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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 Wed March 21, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May07 070321 773.00 773.00 764.25 766.50 +1.75 12,720 225,347 +325
Jul07 070321 787.00 787.50 780.00 782.50 +2.00 6,461 95,623 +1,105
Aug07 070321 795.00 795.00 787.50 788.50 +2.75 882 6,011 +366
Sep07 070321 800.00 800.00 794.50 796.25 +1.25 23 3,085 +55
Nov07 070321 814.50 814.50 808.50 810.75 +2.75 5,418 101,013 +28
Jan08 070321 820.50 820.50 817.00 817.00 +1.00 152 5,143 -86
Mar08 070321 827.00 829.00 825.00 826.00 +1.50 840 7,080 +63
Total Volume and Open Interest 28,096 474,073 +2,080
Soybean Meal(CBOT)
May07 070321 222.50 223.00 220.70 222.30 +1.10 8,209 76,802 -1,413
Jul07 070321 228.00 228.00 225.80 227.80 +1.70 3,281 55,748 +634
Aug07 070321 230.50 230.50 228.50 230.00 +1.20 56 14,884 +51
Sep07 070321 231.00 231.80 230.50 231.70 +0.70 332 11,353 +195
Oct07 070321 232.60 233.50 231.90 233.30 +1.00 349 7,651 +22
Dec07 070321 237.00 237.00 234.70 236.10 +1.00 2,522 38,186 +748
Jan08 070321 235.50 237.20 235.50 237.10 +1.10 67 1,767 +3
Mar08 070321 238.00 238.50 237.50 238.50 +1.20 108 1,635 +4
Total Volume and Open Interest 15,233 212,165 +278
Soybean Oil(CBOT)
May07 070321 31.40 31.60 31.08 31.10 -0.14 7,137 154,074 +2,116
Jul07 070321 31.98 32.05 31.55 31.56 -0.16 3,864 56,715 +1,538
Aug07 070321 32.20 32.25 31.75 31.78 -0.19 30 6,764 -81
Sep07 070321 32.30 32.38 32.00 32.00 -0.20 21 4,563 +21
Oct07 070321 32.65 32.65 32.20 32.20 -0.20 52 9,526 +51
Dec07 070321 32.90 33.00 32.65 32.65 -0.13 1,633 43,919 +269
Jan08 070321 33.25 33.25 32.95 32.95 -0.05 75 2,785 +17
Mar08 070321 33.30 33.55 33.25 33.25 unch 53 930 +53
Total Volume and Open Interest 12,989 284,090 +4,095
Canola(WCE)
Mar07 070314 356.7 356.7 356.7 356.7 -5.0 0 35 +0
May07 070321 363.8 364.8 363.5 363.9 +0.9 3,908 41,145 -1,298
Jul07 070321 373.4 374.4 373.4 373.5 +1.0 320 22,232 +128
Total Volume and Open Interest 4,640 93,740 -1,088
Corn(CBOT)
May07 070321 406.50 411.50 404.00 409.75 +4.50 21,967 459,223 -7,388
Jul07 070321 418.50 423.00 416.00 421.25 +4.25 15,584 286,091 +1,591
Sep07 070321 413.25 416.00 410.75 413.50 +1.75 2,548 76,037 +1,254
Dec07 070321 410.00 411.50 407.25 409.50 +0.25 17,720 412,290 +3,171
Mar08 070321 418.50 420.50 416.25 418.25 unch 1,747 38,112 +825
May08 070321 423.00 425.00 422.00 423.75 +1.25 269 7,150 +2
Total Volume and Open Interest 61,386 1,418,803 +498
Wheat(CBOT)
May07 070321 464.25 469.50 460.50 465.50 +2.75 9,207 187,517 -2,723
Jul07 070321 477.00 482.50 474.00 479.25 +3.00 6,922 108,820 +1,313
Sep07 070321 487.00 493.00 485.50 489.50 +3.00 423 11,702 +207
Dec07 070321 500.00 504.00 496.50 501.25 +2.25 1,959 65,411 -5
Mar08 070321 508.00 512.00 506.00 510.50 +2.50 43 2,216 +44
Total Volume and Open Interest 18,947 401,654 -1,154
Wheat(KCBT)
May07 070321 485.00 489.00 481.25 486.75 +3.25 4,774 49,308 +577
Jul07 070321 489.00 492.00 484.50 489.25 +2.00 4,020 44,236 +340
Sep07 070321 496.00 500.00 494.00 499.50 +3.00 443 8,294 +0
Dec07 070321 510.00 513.50 508.00 512.50 +3.00 740 10,480 +330
Mar08 070321 517.50 521.00 517.50 521.00 +3.50 75 1,274 +32
Total Volume and Open Interest 10,147 117,571 +1,297
Wheat(MGE)
Mar07 070314 500.00 500.00 500.00 500.00 -4.50 3 3 +0
May07 070321 502.50 507.00 499.50 505.25 +3.75 2,153 16,179 -139
Jul07 070321 511.50 515.50 509.00 514.00 +3.50 1,153 11,434 +133
Sep07 070321 518.00 520.00 513.50 519.00 +3.00 218 8,416 -3
Dec07 070321 524.00 529.00 521.50 526.50 +3.00 1,423 15,415 -74
Total Volume and Open Interest 4,965 52,708 -88
Oats(CBOT)
May07 070321 286.75 286.75 280.00 283.75 +0.25 615 7,567 +208
Jul07 070321 288.00 290.00 282.50 286.50 +1.75 224 2,052 +44
Sep07 070321 255.00 255.00 255.00 255.00 +1.00 3 633 -3
Dec07 070321 251.50 252.00 250.00 250.00 -0.25 264 8,754 +88
Total Volume and Open Interest 1,108 19,143 +337
Rough Rice(CBOT)
Mar07 070321 10.03 10.03 10.03 10.03 -0.07 0 1 -8
May07 070321 10.36 10.36 10.20 10.23 -0.13 56 7,613 -18
Jul07 070321 10.61 10.61 10.50 10.55 -0.12 17 1,717 +8
Sep07 070321 10.74 10.82 10.74 10.82 -0.13 2 1,957 +0
Total Volume and Open Interest 107 16,137 +6
Live Cattle(CME)
Apr07 070321 97.250 97.975 96.900 97.725 +0.125 10,388 61,684 -3,660
Jun07 070321 94.750 95.275 94.300 94.925 -0.025 13,969 138,799 +3,078
Aug07 070321 92.200 92.475 91.750 92.325 +0.100 5,619 44,924 +536
Oct07 070321 95.950 96.250 95.550 96.125 +0.125 2,095 30,609 +808
Dec07 070321 96.175 96.600 95.750 96.575 +0.175 650 11,808 +134
Feb08 070321 96.200 96.800 95.900 96.550 +0.175 181 8,350 +7
Total Volume and Open Interest 32,910 297,871 +907
Feeder Cattle(CME)
Mar07 070321 104.150 104.150 103.350 103.600 -0.600 394 2,693 -198
Apr07 070321 105.700 105.700 104.650 105.125 -0.425 1,256 7,072 -285
May07 070321 107.650 107.650 106.300 106.925 -0.675 1,496 15,730 -213
Aug07 070321 108.475 108.475 107.500 108.350 -0.275 314 6,412 +58
Sep07 070321 106.350 106.350 106.200 106.250 -0.450 69 1,372 -3
Oct07 070321 107.000 107.000 106.350 106.750 -0.250 3 401 -1
Nov07 070321 106.500 106.500 106.500 106.500 -0.100 3 79 +1
Total Volume and Open Interest 3,535 33,877 -641
Lean Hogs(CME)
Apr07 070321 63.400 63.550 63.050 63.375 -0.700 8,445 29,340 -1,673
May07 070321 73.300 73.500 72.900 73.450 -0.575 542 4,931 +239
Jun07 070321 73.550 73.900 73.250 73.550 -0.800 10,920 80,860 +458
Jul07 070321 74.550 74.950 74.300 74.875 -0.425 2,863 22,632 -255
Aug07 070321 74.000 74.400 73.500 74.250 -0.475 2,657 16,037 +979
Oct07 070321 67.500 67.750 67.100 67.600 -0.300 1,697 10,535 +337
Dec07 070321 66.800 66.800 66.200 66.350 -0.600 640 10,271 +214
Feb08 070321 69.600 69.800 69.400 69.800 -0.375 220 2,437 +130
Total Volume and Open Interest 27,985 177,222 +429
Pork Bellies(CME)
Mar07 070321 102.600 102.800 102.150 102.150 +0.100 17 42 -12
May07 070321 103.325 103.500 102.800 102.875 -0.675 240 1,051 +24
Jul07 070321 104.800 105.200 104.350 104.900 -0.850 20 252 +10
Aug07 070321 101.900 101.900 101.900 101.900 -1.300 3 40 +0
Feb08 070321 100.700 100.700 100.700 100.700 unch 0 2 +0
Total Volume and Open Interest 280 1,387 +22
Class III Milk(CME)
Mar07 070321 14.88 14.88 14.88 14.88 +0.01 164 2,959 +49
Apr07 070321 15.57 15.65 15.57 15.62 unch 208 3,136 +34
May07 070321 15.50 15.60 15.50 15.57 +0.07 100 2,923 +29
Jun07 070321 15.50 15.60 15.50 15.53 +0.03 211 3,029 +22
Jul07 070321 15.75 16.00 15.70 15.78 +0.05 165 2,679 +16
Total Volume and Open Interest 1,375 33,401 +293
Cocoa(NYBOT)
May07 070321 1890 1911 1876 1894 +30 16,460 74,274 +1,048
Jul07 070321 1915 1937 1903 1920 +30 4,566 27,984 +890
Sep07 070321 1940 1950 1940 1943 +28 1,265 23,842 +678
Dec07 070321 1950 1973 1945 1963 +28 815 23,547 +89
Mar08 070321 1978 1978 1978 1978 +28 239 9,258 -70
May08 070321 1995 1995 1995 1995 +29 3 2,949 +1
Jul08 070321 2006 2006 2006 2006 +28 45 2,182 +35
Total Volume and Open Interest 23,397 173,371 +2,675
Coffee "C"(NYBOT)
Mar07 070320 108.90 108.90 108.90 108.90 +1.30 18 72 -7
May07 070321 109.40 112.85 109.25 112.50 +3.20 10,153 84,281 +560
Jul07 070321 112.40 115.70 112.40 115.35 +3.20 2,442 26,039 +684
Sep07 070321 115.85 118.50 115.85 118.15 +3.20 1,033 13,740 +546
Dec07 070321 121.15 121.70 121.15 121.70 +3.20 724 5,811 -250
Mar08 070321 125.05 125.05 125.05 125.05 +3.20 597 2,698 -289
Total Volume and Open Interest 16,073 143,287 +1,256
Orange Juice(NYBOT)
May07 070321 201.80 201.80 199.90 201.50 -0.35 865 21,688 +39
Jul07 070321 196.25 197.35 196.25 197.25 +0.05 329 3,354 -17
Sep07 070321 191.00 192.35 190.75 192.35 -0.15 175 1,508 +18
Nov07 070321 187.00 187.50 186.90 187.50 unch 82 5,337 -18
Jan08 070321 186.95 187.35 186.95 187.35 -0.15 100 595 +20
Mar08 070321 187.10 187.20 187.10 187.20 -0.30 50 65 -20
Total Volume and Open Interest 1,601 32,554 +22
Sugar #11(NYBOT)
May07 070321 10.26 10.28 10.18 10.19 -0.04 39,885 267,249 -647
Jul07 070321 10.21 10.21 10.14 10.17 -0.01 22,056 166,730 -602
Oct07 070321 10.51 10.51 10.48 10.51 +0.01 3,960 82,432 +908
Mar08 070321 11.08 11.10 11.03 11.09 +0.02 1,525 70,333 +1,499
May08 070321 11.14 11.15 11.13 11.13 +0.01 660 22,686 -108
Total Volume and Open Interest 69,140 651,751 +1,196
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070321 20.74 20.74 20.74 20.74 +0.06 243 1,795 +41
Jul07 070321 20.90 20.90 20.90 20.90 +0.05 200 3,510 +22
Sep07 070321 20.70 20.70 20.70 20.70 +0.05 10 1,716 +2
Nov07 070321 20.99 20.99 20.99 20.99 unch 6 1,559 +6
Total Volume and Open Interest 469 9,980 +81
London Cocoa(LCE)
Mar07 070315 979 986 974 978 -12 14,291 916 -14,036
May07 070321 1019 1041 1019 1033 +13 6,682 64,755 -981
Jul07 070321 1030 1050 1030 1044 +14 1,580 36,653 +311
Sep07 070321 1045 1064 1045 1057 +14 1,499 40,018 +385
Dec07 070321 1049 1068 1048 1061 +14 1,772 40,114 -157
Mar08 070321 1050 1069 1048 1061 +14 629 18,828 -13
May08 070321 1058 1069 1057 1068 +14 17 2,638 +0
Total Volume and Open Interest 12,179 210,098 -455
London Coffee(LCE)
Mar07 070321 1480.00 1542.00 1480.00 1525.00 +44.00 156 249 -121
May07 070321 1505.00 1566.00 1496.00 1547.00 +41.00 6,380 72,598 -539
Jul07 070321 1516.00 1576.00 1508.00 1558.00 +41.00 4,281 30,494 +2,475
Sep07 070321 1516.00 1569.00 1510.00 1558.00 +41.00 855 16,929 +212
Nov07 070321 1504.00 1550.00 1504.00 1549.00 +41.00 78 8,527 +53
Jan08 070321 1498.00 1541.00 1498.00 1541.00 +41.00 2 2,110 +0
Total Volume and Open Interest 11,752 133,149 +2,080
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070321 344.50 345.40 343.40 345.20 +0.40 3,467 35,223 -135
Aug07 070321 331.00 332.00 330.50 331.40 +0.80 2,181 18,790 +1,158
Oct07 070321 322.60 324.20 322.50 323.60 +0.60 229 6,245 -8
Dec07 070321 321.50 322.10 321.50 322.10 +1.10 133 2,652 -8
Total Volume and Open Interest 6,469 71,202 +1,109
Cotton(NYBOT)
May07 070321 53.21 53.45 53.10 53.11 -0.19 12,917 112,404 -411
Jul07 070321 54.20 54.35 54.15 54.24 +0.04 4,426 46,366 +923
Oct07 070321 57.25 57.25 57.20 57.20 unch 411 2,008 +276
Dec07 070321 58.75 58.80 58.60 58.64 -0.01 3,381 47,225 +750
Mar08 070321 61.10 61.15 61.10 61.10 +0.25 579 4,492 +120
May08 070321 62.05 62.05 62.05 62.05 +0.35 7 135 +7
Total Volume and Open Interest 21,752 214,731 +1,681
Lumber(CME)
May07 070321 244.0 246.3 242.4 244.2 +1.1 518 6,166 -5
Jul07 070321 260.6 262.2 259.9 260.7 +0.1 78 1,311 +34
Sep07 070321 272.5 273.7 272.0 273.7 +0.3 5 191 +5
Nov07 070321 266.0 269.5 266.0 269.5 +3.3 10 57 +3
Total Volume and Open Interest 611 7,741 +37
Crude Oil(NYM)
May07 070321 59.73 59.85 59.23 59.61 +0.36 234,310 390,175 +8,138
Jun07 070321 61.10 61.30 60.86 61.11 +0.48 69,431 144,008 +1,302
Jul07 070321 62.00 62.20 61.90 62.12 +0.53 16,246 64,383 -2,119
Aug07 070321 62.90 62.90 62.70 62.83 +0.54 5,097 29,236 -840
Sep07 070321 63.39 63.39 63.39 63.39 +0.55 3,631 38,078 +1,260
Oct07 070321 63.86 63.86 63.86 63.86 +0.55 1,796 26,556 +260
Nov07 070321 64.25 64.25 64.25 64.25 +0.55 2,919 24,066 +1,541
Dec07 070321 64.30 64.70 64.30 64.57 +0.55 13,372 150,878 +1,019
Jan08 070321 64.84 64.84 64.84 64.84 +0.55 1,404 33,485 +149
Feb08 070321 65.07 65.07 65.07 65.07 +0.55 689 12,399 +50
Mar08 070321 65.26 65.26 65.26 65.26 +0.55 1,696 14,508 -158
Apr08 070321 65.40 65.43 65.40 65.43 +0.55 0 12,204 +0
May08 070321 65.59 65.59 65.59 65.59 +0.55 215 8,141 +215
Jun08 070321 65.74 65.74 65.74 65.74 +0.55 3,449 36,119 -247
Jul08 070321 65.88 65.88 65.88 65.88 +0.55 15 4,992 -5
Aug08 070321 65.98 65.98 65.98 65.98 +0.55 15 5,394 -15
Total Volume and Open Interest 399,966 1,312,508 -9,667
Heating Oil(NYM)
Apr07 070321 167.80 167.90 165.50 166.46 -0.41 22,639 39,645 -3,832
May07 070321 167.70 167.80 165.60 166.60 +0.08 18,748 63,345 +2,459
Jun07 070321 168.70 168.70 167.85 168.05 +0.53 5,785 30,311 -353
Jul07 070321 171.20 171.20 170.00 170.55 +0.78 1,947 14,464 +384
Aug07 070321 174.00 174.00 173.25 173.25 +0.88 1,301 6,451 +40
Sep07 070321 176.70 176.70 176.40 176.40 +0.88 882 8,669 +103
Oct07 070321 180.90 180.90 179.50 179.85 +0.93 348 3,817 +1
Nov07 070321 183.00 183.30 183.00 183.30 +1.08 296 2,719 +105
Dec07 070321 186.32 186.32 185.50 186.15 +1.18 2,101 19,341 +143
Jan08 070321 189.00 189.00 188.00 188.05 +1.18 387 9,279 +186
Feb08 070321 189.80 189.80 188.70 188.85 +1.33 93 3,062 +52
Mar08 070321 187.70 187.80 187.70 187.80 +1.33 7 1,474 +5
Total Volume and Open Interest 54,541 211,193 -708
RBOB Gasoline(NYMEX)
Apr07 070321 195.00 196.86 192.30 193.97 -1.23 34,467 35,685 +35,685
May07 070321 189.50 191.43 187.60 189.38 -0.62 22,341 54,981 +54,981
Jun07 070321 188.50 189.50 186.38 188.00 -0.35 8,783 27,144 +27,144
Jul07 070321 187.57 187.75 185.17 186.48 -0.33 4,535 13,066 +13,066
Aug07 070321 186.11 186.80 184.75 185.30 -0.11 3,054 9,572 +9,572
Sep07 070321 183.98 184.70 182.66 182.66 -0.87 2,075 16,042 +16,042
Oct07 070321 172.03 172.03 172.00 172.00 -0.50 67 4,229 +4,229
Nov07 070321 168.50 168.50 168.25 168.25 -0.32 11 2,082 +2,082
Dec07 070321 167.00 167.00 167.00 167.00 -0.65 157 4,061 +4,061
Jan08 070321 167.43 167.43 167.43 167.43 +0.41 60 1,275 +1,275
Total Volume and Open Interest 75,600 170,714 -818
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070321 193.49 193.49 193.49 193.49 -0.72 0 8 +8
May07 070321 188.53 188.53 188.53 188.53 -0.59 0 1 +1
Jun07 070321 187.23 187.23 187.23 187.23 -0.04 0 2 +2
Jul07 070321 186.18 186.18 186.18 186.18 +0.11      
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Apr07 070321 6.940 7.170 6.910 7.160 +0.250 42,754 43,932 -6,262
May07 070321 7.040 7.280 7.035 7.265 +0.245 14,913 131,030 +2,288
Jun07 070321 7.185 7.400 7.175 7.400 +0.243 3,983 31,353 +625
Jul07 070321 7.325 7.545 7.325 7.545 +0.241 2,633 26,943 +382
Aug07 070321 7.440 7.657 7.440 7.657 +0.241 1,044 27,673 +105
Sep07 070321 7.490 7.716 7.490 7.716 +0.241 1,534 18,589 +115
Oct07 070321 7.625 7.847 7.625 7.847 +0.237 1,881 42,272 +289
Nov07 070321 8.320 8.487 8.320 8.487 +0.217 179 20,944 +57
Dec07 070321 8.940 9.122 8.940 9.122 +0.197 200 37,643 -5
Jan08 070321 9.437 9.437 9.437 9.437 +0.197 691 33,889 -7
Feb08 070321 9.427 9.427 9.427 9.427 +0.192 213 20,169 +49
Mar08 070321 9.120 9.202 9.120 9.202 +0.192 350 48,086 +228
Apr08 070321 7.830 7.842 7.830 7.842 +0.152 702 32,142 +390
May08 070321 7.717 7.717 7.717 7.717 +0.147 736 14,292 +168
Jun08 070321 7.772 7.772 7.772 7.772 +0.147 44 9,727 +8
Jul08 070321 7.850 7.850 7.837 7.837 +0.147 15 5,205 -3
Total Volume and Open Interest 73,292 775,465 -1,437
Brent Crude Oil(ICE)
May07 070321 60.45 61.31 60.35 60.77 +0.57 94,705 143,377 +0
Jun07 070321 61.29 62.01 61.17 61.49 +0.42 44,869 168,316 +0
Jul07 070321 62.06 62.60 61.81 62.12 +0.38 13,112 47,583 +0
Aug07 070321 62.60 62.69 62.47 62.68 +0.35 3,793 26,171 +0
Sep07 070321 62.96 63.18 62.95 63.16 +0.34 2,655 27,072 +0
Oct07 070321 63.52 63.52 63.52 63.52 +0.34 1,203 23,880 +0
Nov07 070321 63.84 63.84 63.84 63.84 +0.34 0 19,471 +0
Dec07 070321 64.05 64.40 63.90 64.14 +0.34 6,900 69,634 +0
Jan08 070321 64.40 64.40 64.40 64.40 +0.33 0 11,303 +0
Feb08 070321 64.63 64.63 64.63 64.63 +0.31 0 3,909 +0
Mar08 070321 64.84 64.84 64.84 64.84 +0.28 29 3,408 +0
Apr08 070321 65.03 65.03 65.03 65.03 +0.29 0 1,285 +0
May08 070321 65.20 65.20 65.20 65.20 +0.31 0 1,093 +0
Jun08 070321 65.34 65.34 65.34 65.34 +0.33 0 10,327 +0
Total Volume and Open Interest 169,392 681,844 +0
Gas Oil(ICE)
Apr07 070321 528.00 530.50 525.50 528.50 -1.00 30,261 60,255 +0
May07 070321 531.50 534.00 529.00 532.25 -0.75 22,707 68,169 +0
Jun07 070321 536.75 538.50 534.50 537.25 -0.50 10,017 49,678 +0
Jul07 070321 542.75 544.00 541.75 544.00 -0.25 3,149 20,419 +0
Aug07 070321 550.00 551.00 550.00 551.00 -0.25 1,845 13,219 +0
Sep07 070321 557.00 558.25 557.00 558.25 unch 1,809 15,370 +0
Oct07 070321 564.75 565.00 563.25 564.75 +0.25 852 6,338 +0
Nov07 070321 569.50 570.00 569.50 570.00 +0.50 376 6,836 +0
Dec07 070321 574.25 574.75 571.75 574.50 +0.75 2,191 37,217 +0
Jan08 070321 581.25 581.25 581.25 581.25 +1.00 0 8,183 +0
Total Volume and Open Interest 73,208 323,515 +0
US Dollar Index(NYBOT)
Jun07 070321 82.77 83.00 82.45 82.49 -0.32 1,309 26,593 +472
Sep07 070321 82.25 82.25 82.25 82.25 -0.32 0 2,076 +0
Dec07 070321 82.01 82.01 82.01 82.01 -0.32 0 3 +0
Total Volume and Open Interest 1,309 28,672 -10,717
Australian Dollar(CME)
Jun07 070321 79.99 80.59 79.95 80.59 +0.53 2,744 103,351 +5,979
Sep07 070321 80.34 80.34 80.34 80.34 +0.52 0 323 +1
Dec07 070321 80.05 80.05 80.05 80.05 +0.53 0 417 -1
Total Volume and Open Interest 2,744 104,097 +5,979
British Pound(CME)
Jun07 070321 195.77 196.84 195.69 196.80 +0.79 13,388 111,433 +14,345
Sep07 070321 196.62 196.62 196.62 196.62 +0.78 0 198 +2
Dec07 070321 196.32 196.32 196.32 196.32 +0.76 0 4 +0
Total Volume and Open Interest 13,388 111,646 -44,819
Canadian Dollar(CME)
Jun07 070321 86.38 86.89 86.35 86.86 +0.47 8,684 120,096 -1,998
Sep07 070321 87.07 87.07 87.07 87.07 +0.46 7 1,744 +73
Dec07 070321 86.88 87.28 86.88 87.28 +0.46 59 1,284 +36
Mar08 070321 87.49 87.49 87.49 87.49 +0.46 0 16 +0
Total Volume and Open Interest 10,015 161,700 -2,964
Japanese Yen(CME)
Jun07 070321 85.85 86.28 85.75 86.10 -0.16 2,761 163,339 +1,684
Sep07 070321 87.08 87.08 87.08 87.08 -0.16 0 8,103 +39
Dec07 070321 88.00 88.00 88.00 88.00 -0.16 0 5,098 +0
Total Volume and Open Interest 2,761 176,550 -103,782
Swiss Franc(CME)
Mar07 070319 82.57 82.57 82.57 82.57 -0.24 476 39,836 -1,856
Jun07 070321 83.00 83.36 82.81 83.34 +0.21 6,045 53,179 +4,483
Sep07 070321 83.92 83.92 83.92 83.92 +0.21 0 74 +3
Total Volume and Open Interest 6,045 53,302 -35,053
EuroFX(CME)
Jun07 070321 133.44 134.31 133.37 134.27 +0.72 1,219 181,062 -33
Sep07 070321 133.90 134.65 133.90 134.65 +0.72 0 1,221 +16
Dec07 070321 134.94 134.94 134.94 134.94 +0.72 0 241 +0
Total Volume and Open Interest 1,219 182,591 -67,022
Mexican Peso(CME)
Apr07 070321 9060.0 9060.0 9060.0 9060.0 +80.0      
May07 070321 9045.0 9045.0 9045.0 9045.0 +80.0      
Total Volume and Open Interest 2,702 75,465 -36,083
30-Year T-Bonds(CBOT)
Mar07 070321 112~22 112~24 112~10 112~13 -0~12 10,574 21,945 -3,367
Jun07 070321 112~22 113~03 112~06 112~31 +0~08 292,090 814,947 +20,943
Sep07 070321 112~23 113~01 112~08 112~31 +0~08 131 2,708 +71
Total Volume and Open Interest 302,797 839,665 +17,648
10-Year T-Notes(CBOT)
Mar07 070321 108~230 108~285 108~175 108~185 -0~060 6,024 5,863 -2,341
Jun07 070321 108~225 109~025 108~100 109~000 +0~085 853,853 2,276,640 +15,637
Total Volume and Open Interest 867,306 2,306,291 +19,518
5-Year T-Notes(CBOT)
Mar07 070321 106~035 106~035 106~035 106~035 +0~080 1,006 0 +0
Jun07 070321 106~005 106~110 105~250 106~095 +0~075 361,275 0 +0
Sep07 070321 106~080 106~155 106~080 106~155 +0~075      
Total Volume and Open Interest 362,281    
2 Year T-Notes(CBOT)
Mar07 070321 102~052 102~052 102~052 102~052 +0~016 0 17,523 -1,517
Jun07 070321 102~056 102~080 102~049 102~078 +0~018 2,837 878,799 +3,069
Total Volume and Open Interest 2,837 896,322 +1,552
Eurodollars(CME)
Jun07 070321 94.735 94.825 94.720 94.785 +0.045 30,367 1,710,251 +1,308
Sep07 070321 94.925 95.040 94.910 95.030 +0.095 30,159 1,409,079 -21,821
Dec07 070321 95.120 95.255 95.095 95.240 +0.110 17,839 1,702,180 +4,399
Mar08 070321 95.265 95.405 95.250 95.400 +0.115 14,614 1,266,123 +20,886
Jun08 070321 95.345 95.480 95.325 95.475 +0.115 20,062 1,015,770 +17,805
Sep08 070321 95.365 95.490 95.345 95.490 +0.105 13,528 741,829 +9,878
Dec08 070321 95.360 95.480 95.345 95.475 +0.095 16,374 599,594 -3,418
Mar09 070321 95.340 95.450 95.330 95.450 +0.085 13,711 356,611 +978
Jun09 070321 95.310 95.410 95.295 95.410 +0.080 6,345 273,378 +750
Sep09 070321 95.270 95.360 95.260 95.360 +0.070 6,062 222,133 +660
Dec09 070321 95.220 95.305 95.210 95.305 +0.065 6,210 151,260 +1,973
Mar10 070321 95.195 95.270 95.180 95.270 +0.060 5,256 136,465 -1,050
Jun10 070321 95.160 95.225 95.140 95.225 +0.055 4,886 79,105 -1,785
Sep10 070321 95.120 95.180 95.105 95.180 +0.050 4,173 87,263 +188
Dec10 070321 95.075 95.130 95.060 95.130 +0.045 4,690 81,889 +43
Mar11 070321 95.050 95.100 95.035 95.100 +0.040 6,623 79,642 +1,941
Jun11 070321 95.020 95.070 95.000 95.065 +0.040 3,160 69,242 +586
Sep11 070321 94.985 95.030 94.970 95.030 +0.035 3,588 55,334 -1,413
Total Volume and Open Interest 218,376 10,237,357 +41,690
3-Mth Euro-Yen(CME)
Mar07 070319 99.33 99.33 99.33 99.33 unch 435 19,791 +72
Jun07 070321 99.30 99.30 99.30 99.30 unch 1,584 20,831 +1,639
Sep07 070321 99.24 99.24 99.24 99.24 +0.01 0 8,141 -150
Dec07 070321 99.14 99.14 99.14 99.14 unch 70 11,274 -525
Mar08 070321 99.05 99.05 99.05 99.05 +0.01 140 5,715 +63
Jun08 070321 98.96 98.96 98.96 98.96 unch 0 1,011 -287
Sep08 070321 98.88 98.88 98.88 98.88 -0.01 0 1,683 +0
Dec08 070321 98.82 98.82 98.82 98.82 unch 0 120 +0
Mar09 070321 98.73 98.73 98.73 98.73 unch      
Jun09 070321 98.65 98.65 98.65 98.65 unch 0 5 +0
Total Volume and Open Interest 1,794 48,790 +740
3-Mth Euro-Yen(SIMEX)
Jun07 070321 99.30 99.30 99.30 99.30 unch 2,190 68,949 -51
Sep07 070321 99.24 99.24 99.24 99.24 +0.01 3,397 53,631 +1,644
Dec07 070321 99.14 99.14 99.14 99.14 unch 1,399 57,371 +234
Mar08 070321 99.05 99.06 99.05 99.05 unch 481 39,019 +177
Jun08 070321 98.96 98.97 98.96 98.97 unch 497 10,095 -233
Sep08 070321 98.89 98.89 98.89 98.89 unch 301 3,249 +164
Dec08 070321 98.81 98.81 98.81 98.81 unch 25 673 +0
Mar09 070321 98.73 98.73 98.73 98.73 unch 0 520 +0
Total Volume and Open Interest 8,290 235,226 +494
German Euro-Bund(EUREX)
Jun07 070321 116.25 116.43 115.90 116.14 -0.14 755,325 1,630,883 +1,630,883
Sep07 070321 116.27 116.41 116.06 116.19 -0.14 106 906 +906
Dec07 070321 115.95 115.95 115.95 115.95 -0.01      
Total Volume and Open Interest 1,118,795 1,682,279 +158,148
German Euro-Bobl(EUREX)
Jun07 070321 108.84 108.98 108.71 108.79 -0.04 381,870 1,024,906 +1,024,906
Sep07 070321 108.94 108.94 108.94 108.94 +0.08 42 0 +0
Dec07 070321 108.96 108.96 108.96 108.96 -0.04      
Total Volume and Open Interest 381,912 1,024,906 -22,532
Long Gilt(LIFFE)
Mar07 070321 107~12 107~19 107~07 107~13 +0~00 1,519 27,171 -654
Jun07 070321 108~30 109~09 108~26 109~01 +0~00 78,663 318,881 +3,183
Total Volume and Open Interest 80,182 346,057 +2,529
3-Mth Short Sterling(LIFFE)
Mar07 070321 94.43 94.43 94.43 94.43 unch 90,050 517,468 -2,114
Jun07 070321 94.27 94.27 94.27 94.27 unch 184,217 568,453 +8,103
Sep07 070321 94.25 94.25 94.25 94.25 unch 216,099 492,147 +17,934
Total Volume and Open Interest 922,241 2,955,696 +59,122
3-Mth Euribor(LIFFE)
Jun07 070321 95.930 95.955 95.925 95.930 -0.005 111,942 757,687 +757,687
Sep07 070321 95.865 95.905 95.860 95.865 -0.010 138,448 715,690 +715,690
Dec07 070321 95.865 95.910 95.845 95.860 -0.010 145,750 718,107 +718,107
Total Volume and Open Interest 658,413 3,595,627 -576,034
3-Mth Aus T-Bills(SFE)
Jun07 070321 93.40 93.41 93.37 93.39 -0.01 59,720 428,453 +3,352
Sep07 070321 93.36 93.37 93.33 93.35 -0.01 67,333 245,331 +22,725
Dec07 070321 93.36 93.37 93.33 93.35 -0.01 27,679 150,200 +23,156
Mar08 070321 93.40 93.40 93.36 93.38 -0.02 9,244 52,872 -1,118
Jun08 070321 93.44 93.44 93.41 93.43 -0.01 1,771 43,806 +921
Sep08 070321 93.47 93.47 93.44 93.46 -0.01 1,594 26,305 +915
Dec08 070321 93.49 93.49 93.47 93.47 -0.02 151 13,577 -202
Mar09 070321 93.48 93.49 93.48 93.49 -0.01 446 5,994 +394
Jun09 070321 93.49 93.49 93.49 93.49 -0.02 0 2,029 +0
Sep09 070321 93.50 93.50 93.50 93.50 -0.02 0 362 +0
Total Volume and Open Interest 167,984 969,066 +50,097
10-Year Aus T-Bonds(SFE)
Jun07 070321 94.21 94.22 94.19 94.21 0.00 38,364 408,202 +5,578
Sep07 070321 94.21 94.21 94.21 94.21 0.00      
Total Volume and Open Interest 38,364 408,202 +5,578
3-Year Aus T-Bonds(SFE)
Jun07 070321 93.90 93.91 93.86 93.88 -0.03 103,119 626,853 -15,583
Sep07 070321 93.88 93.88 93.88 93.88 -0.03      
Total Volume and Open Interest 103,119 626,853 -15,583
Gold(CMX)
Apr07 070321 661.5 662.5 657.5 660.0 +1.0 74,042 136,764 -16,918
Jun07 070321 667.5 668.3 665.0 666.3 +1.0 20,376 97,453 +6,775
Aug07 070321 672.6 672.6 672.6 672.6 +1.1 3,488 10,861 +2,390
Oct07 070321 682.0 682.0 678.6 678.7 +1.1 409 26,970 +137
Dec07 070321 685.0 685.0 684.7 684.7 +1.1 426 54,040 +130
Feb08 070321 690.5 690.5 690.5 690.5 +1.1 5 3,871 +0
Apr08 070321 696.1 696.1 696.1 696.1 +1.1 61 6,046 +35
Jun08 070321 701.8 701.8 701.8 701.8 +1.1 100 3,310 +100
Aug08 070321 707.4 707.4 707.4 707.4 +1.1 0 740 +0
Oct08 070321 713.0 713.0 713.0 713.0 +1.2 0 500 +0
Dec08 070321 718.5 718.5 718.5 718.5 +1.2 1 6,415 +0
Total Volume and Open Interest 99,024 359,726 -7,268
Silver(CMX)
Mar07 070321 1323.7 1323.7 1323.7 1323.7 -4.8 0 550 -14
May07 070321 1340.0 1342.0 1321.0 1332.0 -5.0 13,782 61,860 -784
Jul07 070321 1353.0 1355.0 1334.0 1344.5 -4.9 422 17,560 -85
Sep07 070321 1356.1 1356.1 1356.1 1356.1 -5.1 311 6,960 +221
Dec07 070321 1374.0 1380.0 1366.0 1370.8 -5.2 77 14,632 +8
Mar08 070321 1383.8 1383.8 1383.8 1383.8 -5.4 0 1,907 +0
May08 070321 1392.0 1392.0 1392.0 1392.0 -5.5 0 60 +0
Total Volume and Open Interest 14,882 113,072 -387
Platinum(NYM)
Apr07 070321 1235.0 1237.0 1230.0 1230.0 -5.3 1,276 7,991 -52
Jul07 070321 1238.0 1241.5 1235.0 1237.7 -5.6 818 3,316 +303
Oct07 070321 1242.7 1242.7 1242.7 1242.7 -5.6 0 30 +0
Jan08 070321 1247.7 1247.7 1247.7 1247.7 -5.6 0 2 +0
Total Volume and Open Interest 2,094 11,339 +251
Palladium(NYME)
Mar07 070321 348.00 348.00 348.00 348.00 -3.20 0 7 +0
Jun07 070321 353.50 353.75 352.00 352.00 -3.30 262 14,156 +23
Sep07 070321 357.50 357.50 357.50 357.50 -3.30 2 1,026 -20
Total Volume and Open Interest 264 15,320 +3
Copper(CMX)
Mar07 070321 303.00 303.90 300.35 301.90 -1.20 688 1,515 -91
May07 070321 301.50 304.50 299.50 301.90 -1.50 9,056 43,154 +241
Jul07 070321 300.25 301.00 298.40 300.55 -1.20 2,014 13,725 +720
Sep07 070321 298.25 298.25 297.85 297.85 -1.15 247 2,598 +179
Dec07 070321 293.00 293.00 293.00 293.00 -1.15 10 2,433 +0
Total Volume and Open Interest 12,942 71,303 +1,569
Aluminum(CMX)
Mar07 070321 122.35 122.35 122.35 122.35 -1.15 11 10 +6
Apr07 070321 122.35 122.35 122.35 122.35 -1.15 0 59 +0
May07 070321 122.00 122.00 122.00 122.00 -1.00 0 41 +0
Jun07 070321 121.60 121.60 121.60 121.60 -0.90 0 40 +0
Jul07 070321 121.25 121.25 121.25 121.25 -0.75 0 40 +0
Aug07 070321 120.85 120.85 120.85 120.85 -0.65 0 40 +0
Total Volume and Open Interest 21 504 +16
DJIA Index(CBOT)
Mar07 070315 12160 12176 12111 12171 +19 7,661 46,766 -2,517
Jun07 070321 12378 12569 12350 12523 +138 1,816 38,429 +167
Sep07 070321 12460 12640 12460 12618 +138 0 17 +0
Dec07 070321 12545 12717 12545 12717 +138 0 9 +0
Total Volume and Open Interest 1,816 38,455 +167
S & P 500(CME)
Jun07 070321 1423.70 1449.50 1421.00 1445.00 +21.60 26,547 587,719 -2,500
Sep07 070321 1458.20 1458.20 1458.20 1458.20 +21.70 0 11,217 +4
Dec07 070321 1446.00 1469.60 1446.00 1469.60 +21.60 2 2,297 -1
Mar08 070321 1480.60 1480.60 1480.60 1480.60 +21.60 1,616 2,964 +1,616
Total Volume and Open Interest 28,165 604,260 -881
S & P 500 E-Mini(Globex)
Jun07 070321 1423.50 1449.75 1421.00 1445.00 +21.50 1,064,641 1,692,585 +3,540
Sep07 070321 1436.00 1461.25 1434.50 1458.25 +21.75 958 3,603 +588
Total Volume and Open Interest 1,065,599 1,696,188 +4,128
NASDAQ 100(CME)
Jun07 070321 1794.00 1827.00 1782.00 1825.00 +32.70 5,088 46,970 +1,780
Sep07 070321 1847.00 1847.00 1847.00 1847.00 +32.70 0 36 +0
Dec07 070321 1829.00 1868.00 1829.00 1868.00 +32.70      
Total Volume and Open Interest 5,088 47,006 +1,780
NASDAQ 100 E-Mini(Globex)
Jun07 070321 1792.50 1827.50 1782.30 1825.00 +32.70 225,633 329,872 -3,709
Sep07 070321 1812.50 1848.50 1812.50 1847.00 +32.70 9 8 +7
Total Volume and Open Interest 225,642 329,880 -3,702
S & P Midcap 400(CME)
Jun07 070321 847.50 860.50 845.75 859.50 +12.10 155 7,360 +18
Sep07 070321 867.10 867.10 867.10 867.10 +12.10      
Dec07 070321 874.70 874.70 874.70 874.70 +12.10      
Total Volume and Open Interest 155 7,360 +18
Russell 2000(CME)
Jun07 070321 801.00 815.30 799.10 814.50 +14.00 957 32,423 -44
Sep07 070321 821.50 821.50 821.50 821.50 +14.70 0 42 +0
Dec07 070321 828.50 828.50 828.50 828.50 +15.40      
Total Volume and Open Interest 957 32,465 -44
Russell 2000 E-Mini(Globex)
Mar07 070316 782.00 783.70 779.70 783.70 +0.70 34,338 174,584 -43,864
Jun07 070321 800.40 815.70 798.40 814.50 +14.00 155,718 405,030 +2,102
Sep07 070321 807.00 822.50 805.50 821.50 +14.70 279 245 +148
Total Volume and Open Interest 155,997 405,275 +2,250
Value Line(KCBT)
Jun07 070321 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070321 17250 17490 17220 17475 +255      
Sep07 070321 17500 17485 17500 17500 +255      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070320 17115 17215 17075 17150 +170      
Sep07 070320 17125 17220 17125 17125 +155      
Dec07 070320 17095 17095 17095 17095 +155      
Total Volume and Open Interest 69,993 221,930 -1,736
CAC 40(EURONEXT)
Mar07 070316 5379.0 5414.0 5346.0 5386.0 -2.5 244,077 496,079 -84,383
Apr07 070321 5512.0 5537.0 5506.5 5519.0 -3.0 106,468 368,434 +16,937
May07 070321 5484.0 5486.0 5484.0 5475.0 -3.0 429 1,125 +406
Total Volume and Open Interest 107,996 415,889 +17,992
Hang Seng Index(HKFE)
Mar07 070321 19365 19554 19236 19507 +241 39,702 113,925 +113,925
Apr07 070321 19398 19591 19255 19549 +241 2,230 6,126 +6,126
Total Volume and Open Interest 42,126 122,467 +500
DAX(EUREX)
Jun07 070321 6751.0 6889.0 6745.0 6770.5 +10.0 178,922 243,483 -2,770
Sep07 070321 6822.0 6959.5 6818.0 6842.5 +10.0 404 4,769 -58
Dec07 070321 6894.0 7033.5 6892.5 6915.0 +10.5 203 645 +16
Total Volume and Open Interest 179,529 248,897 -2,812
FT-SE 100(EURONEXT)
Jun07 070321 6230.00 6325.00 6225.00 6281.00 +47.00 79,949 484,567 +2,461
Sep07 070321 6290.50 6342.50 6286.50 6316.00 +47.50 151 4,062 +10
Dec07 070321 6364.50 6364.50 6364.50 6364.50 +48.00 0 2,776 +0
Total Volume and Open Interest 80,100 491,405 +2,471
SPI 200(SFE)
Mar07 070315 5810.0 5852.0 5800.0 5846.0 +96.0 80,044 264,799 +23,899
Jun07 070321 5955.0 5966.0 5895.0 5910.0 -12.0 18,000 302,992 -1,247
Sep07 070321 5903.0 5913.0 5903.0 5913.0 -13.0 84 3,630 +126
Total Volume and Open Interest 18,219 310,517 -1,201
GSCI(CME)
Apr07 070321 438.00 439.50 436.70 439.50 +3.50 265 19,751 +22
May07 070321 445.40 445.40 445.40 445.40 +1.90      
Jun07 070321 449.10 449.10 449.10 449.10 +2.10      
Total Volume and Open Interest 265 19,751 +22
Reuters CRB Index(NYBOT)
Apr07 070321 401.75 402.50 401.75 402.50 +1.00 9 273 +0
Jun07 070321 407.00 408.25 407.00 408.25 +1.00 4 447 +1
Aug07 070321 414.50 414.50 414.50 414.50 +1.00 2 210 +0
Total Volume and Open Interest 15 930 +1
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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