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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 Tue March 07, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar06 060307 589.50 592.00 578.00 578.00 -9.00 5,767 4,440 -65
May06 060307 602.00 603.00 589.00 590.00 -10.50 50,630 188,984 -352
Jul06 060307 612.00 614.50 600.50 601.50 -10.00 7,573 82,911 +1,171
Aug06 060307 617.00 617.00 605.00 605.00 -11.00 420 5,547 +54
Sep06 060307 612.00 612.00 607.00 607.00 -9.50 87 2,851 -10
Nov06 060307 624.00 624.00 612.50 614.00 -8.50 5,614 62,514 +861
Jan07 060307 628.00 629.00 618.00 620.00 -9.00 183 2,112 +14
Total Volume and Open Interest 70,799 354,737 +2,039
Soybean Meal(CBOT)
Mar06 060307 173.30 174.70 171.80 172.50 -1.40 2,337 3,313 -736
May06 060307 175.50 176.70 173.70 174.30 -1.60 17,211 60,721 -922
Jul06 060307 178.50 179.30 176.50 177.10 -1.30 5,192 36,339 +473
Aug06 060307 179.10 180.50 178.00 178.20 -1.30 361 9,690 -100
Sep06 060307 180.00 181.20 178.70 179.10 -1.20 264 7,711 +207
Oct06 060307 180.50 181.00 178.70 179.10 -1.20 319 6,084 +288
Dec06 060307 181.50 183.00 180.50 180.90 -1.50 1,302 17,040 +547
Jan07 060307 182.00 182.50 182.00 182.00 -0.80 1 456 +0
Total Volume and Open Interest 27,003 141,717 -237
Soybean Oil(CBOT)
Mar06 060307 24.45 24.45 23.88 23.95 -0.50 5,271 2,379 -877
May06 060307 24.83 24.84 24.20 24.31 -0.48 22,209 117,981 +2,955
Jul06 060307 25.17 25.20 24.57 24.67 -0.48 5,632 42,436 +355
Aug06 060307 25.30 25.30 24.77 24.80 -0.46 203 4,775 +131
Sep06 060307 25.45 25.45 24.92 24.94 -0.46 6 4,494 -20
Oct06 060307 25.40 25.40 25.10 25.10 -0.43 11 3,428 +11
Dec06 060307 25.85 25.85 25.40 25.43 -0.39 2,256 17,445 +994
Jan07 060307 25.70 25.80 25.65 25.65 -0.35 0 754 +0
Total Volume and Open Interest 35,701 195,175 +3,654
Canola(WCE)
Mar06 060307 244.3 244.3 244.3 244.3 +1.2 343 366 -63
May06 060307 252.1 253.3 250.4 251.7 +0.1 3,718 56,134 -174
Jul06 060307 262.0 262.0 258.9 259.5 unch 1,132 20,291 +328
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060307 275.2 277.3 275.2 275.7 -0.8 858 9,372 +102
Total Volume and Open Interest 6,056 86,870 +198
Corn(CBOT)
Mar06 060307 222.00 224.00 220.75 221.00 -2.00 11,357 14,348 -4,297
May06 060307 232.25 233.75 230.25 230.50 -2.25 91,532 506,328 -12,089
Jul06 060307 242.00 243.75 240.50 240.75 -2.25 27,085 189,178 -165
Sep06 060307 249.25 251.00 248.00 248.25 -1.00 2,437 39,854 +623
Dec06 060307 259.00 260.75 257.25 257.75 -1.75 18,241 238,432 +1,264
Mar07 060307 265.00 267.25 264.25 264.75 -1.00 1,332 26,376 +587
Total Volume and Open Interest 154,074 1,065,632 -13,865
Wheat(CBOT)
Mar06 060307 371.50 375.00 369.50 370.50 +0.50 692 1,432 -217
May06 060307 379.75 385.25 378.00 381.00 +1.00 21,495 227,477 -2,755
Jul06 060307 391.00 396.00 389.00 392.00 +0.50 10,032 80,112 +1
Sep06 060307 401.00 405.50 399.50 402.00 -0.25 607 10,544 +83
Dec06 060307 413.50 418.75 412.00 415.25 +0.75 3,232 53,874 +821
Total Volume and Open Interest 36,721 392,937 -1,708
Wheat(KCBT)
Mar06 060307 436.00 440.00 433.00 433.00 -2.75 154 1,109 -140
May06 060307 440.00 445.00 436.75 438.75 -0.75 4,857 56,743 +46
Jul06 060307 444.50 449.50 440.50 442.00 -1.00 6,005 42,918 -387
Sep06 060307 446.00 451.00 444.00 444.50 -0.50 543 8,144 +197
Dec06 060307 455.00 459.00 452.50 453.50 unch 1,530 20,425 +525
Total Volume and Open Interest 13,196 132,132 +343
Wheat(MGE)
Mar06 060307 422.00 423.25 422.00 423.00 +1.00 20 314 -15
May06 060307 423.00 428.00 421.00 424.75 +1.75 1,491 18,539 -411
Jul06 060307 430.00 435.00 429.00 431.75 +2.25 871 11,711 +404
Sep06 060307 433.00 439.00 433.00 434.50 +1.00 326 7,124 +35
Dec06 060307 438.00 443.00 438.00 438.25 -0.75 711 9,122 +213
Total Volume and Open Interest 3,420 47,189 +226
Oats(CBOT)
Mar06 060307 185.00 185.00 183.25 183.25 -0.75 44 46 -25
May06 060307 187.50 189.00 186.75 188.75 +1.25 514 8,436 +84
Jul06 060307 186.50 187.00 186.25 187.00 +1.25 109 898 +26
Sep06 060307 172.00 172.00 172.00 172.00 unch 0 129 +0
Total Volume and Open Interest 738 11,217 +108
Rough Rice(CBOT)
Mar06 060307 8.35 8.39 8.28 8.39 +0.10 19 31 -34
May06 060307 8.58 8.65 8.53 8.65 +0.09 241 6,911 +57
Jul06 060307 8.81 8.90 8.81 8.90 +0.09 18 1,998 +17
Sep06 060307 8.89 8.97 8.89 8.97 +0.08 6 632 +1
Total Volume and Open Interest 295 11,531 +44
Live Cattle(CME)
Apr06 060307 85.800 85.900 84.700 84.775 -0.925 10,939 94,815 -1,903
Jun06 060307 81.350 81.475 80.350 80.375 -0.900 10,322 62,163 +2,137
Aug06 060307 82.050 82.250 81.150 81.425 -0.675 2,894 31,360 -35
Oct06 060307 85.250 85.400 84.550 84.775 -0.400 1,913 15,433 +106
Dec06 060307 86.700 86.750 85.950 86.050 -0.500 266 7,075 +96
Feb07 060307 87.900 87.900 87.300 87.500 -0.400 137 2,274 +45
Total Volume and Open Interest 26,484 213,198 +464
Feeder Cattle(CME)
Mar06 060307 106.000 106.100 104.600 104.700 -1.250 1,098 5,922 -188
Apr06 060307 107.200 107.400 106.050 106.200 -0.750 2,603 14,007 -285
May06 060307 108.050 108.100 107.000 107.400 -0.475 1,814 9,593 +379
Aug06 060307 108.800 108.900 108.100 108.375 -0.525 517 5,448 +226
Sep06 060307 107.300 107.300 106.850 107.200 -0.300 23 697 +9
Oct06 060307 106.800 106.800 106.050 106.400 -0.575 23 610 +13
Nov06 060307 106.300 106.300 105.300 106.000 -0.400 9 240 +5
Total Volume and Open Interest 6,087 36,528 +159
Lean Hogs(CME)
Apr06 060307 60.450 60.500 58.875 59.400 -1.375 15,441 74,789 -1,618
May06 060307 67.800 67.800 66.750 67.250 -0.800 391 4,886 -182
Jun06 060307 68.850 69.150 67.950 68.650 -0.875 10,239 47,790 +2,595
Jul06 060307 68.200 68.200 67.150 67.850 -0.775 2,055 14,814 +1,114
Aug06 060307 66.350 66.350 65.525 65.900 -0.675 738 8,288 +226
Oct06 060307 57.350 57.400 57.200 57.375 +0.050 85 3,291 +15
Dec06 060307 55.250 55.375 55.050 55.050 +0.050 174 2,410 -62
Feb07 060307 56.850 56.975 56.750 56.975 -0.025 1 328 +1
Total Volume and Open Interest 29,124 156,626 +2,089
Pork Bellies(CME)
Mar06 060307 87.150 87.150 86.500 87.100 -1.100 231 220 -76
May06 060307 87.750 89.000 87.350 87.875 -1.375 668 1,553 +143
Jul06 060307 88.050 89.100 88.050 88.950 -1.250 13 399 +2
Aug06 060307 85.250 85.250 85.250 85.250 -1.000 0 40 +0
Feb07 060307 86.400 86.400 86.400 86.400 +0.150 0 6 +0
Total Volume and Open Interest 912 2,224 +69
Class III Milk(CME)
Mar06 060307 11.08 11.15 11.06 11.11 +0.05 133 2,638 -52
Apr06 060307 10.92 10.95 10.90 10.90 -0.01 110 3,123 +12
May06 060307 10.99 11.00 10.98 11.00 +0.02 49 2,826 -17
Jun06 060307 11.07 11.07 11.03 11.05 +0.02 51 2,759 +8
Jul06 060307 11.29 11.35 11.26 11.30 +0.04 33 2,656 +8
Total Volume and Open Interest 577 29,411 +45
Cocoa(NYBOT)
Mar06 060307 1415 1435 1410 1435 -10 10 50 -6
May06 060307 1450 1460 1444 1453 -2 4,435 54,283 -1,140
Jul06 060307 1478 1481 1469 1476 -2 283 18,943 -21
Sep06 060307 1500 1504 1490 1498 -2 270 17,369 +49
Dec06 060307 1527 1527 1526 1526 -2 137 12,457 +72
Mar07 060307 1542 1550 1542 1550 -2 3 12,796 -1
May07 060307 1570 1570 1570 1570 -2 0 2,932 +0
Total Volume and Open Interest 5,138 128,652 -1,047
Coffee "C"(NYBOT)
Mar06 060307 109.60 109.60 106.50 106.70 -2.30 92 346 -42
May06 060307 110.50 110.70 108.00 108.60 -2.25 10,489 65,218 +687
Jul06 060307 113.50 113.50 110.50 111.10 -2.35 2,572 16,847 +361
Sep06 060307 115.10 115.50 113.00 113.35 -2.30 408 8,060 +146
Dec06 060307 118.00 118.00 115.60 115.95 -2.30 179 4,563 +11
Mar07 060307 120.70 120.70 118.75 118.75 -2.30 4 2,448 -1
Total Volume and Open Interest 13,753 98,657 +1,170
Orange Juice(NYBOT)
Mar06 060307 133.45 133.50 132.00 133.00 +1.00 406 518 +79
May06 060307 132.25 133.20 131.40 132.95 +0.95 1,629 22,906 +31
Jul06 060307 130.20 130.60 129.50 130.60 +0.50 108 4,992 +66
Sep06 060307 127.75 128.00 127.00 127.70 -0.40 17 2,770 +12
Nov06 060307 125.50 125.70 125.00 125.70 -0.90 11 1,202 -8
Total Volume and Open Interest 2,171 34,021 +180
Sugar #11(NYBOT)
May06 060307 17.55 17.60 17.02 17.18 -0.59 26,179 227,070 -845
Jul06 060307 17.10 17.10 16.70 16.85 -0.54 9,177 88,260 +1,386
Oct06 060307 17.05 17.05 16.55 16.75 -0.49 3,870 57,732 -125
Mar07 060307 16.90 16.90 16.60 16.68 -0.46 1,846 43,175 -210
May07 060307 16.68 16.70 16.47 16.48 -0.44 1,250 18,700 +47
Total Volume and Open Interest 43,119 456,964 +724
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060307 22.75 22.75 22.70 22.75 -0.08 65 3,450 -10
Jul06 060307 22.75 22.81 22.75 22.81 -0.12 13 4,080 -7
Sep06 060307 22.75 22.91 22.75 22.91 -0.07 63 2,888 +53
Nov06 060307 22.35 22.48 22.35 22.48 unch 0 917 +0
Total Volume and Open Interest 144 13,664 +38
London Cocoa(LCE)
Mar06 060307 858 870 853 865 +7 4,605 44,316 -2,927
May06 060307 877 887 872 882 +6 4,500 39,688 +2,015
Jul06 060307 890 898 886 892 +4 1,248 47,252 -490
Sep06 060307 905 912 904 908 +4 1,360 28,622 +459
Dec06 060307 919 927 919 923 +3 198 25,849 +65
Mar07 060307 927 936 925 932 +5 406 10,694 +122
May07 060307 942 942 942 942 +5 2 974 +0
Total Volume and Open Interest 12,320 200,514 -756
London Coffee(LCE)
Mar06 060307 1172.00 1177.00 1160.00 1162.00 -23.00 337 1,990 -560
May06 060307 1186.00 1200.00 1170.00 1175.00 -24.00 5,672 74,601 -220
Jul06 060307 1198.00 1206.00 1184.00 1189.00 -22.00 1,480 23,289 +530
Sep06 060307 1204.00 1212.00 1195.00 1197.00 -21.00 418 10,658 +241
Nov06 060307 1205.00 1206.00 1202.00 1205.00 -20.00 85 997 +55
Jan07 060307 1213.00 1213.00 1213.00 1213.00 -20.00 15 243 +8
Total Volume and Open Interest 8,007 111,832 +54
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060307 459.00 459.40 440.00 450.50 -8.50 3,840 33,174 +931
Aug06 060307 454.50 455.00 440.00 446.50 -8.00 859 16,825 -179
Oct06 060307 453.00 453.00 434.50 443.60 -8.40 147 10,254 -74
Dec06 060307 440.00 440.00 432.00 437.00 -8.50 76 4,002 +75
Total Volume and Open Interest 4,936 69,563 +744
Cotton(NYBOT)
Mar06 060307 54.25 54.35 53.60 53.80 -0.22 14 2,229 -69
May06 060307 53.93 54.45 53.75 53.75 -0.18 9,598 91,003 -846
Jul06 060307 55.70 55.99 55.05 55.06 -0.17 3,213 16,344 +582
Oct06 060307 56.90 56.90 56.90 56.90 -0.35 27 423 +17
Dec06 060307 58.70 58.80 57.85 57.91 -0.25 679 10,513 +135
Mar07 060307 59.75 59.75 59.50 59.50 -0.25 0 1,773 +0
Total Volume and Open Interest 13,534 123,963 -181
Lumber(CME)
Mar06 060307 337.3 337.3 334.0 335.0 -1.5 149 714 -124
May06 060307 336.8 339.3 334.7 334.9 -3.9 196 2,869 +31
Jul06 060307 340.8 340.9 338.6 340.0 -1.1 47 478 -10
Sep06 060307 346.7 347.1 344.8 347.1 -0.9 11 148 +3
Total Volume and Open Interest 405 4,225 -100
Crude Oil(NYM)
Apr06 060307 62.45 62.50 61.10 61.58 -0.83 98,681 212,705 -14,149
May06 060307 64.05 64.05 62.80 63.32 -0.73 69,839 163,365 +5,470
Jun06 060307 64.80 64.85 63.60 64.08 -0.84 40,102 92,996 -787
Jul06 060307 65.00 65.05 64.10 64.66 -0.93 9,426 35,150 -2,093
Aug06 060307 65.90 65.90 65.00 65.15 -0.99 2,712 23,515 +516
Sep06 060307 66.50 66.50 65.15 65.55 -1.03 3,909 29,694 +1,092
Oct06 060307 65.87 65.87 65.87 65.87 -1.06 1,559 25,334 -184
Nov06 060307 65.80 66.12 65.80 66.12 -1.08 1,915 14,629 +129
Dec06 060307 67.20 67.20 65.80 66.32 -1.10 10,219 77,871 -1,112
Jan07 060307 66.46 66.46 66.46 66.46 -1.11 1,206 17,984 +75
Feb07 060307 66.40 66.59 66.40 66.59 -1.12 53 5,743 -82
Mar07 060307 67.40 67.40 66.69 66.69 -1.13 462 8,319 +118
Apr07 060307 66.76 66.76 66.76 66.76 -1.14 600 8,982 +275
May07 060307 66.79 66.79 66.79 66.79 -1.15 0 3,772 +0
Jun07 060307 66.50 66.81 66.50 66.81 -1.16 3,052 31,291 -749
Jul07 060307 66.80 66.80 66.80 66.80 -1.17 300 4,291 -200
Total Volume and Open Interest 250,417 957,776 -12,163
Heating Oil(NYM)
Apr06 060307 174.60 174.60 169.70 172.22 -3.55 23,799 61,222 -555
May06 060307 176.40 176.70 172.65 174.59 -3.61 12,833 37,753 +1,884
Jun06 060307 177.50 178.50 173.85 176.04 -3.51 5,022 16,860 +457
Jul06 060307 178.25 179.10 175.50 177.74 -3.46 1,522 12,831 +831
Aug06 060307 181.00 181.50 179.25 180.24 -3.41 1,072 6,548 +96
Sep06 060307 181.50 182.59 180.50 182.59 -3.31 394 4,280 -50
Oct06 060307 187.50 187.50 183.75 185.24 -3.21 608 2,540 +292
Nov06 060307 190.00 190.00 186.50 187.99 -3.16 109 1,983 -52
Dec06 060307 192.00 192.00 188.25 190.34 -3.11 1,326 10,411 +410
Jan07 060307 193.00 193.00 190.50 192.44 -3.11 261 6,844 +25
Feb07 060307 193.50 193.50 192.00 193.04 -3.16 4 1,213 +23
Mar07 060307 192.50 192.50 190.50 191.69 -3.21 206 2,738 +242
Total Volume and Open Interest 47,569 169,195 +3,843
Unleaded Gas(NYM)
Apr06 060307 164.00 164.25 157.55 163.34 -2.26 27,463 67,346 +1,660
May06 060307 168.00 168.50 162.10 167.70 -1.84 16,869 42,028 +103
Jun06 060307 171.00 171.25 165.50 170.70 -1.94 5,159 16,148 -567
Jul06 060307 172.50 174.00 169.50 173.40 -1.84 2,127 6,738 +39
Aug06 060307 174.00 175.75 172.50 175.05 -1.84 637 5,889 +288
Sep06 060307 174.00 176.25 173.00 175.20 -1.79 753 5,988 +109
Oct06 060307 168.50 169.60 168.50 169.60 -1.74 256 3,624 -83
Nov06 060307 167.85 167.85 167.85 167.85 -1.69 1 1,331 +1
Dec06 060307 166.00 167.10 166.00 167.10 -1.64 280 1,773 +251
Jan07 060307 168.40 168.40 168.40 168.40 -1.59 0 1,015 +0
Total Volume and Open Interest 53,545 151,880 +1,801
Natural Gas(NYM)
Apr06 060307 6.650 6.750 6.580 6.678 +0.131 22,215 77,102 -1,510
May06 060307 6.880 6.950 6.800 6.888 +0.121 9,517 59,780 +787
Jun06 060307 7.060 7.140 7.000 7.085 +0.113 2,488 28,321 +235
Jul06 060307 7.250 7.320 7.210 7.278 +0.106 3,756 21,130 +338
Aug06 060307 7.380 7.470 7.360 7.431 +0.104 2,591 21,045 +42
Sep06 060307 7.520 7.570 7.500 7.546 +0.104 2,337 18,834 +550
Oct06 060307 7.620 7.720 7.570 7.676 +0.104 6,002 37,484 -382
Nov06 060307 8.690 8.771 8.690 8.771 +0.099 2,003 34,498 -423
Dec06 060307 9.720 9.781 9.680 9.781 +0.099 378 20,071 +43
Jan07 060307 10.410 10.471 10.380 10.471 +0.099 2,179 42,728 +265
Feb07 060307 10.400 10.476 10.380 10.476 +0.099 210 17,398 -12
Mar07 060307 10.200 10.281 10.180 10.281 +0.099 1,061 22,195 +22
Apr07 060307 8.580 8.630 8.550 8.621 +0.099 502 16,642 -87
May07 060307 8.420 8.441 8.370 8.441 +0.099 56 15,246 +3
Jun07 060307 8.410 8.501 8.410 8.501 +0.099 31 7,081 +22
Jul07 060307 8.550 8.576 8.540 8.576 +0.099 21 4,688 -13
Total Volume and Open Interest 57,605 614,943 +612
Brent Crude Oil(ICE)
Apr06 060307 62.30 62.84 60.78 61.17 -1.17      
May06 060307 63.10 63.61 61.57 61.97 -1.12      
Jun06 060307 63.85 64.33 62.28 62.69 -1.14      
Jul06 060307 64.45 64.85 62.90 63.22 -1.15      
Aug06 060307 65.13 65.21 63.34 63.65 -1.13      
Sep06 060307 65.58 65.58 63.68 64.00 -1.11      
Oct06 060307 65.62 65.74 63.94 64.25 -1.11      
Nov06 060307 66.03 66.03 64.27 64.44 -1.12      
Dec06 060307 66.01 66.18 64.21 64.62 -1.14      
Jan07 060307 65.17 65.54 64.61 64.78 -1.16      
Feb07 060307 64.74 64.91 64.74 64.91 -1.20      
Mar07 060307 65.02 65.02 65.02 65.02 -1.26      
Apr07 060307 65.50 65.50 65.11 65.11 -1.31      
May07 060307 65.13 65.13 65.13 65.13 -1.35      
Total Volume and Open Interest 1 10 +0
Gas Oil(ICE)
Mar06 060307 555.75 561.00 538.75 544.25 -15.75 24,600 20,067 -7,216
Apr06 060307 555.50 561.50 538.75 544.50 -17.00 27,454 76,777 +4,174
May06 060307 560.75 564.00 543.50 549.00 -16.25 8,895 25,001 +1,566
Jun06 060307 564.75 567.50 548.00 553.50 -16.00 3,591 22,847 -911
Jul06 060307 570.50 573.25 554.50 559.75 -15.25 160 13,008 -71
Aug06 060307 565.75 566.75 565.75 565.75 -15.25 415 6,630 +335
Sep06 060307 572.50 572.75 571.75 571.75 -15.00 0 7,019 +0
Oct06 060307 587.75 587.75 576.75 577.75 -14.75 60 7,664 +0
Nov06 060307 581.25 581.25 581.25 581.25 -14.75 60 3,440 +0
Dec06 060307 595.00 595.75 579.00 583.75 -14.75 1,966 26,894 -478
Total Volume and Open Interest 67,781 229,260 -2,616
US Dollar Index(NYBOT)
Mar06 060307 89.90 90.85 89.88 90.79 +0.91 11,044 16,143 -4,868
Jun06 060307 89.48 90.46 89.48 90.38 +0.89 10,629 10,872 +3,358
Sep06 060307 89.75 90.03 89.75 90.03 +0.90 2,044 2,039 +2,012
Total Volume and Open Interest 23,721 29,080 +506
Australian Dollar(CME)
Mar06 060307 73.55 73.65 73.26 73.30 -0.69 6,266 50,828 -6,455
Jun06 060307 73.43 73.45 73.12 73.17 -0.69 3,619 10,234 +6,461
Sep06 060307 73.09 73.09 73.09 73.09 -0.69 0 19 +0
Total Volume and Open Interest 9,886 61,229 +11
British Pound(CME)
Mar06 060307 173.51 173.72 173.42 173.59 -1.32 15,045 77,032 -11,722
Jun06 060307 173.65 173.90 173.50 173.79 -1.32 5,549 18,460 +7,840
Sep06 060307 173.99 173.99 173.99 173.99 -1.32 0 53 +0
Total Volume and Open Interest 20,594 95,548 -3,882
Canadian Dollar(CME)
Mar06 060307 87.40 87.56 86.85 86.98 -0.73 15,103 91,144 -22,900
Jun06 060307 87.62 87.78 87.08 87.22 -0.73 11,095 42,911 +25,809
Sep06 060307 87.84 87.84 87.36 87.46 -0.72 26 1,462 +22
Dec06 060307 87.90 88.00 87.70 87.70 -0.71 5 253 +4
Total Volume and Open Interest 26,230 135,890 +2,935
Japanese Yen(CME)
Mar06 060307 84.87 85.15 84.83 84.86 -0.31 37,653 153,088 -9,498
Jun06 060307 85.98 86.24 85.93 85.97 -0.31 31,605 69,201 +23,163
Sep06 060307 87.25 87.25 87.03 87.03 -0.31 18,350 18,580 +18,274
Total Volume and Open Interest 87,608 240,943 +31,939
Swiss Franc(CME)
Mar06 060307 76.20 76.28 76.09 76.20 -0.88 17,839 79,079 -22,209
Jun06 060307 76.99 77.05 76.85 76.96 -0.89 5,079 37,527 +21,708
Sep06 060307 77.60 77.60 77.60 77.60 -0.89 0 25 +0
Total Volume and Open Interest 22,919 116,678 -500
EuroFX(CME)
Mar06 060307 119.04 119.14 118.76 118.91 -1.33 14,415 124,368 -22,668
Jun06 060307 119.75 119.88 119.42 119.61 -1.34 12,528 36,557 +23,147
Sep06 060307 120.46 120.46 120.25 120.26 -1.34 6 1,656 +0
Total Volume and Open Interest 26,951 162,760 +482
Mexican Peso(CME)
Mar06 060307 9325.0 9355.0 9305.0 9332.0 -28.0 5,841 61,128 -8,729
Jun06 060307 9255.0 9285.0 9235.0 9267.0 -28.0 6,686 13,736 +3,692
Total Volume and Open Interest 12,674 100,767 -5,067
30-Year T-Bonds(CBOT)
Mar06 060307 110~18 110~28 110~01 110~24 unch 35,536 81,587 -16,535
Jun06 060307 110~17 110~27 109~31 110~23 unch 420,117 570,473 +2,996
Sep06 060307 110~03 110~25 110~02 110~24 unch 163 617 +63
Total Volume and Open Interest 455,888 653,113 -13,476
10-Year T-Notes(CBOT)
Mar06 060307 106~275 107~000 106~175 106~295 +0~010 66,353 182,109 -24,512
Jun06 060307 106~230 106~285 106~125 106~260 +0~010 823,916 1,920,718 +40,928
Total Volume and Open Interest 892,071 2,108,646 +17,378
5-Year T-Notes(CBOT)
Mar06 060307 104~190 104~235 104~190 104~235 unch 49,125 0 +0
Jun06 060307 104~155 104~215 104~150 104~205 unch 439,693 0 +0
Sep06 060307 104~145 104~185 104~145 104~185 unch 925 927 +925
Total Volume and Open Interest 489,743 928 +925
2 Year T-Notes(CBOT)
Mar06 060307 101~120 102~000 101~120 102~000 unch 1,440 35,306 -6,572
Jun06 060307 101~116 101~125 101~116 101~125 unch 5,482 424,592 +324
Total Volume and Open Interest 6,922 459,898 -6,248
Eurodollars(CME)
Mar06 060307 95.095 95.098 95.092 95.095 -0.003 17,577 1,187,014 -17,130
Jun06 060307 94.840 94.865 94.835 94.855 -0.015 44,860 1,339,032 -7,864
Sep06 060307 94.795 94.800 94.755 94.790 -0.010 353,522 1,491,131 -440
Dec06 060307 94.790 94.825 94.785 94.815 -0.005 27,978 1,308,468 +19,399
Mar07 060307 94.840 94.880 94.840 94.870 -0.005 24,929 1,133,457 +39,581
Jun07 060307 94.870 94.910 94.870 94.905 -0.005 23,623 817,214 +1,532
Sep07 060307 94.880 94.925 94.880 94.915 -0.005 26,670 698,206 +13,313
Dec07 060307 94.865 94.910 94.865 94.905 -0.005 19,052 459,228 +5,410
Mar08 060307 94.855 94.900 94.855 94.895 -0.005 13,008 306,240 +7,187
Jun08 060307 94.835 94.875 94.835 94.875 -0.005 9,156 254,956 -96
Sep08 060307 94.810 94.855 94.810 94.855 unch 7,859 225,381 +1,337
Dec08 060307 94.775 94.825 94.775 94.820 unch 7,751 175,597 +2,691
Mar09 060307 94.755 94.815 94.755 94.810 +0.005 6,951 122,529 +3,045
Jun09 060307 94.730 94.790 94.730 94.790 +0.010 3,450 114,136 +18
Sep09 060307 94.720 94.770 94.720 94.770 +0.010 3,416 105,878 +909
Dec09 060307 94.680 94.740 94.680 94.740 +0.015 3,404 93,409 +47
Mar10 060307 94.680 94.735 94.680 94.735 +0.020 2,242 71,574 -156
Jun10 060307 94.660 94.715 94.660 94.715 +0.020 2,163 62,023 +680
Total Volume and Open Interest 285,796 10,180,672 +81,917
3-Mth Euro-Yen(CME)
Mar06 060307 99.87 99.88 99.87 99.87 unch 166 8,564 +52
Jun06 060307 99.75 99.75 99.75 99.75 unch 706 11,033 +71
Sep06 060307 99.60 99.60 99.60 99.60 +0.01 409 6,573 +9
Dec06 060307 99.44 99.44 99.43 99.44 +0.02 704 6,094 +392
Mar07 060307 99.25 99.26 99.25 99.26 +0.03 6 1,309 +81
Jun07 060307 99.10 99.10 99.09 99.10 +0.03 0 2,899 +2
Sep07 060307 98.95 98.95 98.94 98.95 +0.03 0 1,899 +0
Dec07 060307 98.80 98.82 98.80 98.82 +0.04 0 386 +55
Mar08 060307 98.71 98.71 98.71 98.71 +0.03 0 50 +0
Jun08 060307 98.60 98.60 98.60 98.60 +0.03 0 252 +0
Total Volume and Open Interest 1,991 39,059 +662
3-Mth Euro-Yen(SIMEX)
Jun06 060307 99.75 99.75 99.74 99.75 -0.01 2,323 67,024 +143
Sep06 060307 99.59 99.60 99.58 99.60 +0.01 4,573 47,353 -82
Dec06 060307 99.42 99.43 99.41 99.43 +0.01 4,680 65,134 +273
Mar07 060307 99.23 99.26 99.23 99.25 +0.02 3,486 39,226 +2,374
Jun07 060307 99.07 99.10 99.07 99.10 +0.03 1,789 19,295 -1,065
Sep07 060307 98.93 98.94 98.92 98.94 +0.03 140 11,889 -20
Dec07 060307 98.82 98.82 98.81 98.82 +0.03 520 15,685 +520
Mar08 060307 98.66 98.71 98.66 98.71 +0.03 0 15,886 +0
Total Volume and Open Interest 18,745 348,179 +2,282
German Euro-Bund(EUREX)
Mar06 060307 119.34 119.41 119.13 119.35 -0.20 1,574,039 1,074,176 -174,935
Jun06 060307 118.50 118.57 118.25 118.50 -0.19 999,778 521,760 +230,686
Sep06 060307 118.69 118.86 118.62 118.86 -0.18 699 147 +79
Total Volume and Open Interest 2,574,516 1,596,083 +55,830
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060307 110.65 110.76 110.53 110.72 -0.01 752,942 550,003 +231,532
Sep06 060307 110.81 110.81 110.81 110.81 -0.09 1,215 3 +3
Total Volume and Open Interest 1,784,423 1,394,034 +93,971
Long Gilt(LIFFE)
Mar06 060307 113~02 113~03 112~27 113~03 -0~01 11,908 42,015 -4,139
Jun06 060307 112~24 112~26 112~17 112~26 -0~01 47,368 249,707 -695
Total Volume and Open Interest 59,276 291,722 -4,834
3-Mth Short Sterling(LIFFE)
Mar06 060307 95.41 95.41 95.41 95.41 -0.01 33,194 330,390 -4,431
Jun06 060307 95.39 95.39 95.39 95.39 -0.02 42,281 407,299 -2,013
Sep06 060307 95.35 95.35 95.35 95.35 -0.02 48,230 334,886 -3,310
Total Volume and Open Interest 236,241 2,116,219 +2,143
3-Mth Euribor(LIFFE)
Mar06 060307 97.305 97.305 97.295 97.300 unch 80,847 624,390 -10,540
Jun06 060307 97.035 97.045 97.020 97.035 unch 177,296 642,820 -927
Sep06 060307 96.840 96.850 96.815 96.840 unch 169,251 590,085 -11,765
Total Volume and Open Interest 887,640 3,729,521 -34,912
3-Mth Aus T-Bills(SFE)
Mar06 060307 94.38 94.40 94.38 94.40 +0.01 9,987 69,696 -15,909
Jun06 060307 94.39 94.40 94.38 94.40 +0.01 40,641 232,390 -8,597
Sep06 060307 94.39 94.40 94.37 94.40 +0.01 13,410 111,659 +691
Dec06 060307 94.35 94.37 94.35 94.37 +0.01 2,586 44,907 -1,477
Mar07 060307 94.33 94.35 94.33 94.35 +0.01 1,671 26,710 -982
Jun07 060307 94.30 94.32 94.30 94.32 +0.01 1,344 30,392 +610
Sep07 060307 94.28 94.30 94.28 94.30 +0.01 2,506 21,936 +309
Dec07 060307 94.25 94.28 94.25 94.28 +0.01 1,690 11,590 +72
Mar08 060307 94.22 94.26 94.22 94.26 +0.02 611 4,159 +0
Jun08 060307 94.19 94.24 94.19 94.24 +0.02 102 1,621 +0
Total Volume and Open Interest 74,607 556,902 -25,496
10-Year Aus T-Bonds(SFE)
Mar06 060307 94.59 94.62 94.59 94.62 unch 32,020 323,587 -2,759
Jun06 060307 94.59 94.61 94.59 94.61 unch 98 1,472 +48
Total Volume and Open Interest 32,118 325,059 -2,711
3-Year Aus T-Bonds(SFE)
Mar06 060307 94.64 94.68 94.63 94.68 +0.01 101,320 381,688 +11,232
Jun06 060307 94.63 94.67 94.63 94.67 unch 121 7,381 +90
Total Volume and Open Interest 101,441 389,069 +11,322
Gold(CMX)
Apr06 060307 556.0 557.8 549.6 554.5 -2.3 64,515 225,452 -2,743
Jun06 060307 560.2 563.5 555.0 559.7 -2.3 9,263 50,013 +5,696
Aug06 060307 567.0 567.0 562.0 564.8 -2.4 77 6,699 +34
Oct06 060307 571.0 571.0 569.9 569.9 -2.4 6 10,173 +2
Dec06 060307 576.0 579.5 570.0 575.0 -2.4 379 16,129 +62
Feb07 060307 578.0 580.1 576.5 580.1 -2.5 30 8,944 +22
Apr07 060307 585.2 585.2 585.2 585.2 -2.5 1 1,360 +0
Jun07 060307 590.3 590.3 590.3 590.3 -2.5 4 8,824 +0
Aug07 060307 595.4 595.4 595.4 595.4 -2.5 0 180 +0
Oct07 060307 600.5 600.5 600.5 600.5 -2.5 0 4 +0
Dec07 060307 602.0 605.6 602.0 605.6 -2.5 22 10,011 +5
Total Volume and Open Interest 74,297 345,504 +3,077
Silver(CMX)
Mar06 060307 1000.0 1006.0 991.0 1003.5 +8.2 183 1,433 -89
May06 060307 1003.0 1012.0 997.0 1010.7 +8.2 23,169 85,574 -766
Jul06 060307 1011.0 1020.0 1003.0 1016.7 +8.4 395 17,120 +11
Sep06 060307 1024.0 1024.0 1015.0 1022.1 +8.5 102 4,932 +51
Dec06 060307 1028.5 1028.5 1015.0 1026.6 +8.9 363 15,740 +935
Mar07 060307 1024.0 1032.0 1024.0 1030.2 +9.3 25 3,610 +12
May07 060307 1031.7 1031.7 1031.7 1031.7 +9.3 5 229 +2
Total Volume and Open Interest 24,390 135,624 +193
Platinum(NYM)
Apr06 060307 1042.0 1044.0 1036.0 1040.9 -2.5 1,080 7,286 -69
Jul06 060307 1051.4 1051.4 1046.0 1048.7 -2.7 97 1,528 -8
Oct06 060307 1049.0 1053.7 1049.0 1053.7 -2.7 0 6 +0
Total Volume and Open Interest 1,177 8,820 -77
Palladium(NYME)
Mar06 060307 289.10 289.10 289.10 289.10 -5.65 80 160 -84
Jun06 060307 298.00 298.50 288.00 292.75 -5.65 851 15,389 +163
Sep06 060307 302.00 302.00 295.75 295.75 -5.65 6 118 +3
Total Volume and Open Interest 937 16,045 +82
Copper(CMX)
Mar06 060307 220.50 220.50 216.80 218.60 -1.50 891 5,083 -442
May06 060307 220.10 220.50 215.60 217.70 -1.95 8,468 59,327 -931
Jul06 060307 217.70 218.10 213.70 215.45 -1.80 891 9,640 +541
Sep06 060307 214.80 214.80 212.70 212.70 -1.65 118 3,225 +49
Dec06 060307 210.70 210.70 207.50 207.70 -2.05 127 2,698 +40
Total Volume and Open Interest 11,422 86,156 -1,220
Aluminum(CMX)
Mar06 060307 108.20 108.20 108.20 108.20 -3.00 63 40 -19
Apr06 060307 108.30 108.30 108.30 108.30 -3.00 36 86 +35
May06 060307 108.45 108.45 108.45 108.45 -3.00 2 53 +0
Jun06 060307 108.35 108.35 108.35 108.35 -3.00 0 52 +0
Jul06 060307 108.25 108.25 108.25 108.25 -3.00 0 20 +0
Aug06 060307 108.20 108.20 108.20 108.20 -3.00      
Total Volume and Open Interest 101 396 +16
DJIA Index(CBOT)
Mar06 060307 10940 10990 10925 10984 +21 5,417 41,032 -174
Jun06 060307 11005 11060 11000 11057 +20 1,247 2,393 +1,047
Sep06 060307 11103 11103 11103 11103 +21 0 4 +0
Dec06 060307 11143 11143 11143 11143 +21 0 7 +0
Total Volume and Open Interest 6,664 43,436 +873
S & P 500(CME)
Mar06 060307 1276.80 1278.50 1271.70 1277.60 -2.00 73,848 488,649 -36,625
Jun06 060307 1287.20 1288.50 1282.10 1287.80 -2.00 48,910 194,315 +40,386
Sep06 060307 1295.50 1298.30 1295.50 1298.30 -2.00 236 5,809 +97
Dec06 060307 1308.70 1308.70 1308.70 1308.70 -2.30 0 409 +0
Total Volume and Open Interest 122,996 689,276 +3,860
S & P 500 E-Mini(Globex)
Mar06 060307 1279.50 1279.50 1271.75 1277.50 -2.00 873,562 1,147,899 +5,520
Jun06 060307 1288.75 1289.25 1282.00 1287.75 -2.00 43,913 189,190 +33,879
Total Volume and Open Interest 917,475 1,337,089 +39,399
NASDAQ 100(CME)
Mar06 060307 1670.00 1672.00 1654.00 1665.50 -9.00 8,508 61,127 +323
Jun06 060307 1688.50 1689.00 1675.50 1684.00 -9.50 1,530 10,574 +1,289
Sep06 060307 1701.50 1701.50 1701.50 1701.50 -9.50 0 1 +0
Total Volume and Open Interest 10,038 71,702 +1,612
NASDAQ 100 E-Mini(Globex)
Mar06 060307 1674.00 1674.50 1654.00 1665.50 -9.00 329,343 397,294 -214
Jun06 060307 1691.50 1692.00 1673.50 1684.00 -9.50 3,080 9,802 +996
Total Volume and Open Interest 332,423 407,096 +782
S & P Midcap 400(CME)
Mar06 060307 770.00 770.00 761.80 763.10 -9.30 903 11,869 -240
Jun06 060307 774.50 774.50 770.15 770.15 -9.25 623 715 +614
Sep06 060307 118.79 118.79 118.79 118.79 -9.25      
Total Volume and Open Interest 1,526 12,584 +374
Russell 2000(CME)
Mar06 060307 728.50 728.50 719.30 721.10 -10.50 1,484 28,187 -468
Jun06 060307 734.50 734.50 724.75 726.30 -10.70 766 5,063 +709
Sep06 060307 730.80 730.80 730.80 730.80 -10.70 0 17 +0
Total Volume and Open Interest 2,250 33,267 +241
Russell 2000 E-Mini(Globex)
Mar06 060307 731.40 731.40 719.00 721.10 -10.50 127,283 275,798 -5,002
Jun06 060307 735.90 737.00 724.20 726.30 -10.70 7,258 23,760 +6,437
Total Volume and Open Interest 134,541 299,558 +1,435
Value Line(KCBT)
Mar06 060307 2024.50 2024.50 2009.00 2013.50 -21.50 137 116 -8
Total Volume and Open Interest 202 198 -3
Nikkei 225(CME)
Mar06 060307 15800 15860 15675 15750 -165 69,887 232,001 +1,416
Jun06 060307 15740 15800 15610 15685 -150 16,726 13,767 +4,165
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060307 15800 15860 15675 15750 -165 69,887 232,001 +1,416
Jun06 060307 15740 15800 15610 15685 -150 16,726 13,767 +4,165
Sep06 060307 15650 15655 15650 15655 -175 0 3 +0
Total Volume and Open Interest 86,619 245,786 +5,583
CAC 40(MATIF)
Mar06 060307 4982.5 5002.0 4971.0 4996.0 -25.5 67,546 498,617 -27,332
Apr06 060307 4997.5 5013.5 4985.5 5008.5 -25.0 1,048 4,321 +813
May06 060307 4959.5 4959.5 4959.5 4959.5 -26.0      
Total Volume and Open Interest 68,797 504,811 -26,362
Hang Seng Index(HKFE)
Mar06 060307 15761 15768 15400 15463 -296 26,698 118,918 -539
Apr06 060307 15768 15768 15490 15491 -296 215 1,162 +204
Total Volume and Open Interest 26,946 121,036 -313
DAX Index(EUREX)
Mar06 060307 5725.0 5757.0 5702.0 5752.5 -4.0 130,001 227,728 -4,074
Jun06 060307 5761.0 5795.0 5743.0 5791.5 -4.0 1,343 19,579 +593
Sep06 060307 5811.0 5834.5 5786.0 5834.5 -4.0 492 6,999 +36
Total Volume and Open Interest 131,836 254,306 -3,445
FT-SE 100(LIFFE)
Mar06 060307 5854.00 5856.00 5809.50 5846.00 -28.00 84,218 454,439 -8,162
Jun06 060307 5866.00 5866.00 5824.50 5857.50 -28.00 13,059 51,435 +4,225
Sep06 060307 5871.00 5871.50 5861.50 5871.50 -28.50 104 2,430 +102
Total Volume and Open Interest 97,381 517,029 -3,835
SPI 200(SFE)
Mar06 060307 4861.0 4893.0 4855.0 4880.0 -25.0 12,091 201,282 +135
Jun06 060307 4884.0 4908.0 4873.0 4896.0 -26.0 579 7,837 +520
Sep06 060307 4890.0 4897.0 4889.0 4897.0 -26.0 0 2,811 +0
Total Volume and Open Interest 12,670 215,602 +655
GSCI(CME)
Mar06 060307 418.30 418.90 412.10 413.85 -5.55 112 22,837 -6
Apr06 060307 425.30 425.30 420.00 421.10 -5.80 8 376 +6
May06 060307 425.75 425.75 425.75 425.75 -6.75      
Total Volume and Open Interest 120 23,213 +0
Reuters CRB Index(NYBOT)
Apr06 060307 353.00 353.00 350.50 352.00 -2.25 0 366 +0
Jun06 060307 358.50 358.50 356.75 356.75 -1.75 0 431 +0
Aug06 060307 361.50 361.50 361.50 361.50 -1.25 0 202 +0
Total Volume and Open Interest 0 999 +0
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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