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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 August 01, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050801 672.00 680.00 668.50 673.00 +1.25 11,327 11,566 -2,365
Sep05 050801 676.00 684.00 673.25 677.25 +0.25 10,695 25,664 -57
Nov05 050801 686.00 694.00 682.50 687.50 +0.75 48,587 191,567 +1,452
Jan06 050801 691.00 698.00 688.50 691.50 +0.50 1,459 12,885 +243
Mar06 050801 686.00 694.50 684.00 688.50 +0.50 1,228 11,293 +214
May06 050801 681.00 690.00 679.00 686.75 +5.25 1,157 12,619 +304
Jul06 050801 680.00 691.00 678.00 684.00 +1.00 798 4,726 +150
Total Volume and Open Interest 75,934 274,288 +276
Soybean Meal(CBOT)
Aug05 050801 212.50 214.50 211.80 212.40 unch 9,634 11,307 -1,653
Sep05 050801 211.50 213.50 210.00 210.90 +0.30 9,287 23,318 +1,038
Oct05 050801 211.00 213.00 210.00 210.70 +0.50 1,819 11,106 +141
Dec05 050801 213.00 215.40 211.20 212.70 +0.30 13,457 49,532 -1,494
Jan06 050801 213.00 215.10 212.00 213.00 +1.00 323 3,969 +78
Mar06 050801 213.50 215.00 212.30 212.50 +0.30 539 4,284 +127
May06 050801 210.00 212.00 208.00 209.70 +0.20 440 6,673 -116
Jul06 050801 209.50 209.50 208.00 208.00 unch 218 3,602 +196
Total Volume and Open Interest 35,985 115,774 -1,595
Soybean Oil(CBOT)
Aug05 050801 24.22 24.41 24.03 24.08 -0.23 5,249 8,886 -1,946
Sep05 050801 24.32 24.54 24.13 24.19 -0.14 10,414 22,078 -1,610
Oct05 050801 24.47 24.64 24.23 24.32 -0.09 1,233 11,384 +18
Dec05 050801 24.62 24.85 24.41 24.49 -0.14 12,521 82,411 +2,840
Jan06 050801 24.55 24.55 24.50 24.54 -0.11 225 2,142 +19
Mar06 050801 24.70 24.95 24.50 24.57 -0.09 837 2,496 +338
May06 050801 24.95 24.97 24.52 24.58 -0.17 804 5,493 +364
Jul06 050801 24.95 24.95 24.60 24.60 -0.12 162 1,959 +156
Total Volume and Open Interest 31,738 138,679 +277
Canola(WCE)
Sep05 050729 296.4 296.4 296.4 296.4 -0.3 0 89 +0
Nov05 050729 301.0 303.7 298.3 300.5 -0.3 3,050 43,721 -880
Jan06 050729 306.0 311.0 306.0 309.5 +1.6 316 7,438 +151
Mar06 050729 315.6 315.6 315.6 315.6 +0.8 400 1,111 +1
May06 050729 321.2 321.2 321.2 321.2 -0.3 152 647 +241
Total Volume and Open Interest 3,924 55,589 -491
Corn(CBOT)
Sep05 050801 235.50 238.75 231.25 231.75 -4.75 32,202 266,647 -10,637
Dec05 050801 247.00 251.00 243.25 244.25 -4.00 63,147 367,510 +12,286
Mar06 050801 254.50 258.50 251.00 252.00 -3.50 3,087 52,440 +456
May06 050801 259.00 263.00 256.25 257.00 -2.75 340 9,689 -97
Jul06 050801 263.00 266.75 260.00 260.25 -3.25 1,810 18,534 +94
Sep06 050801 260.00 263.00 258.50 259.00 -1.00 288 4,154 +193
Total Volume and Open Interest 103,700 745,191 +2,817
Wheat(CBOT)
Sep05 050801 328.00 334.50 327.50 330.50 +2.75 24,051 139,250 -3,547
Dec05 050801 342.00 349.00 341.00 345.25 +3.00 17,419 84,963 +6,997
Mar06 050801 354.50 360.50 354.50 357.50 +3.00 1,528 19,717 +417
May06 050801 366.00 366.00 362.00 364.00 +3.00 47 748 +11
Jul06 050801 364.50 370.50 364.50 367.75 +2.25 625 7,342 +150
Total Volume and Open Interest 43,677 252,672 +4,030
Wheat(KCBT)
Sep05 050801 339.00 344.50 338.00 342.00 +2.75 7,454 41,994 -968
Dec05 050801 350.50 356.50 350.00 354.75 +3.25 3,248 30,450 +1,198
Mar06 050801 357.50 363.75 357.50 358.50 +0.75 1,648 12,631 -114
May06 050801 365.50 367.00 362.00 362.00 +0.50 364 879 +325
Jul06 050801 364.50 370.00 363.00 365.00 +0.50 194 1,236 +138
Total Volume and Open Interest 12,908 87,246 +579
Wheat(MGE)
Sep05 050801 348.50 355.00 348.50 350.00 +0.75 2,681 11,032 +50
Dec05 050801 357.50 363.00 357.00 358.75 +0.25 1,681 12,637 +73
Mar06 050801 368.00 371.75 367.00 367.25 -0.75 134 2,751 +55
May06 050801 377.00 377.50 373.75 373.75 -0.25 10 279 +5
Jul06 050801 382.00 382.00 382.00 382.00 -4.00 0 12 +0
Total Volume and Open Interest 4,506 26,803 +183
Oats(CBOT)
Sep05 050801 161.00 162.50 160.00 160.00 -2.75 1,922 1,930 -960
Dec05 050801 168.25 170.25 167.50 168.75 -1.00 1,949 5,857 +777
Mar06 050801 175.00 175.00 175.00 175.00 unch 18 75 +1
May06 050801 180.00 180.00 180.00 180.00 +3.00 0 4 +0
Total Volume and Open Interest 3,889 7,866 -182
Rough Rice(CBOT)
Sep05 050801 6.72 6.74 6.58 6.59 -0.14 538 4,954 -253
Nov05 050801 6.92 6.93 6.80 6.81 -0.14 432 1,839 +308
Jan06 050801 7.00 7.00 6.99 6.99 -0.12 4 670 +0
Mar06 050801 7.17 7.17 7.17 7.17 -0.12 1 86 -1
Total Volume and Open Interest 976 7,552 +55
Live Cattle(CME)
Aug05 050801 81.600 81.975 81.450 81.875 +0.675 11,918 20,960 -1,225
Oct05 050801 83.750 83.900 83.500 83.650 +0.250 18,347 78,557 +590
Dec05 050801 85.650 85.775 85.500 85.575 +0.100 5,576 20,759 +366
Feb06 050801 87.200 87.350 87.050 87.175 +0.025 3,003 13,219 +1,077
Apr06 050801 85.000 85.200 84.750 85.000 unch 275 3,312 +55
Jun06 050801 79.900 80.500 79.900 80.350 +0.450 125 1,776 +105
Total Volume and Open Interest 39,244 138,776 +968
Feeder Cattle(CME)
Aug05 050801 109.300 109.450 108.800 109.325 +0.100 2,002 8,046 -344
Sep05 050801 107.750 107.950 107.300 107.800 +0.350 1,593 6,350 +143
Oct05 050801 106.800 107.200 106.500 107.150 +0.475 1,079 5,760 +347
Nov05 050801 104.400 104.850 104.250 104.850 +0.600 207 2,105 +32
Jan06 050801 101.825 102.000 101.400 101.875 +0.375 101 966 -1
Mar06 050801 98.500 98.950 98.500 98.950 +0.525 4 246 -2
Apr06 050801 98.000 98.000 98.000 98.000 +0.400 2 162 +2
Total Volume and Open Interest 4,990 23,666 +179
Lean Hogs(CME)
Aug05 050801 68.350 69.700 68.300 69.600 +1.725 3,907 17,014 -366
Oct05 050801 58.200 59.525 58.150 59.525 +2.000 5,090 57,246 +1,414
Dec05 050801 55.900 57.500 55.900 57.425 +1.775 1,320 12,912 -64
Feb06 050801 58.300 59.500 58.300 59.475 +1.250 467 4,614 +325
Apr06 050801 58.600 59.950 58.600 59.925 +1.175 147 1,729 +71
May06 050801 60.850 61.450 60.850 61.450 +0.450 23 607 -1
Jun06 050801 62.300 63.000 62.300 62.950 +0.625 72 461 -5
Jul06 050801 59.250 59.900 59.150 59.900 +0.475 2 134 +1
Total Volume and Open Interest 11,033 94,774 +1,377
Pork Bellies(CME)
Aug05 050801 76.600 77.650 75.200 75.200 -2.000 681 1,665 -12
Feb06 050801 81.900 84.100 81.900 83.025 +0.925 121 463 +46
Mar06 050801 81.000 81.000 81.000 81.000 +0.500 0 11 +0
Total Volume and Open Interest 802 2,139 +34
Class III Milk(CME)
Aug05 050801 13.50 13.60 13.38 13.49 -0.11 157 3,310 -17
Sep05 050801 14.07 14.29 14.05 14.15 -0.01 276 3,605 +16
Oct05 050801 14.05 14.21 13.95 14.08 -0.01 211 2,453 -52
Nov05 050801 13.40 13.45 13.39 13.39 -0.01 27 1,753 +0
Dec05 050801 13.39 13.39 13.25 13.32 -0.08 14 1,639 +3
Total Volume and Open Interest 773 19,588 -3,110
Cocoa(NYBOT)
Sep05 050801 1489 1489 1467 1482 +3 7,056 41,621 -626
Dec05 050801 1517 1520 1502 1515 +2 3,687 33,971 +2,454
Mar06 050801 1549 1549 1535 1544 +3 2,239 22,887 +482
May06 050801 1566 1566 1560 1562 +3 109 5,811 +49
Jul06 050801 1582 1582 1582 1582 +3 0 8,069 +66
Sep06 050801 1599 1599 1599 1599 +3 0 9,402 +0
Dec06 050801 1623 1623 1623 1623 +3 0 4,469 +0
Total Volume and Open Interest 13,091 131,832 +2,425
Coffee "C"(NYBOT)
Sep05 050801 103.00 103.70 101.50 102.15 -1.00 8,814 57,965 -1,391
Dec05 050801 107.00 108.25 106.00 106.65 -1.00 5,065 22,169 +1,702
Mar06 050801 110.70 111.50 109.95 110.45 -0.90 639 7,946 +238
May06 050801 112.70 113.25 112.00 112.45 -0.90 179 2,166 +0
Jul06 050801 114.50 114.50 114.45 114.45 -0.70 30 1,903 -2
Sep06 050801 116.80 117.30 116.25 116.45 -0.50 11 700 +1
Total Volume and Open Interest 14,750 93,417 +556
Orange Juice(NYBOT)
Sep05 050801 97.00 97.50 96.00 96.25 -1.65 2,566 19,908 -777
Nov05 050801 100.10 100.10 98.60 99.20 -1.70 1,881 10,106 +892
Jan06 050801 100.70 100.70 100.70 100.70 -1.70 38 717 +2
Mar06 050801 102.20 102.20 102.20 102.20 -1.50 96 1,042 +2
May06 050801 103.70 103.70 103.70 103.70 -1.50 4 38 +0
Total Volume and Open Interest 4,594 31,844 +126
Sugar #11(NYBOT)
Oct05 050801 9.81 9.96 9.75 9.96 +0.13 18,175 268,975 +89
Mar06 050801 9.79 9.93 9.74 9.92 +0.11 4,730 92,505 +90
May06 050801 9.54 9.64 9.52 9.64 +0.07 968 35,560 +1,050
Jul06 050801 9.33 9.43 9.33 9.43 +0.06 484 19,871 -65
Oct06 050801 9.25 9.32 9.25 9.31 +0.06 161 13,088 +35
Total Volume and Open Interest 24,638 436,201 +1,178
Sugar #14(NYBOT)
Sep05 050801 22.05 22.43 22.05 22.39 +0.35 720 1,384 -395
Nov05 050801 20.58 20.61 20.58 20.61 +0.03 106 3,981 +378
Jan06 050801 20.43 20.43 20.41 20.41 +0.01 13 1,288 +6
Mar06 050801 20.50 20.50 20.50 20.50 unch 36 1,504 +139
May06 050801 20.75 20.76 20.75 20.75 +0.01 86 1,385 +143
Total Volume and Open Interest 1,063 11,442 +423
London Cocoa(LCE)
Sep05 050801 891 894 875 881 -3 16,611 50,816 -6,891
Dec05 050801 909 912 892 899 -4 1,727 64,819 +364
Mar06 050801 928 929 911 917 -4 464 28,135 -63
May06 050801 941 942 927 930 -4 154 9,991 +10
Jul06 050801 941 943 941 943 -4 39 18,357 +36
Sep06 050801 968 968 955 958 -4 196 10,508 +116
Dec06 050801 970 970 970 970 -3 0 11,407 +0
Total Volume and Open Interest 19,191 196,010 -6,428
London Coffee(LCE)
Sep05 050801 1111.00 1115.00 1075.00 1085.00 -16.00 3,374 72,331 -587
Nov05 050801 1125.00 1143.00 1103.00 1113.00 -17.00 1,698 50,806 +137
Jan06 050801 1152.00 1159.00 1124.00 1129.00 -17.00 923 26,177 +70
Mar06 050801 1169.00 1169.00 1143.00 1143.00 -17.00 335 24,185 +82
May06 050801 1174.00 1174.00 1156.00 1157.00 -17.00 0 3,375 +0
Jul06 050801 1168.00 1169.00 1168.00 1169.00 -17.00 0 2,580 +0
Total Volume and Open Interest 6,330 179,919 -371
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050801 286.00 291.00 283.50 289.30 +3.10 1,530 23,397 +11
Dec05 050801 274.30 278.00 272.60 276.80 +2.60 285 6,229 +66
Mar06 050801 272.80 276.80 272.60 276.80 +3.10 288 5,349 +59
May06 050801 274.00 275.50 274.00 275.50 +3.50 104 1,811 +45
Total Volume and Open Interest 2,239 42,214 +204
Cotton(NYBOT)
Oct05 050801 51.00 51.00 50.55 50.70 -0.29 1,761 5,769 -284
Dec05 050801 52.50 52.85 52.25 52.32 -0.16 5,945 74,388 +1,024
Mar06 050801 54.55 54.75 54.30 54.37 -0.04 408 10,094 +162
May06 050801 55.25 55.25 55.25 55.25 -0.20 30 1,429 +21
Jul06 050801 56.40 56.40 56.30 56.30 -0.20 62 1,865 +28
Oct06 050801 57.35 57.35 57.35 57.35 -0.20      
Total Volume and Open Interest 8,206 94,011 +951
Lumber(CME)
Sep05 050801 301.0 304.0 298.6 303.7 +0.8 1,042 2,859 -117
Nov05 050801 298.0 300.3 296.6 297.6 -2.4 720 955 +429
Jan06 050801 308.0 309.8 308.0 309.8 +1.8 35 88 +12
Mar06 050801 312.0 312.0 312.0 312.0 unch 1 7 +0
Total Volume and Open Interest 1,798 3,914 +324
Crude Oil(NYM)
Sep05 050801 61.05 62.30 61.00 61.57 +1.00 100,656 236,406 -9,404
Oct05 050801 62.15 63.30 62.10 62.70 +1.05 58,321 91,445 +10,395
Nov05 050801 62.90 64.00 62.80 63.43 +1.08 9,608 41,831 +933
Dec05 050801 63.40 64.50 63.35 63.96 +1.10 17,784 86,256 +6,521
Jan06 050801 63.85 64.60 63.85 64.32 +1.10 4,221 28,762 +861
Feb06 050801 64.20 64.90 64.15 64.54 +1.10 910 13,473 +160
Mar06 050801 64.25 64.95 64.25 64.61 +1.10 2,491 15,768 -454
Apr06 050801 64.10 64.57 64.10 64.57 +1.10 1,218 10,022 -614
May06 050801 64.30 64.50 64.25 64.50 +1.10 80 9,115 +10
Jun06 050801 63.75 64.60 63.75 64.41 +1.10 2,117 32,580 +316
Jul06 050801 63.70 64.31 63.70 64.31 +1.10 239 6,135 +71
Aug06 050801 63.70 64.21 63.70 64.21 +1.10 631 4,284 -308
Sep06 050801 64.00 64.25 63.90 64.10 +1.10 208 6,998 -71
Oct06 050801 63.99 63.99 63.99 63.99 +1.10 258 3,643 +170
Nov06 050801 64.00 64.00 63.87 63.87 +1.10 20 3,821 +12
Dec06 050801 63.00 63.90 63.00 63.75 +1.10 3,943 58,494 +612
Total Volume and Open Interest 209,481 816,113 +8,951
Heating Oil(NYM)
Sep05 050801 169.25 173.25 169.25 171.69 +4.07 22,562 72,417 +422
Oct05 050801 173.00 176.80 172.75 175.45 +4.38 3,741 20,770 -188
Nov05 050801 176.50 179.70 176.50 178.80 +4.63 698 10,442 +20
Dec05 050801 179.30 182.20 179.15 181.35 +4.53 1,556 20,385 +843
Jan06 050801 181.30 184.30 181.30 183.35 +4.53 865 14,566 +146
Feb06 050801 185.10 185.60 184.10 184.10 +4.53 366 11,330 +145
Mar06 050801 182.90 185.00 182.90 183.30 +4.43 68 6,986 +17
Apr06 050801 178.70 181.50 178.70 180.20 +4.23 56 5,020 -10
May06 050801 176.10 178.60 176.10 177.25 +4.13 73 1,773 +0
Jun06 050801 176.80 176.80 175.30 175.30 +3.98 111 3,631 +0
Jul06 050801 175.75 175.75 175.75 175.75 +3.93 30 1,372 +3
Aug06 050801 176.90 176.90 176.90 176.90 +3.88 0 107 +0
Total Volume and Open Interest 41,394 173,979 -4,216
Unleaded Gas(NYM)
Sep05 050801 174.70 179.20 174.30 174.71 +2.10 23,270 83,361 +1,641
Oct05 050801 167.00 169.10 165.80 166.20 +2.80 6,500 22,352 +1,031
Nov05 050801 166.00 166.00 164.00 164.00 +2.25 1,304 6,830 +99
Dec05 050801 164.50 167.00 164.25 164.25 +2.05 752 13,966 +210
Jan06 050801 167.50 167.50 165.80 165.80 +2.05 69 7,047 +1
Feb06 050801 168.50 168.50 167.35 167.35 +2.05 315 4,331 +135
Mar06 050801 170.10 170.10 168.95 168.95 +2.05 428 1,249 -59
Apr06 050801 180.00 181.25 179.90 179.90 +2.10 104 3,995 -100
May06 050801 181.35 181.35 181.35 181.35 +2.10 25 2,822 +0
Jun06 050801 181.75 181.75 181.75 181.75 +2.10 175 731 +11
Jul06 050801 181.35 181.35 181.35 181.35 +2.10 0 311 +0
Aug06 050801 180.75 180.75 180.75 180.75        
Natural Gas(NYM)
Sep05 050801 8.030 8.220 7.980 8.154 +0.269 23,667 91,669 -1,523
Oct05 050801 8.070 8.250 8.030 8.209 +0.266 12,275 57,326 +1,219
Nov05 050801 8.590 8.750 8.570 8.739 +0.251 3,008 33,535 +681
Dec05 050801 9.070 9.199 9.030 9.199 +0.241 3,158 32,068 +317
Jan06 050801 9.410 9.544 9.380 9.544 +0.236 1,969 32,355 -256
Feb06 050801 9.405 9.539 9.380 9.539 +0.234 1,489 19,467 +93
Mar06 050801 9.230 9.369 9.230 9.369 +0.228 2,307 32,258 +326
Apr06 050801 8.070 8.204 8.070 8.204 +0.198 1,213 20,180 +181
May06 050801 7.930 8.044 7.930 8.044 +0.188 631 18,814 -15
Jun06 050801 7.990 8.078 7.960 8.078 +0.187 86 6,921 -10
Jul06 050801 8.020 8.127 8.010 8.127 +0.186 129 11,730 -6
Aug06 050801 8.080 8.169 8.055 8.169 +0.184 128 9,357 +3
Sep06 050801 8.060 8.152 8.025 8.152 +0.187 75 8,833 -45
Oct06 050801 8.060 8.184 8.055 8.184 +0.189 623 17,437 +70
Nov06 050801 8.400 8.526 8.400 8.526 +0.186 49 8,494 -26
Dec06 050801 8.710 8.844 8.710 8.844 +0.184 163 8,224 -106
Total Volume and Open Interest 52,160 499,993 +1,238
Brent Crude Oil(ICE)
Sep05 050801 59.85 60.98 59.58 60.44 +1.07 51,738 72,162 -2,990
Oct05 050801 60.60 61.89 60.44 61.38 +1.20 24,578 110,287 +2,252
Nov05 050801 61.16 62.60 61.11 62.16 +1.28 9,639 32,506 +1,322
Dec05 050801 61.85 63.04 61.78 62.68 +1.31 6,865 32,697 +1,282
Jan06 050801 62.40 63.18 62.23 63.06 +1.32 2,516 22,354 +191
Feb06 050801 62.75 63.55 62.50 63.32 +1.32 1,682 7,911 +329
Mar06 050801 62.87 63.42 62.80 63.42 +1.37 550 6,497 -275
Apr06 050801 62.85 63.47 62.85 63.47 +1.44 0 4,424 +0
May06 050801 63.32 63.32 63.32 63.32 +1.37 0 3,636 +0
Jun06 050801 62.48 63.48 62.48 63.17 +1.31 445 17,284 -32
Jul06 050801 63.09 63.09 63.09 63.09 +1.32 0 799 +0
Aug06 050801 63.01 63.01 63.01 63.01 +1.33 0 203 +0
Sep06 050801 62.82 63.03 62.78 62.92 +1.33 0 2,250 +0
Oct06 050801 62.83 62.83 62.83 62.83 +1.32 0 275 +0
Total Volume and Open Interest 99,366 357,296 +2,048
Gas Oil(ICE)
Aug05 050801 527.50 537.50 527.00 534.25 +9.25 16,579 30,491 -2,145
Sep05 050801 540.75 550.25 535.00 547.50 +11.50 13,747 59,311 +3,775
Oct05 050801 554.75 560.25 547.50 547.50 +3.00 5,322 20,094 +741
Nov05 050801 557.25 567.50 556.25 564.75 +14.75 1,229 13,845 +387
Dec05 050801 563.00 569.00 558.00 568.25 +15.00 1,127 26,376 +95
Jan06 050801 564.50 572.25 561.00 571.00 +15.50 681 14,242 +250
Feb06 050801 565.50 573.75 563.50 572.50 +15.25 301 9,050 +200
Mar06 050801 564.75 571.50 562.00 571.50 +15.00 50 8,575 -50
Apr06 050801 570.50 570.50 570.50 570.50 +15.25 0 3,488 +0
May06 050801 569.50 569.50 569.50 569.50 +15.25 86 1,036 +76
Total Volume and Open Interest 39,337 223,926 +3,455
US Dollar Index(NYBOT)
Sep05 050801 89.26 89.35 88.44 88.70 -0.53 1,989 26,150 -78
Dec05 050801 88.40 88.56 88.30 88.45 -0.53 1 2,291 +2
Mar06 050801 88.10 88.25 88.10 88.25 -0.53 0 11 +0
Total Volume and Open Interest 1,990 28,452 -76
Australian Dollar(CME)
Sep05 050801 75.94 76.18 75.89 76.02 +0.51 1,937 59,535 +543
Dec05 050801 75.75 75.75 75.70 75.70 +0.51 0 437 +0
Mar06 050801 75.45 75.45 75.45 75.45 +0.51      
Total Volume and Open Interest 1,937 59,985 +543
British Pound(CME)
Sep05 050801 176.60 177.10 176.58 176.71 +1.22 2,755 74,828 +2,058
Dec05 050801 176.78 176.78 176.56 176.56 +1.27 1 174 +0
Mar06 050801 176.41 176.41 176.41 176.41 +1.32 4 5 +2
Total Volume and Open Interest 2,760 75,008 +2,060
Canadian Dollar(CME)
Sep05 050801 82.27 82.85 82.18 82.74 +0.93 4,175 80,983 +826
Dec05 050801 82.48 82.97 82.48 82.97 +0.93 61 3,762 +27
Mar06 050801 82.89 83.20 82.89 83.20 +0.93 5 459 +20
Jun06 050801 83.43 83.43 83.43 83.43 +0.93 0 28 +0
Total Volume and Open Interest 4,241 85,250 +873
Japanese Yen(CME)
Sep05 050801 89.92 89.94 89.50 89.60 +0.20 1,522 144,750 +1,716
Dec05 050801 90.87 90.87 90.50 90.50 +0.20 5 20,505 +2
Mar06 050801 91.40 91.40 91.40 91.40 +0.20 2 83 +7
Total Volume and Open Interest 1,529 165,368 +1,725
Swiss Franc(CME)
Sep05 050801 78.77 78.92 78.46 78.53 +0.60 2,978 72,374 +649
Dec05 050801 79.22 79.22 79.13 79.13 +0.60 3 212 +1
Mar06 050801 79.77 79.77 79.77 79.77 +0.60 0 28 +0
Total Volume and Open Interest 2,981 72,625 +650
EuroFX(CME)
Sep05 050801 122.53 122.71 122.05 122.19 +0.68 4,653 138,532 +472
Dec05 050801 123.09 123.14 122.68 122.74 +0.68 48 2,078 -12
Mar06 050801 123.68 123.83 123.32 123.32 +0.68 0 148 +0
Total Volume and Open Interest 4,701 140,787 +460
Mexican Peso(CME)
Sep05 050801 9360.0 9370.0 9340.0 9360.0 +5.0 3,882 96,671 +175
Dec05 050801 9230.0 9230.0 9230.0 9230.0 +5.0 26 1,155 +14
Total Volume and Open Interest 3,908 98,371 +189
30-Year T-Bonds(CBOT)
Sep05 050801 115~12 115~13 114~14 114~31 -0~11 381,565 540,081 -5,872
Dec05 050801 114~21 114~25 114~02 114~18 -0~11 3,712 18,645 +252
Mar06 050801 114~02 114~07 114~02 114~07 -0~11 0 86 +0
Total Volume and Open Interest 385,277 558,812 -5,620
10-Year T-Notes(CBOT)
Sep05 050801 111~010 111~015 110~160 110~220 -0~095 787,144 1,757,344 +21,159
Dec05 050801 110~050 110~060 109~265 109~310 -0~095 13,221 190,154 +564
Total Volume and Open Interest 800,365 1,948,927 +21,723
5-Year T-Notes(CBOT)
Sep05 050801 107~045 107~050 106~310 107~035 -0~030 422,671 0 +0
Dec05 050801 106~275 106~275 106~275 106~275 -0~035 8,831 0 -68,303
Mar06 050801 106~195 106~195 106~195 106~195 -0~035 0 2 +0
Total Volume and Open Interest 431,502 2 -68,303
2 Year T-Notes(CBOT)
Sep05 050801 103~028 103~028 103~021 103~025 -0~005 3,140 359,127 +1,560
Dec05 050801 103~006 103~006 103~005 103~005 -0~007 0 1,022 +0
Total Volume and Open Interest 3,140 360,149 +1,560
Eurodollars(CME)
Sep05 050801 96.015 96.020 96.010 96.020 -0.005 33,530 1,184,419 +1,096
Dec05 050801 95.720 95.735 95.710 95.730 -0.005 24,462 1,040,441 +4,490
Mar06 050801 95.615 95.620 95.595 95.615 -0.015 27,547 1,103,000 +22,676
Jun06 050801 95.555 95.560 95.530 95.550 -0.020 27,239 823,483 +9,598
Sep06 050801 95.525 95.530 95.485 95.505 -0.030 128,106 648,032 +2,612
Dec06 050801 95.485 95.485 95.455 95.470 -0.030 19,404 537,753 +14,277
Mar07 050801 95.480 95.480 95.450 95.465 -0.030 15,951 413,080 -543
Jun07 050801 95.460 95.460 95.425 95.445 -0.030 15,492 305,911 +56
Sep07 050801 95.440 95.445 95.410 95.425 -0.030 9,844 215,449 +1,431
Dec07 050801 95.410 95.410 95.370 95.390 -0.030 9,222 217,207 +979
Mar08 050801 95.400 95.400 95.355 95.380 -0.030 10,987 189,209 +2,674
Jun08 050801 95.380 95.380 95.335 95.360 -0.030 10,950 172,154 +4,208
Sep08 050801 95.355 95.355 95.305 95.335 -0.030 4,690 137,319 +707
Dec08 050801 95.315 95.315 95.265 95.295 -0.030 3,156 117,587 +607
Mar09 050801 95.300 95.300 95.250 95.275 -0.035 2,690 118,035 +74
Jun09 050801 95.270 95.270 95.220 95.245 -0.035 2,073 96,003 +161
Sep09 050801 95.245 95.245 95.180 95.220 -0.035 2,594 79,165 -553
Dec09 050801 95.140 95.185 95.135 95.175 -0.035 1,741 58,706 +211
Total Volume and Open Interest 245,794 7,656,502 +70,529
3-Mth Euro-Yen(CME)
Sep05 050801 99.91 99.91 99.91 99.91 unch 60 5,229 +13
Dec05 050801 99.89 99.89 99.89 99.89 unch 60 8,348 +35
Mar06 050801 99.86 99.86 99.86 99.86 unch 60 5,260 +2
Jun06 050801 99.81 99.81 99.81 99.81 unch 60 3,169 -69
Sep06 050801 99.74 99.74 99.74 99.74 unch 186 2,848 +36
Dec06 050801 99.67 99.67 99.67 99.67 unch 260 2,031 +50
Mar07 050801 99.61 99.61 99.61 99.61 unch 0 1,007 +300
Jun07 050801 99.54 99.54 99.54 99.54 unch 0 496 +150
Sep07 050801 99.43 99.43 99.43 99.43 -0.02 0 540 +0
Dec07 050801 99.35 99.35 99.35 99.35 -0.02 0 24 +0
Total Volume and Open Interest 686 29,263 +517
3-Mth Euro-Yen(SIMEX)
Sep05 050801 99.91 99.91 99.91 99.91 unch 173 77,186 +65
Dec05 050801 99.90 99.90 99.89 99.89 unch 2,859 76,266 -566
Mar06 050801 99.86 99.86 99.85 99.86 unch 820 55,808 -1,630
Jun06 050801 99.81 99.81 99.81 99.81 -0.01 479 44,361 -288
Sep06 050801 99.74 99.74 99.74 99.74 -0.01 1,074 22,777 -36
Dec06 050801 99.66 99.67 99.66 99.66 -0.02 713 52,889 -439
Mar07 050801 99.57 99.58 99.57 99.58 -0.02 324 21,044 +195
Jun07 050801 99.51 99.51 99.51 99.51 -0.02 0 7,164 -165
Total Volume and Open Interest 6,442 411,805 -2,868
German Euro-Bund(EUREX)
Sep05 050728 122.60 122.66 122.32 122.58 -0.03 768,738 1,321,415 -33,896
Dec05 050801 121.27 121.27 120.93 121.07 -0.46 852 14,196 +401
Mar06 050801 121.28 121.28 121.28 121.28 -0.45 3,648 9 +2
Total Volume and Open Interest 867,775 1,366,864 +25,741
German Euro-Bobl(EUREX)
Sep05 050801 114.76 114.77 114.52 114.58 -0.28 349,067 795,834 -19,284
Dec05 050801 113.86 113.86 113.75 113.75 -0.28 209 1,835 +0
Mar06 050801 113.91 113.91 113.91 113.91 -0.28 0 4 +0
Total Volume and Open Interest 349,276 797,673 -19,284
Long Gilt(LIFFE)
Sep05 050801 112~12 112~21 112~12 112~17 -0~13 47,334 212,303 -3,714
Dec05 050801 112~07 112~07 112~07 112~07 -0~13 0 10 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050801 95.48 95.50 95.46 95.47 -0.04 32,553 262,431 -8,133
Dec05 050801 95.60 95.60 95.56 95.57 -0.06 43,966 379,955 -2,719
Mar06 050801 95.65 95.66 95.60 95.61 -0.08 31,336 303,049 +200
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050801 97.875 97.880 97.865 97.870 -0.005 28,776 560,977 +7,416
Dec05 050801 97.820 97.825 97.805 97.820 -0.015 88,668 574,290 -1,433
Mar06 050801 97.765 97.765 97.725 97.745 -0.035 99,805 452,737 -5,512
Total Volume and Open Interest 469,897 2,843,497 +453
3-Mth Aus T-Bills(SFE)
Sep05 050801 94.37 94.37 94.35 94.36 -0.01 7,025 84,297 -486
Dec05 050801 94.40 94.40 94.36 94.38 -0.04 37,581 209,985 +14,589
Mar06 050801 94.44 94.45 94.41 94.43 -0.06 6,964 89,228 +514
Jun06 050801 94.49 94.49 94.45 94.47 -0.07 3,135 67,434 +2,012
Sep06 050801 94.46 94.47 94.45 94.46 -0.07 709 24,337 +37
Dec06 050801 94.42 94.43 94.42 94.43 -0.07 1,655 21,910 +504
Mar07 050801 94.40 94.41 94.40 94.40 -0.08 692 14,607 +734
Jun07 050801 94.39 94.39 94.38 94.38 -0.09 1,086 14,592 +725
Sep07 050801 94.35 94.35 94.35 94.35 -0.10 50 1,960 +0
Dec07 050801 94.33 94.33 94.33 94.33 -0.09 50 1,461 +50
Total Volume and Open Interest 58,947 531,719 +18,679
10-Year Aus T-Bonds(SFE)
Sep05 050801 94.79 94.79 94.75 94.75 -0.11 34,506 313,442 +11,605
Dec05 050801 94.75 94.75 94.75 94.75 -0.11      
Total Volume and Open Interest 34,506 313,442 +11,605
3-Year Aus T-Bonds(SFE)
Sep05 050801 94.82 94.82 94.77 94.78 -0.10 72,934 404,344 +39,278
Dec05 050801 94.78 94.78 94.78 94.78 -0.10      
Total Volume and Open Interest 72,934 404,344 +39,278
Gold(CMX)
Aug05 050801 432.0 432.3 430.5 431.9 +2.0 3,607 2,540 -6,969
Oct05 050801 433.5 435.2 433.5 434.7 +1.9 2,137 20,952 -282
Dec05 050801 437.3 438.3 436.5 437.7 +1.9 42,173 187,625 +4,599
Feb06 050801 440.5 440.9 440.5 440.9 +1.9 137 4,584 +85
Apr06 050801 443.2 444.1 443.2 444.1 +1.9 123 3,895 +54
Jun06 050801 446.8 447.3 446.8 447.3 +1.9 109 9,333 +108
Aug06 050801 450.6 450.6 450.6 450.6 +2.0 1 967 +0
Oct06 050801 453.9 453.9 453.9 453.9 +2.0 5 1,373 +0
Dec06 050801 457.0 458.0 457.0 457.3 +2.1 471 5,023 +21
Feb07 050801 460.7 460.7 460.7 460.7 +2.1 410 1,041 +410
Apr07 050801 464.1 464.1 464.1 464.1 +2.2      
Jun07 050801 467.5 467.5 467.5 467.5 +2.3 0 3,219 +0
Total Volume and Open Interest 49,173 245,540 -1,974
Silver(CMX)
Sep05 050801 730.0 733.0 727.5 730.5 +4.3 23,774 77,165 -144
Dec05 050801 737.0 739.5 733.0 737.2 +4.3 2,207 24,912 +339
Mar06 050801 740.0 741.3 740.0 741.3 +4.5 27 4,490 -4
May06 050801 743.2 743.2 743.2 743.2 +4.5 0 808 +0
Jul06 050801 742.0 745.2 742.0 745.2 +4.5 205 6,318 +15
Sep06 050801 747.0 747.0 747.0 747.0 +4.5 0 1,514 +0
Dec06 050801 754.0 754.0 749.0 749.0 +4.5 34 6,891 +1
Total Volume and Open Interest 26,866 124,378 +657
Platinum(NYM)
Oct05 050801 903.0 911.0 903.0 910.2 +12.3 2,236 9,135 +750
Jan06 050801 905.0 910.0 903.0 908.2 +11.3 100 471 +100
Apr06 050801 905.7 905.7 905.7 905.7 +11.3 0 128 +0
Total Volume and Open Interest 2,336 9,734 +850
Palladium(NYME)
Sep05 050801 195.00 196.00 193.50 195.80 +1.20 938 12,775 -69
Dec05 050801 198.50 198.50 196.50 198.00 +1.15 511 1,369 +459
Mar06 050801 200.00 200.00 200.00 200.00 +1.15 1 19 +1
Total Volume and Open Interest 1,450 14,163 +391
Copper(CMX)
Sep05 050801 164.00 166.40 162.90 166.30 +1.85 9,243 73,998 -676
Dec05 050801 158.00 160.50 156.50 160.50 +2.55 4,112 27,924 +1,767
Mar06 050801 148.10 151.00 148.00 151.00 +2.55 1,124 4,029 -44
May06 050801 145.20 145.20 145.20 145.20 +2.55 8 789 +0
Jul06 050801 140.80 140.80 140.80 140.80 +2.55 6 771 +5
Total Volume and Open Interest 14,979 116,856 +918
Aluminum(CMX)
Aug05 050801 86.60 86.60 86.60 86.60 +0.60 10 319 -833
Sep05 050801 86.20 87.45 86.20 87.45 +0.75 6 742 +15
Oct05 050801 87.85 87.85 87.85 87.85 +0.75 0 474 +0
Nov05 050801 88.75 88.75 88.75 88.75 +0.75 0 506 +0
Dec05 050801 89.35 89.35 89.35 89.35 +0.75 0 1,135 +0
Jan06 050801 88.90 88.90 88.90 88.90 +0.70 0 70 +0
Total Volume and Open Interest 16 3,556 -818
DJIA Index(CBOT)
Sep05 050801 10680 10687 10620 10633 -44 4,897 30,677 +556
Dec05 050801 10677 10677 10677 10677 -44 22 53 +10
Mar06 050801 10717 10717 10717 10717 -44      
Total Volume and Open Interest 4,919 30,730 +566
S & P 500(CME)
Sep05 050801 1239.40 1241.80 1236.00 1237.60 +0.80 31,244 635,391 -2,748
Dec05 050801 1246.50 1248.00 1244.00 1244.20 +0.80 22 11,836 -2
Mar06 050801 1251.20 1251.20 1251.20 1251.20 +0.80 0 2,639 +0
Jun06 050801 1259.40 1259.40 1259.40 1259.40 +0.80 0 639 +0
Total Volume and Open Interest 31,266 650,560 -2,750
S & P 500 E-Mini(Globex)
Sep05 050801 1239.25 1242.00 1235.75 1237.50 +0.75 691,729 990,868 -1,580
Dec05 050801 1247.25 1248.75 1243.25 1244.25 +0.75 347 1,861 +91
Total Volume and Open Interest 692,076 992,729 -1,489
NASDAQ 100(CME)
Sep05 050801 1616.00 1623.00 1610.00 1615.00 +3.50 4,671 49,721 -189
Dec05 050801 1629.00 1629.00 1629.00 1629.00 +3.50 0 14 +0
Mar06 050801 1644.00 1644.00 1644.00 1644.00 +3.50      
Total Volume and Open Interest 4,671 49,735 -189
NASDAQ 100 E-Mini(Globex)
Sep05 050801 1616.00 1623.00 1609.50 1615.00 +3.50 210,170 294,978 -2,400
Dec05 050801 1629.00 1634.00 1624.00 1629.00 +3.50 10 116 +0
Total Volume and Open Interest 210,180 295,094 -2,400
S & P Midcap 400(CME)
Sep05 050801 723.50 725.00 721.30 723.25 +0.60 356 12,531 +39
Dec05 050801 727.50 727.50 726.90 727.50 +0.60      
Mar06 050801 730.25 730.25 730.25 730.25 +0.60      
Total Volume and Open Interest 557 12,437 -94
Russell 2000(CME)
Sep05 050801 684.75 687.50 682.50 683.80 +1.65 2,360 30,376 +1,269
Dec05 050801 686.80 686.80 686.80 686.80 +1.65 0 4 +0
Mar06 050801 686.80 686.80 686.80 686.80 +1.65      
Total Volume and Open Interest 2,360 30,380 +1,269
Russell 2000 E-Mini(Globex)
Sep05 050801 683.20 687.60 682.10 683.80 +1.60 93,930 220,445 -2,703
Dec05 050801 687.00 687.00 686.80 686.80 +1.60 5 194 -1
Total Volume and Open Interest 93,935 220,639 -2,704
Value Line(KCBT)
Sep05 050801 1910.00 1910.00 1907.50 1907.50 unch 18 51 -13
Total Volume and Open Interest 18 51 -13
Nikkei 225(CME)
Sep05 050801 11885 11980 11880 11965 +55 35,847 210,542 +3,647
Dec05 050801 11920 11920 11845 11920 +55 0 402 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050801 11885 11980 11880 11965 +55 35,847 210,542 +3,647
Dec05 050801 11920 11920 11845 11920 +55 0 402 +1
Mar06 050801 11910 11910 11910 11910 +55 0 60 +60
Total Volume and Open Interest 35,858 211,126 +3,710
CAC 40(MATIF)
Aug05 050801 4455.0 4484.5 4449.0 4465.0 +11.0 45,698 322,550 +8,364
Sep05 050801 4457.5 4490.5 4457.5 4472.0 +11.0 648 155,663 +273
Oct05 050801 4480.5 4480.5 4480.5 4480.5 +11.0      
Total Volume and Open Interest 46,402 496,182 +8,693
Hang Seng Index(HKFE)
Aug05 050801 14849 15042 14849 15024 +140 19,448 120,957 +4,057
Sep05 050801 14811 15028 14811 15010 +134 506 2,862 -3
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050801 4900.0 4927.5 4891.0 4912.0 +12.5 93,799 174,235 -1,928
Dec05 050801 4926.0 4950.0 4919.0 4938.0 +12.5 401 11,736 -68
Mar06 050801 4966.5 4974.5 4945.0 4964.5 +12.5 201 2,517 -35
Total Volume and Open Interest 94,401 188,488 -2,031
FT-SE 100(LIFFE)
Sep05 050801 5269.00 5289.00 5265.00 5282.50 +12.00 65,791 454,169 -179
Dec05 050801 5297.50 5317.00 5297.50 5310.50 +12.50 89 26,163 +42
Mar06 050801 5316.50 5316.50 5316.50 5316.50 +13.00 10 4,211 +10
Total Volume and Open Interest 65,896 486,305 -124
SPI 200(SFE)
Sep05 050801 4355.0 4374.0 4347.0 4353.0 -11.0 12,686 182,454 +3,199
Dec05 050801 4365.0 4383.0 4365.0 4367.0 -11.0 47 6,204 +41
Mar06 050801 4369.0 4369.0 4369.0 4369.0 -10.0 0 2,968 -72
Total Volume and Open Interest 12,922 194,627 +3,321
GSCI(CME)
Aug05 050801 404.80 411.70 404.75 409.10 +8.00 129 17,160 -58
Sep05 050801 410.50 412.50 410.50 412.50 +7.50 2 78 +1
Oct05 050801 417.00 417.00 417.00 417.00 +7.00 1 2 +1
Total Volume and Open Interest 132 17,240 -56
Reuters CRB Index(NYBOT)
Aug05 050801 315.00 318.25 315.00 317.50 +2.75 4 367 -1
Nov05 050801 320.00 321.50 320.00 320.50 +2.25 20 468 -2
Jan06 050801 321.00 321.00 321.00 321.00 +2.25 0 209 +0
Total Volume and Open Interest 24 1,049 -3
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!