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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 15, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050915 575.00 578.00 568.00 568.75 -11.50 38,351 171,521 +601
Jan06 050915 585.00 587.00 577.00 577.75 -11.00 7,526 24,418 +2,070
Mar06 050915 592.00 594.50 585.00 585.50 -11.50 3,679 15,644 +68
May06 050915 596.50 599.00 589.00 590.50 -11.50 1,362 16,426 +154
Jul06 050915 601.50 602.50 594.00 595.00 -11.50 1,641 10,733 +58
Aug06 050915 600.00 600.50 594.00 594.00 -10.00 40 335 +13
Sep06 050915 600.00 601.00 594.00 594.00 -10.00 4 122 +4
Total Volume and Open Interest 53,698 247,378 +3,077
Soybean Meal(CBOT)
Oct05 050915 175.50 176.00 173.10 173.20 -3.80 5,975 17,916 +183
Dec05 050915 178.30 178.50 175.80 175.90 -3.80 12,869 59,294 +534
Jan06 050915 179.80 180.10 177.20 177.40 -4.00 3,232 9,894 +751
Mar06 050915 183.00 183.00 179.80 179.90 -3.90 2,322 8,900 +78
May06 050915 184.30 184.50 181.00 181.00 -3.80 1,515 11,879 +440
Jul06 050915 186.00 186.50 183.20 183.20 -2.60 777 6,767 -9
Aug06 050915 186.00 186.00 184.50 184.50 -2.00 394 1,753 +207
Sep06 050915 186.50 186.50 184.40 184.40 -1.90 255 1,409 +156
Total Volume and Open Interest 27,957 119,966 +2,180
Soybean Oil(CBOT)
Oct05 050915 22.17 22.25 22.06 22.13 -0.04 6,433 16,355 -645
Dec05 050915 22.41 22.50 22.27 22.35 -0.06 13,266 85,986 +739
Jan06 050915 22.60 22.68 22.46 22.51 -0.09 3,252 9,652 +758
Mar06 050915 22.80 22.80 22.61 22.65 -0.12 1,537 5,951 +224
May06 050915 22.90 22.95 22.75 22.78 -0.12 671 8,457 -1
Jul06 050915 23.05 23.10 22.90 22.90 -0.15 593 6,198 -43
Aug06 050915 23.00 23.12 22.90 22.90 -0.05 10 964 -4
Sep06 050915 23.17 23.17 22.95 22.95 unch 2 903 +0
Total Volume and Open Interest 26,218 138,214 +831
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050915 264.0 264.6 263.2 263.8 -0.6 3,934 36,910 -1,461
Jan06 050915 273.0 273.0 271.7 272.5 -0.4 1,053 19,013 +288
Mar06 050915 280.0 280.0 278.8 278.9 -1.5 534 2,318 +405
May06 050915 285.0 286.0 282.5 286.0 unch 68 1,475 +5
Total Volume and Open Interest 6,418 63,981 -192
Corn(CBOT)
Dec05 050915 206.25 208.00 205.75 206.50 -1.25 47,692 484,350 -6,852
Mar06 050915 219.00 220.50 218.50 219.00 -1.25 14,390 116,114 +4,360
May06 050915 226.50 227.50 225.75 226.25 -1.00 3,207 26,405 -326
Jul06 050915 231.75 233.25 231.25 232.00 -1.00 4,992 37,939 +2,072
Sep06 050915 238.25 239.50 238.00 238.50 -0.50 261 5,007 +182
Dec06 050915 248.00 248.25 247.25 247.50 -1.00 1,779 30,923 +34
Total Volume and Open Interest 73,253 706,677 -1,215
Wheat(CBOT)
Dec05 050915 325.00 326.50 320.50 322.75 -4.50 27,199 220,805 +687
Mar06 050915 338.00 340.00 334.00 337.00 -4.50 3,497 35,515 -437
May06 050915 344.00 346.00 340.50 343.00 -4.50 99 1,322 -26
Jul06 050915 350.00 351.50 346.25 350.00 -3.25 4,259 18,794 +1,085
Sep06 050915 355.00 356.50 353.00 356.50 -3.00 19 247 +13
Total Volume and Open Interest 35,252 277,872 +579
Wheat(KCBT)
Sep05 050914 359.00 362.00 353.00 354.00 +0.50 139 113 +86
Dec05 050915 364.00 369.50 359.50 365.50 +0.75 18,573 67,860 +1,674
Mar06 050915 362.00 365.00 358.00 361.75 -1.00 4,180 21,577 +263
May06 050915 357.00 358.00 351.00 357.00 +0.50 345 1,857 +211
Jul06 050915 356.50 357.00 352.00 352.75 -4.50 1,603 9,418 +591
Total Volume and Open Interest 24,805 100,969 +2,669
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050915 358.00 363.00 355.00 357.75 -1.00 6,875 21,955 +1,045
Mar06 050915 354.00 357.50 351.50 353.50 -2.00 1,180 9,085 +111
May06 050915 354.00 357.25 354.00 354.50 -3.00 92 1,510 +47
Jul06 050915 359.00 362.50 358.00 359.00 -3.25 87 321 +65
Total Volume and Open Interest 8,247 33,099 +1,260
Oats(CBOT)
Dec05 050915 158.75 159.25 157.75 159.00 +1.25 690 5,554 +59
Mar06 050915 165.00 165.00 162.00 164.00 unch 21 234 +11
May06 050915 169.00 169.00 169.00 169.00 +1.00 0 36 +0
Jul06 050915 171.00 171.00 171.00 171.00 +1.00 0 1 +0
Total Volume and Open Interest 721 5,836 +80
Rough Rice(CBOT)
Sep05 050915 6.55 6.58 6.55 6.55 +0.00 23 147 -10
Nov05 050915 6.71 6.79 6.69 6.74 +0.01 174 5,253 +87
Jan06 050915 6.93 7.00 6.93 6.98 +0.02 22 873 -2
Mar06 050915 7.20 7.20 7.20 7.20 +0.01 0 478 +0
Total Volume and Open Interest 219 6,791 +75
Live Cattle(CME)
Oct05 050915 85.750 86.475 85.275 86.375 +0.875 20,478 43,718 -4,306
Dec05 050915 87.900 89.000 87.625 88.900 +0.950 16,817 66,520 +6,612
Feb06 050915 89.100 89.950 88.900 89.900 +0.750 3,710 24,049 +1,127
Apr06 050915 87.150 87.600 87.050 87.600 +0.450 830 6,970 +224
Jun06 050915 82.950 83.350 82.800 83.225 +0.375 374 3,249 -24
Aug06 050915 82.500 83.000 82.350 83.000 +0.375 28 1,518 +35
Total Volume and Open Interest 42,257 146,053 +3,688
Feeder Cattle(CME)
Sep05 050915 115.300 115.375 114.850 115.375 +0.475 938 3,937 -457
Oct05 050915 113.600 113.900 112.900 113.625 +0.600 2,009 13,237 -197
Nov05 050915 112.700 113.150 112.250 112.925 +0.450 1,450 7,283 +376
Jan06 050915 109.200 109.600 108.850 109.575 +0.375 764 2,922 +383
Mar06 050915 104.100 104.600 104.100 104.600 +0.450 18 434 +3
Apr06 050915 102.875 103.150 102.825 103.025 +0.175 33 305 +19
May06 050915 103.000 103.000 102.900 102.900 +0.500 12 131 +9
Total Volume and Open Interest 5,224 28,255 +136
Lean Hogs(CME)
Oct05 050915 64.200 64.500 63.375 64.425 +0.600 11,588 30,744 -3,886
Dec05 050915 61.650 62.100 61.300 62.000 +0.375 11,316 49,189 +4,053
Feb06 050915 63.300 63.900 62.950 63.725 +0.375 1,632 15,869 +290
Apr06 050915 61.650 62.350 61.450 62.325 +0.425 827 4,878 +159
May06 050915 62.400 62.800 62.400 62.775 +0.375 26 1,131 +7
Jun06 050915 64.750 65.250 64.600 65.225 +0.500 72 1,536 +14
Jul06 050915 61.650 62.150 61.650 62.150 +0.450 37 654 +10
Aug06 050915 58.800 58.800 58.800 58.800 +0.750 9 314 +8
Total Volume and Open Interest 25,516 104,442 +657
Pork Bellies(CME)
Feb06 050915 80.750 81.375 79.800 81.125 +0.450 221 1,063 -38
Mar06 050915 80.000 80.000 80.000 80.000 unch 3 44 -1
May06 050915 82.300 82.450 82.300 82.450 +0.050 0 14 +0
Jul06 050915 84.050 84.050 84.050 84.050 +0.050 1 1  
Aug06 050915 83.500 83.500 83.500 83.500 unch 1 1  
Total Volume and Open Interest 226 1,123  
Class III Milk(CME)
Sep05 050915 14.24 14.28 14.24 14.27 +0.01 29 3,290 +18
Oct05 050915 14.34 14.44 14.30 14.41 +0.05 181 2,597 +7
Nov05 050915 13.70 13.78 13.70 13.76 +0.04 61 1,820 +11
Dec05 050915 13.40 13.45 13.40 13.43 +0.02 31 1,755 +3
Jan06 050915 12.85 12.94 12.85 12.90 +0.05 9 1,164 +5
Total Volume and Open Interest 404 19,269 +96
Cocoa(NYBOT)
Sep05 050915 1355 1355 1355 1355 -13 0 4 -3
Dec05 050915 1411 1417 1399 1405 -18 6,490 46,567 -1,381
Mar06 050915 1448 1452 1437 1441 -17 1,308 26,168 +49
May06 050915 1470 1470 1458 1461 -18 402 7,698 +300
Jul06 050915 1488 1488 1478 1481 -14 88 8,568 +25
Sep06 050915 1498 1501 1498 1501 -14 100 10,050 +0
Dec06 050915 1521 1524 1521 1524 -17 110 5,913 +100
Total Volume and Open Interest 8,675 112,965 -905
Coffee "C"(NYBOT)
Sep05 050915 89.35 89.35 89.35 89.35 -2.05 16 154 -12
Dec05 050915 94.20 94.30 91.40 92.25 -2.40 9,105 62,212 -784
Mar06 050915 97.60 98.00 95.30 95.90 -2.40 1,458 14,154 +442
May06 050915 99.75 99.80 98.00 98.05 -2.40 356 3,539 +149
Jul06 050915 101.00 101.00 100.10 100.10 -2.40 109 2,403 +41
Sep06 050915 103.00 103.00 102.05 102.05 -2.40 96 981 +23
Total Volume and Open Interest 11,172 84,423 -116
Orange Juice(NYBOT)
Nov05 050915 95.15 95.35 94.75 94.85 -0.20 1,000 18,250 -50
Jan06 050915 97.45 97.45 96.90 96.90 -0.20 143 3,085 -34
Mar06 050915 99.50 99.75 99.35 99.35 -0.20 28 1,916 +26
May06 050915 101.00 101.35 101.00 101.35 -0.10 0 231 +0
Jul06 050915 103.35 103.35 103.35 103.35 -0.10 0 102 +0
Total Volume and Open Interest 1,171 23,591 -58
Sugar #11(NYBOT)
Oct05 050915 10.25 10.38 10.18 10.33 +0.03 38,831 115,523 -20,599
Mar06 050915 10.75 10.88 10.68 10.81 +0.02 43,853 247,155 +15,665
May06 050915 10.52 10.66 10.52 10.61 +0.04 3,796 47,102 +1,210
Jul06 050915 10.25 10.40 10.24 10.35 +0.05 3,556 29,213 +1,946
Oct06 050915 10.20 10.29 10.16 10.28 +0.06 1,518 16,253 +611
Total Volume and Open Interest 92,156 467,413 -1,076
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050915 20.95 21.00 20.95 21.00 +0.05 139 4,192 +52
Jan06 050915 20.62 20.75 20.62 20.75 +0.14 487 2,246 -72
Mar06 050915 20.62 20.76 20.62 20.75 +0.13 147 1,898 +33
May06 050915 20.79 20.86 20.79 20.85 +0.10 42 2,065 +12
Total Volume and Open Interest 878 12,853 +46
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050915 816 824 813 819 unch 16,798 77,317 +5,611
Mar06 050915 838 843 832 839 unch 940 44,662 +132
May06 050915 846 854 846 852 unch 255 11,639 +70
Jul06 050915 866 870 862 866 unch 564 20,131 +298
Sep06 050915 879 881 879 881 +1 172 12,420 -9
Dec06 050915 892 893 892 893 +1 377 12,993 +197
Total Volume and Open Interest 33,368 184,590 -7,761
London Coffee(LCE)
Sep05 050915 905.00 905.00 900.00 900.00 -11.00 45 19,236 -38
Nov05 050915 941.00 948.00 911.00 915.00 -14.00 4,896 72,412 +300
Jan06 050915 960.00 970.00 935.00 939.00 -14.00 1,517 40,028 +297
Mar06 050915 986.00 986.00 953.00 957.00 -13.00 463 28,211 +90
May06 050915 1000.00 1000.00 971.00 974.00 -14.00 212 7,594 +37
Jul06 050915 1018.00 1019.00 991.00 991.00 -14.00 4 3,309 +4
Total Volume and Open Interest 7,137 172,420 +690
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050915 300.40 300.40 295.00 299.40 -0.60 4,699 24,924 +233
Mar06 050915 297.90 298.50 295.50 298.50 unch 1,403 13,602 +821
May06 050915 296.00 298.50 296.00 298.00 +1.20 28 3,269 +44
Aug06 050915 296.10 297.70 296.10 297.70 +1.70 0 2,269 +0
Total Volume and Open Interest 11,398 52,312 -2,287
Cotton(NYBOT)
Oct05 050915 48.20 48.50 48.00 48.04 -0.56 325 3,164 -67
Dec05 050915 49.50 49.94 49.38 49.50 -0.44 6,096 76,078 -216
Mar06 050915 51.50 51.70 51.20 51.48 -0.27 890 20,448 +121
May06 050915 52.45 52.45 52.45 52.45 -0.25 78 1,950 -26
Jul06 050915 53.45 53.45 53.45 53.45 -0.23 22 2,051 +22
Oct06 050915 55.00 55.00 55.00 55.00 -0.30 0 1 +0
Total Volume and Open Interest 7,411 104,405 -166
Lumber(CME)
Sep05 050915 336.0 339.2 334.8 334.8 -2.2 73 39 -51
Nov05 050915 300.0 304.3 297.6 299.5 -0.4 694 3,251 -34
Jan06 050915 310.0 311.6 306.2 308.4 +1.3 110 387 +9
Mar06 050915 316.2 318.4 316.0 317.0 +0.8 12 114 +6
Total Volume and Open Interest 898 3,819 -63
Crude Oil(NYM)
Oct05 050915 65.40 65.70 63.90 64.75 -0.34 116,776 98,631 -16,400
Nov05 050915 65.92 66.20 64.50 65.25 -0.48 102,886 208,839 +26,241
Dec05 050915 66.45 66.70 65.10 65.78 -0.50 34,874 130,593 -3,594
Jan06 050915 66.75 66.95 65.90 66.23 -0.47 10,580 50,909 +768
Feb06 050915 67.20 67.20 66.00 66.58 -0.45 5,443 23,214 +1,201
Mar06 050915 67.20 67.35 66.45 66.80 -0.42 2,780 27,697 +388
Apr06 050915 66.65 66.87 66.65 66.87 -0.40 1,394 13,981 +545
May06 050915 66.35 66.83 66.35 66.83 -0.38 315 12,190 +87
Jun06 050915 67.30 67.30 66.40 66.74 -0.36 2,079 40,442 +329
Jul06 050915 66.62 66.62 66.62 66.62 -0.34 200 8,656 -46
Aug06 050915 66.80 66.80 66.49 66.49 -0.32 250 6,526 +250
Sep06 050915 66.35 66.35 66.35 66.35 -0.30 125 7,988 -75
Oct06 050915 66.20 66.20 66.20 66.20 -0.28 0 5,406 +0
Nov06 050915 66.05 66.05 66.05 66.05 -0.26 0 5,182 +0
Dec06 050915 66.15 66.45 65.70 65.89 -0.24 8,301 52,276 -349
Jan07 050915 65.58 65.64 65.58 65.64 -0.24 31 8,300 +31
Total Volume and Open Interest 292,131 884,175 +11,328
Heating Oil(NYM)
Oct05 050915 193.00 193.00 187.00 191.20 -1.29 26,908 35,551 -3,522
Nov05 050915 196.10 196.50 191.60 195.25 -1.15 16,986 53,464 +5,454
Dec05 050915 199.50 199.70 195.00 198.35 -0.90 5,414 24,460 +985
Jan06 050915 202.40 202.40 197.00 201.25 -0.55 3,322 15,752 +484
Feb06 050915 202.15 202.50 199.50 201.75 -0.40 820 12,492 +154
Mar06 050915 199.50 199.80 197.25 199.15 -0.65 540 9,270 -245
Apr06 050915 194.50 194.50 192.40 193.85 -0.65 268 5,789 -71
May06 050915 189.70 189.70 187.90 189.05 -0.65 53 2,631 +33
Jun06 050915 186.20 186.20 185.40 185.40 -0.65 593 6,163 +115
Jul06 050915 184.95 184.95 184.95 184.95 -0.75 9 1,881 +48
Aug06 050915 185.55 185.70 185.55 185.70 -0.85 6 440 +5
Sep06 050915 187.05 187.05 187.05 187.05 -0.95 46 1,234 +4
Total Volume and Open Interest 55,132 172,656 +3,543
Unleaded Gas(NYM)
Oct05 050915 194.50 196.00 185.75 189.87 -3.87 33,729 39,928 -3,751
Nov05 050915 191.00 192.00 183.25 186.74 -3.83 20,296 49,244 +3,533
Dec05 050915 186.10 187.25 182.00 183.69 -3.03 6,194 16,036 +609
Jan06 050915 184.50 184.50 181.25 182.59 -2.48 1,615 12,162 -95
Feb06 050915 184.25 184.25 182.19 182.19 -2.18 1,290 5,531 +615
Mar06 050915 181.35 182.50 181.35 182.19 -2.03 1,213 4,386 +0
Apr06 050915 192.49 192.49 192.49 192.49 -1.93 198 4,835 +89
May06 050915 192.89 192.89 192.89 192.89 -1.98 263 2,803 -58
Jun06 050915 192.54 192.54 192.54 192.54 -2.08 414 2,084 +291
Jul06 050915 191.54 191.54 191.54 191.54 -2.28 260 811 +110
Aug06 050915 189.89 189.89 189.89 189.89 -1.93 268 1,368 +52
Sep06 050915 187.14 187.14 187.14 187.14 -1.83 1 81 +1
Total Volume and Open Interest 65,472 139,219 +1,293
Natural Gas(NYM)
Oct05 050915 11.370 11.450 10.860 11.336 +0.170 28,762 67,910 -1,499
Nov05 050915 11.960 12.020 11.500 11.969 +0.202 15,508 66,361 +5,917
Dec05 050915 12.300 12.600 12.000 12.447 +0.225 8,240 44,210 +219
Jan06 050915 12.630 12.800 12.300 12.692 +0.220 6,922 44,564 +823
Feb06 050915 12.470 12.532 12.200 12.532 +0.205 3,879 25,174 +299
Mar06 050915 12.150 12.200 11.850 12.157 +0.155 7,418 45,510 +355
Apr06 050915 9.970 10.050 9.700 10.007 +0.165 3,295 27,135 -481
May06 050915 9.550 9.627 9.480 9.627 +0.160 511 23,881 +200
Jun06 050915 9.550 9.652 9.520 9.652 +0.160 148 8,810 +64
Jul06 050915 9.600 9.693 9.500 9.693 +0.160 410 12,314 -91
Aug06 050915 9.540 9.736 9.540 9.736 +0.160 319 13,197 +201
Sep06 050915 9.712 9.712 9.712 9.712 +0.160 370 10,300 +175
Oct06 050915 9.610 9.741 9.610 9.741 +0.160 654 20,238 +102
Nov06 050915 10.131 10.131 10.131 10.131 +0.170 110 8,909 -6
Dec06 050915 10.350 10.511 10.331 10.511 +0.180 1,343 10,847 +271
Jan07 050915 10.570 10.796 10.570 10.796 +0.185 30 10,717 +1
Total Volume and Open Interest 79,817 547,784 +6,709
Brent Crude Oil(ICE)
Nov05 050915 64.20 64.75 62.88 63.66 -0.47 83,250 88,173 -2,186
Dec05 050915 65.00 65.30 63.63 64.37 -0.50 41,397 87,098 +8,914
Jan06 050915 65.55 65.76 64.27 64.90 -0.46 15,646 26,799 +2,507
Feb06 050915 65.75 65.99 64.65 65.28 -0.44 5,897 14,540 +2,317
Mar06 050915 66.15 66.20 65.46 65.50 -0.43 2,561 8,325 -688
Apr06 050915 66.08 66.10 65.56 65.56 -0.42 820 5,050 +134
May06 050915 66.04 66.04 65.52 65.52 -0.40 100 5,717 +0
Jun06 050915 65.85 65.85 65.15 65.47 -0.36 1,970 17,595 -1,070
Jul06 050915 65.38 65.38 65.38 65.38 -0.31 0 1,444 +0
Aug06 050915 65.23 65.23 65.23 65.23 -0.32 0 689 -3
Sep06 050915 65.56 65.60 65.08 65.08 -0.33 0 2,113 -3
Oct06 050915 64.93 64.93 64.93 64.93 -0.34 0 2,075 +0
Nov06 050915 64.78 64.78 64.78 64.78 -0.35 0 122 +0
Dec06 050915 65.20 65.20 64.20 64.62 -0.37 3,191 25,856 +329
Total Volume and Open Interest 193,011 338,218 +2,054
Gas Oil(ICE)
Oct05 050915 604.00 604.25 585.25 591.25 +0.25 22,226 55,189 -3,671
Nov05 050915 606.25 610.00 593.75 599.00 +1.50 14,907 39,789 +460
Dec05 050915 607.00 613.25 597.75 603.25 +2.25 7,228 35,085 +1,266
Jan06 050915 612.50 613.25 601.25 606.00 +2.75 2,430 18,679 -1,209
Feb06 050915 609.25 611.25 605.00 605.75 +3.25 316 10,278 -14
Mar06 050915 606.25 606.25 604.00 604.00 +4.00 279 9,641 -138
Apr06 050915 601.75 601.75 601.75 601.75 +5.00 229 5,951 -36
May06 050915 601.00 601.00 592.50 599.50 +6.00 20 1,291 -10
Jun06 050915 598.50 601.00 590.75 598.00 +5.75 938 15,277 +640
Jul06 050915 599.75 600.25 598.00 598.00 +5.25 0 467 +0
Total Volume and Open Interest 49,898 217,933 -2,564
US Dollar Index(NYBOT)
Sep05 050915 87.63 88.23 87.63 88.12 +0.43 866 6,816 -686
Dec05 050915 87.49 88.00 87.37 87.89 +0.43 3,181 9,017 +383
Mar06 050915 87.55 87.66 87.55 87.66 +0.43 0 2,011 +0
Total Volume and Open Interest 4,047 17,846 -303
Australian Dollar(CME)
Sep05 050915 77.01 77.01 76.60 76.61 -0.49 9,134 35,930 -7,621
Dec05 050915 76.61 76.68 76.21 76.29 -0.49 11,617 66,184 +13,398
Mar06 050915 76.04 76.04 76.04 76.04 -0.49 0 9 +0
Total Volume and Open Interest 20,751 102,144 +5,777
British Pound(CME)
Sep05 050915 180.67 180.80 180.45 180.56 -1.70 18,075 37,200 -15,129
Dec05 050915 180.40 180.56 180.10 180.28 -1.70 19,048 56,174 +16,838
Mar06 050915 179.91 179.91 179.91 179.91 -1.70 6 35 +0
Total Volume and Open Interest 37,129 93,410 +1,709
Canadian Dollar(CME)
Sep05 050915 84.44 84.49 84.05 84.34 -0.37 16,137 59,781 -13,319
Dec05 050915 84.65 84.73 84.27 84.55 -0.37 16,171 85,549 +18,785
Mar06 050915 84.93 84.93 84.48 84.78 -0.37 36 1,163 -11
Jun06 050915 84.96 85.01 84.96 85.01 -0.37 2 144 +0
Total Volume and Open Interest 32,346 146,674 +5,455
Japanese Yen(CME)
Sep05 050915 90.64 90.70 90.33 90.35 -0.30 17,673 75,527 -23,516
Dec05 050915 91.56 91.66 91.22 91.23 -0.30 19,813 98,184 +8,154
Mar06 050915 92.11 92.11 92.11 92.11 -0.30 350 464 +337
Total Volume and Open Interest 37,836 174,222 -15,025
Swiss Franc(CME)
Sep05 050915 78.97 78.98 78.84 78.91 -0.56 10,976 31,442 -4,805
Dec05 050915 79.60 79.64 79.40 79.53 -0.57 6,950 28,239 +3,718
Mar06 050915 80.16 80.16 80.16 80.16 -0.57 30 41 +11
Total Volume and Open Interest 17,956 59,769 -1,076
EuroFX(CME)
Sep05 050915 122.22 122.27 122.04 122.19 -0.60 15,823 77,350 -20,790
Dec05 050915 122.77 122.90 122.46 122.72 -0.60 19,040 79,216 +15,717
Mar06 050915 123.28 123.28 123.26 123.26 -0.60 653 1,334 +615
Total Volume and Open Interest 35,516 158,291 -4,452
Mexican Peso(CME)
Sep05 050915 9260.0 9275.0 9242.0 9242.0 +2.0 6,315 42,834 +256
Dec05 050915 9097.0 9145.0 9097.0 9117.0 +2.0 6,210 55,971 +11,183
Total Volume and Open Interest 12,629 99,876 +11,533
30-Year T-Bonds(CBOT)
Sep05 050915 116~12 117~07 115~12 115~21 -0~21 8,700 36,932 -2,928
Dec05 050915 115~31 116~10 114~30 115~09 -0~21 262,574 565,968 -956
Mar06 050915 115~05 115~06 114~23 115~00 -0~22 52 1,298 +38
Total Volume and Open Interest 271,326 604,205 -3,846
10-Year T-Notes(CBOT)
Sep05 050915 112~080 112~145 111~225 111~265 -0~140 56,194 339,394 -21,508
Dec05 050915 111~090 111~180 110~255 110~305 -0~105 671,548 1,559,050 +7,877
Total Volume and Open Interest 729,127 1,904,087 -12,362
5-Year T-Notes(CBOT)
Sep05 050915 108~060 108~060 108~000 108~000 -0~040 7,246 0 +0
Dec05 050915 108~010 108~055 107~235 107~265 -0~040 375,244 0 +0
Mar06 050915 107~220 107~220 107~220 107~220 -0~040 0 1,000 +0
Total Volume and Open Interest 382,490 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050915 103~080 103~080 103~072 103~072 -0~004 123 40,115 -1,922
Dec05 050915 103~065 103~070 103~053 103~057 -0~003 364 341,685 -3,747
Total Volume and Open Interest 487 381,800 -5,669
Eurodollars(CME)
Sep05 050915 96.110 96.113 96.103 96.105 -0.002 29,108 1,006,085 -21,691
Dec05 050915 95.920 95.935 95.895 95.910 unch 31,145 1,114,430 +14,281
Mar06 050915 95.835 95.860 95.790 95.810 -0.010 30,238 1,126,863 +24,145
Jun06 050915 95.795 95.815 95.730 95.750 -0.020 28,061 990,257 +16,559
Sep06 050915 95.745 95.795 95.700 95.715 -0.025 228,387 752,467 +13,920
Dec06 050915 95.745 95.745 95.670 95.680 -0.035 28,299 632,186 -1,496
Mar07 050915 95.745 95.745 95.660 95.675 -0.040 18,117 480,483 -274
Jun07 050915 95.730 95.730 95.645 95.660 -0.040 25,426 378,512 +11,685
Sep07 050915 95.710 95.720 95.630 95.645 -0.040 21,188 270,579 +1,569
Dec07 050915 95.665 95.670 95.595 95.610 -0.045 14,306 238,904 +1,765
Mar08 050915 95.650 95.660 95.585 95.600 -0.045 13,508 213,173 -1,159
Jun08 050915 95.640 95.640 95.560 95.575 -0.050 19,053 196,752 +2,504
Sep08 050915 95.610 95.610 95.535 95.545 -0.055 5,403 181,819 +708
Dec08 050915 95.555 95.560 95.490 95.500 -0.055 3,787 135,377 +317
Mar09 050915 95.545 95.545 95.470 95.475 -0.060 2,406 122,781 +89
Jun09 050915 95.490 95.500 95.425 95.440 -0.060 6,057 105,561 +2,533
Sep09 050915 95.470 95.470 95.395 95.405 -0.065 2,060 90,297 -384
Dec09 050915 95.420 95.420 95.345 95.355 -0.065 2,343 70,926 -486
Total Volume and Open Interest 319,997 8,331,754 +64,981
3-Mth Euro-Yen(CME)
Sep05 050915 99.92 99.92 99.91 99.91 -0.01 511 5,604 +399
Dec05 050915 99.89 99.89 99.89 99.89 unch 503 7,261 -82
Mar06 050915 99.84 99.84 99.84 99.84 unch 0 5,483 +0
Jun06 050915 99.76 99.76 99.76 99.76 unch 385 8,209 +1,609
Sep06 050915 99.67 99.67 99.67 99.67 -0.02 0 3,723 -81
Dec06 050915 99.59 99.59 99.59 99.59 -0.02 5 6,446 +374
Mar07 050915 99.50 99.50 99.50 99.50 -0.03 0 6,065 +155
Jun07 050915 99.43 99.43 99.42 99.42 -0.03 0 515 -55
Sep07 050915 99.34 99.34 99.34 99.34 -0.02 0 370 +0
Dec07 050915 99.27 99.27 99.27 99.27 -0.01 0 27 +0
Total Volume and Open Interest 1,404 44,013 +2,319
3-Mth Euro-Yen(SIMEX)
Dec05 050915 99.89 99.89 99.89 99.89 unch 9,806 84,942 +211
Mar06 050915 99.84 99.84 99.83 99.84 unch 3,396 54,381 +1,343
Jun06 050915 99.77 99.77 99.75 99.76 unch 5,876 51,183 +2,804
Sep06 050915 99.69 99.69 99.67 99.67 -0.01 4,655 30,599 +972
Dec06 050915 99.61 99.61 99.58 99.59 -0.02 2,938 64,238 +1,800
Mar07 050915 99.52 99.52 99.49 99.51 -0.01 1,004 27,264 +696
Jun07 050915 99.45 99.45 99.43 99.43 -0.01 1,184 14,507 +537
Sep07 050915 99.34 99.34 99.34 99.34 -0.02 0 1,114 +0
Total Volume and Open Interest 28,859 382,614 -67,752
German Euro-Bund(EUREX)
Dec05 050915 123.03 123.23 122.85 122.86 -0.30 1,121,196 1,370,341 +141,651
Mar06 050915 123.27 123.51 123.19 123.19 -0.31 3,137 1,496 -72
Jun06 050915 122.36 122.36 122.36 122.36 -0.30 960 0 +0
Total Volume and Open Interest 1,125,293 1,371,837 +141,579
German Euro-Bobl(EUREX)
Dec05 050915 114.60 114.68 114.49 114.49 -0.16 431,185 844,781 +33,795
Mar06 050915 114.83 114.83 114.83 114.83 -0.16 0 842 +736
Jun06 050915 114.19 114.19 114.19 114.19 -0.16      
Total Volume and Open Interest 431,185 845,623 +34,531
Long Gilt(LIFFE)
Sep05 050915 113~26 114~01 113~24 113~29 -0~03 1,451 17,564 -500
Dec05 050915 113~18 113~25 113~14 113~20 -0~03 77,838 207,550 +8,374
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050915 95.40 95.43 95.39 95.40 unch 19,861 234,525 -6,263
Dec05 050915 95.49 95.54 95.48 95.51 +0.02 68,890 335,283 -6,498
Mar06 050915 95.56 95.63 95.55 95.61 +0.03 89,317 370,850 -21,913
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050915 97.860 97.865 97.860 97.865 unch 127,966 412,996 -65,276
Dec05 050915 97.830 97.835 97.820 97.830 -0.005 155,803 626,088 -26,891
Mar06 050915 97.795 97.805 97.785 97.795 -0.015 128,971 648,796 -3,369
Total Volume and Open Interest 739,736 3,240,672 -122,513
3-Mth Aus T-Bills(SFE)
Sep05 050908 94.37 94.38 94.36 94.37 -0.01 23,242 50,066 -816
Dec05 050915 94.41 94.41 94.39 94.40 -0.01 24,756 186,407 -23,694
Mar06 050915 94.43 94.43 94.40 94.42 -0.02 24,865 137,877 +5,609
Jun06 050915 94.50 94.50 94.46 94.48 -0.03 11,076 79,331 +1,686
Sep06 050915 94.51 94.51 94.49 94.50 -0.02 2,356 30,861 +465
Dec06 050915 94.50 94.50 94.48 94.49 -0.02 2,271 22,905 -1,411
Mar07 050915 94.47 94.47 94.47 94.47 -0.02 619 19,045 -58
Jun07 050915 94.44 94.45 94.44 94.45 -0.02 1,501 27,366 +1,369
Sep07 050915 94.43 94.44 94.43 94.44 -0.02 1,274 4,407 +792
Dec07 050915 94.43 94.45 94.43 94.45 unch 0 2,796 +16
Total Volume and Open Interest 68,958 514,070 -14,986
10-Year Aus T-Bonds(SFE)
Sep05 050915 94.84 94.84 94.82 94.82 -0.03 105,284 221,468 -134,041
Dec05 050915 94.84 94.85 94.82 94.82 -0.03 105,891 266,477 +60,998
Total Volume and Open Interest 211,175 487,945 -73,043
3-Year Aus T-Bonds(SFE)
Sep05 050915 94.88 94.89 94.87 94.88 -0.02 139,018 358,925 -75,478
Dec05 050915 94.88 94.89 94.86 94.88 -0.02 137,678 309,027 +102,482
Total Volume and Open Interest 276,696 667,952 +27,004
Gold(CMX)
Oct05 050915 453.5 457.0 453.5 456.3 +5.6 740 20,958 +121
Dec05 050915 457.0 459.7 456.3 459.3 +5.6 50,508 256,191 +4,639
Feb06 050915 459.0 463.0 459.0 462.6 +5.6 89 8,527 -20
Apr06 050915 463.0 466.0 463.0 465.9 +5.7 181 5,449 +50
Jun06 050915 468.5 469.2 466.5 469.2 +5.7 184 10,787 +60
Aug06 050915 471.0 472.5 471.0 472.5 +5.7 180 1,468 -80
Oct06 050915 475.8 475.8 475.8 475.8 +5.7 0 2,118 +0
Dec06 050915 477.0 479.1 477.0 479.1 +5.7 40 5,663 +6
Feb07 050915 482.4 482.4 482.4 482.4 +5.7 0 4,551 +0
Apr07 050915 485.7 485.7 485.7 485.7 +5.7 0 100 +0
Jun07 050915 489.0 489.0 489.0 489.0 +5.7 0 4,183 +0
Total Volume and Open Interest 51,923 325,975 +4,775
Silver(CMX)
Sep05 050915 707.0 707.0 694.0 701.9 +3.3 176 497 +9
Dec05 050915 711.5 714.0 698.5 707.8 +3.3 8,870 89,232 -388
Mar06 050915 719.5 720.0 705.0 713.6 +3.2 103 5,563 +66
May06 050915 707.0 716.6 707.0 716.6 +3.4 0 1,379 +0
Jul06 050915 720.0 720.0 717.0 719.0 +3.4 3 6,829 +3
Sep06 050915 721.3 721.3 721.3 721.3 +3.3 0 1,694 +0
Dec06 050915 727.5 727.5 715.0 724.1 +3.3 188 7,188 -87
Total Volume and Open Interest 9,373 115,054 -381
Platinum(NYM)
Oct05 050915 919.0 923.8 913.2 919.7 +2.2 471 10,170 +75
Jan06 050915 920.0 922.0 918.0 918.7 +2.7 35 1,742 +18
Apr06 050915 916.5 916.5 916.2 916.2 +2.7 1 141 +0
Total Volume and Open Interest 507 12,053 +93
Palladium(NYME)
Sep05 050915 183.65 185.15 183.65 185.15 +2.20 0 190 -70
Dec05 050915 184.50 189.00 184.50 187.15 +2.40 115 12,972 -19
Mar06 050915 189.15 189.15 189.15 189.15 +2.40 0 36 +0
Total Volume and Open Interest 115 13,198 -89
Copper(CMX)
Sep05 050915 168.00 168.20 166.50 167.80 -0.40 938 5,362 -475
Dec05 050915 160.70 161.10 158.90 160.45 -0.65 8,311 71,513 -698
Mar06 050915 153.50 154.30 153.40 154.15 -0.45 351 8,502 +182
May06 050915 149.35 149.35 149.35 149.35 -0.45 13 1,853 +6
Jul06 050915 144.00 145.00 144.00 144.85 -0.45 65 1,063 +10
Total Volume and Open Interest 10,060 98,485 -844
Aluminum(CMX)
Sep05 050915 84.55 84.55 84.55 84.55 -1.00 0 6 +0
Oct05 050915 85.00 85.00 85.00 85.00 -1.00 535 980 +465
Nov05 050915 85.35 85.35 85.35 85.35 -1.00 35 596 +35
Dec05 050915 85.85 85.85 85.85 85.85 -1.00 600 1,678 +600
Jan06 050915 85.85 85.85 85.85 85.85 -1.00 0 70 +0
Feb06 050915 85.85 85.85 85.85 85.85 -1.00 0 70 +0
Total Volume and Open Interest 1,170 3,665 +1,100
DJIA Index(CBOT)
Sep05 050915 10565 10580 10525 10555 +3 5,276 17,984 -4,641
Dec05 050915 10609 10625 10560 10597 +2 9,151 31,412 +3,174
Mar06 050915 10615 10642 10615 10642 +2 14 8 +1
Total Volume and Open Interest 14,441 49,404 -1,466
S & P 500(CME)
Sep05 050915 1231.00 1232.10 1225.00 1227.30 -1.10 60,585 145,238 -22,096
Dec05 050915 1237.00 1238.50 1230.70 1233.50 -1.10 80,716 607,330 +37,598
Mar06 050915 1242.00 1242.00 1240.10 1240.10 -1.10 53 5,395 +129
Jun06 050915 1247.40 1247.40 1247.40 1247.40 -1.10 4 765 -4
Total Volume and Open Interest 141,363 758,804 +15,382
S & P 500 E-Mini(Globex)
Sep05 050915 1228.00 1232.25 1224.75 1227.25 -1.25 88,824 571,702 -62,929
Dec05 050915 1234.50 1238.50 1230.75 1233.50 -1.00 835,647 832,796 +39,112
Total Volume and Open Interest 924,471 1,404,498 -23,817
NASDAQ 100(CME)
Sep05 050915 1593.00 1594.00 1585.50 1586.50 -4.50 13,551 41,308 +2,236
Dec05 050915 1607.00 1609.00 1597.50 1599.50 -4.50 17,642 45,327 +7,646
Mar06 050915 1612.50 1612.50 1612.50 1612.50 -4.50 0 7 +0
Total Volume and Open Interest 31,193 86,642 +9,882
NASDAQ 100 E-Mini(Globex)
Sep05 050915 1591.00 1596.00 1584.50 1586.50 -4.50 48,754 203,273 -20,512
Dec05 050915 1604.00 1609.50 1597.50 1599.50 -4.50 307,206 202,972 +32,622
Total Volume and Open Interest 355,960 406,245 +12,110
S & P Midcap 400(CME)
Sep05 050915 712.30 714.00 712.30 712.45 -0.85 2,890 7,976 -527
Dec05 050915 718.50 720.10 715.25 717.00 -0.90 2,774 12,338 +1,262
Mar06 050915 719.75 719.75 719.75 719.75 -0.90      
Total Volume and Open Interest 3,344 19,735 -579
Russell 2000(CME)
Sep05 050915 666.75 666.75 664.50 664.60 -2.35 4,476 18,426 -2,161
Dec05 050915 670.75 672.00 666.60 667.80 -2.40 5,088 29,520 +3,629
Mar06 050915 667.90 667.90 667.90 667.90 -2.40      
Total Volume and Open Interest 9,564 47,946 +1,468
Russell 2000 E-Mini(Globex)
Sep05 050915 666.80 668.90 663.20 664.60 -2.40 23,145 108,847 -10,886
Dec05 050915 669.90 672.30 666.50 667.80 -2.40 108,603 185,105 +16,435
Mar06 050901 671.60 671.60 671.60 671.60        
Value Line(KCBT)
Sep05 050915 1888.00 1888.00 1888.00 1888.00 -10.00 2 47 +2
Total Volume and Open Interest 2 53 +5
Nikkei 225(CME)
Dec05 050915 12775 12945 12765 12940 +130 25,401 215,146 -1,147
Mar06 050915 12775 12935 12765 12935 +150 10 10 +6
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050915 12775 12945 12765 12940 +130 25,401 215,146 -1,147
Mar06 050915 12775 12935 12765 12935 +150 10 10 +6
Jun06 050915 12875 12875 12875 12875 +155      
Total Volume and Open Interest 25,432 215,634 -1,135
CAC 40(MATIF)
Sep05 050915 4458.5 4496.5 4451.0 4476.5 +6.0 314,313 552,794 +33,075
Oct05 050915 4467.5 4504.5 4459.5 4485.5 +6.5 207,252 129,232 +103,609
Nov05 050915 4478.0 4506.5 4478.0 4491.5 +6.0 31 59 +30
Total Volume and Open Interest 568,256 746,330 +159,279
Hang Seng Index(HKFE)
Sep05 050915 15070 15114 14978 15054 -15 31,109 108,270 -2,240
Oct05 050915 15098 15145 15015 15087 -13 361 1,194 +35
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050915 4905.0 4926.0 4887.5 4896.5 -9.5 198,329 120,549 -51,469
Dec05 050915 4936.5 4952.0 4914.5 4923.0 -9.0 66,257 124,540 +24,800
Mar06 050915 4954.0 4979.0 4941.5 4950.0 -9.0 5,733 6,120 -25
Total Volume and Open Interest 270,319 251,209 -26,694
FT-SE 100(LIFFE)
Sep05 050915 5340.00 5388.00 5339.00 5376.00 +30.00 150,509 157,910 -42,141
Dec05 050915 5372.50 5418.00 5369.50 5406.00 +30.00 113,776 377,492 +54,950
Mar06 050915 5413.50 5413.50 5413.50 5413.50 +30.50 26 5,313 +26
Total Volume and Open Interest 264,321 554,493 +12,835
SPI 200(SFE)
Sep05 050915 4535.0 4535.0 4499.0 4500.0 -24.0 73,559 130,394 -55,981
Dec05 050915 4521.0 4543.0 4510.0 4526.0 -5.0 72,529 183,123 +57,449
Mar06 050915 4528.0 4541.0 4513.0 4527.0 -4.0 430 3,589 +193
Total Volume and Open Interest 146,525 320,754 +1,661
GSCI(CME)
Oct05 050915 449.40 449.40 441.20 444.75 -2.85 3,648 17,499 +3,406
Nov05 050915 449.00 449.00 449.00 449.00 -1.80      
Total Volume and Open Interest 7,396 21,055 +2,194
Reuters CRB Index(NYBOT)
Nov05 050915 320.00 320.50 320.00 320.00 +0.70 53 387 -11
Jan06 050915 319.50 319.50 319.50 319.50 +0.70 1 414 +1
Feb06 050915 319.00 319.00 319.00 319.00 +0.70 0 7 +0
Total Volume and Open Interest 54 1,011 -10
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!