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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 04, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050804 670.50 675.50 668.50 671.25 +1.25 5,579 3,836 -1,159
Sep05 050804 675.00 680.00 671.50 675.50 +0.25 11,096 24,508 -235
Nov05 050804 681.00 687.50 679.00 682.50 +1.00 49,919 193,392 -2,981
Jan06 050804 686.50 691.00 683.00 687.50 +1.50 724 12,627 +17
Mar06 050804 682.00 688.50 680.50 685.00 +2.00 1,646 12,018 +613
May06 050804 675.00 681.50 674.00 679.00 +4.00 1,149 12,269 -99
Jul06 050804 675.00 681.00 675.00 677.75 +2.75 490 5,541 +209
Total Volume and Open Interest 70,806 268,646 -3,531
Soybean Meal(CBOT)
Aug05 050804 211.30 213.20 210.70 212.60 +1.80 3,368 7,013 -1,371
Sep05 050804 210.40 212.00 209.20 211.10 +1.80 8,300 22,580 +336
Oct05 050804 209.00 211.30 208.80 210.20 +1.90 2,454 12,103 +826
Dec05 050804 210.30 213.20 210.00 212.30 +2.50 12,061 51,154 +373
Jan06 050804 211.50 213.00 211.50 212.20 +3.70 136 4,008 +38
Mar06 050804 209.50 212.30 209.50 211.90 +2.90 302 4,253 -19
May06 050804 207.00 209.00 207.00 209.00 +3.00 350 6,633 -4
Jul06 050804 207.50 208.00 205.50 207.50 +5.20 37 3,911 +225
Total Volume and Open Interest 27,118 113,721 +461
Soybean Oil(CBOT)
Aug05 050804 24.30 24.33 24.05 24.15 -0.15 1,875 3,496 -1,318
Sep05 050804 24.40 24.40 24.11 24.21 -0.19 7,289 20,638 -405
Oct05 050804 24.48 24.48 24.20 24.28 -0.21 1,035 11,214 -54
Dec05 050804 24.67 24.68 24.32 24.42 -0.30 12,936 85,617 -560
Jan06 050804 24.65 24.65 24.45 24.45 -0.30 68 2,179 -18
Mar06 050804 24.57 24.62 24.45 24.48 -0.33 1,118 3,671 +1,190
May06 050804 24.75 24.75 24.46 24.55 -0.23 105 5,449 -54
Jul06 050804 24.60 24.60 24.55 24.55 -0.25 1 1,959 -1
Total Volume and Open Interest 24,475 136,099 -1,212
Canola(WCE)
Sep05 050804 290.8 290.8 290.8 290.8 -3.5 0 89 +0
Nov05 050804 298.3 299.2 293.1 293.8 -4.6 3,966 41,900 -665
Jan06 050804 305.0 305.0 301.7 301.7 -4.6 334 7,668 +73
Mar06 050804 307.9 307.9 307.9 307.9 -5.8 7 1,114 +0
May06 050804 317.3 317.5 314.8 314.8 -5.3 700 2,008 +1,361
Total Volume and Open Interest 5,006 55,505 +775
Corn(CBOT)
Sep05 050804 225.00 226.50 224.00 224.50 -2.50 34,528 241,207 -7,226
Dec05 050804 238.50 239.50 237.00 237.50 -2.50 76,469 379,665 +2,049
Mar06 050804 246.25 247.25 245.25 246.25 -1.50 6,874 57,675 +2,320
May06 050804 251.25 253.00 251.25 252.00 -1.00 1,650 10,959 +43
Jul06 050804 255.50 257.00 255.00 255.75 -1.25 999 19,074 +145
Sep06 050804 255.00 255.25 254.00 254.00 -1.25 138 4,185 +47
Total Volume and Open Interest 122,037 740,172 -2,455
Wheat(CBOT)
Sep05 050804 326.00 328.75 324.00 325.00 -1.00 22,440 122,400 -4,471
Dec05 050804 341.00 343.50 338.25 339.75 -1.75 16,520 96,140 +2,925
Mar06 050804 354.00 354.75 351.00 352.50 -2.00 1,269 22,617 +650
May06 050804 361.00 361.00 358.00 359.00 -1.50 9 751 +3
Jul06 050804 365.00 365.50 362.00 363.50 -1.25 1,107 8,460 +85
Total Volume and Open Interest 41,355 251,062 -806
Wheat(KCBT)
Sep05 050804 337.50 341.00 337.00 338.25 +1.75 7,884 40,595 -583
Dec05 050804 349.50 352.00 348.50 350.50 +1.75 5,605 35,012 +2,055
Mar06 050804 356.50 359.00 355.00 356.50 +0.50 972 13,618 +59
May06 050804 362.25 362.25 358.00 359.00 -1.00 106 973 +83
Jul06 050804 363.50 366.00 362.00 362.00 -2.25 713 2,522 +315
Total Volume and Open Interest 15,283 92,776 +1,929
Wheat(MGE)
Sep05 050804 349.00 350.25 348.00 350.25 +0.25 2,301 11,379 +290
Dec05 050804 358.00 359.00 356.25 357.75 +0.25 1,343 13,272 +257
Mar06 050804 365.50 367.00 364.75 365.00 +0.25 127 3,004 +71
May06 050804 372.00 372.50 371.00 371.00 +1.00 12 283 +5
Jul06 050804 377.50 377.50 377.50 377.50 +1.50 0 10 +0
Total Volume and Open Interest 3,783 28,039 +623
Oats(CBOT)
Sep05 050804 158.75 159.75 156.00 157.25 -0.75 374 1,499 -122
Dec05 050804 166.75 168.00 164.25 166.00 -0.75 693 6,095 +73
Mar06 050804 173.00 173.00 173.00 173.00 -1.00 0 75 +0
May06 050804 175.00 175.00 175.00 175.00 -2.00 0 4 +0
Total Volume and Open Interest 1,067 7,673 -49
Rough Rice(CBOT)
Sep05 050804 6.69 6.90 6.63 6.88 +0.19 313 4,874 -24
Nov05 050804 6.90 7.09 6.84 7.07 +0.17 207 2,055 +10
Jan06 050804 7.17 7.22 7.17 7.22 +0.14 2 631 +1
Mar06 050804 7.40 7.40 7.40 7.40 +0.14 0 86 +0
Total Volume and Open Interest 522 7,649 -13
Live Cattle(CME)
Aug05 050804 81.950 82.000 80.500 80.625 -1.675 9,461 15,287 -2,719
Oct05 050804 83.150 83.150 81.650 81.725 -1.650 10,706 80,068 -116
Dec05 050804 85.600 85.600 84.350 84.425 -1.275 4,040 22,304 +57
Feb06 050804 87.250 87.250 86.600 86.900 -0.550 1,626 13,495 -25
Apr06 050804 85.350 85.350 84.800 85.000 -0.500 184 3,459 +32
Jun06 050804 80.300 80.300 79.700 79.700 -0.650 3 1,793 +1
Total Volume and Open Interest 26,020 136,605 -2,770
Feeder Cattle(CME)
Aug05 050804 109.800 109.800 109.000 109.425 -0.600 2,038 7,330 -221
Sep05 050804 108.800 108.850 107.750 107.850 -1.000 1,269 6,697 +150
Oct05 050804 108.150 108.150 107.050 107.250 -1.100 2,182 7,876 +858
Nov05 050804 106.100 106.100 105.050 105.300 -0.950 522 2,613 +79
Jan06 050804 102.800 102.800 102.100 102.200 -0.750 73 1,018 -24
Mar06 050804 99.500 99.600 98.700 98.700 -0.900 8 253 +2
Apr06 050804 98.500 98.500 97.700 97.800 -1.200 9 163 +1
Total Volume and Open Interest 6,108 25,981 +844
Lean Hogs(CME)
Aug05 050804 69.500 69.600 69.075 69.400 -0.325 3,802 11,373 -1,644
Oct05 050804 59.750 60.300 59.500 60.225 +0.150 8,493 59,914 +645
Dec05 050804 57.700 58.450 57.550 58.325 +0.300 2,678 14,600 +887
Feb06 050804 59.500 60.000 59.400 59.900 -0.025 773 6,174 +274
Apr06 050804 60.050 60.500 60.000 60.475 +0.100 233 2,064 -6
May06 050804 61.250 61.550 61.250 61.500 +0.150 46 658 +20
Jun06 050804 63.125 63.850 63.125 63.825 +0.400 74 675 +30
Jul06 050804 60.100 60.650 60.100 60.650 +0.400 59 201 +30
Total Volume and Open Interest 16,162 95,732 +238
Pork Bellies(CME)
Aug05 050804 70.500 71.750 69.900 69.900 -2.000 449 981 -121
Feb06 050804 85.000 86.050 84.400 84.900 +0.850 312 999 +58
Mar06 050804 83.000 83.000 83.000 83.000 unch 0 11 +0
Total Volume and Open Interest 761 1,991 -63
Class III Milk(CME)
Aug05 050804 13.45 13.54 13.40 13.54 +0.09 139 3,069 -90
Sep05 050804 14.30 14.52 14.25 14.33 -0.02 194 3,668 +55
Oct05 050804 14.25 14.45 14.20 14.22 -0.06 81 2,495 +26
Nov05 050804 13.47 13.50 13.44 13.44 -0.03 46 1,725 -41
Dec05 050804 13.45 13.45 13.39 13.40 +0.01 44 1,603 -43
Total Volume and Open Interest 550 19,755 -71
Cocoa(NYBOT)
Sep05 050804 1495 1502 1475 1479 -12 4,390 36,995 -1,017
Dec05 050804 1527 1536 1508 1513 -13 1,824 32,380 +24
Mar06 050804 1559 1565 1540 1543 -13 186 23,015 +21
May06 050804 1576 1577 1563 1563 -12 18 5,854 +0
Jul06 050804 1584 1584 1584 1584 -11 0 8,003 +0
Sep06 050804 1601 1601 1601 1601 -11 237 9,488 +104
Dec06 050804 1623 1623 1623 1623 -12 4 4,473 +4
Total Volume and Open Interest 6,659 125,810 -864
Coffee "C"(NYBOT)
Sep05 050804 107.40 108.50 105.50 106.25 +0.50 7,090 55,158 -860
Dec05 050804 111.00 112.40 110.00 110.80 +0.50 3,025 25,555 +1,269
Mar06 050804 115.50 116.20 114.25 114.65 +0.45 359 7,928 +42
May06 050804 116.60 116.60 116.60 116.60 +0.40 74 2,157 -45
Jul06 050804 118.90 119.15 118.55 118.55 +0.35 66 1,941 -5
Sep06 050804 121.25 121.25 120.25 120.50 +0.30 60 743 -3
Total Volume and Open Interest 10,849 94,093 +404
Orange Juice(NYBOT)
Sep05 050804 95.80 97.50 95.55 97.10 +1.05 956 18,748 -49
Nov05 050804 98.60 100.10 98.30 99.85 +1.15 776 10,915 +354
Jan06 050804 100.50 101.35 100.50 101.35 +0.80 23 718 -2
Mar06 050804 102.85 102.85 102.85 102.85 +0.70 6 1,041 -1
May06 050804 104.35 104.35 104.35 104.35 +0.60 0 38 +0
Total Volume and Open Interest 1,761 31,493 +302
Sugar #11(NYBOT)
Oct05 050804 10.05 10.35 10.04 10.22 +0.02 55,756 290,512 +7,732
Mar06 050804 10.09 10.34 10.06 10.27 +0.07 25,069 95,610 +98
May06 050804 9.84 10.07 9.81 10.02 +0.08 6,858 35,694 +1,082
Jul06 050804 9.58 9.79 9.57 9.75 +0.08 4,053 20,718 +619
Oct06 050804 9.45 9.64 9.45 9.60 +0.07 936 13,571 +140
Total Volume and Open Interest 93,347 462,713 +9,858
Sugar #14(NYBOT)
Sep05 050804 22.45 22.50 22.45 22.50 +0.25 88 1,148 -76
Nov05 050804 20.59 20.60 20.51 20.51 -0.06 90 3,864 +86
Jan06 050804 20.44 20.44 20.41 20.41 unch 3 1,253 -2
Mar06 050804 20.50 20.50 20.50 20.50 -0.01 2 1,384 +0
May06 050804 20.75 20.75 20.75 20.75 unch 7 1,314 -3
Total Volume and Open Interest 192 10,752 +5
London Cocoa(LCE)
Sep05 050804 877 886 869 870 -6 2,876 47,398 -950
Dec05 050804 894 904 885 887 -7 2,196 65,717 +425
Mar06 050804 914 923 905 906 -8 292 28,208 +58
May06 050804 928 929 919 919 -8 29 10,011 -13
Jul06 050804 932 932 932 932 -8 2 18,244 +0
Sep06 050804 956 957 946 947 -7 193 10,530 +18
Dec06 050804 965 965 957 959 -7 25 11,407 +0
Total Volume and Open Interest 5,613 193,492 -462
London Coffee(LCE)
Sep05 050804 1105.00 1131.00 1105.00 1118.00 +1.00 3,901 67,562 -1,501
Nov05 050804 1136.00 1160.00 1135.00 1148.00 +1.00 3,429 54,087 +1,314
Jan06 050804 1154.00 1180.00 1153.00 1167.00 +2.00 500 26,800 +258
Mar06 050804 1168.00 1191.00 1168.00 1182.00 +3.00 123 24,580 -4
May06 050804 1179.00 1195.00 1179.00 1195.00 +2.00 0 3,380 +0
Jul06 050804 1214.00 1214.00 1207.00 1207.00 +2.00 0 2,596 +0
Total Volume and Open Interest 7,954 179,526 +68
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050804 290.90 295.10 287.00 292.90 +0.50 2,035 22,386 -755
Dec05 050804 279.80 282.90 275.60 280.90 +0.50 993 6,736 +160
Mar06 050804 278.50 282.90 277.00 281.30 +1.10 485 5,437 +50
May06 050804 277.50 280.40 276.40 279.50 +1.30 60 1,811 +0
Total Volume and Open Interest 3,699 41,928 -474
Cotton(NYBOT)
Oct05 050804 50.48 50.75 50.10 50.60 +0.21 337 5,727 -27
Dec05 050804 52.29 52.60 51.85 52.37 +0.08 4,306 73,977 -73
Mar06 050804 54.25 54.40 54.05 54.40 +0.03 425 10,701 +100
May06 050804 55.40 55.40 55.35 55.35 -0.02 20 1,441 +10
Jul06 050804 56.45 56.45 56.45 56.45 +0.08 20 1,818 -19
Oct06 050804 57.45 57.45 57.45 57.45 +0.08      
Total Volume and Open Interest 5,108 94,130 -9
Lumber(CME)
Sep05 050804 296.0 301.1 296.0 301.1 +10.0 536 2,839 +51
Nov05 050804 297.5 302.2 297.5 302.2 +10.0 262 1,232 +39
Jan06 050804 318.9 318.9 310.1 312.0 +3.1 8 117 +8
Mar06 050804 323.8 323.8 318.0 318.0 +3.0 5 9 +2
Total Volume and Open Interest 811 4,202 +100
Crude Oil(NYM)
Sep05 050804 61.25 62.10 61.00 61.38 +0.52 107,880 219,943 -6,190
Oct05 050804 62.25 63.00 61.98 62.31 +0.44 59,193 124,753 +10,695
Nov05 050804 63.00 63.70 62.85 63.04 +0.41 15,760 45,373 +479
Dec05 050804 63.50 64.20 63.30 63.56 +0.39 20,884 83,564 -1,269
Jan06 050804 64.20 64.60 63.80 63.94 +0.38 4,496 34,023 +1,666
Feb06 050804 63.85 64.40 63.85 64.17 +0.37 1,692 13,687 +15
Mar06 050804 64.10 64.60 63.90 64.24 +0.36 1,953 16,119 +188
Apr06 050804 64.20 64.20 64.20 64.20 +0.35 307 10,132 -110
May06 050804 64.13 64.13 64.13 64.13 +0.34 857 9,072 -30
Jun06 050804 64.10 64.50 64.00 64.04 +0.33 2,625 33,627 +424
Jul06 050804 63.93 63.93 63.93 63.93 +0.32 1,036 8,341 +1,983
Aug06 050804 64.00 64.00 63.82 63.82 +0.31 0 3,961 -1
Sep06 050804 63.70 63.70 63.70 63.70 +0.30 540 7,802 +291
Oct06 050804 63.70 63.70 63.58 63.58 +0.29 109 3,644 -5
Nov06 050804 63.45 63.45 63.45 63.45 +0.28 0 4,048 +0
Dec06 050804 63.20 63.80 63.20 63.32 +0.27 5,801 59,592 +515
Total Volume and Open Interest 230,521 850,002 +9,823
Heating Oil(NYM)
Sep05 050804 169.30 172.25 169.00 170.78 +1.89 30,304 69,212 -3,388
Oct05 050804 173.10 175.90 173.05 174.66 +1.82 12,613 25,414 +2,234
Nov05 050804 177.00 179.00 177.00 178.01 +1.57 2,705 12,161 +796
Dec05 050804 179.70 181.80 179.60 180.61 +1.47 2,951 19,418 -655
Jan06 050804 182.00 184.10 181.80 182.66 +1.37 583 14,523 -24
Feb06 050804 182.90 184.30 182.90 183.61 +1.37 453 11,362 +63
Mar06 050804 182.40 184.00 182.40 182.76 +1.22 358 7,729 -19
Apr06 050804 179.30 180.30 179.20 179.56 +1.12 18 5,046 +6
May06 050804 177.40 177.40 176.41 176.41 +1.12 122 1,897 +82
Jun06 050804 175.00 175.00 174.41 174.41 +1.12 657 4,589 +536
Jul06 050804 175.40 175.40 174.81 174.81 +1.12 380 1,411 +30
Aug06 050804 175.96 175.96 175.96 175.96 +1.12 250 337 +230
Total Volume and Open Interest 52,146 176,265 -417
Unleaded Gas(NYM)
Sep05 050804 178.50 182.40 178.10 180.23 +3.14 32,926 81,762 -2,176
Oct05 050804 169.25 172.10 168.80 170.63 +2.75 15,065 26,387 +1,082
Nov05 050804 165.50 167.50 165.20 167.00 +2.32 3,288 9,320 +1,043
Dec05 050804 165.75 167.00 165.75 166.60 +1.90 1,142 14,463 +160
Jan06 050804 168.00 168.00 167.75 167.75 +1.80 298 7,510 +115
Feb06 050804 168.00 169.10 168.00 169.10 +1.70 70 4,390 +68
Mar06 050804 169.50 170.50 169.50 170.50 +1.60 187 1,183 -80
Apr06 050804 181.75 181.90 181.30 181.90 +1.50 249 4,022 +12
May06 050804 183.40 183.40 183.40 183.40 +1.50 24 2,778 +24
Jun06 050804 183.80 183.80 183.80 183.80 +1.50 53 779 +0
Jul06 050804 183.40 183.40 183.40 183.40 +1.50 0 361 +0
Aug06 050804 182.40 182.40 182.40 182.40 +1.50 200 150 +150
Total Volume and Open Interest 53,302 153,105 +248
Natural Gas(NYM)
Sep05 050804 8.340 8.685 8.300 8.471 +0.120 33,709 86,156 -467
Oct05 050804 8.360 8.690 8.340 8.505 +0.128 16,459 60,540 +2,380
Nov05 050804 8.810 9.120 8.790 8.945 +0.103 6,746 35,602 +869
Dec05 050804 9.240 9.460 9.200 9.375 +0.098 4,286 33,132 +495
Jan06 050804 9.560 9.770 9.530 9.685 +0.088 4,037 32,593 +61
Feb06 050804 9.560 9.770 9.540 9.673 +0.088 1,353 20,029 +42
Mar06 050804 9.360 9.580 9.350 9.483 +0.073 4,084 33,223 -174
Apr06 050804 8.140 8.300 8.140 8.248 +0.058 3,951 19,581 -831
May06 050804 7.970 8.120 7.950 8.058 +0.048 637 18,843 -46
Jun06 050804 7.970 8.200 7.970 8.091 +0.048 898 7,215 +209
Jul06 050804 8.200 8.200 8.138 8.138 +0.048 578 11,748 +115
Aug06 050804 8.250 8.250 8.178 8.178 +0.048 1,065 9,817 +42
Sep06 050804 8.230 8.230 8.150 8.158 +0.048 200 8,735 -160
Oct06 050804 8.210 8.230 8.180 8.188 +0.048 2,606 17,887 +286
Nov06 050804 8.510 8.531 8.510 8.531 +0.046 528 8,759 +261
Dec06 050804 8.850 8.850 8.843 8.843 +0.043 309 8,464 +79
Total Volume and Open Interest 83,539 506,208 +4,114
Brent Crude Oil(ICE)
Sep05 050804 59.56 60.86 59.56 60.12 +0.47 58,307 70,448 +1,083
Oct05 050804 60.45 61.58 60.45 60.87 +0.48 31,747 123,009 +6,322
Nov05 050804 61.26 62.27 61.26 61.62 +0.48 17,230 36,154 +798
Dec05 050804 61.85 62.76 61.80 62.14 +0.46 9,083 35,619 +1,726
Jan06 050804 62.30 63.09 62.20 62.51 +0.43 2,338 22,975 +197
Feb06 050804 62.55 63.35 62.55 62.78 +0.42 410 8,058 +190
Mar06 050804 62.67 63.48 62.67 62.87 +0.41 1,550 5,415 -1,089
Apr06 050804 62.81 63.18 62.81 62.90 +0.40 3,641 5,215 +491
May06 050804 62.80 63.50 62.80 62.88 +0.43 2,101 5,538 +1,902
Jun06 050804 62.73 63.42 62.72 62.78 +0.42 701 17,173 -435
Jul06 050804 62.68 62.68 62.68 62.68 +0.41 0 799 +0
Aug06 050804 62.57 62.57 62.57 62.57 +0.40 0 203 +0
Sep06 050804 62.46 62.46 62.46 62.46 +0.39 0 2,250 +0
Oct06 050804 62.34 62.34 62.34 62.34 +0.37 0 275 +0
Total Volume and Open Interest 128,508 378,852 +11,564
Gas Oil(ICE)
Aug05 050804 524.25 535.00 520.00 530.75 +5.75 11,226 22,642 -617
Sep05 050804 536.50 545.75 532.50 542.50 +4.50 16,076 66,171 +2,623
Oct05 050804 549.75 555.00 542.75 552.25 +4.25 7,056 22,297 +845
Nov05 050804 554.50 562.50 550.75 559.50 +3.50 1,983 14,797 +571
Dec05 050804 562.00 568.25 556.75 565.25 +4.00 3,049 28,385 +1,327
Jan06 050804 560.50 571.25 560.00 568.25 +4.25 2,959 17,350 +1,441
Feb06 050804 569.25 569.25 569.25 569.25 +3.75 296 9,347 +35
Mar06 050804 569.75 569.75 567.75 567.75 +3.00 100 8,769 -100
Apr06 050804 565.00 567.00 565.00 567.00 +3.00 0 3,756 +0
May06 050804 566.25 566.25 566.25 566.25 +3.25 4 1,040 +4
Total Volume and Open Interest 42,753 232,222 +6,079
US Dollar Index(NYBOT)
Sep05 050804 87.90 88.15 87.50 87.70 -0.15 6,162 21,294 -2,162
Dec05 050804 87.75 87.82 87.40 87.45 -0.15 72 2,265 +1
Mar06 050804 87.43 87.43 87.25 87.25 -0.15 0 12 +0
Total Volume and Open Interest 6,234 23,571 -2,161
Australian Dollar(CME)
Sep05 050804 76.90 77.22 76.86 77.10 +0.05 13,015 69,867 +9,413
Dec05 050804 76.78 76.78 76.78 76.78 +0.05 18 439 +6
Mar06 050804 76.53 76.53 76.53 76.53 +0.05      
Total Volume and Open Interest 13,048 70,326 +9,426
British Pound(CME)
Sep05 050804 177.34 178.05 177.24 177.83 +0.12 3,522 72,357 -976
Dec05 050804 177.65 177.68 177.65 177.68 +0.12 0 180 +0
Mar06 050804 177.53 177.53 177.53 177.53 +0.12 1 4 -1
Total Volume and Open Interest 3,523 72,542 -977
Canadian Dollar(CME)
Sep05 050804 82.32 82.75 82.20 82.47 +0.11 864 82,927 -654
Dec05 050804 82.72 82.90 82.70 82.70 +0.11 42 3,840 +21
Mar06 050804 83.05 83.05 82.93 82.93 +0.11 5 465 +5
Jun06 050804 83.16 83.16 83.16 83.16 +0.11 0 28 +0
Total Volume and Open Interest 911 87,278 -628
Japanese Yen(CME)
Sep05 050804 90.09 90.47 90.00 90.25 -0.26 2,353 143,796 -892
Dec05 050804 91.11 91.26 91.11 91.15 -0.26 5 20,485 +2
Mar06 050804 92.05 92.05 92.05 92.05 -0.26 0 80 +0
Total Volume and Open Interest 2,358 164,391 -890
Swiss Franc(CME)
Sep05 050804 79.39 79.88 79.31 79.75 +0.16 4,812 66,115 -4,961
Dec05 050804 80.40 80.40 80.36 80.36 +0.17 7 225 +13
Mar06 050804 81.01 81.01 81.01 81.01 +0.18 1 27 -1
Total Volume and Open Interest 4,820 66,378 -4,949
EuroFX(CME)
Sep05 050804 123.44 124.25 123.30 124.02 +0.41 8,308 144,529 +3,613
Dec05 050804 124.04 124.72 124.04 124.58 +0.42 87 2,191 +76
Mar06 050804 125.45 125.45 125.17 125.17 +0.43 280 424 +177
Total Volume and Open Interest 8,675 147,440 +3,846
Mexican Peso(CME)
Sep05 050804 9375.0 9390.0 9362.0 9370.0 +5.0 1,581 93,602 -470
Dec05 050804 9240.0 9250.0 9240.0 9240.0 +5.0 105 1,126 -30
Total Volume and Open Interest 1,711 95,313 -470
30-Year T-Bonds(CBOT)
Sep05 050804 115~05 115~12 114~24 114~29 -0~08 231,002 537,084 +1,934
Dec05 050804 114~20 114~30 114~12 114~16 -0~08 2,265 19,507 +523
Mar06 050804 114~13 114~14 114~05 114~05 -0~08 0 86 +0
Total Volume and Open Interest 233,267 556,678 +2,457
10-Year T-Notes(CBOT)
Sep05 050804 110~265 110~300 110~190 110~215 -0~050 519,496 1,775,711 -21,266
Dec05 050804 110~035 110~060 109~290 109~300 -0~055 19,706 220,794 +9,789
Total Volume and Open Interest 539,202 1,997,935 -11,477
5-Year T-Notes(CBOT)
Sep05 050804 107~080 107~105 107~045 107~055 -0~025 292,181 0 +0
Dec05 050804 106~310 106~310 106~295 106~295 -0~020 10,388 0 +0
Mar06 050804 106~220 106~220 106~220 106~220 -0~020      
Total Volume and Open Interest 302,569    
2 Year T-Notes(CBOT)
Sep05 050804 103~030 103~033 103~026 103~028 -0~002 1,714 361,854 +1,983
Dec05 050804 103~008 103~008 103~008 103~008 -0~002 0 1,117 +0
Total Volume and Open Interest 1,714 362,971 +1,983
Eurodollars(CME)
Sep05 050804 96.015 96.025 96.015 96.020 unch 33,852 1,148,340 -14,501
Dec05 050804 95.740 95.750 95.725 95.730 -0.010 24,933 1,033,144 -5,670
Mar06 050804 95.625 95.625 95.620 95.625 -0.015 30,178 1,116,446 +13,629
Jun06 050804 95.570 95.600 95.555 95.560 -0.020 23,280 862,692 +8,898
Sep06 050804 95.530 95.555 95.505 95.510 -0.025 146,983 683,581 +9,242
Dec06 050804 95.500 95.515 95.465 95.470 -0.025 17,229 550,119 +1,445
Mar07 050804 95.490 95.505 95.460 95.460 -0.025 10,487 414,216 -4,382
Jun07 050804 95.465 95.485 95.435 95.440 -0.025 11,471 310,422 +815
Sep07 050804 95.465 95.465 95.420 95.420 -0.030 4,481 219,407 -937
Dec07 050804 95.435 95.435 95.390 95.390 -0.030 5,783 223,334 +2,450
Mar08 050804 95.430 95.430 95.385 95.385 -0.030 7,000 186,107 +435
Jun08 050804 95.395 95.410 95.360 95.365 -0.030 4,532 175,644 +704
Sep08 050804 95.365 95.385 95.340 95.340 -0.030 2,910 143,262 -368
Dec08 050804 95.325 95.335 95.300 95.300 -0.030 3,671 119,852 +2,730
Mar09 050804 95.290 95.330 95.285 95.285 -0.030 6,482 114,523 -33
Jun09 050804 95.280 95.300 95.255 95.255 -0.030 4,589 95,682 +932
Sep09 050804 95.255 95.265 95.225 95.230 -0.030 1,867 79,454 -91
Dec09 050804 95.215 95.225 95.185 95.190 -0.030 2,211 59,858 -274
Total Volume and Open Interest 218,832 7,740,378 +13,319
3-Mth Euro-Yen(CME)
Sep05 050804 99.91 99.91 99.91 99.91 unch 0 5,853 -10
Dec05 050804 99.88 99.88 99.88 99.88 -0.01 0 9,084 +189
Mar06 050804 99.85 99.85 99.85 99.85 unch 0 5,188 +0
Jun06 050804 99.80 99.81 99.80 99.81 +0.01 0 3,142 -66
Sep06 050804 99.74 99.74 99.74 99.74 unch 0 2,807 -86
Dec06 050804 99.66 99.66 99.66 99.66 unch 0 2,121 -88
Mar07 050804 99.59 99.59 99.59 99.59 -0.02 0 1,407 +0
Jun07 050804 99.52 99.52 99.52 99.52 -0.02 0 536 +268
Sep07 050804 99.43 99.43 99.43 99.43 +0.01 0 540 +0
Dec07 050804 99.34 99.34 99.34 99.34 unch 0 24 +0
Total Volume and Open Interest 0 31,013 +207
3-Mth Euro-Yen(SIMEX)
Sep05 050804 99.91 99.91 99.91 99.91 unch 538 79,043 +579
Dec05 050804 99.89 99.89 99.88 99.88 -0.01 5,672 79,104 -822
Mar06 050804 99.85 99.85 99.85 99.85 unch 639 56,004 +245
Jun06 050804 99.81 99.81 99.80 99.81 +0.01 1,990 45,170 +1,106
Sep06 050804 99.74 99.74 99.74 99.74 +0.01 716 22,323 +214
Dec06 050804 99.66 99.66 99.66 99.66 unch 1,036 55,254 +74
Mar07 050804 99.58 99.58 99.57 99.58 +0.01 0 21,529 +0
Jun07 050804 99.51 99.51 99.51 99.51 +0.01 515 7,879 +208
Total Volume and Open Interest 11,106 420,616 +1,604
German Euro-Bund(EUREX)
Sep05 050804 121.78 121.88 121.53 121.59 -0.20 1,066,711 1,387,832 +19,170
Dec05 050804 120.85 120.94 120.68 120.68 -0.20 7,321 17,384 +1,783
Mar06 050804 120.69 120.69 120.69 120.69 -0.23 3,498 9 +0
Total Volume and Open Interest 1,077,530 1,405,225 +20,953
German Euro-Bobl(EUREX)
Sep05 050804 114.48 114.54 114.37 114.40 -0.11 480,621 817,052 +12,655
Dec05 050804 113.66 113.66 113.58 113.58 -0.10 1 2,286 +250
Mar06 050804 113.78 113.78 113.78 113.78 -0.13 409 4 +0
Total Volume and Open Interest 481,031 819,342 +12,905
Long Gilt(LIFFE)
Sep05 050804 112~08 112~21 112~05 112~17 +0~05 58,503 221,103 -3,963
Dec05 050804 112~07 112~07 112~07 112~07 +0~05 0 15 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050804 95.46 95.51 95.44 95.49 +0.03 38,336 248,705 -6,234
Dec05 050804 95.56 95.62 95.55 95.60 +0.04 60,342 379,497 +1,672
Mar06 050804 95.59 95.67 95.58 95.65 +0.05 36,735 289,882 -1,564
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050804 97.870 97.870 97.865 97.865 -0.005 58,608 535,603 -14,709
Dec05 050804 97.810 97.815 97.800 97.805 -0.010 82,250 598,267 -95
Mar06 050804 97.740 97.745 97.720 97.730 -0.015 103,057 445,297 -2,842
Total Volume and Open Interest 461,036 2,861,845 -5,004
3-Mth Aus T-Bills(SFE)
Sep05 050804 94.35 94.35 94.34 94.35 unch 7,322 87,234 +6,166
Dec05 050804 94.33 94.34 94.32 94.33 unch 69,686 217,191 +14,582
Mar06 050804 94.37 94.38 94.36 94.37 unch 17,967 94,477 +9,151
Jun06 050804 94.41 94.42 94.40 94.41 unch 7,255 70,754 +3,706
Sep06 050804 94.41 94.41 94.40 94.40 +0.01 1,517 24,174 -235
Dec06 050804 94.37 94.38 94.37 94.37 +0.01 255 21,087 +265
Mar07 050804 94.35 94.36 94.35 94.35 +0.02 410 16,257 +419
Jun07 050804 94.34 94.35 94.34 94.34 +0.03 343 14,380 +297
Sep07 050804 94.33 94.33 94.33 94.33 +0.04 15 1,977 +17
Dec07 050804 94.32 94.32 94.32 94.32 +0.06 0 1,461 +0
Total Volume and Open Interest 104,770 550,900 +34,368
10-Year Aus T-Bonds(SFE)
Sep05 050804 94.68 94.71 94.68 94.70 +0.02 38,003 324,145 +17,015
Dec05 050804 94.70 94.70 94.70 94.70 +0.02      
Total Volume and Open Interest 38,003 324,145 +17,015
3-Year Aus T-Bonds(SFE)
Sep05 050804 94.74 94.76 94.74 94.75 +0.02 59,224 410,044 +9,085
Dec05 050804 94.75 94.75 94.75 94.75 +0.02      
Total Volume and Open Interest 59,224 410,044 +9,085
Gold(CMX)
Aug05 050804 436.9 439.0 436.9 437.9 +1.0 270 804 -563
Oct05 050804 438.8 441.7 438.1 440.6 +1.0 4,420 20,906 -2
Dec05 050804 441.5 445.0 441.4 443.7 +1.0 64,550 201,969 +16,127
Feb06 050804 444.5 447.0 444.5 446.9 +1.0 203 4,721 -1
Apr06 050804 449.5 450.5 449.5 450.2 +1.1 241 3,753 -29
Jun06 050804 454.5 454.5 453.5 453.5 +1.2 10 9,333 +10
Aug06 050804 456.8 456.8 456.8 456.8 +1.2 0 967 +0
Oct06 050804 460.2 460.2 460.2 460.2 +1.2 0 1,583 +0
Dec06 050804 464.5 464.5 463.6 463.6 +1.2 299 5,024 +32
Feb07 050804 467.0 467.0 467.0 467.0 +1.2 0 2,545 +0
Apr07 050804 470.4 470.4 470.4 470.4 +1.2      
Jun07 050804 475.5 475.5 473.7 473.7 +1.2 0 3,369 +0
Total Volume and Open Interest 69,995 260,062 +15,574
Silver(CMX)
Sep05 050804 725.5 728.5 718.0 725.2 -5.5 11,795 74,462 +164
Dec05 050804 733.0 736.5 726.0 732.4 -5.4 1,218 25,298 +131
Mar06 050804 738.0 739.0 737.0 737.0 -5.1 0 4,845 +0
May06 050804 739.1 739.1 739.1 739.1 -5.1 0 808 +0
Jul06 050804 741.0 746.0 741.0 741.3 -5.1 219 6,139 -114
Sep06 050804 743.1 743.1 743.1 743.1 -5.1 0 1,539 +0
Dec06 050804 748.5 748.5 745.6 745.6 -5.1 2 6,869 +0
Total Volume and Open Interest 13,255 122,200 +180
Platinum(NYM)
Oct05 050804 914.0 916.0 906.5 910.6 -7.5 1,680 11,195 +869
Jan06 050804 910.5 910.5 905.0 909.1 -7.0 4 479 +1
Apr06 050804 912.0 912.0 906.6 906.6 -7.0 0 128 +0
Total Volume and Open Interest 1,684 11,802 +870
Palladium(NYME)
Sep05 050804 196.00 196.50 192.00 193.50 -3.00 803 12,674 -131
Dec05 050804 198.00 198.00 193.75 195.75 -2.95 413 1,651 +176
Mar06 050804 197.75 197.75 197.75 197.75 -2.95 0 19 +0
Total Volume and Open Interest 1,216 14,344 +45
Copper(CMX)
Sep05 050804 165.75 166.20 164.60 165.45 -1.70 7,687 71,772 -720
Dec05 050804 160.70 161.00 159.50 160.55 -1.30 4,372 31,160 +1,539
Mar06 050804 151.50 151.90 151.50 151.55 -0.95 768 5,353 +454
May06 050804 145.80 145.80 145.55 145.55 -0.85 44 829 +2
Jul06 050804 140.90 140.90 140.50 140.50 -0.85 10 781 -1
Total Volume and Open Interest 13,353 119,155 +1,260
Aluminum(CMX)
Aug05 050804 87.25 87.25 87.25 87.25 -0.45 4 46 -141
Sep05 050804 87.85 87.85 87.85 87.85 -0.45 2 736 -2
Oct05 050804 88.30 88.30 88.30 88.30 -0.45 0 474 +0
Nov05 050804 88.80 88.80 88.80 88.80 -0.45 11 506 +0
Dec05 050804 89.40 89.40 89.40 89.40 -0.45 0 1,135 +0
Jan06 050804 88.95 88.95 88.95 88.95 -0.45 0 70 +0
Total Volume and Open Interest 17 3,277 -143
DJIA Index(CBOT)
Sep05 050804 10677 10680 10605 10615 -93 3,000 30,952 +292
Dec05 050804 10665 10667 10659 10659 -93 12 57 +3
Mar06 050804 10699 10699 10699 10699 -93      
Total Volume and Open Interest 3,012 31,009 +295
S & P 500(CME)
Sep05 050804 1243.10 1244.00 1236.70 1238.00 -9.80 19,697 631,643 -274
Dec05 050804 1250.00 1250.00 1244.60 1244.60 -9.90 40 12,915 -5
Mar06 050804 1251.60 1251.60 1251.60 1251.60 -10.00 0 2,468 +0
Jun06 050804 1259.90 1259.90 1259.90 1259.90 -10.00 0 640 +0
Total Volume and Open Interest 19,737 647,721 -279
S & P 500 E-Mini(Globex)
Sep05 050804 1247.75 1248.50 1236.50 1238.00 -9.75 531,858 1,013,780 +9,888
Dec05 050804 1253.00 1253.00 1243.50 1244.50 -10.00 73 1,783 -29
Total Volume and Open Interest 531,931 1,015,563 +9,859
NASDAQ 100(CME)
Sep05 050804 1624.50 1627.00 1612.00 1616.50 -16.00 5,273 48,249 -959
Dec05 050804 1627.00 1630.50 1627.00 1630.50 -16.00 4 18 +4
Mar06 050804 1645.50 1645.50 1645.50 1645.50 -16.00      
Total Volume and Open Interest 5,277 48,267 -955
NASDAQ 100 E-Mini(Globex)
Sep05 050804 1632.50 1633.50 1611.50 1616.50 -16.00 170,629 305,170 -2,869
Dec05 050804 1640.00 1640.00 1627.00 1630.50 -16.00 49 171 +29
Total Volume and Open Interest 170,678 305,341 -2,840
S & P Midcap 400(CME)
Sep05 050804 721.50 722.50 717.70 717.70 -6.80 307 12,341 -50
Dec05 050804 721.95 721.95 721.75 721.95 -6.80      
Mar06 050804 724.70 724.70 724.70 724.70 -6.80      
Total Volume and Open Interest 406 12,253 -88
Russell 2000(CME)
Sep05 050804 680.50 682.25 672.80 673.60 -11.15 602 30,880 +134
Dec05 050804 676.60 676.60 676.60 676.60 -11.15 0 4 +0
Mar06 050804 676.60 676.60 676.60 676.60 -11.15      
Total Volume and Open Interest 602 30,884 +134
Russell 2000 E-Mini(Globex)
Sep05 050804 684.80 685.40 672.60 673.60 -11.20 81,260 224,660 -1,292
Dec05 050804 687.00 687.00 676.60 676.60 -11.20 1 195 +0
Total Volume and Open Interest 81,261 224,855 -1,292
Value Line(KCBT)
Sep05 050804 1895.00 1896.00 1895.00 1896.00 -21.50 6 47 +2
Total Volume and Open Interest 6 47 +2
Nikkei 225(CME)
Sep05 050804 11960 11960 11825 11895 -45 32,898 222,204 +2,611
Dec05 050804 11840 11850 11785 11850 -45 5 405 +2
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050804 11960 11960 11825 11895 -45 32,898 222,204 +2,611
Dec05 050804 11840 11850 11785 11850 -45 5 405 +2
Mar06 050804 11840 11840 11840 11840 -45 0 60 +0
Total Volume and Open Interest 32,903 222,791 +2,613
CAC 40(MATIF)
Aug05 050804 4493.5 4499.0 4433.0 4462.0 -37.5 59,415 346,322 +10,578
Sep05 050804 4497.5 4497.5 4443.5 4469.0 -37.5 1,949 158,232 +538
Oct05 050804 4477.5 4477.5 4477.5 4477.5 -37.5 0 100 +0
Total Volume and Open Interest 61,373 522,644 +11,120
Hang Seng Index(HKFE)
Aug05 050804 15095 15190 15064 15100 +4 31,859 126,294 +1,104
Sep05 050804 15083 15177 15042 15089 unch 1,273 3,762 +400
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050804 4936.5 4941.0 4850.5 4857.0 -83.0 95,726 175,038 -1,300
Dec05 050804 4962.5 4965.0 4877.5 4883.0 -83.0 536 11,714 -65
Mar06 050804 4990.0 4991.0 4905.0 4910.0 -83.0 255 2,499 -129
Total Volume and Open Interest 96,517 189,251 -1,494
FT-SE 100(LIFFE)
Sep05 050804 5321.00 5324.00 5292.50 5314.50 -10.50 55,445 444,725 +21
Dec05 050804 5350.50 5351.50 5336.00 5343.00 -10.50 619 26,659 +505
Mar06 050804 5349.00 5349.00 5349.00 5349.00 -11.00 500 4,712 +500
Total Volume and Open Interest 56,564 477,880 +1,026
SPI 200(SFE)
Sep05 050804 4352.0 4376.0 4347.0 4357.0 +9.0 16,600 192,329 +5,450
Dec05 050804 4383.0 4383.0 4370.0 4371.0 +9.0 34 6,338 +27
Mar06 050804 4373.0 4373.0 4373.0 4373.0 +9.0 1 2,969 +1
Total Volume and Open Interest 16,663 204,666 +5,506
GSCI(CME)
Aug05 050804 407.90 413.70 407.90 409.50 +2.00 290 17,091 +127
Sep05 050804 413.80 413.80 412.10 413.10 +2.70 12 173 +12
Oct05 050804 417.00 417.00 417.00 417.00 +1.00 1 3 +1
Total Volume and Open Interest 303 17,267 +140
Reuters CRB Index(NYBOT)
Nov05 050804 322.00 323.00 322.00 323.00 +1.00 26 481 +3
Jan06 050804 322.50 323.50 322.50 323.50 +1.00 0 209 +0
Feb06 050804 323.50 323.50 323.50 323.50 +1.00 0 5 +0
Total Volume and Open Interest 83 1,038 -9
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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