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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 02, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar07 070302 744.00 747.50 736.00 739.00 -7.25 18,614 13,501 -5,001
May07 070302 759.00 763.00 750.50 753.50 -8.50 57,447 248,641 -3,905
Jul07 070302 772.50 777.50 764.50 768.75 -7.50 14,243 76,163 +1,911
Aug07 070302 775.50 783.00 772.00 773.50 -7.50 122 5,065 +2
Sep07 070302 785.50 785.50 777.00 779.00 -8.00 56 2,139 +18
Nov07 070302 795.50 800.50 788.00 791.25 -8.25 7,543 96,393 +1,443
Jan08 070302 801.00 805.00 794.50 796.00 -9.00 95 4,317 +5
Total Volume and Open Interest 98,731 479,293 -5,360
Soybean Meal(CBOT)
Mar07 070302 217.50 218.00 215.00 215.60 -4.20 4,517 4,658 -1,806
May07 070302 223.80 224.40 220.50 220.90 -4.70 23,308 101,725 -7,268
Jul07 070302 227.50 229.00 225.60 225.90 -4.60 6,597 48,112 +1,239
Aug07 070302 230.00 231.00 227.90 228.00 -4.50 449 14,379 +66
Sep07 070302 231.50 232.50 229.70 230.30 -3.60 222 10,720 +95
Oct07 070302 232.50 233.80 230.50 231.50 -3.50 208 6,725 +69
Dec07 070302 235.00 236.00 233.00 233.90 -3.40 4,827 36,478 +2,069
Jan08 070302 235.00 236.50 234.20 234.90 -2.90 179 1,594 +23
Total Volume and Open Interest 41,313 228,157 -5,253
Soybean Oil(CBOT)
Mar07 070302 29.40 29.75 29.37 29.69 +0.16 7,822 6,862 -3,263
May07 070302 29.82 30.25 29.82 30.08 +0.07 33,384 156,649 -12,349
Jul07 070302 30.38 30.72 30.36 30.56 +0.08 9,580 45,882 +1,297
Aug07 070302 30.95 30.95 30.75 30.81 +0.11 121 6,357 +23
Sep07 070302 31.20 31.20 31.00 31.08 +0.18 272 4,377 +99
Oct07 070302 31.10 31.40 31.10 31.26 +0.13 588 8,599 -3
Dec07 070302 31.50 31.80 31.45 31.68 +0.10 6,419 37,473 +1,604
Jan08 070302 31.92 31.92 31.92 31.92 +0.06 27 2,760 +27
Total Volume and Open Interest 59,487 272,895 -12,235
Canola(WCE)
Mar07 070302 366.3 366.5 365.1 365.2 +0.3 116 195 -64
May07 070302 376.2 378.4 374.1 375.1 -1.1 3,346 43,100 +396
Jul07 070302 383.1 387.0 383.1 384.5 -0.9 931 15,911 +293
Total Volume and Open Interest 4,738 88,657 +654
Corn(CBOT)
Mar07 070302 410.00 419.00 408.50 411.00 -6.25 15,276 26,394 -11,087
May07 070302 420.00 429.50 418.50 421.00 -7.00 46,920 534,014 -11,800
Jul07 070302 429.50 438.00 427.75 429.75 -6.50 23,983 275,045 +1,374
Sep07 070302 419.50 424.00 416.50 417.25 -6.75 775 63,934 -200
Dec07 070302 406.50 414.00 405.75 406.75 -6.50 16,811 390,490 +2,333
Mar08 070302 417.50 420.75 415.00 415.50 -5.75 1,783 33,951 +723
Total Volume and Open Interest 108,300 1,460,513 -17,395
Wheat(CBOT)
Mar07 070302 463.50 469.00 459.50 459.50 -8.50 5,706 4,770 -2,228
May07 070302 474.00 483.50 473.00 473.75 -5.25 21,774 208,966 -3,654
Jul07 070302 485.00 494.50 485.00 485.25 -4.75 8,753 97,374 -1,155
Sep07 070302 497.00 501.50 494.00 494.50 -4.00 331 8,951 +61
Dec07 070302 506.00 511.00 504.00 505.00 -5.00 1,969 63,435 -810
Total Volume and Open Interest 40,331 410,711 -7,259
Wheat(KCBT)
Mar07 070302 504.00 507.00 503.50 505.00 -1.00 1,094 939 -869
May07 070302 501.00 508.00 500.50 504.00 -1.25 6,889 49,658 -153
Jul07 070302 501.50 511.00 501.00 507.50 +2.00 6,389 43,771 +787
Sep07 070302 512.00 515.00 511.50 512.75 -2.00 477 7,327 +239
Dec07 070302 518.00 528.00 518.00 523.00 -1.00 289 9,257 -112
Total Volume and Open Interest 15,218 115,820 -77
Wheat(MGE)
Mar07 070302 500.00 503.00 500.00 503.00 +0.25 737 413 -197
May07 070302 510.00 517.00 509.00 512.50 -1.00 2,855 18,257 -268
Jul07 070302 518.00 524.00 517.00 522.00 +1.50 1,504 10,673 -85
Sep07 070302 526.50 529.00 524.00 525.75 -2.25 1,021 8,121 +204
Dec07 070302 530.00 536.00 530.00 532.50 -3.00 508 15,654 -401
Total Volume and Open Interest 6,649 54,275 -743
Oats(CBOT)
Mar07 070302 242.00 243.00 242.00 243.00 -2.50 114 143 +8
May07 070302 247.75 247.75 243.50 246.00 -3.50 1,429 7,249 -43
Jul07 070302 255.00 255.00 252.00 253.00 -4.50 497 1,817 +109
Sep07 070302 245.00 245.00 245.00 245.00 -4.75 32 585 +9
Total Volume and Open Interest 2,502 18,375 +66
Rough Rice(CBOT)
Mar07 070302 10.28 10.30 10.28 10.30 -0.02 5 83 -608
May07 070302 10.69 10.69 10.54 10.61 -0.03 326 9,403 +67
Jul07 070302 10.95 10.95 10.82 10.88 -0.01 50 1,446 +0
Sep07 070302 11.18 11.18 11.12 11.13 -0.02 26 2,094 +0
Total Volume and Open Interest 688 16,959 -264
Live Cattle(CME)
Apr07 070302 96.200 98.050 96.150 97.650 +1.500 15,972 149,009 -3,166
Jun07 070302 94.350 95.900 94.350 95.500 +1.125 12,584 65,076 +1,573
Aug07 070302 91.750 93.100 91.750 92.650 +0.875 4,004 29,805 +148
Oct07 070302 95.400 96.700 95.350 96.450 +1.050 1,892 22,705 +161
Dec07 070302 95.475 96.500 95.475 96.350 +1.000 255 8,537 +90
Feb08 070302 96.400 97.500 96.400 97.400 +0.950 177 5,064 +5
Total Volume and Open Interest 34,889 281,252 -1,187
Feeder Cattle(CME)
Mar07 070302 102.550 104.150 102.500 103.900 +1.500 3,185 7,671 -1,035
Apr07 070302 104.200 105.800 104.000 105.525 +1.525 2,631 11,232 +396
May07 070302 106.100 107.600 105.600 107.225 +1.250 1,872 11,495 +258
Aug07 070302 106.350 107.775 105.900 107.375 +1.025 475 4,690 +91
Sep07 070302 105.000 106.700 105.000 106.500 +1.300 60 1,356 -1
Oct07 070302 105.450 106.600 105.200 106.500 +1.025 26 323 +18
Nov07 070302 105.000 106.000 105.000 106.000 +1.100 0 62 +0
Total Volume and Open Interest 8,251 36,866 -272
Lean Hogs(CME)
Apr07 070302 66.175 67.000 65.700 66.350 +0.225 17,101 86,411 -3,779
May07 070302 75.500 76.200 75.225 76.200 +0.275 159 4,477 +3
Jun07 070302 76.600 77.550 75.975 76.900 +0.200 8,187 41,559 +833
Jul07 070302 76.500 77.375 75.900 76.950 +0.250 1,481 18,664 +57
Aug07 070302 75.850 76.675 75.600 76.375 +0.350 1,571 10,841 +14
Oct07 070302 68.700 69.400 68.650 69.350 +0.450 291 8,957 +9
Dec07 070302 66.950 67.750 66.625 67.500 +0.300 500 9,826 +19
Total Volume and Open Interest 29,465 182,714 -2,923
Pork Bellies(CME)
Mar07 070302 102.300 104.050 102.250 103.975 +1.375 289 317 -138
May07 070302 105.250 106.650 104.800 106.200 +1.575 379 891 +226
Jul07 070302 106.500 106.600 106.500 106.600 +1.000 6 190 -3
Aug07 070302 103.350 103.350 103.350 103.350 +0.350 0 42 +0
Total Volume and Open Interest 674 1,440 +85
Class III Milk(CME)
Mar07 070302 14.47 14.55 14.47 14.54 +0.16 191 3,031 -62
Apr07 070302 14.24 14.40 14.22 14.35 +0.15 147 2,940 +24
May07 070302 14.40 14.60 14.40 14.50 +0.12 97 2,768 -21
Jun07 070302 14.50 14.65 14.48 14.49 +0.04 118 2,752 +10
Jul07 070302 14.95 15.05 14.93 15.00 +0.09 128 2,381 -28
Total Volume and Open Interest 1,447 30,047 +150
Cocoa(NYBOT)
Mar07 070302 1749 1795 1730 1795 -1 5 398 +0
May07 070302 1785 1807 1770 1804 +1 15,419 80,705 +3,259
Jul07 070302 1808 1831 1795 1830 +2 1,857 23,237 +525
Sep07 070302 1831 1853 1820 1853 +1 2,235 23,113 +1,341
Dec07 070302 1850 1874 1837 1874 +4 364 20,862 +19
Mar08 070302 1856 1886 1852 1886 -1 379 8,080 +234
May08 070302 1880 1904 1880 1904 +1 142 2,871 +137
Total Volume and Open Interest 20,401 169,109 +5,515
Coffee "C"(NYBOT)
Mar07 070302 115.25 115.25 114.35 114.35 -1.65 293 1,148 -199
May07 070302 115.60 116.20 115.00 115.15 -1.45 16,600 86,319 +579
Jul07 070302 118.60 119.00 118.00 118.00 -1.40 4,346 14,866 +1,268
Sep07 070302 121.50 121.70 120.75 120.75 -1.30 1,439 9,957 -462
Dec07 070302 125.25 125.25 124.20 124.20 -1.30 734 5,685 -86
Mar08 070302 127.50 127.50 127.50 127.50 -1.25 979 3,099 -60
Total Volume and Open Interest 25,083 131,087 +1,182
Orange Juice(NYBOT)
Mar07 070302 209.50 209.50 208.00 208.50 +0.10 324 580 -171
May07 070302 204.80 205.40 204.00 205.05 +0.05 2,863 21,682 +841
Jul07 070302 199.00 199.50 198.80 198.80 +0.50 136 2,196 +52
Sep07 070302 190.50 191.50 190.50 191.50 unch 87 1,140 +66
Nov07 070302 183.00 183.30 183.00 183.30 -0.70 303 4,946 +96
Jan08 070302 181.80 181.80 181.80 181.80 -0.20 5 505 +5
Total Volume and Open Interest 3,718 31,106 +889
Sugar #11(NYBOT)
May07 070302 11.13 11.48 11.13 11.22 +0.25 64,631 300,287 +5,428
Jul07 070302 11.02 11.24 10.97 11.02 +0.21 29,926 160,408 +3,443
Oct07 070302 11.18 11.43 11.18 11.23 +0.17 6,729 74,215 +332
Mar08 070302 11.65 11.88 11.65 11.77 +0.15 2,508 60,930 +482
May08 070302 11.75 11.85 11.68 11.75 +0.17 667 22,130 -74
Total Volume and Open Interest 105,452 656,488 +3,234
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070302 20.96 20.96 20.96 20.96 +0.06 104 2,543 -62
Jul07 070302 20.90 21.00 20.90 21.00 +0.01 36 3,010 -8
Sep07 070302 21.00 21.00 21.00 21.00 +0.05 8 1,779 +0
Nov07 070302 21.27 21.27 21.27 21.27 unch 54 1,502 +54
Total Volume and Open Interest 354 9,990 +117
London Cocoa(LCE)
Mar07 070302 959 975 959 974 +3 3,391 44,424 +58
May07 070302 986 991 974 989 +3 9,182 52,241 +3,601
Jul07 070302 1000 1006 990 1004 +4 1,398 29,908 -64
Sep07 070302 1016 1018 1004 1018 +4 333 37,238 -41
Dec07 070302 1000 1014 1000 1013 +3 1,028 39,737 +127
Mar08 070302 1002 1020 1001 1018 +3 748 13,065 -132
May08 070302 1016 1026 1016 1025 +3 484 2,151 +409
Total Volume and Open Interest 16,815 225,542 +4,066
London Coffee(LCE)
Mar07 070302 1515.00 1517.00 1470.00 1483.00 -32.00 480 5,039 -182
May07 070302 1530.00 1533.00 1480.00 1496.00 -32.00 19,883 79,179 +949
Jul07 070302 1536.00 1536.00 1487.00 1502.00 -29.00 3,013 20,906 +906
Sep07 070302 1532.00 1532.00 1487.00 1502.00 -26.00 910 15,520 +192
Nov07 070302 1518.00 1521.00 1480.00 1491.00 -24.00 797 6,354 -287
Jan08 070302 1506.00 1508.00 1474.00 1481.00 -23.00 43 2,035 +0
Total Volume and Open Interest 25,244 130,940 +1,677
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070302 345.00 355.00 345.00 349.00 +4.60 5,700 33,452 +306
Aug07 070302 330.70 340.00 330.70 335.20 +5.70 1,914 11,636 -269
Oct07 070302 324.50 332.90 324.50 328.30 +4.90 435 5,313 +119
Dec07 070302 328.60 334.90 328.40 330.40 +4.00 157 2,688 +98
Total Volume and Open Interest 8,319 60,733 +264
Cotton(NYBOT)
Mar07 070302 55.85 55.90 55.76 55.85 +0.05 154 2,487 -147
May07 070302 53.70 53.95 53.60 53.89 +0.19 12,889 116,476 +656
Jul07 070302 54.45 54.75 54.30 54.64 +0.19 1,664 37,834 +207
Oct07 070302 57.15 57.23 57.15 57.23 +0.28 125 979 +97
Dec07 070302 58.60 58.75 58.32 58.68 +0.28 2,197 40,544 +250
Mar08 070302 60.70 60.70 60.50 60.50 +0.15 18 3,379 +4
Total Volume and Open Interest 17,287 203,466 +1,297
Lumber(CME)
Mar07 070302 249.0 250.4 247.5 249.4 +0.6 396 1,017 -222
May07 070302 255.0 257.0 254.6 255.6 +0.5 734 5,173 +53
Jul07 070302 272.1 273.0 271.5 272.0 -1.1 107 704 +36
Sep07 070302 281.1 281.5 280.5 280.5 unch 6 103 +6
Total Volume and Open Interest 1,254 7,026 -123
Crude Oil(NYM)
Apr07 070302 62.00 62.31 61.35 61.64 -0.36 242,342 304,837 -14,338
May07 070302 63.10 63.32 62.55 62.77 -0.41 89,552 171,147 +4,558
Jun07 070302 63.92 64.15 63.60 63.60 -0.46 34,800 110,929 +4,811
Jul07 070302 64.35 64.65 64.00 64.27 -0.51 8,707 41,312 -540
Aug07 070302 64.83 64.83 64.83 64.83 -0.54 4,140 25,640 -585
Sep07 070302 65.29 65.29 65.29 65.29 -0.57 3,885 31,593 -715
Oct07 070302 65.68 65.68 65.68 65.68 -0.59 1,677 26,897 +242
Nov07 070302 66.20 66.20 66.02 66.02 -0.60 2,299 21,102 -267
Dec07 070302 66.80 66.80 66.31 66.31 -0.61 15,693 146,553 -1,133
Jan08 070302 66.55 66.55 66.55 66.55 -0.63 233 20,593 +5
Feb08 070302 66.73 66.73 66.73 66.73 -0.64 14 11,176 +7
Mar08 070302 66.88 66.88 66.88 66.88 -0.65 914 11,333 +158
Apr08 070302 67.00 67.00 67.00 67.00 -0.65 116 11,527 +2
May08 070302 67.10 67.10 67.10 67.10 -0.66 341 7,830 +256
Jun08 070302 67.20 67.20 67.20 67.20 -0.67 2,320 31,096 +1,363
Jul08 070302 67.28 67.28 67.28 67.28 -0.68 31 4,564 +44
Total Volume and Open Interest 419,408 1,282,386 -4,359
Heating Oil(NYM)
Apr07 070302 177.20 178.80 176.45 176.82 -0.81 30,369 77,872 -2,457
May07 070302 177.10 178.25 176.52 176.52 -0.86 10,072 39,179 +693
Jun07 070302 177.50 177.50 176.92 176.92 -1.06 5,474 27,355 +725
Jul07 070302 178.60 178.60 178.10 178.47 -1.16 2,118 11,772 +240
Aug07 070302 181.15 181.15 180.57 180.57 -1.26 391 5,625 +69
Sep07 070302 183.22 183.22 183.22 183.22 -1.26 2,437 8,342 +850
Oct07 070302 186.75 187.00 186.17 186.17 -1.26 100 3,396 -5
Nov07 070302 189.22 189.22 189.22 189.22 -1.26 99 2,619 +23
Dec07 070302 191.97 191.97 191.97 191.97 -1.26 1,101 15,575 +123
Jan08 070302 193.92 193.92 193.92 193.92 -1.26 452 7,514 +193
Feb08 070302 195.50 195.50 194.42 194.42 -1.26 14 2,637 +0
Mar08 070302 193.22 193.22 193.22 193.22 -1.31 6 1,019 +4
Total Volume and Open Interest 52,856 208,546 -2,334
Unleaded Gas(NYM)
RBOB Gasoline(NYMEX)
Apr07 070302 190.25 194.00 188.52 190.18 +0.03 36,612 56,943 +2,352
May07 070302 189.91 192.60 188.21 189.13 -1.05 16,949 40,509 +2,333
Jun07 070302 190.72 191.88 188.53 188.53 -1.17 5,971 16,425 -84
Jul07 070302 189.28 191.34 188.08 188.08 -1.47 3,291 13,742 +117
Aug07 070302 190.00 190.90 187.68 187.68 -1.52 1,411 7,799 +552
Sep07 070302 187.86 188.20 185.58 185.58 -2.62 2,590 15,224 -56
Oct07 070302 176.18 178.00 175.18 175.18 -2.72 136 3,941 +18
Nov07 070302 171.48 171.48 171.48 171.48 -3.02 0 2,120 +0
Dec07 070302 169.08 169.08 169.08 169.08 +0.08 74 3,343 +12
Jan08 070302 169.63 169.63 169.63 169.63 -2.48 11 944 +1
Total Volume and Open Interest 67,146 161,835 +576
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070302 193.00 193.00 190.18 190.18 +5.27 1 5 +0
May07 070302 189.13 189.13 189.13 189.13 -1.58 0 1 +0
Jun07 070302 188.53 188.53 188.53 188.53 -2.03      
Jul07 070302 188.08 188.08 188.08 188.08 -2.33      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr07 070302 7.370 7.375 7.243 7.243 -0.045 42,845 90,809 -1,981
May07 070302 7.465 7.470 7.335 7.369 -0.036 13,582 88,785 +108
Jun07 070302 7.585 7.585 7.488 7.488 -0.032 6,313 23,323 +338
Jul07 070302 7.690 7.690 7.600 7.606 -0.029 4,152 19,431 +80
Aug07 070302 7.790 7.790 7.703 7.703 -0.027 1,521 27,315 +62
Sep07 070302 7.835 7.840 7.755 7.755 -0.030 1,703 17,983 +324
Oct07 070302 7.930 7.950 7.849 7.849 -0.031 4,791 45,329 +146
Nov07 070302 8.455 8.455 8.424 8.424 -0.026 1,239 21,696 +128
Dec07 070302 9.040 9.040 8.980 8.999 -0.011 1,129 37,350 +112
Jan08 070302 9.360 9.360 9.270 9.294 -0.006 3,386 33,520 -981
Feb08 070302 9.360 9.360 9.280 9.289 -0.006 540 19,651 +419
Mar08 070302 9.150 9.150 9.069 9.069 -0.006 1,508 44,747 -228
Apr08 070302 7.710 7.740 7.710 7.724 +0.014 1,255 29,709 +176
May08 070302 7.640 7.650 7.600 7.604 +0.014 615 13,195 +132
Jun08 070302 7.700 7.700 7.640 7.654 +0.014 33 9,436 +1
Jul08 070302 7.719 7.719 7.719 7.719 +0.009 17 5,295 -9
Total Volume and Open Interest 87,091 758,207 -683
Brent Crude Oil(ICE)
Apr07 070302 61.93 62.69 61.55 62.08 -0.03 89,284 92,641 -8,939
May07 070302 62.80 63.32 62.20 62.75 -0.10 53,514 142,710 -2,614
Jun07 070302 63.39 64.00 63.05 63.44 -0.19 29,206 70,106 +755
Jul07 070302 64.35 64.49 63.63 64.02 -0.25 6,764 28,378 -430
Aug07 070302 64.85 65.09 64.52 64.52 -0.28 4,270 20,574 +645
Sep07 070302 65.21 65.21 64.96 64.96 -0.28 4,010 15,574 -710
Oct07 070302 65.36 65.36 65.36 65.36 -0.28 0 14,340 +105
Nov07 070302 65.66 65.66 65.66 65.66 -0.32 0 13,643 -187
Dec07 070302 66.40 66.45 65.55 65.96 -0.30 7,818 63,698 +2,212
Jan08 070302 66.20 66.20 66.20 66.20 -0.28 0 8,498 +45
Feb08 070302 66.42 66.42 66.42 66.42 -0.26 0 4,009 -25
Mar08 070302 66.60 66.60 66.60 66.60 -0.28 0 2,754 +0
Apr08 070302 66.78 66.78 66.78 66.78 -0.28 0 945 +0
May08 070302 66.96 66.96 66.96 66.96 -0.27 0 789 +0
Total Volume and Open Interest 195,645 593,045 -10,335
Gas Oil(ICE)
Mar07 070302 543.50 548.50 541.50 544.75 -0.50 24,866 42,937 -3,321
Apr07 070302 547.50 552.25 545.00 548.50 -0.75 24,279 72,125 -125
May07 070302 554.75 556.25 548.75 552.75 -0.50 8,665 29,747 +157
Jun07 070302 559.25 561.00 556.00 558.00 -0.50 4,194 44,516 -1,363
Jul07 070302 567.25 567.25 562.75 564.75 -0.25 977 15,239 -49
Aug07 070302 573.75 573.75 571.25 571.25 -0.25 585 9,473 +199
Sep07 070302 577.75 577.75 577.75 577.75 -0.50 408 12,722 -5
Oct07 070302 583.25 583.25 583.25 583.25 -0.50 166 5,167 +65
Nov07 070302 587.25 587.25 587.25 587.25 -0.50 322 5,806 +312
Dec07 070302 592.75 593.25 589.50 591.25 -0.75 2,161 34,372 +248
Total Volume and Open Interest 67,198 311,182 -2,650
US Dollar Index(NYBOT)
Mar07 070302 83.75 83.92 83.60 83.64 +0.05 2,546 30,131 -597
Jun07 070302 83.40 83.55 83.30 83.34 +0.05 558 2,268 +0
Sep07 070302 83.06 83.06 83.06 83.06 +0.05 6 59 +6
Total Volume and Open Interest 3,110 32,461 -591
Australian Dollar(CME)
Mar07 070302 78.26 78.37 78.17 78.19 -0.31 13,043 129,172 -4,982
Jun07 070302 78.00 78.00 78.00 78.00 -0.31 48 3,663 +1,610
Sep07 070302 77.74 77.74 77.74 77.74 -0.31 0 52 +0
Total Volume and Open Interest 13,091 133,145 -3,372
British Pound(CME)
Mar07 070302 194.43 194.53 194.15 194.34 -1.70 5,832 152,473 -1,867
Jun07 070302 194.14 194.50 194.14 194.26 -1.70 81 6,039 +3,273
Sep07 070302 194.11 194.11 194.11 194.11 -1.78 0 43 +0
Total Volume and Open Interest 5,913 158,569 +1,406
Canadian Dollar(CME)
Mar07 070302 85.20 85.20 84.97 85.02 -0.39 1,306 133,534 -1,076
Jun07 070302 85.43 85.43 85.24 85.24 -0.39 198 10,990 +3,343
Sep07 070302 85.60 85.60 85.46 85.46 -0.39 41 1,028 +60
Dec07 070302 85.76 85.84 85.67 85.67 -0.39 24 897 +32
Total Volume and Open Interest 1,569 146,471 +2,371
Japanese Yen(CME)
Mar07 070302 85.70 86.10 85.51 85.82 +0.59 9,971 256,019 -11,602
Jun07 070302 86.65 86.99 86.58 86.80 +0.59 306 29,401 +1,896
Sep07 070302 87.75 87.75 87.75 87.75 +0.59 2 7,686 +2
Total Volume and Open Interest 10,279 293,363 -9,704
Swiss Franc(CME)
Mar07 070302 81.91 82.39 81.91 82.28 +0.22 1,226 86,426 -10,170
Jun07 070302 82.69 82.96 82.69 82.91 +0.22 91 2,828 +254
Sep07 070302 83.48 83.48 83.48 83.48 +0.22 0 63 +0
Total Volume and Open Interest 1,317 89,366 -9,916
EuroFX(CME)
Mar07 070302 131.73 132.05 131.66 131.99 -0.06 9,118 206,660 -6,649
Jun07 070302 132.16 132.54 132.16 132.45 -0.06 573 6,990 +1,034
Sep07 070302 132.68 132.85 132.68 132.85 -0.06 0 276 +0
Total Volume and Open Interest 9,691 214,184 -5,615
Mexican Peso(CME)
Mar07 070302 8925.0 8952.0 8900.0 8912.0 -45.0 4,735 71,626 +2,026
Apr07 070302 8897.0 8897.0 8897.0 8897.0 -45.0      
Total Volume and Open Interest 5,033 100,105 +3,027
30-Year T-Bonds(CBOT)
Mar07 070302 112~28 113~14 112~24 113~08 +0~12 95,528 200,397 -46,972
Jun07 070302 112~26 113~12 112~22 113~06 +0~12 685,623 706,362 +29,290
Sep07 070302 113~09 113~09 113~05 113~06 +0~12 98 198 +33
Total Volume and Open Interest 781,249 906,990 -17,649
10-Year T-Notes(CBOT)
Mar07 070302 108~190 108~305 108~155 108~270 +0~085 323,702 315,073 -101,642
Jun07 070302 108~190 109~000 108~155 108~280 +0~090 2,021,526 1,926,613 +110,893
Total Volume and Open Interest 2,346,202 2,244,460 +9,822
5-Year T-Notes(CBOT)
Mar07 070302 105~310 106~000 105~280 105~315 +0~065 112,177 0 +0
Jun07 070302 106~050 106~075 106~000 106~055 +0~070 877,150 0 +0
Sep07 070302 106~110 106~110 106~110 106~110 +0~070      
Total Volume and Open Interest 989,327    
2 Year T-Notes(CBOT)
Mar07 070302 102~042 102~048 102~040 102~048 +0~011 4,557 86,789 -38,778
Jun07 070302 102~076 102~078 102~068 102~076 +0~014 5,520 799,914 +54,449
Total Volume and Open Interest 10,077 886,703 +15,671
Eurodollars(CME)
Mar07 070302 94.677 94.680 94.665 94.673 +0.007 20,783 1,307,597 +2,101
Jun07 070302 94.860 94.885 94.835 94.870 +0.060 33,920 1,551,046 +62,904
Sep07 070302 95.055 95.090 95.030 95.065 +0.065 37,854 1,382,869 -17,121
Dec07 070302 95.210 95.240 95.170 95.205 +0.055 40,299 1,609,086 +4,036
Mar08 070302 95.305 95.320 95.265 95.300 +0.050 39,804 1,148,042 -601
Jun08 070302 95.345 95.355 95.305 95.335 +0.045 31,758 926,033 +12,735
Sep08 070302 95.365 95.370 95.325 95.350 +0.040 20,147 695,805 +15,254
Dec08 070302 95.355 95.360 95.325 95.345 +0.035 19,623 591,043 +18,141
Mar09 070302 95.345 95.345 95.305 95.330 +0.030 14,360 346,380 +4,544
Jun09 070302 95.315 95.315 95.270 95.295 +0.030 13,117 273,734 +4,029
Sep09 070302 95.265 95.265 95.230 95.255 +0.025 13,272 228,280 +3,888
Dec09 070302 95.215 95.220 95.190 95.205 +0.020 10,373 159,049 +4,914
Mar10 070302 95.190 95.190 95.160 95.175 +0.020 7,287 134,238 +1,739
Jun10 070302 95.150 95.150 95.120 95.135 +0.020 6,438 87,345 +1,734
Sep10 070302 95.115 95.115 95.085 95.100 +0.020 5,769 88,085 -1,311
Dec10 070302 95.070 95.070 95.040 95.055 +0.020 4,930 92,821 +467
Mar11 070302 95.040 95.045 95.015 95.030 +0.015 4,542 76,935 -952
Jun11 070302 95.010 95.010 94.980 94.995 +0.015 5,191 62,726 -1,472
Total Volume and Open Interest 343,394 10,970,507 +117,544
3-Mth Euro-Yen(CME)
Mar07 070302 99.32 99.32 99.32 99.32 unch 1,139 21,495 -2,177
Jun07 070302 99.29 99.30 99.29 99.30 +0.02 561 20,624 +603
Sep07 070302 99.19 99.19 99.19 99.19 +0.01 981 7,788 -909
Dec07 070302 99.10 99.10 99.10 99.10 +0.01 461 10,224 -98
Mar08 070302 99.00 99.01 99.00 99.01 +0.03 197 4,393 +6
Jun08 070302 98.91 98.91 98.91 98.91 +0.01 83 1,187 +5
Sep08 070302 98.82 98.82 98.82 98.82 +0.01 0 1,668 +0
Dec08 070302 98.73 98.73 98.73 98.73 +0.01 0 105 +0
Mar09 070302 98.66 98.66 98.66 98.66 +0.02      
Jun09 070302 98.59 98.59 98.59 98.59 +0.03 0 5 +0
Total Volume and Open Interest 3,422 67,499 -2,570
3-Mth Euro-Yen(SIMEX)
Mar07 070302 99.32 99.32 99.31 99.32 unch 1,515 99,637 -663
Jun07 070302 99.29 99.32 99.28 99.29 +0.01 2,598 60,041 +317
Sep07 070302 99.18 99.20 99.18 99.19 +0.01 410 45,480 -1,853
Dec07 070302 99.12 99.12 99.08 99.10 +0.02 1,676 54,176 -1,816
Mar08 070302 98.99 99.01 98.99 99.00 +0.02 334 33,698 -15
Jun08 070302 98.90 98.91 98.90 98.91 +0.02 13 8,158 -4
Sep08 070302 98.83 98.83 98.83 98.83 +0.03 0 3,025 +0
Dec08 070302 98.75 98.75 98.75 98.75 +0.03 1 643 +1
Total Volume and Open Interest 6,547 307,097 -4,033
German Euro-Bund(EUREX)
Mar07 070302 116.38 116.56 116.23 116.42 +0.08 1,881,516 1,741,832 +17,847
Jun07 070302 115.89 116.04 115.73 115.91 +0.08 142,257 206,445 +59,201
Sep07 070302 115.74 115.98 115.68 115.81 +0.05 720 537 +0
Total Volume and Open Interest 2,024,493 1,948,814 +46,153
German Euro-Bobl(EUREX)
Mar07 070302 109.19 109.31 109.09 109.23 +0.08 1,092,279 1,096,288 -12,243
Jun07 070302 108.87 109.00 108.78 108.92 +0.09 146,048 320,877 +80,896
Sep07 070302 110.13 110.13 110.13 110.13 +0.08 1,689 0 +0
Total Volume and Open Interest 1,240,016 1,417,165 +68,653
Long Gilt(LIFFE)
Mar07 070302 107~20 107~28 107~19 107~24 +0~02 40,158 68,025 -14,055
Jun07 070302 109~10 109~18 109~09 109~14 +0~03 141,119 303,988 +7,312
Total Volume and Open Interest 181,277 372,018 -6,743
3-Mth Short Sterling(LIFFE)
Mar07 070302 94.44 94.44 94.44 94.44 +0.01 80,783 535,130 -6,859
Jun07 070302 94.34 94.34 94.34 94.34 +0.03 145,849 524,430 +4,581
Sep07 070302 94.34 94.34 94.34 94.34 +0.03 123,205 467,943 +11,496
Total Volume and Open Interest 608,631 2,715,021 +26,328
3-Mth Euribor(LIFFE)
Mar07 070302 96.100 96.115 96.100 96.110 +0.005 107,947 745,505 -16,271
Jun07 070302 95.990 96.040 95.985 96.020 +0.020 360,241 811,441 -46,600
Sep07 070302 95.965 96.020 95.950 95.995 +0.030 313,167 750,422 +12,689
Total Volume and Open Interest 1,601,692 4,257,996 -41,850
3-Mth Aus T-Bills(SFE)
Mar07 070302 93.64 93.64 93.63 93.64 unch 5,640 177,570 -4,089
Jun07 070302 93.60 93.61 93.59 93.61 unch 25,960 369,432 -23,232
Sep07 070302 93.60 93.61 93.58 93.60 unch 17,166 141,444 -20,747
Dec07 070302 93.61 93.62 93.60 93.62 unch 4,492 109,514 -17,043
Mar08 070302 93.64 93.64 93.62 93.64 unch 2,397 47,320 -3,498
Jun08 070302 93.66 93.66 93.65 93.66 unch 1,668 35,329 -160
Sep08 070302 93.68 93.69 93.67 93.69 unch 1,371 20,084 -28
Dec08 070302 93.69 93.70 93.69 93.70 unch 101 9,568 -149
Mar09 070302 93.69 93.71 93.69 93.71 unch 0 1,108 -50
Jun09 070302 93.72 93.72 93.72 93.72 unch 1 1,548 +0
Total Volume and Open Interest 58,796 913,037 -68,996
10-Year Aus T-Bonds(SFE)
Mar07 070302 94.30 94.32 94.29 94.32 -0.01 45,743 493,425 -30,324
Jun07 070302 94.32 94.33 94.32 94.33 -0.01 191 505 +412
Total Volume and Open Interest 45,934 493,930 -29,912
3-Year Aus T-Bonds(SFE)
Mar07 070302 94.10 94.11 94.08 94.10 -0.01 102,981 739,556 -44,916
Jun07 070302 94.12 94.12 94.12 94.12 -0.02 10,504 17,343 +10,878
Total Volume and Open Interest 113,485 756,899 -34,038
Gold(CMX)
Apr07 070302 653.5 656.3 642.2 644.1 -21.0 104,442 233,289 -7,024
Jun07 070302 660.5 662.3 648.5 650.3 -21.1 3,867 48,804 +277
Aug07 070302 665.0 665.5 656.2 656.2 -21.3 994 8,648 +616
Oct07 070302 661.9 661.9 661.9 661.9 -21.5 1,356 27,331 +723
Dec07 070302 677.0 679.0 667.0 667.6 -21.7 1,404 55,636 +900
Feb08 070302 673.1 673.1 673.1 673.1 -21.9 26 3,199 +24
Apr08 070302 678.5 678.5 678.5 678.5 -22.2 325 2,649 +234
Jun08 070302 690.0 690.0 684.0 684.0 -22.5 10 4,732 -2
Aug08 070302 689.4 689.4 689.4 689.4 -22.8 0 740 +0
Oct08 070302 694.8 694.8 694.8 694.8 -23.0 0 600 +0
Dec08 070302 700.2 700.2 700.2 700.2 -23.2 1 11,054 +0
Total Volume and Open Interest 112,436 413,038 -4,278
Silver(CMX)
Mar07 070302 1320.0 1322.0 1275.0 1284.5 -68.5 1,142 1,550 -1,223
May07 070302 1337.0 1341.0 1280.0 1296.0 -69.0 33,814 74,277 -3,170
Jul07 070302 1353.0 1355.0 1297.0 1308.1 -69.3 3,494 13,872 +142
Sep07 070302 1319.5 1319.5 1319.5 1319.5 -69.5 453 5,958 -30
Dec07 070302 1380.0 1380.0 1315.0 1333.5 -69.9 377 15,124 +112
Mar08 070302 1345.0 1346.5 1345.0 1346.5 -70.5 6 1,278 +2
May08 070302 1354.3 1354.3 1354.3 1354.3 -70.9 10 43 +2
Total Volume and Open Interest 39,572 120,670 -4,027
Platinum(NYM)
Apr07 070302 1222.0 1222.0 1202.0 1211.8 -33.4 2,072 10,221 -638
Jul07 070302 1220.0 1224.0 1215.0 1221.8 -34.2 408 1,815 +179
Oct07 070302 1226.8 1226.8 1226.8 1226.8 -34.2 0 30 +0
Jan08 070302 1231.8 1231.8 1231.8 1231.8 -34.2 0 2 +0
Total Volume and Open Interest 2,480 12,068 -459
Palladium(NYME)
Mar07 070302 348.00 348.00 346.10 346.10 -2.70 457 454 -169
Jun07 070302 347.20 352.00 346.00 350.60 -3.45 1,128 14,994 -279
Sep07 070302 356.10 356.10 356.10 356.10 -3.45 1 1,101 -1
Total Volume and Open Interest 1,586 16,671 -449
Copper(CMX)
Mar07 070302 273.70 274.60 269.30 269.30 -4.35 903 4,877 -924
May07 070302 274.70 277.30 267.60 270.70 -4.75 9,838 43,512 +261
Jul07 070302 275.10 276.10 270.85 270.85 -4.85 1,273 6,579 +612
Sep07 070302 274.50 274.50 270.05 270.05 -4.65 56 1,623 +0
Dec07 070302 268.00 268.00 266.80 266.80 -4.40 37 2,181 +26
Total Volume and Open Interest 12,407 65,551 -138
Aluminum(CMX)
Mar07 070302 121.00 121.00 121.00 121.00 -2.50 15 9 -5
Apr07 070302 121.00 121.00 121.00 121.00 -2.50 14 54 +14
May07 070302 120.45 120.45 120.45 120.45 -2.50 0 41 +0
Jun07 070302 119.85 119.85 119.85 119.85 -2.50 0 40 +0
Jul07 070302 119.25 119.25 119.25 119.25 -2.50 0 40 +0
Aug07 070302 118.65 118.65 118.65 118.65 -2.50 0 40 +0
Total Volume and Open Interest 29 488 +9
DJIA Index(CBOT)
Mar07 070302 12180 12255 12105 12108 -144 9,496 71,094 -1,554
Jun07 070302 12255 12340 12204 12204 -141 811 996 +515
Sep07 070302 12303 12303 12303 12303 -144 0 7 +0
Dec07 070302 12398 12398 12398 12398 -144 0 3 +0
Total Volume and Open Interest 10,307 72,100 -1,039
S & P 500(CME)
Mar07 070302 1399.20 1405.00 1385.20 1385.80 -19.10 62,240 541,067 -10,666
Jun07 070302 1411.50 1415.00 1398.00 1398.10 -19.30 16,914 94,987 +13,032
Sep07 070302 1410.60 1410.60 1410.60 1410.60 -19.60 50 11,062 -19
Dec07 070302 1442.00 1442.00 1422.30 1422.30 -19.60 0 2,199 -1
Total Volume and Open Interest 79,207 649,698 +2,345
S & P 500 E-Mini(Globex)
Mar07 070302 1404.75 1410.00 1385.00 1385.75 -19.25 2,730,029 1,878,132 +27,843
Jun07 070302 1418.00 1422.25 1397.50 1398.00 -19.50 37,478 121,873 +14,002
Total Volume and Open Interest 2,767,507 2,000,005 +41,845
NASDAQ 100(CME)
Mar07 070302 1742.00 1755.50 1725.00 1726.30 -31.50 5,922 55,405 +1,302
Jun07 070302 1762.00 1773.00 1745.50 1746.80 -32.00 79 912 +35
Sep07 070302 1770.30 1770.30 1770.30 1770.30 -31.50 0 35 +0
Total Volume and Open Interest 6,001 56,352 +1,337
NASDAQ 100 E-Mini(Globex)
Mar07 070302 1757.30 1763.00 1724.30 1726.30 -31.50 662,241 399,286 +17,816
Jun07 070302 1773.50 1782.00 1744.50 1746.80 -32.00 1,720 4,344 +1,035
Total Volume and Open Interest 663,961 403,630 +18,851
S & P Midcap 400(CME)
Mar07 070302 835.00 835.75 822.50 822.90 -14.70 192 7,998 +13
Jun07 070302 831.40 831.40 831.40 831.40 -14.70 10 106 +0
Sep07 070302 839.90 839.90 839.90 839.90 -14.70      
Total Volume and Open Interest 202 8,104 +13
Russell 2000(CME)
Mar07 070302 788.00 789.25 773.25 773.80 -16.60 1,654 37,968 +189
Jun07 070302 795.00 795.50 780.80 780.80 -16.60 85 168 +43
Sep07 070302 787.80 787.80 787.80 787.80 -16.60 0 28 +0
Total Volume and Open Interest 1,739 38,164 +232
Russell 2000 E-Mini(Globex)
Mar07 070302 790.70 792.70 773.20 773.80 -16.60 292,690 442,160 +896
Jun07 070302 798.40 799.00 780.30 780.80 -16.60 2,391 5,168 +774
Sep07 070302 794.80 794.80 794.80 794.80 -13.90      
Total Volume and Open Interest 295,081 447,328 +1,670
Value Line(KCBT)
Mar07 070302 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070302 16970 17035 16830 16865 -435      
Jun07 070302 16925 16925 16835 16835 -435      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 070302 17315 17370 17095 17160 -225 102,715 291,337 -982
Jun07 070302 17270 17320 17065 17115 -280 1,638 5,020 +718
Sep07 070302 17185 17185 17185 17185 -235 0 110 +0
Total Volume and Open Interest 104,353 296,712 -239
CAC 40(EURONEXT)
Mar07 070302 5485.0 5506.0 5378.0 5433.0 -30.0 350,397 634,771 +50,984
Apr07 070302 5509.5 5516.5 5408.0 5453.0 -30.0 1,451 12,672 +870
May07 070302 5409.0 5409.0 5409.0 5409.0 -30.0 2 22 +2
Total Volume and Open Interest 351,951 651,696 +51,882
Hang Seng Index(HKFE)
Mar07 070302 19380 19478 19320 19429 +93 75,096 116,634 +6,036
Apr07 070302 19324 19699 19324 19468 +93 621 305 +305
Total Volume and Open Interest 75,915 118,809 +6,415
DAX(EUREX)
Mar07 070302 6630.0 6710.5 6551.5 6619.0 -28.0 475,882 294,899 -4,295
Jun07 070302 6694.0 6773.0 6620.0 6683.0 -28.0 2,372 21,543 -92
Sep07 070302 6772.5 6846.0 6691.0 6754.0 -29.5 882 4,158 +133
Total Volume and Open Interest 479,136 320,600 -4,254
FT-SE 100(EURONEXT)
Mar07 070302 6110.00 6138.00 6059.00 6095.00 -7.50 240,981 536,721 +6,889
Jun07 070302 6132.00 6156.50 6082.50 6116.50 -7.50 1,228 33,065 -357
Sep07 070302 6160.00 6160.00 6148.00 6148.00 -9.50 13 2,747 -2
Total Volume and Open Interest 242,222 572,814 +6,530
SPI 200(SFE)
Mar07 070302 5752.0 5823.0 5752.0 5770.0 -33.0 27,216 317,782 -8,286
Jun07 070302 5800.0 5856.0 5800.0 5809.0 -34.0 199 10,070 -23
Sep07 070302 5820.0 5840.0 5811.0 5811.0 -34.0 791 3,866 +427
Total Volume and Open Interest 28,252 335,236 -7,885
GSCI(CME)
Mar07 070302 448.50 449.00 445.20 445.55 -2.30 468 20,945 -41
Apr07 070302 452.00 452.00 452.00 452.00 -1.30 4 111 +96
May07 070302 456.50 456.50 456.50 456.50 -1.50      
Total Volume and Open Interest 472 21,056 +55
Reuters CRB Index(NYBOT)
Apr07 070302 407.25 407.25 404.25 405.25 -3.00 16 515 +4
Jun07 070302 409.25 409.25 409.25 409.25 -3.00 0 408 +0
Aug07 070302 414.25 414.25 414.25 414.25 -3.00 0 4 +0
Total Volume and Open Interest 16 927 +4
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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