Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue August 02, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050802 678.00 693.50 674.50 689.50 +16.50 13,576 6,288 -5,278
Sep05 050802 681.50 699.00 678.50 694.50 +17.25 12,732 26,280 +616
Nov05 050802 692.00 709.00 687.50 704.50 +17.00 36,155 190,876 -691
Jan06 050802 697.50 712.00 692.50 708.50 +17.00 660 12,580 -305
Mar06 050802 693.00 707.00 690.00 704.50 +16.00 1,029 11,397 +104
May06 050802 690.00 702.00 686.00 700.00 +13.25 893 12,491 -128
Jul06 050802 692.00 702.00 687.00 698.50 +14.50 499 4,932 +206
Total Volume and Open Interest 65,883 268,943 -5,345
Soybean Meal(CBOT)
Aug05 050802 213.50 217.50 212.80 215.40 +3.00 3,923 9,898 -1,409
Sep05 050802 213.00 216.70 211.20 214.40 +3.50 5,253 22,526 -792
Oct05 050802 213.00 217.00 211.00 213.70 +3.00 655 11,185 +79
Dec05 050802 213.80 219.50 212.50 216.50 +3.80 6,868 49,374 -158
Jan06 050802 214.50 219.00 214.50 216.40 +3.40 27 3,973 +4
Mar06 050802 214.00 218.80 214.00 216.50 +4.00 78 4,266 -18
May06 050802 210.00 215.50 210.00 212.90 +3.20 369 6,641 -32
Jul06 050802 209.00 214.00 209.00 209.90 +1.90 53 3,653 +51
Total Volume and Open Interest 17,292 113,526 -2,248
Soybean Oil(CBOT)
Aug05 050802 24.28 25.09 24.02 25.02 +0.94 5,943 5,861 -3,025
Sep05 050802 24.40 25.22 24.14 25.09 +0.90 8,391 21,061 -1,017
Oct05 050802 24.55 25.30 24.25 25.23 +0.91 1,052 11,068 -316
Dec05 050802 24.68 25.52 24.43 25.38 +0.89 7,572 82,975 +564
Jan06 050802 24.60 25.43 24.60 25.43 +0.89 139 2,155 +13
Mar06 050802 24.60 25.50 24.60 25.43 +0.86 214 2,536 +40
May06 050802 24.60 25.50 24.60 25.45 +0.87 128 5,511 +18
Jul06 050802 24.90 25.42 24.90 25.42 +0.82 1 1,960 +1
Total Volume and Open Interest 23,443 134,958 -3,721
Canola(WCE)
Sep05 050802 299.3 299.3 299.3 299.3 +2.9 0 89 +0
Nov05 050802 303.0 304.8 299.3 303.4 +2.9 3,050 43,721 +0
Jan06 050802 311.0 312.3 308.0 312.3 +2.8 316 7,438 +0
Mar06 050802 316.9 318.6 316.9 318.6 +3.0 400 1,111 +0
May06 050802 325.1 325.1 325.1 325.1 +3.9 152 647 +0
Total Volume and Open Interest 3,924 55,589 +0
Corn(CBOT)
Sep05 050802 234.25 234.50 229.75 232.50 +0.75 43,284 258,695 -7,952
Dec05 050802 246.50 247.50 242.25 245.50 +1.25 75,767 373,438 +5,928
Mar06 050802 254.50 254.75 250.00 252.75 +0.75 7,480 54,042 +1,602
May06 050802 258.00 260.00 255.00 258.50 +1.50 595 9,967 +278
Jul06 050802 262.00 263.25 258.75 261.75 +1.50 1,336 18,766 +232
Sep06 050802 260.00 261.00 258.50 258.50 -0.50 44 4,147 -7
Total Volume and Open Interest 130,491 746,032 +841
Wheat(CBOT)
Sep05 050802 333.00 335.50 331.00 332.00 +1.50 18,898 137,944 -1,306
Dec05 050802 347.00 350.00 345.00 347.50 +2.25 12,553 88,870 +3,907
Mar06 050802 359.50 362.00 357.50 359.50 +2.00 3,375 21,028 +1,311
May06 050802 365.50 366.50 365.50 365.50 +1.50 3 747 -1
Jul06 050802 370.50 372.00 368.00 370.75 +3.00 1,792 8,185 +843
Total Volume and Open Interest 36,684 257,460 +4,788
Wheat(KCBT)
Sep05 050802 344.00 345.50 342.00 344.25 +2.25 6,021 42,149 +155
Dec05 050802 356.00 357.50 354.50 357.00 +2.25 4,112 31,997 +1,547
Mar06 050802 360.50 364.50 360.50 364.00 +5.50 1,211 13,250 +619
May06 050802 366.50 368.50 366.50 367.00 +5.00 12 881 +2
Jul06 050802 368.00 371.00 367.50 370.50 +5.50 1,291 1,978 +742
Total Volume and Open Interest 12,648 90,311 +3,065
Wheat(MGE)
Sep05 050802 351.00 354.00 350.00 353.00 +3.00 2,462 11,174 +142
Dec05 050802 360.50 362.00 359.00 360.75 +2.00 829 12,807 +170
Mar06 050802 369.25 370.00 368.00 368.75 +1.50 254 2,835 +84
May06 050802 375.00 375.00 373.00 373.50 -0.25 21 277 -2
Jul06 050802 379.00 379.00 379.00 379.00 -3.00 0 12 +0
Total Volume and Open Interest 3,567 27,198 +395
Oats(CBOT)
Sep05 050802 159.50 161.75 159.50 161.00 +1.00 652 1,716 -214
Dec05 050802 169.00 169.75 168.00 168.75 unch 934 5,992 +135
Mar06 050802 175.00 175.00 175.00 175.00 unch 0 75 +0
May06 050802 179.00 179.00 179.00 179.00 -1.00 0 4 +0
Total Volume and Open Interest 1,586 7,787 -79
Rough Rice(CBOT)
Sep05 050802 6.55 6.60 6.46 6.49 -0.10 607 4,961 +7
Nov05 050802 6.75 6.82 6.69 6.71 -0.10 325 2,001 +162
Jan06 050802 6.95 6.95 6.88 6.88 -0.11 2 619 -51
Mar06 050802 7.06 7.06 7.06 7.06 -0.11 0 86 +0
Total Volume and Open Interest 934 7,670 +118
Live Cattle(CME)
Aug05 050802 81.750 82.000 81.400 81.725 -0.150 8,122 19,102 -1,858
Oct05 050802 83.600 83.700 83.000 83.225 -0.425 14,036 79,264 +707
Dec05 050802 85.650 85.700 85.100 85.550 -0.025 4,497 21,918 +1,159
Feb06 050802 87.250 87.400 86.800 87.325 +0.150 1,378 13,241 +22
Apr06 050802 85.150 85.250 85.000 85.250 +0.250 163 3,306 -6
Jun06 050802 80.400 80.500 80.100 80.100 -0.250 41 1,775 -1
Total Volume and Open Interest 28,243 138,805 +29
Feeder Cattle(CME)
Aug05 050802 109.400 109.600 108.850 109.575 +0.250 1,396 7,778 -268
Sep05 050802 108.000 108.400 107.600 108.300 +0.500 826 6,174 -176
Oct05 050802 107.200 107.400 106.850 107.325 +0.175 1,150 5,995 +235
Nov05 050802 104.900 105.300 104.700 105.150 +0.300 262 2,131 +26
Jan06 050802 102.000 102.175 101.875 102.150 +0.275 39 971 +5
Mar06 050802 99.000 99.000 98.800 99.000 +0.050 6 248 +2
Apr06 050802 98.100 98.100 98.100 98.100 +0.100 0 162 +0
Total Volume and Open Interest 3,679 23,490 -176
Lean Hogs(CME)
Aug05 050802 69.600 70.050 68.950 69.900 +0.300 7,093 14,251 -2,763
Oct05 050802 59.900 60.700 59.300 60.625 +1.100 10,917 58,553 +1,307
Dec05 050802 57.500 58.250 57.050 58.125 +0.700 3,107 13,373 +461
Feb06 050802 59.400 60.000 58.750 59.975 +0.500 1,061 5,337 +723
Apr06 050802 59.875 60.300 59.500 60.300 +0.375 477 1,965 +236
May06 050802 61.250 61.600 61.250 61.400 -0.050 22 621 +14
Jun06 050802 62.800 63.200 62.650 63.200 +0.250 170 547 +86
Jul06 050802 59.875 60.000 59.750 60.000 +0.100 23 151 +17
Total Volume and Open Interest 22,885 94,862 +88
Pork Bellies(CME)
Aug05 050802 73.750 74.950 72.200 73.900 -1.300 526 1,449 -216
Feb06 050802 82.350 85.050 82.350 83.525 +0.500 337 650 +187
Mar06 050802 81.000 81.000 81.000 81.000 unch 0 11 +0
Total Volume and Open Interest 863 2,110 -29
Class III Milk(CME)
Aug05 050802 13.60 13.60 13.40 13.42 -0.07 296 3,191 -119
Sep05 050802 14.15 14.30 14.14 14.15 unch 140 3,595 -10
Oct05 050802 14.12 14.22 14.10 14.13 +0.05 69 2,453 +0
Nov05 050802 13.40 13.55 13.40 13.44 +0.05 39 1,755 +2
Dec05 050802 13.39 13.43 13.35 13.39 +0.07 30 1,646 +7
Total Volume and Open Interest 1,070 19,784 +196
Cocoa(NYBOT)
Sep05 050802 1480 1500 1475 1498 +16 5,331 39,418 -2,203
Dec05 050802 1515 1533 1508 1530 +15 1,834 32,384 -1,587
Mar06 050802 1543 1560 1539 1560 +16 110 22,915 +28
May06 050802 1578 1578 1578 1578 +16 135 5,854 +43
Jul06 050802 1598 1598 1598 1598 +16 0 8,003 -66
Sep06 050802 1612 1615 1612 1615 +16 0 9,402 +0
Dec06 050802 1637 1637 1637 1637 +14 0 4,469 +0
Total Volume and Open Interest 7,410 128,047 -3,785
Coffee "C"(NYBOT)
Sep05 050802 101.75 106.90 101.25 106.60 +4.45 7,354 56,755 -1,210
Dec05 050802 106.00 111.30 105.95 111.10 +4.45 3,457 22,636 +467
Mar06 050802 109.80 115.10 109.80 115.00 +4.55 371 7,814 -132
May06 050802 112.00 117.00 112.00 117.00 +4.55 33 2,176 +10
Jul06 050802 114.80 119.00 114.80 119.00 +4.55 108 1,964 +61
Sep06 050802 116.55 121.00 116.55 121.00 +4.55 70 703 +3
Total Volume and Open Interest 11,404 92,620 -797
Orange Juice(NYBOT)
Sep05 050802 95.65 95.70 95.00 95.15 -1.10 2,953 19,180 -728
Nov05 050802 98.45 98.45 97.80 97.85 -1.35 1,182 10,494 +388
Jan06 050802 100.50 100.50 99.70 99.70 -1.00 0 720 +3
Mar06 050802 101.20 101.20 101.20 101.20 -1.00 0 1,042 +0
May06 050802 102.70 102.70 102.70 102.70 -1.00 0 38 +0
Total Volume and Open Interest 4,135 31,507 -337
Sugar #11(NYBOT)
Oct05 050802 9.93 10.10 9.86 10.09 +0.13 25,855 271,366 +2,391
Mar06 050802 9.89 10.04 9.87 10.04 +0.12 6,887 92,729 +224
May06 050802 9.62 9.75 9.61 9.75 +0.11 2,210 34,724 -836
Jul06 050802 9.42 9.52 9.41 9.52 +0.09 2,359 20,033 +162
Oct06 050802 9.32 9.39 9.30 9.39 +0.08 950 13,350 +262
Total Volume and Open Interest 38,426 438,542 +2,341
Sugar #14(NYBOT)
Sep05 050802 22.21 22.21 22.15 22.15 -0.24 173 1,257 -127
Nov05 050802 20.58 20.60 20.58 20.58 -0.03 32 3,693 -288
Jan06 050802 20.43 20.43 20.40 20.40 -0.01 22 1,257 -31
Mar06 050802 20.51 20.51 20.51 20.51 +0.01 2 1,384 -120
May06 050802 20.77 20.78 20.76 20.76 +0.01 40 1,325 -60
Total Volume and Open Interest 271 10,716 -726
London Cocoa(LCE)
Sep05 050802 884 890 879 886 +5 4,480 48,649 -2,167
Dec05 050802 904 908 896 904 +5 1,997 65,002 +183
Mar06 050802 920 926 915 922 +5 165 28,099 -36
May06 050802 932 938 930 935 +5 78 10,008 +17
Jul06 050802 947 948 947 948 +5 13 18,344 -13
Sep06 050802 958 966 955 963 +5 82 10,512 +4
Dec06 050802 975 975 975 975 +5 0 11,407 +0
Total Volume and Open Interest 6,815 193,998 -2,012
London Coffee(LCE)
Sep05 050802 1073.00 1130.00 1050.00 1130.00 +45.00 4,117 71,009 -1,322
Nov05 050802 1102.00 1159.00 1079.00 1159.00 +46.00 1,663 50,946 +140
Jan06 050802 1120.00 1176.00 1101.00 1176.00 +47.00 700 26,469 +292
Mar06 050802 1133.00 1190.00 1121.00 1190.00 +47.00 103 24,219 +34
May06 050802 1143.00 1204.00 1135.00 1204.00 +47.00 5 3,379 +4
Jul06 050802 1207.00 1216.00 1207.00 1216.00 +47.00 1 2,580 +0
Total Volume and Open Interest 6,589 179,067 -852
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050802 289.10 292.80 287.00 292.10 +2.80 3,507 23,612 +215
Dec05 050802 276.00 279.70 275.00 279.10 +2.30 396 6,313 +84
Mar06 050802 276.70 278.40 276.70 278.40 +1.60 215 5,309 -40
May06 050802 276.00 277.30 276.00 277.30 +1.80 10 1,811 +0
Total Volume and Open Interest 4,163 42,462 +248
Cotton(NYBOT)
Oct05 050802 50.25 51.40 49.80 50.95 +0.25 210 5,775 +6
Dec05 050802 51.70 53.30 51.10 52.51 +0.19 4,449 73,905 -483
Mar06 050802 53.40 55.25 53.40 54.70 +0.33 495 10,308 +214
May06 050802 54.70 56.25 54.70 55.50 +0.25 10 1,431 +2
Jul06 050802 55.80 56.60 55.80 56.55 +0.25 1 1,865 +0
Oct06 050802 57.60 57.60 57.60 57.60 +0.25      
Total Volume and Open Interest 5,165 93,750 -261
Lumber(CME)
Sep05 050802 304.0 305.0 293.7 293.7 -10.0 883 2,865 +6
Nov05 050802 301.0 301.0 290.3 290.3 -7.3 451 1,168 +213
Jan06 050802 311.0 311.1 305.9 305.9 -3.9 10 95 +7
Mar06 050802 312.0 312.0 310.1 310.1 -1.9 0 7 +0
Total Volume and Open Interest 1,344 4,140 +226
Crude Oil(NYM)
Sep05 050802 61.45 61.95 60.93 61.89 +0.32 104,282 234,240 -2,166
Oct05 050802 62.45 62.95 61.95 62.87 +0.17 50,547 102,326 +10,881
Nov05 050802 63.25 63.65 62.80 63.63 +0.20 16,118 42,277 +446
Dec05 050802 63.85 64.16 63.45 64.16 +0.20 16,892 85,718 -538
Jan06 050802 64.10 64.55 63.95 64.53 +0.21 3,994 30,607 +1,845
Feb06 050802 64.30 64.76 64.00 64.76 +0.22 1,385 13,602 +129
Mar06 050802 64.30 64.90 64.30 64.84 +0.23 1,480 15,356 -412
Apr06 050802 64.10 64.81 64.10 64.81 +0.24 532 10,112 +90
May06 050802 64.40 64.75 64.40 64.75 +0.25 133 9,127 +12
Jun06 050802 64.40 64.67 64.15 64.67 +0.26 1,970 33,206 +626
Jul06 050802 64.57 64.57 64.57 64.57 +0.26 1,232 6,288 +153
Aug06 050802 64.20 64.47 64.20 64.47 +0.26 514 3,944 -340
Sep06 050802 64.00 64.36 63.85 64.36 +0.26 675 7,408 +410
Oct06 050802 64.25 64.25 64.25 64.25 +0.26 11 3,648 +5
Nov06 050802 63.60 64.13 63.60 64.13 +0.26 278 4,047 +226
Dec06 050802 63.80 64.01 63.55 64.01 +0.26 4,343 58,822 +328
Total Volume and Open Interest 213,423 830,054 +13,941
Heating Oil(NYM)
Sep05 050802 171.00 173.10 170.20 172.51 +0.82 22,463 73,347 +930
Oct05 050802 174.90 176.70 174.20 176.43 +0.98 5,999 21,847 +1,077
Nov05 050802 178.70 180.03 178.30 180.03 +1.23 1,953 11,244 +802
Dec05 050802 181.30 182.63 180.80 182.63 +1.28 3,030 20,791 +406
Jan06 050802 183.00 184.80 183.00 184.63 +1.28 1,175 14,869 +303
Feb06 050802 183.90 186.00 183.90 185.38 +1.28 156 11,374 +44
Mar06 050802 184.50 184.58 184.50 184.58 +1.28 469 7,327 +341
Apr06 050802 181.48 181.48 181.48 181.48 +1.28 375 5,040 +20
May06 050802 178.00 178.43 178.00 178.43 +1.18 44 1,782 +9
Jun06 050802 176.58 176.58 176.58 176.58 +1.28 421 3,955 +324
Jul06 050802 177.25 177.25 177.03 177.03 +1.28 3 1,371 -1
Aug06 050802 178.18 178.18 178.18 178.18 +1.28 1 107 +0
Total Volume and Open Interest 36,576 176,474 +2,495
Unleaded Gas(NYM)
Sep05 050802 175.50 178.45 174.20 178.16 +3.45 28,857 84,647 +1,286
Oct05 050802 167.00 169.30 165.80 168.98 +2.78 13,017 24,345 +1,993
Nov05 050802 165.25 166.23 164.00 166.23 +2.23 3,794 7,690 +860
Dec05 050802 165.00 166.45 164.00 166.45 +2.20 1,428 14,390 +424
Jan06 050802 165.50 167.85 165.50 167.85 +2.05 336 6,948 -99
Feb06 050802 169.40 169.40 169.40 169.40 +2.05 123 4,367 +36
Mar06 050802 170.95 170.95 170.95 170.95 +2.00 77 1,263 +14
Apr06 050802 182.40 182.40 182.40 182.40 +2.50 75 4,010 +15
May06 050802 183.95 183.95 183.95 183.95 +2.60 0 2,822 +0
Jun06 050802 184.35 184.35 184.35 184.35 +2.60 0 731 +0
Jul06 050802 183.95 183.95 183.95 183.95 +2.60 0 311 +0
Aug06 050802 182.95 182.95 182.95 182.95 +2.20      
Total Volume and Open Interest 47,707 151,524  
Natural Gas(NYM)
Sep05 050802 8.190 8.410 8.130 8.378 +0.224 32,421 90,868 -801
Oct05 050802 8.260 8.420 8.180 8.405 +0.196 16,992 57,720 +394
Nov05 050802 8.780 8.900 8.700 8.880 +0.141 4,853 35,139 +1,604
Dec05 050802 9.240 9.320 9.140 9.315 +0.116 2,778 32,434 +366
Jan06 050802 9.560 9.635 9.490 9.635 +0.091 3,387 32,201 -154
Feb06 050802 9.555 9.630 9.490 9.623 +0.084 2,250 19,979 +512
Mar06 050802 9.340 9.448 9.320 9.448 +0.079 3,230 32,808 +550
Apr06 050802 8.180 8.230 8.125 8.228 +0.024 2,339 20,441 +261
May06 050802 8.060 8.060 7.980 8.056 +0.012 1,325 18,912 +98
Jun06 050802 8.100 8.100 8.000 8.089 +0.011 279 6,926 +5
Jul06 050802 8.085 8.136 8.050 8.136 +0.009 172 11,708 -22
Aug06 050802 8.150 8.176 8.150 8.176 +0.007 754 9,749 +392
Sep06 050802 8.135 8.156 8.135 8.156 +0.004 28 8,844 +11
Oct06 050802 8.100 8.186 8.100 8.186 +0.002 1,291 17,386 -51
Nov06 050802 8.510 8.531 8.510 8.531 +0.005 44 8,492 -2
Dec06 050802 8.840 8.846 8.840 8.846 +0.002 160 8,293 +69
Total Volume and Open Interest 74,069 503,830 +3,837
Brent Crude Oil(ICE)
Sep05 050802 60.45 60.74 59.65 60.62 +0.18 53,769 73,273 +1,111
Oct05 050802 61.19 61.59 60.64 61.50 +0.12 28,895 108,925 -1,362
Nov05 050802 61.96 62.34 61.44 62.28 +0.12 14,781 33,247 +741
Dec05 050802 62.50 62.91 62.02 62.84 +0.16 7,587 34,300 +1,603
Jan06 050802 62.90 63.28 62.47 63.25 +0.19 2,003 23,122 +768
Feb06 050802 63.15 63.53 62.76 63.53 +0.21 1,057 7,673 -238
Mar06 050802 63.21 63.64 62.89 63.64 +0.22 959 6,819 +322
Apr06 050802 62.93 63.67 62.93 63.67 +0.20 250 4,674 +250
May06 050802 63.55 63.55 63.55 63.55 +0.23 0 3,636 +0
Jun06 050802 63.07 63.44 62.67 63.44 +0.27 801 17,193 -91
Jul06 050802 62.97 63.35 62.97 63.35 +0.26 0 799 +0
Aug06 050802 63.26 63.26 63.26 63.26 +0.25 0 203 +0
Sep06 050802 63.17 63.17 63.17 63.17 +0.25 150 2,300 +50
Oct06 050802 63.08 63.08 63.08 63.08 +0.25 0 275 +0
Total Volume and Open Interest 111,438 360,504 +3,208
Gas Oil(ICE)
Aug05 050802 532.00 535.00 522.00 529.00 -5.25 10,948 28,148 -2,343
Sep05 050802 545.00 548.00 536.00 542.50 -5.00 13,028 60,198 +887
Oct05 050802 554.50 558.00 547.25 553.25 +5.75 4,290 21,183 +1,089
Nov05 050802 563.25 563.25 556.00 560.50 -4.25 850 14,219 +374
Dec05 050802 566.50 568.25 560.25 564.25 -4.00 1,977 26,528 +152
Jan06 050802 567.50 570.25 564.75 567.25 -3.75 1,150 14,885 +643
Feb06 050802 567.50 569.25 566.75 569.25 -3.25 70 9,022 -28
Mar06 050802 566.50 568.25 566.00 568.25 -3.25 268 8,807 +232
Apr06 050802 567.25 567.25 567.25 567.25 -3.25 0 3,488 +0
May06 050802 566.25 566.25 566.25 566.25 -3.25 0 1,036 +0
Total Volume and Open Interest 33,049 224,862 +936
US Dollar Index(NYBOT)
Sep05 050802 88.76 88.79 88.28 88.64 -0.06 5,100 24,655 -1,495
Dec05 050802 88.34 88.40 88.06 88.39 -0.06 55 2,273 -18
Mar06 050802 88.19 88.19 88.19 88.19 -0.06 1 12 +1
Total Volume and Open Interest 5,156 26,940 -1,512
Australian Dollar(CME)
Sep05 050802 76.27 76.40 76.20 76.40 +0.38 1,089 58,757 -778
Dec05 050802 76.08 76.08 76.08 76.08 +0.38 3 439 +2
Mar06 050802 75.83 75.83 75.83 75.83 +0.38      
Total Volume and Open Interest 1,092 59,209 -776
British Pound(CME)
Sep05 050802 177.07 177.20 176.70 176.79 +0.08 5,403 72,514 -2,314
Dec05 050802 177.10 177.10 176.64 176.64 +0.08 2 181 +7
Mar06 050802 176.49 176.49 176.49 176.49 +0.08 0 5 +0
Total Volume and Open Interest 5,405 72,701 -2,307
Canadian Dollar(CME)
Sep05 050802 82.72 82.99 82.23 82.34 -0.40 8,263 84,345 +3,362
Dec05 050802 83.15 83.15 82.54 82.57 -0.40 13 3,755 -7
Mar06 050802 82.80 82.80 82.80 82.80 -0.40 1 460 +1
Jun06 050802 83.03 83.03 83.03 83.03 -0.40 0 28 +0
Total Volume and Open Interest 8,277 88,606 +3,356
Japanese Yen(CME)
Sep05 050802 90.22 90.42 90.10 90.15 +0.55 4,896 147,642 +2,892
Dec05 050802 91.23 91.25 90.95 91.05 +0.55 38 20,469 -36
Mar06 050802 91.95 91.95 91.95 91.95 +0.55 1 80 -3
Total Volume and Open Interest 4,935 168,221 +2,853
Swiss Franc(CME)
Sep05 050802 78.82 79.04 78.61 78.61 +0.08 6,827 68,058 -4,316
Dec05 050802 79.45 79.45 79.21 79.21 +0.08 2 212 +0
Mar06 050802 79.85 79.85 79.85 79.85 +0.08 0 28 +0
Total Volume and Open Interest 6,829 68,309 -4,316
EuroFX(CME)
Sep05 050802 122.42 122.75 122.13 122.18 -0.01 10,888 142,902 +4,370
Dec05 050802 123.09 123.14 122.70 122.73 -0.01 46 2,118 +40
Mar06 050802 123.31 123.31 123.31 123.31 -0.01 46 249 +101
Total Volume and Open Interest 10,980 145,585 +4,798
Mexican Peso(CME)
Sep05 050802 9370.0 9375.0 9340.0 9350.0 -10.0 1,548 96,643 -28
Dec05 050802 9250.0 9250.0 9220.0 9220.0 -10.0 2 1,155 +0
Total Volume and Open Interest 1,550 98,343 -28
30-Year T-Bonds(CBOT)
Sep05 050802 115~01 115~03 114~18 114~21 -0~10 305,052 534,580 -5,501
Dec05 050802 114~08 114~21 114~05 114~08 -0~10 1,495 19,289 +644
Mar06 050802 113~29 113~29 113~29 113~29 -0~10 1 86 +0
Total Volume and Open Interest 306,549 553,956 -4,856
10-Year T-Notes(CBOT)
Sep05 050802 110~220 110~270 110~155 110~190 -0~030 717,610 1,784,456 +27,112
Dec05 050802 109~315 110~015 109~265 109~280 -0~030 15,693 200,631 +10,477
Total Volume and Open Interest 733,304 1,986,517 +37,590
5-Year T-Notes(CBOT)
Sep05 050802 107~015 107~065 107~000 107~025 -0~010 346,818 0 +0
Dec05 050802 106~260 106~260 106~260 106~260 -0~015 9,767 0 +0
Mar06 050802 106~185 106~185 106~185 106~185 -0~010 0 2 +0
Total Volume and Open Interest 356,585 2 +0
2 Year T-Notes(CBOT)
Sep05 050802 103~024 103~028 103~022 103~024 -0~001 2,227 360,483 +1,356
Dec05 050802 103~004 103~004 103~004 103~004 -0~001 115 1,117 +95
Total Volume and Open Interest 2,342 361,600 +1,451
Eurodollars(CME)
Sep05 050802 96.015 96.020 96.010 96.020 unch 33,700 1,189,967 +5,548
Dec05 050802 95.720 95.750 95.715 95.725 -0.005 39,290 1,041,569 +1,128
Mar06 050802 95.605 95.640 95.600 95.610 -0.005 23,754 1,103,362 +362
Jun06 050802 95.535 95.575 95.525 95.540 -0.010 28,506 840,316 +16,833
Sep06 050802 95.490 95.535 95.485 95.490 -0.015 176,037 655,878 +7,846
Dec06 050802 95.450 95.490 95.450 95.450 -0.020 32,908 537,884 +131
Mar07 050802 95.440 95.485 95.440 95.440 -0.025 15,489 415,505 +2,425
Jun07 050802 95.425 95.455 95.420 95.420 -0.025 12,197 307,778 +1,867
Sep07 050802 95.405 95.435 95.405 95.405 -0.020 7,461 217,218 +1,769
Dec07 050802 95.370 95.400 95.370 95.370 -0.020 10,668 217,313 +106
Mar08 050802 95.360 95.390 95.360 95.365 -0.015 15,847 183,997 -5,212
Jun08 050802 95.340 95.390 95.340 95.345 -0.015 9,694 173,132 +978
Sep08 050802 95.325 95.345 95.320 95.320 -0.015 12,214 142,389 +5,070
Dec08 050802 95.285 95.305 95.280 95.280 -0.015 9,883 117,588 +1
Mar09 050802 95.265 95.270 95.265 95.265 -0.010 13,820 114,899 -3,136
Jun09 050802 95.240 95.245 95.235 95.235 -0.010 9,723 94,763 -1,240
Sep09 050802 95.200 95.225 95.195 95.210 -0.010 6,434 79,402 +237
Dec09 050802 95.155 95.205 95.150 95.170 -0.005 6,433 59,563 +857
Total Volume and Open Interest 320,825 7,705,635 +49,133
3-Mth Euro-Yen(CME)
Sep05 050802 99.91 99.91 99.91 99.91 unch 103 4,805 -424
Dec05 050802 99.89 99.89 99.89 99.89 unch 3 8,046 -302
Mar06 050802 99.86 99.86 99.86 99.86 unch 0 5,188 -72
Jun06 050802 99.81 99.81 99.81 99.81 unch 5 3,492 +323
Sep06 050802 99.74 99.74 99.74 99.74 unch 0 2,918 +70
Dec06 050802 99.66 99.66 99.66 99.66 -0.01 0 2,171 +140
Mar07 050802 99.61 99.61 99.61 99.61 unch 0 1,207 +200
Jun07 050802 99.54 99.54 99.54 99.54 unch 0 426 -70
Sep07 050802 99.43 99.43 99.43 99.43 unch 0 540 +0
Dec07 050802 99.34 99.34 99.34 99.34 -0.01 0 24 +0
Total Volume and Open Interest 111 29,128 -135
3-Mth Euro-Yen(SIMEX)
Sep05 050802 99.91 99.91 99.91 99.91 unch 1,802 77,839 +653
Dec05 050802 99.89 99.89 99.89 99.89 unch 3,565 76,043 -223
Mar06 050802 99.86 99.86 99.85 99.86 unch 312 55,710 -98
Jun06 050802 99.81 99.81 99.80 99.81 unch 884 44,354 -7
Sep06 050802 99.74 99.74 99.72 99.74 unch 746 22,214 -563
Dec06 050802 99.65 99.67 99.65 99.66 unch 442 52,872 -17
Mar07 050802 99.57 99.58 99.56 99.58 unch 576 21,409 +365
Jun07 050802 99.49 99.51 99.49 99.51 unch 740 7,557 +393
Total Volume and Open Interest 9,067 412,308 +503
German Euro-Bund(EUREX)
Sep05 050802 121.97 122.09 121.57 121.66 -0.92 832,498 1,327,321 +5,906
Dec05 050802 121.04 121.10 120.69 120.73 -0.34 969 14,951 +755
Mar06 050802 120.96 120.96 120.96 120.96 -0.32 238 9 +0
Total Volume and Open Interest 898,368 1,362,140 -4,724
German Euro-Bobl(EUREX)
Sep05 050802 114.57 114.68 114.38 114.41 -0.17 443,983 802,825 +6,991
Dec05 050802 113.76 113.76 113.58 113.58 -0.17 24 2,035 +200
Mar06 050802 113.81 113.81 113.81 113.81 -0.10 0 4 +0
Total Volume and Open Interest 444,007 804,864 +7,191
Long Gilt(LIFFE)
Sep05 050802 112~18 112~21 112~09 112~12 -0~05 57,816 218,320 +6,017
Dec05 050802 112~02 112~02 112~02 112~02 -0~05 11 4 -6
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050802 95.46 95.49 95.46 95.48 +0.01 34,413 257,693 -4,738
Dec05 050802 95.57 95.61 95.56 95.59 +0.02 60,267 378,810 -1,145
Mar06 050802 95.61 95.65 95.59 95.62 +0.01 49,020 299,050 -3,999
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050802 97.865 97.875 97.860 97.870 unch 44,911 569,729 +8,752
Dec05 050802 97.820 97.830 97.800 97.810 -0.010 56,796 580,665 +6,375
Mar06 050802 97.745 97.760 97.720 97.735 -0.010 76,766 454,038 +1,301
Total Volume and Open Interest 408,416 2,873,036 +29,539
3-Mth Aus T-Bills(SFE)
Sep05 050802 94.36 94.36 94.33 94.35 -0.01 3,110 81,414 -2,883
Dec05 050802 94.37 94.38 94.33 94.35 -0.03 22,903 203,631 -6,354
Mar06 050802 94.42 94.44 94.37 94.40 -0.03 7,139 87,739 -1,489
Jun06 050802 94.46 94.48 94.41 94.44 -0.03 7,750 71,724 +4,290
Sep06 050802 94.45 94.46 94.41 94.42 -0.04 134 23,723 -614
Dec06 050802 94.42 94.43 94.37 94.39 -0.04 813 20,756 -1,154
Mar07 050802 94.40 94.40 94.34 94.37 -0.03 339 14,422 -185
Jun07 050802 94.35 94.35 94.32 94.35 -0.03 373 13,971 -621
Sep07 050802 94.32 94.32 94.32 94.32 -0.03 0 1,960 +0
Dec07 050802 94.29 94.29 94.29 94.29 -0.04 0 1,461 +0
Total Volume and Open Interest 42,561 522,709 -9,010
10-Year Aus T-Bonds(SFE)
Sep05 050802 94.72 94.75 94.68 94.71 -0.04 21,446 309,420 -4,022
Dec05 050802 94.71 94.71 94.71 94.71 -0.04      
Total Volume and Open Interest 21,446 309,420 -4,022
3-Year Aus T-Bonds(SFE)
Sep05 050802 94.77 94.79 94.72 94.76 -0.02 34,393 406,584 +2,240
Dec05 050802 94.76 94.76 94.76 94.76 -0.02      
Total Volume and Open Interest 34,393 406,584 +2,240
Gold(CMX)
Aug05 050802 431.5 433.0 430.8 431.9 unch 776 1,384 -1,156
Oct05 050802 435.0 436.0 433.5 434.7 unch 1,476 20,725 -227
Dec05 050802 437.8 438.8 436.6 437.7 unch 37,170 187,735 +110
Feb06 050802 442.5 442.5 440.5 440.9 unch 106 4,550 -34
Apr06 050802 443.8 444.1 443.8 444.1 unch 160 3,780 -115
Jun06 050802 447.0 447.3 447.0 447.3 unch 420 9,318 -15
Aug06 050802 450.6 450.6 450.6 450.6 unch 0 967 +0
Oct06 050802 453.9 453.9 453.9 453.9 unch 210 1,583 +210
Dec06 050802 457.3 457.3 457.3 457.3 unch 4 5,041 +18
Feb07 050802 460.7 460.7 460.7 460.7 unch 150 1,141 +100
Apr07 050802 464.1 464.1 464.1 464.1 unch      
Jun07 050802 467.4 467.4 467.4 467.4 -0.1 50 3,269 +50
Total Volume and Open Interest 40,523 244,481 -1,059
Silver(CMX)
Sep05 050802 730.5 732.0 724.5 726.2 -4.3 16,252 75,467 -1,698
Dec05 050802 737.5 739.5 731.0 733.3 -3.9 1,408 25,197 +285
Mar06 050802 742.0 742.0 737.4 737.4 -3.9 266 4,727 +237
May06 050802 739.6 739.6 739.6 739.6 -3.6 2 808 +0
Jul06 050802 743.0 743.0 741.9 741.9 -3.3 9 6,298 -20
Sep06 050802 743.7 743.7 743.7 743.7 -3.3 1 1,514 +0
Dec06 050802 749.0 749.0 746.2 746.2 -2.8 1 6,892 +1
Total Volume and Open Interest 17,998 123,073 -1,305
Platinum(NYM)
Oct05 050802 913.0 913.0 903.0 907.0 -3.2 2,334 9,940 +805
Jan06 050802 905.0 905.0 905.0 905.0 -3.2 13 478 +7
Apr06 050802 902.5 902.5 902.5 902.5 -3.2 0 128 +0
Total Volume and Open Interest 2,347 10,546 +812
Palladium(NYME)
Sep05 050802 195.50 196.50 194.50 195.50 -0.30 642 12,705 -70
Dec05 050802 198.50 198.50 197.00 197.70 -0.30 213 1,461 +92
Mar06 050802 199.70 199.70 199.70 199.70 -0.30 0 19 +0
Total Volume and Open Interest 855 14,185 +22
Copper(CMX)
Sep05 050802 165.80 166.75 164.60 166.25 -0.05 10,667 73,518 -480
Dec05 050802 160.00 161.00 159.00 160.65 +0.15 5,027 28,931 +1,007
Mar06 050802 150.25 151.20 150.00 151.15 +0.15 946 4,398 +369
May06 050802 145.50 145.50 145.45 145.45 +0.25 0 789 +0
Jul06 050802 141.00 141.00 140.80 140.80 unch 10 780 +9
Total Volume and Open Interest 17,254 117,706 +850
Aluminum(CMX)
Aug05 050802 87.50 87.50 87.50 87.50 +0.90 160 187 -132
Sep05 050802 88.00 88.00 88.00 88.00 +0.55 9 738 -4
Oct05 050802 88.55 88.55 88.55 88.55 +0.70 0 474 +0
Nov05 050802 89.15 89.15 89.15 89.15 +0.40 0 506 +0
Dec05 050802 89.75 89.75 89.75 89.75 +0.40 0 1,135 +0
Jan06 050802 89.30 89.30 89.30 89.30 +0.40 0 70 +0
Total Volume and Open Interest 169 3,420 -136
DJIA Index(CBOT)
Sep05 050802 10655 10708 10641 10683 +50 3,285 30,748 +71
Dec05 050802 10700 10727 10700 10727 +50 0 53 +0
Mar06 050802 10767 10767 10767 10767 +50      
Total Volume and Open Interest 3,285 30,801 +71
S & P 500(CME)
Sep05 050802 1240.20 1247.20 1238.80 1245.10 +7.50 26,136 631,898 -3,493
Dec05 050802 1248.00 1252.50 1248.00 1251.80 +7.60 176 11,827 -9
Mar06 050802 1258.90 1258.90 1258.90 1258.90 +7.70 102 2,538 -101
Jun06 050802 1267.20 1267.20 1267.20 1267.20 +7.80 0 639 +0
Total Volume and Open Interest 26,414 646,957 -3,603
S & P 500 E-Mini(Globex)
Sep05 050802 1237.25 1247.50 1237.00 1245.00 +7.50 562,113 1,006,447 +15,579
Dec05 050802 1244.00 1253.50 1242.25 1251.75 +7.50 169 1,794 -67
Total Volume and Open Interest 562,282 1,008,241 +15,512
NASDAQ 100(CME)
Sep05 050802 1618.00 1635.00 1617.00 1629.00 +14.00 3,917 48,898 -823
Dec05 050802 1643.00 1643.00 1643.00 1643.00 +14.00 0 14 +0
Mar06 050802 1658.00 1658.00 1658.00 1658.00 +14.00      
Total Volume and Open Interest 3,917 48,912 -823
NASDAQ 100 E-Mini(Globex)
Sep05 050802 1615.00 1635.50 1613.50 1629.00 +14.00 170,091 290,131 -4,847
Dec05 050802 1613.00 1648.00 1613.00 1643.00 +14.00 64 144 +28
Total Volume and Open Interest 170,155 290,275 -4,819
S & P Midcap 400(CME)
Sep05 050802 723.50 727.00 723.10 726.50 +3.25 557 12,437 -94
Dec05 050802 730.75 730.75 730.00 730.75 +3.25      
Mar06 050802 733.50 733.50 733.50 733.50 +3.25      
Total Volume and Open Interest 620 12,391 -46
Russell 2000(CME)
Sep05 050802 685.50 690.10 685.40 688.80 +5.00 1,526 30,650 +274
Dec05 050802 691.80 691.80 691.80 691.80 +5.00 0 4 +0
Mar06 050802 691.80 691.80 691.80 691.80 +5.00      
Total Volume and Open Interest 1,526 30,654 +274
Russell 2000 E-Mini(Globex)
Sep05 050802 683.70 690.10 683.60 688.80 +5.00 95,998 224,033 +3,588
Dec05 050802 690.40 691.80 690.40 691.80 +5.00 1 194 +0
Total Volume and Open Interest 95,999 224,227 +3,588
Value Line(KCBT)
Sep05 050802 1913.50 1920.50 1913.50 1920.50 +13.00 9 57 +6
Total Volume and Open Interest 9 57 +6
Nikkei 225(CME)
Sep05 050802 11980 11985 11920 11945 -20 29,610 213,512 +2,970
Dec05 050802 11900 11925 11885 11900 -20 1 402 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050802 11980 11985 11920 11945 -20 29,610 213,512 +2,970
Dec05 050802 11900 11925 11885 11900 -20 1 402 +0
Mar06 050802 11890 11890 11890 11890 -20 0 60 +0
Total Volume and Open Interest 29,621 214,096 +2,970
CAC 40(MATIF)
Aug05 050802 4469.0 4512.0 4461.5 4510.5 +45.5 49,651 325,285 +2,735
Sep05 050802 4474.0 4519.0 4468.0 4517.5 +45.5 2,665 157,881 +2,218
Oct05 050802 4526.0 4526.0 4526.0 4526.0 +45.5 100 100 +100
Total Volume and Open Interest 52,430 501,242 +5,060
Hang Seng Index(HKFE)
Aug05 050802 15040 15173 15034 15130 +106 28,224 123,686 +2,729
Sep05 050802 15050 15160 15036 15119 +109 805 3,051 +189
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050802 4909.0 4953.0 4908.5 4945.5 +33.5 83,078 174,418 +183
Dec05 050802 4936.5 4978.5 4936.5 4971.5 +33.5 413 11,761 +25
Mar06 050802 4970.5 5005.0 4963.0 4998.5 +34.0 208 2,548 +31
Total Volume and Open Interest 83,699 188,727 +239
FT-SE 100(LIFFE)
Sep05 050802 5273.00 5321.50 5273.00 5319.00 +36.50 39,055 447,610 -6,559
Dec05 050802 5322.50 5347.00 5322.50 5347.00 +36.50 52 26,152 -11
Mar06 050802 5330.50 5353.00 5330.50 5353.00 +36.50 0 4,211 +0
Total Volume and Open Interest 39,129 479,757 -6,548
SPI 200(SFE)
Sep05 050802 4342.0 4374.0 4339.0 4371.0 +18.0 10,569 184,500 +2,046
Dec05 050802 4360.0 4385.0 4360.0 4385.0 +18.0 136 6,289 +85
Mar06 050802 4384.0 4387.0 4384.0 4387.0 +18.0 0 2,968 +0
Total Volume and Open Interest 10,705 196,758 +2,131
GSCI(CME)
Aug05 050802 408.50 411.90 406.80 411.90 +2.80 279 16,992 -168
Sep05 050802 416.00 416.00 415.50 415.50 +3.00 90 131 +53
Oct05 050802 419.50 419.50 419.50 419.50 +2.50 0 2 +0
Total Volume and Open Interest 369 17,125 -115
Reuters CRB Index(NYBOT)
Aug05 050802 317.00 319.25 317.00 319.00 +1.50 52 356 -11
Nov05 050802 320.50 322.50 320.50 322.50 +2.00 34 480 +12
Jan06 050802 323.00 323.00 323.00 323.00 +2.00 0 209 +0
Total Volume and Open Interest 87 1,050 +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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

Historically, when is the best time to buy? To hold? To sell?

Let MRCI help you with your cotton commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!