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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 Wed March 15, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060315 590.00 592.75 582.00 584.25 -3.50 32,215 183,545 -156
Jul06 060315 601.00 604.00 594.25 595.75 -3.25 7,383 83,946 +525
Aug06 060315 607.00 608.00 599.50 600.50 -3.25 508 6,440 +46
Sep06 060315 608.50 611.00 602.00 603.25 -2.00 442 3,327 -49
Nov06 060315 615.00 617.50 608.50 610.75 -2.50 4,039 62,986 +141
Jan07 060315 621.50 622.00 615.50 615.50 -3.00 57 2,226 +1
Mar07 060315 623.50 626.00 618.00 620.75 -2.75 89 475 +69
Total Volume and Open Interest 45,506 348,366 +105
Soybean Meal(CBOT)
May06 060315 175.80 177.40 174.50 175.00 -1.10 12,723 66,255 -912
Jul06 060315 179.20 180.30 177.40 178.20 -0.90 3,741 38,346 +203
Aug06 060315 180.50 181.60 178.80 179.40 -1.00 183 10,266 +71
Sep06 060315 182.50 182.50 179.70 180.30 -0.70 310 8,040 +46
Oct06 060315 182.00 182.30 180.00 180.40 -0.90 186 6,394 +15
Dec06 060315 183.00 184.20 181.50 182.10 -1.10 1,237 18,054 +444
Jan07 060315 185.00 185.00 182.50 182.90 -1.10 4 527 +4
Mar07 060315 186.20 187.00 184.50 184.50 -1.50 73 467 +56
Total Volume and Open Interest 18,747 148,416 -293
Soybean Oil(CBOT)
May06 060315 23.72 23.90 23.47 23.55 -0.12 13,225 117,516 +937
Jul06 060315 24.10 24.28 23.85 23.94 -0.11 3,972 46,399 +1,220
Aug06 060315 24.23 24.40 24.07 24.07 -0.11 370 5,099 +20
Sep06 060315 24.45 24.55 24.16 24.22 -0.11 24 4,718 -16
Oct06 060315 24.68 24.68 24.43 24.43 -0.12 0 3,742 +0
Dec06 060315 24.80 25.05 24.64 24.69 -0.10 1,373 17,845 +581
Jan07 060315 24.88 24.88 24.88 24.88 -0.10 0 801 +0
Mar07 060315 25.25 25.25 25.08 25.08 unch 46 209 +46
Total Volume and Open Interest 19,177 197,965 +2,510
Canola(WCE)
Mar06 060314 244.8 244.8 244.8 244.8 -1.1      
May06 060315 253.7 254.0 252.2 253.7 +1.3 6,279 53,905 +1,319
Jul06 060315 260.2 262.0 260.1 261.3 +1.7 1,057 19,542 +374
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060315 274.9 277.5 274.8 276.7 +2.0 479 11,145 +183
Total Volume and Open Interest 8,025 85,686 +2,031
Corn(CBOT)
May06 060315 231.50 233.00 227.50 229.25 -2.50 63,192 477,120 -5,507
Jul06 060315 241.25 243.25 238.00 239.50 -2.25 17,544 199,491 +2,486
Sep06 060315 250.25 251.25 246.75 248.25 -2.00 1,884 40,546 +329
Dec06 060315 260.00 261.75 257.00 259.25 -1.75 21,101 248,493 +2,526
Mar07 060315 267.25 269.00 264.50 266.25 -2.25 1,821 28,920 +654
May07 060315 272.50 273.00 269.75 270.50 -2.50 181 1,966 +42
Total Volume and Open Interest 111,137 1,051,942 +472
Wheat(CBOT)
May06 060315 363.25 366.50 358.50 362.00 -0.50 34,709 216,857 -3,531
Jul06 060315 374.00 378.00 370.00 373.50 -0.50 17,396 84,128 +11
Sep06 060315 385.50 388.50 380.50 384.25 -0.25 644 12,045 +13
Dec06 060315 398.00 402.00 394.50 397.50 -0.50 5,136 57,402 -135
Mar07 060315 408.00 410.00 404.00 407.00 +0.25 377 4,963 -33
Total Volume and Open Interest 60,899 393,296 -3,620
Wheat(KCBT)
Mar06 060314 420.50 420.50 414.00 414.00 -14.00 60 105 -54
May06 060315 424.00 427.00 416.50 421.25 -2.50 10,021 51,711 -3,042
Jul06 060315 428.00 432.00 420.00 424.50 -1.75 11,168 44,771 +30
Sep06 060315 432.00 436.00 425.00 425.50 -5.50 1,136 8,959 +322
Dec06 060315 436.00 442.00 430.50 433.75 -1.25 2,307 20,638 -748
Total Volume and Open Interest 24,856 129,621 -3,381
Wheat(MGE)
Mar06 060314 423.00 423.00 423.00 423.00 unch 12 1 -16
May06 060315 413.00 418.00 407.00 411.50 -2.75 4,907 17,835 -786
Jul06 060315 419.50 423.00 413.00 417.00 -2.00 2,379 12,642 +313
Sep06 060315 421.00 425.50 416.00 422.25 -0.25 582 7,580 +44
Dec06 060315 425.50 429.25 421.00 426.50 +1.00 1,195 10,205 +387
Total Volume and Open Interest 9,092 48,713 -29
Oats(CBOT)
May06 060315 183.75 183.75 178.00 178.25 -5.75 466 8,214 +75
Jul06 060315 182.50 182.50 178.50 178.50 -4.00 284 1,024 +84
Sep06 060315 173.50 174.00 173.50 174.00 +2.00 7 162 +5
Dec06 060315 168.00 170.75 168.00 168.00 +0.25 83 1,848 +19
Total Volume and Open Interest 862 11,280 +188
Rough Rice(CBOT)
Mar06 060315 8.25 8.27 8.25 8.27 -0.02 1 246 -14
May06 060315 8.43 8.53 8.42 8.47 -0.02 802 6,707 +1
Jul06 060315 8.71 8.76 8.70 8.76 +0.01 289 2,236 +84
Sep06 060315 8.85 8.87 8.85 8.87 +0.01 60 698 +9
Total Volume and Open Interest 1,267 12,002 +29
Live Cattle(CME)
Apr06 060315 82.750 83.400 82.350 83.000 -0.100 17,210 58,918 -1,369
Jun06 060315 78.350 78.900 77.800 78.750 +0.200 17,452 96,415 +2,975
Aug06 060315 79.850 80.275 79.500 80.000 +0.025 5,812 32,235 +1,537
Oct06 060315 83.800 84.150 83.350 84.025 +0.225 2,085 17,811 +372
Dec06 060315 85.300 85.600 85.100 85.525 +0.150 803 8,611 +165
Feb07 060315 86.550 86.850 86.425 86.825 +0.125 147 3,564 +108
Total Volume and Open Interest 43,519 217,731 +3,795
Feeder Cattle(CME)
Mar06 060315 102.450 103.900 102.250 103.875 +1.300 1,815 3,871 -431
Apr06 060315 103.250 104.900 103.100 104.850 +1.475 2,605 10,352 -269
May06 060315 104.300 105.650 104.000 105.550 +1.250 2,522 13,643 +760
Aug06 060315 105.700 107.400 105.500 107.375 +1.300 825 6,477 +172
Sep06 060315 104.900 106.750 104.900 106.625 +1.225 106 818 -21
Oct06 060315 104.500 106.000 104.500 106.000 +1.050 45 865 +6
Nov06 060315 104.250 105.700 104.000 105.525 +0.875 19 260 +4
Total Volume and Open Interest 7,949 36,320 +233
Lean Hogs(CME)
Apr06 060315 57.900 58.325 57.400 58.150 +0.425 13,417 34,569 -1,409
May06 060315 65.050 65.800 64.900 65.750 +0.225 635 4,166 -177
Jun06 060315 66.400 66.875 65.850 66.475 -0.150 12,886 73,305 +3,790
Jul06 060315 66.075 66.350 65.700 66.150 unch 2,116 15,356 +595
Aug06 060315 64.650 64.850 64.300 64.725 +0.075 1,308 9,465 +236
Oct06 060315 55.650 55.750 55.400 55.550 +0.050 282 4,035 +189
Dec06 060315 53.450 53.850 53.250 53.525 +0.425 95 2,629 +61
Feb07 060315 56.400 56.600 56.300 56.600 +0.050 13 499 +7
Total Volume and Open Interest 30,753 144,113 +3,293
Pork Bellies(CME)
Mar06 060315 85.500 85.775 84.750 85.400 -1.300 11 82 -10
May06 060315 86.500 87.400 85.050 85.400 -0.900 474 1,533 -15
Jul06 060315 88.000 88.000 86.775 87.500 -1.250 48 420 -17
Aug06 060315 87.050 87.050 85.000 85.000 -1.250 1 39 +0
Feb07 060315 86.750 86.750 86.750 86.750 unch 0 6 +0
Total Volume and Open Interest 534 2,086 -42
Class III Milk(CME)
Mar06 060315 11.13 11.13 11.13 11.13 unch 19 2,663 +197
Apr06 060315 11.05 11.10 11.05 11.10 unch 53 3,111 +9
May06 060315 11.05 11.10 11.05 11.10 unch 71 2,922 -1
Jun06 060315 11.20 11.26 11.18 11.26 +0.06 44 3,016 +2
Jul06 060315 11.55 11.65 11.55 11.60 +0.07 34 2,634 +13
Total Volume and Open Interest 351 30,502 +307
Cocoa(NYBOT)
Mar06 060315 1469 1469 1469 1469 +45      
May06 060315 1470 1493 1470 1489 +45 5,309 52,744 -173
Jul06 060315 1495 1515 1495 1511 +44 3,411 21,784 +1,112
Sep06 060315 1520 1535 1520 1534 +45 340 18,193 +142
Dec06 060315 1550 1564 1547 1561 +43 1,870 11,965 -604
Mar07 060315 1587 1587 1587 1587 +44 1,347 12,043 -731
May07 060315 1607 1607 1607 1607 +44 10 2,991 +10
Total Volume and Open Interest 12,709 129,988 -72
Coffee "C"(NYBOT)
Mar06 060315 103.50 108.00 103.50 107.10 +2.50 50 96 -36
May06 060315 105.50 109.80 105.25 108.75 +2.50 7,140 61,735 -273
Jul06 060315 108.50 112.00 108.25 111.25 +2.40 1,652 17,521 +32
Sep06 060315 110.70 114.10 110.70 113.50 +2.40 713 9,260 +106
Dec06 060315 113.70 116.90 113.25 116.25 +2.40 191 5,214 +58
Mar07 060315 116.50 119.15 116.50 119.00 +2.25 19 2,443 -4
Total Volume and Open Interest 9,883 97,433 -103
Orange Juice(NYBOT)
May06 060315 133.65 136.00 133.30 135.55 +1.25 1,763 23,781 -143
Jul06 060315 131.80 133.50 131.30 133.30 +0.90 638 6,111 +152
Sep06 060315 129.50 130.05 129.25 130.05 +0.20 91 3,369 +10
Nov06 060315 125.50 127.50 125.50 127.50 +0.50 6 1,307 +5
Jan07 060315 127.20 127.20 127.20 127.20 +0.50 0 1,420 +0
Total Volume and Open Interest 2,501 36,246 -70
Sugar #11(NYBOT)
May06 060315 16.55 16.75 16.30 16.70 +0.30 18,768 221,044 +1,115
Jul06 060315 16.08 16.40 15.95 16.36 +0.30 4,780 90,334 +211
Oct06 060315 15.97 16.35 15.92 16.29 +0.28 2,048 56,234 -51
Mar07 060315 15.98 16.37 15.95 16.34 +0.30 1,702 42,870 -229
May07 060315 15.80 16.20 15.80 16.16 +0.28 230 20,415 -3
Total Volume and Open Interest 27,774 454,610 +1,100
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060315 22.80 23.05 22.80 23.00 +0.15 137 3,254 -57
Jul06 060315 22.85 22.95 22.75 22.95 +0.05 177 4,207 +85
Sep06 060315 22.85 23.00 22.75 23.00 +0.15 49 3,052 +8
Nov06 060315 22.05 22.05 22.05 22.05 -0.21 0 917 +0
Total Volume and Open Interest 365 13,829 +37
London Cocoa(LCE)
Mar06 060315 855 887 855 884 +29 21,115 12,564 -16,133
May06 060315 874 903 874 900 +26 21,204 50,106 +12,234
Jul06 060315 892 910 889 907 +23 2,432 49,279 -42
Sep06 060315 900 923 900 921 +23 925 33,359 -171
Dec06 060315 918 938 918 935 +22 1,168 26,669 +996
Mar07 060315 927 946 927 944 +21 129 11,907 +47
May07 060315 954 954 954 954 +21 6 1,074 +0
Total Volume and Open Interest 46,984 188,092 -3,064
London Coffee(LCE)
Mar06 060315 1098.00 1128.00 1088.00 1128.00 +21.00 540 930 -463
May06 060315 1123.00 1150.00 1102.00 1150.00 +24.00 5,988 69,379 -2,619
Jul06 060315 1136.00 1165.00 1118.00 1165.00 +25.00 2,106 29,955 +611
Sep06 060315 1144.00 1176.00 1130.00 1176.00 +27.00 747 13,254 +238
Nov06 060315 1155.00 1186.00 1140.00 1186.00 +27.00 239 1,684 +177
Jan07 060315 1158.00 1194.00 1158.00 1194.00 +26.00 17 276 +11
Total Volume and Open Interest 9,637 115,579 -2,045
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060315 442.00 448.50 441.00 446.10 +3.30 2,665 32,039 -882
Aug06 060315 440.70 446.00 439.00 444.30 +3.60 1,355 15,140 -305
Oct06 060315 438.50 442.30 437.50 440.40 +4.00 519 10,859 -48
Dec06 060315 433.60 437.00 432.70 434.90 +3.90 0 3,923 +0
Total Volume and Open Interest 4,729 67,304 -1,285
Cotton(NYBOT)
May06 060315 54.50 54.80 54.30 54.58 +0.48 6,567 88,773 +197
Jul06 060315 55.55 56.00 55.50 55.81 +0.48 2,199 19,068 +469
Oct06 060315 57.50 57.85 57.50 57.85 +0.40 0 648 +0
Dec06 060315 58.45 58.85 58.45 58.85 +0.44 2,053 13,060 +868
Mar07 060315 60.10 60.38 60.10 60.38 +0.43 0 1,784 +0
May07 060315 60.90 60.90 60.90 60.90 +0.40 0 106 +0
Total Volume and Open Interest 10,829 125,006 +1,541
Lumber(CME)
Mar06 060315 332.9 332.9 325.0 325.0 -1.6 123 104 -105
May06 060315 346.0 346.0 339.7 340.1 -3.2 941 3,070 +94
Jul06 060315 347.5 347.6 344.5 345.9 -1.5 116 560 +22
Sep06 060315 350.0 350.4 346.0 350.4 -0.5 46 183 +10
Total Volume and Open Interest 1,238 3,944 +26
Crude Oil(NYM)
Apr06 060315 62.70 63.20 62.00 62.17 -0.93 108,475 93,281 -15,791
May06 060315 64.55 65.10 63.60 63.84 -1.25 109,207 254,013 +9,369
Jun06 060315 65.45 65.85 64.65 64.67 -1.32 37,810 122,549 +5,212
Jul06 060315 66.10 66.30 65.20 65.23 -1.39 11,070 38,536 +3,071
Aug06 060315 66.50 66.50 65.67 65.67 -1.45 3,301 23,662 -66
Sep06 060315 66.70 66.70 66.01 66.01 -1.50 4,591 30,606 +1,409
Oct06 060315 66.75 66.75 66.29 66.29 -1.53 1,129 26,844 +238
Nov06 060315 66.54 66.54 66.54 66.54 -1.54 1,765 15,166 +346
Dec06 060315 67.55 68.00 66.60 66.72 -1.55 10,354 82,628 +296
Jan07 060315 66.86 66.86 66.86 66.86 -1.56 1,006 19,856 -664
Feb07 060315 66.98 66.98 66.98 66.98 -1.56 1,382 7,372 +753
Mar07 060315 67.06 67.06 67.06 67.06 -1.57 62 8,475 +0
Apr07 060315 67.11 67.11 67.11 67.11 -1.58 25 9,117 -15
May07 060315 67.13 67.13 67.13 67.13 -1.58 265 3,827 +95
Jun07 060315 68.10 68.15 67.14 67.14 -1.59 250 31,097 +17
Jul07 060315 67.13 67.13 67.13 67.13 -1.59 0 4,570 +0
Total Volume and Open Interest 295,787 980,280 +5,720
Heating Oil(NYM)
Apr06 060315 180.50 183.10 177.50 178.17 -3.95 28,548 35,099 -7,077
May06 060315 181.00 183.60 178.00 178.91 -4.01 17,335 58,294 +2,911
Jun06 060315 181.30 183.50 178.50 179.41 -4.21 5,285 17,490 -633
Jul06 060315 182.50 184.40 180.20 180.56 -4.36 2,756 15,742 -139
Aug06 060315 184.50 186.50 182.96 182.96 -4.46 1,548 7,446 +228
Sep06 060315 187.00 188.00 185.26 185.26 -4.46 442 4,674 -52
Oct06 060315 190.25 192.50 187.91 187.91 -4.46 22 2,162 -15
Nov06 060315 194.10 194.10 190.25 190.66 -4.46 3 2,037 +1
Dec06 060315 197.50 197.50 192.50 193.01 -4.46 1,258 10,935 +384
Jan07 060315 198.50 198.50 194.96 194.96 -4.46 230 7,056 -18
Feb07 060315 195.46 195.46 195.46 195.46 -4.46 0 1,285 +0
Mar07 060315 193.91 193.91 193.91 193.91 -4.46 328 2,374 -230
Total Volume and Open Interest 58,169 169,675 -4,275
Unleaded Gas(NYM)
Apr06 060315 185.00 188.30 182.30 182.91 -3.69 35,182 39,537 -7,789
May06 060315 183.25 184.50 179.30 179.83 -3.86 23,651 60,704 +681
Jun06 060315 183.25 183.50 179.00 179.35 -3.64 5,058 14,842 -224
Jul06 060315 182.00 183.00 179.35 179.35 -3.54 2,238 7,093 +409
Aug06 060315 183.00 183.00 179.95 179.95 -3.44 659 6,315 +20
Sep06 060315 182.95 182.95 179.00 179.60 -3.34 908 5,616 -142
Oct06 060315 172.00 173.40 172.00 173.40 -3.44 222 3,808 +103
Nov06 060315 171.55 171.55 171.55 171.55 -3.34 111 1,210 -45
Dec06 060315 170.70 170.70 170.70 170.70 -2.24 295 2,214 +125
Jan07 060315 171.95 171.95 171.95 171.95 -2.14 100 1,041 -3
Total Volume and Open Interest 68,424 142,380 -6,865
Natural Gas(NYM)
Apr06 060315 7.110 7.210 7.030 7.143 -0.024 32,211 54,819 -7,820
May06 060315 7.270 7.360 7.200 7.304 -0.029 11,477 86,191 +2,911
Jun06 060315 7.410 7.490 7.370 7.444 -0.036 2,969 27,975 +88
Jul06 060315 7.540 7.620 7.480 7.589 -0.038 3,239 22,232 +194
Aug06 060315 7.700 7.780 7.650 7.725 -0.042 2,361 22,266 -396
Sep06 060315 7.790 7.880 7.750 7.833 -0.044 4,748 20,703 +1,227
Oct06 060315 7.930 8.000 7.890 7.971 -0.046 7,475 39,833 +2,607
Nov06 060315 9.080 9.100 9.050 9.076 -0.026 7,345 28,539 -4,276
Dec06 060315 10.060 10.070 9.970 10.061 -0.016 1,277 19,463 +282
Jan07 060315 10.720 10.730 10.620 10.726 -0.016 3,059 45,478 +724
Feb07 060315 10.700 10.711 10.640 10.711 -0.011 1,327 18,176 -251
Mar07 060315 10.480 10.496 10.440 10.496 -0.014 2,138 23,350 +95
Apr07 060315 8.860 8.860 8.770 8.806 -0.074 785 16,344 +153
May07 060315 8.700 8.700 8.600 8.616 -0.074 610 16,563 +211
Jun07 060315 8.720 8.720 8.670 8.674 -0.076 294 6,982 +28
Jul07 060315 8.770 8.770 8.740 8.747 -0.078 24 4,970 +11
Total Volume and Open Interest 87,318 631,938 -3,757
Brent Crude Oil(ICE)
Apr06 060315 63.56 64.10 62.51 62.94 -1.03 27,997 23,625 -1,713
May06 060315 63.92 64.29 62.67 63.10 -1.16 92,168 102,994 +2,966
Jun06 060315 64.35 64.62 63.08 63.08 -1.60 40,914 112,094 +5,147
Jul06 060315 64.63 64.95 63.57 63.88 -1.25 11,449 23,533 +143
Aug06 060315 65.50 65.50 64.07 64.25 -1.31 5,159 13,578 +506
Sep06 060315 65.65 65.80 64.41 64.59 -1.34 2,254 15,271 +174
Oct06 060315 66.00 66.05 64.66 64.84 -1.36 968 11,809 +722
Nov06 060315 65.99 66.13 64.95 65.06 -1.37 450 6,770 +100
Dec06 060315 66.19 66.38 64.98 65.25 -1.38 4,393 34,532 +398
Jan07 060315 66.35 66.35 65.39 65.40 -1.41 950 11,302 -250
Feb07 060315 66.43 66.43 65.54 65.54 -1.43 800 6,619 +600
Mar07 060315 66.51 66.51 65.62 65.62 -1.45 0 4,475 +0
Apr07 060315 66.62 66.62 65.69 65.69 -1.45 0 476 +0
May07 060315 65.74 65.74 65.74 65.74 -1.44      
Total Volume and Open Interest 189,119 415,016 +8,980
Gas Oil(ICE)
Apr06 060315 564.75 570.25 555.00 567.25 +10.25 31,522 67,861 -3,453
May06 060315 565.75 571.75 560.00 569.00 +9.75 19,075 43,117 +3,153
Jun06 060315 569.00 574.00 564.25 571.50 +9.25 9,253 24,632 +32
Jul06 060315 574.00 576.00 571.25 576.00 +8.75 2,170 11,385 -343
Aug06 060315 578.50 581.50 578.50 581.50 +8.50 1,007 6,389 -202
Sep06 060315 584.50 587.00 584.50 587.00 +8.25 495 6,411 +472
Oct06 060315 589.00 592.25 589.00 592.25 +8.00 0 8,810 +0
Nov06 060315 593.00 595.75 593.00 595.75 +7.75 1 3,440 +0
Dec06 060315 596.00 600.00 595.00 598.50 +7.75 2,461 27,750 -131
Jan07 060315 600.75 600.75 600.75 600.75 +7.50 250 3,260 -25
Total Volume and Open Interest 67,314 220,618 +38
US Dollar Index(NYBOT)
Jun06 060315 89.60 89.69 89.26 89.27 -0.30 6,746 26,749 -689
Sep06 060315 88.92 88.92 88.92 88.92 -0.30 1 2,047 +0
Dec06 060315 88.75 88.75 88.58 88.58 -0.30 0 37 +0
Total Volume and Open Interest 6,747 28,833 -3,775
Australian Dollar(CME)
Jun06 060315 73.82 73.98 73.61 73.72 +0.16 1,266 42,891 -2,671
Sep06 060315 73.75 73.75 73.64 73.64 +0.16 0 53 +20
Dec06 060315 73.56 73.56 73.56 73.56 +0.16 0 146 +1
Total Volume and Open Interest 1,266 43,094 -27,325
British Pound(CME)
Jun06 060315 174.70 175.14 174.55 175.09 +0.26 7,048 69,916 -8,486
Sep06 060315 175.34 175.34 175.34 175.34 +0.26 0 98 +35
Dec06 060315 175.59 175.59 175.59 175.59 +0.26 0 3 +0
Total Volume and Open Interest 7,048 70,017 -46,810
Canadian Dollar(CME)
Jun06 060315 86.85 87.03 86.71 86.75 +0.10 1,756 84,263 -58
Sep06 060315 86.99 86.99 86.99 86.99 +0.10 63 2,072 +36
Dec06 060315 87.25 87.25 87.23 87.23 +0.10 2 516 +33
Mar07 060315 87.60 87.60 87.47 87.47 +0.10 0 111 +0
Total Volume and Open Interest 2,215 125,712 -398
Japanese Yen(CME)
Jun06 060315 86.22 86.48 86.12 86.34 +0.09 7,546 170,665 -4,177
Sep06 060315 87.40 87.40 87.40 87.40 +0.09 0 18,745 +166
Dec06 060315 88.43 88.43 88.43 88.43 +0.09 0 101 +0
Total Volume and Open Interest 7,546 189,513 -87,111
Swiss Franc(CME)
Jun06 060315 77.60 77.97 77.50 77.96 +0.39 10,209 93,603 -8,694
Sep06 060315 78.65 78.65 78.65 78.65 +0.39 0 61 +28
Dec06 060315 79.23 79.23 79.23 79.23 +0.39 0 49 +0
Total Volume and Open Interest 10,209 93,713 -43,501
EuroFX(CME)
Jun06 060315 120.97 121.46 120.85 121.44 +0.52 11,434 132,906 +8,259
Sep06 060315 121.70 122.09 121.70 122.09 +0.52 10 1,739 +69
Dec06 060315 122.67 122.67 122.67 122.67 +0.52 1 171 +5
Total Volume and Open Interest 11,445 134,870 -64,241
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060315 9322.0 9327.0 9295.0 9322.0 +20.0 5,925 51,978 +1,704
Total Volume and Open Interest 5,956 77,716 -25,477
30-Year T-Bonds(CBOT)
Mar06 060315 110~31 111~03 110~15 110~21 -0~15 15,962 30,568 -8,120
Jun06 060315 111~03 111~03 110~11 110~18 -0~15 421,996 562,736 -19,470
Sep06 060315 110~24 110~24 110~19 110~19 -0~15 169 1,625 +39
Total Volume and Open Interest 438,140 595,393 -27,543
10-Year T-Notes(CBOT)
Mar06 060315 107~100 107~130 107~025 107~065 -0~045 19,472 83,186 -9,610
Jun06 060315 107~095 107~100 106~295 107~025 -0~050 1,246,660 2,004,159 -20,283
Total Volume and Open Interest 1,268,829 2,109,764 -25,384
5-Year T-Notes(CBOT)
Mar06 060315 105~000 105~000 105~000 105~000 -0~020 21,465 0 +0
Jun06 060315 104~310 105~000 104~260 104~290 -0~020 660,709 0 +0
Sep06 060315 104~290 104~290 104~255 104~285 -0~020 210 3,199 +250
Total Volume and Open Interest 682,384 3,200 +250
2 Year T-Notes(CBOT)
Mar06 060315 102~014 102~014 102~014 102~014 -0~003 311 19,122 -615
Jun06 060315 102~016 102~017 102~010 102~014 -0~002 10,827 452,554 +5,489
Total Volume and Open Interest 11,138 471,676 +4,874
Eurodollars(CME)
Jun06 060315 94.900 94.905 94.870 94.885 -0.010 47,334 1,431,516 +6,682
Sep06 060315 94.870 94.885 94.825 94.850 -0.015 225,027 1,507,414 -13,521
Dec06 060315 94.910 94.915 94.860 94.885 -0.020 40,093 1,321,468 -5,711
Mar07 060315 94.970 94.980 94.920 94.945 -0.020 39,805 1,112,097 +53,428
Jun07 060315 95.005 95.015 94.960 94.985 -0.015 44,862 837,226 -4,870
Sep07 060315 95.020 95.020 94.975 95.000 -0.010 43,240 756,779 +10,133
Dec07 060315 95.015 95.015 94.975 94.995 -0.010 43,226 524,244 +24,728
Mar08 060315 95.005 95.005 94.960 94.985 -0.010 41,884 329,616 +3,183
Jun08 060315 94.980 94.980 94.935 94.960 -0.010 8,377 260,823 +897
Sep08 060315 94.950 94.950 94.910 94.930 -0.015 11,026 227,740 +661
Dec08 060315 94.905 94.915 94.870 94.890 -0.020 6,892 179,334 +976
Mar09 060315 94.895 94.900 94.855 94.875 -0.025 8,908 131,068 +3,559
Jun09 060315 94.875 94.875 94.825 94.850 -0.025 5,598 115,658 +1,543
Sep09 060315 94.850 94.850 94.805 94.825 -0.025 6,244 103,101 +838
Dec09 060315 94.820 94.820 94.780 94.790 -0.030 5,949 92,203 +1,281
Mar10 060315 94.805 94.810 94.760 94.780 -0.030 5,436 72,271 +1,893
Jun10 060315 94.790 94.790 94.735 94.765 -0.030 3,351 62,689 -142
Sep10 060315 94.750 94.750 94.715 94.740 -0.035 3,228 58,882 +610
Total Volume and Open Interest 432,278 9,285,730 +85,748
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060315 99.77 99.77 99.77 99.77 unch 1,112 12,656 -662
Sep06 060315 99.57 99.57 99.57 99.57 unch 1,353 5,542 +455
Dec06 060315 99.37 99.38 99.37 99.37 unch 953 7,277 -649
Mar07 060315 99.17 99.17 99.17 99.17 unch 546 2,603 +171
Jun07 060315 99.01 99.01 99.01 99.01 unch 8 3,933 -132
Sep07 060315 98.87 98.87 98.87 98.87 -0.01 0 1,976 -1
Dec07 060315 98.74 98.74 98.74 98.74 unch 12 438 -151
Mar08 060315 98.63 98.63 98.63 98.63 -0.02 0 50 +0
Jun08 060315 98.49 98.49 98.49 98.49 -0.02 0 252 +0
Total Volume and Open Interest 3,984 34,727 -969
3-Mth Euro-Yen(SIMEX)
Jun06 060315 99.77 99.77 99.77 99.77 unch 5,142 69,235 +1,963
Sep06 060315 99.58 99.58 99.56 99.58 +0.01 3,135 44,868 -37
Dec06 060315 99.38 99.38 99.35 99.37 unch 4,900 73,040 +839
Mar07 060315 99.20 99.20 99.15 99.17 unch 2,011 39,888 +169
Jun07 060315 99.02 99.02 98.99 99.01 +0.01 1,469 20,895 -448
Sep07 060315 98.88 98.88 98.84 98.87 unch 71 16,883 -19
Dec07 060315 98.72 98.73 98.70 98.73 unch 1,902 18,800 +252
Mar08 060315 98.60 98.60 98.60 98.60 -0.02 0 15,886 +0
Total Volume and Open Interest 18,630 301,069 +2,719
German Euro-Bund(EUREX)
Jun06 060315 118.05 118.12 117.74 117.92 -0.15 1,418,870 1,395,367 +382
Sep06 060315 118.49 118.49 118.21 118.32 -0.15 3,162 2,846 +1,421
Dec06 060315 117.35 117.35 117.35 117.35 -0.17 327 0 +0
Total Volume and Open Interest 1,422,359 1,398,213 +1,803
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060315 110.52 110.52 110.52 110.52 -0.14 700 108 +0
Dec06 060315 110.05 110.05 110.05 110.05 -0.14      
Total Volume and Open Interest 801,512 1,176,368 -4,615
Long Gilt(LIFFE)
Mar06 060315 112~19 112~21 112~13 112~17 -0~03 363 34,775 -292
Jun06 060315 112~09 112~12 112~04 112~08 -0~03 63,502 259,956 +2,463
Total Volume and Open Interest 63,865 294,731 +2,171
3-Mth Short Sterling(LIFFE)
Mar06 060315 95.42 95.42 95.42 95.42 +0.01 2,176 322,795 -2,017
Jun06 060315 95.40 95.40 95.40 95.40 -0.01 81,732 425,651 +6,197
Sep06 060315 95.36 95.36 95.36 95.36 -0.01 81,206 377,008 -3,557
Total Volume and Open Interest 320,567 2,275,281 +12,894
3-Mth Euribor(LIFFE)
Jun06 060315 97.025 97.025 97.015 97.020 -0.005 204,754 675,195 +23,887
Sep06 060315 96.830 96.830 96.790 96.805 -0.020 156,137 560,856 -16,199
Dec06 060315 96.680 96.685 96.630 96.650 -0.025 174,182 604,447 +13,283
Total Volume and Open Interest 863,587 3,232,726 -510,776
3-Mth Aus T-Bills(SFE)
Mar06 060309 94.38 94.40 94.37 94.39 unch 11,060 45,718 -13,340
Jun06 060315 94.38 94.39 94.37 94.39 +0.02 12,661 183,683 -3,715
Sep06 060315 94.38 94.39 94.37 94.39 +0.04 27,745 155,600 +14,374
Dec06 060315 94.36 94.37 94.35 94.37 +0.05 6,417 52,200 -385
Mar07 060315 94.33 94.35 94.32 94.34 +0.05 2,759 30,632 +644
Jun07 060315 94.31 94.31 94.29 94.31 +0.05 1,755 31,300 -698
Sep07 060315 94.27 94.29 94.27 94.29 +0.06 4,745 22,522 +1,462
Dec07 060315 94.25 94.27 94.25 94.27 +0.07 1,900 12,415 +1,052
Mar08 060315 94.22 94.24 94.22 94.24 +0.07 761 6,107 +409
Jun08 060315 94.21 94.21 94.21 94.21 +0.07 54 1,671 +54
Total Volume and Open Interest 58,817 497,854 +13,197
10-Year Aus T-Bonds(SFE)
Mar06 060315 94.62 94.65 94.62 94.64 +0.07 194,261 399,829 +39,940
Jun06 060315 94.62 94.65 94.61 94.65 +0.10 197,907 307,278 +118,933
Total Volume and Open Interest 392,168 707,107 +158,873
3-Year Aus T-Bonds(SFE)
Mar06 060315 94.68 94.68 94.67 94.68 +0.06 218,995 466,665 +90,220
Jun06 060315 94.68 94.70 94.67 94.70 +0.09 183,762 308,219 +133,797
Total Volume and Open Interest 402,757 774,884 +224,017
Gold(CMX)
Apr06 060315 553.0 558.3 552.0 554.4 +1.4 58,673 177,478 -4,762
Jun06 060315 558.5 564.0 557.2 559.5 +1.3 7,533 71,993 +2,815
Aug06 060315 563.4 567.5 562.4 564.5 +1.3 130 8,414 +48
Oct06 060315 568.0 570.5 568.0 569.6 +1.3 6 10,125 +3
Dec06 060315 574.2 579.0 572.5 574.7 +1.3 942 16,682 +350
Feb07 060315 578.2 582.0 578.2 579.8 +1.4 20 9,057 +0
Apr07 060315 583.3 584.8 583.3 584.8 +1.5 25 1,317 +5
Jun07 060315 589.8 589.8 589.8 589.8 +1.5 200 9,242 +105
Aug07 060315 594.9 594.9 594.9 594.9 +1.5 0 180 +0
Oct07 060315 599.9 599.9 599.9 599.9 +1.5 0 4 +0
Dec07 060315 607.5 607.5 605.0 605.0 +1.5 9 10,086 +2
Total Volume and Open Interest 67,547 322,360 -1,429
Silver(CMX)
Mar06 060315 1032.0 1035.0 1025.0 1028.7 +10.5 75 656 -22
May06 060315 1028.0 1039.5 1024.0 1035.0 +10.5 12,489 79,539 +639
Jul06 060315 1035.0 1048.0 1035.0 1042.1 +10.3 662 16,906 +165
Sep06 060315 1050.0 1050.0 1043.0 1048.1 +9.6 263 5,106 +19
Dec06 060315 1048.0 1060.0 1046.5 1054.1 +9.3 241 14,655 -25
Mar07 060315 1058.0 1058.0 1058.0 1058.0 +8.5 63 3,853 +0
May07 060315 1057.5 1060.6 1057.5 1060.6 +8.1 325 500 +252
Total Volume and Open Interest 14,206 127,834 +1,036
Platinum(NYM)
Apr06 060315 1032.0 1035.0 1028.0 1029.0 +6.4 490 6,168 -32
Jul06 060315 1042.0 1042.0 1035.0 1037.0 +6.4 50 1,785 +4
Oct06 060315 1042.0 1042.0 1042.0 1042.0 +6.4 0 6 +0
Total Volume and Open Interest 540 7,959 -28
Palladium(NYME)
Mar06 060315 315.05 315.05 315.05 315.05 +11.85 207 304 +181
Jun06 060315 312.00 323.00 311.00 318.30 +12.20 1,268 13,844 -129
Sep06 060315 321.50 323.00 321.30 321.30 +12.20 22 138 -6
Total Volume and Open Interest 1,497 14,680 +46
Copper(CMX)
Mar06 060315 226.50 228.20 225.20 225.20 -0.80 325 3,700 -190
May06 060315 226.10 228.40 225.00 225.05 -0.35 7,956 61,063 -27
Jul06 060315 223.80 225.30 222.55 222.55 -0.40 3,537 13,710 +1,824
Sep06 060315 220.00 221.90 219.50 219.50 -0.30 216 3,509 +118
Dec06 060315 215.50 216.80 214.45 214.45 -0.35 35 2,797 +14
Total Volume and Open Interest 12,291 91,472 +1,796
Aluminum(CMX)
Mar06 060315 112.00 112.00 112.00 112.00 -0.25 115 112 +112
Apr06 060315 112.50 112.50 112.50 112.50 -0.25 110 182 +100
May06 060315 112.75 112.75 112.75 112.75 -0.25 0 53 +0
Jun06 060315 112.75 112.75 112.75 112.75 -0.25 0 52 +0
Jul06 060315 112.75 112.75 112.75 112.75 -0.25 0 20 +0
Aug06 060315 112.80 112.80 112.80 112.80 -0.25      
Total Volume and Open Interest 225 564 +212
DJIA Index(CBOT)
Mar06 060315 11158 11229 11145 11220 +66 11,202 22,307 -3,269
Jun06 060315 11231 11308 11216 11297 +66 14,692 31,835 +8,827
Sep06 060315 11373 11373 11373 11373 +66 1 43 +0
Dec06 060315 11448 11448 11448 11448 +66 0 1,675 +0
Total Volume and Open Interest 25,895 55,860 +5,558
S & P 500(CME)
Mar06 060315 1297.80 1305.00 1295.50 1303.80 +5.30 79,599 134,163 -46,124
Jun06 060315 1308.30 1315.30 1305.30 1314.20 +5.40 104,651 599,000 +52,911
Sep06 060315 1319.00 1326.00 1319.00 1324.90 +5.50 289 6,141 -1,879
Dec06 060315 1335.30 1335.30 1335.30 1335.30 +5.50 10 594 +10
Total Volume and Open Interest 184,549 739,997 +4,918
S & P 500 E-Mini(Globex)
Mar06 060315 1298.50 1305.00 1295.00 1303.75 +5.25 150,513 700,567 -82,377
Jun06 060315 1308.75 1315.50 1305.25 1314.25 +5.50 1,073,523 1,003,365 +85,850
Total Volume and Open Interest 1,224,036 1,703,932 +3,473
NASDAQ 100(CME)
Mar06 060315 1689.00 1696.50 1680.00 1695.50 +9.50 10,700 43,641 -3,232
Jun06 060315 1707.50 1716.00 1698.00 1714.50 +10.00 16,031 47,190 +8,284
Sep06 060315 1731.50 1731.50 1731.50 1731.50 +10.00 0 1 +0
Total Volume and Open Interest 26,731 90,832 +5,052
NASDAQ 100 E-Mini(Globex)
Mar06 060315 1685.50 1697.50 1680.00 1695.50 +9.50 52,134 289,255 -21,592
Jun06 060315 1703.50 1716.50 1698.50 1714.50 +10.00 376,128 193,242 +25,606
Total Volume and Open Interest 428,262 482,497 +4,014
S & P Midcap 400(CME)
Mar06 060315 777.80 783.10 777.10 783.10 +5.40 1,335 5,462 -808
Jun06 060315 784.50 790.30 783.00 790.10 +5.30 1,139 9,254 +625
Sep06 060315 141.74 141.74 141.74 141.74 +8.30      
Total Volume and Open Interest 2,474 14,716 -183
Russell 2000(CME)
Mar06 060315 735.50 743.25 735.50 743.10 +6.40 7,244 18,360 -683
Jun06 060315 741.25 749.00 740.00 749.00 +6.60 6,170 28,506 +4,874
Sep06 060315 750.00 755.00 750.00 755.00 +7.60 13 29 +9
Total Volume and Open Interest 13,428 46,896 +4,201
Russell 2000 E-Mini(Globex)
Mar06 060315 737.70 743.40 734.10 743.10 +6.40 61,883 130,550 -20,998
Jun06 060315 742.40 749.30 739.70 749.00 +6.60 190,127 257,432 +50,246
Total Volume and Open Interest 252,010 387,982 +29,248
Value Line(KCBT)
Mar06 060315 2047.50 2064.50 2047.50 2064.50 +15.50 41 124 +9
Total Volume and Open Interest 122 187 +30
Nikkei 225(CME)
Jun06 060315 16295 16310 16225 16260 +70 39,264 186,714 +1,401
Sep06 060315 16250 16295 16250 16250 +85 1 156 +152
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060315 16295 16310 16225 16260 +70 39,264 186,714 +1,401
Sep06 060315 16250 16295 16250 16250 +85 1 156 +152
Dec06 060315 16205 16205 16205 16205 +80      
Total Volume and Open Interest 39,271 186,943 +1,581
CAC 40(MATIF)
Mar06 060315 5134.5 5141.0 5119.0 5129.5 +12.5 174,155 568,782 +1,742
Apr06 060315 5147.0 5153.5 5131.5 5142.0 +12.5 75,272 119,370 +62,770
May06 060315 5085.5 5085.5 5085.5 5085.5 +12.5 0 1,002 -40
Total Volume and Open Interest 291,559 747,587 +100,225
Hang Seng Index(HKFE)
Mar06 060315 15545 15680 15516 15676 +291 29,287 113,919 +813
Apr06 060315 15550 15710 15549 15708 +286 551 2,373 +224
Total Volume and Open Interest 29,878 117,308 +1,047
DAX Index(EUREX)
Mar06 060315 5884.5 5918.0 5872.0 5899.5 +31.0 166,632 178,368 -12,894
Jun06 060315 5927.0 5958.0 5912.0 5939.5 +31.5 53,655 112,508 +40,209
Sep06 060315 5976.0 6000.5 5956.0 5983.0 +31.0 3,097 7,775 +154
Total Volume and Open Interest 223,384 298,651 +27,469
FT-SE 100(LIFFE)
Mar06 060315 5968.00 5981.00 5957.50 5969.50 +29.00 174,740 225,771 -84,926
Jun06 060315 5985.00 5992.50 5968.00 5980.00 +27.50 126,092 332,272 +84,932
Sep06 060315 6001.50 6001.50 5996.50 5996.50 +29.00 6 2,525 +5
Total Volume and Open Interest 300,838 569,293 +11
SPI 200(SFE)
Mar06 060315 4963.0 4963.0 4936.0 4947.0 +16.0 82,672 225,915 +17,005
Jun06 060315 4973.0 4977.0 4952.0 4962.0 +17.0 74,290 169,468 +64,650
Sep06 060315 4955.0 4961.0 4955.0 4961.0 +17.0 2 2,956 +0
Total Volume and Open Interest 157,160 402,184 +81,811
GSCI(CME)
Apr06 060315 433.20 434.40 429.20 429.35 -5.35 1,310 22,372 +1,004
May06 060315 432.50 432.50 432.50 432.50 -6.00 0 1 +0
Jun06 060315 436.00 436.00 436.00 436.00        
Reuters CRB Index(NYBOT)
Apr06 060315 352.25 353.75 351.25 351.25 +1.50 23 340 -8
Jun06 060315 357.50 357.50 356.50 356.50 +1.50 1 441 +1
Aug06 060315 361.75 361.75 361.75 361.75 +1.50 0 202 +0
Total Volume and Open Interest 24 983 -7
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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