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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed March 22, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060322 579.00 581.50 576.00 577.00 +1.75 23,090 187,154 -374
Jul06 060322 591.00 593.50 588.50 589.75 +2.50 5,941 85,312 +1,227
Aug06 060322 596.00 598.00 593.50 594.00 +2.00 373 6,383 -191
Sep06 060322 598.50 601.00 596.00 596.25 +1.75 270 3,924 +77
Nov06 060322 606.50 609.00 604.00 605.25 +2.25 2,116 62,509 -253
Jan07 060322 614.00 616.50 612.00 612.00 +2.00 175 2,469 +42
Mar07 060322 618.50 621.00 616.00 618.00 +3.75 51 642 +12
Total Volume and Open Interest 60,916 353,034 +3,160
Soybean Meal(CBOT)
May06 060322 175.00 176.80 174.60 175.30 +1.20 8,443 63,416 -1,359
Jul06 060322 178.30 179.60 177.70 178.30 +1.20 3,049 40,500 +126
Aug06 060322 179.70 181.00 179.30 179.90 +1.20 855 10,642 +160
Sep06 060322 180.70 182.50 180.50 180.80 +1.30 489 8,391 -45
Oct06 060322 181.80 181.80 181.00 181.20 +1.10 408 6,976 +40
Dec06 060322 183.50 184.50 182.70 183.10 +0.90 1,063 18,929 +17
Jan07 060322 184.00 185.50 184.00 184.20 +1.10 0 531 +0
Mar07 060322 186.00 187.20 186.00 186.10 +1.20 5 501 +4
Total Volume and Open Interest 23,740 150,967 +1,381
Soybean Oil(CBOT)
May06 060322 22.93 22.95 22.82 22.88 +0.05 11,229 106,664 -2,835
Jul06 060322 23.25 23.35 23.20 23.29 +0.09 2,805 49,230 +18
Aug06 060322 23.43 23.48 23.40 23.46 +0.11 277 5,470 -34
Sep06 060322 23.55 23.62 23.55 23.62 +0.09 200 4,894 -37
Oct06 060322 23.80 23.80 23.75 23.80 +0.10 7 3,693 +4
Dec06 060322 24.10 24.17 24.05 24.10 +0.11 673 19,599 +182
Jan07 060322 24.31 24.31 24.31 24.31 +0.13 50 965 +50
Mar07 060322 24.52 24.52 24.52 24.52 +0.14 11 238 +7
Total Volume and Open Interest 31,441 194,909 -5,273
Canola(WCE)
Mar06 060314 244.8 244.8 244.8 244.8 -1.1      
May06 060322 259.0 260.0 257.8 259.4 +2.1 4,891 46,728 -3,428
Jul06 060322 266.0 267.6 265.2 266.7 +2.1 2,417 20,580 +1,154
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060322 281.4 283.8 280.8 282.1 +1.9 1,455 12,986 +461
Total Volume and Open Interest 6,602 83,314 -828
Corn(CBOT)
May06 060322 223.75 225.25 221.00 222.50 -1.00 73,867 448,563 -3,731
Jul06 060322 234.75 236.25 232.00 233.50 -1.00 48,346 227,132 +11,419
Sep06 060322 244.00 244.75 241.75 242.75 -0.50 3,023 40,353 +417
Dec06 060322 254.75 255.50 252.75 253.75 unch 13,617 246,297 -410
Mar07 060322 262.50 263.25 261.00 261.75 unch 1,858 31,608 +298
May07 060322 267.50 267.50 265.75 266.75 -0.25 72 2,153 +67
Total Volume and Open Interest 171,883 1,049,161 -24
Wheat(CBOT)
May06 060322 353.50 355.00 348.50 349.25 -3.25 19,811 201,324 -1,129
Jul06 060322 365.50 367.00 361.00 362.00 -2.75 10,849 82,777 -1,468
Sep06 060322 376.00 377.50 371.50 372.00 -3.50 2,185 13,057 +449
Dec06 060322 391.50 392.50 387.00 387.50 -2.50 5,092 60,597 +617
Mar07 060322 404.00 404.50 400.00 400.75 -1.75 1,048 5,655 +168
Total Volume and Open Interest 57,073 383,836 -2,688
Wheat(KCBT)
Mar06 060314 420.50 420.50 414.00 414.00 -14.00 60 105 -54
May06 060322 419.50 422.00 416.75 417.00 unch 4,545 45,687 -910
Jul06 060322 422.50 425.00 420.00 420.50 +0.25 4,167 42,376 -33
Sep06 060322 427.50 430.00 424.50 424.50 +0.50 186 8,772 -67
Dec06 060322 434.00 437.00 432.00 432.75 +0.75 638 21,500 +106
Total Volume and Open Interest 22,190 123,127 -418
Wheat(MGE)
Mar06 060314 423.00 423.00 423.00 423.00 unch 12 1 -16
May06 060322 405.00 408.00 404.00 405.00 +1.50 2,427 16,337 -496
Jul06 060322 412.00 412.50 410.00 410.00 +0.50 859 12,706 -143
Sep06 060322 413.75 416.50 412.50 412.75 unch 261 7,726 +115
Dec06 060322 420.50 423.00 419.00 419.50 +0.50 236 10,838 +6
Total Volume and Open Interest 4,743 48,578 -91
Oats(CBOT)
May06 060322 171.50 174.75 171.00 173.75 +3.50 1,126 6,686 -81
Jul06 060322 175.50 177.00 175.00 176.75 +2.25 572 1,642 +202
Sep06 060322 169.00 170.00 169.00 170.00 unch 42 195 +18
Dec06 060322 166.00 167.75 166.00 166.75 +1.25 50 2,027 +4
Total Volume and Open Interest 2,107 10,452 -337
Rough Rice(CBOT)
Mar06 060322 8.02 8.02 8.02 8.02 unch      
May06 060322 8.20 8.28 8.17 8.28 +0.06 433 5,444 -587
Jul06 060322 8.48 8.54 8.45 8.54 +0.06 161 2,358 -10
Sep06 060322 8.69 8.74 8.66 8.74 +0.06 21 713 +8
Total Volume and Open Interest 1,704 11,267 -228
Live Cattle(CME)
Apr06 060322 83.650 83.750 82.850 82.975 -0.500 10,011 44,839 -2,545
Jun06 060322 78.350 78.475 77.450 77.525 -0.675 8,663 105,865 +954
Aug06 060322 80.250 80.450 79.700 79.900 -0.375 4,000 38,541 +874
Oct06 060322 84.100 84.200 83.550 83.575 -0.675 1,659 19,690 +203
Dec06 060322 86.100 86.150 85.500 85.525 -0.475 406 9,030 +51
Feb07 060322 87.675 87.750 87.450 87.550 -0.200 110 4,061 +87
Total Volume and Open Interest 29,969 222,738 +1,552
Feeder Cattle(CME)
Mar06 060322 104.750 104.975 104.600 104.625 -0.475 1,036 2,924 -313
Apr06 060322 106.750 106.850 105.700 105.825 -1.150 2,295 9,091 -808
May06 060322 106.800 106.850 105.650 105.700 -1.300 2,367 14,836 +537
Aug06 060322 108.550 108.550 107.450 107.650 -1.000 395 7,155 +125
Sep06 060322 107.400 107.400 107.100 107.150 -0.550 30 856 +3
Oct06 060322 106.800 106.800 106.250 106.250 -0.950 33 940 +18
Nov06 060322 106.000 106.125 105.700 105.750 -0.750 9 309 +5
Total Volume and Open Interest 9,112 36,602 +121
Lean Hogs(CME)
Apr06 060322 57.550 57.850 56.400 57.200 -1.050 6,717 23,439 -774
May06 060322 64.950 64.950 63.800 64.575 -0.700 447 4,304 +60
Jun06 060322 66.000 66.150 64.950 65.550 -0.825 9,606 77,643 -741
Jul06 060322 65.350 65.500 64.475 65.200 -0.400 2,887 18,064 -400
Aug06 060322 64.200 64.300 63.400 64.075 -0.375 1,484 10,446 +146
Oct06 060322 55.250 55.350 54.450 54.900 -0.550 687 4,669 +202
Dec06 060322 53.300 53.375 52.800 52.825 -0.300 188 2,850 +65
Feb07 060322 56.000 56.000 56.000 56.000 -0.300 16 549 +13
Total Volume and Open Interest 20,668 143,499 +850
Pork Bellies(CME)
Mar06 060322 85.000 85.250 84.700 84.800 -0.100 3 30 +2
May06 060322 84.250 85.500 83.650 84.675 +0.525 210 1,364 +20
Jul06 060322 85.400 86.800 85.050 86.200 +0.750 17 424 +9
Aug06 060322 81.750 81.750 81.750 81.750 unch 0 41 +0
Feb07 060322 86.850 86.850 86.850 86.850 unch 0 6 +0
Total Volume and Open Interest 319 1,840 -9
Class III Milk(CME)
Mar06 060322 11.13 11.15 11.13 11.15 unch 31 2,699 +30
Apr06 060322 10.90 10.92 10.89 10.89 +0.04 74 3,060 -26
May06 060322 10.81 10.83 10.80 10.80 -0.03 178 3,156 +63
Jun06 060322 11.03 11.03 10.97 11.00 -0.03 73 3,074 +35
Jul06 060322 11.42 11.43 11.35 11.35 -0.05 116 2,780 +51
Total Volume and Open Interest 1,452 31,290 +62
Cocoa(NYBOT)
May06 060322 1498 1510 1492 1505 +1 3,879 50,198 +80
Jul06 060322 1522 1532 1516 1528 +1 858 23,600 +229
Sep06 060322 1545 1552 1539 1550 +1 251 18,768 -72
Dec06 060322 1580 1580 1578 1578 +1 1 12,098 +0
Mar07 060322 1599 1602 1599 1602 +2 65 12,266 +50
May07 060322 1619 1619 1619 1619 unch 130 3,105 +60
Jul07 060322 1638 1638 1638 1638 +1 4 882 +3
Total Volume and Open Interest 8,280 129,983 +1,553
Coffee "C"(NYBOT)
Mar06 060321 106.00 106.00 105.45 105.45 +1.35 37 9 -33
May06 060322 107.30 107.90 103.50 104.15 -2.80 8,359 60,406 -320
Jul06 060322 110.10 110.50 106.25 106.85 -2.80 1,733 19,596 +416
Sep06 060322 112.40 113.20 109.00 109.30 -2.75 705 9,770 +71
Dec06 060322 115.60 115.80 112.30 112.30 -2.75 269 5,794 +41
Mar07 060322 118.75 118.75 115.30 115.30 -2.90 118 2,642 +26
Total Volume and Open Interest 8,328 99,601 +344
Orange Juice(NYBOT)
May06 060322 143.80 144.90 141.30 144.25 +1.25 4,005 24,045 -256
Jul06 060322 138.50 139.50 137.25 139.25 +0.25 822 6,473 +39
Sep06 060322 132.00 134.40 132.00 134.15 +0.75 100 3,498 +42
Nov06 060322 129.50 131.80 129.50 131.70 +0.45 214 1,440 +68
Jan07 060322 129.40 129.40 129.40 129.40 -0.35 18 1,547 +16
Total Volume and Open Interest 2,875 37,364 -257
Sugar #11(NYBOT)
May06 060322 17.15 17.17 16.70 16.81 -0.21 27,587 218,030 -411
Jul06 060322 16.70 16.80 16.41 16.50 -0.17 14,498 99,464 +3,034
Oct06 060322 16.65 16.72 16.40 16.46 -0.15 3,993 56,806 -725
Mar07 060322 16.70 16.80 16.50 16.56 -0.10 3,040 43,377 +638
May07 060322 16.56 16.65 16.47 16.47 -0.04 1,130 20,955 +454
Total Volume and Open Interest 28,924 459,475 +3,069
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060322 23.65 23.70 23.63 23.63 -0.07 591 1,727 -300
Jul06 060322 23.30 23.39 23.30 23.39 +0.04 567 4,389 -83
Sep06 060322 23.35 23.35 23.34 23.34 +0.04 50 3,095 +3
Nov06 060322 22.23 22.23 22.23 22.23 -0.01 15 932 +0
Total Volume and Open Interest 1,223 12,544 -380
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060322 917 921 904 915 +1 2,507 49,323 -786
Jul06 060322 922 925 910 920 +1 1,218 42,644 +202
Sep06 060322 933 935 922 931 +1 718 34,504 +6
Dec06 060322 945 946 940 946 +1 407 29,344 +54
Mar07 060322 949 956 949 956 +3 23 11,985 +2
May07 060322 965 965 965 965 +2 0 1,074 +0
Total Volume and Open Interest 5,015 172,530 -713
London Coffee(LCE)
Mar06 060322 1110.00 1117.00 1098.00 1098.00 -3.00 21 259 -24
May06 060322 1119.00 1144.00 1113.00 1117.00 -1.00 5,602 65,515 -539
Jul06 060322 1135.00 1155.00 1130.00 1133.00 unch 1,866 32,949 +271
Sep06 060322 1148.00 1167.00 1143.00 1146.00 unch 994 15,050 +233
Nov06 060322 1164.00 1165.00 1155.00 1157.00 unch 855 3,683 +423
Jan07 060322 1164.00 1164.00 1164.00 1164.00 unch 9 349 +2
Total Volume and Open Interest 7,951 117,561 +586
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060322 452.90 455.00 443.50 446.20 -6.20 3,449 28,464 -1,241
Aug06 060322 454.00 456.20 445.20 448.00 -6.40 2,395 18,431 +699
Oct06 060322 453.00 454.00 444.90 446.50 -6.30 417 11,069 +123
Dec06 060322 448.00 448.00 440.00 441.00 -6.60 117 4,056 +46
Total Volume and Open Interest 6,591 67,645 -293
Cotton(NYBOT)
May06 060322 53.39 53.40 52.20 52.22 -0.99 9,123 90,233 +471
Jul06 060322 54.48 54.65 53.55 53.62 -0.90 2,717 23,463 +306
Oct06 060322 56.50 56.50 55.70 55.70 -1.00 17 876 +2
Dec06 060322 57.60 57.72 56.90 56.95 -0.80 1,245 14,072 +258
Mar07 060322 58.80 58.80 58.50 58.50 -0.80 390 1,974 +152
May07 060322 59.15 59.15 59.15 59.15 -0.75 0 106 +0
Total Volume and Open Interest 15,431 131,298 +1,364
Lumber(CME)
May06 060322 324.6 327.4 324.2 324.4 +0.2 476 3,054 +35
Jul06 060322 332.9 334.4 332.0 334.4 +2.9 109 598 -1
Sep06 060322 340.3 344.9 339.1 343.9 +3.5 12 209 +9
Nov06 060322 326.8 326.8 326.8 326.8 unch 2 36 +0
Total Volume and Open Interest 810 3,854 +32
Crude Oil(NYM)
May06 060322 62.15 62.85 61.61 61.77 -0.57 117,421 260,721 -11,250
Jun06 060322 63.30 64.05 62.85 63.00 -0.61 56,262 131,637 +2,588
Jul06 060322 64.15 64.75 63.60 63.78 -0.62 16,968 47,362 +2,401
Aug06 060322 65.00 65.20 64.10 64.27 -0.63 6,766 27,349 +1,580
Sep06 060322 64.95 65.45 64.66 64.66 -0.64 3,023 32,361 +225
Oct06 060322 65.30 65.60 64.99 64.99 -0.65 966 27,241 +70
Nov06 060322 65.50 65.50 65.25 65.25 -0.66 1,650 15,894 +11
Dec06 060322 66.00 66.35 65.30 65.45 -0.66 11,716 86,553 -769
Jan07 060322 65.61 65.61 65.61 65.61 -0.66 821 19,984 +179
Feb07 060322 66.20 66.20 65.76 65.76 -0.66 402 7,464 +12
Mar07 060322 65.88 65.88 65.88 65.88 -0.65 325 8,079 -35
Apr07 060322 65.97 65.97 65.97 65.97 -0.64 0 7,727 -500
May07 060322 66.03 66.03 66.03 66.03 -0.64 36 3,887 +9
Jun07 060322 66.49 66.70 66.07 66.07 -0.64 1,280 30,729 +138
Jul07 060322 66.07 66.07 66.07 66.07 -0.64 0 4,895 +0
Aug07 060322 66.07 66.07 66.07 66.07 -0.64 0 4,611 +0
Total Volume and Open Interest 271,631 948,314 -30,953
Heating Oil(NYM)
Apr06 060322 177.50 178.00 174.10 174.51 -2.71 16,758 26,018 -1,670
May06 060322 177.30 178.20 174.20 174.54 -2.76 15,334 64,615 +805
Jun06 060322 177.70 178.60 175.24 175.24 -2.61 3,639 18,621 +159
Jul06 060322 178.25 179.75 176.50 176.69 -2.36 1,160 16,148 -33
Aug06 060322 180.30 182.10 179.04 179.04 -2.21 319 7,307 -53
Sep06 060322 184.50 185.00 181.39 181.39 -2.21 183 4,576 -57
Oct06 060322 185.70 186.90 184.04 184.04 -2.21 27 2,498 +14
Nov06 060322 190.00 190.00 187.04 187.04 -2.21 22 2,121 +2
Dec06 060322 192.65 192.65 189.64 189.64 -2.21 1,070 11,745 +234
Jan07 060322 193.85 194.75 191.69 191.69 -2.16 249 7,185 +67
Feb07 060322 193.50 195.20 192.19 192.19 -2.16 134 1,384 +83
Mar07 060322 193.70 193.70 190.59 190.59 -2.16 381 2,382 +8
Total Volume and Open Interest 40,681 170,409 -3,236
Unleaded Gas(NYM)
Apr06 060322 180.35 180.75 173.00 173.65 -10.30 23,489 28,461 -1,918
May06 060322 177.80 177.90 171.70 172.29 -6.49 16,006 64,383 +761
Jun06 060322 178.00 178.50 173.50 173.69 -5.09 3,128 15,919 +684
Jul06 060322 179.00 179.00 174.59 174.59 -4.34 1,039 7,858 +90
Aug06 060322 180.50 180.50 175.69 175.69 -4.04 81 6,443 -14
Sep06 060322 180.00 180.00 175.69 175.69 -3.79 363 6,041 +76
Oct06 060322 171.00 171.00 169.69 169.69 -3.29 171 4,093 -115
Nov06 060322 172.00 172.00 168.09 168.09 -3.04 0 1,105 +0
Dec06 060322 167.39 167.39 167.39 167.39 -2.94 33 2,482 +9
Jan07 060322 168.69 168.69 168.69 168.69 -2.84 3 905 +3
Total Volume and Open Interest 42,867 138,114 -1,066
Natural Gas(NYM)
Apr06 060322 6.950 7.130 6.920 6.953 +0.085 18,862 40,494 -2,608
May06 060322 7.100 7.270 7.080 7.103 +0.092 10,050 94,541 +1,846
Jun06 060322 7.280 7.430 7.260 7.273 +0.097 2,198 28,192 +35
Jul06 060322 7.440 7.550 7.430 7.443 +0.102 3,268 26,071 +303
Aug06 060322 7.570 7.690 7.570 7.576 +0.100 900 23,688 -347
Sep06 060322 7.680 7.820 7.660 7.683 +0.095 991 21,269 +426
Oct06 060322 7.840 7.920 7.826 7.826 +0.092 4,105 42,947 +263
Nov06 060322 9.120 9.160 9.090 9.106 +0.082 1,589 29,732 -483
Dec06 060322 10.220 10.240 10.176 10.176 +0.072 720 20,525 +81
Jan07 060322 10.880 10.920 10.830 10.871 +0.072 4,152 48,425 +638
Feb07 060322 10.820 10.910 10.820 10.861 +0.072 177 18,767 -27
Mar07 060322 10.630 10.720 10.630 10.651 +0.072 2,289 25,685 +679
Apr07 060322 9.000 9.000 8.930 8.966 +0.087 2,751 17,110 -21
May07 060322 8.770 8.781 8.770 8.781 +0.087 1,654 16,706 +329
Jun07 060322 8.836 8.836 8.836 8.836 +0.084 170 6,946 -22
Jul07 060322 8.930 8.930 8.904 8.904 +0.082 37 4,866 +11
Total Volume and Open Interest 78,343 645,682 +1,552
Brent Crude Oil(ICE)
May06 060322 61.99 62.80 61.40 61.50 -0.63 80,102 87,631 -15,942
Jun06 060322 62.39 63.16 61.82 61.90 -0.65 46,284 121,929 +2,179
Jul06 060322 63.04 63.54 62.29 62.36 -0.63 17,057 26,446 +845
Aug06 060322 63.40 63.90 62.73 62.76 -0.62 8,565 16,818 +1,295
Sep06 060322 63.78 64.19 63.10 63.10 -0.63 3,410 18,331 +472
Oct06 060322 64.04 64.23 63.37 63.37 -0.66 1,040 13,041 +476
Nov06 060322 64.19 64.47 63.60 63.60 -0.68 874 6,274 -451
Dec06 060322 64.51 64.89 63.79 63.79 -0.69 6,119 35,109 +995
Jan07 060322 64.96 64.96 63.96 63.96 -0.70 805 9,454 -75
Feb07 060322 65.20 65.20 64.11 64.11 -0.67 870 6,679 +10
Mar07 060322 65.13 65.18 64.21 64.21 -0.66 0 4,894 +0
Apr07 060322 64.30 64.30 64.30 64.30 -0.65 0 875 -500
May07 060322 64.36 64.36 64.36 64.36 -0.65 0 286 +0
Jun07 060322 65.11 65.49 64.41 64.41 -0.64 0 10,978 +0
Total Volume and Open Interest 167,434 408,661 +9,601
Gas Oil(ICE)
Apr06 060322 557.00 561.00 551.00 558.25 +11.25 31,808 57,211 -4,482
May06 060322 556.00 560.75 550.50 558.00 +9.00 21,038 51,772 +2,996
Jun06 060322 558.50 564.00 554.00 561.25 +8.75 11,582 26,746 +945
Jul06 060322 565.00 568.25 561.75 566.00 +8.25 2,901 11,327 -550
Aug06 060322 570.00 571.50 569.25 571.50 +8.00 238 6,513 -36
Sep06 060322 575.50 578.00 572.50 577.25 +8.00 36 6,733 +0
Oct06 060322 583.50 583.50 578.00 582.75 +7.75 386 8,452 -100
Nov06 060322 586.25 586.25 586.25 586.25 +7.75 0 3,445 +0
Dec06 060322 586.00 588.50 584.25 588.25 +7.50 2,358 28,647 -188
Jan07 060322 590.50 590.50 590.50 590.50 +7.50 450 3,365 +105
Total Volume and Open Interest 70,797 222,226 -1,310
US Dollar Index(NYBOT)
Jun06 060322 89.25 89.49 89.15 89.35 +0.09 3,897 25,604 -454
Sep06 060322 89.00 89.00 89.00 89.00 +0.09 16 2,045 -5
Dec06 060322 88.66 88.66 88.66 88.66 +0.09 0 43 +0
Total Volume and Open Interest 2,930 28,151 +322
Australian Dollar(CME)
Jun06 060322 71.46 71.96 71.46 71.91 +0.29 6,133 60,799 +6,880
Sep06 060322 71.64 71.83 71.64 71.83 +0.29 1 100 +12
Dec06 060322 71.75 71.75 71.75 71.75 +0.29 2 154 +2
Total Volume and Open Interest 35,019 54,164 +809
British Pound(CME)
Jun06 060322 174.79 175.16 174.77 174.84 -0.14 2,949 67,982 +749
Sep06 060322 175.09 175.09 175.09 175.09 -0.14 0 114 -6
Dec06 060322 175.34 175.34 175.34 175.34 -0.14 0 3 +0
Total Volume and Open Interest 36,688 67,356 -2,528
Canadian Dollar(CME)
Jun06 060322 85.55 86.19 85.54 85.98 -0.25 2,912 82,158 -3
Sep06 060322 85.84 86.38 85.84 86.22 -0.25 63 2,239 +54
Dec06 060322 86.10 86.50 86.10 86.46 -0.25 131 649 +84
Mar07 060322 86.70 86.70 86.70 86.70 -0.25 46 157 +46
Total Volume and Open Interest 39,060 85,038 -847
Japanese Yen(CME)
Jun06 060322 86.45 86.80 86.45 86.56 +0.16 6,161 156,898 -2,204
Sep06 060322 87.62 87.62 87.62 87.62 +0.16 2 18,936 -41
Dec06 060322 88.65 88.65 88.65 88.65 +0.16 0 126 +0
Total Volume and Open Interest 63,149 178,207 -80
Swiss Franc(CME)
Jun06 060322 77.44 77.64 77.27 77.33 -0.28 8,284 83,049 +8,824
Sep06 060322 78.03 78.03 78.03 78.03 -0.27 0 208 +65
Dec06 060322 78.61 78.61 78.61 78.61 -0.27 0 50 +1
Total Volume and Open Interest 31,907 74,417 -2,405
EuroFX(CME)
Jun06 060322 121.41 121.73 121.34 121.45 -0.22 4,965 139,173 +3,892
Sep06 060322 122.08 122.08 122.08 122.08 -0.22 5 2,081 -79
Dec06 060322 122.66 122.66 122.66 122.66 -0.22 55 228 +51
Total Volume and Open Interest 87,891 137,672 +2,429
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060322 9170.0 9205.0 9115.0 9142.0 -23.0 7,172 47,914 -3,798
Total Volume and Open Interest 19,279 77,487 -1,056
30-Year T-Bonds(CBOT)
Mar06 060322 110~23 111~05 110~23 110~29 +0~04 4,330 16,341 -3,168
Jun06 060322 110~20 111~04 110~17 110~28 +0~06 480,273 600,040 +36,560
Sep06 060322 110~30 111~03 110~30 110~30 +0~07 518 2,591 +112
Total Volume and Open Interest 195,324 586,012 -7,277
10-Year T-Notes(CBOT)
Mar06 060322 107~120 107~160 107~100 107~120 +0~015 6,160 28,157 -4,025
Jun06 060322 107~065 107~135 107~045 107~085 +0~010 1,146,852 1,933,744 +38,223
Total Volume and Open Interest 607,111 1,958,167 -10,517
5-Year T-Notes(CBOT)
Mar06 060322 104~315 105~000 104~315 105~000 -0~010 2,089 0 +0
Jun06 060322 104~295 105~015 104~290 104~305 unch 522,816 0 +0
Sep06 060322 104~305 104~305 104~305 104~305 unch 0 6,646 +0
Total Volume and Open Interest 328,182 1,167,072 -10,046
2 Year T-Notes(CBOT)
Mar06 060322 102~010 102~010 102~010 102~010 -0~004 51 15,536 -847
Jun06 060322 102~012 102~017 102~012 102~012 -0~004 1,872 470,972 +2,424
Total Volume and Open Interest 72,428 484,931 +11,089
Eurodollars(CME)
Jun06 060322 94.880 94.895 94.870 94.875 -0.005 31,248 1,413,589 +21,984
Sep06 060322 94.845 94.865 94.830 94.835 -0.010 227,111 1,351,003 -13,057
Dec06 060322 94.880 94.900 94.865 94.870 -0.015 27,801 1,355,780 +31,077
Mar07 060322 94.950 94.965 94.930 94.935 -0.020 25,337 1,111,062 +17,248
Jun07 060322 94.990 95.005 94.970 94.975 -0.020 29,150 820,828 +21,552
Sep07 060322 95.005 95.020 94.990 94.990 -0.020 29,605 776,695 -13,607
Dec07 060322 95.005 95.020 94.990 94.990 -0.015 21,190 514,665 -2,653
Mar08 060322 95.000 95.015 94.985 94.990 -0.010 21,180 330,941 +2,711
Jun08 060322 94.990 95.005 94.970 94.975 -0.010 10,735 253,334 +1,055
Sep08 060322 94.980 94.980 94.950 94.955 -0.005 22,926 229,521 -8,106
Dec08 060322 94.940 94.940 94.915 94.920 unch 11,419 173,121 -2,194
Mar09 060322 94.925 94.925 94.900 94.905 +0.005 14,155 132,074 +2,393
Jun09 060322 94.900 94.905 94.875 94.880 +0.010 2,281 119,116 +918
Sep09 060322 94.865 94.870 94.850 94.850 +0.015 3,526 108,225 +1,569
Dec09 060322 94.825 94.835 94.810 94.815 +0.020 3,306 97,200 +1,544
Mar10 060322 94.815 94.820 94.800 94.805 +0.020 3,378 71,913 +108
Jun10 060322 94.790 94.805 94.785 94.785 +0.020 5,179 58,775 -943
Sep10 060322 94.770 94.780 94.760 94.765 +0.025 5,320 58,014 -735
Total Volume and Open Interest 1,312,200 9,087,780 -45,913
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060322 99.77 99.77 99.77 99.77 unch 0 12,122 -40
Sep06 060322 99.57 99.57 99.57 99.57 -0.02 2,429 5,584 +483
Dec06 060322 99.36 99.37 99.36 99.37 -0.01 76 6,966 -735
Mar07 060322 99.17 99.17 99.16 99.17 -0.01 1,060 2,969 +685
Jun07 060322 99.00 99.01 98.99 99.00 -0.02 0 3,526 +14
Sep07 060322 98.84 98.84 98.84 98.84 -0.03 0 2,085 +0
Dec07 060322 98.71 98.71 98.71 98.71 -0.02 13 333 -90
Mar08 060322 98.61 98.61 98.61 98.61 -0.03 0 73 -2
Jun08 060322 98.47 98.47 98.47 98.47 -0.04 0 252 +0
Total Volume and Open Interest 3,578 33,914 +315
3-Mth Euro-Yen(SIMEX)
Jun06 060322 99.77 99.77 99.76 99.77 unch 0 66,252 -443
Sep06 060322 99.59 99.59 99.56 99.57 -0.02 321 43,367 +9
Dec06 060322 99.38 99.38 99.35 99.37 -0.02 1 76,757 -230
Mar07 060322 99.19 99.19 99.16 99.16 -0.04 123 41,388 -52
Jun07 060322 99.01 99.02 98.99 99.00 -0.03 27 20,555 +1
Sep07 060322 98.87 98.87 98.84 98.85 -0.03 0 15,763 -25
Dec07 060322 98.74 98.74 98.71 98.71 -0.04 0 18,189 +0
Mar08 060322 98.56 98.58 98.56 98.58 -0.04 0 15,909 +23
Total Volume and Open Interest 472 300,475 -242
German Euro-Bund(EUREX)
Jun06 060322 118.03 118.32 117.94 118.18 +0.28 1,372,816 1,529,745 -14,927
Sep06 060322 118.45 118.75 118.44 118.63 +0.31 2,304 14,375 +925
Dec06 060322 117.63 117.63 117.63 117.63 +0.30 300 0 +0
Total Volume and Open Interest 1,375,420 1,544,120 -14,002
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060322 110.65 110.65 110.62 110.62 +0.14 971 335 +230
Dec06 060322 110.15 110.15 110.15 110.15 +0.14      
Total Volume and Open Interest 700,080 1,156,648 -50,851
Long Gilt(LIFFE)
Mar06 060322 112~11 112~23 112~03 112~19 +0~09 2,147 28,226 -902
Jun06 060322 111~31 112~14 111~21 112~09 +0~10 70,598 265,011 +8
Total Volume and Open Interest 63,406 294,131 -6,346
3-Mth Short Sterling(LIFFE)
Jun06 060322 95.37 95.37 95.37 95.37 -0.01 40,868 428,672 -2,240
Sep06 060322 95.32 95.32 95.32 95.32 -0.01 76,051 410,032 +16,583
Dec06 060322 95.26 95.26 95.26 95.26 -0.01 47,868 312,926 -851
Total Volume and Open Interest 128,928 1,989,715 +6,934
3-Mth Euribor(LIFFE)
Jun06 060322 96.990 96.995 96.980 96.990 +0.005 105,811 691,760 -5,876
Sep06 060322 96.775 96.790 96.760 96.780 +0.010 105,074 547,182 -12,083
Dec06 060322 96.625 96.645 96.610 96.635 +0.015 144,083 649,297 +3,873
Total Volume and Open Interest 588,900 3,413,709 -1,646
3-Mth Aus T-Bills(SFE)
Jun06 060322 94.39 94.40 94.38 94.40 unch 5,470 168,071 -3,784
Sep06 060322 94.40 94.41 94.38 94.41 -0.02 21,468 182,310 +10,818
Dec06 060322 94.38 94.39 94.37 94.38 -0.04 1,564 52,324 -1,665
Mar07 060322 94.35 94.35 94.34 94.35 -0.04 757 31,189 -281
Jun07 060322 94.33 94.33 94.31 94.32 -0.05 461 31,302 +398
Sep07 060322 94.30 94.30 94.29 94.30 -0.04 550 20,384 +27
Dec07 060322 94.28 94.28 94.26 94.27 -0.05 0 10,514 +0
Mar08 060322 94.24 94.24 94.24 94.24 -0.05 0 6,084 +0
Jun08 060322 94.23 94.23 94.23 94.23 -0.04 0 1,592 +0
Sep08 060322 94.22 94.22 94.22 94.22 -0.04 0 486 +0
Total Volume and Open Interest 30,270 505,436 +5,513
10-Year Aus T-Bonds(SFE)
Jun06 060322 94.68 94.68 94.64 94.65 -0.06 22,535 302,665 -8,581
Sep06 060322 94.65 94.65 94.65 94.65 -0.06      
Total Volume and Open Interest 22,535 302,665 -8,581
3-Year Aus T-Bonds(SFE)
Jun06 060322 94.73 94.73 94.69 94.71 -0.05 62,569 339,911 -1,154
Sep06 060322 94.71 94.71 94.71 94.71 -0.05      
Total Volume and Open Interest 62,569 339,911 -1,154
Gold(CMX)
Apr06 060322 548.1 552.7 547.3 551.7 -1.5 73,603 153,641 -4,239
Jun06 060322 553.0 557.8 552.5 556.7 -1.5 13,343 92,544 +3,189
Aug06 060322 557.6 562.0 557.6 561.7 -1.5 64 8,089 +0
Oct06 060322 565.0 566.7 564.6 566.7 -1.5 2 10,143 -2
Dec06 060322 568.0 573.5 567.8 571.7 -1.5 329 17,352 +5
Feb07 060322 576.6 576.6 576.6 576.6 -1.5 0 9,232 +0
Apr07 060322 581.5 581.5 581.5 581.5 -1.5 0 1,268 +0
Jun07 060322 586.4 586.4 586.4 586.4 -1.5 2 9,216 +1
Aug07 060322 591.4 591.4 591.4 591.4 -1.5 0 160 +0
Oct07 060322 596.3 596.3 596.3 596.3 -1.5 0 6 +0
Dec07 060322 600.0 601.5 600.0 601.2 -1.5 1 10,143 -3
Total Volume and Open Interest 87,344 319,618 -1,049
Silver(CMX)
Mar06 060322 1050.0 1060.0 1044.6 1044.6 -7.0 139 566 -17
May06 060322 1053.0 1060.0 1048.5 1049.5 -7.0 32,305 83,097 +1,228
Jul06 060322 1062.0 1066.0 1055.0 1055.8 -7.2 1,349 16,612 -304
Sep06 060322 1067.0 1067.0 1056.0 1059.8 -7.7 52 5,143 -10
Dec06 060322 1062.0 1078.0 1062.0 1063.0 -7.0 1,078 14,917 +437
Mar07 060322 1080.0 1080.0 1065.5 1065.5 -7.0 76 3,870 +15
May07 060322 1066.5 1066.5 1066.5 1066.5 -7.0 217 856 +200
Total Volume and Open Interest 13,789 130,551 +68
Platinum(NYM)
Apr06 060322 1037.6 1048.0 1037.6 1046.0 +10.3 867 5,401 -249
Jul06 060322 1044.5 1055.5 1044.5 1055.2 +10.8 412 2,583 +178
Oct06 060322 1060.2 1060.2 1060.2 1060.2 +10.8 2 4 -2
Total Volume and Open Interest 1,642 8,061 +250
Palladium(NYME)
Mar06 060322 323.05 323.05 323.05 323.05 +8.10 0 28 +0
Jun06 060322 320.75 326.00 320.70 325.95 +7.90 1,472 14,016 +70
Sep06 060322 326.00 329.95 326.00 329.95 +7.90 59 243 +2
Total Volume and Open Interest 889 14,671 +72
Copper(CMX)
Mar06 060322 233.40 235.50 233.20 235.00 +1.60 302 2,638 -117
May06 060322 232.60 235.00 232.20 233.90 +1.50 7,628 63,548 -386
Jul06 060322 230.60 232.10 229.80 231.65 +1.55 805 15,508 +126
Sep06 060322 227.50 228.45 227.50 228.45 +1.55 162 4,331 +58
Dec06 060322 222.70 223.50 222.00 223.30 +1.30 61 2,823 -12
Total Volume and Open Interest 13,680 97,326 +1,182
Aluminum(CMX)
Mar06 060322 112.85 112.85 112.85 112.85 -0.40      
Apr06 060322 113.35 113.35 113.35 113.35 -0.40 15 181 -1
May06 060322 113.60 113.60 113.60 113.60 -0.40 0 53 +0
Jun06 060322 113.60 113.60 113.60 113.60 -0.40 0 52 +0
Jul06 060322 113.60 113.60 113.60 113.60 -0.40 0 20 +0
Aug06 060322 113.60 113.60 113.60 113.60 -0.40      
Total Volume and Open Interest 15 451 -1
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060322 11317 11400 11308 11387 +70 8,804 39,263 +726
Sep06 060322 11463 11463 11463 11463 +70 1 49 +1
Dec06 060322 11538 11538 11538 11538 +70 1 1,676 +1
Total Volume and Open Interest 4,492 40,260 +246
S & P 500(CME)
Jun06 060322 1305.80 1315.90 1305.30 1314.60 +7.10 30,361 648,275 +292
Sep06 060322 1320.00 1325.90 1320.00 1325.20 +7.10 32 6,136 +1
Dec06 060322 1335.70 1335.70 1335.70 1335.70 +7.10 4 628 -2
Mar07 060322 1346.10 1346.10 1346.10 1346.10 +7.10 0 55 +0
Total Volume and Open Interest 22,757 654,848 +1,686
S & P 500 E-Mini(Globex)
Jun06 060322 1307.25 1316.00 1304.75 1314.50 +7.00 131,431 1,181,087 -7,002
Sep06 060322 1317.00 1326.75 1317.00 1325.25 +7.25 287 243 +202
Total Volume and Open Interest 508,050 1,188,130 +7,804
NASDAQ 100(CME)
Jun06 060322 1680.50 1696.50 1679.00 1691.00 +0.50 9,976 56,186 +172
Sep06 060322 1710.50 1710.50 1710.50 1710.50 +0.50 0 1 +0
Dec06 060322 1730.00 1730.00 1730.00 1730.00 +0.50      
Total Volume and Open Interest 4,343 56,015 +672
NASDAQ 100 E-Mini(Globex)
Jun06 060322 1690.00 1696.50 1671.50 1691.00 +0.50 439,769 225,624 +7,468
Sep06 060322 1695.00 1712.50 1695.00 1710.50 +0.50 48 50 +16
Total Volume and Open Interest 176,693 218,190 +2,086
S & P Midcap 400(CME)
Jun06 060322 780.00 789.25 780.00 787.00 +5.70 285 11,132 +231
Sep06 060322 138.64 138.64 138.64 138.64 +5.70      
Dec06 060322 145.64 145.64 145.64 145.64 +5.70      
Total Volume and Open Interest 285 11,132 +231
Russell 2000(CME)
Jun06 060322 739.00 750.70 738.25 749.30 +9.40 1,073 31,436 +114
Sep06 060322 755.30 755.30 755.30 755.30 +9.40 0 36 +0
Dec06 060322 751.00 761.30 751.00 761.30 +9.40 0 2 +0
Total Volume and Open Interest 1,074 31,360 +55
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060322 739.80 751.40 737.50 749.30 +9.40 161,770 289,081 +7,896
Sep06 060322 746.00 755.30 746.00 755.30 +9.40 9 86 +2
Total Volume and Open Interest 107,572 281,269 +496
Value Line(KCBT)
Jun06 060322 2066.00 2090.50 2066.00 2089.00 +19.50 152 94 -12
Total Volume and Open Interest 185 107 +37
Nikkei 225(CME)
Jun06 060322 16490 16530 16400 16440 -85 64,491 197,014 +1,963
Sep06 060322 16425 16425 16415 16425 -130 33 158 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060322 16490 16530 16400 16440 -85 64,491 197,014 +1,963
Sep06 060322 16425 16425 16415 16425 -130 33 158 +0
Dec06 060322 16385 16385 16385 16385 -130      
Total Volume and Open Interest 64,536 197,247 +1,960
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060322 5131.0 5213.0 5128.0 5201.5 +43.5 69,877 384,816 +16,976
May06 060322 5080.0 5151.0 5080.0 5144.5 +43.5 182 1,756 +96
Total Volume and Open Interest 53,489 458,133 -6,443
Hang Seng Index(HKFE)
Mar06 060322 15792 15822 15565 15571 -264 25,223 123,801 +2,375
Apr06 060322 15816 15862 15607 15613 -258 1,341 3,899 +715
Total Volume and Open Interest 26,659 128,802 +3,117
DAX Index(EUREX)
Jun06 060322 5906.0 5994.5 5896.0 5978.0 +33.0 170,599 203,480 +3,163
Sep06 060322 5948.0 6038.0 5946.0 6022.5 +33.5 342 11,123 -108
Dec06 060322 5999.5 6086.5 5999.5 6071.5 +33.5 152 161 +151
Total Volume and Open Interest 171,093 211,558 +2,051
FT-SE 100(LIFFE)
Jun06 060322 5981.50 6029.00 5971.50 6027.00 +29.50 56,298 437,143 +4,382
Sep06 060322 6007.00 6044.00 6007.00 6044.00 +30.00 53 2,605 +7
Dec06 060322 6048.50 6077.00 6048.50 6077.00 +30.00 5 10,325 +0
Total Volume and Open Interest 60,518 445,684 +2,225
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060322 4983.0 5049.0 4983.0 5028.0 +15.0 9,689 193,970 -2,670
Sep06 060322 5035.0 5035.0 5027.0 5027.0 +16.0 242 3,211 -70
Total Volume and Open Interest 10,496 201,296 -2,771
GSCI(CME)
Apr06 060322 423.30 425.00 418.50 419.00 -3.90 205 22,208 -11
May06 060322 425.00 425.00 425.00 425.00 -3.25 70 475 +80
Jun06 060322 428.90 428.90 428.90 428.90 -2.85      
Total Volume and Open Interest 166 22,614 +23
Reuters CRB Index(NYBOT)
Apr06 060322 350.00 350.50 350.00 350.00 +0.10 5 337 +0
Jun06 060322 355.75 356.25 355.75 356.25 +1.10 32 448 -11
Aug06 060322 362.50 362.50 362.50 362.50 +2.10 0 202 +0
Total Volume and Open Interest 2 5 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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