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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 Tue March 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060328 580.00 583.50 578.25 581.50 +2.00 59,775 184,188 +522
Jul06 060328 591.50 596.00 591.00 594.50 +2.50 16,931 90,975 +4,140
Aug06 060328 596.50 600.50 595.50 599.00 +2.25 454 6,801 +101
Sep06 060328 600.50 604.00 600.50 601.50 +1.50 1,172 4,714 +347
Nov06 060328 608.00 611.75 607.00 610.00 +2.00 5,353 63,237 +874
Jan07 060328 616.50 619.00 615.50 617.50 +1.00 272 3,430 +148
Mar07 060328 622.50 625.00 622.50 624.00 +1.50 478 849 +51
Total Volume and Open Interest 84,802 359,581 +6,255
Soybean Meal(CBOT)
May06 060328 179.00 180.50 178.20 178.40 -0.40 25,909 60,964 -1,039
Jul06 060328 181.30 182.30 180.30 180.50 -0.60 6,296 42,550 +1,064
Aug06 060328 182.50 183.50 181.50 181.70 -0.60 778 11,056 +71
Sep06 060328 183.50 184.50 182.40 182.50 -0.50 612 8,729 +69
Oct06 060328 183.50 184.50 182.50 182.50 -0.60 12 7,220 +10
Dec06 060328 185.30 186.00 184.40 184.40 -0.70 1,032 20,064 +247
Jan07 060328 185.20 185.20 185.20 185.20 -0.80 50 638 +50
Mar07 060328 187.50 188.00 187.20 187.20 -0.50 0 504 +0
Total Volume and Open Interest 34,690 151,753 +473
Soybean Oil(CBOT)
May06 060328 22.65 22.93 22.64 22.91 +0.25 17,346 101,169 -2,123
Jul06 060328 23.07 23.35 23.05 23.35 +0.26 7,299 51,168 -570
Aug06 060328 23.35 23.50 23.25 23.50 +0.24 902 5,000 -574
Sep06 060328 23.47 23.65 23.47 23.65 +0.21 850 4,895 -52
Oct06 060328 23.62 23.90 23.62 23.90 +0.25 142 3,761 +75
Dec06 060328 23.93 24.25 23.93 24.25 +0.33 742 19,452 -86
Jan07 060328 24.15 24.40 24.15 24.40 +0.30 20 952 -3
Mar07 060328 24.45 24.60 24.45 24.60 +0.25 20 211 +0
Total Volume and Open Interest 27,363 188,216 -3,297
Canola(WCE)
May06 060328 257.9 258.8 257.5 258.1 -0.2 6,447 39,728 +2,704
Jul06 060328 265.7 266.7 265.2 265.9 +0.2 2,776 28,789 +214
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060328 280.0 281.5 278.5 280.6 -0.3 823 14,994 +367
Jan07 060328 284.6 285.6 284.6 285.6 -2.7 0 1,072 -5
Total Volume and Open Interest 10,048 85,243 +3,282
Corn(CBOT)
May06 060328 222.50 223.00 220.50 222.25 +0.50 62,774 428,193 -8,557
Jul06 060328 233.25 234.00 231.50 233.25 +0.75 32,263 258,764 +21,512
Sep06 060328 243.00 243.50 241.25 242.75 +0.25 1,290 42,278 +207
Dec06 060328 255.00 255.25 253.00 254.50 unch 12,516 252,120 +2,737
Mar07 060328 263.75 264.00 262.00 263.25 -0.50 2,218 34,310 +854
May07 060328 267.50 267.50 266.75 267.50 -0.25 77 2,241 +21
Total Volume and Open Interest 112,829 1,081,844 +17,710
Wheat(CBOT)
May06 060328 339.75 343.25 338.50 341.25 +1.50 20,998 192,269 -2,036
Jul06 060328 351.50 355.25 351.00 354.50 +2.75 12,796 88,995 +3,175
Sep06 060328 363.00 366.25 362.25 365.75 +2.25 537 13,193 -13
Dec06 060328 377.50 381.50 377.00 380.00 +2.00 5,260 59,683 -710
Mar07 060328 391.00 394.50 390.50 393.00 +1.50 121 6,007 +77
Total Volume and Open Interest 40,410 380,352 +818
Wheat(KCBT)
May06 060328 397.50 402.00 396.50 401.75 +4.25 5,483 42,906 +0
Jul06 060328 402.00 406.75 401.00 406.50 +4.00 5,235 39,730 +864
Sep06 060328 406.50 410.75 406.00 410.00 +3.00 197 9,251 -27
Dec06 060328 414.00 419.50 413.00 418.00 +4.50 824 21,000 +47
Mar07 060328 421.00 423.50 421.00 423.50 +5.50 5 776 +0
Total Volume and Open Interest 11,894 117,064 +884
Wheat(MGE)
May06 060328 390.50 393.50 390.00 393.00 +2.50 1,838 13,255 -440
Jul06 060328 395.00 398.75 395.00 398.75 +2.25 657 13,116 -222
Sep06 060328 400.50 403.00 399.50 403.00 +2.00 240 7,933 +53
Dec06 060328 407.00 410.00 407.00 410.00 +2.00 186 10,787 -298
Mar07 060328 416.00 416.00 416.00 416.00 +1.50 5 345 +0
Total Volume and Open Interest 2,934 45,561 -907
Oats(CBOT)
May06 060328 172.75 174.25 172.75 174.00 +1.25 413 6,112 +15
Jul06 060328 175.75 177.00 175.50 176.50 +0.75 190 1,965 +82
Sep06 060328 171.00 171.00 171.00 171.00 unch 0 192 +0
Dec06 060328 167.00 167.00 167.00 167.00 unch 39 2,148 +6
Total Volume and Open Interest 642 10,466 +103
Rough Rice(CBOT)
May06 060328 8.37 8.39 8.26 8.32 -0.07 380 5,365 +3
Jul06 060328 8.69 8.69 8.54 8.60 -0.09 208 2,373 +97
Sep06 060328 8.86 8.86 8.77 8.77 -0.09 38 743 +5
Nov06 060328 8.89 8.94 8.86 8.94 -0.06 79 1,773 +57
Total Volume and Open Interest 735 10,892 +178
Live Cattle(CME)
Apr06 060328 82.100 82.200 81.400 81.475 -0.400 9,646 35,278 -3,282
Jun06 060328 76.150 76.325 75.350 75.400 -0.675 11,022 111,968 +1,028
Aug06 060328 78.150 78.150 77.300 77.475 -0.575 8,153 43,761 +758
Oct06 060328 82.000 82.050 81.100 81.225 -0.650 1,660 23,604 +17
Dec06 060328 84.600 84.650 83.950 83.975 -0.450 802 9,260 -228
Feb07 060328 86.500 86.550 86.025 86.150 -0.425 218 4,600 +107
Total Volume and Open Interest 31,518 229,149 -1,604
Feeder Cattle(CME)
Mar06 060328 103.650 104.050 103.625 103.725 +0.300 992 2,602 -346
Apr06 060328 104.900 104.900 103.950 104.075 -0.050 1,573 8,821 -189
May06 060328 104.500 104.825 104.200 104.375 +0.200 2,462 15,379 +29
Aug06 060328 106.850 107.050 106.250 106.725 +0.025 855 7,744 +98
Sep06 060328 106.200 106.200 105.600 106.100 -0.050 58 898 +26
Oct06 060328 105.300 105.300 104.800 105.100 -0.150 141 1,055 +48
Nov06 060328 104.700 104.700 104.700 104.700 unch 20 326 +0
Total Volume and Open Interest 6,102 36,891 -333
Lean Hogs(CME)
Apr06 060328 57.550 57.650 56.900 57.450 -0.300 4,582 14,931 -1,825
May06 060328 65.100 65.100 64.300 64.850 -0.575 217 4,473 +85
Jun06 060328 66.300 66.700 65.900 66.250 -0.525 5,966 81,344 +657
Jul06 060328 66.000 66.500 65.700 66.200 -0.025 2,227 19,966 +156
Aug06 060328 64.700 65.050 64.500 64.975 -0.050 611 11,714 +262
Oct06 060328 55.250 55.400 55.000 55.225 -0.150 280 5,641 +189
Dec06 060328 52.950 53.000 52.700 52.850 -0.075 83 2,914 -14
Feb07 060328 55.450 55.575 55.050 55.575 -0.225 4 572 +3
Total Volume and Open Interest 13,970 141,661 -487
Pork Bellies(CME)
May06 060328 87.800 88.200 86.025 86.400 -1.275 320 1,298 -14
Jul06 060328 89.250 89.250 87.800 88.200 -1.050 58 480 +36
Aug06 060328 84.700 84.700 84.700 84.700 +0.200 0 41 +0
Feb07 060328 86.850 86.850 86.850 86.850 unch 0 6 +0
Mar07 060328 87.100 87.100 87.100 87.100 unch 0 6 +0
Total Volume and Open Interest 386 1,852 +28
Class III Milk(CME)
Mar06 060328 11.12 11.13 11.12 11.12 unch 30 2,648 -29
Apr06 060328 10.91 10.98 10.90 10.95 unch 24 3,072 -1
May06 060328 10.82 10.82 10.70 10.72 -0.10 92 3,181 +18
Jun06 060328 10.95 10.95 10.85 10.86 -0.09 116 3,155 +44
Jul06 060328 11.27 11.27 11.20 11.20 -0.08 118 2,894 +66
Total Volume and Open Interest 826 32,339 +218
Cocoa(NYBOT)
May06 060328 1475 1488 1471 1482 -2 3,915 49,379 -333
Jul06 060328 1503 1512 1497 1507 -2 1,833 24,307 +380
Sep06 060328 1520 1530 1519 1530 -2 339 19,499 +171
Dec06 060328 1552 1559 1552 1559 -1 52 12,135 -29
Mar07 060328 1578 1585 1578 1585 unch 3 12,213 +0
May07 060328 1603 1603 1603 1603 unch 27 3,117 +2
Jul07 060328 1620 1620 1620 1620 -2 2 924 +2
Total Volume and Open Interest 6,172 131,093 +193
Coffee "C"(NYBOT)
May06 060328 106.25 106.90 104.60 105.55 -0.40 9,138 58,421 -1,930
Jul06 060328 109.00 109.50 107.50 108.35 -0.35 3,197 23,812 +1,872
Sep06 060328 111.50 112.25 110.50 110.75 -0.40 456 10,304 -34
Dec06 060328 114.50 115.05 113.30 113.80 -0.40 102 6,473 +31
Mar07 060328 117.70 117.70 116.25 116.85 -0.40 59 2,716 +19
May07 060328 118.70 118.70 118.70 118.70 -0.45 13 601 -1
Total Volume and Open Interest 12,972 103,589 -43
Orange Juice(NYBOT)
May06 060328 145.50 149.40 145.40 149.40 +4.00 2,306 23,903 -1,354
Jul06 060328 142.50 145.40 142.50 145.25 +3.05 1,129 7,612 +247
Sep06 060328 137.75 140.70 137.75 140.70 +3.60 53 3,502 +3
Nov06 060328 134.35 137.95 134.35 137.85 +3.50 41 1,424 +13
Jan07 060328 135.00 135.00 135.00 135.00 +3.00 48 1,552 +48
Total Volume and Open Interest 3,630 38,313 -997
Sugar #11(NYBOT)
May06 060328 17.70 18.45 17.65 18.17 +0.69 28,898 214,700 -684
Jul06 060328 17.49 18.25 17.46 18.04 +0.78 16,597 107,519 +3,406
Oct06 060328 17.35 18.13 17.29 17.95 +0.80 5,565 58,305 +1,545
Mar07 060328 17.31 18.05 17.29 17.96 +0.83 3,855 44,879 +1,222
May07 060328 17.15 18.10 17.14 17.89 +0.89 550 21,241 -373
Total Volume and Open Interest 56,471 472,654 +5,617
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060328 23.35 23.50 23.34 23.50 +0.15 31 1,182 +13
Jul06 060328 23.35 23.50 23.35 23.50 +0.22 17 4,405 -11
Sep06 060328 23.35 23.45 23.35 23.45 +0.15 7 3,105 +0
Nov06 060328 22.23 22.23 22.23 22.23 unch 0 932 +0
Total Volume and Open Interest 55 12,026 +2
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060328 905 907 891 892 -16 1,540 49,141 +246
Jul06 060328 910 912 901 902 -11 598 42,778 +13
Sep06 060328 918 922 913 914 -9 844 33,817 -25
Dec06 060328 934 940 930 930 -9 112 29,384 -23
Mar07 060328 946 946 940 941 -7 0 11,939 +0
May07 060328 951 951 951 951 -7 0 1,074 +0
Total Volume and Open Interest 3,094 171,267 +211
London Coffee(LCE)
Mar06 060328 1105.00 1110.00 1086.00 1091.00 -3.00 12 154 -50
May06 060328 1116.00 1124.00 1101.00 1103.00 -7.00 2,855 63,538 -104
Jul06 060328 1132.00 1142.00 1119.00 1120.00 -7.00 1,535 33,823 +568
Sep06 060328 1147.00 1152.00 1132.00 1132.00 -7.00 420 16,590 +213
Nov06 060328 1160.00 1161.00 1140.00 1142.00 -8.00 19 3,710 +0
Jan07 060328 1170.00 1170.00 1153.00 1153.00 -7.00 10 396 +10
Total Volume and Open Interest 4,851 118,350 +637
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060328 458.80 479.00 458.50 478.00 +20.00 3,660 24,643 -862
Aug06 060328 458.80 478.00 458.40 477.60 +20.00 2,050 20,209 +778
Oct06 060328 456.00 475.00 456.00 474.40 +19.40 844 10,596 -221
Dec06 060328 455.00 467.90 452.00 467.90 +18.20 116 4,414 +22
Total Volume and Open Interest 7,115 65,463 -191
Cotton(NYBOT)
May06 060328 53.15 53.35 52.73 52.91 -0.19 5,374 90,039 -834
Jul06 060328 54.60 54.70 54.25 54.55 +0.04 4,043 25,301 -960
Oct06 060328 56.55 56.55 56.55 56.55 -0.10 53 1,472 +31
Dec06 060328 58.25 58.25 57.90 58.08 -0.10 2,260 16,581 +997
Mar07 060328 59.75 59.75 57.60 59.60 -0.10 16 2,089 +10
May07 060328 60.20 60.20 60.20 60.20 -0.10 0 106 +0
Total Volume and Open Interest 11,828 137,407 -734
Lumber(CME)
May06 060328 326.0 330.0 324.7 325.5 -0.3 242 3,033 -7
Jul06 060328 336.1 336.1 332.6 333.4 -0.6 95 704 +30
Sep06 060328 339.6 341.6 338.9 341.0 -0.5 23 240 +10
Nov06 060328 327.6 327.6 325.5 325.5 +0.3 3 40 +2
Total Volume and Open Interest 363 4,017 +35
Crude Oil(NYM)
May06 060328 65.00 66.20 64.95 66.07 +1.91 62,115 250,881 -3,623
Jun06 060328 65.95 67.00 65.90 66.92 +1.77 34,379 133,585 +714
Jul06 060328 66.55 67.55 66.55 67.49 +1.67 12,538 50,909 +2,679
Aug06 060328 67.00 67.84 67.00 67.84 +1.63 3,422 29,817 +204
Sep06 060328 67.20 68.09 67.20 68.09 +1.59 2,245 34,977 +272
Oct06 060328 67.80 68.29 67.80 68.29 +1.56 777 26,508 +165
Nov06 060328 67.95 68.43 67.95 68.43 +1.53 1,510 15,304 -170
Dec06 060328 67.85 68.54 67.85 68.54 +1.50 10,154 87,968 -1,038
Jan07 060328 68.20 68.63 68.20 68.63 +1.47 1,305 20,233 +196
Feb07 060328 67.80 68.70 67.80 68.70 +1.44 3 7,663 +3
Mar07 060328 68.35 68.73 68.35 68.73 +1.41 149 8,260 +94
Apr07 060328 68.50 68.74 68.50 68.74 +1.38 253 8,051 +27
May07 060328 68.00 68.74 68.00 68.74 +1.36 10 3,925 +10
Jun07 060328 68.20 68.73 68.20 68.73 +1.34 295 30,120 -165
Jul07 060328 68.69 68.69 68.69 68.69 +1.32 0 4,690 +0
Aug07 060328 68.65 68.65 68.65 68.65 +1.30 0 4,811 +0
Total Volume and Open Interest 142,636 929,755 +1,482
Heating Oil(NYM)
Apr06 060328 180.25 183.40 180.25 182.77 +4.66 13,883 17,104 -2,131
May06 060328 181.00 183.50 181.00 182.86 +4.38 15,408 64,537 +747
Jun06 060328 182.00 193.66 181.50 183.66 +4.38 3,563 21,357 +219
Jul06 060328 183.25 185.50 183.00 185.36 +4.33 1,166 17,142 +32
Aug06 060328 187.40 187.56 187.40 187.56 +4.13 894 7,190 -202
Sep06 060328 189.50 189.90 188.40 189.86 +4.03 291 4,918 -12
Oct06 060328 193.15 193.15 192.00 192.56 +4.03 8 2,744 +1
Nov06 060328 194.50 195.75 194.50 195.61 +4.08 79 2,086 -17
Dec06 060328 197.25 198.50 197.25 198.31 +4.13 538 11,735 +157
Jan07 060328 199.40 200.50 199.40 200.41 +4.13 40 7,148 -1
Feb07 060328 199.90 201.25 199.90 200.86 +4.08 28 1,398 +15
Mar07 060328 198.25 199.15 198.25 199.11 +3.98 18 2,400 +0
Total Volume and Open Interest 35,990 165,243 -1,172
Unleaded Gas(NYM)
Apr06 060328 185.00 189.00 184.25 188.45 +5.57 14,566 16,056 -4,109
May06 060328 183.80 188.00 183.50 187.60 +5.19 17,062 66,981 +177
Jun06 060328 184.80 188.75 184.50 188.20 +5.11 4,368 17,248 +249
Jul06 060328 186.00 188.80 185.10 188.80 +5.09 1,575 8,565 +49
Aug06 060328 186.30 189.40 186.30 189.40 +4.99 347 6,762 +8
Sep06 060328 186.00 188.85 186.00 188.85 +4.89 491 6,273 +93
Oct06 060328 179.00 181.65 179.00 181.65 +4.59 158 4,064 +63
Nov06 060328 176.50 179.45 176.50 179.45 +4.54 3 1,160 +1
Dec06 060328 175.50 178.25 175.00 178.25 +4.44 502 2,488 -89
Jan07 060328 179.20 179.20 179.20 179.20 +4.39 0 993 +0
Total Volume and Open Interest 39,072 130,590 -3,558
Natural Gas(NYM)
Apr06 060328 7.130 7.280 7.130 7.214 +0.147 21,475 27,263 -2,066
May06 060328 7.310 7.450 7.270 7.384 +0.142 20,753 103,390 +1,522
Jun06 060328 7.460 7.620 7.460 7.562 +0.142 4,810 29,826 +444
Jul06 060328 7.630 7.790 7.630 7.732 +0.140 2,128 26,839 +65
Aug06 060328 7.760 7.920 7.760 7.866 +0.139 1,369 23,937 -314
Sep06 060328 7.900 8.020 7.870 7.970 +0.133 739 21,190 -168
Oct06 060328 8.020 8.180 8.010 8.110 +0.133 4,831 38,667 -1,770
Nov06 060328 9.320 9.340 9.270 9.330 +0.088 2,685 28,174 +666
Dec06 060328 10.340 10.380 10.330 10.350 +0.058 380 20,740 +204
Jan07 060328 11.020 11.050 10.980 11.010 +0.048 2,210 46,994 +335
Feb07 060328 10.970 11.040 10.970 11.000 +0.048 140 18,680 -15
Mar07 060328 10.770 10.820 10.770 10.805 +0.053 1,962 28,214 +70
Apr07 060328 9.150 9.190 9.150 9.185 +0.063 3,192 16,903 +87
May07 060328 8.980 9.010 8.970 8.995 +0.053 1,454 17,346 -31
Jun07 060328 9.060 9.060 9.045 9.045 +0.055 426 7,304 -193
Jul07 060328 9.120 9.120 9.100 9.110 +0.055 12 4,871 +5
Total Volume and Open Interest 73,107 654,485 +311
Brent Crude Oil(ICE)
May06 060328 63.62 65.27 63.44 64.97 +1.36 53,534 82,605 -3,492
Jun06 060328 64.00 65.70 63.87 65.42 +1.42 27,874 124,933 -2,359
Jul06 060328 64.47 66.12 64.36 65.85 +1.42 9,310 31,256 +762
Aug06 060328 64.73 66.38 64.68 66.12 +1.38 3,144 17,854 -30
Sep06 060328 64.95 66.53 64.94 66.32 +1.33 1,048 17,808 +126
Oct06 060328 65.23 66.53 65.13 66.48 +1.28 563 12,924 +129
Nov06 060328 65.41 66.67 65.31 66.61 +1.23 667 6,976 -101
Dec06 060328 65.55 66.97 65.41 66.72 +1.19 6,470 36,295 -1,080
Jan07 060328 66.83 66.83 66.83 66.83 +1.16 1,616 9,471 -398
Feb07 060328 66.14 66.92 66.14 66.92 +1.15 766 6,820 -285
Mar07 060328 66.00 66.97 66.00 66.97 +1.12 350 4,859 +179
Apr07 060328 66.96 66.96 66.96 66.96 +1.08 0 875 +0
May07 060328 66.95 66.95 66.95 66.95 +1.06 0 286 +0
Jun07 060328 66.15 66.94 66.15 66.94 +1.05 750 9,802 -126
Total Volume and Open Interest 108,981 404,403 -6,272
Gas Oil(ICE)
Apr06 060328 564.00 576.50 561.25 572.75 +14.00 18,240 48,727 -2,444
May06 060328 563.50 575.00 560.25 571.75 +13.50 12,133 51,986 -1,002
Jun06 060328 566.00 579.00 565.75 575.50 +13.50 4,064 26,524 -213
Jul06 060328 571.25 583.50 571.25 580.75 +13.25 2,199 13,803 +314
Aug06 060328 578.25 587.00 577.75 586.00 +13.00 1,490 6,209 -47
Sep06 060328 584.75 592.50 584.75 591.75 +13.00 228 6,995 +100
Oct06 060328 592.75 598.25 592.75 597.50 +13.00 147 8,454 -34
Nov06 060328 601.50 601.50 601.50 601.50 +13.00 0 3,645 +0
Dec06 060328 595.25 605.00 595.25 604.00 +12.25 1,228 27,281 -209
Jan07 060328 598.25 605.75 598.25 605.75 +12.00 0 3,515 +0
Total Volume and Open Interest 39,829 215,479 -3,535
US Dollar Index(NYBOT)
Jun06 060328 89.69 89.95 89.17 89.92 +0.23 2,349 25,336 +69
Sep06 060328 89.57 89.57 89.57 89.57 +0.23 0 2,043 +0
Dec06 060328 89.23 89.23 89.23 89.23 +0.23 0 45 +0
Total Volume and Open Interest 2,349 27,425 +69
Australian Dollar(CME)
Jun06 060328 70.88 70.97 70.33 70.37 -0.06 3,854 70,404 +4,203
Sep06 060328 70.70 70.70 70.29 70.29 -0.06 1 96 -11
Dec06 060328 70.21 70.21 70.21 70.21 -0.06 0 164 +0
Total Volume and Open Interest 3,855 70,669 +4,192
British Pound(CME)
Jun06 060328 175.26 175.56 174.48 174.51 -0.41 3,066 68,838 -1,908
Sep06 060328 175.66 175.66 174.75 174.75 -0.41 0 130 -17
Dec06 060328 174.97 174.97 174.97 174.97 -0.41 0 4 +0
Total Volume and Open Interest 3,066 68,974 -1,923
Canadian Dollar(CME)
Jun06 060328 85.89 85.99 85.50 85.58 -0.13 2,768 81,794 +1,683
Sep06 060328 85.99 85.99 85.82 85.82 -0.13 2 2,339 +33
Dec06 060328 86.19 86.19 86.06 86.06 -0.13 2 664 +0
Mar07 060328 86.30 86.30 86.30 86.30 -0.13 0 157 +0
Total Volume and Open Interest 2,774 84,968 +1,714
Japanese Yen(CME)
Jun06 060328 86.54 86.68 85.62 85.73 -0.93 2,791 157,813 -2,517
Sep06 060328 86.79 86.79 86.79 86.79 -0.93 0 19,068 +37
Dec06 060328 88.40 88.40 87.82 87.82 -0.93 0 132 +0
Total Volume and Open Interest 2,791 177,015 -2,480
Swiss Franc(CME)
Jun06 060328 77.55 77.72 77.00 77.02 -0.01 999 92,051 -1,430
Sep06 060328 77.72 77.72 77.72 77.72 -0.01 0 265 +53
Dec06 060328 78.30 78.30 78.30 78.30 -0.01 2 51 +2
Total Volume and Open Interest 1,001 92,367 -1,375
EuroFX(CME)
Jun06 060328 121.46 121.68 120.55 120.66 -0.04 2,135 133,042 -2,514
Sep06 060328 122.11 122.11 121.20 121.29 -0.04 3 2,129 +41
Dec06 060328 121.87 121.87 121.87 121.87 -0.04 3 230 +3
Total Volume and Open Interest 2,141 135,492 -2,436
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060328 9045.0 9100.0 9007.0 9065.0 -12.0 4,324 45,899 +290
Total Volume and Open Interest 5,043 70,843 -262
30-Year T-Bonds(CBOT)
Jun06 060328 110~29 110~31 109~27 110~03 -0~27 169,299 586,324 +7,515
Sep06 060328 110~26 110~26 110~00 110~04 -0~28 31 2,771 +4
Dec06 060328 110~20 110~20 110~16 110~16 -0~28 2 590 -1
Total Volume and Open Interest 169,332 589,686 +7,518
10-Year T-Notes(CBOT)
Jun06 060328 107~090 107~105 106~195 106~250 -0~170 421,506 1,903,497 +12,879
Sep06 060328 107~065 107~075 106~230 106~270 -0~180 2,301 55,861 +510
Total Volume and Open Interest 423,808 1,959,507 +13,390
5-Year T-Notes(CBOT)
Jun06 060328 104~295 104~300 104~170 104~200 -0~115 223,808 0 +0
Sep06 060328 104~295 104~295 104~205 104~205 -0~110 304 0 -7,484
Dec06 060328 104~180 104~180 104~180 104~180 -0~115 0 1 +0
Total Volume and Open Interest 224,112 1 -7,484
2 Year T-Notes(CBOT)
Jun06 060328 102~013 102~013 101~122 102~000 -0~016 1,738 471,537 -2,059
Total Volume and Open Interest 1,738 477,012 -3,434
Eurodollars(CME)
Jun06 060328 94.890 94.895 94.830 94.840 -0.065 19,941 1,379,425 -39,454
Sep06 060328 94.865 94.870 94.770 94.785 -0.085 411,488 1,310,725 -26,542
Dec06 060328 94.890 94.890 94.800 94.810 -0.095 13,450 1,354,835 +1,953
Mar07 060328 94.955 94.955 94.860 94.875 -0.095 15,641 1,091,416 -826
Jun07 060328 94.985 94.985 94.895 94.915 -0.085 18,022 841,410 +8,169
Sep07 060328 95.005 95.005 94.925 94.930 -0.085 21,320 762,167 -8,925
Dec07 060328 94.990 95.000 94.930 94.930 -0.080 12,011 530,794 +3,824
Mar08 060328 94.980 94.990 94.920 94.925 -0.080 17,489 354,501 +8,187
Jun08 060328 94.970 94.970 94.905 94.905 -0.080 7,698 252,951 -742
Sep08 060328 94.945 94.945 94.885 94.885 -0.080 11,394 214,114 -2,003
Dec08 060328 94.905 94.905 94.845 94.845 -0.080 6,066 175,145 -920
Mar09 060328 94.895 94.895 94.825 94.825 -0.085 7,976 131,208 +762
Jun09 060328 94.860 94.870 94.800 94.800 -0.085 3,201 118,042 -438
Sep09 060328 94.830 94.830 94.770 94.770 -0.085 2,818 109,338 -421
Dec09 060328 94.785 94.785 94.730 94.730 -0.085 2,570 95,055 +78
Mar10 060328 94.785 94.785 94.720 94.720 -0.085 6,373 77,172 +4,447
Jun10 060328 94.750 94.760 94.695 94.700 -0.085 4,508 59,569 -89
Sep10 060328 94.725 94.725 94.665 94.675 -0.085 3,053 54,281 +409
Total Volume and Open Interest 199,276 9,112,922 -33,414
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060328 99.76 99.76 99.76 99.76 -0.01 22 11,580 -18
Sep06 060328 99.56 99.56 99.54 99.54 -0.03 1 5,643 -305
Dec06 060328 99.36 99.36 99.34 99.34 -0.04 0 5,248 -265
Mar07 060328 99.16 99.16 99.14 99.14 -0.05 0 2,105 -296
Jun07 060328 99.00 99.00 98.99 98.99 -0.03 0 2,743 -61
Sep07 060328 98.83 98.83 98.82 98.83 -0.02 0 2,889 +404
Dec07 060328 98.69 98.69 98.69 98.69 -0.04 0 414 +0
Mar08 060328 98.57 98.57 98.57 98.57 -0.05 0 73 +0
Jun08 060328 98.46 98.46 98.46 98.46 -0.03 0 252 +0
Total Volume and Open Interest 23 30,951 -541
3-Mth Euro-Yen(SIMEX)
Jun06 060328 99.77 99.77 99.76 99.76 -0.01 1,756 66,595 +420
Sep06 060328 99.57 99.57 99.56 99.56 -0.01 4,034 48,204 -261
Dec06 060328 99.38 99.38 99.36 99.36 -0.02 4,861 84,289 +2,590
Mar07 060328 99.18 99.18 99.16 99.16 -0.03 1,655 41,904 +109
Jun07 060328 99.02 99.03 98.99 99.00 -0.02 372 19,796 +62
Sep07 060328 98.84 98.84 98.84 98.84 -0.03 633 15,903 +547
Dec07 060328 98.71 98.71 98.70 98.70 -0.03 154 17,580 +38
Mar08 060328 98.57 98.57 98.57 98.57 -0.03 0 15,908 +0
Total Volume and Open Interest 13,465 311,757 +3,505
German Euro-Bund(EUREX)
Jun06 060328 118.26 118.27 117.29 117.42 -0.86 668,995 1,484,328 +149
Sep06 060328 118.64 118.64 117.81 117.82 -0.89 1,061 22,060 +930
Dec06 060328 116.99 116.99 116.99 116.99 -0.86 50 2 +0
Total Volume and Open Interest 670,106 1,506,390 +1,079
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060328 110.39 110.39 110.25 110.25 -0.54 2,012 4,255 +5
Dec06 060328 109.78 109.78 109.78 109.78 -0.52      
Total Volume and Open Interest 393,831 1,106,115 -9,702
Long Gilt(LIFFE)
Mar06 060328 112~09 112~09 112~01 112~01 -0~14 3,264 27,502 -667
Jun06 060328 112~05 112~05 111~18 111~22 -0~14 35,823 268,528 +2,065
Total Volume and Open Interest 39,087 296,030 +1,398
3-Mth Short Sterling(LIFFE)
Jun06 060328 95.36 95.36 95.36 95.36 -0.02 25,617 430,485 -8,671
Sep06 060328 95.31 95.31 95.31 95.31 -0.03 34,045 430,178 -4,325
Dec06 060328 95.24 95.24 95.24 95.24 -0.04 27,236 331,475 +1,914
Total Volume and Open Interest 175,652 2,079,670 -14,623
3-Mth Euribor(LIFFE)
Jun06 060328 97.000 97.000 96.935 96.940 -0.055 52,008 693,527 -733
Sep06 060328 96.795 96.795 96.715 96.725 -0.070 85,453 561,881 +3,113
Dec06 060328 96.660 96.660 96.550 96.575 -0.090 116,536 646,915 -1,774
Total Volume and Open Interest 458,740 3,489,696 +11,859
3-Mth Aus T-Bills(SFE)
Jun06 060328 94.41 94.41 94.39 94.41 unch 16,521 146,304 +3,771
Sep06 060328 94.43 94.43 94.42 94.43 unch 20,291 159,292 +21,554
Dec06 060328 94.42 94.43 94.41 94.42 unch 4,769 61,148 +3,130
Mar07 060328 94.39 94.41 94.39 94.41 +0.01 2,930 30,380 +266
Jun07 060328 94.38 94.38 94.38 94.38 unch 3,897 32,386 +1,059
Sep07 060328 94.36 94.36 94.36 94.36 unch 1,339 20,864 +1,053
Dec07 060328 94.33 94.33 94.33 94.33 unch 862 12,911 +779
Mar08 060328 94.30 94.30 94.30 94.30 -0.01 50 6,527 +40
Jun08 060328 94.27 94.27 94.27 94.27 -0.02 0 1,522 +0
Sep08 060328 94.25 94.25 94.25 94.25 -0.02 0 486 +0
Total Volume and Open Interest 50,659 473,034 +31,652
10-Year Aus T-Bonds(SFE)
Jun06 060328 94.70 94.71 94.69 94.71 -0.01 37,839 316,884 +13,578
Sep06 060328 94.71 94.71 94.71 94.71 -0.01      
Total Volume and Open Interest 37,839 316,884 +13,578
3-Year Aus T-Bonds(SFE)
Jun06 060328 94.74 94.75 94.73 94.75 -0.01 74,596 334,471 +15,206
Sep06 060328 94.75 94.75 94.75 94.75 -0.01      
Total Volume and Open Interest 74,596 334,471 +15,206
Gold(CMX)
Apr06 060328 565.5 569.7 565.0 567.0 -0.4 86,618 94,028 -27,971
Jun06 060328 571.0 575.0 570.5 572.2 -0.4 57,039 156,404 +28,468
Aug06 060328 575.8 580.5 575.8 577.4 -0.4 2,906 9,578 +952
Oct06 060328 582.6 582.6 582.6 582.6 -0.3 29 10,211 +16
Dec06 060328 586.0 590.5 586.0 587.7 -0.3 1,770 17,580 +109
Feb07 060328 595.0 595.0 592.0 592.8 -0.3 35 9,303 +13
Apr07 060328 597.9 597.9 597.9 597.9 -0.3 5 1,328 +5
Jun07 060328 603.0 603.0 603.0 603.0 -0.3 100 9,416 +100
Aug07 060328 608.1 608.1 608.1 608.1 -0.3 0 160 +0
Oct07 060328 613.2 613.2 613.2 613.2 -0.3 0 6 +0
Dec07 060328 616.0 620.0 616.0 618.4 -0.2 104 10,275 +104
Total Volume and Open Interest 148,609 326,138 +1,797
Silver(CMX)
Mar06 060328 1083.0 1088.0 1079.0 1082.6 -2.2 96 287 -24
May06 060328 1084.0 1094.0 1081.0 1087.0 -2.5 20,324 81,803 -1,180
Jul06 060328 1091.0 1100.0 1088.0 1094.4 -1.8 2,150 17,704 +561
Sep06 060328 1100.0 1105.0 1097.7 1097.7 -1.8 891 5,335 +185
Dec06 060328 1095.0 1105.0 1095.0 1099.2 -1.3 654 15,853 +134
Mar07 060328 1105.0 1105.0 1099.7 1099.7 -1.3 27 4,505 +9
May07 060328 1099.7 1099.7 1099.7 1099.7 -0.8 277 899 +39
Total Volume and Open Interest 25,520 134,772 +329
Platinum(NYM)
Apr06 060328 1065.0 1075.0 1065.0 1074.3 +5.8 2,516 3,323 -824
Jul06 060328 1077.8 1085.9 1076.0 1085.5 +6.5 1,892 5,236 +859
Oct06 060328 1096.0 1096.0 1090.5 1090.5 +6.5 0 4 +0
Total Volume and Open Interest 4,408 8,563 +35
Palladium(NYME)
Mar06 060328 345.00 345.00 339.50 339.50 -0.65 2 6 -100
Jun06 060328 341.00 345.00 341.00 342.25 -0.55 1,658 14,594 +116
Sep06 060328 349.00 349.00 346.05 346.05 -0.55 592 988 +362
Total Volume and Open Interest 2,267 16,035 +368
Copper(CMX)
Mar06 060328 247.30 250.00 247.30 249.40 +1.90 948 1,342 -551
May06 060328 242.20 243.70 241.80 242.85 -0.15 9,127 60,921 -648
Jul06 060328 240.90 242.10 240.10 241.50 +0.05 1,703 17,892 +740
Sep06 060328 238.10 238.75 238.00 238.75 +0.10 245 4,450 -63
Dec06 060328 233.00 234.50 233.00 233.75 +0.10 321 3,094 +132
Total Volume and Open Interest 13,357 97,243 +31
Aluminum(CMX)
Mar06 060328 115.60 115.60 115.60 115.60 -0.90      
Apr06 060328 116.10 116.10 116.10 116.10 -0.90 19 171 -10
May06 060328 116.80 116.80 116.80 116.80 -0.90 19 70 +17
Jun06 060328 117.05 117.05 117.05 117.05 -0.65 0 52 +0
Jul06 060328 117.30 117.30 117.30 117.30 -0.40 0 20 +0
Aug06 060328 117.30 117.30 117.30 117.30 -0.40      
Total Volume and Open Interest 38 458 +7
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060328 11315 11348 11206 11220 -104 3,354 37,963 -235
Sep06 060328 11330 11330 11296 11296 -104 7 56 +1
Dec06 060328 11510 11510 11371 11371 -104 0 1,676 +0
Total Volume and Open Interest 3,361 39,695 -234
S & P 500(CME)
Jun06 060328 1309.50 1315.40 1300.50 1302.40 -8.60 15,436 644,846 -1,205
Sep06 060328 1320.50 1320.50 1311.50 1313.10 -8.40 280 6,258 +162
Dec06 060328 1323.80 1323.80 1323.80 1323.80 -8.30 0 628 +0
Mar07 060328 1334.30 1334.30 1334.30 1334.30 -8.20 0 51 -4
Total Volume and Open Interest 15,716 651,828 -1,047
S & P 500 E-Mini(Globex)
Jun06 060328 1310.75 1315.50 1300.25 1302.50 -8.50 462,838 1,133,459 -14,214
Sep06 060328 1321.00 1326.00 1311.25 1313.00 -8.50 64 706 +24
Total Volume and Open Interest 462,902 1,134,165 -14,190
NASDAQ 100(CME)
Jun06 060328 1699.50 1712.00 1683.00 1691.00 -8.00 2,852 56,638 +179
Sep06 060328 1715.00 1715.00 1710.50 1710.50 -8.00 0 1 +0
Dec06 060328 1730.00 1730.00 1730.00 1730.00 -8.00      
Total Volume and Open Interest 2,852 56,639 +179
NASDAQ 100 E-Mini(Globex)
Jun06 060328 1699.00 1712.00 1683.50 1691.00 -8.00 158,301 237,910 -814
Sep06 060328 1724.50 1730.00 1710.50 1710.50 -8.00 9 69 +9
Total Volume and Open Interest 158,310 237,979 -805
S & P Midcap 400(CME)
Jun06 060328 791.00 796.25 788.00 790.20 -1.50 67 11,153 +23
Sep06 060328 141.84 141.84 141.84 141.84 -1.50      
Dec06 060328 148.84 148.84 148.84 148.84 -1.50      
Total Volume and Open Interest 67 11,153 +23
Russell 2000(CME)
Jun06 060328 759.00 763.25 753.75 756.60 -3.10 267 30,756 +29
Sep06 060328 762.60 762.60 762.60 762.60 -3.10 0 38 +0
Dec06 060328 768.60 768.60 768.60 768.60 -3.10 0 3 +0
Total Volume and Open Interest 267 30,797 +29
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060328 759.30 763.70 753.60 756.60 -3.10 85,594 288,546 +1,092
Sep06 060328 764.20 769.20 761.20 762.60 -3.10 42 356 +14
Total Volume and Open Interest 85,636 288,902 +1,106
Value Line(KCBT)
Jun06 060328 2098.00 2106.50 2086.00 2090.00 -10.50 77 93 -1
Total Volume and Open Interest 77 94 -1
Nikkei 225(CME)
Jun06 060328 16540 16695 16455 16650 +75 41,807 196,889 -1,584
Sep06 060328 16490 16690 16470 16690 +115 0 165 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060328 16540 16695 16455 16650 +75 41,807 196,889 -1,584
Sep06 060328 16490 16690 16470 16690 +115 0 165 +0
Dec06 060328 16655 16655 16655 16655 +115      
Total Volume and Open Interest 41,807 197,110 -1,605
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060328 5170.5 5201.0 5142.5 5161.0 -11.5 46,879 416,902 +5,394
May06 060328 5113.5 5142.5 5092.0 5104.0 -11.5 496 2,253 +186
Total Volume and Open Interest 48,726 506,313 +5,644
Hang Seng Index(HKFE)
Mar06 060328 15800 15880 15757 15856 +6 44,722 118,983 -4,374
Apr06 060328 15850 15924 15800 15900 +12 23,246 11,489 +5,041
Total Volume and Open Interest 68,310 131,672 +663
DAX Index(EUREX)
Jun06 060328 5954.5 5979.0 5898.5 5927.0 -23.0 117,522 209,869 -389
Sep06 060328 6000.5 6020.0 5948.0 5972.0 -22.5 381 12,042 -124
Dec06 060328 6044.5 6068.5 5998.5 6020.5 -22.5 357 299 -14
Total Volume and Open Interest 118,260 222,210 -527
FT-SE 100(LIFFE)
Jun06 060328 5983.50 6020.00 5930.00 5960.00 -23.00 62,247 458,492 +2,587
Sep06 060328 5997.00 6015.00 5950.00 5976.50 -23.50 92 2,610 -24
Dec06 060328 6046.00 6049.50 6006.50 6009.50 -24.00 1 10,357 -1
Total Volume and Open Interest 62,340 471,459 +2,562
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060328 5091.0 5120.0 5084.0 5102.0 -1.0 13,460 195,004 +1,420
Sep06 060328 5107.0 5107.0 5101.0 5101.0 -1.0 0 3,213 +0
Total Volume and Open Interest 13,467 202,466 +1,419
GSCI(CME)
Apr06 060328 436.50 440.70 436.50 440.70 +9.10 147 22,215 +8
May06 060328 441.30 445.90 441.30 445.90 +9.10 30 480 +0
Jun06 060328 447.00 447.00 447.00 447.00 +7.50      
Total Volume and Open Interest 177 22,695 +8
Reuters CRB Index(NYBOT)
Apr06 060328 357.00 357.75 356.75 357.50 +2.50 14 324 +0
Jun06 060328 362.25 363.50 362.25 363.50 +2.50 10 477 +1
Aug06 060328 369.50 369.50 369.50 369.50 +2.50 0 202 +0
Total Volume and Open Interest 24 1,003 +1
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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