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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 Fri August 05, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050805 667.00 667.00 640.00 658.50 -12.75 1,930 3,086 -750
Sep05 050805 671.00 671.00 644.00 661.75 -13.75 6,070 23,497 -1,011
Nov05 050805 677.50 677.50 649.00 669.00 -13.50 30,211 193,518 +126
Jan06 050805 682.00 682.00 655.00 674.00 -13.50 1,101 12,865 +238
Mar06 050805 677.00 677.00 653.00 672.00 -13.00 867 12,178 +160
May06 050805 670.00 670.00 653.00 666.00 -13.00 882 12,440 +171
Jul06 050805 666.00 668.00 651.00 666.00 -11.75 669 5,575 +34
Total Volume and Open Interest 42,082 267,593 -1,053
Soybean Meal(CBOT)
Aug05 050805 211.30 211.50 205.00 210.90 -1.70 2,614 6,111 -902
Sep05 050805 209.80 210.00 203.00 208.80 -2.30 5,706 22,437 -143
Oct05 050805 209.00 209.00 201.00 207.30 -2.90 1,261 12,208 +105
Dec05 050805 210.00 210.50 203.00 208.80 -3.50 6,598 49,785 -1,369
Jan06 050805 211.00 211.00 203.50 209.00 -3.20 250 4,187 +179
Mar06 050805 210.00 210.00 204.00 209.40 -2.50 536 4,342 +89
May06 050805 207.00 208.00 202.00 207.80 -1.20 733 6,337 -296
Jul06 050805 206.00 206.50 202.00 206.00 -1.50 126 3,902 -9
Total Volume and Open Interest 17,891 111,412 -2,309
Soybean Oil(CBOT)
Aug05 050805 24.05 24.05 23.20 23.62 -0.53 2,026 2,265 -1,231
Sep05 050805 24.15 24.15 23.23 23.69 -0.52 6,530 20,768 +130
Oct05 050805 24.17 24.17 23.25 23.78 -0.50 929 11,278 +64
Dec05 050805 24.25 24.25 23.33 23.92 -0.50 8,952 83,796 -1,821
Jan06 050805 24.20 24.20 23.50 23.95 -0.50 145 2,256 +77
Mar06 050805 24.10 24.10 23.50 23.98 -0.50 288 3,865 +194
May06 050805 24.25 24.25 23.63 24.00 -0.55 431 5,411 -38
Jul06 050805 24.05 24.10 23.80 24.00 -0.55 18 1,965 +6
Total Volume and Open Interest 19,378 133,484 -2,615
Canola(WCE)
Sep05 050805 283.1 283.1 283.1 283.1 -7.7 0 89 +0
Nov05 050805 292.7 292.7 285.4 287.1 -6.7 5,028 41,972 +72
Jan06 050805 301.0 301.0 293.8 296.1 -5.6 722 7,854 +186
Mar06 050805 302.4 302.4 302.4 302.4 -5.5 5 1,119 +5
May06 050805 309.0 309.0 309.0 309.0 -5.8 700 958 -1,050
Total Volume and Open Interest 5,006 54,455 -1,050
Corn(CBOT)
Sep05 050805 223.50 223.50 220.00 220.50 -4.00 25,993 234,941 -6,266
Dec05 050805 235.00 236.25 232.75 234.50 -3.00 53,358 383,888 +4,223
Mar06 050805 244.50 244.50 241.75 243.50 -2.75 14,798 62,137 +4,462
May06 050805 250.00 250.50 247.50 248.25 -3.75 2,268 12,263 +1,304
Jul06 050805 254.00 254.00 251.50 252.75 -3.00 1,589 19,365 +291
Sep06 050805 253.00 253.00 251.50 251.50 -2.50 65 4,206 +21
Total Volume and Open Interest 99,544 744,249 +4,077
Wheat(CBOT)
Sep05 050805 323.00 323.00 317.00 320.00 -5.00 16,927 116,844 -5,556
Dec05 050805 337.00 337.50 331.00 336.00 -3.75 16,348 101,520 +5,380
Mar06 050805 349.50 350.00 344.00 349.00 -3.50 3,541 22,792 +175
May06 050805 355.50 356.00 352.00 355.00 -4.00 71 774 +23
Jul06 050805 359.50 360.50 354.50 357.25 -6.25 1,541 8,756 +296
Total Volume and Open Interest 38,448 251,400 +338
Wheat(KCBT)
Sep05 050805 337.50 337.50 334.50 335.00 -3.25 7,760 38,707 -1,888
Dec05 050805 349.50 349.50 345.25 346.00 -4.50 5,742 35,520 +508
Mar06 050805 356.50 356.50 351.00 352.00 -4.50 1,720 13,921 +303
May06 050805 354.00 354.00 353.00 353.00 -6.00 14 981 +8
Jul06 050805 361.50 362.00 355.00 358.00 -4.00 1,025 3,041 +519
Total Volume and Open Interest 16,262 92,227 -549
Wheat(MGE)
Sep05 050805 349.00 349.25 343.50 345.50 -4.75 1,972 10,775 -604
Dec05 050805 357.50 357.50 350.50 352.75 -5.00 1,711 13,390 +118
Mar06 050805 365.00 365.00 359.00 360.50 -4.50 460 3,216 +212
May06 050805 370.00 370.00 366.50 366.50 -4.50 114 361 +78
Jul06 050805 371.00 371.00 371.00 371.00 -6.50 1 9 -1
Total Volume and Open Interest 4,260 27,844 -195
Oats(CBOT)
Sep05 050805 157.00 157.00 155.00 155.25 -2.00 219 1,528 +29
Dec05 050805 165.50 165.50 163.50 163.75 -2.25 709 6,086 -9
Mar06 050805 171.50 171.50 171.50 171.50 -1.50 0 75 +0
May06 050805 174.00 174.00 174.00 174.00 -1.00 0 4 +0
Total Volume and Open Interest 928 7,693 +20
Rough Rice(CBOT)
Sep05 050805 6.88 6.88 6.72 6.80 -0.08 486 4,805 -69
Nov05 050805 7.00 7.07 6.93 7.01 -0.06 349 2,120 +65
Jan06 050805 7.22 7.22 7.19 7.20 -0.02 1 631 +0
Mar06 050805 7.38 7.38 7.38 7.38 -0.02 0 86 +0
Total Volume and Open Interest 836 7,645 -4
Live Cattle(CME)
Aug05 050805 80.675 80.800 80.100 80.575 -0.050 6,731 13,322 -1,965
Oct05 050805 81.800 81.975 81.550 81.925 +0.200 11,931 80,508 +440
Dec05 050805 84.550 84.700 84.200 84.550 +0.125 3,525 21,990 -314
Feb06 050805 86.900 87.000 86.550 86.875 -0.025 826 13,583 +88
Apr06 050805 84.950 85.100 84.700 85.000 unch 305 3,522 +63
Jun06 050805 79.750 80.350 79.750 80.000 +0.300 43 1,825 +32
Total Volume and Open Interest 23,361 134,949 -1,656
Feeder Cattle(CME)
Aug05 050805 109.900 110.500 109.400 110.400 +0.975 1,216 7,048 -282
Sep05 050805 108.850 108.850 107.900 108.575 +0.725 1,605 6,694 -3
Oct05 050805 107.700 108.150 107.200 108.025 +0.775 1,738 8,628 +752
Nov05 050805 105.500 106.400 105.400 106.175 +0.875 284 2,484 -129
Jan06 050805 102.700 103.325 102.550 103.150 +0.950 121 1,086 +68
Mar06 050805 99.400 99.400 99.400 99.400 +0.700 10 261 +8
Apr06 050805 98.500 98.500 98.500 98.500 +0.700 8 171 +8
Total Volume and Open Interest 4,983 26,404 +423
Lean Hogs(CME)
Aug05 050805 69.450 70.200 68.900 70.100 +0.700 2,975 10,301 -1,072
Oct05 050805 60.150 60.950 59.450 60.775 +0.550 5,563 60,450 +536
Dec05 050805 58.000 58.875 57.500 58.775 +0.450 1,853 15,245 +645
Feb06 050805 59.700 60.150 59.400 60.125 +0.225 704 6,542 +368
Apr06 050805 60.300 60.350 60.000 60.150 -0.325 279 2,180 +116
May06 050805 61.300 61.375 61.000 61.375 -0.125 26 673 +15
Jun06 050805 63.500 63.500 63.200 63.400 -0.425 121 739 +64
Jul06 050805 60.500 60.500 60.150 60.375 -0.275 75 229 +28
Total Volume and Open Interest 11,634 96,456 +724
Pork Bellies(CME)
Aug05 050805 68.000 70.900 66.900 69.950 +0.050 481 888 -93
Feb06 050805 84.500 85.000 83.650 84.050 -0.850 451 1,114 +115
Mar06 050805 83.050 83.050 83.050 83.050 +0.050 0 11 +0
Total Volume and Open Interest 932 2,013 +22
Class III Milk(CME)
Aug05 050805 13.50 13.55 13.50 13.54 unch 256 3,095 +26
Sep05 050805 14.30 14.45 14.30 14.45 +0.12 152 3,742 +74
Oct05 050805 14.22 14.30 14.22 14.30 +0.08 76 2,514 +19
Nov05 050805 13.45 13.50 13.45 13.50 +0.06 10 1,733 +8
Dec05 050805 13.40 13.45 13.40 13.41 +0.01 13 1,598 -5
Total Volume and Open Interest 550 22,820 +3,065
Cocoa(NYBOT)
Sep05 050805 1450 1469 1445 1455 -24 5,061 35,315 -1,680
Dec05 050805 1495 1502 1484 1490 -23 3,730 33,052 +672
Mar06 050805 1531 1532 1517 1520 -23 218 23,032 +17
May06 050805 1545 1545 1540 1540 -23 21 5,874 +20
Jul06 050805 1561 1562 1559 1559 -25 0 8,003 +0
Sep06 050805 1584 1584 1576 1576 -25 0 9,488 +0
Dec06 050805 1599 1599 1599 1599 -24 35 4,483 +10
Total Volume and Open Interest 9,065 124,849 -961
Coffee "C"(NYBOT)
Sep05 050805 106.50 106.80 104.60 105.35 -0.90 7,277 54,552 -606
Dec05 050805 111.00 111.30 109.40 109.95 -0.85 3,905 27,069 +1,514
Mar06 050805 114.50 114.65 113.50 113.70 -0.95 284 7,985 +57
May06 050805 116.50 117.00 115.55 115.55 -1.05 61 2,177 +20
Jul06 050805 118.50 118.65 117.40 117.40 -1.15 40 1,974 +33
Sep06 050805 119.50 119.50 119.15 119.15 -1.35 23 760 +17
Total Volume and Open Interest 11,685 95,162 +1,069
Orange Juice(NYBOT)
Sep05 050805 97.00 98.90 97.00 97.95 +0.85 1,045 18,624 -124
Nov05 050805 100.00 102.50 99.75 100.75 +0.90 609 11,237 +322
Jan06 050805 102.00 103.25 102.00 102.25 +0.90 1 718 +0
Mar06 050805 103.75 103.75 103.75 103.75 +0.90 0 1,041 +0
May06 050805 105.25 105.25 105.25 105.25 +0.90 0 38 +0
Total Volume and Open Interest 1,661 31,691 +198
Sugar #11(NYBOT)
Oct05 050805 10.12 10.25 10.07 10.08 -0.14 47,473 303,621 +13,109
Mar06 050805 10.20 10.30 10.15 10.17 -0.10 23,655 97,457 +1,847
May06 050805 9.96 10.04 9.92 9.93 -0.09 5,406 36,161 +467
Jul06 050805 9.70 9.75 9.67 9.68 -0.07 4,420 21,970 +1,252
Oct06 050805 9.55 9.62 9.52 9.54 -0.06 1,571 13,745 +174
Total Volume and Open Interest 83,343 479,617 +16,904
Sugar #14(NYBOT)
Sep05 050805 22.40 22.40 22.35 22.35 -0.15 110 1,106 -42
Nov05 050805 20.51 20.60 20.51 20.52 +0.01 90 3,951 +87
Jan06 050805 20.45 20.45 20.45 20.45 +0.04 12 1,251 -2
Mar06 050805 20.54 20.54 20.54 20.54 +0.04 2 1,381 -3
May06 050805 20.75 20.75 20.75 20.75 unch 2 1,313 -1
Total Volume and Open Interest 218 10,792 +40
London Cocoa(LCE)
Sep05 050805 869 869 849 859 -11 2,964 46,276 -1,122
Dec05 050805 885 887 868 876 -11 3,103 66,858 +1,141
Mar06 050805 905 905 887 895 -11 854 27,810 -398
May06 050805 916 916 908 908 -11 128 10,124 +113
Jul06 050805 926 926 921 921 -11 2 18,244 +0
Sep06 050805 935 938 933 935 -12 64 10,533 +3
Dec06 050805 948 948 948 948 -11 112 11,407 +0
Total Volume and Open Interest 7,227 193,229 -263
London Coffee(LCE)
Sep05 050805 1116.00 1125.00 1105.00 1105.00 -13.00 3,121 66,610 -952
Nov05 050805 1143.00 1153.00 1132.00 1135.00 -13.00 2,177 54,621 +534
Jan06 050805 1165.00 1173.00 1154.00 1154.00 -13.00 649 26,992 +192
Mar06 050805 1185.00 1185.00 1169.00 1169.00 -13.00 333 24,817 +237
May06 050805 1190.00 1190.00 1182.00 1182.00 -13.00 12 3,378 -2
Jul06 050805 1194.00 1194.00 1194.00 1194.00 -13.00 4 2,600 +4
Total Volume and Open Interest 6,308 179,545 +19
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050805 290.80 293.00 287.50 287.60 -5.30 2,956 22,900 +514
Dec05 050805 280.40 282.00 277.10 277.10 -3.80 932 7,116 +380
Mar06 050805 281.40 282.90 277.60 277.60 -3.70 736 5,612 +175
May06 050805 277.40 279.50 275.60 275.60 -3.90 129 1,841 +30
Total Volume and Open Interest 5,200 42,934 +1,006
Cotton(NYBOT)
Oct05 050805 50.50 50.50 49.60 49.80 -0.80 143 5,708 -19
Dec05 050805 52.40 52.60 51.50 51.73 -0.64 2,902 73,892 -85
Mar06 050805 54.59 54.59 53.50 53.77 -0.63 247 10,779 +78
May06 050805 55.30 55.30 54.65 54.65 -0.70 17 1,438 -3
Jul06 050805 55.55 55.55 55.55 55.55 -0.90 0 1,818 +0
Oct06 050805 56.55 56.55 56.55 56.55 -0.90      
Total Volume and Open Interest 3,309 94,101 -29
Lumber(CME)
Sep05 050805 302.0 304.5 294.0 296.0 -5.1 369 2,808 -31
Nov05 050805 304.0 304.0 295.3 295.4 -6.8 238 1,244 +12
Jan06 050805 310.0 313.0 308.9 308.9 -3.1 154 176 +59
Mar06 050805 316.0 316.0 315.3 315.3 -2.7 5 12 +3
Total Volume and Open Interest 766 4,245 +43
Crude Oil(NYM)
Sep05 050805 61.95 62.45 61.60 62.31 +0.93 83,416 211,293 -8,650
Oct05 050805 62.85 63.40 62.55 63.28 +0.97 48,444 131,257 +6,504
Nov05 050805 63.60 64.00 63.25 63.96 +0.92 17,401 46,853 +1,480
Dec05 050805 64.00 64.50 63.70 64.44 +0.88 15,228 85,198 +1,634
Jan06 050805 64.52 64.78 64.20 64.78 +0.84 4,962 36,137 +2,114
Feb06 050805 64.70 65.05 64.40 64.98 +0.81 885 14,072 +385
Mar06 050805 64.60 65.04 64.40 65.04 +0.80 2,810 17,193 +1,074
Apr06 050805 64.75 64.98 64.40 64.98 +0.78 362 10,361 +229
May06 050805 64.89 64.89 64.89 64.89 +0.76 596 9,557 +485
Jun06 050805 64.30 64.78 64.05 64.78 +0.74 1,416 34,073 +446
Jul06 050805 64.05 64.65 64.05 64.65 +0.72 10 7,340 -1,001
Aug06 050805 64.52 64.52 64.52 64.52 +0.70 18 3,965 +4
Sep06 050805 64.38 64.38 64.38 64.38 +0.68 274 7,900 +98
Oct06 050805 64.24 64.24 64.24 64.24 +0.66 56 3,621 -23
Nov06 050805 64.09 64.09 64.09 64.09 +0.64 110 4,076 +28
Dec06 050805 63.55 63.94 63.40 63.94 +0.62 7,824 57,271 -2,321
Total Volume and Open Interest 194,765 856,245 +6,243
Heating Oil(NYM)
Sep05 050805 172.00 173.50 170.50 173.12 +2.34 21,094 66,403 -2,809
Oct05 050805 177.00 177.50 173.20 177.15 +2.49 10,785 27,068 +1,654
Nov05 050805 178.80 180.70 178.10 180.45 +2.44 3,630 13,019 +858
Dec05 050805 182.30 183.30 180.75 183.05 +2.44 1,415 19,667 +249
Jan06 050805 184.40 185.05 183.10 185.05 +2.39 593 14,748 +225
Feb06 050805 185.35 186.00 184.30 186.00 +2.39 169 11,372 +10
Mar06 050805 184.00 185.15 183.50 185.15 +2.39 172 7,822 +93
Apr06 050805 180.00 181.90 180.00 181.90 +2.34 174 5,068 +22
May06 050805 177.50 178.65 177.50 178.65 +2.24 1 1,898 +1
Jun06 050805 175.00 176.60 175.00 176.60 +2.19 201 4,645 +56
Jul06 050805 177.00 177.00 177.00 177.00 +2.19 41 1,411 +0
Aug06 050805 178.15 178.15 178.15 178.15 +2.19 20 347 +10
Total Volume and Open Interest 38,657 176,705 +440
Unleaded Gas(NYM)
Sep05 050805 182.40 183.50 181.25 183.22 +2.99 29,468 80,101 -1,661
Oct05 050805 173.50 174.60 172.30 174.34 +3.71 14,592 27,090 +703
Nov05 050805 169.00 170.39 168.30 170.39 +3.39 3,519 10,308 +988
Dec05 050805 167.75 168.99 166.80 168.99 +2.39 941 14,742 +279
Jan06 050805 170.75 170.75 169.89 169.89 +2.14 205 7,539 +29
Feb06 050805 169.25 171.19 169.25 171.19 +2.09 194 4,574 +184
Mar06 050805 170.50 172.59 170.50 172.59 +2.09 42 1,195 +12
Apr06 050805 181.50 183.99 181.50 183.99 +2.09 54 4,047 +25
May06 050805 185.49 185.49 185.49 185.49 +2.09 0 2,778 +0
Jun06 050805 185.89 185.89 185.89 185.89 +2.09 0 779 +0
Jul06 050805 185.49 185.49 185.49 185.49 +2.09 0 361 +0
Aug06 050805 182.50 184.49 182.50 184.49 +2.09 0 150 +0
Total Volume and Open Interest 49,015 153,664 +559
Natural Gas(NYM)
Sep05 050805 8.520 8.750 8.490 8.700 +0.229 39,709 89,178 +3,022
Oct05 050805 8.580 8.780 8.530 8.752 +0.247 22,170 62,854 +2,314
Nov05 050805 9.020 9.200 8.970 9.192 +0.247 10,877 36,523 +921
Dec05 050805 9.430 9.612 9.385 9.612 +0.237 4,715 33,072 -60
Jan06 050805 9.750 9.917 9.690 9.917 +0.232 5,793 33,473 +880
Feb06 050805 9.730 9.902 9.660 9.902 +0.229 2,350 20,274 +245
Mar06 050805 9.530 9.707 9.500 9.707 +0.224 9,228 36,493 +3,270
Apr06 050805 8.290 8.392 8.230 8.392 +0.144 2,035 20,917 +1,336
May06 050805 8.090 8.192 8.060 8.192 +0.134 626 18,974 +131
Jun06 050805 8.120 8.225 8.100 8.225 +0.134 29 7,226 +11
Jul06 050805 8.180 8.272 8.180 8.272 +0.134 235 11,748 +0
Aug06 050805 8.180 8.312 8.170 8.312 +0.134 699 9,813 -4
Sep06 050805 8.292 8.292 8.292 8.292 +0.134 144 8,760 +25
Oct06 050805 8.190 8.322 8.190 8.322 +0.134 1,036 18,871 +984
Nov06 050805 8.560 8.667 8.560 8.667 +0.136 533 8,983 +224
Dec06 050805 8.895 8.982 8.895 8.982 +0.139 393 8,640 +176
Total Volume and Open Interest 101,487 520,051 +13,843
Brent Crude Oil(ICE)
Sep05 050805 60.50 61.24 60.35 61.07 +0.95 0 69,942 -506
Oct05 050805 61.03 61.80 61.00 61.68 +0.81 0 123,146 +137
Nov05 050805 61.72 62.42 61.72 62.33 +0.71 13,768 35,921 -233
Dec05 050805 62.25 62.89 62.25 62.79 +0.65 7,125 36,442 +823
Jan06 050805 63.02 63.23 62.59 63.14 +0.63 2,122 23,106 +131
Feb06 050805 63.30 63.50 62.92 63.38 +0.60 864 8,283 +225
Mar06 050805 63.18 63.55 63.02 63.45 +0.58 967 5,732 +317
Apr06 050805 62.89 63.50 62.89 63.41 +0.51 1,300 3,915 -1,300
May06 050805 63.26 63.32 63.18 63.32 +0.44 925 6,063 +525
Jun06 050805 62.97 63.29 62.83 63.21 +0.43 2,060 17,188 +15
Jul06 050805 63.11 63.11 63.11 63.11 +0.43 0 799 +0
Aug06 050805 63.01 63.01 63.01 63.01 +0.44 0 203 +0
Sep06 050805 62.91 62.91 62.91 62.91 +0.45 0 2,250 +0
Oct06 050805 62.80 62.80 62.80 62.80 +0.46 0 275 +0
Total Volume and Open Interest 30,909 378,628 -224
Gas Oil(ICE)
Aug05 050805 529.00 537.75 529.00 531.50 +0.75 13,115 17,915 -4,727
Sep05 050805 540.25 547.00 540.25 542.00 -0.50 17,397 64,713 -1,458
Oct05 050805 551.00 556.00 550.75 551.75 -0.50 6,688 22,626 +329
Nov05 050805 558.50 562.75 557.75 558.00 -1.50 2,832 14,987 +190
Dec05 050805 564.00 566.50 562.00 562.50 -2.75 2,947 28,335 -50
Jan06 050805 567.25 567.50 565.00 565.25 -3.00 993 17,366 +16
Feb06 050805 568.75 568.75 566.25 566.25 -3.00 0 9,297 -50
Mar06 050805 565.50 565.50 565.50 565.50 -2.25 100 8,769 +0
Apr06 050805 564.50 564.50 564.50 564.50 -2.50 400 4,156 +400
May06 050805 564.00 564.00 564.00 564.00 -2.25 0 1,040 +0
Total Volume and Open Interest 44,822 226,901 -5,321
US Dollar Index(NYBOT)
Sep05 050805 87.71 88.24 87.59 87.95 +0.25 9,517 23,239 +1,945
Dec05 050805 87.45 87.95 87.45 87.70 +0.25 35 2,248 -17
Mar06 050805 87.50 87.50 87.50 87.50 +0.25 1 11 -1
Total Volume and Open Interest 9,553 25,498 +1,927
Australian Dollar(CME)
Sep05 050805 76.93 76.93 76.50 76.60 -0.50 3,971 73,160 +3,293
Dec05 050805 76.39 76.39 76.22 76.28 -0.50 0 439 +0
Mar06 050805 76.03 76.03 76.03 76.03 -0.50      
Total Volume and Open Interest 3,971 73,619 +3,293
British Pound(CME)
Sep05 050805 177.85 177.89 176.95 177.53 -0.30 29,803 72,462 +105
Dec05 050805 177.38 177.38 177.38 177.38 -0.30 2 179 -1
Mar06 050805 177.23 177.23 177.23 177.23 -0.30 0 4 +0
Total Volume and Open Interest 29,805 72,646 +104
Canadian Dollar(CME)
Sep05 050805 82.06 82.36 81.77 82.33 -0.14 6,853 87,224 +4,297
Dec05 050805 82.25 82.56 82.16 82.56 -0.14 28 3,869 +29
Mar06 050805 82.68 82.79 82.68 82.79 -0.14 10 462 -3
Jun06 050805 83.02 83.02 83.02 83.02 -0.14 0 28 +0
Total Volume and Open Interest 6,891 91,601 +4,323
Japanese Yen(CME)
Sep05 050805 90.01 90.02 89.50 89.65 -0.60 14,556 148,282 +4,486
Dec05 050805 91.00 91.00 90.47 90.55 -0.60 2 20,486 +1
Mar06 050805 91.45 91.45 91.45 91.45 -0.60 0 80 +0
Total Volume and Open Interest 14,558 168,878 +4,487
Swiss Franc(CME)
Sep05 050805 79.71 79.72 79.15 79.41 -0.34 11,691 67,730 +1,615
Dec05 050805 80.09 80.09 80.00 80.02 -0.34 5 230 +5
Mar06 050805 80.67 80.67 80.67 80.67 -0.34 0 27 +0
Total Volume and Open Interest 11,696 67,998 +1,620
EuroFX(CME)
Sep05 050805 124.10 124.12 123.32 123.68 -0.34 150,943 146,763 +2,234
Dec05 050805 124.66 124.67 123.94 124.24 -0.34 277 2,213 +22
Mar06 050805 124.83 124.83 124.83 124.83 -0.34 27 426 +2
Total Volume and Open Interest 151,252 149,701 +2,261
Mexican Peso(CME)
Sep05 050805 9372.0 9385.0 9345.0 9352.0 -18.0 721 93,183 -419
Dec05 050805 9240.0 9240.0 9222.0 9222.0 -18.0 3 1,128 +2
Total Volume and Open Interest 759 94,906 -407
30-Year T-Bonds(CBOT)
Sep05 050805 114~30 115~06 114~01 114~06 -0~23 162,567 544,185 +7,101
Dec05 050805 114~16 114~22 113~20 113~24 -0~24 1,125 19,914 +407
Mar06 050805 113~16 113~18 113~13 113~13 -0~24 3 89 +3
Total Volume and Open Interest 163,695 564,189 +7,511
10-Year T-Notes(CBOT)
Sep05 050805 110~215 110~250 110~020 110~035 -0~180 361,710 1,784,610 +8,899
Dec05 050805 109~305 110~005 109~105 109~120 -0~180 10,510 218,799 -1,995
Total Volume and Open Interest 372,220 2,004,839 +6,904
5-Year T-Notes(CBOT)
Sep05 050805 107~075 107~080 106~250 106~260 -0~115 203,102 0 +0
Dec05 050805 106~230 106~235 106~180 106~180 -0~115 6,702 104,291 +104,291
Mar06 050805 106~105 106~105 106~105 106~105 -0~115      
Total Volume and Open Interest 209,804 104,291 +104,291
2 Year T-Notes(CBOT)
Sep05 050805 103~029 103~029 103~009 103~010 -0~018 1,365 364,339 +2,485
Dec05 050805 102~116 102~116 102~114 102~114 -0~022 0 1,117 +0
Total Volume and Open Interest 1,365 365,456 +2,485
Eurodollars(CME)
Sep05 050805 96.020 96.020 96.005 96.010 -0.010 35,861 1,146,186 -2,154
Dec05 050805 95.730 95.735 95.675 95.680 -0.050 28,383 1,033,134 -10
Mar06 050805 95.625 95.630 95.545 95.550 -0.075 37,284 1,107,779 -8,667
Jun06 050805 95.565 95.565 95.465 95.470 -0.090 28,025 872,314 +9,622
Sep06 050805 95.510 95.525 95.405 95.410 -0.100 133,128 691,108 +7,527
Dec06 050805 95.475 95.480 95.360 95.365 -0.105 18,022 551,333 +1,214
Mar07 050805 95.470 95.470 95.355 95.355 -0.105 16,725 412,791 -1,425
Jun07 050805 95.450 95.455 95.335 95.335 -0.105 13,777 310,923 +501
Sep07 050805 95.430 95.430 95.315 95.315 -0.105 8,713 219,158 -249
Dec07 050805 95.400 95.400 95.285 95.285 -0.105 5,957 222,741 -593
Mar08 050805 95.305 95.305 95.280 95.280 -0.105 6,472 185,214 -893
Jun08 050805 95.370 95.370 95.260 95.260 -0.105 10,823 173,870 -1,774
Sep08 050805 95.355 95.360 95.240 95.240 -0.100 2,843 143,170 -92
Dec08 050805 95.235 95.235 95.200 95.200 -0.100 3,709 120,273 +421
Mar09 050805 95.295 95.295 95.185 95.185 -0.100 3,091 114,279 -244
Jun09 050805 95.190 95.190 95.155 95.155 -0.100 3,501 95,912 +230
Sep09 050805 95.190 95.190 95.130 95.130 -0.100 3,136 79,286 -168
Dec09 050805 95.150 95.150 95.095 95.095 -0.095 2,648 60,681 +823
Total Volume and Open Interest 266,229 7,749,925 +9,547
3-Mth Euro-Yen(CME)
Sep05 050805 99.91 99.91 99.91 99.91 unch 2 5,854 +1
Dec05 050805 99.89 99.89 99.89 99.89 +0.01 250 8,999 -85
Mar06 050805 99.86 99.86 99.86 99.86 +0.01 100 5,215 +27
Jun06 050805 99.82 99.82 99.82 99.82 +0.01 21 3,153 +11
Sep06 050805 99.75 99.75 99.75 99.75 +0.01 0 2,807 +0
Dec06 050805 99.68 99.68 99.68 99.68 +0.02 0 2,121 +0
Mar07 050805 99.59 99.59 99.59 99.59 unch 0 3,507 +2,100
Jun07 050805 99.52 99.52 99.52 99.52 unch 0 536 +0
Sep07 050805 99.44 99.44 99.44 99.44 +0.01 0 540 +0
Dec07 050805 99.36 99.36 99.36 99.36 +0.02 0 24 +0
Total Volume and Open Interest 373 33,067 +2,054
3-Mth Euro-Yen(SIMEX)
Sep05 050805 99.91 99.91 99.91 99.91 unch 3,843 78,349 -694
Dec05 050805 99.88 99.89 99.88 99.89 +0.01 4,503 79,214 +110
Mar06 050805 99.85 99.86 99.85 99.86 +0.01 414 56,108 +104
Jun06 050805 99.81 99.82 99.81 99.82 +0.01 605 44,789 -381
Sep06 050805 99.74 99.75 99.74 99.75 +0.01 533 22,076 -247
Dec06 050805 99.67 99.68 99.66 99.68 +0.02 57 55,199 -55
Mar07 050805 99.58 99.59 99.58 99.59 +0.01 2,175 23,409 +1,880
Jun07 050805 99.51 99.53 99.50 99.52 +0.01 211 8,079 +200
Total Volume and Open Interest 12,341 421,533 +917
German Euro-Bund(EUREX)
Sep05 050805 121.62 121.76 121.16 121.26 -0.33 755,594 1,341,114 -46,718
Dec05 050805 120.67 120.80 120.27 120.35 -0.33 826 22,005 +4,621
Mar06 050805 120.60 120.60 120.42 120.42 -0.27 2,118 24 +15
Total Volume and Open Interest 758,538 1,363,143 -42,082
German Euro-Bobl(EUREX)
Sep05 050805 114.42 114.48 114.16 114.18 -0.22 346,296 815,725 -1,327
Dec05 050805 113.59 113.59 113.33 113.33 -0.25 3 2,286 +0
Mar06 050805 113.56 113.56 113.56 113.56 -0.22 2,011 4 +0
Total Volume and Open Interest 348,310 818,015 -1,327
Long Gilt(LIFFE)
Sep05 050805 112~15 112~17 111~29 112~01 -0~16 55,967 224,628 +3,525
Dec05 050805 111~22 111~25 111~22 111~23 -0~16 0 15 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050805 95.50 95.50 95.45 95.47 -0.02 57,290 256,837 +8,132
Dec05 050805 95.61 95.61 95.54 95.56 -0.04 69,695 367,324 -12,173
Mar06 050805 95.65 95.66 95.57 95.59 -0.06 61,381 293,159 +3,277
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050805 97.865 97.870 97.845 97.865 unch 16,393 531,997 -3,606
Dec05 050805 97.800 97.810 97.785 97.795 -0.010 67,899 597,081 -1,186
Mar06 050805 97.725 97.730 97.690 97.705 -0.025 93,139 439,241 -6,056
Total Volume and Open Interest 382,733 2,863,191 +1,346
3-Mth Aus T-Bills(SFE)
Sep05 050805 94.34 94.34 94.33 94.34 -0.01 3,604 86,826 -408
Dec05 050805 94.32 94.32 94.30 94.31 -0.02 18,031 196,564 -20,627
Mar06 050805 94.36 94.36 94.33 94.34 -0.03 7,186 99,568 +5,091
Jun06 050805 94.39 94.39 94.36 94.37 -0.04 3,698 78,222 +7,468
Sep06 050805 94.38 94.38 94.35 94.36 -0.04 592 24,625 +451
Dec06 050805 94.33 94.34 94.33 94.34 -0.03 553 21,184 +97
Mar07 050805 94.31 94.31 94.31 94.31 -0.04 399 16,314 +57
Jun07 050805 94.30 94.30 94.29 94.30 -0.04 29 14,224 -156
Sep07 050805 94.29 94.29 94.29 94.29 -0.04 200 2,177 +200
Dec07 050805 94.29 94.29 94.29 94.29 -0.03 200 1,661 +200
Total Volume and Open Interest 34,694 543,475 -7,425
10-Year Aus T-Bonds(SFE)
Sep05 050805 94.68 94.68 94.65 94.67 -0.03 17,898 321,471 -2,674
Dec05 050805 94.67 94.67 94.67 94.67 -0.03      
Total Volume and Open Interest 17,898 321,471 -2,674
3-Year Aus T-Bonds(SFE)
Sep05 050805 94.73 94.73 94.70 94.72 -0.03 33,102 384,414 -25,630
Dec05 050805 94.72 94.72 94.72 94.72 -0.03      
Total Volume and Open Interest 33,102 384,414 -25,630
Gold(CMX)
Aug05 050805 438.5 438.5 437.0 437.2 -0.7 91 663 -141
Oct05 050805 440.5 441.6 439.3 439.7 -0.9 1,453 20,952 +46
Dec05 050805 444.5 444.8 442.4 442.8 -0.9 65,161 213,499 +11,530
Feb06 050805 447.2 447.2 446.0 446.0 -0.9 1,753 5,956 +1,235
Apr06 050805 450.0 450.0 449.3 449.3 -0.9 664 4,236 +483
Jun06 050805 453.0 453.0 452.5 452.6 -0.9 358 9,447 +114
Aug06 050805 456.0 457.0 456.0 456.0 -0.8 100 1,067 +100
Oct06 050805 460.0 460.0 459.4 459.4 -0.8 55 1,588 +5
Dec06 050805 462.9 464.0 462.9 462.9 -0.7 614 5,211 +187
Feb07 050805 466.4 466.4 466.4 466.4 -0.6 0 2,545 +0
Apr07 050805 469.8 469.8 469.8 469.8 -0.6      
Jun07 050805 473.2 473.2 473.2 473.2 -0.5 10 3,379 +10
Total Volume and Open Interest 70,260 273,631 +13,569
Silver(CMX)
Sep05 050805 724.5 726.5 714.0 715.8 -9.4 16,848 74,532 +70
Dec05 050805 731.5 733.0 721.0 723.2 -9.2 3,149 26,431 +1,133
Mar06 050805 735.0 735.0 727.8 727.8 -9.2 15 4,845 +0
May06 050805 730.0 730.0 730.0 730.0 -9.1 0 808 +0
Jul06 050805 732.3 732.3 732.3 732.3 -9.0 388 6,175 +36
Sep06 050805 734.1 734.1 734.1 734.1 -9.0 0 1,539 +0
Dec06 050805 741.0 741.0 737.1 737.1 -8.5 200 7,069 +200
Total Volume and Open Interest 20,700 123,734 +1,534
Platinum(NYM)
Oct05 050805 910.5 916.0 908.0 910.5 -0.1 1,529 11,547 +352
Jan06 050805 909.0 909.0 909.0 909.0 -0.1 27 505 +26
Apr06 050805 906.5 906.5 906.5 906.5 -0.1 1 129 +1
Total Volume and Open Interest 1,557 12,181 +379
Palladium(NYME)
Sep05 050805 194.00 195.00 190.50 191.60 -1.90 289 12,675 +1
Dec05 050805 195.30 195.30 193.80 193.85 -1.90 11 1,647 -4
Mar06 050805 195.85 195.85 195.85 195.85 -1.90 0 19 +0
Total Volume and Open Interest 300 14,341 -3
Copper(CMX)
Sep05 050805 166.30 166.50 164.50 164.90 -0.55 7,889 71,549 -223
Dec05 050805 161.20 161.50 159.70 160.20 -0.35 3,790 32,239 +1,079
Mar06 050805 152.00 152.80 151.50 151.70 +0.15 449 5,518 +165
May06 050805 145.80 146.20 145.40 145.70 +0.15 67 896 +67
Jul06 050805 140.80 141.50 140.65 140.65 +0.15 2 783 +2
Total Volume and Open Interest 12,745 120,288 +1,133
Aluminum(CMX)
Aug05 050805 86.75 86.75 86.75 86.75 -0.50 4 28 -18
Sep05 050805 87.35 87.35 87.35 87.35 -0.50 0 736 +0
Oct05 050805 87.80 87.80 87.80 87.80 -0.50 0 474 +0
Nov05 050805 88.50 88.50 88.30 88.30 -0.50 0 506 +0
Dec05 050805 88.90 88.90 88.90 88.90 -0.50 0 1,135 +0
Jan06 050805 88.45 88.45 88.45 88.45 -0.50 0 70 +0
Total Volume and Open Interest 4 3,259 -18
DJIA Index(CBOT)
Sep05 050805 10630 10630 10555 10569 -46 3,678 30,772 -180
Dec05 050805 10652 10652 10610 10613 -46 34 57 +0
Mar06 050805 10653 10653 10653 10653 -46      
Total Volume and Open Interest 3,712 30,829 -180
S & P 500(CME)
Sep05 050805 1235.50 1235.90 1227.50 1229.80 -8.20 24,549 631,904 +261
Dec05 050805 1241.00 1241.00 1234.00 1236.40 -8.20 456 13,766 +851
Mar06 050805 1243.40 1243.40 1243.40 1243.40 -8.20 104 2,466 -2
Jun06 050805 1251.70 1251.70 1251.70 1251.70 -8.20 0 640 +0
Total Volume and Open Interest 25,109 648,831 +1,110
S & P 500 E-Mini(Globex)
Sep05 050805 1238.25 1241.00 1227.25 1229.75 -8.25 622,052 1,015,214 +1,434
Dec05 050805 1245.00 1246.25 1234.00 1236.50 -8.00 261 1,886 +103
Total Volume and Open Interest 622,313 1,017,100 +1,537
NASDAQ 100(CME)
Sep05 050805 1613.00 1620.00 1605.00 1607.50 -9.00 5,968 48,379 +130
Dec05 050805 1628.50 1628.50 1621.50 1621.50 -9.00 1 18 +0
Mar06 050805 1636.50 1636.50 1636.50 1636.50 -9.00      
Total Volume and Open Interest 5,969 48,397 +130
NASDAQ 100 E-Mini(Globex)
Sep05 050805 1616.00 1620.50 1605.00 1607.50 -9.00 211,438 307,931 +2,761
Dec05 050805 1630.50 1632.00 1619.50 1621.50 -9.00 50 164 -7
Total Volume and Open Interest 211,488 308,095 +2,754
S & P Midcap 400(CME)
Sep05 050805 717.25 718.00 708.50 710.00 -7.70 406 12,253 -88
Dec05 050805 714.25 714.25 714.25 714.25 -7.70      
Mar06 050805 717.00 717.00 717.00 717.00 -7.70      
Total Volume and Open Interest 344 12,198 -55
Russell 2000(CME)
Sep05 050805 673.00 673.00 661.75 664.30 -9.30 823 30,926 +46
Dec05 050805 667.30 667.30 667.30 667.30 -9.30 0 4 +0
Mar06 050805 667.30 667.30 667.30 667.30 -9.30      
Total Volume and Open Interest 823 30,930 +46
Russell 2000 E-Mini(Globex)
Sep05 050805 673.80 675.20 661.30 664.30 -9.30 84,654 224,883 +223
Dec05 050805 665.80 669.90 664.30 667.30 -9.30 10 200 +5
Total Volume and Open Interest 84,664 225,083 +228
Value Line(KCBT)
Sep05 050805 1883.50 1883.50 1879.50 1879.50 -16.50 7 54 +7
Total Volume and Open Interest 7 54 +7
Nikkei 225(CME)
Sep05 050805 11845 11865 11720 11755 -140 36,859 226,329 +4,125
Dec05 050805 11810 11810 11685 11705 -145 1 409 +4
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050805 11845 11865 11720 11755 -140 36,859 226,329 +4,125
Dec05 050805 11810 11810 11685 11705 -145 1 409 +4
Mar06 050805 11695 11695 11695 11695 -145 0 60 +0
Total Volume and Open Interest 36,860 226,920 +4,129
CAC 40(MATIF)
Aug05 050805 4442.5 4476.0 4416.0 4424.0 -38.0 54,337 349,084 +2,762
Sep05 050805 4448.5 4475.0 4423.5 4430.5 -38.5 1,842 159,491 +1,259
Oct05 050805 4439.0 4439.0 4439.0 4439.0 -38.5 0 100 +0
Total Volume and Open Interest 56,206 526,675 +4,031
Hang Seng Index(HKFE)
Aug05 050805 15037 15060 14962 15017 -83 24,096 125,557 -737
Sep05 050805 15029 15050 14955 15013 -76 881 4,019 +257
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050805 4861.5 4880.5 4831.5 4840.0 -17.0 131,472 176,905 +1,867
Dec05 050805 4882.0 4905.0 4860.0 4866.0 -17.0 480 11,693 -21
Mar06 050805 4928.0 4930.0 4885.0 4893.0 -17.0 248 2,559 +60
Total Volume and Open Interest 132,200 191,157 +1,906
FT-SE 100(LIFFE)
Sep05 050805 5301.00 5338.50 5297.50 5312.50 -2.00 54,739 447,741 +3,016
Dec05 050805 5349.50 5356.00 5328.00 5341.00 -2.00 18 26,663 +4
Mar06 050805 5347.50 5347.50 5347.50 5347.50 -1.50 0 4,712 +0
Total Volume and Open Interest 54,757 480,900 +3,020
SPI 200(SFE)
Sep05 050805 4339.0 4356.0 4332.0 4354.0 -3.0 11,412 186,100 -6,229
Dec05 050805 4350.0 4368.0 4350.0 4368.0 -3.0 11 6,342 +4
Mar06 050805 4359.0 4370.0 4359.0 4370.0 -3.0 0 2,969 +0
Total Volume and Open Interest 11,423 198,441 -6,225
GSCI(CME)
Aug05 050805 412.50 414.25 410.50 414.25 +4.75 189 17,079 -12
Sep05 050805 415.75 417.50 415.75 417.50 +4.40 42 212 +39
Oct05 050805 421.00 421.00 421.00 421.00 +4.00 0 3 +0
Total Volume and Open Interest 231 17,294 +27
Reuters CRB Index(NYBOT)
Nov05 050805 321.50 322.00 320.50 322.00 -1.00 30 492 +11
Jan06 050805 322.50 322.50 322.50 322.50 -1.00 51 260 +51
Feb06 050805 322.50 322.50 322.50 322.50 -1.00 0 5 +0
Total Volume and Open Interest 135 1,050 +12
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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