9 +8.2 0 385 -5
Oct07 060605 693.2 693.2 693.2 693.2 +8.2 235 2,070 +54
Dec07 060605 701.0 701.0 696.5 699.6 +8.4 393 14,423 +240
Feb08 060605 705.9 705.9 705.9 705.9 +8.5 170 825 -120
Apr08 060605 56.8 56.8 56.8 56.8 +8.6      
Total Volume and Open Interest 45,717 287,501 +440
Silver(CMX)
Jul06 060605 1226.0 1232.0 1205.0 1229.5 +21.0 12,098 52,718 -524
Sep06 060605 1240.0 1240.5 1223.0 1240.5 +21.3 1,551 15,558 +578
Dec06 060605 1245.0 1253.0 1222.5 1249.7 +22.2 910 17,581 +379
Mar07 060605 1255.0 1255.0 1255.0 1255.0 +23.3 177 7,803 +100
May07 060605 1257.0 1257.0 1257.0 1257.0 +24.3 0 2,562 +2
Jul07 060605 1250.0 1258.8 1250.0 1258.8 +25.3 222 5,256 +114
Sep07 060605 1250.0 1255.7 1250.0 1255.7 +26.9 2 338 +3
Total Volume and Open Interest 15,118 110,620 +890
Platinum(NYM)
Jul06 060605 1263.0 1263.5 1252.0 1258.5 +13.6 989 7,140 -57
Oct06 060605 1274.0 1276.0 1267.0 1271.0 +14.4 67 1,800 -31
Jan07 060605 1281.0 1281.0 1281.0 1281.0 +14.4 0 2 +0
Total Volume and Open Interest 1,060 8,946 -84
Palladium(NYME)
Jun06 060605 361.90 363.00 356.00 358.90 +5.75 30 1,228 -189
Sep06 060605 367.00 367.00 363.00 364.00 +5.65 972 14,077 -760
Dec06 060605 367.00 367.00 367.00 367.00 +5.65 4 504 +0
Total Volume and Open Interest 1,006 15,845 -949
Copper(CMX)
Jul06 060605 359.00 361.00 350.50 360.10 +1.45 6,270 44,211 -354
Sep06 060605 356.00 356.50 348.50 356.50 +1.55 1,623 14,563 +154
Dec06 060605 343.00 347.30 339.50 347.10 +2.15 297 5,169 +125
Mar07 060605 332.00 337.10 332.00 337.10 +2.15 52 938 +9
May07 060605 322.00 329.10 322.00 329.10 +2.15 15 451 +9
Total Volume and Open Interest 8,948 76,689 -135
Aluminum(CMX)
Jun06 060605 117.25 117.45 117.25 117.30 -2.70 3 4 -156
Jul06 060605 118.25 118.25 118.25 118.25 -2.75 2 73 +2
Aug06 060605 118.85 118.85 118.85 118.85 -2.75      
Sep06 060605 119.20 119.20 119.20 119.20 -2.75 0 1 +0
Oct06 060605 119.15 119.15 119.15 119.15 -2.75 0 40 +0
Nov06 060605 119.20 119.20 119.20 119.20 -2.75 0 40 +0
Total Volume and Open Interest 5 729 -154
DJIA Index(CBOT)
Jun06 060605 11218 11235 11050 11083 -170 6,285 43,416 +996
Sep06 060605 11295 11305 11140 11165 -170 149 689 +34
Dec06 060605 11226 11226 11226 11226 -170 3 1,701 +2
Mar07 060605 11350 11360 11314 11314 -204      
Total Volume and Open Interest 6,437 45,806 +1,032
S & P 500(CME)
Jun06 060605 1286.00 1286.60 1265.80 1269.40 -18.80 73,012 500,226 -20,269
Sep06 060605 1296.80 1297.20 1277.00 1280.20 -18.90 35,376 168,242 +25,929
Dec06 060605 1290.90 1290.90 1290.90 1290.90 -18.80 50 4,218 +0
Mar07 060605 1301.30 1301.30 1301.30 1301.30 -18.80 100 239 +100
Total Volume and Open Interest 108,538 673,278 +5,760
S & P 500 E-Mini(Globex)
Jun06 060605 1287.75 1288.50 1265.75 1269.50 -18.75 1,108,000 1,394,878 -4,709
Sep06 060605 1299.50 1299.50 1276.75 1280.25 -18.75 37,789 110,439 +32,098
Total Volume and Open Interest 1,145,789 1,505,317 +27,389
NASDAQ 100(CME)
Jun06 060605 1611.00 1611.30 1579.00 1582.80 -31.70 7,629 71,022 +1,693
Sep06 060605 1629.00 1629.50 1599.50 1601.50 -32.00 891 2,872 +729
Dec06 060605 1620.30 1620.30 1620.30 1620.30 -32.20 0 10 +0
Total Volume and Open Interest 8,520 73,904 +2,422
NASDAQ 100 E-Mini(Globex)
Jun06 060605 1612.80 1613.50 1579.30 1582.80 -31.70 313,773 419,193 +7,094
Sep06 060605 1631.80 1631.80 1598.30 1601.50 -32.00 1,282 2,867 +595
Total Volume and Open Interest 315,055 422,060 +7,689
S & P Midcap 400(CME)
Jun06 060605 780.50 780.50 761.00 764.10 -17.20 349 10,670 +32
Sep06 060605 114.64 116.54 114.64 116.54 -17.30 139 194 +113
Dec06 060605 123.54 123.54 123.54 123.54 -17.30      
Total Volume and Open Interest 488 10,864 +145
Russell 2000(CME)
Jun06 060605 736.00 736.00 713.25 715.80 -22.10 1,224 41,187 -464
Sep06 060605 742.00 742.00 720.00 721.70 -22.20 604 4,353 +553
Dec06 060605 727.70 727.70 727.70 727.70 -22.20 2 8 +1
Total Volume and Open Interest 1,830 45,548 +90
Russell 2000 E-Mini(Globex)
Jun06 060605 737.80 738.00 713.20 715.80 -22.10 158,175 411,666 -318
Sep06 060605 742.80 744.10 719.30 721.70 -22.20 6,765 21,464 +4,973
Dec06 060605 727.70 727.70 727.70 727.70        
Value Line(KCBT)
Jun06 060605 2035.00 2035.00 2005.00 2018.00 -42.00 2 82 +0
Total Volume and Open Interest 2 83 +0
Nikkei 225(CME)
Jun06 060605 15780 15785 15620 15675 -135 107,616 223,715 -2,308
Sep06 060605 15785 15795 15625 15670 -120 3,272 3,049 +999
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060605 15780 15785 15620 15675 -135 107,616 223,715 -2,308
Sep06 060605 15785 15795 15625 15670 -120 3,272 3,049 +999
Dec06 060605 15630 15630 15630 15630 -120      
Total Volume and Open Interest 110,892 226,822 -1,309
CAC 40(MATIF)
Jun06 060605 4933.5 4949.0 4886.0 4898.5 -45.0 136,672 530,166 +19,676
Jul06 060605 4949.0 4949.0 4897.5 4906.5 -45.0 923 10,921 +60
Aug06 060605 4916.0 4916.0 4916.0 4916.0 -46.5      
Total Volume and Open Interest 137,796 550,460 +19,736
Hang Seng Index(HKFE)
Jun06 060605 15951 16128 15907 16078 +106 55,862 116,292 +3,561
Jul06 060605 15968 16161 15960 16135 +107 1,334 1,360 +639
Total Volume and Open Interest 57,260 118,418 +4,202
DAX Index(EUREX)
Jun06 060605 5675.5 5699.0 5559.5 5629.0 -55.5 183,292 253,121 -3,390
Sep06 060605 5719.0 5719.0 5601.5 5671.0 -56.0 1,308 14,199 +347
Dec06 060605 5730.5 5759.0 5649.0 5718.0 -56.0 697 7,669 +95
Total Volume and Open Interest 185,297 274,989 -2,948
FT-SE 100(LIFFE)
Jun06 060605 5778.50 5791.00 5731.00 5764.50 +10.50 89,971 490,105 +5,550
Sep06 060605 5809.00 5809.00 5754.00 5779.00 +10.50 429 5,688 +121
Dec06 060605 5819.50 5819.50 5812.00 5812.00 +10.50 0 36,644 +0
Total Volume and Open Interest 90,400 533,437 +5,671
SPI 200(SFE)
Jun06 060605 5107.0 5139.0 5081.0 5135.0 +51.0 18,821 247,119 +4,124
Sep06 060605 5101.0 5126.0 5085.0 5126.0 +51.0 257 6,303 -537
Dec06 060605 5125.0 5147.0 5125.0 5147.0 +51.0 113 3,864 -94
Total Volume and Open Interest 19,197 260,401 +3,489
GSCI(CME)
Jun06 060605 487.10 487.10 481.70 482.00 -0.70 363 21,423 +35
Jul06 060605 490.35 490.35 488.00 488.00 unch 5 306 +5
Aug06 060605 491.00 491.00 491.00 491.00 unch 0 9 +0
Total Volume and Open Interest 368 21,738 +40
Reuters CRB Index(NYBOT)
Aug06 060605 397.00 397.00 394.00 394.00 unch 49 449 +14
Nov06 060605 405.50 405.50 402.50 402.50 unch 50 251 +50
Jan07 060605 404.50 404.50 404.50 404.50 unch      
Total Volume and Open Interest 190 1,006 +24
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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