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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 May 30, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul08 080530 1315.00 1365.00 1312.00 1363.50 +40.75 12,760 191,779 -5,845
Aug08 080530 1318.00 1369.50 1318.00 1368.75 +40.50 2,047 24,276 +3,184
Sep08 080530 1313.00 1356.25 1313.00 1356.25 +34.25 534 11,313 -786
Nov08 080530 1310.00 1356.00 1310.00 1354.50 +33.00 4,423 168,366 +2,225
Jan09 080530 1326.00 1368.50 1326.00 1368.50 +33.00 44 18,039 +971
Mar09 080530 1377.00 1379.25 1377.00 1379.25 +32.75 42 5,411 +25
May09 080530 1361.00 1385.75 1361.00 1385.75 +32.75 30 6,432 +65
Total Volume and Open Interest 20,396 464,204 +173
Soybean Meal(CBOT)
Jul08 080530 330.50 346.00 330.50 341.50 +9.70 7,546 63,778 -1,936
Aug08 080530 334.00 348.50 334.00 344.10 +9.50 2,147 24,541 +1,119
Sep08 080530 333.00 345.50 333.00 341.40 +8.10 1,321 16,728 +64
Oct08 080530 327.00 337.30 327.00 332.50 +5.20 851 18,012 +447
Dec08 080530 327.00 336.50 326.50 332.30 +5.50 2,878 59,623 +534
Jan09 080530 336.00 336.00 333.50 333.50 +5.70 26 5,999 +13
Mar09 080530 337.00 337.00 337.00 337.00 +6.70 13 3,392 +28
May09 080530 341.50 341.50 339.50 339.50 +6.60 9 2,853 +1
Total Volume and Open Interest 14,800 201,798 +276
Soybean Oil(CBOT)
Jul08 080530 59.70 61.38 59.70 61.31 +1.01 6,914 118,067 -2,481
Aug08 080530 60.35 61.70 60.35 61.66 +1.01 1,135 23,796 +2,815
Sep08 080530 61.48 62.00 61.48 62.00 +1.02 1,550 12,348 -338
Oct08 080530 61.05 62.30 61.05 62.30 +1.01 968 10,690 +91
Dec08 080530 61.60 62.95 61.60 62.91 +1.03 3,687 58,534 +870
Jan09 080530 62.00 63.24 62.00 63.24 +1.03 17 4,592 -22
Mar09 080530 62.45 63.65 62.45 63.65 +1.04 1 5,324 +20
May09 080530 62.70 63.73 62.70 63.73 +1.00 14 3,140 -11
Total Volume and Open Interest 14,588 251,084 +2,958
Canola(WCE)
Jul08 080530 615.8 623.0 606.1 620.5 +9.2 7,877 33,117 -970
Total Volume and Open Interest 14,041 105,844 +2,027
Corn(CBOT)
Jul08 080530 580.00 602.25 579.75 599.25 +17.00 15,888 473,890 -13,944
Sep08 080530 593.00 615.00 593.00 612.50 +17.25 8,265 190,941 +14,845
Dec08 080530 607.00 630.00 607.00 626.50 +17.00 6,457 492,294 +2,425
Mar09 080530 621.00 643.50 620.50 640.00 +17.00 579 70,284 +116
May09 080530 630.00 648.50 630.00 648.50 +16.75 422 11,693 +564
Jul09 080530 644.50 656.00 644.50 654.75 +16.50 329 32,873 +1,396
Total Volume and Open Interest 34,354 1,406,017 +7,059
Wheat(CBOT)
Jul08 080530 743.00 765.00 743.00 761.50 +18.00 6,106 188,720 -3,735
Sep08 080530 760.00 778.00 760.00 777.50 +18.25 4,741 70,917 +6,845
Dec08 080530 779.00 801.00 779.00 799.25 +18.25 1,153 62,892 -928
Mar09 080530 806.00 819.00 805.00 819.00 +18.50 36 5,534 +62
May09 080530 831.00 831.00 831.00 831.00 +19.00 0 707 +10
Total Volume and Open Interest 12,090 361,882 +2,149
Wheat(KCBT)
Jul08 080530 793.50 803.00 789.00 802.00 +8.00 7,832 55,448 +165
Sep08 080530 806.00 816.00 801.50 816.00 +10.00 2,211 18,067 +557
Dec08 080530 825.00 836.00 823.00 836.00 +9.00 1,640 22,047 -16
Mar09 080530 848.00 849.00 841.00 849.00 +6.00 276 1,656 +73
May09 080530 845.00 845.00 845.00 845.00 unch 43 421 +10
Total Volume and Open Interest 12,095 107,559 +798
Wheat(MGE)
Jul08 080530 1047.00 1063.00 1045.00 1055.00 +10.50 1,766 6,201 +169
Sep08 080530 851.50 873.00 850.00 873.00 +18.50 1,980 18,503 +173
Dec08 080530 860.00 875.00 858.00 875.00 +14.00 1,197 16,560 +155
Mar09 080530 871.00 874.00 868.00 874.00 +10.00 172 1,606 -17
May09 080530 870.00 874.00 870.00 874.00 +10.00 85 310 +83
Total Volume and Open Interest 5,284 44,630 +603
Oats(CBOT)
Jul08 080530 375.50 383.00 375.50 382.00 unch 1,027 7,307 -772
Sep08 080530 386.50 394.00 386.50 394.00 +0.50 784 1,456 +956
Dec08 080530 406.25 411.00 406.25 410.00 +1.00 36 6,738 +16
Mar09 080530 422.50 425.00 422.50 424.00 +1.00 159 557 +119
Total Volume and Open Interest 2,006 16,058 +319
Rough Rice(CBOT)
Jul08 080530 19.30 19.30 18.65 19.10 +0.25 340 7,474 -282
Sep08 080530 18.63 18.66 18.30 18.50 +0.13 285 5,502 +273
Nov08 080530 18.72 18.72 18.60 18.60 +0.17 6 4,758 +79
Jan09 080530 18.93 18.93 18.93 18.93 +0.17 0 662 +1
Total Volume and Open Interest 631 18,708 +134
Live Cattle(CME)
Jun08 080530 95.650 96.600 95.650 96.535 +0.585 11,260 36,540 -3,703
Aug08 080530 100.850 101.900 100.850 101.850 +0.920 19,095 138,854 +1,420
Oct08 080530 107.350 108.350 107.300 108.150 +0.700 3,904 66,293 -18
Dec08 080530 107.700 109.000 107.700 108.830 +0.900 3,745 28,710 +1,371
Feb09 080530 109.000 109.850 108.850 109.800 +0.820 1,084 15,861 +61
Apr09 080530 110.350 111.000 110.300 110.900 +0.550 1,298 6,975 -107
Total Volume and Open Interest 40,547 295,879 -897
Feeder Cattle(CME)
Aug08 080530 115.480 116.450 115.480 116.035 +0.585 1,635 20,305 +14
Sep08 080530 116.150 117.150 116.150 116.800 +0.515 383 3,988 -13
Oct08 080530 117.000 117.850 117.000 117.830 +0.795 515 5,034 +158
Nov08 080530 117.250 117.850 117.200 117.830 +0.430 174 1,203 -34
Jan09 080530 115.000 115.700 115.000 115.250 +0.250 12 804 +1
Mar09 080530 113.300 113.300 113.300 113.300 +0.100 0 11 +0
Apr09 080530 112.500 112.500 112.500 112.500 unch 0 8 +0
Total Volume and Open Interest 2,719 31,353 +126
Lean Hogs(CME)
Jun08 080530 76.700 77.950 76.600 77.750 +1.570 8,571 16,338 -1,605
Jul08 080530 77.000 78.500 76.800 78.100 +1.850 13,007 74,497 -609
Aug08 080530 77.700 79.050 77.650 78.975 +1.575 6,997 61,517 +718
Oct08 080530 73.700 74.900 73.600 74.550 +1.165 2,823 39,790 -448
Dec08 080530 73.700 74.900 73.500 74.500 +1.215 1,354 36,448 +54
Feb09 080530 78.700 80.200 78.300 80.180 +1.680 919 16,297 -121
Apr09 080530 82.450 84.000 81.900 83.885 +1.435 315 9,111 +123
May09 080530 86.700 87.600 86.700 87.600 +0.900 10 258 +7
Total Volume and Open Interest 34,025 257,401 -1,869
Pork Bellies(CME)
Jul08 080530 75.750 78.750 75.750 78.725 +2.975 256 1,569 -48
Aug08 080530 75.850 78.600 75.850 78.600 +3.000 24 540 -9
Feb09 080530 99.500 99.500 99.500 99.500 +1.400 23 53 +1
Mar09 080530 96.500 96.500 96.500 96.500 unch 0 4 +0
May09 080530 32.969 32.969 32.969 32.969 unch      
Total Volume and Open Interest 303 2,166 -56
Class III Milk(CME)
May08 080530 18.18 18.18 18.18 18.18 unch 19 3,405 -11
Jun08 080530 20.17 20.17 20.15 20.15 +0.02 243 3,708 -55
Jul08 080530 20.45 20.60 20.43 20.43 -0.12 619 4,109 +133
Aug08 080530 20.14 20.49 20.14 20.49 -0.03 481 3,454 +142
Sep08 080530 20.56 20.56 20.56 20.56 -0.04 369 3,155 +88
Total Volume and Open Interest 3,568 32,817 +982
Cocoa(ICE)
Jul08 080530 2723 2769 2703 2723 -7 12,901 57,555 +1,138
Sep08 080530 2722 2775 2710 2737 +1 9,573 35,769 +1,283
Dec08 080530 2714 2754 2707 2731 +3 1,805 34,388 +176
Mar09 080530 2693 2734 2687 2718 +7 497 15,835 +131
May09 080530 2722 2723 2708 2723 +7 341 3,326 +196
Jul09 080530 2701 2735 2701 2720 +7 3 2,077 +2
Sep09 080530 2732 2732 2732 2732 +5 0 648 +0
Total Volume and Open Interest 25,135 152,056 +2,926
Coffee "C"(ICE)
Jul08 080530 132.65 134.75 132.60 133.90 +1.40 11,278 76,947 -2,041
Sep08 080530 136.00 137.00 134.95 136.25 +1.40 4,749 40,477 +1,808
Dec08 080530 138.90 140.25 138.60 139.65 +1.35 622 16,734 +125
Mar09 080530 141.85 143.05 141.85 142.95 +1.30 266 9,768 -46
May09 080530 144.00 145.40 144.00 145.10 +1.35 134 3,794 -33
Jul09 080530 147.00 147.75 146.80 147.15 +1.35 95 1,084 +2
Total Volume and Open Interest 17,350 151,382 -136
Orange Juice(ICE)
Jul08 080530 104.40 109.40 103.75 107.95 +3.05 3,756 19,497 -1,854
Sep08 080530 108.00 112.90 107.60 111.95 +3.20 2,339 7,092 +2,093
Nov08 080530 112.00 116.30 112.00 115.45 +3.20 820 3,340 +780
Jan09 080530 118.20 119.50 118.20 118.65 +3.05 22 1,817 +11
Mar09 080530 122.15 122.15 122.15 122.15 +3.25 1 2,198 +1
May09 080530 125.15 125.15 125.15 125.15 +3.95 0 26 +0
Total Volume and Open Interest 6,938 33,983 +1,031
Sugar #11(ICE)
Jul08 080530 9.97 10.08 9.82 10.02 +0.05 63,847 350,214 -11,025
Oct08 080530 11.28 11.49 11.22 11.43 +0.09 46,105 238,793 +9,557
Mar09 080530 12.65 12.87 12.62 12.82 +0.08 14,395 116,538 +412
May09 080530 13.19 13.38 13.13 13.33 +0.07 4,886 71,711 +1,602
Jul09 080530 13.50 13.67 13.45 13.67 +0.07 1,617 43,552 +179
Total Volume and Open Interest 132,461 914,261 +1,350
Sugar #14(ICE)
Jul08 080530 20.90 20.98 20.90 20.98 +0.06 420 2,146 -399
Sep08 080530 21.02 21.02 21.02 21.02 +0.02 49 1,725 -17
Nov08 080530 21.39 21.40 21.35 21.40 +0.02 77 1,649 +77
Jan09 080530 21.30 21.40 21.30 21.38 +0.03 14 820 +14
Mar09 080530 21.35 21.35 21.35 21.35 -0.05 0 482 +0
Total Volume and Open Interest 560 7,337 -325
London Cocoa(LCE)
Jul08 080530 1467 1480 1455 1472 +4 6,723 77,117 -535
Sep08 080530 1458 1469 1446 1461 +3 5,188 61,140 +437
Dec08 080530 1441 1460 1438 1451 +5 5,060 41,061 -898
Mar09 080530 1421 1436 1417 1429 +2 2,748 27,400 +1,149
May09 080530 1427 1436 1423 1434 +1 655 7,335 +52
Jul09 080530 1440 1446 1432 1444 +1 10 3,948 +5
Sep09 080530 1453 1453 1453 1453 +1 0 660 +0
Total Volume and Open Interest 20,384 219,819 +210
London Coffee(LCE)
May08 080530 2222.00 2222.00 2222.00 2222.00 unch 11 12 +0
Jul08 080530 2236.00 2272.00 2233.00 2264.00 +18.00 11,011 74,197 -161
Sep08 080530 2245.00 2269.00 2236.00 2258.00 +13.00 5,898 44,295 +2,520
Nov08 080530 2240.00 2249.00 2229.00 2232.00 -1.00 60 9,506 +30
Jan09 080530 2228.00 2228.00 2216.00 2221.00 unch 4 5,904 +3
Total Volume and Open Interest 16,984 133,914 +2,392
London Sugar(LCE)
Aug08 080530 319.00 321.80 317.10 320.00 unch 4,488 15,414 -847
Oct08 080530 325.00 328.50 323.10 325.50 -1.00 1,161 14,818 +446
Dec08 080530 335.00 339.30 333.90 336.90 +0.70 261 6,652 +55
Mar09 080530 349.00 351.60 348.40 350.90 +1.20 304 6,672 +14
May09 080530 356.30 358.90 356.30 358.20 +1.50 3 2,603 +0
Total Volume and Open Interest 6,234 52,594 -315
Cotton(ICE)
Jul08 080530 66.25 66.33 65.54 65.74 -0.25 13,207 117,014 -3,019
Oct08 080530 71.55 71.73 71.02 71.16 -0.32 255 3,958 +130
Dec08 080530 74.55 74.83 74.09 74.37 -0.27 10,449 122,775 +2,278
Mar09 080530 80.35 80.35 79.75 80.03 -0.26 1,199 16,276 +677
May09 080530 81.44 81.88 81.41 81.67 -0.21 194 1,671 +0
Jul09 080530 83.10 83.25 82.57 82.98 -0.10 442 2,541 +269
Total Volume and Open Interest 25,948 269,733 +287
Lumber(CME)
Jul08 080530 248.9 251.8 246.2 246.3 -2.6 3,068 8,535 -1,447
Sep08 080530 270.2 270.5 266.0 266.5 -4.6 2,381 4,483 +1,023
Nov08 080530 260.5 261.1 258.3 260.9 +0.3 165 1,313 +73
Jan09 080530 277.6 279.0 276.6 279.0 -0.8 14 579 -8
Total Volume and Open Interest 5,628 14,959 -359
Crude Oil(NYM)
Jul08 080530 127.62 128.25 125.70 127.35 +0.73 424,268 370,883 +9,347
Aug08 080530 127.75 128.00 127.35 127.50 +0.69 116,807 106,909 +3,945
Sep08 080530 127.70 127.75 127.35 127.42 +0.67 55,678 104,956 +4,046
Oct08 080530 127.27 127.27 127.27 127.27 +0.65 21,974 52,794 +1,709
Nov08 080530 127.10 127.10 127.10 127.10 +0.62 12,890 30,439 +1,196
Dec08 080530 126.10 126.91 126.10 126.91 +0.57 44,180 205,580 -948
Jan09 080530 127.05 127.05 126.71 126.71 +0.52 2,394 29,952 +157
Feb09 080530 126.50 126.50 126.50 126.50 +0.46 807 13,674 -134
Mar09 080530 126.29 126.29 126.29 126.29 +0.39 232 13,048 -63
Apr09 080530 126.08 126.08 126.08 126.08 +0.32 313 8,984 +238
May09 080530 125.89 125.89 125.89 125.89 +0.26 305 14,218 -210
Jun09 080530 125.70 125.70 125.70 125.70 +0.20 2,005 35,117 +409
Jul09 080530 125.51 125.51 125.51 125.51 +0.15 0 13,725 -1
Aug09 080530 125.33 125.33 125.33 125.33 +0.11 82 6,867 -32
Sep09 080530 125.15 125.15 125.15 125.15 +0.07 194 9,764 -64
Oct09 080530 124.97 124.97 124.97 124.97 +0.02 97 5,949 -25
Total Volume and Open Interest 705,706 1,373,208 +21,113
Heating Oil(NYM)
Jun08 080530 367.25 367.50 364.00 365.98 -2.87 23,296 6,113 -10,321
Jul08 080530 371.80 371.80 366.67 366.67 -3.93 50,133 72,810 +2,931
Aug08 080530 373.82 373.82 369.27 369.27 -4.08 12,978 22,090 -399
Sep08 080530 371.75 372.22 371.75 372.22 -3.93 8,652 14,779 +1,252
Oct08 080530 374.67 374.67 374.67 374.67 -3.68 4,712 11,625 +174
Nov08 080530 377.00 377.00 376.42 376.42 -3.53 2,141 7,376 -27
Dec08 080530 379.00 379.00 378.07 378.07 -3.38 5,500 20,110 -294
Jan09 080530 380.25 380.25 379.47 379.47 -3.18 3,053 14,538 +422
Feb09 080530 379.87 379.87 379.87 379.87 -2.78 807 3,778 +214
Mar09 080530 379.00 379.00 378.47 378.47 -2.08 181 1,582 +21
Apr09 080530 373.67 373.67 373.67 373.67 -1.48 506 1,650 +142
May09 080530 368.67 368.67 368.67 368.67 -1.03 68 754 +9
Total Volume and Open Interest 114,438 209,231 -5,300
Gasoline(NYMEX)
Jun08 080530 339.50 345.30 335.10 340.89 +0.47 29,135 19,794 -4,841
Jul08 080530 333.99 338.10 328.80 334.82 +2.10 44,835 102,993 +3,203
Aug08 080530 328.75 333.58 325.00 330.77 +2.10 14,850 26,258 +901
Sep08 080530 325.81 329.84 321.65 327.12 +2.05 10,613 29,890 -344
Oct08 080530 308.51 314.23 306.88 311.92 +1.95 5,861 30,484 -47
Nov08 080530 306.05 310.75 304.29 308.92 +1.95 2,988 9,215 +435
Dec08 080530 305.00 310.40 303.29 307.87 +1.85 5,047 19,876 +1,266
Jan09 080530 305.98 308.87 304.31 308.87 +1.80 1,802 6,610 +9
Feb09 080530 312.00 312.00 307.30 310.72 +1.80 449 2,838 +20
Mar09 080530 310.12 313.57 310.00 313.57 +1.80 571 2,276 +113
Total Volume and Open Interest 116,902 271,246 +792
e-MiNY RBOB Gasoline(NYMEX)
Jul08 080530 334.82 334.82 334.82 334.82 +2.10 0 5 +0
Aug08 080530 330.77 330.77 330.77 330.77 +2.10 0 1 +0
Sep08 080530 327.12 327.12 327.12 327.12 +2.05      
Oct08 080530 311.92 311.92 311.92 311.92 +1.95      
Total Volume and Open Interest 0 14 +0
Natural Gas(NYM)
Jul08 080530 11.480 11.772 11.450 11.703 +0.229 113,221 161,347 -9,886
Aug08 080530 11.730 11.795 11.730 11.795 +0.230 15,353 46,740 +156
Sep08 080530 11.740 11.810 11.740 11.810 +0.227 8,816 41,623 +450
Oct08 080530 11.840 11.877 11.840 11.877 +0.219 7,922 70,358 +365
Nov08 080530 12.107 12.107 12.107 12.107 +0.199 2,367 36,303 -283
Dec08 080530 12.457 12.457 12.457 12.457 +0.179 1,866 39,303 +243
Jan09 080530 12.715 12.715 12.677 12.677 +0.169 6,208 58,193 +575
Feb09 080530 12.675 12.675 12.632 12.632 +0.159 2,293 19,189 +1,499
Mar09 080530 12.430 12.430 12.382 12.382 +0.154 5,205 45,984 -595
Apr09 080530 10.520 10.520 10.487 10.487 +0.099 5,483 40,969 +1,646
May09 080530 10.370 10.370 10.337 10.337 +0.094 2,235 30,631 +46
Jun09 080530 10.450 10.450 10.408 10.408 +0.093 1,215 16,055 +961
Jul09 080530 10.540 10.540 10.497 10.497 +0.092 1,138 14,224 +1,025
Aug09 080530 10.600 10.600 10.556 10.556 +0.091 1,275 13,549 +882
Sep09 080530 10.575 10.575 10.575 10.575 +0.090 1,261 11,146 +993
Oct09 080530 10.637 10.637 10.637 10.637 +0.089 1,976 24,023 +972
Total Volume and Open Interest 181,023 896,279 -214
Brent Crude Oil(ICE)
Jul08 080530 127.00 129.00 125.00 127.78 +0.89 126,989 98,511 -8,162
Aug08 080530 127.00 128.92 125.05 127.79 +0.86 64,546 117,439 +4,947
Sep08 080530 126.81 128.83 125.22 127.82 +0.84 29,254 55,886 +2,347
Oct08 080530 126.44 128.78 125.43 127.87 +0.81 13,892 27,378 +639
Nov08 080530 125.90 128.84 125.72 127.94 +0.77 10,707 19,232 -59
Dec08 080530 126.13 128.89 125.80 127.93 +0.70 18,166 68,764 -1,377
Jan09 080530 126.30 128.96 126.30 127.98 +0.60 3,569 23,759 +57
Feb09 080530 126.39 128.99 126.39 127.96 +0.49 1,761 11,960 -146
Mar09 080530 128.73 128.75 126.74 127.90 +0.40 1,455 7,068 -189
Apr09 080530 127.79 127.79 127.79 127.79 +0.32 0 10,979 +487
May09 080530 127.70 127.70 127.66 127.66 +0.19 540 3,850 +160
Jun09 080530 127.59 127.99 126.27 127.50 +0.17 1,154 10,194 +456
Jul09 080530 127.30 127.30 127.30 127.30 +0.10 0 4,945 +850
Aug09 080530 127.12 127.12 127.12 127.12 +0.08 0 2,043 +0
Total Volume and Open Interest 279,969 562,258 +90
Gas Oil(ICE)
Jun08 080529 1241.75 1258.50 1190.25 1228.50 -16.50 26,016 46,282 -1,890
Jul08 080530 1205.00 1210.75 1178.75 1191.75 -39.00 23,973 67,385 +2,702
Aug08 080530 1204.50 1214.50 1184.00 1196.75 -38.25 9,137 21,470 -1,070
Sep08 080530 1207.75 1217.75 1189.25 1201.00 -37.75 4,847 17,394 -190
Oct08 080530 1209.50 1220.00 1192.00 1203.25 -37.00 2,821 15,282 -646
Nov08 080530 1208.25 1219.00 1192.50 1202.75 -36.25 1,821 12,777 +162
Dec08 080530 1207.50 1218.25 1192.50 1202.25 -35.50 5,537 33,860 +602
Jan09 080530 1196.25 1220.50 1195.75 1204.25 -34.75 793 21,701 +206
Feb09 080530 1217.75 1217.75 1202.50 1202.50 -34.00 237 2,988 +88
Mar09 080530 1213.00 1213.00 1198.00 1198.00 -33.00 146 3,046 +605
Total Volume and Open Interest 74,589 278,546 -1,619
Ethanol(CBOT)
May08 080505 2.525 2.525 2.500 2.525 +0.045 7 173 -7
Jun08 080530 2.391 2.391 2.391 2.391 -0.015 12 218 -10
Jul08 080530 2.390 2.427 2.390 2.398 +0.011 0 276 +0
Aug08 080530 2.390 2.440 2.390 2.403 -0.007 0 122 +0
Sep08 080530 2.420 2.420 2.420 2.420 +0.013 0 93 +0
Oct08 080530 2.445 2.445 2.445 2.445 -0.005 0 106 +0
Nov08 080530 2.430 2.430 2.430 2.430 unch 0 88 +0
Dec08 080530 2.436 2.436 2.436 2.436 -0.019 1 144 +0
Total Volume and Open Interest 30 1,964 -105
US Dollar Index(ICE)
Jun08 080530 73.090 73.290 72.900 72.950 -0.155 9,323 34,471 -2,457
Sep08 080530 73.490 73.685 73.295 73.340 -0.155 374 2,706 -4
Dec08 080530 73.840 73.895 73.740 73.740 -0.155 2 519 +1
Total Volume and Open Interest 9,699 37,696 -2,460
Australian Dollar(CME)
Jun08 080530 95.15 95.46 95.15 95.45 +0.12 4 99,917 -4,547
Sep08 080530 94.08 94.29 94.08 94.29 +0.12 0 3,552 +5
Dec08 080530 93.13 93.13 93.13 93.13 +0.12 0 1,032 +2
Total Volume and Open Interest 4 104,572 -4,540
British Pound(CME)
Jun08 080530 197.10 197.92 197.06 197.88 +0.60 12 162,411 +1,780
Sep08 080530 196.55 196.55 196.50 196.50 +0.60 3 3,181 +47
Dec08 080530 195.11 195.11 195.11 195.11 +0.60 0 382 +0
Total Volume and Open Interest 15 166,154 +1,827
Canadian Dollar(CME)
Jun08 080530 100.79 100.79 100.43 100.51 -0.60 105 115,076 -2,636
Sep08 080530 100.45 100.45 100.40 100.44 -0.59 102 8,827 +801
Dec08 080530 100.43 100.43 100.43 100.43 -0.55 0 3,461 +47
Mar09 080530 100.45 100.45 100.45 100.45 -0.55 0 894 +16
Total Volume and Open Interest 207 129,713 -1,765
Japanese Yen(CME)
Jun08 080530 94.76 94.91 94.76 94.91 +0.08 117 166,908 -2,562
Sep08 080530 95.30 95.38 95.30 95.38 +0.07 70 6,782 +833
Dec08 080530 95.84 95.84 95.84 95.84 +0.07 0 1,187 +105
Total Volume and Open Interest 187 175,447 -1,622
Swiss Franc(CME)
Jun08 080530 95.29 95.93 95.29 95.93 +0.65 28 65,769 -1,128
Sep08 080530 95.93 95.99 95.93 95.99 +0.65 0 2,751 +385
Dec08 080530 96.01 96.01 96.01 96.01 +0.65 0 104 +42
Total Volume and Open Interest 28 68,749 -701
EuroFX(CME)
Jun08 080530 154.98 155.52 154.98 155.46 +0.49 196 217,712 +1,985
Sep08 080530 154.72 154.75 154.72 154.75 +0.48 124 5,075 +187
Dec08 080530 154.05 154.05 154.05 154.05 +0.48 0 1,035 +10
Total Volume and Open Interest 320 224,148 +2,180
Mexican Peso(CME)
Jun08 080530 966.8 967.0 965.8 967.0 +0.2 5,028 111,301 -2,620
Jul08 080530 962.5 962.5 962.5 962.5 +0.2      
Total Volume and Open Interest 10,028 142,220 +2,432
30-Year T-Bonds(CBOT)
Jun08 080530 113~310 114~200 113~295 114~150 +0~170 719,421 263,832 -213,187
Sep08 080530 113~010 113~215 112~305 113~160 +0~165 471,481 712,238 +207,114
Dec08 080530 112~000 112~170 111~295 112~165 +0~230 17 67 -3
Total Volume and Open Interest 1,190,919 976,154 -6,076
10-Year T-Notes(CBOT)
Jun08 080530 113~225 114~070 113~215 113~305 +0~080 1,917,593 506,723 -457,784
Sep08 080530 112~045 112~210 112~040 112~130 +0~080 1,089,970 1,699,069 +450,195
Dec08 080530 111~080 111~080 111~080 111~080 +0~080 0 933 +0
Total Volume and Open Interest 3,007,563 2,206,725 -7,589
5-Year T-Notes(CBOT)
Jun08 080530 110~100 110~120 110~100 110~100 +0~012 1,068,205 0 +0
Sep08 080530 109~120 110~008 109~114 109~120 +0~012 576,002 0 +0
Dec08 080530 109~120 109~120 109~120 109~120 +0~012      
Total Volume and Open Interest 1,644,207    
2 Year T-Notes(CBOT)
Jun08 080530 105~114 105~114 105~108 105~108 +0~008 62,715 321,725 -148,830
Sep08 080530 105~038 105~046 105~036 105~040 +0~008 59,150 776,630 +132,508
Dec08 080530 105~040 105~040 105~040 105~040 +0~008      
Total Volume and Open Interest 121,865 1,098,355 -16,322
Eurodollars(CME)
Jun08 080530 97.293 97.305 97.287 97.298 +0.012 12,761 1,297,994 +5,448
Sep08 080530 97.155 97.190 97.150 97.160 +0.015 10,854 1,478,521 +23,229
Dec08 080530 96.890 96.935 96.885 96.890 +0.025 9,888 1,398,668 +7,406
Mar09 080530 96.670 96.735 96.670 96.675 +0.045 12,036 1,152,800 +26,684
Jun09 080530 96.400 96.480 96.400 96.425 +0.065 10,789 915,169 -7,456
Sep09 080530 96.160 96.250 96.160 96.200 +0.070 8,310 814,663 +3,189
Dec09 080530 95.940 96.025 95.940 95.975 +0.060 5,800 601,162 +10,941
Mar10 080530 95.790 95.865 95.790 95.815 +0.045 5,942 486,307 +15,583
Jun10 080530 95.635 95.705 95.635 95.660 +0.040 5,969 281,163 -368
Sep10 080530 95.515 95.570 95.515 95.525 +0.035 5,292 205,575 +374
Dec10 080530 95.390 95.445 95.390 95.390 +0.025 4,661 173,612 +774
Mar11 080530 95.365 95.375 95.310 95.310 +0.015 4,669 116,794 -2,191
Jun11 080530 95.290 95.290 95.235 95.235 +0.015 4,133 113,864 -861
Sep11 080530 95.235 95.235 95.180 95.180 +0.015 2,765 77,577 +143
Dec11 080530 95.170 95.170 95.115 95.115 +0.015 3,435 75,494 +635
Mar12 080530 95.145 95.145 95.090 95.090 +0.015 3,537 106,581 +969
Jun12 080530 95.085 95.090 95.045 95.045 +0.015 3,105 47,088 -578
Sep12 080530 95.040 95.050 95.005 95.005 +0.015 3,280 46,684 +522
Total Volume and Open Interest 125,513 9,565,981 +87,807
30 Day Federal Funds(CBOT)
May08 080530 6.270 6.270 6.270 6.270 unch 118 133,177 -909
Jun08 080530 6.245 6.245 6.245 6.245 -0.005 110 72,408 -7,288
Jul08 080530 6.255 6.255 6.255 6.255 unch 277 93,213 -16,564
Aug08 080530 6.235 6.235 6.230 6.230 +0.005 500 91,060 -2,436
Sep08 080530 6.215 6.215 6.210 6.210 +0.010 5 64,094 -749
Oct08 080530 97.925 97.925 97.925 97.925 +0.025 1,656 85,955 +838
Total Volume and Open Interest 3,792 734,339 -10,742
30 Day Fed Funds(e-CBOT)
May08 080530 98.020 98.020 98.015 98.020 unch 3,522 133,177 -909
Jun08 080530 97.990 97.995 97.990 97.995 unch 14,175 72,408 -7,288
Jul08 080530 98.005 98.005 97.995 98.000 -0.005 36,121 93,213 -16,564
Aug08 080530 97.975 97.990 97.970 97.985 +0.010 21,567 91,060 -2,436
Sep08 080530 97.945 97.970 97.945 97.965 +0.015 20,131 64,094 -749
Oct08 080530 97.865 97.930 97.865 97.920 +0.020 30,865 85,955 +838
Total Volume and Open Interest 181,645 729,916 -10,638
3-Mth Euro-Yen(CME)
Jun08 080530 99.15 99.15 99.15 99.15 unch 431 15,603 -256
Sep08 080530 99.10 99.10 99.10 99.10 unch 344 6,497 +90
Dec08 080530 98.98 98.98 98.98 98.98 unch 1 2,419 -9
Mar09 080530 98.89 98.89 98.89 98.89 +0.02 96 1,616 +196
Jun09 080530 98.79 98.79 98.79 98.79 +0.01 0 256 +0
Sep09 080530 98.72 98.72 98.72 98.72 +0.02 0 350 +0
Dec09 080530 98.67 98.67 98.67 98.67 +0.02 0 1 +0
Mar10 080530 98.62 98.62 98.62 98.62 +0.02      
Jun10 080530 98.58 98.58 98.58 98.58 +0.03      
Sep10 080530 98.53 98.53 98.53 98.53 unch      
Total Volume and Open Interest 872 26,742 +21
3-Mth Euro-Yen(SGX)
Jun08 080530 99.14 99.15 99.14 99.15 unch 382 32,176 +2
Sep08 080530 99.08 99.10 99.08 99.10 unch 529 16,113 +59
Dec08 080530 99.00 99.00 98.99 98.99 unch 255 13,236 +29
Mar09 080530 98.89 98.89 98.89 98.89 unch 257 9,434 +81
Jun09 080530 98.79 98.79 98.79 98.79 unch 225 2,952 -69
Sep09 080530 98.71 98.71 98.71 98.71 unch 0 1,278 +0
Dec09 080530 98.67 98.67 98.67 98.67 unch 0 479 +0
Mar10 080530 98.62 98.62 98.62 98.62 unch 0 450 +0
Total Volume and Open Interest 1,648 80,729 +102
Japanese Gov't Bonds(SGX)
Jun08 080527 134.31 134.70 134.05 134.51 -0.13 3,831 17,222 +191
Sep08 080530 133.69 133.92 133.20 133.92 +0.67 248 56 +56
Dec08 080530 133.92 133.92 133.92 133.92 +0.67      
Total Volume and Open Interest 1,709 18,708 -553
Euro-Bund(EUREX)
Jun08 080529 112.15 112.24 111.49 111.59 -0.74 787,038 1,267,013 -25,334
Sep08 080530 111.88 112.30 111.83 112.07 +0.35 36,520 65,994 +22,841
Dec08 080530 111.66 111.66 111.57 111.57 +0.18 0 1 +0
Total Volume and Open Interest 982,291 1,336,517 +26,350
Euro-Bobl(EUREX)
Jun08 080530 106.89 107.07 106.82 106.91 +0.10 495,849 1,087,031 +16,247
Sep08 080530 107.17 107.36 107.12 107.19 +0.13 25,940 83,507 +21,512
Dec08 080530 106.60 106.60 106.60 106.60 +0.10      
Total Volume and Open Interest 521,789 1,170,538 +37,759
3-Mth Euribor(EUREX)
Jun08 080530 95.125 95.130 95.120 95.125 unch 467 29,780 +228
Sep08 080530 95.125 95.125 95.065 95.080 -0.005 146 8,729 +31
Dec08 080530 95.045 95.045 95.000 95.015 unch 46 4,822 +3
Total Volume and Open Interest 906 51,048 +312
Long Gilt(LIFFE)
Jun08 080530 105~24 106~09 105~21 105~31 +0~11 71,172 59,541 -23,033
Sep08 080530 105~19 106~04 105~16 105~26 +0~11 77,725 309,393 +20,488
Total Volume and Open Interest 148,897 368,934 -2,545
3-Mth Short Sterling(LIFFE)
Jun08 080530 94.11 94.11 94.11 94.11 +0.01 32,402 412,464 +912
Sep08 080530 94.05 94.05 94.05 94.05 +0.06 67,013 473,599 +10,367
Dec08 080530 94.02 94.02 94.02 94.02 +0.11 101,959 571,851 +8,978
Mar09 080530 94.09 94.09 94.09 94.09 +0.14 94,909 448,039 -2,324
Jun09 080530 94.13 94.13 94.13 94.13 +0.14 115,681 396,525 +4,680
Sep09 080530 94.13 94.13 94.13 94.13 +0.13 50,517 177,832 -2,129
Total Volume and Open Interest 500,851 2,804,147 +21,769
3-Mth Euribor(LIFFE)
Jun08 080530 95.135 95.140 95.115 95.125 unch 89,649 730,664 -11,720
Sep08 080530 95.105 95.140 95.065 95.080 -0.005 132,249 602,080 +6,808
Dec08 080530 95.050 95.070 94.990 95.015 -0.005 123,025 590,529 -12,186
Total Volume and Open Interest 713,031 3,651,567 -32,479
3-Mth Aus T-Bills(SFE)
Jun08 080530 92.20 92.25 92.20 92.24 +0.03 15,485 313,219 -16,675
Sep08 080530 92.01 92.10 92.01 92.08 +0.07 29,750 306,629 -2,313
Dec08 080530 91.94 92.05 91.93 92.04 +0.10 21,069 138,957 -4,311
Mar09 080530 91.94 92.06 91.93 92.05 +0.11 7,952 70,017 -4,115
Jun09 080530 92.00 92.11 92.00 92.10 +0.10 5,922 58,439 -1,965
Sep09 080530 92.09 92.20 92.09 92.20 +0.10 1,594 48,943 -2,170
Dec09 080530 92.19 92.30 92.19 92.29 +0.10 410 26,012 -559
Mar10 080530 92.27 92.38 92.27 92.38 +0.10 899 13,211 -633
Jun10 080530 92.46 92.46 92.46 92.46 +0.11 0 1,734 -10
Sep10 080530 92.51 92.51 92.51 92.51 +0.11 0 934 +0
Total Volume and Open Interest 83,081 978,985 -32,751
10-Year Aus T-Bonds(SFE)
Jun08 080530 93.42 93.47 93.40 93.46 +0.07 25,358 486,484 -10,429
Sep08 080530 93.46 93.46 93.46 93.46 +0.07 3,720 3,659 +3,589
Total Volume and Open Interest 29,078 490,143 -6,840
3-Year Aus T-Bonds(SFE)
Jun08 080530 93.17 93.26 93.17 93.25 +0.09 54,520 660,745 -44,437
Sep08 080530 93.25 93.25 93.25 93.25 +0.11 210 410 +210
Total Volume and Open Interest 54,730 661,155 -44,227
Gold(CMX)
Jun08 080530 884.5 888.0 884.5 887.3 +10.1 64,624 18,413 -23,920
Aug08 080530 888.0 892.5 886.4 891.5 +9.8 167,415 257,894 +17,203
Oct08 080530 896.0 896.0 895.8 895.8 +9.7 587 13,672 -36
Dec08 080530 900.1 900.1 900.1 900.1 +9.6 3,684 51,250 +1,369
Feb09 080530 904.0 904.5 904.0 904.5 +9.4 91 17,196 +45
Apr09 080530 908.9 908.9 908.9 908.9 +9.2 36 10,415 +6
Jun09 080530 913.7 913.7 913.7 913.7 +9.2 2,128 12,093 -1,782
Aug09 080530 918.8 918.8 918.8 918.8 +8.9 3 3,012 +2
Oct09 080530 923.9 923.9 923.9 923.9 +8.7 1 678 +0
Dec09 080530 929.2 929.2 929.2 929.2 +8.5 50 13,087 -1
Feb10 080530 934.8 934.8 934.8 934.8 +8.3 127 118 +0
Apr10 080530 932.3 940.4 932.3 940.4        
Silver(CMX)
Jul08 080530 1681.0 1695.0 1679.0 1686.5 +35.0 45,165 66,656 -1,174
Sep08 080530 1697.0 1698.0 1696.1 1696.1 +35.1 2,344 15,304 +576
Dec08 080530 1707.0 1709.0 1707.0 1709.0 +35.0 737 20,937 -68
Mar09 080530 1722.2 1722.2 1722.2 1722.2 +34.8 139 5,614 +99
May09 080530 1731.3 1731.3 1731.3 1731.3 +34.6 34 2,427 +20
Jul09 080530 1740.0 1740.0 1740.0 1740.0 +34.0 52 3,511 +23
Sep09 080530 1748.8 1748.8 1748.8 1748.8 +33.7 2 211 +2
Total Volume and Open Interest 49,039 126,017 -410
Platinum(NYMEX)
Jul08 080530 2011.0 2013.8 2003.0 2013.8 +23.6 4,506 15,050 -754
Oct08 080530 2015.0 2016.2 2015.0 2016.2 +25.5 931 1,592 +502
Jan09 080530 2016.2 2016.2 2016.2 2016.2 +25.5 29 15 +15
Total Volume and Open Interest 5,466 16,657 -237
Palladium(NYMEX)
Jun08 080530 435.00 435.00 435.00 435.00 +7.20 2,325 1,034 -1,282
Sep08 080530 428.00 439.50 426.20 439.00 +7.20 2,546 0 +0
Dec08 080530 438.10 443.05 438.10 443.05 +7.10 26 0 +0
Total Volume and Open Interest 4,901 1,034 -1,282
Copper(CMX)
Jul08 080530 358.75 360.75 356.25 360.60 +4.75 19,157 56,437 -98
Sep08 080530 356.30 360.80 356.30 360.70 +4.85 4,526 23,036 +1,043
Dec08 080530 354.00 359.50 354.00 358.95 +4.70 795 10,428 +160
Mar09 080530 356.70 356.70 356.70 356.70 +4.50 614 2,241 +383
May09 080530 355.40 355.40 355.40 355.40 +4.40 26 429 +9
Total Volume and Open Interest 26,578 98,985 +1,500
Aluminum(CMX)
Jun08 080530 132.75 132.75 132.75 132.75 +2.25      
Jul08 080530 132.75 132.75 132.75 132.75 +2.25      
Aug08 080530 132.75 132.75 132.75 132.75 +2.25      
Sep08 080530 132.75 132.75 132.75 132.75 +2.25      
Oct08 080530 132.75 132.75 132.75 132.75 +2.25      
Nov08 080530 132.75 132.75 132.75 132.75 +2.25      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun08 080530 12665 12685 12605 12637 +13 1,600 27,605 -100
Sep08 080530 12645 12645 12610 12638 +14 19 1,648 +14
Dec08 080530 12646 12646 12646 12646 +13 10 1,873 +0
Mar09 080530 12659 12659 12659 12659 +13      
Total Volume and Open Interest 1,629 31,126 -86
S & P 500(CME)
Jun08 080530 1402.20 1404.90 1398.00 1400.60 +2.80 27,413 484,090 -6,961
Sep08 080530 1404.50 1405.30 1399.00 1402.30 +2.80 4,961 62,030 +3,372
Dec08 080530 1404.70 1404.70 1404.70 1404.70 +2.80 111 11,411 +10
Mar09 080530 1408.40 1408.40 1408.40 1408.40 +2.80 0 8 +0
Total Volume and Open Interest 32,485 557,551 -3,579
S & P 500 E-Mini(Globex)
Jun08 080530 1397.75 1405.00 1395.00 1400.50 +2.75 1,722,211 2,161,361 -4,232
Sep08 080530 1401.25 1406.50 1396.75 1402.25 +2.75 13,624 127,489 +6,789
Total Volume and Open Interest 1,735,836 2,294,440 +2,556
NASDAQ 100(CME)
Jun08 080530 2028.50 2045.00 2023.00 2035.30 +12.30 3,623 38,518 +882
Sep08 080530 2037.00 2048.00 2037.00 2044.00 +12.20 17 261 -2
Dec08 080530 2053.80 2053.80 2053.80 2053.80 +12.30 0 2 +0
Total Volume and Open Interest 3,640 38,781 +880
NASDAQ 100 E-Mini(Globex)
Jun08 080530 2025.80 2043.80 2023.50 2035.30 +12.30 355,558 385,512 +16,622
Sep08 080530 2036.00 2052.50 2032.30 2044.00 +12.20 1,638 7,914 +163
Total Volume and Open Interest 357,197 393,427 +16,786
S & P Midcap 400(CME)
Jun08 080530 876.00 883.50 876.00 882.50 +7.60 38 5,764 -26
Sep08 080530 883.65 883.65 883.65 883.65 +7.60 0 55 +0
Dec08 080530 888.65 888.65 888.65 888.65 +7.60 0 2 +0
Total Volume and Open Interest 38 5,821 -26
Russell 2000(CME)
Jun08 080530 745.50 749.00 743.30 748.70 +3.80 557 40,622 +819
Sep08 080530 748.40 748.40 748.40 748.40 +3.80 1 30 +1
Total Volume and Open Interest 558 40,652 +820
Russell 2000 E-Mini(Globex)
Jun08 080530 744.70 748.90 742.30 748.70 +3.80 235,941 728,948 +10,841
Sep08 080530 745.60 748.40 742.20 748.40 +3.80 400 7,125 +28
Total Volume and Open Interest 236,341 736,073 +10,869
Nikkei 225(CME)
Jun08 080530 14235 14370 14195 14330 +205 103,197 206,188 -1,648
Sep08 080530 14260 14395 14245 14360 +215 1,090 1,892 -14
Total Volume and Open Interest 104,287 208,182 -1,662
Nikkei 225(SGX)
Jun08 080530 14235 14370 14195 14330 +205 103,197 206,188 -1,648
Sep08 080530 14260 14395 14245 14360 +215 1,090 1,892 -14
Dec08 080530 14310 14310 14310 14310 +215 0 10 +0
Total Volume and Open Interest 104,287 208,182 -1,662
CAC 40(EURONEXT)
Jun08 080530 4999.0 5031.0 4987.5 5015.5 +40.0 97,224 540,004 +13,506
Jul08 080530 5027.0 5031.0 5011.5 5028.5 +40.0 35 1,484 +24
Aug08 080530 5037.5 5045.5 5028.5 5045.5 +39.0 31 165 +20
Total Volume and Open Interest 97,516 545,994 +13,811
Hang Seng Index(HKFE)
May08 080529 24560 24580 24313 24346 +115 8,945 5,462 -164
Jun08 080530 24417 24520 24185 24459 +107 5,528 4,904 +2,042
Jul08 080530 24413 24540 24223 24479        
DAX(EUREX)
Jun08 080530 7097.0 7142.0 7087.0 7106.5 +26.5 142,740 256,128 +4,380
Sep08 080530 7173.5 7217.0 7169.0 7183.0 +27.0 1,108 8,708 +142
Dec08 080530 7256.0 7292.0 7256.0 7264.0 +27.5 334 3,722 +90
Total Volume and Open Interest 144,182 268,558 +4,612
FT-SE 100(EURONEXT)
Jun08 080530 6072.50 6117.50 6033.00 6041.00 -33.50 74,707 473,035 +945
Sep08 080530 6100.00 6128.00 6071.50 6071.50 -33.50 538 14,415 -491
Dec08 080530 6118.00 6118.00 6118.00 6118.00 -34.00 1 4,432 +0
Total Volume and Open Interest 75,246 491,882 +454
SPI 200(SFE)
Jun08 080530 5697.0 5713.0 5653.0 5706.0 -21.0 17,489 233,561 -1,511
Sep08 080530 5700.0 5718.0 5670.0 5710.0 -24.0 8 2,387 -176
Dec08 080530 5772.0 5772.0 5772.0 5772.0 -22.0 21 1,537 +21
Total Volume and Open Interest 17,518 237,644 -1,666
GSCI(CME)
Jun08 080530 785.10 788.00 782.90 787.10 +6.30 393 16,225 +94
Jul08 080530 790.00 790.00 790.00 790.00 +4.50 1 10 +0
Aug08 080530 135.64 135.64 135.64 135.64 +5.00      
Total Volume and Open Interest 394 16,235 +94
RJ/CRB Index(ICE)
Jun08 080530 543.90 544.25 538.00 544.25 +6.25 19 260 +0
Aug08 080530 549.00 555.25 549.00 555.25 +6.25 7 702 +3
Nov08 080530 560.00 566.25 560.00 566.25 +6.25 0 190 +0
Total Volume and Open Interest 26 1,168 +3
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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