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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon March 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060320 578.50 582.00 571.25 572.50 -4.00 34,533 185,025 -1,002
Jul06 060320 591.00 594.00 584.00 585.25 -3.75 10,776 83,696 -1,195
Aug06 060320 596.00 598.00 588.00 588.50 -4.75 1,169 6,636 +273
Sep06 060320 598.50 602.00 593.00 593.00 -3.50 389 3,867 -4
Nov06 060320 606.50 609.75 600.25 601.25 -4.00 6,294 62,435 -1,163
Jan07 060320 614.00 616.50 607.00 608.00 -4.00 151 2,407 +67
Mar07 060320 617.50 619.00 611.00 612.50 -4.50 207 637 +82
Total Volume and Open Interest 53,611 349,874 -2,945
Soybean Meal(CBOT)
May06 060320 174.20 176.50 173.00 173.30 -0.50 11,748 64,143 -562
Jul06 060320 177.30 179.40 176.20 176.60 -0.50 6,004 39,846 +970
Aug06 060320 179.30 180.80 177.80 177.90 -0.60 589 10,443 +93
Sep06 060320 180.30 181.70 179.00 179.00 -0.60 297 8,270 +78
Oct06 060320 180.50 182.00 179.50 179.60 -0.10 288 6,836 +139
Dec06 060320 182.30 183.70 181.20 181.40 -0.20 1,482 18,999 +415
Jan07 060320 182.40 182.40 182.40 182.40 unch 2 531 +2
Mar07 060320 186.00 186.00 184.00 184.40 +0.10 2 494 +0
Total Volume and Open Interest 20,412 149,586 +1,135
Soybean Oil(CBOT)
May06 060320 23.20 23.20 22.79 22.91 -0.33 10,626 116,286 -1,622
Jul06 060320 23.55 23.58 23.18 23.33 -0.29 6,272 48,440 +772
Aug06 060320 23.74 23.74 23.36 23.49 -0.26 190 5,432 +25
Sep06 060320 23.90 23.90 23.55 23.64 -0.26 368 4,712 +70
Oct06 060320 24.07 24.07 23.70 23.84 -0.23 27 3,783 +27
Dec06 060320 24.35 24.37 23.99 24.10 -0.30 1,339 19,039 +280
Jan07 060320 24.48 24.48 24.25 24.30 -0.25 13 803 +0
Mar07 060320 24.42 24.45 24.42 24.45 -0.25 0 231 +0
Total Volume and Open Interest 18,835 200,182 -448
Canola(WCE)
Mar06 060314 244.8 244.8 244.8 244.8 -1.1      
May06 060320 255.8 257.3 254.2 255.7 +1.3 3,562 50,936 -641
Jul06 060320 263.4 264.5 261.7 262.8 +0.8 1,211 19,586 +427
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060320 278.5 279.8 277.7 278.5 +1.0 512 12,513 +132
Total Volume and Open Interest 5,294 84,142 -80
Corn(CBOT)
May06 060320 219.75 221.75 217.00 218.25 -3.25 105,982 457,916 -10,502
Jul06 060320 230.50 232.50 227.75 228.75 -3.50 32,828 211,459 +9,577
Sep06 060320 240.25 241.50 237.25 238.25 -3.25 3,821 39,776 -1,217
Dec06 060320 252.00 253.25 249.25 250.50 -2.75 22,406 248,010 +109
Mar07 060320 260.00 261.00 257.50 258.25 -3.00 1,799 30,313 +443
May07 060320 265.50 265.75 262.50 263.50 -2.75 144 2,065 +77
Total Volume and Open Interest 172,577 1,049,185 +436
Wheat(CBOT)
May06 060320 353.25 354.50 347.50 350.25 -7.25 27,594 206,179 -3,465
Jul06 060320 365.50 366.50 359.50 362.25 -7.75 16,172 83,432 +401
Sep06 060320 376.00 377.50 371.00 373.50 -7.00 1,513 12,821 +966
Dec06 060320 389.50 391.50 385.00 387.00 -8.50 9,571 59,592 +2,515
Mar07 060320 401.50 401.50 398.00 400.50 -6.00 702 5,595 +46
Total Volume and Open Interest 57,123 386,524 +882
Wheat(KCBT)
Mar06 060314 420.50 420.50 414.00 414.00 -14.00 60 105 -54
May06 060320 412.50 416.00 408.50 413.75 -7.75 4,627 47,470 -1,211
Jul06 060320 415.00 418.00 411.00 414.75 -7.75 5,609 42,458 -319
Sep06 060320 420.50 422.00 416.00 420.00 -9.00 314 8,697 -9
Dec06 060320 427.50 430.00 424.00 429.00 -8.00 801 21,176 +124
Total Volume and Open Interest 11,488 123,545 -1,342
Wheat(MGE)
Mar06 060314 423.00 423.00 423.00 423.00 unch 12 1 -16
May06 060320 401.00 403.00 396.00 399.75 -6.50 2,463 17,161 -134
Jul06 060320 407.00 408.50 401.00 404.50 -9.00 902 12,751 +204
Sep06 060320 413.50 413.50 407.00 408.75 -9.75 361 7,641 +75
Dec06 060320 418.00 418.50 412.75 415.00 -10.00 560 10,656 +240
Total Volume and Open Interest 4,296 48,669 +391
Oats(CBOT)
May06 060320 172.00 172.50 170.00 170.75 -2.00 1,686 7,309 -394
Jul06 060320 176.25 176.25 173.75 174.50 -1.00 525 1,223 +151
Sep06 060320 170.00 170.00 170.00 170.00 -0.50 1 177 +0
Dec06 060320 163.25 164.00 163.25 164.00 +1.00 50 2,035 +2
Total Volume and Open Interest 2,269 10,789 -234
Rough Rice(CBOT)
Mar06 060320 8.00 8.00 7.88 7.88 -0.18 0 2 -13
May06 060320 8.18 8.21 8.04 8.06 -0.18 1,023 6,286 -14
Jul06 060320 8.47 8.48 8.33 8.34 -0.18 350 2,342 +35
Sep06 060320 8.62 8.63 8.54 8.54 -0.11 14 719 +1
Total Volume and Open Interest 1,553 11,495 +33
Live Cattle(CME)
Apr06 060320 83.525 83.950 83.150 83.350 +0.325 11,690 49,422 -2,207
Jun06 060320 78.250 78.550 77.925 78.125 +0.250 15,480 104,027 +2,197
Aug06 060320 80.200 80.550 80.100 80.200 +0.300 6,087 35,447 +748
Oct06 060320 84.350 84.550 84.125 84.250 +0.150 2,525 19,237 +905
Dec06 060320 86.000 86.300 86.000 86.050 +0.275 1,030 8,822 +646
Feb07 060320 87.550 87.700 87.525 87.675 +0.325 872 3,945 +329
Total Volume and Open Interest 37,819 221,186 +2,720
Feeder Cattle(CME)
Mar06 060320 105.450 105.900 105.200 105.625 +1.150 1,049 3,410 -94
Apr06 060320 106.400 107.200 106.400 106.900 +1.250 1,684 10,078 -212
May06 060320 106.700 107.650 106.600 106.975 +0.775 1,997 13,898 -7
Aug06 060320 108.050 108.900 108.050 108.600 +0.850 728 7,000 +137
Sep06 060320 107.300 108.100 107.300 107.600 +0.700 85 842 -24
Oct06 060320 106.750 107.500 106.750 107.200 +0.700 48 924 -3
Nov06 060320 106.050 106.800 106.050 106.800 +0.800 11 285 +0
Total Volume and Open Interest 5,602 36,481 -203
Lean Hogs(CME)
Apr06 060320 59.250 59.350 58.450 59.000 -0.100 7,557 26,325 -1,254
May06 060320 65.850 65.850 64.900 65.525 -0.475 412 4,192 +142
Jun06 060320 67.300 67.400 66.100 66.825 -0.200 10,357 76,385 -96
Jul06 060320 66.700 66.700 65.525 65.825 -0.750 4,327 17,883 +1,461
Aug06 060320 65.650 65.700 64.300 64.650 -0.900 1,092 10,059 -57
Oct06 060320 56.650 56.700 55.500 55.800 -0.700 394 4,406 +233
Dec06 060320 54.700 54.750 53.575 53.650 -0.875 180 2,758 +51
Feb07 060320 56.250 56.550 56.250 56.550 -0.400 31 535 +22
Total Volume and Open Interest 24,360 142,649 +512
Pork Bellies(CME)
Mar06 060320 85.000 85.000 85.000 85.000 +1.800 8 30 -8
May06 060320 83.600 85.000 83.550 84.525 +0.475 323 1,343 -44
Jul06 060320 84.500 86.300 84.500 86.000 +0.400 13 423 -1
Aug06 060320 83.000 83.000 82.500 82.500 +0.250 0 41 +0
Feb07 060320 86.850 86.850 86.850 86.850 +0.100 0 6 +0
Total Volume and Open Interest 344 1,849 -53
Class III Milk(CME)
Mar06 060320 11.10 11.13 11.10 11.13 unch 46 2,670 +63
Apr06 060320 10.90 10.90 10.85 10.88 -0.10 80 3,120 -4
May06 060320 10.93 10.93 10.85 10.86 -0.12 159 3,023 +69
Jun06 060320 11.05 11.10 11.03 11.03 -0.15 56 3,065 +23
Jul06 060320 11.45 11.48 11.40 11.43 -0.07 70 2,700 +18
Total Volume and Open Interest 781 31,228 +375
Cocoa(NYBOT)
May06 060320 1505 1508 1486 1489 -21 6,043 49,944 -825
Jul06 060320 1522 1527 1509 1511 -20 752 22,393 +372
Sep06 060320 1539 1539 1530 1532 -21 308 18,525 -6
Dec06 060320 1564 1565 1559 1559 -22 92 12,098 +23
Mar07 060320 1588 1588 1585 1585 -21 53 12,156 +3
May07 060320 1604 1604 1604 1604 -23 13 3,020 -1
Jul07 060320 1621 1621 1621 1621 -20 0 879 +0
Total Volume and Open Interest 7,262 128,430 -438
Coffee "C"(NYBOT)
Mar06 060320 104.50 104.50 104.00 104.10 +0.45 52 42 -16
May06 060320 105.50 106.00 104.70 105.70 +0.45 8,749 61,105 +238
Jul06 060320 108.30 108.85 107.40 108.40 +0.45 2,314 18,995 +790
Sep06 060320 110.60 111.00 109.80 110.80 +0.55 295 9,681 +112
Dec06 060320 113.80 114.00 113.00 113.65 +0.60 207 5,579 +104
Mar07 060320 116.75 117.05 116.30 116.65 +0.75 28 2,477 +14
Total Volume and Open Interest 11,839 99,257 +1,256
Orange Juice(NYBOT)
May06 060320 140.00 140.00 136.80 139.30 -0.85 1,973 24,723 +478
Jul06 060320 136.10 136.20 134.00 135.85 -1.15 329 6,326 +115
Sep06 060320 132.50 132.50 132.00 132.35 -1.15 31 3,449 +30
Nov06 060320 129.00 131.00 129.00 131.00 unch 53 1,369 +51
Jan07 060320 129.00 130.00 129.00 130.00 unch 50 1,496 +50
Total Volume and Open Interest 2,436 37,621 +724
Sugar #11(NYBOT)
May06 060320 16.45 16.77 16.41 16.62 +0.18 16,761 217,615 -2,387
Jul06 060320 16.13 16.44 16.10 16.32 +0.19 7,646 94,552 +127
Oct06 060320 16.06 16.38 16.06 16.26 +0.19 2,499 57,432 +363
Mar07 060320 16.19 16.50 16.19 16.39 +0.23 3,607 42,620 -407
May07 060320 16.30 16.30 16.20 16.24 +0.26 1,005 20,515 -260
Total Volume and Open Interest 32,453 456,406 -2,521
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060320 23.15 23.25 23.15 23.22 +0.02 441 2,243 -70
Jul06 060320 22.99 23.05 22.99 23.05 +0.05 231 4,432 +86
Sep06 060320 22.99 23.03 22.99 23.03 +0.03 7 3,080 +0
Nov06 060320 22.05 22.05 22.00 22.00 -0.10 0 917 +0
Total Volume and Open Interest 679 13,071 +16
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060320 913 914 900 905 -8 6,531 50,995 -2,934
Jul06 060320 912 918 905 909 -8 2,048 42,754 -389
Sep06 060320 930 930 915 920 -9 1,446 33,977 +96
Dec06 060320 945 945 931 934 -9 649 29,332 -160
Mar07 060320 939 945 939 942 -9 36 11,977 +0
May07 060320 952 952 952 952 -9 0 1,074 +0
Total Volume and Open Interest 10,710 173,243 -3,387
London Coffee(LCE)
Mar06 060320 1089.00 1099.00 1089.00 1092.00 -8.00 16 858 +0
May06 060320 1106.00 1117.00 1102.00 1111.00 -8.00 6,810 65,841 +464
Jul06 060320 1125.00 1131.00 1118.00 1126.00 -8.00 2,113 32,315 +706
Sep06 060320 1131.00 1145.00 1131.00 1139.00 -7.00 938 14,430 -231
Nov06 060320 1144.00 1154.00 1141.00 1150.00 -5.00 674 3,070 +612
Jan07 060320 1155.00 1158.00 1155.00 1158.00 -6.00 62 339 +58
Total Volume and Open Interest 10,614 116,975 +1,610
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060320 440.00 443.00 438.50 442.10 +1.10 3,573 31,269 -677
Aug06 060320 440.50 444.50 439.80 444.00 +3.50 2,161 16,256 +1,017
Oct06 060320 441.70 443.00 438.30 441.90 +1.90 985 11,152 +116
Dec06 060320 434.00 436.60 432.90 436.10 +2.10 109 4,000 +104
Total Volume and Open Interest 7,229 67,938 +417
Cotton(NYBOT)
May06 060320 53.90 53.98 53.35 53.51 -0.55 6,899 89,247 -428
Jul06 060320 55.02 55.25 54.70 54.77 -0.53 3,037 22,741 +585
Oct06 060320 56.85 56.85 56.85 56.85 -0.60 44 661 +19
Dec06 060320 58.30 58.40 58.01 58.17 -0.33 674 13,594 -67
Mar07 060320 59.80 59.80 59.75 59.75 -0.30 1 1,822 +1
May07 060320 60.35 60.35 60.35 60.35 -0.25 0 106 +0
Total Volume and Open Interest 10,657 129,934 +114
Lumber(CME)
May06 060320 326.0 328.0 323.9 327.0 +0.7 982 3,018 +0
Jul06 060320 331.8 333.6 330.1 333.5 +1.2 268 575 +30
Sep06 060320 340.0 342.8 339.5 342.8 -0.2 34 194 +3
Nov06 060320 329.6 329.6 329.6 329.6 +2.6 4 35 +3
Total Volume and Open Interest 1,288 3,822 +36
Crude Oil(NYM)
Apr06 060320 62.35 62.35 60.25 60.42 -2.35 67,472 52,669 -8,897
May06 060320 63.80 63.80 61.70 61.96 -2.24 77,651 269,382 +4,809
Jun06 060320 64.60 64.70 62.85 63.06 -2.00 28,684 130,716 +2,426
Jul06 060320 65.10 65.15 63.55 63.74 -1.86 8,848 44,178 +3,959
Aug06 060320 65.60 65.60 64.00 64.20 -1.80 2,423 25,579 +716
Sep06 060320 66.00 66.00 64.57 64.57 -1.75 1,898 31,872 +289
Oct06 060320 66.30 66.30 64.88 64.88 -1.71 759 27,072 -199
Nov06 060320 66.45 66.45 65.13 65.13 -1.68 283 15,685 +5
Dec06 060320 66.60 66.80 65.10 65.31 -1.65 8,625 87,479 +2,135
Jan07 060320 65.40 65.46 65.40 65.46 -1.63 201 19,891 -61
Feb07 060320 65.60 65.60 65.60 65.60 -1.61 189 7,450 +40
Mar07 060320 65.70 65.70 65.70 65.70 -1.59 230 8,386 +100
Apr07 060320 65.77 65.77 65.77 65.77 -1.57 201 7,758 -99
May07 060320 65.82 65.82 65.82 65.82 -1.54 0 3,878 +0
Jun07 060320 67.15 67.15 65.86 65.86 -1.51 1,179 31,235 +333
Jul07 060320 65.86 65.86 65.86 65.86 -1.49 75 4,895 +0
Total Volume and Open Interest 205,994 979,267 +5,346
Heating Oil(NYM)
Apr06 060320 177.00 177.70 173.50 174.17 -3.96 15,385 30,502 -616
May06 060320 177.75 178.30 174.00 174.46 -4.60 10,799 64,707 +942
Jun06 060320 178.10 179.00 175.25 175.26 -4.55 3,079 18,905 +430
Jul06 060320 180.50 180.50 176.56 176.56 -4.45 760 15,958 -7
Aug06 060320 182.40 182.40 179.01 179.01 -4.45 335 7,179 -89
Sep06 060320 185.00 185.00 181.36 181.36 -4.45 253 4,517 -141
Oct06 060320 188.00 188.00 184.01 184.01 -4.50 306 2,341 +83
Nov06 060320 190.75 190.75 187.01 187.01 -4.35 5 2,123 +1
Dec06 060320 193.00 193.00 189.56 189.56 -4.25 385 11,317 +221
Jan07 060320 195.00 195.00 191.56 191.56 -4.20 90 7,107 -2
Feb07 060320 195.75 195.75 192.11 192.11 -4.15 5 1,301 +1
Mar07 060320 194.00 194.00 190.56 190.56 -4.10 3 2,406 +0
Total Volume and Open Interest 31,418 173,645 +829
Unleaded Gas(NYM)
Apr06 060320 184.00 186.50 180.80 183.01 -3.00 23,256 32,705 -1,706
May06 060320 179.75 181.00 175.50 176.98 -4.61 11,687 62,406 +865
Jun06 060320 179.50 180.25 176.75 176.83 -4.66 1,888 15,204 -195
Jul06 060320 180.25 180.25 175.25 176.83 -4.66 379 7,712 +11
Aug06 060320 181.00 181.00 177.25 177.58 -4.66 393 6,431 +88
Sep06 060320 182.50 182.50 177.33 177.33 -4.66 375 5,935 -343
Oct06 060320 168.75 170.93 168.50 170.93 -4.66 202 4,202 -104
Nov06 060320 169.08 169.08 169.08 169.08 -4.61 0 1,210 +10
Dec06 060320 171.00 171.00 168.28 168.28 -4.56 0 2,473 +0
Jan07 060320 169.48 169.48 169.48 169.48 -4.56 0 902 +0
Total Volume and Open Interest 38,180 139,180 -1,374
Natural Gas(NYM)
Apr06 060320 6.990 6.990 6.820 6.835 -0.218 20,086 48,690 -2,132
May06 060320 7.120 7.130 6.960 6.978 -0.230 8,832 89,740 +844
Jun06 060320 7.260 7.280 7.130 7.141 -0.213 4,058 28,872 +346
Jul06 060320 7.430 7.440 7.280 7.304 -0.196 2,797 23,284 +1,345
Aug06 060320 7.520 7.570 7.420 7.444 -0.186 1,849 23,480 +602
Sep06 060320 7.650 7.680 7.530 7.554 -0.181 1,315 20,668 +83
Oct06 060320 7.800 7.830 7.680 7.702 -0.178 3,058 42,202 +994
Nov06 060320 9.090 9.090 8.990 9.002 -0.148 1,311 30,402 +788
Dec06 060320 10.180 10.180 10.080 10.092 -0.098 977 20,397 +330
Jan07 060320 10.840 10.850 10.770 10.797 -0.083 2,926 47,444 +1,641
Feb07 060320 10.820 10.820 10.780 10.787 -0.073 1,184 18,767 +312
Mar07 060320 10.600 10.620 10.577 10.577 -0.068 1,846 24,548 +217
Apr07 060320 8.900 8.900 8.850 8.877 -0.023 1,104 16,402 +230
May07 060320 8.690 8.690 8.670 8.687 -0.023 79 16,537 +34
Jun07 060320 8.750 8.750 8.745 8.745 -0.023 78 6,971 -11
Jul07 060320 8.840 8.840 8.818 8.818 -0.023 55 4,941 +1
Total Volume and Open Interest 53,332 644,130 +6,263
Brent Crude Oil(ICE)
May06 060320 63.29 63.56 61.09 61.34 -1.92 49,558 100,222 -8,967
Jun06 060320 63.90 64.00 61.59 61.85 -1.93 22,303 117,772 -3,218
Jul06 060320 64.22 64.22 62.10 62.37 -1.87 7,083 24,215 +555
Aug06 060320 64.65 64.65 62.53 62.79 -1.82 2,545 13,702 +411
Sep06 060320 64.95 64.95 63.01 63.14 -1.77 1,911 17,528 +960
Oct06 060320 65.12 65.12 63.41 63.41 -1.73 536 12,531 -37
Nov06 060320 64.69 64.69 63.63 63.63 -1.70 461 6,726 +78
Dec06 060320 65.25 65.25 63.49 63.81 -1.69 4,459 34,246 -230
Jan07 060320 64.73 64.73 63.96 63.96 -1.67 16 9,519 -84
Feb07 060320 64.09 64.09 64.09 64.09 -1.66 0 6,669 +0
Mar07 060320 64.42 64.42 64.18 64.18 -1.65 20 4,894 -50
Apr07 060320 64.24 64.24 64.24 64.24 -1.66 0 1,375 +0
May07 060320 64.29 64.29 64.29 64.29 -1.65 20 70 +20
Jun07 060320 64.34 64.34 64.34 64.34 -1.63 0 10,978 +0
Total Volume and Open Interest 90,926 399,060 -18,747
Gas Oil(ICE)
Apr06 060320 563.00 563.00 546.75 555.00 -10.50 17,722 62,754 -1,885
May06 060320 565.75 565.75 549.50 558.00 -10.25 10,446 47,071 +659
Jun06 060320 566.50 566.50 555.75 562.25 -10.00 2,970 25,631 -203
Jul06 060320 569.50 570.25 560.00 567.75 -9.75 612 11,381 -164
Aug06 060320 574.50 574.50 573.25 573.25 -10.00 156 6,559 +54
Sep06 060320 580.50 580.50 573.25 578.75 -10.00 25 6,712 +4
Oct06 060320 584.25 584.25 584.25 584.25 -10.00 0 8,552 +0
Nov06 060320 587.75 587.75 587.75 587.75 -10.00 0 3,445 +0
Dec06 060320 593.50 593.50 583.75 590.25 -10.00 1,000 29,029 +480
Jan07 060320 592.75 592.75 592.25 592.25 -10.00 0 3,260 +0
Total Volume and Open Interest 33,231 222,409 -855
US Dollar Index(NYBOT)
Jun06 060320 88.65 88.88 88.61 88.76 +0.23 4,710 25,730 -620
Sep06 060320 88.45 88.45 88.38 88.41 +0.23 11 2,051 +2
Dec06 060320 88.32 88.32 88.07 88.07 +0.23 2 48 +1
Total Volume and Open Interest 4,723 27,829 -617
Australian Dollar(CME)
Jun06 060320 71.89 72.17 71.83 71.90 -0.67 9,816 53,127 +5,091
Sep06 060320 71.90 71.90 71.82 71.82 -0.67 0 74 +14
Dec06 060320 71.85 71.85 71.74 71.74 -0.67 0 149 +2
Total Volume and Open Interest 9,816 53,355 +5,108
British Pound(CME)
Jun06 060320 175.72 175.84 175.56 175.79 -0.12 9,868 69,774 -5,914
Sep06 060320 176.05 176.05 176.04 176.04 -0.12 0 107 +4
Dec06 060320 176.29 176.29 176.29 176.29 -0.12 0 3 +0
Total Volume and Open Interest 9,868 69,884 -5,910
Canadian Dollar(CME)
Jun06 060320 85.90 86.39 85.80 86.33 -0.19 4,426 83,061 +35
Sep06 060320 86.16 86.57 86.16 86.57 -0.19 25 2,160 -10
Dec06 060320 86.40 86.81 86.40 86.81 -0.19 28 537 -178
Mar07 060320 86.65 87.05 86.65 87.05 -0.19 0 111 +0
Total Volume and Open Interest 4,479 85,885 -153
Japanese Yen(CME)
Jun06 060320 87.35 87.65 86.92 87.07 -0.32 17,348 159,182 -10,325
Sep06 060320 88.13 88.13 88.13 88.13 -0.32 1 18,977 +15
Dec06 060320 89.16 89.16 89.16 89.16 -0.32 0 126 +0
Total Volume and Open Interest 17,349 178,287 -10,310
Swiss Franc(CME)
Jun06 060320 78.23 78.30 78.14 78.17 -0.12 6,305 76,630 -9,400
Sep06 060320 78.86 78.86 78.86 78.86 -0.12 0 143 +0
Dec06 060320 79.44 79.44 79.44 79.44 -0.12 0 49 +0
Total Volume and Open Interest 6,305 76,822 -9,400
EuroFX(CME)
Jun06 060320 122.45 122.54 122.16 122.33 -0.30 7,413 132,925 -17,311
Sep06 060320 122.96 122.96 122.96 122.96 -0.31 3 2,089 +152
Dec06 060320 123.55 123.55 123.54 123.54 -0.31 1 175 +0
Total Volume and Open Interest 7,417 135,243 -17,159
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060320 9282.0 9285.0 9205.0 9225.0 -62.0 13,585 52,803 -931
Total Volume and Open Interest 13,617 78,543 -919
30-Year T-Bonds(CBOT)
Mar06 060320 111~04 111~19 111~04 111~12 +0~07 2,428 20,263 -1,777
Jun06 060320 111~01 111~17 110~30 111~09 +0~07 241,234 570,075 +2,831
Sep06 060320 111~03 111~17 111~03 111~10 +0~07 593 2,407 +305
Total Volume and Open Interest 244,255 593,289 +1,359
10-Year T-Notes(CBOT)
Mar06 060320 107~200 107~275 107~200 107~255 +0~045 8,774 35,929 -12,062
Jun06 060320 107~170 107~250 107~150 107~220 +0~045 720,056 1,910,669 -60,330
Total Volume and Open Interest 733,233 1,968,684 -75,687
5-Year T-Notes(CBOT)
Mar06 060320 105~065 105~120 105~065 105~105 +0~010 5,369 0 +0
Jun06 060320 105~050 105~105 105~045 105~090 +0~015 323,234 0 +0
Sep06 060320 105~060 105~090 105~060 105~090 +0~015 512 3,809 +600
Total Volume and Open Interest 329,115 3,810 +600
2 Year T-Notes(CBOT)
Mar06 060320 102~032 102~032 102~032 102~032 unch 167 17,989 +575
Jun06 060320 102~032 102~038 102~032 102~036 unch 2,857 455,853 -10,401
Total Volume and Open Interest 3,024 473,842 -9,826
Eurodollars(CME)
Jun06 060320 94.930 94.950 94.925 94.935 -0.005 27,102 1,382,820 +8,764
Sep06 060320 94.920 94.935 94.900 94.920 +0.005 811,557 1,413,585 -39,335
Dec06 060320 94.955 94.990 94.955 94.975 +0.010 21,629 1,342,407 -14,898
Mar07 060320 95.030 95.065 95.025 95.050 +0.010 29,928 1,098,415 -15,631
Jun07 060320 95.065 95.100 95.065 95.090 +0.010 34,537 801,054 -24,260
Sep07 060320 95.075 95.110 95.075 95.105 +0.015 27,475 774,175 -3,008
Dec07 060320 95.070 95.105 95.070 95.100 +0.020 33,064 531,613 -18,915
Mar08 060320 95.055 95.100 95.055 95.095 +0.025 18,875 336,350 +1,464
Jun08 060320 95.070 95.080 95.070 95.075 +0.025 10,055 259,057 +1,134
Sep08 060320 95.045 95.055 95.045 95.050 +0.030 6,763 239,038 +3,479
Dec08 060320 95.000 95.010 95.000 95.005 +0.030 4,949 181,454 -795
Mar09 060320 94.980 94.985 94.980 94.985 +0.030 6,606 128,724 -1,075
Jun09 060320 94.955 94.960 94.945 94.955 +0.025 2,331 117,682 -51
Sep09 060320 94.925 94.930 94.915 94.920 +0.020 5,440 105,391 -403
Dec09 060320 94.890 94.890 94.870 94.875 +0.015 2,966 95,431 +966
Mar10 060320 94.840 94.875 94.840 94.860 +0.015 8,113 72,174 -1,335
Jun10 060320 94.855 94.855 94.835 94.840 +0.015 8,835 59,753 -3,018
Sep10 060320 94.830 94.830 94.810 94.815 +0.015 4,934 59,206 -55
Total Volume and Open Interest 298,597 9,133,693 -117,937
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060320 99.78 99.78 99.77 99.77 -0.01 50 12,253 -139
Sep06 060320 99.59 99.59 99.59 99.59 -0.01 182 5,297 -14
Dec06 060320 99.39 99.39 99.39 99.39 -0.01 1,651 7,767 +733
Mar07 060320 99.19 99.19 99.19 99.19 -0.02 110 2,034 -661
Jun07 060320 99.03 99.03 99.03 99.03 -0.02 103 3,832 -205
Sep07 060320 98.89 98.89 98.89 98.89 -0.01 86 2,085 +84
Dec07 060320 98.76 98.76 98.76 98.76 unch 5 507 +43
Mar08 060320 98.64 98.64 98.64 98.64 unch 25 75 +25
Jun08 060320 98.51 98.51 98.51 98.51 -0.02 0 252 +0
Total Volume and Open Interest 2,212 34,106 -134
3-Mth Euro-Yen(SIMEX)
Jun06 060320 99.78 99.78 99.77 99.77 -0.01 966 66,675 -5,622
Sep06 060320 99.60 99.60 99.58 99.59 -0.01 957 43,437 -2,412
Dec06 060320 99.40 99.40 99.37 99.39 -0.01 1,857 76,986 -1,061
Mar07 060320 99.21 99.21 99.17 99.20 -0.01 817 41,555 -210
Jun07 060320 99.05 99.05 99.03 99.03 -0.02 51 20,556 -394
Sep07 060320 98.90 98.90 98.88 98.89 -0.01 142 15,855 +12
Dec07 060320 98.75 98.75 98.75 98.75 -0.02 83 18,189 -22
Mar08 060320 98.62 98.62 98.62 98.62 -0.02 0 15,886 +0
Total Volume and Open Interest 4,873 300,717 -9,705
German Euro-Bund(EUREX)
Jun06 060320 117.77 118.12 117.69 118.06 +0.29 1,487,305 1,468,670 -5,810
Sep06 060320 118.14 118.51 118.13 118.48 +0.30 1,546 12,171 +3,674
Dec06 060320 117.49 117.49 117.49 117.49 +0.29 255 0 +0
Total Volume and Open Interest 1,489,106 1,480,841 -2,136
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060320 110.55 110.55 110.55 110.55 +0.16 232 108 +0
Dec06 060320 110.08 110.08 110.08 110.08 +0.15      
Total Volume and Open Interest 746,745 1,175,559 -6,758
Long Gilt(LIFFE)
Mar06 060320 112~09 112~15 112~06 112~14 +0~06 644 30,905 -253
Jun06 060320 111~32 112~06 111~27 112~04 +0~06 86,016 269,572 +9,204
Total Volume and Open Interest 86,660 300,477 +8,951
3-Mth Short Sterling(LIFFE)
Jun06 060320 95.39 95.39 95.39 95.39 -0.01 38,305 431,368 +5,854
Sep06 060320 95.36 95.36 95.36 95.36 unch 44,493 384,802 +2,568
Dec06 060320 95.30 95.30 95.30 95.30 -0.01 47,449 309,945 -1,133
Total Volume and Open Interest 224,623 1,982,781 +5,823
3-Mth Euribor(LIFFE)
Jun06 060320 96.985 97.000 96.980 96.995 +0.010 172,809 666,722 +14,007
Sep06 060320 96.770 96.790 96.760 96.785 +0.015 168,732 573,481 +734
Dec06 060320 96.610 96.640 96.605 96.635 +0.025 263,652 607,149 +8,176
Total Volume and Open Interest 1,050,702 3,314,642 +74,729
3-Mth Aus T-Bills(SFE)
Jun06 060320 94.40 94.40 94.38 94.40 unch 13,007 169,483 -11,154
Sep06 060320 94.42 94.43 94.41 94.43 unch 38,652 162,849 +4,064
Dec06 060320 94.41 94.42 94.40 94.42 unch 7,047 55,586 +2,914
Mar07 060320 94.39 94.40 94.38 94.40 +0.01 2,766 31,242 +177
Jun07 060320 94.36 94.37 94.36 94.37 unch 1,691 31,309 +691
Sep07 060320 94.35 94.35 94.35 94.35 unch 3,010 20,898 +692
Dec07 060320 94.32 94.32 94.32 94.32 -0.01 1,404 10,614 -731
Mar08 060320 94.30 94.30 94.30 94.30 -0.01 819 6,284 +200
Jun08 060320 94.29 94.29 94.29 94.29 -0.01 238 1,588 -126
Sep08 060320 94.28 94.28 94.28 94.28 unch 220 486 +0
Total Volume and Open Interest 69,091 491,519 -3,361
10-Year Aus T-Bonds(SFE)
Jun06 060320 94.72 94.72 94.69 94.71 -0.01 38,660 319,538 +18,122
Sep06 060320 94.71 94.71 94.71 94.71 -0.01      
Total Volume and Open Interest 38,660 319,538 +18,122
3-Year Aus T-Bonds(SFE)
Jun06 060320 94.75 94.77 94.74 94.77 unch 110,185 362,567 +13,988
Sep06 060320 94.77 94.77 94.77 94.77 unch      
Total Volume and Open Interest 110,185 362,567 +13,988
Gold(CMX)
Apr06 060320 554.5 557.1 550.5 556.1 +1.0 39,789 166,065 -4,100
Jun06 060320 559.0 562.0 556.0 561.2 +1.0 7,489 82,524 +3,987
Aug06 060320 564.5 567.0 560.5 566.2 +1.0 120 8,031 +17
Oct06 060320 567.0 571.2 567.0 571.2 +1.0 29 10,222 +21
Dec06 060320 574.3 577.0 572.7 576.2 +1.0 346 17,417 +109
Feb07 060320 581.1 581.1 581.1 581.1 +1.0 9 9,232 +3
Apr07 060320 586.0 586.0 586.0 586.0 +1.0 2 1,268 +1
Jun07 060320 590.9 590.9 590.9 590.9 +1.0 1 9,227 +0
Aug07 060320 594.9 595.9 594.9 595.9 +1.0 13 167 -13
Oct07 060320 600.8 600.8 600.8 600.8 +1.0 0 6 +0
Dec07 060320 604.0 605.7 604.0 605.7 +1.0 17 10,129 +2
Total Volume and Open Interest 47,833 322,114 -35
Silver(CMX)
Mar06 060320 1030.0 1030.7 1025.0 1030.7 +0.1 58 611 -383
May06 060320 1036.0 1039.5 1026.0 1036.2 -0.3 14,445 82,237 +558
Jul06 060320 1044.0 1047.0 1033.0 1043.2 -0.3 573 16,960 +91
Sep06 060320 1048.5 1048.5 1048.5 1048.5 -0.7 128 5,154 +126
Dec06 060320 1056.0 1058.0 1042.0 1052.5 -2.0 240 14,305 +56
Mar07 060320 1055.0 1055.0 1055.0 1055.0 -2.9 75 3,855 +2
May07 060320 1067.0 1067.0 1056.5 1056.5 -2.5 71 529 +30
Total Volume and Open Interest 15,792 130,483 +600
Platinum(NYM)
Apr06 060320 1037.0 1055.5 1037.0 1045.3 +11.3 598 5,789 -31
Jul06 060320 1052.0 1055.5 1044.0 1054.1 +11.9 137 2,016 +80
Oct06 060320 1059.1 1059.1 1059.1 1059.1 +11.9 0 6 +0
Total Volume and Open Interest 1,751 13,631 +5,869
Palladium(NYME)
Mar06 060320 318.40 318.40 318.40 318.40 +1.75 0 28 -81
Jun06 060320 318.25 322.00 317.00 321.50 +1.75 686 14,040 +58
Sep06 060320 324.00 325.50 324.00 325.50 +2.75 0 121 +0
Total Volume and Open Interest 687 14,599 -24
Copper(CMX)
Mar06 060320 234.50 235.60 234.30 234.40 -2.50 444 2,981 -181
May06 060320 234.10 235.10 233.30 233.40 -2.60 14,801 64,244 +1,912
Jul06 060320 231.50 232.00 230.50 230.75 -2.20 1,209 14,662 +108
Sep06 060320 227.80 228.70 227.45 227.45 -2.15 108 4,186 +69
Dec06 060320 222.60 222.60 222.60 222.60 -1.95 69 2,820 -8
Total Volume and Open Interest 17,070 96,144 +2,120
Aluminum(CMX)
Mar06 060320 113.75 113.75 113.75 113.75 -0.75 0 5 +0
Apr06 060320 115.50 115.50 114.25 114.25 -0.75 0 182 +0
May06 060320 114.50 114.50 114.50 114.50 -0.75 0 53 +0
Jun06 060320 114.50 114.50 114.50 114.50 -0.75 0 52 +0
Jul06 060320 114.50 114.50 114.50 114.50 -0.75 0 20 +0
Aug06 060320 114.50 114.50 114.50 114.50 -0.80      
Total Volume and Open Interest 0 457 +0
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060320 11367 11390 11335 11357 -4 4,937 38,291 +224
Sep06 060320 11450 11450 11433 11433 -4 5 48 +5
Dec06 060320 11508 11508 11508 11508 -4 0 1,675 +0
Total Volume and Open Interest 4,942 40,014 -22,029
S & P 500(CME)
Jun06 060320 1318.00 1320.50 1313.50 1315.40 -2.00 24,259 646,296 +3,242
Sep06 060320 1327.80 1327.80 1326.00 1326.00 -2.00 2 6,138 +2
Dec06 060320 1336.40 1336.40 1336.40 1336.40 -2.10 0 629 +0
Mar07 060320 1346.80 1346.80 1346.80 1346.80 -2.10 0 55 +0
Total Volume and Open Interest 24,261 653,162 -82,396
S & P 500 E-Mini(Globex)
Jun06 060320 1317.50 1321.00 1313.50 1315.50 -2.00 603,136 1,180,326 +21,012
Sep06 060320 1326.50 1328.00 1325.00 1326.00 -2.00      
Total Volume and Open Interest 618,134 1,737,589 +439,899
NASDAQ 100(CME)
Jun06 060320 1710.00 1714.00 1702.00 1705.50 +1.00 7,106 55,342 -882
Sep06 060320 1722.50 1722.50 1722.50 1722.50 +1.00 0 1 +0
Dec06 060320 1739.50 1739.50 1739.50 1739.50 +1.00      
Total Volume and Open Interest 7,106 55,343  
NASDAQ 100 E-Mini(Globex)
Jun06 060320 1704.50 1713.50 1702.00 1705.50 +1.00 222,576 216,104 +4,805
Sep06 060320 1728.00 1731.00 1722.00 1722.50 +1.00      
Total Volume and Open Interest 225,122 482,533 +76,219
S & P Midcap 400(CME)
Jun06 060320 792.25 794.00 787.50 787.90 -2.70 351 10,906 -54
Sep06 060320 139.54 139.54 139.54 139.54 -2.70      
Dec06 060320 146.54 146.54 146.54 146.54 -2.70      
Total Volume and Open Interest 351 10,906 -3,868
Russell 2000(CME)
Jun06 060320 751.25 751.75 746.50 750.00 -0.10 636 31,269 -77
Sep06 060320 756.00 756.00 756.00 756.00 -0.10 0 34 +0
Dec06 060320 762.00 762.00 762.00 762.00 -0.10 0 2 +0
Total Volume and Open Interest 636 31,305 -19,173
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060320 750.30 752.90 746.00 750.00 -0.10 106,889 280,773 +1,539
Sep06 060320 757.50 758.00 756.00 756.00        
Value Line(KCBT)
Jun06 060320 2093.00 2097.00 2082.00 2087.50 -5.00 89 70 +2
Total Volume and Open Interest 89 70 -112
Nikkei 225(CME)
Jun06 060320 16250 16615 16225 16525 +280 61,417 195,051 +5,311
Sep06 060320 16475 16600 16240 16555 +285 0 158 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060320 16250 16615 16225 16525 +280 61,417 195,051 +5,311
Sep06 060320 16475 16600 16240 16555 +285 0 158 +1
Dec06 060320 16515 16515 16515 16515 +285      
Total Volume and Open Interest 61,421 195,287 +5,312
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060320 5171.5 5185.0 5142.0 5151.0 unch 126,625 375,171 +50,733
May06 060320 5118.5 5126.0 5086.0 5094.0 unch 698 1,413 +411
Total Volume and Open Interest 198,926 464,576 -412,827
Hang Seng Index(HKFE)
Mar06 060320 15820 15930 15784 15850 +127 31,055 118,928 -1,777
Apr06 060320 15877 15950 15818 15887 +137 1,164 2,723 +102
Total Volume and Open Interest 32,274 122,711 -1,641
DAX Index(EUREX)
Jun06 060320 5945.0 5972.5 5922.5 5940.5 +25.0 147,952 198,283 +10,538
Sep06 060320 5991.0 6015.0 5970.0 5984.5 +25.5 3,258 11,224 -31
Dec06 060320 6031.5 6032.5 6019.0 6032.5        
FT-SE 100(LIFFE)
Jun06 060320 6031.50 6048.50 5992.00 6001.50 -5.50 76,740 430,532 +2,884
Sep06 060320 6066.50 6067.00 6016.00 6018.50 -5.00 23 2,602 +20
Dec06 060320 6080.50 6080.50 6047.50 6051.00 -5.50 4 10,325 +0
Total Volume and Open Interest 104,206 443,459 -104,010
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060320 5005.0 5025.0 5002.0 5024.0 +37.0 10,381 195,988 -1,736
Sep06 060320 5023.0 5023.0 5023.0 5023.0 +37.0 67 3,285 -43
Total Volume and Open Interest 10,651 203,356 -80,371
GSCI(CME)
Apr06 060320 427.60 427.70 419.00 419.30 -11.40 506 22,196 +25
May06 060320 424.50 424.50 424.50 424.50 -10.70 411 395 +394
Jun06 060320 427.50 427.50 427.50 427.50 -12.50      
Total Volume and Open Interest 917 22,591 +419
Reuters CRB Index(NYBOT)
Apr06 060320 353.50 353.50 350.20 350.20 -2.05 10 339 +1
Jun06 060320 359.25 359.25 355.20 355.20 -2.05 33 449 +10
Aug06 060320 360.20 360.20 360.20 360.20 -2.05 0 202 +0
Total Volume and Open Interest 43 990 +11
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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