Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 02, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050902 595.00 595.00 587.50 588.50 -7.25 4,150 3,298 -1,886
Nov05 050902 607.00 607.00 597.50 599.00 -8.00 40,215 180,256 +1,313
Jan06 050902 614.50 614.50 605.50 607.25 -7.75 3,426 18,921 +968
Mar06 050902 622.00 622.50 613.50 614.00 -8.75 2,955 13,802 +444
May06 050902 625.00 625.00 618.50 618.50 -8.00 754 14,963 -47
Jul06 050902 629.00 629.00 621.50 623.00 -6.75 1,266 8,711 +70
Aug06 050902 620.00 623.00 618.00 618.00 -8.00 20 314 +20
Total Volume and Open Interest 53,125 246,375 +896
Soybean Meal(CBOT)
Sep05 050902 185.50 185.50 181.80 184.10 -0.40 4,699 4,831 -1,020
Oct05 050902 185.50 185.80 183.00 184.40 -1.00 6,315 19,442 -154
Dec05 050902 186.30 186.70 184.30 185.80 -1.10 10,341 53,092 -413
Jan06 050902 188.00 188.30 185.80 187.20 -0.90 1,212 7,453 +46
Mar06 050902 190.50 190.50 188.50 189.50 -1.00 779 7,728 +221
May06 050902 191.50 191.70 189.20 189.80 -1.50 1,105 10,566 +54
Jul06 050902 193.50 193.50 191.20 191.60 -1.40 767 5,557 +123
Aug06 050902 193.50 193.50 191.50 192.10 -1.40 144 1,282 +6
Total Volume and Open Interest 25,487 112,470 -1,057
Soybean Oil(CBOT)
Sep05 050902 22.88 22.88 22.45 22.53 -0.29 4,795 3,594 -834
Oct05 050902 23.00 23.00 22.54 22.67 -0.32 5,880 19,458 +104
Dec05 050902 23.23 23.25 22.80 22.87 -0.43 16,572 83,107 -1,051
Jan06 050902 23.42 23.42 23.03 23.05 -0.40 1,042 8,440 +34
Mar06 050902 23.60 23.60 23.20 23.20 -0.45 325 5,599 -140
May06 050902 23.80 23.80 23.37 23.45 -0.40 73 7,179 -1
Jul06 050902 23.95 23.95 23.57 23.63 -0.37 651 5,236 +205
Aug06 050902 23.90 23.90 23.55 23.55 -0.25 6 810 +2
Total Volume and Open Interest 29,595 137,101 -1,525
Canola(WCE)
Sep05 050902 265.6 265.6 265.6 265.6 -2.0      
Nov05 050902 274.7 274.9 271.5 272.6 -2.0 5,618 40,343 +588
Jan06 050902 282.1 283.0 280.6 280.6 -1.2 124 16,924 +82
Mar06 050902 288.9 288.9 287.7 288.1 -2.5 6 1,353 +0
May06 050902 292.3 294.5 292.3 294.5 -3.0 9 1,454 -7
Total Volume and Open Interest 5,914 63,643 +535
Corn(CBOT)
Sep05 050902 207.75 207.75 203.00 203.50 -4.25 14,718 9,415 -4,424
Dec05 050902 220.00 220.50 216.75 217.25 -5.00 74,591 513,851 +759
Mar06 050902 231.75 232.00 228.00 228.50 -5.00 11,048 96,325 +2,946
May06 050902 237.50 237.50 234.75 235.00 -4.75 1,865 20,205 +201
Jul06 050902 243.00 243.25 240.25 240.50 -4.50 5,157 30,589 +287
Sep06 050902 249.00 249.00 247.00 247.00 -4.25 428 4,406 -58
Total Volume and Open Interest 112,978 711,434 +238
Wheat(CBOT)
Sep05 050902 307.50 307.50 303.00 305.00 -1.75 3,246 2,483 -973
Dec05 050902 322.50 322.75 318.50 320.00 -2.50 24,939 210,245 +1,071
Mar06 050902 337.00 337.00 332.50 334.00 -2.00 4,276 31,539 +746
May06 050902 342.00 342.00 339.00 340.00 -2.00 113 1,069 +44
Jul06 050902 346.50 346.50 342.75 344.00 -2.50 1,763 13,282 +370
Total Volume and Open Interest 34,394 259,812 +1,276
Wheat(KCBT)
Sep05 050902 339.50 342.00 339.00 340.50 unch 1,367 884 -1,064
Dec05 050902 349.00 349.00 343.00 346.00 -3.00 8,793 67,251 +691
Mar06 050902 350.50 351.00 345.00 347.00 -4.00 2,040 18,324 -153
May06 050902 352.00 352.00 345.50 347.00 -3.50 130 1,370 -152
Jul06 050902 344.50 347.50 344.00 345.00 -3.25 2,406 6,679 +417
Total Volume and Open Interest 14,766 94,636 -236
Wheat(MGE)
Sep05 050902 354.00 354.00 351.00 351.00 -3.00 1,563 871 -952
Dec05 050902 338.00 338.25 334.50 336.50 -1.25 5,024 19,650 -541
Mar06 050902 346.50 346.50 343.25 343.50 -2.50 327 6,461 -113
May06 050902 351.00 351.00 350.00 350.00 -2.00 88 1,220 +36
Jul06 050902 356.50 356.50 356.50 356.50 unch 13 133 -2
Total Volume and Open Interest 7,028 28,454 -1,569
Oats(CBOT)
Sep05 050902 142.00 142.25 141.50 142.25 -0.25 31 56 -32
Dec05 050902 150.25 151.00 149.00 149.25 -2.25 1,937 5,740 -222
Mar06 050902 157.00 157.00 157.00 157.00 -1.00 15 197 -2
May06 050902 162.00 162.00 162.00 162.00 unch 6 36 +0
Total Volume and Open Interest 1,989 6,031 -256
Rough Rice(CBOT)
Sep05 050902 6.65 6.67 6.65 6.67 -0.13 76 372 -126
Nov05 050902 6.90 6.95 6.87 6.93 -0.11 606 5,363 +67
Jan06 050902 7.10 7.10 7.10 7.10 -0.11 8 889 +6
Mar06 050902 7.28 7.28 7.28 7.28 -0.11 0 137 +0
Total Volume and Open Interest 690 6,782 -53
Live Cattle(CME)
Oct05 050902 81.100 81.450 80.850 81.200 +0.150 15,254 78,858 -1,430
Dec05 050902 84.350 84.600 84.075 84.500 +0.100 7,294 31,678 +1,574
Feb06 050902 86.475 86.800 86.100 86.750 +0.275 4,669 18,043 +158
Apr06 050902 85.000 85.375 84.825 85.325 +0.075 900 5,688 +268
Jun06 050902 80.750 81.000 80.600 81.000 +0.250 395 2,604 +48
Aug06 050902 80.600 80.850 80.300 80.850 +0.200 69 1,164 +38
Total Volume and Open Interest 28,581 138,035 +656
Feeder Cattle(CME)
Sep05 050902 110.150 110.850 109.800 110.800 +0.850 1,074 5,888 -146
Oct05 050902 108.000 108.850 107.800 108.575 +0.700 2,941 15,254 -90
Nov05 050902 107.300 108.300 107.125 108.150 +0.500 446 3,698 +53
Jan06 050902 103.850 104.350 103.600 104.300 +0.425 181 1,400 +29
Mar06 050902 99.700 99.975 99.600 99.975 +0.475 19 372 +13
Apr06 050902 99.100 99.150 99.100 99.150 +0.125 2 208 +1
May06 050902 99.150 99.150 99.000 99.000 unch 6 66 +6
Total Volume and Open Interest 4,669 26,886 -134
Lean Hogs(CME)
Oct05 050902 62.100 62.300 61.600 61.650 -0.400 11,184 58,480 -728
Dec05 050902 60.300 60.700 60.050 60.400 -0.125 5,575 27,054 +1,957
Feb06 050902 61.000 61.500 60.775 61.425 +0.050 1,464 12,522 +751
Apr06 050902 58.575 59.500 58.450 59.250 +0.350 226 3,772 +82
May06 050902 59.900 60.150 59.750 60.075 +0.075 21 1,026 +11
Jun06 050902 62.025 62.400 62.000 62.375 +0.150 160 1,354 +100
Jul06 050902 59.400 59.600 59.350 59.500 +0.150 32 539 +20
Aug06 050902 56.500 56.900 56.500 56.800 +0.250 10 256 +0
Total Volume and Open Interest 18,681 105,060 +2,194
Pork Bellies(CME)
Feb06 050902 79.200 81.100 79.200 79.600 +0.300 447 1,181 -96
Mar06 050902 79.600 79.600 79.600 79.600 +0.300 0 45 +0
May06 050902 82.450 82.500 82.450 82.500 +0.750 1 11 +0
Total Volume and Open Interest 448 1,237 -96
Class III Milk(CME)
Sep05 050902 14.28 14.28 14.25 14.26 -0.04 80 3,505 -5
Oct05 050902 14.30 14.35 14.26 14.28 -0.08 137 2,621 +54
Nov05 050902 13.60 13.60 13.57 13.57 -0.03 14 1,805 +5
Dec05 050902 13.25 13.28 13.25 13.26 +0.01 5 1,721 +3
Jan06 050902 12.60 12.60 12.60 12.60 -0.02 33 1,091 -2
Total Volume and Open Interest 535 18,731 +181
Cocoa(NYBOT)
Sep05 050902 1502 1502 1485 1496 +54 20 16 -2
Dec05 050902 1540 1555 1518 1550 +54 18,076 60,087 -7,216
Mar06 050902 1560 1588 1554 1582 +57 1,789 25,789 -717
May06 050902 1578 1600 1578 1600 +57 83 6,915 +15
Jul06 050902 1599 1617 1598 1617 +57 39 8,264 -1
Sep06 050902 1637 1637 1637 1637 +56 73 9,801 +25
Dec06 050902 1664 1664 1664 1664 +57 7 5,712 +0
Total Volume and Open Interest 20,087 124,239 -7,896
Coffee "C"(NYBOT)
Sep05 050902 101.50 101.50 99.60 100.00 -1.95 581 972 +586
Dec05 050902 104.00 104.50 102.80 103.05 -1.90 14,488 65,556 +1,898
Mar06 050902 106.70 107.70 106.20 106.20 -1.85 2,529 12,669 +456
May06 050902 108.50 109.20 108.00 108.00 -1.80 435 2,793 -121
Jul06 050902 110.50 111.00 109.70 109.70 -1.75 206 2,134 -78
Sep06 050902 112.50 112.50 111.40 111.40 -1.70 192 981 +83
Total Volume and Open Interest 18,478 85,887 +2,804
Orange Juice(NYBOT)
Sep05 050902 91.90 92.50 91.90 91.90 -0.20 427 315 -705
Nov05 050902 92.65 93.95 92.50 92.70 -0.15 1,800 18,647 -9
Jan06 050902 94.75 96.25 94.75 95.10 -0.05 79 2,963 +34
Mar06 050902 98.00 99.00 97.70 97.70 -0.05 128 1,605 +64
May06 050902 99.70 99.70 99.70 99.70 -0.05 10 201 +10
Total Volume and Open Interest 2,444 23,796 -606
Sugar #11(NYBOT)
Oct05 050902 10.09 10.13 10.02 10.11 +0.01 38,133 248,671 -1,342
Mar06 050902 10.63 10.69 10.56 10.66 +0.02 26,256 137,730 +2,049
May06 050902 10.32 10.37 10.27 10.34 -0.02 4,370 42,495 -462
Jul06 050902 10.01 10.05 9.97 10.03 -0.01 2,879 27,699 +247
Oct06 050902 9.87 9.87 9.82 9.87 -0.03 2,555 15,752 +725
Total Volume and Open Interest 75,095 482,547 +1,401
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050902 20.56 20.75 20.56 20.75 +0.23 113 4,081 +15
Jan06 050902 20.43 20.43 20.41 20.42 unch 2 1,757 +0
Mar06 050902 20.55 20.55 20.51 20.52 +0.01 2 1,705 -3
May06 050902 20.74 20.74 20.67 20.67 -0.01 2 1,756 -11
Total Volume and Open Interest 123 11,507 +0
London Cocoa(LCE)
Sep05 050902 855 879 851 874 +24 2,160 32,089 -1,507
Dec05 050902 860 890 851 879 +22 6,905 81,089 -1,159
Mar06 050902 876 905 875 896 +20 696 38,768 +25
May06 050902 892 914 892 910 +19 121 10,146 +72
Jul06 050902 905 930 905 922 +18 363 18,810 -316
Sep06 050902 920 945 920 936 +18 80 12,045 -10
Dec06 050902 937 946 937 946 +18 0 12,757 +0
Total Volume and Open Interest 10,325 207,933 -2,895
London Coffee(LCE)
Sep05 050902 1010.00 1014.00 999.00 999.00 -8.00 316 20,063 -197
Nov05 050902 1038.00 1042.00 1007.00 1015.00 -13.00 8,683 78,129 -1,617
Jan06 050902 1061.00 1065.00 1034.00 1038.00 -13.00 2,448 35,604 +729
Mar06 050902 1073.00 1074.00 1050.00 1055.00 -12.00 893 27,792 +295
May06 050902 1095.00 1095.00 1071.00 1071.00 -12.00 181 6,724 +6
Jul06 050902 1090.00 1095.00 1090.00 1090.00 -11.00 82 2,992 +44
Total Volume and Open Interest 12,603 172,673 -740
London Sugar(LCE)
Oct05 050902 307.50 311.00 307.50 308.90 +0.10 6,547 21,716 -2,911
Dec05 050902 297.60 300.40 295.80 299.90 +2.20 3,393 14,335 +1,299
Mar06 050902 297.00 298.50 292.80 297.90 +2.30 1,751 10,462 +363
May06 050902 292.60 294.20 290.30 294.00 +2.70 394 3,012 +178
Aug06 050902 292.20 293.00 291.50 293.00 +2.00 157 2,265 +38
Total Volume and Open Interest 12,717 55,996 -601
Cotton(NYBOT)
Oct05 050902 48.40 48.80 47.60 48.47 +0.18 636 4,365 -104
Dec05 050902 50.30 50.65 49.10 49.85 -0.09 13,209 79,466 +1,190
Mar06 050902 52.10 52.20 50.30 51.06 -0.64 1,462 17,749 +289
May06 050902 52.00 52.00 52.00 52.00 -0.65 292 1,605 -41
Jul06 050902 52.90 52.95 52.65 52.95 -0.70 36 1,942 +24
Oct06 050902 55.30 55.30 55.30 55.30 -0.30      
Total Volume and Open Interest 15,672 105,825 +1,371
Lumber(CME)
Sep05 050902 324.0 326.7 319.1 321.9 +3.2 1,040 1,364 -252
Nov05 050902 304.0 305.0 297.0 297.6 +1.8 471 2,467 +224
Jan06 050902 310.0 313.0 303.1 304.6 -1.4 122 314 +54
Mar06 050902 320.0 321.0 314.5 314.5 +0.9 12 49 +4
Total Volume and Open Interest 1,648 4,209 +32
Crude Oil(NYM)
Oct05 050902 68.10 68.60 66.90 67.57 -1.90 102,649 214,560 -7,134
Nov05 050902 68.55 69.10 67.70 68.16 -1.82 49,550 124,228 +8,738
Dec05 050902 68.80 69.50 68.00 68.57 -1.66 38,896 132,365 -658
Jan06 050902 69.00 69.60 68.55 68.85 -1.56 9,406 49,288 +1,653
Feb06 050902 69.10 69.65 69.00 69.05 -1.49 2,940 23,207 -594
Mar06 050902 69.20 69.90 69.14 69.14 -1.45 2,866 26,107 +2,586
Apr06 050902 69.35 69.35 69.00 69.09 -1.38 436 12,093 +205
May06 050902 68.94 68.94 68.94 68.94 -1.35 1,686 11,471 +108
Jun06 050902 68.85 69.05 68.77 68.77 -1.32 6,022 38,944 -13
Jul06 050902 68.57 68.57 68.57 68.57 -1.28 1,118 7,852 -37
Aug06 050902 68.37 68.37 68.37 68.37 -1.24 1,599 6,211 +1,042
Sep06 050902 68.17 68.17 68.17 68.17 -1.22 862 9,038 -30
Oct06 050902 67.95 68.40 67.95 67.97 -1.20 462 4,419 +387
Nov06 050902 67.77 67.77 67.77 67.77 -1.18 700 5,252 +375
Dec06 050902 67.60 68.10 67.50 67.57 -1.16 6,978 55,943 +1,026
Jan07 050902 67.28 67.28 67.28 67.28 -1.14 751 8,094 +500
Total Volume and Open Interest 235,854 916,276 +6,927
Heating Oil(NYM)
Oct05 050902 213.10 214.50 206.50 209.11 -10.74 25,346 70,385 -198
Nov05 050902 211.50 215.65 210.00 211.04 -10.30 9,696 25,975 +1,125
Dec05 050902 211.50 217.00 211.00 212.04 -9.90 9,851 24,678 +1,122
Jan06 050902 210.00 216.50 210.00 213.04 -9.50 6,277 15,245 +775
Feb06 050902 212.00 216.00 211.84 211.84 -9.40 1,458 10,942 -305
Mar06 050902 209.50 212.50 208.54 208.54 -9.30 801 8,824 -81
Apr06 050902 206.00 207.00 202.64 202.64 -9.10 394 5,562 -8
May06 050902 194.00 197.24 194.00 197.24 -9.15 179 2,254 +23
Jun06 050902 195.00 195.00 193.34 193.34 -9.20 493 6,343 +345
Jul06 050902 197.00 197.00 192.94 192.94 -9.20 60 1,577 +50
Aug06 050902 193.69 193.69 193.69 193.69 -9.20 2 383 +2
Sep06 050902 200.00 200.00 194.99 194.99 -9.20 65 1,237 +50
Total Volume and Open Interest 54,696 176,900 +859
Unleaded Gas(NYM)
Oct05 050902 225.00 227.00 213.50 218.37 -22.53 31,864 70,578 -816
Nov05 050902 203.00 206.00 197.00 201.87 -13.02 13,810 23,106 +972
Dec05 050902 194.00 197.00 192.00 194.37 -8.02 6,383 17,477 -2
Jan06 050902 193.00 196.00 191.00 192.87 -6.52 1,577 11,456 -135
Feb06 050902 189.00 192.12 189.00 192.12 -5.97 617 5,019 -127
Mar06 050902 188.00 191.87 188.00 191.87 -5.72 206 2,989 +79
Apr06 050902 202.00 202.37 202.00 202.37 -5.47 34 4,419 +9
May06 050902 203.22 203.22 203.22 203.22 -5.32 226 2,980 +44
Jun06 050902 203.22 203.22 203.22 203.22 -4.97 279 1,582 +263
Jul06 050902 202.37 202.37 202.37 202.37 -4.57 7 623 +1
Aug06 050902 200.87 200.87 200.87 200.87 -4.27 251 1,752 +0
Sep06 050902 197.87 197.87 197.87 197.87        
Natural Gas(NYM)
Oct05 050902 11.660 11.790 11.550 11.691 -0.066 30,487 80,056 -588
Nov05 050902 11.900 12.030 11.800 11.941 -0.026 10,300 50,016 +1,517
Dec05 050902 12.200 12.300 12.070 12.221 -0.006 4,778 41,183 +690
Jan06 050902 12.420 12.550 12.300 12.471 +0.004 6,498 39,220 +836
Feb06 050902 12.320 12.480 12.250 12.391 +0.004 2,418 21,822 +533
Mar06 050902 12.100 12.160 11.950 12.116 +0.004 6,111 42,009 +656
Apr06 050902 9.600 9.700 9.570 9.616 -0.096 2,071 23,772 -32
May06 050902 9.250 9.340 9.250 9.261 -0.121 1,689 20,529 -168
Jun06 050902 9.350 9.350 9.290 9.290 -0.121 204 7,713 -24
Jul06 050902 9.400 9.420 9.331 9.331 -0.121 464 12,091 +233
Aug06 050902 9.450 9.450 9.350 9.373 -0.121 176 11,225 +89
Sep06 050902 9.430 9.430 9.353 9.353 -0.121 139 10,270 +69
Oct06 050902 9.430 9.440 9.383 9.383 -0.121 1,674 18,346 -156
Nov06 050902 9.780 9.780 9.748 9.748 -0.116 876 8,393 -128
Dec06 050902 10.093 10.093 10.093 10.093 -0.111 511 8,528 +100
Jan07 050902 10.400 10.400 10.360 10.363 -0.106 697 10,257 +167
Total Volume and Open Interest 71,750 505,446 +4,179
Brent Crude Oil(ICE)
Oct05 050902 67.39 67.88 64.83 66.06 -1.66 52,042 79,625 -4,425
Nov05 050902 67.80 68.15 65.14 66.38 -1.53 29,885 102,261 +535
Dec05 050902 68.12 68.42 65.54 66.83 -1.36 21,599 41,495 -298
Jan06 050902 68.30 68.63 65.90 67.10 -1.28 3,769 22,649 -540
Feb06 050902 68.50 68.50 67.28 67.32 -1.25 1,116 9,625 +93
Mar06 050902 67.95 67.95 67.37 67.43 -1.23 236 6,476 -64
Apr06 050902 67.37 67.37 67.37 67.37 -1.16 0 5,039 +0
May06 050902 67.26 67.26 67.26 67.26 -1.11 0 5,612 +56
Jun06 050902 67.17 67.25 67.05 67.13 -1.08 74 16,933 +72
Jul06 050902 66.96 66.96 66.96 66.96 -1.07 0 1,419 +0
Aug06 050902 66.79 66.79 66.79 66.79 -1.06 334 691 -193
Sep06 050902 66.62 66.62 66.62 66.62 -1.05 0 2,072 +0
Oct06 050902 67.28 67.36 66.45 66.45 -1.04 0 369 +0
Nov06 050902 66.28 66.28 66.28 66.28 -1.00 0 122 +0
Total Volume and Open Interest 112,587 351,175 -4,143
Gas Oil(ICE)
Sep05 050902 653.50 658.75 630.00 638.50 -16.75 15,141 40,072 -2,014
Oct05 050902 652.50 656.50 629.00 637.00 -15.50 19,044 55,529 +1,328
Nov05 050902 651.50 652.00 627.75 635.25 -13.25 7,070 24,367 +391
Dec05 050902 648.00 648.00 627.75 633.50 -12.00 7,150 32,103 +2,196
Jan06 050902 646.25 646.25 626.75 631.75 -11.00 2,269 18,540 +635
Feb06 050902 643.25 643.25 625.50 629.75 -10.25 256 10,140 -74
Mar06 050902 637.25 637.25 623.00 626.50 -9.00 1,067 10,280 +65
Apr06 050902 622.50 622.50 622.50 622.50 -8.75 38 5,417 -38
May06 050902 618.50 618.50 618.50 618.50 -8.25 0 1,033 +0
Jun06 050902 623.75 623.75 611.00 614.50 -8.00 1,654 13,339 +590
Total Volume and Open Interest 54,864 236,112 +3,629
US Dollar Index(NYBOT)
Sep05 050902 86.53 86.61 86.02 86.25 -0.23 11,587 16,295 +2,293
Dec05 050902 86.28 86.34 85.87 86.04 -0.21 655 3,198 +314
Mar06 050902 86.05 86.05 85.86 85.86 -0.19 1 11 +0
Total Volume and Open Interest 12,243 19,506 +2,607
Australian Dollar(CME)
Sep05 050902 76.34 76.65 76.10 76.42 +0.16 3,022 59,662 +332
Dec05 050902 76.00 76.20 75.83 76.10 +0.14 209 804 +106
Mar06 050902 75.78 75.85 75.78 75.85 +0.12 0 3 +0
Total Volume and Open Interest 3,231 60,490 +438
British Pound(CME)
Sep05 050902 183.82 184.32 183.31 184.24 +0.89 16,372 81,724 +8,118
Dec05 050902 183.52 183.94 183.10 183.94 +0.83 217 954 +200
Mar06 050902 183.56 183.56 183.56 183.56 +0.69 0 24 +0
Total Volume and Open Interest 16,589 82,703 +8,318
Canadian Dollar(CME)
Sep05 050902 84.45 84.55 83.95 84.18 -0.37 9,084 103,566 -1,661
Dec05 050902 84.65 84.68 84.17 84.40 -0.37 534 5,611 +214
Mar06 050902 84.84 84.84 84.62 84.62 -0.37 27 1,000 +94
Jun06 050902 84.84 84.84 84.84 84.84 -0.37 4 70 +0
Total Volume and Open Interest 9,655 110,277 -1,351
Japanese Yen(CME)
Sep05 050902 91.19 91.45 91.07 91.25 +0.04 10,458 148,340 -1,931
Dec05 050902 92.00 92.24 91.90 92.12 +0.04 411 30,626 +1,332
Mar06 050902 92.99 92.99 92.99 92.99 +0.04 0 111 +0
Total Volume and Open Interest 10,869 179,123 -591
Swiss Franc(CME)
Sep05 050902 81.36 81.53 81.07 81.52 +0.36 25,138 60,061 -3,589
Dec05 050902 82.00 82.15 81.70 82.15 +0.36 323 807 +290
Mar06 050902 82.80 82.80 82.80 82.80 +0.36 0 27 +0
Total Volume and Open Interest 25,461 60,912 -3,299
EuroFX(CME)
Sep05 050902 125.45 125.75 125.02 125.49 +0.44 31,429 153,076 +7,446
Dec05 050902 125.94 126.13 125.56 126.01 +0.44 7,948 12,602 +6,744
Mar06 050902 126.42 126.56 126.42 126.56 +0.42 115 600 +74
Total Volume and Open Interest 39,511 166,635 +14,237
Mexican Peso(CME)
Sep05 050902 9297.0 9360.0 9295.0 9345.0 +58.0 11,168 65,951 +107
Dec05 050902 9165.0 9225.0 9165.0 9220.0 +58.0 3,326 6,187 +1,121
Total Volume and Open Interest 14,494 73,000 +1,228
30-Year T-Bonds(CBOT)
Sep05 050902 117~30 118~17 117~21 118~03 -0~05 124,745 171,375 -44,496
Dec05 050902 117~20 118~00 117~08 117~23 -0~05 605,247 511,925 +56,674
Mar06 050902 117~10 117~14 117~09 117~14 -0~05 492 1,206 +55
Total Volume and Open Interest 730,486 684,515 +12,235
10-Year T-Notes(CBOT)
Sep05 050902 113~000 113~135 112~285 113~035 -0~005 183,026 524,065 -54,441
Dec05 050902 112~035 112~200 112~005 112~065 -0~025 1,252,897 1,354,656 +69,468
Total Volume and Open Interest 1,435,979 1,882,073 +14,628
5-Year T-Notes(CBOT)
Sep05 050902 108~285 108~285 108~205 108~220 -0~010 127,725 0 +0
Dec05 050902 108~220 108~225 108~110 108~165 -0~015 954,076 0 +0
Mar06 050902 108~115 108~115 108~115 108~115 +0~005      
Total Volume and Open Interest 1,081,801    
2 Year T-Notes(CBOT)
Sep05 050902 103~120 103~120 103~096 103~108 unch 8,525 104,800 -15,755
Dec05 050902 103~098 103~098 103~072 103~090 -0~003 11,364 275,613 +29,863
Total Volume and Open Interest 19,889 380,413 +14,108
Eurodollars(CME)
Sep05 050902 96.247 96.253 96.152 96.177 -0.028 112,208 1,126,560 -77,222
Dec05 050902 96.120 96.125 95.995 96.045 -0.045 142,191 1,156,191 +20,163
Mar06 050902 96.060 96.065 95.930 95.980 -0.050 99,581 1,205,256 -76,356
Jun06 050902 96.015 96.015 95.870 95.940 -0.040 86,292 1,018,625 -36,132
Sep06 050902 95.925 96.015 95.825 95.905 -0.025 859,203 748,659 +19,462
Dec06 050902 95.900 95.900 95.780 95.860 -0.020 68,914 645,008 -1,294
Mar07 050902 95.870 95.870 95.790 95.840 -0.020 57,401 475,101 -191
Jun07 050902 95.835 95.835 95.760 95.810 -0.020 60,193 354,390 -7,556
Sep07 050902 95.810 95.810 95.740 95.785 -0.025 32,018 252,392 -7,253
Dec07 050902 95.775 95.775 95.715 95.745 -0.030 23,331 232,645 -7,880
Mar08 050902 95.755 95.755 95.700 95.730 -0.030 31,060 212,715 +2,739
Jun08 050902 95.730 95.730 95.690 95.705 -0.030 18,531 190,644 -4,205
Sep08 050902 95.660 95.700 95.660 95.675 -0.030 16,039 168,406 -362
Dec08 050902 95.615 95.655 95.615 95.630 -0.030 21,182 127,075 +38
Mar09 050902 95.605 95.635 95.605 95.610 -0.030 18,418 119,667 +1,266
Jun09 050902 95.570 95.595 95.570 95.575 -0.030 14,460 107,025 -1,610
Sep09 050902 95.545 95.555 95.535 95.540 -0.030 9,487 87,833 -753
Dec09 050902 95.490 95.510 95.490 95.495 -0.030 7,876 70,617 -1,422
Total Volume and Open Interest 906,668 8,471,937 -204,803
3-Mth Euro-Yen(CME)
Sep05 050902 99.92 99.92 99.92 99.92 +0.01 1 5,308 -1
Dec05 050902 99.90 99.90 99.90 99.90 unch 223 7,238 -132
Mar06 050902 99.87 99.87 99.87 99.87 unch 303 5,505 +179
Jun06 050902 99.83 99.83 99.82 99.83 unch 257 5,785 +294
Sep06 050902 99.78 99.78 99.76 99.76 -0.01 307 3,730 +104
Dec06 050902 99.70 99.70 99.70 99.70 +0.01 30 4,321 +320
Mar07 050902 99.60 99.60 99.60 99.60 unch 0 6,267 +867
Jun07 050902 99.54 99.54 99.54 99.54 unch 14 321 +10
Sep07 050902 99.47 99.47 99.47 99.47 +0.02 0 370 +0
Dec07 050902 99.38 99.38 99.38 99.38 +0.03 3 27 +3
Total Volume and Open Interest 1,138 39,182 +1,643
3-Mth Euro-Yen(SIMEX)
Sep05 050902 99.91 99.92 99.91 99.91 unch 66 76,440 -794
Dec05 050902 99.90 99.91 99.90 99.90 unch 436 78,637 -35
Mar06 050902 99.87 99.88 99.87 99.87 unch 1,056 55,081 +672
Jun06 050902 99.83 99.85 99.82 99.83 +0.01 4,238 49,168 -4,572
Sep06 050902 99.77 99.79 99.77 99.77 +0.01 3,551 27,278 +1,864
Dec06 050902 99.69 99.73 99.69 99.70 +0.01 1,146 58,579 +496
Mar07 050902 99.62 99.65 99.62 99.62 +0.01 1,266 26,320 +899
Jun07 050902 99.55 99.58 99.55 99.55 +0.01 180 12,322 +93
Total Volume and Open Interest 12,114 438,427 -1,203
German Euro-Bund(EUREX)
Sep05 050902 124.38 124.60 124.13 124.33 +0.90 933,506 1,263,244 -16,206
Dec05 050902 123.48 123.69 123.22 123.42 -0.01 196,736 150,312 +37,882
Mar06 050902 123.70 123.70 123.61 123.64 +0.06 1,792 1,134 -1
Total Volume and Open Interest 1,837,584 1,404,445 +32,975
German Euro-Bobl(EUREX)
Sep05 050902 115.80 115.93 115.62 115.75 -0.01 828,688 785,572 -24,666
Dec05 050902 115.00 115.11 114.83 114.94 -0.01 117,892 142,320 +57,036
Mar06 050902 115.15 115.15 115.15 115.15 -0.01 0 4 +0
Total Volume and Open Interest 946,580 927,896 +32,370
Long Gilt(LIFFE)
Sep05 050902 114~16 114~19 114~04 114~11 -0~06 63,450 52,760 -12,997
Dec05 050902 114~09 114~11 113~26 114~02 -0~06 41,494 179,568 +4,474
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050902 95.44 95.45 95.43 95.44 unch 20,551 249,558 +2,835
Dec05 050902 95.62 95.65 95.57 95.60 -0.02 71,849 320,399 -4,559
Mar06 050902 95.77 95.79 95.68 95.72 -0.03 90,735 333,779 +24,639
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050902 97.875 97.880 97.870 97.870 unch 28,055 489,556 +3,657
Dec05 050902 97.890 97.905 97.865 97.880 +0.010 112,077 647,405 -8,065
Mar06 050902 97.900 97.920 97.865 97.895 +0.015 194,752 564,509 +21,433
Total Volume and Open Interest 734,865 3,199,178 +38,813
3-Mth Aus T-Bills(SFE)
Sep05 050902 94.41 94.43 94.40 94.43 +0.02 5,868 67,916 +4,811
Dec05 050902 94.50 94.56 94.50 94.56 +0.07 31,753 255,986 +23,936
Mar06 050902 94.61 94.67 94.61 94.67 +0.08 22,297 120,845 +19,839
Jun06 050902 94.71 94.76 94.68 94.76 +0.09 7,092 84,941 +7,561
Sep06 050902 94.72 94.76 94.70 94.76 +0.07 1,042 31,538 +154
Dec06 050902 94.70 94.72 94.67 94.72 +0.05 520 22,988 -242
Mar07 050902 94.68 94.69 94.63 94.68 +0.02 277 21,111 +177
Jun07 050902 94.64 94.66 94.60 94.65 +0.01 556 21,512 +720
Sep07 050902 94.62 94.62 94.58 94.61 -0.01 0 2,232 +0
Dec07 050902 94.61 94.61 94.58 94.58 -0.02 0 1,967 +0
Total Volume and Open Interest 69,405 633,434 +56,956
10-Year Aus T-Bonds(SFE)
Sep05 050902 95.00 95.01 94.96 94.99 -0.01 24,943 335,612 +11,140
Dec05 050902 94.98 95.02 94.98 95.00 unch 9 703 +529
Total Volume and Open Interest 24,952 336,315 +11,669
3-Year Aus T-Bonds(SFE)
Sep05 050902 95.06 95.10 95.04 95.09 +0.05 71,897 553,102 +24,511
Dec05 050902 95.06 95.11 95.06 95.11 +0.05 0 1,150 -250
Total Volume and Open Interest 71,897 554,252 +24,261
Gold(CMX)
Oct05 050902 447.5 447.5 443.0 445.4 +1.9 2,512 20,482 -752
Dec05 050902 450.5 451.0 445.8 448.5 +2.0 88,444 225,571 +4,376
Feb06 050902 451.7 452.0 451.7 451.7 +2.1 351 8,034 +27
Apr06 050902 455.0 455.0 454.5 454.8 +2.1 367 4,955 +67
Jun06 050902 459.5 459.5 457.4 457.9 +2.2 140 10,015 +34
Aug06 050902 461.0 461.0 461.0 461.0 +2.1 0 1,420 +0
Oct06 050902 464.2 464.2 464.2 464.2 +2.1 0 1,729 +0
Dec06 050902 467.0 468.0 467.0 467.4 +2.1 64 5,421 -35
Feb07 050902 470.6 470.6 470.6 470.6 +2.1 80 4,056 +80
Apr07 050902 473.8 473.8 473.8 473.8 +2.2      
Jun07 050902 476.9 476.9 476.9 476.9 +2.2 318 3,883 -74
Total Volume and Open Interest 92,459 291,167 +3,821
Silver(CMX)
Sep05 050902 701.0 703.5 696.0 700.8 +4.2 499 1,107 -979
Dec05 050902 707.0 712.5 701.0 707.5 +3.7 32,726 89,165 -2,376
Mar06 050902 713.0 716.0 710.0 713.4 +3.7 315 5,083 +138
May06 050902 716.2 716.2 716.2 716.2 +3.7 0 988 +0
Jul06 050902 719.0 719.0 719.0 719.0 +3.7 137 6,517 +41
Sep06 050902 721.9 721.9 721.9 721.9 +3.7 0 1,639 +0
Dec06 050902 723.0 726.0 723.0 725.2 +3.7 250 7,386 +25
Total Volume and Open Interest 34,037 114,203 -3,153
Platinum(NYM)
Oct05 050902 909.0 912.0 905.5 911.5 +8.1 1,301 9,660 -142
Jan06 050902 908.5 911.0 908.5 911.0 +8.6 134 1,448 -17
Apr06 050902 908.5 908.5 908.5 908.5 +8.6 3 132 -3
Total Volume and Open Interest 1,438 11,240 -162
Palladium(NYME)
Sep05 050902 184.50 184.50 183.40 183.40 -0.55 96 684 -270
Dec05 050902 187.00 188.00 185.00 185.80 -0.75 604 12,614 +224
Mar06 050902 187.80 187.80 187.80 187.80 -0.75 0 36 +0
Total Volume and Open Interest 700 13,334 -46
Copper(CMX)
Sep05 050902 176.50 176.80 174.25 174.70 +2.00 1,118 8,863 -246
Dec05 050902 168.30 169.10 166.70 167.35 +2.55 10,321 76,746 +1,913
Mar06 050902 160.60 161.00 159.10 159.55 +2.45 212 8,475 +46
May06 050902 154.45 154.45 154.45 154.45 +2.65 26 1,476 +0
Jul06 050902 149.85 149.85 149.85 149.85 +2.65 0 905 +0
Total Volume and Open Interest 12,529 106,241 +1,815
Aluminum(CMX)
Sep05 050902 86.90 86.90 86.90 86.90 +0.40 157 157 +144
Oct05 050902 87.40 87.40 87.40 87.40 +0.40 7 520 +6
Nov05 050902 87.90 87.90 87.90 87.90 +0.40 0 561 +0
Dec05 050902 88.40 88.40 88.40 88.40 +0.40 0 1,078 +0
Jan06 050902 88.25 88.25 88.25 88.25 +0.35 0 70 +0
Feb06 050902 88.10 88.10 88.10 88.10 +0.30 0 70 +0
Total Volume and Open Interest 164 2,721 +150
DJIA Index(CBOT)
Sep05 050902 10462 10500 10435 10462 unch 7,618 29,489 -362
Dec05 050902 10500 10535 10475 10501 -1 2,277 2,470 +1,585
Mar06 050902 10546 10546 10546 10546 -3 1 8 +1
Total Volume and Open Interest 9,896 31,967 +1,224
S & P 500(CME)
Sep05 050902 1225.50 1226.00 1217.50 1219.70 -2.10 86,385 518,370 -25,568
Dec05 050902 1231.90 1232.00 1224.00 1225.90 -2.00 46,924 147,822 +35,657
Mar06 050902 1232.10 1232.10 1232.10 1232.10 -1.70 585 4,641 +390
Jun06 050902 1239.60 1239.60 1239.60 1239.60 -1.20 0 691 +0
Total Volume and Open Interest 133,896 671,583 +10,480
S & P 500 E-Mini(Globex)
Sep05 050902 1221.75 1226.25 1217.50 1219.75 -2.00 992,499 1,062,133 +19,506
Dec05 050902 1227.50 1232.00 1223.75 1226.00 -2.00 36,499 114,042 +23,883
Total Volume and Open Interest 1,028,998 1,176,175 +43,389
NASDAQ 100(CME)
Sep05 050902 1584.00 1585.50 1573.00 1576.50 -2.50 5,416 53,132 -176
Dec05 050902 1589.50 1589.50 1589.50 1589.50 -2.50 473 2,620 +552
Mar06 050902 1603.00 1603.00 1603.00 1603.00 -2.50 0 2 +0
Total Volume and Open Interest 5,889 55,754 +376
NASDAQ 100 E-Mini(Globex)
Sep05 050902 1578.50 1585.50 1573.00 1576.50 -2.50 249,163 333,412 -4,296
Dec05 050902 1592.00 1597.00 1587.00 1589.50 -2.50 2,263 3,852 +1,025
Total Volume and Open Interest 251,426 337,264 -3,271
S & P Midcap 400(CME)
Sep05 050902 713.30 713.30 707.25 709.00 -2.70 637 12,525 +41
Dec05 050902 711.50 713.70 711.50 713.70 -2.70 150 500 +150
Mar06 050902 716.45 716.45 716.45 716.45 -2.70      
Total Volume and Open Interest 1,369 13,489 +464
Russell 2000(CME)
Sep05 050902 671.00 671.00 662.30 665.00 -3.10 2,163 35,180 -427
Dec05 050902 668.20 668.20 668.20 668.20 -3.20 801 2,602 +872
Mar06 050902 668.40 668.40 668.40 668.40 -3.20      
Total Volume and Open Interest 2,964 37,782 +445
Russell 2000 E-Mini(Globex)
Sep05 050902 668.10 670.90 662.20 665.00 -3.10 100,676 233,009 -1,077
Dec05 050902 670.00 670.00 668.20 668.20 -3.20 1,150 8,629 +1,027
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050902 1880.50 1881.50 1877.00 1881.50 unch 9 53 +2
Total Volume and Open Interest 9 53 +2
Nikkei 225(CME)
Sep05 050902 12550 12595 12540 12575 +35 38,249 239,228 +961
Dec05 050902 12515 12545 12505 12530 +35 2,455 3,337 +636
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050902 12550 12595 12540 12575 +35 38,249 239,228 +961
Dec05 050902 12515 12545 12505 12530 +35 2,455 3,337 +636
Mar06 050902 12520 12520 12520 12520 +35 0 60 +0
Total Volume and Open Interest 40,718 242,874 +1,610
CAC 40(MATIF)
Sep05 050902 4418.0 4437.5 4391.0 4405.5 -23.5 75,305 454,206 +14,707
Oct05 050902 4435.5 4442.0 4405.0 4414.0 -23.5 294 1,192 +104
Nov05 050902 4420.0 4420.0 4420.0 4420.0 -24.0 2 1 +1
Total Volume and Open Interest 75,615 474,387 +14,820
Hang Seng Index(HKFE)
Sep05 050902 15141 15254 15116 15217 +78 34,277 112,038 +33
Oct05 050902 15205 15282 15150 15250 +82 313 140 +140
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050902 4847.0 4867.5 4822.0 4847.5 +13.0 143,182 193,187 +2,474
Dec05 050902 4872.0 4890.0 4849.0 4873.5 +13.5 408 12,525 +276
Mar06 050902 4900.0 4916.5 4875.0 4899.5 +13.0 510 5,355 -158
Total Volume and Open Interest 144,100 211,067 +2,592
FT-SE 100(LIFFE)
Sep05 050902 5320.00 5341.00 5318.50 5331.50 -2.00 76,563 440,879 -3,101
Dec05 050902 5349.50 5369.00 5349.50 5361.00 -2.00 5,106 33,728 +3,764
Mar06 050902 5369.00 5369.00 5367.50 5367.50 -2.50 6 5,224 -5
Total Volume and Open Interest 81,680 488,606 +653
SPI 200(SFE)
Sep05 050902 4496.0 4511.0 4458.0 4463.0 -29.0 16,726 209,965 +9,500
Dec05 050902 4508.0 4523.0 4476.0 4477.0 -28.0 1,611 8,620 +1,093
Mar06 050902 4485.0 4491.0 4478.0 4478.0 -29.0 150 3,211 +129
Total Volume and Open Interest 18,487 225,166 +10,678
GSCI(CME)
Sep05 050902 462.10 466.50 461.00 462.10 -13.40 768 17,161 -36
Oct05 050902 462.20 465.50 462.00 463.00 -10.50 47 63 +9
Nov05 050902 464.00 464.00 464.00 464.00 -7.50 0 1 +0
Total Volume and Open Interest 815 17,225 -27
Reuters CRB Index(NYBOT)
Nov05 050902 325.25 325.50 324.75 324.75 -0.50 49 388 +5
Jan06 050902 324.25 324.25 324.25 324.25 -0.50 0 417 +0
Feb06 050902 323.75 323.75 323.75 323.75 -0.50 5 10 +3
Total Volume and Open Interest 56 1,018 +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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!