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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri March 17, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060317 578.75 579.50 575.00 576.50 +0.25 50,378 186,027 +1,302
Jul06 060317 591.00 591.00 587.25 589.00 +0.75 13,554 84,891 -30
Aug06 060317 595.00 595.00 592.00 593.25 -0.75 580 6,363 -18
Sep06 060317 598.00 599.00 596.00 596.50 +0.50 689 3,871 +345
Nov06 060317 606.00 607.00 603.50 605.25 +0.75 4,238 63,598 +44
Jan07 060317 612.00 613.50 611.00 612.00 +2.00 188 2,340 +76
Mar07 060317 616.00 618.00 616.00 617.00 +2.50 46 555 +22
Total Volume and Open Interest 69,698 352,819 +1,750
Soybean Meal(CBOT)
May06 060317 173.30 174.50 172.80 173.80 +0.70 14,242 64,705 -900
Jul06 060317 176.20 177.30 175.90 177.10 +1.00 6,085 38,876 +267
Aug06 060317 177.80 178.90 177.40 178.50 +0.90 1,714 10,350 +53
Sep06 060317 179.00 180.00 178.70 179.60 +1.20 547 8,192 +250
Oct06 060317 179.00 180.30 178.70 179.70 +1.10 454 6,697 +253
Dec06 060317 180.50 181.80 180.30 181.60 +1.20 1,083 18,584 +234
Jan07 060317 181.70 182.50 181.50 182.40 +1.20 25 529 +0
Mar07 060317 183.70 185.00 183.50 184.30 +0.80 10 494 +6
Total Volume and Open Interest 24,160 148,451 +163
Soybean Oil(CBOT)
May06 060317 23.50 23.55 23.22 23.24 -0.19 16,013 117,908 +33
Jul06 060317 23.88 23.94 23.60 23.62 -0.22 6,693 47,668 -645
Aug06 060317 24.05 24.05 23.75 23.75 -0.20 488 5,407 +231
Sep06 060317 24.22 24.22 23.90 23.90 -0.22 230 4,642 -97
Oct06 060317 24.40 24.40 24.05 24.07 -0.20 31 3,756 +17
Dec06 060317 24.75 24.75 24.40 24.40 -0.25 1,442 18,759 +530
Jan07 060317 24.75 24.75 24.55 24.55 -0.23 16 803 +2
Mar07 060317 24.70 24.70 24.70 24.70 -0.25 18 231 +14
Total Volume and Open Interest 24,937 200,630 +85
Canola(WCE)
Mar06 060314 244.8 244.8 244.8 244.8 -1.1      
May06 060317 256.2 256.8 254.1 254.4 -0.2 4,638 51,577 +214
Jul06 060317 263.0 264.0 261.5 262.0 unch 3,277 19,159 -235
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060317 278.0 279.1 277.2 277.5 -0.2 1,479 12,381 +1,289
Total Volume and Open Interest 9,402 84,222 +1,276
Corn(CBOT)
May06 060317 224.25 225.00 220.75 221.50 -3.00 67,518 468,418 -6,155
Jul06 060317 234.50 235.50 231.50 232.25 -2.75 14,726 201,882 +1,871
Sep06 060317 244.00 244.75 241.00 241.50 -2.75 2,481 40,993 +344
Dec06 060317 255.75 256.00 252.50 253.25 -2.50 15,067 247,901 -729
Mar07 060317 263.75 263.75 261.00 261.25 -2.00 768 29,870 +480
May07 060317 267.50 267.50 265.75 266.25 -1.50 174 1,988 +6
Total Volume and Open Interest 104,934 1,048,749 -2,840
Wheat(CBOT)
May06 060317 354.50 359.00 354.00 357.50 +4.75 29,566 209,644 -4,251
Jul06 060317 367.00 371.00 365.75 370.00 +5.25 12,824 83,031 -1,506
Sep06 060317 378.50 382.00 377.00 380.50 +3.50 3,129 11,855 -287
Dec06 060317 390.00 396.50 390.00 395.50 +7.50 4,006 57,077 -170
Mar07 060317 401.00 406.50 401.00 406.50 +8.00 645 5,549 +536
Total Volume and Open Interest 51,738 385,642 -5,401
Wheat(KCBT)
Mar06 060314 420.50 420.50 414.00 414.00 -14.00 60 105 -54
May06 060317 421.00 423.00 416.00 421.50 +7.75 7,001 48,681 -1,602
Jul06 060317 422.00 426.00 420.00 422.50 +4.75 8,438 42,777 -1,594
Sep06 060317 426.00 429.00 424.00 429.00 +8.00 332 8,706 -53
Dec06 060317 433.00 437.00 430.50 437.00 +8.50 1,744 21,052 +492
Total Volume and Open Interest 17,634 124,887 -2,684
Wheat(MGE)
Mar06 060314 423.00 423.00 423.00 423.00 unch 12 1 -16
May06 060317 405.00 409.00 403.50 406.25 +3.75 2,356 17,295 -328
Jul06 060317 410.00 414.50 409.50 413.50 +4.50 2,253 12,547 -228
Sep06 060317 414.00 419.00 414.00 418.50 +5.75 311 7,566 -48
Dec06 060317 420.00 425.00 419.50 425.00 +6.75 821 10,416 +274
Total Volume and Open Interest 5,766 48,278 -327
Oats(CBOT)
May06 060317 175.00 175.25 172.00 172.75 -2.50 1,452 7,703 -339
Jul06 060317 176.25 176.75 174.50 175.50 -0.25 101 1,072 +22
Sep06 060317 170.50 170.50 170.50 170.50 -2.50 23 177 +11
Dec06 060317 165.25 165.50 162.75 163.00 -2.50 60 2,033 +9
Total Volume and Open Interest 1,636 11,023 -297
Rough Rice(CBOT)
Mar06 060317 8.06 8.06 8.06 8.06 -0.12 13 15 -236
May06 060317 8.36 8.37 8.23 8.24 -0.13 331 6,300 -153
Jul06 060317 8.64 8.64 8.48 8.52 -0.12 115 2,307 +19
Sep06 060317 8.77 8.77 8.65 8.65 -0.13 13 718 +8
Total Volume and Open Interest 550 11,462 -372
Live Cattle(CME)
Apr06 060317 83.900 83.900 82.950 83.025 -0.400 14,309 51,629 -5,570
Jun06 060317 78.850 78.850 77.750 77.875 -0.675 13,387 101,830 +3,335
Aug06 060317 80.350 80.650 79.800 79.900 -0.325 4,870 34,699 +1,309
Oct06 060317 84.150 84.375 84.050 84.100 +0.025 2,708 18,332 +269
Dec06 060317 85.600 86.000 85.600 85.775 +0.275 546 8,176 +12
Feb07 060317 87.000 87.450 86.950 87.350 +0.475 66 3,616 +33
Total Volume and Open Interest 35,890 218,466 -610
Feeder Cattle(CME)
Mar06 060317 104.750 105.100 104.350 104.475 -0.325 1,299 3,504 -87
Apr06 060317 105.600 106.150 105.500 105.650 -0.100 3,104 10,290 -145
May06 060317 106.150 106.750 105.800 106.200 -0.100 2,451 13,905 +7
Aug06 060317 107.650 108.000 107.400 107.750 -0.025 1,117 6,863 +210
Sep06 060317 107.000 107.200 106.750 106.900 +0.050 120 866 +10
Oct06 060317 106.300 106.700 106.250 106.500 +0.300 58 927 +28
Nov06 060317 105.825 106.000 105.600 106.000 +0.300 40 285 -22
Total Volume and Open Interest 8,191 36,684 +2
Lean Hogs(CME)
Apr06 060317 58.750 59.400 57.900 59.100 +0.675 8,671 27,579 -3,448
May06 060317 65.650 66.100 64.750 66.000 +0.575 498 4,050 -158
Jun06 060317 67.200 67.500 66.100 67.025 +0.350 10,411 76,481 +1,221
Jul06 060317 66.500 66.950 65.900 66.575 +0.375 2,594 16,422 +804
Aug06 060317 65.175 65.650 64.550 65.550 +0.525 1,369 10,116 +497
Oct06 060317 56.400 56.550 55.950 56.500 +0.325 396 4,173 +102
Dec06 060317 53.800 54.650 53.800 54.525 +0.750 124 2,707 +47
Feb07 060317 56.800 56.950 56.750 56.950 +0.125 4 513 +2
Total Volume and Open Interest 24,071 142,137 -929
Pork Bellies(CME)
Mar06 060317 82.750 83.200 82.750 83.200 -1.300 25 38 -17
May06 060317 84.600 85.000 82.800 84.050 -0.400 622 1,387 -92
Jul06 060317 84.000 85.600 83.800 85.600 -0.700 72 424 +1
Aug06 060317 82.250 82.250 82.250 82.250 -0.750 0 41 +0
Feb07 060317 86.750 86.750 86.750 86.750 unch 0 6 +0
Total Volume and Open Interest 719 1,902 -108
Class III Milk(CME)
Mar06 060317 11.15 11.15 11.12 11.13 unch 5 2,607 -3
Apr06 060317 11.05 11.05 10.95 10.98 -0.07 42 3,124 -6
May06 060317 11.05 11.06 10.98 10.98 -0.08 45 2,954 +27
Jun06 060317 11.23 11.23 11.15 11.18 -0.05 78 3,042 +29
Jul06 060317 11.58 11.62 11.50 11.50 -0.08 80 2,682 +35
Total Volume and Open Interest 605 30,853 +215
Cocoa(NYBOT)
Mar06 060316 1461 1461 1461 1461 -8      
May06 060317 1520 1523 1490 1510 -1 6,868 50,769 -1,429
Jul06 060317 1539 1540 1516 1531 -1 2,143 22,021 +156
Sep06 060317 1560 1560 1540 1553 -2 584 18,531 +125
Dec06 060317 1587 1587 1581 1581 -1 43 12,075 +0
Mar07 060317 1608 1608 1598 1606 -1 51 12,153 +35
May07 060317 1627 1627 1627 1627 unch 0 3,021 +0
Total Volume and Open Interest 9,696 128,868 -1,104
Coffee "C"(NYBOT)
Mar06 060317 106.00 106.50 103.50 103.65 -1.65 22 58 -16
May06 060317 107.00 108.70 105.10 105.25 -1.70 9,551 60,867 -960
Jul06 060317 109.65 111.10 107.80 107.95 -1.70 3,487 18,205 +251
Sep06 060317 112.40 113.50 110.20 110.25 -1.70 1,289 9,569 +435
Dec06 060317 115.10 116.80 113.05 113.05 -1.70 908 5,475 +330
Mar07 060317 119.00 119.00 115.70 115.90 -1.70 21 2,463 -6
Total Volume and Open Interest 15,314 98,001 +38
Orange Juice(NYBOT)
May06 060317 138.60 140.50 138.50 140.15 +1.55 1,968 24,245 +414
Jul06 060317 135.75 137.20 135.60 137.00 +1.05 320 6,211 +71
Sep06 060317 133.90 133.90 133.25 133.50 +0.65 41 3,419 +15
Nov06 060317 129.50 131.00 129.50 131.00 +0.50 26 1,318 +8
Jan07 060317 130.00 130.00 130.00 130.00 unch 26 1,446 +26
Total Volume and Open Interest 2,381 36,897 +534
Sugar #11(NYBOT)
May06 060317 16.54 16.62 16.41 16.44 -0.18 13,778 220,002 -423
Jul06 060317 16.17 16.26 16.08 16.13 -0.14 8,249 94,425 +1,270
Oct06 060317 16.12 16.19 16.03 16.07 -0.12 3,703 57,069 +102
Mar07 060317 16.22 16.28 16.13 16.16 -0.11 3,125 43,027 -443
May07 060317 16.04 16.20 15.95 15.98 -0.10 517 20,775 +197
Total Volume and Open Interest 29,968 458,927 +654
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060317 23.00 23.20 23.00 23.20 +0.15 202 2,313 -983
Jul06 060317 22.95 23.00 22.95 23.00 +0.05 82 4,346 +17
Sep06 060317 23.00 23.00 23.00 23.00 +0.01 12 3,080 -8
Nov06 060317 22.10 22.10 22.10 22.10 +0.10 3 917 +0
Total Volume and Open Interest 299 13,055 -974
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060317 916 927 908 913 -1 8,470 53,929 -1,439
Jul06 060317 921 930 913 917 -1 12,221 43,143 -5,744
Sep06 060317 929 939 925 929 unch 2,109 33,881 -86
Dec06 060317 947 953 938 943 unch 3,108 29,492 +2,431
Mar07 060317 961 962 951 951 unch 27 11,977 +25
May07 060317 961 961 961 961 unch 0 1,074 +0
Total Volume and Open Interest 27,838 176,630 -16,351
London Coffee(LCE)
Mar06 060317 1111.00 1116.00 1100.00 1100.00 -17.00 369 858 -40
May06 060317 1129.00 1140.00 1116.00 1119.00 -20.00 5,103 65,377 -1,328
Jul06 060317 1144.00 1155.00 1132.00 1134.00 -20.00 1,624 31,609 +595
Sep06 060317 1156.00 1166.00 1146.00 1146.00 -20.00 393 14,661 +158
Nov06 060317 1166.00 1179.00 1155.00 1155.00 -20.00 174 2,458 +45
Jan07 060317 1186.00 1188.00 1164.00 1164.00 -20.00 10 281 +0
Total Volume and Open Interest 7,683 115,365 -570
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060317 443.90 444.90 439.00 441.00 -3.50 1,101 31,946 -34
Aug06 060317 442.50 444.00 439.30 440.50 -2.20 713 15,239 -58
Oct06 060317 439.40 441.60 438.00 440.00 unch 204 11,036 +49
Dec06 060317 434.30 435.70 432.90 434.00 -0.50 56 3,896 +15
Total Volume and Open Interest 2,096 67,521 -25
Cotton(NYBOT)
May06 060317 54.55 54.55 54.05 54.06 -0.43 5,765 89,675 -24
Jul06 060317 55.70 55.70 55.30 55.30 -0.48 2,708 22,156 +519
Oct06 060317 57.50 57.50 57.45 57.45 -0.40 36 642 +3
Dec06 060317 58.65 58.75 58.40 58.50 -0.35 1,846 13,661 +432
Mar07 060317 60.00 60.05 60.00 60.05 -0.32 0 1,821 +0
May07 060317 60.60 60.60 60.60 60.60 -0.30 0 106 +0
Total Volume and Open Interest 10,666 129,820 +1,116
Lumber(CME)
May06 060317 333.3 335.0 326.3 326.3 -10.0 732 3,018 -31
Jul06 060317 339.6 339.6 332.3 332.3 -10.0 97 545 -7
Sep06 060317 342.9 345.0 337.9 343.0 -4.9 23 191 -1
Nov06 060317 330.0 330.0 327.0 327.0 -7.9 8 32 +4
Total Volume and Open Interest 860 3,786 -128
Crude Oil(NYM)
Apr06 060317 63.40 63.70 62.70 62.77 -0.81 100,866 61,566 -17,464
May06 060317 65.10 65.30 64.10 64.20 -0.90 92,487 264,573 +5,621
Jun06 060317 66.00 66.15 64.95 65.06 -0.90 39,660 128,290 +2,704
Jul06 060317 66.60 66.60 65.50 65.60 -0.91 11,669 40,219 +1,194
Aug06 060317 66.80 66.80 66.00 66.00 -0.93 5,425 24,863 +1,242
Sep06 060317 67.10 67.10 66.32 66.32 -0.95 6,541 31,583 +1,461
Oct06 060317 67.65 67.65 66.59 66.59 -0.96 3,389 27,271 +806
Nov06 060317 67.60 67.60 66.81 66.81 -0.98 1,276 15,680 +282
Dec06 060317 67.80 68.00 66.90 66.96 -1.00 14,720 85,344 +716
Jan07 060317 68.00 68.00 67.09 67.09 -1.01 601 19,952 -31
Feb07 060317 67.21 67.21 67.21 67.21 -1.01 0 7,410 +0
Mar07 060317 67.29 67.29 67.29 67.29 -1.01 100 8,286 +125
Apr07 060317 67.34 67.34 67.34 67.34 -1.01 820 7,857 -115
May07 060317 67.36 67.36 67.36 67.36 -1.01 722 3,878 +51
Jun07 060317 68.35 68.35 67.37 67.37 -1.01 1,734 30,902 -1,190
Jul07 060317 67.35 67.35 67.35 67.35 -1.02 600 4,895 +100
Total Volume and Open Interest 291,087 973,921 -4,581
Heating Oil(NYM)
Apr06 060317 180.70 181.60 177.50 178.13 -3.12 18,102 31,118 -2,086
May06 060317 181.50 182.25 178.75 179.06 -2.94 11,278 63,765 +2,137
Jun06 060317 182.40 183.00 179.75 179.81 -2.79 3,740 18,475 +254
Jul06 060317 183.90 184.25 181.01 181.01 -2.74 1,032 15,965 -5
Aug06 060317 186.75 186.75 183.46 183.46 -2.69 573 7,268 +225
Sep06 060317 188.30 188.80 185.81 185.81 -2.64 268 4,658 -139
Oct06 060317 191.80 191.80 188.51 188.51 -2.59 153 2,258 -31
Nov06 060317 191.36 191.36 191.36 191.36 -2.54 145 2,122 +87
Dec06 060317 196.30 196.30 193.81 193.81 -2.49 628 11,096 -98
Jan07 060317 198.25 198.25 195.76 195.76 -2.49 214 7,109 +114
Feb07 060317 198.75 199.00 196.26 196.26 -2.49 30 1,300 +6
Mar07 060317 194.66 194.66 194.66 194.66 -2.49 72 2,406 -44
Total Volume and Open Interest 36,497 172,816 +568
Unleaded Gas(NYM)
Apr06 060317 187.00 187.50 183.50 186.01 -1.43 30,909 34,411 -1,850
May06 060317 182.40 183.50 180.40 181.59 -1.79 21,210 61,541 +1,418
Jun06 060317 182.00 182.75 180.50 181.49 -1.29 4,852 15,399 +100
Jul06 060317 182.00 182.00 180.70 181.49 -1.19 1,388 7,701 -122
Aug06 060317 183.30 183.30 182.24 182.24 -1.04 740 6,343 +42
Sep06 060317 183.00 183.00 181.99 181.99 -0.99 846 6,278 -1
Oct06 060317 176.50 176.50 175.59 175.59 -0.99 679 4,306 +66
Nov06 060317 173.69 173.69 173.69 173.69 -0.99 0 1,200 -10
Dec06 060317 172.84 172.84 172.84 172.84 -0.99 145 2,473 +85
Jan07 060317 174.04 174.04 174.04 174.04 -0.99 0 902 +0
Total Volume and Open Interest 60,769 140,554 -272
Natural Gas(NYM)
Apr06 060317 7.180 7.270 7.040 7.053 -0.214 22,272 50,822 -988
May06 060317 7.350 7.410 7.200 7.208 -0.204 9,896 88,896 +1,711
Jun06 060317 7.490 7.560 7.354 7.354 -0.195 4,579 28,526 +156
Jul06 060317 7.660 7.700 7.500 7.500 -0.189 3,654 21,939 -197
Aug06 060317 7.750 7.830 7.630 7.630 -0.187 2,328 22,878 +464
Sep06 060317 7.860 7.950 7.720 7.735 -0.184 1,417 20,585 +27
Oct06 060317 8.000 8.050 7.850 7.880 -0.174 7,671 41,208 +925
Nov06 060317 9.280 9.280 9.150 9.150 -0.087 4,028 29,614 +1,129
Dec06 060317 10.200 10.290 10.190 10.190 -0.047 2,215 20,067 +622
Jan07 060317 10.910 10.960 10.850 10.880 -0.027 3,068 45,803 +462
Feb07 060317 10.930 10.950 10.860 10.860 -0.027 665 18,455 +92
Mar07 060317 10.620 10.750 10.620 10.645 -0.027 2,931 24,331 +571
Apr07 060317 8.950 8.980 8.900 8.900 -0.027 2,099 16,172 +99
May07 060317 8.700 8.790 8.700 8.710 -0.027 919 16,503 +157
Jun07 060317 8.800 8.900 8.768 8.768 -0.027 25 6,982 +5
Jul07 060317 8.920 8.920 8.841 8.841 -0.027 37 4,940 +29
Total Volume and Open Interest 70,831 637,867 +7,534
Brent Crude Oil(ICE)
May06 060317 64.14 64.35 63.18 63.26 -0.95 75,971 109,189 +1,231
Jun06 060317 64.50 64.85 63.70 63.78 -0.93 38,094 120,990 +7,348
Jul06 060317 64.70 65.25 64.00 64.24 -0.91 9,047 23,660 -567
Aug06 060317 65.40 65.59 64.37 64.61 -0.90 4,591 13,291 +226
Sep06 060317 65.55 65.91 64.91 64.91 -0.91 3,140 16,568 +68
Oct06 060317 65.60 66.01 65.14 65.14 -0.91 1,708 12,568 +471
Nov06 060317 66.12 66.27 65.33 65.33 -0.93 1,003 6,648 -418
Dec06 060317 66.17 66.53 65.50 65.50 -0.94 7,716 34,476 -1,786
Jan07 060317 66.40 66.40 65.63 65.63 -0.96 652 9,603 -1,299
Feb07 060317 65.75 65.75 65.75 65.75 -0.98 150 6,669 +50
Mar07 060317 66.61 66.61 65.83 65.83 -0.99 550 4,944 +469
Apr07 060317 65.90 65.90 65.90 65.90 -0.99 50 1,375 -350
May07 060317 66.72 66.72 65.94 65.94 -0.98 50 50 +50
Jun07 060317 65.97 65.97 65.97 65.97 -0.98 0 10,978 +0
Total Volume and Open Interest 152,328 417,807 +4,192
Gas Oil(ICE)
Apr06 060317 564.00 568.50 560.00 565.50 +10.25 21,864 64,639 -2,931
May06 060317 566.50 571.00 562.75 568.25 +10.50 15,065 46,412 +935
Jun06 060317 571.25 574.25 566.50 572.25 +10.50 8,580 25,834 +37
Jul06 060317 576.50 579.50 574.25 577.50 +10.50 913 11,545 +82
Aug06 060317 580.50 584.25 580.50 583.25 +11.00 268 6,505 +85
Sep06 060317 590.50 590.50 588.75 588.75 +10.50 267 6,708 +234
Oct06 060317 594.25 594.25 594.25 594.25 +10.25 973 8,552 -263
Nov06 060317 597.75 597.75 597.75 597.75 +10.50 0 3,445 +0
Dec06 060317 599.00 602.50 598.00 600.25 +10.50 1,918 28,549 +539
Jan07 060317 602.25 602.25 602.25 602.25 +10.25 0 3,260 +0
Total Volume and Open Interest 50,048 223,264 -1,271
US Dollar Index(NYBOT)
Jun06 060317 88.69 88.89 88.45 88.53 -0.13 11,653 26,350 +337
Sep06 060317 88.22 88.22 88.18 88.18 -0.13 2 2,049 +2
Dec06 060317 88.00 88.00 87.84 87.84 -0.13 5 47 +5
Total Volume and Open Interest 11,660 28,446 +344
Australian Dollar(CME)
Jun06 060317 72.87 72.88 72.52 72.57 -1.06 1,666 48,036 +695
Sep06 060317 72.49 72.49 72.49 72.49 -1.06 0 60 +3
Dec06 060317 72.41 72.41 72.41 72.41 -1.06 0 147 +0
Total Volume and Open Interest 1,666 48,247 +698
British Pound(CME)
Jun06 060317 175.68 175.91 175.35 175.91 -0.04 10,043 75,688 +5,090
Sep06 060317 176.16 176.16 176.16 176.16 -0.04 0 103 +29
Dec06 060317 176.41 176.41 176.41 176.41 -0.04 0 3 +0
Total Volume and Open Interest 10,043 75,794 +5,119
Canadian Dollar(CME)
Jun06 060317 86.77 86.86 86.32 86.52 -0.46 5,797 83,026 -2,386
Sep06 060317 86.59 86.87 86.59 86.76 -0.46 13 2,170 +75
Dec06 060317 86.98 87.15 86.98 87.00 -0.46 206 715 +200
Mar07 060317 87.24 87.24 87.24 87.24 -0.46 0 111 +0
Total Volume and Open Interest 6,019 86,038 -2,109
Japanese Yen(CME)
Jun06 060317 87.19 87.50 87.00 87.39 +0.73 5,442 169,507 +3,464
Sep06 060317 88.44 88.45 88.44 88.45 +0.73 1 18,962 +223
Dec06 060317 89.48 89.48 89.48 89.48 +0.73 45 126 +25
Total Volume and Open Interest 5,488 188,597 +3,712
Swiss Franc(CME)
Jun06 060317 78.18 78.41 77.90 78.29 -0.07 8,429 86,030 -2,082
Sep06 060317 78.98 78.98 78.98 78.98 -0.07 0 143 +23
Dec06 060317 79.56 79.56 79.56 79.56 -0.07 0 49 +0
Total Volume and Open Interest 8,429 86,222 -2,059
EuroFX(CME)
Jun06 060317 122.54 122.78 122.10 122.63 +0.16 19,737 150,236 +15,539
Sep06 060317 123.19 123.27 123.19 123.27 +0.15 12 1,937 +226
Dec06 060317 123.58 123.85 123.58 123.85 +0.15 1 175 +3
Total Volume and Open Interest 19,750 152,402 +15,768
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060317 9345.0 9345.0 9270.0 9287.0 -45.0 3,509 53,734 +1,624
Total Volume and Open Interest 3,529 79,462 +1,611
30-Year T-Bonds(CBOT)
Mar06 060317 111~11 111~16 111~03 111~05 -0~10 6,884 22,040 -4,031
Jun06 060317 111~10 111~15 110~31 111~02 -0~10 482,462 567,244 -22,930
Sep06 060317 111~14 111~29 111~02 111~03 -0~10 698 2,102 +416
Total Volume and Open Interest 490,142 591,930 -26,465
10-Year T-Notes(CBOT)
Mar06 060317 107~245 107~255 107~200 107~210 -0~045 15,888 47,991 -12,758
Jun06 060317 107~220 107~245 107~150 107~175 -0~045 1,380,725 1,970,999 -61,622
Total Volume and Open Interest 1,397,507 2,044,371 -74,151
5-Year T-Notes(CBOT)
Mar06 060317 105~090 105~095 105~090 105~095 -0~030 10,231 0 +0
Jun06 060317 105~090 105~095 105~055 105~075 -0~030 734,919 0 +0
Sep06 060317 105~090 105~090 105~075 105~075 -0~025 2 3,209 +0
Total Volume and Open Interest 745,152 3,210 +0
2 Year T-Notes(CBOT)
Mar06 060317 102~028 102~032 102~028 102~032 -0~002 69 17,414 -1,611
Jun06 060317 102~036 102~037 102~030 102~036 -0~004 10,180 466,254 +14,884
Total Volume and Open Interest 10,249 483,668 +13,273
Eurodollars(CME)
Jun06 060317 94.935 94.940 94.915 94.940 -0.010 75,993 1,374,056 -18,181
Sep06 060317 94.935 94.935 94.890 94.915 -0.020 526,747 1,452,920 -33,657
Dec06 060317 94.970 94.975 94.940 94.965 -0.025 39,918 1,357,305 +31,307
Mar07 060317 95.045 95.050 95.025 95.040 -0.025 35,493 1,114,046 +3,664
Jun07 060317 95.085 95.095 95.065 95.080 -0.030 44,853 825,314 +2,660
Sep07 060317 95.105 95.110 95.080 95.090 -0.035 46,503 777,183 -2,516
Dec07 060317 95.105 95.110 95.070 95.080 -0.040 34,706 550,528 +12,663
Mar08 060317 95.095 95.100 95.060 95.070 -0.035 30,984 334,886 +6,077
Jun08 060317 95.065 95.065 95.040 95.050 -0.030 15,163 257,923 -4,204
Sep08 060317 95.035 95.035 95.010 95.020 -0.025 20,604 235,559 +6,757
Dec08 060317 94.990 94.990 94.965 94.975 -0.025 15,215 182,249 +2,022
Mar09 060317 94.975 94.975 94.945 94.955 -0.025 12,970 129,799 -1,187
Jun09 060317 94.930 94.945 94.920 94.930 -0.020 2,786 117,733 +534
Sep09 060317 94.910 94.915 94.890 94.900 -0.020 2,922 105,794 +109
Dec09 060317 94.870 94.875 94.850 94.860 -0.020 5,688 94,465 +869
Mar10 060317 94.855 94.860 94.835 94.845 -0.020 4,509 73,509 -70
Jun10 060317 94.835 94.840 94.810 94.825 -0.020 2,490 62,771 -154
Sep10 060317 94.815 94.815 94.790 94.800 -0.020 2,492 59,261 +661
Total Volume and Open Interest 477,543 9,251,630 +2,828
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060317 99.78 99.78 99.78 99.78 -0.01 451 12,392 +184
Sep06 060317 99.60 99.60 99.60 99.60 unch 438 5,311 +323
Dec06 060317 99.40 99.40 99.40 99.40 unch 680 7,034 -515
Mar07 060317 99.21 99.21 99.21 99.21 +0.01 204 2,695 +167
Jun07 060317 99.04 99.05 99.04 99.05 +0.01 215 4,037 +104
Sep07 060317 98.90 98.90 98.90 98.90 +0.01 0 2,001 +25
Dec07 060317 98.75 98.76 98.75 98.76 unch 3 464 +27
Mar08 060317 98.64 98.64 98.64 98.64 +0.01 0 50 +0
Jun08 060317 98.53 98.53 98.53 98.53 +0.02 0 252 +0
Total Volume and Open Interest 1,995 34,240 +319
3-Mth Euro-Yen(SIMEX)
Jun06 060317 99.79 99.79 99.78 99.78 -0.01 7,057 72,297 +3,130
Sep06 060317 99.60 99.61 99.58 99.60 unch 3,475 45,849 +305
Dec06 060317 99.40 99.42 99.37 99.40 +0.01 12,186 78,047 +4,008
Mar07 060317 99.19 99.22 99.18 99.21 +0.02 3,612 41,765 +1,359
Jun07 060317 99.04 99.05 99.04 99.05 +0.02 832 20,950 +257
Sep07 060317 98.90 98.92 98.76 98.90 +0.02 79 15,843 -11
Dec07 060317 98.76 98.77 98.76 98.77 +0.02 98 18,211 -289
Mar08 060317 98.64 98.64 98.64 98.64 +0.02 0 15,886 +0
Total Volume and Open Interest 27,339 310,422 +8,759
German Euro-Bund(EUREX)
Jun06 060317 118.13 118.40 117.74 117.77 -0.32 1,558,196 1,474,480 +91,766
Sep06 060317 118.52 118.79 118.18 118.18 -0.32 4,952 8,497 +3,132
Dec06 060317 117.20 117.20 117.20 117.20 -0.32 906 0 +0
Total Volume and Open Interest 1,564,054 1,482,977 +94,898
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060317 110.39 110.39 110.39 110.39 -0.17 128 108 +0
Dec06 060317 109.93 109.93 109.93 109.93 -0.18      
Total Volume and Open Interest 863,116 1,182,317 +22,831
Long Gilt(LIFFE)
Mar06 060317 112~29 112~29 112~07 112~08 -0~14 2,266 31,158 -1,260
Jun06 060317 112~12 112~22 111~28 111~30 -0~14 82,489 260,368 +843
Total Volume and Open Interest 84,755 291,526 -417
3-Mth Short Sterling(LIFFE)
Jun06 060317 95.40 95.40 95.40 95.40 -0.02 64,286 425,514 -2,846
Sep06 060317 95.36 95.36 95.36 95.36 -0.05 78,185 382,234 +5,396
Dec06 060317 95.31 95.31 95.31 95.31 -0.05 79,176 311,078 -135
Total Volume and Open Interest 364,450 1,976,958 +1,985
3-Mth Euribor(LIFFE)
Jun06 060317 97.015 97.025 96.970 96.985 -0.030 89,488 652,715 -3,834
Sep06 060317 96.810 96.825 96.760 96.770 -0.035 114,592 572,747 +22,572
Dec06 060317 96.660 96.670 96.600 96.610 -0.035 114,511 598,973 +583
Total Volume and Open Interest 607,682 3,239,913 +41,913
3-Mth Aus T-Bills(SFE)
Jun06 060317 94.40 94.40 94.39 94.40 +0.01 4,814 180,637 -6,202
Sep06 060317 94.43 94.43 94.41 94.43 +0.04 7,652 158,785 -2,492
Dec06 060317 94.40 94.42 94.39 94.42 +0.05 1,126 52,672 -1,686
Mar07 060317 94.37 94.39 94.37 94.39 +0.05 319 31,065 -300
Jun07 060317 94.35 94.37 94.35 94.37 +0.06 110 30,618 -655
Sep07 060317 94.32 94.35 94.32 94.35 +0.07 25 20,206 -767
Dec07 060317 94.30 94.33 94.30 94.33 +0.07 150 11,345 -725
Mar08 060317 94.28 94.31 94.28 94.31 +0.07 0 6,084 +0
Jun08 060317 94.30 94.30 94.30 94.30 +0.09 10 1,714 +0
Sep08 060317 94.28 94.28 94.28 94.28 +0.09 0 486 +0
Total Volume and Open Interest 14,206 494,880 -12,827
10-Year Aus T-Bonds(SFE)
Jun06 060317 94.69 94.72 94.68 94.72 +0.10 20,517 301,416 -1,261
Sep06 060317 94.72 94.72 94.72 94.72 +0.10      
Total Volume and Open Interest 20,517 301,416  
3-Year Aus T-Bonds(SFE)
Jun06 060317 94.75 94.77 94.73 94.77 +0.08 50,564 348,579 -22,207
Sep06 060317 94.77 94.77 94.77 94.77 +0.08      
Total Volume and Open Interest 50,564 348,579  
Gold(CMX)
Apr06 060317 556.8 558.6 552.5 555.1 -0.3 68,409 170,165 -5,497
Jun06 060317 562.0 563.8 558.0 560.2 -0.3 12,676 78,537 +5,397
Aug06 060317 568.0 568.0 565.0 565.2 -0.3 227 8,014 -127
Oct06 060317 574.5 574.5 569.0 570.2 -0.3 477 10,201 +142
Dec06 060317 578.8 578.8 574.0 575.2 -0.3 1,381 17,308 +7
Feb07 060317 582.0 582.0 580.1 580.1 -0.3 114 9,229 +32
Apr07 060317 585.3 585.3 585.0 585.0 -0.3 0 1,267 +0
Jun07 060317 590.2 590.2 589.9 589.9 -0.3 17 9,227 -15
Aug07 060317 594.9 594.9 594.9 594.9 -0.3 0 180 +0
Oct07 060317 599.8 599.8 599.8 599.8 -0.3 2 6 +2
Dec07 060317 606.0 606.0 604.7 604.7 -0.3 81 10,127 +41
Total Volume and Open Interest 83,464 322,149 +88
Silver(CMX)
Mar06 060317 1040.0 1045.0 1030.6 1030.6 +2.5 391 994 +339
May06 060317 1040.5 1046.0 1032.5 1036.5 +2.3 21,386 81,679 -1,138
Jul06 060317 1052.0 1054.0 1040.0 1043.5 +2.1 761 16,869 +32
Sep06 060317 1045.0 1055.0 1045.0 1049.2 +1.6 51 5,028 +20
Dec06 060317 1060.0 1064.0 1052.0 1054.5 +1.1 73 14,249 -22
Mar07 060317 1057.9 1057.9 1057.9 1057.9 +0.7 157 3,853 +0
May07 060317 1059.0 1059.0 1059.0 1059.0 -0.8 4 499 +0
Total Volume and Open Interest 22,888 129,883 -723
Platinum(NYM)
Apr06 060317 1034.0 1038.0 1031.0 1034.0 +3.4 1,016 5,820 -56
Jul06 060317 1044.5 1047.2 1040.0 1042.2 +3.6 272 1,936 +118
Oct06 060317 1047.2 1047.2 1047.2 1047.2 +3.6 0 6 +0
Total Volume and Open Interest 1,288 7,762 +62
Palladium(NYME)
Mar06 060317 316.65 316.65 316.65 316.65 +4.40 17 109 +2
Jun06 060317 318.00 321.50 316.55 319.75 +4.40 815 13,982 +190
Sep06 060317 322.75 322.75 322.75 322.75 +4.40 1 121 +1
Total Volume and Open Interest 845 14,623 +203
Copper(CMX)
Mar06 060317 230.10 237.10 230.10 236.90 +10.25 745 3,162 -323
May06 060317 230.00 236.30 229.65 236.00 +9.45 7,109 62,332 +194
Jul06 060317 227.50 232.95 227.20 232.95 +8.95 1,046 14,554 +393
Sep06 060317 225.00 229.70 225.00 229.60 +8.70 338 4,117 +272
Dec06 060317 218.00 224.70 218.00 224.55 +8.65 39 2,828 +20
Total Volume and Open Interest 9,751 94,024 +653
Aluminum(CMX)
Mar06 060317 114.50 114.50 114.50 114.50 +1.50 0 5 -107
Apr06 060317 115.00 115.00 115.00 115.00 +1.50 0 182 +0
May06 060317 115.25 115.25 115.25 115.25 +1.50 0 53 +0
Jun06 060317 115.25 115.25 115.25 115.25 +1.50 0 52 +0
Jul06 060317 115.25 115.25 115.25 115.25 +1.50 0 20 +0
Aug06 060317 115.30 115.30 115.30 115.30 +1.50      
Total Volume and Open Interest 0 457 -107
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060317 11330 11370 11320 11361 +17 7,841 38,067 +1,740
Sep06 060317 11435 11437 11425 11437 +17 0 43 +0
Dec06 060317 11512 11512 11512 11512 +17 0 1,675 +0
Total Volume and Open Interest 11,363 62,043 +4,316
S & P 500(CME)
Jun06 060317 1318.50 1320.50 1315.70 1317.40 +0.60 55,981 643,054 +12,730
Sep06 060317 1328.80 1328.80 1328.00 1328.00 +0.70 152 6,136 -53
Dec06 060317 1338.50 1338.50 1338.50 1338.50 +0.80 60 629 +35
Mar07 060317 1348.90 1348.90 1348.90 1348.90 +0.80 0 55 +0
Total Volume and Open Interest 90,800 735,558 -14,130
S & P 500 E-Mini(Globex)
Jun06 060317 1316.50 1320.75 1314.75 1317.50 +0.75 911,092 1,159,314 +54,924
Sep06 060317 1328.00 1328.00 1328.00 1328.00 +20.75      
Total Volume and Open Interest 1,158,290 1,297,690  
NASDAQ 100(CME)
Jun06 060317 1699.00 1710.00 1695.00 1704.50 +4.50 15,011 56,224 +5,249
Sep06 060317 1721.50 1721.50 1721.50 1721.50 +4.50 0 1 +0
Dec06 060317 1738.50 1738.50 1738.50 1738.50        
NASDAQ 100 E-Mini(Globex)
Jun06 060317 1699.00 1710.50 1695.00 1704.50 +4.50 348,083 211,299 +1,802
Sep06 060317 1721.50 1721.50 1721.50 1721.50 -0.50      
Total Volume and Open Interest 435,909 406,314  
S & P Midcap 400(CME)
Jun06 060317 790.50 792.25 788.50 790.60 +2.80 334 10,960 +176
Sep06 060317 142.24 142.24 142.24 142.24 +2.80      
Dec06 060317 149.24 149.24 149.24 149.24 +2.80      
Total Volume and Open Interest 603 14,774 -99
Russell 2000(CME)
Jun06 060317 751.50 752.75 747.00 750.10 +2.10 2,124 31,346 +992
Sep06 060317 756.10 756.10 756.10 756.10 +2.10 0 34 +0
Dec06 060317 762.10 762.10 762.10 762.10 +2.10 0 2 +0
Total Volume and Open Interest 6,439 50,478 +3,490
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060317 747.70 752.80 746.40 750.10 +2.10 133,636 279,234 +13,269
Total Volume and Open Interest 148,715 395,754 +4,582
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 060317 16085 16280 16035 16245 +170 72,880 189,740 +2,429
Sep06 060317 16270 16270 16270 16270 +245 1 157 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060317 16085 16280 16035 16245 +170 72,880 189,740 +2,429
Sep06 060317 16270 16270 16270 16270 +245 1 157 +0
Dec06 060317 16230 16230 16230 16230 +245      
Total Volume and Open Interest 72,890 189,975 +2,429
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060317 5127.0 5184.0 5127.0 5151.0 +8.5 133,098 324,438 +92,594
May06 060317 5109.0 5120.0 5087.0 5094.0 +8.5 0 1,002 +0
Total Volume and Open Interest 338,826 877,403 +17,127
Hang Seng Index(HKFE)
Mar06 060317 15637 15743 15597 15723 +94 29,027 120,705 +4,133
Apr06 060317 15712 15772 15632 15750 +94 877 2,621 +215
Total Volume and Open Interest 30,003 124,352 +4,337
DAX Index(EUREX)
Mar06 060317 5905.0 5944.5 5903.5 5925.4 +28.4 181,276 98,306 -45,256
Jun06 060317 5947.5 5985.0 5898.5 5915.5 -21.5 98,828 187,745 +20,606
Sep06 060317 5990.0 6028.5 5947.0 5959.0 -21.5 8,617 11,255 -725
Total Volume and Open Interest 288,721 297,306 -25,375
FT-SE 100(LIFFE)
Mar06 060317 6007.00 6048.00 6001.00 6046.50 +50.00 112,500 106,914 -43,843
Jun06 060317 6017.50 6059.00 6000.50 6007.00 -0.50 79,907 427,648 +25,779
Sep06 060317 6061.50 6075.00 6023.50 6023.50 -0.50 49 2,582 +49
Total Volume and Open Interest 194,206 547,469 -16,415
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060317 5007.0 5010.0 4979.0 4987.0 -1.0 15,185 197,724 +5,293
Sep06 060317 5005.0 5008.0 4986.0 4986.0 -1.0 371 3,328 +333
Total Volume and Open Interest 21,028 283,727 -29,528
GSCI(CME)
Apr06 060317 434.80 435.30 429.70 430.70 -3.80 447 22,171 -186
May06 060317 438.75 438.75 435.20 435.20 -2.80 0 1 +0
Jun06 060317 440.00 440.00 440.00 440.00 unch      
Total Volume and Open Interest 447 22,172 -1,929
Reuters CRB Index(NYBOT)
Apr06 060317 352.75 352.75 352.25 352.25 +1.00 20 338 -1
Jun06 060317 357.50 358.25 357.25 357.25 +1.00 4 439 -1
Aug06 060317 362.25 362.25 362.25 362.25 +1.00 0 202 +0
Total Volume and Open Interest 24 979 -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

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