Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu March 16, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060316 585.00 586.50 575.50 576.25 -8.00 35,296 184,725 +1,180
Jul06 060316 595.50 598.00 587.50 588.25 -7.50 7,550 84,921 +975
Aug06 060316 599.00 600.00 592.50 594.00 -6.50 507 6,381 -59
Sep06 060316 603.00 603.00 595.50 596.00 -7.25 550 3,526 +199
Nov06 060316 610.00 612.00 603.25 604.50 -6.25 5,604 63,554 +568
Jan07 060316 617.00 617.50 609.50 610.00 -5.50 95 2,264 +38
Mar07 060316 620.00 620.00 614.50 614.50 -6.25 67 533 +58
Total Volume and Open Interest 49,739 351,069 +2,703
Soybean Meal(CBOT)
May06 060316 175.30 175.80 172.90 173.10 -1.90 13,871 65,605 -650
Jul06 060316 178.40 178.70 175.90 176.10 -2.10 5,148 38,609 +263
Aug06 060316 180.00 180.00 177.40 177.60 -1.80 510 10,297 +31
Sep06 060316 180.80 180.80 178.40 178.40 -1.90 311 7,942 -98
Oct06 060316 180.50 180.50 178.50 178.60 -1.80 76 6,444 +50
Dec06 060316 182.50 182.80 180.30 180.40 -1.70 1,205 18,350 +296
Jan07 060316 181.20 181.20 181.20 181.20 -1.70 2 529 +2
Mar07 060316 183.50 183.50 183.00 183.50 -1.00 29 488 +21
Total Volume and Open Interest 21,154 148,288 -128
Soybean Oil(CBOT)
May06 060316 23.57 23.58 23.28 23.43 -0.12 14,961 117,875 +359
Jul06 060316 23.95 23.96 23.65 23.84 -0.10 4,623 48,313 +1,914
Aug06 060316 24.15 24.17 23.85 23.95 -0.12 297 5,176 +77
Sep06 060316 24.15 24.15 24.00 24.12 -0.10 175 4,739 +21
Oct06 060316 24.25 24.27 24.20 24.27 -0.16 3 3,739 -3
Dec06 060316 24.78 24.78 24.49 24.65 -0.04 1,783 18,229 +384
Jan07 060316 24.68 24.78 24.68 24.78 -0.10 0 801 +0
Mar07 060316 24.85 24.95 24.85 24.95 -0.13 8 217 +8
Total Volume and Open Interest 21,903 200,545 +2,580
Canola(WCE)
Mar06 060314 244.8 244.8 244.8 244.8 -1.1      
May06 060316 254.1 255.7 254.1 254.6 +0.9 3,133 51,363 -2,542
Jul06 060316 262.0 263.4 261.7 262.0 +0.7 1,314 19,394 -148
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060316 278.5 279.4 277.5 277.7 +1.0 869 11,092 -53
Total Volume and Open Interest 5,320 82,946 -2,740
Corn(CBOT)
May06 060316 228.75 229.50 224.00 224.50 -4.75 44,122 474,573 -2,547
Jul06 060316 239.00 239.75 234.50 235.00 -4.50 15,733 200,011 +520
Sep06 060316 248.00 248.25 244.00 244.25 -4.00 1,027 40,649 +103
Dec06 060316 258.75 259.00 255.50 255.75 -3.50 13,100 248,630 +137
Mar07 060316 266.00 266.00 263.00 263.25 -3.00 793 29,390 +470
May07 060316 270.00 270.00 267.50 267.75 -2.75 179 1,982 +16
Total Volume and Open Interest 79,705 1,051,589 -353
Wheat(CBOT)
May06 060316 361.50 362.50 351.00 352.75 -9.25 19,302 213,895 -2,962
Jul06 060316 372.50 374.00 362.00 364.75 -8.75 10,604 84,537 +409
Sep06 060316 383.00 384.50 375.00 377.00 -7.25 616 12,142 +97
Dec06 060316 397.00 398.00 387.00 388.00 -9.50 3,181 57,247 -155
Mar07 060316 406.50 407.50 398.50 398.50 -8.50 96 5,013 +50
Total Volume and Open Interest 35,357 391,043 -2,253
Wheat(KCBT)
Mar06 060314 420.50 420.50 414.00 414.00 -14.00 60 105 -54
May06 060316 418.00 419.50 412.00 413.75 -7.50 7,005 50,283 -1,428
Jul06 060316 422.50 424.00 416.00 417.75 -6.75 10,530 44,371 -400
Sep06 060316 427.00 427.50 421.00 421.00 -4.50 449 8,759 -200
Dec06 060316 432.50 433.00 426.00 428.50 -5.25 1,733 20,560 -78
Total Volume and Open Interest 19,858 127,571 -2,050
Wheat(MGE)
Mar06 060314 423.00 423.00 423.00 423.00 unch 12 1 -16
May06 060316 410.50 411.25 402.00 402.50 -9.00 1,944 17,623 -212
Jul06 060316 417.00 417.00 408.00 409.00 -8.00 2,598 12,775 +133
Sep06 060316 420.00 420.00 412.00 412.75 -9.50 222 7,614 +34
Dec06 060316 424.50 424.50 417.00 418.25 -8.25 146 10,142 -63
Total Volume and Open Interest 4,916 48,605 -108
Oats(CBOT)
May06 060316 177.00 177.00 175.00 175.25 -3.00 1,737 8,042 -172
Jul06 060316 178.00 178.00 175.00 175.75 -2.75 136 1,050 +26
Sep06 060316 173.50 174.00 173.00 173.00 -1.00 11 166 +4
Dec06 060316 167.75 168.00 165.25 165.50 -2.50 391 2,024 +176
Total Volume and Open Interest 2,281 11,320 +40
Rough Rice(CBOT)
Mar06 060316 8.26 8.26 8.18 8.18 -0.09 5 251 +5
May06 060316 8.48 8.49 8.36 8.37 -0.10 753 6,453 -254
Jul06 060316 8.73 8.73 8.64 8.64 -0.12 128 2,288 +52
Sep06 060316 8.83 8.83 8.78 8.78 -0.09 23 710 +12
Total Volume and Open Interest 971 11,834 -168
Live Cattle(CME)
Apr06 060316 83.200 83.700 82.675 83.425 +0.425 13,531 57,199 -1,719
Jun06 060316 78.700 79.300 78.350 78.550 -0.200 13,818 98,495 +2,080
Aug06 060316 80.250 80.700 79.850 80.225 +0.225 4,695 33,390 +1,155
Oct06 060316 84.175 84.500 83.750 84.075 +0.050 1,372 18,063 +252
Dec06 060316 85.650 85.950 85.350 85.500 -0.025 860 8,164 -447
Feb07 060316 86.850 87.000 86.600 86.875 +0.050 78 3,583 +19
Total Volume and Open Interest 34,362 219,076 +1,345
Feeder Cattle(CME)
Mar06 060316 104.100 104.875 104.100 104.800 +0.925 941 3,591 -280
Apr06 060316 105.150 105.900 105.150 105.750 +0.900 1,998 10,435 +83
May06 060316 105.700 106.600 105.625 106.300 +0.750 1,824 13,898 +255
Aug06 060316 107.650 108.050 107.100 107.775 +0.400 641 6,653 +176
Sep06 060316 106.600 106.900 106.250 106.850 +0.225 92 856 +38
Oct06 060316 106.250 106.250 105.900 106.200 +0.200 46 899 +34
Nov06 060316 105.550 105.700 105.500 105.700 +0.175 56 307 +47
Total Volume and Open Interest 5,622 36,682 +362
Lean Hogs(CME)
Apr06 060316 58.300 58.500 57.400 58.425 +0.275 11,187 31,027 -3,542
May06 060316 65.500 65.500 64.650 65.425 -0.325 225 4,208 +42
Jun06 060316 66.600 66.850 65.900 66.675 +0.200 11,460 75,260 +1,955
Jul06 060316 66.200 66.450 65.700 66.200 +0.050 1,867 15,618 +262
Aug06 060316 64.700 65.050 64.300 65.025 +0.300 1,117 9,619 +154
Oct06 060316 55.550 56.250 55.300 56.175 +0.625 166 4,071 +36
Dec06 060316 53.525 54.325 53.400 53.775 +0.250 108 2,660 +31
Feb07 060316 56.400 56.825 56.400 56.825 +0.225 46 511 +12
Total Volume and Open Interest 26,181 143,066 -1,047
Pork Bellies(CME)
Mar06 060316 84.850 85.500 83.400 84.500 -0.900 24 55 -27
May06 060316 85.250 85.400 83.250 84.450 -0.950 440 1,479 -54
Jul06 060316 86.000 86.300 84.525 86.300 -1.200 34 423 +3
Aug06 060316 83.000 83.000 83.000 83.000 -2.000 3 41 +2
Feb07 060316 86.750 86.750 86.750 86.750 unch 0 6 +0
Total Volume and Open Interest 501 2,010 -76
Class III Milk(CME)
Mar06 060316 11.15 11.15 11.13 11.13 unch 28 2,610 -53
Apr06 060316 11.07 11.10 11.05 11.05 -0.05 69 3,130 +19
May06 060316 11.10 11.10 11.06 11.06 -0.04 33 2,927 +5
Jun06 060316 11.21 11.23 11.20 11.23 -0.03 55 3,013 -3
Jul06 060316 11.50 11.61 11.50 11.58 -0.02 36 2,647 +13
Total Volume and Open Interest 478 30,638 +136
Cocoa(NYBOT)
Mar06 060316 1461 1461 1461 1461 -8      
May06 060316 1500 1516 1498 1511 +22 9,068 52,198 -546
Jul06 060316 1522 1539 1520 1532 +21 1,936 21,865 +81
Sep06 060316 1540 1560 1540 1555 +21 981 18,406 +213
Dec06 060316 1570 1585 1570 1582 +21 253 12,075 +110
Mar07 060316 1600 1607 1600 1607 +20 94 12,118 +75
May07 060316 1627 1627 1627 1627 +20 80 3,021 +30
Total Volume and Open Interest 12,433 129,972 -16
Coffee "C"(NYBOT)
Mar06 060316 106.50 106.50 105.30 105.30 -1.80 17 74 -22
May06 060316 108.50 109.30 106.70 106.95 -1.80 12,821 61,827 +92
Jul06 060316 110.80 111.90 109.40 109.65 -1.60 2,741 17,954 +433
Sep06 060316 112.75 114.00 111.95 111.95 -1.55 546 9,134 -126
Dec06 060316 115.75 117.00 114.50 114.75 -1.50 433 5,145 -69
Mar07 060316 119.30 119.30 117.60 117.60 -1.40 245 2,469 +26
Total Volume and Open Interest 17,302 97,963 +530
Orange Juice(NYBOT)
May06 060316 135.20 138.70 135.20 138.60 +3.05 1,122 23,831 +50
Jul06 060316 133.20 136.00 133.20 135.95 +2.65 151 6,140 +29
Sep06 060316 130.90 132.85 130.90 132.85 +2.80 50 3,404 +35
Nov06 060316 127.55 130.50 127.55 130.50 +3.00 25 1,310 +3
Jan07 060316 127.00 130.00 127.00 130.00 +2.80 0 1,420 +0
Total Volume and Open Interest 1,348 36,363 +117
Sugar #11(NYBOT)
May06 060316 16.70 16.85 16.56 16.62 -0.08 25,054 220,425 -619
Jul06 060316 16.30 16.46 16.25 16.27 -0.09 11,003 93,155 +2,821
Oct06 060316 16.22 16.35 16.17 16.19 -0.10 3,363 56,967 +733
Mar07 060316 16.23 16.38 16.20 16.27 -0.07 4,633 43,470 +600
May07 060316 16.13 16.25 16.05 16.08 -0.08 598 20,578 +163
Total Volume and Open Interest 45,012 458,273 +3,663
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060316 22.90 23.05 22.90 23.05 +0.05 1,172 3,296 +42
Jul06 060316 22.95 22.95 22.90 22.95 unch 307 4,329 +122
Sep06 060316 22.99 23.00 22.99 22.99 -0.01 57 3,088 +36
Nov06 060316 22.00 22.00 22.00 22.00 -0.05 1 917 +0
Total Volume and Open Interest 1,537 14,029 +200
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060316 905 919 902 914 +14 12,492 55,368 +5,262
Jul06 060316 908 922 908 918 +11 1,404 48,887 -392
Sep06 060316 927 933 924 929 +8 1,463 33,967 +608
Dec06 060316 941 946 940 943 +8 451 27,061 +392
Mar07 060316 952 952 949 951 +7 199 11,952 +45
May07 060316 961 961 961 961 +7 0 1,074 +0
Total Volume and Open Interest 24,453 192,981 +4,889
London Coffee(LCE)
Mar06 060316 1128.00 1128.00 1117.00 1117.00 -11.00 111 898 -32
May06 060316 1147.00 1147.00 1129.00 1139.00 -11.00 8,950 66,705 -2,674
Jul06 060316 1157.00 1160.00 1145.00 1154.00 -11.00 5,625 31,014 +1,059
Sep06 060316 1166.00 1171.00 1160.00 1166.00 -10.00 2,656 14,503 +1,249
Nov06 060316 1181.00 1181.00 1171.00 1175.00 -11.00 898 2,413 +729
Jan07 060316 1181.00 1184.00 1179.00 1184.00 -10.00 23 281 +5
Total Volume and Open Interest 18,289 115,935 +356
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060316 445.90 448.00 444.00 444.50 -1.60 2,250 31,980 -59
Aug06 060316 443.70 445.00 442.50 442.70 -1.60 2,074 15,297 +157
Oct06 060316 440.00 442.00 439.70 440.00 -0.40 473 10,987 +128
Dec06 060316 435.50 435.50 433.20 434.50 -0.40 157 3,881 -42
Total Volume and Open Interest 5,141 67,546 +242
Cotton(NYBOT)
May06 060316 54.80 55.10 54.48 54.49 -0.09 8,868 89,699 +926
Jul06 060316 56.15 56.35 55.75 55.78 -0.03 5,887 21,637 +2,569
Oct06 060316 57.90 58.00 57.85 57.85 unch 21 639 -9
Dec06 060316 59.01 59.30 58.75 58.85 unch 1,368 13,229 +169
Mar07 060316 60.37 60.37 60.37 60.37 -0.01 108 1,821 +37
May07 060316 60.90 60.90 60.90 60.90 unch 0 106 +0
Total Volume and Open Interest 16,272 128,704 +3,698
Lumber(CME)
May06 060316 339.0 344.6 334.8 336.3 -3.8 439 3,049 -21
Jul06 060316 343.8 346.0 338.5 342.3 -3.6 80 552 -8
Sep06 060316 348.5 348.5 343.5 347.9 -2.5 28 192 +9
Nov06 060316 333.0 334.9 332.5 334.9 -5.0 1 28 +1
Total Volume and Open Interest 631 3,914 -30
Crude Oil(NYM)
Apr06 060316 61.90 63.90 61.65 63.58 +1.41 96,651 79,030 -14,251
May06 060316 63.55 65.55 63.15 65.10 +1.26 92,702 258,952 +4,939
Jun06 060316 64.30 66.25 64.10 65.96 +1.29 37,607 125,586 +3,037
Jul06 060316 64.90 66.70 64.75 66.51 +1.28 10,294 39,025 +489
Aug06 060316 65.30 66.93 65.15 66.93 +1.26 3,173 23,621 -41
Sep06 060316 65.70 67.27 65.70 67.27 +1.26 2,083 30,122 -484
Oct06 060316 67.70 67.70 67.55 67.55 +1.26 1,595 26,465 -379
Nov06 060316 67.95 68.00 67.79 67.79 +1.25 1,139 15,398 +232
Dec06 060316 66.45 68.30 66.30 67.96 +1.24 17,671 84,628 +2,000
Jan07 060316 66.50 68.10 66.50 68.10 +1.24 1,592 19,983 +127
Feb07 060316 68.22 68.22 68.22 68.22 +1.24 79 7,410 +38
Mar07 060316 68.30 68.30 68.30 68.30 +1.24 539 8,161 -314
Apr07 060316 68.35 68.35 68.35 68.35 +1.24 2,106 7,972 -1,145
May07 060316 68.37 68.37 68.37 68.37 +1.24 1 3,827 +0
Jun07 060316 68.38 68.38 68.38 68.38 +1.24 1,940 32,092 +995
Jul07 060316 68.37 68.37 68.37 68.37 +1.24 580 4,795 +225
Total Volume and Open Interest 281,969 978,502 -1,778
Heating Oil(NYM)
Apr06 060316 177.50 181.80 176.20 181.25 +3.08 27,332 33,204 -1,895
May06 060316 178.75 182.50 177.00 182.00 +3.09 20,041 61,628 +3,334
Jun06 060316 179.60 182.90 178.00 182.60 +3.19 7,466 18,221 +731
Jul06 060316 179.20 183.75 178.75 183.75 +3.19 2,381 15,970 +228
Aug06 060316 182.25 186.15 182.00 186.15 +3.19 1,603 7,043 -403
Sep06 060316 185.50 188.45 184.90 188.45 +3.19 180 4,797 +123
Oct06 060316 188.25 191.10 187.50 191.10 +3.19 262 2,289 +127
Nov06 060316 190.60 193.90 190.20 193.90 +3.24 7 2,035 -2
Dec06 060316 192.90 196.30 192.50 196.30 +3.29 2,321 11,194 +259
Jan07 060316 195.50 198.25 194.50 198.25 +3.29 230 6,995 -61
Feb07 060316 196.00 198.75 195.20 198.75 +3.29 25 1,294 +9
Mar07 060316 194.00 197.15 193.50 197.15 +3.24 201 2,450 +76
Total Volume and Open Interest 62,177 172,248 +2,573
Unleaded Gas(NYM)
Apr06 060316 180.50 188.00 177.00 187.44 +4.53 30,741 36,261 -3,276
May06 060316 177.60 184.10 175.25 183.38 +3.55 24,642 60,123 -581
Jun06 060316 178.25 183.15 176.25 182.78 +3.43 4,786 15,299 +457
Jul06 060316 178.75 182.90 177.00 182.68 +3.33 2,261 7,823 +730
Aug06 060316 183.28 183.28 183.28 183.28 +3.33 361 6,301 -14
Sep06 060316 179.50 182.98 179.50 182.98 +3.38 1,733 6,279 +663
Oct06 060316 178.00 178.00 176.58 176.58 +3.18 709 4,240 +432
Nov06 060316 174.68 174.68 174.68 174.68 +3.13 10 1,210 +0
Dec06 060316 173.83 173.83 173.83 173.83 +3.13 434 2,388 +174
Jan07 060316 175.03 175.03 175.03 175.03 +3.08 400 902 -139
Total Volume and Open Interest 66,077 140,826 -1,554
Natural Gas(NYM)
Apr06 060316 7.200 7.370 7.100 7.267 +0.124 20,612 51,810 -3,009
May06 060316 7.360 7.530 7.270 7.412 +0.108 10,532 87,185 +994
Jun06 060316 7.470 7.640 7.420 7.549 +0.105 3,655 28,370 +395
Jul06 060316 7.620 7.760 7.580 7.689 +0.100 3,312 22,136 -96
Aug06 060316 7.760 7.900 7.690 7.817 +0.092 1,224 22,414 +148
Sep06 060316 7.810 7.990 7.800 7.919 +0.086 904 20,558 -145
Oct06 060316 8.000 8.140 7.910 8.054 +0.083 3,502 40,283 +450
Nov06 060316 9.100 9.340 9.050 9.237 +0.161 1,089 28,485 -54
Dec06 060316 10.080 10.320 10.070 10.237 +0.176 745 19,445 -18
Jan07 060316 10.690 11.000 10.690 10.907 +0.181 2,321 45,341 -137
Feb07 060316 10.710 10.950 10.700 10.887 +0.176 617 18,363 +187
Mar07 060316 10.490 10.750 10.490 10.672 +0.176 2,837 23,760 +410
Apr07 060316 8.830 8.950 8.830 8.927 +0.121 1,793 16,073 -271
May07 060316 8.590 8.760 8.590 8.737 +0.121 693 16,346 -217
Jun07 060316 8.730 8.795 8.730 8.795 +0.121 375 6,977 -5
Jul07 060316 8.868 8.868 8.868 8.868 +0.121 284 4,911 -59
Total Volume and Open Interest 56,206 630,333 -1,605
Brent Crude Oil(ICE)
May06 060316 62.86 64.51 62.30 64.21 +1.11 90,362 107,958 +4,964
Jun06 060316 63.18 65.00 62.82 64.71 +1.63 35,807 113,642 +1,548
Jul06 060316 63.60 65.35 63.30 65.15 +1.27 11,432 24,227 +694
Aug06 060316 63.99 65.70 63.65 65.51 +1.26 5,825 13,065 -513
Sep06 060316 64.30 66.01 63.99 65.82 +1.23 3,924 16,500 +1,229
Oct06 060316 64.30 66.14 64.25 66.05 +1.21 2,716 12,097 +288
Nov06 060316 64.65 66.26 64.48 66.26 +1.20 913 7,066 +296
Dec06 060316 64.89 66.65 64.72 66.44 +1.19 12,095 36,262 +1,730
Jan07 060316 65.20 66.80 64.97 66.59 +1.19 1,155 10,902 -400
Feb07 060316 65.13 66.73 65.13 66.73 +1.19 45 6,619 +0
Mar07 060316 65.27 66.82 65.27 66.82 +1.20 45 4,475 +0
Apr07 060316 65.60 66.89 65.60 66.89 +1.20 1,251 1,725 +1,249
May07 060316 65.66 66.92 65.66 66.92 +1.18      
Jun07 060316 66.95 66.95 66.95 66.95 +1.16 0 10,978 +0
Total Volume and Open Interest 202,186 413,615 -1,401
Gas Oil(ICE)
Apr06 060316 556.50 568.00 553.00 555.25 -12.00 25,367 67,570 -291
May06 060316 558.25 570.50 555.25 557.75 -11.25 15,452 45,477 +2,360
Jun06 060316 561.50 574.50 558.50 561.75 -9.75 5,441 25,797 +1,165
Jul06 060316 565.00 571.00 565.00 567.00 -9.00 1,001 11,463 +78
Aug06 060316 572.00 575.00 571.25 572.25 -9.25 188 6,420 +31
Sep06 060316 575.50 580.00 575.50 578.25 -8.75 73 6,474 +63
Oct06 060316 581.75 584.75 581.75 584.00 -8.25 5 8,815 +5
Nov06 060316 587.25 587.25 587.25 587.25 -8.50 5 3,445 +5
Dec06 060316 587.50 599.75 586.50 589.75 -8.75 864 28,010 +260
Jan07 060316 592.00 592.00 592.00 592.00 -8.75 0 3,260 +0
Total Volume and Open Interest 48,971 224,535 +3,917
US Dollar Index(NYBOT)
Jun06 060316 89.38 89.58 88.60 88.66 -0.61 7,351 26,013 -736
Sep06 060316 88.65 88.65 88.31 88.31 -0.61 0 2,047 +0
Dec06 060316 88.00 88.00 87.97 87.97 -0.61 5 42 +5
Total Volume and Open Interest 7,356 28,102 -731
Australian Dollar(CME)
Jun06 060316 73.50 73.72 73.29 73.63 -0.09 3,291 47,341 +4,450
Sep06 060316 73.55 73.55 73.55 73.55 -0.09 1 57 +4
Dec06 060316 73.47 73.47 73.47 73.47 -0.09 0 147 +1
Total Volume and Open Interest 3,292 47,549 +4,455
British Pound(CME)
Jun06 060316 174.84 176.16 174.84 175.95 +0.86 4,916 70,598 +682
Sep06 060316 176.20 176.20 176.20 176.20 +0.86 0 74 -24
Dec06 060316 176.45 176.45 176.45 176.45 +0.86 0 3 +0
Total Volume and Open Interest 4,916 70,675 +658
Canadian Dollar(CME)
Jun06 060316 86.50 87.11 86.50 86.98 +0.23 4,847 85,412 +1,149
Sep06 060316 86.88 87.23 86.88 87.22 +0.23 0 2,095 +23
Dec06 060316 87.55 87.55 87.46 87.46 +0.23 1 515 -1
Mar07 060316 87.70 87.70 87.70 87.70 +0.23 1 111 +0
Total Volume and Open Interest 4,851 88,147 -37,565
Japanese Yen(CME)
Jun06 060316 85.98 86.70 85.97 86.66 +0.32 5,892 166,043 -4,622
Sep06 060316 87.60 87.72 87.60 87.72 +0.32 0 18,739 -6
Dec06 060316 88.53 88.75 88.53 88.75 +0.32 0 101 +0
Total Volume and Open Interest 5,892 184,885 -4,628
Swiss Franc(CME)
Jun06 060316 77.74 78.43 77.74 78.36 +0.40 3,428 88,112 -5,491
Sep06 060316 79.05 79.05 79.05 79.05 +0.40 0 120 +59
Dec06 060316 79.63 79.63 79.63 79.63 +0.40 0 49 +0
Total Volume and Open Interest 3,428 88,281 -5,432
EuroFX(CME)
Jun06 060316 121.44 122.60 121.44 122.47 +1.03 10,001 134,697 +1,791
Sep06 060316 122.74 123.12 122.74 123.12 +1.03 9 1,711 -28
Dec06 060316 123.40 123.70 123.40 123.70 +1.03 0 172 +1
Total Volume and Open Interest 10,010 136,634 +1,764
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060316 9320.0 9370.0 9320.0 9332.0 +10.0 2,920 52,110 +132
Total Volume and Open Interest 2,972 77,851 +135
30-Year T-Bonds(CBOT)
Mar06 060316 110~20 111~20 110~14 111~15 +0~26 9,627 26,071 -4,497
Jun06 060316 110~18 111~19 110~09 111~12 +0~26 352,610 590,174 +27,438
Sep06 060316 111~06 111~25 111~06 111~13 +0~26 65 1,686 +61
Total Volume and Open Interest 362,302 618,395 +23,002
10-Year T-Notes(CBOT)
Mar06 060316 107~065 107~290 107~040 107~255 +0~190 39,193 60,749 -22,437
Jun06 060316 107~025 107~255 106~305 107~220 +0~195 935,334 2,032,621 +28,462
Total Volume and Open Interest 977,817 2,118,522 +8,758
5-Year T-Notes(CBOT)
Mar06 060316 105~055 105~125 105~040 105~125 +0~125 8,385 0 +0
Jun06 060316 104~275 105~140 104~275 105~105 +0~135 478,427 0 +0
Sep06 060316 105~005 105~100 105~005 105~100 +0~135 12 3,209 +10
Total Volume and Open Interest 486,824 3,210 +10
2 Year T-Notes(CBOT)
Mar06 060316 102~036 102~036 102~034 102~034 +0~020 1,012 19,025 -97
Jun06 060316 102~014 102~044 102~014 102~040 +0~026 5,280 451,370 -1,184
Total Volume and Open Interest 6,292 470,395 -1,281
Eurodollars(CME)
Jun06 060316 94.890 94.985 94.885 94.950 +0.065 36,637 1,392,237 -39,279
Sep06 060316 94.850 94.965 94.835 94.935 +0.085 617,980 1,486,577 -20,837
Dec06 060316 94.890 95.015 94.885 94.990 +0.105 53,128 1,325,998 +4,530
Mar07 060316 94.950 95.090 94.945 95.065 +0.120 60,467 1,110,382 -1,715
Jun07 060316 94.985 95.125 94.985 95.110 +0.125 53,266 822,654 -14,572
Sep07 060316 95.000 95.140 95.000 95.125 +0.125 50,638 779,699 +22,920
Dec07 060316 94.995 95.145 94.995 95.120 +0.125 38,030 537,865 +13,621
Mar08 060316 94.985 95.135 94.985 95.105 +0.120 26,308 328,809 -807
Jun08 060316 94.995 95.100 94.995 95.080 +0.120 11,923 262,127 +1,304
Sep08 060316 94.980 95.075 94.980 95.045 +0.115 9,110 228,802 +1,062
Dec08 060316 94.930 95.030 94.930 95.000 +0.110 7,756 180,227 +893
Mar09 060316 94.925 95.015 94.925 94.980 +0.105 9,214 130,986 -82
Jun09 060316 94.835 94.970 94.835 94.950 +0.100 5,881 117,199 +1,541
Sep09 060316 94.810 94.940 94.810 94.920 +0.095 5,481 105,685 +2,584
Dec09 060316 94.775 94.900 94.775 94.880 +0.090 6,700 93,596 +1,393
Mar10 060316 94.765 94.890 94.765 94.865 +0.085 6,531 73,579 +1,308
Jun10 060316 94.830 94.865 94.830 94.845 +0.080 3,503 62,925 +236
Sep10 060316 94.775 94.840 94.775 94.820 +0.080 4,464 58,600 -282
Total Volume and Open Interest 492,045 9,248,802 -36,928
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060316 99.79 99.79 99.78 99.79 +0.02 254 12,208 -448
Sep06 060316 99.60 99.60 99.60 99.60 +0.03 91 4,988 -554
Dec06 060316 99.39 99.40 99.39 99.40 +0.03 270 7,549 +272
Mar07 060316 99.19 99.20 99.19 99.20 +0.03 70 2,528 -75
Jun07 060316 99.04 99.04 99.04 99.04 +0.03 0 3,933 +0
Sep07 060316 98.89 98.89 98.89 98.89 +0.02 0 1,976 +0
Dec07 060316 98.76 98.76 98.76 98.76 +0.02 0 437 -1
Mar08 060316 98.63 98.63 98.63 98.63 unch 0 50 +0
Jun08 060316 98.51 98.51 98.51 98.51 +0.02 0 252 +0
Total Volume and Open Interest 685 33,921 -806
3-Mth Euro-Yen(SIMEX)
Jun06 060316 99.77 99.79 99.77 99.79 +0.02 1,953 69,167 -68
Sep06 060316 99.57 99.60 99.57 99.60 +0.02 1,486 45,544 +676
Dec06 060316 99.36 99.39 99.36 99.39 +0.02 2,383 74,039 +999
Mar07 060316 99.16 99.20 99.15 99.19 +0.02 1,464 40,406 +518
Jun07 060316 99.01 99.04 99.00 99.03 +0.02 423 20,693 -202
Sep07 060316 98.88 98.88 98.88 98.88 +0.01 1,519 15,854 -1,029
Dec07 060316 98.74 98.75 98.74 98.75 +0.02 832 18,500 -300
Mar08 060316 98.62 98.62 98.62 98.62 +0.02 0 15,886 +0
Total Volume and Open Interest 10,060 301,663 +594
German Euro-Bund(EUREX)
Jun06 060316 117.80 118.23 117.59 118.09 +0.17 1,339,181 1,382,714 -12,653
Sep06 060316 118.10 118.61 118.01 118.50 +0.18 3,248 5,365 +2,519
Dec06 060316 117.52 117.52 117.52 117.52 +0.17 889 0 +0
Total Volume and Open Interest 1,343,318 1,388,079 -10,134
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060316 110.56 110.56 110.56 110.56 +0.04 0 108 +0
Dec06 060316 110.11 110.11 110.11 110.11 +0.06      
Total Volume and Open Interest 665,287 1,159,486 -16,882
Long Gilt(LIFFE)
Mar06 060316 112~14 112~22 112~09 112~22 +0~04 2,602 32,418 -2,357
Jun06 060316 112~05 112~16 111~28 112~12 +0~04 70,031 259,525 -431
Total Volume and Open Interest 72,633 291,943 -2,788
3-Mth Short Sterling(LIFFE)
Jun06 060316 95.42 95.42 95.42 95.42 +0.02 86,475 428,360 +2,709
Sep06 060316 95.41 95.41 95.41 95.41 +0.05 78,643 376,838 -170
Dec06 060316 95.36 95.36 95.36 95.36 +0.06 71,335 311,213 +5,093
Total Volume and Open Interest 349,650 1,974,973 -300,308
3-Mth Euribor(LIFFE)
Jun06 060316 97.020 97.025 97.000 97.015 -0.005 164,081 656,549 -18,646
Sep06 060316 96.800 96.820 96.775 96.805 unch 154,789 550,175 -10,681
Dec06 060316 96.640 96.670 96.605 96.645 -0.005 174,152 598,390 -6,057
Total Volume and Open Interest 830,135 3,198,000 -34,726
3-Mth Aus T-Bills(SFE)
Mar06 060309 94.38 94.40 94.37 94.39 unch 11,060 45,718 -13,340
Jun06 060316 94.38 94.39 94.38 94.39 unch 15,893 186,839 +3,156
Sep06 060316 94.37 94.40 94.37 94.39 unch 22,313 161,277 +5,677
Dec06 060316 94.35 94.37 94.35 94.37 unch 5,717 54,358 +2,158
Mar07 060316 94.32 94.34 94.32 94.34 unch 2,553 31,365 +733
Jun07 060316 94.30 94.31 94.30 94.31 unch 1,574 31,273 -27
Sep07 060316 94.28 94.28 94.28 94.28 -0.01 950 20,973 -1,549
Dec07 060316 94.26 94.26 94.26 94.26 -0.01 1,800 12,070 -345
Mar08 060316 94.24 94.24 94.24 94.24 unch 220 6,084 -23
Jun08 060316 94.21 94.21 94.21 94.21 unch 400 1,714 +43
Total Volume and Open Interest 51,470 507,707 +9,853
10-Year Aus T-Bonds(SFE)
Jun06 060316 94.63 94.64 94.62 94.62 -0.03 64,683 302,677 -4,601
Sep06 060316 94.62 94.62 94.62 94.62        
3-Year Aus T-Bonds(SFE)
Jun06 060316 94.68 94.70 94.66 94.69 -0.01 148,607 370,786 +62,567
Sep06 060316 94.69 94.69 94.69 94.69        
Gold(CMX)
Apr06 060316 554.0 557.6 548.1 555.4 +1.0 49,742 175,662 -1,816
Jun06 060316 559.3 562.8 553.0 560.5 +1.0 8,537 73,140 +1,147
Aug06 060316 565.0 566.3 558.0 565.5 +1.0 1,439 8,141 -273
Oct06 060316 570.5 570.5 570.5 570.5 +0.9 177 10,059 -66
Dec06 060316 574.0 576.2 568.0 575.5 +0.8 1,015 17,301 +619
Feb07 060316 582.0 582.0 580.4 580.4 +0.6 324 9,197 +140
Apr07 060316 585.3 585.3 585.3 585.3 +0.5 50 1,267 -50
Jun07 060316 590.0 590.2 590.0 590.2 +0.4 0 9,242 +0
Aug07 060316 595.2 595.2 595.2 595.2 +0.3 0 180 +0
Oct07 060316 600.0 600.1 600.0 600.1 +0.2 0 4 +0
Dec07 060316 605.0 605.0 605.0 605.0 unch 1 10,086 +0
Total Volume and Open Interest 61,289 322,061 -299
Silver(CMX)
Mar06 060316 1032.0 1035.0 1016.0 1028.1 -0.6 132 655 -1
May06 060316 1031.0 1038.5 1013.0 1034.2 -0.8 19,109 82,817 +3,278
Jul06 060316 1040.0 1048.0 1021.0 1041.4 -0.7 1,353 16,837 -69
Sep06 060316 1051.0 1051.0 1047.6 1047.6 -0.5 482 5,008 -98
Dec06 060316 1056.0 1058.0 1033.0 1053.4 -0.7 1,028 14,271 -384
Mar07 060316 1057.2 1057.2 1057.2 1057.2 -0.8 0 3,853 +0
May07 060316 1059.8 1059.8 1059.8 1059.8 -0.8 2 499 -1
Total Volume and Open Interest 22,353 130,606 +2,772
Platinum(NYM)
Apr06 060316 1025.0 1034.5 1016.0 1030.6 +1.6 1,098 5,876 -292
Jul06 060316 1030.0 1040.0 1027.0 1038.6 +1.6 194 1,818 +33
Oct06 060316 1043.6 1043.6 1043.6 1043.6 +1.6 0 6 +0
Total Volume and Open Interest 1,292 7,700 -259
Palladium(NYME)
Mar06 060316 312.25 312.25 312.25 312.25 -2.80 12 107 -197
Jun06 060316 317.50 319.00 310.00 315.35 -2.95 2,559 13,792 -52
Sep06 060316 323.00 323.00 318.35 318.35 -2.95 22 120 -18
Total Volume and Open Interest 2,600 14,420 -260
Copper(CMX)
Mar06 060316 225.70 226.80 224.50 226.65 +1.45 514 3,485 -215
May06 060316 225.30 227.20 223.50 226.55 +1.50 8,238 62,138 +1,075
Jul06 060316 223.00 224.45 221.20 224.00 +1.45 1,445 14,161 +451
Sep06 060316 218.50 221.00 218.50 220.90 +1.40 395 3,845 +336
Dec06 060316 215.00 215.90 214.20 215.90 +1.45 172 2,808 +11
Total Volume and Open Interest 11,587 93,371 +1,899
Aluminum(CMX)
Mar06 060316 113.00 113.00 113.00 113.00 +1.00 0 112 +0
Apr06 060316 113.50 113.50 113.50 113.50 +1.00 0 182 +0
May06 060316 113.75 113.75 113.75 113.75 +1.00 0 53 +0
Jun06 060316 113.75 113.75 113.75 113.75 +1.00 0 52 +0
Jul06 060316 113.75 113.75 113.75 113.75 +1.00 0 20 +0
Aug06 060316 113.80 113.80 113.80 113.80 +1.00      
Total Volume and Open Interest 0 564 +0
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060316 11288 11360 11283 11344 +47 10,251 36,327 +4,492
Sep06 060316 11420 11420 11420 11420 +47 0 43 +0
Dec06 060316 11495 11495 11495 11495 +47 0 1,675 +0
Total Volume and Open Interest 16,608 57,727 +1,867
S & P 500(CME)
Mar06 060316 1306.20 1310.60 1304.90 1306.30 +2.50 55,881 112,482 -21,681
Jun06 060316 1316.20 1321.30 1315.00 1316.80 +2.60 80,752 630,324 +31,324
Sep06 060316 1327.00 1328.70 1327.00 1327.30 +2.40 223 6,189 +48
Dec06 060316 1337.70 1337.70 1337.70 1337.70 +2.40 0 594 +0
Total Volume and Open Interest 136,856 749,688 +9,691
S & P 500 E-Mini(Globex)
Mar06 060316 1303.50 1311.00 1301.00 1306.25 +2.50 122,135 674,191 -26,376
Jun06 060316 1314.00 1321.50 1311.50 1316.75 +2.50 873,476 1,104,390 +101,025
Total Volume and Open Interest 995,611 1,778,581 +74,649
NASDAQ 100(CME)
Mar06 060316 1700.50 1702.50 1680.50 1681.50 -14.00 7,281 42,178 -1,463
Jun06 060316 1719.50 1722.50 1698.00 1700.00 -14.50 12,171 50,975 +3,785
Sep06 060316 1717.00 1717.00 1717.00 1717.00 -14.50 0 1 +0
Total Volume and Open Interest 19,452 93,154 +2,322
NASDAQ 100 E-Mini(Globex)
Mar06 060316 1693.50 1703.50 1679.50 1681.50 -14.00 38,732 283,696 -5,559
Jun06 060316 1714.00 1723.00 1698.00 1700.00 -14.50 292,802 209,497 +16,255
Total Volume and Open Interest 331,534 493,193 +10,696
S & P Midcap 400(CME)
Mar06 060316 784.30 787.00 780.60 780.60 -2.50 1,766 4,089 -1,373
Jun06 060316 791.50 793.10 787.75 787.80 -2.30 2,618 10,784 +1,530
Sep06 060316 139.44 139.44 139.44 139.44 -2.30      
Total Volume and Open Interest 4,384 14,873 +157
Russell 2000(CME)
Mar06 060316 743.75 744.50 742.15 742.15 -0.95 3,135 16,598 -1,762
Jun06 060316 752.00 754.50 747.70 748.00 -1.00 3,811 30,354 +1,848
Sep06 060316 754.00 754.00 754.00 754.00 -1.00 18 34 +5
Total Volume and Open Interest 6,965 46,988 +92
Russell 2000 E-Mini(Globex)
Mar06 060316 743.00 748.80 740.20 742.20 -0.90 14,523 125,207 -5,343
Jun06 060316 748.90 754.70 747.70 748.00 -1.00 129,092 265,965 +8,533
Total Volume and Open Interest 143,615 391,172 +3,190
Value Line(KCBT)
Mar06 060316 2069.50 2073.00 2066.00 2066.00 +1.50 32 138 +14
Total Volume and Open Interest 100 204 +17
Nikkei 225(CME)
Jun06 060316 16295 16300 15955 16075 -185 40,456 187,311 +597
Sep06 060316 16000 16280 15970 16025 -225 0 157 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060316 16295 16300 15955 16075 -185 40,456 187,311 +597
Sep06 060316 16000 16280 15970 16025 -225 0 157 +1
Dec06 060316 15985 15985 15985 15985 -220      
Total Volume and Open Interest 40,470 187,546 +603
CAC 40(MATIF)
Mar06 060316 5127.0 5140.0 5105.5 5129.5 unch 202,724 547,470 -21,312
Apr06 060316 5132.0 5151.5 5119.0 5142.5 +0.5 122,189 231,844 +112,474
May06 060316 5085.5 5085.5 5085.5 5085.5 unch 0 1,002 +0
Total Volume and Open Interest 349,731 860,276 +112,689
Hang Seng Index(HKFE)
Mar06 060316 15660 15689 15565 15629 -47 45,001 116,572 +2,653
Apr06 060316 15690 15720 15600 15656 -52 1,360 2,406 +33
Total Volume and Open Interest 46,566 120,015 +2,707
DAX Index(EUREX)
Mar06 060316 5907.5 5910.0 5867.5 5897.0 -2.5 201,967 143,562 -34,806
Jun06 060316 5949.5 5949.5 5907.5 5937.0 -2.5 87,593 167,139 +54,631
Sep06 060316 5990.0 5992.0 5951.5 5980.5 -2.5 10,462 11,980 +4,205
Total Volume and Open Interest 300,022 322,681 +24,030
FT-SE 100(LIFFE)
Mar06 060316 5981.50 6003.00 5950.50 5996.50 +27.00 166,908 150,757 -75,014
Jun06 060316 5989.00 6013.50 5961.00 6007.50 +27.50 134,637 401,869 +69,597
Sep06 060316 5984.00 6024.00 5984.00 6024.00 +27.50 12 2,533 +8
Total Volume and Open Interest 302,057 563,884 -5,409
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060316 4999.0 5007.0 4977.0 4988.0 +26.0 40,958 192,431 +22,963
Sep06 060316 4993.0 4995.0 4981.0 4987.0 +26.0 78 2,995 +39
Total Volume and Open Interest 86,630 313,255 -88,929
GSCI(CME)
Apr06 060316 427.40 435.20 425.30 434.50 +5.15 207 22,357 -15
May06 060316 438.00 438.00 438.00 438.00 +5.50 0 1 +0
Jun06 060316 440.00 440.00 440.00 440.00 +4.00      
Total Volume and Open Interest 218 24,101  
Reuters CRB Index(NYBOT)
Apr06 060316 352.50 352.50 350.25 351.25 unch 13 339 -1
Jun06 060316 357.00 357.00 356.00 356.25 -0.25 1 440 -1
Aug06 060316 361.25 361.25 361.25 361.25 -0.50 0 202 +0
Total Volume and Open Interest 14 981 -2
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

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!