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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 Thu March 30, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060330 585.00 589.00 584.50 587.75 +5.25 22,297 179,961 -3,502
Jul06 060330 596.50 601.25 596.50 601.00 +5.75 8,830 92,435 +1,611
Aug06 060330 602.00 606.00 602.00 605.75 +6.25 692 6,770 -114
Sep06 060330 606.00 609.00 605.50 608.50 +5.25 1,313 6,137 +879
Nov06 060330 611.00 616.50 611.00 615.50 +5.25 4,162 63,625 +332
Jan07 060330 620.00 623.50 620.00 622.25 +4.00 210 3,501 -14
Mar07 060330 626.00 628.00 626.00 627.75 +4.00 313 1,082 +49
Total Volume and Open Interest 38,177 359,005 -576
Soybean Meal(CBOT)
May06 060330 179.60 181.00 179.10 179.40 +0.70 8,816 60,344 -1,062
Jul06 060330 181.80 182.80 181.10 181.60 +0.70 3,207 42,054 +257
Aug06 060330 183.20 184.00 182.50 183.00 +1.10 884 10,929 -201
Sep06 060330 184.20 185.00 183.40 183.40 +1.30 492 8,491 -74
Oct06 060330 184.00 184.00 183.50 183.50 +1.30 155 7,283 +51
Dec06 060330 185.00 186.20 185.00 185.50 +1.30 856 19,717 +74
Jan07 060330 186.20 186.20 186.20 186.20 +1.30 28 610 -28
Mar07 060330 188.60 188.60 188.60 188.60 +1.80 0 471 +0
Total Volume and Open Interest 14,438 149,928 -983
Soybean Oil(CBOT)
May06 060330 23.02 23.25 22.99 23.17 +0.20 7,638 100,486 -934
Jul06 060330 23.40 23.64 23.40 23.57 +0.17 4,001 52,456 +292
Aug06 060330 23.75 23.76 23.68 23.73 +0.18 258 4,871 -37
Sep06 060330 23.94 23.97 23.86 23.89 +0.17 413 4,768 -37
Oct06 060330 24.10 24.20 24.08 24.17 +0.26 8 3,838 +102
Dec06 060330 24.30 24.48 24.27 24.41 +0.14 610 19,440 -92
Jan07 060330 24.65 24.67 24.59 24.59 +0.17 87 1,289 +331
Mar07 060330 24.85 24.85 24.80 24.80 +0.18 2 593 +374
Total Volume and Open Interest 13,017 190,019 +1,803
Canola(WCE)
May06 060330 259.4 261.5 259.2 261.0 +1.6 3,757 38,600 -1,774
Jul06 060330 267.4 269.6 267.3 268.8 +1.7 1,313 29,668 +429
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060330 282.0 284.2 282.0 283.3 +1.4 1,011 15,737 +488
Jan07 060330 288.0 288.6 288.0 288.6 +1.7 211 987 -88
Total Volume and Open Interest 6,407 86,583 -861
Corn(CBOT)
May06 060330 225.75 228.00 225.25 227.75 +3.50 41,943 421,628 -3,231
Jul06 060330 236.00 239.00 236.00 238.75 +3.25 22,862 270,275 +3,643
Sep06 060330 245.50 248.25 245.50 248.00 +3.50 1,938 43,055 +362
Dec06 060330 257.50 260.25 257.50 260.00 +3.25 14,529 256,235 +2,749
Mar07 060330 266.25 270.00 266.00 268.75 +3.50 1,253 34,488 -193
May07 060330 270.00 274.00 270.00 273.50 +4.00 142 2,405 +107
Total Volume and Open Interest 87,401 1,096,194 +14,348
Wheat(CBOT)
May06 060330 342.00 345.75 342.00 344.50 +2.75 20,298 187,238 -2,052
Jul06 060330 354.50 358.00 354.25 357.25 +2.75 10,334 94,151 -427
Sep06 060330 366.25 369.00 365.75 368.50 +3.00 944 13,735 +180
Dec06 060330 381.50 384.00 380.75 383.50 +3.75 3,785 60,391 -200
Mar07 060330 393.00 397.50 392.50 397.00 +4.00 323 6,017 +24
Total Volume and Open Interest 36,867 382,196 -2,132
Wheat(KCBT)
May06 060330 407.00 412.00 407.00 410.75 +4.25 3,369 39,605 -808
Jul06 060330 413.00 417.00 412.50 415.75 +4.00 6,444 39,216 -2
Sep06 060330 417.00 420.00 417.00 419.75 +2.75 531 9,444 +244
Dec06 060330 424.50 430.00 424.50 426.50 +2.00 1,819 21,037 +101
Mar07 060330 432.00 433.00 430.75 431.00 +1.00 136 842 +64
Total Volume and Open Interest 12,668 113,652 -3,049
Wheat(MGE)
May06 060330 396.00 399.00 396.00 398.25 +2.50 783 12,103 -345
Jul06 060330 401.00 404.50 401.00 403.25 +2.50 948 13,157 +100
Sep06 060330 404.50 408.25 404.50 407.50 +3.00 219 8,018 +19
Dec06 060330 412.00 415.00 412.00 414.00 +2.50 326 10,778 -8
Mar07 060330 419.50 419.50 418.75 419.00 +3.00 2 346 +1
Total Volume and Open Interest 2,278 44,527 -233
Oats(CBOT)
May06 060330 171.00 173.00 169.50 172.25 +1.00 405 5,986 -35
Jul06 060330 174.75 175.75 173.75 175.00 +0.50 139 2,062 +57
Sep06 060330 168.00 169.50 167.00 169.50 -1.50 0 192 +0
Dec06 060330 166.50 166.50 166.00 166.00 -1.00 90 2,218 +45
Total Volume and Open Interest 652 10,516 +76
Rough Rice(CBOT)
May06 060330 8.30 8.37 8.30 8.36 +0.05 315 5,196 -129
Jul06 060330 8.60 8.65 8.58 8.64 +0.06 155 2,642 +53
Sep06 060330 8.77 8.84 8.77 8.84 +0.07 5 752 +1
Nov06 060330 8.95 9.02 8.94 9.02 +0.07 61 1,937 +20
Total Volume and Open Interest 682 11,275 +383
Live Cattle(CME)
Apr06 060330 80.650 81.175 80.525 81.000 +0.375 9,161 32,105 -2,069
Jun06 060330 74.850 76.025 74.700 75.900 +1.150 10,894 114,889 +2,083
Aug06 060330 76.700 77.900 76.650 77.600 +0.775 4,623 46,317 +1,068
Oct06 060330 80.250 81.350 80.250 81.200 +0.725 2,318 24,760 +921
Dec06 060330 83.100 83.900 83.000 83.700 +0.575 448 9,219 +46
Feb07 060330 85.500 86.300 85.350 86.225 +0.725 425 4,585 -202
Total Volume and Open Interest 27,906 232,638 +3,489
Feeder Cattle(CME)
Mar06 060330 103.550 103.550 103.300 103.350 -0.150 831 2,575 +149
Apr06 060330 103.350 104.400 102.725 104.250 +1.050 1,811 8,823 -85
May06 060330 103.750 104.450 103.125 104.400 +0.825 1,859 15,612 +55
Aug06 060330 105.800 106.700 105.300 106.625 +0.675 1,018 7,993 +91
Sep06 060330 105.100 106.100 104.400 106.100 +0.700 289 951 +42
Oct06 060330 103.700 105.100 103.700 105.050 +0.650 185 1,160 +50
Nov06 060330 103.500 104.975 103.500 104.975 +0.575 39 337 +12
Total Volume and Open Interest 6,040 37,556 +665
Lean Hogs(CME)
Apr06 060330 57.850 58.300 57.250 58.125 +0.625 3,669 12,599 -1,101
May06 060330 64.900 65.500 64.350 65.450 +0.525 369 4,704 +118
Jun06 060330 66.250 66.900 65.800 66.750 +0.600 5,107 82,554 +822
Jul06 060330 66.200 66.500 65.800 66.375 +0.025 2,084 20,407 +321
Aug06 060330 64.650 65.100 64.450 65.050 +0.200 499 12,162 +201
Oct06 060330 55.100 55.500 55.000 55.475 +0.175 604 6,247 +280
Dec06 060330 52.650 52.950 52.550 52.625 unch 155 2,940 +14
Feb07 060330 54.850 55.000 54.850 55.000 -0.250 20 596 +18
Total Volume and Open Interest 12,508 142,316 +655
Pork Bellies(CME)
May06 060330 83.300 83.600 81.250 81.775 -1.925 530 1,093 -171
Jul06 060330 84.250 84.500 82.500 83.500 -1.700 66 450 -33
Aug06 060330 80.750 80.750 79.000 79.000 -2.700 1 41 +0
Feb07 060330 86.500 86.500 86.500 86.500 -0.300 0 6 +0
Mar07 060330 86.750 86.750 86.750 86.750 -0.300 0 6 +0
Total Volume and Open Interest 597 1,596 -204
Class III Milk(CME)
Mar06 060330 11.12 11.12 11.12 11.12 unch 19 2,609 -20
Apr06 060330 11.00 11.00 11.00 11.00 unch 74 3,035 -37
May06 060330 10.89 10.99 10.85 10.85 unch 59 3,294 +2
Jun06 060330 10.95 11.05 10.91 10.97 +0.09 67 3,273 +34
Jul06 060330 11.29 11.35 11.24 11.30 +0.06 114 3,024 +30
Total Volume and Open Interest 1,126 33,317 +358
Cocoa(NYBOT)
May06 060330 1493 1513 1491 1509 +22 4,269 47,870 -994
Jul06 060330 1520 1536 1517 1533 +22 2,210 24,425 +798
Sep06 060330 1545 1561 1545 1557 +22 384 18,580 +38
Dec06 060330 1589 1589 1586 1586 +23 650 12,205 +163
Mar07 060330 1602 1611 1602 1611 +22 0 10,498 +50
May07 060330 1631 1631 1631 1631 +23 0 3,044 +0
Jul07 060330 1646 1646 1646 1646 +22 5 916 -8
Total Volume and Open Interest 7,519 127,057 -4,036
Coffee "C"(NYBOT)
May06 060330 104.65 109.60 104.50 108.60 +4.25 6,209 57,460 -469
Jul06 060330 107.80 112.00 107.40 111.40 +4.25 1,985 25,714 +320
Sep06 060330 110.50 114.30 110.30 113.75 +4.15 466 10,403 +44
Dec06 060330 113.40 117.45 113.40 116.85 +4.15 738 6,824 +327
Mar07 060330 116.50 120.00 116.50 119.95 +4.15 325 2,839 +94
May07 060330 118.70 121.80 118.70 121.80 +4.10 106 694 +68
Total Volume and Open Interest 9,846 105,197 +1,608
Orange Juice(NYBOT)
May06 060330 147.00 150.25 146.55 148.75 +1.30 3,092 22,737 -1,051
Jul06 060330 144.00 146.70 144.00 146.05 +1.35 1,217 7,860 +221
Sep06 060330 140.00 142.25 140.00 141.10 +1.10 39 3,542 +32
Nov06 060330 137.50 139.00 137.50 138.75 +1.00 111 1,425 +6
Jan07 060330 135.50 135.95 135.00 135.00 unch 8 1,555 +2
Total Volume and Open Interest 4,469 37,437 -876
Sugar #11(NYBOT)
May06 060330 18.14 18.48 18.08 18.27 +0.07 28,411 208,762 -4,633
Jul06 060330 18.10 18.40 18.09 18.21 +0.09 22,648 112,000 +2,721
Oct06 060330 18.05 18.71 18.04 18.11 +0.08 9,052 59,781 -700
Mar07 060330 18.07 18.23 18.07 18.10 +0.06 3,961 46,287 +198
May07 060330 17.92 18.09 17.92 17.95 +0.01 1,816 22,791 +101
Total Volume and Open Interest 67,484 476,975 +4,321
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060330 23.65 24.00 23.65 24.00 +0.40 1,055 1,490 +296
Jul06 060330 23.60 23.90 23.60 23.90 +0.32 84 4,244 -40
Sep06 060330 23.63 23.80 23.63 23.80 +0.21 52 3,082 -1
Nov06 060330 22.31 22.32 22.31 22.32 +0.01 130 982 +53
Total Volume and Open Interest 1,376 12,240 +348
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060330 911 920 908 919 +11 3,687 48,246 -396
Jul06 060330 918 925 917 924 +6 2,047 43,644 +311
Sep06 060330 928 934 927 933 +5 1,299 33,098 -435
Dec06 060330 950 951 940 946 +1 532 29,353 +37
Mar07 060330 956 958 952 956 +1 100 12,011 +53
May07 060330 966 966 966 966 +2 0 1,074 +0
Total Volume and Open Interest 7,665 170,560 -707
London Coffee(LCE)
Mar06 060330 1075.00 1089.00 1068.00 1089.00 +11.00 145 130 +101
May06 060330 1085.00 1105.00 1083.00 1104.00 +14.00 7,596 59,170 -3,468
Jul06 060330 1103.00 1123.00 1101.00 1121.00 +14.00 4,962 34,829 +692
Sep06 060330 1115.00 1136.00 1115.00 1134.00 +14.00 1,197 17,821 +734
Nov06 060330 1125.00 1145.00 1124.00 1144.00 +14.00 619 4,067 +308
Jan07 060330 1140.00 1155.00 1135.00 1154.00 +14.00 73 515 +73
Total Volume and Open Interest 14,592 116,671 -1,679
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060330 477.80 480.50 475.00 479.20 +1.20 3,055 21,653 -1,098
Aug06 060330 480.60 482.50 476.60 481.70 +1.10 2,237 21,974 +640
Oct06 060330 478.00 479.90 474.00 478.70 +1.40 840 10,897 +312
Dec06 060330 471.80 472.60 470.50 471.60 +0.80 222 4,463 +71
Total Volume and Open Interest 6,739 64,832 -631
Cotton(NYBOT)
May06 060330 53.60 53.90 53.35 53.70 +0.54 6,812 87,342 -991
Jul06 060330 54.95 55.35 54.90 55.35 +0.61 6,879 25,990 +634
Oct06 060330 57.25 57.25 57.15 57.15 +0.35 25 1,472 +0
Dec06 060330 58.40 58.75 58.40 58.66 +0.41 1,779 17,244 +193
Mar07 060330 60.05 60.05 60.05 60.05 +0.35 69 2,155 +65
May07 060330 60.75 60.75 60.75 60.75 +0.45 0 106 +0
Total Volume and Open Interest 15,592 136,128 -1,279
Lumber(CME)
May06 060330 326.7 327.7 322.7 322.9 -1.1 430 3,070 -70
Jul06 060330 334.6 335.5 332.7 335.4 +0.6 189 756 +22
Sep06 060330 340.1 342.5 339.0 342.4 +0.9 28 247 +9
Nov06 060330 325.6 325.6 325.6 325.6 +0.1 0 40 +0
Total Volume and Open Interest 647 4,113 +96
Crude Oil(NYM)
May06 060330 66.50 67.30 66.25 67.15 +0.70 112,102 250,120 -3,555
Jun06 060330 67.70 68.50 66.95 68.33 +0.86 78,314 132,805 -322
Jul06 060330 68.35 69.10 68.15 69.02 +0.95 22,019 52,456 +1,480
Aug06 060330 68.65 69.38 68.65 69.38 +0.96 9,909 33,243 +2,762
Sep06 060330 68.95 69.65 68.80 69.58 +0.94 2,393 36,221 +584
Oct06 060330 69.05 69.71 69.05 69.71 +0.90 3,068 27,391 +997
Nov06 060330 69.15 69.81 69.15 69.81 +0.88 797 15,646 +48
Dec06 060330 69.40 70.00 69.15 69.89 +0.87 18,917 90,677 +1,885
Jan07 060330 69.40 69.95 69.40 69.95 +0.85 1,411 22,056 +767
Feb07 060330 69.25 70.01 69.25 70.01 +0.85 291 7,548 +9
Mar07 060330 70.03 70.03 70.03 70.03 +0.85 20 8,369 -10
Apr07 060330 69.70 70.03 69.30 70.03 +0.85 239 8,126 -59
May07 060330 69.50 70.00 69.50 70.00 +0.83 10 3,945 +10
Jun07 060330 69.30 69.97 69.30 69.97 +0.82 857 30,035 +95
Jul07 060330 69.91 69.91 69.91 69.91 +0.81 0 4,680 +0
Aug07 060330 69.85 69.85 69.85 69.85 +0.80 0 4,811 +0
Total Volume and Open Interest 257,279 943,975 +14,220
Heating Oil(NYM)
Apr06 060330 185.10 188.90 185.10 188.43 +3.23 11,736 11,012 -1,726
May06 060330 185.70 188.50 184.80 187.93 +2.99 25,794 66,907 -850
Jun06 060330 186.25 189.10 185.75 188.78 +3.09 8,157 23,094 +1,366
Jul06 060330 187.75 191.30 187.25 190.53 +3.14 1,717 17,215 +314
Aug06 060330 189.60 192.68 189.60 192.68 +3.09 432 7,351 +92
Sep06 060330 194.20 194.98 193.55 194.98 +3.09 427 5,058 +16
Oct06 060330 194.60 197.63 194.60 197.63 +3.04 711 2,740 -112
Nov06 060330 198.35 200.63 198.35 200.63 +2.99 186 2,174 +77
Dec06 060330 201.50 203.33 201.10 203.33 +2.99 439 12,313 -22
Jan07 060330 203.50 205.43 203.50 205.43 +2.99 119 7,255 +129
Feb07 060330 204.70 205.78 204.70 205.78 +2.99 172 1,528 +122
Mar07 060330 202.50 203.88 202.50 203.88 +2.94 9 2,419 -7
Total Volume and Open Interest 49,927 164,582 -661
Unleaded Gas(NYM)
Apr06 060330 196.00 200.25 194.80 199.57 +4.15 13,694 10,559 -4,265
May06 060330 191.00 192.50 189.35 191.01 +0.27 23,084 69,209 +1,381
Jun06 060330 190.40 191.90 189.00 190.50 +0.10 5,746 18,873 +1,001
Jul06 060330 190.80 192.10 189.50 190.85 +0.15 2,001 8,597 +116
Aug06 060330 191.50 192.25 191.25 191.25 +0.10 975 6,832 -37
Sep06 060330 189.60 195.00 189.60 190.55 +0.05 273 6,462 +111
Oct06 060330 183.50 183.50 182.95 182.95 -0.25 98 4,227 +57
Nov06 060330 180.50 180.50 180.45 180.45 -0.45 118 1,334 +78
Dec06 060330 179.15 179.15 179.15 179.15 -0.50 75 2,541 +35
Jan07 060330 180.05 180.05 180.05 180.05 -0.50 0 993 +0
Total Volume and Open Interest 46,064 129,627 -963
Natural Gas(NYM)
May06 060330 7.450 7.550 7.370 7.487 +0.031 23,336 108,520 +2,318
Jun06 060330 7.630 7.690 7.580 7.674 +0.033 5,473 30,745 +733
Jul06 060330 7.840 7.890 7.760 7.859 +0.043 2,138 27,545 +695
Aug06 060330 7.980 8.020 7.900 7.994 +0.043 1,019 24,068 +150
Sep06 060330 8.090 8.110 8.000 8.100 +0.044 464 21,408 +146
Oct06 060330 8.230 8.260 8.150 8.252 +0.051 2,376 38,076 +80
Nov06 060330 9.370 9.370 9.300 9.330 -0.051 1,050 28,423 -16
Dec06 060330 10.360 10.360 10.240 10.250 -0.116 2,020 20,521 -210
Jan07 060330 10.980 10.980 10.850 10.890 -0.141 5,581 46,332 -292
Feb07 060330 10.970 10.970 10.850 10.885 -0.136 445 18,811 +71
Mar07 060330 10.780 10.780 10.670 10.700 -0.131 4,153 26,369 -1,454
Apr07 060330 9.230 9.240 9.180 9.180 -0.041 6,990 17,792 +522
May07 060330 9.000 9.000 9.000 9.000 -0.034 4,956 19,173 +1,788
Jun07 060330 9.100 9.100 9.050 9.050 -0.034 1,447 7,540 +319
Jul07 060330 9.170 9.170 9.110 9.115 -0.034 860 5,290 +419
Aug07 060330 9.220 9.220 9.160 9.160 -0.036 2,034 5,913 +998
Total Volume and Open Interest 101,222 641,932 -4,986
Brent Crude Oil(ICE)
May06 060330 65.60 67.05 65.27 66.46 +0.91 74,583 84,196 +293
Jun06 060330 65.99 67.42 65.80 66.81 +0.75 47,256 126,440 +2,435
Jul06 060330 66.53 67.78 66.29 67.20 +0.71 13,338 37,293 +3,131
Aug06 060330 66.79 67.66 66.69 67.47 +0.69 7,313 19,129 +607
Sep06 060330 66.98 68.22 66.85 67.70 +0.71 2,316 16,413 -353
Oct06 060330 67.03 68.35 67.03 67.87 +0.72 2,411 14,524 +1,305
Nov06 060330 67.16 68.52 67.16 68.00 +0.74 907 6,764 +22
Dec06 060330 67.31 68.66 67.20 68.08 +0.74 11,291 38,299 +1,783
Jan07 060330 68.15 68.15 68.15 68.15 +0.73 500 9,290 -181
Feb07 060330 67.87 68.20 67.87 68.20 +0.72 0 6,845 +0
Mar07 060330 68.24 68.24 68.24 68.24 +0.72 0 4,859 +0
Apr07 060330 68.21 68.21 68.21 68.21 +0.71 0 875 +0
May07 060330 68.19 68.19 68.19 68.19 +0.71 0 286 +0
Jun07 060330 67.56 68.54 67.56 68.17 +0.72 0 9,802 +0
Total Volume and Open Interest 163,041 418,903 +10,484
Gas Oil(ICE)
Apr06 060330 582.00 590.00 577.75 583.00 +7.50 17,042 44,897 -888
May06 060330 581.00 589.75 576.75 582.00 +7.75 16,551 60,717 +7,092
Jun06 060330 582.00 593.00 580.25 585.75 +7.75 6,660 27,954 +758
Jul06 060330 587.50 595.25 587.00 590.75 +7.75 2,304 12,945 -462
Aug06 060330 596.50 598.75 596.25 596.50 +8.00 654 5,674 -111
Sep06 060330 602.50 604.25 601.25 602.25 +8.00 830 6,257 -658
Oct06 060330 607.25 608.00 606.00 607.00 +7.75 1,147 8,995 +450
Nov06 060330 610.50 611.75 609.25 610.25 +7.75 1,250 4,095 +450
Dec06 060330 609.50 616.00 607.75 612.75 +7.75 2,504 26,534 -842
Jan07 060330 614.75 617.25 613.75 614.25 +7.25 650 4,160 +595
Total Volume and Open Interest 49,840 220,713 +6,404
US Dollar Index(NYBOT)
Jun06 060330 89.90 89.90 88.97 89.06 -0.84 1,005 25,202 +133
Sep06 060330 88.71 88.71 88.71 88.71 -0.84 0 2,043 +0
Dec06 060330 88.40 88.40 88.37 88.37 -0.84 0 45 +0
Total Volume and Open Interest 1,005 27,291 -134
Australian Dollar(CME)
Jun06 060330 71.11 71.50 71.05 71.40 +0.79 2,518 66,866 -1,646
Sep06 060330 71.20 71.32 71.18 71.32 +0.79 0 143 +57
Dec06 060330 71.24 71.24 71.24 71.24 +0.79 0 165 +0
Total Volume and Open Interest 2,518 67,179 -3,490
British Pound(CME)
Jun06 060330 174.19 175.02 174.07 174.85 +1.26 6,748 75,545 +7,787
Sep06 060330 175.11 175.11 175.11 175.11 +1.27 4 252 +17
Dec06 060330 175.33 175.33 175.33 175.33 +1.27 0 4 +0
Total Volume and Open Interest 6,752 75,803 +6,829
Canadian Dollar(CME)
Jun06 060330 85.96 86.38 85.93 86.34 +0.90 2,981 82,915 -1,279
Sep06 060330 86.45 86.60 86.42 86.57 +0.90 35 2,320 +4
Dec06 060330 86.76 86.81 86.76 86.81 +0.90 8 694 +19
Mar07 060330 87.05 87.05 87.05 87.05 +0.90 0 157 +0
Total Volume and Open Interest 3,024 86,104 +1,136
Japanese Yen(CME)
Jun06 060330 86.05 86.30 85.72 86.14 +0.34 2,017 161,932 +665
Sep06 060330 87.21 87.21 87.21 87.21 +0.35 2 18,741 +43
Dec06 060330 88.23 88.23 88.23 88.23 +0.34 0 134 +0
Total Volume and Open Interest 2,019 180,809 +3,794
Swiss Franc(CME)
Jun06 060330 77.38 77.80 77.15 77.71 +0.75 3,067 88,067 +3,672
Sep06 060330 78.35 78.42 78.35 78.42 +0.76 3 252 +1
Dec06 060330 79.00 79.00 79.00 79.00 +0.76 0 51 +2
Total Volume and Open Interest 3,070 88,370 +3,675
EuroFX(CME)
Jun06 060330 121.48 122.26 121.18 122.13 +1.31 4,405 136,658 -1,608
Sep06 060330 122.60 122.77 122.60 122.77 +1.32 0 2,080 -47
Dec06 060330 123.35 123.35 123.35 123.35 +1.32 0 231 +0
Total Volume and Open Interest 4,405 139,060 +3,568
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060330 9105.0 9125.0 9055.0 9097.0 +27.0 3,730 43,780 -1,985
Total Volume and Open Interest 3,740 68,518 -2,325
30-Year T-Bonds(CBOT)
Jun06 060330 109~22 109~28 108~26 109~06 -0~16 334,847 624,046 +21,345
Sep06 060330 109~20 109~20 108~26 109~07 -0~16 368 2,978 +194
Dec06 060330 109~19 109~19 109~19 109~19 -0~16 1 588 -1
Total Volume and Open Interest 335,216 627,613 +21,538
10-Year T-Notes(CBOT)
Jun06 060330 106~210 106~240 106~040 106~100 -0~095 836,947 1,960,846 +12,395
Sep06 060330 106~160 106~210 106~065 106~110 -0~105 3,651 65,241 +2,027
Total Volume and Open Interest 840,598 2,026,236 +14,422
5-Year T-Notes(CBOT)
Jun06 060330 104~195 104~195 104~095 104~125 -0~055 478,731 0 +0
Sep06 060330 104~195 104~195 104~120 104~120 -0~060 525 9,448 +971
Dec06 060330 104~105 104~105 104~105 104~105 -0~055 0 1 +0
Total Volume and Open Interest 479,256 9,449 -1,196,529
2 Year T-Notes(CBOT)
Jun06 060330 101~124 101~124 101~112 101~114 -0~006 2,446 454,522 +3,949
Total Volume and Open Interest 2,556 455,550 +1,543
Eurodollars(CME)
Jun06 060330 94.830 94.830 94.790 94.795 -0.030 45,286 1,365,087 -4,376
Sep06 060330 94.770 94.790 94.715 94.725 -0.040 442,154 1,333,939 +37,265
Dec06 060330 94.790 94.790 94.725 94.740 -0.040 25,449 1,388,203 +12,427
Mar07 060330 94.850 94.850 94.775 94.790 -0.050 24,127 1,098,558 -7,854
Jun07 060330 94.895 94.895 94.820 94.830 -0.050 38,134 898,819 +29,373
Sep07 060330 94.910 94.910 94.840 94.855 -0.045 39,606 786,126 +8,723
Dec07 060330 94.910 94.910 94.845 94.855 -0.045 23,883 549,025 +8,480
Mar08 060330 94.900 94.905 94.840 94.850 -0.045 18,873 356,216 +1,178
Jun08 060330 94.860 94.860 94.820 94.830 -0.045 14,575 253,736 +2,607
Sep08 060330 94.840 94.840 94.800 94.810 -0.045 16,789 213,770 +306
Dec08 060330 94.800 94.800 94.760 94.770 -0.045 12,399 179,193 -835
Mar09 060330 94.810 94.810 94.745 94.755 -0.045 8,901 129,372 -417
Jun09 060330 94.775 94.780 94.710 94.730 -0.045 2,559 116,373 -1,387
Sep09 060330 94.750 94.755 94.685 94.700 -0.050 2,850 107,602 -487
Dec09 060330 94.710 94.715 94.645 94.660 -0.050 4,342 95,764 +919
Mar10 060330 94.700 94.705 94.635 94.645 -0.055 2,830 78,810 -238
Jun10 060330 94.680 94.680 94.605 94.625 -0.055 2,200 60,504 +261
Sep10 060330 94.655 94.655 94.580 94.595 -0.060 1,899 54,679 +178
Total Volume and Open Interest 330,654 9,289,496 +176,574
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060330 99.75 99.75 99.75 99.75 unch 1,083 11,638 -153
Sep06 060330 99.52 99.52 99.50 99.50 -0.03 161 5,050 +43
Dec06 060330 99.27 99.27 99.25 99.26 -0.06 1,014 7,247 +1,479
Mar07 060330 99.05 99.05 99.03 99.03 -0.08 114 2,326 +182
Jun07 060330 98.85 98.85 98.85 98.85 -0.08 5 2,770 -11
Sep07 060330 98.66 98.66 98.66 98.66 -0.09 0 2,359 -142
Dec07 060330 98.52 98.52 98.51 98.52 -0.11 25 433 +19
Mar08 060330 98.51 98.51 98.51 98.51 unch 0 73 +0
Jun08 060330 98.29 98.29 98.29 98.29 -0.10 0 252 +0
Total Volume and Open Interest 2,402 32,152 +1,417
3-Mth Euro-Yen(SIMEX)
Jun06 060330 99.75 99.76 99.74 99.75 unch 3,443 67,682 +358
Sep06 060330 99.54 99.55 0.52 99.52 -0.01 7,638 50,073 +2,010
Dec06 060330 99.32 99.33 99.26 99.27 -0.04 6,455 85,454 +416
Mar07 060330 99.11 99.12 99.04 99.05 -0.06 4,443 41,271 -449
Jun07 060330 98.94 98.95 98.86 98.86 -0.07 1,578 19,997 +49
Sep07 060330 98.77 98.77 98.68 98.69 -0.09 2,131 14,320 -1,316
Dec07 060330 98.54 98.54 98.53 98.53 -0.10 3,093 17,202 -424
Mar08 060330 98.52 98.52 98.38 98.40 -0.10 0 15,908 +0
Total Volume and Open Interest 28,781 313,485 +1,728
German Euro-Bund(EUREX)
Jun06 060330 117.15 117.29 116.85 117.16 -0.08 1,995,695 1,534,928 +24,850
Sep06 060330 117.54 117.66 117.31 117.54 -0.09 4,486 27,338 +4,280
Dec06 060330 116.73 116.73 116.73 116.73 -0.08 2,302 2 +0
Total Volume and Open Interest 2,002,483 1,562,268 +29,130
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060330 110.10 110.13 109.98 110.09 -0.04 8,186 11,306 +7,050
Dec06 060330 109.64 109.64 109.64 109.64 -0.04 143 0 +0
Total Volume and Open Interest 1,200,604 1,186,271 +68,041
Long Gilt(LIFFE)
Jun06 060330 111~24 111~26 111~16 111~22 -0~01 72,230 274,049 +2,005
Sep06 060330 111~19 111~19 111~19 111~19 -0~01      
Total Volume and Open Interest 74,501 274,049 -21,981
3-Mth Short Sterling(LIFFE)
Jun06 060330 95.35 95.35 95.35 95.35 -0.01 64,014 436,133 +8,691
Sep06 060330 95.27 95.27 95.27 95.27 -0.02 134,603 455,722 +18,052
Dec06 060330 95.19 95.19 95.19 95.19 -0.02 89,350 315,376 -8,944
Total Volume and Open Interest 428,242 2,119,368 +39,698
3-Mth Euribor(LIFFE)
Jun06 060330 96.930 96.935 96.920 96.925 -0.005 290,171 714,936 +34,635
Sep06 060330 96.705 96.715 96.680 96.700 -0.005 266,571 578,844 +8,519
Dec06 060330 96.540 96.555 96.510 96.535 -0.010 354,843 635,670 +4,178
Total Volume and Open Interest 1,515,882 3,539,879 +76,917
3-Mth Aus T-Bills(SFE)
Jun06 060330 94.39 94.40 94.39 94.40 unch 9,942 135,656 -4,609
Sep06 060330 94.39 94.40 94.37 94.40 -0.01 30,459 159,967 -42
Dec06 060330 94.35 94.38 94.34 94.38 unch 15,711 63,644 -135
Mar07 060330 94.33 94.36 94.33 94.36 unch 5,510 28,272 -2,281
Jun07 060330 94.30 94.33 94.30 94.33 unch 2,470 29,371 -1,977
Sep07 060330 94.27 94.29 94.27 94.29 unch 970 18,506 -1,633
Dec07 060330 94.23 94.26 94.23 94.26 unch 633 10,801 -2,066
Mar08 060330 94.20 94.22 94.20 94.22 -0.01 390 5,167 -1,360
Jun08 060330 94.20 94.20 94.20 94.20 unch 300 944 -578
Sep08 060330 94.17 94.17 94.17 94.17 -0.01 250 575 +89
Total Volume and Open Interest 66,749 454,157 -14,552
10-Year Aus T-Bonds(SFE)
Jun06 060330 94.59 94.61 94.58 94.61 0.00 50,148 331,342 +16,153
Sep06 060330 94.61 94.61 94.61 94.61 0.00      
Total Volume and Open Interest 50,148 331,342 +16,153
3-Year Aus T-Bonds(SFE)
Jun06 060330 94.65 94.67 94.64 94.67 -0.01 113,672 372,337 +32,959
Sep06 060330 94.67 94.67 94.67 94.67 -0.01      
Total Volume and Open Interest 113,672 372,337 +32,959
Gold(CMX)
Apr06 060330 578.0 587.4 577.0 586.7 +13.4 64,190 33,999 -32,662
Jun06 060330 583.8 592.1 582.6 591.8 +13.2 92,578 233,541 +42,093
Aug06 060330 588.5 598.0 588.5 597.1 +13.3 1,480 9,542 -218
Oct06 060330 602.5 603.0 602.5 602.5 +13.4 255 10,459 +227
Dec06 060330 598.5 608.5 598.5 607.8 +13.5 507 17,758 +134
Feb07 060330 606.0 613.2 606.0 613.2 +13.7 13 9,290 +7
Apr07 060330 611.0 618.6 611.0 618.6 +13.9 25 1,328 +0
Jun07 060330 624.0 624.0 624.0 624.0 +14.1 1 9,416 +0
Aug07 060330 629.4 629.4 629.4 629.4 +14.3 0 160 +0
Oct07 060330 634.8 634.8 634.8 634.8 +14.5 0 6 +0
Dec07 060330 631.0 640.2 631.0 640.2 +14.7 3 10,273 +3
Total Volume and Open Interest 159,120 343,663 +9,621
Silver(CMX)
May06 060330 1134.0 1171.5 1132.0 1166.0 +54.5 21,971 83,288 +2,201
Jul06 060330 1144.0 1180.0 1144.0 1174.2 +55.2 1,830 17,694 -265
Sep06 060330 1149.0 1181.0 1149.0 1176.2 +54.5 391 5,624 +283
Dec06 060330 1155.0 1180.0 1147.0 1176.2 +53.0 441 16,003 +2
Mar07 060330 1149.0 1175.7 1149.0 1175.7 +52.7 20 4,528 +7
May07 060330 1173.0 1173.0 1173.0 1173.0 +50.8 4 903 +4
Jul07 060330 1149.0 1172.7 1149.0 1172.7 +51.2 307 2,950 +234
Total Volume and Open Interest 25,225 137,075 +2,496
Platinum(NYM)
Apr06 060330 1083.0 1095.0 1083.0 1090.7 +13.8 2,369 889 -1,647
Jul06 060330 1095.0 1104.8 1094.0 1102.7 +14.8 3,181 8,243 +1,898
Oct06 060330 1107.7 1107.7 1107.7 1107.7 +14.8 0 5 +0
Total Volume and Open Interest 5,550 9,137 +251
Palladium(NYME)
Jun06 060330 348.00 355.80 345.00 350.30 +12.90 1,008 15,083 +319
Sep06 060330 351.00 359.00 351.00 354.30 +12.90 14 1,194 +5
Dec06 060330 357.00 364.00 357.00 357.30 +12.90 51 402 -49
Total Volume and Open Interest 1,073 16,682 +272
Copper(CMX)
May06 060330 245.10 249.40 244.20 248.45 +4.60 8,666 60,765 +560
Jul06 060330 243.60 247.70 243.00 246.85 +4.50 2,361 19,745 +1,042
Sep06 060330 240.50 245.00 240.50 244.05 +4.45 223 4,496 +16
Dec06 060330 235.50 239.05 235.50 239.05 +4.45 27 3,275 +21
Mar07 060330 234.50 234.65 234.50 234.65 +5.40 57 370 +37
Total Volume and Open Interest 13,650 98,701 +1,458
Aluminum(CMX)
Apr06 060330 116.50 116.50 115.90 115.90 +0.80 100 186 +15
May06 060330 116.60 116.60 116.60 116.60 +0.80 230 120 +50
Jun06 060330 117.10 117.10 117.10 117.10 +0.90 0 52 +0
Jul06 060330 117.55 117.55 117.55 117.55 +1.00 0 20 +0
Aug06 060330 117.70 117.70 117.70 117.70 +1.10      
Sep06 060330 116.65 117.85 116.65 117.85 +1.20      
Total Volume and Open Interest 460 598 +140
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060330 11277 11320 11172 11204 -63 5,902 37,753 -6
Sep06 060330 11310 11310 11281 11281 -63 2 58 +1
Dec06 060330 11355 11355 11355 11355 -63 2 1,675 +0
Total Volume and Open Interest 5,906 39,486 -209
S & P 500(CME)
Jun06 060330 1310.70 1319.00 1305.00 1307.50 -2.50 24,160 645,025 -732
Sep06 060330 1320.00 1322.70 1316.00 1318.30 -2.50 7 6,275 +10
Dec06 060330 1329.10 1329.10 1329.10 1329.10 -2.50 191 797 +91
Mar07 060330 1339.60 1339.60 1339.60 1339.60 -2.50 0 51 +0
Total Volume and Open Interest 24,358 652,193 -631
S & P 500 E-Mini(Globex)
Jun06 060330 1310.50 1319.25 1304.75 1307.50 -2.50 896,825 1,159,253 +18,725
Sep06 060330 1320.75 1327.50 1316.75 1318.25 -2.50 183 777 +61
Total Volume and Open Interest 897,008 1,160,030 +25,865
NASDAQ 100(CME)
Jun06 060330 1723.50 1737.50 1715.50 1725.00 +4.50 7,472 57,932 +1,483
Sep06 060330 1744.50 1744.50 1744.50 1744.50 +4.50 0 2 +0
Dec06 060330 1764.00 1764.00 1764.00 1764.00 +4.50      
Total Volume and Open Interest 7,472 57,934 +1,295
NASDAQ 100 E-Mini(Globex)
Jun06 060330 1720.50 1737.50 1715.50 1725.00 +4.50 397,718 275,210 +25,896
Sep06 060330 1757.00 1757.00 1744.50 1744.50 +4.50 9 74 +3
Total Volume and Open Interest 397,727 275,284 +25,899
S & P Midcap 400(CME)
Jun06 060330 799.00 801.00 795.50 798.00 +0.70 151 11,016 -140
Sep06 060330 149.64 149.64 149.64 149.64 +0.70      
Dec06 060330 156.64 156.64 156.64 156.64 +0.70      
Total Volume and Open Interest 151 11,016 -140
Russell 2000(CME)
Jun06 060330 770.50 773.00 764.00 768.20 -1.30 493 30,762 -31
Sep06 060330 774.20 774.20 774.20 774.20 -1.30 0 38 +0
Dec06 060330 780.20 780.20 780.20 780.20 -1.30 0 3 +0
Total Volume and Open Interest 493 30,803 +6
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060330 769.50 772.90 763.70 768.20 -1.30 120,126 294,358 +2,315
Sep06 060330 780.50 783.30 770.00 774.20 -1.30 59 369 +16
Total Volume and Open Interest 120,185 294,727 +5,825
Value Line(KCBT)
Jun06 060330 2117.50 2124.00 2105.50 2116.50 +2.50 97 55 -65
Total Volume and Open Interest 97 56 -65
Nikkei 225(CME)
Jun06 060330 17050 17155 16970 17065 +155 72,684 201,734 +1,733
Sep06 060330 17050 17050 17050 17050 +110 25 155 -10
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060330 17050 17155 16970 17065 +155 72,684 201,734 +1,733
Sep06 060330 17050 17050 17050 17050 +110 25 155 -10
Dec06 060330 17010 17010 17010 17010 +110      
Total Volume and Open Interest 72,713 201,946 +1,724
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060330 5204.5 5256.5 5204.5 5248.5 +57.0 60,977 417,721 +428
May06 060330 5161.5 5197.0 5156.0 5191.5 +57.0 479 2,474 -77
Total Volume and Open Interest 62,147 507,383 +1,070
Hang Seng Index(HKFE)
Mar06 060330 15790 15957 15787 15909 +190 89,218 82,955 -28,800
Apr06 060330 15850 16000 15830 15927 +168 67,692 78,985 +48,881
Total Volume and Open Interest 157,327 163,694 +20,423
DAX Index(EUREX)
Jun06 060330 5988.5 6031.0 5971.5 6023.5 +72.5 137,961 209,221 +3,038
Sep06 060330 6034.0 6074.5 6017.5 6069.5 +73.0 2,179 12,573 +122
Dec06 060330 6092.5 6125.5 6067.5 6120.0 +74.0 1,080 1,199 +655
Total Volume and Open Interest 141,220 222,993 +783
FT-SE 100(LIFFE)
Jun06 060330 5995.50 6052.00 5994.00 6033.50 +60.50 68,996 458,615 +183
Sep06 060330 6020.00 6065.00 6020.00 6050.50 +61.00 53 2,631 +13
Dec06 060330 6069.50 6090.00 6062.00 6085.50 +62.00 5 10,357 +0
Total Volume and Open Interest 70,054 472,603 +1,144
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060330 5125.0 5138.0 5107.0 5127.0 +27.0 15,266 202,856 +5,065
Sep06 060330 5126.0 5126.0 5122.0 5126.0 +27.0 20 3,213 +0
Total Volume and Open Interest 15,521 210,683 +5,272
GSCI(CME)
Apr06 060330 444.60 449.00 443.75 447.50 +5.10 508 21,955 -254
May06 060330 453.45 453.45 453.00 453.00 +5.40 50 526 +36
Jun06 060330 456.00 456.00 456.00 456.00 +5.00      
Total Volume and Open Interest 558 22,481 -214
Reuters CRB Index(NYBOT)
Apr06 060330 362.00 365.25 361.50 365.25 +5.40 31 330 +7
Jun06 060330 368.50 370.75 368.25 370.75 +4.90 19 482 +1
Aug06 060330 376.25 376.25 376.25 376.25 +4.40 0 202 +0
Total Volume and Open Interest 50 1,014 +1,009
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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