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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 Tue March 06, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar07 070306 738.50 739.00 731.50 733.00 -2.75 7,049 5,799 -2,520
May07 070306 753.00 753.50 745.25 747.75 -2.75 36,241 238,512 -5,523
Jul07 070306 768.50 768.50 760.25 763.00 -2.75 5,121 77,059 -54
Aug07 070306 773.00 773.00 766.00 768.00 -2.50 329 5,282 -14
Sep07 070306 773.00 776.00 773.00 774.75 -1.00 166 2,409 +30
Nov07 070306 790.00 790.50 783.00 786.50 -1.25 8,828 99,264 +907
Jan08 070306 795.00 795.00 789.50 792.50 -0.50 132 4,539 +67
Total Volume and Open Interest 59,189 466,525 -6,935
Soybean Meal(CBOT)
Mar07 070306 216.50 216.50 213.50 213.50 -1.90 1,848 2,440 -749
May07 070306 222.50 222.50 219.00 219.70 -0.80 15,019 94,056 -3,860
Jul07 070306 227.00 227.00 223.70 224.70 -0.80 4,307 49,273 +795
Aug07 070306 229.00 229.00 225.80 226.80 -0.70 489 14,418 +90
Sep07 070306 231.00 231.00 228.00 228.40 -0.90 354 10,817 +108
Oct07 070306 230.50 230.50 229.00 229.10 -0.40 357 6,943 +179
Dec07 070306 234.50 234.50 231.50 231.80 -2.00 4,387 35,329 -168
Jan08 070306 235.00 235.00 232.50 232.80 -1.20 143 1,805 +30
Total Volume and Open Interest 27,315 219,149 -3,649
Soybean Oil(CBOT)
Mar07 070306 29.53 29.60 29.38 29.45 -0.14 3,168 3,201 -591
May07 070306 30.00 30.07 29.76 29.85 -0.13 14,467 154,034 -296
Jul07 070306 30.49 30.55 30.23 30.32 -0.17 2,739 46,394 +236
Aug07 070306 30.68 30.75 30.48 30.55 -0.17 245 6,582 +160
Sep07 070306 30.90 30.98 30.75 30.77 -0.17 63 4,268 -17
Oct07 070306 31.15 31.20 30.93 30.93 -0.19 49 8,781 +30
Dec07 070306 31.55 31.57 31.26 31.33 -0.22 1,602 38,658 +294
Jan08 070306 31.60 31.60 31.60 31.60 -0.18 0 2,760 +0
Total Volume and Open Interest 22,456 268,879 -143
Canola(WCE)
Mar07 070306 365.7 372.6 365.0 372.6 +9.9 29 135 -29
May07 070306 373.9 374.9 371.0 374.4 +2.6 5,997 43,320 -250
Jul07 070306 381.5 383.5 380.5 383.0 +2.4 1,061 16,018 -148
Total Volume and Open Interest 7,981 88,592 -778
Corn(CBOT)
Mar07 070306 419.50 419.50 411.75 412.50 -4.75 12,001 14,085 -4,611
May07 070306 428.00 428.50 421.25 422.00 -4.75 37,769 526,669 -5,536
Jul07 070306 436.50 437.00 430.00 430.75 -4.25 14,895 281,481 +4,215
Sep07 070306 419.50 419.50 416.50 417.25 -3.75 1,458 64,945 +855
Dec07 070306 410.25 411.50 406.00 406.50 -2.25 18,947 394,238 +2,613
Mar08 070306 417.50 418.00 414.00 414.50 -2.25 1,302 34,078 +198
Total Volume and Open Interest 89,073 1,452,441 -2,197
Wheat(CBOT)
Mar07 070306 463.50 464.00 459.50 459.50 -8.50 2,023 2,291 -1,045
May07 070306 481.50 482.50 472.00 473.00 -7.75 12,537 204,013 -2,791
Jul07 070306 493.00 493.50 483.50 485.50 -6.00 4,675 97,531 -217
Sep07 070306 501.00 501.00 493.00 493.00 -7.00 58 9,079 +142
Dec07 070306 512.00 512.50 503.00 504.50 -6.50 2,517 63,946 -74
Total Volume and Open Interest 22,145 404,419 -3,728
Wheat(KCBT)
Mar07 070306 506.50 506.50 501.00 501.00 -9.25 142 634 -111
May07 070306 508.50 509.00 500.00 501.25 -6.75 6,002 48,738 +210
Jul07 070306 513.00 513.00 503.50 503.75 -8.25 3,442 42,998 -316
Sep07 070306 516.00 516.50 510.00 510.50 -7.00 75 7,390 +44
Dec07 070306 526.50 526.50 519.00 519.00 -6.75 591 9,459 +166
Total Volume and Open Interest 10,298 114,096 -20
Wheat(MGE)
Mar07 070306 504.00 505.50 497.00 497.00 -7.00 32 73 -214
May07 070306 516.50 516.50 506.50 508.25 -7.25 2,603 17,976 +11
Jul07 070306 526.00 526.00 516.00 516.00 -9.00 1,395 10,758 +62
Sep07 070306 530.00 530.00 521.00 524.00 -4.00 137 8,132 +40
Dec07 070306 538.00 539.00 530.00 531.00 -4.00 468 15,489 +75
Total Volume and Open Interest 4,660 53,628 -20
Oats(CBOT)
Mar07 070306 260.75 260.75 260.00 260.00 +12.00 3 78 -1
May07 070306 252.50 252.50 249.50 250.25 unch 417 6,923 -142
Jul07 070306 258.00 258.00 255.00 256.00 -0.25 130 1,799 -46
Sep07 070306 247.50 247.50 247.50 247.50 unch 0 585 +0
Total Volume and Open Interest 785 18,024 -164
Rough Rice(CBOT)
Mar07 070306 10.44 10.44 10.44 10.44 +0.06 51 114 +50
May07 070306 10.62 10.75 10.62 10.74 +0.05 319 9,407 +2
Jul07 070306 10.97 11.00 10.97 11.00 +0.05 231 1,525 +55
Sep07 070306 11.23 11.28 11.23 11.28 +0.02 78 2,024 -71
Total Volume and Open Interest 959 17,286 +230
Live Cattle(CME)
Apr07 070306 97.650 97.950 97.350 97.600 +0.250 13,936 142,755 -3,929
Jun07 070306 95.575 95.875 95.300 95.725 +0.300 8,424 69,157 +2,246
Aug07 070306 92.600 92.875 92.450 92.775 +0.225 2,466 31,184 +41
Oct07 070306 96.100 96.450 95.950 96.400 +0.300 1,451 23,568 +162
Dec07 070306 96.100 96.300 95.850 96.300 +0.150 412 8,858 +40
Feb08 070306 97.000 97.400 96.750 97.400 +0.175 315 5,945 +12
Total Volume and Open Interest 27,037 282,771 -1,412
Feeder Cattle(CME)
Mar07 070306 104.000 104.100 103.250 103.375 -0.400 1,396 6,680 -439
Apr07 070306 105.600 105.850 104.900 105.025 -0.300 1,664 11,024 -170
May07 070306 107.050 107.500 106.750 106.825 -0.200 1,636 11,873 -30
Aug07 070306 107.275 107.800 107.275 107.750 +0.475 339 5,116 +75
Sep07 070306 106.500 106.550 106.500 106.550 +0.100 48 1,375 +16
Oct07 070306 106.250 106.450 106.250 106.450 unch 32 294 -1
Nov07 070306 105.850 106.000 105.850 105.850 +0.050 12 66 +4
Total Volume and Open Interest 5,133 36,477 -540
Lean Hogs(CME)
Apr07 070306 65.025 65.500 64.950 65.000 unch 13,569 84,047 -1,975
May07 070306 74.750 75.000 74.400 74.875 +0.075 138 4,456 -46
Jun07 070306 75.475 75.850 75.300 75.575 +0.100 7,548 42,264 -90
Jul07 070306 75.900 76.000 75.650 75.875 +0.225 2,318 19,069 +573
Aug07 070306 75.225 75.475 75.050 75.225 unch 1,171 10,737 +0
Oct07 070306 68.400 68.750 68.050 68.625 +0.325 400 8,966 +77
Dec07 070306 66.800 67.000 66.725 66.900 +0.100 866 10,045 +252
Total Volume and Open Interest 26,287 181,614 -1,192
Pork Bellies(CME)
Mar07 070306 102.250 102.250 100.750 101.500 -0.750 59 255 +2
May07 070306 104.500 104.500 103.575 103.650 -0.925 154 964 -4
Jul07 070306 105.050 105.300 105.000 105.300 -0.300 5 198 +5
Aug07 070306 102.100 102.100 102.100 102.100 -0.600 0 44 +0
Total Volume and Open Interest 218 1,461 +3
Class III Milk(CME)
Mar07 070306 14.64 14.85 14.64 14.82 +0.18 73 3,009 -5
Apr07 070306 14.45 14.70 14.45 14.65 +0.25 60 2,911 +11
May07 070306 14.57 14.80 14.57 14.80 +0.25 28 2,752 -6
Jun07 070306 14.75 14.84 14.75 14.75 +0.16 55 2,715 +4
Jul07 070306 15.05 15.24 15.05 15.21 +0.17 16 2,352 +3
Total Volume and Open Interest 471 30,235 +93
Cocoa(NYBOT)
Mar07 070306 1780 1780 1710 1710 -59 5 393 +0
May07 070306 1793 1793 1711 1715 -64 7,429 79,845 -713
Jul07 070306 1816 1818 1740 1742 -63 1,222 23,679 +548
Sep07 070306 1838 1838 1765 1766 -63 510 23,202 +64
Dec07 070306 1856 1856 1786 1786 -61 237 21,176 +11
Mar08 070306 1802 1802 1802 1802 -60 289 8,758 +259
May08 070306 1816 1816 1816 1816 -63 91 2,948 +72
Total Volume and Open Interest 9,844 169,903 +285
Coffee "C"(NYBOT)
Mar07 070306 111.00 112.00 111.00 112.00 +1.45 301 460 -208
May07 070306 112.30 113.80 112.10 113.00 +1.50 23,150 86,022 +557
Jul07 070306 115.60 116.60 115.25 115.95 +1.50 4,680 17,697 +1,959
Sep07 070306 118.40 119.40 118.25 118.70 +1.50 778 10,104 +89
Dec07 070306 122.00 122.50 121.50 122.10 +1.50 351 5,749 +80
Mar08 070306 125.00 125.95 125.00 125.40 +1.50 106 2,979 -33
Total Volume and Open Interest 29,495 133,064 +2,461
Orange Juice(NYBOT)
Mar07 070306 208.00 208.80 208.00 208.60 +3.55 153 458 -4
May07 070306 202.50 204.80 202.30 203.60 +2.05 2,693 22,201 -289
Jul07 070306 195.50 198.10 195.50 197.65 +2.10 477 2,488 +176
Sep07 070306 191.25 191.25 191.25 191.25 +3.25 21 1,142 +20
Nov07 070306 183.00 183.00 182.25 182.75 +3.50 1,087 5,312 +302
Jan08 070306 181.55 181.55 181.55 181.55 +2.50 65 539 +39
Total Volume and Open Interest 4,496 32,207 +244
Sugar #11(NYBOT)
May07 070306 10.80 10.86 10.71 10.76 +0.10 56,176 287,146 -1,891
Jul07 070306 10.66 10.74 10.61 10.64 +0.08 16,820 162,528 -2,084
Oct07 070306 10.89 10.90 10.80 10.84 +0.05 4,744 74,545 -557
Mar08 070306 11.40 11.40 11.34 11.36 +0.03 2,955 62,015 +583
May08 070306 11.39 11.41 11.36 11.38 +0.05 385 22,446 -32
Total Volume and Open Interest 81,320 648,262 -3,947
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070306 20.87 20.87 20.87 20.87 -0.08 44 2,467 +7
Jul07 070306 20.86 20.86 20.86 20.86 -0.04 30 2,987 -20
Sep07 070306 20.91 20.91 20.91 20.91 +0.01 56 1,768 -9
Nov07 070306 21.27 21.27 21.27 21.27 unch 9 1,528 -1
Total Volume and Open Interest 139 9,919 -23
London Cocoa(LCE)
Mar07 070306 974 981 939 944 -31 2,584 43,188 -811
May07 070306 988 995 948 957 -31 5,075 54,257 +1,258
Jul07 070306 1002 1008 963 971 -32 2,132 30,725 +636
Sep07 070306 1015 1020 976 984 -32 1,402 37,166 +590
Dec07 070306 1010 1017 975 982 -30 1,582 39,416 -136
Mar08 070306 1022 1022 987 987 -30 1,629 15,135 +1,363
May08 070306 1029 1030 994 994 -30 466 2,533 +275
Total Volume and Open Interest 14,995 229,299 +3,269
London Coffee(LCE)
Mar07 070306 1455.00 1474.00 1455.00 1472.00 +28.00 468 4,201 -345
May07 070306 1465.00 1500.00 1465.00 1492.00 +32.00 14,875 77,100 -1,971
Jul07 070306 1475.00 1504.00 1474.00 1499.00 +30.00 4,854 23,176 +824
Sep07 070306 1474.00 1501.00 1474.00 1498.00 +28.00 3,120 15,151 -889
Nov07 070306 1477.00 1491.00 1477.00 1487.00 +26.00 664 7,321 +289
Jan08 070306 1469.00 1483.00 1468.00 1477.00 +26.00 142 2,118 +83
Total Volume and Open Interest 24,598 131,301 -1,812
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070306 345.00 345.70 343.00 343.50 +1.00 4,006 34,827 +960
Aug07 070306 330.00 332.00 330.00 330.50 +1.50 1,536 12,499 +155
Oct07 070306 323.30 324.70 322.40 324.00 +2.80 369 5,556 +101
Dec07 070306 325.70 326.10 324.30 326.00 +2.70 81 2,731 +3
Total Volume and Open Interest 6,090 63,282 +1,219
Cotton(NYBOT)
Mar07 070306 55.07 55.25 54.50 54.50 -0.57 206 2,030 -191
May07 070306 53.40 53.75 53.35 53.59 +0.54 9,215 117,050 +267
Jul07 070306 54.20 54.45 54.15 54.25 +0.34 1,493 37,984 +132
Oct07 070306 56.80 56.80 56.80 56.80 +0.30 2 1,006 +0
Dec07 070306 58.35 58.45 58.05 58.08 +0.15 1,755 42,578 +726
Mar08 070306 60.30 60.30 59.93 59.93 +0.18 161 3,385 -3
Total Volume and Open Interest 12,832 205,802 +931
Lumber(CME)
Mar07 070306 244.9 247.9 243.6 245.2 -0.8 355 747 -112
May07 070306 250.6 254.6 250.5 252.8 +1.7 810 5,377 +187
Jul07 070306 268.0 270.8 267.0 268.3 +0.6 122 773 +25
Sep07 070306 277.0 279.8 276.0 276.0 +1.4 12 107 +4
Total Volume and Open Interest 1,299 7,032 +104
Crude Oil(NYM)
Apr07 070306 60.65 60.80 59.95 60.69 +0.62 230,675 283,656 -9,561
May07 070306 62.05 62.08 61.25 62.06 +0.76 94,892 184,121 +8,798
Jun07 070306 62.85 62.99 62.40 62.99 +0.81 26,710 114,094 +955
Jul07 070306 63.71 63.71 63.71 63.71 +0.83 7,188 43,350 +1,082
Aug07 070306 64.28 64.28 64.28 64.28 +0.84 2,953 26,227 +696
Sep07 070306 64.15 64.74 64.15 64.74 +0.83 2,752 32,121 +500
Oct07 070306 64.65 65.12 64.65 65.12 +0.82 482 26,991 +27
Nov07 070306 64.99 65.46 64.99 65.46 +0.82 952 21,204 +140
Dec07 070306 65.28 65.75 65.28 65.75 +0.82 11,047 146,588 +29
Jan08 070306 65.54 66.01 65.54 66.01 +0.82 156 20,782 -364
Feb08 070306 65.73 66.20 65.60 66.20 +0.82 73 11,547 +213
Mar08 070306 65.89 66.36 65.80 66.36 +0.82 2,121 12,519 +456
Apr08 070306 66.49 66.49 66.49 66.49 +0.83 6 11,558 +6
May08 070306 66.61 66.61 66.61 66.61 +0.84 0 7,830 +0
Jun08 070306 66.72 66.72 66.72 66.72 +0.84 1,940 31,395 +102
Jul08 070306 66.81 66.81 66.81 66.81 +0.84 400 4,745 +0
Total Volume and Open Interest 389,604 1,284,938 +4,541
Heating Oil(NYM)
Apr07 070306 174.90 175.00 172.30 174.73 +2.25 30,725 74,315 -2,785
May07 070306 174.90 174.90 172.50 174.53 +2.25 10,410 40,037 +1,281
Jun07 070306 174.40 175.08 174.00 175.08 +2.20 3,880 28,075 +53
Jul07 070306 175.45 176.78 175.45 176.78 +2.25 1,006 12,240 +66
Aug07 070306 178.25 178.88 178.25 178.88 +2.20 432 5,749 -61
Sep07 070306 181.00 181.53 181.00 181.53 +2.20 408 8,568 +42
Oct07 070306 184.00 184.48 183.00 184.48 +2.20 129 3,518 +30
Nov07 070306 187.10 187.53 187.10 187.53 +2.15 49 2,584 -39
Dec07 070306 190.23 190.23 190.23 190.23 +2.10 757 15,995 +184
Jan08 070306 192.00 192.18 192.00 192.18 +2.10 505 7,722 +128
Feb08 070306 192.75 192.75 192.63 192.63 +2.05 202 2,730 +42
Mar08 070306 191.75 191.75 191.43 191.43 +2.00 24 1,020 +3
Total Volume and Open Interest 48,745 208,516 -866
Unleaded Gas(NYM)
RBOB Gasoline(NYMEX)
Apr07 070306 183.80 186.15 181.50 185.20 +1.10 42,473 56,398 +2,221
May07 070306 184.30 186.43 182.45 185.85 +1.31 19,128 41,593 +578
Jun07 070306 185.70 186.50 183.47 185.44 +0.44 8,140 17,809 +372
Jul07 070306 184.90 187.00 184.00 186.70 +1.45 4,206 14,096 +199
Aug07 070306 185.00 187.12 185.00 187.12 +1.93 3,167 7,319 -286
Sep07 070306 184.00 184.03 183.50 183.72 +0.37 3,155 16,582 +925
Oct07 070306 173.00 174.00 173.00 174.00 +0.50 589 3,939 +63
Nov07 070306 169.70 169.70 169.70 169.70 -1.30 72 2,055 -64
Dec07 070306 168.53 168.53 168.53 168.53 +0.32 719 3,391 +55
Jan08 070306 169.03 169.03 169.03 169.03 +2.71 6 950 -4
Total Volume and Open Interest 82,060 165,202 +4,284
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070306 185.33 185.33 185.33 185.33 +0.86 3 5 -2
May07 070306 185.73 185.73 185.73 185.73 +1.11 0 1 +0
Jun07 070306 186.28 186.28 186.28 186.28 +1.66      
Jul07 070306 186.83 186.83 186.83 186.83 +2.21      
Total Volume and Open Interest 3 6 -2
Natural Gas(NYM)
Apr07 070306 7.380 7.490 7.270 7.472 +0.218 31,877 88,047 -2,285
May07 070306 7.480 7.595 7.430 7.588 +0.218 9,233 90,025 +624
Jun07 070306 7.580 7.701 7.535 7.701 +0.216 3,012 23,310 -68
Jul07 070306 7.700 7.815 7.700 7.815 +0.215 3,339 20,051 +762
Aug07 070306 7.785 7.905 7.785 7.905 +0.210 958 27,282 -99
Sep07 070306 7.845 7.953 7.780 7.953 +0.208 1,657 17,863 -157
Oct07 070306 7.935 8.053 7.925 8.053 +0.208 1,849 44,625 -581
Nov07 070306 8.490 8.623 8.490 8.623 +0.203 154 21,646 +49
Dec07 070306 9.070 9.183 9.070 9.183 +0.198 168 37,628 +9
Jan08 070306 9.360 9.468 9.360 9.468 +0.198 385 33,546 +52
Feb08 070306 9.360 9.463 9.360 9.463 +0.198 43 19,650 +23
Mar08 070306 9.050 9.238 9.050 9.238 +0.193 464 44,843 +77
Apr08 070306 7.750 7.858 7.730 7.858 +0.163 646 29,250 -260
May08 070306 7.735 7.735 7.735 7.735 +0.165 467 13,241 +92
Jun08 070306 7.710 7.782 7.710 7.782 +0.162 4 9,435 +3
Jul08 070306 7.845 7.845 7.845 7.845 +0.160 111 5,227 -69
Total Volume and Open Interest 55,421 755,860 -2,013
Brent Crude Oil(ICE)
Apr07 070306 60.62 61.50 60.55 61.39 +0.85 76,945 75,207 -8,233
May07 070306 61.40 62.21 61.32 62.12 +0.84 47,640 140,669 -3,289
Jun07 070306 62.10 62.91 62.05 62.82 +0.82 26,584 76,381 +4,312
Jul07 070306 62.81 63.40 62.67 63.37 +0.78 4,151 30,037 +1,568
Aug07 070306 63.19 63.88 63.19 63.88 +0.79 2,244 20,726 -414
Sep07 070306 63.60 64.30 63.60 64.30 +0.80 1,384 15,961 +262
Oct07 070306 64.60 64.67 64.60 64.67 +0.80 0 14,835 +391
Nov07 070306 64.99 64.99 64.99 64.99 +0.80 0 13,496 +342
Dec07 070306 65.07 65.28 64.75 65.26 +0.79 5,733 64,605 +40
Jan08 070306 65.50 65.50 65.50 65.50 +0.79 0 8,637 +0
Feb08 070306 65.35 65.74 65.35 65.74 +0.83 0 4,009 +0
Mar08 070306 65.40 65.93 65.40 65.93 +0.83 0 3,340 +587
Apr08 070306 66.11 66.11 66.11 66.11 +0.82 0 945 +0
May08 070306 66.28 66.28 66.28 66.28 +0.80 0 789 +0
Total Volume and Open Interest 165,286 587,987 -1,099
Gas Oil(ICE)
Mar07 070306 533.50 540.00 531.75 532.75 -1.00 23,397 34,739 -3,572
Apr07 070306 534.25 543.75 534.25 536.25 -1.00 23,552 77,624 +3,474
May07 070306 540.75 548.00 539.75 540.75 -0.75 5,873 31,734 +1,732
Jun07 070306 545.00 553.25 545.00 546.25 -0.50 2,495 45,344 +448
Jul07 070306 555.25 558.75 553.00 553.50 unch 0 15,850 +258
Aug07 070306 564.75 565.00 559.50 559.50 -0.75 0 9,536 -14
Sep07 070306 572.00 572.00 566.25 566.25 -0.25 0 12,687 +25
Oct07 070306 577.00 577.00 571.25 571.25 -0.75 0 5,497 +0
Nov07 070306 581.00 581.00 575.25 575.25 -0.75 150 5,956 +150
Dec07 070306 580.25 586.00 579.25 579.25 -1.00 382 34,685 -43
Total Volume and Open Interest 56,209 313,600 +2,368
US Dollar Index(NYBOT)
Mar07 070306 84.16 84.20 83.96 84.01 -0.10 4,272 27,486 -2,898
Jun07 070306 83.84 83.85 83.66 83.70 -0.11 258 2,421 +109
Sep07 070306 83.61 83.61 83.41 83.41 -0.12 11 72 +10
Total Volume and Open Interest 4,541 29,982 -2,779
Australian Dollar(CME)
Mar07 070306 77.22 77.42 77.22 77.42 +0.40 15,101 117,874 -6,434
Jun07 070306 77.02 77.23 77.01 77.23 +0.40 242 4,117 +399
Sep07 070306 77.00 77.00 77.00 77.00 +0.43 0 52 +0
Total Volume and Open Interest 15,343 122,302 -6,035
British Pound(CME)
Mar07 070306 192.80 192.94 192.71 192.93 +0.70 8,066 142,778 -8,224
Jun07 070306 192.63 192.85 192.33 192.85 +0.70 367 13,877 +6,221
Sep07 070306 192.68 192.68 192.68 192.68 +0.68 0 44 +1
Total Volume and Open Interest 8,433 156,713 -2,002
Canadian Dollar(CME)
Mar07 070306 84.94 85.15 84.94 85.02 +0.29 2,976 140,745 +3,152
Jun07 070306 85.06 85.46 85.06 85.24 +0.29 188 11,792 +478
Sep07 070306 85.56 85.56 85.46 85.46 +0.29 31 1,067 +40
Dec07 070306 85.74 85.74 85.67 85.67 +0.29 27 916 +16
Total Volume and Open Interest 3,222 154,543 +3,687
Japanese Yen(CME)
Mar07 070306 85.98 86.18 85.80 85.88 -0.62 8,646 225,998 -25,167
Jun07 070306 87.03 87.20 86.87 86.87 -0.62 2,539 50,605 +20,807
Sep07 070306 87.85 87.85 87.85 87.85 -0.62 0 7,687 +1
Total Volume and Open Interest 11,193 284,543 -4,363
Swiss Franc(CME)
Mar07 070306 81.82 81.88 81.69 81.74 -0.27 1,334 81,273 -1,468
Jun07 070306 82.45 82.52 82.38 82.38 -0.26 259 4,150 +418
Sep07 070306 82.95 82.95 82.95 82.95 -0.26 0 63 +0
Total Volume and Open Interest 1,593 85,535 -1,050
EuroFX(CME)
Mar07 070306 131.11 131.30 130.95 131.28 +0.21 9,897 194,777 -4,260
Jun07 070306 131.56 131.74 131.51 131.74 +0.21 494 8,553 +1,051
Sep07 070306 132.13 132.13 132.13 132.13 +0.21 20 289 -9
Total Volume and Open Interest 10,411 203,878 -3,217
Mexican Peso(CME)
Mar07 070306 8967.0 8980.0 8957.0 8972.0 +25.0 6,716 67,877 -3,406
Apr07 070306 8957.0 8957.0 8957.0 8957.0 +25.0      
Total Volume and Open Interest 8,781 99,969 -1,230
30-Year T-Bonds(CBOT)
Mar07 070306 113~13 113~15 113~00 113~07 -0~01 80,524 104,597 -50,670
Jun07 070306 113~13 113~13 112~30 113~05 -0~01 560,891 802,059 +52,336
Sep07 070306 113~05 113~05 113~05 113~05 -0~01 289 647 +48
Total Volume and Open Interest 641,712 907,342 +1,714
10-Year T-Notes(CBOT)
Mar07 070306 108~290 108~300 108~210 108~240 -0~020 137,045 172,791 -28,833
Jun07 070306 108~305 108~310 108~210 108~240 -0~030 1,555,660 2,012,926 +39,933
Total Volume and Open Interest 1,692,845 2,188,543 +11,126
5-Year T-Notes(CBOT)
Mar07 070306 105~270 105~275 105~260 105~275 -0~030 61,270 0 +0
Jun07 070306 106~015 106~055 105~310 106~010 -0~030 773,472 0 +0
Sep07 070306 106~065 106~065 106~065 106~065 -0~030      
Total Volume and Open Interest 834,742    
2 Year T-Notes(CBOT)
Mar07 070306 102~038 102~048 102~037 102~042 -0~004 1,147 46,755 -15,217
Jun07 070306 102~066 102~076 102~064 102~068 -0~005 4,915 809,348 +7,060
Total Volume and Open Interest 6,062 856,103 -8,157
Eurodollars(CME)
Mar07 070306 94.662 94.668 94.660 94.662 -0.005 18,351 1,307,154 -8,314
Jun07 070306 94.835 94.875 94.835 94.860 unch 34,292 1,607,022 +7,022
Sep07 070306 95.040 95.100 95.035 95.065 unch 32,734 1,408,927 +29,724
Dec07 070306 95.175 95.225 95.170 95.200 -0.010 22,665 1,586,847 -10,524
Mar08 070306 95.270 95.315 95.260 95.280 -0.020 20,965 1,144,186 -4,041
Jun08 070306 95.305 95.350 95.295 95.315 -0.025 11,027 932,221 +7,864
Sep08 070306 95.325 95.365 95.310 95.335 -0.020 13,081 699,604 -5,793
Dec08 070306 95.315 95.360 95.310 95.330 -0.020 11,538 585,819 -3,230
Mar09 070306 95.300 95.345 95.300 95.315 -0.015 4,501 351,959 +2,494
Jun09 070306 95.265 95.290 95.265 95.280 -0.010 4,794 283,586 +4,380
Sep09 070306 95.230 95.250 95.230 95.245 -0.005 4,936 235,994 +1,551
Dec09 070306 95.185 95.210 95.180 95.200 unch 5,614 164,087 +663
Mar10 070306 95.155 95.190 95.155 95.170 unch 1,323 136,792 +773
Jun10 070306 95.115 95.135 95.115 95.130 unch 1,335 87,730 +545
Sep10 070306 95.075 95.095 95.075 95.095 +0.005 1,372 92,466 +138
Dec10 070306 95.030 95.050 95.030 95.050 +0.005 2,279 94,210 +852
Mar11 070306 95.010 95.035 95.010 95.025 +0.005 1,293 75,436 +1,088
Jun11 070306 94.975 95.010 94.975 94.990 +0.005 1,736 63,812 +750
Total Volume and Open Interest 200,740 11,070,217 +28,117
3-Mth Euro-Yen(CME)
Mar07 070306 99.32 99.32 99.32 99.32 unch 1,173 21,010 -307
Jun07 070306 99.30 99.30 99.30 99.30 unch 963 19,236 +146
Sep07 070306 99.22 99.22 99.22 99.22 unch 1,217 9,000 +1,097
Dec07 070306 99.13 99.13 99.13 99.13 unch 1,445 11,296 +985
Mar08 070306 99.04 99.04 99.03 99.03 -0.01 145 4,356 -19
Jun08 070306 98.95 98.95 98.95 98.95 +0.01 0 1,130 +0
Sep08 070306 98.86 98.86 98.86 98.86 unch 0 1,668 +0
Dec08 070306 98.77 98.77 98.77 98.77 unch 0 105 +0
Mar09 070306 98.70 98.70 98.70 98.70 -0.01      
Jun09 070306 98.63 98.63 98.63 98.63 -0.01 0 5 +0
Total Volume and Open Interest 4,943 67,816 +1,902
3-Mth Euro-Yen(SIMEX)
Mar07 070306 99.33 99.33 99.32 99.33 unch 6,419 98,919 -1,276
Jun07 070306 99.31 99.31 99.30 99.30 -0.01 4,556 61,176 -227
Sep07 070306 99.24 99.24 99.22 99.22 -0.01 6,730 48,474 +2,056
Dec07 070306 99.14 99.15 99.13 99.13 -0.01 3,031 53,324 -725
Mar08 070306 99.06 99.06 99.03 99.04 -0.01 3,328 36,036 +2,363
Jun08 070306 98.96 98.96 98.95 98.95 -0.01 10 8,446 +10
Sep08 070306 98.87 98.87 98.87 98.87 -0.01 0 3,025 +0
Dec08 070306 98.79 98.79 98.79 98.79 -0.01 50 671 +28
Total Volume and Open Interest 24,124 312,310 +2,229
German Euro-Bund(EUREX)
Mar07 070306 116.59 116.72 116.47 116.66 +0.02 1,302,509 1,338,260 -159,270
Jun07 070306 116.06 116.20 115.96 116.15 +0.02 256,800 444,424 +109,799
Sep07 070306 116.04 116.15 116.03 116.15 +0.04 910 545 +3
Total Volume and Open Interest 1,560,219 1,783,229 -49,468
German Euro-Bobl(EUREX)
Mar07 070306 109.34 109.34 109.21 109.29 -0.05 744,248 891,295 -71,017
Jun07 070306 109.01 109.02 108.90 108.99 -0.05 104,026 400,847 +36,953
Sep07 070306 110.19 110.19 110.19 110.19 -0.05 1,584 0 +0
Total Volume and Open Interest 849,858 1,292,142 -34,064
Long Gilt(LIFFE)
Mar07 070306 107~26 107~27 107~20 107~27 -0~02 20,074 52,069 -9,889
Jun07 070306 109~19 109~19 109~10 109~17 -0~03 92,330 313,204 +10,198
Total Volume and Open Interest 112,404 365,278 +309
3-Mth Short Sterling(LIFFE)
Mar07 070306 94.43 94.43 94.43 94.43 -0.01 76,198 521,642 -2,365
Jun07 070306 94.35 94.35 94.35 94.35 -0.01 199,393 526,832 -11,162
Sep07 070306 94.36 94.36 94.36 94.36 -0.01 114,171 461,486 -10,602
Total Volume and Open Interest 644,385 2,746,656 +7,704
3-Mth Euribor(LIFFE)
Mar07 070306 96.105 96.105 96.090 96.100 -0.010 95,670 740,903 +7,325
Jun07 070306 96.010 96.015 96.000 96.010 -0.015 223,162 793,016 -4,430
Sep07 070306 95.995 95.995 95.965 95.980 -0.025 238,873 737,428 -5,752
Total Volume and Open Interest 1,111,104 4,249,835 +28,774
3-Mth Aus T-Bills(SFE)
Mar07 070306 93.64 93.65 93.64 93.65 unch 20,592 171,710 -11,945
Jun07 070306 93.62 93.62 93.61 93.62 -0.01 34,265 378,126 +1,537
Sep07 070306 93.63 93.64 93.61 93.63 -0.02 21,036 149,356 -4,262
Dec07 070306 93.66 93.66 93.64 93.65 -0.02 11,174 112,826 +2,204
Mar08 070306 93.68 93.69 93.65 93.67 -0.02 2,584 49,291 +1,045
Jun08 070306 93.71 93.71 93.69 93.70 -0.02 2,559 37,618 +1,667
Sep08 070306 93.72 93.72 93.72 93.72 -0.03 322 19,378 -771
Dec08 070306 93.73 93.73 93.73 93.73 -0.03 1,633 10,447 +559
Mar09 070306 93.74 93.74 93.73 93.73 -0.04 111 1,039 -29
Jun09 070306 93.74 93.74 93.74 93.74 -0.04 100 1,548 +0
Total Volume and Open Interest 94,582 931,759 -9,895
10-Year Aus T-Bonds(SFE)
Mar07 070306 94.36 94.37 94.35 94.36 -0.03 80,968 518,490 -13,469
Jun07 070306 94.38 94.38 94.37 94.38 -0.03 565 1,605 +711
Total Volume and Open Interest 81,533 520,095 -12,758
3-Year Aus T-Bonds(SFE)
Mar07 070306 94.16 94.16 94.13 94.14 -0.03 146,141 781,614 +15,994
Jun07 070306 94.17 94.17 94.17 94.17 -0.03 4,300 32,533 +4,294
Total Volume and Open Interest 150,441 814,147 +20,288
Gold(CMX)
Apr07 070306 645.3 648.8 642.0 646.2 +7.0 109,405 204,675 -7,951
Jun07 070306 651.3 655.0 649.0 652.4 +7.1 7,471 51,121 +1,068
Aug07 070306 658.8 658.8 658.4 658.4 +7.2 467 8,726 -307
Oct07 070306 662.5 664.2 662.5 664.2 +7.3 1,121 28,221 +789
Dec07 070306 668.3 671.0 667.5 669.9 +7.4 1,894 56,746 +942
Feb08 070306 673.0 675.4 673.0 675.4 +7.4 220 3,021 -200
Apr08 070306 678.0 680.8 678.0 680.8 +7.5 220 2,869 +220
Jun08 070306 686.3 686.3 686.3 686.3 +7.6 26 4,714 -20
Aug08 070306 691.8 691.8 691.8 691.8 +7.7 0 740 +0
Oct08 070306 697.3 697.3 697.3 697.3 +7.9 0 600 +0
Dec08 070306 699.5 702.8 699.5 702.8 +8.0 38 11,038 -16
Total Volume and Open Interest 120,911 388,841 -5,475
Silver(CMX)
Mar07 070306 1273.0 1287.7 1272.0 1287.7 +23.7 210 1,022 -182
May07 070306 1288.0 1304.0 1280.0 1298.5 +23.5 37,454 69,197 -886
Jul07 070306 1300.0 1316.0 1294.0 1310.4 +23.6 3,477 16,233 +2,191
Sep07 070306 1315.0 1321.5 1315.0 1321.5 +23.8 357 5,944 -36
Dec07 070306 1328.0 1345.0 1322.0 1335.5 +24.0 802 14,806 -152
Mar08 070306 1338.0 1365.0 1338.0 1348.5 +24.0 24 1,284 +5
May08 070306 1356.3 1356.3 1356.3 1356.3 +24.0 0 43 +0
Total Volume and Open Interest 42,427 117,270 +949
Platinum(NYM)
Apr07 070306 1194.0 1200.0 1187.0 1198.8 +18.2 3,149 9,090 -715
Jul07 070306 1202.0 1210.0 1202.0 1209.0 +18.4 50 1,861 -1
Oct07 070306 1214.0 1214.0 1214.0 1214.0 +18.4 0 30 +0
Jan08 070306 1219.0 1219.0 1219.0 1219.0 +18.4 0 2 +0
Total Volume and Open Interest 3,199 10,983 -716
Palladium(NYME)
Mar07 070306 340.00 347.10 340.00 347.10 +4.60 3 129 -24
Jun07 070306 348.75 354.80 347.00 351.90 +4.90 1,703 14,387 -419
Sep07 070306 357.40 357.40 357.40 357.40 +4.90 12 1,033 +10
Total Volume and Open Interest 1,758 15,683 -421
Copper(CMX)
Mar07 070306 270.70 271.30 269.00 270.10 +4.30 594 4,683 -88
May07 070306 273.00 273.00 269.50 271.35 +4.30 9,414 43,210 -48
Jul07 070306 273.40 273.40 271.20 271.60 +4.25 124 6,528 -11
Sep07 070306 272.00 272.00 270.80 270.80 +4.15 26 1,648 +20
Dec07 070306 268.50 268.50 267.60 267.60 +4.10 320 2,189 +12
Total Volume and Open Interest 10,773 65,104 -105
Aluminum(CMX)
Mar07 070306 118.00 118.00 118.00 118.00 +0.25 1 8 -1
Apr07 070306 118.00 118.00 118.00 118.00 +0.25 0 54 +0
May07 070306 117.45 117.45 117.45 117.45 +0.25 0 41 +0
Jun07 070306 116.85 116.85 116.85 116.85 +0.25 0 40 +0
Jul07 070306 116.25 116.25 116.25 116.25 +0.25 0 40 +0
Aug07 070306 115.65 115.65 115.65 115.65 +0.25 0 40 +0
Total Volume and Open Interest 1 487 -1
DJIA Index(CBOT)
Mar07 070306 12117 12228 12100 12215 +179 7,210 71,047 +210
Jun07 070306 12220 12325 12203 12311 +180 215 709 +60
Sep07 070306 12390 12410 12390 12410 +179 1 8 +1
Dec07 070306 12505 12505 12505 12505 +179 0 3 +0
Total Volume and Open Interest 7,426 71,767 +271
S & P 500(CME)
Mar07 070306 1386.00 1399.30 1382.70 1395.40 +23.20 105,925 478,993 -40,716
Jun07 070306 1398.30 1410.50 1395.00 1407.80 +23.50 63,980 171,240 +47,389
Sep07 070306 1420.70 1420.70 1420.70 1420.70 +24.10 59 11,058 +0
Dec07 070306 1421.00 1432.40 1421.00 1432.40 +24.10 0 2,199 +0
Total Volume and Open Interest 169,965 663,873 +6,673
S & P 500 E-Mini(Globex)
Mar07 070306 1373.00 1399.50 1368.75 1395.50 +23.25 2,342,172 1,851,171 +5,499
Jun07 070306 1385.25 1411.75 1381.25 1407.75 +23.50 96,914 241,405 +70,948
Total Volume and Open Interest 2,439,086 2,092,576 +76,447
NASDAQ 100(CME)
Mar07 070306 1731.00 1750.00 1729.00 1745.00 +31.20 6,490 55,586 +557
Jun07 070306 1751.00 1768.00 1751.00 1765.50 +31.50 341 1,204 +286
Sep07 070306 1788.80 1788.80 1788.80 1788.80 +31.30 0 35 +0
Total Volume and Open Interest 6,831 56,825 +843
NASDAQ 100 E-Mini(Globex)
Mar07 070306 1714.80 1750.00 1711.00 1745.00 +31.20 572,960 419,011 +12,687
Jun07 070306 1733.00 1770.30 1731.80 1765.50 +31.50 8,011 5,802 +1,202
Total Volume and Open Interest 580,971 424,813 +13,889
S & P Midcap 400(CME)
Mar07 070306 815.00 824.20 813.00 821.80 +16.00 716 7,759 -162
Jun07 070306 822.50 829.85 820.00 829.85 +16.05 20 117 +11
Sep07 070306 837.90 837.90 837.90 837.90 +15.10      
Total Volume and Open Interest 736 7,876 -151
Russell 2000(CME)
Mar07 070306 768.00 781.40 767.50 778.20 +19.90 2,821 40,243 +879
Jun07 070306 780.00 788.50 776.00 784.95 +20.15 1,272 1,401 +1,123
Sep07 070306 791.70 791.70 791.70 791.70 +20.40 0 28 +0
Total Volume and Open Interest 4,093 41,672 +2,002
Russell 2000 E-Mini(Globex)
Mar07 070306 758.30 783.00 755.30 778.20 +19.90 318,635 454,860 +677
Jun07 070306 764.90 789.60 762.40 785.00 +20.20 20,914 24,002 +16,640
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 070306 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar07 070306 16785 16945 16780 16925 +415      
Jun07 070306 16810 16950 16750 16895 +415      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 070306 16510 16875 16505 16845 +215 136,022 0 -290,097
Jun07 070306 16455 16825 16455 16795 +220 7,515 0 -5,324
Sep07 070306 16810 16810 16810 16810 +205      
Total Volume and Open Interest 143,590 293,575 -2,176
CAC 40(EURONEXT)
Mar07 070306 5432.0 5461.0 5404.5 5445.0 +52.0 229,268 658,542 +33,533
Apr07 070306 5450.5 5480.0 5429.5 5464.5 +52.0 996 15,043 +967
May07 070306 5420.0 5420.0 5420.0 5420.0 +51.0 0 22 +0
Total Volume and Open Interest 230,290 677,973 +34,495
Hang Seng Index(HKFE)
Mar07 070306 18740 19020 18726 19003 +485 42,343 115,081 +915
Apr07 070306 18755 19051 18755 19045 +485 584 591 +120
Total Volume and Open Interest 43,078 117,633 +1,075
DAX(EUREX)
Mar07 070306 6544.5 6653.5 6544.5 6598.5 +45.5 337,196 291,074 +1,119
Jun07 070306 6607.0 6715.0 6607.0 6661.5 +45.5 6,209 24,033 +2,321
Sep07 070306 6726.5 6785.0 6691.5 6732.5 +46.5 853 4,380 +177
Total Volume and Open Interest 344,258 319,487 +3,617
FT-SE 100(EURONEXT)
Mar07 070306 6066.00 6125.00 6041.00 6115.00 +71.00 159,430 544,983 +11,710
Jun07 070306 6093.00 6140.50 6064.00 6135.00 +71.00 2,639 34,902 +1,877
Sep07 070306 6152.00 6168.00 6144.00 6168.00 +73.00 50 2,797 +50
Total Volume and Open Interest 162,369 583,209 +13,883
SPI 200(SFE)
Mar07 070306 5636.0 5785.0 5629.0 5768.0 +150.0 34,013 330,036 -4,830
Jun07 070306 5679.0 5806.0 5670.0 5806.0 +150.0 875 11,735 +765
Sep07 070306 5808.0 5808.0 5808.0 5808.0 +150.0 11 3,386 -395
Total Volume and Open Interest 35,154 349,206 -4,302
GSCI(CME)
Mar07 070306 442.00 442.00 438.50 441.80 +5.30 961 21,082 +77
Apr07 070306 445.40 447.50 445.40 447.50 +5.70 129 248 +59
May07 070306 452.25 452.25 452.25 452.25 +5.05      
Total Volume and Open Interest 1,090 21,330 +136
Reuters CRB Index(NYBOT)
Apr07 070306 399.75 401.00 399.75 401.00 +1.00 111 465 -53
Jun07 070306 406.50 406.50 406.00 406.00 +1.00 48 424 +16
Aug07 070306 409.50 409.50 409.50 409.50 +1.50 50 53 +49
Total Volume and Open Interest 209 942 +12
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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