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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed August 03, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050803 690.00 694.00 670.00 670.00 -19.50 6,879 4,995 -1,293
Sep05 050803 695.00 699.50 674.00 675.25 -19.25 13,325 24,743 -1,537
Nov05 050803 703.50 709.00 680.00 681.50 -23.00 49,784 196,373 +5,497
Jan06 050803 708.50 713.00 685.00 686.00 -22.50 734 12,610 +30
Mar06 050803 705.00 708.00 682.00 683.00 -21.50 697 11,405 +8
May06 050803 700.00 700.00 673.00 675.00 -25.00 1,547 12,368 -123
Jul06 050803 700.00 700.00 675.00 675.00 -23.50 1,150 5,332 +400
Total Volume and Open Interest 74,694 272,177 +3,234
Soybean Meal(CBOT)
Aug05 050803 215.50 218.00 210.50 210.80 -4.60 4,327 8,384 -1,514
Sep05 050803 215.00 216.50 209.00 209.30 -5.10 8,306 22,244 -282
Oct05 050803 214.00 216.00 208.00 208.30 -5.40 1,649 11,277 +92
Dec05 050803 217.00 218.50 209.00 209.80 -6.70 12,215 50,781 +1,407
Jan06 050803 217.00 218.00 208.50 208.50 -7.90 233 3,970 -3
Mar06 050803 217.50 217.50 209.00 209.00 -7.50 181 4,272 +6
May06 050803 213.80 213.80 205.50 206.00 -6.90 317 6,637 -4
Jul06 050803 202.30 202.30 202.30 202.30 -7.60 33 3,686 +33
Total Volume and Open Interest 27,375 113,260 -266
Soybean Oil(CBOT)
Aug05 050803 24.95 25.05 24.30 24.30 -0.72 3,186 4,814 -1,047
Sep05 050803 25.06 25.15 24.38 24.40 -0.69 7,521 21,043 -18
Oct05 050803 25.18 25.21 24.48 24.49 -0.74 963 11,268 +200
Dec05 050803 25.33 25.45 24.62 24.72 -0.66 12,506 86,177 +3,202
Jan06 050803 25.27 25.30 24.75 24.75 -0.68 107 2,197 +42
Mar06 050803 25.31 25.33 24.70 24.81 -0.62 415 2,481 -55
May06 050803 25.25 25.30 24.72 24.78 -0.67 181 5,503 -8
Jul06 050803 25.42 25.42 24.80 24.80 -0.62 7 1,960 +0
Total Volume and Open Interest 25,009 137,311 +2,353
Canola(WCE)
Sep05 050803 294.3 294.3 294.3 294.3 -5.0 0 89 +0
Nov05 050803 303.0 304.0 297.9 298.4 -5.0 3,691 42,565 -1,156
Jan06 050803 311.0 311.0 306.1 306.3 -6.0 20 7,595 +157
Mar06 050803 318.6 318.6 313.7 313.7 -4.9 7 1,114 +3
May06 050803 320.1 320.1 320.1 320.1 -5.0 0 647 +0
Total Volume and Open Interest 3,885 54,730 -859
Corn(CBOT)
Sep05 050803 232.50 233.25 225.00 227.00 -5.50 34,173 248,433 -10,262
Dec05 050803 245.00 246.25 237.25 240.00 -5.50 59,622 377,616 +4,178
Mar06 050803 252.75 253.50 245.00 247.75 -5.00 5,534 55,355 +1,313
May06 050803 258.00 259.00 251.25 253.00 -5.50 1,974 10,916 +949
Jul06 050803 261.75 262.50 255.00 257.00 -4.75 1,648 18,929 +163
Sep06 050803 258.50 258.50 255.00 255.25 -3.25 68 4,138 -9
Total Volume and Open Interest 104,373 742,627 -3,405
Wheat(CBOT)
Sep05 050803 331.50 333.50 325.50 326.00 -6.00 21,740 126,871 -11,073
Dec05 050803 346.50 347.50 340.00 341.50 -6.00 15,070 93,215 +4,345
Mar06 050803 358.50 359.50 352.50 354.50 -5.00 2,235 21,967 +939
May06 050803 365.50 365.50 360.00 360.50 -5.00 5 748 +1
Jul06 050803 369.00 370.50 363.00 364.75 -6.00 1,268 8,375 +190
Total Volume and Open Interest 40,365 251,868 -5,592
Wheat(KCBT)
Sep05 050803 343.50 344.25 336.00 336.50 -7.75 5,454 41,178 -971
Dec05 050803 355.00 357.00 348.50 348.75 -8.25 3,640 32,957 +960
Mar06 050803 363.00 363.75 356.00 356.00 -8.00 804 13,559 +309
May06 050803 365.00 365.00 360.00 360.00 -7.00 14 890 +9
Jul06 050803 369.00 370.00 363.00 364.25 -6.25 597 2,207 +229
Total Volume and Open Interest 10,509 90,847 +536
Wheat(MGE)
Sep05 050803 353.00 353.50 349.00 350.00 -3.00 1,520 11,089 -85
Dec05 050803 362.00 362.00 357.00 357.50 -3.25 989 13,015 +208
Mar06 050803 370.00 370.25 364.75 364.75 -4.00 413 2,933 +98
May06 050803 373.00 373.00 370.00 370.00 -3.50 19 278 +1
Jul06 050803 376.00 376.00 376.00 376.00 -3.00 2 10 -2
Total Volume and Open Interest 2,953 27,416 +218
Oats(CBOT)
Sep05 050803 160.00 160.50 158.00 158.00 -3.00 223 1,621 -95
Dec05 050803 168.25 169.00 166.50 166.75 -2.00 379 6,022 +30
Mar06 050803 174.00 174.00 174.00 174.00 -1.00 0 75 +0
May06 050803 177.00 177.00 177.00 177.00 -2.00 0 4 +0
Total Volume and Open Interest 602 7,722 -65
Rough Rice(CBOT)
Sep05 050803 6.54 6.69 6.52 6.69 +0.20 277 4,898 -63
Nov05 050803 6.72 6.92 6.72 6.90 +0.19 136 2,045 +44
Jan06 050803 7.08 7.08 7.07 7.08 +0.20 15 630 +11
Mar06 050803 7.26 7.26 7.26 7.26 +0.20 0 86 +0
Total Volume and Open Interest 428 7,662 -8
Live Cattle(CME)
Aug05 050803 82.450 82.525 81.925 82.300 +0.575 4,998 18,006 -1,096
Oct05 050803 83.700 83.800 83.250 83.375 +0.150 8,926 80,184 +920
Dec05 050803 85.850 86.000 85.550 85.700 +0.150 3,121 22,247 +329
Feb06 050803 87.500 87.625 87.200 87.450 +0.125 1,125 13,520 +279
Apr06 050803 85.450 85.550 85.200 85.500 +0.250 290 3,427 +121
Jun06 050803 80.400 80.400 80.350 80.350 +0.250 22 1,792 +17
Total Volume and Open Interest 18,482 139,375 +570
Feeder Cattle(CME)
Aug05 050803 110.000 110.175 109.500 110.025 +0.450 1,505 7,551 -227
Sep05 050803 108.750 109.175 108.300 108.850 +0.550 1,060 6,547 +373
Oct05 050803 107.550 108.400 107.225 108.350 +1.025 2,285 7,018 +1,023
Nov05 050803 105.400 106.250 105.150 106.250 +1.100 676 2,534 +403
Jan06 050803 102.575 103.250 102.400 102.950 +0.800 110 1,042 +71
Mar06 050803 99.550 99.700 99.550 99.600 +0.600 5 251 +3
Apr06 050803 99.000 99.100 98.900 99.000 +0.900 0 162 +0
Total Volume and Open Interest 5,642 25,137 +1,647
Lean Hogs(CME)
Aug05 050803 69.800 70.075 69.650 69.725 -0.175 4,599 13,017 -1,234
Oct05 050803 60.400 60.800 59.900 60.075 -0.550 11,580 59,269 +716
Dec05 050803 57.900 58.300 57.700 58.025 -0.100 4,034 13,713 +340
Feb06 050803 59.600 60.025 59.350 59.925 -0.050 920 5,900 +563
Apr06 050803 59.900 60.375 59.900 60.375 +0.075 736 2,070 +105
May06 050803 61.000 61.500 61.000 61.350 -0.050 25 638 +17
Jun06 050803 63.175 63.475 63.000 63.425 +0.225 158 645 +98
Jul06 050803 59.800 60.300 59.800 60.250 +0.250 37 171 +20
Total Volume and Open Interest 22,109 95,494 +632
Pork Bellies(CME)
Aug05 050803 74.550 75.350 71.900 71.900 -2.000 922 1,102 -347
Feb06 050803 83.600 85.400 83.600 84.050 +0.525 549 941 +291
Mar06 050803 83.000 83.000 83.000 83.000 +2.000 0 11 +0
Total Volume and Open Interest 1,471 2,054 -56
Class III Milk(CME)
Aug05 050803 13.45 13.47 13.40 13.45 +0.03 114 3,159 -32
Sep05 050803 14.15 14.35 14.15 14.35 +0.20 151 3,613 +18
Oct05 050803 14.20 14.32 14.15 14.28 +0.15 40 2,469 +16
Nov05 050803 13.44 13.47 13.44 13.47 +0.03 46 1,766 +11
Dec05 050803 13.38 13.39 13.38 13.39 unch 13 1,646 +0
Total Volume and Open Interest 418 19,826 +42
Cocoa(NYBOT)
Sep05 050803 1495 1505 1481 1491 -7 5,402 38,012 -1,406
Dec05 050803 1528 1537 1518 1526 -4 1,953 32,356 -28
Mar06 050803 1560 1560 1547 1556 -4 278 22,994 +79
May06 050803 1567 1575 1567 1575 -3 0 5,854 +0
Jul06 050803 1595 1595 1595 1595 -3 0 8,003 +0
Sep06 050803 1620 1620 1612 1612 -3 6 9,384 -18
Dec06 050803 1632 1635 1632 1635 -2 0 4,469 +0
Total Volume and Open Interest 7,639 126,674 -1,373
Coffee "C"(NYBOT)
Sep05 050803 106.35 107.30 105.70 105.75 -0.85 11,896 56,018 -737
Dec05 050803 111.00 111.60 110.20 110.30 -0.80 5,588 24,286 +1,650
Mar06 050803 115.30 115.40 114.20 114.20 -0.80 666 7,886 +72
May06 050803 116.90 117.00 116.20 116.20 -0.80 83 2,202 +26
Jul06 050803 118.75 119.00 118.20 118.20 -0.80 291 1,946 -18
Sep06 050803 121.50 121.50 120.20 120.20 -0.80 84 746 +43
Total Volume and Open Interest 18,918 93,689 +1,069
Orange Juice(NYBOT)
Sep05 050803 95.30 96.40 95.25 96.05 +0.90 1,778 18,797 -383
Nov05 050803 98.25 99.10 97.85 98.70 +0.85 657 10,561 +67
Jan06 050803 100.60 100.60 99.75 100.55 +0.85 5 720 +0
Mar06 050803 101.90 102.15 101.90 102.15 +0.95 0 1,042 +0
May06 050803 103.75 103.75 103.75 103.75 +1.05 0 38 +0
Total Volume and Open Interest 2,440 31,191 -316
Sugar #11(NYBOT)
Oct05 050803 10.14 10.24 10.11 10.20 +0.11 43,859 282,780 +11,414
Mar06 050803 10.08 10.22 10.08 10.20 +0.16 17,304 95,512 +2,783
May06 050803 9.80 9.97 9.80 9.94 +0.19 3,922 34,612 -112
Jul06 050803 9.57 9.70 9.57 9.67 +0.15 2,039 20,099 +66
Oct06 050803 9.44 9.55 9.44 9.53 +0.14 425 13,431 +81
Total Volume and Open Interest 67,776 452,855 +14,313
Sugar #14(NYBOT)
Sep05 050803 22.25 22.45 22.25 22.25 +0.10 43 1,224 -33
Nov05 050803 20.59 20.60 20.57 20.57 -0.01 91 3,778 +85
Jan06 050803 20.43 20.43 20.41 20.41 +0.01 51 1,255 -2
Mar06 050803 20.51 20.51 20.51 20.51 unch 2 1,384 +0
May06 050803 20.77 20.77 20.75 20.75 -0.01 26 1,317 -8
Total Volume and Open Interest 215 10,747 +31
London Cocoa(LCE)
Sep05 050803 890 893 871 876 -10 2,014 48,348 -301
Dec05 050803 907 909 888 894 -10 1,673 65,292 +290
Mar06 050803 925 928 911 914 -8 229 28,150 +51
May06 050803 936 936 925 927 -8 138 10,024 +16
Jul06 050803 939 940 939 940 -8 100 18,244 -100
Sep06 050803 952 955 952 954 -9 122 10,512 +0
Dec06 050803 965 966 965 966 -9 0 11,407 +0
Total Volume and Open Interest 4,276 193,954 -44
London Coffee(LCE)
Sep05 050803 1130.00 1140.00 1099.00 1117.00 -13.00 5,484 69,063 -1,946
Nov05 050803 1165.00 1168.00 1129.00 1147.00 -12.00 5,142 52,773 +1,827
Jan06 050803 1176.00 1176.00 1158.00 1165.00 -11.00 735 26,542 +73
Mar06 050803 1177.00 1184.00 1174.00 1179.00 -11.00 480 24,584 +365
May06 050803 1193.00 1193.00 1193.00 1193.00 -11.00 182 3,380 +1
Jul06 050803 1205.00 1205.00 1205.00 1205.00 -11.00 20 2,596 +16
Total Volume and Open Interest 12,103 179,458 +391
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050803 293.00 295.00 287.40 292.40 +0.30 2,102 23,141 -471
Dec05 050803 280.00 281.60 280.00 280.40 +1.30 796 6,576 +263
Mar06 050803 279.00 281.30 279.00 280.20 +1.80 93 5,387 +78
May06 050803 278.10 278.20 278.10 278.20 +0.90 6 1,811 +0
Total Volume and Open Interest 3,100 42,402 -60
Cotton(NYBOT)
Oct05 050803 51.35 51.35 50.30 50.39 -0.56 557 5,754 -21
Dec05 050803 52.90 53.19 52.20 52.29 -0.22 8,844 74,050 +145
Mar06 050803 55.00 55.19 54.30 54.37 -0.33 801 10,601 +293
May06 050803 56.00 56.00 55.37 55.37 -0.13 189 1,431 +0
Jul06 050803 56.37 56.37 56.37 56.37 -0.18 55 1,837 -28
Oct06 050803 57.37 57.37 57.37 57.37 -0.23      
Total Volume and Open Interest 10,446 94,139 +389
Lumber(CME)
Sep05 050803 290.0 296.2 290.0 291.1 -2.6 613 2,788 -77
Nov05 050803 291.1 296.5 291.1 292.2 +1.9 330 1,193 +25
Jan06 050803 303.6 310.0 303.5 308.9 +3.0 30 109 +14
Mar06 050803 311.6 315.0 311.5 315.0 +4.9 0 7 +0
Total Volume and Open Interest 973 4,102 -38
Crude Oil(NYM)
Sep05 050803 62.40 62.50 60.70 60.86 -1.03 84,877 226,133 -8,107
Oct05 050803 63.25 63.40 61.70 61.87 -1.00 50,049 114,058 +11,732
Nov05 050803 63.90 64.05 62.63 62.63 -1.00 14,704 44,894 +2,617
Dec05 050803 64.45 64.50 63.00 63.17 -0.99 19,271 84,833 -885
Jan06 050803 64.25 64.25 63.45 63.56 -0.97 4,460 32,357 +1,750
Feb06 050803 65.09 65.09 63.80 63.80 -0.96 1,906 13,672 +70
Mar06 050803 65.05 65.05 63.88 63.88 -0.96 2,927 15,931 +575
Apr06 050803 64.40 64.40 63.85 63.85 -0.96 582 10,242 +130
May06 050803 63.79 63.79 63.79 63.79 -0.96 29 9,102 -25
Jun06 050803 64.80 64.80 63.71 63.71 -0.96 1,719 33,203 -3
Jul06 050803 64.65 64.65 63.61 63.61 -0.96 266 6,358 +70
Aug06 050803 63.51 63.51 63.51 63.51 -0.96 32 3,962 +18
Sep06 050803 63.40 63.40 63.40 63.40 -0.96 594 7,511 +103
Oct06 050803 63.29 63.29 63.29 63.29 -0.96 3 3,649 +1
Nov06 050803 63.17 63.17 63.17 63.17 -0.96 1 4,048 +1
Dec06 050803 64.00 64.20 63.05 63.05 -0.96 10,498 59,077 +255
Total Volume and Open Interest 198,340 840,179 +10,125
Heating Oil(NYM)
Sep05 050803 173.30 173.50 168.60 168.89 -3.62 19,854 72,600 -747
Oct05 050803 177.20 177.40 172.70 172.84 -3.59 6,859 23,180 +1,333
Nov05 050803 180.80 180.80 176.30 176.44 -3.59 2,874 11,365 +121
Dec05 050803 183.30 183.30 179.14 179.14 -3.49 3,034 20,073 -718
Jan06 050803 185.10 185.50 181.29 181.29 -3.34 1,185 14,547 -322
Feb06 050803 186.50 186.50 182.24 182.24 -3.14 266 11,299 -75
Mar06 050803 185.60 185.60 181.54 181.54 -3.04 672 7,748 +421
Apr06 050803 182.40 182.40 178.44 178.44 -3.04 65 5,040 +0
May06 050803 179.10 179.10 175.29 175.29 -3.14 43 1,815 +33
Jun06 050803 176.00 176.00 173.29 173.29 -3.29 410 4,053 +98
Jul06 050803 173.69 173.69 173.69 173.69 -3.34 121 1,381 +10
Aug06 050803 174.84 174.84 174.84 174.84 -3.34 0 107 +0
Total Volume and Open Interest 35,462 176,682 +208
Unleaded Gas(NYM)
Sep05 050803 180.25 182.00 176.80 177.09 -1.07 27,168 83,938 -709
Oct05 050803 170.50 171.50 167.50 167.88 -1.10 14,199 25,305 +960
Nov05 050803 167.50 167.50 164.68 164.68 -1.55 2,908 8,277 +587
Dec05 050803 168.50 168.50 164.70 164.70 -1.75 1,228 14,303 -87
Jan06 050803 168.00 168.00 165.95 165.95 -1.90 1,068 7,395 +447
Feb06 050803 171.00 171.00 167.40 167.40 -2.00 157 4,322 -45
Mar06 050803 168.90 168.90 168.90 168.90 -2.05 50 1,263 +0
Apr06 050803 182.80 182.80 180.40 180.40 -2.00 17 4,010 +0
May06 050803 181.90 181.90 181.90 181.90 -2.05 202 2,754 -68
Jun06 050803 185.50 185.50 182.30 182.30 -2.05 56 779 +48
Jul06 050803 181.90 181.90 181.90 181.90 -2.05 200 361 +50
Aug06 050803 180.90 180.90 180.90 180.90 -2.05      
Total Volume and Open Interest 47,453 152,857 +1,333
Natural Gas(NYM)
Sep05 050803 8.570 8.590 8.275 8.351 -0.027 35,141 86,623 -4,245
Oct05 050803 8.600 8.600 8.320 8.377 -0.028 26,384 58,160 +440
Nov05 050803 9.020 9.040 8.815 8.842 -0.038 10,941 34,733 -406
Dec05 050803 9.450 9.450 9.180 9.277 -0.038 6,773 32,637 +203
Jan06 050803 9.760 9.760 9.510 9.597 -0.038 7,243 32,532 +331
Feb06 050803 9.710 9.730 9.560 9.585 -0.038 3,536 19,987 +8
Mar06 050803 9.515 9.540 9.365 9.410 -0.038 3,040 33,397 +589
Apr06 050803 8.290 8.320 8.150 8.190 -0.038 2,677 20,412 -29
May06 050803 8.100 8.100 8.000 8.010 -0.046 1,209 18,889 -23
Jun06 050803 8.120 8.120 8.030 8.043 -0.046 386 7,006 +80
Jul06 050803 8.190 8.190 8.090 8.090 -0.046 177 11,633 -75
Aug06 050803 8.150 8.150 8.130 8.130 -0.046 78 9,775 +26
Sep06 050803 8.180 8.180 8.110 8.110 -0.046 64 8,895 +51
Oct06 050803 8.220 8.226 8.120 8.140 -0.046 645 17,601 +215
Nov06 050803 8.541 8.541 8.485 8.485 -0.046 248 8,498 +6
Dec06 050803 8.856 8.856 8.800 8.800 -0.046 288 8,385 +92
Total Volume and Open Interest 100,999 502,094 -1,736
Brent Crude Oil(ICE)
Sep05 050803 60.72 61.26 59.37 59.65 -0.97 48,980 69,365 -3,908
Oct05 050803 61.50 62.07 60.15 60.39 -1.11 28,840 116,687 +7,762
Nov05 050803 62.50 62.74 60.93 61.14 -1.14 13,794 35,356 +2,109
Dec05 050803 62.92 63.28 61.45 61.68 -1.16 9,809 33,893 -407
Jan06 050803 63.49 63.62 61.86 62.08 -1.17 2,298 22,778 -344
Feb06 050803 63.70 63.88 62.36 62.36 -1.17 1,169 7,868 +195
Mar06 050803 63.84 63.84 62.46 62.46 -1.18 779 6,504 -315
Apr06 050803 63.89 63.89 62.50 62.50 -1.17 294 4,724 +50
May06 050803 63.78 63.84 62.45 62.45 -1.10 0 3,636 +0
Jun06 050803 63.73 63.73 62.36 62.36 -1.08 1,509 17,608 +415
Jul06 050803 62.27 62.27 62.27 62.27 -1.08 10 799 +0
Aug06 050803 62.17 62.17 62.17 62.17 -1.09 0 203 +0
Sep06 050803 62.07 62.07 62.07 62.07 -1.10 0 2,250 -50
Oct06 050803 61.97 61.97 61.97 61.97 -1.11 0 275 +0
Total Volume and Open Interest 109,732 367,288 +6,784
Gas Oil(ICE)
Aug05 050803 533.50 538.75 520.00 525.00 -4.00 17,646 23,259 -4,889
Sep05 050803 547.50 550.75 535.50 538.00 -4.50 16,166 63,548 +3,350
Oct05 050803 558.00 560.50 544.00 548.00 -5.25 5,116 21,452 +269
Nov05 050803 565.25 567.75 554.50 556.00 -4.50 1,198 14,226 +7
Dec05 050803 570.00 572.00 559.00 561.25 -3.00 2,666 27,058 +530
Jan06 050803 573.00 575.25 561.75 564.00 -3.25 1,728 15,909 +1,024
Feb06 050803 574.75 576.00 565.25 565.50 -3.75 310 9,312 +290
Mar06 050803 573.75 573.75 564.75 564.75 -3.50 350 8,869 +62
Apr06 050803 564.00 564.00 564.00 564.00 -3.25 368 3,756 +268
May06 050803 562.00 563.00 562.00 563.00 -3.25 100 1,036 +0
Total Volume and Open Interest 46,993 226,143 +1,281
US Dollar Index(NYBOT)
Sep05 050803 88.65 88.90 87.82 87.85 -0.79 3,615 23,456 -1,199
Dec05 050803 88.61 88.61 87.60 87.60 -0.79 60 2,264 -9
Mar06 050803 87.40 87.40 87.40 87.40 -0.79 0 12 +0
Total Volume and Open Interest 3,675 25,732 -1,208
Australian Dollar(CME)
Sep05 050803 76.81 77.07 76.79 77.05 +0.65 1,455 60,454 +1,697
Dec05 050803 76.75 76.75 76.73 76.73 +0.65 0 433 -6
Mar06 050803 76.48 76.48 76.48 76.48 +0.65      
Total Volume and Open Interest 1,455 60,900 +1,691
British Pound(CME)
Sep05 050803 177.92 177.97 177.47 177.71 +0.92 3,213 73,333 +819
Dec05 050803 177.56 177.56 177.56 177.56 +0.92 3 180 -1
Mar06 050803 177.60 177.60 177.41 177.41 +0.92 0 5 +0
Total Volume and Open Interest 3,216 73,519 +818
Canadian Dollar(CME)
Sep05 050803 82.75 82.81 82.35 82.36 +0.02 3,422 83,581 -764
Dec05 050803 82.91 82.92 82.59 82.59 +0.02 133 3,819 +64
Mar06 050803 83.15 83.15 82.82 82.82 +0.02 0 460 +0
Jun06 050803 83.05 83.05 83.05 83.05 +0.02 0 28 +0
Total Volume and Open Interest 3,555 87,906 -700
Japanese Yen(CME)
Sep05 050803 90.41 90.52 90.28 90.51 +0.36 3,208 144,688 -2,954
Dec05 050803 91.35 91.41 91.15 91.41 +0.36 24 20,483 +14
Mar06 050803 92.31 92.31 92.31 92.31 +0.36 0 80 +0
Total Volume and Open Interest 3,232 165,281 -2,940
Swiss Franc(CME)
Sep05 050803 79.34 79.64 79.25 79.59 +0.98 2,508 71,076 +3,018
Dec05 050803 80.08 80.25 80.08 80.19 +0.98 5 212 +0
Mar06 050803 80.64 80.83 80.64 80.83 +0.98 0 28 +0
Total Volume and Open Interest 2,513 71,327 +3,018
EuroFX(CME)
Sep05 050803 123.39 123.69 123.25 123.61 +1.43 4,872 140,916 -1,986
Dec05 050803 124.00 124.20 123.92 124.16 +1.43 38 2,115 -3
Mar06 050803 124.74 124.74 124.74 124.74 +1.43 2 247 -2
Total Volume and Open Interest 4,912 143,594 -1,991
Mexican Peso(CME)
Sep05 050803 9342.0 9372.0 9320.0 9365.0 +15.0 2,906 94,072 -2,571
Dec05 050803 9227.0 9237.0 9225.0 9235.0 +15.0 5 1,156 +1
Total Volume and Open Interest 2,971 95,783 -2,560
30-Year T-Bonds(CBOT)
Sep05 050803 114~20 115~08 114~19 115~05 +0~16 233,476 535,150 +570
Dec05 050803 114~20 114~26 114~16 114~24 +0~16 1,496 18,984 -305
Mar06 050803 114~13 114~13 114~13 114~13 +0~16 0 86 +0
Total Volume and Open Interest 234,972 554,221 +265
10-Year T-Notes(CBOT)
Sep05 050803 110~185 110~290 110~180 110~265 +0~075 600,606 1,796,977 +12,521
Dec05 050803 109~305 110~050 109~300 110~035 +0~075 21,548 211,005 +10,374
Total Volume and Open Interest 622,154 2,009,412 +22,895
5-Year T-Notes(CBOT)
Sep05 050803 107~050 107~090 107~035 107~080 +0~055 283,546 0 +0
Dec05 050803 106~270 106~315 106~270 106~315 +0~055 10,005 0 +0
Mar06 050803 106~240 106~240 106~240 106~240 +0~055      
Total Volume and Open Interest 293,551    
2 Year T-Notes(CBOT)
Sep05 050803 103~026 103~032 103~025 103~030 +0~006 934 359,871 -612
Dec05 050803 103~010 103~010 103~010 103~010 +0~006 0 1,117 +0
Total Volume and Open Interest 934 360,988 -612
Eurodollars(CME)
Sep05 050803 96.020 96.020 96.010 96.020 unch 40,351 1,162,841 -27,126
Dec05 050803 95.725 95.740 95.720 95.740 +0.015 35,797 1,038,814 -2,755
Mar06 050803 95.615 95.645 95.615 95.640 +0.030 21,342 1,102,817 -545
Jun06 050803 95.555 95.585 95.550 95.580 +0.040 23,243 853,794 +13,478
Sep06 050803 95.495 95.545 95.485 95.535 +0.045 142,599 674,339 +18,461
Dec06 050803 95.465 95.500 95.465 95.495 +0.045 21,213 548,674 +10,790
Mar07 050803 95.455 95.490 95.455 95.485 +0.045 16,271 418,598 +3,093
Jun07 050803 95.435 95.475 95.430 95.465 +0.045 14,388 309,607 +1,829
Sep07 050803 95.420 95.455 95.420 95.450 +0.045 6,859 220,344 +3,126
Dec07 050803 95.385 95.425 95.385 95.420 +0.050 7,484 220,884 +3,571
Mar08 050803 95.385 95.415 95.385 95.415 +0.050 7,366 185,672 +1,675
Jun08 050803 95.380 95.395 95.360 95.395 +0.050 6,953 174,940 +1,808
Sep08 050803 95.350 95.375 95.345 95.370 +0.050 2,101 143,630 +1,241
Dec08 050803 95.310 95.335 95.305 95.330 +0.050 1,346 117,122 -466
Mar09 050803 95.305 95.320 95.305 95.315 +0.050 1,942 114,556 -343
Jun09 050803 95.275 95.290 95.275 95.285 +0.050 1,288 94,750 -13
Sep09 050803 95.260 95.265 95.250 95.260 +0.050 2,374 79,545 +143
Dec09 050803 95.210 95.225 95.205 95.220 +0.050 1,961 60,132 +569
Total Volume and Open Interest 242,520 7,727,059 +21,424
3-Mth Euro-Yen(CME)
Sep05 050803 99.91 99.91 99.91 99.91 unch 1,105 5,863 +1,058
Dec05 050803 99.89 99.89 99.89 99.89 unch 0 8,895 +849
Mar06 050803 99.85 99.85 99.85 99.85 -0.01 0 5,188 +0
Jun06 050803 99.80 99.80 99.80 99.80 -0.01 0 3,208 -284
Sep06 050803 99.74 99.74 99.74 99.74 unch 10 2,893 -25
Dec06 050803 99.66 99.66 99.66 99.66 unch 38 2,209 +38
Mar07 050803 99.61 99.61 99.61 99.61 unch 0 1,407 +200
Jun07 050803 99.54 99.54 99.54 99.54 unch 0 268 -158
Sep07 050803 99.42 99.42 99.42 99.42 -0.01 0 540 +0
Dec07 050803 99.34 99.34 99.34 99.34 unch 0 24 +0
Total Volume and Open Interest 1,153 30,806 +1,678
3-Mth Euro-Yen(SIMEX)
Sep05 050803 99.91 99.91 99.91 99.91 unch 1,009 78,464 +625
Dec05 050803 99.89 99.89 99.88 99.89 unch 6,462 79,926 +3,883
Mar06 050803 99.85 99.86 99.85 99.85 -0.01 1,513 55,759 +49
Jun06 050803 99.81 99.81 99.80 99.80 -0.01 1,874 44,064 -290
Sep06 050803 99.74 99.74 99.73 99.73 -0.01 534 22,109 -105
Dec06 050803 99.66 99.67 99.65 99.66 unch 3,334 55,180 +2,308
Mar07 050803 99.57 99.57 99.57 99.57 -0.01 375 21,529 +120
Jun07 050803 99.52 99.52 99.50 99.50 -0.01 448 7,671 +114
Total Volume and Open Interest 15,549 419,012 +6,704
German Euro-Bund(EUREX)
Sep05 050803 121.63 121.84 121.42 121.79 +0.13 1,235,997 1,368,662 +41,341
Dec05 050803 120.74 120.92 120.50 120.88 +0.15 2,003 15,601 +650
Mar06 050803 120.78 120.96 120.78 120.92 -0.04 2,493 9 +0
Total Volume and Open Interest 1,240,493 1,384,272 +22,132
German Euro-Bobl(EUREX)
Sep05 050803 114.42 114.54 114.30 114.51 +0.10 571,715 804,397 +1,572
Dec05 050803 113.59 113.68 113.59 113.68 +0.10 251 2,036 +1
Mar06 050803 113.91 113.91 113.91 113.91 +0.10 1,248 4 +0
Total Volume and Open Interest 573,214 806,437 +1,573
Long Gilt(LIFFE)
Sep05 050803 112~10 112~15 112~04 112~12 unch 55,575 225,066 +6,746
Dec05 050803 112~02 112~02 112~02 112~02 unch 11 15 +11
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050803 95.48 95.48 95.45 95.46 -0.02 58,055 254,939 -2,754
Dec05 050803 95.59 95.59 95.54 95.56 -0.03 77,509 377,825 -985
Mar06 050803 95.62 95.62 95.58 95.60 -0.02 59,535 291,446 -7,604
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050803 97.865 97.870 97.865 97.870 unch 95,315 550,312 -19,417
Dec05 050803 97.805 97.820 97.800 97.815 +0.005 81,913 598,362 +17,697
Mar06 050803 97.725 97.750 97.715 97.745 +0.010 121,234 448,139 -5,899
Total Volume and Open Interest 550,695 2,866,849 -6,187
3-Mth Aus T-Bills(SFE)
Sep05 050803 94.34 94.35 94.33 94.35 unch 12,763 81,068 -346
Dec05 050803 94.33 94.34 94.31 94.33 -0.02 62,400 202,609 -1,022
Mar06 050803 94.39 94.39 94.36 94.37 -0.03 16,526 85,326 -2,413
Jun06 050803 94.42 94.43 94.39 94.41 -0.03 3,839 67,048 -4,676
Sep06 050803 94.41 94.41 94.38 94.39 -0.03 1,647 24,409 +686
Dec06 050803 94.36 94.36 94.35 94.36 -0.03 955 20,822 +66
Mar07 050803 94.34 94.34 94.31 94.33 -0.04 1,453 15,838 +1,416
Jun07 050803 94.31 94.31 94.31 94.31 -0.04 360 14,083 +112
Sep07 050803 94.29 94.29 94.29 94.29 -0.03 0 1,960 +0
Dec07 050803 94.26 94.26 94.26 94.26 -0.03 0 1,461 +0
Total Volume and Open Interest 99,943 516,532 -6,177
10-Year Aus T-Bonds(SFE)
Sep05 050803 94.69 94.70 94.66 94.68 -0.04 35,227 307,130 -2,290
Dec05 050803 94.68 94.68 94.68 94.68 -0.04      
Total Volume and Open Interest 35,227 307,130 -2,290
3-Year Aus T-Bonds(SFE)
Sep05 050803 94.74 94.75 94.71 94.73 -0.03 109,705 400,959 -5,625
Dec05 050803 94.73 94.73 94.73 94.73 -0.03      
Total Volume and Open Interest 109,705 400,959 -5,625
Gold(CMX)
Aug05 050803 435.0 437.5 434.5 436.9 +5.0 206 1,367 -17
Oct05 050803 437.4 440.0 436.2 439.6 +4.9 1,075 20,908 +183
Dec05 050803 439.6 443.0 439.6 442.7 +5.0 38,325 185,842 -1,893
Feb06 050803 443.4 446.3 443.0 445.9 +5.0 280 4,722 +172
Apr06 050803 447.1 449.1 447.1 449.1 +5.0 3 3,782 +2
Jun06 050803 452.3 452.3 452.3 452.3 +5.0 5 9,323 +5
Aug06 050803 455.6 455.6 455.6 455.6 +5.0 0 967 +0
Oct06 050803 459.0 459.0 459.0 459.0 +5.1 0 1,583 +0
Dec06 050803 459.5 462.4 459.5 462.4 +5.1 1,360 4,992 -49
Feb07 050803 465.8 465.8 465.8 465.8 +5.1 1,450 2,545 +1,404
Apr07 050803 469.2 469.2 469.2 469.2 +5.1      
Jun07 050803 472.5 472.5 472.5 472.5 +5.1 100 3,369 +100
Total Volume and Open Interest 42,905 244,488 +7
Silver(CMX)
Sep05 050803 730.0 733.0 728.0 730.7 +4.5 17,587 74,298 -1,169
Dec05 050803 737.5 740.0 734.5 737.8 +4.5 5,762 25,167 -30
Mar06 050803 742.1 742.1 742.1 742.1 +4.7 155 4,845 +118
May06 050803 744.2 744.2 744.2 744.2 +4.6 0 808 +0
Jul06 050803 744.0 746.4 744.0 746.4 +4.5 347 6,253 -45
Sep06 050803 748.2 748.2 748.2 748.2 +4.5 50 1,539 +25
Dec06 050803 750.7 750.7 750.7 750.7 +4.5 52 6,869 -23
Total Volume and Open Interest 24,024 122,020 -1,053
Platinum(NYM)
Oct05 050803 911.0 918.9 911.0 918.1 +11.1 1,272 10,326 +386
Jan06 050803 916.1 916.1 916.1 916.1 +11.1 0 478 +0
Apr06 050803 913.6 913.6 913.6 913.6 +11.1 0 128 +0
Total Volume and Open Interest 1,272 10,932 +386
Palladium(NYME)
Sep05 050803 196.50 197.00 195.50 196.50 +1.00 381 12,805 +100
Dec05 050803 197.00 199.00 197.00 198.70 +1.00 35 1,475 +14
Mar06 050803 200.70 200.70 200.70 200.70 +1.00 0 19 +0
Total Volume and Open Interest 416 14,299 +114
Copper(CMX)
Sep05 050803 166.30 167.20 165.30 167.15 +0.90 8,843 72,492 -1,026
Dec05 050803 160.90 161.85 160.00 161.85 +1.20 5,343 29,621 +690
Mar06 050803 150.70 152.50 150.70 152.50 +1.35 1,244 4,899 +501
May06 050803 145.80 146.40 145.80 146.40 +0.95 68 827 +38
Jul06 050803 141.35 141.35 141.35 141.35 +0.55 12 782 +2
Total Volume and Open Interest 16,017 117,895 +189
Aluminum(CMX)
Aug05 050803 87.70 87.70 87.70 87.70 +0.20 0 187 +0
Sep05 050803 88.30 88.30 88.30 88.30 +0.30 0 738 +0
Oct05 050803 88.75 88.75 88.75 88.75 +0.20 0 474 +0
Nov05 050803 89.25 89.35 89.25 89.25 +0.10 0 506 +0
Dec05 050803 89.85 89.85 89.85 89.85 +0.10 0 1,135 +0
Jan06 050803 89.40 89.40 89.40 89.40 +0.10 0 70 +0
Total Volume and Open Interest 0 3,420 +0
DJIA Index(CBOT)
Sep05 050803 10675 10715 10645 10708 +25 3,781 30,660 -88
Dec05 050803 10712 10752 10712 10752 +25 1 54 +1
Mar06 050803 10792 10792 10792 10792 +25      
Total Volume and Open Interest 3,782 30,714 -87
S & P 500(CME)
Sep05 050803 1243.50 1248.40 1242.20 1247.80 +2.70 21,845 631,917 +19
Dec05 050803 1250.00 1254.50 1250.00 1254.50 +2.70 1,168 12,920 +1,093
Mar06 050803 1261.60 1261.60 1261.60 1261.60 +2.70 105 2,468 -70
Jun06 050803 1269.90 1269.90 1269.90 1269.90 +2.70 10 640 +1
Total Volume and Open Interest 23,128 648,000 +1,043
S & P 500 E-Mini(Globex)
Sep05 050803 1244.75 1248.50 1242.25 1247.75 +2.75 672,058 1,003,892 -2,555
Dec05 050803 1246.50 1255.00 1246.50 1254.50 +2.75 239 1,812 +18
Total Volume and Open Interest 672,297 1,005,704 -2,537
NASDAQ 100(CME)
Sep05 050803 1625.50 1635.00 1624.00 1632.50 +3.50 6,362 49,208 +310
Dec05 050803 1636.50 1646.50 1636.50 1646.50 +3.50 0 14 +0
Mar06 050803 1661.50 1661.50 1661.50 1661.50 +3.50      
Total Volume and Open Interest 6,362 49,222 +310
NASDAQ 100 E-Mini(Globex)
Sep05 050803 1629.50 1635.00 1624.00 1632.50 +3.50 232,043 308,039 +17,908
Dec05 050803 1641.00 1647.50 1632.50 1646.50 +3.50 57 142 -2
Total Volume and Open Interest 232,100 308,181 +17,906
S & P Midcap 400(CME)
Sep05 050803 724.75 726.50 723.50 724.50 -2.00 620 12,391 -46
Dec05 050803 728.75 728.75 728.75 728.75 -2.00      
Mar06 050803 731.50 731.50 731.50 731.50 -2.00      
Total Volume and Open Interest 307 12,341 -50
Russell 2000(CME)
Sep05 050803 686.75 688.00 683.90 684.75 -4.05 459 30,746 +96
Dec05 050803 687.75 687.75 687.75 687.75 -4.05 0 4 +0
Mar06 050803 687.75 687.75 687.75 687.75 -4.05      
Total Volume and Open Interest 459 30,750 +96
Russell 2000 E-Mini(Globex)
Sep05 050803 689.10 689.10 683.50 684.80 -4.00 88,088 225,952 +1,919
Dec05 050803 689.20 689.20 687.80 687.80 -4.00 1 195 +1
Total Volume and Open Interest 88,089 226,147 +1,920
Value Line(KCBT)
Sep05 050803 1913.50 1917.50 1913.50 1917.50 -3.00 30 45 -12
Total Volume and Open Interest 30 45 -12
Nikkei 225(CME)
Sep05 050803 12010 12010 11925 11940 -5 25,405 219,593 +6,081
Dec05 050803 11930 11950 11895 11895 -5 2 403 +1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050803 12010 12010 11925 11940 -5 25,405 219,593 +6,081
Dec05 050803 11930 11950 11895 11895 -5 2 403 +1
Mar06 050803 11885 11885 11885 11885 -5 0 60 +0
Total Volume and Open Interest 25,407 220,178 +6,082
CAC 40(MATIF)
Aug05 050803 4506.5 4507.5 4478.0 4499.5 -11.0 44,739 335,744 +10,459
Sep05 050803 4510.5 4514.0 4486.0 4506.5 -11.0 1,777 157,694 -187
Oct05 050803 4515.0 4515.0 4515.0 4515.0 -11.0 0 100 +0
Total Volume and Open Interest 46,526 511,524 +10,282
Hang Seng Index(HKFE)
Aug05 050803 15170 15185 15017 15096 -34 24,116 125,190 +1,504
Sep05 050803 15164 15173 15010 15089 -30 940 3,362 +311
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050803 4942.0 4948.5 4914.5 4940.0 -5.5 93,677 176,338 +1,920
Dec05 050803 4966.5 4974.5 4941.0 4966.0 -5.5 655 11,779 +18
Mar06 050803 4995.0 5001.0 4970.0 4993.0 -5.5 380 2,628 +80
Total Volume and Open Interest 94,712 190,745 +2,018
FT-SE 100(LIFFE)
Sep05 050803 5319.50 5331.50 5300.50 5325.00 +6.00 62,633 444,704 -2,906
Dec05 050803 5334.50 5355.00 5334.00 5353.50 +6.50 9 26,154 +2
Mar06 050803 5343.00 5360.00 5343.00 5360.00 +7.00 6 4,212 +1
Total Volume and Open Interest 62,648 476,854 -2,903
SPI 200(SFE)
Sep05 050803 4375.0 4380.0 4339.0 4348.0 -23.0 14,208 186,879 +2,379
Dec05 050803 4385.0 4385.0 4356.0 4362.0 -23.0 86 6,311 +22
Mar06 050803 4364.0 4364.0 4364.0 4364.0 -23.0 2 2,968 +0
Total Volume and Open Interest 14,298 199,160 +2,402
GSCI(CME)
Aug05 050803 414.90 415.20 407.00 407.50 -4.40 98 16,964 -28
Sep05 050803 418.50 418.50 410.40 410.40 -5.10 30 161 +30
Oct05 050803 419.00 419.00 416.00 416.00 -3.50 0 2 +0
Total Volume and Open Interest 128 17,127 +2
Reuters CRB Index(NYBOT)
Nov05 050803 322.90 323.25 322.00 322.00 -0.50 11 478 -2
Jan06 050803 322.50 322.50 322.50 322.50 -0.50 0 209 +0
Feb06 050803 322.50 322.50 322.50 322.50 -0.50 0 5 +0
Total Volume and Open Interest 19 1,047 -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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