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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 Wed September 07, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050907 600.25 601.00 591.50 595.00 -9.75 884 1,993 -389
Nov05 050907 609.00 612.50 601.50 606.25 -8.00 37,874 179,635 +543
Jan06 050907 617.00 620.50 609.50 613.50 -9.00 3,705 19,328 +508
Mar06 050907 625.00 627.50 617.00 620.75 -9.00 1,388 13,606 +1
May06 050907 627.50 629.00 621.00 624.25 -6.75 877 15,068 +86
Jul06 050907 631.00 632.50 623.00 628.75 -7.25 506 9,167 +8
Aug06 050907 626.00 626.00 626.00 626.00 -5.00 4 347 -1
Total Volume and Open Interest 45,693 245,446 +864
Soybean Meal(CBOT)
Sep05 050907 187.00 187.00 183.50 184.80 -3.30 2,744 3,325 -916
Oct05 050907 187.30 187.30 184.00 185.90 -2.30 6,906 19,531 +85
Dec05 050907 188.20 188.60 185.80 187.80 -2.00 11,861 54,483 -255
Jan06 050907 190.00 190.00 187.20 188.90 -2.50 1,594 7,875 +578
Mar06 050907 191.50 192.00 189.50 191.80 -1.40 1,202 8,220 +145
May06 050907 193.00 193.00 190.50 192.50 -1.20 915 11,079 +300
Jul06 050907 195.00 195.00 192.20 193.80 -1.20 354 5,502 -77
Aug06 050907 193.80 193.80 192.50 193.70 -1.30 16 1,293 +9
Total Volume and Open Interest 25,670 114,074 -96
Soybean Oil(CBOT)
Sep05 050907 22.90 22.90 22.62 22.62 -0.23 3,097 1,971 -593
Oct05 050907 22.98 23.11 22.65 22.68 -0.30 3,372 19,382 +457
Dec05 050907 23.20 23.35 22.87 22.91 -0.31 10,068 83,077 -137
Jan06 050907 23.38 23.38 23.07 23.07 -0.32 765 8,512 +207
Mar06 050907 23.55 23.68 23.25 23.30 -0.28 207 5,593 +5
May06 050907 23.69 23.85 23.40 23.45 -0.25 745 7,580 +432
Jul06 050907 23.83 23.83 23.60 23.60 -0.30 479 5,303 +68
Aug06 050907 23.70 23.70 23.55 23.55 -0.30 7 791 -1
Total Volume and Open Interest 18,767 136,205 +429
Canola(WCE)
Sep05 050907 261.4 261.4 261.4 261.4 -3.0      
Nov05 050907 270.5 271.3 266.3 268.4 -3.0 2,320 40,696 +273
Jan06 050907 278.5 278.5 275.0 276.7 -3.2 553 17,484 +159
Mar06 050907 285.0 285.0 282.8 283.3 -4.3 14 1,353 +0
May06 050907 289.3 289.3 289.3 289.3 -4.6 67 1,476 +26
Total Volume and Open Interest 3,017 64,623 +501
Corn(CBOT)
Sep05 050907 206.75 206.75 203.75 204.25 -3.25 7,880 5,688 -1,122
Dec05 050907 219.75 220.00 216.50 217.50 -3.75 61,078 511,025 -2,138
Mar06 050907 230.50 230.50 227.50 229.00 -3.00 7,096 97,599 +790
May06 050907 237.00 237.00 234.50 235.75 -2.75 1,966 21,214 +1,040
Jul06 050907 242.00 242.00 240.00 241.25 -2.25 2,122 32,331 +751
Sep06 050907 247.75 248.00 246.50 247.00 -2.50 72 4,381 -10
Total Volume and Open Interest 82,363 708,814 -340
Wheat(CBOT)
Sep05 050907 306.00 306.25 303.50 303.50 -2.00 1,241 1,046 -611
Dec05 050907 321.00 322.00 317.50 318.75 -2.25 21,198 210,933 +355
Mar06 050907 335.00 335.25 331.25 333.25 -2.00 2,585 32,881 +621
May06 050907 340.00 340.00 337.00 338.50 -2.00 33 1,100 +26
Jul06 050907 345.00 345.50 342.00 342.75 -2.25 2,453 14,217 +682
Total Volume and Open Interest 27,582 261,323 +1,026
Wheat(KCBT)
Sep05 050907 335.00 338.00 335.00 336.00 -3.00 82 280 -28
Dec05 050907 344.50 345.50 342.50 343.00 -3.00 5,753 67,136 -33
Mar06 050907 346.50 347.00 344.00 344.25 -2.75 1,235 18,204 -64
May06 050907 347.00 348.00 344.75 344.75 -2.25 17 1,461 +8
Jul06 050907 345.00 346.00 342.50 343.25 -2.25 1,452 7,208 +342
Total Volume and Open Interest 8,540 94,432 +226
Wheat(MGE)
Sep05 050907 353.50 353.50 348.50 348.50 -4.00 71 535 -59
Dec05 050907 336.50 337.25 334.50 335.50 -1.75 2,816 19,316 -97
Mar06 050907 344.00 344.00 341.50 341.75 -1.50 353 6,696 -8
May06 050907 349.50 349.50 347.00 347.00 -1.75 21 1,230 +0
Jul06 050907 356.50 356.50 353.50 353.50 -2.00 0 133 +0
Total Volume and Open Interest 3,261 28,029 -164
Oats(CBOT)
Sep05 050907 150.25 150.25 148.00 148.00 +1.00 5 25 -7
Dec05 050907 156.50 156.50 150.50 151.50 -2.75 1,024 5,602 -70
Mar06 050907 160.00 160.00 157.50 157.75 -3.25 29 191 +6
May06 050907 162.00 162.00 162.00 162.00 -1.00 0 36 +0
Total Volume and Open Interest 1,058 5,856 -71
Rough Rice(CBOT)
Sep05 050907 6.74 6.75 6.60 6.60 -0.12 19 229 -124
Nov05 050907 6.92 6.96 6.79 6.83 -0.12 340 5,285 -85
Jan06 050907 7.10 7.10 7.00 7.01 -0.11 0 889 +0
Mar06 050907 7.30 7.30 7.23 7.24 -0.06 0 137 +0
Total Volume and Open Interest 359 6,561 -209
Live Cattle(CME)
Oct05 050907 82.600 83.150 82.500 82.925 +0.050 11,766 74,035 -3,816
Dec05 050907 85.700 86.000 85.500 85.900 +0.075 5,936 33,921 +1,005
Feb06 050907 87.600 88.000 87.200 87.975 +0.100 1,923 18,682 +718
Apr06 050907 86.000 86.150 85.700 86.100 -0.025 259 5,823 +152
Jun06 050907 81.900 82.000 81.550 81.825 -0.075 133 2,628 -6
Aug06 050907 81.400 81.550 81.100 81.550 unch 84 1,269 +19
Total Volume and Open Interest 20,101 136,358 -1,928
Feeder Cattle(CME)
Sep05 050907 111.950 112.150 111.500 112.000 +0.175 959 5,497 -105
Oct05 050907 110.400 110.625 109.825 110.425 +0.300 2,149 15,128 -101
Nov05 050907 109.550 110.000 109.150 109.825 +0.175 898 4,043 +222
Jan06 050907 106.000 106.350 105.800 106.350 +0.250 347 1,586 +130
Mar06 050907 101.450 101.600 101.250 101.450 unch 49 376 -1
Apr06 050907 100.600 100.650 100.500 100.500 -0.300 1 208 +0
May06 050907 100.250 100.250 100.250 100.250 -0.150 14 78 +0
Total Volume and Open Interest 4,417 26,916 +145
Lean Hogs(CME)
Oct05 050907 62.300 62.650 61.725 61.875 -0.650 6,880 56,703 -523
Dec05 050907 60.950 61.100 60.450 60.875 -0.225 4,650 28,438 +955
Feb06 050907 61.700 62.175 61.450 62.025 +0.125 723 12,840 +177
Apr06 050907 59.600 60.000 59.400 59.925 +0.150 226 3,962 +70
May06 050907 60.550 60.600 60.550 60.600 +0.025 16 1,045 +5
Jun06 050907 63.000 63.150 63.000 63.150 +0.150 35 1,376 +12
Jul06 050907 60.050 60.200 60.050 60.200 +0.200 31 558 +10
Aug06 050907 57.250 57.250 56.800 56.800 -0.150 2 265 +2
Total Volume and Open Interest 12,568 105,279 +712
Pork Bellies(CME)
Feb06 050907 80.700 81.600 79.775 79.950 -0.625 285 1,209 -24
Mar06 050907 79.900 79.900 79.900 79.900 -0.700 0 46 +0
May06 050907 82.500 82.500 82.500 82.500 unch 0 12 +0
Total Volume and Open Interest 285 1,267 -24
Class III Milk(CME)
Sep05 050907 14.26 14.27 14.22 14.27 +0.01 100 3,491 -13
Oct05 050907 14.27 14.27 14.15 14.26 +0.01 64 2,618 +25
Nov05 050907 13.61 13.63 13.60 13.61 unch 11 1,798 -4
Dec05 050907 13.30 13.33 13.29 13.33 unch 8 1,719 +7
Jan06 050907 12.65 12.67 12.65 12.67 +0.02 7 1,092 +2
Total Volume and Open Interest 351 18,858 +98
Cocoa(NYBOT)
Sep05 050907 1489 1489 1489 1489 +9 5 13 -9
Dec05 050907 1520 1552 1512 1549 +9 7,457 50,659 -1,857
Mar06 050907 1550 1581 1548 1580 +7 957 25,728 +24
May06 050907 1587 1599 1587 1599 +6 57 7,115 -40
Jul06 050907 1595 1617 1595 1617 +7 137 8,241 -23
Sep06 050907 1637 1637 1637 1637 +7 375 9,994 +193
Dec06 050907 1657 1665 1650 1665 +8 0 5,772 +0
Total Volume and Open Interest 8,990 115,177 -1,712
Coffee "C"(NYBOT)
Sep05 050907 97.00 97.00 91.50 91.50 -5.95 29 296 -35
Dec05 050907 100.00 100.00 94.50 94.75 -6.00 8,731 65,232 +72
Mar06 050907 102.75 102.80 98.25 98.35 -5.60 812 13,136 +117
May06 050907 104.50 104.75 100.35 100.35 -5.45 358 2,775 -21
Jul06 050907 106.50 106.50 102.25 102.35 -5.15 51 2,202 -5
Sep06 050907 108.50 108.50 104.20 104.20 -5.00 23 996 -4
Total Volume and Open Interest 10,080 85,493 +182
Orange Juice(NYBOT)
Sep05 050907 90.25 90.30 90.25 90.30 +0.05 29 109 -24
Nov05 050907 92.05 92.90 91.30 91.80 -0.20 1,010 18,598 -83
Jan06 050907 94.90 95.40 94.00 94.30 -0.30 95 2,991 +19
Mar06 050907 97.75 97.75 96.70 96.70 -0.20 17 1,660 +17
May06 050907 99.00 99.00 98.70 98.70 -0.20 20 211 +10
Total Volume and Open Interest 1,171 23,635 -61
Sugar #11(NYBOT)
Oct05 050907 10.15 10.18 10.05 10.13 -0.07 35,231 234,720 -10,600
Mar06 050907 10.70 10.75 10.62 10.66 -0.11 32,307 153,201 +12,450
May06 050907 10.37 10.44 10.32 10.38 -0.07 3,031 43,230 -306
Jul06 050907 10.05 10.12 10.02 10.06 -0.08 2,241 27,922 +425
Oct06 050907 9.93 10.01 9.93 9.98 -0.02 1,419 15,838 -72
Total Volume and Open Interest 74,904 485,634 +2,227
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050907 20.70 20.70 20.64 20.64 -0.06 836 3,567 -207
Jan06 050907 20.45 20.47 20.43 20.43 -0.02 78 2,223 +228
Mar06 050907 20.55 20.55 20.52 20.52 -0.01 2 1,715 +2
May06 050907 20.70 20.70 20.68 20.68 -0.03 52 1,805 +49
Total Volume and Open Interest 973 11,572 +75
London Cocoa(LCE)
Sep05 050907 870 908 868 901 +26 6,713 24,745 -6,659
Dec05 050907 871 884 859 882 +7 10,157 76,166 +359
Mar06 050907 885 900 878 899 +7 1,296 38,791 -483
May06 050907 903 912 896 911 +5 165 10,576 -146
Jul06 050907 910 924 905 923 +5 177 19,049 +80
Sep06 050907 926 937 920 937 +4 27 12,047 +5
Dec06 050907 948 948 948 948 +4 3 12,757 +0
Total Volume and Open Interest 18,548 196,360 -6,844
London Coffee(LCE)
Sep05 050907 955.00 955.00 945.00 945.00 -13.00 125 19,712 -91
Nov05 050907 970.00 984.00 958.00 961.00 -27.00 4,321 77,857 +91
Jan06 050907 995.00 1001.00 983.00 984.00 -27.00 1,312 35,963 +189
Mar06 050907 1010.00 1016.00 1000.00 1001.00 -27.00 108 28,122 +125
May06 050907 1029.00 1029.00 1017.00 1017.00 -27.00 251 6,986 +270
Jul06 050907 1034.00 1034.00 1034.00 1034.00 -27.00 10 3,153 +160
Total Volume and Open Interest 6,133 173,165 +745
London Sugar(LCE)
Oct05 050907 315.00 315.00 311.00 312.10 -2.60 6,022 15,890 -4,673
Dec05 050907 304.60 304.60 301.00 302.10 -2.20 5,145 19,015 +2,975
Mar06 050907 302.00 302.50 299.00 300.20 -1.80 4,020 11,434 +1,060
May06 050907 298.00 298.00 296.50 296.50 -2.20 79 3,218 +74
Aug06 050907 296.00 296.00 296.00 296.00 -2.00 68 2,415 +18
Total Volume and Open Interest 15,789 56,782 -95
Cotton(NYBOT)
Oct05 050907 50.60 51.27 50.25 51.25 +0.80 1,530 3,912 -321
Dec05 050907 51.80 52.90 51.60 52.88 +1.10 14,968 79,195 -1,701
Mar06 050907 53.15 54.25 52.20 54.22 +1.12 3,424 19,321 +967
May06 050907 53.95 55.03 53.80 55.03 +1.03 385 1,878 +109
Jul06 050907 55.50 55.83 55.50 55.83 +0.93 262 2,058 +106
Oct06 050907 57.55 57.55 57.55 57.55 +0.80      
Total Volume and Open Interest 20,630 107,098 -804
Lumber(CME)
Sep05 050907 323.0 323.0 308.0 309.6 -22.2 632 943 -199
Nov05 050907 307.6 307.6 297.6 297.6 -10.0 948 2,662 +100
Jan06 050907 315.5 317.5 304.6 306.2 -8.4 75 358 +10
Mar06 050907 319.0 319.9 313.6 315.1 -6.1 20 58 -2
Total Volume and Open Interest 1,677 4,038 -91
Crude Oil(NYM)
Oct05 050907 65.65 66.50 63.90 64.37 -1.59 112,845 194,126 -7,502
Nov05 050907 66.50 67.30 64.65 65.03 -1.68 51,943 128,872 +3,466
Dec05 050907 67.10 67.80 65.20 65.72 -1.65 50,188 136,935 +517
Jan06 050907 67.60 68.20 65.90 66.23 -1.57 10,662 49,068 -979
Feb06 050907 68.40 68.40 66.10 66.62 -1.51 1,844 22,840 -356
Mar06 050907 68.05 68.25 66.50 66.82 -1.47 4,681 25,857 +768
Apr06 050907 68.15 68.15 66.87 66.87 -1.42 613 11,906 -15
May06 050907 68.50 68.50 66.80 66.80 -1.38 751 11,672 +134
Jun06 050907 68.25 68.25 66.50 66.70 -1.34 9,052 39,143 -127
Jul06 050907 66.55 66.55 66.55 66.55 -1.33 1,223 8,569 +825
Aug06 050907 66.39 66.39 66.39 66.39 -1.32 247 6,278 +67
Sep06 050907 66.23 66.23 66.23 66.23 -1.30 362 8,674 -164
Oct06 050907 65.80 66.07 65.80 66.07 -1.27 1,254 5,176 +715
Nov06 050907 65.90 65.90 65.90 65.90 -1.25 607 5,104 -151
Dec06 050907 66.90 67.35 65.60 65.73 -1.23 22,256 52,187 -962
Jan07 050907 65.49 65.49 65.49 65.49 -1.21 0 8,294 +0
Total Volume and Open Interest 279,545 897,560 -6,104
Heating Oil(NYM)
Oct05 050907 206.00 207.20 194.10 196.23 -9.20 22,141 69,016 +892
Nov05 050907 207.50 209.10 197.00 198.90 -8.86 8,972 29,575 +1,922
Dec05 050907 209.00 210.75 200.00 200.90 -8.36 4,825 24,535 -693
Jan06 050907 212.00 212.50 202.00 202.80 -7.96 2,654 14,934 -111
Feb06 050907 210.00 211.50 200.50 202.00 -7.56 917 11,450 +178
Mar06 050907 207.50 207.50 198.00 198.90 -7.16 2,305 8,897 -32
Apr06 050907 200.15 200.15 193.40 193.40 -6.71 74 5,497 -31
May06 050907 194.00 194.00 188.50 188.50 -6.16 70 2,286 +21
Jun06 050907 190.75 190.75 184.80 184.80 -5.91 912 5,808 -190
Jul06 050907 184.50 184.50 184.50 184.50 -5.86 17 1,617 +2
Aug06 050907 185.35 185.35 185.35 185.35 -5.81 2 384 +1
Sep06 050907 186.80 186.80 186.80 186.80 -5.76 1 1,222 +0
Total Volume and Open Interest 42,925 178,746 +1,972
Unleaded Gas(NYM)
Oct05 050907 207.00 212.00 197.50 202.22 -3.28 29,509 65,524 -1,135
Nov05 050907 196.00 199.00 186.50 190.45 -3.88 10,403 26,346 +1,708
Dec05 050907 189.00 190.20 182.30 183.95 -3.38 4,893 16,631 -739
Jan06 050907 187.00 189.00 182.90 182.90 -3.23 2,661 12,664 +382
Feb06 050907 186.00 186.00 182.00 182.15 -3.23 649 4,751 -205
Mar06 050907 181.00 182.05 181.00 182.05 -3.08 600 3,179 +182
Apr06 050907 192.45 192.45 192.45 192.45 -3.18 226 4,253 -154
May06 050907 193.25 193.25 193.25 193.25 -3.23 0 2,733 -181
Jun06 050907 193.30 193.30 193.30 193.30 -3.18 0 1,579 +0
Jul06 050907 195.00 195.00 192.60 192.60 -3.13 5 678 +5
Aug06 050907 194.00 194.00 191.15 191.15 -3.08 0 1,502 +0
Sep06 050907 191.00 191.00 188.35 188.35 -2.88 0 25 +0
Total Volume and Open Interest 49,146 139,725 -277
Natural Gas(NYM)
Oct05 050907 11.330 11.380 11.050 11.201 -0.456 20,793 81,483 -530
Nov05 050907 11.620 11.750 11.480 11.646 -0.311 8,964 50,511 +2
Dec05 050907 11.940 12.030 11.770 11.996 -0.246 9,612 41,823 -1,450
Jan06 050907 12.220 12.330 12.100 12.286 -0.216 4,248 40,666 +499
Feb06 050907 12.160 12.250 12.050 12.209 -0.211 2,869 22,833 +754
Mar06 050907 11.900 11.980 11.840 11.936 -0.209 3,353 41,526 -351
Apr06 050907 9.485 9.550 9.420 9.506 -0.119 3,315 26,573 +1,701
May06 050907 9.150 9.200 9.100 9.161 -0.104 3,089 23,112 +613
Jun06 050907 9.180 9.230 9.120 9.187 -0.103 1,507 7,793 +91
Jul06 050907 9.220 9.250 9.160 9.228 -0.103 682 12,176 +11
Aug06 050907 9.290 9.290 9.200 9.271 -0.102 911 11,834 +594
Sep06 050907 9.260 9.260 9.170 9.247 -0.102 328 10,230 -10
Oct06 050907 9.250 9.300 9.200 9.276 -0.102 1,261 18,083 -135
Nov06 050907 9.650 9.660 9.580 9.646 -0.102 275 8,421 +24
Dec06 050907 10.000 10.006 10.000 10.006 -0.089 861 9,220 +726
Jan07 050907 10.220 10.290 10.220 10.286 -0.079 456 10,276 +41
Total Volume and Open Interest 67,061 519,727 +4,677
Brent Crude Oil(ICE)
Oct05 050907 64.15 65.00 62.58 62.89 -1.78 53,794 54,947 -13,443
Nov05 050907 65.13 65.56 63.20 63.57 -1.72 34,716 107,374 -837
Dec05 050907 65.70 66.21 63.90 64.26 -1.70 29,351 43,608 +1,439
Jan06 050907 66.26 66.64 64.53 64.77 -1.69 6,553 22,108 -578
Feb06 050907 66.60 66.99 64.91 65.16 -1.64 1,600 9,910 +364
Mar06 050907 66.51 67.11 65.40 65.40 -1.56 617 7,269 +493
Apr06 050907 66.57 67.11 65.48 65.48 -1.53 0 5,009 -30
May06 050907 67.10 67.10 65.36 65.44 -1.46 1,000 5,612 +0
Jun06 050907 66.60 66.98 65.27 65.36 -1.43 2,863 17,268 +287
Jul06 050907 66.84 66.84 65.23 65.23 -1.40 0 1,419 +0
Aug06 050907 66.70 66.70 65.09 65.09 -1.38 41 691 +0
Sep06 050907 64.95 64.95 64.95 64.95 -1.36 41 2,113 +41
Oct06 050907 64.81 64.81 64.81 64.81 -1.34 0 1,075 +0
Nov06 050907 64.66 64.66 64.66 64.66 -1.33 0 122 +0
Total Volume and Open Interest 141,536 335,196 -11,328
Gas Oil(ICE)
Sep05 050907 624.00 632.50 600.00 621.75 -10.50 18,323 28,133 -8,809
Oct05 050907 625.00 635.00 600.00 623.00 -9.75 21,165 64,502 +6,643
Nov05 050907 623.00 633.50 600.50 622.50 -8.75 5,750 24,467 +230
Dec05 050907 621.25 631.50 600.00 620.50 -8.75 3,626 31,776 +479
Jan06 050907 622.00 629.00 606.50 619.00 -8.75 1,383 19,006 +46
Feb06 050907 625.50 625.50 616.25 616.75 -8.75 801 9,808 -353
Mar06 050907 622.50 623.25 613.75 613.75 -8.75 57 9,336 -104
Apr06 050907 619.50 620.00 610.25 610.25 -8.50 85 5,477 +60
May06 050907 615.25 615.25 606.75 606.75 -7.75 25 1,033 +0
Jun06 050907 612.00 612.00 602.25 603.75 -7.50 355 13,689 +273
Total Volume and Open Interest 53,305 233,547 -514
US Dollar Index(NYBOT)
Sep05 050907 86.66 87.01 86.26 86.92 +0.38 4,868 17,374 +1,079
Dec05 050907 86.43 86.80 86.05 86.70 +0.37 413 3,478 +280
Mar06 050907 86.53 86.53 86.53 86.53 +0.37 0 12 +1
Total Volume and Open Interest 5,281 20,866 +1,360
Australian Dollar(CME)
Sep05 050907 76.78 76.90 76.57 76.66 -0.15 4,429 63,789 +2,833
Dec05 050907 76.46 76.56 76.18 76.33 -0.16 223 1,480 +599
Mar06 050907 76.02 76.08 76.02 76.08 -0.16 1 2 +0
Total Volume and Open Interest 4,653 65,292 +3,432
British Pound(CME)
Sep05 050907 183.92 184.16 183.48 183.62 -0.69 7,548 76,227 -7,612
Dec05 050907 183.60 183.95 183.25 183.33 -0.68 514 4,260 +2,990
Mar06 050907 182.95 182.95 182.95 182.95 -0.68 10 34 +10
Total Volume and Open Interest 8,072 80,522 -4,612
Canadian Dollar(CME)
Sep05 050907 84.06 84.48 83.79 84.12 unch 4,479 106,764 +1,410
Dec05 050907 84.27 84.66 84.00 84.32 unch 2,007 9,565 +2,191
Mar06 050907 84.52 84.85 84.51 84.54 unch 4 1,017 +1
Jun06 050907 84.96 84.96 84.76 84.76 unch 0 70 +0
Total Volume and Open Interest 6,490 117,451 +3,607
Japanese Yen(CME)
Sep05 050907 91.03 91.11 90.75 90.84 -0.56 6,224 144,230 -767
Dec05 050907 91.91 91.91 91.68 91.72 -0.55 647 31,590 +801
Mar06 050907 92.60 92.60 92.60 92.60 -0.54 9 119 +8
Total Volume and Open Interest 6,880 175,986 +42
Swiss Franc(CME)
Sep05 050907 80.78 80.87 80.42 80.54 -0.42 2,440 59,277 -1,132
Dec05 050907 81.40 81.47 81.10 81.17 -0.42 801 2,151 +949
Mar06 050907 81.82 81.82 81.82 81.82 -0.42 0 27 +0
Total Volume and Open Interest 3,241 61,472 -183
EuroFX(CME)
Sep05 050907 124.63 124.77 124.12 124.25 -0.62 13,288 146,246 -1,896
Dec05 050907 125.15 125.27 124.70 124.79 -0.60 1,699 13,798 +2,071
Mar06 050907 125.30 125.34 125.30 125.34 -0.60 15 615 +4
Total Volume and Open Interest 15,014 161,018 +181
Mexican Peso(CME)
Sep05 050907 9347.0 9360.0 9297.0 9302.0 -43.0 5,006 67,943 +1,254
Dec05 050907 9170.0 9172.0 9165.0 9172.0 -48.0 357 6,840 +629
Total Volume and Open Interest 5,365 75,752 +1,883
30-Year T-Bonds(CBOT)
Sep05 050907 117~11 117~16 116~10 116~21 -0~27 40,940 109,273 -31,029
Dec05 050907 117~02 117~04 115~29 116~09 -0~27 251,760 561,112 +20,979
Mar06 050907 116~24 116~24 115~29 116~00 -0~27 68 1,217 +10
Total Volume and Open Interest 292,769 671,609 -10,040
10-Year T-Notes(CBOT)
Sep05 050907 112~275 112~295 112~120 112~185 -0~095 118,493 471,361 -21,800
Dec05 050907 111~265 111~280 111~095 111~165 -0~110 600,054 1,376,415 +32,692
Total Volume and Open Interest 719,147 1,851,137 +11,181
5-Year T-Notes(CBOT)
Sep05 050907 108~135 108~135 108~050 108~085 -0~065 46,641 0 +0
Dec05 050907 108~080 108~085 107~310 108~025 -0~070 387,879 0 +0
Mar06 050907 107~300 107~300 107~300 107~300 -0~065 130 1,000 +0
Total Volume and Open Interest 434,650 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050907 103~092 103~092 103~080 103~082 -0~012 1,676 67,642 -7,657
Dec05 050907 103~073 103~073 103~060 103~062 -0~014 2,538 320,295 +3,649
Total Volume and Open Interest 4,214 387,937 -4,008
Eurodollars(CME)
Sep05 050907 96.170 96.173 96.105 96.118 -0.045 45,974 1,115,528 +1,530
Dec05 050907 95.980 95.980 95.910 95.925 -0.060 53,015 1,046,689 -40,702
Mar06 050907 95.905 95.905 95.825 95.840 -0.070 34,975 1,177,033 -27,470
Jun06 050907 95.855 95.855 95.780 95.795 -0.070 35,773 994,668 -9,089
Sep06 050907 95.825 95.830 95.750 95.765 -0.065 509,577 734,180 -7,557
Dec06 050907 95.775 95.780 95.710 95.725 -0.060 32,603 629,867 -743
Mar07 050907 95.755 95.755 95.695 95.715 -0.055 21,324 477,158 -3,438
Jun07 050907 95.740 95.740 95.675 95.695 -0.050 24,973 357,000 +773
Sep07 050907 95.715 95.715 95.665 95.680 -0.045 13,940 251,075 +251
Dec07 050907 95.680 95.680 95.630 95.645 -0.045 12,680 231,685 +965
Mar08 050907 95.670 95.670 95.620 95.635 -0.045 5,740 205,530 -471
Jun08 050907 95.645 95.645 95.605 95.610 -0.045 5,964 187,506 +1,240
Sep08 050907 95.620 95.620 95.570 95.585 -0.045 11,661 174,820 -4,776
Dec08 050907 95.580 95.580 95.530 95.545 -0.045 10,504 132,705 -494
Mar09 050907 95.565 95.565 95.515 95.525 -0.050 7,674 120,955 -2,623
Jun09 050907 95.530 95.530 95.485 95.490 -0.050 7,525 106,801 -1,548
Sep09 050907 95.500 95.500 95.445 95.460 -0.050 5,368 87,013 -1,232
Dec09 050907 95.455 95.455 95.410 95.415 -0.050 3,159 70,610 -530
Total Volume and Open Interest 373,961 8,296,784 -74,942
3-Mth Euro-Yen(CME)
Sep05 050907 99.91 99.91 99.91 99.91 unch 100 5,314 +5
Dec05 050907 99.89 99.90 99.89 99.90 unch 0 7,178 -26
Mar06 050907 99.86 99.86 99.86 99.86 unch 0 5,405 -100
Jun06 050907 99.81 99.81 99.81 99.81 unch 318 6,005 -40
Sep06 050907 99.75 99.75 99.75 99.75 unch 0 3,833 +141
Dec06 050907 99.67 99.67 99.67 99.67 -0.01 0 4,328 +0
Mar07 050907 99.60 99.60 99.60 99.60 unch 0 6,387 +0
Jun07 050907 99.52 99.52 99.52 99.52 -0.01 7 327 -4
Sep07 050907 99.44 99.44 99.44 99.44 -0.01 0 370 +0
Dec07 050907 99.36 99.36 99.36 99.36 -0.01 0 27 +0
Total Volume and Open Interest 425 39,484 -24
3-Mth Euro-Yen(SIMEX)
Sep05 050907 99.91 99.91 99.91 99.91 unch 237 76,233 -10
Dec05 050907 99.90 99.90 99.89 99.89 -0.01 812 79,772 -243
Mar06 050907 99.86 99.86 99.85 99.85 -0.01 2,659 53,427 -1,279
Jun06 050907 99.81 99.81 99.80 99.81 unch 1,055 45,198 -3,888
Sep06 050907 99.74 99.75 99.74 99.75 unch 1,990 31,001 +339
Dec06 050907 99.67 99.68 99.67 99.67 -0.01 1,411 60,312 +136
Mar07 050907 99.60 99.60 99.60 99.60 unch 283 26,535 -61
Jun07 050907 99.52 99.53 99.52 99.53 unch 377 13,165 +265
Total Volume and Open Interest 8,924 440,693 -4,593
German Euro-Bund(EUREX)
Sep05 050907 124.14 124.30 123.96 124.02 -0.19 1,713,450 933,095 -234,682
Dec05 050907 123.20 123.38 123.02 123.09 -0.21 736,684 440,616 +201,836
Mar06 050907 123.42 123.63 123.35 123.35 -0.21 1,870 215 +26
Total Volume and Open Interest 2,452,004 1,373,926 -32,820
German Euro-Bobl(EUREX)
Sep05 050907 115.61 115.70 115.57 115.58 -0.09 883,109 588,828 -171,616
Dec05 050907 114.79 114.88 114.75 114.76 -0.10 484,162 368,587 +168,057
Mar06 050907 114.97 114.97 114.97 114.97 -0.10 665 4 +0
Total Volume and Open Interest 1,367,936 957,419 -3,559
Long Gilt(LIFFE)
Sep05 050907 113~27 113~31 113~22 113~23 -0~07 11,648 30,040 -11,638
Dec05 050907 113~20 113~23 113~13 113~14 -0~06 33,844 198,954 +13,230
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050907 95.43 95.43 95.42 95.43 -0.01 2,976 253,370 +433
Dec05 050907 95.58 95.59 95.56 95.57 -0.02 27,031 337,517 +16,188
Mar06 050907 95.69 95.72 95.66 95.68 -0.03 33,644 393,904 +21,364
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050907 97.870 97.870 97.865 97.870 unch 15,657 499,576 +6,793
Dec05 050907 97.870 97.875 97.855 97.870 unch 53,574 656,826 +17,385
Mar06 050907 97.870 97.875 97.850 97.870 unch 60,182 642,128 +40,682
Total Volume and Open Interest 265,182 3,355,840 +87,486
3-Mth Aus T-Bills(SFE)
Sep05 050907 94.39 94.39 94.37 94.38 -0.02 12,709 50,882 -16,927
Dec05 050907 94.49 94.49 94.44 94.46 -0.06 25,791 268,812 -25,411
Mar06 050907 94.59 94.59 94.52 94.54 -0.10 8,932 114,862 -13,072
Jun06 050907 94.68 94.68 94.59 94.62 -0.10 3,332 81,259 -8,567
Sep06 050907 94.65 94.65 94.59 94.62 -0.10 1,322 34,201 -1,125
Dec06 050907 94.61 94.61 94.55 94.59 -0.09 990 24,871 +177
Mar07 050907 94.57 94.57 94.52 94.55 -0.09 576 18,669 -3,926
Jun07 050907 94.53 94.53 94.49 94.50 -0.10 396 23,274 -1,087
Sep07 050907 94.49 94.49 94.48 94.48 -0.08 0 2,182 -135
Dec07 050907 94.45 94.45 94.45 94.45 -0.08 0 2,118 -84
Total Volume and Open Interest 54,048 623,523 -70,207
10-Year Aus T-Bonds(SFE)
Sep05 050907 94.90 94.92 94.83 94.86 -0.08 12,999 302,422 -37,750
Dec05 050907 94.90 94.90 94.85 94.86 -0.09 11 3,367 +224
Total Volume and Open Interest 13,010 305,789 -37,526
3-Year Aus T-Bonds(SFE)
Sep05 050907 94.97 94.98 94.91 94.93 -0.09 40,961 463,521 -64,798
Dec05 050907 94.99 94.99 94.93 94.95 -0.08 1,029 6,539 +1,662
Total Volume and Open Interest 41,990 470,060 -63,136
Gold(CMX)
Oct05 050907 444.3 447.0 444.0 446.0 +0.5 1,291 20,568 -309
Dec05 050907 447.5 450.2 447.3 449.0 +0.4 32,062 231,327 +6,762
Feb06 050907 452.6 453.0 451.6 452.2 +0.4 259 8,223 -2
Apr06 050907 456.3 456.3 455.3 455.3 +0.4 79 5,060 +50
Jun06 050907 458.5 458.5 458.5 458.5 +0.5 327 10,358 +260
Aug06 050907 461.7 461.7 461.7 461.7 +0.5 45 1,348 -9
Oct06 050907 465.0 465.0 465.0 465.0 +0.5 112 2,118 +100
Dec06 050907 467.2 469.5 467.2 468.2 +0.5 255 5,639 +72
Feb07 050907 471.5 471.5 471.5 471.5 +0.5 330 4,500 +319
Apr07 050907 474.8 474.8 474.8 474.8 +0.5      
Jun07 050907 478.1 478.1 478.1 478.1 +0.6 150 4,183 +150
Total Volume and Open Interest 35,012 299,192 +7,384
Silver(CMX)
Sep05 050907 706.5 709.0 705.0 705.1 +2.0 140 974 -67
Dec05 050907 708.0 715.5 707.5 711.8 +2.0 13,777 86,960 +5
Mar06 050907 717.0 721.0 717.0 717.0 +1.3 47 5,033 +25
May06 050907 719.2 719.2 719.2 719.2 +0.4 160 1,129 +141
Jul06 050907 726.0 726.0 721.3 721.3 -0.2 116 6,641 +104
Sep06 050907 723.7 723.7 723.7 723.7 -0.6 0 1,639 +0
Dec06 050907 734.0 734.0 726.1 726.1 -1.4 26 7,288 -3
Total Volume and Open Interest 14,305 112,175 +237
Platinum(NYM)
Oct05 050907 907.0 910.5 905.2 908.9 -2.5 653 9,524 +92
Jan06 050907 905.0 910.0 905.0 907.4 -2.5 63 1,661 +23
Apr06 050907 904.9 904.9 904.9 904.9 -2.5 2 134 +2
Total Volume and Open Interest 718 11,319 +117
Palladium(NYME)
Sep05 050907 183.40 183.40 182.40 182.40 -0.40 31 577 -66
Dec05 050907 185.50 186.00 184.05 184.70 -0.50 283 12,702 -19
Mar06 050907 186.70 186.70 186.70 186.70 -0.50 0 36 +0
Total Volume and Open Interest 314 13,315 -85
Copper(CMX)
Sep05 050907 174.00 174.00 171.75 172.10 -1.50 773 7,999 -567
Dec05 050907 166.40 166.50 164.05 164.70 -1.40 6,635 76,745 +167
Mar06 050907 159.00 159.00 157.00 157.40 -1.20 218 8,673 +3
May06 050907 153.00 153.00 152.00 152.45 -1.15 127 1,667 +121
Jul06 050907 148.50 148.50 147.50 147.90 -1.10 4 919 +4
Total Volume and Open Interest 8,091 105,839 -225
Aluminum(CMX)
Sep05 050907 86.00 86.00 86.00 86.00 -0.25 0 6 +0
Oct05 050907 86.50 86.50 86.50 86.50 -0.25 0 516 +0
Nov05 050907 87.00 87.00 87.00 87.00 -0.25 0 561 +0
Dec05 050907 87.50 87.50 87.50 87.50 -0.25 0 1,078 +0
Jan06 050907 87.60 87.60 87.60 87.60 -0.15 0 70 +0
Feb06 050907 87.70 87.70 87.70 87.70 -0.05 0 70 +0
Total Volume and Open Interest 0 2,566 +0
DJIA Index(CBOT)
Sep05 050907 10588 10640 10570 10623 +35 6,687 29,412 +261
Dec05 050907 10630 10680 10610 10665 +37 2,600 5,231 +2,444
Mar06 050907 10710 10710 10710 10710 +37 0 8 +0
Total Volume and Open Interest 9,287 34,651 +2,705
S & P 500(CME)
Sep05 050907 1233.30 1237.90 1231.30 1235.50 +1.30 87,429 464,897 -33,011
Dec05 050907 1239.50 1243.80 1238.00 1241.90 +1.40 52,603 217,115 +45,615
Mar06 050907 1248.40 1248.40 1248.40 1248.40 +1.60 39 4,665 +24
Jun06 050907 1255.70 1255.70 1255.70 1255.70 +1.40 12 695 +4
Total Volume and Open Interest 140,099 687,444 +12,645
S & P 500 E-Mini(Globex)
Sep05 050907 1234.25 1238.00 1231.25 1235.50 +1.25 802,369 1,058,986 +16,734
Dec05 050907 1240.50 1244.25 1237.75 1242.00 +1.50 34,000 142,762 +23,525
Total Volume and Open Interest 836,369 1,201,748 +40,259
NASDAQ 100(CME)
Sep05 050907 1596.00 1603.00 1591.50 1598.50 unch 8,763 54,709 +2,012
Dec05 050907 1610.50 1615.00 1610.00 1611.50 unch 749 3,638 +513
Mar06 050907 1620.00 1625.00 1620.00 1625.00 unch 0 2 +0
Total Volume and Open Interest 9,512 58,349 +2,525
NASDAQ 100 E-Mini(Globex)
Sep05 050907 1598.50 1603.00 1592.00 1598.50 unch 230,045 328,834 -4,819
Dec05 050907 1610.00 1616.00 1605.50 1611.50 unch 3,898 5,979 +1,957
Total Volume and Open Interest 233,943 334,813 -2,862
S & P Midcap 400(CME)
Sep05 050907 715.50 718.80 714.50 717.80 +2.40 361 12,397 +1
Dec05 050907 719.50 723.75 719.50 722.25 +2.40 88 1,178 +85
Mar06 050907 725.00 725.00 725.00 725.00 +2.40      
Total Volume and Open Interest 616 13,498 -77
Russell 2000(CME)
Sep05 050907 674.75 677.50 672.00 676.40 +2.00 1,225 34,809 -445
Dec05 050907 675.50 680.75 675.50 679.70 +2.10 771 3,332 +617
Mar06 050907 679.80 679.80 679.80 679.80 +2.00      
Total Volume and Open Interest 1,996 38,141 +172
Russell 2000 E-Mini(Globex)
Sep05 050907 674.20 677.70 671.70 676.40 +2.00 86,854 229,138 -4,353
Dec05 050907 678.00 681.00 675.50 679.70 +2.10 2,853 11,667 +1,386
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050907 1902.00 1903.50 1902.00 1903.50 +3.50 22 57 +5
Total Volume and Open Interest 22 57 +5
Nikkei 225(CME)
Sep05 050907 12690 12700 12575 12615 +10 110,093 234,616 -4,697
Dec05 050907 12655 12660 12540 12575 +10 75,753 27,603 +22,297
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050907 12690 12700 12575 12615 +10 110,093 234,616 -4,697
Dec05 050907 12655 12660 12540 12575 +10 75,753 27,603 +22,297
Mar06 050907 12565 12565 12565 12565 +45 0 60 +0
Total Volume and Open Interest 45,381 244,942 +2,068
CAC 40(MATIF)
Sep05 050907 4486.0 4501.0 4477.5 4489.5 +14.0 32,112 466,688 +11,986
Oct05 050907 4495.5 4508.0 4489.5 4498.0 +14.0 113 1,195 +17
Nov05 050907 4504.0 4504.0 4504.0 4504.0 +14.0 1 1 +0
Total Volume and Open Interest 32,226 486,872 +12,003
Hang Seng Index(HKFE)
Sep05 050907 15257 15285 15206 15228 +68 37,264 114,084 -190
Oct05 050907 15300 15313 15240 15275 +80 479 516 +239
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050907 4987.0 5008.0 4969.5 4993.0 +14.0 132,336 197,730 -1,731
Dec05 050907 5013.5 5032.0 4998.0 5019.5 +14.0 4,272 15,439 +2,836
Mar06 050907 5049.5 5059.0 5027.0 5046.5 +14.0 2,052 6,022 +626
Total Volume and Open Interest 138,660 219,191 +1,731
FT-SE 100(LIFFE)
Sep05 050907 5367.00 5377.00 5357.50 5363.50 -1.00 82,273 426,465 -19,863
Dec05 050907 5398.00 5406.00 5389.00 5393.00 -1.00 32,612 54,353 +19,134
Mar06 050907 5400.00 5400.00 5400.00 5400.00 -1.00 13 5,237 +13
Total Volume and Open Interest 114,898 494,830 -716
SPI 200(SFE)
Sep05 050907 4484.0 4502.0 4475.0 4494.0 +38.0 14,655 194,218 -9,253
Dec05 050907 4500.0 4517.0 4492.0 4509.0 +38.0 5,056 13,453 +5,121
Mar06 050907 4501.0 4510.0 4501.0 4510.0 +38.0 274 3,369 +154
Total Volume and Open Interest 19,985 214,446 -3,944
GSCI(CME)
Sep05 050907 452.10 454.50 441.00 444.00 -10.30 54 17,105 -26
Oct05 050907 455.20 455.20 446.70 446.75 -9.55 43 251 +40
Nov05 050907 452.00 452.00 448.00 448.00 -10.30 0 1 +0
Total Volume and Open Interest 97 17,357 +14
Reuters CRB Index(NYBOT)
Nov05 050907 323.50 324.00 322.00 322.25 -3.25 10 385 -3
Jan06 050907 321.75 321.75 321.75 321.75 -3.25 0 417 +0
Feb06 050907 321.25 321.25 321.25 321.25 -3.25 0 7 +0
Total Volume and Open Interest 11 1,012 -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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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!