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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 12, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar07 070312 748.00 755.00 745.00 752.25 +5.75 1,959 1,946 -590
May07 070312 760.00 769.00 757.00 765.00 +5.25 17,326 234,948 +1,520
Jul07 070312 775.50 784.25 772.50 780.75 +5.00 4,972 82,134 +544
Aug07 070312 783.50 789.50 779.00 786.25 +5.75 334 5,188 -94
Sep07 070312 792.00 792.50 792.00 792.25 +4.75 12 2,648 +8
Nov07 070312 799.00 807.75 796.00 804.00 +4.50 2,810 102,216 -1,193
Jan08 070312 804.00 813.50 803.00 810.00 +6.00 23 4,750 +25
Total Volume and Open Interest 28,034 468,150 +435
Soybean Meal(CBOT)
Mar07 070312 216.40 219.10 215.60 218.30 +1.80 784 1,181 -369
May07 070312 221.00 224.50 220.60 223.20 +1.40 10,416 86,694 -1,889
Jul07 070312 226.00 229.10 225.50 227.80 +1.70 3,835 50,238 +596
Aug07 070312 228.20 231.10 227.70 230.00 +1.90 706 14,241 -186
Sep07 070312 229.90 233.10 229.70 232.00 +2.20 218 10,945 +62
Oct07 070312 230.00 233.50 230.00 232.50 +2.10 7 7,272 +221
Dec07 070312 233.20 236.20 232.50 235.00 +1.90 1,259 37,518 +654
Jan08 070312 234.50 237.00 234.30 235.90 +1.90 146 1,932 +80
Total Volume and Open Interest 18,160 214,845 -628
Soybean Oil(CBOT)
Mar07 070312 30.41 30.44 30.15 30.35 +0.13 126 374 -487
May07 070312 30.55 30.85 30.40 30.71 +0.12 5,791 149,791 -2,027
Jul07 070312 31.00 31.35 30.90 31.21 +0.12 2,902 51,441 +332
Aug07 070312 31.35 31.55 31.33 31.45 +0.09 391 6,689 -161
Sep07 070312 31.42 31.77 31.42 31.68 +0.07 281 4,269 -46
Oct07 070312 31.80 32.00 31.80 31.89 +0.14 31 9,252 +249
Dec07 070312 31.95 32.42 31.95 32.35 +0.15 865 40,485 +511
Jan08 070312 32.62 32.62 32.62 32.62 +0.15 185 2,737 -24
Total Volume and Open Interest 10,661 269,935 -1,622
Canola(WCE)
Mar07 070312 364.3 364.3 364.3 364.3 -4.3 0 50 -12
May07 070312 376.2 380.0 373.0 373.3 -4.5 4,380 44,734 +564
Jul07 070312 385.5 385.7 381.7 382.6 -4.1 557 16,938 +293
Total Volume and Open Interest 5,530 92,252 +1,004
Corn(CBOT)
Mar07 070312 406.75 408.50 398.00 399.75 -8.50 3,821 3,708 -1,839
May07 070312 416.50 418.50 407.25 409.25 -8.25 23,958 513,829 -3,881
Jul07 070312 425.50 429.00 417.50 419.75 -7.75 15,202 285,806 -150
Sep07 070312 414.50 416.50 408.00 410.00 -6.75 929 65,584 +27
Dec07 070312 406.50 408.50 400.00 402.75 -5.00 12,590 400,310 +2,884
Mar08 070312 414.50 416.50 409.00 411.75 -5.00 704 35,245 +297
Total Volume and Open Interest 59,481 1,443,413 -2,333
Wheat(CBOT)
Mar07 070312 464.50 464.75 459.50 460.00 -5.50 40 298 -145
May07 070312 476.50 476.50 469.50 470.75 -5.75 9,185 199,793 -590
Jul07 070312 487.00 488.50 482.25 483.25 -6.00 4,016 99,303 +964
Sep07 070312 497.00 497.00 491.00 491.50 -6.25 527 10,427 +476
Dec07 070312 506.50 507.00 501.50 502.50 -5.00 1,383 64,829 -136
Total Volume and Open Interest 15,408 402,530 +638
Wheat(KCBT)
Mar07 070312 506.50 506.50 502.00 502.00 -4.50 92 80 -60
May07 070312 498.50 501.00 496.00 497.25 -4.75 3,881 48,180 +198
Jul07 070312 501.00 503.50 498.00 500.25 -4.75 2,564 44,022 +247
Sep07 070312 510.00 510.50 507.50 509.00 -4.50 303 7,601 +99
Dec07 070312 521.50 521.50 517.00 517.50 -5.00 367 9,599 -68
Total Volume and Open Interest 7,434 114,571 +546
Wheat(MGE)
Mar07 070312 504.50 504.50 504.50 504.50 -3.50 5 5 -3
May07 070312 514.00 514.00 508.00 510.75 -3.75 1,613 17,275 -194
Jul07 070312 523.00 523.00 517.00 518.00 -5.00 230 10,772 -48
Sep07 070312 526.00 526.00 522.00 524.50 -5.50 143 8,325 +42
Dec07 070312 535.50 535.50 530.50 532.50 -3.50 323 15,664 -158
Total Volume and Open Interest 2,396 53,290 -309
Oats(CBOT)
Mar07 070312 280.00 280.00 278.00 278.00 -2.00 17 41 -13
May07 070312 266.00 266.00 260.50 262.50 -0.50 412 7,044 +85
Jul07 070312 265.50 266.75 264.00 266.25 +0.25 97 1,880 +18
Sep07 070312 246.50 247.00 246.50 247.00 +1.00 11 598 +2
Total Volume and Open Interest 995 18,181 +25
Rough Rice(CBOT)
Mar07 070312 10.48 10.48 10.48 10.48 +0.10 2 26 -8
May07 070312 10.79 10.84 10.76 10.84 +0.12 94 9,319 -5
Jul07 070312 11.07 11.12 11.07 11.12 +0.14 6 1,533 +1
Sep07 070312 11.36 11.36 11.36 11.36 +0.12 8 2,077 -3
Total Volume and Open Interest 170 17,328 +14
Live Cattle(CME)
Apr07 070312 101.650 102.925 101.550 102.025 +0.575 30,498 107,614 -13,234
Jun07 070312 98.650 99.250 98.200 98.425 -0.175 28,525 104,010 +10,174
Aug07 070312 94.775 95.250 94.150 94.550 -0.225 8,260 38,661 +1,288
Oct07 070312 98.000 98.050 96.800 97.300 -0.675 6,517 28,465 +865
Dec07 070312 97.450 97.450 96.400 96.875 -0.625 2,128 10,974 +799
Feb08 070312 98.100 98.250 97.250 97.250 -1.050 530 7,718 +35
Total Volume and Open Interest 76,530 299,001 -42
Feeder Cattle(CME)
Mar07 070312 105.400 106.250 105.200 105.775 +0.625 1,203 4,679 -522
Apr07 070312 106.900 107.800 106.500 107.125 +0.500 1,969 8,359 -395
May07 070312 108.850 109.450 108.150 108.825 +0.025 1,830 13,688 +285
Aug07 070312 109.500 110.200 109.200 109.325 -0.050 402 5,715 +73
Sep07 070312 108.650 108.900 107.800 107.900 +0.150 77 1,361 +9
Oct07 070312 107.900 108.500 107.900 108.000 -0.250 18 351 -2
Nov07 070312 107.600 107.900 107.600 107.900 -0.200 5 77 -1
Total Volume and Open Interest 5,519 34,291 -549
Lean Hogs(CME)
Apr07 070312 68.450 68.500 67.400 67.950 unch 23,740 56,718 -6,868
May07 070312 77.350 77.750 76.800 77.725 +0.375 534 4,637 +170
Jun07 070312 78.950 79.050 77.400 77.475 -1.275 21,062 59,898 +5,286
Jul07 070312 79.050 79.100 78.250 78.550 -0.225 2,951 20,520 +650
Aug07 070312 78.250 78.250 77.300 77.575 -0.675 1,875 11,508 +50
Oct07 070312 70.650 70.750 69.800 69.925 -0.800 405 8,993 -7
Dec07 070312 69.175 69.175 68.500 68.500 -0.675 280 10,041 +67
Total Volume and Open Interest 50,943 174,674 -629
Pork Bellies(CME)
Mar07 070312 107.000 107.000 104.500 104.950 -2.350 37 165 -2
May07 070312 108.900 108.900 106.900 107.200 -2.025 346 1,083 +104
Jul07 070312 109.000 109.000 107.700 108.400 -1.600 32 233 +28
Aug07 070312 106.750 106.750 105.750 105.750 -0.450 1 42 -1
Feb08 070312 100.250 100.250 100.250 100.250 +0.275 1 1  
Total Volume and Open Interest 417 1,524  
Class III Milk(CME)
Mar07 070312 14.87 14.90 14.82 14.82 -0.05 51 2,976 +31
Apr07 070312 15.05 15.05 14.82 15.05 +0.04 83 2,948 +13
May07 070312 15.05 15.05 14.80 15.05 +0.05 193 2,773 +7
Jun07 070312 15.00 15.02 14.80 15.02 +0.05 130 2,807 +47
Jul07 070312 15.37 15.40 15.20 15.40 +0.03 82 2,440 +37
Total Volume and Open Interest 910 31,041 +265
Cocoa(NYBOT)
Mar07 070312 1791 1791 1775 1775 -3 3 336 +0
May07 070312 1782 1804 1768 1790 -3 8,131 74,787 -966
Jul07 070312 1809 1825 1799 1817 -3 1,660 24,740 +361
Sep07 070312 1822 1846 1822 1839 -4 893 23,407 +16
Dec07 070312 1857 1861 1857 1858 -5 2,105 22,536 +1,381
Mar08 070312 1875 1875 1875 1875 -5 71 9,296 +61
May08 070312 1890 1890 1890 1890 -5 10 2,948 +0
Total Volume and Open Interest 14,515 169,544 +2,310
Coffee "C"(NYBOT)
Mar07 070312 111.00 111.00 111.00 111.00 -0.50 18 207 -48
May07 070312 112.20 112.50 111.10 111.80 -0.70 9,648 84,773 +642
Jul07 070312 115.00 115.40 114.05 114.70 -0.65 2,214 20,672 -300
Sep07 070312 118.20 118.20 117.00 117.55 -0.65 1,715 11,469 +426
Dec07 070312 121.90 121.90 121.15 121.15 -0.65 578 5,551 -50
Mar08 070312 124.60 124.60 124.60 124.60 -0.70 436 2,890 -9
Total Volume and Open Interest 14,901 135,667 +1,479
Orange Juice(NYBOT)
Mar07 070312 202.10 203.70 201.00 203.70 -0.80 146 287 -103
May07 070312 200.75 200.75 197.20 198.85 -1.05 2,301 21,842 +31
Jul07 070312 195.00 196.25 192.25 193.85 -0.90 456 2,781 +160
Sep07 070312 186.50 187.25 186.50 187.25 -1.25 467 1,450 +249
Nov07 070312 181.00 181.00 180.00 180.75 -1.50 246 5,400 -9
Jan08 070312 179.10 179.75 179.00 179.75 -2.00 0 539 +0
Total Volume and Open Interest 3,616 32,366 +328
Sugar #11(NYBOT)
May07 070312 10.48 10.53 10.35 10.36 -0.16 53,997 278,709 -3,853
Jul07 070312 10.38 10.42 10.27 10.28 -0.10 35,187 165,671 +950
Oct07 070312 10.65 10.67 10.55 10.56 -0.09 4,728 77,339 +661
Mar08 070312 11.20 11.20 11.09 11.10 -0.11 2,608 64,636 +425
May08 070312 11.23 11.23 11.14 11.14 -0.11 178 22,717 +96
Total Volume and Open Interest 96,902 649,169 -1,658
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070312 20.76 20.76 20.76 20.76 +0.01 135 2,180 -185
Jul07 070312 20.68 20.68 20.68 20.68 -0.03 0 3,121 +0
Sep07 070312 20.74 20.74 20.74 20.74 -0.01 3 1,749 +0
Nov07 070312 21.26 21.26 21.26 21.26 -0.01 14 1,528 +0
Total Volume and Open Interest 182 9,779 -163
London Cocoa(LCE)
Mar07 070312 1010 1030 1001 1030 +16 14,355 17,006 -9,745
May07 070312 993 1008 979 1006 +7 17,242 67,198 +3,512
Jul07 070312 1005 1017 993 1016 +5 1,815 31,712 +219
Sep07 070312 1016 1030 1003 1028 +6 2,369 38,719 +716
Dec07 070312 1012 1028 1003 1028 +8 781 39,733 +56
Mar08 070312 1010 1033 1008 1033 +8 303 18,533 +23
May08 070312 1040 1040 1040 1040 +9 30 2,591 +30
Total Volume and Open Interest 36,937 222,572 -5,152
London Coffee(LCE)
Mar07 070312 1510.00 1510.00 1416.00 1505.00 +1.00 113 1,101 -70
May07 070312 1534.00 1534.00 1513.00 1525.00 +1.00 7,589 73,394 -890
Jul07 070312 1529.00 1533.00 1517.00 1526.00 unch 3,058 26,002 +1,014
Sep07 070312 1521.00 1525.00 1515.00 1523.00 unch 1,150 15,856 +678
Nov07 070312 1515.00 1515.00 1508.00 1508.00 unch 513 7,875 +435
Jan08 070312 1495.00 1498.00 1495.00 1498.00 unch 13 2,108 -2
Total Volume and Open Interest 12,466 128,576 +1,167
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070312 343.50 347.00 343.00 345.80 +2.80 2,470 35,016 +286
Aug07 070312 329.90 331.10 327.60 329.40 -0.10 1,463 13,406 +321
Oct07 070312 324.10 325.00 322.00 323.00 -0.30 507 5,979 +32
Dec07 070312 324.10 324.50 323.00 323.50 -0.50 180 2,743 -65
Total Volume and Open Interest 4,851 64,829 +605
Cotton(NYBOT)
May07 070312 54.55 54.60 54.25 54.56 +0.06 8,596 116,570 +667
Jul07 070312 55.10 55.21 55.00 55.20 -0.01 4,380 41,843 +1,480
Oct07 070312 57.50 57.52 57.50 57.52 -0.03 35 1,206 +30
Dec07 070312 58.90 59.00 58.75 58.98 +0.08 1,602 44,202 +300
Mar08 070312 60.85 60.85 60.85 60.85 +0.05 19 3,441 +13
May08 070312 61.30 61.30 61.30 61.30 +0.05 0 121 +0
Total Volume and Open Interest 14,632 209,203 +715
Lumber(CME)
Mar07 070312 240.0 243.0 237.6 241.9 +1.9 159 436 +7
May07 070312 251.7 255.9 251.6 254.7 +2.4 598 5,733 +38
Jul07 070312 268.0 271.1 266.7 270.9 +2.6 189 1,037 +92
Sep07 070312 277.3 277.3 276.7 276.7 +0.4 0 120 +0
Total Volume and Open Interest 962 7,369 +143
Crude Oil(NYM)
Apr07 070312 59.25 59.65 58.60 58.91 -1.14 248,690 171,311 -31,951
May07 070312 60.95 61.40 60.40 60.77 -1.00 147,906 258,030 +23,068
Jun07 070312 62.10 62.40 61.52 61.95 -0.87 54,433 127,637 +5,117
Jul07 070312 62.80 63.20 62.50 62.80 -0.82 22,838 52,494 +6,808
Aug07 070312 63.40 63.40 63.40 63.40 -0.81 7,081 26,897 -71
Sep07 070312 63.95 63.95 63.50 63.88 -0.79 4,088 33,963 +600
Oct07 070312 63.90 64.28 63.80 64.28 -0.77 2,416 26,843 -82
Nov07 070312 64.62 64.62 64.62 64.62 -0.76 2,188 22,090 +716
Dec07 070312 64.85 65.15 64.50 64.91 -0.74 11,739 144,726 -420
Jan08 070312 65.16 65.16 65.16 65.16 -0.72 2,317 33,345 +1,600
Feb08 070312 65.38 65.38 65.38 65.38 -0.69 399 12,621 -93
Mar08 070312 65.56 65.56 65.56 65.56 -0.66 624 13,555 +249
Apr08 070312 65.71 65.71 65.71 65.71 -0.64 275 11,738 +0
May08 070312 65.84 65.84 65.84 65.84 -0.63 50 7,906 +50
Jun08 070312 65.96 65.96 65.96 65.96 -0.63 1,900 33,593 +958
Jul08 070312 66.07 66.07 66.07 66.07 -0.62 100 4,946 +100
Total Volume and Open Interest 516,485 1,296,725 +9,397
Heating Oil(NYM)
Apr07 070312 168.90 169.90 167.30 168.23 -2.99 37,196 61,972 -3,353
May07 070312 169.00 169.10 167.30 168.18 -2.89 20,988 50,407 +4,285
Jun07 070312 170.00 170.00 169.43 169.43 -2.74 7,443 29,895 -431
Jul07 070312 171.63 171.63 171.63 171.63 -2.59 2,324 13,679 +366
Aug07 070312 175.00 175.00 174.48 174.48 -2.34 308 5,936 +41
Sep07 070312 177.48 177.48 177.48 177.48 -2.19 320 8,617 -55
Oct07 070312 181.00 181.00 180.63 180.63 -2.09 161 3,697 -13
Nov07 070312 184.80 184.80 183.88 183.88 -1.89 34 2,666 -2
Dec07 070312 187.15 187.15 186.63 186.63 -1.84 2,026 17,462 +463
Jan08 070312 188.58 188.58 188.58 188.58 -1.79 509 8,505 -6
Feb08 070312 189.70 189.70 189.00 189.23 -1.69 64 2,945 +18
Mar08 070312 188.18 188.18 188.18 188.18 -1.59 111 1,283 +85
Total Volume and Open Interest 72,069 214,061 +1,677
RBOB Gasoline(NYMEX)
Apr07 070312 189.41 193.00 186.46 191.50 +2.00 44,274 48,816 -3,101
May07 070312 187.75 190.30 185.47 188.94 +0.58 24,515 44,941 +307
Jun07 070312 187.24 188.99 185.25 188.60 +0.10 9,814 20,974 +328
Jul07 070312 187.50 188.43 185.09 187.00 -1.35 6,333 13,985 -284
Aug07 070312 187.03 188.13 185.25 186.75 -1.53 2,843 7,601 +344
Sep07 070312 183.50 185.42 183.19 185.42 -1.66 2,488 16,198 -652
Oct07 070312 173.63 174.10 173.63 174.10 -1.65 365 3,943 +38
Nov07 070312 168.71 168.71 168.71 168.71 -3.29 120 2,065 +2
Dec07 070312 166.09 167.89 165.82 167.89 -0.63 95 3,556 +53
Jan08 070312 167.45 167.45 167.45 167.45 -1.86 17 1,155 +15
Total Volume and Open Interest 90,865 164,329 -2,950
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070312 191.05 191.05 191.05 191.05 +1.05 1 6 +0
May07 070312 188.50 188.50 188.50 188.50 -0.46 0 1 +0
Jun07 070312 187.55 187.55 187.55 187.55 -1.21      
Jul07 070312 186.90 186.90 186.90 186.90 -1.56      
Total Volume and Open Interest 1 7 +0
Natural Gas(NYM)
Apr07 070312 6.950 6.970 6.880 6.912 -0.171 43,554 72,101 -1,804
May07 070312 7.085 7.100 7.045 7.055 -0.177 24,302 107,940 +4,018
Jun07 070312 7.210 7.235 7.190 7.190 -0.174 6,493 24,848 -49
Jul07 070312 7.350 7.350 7.320 7.328 -0.168 4,957 20,734 +17
Aug07 070312 7.510 7.510 7.435 7.435 -0.159 1,922 26,997 -495
Sep07 070312 7.510 7.510 7.492 7.492 -0.157 1,728 17,387 +127
Oct07 070312 7.620 7.650 7.600 7.600 -0.157 4,617 42,119 +150
Nov07 070312 8.245 8.245 8.225 8.225 -0.142 922 21,144 -197
Dec07 070312 8.870 8.880 8.840 8.840 -0.127 745 37,694 -76
Jan08 070312 9.150 9.150 9.150 9.150 -0.117 871 34,094 +205
Feb08 070312 9.150 9.150 9.145 9.145 -0.112 61 19,664 -1
Mar08 070312 8.970 8.970 8.915 8.915 -0.112 696 45,949 +21
Apr08 070312 7.640 7.640 7.640 7.640 -0.057 390 29,314 +276
May08 070312 7.560 7.560 7.517 7.517 -0.057 313 13,374 +48
Jun08 070312 7.600 7.627 7.570 7.570 -0.057 169 9,362 +2
Jul08 070312 7.692 7.692 7.635 7.635 -0.057 168 5,254 +21
Total Volume and Open Interest 93,367 759,936 +2,038
Brent Crude Oil(ICE)
Apr07 070312 60.85 61.14 60.17 60.74 -0.39 77,104 51,543 -6,211
May07 070312 61.39 61.72 60.55 61.14 -0.56 88,272 141,023 -5,473
Jun07 070312 62.15 62.49 61.28 61.81 -0.68 52,873 127,555 +14,846
Jul07 070312 62.55 63.10 62.15 62.44 -0.71 7,981 37,477 +2,447
Aug07 070312 63.70 63.70 62.73 62.99 -0.75 3,424 20,695 -474
Sep07 070312 64.15 64.15 63.15 63.46 -0.73 1,402 20,699 +81
Oct07 070312 64.53 64.53 63.86 63.86 -0.68 0 16,801 -11
Nov07 070312 64.17 64.17 64.17 64.17 -0.67 0 15,082 -298
Dec07 070312 65.03 65.04 63.92 64.44 -0.65 6,385 65,332 +667
Jan08 070312 64.71 64.71 64.71 64.71 -0.64 280 8,242 -57
Feb08 070312 64.93 64.93 64.93 64.93 -0.63 0 3,607 +0
Mar08 070312 65.13 65.13 65.13 65.13 -0.61 0 3,360 +15
Apr08 070312 65.30 65.30 65.30 65.30 -0.60 0 945 +0
May08 070312 65.43 65.43 65.43 65.43 -0.60 0 789 +0
Total Volume and Open Interest 241,237 641,741 +9,108
Gas Oil(ICE)
Mar07 070312 530.00 536.25 523.25 536.25 unch 23,576 8,953 -9,089
Apr07 070312 533.75 536.50 525.00 529.50 -10.50 41,996 71,119 -1,344
May07 070312 538.50 540.75 530.00 534.75 -9.75 17,140 48,372 +3,694
Jun07 070312 544.75 544.75 536.75 540.75 -9.25 4,833 45,249 +37
Jul07 070312 551.75 551.75 544.25 547.50 -9.50 1,809 17,130 +949
Aug07 070312 558.75 558.75 553.00 554.50 -9.25 1,059 10,451 +422
Sep07 070312 565.50 565.50 558.00 561.50 -9.00 583 13,287 +282
Oct07 070312 564.25 567.00 564.25 567.00 -9.00 0 5,513 -30
Nov07 070312 571.75 571.75 571.75 571.75 -8.50 0 6,183 +0
Dec07 070312 573.75 576.00 572.25 576.00 -8.25 1,566 35,931 -100
Total Volume and Open Interest 92,914 304,428 -4,781
US Dollar Index(NYBOT)
Mar07 070312 84.22 84.23 83.79 83.85 -0.36 8,248 19,853 -2,804
Jun07 070312 83.94 83.95 83.47 83.55 -0.36 6,933 8,530 +2,132
Sep07 070312 83.30 83.30 83.30 83.30 -0.32 13 64 +2
Total Volume and Open Interest 15,194 28,450 -670
Australian Dollar(CME)
Mar07 070312 78.30 78.52 78.18 78.52 +0.56 5,863 102,402 -12,561
Jun07 070312 78.06 78.33 77.99 78.33 +0.56 8,966 22,294 +12,068
Sep07 070312 78.10 78.10 78.10 78.10 +0.56 0 52 +0
Total Volume and Open Interest 14,829 125,072 -493
British Pound(CME)
Mar07 070312 193.80 193.80 192.74 193.18 +0.02 10,407 119,441 -15,339
Jun07 070312 193.72 193.72 192.49 193.12 +0.02 8,920 34,346 +14,195
Sep07 070312 192.96 192.96 192.96 192.96 +0.03 0 44 +0
Total Volume and Open Interest 19,327 153,845 -1,144
Canadian Dollar(CME)
Mar07 070312 85.45 85.58 85.40 85.44 +0.10 5,427 123,683 -16,579
Jun07 070312 85.67 85.81 85.66 85.66 +0.10 2,213 27,138 +4,973
Sep07 070312 86.05 86.05 85.88 85.88 +0.10 11 1,140 +14
Dec07 070312 86.26 86.26 86.09 86.09 +0.10 11 986 +7
Total Volume and Open Interest 7,662 152,970 -11,585
Japanese Yen(CME)
Mar07 070312 85.02 85.28 85.02 85.11 +0.37 6,332 202,056 -9,617
Jun07 070312 86.04 86.36 86.01 86.09 +0.37 1,592 73,908 +8,784
Sep07 070312 87.07 87.07 87.07 87.07 +0.37 305 8,044 +341
Total Volume and Open Interest 8,230 284,321 -493
Swiss Franc(CME)
Mar07 070312 81.55 81.68 81.54 81.68 +0.55 3,814 69,874 -1,952
Jun07 070312 82.22 82.36 82.19 82.31 +0.55 516 12,770 +3,783
Sep07 070312 82.88 82.88 82.88 82.88 +0.55 0 65 +0
Total Volume and Open Interest 4,330 82,758 +1,831
EuroFX(CME)
Mar07 070312 131.82 131.98 131.59 131.92 +0.73 7,093 176,340 -17,010
Jun07 070312 132.27 132.52 132.03 132.39 +0.73 3,356 26,812 +9,429
Sep07 070312 132.77 132.77 132.77 132.77 +0.73 633 862 +576
Total Volume and Open Interest 11,110 204,316 -6,979
Mexican Peso(CME)
Mar07 070312 8987.0 8987.0 8955.0 8987.0 +15.0 15,347 62,570 -5,128
Apr07 070312 8972.0 8972.0 8972.0 8972.0 +15.0      
Total Volume and Open Interest 22,937 110,675 +6,818
30-Year T-Bonds(CBOT)
Mar07 070312 113~00 113~01 112~10 112~27 +0~11 29,715 63,713 -16,913
Jun07 070312 112~12 113~00 112~07 112~25 +0~11 527,002 794,516 -1,322
Sep07 070312 112~20 112~30 112~20 112~25 +0~11 30 2,249 +0
Total Volume and Open Interest 556,750 860,525 -18,235
10-Year T-Notes(CBOT)
Mar07 070312 108~115 108~230 108~085 108~195 +0~075 44,707 53,274 -13,919
Jun07 070312 108~105 108~235 108~070 108~195 +0~080 1,603,856 2,114,793 +25,634
Total Volume and Open Interest 1,651,445 2,177,656 +12,021
5-Year T-Notes(CBOT)
Mar07 070312 105~235 105~235 105~235 105~235 +0~050 35,229 0 +0
Jun07 070312 105~250 106~000 105~250 105~300 +0~060 789,848 0 +0
Sep07 070312 106~020 106~035 106~020 106~035 +0~060      
Total Volume and Open Interest 825,077    
2 Year T-Notes(CBOT)
Mar07 070312 102~029 102~029 102~029 102~029 +0~008 439 27,155 -2,392
Jun07 070312 102~046 102~060 102~046 102~053 +0~009 2,108 818,618 +10,926
Total Volume and Open Interest 2,547 845,773 +8,534
Eurodollars(CME)
Mar07 070312 94.645 94.650 94.645 94.645 unch 15,276 1,255,900 -20,595
Jun07 070312 94.760 94.785 94.760 94.775 +0.020 46,699 1,688,107 -58,364
Sep07 070312 94.950 94.980 94.945 94.965 +0.035 42,476 1,515,206 +21,641
Dec07 070312 95.090 95.135 95.090 95.115 +0.035 40,917 1,646,804 +60,516
Mar08 070312 95.200 95.245 95.200 95.225 +0.040 50,430 1,071,286 -43,313
Jun08 070312 95.260 95.305 95.260 95.290 +0.045 38,932 968,323 -1,657
Sep08 070312 95.295 95.340 95.295 95.320 +0.045 22,737 708,521 +1,412
Dec08 070312 95.295 95.340 95.295 95.320 +0.040 27,284 600,045 +1,800
Mar09 070312 95.305 95.325 95.300 95.305 +0.035 25,624 363,084 +9,014
Jun09 070312 95.270 95.285 95.265 95.270 +0.035 9,791 281,297 -856
Sep09 070312 95.225 95.250 95.225 95.235 +0.035 12,207 240,659 +2,371
Dec09 070312 95.180 95.200 95.175 95.190 +0.035 14,903 165,534 +1,496
Mar10 070312 95.145 95.170 95.145 95.160 +0.035 8,612 136,352 -107
Jun10 070312 95.110 95.135 95.110 95.125 +0.035 5,409 85,835 -1,601
Sep10 070312 95.075 95.100 95.075 95.090 +0.035 3,021 90,112 -1,057
Dec10 070312 95.030 95.055 95.030 95.045 +0.035 5,260 88,166 -1,357
Mar11 070312 95.010 95.035 95.010 95.025 +0.035 8,119 78,077 +2,864
Jun11 070312 94.980 95.005 94.980 94.995 +0.035 4,176 65,635 +25
Total Volume and Open Interest 390,088 11,270,896 -28,669
3-Mth Euro-Yen(CME)
Mar07 070312 99.33 99.33 99.33 99.33 +0.01 475 19,381 +165
Jun07 070312 99.30 99.31 99.30 99.31 +0.01 1,907 17,553 +217
Sep07 070312 99.22 99.23 99.22 99.22 +0.01 1,173 9,108 -1,208
Dec07 070312 99.13 99.14 99.13 99.14 +0.02 999 10,727 -264
Mar08 070312 99.03 99.04 99.03 99.04 +0.01 297 4,274 -50
Jun08 070312 98.95 98.95 98.95 98.95 +0.01 67 1,465 -12
Sep08 070312 98.87 98.87 98.87 98.87 unch 0 1,683 +0
Dec08 070312 98.79 98.79 98.79 98.79 unch 0 120 +0
Mar09 070312 98.70 98.70 98.70 98.70 -0.01      
Jun09 070312 98.62 98.62 98.62 98.62 -0.02 0 5 +0
Total Volume and Open Interest 4,918 64,326 -1,152
3-Mth Euro-Yen(SIMEX)
Mar07 070312 99.32 99.33 99.32 99.32 -0.01 1,592 97,097 -329
Jun07 070312 99.31 99.31 99.30 99.30 -0.01 1,845 61,040 -358
Sep07 070312 99.22 99.22 99.21 99.21 -0.01 2,104 51,231 +822
Dec07 070312 99.13 99.13 99.12 99.12 -0.01 1,510 52,652 -230
Mar08 070312 99.03 99.03 99.02 99.02 -0.02 583 35,096 -135
Jun08 070312 98.94 98.94 98.94 98.94 -0.01 90 10,265 +49
Sep08 070312 98.86 98.86 98.86 98.86 -0.01 0 3,025 +0
Dec08 070312 98.78 98.78 98.78 98.78 -0.02 0 671 +0
Total Volume and Open Interest 7,724 313,316 -181
German Euro-Bund(EUREX)
Mar07 070308 116.66 116.72 116.44 116.46 -0.24 1,973,938 668,230 -571,836
Jun07 070309 116.06 116.19 115.74 115.87 -0.21 1,452,421 1,435,071 +344,610
Sep07 070309 116.23 116.23 115.78 115.93 -0.17 5,882 600 +21
Total Volume and Open Interest 2,650,540 1,477,868 -281,402
German Euro-Bobl(EUREX)
Mar07 070308 109.26 109.26 109.15 109.15 -0.13 1,115,331 456,724 -308,228
Jun07 070309 108.92 108.99 108.71 108.79 -0.13 848,501 963,274 +214,299
Sep07 070309 109.99 109.99 109.99 109.99 -0.13 385 0 +0
Total Volume and Open Interest 1,532,740 1,003,080 -202,619
Long Gilt(LIFFE)
Mar07 070312 107~15 107~24 107~13 107~17 +0~01 1,064 25,901 -94
Jun07 070312 109~02 109~14 108~31 109~06 +0~02 61,636 319,131 +1,247
Total Volume and Open Interest 62,700 345,037 +1,153
3-Mth Short Sterling(LIFFE)
Mar07 070312 94.45 94.45 94.45 94.45 unch 30,871 526,906 +6,002
Jun07 070312 94.33 94.33 94.33 94.33 unch 136,545 535,955 +17,434
Sep07 070312 94.34 94.34 94.34 94.34 +0.01 81,028 459,559 +8,002
Total Volume and Open Interest 458,507 2,794,962 +34,879
3-Mth Euribor(LIFFE)
Mar07 070312 96.095 96.095 96.085 96.095 +0.005 224,258 733,953 +9,170
Jun07 070312 95.935 95.950 95.925 95.940 +0.005 409,078 739,860 -27,329
Sep07 070312 95.890 95.910 95.870 95.895 unch 280,220 702,158 +6,910
Total Volume and Open Interest 1,535,729 4,235,182 +61,509
3-Mth Aus T-Bills(SFE)
Mar07 070308 93.64 93.65 93.64 93.65 unch 23,648 145,775 -16,149
Jun07 070312 93.57 93.59 93.57 93.58 -0.03 14,781 363,799 -4,142
Sep07 070312 93.56 93.58 93.55 93.56 -0.04 6,550 143,135 -1,838
Dec07 070312 93.58 93.59 93.56 93.57 -0.05 9,901 98,472 +2,160
Mar08 070312 93.60 93.60 93.58 93.59 -0.05 2,733 49,021 +320
Jun08 070312 93.62 93.62 93.60 93.61 -0.06 1,406 36,667 +1,826
Sep08 070312 93.62 93.63 93.61 93.62 -0.07 562 18,873 -273
Dec08 070312 93.62 93.63 93.62 93.62 -0.08 325 9,858 -258
Mar09 070312 93.63 93.63 93.62 93.62 -0.08 0 1,801 +0
Jun09 070312 93.63 93.63 93.63 93.63 -0.07 102 1,903 +0
Total Volume and Open Interest 36,360 724,029 -5,582
10-Year Aus T-Bonds(SFE)
Mar07 070312 94.28 94.29 94.25 94.26 -0.06 61,784 449,560 -14,442
Jun07 070312 94.30 94.30 94.27 94.27 -0.07 35,956 56,468 +29,751
Total Volume and Open Interest 97,740 506,028 +15,309
3-Year Aus T-Bonds(SFE)
Mar07 070312 94.03 94.05 94.02 94.03 -0.07 114,042 682,905 -32,607
Jun07 070312 94.05 94.06 94.05 94.06 -0.07 69,802 136,831 +20,106
Total Volume and Open Interest 183,844 819,736 -12,501
Gold(CMX)
Apr07 070312 652.8 654.3 647.0 650.3 -1.7 79,724 174,744 -4,732
Jun07 070312 660.0 660.5 653.0 656.6 -1.8 8,609 71,026 +4,245
Aug07 070312 663.5 663.5 662.8 662.8 -1.8 1,114 7,947 -303
Oct07 070312 668.8 668.8 668.8 668.8 -1.8 3,085 30,656 +2,153
Dec07 070312 673.0 676.5 672.0 674.7 -1.9 3,279 58,990 +2,094
Feb08 070312 680.4 680.4 680.4 680.4 -1.9 893 3,619 +440
Apr08 070312 686.0 686.0 686.0 686.0 -2.0 855 5,548 +528
Jun08 070312 691.7 691.7 691.7 691.7 -2.1 350 5,964 +250
Aug08 070312 697.3 697.3 697.3 697.3 -2.2 0 740 +0
Oct08 070312 702.9 702.9 702.9 702.9 -2.3 0 600 +0
Dec08 070312 708.5 708.5 708.5 708.5 -2.3 0 11,042 +0
Total Volume and Open Interest 98,505 387,836 +5,261
Silver(CMX)
Mar07 070312 1287.0 1298.5 1287.0 1298.5 +11.5 49 711 -102
May07 070312 1302.5 1316.0 1292.0 1308.5 +11.5 18,734 65,304 -1,140
Jul07 070312 1315.0 1330.0 1303.0 1320.7 +11.5 865 16,840 +255
Sep07 070312 1332.3 1332.3 1332.3 1332.3 +11.6 30 5,991 -2
Dec07 070312 1340.0 1352.0 1340.0 1346.6 +11.7 242 14,755 -89
Mar08 070312 1359.6 1359.6 1359.6 1359.6 +11.9 68 1,617 +143
May08 070312 1367.9 1367.9 1367.9 1367.9 +12.0 3 48 +3
Total Volume and Open Interest 20,178 114,250 -830
Platinum(NYM)
Apr07 070312 1206.0 1213.8 1199.0 1213.8 +10.1 1,345 8,673 +80
Jul07 070312 1215.0 1223.8 1215.0 1223.8 +10.6 30 2,187 +13
Oct07 070312 1228.8 1228.8 1228.8 1228.8 +10.6 0 30 +0
Jan08 070312 1233.8 1233.8 1233.8 1233.8 +10.6 0 2 +0
Total Volume and Open Interest 1,375 10,892 +93
Palladium(NYME)
Mar07 070312 351.60 351.60 351.60 351.60 -0.40 1 109 +0
Jun07 070312 353.50 358.00 353.50 356.00 -0.40 530 14,335 +96
Sep07 070312 361.50 361.50 361.50 361.50 -0.40 0 1,033 +0
Total Volume and Open Interest 531 15,608 +96
Copper(CMX)
Mar07 070312 281.50 284.40 280.00 284.40 +6.70 458 3,633 -88
May07 070312 281.20 285.00 280.00 284.90 +6.50 6,329 42,158 +179
Jul07 070312 281.80 285.05 281.50 285.05 +6.55 618 7,875 +323
Sep07 070312 284.25 284.25 284.25 284.25 +6.45 55 2,104 +6
Dec07 070312 277.00 281.00 277.00 281.00 +6.40 33 2,234 +11
Total Volume and Open Interest 7,711 64,953 +437
Aluminum(CMX)
Mar07 070312 123.00 123.00 123.00 123.00 +4.00 1 3 -3
Apr07 070312 123.00 123.00 123.00 123.00 +4.00 0 59 +0
May07 070312 122.60 122.60 122.60 122.60 +3.90 0 41 +0
Jun07 070312 122.25 122.25 122.25 122.25 +3.85 0 40 +0
Jul07 070312 121.85 121.85 121.85 121.85 +3.75 0 40 +0
Aug07 070312 121.50 121.50 121.50 121.50 +3.70 0 40 +0
Total Volume and Open Interest 1 487 -3
DJIA Index(CBOT)
Mar07 070312 12285 12340 12253 12313 +25 7,930 60,908 -3,656
Jun07 070312 12385 12440 12340 12411 +27 9,711 13,965 +4,444
Sep07 070312 12460 12510 12460 12510 +27 3 11 +3
Dec07 070312 12605 12605 12605 12605 +27 8 11 +8
Total Volume and Open Interest 17,652 74,895 +799
S & P 500(CME)
Mar07 070312 1401.50 1410.00 1399.00 1406.90 +2.00 95,041 288,693 -44,469
Jun07 070312 1413.50 1422.80 1411.20 1419.50 +2.10 107,806 395,207 +58,262
Sep07 070312 1432.60 1432.60 1432.60 1432.60 +2.60 2 11,007 +0
Dec07 070312 1444.10 1444.10 1444.10 1444.10 +2.40 0 2,199 +0
Total Volume and Open Interest 202,849 697,489 +13,793
S & P 500 E-Mini(Globex)
Mar07 070312 1404.75 1410.50 1398.50 1407.00 +2.00 494,606 1,479,132 -106,493
Jun07 070312 1417.50 1423.25 1411.00 1419.50 +2.00 1,429,936 901,957 +165,230
Total Volume and Open Interest 1,924,542 2,381,089 +58,737
NASDAQ 100(CME)
Mar07 070312 1744.50 1760.00 1743.50 1757.80 +10.00 3,103 42,453 -850
Jun07 070312 1764.00 1781.50 1763.50 1778.30 +10.00 4,961 21,259 +2,353
Sep07 070312 1801.50 1801.50 1801.50 1801.50 +10.00 0 35 +0
Total Volume and Open Interest 8,064 63,747 +1,503
NASDAQ 100 E-Mini(Globex)
Mar07 070312 1749.00 1760.50 1739.50 1757.80 +10.00 108,515 375,280 -9,805
Jun07 070312 1768.50 1781.30 1760.30 1778.30 +10.00 319,284 156,490 +30,589
Total Volume and Open Interest 427,799 531,770 +20,784
S & P Midcap 400(CME)
Mar07 070312 836.00 837.00 836.00 837.00 +1.85 1,934 5,342 -646
Jun07 070312 842.50 845.50 840.50 845.40 +1.90 2,001 5,029 +1,703
Sep07 070312 853.80 853.80 853.80 853.80 +1.95      
Total Volume and Open Interest 3,935 10,371 +1,057
Russell 2000(CME)
Mar07 070312 785.50 790.00 783.50 789.40 +2.05 5,802 40,141 +433
Jun07 070312 793.00 797.00 790.00 796.20 +2.00 4,868 16,898 +5,065
Sep07 070312 803.00 803.00 803.00 803.00 +1.95 8 38 +10
Total Volume and Open Interest 10,678 57,077 +5,508
Russell 2000 E-Mini(Globex)
Mar07 070312 786.60 790.50 783.00 789.40 +2.00 77,812 340,860 -30,799
Jun07 070312 794.20 797.40 789.80 796.20 +2.00 235,983 205,361 +42,173
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 070312 1930.00 1930.00 1930.00 1930.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070312 17170 17320 17125 17290 +90      
Sep07 070312 17315 17315 17315 17315 +90      
Total Volume and Open Interest      
Nikkei 225(SGX)
Mar07 070308 16765 17115 16625 17105 +335 191,185 258,378 -23,378
Jun07 070312 17230 17290 17135 17285 +185 77,706 196,011 +48,024
Sep07 070312 17255 17295 17255 17255 +130 0 110 +0
Total Volume and Open Interest 77,706 196,379 +48,024
CAC 40(EURONEXT)
Mar07 070312 5555.0 5567.5 5480.5 5500.0 -39.0 160,940 547,067 +32,694
Apr07 070312 5575.0 5585.0 5503.0 5520.0 -38.5 1,397 17,221 +1,102
May07 070312 5474.0 5474.0 5474.0 5474.0 -39.0 12 123 +1
Total Volume and Open Interest 162,529 569,359 +33,946
Hang Seng Index(HKFE)
Mar07 070312 19180 19348 19116 19334 +249 48,315 115,944 -3,211
Apr07 070312 19202 19383 19161 19379 +249 1,925 3,676 +1,073
Total Volume and Open Interest 50,412 121,842 -2,106
DAX(EUREX)
Mar07 070312 6745.0 6756.0 6676.0 6722.0 +8.5 226,321 295,994 -10,409
Jun07 070312 6807.0 6820.0 6742.5 6787.0 +8.5 13,095 33,801 +6,657
Sep07 070312 6883.5 6893.5 6815.5 6859.5 +8.5 3,484 3,786 -149
Total Volume and Open Interest 242,900 333,581 -3,901
FT-SE 100(EURONEXT)
Mar07 070312 6268.00 6278.50 6215.00 6233.50 -14.50 117,627 477,704 -19,790
Jun07 070312 6294.00 6297.50 6236.50 6254.50 -14.50 28,114 83,811 +20,515
Sep07 070312 6325.00 6325.00 6285.00 6289.00 -14.50 60 3,872 +26
Total Volume and Open Interest 145,801 568,163 +751
SPI 200(SFE)
Mar07 070312 5845.0 5905.0 5822.0 5900.0 +85.0 47,146 298,457 -38,312
Jun07 070312 5887.0 5944.0 5862.0 5939.0 +85.0 31,351 71,837 +26,510
Sep07 070312 5914.0 5940.0 5914.0 5940.0 +85.0 13 3,418 -19
Total Volume and Open Interest 78,613 377,786 -11,839
GSCI(CME)
Mar07 070312 434.80 436.00 433.00 434.50 -4.85 4,801 9,824 -4,106
Apr07 070312 441.90 443.10 440.00 441.30 -4.80 4,456 12,284 +4,162
May07 070312 447.00 447.00 447.00 447.00 -4.50      
Total Volume and Open Interest 9,257 22,108 +56
Reuters CRB Index(NYBOT)
Apr07 070312 403.00 403.00 401.25 401.60 -1.90 12 282 -17
Jun07 070312 406.60 406.60 406.60 406.60 -1.90 1 426 +0
Aug07 070312 412.10 412.10 412.10 412.10 -1.90 20 210 +7
Total Volume and Open Interest 33 918 -10
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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