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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 13, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep05 050913 572.00 577.00 569.00 576.00 +1.00 298 456 -533
Nov05 050913 580.00 587.00 578.00 586.00 +1.00 43,761 171,603 -2,804
Jan06 050913 588.00 595.50 587.00 594.50 +1.00 4,540 21,388 +29
Mar06 050913 596.00 602.75 594.50 602.25 +1.00 2,982 15,232 +884
May06 050913 602.50 608.00 600.00 606.50 +1.25 975 16,221 +536
Jul06 050913 607.50 612.00 604.50 612.00 +1.25 2,719 10,338 +533
Aug06 050913 608.00 608.00 608.00 608.00 +0.75 48 326 -33
Total Volume and Open Interest 56,465 243,486 -1,236
Soybean Meal(CBOT)
Sep05 050913 177.00 178.30 176.20 177.50 -0.50 1,229 694 -686
Oct05 050913 178.50 179.90 177.30 178.80 -0.60 6,847 18,951 -438
Dec05 050913 180.50 182.50 179.60 181.40 unch 14,340 59,156 +2,436
Jan06 050913 182.00 184.00 181.20 183.30 -0.20 2,220 8,684 +188
Mar06 050913 184.50 186.30 183.60 185.50 -0.60 1,156 8,683 +56
May06 050913 185.50 187.00 184.60 186.30 -0.70 942 11,222 +129
Jul06 050913 187.50 189.00 186.50 188.00 -0.10 1,148 6,592 +342
Aug06 050913 188.20 189.50 187.50 188.20 -0.50 104 1,330 +41
Total Volume and Open Interest 28,270 118,410 +2,312
Soybean Oil(CBOT)
Sep05 050913 22.08 22.08 21.90 21.97 -0.07 619 348 -593
Oct05 050913 22.14 22.15 21.96 22.04 -0.10 6,169 17,712 -479
Dec05 050913 22.28 22.33 22.16 22.27 -0.05 11,621 84,852 +1,202
Jan06 050913 22.50 22.50 22.35 22.45 -0.04 1,068 8,791 -34
Mar06 050913 22.67 22.67 22.55 22.62 -0.06 370 5,664 -11
May06 050913 22.73 22.80 22.67 22.80 -0.07 157 8,175 -10
Jul06 050913 22.90 22.90 22.83 22.89 -0.07 675 6,140 +289
Aug06 050913 22.90 22.95 22.88 22.89 -0.04 7 958 +5
Total Volume and Open Interest 20,784 137,105 +414
Canola(WCE)
Sep05 050913 257.8 257.8 257.8 257.8 +0.4      
Nov05 050913 264.2 265.0 262.5 264.8 +0.4 3,189 38,465 -543
Jan06 050913 271.5 273.5 271.5 273.5 +0.5 300 18,157 +120
Mar06 050913 278.2 280.8 278.2 280.8 +0.9 27 1,601 +12
May06 050913 284.1 288.6 283.5 288.6 +1.1 22 1,467 +9
Total Volume and Open Interest 3,603 63,339 -386
Corn(CBOT)
Sep05 050913 197.50 198.50 196.00 198.50 unch 2,218 2,078 -1,182
Dec05 050913 210.25 210.50 208.50 210.00 -1.50 107,483 497,983 -9,819
Mar06 050913 222.25 222.50 220.50 222.00 -1.50 32,256 110,710 +8,979
May06 050913 229.00 229.50 227.75 229.00 -1.25 7,404 26,398 +2,665
Jul06 050913 234.75 235.25 233.50 235.00 -1.25 8,289 35,743 +1,955
Sep06 050913 239.50 241.00 238.50 240.25 -1.25 530 4,695 +380
Total Volume and Open Interest 163,406 713,910 +2,877
Wheat(CBOT)
Sep05 050913 311.50 316.50 310.00 316.50 +3.50 114 236 -176
Dec05 050913 325.00 330.50 323.50 329.50 +3.00 27,756 217,042 +2,266
Mar06 050913 338.50 343.50 336.50 343.25 +2.75 3,933 34,591 +845
May06 050913 343.50 349.00 343.50 349.00 +3.00 49 1,315 +34
Jul06 050913 349.00 354.50 348.00 354.00 +3.25 5,504 16,670 +1,211
Total Volume and Open Interest 37,372 271,078 +4,189
Wheat(KCBT)
Sep05 050913 349.50 353.50 349.50 353.50 +5.00 50 27 -42
Dec05 050913 355.50 364.00 354.00 363.25 +7.50 15,395 65,923 -849
Mar06 050913 355.00 362.50 353.25 361.50 +6.50 3,162 20,695 +1,133
May06 050913 352.50 359.50 352.00 358.50 +5.25 110 1,558 +64
Jul06 050913 352.50 357.00 351.00 356.50 +3.50 2,199 8,476 +77
Total Volume and Open Interest 20,916 96,890 +383
Wheat(MGE)
Sep05 050913 365.00 376.50 365.00 376.50 +12.50 79 58 -74
Dec05 050913 342.00 356.00 341.00 353.00 +10.25 3,134 19,753 +296
Mar06 050913 345.75 357.00 345.00 354.00 +7.75 1,364 7,943 +545
May06 050913 352.00 359.00 349.00 358.00 +7.00 127 1,382 +92
Jul06 050913 364.00 364.00 361.00 361.00 +5.00 120 224 +70
Total Volume and Open Interest 4,906 29,547 +982
Oats(CBOT)
Sep05 050913 150.00 150.00 150.00 150.00 +1.25 2 0 -6
Dec05 050913 151.25 156.00 150.75 155.75 +4.50 488 5,468 -13
Mar06 050913 158.00 162.00 158.00 162.00 +3.25 17 199 +1
May06 050913 166.00 166.00 166.00 166.00 +3.00 0 36 +0
Total Volume and Open Interest 507 5,705 -18
Rough Rice(CBOT)
Sep05 050913 6.38 6.46 6.38 6.46 +0.08 8 159 +2
Nov05 050913 6.55 6.66 6.53 6.65 +0.08 536 5,124 +3
Jan06 050913 6.80 6.88 6.79 6.88 +0.07 33 851 -7
Mar06 050913 7.01 7.11 7.00 7.11 +0.08 66 486 +30
Total Volume and Open Interest 658 6,655 +38
Live Cattle(CME)
Oct05 050913 85.500 85.550 84.925 85.300 -0.325 26,848 53,075 -12,570
Dec05 050913 88.000 88.050 87.225 87.975 -0.300 17,073 53,627 +5,919
Feb06 050913 89.300 89.300 88.600 89.050 -0.475 2,342 22,062 +989
Apr06 050913 87.250 87.400 87.000 87.375 -0.275 767 6,681 +169
Jun06 050913 83.050 83.100 82.600 83.025 -0.125 217 3,000 +70
Aug06 050913 82.600 82.725 82.400 82.725 -0.025 63 1,463 +39
Total Volume and Open Interest 47,314 139,912 -5,380
Feeder Cattle(CME)
Sep05 050913 114.900 115.200 114.400 114.900 -0.450 707 4,578 -362
Oct05 050913 113.300 113.650 112.825 113.125 -0.750 2,133 13,959 -302
Nov05 050913 112.500 112.700 111.950 112.450 -0.475 1,543 6,282 +307
Jan06 050913 109.350 109.450 108.775 109.425 -0.450 531 2,377 +249
Mar06 050913 104.200 104.200 103.750 104.125 -0.425 48 425 +13
Apr06 050913 103.100 103.400 102.800 102.900 -0.500 19 226 +3
May06 050913 102.700 102.850 102.250 102.700 -0.100 6 98 +3
Total Volume and Open Interest 4,988 27,951 -88
Lean Hogs(CME)
Oct05 050913 65.300 65.475 64.600 65.075 +0.025 17,191 40,992 -8,022
Dec05 050913 62.700 62.750 61.700 62.450 -0.225 15,047 40,926 +6,512
Feb06 050913 63.450 63.850 62.875 63.775 +0.350 1,621 15,103 +379
Apr06 050913 61.500 62.000 61.350 61.950 +0.350 680 4,620 +182
May06 050913 61.750 62.700 61.750 62.575 +0.725 48 1,076 +8
Jun06 050913 64.325 64.800 64.325 64.750 +0.425 92 1,506 +41
Jul06 050913 61.250 61.800 61.250 61.600 +0.350 104 614 +41
Aug06 050913 58.050 58.450 58.050 58.200 +0.200 33 303 +30
Total Volume and Open Interest 34,828 105,258 -817
Pork Bellies(CME)
Feb06 050913 81.450 81.800 80.750 81.600 +0.150 156 1,090 -68
Mar06 050913 81.000 81.000 81.000 81.000 unch 0 45 +0
May06 050913 82.400 82.400 82.400 82.400 +0.350 0 14 +0
Total Volume and Open Interest 156 1,149 -68
Class III Milk(CME)
Sep05 050913 14.24 14.26 14.22 14.26 unch 9 3,322 +0
Oct05 050913 14.44 14.44 14.28 14.29 -0.19 125 2,644 +28
Nov05 050913 13.78 13.78 13.57 13.67 -0.13 82 1,795 +20
Dec05 050913 13.45 13.45 13.37 13.37 -0.13 19 1,792 +5
Jan06 050913 12.85 12.85 12.81 12.81 -0.04 10 1,155 +6
Total Volume and Open Interest 323 19,282 +88
Cocoa(NYBOT)
Sep05 050913 1390 1390 1390 1390 -38 0 7 -3
Dec05 050913 1476 1482 1440 1445 -38 7,047 48,530 -627
Mar06 050913 1512 1513 1476 1479 -37 1,227 25,822 -72
May06 050913 1520 1520 1495 1500 -36 51 7,294 -42
Jul06 050913 1534 1534 1515 1517 -37 427 8,543 +286
Sep06 050913 1555 1555 1537 1537 -36 74 9,930 +17
Dec06 050913 1579 1580 1562 1562 -38 68 5,709 +33
Total Volume and Open Interest 8,995 113,584 -307
Coffee "C"(NYBOT)
Sep05 050913 88.65 88.65 88.65 88.65 -0.40 20 180 -24
Dec05 050913 92.10 93.20 91.55 91.90 -0.25 13,177 63,295 -1,422
Mar06 050913 95.80 96.90 95.30 95.55 -0.25 2,847 13,359 +127
May06 050913 97.90 99.00 97.50 97.70 -0.25 886 3,246 +239
Jul06 050913 100.00 101.25 99.75 99.75 -0.25 270 2,352 +34
Sep06 050913 102.00 102.00 101.60 101.70 -0.15 182 958 -1
Total Volume and Open Interest 17,573 84,326 -942
Orange Juice(NYBOT)
Nov05 050913 94.45 95.00 93.50 94.20 -0.20 2,399 18,435 -548
Jan06 050913 96.70 97.10 96.20 96.30 -0.40 184 3,100 +39
Mar06 050913 99.00 99.60 99.00 99.00 -0.20 268 1,839 +9
May06 050913 101.00 101.00 101.00 101.00 -0.20 0 231 +0
Jul06 050913 103.00 103.00 103.00 103.00 -0.20 0 102 +0
Total Volume and Open Interest 2,852 23,761 -512
Sugar #11(NYBOT)
Oct05 050913 10.35 10.40 10.26 10.31 -0.09 72,599 154,909 -27,015
Mar06 050913 10.80 10.86 10.66 10.78 -0.08 65,762 217,226 +24,191
May06 050913 10.50 10.55 10.41 10.52 -0.03 7,815 44,045 +553
Jul06 050913 10.19 10.24 10.12 10.22 unch 3,325 27,610 -148
Oct06 050913 10.10 10.15 10.09 10.14 +0.01 942 15,660 -66
Total Volume and Open Interest 151,798 471,456 -1,877
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050913 20.75 20.90 20.75 20.88 +0.12 107 3,714 +75
Jan06 050913 20.52 20.59 20.52 20.56 +0.03 77 2,151 +14
Mar06 050913 20.53 20.57 20.53 20.55 unch 2 1,859 +2
May06 050913 20.75 20.77 20.75 20.77 +0.03 25 2,053 +23
Total Volume and Open Interest 216 12,121 +114
London Cocoa(LCE)
Sep05 050913 880 887 870 874 -11 10,283 18,175 -4,427
Dec05 050913 853 856 834 838 -15 5,424 72,310 -698
Mar06 050913 870 873 852 856 -15 6,096 44,946 +5,070
May06 050913 879 880 868 869 -15 393 11,570 +232
Jul06 050913 895 895 880 882 -14 513 19,481 +10
Sep06 050913 905 905 894 896 -14 231 12,341 +167
Dec06 050913 916 916 904 906 -13 233 12,767 +10
Total Volume and Open Interest 23,173 193,829 +364
London Coffee(LCE)
Sep05 050913 900.00 907.00 888.00 892.00 -28.00 40 19,337 -8
Nov05 050913 925.00 925.00 903.00 910.00 -31.00 3,309 74,374 -1,073
Jan06 050913 950.00 950.00 926.00 934.00 -30.00 1,129 38,613 +487
Mar06 050913 965.00 965.00 944.00 951.00 -29.00 300 28,121 +143
May06 050913 980.00 982.00 963.00 969.00 -29.00 435 7,409 +314
Jul06 050913 999.00 999.00 981.00 986.00 -27.00 0 3,157 +0
Total Volume and Open Interest 5,413 172,587 +63
London Sugar(LCE)
Oct05 050913 314.50 315.90 308.00 310.60 -4.40 4,051 9,533 -1,456
Dec05 050913 304.90 304.90 298.00 300.60 -3.30 3,918 23,416 +301
Mar06 050913 303.40 303.40 296.50 299.60 -3.80 795 12,585 -20
May06 050913 297.50 298.70 297.20 298.40 -2.10 385 3,294 +72
Aug06 050913 294.60 298.00 294.60 297.60 -2.80 131 2,321 -65
Total Volume and Open Interest 9,295 55,903 -1,169
Cotton(NYBOT)
Oct05 050913 49.10 49.15 48.00 48.37 -1.23 293 3,350 -54
Dec05 050913 50.71 50.85 49.55 49.80 -1.40 7,526 77,279 +261
Mar06 050913 52.35 52.35 51.15 51.43 -1.22 1,015 20,252 +77
May06 050913 52.65 52.85 52.10 52.35 -1.15 65 1,982 -21
Jul06 050913 53.50 53.50 53.30 53.30 -1.15 70 2,045 -5
Oct06 050913 55.00 55.00 55.00 55.00 -1.10 0 1 +0
Total Volume and Open Interest 9,006 105,632 +245
Lumber(CME)
Sep05 050913 325.0 342.0 320.1 337.0 +14.3 305 303 -253
Nov05 050913 288.8 293.3 282.0 293.0 +4.2 485 3,080 +142
Jan06 050913 299.5 302.9 291.0 302.1 +1.1 63 382 +4
Mar06 050913 310.7 314.4 308.0 314.4 -0.1 13 108 +1
Total Volume and Open Interest 866 3,892 -106
Crude Oil(NYM)
Oct05 050913 63.60 63.85 62.65 63.11 -0.23 109,142 132,106 -20,391
Nov05 050913 64.15 64.45 63.35 63.78 -0.23 71,904 163,554 +12,474
Dec05 050913 64.85 65.00 63.90 64.38 -0.25 37,164 135,689 +4,164
Jan06 050913 65.25 65.30 64.50 64.83 -0.26 13,213 51,396 +3,531
Feb06 050913 65.60 65.60 64.80 65.19 -0.26 6,254 22,603 -37
Mar06 050913 65.95 65.95 65.41 65.41 -0.25 2,451 27,512 +493
Apr06 050913 65.90 65.90 65.48 65.48 -0.25 763 13,209 +153
May06 050913 65.35 65.45 65.35 65.44 -0.25 110 12,183 +46
Jun06 050913 65.65 65.65 65.00 65.35 -0.26 4,655 39,382 +1,254
Jul06 050913 65.23 65.23 65.23 65.23 -0.27 496 8,702 -117
Aug06 050913 65.10 65.10 65.10 65.10 -0.28 171 6,524 +25
Sep06 050913 64.96 64.96 64.96 64.96 -0.29 1,872 7,995 -507
Oct06 050913 64.81 64.81 64.81 64.81 -0.30 205 5,307 +100
Nov06 050913 64.66 64.66 64.66 64.66 -0.30 350 5,177 +93
Dec06 050913 64.90 65.00 64.20 64.50 -0.31 5,666 51,793 -255
Jan07 050913 64.55 64.55 64.28 64.28 -0.32 0 8,294 +0
Total Volume and Open Interest 264,326 873,035 -224
Heating Oil(NYM)
Oct05 050913 183.00 185.00 180.00 184.02 +2.59 40,104 43,531 -8,333
Nov05 050913 187.00 189.00 184.40 188.10 +2.57 20,821 42,285 +4,256
Dec05 050913 189.25 192.00 187.50 191.15 +2.32 6,624 24,967 -602
Jan06 050913 193.25 195.25 190.75 194.00 +2.17 2,767 15,983 +267
Feb06 050913 193.80 195.50 191.65 194.50 +2.17 1,693 12,437 +690
Mar06 050913 191.50 193.40 189.50 192.30 +2.27 1,289 9,568 +87
Apr06 050913 187.50 188.50 186.20 187.50 +2.17 437 5,739 +182
May06 050913 182.75 184.65 182.65 183.15 +2.07 35 2,293 +14
Jun06 050913 178.50 180.50 178.50 179.90 +1.92 534 5,877 -58
Jul06 050913 180.50 180.50 179.65 179.65 +1.82 130 1,704 +53
Aug06 050913 179.25 181.20 179.25 180.55 +1.77 24 432 +23
Sep06 050913 182.05 182.05 182.05 182.05 +1.72 1 1,230 +1
Total Volume and Open Interest 74,736 169,650 -3,538
Unleaded Gas(NYM)
Oct05 050913 188.00 192.00 185.50 189.16 +1.79 34,055 48,292 -4,048
Nov05 050913 183.80 188.00 181.50 185.60 +1.29 22,655 40,256 +2,701
Dec05 050913 180.00 183.15 179.00 181.60 +0.99 6,901 14,781 -1,457
Jan06 050913 178.50 181.50 177.50 179.75 +0.24 1,565 12,229 +22
Feb06 050913 178.00 179.50 178.00 179.10 +0.09 531 4,847 -59
Mar06 050913 178.85 178.85 178.85 178.85 -0.01 920 4,319 +130
Apr06 050913 189.15 189.15 189.15 189.15 -0.21 326 4,811 +9
May06 050913 189.65 189.65 189.65 189.65 -0.36 1 2,861 +0
Jun06 050913 189.45 189.45 189.45 189.45 -0.51 1 1,731 +1
Jul06 050913 188.65 188.65 188.65 188.65 -0.61 2 783 -2
Aug06 050913 187.15 187.15 187.15 187.15 -0.66 0 1,316 +0
Sep06 050913 184.30 184.30 184.30 184.30 -0.71 0 30 +0
Total Volume and Open Interest 67,042 136,306 -2,653
Natural Gas(NYM)
Oct05 050913 10.900 10.990 10.690 10.763 -0.268 27,950 74,531 -5,223
Nov05 050913 11.500 11.570 11.300 11.371 -0.272 12,737 60,030 +5,275
Dec05 050913 12.000 12.060 11.830 11.866 -0.277 4,530 43,722 +1,201
Jan06 050913 12.290 12.360 12.130 12.156 -0.277 5,289 44,423 +1,406
Feb06 050913 12.200 12.250 12.020 12.046 -0.292 1,538 24,446 +40
Mar06 050913 11.900 11.950 11.720 11.751 -0.297 3,708 42,197 +97
Apr06 050913 9.590 9.650 9.551 9.551 -0.097 1,790 27,682 -109
May06 050913 9.250 9.300 9.191 9.191 -0.092 731 23,432 +181
Jun06 050913 9.300 9.300 9.216 9.216 -0.092 259 8,785 -41
Jul06 050913 9.325 9.350 9.257 9.257 -0.092 53 12,442 +37
Aug06 050913 9.400 9.400 9.300 9.300 -0.092 58 12,900 -20
Sep06 050913 9.370 9.380 9.276 9.276 -0.092 155 10,123 -5
Oct06 050913 9.380 9.400 9.305 9.305 -0.092 542 19,910 -8
Nov06 050913 9.740 9.780 9.680 9.680 -0.092 229 8,680 -92
Dec06 050913 10.100 10.150 10.045 10.045 -0.092 361 10,598 +87
Jan07 050913 10.400 10.420 10.325 10.325 -0.092 22 10,704 +0
Total Volume and Open Interest 61,473 540,982 +3,442
Brent Crude Oil(ICE)
Oct05 050913 61.75 62.33 61.15 61.61 -0.19 51,063 36,304 -2,154
Nov05 050913 62.22 62.87 61.75 62.21 -0.12 52,676 94,770 -6,245
Dec05 050913 62.90 63.54 62.44 62.89 -0.14 31,229 69,760 +8,993
Jan06 050913 63.50 63.99 63.05 63.37 -0.12 4,371 23,073 -466
Feb06 050913 63.80 64.26 63.49 63.73 -0.14 2,392 12,061 +246
Mar06 050913 64.15 64.54 63.79 63.96 -0.15 2,145 8,730 +900
Apr06 050913 64.25 64.41 64.07 64.07 -0.15 50 4,316 -100
May06 050913 64.01 64.01 64.01 64.01 -0.17 0 5,717 -50
Jun06 050913 64.06 64.55 63.91 63.95 -0.18 1,517 17,601 +503
Jul06 050913 63.84 63.84 63.84 63.84 -0.20 0 1,444 +0
Aug06 050913 64.31 64.31 63.73 63.73 -0.22 0 689 +0
Sep06 050913 64.26 64.26 63.61 63.61 -0.24 0 2,113 +0
Oct06 050913 63.49 63.49 63.49 63.49 -0.26 1,500 2,575 +1,500
Nov06 050913 63.37 63.37 63.37 63.37 -0.28 0 122 +0
Total Volume and Open Interest 153,058 333,350 +300
Gas Oil(ICE)
Oct05 050913 568.75 579.75 566.50 575.25 +6.50 32,360 62,756 -1,745
Nov05 050913 575.75 586.25 573.75 582.50 +6.75 17,980 34,428 +2,428
Dec05 050913 581.75 589.75 577.25 586.50 +7.25 7,316 33,476 +1,301
Jan06 050913 581.50 591.00 581.00 588.75 +7.50 1,912 20,134 -91
Feb06 050913 582.75 589.50 581.00 588.75 +7.50 94 10,059 +74
Mar06 050913 581.25 589.00 581.00 587.75 +7.50 120 9,565 +95
Apr06 050913 578.75 586.25 577.25 585.00 +7.50 75 5,654 -25
May06 050913 576.00 582.50 576.00 582.50 +7.50 58 1,276 +0
Jun06 050913 578.75 581.25 578.75 581.25 +8.00 803 14,587 +132
Jul06 050913 578.50 581.25 578.50 581.25 +7.50 0 467 +0
Total Volume and Open Interest 72,638 218,425 -6,099
US Dollar Index(NYBOT)
Sep05 050913 87.68 87.88 87.53 87.76 +0.06 8,612 9,425 -4,568
Dec05 050913 87.41 87.69 87.30 87.53 +0.06 9,384 11,074 +1,976
Mar06 050913 87.30 87.30 87.30 87.30 +0.06 2,001 2,011 +1,999
Total Volume and Open Interest 19,997 22,512 -593
Australian Dollar(CME)
Sep05 050913 76.79 76.97 76.76 76.85 -0.15 17,607 53,951 -13,924
Dec05 050913 76.52 76.70 76.37 76.53 -0.14 16,154 38,675 +19,919
Mar06 050913 76.28 76.28 76.28 76.28 -0.14 4 10 +8
Total Volume and Open Interest 33,765 92,657 +6,003
British Pound(CME)
Sep05 050913 182.13 182.45 182.12 182.23 +0.27 13,540 60,134 -5,223
Dec05 050913 181.88 182.12 181.60 181.95 +0.27 13,691 27,609 +8,655
Mar06 050913 181.48 181.58 181.48 181.58 +0.27 0 33 +0
Total Volume and Open Interest 27,231 87,777 +3,432
Canadian Dollar(CME)
Sep05 050913 84.40 84.84 84.39 84.77 +0.44 12,637 82,369 -12,576
Dec05 050913 84.60 85.14 84.60 84.98 +0.45 9,924 44,996 +19,178
Mar06 050913 85.18 85.23 85.18 85.21 +0.46 26 1,188 +2
Jun06 050913 85.30 85.44 85.30 85.44 +0.47 1 143 +1
Total Volume and Open Interest 22,589 128,725 +6,604
Japanese Yen(CME)
Sep05 050913 90.23 90.46 90.10 90.42 -0.36 13,556 111,922 -12,486
Dec05 050913 91.09 91.36 90.97 91.30 -0.36 17,867 73,830 +11,006
Mar06 050913 92.10 92.18 92.10 92.18 -0.36 0 122 +0
Total Volume and Open Interest 31,423 185,921 -1,480
Swiss Franc(CME)
Sep05 050913 79.34 79.38 79.20 79.27 -0.20 6,392 44,162 -10,639
Dec05 050913 80.00 80.12 79.78 79.90 -0.20 10,033 20,830 +8,665
Mar06 050913 80.54 80.54 80.54 80.54 -0.20 0 27 +0
Total Volume and Open Interest 16,425 65,066 -1,974
EuroFX(CME)
Sep05 050913 122.82 122.95 122.50 122.70 -0.09 9,456 116,409 -12,799
Dec05 050913 123.31 123.59 123.00 123.24 -0.09 17,043 46,794 +15,478
Mar06 050913 123.79 123.79 123.79 123.79 -0.09 104 711 +103
Total Volume and Open Interest 26,603 164,298 +2,781
Mexican Peso(CME)
Sep05 050913 9322.0 9325.0 9257.0 9262.0 -85.0 11,592 51,945 -6,290
Dec05 050913 9202.0 9202.0 9120.0 9137.0 -85.0 10,318 28,326 +12,844
Total Volume and Open Interest 21,912 81,248 +6,554
30-Year T-Bonds(CBOT)
Sep05 050913 116~12 117~00 116~04 116~22 +0~11 34,989 52,920 -21,999
Dec05 050913 115~31 116~21 115~21 116~10 +0~11 294,890 566,326 -1,279
Mar06 050913 115~28 116~11 115~21 116~02 +0~11 24 1,250 +14
Total Volume and Open Interest 329,903 620,503 -23,264
10-Year T-Notes(CBOT)
Sep05 050913 112~060 112~210 112~025 112~175 +0~095 93,126 382,749 -11,590
Dec05 050913 111~060 111~210 111~010 111~165 +0~095 761,055 1,503,290 +42,231
Total Volume and Open Interest 854,373 1,890,146 +30,779
5-Year T-Notes(CBOT)
Sep05 050913 108~085 108~110 108~080 108~080 +0~055 22,305 0 +0
Dec05 050913 107~275 108~060 107~275 108~025 +0~060 385,644 0 +0
Mar06 050913 107~300 107~300 107~300 107~300 +0~060 0 1,000 +0
Total Volume and Open Interest 407,949 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050913 103~080 103~080 103~080 103~080 +0~008 641 41,999 -2,028
Dec05 050913 103~052 103~065 103~052 103~064 +0~011 1,855 341,542 -2,689
Total Volume and Open Interest 2,496 383,541 -4,717
Eurodollars(CME)
Sep05 050913 96.103 96.113 96.103 96.107 -0.003 37,911 1,064,159 -13,035
Dec05 050913 95.880 95.925 95.880 95.905 +0.015 35,891 1,089,992 -17,467
Mar06 050913 95.785 95.845 95.780 95.825 +0.035 26,320 1,099,318 -1,314
Jun06 050913 95.735 95.800 95.735 95.785 +0.045 24,978 971,006 -12,660
Sep06 050913 95.720 95.775 95.690 95.760 +0.050 126,822 757,215 -13,815
Dec06 050913 95.670 95.740 95.670 95.735 +0.055 21,849 625,283 -4,217
Mar07 050913 95.670 95.745 95.670 95.735 +0.055 22,671 471,603 +2,135
Jun07 050913 95.675 95.730 95.675 95.725 +0.055 15,562 363,536 +2,263
Sep07 050913 95.710 95.725 95.705 95.715 +0.055 17,547 266,783 +4,497
Dec07 050913 95.680 95.695 95.675 95.685 +0.055 7,324 232,755 +2,424
Mar08 050913 95.660 95.685 95.660 95.680 +0.060 15,530 211,747 +5,668
Jun08 050913 95.650 95.660 95.650 95.660 +0.060 9,360 191,019 +1,913
Sep08 050913 95.625 95.645 95.625 95.635 +0.060 9,804 179,846 +1,347
Dec08 050913 95.585 95.610 95.585 95.595 +0.060 7,046 134,663 -1,229
Mar09 050913 95.565 95.580 95.565 95.575 +0.060 13,965 122,496 -319
Jun09 050913 95.530 95.545 95.530 95.540 +0.060 7,325 103,826 -3,492
Sep09 050913 95.500 95.520 95.500 95.510 +0.060 3,998 88,062 -629
Dec09 050913 95.455 95.475 95.455 95.465 +0.060 2,925 70,806 +260
Total Volume and Open Interest 304,847 8,224,335 -52,732
3-Mth Euro-Yen(CME)
Sep05 050913 99.91 99.91 99.91 99.91 unch 10 5,205 -20
Dec05 050913 99.89 99.89 99.89 99.89 unch 0 6,853 +0
Mar06 050913 99.84 99.84 99.84 99.84 unch 53 5,550 +0
Jun06 050913 99.77 99.78 99.77 99.77 unch 61 6,236 +131
Sep06 050913 99.69 99.69 99.69 99.69 +0.01 200 3,685 +5
Dec06 050913 99.61 99.62 99.61 99.62 +0.02 448 5,785 +257
Mar07 050913 99.53 99.53 99.53 99.53 +0.02 112 5,974 -413
Jun07 050913 99.46 99.46 99.46 99.46 +0.01 286 609 +239
Sep07 050913 99.37 99.37 99.37 99.37 +0.01 0 370 +0
Dec07 050913 99.30 99.30 99.30 99.30 +0.01 0 27 +0
Total Volume and Open Interest 1,170 40,604 +199
3-Mth Euro-Yen(SIMEX)
Dec05 050913 99.89 99.89 99.89 99.89 unch 4,328 81,541 +1,982
Mar06 050913 99.84 99.85 99.83 99.84 unch 518 52,946 +102
Jun06 050913 99.76 99.78 99.75 99.77 unch 1,957 46,614 +601
Sep06 050913 99.68 99.70 99.67 99.69 unch 4,993 30,620 +290
Dec06 050913 99.61 99.62 99.60 99.62 +0.01 1,852 61,619 +821
Mar07 050913 99.52 99.54 99.52 99.54 +0.01 862 26,323 -256
Jun07 050913 99.45 99.46 99.44 99.46 +0.01 432 13,988 +229
Sep07 050913 99.37 99.37 99.37 99.37 +0.01 0 1,114 +0
Total Volume and Open Interest 15,531 443,906 +3,340
German Euro-Bund(EUREX)
Dec05 050913 122.89 123.21 122.64 123.12 +0.25 1,133,372 1,257,860 +42,482
Mar06 050913 123.15 123.50 122.99 123.46 +0.27 224 1,551 +256
Jun06 050913 123.05 123.05 123.05 123.05 +0.25      
Total Volume and Open Interest 1,133,596 1,259,411 +42,738
German Euro-Bobl(EUREX)
Dec05 050913 114.57 114.74 114.46 114.69 +0.11 525,004 822,441 +4,791
Mar06 050913 115.03 115.03 115.03 115.03 +0.11 0 106 +102
Jun06 050913 114.39 114.39 114.39 114.39 +0.11      
Total Volume and Open Interest 525,004 822,547 +4,893
Long Gilt(LIFFE)
Sep05 050913 113~17 113~28 113~16 113~28 +0~11 1,048 18,097 +243
Dec05 050913 113~08 113~21 113~03 113~19 +0~11 42,472 205,809 +2,375
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050913 95.40 95.42 95.40 95.41 +0.01 9,139 246,732 -3,310
Dec05 050913 95.49 95.54 95.48 95.51 unch 21,793 341,703 +3,075
Mar06 050913 95.58 95.63 95.56 95.60 unch 25,172 408,629 -1,774
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050913 97.865 97.870 97.860 97.865 -0.005 20,088 483,494 -258
Dec05 050913 97.830 97.845 97.825 97.840 +0.005 52,715 668,765 +7,247
Mar06 050913 97.805 97.825 97.790 97.820 +0.015 63,303 677,445 +12,063
Total Volume and Open Interest 345,500 3,428,220 +30,341
3-Mth Aus T-Bills(SFE)
Sep05 050908 94.37 94.38 94.36 94.37 -0.01 23,242 50,066 -816
Dec05 050913 94.39 94.42 94.39 94.40 -0.01 40,443 227,026 -11,007
Mar06 050913 94.43 94.44 94.41 94.42 -0.03 17,657 124,788 +1,600
Jun06 050913 94.48 94.49 94.46 94.48 -0.03 8,395 80,079 -2,624
Sep06 050913 94.48 94.48 94.47 94.48 -0.04 4,112 31,204 -1,581
Dec06 050913 94.46 94.46 94.45 94.46 -0.04 957 24,092 -699
Mar07 050913 94.42 94.44 94.42 94.43 -0.03 421 18,842 -23
Jun07 050913 94.40 94.42 94.39 94.40 -0.03 650 25,192 +232
Sep07 050913 94.38 94.41 94.37 94.38 -0.03 220 2,789 -2
Dec07 050913 94.37 94.40 94.36 94.37 -0.02 100 2,292 -8
Total Volume and Open Interest 73,025 538,716 -14,043
10-Year Aus T-Bonds(SFE)
Sep05 050913 94.79 94.81 94.78 94.79 -0.03 64,148 313,917 +1,824
Dec05 050913 94.79 94.81 94.78 94.79 -0.04 50,662 57,916 +33,553
Total Volume and Open Interest 114,810 371,833 +35,377
3-Year Aus T-Bonds(SFE)
Sep05 050913 94.83 94.86 94.82 94.84 -0.04 115,555 451,972 -13,192
Dec05 050913 94.84 94.86 94.83 94.85 -0.04 70,846 116,827 +78,657
Total Volume and Open Interest 186,401 568,799 +65,465
Gold(CMX)
Oct05 050913 449.7 450.0 445.5 447.0 -3.7 903 20,666 +431
Dec05 050913 452.4 453.4 448.3 450.0 -3.7 34,502 252,124 +3,696
Feb06 050913 456.0 456.0 451.7 453.3 -3.7 150 8,506 -2
Apr06 050913 456.0 456.9 456.0 456.5 -3.8 135 5,397 -4
Jun06 050913 462.1 462.5 458.9 459.8 -3.8 14 10,728 +3
Aug06 050913 465.5 465.5 463.1 463.1 -3.8 15 1,548 +15
Oct06 050913 466.4 466.4 466.4 466.4 -3.8 0 2,118 +0
Dec06 050913 472.7 473.0 469.7 469.7 -3.8 11 5,651 +2
Feb07 050913 473.0 473.0 473.0 473.0 -3.8 0 4,550 +0
Apr07 050913 476.3 476.3 476.3 476.3 -3.8 0 100 +0
Jun07 050913 479.6 479.6 479.6 479.6 -3.8 0 4,183 +0
Total Volume and Open Interest 35,736 321,552 +4,143
Silver(CMX)
Sep05 050913 698.0 699.5 690.0 694.3 -5.5 92 663 -168
Dec05 050913 705.5 708.0 691.0 700.5 -5.5 9,537 88,466 +715
Mar06 050913 708.5 708.5 702.0 706.4 -5.3 49 5,522 -184
May06 050913 709.3 709.3 709.3 709.3 -5.4 0 1,379 +0
Jul06 050913 714.0 714.0 711.7 711.7 -5.5 2 6,823 +0
Sep06 050913 714.2 714.2 714.2 714.2 -5.5 0 1,694 +0
Dec06 050913 720.5 720.5 711.7 717.0 -5.5 68 7,274 +34
Total Volume and Open Interest 9,776 114,462 +408
Platinum(NYM)
Oct05 050913 913.0 914.8 909.2 913.5 -2.4 927 9,994 +112
Jan06 050913 913.0 913.0 908.5 911.5 -2.4 64 1,719 +29
Apr06 050913 909.0 909.0 909.0 909.0 -2.4 0 141 +0
Total Volume and Open Interest 991 11,854 +141
Palladium(NYME)
Sep05 050913 182.20 182.20 182.20 182.20 -0.95 0 260 +1
Dec05 050913 185.00 185.00 182.50 184.00 -1.25 129 12,988 +37
Mar06 050913 184.00 186.00 184.00 186.00 -1.25 0 36 +0
Total Volume and Open Interest 129 13,284 +38
Copper(CMX)
Sep05 050913 170.40 171.00 169.10 170.00 -1.90 453 6,111 -462
Dec05 050913 162.40 163.20 161.00 162.55 -1.85 9,886 71,978 +592
Mar06 050913 155.30 156.20 154.90 155.90 -1.50 861 8,106 -252
May06 050913 150.90 150.90 150.90 150.90 -1.50 466 1,852 -27
Jul06 050913 147.00 147.00 146.00 146.55 -1.45 30 1,029 +3
Total Volume and Open Interest 12,095 99,151 -45
Aluminum(CMX)
Sep05 050913 86.55 86.55 86.55 86.55 +0.45 0 6 +0
Oct05 050913 87.00 87.00 87.00 87.00 +0.40 0 515 +0
Nov05 050913 87.40 87.40 87.40 87.40 +0.40 0 561 +0
Dec05 050913 87.90 87.90 87.90 87.90 +0.40 0 1,078 +0
Jan06 050913 87.90 87.90 87.90 87.90 +0.40 0 70 +0
Feb06 050913 87.90 87.90 87.90 87.90 +0.40 0 70 +0
Total Volume and Open Interest 0 2,565 +0
DJIA Index(CBOT)
Sep05 050913 10649 10675 10599 10617 -62 7,373 26,807 -1,176
Dec05 050913 10687 10722 10640 10658 -62 8,828 22,750 +4,960
Mar06 050913 10745 10755 10703 10703 -62 0 9 +0
Total Volume and Open Interest 16,201 49,566 +3,784
S & P 500(CME)
Sep05 050913 1237.50 1239.30 1231.40 1232.60 -7.60 106,347 215,726 -55,090
Dec05 050913 1244.00 1246.60 1237.70 1238.90 -7.70 115,060 494,669 +74,972
Mar06 050913 1246.00 1246.00 1245.50 1245.50 -7.70 383 5,267 +447
Jun06 050913 1252.80 1252.80 1252.80 1252.80 -7.90 2 731 +0
Total Volume and Open Interest 221,794 716,464 +20,328
S & P 500 E-Mini(Globex)
Sep05 050913 1239.75 1240.50 1231.50 1232.50 -7.75 179,731 683,209 -61,709
Dec05 050913 1246.00 1246.75 1237.50 1239.00 -7.50 602,597 662,704 +98,470
Total Volume and Open Interest 782,328 1,345,913 +36,761
NASDAQ 100(CME)
Sep05 050913 1610.50 1619.50 1605.00 1609.50 -3.50 13,305 41,348 -2,117
Dec05 050913 1624.50 1634.00 1618.00 1623.00 -3.50 16,625 30,759 +5,909
Mar06 050913 1636.50 1636.50 1636.50 1636.50 -3.50 0 7 +0
Total Volume and Open Interest 29,930 72,114 +3,792
NASDAQ 100 E-Mini(Globex)
Sep05 050913 1612.00 1620.50 1605.00 1609.50 -3.50 49,849 233,214 -11,897
Dec05 050913 1626.00 1634.50 1618.50 1623.00 -3.50 181,411 143,188 +24,962
Total Volume and Open Interest 231,260 376,402 +13,065
S & P Midcap 400(CME)
Sep05 050913 716.50 719.00 715.25 716.05 -4.30 3,764 10,459 +684
Dec05 050913 724.30 724.50 720.00 720.80 -4.40 3,904 9,234 +3,744
Mar06 050913 723.55 723.55 723.55 723.55 -4.40      
Total Volume and Open Interest 4,951 19,579 -114
Russell 2000(CME)
Sep05 050913 675.00 675.00 673.20 674.40 -5.55 4,519 24,319 -2,202
Dec05 050913 681.50 681.50 675.50 677.80 -5.60 4,686 21,649 +2,528
Mar06 050913 677.90 677.90 677.90 677.90 -5.60      
Total Volume and Open Interest 9,205 45,968 +326
Russell 2000 E-Mini(Globex)
Sep05 050913 680.10 680.10 672.00 674.40 -5.60 57,475 149,958 -31,822
Dec05 050913 683.30 683.30 675.30 677.80 -5.60 120,382 135,148 +40,602
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050913 1900.00 1905.00 1900.00 1905.00 -15.00 6 45 +0
Total Volume and Open Interest 6 49 +0
Nikkei 225(CME)
Dec05 050913 12885 12895 12800 12865 +10 44,076 213,034 +8,128
Mar06 050913 12845 12850 12845 12850 +5 0 4 -56
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Sep05 050908 12655 12660 12495 12540 -75 120,997 204,044 -30,572
Dec05 050913 12885 12895 12800 12865 +10 44,076 213,034 +8,128
Mar06 050913 12845 12850 12845 12850 +5 0 4 -56
Total Volume and Open Interest 44,084 213,512 +8,090
CAC 40(MATIF)
Sep05 050913 4492.5 4501.5 4455.5 4458.5 -36.0 60,845 508,725 +15,198
Oct05 050913 4501.5 4507.5 4465.0 4467.0 -36.0 134 1,912 +22
Nov05 050913 4482.0 4484.0 4473.5 4473.5 -36.0 0 3 +0
Total Volume and Open Interest 68,103 535,326 +20,307
Hang Seng Index(HKFE)
Sep05 050913 15201 15232 15008 15029 -171 19,605 109,799 -1,638
Oct05 050913 15233 15255 15048 15060 -170 277 1,059 +230
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050913 4999.0 4999.0 4896.5 4911.5 -79.5 145,312 180,743 -17,340
Dec05 050913 5029.0 5029.0 4923.0 4937.5 -80.5 31,754 51,676 +23,554
Mar06 050913 5015.0 5051.5 4950.0 4964.5 -80.5 1,957 5,822 +95
Total Volume and Open Interest 179,023 238,241 +6,309
FT-SE 100(LIFFE)
Sep05 050913 5375.00 5379.00 5325.00 5339.00 -40.50 140,514 288,991 -44,156
Dec05 050913 5406.00 5409.00 5359.00 5369.00 -40.50 95,416 213,919 +49,019
Mar06 050913 5376.50 5376.50 5376.50 5376.50 -40.50 45 5,287 +45
Total Volume and Open Interest 235,975 516,975 +4,908
SPI 200(SFE)
Sep05 050913 4474.0 4505.0 4462.0 4495.0 +11.0 41,958 169,523 -12,495
Dec05 050913 4488.0 4515.0 4473.0 4504.0 +8.0 36,305 72,358 +28,945
Mar06 050913 4505.0 4505.0 4505.0 4505.0 +8.0 10 3,381 -54
Total Volume and Open Interest 78,278 248,745 +16,396
GSCI(CME)
Sep05 050913 433.00 433.10 428.40 431.25 -1.50 3,924 8,583 -3,016
Oct05 050913 439.25 440.50 436.50 436.80 -1.60 3,644 10,480 +3,429
Nov05 050913 440.00 440.00 440.00 440.00 -1.00      
Total Volume and Open Interest 7,568 19,063 +413
Reuters CRB Index(NYBOT)
Nov05 050913 320.00 320.00 318.70 319.50 -2.25 48 399 +13
Jan06 050913 318.25 319.00 317.75 319.00 -2.25 0 415 +0
Feb06 050913 318.50 318.50 318.50 318.50 -2.25 0 7 +0
Total Volume and Open Interest 48 1,024 +13
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!