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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 September 01, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050901 593.00 596.00 584.00 595.75 +9.00 7,246 5,184 -2,185
Nov05 050901 604.00 608.00 595.00 607.00 +8.25 56,751 178,943 +285
Jan06 050901 611.00 615.50 603.50 615.00 +9.25 4,598 17,953 +1,238
Mar06 050901 620.00 623.50 611.00 622.75 +8.25 4,269 13,358 +482
May06 050901 621.50 626.50 617.50 626.50 +8.00 3,269 15,010 +620
Jul06 050901 625.00 630.00 620.00 629.75 +7.00 1,631 8,641 +178
Aug06 050901 626.00 626.00 626.00 626.00 +7.00 0 294 +0
Total Volume and Open Interest 78,357 245,479 +786
Soybean Meal(CBOT)
Sep05 050901 183.00 184.80 182.00 184.50 +2.10 8,366 5,851 -2,918
Oct05 050901 184.50 186.00 183.30 185.40 +1.60 9,195 19,596 +1,881
Dec05 050901 186.50 187.70 184.50 186.90 +1.30 16,373 53,505 +1,706
Jan06 050901 187.80 188.90 186.20 188.10 +1.30 1,786 7,407 +166
Mar06 050901 190.00 191.50 189.00 190.50 +1.40 1,399 7,507 +262
May06 050901 191.00 192.00 189.50 191.30 +1.90 1,825 10,512 +52
Jul06 050901 194.00 194.00 191.50 193.00 +1.20 656 5,434 +294
Aug06 050901 194.50 194.50 191.80 193.50 +1.70 248 1,276 +3
Total Volume and Open Interest 40,236 113,527 +1,641
Soybean Oil(CBOT)
Sep05 050901 22.40 22.82 22.16 22.82 +0.41 7,588 4,428 -2,421
Oct05 050901 22.52 23.00 22.31 22.99 +0.48 9,306 19,354 +2,191
Dec05 050901 22.80 23.32 22.56 23.30 +0.50 15,621 84,158 +3,317
Jan06 050901 22.97 23.45 22.80 23.45 +0.50 663 8,406 +24
Mar06 050901 23.15 23.65 22.95 23.65 +0.52 879 5,739 +414
May06 050901 23.33 23.85 23.20 23.85 +0.60 1,161 7,180 +611
Jul06 050901 23.50 24.00 23.30 24.00 +0.60 705 5,031 +487
Aug06 050901 23.50 23.80 23.40 23.80 +0.40 40 808 +13
Total Volume and Open Interest 36,137 138,626 +4,687
Canola(WCE)
Sep05 050901 267.6 267.6 267.6 267.6 +3.8 0 89 +0
Nov05 050901 271.1 276.8 269.3 274.6 +3.8 4,532 39,755 +219
Jan06 050901 278.3 285.0 278.3 281.8 +2.5 758 16,842 +165
Mar06 050901 285.7 290.6 285.7 290.6 +4.4 129 1,353 -100
May06 050901 289.5 297.5 289.5 297.5 +7.0 325 1,461 +75
Total Volume and Open Interest 6,011 63,108 +486
Corn(CBOT)
Sep05 050901 202.00 208.00 201.75 207.75 +6.25 26,637 13,839 -7,611
Dec05 050901 217.50 222.50 216.75 222.25 +5.75 109,625 513,092 +2,769
Mar06 050901 228.00 233.75 227.50 233.50 +6.25 22,931 93,379 +2,358
May06 050901 234.00 240.00 234.00 239.75 +6.50 3,826 20,004 +275
Jul06 050901 239.00 245.50 239.00 245.00 +6.50 6,651 30,302 +423
Sep06 050901 245.25 251.50 245.00 251.25 +7.25 1,212 4,464 +248
Total Volume and Open Interest 176,617 711,196 +619
Wheat(CBOT)
Sep05 050901 302.00 307.50 301.75 306.75 +5.25 7,780 3,456 -2,952
Dec05 050901 318.00 323.50 317.50 322.50 +5.00 37,277 209,174 +1,929
Mar06 050901 332.50 337.00 331.00 336.00 +4.50 3,964 30,793 -323
May06 050901 337.50 342.50 337.50 342.00 +4.50 68 1,025 +8
Jul06 050901 342.50 347.50 342.00 346.50 +4.75 760 12,912 +253
Total Volume and Open Interest 49,965 258,536 -1,007
Wheat(KCBT)
Sep05 050901 339.00 341.00 336.00 340.50 -2.50 2,191 1,948 -338
Dec05 050901 346.00 349.00 343.50 349.00 +3.25 14,607 66,560 -1,105
Mar06 050901 347.00 351.50 346.00 351.00 +4.50 1,876 18,477 -184
May06 050901 348.00 352.00 347.00 350.50 +5.00 394 1,522 +206
Jul06 050901 345.50 349.00 343.50 348.25 +4.75 1,569 6,262 -48
Total Volume and Open Interest 20,642 94,872 -1,468
Wheat(MGE)
Sep05 050901 352.50 356.00 351.00 354.00 +2.50 1,444 1,823 -1,295
Dec05 050901 336.00 338.00 332.50 337.75 +3.75 4,651 20,191 +36
Mar06 050901 343.00 346.00 341.00 346.00 +3.50 904 6,574 +250
May06 050901 348.00 352.00 348.00 352.00 +3.25 211 1,184 +81
Jul06 050901 354.50 356.50 354.50 356.50 +1.00 116 135 +20
Total Volume and Open Interest 7,358 30,023 -881
Oats(CBOT)
Sep05 050901 148.00 148.00 141.50 142.50 -4.50 192 88 -69
Dec05 050901 156.25 157.00 150.00 151.50 -5.50 1,719 5,962 +218
Mar06 050901 161.00 161.25 158.00 158.00 -1.50 186 199 +62
May06 050901 163.00 163.00 162.00 162.00 unch 15 36 +10
Total Volume and Open Interest 2,112 6,287 +221
Rough Rice(CBOT)
Sep05 050901 6.73 6.80 6.69 6.80 +0.06 563 498 -329
Nov05 050901 6.97 7.08 6.86 7.03 +0.05 768 5,296 +123
Jan06 050901 7.12 7.23 7.12 7.21 +0.06 21 883 +26
Mar06 050901 7.39 7.39 7.39 7.39 +0.06 4 137 +0
Total Volume and Open Interest 1,356 6,835 -180
Live Cattle(CME)
Oct05 050901 82.400 82.400 80.750 81.050 -1.200 8,313 80,288 -1,249
Dec05 050901 85.600 85.600 84.000 84.400 -1.100 5,446 30,104 +1,591
Feb06 050901 87.600 87.650 86.150 86.475 -1.125 2,284 17,885 +813
Apr06 050901 86.250 86.250 84.850 85.250 -0.975 748 5,420 +265
Jun06 050901 81.350 81.350 80.600 80.750 -0.600 249 2,556 -33
Aug06 050901 80.800 80.800 80.400 80.650 -0.800 95 1,126 +54
Total Volume and Open Interest 17,293 137,379 +1,222
Feeder Cattle(CME)
Sep05 050901 111.900 111.900 109.775 109.950 -1.825 690 6,034 -63
Oct05 050901 110.500 110.500 107.750 107.875 -2.300 1,874 15,344 +149
Nov05 050901 109.550 109.600 107.250 107.650 -1.825 606 3,645 +121
Jan06 050901 105.375 105.400 103.400 103.875 -1.500 407 1,371 -119
Mar06 050901 100.300 100.300 99.500 99.500 -1.300 15 359 -7
Apr06 050901 100.250 100.250 99.025 99.025 -1.225 1 207 +1
May06 050901 99.500 99.500 99.000 99.000 -1.200 21 60 +3
Total Volume and Open Interest 3,614 27,020 +85
Lean Hogs(CME)
Oct05 050901 63.600 63.600 61.950 62.050 -1.650 10,067 59,208 -518
Dec05 050901 61.100 61.250 60.000 60.525 -1.025 6,264 25,097 +698
Feb06 050901 61.800 62.000 60.850 61.375 -1.075 1,465 11,771 +412
Apr06 050901 59.400 59.550 58.750 58.900 -1.150 270 3,690 +42
May06 050901 60.400 60.400 59.800 60.000 -0.850 12 1,015 +9
Jun06 050901 62.600 62.900 62.200 62.225 -0.900 95 1,254 +13
Jul06 050901 59.750 59.800 59.100 59.350 -0.675 15 519 +8
Aug06 050901 57.100 57.100 56.550 56.550 -0.550 17 256 +17
Total Volume and Open Interest 18,222 102,866 +694
Pork Bellies(CME)
Feb06 050901 80.450 80.450 79.300 79.300 -1.775 175 1,277 +79
Mar06 050901 80.550 80.550 79.300 79.300 -1.750 20 45 +20
May06 050901 81.800 81.800 81.750 81.750 -1.300 1 11 +0
Total Volume and Open Interest 196 1,333 +99
Class III Milk(CME)
Sep05 050901 14.28 14.30 14.25 14.30 +0.04 197 3,510 +3
Oct05 050901 14.40 14.44 14.35 14.36 -0.02 132 2,567 +41
Nov05 050901 13.63 13.63 13.58 13.60 +0.02 68 1,800 -6
Dec05 050901 13.25 13.25 13.25 13.25 +0.01 6 1,718 +1
Jan06 050901 12.60 12.62 12.56 12.62 +0.02 7 1,093 +5
Total Volume and Open Interest 496 18,550 -2,902
Cocoa(NYBOT)
Sep05 050901 1364 1442 1350 1442 +92 10 18 -6
Dec05 050901 1414 1500 1410 1496 +92 3,812 67,303 -355
Mar06 050901 1444 1525 1443 1525 +89 648 26,506 +149
May06 050901 1464 1543 1464 1543 +91 217 6,900 +124
Jul06 050901 1480 1560 1480 1560 +91 420 8,265 +122
Sep06 050901 1502 1581 1502 1581 +91 72 9,776 +39
Dec06 050901 1528 1607 1528 1607 +91 3 5,712 +1
Total Volume and Open Interest 5,182 132,135 +74
Coffee "C"(NYBOT)
Sep05 050901 99.75 101.95 98.50 101.95 +4.20 167 386 +9
Dec05 050901 102.50 105.50 101.10 104.95 +3.90 12,427 63,658 -290
Mar06 050901 105.50 108.75 104.50 108.05 +3.65 2,996 12,213 +460
May06 050901 107.00 109.80 106.50 109.80 +3.60 1,333 2,914 +219
Jul06 050901 109.00 111.45 109.00 111.45 +3.55 317 2,212 -89
Sep06 050901 113.00 113.10 112.80 113.10 +3.50 175 898 +21
Total Volume and Open Interest 17,454 83,083 +327
Orange Juice(NYBOT)
Sep05 050901 88.90 92.10 87.75 92.10 +2.60 1,063 1,020 -780
Nov05 050901 90.50 93.35 90.20 92.85 +1.10 1,785 18,656 +403
Jan06 050901 93.00 95.15 92.80 95.15 +0.80 18 2,929 +9
Mar06 050901 96.25 97.75 95.75 97.75 +1.00 4 1,541 +2
May06 050901 98.10 99.75 98.10 99.75 +1.00 10 191 +0
Total Volume and Open Interest 2,880 24,402 -366
Sugar #11(NYBOT)
Oct05 050901 10.02 10.26 10.01 10.10 +0.03 32,147 250,013 -3,217
Mar06 050901 10.53 10.75 10.52 10.64 +0.07 30,041 135,681 +7,319
May06 050901 10.22 10.40 10.21 10.36 +0.09 4,509 42,957 +943
Jul06 050901 9.96 10.08 9.95 10.04 +0.07 5,168 27,452 +487
Oct06 050901 9.87 9.94 9.83 9.90 +0.03 1,745 15,027 +78
Total Volume and Open Interest 75,511 481,146 +6,161
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050901 20.53 20.55 20.52 20.52 -0.02 391 4,066 +57
Jan06 050901 20.42 20.42 20.42 20.42 +0.01 0 1,757 +0
Mar06 050901 20.51 20.51 20.51 20.51 -0.01 1 1,708 +1
May06 050901 20.68 20.68 20.68 20.68 -0.05 31 1,767 +40
Total Volume and Open Interest 535 11,507 +207
London Cocoa(LCE)
Sep05 050901 818 850 816 850 +32 1,537 33,596 -495
Dec05 050901 820 859 820 857 +33 4,180 82,248 +478
Mar06 050901 842 876 840 876 +33 466 38,743 +216
May06 050901 860 892 860 891 +33 283 10,074 -180
Jul06 050901 871 905 871 904 +32 652 19,126 +252
Sep06 050901 885 918 884 918 +32 279 12,055 -8
Dec06 050901 928 928 928 928 +32 69 12,757 +20
Total Volume and Open Interest 7,481 210,828 +298
London Coffee(LCE)
Sep05 050901 975.00 1007.00 960.00 1007.00 +64.00 9,329 20,260 -5,990
Nov05 050901 990.00 1029.00 980.00 1028.00 +53.00 12,103 79,746 -216
Jan06 050901 1004.00 1052.00 1004.00 1051.00 +52.00 6,244 34,875 +3,058
Mar06 050901 1017.00 1067.00 1017.00 1067.00 +50.00 1,002 27,497 +16
May06 050901 1066.00 1083.00 1042.00 1083.00 +49.00 712 6,718 +402
Jul06 050901 1088.00 1101.00 1084.00 1101.00 +50.00 14 2,948 +10
Total Volume and Open Interest 29,427 173,413 -2,715
London Sugar(LCE)
Oct05 050901 313.50 313.80 308.80 308.80 -3.00 3,762 24,627 +546
Dec05 050901 299.00 301.50 296.30 297.70 -1.00 3,958 13,036 +1,198
Mar06 050901 295.00 298.40 291.10 295.60 +0.90 1,944 10,099 +793
May06 050901 290.30 293.00 289.50 291.30 +1.00 272 2,834 +5
Aug06 050901 290.00 291.60 288.50 291.00 +1.00 20 2,227 -20
Total Volume and Open Interest 10,397 56,597 +2,870
Cotton(NYBOT)
Oct05 050901 48.50 48.50 46.40 48.29 +0.14 875 4,469 -341
Dec05 050901 50.00 50.10 48.25 49.94 +0.20 7,409 78,276 -27
Mar06 050901 51.70 51.75 50.10 51.70 +0.13 1,833 17,460 +456
May06 050901 52.30 52.65 51.60 52.65 +0.05 132 1,646 -7
Jul06 050901 53.70 53.70 52.53 53.65 unch 45 1,918 +0
Oct06 050901 55.60 55.60 55.60 55.60 +0.25      
Total Volume and Open Interest 10,303 104,454 +75
Lumber(CME)
Sep05 050901 309.0 322.9 309.0 318.7 +21.7 643 1,616 -368
Nov05 050901 295.8 295.8 295.8 295.8 +10.0 755 2,243 +171
Jan06 050901 305.9 306.0 305.9 306.0 +10.0 204 260 +20
Mar06 050901 312.9 313.6 312.9 313.6 +10.0 11 45 +6
Total Volume and Open Interest 1,621 4,177 -167
Crude Oil(NYM)
Oct05 050901 68.95 69.60 68.25 69.47 +0.53 143,723 221,694 -13,792
Nov05 050901 69.50 70.10 68.90 69.98 +0.57 72,313 115,490 +3,821
Dec05 050901 69.85 70.30 69.30 70.23 +0.65 58,056 133,023 +6,618
Jan06 050901 70.20 70.41 69.50 70.41 +0.70 13,700 47,635 -336
Feb06 050901 70.20 70.54 70.00 70.54 +0.70 4,173 23,801 -116
Mar06 050901 70.50 70.70 69.70 70.59 +0.70 3,387 23,521 +354
Apr06 050901 70.47 70.47 70.47 70.47 +0.70 1,176 11,888 -67
May06 050901 70.29 70.29 70.29 70.29 +0.69 333 11,363 +10
Jun06 050901 69.40 70.09 69.40 70.09 +0.69 4,898 38,957 -1,279
Jul06 050901 69.85 69.85 69.85 69.85 +0.68 211 7,889 +6
Aug06 050901 69.61 69.61 69.61 69.61 +0.67 416 5,169 -233
Sep06 050901 69.39 69.39 69.39 69.39 +0.66 181 9,068 +119
Oct06 050901 69.17 69.17 69.17 69.17 +0.65 237 4,032 +0
Nov06 050901 68.95 68.95 68.95 68.95 +0.64 206 4,877 +194
Dec06 050901 68.30 68.75 67.85 68.73 +0.63 10,057 54,917 -486
Jan07 050901 68.42 68.42 68.42 68.42 +0.62 0 7,594 +0
Total Volume and Open Interest 324,859 909,349 -5,073
Heating Oil(NYM)
Oct05 050901 213.50 221.00 211.50 219.85 +12.20 34,310 70,583 -2,196
Nov05 050901 214.50 222.00 212.50 221.34 +12.39 8,388 24,850 +1,601
Dec05 050901 215.00 221.94 212.00 221.94 +11.69 7,961 23,556 -1,220
Jan06 050901 217.00 222.54 214.40 222.54 +11.09 5,046 14,470 -801
Feb06 050901 216.00 222.50 213.50 221.24 +9.89 1,373 11,247 -585
Mar06 050901 211.00 217.84 210.25 217.84 +8.89 236 8,905 -99
Apr06 050901 205.50 211.74 205.25 211.74 +8.09 165 5,570 +60
May06 050901 200.00 206.39 200.00 206.39 +7.64 73 2,231 +9
Jun06 050901 199.50 202.54 198.00 202.54 +7.29 1,377 5,998 +918
Jul06 050901 202.14 202.14 202.14 202.14 +7.09 348 1,527 -88
Aug06 050901 198.50 202.89 198.40 202.89 +6.89 2 381 -4
Sep06 050901 204.19 204.19 204.19 204.19 +6.69 246 1,187 +33
Total Volume and Open Interest 70,720 176,041 -6,967
Unleaded Gas(NYM)
Oct05 050901 240.00 245.00 233.00 240.90 +15.37 42,704 71,394 -1,623
Nov05 050901 210.00 220.00 210.00 214.89 +9.01 13,180 22,134 +630
Dec05 050901 201.00 202.50 198.00 202.39 +6.01 5,985 17,479 -796
Jan06 050901 200.00 200.00 197.00 199.39 +4.51 1,185 11,591 -272
Feb06 050901 196.00 198.09 196.00 198.09 +3.71 406 5,146 +14
Mar06 050901 197.00 197.59 194.00 197.59 +3.21 127 2,910 -50
Apr06 050901 207.84 207.84 207.84 207.84 +2.96 338 4,410 -195
May06 050901 208.54 208.54 208.54 208.54 +2.66 50 2,936 +24
Jun06 050901 208.19 208.19 208.19 208.19 +2.31 54 1,319 +46
Jul06 050901 206.94 206.94 206.94 206.94 +2.21 1 622 +1
Aug06 050901 205.14 205.14 205.14 205.14 +1.76 20 1,752 +20
Total Volume and Open Interest 87,150 142,520 -11,282
Natural Gas(NYM)
Oct05 050901 11.340 11.900 11.225 11.757 +0.285 42,995 80,644 -2,543
Nov05 050901 11.500 12.150 11.450 11.967 +0.310 13,573 48,499 +717
Dec05 050901 11.750 12.300 11.680 12.227 +0.320 7,344 40,493 +676
Jan06 050901 12.030 12.550 11.900 12.467 +0.320 9,121 38,384 +2,388
Feb06 050901 11.930 12.450 11.910 12.387 +0.300 5,528 21,289 +723
Mar06 050901 11.700 12.170 11.680 12.112 +0.285 5,943 41,353 -265
Apr06 050901 9.500 9.712 9.500 9.712 +0.125 2,981 23,804 +477
May06 050901 9.200 9.382 9.200 9.382 +0.125 1,632 20,697 +273
Jun06 050901 9.300 9.411 9.150 9.411 +0.125 280 7,737 +79
Jul06 050901 9.350 9.452 9.230 9.452 +0.125 152 11,858 +31
Aug06 050901 9.400 9.494 9.350 9.494 +0.125 200 11,136 +88
Sep06 050901 9.350 9.474 9.330 9.474 +0.125 152 10,201 -22
Oct06 050901 9.400 9.504 9.300 9.504 +0.125 438 18,502 +4
Nov06 050901 9.630 9.864 9.630 9.864 +0.120 93 8,521 +39
Dec06 050901 9.994 10.204 9.910 10.204 +0.110 116 8,428 -9
Jan07 050901 10.250 10.469 10.250 10.469 +0.120 173 10,090 +32
Total Volume and Open Interest 93,159 501,267 +3,325
Brent Crude Oil(ICE)
Oct05 050901 66.70 67.84 66.65 67.72 +0.70 77,955 84,050 -19,008
Nov05 050901 67.02 68.02 66.93 67.91 +0.64 44,073 101,726 +7,498
Dec05 050901 67.48 68.28 67.25 68.19 +0.66 18,972 41,793 -2,738
Jan06 050901 67.96 68.44 67.50 68.38 +0.63 2,416 23,189 -364
Feb06 050901 68.41 68.57 67.81 68.57 +0.64 876 9,532 -442
Mar06 050901 68.58 68.66 67.91 68.66 +0.67 443 6,540 +172
Apr06 050901 68.53 68.53 68.53 68.53 +0.65 851 5,039 +145
May06 050901 68.37 68.37 68.37 68.37 +0.66 340 5,556 -261
Jun06 050901 67.95 68.21 67.39 68.21 +0.67 1,015 16,861 +5
Jul06 050901 68.03 68.03 68.03 68.03 +0.66 0 1,419 +0
Aug06 050901 67.70 67.85 67.48 67.85 +0.65 74 884 +74
Sep06 050901 67.67 67.67 67.67 67.67 +0.64 0 2,072 +0
Oct06 050901 67.49 67.49 67.49 67.49 +0.64 0 369 +0
Nov06 050901 67.28 67.28 67.28 67.28 +0.61 0 122 +0
Total Volume and Open Interest 149,595 355,318 -16,217
Gas Oil(ICE)
Sep05 050901 639.25 663.50 638.50 655.25 +16.75 19,085 42,086 -5,678
Oct05 050901 638.00 660.50 637.50 652.50 +15.00 22,472 54,201 +5,148
Nov05 050901 640.00 652.00 639.25 648.50 +12.25 10,348 23,976 +1,216
Dec05 050901 638.25 652.25 638.25 645.50 +10.25 5,297 29,907 -433
Jan06 050901 643.75 647.25 637.50 642.75 +7.75 2,660 17,905 +0
Feb06 050901 638.75 641.50 636.25 640.00 +6.75 641 10,214 -163
Mar06 050901 627.50 641.00 627.50 635.50 +6.25 1,050 10,215 +113
Apr06 050901 632.25 632.25 631.25 631.25 +6.25 100 5,455 -100
May06 050901 626.75 626.75 626.75 626.75 +6.00 0 1,033 +0
Jun06 050901 615.00 629.25 615.00 622.50 +4.75 1,533 12,749 +384
Total Volume and Open Interest 64,136 232,483 +1,062
US Dollar Index(NYBOT)
Sep05 050901 87.56 87.63 86.38 86.48 -1.06 4,960 14,002 -742
Dec05 050901 87.32 87.32 86.14 86.25 -1.04 334 2,884 +144
Mar06 050901 86.15 86.15 86.05 86.05 -1.04 0 11 +0
Total Volume and Open Interest 5,294 16,899 -598
Australian Dollar(CME)
Sep05 050901 75.63 76.32 75.60 76.26 +0.98 2,003 59,330 -1,121
Dec05 050901 75.36 75.96 75.36 75.96 +0.98 16 698 +74
Mar06 050901 75.73 75.73 75.73 75.73 +0.98 0 3 +0
Total Volume and Open Interest 2,019 60,052 -1,047
British Pound(CME)
Sep05 050901 181.30 183.60 181.30 183.35 +3.17 8,431 73,606 -3,447
Dec05 050901 181.25 183.30 181.25 183.11 +3.13 100 754 +215
Mar06 050901 182.87 182.87 182.87 182.87 +3.09 21 24 +21
Total Volume and Open Interest 8,552 74,385 -3,211
Canadian Dollar(CME)
Sep05 050901 84.27 84.74 84.13 84.55 +0.24 4,858 105,227 -63
Dec05 050901 84.50 84.95 84.43 84.77 +0.24 447 5,397 +458
Mar06 050901 84.79 85.13 84.79 84.99 +0.24 309 906 +81
Jun06 050901 85.36 85.36 85.21 85.21 +0.24 1 70 -1
Total Volume and Open Interest 5,615 111,628 +475
Japanese Yen(CME)
Sep05 050901 90.56 91.36 90.54 91.21 +0.67 8,785 150,271 +867
Dec05 050901 91.52 92.18 91.44 92.08 +0.65 741 29,294 +584
Mar06 050901 92.95 92.95 92.95 92.95 +0.63 16 111 +18
Total Volume and Open Interest 9,542 179,714 +1,469
Swiss Franc(CME)
Sep05 050901 80.22 81.31 80.21 81.16 +1.32 5,999 63,650 -3,541
Dec05 050901 80.83 81.88 80.83 81.79 +1.32 22 517 +31
Mar06 050901 82.44 82.44 82.44 82.44 +1.32 0 27 +0
Total Volume and Open Interest 6,021 64,211 -3,510
EuroFX(CME)
Sep05 050901 123.95 125.30 123.94 125.05 +1.61 14,739 145,630 -2,300
Dec05 050901 124.53 125.75 124.51 125.57 +1.58 955 5,858 +965
Mar06 050901 125.33 126.20 125.33 126.14 +1.55 1 526 +2
Total Volume and Open Interest 15,696 152,398 -1,333
Mexican Peso(CME)
Sep05 050901 9292.0 9325.0 9275.0 9287.0 +25.0 6,803 65,844 -2,325
Dec05 050901 9167.0 9195.0 9155.0 9162.0 +25.0 2,002 5,066 +3,500
Total Volume and Open Interest 8,866 71,772 +1,175
30-Year T-Bonds(CBOT)
Sep05 050901 118~13 118~21 117~29 118~08 -0~04 168,610 215,871 -46,280
Dec05 050901 118~01 118~10 117~18 117~28 -0~05 503,157 455,251 +81,951
Mar06 050901 117~20 118~00 117~13 117~19 -0~08 1,029 1,151 +614
Total Volume and Open Interest 672,801 672,280 +36,286
10-Year T-Notes(CBOT)
Sep05 050901 112~310 113~110 112~230 113~040 +0~065 518,417 578,506 -119,398
Dec05 050901 112~030 112~155 111~280 112~090 +0~065 1,122,179 1,285,188 +151,173
Total Volume and Open Interest 1,641,188 1,867,445 +32,678
5-Year T-Notes(CBOT)
Sep05 050901 108~140 108~305 108~135 108~230 +0~060 354,321 0 +0
Dec05 050901 108~085 108~260 108~080 108~180 +0~060 814,332 0 +0
Mar06 050901 108~110 108~110 108~110 108~110 +0~075      
Total Volume and Open Interest 1,168,653    
2 Year T-Notes(CBOT)
Sep05 050901 103~081 103~116 103~081 103~108 +0~024 14,521 120,555 -25,668
Dec05 050901 103~066 103~101 103~065 103~093 +0~024 21,345 245,750 +16,312
Total Volume and Open Interest 35,866 366,305 -9,356
Eurodollars(CME)
Sep05 050901 96.073 96.210 96.070 96.205 +0.130 63,152 1,203,782 +25,443
Dec05 050901 95.915 96.095 95.915 96.090 +0.170 99,437 1,136,028 +32,976
Mar06 050901 95.870 96.050 95.870 96.030 +0.145 68,628 1,281,612 +29,957
Jun06 050901 95.845 96.030 95.845 95.980 +0.120 52,143 1,054,757 +28,169
Sep06 050901 95.860 95.990 95.805 95.930 +0.095 367,776 729,197 -11,347
Dec06 050901 95.790 95.945 95.790 95.880 +0.080 50,793 646,302 +22,278
Mar07 050901 95.785 95.920 95.785 95.860 +0.065 51,373 475,292 -6,680
Jun07 050901 95.770 95.900 95.770 95.830 +0.050 32,227 361,946 -2,811
Sep07 050901 95.750 95.880 95.750 95.810 +0.040 16,070 259,645 -5,777
Dec07 050901 95.725 95.845 95.725 95.775 +0.030 17,467 240,525 -1,568
Mar08 050901 95.720 95.820 95.720 95.760 +0.020 20,556 209,976 +7,663
Jun08 050901 95.720 95.790 95.695 95.735 +0.010 15,988 194,849 +4,617
Sep08 050901 95.675 95.785 95.670 95.705 unch 5,801 168,768 +187
Dec08 050901 95.645 95.720 95.630 95.660 -0.010 6,199 127,037 +739
Mar09 050901 95.625 95.680 95.615 95.640 -0.015 3,945 118,401 -176
Jun09 050901 95.595 95.655 95.585 95.605 -0.020 6,263 108,635 +328
Sep09 050901 95.550 95.605 95.550 95.570 -0.025 6,059 88,586 +945
Dec09 050901 95.505 95.555 95.505 95.525 -0.030 7,602 72,039 +1,415
Total Volume and Open Interest 589,055 8,676,740 +158,700
3-Mth Euro-Yen(CME)
Sep05 050901 99.91 99.91 99.91 99.91 unch 94 5,309 -57
Dec05 050901 99.90 99.90 99.90 99.90 unch 457 7,370 +99
Mar06 050901 99.87 99.87 99.87 99.87 +0.01 363 5,326 +236
Jun06 050901 99.82 99.83 99.82 99.83 +0.02 209 5,491 -826
Sep06 050901 99.76 99.77 99.76 99.77 +0.02 257 3,626 -94
Dec06 050901 99.69 99.69 99.69 99.69 +0.02 4 4,001 +23
Mar07 050901 99.60 99.60 99.60 99.60 +0.01 1,051 5,400 +713
Jun07 050901 99.54 99.54 99.54 99.54 +0.02 0 311 +0
Sep07 050901 99.45 99.45 99.45 99.45 +0.02 0 370 +0
Dec07 050901 99.35 99.35 99.35 99.35 +0.01 0 24 +0
Total Volume and Open Interest 2,435 37,539 +94
3-Mth Euro-Yen(SIMEX)
Sep05 050901 99.91 99.91 99.91 99.91 unch 2,298 77,234 +143
Dec05 050901 99.90 99.90 99.90 99.90 unch 2,372 78,672 +501
Mar06 050901 99.86 99.87 99.86 99.87 +0.01 1,519 54,409 +788
Jun06 050901 99.81 99.82 99.81 99.82 +0.01 9,270 53,740 +2,966
Sep06 050901 99.75 99.76 99.74 99.76 +0.01 3,551 25,414 -104
Dec06 050901 99.67 99.69 99.67 99.69 +0.02 773 58,083 -238
Mar07 050901 99.59 99.61 99.58 99.61 +0.02 309 25,421 +123
Jun07 050901 99.52 99.54 99.51 99.54 +0.03 933 12,229 +757
Total Volume and Open Interest 21,045 439,630 +4,956
German Euro-Bund(EUREX)
Sep05 050830 123.46 123.53 123.14 123.43 -0.05 287,013 1,279,450 -4,745
Dec05 050901 123.00 123.43 122.89 123.43 +0.40 64,511 112,430 +13,326
Mar06 050901 123.20 123.58 123.20 123.58 +0.38 535 1,135 +23
Total Volume and Open Interest 1,379,617 1,371,470 +8,010
German Euro-Bobl(EUREX)
Sep05 050901 115.46 115.78 115.40 115.76 +0.28 701,817 810,238 -25,083
Dec05 050901 114.66 114.96 114.59 114.95 +0.29 94,525 85,284 +36,515
Mar06 050901 115.16 115.16 115.16 115.16 +0.28 0 4 +0
Total Volume and Open Interest 796,342 895,526 +11,432
Long Gilt(LIFFE)
Sep05 050901 114~05 114~18 114~04 114~17 +0~11 100,532 65,757 -22,866
Dec05 050901 114~01 114~09 113~27 114~08 +0~11 67,450 175,094 +14,664
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050901 95.44 95.45 95.43 95.44 unch 20,632 246,723 -3,867
Dec05 050901 95.59 95.63 95.56 95.62 +0.03 48,165 324,958 +101
Mar06 050901 95.71 95.76 95.68 95.75 +0.05 63,270 309,140 +8,634
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050901 97.865 97.875 97.865 97.870 +0.005 55,550 485,899 +7,699
Dec05 050901 97.850 97.880 97.840 97.870 +0.025 80,551 655,470 -18,114
Mar06 050901 97.840 97.890 97.820 97.880 +0.050 137,919 543,076 +11,412
Total Volume and Open Interest 580,238 3,160,365 -26,303
3-Mth Aus T-Bills(SFE)
Sep05 050901 94.40 94.41 94.40 94.41 +0.01 2,926 63,105 -114
Dec05 050901 94.49 94.50 94.47 94.49 +0.02 38,805 232,050 +29,436
Mar06 050901 94.61 94.61 94.55 94.59 +0.04 15,565 101,006 +11,593
Jun06 050901 94.67 94.68 94.63 94.67 +0.04 4,577 77,380 +3,073
Sep06 050901 94.70 94.70 94.65 94.69 +0.03 1,033 31,384 +581
Dec06 050901 94.69 94.69 94.65 94.67 +0.03 900 23,230 -614
Mar07 050901 94.67 94.67 94.63 94.66 +0.04 600 20,934 +471
Jun07 050901 94.62 94.64 94.62 94.64 +0.04 156 20,792 +114
Sep07 050901 94.62 94.62 94.62 94.62 +0.04 26 2,232 +26
Dec07 050901 94.60 94.60 94.60 94.60 +0.04 0 1,967 +0
Total Volume and Open Interest 64,588 576,478 +44,566
10-Year Aus T-Bonds(SFE)
Sep05 050901 95.02 95.02 94.96 95.00 +0.06 30,386 324,472 +16,866
Dec05 050901 95.01 95.01 95.00 95.00 +0.05 120 174 +172
Total Volume and Open Interest 30,506 324,646 +17,038
3-Year Aus T-Bonds(SFE)
Sep05 050901 95.07 95.07 95.01 95.04 +0.04 74,632 528,591 +69,913
Dec05 050901 95.06 95.06 95.06 95.06 +0.05 1,500 1,400 +1,400
Total Volume and Open Interest 76,132 529,991 +71,313
Gold(CMX)
Oct05 050901 437.5 446.5 437.1 443.5 +8.4 4,057 21,234 -872
Dec05 050901 440.0 449.5 440.0 446.5 +8.4 55,271 221,195 -4,540
Feb06 050901 445.7 451.0 445.7 449.6 +8.4 846 8,007 +549
Apr06 050901 448.6 454.5 448.6 452.7 +8.3 457 4,888 +173
Jun06 050901 450.0 458.5 450.0 455.7 +8.2 262 9,981 +11
Aug06 050901 458.9 458.9 458.9 458.9 +8.1 0 1,420 +0
Oct06 050901 462.1 462.1 462.1 462.1 +8.0 1 1,729 +1
Dec06 050901 466.5 467.5 465.3 465.3 +7.9 899 5,456 +120
Feb07 050901 468.5 468.5 468.5 468.5 +7.8 50 3,976 +50
Apr07 050901 471.6 471.6 471.6 471.6 +7.7      
Jun07 050901 474.7 474.7 474.7 474.7 +7.6 295 3,957 +135
Total Volume and Open Interest 62,148 287,346 -4,548
Silver(CMX)
Sep05 050901 683.0 699.0 683.0 696.6 +18.5 2,474 2,086 -4,534
Dec05 050901 691.0 707.0 689.0 703.8 +18.3 15,717 91,541 +1,235
Mar06 050901 701.0 712.0 701.0 709.7 +17.9 193 4,945 +24
May06 050901 712.5 712.5 712.5 712.5 +17.3 183 988 +143
Jul06 050901 715.3 715.3 715.3 715.3 +16.7 126 6,476 +124
Sep06 050901 718.2 718.2 718.2 718.2 +16.3 52 1,639 +50
Dec06 050901 711.0 725.0 711.0 721.5 +15.9 27 7,361 +11
Total Volume and Open Interest 18,777 117,356 -2,947
Platinum(NYM)
Oct05 050901 896.0 904.0 896.0 903.4 +8.9 1,722 9,802 -178
Jan06 050901 899.0 903.0 898.0 902.4 +8.4 885 1,465 +745
Apr06 050901 899.9 899.9 899.9 899.9 +8.4 3 135 +0
Total Volume and Open Interest 2,610 11,402 +567
Palladium(NYME)
Sep05 050901 181.60 183.95 181.60 183.95 +2.00 627 954 -1,559
Dec05 050901 184.00 187.00 183.70 186.55 +2.00 872 12,390 +137
Mar06 050901 188.55 188.55 188.55 188.55 +2.00 3 36 +3
Total Volume and Open Interest 1,502 13,380 -1,419
Copper(CMX)
Sep05 050901 170.30 172.90 169.30 172.70 +3.20 3,288 9,109 -990
Dec05 050901 162.80 165.00 161.60 164.80 +2.85 11,010 74,833 +329
Mar06 050901 154.70 157.20 154.70 157.10 +2.65 610 8,429 +168
May06 050901 149.50 151.90 149.50 151.80 +2.65 12 1,476 -7
Jul06 050901 147.20 147.20 147.20 147.20 +2.65 0 905 -1
Total Volume and Open Interest 15,536 104,426 -340
Aluminum(CMX)
Sep05 050901 86.50 86.50 86.50 86.50 +0.80 3 13 -501
Oct05 050901 87.00 87.00 87.00 87.00 +0.80 3 514 +0
Nov05 050901 87.50 87.50 87.50 87.50 +0.80 1 561 +1
Dec05 050901 88.00 88.00 88.00 88.00 +0.80 0 1,078 +0
Jan06 050901 87.90 87.90 87.90 87.90 +0.80 0 70 +0
Feb06 050901 87.80 87.80 87.80 87.80 +0.80 0 70 +0
Total Volume and Open Interest 7 2,571 -500
DJIA Index(CBOT)
Sep05 050901 10489 10525 10462 10462 -40 6,968 29,851 -75
Dec05 050901 10520 10555 10475 10502 -42 159 885 +172
Mar06 050901 10590 10590 10549 10549 -42 0 7 +0
Total Volume and Open Interest 7,127 30,743 +97
S & P 500(CME)
Sep05 050901 1222.00 1228.50 1216.70 1221.80 +0.40 79,142 543,938 -23,285
Dec05 050901 1228.20 1234.50 1223.80 1227.90 +0.10 29,729 112,165 +22,383
Mar06 050901 1233.80 1233.80 1233.80 1233.80 -0.60 60 4,251 -9
Jun06 050901 1240.80 1240.80 1240.80 1240.80 -0.70 0 691 +0
Total Volume and Open Interest 108,937 661,103 -905
S & P 500 E-Mini(Globex)
Sep05 050901 1222.50 1228.75 1216.50 1221.75 +0.25 1,264,513 1,042,627 +18,260
Dec05 050901 1229.00 1234.75 1222.75 1228.00 +0.25 13,514 90,159 +10,882
Total Volume and Open Interest 1,278,027 1,132,786 +29,142
NASDAQ 100(CME)
Sep05 050901 1583.00 1590.50 1575.00 1579.00 -5.00 8,767 53,308 -4,120
Dec05 050901 1601.00 1601.00 1592.00 1592.00 -5.50 1,621 2,068 +1,530
Mar06 050901 1605.50 1605.50 1605.50 1605.50 -6.50 0 2 +0
Total Volume and Open Interest 10,388 55,378 -2,590
NASDAQ 100 E-Mini(Globex)
Sep05 050901 1586.00 1590.50 1575.00 1579.00 -5.00 299,289 337,708 +4,371
Dec05 050901 1598.00 1601.50 1589.00 1592.00 -5.50 2,753 2,827 +1,218
Total Volume and Open Interest 302,042 340,535 +5,589
S & P Midcap 400(CME)
Sep05 050901 713.00 715.50 709.50 711.70 -0.50 212 12,484 +3
Dec05 050901 716.40 716.95 716.40 716.40 -0.55 0 350 +0
Mar06 050901 719.15 719.15 719.15 719.15 -0.55      
Total Volume and Open Interest 787 13,025 +191
Russell 2000(CME)
Sep05 050901 667.25 672.00 665.25 668.10 +0.90 2,389 35,607 +79
Dec05 050901 675.00 675.00 671.40 671.40 +0.90 600 1,730 +43
Mar06 050901 671.60 671.60 671.60 671.60 +0.90      
Total Volume and Open Interest 2,989 37,337 +122
Russell 2000 E-Mini(Globex)
Sep05 050901 667.80 671.90 665.10 668.10 +0.90 122,980 234,086 -5,672
Dec05 050901 670.50 675.30 668.70 671.40 +0.90 594 7,602 -2,447
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050901 1886.00 1887.50 1881.50 1881.50 -1.50 17 51 -7
Total Volume and Open Interest 17 51 -7
Nikkei 225(CME)
Sep05 050901 12505 12570 12500 12540 +115 26,550 238,267 +2,047
Dec05 050901 12465 12525 12455 12495 +120 800 2,701 +713
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050901 12505 12570 12500 12540 +115 26,550 238,267 +2,047
Dec05 050901 12465 12525 12455 12495 +120 800 2,701 +713
Mar06 050901 12485 12485 12485 12485 +120 0 60 +0
Total Volume and Open Interest 27,376 241,264 +2,760
CAC 40(MATIF)
Sep05 050901 4419.5 4443.0 4410.0 4429.0 +25.5 54,136 439,499 +1,808
Oct05 050901 4438.0 4444.5 4418.5 4437.5 +25.5 162 1,088 -62
Nov05 050901 4444.0 4444.0 4444.0 4444.0 +26.0      
Total Volume and Open Interest 54,298 459,567 +1,745
Hang Seng Index(HKFE)
Sep05 050901 15030 15167 15015 15139 +243 33,603 112,005 +2,014
Oct05 050901 15055 15198 15050 15168 +237 179 0  
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050901 4857.0 4879.5 4818.0 4834.5 -5.0 170,001 190,713 +4,042
Dec05 050901 4885.0 4904.5 4846.0 4860.0 -5.5 345 12,249 +90
Mar06 050901 4913.0 4931.0 4872.5 4886.5 -5.5 86 5,513 +2
Total Volume and Open Interest 170,432 208,475 +4,134
FT-SE 100(LIFFE)
Sep05 050901 5312.00 5347.50 5312.00 5333.50 +38.50 81,777 443,980 +10,323
Dec05 050901 5350.00 5376.50 5350.00 5363.00 +38.50 4,575 29,964 +2,059
Mar06 050901 5377.50 5383.50 5370.00 5370.00 +38.50 550 5,229 +497
Total Volume and Open Interest 86,902 487,953 +13,915
SPI 200(SFE)
Sep05 050901 4459.0 4500.0 4459.0 4492.0 +53.0 17,085 200,465 +4,592
Dec05 050901 4475.0 4513.0 4475.0 4505.0 +54.0 694 7,527 +78
Mar06 050901 4489.0 4507.0 4489.0 4507.0 +53.0 0 3,082 +0
Total Volume and Open Interest 17,933 214,488 +4,780
GSCI(CME)
Sep05 050901 468.80 476.30 466.40 475.50 +11.40 501 17,197 +22
Oct05 050901 473.50 473.50 473.50 473.50 +10.00 14 54 +12
Nov05 050901 471.50 471.50 471.50 471.50 +9.00 0 1 +0
Total Volume and Open Interest 515 17,252 +34
Reuters CRB Index(NYBOT)
Nov05 050901 320.50 325.25 320.50 325.25 +4.75 29 383 +0
Jan06 050901 324.75 324.75 324.75 324.75 +4.25 9 417 +5
Feb06 050901 324.25 324.25 324.25 324.25 +4.50 0 7 +0
Total Volume and Open Interest 38 1,009 +5
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!