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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 01, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar07 070301 761.00 761.00 741.00 746.25 -27.00 21,903 18,502 -4,257
May07 070301 773.50 774.00 755.00 762.00 -25.50 37,764 252,546 +552
Jul07 070301 787.00 788.50 769.00 776.25 -26.25 9,566 74,252 +429
Aug07 070301 789.00 794.00 777.00 781.00 -26.50 438 5,063 +194
Sep07 070301 796.00 799.00 781.50 787.00 -24.00 108 2,121 -27
Nov07 070301 810.00 811.50 792.50 799.50 -24.75 5,555 94,950 -753
Jan08 070301 815.00 815.00 801.00 805.00 -24.50 136 4,312 +51
Total Volume and Open Interest 76,957 484,653 -2,885
Soybean Meal(CBOT)
Mar07 070301 220.50 220.50 216.30 219.80 -4.60 6,862 6,464 -348
May07 070301 227.20 228.00 222.50 225.60 -5.10 15,874 108,993 +1,516
Jul07 070301 231.50 232.00 227.50 230.50 -5.60 7,403 46,873 -178
Aug07 070301 233.50 234.00 229.50 232.50 -5.90 791 14,313 +363
Sep07 070301 235.00 235.40 231.30 233.90 -5.70 530 10,625 +191
Oct07 070301 237.00 237.00 232.10 235.00 -5.70 116 6,656 +87
Dec07 070301 239.50 239.50 234.00 237.30 -6.30 5,029 34,409 +819
Jan08 070301 240.50 240.50 235.00 237.80 -6.30 353 1,571 +125
Total Volume and Open Interest 38,264 233,410 +3,186
Soybean Oil(CBOT)
Mar07 070301 29.95 30.02 29.37 29.53 -0.72 11,206 10,125 -4,288
May07 070301 30.50 30.55 29.88 30.01 -0.75 20,206 168,998 +1,987
Jul07 070301 30.98 31.04 30.40 30.48 -0.67 7,910 44,585 +61
Aug07 070301 31.20 31.20 30.60 30.70 -0.65 61 6,334 +199
Sep07 070301 31.53 31.53 30.90 30.90 -0.65 37 4,278 +13
Oct07 070301 31.75 31.75 31.10 31.13 -0.59 318 8,602 +521
Dec07 070301 32.08 32.12 31.52 31.58 -0.65 3,256 35,869 +1,173
Jan08 070301 31.86 31.86 31.86 31.86 -0.64 23 2,733 +0
Total Volume and Open Interest 44,234 285,130 +680
Canola(WCE)
Mar07 070301 364.6 365.5 364.6 364.9 -5.9 386 259 -122
May07 070301 379.0 379.0 374.6 376.2 -2.8 5,418 42,704 -52
Jul07 070301 387.0 387.0 383.4 385.4 -2.6 913 15,618 +198
Total Volume and Open Interest 7,507 88,003 +281
Corn(CBOT)
Mar07 070301 419.00 419.00 406.00 417.25 -8.00 19,037 37,481 -13,549
May07 070301 428.00 429.00 417.00 428.00 -7.50 42,368 545,814 +1,287
Jul07 070301 434.00 437.50 425.00 436.25 -8.00 18,323 273,671 +1,375
Sep07 070301 420.00 424.50 414.50 424.00 -7.50 1,568 64,134 +1,053
Dec07 070301 412.50 414.50 403.50 413.25 -6.75 14,926 388,157 +826
Mar08 070301 415.00 422.00 412.00 421.25 -5.75 1,387 33,228 +324
Total Volume and Open Interest 100,236 1,477,908 -7,862
Wheat(CBOT)
Mar07 070301 463.00 471.00 456.50 468.00 -6.50 7,840 6,998 -5,120
May07 070301 478.00 485.00 469.00 479.00 -9.00 18,754 212,620 -3,494
Jul07 070301 491.00 496.00 480.50 490.00 -8.50 4,646 98,529 -217
Sep07 070301 496.50 501.00 490.50 498.50 -8.00 329 8,890 -34
Dec07 070301 509.00 513.00 501.50 510.00 -7.50 2,939 64,245 -925
Total Volume and Open Interest 34,964 417,970 -9,577
Wheat(KCBT)
Mar07 070301 508.00 510.00 500.00 506.00 -10.00 2,506 1,808 -1,110
May07 070301 509.00 509.00 499.00 505.25 -10.25 7,460 49,811 -589
Jul07 070301 508.00 511.00 500.00 505.50 -11.50 3,794 42,984 -1,226
Sep07 070301 515.00 518.50 507.00 514.75 -8.25 301 7,088 +151
Dec07 070301 522.00 526.00 517.00 524.00 -6.50 402 9,369 +5
Total Volume and Open Interest 14,491 115,897 -2,747
Wheat(MGE)
Mar07 070301 501.00 502.75 498.00 502.75 -7.25 306 610 -232
May07 070301 515.00 516.00 505.00 513.50 -6.50 3,043 18,525 +210
Jul07 070301 524.00 524.00 514.00 520.50 -8.25 623 10,758 +85
Sep07 070301 529.00 529.00 521.00 528.00 -6.75 373 7,917 +32
Dec07 070301 536.50 538.00 530.00 535.50 -9.00 1,584 16,055 +629
Total Volume and Open Interest 6,014 55,018 +734
Oats(CBOT)
Mar07 070301 253.50 253.50 239.00 245.50 -7.50 193 135 -129
May07 070301 259.00 259.00 240.00 249.50 -9.75 701 7,292 +195
Jul07 070301 264.00 264.00 247.00 257.50 -6.50 100 1,708 +24
Sep07 070301 250.25 250.25 249.75 249.75 -5.25 15 576 +7
Total Volume and Open Interest 1,130 18,309 +130
Rough Rice(CBOT)
Mar07 070301 10.32 10.32 10.32 10.32 +0.10 645 691 -389
May07 070301 10.52 10.65 10.50 10.64 +0.12 779 9,336 +364
Jul07 070301 10.84 10.89 10.78 10.89 +0.09 54 1,446 -9
Sep07 070301 11.14 11.15 11.13 11.15 +0.11 15 2,094 -5
Total Volume and Open Interest 1,535 17,223 -23
Live Cattle(CME)
Apr07 070301 96.700 96.950 96.050 96.150 -0.900 21,073 152,175 -2,778
Jun07 070301 95.100 95.150 94.350 94.375 -1.125 14,830 63,503 +2,622
Aug07 070301 92.250 92.450 91.725 91.775 -0.725 6,220 29,657 +476
Oct07 070301 95.550 95.725 95.150 95.400 -0.525 4,450 22,544 +537
Dec07 070301 95.650 95.650 95.300 95.350 -0.525 1,092 8,447 +223
Feb08 070301 96.500 96.650 96.300 96.450 -0.550 1,062 5,059 +352
Total Volume and Open Interest 51,631 282,439 -1,163
Feeder Cattle(CME)
Mar07 070301 101.450 103.250 101.450 102.400 +0.800 2,041 8,706 -309
Apr07 070301 103.700 105.000 103.550 104.000 -0.150 1,960 10,836 +288
May07 070301 105.600 106.500 105.400 105.975 +0.025 1,668 11,237 +453
Aug07 070301 105.700 106.850 105.350 106.350 +0.100 703 4,599 +147
Sep07 070301 104.700 105.750 104.700 105.200 +0.200 20 1,357 +1
Oct07 070301 105.000 105.475 104.975 105.475 +0.075 61 305 +46
Nov07 070301 104.900 104.900 104.900 104.900 unch 0 62 +0
Total Volume and Open Interest 6,471 37,138 +639
Lean Hogs(CME)
Apr07 070301 67.250 67.400 66.050 66.125 -1.625 15,738 90,190 +461
May07 070301 76.525 76.525 75.525 75.925 -1.275 167 4,474 +48
Jun07 070301 77.550 77.750 76.400 76.700 -1.350 10,269 40,726 +1,811
Jul07 070301 77.550 77.600 76.500 76.700 -1.400 2,134 18,607 -82
Aug07 070301 76.475 76.500 75.450 76.025 -0.850 2,239 10,827 +1,066
Oct07 070301 69.400 69.450 68.400 68.900 -1.000 353 8,948 +97
Dec07 070301 67.900 67.950 66.725 67.200 -1.125 498 9,807 +144
Total Volume and Open Interest 31,570 185,637 +3,589
Pork Bellies(CME)
Mar07 070301 101.950 102.800 101.750 102.600 +0.575 235 455 -74
May07 070301 104.500 105.800 103.850 104.625 +0.525 156 665 +49
Jul07 070301 105.150 105.600 105.150 105.600 +0.450 5 193 +1
Aug07 070301 103.000 103.000 103.000 103.000 unch 1 42 +0
Total Volume and Open Interest 397 1,355 -24
Class III Milk(CME)
Mar07 070301 14.39 14.48 14.38 14.38 -0.01 95 3,093 -43
Apr07 070301 14.28 14.35 14.15 14.20 -0.08 106 2,916 -30
May07 070301 14.42 14.50 14.30 14.38 -0.04 112 2,789 -4
Jun07 070301 14.51 14.51 14.40 14.45 -0.05 63 2,742 +4
Jul07 070301 14.99 15.05 14.87 14.91 -0.08 48 2,409 -11
Total Volume and Open Interest 772 29,897 -2,842
Cocoa(NYBOT)
Mar07 070301 1758 1796 1758 1796 +76 3 398 +1
May07 070301 1744 1810 1736 1803 +71 8,692 77,446 -422
Jul07 070301 1765 1828 1760 1828 +70 2,973 22,712 +1,544
Sep07 070301 1790 1855 1790 1852 +69 732 21,772 +187
Dec07 070301 1829 1870 1829 1870 +67 388 20,843 -12
Mar08 070301 1853 1887 1853 1887 +68 334 7,846 +139
May08 070301 1878 1903 1872 1903 +68 197 2,734 +133
Total Volume and Open Interest 13,334 163,594 +1,580
Coffee "C"(NYBOT)
Mar07 070301 115.00 116.00 114.00 116.00 -1.70 129 1,347 -116
May07 070301 117.10 117.20 115.00 116.60 -1.90 10,917 85,740 +287
Jul07 070301 119.85 120.00 117.80 119.40 -1.85 1,666 13,598 +466
Sep07 070301 122.50 122.80 121.30 122.05 -1.85 522 10,419 +163
Dec07 070301 125.00 125.50 125.00 125.50 -1.85 490 5,771 +247
Mar08 070301 129.00 129.00 128.75 128.75 -1.85 469 3,159 +255
Total Volume and Open Interest 16,420 129,905 +1,775
Orange Juice(NYBOT)
Mar07 070301 204.75 208.40 204.20 208.40 +3.40 502 751 -29
May07 070301 199.50 205.80 198.90 205.00 +4.50 2,680 20,841 +583
Jul07 070301 193.70 199.00 193.70 198.30 +3.60 285 2,144 +75
Sep07 070301 188.75 191.50 188.75 191.50 +3.75 247 1,074 +97
Nov07 070301 179.00 184.00 179.00 184.00 +3.50 362 4,850 +193
Jan08 070301 179.25 182.00 179.25 182.00 +3.00 60 500 +10
Total Volume and Open Interest 4,136 30,217 +929
Sugar #11(NYBOT)
May07 070301 10.66 10.98 10.64 10.97 +0.41 53,375 294,859 -176
Jul07 070301 10.62 10.82 10.60 10.81 +0.34 15,361 156,965 -104
Oct07 070301 10.88 11.06 10.85 11.06 +0.34 3,456 73,883 +857
Mar08 070301 11.40 11.62 11.40 11.62 +0.31 2,299 60,448 +435
May08 070301 11.35 11.58 11.35 11.58 +0.29 1,382 22,204 -215
Total Volume and Open Interest 97,430 653,254 -15,060
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070301 20.90 20.90 20.90 20.90 -0.10 357 2,605 -4
Jul07 070301 20.99 20.99 20.99 20.99 -0.07 106 3,018 +68
Sep07 070301 20.95 20.95 20.95 20.95 unch 5 1,779 +1
Nov07 070301 21.27 21.27 21.27 21.27 unch 19 1,448 +4
Total Volume and Open Interest 511 9,873 +93
London Cocoa(LCE)
Mar07 070301 946 971 939 971 +25 1,479 44,366 -178
May07 070301 961 986 955 986 +25 4,408 48,640 -380
Jul07 070301 978 1000 968 1000 +25 975 29,972 -245
Sep07 070301 993 1014 983 1014 +25 563 37,279 +62
Dec07 070301 984 1011 981 1010 +23 1,066 39,610 +347
Mar08 070301 990 1016 988 1015 +24 282 13,197 +63
May08 070301 993 1022 993 1022 +24 5 1,742 -5
Total Volume and Open Interest 8,778 221,476 -336
London Coffee(LCE)
Mar07 070301 1540.00 1555.00 1500.00 1515.00 -18.00 6,324 5,221 -4,691
May07 070301 1554.00 1571.00 1505.00 1528.00 -22.00 9,296 78,230 -308
Jul07 070301 1555.00 1571.00 1510.00 1531.00 -20.00 1,108 20,000 +371
Sep07 070301 1560.00 1565.00 1510.00 1528.00 -18.00 340 15,328 +65
Nov07 070301 1549.00 1550.00 1496.00 1515.00 -18.00 344 6,641 +62
Jan08 070301 1533.00 1533.00 1483.00 1504.00 -16.00 2 2,035 +0
Total Volume and Open Interest 17,439 129,263 -4,514
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070301 333.50 345.00 332.60 344.40 +11.50 3,016 33,146 -162
Aug07 070301 321.00 330.90 320.10 329.50 +9.50 1,168 11,905 +268
Oct07 070301 316.00 324.00 316.00 323.40 +8.70 378 5,194 +51
Dec07 070301 319.20 326.40 319.20 326.40 +9.30 96 2,590 +54
Total Volume and Open Interest 4,789 60,469 +198
Cotton(NYBOT)
Mar07 070301 55.75 55.85 55.05 55.80 +0.25 169 2,634 -124
May07 070301 53.75 53.89 53.50 53.70 -0.12 10,256 115,820 +472
Jul07 070301 54.60 54.60 54.30 54.45 -0.18 3,376 37,627 -205
Oct07 070301 56.90 57.02 56.90 56.95 -0.25 77 882 +48
Dec07 070301 58.45 58.50 58.20 58.40 -0.25 2,266 40,294 +235
Mar08 070301 60.50 60.50 60.35 60.35 -0.30 106 3,375 +75
Total Volume and Open Interest 16,570 202,169 +821
Lumber(CME)
Mar07 070301 252.0 253.0 248.1 248.8 -4.5 960 1,239 -413
May07 070301 258.2 259.0 255.1 255.1 -6.3 1,153 5,120 +483
Jul07 070301 275.1 275.1 272.4 273.1 -4.3 99 668 +29
Sep07 070301 282.7 282.7 280.5 280.5 -4.2 5 97 +0
Total Volume and Open Interest 2,219 7,149 +100
Crude Oil(NYM)
Apr07 070301 61.80 62.40 60.80 62.00 +0.21 270,667 319,175 -11,926
May07 070301 63.05 63.60 62.10 63.18 +0.12 111,503 166,589 +17,139
Jun07 070301 64.00 64.30 63.19 64.06 +0.09 29,541 106,118 +1,624
Jul07 070301 64.25 64.78 64.25 64.78 +0.08 13,466 41,852 +165
Aug07 070301 65.25 65.37 65.25 65.37 +0.07 5,543 26,225 +1,165
Sep07 070301 65.45 65.86 65.45 65.86 +0.06 2,377 32,308 +71
Oct07 070301 66.27 66.27 66.27 66.27 +0.05 643 26,655 -990
Nov07 070301 66.62 66.62 66.62 66.62 +0.04 5,083 21,369 +3,911
Dec07 070301 66.95 67.30 66.40 66.92 +0.03 16,858 147,686 +3,059
Jan08 070301 67.20 67.20 67.18 67.18 +0.02 185 20,588 +30
Feb08 070301 67.37 67.37 67.37 67.37 +0.01 10 11,169 +5
Mar08 070301 67.53 67.53 67.53 67.53 unch 1,081 11,175 -376
Apr08 070301 67.65 67.65 67.65 67.65 -0.01 150 11,525 -50
May08 070301 67.76 67.76 67.76 67.76 -0.02 325 7,574 +99
Jun08 070301 67.70 67.87 67.70 67.87 -0.03 5,192 29,733 -907
Jul08 070301 67.96 67.96 67.96 67.96 -0.04 295 4,520 +220
Total Volume and Open Interest 476,900 1,286,745 +17,537
Heating Oil(NYM)
Apr07 070301 177.70 178.35 174.30 177.63 -0.18 41,109 80,329 -364
May07 070301 177.70 178.25 176.50 177.38 -0.18 13,598 38,486 +1,865
Jun07 070301 178.30 179.00 175.25 177.98 -0.08 5,109 26,630 +1,014
Jul07 070301 179.63 179.63 179.63 179.63 -0.13 944 11,532 +190
Aug07 070301 179.80 181.83 179.80 181.83 -0.18 250 5,556 +58
Sep07 070301 184.48 184.48 184.48 184.48 -0.23 888 7,492 +460
Oct07 070301 187.43 187.43 187.43 187.43 -0.28 62 3,401 -14
Nov07 070301 190.48 190.48 190.48 190.48 -0.28 44 2,596 -3
Dec07 070301 193.50 193.50 193.23 193.23 -0.28 2,205 15,452 +342
Jan08 070301 194.45 195.50 194.45 195.18 -0.28 342 7,321 +124
Feb08 070301 195.10 195.75 195.10 195.68 -0.28 87 2,637 +12
Mar08 070301 194.10 195.00 194.10 194.53 -0.33 5 1,015 +5
Total Volume and Open Interest 77,516 210,880 -1,747
Unleaded Gas(NYM)
RBOB Gasoline(NYMEX)
Apr07 070301 186.50 191.70 186.00 190.15 +3.15 38,164 54,591 +1,586
May07 070301 188.20 191.46 186.42 190.18 +1.93 10,880 38,176 +1,007
Jun07 070301 188.50 191.50 187.04 189.70 +0.71 4,549 16,509 +705
Jul07 070301 189.99 191.36 187.50 189.55 -0.10 1,951 13,625 -48
Aug07 070301 189.84 191.90 188.93 189.20 -0.21 1,054 7,247 +256
Sep07 070301 188.18 188.50 186.77 188.20 +1.45 1,972 15,280 -245
Oct07 070301 177.48 177.90 177.34 177.90 +4.40 298 3,923 +111
Nov07 070301 174.50 174.50 174.50 174.50 +0.37 111 2,120 +20
Dec07 070301 169.00 169.00 169.00 169.00 -3.50 69 3,331 -10
Jan08 070301 172.11 172.11 172.11 172.11 -0.32 6 943 +1
Total Volume and Open Interest 83,149 161,259 -1,607
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070227 183.40 184.91 183.40 184.91 +2.71 2 5 +2
May07 070301 190.71 190.71 190.71 190.71 +1.93 0 1 +0
Jun07 070301 190.56 190.56 190.56 190.56 +0.98      
Jul07 070301 190.41 190.41 190.41 190.41 +0.33      
Total Volume and Open Interest 2 8 -4
Natural Gas(NYM)
Apr07 070301 7.255 7.340 7.100 7.288 -0.012 63,885 92,790 +2,412
May07 070301 7.370 7.450 7.230 7.405 unch 21,878 88,677 +1,856
Jun07 070301 7.440 7.560 7.400 7.520 +0.013 7,578 22,985 +1,574
Jul07 070301 7.550 7.675 7.500 7.635 +0.021 5,656 19,351 +202
Aug07 070301 7.640 7.755 7.640 7.730 +0.023 2,308 27,253 +61
Sep07 070301 7.700 7.810 7.700 7.785 +0.023 2,836 17,659 +352
Oct07 070301 7.795 7.920 7.750 7.880 +0.020 5,683 45,183 +75
Nov07 070301 8.420 8.490 8.370 8.450 unch 547 21,568 -145
Dec07 070301 8.985 9.040 8.920 9.010 -0.005 435 37,238 -32
Jan08 070301 9.270 9.330 9.230 9.300 -0.020 2,408 34,501 -757
Feb08 070301 9.230 9.340 9.230 9.295 -0.020 241 19,232 +82
Mar08 070301 8.990 9.120 8.990 9.075 -0.020 1,352 44,975 -405
Apr08 070301 7.750 7.750 7.710 7.710 +0.015 1,202 29,533 +300
May08 070301 7.590 7.590 7.590 7.590 +0.015 253 13,063 +105
Jun08 070301 7.640 7.640 7.640 7.640 +0.015 5 9,435 +3
Jul08 070301 7.710 7.710 7.710 7.710 +0.020 24 5,304 +5
Total Volume and Open Interest 118,290 758,890 +6,438
Brent Crude Oil(ICE)
Apr07 070301 61.75 62.74 61.05 62.11 +0.22 108,872 101,580 +161
May07 070301 62.52 63.48 61.80 62.85 +0.07 71,045 145,324 +7,581
Jun07 070301 63.35 64.20 62.57 63.63 +0.06 26,150 69,351 +3,411
Jul07 070301 63.94 64.62 63.76 64.27 +0.08 8,097 28,808 +2,772
Aug07 070301 64.47 65.47 64.47 64.80 +0.08 3,679 19,929 +928
Sep07 070301 64.90 65.78 64.90 65.24 +0.11 3,959 16,284 +885
Oct07 070301 65.64 65.64 65.64 65.64 +0.11 0 14,235 +265
Nov07 070301 65.98 65.98 65.98 65.98 +0.09 2,068 13,830 +1,208
Dec07 070301 66.20 66.72 65.23 66.26 unch 9,706 61,486 -478
Jan08 070301 66.48 66.48 66.48 66.48 -0.05 0 8,453 -89
Feb08 070301 66.68 66.68 66.68 66.68 -0.08 0 4,034 +0
Mar08 070301 66.88 66.88 66.88 66.88 -0.11 0 2,754 +0
Apr08 070301 67.06 67.06 67.06 67.06 -0.12 0 945 +0
May08 070301 67.23 67.23 67.23 67.23 -0.12 0 789 +0
Total Volume and Open Interest 235,882 603,380 +18,594
Gas Oil(ICE)
Mar07 070301 543.50 551.25 536.50 545.25 +7.25 23,993 46,258 -783
Apr07 070301 547.00 554.50 540.50 549.25 +7.75 21,493 72,250 +2,323
May07 070301 550.75 558.00 545.00 553.25 +7.50 10,668 29,590 +1,352
Jun07 070301 556.25 563.00 551.00 558.50 +7.50 2,663 45,879 +1,653
Jul07 070301 568.25 568.25 563.50 565.00 +7.50 179 15,288 +42
Aug07 070301 573.00 573.50 569.50 571.50 +7.25 566 9,274 +311
Sep07 070301 582.00 582.00 576.25 578.25 +7.25 262 12,727 +86
Oct07 070301 585.75 585.75 581.75 583.75 +7.00 21 5,102 -6
Nov07 070301 590.00 590.00 587.75 587.75 +7.00 0 5,494 +0
Dec07 070301 594.00 595.50 585.00 592.00 +7.00 1,269 34,124 +661
Total Volume and Open Interest 61,114 313,832 +6,714
US Dollar Index(NYBOT)
Mar07 070301 83.53 83.80 83.41 83.59 +0.09 3,672 30,728 +245
Jun07 070301 83.30 83.50 83.07 83.29 +0.09 45 2,268 +18
Sep07 070301 83.20 83.22 83.01 83.01 +0.09 5 53 +5
Total Volume and Open Interest 3,723 33,052 +268
Australian Dollar(CME)
Mar07 070301 78.64 78.64 78.40 78.50 -0.25 13,006 134,154 -3,555
Jun07 070301 78.35 78.35 78.31 78.31 -0.25 29 2,053 +36
Sep07 070301 78.05 78.05 78.05 78.05 -0.25 0 52 +0
Total Volume and Open Interest 13,035 136,517 -3,519
British Pound(CME)
Mar07 070301 196.40 196.40 195.50 196.04 -0.33 12,945 154,340 -2,978
Jun07 070301 195.68 195.96 195.68 195.96 -0.33 44 2,766 -93
Sep07 070301 195.89 195.89 195.89 195.89 -0.33 0 43 +0
Total Volume and Open Interest 12,989 157,163 -3,071
Canadian Dollar(CME)
Mar07 070301 85.35 85.46 85.21 85.41 -0.12 3,701 134,610 +5,963
Jun07 070301 85.50 85.63 85.50 85.63 -0.12 350 7,647 +343
Sep07 070301 85.68 85.85 85.68 85.85 -0.14 7 968 +12
Dec07 070301 86.10 86.10 86.06 86.06 -0.14 22 865 +6
Total Volume and Open Interest 4,080 144,100 +6,324
Japanese Yen(CME)
Mar07 070301 85.27 85.69 85.10 85.23 +0.50 16,375 267,621 -25,341
Jun07 070301 86.25 86.35 86.15 86.21 +0.50 127 27,505 +113
Sep07 070301 87.55 87.55 87.16 87.16 +0.50 0 7,684 +0
Total Volume and Open Interest 16,502 303,067 -25,228
Swiss Franc(CME)
Mar07 070301 82.27 82.42 81.89 82.06 -0.19 3,293 96,596 -5,277
Jun07 070301 82.97 82.97 82.54 82.69 -0.19 661 2,574 +1,181
Sep07 070301 83.26 83.26 83.26 83.26 -0.19 0 63 +0
Total Volume and Open Interest 3,954 99,282 -4,096
EuroFX(CME)
Mar07 070301 132.31 132.39 131.68 132.05 -0.37 8,603 213,309 -2,633
Jun07 070301 132.73 132.76 132.12 132.51 -0.38 1,093 5,956 +956
Sep07 070301 132.91 132.91 132.91 132.91 -0.38 0 276 +6
Total Volume and Open Interest 9,696 219,799 -1,672
Mexican Peso(CME)
Mar07 070301 8902.0 8962.0 8880.0 8957.0 +17.0 8,121 69,600 +151
Apr07 070301 8942.0 8942.0 8942.0 8942.0 +17.0      
Total Volume and Open Interest 10,304 97,078 +2,322
30-Year T-Bonds(CBOT)
Mar07 070301 112~26 113~16 112~22 112~28 -0~04 382,424 247,369 -122,429
Jun07 070301 112~24 113~16 112~20 112~26 -0~04 748,913 677,072 +117,785
Sep07 070301 113~08 113~08 112~26 112~26 -0~04 112 165 +99
Total Volume and Open Interest 1,131,450 924,639 -4,545
10-Year T-Notes(CBOT)
Mar07 070301 108~145 109~000 108~135 108~185 +0~005 839,826 416,715 -234,473
Jun07 070301 108~155 109~010 108~130 108~190 unch 1,896,105 1,815,720 +197,147
Total Volume and Open Interest 2,737,353 2,234,638 -36,694
5-Year T-Notes(CBOT)
Mar07 070301 105~280 106~030 105~250 105~250 unch 382,859 0 +0
Jun07 070301 106~035 106~085 105~275 105~305 unch 881,397 0 +0
Sep07 070301 106~040 106~040 106~040 106~040 unch      
Total Volume and Open Interest 1,264,256    
2 Year T-Notes(CBOT)
Mar07 070301 102~044 102~056 102~032 102~037 +0~003 14,340 125,567 -72,950
Jun07 070301 102~072 102~084 102~056 102~062 +0~002 16,847 745,465 +97,462
Total Volume and Open Interest 31,187 871,032 +24,512
Eurodollars(CME)
Mar07 070301 94.670 94.680 94.662 94.665 +0.003 42,013 1,305,496 -19,860
Jun07 070301 94.845 94.885 94.810 94.810 unch 59,085 1,488,142 -19,411
Sep07 070301 95.040 95.070 94.990 95.000 +0.005 62,667 1,399,990 -39,486
Dec07 070301 95.195 95.240 95.120 95.150 unch 57,823 1,605,050 -44,536
Mar08 070301 95.295 95.345 95.225 95.250 unch 45,563 1,148,643 -41,744
Jun08 070301 95.335 95.370 95.265 95.290 unch 34,054 913,298 -15,363
Sep08 070301 95.355 95.355 95.280 95.310 unch 27,435 680,551 -3,664
Dec08 070301 95.360 95.370 95.285 95.310 unch 30,870 572,902 +2,867
Mar09 070301 95.340 95.345 95.280 95.300 +0.005 22,016 341,836 +835
Jun09 070301 95.310 95.310 95.250 95.265 unch 13,435 269,705 -6,501
Sep09 070301 95.270 95.275 95.215 95.230 unch 16,879 224,392 -5,875
Dec09 070301 95.225 95.230 95.175 95.185 unch 12,241 154,135 -1,924
Mar10 070301 95.205 95.205 95.145 95.155 unch 5,582 132,499 -648
Jun10 070301 95.165 95.165 95.105 95.115 unch 4,592 85,611 -747
Sep10 070301 95.130 95.130 95.070 95.080 unch 5,377 89,396 +1,285
Dec10 070301 95.035 95.060 95.025 95.035 unch 3,071 92,354 -232
Mar11 070301 95.045 95.045 95.010 95.015 -0.005 6,760 77,887 -2,416
Jun11 070301 95.015 95.015 94.975 94.980 -0.005 7,561 64,198 -516
Total Volume and Open Interest 474,987 10,852,963 -200,330
3-Mth Euro-Yen(CME)
Mar07 070301 99.32 99.32 99.32 99.32 +0.01 2,216 23,672 +398
Jun07 070301 99.29 99.30 99.28 99.28 unch 2,704 20,021 +1,210
Sep07 070301 99.17 99.20 99.17 99.18 unch 841 8,697 -572
Dec07 070301 99.09 99.10 99.09 99.09 +0.01 998 10,322 +455
Mar08 070301 98.99 99.00 98.98 98.98 unch 622 4,387 +393
Jun08 070301 98.90 98.90 98.90 98.90 +0.01 22 1,182 -654
Sep08 070301 98.81 98.81 98.81 98.81 +0.01 0 1,668 +56
Dec08 070301 98.72 98.72 98.72 98.72 +0.01 0 105 +0
Mar09 070301 98.64 98.64 98.64 98.64 unch      
Jun09 070301 98.56 98.56 98.56 98.56 -0.01 0 5 +0
Total Volume and Open Interest 7,403 70,069 +1,286
3-Mth Euro-Yen(SIMEX)
Mar07 070301 99.32 99.32 99.32 99.32 -0.01 4,526 100,300 +1,756
Jun07 070301 99.28 99.29 99.28 99.28 -0.01 2,681 59,724 +943
Sep07 070301 99.18 99.18 99.18 99.18 unch 7,000 47,333 +877
Dec07 070301 99.08 99.09 99.08 99.08 unch 6,482 55,992 +660
Mar08 070301 98.98 98.98 98.98 98.98 unch 582 33,713 -256
Jun08 070301 98.90 98.90 98.89 98.89 unch 1,115 8,162 +810
Sep08 070301 98.80 98.80 98.80 98.80 -0.01 50 3,025 +56
Dec08 070301 98.83 98.83 98.72 98.72 -0.01 0 642 +0
Total Volume and Open Interest 22,536 311,130 +4,946
German Euro-Bund(EUREX)
Mar07 070301 116.34 116.64 116.08 116.34 +0.19 1,457,678 1,723,985 +37,766
Jun07 070301 115.83 116.13 115.59 115.83 +0.12 66,256 147,244 +22,833
Sep07 070301 115.92 115.92 115.76 115.76 +0.10 1,060 537 +63
Total Volume and Open Interest 1,783,056 1,902,661 +53,791
German Euro-Bobl(EUREX)
Mar07 070301 109.11 109.34 108.98 109.15 +0.08 890,581 1,108,531 -54,871
Jun07 070301 108.77 109.02 108.67 108.83 +0.09 74,856 239,981 +36,660
Sep07 070301 110.05 110.05 110.05 110.05 +0.08 1,325 0 +0
Total Volume and Open Interest 966,762 1,348,512 -18,211
Long Gilt(LIFFE)
Mar07 070301 107~24 107~29 107~15 107~22 +0~02 100,342 82,080 -18,048
Jun07 070301 109~13 109~19 109~03 109~11 +0~02 87,131 296,676 +6,836
Total Volume and Open Interest 187,473 378,761 -11,212
3-Mth Short Sterling(LIFFE)
Mar07 070301 94.43 94.43 94.43 94.43 +0.01 75,235 541,989 -13,734
Jun07 070301 94.31 94.31 94.31 94.31 +0.01 103,176 519,849 -5,863
Sep07 070301 94.31 94.31 94.31 94.31 +0.02 94,731 456,447 -14,318
Total Volume and Open Interest 517,731 2,688,693 -46,074
3-Mth Euribor(LIFFE)
Mar07 070301 96.100 96.115 96.090 96.105 +0.005 213,587 761,776 -17,877
Jun07 070301 95.970 96.025 95.965 96.000 +0.025 391,356 858,041 -30,339
Sep07 070301 95.945 95.995 95.920 95.965 +0.030 344,344 737,733 +13,018
Total Volume and Open Interest 1,946,713 4,299,846 -70,889
3-Mth Aus T-Bills(SFE)
Mar07 070301 93.63 93.64 93.62 93.64 unch 27,435 181,659 -5,114
Jun07 070301 93.59 93.61 93.59 93.61 unch 74,712 392,664 +26,250
Sep07 070301 93.59 93.61 93.57 93.60 unch 41,041 162,191 +38,102
Dec07 070301 93.60 93.62 93.58 93.62 +0.01 26,239 126,557 +24,550
Mar08 070301 93.62 93.64 93.61 93.64 +0.01 6,334 50,818 +3,846
Jun08 070301 93.64 93.66 93.63 93.66 +0.01 1,592 35,489 +1,018
Sep08 070301 93.66 93.69 93.66 93.69 +0.01 753 20,112 +1,044
Dec08 070301 93.69 93.70 93.69 93.70 +0.01 364 9,717 -144
Mar09 070301 93.71 93.71 93.71 93.71 +0.01 70 1,158 +70
Jun09 070301 93.70 93.72 93.70 93.72 +0.01 0 1,548 -2
Total Volume and Open Interest 178,540 982,033 +89,620
10-Year Aus T-Bonds(SFE)
Mar07 070301 94.29 94.33 94.29 94.33 +0.03 80,385 523,749 +28,202
Jun07 070301 94.33 94.35 94.32 94.35 +0.03 69 93 +77
Total Volume and Open Interest 80,454 523,842 +28,279
3-Year Aus T-Bonds(SFE)
Mar07 070301 94.09 94.12 94.08 94.11 unch 237,744 784,472 +101,184
Jun07 070301 94.14 94.14 94.14 94.14 +0.01 4 6,465 +7
Total Volume and Open Interest 237,748 790,937 +101,191
Gold(CMX)
Apr07 070301 670.0 676.1 664.5 665.1 -7.4 106,581 240,313 -820
Jun07 070301 674.0 681.8 670.5 671.4 -7.4 8,966 48,527 +2,067
Aug07 070301 680.0 680.0 676.5 677.5 -7.5 205 8,032 -45
Oct07 070301 689.0 689.0 683.4 683.4 -7.6 374 26,608 +300
Dec07 070301 694.0 700.0 689.3 689.3 -7.7 857 54,736 +449
Feb08 070301 695.0 695.0 695.0 695.0 -7.8 522 3,175 +254
Apr08 070301 700.7 700.7 700.7 700.7 -7.9 0 2,415 -14
Jun08 070301 706.5 706.5 706.5 706.5 -7.9 0 4,734 -15
Aug08 070301 712.2 712.2 712.2 712.2 -8.0 50 740 +0
Oct08 070301 717.8 717.8 717.8 717.8 -8.1 0 600 +0
Dec08 070301 732.0 732.0 723.4 723.4 -8.2 6 11,054 +2
Total Volume and Open Interest 117,577 417,316 +2,161
Silver(CMX)
Mar07 070301 1420.0 1420.0 1345.0 1353.0 -57.0 1,804 2,773 -2,163
May07 070301 1429.0 1440.5 1359.0 1365.0 -58.5 25,145 77,447 +1,333
Jul07 070301 1447.0 1452.0 1374.0 1377.4 -58.7 486 13,730 +45
Sep07 070301 1390.0 1390.0 1389.0 1389.0 -58.7 28 5,988 +8
Dec07 070301 1482.0 1482.0 1402.0 1403.4 -58.8 141 15,012 +32
Mar08 070301 1469.0 1469.0 1417.0 1417.0 -59.0 4 1,276 +2
May08 070301 1425.2 1425.2 1425.2 1425.2 -59.0 3 41 +3
Total Volume and Open Interest 27,875 124,697 -552
Platinum(NYM)
Apr07 070301 1258.0 1262.0 1245.0 1245.2 -11.2 3,427 10,859 -765
Jul07 070301 1250.0 1256.0 1250.0 1256.0 -11.4 2,047 1,636 +1,003
Oct07 070301 1261.0 1261.0 1261.0 1261.0 -11.4 0 30 +0
Jan08 070301 1266.0 1266.0 1266.0 1266.0 -11.4 0 2 +0
Total Volume and Open Interest 5,474 12,527 +238
Palladium(NYME)
Mar07 070301 350.00 351.00 348.00 348.80 -2.30 132 623 -789
Jun07 070301 357.50 360.00 354.00 354.05 -2.55 1,652 15,273 +557
Sep07 070301 359.55 359.55 359.55 359.55 -2.55 91 1,102 +11
Total Volume and Open Interest 1,958 17,120 -224
Copper(CMX)
Mar07 070301 275.30 276.50 273.00 273.65 +0.35 2,418 5,801 -1,471
May07 070301 278.25 278.80 273.50 275.45 +0.25 11,154 43,251 +737
Jul07 070301 278.50 279.50 275.40 275.70 unch 577 5,967 +274
Sep07 070301 278.50 278.50 274.70 274.70 -0.20 58 1,623 +8
Dec07 070301 273.50 273.50 271.20 271.20 -0.75 32 2,155 -1
Total Volume and Open Interest 14,895 65,689 -174
Aluminum(CMX)
Mar07 070301 123.50 123.50 123.50 123.50 -2.25 1 14 -146
Apr07 070301 123.50 123.50 123.50 123.50 -2.00 0 40 +0
May07 070301 122.95 122.95 122.95 122.95 -2.00 0 41 +0
Jun07 070301 122.35 122.35 122.35 122.35 -2.00 0 40 +0
Jul07 070301 121.75 121.75 121.75 121.75 -2.00 0 40 +0
Aug07 070301 121.15 121.15 121.15 121.15 -2.00 0 40 +0
Total Volume and Open Interest 1 479 -146
DJIA Index(CBOT)
Mar07 070301 12190 12300 12060 12252 -22 10,039 72,648 -934
Jun07 070301 12280 12390 12160 12345 -24 1,026 481 -234
Sep07 070301 12447 12447 12447 12447 -22 2 7 -2
Dec07 070301 12542 12542 12542 12542 -22 0 3 +0
Total Volume and Open Interest 11,067 73,139 -1,170
S & P 500(CME)
Mar07 070301 1392.50 1411.50 1381.00 1404.90 -4.00 71,416 551,733 -17,393
Jun07 070301 1405.00 1423.00 1394.40 1417.40 -4.10 15,494 81,955 +8,298
Sep07 070301 1430.20 1430.20 1430.20 1430.20 -4.40 56 11,081 -9
Dec07 070301 1441.90 1441.90 1441.90 1441.90 -4.40 0 2,200 +0
Total Volume and Open Interest 86,968 647,353 -9,102
S & P 500 E-Mini(Globex)
Mar07 070301 1408.75 1413.50 1380.75 1405.00 -4.00 2,502,209 1,850,289 -69,964
Jun07 070301 1420.25 1426.00 1393.00 1417.50 -4.00 29,314 107,871 +21,702
Total Volume and Open Interest 2,531,523 1,958,160 -48,262
NASDAQ 100(CME)
Mar07 070301 1733.00 1773.00 1720.00 1757.80 -7.70 6,250 54,103 -785
Jun07 070301 1752.00 1783.80 1744.00 1778.80 -7.70 26 877 +5
Sep07 070301 1801.80 1801.80 1801.80 1801.80 -9.50 0 35 +0
Total Volume and Open Interest 6,276 55,015 -780
NASDAQ 100 E-Mini(Globex)
Mar07 070301 1766.50 1776.00 1720.00 1757.80 -7.70 521,721 381,470 +5,334
Jun07 070301 1784.00 1797.50 1741.80 1778.80 -7.70 960 3,309 +370
Total Volume and Open Interest 522,681 384,779 +5,704
S & P Midcap 400(CME)
Mar07 070301 831.00 840.60 826.00 837.60 -1.90 381 7,985 -139
Jun07 070301 846.10 846.10 846.10 846.10 -1.90 5 106 +0
Sep07 070301 854.60 854.60 854.60 854.60 -1.90      
Total Volume and Open Interest 386 8,091 -139
Russell 2000(CME)
Mar07 070301 781.00 797.00 774.75 790.40 -4.30 2,586 37,779 +651
Jun07 070301 784.50 798.00 784.50 797.40 -4.30 22 125 -4
Sep07 070301 804.40 804.40 804.40 804.40 -4.30 0 28 +0
Total Volume and Open Interest 2,608 37,932 +647
Russell 2000 E-Mini(Globex)
Mar07 070301 794.80 797.40 773.40 790.40 -4.30 279,687 441,264 +2,483
Jun07 070301 798.00 804.00 781.00 797.40 -4.30 1,637 4,394 +630
Sep07 070301 808.70 808.70 808.70 808.70 unch      
Total Volume and Open Interest 281,324 445,658  
Value Line(KCBT)
Mar07 070301 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070301 17180 17300 17030 17300 -195      
Jun07 070301 16950 17270 16950 17270 -195      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 070301 17475 17560 17260 17385 -140 147,047 292,319 +474
Jun07 070301 17405 17510 17220 17395 -85 2,134 4,302 +154
Sep07 070301 17420 17420 17420 17420 -150 0 110 +0
Total Volume and Open Interest 149,186 296,951 +628
CAC 40(EURONEXT)
Mar07 070301 5510.0 5564.5 5360.5 5463.0 -58.5 312,797 583,787 +34,655
Apr07 070301 5530.5 5583.0 5385.5 5483.0 -58.5 1,485 11,802 +5,217
May07 070301 5439.0 5439.0 5439.0 5439.0 -59.0 0 20 +0
Total Volume and Open Interest 314,330 599,814 +39,893
Hang Seng Index(HKFE)
Mar07 070301 19443 19509 19282 19336 -173 68,746 110,598 +3,412
Apr07 070301 19566 19566 19330 19375 -165      
Total Volume and Open Interest 82,099 112,394  
DAX(EUREX)
Mar07 070301 6687.5 6766.5 6553.0 6647.0 -101.0 417,646 299,194 -1,303
Jun07 070301 6753.0 6830.0 6618.0 6711.0 -102.0 2,133 21,635 -287
Sep07 070301 6813.5 6900.0 6691.5 6783.5 -103.0 475 4,025 +110
Total Volume and Open Interest 420,254 324,854 -1,480
FT-SE 100(EURONEXT)
Mar07 070301 6143.50 6205.00 6009.50 6102.50 -55.50 219,753 529,832 -3,433
Jun07 070301 6155.50 6221.00 6030.00 6124.00 -56.50 791 33,422 +1,490
Sep07 070301 6229.50 6255.00 6157.50 6157.50 -58.00 9 2,749 +5
Total Volume and Open Interest 220,553 566,284 -1,938
SPI 200(SFE)
Mar07 070301 5819.0 5856.0 5793.0 5803.0 +1.0 49,503 326,068 +21,638
Jun07 070301 5850.0 5892.0 5838.0 5843.0 +2.0 948 10,093 -169
Sep07 070301 5892.0 5892.0 5845.0 5845.0 +2.0 450 3,439 +253
Total Volume and Open Interest 50,908 343,121 +21,713
GSCI(CME)
Mar07 070301 445.40 449.45 444.20 447.85 -1.35 1,187 20,986 +619
Apr07 070301 453.30 453.30 453.30 453.30 -1.20 9 15 +0
May07 070301 458.00 458.00 458.00 458.00 -1.00      
Total Volume and Open Interest 1,196 21,001 +619
Reuters CRB Index(NYBOT)
Apr07 070301 407.75 409.00 407.00 408.25 -1.75 10 511 -3
Jun07 070301 412.25 412.25 412.25 412.25 -1.75 7 408 +4
Aug07 070301 417.25 417.25 417.25 417.25 -1.75 6 4 +4
Total Volume and Open Interest 23 923 +5
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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