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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon August 08, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug05 050808 670.00 670.00 660.00 660.50 +2.00 2,311 1,679 -1,407
Sep05 050808 670.00 674.00 662.50 664.25 +2.50 12,646 22,703 -794
Nov05 050808 678.00 680.00 669.50 670.75 +1.75 74,197 185,636 -7,882
Jan06 050808 684.00 684.00 674.50 674.75 +0.75 1,713 12,441 -424
Mar06 050808 680.00 680.50 671.00 671.25 -0.75 1,565 11,959 -219
May06 050808 676.00 676.00 667.00 668.00 +2.00 2,644 11,918 -522
Jul06 050808 676.00 677.00 667.00 667.50 +1.50 1,170 6,002 +427
Total Volume and Open Interest 97,413 256,854 -10,739
Soybean Meal(CBOT)
Aug05 050808 214.00 214.50 211.00 211.70 +0.80 5,035 4,408 -1,703
Sep05 050808 212.00 212.00 208.80 209.60 +0.80 12,202 21,705 -732
Oct05 050808 210.00 210.30 207.00 207.80 +0.50 5,119 13,341 +1,133
Dec05 050808 211.50 212.00 208.80 209.60 +0.80 18,470 48,558 -1,227
Jan06 050808 212.00 212.30 209.20 209.50 +0.50 563 4,552 +365
Mar06 050808 212.50 212.50 209.30 209.50 +0.10 1,796 4,592 +250
May06 050808 210.50 210.50 206.50 207.20 -0.60 1,340 6,636 +299
Jul06 050808 209.50 209.50 206.30 206.50 +0.50 175 3,785 -117
Total Volume and Open Interest 44,932 109,756 -1,656
Soybean Oil(CBOT)
Aug05 050808 23.73 23.80 23.42 23.44 -0.18 1,167 1,045 -1,220
Sep05 050808 23.80 23.94 23.45 23.49 -0.20 15,341 21,626 +858
Oct05 050808 23.90 24.00 23.55 23.58 -0.20 5,033 11,386 +108
Dec05 050808 24.00 24.18 23.70 23.73 -0.19 28,939 77,350 -6,446
Jan06 050808 24.10 24.12 23.85 23.85 -0.10 838 2,355 +99
Mar06 050808 24.12 24.26 23.90 23.91 -0.07 444 3,741 -124
May06 050808 24.13 24.32 23.96 23.96 -0.04 1,070 5,351 -60
Jul06 050808 24.33 24.33 23.97 23.97 -0.03 135 1,967 +2
Total Volume and Open Interest 53,044 126,760 -6,724
Canola(WCE)
Sep05 050808 284.6 284.6 284.6 284.6 +1.5 0 89 +0
Nov05 050808 290.0 290.4 287.2 288.6 +1.5 7,764 40,952 -1,020
Jan06 050808 296.8 298.3 295.5 296.4 +0.3 526 7,936 +82
Mar06 050808 303.8 303.8 303.7 303.7 +1.3 0 1,119 +0
May06 050808 311.2 311.2 311.2 311.2 +2.2 400 1,381 +423
Total Volume and Open Interest 8,695 54,429 -26
Corn(CBOT)
Sep05 050808 222.50 226.50 221.00 222.00 +1.50 42,157 215,642 -19,299
Dec05 050808 235.00 239.50 235.00 235.75 +1.25 82,393 394,521 +10,633
Mar06 050808 244.50 247.75 243.00 243.50 unch 7,357 61,519 -618
May06 050808 250.50 253.50 248.50 248.75 +0.50 1,583 12,131 -132
Jul06 050808 255.00 257.50 252.00 252.75 unch 2,480 19,792 +427
Sep06 050808 254.00 254.50 251.50 251.50 unch 208 4,287 +81
Total Volume and Open Interest 141,844 735,957 -8,292
Wheat(CBOT)
Sep05 050808 324.00 325.50 321.50 322.25 +2.25 37,269 102,726 -14,118
Dec05 050808 338.50 340.00 336.50 337.50 +1.50 34,258 110,809 +9,289
Mar06 050808 351.50 352.00 349.00 350.50 +1.50 1,949 23,484 +692
May06 050808 357.50 358.00 355.00 357.00 +2.00 9 778 +4
Jul06 050808 362.00 362.00 359.25 360.25 +3.00 809 8,758 +2
Total Volume and Open Interest 74,318 247,268 -4,132
Wheat(KCBT)
Sep05 050808 338.00 339.50 336.00 336.25 +1.25 10,375 37,706 -1,001
Dec05 050808 349.00 349.75 346.00 347.00 +1.00 10,001 37,444 +1,924
Mar06 050808 355.00 356.00 352.50 353.00 +1.00 1,434 13,453 -468
May06 050808 355.00 355.00 355.00 355.00 +2.00 149 1,027 +46
Jul06 050808 361.00 362.50 359.00 359.25 +1.25 1,364 3,256 +215
Total Volume and Open Interest 23,323 92,943 +716
Wheat(MGE)
Sep05 050808 347.00 348.25 344.00 344.25 -1.25 2,180 10,966 +191
Dec05 050808 356.00 356.00 351.50 351.75 -1.00 2,148 13,134 -256
Mar06 050808 360.00 361.50 359.50 359.50 -1.00 596 3,446 +230
May06 050808 368.00 368.00 365.50 365.50 -1.00 125 476 +115
Jul06 050808 372.00 372.00 372.00 372.00 +1.00 1 10 +1
Total Volume and Open Interest 5,050 28,125 +281
Oats(CBOT)
Sep05 050808 156.50 161.50 156.50 159.00 +3.75 469 1,342 -186
Dec05 050808 165.75 169.75 165.25 168.00 +4.25 775 5,961 -125
Mar06 050808 172.50 173.00 172.50 172.50 +1.00 0 75 +0
May06 050808 175.00 175.00 175.00 175.00 +1.00 0 4 +0
Total Volume and Open Interest 1,244 7,382 -311
Rough Rice(CBOT)
Sep05 050808 6.78 6.86 6.75 6.86 +0.06 408 4,637 -168
Nov05 050808 6.96 7.08 6.96 7.08 +0.07 343 1,981 -139
Jan06 050808 7.20 7.24 7.20 7.24 +0.04 9 627 -4
Mar06 050808 7.40 7.40 7.40 7.40 +0.02 0 86 +0
Total Volume and Open Interest 760 7,334 -311
Live Cattle(CME)
Aug05 050808 80.650 80.900 79.750 79.800 -0.775 5,015 10,478 -2,844
Oct05 050808 81.800 82.175 80.700 80.725 -1.200 7,406 80,037 -471
Dec05 050808 84.600 84.800 83.650 83.750 -0.800 3,599 21,432 -558
Feb06 050808 86.750 86.950 86.150 86.175 -0.700 675 13,548 -35
Apr06 050808 84.850 85.050 84.525 84.550 -0.450 205 3,591 +69
Jun06 050808 80.000 80.225 79.900 79.900 -0.100 65 1,863 +38
Total Volume and Open Interest 17,009 131,181 -3,768
Feeder Cattle(CME)
Aug05 050808 110.800 110.800 109.400 109.500 -0.900 1,326 6,985 -63
Sep05 050808 108.850 109.350 106.950 107.075 -1.500 2,151 6,472 -222
Oct05 050808 108.200 108.800 106.450 106.475 -1.550 2,594 9,841 +1,213
Nov05 050808 106.250 106.600 104.800 105.000 -1.175 387 2,569 +85
Jan06 050808 103.200 103.400 102.300 102.300 -0.850 75 1,107 +21
Mar06 050808 99.450 99.700 99.200 99.200 -0.200 0 261 +0
Apr06 050808 98.600 98.600 98.600 98.600 +0.100 1 172 +1
Total Volume and Open Interest 6,534 27,439 +1,035
Lean Hogs(CME)
Aug05 050808 69.950 70.225 69.500 69.575 -0.525 3,621 9,160 -1,141
Oct05 050808 60.850 61.100 59.400 59.450 -1.325 5,837 60,386 -64
Dec05 050808 58.750 58.850 57.850 57.925 -0.850 2,183 15,837 +592
Feb06 050808 59.700 60.000 59.250 59.750 -0.375 572 6,749 +207
Apr06 050808 59.900 60.150 59.500 59.750 -0.400 265 2,211 +31
May06 050808 61.025 61.025 61.000 61.000 -0.375 43 696 +23
Jun06 050808 63.100 63.100 63.000 63.000 -0.400 31 748 +9
Jul06 050808 60.300 60.300 60.000 60.000 -0.375 48 256 +27
Total Volume and Open Interest 12,614 96,143 -313
Pork Bellies(CME)
Aug05 050808 70.100 71.500 67.950 67.950 -2.000 673 679 -209
Feb06 050808 84.300 85.250 83.600 83.600 -0.450 305 1,189 +75
Mar06 050808 83.050 83.050 83.050 83.050 unch 0 11 +0
Total Volume and Open Interest 978 1,879 -134
Class III Milk(CME)
Aug05 050808 13.54 13.54 13.40 13.50 -0.04 67 3,101 +6
Sep05 050808 14.48 14.48 13.91 13.94 -0.51 50 3,733 -9
Oct05 050808 14.25 14.25 14.00 14.01 -0.29 8 2,512 -2
Nov05 050808 13.55 13.55 13.45 13.47 -0.03 4 1,732 -1
Dec05 050808 13.41 13.42 13.35 13.40 -0.01 6 1,597 -1
Total Volume and Open Interest 215 19,944 -2,876
Cocoa(NYBOT)
Sep05 050808 1460 1463 1428 1430 -25 7,653 33,411 -1,904
Dec05 050808 1495 1497 1465 1468 -22 4,897 34,257 +1,205
Mar06 050808 1523 1523 1497 1500 -20 242 23,202 +170
May06 050808 1520 1520 1520 1520 -20 139 5,894 +20
Jul06 050808 1545 1545 1538 1538 -21 140 8,089 +86
Sep06 050808 1560 1560 1555 1555 -21 6 9,494 +6
Dec06 050808 1600 1600 1578 1578 -21 311 4,740 +257
Total Volume and Open Interest 13,388 124,689 -160
Coffee "C"(NYBOT)
Sep05 050808 105.50 105.90 101.75 102.30 -3.05 8,533 51,318 -3,234
Dec05 050808 109.50 110.50 106.50 106.95 -3.00 6,029 28,918 +1,849
Mar06 050808 113.25 114.10 110.30 110.85 -2.85 139 7,914 -71
May06 050808 115.25 115.25 112.65 112.75 -2.80 105 2,180 +3
Jul06 050808 115.00 115.00 114.50 114.65 -2.75 17 1,975 +1
Sep06 050808 116.55 116.55 116.55 116.55 -2.60 2 758 -2
Total Volume and Open Interest 14,846 93,696 -1,466
Orange Juice(NYBOT)
Sep05 050808 97.10 98.35 97.10 97.50 -0.45 1,630 17,940 -684
Nov05 050808 100.20 101.00 100.00 100.40 -0.35 550 11,557 +320
Jan06 050808 101.90 101.90 101.90 101.90 -0.35 42 739 +21
Mar06 050808 103.40 103.40 103.40 103.40 -0.35 0 1,041 +0
May06 050808 104.90 104.90 104.90 104.90 -0.35 0 38 +0
Total Volume and Open Interest 2,222 31,348 -343
Sugar #11(NYBOT)
Oct05 050808 10.04 10.19 10.04 10.10 +0.02 28,632 310,065 +6,444
Mar06 050808 10.15 10.30 10.15 10.21 +0.04 12,855 99,722 +2,265
May06 050808 9.91 10.02 9.91 9.95 +0.02 2,290 35,922 -239
Jul06 050808 9.66 9.74 9.66 9.69 +0.01 3,772 22,132 +162
Oct06 050808 9.55 9.60 9.55 9.56 +0.02 2,043 13,931 +186
Total Volume and Open Interest 50,590 488,880 +9,263
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050808 20.59 20.59 20.55 20.59 +0.07 203 4,141 +190
Jan06 050808 20.46 20.50 20.46 20.49 +0.04 28 1,274 +23
Mar06 050808 20.55 20.56 20.55 20.56 +0.02 20 1,361 -20
May06 050808 20.78 20.79 20.78 20.78 +0.03 2 1,313 +0
Total Volume and Open Interest 1,144 10,265 -527
London Cocoa(LCE)
Sep05 050808 860 863 836 838 -21 3,584 44,958 -1,318
Dec05 050808 877 880 852 856 -20 3,004 67,400 +542
Mar06 050808 898 898 875 876 -19 972 27,968 +158
May06 050808 909 909 889 889 -19 18 10,124 +0
Jul06 050808 915 920 900 903 -18 63 18,194 -50
Sep06 050808 925 925 917 917 -18 90 10,461 -72
Dec06 050808 929 929 928 929 -19 0 11,407 +0
Total Volume and Open Interest 7,752 192,489 -740
London Coffee(LCE)
Sep05 050808 1103.00 1107.00 1094.00 1095.00 -10.00 2,666 65,708 -902
Nov05 050808 1130.00 1134.00 1123.00 1125.00 -10.00 1,654 55,144 +523
Jan06 050808 1148.00 1155.00 1143.00 1146.00 -8.00 1,092 27,340 +348
Mar06 050808 1164.00 1172.00 1164.00 1164.00 -5.00 246 24,768 -49
May06 050808 1180.00 1188.00 1180.00 1181.00 -1.00 85 3,370 -8
Jul06 050808 1194.00 1200.00 1194.00 1195.00 +1.00 0 2,600 +0
Total Volume and Open Interest 5,743 179,457 -88
London Sugar(LCE)
Aug05 050715 311.00 317.00 309.00 317.00 +3.00 2,637 2,310 -881
Oct05 050808 287.40 292.00 286.00 288.50 +0.90 1,952 22,603 -297
Dec05 050808 276.30 281.70 275.00 279.00 +1.90 650 7,281 +165
Mar06 050808 277.50 282.00 277.50 279.50 +1.90 343 5,646 +34
May06 050808 275.00 279.50 275.00 278.30 +2.70 36 1,841 +0
Total Volume and Open Interest 3,194 42,776 -158
Cotton(NYBOT)
Oct05 050808 49.70 49.80 49.40 49.42 -0.38 384 5,642 -66
Dec05 050808 51.55 51.73 51.23 51.25 -0.48 6,253 73,729 -163
Mar06 050808 53.67 53.67 53.25 53.28 -0.49 667 10,982 +203
May06 050808 54.20 54.20 54.20 54.20 -0.45 109 1,415 -23
Jul06 050808 55.52 55.52 55.20 55.20 -0.35 0 1,818 +0
Oct06 050808 56.45 56.45 56.45 56.45 -0.10      
Total Volume and Open Interest 7,413 94,052 -49
Lumber(CME)
Sep05 050808 294.2 295.0 288.2 290.7 -5.3 701 2,712 -96
Nov05 050808 294.8 295.5 290.6 290.6 -4.8 283 1,256 +12
Jan06 050808 308.0 308.0 304.1 306.5 -2.4 44 117 -59
Mar06 050808 315.0 315.0 312.1 312.1 -3.2 0 12 +0
Total Volume and Open Interest 1,028 4,102 -143
Crude Oil(NYM)
Sep05 050808 62.95 64.00 62.80 63.94 +1.63 103,856 191,412 -19,881
Oct05 050808 63.90 64.95 63.75 64.90 +1.62 73,270 146,164 +14,907
Nov05 050808 64.45 65.65 64.40 65.50 +1.54 17,125 48,751 +1,898
Dec05 050808 64.95 65.90 64.85 65.87 +1.43 16,043 90,111 +4,913
Jan06 050808 65.15 66.15 65.15 66.13 +1.35 3,167 36,285 +148
Feb06 050808 65.20 66.30 65.20 66.26 +1.28 1,382 14,004 -68
Mar06 050808 65.60 66.25 65.60 66.25 +1.21 1,439 17,545 +352
Apr06 050808 65.60 66.12 65.60 66.12 +1.14 920 10,453 +92
May06 050808 65.96 65.96 65.96 65.96 +1.07 233 9,585 +28
Jun06 050808 64.90 65.78 64.90 65.78 +1.00 1,956 34,217 +144
Jul06 050808 65.58 65.58 65.58 65.58 +0.93 47 7,366 +26
Aug06 050808 64.80 65.50 64.80 65.38 +0.86 27 3,992 +27
Sep06 050808 65.17 65.17 65.17 65.17 +0.79 252 7,942 +42
Oct06 050808 64.97 64.97 64.97 64.97 +0.73 95 3,716 +95
Nov06 050808 64.76 64.76 64.76 64.76 +0.67 55 4,062 -14
Dec06 050808 64.30 64.60 64.20 64.55 +0.61 6,931 57,542 +271
Total Volume and Open Interest 240,416 860,802 +4,557
Heating Oil(NYM)
Sep05 050808 175.00 179.40 175.00 178.94 +5.82 26,382 60,091 -6,312
Oct05 050808 179.00 183.40 179.00 182.91 +5.76 17,398 31,597 +4,529
Nov05 050808 183.00 186.00 182.85 185.91 +5.46 2,595 13,758 +739
Dec05 050808 185.40 188.25 185.00 188.21 +5.16 1,063 19,609 -58
Jan06 050808 187.20 190.11 186.70 190.11 +5.06 394 14,912 +164
Feb06 050808 188.50 190.91 188.50 190.91 +4.91 25 11,391 +19
Mar06 050808 188.00 189.90 187.90 189.76 +4.61 16 7,834 +12
Apr06 050808 184.90 186.11 184.90 186.11 +4.21 75 5,159 +91
May06 050808 181.65 183.00 181.65 182.56 +3.91 4 1,902 +4
Jun06 050808 180.00 180.26 179.80 180.26 +3.66 206 4,716 +71
Jul06 050808 180.00 180.61 180.00 180.61 +3.61 5 1,416 +5
Aug06 050808 183.00 183.00 181.71 181.71 +3.56 0 347 +0
Total Volume and Open Interest 48,164 175,951 -754
Unleaded Gas(NYM)
Sep05 050808 185.70 187.40 184.80 185.70 +2.48 27,146 74,968 -5,133
Oct05 050808 177.00 179.00 176.30 178.71 +4.37 17,083 28,400 +1,310
Nov05 050808 173.50 174.91 172.50 174.91 +4.52 5,000 11,678 +1,370
Dec05 050808 172.50 173.50 171.40 173.21 +4.22 2,074 15,085 +343
Jan06 050808 172.70 173.91 172.20 173.91 +4.02 539 7,460 -79
Feb06 050808 172.00 175.21 172.00 175.21 +4.02 501 4,596 +22
Mar06 050808 173.50 176.61 173.50 176.61 +4.02 471 1,404 +209
Apr06 050808 187.50 187.91 187.50 187.91 +3.92 250 4,057 +10
May06 050808 188.00 189.50 188.00 189.41 +3.92 190 2,948 +170
Jun06 050808 188.40 189.81 188.40 189.81 +3.92 0 779 +0
Jul06 050808 189.41 189.41 189.41 189.41 +3.92 95 456 +95
Aug06 050808 188.41 188.41 188.41 188.41 +3.92 0 150 +0
Total Volume and Open Interest 53,350 151,982 -1,682
Natural Gas(NYM)
Sep05 050808 8.785 8.870 8.500 8.684 -0.016 30,666 83,171 -6,007
Oct05 050808 8.820 8.910 8.550 8.732 -0.020 24,219 66,871 +4,017
Nov05 050808 9.230 9.340 9.030 9.192 unch 9,685 39,962 +3,439
Dec05 050808 9.670 9.720 9.460 9.612 unch 3,607 33,299 +227
Jan06 050808 9.960 10.030 9.750 9.917 unch 2,607 32,996 -477
Feb06 050808 9.950 10.010 9.720 9.907 +0.005 1,687 20,108 -166
Mar06 050808 9.750 9.800 9.580 9.717 +0.010 8,189 38,032 +1,539
Apr06 050808 8.390 8.430 8.280 8.392 unch 4,173 20,480 -437
May06 050808 8.220 8.220 8.160 8.192 unch 1,241 19,420 +446
Jun06 050808 8.210 8.230 8.190 8.225 unch 368 7,234 +8
Jul06 050808 8.270 8.300 8.230 8.272 unch 213 11,742 -6
Aug06 050808 8.310 8.312 8.300 8.312 unch 218 9,834 +21
Sep06 050808 8.290 8.292 8.280 8.292 unch 179 8,837 +77
Oct06 050808 8.330 8.365 8.240 8.322 unch 1,973 19,185 +314
Nov06 050808 8.672 8.672 8.672 8.672 +0.005 1,182 8,919 -64
Dec06 050808 8.982 8.992 8.982 8.992 +0.010 646 8,838 +198
Total Volume and Open Interest 93,087 523,609 +3,558
Brent Crude Oil(ICE)
Sep05 050808 61.30 62.76 61.24 62.70 +1.63 51,439 63,572 -6,370
Oct05 050808 61.84 63.34 61.84 63.27 +1.59 49,708 118,881 -4,265
Nov05 050808 62.88 63.94 62.66 63.87 +1.54 23,710 43,088 +7,167
Dec05 050808 63.38 64.30 63.12 64.26 +1.47 4,628 37,334 +892
Jan06 050808 63.63 64.55 63.49 64.55 +1.41 1,140 23,275 +169
Feb06 050808 63.81 64.73 63.76 64.73 +1.35 437 8,304 +21
Mar06 050808 64.48 64.77 64.48 64.77 +1.32 479 5,938 +206
Apr06 050808 63.72 64.68 63.72 64.68 +1.27 450 3,965 +50
May06 050808 64.54 64.54 64.54 64.54 +1.22 500 6,063 +0
Jun06 050808 63.52 64.41 63.42 64.40 +1.19 690 16,756 -432
Jul06 050808 64.22 64.22 64.22 64.22 +1.11 0 799 +0
Aug06 050808 63.28 64.04 63.28 64.04 +1.03 0 203 +0
Sep06 050808 63.17 63.86 63.17 63.86 +0.95 0 2,250 +0
Oct06 050808 63.68 63.68 63.68 63.68 +0.88 0 275 +0
Total Volume and Open Interest 134,284 376,524 -2,104
Gas Oil(ICE)
Aug05 050808 538.25 559.00 538.00 558.50 +27.00 10,240 16,395 -1,520
Sep05 050808 541.00 567.50 541.00 565.75 +23.75 16,194 65,064 +351
Oct05 050808 550.00 574.25 550.00 573.50 +21.75 7,950 25,440 +2,814
Nov05 050808 565.00 578.25 563.00 577.25 +19.25 693 15,293 +306
Dec05 050808 566.50 582.50 566.50 581.00 +18.50 800 28,698 +363
Jan06 050808 568.00 583.25 568.00 582.75 +17.50 400 17,516 +150
Feb06 050808 570.00 583.75 570.00 583.50 +17.25 100 9,312 +15
Mar06 050808 582.75 582.75 582.75 582.75 +17.25 0 8,769 +0
Apr06 050808 582.00 582.00 582.00 582.00 +17.50 0 4,156 +0
May06 050808 581.25 581.25 581.25 581.25 +17.25 0 1,040 +0
Total Volume and Open Interest 37,892 228,645 +1,744
US Dollar Index(NYBOT)
Sep05 050808 88.13 88.13 87.65 87.82 -0.13 2,500 23,621 +382
Dec05 050808 87.48 87.58 87.41 87.57 -0.13 35 2,263 +15
Mar06 050808 87.37 87.37 87.37 87.37 -0.13 0 11 +0
Total Volume and Open Interest 2,535 25,895 +397
Australian Dollar(CME)
Sep05 050808 76.42 76.53 76.27 76.35 -0.25 1,163 74,429 +1,269
Dec05 050808 76.10 76.10 76.03 76.03 -0.25 11 450 +11
Mar06 050808 75.78 75.78 75.78 75.78 -0.25      
Total Volume and Open Interest 1,174 74,899 +1,280
British Pound(CME)
Sep05 050808 178.70 178.79 178.34 178.50 +0.97 1,992 72,411 -51
Dec05 050808 178.45 178.65 178.35 178.35 +0.97 0 203 +24
Mar06 050808 178.20 178.20 178.20 178.20 +0.97 0 4 +0
Total Volume and Open Interest 1,992 72,619 -27
Canadian Dollar(CME)
Sep05 050808 82.62 82.72 82.40 82.49 +0.16 5,416 86,446 -778
Dec05 050808 82.94 82.94 82.72 82.72 +0.16 83 3,903 +34
Mar06 050808 82.95 82.95 82.95 82.95 +0.16 2 427 -35
Jun06 050808 83.18 83.18 83.18 83.18 +0.16 0 28 +0
Total Volume and Open Interest 5,501 90,822 -779
Japanese Yen(CME)
Sep05 050808 89.93 89.97 89.59 89.61 -0.04 5,284 156,839 +8,557
Dec05 050808 90.85 90.85 90.51 90.51 -0.04 20 20,495 +9
Mar06 050808 91.41 91.41 91.41 91.41 -0.04 0 80 +0
Total Volume and Open Interest 5,304 177,444 +8,566
Swiss Franc(CME)
Sep05 050808 79.62 79.68 79.57 79.63 +0.22 2,140 68,697 +967
Dec05 050808 80.22 80.28 80.22 80.24 +0.22 7 233 +3
Mar06 050808 80.89 80.89 80.89 80.89 +0.22 0 27 +0
Total Volume and Open Interest 2,147 68,968 +970
EuroFX(CME)
Sep05 050808 123.95 124.00 123.75 123.83 +0.15 6,867 144,610 -2,153
Dec05 050808 124.48 124.54 124.36 124.39 +0.15 82 2,283 +70
Mar06 050808 124.98 124.98 124.98 124.98 +0.15 60 439 +13
Total Volume and Open Interest 7,009 147,631 -2,070
Mexican Peso(CME)
Sep05 050808 9360.0 9365.0 9315.0 9325.0 -27.0 2,220 92,226 -957
Dec05 050808 9235.0 9235.0 9190.0 9195.0 -27.0 51 1,134 +6
Total Volume and Open Interest 2,371 93,959 -947
30-Year T-Bonds(CBOT)
Sep05 050808 114~06 114~09 113~27 113~30 -0~08 313,198 539,738 -4,447
Dec05 050808 113~23 113~28 113~14 113~17 -0~07 2,782 21,025 +1,111
Mar06 050808 113~04 113~09 113~04 113~06 -0~07 12 101 +12
Total Volume and Open Interest 315,992 560,865 -3,324
10-Year T-Notes(CBOT)
Sep05 050808 110~030 110~065 109~275 109~305 -0~050 934,109 1,758,398 -26,212
Dec05 050808 109~080 109~150 109~055 109~075 -0~045 14,518 218,924 +125
Total Volume and Open Interest 948,627 1,978,752 -26,087
5-Year T-Notes(CBOT)
Sep05 050808 106~250 106~260 106~210 106~215 -0~045 547,561 0 +0
Dec05 050808 106~170 106~170 106~130 106~130 -0~050 9,207 0 -104,291
Mar06 050808 106~055 106~055 106~055 106~055 -0~050      
Total Volume and Open Interest 556,768    
2 Year T-Notes(CBOT)
Sep05 050808 103~008 103~008 103~000 103~002 -0~008 2,810 362,568 -1,771
Dec05 050808 102~106 102~106 102~106 102~106 -0~008 0 1,171 +54
Total Volume and Open Interest 2,810 363,739 -1,717
Eurodollars(CME)
Sep05 050808 95.995 96.005 95.995 96.000 -0.010 31,358 1,153,349 +7,163
Dec05 050808 95.670 95.670 95.645 95.650 -0.030 55,227 1,023,756 -9,378
Mar06 050808 95.540 95.540 95.505 95.510 -0.040 34,913 1,153,571 +45,792
Jun06 050808 95.450 95.455 95.425 95.425 -0.045 38,174 874,376 +2,062
Sep06 050808 95.410 95.410 95.345 95.365 -0.045 133,438 703,365 +12,257
Dec06 050808 95.355 95.355 95.320 95.320 -0.045 41,551 560,155 +8,822
Mar07 050808 95.350 95.350 95.310 95.310 -0.045 18,335 419,382 +6,591
Jun07 050808 95.325 95.325 95.290 95.290 -0.045 14,912 309,969 -954
Sep07 050808 95.295 95.305 95.270 95.270 -0.045 6,308 218,776 -382
Dec07 050808 95.260 95.275 95.240 95.240 -0.045 7,715 222,857 +116
Mar08 050808 95.260 95.275 95.235 95.235 -0.045 5,395 185,199 -15
Jun08 050808 95.240 95.255 95.220 95.220 -0.040 8,415 176,186 +2,316
Sep08 050808 95.225 95.240 95.200 95.200 -0.040 3,170 142,877 -293
Dec08 050808 95.190 95.190 95.160 95.165 -0.035 3,046 120,415 +142
Mar09 050808 95.170 95.185 95.150 95.150 -0.035 4,014 114,192 -87
Jun09 050808 95.140 95.165 95.125 95.125 -0.030 4,386 96,891 +979
Sep09 050808 95.125 95.130 95.100 95.100 -0.030 3,448 80,141 +855
Dec09 050808 95.090 95.095 95.065 95.065 -0.030 2,953 61,239 +558
Total Volume and Open Interest 315,038 7,836,676 +86,751
3-Mth Euro-Yen(CME)
Sep05 050808 99.91 99.91 99.91 99.91 unch 0 5,759 -95
Dec05 050808 99.89 99.89 99.89 99.89 unch 0 9,059 +60
Mar06 050808 99.86 99.86 99.86 99.86 unch 0 5,240 +25
Jun06 050808 99.81 99.81 99.81 99.81 -0.01 112 3,248 +95
Sep06 050808 99.75 99.75 99.75 99.75 unch 0 2,832 +25
Dec06 050808 99.68 99.68 99.68 99.68 unch 4 2,124 +3
Mar07 050808 99.59 99.59 99.59 99.59 unch 0 3,507 +0
Jun07 050808 99.51 99.51 99.51 99.51 -0.01 5 353 -183
Sep07 050808 99.43 99.43 99.43 99.43 -0.01 0 540 +0
Dec07 050808 99.35 99.35 99.35 99.35 -0.01 0 24 +0
Total Volume and Open Interest 121 32,997 -70
3-Mth Euro-Yen(SIMEX)
Sep05 050808 99.91 99.91 99.91 99.91 unch 148 78,251 -98
Dec05 050808 99.89 99.89 99.89 99.89 unch 2,005 77,912 -1,302
Mar06 050808 99.86 99.86 99.85 99.86 unch 3,417 57,286 +1,178
Jun06 050808 99.82 99.82 99.81 99.81 -0.01 4,159 45,162 +373
Sep06 050808 99.75 99.75 99.74 99.74 -0.01 649 22,359 +283
Dec06 050808 99.68 99.68 99.67 99.67 -0.01 78 55,251 +52
Mar07 050808 99.60 99.60 99.58 99.59 unch 180 23,419 +10
Jun07 050808 99.53 99.53 99.51 99.51 -0.01 346 8,138 +59
Total Volume and Open Interest 10,982 422,088 +555
German Euro-Bund(EUREX)
Sep05 050808 121.23 121.41 121.21 121.35 +0.09 1,088,255 1,372,807 +31,693
Dec05 050808 120.32 120.48 120.32 120.43 +0.08 1,939 22,008 +3
Mar06 050808 120.51 120.51 120.51 120.51 +0.09 3,052 24 +0
Total Volume and Open Interest 1,093,246 1,394,839 +31,696
German Euro-Bobl(EUREX)
Sep05 050808 114.16 114.26 114.14 114.22 +0.04 521,140 807,342 -8,383
Dec05 050808 113.32 113.38 113.32 113.38 +0.05 1,041 2,288 +2
Mar06 050808 113.60 113.60 113.60 113.60 +0.04 0 4 +0
Total Volume and Open Interest 522,181 809,634 -8,381
Long Gilt(LIFFE)
Sep05 050808 112~01 112~07 112~00 112~07 +0~05 58,959 223,791 -837
Dec05 050808 111~27 111~29 111~27 111~29 +0~06 0 15 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050808 95.46 95.48 95.44 95.45 -0.02 112,937 263,980 +7,143
Dec05 050808 95.55 95.57 95.54 95.55 -0.01 91,351 367,749 +425
Mar06 050808 95.57 95.61 95.57 95.59 unch 66,868 288,302 -4,857
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050808 97.865 97.870 97.860 97.865 unch 25,234 535,053 +3,056
Dec05 050808 97.785 97.800 97.785 97.795 unch 63,103 606,574 +9,493
Mar06 050808 97.690 97.710 97.685 97.705 unch 94,331 445,477 +6,236
Total Volume and Open Interest 349,020 2,900,709 +37,518
3-Mth Aus T-Bills(SFE)
Sep05 050808 94.32 94.36 94.31 94.36 +0.02 4,514 83,851 -2,975
Dec05 050808 94.26 94.35 94.24 94.35 +0.04 27,525 187,992 -8,572
Mar06 050808 94.27 94.39 94.25 94.39 +0.05 15,664 94,878 -4,690
Jun06 050808 94.29 94.40 94.26 94.40 +0.03 6,644 73,981 -4,241
Sep06 050808 94.26 94.37 94.25 94.37 +0.01 1,514 25,031 +406
Dec06 050808 94.20 94.33 94.20 94.33 -0.01 549 20,292 -892
Mar07 050808 94.16 94.30 94.16 94.30 -0.01 201 15,934 -380
Jun07 050808 94.25 94.27 94.25 94.27 -0.03 811 14,824 +600
Sep07 050808 94.23 94.25 94.23 94.25 -0.04 100 2,225 +48
Dec07 050808 94.22 94.24 94.22 94.24 -0.05 0 1,482 -179
Total Volume and Open Interest 57,522 522,600 -20,875
10-Year Aus T-Bonds(SFE)
Sep05 050808 94.57 94.60 94.54 94.60 -0.07 24,224 299,322 -22,149
Dec05 050808 94.60 94.60 94.60 94.60 -0.07      
Total Volume and Open Interest 24,224 299,322 -22,149
3-Year Aus T-Bonds(SFE)
Sep05 050808 94.62 94.69 94.58 94.69 -0.03 39,399 361,878 -22,536
Dec05 050808 94.69 94.69 94.69 94.69 -0.03      
Total Volume and Open Interest 39,399 361,878 -22,536
Gold(CMX)
Aug05 050808 437.0 437.0 434.0 434.7 -2.5 1,672 1,576 +913
Oct05 050808 439.8 440.0 436.3 437.1 -2.6 1,434 20,291 -661
Dec05 050808 443.2 443.2 439.6 440.3 -2.5 53,378 221,860 +8,361
Feb06 050808 446.2 446.2 443.5 443.5 -2.5 361 6,121 +165
Apr06 050808 446.8 446.8 446.8 446.8 -2.5 22 4,226 -10
Jun06 050808 451.5 451.5 449.5 450.1 -2.5 319 9,456 +9
Aug06 050808 453.5 453.5 453.5 453.5 -2.5 45 1,103 +36
Oct06 050808 457.0 457.0 457.0 457.0 -2.4 26 1,603 +15
Dec06 050808 460.5 460.5 460.5 460.5 -2.4 82 5,246 +35
Feb07 050808 464.0 464.0 464.0 464.0 -2.4 529 3,064 +519
Apr07 050808 467.5 467.5 467.5 467.5 -2.3      
Jun07 050808 471.0 471.0 471.0 471.0 -2.2 0 3,379 +0
Total Volume and Open Interest 58,099 283,233 +9,602
Silver(CMX)
Sep05 050808 716.5 716.5 698.0 701.5 -14.3 16,890 75,211 +679
Dec05 050808 723.5 724.0 706.5 708.9 -14.3 3,326 28,142 +1,711
Mar06 050808 725.5 725.5 713.9 713.9 -13.9 524 5,056 +211
May06 050808 721.0 721.0 716.2 716.2 -13.8 0 808 +0
Jul06 050808 718.6 718.6 718.6 718.6 -13.7 300 6,475 +300
Sep06 050808 720.8 720.8 720.8 720.8 -13.3 0 1,539 +0
Dec06 050808 735.0 735.0 723.6 723.6 -13.5 34 7,077 +8
Total Volume and Open Interest 21,213 126,664 +2,930
Platinum(NYM)
Oct05 050808 904.5 904.5 900.0 902.2 -8.3 758 11,704 +157
Jan06 050808 901.5 903.0 900.7 900.7 -8.3 0 505 +0
Apr06 050808 898.2 898.2 898.2 898.2 -8.3 0 129 +0
Total Volume and Open Interest 758 12,338 +157
Palladium(NYME)
Sep05 050808 192.00 194.50 189.00 190.00 -1.60 382 12,666 -9
Dec05 050808 193.50 196.00 192.25 192.40 -1.45 28 1,657 +10
Mar06 050808 194.40 194.40 194.40 194.40 -1.45 0 19 +0
Total Volume and Open Interest 410 14,342 +1
Copper(CMX)
Sep05 050808 163.80 165.40 163.60 164.65 -0.25 11,597 68,618 -2,931
Dec05 050808 159.00 161.00 159.00 160.45 +0.25 6,996 33,886 +1,647
Mar06 050808 152.15 152.15 152.15 152.15 +0.45 704 5,870 +352
May06 050808 146.15 146.15 146.15 146.15 +0.45 117 945 +49
Jul06 050808 141.10 141.10 141.10 141.10 +0.45 74 854 +71
Total Volume and Open Interest 20,245 119,794 -494
Aluminum(CMX)
Aug05 050808 86.10 86.10 86.10 86.10 -0.65 4 28 +0
Sep05 050808 86.75 86.75 86.75 86.75 -0.60 2 736 +0
Oct05 050808 87.50 87.50 87.40 87.40 -0.40 0 474 +0
Nov05 050808 87.90 87.90 87.90 87.90 -0.40 10 516 +10
Dec05 050808 88.50 88.50 88.50 88.50 -0.40 0 1,135 +0
Jan06 050808 88.05 88.05 88.05 88.05 -0.40 0 70 +0
Total Volume and Open Interest 16 3,269 +10
DJIA Index(CBOT)
Sep05 050808 10592 10610 10525 10558 -11 3,624 30,751 -21
Dec05 050808 10615 10620 10585 10602 -11 13 63 +6
Mar06 050808 10610 10642 10610 10642 -11      
Total Volume and Open Interest 3,637 30,814 -15
S & P 500(CME)
Sep05 050808 1232.20 1234.40 1224.30 1227.30 -2.50 25,383 630,871 -1,033
Dec05 050808 1238.50 1238.70 1232.40 1233.90 -2.50 1,207 13,372 -394
Mar06 050808 1241.20 1241.20 1241.20 1241.20 -2.20 0 2,466 +0
Jun06 050808 1249.70 1249.70 1249.70 1249.70 -2.00 0 640 +0
Total Volume and Open Interest 26,590 647,404 -1,427
S & P 500 E-Mini(Globex)
Sep05 050808 1229.75 1234.50 1224.25 1227.25 -2.50 688,747 997,177 -18,037
Dec05 050808 1239.00 1240.50 1231.75 1234.00 -2.50 286 1,907 +21
Total Volume and Open Interest 689,033 999,084 -18,016
NASDAQ 100(CME)
Sep05 050808 1609.50 1612.50 1593.50 1598.50 -9.00 5,358 48,482 +103
Dec05 050808 1612.50 1612.50 1612.50 1612.50 -9.00 16 31 +13
Mar06 050808 1627.50 1627.50 1627.50 1627.50 -9.00      
Total Volume and Open Interest 5,374 48,513 +116
NASDAQ 100 E-Mini(Globex)
Sep05 050808 1607.00 1614.00 1593.50 1598.50 -9.00 202,972 309,062 +1,131
Dec05 050808 1621.50 1632.50 1610.00 1612.50 -9.00 70 157 -7
Total Volume and Open Interest 203,042 309,219 +1,124
S & P Midcap 400(CME)
Sep05 050808 712.50 714.00 706.25 707.00 -3.00 344 12,198 -55
Dec05 050808 711.25 711.25 711.25 711.25 -3.00      
Mar06 050808 714.00 714.00 714.00 714.00 -3.00      
Total Volume and Open Interest 494 12,369 +171
Russell 2000(CME)
Sep05 050808 666.50 668.00 659.50 661.75 -2.55 784 30,771 -155
Dec05 050808 664.75 664.75 664.75 664.75 -2.55 0 4 +0
Mar06 050808 664.75 664.75 664.75 664.75 -2.55      
Total Volume and Open Interest 784 30,775 -155
Russell 2000 E-Mini(Globex)
Sep05 050808 665.00 668.20 659.70 661.80 -2.50 94,729 219,181 -5,702
Dec05 050808 669.00 672.00 664.80 664.80 -2.50 3 201 +1
Total Volume and Open Interest 94,732 219,382 -5,701
Value Line(KCBT)
Sep05 050808 1887.00 1887.00 1873.50 1873.50 -6.00 9 56 +2
Total Volume and Open Interest 9 56 +2
Nikkei 225(CME)
Sep05 050808 11705 11820 11605 11815 +60 48,026 224,035 -2,294
Dec05 050808 11610 11765 11570 11765 +60 15 408 -1
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050808 11705 11820 11605 11815 +60 48,026 224,035 -2,294
Dec05 050808 11610 11765 11570 11765 +60 15 408 -1
Mar06 050808 11755 11755 11755 11755 +60 0 60 +0
Total Volume and Open Interest 48,140 224,626 -2,294
CAC 40(MATIF)
Aug05 050808 4431.5 4465.0 4429.0 4445.0 +21.0 67,852 355,817 +6,733
Sep05 050808 4443.0 4467.5 4440.5 4452.0 +21.5 16,024 159,939 +448
Oct05 050808 4460.5 4460.5 4460.5 4460.5 +21.5 0 100 +0
Total Volume and Open Interest 83,893 533,877 +7,202
Hang Seng Index(HKFE)
Aug05 050808 14986 15127 14977 15111 +94 28,566 125,825 +268
Sep05 050808 14981 15118 14974 15103 +90 606 4,295 +276
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050808 4851.0 4873.5 4833.0 4835.0 -5.0 113,886 176,426 -479
Dec05 050808 4883.0 4899.5 4861.0 4861.0 -5.0 1,296 10,983 -710
Mar06 050808 4914.0 4926.5 4888.0 4888.0 -5.0 973 3,447 +888
Total Volume and Open Interest 116,155 190,856 -301
FT-SE 100(LIFFE)
Sep05 050808 5315.00 5345.50 5312.00 5338.00 +25.50 71,904 445,274 -2,467
Dec05 050808 5366.00 5371.50 5360.00 5366.50 +25.50 44 26,675 +12
Mar06 050808 5373.00 5373.00 5373.00 5373.00 +25.50 0 4,712 +0
Total Volume and Open Interest 71,948 478,445 -2,455
SPI 200(SFE)
Sep05 050808 4349.0 4390.0 4344.0 4379.0 +25.0 10,110 186,383 +283
Dec05 050808 4363.0 4401.0 4363.0 4393.0 +25.0 46 6,357 +15
Mar06 050808 4395.0 4395.0 4395.0 4395.0 +25.0 92 3,005 +36
Total Volume and Open Interest 10,248 198,768 +327
GSCI(CME)
Aug05 050808 417.80 421.90 417.65 421.20 +6.95 3,369 14,001 -3,078
Sep05 050808 420.60 424.70 420.60 424.50 +7.00 3,291 3,426 +3,214
Oct05 050808 428.00 428.00 428.00 428.00 +7.00 0 3 +0
Total Volume and Open Interest 6,660 17,430 +136
Reuters CRB Index(NYBOT)
Nov05 050808 321.50 322.00 320.50 320.50 -1.50 44 494 +2
Jan06 050808 321.00 321.00 321.00 321.00 -1.50 50 310 +50
Feb06 050808 321.00 321.00 321.00 321.00 -1.50 0 5 +0
Total Volume and Open Interest 161 1,051 +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

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