Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 19, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov05 050919 573.00 578.50 573.00 576.00 +4.75 28,306 165,854 -3,520
Jan06 050919 582.00 587.25 581.50 585.25 +5.25 4,111 25,947 +281
Mar06 050919 589.50 594.50 589.00 592.25 +5.00 2,746 16,615 +547
May06 050919 594.00 599.00 594.00 596.50 +5.25 1,887 16,467 -105
Jul06 050919 598.00 603.00 598.00 601.25 +5.00 1,412 11,562 +568
Aug06 050919 600.00 600.00 599.00 599.00 +5.00 31 352 +7
Sep06 050919 597.00 597.00 597.00 597.00 +3.00 25 135 +3
Total Volume and Open Interest 38,872 245,326 -2,121
Soybean Meal(CBOT)
Oct05 050919 174.30 174.80 173.10 173.50 unch 5,641 17,924 -134
Dec05 050919 177.50 178.00 175.90 176.20 -0.40 9,821 60,174 -515
Jan06 050919 179.00 179.00 177.40 177.70 -0.60 2,176 10,630 -101
Mar06 050919 180.80 181.50 179.80 180.00 -0.70 2,162 9,551 +352
May06 050919 182.20 182.50 181.10 181.20 -0.90 1,792 12,223 +245
Jul06 050919 184.20 185.00 183.20 183.40 -0.70 1,267 7,342 +75
Aug06 050919 185.00 185.50 184.00 184.00 -1.00 400 1,980 +135
Sep06 050919 185.00 185.50 184.50 184.50 -0.10 153 1,762 +73
Total Volume and Open Interest 24,336 124,155 +547
Soybean Oil(CBOT)
Oct05 050919 22.00 22.84 22.00 22.72 +0.76 4,879 16,111 -286
Dec05 050919 22.30 23.10 22.30 22.98 +0.80 8,967 86,592 -530
Jan06 050919 22.48 23.18 22.48 23.16 +0.80 2,650 9,807 +166
Mar06 050919 22.65 23.30 22.65 23.30 +0.80 1,523 6,880 +392
May06 050919 22.70 23.42 22.70 23.40 +0.83 1,143 8,888 +260
Jul06 050919 22.95 23.55 22.90 23.52 +0.82 669 6,400 +199
Aug06 050919 23.25 23.50 23.25 23.50 +0.80 14 1,106 +13
Sep06 050919 23.05 23.50 23.05 23.50 +0.75 23 937 +9
Total Volume and Open Interest 20,153 140,719 +359
Canola(WCE)
Sep05 050914 257.4 257.4 257.4 257.4 -0.4      
Nov05 050919 258.0 260.0 257.5 258.9 +0.6 6,243 36,962 +1,198
Jan06 050919 267.2 268.5 266.3 267.6 +0.4 876 20,004 +540
Mar06 050919 273.3 275.1 273.3 274.0 +0.8 205 2,446 +128
May06 050919 280.9 280.9 280.9 280.9 -0.1 18 1,482 +1
Total Volume and Open Interest 7,521 65,210 +1,904
Corn(CBOT)
Dec05 050919 207.50 207.50 205.75 206.25 unch 33,900 476,115 -4,781
Mar06 050919 219.25 220.25 218.50 219.00 +0.25 9,124 120,911 +2,214
May06 050919 225.50 227.25 225.50 226.25 +0.25 2,953 26,926 +401
Jul06 050919 232.50 233.25 231.50 232.50 +0.50 2,467 38,511 +21
Sep06 050919 239.00 239.25 238.50 239.25 +0.75 330 5,316 +170
Dec06 050919 247.50 248.50 247.00 248.00 +0.50 1,679 31,868 +808
Total Volume and Open Interest 50,620 705,417 -1,143
Wheat(CBOT)
Dec05 050919 324.00 326.25 320.00 320.25 -4.00 18,989 221,319 -861
Mar06 050919 338.50 339.50 333.50 334.75 -3.25 2,028 36,622 +501
May06 050919 345.50 345.50 340.50 341.00 -3.50 141 1,526 +110
Jul06 050919 350.00 351.00 346.50 347.25 -3.25 3,721 20,921 +1,491
Sep06 050919 356.50 356.50 353.00 353.50 -3.00 36 284 +32
Total Volume and Open Interest 25,074 281,902 +1,371
Wheat(KCBT)
Sep05 050914 359.00 362.00 353.00 354.00 +0.50 139 113 +86
Dec05 050919 367.00 367.00 361.50 362.75 -4.50 21,442 63,536 -2,255
Mar06 050919 363.00 363.00 359.00 360.50 -3.00 3,414 21,648 -66
May06 050919 356.00 357.00 355.50 355.50 -5.50 470 1,878 +4
Jul06 050919 355.50 355.50 352.25 352.25 -2.75 3,423 10,501 +304
Total Volume and Open Interest 28,753 97,785 -2,010
Wheat(MGE)
Sep05 050914 386.00 386.00 385.00 385.00 +8.50 22 47 -11
Dec05 050919 358.00 359.50 356.00 356.75 -2.25 6,524 20,138 +122
Mar06 050919 357.00 357.00 353.00 353.50 -3.50 1,577 9,562 +201
May06 050919 358.75 358.75 355.50 356.00 -2.75 241 1,543 +94
Jul06 050919 359.00 359.00 358.75 358.75 -1.25 424 598 +249
Total Volume and Open Interest 8,773 32,031 +666
Oats(CBOT)
Dec05 050919 162.00 162.50 155.00 156.75 -3.50 723 5,524 -31
Mar06 050919 167.00 167.00 161.50 162.50 -2.50 15 256 +5
May06 050919 168.00 168.00 167.75 167.75 -1.25 0 40 +0
Jul06 050919 171.00 171.00 171.00 171.00 unch 0 1 +0
Total Volume and Open Interest 738 5,822 -26
Rough Rice(CBOT)
Sep05 050919 6.57 6.57 6.54 6.54 -0.03 0 23 -103
Nov05 050919 6.71 6.76 6.70 6.71 -0.04 52 5,255 +12
Jan06 050919 6.94 6.99 6.92 6.92 -0.05 5 857 -11
Mar06 050919 7.20 7.20 7.15 7.15 -0.05 5 479 +1
Total Volume and Open Interest 62 6,654 -101
Live Cattle(CME)
Oct05 050919 85.800 86.200 85.600 86.075 unch 9,246 38,824 -2,164
Dec05 050919 88.100 88.500 87.825 88.400 +0.125 11,792 71,878 +1,798
Feb06 050919 89.300 89.650 88.900 89.600 +0.200 3,739 25,880 +862
Apr06 050919 87.200 87.450 87.000 87.425 +0.150 574 7,423 +230
Jun06 050919 82.975 83.150 82.800 83.050 unch 164 3,248 -11
Aug06 050919 82.400 82.825 82.400 82.800 +0.075 55 1,599 +19
Total Volume and Open Interest 25,574 148,895 +738
Feeder Cattle(CME)
Sep05 050919 114.950 115.100 114.600 115.100 +0.225 315 3,253 -116
Oct05 050919 112.950 113.500 112.600 113.450 +0.525 1,190 13,180 -28
Nov05 050919 112.100 112.950 111.850 112.825 +0.475 710 8,130 +158
Jan06 050919 108.950 109.650 108.550 109.625 +0.550 375 3,363 +84
Mar06 050919 103.800 104.500 103.800 104.450 +0.150 9 444 +6
Apr06 050919 102.700 103.050 102.700 103.050 +0.225 22 331 +22
May06 050919 102.675 103.000 102.500 102.950 +0.150 7 141 +7
Total Volume and Open Interest 2,630 28,849 +134
Lean Hogs(CME)
Oct05 050919 64.950 65.100 64.200 64.975 +0.475 7,549 28,789 -789
Dec05 050919 62.200 62.400 61.350 62.300 +0.325 7,252 51,835 +2,068
Feb06 050919 63.750 63.875 63.000 63.775 +0.025 2,031 16,601 +531
Apr06 050919 62.250 62.475 61.800 62.450 +0.025 501 4,904 -78
May06 050919 62.500 62.600 62.250 62.525 +0.075 67 1,168 +31
Jun06 050919 65.250 65.400 65.150 65.400 -0.100 68 1,621 +31
Jul06 050919 62.000 62.250 62.000 62.250 +0.100 65 683 +22
Aug06 050919 58.400 58.400 58.200 58.350 -0.050 5 324 +5
Total Volume and Open Interest 17,541 106,060 +1,822
Pork Bellies(CME)
Feb06 050919 81.000 81.800 80.300 80.850 -0.450 277 1,061 -23
Mar06 050919 81.000 81.000 80.800 80.800 +0.400 2 47 +3
May06 050919 83.450 83.500 83.450 83.500 +0.100 1 15 +0
Jul06 050919 84.500 84.500 84.500 84.500 +0.250 0 1 +0
Aug06 050919 83.800 83.800 83.800 83.800 +0.300 0 1 +0
Total Volume and Open Interest 280 1,125 -20
Class III Milk(CME)
Sep05 050919 14.29 14.30 14.28 14.30 +0.01 57 3,279 -49
Oct05 050919 14.40 14.48 14.36 14.47 +0.03 313 2,631 +9
Nov05 050919 13.70 13.72 13.63 13.70 -0.05 23 1,829 -1
Dec05 050919 13.35 13.40 13.35 13.38 -0.02 16 1,752 +0
Jan06 050919 12.85 12.85 12.80 12.83 -0.06 16 1,199 +11
Total Volume and Open Interest 571 19,628 +78
Cocoa(NYBOT)
Dec05 050919 1360 1375 1356 1371 -14 6,843 48,257 +174
Mar06 050919 1402 1411 1397 1410 -12 1,800 26,816 +525
May06 050919 1425 1434 1423 1432 -11 501 7,624 -190
Jul06 050919 1447 1454 1447 1452 -12 200 8,894 +82
Sep06 050919 1468 1475 1463 1473 -9 567 10,353 -100
Dec06 050919 1493 1498 1492 1498 -9 980 6,586 +647
Mar07 050919 1522 1522 1522 1522 -10 100 7,744 +0
Total Volume and Open Interest 11,368 116,799 +1,398
Coffee "C"(NYBOT)
Sep05 050919 88.00 89.00 84.45 84.45 -3.75 34 110 -26
Dec05 050919 89.60 90.50 86.30 86.45 -3.75 9,021 61,574 -629
Mar06 050919 93.35 94.10 90.00 90.10 -3.70 2,227 14,372 -399
May06 050919 95.50 96.40 92.10 92.30 -3.65 452 3,613 +86
Jul06 050919 97.70 98.30 94.10 94.30 -3.70 264 2,567 +159
Sep06 050919 99.75 99.75 96.25 96.25 -3.70 123 1,076 +83
Total Volume and Open Interest 12,215 84,306 -707
Orange Juice(NYBOT)
Nov05 050919 94.80 97.90 94.80 97.50 +2.85 764 18,036 -156
Jan06 050919 97.65 99.85 97.65 99.50 +2.80 71 3,092 +1
Mar06 050919 100.25 102.00 100.25 101.90 +2.70 64 1,953 +29
May06 050919 102.50 103.80 102.50 103.80 +2.60 50 261 +5
Jul06 050919 105.70 105.70 105.70 105.70 +2.50 0 102 +0
Total Volume and Open Interest 949 23,451 -121
Sugar #11(NYBOT)
Oct05 050919 10.46 10.53 10.37 10.51 +0.08 47,641 78,868 -19,928
Mar06 050919 10.86 10.90 10.76 10.89 +0.01 51,718 290,578 +24,165
May06 050919 10.65 10.74 10.60 10.72 +0.02 6,064 47,287 -369
Jul06 050919 10.47 10.53 10.43 10.52 +0.01 7,232 28,609 -1,262
Oct06 050919 10.40 10.44 10.40 10.44 -0.01 1,963 15,300 -206
Total Volume and Open Interest 118,466 474,819 +4,000
Sugar #14(NYBOT)
Sep05 050808 22.25 22.25 22.25 22.25 -0.10 889 385 -721
Nov05 050919 21.31 21.41 21.31 21.40 +0.09 389 3,828 +135
Jan06 050919 21.00 21.00 21.00 21.00 +0.07 402 2,292 +33
Mar06 050919 20.97 20.97 20.97 20.97 +0.04 424 2,017 +66
May06 050919 20.94 20.94 20.94 20.94 +0.03 177 2,151 +46
Total Volume and Open Interest 1,733 12,945 +458
London Cocoa(LCE)
Sep05 050915 824 825 800 800 -35 14,237 3,189 -14,060
Dec05 050919 808 809 793 802 -9 3,652 79,063 +836
Mar06 050919 824 826 816 824 -7 1,063 45,186 +379
May06 050919 844 844 830 837 -7 136 11,631 +0
Jul06 050919 855 855 844 851 -7 433 20,674 +226
Sep06 050919 868 870 857 865 -7 61 12,442 +22
Dec06 050919 881 881 871 879 -5 60 13,041 +48
Total Volume and Open Interest 5,417 184,288 -1,028
London Coffee(LCE)
Sep05 050919 845.00 845.00 818.00 818.00 -49.00 0 255 -3
Nov05 050919 874.00 875.00 833.00 838.00 -44.00 7,084 70,902 -1,329
Jan06 050919 900.00 900.00 857.00 862.00 -44.00 2,986 56,115 +398
Mar06 050919 921.00 921.00 880.00 880.00 -43.00 1,445 28,669 +456
May06 050919 931.00 931.00 893.00 898.00 -42.00 62 7,677 +12
Jul06 050919 935.00 935.00 915.00 916.00 -41.00 10 3,321 +8
Total Volume and Open Interest 11,610 168,620 -455
London Sugar(LCE)
Oct05 050915 309.00 309.00 296.70 309.00 unch 5,203 3,525 -3,336
Dec05 050919 299.50 299.80 292.10 295.10 -4.10 1,912 25,443 -607
Mar06 050919 299.50 299.60 295.50 298.00 -1.20 1,393 14,123 +287
May06 050919 296.80 299.00 296.80 298.90 +0.40 45 3,396 +18
Aug06 050919 298.20 299.60 297.90 299.30 +1.10 650 2,532 +260
Total Volume and Open Interest 4,604 50,667 -382
Cotton(NYBOT)
Oct05 050919 48.50 50.25 48.40 50.17 +2.18 460 2,492 -427
Dec05 050919 50.45 52.00 50.11 51.98 +2.21 5,418 76,559 +331
Mar06 050919 52.00 53.47 51.95 53.44 +2.09 770 20,567 -7
May06 050919 53.50 54.20 53.50 54.20 +1.88 74 1,967 +34
Jul06 050919 53.75 54.93 53.75 54.93 +1.68 12 2,041 +10
Oct06 050919 56.55 56.55 56.55 56.55 +1.65 0 1 +0
Total Volume and Open Interest 6,734 104,340 -59
Lumber(CME)
Nov05 050919 287.5 293.4 283.1 292.2 +2.7 476 3,228 -37
Jan06 050919 301.9 303.0 295.6 303.0 +3.9 106 435 +29
Mar06 050919 309.0 315.7 308.1 315.7 +4.7 18 117 +2
May06 050919 321.9 321.9 319.9 319.9 +2.8 3 26 +1
Total Volume and Open Interest 603 3,810 -23
Crude Oil(NYM)
Oct05 050919 64.60 67.60 64.60 67.39 +4.39 89,331 54,146 -22,343
Nov05 050919 64.85 67.64 64.85 67.51 +4.17 105,760 235,834 +13,048
Dec05 050919 65.50 67.90 65.35 67.71 +3.80 35,175 132,592 +4,497
Jan06 050919 65.95 67.98 65.85 67.98 +3.57 7,942 52,270 +1,246
Feb06 050919 66.80 68.30 66.80 68.18 +3.39 1,882 24,213 +679
Mar06 050919 66.25 68.40 66.25 68.35 +3.32 3,959 28,078 +432
Apr06 050919 66.30 68.38 66.30 68.38 +3.26 833 14,483 +320
May06 050919 68.32 68.32 68.32 68.32 +3.22 728 12,733 -121
Jun06 050919 66.60 68.21 66.60 68.21 +3.18 3,344 39,761 -553
Jul06 050919 68.07 68.07 68.07 68.07 +3.13 718 9,357 +613
Aug06 050919 65.90 67.92 65.90 67.92 +3.08 190 6,881 +4
Sep06 050919 67.75 67.75 67.75 67.75 +3.03 195 7,921 -130
Oct06 050919 67.58 67.58 67.58 67.58 +2.98 75 5,501 +75
Nov06 050919 67.39 67.39 67.39 67.39 +2.93 0 5,201 +0
Dec06 050919 64.80 67.19 64.80 67.19 +2.88 4,809 53,081 +669
Jan07 050919 66.92 66.92 66.92 66.92 +2.83 310 8,610 +310
Total Volume and Open Interest 259,713 874,688 -1,477
Heating Oil(NYM)
Oct05 050919 192.00 205.00 192.00 203.84 +20.14 19,659 28,968 -3,287
Nov05 050919 198.50 207.50 198.00 206.83 +19.03 14,668 57,497 +1,720
Dec05 050919 201.00 210.00 201.00 209.33 +18.03 8,571 23,631 -1,584
Jan06 050919 202.00 212.00 202.00 211.63 +17.03 6,151 17,719 +516
Feb06 050919 206.00 212.13 205.50 212.13 +16.03 2,327 13,040 +513
Mar06 050919 203.00 209.73 203.00 209.73 +15.03 2,114 10,538 +423
Apr06 050919 200.00 204.03 200.00 204.03 +13.93 381 5,685 +54
May06 050919 200.00 200.00 199.13 199.13 +13.33 128 3,055 +60
Jun06 050919 193.55 195.53 190.00 195.53 +12.98 100 5,606 +26
Jul06 050919 195.00 195.13 194.35 195.13 +12.83 21 2,023 +11
Aug06 050919 194.00 195.78 194.00 195.78 +12.68 2 447 +2
Sep06 050919 195.50 197.03 195.00 197.03 +12.53 75 1,258 +15
Total Volume and Open Interest 54,336 173,161 -1,402
Unleaded Gas(NYM)
Oct05 050919 188.50 204.90 188.00 204.27 +25.76 24,915 36,704 -89
Nov05 050919 187.50 199.50 187.00 198.25 +20.83 12,851 51,356 +283
Dec05 050919 185.00 192.50 184.00 192.50 +16.38 5,215 16,711 +1,085
Jan06 050919 182.00 190.40 182.00 190.40 +14.53 2,039 11,934 -61
Feb06 050919 189.40 189.40 189.40 189.40 +13.43 228 5,572 -32
Mar06 050919 184.00 189.10 184.00 189.10 +12.68 638 4,677 +92
Apr06 050919 198.60 198.60 198.60 198.60 +11.68 818 4,965 -130
May06 050919 198.85 198.85 198.85 198.85 +11.48 241 2,864 -74
Jun06 050919 198.10 198.10 198.10 198.10 +11.08 619 2,400 +318
Jul06 050919 197.10 197.10 197.10 197.10 +10.98 166 1,088 +134
Aug06 050919 195.40 195.40 195.40 195.40 +10.88 308 1,569 +251
Sep06 050919 192.90 192.90 192.90 192.90 +10.83 2 83 +2
Total Volume and Open Interest 47,860 139,994 +1,597
Natural Gas(NYM)
Oct05 050919 11.970 12.700 11.950 12.663 +1.519 25,395 62,512 -2,656
Nov05 050919 12.700 13.300 12.650 13.265 +1.387 17,944 71,545 +2,684
Dec05 050919 13.300 13.800 13.250 13.755 +1.292 12,246 42,700 -2,365
Jan06 050919 13.540 14.015 13.500 14.015 +1.257 7,144 44,970 -405
Feb06 050919 13.350 13.850 13.300 13.845 +1.232 8,528 24,346 -845
Mar06 050919 12.950 13.350 12.870 13.340 +1.127 5,076 47,492 +742
Apr06 050919 10.500 10.715 10.450 10.715 +0.652 2,376 27,972 +433
May06 050919 10.050 10.300 10.000 10.245 +0.562 2,475 24,560 +307
Jun06 050919 10.150 10.300 10.120 10.271 +0.562 247 9,112 +61
Jul06 050919 10.200 10.320 10.140 10.314 +0.562 772 12,607 +20
Aug06 050919 10.250 10.400 10.150 10.359 +0.562 560 14,200 +296
Sep06 050919 10.500 10.500 10.150 10.335 +0.562 831 10,700 +175
Oct06 050919 10.300 10.500 10.150 10.365 +0.561 1,363 20,653 +382
Nov06 050919 10.800 11.000 10.620 10.775 +0.566 1,548 8,071 -744
Dec06 050919 10.750 11.400 10.750 11.175 +0.571 1,377 10,606 +146
Jan07 050919 11.700 11.700 11.250 11.465 +0.571 544 10,902 +115
Total Volume and Open Interest 90,002 552,538 -720
Brent Crude Oil(ICE)
Nov05 050919 62.35 65.80 62.11 65.61 +3.80 59,030 86,891 -3,644
Dec05 050919 63.18 66.31 62.85 66.16 +3.62 24,744 92,332 +2,495
Jan06 050919 63.56 66.61 63.34 66.51 +3.43 5,558 26,655 +126
Feb06 050919 63.95 66.78 63.71 66.78 +3.32 1,888 13,806 -375
Mar06 050919 64.56 66.96 64.00 66.92 +3.18 172 8,495 +18
Apr06 050919 64.63 67.08 64.63 66.94 +3.08 302 4,844 -300
May06 050919 66.38 66.81 66.38 66.81 +2.98 0 5,717 +0
Jun06 050919 64.67 66.76 64.67 66.67 +2.88 1,061 18,134 +10
Jul06 050919 65.27 66.68 65.27 66.51 +2.80 0 1,444 +0
Aug06 050919 65.97 66.35 65.97 66.35 +2.75 3 789 +0
Sep06 050919 63.90 66.18 63.90 66.18 +2.68 3 2,686 -3
Oct06 050919 65.84 66.01 65.67 66.01 +2.61 0 2,075 +0
Nov06 050919 65.84 65.84 65.84 65.84 +2.54 0 122 +0
Dec06 050919 63.51 65.92 63.51 65.67 +2.48 2,150 25,006 -893
Total Volume and Open Interest 97,156 321,846 -1,126
Gas Oil(ICE)
Oct05 050919 580.00 626.00 580.00 621.50 +48.50 15,557 53,279 -2,029
Nov05 050919 590.00 631.75 588.75 627.00 +45.75 11,914 40,915 -728
Dec05 050919 597.00 632.00 594.25 630.50 +44.00 6,672 35,370 +330
Jan06 050919 597.75 632.50 597.50 632.00 +42.25 4,880 18,435 +1,016
Feb06 050919 599.50 631.00 599.50 631.00 +41.25 1,156 11,410 +842
Mar06 050919 621.00 627.50 621.00 627.50 +39.50 404 9,746 +105
Apr06 050919 625.50 625.50 623.50 624.50 +39.00 150 6,001 +50
May06 050919 592.75 621.50 592.75 621.50 +38.00 0 1,266 +0
Jun06 050919 593.00 622.25 590.50 618.75 +36.50 925 15,505 +46
Jul06 050919 618.25 618.25 618.25 618.25 +36.00 50 643 +50
Total Volume and Open Interest 41,883 219,150 -298
US Dollar Index(NYBOT)
Sep05 050919 88.73 88.73 88.22 88.22 +0.18 556 5,998 -387
Dec05 050919 88.30 88.57 88.08 88.22 +0.41 4,130 9,440 +806
Mar06 050919 87.98 88.16 87.95 87.99 +0.41 3 2,014 +2
Total Volume and Open Interest 4,690 17,455 +422
Australian Dollar(CME)
Sep05 050919 76.32 76.53 76.32 76.53 -0.24 1,104 28,926 -1,311
Dec05 050919 76.07 76.46 76.00 76.33 -0.12 2,149 75,382 +547
Mar06 050919 76.08 76.08 76.08 76.08 -0.12 0 9 +0
Total Volume and Open Interest 3,253 104,338 -764
British Pound(CME)
Sep05 050919 180.35 180.60 180.20 180.60 -0.20 1,302 28,319 -2,192
Dec05 050919 180.14 180.29 179.82 180.07 -0.46 2,818 68,360 -1,018
Mar06 050919 180.00 180.00 179.77 179.77 -0.39 1 39 +2
Total Volume and Open Interest 4,121 96,719 -3,208
Canadian Dollar(CME)
Sep05 050919 84.78 85.68 84.76 85.57 +0.77 4,147 51,241 -4,929
Dec05 050919 84.98 85.98 84.95 85.78 +0.77 11,260 97,265 +4,926
Mar06 050919 85.57 86.10 85.57 86.01 +0.77 34 1,206 +32
Jun06 050919 85.85 86.24 85.85 86.24 +0.77 2 176 +1
Total Volume and Open Interest 15,443 149,926 +30
Japanese Yen(CME)
Sep05 050919 89.67 89.79 89.61 89.78 unch 2,456 59,158 -869
Dec05 050919 90.57 90.86 90.51 90.56 -0.10 11,538 127,061 +11,033
Mar06 050919 91.45 91.45 91.44 91.44 -0.10 5 474 +5
Total Volume and Open Interest 14,000 186,741 +10,170
Swiss Franc(CME)
Sep05 050919 78.23 78.23 78.15 78.23 -0.60 302 28,826 -1,259
Dec05 050919 78.86 79.04 78.72 78.91 -0.54 4,427 44,948 +4,706
Mar06 050919 79.54 79.54 79.54 79.54 -0.54 0 40 -1
Total Volume and Open Interest 4,729 73,861 +3,446
EuroFX(CME)
Sep05 050919 121.40 121.49 121.32 121.49 -0.93 4,698 60,452 -4,672
Dec05 050919 121.90 122.20 121.75 122.01 -0.94 8,536 125,746 +9,654
Mar06 050919 122.50 122.65 122.34 122.56 -0.93 121 1,408 +28
Total Volume and Open Interest 13,355 187,998 +5,010
Mexican Peso(CME)
Sep05 050919 9190.0 9200.0 9190.0 9200.0 -17.0 180 47,477 -203
Dec05 050919 9065.0 9130.0 9055.0 9107.0 +15.0 5,631 68,525 +1,066
Total Volume and Open Interest 5,819 117,058 +872
30-Year T-Bonds(CBOT)
Sep05 050919 115~02 115~12 115~00 115~08 +0~03 10,172 24,963 -2,917
Dec05 050919 114~20 115~00 114~18 114~27 +0~03 355,438 555,224 -21,046
Mar06 050919 114~12 114~18 114~12 114~17 +0~02 64 1,317 +18
Total Volume and Open Interest 365,692 581,522 -23,934
10-Year T-Notes(CBOT)
Sep05 050919 111~120 111~185 111~075 111~150 +0~015 63,249 252,813 -45,849
Dec05 050919 110~165 110~280 110~160 110~245 +0~050 763,137 1,548,694 -43,850
Total Volume and Open Interest 826,650 1,807,265 -89,584
5-Year T-Notes(CBOT)
Sep05 050919 107~285 107~285 107~285 107~285 +0~035 7,658 0 +0
Dec05 050919 107~205 107~260 107~180 107~230 +0~040 410,598 0 +0
Mar06 050919 107~185 107~185 107~185 107~185 +0~040 0 1,000 +0
Total Volume and Open Interest 418,256 1,000 +0
2 Year T-Notes(CBOT)
Sep05 050919 103~060 103~070 103~060 103~068 +0~008 1 35,853 -1,260
Dec05 050919 103~046 103~058 103~044 103~054 +0~010 11,687 332,648 -14,911
Total Volume and Open Interest 11,688 368,501 -16,171
Eurodollars(CME)
Sep05 050919 96.088 96.088 96.070 96.080 -0.010 55,159 923,668 -51,962
Dec05 050919 95.835 95.875 95.815 95.870 +0.040 55,856 1,111,774 -6,425
Mar06 050919 95.735 95.780 95.720 95.770 +0.035 37,415 1,126,620 -6,898
Jun06 050919 95.690 95.735 95.670 95.720 +0.035 40,394 959,806 -17,044
Sep06 050919 95.635 95.705 95.620 95.690 +0.040 323,503 733,609 -28,762
Dec06 050919 95.625 95.675 95.615 95.660 +0.045 29,103 639,624 +2,305
Mar07 050919 95.625 95.670 95.610 95.655 +0.045 21,930 487,230 +2,884
Jun07 050919 95.605 95.655 95.595 95.630 +0.035 20,454 378,540 +1,037
Sep07 050919 95.590 95.630 95.580 95.610 +0.030 19,313 271,426 +5,498
Dec07 050919 95.550 95.595 95.550 95.575 +0.030 7,691 241,591 +1,688
Mar08 050919 95.540 95.585 95.535 95.560 +0.025 8,912 212,613 -1,820
Jun08 050919 95.530 95.555 95.510 95.535 +0.025 7,344 198,752 +1,198
Sep08 050919 95.490 95.520 95.480 95.505 +0.025 10,906 185,784 +4,189
Dec08 050919 95.480 95.480 95.460 95.460 +0.025 3,455 136,019 +84
Mar09 050919 95.420 95.460 95.420 95.440 +0.025 2,650 123,808 +546
Jun09 050919 95.385 95.425 95.385 95.405 +0.025 3,498 108,383 +964
Sep09 050919 95.365 95.390 95.350 95.370 +0.020 3,851 91,754 +314
Dec09 050919 95.310 95.340 95.310 95.320 +0.020 2,852 71,283 -629
Total Volume and Open Interest 386,501 8,170,282 -118,108
3-Mth Euro-Yen(CME)
Sep05 050916 99.91 99.91 99.91 99.91 unch 6 5,604 +0
Dec05 050919 99.89 99.89 99.89 99.89 unch 125 6,611 -650
Mar06 050919 99.84 99.84 99.84 99.84 unch 0 7,898 +2,415
Jun06 050919 99.76 99.76 99.76 99.76 unch 0 7,432 -777
Sep06 050919 99.68 99.68 99.68 99.68 unch 80 3,876 +153
Dec06 050919 99.60 99.60 99.60 99.60 unch 50 5,649 -797
Mar07 050919 99.51 99.51 99.51 99.51 unch 0 6,073 +8
Jun07 050919 99.43 99.43 99.43 99.43 unch 0 478 -37
Sep07 050919 99.34 99.34 99.34 99.34 unch 0 370 +0
Dec07 050919 99.27 99.27 99.27 99.27 unch 0 27 +0
Total Volume and Open Interest 255 38,724 -5,289
3-Mth Euro-Yen(SIMEX)
Dec05 050919 99.89 99.89 99.89 99.89 unch 4,474 86,363 +1,088
Mar06 050919 99.84 99.84 99.84 99.84 unch 1,796 56,399 +258
Jun06 050919 99.77 99.77 99.76 99.76 unch 2,638 55,100 +438
Sep06 050919 99.68 99.68 99.68 99.68 unch 2,167 33,185 +1,929
Dec06 050919 99.60 99.60 99.60 99.60 unch 1,142 65,593 -349
Mar07 050919 99.52 99.52 99.51 99.51 -0.01 374 27,587 +359
Jun07 050919 99.44 99.44 99.43 99.43 -0.01 698 14,833 +490
Sep07 050919 99.35 99.35 99.35 99.35 unch 0 1,114 +0
Total Volume and Open Interest 13,289 394,560 +4,213
German Euro-Bund(EUREX)
Dec05 050919 122.62 123.30 122.55 123.17 +0.43 904,182 1,234,406 -2,850
Mar06 050919 123.16 123.58 123.16 123.50 +0.46 247 1,382 +63
Jun06 050919 122.67 122.67 122.67 122.67 +0.43      
Total Volume and Open Interest 904,429 1,235,788 -2,787
German Euro-Bobl(EUREX)
Dec05 050919 114.32 114.69 114.31 114.61 +0.21 409,098 826,031 +415
Mar06 050919 114.94 114.94 114.94 114.94 +0.15 1,056 742 +0
Jun06 050919 114.31 114.31 114.31 114.31 +0.21      
Total Volume and Open Interest 410,154 826,773 +415
Long Gilt(LIFFE)
Sep05 050919 113~14 113~19 113~14 113~19 +0~07 1,423 13,269 -1,388
Dec05 050919 113~05 113~13 113~02 113~11 +0~07 64,655 209,717 -7,597
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Sep05 050919 95.40 95.41 95.40 95.41 +0.01 24,903 215,933 -11,507
Dec05 050919 95.50 95.51 95.49 95.51 +0.03 65,833 323,308 -6,214
Mar06 050919 95.59 95.62 95.58 95.60 +0.04 100,581 359,867 -3,797
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Sep05 050919 97.860 97.865 97.860 97.865 unch 13,876 409,462 -2,363
Dec05 050919 97.825 97.840 97.820 97.835 +0.005 130,272 607,056 -19,618
Mar06 050919 97.775 97.810 97.770 97.800 +0.015 152,284 626,219 -22,779
Total Volume and Open Interest 682,369 3,220,586 -50,083
3-Mth Aus T-Bills(SFE)
Dec05 050919 94.38 94.39 94.37 94.38 -0.02 18,008 173,958 -6,699
Mar06 050919 94.38 94.39 94.36 94.38 -0.03 22,518 151,164 -2,992
Jun06 050919 94.42 94.43 94.40 94.43 -0.02 8,517 80,286 -1,960
Sep06 050919 94.42 94.43 94.41 94.43 -0.04 3,535 32,240 +841
Dec06 050919 94.42 94.43 94.42 94.43 -0.04 1,693 24,680 +1,051
Mar07 050919 94.39 94.41 94.39 94.41 -0.04 210 18,759 +10
Jun07 050919 94.37 94.39 94.37 94.39 -0.03 1,530 28,283 +931
Sep07 050919 94.38 94.38 94.38 94.38 -0.04 500 4,884 +160
Dec07 050919 94.37 94.38 94.37 94.38 -0.03 0 3,273 -50
Mar08 050919 94.37 94.37 94.37 94.37 -0.04 0 1,282 +0
Total Volume and Open Interest 56,519 520,508 -8,700
10-Year Aus T-Bonds(SFE)
Dec05 050919 94.75 94.75 94.72 94.75 -0.05 21,356 280,361 -37,649
Mar06 050919 94.78 94.78 94.78 94.78        
3-Year Aus T-Bonds(SFE)
Dec05 050919 94.82 94.82 94.79 94.81 -0.05 31,195 346,988 -46,975
Mar06 050919 94.83 94.83 94.83 94.83        
Gold(CMX)
Oct05 050919 464.5 469.0 463.5 467.3 +7.0 4,482 22,538 +1,134
Dec05 050919 467.7 472.4 466.7 470.4 +7.1 68,967 274,742 +2,301
Feb06 050919 470.8 475.7 470.8 473.8 +7.2 835 9,723 +250
Apr06 050919 477.7 478.2 477.0 477.2 +7.3 283 5,406 -67
Jun06 050919 478.1 482.5 477.5 480.6 +7.4 109 10,374 +21
Aug06 050919 481.5 484.1 481.5 484.1 +7.5 1 1,468 -1
Oct06 050919 487.5 487.5 487.5 487.5 +7.5 10 2,128 +10
Dec06 050919 489.0 493.0 489.0 490.9 +7.5 155 5,755 +64
Feb07 050919 494.4 494.4 494.4 494.4 +7.6 25 4,576 +25
Apr07 050919 497.8 497.8 497.8 497.8 +7.6 0 100 +0
Jun07 050919 501.3 501.3 501.3 501.3 +7.7 35 4,203 +20
Total Volume and Open Interest 75,157 347,196 +3,910
Silver(CMX)
Sep05 050919 735.0 739.0 733.8 733.8 +10.9 26 399 +2
Dec05 050919 737.0 750.0 736.0 739.8 +11.0 42,853 91,539 +1,018
Mar06 050919 742.0 756.0 742.0 745.0 +10.5 438 6,080 +166
May06 050919 747.0 747.0 747.0 747.0 +9.7 1 1,379 -1
Jul06 050919 748.9 748.9 748.9 748.9 +9.3 36 6,906 +25
Sep06 050919 750.0 750.0 750.0 750.0 +8.2 1 1,744 +0
Dec06 050919 755.0 762.0 751.5 751.5 +7.2 32 7,352 +11
Total Volume and Open Interest 43,478 118,211 +1,268
Platinum(NYM)
Oct05 050919 928.0 934.0 927.0 933.1 +9.3 1,521 10,893 +478
Jan06 050919 927.5 933.8 927.0 932.1 +9.3 36 1,805 +17
Apr06 050919 933.0 933.0 929.6 929.6 +9.3 17 138 +0
Total Volume and Open Interest 1,574 12,836 +495
Palladium(NYME)
Sep05 050919 192.00 202.70 192.00 202.70 +11.55 91 217 +13
Dec05 050919 196.00 206.00 194.50 205.20 +11.75 1,785 13,457 +358
Mar06 050919 207.20 207.20 207.20 207.20 +11.75 2 37 +1
Total Volume and Open Interest 1,879 13,712 +373
Copper(CMX)
Sep05 050919 168.50 174.40 168.50 173.95 +6.65 1,014 4,878 -319
Dec05 050919 159.90 165.75 159.30 165.45 +6.15 8,333 71,105 +74
Mar06 050919 153.20 159.10 153.20 158.70 +5.70 1,447 8,279 -388
May06 050919 153.90 153.90 153.90 153.90 +5.50 298 2,006 +152
Jul06 050919 150.30 150.30 149.10 149.10 +5.20 265 1,319 +227
Total Volume and Open Interest 12,723 98,833 -39
Aluminum(CMX)
Sep05 050919 84.95 84.95 84.95 84.95 +1.30 0 6 +0
Oct05 050919 85.40 85.40 85.40 85.40 +1.30 0 980 +0
Nov05 050919 85.75 85.75 85.75 85.75 +1.30 0 596 +0
Dec05 050919 86.25 86.25 86.25 86.25 +1.30 0 1,678 +0
Jan06 050919 86.25 86.25 86.25 86.25 +1.30 0 70 +0
Feb06 050919 86.25 86.25 86.25 86.25 +1.30 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 050919 10658 10670 10560 10606 -67 4,305 33,313 +236
Mar06 050919 10640 10640 10620 10640 -85 1 13 +1
Total Volume and Open Interest 4,306 33,326 -17,998
S & P 500(CME)
Dec05 050919 1241.50 1242.30 1233.50 1238.00 -4.30 29,285 627,200 +8,771
Mar06 050919 1244.70 1244.70 1244.70 1244.70 -4.30 89 5,198 +1
Jun06 050919 1252.20 1252.20 1252.20 1252.20 -4.30 0 765 +0
Sep06 050919 1259.70 1259.70 1259.70 1259.70 -4.30 0 56 +0
Total Volume and Open Interest 29,374 633,239 -132,568
S & P 500 E-Mini(Globex)
Dec05 050919 1242.50 1243.00 1233.25 1238.00 -4.25 847,635 917,790 +37,953
Mar06 050919 1248.00 1248.00 1240.25 1244.75 -4.25      
Total Volume and Open Interest 856,815 1,436,446 +303,660
NASDAQ 100(CME)
Dec05 050919 1610.00 1611.00 1591.50 1602.00 -9.50 4,961 51,742 +778
Mar06 050919 1615.00 1615.00 1615.00 1615.00 -9.50 0 7 +0
Jun06 050919 1628.00 1628.00 1628.00 1628.00 -9.50      
Total Volume and Open Interest 4,961 51,749  
NASDAQ 100 E-Mini(Globex)
Dec05 050919 1612.50 1612.50 1591.50 1602.00 -9.50 224,258 225,999 +13,186
Mar06 050919 1622.50 1623.00 1608.50 1615.00 -9.50      
Total Volume and Open Interest 225,601 411,751 +71,216
S & P Midcap 400(CME)
Dec05 050919 720.25 720.75 715.25 717.10 -2.30 2,826 12,435 -325
Mar06 050919 719.85 719.85 719.85 719.85 -2.30      
Jun06 050919 722.85 722.85 722.85 722.85 -2.30      
Total Volume and Open Interest 391 12,408 -4,433
Russell 2000(CME)
Dec05 050919 674.75 675.50 668.90 671.70 -3.20 1,368 31,162 +698
Mar06 050919 671.80 671.80 671.80 671.80 -3.20      
Jun06 050919 671.80 671.80 671.80 671.80 -3.20      
Total Volume and Open Interest 1,368 31,162 -15,929
Russell 2000 E-Mini(Globex)
Sep05 050916 665.00 669.55 664.90 669.55 +4.95 21,391 87,294 -21,553
Dec05 050919 674.80 675.70 668.70 671.70 -3.20 86,142 206,147 +3,577
Mar06 050919 677.00 677.00 671.80 671.80 -3.20      
Total Volume and Open Interest 86,356 287,282 +45,644
Value Line(KCBT)
Dec05 050919 1897.50 1897.50 1883.00 1897.50 -6.50 109 115 +106
Total Volume and Open Interest 109 115 +106
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 050919 4504.0 4531.5 4469.0 4516.5 -0.5 145,936 308,408 +80,624
Nov05 050919 4500.0 4536.5 4493.5 4523.0 -1.0 457 855 +190
Total Volume and Open Interest 405,615 895,407 +46,034
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)
Dec05 050919 4900.0 4974.5 4895.0 4957.5 -63.0 174,534 172,991 +13,652
Mar06 050919 4928.0 5000.0 4925.0 4985.0 -63.0 2,291 5,691 -562
Jun06 050919 5012.5 5012.5 5012.5 5012.5        
FT-SE 100(LIFFE)
Dec05 050919 5425.00 5466.00 5412.00 5461.00 +23.00 93,289 424,681 +10,128
Mar06 050919 5457.50 5469.00 5457.50 5469.00 +22.50 3 5,314 +1
Jun06 050919 5463.50 5476.00 5463.50 5476.00 +22.50 0 13,778 +0
Total Volume and Open Interest 125,998 573,801 +11,234
SPI 200(SFE)
Sep05 050916 4499.6 4499.6 4499.6 4499.6 -0.4 5,494 76,211 -54,183
Dec05 050919 4585.0 4590.0 4557.0 4563.0 -9.0 19,898 192,738 +379
Mar06 050919 4585.0 4587.0 4558.0 4564.0 -8.0 8 3,614 -9
Total Volume and Open Interest 19,914 200,052 -75,840
GSCI(CME)
Oct05 050919 445.15 465.30 445.15 464.00 +28.90 259 17,786 +72
Nov05 050919 467.00 467.00 467.00 467.00 +26.50      
Dec05 050919 470.00 470.00 470.00 470.00 +24.20      
Total Volume and Open Interest 259 17,786  
Reuters CRB Index(NYBOT)
Nov05 050919 320.00 324.75 320.00 324.70 +4.95 13 391 +2
Jan06 050919 324.20 324.20 324.20 324.20 +4.95 1 414 +0
Feb06 050919 323.75 323.75 322.70 322.70 +3.95 0 7 +0
Total Volume and Open Interest 14 1,015 +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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!