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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 March 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060306 584.00 592.50 579.50 587.00 -6.25 6,413 4,505 -1,580
May06 060306 596.00 606.00 591.50 600.50 -5.50 38,496 189,336 -139
Jul06 060306 608.00 617.00 603.00 611.50 -5.75 5,888 81,740 +44
Aug06 060306 611.50 619.50 606.50 616.00 -5.75 542 5,493 +111
Sep06 060306 615.00 618.00 609.50 616.50 -5.75 439 2,861 +167
Nov06 060306 617.00 628.00 614.50 622.50 -5.00 4,341 61,653 +1,343
Jan07 060306 622.50 632.00 621.00 629.00 -3.50 228 2,098 +70
Total Volume and Open Interest 56,681 352,698 -10
Soybean Meal(CBOT)
Mar06 060306 172.80 175.30 171.80 173.90 -1.20 1,752 4,049 -806
May06 060306 174.60 177.80 173.60 175.90 -1.50 14,025 61,643 +1,991
Jul06 060306 177.70 180.20 176.50 178.40 -1.70 2,692 35,866 +875
Aug06 060306 178.80 181.40 178.00 179.50 -1.80 199 9,790 +152
Sep06 060306 180.00 182.50 178.60 180.30 -2.00 30 7,504 +21
Oct06 060306 180.70 182.30 178.60 180.30 -2.10 86 5,796 +190
Dec06 060306 182.00 184.00 180.40 182.40 -2.20 1,336 16,493 +269
Jan07 060306 181.80 185.00 181.80 182.80 -2.40 5 456 -2
Total Volume and Open Interest 20,190 141,954 +2,645
Soybean Oil(CBOT)
Mar06 060306 24.24 24.45 24.16 24.45 -0.11 1,626 3,256 -746
May06 060306 24.57 24.82 24.45 24.79 -0.12 23,457 115,026 +5,853
Jul06 060306 24.95 25.16 24.82 25.15 -0.12 5,891 42,081 +1,480
Aug06 060306 25.00 25.30 25.00 25.26 -0.10 226 4,644 +77
Sep06 060306 25.23 25.40 25.20 25.40 -0.12 288 4,514 +44
Oct06 060306 25.50 25.53 25.40 25.53 -0.14 193 3,417 +69
Dec06 060306 25.60 25.95 25.50 25.82 -0.03 1,575 16,451 -161
Jan07 060306 26.00 26.00 26.00 26.00 -0.05 68 754 -22
Total Volume and Open Interest 33,324 191,521 +6,594
Canola(WCE)
Mar06 060306 243.2 243.2 243.0 243.1 -1.9 443 429 +181
May06 060306 251.5 252.9 250.5 251.6 -1.9 3,699 56,308 +1,217
Jul06 060306 260.0 261.5 259.2 259.5 -1.8 1,099 19,963 +101
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060306 275.8 278.0 275.0 276.5 -2.0 886 9,270 -62
Total Volume and Open Interest 6,236 86,672 +1,508
Corn(CBOT)
Mar06 060306 226.00 226.00 221.75 223.00 -5.75 19,166 18,645 -3,139
May06 060306 235.00 235.75 231.75 232.75 -6.75 61,182 518,417 +805
Jul06 060306 245.50 245.50 241.75 243.00 -6.25 16,897 189,343 +817
Sep06 060306 251.00 252.50 248.75 249.25 -7.00 1,909 39,231 +341
Dec06 060306 261.00 262.00 258.25 259.50 -6.00 14,689 237,168 +2,457
Mar07 060306 267.50 267.50 264.50 265.75 -5.50 1,275 25,789 +567
Total Volume and Open Interest 116,389 1,079,497 +2,479
Wheat(CBOT)
Mar06 060306 365.50 370.00 364.50 370.00 -3.50 959 1,649 -436
May06 060306 375.00 382.50 374.00 380.00 -5.00 16,396 230,232 +31
Jul06 060306 386.00 393.50 385.00 391.50 -4.50 7,988 80,111 +567
Sep06 060306 395.00 403.25 394.00 402.25 -4.00 353 10,461 +66
Dec06 060306 408.50 415.50 408.50 414.50 -4.25 3,907 53,053 +1,276
Total Volume and Open Interest 31,544 394,645 +2,283
Wheat(KCBT)
Mar06 060306 437.00 437.00 431.00 435.75 -7.25 392 1,249 -255
May06 060306 437.00 441.00 434.50 439.50 -6.00 4,310 56,697 +270
Jul06 060306 439.00 444.50 437.00 443.00 -5.50 6,119 43,305 +640
Sep06 060306 442.25 448.00 442.00 445.00 -8.00 843 7,947 +9
Dec06 060306 450.00 455.50 449.00 453.50 -5.75 1,889 19,900 +540
Total Volume and Open Interest 13,802 131,789 +1,392
Wheat(MGE)
Mar06 060306 416.50 422.00 416.50 422.00 +1.00 103 329 +39
May06 060306 422.00 425.00 417.00 423.00 -5.75 1,598 18,950 -78
Jul06 060306 426.00 433.00 425.50 429.50 -5.50 813 11,307 +45
Sep06 060306 433.00 437.00 429.50 433.50 -6.00 481 7,089 +153
Dec06 060306 435.00 440.50 434.00 439.00 -4.00 591 8,909 +84
Total Volume and Open Interest 3,600 46,963 +252
Oats(CBOT)
Mar06 060306 183.50 184.00 181.00 184.00 +1.00 28 71 +4
May06 060306 186.50 187.50 184.25 187.50 -2.00 299 8,352 +20
Jul06 060306 185.00 185.75 184.25 185.75 -0.75 28 872 +3
Sep06 060306 172.00 172.00 172.00 172.00 unch 4 129 +1
Total Volume and Open Interest 449 11,109 +75
Rough Rice(CBOT)
Mar06 060306 8.25 8.29 8.25 8.29 unch 11 65 -21
May06 060306 8.51 8.57 8.50 8.56 -0.02 354 6,854 -94
Jul06 060306 8.74 8.81 8.74 8.81 -0.02 52 1,981 +13
Sep06 060306 8.88 8.89 8.88 8.89 -0.01 12 631 +0
Total Volume and Open Interest 477 11,487 -89
Live Cattle(CME)
Apr06 060306 85.950 86.250 85.550 85.700 -0.325 11,147 96,718 -1,030
Jun06 060306 81.550 81.950 81.150 81.275 -0.425 8,826 60,026 +905
Aug06 060306 82.150 82.450 81.750 82.100 -0.150 3,365 31,395 +130
Oct06 060306 85.475 85.625 85.050 85.175 -0.375 1,474 15,327 +231
Dec06 060306 86.800 87.000 86.350 86.550 -0.275 181 6,979 +72
Feb07 060306 88.000 88.100 87.750 87.900 -0.300 65 2,229 +35
Total Volume and Open Interest 25,086 212,734 +363
Feeder Cattle(CME)
Mar06 060306 106.400 106.600 105.800 105.950 -0.375 862 6,110 +52
Apr06 060306 107.200 107.600 106.725 106.950 -0.100 1,287 14,292 -200
May06 060306 108.000 108.200 107.400 107.875 -0.050 1,455 9,214 +361
Aug06 060306 109.000 109.200 108.550 108.900 -0.275 347 5,222 +98
Sep06 060306 107.800 107.800 107.350 107.500 -0.300 75 688 +45
Oct06 060306 107.150 107.150 106.750 106.975 -0.275 61 597 +24
Nov06 060306 106.500 106.500 106.400 106.400 -0.150 6 235 +1
Total Volume and Open Interest 4,094 36,369 +381
Lean Hogs(CME)
Apr06 060306 62.100 62.350 60.700 60.775 -1.225 8,902 76,407 -2,599
May06 060306 68.900 68.900 67.775 68.050 -0.725 239 5,068 +51
Jun06 060306 70.500 70.750 69.400 69.525 -0.975 7,624 45,195 +1,969
Jul06 060306 69.150 69.375 68.350 68.625 -0.600 2,124 13,700 +287
Aug06 060306 66.650 66.975 66.300 66.575 -0.225 534 8,062 -43
Oct06 060306 57.300 57.550 57.200 57.325 -0.075 168 3,276 +43
Dec06 060306 55.000 55.200 54.900 55.000 unch 51 2,472 +3
Feb07 060306 57.000 57.000 57.000 57.000 -0.175 6 327 +4
Total Volume and Open Interest 19,653 154,537 -282
Pork Bellies(CME)
Mar06 060306 88.500 88.500 87.750 88.200 -1.225 100 296 -5
May06 060306 89.500 89.900 88.925 89.250 -1.300 365 1,410 +62
Jul06 060306 90.250 90.250 89.600 90.200 -1.400 7 397 +5
Aug06 060306 86.250 86.250 86.250 86.250 -0.825 0 40 +0
Feb07 060306 86.250 86.250 86.250 86.250 unch 0 6 +0
Total Volume and Open Interest 472 2,155 +62
Class III Milk(CME)
Mar06 060306 11.08 11.10 11.05 11.06 -0.07 56 2,690 -1
Apr06 060306 10.90 10.95 10.85 10.91 +0.01 206 3,111 +15
May06 060306 10.95 10.98 10.95 10.98 -0.07 137 2,843 +52
Jun06 060306 11.07 11.09 11.03 11.03 -0.04 55 2,751 -19
Jul06 060306 11.26 11.26 11.26 11.26 +0.02 119 2,648 +3
Total Volume and Open Interest 1,001 29,366 +254
Cocoa(NYBOT)
Mar06 060306 1450 1450 1443 1445 +8 6 56 -5
May06 060306 1457 1468 1445 1455 -2 5,794 55,423 -506
Jul06 060306 1481 1490 1471 1478 -1 1,009 18,964 +535
Sep06 060306 1494 1500 1493 1500 -1 756 17,320 +266
Dec06 060306 1522 1528 1522 1528 -1 30 12,385 +30
Mar07 060306 1555 1555 1552 1552 -1 211 12,797 -127
May07 060306 1572 1572 1572 1572 -2 10 2,932 +0
Total Volume and Open Interest 7,816 129,699 +193
Coffee "C"(NYBOT)
Mar06 060306 112.15 112.40 109.00 109.00 -3.10 82 388 -86
May06 060306 113.30 114.80 110.65 110.85 -3.15 8,591 64,531 -403
Jul06 060306 116.40 117.50 113.45 113.45 -3.20 3,737 16,486 +940
Sep06 060306 118.80 118.80 115.65 115.65 -3.20 1,250 7,914 +668
Dec06 060306 122.00 122.00 118.25 118.25 -3.20 198 4,552 -71
Mar07 060306 122.00 122.30 121.05 121.05 -3.20 172 2,449 +78
Total Volume and Open Interest 14,056 97,487 +1,119
Orange Juice(NYBOT)
Mar06 060306 133.90 133.90 131.50 132.00 -0.90 72 439 -74
May06 060306 133.30 133.30 131.10 132.00 -0.90 1,459 22,875 +46
Jul06 060306 131.50 131.50 129.60 130.10 -1.45 91 4,926 +32
Sep06 060306 128.00 128.10 127.50 128.10 -1.40 31 2,758 -13
Nov06 060306 128.00 128.00 126.60 126.60 -1.40 204 1,210 +11
Total Volume and Open Interest 2,019 33,841 -2
Sugar #11(NYBOT)
May06 060306 17.18 17.84 17.13 17.77 +0.54 23,411 227,915 -423
Jul06 060306 16.85 17.43 16.83 17.39 +0.49 8,301 86,874 +753
Oct06 060306 16.70 17.28 16.70 17.24 +0.46 3,403 57,857 -593
Mar07 060306 16.65 17.20 16.65 17.14 +0.46 2,089 43,385 +193
May07 060306 16.50 16.95 16.50 16.92 +0.43 1,021 18,653 +209
Total Volume and Open Interest 38,829 456,240 +315
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060306 22.75 22.85 22.75 22.83 +0.08 496 3,460 -158
Jul06 060306 22.85 23.00 22.85 22.93 +0.06 33 4,087 -8
Sep06 060306 22.80 22.98 22.80 22.98 +0.01 68 2,835 +50
Nov06 060306 22.48 22.48 22.48 22.48 +0.03 0 917 +0
Total Volume and Open Interest 601 13,626 -115
London Cocoa(LCE)
Mar06 060306 858 861 852 858 -1 1,489 47,243 -571
May06 060306 875 884 870 876 unch 5,529 37,673 +1,243
Jul06 060306 888 894 883 888 -1 3,171 47,742 +1,433
Sep06 060306 909 909 900 904 -1 1,771 28,163 +1,015
Dec06 060306 921 922 919 920 unch 789 25,784 -99
Mar07 060306 926 930 924 927 -1 677 10,572 +337
May07 060306 942 942 937 937 -1 207 974 +206
Total Volume and Open Interest 15,153 201,270 +5,084
London Coffee(LCE)
Mar06 060306 1210.00 1212.00 1180.00 1185.00 -20.00 239 2,550 -154
May06 060306 1228.00 1229.00 1185.00 1199.00 -24.00 2,933 74,821 +59
Jul06 060306 1240.00 1240.00 1205.00 1211.00 -22.00 867 22,759 +60
Sep06 060306 1245.00 1245.00 1218.00 1218.00 -23.00 339 10,417 +174
Nov06 060306 1251.00 1251.00 1225.00 1225.00 -22.00 122 942 +84
Jan07 060306 1261.00 1261.00 1233.00 1233.00 -20.00 4 235 +0
Total Volume and Open Interest 4,504 111,778 +223
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060306 448.00 460.30 445.40 459.00 +11.00 2,252 32,243 +635
Aug06 060306 443.50 456.00 443.50 454.50 +11.00 681 17,004 +148
Oct06 060306 441.00 453.00 440.50 452.00 +11.50 329 10,328 -82
Dec06 060306 434.50 445.50 434.50 445.50 +11.00 157 3,927 +0
Total Volume and Open Interest 3,446 68,819 +702
Cotton(NYBOT)
Mar06 060306 54.12 54.20 54.02 54.02 -0.58 64 2,298 -133
May06 060306 54.00 54.20 53.81 53.93 -0.56 15,412 91,849 -758
Jul06 060306 55.10 55.45 55.10 55.23 -0.52 4,047 15,762 +536
Oct06 060306 57.25 57.25 57.25 57.25 -0.45 116 406 +10
Dec06 060306 58.20 58.40 58.10 58.16 -0.49 1,136 10,378 +520
Mar07 060306 59.75 59.75 59.75 59.75 -0.47 35 1,773 +2
Total Volume and Open Interest 20,831 124,144 +173
Lumber(CME)
Mar06 060306 338.3 338.5 336.0 336.5 -2.8 159 838 -146
May06 060306 338.7 340.7 337.7 338.8 -0.7 298 2,838 -15
Jul06 060306 340.7 343.0 339.2 341.1 -0.7 43 488 +11
Sep06 060306 350.1 350.1 346.2 348.0 -3.3 9 145 +2
Total Volume and Open Interest 510 4,325 -147
Crude Oil(NYM)
Apr06 060306 63.20 63.50 61.80 62.41 -1.26 97,539 226,854 -2,879
May06 060306 65.00 65.10 63.50 64.05 -1.31 74,453 157,895 +10,644
Jun06 060306 65.95 66.00 64.50 64.92 -1.34 44,429 93,783 +3,152
Jul06 060306 66.65 66.65 65.55 65.59 -1.38 11,720 37,243 +107
Aug06 060306 67.15 67.15 66.05 66.14 -1.40 2,736 22,999 +462
Sep06 060306 67.50 67.50 66.58 66.58 -1.42 3,310 28,602 +1,070
Oct06 060306 66.93 66.93 66.93 66.93 -1.43 2,954 25,518 +1,603
Nov06 060306 68.35 68.35 67.20 67.20 -1.44 392 14,500 -17
Dec06 060306 68.25 68.30 67.15 67.42 -1.45 12,320 78,983 +2,933
Jan07 060306 67.57 67.57 67.57 67.57 -1.46 438 17,909 +256
Feb07 060306 67.85 67.85 67.71 67.71 -1.47 339 5,825 +255
Mar07 060306 68.10 68.10 67.75 67.82 -1.47 467 8,201 +198
Apr07 060306 67.90 67.90 67.90 67.90 -1.48 319 8,707 +110
May07 060306 67.94 67.94 67.94 67.94 -1.48 0 3,772 +0
Jun07 060306 67.80 67.97 67.80 67.97 -1.48 990 32,040 +325
Jul07 060306 67.97 67.97 67.97 67.97 -1.48 405 4,491 +263
Total Volume and Open Interest 261,650 969,939 +19,166
Heating Oil(NYM)
Apr06 060306 179.50 179.50 175.55 175.77 -5.51 25,776 61,777 -1,028
May06 060306 182.50 182.50 178.00 178.20 -5.07 10,855 35,869 +639
Jun06 060306 183.00 183.50 179.55 179.55 -4.77 4,926 16,403 +121
Jul06 060306 184.00 184.00 181.00 181.20 -4.62 2,029 12,000 +544
Aug06 060306 185.00 185.00 183.50 183.65 -4.42 1,229 6,452 +249
Sep06 060306 185.90 185.90 185.90 185.90 -4.37 386 4,330 -77
Oct06 060306 188.45 188.45 188.45 188.45 -4.32 1,445 2,248 +120
Nov06 060306 191.00 192.00 191.00 191.15 -4.27 104 2,035 +19
Dec06 060306 194.40 194.40 193.45 193.45 -4.22 902 10,001 -10
Jan07 060306 197.50 197.50 195.55 195.55 -4.12 539 6,819 +67
Feb07 060306 197.00 197.00 196.20 196.20 -4.07 39 1,190 -37
Mar07 060306 194.90 194.90 194.90 194.90 -4.02 106 2,496 -100
Total Volume and Open Interest 48,972 165,352 +798
Unleaded Gas(NYM)
Apr06 060306 170.50 170.50 165.00 165.60 -8.71 36,278 65,686 -2,342
May06 060306 174.25 174.50 169.00 169.54 -8.76 12,126 41,925 +1,696
Jun06 060306 177.25 177.25 172.30 172.64 -8.36 4,350 16,715 +30
Jul06 060306 178.00 179.50 175.00 175.24 -8.06 1,203 6,699 +256
Aug06 060306 181.00 181.00 176.89 176.89 -7.86 506 5,601 +82
Sep06 060306 179.00 181.00 176.99 176.99 -7.76 1,147 5,879 -79
Oct06 060306 174.00 174.00 171.34 171.34 -7.61 375 3,707 +81
Nov06 060306 169.54 169.54 169.54 169.54 -7.56 1 1,330 +0
Dec06 060306 168.74 168.74 168.74 168.74 -7.51 285 1,522 +143
Jan07 060306 169.99 169.99 169.99 169.99 -7.46 0 1,015 +0
Total Volume and Open Interest 56,271 150,079 +1,664
Natural Gas(NYM)
Apr06 060306 6.610 6.620 6.470 6.547 -0.243 14,596 78,612 -755
May06 060306 6.820 6.820 6.690 6.767 -0.228 8,012 58,993 +2,296
Jun06 060306 7.000 7.010 6.900 6.972 -0.218 4,231 28,086 +1,061
Jul06 060306 7.200 7.200 7.100 7.172 -0.203 1,101 20,792 +20
Aug06 060306 7.330 7.400 7.260 7.327 -0.185 923 21,003 -86
Sep06 060306 7.450 7.450 7.370 7.442 -0.163 1,218 18,284 -73
Oct06 060306 7.570 7.572 7.470 7.572 -0.145 3,356 37,866 +352
Nov06 060306 8.650 8.672 8.600 8.672 -0.115 1,837 34,921 +308
Dec06 060306 9.650 9.682 9.600 9.682 -0.095 896 20,028 +105
Jan07 060306 10.300 10.372 10.260 10.372 -0.085 1,260 42,463 +121
Feb07 060306 10.300 10.377 10.280 10.377 -0.085 137 17,410 +71
Mar07 060306 10.100 10.182 10.060 10.182 -0.085 724 22,173 +0
Apr07 060306 8.470 8.522 8.470 8.522 -0.035 429 16,729 +130
May07 060306 8.320 8.342 8.300 8.342 -0.035 16 15,243 +8
Jun07 060306 8.340 8.402 8.340 8.402 -0.035 99 7,059 -27
Jul07 060306 8.460 8.477 8.460 8.477 -0.035 79 4,701 +7
Total Volume and Open Interest 44,449 614,331 +5,568
Brent Crude Oil(ICE)
Apr06 060306 64.18 64.18 62.11 62.34 -1.84      
May06 060306 64.49 64.75 62.84 63.09 -1.67      
Jun06 060306 65.21 65.47 63.61 63.83 -1.64      
Jul06 060306 65.75 65.99 64.22 64.37 -1.63      
Aug06 060306 66.37 66.37 64.64 64.78 -1.64      
Sep06 060306 66.45 66.45 65.03 65.11 -1.65      
Oct06 060306 66.61 66.65 65.36 65.36 -1.66      
Nov06 060306 66.51 66.55 65.51 65.56 -1.66      
Dec06 060306 67.36 67.36 65.63 65.76 -1.65      
Jan07 060306 65.97 65.97 65.94 65.94 -1.65      
Feb07 060306 66.11 66.11 66.11 66.11 -1.66      
Mar07 060306 66.28 66.28 66.28 66.28 -1.65      
Apr07 060306 66.42 66.42 66.42 66.42 -1.64      
May07 060306 66.48 66.48 66.48 66.48 -1.63      
Total Volume and Open Interest 0 10 +0
Gas Oil(ICE)
Mar06 060306 564.00 565.25 555.00 560.00 -0.50 24,713 27,283 -6,846
Apr06 060306 566.25 567.50 555.75 561.50 -1.75 30,537 72,603 +4,025
May06 060306 570.50 570.75 560.25 565.25 -2.00 9,882 23,435 -1,105
Jun06 060306 573.50 575.50 564.00 569.50 -2.25 4,222 23,758 -1,281
Jul06 060306 579.00 579.00 573.25 575.00 -2.50 1,287 13,079 -276
Aug06 060306 585.75 586.00 581.00 581.00 -2.25 635 6,295 -468
Sep06 060306 586.75 586.75 586.75 586.75 -2.50 0 7,019 -470
Oct06 060306 594.75 595.75 592.50 592.50 -2.75 0 7,664 -193
Nov06 060306 599.25 599.25 596.00 596.00 -2.50 0 3,440 +0
Dec06 060306 603.50 605.25 593.50 598.50 -3.25 1,927 27,372 +50
Total Volume and Open Interest 73,718 231,876 -7,546
US Dollar Index(NYBOT)
Mar06 060306 89.32 90.05 89.23 89.88 +0.25 6,377 21,011 -3,941
Jun06 060306 88.87 89.63 88.87 89.49 +0.25 4,991 7,514 +4,508
Sep06 060306 89.05 89.25 89.05 89.13 +0.27 20 27 +15
Total Volume and Open Interest 11,388 28,574 +582
Australian Dollar(CME)
Mar06 060306 74.29 74.31 73.90 73.99 -0.41 1,466 57,283 -560
Jun06 060306 74.15 74.17 73.80 73.86 -0.41 988 3,773 +697
Sep06 060306 73.78 73.78 73.78 73.78 -0.41 0 19 +0
Total Volume and Open Interest 2,454 61,218 +137
British Pound(CME)
Mar06 060306 175.35 175.37 174.73 174.91 -0.48 8,085 88,754 -7,748
Jun06 060306 175.56 175.58 174.94 175.11 -0.47 4,972 10,620 +6,370
Sep06 060306 175.31 175.31 175.31 175.31 -0.45 0 53 +0
Total Volume and Open Interest 13,057 99,430 -1,378
Canadian Dollar(CME)
Mar06 060306 87.84 88.03 87.65 87.71 -0.38 6,815 114,044 -8,196
Jun06 060306 88.09 88.27 87.86 87.95 -0.38 3,984 17,102 +10,640
Sep06 060306 88.38 88.38 88.18 88.18 -0.38 33 1,440 +19
Dec06 060306 88.70 88.70 88.41 88.41 -0.38 2 249 -1
Total Volume and Open Interest 10,834 132,955 +2,462
Japanese Yen(CME)
Mar06 060306 85.25 85.27 85.03 85.17 -0.78 15,671 162,586 -8,568
Jun06 060306 86.36 86.41 86.13 86.28 -0.79 11,561 46,038 +15,193
Sep06 060306 87.34 87.34 87.34 87.34 -0.79 5 306 +5
Total Volume and Open Interest 27,237 209,004 +6,630
Swiss Franc(CME)
Mar06 060306 77.09 77.21 76.92 77.08 unch 2,416 101,288 -13,822
Jun06 060306 77.83 77.94 77.70 77.85 unch 661 15,819 +11,131
Sep06 060306 78.49 78.49 78.49 78.49 unch 0 25 +0
Total Volume and Open Interest 3,077 117,178 -2,691
EuroFX(CME)
Mar06 060306 120.25 120.36 119.96 120.24 -0.14 8,494 147,036 -1,580
Jun06 060306 120.96 121.10 120.67 120.95 -0.14 3,574 13,410 +4,091
Sep06 060306 121.60 121.60 121.60 121.60 -0.14 2 1,656 +1
Total Volume and Open Interest 12,070 162,278 +2,513
Mexican Peso(CME)
Mar06 060306 9437.0 9445.0 9350.0 9360.0 -100.0 9,602 69,857 -7,726
Jun06 060306 9370.0 9377.0 9290.0 9295.0 -100.0 3,620 10,044 +4,243
Total Volume and Open Interest 13,545 105,834 -3,332
30-Year T-Bonds(CBOT)
Mar06 060306 111~10 111~13 110~17 110~24 -0~20 48,953 98,122 -23,174
Jun06 060306 111~11 111~13 110~17 110~23 -0~21 390,054 567,477 +11,896
Sep06 060306 110~29 110~29 110~24 110~24 -0~22 56 554 +28
Total Volume and Open Interest 439,084 666,589 -11,263
10-Year T-Notes(CBOT)
Mar06 060306 107~045 107~060 106~265 106~285 -0~100 99,750 206,621 -39,456
Jun06 060306 107~025 107~030 106~220 106~250 -0~100 992,464 1,879,790 +80,175
Total Volume and Open Interest 1,095,375 2,091,268 +41,725
5-Year T-Notes(CBOT)
Mar06 060306 104~250 104~270 104~235 104~235 -0~045 75,853 0 +0
Jun06 060306 104~215 104~240 104~200 104~205 -0~045 446,198 0 +0
Sep06 060306 104~200 104~200 104~185 104~185 -0~045 0 2 +0
Total Volume and Open Interest 522,051 3 +0
2 Year T-Notes(CBOT)
Mar06 060306 102~001 102~004 102~000 102~000 -0~005 3,349 41,878 -12,387
Jun06 060306 101~126 102~000 101~124 101~125 -0~007 15,042 424,268 -370
Total Volume and Open Interest 18,391 466,146 -12,757
Eurodollars(CME)
Mar06 060306 95.103 95.105 95.098 95.098 -0.007 13,059 1,204,144 -14,647
Jun06 060306 94.880 94.885 94.865 94.870 -0.020 28,267 1,346,896 -28,744
Sep06 060306 94.815 94.830 94.790 94.800 -0.020 371,965 1,491,571 +3,867
Dec06 060306 94.830 94.845 94.815 94.820 -0.025 17,391 1,289,069 +7,858
Mar07 060306 94.885 94.900 94.875 94.875 -0.035 17,770 1,093,876 -6,711
Jun07 060306 94.925 94.940 94.910 94.910 -0.040 34,354 815,682 +2,279
Sep07 060306 94.950 94.955 94.920 94.920 -0.045 20,407 684,893 +40,500
Dec07 060306 94.940 94.945 94.910 94.910 -0.050 18,762 453,818 +8,558
Mar08 060306 94.925 94.930 94.895 94.900 -0.050 14,341 299,053 -1,602
Jun08 060306 94.905 94.910 94.875 94.880 -0.050 9,089 255,052 -1,518
Sep08 060306 94.880 94.890 94.855 94.855 -0.055 6,513 224,044 +1,065
Dec08 060306 94.850 94.855 94.820 94.820 -0.060 5,595 172,906 +286
Mar09 060306 94.830 94.835 94.805 94.805 -0.065 4,342 119,484 +610
Jun09 060306 94.805 94.810 94.780 94.780 -0.065 3,112 114,118 +118
Sep09 060306 94.785 94.800 94.760 94.760 -0.065 5,767 104,969 -306
Dec09 060306 94.755 94.755 94.725 94.725 -0.070 3,459 93,362 +654
Mar10 060306 94.750 94.755 94.715 94.715 -0.070 3,328 71,730 +655
Jun10 060306 94.730 94.735 94.695 94.695 -0.070 2,123 61,343 -202
Total Volume and Open Interest 247,512 10,098,755 +9,758
3-Mth Euro-Yen(CME)
Mar06 060306 99.87 99.87 99.87 99.87 +0.01 110 8,512 -25
Jun06 060306 99.75 99.76 99.75 99.75 +0.01 242 10,962 +105
Sep06 060306 99.59 99.59 99.59 99.59 +0.01 0 6,564 +0
Dec06 060306 99.41 99.42 99.41 99.42 +0.02 658 5,702 +689
Mar07 060306 99.23 99.23 99.23 99.23 +0.01 25 1,228 -19
Jun07 060306 99.07 99.07 99.07 99.07 unch 2 2,897 +198
Sep07 060306 98.92 98.92 98.92 98.92 +0.01 2 1,899 -2
Dec07 060306 98.78 98.78 98.78 98.78 +0.02 87 331 -17
Mar08 060306 98.68 98.68 98.68 98.68 +0.02 0 50 +0
Jun08 060306 98.57 98.57 98.57 98.57 +0.02 0 252 +0
Total Volume and Open Interest 1,126 38,397 +929
3-Mth Euro-Yen(SIMEX)
Mar06 060306 99.86 99.87 99.86 99.87 +0.01 1,470 64,978 -773
Jun06 060306 99.74 99.76 99.74 99.76 +0.02 4,254 66,881 -538
Sep06 060306 99.58 99.59 99.58 99.59 +0.01 1,670 47,435 -39
Dec06 060306 99.41 99.42 99.40 99.42 +0.02 3,621 64,861 -154
Mar07 060306 99.22 99.23 99.21 99.23 +0.01 2,018 36,852 +1,051
Jun07 060306 99.06 99.07 99.05 99.07 +0.01 1,915 20,360 -284
Sep07 060306 98.91 98.91 98.90 98.91 unch 210 11,909 +20
Dec07 060306 98.76 98.79 98.76 98.79 +0.02 98 15,165 -141
Total Volume and Open Interest 15,266 345,897 -853
German Euro-Bund(EUREX)
Mar06 060306 119.41 119.57 119.32 119.55 unch 1,802,931 1,249,111 -127,263
Jun06 060306 118.54 118.71 118.47 118.69 -0.02 159,731 291,074 +48,700
Sep06 060306 118.93 119.04 118.71 119.04 -0.07 2,187 68 +3
Total Volume and Open Interest 1,964,849 1,540,253 -43,635
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060306 110.65 110.77 110.64 110.73 -0.11 154,289 318,471 +45,442
Sep06 060306 110.90 110.90 110.90 110.90 -0.16 2,823 0 +0
Total Volume and Open Interest 1,172,710 1,300,063 -26,609
Long Gilt(LIFFE)
Mar06 060306 113~05 113~06 112~31 113~04 +0~00 19,541 46,154 -12,393
Jun06 060306 112~27 112~31 112~21 112~27 +0~00 65,268 250,402 +4,119
Total Volume and Open Interest 84,809 296,556 -8,274
3-Mth Short Sterling(LIFFE)
Mar06 060306 95.42 95.42 95.42 95.42 +0.01 12,488 334,821 +152
Jun06 060306 95.41 95.41 95.41 95.41 +0.01 48,903 409,312 +3,033
Sep06 060306 95.37 95.37 95.37 95.37 +0.01 56,400 338,196 +2,768
Total Volume and Open Interest 278,777 2,114,076 +16,721
3-Mth Euribor(LIFFE)
Mar06 060306 97.295 97.305 97.295 97.300 +0.005 154,394 634,930 -29,276
Jun06 060306 97.030 97.045 97.025 97.035 +0.005 220,278 643,747 +59
Sep06 060306 96.825 96.855 96.825 96.840 +0.005 244,276 601,850 +24,645
Total Volume and Open Interest 1,237,105 3,764,433 +88,900
3-Mth Aus T-Bills(SFE)
Mar06 060306 94.39 94.39 94.38 94.39 unch 3,050 85,605 -1,440
Jun06 060306 94.40 94.40 94.38 94.39 -0.02 15,058 240,987 +3,803
Sep06 060306 94.40 94.40 94.38 94.39 -0.02 7,578 110,968 -3,220
Dec06 060306 94.38 94.39 94.35 94.36 -0.04 5,804 46,384 -836
Mar07 060306 94.37 94.37 94.33 94.34 -0.04 2,361 27,692 +252
Jun07 060306 94.33 94.33 94.30 94.31 -0.04 1,593 29,782 +121
Sep07 060306 94.30 94.30 94.28 94.29 -0.04 344 21,627 +114
Dec07 060306 94.30 94.30 94.26 94.27 -0.03 2,584 11,518 +2,946
Mar08 060306 94.26 94.26 94.23 94.24 -0.05 130 4,159 +0
Jun08 060306 94.21 94.22 94.21 94.22 -0.05 101 1,621 +0
Total Volume and Open Interest 39,058 582,398 +1,534
10-Year Aus T-Bonds(SFE)
Mar06 060306 94.65 94.65 94.61 94.62 -0.06 29,434 326,346 +9,666
Jun06 060306 94.61 94.61 94.61 94.61 -0.06 250 1,424 +1,058
Total Volume and Open Interest 29,684 327,770 +10,724
3-Year Aus T-Bonds(SFE)
Mar06 060306 94.70 94.70 94.65 94.67 -0.05 56,388 370,456 -19,504
Jun06 060306 94.67 94.67 94.67 94.67 -0.05 4 7,291 +0
Total Volume and Open Interest 56,392 377,747 -19,504
Gold(CMX)
Apr06 060306 567.5 568.6 553.5 556.8 -11.2 44,154 228,195 -806
Jun06 060306 573.5 574.0 558.5 562.0 -11.3 3,889 44,317 -442
Aug06 060306 578.3 578.3 565.5 567.2 -11.3 502 6,665 -215
Oct06 060306 580.0 580.0 572.3 572.3 -11.3 43 10,171 +33
Dec06 060306 588.5 589.5 575.0 577.4 -11.4 682 16,067 +136
Feb07 060306 583.0 583.0 581.5 582.6 -11.4 0 8,922 +0
Apr07 060306 587.7 587.7 587.7 587.7 -11.4 0 1,360 +0
Jun07 060306 589.0 592.8 589.0 592.8 -11.4 10 8,824 -1
Aug07 060306 597.9 597.9 597.9 597.9 -11.4 0 180 +0
Oct07 060306 603.0 603.0 603.0 603.0 -11.4 0 4 +0
Dec07 060306 619.5 619.9 608.1 608.1 -11.4 22 10,006 -43
Total Volume and Open Interest 49,306 342,427 -1,350
Silver(CMX)
Mar06 060306 1017.0 1022.0 984.0 995.3 -20.8 598 1,522 -425
May06 060306 1024.5 1029.5 992.0 1002.5 -21.0 19,758 86,340 +1,877
Jul06 060306 1032.0 1035.0 997.0 1008.3 -20.8 573 17,109 +320
Sep06 060306 1038.0 1039.0 1013.6 1013.6 -20.4 187 4,881 +93
Dec06 060306 1035.0 1044.0 1009.0 1017.7 -20.1 337 14,805 +247
Mar07 060306 1050.0 1050.0 1020.9 1020.9 -19.5 71 3,598 +53
May07 060306 1038.0 1038.0 1022.4 1022.4 -19.0 0 227 +1
Total Volume and Open Interest 21,622 135,431 +2,524
Platinum(NYM)
Apr06 060306 1058.0 1058.0 1043.0 1043.4 -19.1 856 7,355 +163
Jul06 060306 1066.0 1066.0 1051.4 1051.4 -19.1 132 1,536 +67
Oct06 060306 1056.4 1056.4 1056.4 1056.4 -19.1 0 6 +0
Total Volume and Open Interest 988 8,897 +230
Palladium(NYME)
Mar06 060306 301.00 301.00 294.75 294.75 -9.95 66 244 -84
Jun06 060306 307.50 308.00 297.00 298.40 -10.05 1,326 15,226 +257
Sep06 060306 310.00 310.00 301.40 301.40 -10.05 2 115 +2
Total Volume and Open Interest 1,402 15,963 +174
Copper(CMX)
Mar06 060306 226.70 226.80 220.00 220.10 -6.85 1,421 5,525 -474
May06 060306 225.70 225.80 218.60 219.65 -6.75 6,017 60,258 -295
Jul06 060306 222.70 222.70 216.50 217.25 -6.15 1,376 9,099 +540
Sep06 060306 219.00 219.00 214.00 214.35 -5.80 141 3,176 +71
Dec06 060306 214.10 214.10 209.00 209.75 -5.40 18 2,658 -29
Total Volume and Open Interest 9,770 87,376 -36
Aluminum(CMX)
Mar06 060306 112.50 112.50 111.20 111.20 -3.05 0 59 +0
Apr06 060306 111.30 111.30 111.30 111.30 -2.95 0 51 +0
May06 060306 111.45 111.45 111.45 111.45 -2.95 0 53 +0
Jun06 060306 111.35 111.35 111.35 111.35 -2.95 0 52 +0
Jul06 060306 111.25 111.25 111.25 111.25 -2.95 0 20 +0
Aug06 060306 111.20 111.20 111.20 111.20 -2.95      
Total Volume and Open Interest 0 380 +0
DJIA Index(CBOT)
Mar06 060306 11028 11038 10925 10963 -48 6,266 41,206 -24
Jun06 060306 11095 11109 11005 11037 -47 178 1,346 +45
Sep06 060306 11082 11082 11082 11082 -48 1 4 +1
Dec06 060306 11122 11122 11122 11122 -48 0 7 +0
Total Volume and Open Interest 6,445 42,563 +22
S & P 500(CME)
Mar06 060306 1289.50 1289.80 1276.50 1279.60 -6.80 62,153 525,274 -14,524
Jun06 060306 1300.00 1300.00 1287.30 1289.80 -6.90 31,594 153,929 +23,180
Sep06 060306 1301.00 1301.00 1299.50 1300.30 -7.00 117 5,712 +68
Dec06 060306 1311.00 1311.00 1311.00 1311.00 -7.00 0 409 +0
Total Volume and Open Interest 93,864 685,416 +8,724
S & P 500 E-Mini(Globex)
Mar06 060306 1286.75 1291.25 1276.25 1279.50 -7.00 1,119,042 1,142,379 -10,386
Jun06 060306 1296.75 1301.50 1287.00 1289.75 -7.00 39,248 155,311 +37,058
Total Volume and Open Interest 1,158,290 1,297,690 +26,672
NASDAQ 100(CME)
Mar06 060306 1691.00 1694.50 1667.00 1674.50 -11.00 6,734 60,804 -813
Jun06 060306 1709.00 1710.00 1685.50 1693.50 -11.00 723 9,285 +600
Sep06 060306 1711.00 1711.00 1711.00 1711.00 -11.00 0 1 +0
Total Volume and Open Interest 7,457 70,090 -213
NASDAQ 100 E-Mini(Globex)
Mar06 060306 1686.00 1694.50 1667.00 1674.50 -11.00 429,607 397,508 +17,789
Jun06 060306 1705.50 1712.50 1686.50 1693.50 -11.00 6,302 8,806 +3,705
Total Volume and Open Interest 435,909 406,314 +21,494
S & P Midcap 400(CME)
Mar06 060306 779.75 780.00 772.00 772.40 -6.00 170 12,109 -26
Jun06 060306 779.40 779.40 779.40 779.40 -6.10 89 101 +89
Sep06 060306 128.04 128.04 128.04 128.04 -6.10      
Total Volume and Open Interest 259 12,210 +63
Russell 2000(CME)
Mar06 060306 739.00 739.00 729.25 731.60 -5.50 2,251 28,655 -410
Jun06 060306 744.00 744.00 735.00 737.00 -5.55 1,747 4,354 +1,647
Sep06 060306 741.50 741.50 741.50 741.50 -5.55 1 17 +1
Total Volume and Open Interest 3,999 33,026 +1,238
Russell 2000 E-Mini(Globex)
Mar06 060306 737.00 739.60 729.10 731.60 -5.50 141,904 280,800 -208
Jun06 060306 742.00 745.00 734.50 737.00 -5.60 6,155 17,323 +4,919
Total Volume and Open Interest 148,059 298,123 +4,711
Value Line(KCBT)
Mar06 060306 2051.00 2052.00 2030.00 2035.00 -12.00 135 124 -1
Total Volume and Open Interest 186 201 +11
Nikkei 225(CME)
Mar06 060306 15655 15925 15605 15915 +225 65,168 230,585 -2,267
Jun06 060306 15565 15860 15545 15835 +240 5,920 9,602 +7,004
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060306 15655 15925 15605 15915 +225 65,168 230,585 -2,267
Jun06 060306 15565 15860 15545 15835 +240 5,920 9,602 +7,004
Sep06 060306 15830 15830 15830 15830 +235 0 3 +0
Total Volume and Open Interest 71,096 240,203 +4,746
CAC 40(MATIF)
Mar06 060306 5019.5 5045.0 5008.5 5021.5 +31.5 101,117 525,949 +17,674
Apr06 060306 5028.5 5050.0 5027.0 5033.5 +31.0 729 3,508 +363
May06 060306 4985.5 4985.5 4985.5 4985.5 +31.5      
Total Volume and Open Interest 102,006 531,173 +18,093
Hang Seng Index(HKFE)
Mar06 060306 15774 15817 15705 15759 -14 30,229 119,457 +1,566
Apr06 060306 15831 15835 15750 15787 -23 607 958 +174
Total Volume and Open Interest 30,884 121,349 +1,762
DAX Index(EUREX)
Mar06 060306 5779.5 5782.0 5717.0 5756.5 +26.5 192,579 231,802 -376
Jun06 060306 5821.0 5821.0 5758.0 5795.5 +26.5 1,029 18,986 -128
Sep06 060306 5857.5 5859.5 5801.0 5838.5 +26.5 848 6,963 +15
Total Volume and Open Interest 194,456 257,751 -489
FT-SE 100(LIFFE)
Mar06 060306 5878.00 5908.50 5867.50 5874.00 +37.00 75,646 462,601 -7,381
Jun06 060306 5888.00 5918.50 5880.00 5885.50 +37.00 8,578 47,210 +5,757
Sep06 060306 5920.00 5933.00 5900.00 5900.00 +38.00 3 2,328 +1
Total Volume and Open Interest 84,227 520,864 -1,623
SPI 200(SFE)
Mar06 060306 4896.0 4911.0 4869.0 4905.0 +10.0 17,384 201,147 -517
Jun06 060306 4911.0 4926.0 4887.0 4922.0 +10.0 127 7,317 +83
Sep06 060306 4923.0 4923.0 4923.0 4923.0 +10.0 8 2,811 +8
Total Volume and Open Interest 17,583 214,947 -366
GSCI(CME)
Mar06 060306 425.40 425.40 418.40 419.40 -9.60 168 22,843 -56
Apr06 060306 427.00 427.00 426.90 426.90 -9.80 72 370 +44
May06 060306 432.50 432.50 432.50 432.50 -9.10      
Total Volume and Open Interest 240 23,213 -12
Reuters CRB Index(NYBOT)
Apr06 060306 359.00 359.00 353.50 354.25 -3.75 50 366 +5
Jun06 060306 362.00 362.00 358.50 358.50 -3.50 10 431 -6
Aug06 060306 362.75 362.75 362.75 362.75 -3.25 0 202 +0
Total Volume and Open Interest 60 999 -1
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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