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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 Thu August 05, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040805 600.00 618.00 598.00 609.50 +19.50 3,818 4,751 -1,111
Sep04 040805 573.00 583.00 571.50 581.50 +16.00 7,198 16,408 -326
Nov04 040805 563.00 574.50 562.50 571.25 +14.25 36,164 117,021 -1,602
Jan05 040805 570.00 580.00 569.00 578.25 +14.25 754 10,796 +12
Mar05 040805 578.00 586.00 576.00 583.50 +13.00 464 7,448 +42
May05 040805 584.00 591.00 581.00 588.50 +12.00 673 6,490 -226
Jul05 040805 585.00 595.00 585.00 591.50 +11.50 1,111 2,725 +156
Total Volume and Open Interest 50,350 167,545 -3,032
Soybean Meal(CBOT)
Aug04 040805 186.00 187.50 184.00 186.80 +3.00 2,383 4,168 -375
Sep04 040805 182.00 184.00 181.00 182.70 +3.30 6,699 23,567 -417
Oct04 040805 174.00 176.50 172.90 176.20 +4.40 1,905 21,249 +162
Dec04 040805 173.00 176.00 172.50 175.20 +3.40 9,504 47,310 +139
Jan05 040805 174.00 177.20 173.60 176.00 +3.30 1,226 8,823 -36
Mar05 040805 178.00 180.50 177.00 179.60 +3.30 1,165 6,548 +359
May05 040805 180.00 183.20 179.00 182.00 +3.70 2,561 8,539 -161
Jul05 040805 183.00 186.30 182.30 185.20 +3.40 1,756 6,726 +496
Total Volume and Open Interest 27,547 132,676 +213
Soybean Oil(CBOT)
Aug04 040805 22.20 22.75 22.00 22.67 +0.91 2,062 2,544 -752
Sep04 040805 21.80 22.35 21.70 22.32 +0.80 5,417 18,762 -1,161
Oct04 040805 21.49 22.05 21.40 21.97 +0.85 1,806 17,328 +216
Dec04 040805 21.00 21.58 20.90 21.45 +0.74 10,061 65,080 +516
Jan05 040805 21.05 21.48 20.95 21.40 +0.66 506 11,838 +62
Mar05 040805 21.15 21.50 21.15 21.40 +0.55 947 10,299 +272
May05 040805 21.25 21.65 21.10 21.40 +0.40 784 6,187 -25
Jul05 040805 21.30 21.60 21.25 21.45 +0.45 759 5,674 +16
Total Volume and Open Interest 22,536 143,691 -848
Canola(WCE)
Sep04 040805 320.0 320.0 320.0 320.0 +0.4 0 306 +0
Nov04 040805 323.5 326.6 323.0 326.3 +5.1 1,871 42,865 +390
Jan05 040805 328.2 331.3 328.2 331.3 +4.5 65 2,444 +40
Mar05 040805 334.2 335.0 334.2 335.0 +4.4 125 3,401 +125
May05 040805 340.0 340.0 340.0 340.0 +3.0 0 343 +0
Total Volume and Open Interest 2,061 50,357 +555
Corn(CBOT)
Sep04 040805 223.00 225.00 220.00 224.00 +2.75 17,718 133,702 -3,863
Dec04 040805 233.00 235.25 230.00 234.75 +3.50 50,798 314,391 -1,710
Mar05 040805 242.00 244.00 239.00 243.75 +3.50 3,914 65,708 +458
May05 040805 247.25 249.75 245.00 249.50 +3.25 1,845 23,193 -168
Jul05 040805 252.00 255.00 250.00 254.25 +3.00 1,412 21,122 -279
Sep05 040805 253.50 256.00 252.50 255.75 +3.75 124 4,693 -11
Total Volume and Open Interest 76,516 576,774 -5,591
Wheat(CBOT)
Sep04 040805 319.50 323.00 318.00 321.50 +3.00 13,018 80,560 -2,642
Dec04 040805 334.00 336.75 332.00 336.00 +3.25 13,382 66,228 +3,031
Mar05 040805 345.00 348.50 344.25 348.00 +3.50 560 13,985 +8
May05 040805 349.25 353.00 349.25 352.50 +3.75 109 871 +18
Jul05 040805 352.00 356.00 352.00 354.50 +2.50 255 3,074 +54
Total Volume and Open Interest 27,327 164,765 +468
Wheat(KCBT)
Sep04 040805 341.00 344.00 340.50 343.00 +1.00 3,931 33,748 -249
Dec04 040805 353.50 357.00 353.50 357.00 +2.50 4,462 31,335 +644
Mar05 040805 363.00 367.00 363.00 367.00 +3.50 716 7,881 +313
May05 040805 367.00 369.00 367.00 369.00 +1.50 6 1,255 +4
Jul05 040805 366.00 370.00 366.00 370.00 unch 116 814 +38
Total Volume and Open Interest 9,232 75,061 +751
Wheat(MGE)
Sep04 040805 354.50 357.00 354.25 357.00 +2.50 2,396 13,305 -405
Dec04 040805 364.50 366.00 363.00 365.50 +2.00 1,325 14,435 -393
Mar05 040805 373.50 375.50 373.50 375.50 +2.00 319 4,202 +100
May05 040805 380.50 380.50 380.50 380.50 +1.75 3 1,209 +3
Jul05 040805 382.00 382.00 382.00 382.00 +1.50 0 85 +0
Total Volume and Open Interest 4,043 33,251 -695
Oats(CBOT)
Sep04 040805 133.25 133.50 130.00 132.00 +2.50 281 2,159 -25
Dec04 040805 142.25 142.25 137.25 140.00 +2.50 1,079 6,709 -43
Mar05 040805 148.50 148.50 144.25 147.00 +2.50 13 802 -2
May05 040805 150.00 150.00 150.00 150.00 +3.00 0 84 +0
Total Volume and Open Interest 1,373 9,774 -70
Rough Rice(CBOT)
Sep04 040805 7.36 7.38 7.28 7.33 -0.03 82 1,092 -7
Nov04 040805 7.35 7.39 7.30 7.34 -0.01 100 2,008 +54
Jan05 040805 7.52 7.52 7.48 7.51 -0.04 7 592 +0
Mar05 040805 7.70 7.70 7.70 7.70 -0.04 0 315 +0
Total Volume and Open Interest 189 4,022 +47
Live Cattle(CME)
Aug04 040805 84.750 84.875 84.050 84.550 -0.275 5,876 15,943 -622
Oct04 040805 87.400 87.800 86.750 87.400 -0.100 10,523 64,866 -1,398
Dec04 040805 89.150 89.200 88.350 89.000 -0.275 1,499 16,835 +109
Feb05 040805 89.300 89.500 88.800 89.350 -0.150 984 10,719 -11
Apr05 040805 87.100 87.400 86.800 87.150 -0.225 182 3,929 -2
Jun05 040805 82.200 82.400 82.000 82.150 -0.175 76 1,323 +5
Total Volume and Open Interest 19,273 113,909 -1,838
Feeder Cattle(CME)
Aug04 040805 113.500 114.350 113.250 113.975 +0.225 1,256 6,028 -145
Sep04 040805 112.650 113.150 112.000 112.425 -0.125 1,042 5,200 -92
Oct04 040805 111.975 112.600 111.400 111.950 -0.100 1,412 5,983 +17
Nov04 040805 109.400 110.000 109.000 109.800 +0.225 270 1,827 +11
Jan05 040805 105.400 105.950 105.250 105.500 unch 100 1,179 +34
Mar05 040805 101.250 101.300 100.500 101.275 -0.050 90 356 +49
Apr05 040805 100.600 100.600 100.050 100.300 -0.400 4 92 +0
Total Volume and Open Interest 4,175 20,688 -126
Lean Hogs(CME)
Aug04 040805 78.400 78.750 78.100 78.625 +0.075 3,055 9,482 -59
Oct04 040805 70.000 70.850 69.500 70.150 -0.050 4,696 54,722 +325
Dec04 040805 65.100 65.700 64.800 65.425 -0.025 1,644 18,682 +498
Feb05 040805 63.100 63.650 63.100 63.550 +0.125 529 4,009 +254
Apr05 040805 60.900 61.100 60.675 61.100 unch 157 1,921 +82
May05 040805 61.925 61.925 61.925 61.925 +0.025 61 237 +28
Jun05 040805 64.250 64.850 64.250 64.675 +0.425 79 458 +36
Jul05 040805 61.050 61.650 61.050 61.650 +0.600 64 235 +33
Total Volume and Open Interest 10,286 89,754 +1,197
Pork Bellies(CME)
Aug04 040805 101.000 102.275 100.750 101.975 +2.700 600 820 -237
Feb05 040805 96.650 99.000 96.200 97.000 +1.000 397 857 +78
Mar05 040805 94.900 94.900 94.900 94.900 +0.400 0 5 +0
May05 040805 96.000 96.000 96.000 96.000 +0.225 0 2 +0
Total Volume and Open Interest 997 1,684 -159
Class III Milk(CME)
Aug04 040805 14.14 14.14 14.05 14.09 -0.05 63 5,155 +15
Sep04 040805 15.30 15.37 15.05 15.23 -0.15 466 5,726 +19
Oct04 040805 14.40 14.63 14.30 14.59 -0.06 197 3,364 +32
Nov04 040805 13.20 13.20 13.10 13.10 -0.10 14 2,384 +8
Dec04 040805 12.50 12.50 12.45 12.45 -0.09 12 1,977 +2
Total Volume and Open Interest 776 21,682 +83
Cocoa(NYBOT)
Sep04 040805 1690 1709 1673 1703 -24 5,959 41,602 +587
Dec04 040805 1718 1725 1695 1722 -23 3,599 26,764 +1,449
Mar05 040805 1732 1742 1724 1742 -23 315 12,250 +112
May05 040805 1742 1754 1739 1754 -21 162 11,617 -12
Jul05 040805 1767 1767 1767 1767 -19 25 11,310 +5
Sep05 040805 1780 1780 1780 1780 -18 157 4,846 -60
Dec05 040805 1790 1790 1790 1790 -18 120 6,401 +110
Total Volume and Open Interest 10,337 119,017 +2,191
Coffee "C"(NYBOT)
Sep04 040805 65.00 66.20 65.00 65.90 -0.40 7,078 55,542 +239
Dec04 040805 68.75 69.60 68.60 69.40 -0.35 3,362 27,127 +1,099
Mar05 040805 72.00 72.70 71.90 72.55 -0.45 662 7,436 +206
May05 040805 74.00 74.80 74.00 74.30 -0.50 225 2,233 +24
Jul05 040805 75.70 76.25 75.70 75.95 -0.50 50 1,206 -1
Sep05 040805 77.90 77.90 77.50 77.50 -0.50 21 459 +13
Total Volume and Open Interest 11,399 94,257 +1,581
Orange Juice(NYBOT)
Sep04 040805 59.10 60.35 58.55 58.70 -0.70 1,831 14,198 -315
Nov04 040805 60.50 61.50 59.80 60.10 -0.50 813 11,739 +317
Jan05 040805 62.50 63.40 62.20 62.25 -0.75 278 2,772 +157
Mar05 040805 64.50 65.25 64.15 64.75 -0.15 278 5,660 +190
May05 040805 67.50 68.25 67.00 67.75 -0.25 46 3,102 +26
Total Volume and Open Interest 3,249 37,624 +372
Sugar #11(NYBOT)
Oct04 040805 8.05 8.19 7.98 8.13 -0.02 24,713 214,352 -1,505
Mar05 040805 8.54 8.67 8.52 8.63 -0.01 7,430 57,539 +1,276
May05 040805 8.42 8.54 8.42 8.51 +0.01 1,852 18,597 +0
Jul05 040805 8.20 8.27 8.20 8.26 -0.02 1,628 14,463 +677
Oct05 040805 8.00 8.05 8.00 8.05 unch 1,557 13,454 +758
Total Volume and Open Interest 37,804 324,858 +1,623
London Cocoa(LCE)
Sep04 040805 983 983 956 970 -15 2,594 44,172 +364
Dec04 040805 1008 1008 983 998 -14 3,163 58,411 +802
Mar05 040805 1028 1028 1001 1016 -13 809 28,076 -220
May05 040805 1029 1031 1020 1029 -13 162 14,323 +40
Jul05 040805 1038 1046 1038 1042 -14 127 12,252 +1
Sep05 040805 1050 1057 1050 1055 -14 0 14,857 +0
Dec05 040805 1070 1070 1065 1066 -15 28 7,256 +27
Total Volume and Open Interest 6,883 181,812 +1,014
London Coffee(LCE)
Sep04 040805 655.00 655.00 610.00 619.00 -36.00 3,121 58,728 -1,598
Nov04 040805 670.00 674.00 628.00 639.00 -35.00 3,034 42,884 +1,452
Jan05 040805 688.00 688.00 645.00 655.00 -33.00 595 29,046 +197
Mar05 040805 702.00 702.00 662.00 671.00 -32.00 281 15,983 +228
May05 040805 715.00 715.00 675.00 686.00 -32.00 50 13,225 +23
Jul05 040805 730.00 730.00 701.00 703.00 -29.00 13 3,569 +13
Total Volume and Open Interest 7,119 164,666 +340
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040805 249.60 250.50 247.00 249.00 -1.70 1,916 25,611 -189
Dec04 040805 252.50 254.00 251.20 253.30 -0.30 245 5,848 -102
Mar05 040805 257.00 259.50 257.00 259.20 +0.50 442 9,903 +93
May05 040805 257.60 258.60 256.50 258.60 +0.20 310 6,398 +273
Total Volume and Open Interest 2,942 56,385 +95
Cotton(NYBOT)
Oct04 040805 45.80 45.80 45.10 45.73 +0.78 285 2,884 -77
Dec04 040805 46.00 46.45 45.41 46.42 +0.94 5,553 54,936 +102
Mar05 040805 47.15 47.75 46.80 47.70 +0.88 1,345 12,949 +203
May05 040805 48.00 48.55 47.70 48.55 +0.82 171 3,090 +95
Jul05 040805 48.50 49.35 48.50 49.35 +0.75 195 3,332 +92
Oct05 040805 51.25 51.25 51.25 51.25 +0.35 0 25 +0
Total Volume and Open Interest 7,556 79,041 +416
Lumber(CME)
Sep04 040805 432.3 433.0 424.5 431.3 +2.8 492 4,374 +27
Nov04 040805 379.0 379.5 373.5 377.9 +1.5 230 1,573 +27
Jan05 040805 362.0 364.1 361.7 363.9 +2.4 62 347 +0
Mar05 040805 363.0 364.9 363.0 364.9 unch 3 44 +0
Total Volume and Open Interest 787 6,338 +54
Crude Oil(NYM)
Sep04 040805 43.30 44.50 43.00 44.41 +1.58 110,781 217,313 -11,233
Oct04 040805 42.80 43.90 42.50 43.80 +1.50 61,555 95,226 +2,080
Nov04 040805 42.20 43.30 42.10 43.22 +1.38 17,079 50,260 +4,661
Dec04 040805 41.80 42.65 41.65 42.65 +1.28 17,254 67,822 -1,087
Jan05 040805 41.25 42.09 41.23 42.09 +1.23 5,263 26,254 +746
Feb05 040805 40.80 41.63 40.80 41.63 +1.20 1,531 15,873 -352
Mar05 040805 40.25 41.20 40.25 41.20 +1.17 1,024 18,358 -157
Apr05 040805 40.79 40.79 40.79 40.79 +1.13 2,007 13,810 +1,038
May05 040805 40.25 40.39 40.25 40.39 +1.09 800 6,560 +94
Jun05 040805 39.25 40.03 39.25 40.03 +1.06 2,972 22,882 -868
Jul05 040805 39.70 39.72 39.70 39.72 +1.04 250 6,964 -50
Aug05 040805 39.47 39.47 39.47 39.47 +1.03 0 5,959 +0
Sep05 040805 39.10 39.26 39.10 39.26 +1.02 203 9,279 +45
Oct05 040805 39.06 39.06 39.06 39.06 +1.00 202 4,407 +200
Nov05 040805 38.86 38.86 38.86 38.86 +0.98 0 4,423 +0
Dec05 040805 38.00 38.90 38.00 38.68 +0.96 3,483 45,215 +4
Total Volume and Open Interest 231,588 720,685 -5,199
Heating Oil(NYM)
Sep04 040805 116.90 120.00 116.00 119.30 +3.74 24,522 78,800 +1,272
Oct04 040805 117.90 121.00 117.10 120.37 +3.83 5,801 23,850 +1,045
Nov04 040805 118.70 121.50 118.15 121.12 +3.73 2,445 15,356 +310
Dec04 040805 119.00 122.00 118.90 121.67 +3.58 3,017 26,991 +657
Jan05 040805 119.80 122.60 119.20 121.82 +3.43 2,731 12,592 +71
Feb05 040805 118.50 121.00 118.00 120.32 +3.28 525 13,036 -78
Mar05 040805 115.30 117.25 114.90 116.92 +3.08 611 11,153 +242
Apr05 040805 110.75 113.20 110.50 112.17 +2.93 136 3,004 +55
May05 040805 106.60 109.10 106.60 107.87 +2.78 72 2,740 +68
Jun05 040805 104.00 106.90 104.00 105.22 +2.73 543 5,206 +76
Jul05 040805 104.37 104.37 104.37 104.37 +2.73 338 5,971 +9
Aug05 040805 104.57 104.57 104.57 104.57 +2.68 7 410 +0
Total Volume and Open Interest 41,259 210,424 +3,782
Unleaded Gas(NYM)
Sep04 040805 121.80 125.00 120.80 124.44 +4.10 45,124 60,106 -5,342
Oct04 040805 119.00 122.80 117.90 122.35 +5.00 16,266 17,673 +2,712
Nov04 040805 117.00 120.75 117.00 120.75 +4.75 5,299 9,767 +607
Dec04 040805 116.10 118.70 115.20 118.70 +4.30 2,674 14,919 +148
Jan05 040805 115.00 117.80 115.00 117.80 +3.85 850 6,046 +452
Feb05 040805 117.00 118.20 117.00 118.20 +3.80 480 6,121 +325
Mar05 040805 118.80 118.80 118.80 118.80 +3.75 460 2,295 +217
Apr05 040805 124.00 125.45 124.00 125.45 +3.60 980 8,473 +345
May05 040805 125.25 125.25 125.25 125.25 +3.55 501 8,261 +347
Jun05 040805 124.15 124.15 124.15 124.15 +3.50 201 2,288 +97
Jul05 040805 122.00 122.00 122.00 122.00 +3.45 50 1,645 +50
Aug05 040805 119.30 119.30 119.30 119.30 +3.40 25 525 +25
Total Volume and Open Interest 72,910 138,119 -17
Natural Gas(NYM)
Sep04 040805 5.660 5.750 5.620 5.712 +0.051 29,557 68,312 +1,018
Oct04 040805 5.755 5.860 5.725 5.837 +0.074 16,422 43,561 +1,788
Nov04 040805 6.250 6.310 6.210 6.307 +0.054 8,312 21,153 +188
Dec04 040805 6.655 6.740 6.635 6.734 +0.056 7,444 29,142 -21
Jan05 040805 6.870 6.960 6.850 6.954 +0.061 5,128 25,893 +159
Feb05 040805 6.850 6.930 6.830 6.926 +0.056 1,504 17,790 +356
Mar05 040805 6.765 6.810 6.730 6.809 +0.051 2,030 18,829 +210
Apr05 040805 6.170 6.230 6.170 6.225 +0.045 1,284 14,609 +285
May05 040805 6.060 6.110 6.050 6.110 +0.030 857 12,087 -302
Jun05 040805 6.110 6.140 6.090 6.120 +0.020 204 8,683 -5
Jul05 040805 6.135 6.165 6.130 6.150 +0.013 299 11,946 -43
Aug05 040805 6.160 6.180 6.150 6.160 +0.010 995 8,438 -271
Sep05 040805 6.150 6.170 6.150 6.155 +0.005 391 8,411 +159
Oct05 040805 6.190 6.200 6.180 6.180 +0.005 850 7,734 +35
Nov05 040805 6.400 6.410 6.370 6.377 +0.002 143 7,360 +20
Dec05 040805 6.600 6.600 6.570 6.570 +0.005 408 6,904 +165
Total Volume and Open Interest 77,518 378,630 +3,809
Brent Crude Oil(IPE)
Sep04 040805 40.15 41.30 40.07 41.12 +1.42 48,548 72,535 -1,346
Oct04 040805 39.15 40.40 39.15 40.27 +1.39 53,088 91,759 +4,973
Nov04 040805 38.90 39.85 38.85 39.82 +1.34 17,232 22,747 +4,217
Dec04 040805 38.46 39.40 38.38 39.27 +1.24 8,524 31,185 +12
Jan05 040805 38.00 38.84 37.85 38.79 +1.18 3,468 14,387 +871
Feb05 040805 37.75 38.50 37.62 38.38 +1.12 673 8,599 +340
Mar05 040805 37.25 38.10 37.25 38.02 +1.08 1,500 12,540 +450
Apr05 040805 37.70 37.70 37.70 37.70 +1.05 400 6,444 +0
May05 040805 37.43 37.43 37.43 37.43 +1.03 0 1,593 +0
Jun05 040805 36.45 37.16 36.45 37.16 +1.01 100 14,811 +0
Jul05 040805 36.91 36.91 36.91 36.91 +0.97 0 2,034 +0
Aug05 040805 36.67 36.67 36.67 36.67 +0.93 0 111 +0
Sep05 040805 36.43 36.43 36.43 36.43 +0.88 0 3,215 +0
Total Volume and Open Interest 136,363 347,309 +10,567
Gas Oil(IPE)
Aug04 040805 374.50 382.75 374.00 382.00 +2.25 14,407 35,738 -2,632
Sep04 040805 373.25 382.50 372.00 382.00 +4.75 15,865 50,430 +3,603
Oct04 040805 369.50 378.00 368.00 378.00 +5.25 4,824 22,777 +736
Nov04 040805 363.00 371.00 361.00 371.00 +5.00 1,671 10,714 -89
Dec04 040805 356.00 364.25 354.50 364.25 +5.00 1,932 24,574 -143
Jan05 040805 350.00 358.75 350.00 358.75 +4.75 367 7,935 +80
Feb05 040805 345.50 352.75 345.50 352.75 +4.50 600 3,475 +500
Mar05 040805 345.75 345.75 345.75 345.75 +4.25 0 2,785 +0
Apr05 040805 337.25 337.25 337.25 337.25 +4.00 500 1,250 +300
May05 040805 332.00 332.00 332.00 332.00 +3.75 0 850 +0
Total Volume and Open Interest 41,816 187,682 +2,005
US Dollar Index(NYBOT)
Sep04 040805 89.76 89.98 89.59 89.78 -0.05 2,032 12,128 -58
Dec04 040805 90.15 90.24 90.01 90.01 -0.05 12 2,124 -1
Mar05 040805 90.24 90.24 90.24 90.24 -0.05 0 12 +0
Total Volume and Open Interest 2,045 14,276 -58
Australian Dollar(CME)
Sep04 040805 70.12 70.18 69.90 70.16 +0.02 1,209 29,926 -300
Dec04 040805 69.52 69.54 69.35 69.54 +0.02 13 279 -4
Mar05 040805 68.98 68.98 68.98 68.98 +0.02 0 31 +0
Total Volume and Open Interest 1,222 30,299 -304
British Pound(CME)
Sep04 040805 181.54 182.07 181.36 181.89 +0.10 1,902 70,286 -165
Dec04 040805 180.24 180.43 180.24 180.43 +0.11 1 474 -1
Mar05 040805 179.13 179.13 179.13 179.13 +0.11 0 6 +0
Total Volume and Open Interest 1,903 70,767 -166
Canadian Dollar(CME)
Sep04 040805 75.87 75.98 75.62 75.85 -0.19 4,141 70,269 -558
Dec04 040805 75.84 75.84 75.57 75.78 -0.19 88 4,762 +28
Mar05 040805 75.65 75.73 75.62 75.73 -0.19 9 775 +11
Jun05 040805 75.57 75.68 75.57 75.68 -0.19 5 567 -1
Total Volume and Open Interest 4,243 76,426 -520
Japanese Yen(CME)
Sep04 040805 89.95 90.02 89.66 89.68 -0.39 4,469 103,889 +1,006
Dec04 040805 90.34 90.34 90.12 90.12 -0.39 8 10,575 +3
Mar05 040805 90.65 90.65 90.65 90.65 -0.39 0 10 +0
Total Volume and Open Interest 4,477 114,477 +1,009
Swiss Franc(CME)
Sep04 040805 78.35 78.59 78.24 78.50 +0.12 3,825 40,623 -1,451
Dec04 040805 78.64 78.75 78.64 78.75 +0.12 0 192 +1
Mar05 040805 79.02 79.02 79.02 79.02 +0.12 0 6 +0
Total Volume and Open Interest 3,825 40,882 -1,450
EuroFX(CME)
Sep04 040805 120.34 120.65 120.14 120.56 +0.23 10,666 157,722 +2,328
Dec04 040805 120.19 120.49 120.19 120.49 +0.23 60 1,235 +2
Mar05 040805 120.41 120.52 120.20 120.49 +0.23 254 263 +14
Total Volume and Open Interest 10,980 159,312 +2,344
Mexican Peso(CME)
Sep04 040805 8687.0 8707.0 8662.0 8702.0 +30.0 5,034 46,711 -225
Dec04 040805 8572.0 8572.0 8572.0 8572.0 +30.0 50 1,365 +16
Total Volume and Open Interest 5,104 49,044 -229
30-Year T-Bonds(CBOT)
Sep04 040805 108~25 109~08 108~21 109~00 +0~09 238,723 521,062 +3,123
Dec04 040805 107~21 107~31 107~14 107~25 +0~09 6,281 22,316 +1,519
Mar05 040805 106~24 106~28 106~22 106~22 +0~09 0 162 +0
Total Volume and Open Interest 245,004 543,627 +4,642
Municipal Bonds(CBOT)
Sep04 040805 101~30 102~04 101~28 101~30 +0~02 239 2,758 +116
Total Volume and Open Interest 239 2,758 +116
10-Year T-Notes(CBOT)
Sep04 040805 111~010 111~120 111~000 111~075 +0~070 656,240 1,358,552 -1,379
Dec04 040805 109~285 110~050 109~260 110~010 +0~070 13,954 84,366 +6,434
Total Volume and Open Interest 670,294 1,443,210 +5,155
5-Year T-Notes(CBOT)
Sep04 040805 109~255 109~310 109~240 109~275 +0~040 302,567 0 +0
Dec04 040805 108~290 109~010 108~290 108~300 +0~040 6,358 0 -138,610
Total Volume and Open Interest 308,925    
2 Year T-Notes(CBOT)
Sep04 040805 105~085 105~092 105~084 105~086 +0~004 572 188,559 -374
Dec04 040805 105~020 105~020 105~013 105~013 +0~004 25 425 +25
Total Volume and Open Interest 597 188,984 -349
Eurodollars(CME)
Sep04 040805 98.090 98.100 98.085 98.090 +0.010 70,447 909,680 +15,154
Dec04 040805 97.685 97.705 97.675 97.700 +0.025 72,002 928,027 +18,041
Mar05 040805 97.295 97.320 97.285 97.305 +0.025 61,286 861,775 -4,132
Jun05 040805 96.930 96.960 96.915 96.940 +0.025 72,400 657,422 +9,789
Sep05 040805 96.595 96.625 96.575 96.605 +0.030 56,692 557,503 -2,940
Dec05 040805 96.290 96.320 96.275 96.300 +0.030 52,228 465,838 -2,566
Mar06 040805 96.065 96.090 96.050 96.070 +0.025 23,086 383,643 +2,945
Jun06 040805 95.875 95.905 95.855 95.880 +0.030 24,501 227,426 +6,455
Sep06 040805 95.720 95.740 95.700 95.720 +0.030 13,965 201,800 +3,477
Dec06 040805 95.555 95.575 95.540 95.560 +0.030 19,376 153,981 +9,114
Mar07 040805 95.420 95.455 95.410 95.430 +0.030 9,296 154,338 -2,093
Jun07 040805 95.295 95.325 95.275 95.305 +0.030 9,631 113,276 +3,580
Total Volume and Open Interest 512,435 6,235,142 +60,863
3-Mth Euro-Yen(CME)
Sep04 040805 99.91 99.91 99.91 99.91 unch 40 7,086 -32
Dec04 040805 99.89 99.89 99.89 99.89 unch 2 6,932 +0
Mar05 040805 99.83 99.83 99.83 99.83 unch 74 7,472 -478
Jun05 040805 99.73 99.73 99.73 99.73 unch 109 8,551 -45
Sep05 040805 99.61 99.61 99.61 99.61 +0.01 100 4,543 -58
Dec05 040805 99.49 99.49 99.49 99.49 +0.01 0 4,040 +499
Mar06 040805 99.35 99.35 99.35 99.35 unch 0 1,890 +0
Jun06 040805 99.21 99.21 99.21 99.21 unch 0 1,218 +0
Sep06 040805 99.09 99.09 99.09 99.09 +0.01 0 1,079 +0
Dec06 040805 98.95 98.95 98.95 98.95 +0.01 0 655 +0
Total Volume and Open Interest 825 44,575 +129
3-Mth Euro-Yen(SIMEX)
Sep04 040805 99.91 99.91 99.91 99.91 unch 2,890 46,419 +257
Dec04 040805 99.89 99.89 99.88 99.89 unch 3,058 63,238 -2,110
Mar05 040805 99.83 99.83 99.82 99.83 unch 5,518 62,821 +672
Jun05 040805 99.73 99.73 99.72 99.73 unch 2,359 62,271 +511
Sep05 040805 99.60 99.61 99.60 99.61 +0.01 1,613 44,824 +186
Dec05 040805 99.47 99.48 99.47 99.48 unch 1,411 40,204 +569
Mar06 040805 99.34 99.35 99.34 99.34 -0.01 889 28,370 +393
Jun06 040805 99.21 99.22 99.21 99.22 +0.01 912 14,615 +721
Total Volume and Open Interest 18,902 379,642 +1,439
German Euro-Bund(EUREX)
Sep04 040805 114.59 114.94 114.56 114.86 +0.20 827,060 1,127,223 +524
Dec04 040805 113.61 113.89 113.61 113.89 +0.20 786 21,356 +379
Mar05 040805 112.75 113.16 112.75 113.16 +0.20 2,341 7 +0
Total Volume and Open Interest 830,187 1,148,586 +903
German Euro-Bobl(EUREX)
Sep04 040805 111.24 111.45 111.20 111.43 +0.15 576,912 706,337 +2,831
Dec04 040805 110.37 110.53 110.35 110.51 +0.15 1,313 7,862 +792
Mar05 040805 110.05 110.05 110.05 110.05 +0.17 347 0 +0
Total Volume and Open Interest 578,572 714,199 +3,623
Long Gilt(LIFFE)
Sep04 040805 106~01 107~00 106~01 106~20 +0~19 29,167 199,803 +2,592
Dec04 040805 106~12 106~12 106~12 106~12 +0~19      
Total Volume and Open Interest 29,167 199,803 +2,592
3-Mth Short Sterling(LIFFE)
Sep04 040805 94.90 94.98 94.89 94.96 +0.06 30,706 210,229 +1,307
Dec04 040805 94.73 94.84 94.72 94.81 +0.08 24,194 275,360 +730
Mar05 040805 94.62 94.73 94.60 94.71 +0.10 24,858 201,438 +381
Total Volume and Open Interest 153,835 1,249,837 +13,176
3-Mth Euribor(LIFFE)
Sep04 040805 97.855 97.865 97.850 97.865 +0.010 105,719 524,244 +10,440
Dec04 040805 97.735 97.770 97.725 97.765 +0.035 170,213 567,389 -2,507
Mar05 040805 97.560 97.610 97.545 97.600 +0.050 168,836 453,313 +1,233
Total Volume and Open Interest 735,722 2,907,655 +15,003
3-Mth Aus T-Bills(SFE)
Sep04 040805 94.52 94.52 94.51 94.52 unch 17,664 102,859 -34
Dec04 040805 94.42 94.44 94.41 94.44 +0.01 50,816 111,510 +10,805
Mar05 040805 94.34 94.37 94.33 94.36 unch 10,580 55,694 +1,035
Jun05 040805 94.30 94.32 94.30 94.32 unch 5,448 33,854 +1,617
Sep05 040805 94.28 94.28 94.28 94.28 unch 1,797 18,615 -767
Dec05 040805 94.25 94.25 94.24 94.24 -0.01 1,130 15,049 +175
Mar06 040805 94.19 94.19 94.19 94.19 -0.01 630 11,208 +205
Jun06 040805 94.15 94.15 94.14 94.14 -0.01 770 6,952 +230
Sep06 040805 94.09 94.09 94.08 94.08 -0.01 20 2,917 +20
Dec06 040805 94.03 94.03 94.03 94.03 -0.01 2 1,813 +1
Total Volume and Open Interest 88,857 363,902 +13,287
10-Year Aus T-Bonds(SFE)
Sep04 040805 94.35 94.50 94.33 94.47 +0.15 33,169 217,407 +14,498
Dec04 040805 94.35 94.35 94.35 94.35 +0.03      
Total Volume and Open Interest 129,479 363,858 +160,949
3-Year Aus T-Bonds(SFE)
Sep04 040805 94.51 94.55 94.51 94.55 +0.01 86,993 363,858 +35,961
Dec04 040805 94.55 94.55 94.55 94.55 +0.01      
Total Volume and Open Interest 86,993 363,858 +35,961
Gold(CMX)
Aug04 040805 391.0 392.5 391.0 392.3 +0.1 149 1,188 -586
Oct04 040805 392.3 393.5 391.6 393.5 +0.1 1,088 20,135 -24
Dec04 040805 393.9 395.0 393.1 394.8 +0.1 28,344 145,474 +2,163
Feb05 040805 395.3 396.4 395.0 396.4 +0.1 742 8,812 +304
Apr05 040805 396.5 398.0 396.5 398.0 +0.1 214 4,535 -21
Jun05 040805 398.5 399.8 398.5 399.8 +0.1 367 14,194 +29
Aug05 040805 401.7 401.7 401.7 401.7 +0.1 0 2,980 +0
Oct05 040805 403.7 403.7 403.7 403.7 +0.1 0 281 +0
Dec05 040805 404.5 405.8 404.5 405.8 +0.1 52 6,063 -58
Feb06 040805 408.1 408.1 408.1 408.1 +0.1 0 853 +0
Apr06 040805 410.4 410.4 410.4 410.4 +0.1 0 485 +0
Jun06 040805 412.8 412.8 412.8 412.8 +0.1 36 7,769 +0
Total Volume and Open Interest 30,992 219,621 +1,807
Silver(CMX)
Sep04 040805 665.0 676.5 664.5 675.0 +1.3 14,012 60,673 +2,055
Dec04 040805 669.0 679.0 668.5 678.4 +1.3 1,150 23,104 +62
Mar05 040805 682.0 682.0 681.9 681.9 +1.3 14 5,314 +18
May05 040805 684.1 684.1 684.1 684.1 +1.3 0 1,118 +0
Jul05 040805 686.3 686.3 686.3 686.3 +1.4 0 1,971 +0
Sep05 040805 688.2 688.2 688.2 688.2 +1.4 0 98 +0
Dec05 040805 686.0 691.0 686.0 691.0 +1.4 1 3,089 +0
Total Volume and Open Interest 15,179 96,849 +2,134
Platinum(NYM)
Oct04 040805 827.0 830.0 825.0 827.3 -3.9 399 5,491 +94
Jan05 040805 821.3 821.3 821.3 821.3 -3.9 0 11 +0
Total Volume and Open Interest 399 5,502 +94
Palladium(NYME)
Sep04 040805 214.25 216.50 211.20 213.40 -5.05 373 7,414 -108
Dec04 040805 219.00 219.00 213.55 215.15 -5.00 218 920 +59
Mar05 040805 217.15 217.15 217.15 217.15 -5.25 0 12 +0
Total Volume and Open Interest 591 8,346 -49
Copper(CMX)
Sep04 040805 130.60 130.95 127.20 128.00 -1.45 6,784 42,141 -1,410
Dec04 040805 127.70 128.10 124.90 125.55 -1.30 2,548 16,239 +284
Mar05 040805 124.20 124.20 121.40 121.40 -1.05 301 2,668 +82
May05 040805 118.70 118.70 118.70 118.70 -1.05 0 449 +0
Jul05 040805 118.00 118.00 116.00 116.00 -1.05 0 826 +0
Total Volume and Open Interest 10,303 70,529 -986
DJIA Index(CBOT)
Sep04 040805 10110 10125 9925 9933 -172 7,237 42,143 -16
Dec04 040805 10110 10110 9920 9928 -174 15 595 +13
Mar05 040805 9933 9933 9933 9933 -174 0 1 +0
Total Volume and Open Interest 7,252 42,739 -3
S & P 500(CME)
Sep04 040805 1097.80 1098.00 1077.20 1078.50 -18.40 31,960 565,759 +310
Dec04 040805 1094.20 1094.20 1078.70 1078.70 -18.50 28 20,982 -1
Mar05 040805 1079.70 1079.70 1079.70 1079.70 -18.70 0 527 +0
Jun05 040805 1082.70 1082.70 1082.70 1082.70 -18.80 0 269 +0
Total Volume and Open Interest 31,988 587,598 +309
S & P 500 E-Mini(Globex)
Sep04 040805 1097.00 1098.75 1077.25 1078.50 -18.50 644,751 594,541 +4,842
Dec04 040805 1097.75 1098.75 1078.00 1078.75 -18.50 626 47,877 +47
Total Volume and Open Interest 645,377 642,418 +4,889
NASDAQ 100(CME)
Sep04 040805 1382.50 1385.00 1353.00 1354.00 -25.00 8,591 66,000 +886
Dec04 040805 1374.00 1374.00 1359.00 1359.00 -25.00 1 2,318 +1
Mar05 040805 1364.00 1364.00 1364.00 1364.00 -25.00 0 3 +0
Total Volume and Open Interest 8,592 68,321 +887
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040805 1379.0 1386.5 1353.0 1354.0 -25.0 271,446 220,077 +1,316
Dec04 040805 1389.0 1389.0 1359.0 1359.0 -25.0 8 4,889 -1
Total Volume and Open Interest 271,454 224,966 +1,315
S & P Midcap 400(CME)
Sep04 040805 570.70 571.00 560.00 560.00 -11.00 553 13,410 -273
Dec04 040805 559.75 559.75 559.75 559.75 -11.00      
Mar05 040805 559.75 559.75 559.75 559.75 -11.00      
Total Volume and Open Interest 553 13,410 -273
Russell 2000(CME)
Sep04 040805 540.50 541.25 529.25 530.15 -10.60 1,928 29,218 +325
Dec04 040805 530.15 530.15 530.15 530.15 -10.60      
Mar05 040805 530.15 530.15 530.15 530.15 -10.60      
Total Volume and Open Interest 1,928 29,218 +325
Value Line(KCBT)
Sep04 040805 1492.00 1492.00 1492.00 1492.00 -27.00 1 55 +1
Total Volume and Open Interest 1 55 +1
Nikkei 225(CME)
Sep04 040805 11110 11110 10910 10930 -150 3,025 32,195 +320
Dec04 040805 10930 10930 10930 10930 -150 41 33 +12
Total Volume and Open Interest 3,066 32,228 +332
Nikkei 225(SIMEX)
Sep04 040805 11070 11110 10980 11075 +10 30,107 146,498 +5,035
Dec04 040805 11040 11040 11040 11040 +10 2 0 +0
Mar05 040805 11035 11035 11035 11035 +10 0 1 +0
Total Volume and Open Interest 30,109 146,500 +5,035
CAC 40(MATIF)
Aug04 040805 3594.5 3599.5 3517.5 3534.5 -79.0 57,853 297,810 +10,506
Sep04 040805 3595.5 3606.0 3531.5 3541.0 -79.0 1,122 148,007 +838
Oct04 040805 3543.5 3543.5 3543.5 3543.5 -79.5      
Total Volume and Open Interest 46,216 458,235 +11,344
DAX Index(EUREX)
Sep04 040805 3855.5 3868.5 3810.0 3819.0 -27.0 104,894 154,034 +4,802
Dec04 040805 3875.0 3886.0 3832.5 3840.0 -27.0 143 5,474 +60
Mar05 040805 3902.0 3908.0 3862.0 3862.0 -27.0 52 6,629 +4
Total Volume and Open Interest 105,089 166,137 +4,866
FT-SE 100(LIFFE)
Sep04 040805 4417.00 4426.00 4387.00 4408.00 +6.00 55,411 453,640 -1,399
Dec04 040805 4448.00 4452.50 4440.50 4440.50 +7.50 4 31,813 +0
Mar05 040805 4446.50 4446.50 4446.50 4446.50 +5.00 0 5,684 +0
Total Volume and Open Interest 55,415 496,637 -1,399
SPI 200(SFE)
Sep04 040805 3533.0 3539.0 3518.0 3538.0 -6.0 12,672 153,896 +2,259
Dec04 040805 3546.0 3549.0 3530.0 3549.0 -7.0 367 5,849 +343
Mar05 040805 3560.0 3560.0 3560.0 3560.0 -6.0 100 2,123 +96
Total Volume and Open Interest 13,249 164,909 +2,794
GSCI(CME)
Aug04 040805 302.00 307.70 301.50 307.40 +7.30 333 16,899 +225
Sep04 040805 303.45 307.40 303.45 307.40 +7.10 28 338 +34
Oct04 040805 307.40 307.40 307.40 307.40 +6.90      
Total Volume and Open Interest 361 17,237 +259
Reuters CRB Index(NYBOT)
Nov04 040805 269.75 271.90 269.65 271.75 +1.40 2 127 +1
Jan05 040805 270.50 272.25 270.50 272.25 +1.40 25 77 +25
Feb05 040805 271.25 271.25 271.25 271.25 +0.90 0 1 +0
Total Volume and Open Interest 71 429 +33
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!