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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu September 08, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050908 592.00 595.00 590.00 590.50 -4.50 944 2,064 +71
Nov05 050908 603.00 605.00 599.50 600.50 -5.75 36,282 176,769 -2,866
Jan06 050908 610.50 613.00 607.50 608.50 -5.00 3,931 20,103 +775
Mar06 050908 618.00 620.00 614.00 616.50 -4.25 2,634 14,216 +610
May06 050908 622.00 622.75 619.00 620.25 -4.00 849 15,276 +208
Jul06 050908 624.50 627.00 623.00 624.25 -4.50 1,513 9,818 +651
Aug06 050908 622.00 622.00 622.00 622.00 -4.00 1 348 +1
Total Volume and Open Interest 47,803 245,664 +218
Soybean Meal(CBOT)
Sep05 050908 183.50 184.50 182.30 184.40 -0.40 1,823 2,796 -529
Oct05 050908 184.80 185.30 183.20 184.90 -1.00 7,589 19,839 +308
Dec05 050908 186.00 187.90 185.30 186.80 -1.00 11,787 55,285 +802
Jan06 050908 187.50 189.00 186.90 187.70 -1.20 2,013 8,147 +272
Mar06 050908 190.00 191.80 189.50 190.70 -1.10 1,096 8,369 +149
May06 050908 191.00 192.50 190.10 191.50 -1.00 1,033 11,078 -1
Jul06 050908 192.50 194.00 192.00 193.30 -0.50 875 5,943 +441
Aug06 050908 193.50 193.50 192.50 193.50 -0.20 52 1,311 +18
Total Volume and Open Interest 26,416 115,578 +1,504
Soybean Oil(CBOT)
Sep05 050908 22.58 22.58 22.30 22.40 -0.22 2,819 1,397 -574
Oct05 050908 22.65 22.67 22.37 22.45 -0.23 5,868 18,112 -1,270
Dec05 050908 22.85 22.88 22.58 22.67 -0.24 12,074 82,725 -352
Jan06 050908 22.95 23.00 22.80 22.86 -0.21 1,154 8,918 +406
Mar06 050908 23.15 23.22 23.05 23.05 -0.25 349 5,553 -40
May06 050908 23.26 23.32 23.17 23.19 -0.26 350 7,710 +130
Jul06 050908 23.40 23.55 23.30 23.35 -0.25 622 5,416 +113
Aug06 050908 23.40 23.50 23.25 23.25 -0.30 3 793 +2
Total Volume and Open Interest 23,301 134,655 -1,550
Canola(WCE)
Sep05 050908 258.7 258.7 258.7 258.7 -2.7      
Nov05 050908 266.8 268.0 265.5 265.7 -2.7 3,958 39,522 -1,174
Jan06 050908 274.5 276.1 274.2 274.2 -2.5 236 17,448 -36
Mar06 050908 281.9 282.3 281.2 281.4 -1.9 84 1,352 -1
May06 050908 286.9 286.9 286.9 286.9 -2.4 0 1,476 +0
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Sep05 050908 204.00 205.00 202.50 202.75 -1.50 4,823 4,599 -1,089
Dec05 050908 216.50 218.25 215.75 216.25 -1.25 57,757 511,104 +79
Mar06 050908 228.00 229.50 227.00 227.25 -1.75 12,514 97,403 -196
May06 050908 235.00 236.25 234.00 234.00 -1.75 2,905 22,621 +1,407
Jul06 050908 240.00 241.75 239.25 239.50 -1.75 2,477 33,004 +673
Sep06 050908 246.25 247.50 245.00 245.00 -2.00 660 4,221 -160
Total Volume and Open Interest 83,905 709,408 +594
Wheat(CBOT)
Sep05 050908 303.50 309.00 303.50 309.00 +5.50 1,977 1,640 +594
Dec05 050908 319.00 325.00 317.50 323.50 +4.75 14,171 211,875 +942
Mar06 050908 332.50 338.00 331.50 336.75 +3.50 1,657 33,064 +183
May06 050908 342.50 343.00 340.00 343.00 +4.50 20 1,127 +27
Jul06 050908 343.00 348.50 342.00 347.25 +4.50 1,289 14,590 +373
Total Volume and Open Interest 19,123 263,443 +2,120
Wheat(KCBT)
Sep05 050908 334.00 339.00 332.00 337.00 +1.00 48 156 -124
Dec05 050908 342.50 349.00 340.00 348.25 +5.25 6,739 67,901 +765
Mar06 050908 344.00 349.25 343.00 348.00 +3.75 2,178 18,909 +705
May06 050908 350.00 350.00 347.00 347.00 +2.25 96 1,428 -33
Jul06 050908 344.00 348.50 343.00 347.25 +4.00 1,490 7,508 +300
Total Volume and Open Interest 10,557 96,047 +1,615
Wheat(MGE)
Sep05 050908 353.00 359.00 353.00 359.00 +10.50 114 463 -72
Dec05 050908 335.50 340.00 335.50 339.25 +3.75 2,092 19,304 -12
Mar06 050908 343.00 345.25 341.75 343.75 +2.00 504 6,903 +207
May06 050908 350.00 350.00 347.25 347.25 +0.25 46 1,264 +34
Jul06 050908 356.00 357.00 355.00 355.00 +1.50 52 152 +19
Total Volume and Open Interest 2,835 28,220 +191
Oats(CBOT)
Sep05 050908 151.50 151.50 150.00 150.50 +2.50 8 10 -15
Dec05 050908 151.50 154.75 150.50 152.75 +1.25 812 5,418 -184
Mar06 050908 160.00 160.00 160.00 160.00 +2.25 33 195 +4
May06 050908 163.00 163.00 163.00 163.00 +1.00 0 36 +0
Total Volume and Open Interest 853 5,661 -195
Rough Rice(CBOT)
Sep05 050908 6.52 6.52 6.50 6.51 -0.09 27 215 -14
Nov05 050908 6.81 6.83 6.73 6.74 -0.09 720 5,153 -132
Jan06 050908 7.00 7.00 6.93 6.93 -0.08 28 911 +22
Mar06 050908 7.22 7.22 7.15 7.16 -0.08 253 326 +189
Total Volume and Open Interest 1,028 6,626 +65
Live Cattle(CME)
Oct05 050908 83.050 83.850 82.900 83.450 +0.525 10,491 73,299 -736
Dec05 050908 85.950 86.900 85.925 86.550 +0.650 6,193 35,755 +1,834
Feb06 050908 87.900 88.525 87.850 88.375 +0.400 2,273 19,436 +754
Apr06 050908 86.050 86.800 86.050 86.700 +0.600 305 5,995 +172
Jun06 050908 81.900 82.400 81.900 82.250 +0.425 60 2,654 +26
Aug06 050908 81.550 82.075 81.550 82.050 +0.500 36 1,305 +36
Total Volume and Open Interest 19,358 138,444 +2,086
Feeder Cattle(CME)
Sep05 050908 112.300 113.600 112.250 113.450 +1.450 500 5,449 -48
Oct05 050908 110.650 112.350 110.650 112.150 +1.725 1,470 15,026 -102
Nov05 050908 109.825 111.450 109.825 111.325 +1.500 1,018 4,327 +284
Jan06 050908 106.200 107.650 106.200 107.625 +1.275 84 1,614 +28
Mar06 050908 101.550 102.750 101.550 102.550 +1.100 14 381 +5
Apr06 050908 101.100 101.750 101.100 101.600 +1.100 6 212 +4
May06 050908 101.000 101.300 100.700 101.300 +1.050 1 78 +0
Total Volume and Open Interest 3,097 27,090 +174
Lean Hogs(CME)
Oct05 050908 62.150 63.300 62.100 62.750 +0.875 6,393 55,120 -1,583
Dec05 050908 60.875 62.025 60.875 61.575 +0.700 4,486 29,780 +1,342
Feb06 050908 61.950 62.900 61.950 62.650 +0.625 1,026 12,949 +109
Apr06 050908 59.900 60.550 59.900 60.375 +0.450 307 4,063 +101
May06 050908 60.500 61.400 60.500 61.200 +0.600 12 1,052 +7
Jun06 050908 63.300 64.000 63.200 63.775 +0.625 16 1,378 +2
Jul06 050908 60.400 60.850 60.300 60.300 +0.100 3 561 +3
Aug06 050908 56.600 57.400 56.600 57.250 +0.450 12 273 +8
Total Volume and Open Interest 12,263 105,275 -4
Pork Bellies(CME)
Feb06 050908 80.300 81.800 80.300 81.025 +1.075 157 1,202 -7
Mar06 050908 80.750 80.750 80.750 80.750 +0.850 0 45 -1
May06 050908 82.550 83.200 82.550 82.900 +0.400 0 12 +0
Total Volume and Open Interest 157 1,259 -8
Class III Milk(CME)
Sep05 050908 14.25 14.32 14.22 14.30 +0.03 12 3,494 +3
Oct05 050908 14.25 14.38 14.20 14.34 +0.08 40 2,630 +12
Nov05 050908 13.65 13.73 13.65 13.66 +0.05 22 1,804 +6
Dec05 050908 13.33 13.44 13.33 13.44 +0.11 16 1,724 +5
Jan06 050908 12.70 12.78 12.70 12.78 +0.11 20 1,103 +11
Total Volume and Open Interest 293 18,980 +122
Cocoa(NYBOT)
Sep05 050908 1519 1519 1519 1519 +30 0 11 -2
Dec05 050908 1543 1570 1543 1569 +20 6,421 49,582 -1,077
Mar06 050908 1581 1600 1580 1600 +20 1,848 25,801 +73
May06 050908 1599 1620 1599 1620 +21 336 7,071 -44
Jul06 050908 1638 1638 1638 1638 +21 29 8,223 -18
Sep06 050908 1657 1657 1657 1657 +20 594 9,913 -81
Dec06 050908 1683 1683 1683 1683 +18 198 5,648 -124
Total Volume and Open Interest 9,426 113,904 -1,273
Coffee "C"(NYBOT)
Sep05 050908 92.50 93.00 90.80 92.70 +1.20 15 294 -2
Dec05 050908 95.50 96.40 94.20 95.95 +1.20 13,794 65,202 -30
Mar06 050908 99.00 99.80 97.90 99.45 +1.10 1,620 12,852 -284
May06 050908 100.70 101.70 100.00 101.40 +1.05 446 2,924 +149
Jul06 050908 103.00 103.90 102.80 103.35 +1.00 147 2,267 +65
Sep06 050908 104.50 105.30 104.40 105.10 +0.90 184 1,089 +93
Total Volume and Open Interest 16,262 85,487 -6
Orange Juice(NYBOT)
Sep05 050908 89.65 89.65 89.50 89.50 -0.80 18 81 -28
Nov05 050908 91.30 91.30 90.10 90.50 -1.30 889 18,641 +43
Jan06 050908 93.90 93.90 92.85 93.10 -1.20 59 3,005 +14
Mar06 050908 96.25 96.25 95.60 95.60 -1.10 62 1,672 +12
May06 050908 98.50 98.50 97.90 97.90 -0.80 20 221 +10
Total Volume and Open Interest 1,098 23,729 +94
Sugar #11(NYBOT)
Oct05 050908 10.10 10.30 10.09 10.18 +0.05 41,090 220,738 -13,982
Mar06 050908 10.64 10.75 10.63 10.68 +0.02 32,358 160,830 +7,629
May06 050908 10.35 10.45 10.35 10.39 +0.01 2,712 43,670 +440
Jul06 050908 10.05 10.15 10.05 10.08 +0.02 1,507 27,632 -290
Oct06 050908 9.95 10.06 9.95 10.00 +0.02 1,267 15,629 -209
Total Volume and Open Interest 81,608 479,756 -5,878
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050908 20.64 20.67 20.61 20.66 +0.02 355 3,525 -42
Jan06 050908 20.41 20.42 20.41 20.42 -0.01 129 2,075 -148
Mar06 050908 20.54 20.54 20.51 20.51 -0.01 97 1,761 +46
May06 050908 20.68 20.68 20.68 20.68 unch 124 1,927 +122
Total Volume and Open Interest 806 11,591 +19
London Cocoa(LCE)
Sep05 050908 900 914 880 913 +12 2,585 24,143 -602
Dec05 050908 882 894 877 892 +10 7,601 75,292 -874
Mar06 050908 897 908 893 907 +8 1,813 39,795 +1,004
May06 050908 908 920 908 919 +8 425 10,635 +59
Jul06 050908 925 933 925 931 +8 407 19,196 +147
Sep06 050908 947 947 945 945 +8 167 12,161 +114
Dec06 050908 956 956 956 956 +8 0 12,757 +0
Total Volume and Open Interest 13,019 196,218 -142
London Coffee(LCE)
Sep05 050908 920.00 935.00 920.00 931.00 -14.00 25 19,688 -24
Nov05 050908 940.00 954.00 933.00 948.00 -13.00 4,492 76,957 -900
Jan06 050908 970.00 976.00 957.00 971.00 -13.00 1,274 36,501 +538
Mar06 050908 976.00 990.00 976.00 988.00 -13.00 200 28,098 -24
May06 050908 1000.00 1004.00 1000.00 1004.00 -13.00 181 7,136 +150
Jul06 050908 1026.00 1026.00 1021.00 1021.00 -13.00 0 3,153 +0
Total Volume and Open Interest 6,178 172,911 -254
London Sugar(LCE)
Oct05 050908 312.00 312.00 309.00 309.60 -2.50 3,193 14,943 -947
Dec05 050908 302.00 302.00 299.80 300.40 -1.70 2,803 19,921 +906
Mar06 050908 300.60 300.70 299.40 299.40 -0.80 1,026 11,736 +302
May06 050908 296.60 296.60 296.60 296.60 +0.10 10 3,222 +4
Aug06 050908 295.50 297.00 295.50 296.00 unch 0 2,415 +0
Total Volume and Open Interest 7,088 56,992 +210
Cotton(NYBOT)
Oct05 050908 51.00 51.20 50.15 50.37 -0.88 1,073 3,787 -125
Dec05 050908 52.60 52.85 51.65 52.01 -0.87 17,614 77,081 -2,114
Mar06 050908 53.80 54.10 52.85 53.55 -0.67 3,248 19,930 +609
May06 050908 54.40 54.40 54.00 54.35 -0.68 254 1,985 +107
Jul06 050908 55.30 55.30 55.20 55.20 -0.63 76 2,043 -15
Oct06 050908 57.55 57.55 56.50 57.05 -0.50      
Total Volume and Open Interest 22,265 105,560 -1,538
Lumber(CME)
Sep05 050908 310.4 317.4 310.1 314.0 +4.4 420 816 -127
Nov05 050908 295.0 301.6 288.1 288.8 -8.8 774 2,628 -34
Jan06 050908 307.0 311.0 301.0 302.0 -4.2 130 367 +9
Mar06 050908 318.0 320.2 312.5 318.0 +2.9 79 91 +33
Total Volume and Open Interest 1,408 3,920 -118
Crude Oil(NYM)
Oct05 050908 64.95 65.15 63.10 64.49 +0.12 116,133 184,042 -10,084
Nov05 050908 65.80 65.80 63.60 65.27 +0.24 54,058 131,686 +2,814
Dec05 050908 66.00 66.35 64.40 65.92 +0.20 55,380 127,895 -9,040
Jan06 050908 66.75 66.80 65.10 66.42 +0.19 8,632 48,977 -91
Feb06 050908 67.05 67.05 65.40 66.82 +0.20 3,489 22,215 -625
Mar06 050908 66.30 67.03 66.10 67.03 +0.21 3,046 25,417 -440
Apr06 050908 67.35 67.35 66.19 67.10 +0.23 860 12,000 +94
May06 050908 67.05 67.05 67.05 67.05 +0.25 1,300 12,022 +350
Jun06 050908 66.20 66.97 65.90 66.97 +0.27 4,657 37,587 -1,556
Jul06 050908 66.84 66.84 66.84 66.84 +0.29 350 8,489 -80
Aug06 050908 66.70 66.70 66.70 66.70 +0.31 297 6,503 +225
Sep06 050908 66.56 66.56 66.56 66.56 +0.33 160 8,614 -60
Oct06 050908 66.42 66.42 66.42 66.42 +0.35 301 5,177 +1
Nov06 050908 66.27 66.27 66.27 66.27 +0.37 206 5,075 -29
Dec06 050908 66.15 66.15 65.10 66.12 +0.39 9,109 51,557 -630
Jan07 050908 65.90 65.90 65.90 65.90 +0.41 201 8,294 +0
Total Volume and Open Interest 271,038 879,135 -18,425
Heating Oil(NYM)
Oct05 050908 197.50 198.00 190.00 192.96 -3.27 27,696 65,359 -3,657
Nov05 050908 201.00 201.00 193.50 196.34 -2.56 12,745 29,896 +321
Dec05 050908 203.25 203.25 196.50 199.04 -1.86 6,322 25,189 +654
Jan06 050908 205.00 205.00 198.50 201.34 -1.46 2,219 15,491 +557
Feb06 050908 204.50 204.50 199.50 200.94 -1.06 1,116 11,493 +43
Mar06 050908 201.40 201.40 196.25 197.99 -0.91 1,321 9,479 +582
Apr06 050908 195.00 195.00 191.00 192.64 -0.76 123 5,496 -1
May06 050908 188.25 188.25 187.75 187.89 -0.61 25 2,273 -13
Jun06 050908 184.55 184.55 182.00 184.34 -0.46 89 5,798 -10
Jul06 050908 184.50 184.50 184.14 184.14 -0.36 144 1,664 +47
Aug06 050908 185.00 185.09 185.00 185.09 -0.26 12 384 +0
Sep06 050908 186.75 186.75 186.64 186.64 -0.16 0 1,222 +0
Total Volume and Open Interest 51,939 177,283 -1,463
Unleaded Gas(NYM)
Oct05 050908 206.00 207.00 197.00 203.55 +1.33 34,686 61,055 -4,469
Nov05 050908 194.00 195.00 186.00 194.52 +4.07 11,373 27,410 +1,064
Dec05 050908 186.50 187.87 182.00 187.87 +3.92 4,843 16,336 -295
Jan06 050908 184.50 186.12 181.75 186.12 +3.22 1,512 12,089 -575
Feb06 050908 182.00 185.00 181.00 185.00 +2.85 365 4,795 +44
Mar06 050908 183.00 184.65 183.00 184.65 +2.60 406 3,349 +170
Apr06 050908 194.95 194.95 194.95 194.95 +2.50 587 4,806 +553
May06 050908 195.00 195.65 195.00 195.65 +2.40 295 2,863 +130
Jun06 050908 193.00 195.55 193.00 195.55 +2.25 211 1,559 -20
Jul06 050908 192.60 194.80 192.00 194.80 +2.20 11 689 +11
Aug06 050908 191.15 193.30 191.00 193.30 +2.15 200 1,362 -140
Sep06 050908 188.35 191.00 188.35 190.45 +2.10 0 25 +0
Total Volume and Open Interest 54,291 136,291 -3,434
Natural Gas(NYM)
Oct05 050908 11.260 11.380 10.900 11.347 +0.146 27,814 81,909 +426
Nov05 050908 11.690 11.900 11.410 11.867 +0.221 11,694 49,484 -1,027
Dec05 050908 12.040 12.300 11.820 12.257 +0.261 8,612 42,611 +788
Jan06 050908 12.330 12.542 12.100 12.542 +0.256 8,428 40,937 +271
Feb06 050908 12.250 12.455 12.050 12.455 +0.246 3,503 23,245 +412
Mar06 050908 11.960 12.177 11.780 12.177 +0.241 5,464 41,247 -279
Apr06 050908 9.540 9.677 9.470 9.677 +0.171 3,666 26,998 +425
May06 050908 9.200 9.322 9.160 9.322 +0.161 1,872 23,398 +286
Jun06 050908 9.210 9.347 9.195 9.347 +0.160 946 8,390 +597
Jul06 050908 9.220 9.388 9.220 9.388 +0.160 560 12,429 +253
Aug06 050908 9.270 9.431 9.270 9.431 +0.160 2,703 12,994 +1,160
Sep06 050908 9.230 9.407 9.230 9.407 +0.160 433 10,056 -174
Oct06 050908 9.275 9.436 9.220 9.436 +0.160 3,995 19,818 +1,735
Nov06 050908 9.620 9.806 9.620 9.806 +0.160 978 8,749 +328
Dec06 050908 10.020 10.166 9.980 10.166 +0.160 2,083 9,924 +704
Jan07 050908 10.220 10.446 10.220 10.446 +0.160 860 10,403 +127
Total Volume and Open Interest 90,473 526,907 +7,180
Brent Crude Oil(ICE)
Oct05 050908 63.23 63.74 61.59 63.08 +0.19 60,281 49,080 -5,867
Nov05 050908 63.80 64.32 62.23 63.67 +0.10 41,489 105,889 -1,485
Dec05 050908 64.55 64.97 62.95 64.39 +0.13 21,199 44,016 +408
Jan06 050908 65.16 65.40 63.45 64.87 +0.10 7,645 23,421 +1,313
Feb06 050908 65.54 65.70 64.16 65.21 +0.05 3,957 11,782 +1,872
Mar06 050908 65.68 65.92 64.68 65.43 +0.03 1,447 7,022 -247
Apr06 050908 65.97 65.97 64.77 65.50 +0.02 1,404 4,438 -571
May06 050908 65.88 65.88 64.75 65.47 +0.03 125 5,697 +85
Jun06 050908 65.62 65.78 64.22 65.39 +0.03 1,829 17,810 +542
Jul06 050908 65.26 65.26 65.26 65.26 +0.03 50 1,444 +25
Aug06 050908 65.13 65.13 65.13 65.13 +0.04 25 689 -2
Sep06 050908 65.00 65.00 65.00 65.00 +0.05 0 2,113 +0
Oct06 050908 64.87 64.87 64.87 64.87 +0.06 0 1,075 +0
Nov06 050908 64.74 64.74 64.74 64.74 +0.08 0 122 +0
Total Volume and Open Interest 145,227 330,952 -4,244
Gas Oil(ICE)
Sep05 050908 600.00 615.75 584.00 593.25 -28.50 19,368 22,359 -5,774
Oct05 050908 602.50 623.00 586.50 596.25 -26.75 25,267 65,428 +926
Nov05 050908 618.00 619.75 591.25 600.25 -22.25 6,694 24,950 +483
Dec05 050908 617.50 617.75 595.50 602.25 -18.25 4,475 31,773 -3
Jan06 050908 607.25 609.25 591.75 602.25 -16.75 1,208 18,813 -193
Feb06 050908 610.00 610.00 597.25 600.50 -16.25 632 9,842 +34
Mar06 050908 604.75 604.75 588.25 597.75 -16.00 51 9,386 +50
Apr06 050908 600.00 600.00 585.00 594.00 -16.25 102 5,477 +0
May06 050908 598.25 599.00 581.75 590.00 -16.75 72 1,083 +50
Jun06 050908 590.75 596.25 579.75 587.25 -16.50 200 13,847 +158
Total Volume and Open Interest 58,339 229,368 -4,179
US Dollar Index(NYBOT)
Sep05 050908 86.97 87.15 86.68 87.00 +0.08 4,696 16,465 -909
Dec05 050908 86.77 86.92 86.48 86.78 +0.08 1,389 4,390 +912
Mar06 050908 86.61 86.61 86.61 86.61 +0.08 0 12 +0
Total Volume and Open Interest 6,085 20,869 +3
Australian Dollar(CME)
Sep05 050908 76.97 77.33 76.95 77.22 +0.56 3,715 66,099 +2,310
Dec05 050908 76.66 77.05 76.66 76.89 +0.56 149 2,027 +547
Mar06 050908 76.64 76.64 76.64 76.64 +0.56 1 2 +0
Total Volume and Open Interest 3,865 68,149 +2,857
British Pound(CME)
Sep05 050908 183.66 184.38 183.36 183.54 -0.08 10,399 74,733 -1,494
Dec05 050908 183.38 184.07 183.02 183.25 -0.08 3,802 8,445 +4,185
Mar06 050908 182.95 182.95 182.87 182.87 -0.08 0 34 +0
Total Volume and Open Interest 14,201 83,213 +2,691
Canadian Dollar(CME)
Sep05 050908 84.60 84.72 84.45 84.64 +0.52 17,984 105,717 -1,047
Dec05 050908 84.80 84.92 84.68 84.84 +0.52 5,590 16,221 +6,656
Mar06 050908 85.02 85.06 85.02 85.06 +0.52 24 1,035 +18
Jun06 050908 85.28 85.28 85.28 85.28 +0.52 54 121 +51
Total Volume and Open Interest 23,652 123,129 +5,678
Japanese Yen(CME)
Sep05 050908 90.61 90.80 90.45 90.56 -0.28 6,597 143,356 -874
Dec05 050908 91.48 91.62 91.35 91.44 -0.28 2,850 36,989 +5,399
Mar06 050908 92.32 92.32 92.32 92.32 -0.28 7 122 +3
Total Volume and Open Interest 9,454 180,514 +4,528
Swiss Franc(CME)
Sep05 050908 80.59 80.74 80.27 80.43 -0.11 3,199 57,938 -1,339
Dec05 050908 81.22 81.40 80.90 81.06 -0.11 1,010 2,752 +601
Mar06 050908 81.71 81.71 81.71 81.71 -0.11 0 27 +0
Total Volume and Open Interest 4,209 60,764 -708
EuroFX(CME)
Sep05 050908 124.24 124.57 123.86 124.06 -0.19 14,821 145,518 -728
Dec05 050908 124.77 125.11 124.43 124.60 -0.19 3,351 15,269 +1,471
Mar06 050908 125.35 125.35 125.10 125.15 -0.19 1 596 -19
Total Volume and Open Interest 18,174 161,740 +722
Mexican Peso(CME)
Sep05 050908 9317.0 9350.0 9290.0 9310.0 +8.0 15,962 66,804 -1,139
Dec05 050908 9187.0 9220.0 9175.0 9180.0 +8.0 6,930 7,146 +306
Total Volume and Open Interest 22,894 74,919 -833
30-Year T-Bonds(CBOT)
Sep05 050908 116~21 117~03 116~17 116~21 unch 38,106 87,682 -21,591
Dec05 050908 116~09 116~22 116~04 116~09 unch 426,328 572,314 +11,202
Mar06 050908 116~06 116~10 115~28 116~00 unch 73 1,236 +19
Total Volume and Open Interest 464,507 661,239 -10,370
10-Year T-Notes(CBOT)
Sep05 050908 112~195 112~260 112~100 112~160 -0~025 103,326 441,712 -29,649
Dec05 050908 111~160 111~250 111~140 111~165 unch 842,110 1,401,955 +25,540
Total Volume and Open Interest 946,503 1,847,386 -3,751
5-Year T-Notes(CBOT)
Sep05 050908 108~125 108~125 108~060 108~060 -0~025 58,676 0 +0
Dec05 050908 108~075 108~085 107~310 108~005 -0~020 545,412 0 +0
Mar06 050908 107~280 107~280 107~280 107~280 -0~020 0 1,000 +0
Total Volume and Open Interest 604,088 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050908 103~077 103~080 103~077 103~080 -0~002 7,613 54,842 -12,800
Dec05 050908 103~069 103~072 103~056 103~060 -0~002 8,595 334,263 +13,968
Total Volume and Open Interest 16,208 389,105 +1,168
Eurodollars(CME)
Sep05 050908 96.135 96.143 96.120 96.122 +0.005 44,340 1,102,634 -12,894
Dec05 050908 95.945 95.960 95.895 95.910 -0.015 51,252 1,046,927 +238
Mar06 050908 95.875 95.885 95.815 95.830 -0.010 44,391 1,118,587 -58,446
Jun06 050908 95.830 95.845 95.770 95.785 -0.010 37,424 972,605 -22,063
Sep06 050908 95.750 95.815 95.735 95.755 -0.010 306,484 749,155 +14,975
Dec06 050908 95.765 95.765 95.700 95.720 -0.005 35,644 630,090 +223
Mar07 050908 95.755 95.765 95.690 95.710 -0.005 26,645 470,615 -6,543
Jun07 050908 95.730 95.740 95.675 95.695 unch 27,077 354,803 -2,197
Sep07 050908 95.720 95.725 95.670 95.680 unch 11,122 250,658 -417
Dec07 050908 95.705 95.705 95.640 95.650 +0.005 9,788 229,852 -1,833
Mar08 050908 95.675 95.675 95.635 95.640 +0.005 8,658 205,394 -136
Jun08 050908 95.650 95.670 95.610 95.620 +0.010 8,330 188,529 +1,023
Sep08 050908 95.630 95.630 95.595 95.595 +0.010 8,810 175,905 +1,085
Dec08 050908 95.605 95.605 95.555 95.555 +0.010 4,769 132,759 +54
Mar09 050908 95.575 95.575 95.535 95.535 +0.010 5,088 121,238 +283
Jun09 050908 95.540 95.540 95.500 95.505 +0.015 4,069 107,469 +668
Sep09 050908 95.505 95.505 95.475 95.475 +0.015 4,072 87,341 +328
Dec09 050908 95.460 95.460 95.430 95.430 +0.015 3,645 69,928 -682
Total Volume and Open Interest 378,447 8,220,309 -76,475
3-Mth Euro-Yen(CME)
Sep05 050908 99.91 99.91 99.91 99.91 unch 11 5,260 -54
Dec05 050908 99.90 99.90 99.90 99.90 unch 9 6,853 -325
Mar06 050908 99.85 99.85 99.85 99.85 -0.01 0 5,405 +0
Jun06 050908 99.80 99.80 99.80 99.80 -0.01 150 6,130 +125
Sep06 050908 99.74 99.74 99.74 99.74 -0.01 0 3,833 +0
Dec06 050908 99.67 99.67 99.67 99.67 unch 0 5,528 +1,200
Mar07 050908 99.59 99.59 99.59 99.59 -0.01 0 6,387 +0
Jun07 050908 99.52 99.52 99.52 99.52 unch 5 324 -3
Sep07 050908 99.44 99.44 99.44 99.44 unch 0 370 +0
Dec07 050908 99.36 99.36 99.36 99.36 unch 0 27 +0
Total Volume and Open Interest 175 40,427 +943
3-Mth Euro-Yen(SIMEX)
Sep05 050908 99.91 99.91 99.91 99.91 unch 1,495 75,336 -897
Dec05 050908 99.89 99.89 99.89 99.89 unch 2,211 80,375 +603
Mar06 050908 99.85 99.85 99.85 99.85 unch 406 53,518 +91
Jun06 050908 99.80 99.81 99.80 99.80 -0.01 1,200 45,265 +67
Sep06 050908 99.74 99.75 99.74 99.75 unch 879 30,801 -200
Dec06 050908 99.67 99.68 99.67 99.67 unch 2,003 61,464 +1,152
Mar07 050908 99.59 99.59 99.58 99.59 -0.01 25 26,510 -25
Jun07 050908 99.52 99.53 99.52 99.52 -0.01 237 13,282 +117
Total Volume and Open Interest 8,506 441,651 +958
German Euro-Bund(EUREX)
Sep05 050908 123.98 124.20 123.97 124.03 +0.01 1,247,565 562,717 -370,378
Dec05 050908 123.07 123.46 123.04 123.40 +0.31 1,143,633 796,063 +355,447
Mar06 050908 123.35 123.69 123.35 123.69 +0.34 807 571 +356
Total Volume and Open Interest 2,392,005 1,359,351 -14,575
German Euro-Bobl(EUREX)
Sep05 050908 115.58 115.67 115.57 115.58 unch 615,906 378,661 -210,167
Dec05 050908 114.76 114.94 114.73 114.88 +0.12 642,061 620,500 +251,913
Mar06 050908 115.09 115.09 115.09 115.09 +0.12 190 4 +0
Total Volume and Open Interest 1,258,157 999,165 +41,746
Long Gilt(LIFFE)
Sep05 050908 113~26 113~30 113~19 113~30 +0~07 10,340 22,966 -7,074
Dec05 050908 113~14 113~23 113~09 113~20 +0~06 99,938 200,156 +1,202
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050908 95.42 95.43 95.41 95.42 -0.01 21,584 254,719 +1,349
Dec05 050908 95.57 95.57 95.55 95.56 -0.01 31,284 334,236 -3,281
Mar06 050908 95.67 95.69 95.65 95.67 -0.01 40,009 400,246 +6,342
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050908 97.870 97.870 97.865 97.865 -0.005 47,399 489,879 -9,697
Dec05 050908 97.865 97.870 97.850 97.860 -0.010 68,252 649,163 -7,663
Mar06 050908 97.865 97.875 97.845 97.865 -0.005 96,706 645,795 +3,667
Total Volume and Open Interest 515,066 3,346,553 -9,287
3-Mth Aus T-Bills(SFE)
Sep05 050908 94.37 94.38 94.36 94.37 -0.01 23,242 50,066 -816
Dec05 050908 94.45 94.46 94.41 94.43 -0.03 54,243 292,094 +23,282
Mar06 050908 94.53 94.53 94.46 94.50 -0.04 25,110 130,613 +15,751
Jun06 050908 94.61 94.61 94.52 94.57 -0.05 8,565 85,923 +4,664
Sep06 050908 94.61 94.62 94.53 94.57 -0.05 1,708 33,297 -904
Dec06 050908 94.50 94.54 94.50 94.54 -0.05 445 24,204 -667
Mar07 050908 94.49 94.50 94.46 94.50 -0.05 573 18,737 +68
Jun07 050908 94.50 94.50 94.42 94.46 -0.04 381 23,524 +250
Sep07 050908 94.48 94.48 94.44 94.44 -0.04 325 2,507 +325
Dec07 050908 94.41 94.41 94.41 94.41 -0.04 1 2,119 +1
Total Volume and Open Interest 114,593 665,477 +41,954
10-Year Aus T-Bonds(SFE)
Sep05 050908 94.85 94.87 94.81 94.84 -0.02 36,437 321,710 +19,288
Dec05 050908 94.86 94.87 94.82 94.85 -0.02 6,669 11,839 +8,472
Total Volume and Open Interest 43,106 333,549 +27,760
3-Year Aus T-Bonds(SFE)
Sep05 050908 94.91 94.93 94.86 94.89 -0.04 107,982 522,884 +59,363
Dec05 050908 94.93 94.95 94.87 94.91 -0.04 4,020 14,771 +8,232
Total Volume and Open Interest 112,002 537,655 +67,595
Gold(CMX)
Oct05 050908 446.5 451.0 446.2 447.7 +1.7 1,226 20,149 -419
Dec05 050908 449.2 453.9 449.1 450.7 +1.7 37,860 231,585 +258
Feb06 050908 452.6 456.5 452.6 453.9 +1.7 611 8,395 +172
Apr06 050908 460.5 460.5 457.1 457.1 +1.8 1 5,059 -1
Jun06 050908 460.0 463.5 460.0 460.3 +1.8 0 10,358 +0
Aug06 050908 463.5 463.5 463.5 463.5 +1.8 200 1,533 +185
Oct06 050908 469.5 469.5 466.8 466.8 +1.8 0 2,118 +0
Dec06 050908 470.0 470.0 470.0 470.0 +1.8 3 5,641 +2
Feb07 050908 473.3 473.3 473.3 473.3 +1.8 50 4,550 +50
Apr07 050908 476.6 476.6 476.6 476.6 +1.8 100 100 +100
Jun07 050908 479.9 479.9 479.9 479.9 +1.8 150 4,183 +0
Total Volume and Open Interest 41,409 300,648 +1,456
Silver(CMX)
Sep05 050908 704.0 709.0 696.6 696.6 -8.5 74 909 -65
Dec05 050908 711.0 717.0 701.0 702.8 -9.0 10,610 86,534 -426
Mar06 050908 718.0 723.0 708.4 708.4 -8.6 952 5,393 +360
May06 050908 710.9 710.9 710.9 710.9 -8.3 2 1,129 +0
Jul06 050908 725.0 725.0 713.3 713.3 -8.0 89 6,632 -9
Sep06 050908 715.9 715.9 715.9 715.9 -7.8 75 1,694 +55
Dec06 050908 725.0 725.0 718.3 718.3 -7.8 226 7,230 -58
Total Volume and Open Interest 12,291 112,143 -32
Platinum(NYM)
Oct05 050908 914.5 916.8 912.0 913.4 +4.5 522 9,648 +124
Jan06 050908 915.8 915.8 909.5 911.9 +4.5 26 1,668 +7
Apr06 050908 909.4 909.4 909.4 909.4 +4.5 0 134 +0
Total Volume and Open Interest 548 11,450 +131
Palladium(NYME)
Sep05 050908 183.50 184.50 182.50 184.15 +1.75 11 603 +26
Dec05 050908 186.00 186.90 184.70 186.35 +1.65 162 12,763 +61
Mar06 050908 190.00 190.00 188.35 188.35 +1.65 0 36 +0
Total Volume and Open Interest 173 13,402 +87
Copper(CMX)
Sep05 050908 172.10 173.30 169.20 169.65 -2.45 1,028 7,532 -467
Dec05 050908 165.00 165.70 161.10 161.85 -2.85 6,808 76,465 -280
Mar06 050908 157.30 157.30 154.75 154.75 -2.65 77 8,677 +4
May06 050908 153.00 153.00 149.85 149.85 -2.60 61 1,646 -21
Jul06 050908 148.00 148.00 145.30 145.30 -2.60 109 984 +65
Total Volume and Open Interest 8,428 105,205 -634
Aluminum(CMX)
Sep05 050908 85.00 85.00 85.00 85.00 -1.00 0 6 +0
Oct05 050908 86.50 86.50 85.50 85.50 -1.00 0 516 +0
Nov05 050908 86.00 86.00 86.00 86.00 -1.00 0 561 +0
Dec05 050908 86.50 86.50 86.50 86.50 -1.00 0 1,078 +0
Jan06 050908 86.60 86.60 86.60 86.60 -1.00 0 70 +0
Feb06 050908 86.70 86.70 86.70 86.70 -1.00 0 70 +0
Total Volume and Open Interest 0 2,566 +0
DJIA Index(CBOT)
Sep05 050908 10600 10630 10566 10594 -29 6,534 30,129 +717
Dec05 050908 10640 10675 10606 10636 -29 3,748 8,380 +3,149
Mar06 050908 10681 10681 10681 10681 -29 0 8 +0
Total Volume and Open Interest 10,282 38,517 +3,866
S & P 500(CME)
Sep05 050908 1232.50 1236.00 1229.50 1231.90 -3.60 87,918 417,931 -46,966
Dec05 050908 1239.50 1242.70 1236.00 1238.20 -3.70 63,488 261,949 +44,834
Mar06 050908 1244.70 1244.70 1244.70 1244.70 -3.70 135 4,723 +58
Jun06 050908 1252.00 1252.00 1252.00 1252.00 -3.70 10 701 +6
Total Volume and Open Interest 151,556 685,376 -2,068
S & P 500 E-Mini(Globex)
Sep05 050908 1235.25 1236.25 1229.50 1232.00 -3.50 741,436 985,758 -73,228
Dec05 050908 1241.50 1242.75 1235.75 1238.25 -3.75 119,406 233,298 +90,536
Total Volume and Open Interest 860,842 1,219,056 +17,308
NASDAQ 100(CME)
Sep05 050908 1595.00 1607.00 1594.00 1599.00 +0.50 9,814 51,000 -3,709
Dec05 050908 1607.00 1621.00 1607.00 1612.00 +0.50 6,832 9,667 +6,029
Mar06 050908 1625.50 1625.50 1625.50 1625.50 +0.50 5 7 +5
Total Volume and Open Interest 16,651 60,674 +2,325
NASDAQ 100 E-Mini(Globex)
Sep05 050908 1599.50 1606.50 1593.00 1599.00 +0.50 196,744 303,019 -25,815
Dec05 050908 1612.50 1620.00 1606.50 1612.00 +0.50 30,731 29,300 +23,321
Total Volume and Open Interest 227,475 332,319 -2,494
S & P Midcap 400(CME)
Sep05 050908 716.50 717.25 714.10 714.55 -3.25 443 12,176 -221
Dec05 050908 721.60 722.25 718.50 719.30 -2.95 173 1,322 +144
Mar06 050908 722.05 722.05 722.05 722.05 -2.95      
Total Volume and Open Interest 3,164 13,794 +296
Russell 2000(CME)
Sep05 050908 675.00 675.75 671.25 673.05 -3.35 4,727 33,723 -1,086
Dec05 050908 678.00 678.80 673.75 676.40 -3.30 3,551 6,751 +3,419
Mar06 050908 676.50 676.50 676.50 676.50 -3.30      
Total Volume and Open Interest 8,278 40,474 +2,333
Russell 2000 E-Mini(Globex)
Sep05 050908 676.40 676.50 670.20 672.70 -3.70 87,577 225,493 -3,645
Dec05 050908 679.50 679.80 673.60 676.40 -3.30 17,957 26,885 +15,218
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050908 1895.50 1905.00 1895.50 1904.50 +1.00 1 56 -1
Total Volume and Open Interest 1 56 -1
Nikkei 225(CME)
Sep05 050908 12655 12660 12495 12540 -75 120,997 204,044 -30,572
Dec05 050908 12625 12625 12455 12495 -80 96,052 95,840 +68,237
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050908 12655 12660 12495 12540 -75 120,997 204,044 -30,572
Dec05 050908 12625 12625 12455 12495 -80 96,052 95,840 +68,237
Mar06 050908 12485 12485 12485 12485 -80      
Total Volume and Open Interest 217,049 300,187 +55,245
CAC 40(MATIF)
Sep05 050908 4485.0 4489.0 4454.5 4470.5 -19.0 55,753 482,679 +15,991
Oct05 050908 4492.5 4492.5 4465.5 4479.0 -19.0 336 1,408 +213
Nov05 050908 4480.0 4485.0 4480.0 4485.0 -19.0 0 1 +0
Total Volume and Open Interest 56,259 503,293 +16,421
Hang Seng Index(HKFE)
Sep05 050908 15245 15245 15133 15145 -83 25,079 111,948 -2,136
Oct05 050908 15272 15280 15170 15180 -95 249 665 +149
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050908 4993.5 5002.5 4969.5 4990.0 -3.0 145,308 201,955 +4,225
Dec05 050908 5020.0 5028.0 4996.0 5016.5 -3.0 4,662 16,753 +1,314
Mar06 050908 5042.0 5054.0 5024.0 5043.5 -3.0 500 5,913 -109
Total Volume and Open Interest 150,470 224,621 +5,430
FT-SE 100(LIFFE)
Sep05 050908 5361.00 5368.00 5341.50 5344.50 -19.00 70,346 408,302 -18,163
Dec05 050908 5391.00 5396.00 5371.50 5374.00 -19.00 31,896 74,730 +20,377
Mar06 050908 5396.00 5399.50 5380.50 5380.50 -19.50 0 5,237 +0
Total Volume and Open Interest 102,242 497,044 +2,214
SPI 200(SFE)
Sep05 050908 4502.0 4511.0 4459.0 4462.0 -32.0 16,396 195,240 +1,022
Dec05 050908 4529.0 4529.0 4475.0 4477.0 -32.0 4,898 17,230 +3,777
Mar06 050908 4503.0 4503.0 4478.0 4478.0 -32.0 1 3,369 +0
Total Volume and Open Interest 21,476 219,415 +4,969
GSCI(CME)
Sep05 050908 446.30 447.50 436.50 443.00 -1.00 590 17,116 +11
Oct05 050908 449.25 449.50 440.50 447.20 +0.45 123 383 +132
Nov05 050908 449.50 449.50 449.50 449.50 +1.50 1 0 -1
Total Volume and Open Interest 714 17,499 +142
Reuters CRB Index(NYBOT)
Nov05 050908 323.75 323.75 322.50 322.75 +0.50 30 387 +2
Jan06 050908 323.00 323.00 321.75 322.25 +0.50 0 417 +0
Feb06 050908 321.75 321.75 321.75 321.75 +0.50 0 7 +0
Total Volume and Open Interest 30 1,014 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

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