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 Mon March 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060327 580.00 587.50 576.50 579.50 +5.75 30,922 183,666 -2,573
Jul06 060327 592.00 599.75 589.50 592.00 +5.00 7,388 86,835 +213
Aug06 060327 597.50 604.50 593.50 596.75 +5.25 436 6,700 +221
Sep06 060327 599.50 608.00 598.00 600.00 +5.50 444 4,367 +244
Nov06 060327 610.00 615.50 606.00 608.00 +4.75 2,941 62,363 +294
Jan07 060327 618.00 622.00 615.00 616.50 +5.00 613 3,282 +213
Mar07 060327 624.00 628.00 621.00 622.50 +4.50 114 798 +12
Total Volume and Open Interest 43,115 353,326 -1,314
Soybean Meal(CBOT)
May06 060327 176.80 181.00 176.70 178.80 +3.50 15,719 62,003 -1,160
Jul06 060327 179.20 183.20 179.10 181.10 +3.50 5,598 41,486 -225
Aug06 060327 180.00 184.40 180.00 182.30 +3.50 1,688 10,985 -60
Sep06 060327 181.00 185.00 181.00 183.00 +3.00 133 8,660 +43
Oct06 060327 183.00 185.50 182.00 183.10 +2.90 110 7,210 +73
Dec06 060327 183.00 187.20 183.00 185.10 +3.10 1,083 19,817 +425
Jan07 060327 187.30 188.00 185.00 186.00 +3.30 0 588 +0
Mar07 060327 187.70 187.70 187.70 187.70 +2.60 0 504 +0
Total Volume and Open Interest 24,331 151,280 -904
Soybean Oil(CBOT)
May06 060327 22.80 23.12 22.65 22.66 -0.08 11,978 103,292 -1,976
Jul06 060327 23.20 23.50 23.05 23.09 -0.03 3,725 51,738 +1,211
Aug06 060327 23.37 23.65 23.22 23.26 -0.04 226 5,574 -17
Sep06 060327 23.65 23.65 23.43 23.44 -0.04 31 4,947 +14
Oct06 060327 23.71 23.71 23.65 23.65 -0.03 32 3,686 +4
Dec06 060327 24.02 24.25 23.91 23.92 -0.08 633 19,538 +41
Jan07 060327 24.20 24.20 24.10 24.10 -0.10 2 955 +0
Mar07 060327 24.40 24.40 24.35 24.35 -0.15 2 211 +0
Total Volume and Open Interest 16,630 191,513 -722
Canola(WCE)
May06 060327 259.1 260.4 256.2 258.3 -0.2 11,796 37,024 -4,652
Jul06 060327 266.6 268.5 264.0 265.7 -0.9 9,012 28,575 +4,929
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060327 280.9 283.7 278.2 280.9 unch 3,773 14,627 +1,672
Jan07 060327 288.3 288.3 288.3 288.3 unch 9 1,077 +9
Total Volume and Open Interest 24,594 81,961 +1,962
Corn(CBOT)
May06 060327 220.50 223.00 219.75 221.75 +3.00 40,974 436,750 -6,642
Jul06 060327 231.25 234.00 231.00 232.50 +2.75 14,538 237,252 +3,090
Sep06 060327 241.00 243.00 240.75 242.50 +3.00 2,030 42,071 +222
Dec06 060327 253.25 255.00 252.75 254.50 +3.00 9,364 249,383 +2,043
Mar07 060327 262.50 264.00 261.00 263.75 +3.25 2,506 33,456 +540
May07 060327 266.50 267.75 266.25 267.75 +2.00 11 2,220 +5
Total Volume and Open Interest 70,405 1,064,134 -520
Wheat(CBOT)
May06 060327 343.00 344.25 339.00 339.75 -2.75 19,521 194,305 -3,074
Jul06 060327 354.50 356.00 351.50 351.75 -2.75 7,889 85,820 +1,054
Sep06 060327 366.50 367.00 363.50 363.50 -2.00 1,217 13,206 +168
Dec06 060327 381.00 382.50 378.00 378.00 -3.00 3,346 60,393 -158
Mar07 060327 393.50 394.50 391.50 391.50 -2.00 598 5,930 +131
Total Volume and Open Interest 33,154 379,534 -1,685
Wheat(KCBT)
May06 060327 402.50 404.00 397.50 397.50 -4.00 5,518 42,906 -718
Jul06 060327 406.50 407.50 401.50 402.50 -2.75 7,203 38,866 -3,132
Sep06 060327 411.00 411.50 406.50 407.00 -3.00 1,222 9,278 +277
Dec06 060327 418.00 418.50 413.50 413.50 -3.25 1,254 20,953 -1,279
Mar07 060327 422.00 422.00 418.00 418.00 -4.00 31 776 +30
Total Volume and Open Interest 15,281 116,180 -4,851
Wheat(MGE)
May06 060327 393.00 395.00 390.00 390.50 -2.25 2,520 13,695 -1,539
Jul06 060327 400.00 401.00 395.50 396.50 -2.25 1,264 13,338 -268
Sep06 060327 403.00 404.00 399.00 401.00 -2.00 439 7,880 +28
Dec06 060327 411.50 411.50 407.25 408.00 -1.50 223 11,085 +42
Mar07 060327 414.50 414.50 414.50 414.50 -1.50 5 345 +0
Total Volume and Open Interest 4,466 46,468 -1,722
Oats(CBOT)
May06 060327 174.75 175.00 171.25 172.75 +2.00 634 6,097 -218
Jul06 060327 175.75 176.00 175.00 175.75 +1.00 220 1,883 +18
Sep06 060327 171.00 171.00 171.00 171.00 +0.50 0 192 +0
Dec06 060327 167.00 167.00 167.00 167.00 unch 42 2,142 -13
Total Volume and Open Interest 896 10,363 -213
Rough Rice(CBOT)
May06 060327 8.50 8.53 8.28 8.40 -0.08 242 5,362 +20
Jul06 060327 8.78 8.79 8.55 8.69 -0.06 181 2,276 -9
Sep06 060327 8.95 8.95 8.72 8.86 -0.05 15 738 +10
Nov06 060327 9.08 9.10 8.93 9.00 -0.06 132 1,716 +38
Total Volume and Open Interest 618 10,714 +81
Live Cattle(CME)
Apr06 060327 83.000 83.000 81.600 81.875 -0.600 8,105 38,560 -1,209
Jun06 060327 77.150 77.150 75.800 76.075 -0.825 11,240 110,940 +1,908
Aug06 060327 79.000 79.100 77.700 78.050 -0.900 5,542 43,003 +1,351
Oct06 060327 82.950 83.000 81.450 81.875 -0.900 2,199 23,587 +606
Dec06 060327 85.000 85.100 84.100 84.425 -0.675 391 9,488 +23
Feb07 060327 86.950 87.000 86.200 86.575 -0.550 520 4,493 +234
Total Volume and Open Interest 28,220 230,753 +3,028
Feeder Cattle(CME)
Mar06 060327 103.300 103.550 102.800 103.425 -0.025 788 2,948 +57
Apr06 060327 104.950 105.250 103.650 104.125 -0.850 1,374 9,010 -77
May06 060327 104.900 105.100 103.850 104.175 -0.800 1,688 15,350 +245
Aug06 060327 106.850 107.100 105.900 106.700 -0.350 710 7,646 +211
Sep06 060327 105.950 106.200 105.250 106.150 -0.050 34 872 +11
Oct06 060327 105.200 105.350 104.500 105.250 -0.175 49 1,007 +26
Nov06 060327 104.600 104.850 104.400 104.700 -0.400 57 326 +7
Total Volume and Open Interest 4,701 37,224 +481
Lean Hogs(CME)
Apr06 060327 58.800 58.850 57.400 57.750 -0.975 7,637 16,756 -1,957
May06 060327 66.150 66.150 64.800 65.425 -0.750 523 4,388 +51
Jun06 060327 67.500 67.600 66.325 66.775 -0.800 8,532 80,687 +1,828
Jul06 060327 66.900 67.200 66.050 66.225 -0.650 1,610 19,810 +111
Aug06 060327 65.575 65.700 64.625 65.025 -0.650 1,165 11,452 +189
Oct06 060327 55.700 56.000 55.250 55.375 -0.725 541 5,452 +138
Dec06 060327 53.400 53.500 52.900 52.925 -0.575 126 2,928 -13
Feb07 060327 56.350 56.350 55.800 55.800 -0.600 28 569 +16
Total Volume and Open Interest 20,162 142,148 +363
Pork Bellies(CME)
Mar06 060327 87.250 87.250 87.250 87.250 +0.650 6 15 -11
May06 060327 89.000 89.650 87.500 87.675 -0.450 433 1,312 +9
Jul06 060327 90.000 90.000 88.700 89.250 -0.700 59 444 +14
Aug06 060327 84.500 84.500 84.500 84.500 +0.950 0 41 +0
Feb07 060327 86.850 86.850 86.850 86.850 unch 0 6 +0
Total Volume and Open Interest 498 1,824 +12
Class III Milk(CME)
Mar06 060327 11.12 11.12 11.12 11.12 unch 115 2,677 -42
Apr06 060327 10.95 11.00 10.95 10.95 -0.03 56 3,073 -18
May06 060327 10.90 10.95 10.82 10.82 -0.11 58 3,163 +19
Jun06 060327 11.06 11.06 10.95 10.95 -0.11 38 3,111 +11
Jul06 060327 11.33 11.33 11.25 11.28 -0.09 45 2,828 -3
Total Volume and Open Interest 569 32,121 -95
Cocoa(NYBOT)
May06 060327 1490 1502 1481 1484 -6 4,354 49,712 -274
Jul06 060327 1514 1527 1505 1509 -5 1,395 23,927 -180
Sep06 060327 1538 1545 1532 1532 -4 213 19,328 +86
Dec06 060327 1568 1568 1560 1560 -5 63 12,164 +40
Mar07 060327 1590 1590 1585 1585 -5 0 12,213 +0
May07 060327 1620 1620 1603 1603 -4 15 3,115 +10
Jul07 060327 1622 1622 1622 1622 -4 8 922 +4
Total Volume and Open Interest 6,049 130,900 -314
Coffee "C"(NYBOT)
May06 060327 104.80 106.20 104.00 105.95 +0.65 8,024 60,351 -425
Jul06 060327 107.50 108.90 106.75 108.70 +0.70 2,213 21,940 +541
Sep06 060327 110.25 111.40 109.50 111.15 +0.65 568 10,338 +59
Dec06 060327 113.50 114.30 112.70 114.20 +0.60 855 6,442 +487
Mar07 060327 116.70 117.25 115.50 117.25 +0.55 231 2,697 -25
May07 060327 117.50 119.15 117.50 119.15 +0.55 19 602 -5
Total Volume and Open Interest 11,918 103,632 +638
Orange Juice(NYBOT)
May06 060327 146.60 147.50 143.70 145.40 -1.25 4,969 25,257 +1,095
Jul06 060327 142.60 143.75 140.60 142.20 -0.45 1,242 7,365 +476
Sep06 060327 138.50 138.50 136.50 137.10 -0.85 35 3,499 +9
Nov06 060327 134.75 135.70 133.00 134.35 -0.65 68 1,411 -59
Jan07 060327 132.00 132.00 131.00 132.00 +1.00 75 1,504 -43
Total Volume and Open Interest 6,404 39,310 +1,480
Sugar #11(NYBOT)
May06 060327 17.20 17.50 17.17 17.48 +0.35 25,931 215,384 -813
Jul06 060327 16.92 17.29 16.89 17.26 +0.41 9,258 104,113 +1,243
Oct06 060327 16.85 17.15 16.85 17.15 +0.36 2,115 56,760 +130
Mar07 060327 16.92 17.15 16.90 17.13 +0.30 1,284 43,657 +146
May07 060327 16.88 17.00 16.88 17.00 +0.23 870 21,614 +238
Total Volume and Open Interest 40,993 467,037 +1,898
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060327 23.30 23.39 23.30 23.35 +0.02 503 1,169 -391
Jul06 060327 23.27 23.28 23.27 23.28 +0.01 8 4,416 -3
Sep06 060327 23.27 23.30 23.27 23.30 +0.01 7 3,105 -2
Nov06 060327 22.23 22.23 22.23 22.23 unch 0 932 +0
Total Volume and Open Interest 518 12,024 -397
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060327 908 911 901 908 +2 1,844 48,895 -97
Jul06 060327 912 915 906 913 +2 704 42,765 -31
Sep06 060327 922 925 918 923 +1 594 33,842 -195
Dec06 060327 935 939 935 939 +2 64 29,407 -68
Mar07 060327 948 948 948 948 +2 4 11,939 +3
May07 060327 958 958 958 958 +2 2 1,074 +0
Total Volume and Open Interest 3,213 171,056 -388
London Coffee(LCE)
Mar06 060327 1095.00 1095.00 1094.00 1094.00 -11.00 60 204 -19
May06 060327 1115.00 1121.00 1106.00 1110.00 -11.00 2,809 63,642 +22
Jul06 060327 1135.00 1137.00 1124.00 1127.00 -9.00 1,406 33,255 +717
Sep06 060327 1149.00 1150.00 1136.00 1139.00 -9.00 257 16,377 +78
Nov06 060327 1150.00 1150.00 1150.00 1150.00 -9.00 59 3,710 -1
Jan07 060327 1158.00 1160.00 1158.00 1160.00 -9.00 15 386 +13
Total Volume and Open Interest 4,624 117,713 +825
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060327 453.60 458.80 453.00 458.00 +5.00 2,838 25,505 -1,247
Aug06 060327 455.90 458.00 453.50 457.60 +4.60 2,367 19,431 +741
Oct06 060327 454.90 455.40 452.00 455.00 +4.20 835 10,817 -56
Dec06 060327 448.00 449.70 447.00 449.70 +4.20 351 4,392 +206
Total Volume and Open Interest 6,648 65,654 -265
Cotton(NYBOT)
May06 060327 52.76 53.15 52.50 53.10 +0.60 7,550 90,873 -965
Jul06 060327 54.40 54.65 54.00 54.51 +0.43 4,298 26,261 +76
Oct06 060327 56.35 56.70 56.35 56.65 +0.45 459 1,441 +295
Dec06 060327 58.00 58.21 57.80 58.18 +0.42 1,565 15,584 +168
Mar07 060327 59.40 59.70 59.40 59.70 +0.40 68 2,079 +68
May07 060327 60.30 60.30 60.30 60.30 +0.35 0 106 +0
Total Volume and Open Interest 13,940 138,141 -358
Lumber(CME)
May06 060327 322.0 326.9 322.0 325.8 +1.1 228 3,040 -34
Jul06 060327 333.4 334.2 330.7 334.0 +0.6 68 674 +19
Sep06 060327 340.6 341.5 337.7 341.5 -0.3 38 230 +12
Nov06 060327 327.7 327.7 325.2 325.2 -2.4 2 38 +2
Total Volume and Open Interest 336 3,982 -1
Crude Oil(NYM)
May06 060327 63.80 64.45 63.45 64.16 -0.10 91,950 254,504 -7,270
Jun06 060327 64.80 65.35 64.50 65.15 -0.05 52,860 132,871 +384
Jul06 060327 65.45 65.90 65.30 65.82 +0.03 16,507 48,230 +1,225
Aug06 060327 65.85 66.30 65.80 66.21 +0.04 6,143 29,613 +1,213
Sep06 060327 66.15 66.50 66.10 66.50 +0.04 2,158 34,705 +475
Oct06 060327 66.45 66.73 66.45 66.73 +0.03 1,456 26,343 -128
Nov06 060327 66.65 66.90 66.65 66.90 +0.01 2,331 15,474 -406
Dec06 060327 66.85 67.15 66.50 67.04 +0.01 18,202 89,006 +2,863
Jan07 060327 67.00 67.16 67.00 67.16 +0.01 741 20,037 +170
Feb07 060327 67.26 67.26 67.26 67.26 +0.02 10 7,660 +5
Mar07 060327 67.25 67.32 67.25 67.32 +0.03 45 8,166 -2
Apr07 060327 67.35 67.36 67.35 67.36 +0.03 205 8,024 -65
May07 060327 67.35 67.38 67.35 67.38 +0.03 28 3,915 +27
Jun07 060327 67.39 67.39 67.39 67.39 +0.04 100 30,285 +23
Jul07 060327 67.37 67.37 67.37 67.37 +0.04 0 4,690 +0
Aug07 060327 67.35 67.35 67.35 67.35 +0.04 200 4,811 +200
Total Volume and Open Interest 204,518 928,273 -468
Heating Oil(NYM)
Apr06 060327 177.75 180.25 176.70 178.11 -1.13 12,263 19,235 -2,759
May06 060327 178.00 180.20 176.75 178.48 -0.91 16,360 63,790 -1,389
Jun06 060327 178.75 180.50 178.00 179.28 -0.76 5,953 21,138 +602
Jul06 060327 181.00 182.70 181.00 181.03 -0.61 2,177 17,110 +447
Aug06 060327 182.25 185.00 182.25 183.43 -0.61 376 7,392 -66
Sep06 060327 185.25 185.83 185.25 185.83 -0.56 232 4,930 +49
Oct06 060327 188.53 188.53 188.53 188.53 -0.51 32 2,743 -12
Nov06 060327 193.00 193.00 191.53 191.53 -0.51 140 2,103 -14
Dec06 060327 192.90 195.00 192.90 194.18 -0.46 200 11,578 -27
Jan07 060327 197.25 197.50 196.28 196.28 -0.41 66 7,149 -86
Feb07 060327 196.50 197.50 196.50 196.78 -0.41 13 1,383 +1
Mar07 060327 194.80 196.00 194.80 195.13 -0.41 5 2,400 +3
Total Volume and Open Interest 37,869 166,415 -3,249
Unleaded Gas(NYM)
Apr06 060327 179.00 185.00 178.50 182.88 +0.56 16,390 20,165 -3,972
May06 060327 179.75 183.00 177.40 182.41 +0.91 19,248 66,804 +944
Jun06 060327 180.50 183.50 179.75 183.09 +0.84 4,661 16,999 -769
Jul06 060327 181.75 183.71 180.25 183.71 +0.66 1,176 8,516 -588
Aug06 060327 184.00 184.50 184.00 184.41 +0.46 302 6,754 +60
Sep06 060327 183.00 183.96 183.00 183.96 +0.26 307 6,180 +219
Oct06 060327 177.00 177.06 177.00 177.06 -0.14 80 4,001 -24
Nov06 060327 174.80 174.91 174.80 174.91 -0.34 54 1,159 +50
Dec06 060327 173.81 173.81 173.81 173.81 -0.49 340 2,577 +75
Jan07 060327 174.81 174.81 174.81 174.81 -0.54 150 993 +88
Total Volume and Open Interest 42,708 134,148 -3,917
Natural Gas(NYM)
Apr06 060327 7.010 7.110 6.930 7.067 -0.223 25,373 29,329 -3,612
May06 060327 7.160 7.290 7.120 7.242 -0.215 17,301 101,868 +1,486
Jun06 060327 7.340 7.450 7.330 7.420 -0.204 3,492 29,382 +272
Jul06 060327 7.510 7.600 7.490 7.592 -0.199 2,083 26,774 -97
Aug06 060327 7.660 7.750 7.640 7.727 -0.191 1,431 24,251 +179
Sep06 060327 7.770 7.870 7.740 7.837 -0.186 856 21,358 +89
Oct06 060327 7.910 8.010 7.870 7.977 -0.186 6,727 40,437 -893
Nov06 060327 9.180 9.280 9.150 9.242 -0.186 2,367 27,508 -1,184
Dec06 060327 10.200 10.350 10.200 10.292 -0.186 1,578 20,536 +72
Jan07 060327 10.950 11.010 10.950 10.962 -0.181 2,800 46,659 -608
Feb07 060327 10.950 10.980 10.920 10.952 -0.181 178 18,695 +50
Mar07 060327 10.740 10.790 10.700 10.752 -0.181 1,907 28,144 +461
Apr07 060327 9.100 9.175 9.100 9.122 -0.131 935 16,816 -60
May07 060327 8.920 8.980 8.920 8.942 -0.131 844 17,377 +142
Jun07 060327 9.040 9.040 8.990 8.990 -0.131 237 7,497 +115
Jul07 060327 9.100 9.100 9.055 9.055 -0.131 3 4,866 +2
Total Volume and Open Interest 74,762 654,174 +1,150
Brent Crude Oil(ICE)
May06 060327 63.50 63.80 62.80 63.61 +0.10 61,907 86,097 -5,135
Jun06 060327 64.01 64.18 63.19 64.00 +0.08 32,936 127,292 +927
Jul06 060327 64.37 64.58 63.60 64.43 +0.12 10,990 30,494 +1,067
Aug06 060327 64.47 64.79 63.96 64.74 +0.11 3,615 17,884 +516
Sep06 060327 64.71 65.03 64.25 64.99 +0.10 1,550 17,682 +87
Oct06 060327 64.85 65.24 64.85 65.20 +0.09 455 12,795 +25
Nov06 060327 64.73 65.42 64.69 65.38 +0.08 414 7,077 -145
Dec06 060327 65.28 65.66 64.80 65.53 +0.07 7,572 37,375 +2,054
Jan07 060327 65.15 65.69 65.00 65.67 +0.09 495 9,869 +185
Feb07 060327 65.23 65.77 65.06 65.77 +0.11 214 7,105 -104
Mar07 060327 65.31 65.85 65.26 65.85 +0.12 350 4,680 -559
Apr07 060327 65.88 65.88 65.88 65.88 +0.11 0 875 +0
May07 060327 65.89 65.89 65.89 65.89 +0.09 0 286 +0
Jun07 060327 65.50 65.89 65.33 65.89 +0.08 500 9,928 -650
Total Volume and Open Interest 126,336 410,675 -908
Gas Oil(ICE)
Apr06 060327 563.00 566.50 556.00 558.75 -4.00 25,707 51,171 -4,558
May06 060327 562.00 565.50 555.50 558.25 -3.00 18,178 52,988 -687
Jun06 060327 566.00 569.00 559.25 562.00 -2.75 6,851 26,737 -635
Jul06 060327 571.00 573.50 564.50 567.50 -2.25 2,713 13,489 +1,201
Aug06 060327 573.50 579.00 569.75 573.00 -2.50 907 6,256 -339
Sep06 060327 577.50 585.00 575.75 578.75 -2.25 286 6,895 +105
Oct06 060327 583.50 590.75 582.75 584.50 -1.75 225 8,488 +75
Nov06 060327 588.50 588.50 588.50 588.50 -1.25 200 3,645 +200
Dec06 060327 589.00 597.50 588.50 591.75 -0.75 1,822 27,490 -313
Jan07 060327 593.75 593.75 593.75 593.75 -1.00 0 3,515 -50
Total Volume and Open Interest 57,239 219,014 -4,801
US Dollar Index(NYBOT)
Jun06 060327 89.72 89.75 89.52 89.69 unch 2,437 25,267 +13
Sep06 060327 89.34 89.34 89.34 89.34 unch 1 2,043 -1
Dec06 060327 89.00 89.00 89.00 89.00 unch 3 45 +2
Total Volume and Open Interest 2,441 27,356 +14
Australian Dollar(CME)
Jun06 060327 70.50 70.63 70.40 70.43 -0.34 4,004 66,201 +2,894
Sep06 060327 70.41 70.41 70.35 70.35 -0.34 0 107 +30
Dec06 060327 70.27 70.27 70.27 70.27 -0.34 2 164 +2
Total Volume and Open Interest 4,006 66,477 +2,926
British Pound(CME)
Jun06 060327 174.83 175.08 174.83 174.92 +0.50 6,315 70,746 -8,757
Sep06 060327 175.16 175.16 175.16 175.16 +0.50 0 147 +0
Dec06 060327 175.38 175.38 175.38 175.38 +0.50 0 4 +0
Total Volume and Open Interest 6,315 70,897 -8,757
Canadian Dollar(CME)
Jun06 060327 85.52 85.81 85.50 85.71 -0.10 957 80,111 +2,064
Sep06 060327 86.04 86.04 85.95 85.95 -0.10 4 2,306 +11
Dec06 060327 86.24 86.24 86.18 86.19 -0.10 5 664 +2
Mar07 060327 86.43 86.43 86.43 86.43 -0.10 0 157 +0
Total Volume and Open Interest 966 83,254 +2,077
Japanese Yen(CME)
Jun06 060327 86.63 86.85 86.63 86.66 +0.59 9,552 160,330 -3,464
Sep06 060327 87.72 87.72 87.72 87.72 +0.59 4 19,031 +100
Dec06 060327 88.75 88.75 88.75 88.75 +0.59 0 132 +0
Total Volume and Open Interest 9,556 179,495 -3,364
Swiss Franc(CME)
Jun06 060327 77.06 77.22 76.99 77.03 +0.08 1,455 93,481 +249
Sep06 060327 77.73 77.73 77.73 77.73 +0.08 0 212 +4
Dec06 060327 78.60 78.60 78.31 78.31 +0.08 0 49 -1
Total Volume and Open Interest 1,455 93,742 +252
EuroFX(CME)
Jun06 060327 120.86 120.98 120.67 120.70 -0.23 8,549 135,556 -4,380
Sep06 060327 121.30 121.33 121.30 121.33 -0.23 3 2,088 +91
Dec06 060327 121.99 122.00 121.91 121.91 -0.23 0 227 -1
Total Volume and Open Interest 8,552 137,928 -4,288
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060327 9127.0 9127.0 9070.0 9077.0 -70.0 2,590 45,609 +550
Total Volume and Open Interest 2,610 71,105 +550
30-Year T-Bonds(CBOT)
Jun06 060327 111~09 111~12 110~23 110~30 -0~10 374,496 578,809 -25,639
Sep06 060327 111~08 111~08 110~26 111~00 -0~10 155 2,767 +83
Dec06 060327 111~22 111~22 111~12 111~12 -0~10 12 591 +6
Total Volume and Open Interest 374,663 582,168 -25,550
10-Year T-Notes(CBOT)
Jun06 060327 107~155 107~170 107~070 107~100 -0~055 952,292 1,890,618 -59,374
Sep06 060327 107~160 107~160 107~105 107~130 -0~055 6,756 55,351 +5,975
Total Volume and Open Interest 959,048 1,946,117 -53,399
5-Year T-Notes(CBOT)
Jun06 060327 105~020 105~020 104~295 104~315 -0~035 457,618 0 +0
Sep06 060327 105~020 105~020 104~315 104~315 -0~040 77 7,484 +50
Dec06 060327 104~295 104~295 104~295 104~295 -0~035 0 1 +0
Total Volume and Open Interest 457,695 7,485 +50
2 Year T-Notes(CBOT)
Jun06 060327 102~016 102~017 102~012 102~016 -0~004 5,007 473,596 +2,632
Total Volume and Open Interest 5,062 480,446 +2,592
Eurodollars(CME)
Jun06 060327 94.910 94.920 94.890 94.905 -0.005 41,780 1,418,879 -11,292
Sep06 060327 94.885 94.885 94.850 94.870 -0.010 330,432 1,337,267 -9,326
Dec06 060327 94.905 94.920 94.885 94.905 -0.015 18,472 1,352,882 -5,106
Mar07 060327 94.965 94.980 94.945 94.970 -0.010 20,105 1,092,242 -29,524
Jun07 060327 94.995 95.010 94.980 95.000 -0.010 22,980 833,241 -22,195
Sep07 060327 95.015 95.025 94.995 95.015 -0.010 27,281 771,092 -2,846
Dec07 060327 95.015 95.025 94.995 95.010 -0.015 17,831 526,970 +7,568
Mar08 060327 95.005 95.005 94.985 95.005 -0.015 18,853 346,314 +11,256
Jun08 060327 94.990 94.990 94.970 94.985 -0.020 7,365 253,693 +567
Sep08 060327 94.975 94.980 94.950 94.965 -0.020 8,624 216,117 -1,321
Dec08 060327 94.940 94.940 94.915 94.925 -0.025 6,150 176,065 +1,970
Mar09 060327 94.920 94.920 94.900 94.910 -0.025 5,855 130,446 +147
Jun09 060327 94.915 94.915 94.875 94.885 -0.030 4,552 118,480 +1,459
Sep09 060327 94.875 94.885 94.845 94.855 -0.030 2,764 109,759 +490
Dec09 060327 94.840 94.845 94.810 94.815 -0.035 2,716 94,977 +247
Mar10 060327 94.835 94.835 94.800 94.805 -0.035 2,190 72,725 +34
Jun10 060327 94.820 94.820 94.770 94.785 -0.035 3,890 59,658 +1,295
Sep10 060327 94.785 94.785 94.750 94.760 -0.040 7,928 53,872 -2,995
Total Volume and Open Interest 261,800 9,146,336 -69,387
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060327 99.77 99.77 99.77 99.77 unch 51 11,598 +59
Sep06 060327 99.57 99.57 99.57 99.57 unch 675 5,948 +266
Dec06 060327 99.38 99.38 99.38 99.38 +0.02 92 5,513 -1,722
Mar07 060327 99.19 99.19 99.19 99.19 +0.02 110 2,401 +91
Jun07 060327 99.02 99.02 99.02 99.02 +0.02 5 2,804 -3
Sep07 060327 98.85 98.85 98.85 98.85 +0.01 420 2,485 +410
Dec07 060327 98.73 98.73 98.73 98.73 +0.03 12 414 -9
Mar08 060327 98.62 98.62 98.62 98.62 +0.02 0 73 +0
Jun08 060327 98.49 98.49 98.49 98.49 +0.03 0 252 +0
Total Volume and Open Interest 1,365 31,492 -908
3-Mth Euro-Yen(SIMEX)
Jun06 060327 99.77 99.77 99.77 99.77 unch 1,549 66,175 +319
Sep06 060327 99.57 99.58 99.57 99.57 +0.01 1,575 48,465 -253
Dec06 060327 99.37 99.39 99.37 99.38 +0.02 4,136 81,699 +1,346
Mar07 060327 99.17 99.19 99.17 99.19 +0.03 1,176 41,795 +442
Jun07 060327 99.02 99.03 99.02 99.02 +0.03 530 19,734 +81
Sep07 060327 98.85 98.87 98.85 98.87 +0.03 175 15,356 -278
Dec07 060327 98.71 98.73 98.71 98.73 +0.03 705 17,542 -471
Mar08 060327 98.60 98.60 98.60 98.60 +0.03 0 15,908 +0
Total Volume and Open Interest 9,846 308,252 +1,186
German Euro-Bund(EUREX)
Jun06 060327 118.30 118.43 118.19 118.28 +0.05 950,112 1,484,179 -4,791
Sep06 060327 118.71 118.84 118.63 118.71 +0.04 1,197 21,130 +1,275
Dec06 060327 117.85 117.85 117.85 117.85 +0.10 0 2 +2
Total Volume and Open Interest 951,309 1,505,311 -3,514
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060327 110.80 110.80 110.79 110.79 +0.06 507 4,250 +1,000
Dec06 060327 110.30 110.30 110.30 110.30 +0.05      
Total Volume and Open Interest 534,406 1,115,817 -35,093
Long Gilt(LIFFE)
Mar06 060327 112~23 112~23 112~13 112~14 -0~03 2,262 28,169 -20
Jun06 060327 112~13 112~15 112~02 112~04 -0~03 49,844 266,463 -552
Total Volume and Open Interest 52,106 294,632 -572
3-Mth Short Sterling(LIFFE)
Jun06 060327 95.38 95.38 95.38 95.38 +0.01 57,839 439,156 +8,966
Sep06 060327 95.34 95.34 95.34 95.34 +0.01 69,968 434,503 +5,500
Dec06 060327 95.28 95.28 95.28 95.28 +0.01 67,024 329,561 +11,569
Total Volume and Open Interest 353,985 2,094,293 +43,833
3-Mth Euribor(LIFFE)
Jun06 060327 96.995 97.010 96.990 96.995 unch 113,428 694,260 -9,947
Sep06 060327 96.790 96.815 96.785 96.795 +0.005 107,208 558,768 +1,323
Dec06 060327 96.660 96.690 96.655 96.665 +0.010 157,753 648,689 -1,797
Total Volume and Open Interest 757,065 3,477,837 +485
3-Mth Aus T-Bills(SFE)
Jun06 060327 94.40 94.41 94.39 94.41 +0.01 6,762 142,533 -14,370
Sep06 060327 94.43 94.43 94.42 94.43 +0.02 14,134 137,738 -40,240
Dec06 060327 94.41 94.42 94.41 94.42 +0.03 3,248 58,018 -1,120
Mar07 060327 94.39 94.41 94.39 94.40 +0.05 1,213 30,114 -415
Jun07 060327 94.36 94.38 94.36 94.38 +0.06 100 31,327 -1,234
Sep07 060327 94.34 94.37 94.34 94.36 +0.07 84 19,811 -405
Dec07 060327 94.33 94.35 94.33 94.33 +0.07 103 12,132 -224
Mar08 060327 94.30 94.31 94.30 94.31 +0.08 195 6,487 +234
Jun08 060327 94.29 94.29 94.29 94.29 +0.08 3 1,522 +0
Sep08 060327 94.27 94.27 94.27 94.27 +0.08 0 486 +0
Total Volume and Open Interest 25,842 441,382 -57,774
10-Year Aus T-Bonds(SFE)
Jun06 060327 94.71 94.73 94.69 94.72 +0.08 20,759 303,306 -13,904
Sep06 060327 94.72 94.72 94.72 94.72 +0.08      
Total Volume and Open Interest 20,759 303,306 -13,904
3-Year Aus T-Bonds(SFE)
Jun06 060327 94.76 94.77 94.74 94.76 +0.06 45,693 319,265 -12,871
Sep06 060327 94.76 94.76 94.76 94.76 +0.06      
Total Volume and Open Interest 45,693 319,265 -12,871
Gold(CMX)
Apr06 060327 564.0 568.6 563.0 567.4 +6.9 99,489 121,999 -18,329
Jun06 060327 568.5 573.8 568.0 572.6 +7.1 43,822 127,936 +22,441
Aug06 060327 573.7 578.5 573.5 577.8 +7.2 1,093 8,626 +455
Oct06 060327 584.0 584.0 581.5 582.9 +7.2 80 10,195 +26
Dec06 060327 584.0 590.0 583.7 588.0 +7.3 1,575 17,471 +38
Feb07 060327 588.0 593.5 588.0 593.1 +7.4 10 9,290 +52
Apr07 060327 598.2 598.2 598.2 598.2 +7.5 55 1,323 +55
Jun07 060327 603.3 603.3 603.3 603.3 +7.6 100 9,316 +100
Aug07 060327 608.4 608.4 608.4 608.4 +7.7 0 160 +0
Oct07 060327 613.5 613.5 613.5 613.5 +7.8 0 6 +0
Dec07 060327 618.0 618.6 618.0 618.6 +7.8 32 10,171 +30
Total Volume and Open Interest 146,258 324,341 +4,323
Silver(CMX)
Mar06 060327 1086.0 1086.0 1079.0 1084.8 +16.0 84 311 -179
May06 060327 1088.0 1094.0 1078.5 1089.5 +16.0 16,983 82,983 +364
Jul06 060327 1094.0 1099.0 1086.0 1096.2 +17.1 2,087 17,143 +335
Sep06 060327 1100.0 1100.0 1090.0 1099.5 +17.5 328 5,150 -273
Dec06 060327 1092.0 1104.0 1090.0 1100.5 +16.9 476 15,719 -74
Mar07 060327 1100.0 1105.0 1100.0 1101.0 +16.4 523 4,496 +424
May07 060327 1100.5 1100.5 1100.5 1100.5 +15.5 39 860 +0
Total Volume and Open Interest 21,766 134,443 +1,120
Platinum(NYM)
Apr06 060327 1063.0 1072.0 1063.0 1068.5 +16.9 1,902 4,147 -577
Jul06 060327 1075.0 1082.0 1075.0 1079.0 +16.2 1,576 4,377 +937
Oct06 060327 1084.0 1084.0 1084.0 1084.0 +16.2 0 4 +0
Total Volume and Open Interest 3,478 8,528 +360
Palladium(NYME)
Mar06 060327 345.00 345.00 340.15 340.15 +9.00 0 106 -21
Jun06 060327 339.00 344.00 339.00 342.80 +8.75 2,048 14,478 +702
Sep06 060327 350.00 350.00 345.00 346.60 +8.05 188 626 +98
Total Volume and Open Interest 2,243 15,667 +777
Copper(CMX)
Mar06 060327 242.50 248.40 242.50 247.50 +6.35 664 1,893 -374
May06 060327 239.70 243.80 239.70 243.00 +3.55 7,958 61,569 -844
Jul06 060327 238.05 242.20 238.05 241.45 +3.80 1,409 17,152 +582
Sep06 060327 235.80 238.90 235.00 238.65 +4.05 129 4,513 +49
Dec06 060327 230.60 234.20 230.60 233.65 +3.95 38 2,962 -2
Total Volume and Open Interest 11,075 97,212 -516
Aluminum(CMX)
Mar06 060327 116.50 116.50 116.50 116.50 +1.10      
Apr06 060327 117.00 117.00 117.00 117.00 +1.10 10 181 +0
May06 060327 117.70 117.70 117.70 117.70 +1.30 0 53 +0
Jun06 060327 117.70 117.70 117.70 117.70 +1.30 0 52 +0
Jul06 060327 117.70 117.70 117.70 117.70 +1.30 0 20 +0
Aug06 060327 117.70 117.70 117.70 117.70 +1.30      
Total Volume and Open Interest 10 451 +0
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060327 11361 11365 11297 11324 -27 4,946 38,198 -377
Sep06 060327 11400 11415 11385 11400 -27 11 55 +7
Dec06 060327 11475 11475 11475 11475 -27 1 1,676 +0
Total Volume and Open Interest 4,958 39,929 -370
S & P 500(CME)
Jun06 060327 1310.80 1313.00 1308.00 1311.00 -1.80 20,140 646,051 +1,203
Sep06 060327 1320.70 1321.50 1319.90 1321.50 -1.90 67 6,096 -22
Dec06 060327 1332.10 1332.10 1332.10 1332.10 -1.90 0 628 +0
Mar07 060327 1342.50 1342.50 1342.50 1342.50 -1.90 0 55 +0
Total Volume and Open Interest 20,207 652,875 +1,181
S & P 500 E-Mini(Globex)
Jun06 060327 1313.00 1314.50 1307.75 1311.00 -1.75 596,147 1,147,673 +2,632
Sep06 060327 1323.00 1323.75 1318.75 1321.50 -2.00 50 682 +1
Total Volume and Open Interest 596,197 1,148,355 +2,633
NASDAQ 100(CME)
Jun06 060327 1696.00 1705.00 1694.00 1699.00 +1.50 4,870 56,459 -200
Sep06 060327 1718.50 1718.50 1718.50 1718.50 +1.50 0 1 +0
Dec06 060327 1738.00 1738.00 1738.00 1738.00 +1.50      
Total Volume and Open Interest 4,870 56,460 -200
NASDAQ 100 E-Mini(Globex)
Jun06 060327 1698.00 1705.00 1694.00 1699.00 +1.50 262,269 238,724 +1,604
Sep06 060327 1716.00 1721.50 1714.50 1718.50 +1.50 47 60 +5
Total Volume and Open Interest 262,316 238,784 +1,609
S & P Midcap 400(CME)
Jun06 060327 793.00 793.50 790.50 791.70 -1.90 182 11,130 -196
Sep06 060327 143.34 143.34 143.34 143.34 -1.90      
Dec06 060327 150.34 150.34 150.34 150.34 -1.90      
Total Volume and Open Interest 182 11,130 -196
Russell 2000(CME)
Jun06 060327 759.00 759.70 754.80 759.70 -0.20 621 30,727 -179
Sep06 060327 765.70 765.70 765.70 765.70 -0.20 0 38 +0
Dec06 060327 771.70 771.70 771.70 771.70 -0.20 0 3 +0
Total Volume and Open Interest 621 30,768 -179
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060327 759.90 761.10 754.70 759.70 -0.20 96,946 287,454 +2,430
Sep06 060327 764.20 765.90 761.50 765.70 -0.20 48 342 +1
Total Volume and Open Interest 96,994 287,796 +2,431
Value Line(KCBT)
Jun06 060327 2102.00 2102.50 2093.00 2100.50 -2.50 212 94 +3
Total Volume and Open Interest 212 95 +3
Nikkei 225(CME)
Jun06 060327 16585 16650 16575 16575 +95 46,084 198,473 +3,825
Sep06 060327 16575 16640 16575 16575 +85 0 165 +9
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060327 16585 16650 16575 16575 +95 46,084 198,473 +3,825
Sep06 060327 16575 16640 16575 16575 +85 0 165 +9
Dec06 060327 16540 16540 16540 16540 +90      
Total Volume and Open Interest 46,110 198,715 +3,841
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060327 5226.0 5232.5 5160.0 5172.5 -57.5 56,997 411,508 +4,706
May06 060327 5156.0 5156.0 5110.5 5115.5 -57.5 607 2,067 +193
Total Volume and Open Interest 60,466 500,669 +3,538
Hang Seng Index(HKFE)
Mar06 060327 15749 15886 15686 15850 +175 35,596 123,357 -2,075
Apr06 060327 15802 15922 15732 15888 +170 7,867 6,448 +1,425
Total Volume and Open Interest 43,589 131,009 -636
DAX Index(EUREX)
Jun06 060327 6012.5 6016.5 5933.0 5950.0 -58.0 103,354 210,258 +360
Sep06 060327 6058.0 6058.0 5979.0 5994.5 -58.0 448 12,166 +141
Dec06 060327 6093.0 6102.5 6027.0 6043.0 -59.0 259 313 +73
Total Volume and Open Interest 104,061 222,737 +574
FT-SE 100(LIFFE)
Jun06 060327 6061.00 6075.00 5966.00 5983.00 -65.50 55,347 455,905 +6,027
Sep06 060327 6077.50 6077.50 5985.00 6000.00 -65.50 31 2,634 +1
Dec06 060327 6054.00 6054.00 6033.50 6033.50 -65.50 6 10,358 +1
Total Volume and Open Interest 55,384 468,897 +6,029
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060327 5074.0 5110.0 5068.0 5103.0 +52.0 9,085 193,584 -2,065
Sep06 060327 5102.0 5102.0 5102.0 5102.0 +52.0 10 3,213 +0
Total Volume and Open Interest 9,130 201,047 -2,065
GSCI(CME)
Apr06 060327 429.80 432.10 427.25 431.60 +0.30 232 22,207 -75
May06 060327 434.00 436.80 434.00 436.80 +0.30 47 480 +5
Jun06 060327 439.50 439.50 439.50 439.50 unch      
Total Volume and Open Interest 279 22,687 -70
Reuters CRB Index(NYBOT)
Apr06 060327 356.25 356.25 354.50 355.00 +1.00 13 324 +1
Jun06 060327 360.00 361.75 360.00 361.00 +1.00 20 476 +8
Aug06 060327 367.00 367.00 367.00 367.00 +1.00 0 202 +0
Total Volume and Open Interest 33 1,002 +9
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!!!