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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 May 21, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul07 070521 795.50 803.00 794.50 800.50 +8.00 12,764 242,661 +469
Aug07 070521 802.00 809.50 802.00 807.25 +8.00 877 15,534 -109
Sep07 070521 812.00 816.50 809.00 814.50 +7.50 118 8,919 -94
Nov07 070521 824.00 831.50 823.50 829.25 +8.00 3,718 126,920 +352
Jan08 070521 835.00 839.00 833.00 839.00 +8.50 276 11,172 +15
Mar08 070521 842.00 844.50 838.00 844.00 +8.00 307 9,987 -51
May08 070521 844.00 848.50 842.00 847.00 +7.25 691 10,104 +171
Total Volume and Open Interest 20,212 475,731 +1,329
Soybean Meal(CBOT)
Jul07 070521 212.70 216.40 212.70 215.50 +3.50 6,264 82,718 -755
Aug07 070521 216.00 218.50 215.80 217.90 +3.10 1,753 20,256 -234
Sep07 070521 217.50 220.60 217.50 219.80 +3.00 730 13,619 +237
Oct07 070521 220.00 221.50 219.50 220.50 +3.00 206 9,570 +59
Dec07 070521 223.50 225.00 222.50 224.40 +3.10 2,233 57,517 +980
Jan08 070521 224.00 226.00 223.50 225.00 +3.70 19 5,541 -1
Mar08 070521 225.50 228.00 225.50 227.20 +3.20 143 5,834 +23
May08 070521 225.50 228.00 225.50 226.70 +2.50 517 3,969 -57
Total Volume and Open Interest 12,640 209,645 +316
Soybean Oil(CBOT)
Jul07 070521 35.26 35.30 35.03 35.26 +0.11 9,699 171,099 -2,421
Aug07 070521 35.45 35.52 35.30 35.51 +0.11 975 13,784 +454
Sep07 070521 35.80 35.80 35.53 35.77 +0.11 273 11,087 +40
Oct07 070521 35.80 36.03 35.80 36.03 +0.14 276 9,335 +79
Dec07 070521 36.50 36.55 36.28 36.55 +0.12 3,771 68,912 -375
Jan08 070521 36.85 36.85 36.85 36.85 +0.15 59 7,287 +19
Mar08 070521 36.85 37.05 36.85 37.05 +0.14 851 4,226 +122
May08 070521 37.10 37.30 37.10 37.30 +0.13 249 4,265 -8
Total Volume and Open Interest 16,579 298,422 -1,942
Canola(WCE)
May07 070514 363.5 363.5 363.5 363.5 +3.5      
Jul07 070518 376.5 378.0 374.7 377.0 +1.3 5,716 46,312 -1,727
Total Volume and Open Interest 15,329 116,480 +3,132
Corn(CBOT)
Jul07 070521 377.00 382.25 373.50 381.00 +9.75 18,738 425,366 -6,239
Sep07 070521 375.00 382.25 372.00 381.25 +12.25 6,851 141,937 -94
Dec07 070521 372.50 381.50 370.50 380.25 +13.75 12,899 438,594 -4,027
Mar08 070521 383.50 391.50 382.00 390.25 +12.75 2,129 53,387 +1,167
May08 070521 392.50 398.50 389.75 397.50 +11.50 836 11,582 +78
Jul08 070521 395.75 403.00 395.75 402.00 +11.75 792 29,141 +616
Total Volume and Open Interest 43,061 1,240,956 -8,255
Wheat(CBOT)
Jul07 070521 476.00 481.00 470.50 479.50 +8.25 12,306 192,611 -4,232
Sep07 070521 487.00 493.25 484.50 492.50 +8.25 1,899 53,414 +177
Dec07 070521 496.50 504.50 493.00 503.00 +8.50 2,415 81,601 -85
Mar08 070521 505.00 513.00 503.00 512.00 +9.50 106 4,292 +92
May08 070521 507.00 507.00 507.00 507.00 +9.50 15 262 +7
Total Volume and Open Interest 16,769 361,930 -3,997
Wheat(KCBT)
Jul07 070521 468.50 475.00 467.00 474.50 +8.00 8,302 73,295 -467
Sep07 070521 480.00 484.25 477.50 483.25 +5.25 2,005 18,701 +404
Dec07 070521 494.50 499.00 491.50 498.25 +7.50 1,162 21,858 -79
Mar08 070521 504.00 509.00 504.00 509.00 +11.00 60 1,701 +5
May08 070521 507.00 507.00 507.00 507.00 unch 0 2 +0
Total Volume and Open Interest 11,532 120,889 -147
Wheat(MGE)
May07 070514 540.50 540.50 540.50 540.50 +12.00 15 322 -15
Jul07 070521 503.00 508.00 499.50 505.25 +4.75 1,881 16,879 -731
Sep07 070521 503.00 507.00 499.00 506.50 +6.75 697 13,069 +57
Dec07 070521 509.00 514.50 507.00 514.00 +7.50 625 18,290 +113
Mar08 070521 517.00 523.50 517.00 523.50 +3.50 2 1,206 +2
Total Volume and Open Interest 3,207 50,324 -560
Oats(CBOT)
Jul07 070521 269.00 275.00 269.00 271.25 +5.00 901 6,965 +181
Sep07 070521 260.00 263.00 260.00 262.00 +3.50 37 754 +22
Dec07 070521 259.50 261.00 259.50 261.00 +4.00 211 9,699 -7
Mar08 070521 265.00 265.00 265.00 265.00 +3.00 29 709 -24
Total Volume and Open Interest 1,178 18,127 +172
Rough Rice(CBOT)
May07 070514 10.32 10.32 10.32 10.32 +0.03 1 18 +4
Jul07 070521 10.10 10.34 10.10 10.32 +0.21 1,079 6,178 +118
Sep07 070521 10.52 10.72 10.52 10.72 +0.26 420 2,285 -42
Nov07 070521 10.79 11.00 10.79 11.00 +0.22 558 6,707 +230
Total Volume and Open Interest 2,160 15,477 +371
Live Cattle(CME)
Jun07 070521 93.150 93.700 92.800 93.600 +0.950 9,618 56,517 -1,800
Aug07 070521 92.500 93.500 92.350 93.400 +1.000 9,426 131,196 +1,363
Oct07 070521 96.535 96.900 96.200 96.850 +0.450 4,007 47,296 +813
Dec07 070521 96.200 96.650 95.900 96.600 +0.420 645 16,343 +270
Feb08 070521 96.700 97.300 96.700 97.285 +0.535 347 10,305 +224
Apr08 070521 96.135 96.600 96.000 96.580 +0.295 94 2,697 +50
Total Volume and Open Interest 24,158 265,417 +943
Feeder Cattle(CME)
May07 070521 109.100 109.150 108.750 108.930 -0.205 882 2,443 -155
Aug07 070521 113.950 113.950 112.930 113.700 -0.030 1,955 15,836 +408
Sep07 070521 113.250 113.350 112.700 113.350 -0.035 187 2,238 +18
Oct07 070521 112.000 112.550 111.900 112.550 unch 88 1,518 +73
Nov07 070521 111.250 111.750 111.250 111.750 unch 8 304 +5
Jan08 070521 109.000 109.550 109.000 109.500 unch 9 315 +8
Mar08 070521 108.050 108.050 108.050 108.050 +0.250 0 16 +0
Total Volume and Open Interest 3,129 22,671 +357
Lean Hogs(CME)
Jun07 070521 75.350 75.550 74.650 75.325 -0.075 5,932 0 -36,710
Jul07 070521 74.550 74.700 73.950 74.325 -0.355 4,389 0 -69,924
Aug07 070521 73.950 74.050 73.450 73.775 -0.125 2,926 0 -34,689
Oct07 070521 66.525 66.525 65.700 65.950 -0.525 1,487 0 -18,004
Dec07 070521 64.325 64.450 63.600 63.675 -0.755 313 0 -12,743
Feb08 070521 67.250 67.300 66.900 67.125 -0.225 24 0 -3,540
Apr08 070521 68.500 68.650 68.500 68.625 -0.275 10 0 -737
May08 070521 72.600 72.600 72.600 72.600 -0.150      
Total Volume and Open Interest 21,897 176,437 +0
Pork Bellies(CME)
May07 070521 103.900 104.600 103.800 104.500 +0.700 5 10 -4
Jul07 070521 102.800 103.800 102.700 103.200 +0.550 203 1,078 -26
Aug07 070521 101.650 101.650 101.285 101.285 +0.885 18 154 +17
Feb08 070521 102.000 102.000 102.000 102.000 unch 0 8 +0
Mar08 070319 100.250 100.250 100.250 100.250 unch      
Total Volume and Open Interest 139 1,372  
Class III Milk(CME)
May07 070521 17.50 17.50 17.50 17.50 unch 7 2,986 -66
Jun07 070521 18.67 18.99 18.64 18.87 +0.10 136 3,590 +68
Jul07 070521 18.35 18.70 18.29 18.64 +0.19 319 3,625 +19
Aug07 070521 18.30 18.60 18.29 18.43 +0.03 141 3,600 +10
Sep07 070521 18.25 18.48 18.25 18.45 +0.03 133 3,583 +13
Total Volume and Open Interest 1,183 38,571 +114
Cocoa(NYBOT)
Jul07 070521 1930 1955 1928 1949 +2 7,663 73,622 +954
Sep07 070521 1967 1975 1956 1972 +2 1,286 27,524 -89
Dec07 070521 1990 1995 1990 1992 +2 628 29,232 +252
Mar08 070521 2000 2017 2000 2013 +3 256 10,915 +138
May08 070521 2030 2030 2030 2030 +3 0 3,133 +0
Jul08 070521 2048 2048 2048 2048 +3 0 2,762 +0
Sep08 070521 2067 2067 2067 2067 +3 0 1,659 +0
Total Volume and Open Interest 9,863 157,403 +1,275
Coffee "C"(NYBOT)
May07 070518 109.50 109.50 109.50 109.50 -0.85 8 9 -7
Jul07 070521 112.20 113.15 111.60 112.00 +0.20 12,130 87,270 -610
Sep07 070521 114.75 115.80 114.60 114.80 +0.20 2,802 37,825 +399
Dec07 070521 118.50 119.40 118.10 118.45 +0.20 1,064 13,151 -35
Mar08 070521 121.75 122.00 121.75 121.90 +0.20 87 5,313 +10
May08 070521 124.30 124.30 123.95 123.95 +0.10 68 4,788 +3
Total Volume and Open Interest 16,953 159,382 +91
Orange Juice(NYBOT)
Jul07 070521 165.25 165.50 164.50 164.80 -1.30 1,280 15,845 -27
Sep07 070521 164.50 164.50 163.75 164.00 -1.00 382 4,012 +12
Nov07 070521 163.80 164.05 163.60 164.05 -0.45 204 6,760 +88
Jan08 070521 164.35 164.35 164.35 164.35 -0.45 0 1,518 +0
Mar08 070521 164.65 164.65 164.65 164.65 -0.45 0 1,388 +0
May08 070521 164.65 164.65 164.65 164.65 -0.45 0 5 +0
Total Volume and Open Interest 1,866 29,540 +73
Sugar #11(NYBOT)
Jul07 070521 8.68 8.94 8.62 8.87 +0.24 29,798 388,083 +3,841
Oct07 070521 8.95 9.11 8.88 9.08 +0.16 15,442 177,710 +2,145
Mar08 070521 9.42 9.67 9.42 9.62 +0.16 9,037 79,945 -462
May08 070521 9.53 9.75 9.53 9.74 +0.18 3,864 23,915 +374
Jul08 070521 9.61 9.84 9.61 9.84 +0.18 1,051 29,391 +97
Total Volume and Open Interest 66,753 750,014 +8,982
Sugar #14(NYBOT)
May07 070409 21.05 21.05 21.05 21.05 -0.03 39 1,377 +0
Jul07 070521 20.95 21.53 20.90 21.53 unch 496 1,912 -209
Sep07 070521 21.10 21.10 21.10 21.10 unch 82 2,239 +4
Nov07 070521 20.98 20.98 20.98 20.98 -0.02 1 1,738 +1
Jan08 070521 21.05 21.05 21.05 21.05 -0.01 5 1,348 +5
Total Volume and Open Interest 584 8,227 -199
London Cocoa(LCE)
May07 070515 1028 1028 1021 1027 -6 2,815 606 -2,063
Jul07 070521 1095 1098 1072 1089 -1 6,015 70,175 +2,504
Sep07 070521 1089 1094 1079 1088 +2 1,555 43,398 +358
Dec07 070521 1084 1088 1074 1082 +2 1,835 41,895 -150
Mar08 070521 1080 1087 1075 1081 +1 829 24,180 +543
May08 070521 1082 1089 1081 1086 unch 133 7,811 +61
Jul08 070521 1093 1097 1093 1093 +1 0 2,071 +0
Total Volume and Open Interest 10,534 197,747 +3,422
London Coffee(LCE)
May07 070521 1733.00 1743.00 1733.00 1735.00 +12.00 78 589 -78
Jul07 070521 1724.00 1752.00 1720.00 1740.00 +12.00 12,992 96,414 +288
Sep07 070521 1737.00 1763.00 1729.00 1753.00 +16.00 3,434 37,903 +615
Nov07 070521 1717.00 1740.00 1710.00 1735.00 +15.00 1,169 18,292 +74
Jan08 070521 1678.00 1696.00 1678.00 1696.00 +16.00 463 7,077 +372
Mar08 070521 1687.00 1688.00 1680.00 1688.00 +16.00 86 1,058 +3
Total Volume and Open Interest 18,271 163,205 +1,286
London Sugar(LCE)
May07 070413 350.00 360.00 346.50 352.20 +3.70 4,857 18,719 -3,468
Aug07 070521 335.00 337.50 333.80 336.70 +2.20 6,351 49,468 +909
Oct07 070521 319.40 321.00 317.90 320.90 +2.30 2,768 16,422 +782
Dec07 070521 308.50 310.10 307.50 310.10 +1.50 184 5,046 +3
Mar08 070521 302.50 303.90 301.40 303.40 +1.30 567 6,674 +425
Total Volume and Open Interest 10,632 85,213 +2,233
Cotton(NYBOT)
Jul07 070521 49.40 50.80 49.35 50.54 +0.78 9,799 128,293 -554
Oct07 070521 53.00 53.80 53.00 53.80 +1.10 156 4,523 +97
Dec07 070521 54.84 55.50 54.80 55.49 +1.14 4,739 65,551 +416
Mar08 070521 57.65 58.40 57.60 58.35 +1.12 664 18,522 +210
May08 070521 59.25 59.25 59.25 59.25 +1.10 43 899 -14
Jul08 070521 59.65 60.25 59.65 60.25 +1.15 40 2,416 -20
Total Volume and Open Interest 15,447 222,006 +140
Lumber(CME)
Jul07 070521 259.6 261.5 257.8 259.1 -1.4 493 5,496 -63
Sep07 070521 272.9 273.1 270.7 272.3 -0.7 56 715 +3
Nov07 070521 268.1 268.5 266.0 267.3 -0.7 144 585 +118
Jan08 070521 272.6 272.6 272.5 272.5 -0.3 1 67 -1
Total Volume and Open Interest 696 6,904 +59
Crude Oil(NYM)
Jun07 070521 65.10 66.30 64.50 66.27 +1.33 173,061 57,542 -44,635
Jul07 070521 66.15 67.10 65.30 66.87 +0.89 168,618 353,607 -1,732
Aug07 070521 67.35 68.15 66.50 67.96 +0.91 50,632 99,133 +189
Sep07 070521 67.60 68.77 67.60 68.77 +0.91 20,253 66,483 +2,161
Oct07 070521 68.78 69.35 68.28 69.35 +0.89 6,013 44,530 +937
Nov07 070521 69.83 69.83 69.83 69.83 +0.87 5,351 36,883 +382
Dec07 070521 69.40 70.42 68.95 70.24 +0.85 18,037 147,983 +1,126
Jan08 070521 70.60 70.60 70.60 70.60 +0.83 2,290 56,079 -331
Feb08 070521 70.91 70.91 70.91 70.91 +0.81 552 17,968 +2
Mar08 070521 71.40 71.40 71.16 71.16 +0.79 964 16,597 +219
Apr08 070521 71.65 71.65 71.37 71.37 +0.78 1,497 28,273 -506
May08 070521 71.54 71.54 71.54 71.54 +0.77 258 22,715 +56
Jun08 070521 71.68 71.68 71.68 71.68 +0.76 1,620 44,760 -289
Jul08 070521 71.78 71.78 71.78 71.78 +0.75 135 10,819 +6
Aug08 070521 71.84 71.84 71.84 71.84 +0.74 81 7,451 +77
Sep08 070521 71.88 71.88 71.88 71.88 +0.72 111 18,377 +0
Total Volume and Open Interest 462,302 1,386,605 -41,590
Heating Oil(NYM)
Jun07 070521 193.10 195.55 190.80 195.09 +3.57 26,078 34,425 -1,400
Jul07 070521 193.20 196.00 191.15 195.22 +3.10 19,995 68,412 +1,368
Aug07 070521 195.15 197.15 192.80 196.57 +2.80 6,270 23,594 +1,665
Sep07 070521 197.40 199.12 197.40 199.12 +2.65 3,913 15,232 +294
Oct07 070521 201.77 201.77 201.77 201.77 +2.55 1,635 9,393 +413
Nov07 070521 204.62 204.62 204.62 204.62 +2.40 526 4,323 +64
Dec07 070521 205.80 207.42 205.80 207.42 +2.30 2,457 23,331 +74
Jan08 070521 209.60 209.60 209.32 209.32 +2.10 599 13,855 -49
Feb08 070521 210.22 210.22 210.22 210.22 +2.00 185 4,225 +24
Mar08 070521 210.00 210.00 208.72 208.72 +1.95 336 5,532 +156
Apr08 070521 204.47 204.47 204.47 204.47 +1.95 225 3,723 -16
May08 070521 200.75 200.75 200.12 200.12 +1.85 211 1,549 -156
Total Volume and Open Interest 62,721 217,015 +2,516
Gasoline(NYMEX)
Jun07 070521 240.98 242.62 236.10 240.13 -0.64 54,348 46,760 -3,735
Jul07 070521 230.40 232.97 227.50 230.73 -0.39 31,720 52,375 +2,643
Aug07 070521 224.73 227.55 222.36 225.63 +0.21 9,387 20,793 +193
Sep07 070521 218.95 220.68 216.05 219.03 +0.41 5,588 20,427 +501
Oct07 070521 202.66 203.89 200.11 202.58 +0.51 2,901 8,705 +811
Nov07 070521 193.99 195.68 192.46 194.73 +0.61 1,443 5,046 +79
Dec07 070521 191.45 191.75 189.31 190.93 +0.71 1,297 7,308 +365
Jan08 070521 190.43 193.30 190.43 191.18 +0.76 131 4,067 +16
Feb08 070521 192.88 192.88 192.88 192.88 +0.81 130 1,010 +58
Mar08 070521 194.18 197.50 194.18 195.33 +0.86 160 1,594 +5
Total Volume and Open Interest 107,708 178,249 +1,221
e-MiNY RBOB Gasoline(NYMEX)
Jun07 070521 240.80 240.80 240.13 240.13 -0.64 1 11 +0
Jul07 070521 230.73 230.73 230.73 230.73 -0.39 0 2 +0
Aug07 070521 225.63 225.63 225.63 225.63 +0.21 0 1 +0
Sep07 070521 219.03 219.03 219.03 219.03 +0.41 0 1 +0
Total Volume and Open Interest 1 15 +0
Natural Gas(NYM)
Jun07 070521 7.910 7.950 7.840 7.913 -0.031 61,187 35,715 -2,271
Jul07 070521 8.090 8.130 7.990 8.091 -0.043 28,410 122,113 +4,731
Aug07 070521 8.230 8.235 8.170 8.224 -0.034 6,591 38,797 +670
Sep07 070521 8.290 8.310 8.260 8.296 -0.029 4,918 37,365 +900
Oct07 070521 8.400 8.420 8.350 8.412 -0.027 7,522 46,421 +1,121
Nov07 070521 9.062 9.062 9.062 9.062 -0.017 2,652 23,590 +776
Dec07 070521 9.712 9.712 9.712 9.712 -0.007 1,310 40,875 -121
Jan08 070521 10.060 10.060 10.052 10.052 -0.007 2,682 39,649 +442
Feb08 070521 10.040 10.060 9.980 10.037 -0.007 1,129 21,332 +448
Mar08 070521 9.810 9.820 9.807 9.807 -0.007 2,138 50,242 -209
Apr08 070521 8.395 8.430 8.395 8.422 +0.003 2,117 37,032 +596
May08 070521 8.350 8.350 8.304 8.304 +0.005 1,336 18,613 +141
Jun08 070521 8.382 8.382 8.382 8.382 +0.008 236 10,466 -18
Jul08 070521 8.467 8.467 8.467 8.467 +0.008 755 5,776 -63
Aug08 070521 8.532 8.532 8.532 8.532 +0.008 199 8,252 +115
Sep08 070521 8.580 8.610 8.572 8.572 +0.008 855 6,269 -99
Total Volume and Open Interest 127,263 773,658 +8,336
Brent Crude Oil(ICE)
Jul07 070521 69.52 70.83 69.10 70.49 +1.04 91,814 152,851 -12,018
Aug07 070521 70.25 71.07 69.40 70.74 +0.99 41,777 129,932 -462
Sep07 070521 70.50 71.31 69.73 71.03 +0.96 14,003 52,715 -313
Oct07 070521 70.74 71.61 70.07 71.34 +0.93 3,644 24,097 -1,003
Nov07 070521 71.14 71.89 70.44 71.67 +0.88 3,402 23,339 -1,177
Dec07 070521 71.50 72.28 70.80 72.00 +0.84 15,225 77,626 -4,074
Jan08 070521 72.26 72.26 72.26 72.26 +0.83 0 15,699 -642
Feb08 070521 72.43 72.43 72.43 72.43 +0.85 0 5,798 +49
Mar08 070521 73.10 73.10 72.56 72.56 +0.86 0 7,644 +72
Apr08 070521 73.19 73.19 72.67 72.67 +0.88 0 6,579 +0
May08 070521 72.75 72.75 72.75 72.75 +0.88 0 1,609 +0
Jun08 070521 72.21 72.79 72.18 72.79 +0.86 0 21,218 +100
Jul08 070521 72.80 72.80 72.80 72.80 +0.85 0 1,544 +0
Aug08 070521 72.75 72.75 72.75 72.75 +0.80 0 1,529 +0
Total Volume and Open Interest 174,577 647,721 -18,706
Gas Oil(ICE)
Jun07 070521 604.25 613.00 599.00 604.25 +3.25 28,538 74,635 -5,427
Jul07 070521 606.75 616.25 602.75 607.75 +2.00 16,255 70,133 -358
Aug07 070521 612.75 620.75 607.25 612.25 +2.00 4,738 28,997 +181
Sep07 070521 619.00 622.00 616.00 617.00 +1.75 1,887 18,550 +394
Oct07 070521 624.50 624.50 620.75 621.75 +2.00 865 9,929 +269
Nov07 070521 627.50 630.00 625.75 626.50 +2.00 660 10,122 +14
Dec07 070521 629.75 638.75 629.75 631.75 +2.00 3,796 48,622 -303
Jan08 070521 640.25 640.25 640.25 640.25 +2.00 0 21,019 +256
Feb08 070521 639.50 639.50 639.50 639.50 +2.00 0 5,930 +55
Mar08 070521 637.75 637.75 637.75 637.75 +2.00 0 5,909 +250
Total Volume and Open Interest 57,537 331,361 -4,633
US Dollar Index(NYBOT)
Jun07 070521 82.245 82.290 82.120 82.260 +0.150 756 29,033 -156
Sep07 070521 81.880 82.020 81.880 82.020 +0.150 7 2,401 +5
Dec07 070521 81.780 81.780 81.780 81.780 +0.150 0 13 +0
Total Volume and Open Interest 765 31,456 -150
Australian Dollar(CME)
Jun07 070521 81.85 82.18 81.80 82.18 -0.11 2,802 105,647 -1,071
Sep07 070521 81.63 81.97 81.63 81.97 -0.11 205 1,799 +520
Dec07 070521 81.70 81.70 81.70 81.70 -0.11 0 420 +0
Total Volume and Open Interest 3,007 107,875 -551
British Pound(CME)
Jun07 070521 196.97 197.00 196.79 197.00 -0.44 1,268 121,801 -933
Sep07 070521 196.60 196.81 196.60 196.81 -0.44 72 1,186 +427
Dec07 070521 196.51 196.51 196.51 196.51 -0.44 0 174 +2
Total Volume and Open Interest 1,340 123,181 -504
Canadian Dollar(CME)
Jun07 070521 92.09 92.40 92.04 92.27 +0.44 6,976 172,953 +1,335
Sep07 070521 92.35 92.49 92.32 92.49 +0.44 172 3,583 +700
Dec07 070521 92.70 92.70 92.70 92.70 +0.44 218 1,841 +112
Mar08 070521 92.85 92.85 92.85 92.85 +0.44 1 352 +0
Total Volume and Open Interest 7,367 178,971 +2,151
Japanese Yen(CME)
Jun07 070521 82.63 82.65 82.54 82.64 -0.20 11,036 294,151 +834
Sep07 070521 83.58 83.60 83.50 83.60 -0.20 145 10,290 +570
Dec07 070521 84.52 84.52 84.52 84.52 -0.20 7 5,786 -6
Total Volume and Open Interest 11,188 322,247 +1,397
Swiss Franc(CME)
Jun07 070521 81.33 81.50 81.32 81.50 -0.16 293 95,236 +4,318
Sep07 070521 82.09 82.09 82.09 82.09 -0.16 169 906 +563
Dec07 070521 82.62 82.62 82.62 82.62 -0.16 0 49 +0
Total Volume and Open Interest 462 96,195 +4,881
EuroFX(CME)
Jun07 070521 134.55 134.85 134.50 134.83 -0.39 865 218,745 +1,337
Sep07 070521 135.03 135.23 135.03 135.23 -0.39 99 2,766 +285
Dec07 070521 135.52 135.52 135.52 135.52 -0.39 0 633 +0
Total Volume and Open Interest 964 222,251 +1,623
Mexican Peso(CME)
Jun07 070521 9242.0 9280.0 9240.0 9275.0 +30.0 3,019 117,784 -1,893
Jul07 070521 9260.0 9260.0 9260.0 9260.0 +30.0 0 53 +0
Total Volume and Open Interest 3,664 141,770 -2,534
30-Year T-Bonds(CBOT)
Jun07 070521 109~30 110~05 109~23 110~03 +0~05 356,708 842,993 -1,082
Sep07 070521 109~29 110~05 109~24 110~03 +0~05 8,411 111,598 +441
Dec07 070521 109~31 110~04 109~31 110~04 +0~05 2 291 +2
Total Volume and Open Interest 365,121 954,917 -639
10-Year T-Notes(CBOT)
Jun07 070521 107~015 107~055 106~300 107~045 +0~030 1,347,451 2,658,408 -13,266
Sep07 070521 107~020 107~060 106~315 107~050 +0~025 68,011 325,861 +25,373
Total Volume and Open Interest 1,415,773 2,986,063 +12,319
5-Year T-Notes(CBOT)
Jun07 070521 104~280 104~305 104~255 104~300 +0~020 26,176 1,600,487 +1,600,487
Sep07 070521 105~010 105~020 104~290 105~015 +0~020 32,965 150,563 +150,563
Total Volume and Open Interest 583,788 1,751,050 +1,751,050
2 Year T-Notes(CBOT)
Jun07 070521 101~120 101~124 101~118 101~124 +0~003 3,209 1,006,375 -803
Sep07 070521 102~016 102~018 102~013 102~018 +0~001 2,775 162,011 +18,050
Total Volume and Open Interest 5,984 1,168,386 +17,247
Eurodollars(CME)
Jun07 070521 94.645 94.650 94.643 94.645 -0.003 12,035 1,485,835 -7,268
Sep07 070521 94.700 94.710 94.695 94.705 unch 20,927 1,745,808 -5,505
Dec07 070521 94.790 94.815 94.785 94.810 +0.015 23,630 1,871,656 -18,113
Mar08 070521 94.900 94.930 94.890 94.930 +0.025 18,935 1,548,916 -6,799
Jun08 070521 94.985 95.015 94.970 95.015 +0.025 25,477 1,510,114 -36,911
Sep08 070521 95.015 95.055 95.000 95.055 +0.025 21,966 932,522 -15,148
Dec08 070521 95.025 95.065 95.015 95.065 +0.020 19,909 706,955 +3,959
Mar09 070521 95.035 95.070 95.015 95.070 +0.020 24,200 477,414 -4,786
Jun09 070521 95.025 95.055 95.015 95.055 +0.020 6,292 340,788 -1,158
Sep09 070521 95.000 95.030 94.985 95.030 +0.020 13,361 276,606 +2,692
Dec09 070521 94.960 94.985 94.940 94.985 +0.020 9,586 181,578 +628
Mar10 070521 94.930 94.960 94.915 94.960 +0.025 7,317 146,743 -1,472
Jun10 070521 94.890 94.925 94.880 94.925 +0.025 2,217 89,823 +930
Sep10 070521 94.855 94.890 94.845 94.890 +0.025 3,253 88,829 +971
Dec10 070521 94.815 94.845 94.800 94.845 +0.025 2,648 98,496 +955
Mar11 070521 94.790 94.820 94.775 94.820 +0.025 756 100,951 +155
Jun11 070521 94.760 94.790 94.745 94.790 +0.025 1,273 89,167 +220
Sep11 070521 94.725 94.755 94.710 94.755 +0.025 1,244 52,760 +143
Total Volume and Open Interest 220,595 11,948,343 -84,538
3-Mth Euro-Yen(CME)
Jun07 070521 99.32 99.32 99.32 99.32 unch 115 25,530 +1,356
Sep07 070521 99.17 99.17 99.17 99.17 unch 9 12,338 -700
Dec07 070521 99.08 99.08 99.08 99.08 -0.01 180 12,668 +20
Mar08 070521 98.99 98.99 98.99 98.99 unch 225 5,968 +13
Jun08 070521 98.91 98.91 98.91 98.91 unch 0 1,704 -200
Sep08 070521 98.82 98.82 98.82 98.82 unch 125 3,207 -151
Dec08 070521 98.74 98.74 98.74 98.74 unch 0 750 +0
Mar09 070521 98.67 98.67 98.67 98.67 unch 0 110 +0
Jun09 070521 98.62 98.62 98.62 98.62 -0.01 0 5 +0
Sep09 070521 98.54 98.54 98.54 98.54 -0.01 0 10 +0
Total Volume and Open Interest 654 62,290 +338
3-Mth Euro-Yen(SIMEX)
Jun07 070521 99.32 99.32 99.32 99.32 unch 1,799 79,981 +1,653
Sep07 070521 99.16 99.17 99.16 99.17 -0.01 2,330 54,293 -629
Dec07 070521 99.08 99.08 99.08 99.08 -0.01 249 61,877 -58
Mar08 070521 98.98 98.98 98.98 98.98 -0.01 447 38,906 +16
Jun08 070521 98.90 98.90 98.90 98.90 -0.01 577 13,464 +275
Sep08 070521 98.82 98.83 98.82 98.82 -0.01 0 11,580 +20
Dec08 070521 98.74 98.74 98.74 98.74 -0.01 0 2,245 +0
Mar09 070521 98.67 98.67 98.67 98.67 -0.01 0 843 +100
Total Volume and Open Interest 5,402 265,382 +1,377
German Euro-Bund(EUREX)
Jun07 070521 112.82 112.90 112.72 112.77 -0.15 1,038,148 1,850,078 +19,396
Sep07 070521 112.81 112.88 112.72 112.76 -0.15 22,291 51,753 +9,777
Dec07 070521 112.37 112.37 112.37 112.37 -0.19 250 251 +250
Total Volume and Open Interest 1,060,689 1,902,082 +29,423
German Euro-Bobl(EUREX)
Jun07 070521 107.03 107.08 106.97 107.01 -0.08 478,262 1,368,034 -13,579
Sep07 070521 107.14 107.16 107.10 107.12 -0.08 4,923 27,256 +2,616
Dec07 070521 107.15 107.15 107.15 107.15 -0.08      
Total Volume and Open Interest 483,185 1,395,290 -10,963
Long Gilt(LIFFE)
Jun07 070521 106~05 106~09 106~01 106~04 -0~03 96,589 420,783 -4,570
Sep07 070521 106~05 106~05 106~05 106~05 -0~03 0 5 +0
Total Volume and Open Interest 96,589 420,788 -4,570
3-Mth Short Sterling(LIFFE)
Jun07 070521 94.18 94.18 94.18 94.18 -0.01 59,505 558,796 -3,004
Sep07 070521 94.03 94.03 94.03 94.03 -0.02 104,207 577,185 -16,835
Dec07 070521 93.98 93.98 93.98 93.98 -0.03 107,595 530,886 -10,038
Total Volume and Open Interest 469,541 3,141,500 -34,025
3-Mth Euribor(LIFFE)
Jun07 070518 95.845 95.845 95.840 95.845 +0.005 104,547 785,840 -19,598
Sep07 070521 95.655 95.665 95.645 95.650 -0.010 216,084 968,535 -28,940
Dec07 070521 95.540 95.555 95.530 95.535 -0.015 183,726 955,818 -34,747
Total Volume and Open Interest 757,075 4,800,279 -78,205
3-Mth Aus T-Bills(SFE)
Jun07 070521 93.60 93.62 93.60 93.62 +0.01 747 460,049 -2,459
Sep07 070521 93.51 93.53 93.51 93.52 unch 6,377 333,968 -367
Dec07 070521 93.41 93.42 93.40 93.42 unch 9,488 169,580 +1,640
Mar08 070521 93.36 93.37 93.35 93.36 -0.01 4,509 94,535 -894
Jun08 070521 93.34 93.36 93.33 93.34 -0.02 4,861 65,102 +1,697
Sep08 070521 93.35 93.37 93.34 93.35 -0.02 3,604 39,750 -147
Dec08 070521 93.37 93.39 93.36 93.37 -0.02 3,274 28,804 +32
Mar09 070521 93.38 93.40 93.38 93.38 -0.02 515 11,960 +366
Jun09 070521 93.38 93.38 93.38 93.38 -0.02 1 3,999 +0
Sep09 070521 93.39 93.39 93.39 93.39 -0.02 0 1,419 +0
Total Volume and Open Interest 33,376 1,209,571 -131
10-Year Aus T-Bonds(SFE)
Jun07 070521 94.03 94.04 94.01 94.02 -0.04 29,162 434,684 -2,289
Sep07 070521 94.02 94.02 94.02 94.02 -0.04      
Total Volume and Open Interest 29,162 434,684 -2,289
3-Year Aus T-Bonds(SFE)
Jun07 070521 93.82 93.84 93.81 93.82 -0.02 56,255 729,668 +6,358
Sep07 070521 93.83 93.83 93.83 93.83 -0.02      
Total Volume and Open Interest 56,255 729,668 +6,358
Gold(CMX)
Jun07 070521 659.5 664.2 657.5 663.8 +1.8 75,396 161,769 -7,489
Aug07 070521 668.2 670.5 668.2 670.0 +1.8 11,749 74,302 +6,779
Oct07 070521 676.2 676.2 676.2 676.2 +1.8 356 38,476 +217
Dec07 070521 677.0 683.0 677.0 682.5 +1.8 2,201 70,597 +1,623
Feb08 070521 688.6 688.6 688.6 688.6 +1.8 579 6,703 +467
Apr08 070521 694.6 694.6 694.6 694.6 +1.9 904 14,125 +649
Jun08 070521 700.7 700.7 700.7 700.7 +1.9 2,450 9,206 +527
Aug08 070521 706.7 706.7 706.7 706.7 +1.9 0 787 +0
Oct08 070521 712.7 712.7 712.7 712.7 +2.0 0 980 +0
Dec08 070521 718.7 718.7 718.6 718.6 +2.0 256 8,732 +251
Feb09 070521 724.8 724.8 724.7 724.7 +2.0 315 3,506 +315
Total Volume and Open Interest 94,551 405,993 +3,393
Silver(CMX)
May07 070521 1305.7 1305.7 1305.7 1305.7 +13.1 66 84 -130
Jul07 070521 1295.0 1315.0 1291.0 1313.0 +12.7 17,911 64,095 -1,298
Sep07 070521 1321.0 1325.7 1321.0 1325.7 +12.9 411 11,684 +83
Dec07 070521 1332.0 1343.1 1332.0 1343.1 +12.9 190 16,454 +68
Mar08 070521 1359.5 1359.5 1359.5 1359.5 +12.9 2 3,369 +0
May08 070521 1369.1 1369.1 1369.1 1369.1 +13.2 11 2,047 +0
Jul08 070521 1378.7 1378.7 1378.7 1378.7 +13.4 231 1,570 +72
Total Volume and Open Interest 18,848 109,090 -1,209
Platinum(NYM)
Jul07 070521 1320.0 1320.0 1318.0 1319.7 -6.5 1,214 14,802 -411
Oct07 070521 1327.7 1327.7 1327.7 1327.7 -5.5 17 365 +14
Jan08 070521 1332.7 1332.7 1332.7 1332.7 -5.5 0 2 +0
Apr08 070430 1295.0 1295.0 1295.0 1295.0 unch      
Total Volume and Open Interest 910 14,399  
Palladium(NYME)
Jun07 070521 362.00 375.00 362.00 374.30 +9.05 895 13,106 -322
Sep07 070521 374.80 379.60 374.80 379.60 +9.05 355 6,118 +244
Dec07 070521 385.10 385.10 385.10 385.10 +9.05 0 317 +0
Total Volume and Open Interest 1,250 19,547 -78
Copper(CMX)
May07 070521 334.30 341.00 334.30 340.60 +7.75 437 1,258 -67
Jul07 070521 333.25 340.50 333.00 340.05 +7.70 11,693 52,333 +379
Sep07 070521 333.00 340.00 333.00 339.15 +7.70 1,326 12,095 +363
Dec07 070521 333.40 333.40 333.40 333.40 +7.55 423 5,667 +112
Mar08 070521 326.15 326.15 326.15 326.15 +7.40 23 1,087 +11
Total Volume and Open Interest 14,349 80,498 +859
Aluminum(CMX)
May07 070521 127.50 127.50 127.50 127.50 +1.00 0 1 +0
Jun07 070521 127.50 127.50 127.50 127.50 +1.00 0 53 +0
Jul07 070521 127.10 127.10 127.10 127.10 +1.00 0 40 +0
Aug07 070521 126.70 126.70 126.70 126.70 +1.00 0 40 +0
Sep07 070521 126.30 126.30 126.30 126.30 +1.00 0 40 +0
Oct07 070521 126.00 126.00 126.00 126.00 +1.00 0 40 +0
Total Volume and Open Interest 0 408 +0
DJIA Index(CBOT)
Jun07 070521 13607 13620 13562 13571 -28 6,910 47,829 -101
Sep07 070521 13700 13740 13685 13689 -28 78 238 +40
Dec07 070521 13799 13799 13799 13799 -28 3 20 +1
Mar08 070521 13913 13913 13913 13913 -28      
Total Volume and Open Interest 6,991 48,087 -60
S & P 500(CME)
Jun07 070521 1527.30 1533.80 1526.60 1527.90 unch 29,674 609,822 +923
Sep07 070521 1542.70 1547.20 1542.70 1542.70 unch 2,374 46,273 +1,111
Dec07 070521 1561.00 1561.00 1553.00 1555.80 +0.10 1 3,724 -1
Mar08 070521 1568.30 1568.30 1568.30 1568.30 +0.40 0 5,564 +0
Total Volume and Open Interest 32,049 665,604 +2,033
S & P 500 E-Mini(Globex)
Jun07 070521 1527.50 1534.00 1526.25 1528.00 unch 1,197,238 2,099,191 +59,191
Sep07 070521 1542.00 1548.50 1541.25 1542.75 unch 1,985 26,215 +1,274
Total Volume and Open Interest 1,199,223 2,125,406 +60,465
NASDAQ 100(CME)
Jun07 070521 1906.50 1927.00 1904.00 1916.30 +10.50 2,530 59,562 +383
Sep07 070521 1941.30 1941.30 1941.30 1941.30 +10.80 0 61 +0
Dec07 070521 1961.30 1961.30 1961.30 1961.30 +10.50 0 31 +0
Total Volume and Open Interest 2,530 59,654 +383
NASDAQ 100 E-Mini(Globex)
Jun07 070521 1905.30 1927.30 1903.00 1916.30 +10.50 294,634 446,172 -3,677
Sep07 070521 1931.00 1951.50 1929.30 1941.30 +10.80 156 638 +26
Total Volume and Open Interest 294,790 446,810 -3,651
S & P Midcap 400(CME)
Jun07 070521 900.50 909.00 900.50 908.10 +7.50 500 9,439 +19
Sep07 070521 917.10 917.10 917.10 917.10 +7.50 0 40 +20
Dec07 070521 924.70 924.70 924.70 924.70 +7.50      
Total Volume and Open Interest 500 9,479 +39
Russell 2000(CME)
Jun07 070521 824.50 839.25 824.25 835.10 +10.30 661 48,209 +20
Sep07 070521 842.70 842.70 842.70 842.70 +10.30 0 48 +0
Dec07 070521 850.30 850.30 850.30 850.30 +10.30      
Total Volume and Open Interest 661 48,257 +20
Russell 2000 E-Mini(Globex)
Jun07 070521 824.70 839.60 823.60 835.10 +10.30 198,837 0 -538,641
Sep07 070521 831.60 847.00 831.20 842.70 +10.30 371 0 -16,356
Total Volume and Open Interest 207,375 554,997 +0
Value Line(KCBT)
Jun07 070521 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070521 17520 17615 17520 17570 +70      
Sep07 070521 17610 17610 17610 17610 +70      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070521 17520 17615 17415 17555 +145 67,791 267,502 -449
Sep07 070521 17485 17630 17450 17580 +155 27 180 +3
Dec07 070521 17540 17540 17540 17540 +155 0 200 +0
Total Volume and Open Interest 67,818 267,884 -446
CAC 40(EURONEXT)
May07 070518 6016.0 6098.0 6015.5 6096.0 +83.0 124,150 425,318 -89,936
Jun07 070521 6049.0 6071.5 6021.0 6052.0 +11.0 155,935 454,683 +42,593
Jul07 070521 6057.5 6083.0 6041.5 6067.0 +12.0 422 523 +411
Total Volume and Open Interest 237,559 458,140 -382,234
Hang Seng Index(HKFE)
May07 070521 20900 21078 20860 20980 +74 32,392 117,208 -759
Jun07 070521 20920 21128 20920 21046 +95 1,187 10,340 +103
Total Volume and Open Interest 33,618 128,911 -650
DAX(EUREX)
Jun07 070521 7642.5 7664.5 7618.5 7642.5 +13.0 206,786 419,860 +3,430
Sep07 070521 7723.0 7747.0 7708.5 7726.5 +14.0 1,052 6,236 +84
Dec07 070521 7806.0 7810.5 7806.0 7810.5 +13.5 186 3,751 +171
Total Volume and Open Interest 208,024 429,847 +3,685
FT-SE 100(EURONEXT)
Jun07 070521 6666.00 6683.50 6627.50 6647.00 -0.50 97,359 586,728 +6,550
Sep07 070521 6701.50 6721.00 6675.50 6686.50 -0.50 72 14,412 +17
Dec07 070521 6759.00 6770.00 6746.50 6746.50 unch 4 5,666 +1
Total Volume and Open Interest 97,435 606,842 +6,568
SPI 200(SFE)
Jun07 070521 6390.0 6405.0 6368.0 6370.0 +34.0 16,160 308,960 -61
Sep07 070521 6397.0 6408.0 6375.0 6375.0 +34.0 83 6,182 -580
Dec07 070521 6436.0 6436.0 6417.0 6417.0 +34.0 0 3,350 +0
Total Volume and Open Interest 16,261 319,556 -914
GSCI(CME)
Jun07 070521 478.40 483.70 475.40 483.30 +5.90 476 19,220 +120
Jul07 070521 488.00 488.00 488.00 488.00 +5.00 1 1 +0
Aug07 070521 490.00 490.00 490.00 490.00 +4.50      
Total Volume and Open Interest 477 19,221 +120
Reuters CRB Index(NYBOT)
Jun07 070521 408.00 408.50 406.50 408.50 +2.00 16 902 -5
Aug07 070521 415.25 416.00 414.00 416.00 +2.00 1 410 +0
Nov07 070521 419.50 421.50 419.50 421.50 +2.00 0 200 +0
Total Volume and Open Interest 17 1,515 -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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