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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 Tue September 06, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050906 595.00 607.50 592.00 604.75 +16.25 3,533 2,382 -916
Nov05 050906 603.00 618.00 600.50 614.25 +15.25 29,530 179,092 -1,164
Jan06 050906 611.50 625.50 610.00 622.50 +15.25 2,652 18,820 -101
Mar06 050906 618.00 632.00 617.00 629.75 +15.75 1,490 13,605 -197
May06 050906 623.00 635.00 622.00 631.00 +12.50 625 14,982 +19
Jul06 050906 626.00 638.00 625.00 636.00 +13.00 1,241 9,159 +448
Aug06 050906 623.00 634.00 623.00 631.00 +13.00 78 348 +34
Total Volume and Open Interest 39,599 244,582 -1,793
Soybean Meal(CBOT)
Sep05 050906 185.20 189.50 184.50 188.10 +4.00 1,979 4,241 -590
Oct05 050906 185.20 189.70 185.00 188.20 +3.80 4,385 19,446 +4
Dec05 050906 187.00 191.80 186.20 189.80 +4.00 8,818 54,738 +1,646
Jan06 050906 188.30 192.80 187.50 191.40 +4.20 935 7,297 -156
Mar06 050906 190.50 195.00 190.00 193.20 +3.70 1,279 8,075 +347
May06 050906 191.50 195.70 191.00 193.70 +3.90 1,036 10,779 +213
Jul06 050906 193.60 197.50 193.00 195.00 +3.40 524 5,579 +22
Aug06 050906 195.50 197.50 194.80 195.00 +2.90 145 1,284 +2
Total Volume and Open Interest 19,445 114,170 +1,700
Soybean Oil(CBOT)
Sep05 050906 22.60 22.91 22.48 22.85 +0.32 3,661 2,564 -1,030
Oct05 050906 22.68 23.03 22.55 22.98 +0.31 4,023 18,925 -533
Dec05 050906 22.83 23.30 22.82 23.22 +0.35 12,138 83,214 +107
Jan06 050906 23.03 23.48 23.03 23.39 +0.34 398 8,305 -135
Mar06 050906 23.20 23.70 23.20 23.58 +0.38 70 5,588 -11
May06 050906 23.45 23.75 23.45 23.70 +0.25 224 7,148 -31
Jul06 050906 23.62 24.00 23.62 23.90 +0.27 363 5,235 -1
Aug06 050906 23.70 23.90 23.70 23.85 +0.30 52 792 -18
Total Volume and Open Interest 21,483 135,776 -1,325
Canola(WCE)
Sep05 050906 264.4 264.4 264.4 264.4 -1.2      
Nov05 050906 272.6 275.7 271.0 271.4 -1.2 4,583 40,423 +80
Jan06 050906 281.0 283.8 279.9 279.9 -0.7 642 17,325 +401
Mar06 050906 290.0 290.3 287.6 287.6 -0.5 13 1,353 +0
May06 050906 294.5 297.7 293.9 293.9 -0.6 4 1,450 -4
Total Volume and Open Interest 5,321 64,122 +479
Corn(CBOT)
Sep05 050906 204.75 208.50 204.25 207.50 +4.00 7,121 6,810 -2,605
Dec05 050906 218.50 222.25 218.25 221.25 +4.00 58,440 513,163 -688
Mar06 050906 229.50 233.25 229.25 232.00 +3.50 9,471 96,809 +484
May06 050906 236.50 238.75 236.00 238.50 +3.50 1,140 20,174 -31
Jul06 050906 242.00 244.25 241.50 243.50 +3.00 5,012 31,580 +991
Sep06 050906 247.50 250.00 247.50 249.50 +2.50 193 4,391 -15
Total Volume and Open Interest 84,583 709,154 -2,280
Wheat(CBOT)
Sep05 050906 307.50 309.00 305.50 305.50 +0.50 1,465 1,657 -826
Dec05 050906 321.50 325.50 319.25 321.00 +1.00 15,483 210,578 +333
Mar06 050906 335.00 338.50 333.00 335.25 +1.25 3,623 32,260 +721
May06 050906 339.00 344.00 339.00 340.50 +0.50 101 1,074 +5
Jul06 050906 343.00 348.50 342.50 345.00 +1.00 1,367 13,535 +253
Total Volume and Open Interest 22,073 260,297 +485
Wheat(KCBT)
Sep05 050906 338.00 341.00 338.00 339.00 -1.50 321 308 -576
Dec05 050906 343.00 349.00 343.00 346.00 unch 6,069 67,169 -82
Mar06 050906 347.50 350.25 347.00 347.00 unch 1,404 18,268 -56
May06 050906 346.00 351.00 346.00 347.00 unch 124 1,453 +83
Jul06 050906 346.00 349.00 343.50 345.50 +0.50 1,296 6,866 +187
Total Volume and Open Interest 9,235 94,206 -430
Wheat(MGE)
Sep05 050906 354.00 356.00 352.50 352.50 +1.50 357 594 -277
Dec05 050906 337.00 339.00 336.00 337.25 +0.75 2,513 19,413 -237
Mar06 050906 343.50 345.75 343.25 343.25 -0.25 459 6,704 +243
May06 050906 351.50 351.50 348.75 348.75 -1.25 83 1,230 +10
Jul06 050906 355.50 355.50 355.50 355.50 -1.00 0 133 +0
Total Volume and Open Interest 3,412 28,193 -261
Oats(CBOT)
Sep05 050906 142.00 147.00 142.00 147.00 +4.75 24 32 -24
Dec05 050906 147.50 154.50 147.00 154.25 +5.00 542 5,672 -68
Mar06 050906 156.50 161.00 156.50 161.00 +4.00 16 185 -12
May06 050906 163.00 163.00 163.00 163.00 +1.00 0 36 +0
Total Volume and Open Interest 582 5,927 -104
Rough Rice(CBOT)
Sep05 050906 6.70 6.72 6.70 6.72 +0.05 45 353 -19
Nov05 050906 6.92 6.97 6.91 6.95 +0.03 236 5,370 +7
Jan06 050906 7.12 7.12 7.12 7.12 +0.02 1 889 +0
Mar06 050906 7.30 7.30 7.30 7.30 +0.02 0 137 +0
Total Volume and Open Interest 282 6,770 -12
Live Cattle(CME)
Oct05 050906 81.350 83.050 81.225 82.875 +1.675 7,217 77,851 -1,007
Dec05 050906 84.600 85.900 84.450 85.825 +1.325 4,105 32,916 +1,238
Feb06 050906 86.700 87.900 86.650 87.875 +1.125 834 17,964 -79
Apr06 050906 85.250 86.250 85.250 86.125 +0.800 290 5,671 -17
Jun06 050906 81.300 82.000 81.300 81.900 +0.900 261 2,634 +30
Aug06 050906 80.800 81.600 80.800 81.550 +0.700 123 1,250 +86
Total Volume and Open Interest 12,830 138,286 +251
Feeder Cattle(CME)
Sep05 050906 110.700 112.000 110.700 111.825 +1.025 718 5,602 -286
Oct05 050906 108.900 110.800 108.750 110.125 +1.550 1,764 15,229 -25
Nov05 050906 108.150 109.900 108.100 109.650 +1.500 509 3,821 +123
Jan06 050906 104.400 106.200 104.400 106.100 +1.800 172 1,456 +56
Mar06 050906 101.000 101.450 101.000 101.450 +1.475 12 377 +5
Apr06 050906 100.250 100.800 100.250 100.800 +1.650 4 208 +0
May06 050906 99.250 100.500 99.250 100.400 +1.400 15 78 +12
Total Volume and Open Interest 3,194 26,771 -115
Lean Hogs(CME)
Oct05 050906 61.900 63.025 61.675 62.525 +0.875 6,370 57,226 -1,254
Dec05 050906 60.500 61.500 60.200 61.100 +0.700 4,253 27,483 +429
Feb06 050906 61.300 62.175 61.150 61.900 +0.475 654 12,663 +141
Apr06 050906 59.250 59.800 59.250 59.775 +0.525 194 3,892 +120
May06 050906 60.300 60.575 60.300 60.575 +0.500 22 1,040 +14
Jun06 050906 62.550 63.200 62.550 63.000 +0.625 47 1,364 +10
Jul06 050906 60.200 60.200 60.000 60.000 +0.500 18 548 +9
Aug06 050906 56.950 56.950 56.950 56.950 +0.150 8 263 +7
Total Volume and Open Interest 11,597 104,567 -493
Pork Bellies(CME)
Feb06 050906 79.600 81.450 79.450 80.575 +0.975 202 1,233 +52
Mar06 050906 80.600 80.600 80.600 80.600 +1.000 1 46 +1
May06 050906 82.500 82.500 82.500 82.500 unch 1 12 +1
Total Volume and Open Interest 204 1,291 +54
Class III Milk(CME)
Sep05 050906 14.26 14.26 14.15 14.26 unch 14 3,504 -1
Oct05 050906 14.20 14.28 14.15 14.25 -0.03 108 2,593 -28
Nov05 050906 13.55 13.61 13.55 13.61 +0.04 6 1,802 -3
Dec05 050906 13.27 13.33 13.27 13.33 +0.07 32 1,712 -9
Jan06 050906 12.60 12.65 12.60 12.65 +0.05 16 1,090 -1
Total Volume and Open Interest 463 18,760 +29
Cocoa(NYBOT)
Sep05 050906 1460 1480 1460 1480 -16 5 22 +6
Dec05 050906 1535 1544 1520 1540 -10 19,289 52,516 -7,571
Mar06 050906 1568 1575 1557 1573 -9 2,066 25,704 -85
May06 050906 1589 1593 1589 1593 -7 266 7,155 +240
Jul06 050906 1595 1610 1595 1610 -7 2 8,264 +0
Sep06 050906 1615 1630 1614 1630 -7 0 9,801 +0
Dec06 050906 1657 1657 1657 1657 -7 1,104 5,772 +60
Total Volume and Open Interest 22,732 116,889 -7,350
Coffee "C"(NYBOT)
Sep05 050906 99.00 100.00 97.45 97.45 -2.55 107 331 -641
Dec05 050906 103.00 103.30 100.25 100.75 -2.30 5,739 65,160 -396
Mar06 050906 105.90 106.60 103.60 103.95 -2.25 1,145 13,019 +350
May06 050906 107.70 107.70 105.50 105.80 -2.20 218 2,796 +3
Jul06 050906 109.70 109.70 107.50 107.50 -2.20 96 2,207 +73
Sep06 050906 110.00 110.00 109.20 109.20 -2.20 45 1,000 +19
Total Volume and Open Interest 7,366 85,311 -576
Orange Juice(NYBOT)
Sep05 050906 91.40 91.80 90.25 90.25 -1.65 113 133 -182
Nov05 050906 91.75 93.50 91.50 92.00 -0.70 1,302 18,681 +34
Jan06 050906 93.90 95.85 93.90 94.60 -0.50 28 2,972 +9
Mar06 050906 96.50 96.90 96.50 96.90 -0.80 40 1,643 +38
May06 050906 100.00 100.00 98.90 98.90 -0.80 0 201 +0
Total Volume and Open Interest 1,484 23,696 -100
Sugar #11(NYBOT)
Oct05 050906 10.19 10.25 10.04 10.20 +0.09 29,039 245,320 -3,351
Mar06 050906 10.69 10.79 10.62 10.77 +0.11 20,913 140,751 +3,021
May06 050906 10.36 10.45 10.30 10.45 +0.11 4,388 43,536 +1,041
Jul06 050906 10.05 10.15 10.00 10.14 +0.11 1,801 27,497 -202
Oct06 050906 9.87 10.05 9.86 10.00 +0.13 885 15,910 +158
Total Volume and Open Interest 57,363 483,407 +860
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050906 20.75 20.75 20.69 20.70 -0.05 1,515 3,774 -307
Jan06 050906 20.41 20.50 20.41 20.45 +0.03 267 1,995 +238
Mar06 050906 20.53 20.53 20.53 20.53 +0.01 69 1,713 +8
May06 050906 20.71 20.71 20.71 20.71 +0.04 16 1,756 +0
Total Volume and Open Interest 1,921 11,497 -10
London Cocoa(LCE)
Sep05 050906 859 876 857 875 +1 2,525 31,404 -685
Dec05 050906 861 877 860 875 -4 15,130 75,807 -5,282
Mar06 050906 880 894 880 892 -4 2,724 39,274 +506
May06 050906 895 907 895 906 -4 995 10,722 +576
Jul06 050906 906 919 905 918 -4 1,060 18,969 +159
Sep06 050906 920 933 920 933 -3 84 12,042 -3
Dec06 050906 937 944 937 944 -2 33 12,757 +0
Total Volume and Open Interest 22,559 203,204 -4,729
London Coffee(LCE)
Sep05 050906 980.00 982.00 955.00 958.00 -41.00 313 19,803 -260
Nov05 050906 997.00 1002.00 979.00 988.00 -27.00 4,036 77,766 -363
Jan06 050906 1027.00 1027.00 1007.00 1011.00 -27.00 895 35,774 +170
Mar06 050906 1032.00 1040.00 1024.00 1028.00 -27.00 270 27,997 +205
May06 050906 1052.00 1052.00 1043.00 1044.00 -27.00 6 6,716 -8
Jul06 050906 1063.00 1063.00 1060.00 1061.00 -29.00 7 2,993 +1
Total Volume and Open Interest 5,537 172,420 -253
London Sugar(LCE)
Oct05 050906 312.50 315.50 312.00 314.70 +5.80 4,977 20,563 -1,153
Dec05 050906 301.30 305.00 301.00 304.30 +4.40 2,839 16,040 +1,705
Mar06 050906 299.90 302.00 298.20 302.00 +4.10 1,110 10,374 -88
May06 050906 296.00 298.70 295.20 298.70 +4.70 311 3,144 +132
Aug06 050906 296.80 298.00 293.90 298.00 +5.00 133 2,397 +132
Total Volume and Open Interest 9,632 56,877 +881
Cotton(NYBOT)
Oct05 050906 48.85 50.50 48.70 50.45 +1.98 502 4,233 -132
Dec05 050906 50.20 51.85 49.90 51.78 +1.93 9,823 80,896 +1,430
Mar06 050906 51.40 53.20 51.40 53.10 +2.04 3,617 18,354 +605
May06 050906 52.60 54.00 52.45 54.00 +2.00 306 1,769 +164
Jul06 050906 54.30 54.90 54.30 54.90 +1.95 30 1,952 +10
Oct06 050906 56.75 56.75 56.75 56.75 +1.45      
Total Volume and Open Interest 14,278 107,902 +2,077
Lumber(CME)
Sep05 050906 322.6 331.8 321.0 331.8 +9.9 372 1,142 -222
Nov05 050906 298.1 307.6 297.0 307.6 +10.0 845 2,562 +95
Jan06 050906 308.0 314.6 305.8 314.6 +10.0 108 348 +34
Mar06 050906 316.9 324.5 316.9 321.2 +6.7 20 60 +11
Total Volume and Open Interest 1,349 4,129 -80
Crude Oil(NYM)
Oct05 050906 67.25 67.30 65.65 65.96 -1.61 97,743 201,628 -12,932
Nov05 050906 67.80 68.00 66.40 66.71 -1.45 46,097 125,406 +1,178
Dec05 050906 68.40 68.40 67.10 67.37 -1.20 32,877 136,418 +4,053
Jan06 050906 68.65 68.65 67.50 67.80 -1.05 7,385 50,047 +759
Feb06 050906 68.90 68.90 67.80 68.13 -0.92 1,214 23,196 -11
Mar06 050906 69.00 69.00 67.65 68.29 -0.85 1,770 25,089 -1,018
Apr06 050906 69.00 69.00 68.00 68.29 -0.80 399 11,921 -172
May06 050906 67.80 68.20 67.80 68.18 -0.76 197 11,538 +67
Jun06 050906 68.85 68.85 67.75 68.04 -0.73 886 39,270 +326
Jul06 050906 67.85 67.88 67.85 67.88 -0.69 110 7,744 -108
Aug06 050906 67.67 67.71 67.67 67.71 -0.66 200 6,211 +0
Sep06 050906 67.40 67.53 67.40 67.53 -0.64 256 8,838 -200
Oct06 050906 67.20 67.34 67.20 67.34 -0.63 233 4,461 +42
Nov06 050906 67.07 67.15 67.07 67.15 -0.62 87 5,255 +3
Dec06 050906 67.50 67.50 66.65 66.96 -0.61 4,845 53,149 -2,794
Jan07 050906 66.70 66.70 66.70 66.70 -0.58 0 8,294 +200
Total Volume and Open Interest 195,805 903,664 -12,612
Heating Oil(NYM)
Oct05 050906 209.00 209.50 205.00 205.43 -3.68 22,692 68,124 -2,261
Nov05 050906 210.30 211.20 206.75 207.76 -3.28 8,798 27,653 +1,678
Dec05 050906 210.50 212.70 208.70 209.26 -2.78 5,043 25,228 +550
Jan06 050906 212.00 213.50 210.76 210.76 -2.28 5,678 15,045 -200
Feb06 050906 211.00 212.50 209.56 209.56 -2.28 2,179 11,272 +330
Mar06 050906 209.50 209.50 206.06 206.06 -2.48 1,520 8,929 +105
Apr06 050906 203.00 203.00 200.11 200.11 -2.53 1,009 5,528 -34
May06 050906 197.75 197.75 194.66 194.66 -2.58 106 2,265 +11
Jun06 050906 193.85 193.85 190.71 190.71 -2.63 934 5,998 -345
Jul06 050906 193.25 193.25 190.36 190.36 -2.58 67 1,615 +38
Aug06 050906 193.50 193.50 191.16 191.16 -2.53 0 383 +0
Sep06 050906 194.50 194.50 192.56 192.56 -2.43 6 1,222 -15
Total Volume and Open Interest 48,098 176,774 -126
Unleaded Gas(NYM)
Oct05 050906 216.00 217.00 204.00 205.50 -12.87 30,525 66,659 -3,919
Nov05 050906 197.00 201.00 193.00 194.33 -7.54 14,416 24,638 +1,532
Dec05 050906 189.00 193.00 187.33 187.33 -7.04 6,173 17,370 -107
Jan06 050906 187.00 191.50 186.13 186.13 -6.74 2,955 12,282 +826
Feb06 050906 190.50 191.00 185.38 185.38 -6.74 404 4,956 -63
Mar06 050906 185.13 185.13 185.13 185.13 -6.74 172 2,997 +8
Apr06 050906 195.63 195.63 195.63 195.63 -6.74 21 4,407 -12
May06 050906 196.48 196.48 196.48 196.48 -6.74 150 2,914 -66
Jun06 050906 196.48 196.48 196.48 196.48 -6.74 5 1,579 -3
Jul06 050906 195.73 195.73 195.73 195.73 -6.64 50 673 +50
Aug06 050906 194.23 194.23 194.23 194.23 -6.64 31 1,502 -250
Sep06 050906 191.23 191.23 191.23 191.23 -6.64 25 25  
Total Volume and Open Interest 54,871 140,002  
Natural Gas(NYM)
Oct05 050906 11.750 11.800 11.460 11.657 -0.034 15,867 82,013 +1,957
Nov05 050906 12.000 12.070 11.790 11.957 +0.016 7,110 50,509 +493
Dec05 050906 12.290 12.340 12.130 12.242 +0.021 4,977 43,273 +2,090
Jan06 050906 12.530 12.660 12.380 12.502 +0.031 3,565 40,167 +947
Feb06 050906 12.430 12.550 12.310 12.420 +0.029 711 22,079 +257
Mar06 050906 12.150 12.200 12.080 12.145 +0.029 1,540 41,877 -132
Apr06 050906 9.620 9.670 9.550 9.625 +0.009 4,484 24,872 +1,100
May06 050906 9.260 9.280 9.220 9.265 +0.004 3,353 22,499 +1,970
Jun06 050906 9.280 9.300 9.250 9.290 unch 126 7,702 -11
Jul06 050906 9.320 9.350 9.280 9.331 unch 154 12,165 +74
Aug06 050906 9.350 9.400 9.350 9.373 unch 74 11,240 +15
Sep06 050906 9.340 9.390 9.340 9.349 -0.004 98 10,240 -30
Oct06 050906 9.390 9.390 9.340 9.378 -0.005 963 18,218 -128
Nov06 050906 9.740 9.780 9.700 9.748 unch 57 8,397 +4
Dec06 050906 10.080 10.130 10.080 10.095 +0.002 77 8,494 -34
Jan07 050906 10.340 10.370 10.330 10.365 +0.002 115 10,235 -22
Total Volume and Open Interest 46,151 515,050 +9,604
Brent Crude Oil(ICE)
Oct05 050906 64.85 66.08 64.20 64.67 -1.39 48,212 68,390 -11,235
Nov05 050906 65.39 66.62 64.85 65.29 -1.09 30,410 108,211 +5,950
Dec05 050906 66.29 67.08 65.50 65.96 -0.87 14,984 42,169 +674
Jan06 050906 66.52 67.43 66.09 66.46 -0.64 1,883 22,686 +37
Feb06 050906 66.75 67.70 66.44 66.80 -0.52 511 9,546 -79
Mar06 050906 67.23 67.62 66.96 66.96 -0.47 400 6,776 +300
Apr06 050906 67.01 67.01 67.01 67.01 -0.36 0 5,039 +0
May06 050906 66.68 66.90 66.68 66.90 -0.36 0 5,612 +0
Jun06 050906 67.03 67.03 66.36 66.79 -0.34 75 16,981 +48
Jul06 050906 66.63 66.63 66.63 66.63 -0.33 0 1,419 +0
Aug06 050906 66.87 66.87 66.47 66.47 -0.32 0 691 +0
Sep06 050906 66.71 66.71 66.31 66.31 -0.31 0 2,072 +0
Oct06 050906 66.15 66.15 66.15 66.15 -0.30 1,000 1,075 +706
Nov06 050906 65.99 65.99 65.99 65.99 -0.29 0 122 +0
Total Volume and Open Interest 100,865 346,524 -4,651
Gas Oil(ICE)
Sep05 050906 620.00 642.00 620.00 632.25 -6.25 15,953 36,942 -3,130
Oct05 050906 619.50 642.50 619.50 632.75 -4.25 23,309 57,859 +2,330
Nov05 050906 619.75 639.50 619.75 631.25 -4.00 8,138 24,237 -130
Dec05 050906 622.25 636.50 619.50 629.25 -4.25 7,405 31,297 -806
Jan06 050906 626.50 634.50 625.00 627.75 -4.00 2,666 18,960 +420
Feb06 050906 624.50 632.00 622.50 625.50 -4.25 833 10,161 +21
Mar06 050906 623.25 623.25 622.50 622.50 -4.00 720 9,440 -840
Apr06 050906 617.00 628.00 617.00 618.75 -3.75 0 5,417 +0
May06 050906 623.50 623.50 614.50 614.50 -4.00 0 1,033 +0
Jun06 050906 611.50 621.25 609.75 611.25 -3.25 1,631 13,416 +77
Total Volume and Open Interest 61,665 234,061 -2,051
US Dollar Index(NYBOT)
Sep05 050906 86.57 86.79 86.33 86.54 +0.29 11,587 16,295 +0
Dec05 050906 86.35 86.53 86.16 86.33 +0.29 655 3,198 +0
Mar06 050906 86.16 86.16 86.16 86.16 +0.30 1 11 +0
Total Volume and Open Interest 12,243 19,506 +0
Australian Dollar(CME)
Sep05 050906 76.68 76.82 76.59 76.81 +0.39 3,317 60,956 +1,294
Dec05 050906 76.38 76.49 76.28 76.49 +0.39 93 881 +77
Mar06 050906 76.24 76.24 76.24 76.24 +0.39 1 2 -1
Total Volume and Open Interest 3,411 61,860 +1,370
British Pound(CME)
Sep05 050906 184.43 184.55 184.07 184.31 +0.07 6,006 83,839 +2,115
Dec05 050906 184.15 184.19 183.83 184.01 +0.07 231 1,270 +316
Mar06 050906 183.63 183.63 183.63 183.63 +0.07 18 24 +0
Total Volume and Open Interest 6,255 85,134 +2,431
Canadian Dollar(CME)
Sep05 050906 84.03 84.40 84.02 84.12 -0.06 2,658 105,354 +1,788
Dec05 050906 84.22 84.53 84.22 84.32 -0.08 1,792 7,374 +1,763
Mar06 050906 84.73 84.73 84.51 84.54 -0.08 45 1,016 +16
Jun06 050906 84.76 84.76 84.76 84.76 -0.08 0 70 +0
Total Volume and Open Interest 4,495 113,844 +3,567
Japanese Yen(CME)
Sep05 050906 91.42 91.58 91.17 91.40 +0.15 5,659 144,997 -3,343
Dec05 050906 92.27 92.45 92.05 92.27 +0.15 258 30,789 +163
Mar06 050906 93.20 93.20 93.14 93.14 +0.15 0 111 +0
Total Volume and Open Interest 5,917 175,944 -3,179
Swiss Franc(CME)
Sep05 050906 81.00 81.22 80.88 80.96 -0.56 7,830 60,409 +348
Dec05 050906 81.61 81.74 81.46 81.59 -0.56 174 1,202 +395
Mar06 050906 82.24 82.24 82.24 82.24 -0.56 0 27 +0
Total Volume and Open Interest 8,004 61,655 +743
EuroFX(CME)
Sep05 050906 124.94 125.22 124.73 124.87 -0.62 11,148 148,142 -4,934
Dec05 050906 125.51 125.71 125.34 125.39 -0.62 1,830 11,727 -875
Mar06 050906 126.00 126.22 125.94 125.94 -0.62 17 611 +11
Total Volume and Open Interest 12,995 160,837 -5,798
Mexican Peso(CME)
Sep05 050906 9332.0 9360.0 9320.0 9345.0 unch 2,836 66,689 +738
Dec05 050906 9230.0 9230.0 9200.0 9220.0 unch 234 6,211 +24
Total Volume and Open Interest 3,320 73,869 +869
30-Year T-Bonds(CBOT)
Sep05 050906 118~02 118~02 117~11 117~16 -0~19 71,383 140,302 -31,073
Dec05 050906 117~22 117~23 117~00 117~04 -0~19 370,626 540,133 +28,208
Mar06 050906 117~07 117~07 116~27 116~27 -0~19 24 1,207 +1
Total Volume and Open Interest 442,035 681,649 -2,866
10-Year T-Notes(CBOT)
Sep05 050906 112~310 113~055 112~245 112~280 -0~075 97,637 493,161 -30,904
Dec05 050906 112~020 112~060 111~250 111~275 -0~110 730,323 1,343,723 -10,933
Total Volume and Open Interest 828,757 1,839,956 -42,117
5-Year T-Notes(CBOT)
Sep05 050906 108~170 108~190 108~125 108~150 -0~070 61,317 0 +0
Dec05 050906 108~100 108~140 108~065 108~095 -0~070 642,969 0 +0
Mar06 050906 108~045 108~045 108~045 108~045 -0~070 895 1,000 +1,000
Total Volume and Open Interest 705,181 1,000 +1,000
2 Year T-Notes(CBOT)
Sep05 050906 103~096 103~100 103~089 103~094 -0~014 7,913 75,299 -29,501
Dec05 050906 103~076 103~081 103~069 103~076 -0~014 9,815 316,646 +41,033
Total Volume and Open Interest 17,728 391,945 +11,532
Eurodollars(CME)
Sep05 050906 96.162 96.177 96.160 96.162 -0.015 54,733 1,113,998 -12,562
Dec05 050906 95.995 96.020 95.970 95.985 -0.060 96,480 1,087,391 -68,800
Mar06 050906 95.905 95.945 95.890 95.910 -0.070 62,249 1,204,503 -753
Jun06 050906 95.865 95.900 95.840 95.865 -0.075 54,821 1,003,757 -14,868
Sep06 050906 95.870 95.915 95.800 95.830 -0.075 786,646 741,737 -6,922
Dec06 050906 95.790 95.815 95.760 95.785 -0.075 41,876 630,610 -14,398
Mar07 050906 95.790 95.800 95.745 95.770 -0.070 28,037 480,596 +5,495
Jun07 050906 95.760 95.775 95.725 95.745 -0.065 22,292 356,227 +1,837
Sep07 050906 95.735 95.755 95.715 95.725 -0.060 26,021 250,824 -1,568
Dec07 050906 95.695 95.720 95.680 95.690 -0.055 16,002 230,720 -1,925
Mar08 050906 95.680 95.705 95.670 95.680 -0.050 13,188 206,001 -6,714
Jun08 050906 95.685 95.685 95.650 95.655 -0.050 13,500 186,266 -4,378
Sep08 050906 95.640 95.665 95.620 95.630 -0.045 25,531 179,596 +11,190
Dec08 050906 95.610 95.610 95.580 95.590 -0.040 16,580 133,199 +6,124
Mar09 050906 95.580 95.595 95.565 95.575 -0.035 14,891 123,578 +3,911
Jun09 050906 95.555 95.560 95.530 95.540 -0.035 10,988 108,349 +1,324
Sep09 050906 95.525 95.540 95.500 95.510 -0.030 5,186 88,245 +412
Dec09 050906 95.480 95.495 95.455 95.465 -0.030 3,189 71,140 +523
Total Volume and Open Interest 549,684 8,371,726 -100,211
3-Mth Euro-Yen(CME)
Sep05 050906 99.91 99.91 99.91 99.91 -0.01 4 5,309 +1
Dec05 050906 99.90 99.90 99.90 99.90 unch 0 7,204 -34
Mar06 050906 99.86 99.86 99.86 99.86 -0.01 509 5,505 +0
Jun06 050906 99.81 99.81 99.81 99.81 -0.02 225 6,045 +260
Sep06 050906 99.75 99.75 99.75 99.75 -0.01 195 3,692 -38
Dec06 050906 99.68 99.68 99.68 99.68 -0.02 7 4,328 +7
Mar07 050906 99.60 99.60 99.60 99.60 unch 0 6,387 +120
Jun07 050906 99.53 99.53 99.53 99.53 -0.01 0 331 +10
Sep07 050906 99.45 99.45 99.45 99.45 -0.02 0 370 +0
Dec07 050906 99.37 99.37 99.37 99.37 -0.01 0 27 +0
Total Volume and Open Interest 940 39,508 +326
3-Mth Euro-Yen(SIMEX)
Sep05 050906 99.91 99.91 99.91 99.91 unch 110 76,243 -197
Dec05 050906 99.89 99.90 99.89 99.90 unch 4,045 80,015 +1,378
Mar06 050906 99.85 99.86 99.85 99.86 -0.01 2,833 54,706 -375
Jun06 050906 99.81 99.81 99.80 99.81 -0.02 7,534 49,086 -82
Sep06 050906 99.74 99.76 99.74 99.75 -0.02 4,605 30,662 +3,384
Dec06 050906 99.67 99.69 99.66 99.68 -0.02 4,730 60,176 +1,597
Mar07 050906 99.59 99.60 99.59 99.60 -0.02 1,519 26,596 +276
Jun07 050906 99.52 99.54 99.51 99.53 -0.02 616 12,900 +578
Total Volume and Open Interest 26,292 445,286 +6,859
German Euro-Bund(EUREX)
Sep05 050906 124.30 124.36 123.97 124.21 -0.12 1,300,954 1,167,777 -95,467
Dec05 050906 123.40 123.45 123.07 123.30 -0.12 140,292 238,780 +88,468
Mar06 050906 123.54 123.60 123.40 123.56 -0.08 424 189 -945
Total Volume and Open Interest 1,441,670 1,406,746 +2,301
German Euro-Bobl(EUREX)
Sep05 050906 115.74 115.76 115.54 115.67 -0.08 782,007 760,444 -25,128
Dec05 050906 114.94 114.94 114.74 114.86 -0.08 105,705 200,530 +58,210
Mar06 050906 115.07 115.07 115.07 115.07 -0.08 0 4 +0
Total Volume and Open Interest 887,712 960,978 +33,082
Long Gilt(LIFFE)
Sep05 050906 114~05 114~05 113~26 113~29 -0~14 44,681 41,678 -11,082
Dec05 050906 113~28 113~28 113~16 113~20 -0~14 85,077 185,724 +6,156
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050906 95.43 95.44 95.42 95.44 unch 19,954 252,937 +3,379
Dec05 050906 95.59 95.61 95.57 95.59 -0.01 90,252 321,329 +930
Mar06 050906 95.72 95.74 95.69 95.71 -0.01 141,958 372,540 +38,761
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050906 97.870 97.875 97.865 97.870 unch 69,259 492,783 +3,227
Dec05 050906 97.875 97.880 97.860 97.870 -0.010 212,512 639,441 -7,964
Mar06 050906 97.885 97.890 97.860 97.870 -0.025 280,389 601,446 +36,937
Total Volume and Open Interest 1,163,536 3,268,354 +69,176
3-Mth Aus T-Bills(SFE)
Sep05 050906 94.42 94.42 94.39 94.40 -0.03 9,024 67,809 -107
Dec05 050906 94.53 94.53 94.50 94.52 -0.04 72,241 294,223 +38,237
Mar06 050906 94.66 94.66 94.61 94.64 -0.03 18,943 127,934 +7,089
Jun06 050906 94.75 94.75 94.69 94.72 -0.04 9,400 89,826 +4,885
Sep06 050906 94.73 94.73 94.70 94.72 -0.04 3,088 35,326 +3,788
Dec06 050906 94.69 94.69 94.67 94.68 -0.04 3,420 24,694 +1,706
Mar07 050906 94.68 94.68 94.62 94.64 -0.04 3,515 22,595 +1,484
Jun07 050906 94.60 94.60 94.58 94.60 -0.05 3,678 24,361 +2,849
Sep07 050906 94.56 94.56 94.56 94.56 -0.05 135 2,317 +85
Dec07 050906 94.53 94.53 94.53 94.53 -0.05 260 2,202 +235
Total Volume and Open Interest 123,774 693,730 +60,296
10-Year Aus T-Bonds(SFE)
Sep05 050906 94.97 94.97 94.93 94.94 -0.04 37,209 340,172 +4,560
Dec05 050906 94.96 94.96 94.94 94.96 -0.05 902 3,143 +2,440
Total Volume and Open Interest 38,111 343,315 +7,000
3-Year Aus T-Bonds(SFE)
Sep05 050906 95.06 95.06 95.01 95.02 -0.07 128,399 528,319 -24,783
Dec05 050906 95.07 95.07 95.03 95.03 -0.08 2,227 4,877 +3,727
Total Volume and Open Interest 130,626 533,196 -21,056
Gold(CMX)
Oct05 050906 446.0 446.8 444.0 445.5 +0.1 4,500 20,877 +395
Dec05 050906 448.7 450.3 447.0 448.6 +0.1 46,134 224,565 -1,006
Feb06 050906 452.0 452.7 451.4 451.8 +0.1 263 8,225 +191
Apr06 050906 455.0 455.0 454.9 454.9 +0.1 663 5,010 +55
Jun06 050906 458.9 458.9 457.0 458.0 +0.1 958 10,098 +83
Aug06 050906 461.2 461.2 461.2 461.2 +0.2 397 1,357 -63
Oct06 050906 464.5 464.5 464.5 464.5 +0.3 360 2,018 +289
Dec06 050906 469.0 469.0 467.3 467.7 +0.3 663 5,567 +146
Feb07 050906 471.0 471.0 471.0 471.0 +0.4 125 4,181 +125
Apr07 050906 474.3 474.3 474.3 474.3 +0.5      
Jun07 050906 477.5 477.5 477.5 477.5 +0.6 325 4,033 +150
Total Volume and Open Interest 54,639 291,808 +641
Silver(CMX)
Sep05 050906 702.0 706.0 699.0 703.1 +2.3 174 1,041 -66
Dec05 050906 706.0 714.0 705.0 709.8 +2.3 15,211 86,955 -2,210
Mar06 050906 713.0 720.0 713.0 715.7 +2.3 39 5,008 -75
May06 050906 718.8 718.8 718.8 718.8 +2.6 0 988 +0
Jul06 050906 724.0 724.0 721.0 721.5 +2.5 20 6,537 +20
Sep06 050906 724.3 724.3 724.3 724.3 +2.4 0 1,639 +0
Dec06 050906 734.0 734.0 725.0 727.5 +2.3 134 7,291 -95
Total Volume and Open Interest 15,767 111,938 -2,265
Platinum(NYM)
Oct05 050906 908.5 913.0 908.5 911.4 -0.1 191 9,432 -228
Jan06 050906 910.0 912.0 908.0 909.9 -1.1 9 1,638 +190
Apr06 050906 904.0 907.4 904.0 907.4 -1.1 0 132 +0
Total Volume and Open Interest 200 11,202 -38
Palladium(NYME)
Sep05 050906 182.80 182.80 182.80 182.80 -0.60 2 643 -41
Dec05 050906 185.00 185.90 183.50 185.20 -0.60 34 12,721 +107
Mar06 050906 187.20 187.20 187.20 187.20 -0.60 0 36 +0
Total Volume and Open Interest 36 13,400 +66
Copper(CMX)
Sep05 050906 175.00 175.50 172.50 173.60 -1.10 832 8,566 -297
Dec05 050906 167.80 168.20 165.00 166.10 -1.25 9,828 76,578 -168
Mar06 050906 160.15 160.15 158.00 158.60 -0.95 1,149 8,670 +195
May06 050906 155.10 155.10 153.60 153.60 -0.85 130 1,546 +70
Jul06 050906 150.70 150.70 149.00 149.00 -0.85 10 915 +10
Total Volume and Open Interest 12,147 106,064 -177
Aluminum(CMX)
Sep05 050906 86.25 86.25 86.25 86.25 -0.65 0 6 -151
Oct05 050906 86.75 86.75 86.75 86.75 -0.65 4 516 -4
Nov05 050906 87.25 87.25 87.25 87.25 -0.65 4 561 +0
Dec05 050906 87.75 87.75 87.75 87.75 -0.65 0 1,078 +0
Jan06 050906 87.75 87.75 87.75 87.75 -0.50 0 70 +0
Feb06 050906 87.75 87.75 87.75 87.75 -0.35 0 70 +0
Total Volume and Open Interest 8 2,566 -155
DJIA Index(CBOT)
Sep05 050906 10500 10595 10495 10588 +126 4,017 29,151 -338
Dec05 050906 10535 10634 10530 10628 +127 708 2,787 +317
Mar06 050906 10673 10673 10673 10673 +127 0 8 +0
Total Volume and Open Interest 4,725 31,946 -21
S & P 500(CME)
Sep05 050906 1223.70 1235.00 1223.50 1234.20 +14.50 51,788 497,908 -20,462
Dec05 050906 1230.00 1241.00 1230.00 1240.50 +14.60 30,169 171,500 +23,678
Mar06 050906 1242.50 1246.80 1242.50 1246.80 +14.70 0 4,641 +0
Jun06 050906 1254.30 1254.30 1254.30 1254.30 +14.70 0 691 +0
Total Volume and Open Interest 81,957 674,799 +3,216
S & P 500 E-Mini(Globex)
Sep05 050906 1219.50 1235.00 1219.25 1234.25 +14.50 1,042,252 1,042,252 -19,881
Dec05 050906 1225.00 1241.25 1225.00 1240.50 +14.50 119,237 119,237 +5,195
Total Volume and Open Interest 1,161,489 1,161,489 -14,686
NASDAQ 100(CME)
Sep05 050906 1581.00 1600.00 1580.00 1598.50 +22.00 4,248 52,697 -435
Dec05 050906 1593.50 1612.00 1593.50 1611.50 +22.00 698 3,125 +505
Mar06 050906 1625.00 1625.00 1625.00 1625.00 +22.00 0 2 +0
Total Volume and Open Interest 4,946 55,824 +70
NASDAQ 100 E-Mini(Globex)
Sep05 050906 1578.50 1600.00 1577.00 1598.50 +22.00 135,599 333,653 +241
Dec05 050906 1594.00 1612.50 1594.00 1611.50 +22.00 785 4,022 +170
Total Volume and Open Interest 136,384 337,675 +411
S & P Midcap 400(CME)
Sep05 050906 710.00 716.75 710.00 715.40 +6.40 903 12,396 -129
Dec05 050906 716.50 720.00 716.50 719.85 +6.15 492 1,093 +593
Mar06 050906 722.60 722.60 722.60 722.60 +6.15      
Total Volume and Open Interest 449 13,575 +86
Russell 2000(CME)
Sep05 050906 666.50 675.00 666.50 674.40 +9.40 558 35,254 +74
Dec05 050906 670.00 678.00 670.00 677.60 +9.40 63 2,715 +113
Mar06 050906 677.80 677.80 677.80 677.80 +9.40      
Total Volume and Open Interest 621 37,969 +187
Russell 2000 E-Mini(Globex)
Sep05 050906 664.70 675.10 664.70 674.40 +9.40 71,460 233,491 +482
Dec05 050906 670.90 678.10 670.90 677.60 +9.40 2,332 10,281 +1,652
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050906 1883.50 1900.00 1882.50 1900.00 +18.50 5 52 -1
Total Volume and Open Interest 5 52 -1
Nikkei 225(CME)
Sep05 050906 12665 12735 12580 12605 +30 37,880 239,313 +85
Dec05 050906 12640 12685 12540 12565 +35 7,474 5,306 +1,969
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050906 12665 12735 12580 12605 +30 37,880 239,313 +85
Dec05 050906 12640 12685 12540 12565 +35 7,474 5,306 +1,969
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 050906 4435.0 4476.5 4433.0 4475.5 +70.0 59,238 454,702 +496
Oct05 050906 4445.0 4485.0 4445.0 4484.0 +70.0 98 1,178 -14
Nov05 050906 4490.0 4490.0 4490.0 4490.0 +70.0 0 1 +0
Total Volume and Open Interest 59,337 474,869 +482
Hang Seng Index(HKFE)
Sep05 050906 15297 15331 15025 15160 -57 29,632 114,274 +2,236
Oct05 050906 15282 15357 15089 15195 -55 320 277 +137
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050906 4908.5 4979.5 4906.5 4979.0 +131.5 135,042 199,461 +6,274
Dec05 050906 4931.0 5005.5 4931.0 5005.5 +132.0 619 12,603 +78
Mar06 050906 4975.0 5032.5 4959.5 5032.5 +133.0 368 5,396 +41
Total Volume and Open Interest 136,029 217,460 +6,393
FT-SE 100(LIFFE)
Sep05 050906 5347.00 5375.00 5340.00 5364.50 +33.00 63,292 446,328 +5,449
Dec05 050906 5375.50 5399.50 5374.00 5394.00 +33.00 4,237 35,219 +1,491
Mar06 050906 5394.00 5401.00 5393.00 5401.00 +33.50 750 5,224 +0
Total Volume and Open Interest 68,279 495,546 +6,940
SPI 200(SFE)
Sep05 050906 4470.0 4479.0 4452.0 4456.0 -7.0 19,350 203,471 -6,494
Dec05 050906 4478.0 4494.0 4469.0 4471.0 -6.0 1,094 8,332 -288
Mar06 050906 4472.0 4472.0 4472.0 4472.0 -6.0 5 3,215 +4
Total Volume and Open Interest 20,451 218,390 -6,776
GSCI(CME)
Sep05 050906 460.00 460.00 454.30 454.30 -7.80 209 17,131 -30
Oct05 050906 460.40 460.40 456.30 456.30 -6.70 174 211 +148
Nov05 050906 458.30 458.30 458.30 458.30 -5.70 0 1 +0
Total Volume and Open Interest 383 17,343 +118
Reuters CRB Index(NYBOT)
Nov05 050906 324.90 325.50 324.25 325.50 +0.75 8 388 +0
Jan06 050906 325.00 325.00 325.00 325.00 +0.75 0 417 +0
Feb06 050906 324.50 324.50 324.50 324.50 +0.75 0 7 -3
Total Volume and Open Interest 8 1,015 -3
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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