Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 12, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050912 570.00 575.50 567.00 575.00 -5.50 340 989 -249
Nov05 050912 579.00 585.75 575.00 585.00 -5.00 34,799 174,407 -2,635
Jan06 050912 588.00 594.00 583.25 593.50 -5.25 3,331 21,359 +522
Mar06 050912 595.00 602.00 590.00 601.25 -5.75 1,326 14,348 +19
May06 050912 600.00 606.00 600.00 605.25 -6.75 1,705 15,685 +167
Jul06 050912 604.00 612.00 603.00 610.75 -5.25 1,320 9,805 +30
Aug06 050912 607.00 608.00 607.00 607.25 -4.75 15 359 +9
Total Volume and Open Interest 43,468 244,722 -1,962
Soybean Meal(CBOT)
Sep05 050912 177.00 178.20 177.00 178.00 -2.40 1,470 1,380 -537
Oct05 050912 179.50 180.00 177.70 179.40 -2.30 6,354 19,389 +826
Dec05 050912 181.20 182.00 179.80 181.40 -2.60 10,157 56,720 +536
Jan06 050912 182.00 183.50 181.50 183.50 -1.80 897 8,496 +215
Mar06 050912 185.50 186.20 184.00 186.10 -1.90 815 8,627 +127
May06 050912 185.50 187.00 185.00 187.00 -1.80 587 11,093 -1
Jul06 050912 187.50 188.80 187.00 188.10 -2.10 938 6,250 +145
Aug06 050912 188.50 189.20 187.50 188.70 -2.10 46 1,289 +11
Total Volume and Open Interest 21,342 116,098 +1,354
Soybean Oil(CBOT)
Sep05 050912 22.00 22.04 21.85 22.04 -0.13 1,076 941 -273
Oct05 050912 22.02 22.15 21.88 22.14 -0.09 5,464 18,191 -109
Dec05 050912 22.27 22.38 22.10 22.32 -0.17 10,599 83,650 +1,064
Jan06 050912 22.35 22.52 22.32 22.49 -0.18 960 8,825 +51
Mar06 050912 22.60 22.68 22.50 22.68 -0.17 338 5,675 +73
May06 050912 22.70 22.87 22.65 22.87 -0.15 775 8,185 +182
Jul06 050912 22.85 22.96 22.75 22.96 -0.19 894 5,851 +184
Aug06 050912 22.95 23.00 22.93 22.93 -0.22 3 953 +2
Total Volume and Open Interest 20,279 136,691 +1,328
Canola(WCE)
Sep05 050912 257.4 257.4 257.4 257.4 -1.5      
Nov05 050912 264.0 265.0 263.1 264.4 -1.5 2,461 39,008 -427
Jan06 050912 272.5 273.0 271.5 273.0 -1.0 745 18,037 +167
Mar06 050912 280.0 280.0 278.2 279.9 -1.4 201 1,589 +62
May06 050912 286.3 287.5 282.5 287.5 -0.8 260 1,458 +197
Total Volume and Open Interest 3,787 63,725 +3
Corn(CBOT)
Sep05 050912 199.00 199.75 195.25 198.50 -4.50 2,214 3,260 -676
Dec05 050912 210.00 211.75 206.50 211.50 -4.50 37,401 507,802 -806
Mar06 050912 222.00 223.75 219.00 223.50 -3.75 7,922 101,731 +2,207
May06 050912 227.00 230.75 226.50 230.25 -3.75 1,062 23,733 +401
Jul06 050912 233.50 236.50 232.00 236.25 -3.25 3,270 33,788 +548
Sep06 050912 240.00 241.50 240.00 241.50 -3.00 122 4,315 +83
Total Volume and Open Interest 54,256 711,033 +1,409
Wheat(CBOT)
Sep05 050912 306.00 314.50 306.00 313.00 unch 291 412 +185
Dec05 050912 320.00 329.00 318.00 326.50 +0.75 16,506 214,776 +1,336
Mar06 050912 334.50 342.25 332.50 340.50 +0.75 2,288 33,746 +350
May06 050912 341.00 347.50 341.00 346.00 +0.25 131 1,281 +98
Jul06 050912 344.00 352.25 343.00 350.75 +1.00 2,475 15,459 -37
Total Volume and Open Interest 21,759 266,889 +1,937
Wheat(KCBT)
Sep05 050912 342.00 351.00 342.00 348.50 +6.00 3 69 -2
Dec05 050912 346.00 360.00 345.50 355.75 +4.75 7,965 66,772 -1,226
Mar06 050912 346.50 359.00 346.50 355.00 +2.25 2,888 19,562 -56
May06 050912 348.00 356.00 348.00 353.25 +2.25 69 1,494 +42
Jul06 050912 345.00 355.50 345.00 353.00 +2.25 1,824 8,399 +513
Total Volume and Open Interest 12,751 96,507 -729
Wheat(MGE)
Sep05 050912 360.00 365.00 358.50 364.00 +4.00 379 132 -300
Dec05 050912 338.00 344.00 337.00 342.75 +1.25 3,023 19,457 -215
Mar06 050912 342.75 348.00 342.50 346.25 +0.50 725 7,398 +149
May06 050912 348.00 352.00 348.00 351.00 +0.50 47 1,290 +15
Jul06 050912 353.00 357.00 353.00 356.00 +0.25 0 154 +0
Total Volume and Open Interest 4,174 28,565 -351
Oats(CBOT)
Sep05 050912 148.75 148.75 148.75 148.75 -1.75 1 6 -1
Dec05 050912 148.25 151.50 148.00 151.25 -1.50 442 5,481 +41
Mar06 050912 158.00 158.75 156.00 158.75 -0.75 13 198 +3
May06 050912 163.00 163.00 163.00 163.00 unch 0 36 +0
Total Volume and Open Interest 456 5,723 +43
Rough Rice(CBOT)
Sep05 050912 6.36 6.38 6.36 6.38 -0.14 7 157 -63
Nov05 050912 6.68 6.68 6.50 6.57 -0.15 428 5,121 +33
Jan06 050912 6.86 6.86 6.77 6.81 -0.14 49 858 -54
Mar06 050912 7.05 7.05 6.95 7.03 -0.12 132 456 +82
Total Volume and Open Interest 632 6,617 +2
Live Cattle(CME)
Oct05 050912 85.000 85.825 85.000 85.625 +0.800 22,522 65,645 -5,316
Dec05 050912 87.900 88.300 87.700 88.275 +0.475 15,585 47,708 +6,368
Feb06 050912 89.150 89.550 89.000 89.525 +0.375 3,596 21,073 +1,008
Apr06 050912 87.350 87.700 87.350 87.650 +0.150 676 6,512 +177
Jun06 050912 82.800 83.250 82.800 83.150 +0.300 230 2,930 +85
Aug06 050912 82.350 82.800 82.300 82.750 +0.250 89 1,424 +84
Total Volume and Open Interest 42,698 145,292 +2,406
Feeder Cattle(CME)
Sep05 050912 115.400 115.450 115.000 115.350 +0.775 974 4,940 -195
Oct05 050912 113.900 114.650 113.600 113.875 +0.700 2,903 14,261 -348
Nov05 050912 112.800 113.500 112.800 112.925 +0.500 1,521 5,975 +500
Jan06 050912 108.900 109.900 108.900 109.875 +1.175 473 2,128 +284
Mar06 050912 104.000 104.700 104.000 104.550 +0.900 60 412 +17
Apr06 050912 102.700 103.400 102.700 103.400 +0.900 44 223 +11
May06 050912 102.650 102.800 102.650 102.800 +0.800 18 95 +8
Total Volume and Open Interest 5,993 28,039 +277
Lean Hogs(CME)
Oct05 050912 65.150 65.300 64.275 65.050 +0.300 11,474 49,014 -2,721
Dec05 050912 63.100 63.100 61.950 62.675 -0.050 9,358 34,414 +55
Feb06 050912 63.475 63.500 62.950 63.425 -0.100 2,249 14,724 +1,301
Apr06 050912 61.150 61.600 60.850 61.600 +0.200 263 4,438 +104
May06 050912 61.600 61.950 61.600 61.850 +0.150 17 1,068 +7
Jun06 050912 63.950 64.400 63.700 64.325 +0.325 167 1,465 +68
Jul06 050912 61.000 61.250 60.800 61.250 +0.300 33 573 +7
Aug06 050912 57.850 58.000 57.850 58.000 unch 7 273 -3
Total Volume and Open Interest 23,581 106,075 -1,177
Pork Bellies(CME)
Feb06 050912 82.500 82.700 81.100 81.450 -0.575 217 1,158 -20
Mar06 050912 81.000 81.000 81.000 81.000 -0.250 0 45 +0
May06 050912 82.050 82.050 82.050 82.050 -1.450 0 14 +0
Total Volume and Open Interest 217 1,217 -20
Class III Milk(CME)
Sep05 050912 14.24 14.26 14.24 14.26 unch 39 3,322 -30
Oct05 050912 14.45 14.60 14.45 14.48 +0.03 129 2,616 -4
Nov05 050912 13.84 13.93 13.80 13.80 -0.01 66 1,775 -14
Dec05 050912 13.51 13.55 13.50 13.50 -0.01 61 1,787 +39
Jan06 050912 12.86 12.86 12.85 12.85 +0.02 16 1,149 +13
Total Volume and Open Interest 468 19,194 +94
Cocoa(NYBOT)
Sep05 050912 1428 1428 1428 1428 -48 5 10 -1
Dec05 050912 1500 1507 1480 1483 -48 8,200 49,157 -978
Mar06 050912 1540 1540 1515 1516 -47 963 25,894 -8
May06 050912 1559 1559 1536 1536 -46 222 7,336 +127
Jul06 050912 1571 1571 1553 1554 -46 110 8,257 +34
Sep06 050912 1590 1590 1573 1573 -46 0 9,913 +0
Dec06 050912 1615 1615 1600 1600 -46 228 5,676 +28
Total Volume and Open Interest 9,728 113,891 -798
Coffee "C"(NYBOT)
Sep05 050912 93.00 93.00 89.05 89.05 -3.15 89 204 -76
Dec05 050912 95.60 96.35 91.80 92.15 -3.30 6,836 64,717 -90
Mar06 050912 98.90 99.60 95.50 95.80 -3.10 1,008 13,232 +65
May06 050912 101.20 101.20 97.75 97.95 -2.85 78 3,007 +34
Jul06 050912 103.00 103.50 99.80 100.00 -2.70 70 2,318 +36
Sep06 050912 104.70 104.70 101.20 101.85 -2.60 189 959 -134
Total Volume and Open Interest 8,422 85,268 -197
Orange Juice(NYBOT)
Sep05 050912 91.40 92.65 91.40 92.65 +1.65 15 59 +0
Nov05 050912 92.50 94.75 92.40 94.40 +2.10 1,754 18,983 +285
Jan06 050912 95.00 96.80 95.00 96.70 +2.05 121 3,061 -9
Mar06 050912 97.50 99.30 97.50 99.20 +2.15 144 1,830 +104
May06 050912 101.20 101.20 101.20 101.20 +2.15 4 231 +0
Total Volume and Open Interest 2,038 24,273 +380
Sugar #11(NYBOT)
Oct05 050912 10.32 10.45 10.20 10.40 +0.13 52,011 181,924 -18,893
Mar06 050912 10.70 10.87 10.66 10.86 +0.14 48,017 193,035 +17,462
May06 050912 10.44 10.55 10.42 10.55 +0.10 2,166 43,492 +29
Jul06 050912 10.15 10.22 10.12 10.22 +0.07 1,005 27,758 +267
Oct06 050912 10.09 10.14 10.05 10.13 +0.06 756 15,726 +67
Total Volume and Open Interest 104,377 473,333 -1,147
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050912 20.66 20.77 20.65 20.76 +0.08 90 3,639 +77
Jan06 050912 20.43 20.54 20.43 20.53 +0.07 7 2,137 +7
Mar06 050912 20.55 20.55 20.55 20.55 +0.03 2 1,857 +0
May06 050912 20.72 20.74 20.72 20.74 +0.04 10 2,030 +8
Total Volume and Open Interest 117 12,007 +99
London Cocoa(LCE)
Sep05 050912 895 900 881 885 -14 1,438 22,602 -881
Dec05 050912 870 876 852 853 -23 7,816 73,008 -1,191
Mar06 050912 890 893 870 871 -22 473 39,876 +41
May06 050912 902 904 883 884 -22 180 11,338 +111
Jul06 050912 915 916 896 896 -22 325 19,471 +36
Sep06 050912 926 926 909 910 -23 47 12,174 +9
Dec06 050912 934 934 919 919 -23 27 12,757 +0
Total Volume and Open Interest 10,316 193,465 -1,875
London Coffee(LCE)
Sep05 050912 930.00 937.00 920.00 920.00 -17.00 0 19,345 +0
Nov05 050912 945.00 962.00 930.00 941.00 -13.00 2,485 75,447 -711
Jan06 050912 970.00 984.00 954.00 964.00 -13.00 780 38,126 +508
Mar06 050912 984.00 998.00 970.00 980.00 -14.00 182 27,978 -87
May06 050912 1000.00 1016.00 990.00 998.00 -12.00 101 7,095 -31
Jul06 050912 1013.00 1013.00 1013.00 1013.00 -13.00 101 3,157 +0
Total Volume and Open Interest 3,651 172,524 -323
London Sugar(LCE)
Oct05 050912 312.00 316.40 310.50 315.00 +3.10 4,567 10,989 -1,082
Dec05 050912 301.50 304.50 299.20 303.90 +2.30 3,589 23,115 +1,978
Mar06 050912 301.50 303.40 299.00 303.40 +2.80 892 12,605 +242
May06 050912 300.00 300.50 296.00 300.50 +1.60 0 3,222 +0
Aug06 050912 299.00 300.40 296.80 300.40 +2.10 2 2,386 +0
Total Volume and Open Interest 9,050 57,072 +1,138
Cotton(NYBOT)
Oct05 050912 49.11 49.65 48.70 49.60 -0.45 366 3,404 -8
Dec05 050912 50.80 51.30 50.55 51.20 -0.75 5,266 77,018 +250
Mar06 050912 52.25 52.70 52.00 52.65 -0.85 852 20,175 +86
May06 050912 53.05 53.50 53.00 53.50 -0.60 114 2,003 -6
Jul06 050912 54.45 54.45 54.45 54.45 -0.65 54 2,050 -3
Oct06 050912 56.10 56.10 56.10 56.10 -0.75 0 1 +0
Total Volume and Open Interest 6,653 105,387 +320
Lumber(CME)
Sep05 050912 319.0 329.0 319.0 322.7 +4.0 543 556 -106
Nov05 050912 288.6 292.2 286.5 288.8 -0.9 738 2,938 +279
Jan06 050912 300.5 304.6 299.5 301.0 -0.1 66 378 +26
Mar06 050912 313.1 314.5 313.1 314.5 +1.5 30 107 +0
Total Volume and Open Interest 1,379 3,998 +199
Crude Oil(NYM)
Oct05 050912 63.70 63.85 62.55 63.34 -0.74 104,978 152,497 -14,105
Nov05 050912 64.50 64.55 63.25 64.01 -0.89 72,871 151,080 +12,223
Dec05 050912 65.00 65.20 63.90 64.63 -0.92 34,692 131,525 +4,713
Jan06 050912 65.60 65.60 64.55 65.09 -0.93 9,261 47,865 -477
Feb06 050912 66.00 66.00 64.90 65.45 -0.94 1,958 22,640 +252
Mar06 050912 66.10 66.10 65.25 65.66 -0.93 2,005 27,019 +72
Apr06 050912 65.80 65.80 65.20 65.73 -0.92 1,474 13,056 +328
May06 050912 65.15 65.69 65.15 65.69 -0.91 463 12,137 -4
Jun06 050912 66.00 66.00 65.25 65.61 -0.90 2,103 38,128 -324
Jul06 050912 65.50 65.50 65.50 65.50 -0.88 250 8,819 -50
Aug06 050912 65.10 65.38 65.00 65.38 -0.86 2 6,499 +1
Sep06 050912 65.25 65.25 65.25 65.25 -0.84 260 8,502 -115
Oct06 050912 65.11 65.11 65.11 65.11 -0.83 300 5,207 +29
Nov06 050912 64.96 64.96 64.96 64.96 -0.83 0 5,084 +0
Dec06 050912 65.15 65.15 64.45 64.81 -0.83 5,200 52,048 +131
Jan07 050912 64.60 64.60 64.60 64.60 -0.82 0 8,294 +0
Total Volume and Open Interest 239,173 873,259 +1,876
Heating Oil(NYM)
Oct05 050912 189.50 190.00 180.40 181.43 -8.22 27,816 51,864 -7,699
Nov05 050912 193.50 194.00 184.00 185.53 -8.45 17,686 38,029 +4,395
Dec05 050912 196.20 196.70 187.50 188.83 -8.05 4,661 25,569 -312
Jan06 050912 198.50 198.50 190.25 191.83 -7.55 2,326 15,716 -9
Feb06 050912 198.75 199.00 191.50 192.33 -7.05 861 11,747 +124
Mar06 050912 195.25 195.25 190.00 190.03 -6.40 421 9,481 +142
Apr06 050912 188.25 188.25 184.50 185.33 -5.75 113 5,557 +61
May06 050912 184.30 184.30 181.08 181.08 -5.25 34 2,279 +2
Jun06 050912 178.50 179.00 177.98 177.98 -4.80 304 5,935 +155
Jul06 050912 180.55 180.55 177.83 177.83 -4.70 6 1,651 +0
Aug06 050912 181.45 181.45 178.78 178.78 -4.65 5 409 +0
Sep06 050912 182.90 182.90 180.33 180.33 -4.60 3 1,229 +0
Total Volume and Open Interest 54,412 173,188 -2,960
Unleaded Gas(NYM)
Oct05 050912 193.00 193.00 186.00 187.37 -8.60 32,958 52,340 -4,947
Nov05 050912 187.50 188.00 181.75 184.31 -6.67 18,887 37,555 +4,478
Dec05 050912 182.50 184.00 178.00 180.61 -5.87 6,297 16,238 -227
Jan06 050912 181.50 183.00 176.50 179.51 -5.82 1,480 12,207 +81
Feb06 050912 179.01 179.01 179.01 179.01 -5.52 529 4,906 +119
Mar06 050912 178.86 178.86 178.86 178.86 -5.42 1,117 4,189 +797
Apr06 050912 188.00 189.36 188.00 189.36 -5.32 445 4,802 +216
May06 050912 189.00 190.01 189.00 190.01 -5.32 5 2,861 -3
Jun06 050912 189.00 189.96 189.00 189.96 -5.27 191 1,730 +65
Jul06 050912 190.00 190.00 189.26 189.26 -5.22 0 785 +0
Aug06 050912 187.81 187.81 187.81 187.81 -5.17 253 1,316 +2
Sep06 050912 185.00 185.01 184.50 185.01 -5.12 5 30 +4
Total Volume and Open Interest 61,909 138,959 +579
Natural Gas(NYM)
Oct05 050912 10.890 11.200 10.780 11.031 -0.232 23,281 79,754 -1,370
Nov05 050912 11.470 11.770 11.400 11.643 -0.210 15,152 54,755 +4,402
Dec05 050912 11.970 12.230 11.950 12.143 -0.175 6,202 42,521 +450
Jan06 050912 12.310 12.520 12.300 12.433 -0.185 3,862 43,017 +1,034
Feb06 050912 12.240 12.420 12.210 12.338 -0.185 2,173 24,406 +254
Mar06 050912 11.980 12.130 11.950 12.048 -0.190 4,975 42,100 +398
Apr06 050912 9.700 9.730 9.620 9.648 -0.080 1,542 27,791 +322
May06 050912 9.320 9.360 9.270 9.283 -0.080 634 23,251 +10
Jun06 050912 9.300 9.380 9.300 9.308 -0.080 362 8,826 +271
Jul06 050912 9.365 9.420 9.349 9.349 -0.080 213 12,405 +7
Aug06 050912 9.450 9.450 9.390 9.392 -0.080 160 12,920 +33
Sep06 050912 9.370 9.410 9.360 9.368 -0.080 73 10,128 +10
Oct06 050912 9.400 9.450 9.390 9.397 -0.080 681 19,918 +79
Nov06 050912 9.750 9.840 9.750 9.772 -0.076 756 8,772 -279
Dec06 050912 10.150 10.200 10.130 10.137 -0.071 730 10,511 -76
Jan07 050912 10.470 10.470 10.417 10.417 -0.071 90 10,704 +10
Total Volume and Open Interest 63,300 537,540 +5,882
Brent Crude Oil(ICE)
Oct05 050912 62.83 63.10 61.14 61.80 -1.04 56,773 38,458 -3,917
Nov05 050912 63.48 63.56 61.69 62.33 -1.02 55,835 101,015 -1,376
Dec05 050912 64.15 64.22 62.47 63.03 -0.99 33,786 60,767 +11,125
Jan06 050912 64.38 64.60 63.00 63.49 -0.99 4,024 23,539 +302
Feb06 050912 65.00 65.00 63.39 63.87 -0.97 458 11,815 -45
Mar06 050912 64.75 64.75 63.63 64.11 -0.95 842 7,830 +478
Apr06 050912 64.08 64.22 64.08 64.22 -0.89 135 4,416 +80
May06 050912 64.18 64.18 64.18 64.18 -0.90 160 5,767 +27
Jun06 050912 65.14 65.14 63.67 64.13 -0.89 1,092 17,098 -262
Jul06 050912 64.04 64.04 64.04 64.04 -0.85 0 1,444 +0
Aug06 050912 63.95 63.95 63.95 63.95 -0.81 0 689 +0
Sep06 050912 63.85 63.85 63.85 63.85 -0.78 0 2,113 +0
Oct06 050912 63.96 64.17 63.75 63.75 -0.75 0 1,075 +0
Nov06 050912 63.65 63.65 63.65 63.65 -0.71 0 122 +0
Total Volume and Open Interest 157,401 333,050 +6,401
Gas Oil(ICE)
Sep05 050912 592.75 599.75 584.00 599.75 unch 17,527 8,348 -7,208
Oct05 050912 596.50 598.50 561.00 568.75 -33.00 25,795 64,501 +925
Nov05 050912 600.25 602.25 566.75 575.75 -30.00 11,023 32,000 +3,779
Dec05 050912 602.00 603.50 570.00 579.25 -28.00 3,694 32,175 +624
Jan06 050912 601.25 601.25 577.00 581.25 -26.50 669 20,225 +354
Feb06 050912 595.00 595.00 579.25 581.25 -25.25 100 9,985 +0
Mar06 050912 581.75 581.75 574.75 580.25 -23.25 115 9,470 +0
Apr06 050912 578.75 578.75 571.75 577.50 -22.50 286 5,679 +17
May06 050912 585.50 585.50 568.50 575.00 -21.25 264 1,276 +100
Jun06 050912 591.00 591.00 567.00 573.25 -20.25 539 14,455 +425
Total Volume and Open Interest 60,312 224,524 -984
US Dollar Index(NYBOT)
Sep05 050912 86.80 87.72 86.78 87.70 +0.81 6,041 13,993 -1,569
Dec05 050912 86.59 87.50 86.48 87.47 +0.81 4,507 9,098 +3,664
Mar06 050912 87.20 87.24 87.20 87.24 +0.75 0 12 +0
Total Volume and Open Interest 10,548 23,105 +2,095
Australian Dollar(CME)
Sep05 050912 77.21 77.21 76.90 77.00 -0.37 5,863 67,875 -2,561
Dec05 050912 76.88 76.88 76.60 76.67 -0.37 8,670 18,756 +10,030
Mar06 050912 76.42 76.42 76.42 76.42 -0.37 0 2 +0
Total Volume and Open Interest 14,533 86,654 +7,469
British Pound(CME)
Sep05 050912 182.58 182.58 181.90 181.96 -1.89 6,472 65,357 -5,970
Dec05 050912 182.30 182.33 181.62 181.68 -1.89 5,045 18,954 +9,332
Mar06 050912 181.31 181.31 181.31 181.31 -1.88 0 33 +0
Total Volume and Open Interest 11,517 84,345 +3,362
Canadian Dollar(CME)
Sep05 050912 84.40 84.53 84.28 84.33 -0.63 8,643 94,945 -5,540
Dec05 050912 84.61 84.76 84.45 84.53 -0.63 6,036 25,818 +7,025
Mar06 050912 84.89 84.89 84.74 84.75 -0.63 218 1,186 +137
Jun06 050912 85.10 85.10 84.97 84.97 -0.63 22 142 +22
Total Volume and Open Interest 14,919 122,121 +1,639
Japanese Yen(CME)
Sep05 050912 91.19 91.19 90.75 90.78 -0.35 21,857 124,408 -17,801
Dec05 050912 92.08 92.08 91.61 91.66 -0.35 18,185 62,824 +20,797
Mar06 050912 92.54 92.54 92.54 92.54 -0.35 0 122 +0
Total Volume and Open Interest 40,042 187,401 +2,996
Swiss Franc(CME)
Sep05 050912 79.77 79.77 79.45 79.47 -0.93 7,613 54,801 -1,161
Dec05 050912 80.43 80.43 80.08 80.10 -0.93 6,623 12,165 +8,124
Mar06 050912 80.74 80.74 80.74 80.74 -0.94 0 27 +0
Total Volume and Open Interest 14,236 67,040 +6,963
EuroFX(CME)
Sep05 050912 123.18 123.20 122.78 122.79 -1.29 12,790 129,208 -13,788
Dec05 050912 123.72 123.73 123.30 123.33 -1.29 9,536 31,316 +13,809
Mar06 050912 124.27 124.27 123.88 123.88 -1.29 4 608 -3
Total Volume and Open Interest 22,353 161,517 +40
Mexican Peso(CME)
Sep05 050912 9330.0 9347.0 9320.0 9347.0 unch 8,377 58,235 -3,974
Dec05 050912 9215.0 9222.0 9195.0 9222.0 unch 6,493 15,482 +3,484
Total Volume and Open Interest 14,870 74,694 -490
30-Year T-Bonds(CBOT)
Sep05 050912 116~27 116~29 116~01 116~11 -0~18 6,539 74,919 -4,889
Dec05 050912 116~15 116~20 115~20 115~31 -0~18 161,083 567,605 +3,330
Mar06 050912 116~07 116~07 115~15 115~23 -0~18 99 1,236 -5
Total Volume and Open Interest 167,721 643,767 -1,564
10-Year T-Notes(CBOT)
Sep05 050912 112~175 112~200 112~025 112~080 -0~100 67,750 394,339 -7,231
Dec05 050912 111~180 111~205 111~000 111~070 -0~115 408,252 1,461,059 +28,689
Total Volume and Open Interest 476,296 1,859,367 +21,707
5-Year T-Notes(CBOT)
Sep05 050912 108~040 108~040 108~020 108~025 -0~045 34,147 0 +0
Dec05 050912 107~305 107~310 107~240 107~285 -0~050 218,182 0 +0
Mar06 050912 107~240 107~240 107~240 107~240 -0~050 0 1,000 +0
Total Volume and Open Interest 252,329 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050912 103~072 103~072 103~068 103~072 -0~006 5,146 44,027 -5,227
Dec05 050912 103~052 103~054 103~048 103~053 -0~007 8,498 344,231 +5,072
Total Volume and Open Interest 13,644 388,258 -155
Eurodollars(CME)
Sep05 050912 96.115 96.115 96.107 96.110 -0.012 32,341 1,077,194 -12,613
Dec05 050912 95.890 95.900 95.875 95.890 -0.025 37,241 1,107,459 +7,672
Mar06 050912 95.800 95.805 95.770 95.790 -0.040 29,399 1,100,632 -8,125
Jun06 050912 95.750 95.760 95.720 95.740 -0.045 30,682 983,666 -3,132
Sep06 050912 95.760 95.775 95.685 95.710 -0.045 267,312 771,030 +1,036
Dec06 050912 95.695 95.695 95.660 95.680 -0.040 14,581 629,500 +603
Mar07 050912 95.695 95.695 95.660 95.680 -0.035 10,287 469,468 +583
Jun07 050912 95.680 95.680 95.650 95.670 -0.030 14,710 361,273 +3,176
Sep07 050912 95.670 95.670 95.635 95.660 -0.035 15,000 262,286 +5,549
Dec07 050912 95.645 95.645 95.610 95.630 -0.035 8,946 230,331 +587
Mar08 050912 95.630 95.640 95.600 95.620 -0.040 9,097 206,079 -222
Jun08 050912 95.605 95.615 95.585 95.600 -0.040 8,994 189,106 +783
Sep08 050912 95.600 95.600 95.555 95.575 -0.040 10,492 178,499 +2,397
Dec08 050912 95.560 95.560 95.530 95.535 -0.040 8,836 135,892 +3,443
Mar09 050912 95.540 95.540 95.510 95.515 -0.040 6,837 122,815 +821
Jun09 050912 95.510 95.510 95.470 95.480 -0.045 5,853 107,318 -333
Sep09 050912 95.480 95.480 95.445 95.450 -0.045 4,622 88,691 +2,600
Dec09 050912 95.425 95.435 95.400 95.405 -0.045 2,379 70,546 +827
Total Volume and Open Interest 282,321 8,277,067 -3,255
3-Mth Euro-Yen(CME)
Sep05 050912 99.91 99.91 99.91 99.91 unch 0 5,225 -35
Dec05 050912 99.89 99.89 99.89 99.89 -0.01 0 6,853 +0
Mar06 050912 99.84 99.84 99.84 99.84 -0.01 305 5,550 +150
Jun06 050912 99.77 99.77 99.77 99.77 -0.02 205 6,105 -68
Sep06 050912 99.68 99.68 99.68 99.68 -0.04 29 3,680 -184
Dec06 050912 99.60 99.60 99.60 99.60 -0.05 0 5,528 +0
Mar07 050912 99.51 99.51 99.51 99.51 -0.06 0 6,387 +0
Jun07 050912 99.45 99.45 99.45 99.45 -0.03 50 370 +50
Sep07 050912 99.36 99.36 99.36 99.36 -0.05 0 370 +0
Dec07 050912 99.29 99.29 99.29 99.29 -0.05 0 27 +0
Total Volume and Open Interest 589 40,405 -87
3-Mth Euro-Yen(SIMEX)
Sep05 050912 99.91 99.91 99.91 99.91 unch 1,769 75,184 -109
Dec05 050912 99.89 99.89 99.89 99.89 unch 171 79,559 +28
Mar06 050912 99.85 99.85 99.84 99.84 -0.01 696 52,844 -634
Jun06 050912 99.78 99.78 99.76 99.77 -0.03 464 46,013 -327
Sep06 050912 99.70 99.70 99.68 99.69 -0.03 1,384 30,330 -938
Dec06 050912 99.62 99.63 99.61 99.61 -0.04 110 60,798 -13
Mar07 050912 99.56 99.56 99.53 99.53 -0.04 208 26,579 -100
Jun07 050912 99.46 99.46 99.45 99.45 -0.05 0 13,759 -5
Total Volume and Open Interest 4,927 440,566 -1,998
German Euro-Bund(EUREX)
Sep05 050908 123.98 124.20 123.97 124.03 +0.01 1,247,565 562,717 -370,378
Dec05 050912 123.50 123.53 122.83 122.87 -0.69 810,224 1,215,378 +66,781
Mar06 050912 123.66 123.66 123.18 123.19 -0.68 1,021 1,295 +208
Total Volume and Open Interest 811,245 1,216,673 -11,034
German Euro-Bobl(EUREX)
Sep05 050908 115.58 115.67 115.57 115.58 unch 615,906 378,661 -210,167
Dec05 050912 114.88 114.89 114.54 114.58 -0.32 341,014 817,650 +35,879
Mar06 050912 114.92 114.92 114.92 114.92 -0.29 2,252 4 +0
Total Volume and Open Interest 343,266 817,654 -39,553
Long Gilt(LIFFE)
Sep05 050912 114~04 114~04 113~17 113~17 -0~20 2,549 17,854 -1,843
Dec05 050912 113~25 113~28 113~06 113~08 -0~20 56,494 203,434 -2,755
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050912 95.42 95.43 95.40 95.40 -0.02 25,678 250,042 +600
Dec05 050912 95.57 95.57 95.49 95.51 -0.06 30,635 338,628 -956
Mar06 050912 95.68 95.68 95.58 95.60 -0.09 28,111 410,403 +836
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050912 97.865 97.870 97.865 97.870 +0.005 20,690 483,752 -1,879
Dec05 050912 97.855 97.860 97.830 97.835 -0.020 90,193 661,518 +6,335
Mar06 050912 97.855 97.855 97.805 97.805 -0.050 90,651 665,382 +672
Total Volume and Open Interest 474,126 3,397,879 +10,334
3-Mth Aus T-Bills(SFE)
Sep05 050908 94.37 94.38 94.36 94.37 -0.01 23,242 50,066 -816
Dec05 050912 94.42 94.43 94.40 94.41 -0.01 19,212 238,033 -67,247
Mar06 050912 94.48 94.49 94.44 94.45 -0.03 9,980 123,188 -15,502
Jun06 050912 94.56 94.56 94.50 94.51 -0.04 4,686 82,703 -5,466
Sep06 050912 94.53 94.53 94.49 94.52 -0.03 1,503 32,785 -1,235
Dec06 050912 94.50 94.50 94.48 94.50 -0.01 369 24,791 -62
Mar07 050912 94.48 94.48 94.45 94.46 -0.02 34 18,865 -286
Jun07 050912 94.45 94.45 94.42 94.43 -0.02 1,961 24,960 +1,020
Sep07 050912 94.43 94.43 94.41 94.41 -0.02 50 2,791 -430
Dec07 050912 94.40 94.40 94.39 94.39 -0.01 22 2,300 -18
Total Volume and Open Interest 37,817 552,759 -91,286
10-Year Aus T-Bonds(SFE)
Sep05 050912 94.86 94.86 94.82 94.82 -0.01 18,020 312,093 -25,456
Dec05 050912 94.86 94.86 94.82 94.83 0.00 8,029 24,363 +8,474
Total Volume and Open Interest 26,049 336,456 -16,982
3-Year Aus T-Bonds(SFE)
Sep05 050912 94.90 94.92 94.87 94.88 -0.01 51,073 465,164 -83,550
Dec05 050912 94.93 94.93 94.87 94.89 -0.02 17,349 38,170 +19,568
Total Volume and Open Interest 68,422 503,334 -63,982
Gold(CMX)
Oct05 050912 449.2 450.7 448.2 450.7 +0.7 1,207 20,235 +119
Dec05 050912 452.7 453.9 451.2 453.7 +0.7 41,505 248,428 +8,810
Feb06 050912 456.0 457.2 454.3 457.0 +0.7 182 8,508 +143
Apr06 050912 460.3 460.3 460.3 460.3 +0.8 271 5,401 +190
Jun06 050912 461.9 463.6 461.9 463.6 +0.8 227 10,725 +210
Aug06 050912 466.9 466.9 466.9 466.9 +0.9 0 1,533 +0
Oct06 050912 470.2 470.2 470.2 470.2 +0.9 0 2,118 +0
Dec06 050912 472.2 473.5 472.2 473.5 +1.0 5 5,649 +4
Feb07 050912 476.8 476.8 476.8 476.8 +1.0 0 4,550 +0
Apr07 050912 480.1 480.1 480.1 480.1 +1.0 0 100 +0
Jun07 050912 483.4 483.4 483.4 483.4 +1.0 0 4,183 +0
Total Volume and Open Interest 43,397 317,409 +9,476
Silver(CMX)
Sep05 050912 699.0 700.0 696.5 699.8 -0.5 56 831 -28
Dec05 050912 704.5 709.0 701.0 706.0 -0.5 8,560 87,751 +749
Mar06 050912 710.5 712.0 707.5 711.7 -0.5 810 5,706 +311
May06 050912 714.7 714.7 714.7 714.7 -0.4 250 1,379 +250
Jul06 050912 718.0 718.0 717.2 717.2 -0.4 154 6,823 +152
Sep06 050912 719.7 719.7 719.7 719.7 -0.5 0 1,694 +0
Dec06 050912 720.0 722.5 720.0 722.5 -0.7 2 7,240 +2
Total Volume and Open Interest 9,832 114,054 +1,436
Platinum(NYM)
Oct05 050912 918.0 919.0 911.2 915.9 -0.5 1,017 9,882 +96
Jan06 050912 913.9 915.0 910.2 913.9 unch 67 1,690 +13
Apr06 050912 911.4 911.4 911.4 911.4 unch 10 141 +7
Total Volume and Open Interest 1,094 11,713 +116
Palladium(NYME)
Sep05 050912 183.15 183.15 183.15 183.15 -1.05 6 259 -12
Dec05 050912 185.70 186.00 184.50 185.25 -1.15 148 12,951 +56
Mar06 050912 187.25 187.25 187.25 187.25 -1.15 0 36 +0
Total Volume and Open Interest 154 13,246 +44
Copper(CMX)
Sep05 050912 169.90 172.40 168.50 171.90 +3.50 1,068 6,573 -446
Dec05 050912 161.90 164.70 160.40 164.40 +4.00 12,437 71,386 -3,794
Mar06 050912 154.90 157.50 153.60 157.40 +3.60 297 8,358 -41
May06 050912 152.20 152.40 152.20 152.40 +3.30 13 1,879 +6
Jul06 050912 148.00 148.00 148.00 148.00 +2.80 24 1,026 +14
Total Volume and Open Interest 14,763 99,196 -4,202
Aluminum(CMX)
Sep05 050912 86.10 86.10 86.10 86.10 +1.10 0 6 +0
Oct05 050912 86.60 86.60 86.60 86.60 +1.10 0 515 +0
Nov05 050912 87.00 87.00 87.00 87.00 +1.00 0 561 +0
Dec05 050912 87.50 87.50 87.50 87.50 +1.00 0 1,078 +0
Jan06 050912 87.50 87.50 87.50 87.50 +0.90 0 70 +0
Feb06 050912 87.50 87.50 87.50 87.50 +0.80 0 70 +0
Total Volume and Open Interest 0 2,565 +0
DJIA Index(CBOT)
Sep05 050912 10675 10705 10664 10679 +1 3,819 27,983 -1,361
Dec05 050912 10718 10743 10705 10720 unch 5,552 17,790 +2,946
Mar06 050912 10765 10765 10765 10765 unch 1 9 +1
Total Volume and Open Interest 9,372 45,782 +1,586
S & P 500(CME)
Sep05 050912 1240.50 1242.50 1239.00 1240.20 -1.90 78,036 270,816 -54,462
Dec05 050912 1247.20 1249.10 1245.50 1246.60 -1.90 91,547 419,697 +46,457
Mar06 050912 1253.20 1253.20 1253.20 1253.20 -1.80 168 4,820 +54
Jun06 050912 1261.50 1261.50 1260.70 1260.70 -1.60 50 731 +30
Total Volume and Open Interest 169,801 696,136 -7,921
S & P 500 E-Mini(Globex)
Sep05 050912 1242.25 1244.50 1239.00 1240.25 -1.75 224,184 744,918 -116,211
Dec05 050912 1248.75 1251.00 1245.25 1246.50 -2.00 742,718 564,234 +131,933
Total Volume and Open Interest 966,902 1,309,152 +15,722
NASDAQ 100(CME)
Sep05 050912 1608.00 1618.50 1607.50 1613.00 +4.00 10,970 43,465 -4,639
Dec05 050912 1622.00 1632.00 1620.00 1626.50 +4.00 11,840 24,850 +9,215
Mar06 050912 1640.00 1640.00 1640.00 1640.00 +4.00 0 7 +0
Total Volume and Open Interest 22,810 68,322 +4,576
NASDAQ 100 E-Mini(Globex)
Sep05 050912 1609.50 1618.50 1606.50 1613.00 +4.00 77,515 245,111 -30,713
Dec05 050912 1623.00 1632.00 1620.00 1626.50 +4.00 205,463 118,226 +41,198
Total Volume and Open Interest 282,978 363,337 +10,485
S & P Midcap 400(CME)
Sep05 050912 719.50 721.75 719.50 720.35 +0.60 3,306 9,775 -1,415
Dec05 050912 724.00 727.20 723.80 725.20 +0.60 3,048 5,490 +2,886
Mar06 050912 727.95 727.95 727.95 727.95 +0.60      
Total Volume and Open Interest 7,668 19,693 +4,428
Russell 2000(CME)
Sep05 050912 676.75 682.50 676.75 679.95 +2.90 6,469 26,521 -4,363
Dec05 050912 680.50 687.00 679.30 683.40 +3.00 6,898 19,121 +5,681
Mar06 050912 683.50 683.50 683.50 683.50 +3.00      
Total Volume and Open Interest 13,367 45,642 +1,318
Russell 2000 E-Mini(Globex)
Sep05 050912 678.30 683.50 675.80 680.00 +2.90 40,543 181,780 -11,243
Dec05 050912 681.20 686.90 679.10 683.40 +3.00 88,887 94,546 +26,526
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050912 1916.00 1922.00 1916.00 1920.00 +3.50 8 45 -2
Total Volume and Open Interest 8 49 -2
Nikkei 225(CME)
Dec05 050912 12810 12890 12765 12855 +180 45,461 204,906 +204,906
Mar06 050912 12845 12870 12845 12845 +180 4 60 +60
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050908 12655 12660 12495 12540 -75 120,997 204,044 -30,572
Dec05 050912 12810 12890 12765 12855 +180 45,461 204,906 +204,906
Mar06 050912 12845 12870 12845 12845 +180 4 60 +60
Total Volume and Open Interest 45,489 205,422 +205,422
CAC 40(MATIF)
Sep05 050912 4511.0 4519.0 4490.0 4494.5 +3.0 46,479 493,527 +2,361
Oct05 050912 4522.5 4526.0 4498.5 4503.0 +3.0 393 1,890 +226
Nov05 050912 4513.0 4513.5 4509.5 4509.5 +3.5 2 3 +2
Total Volume and Open Interest 47,199 515,019 +2,903
Hang Seng Index(HKFE)
Sep05 050912 15261 15274 15173 15200 +50 30,487 111,437 -2,205
Oct05 050912 15300 15300 15208 15230 +45 592 829 +100
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050912 5028.5 5038.0 4980.5 4991.0 -31.0 118,330 198,083 -896
Dec05 050912 5060.0 5065.0 5008.0 5018.0 -30.5 11,403 28,122 +6,667
Mar06 050912 5075.0 5091.0 5035.0 5045.0 -31.0 744 5,727 -48
Total Volume and Open Interest 130,477 231,932 +5,723
FT-SE 100(LIFFE)
Sep05 050912 5373.00 5380.00 5359.00 5379.50 +19.00 117,242 333,147 -29,187
Dec05 050912 5408.50 5410.50 5390.00 5409.50 +19.00 82,386 164,900 +49,347
Mar06 050912 5411.50 5417.00 5409.00 5417.00 +20.00 1 5,242 +1
Total Volume and Open Interest 199,652 512,067 +20,164
SPI 200(SFE)
Sep05 050912 4489.0 4491.0 4465.0 4484.0 +13.0 29,808 182,018 -22,055
Dec05 050912 4504.0 4504.0 4477.0 4496.0 +12.0 20,766 43,413 +17,419
Mar06 050912 4496.0 4498.0 4496.0 4497.0 +12.0 87 3,435 +66
Total Volume and Open Interest 50,711 232,349 -4,695
GSCI(CME)
Sep05 050912 435.50 435.50 430.60 432.75 -6.85 5,758 11,599 -5,007
Oct05 050912 440.80 440.90 435.80 438.40 -6.25 5,782 7,051 +5,019
Nov05 050912 441.00 441.00 441.00 441.00 -7.50      
Total Volume and Open Interest 11,540 18,650 +12
Reuters CRB Index(NYBOT)
Nov05 050912 322.00 322.00 319.25 321.75 -1.75 5 386 -2
Jan06 050912 321.25 321.25 321.25 321.25 -1.75 0 415 -1
Feb06 050912 320.75 320.75 320.75 320.75 -1.75 0 7 +0
Total Volume and Open Interest 5 1,011 -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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!