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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 Fri September 16, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050916 573.00 573.50 568.00 571.25 +2.50 39,370 169,374 -2,147
Jan06 050916 582.50 582.50 577.25 580.00 +2.25 5,312 25,666 +1,248
Mar06 050916 588.00 589.25 585.00 587.25 +1.75 3,706 16,068 +424
May06 050916 595.00 595.00 590.00 591.25 +0.75 1,672 16,572 +146
Jul06 050916 597.00 598.00 594.00 596.25 +1.25 2,913 10,994 +261
Aug06 050916 598.50 598.50 594.00 594.00 unch 135 345 +10
Sep06 050916 597.00 597.00 593.00 594.00 unch 28 132 +10
Total Volume and Open Interest 54,503 247,447 +69
Soybean Meal(CBOT)
Oct05 050916 174.50 174.50 172.90 173.50 +0.30 5,734 18,058 +142
Dec05 050916 177.50 177.50 175.80 176.60 +0.70 13,884 60,689 +1,395
Jan06 050916 178.50 178.80 177.40 178.30 +0.90 2,751 10,731 +837
Mar06 050916 181.50 181.50 179.90 180.70 +0.80 2,877 9,199 +299
May06 050916 182.50 182.50 181.20 182.10 +1.10 1,505 11,978 +99
Jul06 050916 184.00 184.50 183.50 184.10 +0.90 1,936 7,267 +500
Aug06 050916 184.50 185.70 184.00 185.00 +0.50 427 1,845 +92
Sep06 050916 185.50 185.60 184.50 184.60 +0.20 383 1,689 +280
Total Volume and Open Interest 29,869 123,608 +3,642
Soybean Oil(CBOT)
Oct05 050916 22.20 22.22 21.95 21.96 -0.17 3,585 16,397 +42
Dec05 050916 22.42 22.48 22.15 22.18 -0.17 11,453 87,122 +1,136
Jan06 050916 22.63 22.65 22.34 22.36 -0.15 2,701 9,641 -11
Mar06 050916 22.78 22.80 22.50 22.50 -0.15 1,664 6,488 +537
May06 050916 22.90 22.93 22.55 22.57 -0.21 793 8,628 +171
Jul06 050916 23.10 23.10 22.67 22.70 -0.20 827 6,201 +3
Aug06 050916 22.92 23.00 22.70 22.70 -0.20 169 1,093 +129
Sep06 050916 23.20 23.20 22.75 22.75 -0.20 50 928 +25
Total Volume and Open Interest 21,638 140,360 +2,146
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050916 264.5 264.5 258.0 258.3 -5.5 3,285 35,764 -1,146
Jan06 050916 272.5 272.5 266.8 267.2 -5.3 849 19,464 +451
Mar06 050916 278.0 278.0 273.1 273.2 -5.7 117 2,318 +0
May06 050916 280.2 281.0 280.1 281.0 -5.0 36 1,481 +6
Total Volume and Open Interest 4,314 63,306 -675
Corn(CBOT)
Dec05 050916 206.50 208.00 205.50 206.25 -0.25 43,532 480,896 -3,454
Mar06 050916 219.00 220.25 218.00 218.75 -0.25 11,652 118,697 +2,583
May06 050916 226.50 227.50 225.25 226.00 -0.25 2,720 26,525 +120
Jul06 050916 232.00 233.25 231.00 232.00 unch 3,898 38,490 +551
Sep06 050916 238.25 239.50 238.00 238.50 unch 284 5,146 +139
Dec06 050916 247.75 248.50 246.75 247.50 unch 1,442 31,060 +137
Total Volume and Open Interest 63,616 706,560 -117
Wheat(CBOT)
Dec05 050916 322.00 329.00 321.50 324.25 +1.50 18,799 222,180 +1,375
Mar06 050916 334.50 342.00 334.50 338.00 +1.00 2,862 36,121 +606
May06 050916 342.50 348.00 341.50 344.50 +1.50 150 1,416 +94
Jul06 050916 347.50 354.00 347.00 350.50 +0.50 3,060 19,430 +636
Sep06 050916 356.00 359.00 355.00 356.50 unch 54 252 +5
Total Volume and Open Interest 24,988 280,531 +2,659
Wheat(KCBT)
Sep05 050914 359.00 362.00 353.00 354.00 +0.50 139 113 +86
Dec05 050916 363.50 374.50 363.00 367.25 +1.75 15,425 65,791 -2,069
Mar06 050916 359.00 369.00 359.00 363.50 +1.75 4,563 21,714 +137
May06 050916 355.50 362.00 355.00 361.00 +4.00 385 1,874 +17
Jul06 050916 352.00 360.00 352.00 355.00 +2.25 3,815 10,197 +779
Total Volume and Open Interest 24,199 99,795 -1,174
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050916 357.00 366.50 357.00 359.00 +1.25 5,428 20,016 -1,939
Mar06 050916 353.00 362.00 353.00 357.00 +3.50 1,048 9,361 +276
May06 050916 356.00 361.00 356.00 358.75 +4.25 196 1,449 -61
Jul06 050916 359.50 363.50 359.50 360.00 +1.00 48 349 +28
Total Volume and Open Interest 6,725 31,365 -1,734
Oats(CBOT)
Dec05 050916 158.75 161.75 158.25 160.25 +1.25 507 5,555 +1
Mar06 050916 164.00 166.50 164.00 165.00 +1.00 42 251 +17
May06 050916 169.00 169.00 169.00 169.00 unch 4 40 +4
Jul06 050916 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 553 5,848 +12
Rough Rice(CBOT)
Sep05 050916 6.57 6.57 6.57 6.57 +0.02 19 126 -21
Nov05 050916 6.72 6.76 6.70 6.75 +0.01 234 5,243 -10
Jan06 050916 6.96 6.97 6.94 6.97 -0.01 30 868 -5
Mar06 050916 7.18 7.20 7.18 7.20 unch 1 478 +0
Total Volume and Open Interest 284 6,755 -36
Live Cattle(CME)
Oct05 050916 86.300 86.600 85.950 86.075 -0.300 12,035 40,988 -2,730
Dec05 050916 88.800 89.075 88.200 88.275 -0.625 14,962 70,080 +3,560
Feb06 050916 89.750 89.950 89.350 89.400 -0.500 3,447 25,018 +969
Apr06 050916 87.500 87.700 87.250 87.275 -0.325 485 7,193 +223
Jun06 050916 83.150 83.200 82.900 83.050 -0.175 178 3,259 +10
Aug06 050916 82.650 82.775 82.600 82.725 -0.275 83 1,580 +62
Total Volume and Open Interest 31,200 148,157 +2,104
Feeder Cattle(CME)
Sep05 050916 115.250 115.450 114.650 114.875 -0.500 997 3,369 -568
Oct05 050916 113.750 114.225 112.800 112.925 -0.700 1,752 13,208 -29
Nov05 050916 112.925 113.275 112.000 112.350 -0.575 1,494 7,972 +689
Jan06 050916 109.600 109.700 108.750 109.075 -0.500 600 3,279 +357
Mar06 050916 104.650 104.650 104.250 104.300 -0.300 18 438 +4
Apr06 050916 103.400 103.400 102.825 102.825 -0.200 25 309 +4
May06 050916 103.000 103.000 102.800 102.800 -0.100 4 134 +3
Total Volume and Open Interest 4,890 28,715 +460
Lean Hogs(CME)
Oct05 050916 64.800 65.400 64.000 64.500 +0.075 8,319 29,578 -1,166
Dec05 050916 62.250 62.800 61.500 61.975 -0.025 7,346 49,767 +578
Feb06 050916 63.800 64.100 63.100 63.750 +0.025 1,162 16,070 +201
Apr06 050916 62.325 62.600 61.700 62.425 +0.100 377 4,982 +104
May06 050916 62.800 62.900 62.400 62.450 -0.325 6 1,137 +6
Jun06 050916 65.150 65.500 64.850 65.500 +0.275 109 1,590 +54
Jul06 050916 62.300 62.525 61.650 62.150 unch 14 661 +7
Aug06 050916 58.950 58.950 58.400 58.400 -0.400 6 319 +5
Total Volume and Open Interest 17,348 104,238 -204
Pork Bellies(CME)
Feb06 050916 81.200 82.650 81.100 81.300 +0.175 201 1,084 +21
Mar06 050916 80.750 80.750 80.200 80.400 +0.400 0 44 +0
May06 050916 83.400 83.400 83.400 83.400 +0.950 2 15 +1
Jul06 050916 84.250 84.250 84.250 84.250 +0.200 1 1 +0
Aug06 050916 83.500 83.500 83.500 83.500 unch 0 1 +0
Total Volume and Open Interest 204 1,145 +22
Class III Milk(CME)
Sep05 050916 14.27 14.29 14.27 14.29 +0.02 75 3,328 +38
Oct05 050916 14.42 14.50 14.40 14.44 +0.03 320 2,622 +25
Nov05 050916 13.78 13.79 13.72 13.75 -0.01 67 1,830 +10
Dec05 050916 13.45 13.45 13.40 13.40 -0.03 30 1,752 -3
Jan06 050916 12.89 12.89 12.89 12.89 -0.01 33 1,188 +24
Total Volume and Open Interest 821 19,550 +281
Cocoa(NYBOT)
Sep05 050915 1355 1355 1355 1355 -13 0 4 -3
Dec05 050916 1410 1412 1384 1385 -20 7,510 48,083 +1,516
Mar06 050916 1445 1447 1422 1422 -19 1,960 26,291 +123
May06 050916 1455 1455 1443 1443 -18 303 7,814 +116
Jul06 050916 1486 1486 1464 1464 -17 470 8,812 +244
Sep06 050916 1506 1506 1482 1482 -19 1,030 10,453 +403
Dec06 050916 1524 1524 1507 1507 -17 568 5,939 +26
Total Volume and Open Interest 11,871 115,401 +2,436
Coffee "C"(NYBOT)
Sep05 050916 90.50 90.75 88.20 88.20 -1.15 15 136 -18
Dec05 050916 93.00 93.25 89.90 90.20 -2.05 7,264 62,203 -9
Mar06 050916 96.25 96.80 93.60 93.80 -2.10 1,402 14,771 +617
May06 050916 98.50 98.50 95.95 95.95 -2.10 272 3,527 -12
Jul06 050916 100.75 100.75 98.00 98.00 -2.10 41 2,408 +5
Sep06 050916 100.70 100.80 99.95 99.95 -2.10 25 993 +12
Total Volume and Open Interest 9,024 85,013 +590
Orange Juice(NYBOT)
Nov05 050916 94.80 95.15 94.60 94.65 -0.20 644 18,192 -58
Jan06 050916 97.00 97.30 96.70 96.70 -0.20 18 3,091 +6
Mar06 050916 99.30 99.50 99.20 99.20 -0.15 42 1,924 +8
May06 050916 101.35 101.35 101.20 101.20 -0.15 25 256 +25
Jul06 050916 103.20 103.20 103.20 103.20 -0.15 0 102 +0
Total Volume and Open Interest 729 23,572 -19
Sugar #11(NYBOT)
Oct05 050916 10.31 10.55 10.30 10.43 +0.10 49,028 98,796 -16,727
Mar06 050916 10.80 10.94 10.74 10.88 +0.07 56,004 266,413 +19,258
May06 050916 10.60 10.71 10.55 10.70 +0.09 7,208 47,656 +554
Jul06 050916 10.35 10.53 10.33 10.51 +0.16 4,974 29,871 +658
Oct06 050916 10.30 10.45 10.27 10.45 +0.17 1,180 15,506 -747
Total Volume and Open Interest 119,299 470,819 +3,406
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050916 21.05 21.40 21.05 21.31 +0.31 537 3,693 -499
Jan06 050916 20.79 21.05 20.79 20.93 +0.18 275 2,259 +13
Mar06 050916 20.77 21.01 20.77 20.93 +0.18 201 1,951 +53
May06 050916 20.86 20.98 20.86 20.91 +0.06 49 2,105 +40
Total Volume and Open Interest 1,113 12,487 -366
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050916 819 820 807 811 -8 4,662 78,227 +910
Mar06 050916 839 840 828 831 -8 891 44,807 +145
May06 050916 851 851 842 844 -8 203 11,631 -8
Jul06 050916 866 866 855 858 -8 639 20,448 +317
Sep06 050916 880 880 869 872 -9 118 12,420 +0
Dec06 050916 890 890 883 884 -9 11 12,993 +0
Total Volume and Open Interest 7,249 185,316 +726
London Coffee(LCE)
Sep05 050916 867.00 867.00 867.00 867.00 -33.00 18,981 258 -18,978
Nov05 050916 911.00 911.00 869.00 882.00 -33.00 3,402 72,231 -181
Jan06 050916 934.00 935.00 892.00 906.00 -33.00 20,291 55,717 +15,689
Mar06 050916 950.00 950.00 915.00 923.00 -34.00 149 28,213 +2
May06 050916 969.00 970.00 940.00 940.00 -34.00 213 7,665 +71
Jul06 050916 960.00 964.00 957.00 957.00 -34.00 24 3,313 +4
Total Volume and Open Interest 43,148 169,075 -3,345
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050916 299.50 299.50 296.50 299.20 -0.20 5,551 26,050 +1,126
Mar06 050916 297.50 299.30 296.00 299.20 +0.70 1,353 13,836 +234
May06 050916 296.80 298.50 296.00 298.50 +0.50 130 3,378 +109
Aug06 050916 296.70 298.20 296.00 298.20 +0.50 102 2,272 +3
Total Volume and Open Interest 11,044 51,049 -1,263
Cotton(NYBOT)
Oct05 050916 48.30 48.60 47.85 47.99 -0.05 241 2,919 -245
Dec05 050916 49.85 50.10 49.50 49.77 +0.27 5,517 76,228 +150
Mar06 050916 51.60 51.85 51.25 51.35 -0.13 993 20,574 +126
May06 050916 52.30 52.48 52.30 52.32 -0.13 34 1,933 -17
Jul06 050916 53.80 53.80 53.25 53.25 -0.20 30 2,031 -20
Oct06 050916 54.90 54.90 54.90 54.90 -0.10 0 1 +0
Total Volume and Open Interest 6,815 104,399 -6
Lumber(CME)
Nov05 050916 299.5 299.5 289.5 289.5 -10.0 645 3,265 +14
Jan06 050916 308.2 308.2 298.4 299.1 -9.3 186 406 +19
Mar06 050916 315.0 316.0 310.0 311.0 -6.0 14 115 +1
May06 050916 320.0 320.0 317.1 317.1 -3.0 2 25 +1
Total Volume and Open Interest 884 3,833 +14
Crude Oil(NYM)
Oct05 050916 64.00 64.40 62.85 63.00 -1.75 111,656 76,489 -22,142
Nov05 050916 64.65 64.80 63.25 63.34 -1.91 87,804 222,786 +13,947
Dec05 050916 65.10 65.30 63.80 63.91 -1.87 30,543 128,095 -2,498
Jan06 050916 65.50 65.80 64.40 64.41 -1.82 9,375 51,024 +115
Feb06 050916 65.90 65.95 64.79 64.79 -1.79 2,852 23,534 +320
Mar06 050916 66.00 66.15 65.03 65.03 -1.77 3,120 27,646 -51
Apr06 050916 66.20 66.20 65.12 65.12 -1.75 2,559 14,163 +182
May06 050916 66.30 66.30 65.10 65.10 -1.73 1,271 12,854 +664
Jun06 050916 65.90 66.10 65.00 65.03 -1.71 3,634 40,314 -128
Jul06 050916 65.40 65.40 64.94 64.94 -1.68 464 8,744 +88
Aug06 050916 65.90 65.90 64.84 64.84 -1.65 787 6,877 +351
Sep06 050916 64.72 64.72 64.72 64.72 -1.63 136 8,051 +63
Oct06 050916 64.60 64.60 64.60 64.60 -1.60 102 5,426 +20
Nov06 050916 64.46 64.46 64.46 64.46 -1.59 32 5,201 +19
Dec06 050916 65.30 65.30 64.31 64.31 -1.58 5,727 52,412 +136
Jan07 050916 64.09 64.09 64.09 64.09 -1.55 5 8,300 +0
Total Volume and Open Interest 263,122 876,165 -8,010
Heating Oil(NYM)
Oct05 050916 187.90 188.50 182.75 183.70 -7.50 27,297 32,255 -3,296
Nov05 050916 191.00 192.50 187.00 187.80 -7.45 14,761 55,777 +2,313
Dec05 050916 194.75 196.50 190.50 191.30 -7.05 6,744 25,215 +755
Jan06 050916 196.55 199.30 194.60 194.60 -6.65 5,251 17,203 +1,451
Feb06 050916 199.00 199.00 196.10 196.10 -5.65 2,372 12,527 +35
Mar06 050916 193.60 198.00 193.00 194.70 -4.45 2,615 10,115 +845
Apr06 050916 192.50 193.50 190.10 190.10 -3.75 437 5,631 -158
May06 050916 187.00 187.75 185.80 185.80 -3.25 786 2,995 +364
Jun06 050916 184.00 184.10 182.55 182.55 -2.85 313 5,580 -583
Jul06 050916 183.25 184.00 182.30 182.30 -2.65 735 2,012 +131
Aug06 050916 184.00 185.00 183.10 183.10 -2.60 58 445 +5
Sep06 050916 184.50 184.50 184.50 184.50 -2.55 246 1,243 +9
Total Volume and Open Interest 61,652 174,563 +1,907
Unleaded Gas(NYM)
Oct05 050916 186.00 186.00 178.00 178.51 -11.36 20,623 36,793 -3,135
Nov05 050916 183.00 183.50 176.50 177.42 -9.32 12,474 51,073 +1,829
Dec05 050916 179.50 181.25 175.50 176.12 -7.57 4,740 15,626 -410
Jan06 050916 181.00 181.00 175.87 175.87 -6.72 1,256 11,995 -167
Feb06 050916 177.70 177.70 175.97 175.97 -6.22 261 5,604 +73
Mar06 050916 175.00 176.42 175.00 176.42 -5.77 1,005 4,585 +199
Apr06 050916 186.92 186.92 186.92 186.92 -5.57 374 5,095 +260
May06 050916 189.00 189.00 187.37 187.37 -5.52 204 2,938 +135
Jun06 050916 187.02 187.02 187.02 187.02 -5.52 12 2,082 -2
Jul06 050916 186.12 186.12 186.12 186.12 -5.42 172 954 +143
Aug06 050916 184.52 184.52 184.52 184.52 -5.37 0 1,318 -50
Sep06 050916 186.50 186.50 182.07 182.07 -5.07 0 81 +0
Total Volume and Open Interest 41,431 138,397 -822
Natural Gas(NYM)
Oct05 050916 11.330 11.440 11.110 11.144 -0.192 31,747 65,168 -2,742
Nov05 050916 11.960 12.050 11.830 11.878 -0.091 12,132 68,861 +2,500
Dec05 050916 12.440 12.610 12.440 12.463 +0.016 7,307 45,065 +855
Jan06 050916 12.700 12.900 12.700 12.758 +0.066 5,808 45,375 +811
Feb06 050916 12.570 12.720 12.540 12.613 +0.081 5,124 25,191 +17
Mar06 050916 12.160 12.330 12.160 12.213 +0.056 8,485 46,750 +1,240
Apr06 050916 10.020 10.100 10.000 10.063 +0.056 2,993 27,539 +404
May06 050916 9.640 9.700 9.640 9.683 +0.056 1,765 24,253 +372
Jun06 050916 9.680 9.730 9.660 9.709 +0.057 483 9,051 +241
Jul06 050916 9.730 9.780 9.725 9.752 +0.059 372 12,587 +273
Aug06 050916 9.780 9.800 9.730 9.797 +0.061 1,269 13,904 +707
Sep06 050916 9.720 9.810 9.700 9.773 +0.061 742 10,525 +225
Oct06 050916 9.750 9.810 9.730 9.804 +0.063 1,582 20,271 +33
Nov06 050916 10.135 10.220 10.120 10.209 +0.078 171 8,815 -94
Dec06 050916 10.515 10.604 10.515 10.604 +0.093 791 10,460 -387
Jan07 050916 10.920 10.920 10.894 10.894 +0.098 387 10,787 +70
Total Volume and Open Interest 83,934 553,258 +5,474
Brent Crude Oil(ICE)
Nov05 050916 63.31 63.61 61.63 61.81 -1.85 89,068 90,535 +2,362
Dec05 050916 64.17 64.29 62.40 62.54 -1.83 29,648 89,837 +2,739
Jan06 050916 64.64 64.77 62.96 63.08 -1.82 4,630 26,529 -270
Feb06 050916 65.00 65.00 63.31 63.46 -1.82 1,647 14,181 -359
Mar06 050916 65.20 65.21 63.62 63.74 -1.76 1,625 8,477 +152
Apr06 050916 65.25 65.25 63.86 63.86 -1.70 132 5,144 +94
May06 050916 63.83 63.83 63.83 63.83 -1.69 39 5,717 +0
Jun06 050916 65.15 65.15 63.79 63.79 -1.68 852 18,124 +529
Jul06 050916 63.71 63.71 63.71 63.71 -1.67 0 1,444 +0
Aug06 050916 65.02 65.02 63.60 63.60 -1.63 100 789 +100
Sep06 050916 64.87 64.87 63.50 63.50 -1.58 617 2,689 +576
Oct06 050916 63.40 63.40 63.40 63.40 -1.53 0 2,075 +0
Nov06 050916 63.30 63.30 63.30 63.30 -1.48 0 122 +0
Dec06 050916 64.30 64.30 63.13 63.19 -1.43 4,585 25,899 +43
Total Volume and Open Interest 149,275 322,972 -15,246
Gas Oil(ICE)
Oct05 050916 591.00 591.75 571.50 573.00 -18.25 20,737 55,308 +119
Nov05 050916 599.00 599.25 579.75 581.25 -17.75 9,642 41,643 +1,854
Dec05 050916 603.50 603.50 585.50 586.50 -16.75 7,514 35,040 -45
Jan06 050916 605.00 606.50 589.50 589.75 -16.25 3,610 17,419 -1,260
Feb06 050916 600.25 600.75 589.50 589.75 -16.00 687 10,568 +290
Mar06 050916 595.75 597.25 586.75 588.00 -16.00 20 9,641 +0
Apr06 050916 595.00 595.00 585.50 585.50 -16.25 0 5,951 +0
May06 050916 583.50 583.50 583.50 583.50 -16.00 25 1,266 -25
Jun06 050916 590.00 590.00 580.00 582.25 -15.75 471 15,459 +182
Jul06 050916 584.75 584.75 582.25 582.25 -15.75 193 593 +126
Total Volume and Open Interest 43,550 219,448 +1,515
US Dollar Index(NYBOT)
Sep05 050916 87.74 88.28 87.74 88.04 -0.08 532 6,385 -431
Dec05 050916 87.51 88.12 87.51 87.81 -0.08 2,745 8,634 -383
Mar06 050916 87.42 87.70 87.42 87.58 -0.08 1 2,012 +1
Total Volume and Open Interest 3,280 17,033 -813
Australian Dollar(CME)
Sep05 050916 76.84 76.84 76.65 76.77 +0.16 7,157 30,237 -5,693
Dec05 050916 76.52 76.54 76.24 76.45 +0.16 9,001 74,835 +8,651
Mar06 050916 76.20 76.20 76.20 76.20 +0.16 0 9 +0
Total Volume and Open Interest 16,158 105,102 +2,958
British Pound(CME)
Sep05 050916 180.91 180.91 180.29 180.80 +0.24 4,701 30,511 -6,689
Dec05 050916 180.66 180.80 179.91 180.53 +0.25 8,446 69,378 +13,204
Mar06 050916 180.16 180.16 180.16 180.16 +0.25 1 37 +2
Total Volume and Open Interest 13,148 99,927 +6,517
Canadian Dollar(CME)
Sep05 050916 84.50 84.80 84.50 84.80 +0.46 3,400 56,170 -3,611
Dec05 050916 84.74 85.07 84.62 85.01 +0.46 8,297 92,339 +6,790
Mar06 050916 85.05 85.26 85.05 85.24 +0.46 45 1,174 +11
Jun06 050916 85.47 85.47 85.47 85.47 +0.46 37 175 +31
Total Volume and Open Interest 11,780 149,896 +3,222
Japanese Yen(CME)
Sep05 050916 90.15 90.30 89.72 89.78 -0.57 20,374 60,027 -15,500
Dec05 050916 91.05 91.20 90.56 90.66 -0.57 22,293 116,028 +17,844
Mar06 050916 91.72 91.72 91.54 91.54 -0.57 30 469 +5
Total Volume and Open Interest 42,697 176,571 +2,349
Swiss Franc(CME)
Sep05 050916 78.89 78.89 78.66 78.83 -0.08 2,734 30,085 -1,357
Dec05 050916 79.52 79.56 79.19 79.45 -0.08 12,682 40,242 +12,003
Mar06 050916 80.08 80.08 80.08 80.08 -0.08 1 41 +0
Total Volume and Open Interest 15,417 70,415 +10,646
EuroFX(CME)
Sep05 050916 122.35 122.46 122.05 122.42 +0.23 17,987 65,124 -12,226
Dec05 050916 122.90 123.04 122.54 122.95 +0.23 22,360 116,092 +36,876
Mar06 050916 123.28 123.49 123.28 123.49 +0.23 42 1,380 +46
Total Volume and Open Interest 40,389 182,988 +24,697
Mexican Peso(CME)
Sep05 050916 9270.0 9270.0 9215.0 9217.0 -25.0 5,800 47,680 +4,846
Dec05 050916 9150.0 9152.0 9065.0 9092.0 -25.0 7,581 67,459 +11,488
Total Volume and Open Interest 13,398 116,186 +16,310
30-Year T-Bonds(CBOT)
Sep05 050916 115~21 115~25 114~27 115~05 -0~16 14,315 27,880 -9,052
Dec05 050916 115~07 115~11 114~14 114~24 -0~17 467,568 576,270 +10,302
Mar06 050916 114~25 114~26 114~05 114~15 -0~17 524 1,299 +1
Total Volume and Open Interest 482,408 605,456 +1,251
10-Year T-Notes(CBOT)
Sep05 050916 111~275 111~285 111~100 111~135 -0~130 63,322 298,662 -40,732
Dec05 050916 110~300 111~005 110~155 110~195 -0~110 1,098,765 1,592,544 +33,494
Total Volume and Open Interest 1,162,161 1,896,849 -7,238
5-Year T-Notes(CBOT)
Sep05 050916 107~310 107~310 107~250 107~250 -0~070 7,184 0 +0
Dec05 050916 107~255 107~260 107~165 107~190 -0~075 531,592 0 +0
Mar06 050916 107~145 107~145 107~145 107~145 -0~075 0 1,000 +0
Total Volume and Open Interest 538,776 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050916 103~065 103~065 103~060 103~060 -0~012 57 37,113 -3,002
Dec05 050916 103~057 103~060 103~044 103~044 -0~013 2,956 347,559 +5,874
Total Volume and Open Interest 3,013 384,672 +2,872
Eurodollars(CME)
Sep05 050916 96.103 96.105 96.088 96.090 -0.015 27,287 975,630 -30,455
Dec05 050916 95.895 95.905 95.830 95.830 -0.080 46,998 1,118,199 +3,769
Mar06 050916 95.805 95.805 95.730 95.735 -0.075 27,199 1,133,518 +6,655
Jun06 050916 95.745 95.755 95.680 95.685 -0.065 20,327 976,850 -13,407
Sep06 050916 95.720 95.730 95.625 95.650 -0.065 268,407 762,371 +9,904
Dec06 050916 95.680 95.680 95.605 95.615 -0.065 35,918 637,319 +5,133
Mar07 050916 95.670 95.670 95.600 95.610 -0.065 18,666 484,346 +3,863
Jun07 050916 95.655 95.655 95.580 95.595 -0.065 14,755 377,503 -1,009
Sep07 050916 95.640 95.640 95.565 95.580 -0.065 14,918 265,928 -4,651
Dec07 050916 95.600 95.600 95.530 95.545 -0.065 9,182 239,903 +999
Mar08 050916 95.585 95.585 95.525 95.535 -0.065 10,465 214,433 +1,260
Jun08 050916 95.560 95.560 95.495 95.510 -0.065 9,344 197,554 +802
Sep08 050916 95.530 95.530 95.460 95.480 -0.065 6,349 181,595 -224
Dec08 050916 95.485 95.485 95.415 95.435 -0.065 2,988 135,935 +558
Mar09 050916 95.455 95.455 95.390 95.415 -0.060 3,111 123,262 +481
Jun09 050916 95.420 95.420 95.355 95.380 -0.060 5,109 107,419 +1,858
Sep09 050916 95.380 95.380 95.320 95.350 -0.055 3,780 91,440 +1,143
Dec09 050916 95.330 95.330 95.275 95.300 -0.055 3,932 71,912 +986
Total Volume and Open Interest 301,809 8,288,390 -43,364
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050916 99.89 99.89 99.89 99.89 unch 5 7,261 +0
Mar06 050916 99.84 99.84 99.84 99.84 unch 682 5,483 +0
Jun06 050916 99.76 99.76 99.76 99.76 unch 244 8,209 +0
Sep06 050916 99.68 99.68 99.68 99.68 +0.01 110 3,723 +0
Dec06 050916 99.60 99.60 99.60 99.60 +0.01 237 6,446 +0
Mar07 050916 99.51 99.51 99.51 99.51 +0.01 16 6,065 +0
Jun07 050916 99.43 99.43 99.43 99.43 +0.01 92 515 +0
Sep07 050916 99.34 99.34 99.34 99.34 unch 0 370 +0
Dec07 050916 99.27 99.27 99.27 99.27 unch 0 27 +0
Total Volume and Open Interest 1,392 44,013 +0
3-Mth Euro-Yen(SIMEX)
Dec05 050916 99.89 99.89 99.89 99.89 unch 1,506 85,275 +333
Mar06 050916 99.84 99.84 99.83 99.84 unch 3,881 56,141 +1,760
Jun06 050916 99.76 99.77 99.76 99.76 unch 6,237 54,662 +3,479
Sep06 050916 99.67 99.69 99.67 99.68 +0.01 2,756 31,256 +657
Dec06 050916 99.59 99.60 99.59 99.60 +0.01 2,711 65,942 +1,704
Mar07 050916 99.51 99.52 99.51 99.52 +0.01 593 27,228 -36
Jun07 050916 99.44 99.44 99.44 99.44 +0.01 434 14,343 -164
Sep07 050916 99.35 99.35 99.35 99.35 +0.01 0 1,114 +0
Total Volume and Open Interest 18,118 390,347 +7,733
German Euro-Bund(EUREX)
Dec05 050916 122.91 122.96 122.66 122.74 -0.12 1,333,792 1,237,256 -133,085
Mar06 050916 123.16 123.19 123.03 123.04 -0.15 242 1,319 -177
Jun06 050916 122.24 122.24 122.24 122.24 -0.12 100 0 +0
Total Volume and Open Interest 1,334,134 1,238,575 -133,262
German Euro-Bobl(EUREX)
Dec05 050916 114.53 114.56 114.35 114.40 -0.09 554,647 825,616 -19,165
Mar06 050916 114.79 114.79 114.79 114.79 -0.04 111 742 -100
Jun06 050916 114.10 114.10 114.10 114.10 -0.09      
Total Volume and Open Interest 554,758 826,358 -19,265
Long Gilt(LIFFE)
Sep05 050916 113~21 113~21 113~12 113~12 -0~17 6,266 14,657 -2,907
Dec05 050916 113~15 113~16 112~31 113~04 -0~16 57,673 217,314 +9,764
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050916 95.40 95.41 95.39 95.40 unch 22,705 227,440 -7,085
Dec05 050916 95.51 95.51 95.47 95.48 -0.03 56,020 329,522 -5,761
Mar06 050916 95.61 95.61 95.55 95.56 -0.05 61,384 363,664 -7,186
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050916 97.865 97.865 97.860 97.865 unch 21,485 411,825 -1,171
Dec05 050916 97.830 97.835 97.825 97.830 unch 68,687 626,674 +586
Mar06 050916 97.790 97.805 97.775 97.785 -0.010 84,904 648,998 +202
Total Volume and Open Interest 437,477 3,270,669 +29,997
3-Mth Aus T-Bills(SFE)
Dec05 050916 94.39 94.40 94.38 94.40 unch 17,522 180,657 -5,750
Mar06 050916 94.41 94.42 94.39 94.41 -0.01 24,961 154,156 +16,279
Jun06 050916 94.45 94.47 94.44 94.45 -0.03 4,543 82,246 +2,915
Sep06 050916 94.47 94.48 94.45 94.47 -0.03 1,870 31,399 +538
Dec06 050916 94.47 94.47 94.46 94.47 -0.02 1,131 23,629 +724
Mar07 050916 94.44 94.45 94.44 94.45 -0.02 1 18,749 -296
Jun07 050916 94.41 94.42 94.41 94.42 -0.03 424 27,352 -14
Sep07 050916 94.42 94.42 94.42 94.42 -0.02 779 4,724 +317
Dec07 050916 94.41 94.41 94.41 94.41 -0.04 865 3,323 +527
Mar08 050916 94.41 94.41 94.41 94.41 -0.02 0 1,282 +0
Total Volume and Open Interest 52,096 529,208 +15,138
10-Year Aus T-Bonds(SFE)
Dec05 050916 94.79 94.82 94.79 94.79 -0.03 71,065 318,010 +51,533
Total Volume and Open Interest 126,115 325,713 -162,232
3-Year Aus T-Bonds(SFE)
Dec05 050916 94.84 94.87 94.83 94.86 -0.02 123,713 393,963 +84,936
Total Volume and Open Interest 216,958 433,765 -234,187
Gold(CMX)
Oct05 050916 459.5 461.3 457.5 460.3 +4.0 2,962 21,404 +446
Dec05 050916 463.0 463.7 460.4 463.3 +4.0 94,297 272,441 +16,250
Feb06 050916 466.5 467.0 464.0 466.6 +4.0 2,199 9,473 +946
Apr06 050916 470.0 470.0 468.0 469.9 +4.0 221 5,473 +24
Jun06 050916 473.6 473.6 471.0 473.2 +4.0 658 10,353 -434
Aug06 050916 477.3 477.3 476.6 476.6 +4.1 1 1,469 +1
Oct06 050916 480.0 480.0 480.0 480.0 +4.2 0 2,118 +0
Dec06 050916 483.0 484.0 482.5 483.4 +4.3 39 5,691 +28
Feb07 050916 486.8 486.8 486.8 486.8 +4.4 0 4,551 +0
Apr07 050916 490.2 490.2 490.2 490.2 +4.5 0 100 +0
Jun07 050916 493.6 493.6 493.6 493.6 +4.6 0 4,183 +0
Total Volume and Open Interest 100,427 343,286 +17,311
Silver(CMX)
Sep05 050916 722.9 722.9 722.9 722.9 +21.0 41 397 -100
Dec05 050916 712.0 732.0 709.5 728.8 +21.0 25,517 90,521 +1,289
Mar06 050916 719.5 734.5 716.5 734.5 +20.9 922 5,914 +351
May06 050916 728.0 737.3 728.0 737.3 +20.7 31 1,380 +1
Jul06 050916 743.0 743.0 736.0 739.6 +20.6 63 6,881 +52
Sep06 050916 741.8 741.8 741.8 741.8 +20.5 50 1,744 +50
Dec06 050916 726.0 745.0 723.0 744.3 +20.2 204 7,341 +153
Total Volume and Open Interest 26,961 116,943 +1,889
Platinum(NYM)
Oct05 050916 925.0 927.0 922.0 923.8 +4.1 1,631 10,415 +245
Jan06 050916 925.0 925.0 921.5 922.8 +4.1 96 1,788 +46
Apr06 050916 925.0 925.0 918.0 920.3 +4.1 3 138 -3
Total Volume and Open Interest 1,730 12,341 +288
Palladium(NYME)
Sep05 050916 190.00 191.15 190.00 191.15 +6.00 26 204 +14
Dec05 050916 192.00 193.95 190.60 193.45 +6.30 658 13,099 +127
Mar06 050916 197.00 197.00 195.45 195.45 +6.30 0 36 +0
Total Volume and Open Interest 684 13,339 +141
Copper(CMX)
Sep05 050916 168.00 168.00 165.50 167.30 -0.50 429 5,197 -165
Dec05 050916 160.30 160.70 157.75 159.30 -1.15 9,806 71,031 -482
Mar06 050916 154.00 154.00 152.00 153.00 -1.15 1,095 8,667 +165
May06 050916 149.50 149.50 148.40 148.40 -0.95 5 1,854 +1
Jul06 050916 143.90 143.90 143.90 143.90 -0.95 78 1,092 +29
Total Volume and Open Interest 12,440 98,872 +387
Aluminum(CMX)
Sep05 050916 83.65 83.65 83.65 83.65 -0.90 0 6 +0
Oct05 050916 84.10 84.10 84.10 84.10 -0.90 0 980 +0
Nov05 050916 84.45 84.45 84.45 84.45 -0.90 0 596 +0
Dec05 050916 84.95 84.95 84.95 84.95 -0.90 0 1,678 +0
Jan06 050916 84.95 84.95 84.95 84.95 -0.90 0 70 +0
Feb06 050916 84.95 84.95 84.95 84.95 -0.90 0 70 +0
Total Volume and Open Interest 0 3,665 +0
DJIA Index(CBOT)
Sep05 050915 10565 10580 10525 10555 +3 5,276 17,984 -4,641
Dec05 050916 10633 10690 10617 10673 +76 6,434 33,077 +1,665
Mar06 050916 10700 10725 10700 10725 +83 4 12 +4
Total Volume and Open Interest 9,182 51,324 +1,920
S & P 500(CME)
Dec05 050916 1239.70 1244.70 1235.80 1242.30 +8.80 62,702 618,429 +11,099
Mar06 050916 1249.60 1249.60 1249.00 1249.00 +8.90 208 5,197 -198
Jun06 050916 1256.50 1256.50 1256.50 1256.50 +9.10 0 765 +0
Sep06 050916 1264.00 1264.00 1264.00 1264.00 +9.10 0 56 +0
Total Volume and Open Interest 106,717 765,807 +7,003
S & P 500 E-Mini(Globex)
Dec05 050916 1233.50 1244.75 1232.75 1242.25 +8.75 812,263 879,837 +47,041
Mar06 050916 1249.00 1249.00 1249.00 1249.00 +14.50      
Total Volume and Open Interest 1,278,027 1,132,786  
NASDAQ 100(CME)
Dec05 050916 1606.00 1614.50 1599.00 1611.50 +12.00 14,309 50,964 +5,637
Mar06 050916 1624.50 1624.50 1624.50 1624.50 +12.00 0 7 +0
Jun06 050916 1637.50 1637.50 1637.50 1637.50        
NASDAQ 100 E-Mini(Globex)
Dec05 050916 1599.00 1614.50 1598.00 1611.50 +12.00 255,760 212,813 +9,841
Mar06 050916 1624.50 1624.50 1624.50 1624.50 +12.50      
Total Volume and Open Interest 302,042 340,535  
S & P Midcap 400(CME)
Dec05 050916 719.50 721.25 717.50 719.40 +2.40 1,756 12,760 +422
Mar06 050916 722.15 722.15 722.15 722.15 +2.40      
Jun06 050916 725.15 725.15 725.15 725.15 +2.40      
Total Volume and Open Interest 5,468 16,841 -2,894
Russell 2000(CME)
Dec05 050916 671.50 676.00 669.50 674.90 +7.10 2,079 30,464 +944
Mar06 050916 675.00 675.00 675.00 675.00 +7.10      
Jun06 050916 675.00 675.00 675.00 675.00 +7.10      
Total Volume and Open Interest 3,783 47,091 -855
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050916 667.90 676.00 667.70 674.90 +7.10 100,823 202,570 +17,465
Mar06 050916 675.00 675.00 675.00 675.00 +3.40      
Total Volume and Open Interest 101,826 241,638  
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 050916 12940 12955 12850 12915 -25 35,798 216,430 +1,284
Mar06 050916 12905 12905 12845 12905 -30 24 4 -6
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Dec05 050916 12940 12955 12850 12915 -25 35,798 216,430 +1,284
Mar06 050916 12905 12905 12845 12905 -30 24 4 -6
Jun06 050916 12845 12845 12845 12845 -30      
Total Volume and Open Interest 35,895 216,892 +1,258
CAC 40(MATIF)
Sep05 050916 4477.5 4525.5 4475.0 4518.5 +42.0 289,810 543,545 -9,249
Oct05 050916 4487.0 4534.5 4486.0 4517.0 +31.5 223,003 227,784 +98,552
Nov05 050916 4512.5 4539.0 4512.5 4524.0 +32.5 864 665 +606
Total Volume and Open Interest 531,759 849,373 +103,043
Hang Seng Index(HKFE)
Sep05 050916 15008 15034 14933 14976 -78 27,533 106,820 -1,450
Oct05 050916 15030 15077 14970 15013 -74 357 1,252 +58
Total Volume and Open Interest      
DAX Index(EUREX)
Sep05 050916 4912.0 4982.0 4911.5 4976.5 +80.0 178,667 92,022 -28,527
Dec05 050916 4943.5 5029.5 4938.5 5020.5 +97.5 73,233 159,339 +34,799
Mar06 050916 4977.0 5052.0 4966.0 5048.0 +98.0 6,802 6,253 +133
Total Volume and Open Interest 258,702 257,614 +6,405
FT-SE 100(LIFFE)
Sep05 050916 5381.00 5418.00 5374.50 5417.50 +41.50 125,873 128,923 -28,987
Dec05 050916 5403.00 5450.00 5403.00 5438.00 +32.00 98,804 414,553 +37,061
Mar06 050916 5420.50 5446.50 5420.50 5446.50 +33.00 0 5,313 +0
Total Volume and Open Interest 224,677 562,567 +8,074
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050916 4543.0 4576.0 4539.0 4572.0 +46.0 13,421 192,359 +9,236
Mar06 050916 4553.0 4572.0 4553.0 4572.0 +45.0 74 3,623 +34
Total Volume and Open Interest 19,040 275,892 -44,862
GSCI(CME)
Oct05 050916 441.50 442.70 434.70 435.10 -9.65 250 17,714 +215
Nov05 050916 440.50 440.50 440.50 440.50 -8.50      
Dec05 050916 445.80 445.80 445.80 445.80        
Reuters CRB Index(NYBOT)
Nov05 050916 320.75 320.75 319.50 319.75 -0.25 7 389 +2
Jan06 050916 320.50 320.50 319.25 319.25 -0.25 0 414 +0
Feb06 050916 318.75 318.75 318.75 318.75 -0.25 0 7 +0
Total Volume and Open Interest 7 1,013 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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