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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 March 03, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060303 591.00 594.00 586.00 593.25 +2.25 7,827 6,085 -2,046
May06 060303 604.00 607.00 598.50 606.00 +2.00 69,328 189,475 +2,160
Jul06 060303 615.00 617.75 609.50 617.25 +2.50 15,968 81,696 +873
Aug06 060303 618.50 622.00 614.00 621.75 +2.25 277 5,382 +136
Sep06 060303 619.50 623.50 617.00 622.25 -0.25 90 2,694 -1
Nov06 060303 627.00 628.00 621.00 627.50 +0.75 8,043 60,310 +1,568
Jan07 060303 632.00 633.00 627.50 632.50 +1.00 215 2,028 -7
Total Volume and Open Interest 102,143 352,708 +2,771
Soybean Meal(CBOT)
Mar06 060303 176.00 176.80 173.80 175.10 -1.10 3,522 4,855 -648
May06 060303 178.10 179.30 176.10 177.40 -0.70 19,890 59,652 +652
Jul06 060303 181.00 181.80 178.80 180.10 -0.60 5,671 34,991 +1,173
Aug06 060303 182.50 183.00 180.40 181.30 -0.90 491 9,638 -19
Sep06 060303 183.70 184.00 181.30 182.30 -0.70 193 7,483 -6
Oct06 060303 183.30 183.30 181.30 182.40 -0.50 153 5,606 +71
Dec06 060303 185.30 185.30 182.80 184.60 -0.10 1,886 16,224 +104
Jan07 060303 185.00 185.20 184.00 185.20 unch 0 458 +0
Total Volume and Open Interest 31,809 139,309 +1,329
Soybean Oil(CBOT)
Mar06 060303 24.35 24.64 24.20 24.56 +0.19 4,346 4,002 -636
May06 060303 24.70 25.01 24.52 24.91 +0.16 31,186 109,173 +5,750
Jul06 060303 25.13 25.35 24.89 25.27 +0.14 5,558 40,601 -300
Aug06 060303 25.15 25.52 25.10 25.36 +0.11 399 4,567 +99
Sep06 060303 25.35 25.60 25.20 25.52 +0.15 43 4,470 +2
Oct06 060303 25.35 25.75 25.35 25.67 +0.12 46 3,348 -5
Dec06 060303 25.75 26.03 25.60 25.85 +0.05 1,443 16,612 -230
Jan07 060303 25.85 26.05 25.85 26.05 +0.08 0 776 +0
Total Volume and Open Interest 43,071 184,927 +4,730
Canola(WCE)
Mar06 060303 245.0 245.0 244.2 245.0 +1.8 162 248 -772
May06 060303 253.0 254.5 251.9 253.5 +0.9 7,376 55,091 -724
Jul06 060303 261.0 262.8 260.3 261.3 +0.9 1,991 19,862 +219
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060303 279.1 280.0 278.0 278.5 +0.2 1,388 9,332 -237
Total Volume and Open Interest 10,924 85,164 -1,509
Corn(CBOT)
Mar06 060303 227.50 229.50 227.00 228.75 +0.25 17,204 21,784 -3,082
May06 060303 238.75 240.00 237.75 239.50 +0.25 83,142 517,612 +3,785
Jul06 060303 248.50 249.75 247.25 249.25 unch 20,886 188,526 +3,586
Sep06 060303 255.00 256.50 254.50 256.25 +0.75 3,805 38,890 -64
Dec06 060303 264.00 266.00 264.00 265.50 +0.50 21,769 234,711 +6,072
Mar07 060303 270.00 271.50 270.00 271.25 +0.50 1,977 25,222 +821
Total Volume and Open Interest 151,183 1,077,018 +12,318
Wheat(CBOT)
Mar06 060303 367.00 373.50 366.50 373.50 +4.50 678 2,085 -1,014
May06 060303 379.00 385.75 377.00 385.00 +4.50 20,329 230,201 +1,165
Jul06 060303 390.00 396.50 389.00 396.00 +4.25 6,794 79,544 -518
Sep06 060303 400.50 406.50 400.00 406.25 +4.50 557 10,395 +44
Dec06 060303 411.00 419.00 411.00 418.75 +4.75 2,003 51,777 +341
Total Volume and Open Interest 31,800 392,362 +392
Wheat(KCBT)
Mar06 060303 440.00 443.00 439.50 443.00 +6.50 715 1,504 -590
May06 060303 440.00 446.00 440.00 445.50 +5.75 5,173 56,427 -78
Jul06 060303 444.50 450.00 443.00 448.50 +5.50 4,637 42,665 -1,044
Sep06 060303 449.00 454.00 449.00 453.00 +7.00 524 7,938 -83
Dec06 060303 453.00 460.00 453.00 459.25 +6.75 1,733 19,360 -46
Total Volume and Open Interest 13,066 130,397 -1,627
Wheat(MGE)
Mar06 060303 420.00 422.00 418.00 421.00 -2.00 292 290 -1
May06 060303 425.50 430.00 424.50 428.75 +3.25 3,044 19,028 +60
Jul06 060303 433.25 437.00 431.50 435.00 +2.25 1,256 11,262 -129
Sep06 060303 435.75 441.00 435.50 439.50 +3.00 796 6,936 +98
Dec06 060303 440.00 446.00 439.50 443.00 +1.75 491 8,825 +115
Total Volume and Open Interest 5,897 46,711 +146
Oats(CBOT)
Mar06 060303 184.25 184.25 182.00 183.00 +0.50 54 67 -92
May06 060303 188.75 189.75 187.25 189.50 +1.00 505 8,332 -24
Jul06 060303 186.00 186.50 186.00 186.50 +0.75 68 869 +3
Sep06 060303 171.50 172.00 171.50 172.00 -2.50 0 128 +0
Total Volume and Open Interest 703 11,034 -91
Rough Rice(CBOT)
Mar06 060303 8.29 8.29 8.29 8.29 +0.09 27 86 -64
May06 060303 8.47 8.60 8.47 8.59 +0.11 304 6,948 -127
Jul06 060303 8.80 8.83 8.76 8.83 +0.10 6 1,968 +3
Sep06 060303 8.89 8.90 8.89 8.90 +0.03 13 631 +8
Total Volume and Open Interest 357 11,576 -201
Live Cattle(CME)
Apr06 060303 86.575 86.750 85.950 86.025 -0.775 12,843 97,748 -2,192
Jun06 060303 82.250 82.275 81.425 81.700 -0.650 8,680 59,121 +2,015
Aug06 060303 82.400 82.500 81.850 82.250 -0.325 3,206 31,265 +632
Oct06 060303 85.650 85.700 85.250 85.550 -0.325 1,587 15,096 +735
Dec06 060303 87.200 87.225 86.700 86.825 -0.475 356 6,907 +92
Feb07 060303 88.100 88.200 87.850 88.200 -0.375 83 2,194 +43
Total Volume and Open Interest 26,757 212,371 +1,325
Feeder Cattle(CME)
Mar06 060303 106.750 106.900 106.250 106.325 -0.825 910 6,058 -351
Apr06 060303 107.400 107.400 106.825 107.050 -0.450 1,582 14,492 +142
May06 060303 108.075 108.200 107.600 107.925 -0.550 1,338 8,853 +157
Aug06 060303 109.400 109.400 108.750 109.175 -0.500 455 5,124 +130
Sep06 060303 108.100 108.100 107.600 107.800 -0.600 31 643 +5
Oct06 060303 107.500 107.500 106.800 107.250 -0.350 14 573 -2
Nov06 060303 106.700 106.700 106.550 106.550 -0.450 8 234 -3
Total Volume and Open Interest 4,339 35,988 +79
Lean Hogs(CME)
Apr06 060303 62.550 62.700 61.800 62.000 unch 11,721 79,006 -1,922
May06 060303 68.800 68.900 68.150 68.775 +0.050 315 5,017 +92
Jun06 060303 71.250 71.350 70.275 70.500 -0.325 11,044 43,226 +2,082
Jul06 060303 69.100 69.300 68.600 69.225 +0.300 2,298 13,413 +339
Aug06 060303 66.500 66.850 66.400 66.800 +0.425 558 8,105 +204
Oct06 060303 57.300 57.500 57.100 57.400 +0.300 321 3,233 +52
Dec06 060303 55.100 55.300 55.000 55.000 +0.025 321 2,469 +221
Feb07 060303 57.050 57.175 57.050 57.175 unch 14 323 +14
Total Volume and Open Interest 26,606 154,819 +1,096
Pork Bellies(CME)
Mar06 060303 89.300 90.000 88.525 89.425 unch 139 301 -46
May06 060303 91.075 91.500 90.100 90.550 -0.325 448 1,348 +149
Jul06 060303 91.550 91.700 90.700 91.600 +0.100 34 392 +23
Aug06 060303 87.075 87.075 87.075 87.075 +0.025 0 40 +0
Feb07 060303 86.250 86.250 86.250 86.250 +0.250 0 6 +0
Total Volume and Open Interest 621 2,093 +126
Class III Milk(CME)
Mar06 060303 11.15 11.17 11.10 11.13 -0.06 178 2,691 -5
Apr06 060303 11.05 11.10 10.90 10.90 -0.18 143 3,096 +53
May06 060303 11.07 11.11 11.00 11.05 -0.06 104 2,791 +35
Jun06 060303 11.08 11.12 11.05 11.07 -0.04 64 2,770 +21
Jul06 060303 11.30 11.40 11.24 11.24 -0.06 71 2,645 +1
Total Volume and Open Interest 664 29,112 +139
Cocoa(NYBOT)
Mar06 060303 1425 1437 1425 1437 +12 9 61 -14
May06 060303 1435 1462 1431 1457 +20 6,321 55,929 +792
Jul06 060303 1462 1480 1458 1479 +19 864 18,429 +275
Sep06 060303 1482 1501 1478 1501 +21 145 17,054 -34
Dec06 060303 1529 1529 1529 1529 +20 50 12,355 +32
Mar07 060303 1539 1553 1534 1553 +20 0 12,924 +0
May07 060303 1574 1574 1574 1574 +22 0 2,932 +0
Total Volume and Open Interest 7,389 129,506 +1,051
Coffee "C"(NYBOT)
Mar06 060303 110.10 112.10 110.00 112.10 +2.00 167 474 -99
May06 060303 112.50 114.50 111.70 114.00 +2.00 9,351 64,934 -122
Jul06 060303 115.00 116.90 114.55 116.65 +2.10 2,212 15,546 +429
Sep06 060303 117.00 118.85 116.90 118.85 +2.25 63 7,246 +15
Dec06 060303 120.00 122.30 119.75 121.45 +2.25 104 4,623 +49
Mar07 060303 122.60 125.30 122.55 124.25 +2.25 42 2,371 -4
Total Volume and Open Interest 11,941 96,368 +270
Orange Juice(NYBOT)
Mar06 060303 133.50 133.50 132.50 132.90 +0.85 1,159 513 -1,755
May06 060303 132.40 133.20 131.60 132.90 +0.85 2,481 22,829 -76
Jul06 060303 130.80 131.55 130.50 131.55 +0.75 466 4,894 +185
Sep06 060303 129.25 129.50 129.25 129.50 +0.75 57 2,771 +33
Nov06 060303 127.50 128.00 127.50 128.00 +0.50 5 1,199 +0
Total Volume and Open Interest 4,168 33,843 -1,613
Sugar #11(NYBOT)
May06 060303 17.00 17.25 16.76 17.23 +0.35 19,246 228,338 -1,999
Jul06 060303 16.72 16.92 16.50 16.90 +0.30 6,971 86,121 +856
Oct06 060303 16.58 16.78 16.40 16.78 +0.30 3,509 58,450 -1,830
Mar07 060303 16.42 16.75 16.30 16.68 +0.32 2,546 43,192 +263
May07 060303 16.22 16.60 16.14 16.49 +0.32 1,725 18,444 +55
Total Volume and Open Interest 35,361 455,925 -2,533
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060303 22.70 22.90 22.70 22.75 -0.09 281 3,618 +3
Jul06 060303 22.75 22.90 22.75 22.87 +0.02 60 4,095 +24
Sep06 060303 22.75 22.98 22.50 22.97 +0.07 173 2,785 +168
Nov06 060303 22.45 22.45 22.45 22.45 unch 1 917 -1
Total Volume and Open Interest 518 13,741 +195
London Cocoa(LCE)
Mar06 060303 846 859 840 859 +11 4,135 47,814 -1,862
May06 060303 864 877 858 876 +9 5,692 36,430 -19
Jul06 060303 879 890 871 889 +10 4,219 46,309 -193
Sep06 060303 895 906 887 905 +10 1,605 27,148 +886
Dec06 060303 910 920 903 920 +10 865 25,883 -521
Mar07 060303 917 928 914 928 +9 221 10,235 +168
May07 060303 926 938 923 938 +9 0 768 +0
Total Volume and Open Interest 18,237 196,186 -41
London Coffee(LCE)
Mar06 060303 1198.00 1206.00 1197.00 1205.00 +5.00 119 2,704 -16
May06 060303 1213.00 1225.00 1211.00 1223.00 +3.00 3,214 74,762 -66
Jul06 060303 1223.00 1237.00 1223.00 1233.00 +3.00 1,530 22,699 +327
Sep06 060303 1230.00 1243.00 1230.00 1241.00 +4.00 347 10,243 +253
Nov06 060303 1239.00 1250.00 1239.00 1247.00 +6.00 43 858 +23
Jan07 060303 1248.00 1253.00 1248.00 1253.00 +6.00 18 235 +12
Total Volume and Open Interest 5,271 111,555 +533
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060303 438.00 449.40 437.00 448.00 +10.70 2,524 31,608 +202
Aug06 060303 436.00 445.00 433.00 443.50 +9.70 303 16,856 +46
Oct06 060303 432.00 442.00 431.20 440.50 +9.70 406 10,410 -74
Dec06 060303 424.30 435.80 424.00 434.50 +10.50 34 3,927 -32
Total Volume and Open Interest 3,540 68,117 +66
Cotton(NYBOT)
Mar06 060303 54.80 55.20 54.20 54.60 -0.58 47 2,431 -138
May06 060303 54.49 54.49 54.00 54.49 -0.22 12,285 92,607 -660
Jul06 060303 55.45 56.10 55.26 55.75 -0.25 2,644 15,226 +862
Oct06 060303 57.40 57.80 57.40 57.70 unch 0 396 +0
Dec06 060303 58.50 59.15 58.20 58.65 unch 1,294 9,858 +483
Mar07 060303 60.20 60.22 60.00 60.22 unch 45 1,771 -7
Total Volume and Open Interest 16,404 123,971 +572
Lumber(CME)
Mar06 060303 339.0 341.0 337.5 339.3 +0.7 339 984 -148
May06 060303 341.4 343.4 338.7 339.5 -1.9 379 2,853 +24
Jul06 060303 343.9 344.8 340.9 341.8 -1.2 124 477 +18
Sep06 060303 349.1 353.9 346.8 351.3 +1.4 14 143 +4
Total Volume and Open Interest 858 4,472 -101
Crude Oil(NYM)
Apr06 060303 63.10 63.75 62.70 63.67 +0.31 97,323 229,733 -6,861
May06 060303 64.80 65.45 64.55 65.36 +0.29 59,437 147,251 +6,756
Jun06 060303 65.90 66.40 65.60 66.26 +0.21 29,402 90,631 -1,137
Jul06 060303 66.60 67.05 66.30 66.97 +0.17 5,255 37,136 -598
Aug06 060303 67.40 67.55 67.15 67.54 +0.16 3,235 22,537 +766
Sep06 060303 67.45 68.00 67.45 68.00 +0.16 3,085 27,532 +635
Oct06 060303 68.05 68.36 67.95 68.36 +0.15 2,047 23,915 -24
Nov06 060303 68.00 68.64 68.00 68.64 +0.15 2,962 14,517 +365
Dec06 060303 68.60 68.87 68.30 68.87 +0.15 11,668 76,050 -134
Jan07 060303 68.60 69.03 68.60 69.03 +0.13 720 17,653 +60
Feb07 060303 69.18 69.18 69.18 69.18 +0.12 41 5,570 +31
Mar07 060303 69.35 69.35 69.29 69.29 +0.12 500 8,003 -354
Apr07 060303 69.25 69.38 69.25 69.38 +0.12 500 8,597 +422
May07 060303 69.42 69.42 69.42 69.42 +0.12 580 3,772 +360
Jun07 060303 69.20 69.45 69.20 69.45 +0.12 2,109 31,715 -142
Jul07 060303 69.45 69.45 69.45 69.45 +0.12 685 4,228 +372
Total Volume and Open Interest 229,446 950,773 +1,683
Heating Oil(NYM)
Apr06 060303 180.25 182.00 178.75 181.28 +0.79 28,419 62,805 -2,526
May06 060303 182.00 183.60 180.50 183.27 +1.03 10,733 35,230 +803
Jun06 060303 183.40 184.32 181.50 184.32 +0.83 4,665 16,282 +825
Jul06 060303 185.00 186.00 184.40 185.82 +0.73 2,149 11,456 +883
Aug06 060303 186.90 188.07 186.90 188.07 +0.78 833 6,203 +119
Sep06 060303 189.25 190.27 189.25 190.27 +0.78 327 4,407 +176
Oct06 060303 192.77 192.77 192.77 192.77 +0.83 1,114 2,128 -176
Nov06 060303 194.50 195.42 194.50 195.42 +0.88 176 2,016 +35
Dec06 060303 196.70 197.67 196.70 197.67 +0.93 1,584 10,011 +552
Jan07 060303 198.70 199.67 198.50 199.67 +0.93 719 6,752 +178
Feb07 060303 199.40 200.27 199.40 200.27 +0.93 167 1,227 +12
Mar07 060303 198.92 198.92 198.92 198.92 +0.93 440 2,596 +422
Total Volume and Open Interest 51,578 164,554 +1,538
Unleaded Gas(NYM)
Apr06 060303 167.25 174.75 166.50 174.31 +5.06 25,371 68,028 +0
May06 060303 173.25 179.00 171.50 178.30 +4.25 11,285 40,229 +1,930
Jun06 060303 176.75 181.50 175.50 181.00 +3.80 2,914 16,685 +337
Jul06 060303 179.00 183.30 178.00 183.30 +3.30 1,294 6,443 +52
Aug06 060303 180.00 184.75 180.00 184.75 +2.95 896 5,519 -60
Sep06 060303 182.00 184.75 182.00 184.75 +2.70 1,383 5,958 -456
Oct06 060303 178.95 178.95 178.95 178.95 +2.30 138 3,626 +32
Nov06 060303 174.50 177.10 174.50 177.10 +2.05 6 1,330 +2
Dec06 060303 175.00 176.25 175.00 176.25 +1.80 12 1,379 -41
Jan07 060303 177.45 177.45 177.45 177.45 +1.80 1 1,015 +1
Total Volume and Open Interest 42,070 148,415 +0
Natural Gas(NYM)
Apr06 060303 6.695 6.830 6.610 6.790 +0.030 30,377 79,367 -132
May06 060303 6.900 7.050 6.830 6.995 +0.035 13,230 56,697 +737
Jun06 060303 7.060 7.200 7.030 7.190 +0.040 2,992 27,025 +746
Jul06 060303 7.250 7.385 7.230 7.375 +0.040 2,392 20,772 +17
Aug06 060303 7.380 7.512 7.370 7.512 +0.044 6,198 21,089 -773
Sep06 060303 7.490 7.605 7.430 7.605 +0.044 1,575 18,357 +89
Oct06 060303 7.600 7.750 7.580 7.717 +0.044 8,702 37,514 -1,465
Nov06 060303 8.720 8.787 8.640 8.787 +0.024 2,139 34,613 -207
Dec06 060303 9.710 9.777 9.640 9.777 +0.009 4,813 19,923 +104
Jan07 060303 10.410 10.460 10.340 10.457 +0.004 3,178 42,342 +570
Feb07 060303 10.430 10.462 10.340 10.462 +0.004 2,579 17,339 +1,972
Mar07 060303 10.230 10.267 10.160 10.267 +0.004 1,436 22,173 +218
Apr07 060303 8.490 8.580 8.470 8.557 +0.034 1,768 16,599 +588
May07 060303 8.340 8.377 8.300 8.377 +0.034 355 15,235 +148
Jun07 060303 8.400 8.437 8.400 8.437 +0.034 144 7,086 +52
Jul07 060303 8.500 8.512 8.500 8.512 +0.034 73 4,694 +63
Total Volume and Open Interest 87,298 608,763 +3,232
Brent Crude Oil(ICE)
Apr06 060303 64.36 64.64 63.57 64.18 +0.11      
May06 060303 64.95 65.18 64.15 64.76 +0.09      
Jun06 060303 65.61 65.83 64.83 65.47 +0.15      
Jul06 060303 66.27 66.33 65.36 66.00 +0.16      
Aug06 060303 66.80 66.80 65.75 66.42 +0.15      
Sep06 060303 67.10 67.10 66.17 66.76 +0.18      
Oct06 060303 67.14 67.16 66.49 67.02 +0.21      
Nov06 060303 67.28 67.38 66.50 67.22 +0.20      
Dec06 060303 67.56 67.61 66.76 67.41 +0.20      
Jan07 060303 67.59 67.59 67.59 67.59 +0.22      
Feb07 060303 67.77 67.77 67.77 67.77 +0.25      
Mar07 060303 67.69 67.93 67.69 67.93 +0.26      
Apr07 060303 68.06 68.06 68.06 68.06 +0.25      
May07 060303 68.11 68.11 68.11 68.11 +0.25      
Total Volume and Open Interest 0 10 +0
Gas Oil(ICE)
Mar06 060303 567.50 570.25 560.00 560.50 +2.00 28,808 34,129 -6,376
Apr06 060303 569.25 572.75 562.50 563.25 +1.75 33,584 68,578 +1,290
May06 060303 573.25 576.25 566.50 567.25 +2.00 11,287 24,540 +761
Jun06 060303 578.50 580.25 571.00 571.75 +2.00 7,184 25,039 +1,414
Jul06 060303 582.75 585.00 577.25 577.50 +2.25 1,117 13,355 +420
Aug06 060303 590.75 590.75 583.25 583.25 +1.75 200 6,763 +100
Sep06 060303 589.25 589.25 589.25 589.25 +1.75 300 7,489 +0
Oct06 060303 595.25 595.25 595.25 595.25 +1.50 310 7,857 -300
Nov06 060303 598.50 598.50 598.50 598.50 +1.25 0 3,440 +0
Dec06 060303 607.75 608.25 601.25 601.75 +1.25 2,290 27,322 +753
Total Volume and Open Interest 85,807 239,422 -2,013
US Dollar Index(NYBOT)
Mar06 060303 89.53 89.90 89.45 89.63 +0.13 7,676 24,952 -2,522
Jun06 060303 89.07 89.52 89.03 89.24 +0.13 815 3,006 +388
Sep06 060303 88.90 88.95 88.86 88.86 +0.13 0 12 +0
Total Volume and Open Interest 8,491 27,992 -2,134
Australian Dollar(CME)
Mar06 060303 74.57 74.57 74.26 74.40 -0.42 1,092 57,843 +2,270
Jun06 060303 74.41 74.41 74.08 74.27 -0.42 1,025 3,076 +1,040
Sep06 060303 74.19 74.19 74.19 74.19 -0.42 0 19 +0
Total Volume and Open Interest 2,117 61,081 +3,310
British Pound(CME)
Mar06 060303 175.60 175.77 175.08 175.39 unch 7,315 96,502 -1,642
Jun06 060303 175.85 176.02 175.40 175.58 -0.01 1,444 4,250 +1,576
Sep06 060303 175.76 175.76 175.76 175.76 -0.03 0 53 +0
Total Volume and Open Interest 8,759 100,808 -66
Canadian Dollar(CME)
Mar06 060303 88.27 88.32 87.99 88.09 -0.34 3,294 122,240 +2,510
Jun06 060303 88.53 88.55 88.25 88.33 -0.34 1,027 6,462 +918
Sep06 060303 88.59 88.70 88.54 88.56 -0.32 38 1,421 +46
Dec06 060303 88.75 88.79 88.75 88.79 -0.30 4 250 +0
Total Volume and Open Interest 4,363 130,493 +3,474
Japanese Yen(CME)
Mar06 060303 86.00 86.08 85.69 85.95 -0.48 2,183 171,154 -2,582
Jun06 060303 87.16 87.22 86.85 87.07 -0.49 682 30,845 +1,715
Sep06 060303 88.13 88.13 88.13 88.13 -0.49 3 301 +1
Total Volume and Open Interest 2,868 202,374 -866
Swiss Franc(CME)
Mar06 060303 77.02 77.28 76.88 77.08 +0.04 5,983 115,110 -18,265
Jun06 060303 77.83 78.00 77.68 77.85 +0.04 856 4,688 +808
Sep06 060303 78.49 78.49 78.49 78.49 +0.04 0 25 +0
Total Volume and Open Interest 6,839 119,869 -17,457
EuroFX(CME)
Mar06 060303 120.29 120.58 120.01 120.38 -0.02 9,824 148,616 -3,020
Jun06 060303 121.02 121.28 120.80 121.09 -0.02 1,279 9,319 +2,373
Sep06 060303 121.74 121.74 121.74 121.74 -0.02 3 1,655 +3
Total Volume and Open Interest 11,106 159,765 -615
Mexican Peso(CME)
Mar06 060303 9472.0 9500.0 9425.0 9460.0 -30.0 17,091 77,583 -9,315
Jun06 060303 9410.0 9410.0 9380.0 9395.0 -30.0 4,664 5,801 +5,105
Total Volume and Open Interest 22,069 109,166 -4,181
30-Year T-Bonds(CBOT)
Mar06 060303 111~27 112~00 111~09 111~12 -0~18 94,462 121,296 -19,881
Jun06 060303 111~30 111~31 111~08 111~12 -0~18 548,854 555,581 +55,217
Sep06 060303 111~18 111~18 111~14 111~14 -0~18 93 526 +57
Total Volume and Open Interest 643,422 677,852 +35,382
10-Year T-Notes(CBOT)
Mar06 060303 107~135 107~155 107~040 107~065 -0~080 130,063 246,077 -117,965
Jun06 060303 107~120 107~130 107~000 107~030 -0~090 1,181,920 1,799,615 +111,930
Total Volume and Open Interest 1,313,540 2,049,543 -5,577
5-Year T-Notes(CBOT)
Mar06 060303 104~310 104~310 104~265 104~280 -0~040 90,652 0 +0
Jun06 060303 104~285 104~290 104~225 104~250 -0~045 510,742 0 +0
Sep06 060303 104~230 104~230 104~230 104~230 -0~045 0 2 +0
Total Volume and Open Interest 601,394 3 +0
2 Year T-Notes(CBOT)
Mar06 060303 102~012 102~012 102~004 102~005 -0~008 6,004 54,265 -20,096
Jun06 060303 102~012 102~012 102~002 102~004 -0~008 8,987 424,638 +17,209
Total Volume and Open Interest 14,991 478,903 -2,887
Eurodollars(CME)
Mar06 060303 95.110 95.113 95.103 95.105 -0.007 17,338 1,218,791 -8,718
Jun06 060303 94.895 94.900 94.875 94.890 -0.010 36,206 1,375,640 +5,616
Sep06 060303 94.835 94.840 94.800 94.820 -0.015 562,253 1,487,704 -15,506
Dec06 060303 94.865 94.870 94.830 94.845 -0.025 26,330 1,281,211 +13,596
Mar07 060303 94.935 94.940 94.900 94.910 -0.035 29,041 1,100,587 +8,585
Jun07 060303 94.980 94.990 94.945 94.950 -0.045 29,836 813,403 +18,341
Sep07 060303 95.010 95.015 94.960 94.965 -0.055 23,553 644,393 +20,728
Dec07 060303 95.005 95.015 94.960 94.960 -0.055 29,958 445,260 +10,760
Mar08 060303 94.985 94.985 94.950 94.950 -0.055 7,484 300,655 +3,771
Jun08 060303 94.940 94.940 94.925 94.930 -0.055 5,861 256,570 -715
Sep08 060303 94.940 94.940 94.905 94.910 -0.055 7,487 222,979 -999
Dec08 060303 94.910 94.910 94.870 94.880 -0.050 8,888 172,620 +1,077
Mar09 060303 94.910 94.915 94.865 94.870 -0.050 3,910 118,874 -1,122
Jun09 060303 94.865 94.865 94.845 94.845 -0.050 3,803 114,000 -94
Sep09 060303 94.820 94.825 94.820 94.825 -0.045 3,693 105,275 +473
Dec09 060303 94.810 94.810 94.790 94.795 -0.045 4,293 92,708 +2,331
Mar10 060303 94.785 94.795 94.775 94.785 -0.045 7,965 71,075 +2,354
Jun10 060303 94.760 94.775 94.760 94.765 -0.045 2,963 61,545 +500
Total Volume and Open Interest 299,186 10,088,997 +81,105
3-Mth Euro-Yen(CME)
Mar06 060303 99.86 99.86 99.86 99.86 unch 400 8,537 +395
Jun06 060303 99.74 99.74 99.73 99.74 -0.01 73 10,857 -387
Sep06 060303 99.58 99.58 99.58 99.58 unch 606 6,564 +276
Dec06 060303 99.40 99.40 99.40 99.40 -0.01 121 5,013 -112
Mar07 060303 99.22 99.22 99.22 99.22 unch 54 1,247 -380
Jun07 060303 99.07 99.07 99.07 99.07 unch 5 2,699 -495
Sep07 060303 98.91 98.91 98.91 98.91 unch 2 1,901 +2
Dec07 060303 98.75 98.77 98.75 98.76 -0.02 162 348 +48
Mar08 060303 98.66 98.66 98.66 98.66 -0.03 0 50 +0
Jun08 060303 98.55 98.55 98.55 98.55 -0.02 0 252 +0
Total Volume and Open Interest 1,423 37,468 -653
3-Mth Euro-Yen(SIMEX)
Mar06 060303 99.86 99.87 99.86 99.86 -0.01 124 65,751 -378
Jun06 060303 99.75 99.75 99.74 99.74 -0.02 4,073 67,419 -6,829
Sep06 060303 99.58 99.60 99.58 99.58 -0.02 1,289 47,474 -5,170
Dec06 060303 99.40 99.42 99.40 99.40 -0.03 4,978 65,015 -2,525
Mar07 060303 99.22 99.24 99.21 99.22 -0.03 1,816 35,801 +894
Jun07 060303 99.06 99.08 99.06 99.06 -0.03 397 20,644 -92
Sep07 060303 98.93 98.93 98.91 98.91 -0.02 50 11,889 -25
Dec07 060303 98.80 98.80 98.77 98.77 -0.02 609 15,306 +293
Total Volume and Open Interest 13,336 346,750 -13,832
German Euro-Bund(EUREX)
Mar06 060302 120.12 120.21 119.48 119.55 -0.92 1,389,267 1,376,374 -22,415
Jun06 060302 119.30 119.37 118.65 118.71 -0.58 116,505 242,374 +46,043
Sep06 060302 119.74 119.74 119.11 119.11 -0.59 2,096 65 -3
Total Volume and Open Interest 1,337,637 1,583,888 +60,535
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060302 111.19 111.28 110.79 110.84 -0.36 112,390 273,029 +28,931
Sep06 060302 111.06 111.06 111.06 111.06 -0.42 867 0 +0
Total Volume and Open Interest 863,877 1,326,672 +30,323
Long Gilt(LIFFE)
Mar06 060303 113~12 113~16 113~04 113~04 -0~08 29,659 58,547 -14,115
Jun06 060303 113~02 113~06 112~25 112~27 -0~08 96,882 246,283 +13,044
Total Volume and Open Interest 126,541 304,830 -1,071
3-Mth Short Sterling(LIFFE)
Mar06 060303 95.41 95.41 95.41 95.41 -0.01 21,498 334,669 +864
Jun06 060303 95.40 95.40 95.40 95.40 -0.02 58,191 406,279 +2,886
Sep06 060303 95.36 95.36 95.36 95.36 -0.02 85,083 335,428 +21,140
Total Volume and Open Interest 372,596 2,097,355 +82,990
3-Mth Euribor(LIFFE)
Mar06 060303 97.300 97.305 97.295 97.295 -0.010 68,069 664,206 -14,038
Jun06 060303 97.045 97.050 97.025 97.030 -0.020 119,212 643,688 -19,799
Sep06 060303 96.860 96.865 96.830 96.835 -0.025 120,770 577,205 +8,871
Total Volume and Open Interest 611,595 3,675,533 -6,964
3-Mth Aus T-Bills(SFE)
Mar06 060303 94.39 94.39 94.38 94.39 unch 6,429 87,045 -1,089
Jun06 060303 94.41 94.41 94.40 94.41 -0.01 13,107 237,184 -16,452
Sep06 060303 94.41 94.42 94.40 94.41 -0.02 14,897 114,188 -3,990
Dec06 060303 94.40 94.41 94.38 94.40 -0.02 5,644 47,220 -2,526
Mar07 060303 94.38 94.39 94.36 94.38 -0.03 1,013 27,440 +39
Jun07 060303 94.36 94.36 94.34 94.35 -0.04 301 29,661 -291
Sep07 060303 94.34 94.34 94.32 94.33 -0.04 556 21,513 +285
Dec07 060303 94.32 94.32 94.30 94.30 -0.05 164 8,572 +359
Mar08 060303 94.30 94.30 94.28 94.29 -0.04 116 4,159 +4
Jun08 060303 94.28 94.28 94.27 94.27 -0.04 70 1,621 -31
Total Volume and Open Interest 43,510 580,864 -23,084
10-Year Aus T-Bonds(SFE)
Mar06 060303 94.69 94.71 94.67 94.68 -0.04 31,917 316,680 -1,407
Jun06 060303 94.68 94.68 94.67 94.67 -0.04 256 366 +325
Total Volume and Open Interest 32,173 317,046 -1,082
3-Year Aus T-Bonds(SFE)
Mar06 060303 94.72 94.74 94.71 94.72 -0.04 94,413 389,960 -4,624
Jun06 060303 94.71 94.72 94.71 94.72 -0.04 15 7,291 +157
Total Volume and Open Interest 94,428 397,251 -4,467
Gold(CMX)
Apr06 060303 568.8 571.0 566.2 568.0 -2.4 49,551 229,001 +3,067
Jun06 060303 575.0 576.0 571.6 573.3 -2.4 1,737 44,759 +535
Aug06 060303 581.0 581.0 577.0 578.5 -2.4 421 6,880 +255
Oct06 060303 586.1 586.1 583.6 583.6 -2.5 482 10,138 +359
Dec06 060303 590.0 591.3 587.3 588.8 -2.5 292 15,931 +197
Feb07 060303 594.0 594.0 594.0 594.0 -2.5 117 8,922 +116
Apr07 060303 599.1 599.1 599.1 599.1 -2.5 75 1,360 +18
Jun07 060303 604.2 604.2 604.2 604.2 -2.5 16 8,825 +1
Aug07 060303 609.3 609.3 609.3 609.3 -2.5 0 180 +0
Oct07 060303 614.4 614.4 614.4 614.4 -2.5 0 4 +0
Dec07 060303 621.0 622.0 619.5 619.5 -2.5 53 10,049 +46
Total Volume and Open Interest 52,881 343,777 +4,584
Silver(CMX)
Mar06 060303 1017.0 1022.0 1005.0 1016.1 +3.3 1,022 1,947 -390
May06 060303 1020.0 1031.0 1012.0 1023.5 +2.7 29,882 84,463 +4,453
Jul06 060303 1027.0 1038.0 1018.5 1029.1 +2.7 463 16,789 +22
Sep06 060303 1032.0 1050.0 1022.0 1034.0 +2.3 2 4,788 +0
Dec06 060303 1040.0 1040.0 1027.0 1037.8 +2.3 1,122 14,558 +742
Mar07 060303 1048.0 1048.0 1040.4 1040.4 +2.1 100 3,545 -50
May07 060303 1041.4 1041.4 1041.4 1041.4 +2.6 0 226 +0
Total Volume and Open Interest 32,784 132,907 +4,805
Platinum(NYM)
Apr06 060303 1068.0 1070.0 1058.2 1062.5 +7.7 453 7,192 +8
Jul06 060303 1078.0 1078.0 1064.0 1070.5 +7.7 76 1,469 +59
Oct06 060303 1075.5 1075.5 1075.5 1075.5 +7.7 0 6 +0
Total Volume and Open Interest 529 8,667 +67
Palladium(NYME)
Mar06 060303 304.00 310.00 303.00 304.70 +6.00 87 328 -244
Jun06 060303 310.00 313.80 303.10 308.45 +5.45 792 14,969 +373
Sep06 060303 311.45 311.45 311.45 311.45 +5.45 0 113 +0
Total Volume and Open Interest 880 15,789 +128
Copper(CMX)
Mar06 060303 228.00 228.50 226.60 226.95 -0.60 841 5,999 -263
May06 060303 227.00 227.70 225.90 226.40 -0.35 8,958 60,553 +1,051
Jul06 060303 224.40 224.50 223.00 223.40 -0.25 564 8,559 -45
Sep06 060303 221.20 221.20 220.05 220.15 -0.40 144 3,105 +4
Dec06 060303 215.50 215.50 215.00 215.15 -0.35 96 2,687 -32
Total Volume and Open Interest 10,964 87,412 +944
Aluminum(CMX)
Mar06 060303 114.25 114.25 114.25 114.25 +2.10 0 59 -85
Apr06 060303 114.25 114.25 114.25 114.25 +2.10 0 51 +0
May06 060303 114.40 114.40 114.40 114.40 +2.10 0 53 +0
Jun06 060303 114.30 114.30 114.30 114.30 +2.10 0 52 +0
Jul06 060303 114.20 114.20 114.20 114.20 +2.10 0 20 +0
Aug06 060303 114.15 114.15 114.15 114.15 +2.10      
Total Volume and Open Interest 0 380 -85
DJIA Index(CBOT)
Mar06 060303 11035 11110 10965 11011 -34 5,340 41,230 -482
Jun06 060303 11115 11176 11060 11084 -34 936 1,301 +761
Sep06 060303 11200 11200 11130 11130 -39 0 3 +0
Dec06 060303 11170 11170 11170 11170 -34 0 7 +0
Total Volume and Open Interest 6,276 42,541 +279
S & P 500(CME)
Mar06 060303 1284.70 1299.00 1284.50 1286.40 -5.20 79,557 539,798 -27,627
Jun06 060303 1295.30 1308.00 1294.60 1296.70 -5.20 42,081 130,749 +35,310
Sep06 060303 1305.80 1316.00 1305.80 1307.30 -5.10 7 5,644 +7
Dec06 060303 1318.00 1318.00 1318.00 1318.00 -5.00 0 409 +0
Total Volume and Open Interest 121,645 676,692 +7,690
S & P 500 E-Mini(Globex)
Mar06 060303 1291.50 1299.00 1280.00 1286.50 -5.00 957,000 1,152,765 +9,407
Jun06 060303 1301.00 1309.25 1290.75 1296.75 -5.25 29,173 118,253 +21,641
Total Volume and Open Interest 986,173 1,271,018 +31,048
NASDAQ 100(CME)
Mar06 060303 1686.50 1710.00 1684.50 1685.50 -14.00 5,809 61,617 +408
Jun06 060303 1704.00 1726.50 1704.00 1704.50 -13.50 171 8,685 +139
Sep06 060303 1722.00 1722.00 1722.00 1722.00 -14.00 0 1 +0
Total Volume and Open Interest 5,980 70,303 +547
NASDAQ 100 E-Mini(Globex)
Mar06 060303 1699.00 1710.00 1679.50 1685.50 -14.00 292,657 379,719 +6,549
Jun06 060303 1718.00 1728.50 1701.00 1704.50 -13.50 1,618 5,101 +358
Total Volume and Open Interest 294,275 384,820 +6,907
S & P Midcap 400(CME)
Mar06 060303 781.50 785.70 778.00 778.40 -6.60 146 12,135 -19
Jun06 060303 785.50 785.50 785.50 785.50 -6.50 0 12 +0
Sep06 060303 134.14 134.14 134.14 134.14 -6.50      
Total Volume and Open Interest 146 12,147 -19
Russell 2000(CME)
Mar06 060303 737.00 746.25 736.60 737.10 -4.50 1,174 29,065 -31
Jun06 060303 743.25 751.00 742.55 742.55 -4.50 269 2,707 +265
Sep06 060303 748.00 748.00 747.05 747.05 -4.50 0 16 +0
Total Volume and Open Interest 1,443 31,788 +234
Russell 2000 E-Mini(Globex)
Mar06 060303 741.60 746.40 735.50 737.10 -4.50 139,053 281,008 +274
Jun06 060303 749.50 751.70 740.80 742.60 -4.40 4,148 12,404 +3,286
Total Volume and Open Interest 143,201 293,412 +3,560
Value Line(KCBT)
Mar06 060303 2050.00 2067.00 2047.00 2047.00 -12.00 62 125 -8
Total Volume and Open Interest 96 190 -27
Nikkei 225(CME)
Mar06 060303 15825 15900 15650 15690 -245 59,414 232,852 -505
Jun06 060303 15760 15830 15595 15595 -250 7,872 2,598 +173
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060303 15825 15900 15650 15690 -245 59,414 232,852 -505
Jun06 060303 15760 15830 15595 15595 -250 7,872 2,598 +173
Sep06 060303 15595 15595 15595 15595 -245 0 3 +0
Total Volume and Open Interest 67,299 235,457 -332
CAC 40(MATIF)
Mar06 060303 5004.0 5035.5 4970.0 4990.0 -21.0 96,752 508,275 +27,029
Apr06 060303 5016.5 5048.0 4990.0 5002.5 -21.0 882 3,145 +518
May06 060303 4954.0 4954.0 4954.0 4954.0 -21.0      
Total Volume and Open Interest 97,841 513,080 +27,697
Hang Seng Index(HKFE)
Mar06 060303 15856 15860 15756 15773 -60 28,972 117,891 -505
Apr06 060303 15840 15872 15788 15810 -50 405 784 +416
Total Volume and Open Interest 29,489 119,587 +64
DAX Index(EUREX)
Mar06 060303 5788.5 5818.5 5693.5 5730.0 -52.0 203,022 232,178 -7,191
Jun06 060303 5825.5 5857.0 5735.5 5769.0 -52.0 5,720 19,114 +1,159
Sep06 060303 5880.5 5900.0 5778.0 5812.0 -52.0 1,758 6,948 +575
Total Volume and Open Interest 210,500 258,240 -5,457
FT-SE 100(LIFFE)
Mar06 060303 5827.00 5861.50 5785.00 5837.00 +25.50 89,262 469,982 +1,474
Jun06 060303 5834.50 5870.50 5797.00 5848.50 +25.50 4,630 41,453 +4,013
Sep06 060303 5860.00 5862.00 5829.50 5862.00 +25.50 5 2,327 +5
Total Volume and Open Interest 93,897 522,487 +5,492
SPI 200(SFE)
Mar06 060303 4896.0 4941.0 4886.0 4895.0 -8.0 19,512 201,664 -5,201
Jun06 060303 4915.0 4957.0 4912.0 4912.0 -8.0 79 7,234 +25
Sep06 060303 4913.0 4913.0 4913.0 4913.0 -9.0 9 2,803 +0
Total Volume and Open Interest 19,767 215,313 -5,175
GSCI(CME)
Mar06 060303 426.80 429.70 424.85 429.00 +1.75 151 22,899 -9
Apr06 060303 435.00 437.20 435.00 436.70 +1.90 2 326 +0
May06 060303 441.60 441.60 441.60 441.60 +2.10      
Total Volume and Open Interest 153 23,225 -9
Reuters CRB Index(NYBOT)
Apr06 060303 358.50 358.75 357.50 358.00 +1.00 31 361 +4
Jun06 060303 362.75 363.00 362.00 362.00 +1.00 50 437 +9
Aug06 060303 366.00 366.00 366.00 366.00 +1.00 0 202 +0
Total Volume and Open Interest 81 1,000 +13
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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