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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 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May07 070327 758.50 761.50 756.00 757.00 -1.50 18,469 221,599 +715
Jul07 070327 773.50 777.00 772.00 773.00 -1.75 7,548 101,241 -347
Aug07 070327 781.50 782.50 778.00 778.75 -2.25 219 7,180 -6
Sep07 070327 788.00 788.00 785.50 785.75 -1.50 307 3,586 -4
Nov07 070327 800.50 804.50 798.75 799.75 -1.50 6,365 100,281 -744
Jan08 070327 812.00 812.00 808.00 809.00 -0.50 89 5,421 +44
Mar08 070327 818.00 819.50 816.00 816.50 -1.00 63 7,260 +11
Total Volume and Open Interest 34,464 480,933 -2,481
Soybean Meal(CBOT)
May07 070327 215.30 215.70 213.50 214.20 -1.10 13,284 72,003 -4,022
Jul07 070327 220.50 220.80 218.80 219.30 -1.10 4,627 57,999 +195
Aug07 070327 223.50 223.70 221.60 222.00 -1.10 517 15,091 +295
Sep07 070327 225.00 225.00 223.50 223.90 -0.80 720 11,490 -90
Oct07 070327 226.00 226.20 225.00 225.40 -0.90 155 7,786 +37
Dec07 070327 230.00 230.00 228.20 228.90 -0.70 2,489 37,660 -859
Jan08 070327 230.20 230.50 229.50 229.80 -1.30 107 1,834 +39
Mar08 070327 232.00 232.00 231.50 231.80 -1.50 121 1,739 +30
Total Volume and Open Interest 22,207 210,083 -4,417
Soybean Oil(CBOT)
May07 070327 31.70 31.99 31.70 31.81 +0.14 11,629 166,658 +2,056
Jul07 070327 32.18 32.45 32.18 32.25 +0.07 4,442 62,988 +1,646
Aug07 070327 32.40 32.65 32.40 32.45 +0.05 939 6,752 +309
Sep07 070327 32.70 32.88 32.67 32.67 +0.07 403 4,793 -63
Oct07 070327 32.90 33.07 32.87 32.87 +0.15 308 10,207 +251
Dec07 070327 33.28 33.42 33.25 33.27 +0.14 1,426 48,300 +1,595
Jan08 070327 33.45 33.56 33.45 33.56 +0.16 1 3,311 +0
Mar08 070327 33.80 33.85 33.80 33.85 +0.18 40 1,438 +36
Total Volume and Open Interest 19,357 309,863 +15,912
Canola(WCE)
May07 070327 357.9 357.9 347.8 353.7 -1.6 3,705 41,166 -475
Jul07 070327 365.4 366.0 358.1 363.1 -2.2 2,240 24,010 +786
Total Volume and Open Interest 9,455 97,510 +2,471
Corn(CBOT)
May07 070327 387.50 394.00 387.00 392.50 +1.50 25,541 436,466 -7,741
Jul07 070327 400.00 405.50 399.50 403.75 +0.25 20,676 293,859 +4,137
Sep07 070327 397.00 401.50 397.00 400.50 +1.25 3,414 74,896 -518
Dec07 070327 400.00 403.00 398.50 401.50 +0.25 19,297 409,004 -1,828
Mar08 070327 409.50 412.75 408.00 410.50 -0.25 1,547 40,616 +952
May08 070327 417.50 418.00 414.50 415.50 -1.50 447 7,207 +103
Total Volume and Open Interest 76,718 1,409,293 -11,424
Wheat(CBOT)
May07 070327 457.50 459.50 451.25 454.00 -4.00 5,147 185,573 +1,731
Jul07 070327 470.50 472.50 465.00 468.00 -2.25 4,505 115,166 +825
Sep07 070327 482.00 482.50 476.50 478.50 -2.50 188 12,930 +906
Dec07 070327 493.50 496.00 490.00 491.75 -2.25 649 66,055 +148
Mar08 070327 502.00 502.00 500.00 501.00 -2.00 46 2,374 +64
Total Volume and Open Interest 10,680 408,195 +1,076
Wheat(KCBT)
May07 070327 475.00 478.00 469.00 470.25 -6.75 6,197 49,017 -753
Jul07 070327 478.00 482.00 473.25 475.00 -9.25 4,082 48,459 +1,208
Sep07 070327 490.00 490.00 483.00 484.25 -4.75 452 8,679 +196
Dec07 070327 502.00 503.50 497.00 498.50 -3.75 854 11,533 +499
Mar08 070327 513.00 513.00 507.00 507.00 -5.00 37 1,356 +12
Total Volume and Open Interest 11,692 123,122 +911
Wheat(MGE)
May07 070327 499.00 501.50 493.25 495.75 -3.25 2,558 12,337 -464
Jul07 070327 507.00 508.00 500.50 503.75 -4.25 957 11,573 -380
Sep07 070327 513.50 514.00 506.00 508.00 -5.00 499 8,516 +5
Dec07 070327 518.00 522.00 514.00 515.75 -2.25 777 16,186 -64
Mar08 070327 522.00 526.00 522.00 526.00 unch 10 795 +2
Total Volume and Open Interest 4,814 49,921 -2,495
Oats(CBOT)
May07 070327 285.00 290.50 285.00 289.50 unch 344 8,354 +141
Jul07 070327 291.00 295.00 291.00 292.50 -2.00 195 2,396 +73
Sep07 070327 260.00 263.50 260.00 262.50 unch 20 664 +12
Dec07 070327 254.50 257.00 254.00 256.00 +1.00 283 9,239 +91
Total Volume and Open Interest 842 20,822 +636
Rough Rice(CBOT)
May07 070327 9.80 9.83 9.78 9.80 +0.04 759 6,787 -710
Jul07 070327 10.12 10.12 10.11 10.11 +0.04 544 1,777 +101
Sep07 070327 10.40 10.42 10.39 10.40 +0.01 88 1,957 +33
Nov07 070327 10.72 10.75 10.69 10.69 +0.01 64 4,825 +1
Total Volume and Open Interest 1,456 15,541 -416
Live Cattle(CME)
Apr07 070327 98.000 98.150 96.650 96.825 -1.225 7,122 55,750 -1,564
Jun07 070327 95.200 95.200 93.300 93.350 -1.775 9,887 145,370 +1,149
Aug07 070327 92.500 92.550 91.000 91.200 -1.275 3,390 46,972 +541
Oct07 070327 96.300 96.300 95.025 95.150 -1.100 1,343 32,020 +379
Dec07 070327 96.350 96.350 95.375 95.425 -1.125 558 12,410 +196
Feb08 070327 96.600 96.600 95.500 95.575 -1.025 98 8,580 +35
Total Volume and Open Interest 22,407 302,895 +1,511
Feeder Cattle(CME)
Mar07 070327 105.325 105.500 105.050 105.100 -0.225 302 1,954 -62
Apr07 070327 106.750 107.200 105.050 105.225 -1.075 1,067 7,494 +182
May07 070327 108.250 108.500 106.900 106.950 -1.000 1,397 15,859 -4
Aug07 070327 109.600 109.700 108.400 108.575 -0.975 230 6,566 +86
Sep07 070327 107.550 108.000 106.850 106.875 -0.675 64 1,389 +5
Oct07 070327 107.800 107.800 107.000 107.000 -0.750 30 417 +5
Nov07 070327 106.800 106.800 106.800 106.800 -0.350 4 82 +2
Total Volume and Open Interest 3,096 33,883 +629
Lean Hogs(CME)
Apr07 070327 63.700 63.900 63.200 63.375 -0.425 7,008 23,737 -1,944
May07 070327 73.500 73.550 72.850 73.325 -0.400 734 5,632 +479
Jun07 070327 74.250 74.400 73.500 73.775 -0.475 8,499 82,630 +759
Jul07 070327 74.950 75.050 74.500 74.600 -0.375 2,584 22,521 -35
Aug07 070327 74.650 74.750 74.100 74.650 -0.275 1,375 17,445 +220
Oct07 070327 67.550 67.650 66.800 67.200 -0.475 1,054 11,687 +319
Dec07 070327 66.500 66.500 65.700 65.950 -0.350 247 11,502 +41
Feb08 070327 69.200 69.300 69.200 69.275 -0.650 23 2,934 +12
Total Volume and Open Interest 21,533 178,283 -996
Pork Bellies(CME)
May07 070327 103.000 103.600 101.500 101.600 -0.675 187 965 -45
Jul07 070327 104.700 104.800 103.000 103.450 -0.950 9 270 +2
Aug07 070327 101.000 101.000 100.500 100.500 -0.800 2 41 +1
Feb08 070327 100.800 100.800 100.800 100.800 +0.050 0 2 +0
Mar08 070319 100.250 100.250 100.250 100.250 unch      
Total Volume and Open Interest 139 1,372  
Class III Milk(CME)
Mar07 070327 14.90 14.91 14.90 14.90 -0.01 41 2,930 +2
Apr07 070327 15.65 15.65 15.57 15.60 -0.08 182 3,145 +4
May07 070327 15.40 15.40 15.25 15.25 -0.17 216 3,034 +58
Jun07 070327 15.35 15.35 15.10 15.17 -0.23 169 3,061 +34
Jul07 070327 15.41 15.47 15.21 15.37 -0.10 105 2,746 +31
Total Volume and Open Interest 1,413 34,221 +245
Cocoa(NYBOT)
May07 070327 1912 1922 1890 1893 -33 6,710 76,575 +970
Jul07 070327 1939 1945 1914 1919 -32 1,737 30,220 +728
Sep07 070327 1962 1965 1941 1941 -33 187 23,852 +103
Dec07 070327 1978 1986 1960 1960 -32 355 23,979 +204
Mar08 070327 1977 1977 1977 1977 -30 8 9,488 +0
May08 070327 1995 1995 1995 1995 -30 7 2,944 -5
Jul08 070327 2005 2005 2005 2005 -31 10 2,201 +14
Total Volume and Open Interest 9,196 178,617 +3,700
Coffee "C"(NYBOT)
May07 070327 114.00 114.20 112.05 112.45 -1.90 9,719 84,187 -157
Jul07 070327 116.60 116.90 115.00 115.25 -1.90 2,732 27,512 +575
Sep07 070327 119.25 119.75 117.60 118.05 -1.90 1,200 16,119 -18
Dec07 070327 122.50 123.10 121.55 121.55 -1.90 697 6,656 +275
Mar08 070327 126.25 126.50 124.90 124.90 -1.85 137 2,867 +10
May08 070327 128.20 128.50 126.85 126.85 -1.85 726 3,880 +660
Total Volume and Open Interest 15,409 149,683 +3,179
Orange Juice(NYBOT)
May07 070327 196.00 196.00 194.70 195.50 -0.75 731 20,456 -126
Jul07 070327 192.25 192.60 192.25 192.45 -0.20 90 4,173 -1
Sep07 070327 188.00 188.55 188.00 188.55 -0.20 0 1,651 +0
Nov07 070327 184.80 184.80 184.05 184.05 -0.35 83 5,795 +65
Jan08 070327 184.50 184.50 183.80 183.80 -0.20 68 866 -31
Mar08 070327 183.80 183.80 183.80 183.80 -0.20 5 92 +5
Total Volume and Open Interest 987 33,048 -207
Sugar #11(NYBOT)
May07 070327 10.00 10.18 9.95 10.11 +0.11 53,417 259,100 -1,070
Jul07 070327 10.04 10.23 10.02 10.17 +0.12 24,388 172,276 +1,688
Oct07 070327 10.42 10.53 10.40 10.52 +0.09 6,151 84,296 +1,458
Mar08 070327 11.04 11.15 10.99 11.14 +0.13 3,477 72,370 +961
May08 070327 11.10 11.22 11.02 11.22 +0.15 1,023 22,709 +73
Total Volume and Open Interest 90,998 654,295 +5,731
Sugar #14(NYBOT)
Mar07 070208 20.20 20.28 20.20 20.28 -0.02 155 524 -65
May07 070327 20.90 20.90 20.90 20.90 unch 93 2,013 -16
Jul07 070327 20.90 20.90 20.90 20.90 +0.05 110 3,767 -40
Sep07 070327 20.71 20.71 20.71 20.71 unch 126 1,753 +2
Nov07 070327 20.97 20.97 20.97 20.97 unch 5 1,579 +5
Total Volume and Open Interest 373 10,569 -11
London Cocoa(LCE)
Mar07 070315 979 986 974 978 -12 14,291 916 -14,036
May07 070327 1035 1040 1027 1032 -6 4,103 63,170 -1,163
Jul07 070327 1046 1054 1041 1046 -6 1,329 36,397 +122
Sep07 070327 1061 1067 1056 1059 -6 1,463 41,217 +445
Dec07 070327 1067 1072 1059 1063 -8 858 40,579 +718
Mar08 070327 1067 1070 1060 1064 -8 532 18,976 +143
May08 070327 1073 1074 1071 1071 -7 50 4,131 +50
Total Volume and Open Interest 8,537 211,732 +50
London Coffee(LCE)
Mar07 070327 1565.00 1565.00 1550.00 1550.00 -18.00 23 99 -48
May07 070327 1570.00 1573.00 1549.00 1555.00 -14.00 6,934 76,653 +499
Jul07 070327 1580.00 1583.00 1560.00 1566.00 -11.00 3,519 35,486 +825
Sep07 070327 1575.00 1580.00 1559.00 1565.00 -10.00 849 18,700 +475
Nov07 070327 1564.00 1569.00 1550.00 1556.00 -10.00 145 10,061 +45
Jan08 070327 1548.00 1548.00 1548.00 1548.00 -9.00 0 2,211 +0
Total Volume and Open Interest 11,470 145,456 +5,438
London Sugar(LCE)
Mar07 070213 327.00 327.10 320.50 323.70 -4.50 8,923 7,733 -4,140
May07 070327 341.00 342.80 340.00 341.50 -1.40 7,071 35,786 +5
Aug07 070327 325.40 325.40 321.20 324.20 -0.40 4,793 21,504 +693
Oct07 070327 317.50 319.00 315.50 318.20 -2.80 1,446 6,997 +175
Dec07 070327 317.00 318.70 316.20 318.70 -2.80 344 2,746 +26
Total Volume and Open Interest 14,265 76,188 +2,646
Cotton(NYBOT)
May07 070327 53.70 53.75 53.35 53.39 +0.10 5,668 111,012 -788
Jul07 070327 54.60 54.60 54.40 54.41 +0.06 2,829 49,813 +763
Oct07 070327 57.30 57.35 57.20 57.35 -0.05 149 2,389 +90
Dec07 070327 59.10 59.20 59.00 59.08 +0.14 2,721 50,422 +759
Mar08 070327 61.60 61.75 61.60 61.75 +0.30 278 5,385 +75
May08 070327 62.58 62.58 62.58 62.58 +0.13 0 161 +0
Total Volume and Open Interest 11,693 221,613 +2,470
Lumber(CME)
May07 070327 243.0 243.0 241.6 242.0 -0.6 299 6,366 +4
Jul07 070327 259.2 260.0 258.6 258.6 -1.9 89 1,413 +23
Sep07 070327 271.0 271.0 270.1 270.4 -1.5 34 234 +12
Nov07 070327 270.0 272.4 270.0 272.4 -0.1 8 73 +8
Total Volume and Open Interest 431 8,103 +165
Crude Oil(NYM)
May07 070327 62.75 63.05 62.30 62.93 +0.02 229,559 367,680 -11,035
Jun07 070327 64.55 64.65 64.15 64.65 +0.13 114,676 171,470 +6,466
Jul07 070327 65.55 65.83 65.30 65.79 +0.23 29,256 66,739 -873
Aug07 070327 66.10 66.60 66.00 66.53 +0.28 9,521 31,577 +1,178
Sep07 070327 67.07 67.07 67.07 67.07 +0.34 7,486 40,629 +540
Oct07 070327 67.14 67.49 67.13 67.49 +0.38 3,820 26,388 -301
Nov07 070327 67.81 67.81 67.81 67.81 +0.40 1,778 25,160 +18
Dec07 070327 68.05 68.06 68.05 68.06 +0.42 18,389 151,242 -333
Jan08 070327 68.26 68.26 68.26 68.26 +0.43 1,378 34,011 -13
Feb08 070327 68.44 68.44 68.44 68.44 +0.44 1,183 13,212 +820
Mar08 070327 68.57 68.57 68.57 68.57 +0.45 970 15,209 -350
Apr08 070327 68.68 68.68 68.68 68.68 +0.45 100 11,669 -50
May08 070327 68.79 68.79 68.79 68.79 +0.45 410 9,374 +400
Jun08 070327 68.90 68.90 68.90 68.90 +0.45 3,412 39,064 +1,022
Jul08 070327 68.99 68.99 68.99 68.99 +0.46 21 4,982 -19
Aug08 070327 69.05 69.05 69.05 69.05 +0.47 10 5,404 +10
Total Volume and Open Interest 428,869 1,326,826 +1,627
Heating Oil(NYM)
Apr07 070327 177.15 178.80 176.10 178.64 +1.03 22,054 24,354 -2,583
May07 070327 177.00 178.80 176.10 178.51 +1.01 31,950 68,225 +2,041
Jun07 070327 177.80 179.51 177.50 179.51 +1.11 8,987 33,368 +787
Jul07 070327 181.76 181.76 181.76 181.76 +1.21 1,803 14,924 -195
Aug07 070327 184.20 184.30 184.10 184.26 +1.21 386 7,012 +39
Sep07 070327 185.05 187.26 185.05 187.26 +1.21 325 8,547 +40
Oct07 070327 188.40 190.66 188.40 190.66 +1.26 72 4,053 +4
Nov07 070327 192.90 194.06 192.75 194.06 +1.26 86 2,887 +33
Dec07 070327 194.45 196.71 194.45 196.71 +1.26 1,193 19,934 +658
Jan08 070327 196.20 198.46 196.20 198.46 +1.26 144 9,688 -28
Feb08 070327 196.80 199.11 196.80 199.11 +1.31 34 3,063 +12
Mar08 070327 195.60 197.91 195.60 197.91 +1.31 0 2,018 +0
Total Volume and Open Interest 67,216 207,914 +1,547
RBOB Gasoline(NYMEX)
Apr07 070327 206.50 210.00 203.32 207.30 +0.53 24,983 24,652 -3,606
May07 070327 201.25 212.30 199.69 202.14 +0.62 28,941 61,738 +2,985
Jun07 070327 198.79 203.50 197.50 199.89 +0.87 8,099 30,355 +229
Jul07 070327 197.71 199.50 196.27 198.64 +0.97 3,397 13,265 -660
Aug07 070327 195.36 197.75 195.36 197.69 +1.07 1,622 9,538 -281
Sep07 070327 194.25 195.29 193.43 195.29 +1.17 960 16,091 -70
Oct07 070327 182.60 184.50 182.50 184.44 +1.27 790 4,778 +324
Nov07 070327 180.50 180.50 180.44 180.44 +1.32 94 2,197 +22
Dec07 070327 176.50 178.39 176.45 178.39 +1.32 120 4,385 -11
Jan08 070327 177.20 178.84 177.20 178.84 +1.32 0 1,390 +0
Total Volume and Open Interest 69,381 171,589 -668
e-MiNY RBOB Gasoline(NYMEX)
Apr07 070327 207.30 207.30 207.30 207.30 +0.53 0 8 +0
May07 070327 202.14 202.14 202.14 202.14 +0.62 0 1 +0
Jun07 070327 199.89 199.89 199.89 199.89 +0.87 0 2 +0
Jul07 070327 198.64 198.64 198.64 198.64 +0.97      
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Apr07 070327 7.300 7.530 7.270 7.503 +0.249 38,018 25,810 -5,867
May07 070327 7.420 7.630 7.390 7.615 +0.232 20,102 130,222 +242
Jun07 070327 7.570 7.753 7.530 7.753 +0.223 6,143 34,640 +499
Jul07 070327 7.730 7.901 7.700 7.901 +0.213 4,897 28,448 +264
Aug07 070327 7.840 8.005 7.820 8.005 +0.204 2,503 27,488 +115
Sep07 070327 7.900 8.059 7.880 8.059 +0.200 2,676 19,865 +1,165
Oct07 070327 8.020 8.170 8.010 8.170 +0.198 5,074 39,481 -1,221
Nov07 070327 8.630 8.800 8.630 8.800 +0.183 1,694 20,842 -234
Dec07 070327 9.300 9.435 9.260 9.435 +0.178 1,189 37,655 -152
Jan08 070327 9.570 9.745 9.570 9.745 +0.158 1,102 34,006 +69
Feb08 070327 9.690 9.730 9.690 9.730 +0.157 102 20,256 -1
Mar08 070327 9.410 9.505 9.380 9.505 +0.150 1,517 48,246 +301
Apr08 070327 7.890 8.010 7.890 8.010 +0.105 1,124 32,253 -162
May08 070327 7.820 7.890 7.820 7.890 +0.105 894 14,624 +87
Jun08 070327 7.880 7.955 7.880 7.955 +0.105 513 9,879 +97
Jul08 070327 7.905 8.030 7.900 8.030 +0.105 303 5,163 -49
Total Volume and Open Interest 89,217 762,082 -9,012
Brent Crude Oil(ICE)
May07 070327 64.63 69.00 64.03 64.60 +0.19 90,810 134,469 +321
Jun07 070327 65.05 69.70 64.74 65.33 +0.26 76,181 176,889 -2,123
Jul07 070327 65.53 69.20 65.32 65.94 +0.32 24,600 55,572 +2,479
Aug07 070327 66.10 66.48 65.85 66.48 +0.38 7,338 26,829 +1,218
Sep07 070327 66.52 66.95 66.30 66.95 +0.43 4,737 29,968 +527
Oct07 070327 66.91 67.29 66.91 67.29 +0.49 1,464 24,349 +63
Nov07 070327 67.56 67.56 67.56 67.56 +0.50 0 18,626 -375
Dec07 070327 67.32 67.85 67.18 67.80 +0.49 14,228 70,072 +51
Jan08 070327 68.04 68.04 68.04 68.04 +0.51 0 11,382 +178
Feb08 070327 68.21 68.21 68.21 68.21 +0.51 0 3,969 -20
Mar08 070327 68.12 68.36 68.12 68.36 +0.50 13 3,375 -6
Apr08 070327 68.18 68.45 68.18 68.45 +0.46 0 1,295 +0
May08 070327 68.52 68.52 68.52 68.52 +0.43 0 1,093 +0
Jun08 070327 68.52 68.59 68.52 68.59 +0.44 535 10,861 +295
Total Volume and Open Interest 226,068 699,937 -20,436
Gas Oil(ICE)
Apr07 070327 554.50 563.00 551.00 554.75 +0.50 25,429 50,588 -4,695
May07 070327 558.00 566.75 555.00 558.50 +0.50 23,882 67,998 +333
Jun07 070327 563.75 571.50 559.50 563.25 +0.75 6,848 49,941 +1,715
Jul07 070327 569.50 574.50 567.50 569.50 +0.75 2,034 20,322 -645
Aug07 070327 575.00 577.25 573.50 576.25 +0.75 394 13,986 +20
Sep07 070327 582.50 583.75 580.50 583.25 +0.75 711 16,587 +302
Oct07 070327 587.75 590.00 587.25 589.75 +1.00 322 6,835 +181
Nov07 070327 604.00 604.00 595.25 595.25 +1.25 37 7,134 +9
Dec07 070327 596.50 605.50 596.00 599.75 +1.25 1,671 37,005 +271
Jan08 070327 607.25 607.25 605.75 606.75 +1.50 418 8,728 +135
Total Volume and Open Interest 62,066 317,380 -1,763
US Dollar Index(NYBOT)
Jun07 070327 82.83 82.88 82.65 82.72 -0.08 1,503 26,559 +137
Sep07 070327 82.49 82.49 82.43 82.48 -0.08 0 2,077 +0
Dec07 070327 82.24 82.24 82.24 82.24 -0.08 0 3 +0
Total Volume and Open Interest 1,503 28,639 -209
Australian Dollar(CME)
Jun07 070327 80.71 80.71 80.61 80.63 -0.20 1,514 118,708 +2,675
Sep07 070327 80.37 80.37 80.37 80.37 -0.20 0 354 -20
Dec07 070327 80.08 80.08 80.08 80.08 -0.20 0 414 +0
Total Volume and Open Interest 1,514 119,483 +8,257
British Pound(CME)
Jun07 070327 196.45 196.60 196.43 196.49 -0.43 2,112 113,833 +5,065
Sep07 070327 196.29 196.29 196.29 196.29 -0.43 0 260 +1
Dec07 070327 195.96 195.96 195.96 195.96 -0.43 0 5 +0
Total Volume and Open Interest 2,112 114,113 +4,266
Canadian Dollar(CME)
Jun07 070327 86.73 86.75 86.54 86.58 +0.30 2,882 108,409 +637
Sep07 070327 86.95 86.95 86.79 86.79 +0.30 20 1,777 +38
Dec07 070327 87.00 87.12 87.00 87.00 +0.30 6 1,280 -5
Mar08 070327 87.32 87.32 87.21 87.21 +0.30 5 35 +4
Total Volume and Open Interest 2,913 111,513 -311
Japanese Yen(CME)
Jun07 070327 85.43 85.80 85.42 85.69 +0.06 1,970 171,289 +2,222
Sep07 070327 86.67 86.67 86.67 86.67 +0.06 0 8,243 +45
Dec07 070327 87.59 87.59 87.59 87.59 +0.06 0 5,100 +1
Total Volume and Open Interest 1,970 184,643 -6,613
Swiss Franc(CME)
Mar07 070319 82.57 82.57 82.57 82.57 -0.24 476 39,836 -1,856
Jun07 070327 82.87 83.10 82.81 82.93 +0.07 3,586 52,677 +4,197
Sep07 070327 83.51 83.51 83.51 83.51 +0.07 0 76 -1
Total Volume and Open Interest 3,586 52,802 +2,001
EuroFX(CME)
Jun07 070327 133.86 134.07 133.77 133.88 +0.14 2,160 188,258 +7,561
Sep07 070327 134.27 134.27 134.27 134.27 +0.14 0 1,505 +49
Dec07 070327 134.56 134.56 134.56 134.56 +0.14 0 245 +0
Total Volume and Open Interest 2,160 190,088 +2,555
Mexican Peso(CME)
Apr07 070327 9040.0 9040.0 9040.0 9040.0 -27.0      
May07 070327 9025.0 9025.0 9025.0 9025.0 -27.0      
Total Volume and Open Interest 1,925 71,203 +573
30-Year T-Bonds(CBOT)
Jun07 070327 111~28 112~00 111~19 111~24 -0~09 308,474 804,904 +6,154
Sep07 070327 111~29 111~29 111~20 111~23 -0~09 278 3,139 +34
Dec07 070327 111~26 111~26 111~26 111~26 -0~09 12 64 +2
Total Volume and Open Interest 308,764 808,112 -27,034
10-Year T-Notes(CBOT)
Jun07 070327 108~140 108~175 108~105 108~125 -0~045 991,152 2,359,230 +58,991
Sep07 070327 108~160 108~160 108~145 108~145 -0~045 350 24,020 -117
Total Volume and Open Interest 991,502 2,383,257 +49,031
5-Year T-Notes(CBOT)
Jun07 070327 106~005 106~010 105~290 105~310 -0~015 438,066 0 +0
Sep07 070327 106~055 106~055 106~050 106~050 -0~015      
Total Volume and Open Interest 438,532    
2 Year T-Notes(CBOT)
Jun07 070327 102~065 102~068 102~060 102~064 unch 919 941,955 +10,627
Total Volume and Open Interest 919 950,708 -2,885
Eurodollars(CME)
Jun07 070327 94.745 94.750 94.740 94.740 unch 24,775 1,593,091 -25,144
Sep07 070327 94.955 94.955 94.935 94.935 -0.010 13,444 1,357,134 -13,417
Dec07 070327 95.160 95.165 95.135 95.145 -0.005 9,420 1,662,742 +4,846
Mar08 070327 95.320 95.330 95.295 95.305 -0.010 9,603 1,270,902 -12,655
Jun08 070327 95.400 95.405 95.380 95.385 -0.010 19,932 1,090,240 +14,890
Sep08 070327 95.415 95.415 95.395 95.405 -0.005 8,240 789,705 +31,966
Dec08 070327 95.405 95.405 95.385 95.390 -0.010 9,218 631,585 +15,244
Mar09 070327 95.380 95.380 95.360 95.365 -0.010 5,741 363,629 +2,673
Jun09 070327 95.335 95.335 95.315 95.320 -0.010 7,657 278,935 +573
Sep09 070327 95.280 95.280 95.265 95.270 -0.010 5,396 235,782 +414
Dec09 070327 95.215 95.215 95.205 95.205 -0.015 6,097 153,641 -1,146
Mar10 070327 95.175 95.175 95.165 95.170 -0.015 3,438 137,430 +1,107
Jun10 070327 95.130 95.130 95.120 95.125 -0.015 2,001 77,516 -992
Sep10 070327 95.090 95.090 95.075 95.080 -0.020 2,171 84,079 -98
Dec10 070327 95.040 95.040 95.025 95.030 -0.020 2,094 84,036 -994
Mar11 070327 95.010 95.010 94.995 95.000 -0.020 1,478 79,574 +629
Jun11 070327 94.975 94.975 94.955 94.965 -0.020 2,863 68,883 +724
Sep11 070327 94.940 94.940 94.920 94.930 -0.020 1,476 50,727 -917
Total Volume and Open Interest 139,388 10,210,749 +18,064
3-Mth Euro-Yen(CME)
Mar07 070319 99.33 99.33 99.33 99.33 unch 435 19,791 +72
Jun07 070327 99.31 99.31 99.31 99.31 +0.01 546 20,448 -215
Sep07 070327 99.23 99.23 99.23 99.23 +0.01 773 8,840 +266
Dec07 070327 99.12 99.12 99.12 99.12 unch 1,350 11,385 +30
Mar08 070327 99.03 99.03 99.03 99.03 +0.01 2,657 6,245 -117
Jun08 070327 98.93 98.93 98.93 98.93 unch 695 1,684 +446
Sep08 070327 98.85 98.85 98.85 98.85 unch 0 1,683 +0
Dec08 070327 98.76 98.76 98.76 98.76 unch 0 120 +0
Mar09 070327 98.70 98.70 98.70 98.70 unch      
Jun09 070327 98.62 98.62 98.62 98.62 +0.02 0 5 +0
Total Volume and Open Interest 6,021 50,420 +410
3-Mth Euro-Yen(SIMEX)
Jun07 070327 99.30 99.31 99.30 99.31 +0.01 5,224 71,812 +2,964
Sep07 070327 99.22 99.23 99.22 99.23 +0.01 1,447 52,821 +212
Dec07 070327 99.11 99.13 99.11 99.13 +0.02 2,197 56,885 +250
Mar08 070327 99.01 99.03 99.01 99.03 +0.02 1,799 38,849 -544
Jun08 070327 98.92 98.94 98.92 98.94 +0.02 353 11,374 +91
Sep08 070327 98.85 98.85 98.85 98.85 +0.02 0 3,858 -2
Dec08 070327 98.76 98.78 98.76 98.78 +0.02 0 775 -1
Mar09 070327 98.70 98.70 98.69 98.69 +0.02 0 520 +0
Total Volume and Open Interest 11,020 238,613 +3,079
German Euro-Bund(EUREX)
Jun07 070327 115.35 115.46 115.22 115.34 -0.22 1,598,794 1,596,667 -21,042
Sep07 070327 115.34 115.37 115.34 115.37 -0.23 133 818 -18
Dec07 070327 115.04 115.04 115.04 115.04 -0.22 1,478 0 +0
Total Volume and Open Interest 1,600,405 1,597,485 -21,060
German Euro-Bobl(EUREX)
Jun07 070327 108.47 108.52 108.40 108.45 -0.13 766,185 1,080,428 -26,373
Sep07 070327 108.62 108.62 108.62 108.62 -0.14 3,020 0 +0
Dec07 070327 108.62 108.62 108.62 108.62 -0.13      
Total Volume and Open Interest 769,205 1,080,428 -26,373
Long Gilt(LIFFE)
Mar07 070327 106~20 106~23 106~19 106~20 -0~07 3,466 26,313 -758
Jun07 070327 108~06 108~09 107~32 108~04 -0~09 64,813 317,777 +1,389
Total Volume and Open Interest 68,279 344,095 -1,651
3-Mth Short Sterling(LIFFE)
Jun07 070327 94.26 94.26 94.26 94.26 +0.01 43,969 577,891 -13,589
Sep07 070327 94.23 94.23 94.23 94.23 unch 76,706 514,763 +7,548
Dec07 070327 94.26 94.26 94.26 94.26 unch 80,487 437,479 +20,308
Total Volume and Open Interest 353,625 2,513,848 +36,724
3-Mth Euribor(LIFFE)
Jun07 070327 95.925 95.925 95.910 95.915 -0.010 127,021 776,222 +2,714
Sep07 070327 95.845 95.855 95.835 95.840 -0.015 160,424 711,736 -4,145
Dec07 070327 95.830 95.840 95.815 95.820 -0.020 179,260 742,273 -2,667
Total Volume and Open Interest 844,765 3,716,043 +9,536
3-Mth Aus T-Bills(SFE)
Jun07 070327 93.38 93.39 93.37 93.38 unch 7,994 394,847 +251,331
Sep07 070327 93.34 93.35 93.32 93.34 unch 22,166 249,259 +193,983
Dec07 070327 93.35 93.37 93.34 93.36 +0.01 8,900 146,477 +110,184
Mar08 070327 93.39 93.40 93.37 93.40 +0.01 3,909 62,981 +41,846
Jun08 070327 93.43 93.43 93.42 93.43 +0.01 464 48,035 +30,702
Sep08 070327 93.46 93.46 93.46 93.46 unch 820 27,236 +16,921
Dec08 070327 93.47 93.48 93.47 93.48 +0.01 54 13,460 +8,287
Mar09 070327 93.49 93.49 93.49 93.49 +0.01 152 6,796 +5,339
Jun09 070327 93.49 93.49 93.49 93.49 +0.01 0 2,029 +545
Sep09 070327 93.51 93.51 93.50 93.50 unch 0 362 +55
Total Volume and Open Interest 44,459 951,619 +658,726
10-Year Aus T-Bonds(SFE)
Jun07 070327 94.17 94.18 94.17 94.18 +0.02 29,410 389,379 +389,379
Sep07 070327 94.18 94.18 94.18 94.18 +0.02      
Total Volume and Open Interest 29,410 389,379 +389,379
3-Year Aus T-Bonds(SFE)
Jun07 070327 93.87 93.88 93.87 93.88 +0.01 44,423 578,106 +578,106
Sep07 070327 93.88 93.88 93.88 93.88 +0.01      
Total Volume and Open Interest 44,423 578,106 +578,106
Gold(CMX)
Apr07 070327 664.5 665.8 661.8 662.5 -1.4 82,317 95,016 -21,853
Jun07 070327 671.3 672.0 668.2 668.8 -1.4 37,197 136,654 +23,797
Aug07 070327 675.2 675.2 675.0 675.0 -1.4 428 10,949 +247
Oct07 070327 683.5 683.5 681.1 681.1 -1.3 594 28,100 +272
Dec07 070327 687.0 689.9 687.0 687.1 -1.3 1,285 56,145 +226
Feb08 070327 693.0 693.0 692.8 692.8 -1.3 11 4,060 +1
Apr08 070327 700.5 700.5 698.5 698.5 -1.3 431 6,647 +300
Jun08 070327 704.2 704.2 704.2 704.2 -1.2 200 3,568 +200
Aug08 070327 709.8 709.8 709.8 709.8 -1.2 0 740 +0
Oct08 070327 715.3 715.3 715.3 715.3 -1.2 0 500 +0
Dec08 070327 720.8 720.8 720.8 720.8 -1.2 150 6,333 -50
Total Volume and Open Interest 123,381 361,790 -602
Silver(CMX)
Mar07 070327 1332.0 1335.0 1321.0 1321.0 -13.0 214 250 -281
May07 070327 1336.5 1342.0 1324.0 1328.0 -13.0 11,945 60,548 -195
Jul07 070327 1350.0 1352.0 1340.0 1340.7 -13.1 817 17,641 +31
Sep07 070327 1352.4 1352.4 1352.4 1352.4 -13.1 222 7,693 +47
Dec07 070327 1370.0 1370.0 1367.3 1367.3 -13.2 82 14,502 -29
Mar08 070327 1380.8 1380.8 1380.8 1380.8 -13.2 10 2,251 +10
May08 070327 1389.0 1389.0 1389.0 1389.0 -13.2 0 241 +0
Total Volume and Open Interest 13,454 112,951 -842
Platinum(NYM)
Apr07 070327 1240.0 1242.0 1237.0 1242.0 +5.5 3,179 4,883 -1,957
Jul07 070327 1249.0 1252.0 1245.0 1252.0 +5.6 2,780 6,477 +1,969
Oct07 070327 1257.0 1257.0 1257.0 1257.0 +5.6 0 30 +0
Jan08 070327 1262.0 1262.0 1262.0 1262.0 +5.6 0 2 +0
Total Volume and Open Interest 5,959 11,392 +113
Palladium(NYME)
Mar07 070327 352.40 352.40 352.40 352.40 -2.70      
Jun07 070327 356.50 358.00 353.50 356.00 -3.00 387 14,417 +46
Sep07 070327 361.50 361.50 361.50 361.50 -3.00 7 1,088 +0
Total Volume and Open Interest 394 15,636 +321
Copper(CMX)
Mar07 070327 312.00 312.00 305.25 305.25 -7.20 308 637 -135
May07 070327 312.00 312.00 304.00 305.75 -8.10 8,152 44,633 -128
Jul07 070327 310.50 310.50 304.30 305.00 -7.55 1,248 15,347 +488
Sep07 070327 307.75 307.75 301.75 302.75 -7.20 113 2,709 +75
Dec07 070327 300.00 300.00 296.75 297.75 -7.25 78 2,851 -34
Total Volume and Open Interest 10,376 74,183 +961
Aluminum(CMX)
Mar07 070327 121.55 121.55 121.55 121.55 -0.20 1 7 +0
Apr07 070327 122.00 122.00 122.00 122.00 +0.25 0 59 +0
May07 070327 121.65 121.65 121.65 121.65 +0.25 0 41 +0
Jun07 070327 121.30 121.30 121.30 121.30 +0.30 0 40 +0
Jul07 070327 121.00 121.00 121.00 121.00 +0.35 0 40 +0
Aug07 070327 120.70 120.70 120.70 120.70 +0.45 0 40 +0
Total Volume and Open Interest 1 501 +0
DJIA Index(CBOT)
Mar07 070315 12160 12176 12111 12171 +19 7,661 46,766 -2,517
Jun07 070327 12523 12529 12456 12484 -49 6,168 38,691 -352
Sep07 070327 12590 12590 12585 12585 -48 7 56 -1
Dec07 070327 12678 12678 12678 12678 -49 0 15 +0
Total Volume and Open Interest 6,175 38,762 -45
S & P 500(CME)
Jun07 070327 1443.80 1444.20 1436.20 1440.60 -4.70 28,025 590,829 -335
Sep07 070327 1454.00 1454.00 1454.00 1454.00 -4.70 422 12,718 +300
Dec07 070327 1466.00 1466.00 1465.40 1465.40 -5.10 1 2,317 +1
Mar08 070327 1476.40 1476.40 1476.40 1476.40 -5.10 0 3,233 +0
Total Volume and Open Interest 28,448 609,160 +941
S & P 500 E-Mini(Globex)
Jun07 070327 1445.00 1446.00 1436.00 1440.50 -4.75 1,153,326 1,760,404 +16,659
Sep07 070327 1459.25 1459.25 1450.50 1454.00 -4.75 1,405 6,140 +815
Total Volume and Open Interest 1,154,731 1,766,544 +21,313
NASDAQ 100(CME)
Jun07 070327 1817.50 1817.80 1806.00 1810.30 -8.00 5,308 47,290 +582
Sep07 070327 1832.30 1832.30 1832.30 1832.30 -8.00 0 62 +0
Dec07 070327 1850.30 1850.30 1850.30 1850.30 -11.00 0 2 +0
Total Volume and Open Interest 5,308 47,354 +580
NASDAQ 100 E-Mini(Globex)
Jun07 070327 1818.30 1819.50 1806.30 1810.30 -8.00 317,097 339,802 -1,653
Sep07 070327 1855.30 1855.30 1832.30 1832.30 -8.00 2 19 +0
Total Volume and Open Interest 317,099 339,821 -7,750
S & P Midcap 400(CME)
Jun07 070327 861.50 861.50 856.50 860.80 -0.50 90 7,404 +3
Sep07 070327 868.40 868.40 868.40 868.40 -0.50      
Dec07 070327 876.00 876.00 876.00 876.00 -0.50      
Total Volume and Open Interest 90 7,404 +53
Russell 2000(CME)
Jun07 070327 813.50 813.50 806.70 809.80 -3.50 1,297 32,565 +375
Sep07 070327 816.80 816.80 816.80 816.80 -3.50 0 42 +0
Dec07 070327 823.80 823.80 823.80 823.80 -3.50      
Total Volume and Open Interest 1,297 32,607 +254
Russell 2000 E-Mini(Globex)
Mar07 070316 782.00 783.70 779.70 783.70 +0.70 34,338 174,584 -43,864
Jun07 070327 813.20 813.50 806.10 809.80 -3.50 165,279 412,436 +2,480
Sep07 070327 819.00 819.00 814.20 816.80 -3.50 24 345 -1
Total Volume and Open Interest 165,303 412,781 +3,044
Value Line(KCBT)
Jun07 070327 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun07 070327 17490 17490 17380 17415 -75      
Sep07 070327 17440 17440 17440 17440 -75      
Total Volume and Open Interest      
Nikkei 225(SGX)
Jun07 070327 17455 17545 17335 17460 unch 49,105 216,195 +1,412
Sep07 070327 17400 17550 17380 17400 -80 0 110 +0
Dec07 070327 17375 17375 17375 17375 -75 0 200 +0
Total Volume and Open Interest 49,105 216,565 +1,413
CAC 40(EURONEXT)
Mar07 070316 5379.0 5414.0 5346.0 5386.0 -2.5 244,077 496,079 -84,383
Apr07 070327 5626.5 5634.5 5592.5 5603.0 +10.0 121,820 401,017 +11,357
May07 070327 5582.0 5582.0 5554.5 5559.0 +10.0 65 1,425 +62
Total Volume and Open Interest 125,019 448,999 +10,255
Hang Seng Index(HKFE)
Mar07 070327 19753 19804 19620 19701 -59 33,390 112,517 -1,374
Apr07 070327 19787 19845 19665 19750 -52 4,500 10,646 +2,744
Total Volume and Open Interest 38,211 125,884 +1,439
DAX(EUREX)
Jun07 070327 6930.0 6944.0 6895.0 6910.5 +25.0 192,003 264,937 +633
Sep07 070327 7005.0 7015.0 6972.0 6984.5 +25.5 268 4,318 -28
Dec07 070327 7079.5 7079.5 7053.0 7059.0 +26.0 138 785 +89
Total Volume and Open Interest 192,409 270,040 +5,685
FT-SE 100(EURONEXT)
Jun07 070327 6352.50 6360.00 6301.50 6310.00 -9.50 87,770 489,563 -1,697
Sep07 070327 6386.50 6386.50 6342.50 6346.00 -9.50 697 5,939 +673
Dec07 070327 6424.00 6425.00 6388.00 6396.00 -8.50 36 3,081 -30
Total Volume and Open Interest 88,503 498,583 -7,982
SPI 200(SFE)
Mar07 070315 5810.0 5852.0 5800.0 5846.0 +96.0 80,044 264,799 +23,899
Jun07 070327 6040.0 6044.0 6010.0 6024.0 -23.0 15,597 299,900 +289,807
Sep07 070327 5989.0 6034.0 5989.0 6027.0 -24.0 18 3,688 +249
Total Volume and Open Interest 15,617 307,446 +4,692
GSCI(CME)
Apr07 070327 453.10 454.30 451.90 454.15 -0.25 622 20,765 -100
May07 070327 461.00 461.00 461.00 461.00 +0.50      
Jun07 070327 463.00 465.50 463.00 465.50 +1.00      
Total Volume and Open Interest 622 20,765 +50
Reuters CRB Index(NYBOT)
Apr07 070327 408.00 408.00 405.00 405.00 -2.00 8 273 +3
Jun07 070327 414.50 415.50 413.00 413.00 -1.00 5 658 +1
Aug07 070327 422.50 422.50 422.50 422.50 +1.00 5 207 +1
Total Volume and Open Interest 18 1,138 +1,138
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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