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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 Mon March 05, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar07 070305 732.00 737.00 726.00 735.75 -3.25 9,509 8,319 -5,182
May07 070305 747.00 752.00 739.50 750.50 -3.00 34,704 244,035 -4,606
Jul07 070305 761.00 766.50 754.00 765.75 -3.00 3,940 77,113 +950
Aug07 070305 766.00 771.00 762.00 770.50 -3.00 291 5,296 +231
Sep07 070305 765.00 776.00 765.00 775.75 -3.25 353 2,379 +240
Nov07 070305 783.00 788.50 776.50 787.75 -3.50 6,610 98,357 +1,964
Jan08 070305 788.50 794.00 783.00 793.00 -3.00 337 4,472 +155
Total Volume and Open Interest 56,806 473,460 -5,833
Soybean Meal(CBOT)
Mar07 070305 212.50 215.40 210.50 215.40 -0.20 2,647 3,189 -1,469
May07 070305 217.00 220.80 216.20 220.50 -0.40 18,055 97,916 -3,809
Jul07 070305 222.50 225.80 221.30 225.50 -0.40 6,987 48,478 +366
Aug07 070305 225.50 227.50 223.30 227.50 -0.50 1,654 14,328 -51
Sep07 070305 226.50 230.00 225.70 229.30 -1.00 837 10,709 -11
Oct07 070305 227.50 229.70 227.00 229.50 -2.00 232 6,764 +39
Dec07 070305 232.00 234.50 229.00 233.80 -0.10 7,197 35,497 -981
Jan08 070305 232.00 234.00 230.00 234.00 -0.90 26 1,775 +181
Total Volume and Open Interest 38,173 222,798 -5,359
Soybean Oil(CBOT)
Mar07 070305 29.42 29.70 29.20 29.59 -0.10 4,239 3,792 -3,070
May07 070305 29.80 30.19 29.67 29.98 -0.10 15,602 154,330 -2,319
Jul07 070305 30.35 30.67 30.16 30.49 -0.07 3,835 46,158 +276
Aug07 070305 30.57 30.90 30.46 30.72 -0.09 253 6,422 +65
Sep07 070305 30.75 31.08 30.75 30.94 -0.14 36 4,285 -92
Oct07 070305 30.95 31.12 30.95 31.12 -0.14 185 8,751 +152
Dec07 070305 31.40 31.60 31.22 31.55 -0.13 2,534 38,364 +891
Jan08 070305 31.78 31.78 31.78 31.78 -0.14 0 2,760 +0
Total Volume and Open Interest 27,070 269,022 -3,873
Canola(WCE)
Mar07 070305 361.6 362.7 361.6 362.7 -2.5 43 164 -31
May07 070305 374.0 374.5 368.1 371.8 -3.3 3,032 43,570 +470
Jul07 070305 381.1 382.4 378.0 380.6 -3.9 956 16,166 +255
Total Volume and Open Interest 4,656 89,370 +713
Corn(CBOT)
Mar07 070305 405.00 418.00 403.00 417.25 +6.25 9,043 18,696 -7,698
May07 070305 414.50 427.50 413.00 426.75 +5.75 34,218 532,205 -1,809
Jul07 070305 424.50 436.00 422.00 435.00 +5.25 14,924 277,266 +2,221
Sep07 070305 411.50 422.00 409.50 421.00 +3.75 619 64,090 +156
Dec07 070305 400.00 410.00 399.00 408.75 +2.00 13,699 391,625 +1,135
Mar08 070305 409.00 417.50 408.00 416.75 +1.25 1,136 33,880 -71
Total Volume and Open Interest 76,561 1,454,638 -5,875
Wheat(CBOT)
Mar07 070305 454.50 468.00 454.50 468.00 +8.50 3,210 3,336 -1,434
May07 070305 468.00 482.00 467.25 480.75 +7.00 11,744 206,804 -2,162
Jul07 070305 479.00 494.00 478.00 491.50 +6.25 4,815 97,748 +374
Sep07 070305 488.00 500.00 488.00 500.00 +5.50 461 8,937 -14
Dec07 070305 498.00 512.00 497.50 511.00 +6.00 1,253 64,020 +585
Total Volume and Open Interest 21,835 408,147 -2,564
Wheat(KCBT)
Mar07 070305 502.00 511.00 500.00 510.25 +5.25 272 745 -194
May07 070305 500.00 509.00 496.00 508.00 +4.00 4,339 48,528 -1,130
Jul07 070305 502.00 512.00 498.00 512.00 +4.50 2,854 43,314 -457
Sep07 070305 507.00 517.50 505.00 517.50 +4.75 124 7,346 +19
Dec07 070305 515.00 526.50 514.00 525.75 +2.75 135 9,293 +36
Total Volume and Open Interest 7,761 114,116 -1,704
Wheat(MGE)
Mar07 070305 499.00 504.00 495.00 504.00 +1.00 95 287 -126
May07 070305 505.00 515.50 505.00 515.50 +3.00 2,178 17,965 -292
Jul07 070305 516.00 525.00 512.00 525.00 +3.00 553 10,696 +23
Sep07 070305 520.00 529.00 519.00 528.00 +2.25 212 8,092 -29
Dec07 070305 527.00 536.00 527.00 535.00 +2.50 228 15,414 -240
Total Volume and Open Interest 3,328 53,648 -627
Oats(CBOT)
Mar07 070305 242.50 248.00 242.50 248.00 +5.00 21 79 -64
May07 070305 243.25 253.00 242.50 250.25 +4.25 358 7,065 -184
Jul07 070305 250.00 259.00 248.75 256.25 +3.25 101 1,845 +28
Sep07 070305 247.50 247.50 247.50 247.50 +2.50 8 585 +0
Total Volume and Open Interest 621 18,188 -187
Rough Rice(CBOT)
Mar07 070305 10.31 10.38 10.28 10.38 +0.08 25 64 -19
May07 070305 10.66 10.73 10.56 10.69 +0.08 151 9,405 +2
Jul07 070305 10.89 11.00 10.88 10.95 +0.07 34 1,470 +24
Sep07 070305 11.15 11.26 11.15 11.26 +0.13 22 2,095 +1
Total Volume and Open Interest 384 17,056 +97
Live Cattle(CME)
Apr07 070305 97.700 97.950 97.125 97.350 -0.300 20,283 146,684 -2,325
Jun07 070305 95.500 95.800 95.075 95.425 -0.075 13,849 66,911 +1,835
Aug07 070305 92.675 92.800 92.150 92.550 -0.100 5,552 31,143 +1,338
Oct07 070305 96.300 96.450 95.750 96.100 -0.350 3,453 23,406 +701
Dec07 070305 96.200 96.400 95.700 96.150 -0.200 860 8,818 +281
Feb08 070305 97.100 97.250 96.800 97.225 -0.175 996 5,933 +869
Total Volume and Open Interest 45,257 284,183 +2,931
Feeder Cattle(CME)
Mar07 070305 103.950 104.400 103.550 103.775 -0.125 2,272 7,119 -552
Apr07 070305 105.700 106.100 105.200 105.325 -0.200 2,557 11,194 -38
May07 070305 107.500 107.700 106.800 107.025 -0.200 2,264 11,903 +408
Aug07 070305 107.500 107.925 107.000 107.275 -0.100 945 5,041 +351
Sep07 070305 107.000 107.000 106.150 106.450 -0.050 118 1,359 +3
Oct07 070305 106.850 106.850 105.800 106.450 -0.050 64 295 -28
Nov07 070305 106.000 106.450 105.750 105.800 -0.200 7 62 +0
Total Volume and Open Interest 8,239 37,017 +151
Lean Hogs(CME)
Apr07 070305 66.150 66.150 64.800 65.000 -1.350 14,119 86,022 -389
May07 070305 75.600 75.600 74.500 74.800 -1.400 94 4,502 +25
Jun07 070305 76.550 76.650 75.200 75.475 -1.425 8,857 42,354 +795
Jul07 070305 76.500 76.500 75.400 75.650 -1.300 1,699 18,496 -168
Aug07 070305 76.000 76.000 75.050 75.225 -1.150 1,220 10,737 -104
Oct07 070305 68.700 68.800 67.600 68.300 -1.050 302 8,889 -68
Dec07 070305 66.900 67.000 66.225 66.800 -0.700 337 9,793 -33
Total Volume and Open Interest 26,781 182,806 +92
Pork Bellies(CME)
Mar07 070305 103.800 103.800 101.750 102.250 -1.725 176 253 -64
May07 070305 105.900 105.900 104.350 104.575 -1.625 227 968 +77
Jul07 070305 106.100 106.100 105.400 105.600 -1.000 4 193 +3
Aug07 070305 102.700 102.700 102.700 102.700 -0.650 2 44 +2
Total Volume and Open Interest 409 1,458 +18
Class III Milk(CME)
Mar07 070305 14.54 14.64 14.54 14.64 +0.10 35 3,014 -17
Apr07 070305 14.38 14.40 14.34 14.40 +0.05 182 2,900 -40
May07 070305 14.45 14.55 14.45 14.55 +0.05 166 2,758 -10
Jun07 070305 14.50 14.60 14.50 14.59 +0.10 98 2,711 -41
Jul07 070305 15.05 15.05 15.04 15.04 +0.04 70 2,349 -32
Total Volume and Open Interest 1,075 30,142 +95
Cocoa(NYBOT)
Mar07 070305 1760 1769 1721 1769 -26 5 393 -5
May07 070305 1770 1782 1765 1779 -25 7,981 80,558 -147
Jul07 070305 1793 1808 1793 1805 -25 1,643 23,131 -106
Sep07 070305 1827 1829 1823 1829 -24 823 23,138 +25
Dec07 070305 1837 1847 1834 1847 -27 530 21,165 +303
Mar08 070305 1857 1862 1857 1862 -24 784 8,499 +419
May08 070305 1879 1879 1879 1879 -25 36 2,876 +5
Total Volume and Open Interest 11,826 169,618 +509
Coffee "C"(NYBOT)
Mar07 070305 113.90 113.90 110.55 110.55 -3.80 326 668 -480
May07 070305 114.60 114.90 111.40 111.50 -3.65 8,810 85,465 -854
Jul07 070305 117.55 117.75 114.30 114.45 -3.55 2,574 15,738 +872
Sep07 070305 120.50 120.50 117.20 117.20 -3.55 651 10,015 +58
Dec07 070305 124.00 124.10 120.60 120.60 -3.60 460 5,669 -16
Mar08 070305 127.00 127.00 123.90 123.90 -3.60 236 3,012 -87
Total Volume and Open Interest 13,139 130,603 -484
Orange Juice(NYBOT)
Mar07 070305 207.50 207.50 205.00 205.05 -3.45 140 462 -118
May07 070305 205.35 205.35 201.20 201.55 -3.50 2,017 22,490 +808
Jul07 070305 198.50 198.50 195.00 195.55 -3.25 249 2,312 +116
Sep07 070305 190.00 190.00 188.00 188.00 -3.50 75 1,122 -18
Nov07 070305 182.50 182.50 179.10 179.25 -4.05 76 5,010 +64
Jan08 070305 181.00 181.00 179.05 179.05 -2.75 45 500 -5
Total Volume and Open Interest 2,612 31,963 +857
Sugar #11(NYBOT)
May07 070305 11.05 11.08 10.65 10.66 -0.56 69,989 289,037 -11,250
Jul07 070305 10.81 10.82 10.54 10.56 -0.46 31,768 164,612 +4,204
Oct07 070305 11.00 11.00 10.77 10.79 -0.44 11,806 75,102 +887
Mar08 070305 11.55 11.55 11.31 11.33 -0.44 4,755 61,432 +502
May08 070305 11.34 11.37 11.33 11.33 -0.42 640 22,478 +348
Total Volume and Open Interest 122,285 652,209 -4,279
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070305 20.95 20.95 20.95 20.95 -0.01 146 2,460 -83
Jul07 070305 20.90 20.90 20.90 20.90 -0.10 26 3,007 -3
Sep07 070305 20.90 20.90 20.90 20.90 -0.10 8 1,777 -2
Nov07 070305 21.27 21.27 21.27 21.27 unch 102 1,529 +27
Total Volume and Open Interest 321 9,942 -48
London Cocoa(LCE)
Mar07 070305 974 985 969 975 +1 2,359 43,999 -425
May07 070305 989 997 980 988 -1 4,926 52,999 +758
Jul07 070305 1004 1011 994 1003 -1 1,263 30,089 +181
Sep07 070305 1017 1023 1009 1016 -2 936 36,576 -662
Dec07 070305 1015 1019 1005 1012 -1 794 39,552 -185
Mar08 070305 1020 1025 1010 1017 -1 1,029 13,772 +707
May08 070305 1032 1032 1019 1024 -1 117 2,258 +107
Total Volume and Open Interest 11,436 226,030 +488
London Coffee(LCE)
Mar07 070305 1482.00 1486.00 1444.00 1444.00 -39.00 565 4,546 -493
May07 070305 1491.00 1510.00 1457.00 1460.00 -36.00 16,064 79,071 -108
Jul07 070305 1502.00 1508.00 1465.00 1469.00 -33.00 3,243 22,352 +1,446
Sep07 070305 1499.00 1504.00 1468.00 1470.00 -32.00 1,623 16,040 +520
Nov07 070305 1515.00 1515.00 1459.00 1461.00 -30.00 1,114 7,032 +678
Jan08 070305 1477.00 1477.00 1451.00 1451.00 -30.00 122 2,035 +0
Total Volume and Open Interest 22,959 133,113 +2,173
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070305 348.10 348.80 340.30 342.50 -6.50 7,442 33,867 +415
Aug07 070305 333.70 334.10 327.30 329.00 -6.20 2,480 12,344 +708
Oct07 070305 325.40 325.50 320.50 321.20 -7.10 571 5,455 +142
Dec07 070305 326.90 326.90 321.80 323.30 -7.10 166 2,728 +40
Total Volume and Open Interest 10,737 62,063 +1,330
Cotton(NYBOT)
Mar07 070305 55.80 55.80 55.07 55.07 -0.78 270 2,221 -266
May07 070305 53.70 53.70 52.90 53.05 -0.84 4,815 116,783 +307
Jul07 070305 54.30 54.35 53.80 53.91 -0.73 2,201 37,852 +18
Oct07 070305 56.50 56.50 56.50 56.50 -0.73 37 1,006 +27
Dec07 070305 58.30 58.30 57.77 57.93 -0.75 1,889 41,852 +1,308
Mar08 070305 60.30 60.30 59.75 59.75 -0.75 11 3,388 +9
Total Volume and Open Interest 9,265 204,871 +1,405
Lumber(CME)
Mar07 070305 247.9 249.3 244.1 246.0 -3.4 237 859 -158
May07 070305 255.6 255.8 250.6 251.1 -4.5 372 5,190 +17
Jul07 070305 270.6 272.0 265.2 267.7 -4.3 138 748 +44
Sep07 070305 280.0 280.0 274.6 274.6 -5.9 2 103 +0
Total Volume and Open Interest 751 6,928 -98
Crude Oil(NYM)
Apr07 070305 60.50 60.75 59.60 60.07 -1.57 178,215 293,217 -11,620
May07 070305 61.60 61.90 60.80 61.30 -1.47 73,257 175,323 +4,176
Jun07 070305 62.45 62.80 61.70 62.18 -1.42 21,835 113,139 +2,210
Jul07 070305 63.25 63.25 62.88 62.88 -1.39 6,674 42,268 +956
Aug07 070305 63.44 63.44 63.44 63.44 -1.39 2,867 25,531 -109
Sep07 070305 63.91 63.91 63.91 63.91 -1.38 2,135 31,621 +28
Oct07 070305 64.30 64.30 64.30 64.30 -1.38 652 26,964 +67
Nov07 070305 64.64 64.64 64.64 64.64 -1.38 921 21,064 -38
Dec07 070305 65.25 65.50 64.60 64.93 -1.38 11,340 146,559 +6
Jan08 070305 65.19 65.19 65.19 65.19 -1.36 1,962 21,146 +553
Feb08 070305 65.38 65.38 65.38 65.38 -1.35 433 11,334 +158
Mar08 070305 65.54 65.54 65.54 65.54 -1.34 1,018 12,063 +730
Apr08 070305 65.66 65.66 65.66 65.66 -1.34 25 11,552 +25
May08 070305 65.77 65.77 65.77 65.77 -1.33 50 7,830 +0
Jun08 070305 65.88 65.88 65.88 65.88 -1.32 2,955 31,293 +197
Jul08 070305 65.97 65.97 65.97 65.97 -1.31 600 4,745 +181
Total Volume and Open Interest 312,465 1,280,397 -1,989
Heating Oil(NYM)
Apr07 070305 174.20 174.20 171.35 172.48 -4.34 27,195 77,100 -772
May07 070305 173.90 173.90 171.25 172.28 -4.24 10,758 38,756 -423
Jun07 070305 174.50 174.50 172.55 172.88 -4.04 5,111 28,022 +667
Jul07 070305 175.70 175.70 174.53 174.53 -3.94 1,988 12,174 +402
Aug07 070305 176.60 177.00 176.60 176.68 -3.89 865 5,810 +185
Sep07 070305 178.40 179.33 178.40 179.33 -3.89 733 8,526 +184
Oct07 070305 182.20 182.28 182.20 182.28 -3.89 192 3,488 +92
Nov07 070305 185.38 185.38 185.38 185.38 -3.84 183 2,623 +4
Dec07 070305 189.00 189.00 188.13 188.13 -3.84 2,095 15,811 +236
Jan08 070305 190.08 190.08 190.08 190.08 -3.84 447 7,594 +80
Feb08 070305 191.50 192.50 190.58 190.58 -3.84 154 2,688 +51
Mar08 070305 189.43 189.43 189.43 189.43 -3.79 2 1,017 -2
Total Volume and Open Interest 50,102 209,382 +836
Unleaded Gas(NYM)
RBOB Gasoline(NYMEX)
Apr07 070305 188.73 188.79 184.00 184.10 -6.08 42,019 54,177 -2,766
May07 070305 188.30 188.30 184.10 184.54 -4.59 22,773 41,015 +506
Jun07 070305 188.00 188.00 184.15 185.00 -3.53 8,223 17,437 +1,012
Jul07 070305 187.57 187.57 184.55 185.25 -2.83 5,346 13,897 +155
Aug07 070305 186.99 186.99 185.14 185.19 -2.49 1,028 7,605 -194
Sep07 070305 184.93 184.93 183.00 183.35 -2.23 3,531 15,657 +433
Oct07 070305 175.92 175.92 173.10 173.50 -1.68 580 3,876 -65
Nov07 070305 171.00 171.00 171.00 171.00 -0.48 107 2,119 -1
Dec07 070305 169.65 169.65 168.19 168.21 -0.87 435 3,336 -7
Jan08 070305 166.32 166.32 166.32 166.32 -3.31 10 954 +10
Total Volume and Open Interest 84,052 160,918 -917
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070305 184.47 184.47 184.47 184.47 -5.71 0 7 +2
May07 070305 184.62 184.62 184.62 184.62 -4.51 0 1 +0
Jun07 070305 184.62 184.62 184.62 184.62 -3.91      
Jul07 070305 184.62 184.62 184.62 184.62 -3.46      
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Apr07 070305 7.230 7.335 7.190 7.254 +0.011 24,448 90,332 -477
May07 070305 7.330 7.430 7.320 7.370 +0.001 6,779 89,401 +616
Jun07 070305 7.470 7.500 7.450 7.485 -0.003 2,459 23,378 +55
Jul07 070305 7.620 7.620 7.590 7.600 -0.006 1,867 19,289 -142
Aug07 070305 7.715 7.715 7.695 7.695 -0.008 879 27,381 +66
Sep07 070305 7.770 7.820 7.745 7.745 -0.010 718 18,020 +37
Oct07 070305 7.860 7.860 7.840 7.845 -0.004 1,873 45,206 -123
Nov07 070305 8.445 8.445 8.420 8.420 -0.004 292 21,597 -99
Dec07 070305 9.000 9.000 8.940 8.985 -0.014 514 37,619 +269
Jan08 070305 9.300 9.300 9.270 9.270 -0.024 400 33,494 -26
Feb08 070305 9.265 9.265 9.265 9.265 -0.024 70 19,627 -24
Mar08 070305 9.010 9.065 9.010 9.045 -0.024 224 44,766 +19
Apr08 070305 7.695 7.695 7.695 7.695 -0.029 737 29,510 -199
May08 070305 7.570 7.570 7.570 7.570 -0.034 145 13,149 -46
Jun08 070305 7.620 7.620 7.620 7.620 -0.034 11 9,432 -4
Jul08 070305 7.740 7.740 7.685 7.685 -0.034 2 5,296 +1
Total Volume and Open Interest 44,180 757,873 -334
Brent Crude Oil(ICE)
Apr07 070305 61.46 61.50 60.00 60.54 -1.54 73,153 83,440 -9,201
May07 070305 62.15 62.16 60.73 61.28 -1.47 53,687 143,958 +1,248
Jun07 070305 62.66 62.75 61.48 62.00 -1.44 26,696 72,069 +1,963
Jul07 070305 63.32 63.32 62.59 62.59 -1.43 7,067 28,469 +91
Aug07 070305 63.75 63.75 63.09 63.09 -1.43 2,687 21,140 +566
Sep07 070305 64.23 64.23 63.50 63.50 -1.46 1,625 15,699 +125
Oct07 070305 63.87 63.87 63.87 63.87 -1.49 0 14,444 +104
Nov07 070305 64.19 64.19 64.19 64.19 -1.47 0 13,154 -489
Dec07 070305 65.01 65.03 64.06 64.47 -1.49 6,947 64,565 +867
Jan08 070305 64.71 64.71 64.71 64.71 -1.49 0 8,637 +139
Feb08 070305 64.91 64.91 64.91 64.91 -1.51 0 4,009 +0
Mar08 070305 65.10 65.10 65.10 65.10 -1.50 0 2,753 -1
Apr08 070305 65.29 65.29 65.29 65.29 -1.49 0 945 +0
May08 070305 65.48 65.48 65.48 65.48 -1.48 0 789 +0
Total Volume and Open Interest 173,414 589,086 -3,959
Gas Oil(ICE)
Mar07 070305 540.75 540.75 528.50 533.75 -11.00 22,362 38,311 -4,626
Apr07 070305 543.00 544.00 531.75 537.25 -11.25 21,494 74,150 +2,025
May07 070305 546.50 546.50 536.25 541.50 -11.25 11,993 30,002 +255
Jun07 070305 550.25 551.00 541.25 546.75 -11.25 5,662 44,896 +380
Jul07 070305 553.50 553.50 553.50 553.50 -11.25 1,022 15,592 +353
Aug07 070305 560.25 560.25 560.25 560.25 -11.00 571 9,550 +77
Sep07 070305 582.00 582.00 566.50 566.50 -11.25 0 12,662 -60
Oct07 070305 585.75 585.75 572.00 572.00 -11.25 0 5,497 +330
Nov07 070305 575.75 576.00 575.75 576.00 -11.25 0 5,806 +0
Dec07 070305 583.25 583.25 575.25 580.25 -11.00 4,177 34,728 +356
Total Volume and Open Interest 67,281 311,232 +50
US Dollar Index(NYBOT)
Mar07 070305 83.66 84.22 83.66 84.11 +0.47 820 30,384 +253
Jun07 070305 83.39 83.89 83.39 83.81 +0.47 89 2,312 +44
Sep07 070305 83.20 83.53 83.20 83.53 +0.47 3 62 +3
Total Volume and Open Interest 912 32,761 +300
Australian Dollar(CME)
Mar07 070305 77.30 77.36 77.02 77.02 -1.17 8,212 124,308 -4,864
Jun07 070305 77.18 77.18 76.83 76.83 -1.17 0 3,718 +55
Sep07 070305 76.57 76.57 76.57 76.57 -1.17 0 52 +0
Total Volume and Open Interest 8,212 128,337 -4,808
British Pound(CME)
Mar07 070305 191.92 192.70 191.92 192.23 -2.11 13,350 151,002 -1,471
Jun07 070305 191.85 192.65 191.85 192.15 -2.11 3 7,656 +1,617
Sep07 070305 192.00 192.00 192.00 192.00 -2.11 0 43 +0
Total Volume and Open Interest 13,353 158,715 +146
Canadian Dollar(CME)
Mar07 070305 84.72 84.85 84.63 84.73 -0.29 2,237 137,593 +4,059
Jun07 070305 85.02 85.10 84.92 84.95 -0.29 32 11,314 +324
Sep07 070305 85.25 85.26 85.17 85.17 -0.29 2 1,027 -1
Dec07 070305 85.40 85.43 85.38 85.38 -0.29 11 900 +3
Total Volume and Open Interest 2,282 150,856 +4,385
Japanese Yen(CME)
Mar07 070305 86.80 86.84 86.20 86.50 +0.68 5,231 251,165 -4,854
Jun07 070305 87.82 87.82 87.20 87.49 +0.69 379 29,798 +397
Sep07 070305 88.47 88.47 88.47 88.47 +0.72 0 7,686 +0
Total Volume and Open Interest 5,610 288,906 -4,457
Swiss Franc(CME)
Mar07 070305 81.95 82.03 81.84 82.01 -0.27 1,248 82,741 -3,685
Jun07 070305 82.59 82.64 82.56 82.64 -0.27 591 3,732 +904
Sep07 070305 83.21 83.21 83.21 83.21 -0.27 0 63 +0
Total Volume and Open Interest 1,839 86,585 -2,781
EuroFX(CME)
Mar07 070305 130.91 131.20 130.81 131.07 -0.92 4,053 199,037 -7,623
Jun07 070305 131.39 131.61 131.36 131.53 -0.92 160 7,502 +512
Sep07 070305 131.75 131.92 131.75 131.92 -0.93 37 298 +22
Total Volume and Open Interest 4,250 207,095 -7,089
Mexican Peso(CME)
Mar07 070305 8897.0 8950.0 8897.0 8947.0 +35.0 3,317 71,283 -343
Apr07 070305 8932.0 8932.0 8932.0 8932.0 +35.0      
Total Volume and Open Interest 4,780 101,199 +1,094
30-Year T-Bonds(CBOT)
Mar07 070305 113~13 114~00 113~05 113~08 unch 89,820 155,267 -45,130
Jun07 070305 113~13 113~30 113~02 113~06 unch 519,971 749,723 +43,361
Sep07 070305 113~25 113~25 113~06 113~06 unch 490 599 +401
Total Volume and Open Interest 610,288 905,628 -1,362
10-Year T-Notes(CBOT)
Mar07 070305 109~000 109~095 108~240 108~260 -0~010 153,132 201,624 -113,449
Jun07 070305 109~005 109~115 108~245 108~270 -0~010 1,495,530 1,972,993 +46,380
Total Volume and Open Interest 1,648,872 2,177,417 -67,043
5-Year T-Notes(CBOT)
Mar07 070305 106~015 106~015 105~300 105~305 -0~010 71,885 0 +0
Jun07 070305 106~095 106~095 106~030 106~040 -0~015 668,599 0 +0
Sep07 070305 106~095 106~095 106~095 106~095 -0~015      
Total Volume and Open Interest 740,484    
2 Year T-Notes(CBOT)
Mar07 070305 102~048 102~048 102~046 102~046 -0~002 223 61,972 -24,817
Jun07 070305 102~086 102~086 102~072 102~073 -0~003 3,404 802,288 +2,374
Total Volume and Open Interest 3,627 864,260 -22,443
Eurodollars(CME)
Mar07 070305 94.685 94.688 94.668 94.668 -0.005 21,086 1,315,468 +7,871
Jun07 070305 94.905 94.905 94.855 94.860 -0.010 40,929 1,600,000 +48,954
Sep07 070305 95.105 95.105 95.065 95.065 unch 42,446 1,379,203 -3,666
Dec07 070305 95.245 95.245 95.195 95.210 +0.005 30,065 1,597,371 -11,715
Mar08 070305 95.320 95.330 95.300 95.300 unch 25,547 1,148,227 +185
Jun08 070305 95.360 95.365 95.335 95.340 +0.005 21,322 924,357 -1,676
Sep08 070305 95.370 95.380 95.355 95.355 +0.005 15,856 705,397 +9,592
Dec08 070305 95.365 95.365 95.350 95.350 +0.005 15,671 589,049 -1,994
Mar09 070305 95.345 95.350 95.320 95.330 unch 15,490 349,465 +3,085
Jun09 070305 95.305 95.310 95.285 95.290 -0.005 8,914 279,206 +5,472
Sep09 070305 95.265 95.275 95.245 95.250 -0.005 12,464 234,443 +6,163
Dec09 070305 95.215 95.215 95.195 95.200 -0.005 9,938 163,424 +4,375
Mar10 070305 95.180 95.185 95.170 95.170 -0.005 8,791 136,019 +1,781
Jun10 070305 95.140 95.145 95.130 95.130 -0.005 2,448 87,185 -160
Sep10 070305 95.105 95.110 95.090 95.090 -0.010 9,839 92,328 +4,243
Dec10 070305 95.060 95.065 95.045 95.045 -0.010 3,018 93,358 +537
Mar11 070305 95.035 95.040 95.020 95.020 -0.010 4,511 74,348 -2,587
Jun11 070305 95.000 95.005 94.985 94.985 -0.010 3,088 63,062 +336
Total Volume and Open Interest 300,441 11,042,100 +71,593
3-Mth Euro-Yen(CME)
Mar07 070305 99.32 99.32 99.32 99.32 unch 768 21,317 -178
Jun07 070305 99.31 99.31 99.30 99.30 unch 17 19,090 -1,534
Sep07 070305 99.22 99.23 99.22 99.22 +0.03 76 7,903 +115
Dec07 070305 99.13 99.13 99.13 99.13 +0.03 142 10,311 +87
Mar08 070305 99.04 99.04 99.03 99.04 +0.03 82 4,375 -18
Jun08 070305 98.94 98.94 98.94 98.94 +0.03 18 1,130 -57
Sep08 070305 98.86 98.86 98.86 98.86 +0.04 0 1,668 +0
Dec08 070305 98.77 98.77 98.77 98.77 +0.04 0 105 +0
Mar09 070305 98.71 98.71 98.71 98.71 +0.05      
Jun09 070305 98.64 98.64 98.64 98.64 +0.05 0 5 +0
Total Volume and Open Interest 1,103 65,914 -1,585
3-Mth Euro-Yen(SIMEX)
Mar07 070305 99.32 99.33 99.32 99.33 +0.01 1,294 100,195 +558
Jun07 070305 99.30 99.31 99.30 99.31 +0.02 3,547 61,403 +1,362
Sep07 070305 99.20 99.24 99.20 99.23 +0.04 2,697 46,418 +938
Dec07 070305 99.10 99.15 99.10 99.14 +0.04 2,674 54,049 -127
Mar08 070305 99.01 99.05 99.01 99.05 +0.05 79 33,673 -25
Jun08 070305 98.96 98.96 98.96 98.96 +0.05 314 8,436 +278
Sep08 070305 98.88 98.88 98.88 98.88 +0.05 0 3,025 +0
Dec08 070305 98.82 98.82 98.80 98.80 +0.05 0 643 +0
Total Volume and Open Interest 10,605 310,081 +2,984
German Euro-Bund(EUREX)
Mar07 070305 116.72 116.89 116.60 116.64 +0.22 2,190,378 1,497,530 -244,302
Jun07 070305 116.23 116.37 116.09 116.13 +0.22 241,282 334,625 +128,180
Sep07 070305 116.20 116.30 116.11 116.11 +0.30 328 542 +5
Total Volume and Open Interest 2,431,988 1,832,697 -116,117
German Euro-Bobl(EUREX)
Mar07 070305 109.40 109.49 109.30 109.34 +0.11 1,287,046 962,312 -133,976
Jun07 070305 109.11 109.19 108.99 109.04 +0.12 169,248 363,894 +43,017
Sep07 070305 110.24 110.24 110.24 110.24 +0.11 100 0 +0
Total Volume and Open Interest 1,456,394 1,326,206 -90,959
Long Gilt(LIFFE)
Mar07 070305 107~31 108~02 107~27 107~28 +0~04 14,897 61,958 -6,067
Jun07 070305 109~21 109~25 109~18 109~20 +0~07 79,145 303,006 -982
Total Volume and Open Interest 94,042 364,969 -7,049
3-Mth Short Sterling(LIFFE)
Mar07 070305 94.44 94.44 94.44 94.44 unch 63,986 524,007 -11,123
Jun07 070305 94.36 94.36 94.36 94.36 +0.02 134,993 537,994 +13,564
Sep07 070305 94.37 94.37 94.37 94.37 +0.03 78,747 472,088 +4,145
Total Volume and Open Interest 455,292 2,738,952 +23,931
3-Mth Euribor(LIFFE)
Mar07 070305 96.115 96.130 96.105 96.110 unch 144,422 733,578 -11,927
Jun07 070305 96.050 96.060 96.015 96.025 +0.005 350,333 797,446 -13,995
Sep07 070305 96.045 96.055 96.000 96.005 +0.010 301,482 743,180 -7,242
Total Volume and Open Interest 1,505,549 4,221,061 -36,935
3-Mth Aus T-Bills(SFE)
Mar07 070305 93.64 93.65 93.63 93.65 +0.01 1,240 183,655 +6,085
Jun07 070305 93.62 93.63 93.61 93.63 +0.02 15,217 376,589 +7,157
Sep07 070305 93.62 93.65 93.60 93.65 +0.05 11,290 153,618 +12,174
Dec07 070305 93.63 93.67 93.61 93.67 +0.05 3,375 110,622 +1,108
Mar08 070305 93.67 93.71 93.65 93.69 +0.05 538 48,246 +926
Jun08 070305 93.68 93.72 93.68 93.72 +0.06 548 35,951 +622
Sep08 070305 93.72 93.75 93.72 93.75 +0.06 61 20,149 +65
Dec08 070305 93.73 93.76 93.73 93.76 +0.06 320 9,888 +320
Mar09 070305 93.75 93.77 93.75 93.77 +0.06 100 1,068 -40
Jun09 070305 93.78 93.78 93.78 93.78 +0.06 0 1,548 +0
Total Volume and Open Interest 32,889 941,654 +28,617
10-Year Aus T-Bonds(SFE)
Mar07 070305 94.36 94.39 94.34 94.39 +0.07 34,020 531,959 +38,534
Jun07 070305 94.38 94.40 94.37 94.40 +0.07 208 894 +389
Total Volume and Open Interest 34,228 532,853 +38,923
3-Year Aus T-Bonds(SFE)
Mar07 070305 94.13 94.17 94.12 94.17 +0.07 58,382 765,620 +26,064
Jun07 070305 94.19 94.20 94.19 94.20 +0.08 9,935 28,239 +10,896
Total Volume and Open Interest 68,317 793,859 +36,960
Gold(CMX)
Apr07 070305 639.5 645.3 635.2 639.2 -4.9 131,593 212,626 -20,663
Jun07 070305 646.0 652.0 641.8 645.3 -5.0 8,663 50,053 +1,249
Aug07 070305 649.0 654.0 647.5 651.2 -5.0 2,026 9,033 +385
Oct07 070305 656.5 656.9 656.5 656.9 -5.0 670 27,432 +101
Dec07 070305 661.5 667.0 660.0 662.5 -5.1 1,775 55,804 +168
Feb08 070305 668.0 668.0 668.0 668.0 -5.1 170 3,221 +22
Apr08 070305 673.3 673.3 673.3 673.3 -5.2 0 2,649 +0
Jun08 070305 676.0 678.7 676.0 678.7 -5.3 3 4,734 +2
Aug08 070305 684.1 684.1 684.1 684.1 -5.3 0 740 +0
Oct08 070305 689.4 689.4 689.4 689.4 -5.4 0 600 +0
Dec08 070305 694.0 694.8 691.0 694.8 -5.4 12 11,054 +0
Total Volume and Open Interest 144,942 394,316 -18,722
Silver(CMX)
Mar07 070305 1260.0 1265.0 1247.0 1264.0 -20.5 529 1,204 -346
May07 070305 1272.0 1296.0 1250.0 1275.0 -21.0 42,687 70,083 -4,194
Jul07 070305 1281.0 1295.0 1262.0 1286.8 -21.3 1,156 14,042 +170
Sep07 070305 1305.0 1305.0 1297.7 1297.7 -21.8 121 5,980 +22
Dec07 070305 1300.0 1330.5 1300.0 1311.5 -22.0 940 14,958 -166
Mar08 070305 1310.0 1324.5 1310.0 1324.5 -22.0 24 1,279 +1
May08 070305 1332.3 1332.3 1332.3 1332.3 -22.0 0 43 +0
Total Volume and Open Interest 45,713 116,321 -4,349
Platinum(NYM)
Apr07 070305 1180.0 1182.8 1165.0 1180.6 -31.2 3,483 9,805 -416
Jul07 070305 1190.0 1194.0 1170.0 1190.6 -31.2 136 1,862 +47
Oct07 070305 1195.6 1195.6 1195.6 1195.6 -31.2 0 30 +0
Jan08 070305 1200.6 1200.6 1200.6 1200.6 -31.2 0 2 +0
Total Volume and Open Interest 3,619 11,699 -369
Palladium(NYME)
Mar07 070305 345.00 345.00 342.50 342.50 -3.60 45 153 -301
Jun07 070305 341.00 349.00 336.20 347.00 -3.60 1,204 14,806 -188
Sep07 070305 350.00 352.50 350.00 352.50 -3.60 83 1,023 -78
Total Volume and Open Interest 1,413 16,104 -567
Copper(CMX)
Mar07 070305 261.50 268.90 261.50 265.80 -3.50 1,188 4,771 -106
May07 070305 263.20 269.75 263.00 267.05 -3.65 8,224 43,258 -254
Jul07 070305 268.75 268.75 267.35 267.35 -3.50 272 6,539 -40
Sep07 070305 267.80 267.80 266.50 266.65 -3.40 22 1,628 +5
Dec07 070305 262.00 265.00 261.50 263.50 -3.30 41 2,177 -4
Total Volume and Open Interest 9,990 65,209 -342
Aluminum(CMX)
Mar07 070305 117.75 117.75 117.75 117.75 -3.25 1 9 +0
Apr07 070305 117.75 117.75 117.75 117.75 -3.25 0 54 +0
May07 070305 117.20 117.20 117.20 117.20 -3.25 0 41 +0
Jun07 070305 116.60 116.60 116.60 116.60 -3.25 0 40 +0
Jul07 070305 116.00 116.00 116.00 116.00 -3.25 0 40 +0
Aug07 070305 115.40 115.40 115.40 115.40 -3.25 0 40 +0
Total Volume and Open Interest 1 488 +0
DJIA Index(CBOT)
Mar07 070305 12042 12195 12030 12036 -72 6,080 70,837 -257
Jun07 070305 12130 12295 12130 12131 -73 664 649 -347
Sep07 070305 12250 12250 12231 12231 -72 0 7 +0
Dec07 070305 12326 12326 12326 12326 -72 0 3 +0
Total Volume and Open Interest 6,744 71,496 -604
S & P 500(CME)
Mar07 070305 1377.80 1393.50 1371.70 1372.20 -13.60 72,169 519,709 -21,358
Jun07 070305 1390.00 1405.00 1384.30 1384.30 -13.80 34,789 123,851 +28,864
Sep07 070305 1401.50 1401.50 1396.60 1396.60 -14.00 6 11,058 -4
Dec07 070305 1408.30 1408.30 1408.30 1408.30 -14.00 2 2,199 +0
Total Volume and Open Interest 106,966 657,200 +7,502
S & P 500 E-Mini(Globex)
Mar07 070305 1387.00 1393.75 1371.00 1372.25 -13.50 1,987,952 1,845,672 -32,460
Jun07 070305 1398.25 1405.50 1383.00 1384.25 -13.75 63,070 170,457 +48,584
Total Volume and Open Interest 2,051,022 2,016,129 +16,124
NASDAQ 100(CME)
Mar07 070305 1717.00 1742.50 1711.00 1713.80 -12.50 3,292 55,029 -376
Jun07 070305 1735.00 1756.00 1734.00 1734.00 -12.80 33 918 +6
Sep07 070305 1757.50 1757.50 1757.50 1757.50 -12.80 0 35 +0
Total Volume and Open Interest 3,325 55,982 -370
NASDAQ 100 E-Mini(Globex)
Mar07 070305 1726.00 1742.30 1704.80 1713.80 -12.50 463,644 406,324 +7,038
Jun07 070305 1741.80 1759.00 1707.00 1734.00 -12.80 604 4,600 +256
Total Volume and Open Interest 464,248 410,924 +7,294
S & P Midcap 400(CME)
Mar07 070305 816.00 823.70 805.80 805.80 -17.10 183 7,921 -77
Jun07 070305 823.00 823.00 813.80 813.80 -17.60 0 106 +0
Sep07 070305 822.80 822.80 822.80 822.80 -17.10      
Total Volume and Open Interest 183 8,027 -77
Russell 2000(CME)
Mar07 070305 766.00 777.00 758.00 758.30 -15.50 1,883 39,364 +1,396
Jun07 070305 776.50 780.80 764.80 764.80 -16.00 218 278 +110
Sep07 070305 771.30 771.30 771.30 771.30 -16.50 0 28 +0
Total Volume and Open Interest 2,101 39,670 +1,506
Russell 2000 E-Mini(Globex)
Mar07 070305 774.00 778.80 757.30 758.30 -15.50 245,646 454,183 +12,023
Jun07 070305 778.90 785.30 764.00 764.80 -16.00 3,913 7,362 +2,194
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 070305 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070305 16600 16725 16500 16510 -355      
Jun07 070305 16630 16670 16480 16480 -355      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 070305 16830 16940 16520 16630 -530 99,201 290,097 -1,240
Jun07 070305 16780 16885 16480 16575 -540 1,892 5,324 +304
Sep07 070305 16605 16605 16605 16605 -580 0 110 +0
Total Volume and Open Interest 101,103 295,751 -961
CAC 40(EURONEXT)
Mar07 070305 5327.0 5412.0 5308.5 5393.0 -40.0 230,907 625,009 -9,762
Apr07 070305 5346.0 5419.5 5328.0 5412.5 -40.5 10,682 14,076 +1,404
May07 070305 5369.0 5369.0 5369.0 5369.0 -40.0 0 22 +0
Total Volume and Open Interest 241,890 643,478 -8,218
Hang Seng Index(HKFE)
Mar07 070305 19077 19131 18510 18518 -911 50,641 114,166 -2,468
Apr07 070305 19040 19161 18554 18560 -908 657 471 +166
Total Volume and Open Interest 51,456 116,558 -2,251
DAX(EUREX)
Mar07 070305 6463.0 6572.0 6421.5 6553.0 -66.0 313,497 289,955 -4,944
Jun07 070305 6543.5 6632.0 6501.0 6616.0 -67.0 1,356 21,712 +169
Sep07 070305 6579.0 6692.0 6579.0 6686.0 -68.0 548 4,203 +45
Total Volume and Open Interest 315,401 315,870 -4,730
FT-SE 100(EURONEXT)
Mar07 070305 5999.00 6062.00 5963.00 6044.00 -51.00 142,742 533,273 -3,448
Jun07 070305 6017.50 6075.00 5981.50 6064.00 -52.50 670 33,025 -40
Sep07 070305 6107.00 6107.00 6095.00 6095.00 -53.00 50 2,747 +0
Total Volume and Open Interest 143,462 569,326 -3,488
SPI 200(SFE)
Mar07 070305 5736.0 5743.0 5614.0 5618.0 -152.0 26,605 334,866 +17,084
Jun07 070305 5780.0 5780.0 5656.0 5656.0 -153.0 1,514 10,970 +900
Sep07 070305 5750.0 5750.0 5658.0 5658.0 -153.0 803 3,781 -85
Total Volume and Open Interest 29,535 353,508 +18,272
GSCI(CME)
Mar07 070305 437.90 439.50 434.40 436.50 -9.05 725 21,005 +60
Apr07 070305 443.80 444.60 440.60 441.80 -10.20 180 189 +78
May07 070305 447.20 447.20 447.20 447.20 -9.30      
Total Volume and Open Interest 905 21,194 +138
Reuters CRB Index(NYBOT)
Apr07 070305 400.00 400.75 399.25 400.00 -5.25 12 518 +3
Jun07 070305 405.00 405.00 402.00 405.00 -4.25 0 408 +0
Aug07 070305 408.00 408.00 408.00 408.00 -6.25 0 4 +0
Total Volume and Open Interest 12 930 +3
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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