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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 Fri March 31, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May06 060331 581.00 585.50 570.75 571.50 -16.25 42,257 181,673 +1,712
Jul06 060331 594.50 598.50 585.00 585.50 -15.50 18,025 95,423 +2,988
Aug06 060331 598.00 601.00 590.00 590.25 -15.50 238 6,821 +51
Sep06 060331 603.00 605.50 593.00 593.00 -15.50 2,196 7,263 +1,126
Nov06 060331 607.00 612.00 601.00 602.75 -12.75 8,078 65,217 +1,592
Jan07 060331 617.00 618.00 609.00 610.50 -11.75 454 3,665 +164
Mar07 060331 622.00 622.00 615.50 616.50 -11.25 392 1,312 +230
Total Volume and Open Interest 72,145 366,958 +7,953
Soybean Meal(CBOT)
May06 060331 178.00 178.80 174.00 174.60 -4.80 11,467 60,260 -84
Jul06 060331 179.80 180.90 176.50 176.80 -4.80 4,909 42,951 +897
Aug06 060331 181.00 181.90 177.90 178.10 -4.90 508 10,911 -18
Sep06 060331 182.00 182.00 178.70 178.90 -4.50 190 8,446 -45
Oct06 060331 182.00 182.00 178.50 179.00 -4.50 122 7,269 -14
Dec06 060331 184.00 184.40 180.10 180.80 -4.70 1,142 20,002 +285
Jan07 060331 181.40 181.40 181.40 181.40 -4.80 150 660 +50
Mar07 060331 184.00 184.50 184.00 184.50 -4.10 33 438 -33
Total Volume and Open Interest 18,557 150,985 +1,057
Soybean Oil(CBOT)
May06 060331 22.97 23.25 22.75 22.79 -0.38 11,745 98,422 -2,064
Jul06 060331 23.41 23.69 23.25 23.27 -0.30 6,218 53,249 +793
Aug06 060331 23.65 23.73 23.45 23.50 -0.23 82 4,872 +1
Sep06 060331 23.90 23.92 23.65 23.73 -0.16 43 4,777 +9
Oct06 060331 24.05 24.10 23.90 23.90 -0.27 61 3,783 -55
Dec06 060331 24.30 24.55 24.16 24.21 -0.20 1,009 19,586 +146
Jan07 060331 24.55 24.60 24.40 24.40 -0.19 6 1,289 +0
Mar07 060331 24.80 24.80 24.60 24.60 -0.20 1 593 +0
Total Volume and Open Interest 19,238 188,902 -1,117
Canola(WCE)
May06 060331 259.0 262.0 258.7 259.6 -1.4 5,073 37,797 -803
Jul06 060331 266.8 270.3 266.8 268.1 -0.7 2,473 30,611 +943
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060331 282.3 284.4 280.2 283.5 +0.2 526 15,754 +17
Jan07 060331 286.5 289.5 285.6 288.6 unch 10 997 +10
Total Volume and Open Interest 8,084 86,751 +168
Corn(CBOT)
May06 060331 240.00 243.00 235.00 236.00 +8.25 50,179 416,203 -5,425
Jul06 060331 252.00 254.00 245.00 247.25 +8.50 21,041 272,562 +2,287
Sep06 060331 259.50 260.00 255.00 256.00 +8.00 2,645 43,672 +617
Dec06 060331 268.00 270.00 267.00 268.00 +8.00 16,723 259,557 +3,322
Mar07 060331 276.00 277.00 274.50 276.50 +7.75 2,549 35,746 +1,258
May07 060331 278.50 280.50 278.00 280.50 +7.00 423 2,507 +102
Total Volume and Open Interest 99,138 1,101,075 +4,881
Wheat(CBOT)
May06 060331 346.50 350.50 345.50 347.75 +3.25 16,867 183,930 -3,308
Jul06 060331 365.00 365.00 358.50 361.50 +4.25 10,215 95,944 +1,793
Sep06 060331 371.00 373.50 370.00 371.25 +2.75 441 13,957 +222
Dec06 060331 388.00 389.00 384.75 387.00 +3.50 2,278 60,444 +53
Mar07 060331 402.00 403.00 398.50 400.25 +3.25 218 6,127 +110
Total Volume and Open Interest 30,778 381,335 -861
Wheat(KCBT)
May06 060331 418.00 422.50 415.00 418.50 +7.75 3,126 39,106 -499
Jul06 060331 422.00 427.00 420.50 423.00 +7.25 4,497 39,663 +447
Sep06 060331 428.00 430.00 424.50 426.00 +6.25 233 9,487 +43
Dec06 060331 434.00 437.00 431.50 433.50 +7.00 1,557 20,910 -127
Mar07 060331 437.00 440.00 435.50 438.50 +7.50 25 841 -1
Total Volume and Open Interest 9,592 113,602 -50
Wheat(MGE)
May06 060331 406.00 410.00 402.00 404.25 +6.00 1,225 12,260 +157
Jul06 060331 411.00 415.00 409.00 410.00 +6.75 516 13,069 -88
Sep06 060331 413.00 418.00 413.00 415.00 +7.50 169 8,024 +6
Dec06 060331 419.00 424.00 419.00 421.50 +7.50 233 10,826 +48
Mar07 060331 426.00 428.50 425.00 428.50 +9.50 5 351 +5
Total Volume and Open Interest 2,148 44,655 +128
Oats(CBOT)
May06 060331 173.00 173.75 169.75 173.50 +1.25 665 5,928 -58
Jul06 060331 177.00 182.00 174.75 181.75 +6.75 335 2,208 +146
Sep06 060331 171.00 171.00 171.00 171.00 +1.50 24 194 +2
Dec06 060331 166.00 167.25 166.00 167.25 +1.25 90 2,244 +26
Total Volume and Open Interest 1,142 10,646 +130
Rough Rice(CBOT)
May06 060331 8.53 8.63 8.46 8.56 +0.20 370 5,115 -81
Jul06 060331 8.88 8.92 8.76 8.87 +0.23 240 2,712 +70
Sep06 060331 9.00 9.05 9.00 9.05 +0.21 46 762 +10
Nov06 060331 9.17 9.20 9.13 9.19 +0.17 229 1,967 +30
Total Volume and Open Interest 941 11,347 +72
Live Cattle(CME)
Apr06 060331 81.050 81.100 79.150 79.500 -1.500 8,932 30,847 -1,258
Jun06 060331 75.950 76.000 74.300 74.350 -1.550 15,505 115,909 +1,020
Aug06 060331 77.750 77.750 76.200 76.300 -1.300 5,935 47,540 +1,223
Oct06 060331 81.275 81.300 79.700 79.750 -1.450 3,625 24,322 -438
Dec06 060331 83.750 83.750 82.300 82.300 -1.400 973 9,136 -83
Feb07 060331 86.200 86.200 84.700 84.900 -1.325 316 4,674 +89
Total Volume and Open Interest 35,357 233,185 +547
Feeder Cattle(CME)
Apr06 060331 104.100 104.100 101.450 101.475 -2.775 2,313 8,505 -318
May06 060331 104.100 104.200 101.700 101.750 -2.650 3,234 15,456 -156
Aug06 060331 106.100 106.200 104.000 104.100 -2.525 1,155 8,250 +257
Sep06 060331 105.500 105.600 103.400 103.600 -2.500 150 1,043 +92
Oct06 060331 104.100 104.600 102.050 102.425 -2.625 223 1,263 +103
Nov06 060331 104.050 104.050 102.700 102.750 -2.225 75 376 +39
Jan07 060331 101.400 102.000 101.300 101.300 -1.700 8 105 +0
Total Volume and Open Interest 7,682 37,328 -228
Lean Hogs(CME)
Apr06 060331 57.950 57.975 57.100 57.350 -0.775 2,331 12,191 -408
May06 060331 64.800 64.950 64.050 64.875 -0.575 416 4,845 +141
Jun06 060331 66.250 66.650 65.000 65.275 -1.475 5,697 83,304 +750
Jul06 060331 65.850 66.000 65.250 65.650 -0.725 1,576 20,770 +363
Aug06 060331 64.500 64.700 63.850 64.400 -0.650 1,685 12,967 +805
Oct06 060331 54.800 55.100 54.300 54.650 -0.825 651 6,507 +260
Dec06 060331 52.500 52.500 52.100 52.125 -0.500 149 2,964 +24
Feb07 060331 54.750 54.750 54.025 54.700 -0.300 16 611 +15
Total Volume and Open Interest 12,521 144,266 +1,950
Pork Bellies(CME)
May06 060331 82.000 82.350 81.050 81.350 -0.425 672 1,128 +35
Jul06 060331 82.800 83.500 82.500 82.500 -1.000 109 447 -3
Aug06 060331 78.700 80.000 78.700 78.800 -0.200 5 43 +2
Feb07 060331 86.250 86.250 86.250 86.250 -0.250 0 6 +0
Mar07 060331 86.500 86.500 86.500 86.500 -0.250 0 6 +0
Total Volume and Open Interest 786 1,630 +34
Class III Milk(CME)
Mar06 060331 11.11 11.11 11.11 11.11 -0.01 0 2,627 +18
Apr06 060331 11.00 11.00 10.96 10.96 -0.04 18 3,024 -11
May06 060331 10.85 10.95 10.85 10.88 +0.03 166 3,286 -8
Jun06 060331 10.97 11.08 10.95 10.97 unch 129 3,338 +65
Jul06 060331 11.30 11.38 11.28 11.28 -0.02 142 3,118 +94
Total Volume and Open Interest 777 33,592 +275
Cocoa(NYBOT)
May06 060331 1503 1506 1481 1489 -20 9,176 48,477 +607
Jul06 060331 1530 1530 1507 1516 -17 2,073 24,559 +134
Sep06 060331 1551 1552 1532 1542 -15 1,363 19,551 +971
Dec06 060331 1575 1575 1570 1570 -16 214 12,259 +54
Mar07 060331 1606 1606 1583 1595 -16 1 10,497 -1
May07 060331 1613 1613 1613 1613 -18 50 3,044 +0
Jul07 060331 1629 1629 1629 1629 -17 0 916 +0
Total Volume and Open Interest 12,878 128,822 +1,765
Coffee "C"(NYBOT)
May06 060331 108.00 108.70 106.25 107.00 -1.60 15,651 56,178 -1,282
Jul06 060331 111.00 111.40 109.05 109.85 -1.55 5,699 27,000 +1,286
Sep06 060331 113.25 113.90 111.80 112.30 -1.45 1,358 10,578 +175
Dec06 060331 116.50 117.00 115.40 115.40 -1.45 758 7,157 +333
Mar07 060331 120.00 120.00 118.50 118.50 -1.45 335 3,069 +230
May07 060331 121.00 121.75 120.30 120.30 -1.50 49 711 +17
Total Volume and Open Interest 23,940 105,963 +766
Orange Juice(NYBOT)
May06 060331 148.00 150.00 147.55 148.15 -0.60 2,011 22,933 +196
Jul06 060331 145.50 147.40 145.20 146.65 +0.60 337 7,970 +110
Sep06 060331 142.25 142.40 142.00 142.40 +1.30 126 3,564 +22
Nov06 060331 139.50 139.50 138.75 139.10 +0.35 70 1,393 -32
Jan07 060331 135.00 135.60 135.00 135.60 +0.60 65 1,551 -4
Total Volume and Open Interest 2,619 37,737 +300
Sugar #11(NYBOT)
May06 060331 18.17 18.40 17.70 17.90 -0.37 28,900 205,910 -2,852
Jul06 060331 18.10 18.30 17.65 17.89 -0.32 23,342 115,957 +3,957
Oct06 060331 18.00 18.20 17.65 17.87 -0.24 11,524 60,486 +705
Mar07 060331 18.03 18.20 17.60 17.89 -0.21 3,540 47,156 +869
May07 060331 17.90 18.02 17.55 17.77 -0.18 1,254 23,152 +361
Total Volume and Open Interest 70,088 480,532 +3,557
Sugar #14(NYBOT)
Mar06 060208 24.20 24.40 24.20 24.40 -0.38 306 848 -287
May06 060331 24.15 24.15 24.00 24.00 unch 87 1,458 -32
Jul06 060331 23.90 23.99 23.90 23.91 +0.01 359 4,177 -67
Sep06 060331 23.80 23.94 23.80 23.88 +0.08 184 3,212 +130
Nov06 060331 22.32 22.37 22.32 22.37 +0.05 5 987 +5
Total Volume and Open Interest 866 12,485 +245
London Cocoa(LCE)
Mar06 060316 889 899 889 898 +14 8,440 11,538 -1,026
May06 060331 921 924 907 914 -5 4,903 46,181 -2,065
Jul06 060331 925 926 911 918 -6 5,025 42,870 -774
Sep06 060331 935 937 921 928 -5 2,080 33,117 +19
Dec06 060331 948 948 935 940 -6 3,640 31,748 +2,395
Mar07 060331 956 956 943 948 -8 80 11,993 -18
May07 060331 960 960 958 958 -8 0 1,074 +0
Total Volume and Open Interest 15,741 170,117 -443
London Coffee(LCE)
Mar06 060331 1106.00 1106.00 1089.00 1089.00 unch 40 132 +2
May06 060331 1115.00 1120.00 1104.00 1112.00 +8.00 7,023 57,060 -2,110
Jul06 060331 1135.00 1138.00 1122.00 1129.00 +8.00 3,215 35,593 +764
Sep06 060331 1140.00 1148.00 1135.00 1142.00 +8.00 1,862 19,020 +1,199
Nov06 060331 1159.00 1159.00 1145.00 1152.00 +8.00 385 4,351 +284
Jan07 060331 1167.00 1167.00 1155.00 1161.00 +7.00 38 547 +32
Total Volume and Open Interest 12,573 116,846 +175
London Sugar(LCE)
Mar06 060213 438.90 447.00 431.50 446.20 +8.90 2,044 3,042 -914
May06 060331 479.20 480.40 467.00 471.70 -7.50 2,409 21,062 -591
Aug06 060331 481.70 482.00 472.00 474.00 -7.70 4,321 23,686 +1,712
Oct06 060331 474.50 479.00 469.70 471.60 -7.10 1,375 11,239 +342
Dec06 060331 472.00 472.00 465.10 465.10 -6.50 352 4,649 +186
Total Volume and Open Interest 8,915 66,755 +1,923
Cotton(NYBOT)
May06 060331 53.55 53.57 52.56 52.65 -1.05 9,321 86,177 -1,165
Jul06 060331 55.00 55.00 54.40 54.60 -0.75 6,669 26,461 +471
Oct06 060331 56.80 57.00 56.70 56.70 -0.45 30 1,497 +25
Dec06 060331 58.50 58.50 57.80 58.05 -0.61 2,216 17,555 +311
Mar07 060331 59.70 59.70 59.35 59.47 -0.58 8 2,155 +0
May07 060331 60.15 60.15 60.15 60.15 -0.60 0 106 +0
Total Volume and Open Interest 18,255 135,770 -358
Lumber(CME)
May06 060331 326.1 326.1 321.2 324.9 +2.0 308 3,039 -31
Jul06 060331 335.6 336.4 331.6 336.2 +0.8 128 774 +18
Sep06 060331 340.9 341.2 337.9 341.2 -1.2 52 254 +7
Nov06 060331 327.4 327.4 327.4 327.4 +1.8 0 40 +0
Total Volume and Open Interest 488 4,107 -6
Crude Oil(NYM)
May06 060331 66.40 66.90 65.60 66.63 -0.52 95,673 248,340 -1,780
Jun06 060331 67.80 68.10 66.80 67.93 -0.40 70,046 138,648 +5,843
Jul06 060331 68.55 68.80 67.60 68.67 -0.35 22,047 56,324 +3,868
Aug06 060331 68.95 69.25 68.10 69.09 -0.29 6,411 34,285 +1,042
Sep06 060331 68.90 69.32 68.30 69.32 -0.26 3,923 36,778 +557
Oct06 060331 68.60 69.47 68.56 69.47 -0.24 4,491 25,806 -1,585
Nov06 060331 69.25 69.58 68.76 69.58 -0.23 4,833 15,890 +244
Dec06 060331 69.45 69.70 68.60 69.67 -0.22 17,600 91,173 +496
Jan07 060331 69.74 69.74 69.74 69.74 -0.21 5,144 23,007 +951
Feb07 060331 69.80 69.80 69.80 69.80 -0.21 224 7,651 +103
Mar07 060331 70.00 70.00 69.84 69.84 -0.19 80 8,334 -35
Apr07 060331 69.86 69.86 69.86 69.86 -0.17 97 8,061 -65
May07 060331 69.84 69.84 69.84 69.84 -0.16 10 3,945 +0
Jun07 060331 69.82 69.82 69.82 69.82 -0.15 4,157 30,151 +116
Jul07 060331 69.77 69.77 69.77 69.77 -0.14 575 4,625 -55
Aug07 060331 69.72 69.72 69.72 69.72 -0.13 879 4,661 -150
Total Volume and Open Interest 246,102 954,565 +10,590
Heating Oil(NYM)
Apr06 060331 186.00 188.00 183.90 186.18 -2.25 11,724 6,942 -4,070
May06 060331 185.50 187.00 183.60 186.33 -1.60 24,976 68,179 +1,272
Jun06 060331 187.00 188.20 184.70 187.63 -1.15 7,517 24,313 +1,219
Jul06 060331 188.70 190.00 187.75 189.73 -0.80 2,168 17,151 -64
Aug06 060331 190.25 193.45 189.50 191.98 -0.70 1,397 8,069 +718
Sep06 060331 193.90 194.33 192.00 194.33 -0.65 602 5,390 +332
Oct06 060331 194.90 198.40 194.90 197.08 -0.55 340 2,910 +170
Nov06 060331 199.25 201.40 197.75 200.18 -0.45 181 2,188 +14
Dec06 060331 202.00 203.75 201.00 202.98 -0.35 1,514 12,777 +464
Jan07 060331 203.50 206.00 203.00 205.18 -0.25 317 7,286 +31
Feb07 060331 204.70 206.30 203.00 205.58 -0.20 93 1,525 -3
Mar07 060331 202.60 204.25 201.60 203.73 -0.15 18 2,426 +7
Total Volume and Open Interest 50,882 164,680 +98
Unleaded Gas(NYM)
Apr06 060331 194.50 199.00 190.00 194.58 -4.99 17,555 5,603 -4,956
May06 060331 187.00 190.50 183.70 188.43 -2.58 25,349 68,733 -476
Jun06 060331 186.00 190.75 184.25 188.79 -1.71 8,502 20,202 +1,329
Jul06 060331 188.00 189.50 185.60 189.29 -1.56 2,191 8,542 -55
Aug06 060331 188.50 189.79 187.00 189.79 -1.46 1,210 7,322 +490
Sep06 060331 187.50 190.25 186.50 189.24 -1.31 1,108 6,689 +227
Oct06 060331 180.00 181.74 180.00 181.74 -1.21 282 4,284 +57
Nov06 060331 180.00 180.00 178.00 179.29 -1.16 24 1,324 -10
Dec06 060331 178.04 178.04 178.04 178.04 -1.11 265 2,463 -78
Jan07 060331 178.94 178.94 178.94 178.94 -1.11 0 993 +0
Total Volume and Open Interest 56,486 126,155 -3,472
Natural Gas(NYM)
May06 060331 7.190 7.230 7.120 7.210 -0.277 24,594 107,864 -656
Jun06 060331 7.390 7.440 7.320 7.420 -0.254 4,998 31,384 +639
Jul06 060331 7.580 7.640 7.540 7.625 -0.234 3,780 28,146 +601
Aug06 060331 7.710 7.770 7.680 7.770 -0.224 2,920 24,938 +870
Sep06 060331 7.840 7.890 7.800 7.890 -0.210 1,946 21,402 -6
Oct06 060331 7.990 8.080 7.970 8.060 -0.192 8,781 39,035 +959
Nov06 060331 9.100 9.130 9.060 9.125 -0.205 4,893 28,902 +479
Dec06 060331 10.020 10.080 10.020 10.065 -0.185 5,150 21,017 +496
Jan07 060331 10.700 10.740 10.640 10.715 -0.175 6,707 46,079 -253
Feb07 060331 10.680 10.760 10.640 10.710 -0.175 1,066 19,470 +659
Mar07 060331 10.500 10.550 10.470 10.525 -0.175 1,580 26,624 +255
Apr07 060331 9.150 9.150 9.040 9.075 -0.105 2,002 18,559 +767
May07 060331 8.930 8.930 8.900 8.900 -0.100 627 19,038 -135
Jun07 060331 9.020 9.020 8.920 8.952 -0.098 167 7,546 +6
Jul07 060331 9.050 9.050 9.017 9.017 -0.098 352 5,463 +173
Aug07 060331 9.130 9.130 9.062 9.062 -0.098 28 5,926 +13
Total Volume and Open Interest 72,371 645,698 +3,766
Brent Crude Oil(ICE)
May06 060331 66.75 66.81 65.52 65.91 -0.55 67,512 84,383 +187
Jun06 060331 67.04 67.13 65.86 66.25 -0.56 50,395 129,182 +2,742
Jul06 060331 67.38 67.50 66.27 66.67 -0.53 17,326 41,051 +3,758
Aug06 060331 67.63 67.72 66.55 66.94 -0.53 6,050 19,067 -62
Sep06 060331 67.94 68.00 66.94 67.14 -0.56 6,031 16,873 +460
Oct06 060331 68.09 68.10 66.97 67.29 -0.58 1,372 14,622 +98
Nov06 060331 68.22 68.22 67.10 67.42 -0.58 1,004 7,142 +378
Dec06 060331 68.18 68.30 67.22 67.53 -0.55 10,919 42,632 +4,333
Jan07 060331 68.34 68.34 67.61 67.61 -0.54 0 9,290 +0
Feb07 060331 67.66 67.66 67.66 67.66 -0.54 50 6,857 +12
Mar07 060331 67.70 67.70 67.70 67.70 -0.54 0 4,859 +0
Apr07 060331 67.67 67.67 67.67 67.67 -0.54 0 875 +0
May07 060331 67.65 67.65 67.65 67.65 -0.54 0 286 +0
Jun07 060331 67.62 67.62 67.62 67.62 -0.55 362 10,164 +362
Total Volume and Open Interest 163,157 432,197 +13,294
Gas Oil(ICE)
Apr06 060331 588.00 589.00 575.50 582.00 -1.00 20,356 40,759 -4,138
May06 060331 588.00 588.50 576.00 582.25 +0.25 17,477 64,957 +4,240
Jun06 060331 590.00 592.25 581.50 586.75 +1.00 9,030 30,520 +2,566
Jul06 060331 597.00 597.00 587.25 592.25 +1.50 1,388 13,599 +654
Aug06 060331 599.25 601.00 593.50 598.25 +1.75 861 5,641 -33
Sep06 060331 607.50 607.50 598.25 604.25 +2.00 298 6,064 -193
Oct06 060331 611.50 611.50 605.00 609.75 +2.75 900 8,770 -225
Nov06 060331 611.00 615.00 611.00 613.75 +3.50 1,650 5,745 +1,650
Dec06 060331 619.00 619.75 611.25 616.50 +3.75 2,313 26,503 -31
Jan07 060331 618.00 618.00 618.00 618.00 +3.75 700 4,510 +350
Total Volume and Open Interest 56,923 226,919 +6,206
US Dollar Index(NYBOT)
Jun06 060331 89.00 89.66 88.96 89.39 +0.33 4,714 24,859 -343
Sep06 060331 89.04 89.04 89.04 89.04 +0.33 0 2,043 +0
Dec06 060331 88.70 88.70 88.70 88.70 +0.33 1 44 -1
Total Volume and Open Interest 4,715 26,947 -344
Australian Dollar(CME)
Jun06 060331 71.06 71.61 70.98 71.57 +0.17 3,200 67,756 +890
Sep06 060331 71.49 71.49 71.49 71.49 +0.17 2 139 -4
Dec06 060331 71.41 71.41 71.41 71.41 +0.17 0 165 +0
Total Volume and Open Interest 3,202 68,065 +886
British Pound(CME)
Jun06 060331 173.86 174.25 173.57 173.80 -1.05 4,037 72,835 -2,710
Sep06 060331 174.38 174.38 174.06 174.06 -1.05 1,000 258 +6
Dec06 060331 174.28 174.28 174.28 174.28 -1.05 0 4 +0
Total Volume and Open Interest 5,037 73,097 -2,706
Canadian Dollar(CME)
Jun06 060331 86.16 86.16 85.74 85.79 -0.55 4,716 81,326 -1,589
Sep06 060331 86.39 86.39 85.98 86.02 -0.55 12 2,360 +40
Dec06 060331 86.40 86.50 86.20 86.26 -0.55 18 687 -7
Mar07 060331 86.50 86.50 86.50 86.50 -0.55 0 157 +0
Total Volume and Open Interest 4,746 84,548 -1,556
Japanese Yen(CME)
Jun06 060331 85.72 86.05 85.50 85.85 -0.29 11,622 172,074 +10,142
Sep06 060331 86.92 86.92 86.92 86.92 -0.29 10 18,715 -26
Dec06 060331 87.95 87.95 87.95 87.95 -0.28 0 135 +1
Total Volume and Open Interest 11,632 190,926 +10,117
Swiss Franc(CME)
Jun06 060331 77.13 77.38 77.05 77.35 -0.36 4,030 83,431 -4,636
Sep06 060331 78.06 78.06 78.06 78.06 -0.36 3 224 -28
Dec06 060331 78.64 78.64 78.64 78.64 -0.36 0 54 +3
Total Volume and Open Interest 4,033 83,709 -4,661
EuroFX(CME)
Jun06 060331 121.53 122.00 121.40 121.79 -0.34 14,350 153,500 +16,842
Sep06 060331 122.22 122.43 122.22 122.43 -0.34 140 2,059 -21
Dec06 060331 122.87 123.06 122.87 123.01 -0.34 0 231 +0
Total Volume and Open Interest 14,505 155,893 +16,833
Mexican Peso(CME)
Mar06 060313 9332.0 9332.0 9332.0 9332.0 -15.0 1,775 27,395 -1,841
Jun06 060331 9097.0 9145.0 9097.0 9122.0 +25.0 1,305 45,364 +1,584
Total Volume and Open Interest 1,588 70,115 +1,597
30-Year T-Bonds(CBOT)
Jun06 060331 109~03 109~14 108~28 109~05 -0~01 431,441 642,750 +18,704
Sep06 060331 109~05 109~11 109~03 109~06 -0~01 534 3,429 +451
Dec06 060331 109~14 109~14 109~14 109~14 -0~05 0 588 +0
Total Volume and Open Interest 431,975 646,768 +19,155
10-Year T-Notes(CBOT)
Jun06 060331 106~085 106~175 106~055 106~125 +0~025 1,131,045 2,045,545 +84,699
Sep06 060331 106~155 106~165 106~100 106~140 +0~030 3,175 66,465 +1,224
Total Volume and Open Interest 1,134,220 2,112,159 +85,923
5-Year T-Notes(CBOT)
Jun06 060331 104~140 104~180 104~110 104~140 +0~015 488,198 0 +0
Sep06 060331 104~135 104~135 104~135 104~135 +0~015 9 10,119 +671
Dec06 060331 104~120 104~120 104~120 104~120 +0~015 0 1 +0
Total Volume and Open Interest 488,207 10,120 +671
2 Year T-Notes(CBOT)
Jun06 060331 101~116 101~121 101~112 101~118 +0~004 3,569 470,031 +15,509
Total Volume and Open Interest 3,569 470,944 +15,394
Eurodollars(CME)
Jun06 060331 94.795 94.820 94.780 94.795 unch 42,396 1,399,509 +34,422
Sep06 060331 94.725 94.765 94.710 94.735 +0.010 372,446 1,340,598 +6,659
Dec06 060331 94.745 94.775 94.720 94.745 +0.005 38,640 1,389,811 +1,608
Mar07 060331 94.795 94.825 94.770 94.795 +0.005 16,891 1,105,435 +6,877
Jun07 060331 94.840 94.865 94.815 94.835 +0.005 49,359 941,088 +42,269
Sep07 060331 94.865 94.890 94.850 94.860 +0.005 23,734 788,947 +2,821
Dec07 060331 94.860 94.890 94.850 94.860 +0.005 33,296 565,175 +16,150
Mar08 060331 94.865 94.885 94.845 94.855 +0.005 20,373 356,202 -14
Jun08 060331 94.845 94.870 94.830 94.840 +0.010 12,003 255,791 +2,055
Sep08 060331 94.825 94.850 94.820 94.820 +0.010 9,353 218,492 +4,722
Dec08 060331 94.785 94.810 94.785 94.785 +0.015 12,842 186,013 +6,820
Mar09 060331 94.770 94.795 94.770 94.770 +0.015 9,353 131,205 +1,833
Jun09 060331 94.750 94.765 94.745 94.745 +0.015 7,876 115,079 -1,294
Sep09 060331 94.720 94.735 94.715 94.715 +0.015 8,405 108,916 +1,314
Dec09 060331 94.680 94.695 94.670 94.675 +0.015 6,585 98,580 +2,816
Mar10 060331 94.665 94.680 94.655 94.660 +0.015 7,298 78,553 -257
Jun10 060331 94.640 94.660 94.630 94.635 +0.010 4,438 61,056 +552
Sep10 060331 94.610 94.630 94.605 94.605 +0.010 3,718 54,865 +186
Total Volume and Open Interest 353,586 9,447,150 +157,654
3-Mth Euro-Yen(CME)
Mar06 060313 99.88 99.88 99.88 99.88 -0.01 1,355 9,762 -685
Jun06 060331 99.75 99.76 99.75 99.75 unch 1,794 11,628 -10
Sep06 060331 99.52 99.53 99.52 99.52 +0.02 2,653 7,718 +2,668
Dec06 060331 99.28 99.28 99.27 99.28 +0.02 1,390 8,927 +1,680
Mar07 060331 99.06 99.06 99.06 99.06 +0.03 560 2,791 +465
Jun07 060331 98.87 98.88 98.87 98.88 +0.03 0 2,768 -2
Sep07 060331 98.68 98.68 98.68 98.68 +0.02 0 2,386 +27
Dec07 060331 98.52 98.52 98.52 98.52 unch 49 443 +10
Mar08 060331 98.51 98.51 98.51 98.51 unch 0 73 +0
Jun08 060331 98.29 98.29 98.29 98.29 unch 0 252 +0
Total Volume and Open Interest 6,446 36,990 +4,838
3-Mth Euro-Yen(SIMEX)
Jun06 060331 99.74 99.76 99.74 99.76 +0.01 15,311 77,590 +9,908
Sep06 060331 99.51 99.53 99.49 99.53 +0.01 3,013 49,946 -127
Dec06 060331 99.25 99.28 99.24 99.27 unch 14,918 89,047 +3,593
Mar07 060331 99.03 99.06 99.02 99.05 unch 3,817 42,442 +1,171
Jun07 060331 98.87 98.88 98.84 98.87 +0.01 1,569 20,519 +522
Sep07 060331 98.67 98.70 98.65 98.70 +0.01 1,428 14,282 -38
Dec07 060331 98.51 98.53 98.50 98.53 unch 500 18,139 +937
Mar08 060331 98.40 98.40 98.40 98.40 unch 106 16,011 +103
Total Volume and Open Interest 40,662 329,554 +16,069
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 060331 117.43 117.59 117.30 117.54 unch 6,225 33,093 +5,755
Dec06 060331 116.72 116.72 116.72 116.72 -0.01 1,559 2 +0
Total Volume and Open Interest 1,298,823 1,598,076 +35,808
German Euro-Bobl(EUREX)
Jun06 060308 110.69 110.84 110.52 110.59 -0.13 1,123,379 866,684 +316,681
Sep06 060331 110.05 110.11 109.97 110.11 +0.02 3,246 9,793 -1,513
Dec06 060331 109.67 109.67 109.67 109.67 +0.03      
Total Volume and Open Interest 740,673 1,195,050 +8,779
Long Gilt(LIFFE)
Jun06 060331 111~18 111~24 111~16 111~21 -0~02 71,070 280,096 +6,047
Sep06 060331 111~17 111~17 111~17 111~17 -0~02      
Total Volume and Open Interest 71,070 280,096 +6,047
3-Mth Short Sterling(LIFFE)
Jun06 060331 95.37 95.37 95.37 95.37 +0.02 29,187 435,845 -288
Sep06 060331 95.31 95.31 95.31 95.31 +0.04 53,906 450,945 -4,777
Dec06 060331 95.23 95.23 95.23 95.23 +0.04 53,745 307,170 -8,206
Total Volume and Open Interest 263,547 2,117,745 -1,623
3-Mth Euribor(LIFFE)
Jun06 060331 96.925 96.930 96.910 96.925 unch 157,689 734,326 +19,390
Sep06 060331 96.695 96.700 96.670 96.690 -0.010 175,134 586,279 +7,435
Dec06 060331 96.525 96.540 96.495 96.525 -0.010 193,003 644,664 +8,994
Total Volume and Open Interest 818,499 3,597,095 +57,216
3-Mth Aus T-Bills(SFE)
Jun06 060331 94.39 94.40 94.38 94.39 -0.01 7,263 133,006 -2,650
Sep06 060331 94.37 94.38 94.35 94.36 -0.04 25,567 172,679 +12,712
Dec06 060331 94.34 94.36 94.32 94.34 -0.04 18,742 65,720 +2,076
Mar07 060331 94.33 94.33 94.30 94.32 -0.04 2,826 29,841 +1,569
Jun07 060331 94.29 94.30 94.26 94.29 -0.04 398 28,092 -1,279
Sep07 060331 94.25 94.26 94.23 94.26 -0.03 391 18,814 +308
Dec07 060331 94.23 94.23 94.20 94.23 -0.03 224 10,773 -28
Mar08 060331 94.19 94.19 94.16 94.19 -0.03 367 5,121 -46
Jun08 060331 94.17 94.17 94.14 94.16 -0.04 0 944 +0
Sep08 060331 94.14 94.14 94.14 94.14 -0.03 0 575 +0
Total Volume and Open Interest 55,793 466,818 +12,661
10-Year Aus T-Bonds(SFE)
Jun06 060331 94.57 94.58 94.56 94.58 -0.03 39,228 334,357 +3,015
Sep06 060331 94.58 94.58 94.58 94.58 -0.03      
Total Volume and Open Interest 39,228 334,357 +3,015
3-Year Aus T-Bonds(SFE)
Jun06 060331 94.63 94.65 94.62 94.64 -0.03 86,923 388,619 +16,282
Sep06 060331 94.64 94.64 94.64 94.64 -0.03      
Total Volume and Open Interest 86,923 388,619 +16,282
Gold(CMX)
Apr06 060331 585.0 586.0 579.0 581.8 -4.9 25,210 18,810 -15,189
Jun06 060331 590.0 590.9 584.0 586.7 -5.1 110,122 253,413 +19,872
Aug06 060331 596.5 596.5 589.5 592.1 -5.0 1,839 10,247 +705
Oct06 060331 598.0 601.0 596.5 597.7 -4.8 181 10,454 -5
Dec06 060331 607.0 607.5 600.0 603.2 -4.6 1,320 18,195 +437
Feb07 060331 608.7 608.7 608.7 608.7 -4.5 499 9,587 +297
Apr07 060331 614.2 614.2 614.2 614.2 -4.4 2 1,330 +2
Jun07 060331 620.0 620.0 619.7 619.7 -4.3 10 9,416 +0
Aug07 060331 625.1 625.1 625.1 625.1 -4.3 0 160 +0
Oct07 060331 630.5 630.5 630.5 630.5 -4.3 0 6 +0
Dec07 060331 639.0 639.5 634.0 635.9 -4.3 73 10,276 +3
Feb08 060331 641.3 641.3 641.3 641.3        
Silver(CMX)
May06 060331 1165.0 1167.0 1137.5 1152.0 -14.0 41,958 82,910 -378
Jul06 060331 1175.0 1175.0 1145.0 1161.3 -12.9 4,161 18,037 +343
Sep06 060331 1153.0 1170.0 1150.0 1164.1 -12.1 497 5,943 +319
Dec06 060331 1170.0 1178.0 1147.0 1165.6 -10.6 1,711 16,771 +768
Mar07 060331 1161.0 1167.1 1160.0 1167.1 -8.6 6 4,527 -1
May07 060331 1162.0 1166.9 1162.0 1166.9 -6.1 574 1,274 +371
Jul07 060331 1165.0 1168.0 1165.0 1167.1 -5.6 625 2,630 -320
Total Volume and Open Interest 49,707 138,284 +1,209
Platinum(NYM)
Apr06 060331 1072.0 1078.0 1050.0 1059.4 -31.3 744 615 -274
Jul06 060331 1089.0 1089.9 1061.2 1070.4 -32.3 1,875 8,934 +691
Oct06 060331 1075.4 1075.4 1075.4 1075.4 -32.3 0 5 +0
Total Volume and Open Interest 2,619 9,554 +417
Palladium(NYME)
Jun06 060331 337.00 340.00 321.50 336.80 -13.50 1,569 15,374 +291
Sep06 060331 338.00 341.50 338.00 340.60 -13.70 30 1,212 +18
Dec06 060331 340.00 345.00 340.00 343.60 -13.70 5 403 +1
Total Volume and Open Interest 1,604 16,989 +307
Copper(CMX)
May06 060331 250.50 251.00 244.70 246.30 -2.15 9,490 60,515 -250
Jul06 060331 249.00 249.50 243.80 245.05 -1.80 2,419 20,598 +853
Sep06 060331 246.30 246.40 240.90 242.35 -1.70 144 4,506 +10
Dec06 060331 241.30 241.30 236.70 237.50 -1.55 145 3,344 +69
Mar07 060331 237.00 237.00 232.00 233.10 -1.55 55 416 +46
Total Volume and Open Interest 13,309 99,080 +379
Aluminum(CMX)
Apr06 060331 111.80 111.80 111.80 111.80 -4.10 15 200 +14
May06 060331 117.00 117.00 112.25 112.50 -4.10 14 120 +0
Jun06 060331 113.00 113.00 113.00 113.00 -4.10 150 172 +120
Jul06 060331 113.45 113.45 113.45 113.45 -4.10 0 20 +0
Aug06 060331 113.60 113.60 113.60 113.60 -4.10      
Sep06 060331 113.75 113.75 113.75 113.75 -4.10 1 1 +1
Total Volume and Open Interest 330 883 +285
DJIA Index(CBOT)
Mar06 060316 11205 11283 11205 11267 +47 6,357 19,682 -2,625
Jun06 060331 11228 11248 11162 11195 -9 5,308 38,512 +759
Sep06 060331 11272 11272 11272 11272 -9 0 58 +0
Dec06 060331 11346 11346 11346 11346 -9 0 1,675 +0
Total Volume and Open Interest 5,308 40,245 +759
S & P 500(CME)
Jun06 060331 1309.40 1311.50 1303.00 1303.30 -4.20 25,706 646,242 +1,217
Sep06 060331 1316.50 1316.50 1314.10 1314.10 -4.20 353 6,314 +39
Dec06 060331 1324.90 1324.90 1324.90 1324.90 -4.20 475 1,080 +283
Mar07 060331 1335.40 1335.40 1335.40 1335.40 -4.20 0 51 +0
Total Volume and Open Interest 26,534 653,732 +1,539
S & P 500 E-Mini(Globex)
Jun06 060331 1307.75 1311.75 1302.75 1303.25 -4.25 991,068 1,179,491 +20,238
Sep06 060331 1321.00 1322.00 1314.00 1314.00 -4.25 338 917 +140
Total Volume and Open Interest 991,406 1,180,408 +20,378
NASDAQ 100(CME)
Jun06 060331 1730.50 1732.00 1717.00 1720.00 -5.00 7,022 58,732 +800
Sep06 060331 1739.50 1739.50 1739.50 1739.50 -5.00 0 2 +0
Dec06 060331 1759.00 1759.00 1759.00 1759.00 -5.00      
Total Volume and Open Interest 7,022 58,734 +800
NASDAQ 100 E-Mini(Globex)
Jun06 060331 1725.00 1732.00 1717.00 1720.00 -5.00 317,154 279,106 +3,896
Sep06 060331 1740.00 1744.50 1739.50 1739.50 -5.00 1 73 -1
Total Volume and Open Interest 317,155 279,179 +3,895
S & P Midcap 400(CME)
Jun06 060331 799.00 799.75 795.80 798.40 +0.40 180 11,053 +37
Sep06 060331 150.04 150.04 150.04 150.04 +0.40      
Dec06 060331 157.04 157.04 157.04 157.04 +0.40      
Total Volume and Open Interest 180 11,053 +37
Russell 2000(CME)
Jun06 060331 769.50 771.80 763.50 771.80 +3.60 1,264 30,860 +98
Sep06 060331 777.80 777.80 777.80 777.80 +3.60 0 38 +0
Dec06 060331 777.00 783.80 777.00 783.80 +3.60 0 3 +0
Total Volume and Open Interest 1,264 30,901 +98
Russell 2000 E-Mini(Globex)
Mar06 060317 741.60 746.75 741.10 746.75 +4.55 15,079 116,520 -8,687
Jun06 060331 768.10 771.80 763.30 771.80 +3.60 128,580 295,713 +1,355
Sep06 060331 776.90 777.80 773.00 777.80 +3.60 145 486 +117
Total Volume and Open Interest 128,725 296,199 +1,472
Value Line(KCBT)
Jun06 060331 2114.00 2120.00 2106.00 2118.00 +1.50 149 66 +11
Total Volume and Open Interest 149 67 +11
Nikkei 225(CME)
Jun06 060331 17095 17115 16995 17030 -35 53,189 206,501 +4,767
Sep06 060331 17060 17105 17010 17060 +10 25 173 +18
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Jun06 060331 17095 17115 16995 17030 -35 53,189 206,501 +4,767
Sep06 060331 17060 17105 17010 17060 +10 25 173 +18
Dec06 060331 17025 17025 17025 17025 +15      
Total Volume and Open Interest 53,216 206,733 +4,787
CAC 40(MATIF)
Mar06 060317 5117.0 5171.5 5117.0 5145.5 +16.0 193,297 462,421 -85,049
Apr06 060331 5232.5 5256.0 5209.5 5218.0 -30.5 61,557 430,907 +13,186
May06 060331 5172.0 5198.0 5161.0 5161.0 -30.5 747 2,891 +417
Total Volume and Open Interest 62,874 521,185 +13,802
Hang Seng Index(HKFE)
Mar06 060330 15790 15957 15787 15909 +190 89,218 82,955 -28,800
Apr06 060331 15999 16000 15724 15811 -116 47,664 104,830 +25,845
May06 060331 15822 15860 15595 15666        
DAX Index(EUREX)
Jun06 060331 6002.0 6031.0 5978.5 6001.5 -22.0 144,430 211,445 +2,224
Sep06 060331 6049.0 6075.0 6025.5 6047.5 -22.0 795 12,652 +79
Dec06 060331 6099.0 6125.5 6075.5 6098.5 -21.5 477 1,290 +91
Total Volume and Open Interest 145,702 225,387 +2,394
FT-SE 100(LIFFE)
Jun06 060331 6017.50 6029.50 5966.50 5970.00 -63.50 71,095 456,895 -1,720
Sep06 060331 6043.50 6043.50 5984.50 5986.50 -64.00 49 2,637 +6
Dec06 060331 6055.00 6055.00 6020.50 6020.50 -65.00 314 10,661 +304
Total Volume and Open Interest 71,458 471,193 -1,410
SPI 200(SFE)
Mar06 060316 4965.0 5005.0 4965.0 5003.0 +56.0 45,594 113,984 -111,931
Jun06 060331 5121.0 5155.0 5117.0 5139.0 +12.0 15,456 204,343 +1,487
Sep06 060331 5132.0 5140.0 5132.0 5137.0 +11.0 26 3,213 +0
Total Volume and Open Interest 16,129 212,468 +1,785
GSCI(CME)
Apr06 060331 443.60 443.90 438.70 443.40 -4.10 196 21,978 +23
May06 060331 449.50 449.50 449.50 449.50 -3.50 1 526 +0
Jun06 060331 453.50 453.50 453.50 453.50 -2.50      
Total Volume and Open Interest 197 22,504 +23
Reuters CRB Index(NYBOT)
Apr06 060331 363.25 363.25 360.75 361.75 -3.50 57 337 +7
Jun06 060331 368.90 368.90 366.75 367.25 -3.50 11 486 +4
Aug06 060331 372.75 372.75 372.75 372.75 -3.50 0 202 +0
Total Volume and Open Interest 68 1,025 +11
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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